13F-HR 1 y42514fe13fvhr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2007 Check here if Amendment [ ]; Amendment Number: ____________ This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: S.A.C. Capital Advisors, LLC Address: 72 Cummings Point Road Stamford, Connecticut 06902 Form 13F File Number: 28-4043 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: Peter Nussbaum Title: General Counsel Phone: 203-890-2094 Signature, Place, and Date of Signing: /s/ Peter Nussbaum Stamford, Connecticut November 14, 2007 ------------------------- --------------------- ----------------- [Signature] [City, State] [Date] Report type (Check only one.): [ ] 13F HOLDINGS REPORT. (Check here if all holdings of this report manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holding are reported by other reporting manager(s).) [X] 13F COMBINATION REPORT. (Check here if a portion of the holdings 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: [If there are no entries in this list, omit this section] Form 13F File Number: 28-10113 Name Sigma Capital Management, LLC Form 13F File Number: 28-11740 Name CR Intrinsic Investors, LLC Form 13F File Number: 28-11739 Name Canvas Capital Management, L.P. Form 13F File Number: 28-11288 Name Walter Capital Management, LLP -2- FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 1,538* Form 13F Information Table Value Total: $11,368,838 (thousands) Confidential information has been omitted from this public Form 13F report and filed separately with the Commission. List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-5608 S.A.C. Capital Management, LLC * Positions that are exempt from reporting under Special Instruction 9 to the Form 13F are excluded. However, positions that would not be exempt when aggregated with positions of the same security held by (i) the Other Included Managers or (ii) certain affiliates of the Reporting Manager which include the Reporting Manager as an Other Included Manager on their own Forms 13F, are listed herein.
SHARES OR TITLE OF VALUE PRINCIPLE SHRS / PUT / INVESTMENT OTHER VOTING NAME OF ISSUER CLASS CUSIP (X$1000) AMOUNT PRN CALL DISCRETION MANAGER AUTHORITY - SHARED -------------- --------- --------- -------- ----------- ------ ----- -------------- ------- ------------------ 1 800 FLOWERS COM Common 68243Q106 208 17,937 SHRS Shared-Defined 1 17,937 3M CO Common 88579Y101 11,287 120,610 SHRS Shared-Defined 1 120,610 99 CENTS ONLY STORES Common 65440K106 7,168 698,000 SHRS Shared-Defined 1 698,000 A C MOORE ARTS & CRAFTS INC Common 00086T103 983 62,352 SHRS Shared-Defined 1 62,352 A D C TELECOMMUNICATIONS Common 000886309 3,787 193,100 SHRS Shared-Defined 1 193,100 A D C TELECOMMUNICATIONS Debt 000886AB7 4,786 5,000,000 PRN Shared-Defined 1 5,000,000 A D C TELECOMMUNICATIONS Debt 000886AD3 4,882 5,000,000 PRN Shared-Defined 1 5,000,000 ABERCROMBIE & FITCH CO Common 002896207 8,110 100,500 SHRS Shared-Defined 1 100,500 ACADIA PHARMACEUTICALS INC Common 004225108 6,810 452,508 SHRS Shared-Defined 1 452,508 ACCENTURE LTD BERMUDA Common G1150G111 14,385 357,400 SHRS Shared-Defined 1 357,400 ACCURAY INC Common 004397105 3,768 215,806 SHRS Shared-Defined 1 215,806 ACE LTD Common G0070K103 9,243 152,601 SHRS Shared-Defined 1 152,601 ACERGY S A Common 00443E104 6,338 213,400 SHRS Shared-Defined 1 213,400 ACME PACKET INC Common 004764106 928 60,197 SHRS Shared-Defined 1 60,197 ACORDA THERAPEUTICS INC Common 00484M106 23,944 1,304,826 SHRS Shared-Defined 1 1,304,826 ACTIVISION INC NEW Common 004930202 10,645 493,038 SHRS Shared-Defined 1 493,038 ACTUANT CORP Common 00508X203 2,469 38,000 SHRS Shared-Defined 1 38,000 ACTUATE CORP Common 00508B102 87 13,500 SHRS Shared-Defined 1 13,500 ACUITY BRANDS INC Common 00508Y102 2,625 52,000 SHRS Shared-Defined 1 52,000 ADAPTEC INC Debt 00651FAG3 14,630 15,550,000 PRN Shared-Defined 1 15,550,000 ADOBE SYS INC Common 00724F101 8,658 198,308 SHRS Shared-Defined 1 198,308 ADOBE SYS INC Option 00724F901 13,098 300,000 CALL Shared-Defined 1 300,000 ADOBE SYS INC Option 00724F951 4,366 100,000 PUT Shared-Defined 1 100,000 ADOLOR CORP Common 00724X102 98 28,574 SHRS Shared-Defined 1 28,574 ADVANCED ANALOGIC TECHNOLOGI Common 00752J108 263 24,700 SHRS Shared-Defined 1 24,700 ADVANCED MICRO DEVICES INC Common 007903107 675 51,100 SHRS Shared-Defined 1 51,100 ADVENT SOFTWARE INC Common 007974108 442 9,406 SHRS Shared-Defined 1 9,406 ADVISORY BRD CO Common 00762W107 229 3,919 SHRS Shared-Defined 1 3,919 AEGON N V Common 007924103 255 13,400 SHRS Shared-Defined 1 13,400 AEROPOSTALE Common 007865108 492 25,800 SHRS Shared-Defined 1 25,800 AFFILIATED COMPUTER SERVICES Common 008190100 2,512 50,000 SHRS Shared-Defined 1 50,000 AFFILIATED MANAGERS GROUP Debt 008252AE8 115,729 36,000,000 PRN Shared-Defined 1 36,000,000 AFFYMAX INC Common 00826A109 1,142 42,193 SHRS Shared-Defined 1 42,193 AFFYMETRIX INC Common 00826T108 24,751 975,600 SHRS Shared-Defined 1 975,600 AFLAC INC Common 001055102 7,837 137,400 SHRS Shared-Defined 1 137,400 AGCO CORP Common 001084102 1,071 21,100 SHRS Shared-Defined 1 21,100 AGERE SYS INC Debt 00845VAA8 54,552 53,807,000 PRN Shared-Defined 1 53,807,000 AGILYSYS INC Common 00847J105 368 21,769 SHRS Shared-Defined 1 21,769 AGRIUM INC Common 008916108 676 12,400 SHRS Shared-Defined 1 12,400 AIR PRODS & CHEMS INC Common 009158106 225 2,300 SHRS Shared-Defined 1 2,300 AIRTRAN HLDGS INC Common 00949P108 156 15,900 SHRS Shared-Defined 1 15,900 AIRVANA INC Common 00950V101 139 23,000 SHRS Shared-Defined 1 23,000 AK STL HLDG CORP Common 001547108 9,432 214,600 SHRS Shared-Defined 1 214,600 AKAMAI TECHNOLOGIES INC Common 00971T101 5,148 179,200 SHRS Shared-Defined 1 179,200 AKAMAI TECHNOLOGIES INC Option 00971T951 474 16,500 PUT Shared-Defined 1 16,500 AKORN INC Common 009728106 9,100 1,214,900 SHRS Shared-Defined 1 1,214,900 ALASKA AIR GROUP INC Common 011659109 1,755 76,000 SHRS Shared-Defined 1 76,000 ALBEMARLE CORP Common 012653101 25,857 585,000 SHRS Shared-Defined 1 585,000 ALCOA INC Common 013817101 105,624 2,700,000 SHRS Shared-Defined 1 2,700,000 ALCOA INC Option 013817901 63,492 1,623,000 CALL Shared-Defined 1 1,623,000 ALCON INC Common H01301102 1,382 9,600 SHRS Shared-Defined 1 9,600 ALEXANDER & BALDWIN INC Common 014482103 722 14,400 SHRS Shared-Defined 1 14,400 ALEXION PHARMACEUTICALS INC Common 015351109 4,225 64,843 SHRS Shared-Defined 1 64,843 ALEXION PHARMACEUTICALS INC Debt 015351AF6 7,470 3,500,000 PRN Shared-Defined 1 3,500,000 ALIGN TECHNOLOGY INC Common 016255101 1,052 41,539 SHRS Shared-Defined 1 41,539 ALKERMES INC Common 01642T108 4,166 226,400 SHRS Shared-Defined 1 226,400 ALLEGHENY ENERGY INC Common 017361106 12,673 242,500 SHRS Shared-Defined 1 242,500
ALLEGHENY TECHNOLOGIES INC Common 01741R102 5,498 50,000 SHRS Shared-Defined 1 50,000 ALLERGAN INC Common 018490102 5,035 78,100 SHRS Shared-Defined 1 78,100 ALLIANCE DATA SYSTEMS CORP Common 018581108 31 400 SHRS Shared-Defined 1 400 ALLIANCE IMAGING INC Common 018606202 519 57,300 SHRS Shared-Defined 1 57,300 ALLIANT ENERGY CORP Common 018802108 931 24,300 SHRS Shared-Defined 1 24,300 ALLIANT TECHSYSTEMS INC Common 018804104 87 800 SHRS Shared-Defined 1 800 ALLIED CAP CORP NEW Common 01903Q108 297 10,100 SHRS Shared-Defined 1 10,100 ALLIED WASTE INDS INC Common 019589308 4,308 337,900 SHRS Shared-Defined 1 337,900 ALLSTATE CORP Common 020002101 903 15,788 SHRS Shared-Defined 1 15,788 ALLTEL CORP Common 020039103 17,469 250,700 SHRS Shared-Defined 1 250,700 ALPHA NATURAL RESOURCES INC Common 02076X102 6,388 275,000 SHRS Shared-Defined 1 275,000 ALPHARMA INC Common 020813101 2,649 124,000 SHRS Shared-Defined 1 124,000 ALTERA CORP Common 021441100 3,307 137,332 SHRS Shared-Defined 1 137,332 ALTRA HOLDINGS INC Common 02208R106 10,857 651,301 SHRS Shared-Defined 1 651,301 ALTRIA GROUP INC Common 02209S103 221,891 3,191,300 SHRS Shared-Defined 1 3,191,300 ALVARION LTD Common M0861T100 558 38,396 SHRS Shared-Defined 1 38,396 AMAG PHARMACEUTICALS INC Common 00163U106 28,886 505,000 SHRS Shared-Defined 1 505,000 AMAZON COM INC Common 023135106 1,351 14,508 SHRS Shared-Defined 1 14,508 AMAZON COM INC Option 023135906 13,376 143,600 CALL Shared-Defined 1 143,600 AMAZON COM INC Debt 023135AF3 74,468 60,500,000 PRN Shared-Defined 1 60,500,000 AMB PROPERTY CORP Common 00163T109 233 3,900 SHRS Shared-Defined 1 3,900 AMBAC FINL GROUP INC Common 023139108 1,000 15,900 SHRS Shared-Defined 1 15,900 AMERICA MOVIL SAB DE CV Common 02364W105 72,384 1,131,000 SHRS Shared-Defined 1 1,131,000 AMERICAN AXLE & MFG HLDGS IN Common 024061103 1,151 45,600 SHRS Shared-Defined 1 45,600 AMERICAN CAPITAL STRATEGIES Common 024937104 1,000 23,400 SHRS Shared-Defined 1 23,400 AMERICAN COMMERCIAL LINES Common 025195207 2,017 85,000 SHRS Shared-Defined 1 85,000 AMERICAN DENTAL PARTNERS Common 025353103 232 8,300 SHRS Shared-Defined 1 8,300 AMERICAN EAGLE OUTFITTERS NE Common 02553E106 4,202 159,700 SHRS Shared-Defined 1 159,700 AMERICAN ELEC PWR INC Common 025537101 3,060 66,400 SHRS Shared-Defined 1 66,400 AMERICAN EXPRESS CO Common 025816109 13,234 222,900 SHRS Shared-Defined 1 222,900 AMERICAN FINL GROUP INC OHIO Common 025932104 6,138 215,200 SHRS Shared-Defined 1 215,200 AMERICAN GREETINGS CORP Common 026375105 2,334 88,400 SHRS Shared-Defined 1 88,400 AMERICAN INTL GROUP INC Common 026874107 325 4,800 