-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, M3VcKk5fU5yhzhD4IB8Ynf+KntrMXMrJrWuq7Tyj0tQY8CgP05XCjwJdLJL7dJiL us9QdByWuOSzDzXA4jjR/w== 0001144204-09-026249.txt : 20090514 0001144204-09-026249.hdr.sgml : 20090514 20090514062303 ACCESSION NUMBER: 0001144204-09-026249 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090514 DATE AS OF CHANGE: 20090514 EFFECTIVENESS DATE: 20090514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Vicis Capital, LLC CENTRAL INDEX KEY: 0001341950 IRS NUMBER: 450538105 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11503 FILM NUMBER: 09824271 BUSINESS ADDRESS: STREET 1: TOWER 56, SUITE 700, 126 E. 56TH STREET STREET 2: 7TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-909-4600 MAIL ADDRESS: STREET 1: TOWER 56, SUITE 700, 126 E. 56TH STREET STREET 2: 7TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 v149114_13f-hr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2009 Check here if Amendment |_|; Amendment Number: This Amendment (Check only one): |_| is a restatement |_| adds new holding entries Institutional Investment Manager Filing this Report: Name: Vicis Capital LLC Address: 445 Park Avenue 16th Floor New York, NY 10022 Form 13F File Number: 28-11503 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Keith Hughes Title: Chief Financial Officer Phone: 212-909-4600 Signature, Place and Date of Signing: /s/ Keith Hughes New York, NY May 14, 2009 - ------------------- ----------------------------- ------------ (Signature) (City, State) (Date) Report Type (Check only one): |X| 13F HOLDINGS REPORT: (Check here if all holdings of this reporting manager are reported in this report.) |_| 13F NOTICE: (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) |_| 13F COMBINATION REPORT: (Check here if a portion of the holding for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 837 Form 13F Information Table Value Total: $3,678,146 (in thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Name Title CUSIP Value Shrs or SH/ Put/ Investment Other Voting Authority of Issuer of Class (X$1,000) Prn Amt PRN Call Discretion Managers Sole Shared None 3M CO COM 88579Y101 350 2000 CALL Sole 3M CO COM 88579Y101 416 400 PUT Sole X 3M CO COM 88579Y101 505 200 PUT Sole X 3M CO COM 88579Y101 1434 2020 CALL Sole 3M CO COM 88579Y101 440 2000 CALL Sole 3M CO COM 88579Y101 300 3000 CALL Sole ABBOTT LABS COM 002824100 462 600 PUT Sole X ABBOTT LABS COM 002824100 607 12733 SH Sole X ABERCROMBIE & FITCH CO. CL A 002896207 561 23563 SH Sole X ABERCROMBIE & FITCH CO. CL A 002896207 260 800 PUT Sole X ABITIBIBOWATER INC COM 003687100 221 401532 SH Sole X ADAPTEC INC COM 00651F108 2160 900000 SH Sole X A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AE1 5917 12500000 PRN Sole X A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AF8 3149 7000000 PRN Sole X ADVANCED MICRO DEVICES INC. COM 007903107 478 673 PUT Sole X ADVANCED MICRO DEVICES INC. COM 007903107 703 5000 CALL Sole ADVANCED MICRO DEVICES INC. COM 007903107 217 2400 CALL Sole AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 1952 4000000 PRN Sole X AGILENT TECHNOLOGIES INC COM 00846U101 265 1820 CALL Sole AMERICAN INTL GROUP INC UNIT 99/99/9999 026874115 662 150000 PRN Sole X ALCOA INC COM 013817101 1555 617 PUT Sole X ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 12949 20000000 PRN Sole X ALTRIA GROUP INC COM 02209S103 5361 334654 SH Sole X ALTRIA GROUP INC COM 02209S103 221 1200 PUT Sole X ALTRIA GROUP INC COM 02209S103 438 2000 PUT Sole X AMAZON.COM INC COM 023135106 575 2000 CALL Sole AMAZON.COM INC COM 023135106 7886 4500 CALL Sole AMAZON.COM INC COM 023135106 7218 5110 PUT Sole X AMAZON.COM INC COM 023135106 6020 4000 CALL Sole AMAZON.COM INC COM 023135106 235 200 PUT Sole X AMBAC FINANCIAL GROUP INC COM 023139108 12589 16139304 SH Sole X AMEDISYS INC COM 23436108 1587 57744 SH Sole X AMERICAN ELEC PWR INC COM 025537101 1137 45000 SH Sole X AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 430 2000 PUT Sole X AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1760 65000 SH Sole X AMERICAN ELEC PWR INC COM 025537101 406 400 PUT Sole X AMERICAN EXPRESS COMPANY COM 025816109 218 900 CALL Sole AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 18802 21232000 PRN Sole X AMERIGROUP CORP COM 03073T102 3938 143005 SH Sole X AMERISOURCEBERGEN CORP COM 03073E105 713 3000 CALL Sole SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 14243 675000 SH Sole X AMGEN INC. NOTE 0.125% 2/0 031162AN0 67210 71850000 PRN Sole X AMGEN INC. NOTE 0.375% 2/0 031162AQ3 70038 76900000 PRN Sole X AMGEN INC. COM 031162100 541 933 PUT Sole X AMGEN INC. COM 031162100 617 750 PUT Sole X AMGEN INC. COM 031162100 728 1400 CALL Sole AMR CORP COM 001765106 2170 2000 PUT Sole X AMR CORP COM 001765106 974 1100 PUT Sole X AMR CORP COM 001765106 431 135089 SH Sole X AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 1664 3000000 PRN Sole X AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AE8 5548 10000000 PRN Sole X ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 10185 13780000 PRN Sole X APPLE INC COM 037833100 1445 2000 CALL Sole APPLE INC COM 037833100 282 700 PUT Sole X APPLE INC COM 037833100 1563 1000 CALL Sole APPLE INC COM 037833100 617 3000 CALL Sole APPLE INC COM 037833100 5925 2000 CALL Sole APPLE INC COM 037833100 2815 2000 CALL Sole APPLE INC COM 037833100 2136 1916 PUT Sole X APPLE INC COM 037833100 1050 2000 CALL Sole APPLE INC COM 037833100 549 226 CALL Sole APPLE INC COM 037833100 521 253 CALL Sole APPLE INC COM 037833100 1865 1086 CALL Sole APPLE INC COM 037833100 350 500 PUT Sole X APPLIED ENERGETICS INC COM 03819M106 468 2036498 SH Sole X APPLIED MATLS INC COM 038222105 500 5000 CALL Sole APPLIED MATLS INC COM 038222105 525 3000 CALL Sole ARCADIA RESOURCES INC COM 039209101 6033 13711922 SH Sole X ARCADIA RESOURCES INC COM 039209101 2105 4785050 SH Sole X ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 5013 5275000 PRN Sole X ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 7926 218655 PRN Sole X ARCHER DANIELS MIDLAND CO COM 039483102 250 500 PUT Sole X AUTOZONE INC COM 053332102 639 200 CALL Sole AUTOZONE INC COM 053332102 434 300 CALL Sole AUTOZONE INC COM 053332102 1674 1200 PUT