SHRS Shared-Defined 1 4,800 AMERICAN MED SYS HLDGS INC Common 02744M108 7,287 429,900 SHRS Shared-Defined 1 429,900 AMERICAN ORIENTAL BIOENGR IN Common 028731107 7,059 633,100 SHRS Shared-Defined 1 633,100 AMERICAN SUPERCONDUCTOR CORP Common 030111108 549 26,811 SHRS Shared-Defined 1 26,811 AMERICAN TOWER CORP Common 029912201 28,887 663,453 SHRS Shared-Defined 1 663,453 AMERICAN TOWER CORP Debt 029912AF9 34,403 34,232,000 PRN Shared-Defined 1 34,232,000 AMERICREDIT CORP Common 03060R101 7,969 453,300 SHRS Shared-Defined 1 453,300 AMERIGROUP CORP Common 03073T102 2,172 63,000 SHRS Shared-Defined 1 63,000 AMERISOURCEBERGEN CORP Common 03073E105 3,010 66,400 SHRS Shared-Defined 1 66,400 AMERISTAR CASINOS INC Common 03070Q101 9,747 346,856 SHRS Shared-Defined 1 346,856 AMGEN INC Common 031162100 26,511 468,632 SHRS Shared-Defined 1 468,632 AMGEN INC Option 031162900 4,243 75,000 CALL Shared-Defined 1 75,000 AMGEN INC Debt 031162AN0 9,310 10,000,000 PRN Shared-Defined 1 10,000,000 AMICUS THERAPEUTICS INC Common 03152W109 836 50,000 SHRS Shared-Defined 1 50,000 AMKOR TECHNOLOGY INC Common 031652100 1,526 132,500 SHRS Shared-Defined 1 132,500 AMN HEALTHCARE SERVICES INC Common 001744101 313 16,700 SHRS Shared-Defined 1 16,700 AMR CORP Common 001765106 9,743 437,100 SHRS Shared-Defined 1 437,100 AMYLIN PHARMACEUTICALS INC Common 032346108 26,805 536,100 SHRS Shared-Defined 1 536,100 AMYLIN PHARMACEUTICALS INC Option 032346958 20,000 400,000 PUT Shared-Defined 1 400,000 ANADARKO PETE CORP Common 032511107 2,537 47,197 SHRS Shared-Defined 1 47,197 ANADIGICS INC Common 032515108 707 39,106 SHRS Shared-Defined 1 39,106 ANALOG DEVICES INC Common 032654105 4,551 125,868 SHRS Shared-Defined 1 125,868 ANDERSONS INC Common 034164103 272 5,671 SHRS Shared-Defined 1 5,671 ANHEUSER BUSCH COS INC Common 035229103 7,603 152,100 SHRS Shared-Defined 1 152,100 ANIXTER INTL INC Common 035290105 404 4,900 SHRS Shared-Defined 1 4,900 ANNTAYLOR STORES CORP Common 036115103 18,578 586,600 SHRS Shared-Defined 1 586,600 ANSOFT CORP Common 036384105 244 7,396 SHRS Shared-Defined 1 7,396
ANSYS INC Common 03662Q105 690 20,200 SHRS Shared-Defined 1 20,200 ANTARES PHARMA INC Common 036642106 360 250,000 SHRS Shared-Defined 1 250,000 ANTHRACITE CAP INC Common 037023108 142 15,600 SHRS Shared-Defined 1 15,600 ANWORTH MORTGAGE ASSET CP Common 037347101 90 16,766 SHRS Shared-Defined 1 16,766 AON CORP Debt 037389AT0 38,611 18,500,000 PRN Shared-Defined 1 18,500,000 APACHE CORP Common 037411105 8,522 94,628 SHRS Shared-Defined 1 94,628 APACHE CORP Option 037411905 9,907 110,000 CALL Shared-Defined 1 110,000 APACHE CORP Option 037411955 24,091 267,500 PUT Shared-Defined 1 267,500 APOGEE ENTERPRISES INC Common 037598109 2,135 82,300 SHRS Shared-Defined 1 82,300 APOLLO GROUP INC Common 037604105 1,670 27,768 SHRS Shared-Defined 1 27,768 APPLE INC Common 037833100 33,211 216,302 SHRS Shared-Defined 1 216,302 APPLE INC Option 037833900 16,045 104,500 CALL Shared-Defined 1 104,500 APPLE INC Option 037833950 88,777 578,200 PUT Shared-Defined 1 578,200 APPLERA CORP Common 038020103 29,513 852,000 SHRS Shared-Defined 1 852,000 APPLIED MATLS INC Common 038222105 938 45,300 SHRS Shared-Defined 1 45,300 APPLIED MICRO CIRCUITS CORP Common 03822W109 23,735 7,510,983 SHRS Shared-Defined 1 7,510,983 APRIA HEALTHCARE GROUP INC Common 037933108 336 12,900 SHRS Shared-Defined 1 12,900 AQUA AMERICA INC Common 03836W103 1,608 70,900 SHRS Shared-Defined 1 70,900 ARACRUZ CELULOSE S A Common 038496204 8,433 114,600 SHRS Shared-Defined 1 114,600 ARBITRON INC Common 03875Q108 1,510 33,300 SHRS Shared-Defined 1 33,300 ARCH CAP GROUP LTD Common G0450A105 4,459 59,920 SHRS Shared-Defined 1 59,920 ARCH COAL INC Common 039380100 722 21,400 SHRS Shared-Defined 1 21,400 ARCHER DANIELS MIDLAND CO Common 039483102 6,045 182,750 SHRS Shared-Defined 1 182,750 ARCHSTONE SMITH OPER TR Debt 039584AC1 1,571 1,500,000 PRN Shared-Defined 1 1,500,000 ARCHSTONE SMITH TR Common 039583109 192 3,200 SHRS Shared-Defined 1 3,200 ARIAD PHARMACEUTICALS INC Common 04033A100 161 34,760 SHRS Shared-Defined 1 34,760 ARIBA INC Common 04033V203 267 24,810 SHRS Shared-Defined 1 24,810 ARM HLDGS PLC Common 042068106 104 11,000 SHRS Shared-Defined 1 11,000 ARMSTRONG WORLD INDS INC NEW Common 04247X102 75,063 1,849,291 SHRS Shared-Defined 1 1,849,291 ARRAY BIOPHARMA INC Common 04269X105 1,685 150,000 SHRS Shared-Defined 1 150,000 ARTHROCARE CORP Common 043136100 410 7,342 SHRS Shared-Defined 1 7,342 ARUBA NETWORKS INC Common 043176106 1,403 70,150 SHRS Shared-Defined 1 70,150 ARVINMERITOR INC Common 043353101 2,055 122,200 SHRS Shared-Defined 1 122,200 ASIAINFO HLDGS INC Common 04518A104 108 11,900 SHRS Shared-Defined 1 11,900 ASML HLDG NV Common N07059111 1,746 53,147 SHRS Shared-Defined 1 53,147 ASPEN INSURANCE HOLDINGS LTD Common G05384105 1,049 37,600 SHRS Shared-Defined 1 37,600 ASPEN TECHNOLOGY INC Common 045327103 1,747 122,018 SHRS Shared-Defined 1 122,018 ASPREVA PHARMACEUTICALS CORP Common 04538T109 2,801 136,184 SHRS Shared-Defined 1 136,184 ASSISTED LIVING CONCPT NEV N Common 04544X102 12,705 1,390,000 SHRS Shared-Defined 1 1,390,000 ASSURANT INC Common 04621X108 24,255 453,358 SHRS Shared-Defined 1 453,358 ASTEC INDS INC Common 046224101 272 4,734 SHRS Shared-Defined 1 4,734 ASTORIA FINL CORP Common 046265104 1,624 61,200 SHRS Shared-Defined 1 61,200 ASTRAZENECA PLC Common 046353108 4,979 99,437 SHRS Shared-Defined 1 99,437 ASYST TECHNOLOGY CORP Common 04648X107 792 149,655 SHRS Shared-Defined 1 149,655 AT&T INC Common 00206R102 639 15,100 SHRS Shared-Defined 1 15,100 ATHEROS COMMUNICATIONS INC Common 04743P108 960 32,028 SHRS Shared-Defined 1 32,028 ATLAS AIR WORLDWIDE HLDGS IN Common 049164205 215 4,156 SHRS Shared-Defined 1 4,156 ATLAS AMER INC Common 049167109 599 11,600 SHRS Shared-Defined 1 11,600 ATMEL CORP Common 049513104 261 50,527 SHRS Shared-Defined 1 50,527 ATP OIL & GAS CORP Common 00208J108 1,180 25,100 SHRS Shared-Defined 1 25,100 ATWOOD OCEANICS INC Common 050095108 4,402 57,500 SHRS Shared-Defined 1 57,500 AUDIBLE INC Common 05069A302 260 20,027 SHRS Shared-Defined 1 20,027 AUDIOCODES LTD Common M15342104 3,632 664,019 SHRS Shared-Defined 1 664,019 AUTHENTEC INC Common 052660107 238 23,783 SHRS Shared-Defined 1 23,783 AUTODESK INC Common 052769106 703 14,060 SHRS Shared-Defined 1 14,060 AUTOMATIC DATA PROCESSING IN Common 053015103 736 16,016 SHRS Shared-Defined 1 16,016 AUTONATION INC Common 05329W102 2,986 168,500 SHRS Shared-Defined 1 168,500 AUTOZONE INC Common 053332102 2,360 20,321 SHRS Shared-Defined 1 20,321 AUXILIUM PHARMACEUTICALS INC Common 05334D107 2,783 132,000 SHRS Shared-Defined 1 132,000
AVANEX CORP Common 05348W109 2,616 1,595,091 SHRS Shared-Defined 1 1,595,091 AVATAR HLDGS INC Common 053494100 1,989 39,843 SHRS Shared-Defined 1 39,843 AVICI SYS INC Common 05367L802 134 12,585 SHRS Shared-Defined 1 12,585 AVID TECHNOLOGY INC Common 05367P100 1,508 55,700 SHRS Shared-Defined 1 55,700 AVIS BUDGET GROUP Common 053774105 1,030 45,000 SHRS Shared-Defined 1 45,000 AVON PRODS INC Common 054303102 3,006 80,100 SHRS Shared-Defined 1 80,100 AXCAN PHARMA INC Common 054923107 2,804 135,600 SHRS Shared-Defined 1 135,600 BAIDU COM INC Common 056752108 290 1,000 SHRS Shared-Defined 1 1,000 BAKER HUGHES INC Option 057224957 3,163 35,000 PUT Shared-Defined 1 35,000 BALDOR ELEC CO Common 057741100 37,233 932,000 SHRS Shared-Defined 1 932,000 BALL CORP Common 058498106 246 4,584 SHRS Shared-Defined 1 4,584 BALLY TECHNOLOGIES INC Common 05874B107 1,584 44,700 SHRS Shared-Defined 1 44,700 BANK OF NEW YORK MELLON CORP Common 064058100 13,570 307,433 SHRS Shared-Defined 1 307,433 BANKRATE INC Common 06646V108 915 19,846 SHRS Shared-Defined 1 19,846 BANKRATE INC Option 06646V908 346 7,500 CALL Shared-Defined 1 7,500 BANKUNITED FINL CORP Common 06652B103 1,577 101,500 SHRS Shared-Defined 1 101,500 BARD C R INC Common 067383109 494 5,600 SHRS Shared-Defined 1 5,600 BARNES & NOBLE INC Common 067774109 12,556 356,100 SHRS Shared-Defined 1 356,100 BARR PHARMACEUTICALS INC Common 068306109 4,610 81,000 SHRS Shared-Defined 1 81,000 BARR PHARMACEUTICALS INC Option 068306909 2,885 50,700 CALL Shared-Defined 1 50,700 BARRICK GOLD CORP Option 067901908 12,084 300,000 CALL Shared-Defined 1 300,000 BAUER EDDIE HLDGS INC Common 071625107 28 3,300 SHRS Shared-Defined 1 3,300 BAUSCH & LOMB INC Common 071707103 3,142 49,100 SHRS Shared-Defined 1 49,100 BAYER A G Common 072730302 4,885 61,560 SHRS Shared-Defined 1 61,560 BE AEROSPACE INC Common 073302101 639 15,385 SHRS Shared-Defined 1 15,385 BEA SYS INC Common 073325102 448 32,317 SHRS Shared-Defined 1 32,317 BEAR STEARNS COS INC Common 073902108 270 2,200 SHRS Shared-Defined 1 2,200 BEBE STORES INC Common 075571109 113 7,700 SHRS Shared-Defined 1 7,700 BED BATH & BEYOND INC Common 075896100 2,890 84,712 SHRS Shared-Defined 1 84,712 BELO CORP Common 080555105 250 14,400 SHRS Shared-Defined 1 14,400 BERKLEY W R CORP Common 084423102 2,948 99,500 SHRS Shared-Defined 1 99,500 BERRY PETE CO Common 085789105 990 25,000 SHRS Shared-Defined 1 25,000 BEST BUY INC Common 086516101 10,934 237,600 SHRS Shared-Defined 1 237,600 BEST BUY INC Option 086516901 2,301 50,000 CALL Shared-Defined 1 50,000 BEST BUY INC Option 086516951 4,602 100,000 PUT Shared-Defined 1 100,000 BIG LOTS INC Common 089302103 1,458 48,850 SHRS Shared-Defined 1 48,850 BIOENVISION INC Common 09059N100 402 76,206 SHRS Shared-Defined 1 76,206 BIOGEN IDEC INC Common 09062X103 535 8,060 SHRS Shared-Defined 1 8,060 BIOGEN IDEC INC Option 09062X903 4,119 62,100 CALL Shared-Defined 1 62,100 BIOMARIN PHARMACEUTICAL INC Common 09061G101 70,539 2,832,906 SHRS Shared-Defined 1 2,832,906 BIOMIMETIC THERAPEUTICS INC Common 09064X101 3,335 250,012 SHRS Shared-Defined 1 250,012 BIOPURE CORP Common 09065H303 36 67,700 SHRS Shared-Defined 1 67,700 BIOSCRIP INC Common 09069N108 93 14,551 SHRS Shared-Defined 1 14,551 BJ SVCS CO Common 055482103 220 8,300 SHRS Shared-Defined 1 8,300 BJ SVCS CO Option 055482903 4,646 175,000 CALL Shared-Defined 1 175,000 BJS WHOLESALE CLUB INC Common 05548J106 50 1,500 SHRS Shared-Defined 1 1,500 BLACK & DECKER CORP Common 091797100 2,445 29,357 SHRS Shared-Defined 1 29,357 BLACK HILLS CORP Common 092113109 414 10,100 SHRS Shared-Defined 1 10,100 BLACKBOARD INC Common 091935502 248 5,415 SHRS Shared-Defined 1 5,415 BLACKBOARD INC Debt 091935AA4 5,488 5,000,000 PRN Shared-Defined 1 5,000,000 BLOCKBUSTER INC Common 093679108 458 85,200 SHRS Shared-Defined 1 85,200 BLUE COAT SYSTEMS INC Common 09534T508 2,458 31,205 SHRS Shared-Defined 1 31,205 BLUE NILE INC Common 09578R103 791 8,408 SHRS Shared-Defined 1 8,408 BLUEPHOENIX SOLUTIONS LTD Common M20157109 574 31,163 SHRS Shared-Defined 1 31,163 BMC SOFTWARE INC Common 055921100 974 31,200 SHRS Shared-Defined 1 31,200 BOEING CO Common 097023105 3,822 36,400 SHRS Shared-Defined 1 36,400 BOK FINL CORP Common 05561Q201 314 6,100 SHRS Shared-Defined 1 6,100 BORDERS GROUP INC Common 099709107 491 36,800 SHRS Shared-Defined 1 36,800 BORLAND SOFTWARE CORP Common 099849101 61 14,014 SHRS Shared-Defined 1 14,014
BOYD GAMING CORP Common 103304101 7,524 175,600 SHRS Shared-Defined 1 175,600 BRASIL TELECOM PARTICIPACOES Common 105530109 13,059 175,000 SHRS Shared-Defined 1 175,000 BRE PROPERTIES INC Common 05564E106 1,818 32,505 SHRS Shared-Defined 1 32,505 BRIGGS & STRATTON CORP Common 109043109 1,420 56,400 SHRS Shared-Defined 1 56,400 BRINKER INTL INC Common 109641100 1,202 43,800 SHRS Shared-Defined 1 43,800 BRINKS CO Common 109696104 1,682 30,100 SHRS Shared-Defined 1 30,100 BROCADE COMMUNICATIONS SYS I Common 111621306 1,006 117,541 SHRS Shared-Defined 1 117,541 BROWN & BROWN INC Common 115236101 3,913 148,800 SHRS Shared-Defined 1 148,800 BUCKEYE TECHNOLOGIES INC Common 118255108 1,245 82,200 SHRS Shared-Defined 1 82,200 BUCYRUS INTL INC NEW Common 118759109 1,207 16,551 SHRS Shared-Defined 1 16,551 BUILD A BEAR WORKSHOP Common 120076104 2,566 144,459 SHRS Shared-Defined 1 144,459 BUILDING MATLS HLDG CORP Common 120113105 177 16,700 SHRS Shared-Defined 1 16,700 BURGER KING HLDGS INC Common 121208201 20,474 803,200 SHRS Shared-Defined 1 803,200 BURLINGTON NORTHN SANTA FE C Common 12189T104 8,287 102,100 SHRS Shared-Defined 1 102,100 BUSINESS OBJECTS S A Common 12328X107 368 8,200 SHRS Shared-Defined 1 8,200 CABOT CORP Common 127055101 162,862 4,583,800 SHRS Shared-Defined 1 4,583,800 CABOT MICROELECTRONICS CORP Common 12709P103 598 13,985 SHRS Shared-Defined 1 13,985 CABOT OIL & GAS CORP Common 127097103 5,309 151,000 SHRS Shared-Defined 1 151,000 CACHE INC Common 127150308 4,717 264,237 SHRS Shared-Defined 1 264,237 CACI INTL INC Common 127190304 3,597 70,411 SHRS Shared-Defined 1 70,411 CADENCE DESIGN SYSTEM INC Common 127387108 581 26,200 SHRS Shared-Defined 1 26,200 CADENCE PHARMACEUTICALS INC Common 12738T100 7,004 500,300 SHRS Shared-Defined 1 500,300 CAE INC Common 124765108 617 45,770 SHRS Shared-Defined 1 45,770 CAL DIVE INTL INC DEL Common 12802T101 6,000 400,000 SHRS Shared-Defined 1 400,000 CALAMOS ASSET MGMT INC Common 12811R104 917 32,500 SHRS Shared-Defined 1 32,500 CALIFORNIA PIZZA KITCHEN INC Common 13054D109 667 37,945 SHRS Shared-Defined 1 37,945 CAMERON INTERNATIONAL CORP Common 13342B105 4,243 45,980 SHRS Shared-Defined 1 45,980 CAMERON INTERNATIONAL CORP Option 13342B905 4,615 50,000 CALL Shared-Defined 1 50,000 CAMPBELL SOUP CO Common 134429109 3,707 100,200 SHRS Shared-Defined 1 100,200 CANADIAN NAT RES LTD Common 136385101 1,665 21,900 SHRS Shared-Defined 1 21,900 CANADIAN PAC RY LTD Common 13645T100 6,036 85,800 SHRS Shared-Defined 1 85,800 CAPELLA EDUCATION COMPANY Common 139594105 343 6,141 SHRS Shared-Defined 1 6,141 CAPITAL ONE FINL CORP Common 14040H105 6,098 91,800 SHRS Shared-Defined 1 91,800 CAPITAL ONE FINL CORP Option 14040H905 6,643 100,000 CALL Shared-Defined 1 100,000 CAPITALSOURCE INC Debt 14055XAG7 4,770 5,000,000 PRN Shared-Defined 1 5,000,000 CAPLEASE INC Common 140288101 580 56,600 SHRS Shared-Defined 1 56,600 CARACO PHARMACEUTICAL LABS L Common 14075T107 3,387 222,082 SHRS Shared-Defined 1 222,082 CARDINAL HEALTH INC Common 14149Y108 14,670 234,600 SHRS Shared-Defined 1 234,600 CARDIOME PHARMA CORP Option 14159U902 2,832 300,000 CALL Shared-Defined 1 300,000 CAREER EDUCATION CORP Common 141665109 530 18,924 SHRS Shared-Defined 1 18,924 CARMAX INC Common 143130102 758 37,300 SHRS Shared-Defined 1 37,300 CARNIVAL CORP Common 143658300 43,902 906,495 SHRS Shared-Defined 1 906,495 CARNIVAL CORP Option 143658950 1,453 30,000 PUT Shared-Defined 1 30,000 CARNIVAL CORP Debt 143658AV4 10,312 15,000,000 PRN Shared-Defined 1 15,000,000 CARROLS RESTAURANT GROUP INC Common 14574X104 300 26,800 SHRS Shared-Defined 1 26,800 CASCADE CORP Common 147195101 1,642 25,200 SHRS Shared-Defined 1 25,200 CASEYS GEN STORES INC Common 147528103 2,780 100,366 SHRS Shared-Defined 1 100,366 CASH AMER INTL INC Common 14754D100 1,545 41,100 SHRS Shared-Defined 1 41,100 CASUAL MALE RETAIL GRP INC Common 148711104 1,108 123,652 SHRS Shared-Defined 1 123,652 CATERPILLAR INC DEL Common 149123101 282 3,600 SHRS Shared-Defined 1 3,600 CATO CORP NEW Common 149205106 797 39,000 SHRS Shared-Defined 1 39,000 CAVIUM NETWORKS INC Common 14965A101 217 6,677 SHRS Shared-Defined 1 6,677 CB RICHARD ELLIS GROUP INC Common 12497T101 986 35,400 SHRS Shared-Defined 1 35,400 CBRL GROUP INC Common 12489V106 1,812 44,400 SHRS Shared-Defined 1 44,400 CBS CORP NEW Common 124857202 13,439 426,650 SHRS Shared-Defined 1 426,650 CEC ENTMT INC Common 125137109 785 29,200 SHRS Shared-Defined 1 29,200 CELANESE CORP DEL Common 150870103 42,945 1,101,724 SHRS Shared-Defined 1 1,101,724 CELESTICA INC Common 15101Q108 1,577 258,700 SHRS Shared-Defined 1 258,700 CELGENE CORP Common 151020104 7,731 108,418 SHRS Shared-Defined 1 108,418
CENTENE CORP DEL Common 15135B101 337 15,650 SHRS Shared-Defined 1 15,650 CENTERPOINT ENERGY INC Common 15189T107 4,278 266,900 SHRS Shared-Defined 1 266,900 CENTRAL EUROPEAN DIST CORP Common 153435102 549 11,465 SHRS Shared-Defined 1 11,465 CENTRAL EUROPEAN MEDIA ENTRP Common G20045202 246 2,680 SHRS Shared-Defined 1 2,680 CENTURY ALUM CO Common 156431108 49,237 935,175 SHRS Shared-Defined 1 935,175 CENTURY CASINOS INC Common 156492100 152 25,000 SHRS Shared-Defined 1 25,000 CENTURYTEL INC Common 156700106 827 17,900 SHRS Shared-Defined 1 17,900 CENVEO INC Common 15670S105 457 21,146 SHRS Shared-Defined 1 21,146 CEPHALON INC Common 156708109 99,361 1,359,994 SHRS Shared-Defined 1 1,359,994 CEPHALON INC Option 156708909 14,612 200,000 CALL Shared-Defined 1 200,000 CERADYNE INC Common 156710105 516 6,816 SHRS Shared-Defined 1 6,816 CERADYNE INC Debt 156710AA3 5,699 4,000,000 PRN Shared-Defined 1 4,000,000 CERAGON NETWORKS LTD Common M22013102 509 26,789 SHRS Shared-Defined 1 26,789 CF INDS HLDGS INC Common 125269100 38,874 512,100 SHRS Shared-Defined 1 512,100 CHARLES RIV LABS INTL INC Common 159864107 562 10,000 SHRS Shared-Defined 1 10,000 CHARLOTTE RUSSE HLDG INC Common 161048103 779 53,213 SHRS Shared-Defined 1 53,213 CHARLOTTE RUSSE HLDG INC Option 161048903 2,928 200,000 CALL Shared-Defined 1 200,000 CHARTER COMMUNICATIONS INC D Common 16117M107 7,319 2,836,800 SHRS Shared-Defined 1 2,836,800 CHATTEM INC Common 162456107 578 8,200 SHRS Shared-Defined 1 8,200 CHECK POINT SOFTWARE TECH LT Common M22465104 50,305 1,997,833 SHRS Shared-Defined 1 1,997,833 CHEESECAKE FACTORY INC Common 163072101 7,454 317,618 SHRS Shared-Defined 1 317,618 CHEMTURA CORP Common 163893100 548 61,600 SHRS Shared-Defined 1 61,600 CHESAPEAKE ENERGY CORP Common 165167107 1,015 28,800 SHRS Shared-Defined 1 28,800 CHESAPEAKE ENERGY CORP Debt 165167BW6 2,197 2,000,000 PRN Shared-Defined 1 2,000,000 CHESAPEAKE ENERGY CORP Debt 165167BZ9 48,089 47,000,000 PRN Shared-Defined 1 47,000,000 CHEVRON CORP NEW Common 166764100 14,561 155,600 SHRS Shared-Defined 1 155,600 CHEVRON CORP NEW Option 166764900 2,340 25,000 CALL Shared-Defined 1 25,000 CHICAGO BRIDGE & IRON CO N V Common 167250109 452 10,500 SHRS Shared-Defined 1 10,500 CHICOS FAS INC Common 168615102 163 11,600 SHRS Shared-Defined 1 11,600 CHILDRENS PL RETAIL STORES I Common 168905107 957 39,400 SHRS Shared-Defined 1 39,400 CHILDRENS PL RETAIL STORES I Option 168905907 3,715 153,000 CALL Shared-Defined 1 153,000 CHINA FIN ONLINE CO LTD Common 169379104 3,515 108,650 SHRS Shared-Defined 1 108,650 CHINA PETE & CHEM CORP Common 16941R108 80,519 654,044 SHRS Shared-Defined 1 654,044 CHINA SOUTHN AIRLS LTD Common 169409109 385 5,000 SHRS Shared-Defined 1 5,000 CHIPOTLE MEXICAN GRILL INC Common 169656204 2,476 23,139 SHRS Shared-Defined 1 23,139 CHOICE HOTELS INTL INC Common 169905106 1,586 42,100 SHRS Shared-Defined 