Sole X BANK OF AMERICA CORP COM 060505104 325 7302 CALL Sole BANK OF AMERICA CORP COM 060505104 337 1593 CALL Sole BANK OF AMERICA CORP COM 060505104 834 450 PUT Sole X BANK OF AMERICA CORP COM 060505104 1043 3000 CALL Sole BANK OF AMERICA CORP COM 060505104 9275 7000 PUT Sole X BANK OF NEW YORK MELLON CORP. COM 064058100 4293 1800 PUT Sole X BANK OF NEW YORK MELLON CORP. COM 064058100 490 1400 CALL Sole BANK OF NEW YORK MELLON CORP. COM 064058100 527 2107 CALL Sole BANK OF NEW YORK MELLON CORP. COM 064058100 293 1170 CALL Sole BANK OF NEW YORK MELLON CORP. COM 064058100 202 1061 CALL Sole BANK OF NEW YORK MELLON CORP. COM 064058100 317 2261 CALL Sole BARRICK GOLD CORP COM 067901108 206 2500 PUT Sole X BARRICK GOLD CORP COM 067901108 342 600 PUT Sole X BARRICK GOLD CORP COM 067901108 2360 2000 PUT Sole X BARRICK GOLD CORP COM 067901108 330 1500 PUT Sole X BARRICK GOLD CORP COM 067901108 940 2000 CALL Sole BAXTER INTL INC COM 071813109 381 3050 CALL Sole BED BATH & BEYOND COM 075896100 360 2000 CALL Sole BED BATH & BEYOND COM 075896100 237 650 PUT Sole X BEST BUY INC SDCV 2.250% 1/1 086516AF8 41199 42186000 PRN Sole X BEST BUY INC COM 086516101 523 500 CALL Sole BEST BUY INC COM 086516101 273 650 PUT Sole X BEST BUY INC COM 086516101 565 2000 PUT Sole X BEST BUY INC COM 086516101 245 500 CALL Sole BEST BUY INC COM 086516101 355 500 PUT Sole X BHP BILLITON LTD SPONSORED ADR 088606108 446 10000 SH Sole X BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 7109 8900000 PRN Sole X BIOGEN IDEC INC COM 09062X103 423 3250 CALL Sole BIOGEN IDEC INC COM 09062X103 297 300 CALL Sole BMC SOFTWARE INC COM 55921100 400 1000 CALL Sole BOEING CO COM 097023105 224 200 PUT Sole X BOEING CO COM 097023105 401 100 PUT Sole X BOEING CO COM 097023105 430 2000 CALL Sole BOEING CO COM 097023105 575 1000 PUT Sole X BOEING CO COM 097023105 202 200 PUT Sole X BOSTON SCIENTIFIC CORP COM 101137107 23769 2989864 SH Sole X BRISTOL MYERS SQUIBB CO COM 110122108 246 2500 PUT Sole X BRISTOL MYERS SQUIBB CO COM 110122108 763 2500 CALL Sole BRISTOL MYERS SQUIBB CO COM 110122108 2153 12130 CALL Sole BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 1744 3000000 PRN Sole X BROADCOM CORP CL A 111320107 200 10000 SH Sole X BUCYRUS INTL INC NEW COM 118759109 778 51265 SH Sole X BUCYRUS INTL INC NEW COM 118759109 269 49 PUT Sole X BUCYRUS INTL INC NEW COM 118759109 2813 470 PUT Sole X BUNGE LIMITED COM G16962105 1095 1000 CALL Sole BURGER KING HOLDINGS INC COM 121208201 1607 70000 SH Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 2500 41565 SH Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 696 2300 CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 359 350 PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 1050 700 PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 3085 1550 PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 272 110 PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 515 1000 CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 1340 2000 PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 6408 6710 PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 1378 5010 CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 1560 2000 PUT Sole X C.H. ROBINSON WORLDWIDE INC COM 12541W209 310 2000 CALL Sole CA INC COM 12673P105 352 20000 SH Sole X CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 14460 1117500 SH Sole X CACI INTL INC NOTE 2.125% 5/0 127190AD8 14600 17000000 PRN Sole X CANADIAN NAT RAILWAY CO COM 136375102 420 2000 CALL Sole CAPITAL ONE FINANCIAL CORP COM 14040H105 817 950 PUT Sole X CAPITAL ONE FINANCIAL CORP COM 14040H105 884 950 PUT Sole X CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 7295 7923000 PRN Sole X CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 4908 9915000 PRN Sole X CATERPILLAR INC COM 149123101 317 1500 CALL Sole CATERPILLAR INC COM 149123101 524 300 PUT Sole X CATERPILLAR INC COM 149123101 2472 1100 PUT Sole X CELGENE CORP COM 151020104 215 365 CALL Sole CELGENE CORP COM 151020104 216 514 CALL Sole CELGENE CORP COM 151020104 245 500 CALL Sole CELGENE CORP COM 151020104 409 251 PUT Sole X CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 6739 19790000 PRN Sole X CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 2149 5000000 PRN Sole X CHAMPION ENTERPRISES INC NOTE 2.750%11/0 158496AC3 566 6000000 PRN Sole X CHARLES SCHWAB CORP COM 808513105 891 57500 SH Sole X CHATTEM INC NOTE 1.625% 5/0 162456AR8 226 290000 PRN Sole X CHECK POINT SOFTWARE TECH LT ORD M22465104 260 2600 PUT Sole X CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 7968 12750000 PRN Sole X CHESAPEAKE ENERGY CORP COM 165167107 533 3000 CALL Sole CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 8941 17500000 PRN Sole X CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 9599 15000000 PRN Sole X CHEVRON CORP NEW COM 166764100 1040 3250 CALL Sole CHEVRON CORP NEW COM 166764100 219 300 PUT Sole X CHEVRON CORP NEW COM 166764100 838 5000 CALL Sole CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 4478 9945000 PRN Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 1554 1300 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 257 300 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 208 500 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 5109 117400 SH Sole X CHINA SUNERGY CO LTD SPON ADR 16942X104 279 91525 SH Sole X CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 5146 9500000 PRN Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 235 2000 CALL Sole COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 21875 10000 PUT Sole X CIENA CORP NOTE 0.875% 6/1 171779AE1 8261 19500000 PRN Sole X CISCO SYSTEMS INC COM 17275R102 5143 5500 PUT Sole X CISCO SYSTEMS INC COM 17275R102 5660 337500 SH Sole X CISCO SYSTEMS INC COM 17275R102 485 2400 PUT Sole X CISCO SYSTEMS INC COM 17275R102 488 2000 CALL Sole CISCO SYSTEMS INC COM 17275R102 1043 5000 CALL Sole CISCO SYSTEMS INC COM 17275R102 204 1100 PUT Sole X CIT GROUP INC COM 125581108 5891 3425 PUT Sole X CITIGROUP INC COM 172967101 2550 20000 PUT Sole X CITIGROUP INC COM 172967101 205 5000 CALL Sole CITIGROUP INC COM 172967101 225 3000 CALL Sole CITIGROUP INC COM 172967101 1028 1000 PUT Sole X CITIGROUP INC COM 172967101 