1 42,100 CHOICEPOINT INC Common 170388102 2,651 69,900 SHRS Shared-Defined 1 69,900 CHUBB CORP Common 171232101 944 17,600 SHRS Shared-Defined 1 17,600 CIBER INC Debt 17163BAB8 11,236 11,700,000 PRN Shared-Defined 1 11,700,000 CIENA CORP Common 171779309 4,609 121,038 SHRS Shared-Defined 1 121,038 CIENA CORP Debt 171779AA9 17,868 18,000,000 PRN Shared-Defined 1 18,000,000 CIGNA CORP Common 125509109 2,542 47,700 SHRS Shared-Defined 1 47,700 CIMAREX ENERGY CO Common 171798101 399 10,700 SHRS Shared-Defined 1 10,700 CINCINNATI BELL INC NEW Common 171871106 1,871 378,700 SHRS Shared-Defined 1 378,700 CINCINNATI FINL CORP Common 172062101 5,210 120,300 SHRS Shared-Defined 1 120,300 CIRRUS LOGIC INC Common 172755100 118 18,400 SHRS Shared-Defined 1 18,400 CISCO SYS INC Common 17275R102 7,248 218,900 SHRS Shared-Defined 1 218,900 CISCO SYS INC Option 17275R902 12,042 363,700 CALL Shared-Defined 1 363,700 CIT GROUP INC Common 125581108 7,638 190,000 SHRS Shared-Defined 1 190,000 CITADEL BROADCASTING CORP Common 17285T106 774 186,100 SHRS Shared-Defined 1 186,100 CITADEL BROADCASTING CORP Debt 17285TAB2 856 1,000,000 PRN Shared-Defined 1 1,000,000 CITIGROUP INC Common 172967101 798 17,100 SHRS Shared-Defined 1 17,100 CITRIX SYS INC Common 177376100 6,647 164,852 SHRS Shared-Defined 1 164,852 CLEAN HARBORS INC Common 184496107 323 7,256 SHRS Shared-Defined 1 7,256 CLECO CORP NEW Common 12561W105 1,231 48,700 SHRS Shared-Defined 1 48,700 CLEVELAND CLIFFS INC Common 185896107 2,973 33,800 SHRS Shared-Defined 1 33,800 CLOROX CO DEL Common 189054109 6,831 112,000 SHRS Shared-Defined 1 112,000 CME GROUP INC Common 12572Q105 4,699 8,000 SHRS Shared-Defined 1 8,000 CMS ENERGY CORP Common 125896100 3,243 192,800 SHRS Shared-Defined 1 192,800
CNA FINL CORP Common 126117100 1,329 33,800 SHRS Shared-Defined 1 33,800 CNH GLOBAL N V Common N20935206 644 10,600 SHRS Shared-Defined 1 10,600 COCA COLA CO Common 191216100 4,971 86,501 SHRS Shared-Defined 1 86,501 COCA COLA ENTERPRISES INC Common 191219104 3,173 131,000 SHRS Shared-Defined 1 131,000 COGENT INC Common 19239Y108 238 15,200 SHRS Shared-Defined 1 15,200 COGNIZANT TECHNOLOGY SOLUTIO Common 192446102 5,848 73,308 SHRS Shared-Defined 1 73,308 COGNOS INC Common 19244C109 1,053 25,441 SHRS Shared-Defined 1 25,441 COLLECTIVE BRANDS INC Common 19421W100 1,050 47,600 SHRS Shared-Defined 1 47,600 COLONIAL BANCGROUP INC Common 195493309 2,733 126,400 SHRS Shared-Defined 1 126,400 COLUMBIA SPORTSWEAR CO Common 198516106 862 15,585 SHRS Shared-Defined 1 15,585 COMCAST CORP NEW Common 20030N101 8,693 359,500 SHRS Shared-Defined 1 359,500 COMERICA INC Common 200340107 6,034 117,667 SHRS Shared-Defined 1 117,667 COMMERCE BANCORP INC NJ Common 200519106 4 100 SHRS Shared-Defined 1 100 COMMSCOPE INC Common 203372107 397 7,900 SHRS Shared-Defined 1 7,900 COMMUNITY HEALTH SYS INC NEW Common 203668108 1,462 46,500 SHRS Shared-Defined 1 46,500 COMPANHIA VALE DO RIO DOCE Common 204412209 5,938 175,000 SHRS Shared-Defined 1 175,000 COMPUCREDIT CORP Common 20478N100 727 33,500 SHRS Shared-Defined 1 33,500 COMPUTER SCIENCES CORP Common 205363104 665 11,900 SHRS Shared-Defined 1 11,900 COMPUWARE CORP Common 205638109 1,067 133,090 SHRS Shared-Defined 1 133,090 COMSCORE INC Common 20564W105 354 13,102 SHRS Shared-Defined 1 13,102 COMTECH TELECOMMUNICATIONS C Common 205826209 3,515 65,704 SHRS Shared-Defined 1 65,704 CONAGRA FOODS INC Common 205887102 688 26,314 SHRS Shared-Defined 1 26,314 CONCUR TECHNOLOGIES INC Common 206708109 713 22,610 SHRS Shared-Defined 1 22,610 CONCURRENT COMPUTER CORP NEW Common 206710204 7,473 5,748,202 SHRS Shared-Defined 1 5,748,202 CONEXANT SYSTEMS INC Common 207142100 720 600,100 SHRS Shared-Defined 1 600,100 CONMED CORP Common 207410101 585 20,900 SHRS Shared-Defined 1 20,900 CONOCOPHILLIPS Common 20825C104 15,236 173,586 SHRS Shared-Defined 1 173,586 CONOCOPHILLIPS Option 20825C954 7,022 80,000 PUT Shared-Defined 1 80,000 CONSOL ENERGY INC Common 20854P109 10,117 217,100 SHRS Shared-Defined 1 217,100 CONSOLIDATED EDISON INC Common 209115104 972 21,000 SHRS Shared-Defined 1 21,000 CONSTELLATION ENERGY GROUP I Common 210371100 26,449 308,300 SHRS Shared-Defined 1 308,300 CONTINENTAL AIRLS INC Common 210795308 16,479 498,900 SHRS Shared-Defined 1 498,900 CONTINENTAL RESOURCES INC Common 212015101 14,303 788,500 SHRS Shared-Defined 1 788,500 COOPER COS INC Common 216648402 231 4,400 SHRS Shared-Defined 1 4,400 COOPER INDS LTD Common G24182100 41,942 820,947 SHRS Shared-Defined 1 820,947 COOPER TIRE & RUBR CO Common 216831107 793 32,500 SHRS Shared-Defined 1 32,500 COPA HOLDINGS SA Common P31076105 10,617 265,100 SHRS Shared-Defined 1 265,100 COPART INC Common 217204106 1,918 55,784 SHRS Shared-Defined 1 55,784 CORE MARK HOLDING CO INC Common 218681104 229 6,500 SHRS Shared-Defined 1 6,500 CORN PRODS INTL INC Common 219023108 1,835 40,000 SHRS Shared-Defined 1 40,000 CORNING INC Common 219350105 534 21,650 SHRS Shared-Defined 1 21,650 CORNING INC Option 219350905 1,745 70,800 CALL Shared-Defined 1 70,800 CORNING INC Option 219350955 1,745 70,800 PUT Shared-Defined 1 70,800 CORRECTIONS CORP AMER NEW Common 22025Y407 8,273 316,140 SHRS Shared-Defined 1 316,140 CORUS BANKSHARES INC Common 220873103 1,875 144,009 SHRS Shared-Defined 1 144,009 CORVEL CORP Common 221006109 297 12,850 SHRS Shared-Defined 1 12,850 COSTCO WHSL CORP NEW Common 22160K105 6,309 102,800 SHRS Shared-Defined 1 102,800 COTT CORP QUE Common 22163N106 797 100,000 SHRS Shared-Defined 1 100,000 COUNTRYWIDE FINANCIAL CORP Common 222372104 1,949 102,500 SHRS Shared-Defined 1 102,500 COVANCE INC Common 222816100 1,636 21,000 SHRS Shared-Defined 1 21,000 COVENTRY HEALTH CARE INC Common 222862104 7,832 125,900 SHRS Shared-Defined 1 125,900 CRA INTL INC Common 12618T105 1,521 31,555 SHRS Shared-Defined 1 31,555 CREDENCE SYS CORP Common 225302108 87 28,200 SHRS Shared-Defined 1 28,200 CROCS INC Common 227046109 19,246 286,185 SHRS Shared-Defined 1 286,185 CRYSTAL RIV CAP INC Common 229393301 1,844 109,700 SHRS Shared-Defined 1 109,700 CRYSTALLEX INTL CORP Common 22942F101 155 49,650 SHRS Shared-Defined 1 49,650 CSG SYS INTL INC Common 126349109 380 17,866 SHRS Shared-Defined 1 17,866 CSK AUTO CORP Common 125965103 139 13,098 SHRS Shared-Defined 1 13,098 CSX CORP Common 126408103 2,062 48,246 SHRS Shared-Defined 1 48,246
CUBIST PHARMACEUTICALS INC Common 229678107 4,440 210,118 SHRS Shared-Defined 1 210,118 CUMMINS INC Common 231021106 18,032 141,000 SHRS Shared-Defined 1 141,000 CUTERA INC Common 232109108 1,032 39,363 SHRS Shared-Defined 1 39,363 CV THERAPEUTICS INC Common 126667104 1,347 150,000 SHRS Shared-Defined 1 150,000 CVS CAREMARK CORPORATION Common 126650100 11,925 300,905 SHRS Shared-Defined 1 300,905 CYMER INC Common 232572107 4,431 115,430 SHRS Shared-Defined 1 115,430 CYMER INC Debt 232572AE7 91,964 91,199,000 PRN Shared-Defined 1 91,199,000 CYNOSURE INC Common 232577205 343 9,302 SHRS Shared-Defined 1 9,302 CYPRESS BIOSCIENCES INC Common 232674507 3,183 232,488 SHRS Shared-Defined 1 232,488 CYPRESS SEMICONDUCTOR CORP Common 232806109 368 12,611 SHRS Shared-Defined 1 12,611 CYPRESS SEMICONDUCTOR CORP Debt 232806AK5 27,315 20,850,000 PRN Shared-Defined 1 20,850,000 D R HORTON INC Common 23331A109 681 53,200 SHRS Shared-Defined 1 53,200 D R HORTON INC Option 23331A909 1,281 100,000 CALL Shared-Defined 1 100,000 DANAHER CORP DEL Common 235851102 298 3,600 SHRS Shared-Defined 1 3,600 DANAHER CORP DEL Debt 235851AF9 185,423 153,924,000 PRN Shared-Defined 1 153,924,000 DARDEN RESTAURANTS INC Common 237194105 18,042 431,000 SHRS Shared-Defined 1 431,000 DAWSON GEOPHYSICAL CO Common 239359102 1,088 14,032 SHRS Shared-Defined 1 14,032 DEALERTRACK HLDGS INC Common 242309102 370 8,827 SHRS Shared-Defined 1 8,827 DECKERS OUTDOOR CORP Common 243537107 2,963 26,986 SHRS Shared-Defined 1 26,986 DEERE & CO Common 244199105 23,539 158,600 SHRS Shared-Defined 1 158,600 DEL MONTE FOODS CO Common 24522P103 1,000 95,210 SHRS Shared-Defined 1 95,210 DELIA'S INC NEW Common 246911101 228 48,585 SHRS Shared-Defined 1 48,585 DELL INC Common 24702R101 4,139 149,973 SHRS Shared-Defined 1 149,973 DELL INC Option 24702R901 55,890 2,025,000 CALL Shared-Defined 1 2,025,000 DELTA PETE CORP Common 247907207 969 54,000 SHRS Shared-Defined 1 54,000 DELUXE CORP Common 248019101 258 7,000 SHRS Shared-Defined 1 7,000 DENBURY RES INC Common 247916208 429 9,600 SHRS Shared-Defined 1 9,600 DENTSPLY INTL INC NEW Common 249030107 6,110 146,726 SHRS Shared-Defined 1 146,726 DEVON ENERGY CORP NEW Common 25179M103 4,909 59,000 SHRS Shared-Defined 1 59,000 DEVON ENERGY CORP NEW Debt 25179MAA1 42,434 24,235,000 PRN Shared-Defined 1 24,235,000 DEVON ENERGY CORP NEW Debt 25179MAB9 70,208 40,111,000 PRN Shared-Defined 1 40,111,000 DEVRY INC DEL Common 251893103 337 9,100 SHRS Shared-Defined 1 9,100 DIAMOND OFFSHORE DRILLING IN Common 25271C102 6,806 60,075 SHRS Shared-Defined 1 60,075 DIANA SHIPPING INC Common Y2066G104 2,286 80,225 SHRS Shared-Defined 1 80,225 DIGITAL RIV INC Common 25388B104 712 15,900 SHRS Shared-Defined 1 15,900 DIME BANCORP INC NEW Warrant 25429Q110 50 200,000 SHRS Shared-Defined 1 200,000 DIODES INC Common 254543101 1,452 45,229 SHRS Shared-Defined 1 45,229 DIONEX CORP Common 254546104 356 4,477 SHRS Shared-Defined 1 4,477 DIRECTV GROUP INC Common 25459L106 2,128 87,645 SHRS