5110 4000 PUT Sole X CITIGROUP INC COM 172967101 1547 24170 CALL Sole CITIGROUP INC COM 172967101 703 5000 PUT Sole X CITIGROUP INC COM 172967101 1105 5000 PUT Sole X COCA COLA CO COM 191216100 795 2651 CALL Sole COEUR D ALENE MINES CORP IDA NOTE 3.250% 3/1 192108AR9 1204 3000000 PRN Sole X COEUR D ALENE MINES CORP IDA COM 192108108 5355 5696323 SH Sole X COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1040 50000 SH Sole X COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 360 1000 PUT Sole X COLGATE PALMOLIVE CO COM 194162103 350 1000 PUT Sole X CONAGRA INC COM 205887102 210 3000 CALL Sole CONAGRA INC COM 205887102 240 6000 CALL Sole CONOCOPHILLIPS COM 20825C104 243 2000 CALL Sole CONOCOPHILLIPS COM 20825C104 1067 1604 PUT Sole X CONSECO INC COM 208464883 632 687000 SH Sole X CONSECO INC COM 208464883 3978 5765 PUT Sole X SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 750 25000 CALL Sole SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2400 10000 PUT Sole X SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2875 10000 PUT Sole X CORNING INC COM 219350105 1327 100000 SH Sole X COSTCO WHOLESALE CORP COM 22160K105 4901 105814 SH Sole X COSTCO WHOLESALE CORP COM 22160K105 1000 2000 PUT Sole X COVIDIEN LTD COM G2552X108 2094 63005 SH Sole X COVIDIEN LTD COM G2552X108 1028 1500 PUT Sole X CROWN CASTLE INTL CORP COM 228227104 413 5000 CALL Sole CSX CORP COM 126408103 226 343 PUT Sole X CSX CORP COM 126408103 220 2000 CALL Sole CSX CORP COM 126408103 293 564 PUT Sole X CUMMINS INC COM 231021106 660 1000 PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 5884 442391 SH Sole X CVS CAREMARK CORPORATION COM 126650100 880 2000 PUT Sole X CVS CAREMARK CORPORATION COM 126650100 264 800 PUT Sole X DANAHER CORP COM 235851102 663 1250 CALL Sole DANAHER CORP COM 235851102 560 1000 CALL Sole DANAHER CORP COM 235851102 1360 4000 CALL Sole DEERE & CO COM 244199105 208 400 PUT Sole X DEERE & CO COM 244199105 2150 2500 PUT Sole X DEERE & CO COM 244199105 9295 282776 SH Sole X DELL INC COM 24702R101 320 4000 CALL Sole DELL INC COM 24702R101 543 5000 PUT Sole X DELTA PETROLEUM CORP NOTE 3.750% 5/0 247907AD0 1246 5070000 PRN Sole X DIAMONDS TR UNIT SER 1 252787106 1805 10000 CALL Sole DIAMONDS TR UNIT SER 1 252787106 985 1000 PUT Sole X DIAMONDS TR UNIT SER 1 252787106 1403 3300 CALL Sole DOVER CORP COM 260003108 310 646 PUT Sole X DOVER CORP COM 260003108 450 17075 SH Sole X DOW CHEMICAL CORP COM 260543103 405 48100 SH Sole X DU PONT E I DE NEMOURS & CO COM 263534109 1664 3200 PUT Sole X DU PONT E I DE NEMOURS & CO COM 263534109 1573 4250 CALL Sole EBAY INC COM 278642103 263 3000 CALL Sole EBAY INC COM 278642103 833 3470 CALL Sole EBAY INC COM 278642103 417 3000 CALL Sole EBAY INC COM 278642103 390 10000 CALL Sole EBAY INC COM 278642103 2057 750 PUT Sole X EBAY INC COM 278642103 275 5000 PUT Sole X EBAY INC COM 278642103 1655 10000 CALL Sole EBAY INC COM 278642103 560 5000 CALL Sole ELAN PLC ADR 284131208 239 1225 CALL Sole ELAN PLC ADR 284131208 4139 623400 SH Sole X ELECTRONIC ARTS INC COM 285512109 420 3000 PUT Sole X ELECTRONIC ARTS INC COM 285512109 435 3000 CALL Sole LILLY ELI & CO COM 532457108 4080 3000 PUT Sole X E M C CORP MASS NOTE 1.750%12/0 268648AK8 79027 79533000 PRN Sole X E M C CORP MASS NOTE 1.750%12/0 268648AM4 72391 74529000 PRN Sole X EMERSON ELECTRIC CO. COM 291011104 219 300 PUT Sole X ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 15830 20500000 PRN Sole X ENDO PHARMACEUTICALS HLDGS I COM 29264F205 2587 146300 SH Sole X ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 6156 11842000 PRN Sole X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 502 4000 CALL Sole SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 503 2750 CALL Sole ENERSYS NOTE 3.375% 6/0 29275YAA0 7432 11689000 PRN Sole X ENTERTAINMENT PPTYS TR CONV PFD 9% SR E 29380T600 1227 75000 PRN Sole X EQUINIX INC NOTE 3.000%10/1 29444UAG1 18948 27063000 PRN Sole X ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 13648 15685000 PRN Sole X EVERGREEN SOLAR INC NOTE 4.000% 7/1 30033RAC2 1463 5300000 PRN Sole X EXCEL MARITIME CARRIERS NOTE 1.875% 10/1 300668AA8 1945 13890000 PRN Sole X EXCO RESOURCES INC COM 269279402 199 2490 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 490 1400 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 243 200 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 2210 1300 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 10913 5000 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 10110 3000 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 999 2195 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 1285 5600 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 1626 500 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 258 950 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 626 16695 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 11400 5000 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 13813 5000 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 1220 4000 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 995 5000 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 693 5500 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 479 200 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 284 100 PUT Sole X FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 4128 64000 PRN Sole X FEDEX CORP COM 31428X106 1550 1000 PUT Sole X FEDEX CORP COM 31428X106 3350 1650 PUT Sole X FEDEX CORP COM 31428X106 813 320 PUT Sole X FEDEX CORP COM 31428X106 267 741 PUT Sole X FEDEX CORP COM 31428X106 585 1000 PUT Sole X FEDEX CORP COM 31428X106 375 2000 CALL Sole FEDEX CORP COM 31428X106 248 200 PUT Sole X FEDEX CORP COM 31428X106 510 1000 PUT Sole X FERRO CORP NOTE 6.500% 8/1 315405AL4 4383 12890000 PRN Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 7895 896088 SH Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2403 20985 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 844 2250 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 863 6300 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3638 44635 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2075 10000 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 531 9750 