Shared-Defined 1 87,645 DISCOVER FINL SVCS Common 254709108 443 21,304 SHRS Shared-Defined 1 21,304 DISCOVERY HOLDING CO Common 25468Y107 329 11,419 SHRS Shared-Defined 1 11,419 DISCOVERY LABORATORIES INC N Common 254668106 269 100,000 SHRS Shared-Defined 1 100,000 DISNEY WALT CO Common 254687106 16,876 490,721 SHRS Shared-Defined 1 490,721 DISNEY WALT CO Option 254687906 10,317 300,000 CALL Shared-Defined 1 300,000 DISNEY WALT CO Option 254687956 5,159 150,000 PUT Shared-Defined 1 150,000 DJO INCORPORATED Common 23325G104 1,065 21,700 SHRS Shared-Defined 1 21,700 DOLBY LABORATORIES INC Common 25659T107 1,084 31,143 SHRS Shared-Defined 1 31,143 DOLLAR TREE STORES INC Common 256747106 3,322 81,954 SHRS Shared-Defined 1 81,954 DOMINION RES INC VA NEW Common 25746U109 10,270 121,822 SHRS Shared-Defined 1 121,822 DOMINION RES INC VA NEW Debt 25746UAT6 83,977 72,740,000 PRN Shared-Defined 1 72,740,000 DOMTAR CORP Common 257559104 2,665 325,000 SHRS Shared-Defined 1 325,000 DOW CHEM CO Common 260543103 340 7,900 SHRS Shared-Defined 1 7,900 DPL INC Common 233293109 2,416 91,985 SHRS Shared-Defined 1 91,985 DREAMWORKS ANIMATION SKG INC Common 26153C103 117 3,500 SHRS Shared-Defined 1 3,500 DRESS BARN INC Common 261570105 1,016 59,748 SHRS Shared-Defined 1 59,748 DRIL-QUIP INC Common 262037104 2,023 41,000 SHRS Shared-Defined 1 41,000 DRS TECHNOLOGIES INC Common 23330X100 557 10,100 SHRS Shared-Defined 1 10,100 DTE ENERGY CO Common 233331107 567 11,700 SHRS Shared-Defined 1 11,700 DTS INC Common 23335C101 158 5,202 SHRS Shared-Defined 1 5,202
DUKE ENERGY CORP NEW Common 26441C105 12,128 648,912 SHRS Shared-Defined 1 648,912 DYNAMIC MATLS CORP Common 267888105 492 10,280 SHRS Shared-Defined 1 10,280 DYNEGY INC DEL Common 26817G102 763 82,594 SHRS Shared-Defined 1 82,594 E M C CORP MASS Common 268648102 4,275 205,510 SHRS Shared-Defined 1 205,510 E M C CORP MASS Option 268648902 2,080 100,000 CALL Shared-Defined 1 100,000 E M C CORP MASS Debt 268648AK8 53,209 37,500,000 PRN Shared-Defined 1 37,500,000 E M C CORP MASS Debt 268648AM4 32,243 22,500,000 PRN Shared-Defined 1 22,500,000 E TRADE FINANCIAL CORP Common 269246104 5,315 407,000 SHRS Shared-Defined 1 407,000 EAGLE MATERIALS INC Common 26969P108 858 24,000 SHRS Shared-Defined 1 24,000 EARTHLINK INC Common 270321102 2,194 276,981 SHRS Shared-Defined 1 276,981 EASTMAN CHEM CO Common 277432100 6,291 94,282 SHRS Shared-Defined 1 94,282 EASTMAN KODAK CO Common 277461109 1,132 42,300 SHRS Shared-Defined 1 42,300 EATON CORP Common 278058102 3,566 36,005 SHRS Shared-Defined 1 36,005 EBAY INC Common 278642103 536 13,732 SHRS Shared-Defined 1 13,732 EBAY INC Option 278642953 7,804 200,000 PUT Shared-Defined 1 200,000 ECHOSTAR COMMUNICATIONS NEW Common 278762109 9,120 194,831 SHRS Shared-Defined 1 194,831 ECLIPSYS CORP Common 278856109 873 37,440 SHRS Shared-Defined 1 37,440 ECTEL LTD Common M29925100 1,356 423,800 SHRS Shared-Defined 1 423,800 EDISON INTL Common 281020107 7,630 137,600 SHRS Shared-Defined 1 137,600 EDO CORP Common 281347104 58,413 1,042,900 SHRS Shared-Defined 1 1,042,900 EDWARDS AG INC Common 281760108 1,348 16,100 SHRS Shared-Defined 1 16,100 EHEALTH INC Common 28238P109 239 8,643 SHRS Shared-Defined 1 8,643 EL PASO CORP Common 28336L109 2,736 161,200 SHRS Shared-Defined 1 161,200 ELAN PLC Common 284131208 57,925 2,753,110 SHRS Shared-Defined 1 2,753,110 ELDORADO GOLD CORP NEW Common 284902103 3,287 533,400 SHRS Shared-Defined 1 533,400 ELECTRONIC DATA SYS NEW Common 285661104 7,880 360,800 SHRS Shared-Defined 1 360,800 ELECTRONIC DATA SYS NEW Option 285661904 1,092 50,000 CALL Shared-Defined 1 50,000 ELECTRONICS FOR IMAGING INC Common 286082102 4,157 154,784 SHRS Shared-Defined 1 154,784 ELIZABETH ARDEN INC Common 28660G106 995 36,900 SHRS Shared-Defined 1 36,900 ELLIS PERRY INTL INC Common 288853104 1,153 41,600 SHRS Shared-Defined 1 41,600 EMBRAER-EMPRESA BRASILEIRA D Common 29081M102 769 17,500 SHRS Shared-Defined 1 17,500 EMCORE CORP Common 290846104 290 30,201 SHRS Shared-Defined 1 30,201 EMERITUS CORP Common 291005106 4,073 150,300 SHRS Shared-Defined 1 150,300 EMERSON ELEC CO Common 291011104 2,661 50,000 SHRS Shared-Defined 1 50,000 ENCANA CORP Common 292505104 2,562 41,400 SHRS Shared-Defined 1 41,400 ENCORE ACQUISITION CO Common 29255W100 563 17,800 SHRS Shared-Defined 1 17,800 ENCORE WIRE CORP Common 292562105 313 12,469 SHRS Shared-Defined 1 12,469 ENDEAVOR ACQUISITION CORP Common 292577103 11,152 941,126 SHRS Shared-Defined 1 941,126 ENDURANCE SPECIALTY HLDGS LT Common G30397106 1,990 47,900 SHRS Shared-Defined 1 47,900 ENERGIZER HLDGS INC Common 29266R108 11,329 102,200 SHRS Shared-Defined 1 102,200 ENTERGY CORP NEW Common 29364G103 12,671 117,010 SHRS Shared-Defined 1 117,010 ENTERGY CORP NEW Preferred 29364G202 18,718 280,000 SHRS Shared-Defined 1 280,000 ENTRUST INC Common 293848107 1,225 575,000 SHRS Shared-Defined 1 575,000 ENZON PHARMACEUTICALS INC Common 293904108 3,084 350,000 SHRS Shared-Defined 1 350,000 EP MEDSYSTEMS INC Common 26881P103 4,042 2,208,709 SHRS Shared-Defined 1 2,208,709 EPICOR SOFTWARE CORP Debt 29426LAA6 7,854 8,000,000 PRN Shared-Defined 1 8,000,000 EPIQ SYS INC Common 26882D109 231 12,270 SHRS Shared-Defined 1 12,270 EQUIFAX INC Common 294429105 633 16,600 SHRS Shared-Defined 1 16,600 EQUINIX INC Common 29444U502 36,194 408,100 SHRS Shared-Defined 1 408,100 EQUITABLE RES INC Common 294549100 9,238 178,100 SHRS Shared-Defined 1 178,100 ESPEED INC Common 296643109 156 18,256 SHRS Shared-Defined 1 18,256 ESTERLINE TECHNOLOGIES CORP Common 297425100 1,409 24,700 SHRS Shared-Defined 1 24,700 EVEREST RE GROUP LTD Common G3223R108 970 8,800 SHRS Shared-Defined 1 8,800 EVERGREEN SOLAR INC Common 30033R108 299 33,475 SHRS Shared-Defined 1 33,475 EXAR CORP Common 300645108 259 19,800 SHRS Shared-Defined 1 19,800 EXPRESS SCRIPTS INC Common 302182100 2,545 45,600 SHRS Shared-Defined 1 45,600 EXPRESSJET HOLDINGS INC Common 30218U108 125 40,308 SHRS Shared-Defined 1 40,308 EXTERRAN HLDGS INC Common 30225X103 6,837 85,102 SHRS Shared-Defined 1 85,102 EXTREME NETWORKS INC Common 30226D106 132 34,390 SHRS Shared-Defined 1 34,390
EXULT INC DEL Debt 302284AB0 10,430 10,750,000 PRN Shared-Defined 1 10,750,000 EXXON MOBIL CORP Common 30231G102 33,707 364,161 SHRS Shared-Defined 1 364,161 EZCORP INC Common 302301106 7,193 534,762 SHRS Shared-Defined 1 534,762 F M C CORP Common 302491303 1,389 26,700 SHRS Shared-Defined 1 26,700 F5 NETWORKS INC Common 315616102 2,356 63,349 SHRS Shared-Defined 1 63,349 FACTSET RESH SYS INC Common 303075105 7 100 SHRS Shared-Defined 1 100 FAIR ISAAC CORP Common 303250104 1,130 31,300 SHRS Shared-Defined 1 31,300 FAIR ISAAC CORP Option 303250904 2,311 64,000 CALL Shared-Defined 1 64,000 FAIR ISAAC CORP Debt 303250AD6 15,031 15,000,000 PRN Shared-Defined 1 15,000,000 FAIRCHILD SEMICONDUCTOR CORP Debt 303727AJ0 18,854 19,038,000 PRN Shared-Defined 1 19,038,000 FAIRPOINT COMMUNICATIONS INC Common 305560104 272 14,400 SHRS Shared-Defined 1 14,400 FALCONSTOR SOFTWARE INC Common 306137100 172 14,249 SHRS Shared-Defined 1 14,249 FBR CAPITAL MARKETS CORP Common 30247C301 772 59,925 SHRS Shared-Defined 1 59,925 FCSTONE GROUP INC Common 31308T100 1,058 32,788 SHRS Shared-Defined 1 32,788 FEDERAL NATL MTG ASSN Common 313586109 1,174 19,300 SHRS Shared-Defined 1 19,300 FEDERATED INVS INC PA Common 314211103 433 10,900 SHRS Shared-Defined 1 10,900 FEDEX CORP Common 31428X106 3,373 32,200 SHRS Shared-Defined 1 32,200 FELCOR LODGING TR INC Common 31430F101 6,272 314,687 SHRS Shared-Defined 1 314,687 FIBERTOWER CORP Common 31567R100 384 100,000 SHRS Shared-Defined 1 100,000 FINISAR Common 31787A101 602 215,000 SHRS Shared-Defined 1 215,000 FINISH LINE INC Common 317923100 657 151,300 SHRS Shared-Defined 1 151,300 FIRST AMERN CORP CALIF Common 318522307 275 7,500 SHRS Shared-Defined 1 7,500 FIRST CASH FINL SVCS INC Common 31942D107 81 3,464 SHRS Shared-Defined 1 3,464 FIRST COMWLTH FINL CORP PA Common 319829107 148 13,400 SHRS Shared-Defined 1 13,400 FIRST CONSULTING GROUP INC Common 31986R103 5,103 495,469 SHRS Shared-Defined 1 495,469 FIRST HORIZON NATL CORP Common 320517105 877 32,900 SHRS Shared-Defined 1 32,900 FIRST INDUSTRIAL REALTY TRUS Common 32054K103 2,495 64,200 SHRS Shared-Defined 1 64,200 FIRST MARBLEHEAD CORP Common 320771108 6,850 180,600 SHRS Shared-Defined 1 180,600 FIRST NIAGARA FINL GP INC Common 33582V108 443 31,300 SHRS Shared-Defined 1 31,300 FIRST SOLAR INC Common 336433107 8,206 69,695 SHRS Shared-Defined 1 69,695 FIRSTENERGY CORP Common 337932107 1,148 18,118 SHRS Shared-Defined 1 18,118 FIRSTFED FINL CORP Common 337907109 1,754 35,400 SHRS Shared-Defined 1 35,400 FISERV INC Common 337738108 7,103 139,654 SHRS Shared-Defined 1 139,654 FLEXTRONICS INTL LTD Common Y2573F102 2,812 251,483 SHRS Shared-Defined 1 251,483 FLIR SYS INC Common 302445101 554 10,002 SHRS Shared-Defined 1 10,002 FLUOR CORP NEW Common 343412102 490 3,400 SHRS Shared-Defined 1 3,400 FOCUS MEDIA HLDG LTD Common 34415V109 22,348 385,180 SHRS Shared-Defined 1 385,180 FOOT LOCKER INC Common 344849104 763 49,800 SHRS Shared-Defined 1 49,800 FOOT LOCKER INC Option 344849904 1,013 66,100 CALL Shared-Defined 1 66,100 FORCE PROTECTION INC Common 345203202 2,166 100,000 SHRS Shared-Defined 1 100,000 FORD MTR CO DEL Common 345370860 206 24,300 SHRS Shared-Defined 1 24,300 FORD MTR CO DEL Debt 345370CF5 84,930 73,000,000 PRN Shared-Defined 1 73,000,000 FOREST LABS INC Common 345838106 28,915 775,400 SHRS Shared-Defined 1 775,400 FOREST LABS INC Option 345838906 6,339 170,000 CALL Shared-Defined 1 170,000 FORMFACTOR INC Common 346375108 510 11,496 SHRS Shared-Defined 1 11,496 FOSSIL INC Common 349882100 1,384 37,035 SHRS Shared-Defined 1 37,035 FOSTER WHEELER LTD Common G36535139 617 4,700 SHRS Shared-Defined 1 4,700 FOUNDRY NETWORKS INC Common 35063R100 430 24,185 SHRS Shared-Defined 1 24,185 FOXHOLLOW TECHNOLOGIES INC Common 35166A103 271 10,250 SHRS Shared-Defined 1 10,250 FPL GROUP INC Common 302571104 156 2,564 SHRS Shared-Defined 1 2,564 FRANKLIN BK CORP DEL Common 352451108 1,028 111,700 SHRS Shared-Defined 1 111,700 FREEPORT-MCMORAN COPPER & GO Common 35671D857 3,262 31,100 SHRS Shared-Defined 1 31,100 FREIGHTCAR AMER INC Common 357023100 20,814 544,859 SHRS Shared-Defined 1 544,859 FRONTIER AIRLINES HOLDINGS I Common 359059102 102 16,535 SHRS Shared-Defined 1 16,535 FRONTIER OIL CORP Common 35914P105 12,300 295,400 SHRS Shared-Defined 1 295,400 FUEL TECH INC Common 359523107 349 15,818 SHRS Shared-Defined 1 15,818 FUELCELL ENERGY INC Common 35952H106 5,141 575,040 SHRS Shared-Defined 1 575,040 FULLER H B CO Common 359694106 632 21,300 SHRS Shared-Defined 1 21,300 G & K SVCS INC Common 361268105 466 11,581 SHRS Shared-Defined 1 11,581