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1176 6700 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 563 5900 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 984 8098 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 235 2000 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 971 7500 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 355 4800 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 337 2000 CALL Sole FLOTEK INDS INC DEL NOTE 5.250% 2/1 343389AA0 805 3500000 PRN Sole X FPL GROUP INC COM 302571104 528 10400 SH Sole X FPL GROUP INC COM 302571104 288 1000 PUT Sole X FPL GROUP INC COM 302571104 665 1000 CALL Sole FPL GROUP INC COM 302571104 417 647 PUT Sole X FEDERAL HOME LN MTG CORP COM 313400301 1114 1465782 SH Sole X FREEPORT-MCMORAN COPPER & GO COM 35671D857 16232 425917 SH Sole X GAMESTOP CORP CL A 36467W109 350 1000 CALL Sole GAP INC COM 364760108 588 1250 PUT Sole X GENERAL ELECTRIC CO COM 369604103 224 900 PUT Sole X GENERAL ELECTRIC CO COM 369604103 445 5000 CALL Sole GENERAL ELECTRIC CO COM 369604103 2360 4000 PUT Sole X GENERAL ELECTRIC CO COM 369604103 6816 8600 PUT Sole X GENERAL ELECTRIC CO COM 369604103 3000 2000 PUT Sole X GENERAL ELECTRIC CO COM 369604103 11940 6000 PUT Sole X GENERAL ELECTRIC CO COM 369604103 722 7009 CALL Sole GENERAL ELECTRIC CO COM 369604103 396 9200 CALL Sole GENERAL ELECTRIC CO COM 369604103 1530 4500 PUT Sole X GENERAL ELECTRIC CO COM 369604103 469 1500 PUT Sole X GENERAL MTRS CORP SENIOR DEBEN D 370442691 685 70000 PRN Sole X GENERAL MTRS CORP COM 370442105 3967 4300 PUT Sole X GENZYME CORP COM 372917104 347 403 CALL Sole GENZYME CORP COM 372917104 395 510 CALL Sole GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 8906 7000000 PRN Sole X GILEAD SCIENCES INC CALL 375558103 303 1225 CALL Sole GLOBALOPTIONS GROUP INC COM 37946D209 260 191066 SH Sole X GLOBALOPTIONS GROUP INC COM NEW 37946D209 4228 3108683 SH Sole X GLOBALSTAR INC NOTE 5.750% 4/0 378973AA9 226 1500000 PRN Sole X GOLD FIELDS LTD SPONSORED ADR 38059T106 1213 11548 CALL Sole GOLDCORP INC COM 380956409 1030 2000 CALL Sole GOLDCORP INC COM 380956409 1001 2600 CALL Sole GOLDEN STAR RESOURCES COM 38119T104 5750 3938571 SH Sole X GOLDMAN SACHS GROUP INC COM 38141G104 772 200 PUT Sole X GOLDMAN SACHS GROUP INC COM 38141G104 1083 1000 CALL Sole GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 2340 4700000 PRN Sole X GREAT ATLANTIC & PAC TEA INC COM 390064103 6134 1155265 SH Sole X GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 6227 12000000 PRN Sole X HALLIBURTON CO COM 406216101 1863 1250 PUT Sole X HARLEY DAVIDSON STK COM 412822108 489 36546 SH Sole X HARLEY DAVIDSON STK PUT 412822108 408 600 PUT Sole X HARMONY GOLD MNG LTD SPONSORED ADR 413216300 521 10421 CALL Sole HARMONY GOLD MNG LTD SPONSORED ADR 413216300 260 4000 CALL Sole HEADWATERS INC COM 42210P102 235 2000 CALL Sole HEALTH MGMT ASSOC INC CL A 421933102 1227 475644 SH Sole X HEINZ H J CO COM 423074103 1843 5500 PUT Sole X HERCULES OFFSHORE INC NOTE 3.375% 6/0 427093AA7 3902 15500000 PRN Sole X HEWLETT PACKARD CO COM 428236103 5125 5000 PUT Sole X HEWLETT PACKARD CO COM 428236103 2588 7500 CALL Sole HEWLETT PACKARD CO COM 428236103 950 10000 CALL Sole HEWLETT PACKARD CO COM 428236103 580 1000 PUT Sole X HEINZ H J CO COM 423074103 4815 145646 SH Sole X HECLA MNG CO 6.5% CONV PFD 422704304 422 20000 PRN Sole X HOLOGIC INC FRNT 2.000%12/1 436440AA9 38931 57427000 PRN Sole X HOME DEPOT INC COM 437076102 231 1200 PUT Sole X HOME DEPOT INC COM 437076102 299 2500 CALL Sole HOME DEPOT INC COM 437076102 1294 2500 PUT Sole X HOME DEPOT INC COM 437076102 720 1800 CALL Sole HOME DEPOT INC COM 437076102 900 7200 PUT Sole X HOME DEPOT INC COM 437076102 206 2300 CALL Sole HSBC HLDGS PLC SPONSORED ADR 404280406 9168 324861 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 4959 4700 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 1069 750 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 347 200 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 1222 1300 SH Sole X HUNT J B TRANS SVCS INC COM 445658107 420 700 CALL Sole HUNT J B TRANS SVCS INC COM 445658107 539 1100 CALL Sole ILLINOIS TOOL WORKS INC COM 452308109 700 2800 PUT Sole X ILLINOIS TOOL WORKS INC COM 452308109 1080 2000 PUT Sole X ILLINOIS TOOL WORKS INC COM 452308109 570 600 PUT Sole X ILLINOIS TOOL WORKS INC COM 452308109 440 2000 CALL Sole ILLINOIS TOOL WORKS INC COM 452308109 200 2100 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 431 2500 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 358 5500 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 3575 5500 PUT Sole X SELECT SECT SPDR TR SBI INT-INDS 81369Y704 300 5000 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 210 6000 CALL Sole INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 16590 17000000 PRN Sole X INGERSOLL-RAND COMPANY LTD CL A G4776G101 660 1000 PUT Sole X INSULET CORP COM 45784P101 691 168491 SH Sole X INTEL CORP COM 458140100 520 3700 CALL Sole INTEL CORP COM 458140100 367 4703 CALL Sole INTEL CORP COM 458140100 1445 10000 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 475 2500 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 1013 1250 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 1015 4100 PUT Sole X INTERNATIONAL BUSINESS MACHS COM 459200101 932 405 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 518 375 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 469 375 PUT Sole X INTERNATIONAL BUSINESS MACHS COM 459200101 3518 5250 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 505 500 PUT Sole X INTERNATIONAL BUSINESS MACHS COM 459200101 1150 2500 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 581 1400 PUT Sole X INTERNATIONAL BUSINESS MACHS COM 459200101 1538 1250 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 855 1500 PUT Sole X INTERNATIONAL BUSINESS MACHS COM 459200101 1974 2800 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 1313 2500 CALL Sole ISHARES TR DJ US REAL EST 464287739 1017 39950 SH Sole X ISHARES TR FTSE XNHUA IDX 464287184 438 2500 CALL Sole ISHARES TR FTSE XNHUA IDX 464287184 4039 2250 PUT Sole X ISHARES INC MSCI BRAZIL 464286400 273 1000 PUT Sole X ISHARES TR MSCI EAFE IDX 464287465 404 2310 CALL Sole ISHARES TR MSCI EMERG MKT 464287234 200 5000 CALL Sole ISHARES INC MSCI JAPAN 464286848 4865 615000 SH Sole X ISHARES INC MSCI JAPAN 464286848 1225 10000 PUT Sole X ISHARES SILVER TRUST ISHARES 46428Q109 257 20000 SH Sole X ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 2278 2000000 PRN Sole X ISTAR FINL INC COM 45031U101 736 262065 SH Sole X ISTAR FINL INC FRNT 10/0 45031UBF7 1644 6500000 PRN Sole X ITRON INC NOTE 2.500% 8/0 465741AJ5 19582 19810000 PRN Sole X ITT INDUSTRIES INC COM 450911102 231 200 PUT Sole X ITT INDUSTRIES INC COM 450911102 288 1000 CALL Sole ITT INDUSTRIES INC COM 450911102 450 1000 PUT Sole X IVANHOE MINES LTD COM 46579N103 4603 748500 SH Sole X PENNEY J C INC COM 708160106 925 2500 PUT Sole X PENNEY J C INC COM 708160106 7555 376457 SH Sole X JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 2166 4500000 PRN Sole X JOHNSON & JOHNSON COM 478160104 465 1500 CALL Sole JOHNSON & JOHNSON COM 478160104 225 300 PUT Sole X JOHNSON & JOHNSON COM 478160104 248 1140 CALL Sole JOHNSON & JOHNSON COM 478160104 300 1250 PUT Sole X JOHNSON & JOHNSON COM 478160104 275 2500 CALL Sole JOHNSON CTLS INC NOTE 6.500% 9/3 478366AS6 25108 20000000 PRN Sole X JP MORGAN CHASE & CO COM 46625H100 883 1000 CALL Sole JP MORGAN CHASE & CO COM 46625H100 353 900 CALL Sole JP MORGAN CHASE & CO COM 46625H100 210 650 CALL Sole JP MORGAN CHASE & CO COM 46625H100 677 841 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 1038 2500 CALL Sole JP MORGAN CHASE & CO COM 46625H100 245 2000 CALL Sole JP MORGAN CHASE & CO COM 46625H100 231 3000 CALL Sole JP MORGAN CHASE & CO COM 46625H100 452 1600 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 408 1200 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 561 1950 CALL Sole JP MORGAN CHASE & CO COM 46625H100 784 5705 CALL Sole JP MORGAN CHASE & CO COM 46625H100 641 7000 CALL Sole JP MORGAN CHASE & CO COM 46625H100 1267 900 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 819 500 PUT Sole X JP MORGAN CHASE & CO COM 46625H100 231 700 PUT Sole X KB HOME COM 48666K109 352 400 PUT Sole X SPDR SERIES TRUST KBW REGN BK ETF 78464A698 1172 60998 SH Sole X KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 14959 19620000 PRN Sole X KEYCORP PFD 7.75% SR A 493267405 4255 60000 PRN Sole X KIMBERLY CLARK CORP CALL 494368103 563 4500 CALL Sole KOHLS CORP COM 500255104 231 700 CALL Sole KOHLS CORP COM 500255104 2480 4000 CALL Sole KOHLS CORP COM 500255104 588 1200 PUT Sole X KRAFT FOODS INC CL A 50075N104 921 1980 PUT Sole X KRAFT FOODS INC CL A 50075N104 374 2300 PUT Sole X KRAFT FOODS INC CL A 50075N104 1600 5000 PUT Sole X KRAFT FOODS INC CL A 50075N104 380 2000 CALL Sole KROGER CO COM 501044101 212 10000 SH Sole X L-1 IDENTITY SOLUTIONS INC NOTE 3.750% 5/1 50212AAB2 6899 10689000 PRN Sole X L-1 IDENTITY SOLUTIONS INC COM 50212AAA4 3550 5500000 PRN Sole X L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 24037 24852000 PRN Sole X LEAP WIRELESS INTL INC COM 521863308 3291 94388 SH Sole X LG DISPLAY CO LTD SPONS ADR REP 50186V102 534 55000 SH Sole X LIFE TECHNOLOGIES CORP COM 46185RAM2 14607 15303000 PRN Sole X LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 36245 50970000 PRN Sole X LILLY ELI & CO COM 532457108 4153 124306 SH Sole X LINCARE HOLDINGS INC NOTE 2.750%11/0 532791AF7 2078 3000000 PRN Sole X LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 22153 27000000 PRN Sole X LIVE NATION INC COM 538034109 2935 1099356 SH Sole X LIVE NATION INC NOTE 2.875% 7/1 538034AB5 656 2000000 PRN Sole X LOWES COS INC COM 548661107 224 12279 SH Sole X LOWES COS INC COM 548661107 320 1000 PUT Sole X MARATHON OIL CORP COM 565849106 3720 2000 PUT Sole X MARATHON OIL CORP COM 565849106 5258 200000 SH Sole X MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 3939 7800 CALL Sole MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 19206 31000000 PRN Sole X MASTERCARD INC CL A 57636Q104 3045 1400 CALL Sole MAXTOR CORP NOTE 2.375% 8/1 577729AE6 4722 7500000 PRN Sole X MCDONALDS CORP COM 580135101 275 1000 PUT Sole X MCKESSON PUT 58155Q103 251 440 PUT Sole X MEDTRONIC COM 585055106 930 3000 CALL Sole MEDTRONIC COM 585055106 820 4000 CALL Sole MEDTRONIC NOTE 1.500% 4/1 585055AL0 44239 47162000 PRN Sole X MEDTRONIC NOTE 1.625% 4/1 585055AM8 22670 25500000 PRN Sole X MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 6570 10207000 PRN Sole X BANK OF AMERICA CORP COM 060505104 262 200 PUT Sole X BANK OF AMERICA CORP COM 060505104 382 200 PUT Sole X BANK OF AMERICA CORP COM 060505104 2914 1500 PUT Sole X MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 29565 41310000 PRN Sole X MICROSOFT CORP COM 594918104 940 5000 PUT Sole X MICROSOFT CORP COM 594918104 2630 4000 PUT Sole X MICROSOFT CORP COM 594918104 290 3000 PUT Sole X MICROSOFT CORP COM 594918104 1956 6950 PUT Sole X MICROSOFT CORP COM 594918104 3696 16500 CALL Sole MICROSOFT CORP COM 594918104 2709 6450 PUT Sole X MICROSOFT CORP COM 594918104 1562 11000 CALL Sole MICROSOFT CORP COM 594918104 12548 10500 PUT Sole X MICROSOFT CORP COM 594918104 1238 11467 PUT Sole X MICROSOFT CORP COM 594918104 266 1000 CALL Sole MICROSOFT CORP COM 594918104 287 2000 PUT Sole X MICROSOFT CORP COM 594918104 1189 7500 CALL Sole MICROSOFT CORP COM 594918104 887 10500 CALL Sole MCMORAN EXPLORATION CO PFD MAND CNV 582411500 1775 45000 PRN Sole X MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1496 50000 SH Sole X MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2108 500 PUT Sole X MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 3998 5775000 PRN Sole X MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 47683 46857000 PRN Sole X MONSANTO CO COM 61166W101 575 950 CALL Sole MONSANTO CO COM 61166W101 1237 3806 PUT Sole X MONSANTO CO COM 61166W101 670 2000 CALL Sole MONSANTO CO COM 61166W101 571 510 PUT Sole X MONSANTO CO COM 61166W101 1340 2000 CALL Sole MORGAN STANLEY COM 617446448 403 3750 CALL Sole MORGAN STANLEY COM 617446448 1981 700 PUT Sole X NABORS INDS INC NOTE 0.940% 5/1 629568AP1 10588 12000000 PRN Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1187 19300 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 271 2255 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1891 26450 