GAMESTOP CORP NEW Common 36467W109 6,661 118,200 SHRS Shared-Defined 1 118,200 GANNETT INC Common 364730101 5,109 116,900 SHRS Shared-Defined 1 116,900 GAP INC DEL Common 364760108 60,481 3,279,900 SHRS Shared-Defined 1 3,279,900 GAP INC DEL Option 364760908 4,149 225,000 CALL Shared-Defined 1 225,000 GARDNER DENVER INC Common 365558105 2,987 76,600 SHRS Shared-Defined 1 76,600 GARMIN LTD Common G37260109 621 5,200 SHRS Shared-Defined 1 5,200 GATEWAY INC Common 367626108 173 91,900 SHRS Shared-Defined 1 91,900 GEMSTAR-TV GUIDE INTL INC Common 36866W106 5,006 719,300 SHRS Shared-Defined 1 719,300 GENCO SHIPPING & TRADING LTD Common Y2685T107 5,570 85,000 SHRS Shared-Defined 1 85,000 GENCORP INC Common 368682100 182 15,200 SHRS Shared-Defined 1 15,200 GENENTECH INC Common 368710406 3,901 50,000 SHRS Shared-Defined 1 50,000 GENERAL CABLE CORP DEL NEW Debt 369300AD0 7,361 5,000,000 PRN Shared-Defined 1 5,000,000 GENERAL DYNAMICS CORP Common 369550108 5,355 63,400 SHRS Shared-Defined 1 63,400 GENERAL ELECTRIC CO Common 369604103 82,974 2,004,200 SHRS Shared-Defined 1 2,004,200 GENERAL ELECTRIC CO Option 369604953 1,656 40,000 PUT Shared-Defined 1 40,000 GENERAL MTRS CORP Common 370442105 48,841 1,330,816 SHRS Shared-Defined 1 1,330,816 GENERAL MTRS CORP Preferred 370442691 8,415 300,000 SHRS Shared-Defined 1 300,000 GENERAL MTRS CORP Preferred 370442717 1,860 75,000 SHRS Shared-Defined 1 75,000 GENERAL MTRS CORP Preferred 370442733 1,594 75,000 SHRS Shared-Defined 1 75,000 GENESIS LEASE LTD Common 37183T107 4,924 197,900 SHRS Shared-Defined 1 197,900 GENESIS MICROCHIP INC DEL Common 37184C103 192 24,453 SHRS Shared-Defined 1 24,453 GENLYTE GROUP INC Common 372302109 1,392 21,660 SHRS Shared-Defined 1 21,660 GEN-PROBE INC NEW Common 36866T103 486 7,297 SHRS Shared-Defined 1 7,297 GENZYME CORP Common 372917104 19,581 316,020 SHRS Shared-Defined 1 316,020 GENZYME CORP Option 372917904 10,626 171,500 CALL Shared-Defined 1 171,500 GERDAU AMERISTEEL CORP Common 37373P105 2,626 221,322 SHRS Shared-Defined 1 221,322 GFI GROUP INC Common 361652209 669 7,770 SHRS Shared-Defined 1 7,770 GIGAMEDIA LTD Common Y2711Y104 290 17,933 SHRS Shared-Defined 1 17,933 GILDAN ACTIVEWEAR INC Common 375916103 606 15,300 SHRS Shared-Defined 1 15,300 GILEAD SCIENCES INC Common 375558103 24,861 608,300 SHRS Shared-Defined 1 608,300 GLOBAL PMTS INC Common 37940X102 1,119 25,300 SHRS Shared-Defined 1 25,300 GLOBALSANTAFE CORP Common G3930E101 19,765 260,000 SHRS Shared-Defined 1 260,000 GOLD RESV INC Debt 38068NAB4 1,793 2,000,000 PRN Shared-Defined 1 2,000,000 GOLDEN STAR RES LTD CDA Common 38119T104 1,330 322,300 SHRS Shared-Defined 1 322,300 GOLDMAN SACHS GROUP INC Common 38141G104 15,276 70,480 SHRS Shared-Defined 1 70,480 GOODRICH PETE CORP Common 382410405 1,603 50,565 SHRS Shared-Defined 1 50,565 GOODYEAR TIRE & RUBR CO Common 382550101 1,216 40,000 SHRS Shared-Defined 1 40,000 GOOGLE INC Common 38259P508 22,691 40,000 SHRS Shared-Defined 1 40,000 GOOGLE INC Option 38259P908 22,691 40,000 CALL Shared-Defined 1 40,000 GRACO INC Common 384109104 622 15,900 SHRS Shared-Defined 1 15,900 GRAFTECH INTL LTD Debt 384313AB8 5,898 5,000,000 PRN Shared-Defined 1 5,000,000 GRAINGER W W INC Common 384802104 265 2,901 SHRS Shared-Defined 1 2,901 GRAMERCY CAP CORP Common 384871109 2,497 99,200 SHRS Shared-Defined 1 99,200 GRANITE CONSTR INC Common 387328107 12,266 231,343 SHRS Shared-Defined 1 231,343 GREAT LAKES DREDGE & DOCK CO Common 390607109 162 18,484 SHRS Shared-Defined 1 18,484 GREAT WOLF RESORTS INC Common 391523107 1,016 82,168 SHRS Shared-Defined 1 82,168 GREENBRIER COS INC Common 393657101 1,731 64,800 SHRS Shared-Defined 1 64,800 GREENFIELD ONLINE INC Common 395150105 8,581 562,661 SHRS Shared-Defined 1 562,661 GREENLIGHT CAPITAL RE LTD Common G4095J109 564 27,810 SHRS Shared-Defined 1 27,810 GROUPE CGI INC Common 39945C109 3,878 338,411 SHRS Shared-Defined 1 338,411 GUITAR CTR MGMT INC Common 402040109 3,629 61,200 SHRS Shared-Defined 1 61,200 GULFMARK OFFSHORE INC Common 402629109 934 19,200 SHRS Shared-Defined 1 19,200 GYMBOREE CORP Common 403777105 1,005 28,508 SHRS Shared-Defined 1 28,508 HAEMONETICS CORP Common 405024100 2,543 51,447 SHRS Shared-Defined 1 51,447 HALLIBURTON CO Common 406216101 10,149 264,300 SHRS Shared-Defined 1 264,300 HALLIBURTON CO Debt 406216AM3 51,364 25,000,000 PRN Shared-Defined 1 25,000,000 HANSEN NAT CORP Common 411310105 814 14,367 SHRS Shared-Defined 1 14,367 HARLEY DAVIDSON INC Common 412822108 1,908 41,300 SHRS Shared-Defined 1 41,300 HARMONIC INC Common 413160102 545 51,401 SHRS Shared-Defined 1 51,401
HARRAHS ENTMT INC Common 413619107 2,173 25,000 SHRS Shared-Defined 1 25,000 HARRIS CORP DEL Common 413875105 1,214 21,010 SHRS Shared-Defined 1 21,010 HARTE-HANKS INC Common 416196103 1,389 70,600 SHRS Shared-Defined 1 70,600 HARTFORD FINL SVCS GROUP INC Common 416515104 3,211 34,700 SHRS Shared-Defined 1 34,700 HASBRO INC Common 418056107 231 8,300 SHRS Shared-Defined 1 8,300 HASBRO INC Debt 418056AN7 61,539 46,500,000 PRN Shared-Defined 1 46,500,000 HEALTH CARE REIT INC Debt 42217KAQ9 2,540 2,500,000 PRN Shared-Defined 1 2,500,000 HEALTH MGMT ASSOC INC NEW Common 421933102 11,703 1,686,300 SHRS Shared-Defined 1 1,686,300 HEALTH NET INC Common 42222G108 222 4,100 SHRS Shared-Defined 1 4,100 HEALTHSPRING INC Common 42224N101 491 25,200 SHRS Shared-Defined 1 25,200 HEALTHTRONICS INC Common 42222L107 459 89,978 SHRS Shared-Defined 1 89,978 HEIDRICK & STRUGGLES INTL IN Common 422819102 306 8,398 SHRS Shared-Defined 1 8,398 HELIX ENERGY SOLUTIONS GRP I Common 42330P107 9,698 228,400 SHRS Shared-Defined 1 228,400 HENRY JACK & ASSOC INC Common 426281101 650 25,148 SHRS Shared-Defined 1 25,148 HERBALIFE LTD Common G4412G101 6,355 139,800 SHRS Shared-Defined 1 139,800 HERCULES OFFSHORE INC Common 427093109 214 8,200 SHRS Shared-Defined 1 8,200 HERLEY INDS INC DEL Common 427398102 164 10,989 SHRS Shared-Defined 1 10,989 HERTZ GLOBAL HOLDINGS INC Common 42805T105 227 10,000 SHRS Shared-Defined 1 10,000 HESS CORP Common 42809H107 50,357 756,900 SHRS Shared-Defined 1 756,900 HEWLETT PACKARD CO Common 428236103 8,151 163,700 SHRS Shared-Defined 1 163,700 HEWLETT PACKARD CO Debt 428236AC7 5,427 6,650,000 PRN Shared-Defined 1 6,650,000 HEXCEL CORP NEW Common 428291108 863 37,998 SHRS Shared-Defined 1 37,998 HIGHLAND DISTRESSED OPPORT I Common 430067108 214 16,700 SHRS Shared-Defined 1 16,700 HILB ROGAL & HOBBS CO Common 431294107 1,898 43,800 SHRS Shared-Defined 1 43,800 HILTON HOTELS CORP Common 432848109 503 10,820 SHRS Shared-Defined 1 10,820 HIMAX TECHNOLOGIES INC Common 43289P106 111 27,400 SHRS Shared-Defined 1 27,400 HLTH CORPORATION Common 40422Y101 10,416 735,099 SHRS Shared-Defined 1 735,099 HMS HLDGS CORP Common 40425J101 229 9,290 SHRS Shared-Defined 1 9,290 HNI CORP Common 404251100 872 24,211 SHRS Shared-Defined 1 24,211 HOLLY CORP Common 435758305 580 9,700 SHRS Shared-Defined 1 9,700 HOLLYWOOD MEDIA CORP Common 436233100 7,828 2,217,464 SHRS Shared-Defined 1 2,217,464 HOLOGIC INC Common 436440101 10,827 177,488 SHRS Shared-Defined 1 177,488 HOME DEPOT INC Common 437076102 795 24,500 SHRS Shared-Defined 1 24,500 HOME DEPOT INC Option 437076902 3,435 105,900 CALL Shared-Defined 1 105,900 HONEYWELL INTL INC Common 438516106 454 7,640 SHRS Shared-Defined 1 7,640 HORIZON LINES INC Common 44044K101 1,261 41,300 SHRS Shared-Defined 1 41,300 HORMEL FOODS CORP Common 440452100 884 24,700 SHRS Shared-Defined 1 24,700 HORSEHEAD HLDG CORP Common 440694305 509 22,700 SHRS Shared-Defined 1 22,700 HOSPITALITY PPTYS TR Common 44106M102 650 16,000 SHRS Shared-Defined 1 16,000 HOST HOTELS & RESORTS INC Common 44107P104 948 42,241 SHRS Shared-Defined 1 42,241 HOT TOPIC INC Common 441339108 11,766 1,577,200 SHRS Shared-Defined 1 1,577,200 HOT TOPIC INC Option 441339908 1,876 251,500 CALL Shared-Defined 1 251,500 HRPT PPTYS TR Common 40426W101 108 10,900 SHRS Shared-Defined 1 10,900 HUB GROUP INC Common 443320106 715 23,800 SHRS Shared-Defined 1 23,800 HUDSON CITY BANCORP Common 443683107 10,491 682,100 SHRS Shared-Defined 1 682,100 HUMANA INC Common 444859102 498 7,125 SHRS Shared-Defined 1 7,125 HURON CONSULTING GROUP INC Common 447462102 323 4,443 SHRS Shared-Defined 1 4,443 HUTCHINSON TECHNOLOGY INC Common 448407106 723 29,408 SHRS Shared-Defined 1 29,408 I2 TECHNOLOGIES INC Common 465754208 29,064 1,905,806 SHRS Shared-Defined 1 1,905,806 IAMGOLD CORP Common 450913108 283 32,600 SHRS Shared-Defined 1 32,600 ICO INC NEW Common 449293109 266 18,885 SHRS Shared-Defined 1 18,885 ICONIX BRAND GROUP INC Common 451055107 668 28,100 SHRS Shared-Defined 1 28,100 IHS INC Common 451734107 373 6,600 SHRS Shared-Defined 1 6,600 IKON OFFICE SOLUTIONS INC Common 451713101 230 17,900 SHRS Shared-Defined 1 17,900 ILLUMINA INC Common 452327109 7,625 146,982 SHRS Shared-Defined 1 146,982 ILLUMINA INC Option 452327959 2,594 50,000 PUT Shared-Defined 1 50,000 IMCLONE SYS INC Common 45245W109 1,412 34,156 SHRS Shared-Defined 1 34,156 IMMUCOR INC Common 452526106 7,402 207,041 SHRS Shared-Defined 1 207,041 IMPERIAL OIL LTD Common 453038408 3,479 70,144 SHRS Shared-Defined 1 70,144