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1182 7851 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1875 50000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1145 10000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 533 3700 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1385 4610 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 665 3000 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1095 10000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 4000 50000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 395 10000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2498 18500 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1188 19000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1201 30029 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2445 30000 CALL Sole NATIONAL RETAIL PROPERTIES NOTE 5.125% 6/ 637417AC0 5461 7000000 PRN Sole X NEWALLIANCE BANCSHARES INC COM 650203102 2962 252300 SH Sole X NEWALLIANCE BANCSHARES INC COM 650203102 767 2980 PUT Sole X NEWMONT MINING CORP NOTE 1.250% 7/1 651639AJ5 84998 75635000 PRN Sole X NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 57315 46500000 PRN Sole X NEWMONT MINING CORP COM 651639106 684 900 CALL Sole NEWMONT MINING CORP COM 651639106 834 3000 PUT Sole X NEWMONT MINING CORP COM 651639106 653 1500 PUT Sole X NEWMONT MINING CORP COM 651639106 668 1000 PUT Sole X NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 4875 5400000 PRN Sole X NIKE INC CL B 654106103 738 900 PUT Sole X NIKE INC CL B 654106103 420 1000 PUT Sole X NIKE INC CL B 654106103 518 1500 CALL Sole NOKIA CORP SPONSORED ADR 654902204 1751 150000 SH Sole X NORDSTROM INC COM 655664100 680 1000 CALL Sole NORDSTROM INC COM 655664100 500 2000 CALL Sole NORFOLK SOUTHERN CORP COM 655844108 235 1000 PUT Sole X NORFOLK SOUTHERN CORP COM 655844108 276 600 PUT Sole X NORFOLK SOUTHERN CORP COM 655844108 632 800 PUT Sole X NORFOLK SOUTHERN CORP COM 655844108 1710 50667 SH Sole X NORTHSTAR REALTY FINANCE COR COM 66704R100 932 401698 SH Sole X NOVAGOLD RES INC NOTE 5.500% 5/0 66987EAA5 1622 5000000 PRN Sole X NOVAMED INC NOTE 1.000% 6/1 66986WAA6 422 1000000 PRN Sole X NUCOR CORP COM 670346105 1323 1800 PUT Sole X NUCOR CORP COM 670346105 432 450 PUT Sole X NUCOR CORP COM 670346105 3300 2750 PUT Sole X NUCOR CORP COM 670346105 18322 480000 SH Sole X OCCIDENTAL PETE CORP DEL COM 674599105 385 700 PUT Sole X OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 230 500 PUT Sole X OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 1391 1800 PUT Sole X OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 809 500 PUT Sole X OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 658 400 PUT Sole X OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 214 300 PUT Sole X OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 202 200 PUT Sole X OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 12472 168500 SH Sole X OMNICARE INC DBCV 3.250%12/1 681904AL2 7360 11500000 PRN Sole X ORACLE CORPORATION COM 68389X105 1050 5000 CALL Sole ORACLE CORPORATION COM 68389X105 900 10000 PUT Sole X ORACLE CORPORATION COM 68389X105 2625 14000 CALL Sole ORACLE CORPORATION COM 68389X105 1400 3500 PUT Sole X ORACLE CORPORATION COM 68389X105 848 1500 PUT Sole X ORACLE CORPORATION COM 68389X105 210 3500 CALL Sole ORACLE CORPORATION COM 68389X105 688 2500 CALL Sole ORACLE CORPORATION COM 68389X105 494 3296 CALL Sole ORACLE CORPORATION COM 68389X105 369 1800 PUT Sole X PARKER HANNIFIN CORP COM 701094104 1446 42558 SH Sole X PENN VA CORP NOTE 4.500%11/1 707882AA4 6510 11000000 PRN Sole X PEPSICO INC COM 713448108 638 7500 CALL Sole PEPSICO INC COM 713448108 1320 2200 PUT Sole X PEPSICO INC COM 713448108 425 500 PUT Sole X PEPSICO INC COM 713448108 416 1936 CALL Sole PEPSICO INC COM 713448108 885 1500 CALL Sole PEPSICO INC COM 713448108 693 1630 CALL Sole PEPSICO INC COM 713448108 1798 6200 CALL Sole PEPSICO INC COM 713448108 925 5000 CALL Sole PERRIGO CO COM 714290103 660 2000 CALL Sole PERRIGO CO COM 714290103 680 2000 PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 374 3400 CALL Sole PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 6966 2700 PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4263 1400 PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 7030 2000 PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 11237 368796 SH Sole X PFIZER INC COM 717081103 10074 739663 SH Sole X PFIZER INC COM 717081103 222 1800 CALL Sole PFIZER INC COM 717081103 2380 3400 PUT Sole X PFIZER INC COM 717081103 407 3080 PUT Sole X PHH CORP COM 693320202 3962 281974 SH Sole X PHILIP MORRIS INTL INC COM 718172109 6902 193985 SH Sole X PHILIP MORRIS INTL INC COM 718172109 1820 3500 PUT Sole X PIONEER NATURAL RESOURCE NOTE 2.875% 1/1 723787AH0 14693 20000000 PRN Sole X PITNEY BOWES INC COM 724479100 362 15500 SH Sole X POTASH CORP SASK INC COM 73755L107 298 500 CALL Sole POTASH CORP SASK INC COM 73755L107 609 420 PUT Sole X POTASH CORP SASK INC COM 73755L107 692 765 CALL Sole POTASH CORP SASK INC COM 73755L107 2146 765 PUT Sole X POTASH CORP SASK INC COM 73755L107 843 391 PUT Sole X POTASH CORP SASK INC COM 73755L107 1060 1000 CALL Sole POTASH CORP SASK INC COM 73755L107 247 100 PUT Sole X PPG INDS INC COM 693506107 204 750 CALL Sole PPG INDS INC COM 693506107 938 1400 PUT Sole X PRICELINE.COM INC COM 741503403 1576 20000 SH Sole X PRICELINE.COM INC COM 741503403 466 400 PUT Sole X PROCTER & GAMBLE CO COM 742718109 340 1000 PUT Sole X PROCTER & GAMBLE CO COM 742718109 2035 1000 PUT Sole X PROCTER & GAMBLE CO COM 742718109 457 200 PUT Sole X PROCTER & GAMBLE CO COM 742718109 840 3000 PUT Sole X PROCTER & GAMBLE CO COM 742718109 702 2300 CALL Sole PROCTER & GAMBLE CO COM 742718109 5830 11000 PUT Sole X PROCTER & GAMBLE CO COM 742718109 2250 2500 PUT Sole X PROCTER & GAMBLE CO COM 742718109 29314 622500 SH Sole X PROLOGIS NOTE 1.875%11/1 743410AR3 10416 21500000 PRN Sole X PROLOGIS NOTE 2.625% 5/1 743410AS1 4751 10000000 PRN Sole X PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 20669 22000000 PRN Sole X PUBLIC SVC ENTERPRISE GROUP COM 744573106 295 10000 SH Sole X PULTE HOMES INC COM 745867101 665 3500 CALL Sole QUALCOMM INC COM 747525103 2066 9500 CALL Sole QUALCOMM INC COM 