IMS HEALTH INC Common 449934108 320 10,450 SHRS Shared-Defined 1 10,450 INDEVUS PHARMACEUTICALS INC Common 454072109 11,229 1,625,000 SHRS Shared-Defined 1 1,625,000 INDEVUS PHARMACEUTICALS INC Option 454072909 2,764 400,000 CALL Shared-Defined 1 400,000 INFINEON TECHNOLOGIES AG Common 45662N103 7,097 413,100 SHRS Shared-Defined 1 413,100 INFORMATICA CORP Common 45666Q102 721 45,940 SHRS Shared-Defined 1 45,940 INFOSYS TECHNOLOGIES LTD Common 456788108 416 8,600 SHRS Shared-Defined 1 8,600 INGERSOLL-RAND COMPANY LTD Common G4776G101 2,304 42,300 SHRS Shared-Defined 1 42,300 INGRAM MICRO INC Common 457153104 986 50,300 SHRS Shared-Defined 1 50,300 INLAND REAL ESTATE CORP Debt 457461AB7 4,748 5,000,000 PRN Shared-Defined 1 5,000,000 INNOSPEC INC Common 45768S105 332 14,565 SHRS Shared-Defined 1 14,565 INSIGHT ENTERPRISES INC Common 45765U103 247 9,564 SHRS Shared-Defined 1 9,564 INSPIRE PHARMACEUTICALS INC Common 457733103 34 6,300 SHRS Shared-Defined 1 6,300 INTEGRATED DEVICE TECHNOLOGY Common 458118106 1,082 69,903 SHRS Shared-Defined 1 69,903 INTEGRYS ENERGY GROUP INC Common 45822P105 579 11,300 SHRS Shared-Defined 1 11,300 INTEL CORP Common 458140100 10,559 408,315 SHRS Shared-Defined 1 408,315 INTERCONTINENTALEXCHANGE INC Common 45865V100 348 2,293 SHRS Shared-Defined 1 2,293 INTERDIGITAL INC Common 45867G101 2,108 101,446 SHRS Shared-Defined 1 101,446 INTERMUNE INC Common 45884X103 789 41,237 SHRS Shared-Defined 1 41,237 INTERNAP NETWORK SVCS CORP Common 45885A300 2,355 166,230 SHRS Shared-Defined 1 166,230 INTERNATIONAL BUSINESS MACHS Option 459200951 5,890 50,000 PUT Shared-Defined 1 50,000 INTERNATIONAL FLAVORS&FRAGRA Common 459506101 211 4,000 SHRS Shared-Defined 1 4,000 INTERNATIONAL GAME TECHNOLOG Common 459902102 207 4,800 SHRS Shared-Defined 1 4,800 INTERNATIONAL GAME TECHNOLOG Debt 459902AP7 39,834 40,000,000 PRN Shared-Defined 1 40,000,000 INTERNATIONAL SPEEDWAY CORP Common 460335201 3,079 67,134 SHRS Shared-Defined 1 67,134 INTERPUBLIC GROUP COS INC Common 460690100 416 40,100 SHRS Shared-Defined 1 40,100 INTERPUBLIC GROUP COS INC Debt 460690AT7 6,448 6,000,000 PRN Shared-Defined 1 6,000,000 INTERPUBLIC GROUP COS INC Debt 460690AZ3 4,415 4,000,000 PRN Shared-Defined 1 4,000,000 INTERSIL CORP Common 46069S109 3,263 97,600 SHRS Shared-Defined 1 97,600 INTERVOICE INC NEW Common 461142101 273 29,038 SHRS Shared-Defined 1 29,038 INTL PAPER CO Common 460146103 13,953 389,000 SHRS Shared-Defined 1 389,000 INTUIT Common 461202103 543 17,915 SHRS Shared-Defined 1 17,915 INTUITIVE SURGICAL INC Common 46120E602 510 2,218 SHRS Shared-Defined 1 2,218 INVERNESS MED INNOVATIONS IN Common 46126P106 1,084 19,600 SHRS Shared-Defined 1 19,600 INVESTMENT TECHNOLOGY GRP NE Common 46145F105 2,132 49,600 SHRS Shared-Defined 1 49,600 INVESTOOLS INC Common 46145P103 309 25,579 SHRS Shared-Defined 1 25,579 INVITROGEN CORP Common 46185R100 2,049 25,065 SHRS Shared-Defined 1 25,065 IONATRON INC Common 462070103 18,676 5,445,014 SHRS Shared-Defined 1 5,445,014 IPC HLDGS LTD Common G4933P101 1,241 43,000 SHRS Shared-Defined 1 43,000 ISHARES INC Common 464286400 26,294 357,500 SHRS Shared-Defined 1 357,500 ISHARES INC Common 464286822 1,470 25,000 SHRS Shared-Defined 1 25,000 ISHARES TR Common 464287184 1,800 10,000 SHRS Shared-Defined 1 10,000 ISHARES TR Common 464287655 8,405 105,010 SHRS Shared-Defined 1 105,010 ISHARES TR Common 464287739 5,643 73,800 SHRS Shared-Defined 1 73,800 ISHARES TR Option 464287959 3,824 50,000 PUT Shared-Defined 1 50,000 ISIS PHARMACEUTICALS INC Common 464330109 1,992 133,063 SHRS Shared-Defined 1 133,063 ISLE OF CAPRI CASINOS INC Common 464592104 1,194 61,393 SHRS Shared-Defined 1 61,393 ISTAR FINL INC Common 45031U101 16,370 481,600 SHRS Shared-Defined 1 481,600 ITRON INC Debt 465741AJ5 7,772 5,000,000 PRN Shared-Defined 1 5,000,000 IXIA Common 45071R109 811 93,000 SHRS Shared-Defined 1 93,000 J CREW GROUP INC Common 46612H402 419 10,100 SHRS Shared-Defined 1 10,100 J2 GLOBAL COMMUNICATIONS INC Common 46626E205 825 25,200 SHRS Shared-Defined 1 25,200 JACK IN THE BOX INC Common 466367109 26,418 407,430 SHRS Shared-Defined 1 407,430 JAKKS PAC INC Common 47012E106 1,782 66,700 SHRS Shared-Defined 1 66,700 JAMBA INC Common 47023A101 184 26,139 SHRS Shared-Defined 1 26,139 JAVELIN PHARMACEUTICALS INC Common 471894105 1,130 225,000 SHRS Shared-Defined 1 225,000 JAZZ PHARMACEUTICALS INC Common 472147107 233 20,800 SHRS Shared-Defined 1 20,800 JDA SOFTWARE GROUP INC Common 46612K108 276 13,377 SHRS Shared-Defined 1 13,377 JDS UNIPHASE CORP Common 46612J507 1,149 76,800 SHRS Shared-Defined 1 76,800 JDS UNIPHASE CORP Debt 46612JAB7 9,436 10,000,000 PRN Shared-Defined 1 10,000,000
JETBLUE AWYS CORP Common 477143101 3,026 328,173 SHRS Shared-Defined 1 328,173 JOHNSON & JOHNSON Option 478160904 9,855 150,000 CALL Shared-Defined 1 150,000 JOHNSON & JOHNSON Option 478160954 16,688 254,000 PUT Shared-Defined 1 254,000 JOHNSON CTLS INC Common 478366107 5,902 49,974 SHRS Shared-Defined 1 49,974 JONES APPAREL GROUP INC Common 480074103 3,497 165,500 SHRS Shared-Defined 1 165,500 JOS A BANK CLOTHIERS INC Common 480838101 2,155 64,473 SHRS Shared-Defined 1 64,473 JOURNAL REGISTER CO Common 481138105 276 115,200 SHRS Shared-Defined 1 115,200 JOY GLOBAL INC Common 481165108 3,077 60,500 SHRS Shared-Defined 1 60,500 JP MORGAN CHASE & CO Common 46625H100 4,866 106,200 SHRS Shared-Defined 1 106,200 JUNIPER NETWORKS INC Common 48203R104 692 18,894 SHRS Shared-Defined 1 18,894 JUNIPER NETWORKS INC Option 48203R954 1,831 50,000 PUT Shared-Defined 1 50,000 K V PHARMACEUTICAL CO Debt 482740AC1 56,948 45,000,000 PRN Shared-Defined 1 45,000,000 KAISER ALUMINUM CORP Common 483007704 367 5,200 SHRS Shared-Defined 1 5,200 KAMAN CORP Debt 483548AC7 6,321 4,265,000 PRN Shared-Defined 1 4,265,000 KB HOME Common 48666K109 2,824 112,697 SHRS Shared-Defined 1 112,697 KB HOME Option 48666K909 2,203 87,900 CALL Shared-Defined 1 87,900 KELLOGG CO Common 487836108 246 4,400 SHRS Shared-Defined 1 4,400 KENDLE INTERNATIONAL INC Common 48880L107 256 6,164 SHRS Shared-Defined 1 6,164 KENNAMETAL INC Common 489170100 328 3,900 SHRS Shared-Defined 1 3,900 KERYX BIOPHARMACEUTICALS INC Common 492515101 1,491 150,000 SHRS Shared-Defined 1 150,000 KEYCORP NEW Common 493267108 902 27,914 SHRS Shared-Defined 1 27,914 KIMCO REALTY CORP Common 49446R109 637 14,100 SHRS Shared-Defined 1 14,100 KINDER MORGAN MANAGEMENT LLC Common 49455U100 28,977 619,837 SHRS Shared-Defined 1 619,837 KINETIC CONCEPTS INC Common 49460W208 111,266 1,977,000 SHRS Shared-Defined 1 1,977,000 KING PHARMACEUTICALS INC Common 495582108 3,624 309,175 SHRS Shared-Defined 1 309,175 KING PHARMACEUTICALS INC Option 495582958 1,758 150,000 PUT Shared-Defined 1 150,000 KIRBY CORP Common 497266106 1,187 26,900 SHRS Shared-Defined 1 26,900 KLA-TENCOR CORP Common 482480100 393 7,051 SHRS Shared-Defined 1 7,051 KNIGHT CAPITAL GROUP INC Common 499005106 2,611 218,300 SHRS Shared-Defined 1 218,300 KODIAK OIL & GAS CORP Common 50015Q100 16,262 4,927,919 SHRS Shared-Defined 1 4,927,919 KOHLS CORP Common 500255104 4,936 86,100 SHRS Shared-Defined 1 86,100 KOHLS CORP Option 500255904 5,733 100,000 CALL Shared-Defined 1 100,000 KOPPERS HOLDINGS INC Common 50060P106 591 15,300 SHRS Shared-Defined 1 15,300 KROGER CO Common 501044101 14,522 509,200 SHRS Shared-Defined 1 509,200 KULICKE & SOFFA INDS INC Common 501242101 1,982 233,710 SHRS Shared-Defined 1 233,710 KYPHON INC Common 501577100 315 4,500 SHRS Shared-Defined 1 4,500 LABORATORY CORP AMER HLDGS Common 50540R409 524 6,700 SHRS Shared-Defined 1 6,700 LABORATORY CORP AMER HLDGS Debt 50540RAG7 113,154 107,648,000 PRN Shared-Defined 1 107,648,000 LAM RESEARCH CORP Common 512807108 1,987 37,300 SHRS Shared-Defined 1 37,300 LANDRYS RESTAURANTS INC Common 51508L103 691 26,100 SHRS Shared-Defined 1 26,100 LAS VEGAS SANDS CORP Common 517834107 2,575 19,300 SHRS Shared-Defined 1 19,300 LATTICE SEMICONDUCTOR CORP Common 518415104 12,415 2,765,000 SHRS Shared-Defined 1 2,765,000 LATTICE SEMICONDUCTOR CORP Debt 518415AE4 17,382 18,105,000 PRN Shared-Defined 1 18,105,000 LAUDER ESTEE COS INC Common 518439104 4,386 103,300 SHRS Shared-Defined 1 103,300 LAWSON SOFTWARE INC NEW Common 52078P102 1,459 145,789 SHRS Shared-Defined 1 145,789 LAYNE CHRISTENSEN CO Common 521050104 231 4,157 SHRS Shared-Defined 1 4,157 LAZARD LTD Common G54050102 271 6,400 SHRS Shared-Defined 1 6,400 LEAP WIRELESS INTL INC Common 521863308 24,411 300,000 SHRS Shared-Defined 1 300,000 LEAR CORP Common 521865105 530 16,500 SHRS Shared-Defined 1 16,500 LEGGETT & PLATT INC Common 524660107 3,194 166,700 SHRS Shared-Defined 1 166,700 LEHMAN BROS HLDGS INC Common 524908100 12,858 208,300 SHRS Shared-Defined 1 208,300 LEUCADIA NATL CORP Debt 527288AX2 18,774 8,500,000 PRN Shared-Defined 1 8,500,000 LEVEL 3 COMMUNICATIONS INC Common 52729N100 2,511 540,000 SHRS Shared-Defined 1 540,000 LEVEL 3 COMMUNICATIONS INC Option 52729N950 256 55,000 PUT Shared-Defined 1 55,000 LEXICON PHARMACEUTICALS INC Common 528872104 137 39,691 SHRS Shared-Defined 1 39,691 LEXMARK INTL NEW Common 529771107 822 19,800 SHRS Shared-Defined 1 19,800 LIBERTY GLOBAL INC Common 530555101 567 13,817 SHRS Shared-Defined 1 13,817 LIBERTY MEDIA HLDG CORP Common 53071M302 626 5,016 SHRS Shared-Defined 1 5,016 LIBERTY PPTY TR Common 531172104 241 6,000 SHRS Shared-Defined 1 6,000