747525103 257 3000 CALL Sole QUALCOMM INC COM 747525103 4943 6140 CALL Sole QUALCOMM INC COM 747525103 9114 16800 CALL Sole QUALCOMM INC COM 747525103 1700 5000 CALL Sole QUALCOMM INC COM 747525103 600 1000 CALL Sole QUALCOMM INC COM 747525103 812 3500 PUT Sole X QUALCOMM INC COM 747525103 4250 9550 CALL Sole QUALCOMM INC COM 747525103 314 950 PUT Sole X QUALCOMM INC COM 747525103 1600 5000 CALL Sole QUALCOMM INC COM 747525103 536 1500 PUT Sole X QUALCOMM INC COM 747525103 356 800 CALL Sole RADISYS CORP COM 750459109 779 128488 SH Sole X RADISYS CORP NOTE 2.750% 2/ 750459AE9 5279 8000000 PRN Sole X RANDGOLD RES LTD ADR 752344309 4928 4500 CALL Sole RANDGOLD RES LTD ADR 752344309 2961 54475 SH Sole X RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 11327 12550000 PRN Sole X RAYONIER INC COM 754907103 3996 132219 SH Sole X REGAL ENTMT GROUP CL A 758766109 2051 152935 SH Sole X RETAIL HOLDERS TRUST COM 76127U101 2917 5720 CALL Sole RETAIL HOLDERS TRUST COM 76127U101 431 3750 PUT Sole X RETAIL HOLDERS TRUST COM 76127U101 923 3050 PUT Sole X RETAIL HOLDERS TRUST COM 76127U101 328 500 PUT Sole X RETAIL HOLDERS TRUST COM 76127U101 874 1010 CALL Sole RETAIL HOLDERS TRUST COM 76127U101 960 2000 PUT Sole X RETAIL HOLDERS TRUST COM 76127U101 5842 10160 CALL Sole RETAIL HOLDERS TRUST COM 76127U101 1400 2000 PUT Sole X RITE AID CORP COM 767754104 314 871488 SH Sole X ROYAL GOLD INC COM 780287108 1263 27000 SH Sole X SPDR TR UNIT SER 1 78462F103 294 400 SH Sole X SPDR TR UNIT SER 1 78462F103 305 1000 SH Sole X SPDR TR UNIT SER 1 78462F103 750 2900 SH Sole X SPDR TR UNIT SER 1 78462F103 3570 8500 SH Sole X SPDR TR UNIT SER 1 78462F103 970 2000 SH Sole X SPDR TR UNIT SER 1 78462F103 1033 2550 SH Sole X SPDR TR UNIT SER 1 78462F103 631 850 SH Sole X SPDR TR UNIT SER 1 78462F103 950 5000 SH Sole X SPDR TR UNIT SER 1 78462F103 1900 5000 SH Sole X SPDR TR UNIT SER 1 78462F103 605553 7615109 SH Sole X SALESFORCE COM INC COM 79466L302 491 15000 SH Sole X SALESFORCE COM INC COM 79466L302 205 500 PUT Sole X SANDISK CORP COM 80004C101 228 1300 CALL Sole SANDISK CORP COM 80004C101 734 4673 CALL Sole AT&T INC COM 00206R102 405 2000 CALL Sole AT&T INC COM 00206R102 506 2000 PUT Sole X AT&T INC COM 00206R102 1030 2000 PUT Sole X SCHERING PLOUGH CORP CALL 806605101 234 650 CALL Sole SCHERING PLOUGH CORP CALL 806605101 1266 2910 CALL Sole SCHERING PLOUGH CORP CALL 806605101 268 1000 CALL Sole SCHERING PLOUGH CORP COM 806605101 6919 293795 SH Sole X SCHERING PLOUGH CORP CALL 806605101 418 2200 CALL Sole SCHLUMBERGER LTD COM 806857108 2741 900 PUT Sole X SCHLUMBERGER LTD COM 806857108 9963 2500 PUT Sole X SCHLUMBERGER LTD COM 806857108 9071 223314 SH Sole X SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 1017 6500 CALL Sole SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 1966 6500 PUT Sole X SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 381 2500 CALL Sole SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 3410 20000 CALL Sole SIMON PPTY GROUP INC NEW COM 828806109 420 1500 CALL Sole SIMON PPTY GROUP INC NEW COM 828806109 642 600 PUT Sole X SIRIUS XM RADIO INC COM 82967N108 930 2000 PUT Sole X SIRIUS XM RADIO INC COM 82967N108 576 1644384 SH Sole X SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH5 10094 10000000 PRN Sole X SLM CORPORATION COM 78442P106 22389 4523007 SH Sole X SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 5682 8450000 PRN Sole X SONOSITE INC NOTE 3.750% 7/1 83568GAA2 20798 25465000 PRN Sole X SPDR GOLD TRUST GOLD SHS 78463V107 1830 6000 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 1020 6000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 800 3200 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 539 2450 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 270 2000 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 308 1000 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 995 3650 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 4150 10000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 2183 3700 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 366 950 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 428 950 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 669 2500 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 4000 5000 CALL Sole SPRINT NEXTEL CORP COM SER 1 852061100 579 162200 SH Sole X ST JUDE MED INC COM 790849103 229 1500 CALL Sole STANDARD PACIFIC CORP NOTE 6.000%10/0 853763AA8 710 2000000 PRN Sole X STAPLES INC COM 855030102 333 1530 CALL Sole STARBUCKS CORP COM 855244109 383 2250 CALL Sole STATE STREET CORP COM 857477103 501 16270 SH Sole X STATE STREET CORP COM 857477103 560 1000 CALL Sole STATE STREET CORP COM 857477103 10465 7000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 2118 2750 CALL Sole SUN MICROSYSTEMS INC COM 866810203 286 5894 CALL Sole SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 1620 2000000 PRN Sole X SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 2640 3000000 PRN Sole X SYBASE INC NOTE 1.750% 2/2 871130AB6 47184 37491000 PRN Sole X SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 62681 63703000 PRN Sole X SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 56485 57483000 PRN Sole X SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 11837 12000000 PRN Sole X TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1106 7500 CALL Sole TARGET CORP COM 87612E106 455 3470 CALL Sole TARGET CORP COM 87612E106 1558 1000 PUT Sole X TECH DATA CORP DBCV 2.750%12/1 878237AE6 17205 19950000 PRN Sole X SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 470 2000 CALL Sole SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 370 2000 PUT Sole X TENET HEALTHCARE CORP COM 88033G100 5222 4501490 SH Sole X TEVA PHARMACEUTICAL INDS LTD ADR 881624209 992 3968 CALL Sole TEVA PHARMACEUTICAL INDS LTD ADR 881624209 606 2500 CALL Sole TEVA PHARMACEUTICAL INDS LTD ADR 881624209 471 3195 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 380 5000 CALL Sole TEXTRON INC COM 883203101 597 104002 SH Sole X TFS FINANCIAL CORP COM 87240R107 2303 189855 SH Sole X THERAVANCE INC NOTE 3.000% 1/1 88338TAA2 4668 6000000 PRN Sole X TIME WARNER CABLE INC COM 88732J207 700 4000 CALL Sole TIME WARNER CABLE INC COM 88732J207 410 4000 PUT Sole X TJX COS INC NEW COM 872540109 825 2500 CALL Sole TOLL BROTHERS INC COM 889478103 788 2500 PUT Sole X TORONTO DOMINION BANK COM 891160509 2054 59400 SH Sole X TOYOTA MOTOR CORP SP ADR REP2COM 892331307 280 400 PUT Sole X TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 19683 22840000 PRN Sole X TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 17430 21000000 PRN Sole X TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU3 14388 15691000 PRN Sole X TRANSOCEAN INC COM G90078109 421 1275 CALL Sole TRAVELERS COMPANIES INC COM 89417E109 218 1000 CALL Sole TRINA SOLAR LIMITED NOTE 4.000% 7/1 89628EAA2 2329 6000000 PRN Sole X TRINA SOLAR LTD-SPON ADR COM 89628E104 918 88100 SH Sole X TRINITY INDUSTRIES INC NOTE 3.875% 6/0 896522AF6 12455 29000000 PRN Sole X TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 10678 16900000 PRN Sole X TYSON FOODS INC NOTE 3.250%10/1 902494AP8 17931 20750000 PRN Sole X UAL CORP COM 902549807 211 47165 SH Sole X UAL CORP COM 902549807 405 1000 PUT Sole X UNION PACIFIC CORP COM 907818108 270 500 PUT Sole X UNION PACIFIC CORP COM 907818108 1077 1110 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 1310 2700 CALL Sole UNITED PARCEL SERVICE INC CL B 911312106 242 3461 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 308 513 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 7095 6600 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 303 1000 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 760 2000 CALL Sole UNITED PARCEL SERVICE INC CL B 911312106 1989 3900 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 2013 2500 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 245 3500 CALL Sole UNITED STATES NATL GAS FUND UNIT 912318102 2513 1500 PUT Sole X UNITED STATES OIL FUND LP UNITS 91232N108 29922 1030000 SH Sole X UNITED TECHNOLOGIES CORP COM 913017109 2525 2700 PUT Sole X UNITED TECHNOLOGIES CORP COM 913017109 752 10020 CALL Sole UNITED TECHNOLOGIES CORP COM 913017109 668 500 PUT Sole X UNITED TECHNOLOGIES CORP COM 913017109 1079 2600 PUT Sole X UNITED TECHNOLOGIES CORP COM 913017109 1044 600 PUT Sole X UNITED TECHNOLOGIES CORP COM 913017109 1313 5000 CALL Sole UNUM GROUP COM 91529Y106 788 7500 CALL Sole US BANCORP DEL COM 902973304 403 1750 CALL Sole US BANCORP DEL COM 902973304 581 3183 PUT Sole X US BANCORP DEL COM 902973304 738 2500 PUT Sole X US BANCORP DEL COM 902973304 225 1450 CALL Sole US BANCORP DEL COM 902973304 894 847 PUT Sole X US BANCORP DEL COM 902973304 357 200 PUT Sole X US BANCORP DEL COM 902973304 1614 110501 SH Sole X US NATURAL GAS FUND LP UNIT 912318102 11963 787021 SH Sole X USEC INC COM 90333EAC2 15256 27364000 PRN Sole X VALE CAPITAL LTD NT RIO P VALE 91912C307 10119 350000 PRN Sole X VALE CAPITAL LTD NT RIO CV VALE 91912C208 6886 240000 PRN Sole X VERENIUM CORP NOTE 5.500% 4/0 255064AA5 640 4000000 PRN Sole X VERISIGN INC SDCV 3.250% 8/1 92343EAD4 39623 60228000 PRN Sole X VERISIGN INC COM 92343E102 825 3000 PUT Sole X VERIZON COMMUNICATIONS INC COM 92343V104 3863 5000 PUT Sole X VERIZON COMMUNICATIONS INC COM 92343V104 919 2500 CALL Sole VERIZON COMMUNICATIONS INC COM 92343V104 553 3100 CALL Sole VERIZON COMMUNICATIONS INC COM 92343V104 17317 573400 SH Sole X VERTEX PHARMACEUTICALS INC NOTE 4.750% 2/1 92532FAM2 32507 24776000 PRN Sole X VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 10462 21245000 PRN Sole X VISA INC COM CL A 92826C839 238 1732 CALL Sole VISA INC COM CL A 92826C839 796 1146 PUT Sole X VISA INC COM CL A 92826C839 515 534 CALL Sole VISA INC COM CL A 92826C839 7575 5000 PUT Sole X VISA INC COM CL A 92826C839 713 5000 CALL Sole VISA INC COM CL A 92826C839 701 7188 CALL Sole VISA INC COM CL A 92826C839 680 800 CALL Sole VISA INC COM CL A 92826C839 315 500 PUT Sole X WALGREEN CO COM 931422109 503 3000 PUT Sole X WALGREEN CO COM 931422109 757 29141 SH Sole X WAL MART STORES INC COM 931142103 694 2500 CALL Sole WAL MART STORES INC COM 931142103 443 1000 CALL Sole WAL MART STORES INC COM 931142103 818 750 PUT Sole X WAL MART STORES INC COM 931142103 7049 16020 CALL Sole WAL MART STORES INC COM 931142103 641 2500 PUT Sole X WAL MART STORES INC COM 931142103 297 1000 CALL Sole WAL MART STORES INC COM 931142103 1221 3369 PUT Sole X WAL MART STORES INC COM 931142103 800 2000 PUT Sole X WAL MART STORES INC COM 931142103 3569 8300 CALL Sole WAL MART STORES INC COM 931142103 1122 2200 PUT Sole X WELLCARE GROUP INC COM 94946T106 419 1133 CALL Sole WELLPOINT INC (NC) COM 94973V107 282 642 PUT Sole X WELLS FARGO & COMPANY COM 949746101 268 1600 CALL Sole WELLS FARGO & COMPANY COM 949746101 326 1400 PUT Sole X WELLS FARGO & COMPANY COM 949746101 878 2250 PUT Sole X WELLS FARGO & COMPANY COM 949746101 221 4900 CALL Sole WELLS FARGO & COMPANY COM 949746101 1307 2216 PUT Sole X WELLS FARGO & COMPANY COM 949746101 1198 1241 PUT Sole X WELLS FARGO & COMPANY COM 949746101 320 300 PUT Sole X WELLS FARGO & COMPANY COM 949746101 232 200 PUT Sole X WELLS FARGO & COMPANY COM 949746101 1465 1000 PUT Sole X WELLS FARGO & COMPANY COM 949746101 225 3000 CALL Sole WELLS FARGO & COMPANY COM 949746101 510 1000 CALL Sole WELLS FARGO & COMPANY COM 949746101 909 2300 CALL Sole WELLS FARGO & COMPANY COM 949746101 400 1144 CALL Sole WELLS FARGO & COMPANY COM 949746101 291 700 PUT Sole X WELLS FARGO & COMPANY COM 949746101 305 1000 CALL Sole WELLS FARGO & COMPANY COM 949746101 575 2300 CALL Sole WELLS FARGO & COMPANY COM 949746101 221 681 PUT Sole X WELLS FARGO & COMPANY COM 949746101 342 900 PUT Sole X WEYERHAEUSER CO COM 962166104 1888 2500 PUT Sole X GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 14386 19400000 PRN Sole X WRIGHT MEDICAL GROUP INC NOTE 2.625%12/0 98235TAA5 19112 28598000 PRN Sole X WYETH COM 983024100 43232 1004460 SH Sole X XILINX INC DBCV 3.125% 3/1 983919AD3 35799 48720000 PRN Sole X XILINX INC COM 983919101 250 5000 CALL Sole YAHOO! INC COM 984332106 298 2000 PUT Sole X YAHOO! INC COM 984332106 695 5000 PUT Sole X YAHOO! INC COM 984332106 808 8500 CALL Sole YINGLI GREEN ENERGY HLDG CO NOTE 12/1 98584BAA1 1592 3000000 PRN Sole X ZIMMER HOLDINGS INC COM 98956P102 231 1250 CALL Sole ZIMMER HOLDINGS INC COM 98956P102 318 600 PUT Sole X
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