LIFE PARTNERS HOLDINGS INC Common 53215T106 489 14,525 SHRS Shared-Defined 1 14,525 LIFECELL CORP Common 531927101 1,151 30,646 SHRS Shared-Defined 1 30,646 LIFEPOINT HOSPITALS INC Common 53219L109 10,053 335,000 SHRS Shared-Defined 1 335,000 LIFEPOINT HOSPITALS INC Debt 53219LAH2 4,458 5,000,000 PRN Shared-Defined 1 5,000,000 LIGAND PHARMACEUTICALS INC Common 53220K207 21,694 4,062,492 SHRS Shared-Defined 1 4,062,492 LIMELIGHT NETWORKS INC Common 53261M104 1,756 200,000 SHRS Shared-Defined 1 200,000 LINCARE HLDGS INC Common 532791100 1,972 53,809 SHRS Shared-Defined 1 53,809 LINCARE HLDGS INC Debt 532791AB6 36,940 37,500,000 PRN Shared-Defined 1 37,500,000 LINCOLN NATL CORP IND Common 534187109 2,949 44,700 SHRS Shared-Defined 1 44,700 LINEAR TECHNOLOGY CORP Common 535678106 4,165 119,027 SHRS Shared-Defined 1 119,027 LINEAR TECHNOLOGY CORP Option 535678906 7,698 220,000 CALL Shared-Defined 1 220,000 LINEAR TECHNOLOGY CORP Option 535678956 2,099 60,000 PUT Shared-Defined 1 60,000 LINN ENERGY LLC Option 536020950 14,458 453,500 PUT Shared-Defined 1 453,500 LIQUIDITY SERVICES INC Common 53635B107 687 62,500 SHRS Shared-Defined 1 62,500 LKQ CORP Common 501889208 476 13,682 SHRS Shared-Defined 1 13,682 LOCKHEED MARTIN CORP Common 539830109 2,517 23,200 SHRS Shared-Defined 1 23,200 LOCKHEED MARTIN CORP Debt 539830AP4 44,071 29,000,000 PRN Shared-Defined 1 29,000,000 LOEWS CORP Common 540424207 4,136 50,300 SHRS Shared-Defined 1 50,300 LOGITECH INTL S A Common H50430232 239 8,098 SHRS Shared-Defined 1 8,098 LOGITECH INTL S A Option H50430952 21,164 716,200 PUT Shared-Defined 1 716,200 LO-JACK CORP Common 539451104 331 17,451 SHRS Shared-Defined 1 17,451 LONGS DRUG STORES CORP Common 543162101 492 9,900 SHRS Shared-Defined 1 9,900 LOWES COS INC Debt 548661CG0 158,817 158,200,000 PRN Shared-Defined 1 158,200,000 LUBRIZOL CORP Common 549271104 267 4,100 SHRS Shared-Defined 1 4,100 LULULEMON ATHLETICA INC Common 550021109 769 18,304 SHRS Shared-Defined 1 18,304 LUNDIN MINING CORP Common 550372106 153 12,000 SHRS Shared-Defined 1 12,000 LYONDELL CHEMICAL CO Common 552078107 16,223 350,000 SHRS Shared-Defined 1 350,000 M & F WORLDWIDE CORP Common 552541104 2,520 50,200 SHRS Shared-Defined 1 50,200 M & T BK CORP Common 55261F104 1,397 13,500 SHRS Shared-Defined 1 13,500 M D C HLDGS INC Common 552676108 1,433 35,000 SHRS Shared-Defined 1 35,000 M/I HOMES INC Common 55305B101 399 28,700 SHRS Shared-Defined 1 28,700 MACYS INC Common 55616P104 3,431 106,150 SHRS Shared-Defined 1 106,150 MADDEN STEVEN LTD Common 556269108 548 28,942 SHRS Shared-Defined 1 28,942 MAGELLAN MIDSTREAM PRTNRS LP Option 559080956 592 14,800 PUT Shared-Defined 1 14,800 MAGMA DESIGN AUTOMATION Common 559181102 313 22,231 SHRS Shared-Defined 1 22,231 MAGNA INTL INC Common 559222401 3,427 35,500 SHRS Shared-Defined 1 35,500 MAJESCO ENTERTAINMENT CO Common 560690208 1,879 1,700,000 SHRS Shared-Defined 1 1,700,000 MANHATTAN ASSOCS INC Common 562750109 395 14,409 SHRS Shared-Defined 1 14,409 MANNKIND CORP Option 56400P901 968 100,000 CALL Shared-Defined 1 100,000 MANOR CARE INC NEW Common 564055101 23,892 371,000 SHRS Shared-Defined 1 371,000 MANPOWER INC Common 56418H100 5,322 82,700 SHRS Shared-Defined 1 82,700 MANTECH INTL CORP Common 564563104 204 5,678 SHRS Shared-Defined 1 5,678 MARATHON OIL CORP Common 565849106 20,282 355,700 SHRS Shared-Defined 1 355,700 MARINEMAX INC Common 567908108 802 55,100 SHRS Shared-Defined 1 55,100 MARINER ENERGY INC Common 56845T305 2,380 114,900 SHRS Shared-Defined 1 114,900 MARKEL CORP Common 570535104 1,404 2,900 SHRS Shared-Defined 1 2,900 MARRIOTT INTL INC NEW Common 571903202 8,911 205,000 SHRS Shared-Defined 1 205,000 MARSH & MCLENNAN COS INC Common 571748102 421 16,500 SHRS Shared-Defined 1 16,500 MARTEK BIOSCIENCES CORP Common 572901106 291 10,025 SHRS Shared-Defined 1 10,025 MARVELL TECHNOLOGY GROUP LTD Common G5876H105 6,883 420,450 SHRS Shared-Defined 1 420,450 MARVELL TECHNOLOGY GROUP LTD Option G5876H905 2,307 140,900 CALL Shared-Defined 1 140,900 MARVELL TECHNOLOGY GROUP LTD Option G5876H955 327 20,000 PUT Shared-Defined 1 20,000 MASCO CORP Common 574599106 998 43,094 SHRS Shared-Defined 1 43,094 MASCO CORP Debt 574599BB1 11,475 25,075,000 PRN Shared-Defined 1 25,075,000 MASSEY ENERGY CORP Common 576206106 257 11,800 SHRS Shared-Defined 1 11,800 MASTERCARD INC Common 57636Q104 1,998 13,500 SHRS Shared-Defined 1 13,500 MATRIA HEALTHCARE INC Common 576817209 288 11,026 SHRS Shared-Defined 1 11,026 MAXIM INTEGRATED PRODS INC Common 57772K101 49,020 1,670,200 SHRS Shared-Defined 1 1,670,200 MAXIMUS INC Common 577933104 248 5,700 SHRS Shared-Defined 1 5,700
MAXYGEN INC Common 577776107 737 108,216 SHRS Shared-Defined 1 108,216 MBIA INC Common 55262C100 678 11,100 SHRS Shared-Defined 1 11,100 MCAFEE INC Common 579064106 349 10,000 SHRS Shared-Defined 1 10,000 MCCORMICK & SCHMICKS SEAFD R Common 579793100 2,354 125,000 SHRS Shared-Defined 1 125,000 MCDATA CORP Debt 580031AD4 2,906 3,000,000 PRN Shared-Defined 1 3,000,000 MCDERMOTT INTL INC Common 580037109 438 8,100 SHRS Shared-Defined 1 8,100 MCDONALDS CORP Common 580135101 6,259 114,900 SHRS Shared-Defined 1 114,900 MCG CAPITAL CORP Common 58047P107 1,592 110,600 SHRS Shared-Defined 1 110,600 MCGRAW HILL COS INC Common 580645109 1,085 21,311 SHRS Shared-Defined 1 21,311 MCKESSON CORP Common 58155Q103 265 4,500 SHRS Shared-Defined 1 4,500 MDS INC Common 55269P302 404 18,700 SHRS Shared-Defined 1 18,700 MEDAREX INC Option 583916901 1,416 100,000 CALL Shared-Defined 1 100,000 MEDCO HEALTH SOLUTIONS INC Common 58405U102 262 2,902 SHRS Shared-Defined 1 2,902 MEDICINES CO Common 584688105 3,562 200,000 SHRS Shared-Defined 1 200,000 MEDICINES CO Option 584688905 1,444 81,100 CALL Shared-Defined 1 81,100 MEDICIS PHARMACEUTICAL CORP Debt 58470KAA2 24,364 22,000,000 PRN Shared-Defined 1 22,000,000 MEDICURE INC Common 58469E101 422 377,190 SHRS Shared-Defined 1 377,190 MEDTRONIC INC Common 585055106 8,524 151,100 SHRS Shared-Defined 1 151,100 MEDTRONIC INC Option 585055906 13,533 239,900 CALL Shared-Defined 1 239,900 MEMC ELECTR MATLS INC Common 552715104 2,543 43,200 SHRS Shared-Defined 1 43,200 MENS WEARHOUSE INC Common 587118100 10,572 209,256 SHRS Shared-Defined 1 209,256 MENTOR CORP MINN Common 587188103 2,109 45,800 SHRS Shared-Defined 1 45,800 MENTOR GRAPHICS CORP Common 587200106 10,134 671,103 SHRS Shared-Defined 1 671,103 MENTOR GRAPHICS CORP Option 587200906 3,020 200,000 CALL Shared-Defined 1 200,000 MENTOR GRAPHICS CORP Debt 587200AD8 1,030 1,000,000 PRN Shared-Defined 1 1,000,000 MERCER INTL INC Common 588056101 2,456 259,814 SHRS Shared-Defined 1 259,814 MERCK & CO INC Common 589331107 11,181 216,300 SHRS Shared-Defined 1 216,300 MERCURY GENL CORP NEW Common 589400100 221 4,100 SHRS Shared-Defined 1 4,100 MEREDITH CORP Common 589433101 2,808 49,000 SHRS Shared-Defined 1 49,000 MERRILL LYNCH & CO INC Common 590188108 12,666 177,700 SHRS Shared-Defined 1 177,700 MERRILL LYNCH & CO INC Option 590188958 14,256 200,000 PUT Shared-Defined 1 200,000 MERRILL LYNCH & CO INC Debt 590188W46 67,191 59,500,000 PRN Shared-Defined 1 59,500,000 MESA AIR GROUP INC Common 590479101 677 152,402 SHRS Shared-Defined 1 152,402 METHANEX CORP Common 59151K108 2,715 107,800 SHRS Shared-Defined 1 107,800 METHODE ELECTRS INC Common 591520200 1,451 96,400 SHRS Shared-Defined 1 96,400 METLIFE INC Common 59156R108 5,829 83,600 SHRS Shared-Defined 1 83,600 METTLER TOLEDO INTERNATIONAL Common 592688105 7,997 78,400 SHRS Shared-Defined 1 78,400 MGI PHARMA INC Common 552880106 4,383 157,779 SHRS Shared-Defined 1 157,779 MGIC INVT CORP WIS Common 552848103 268 8,300 SHRS Shared-Defined 1 8,300 MGM MIRAGE Common 552953101 49,840 557,244 SHRS Shared-Defined 1 557,244 MGM MIRAGE Option 552953901 8,944 100,000 CALL Shared-Defined 1 100,000 MICROCHIP TECHNOLOGY INC Common 595017104 7,642 210,400 SHRS Shared-Defined 1 210,400 MICRON TECHNOLOGY INC Debt 595112AH6 9,779 10,000,000 PRN Shared-Defined 1 10,000,000 MICROS SYS INC Common 594901100 1,000 15,363 SHRS Shared-Defined 1 15,363 MICROSEMI CORP Common 595137100 1,017 36,495 SHRS Shared-Defined 1 36,495 MICROSOFT CORP Common 594918104 3,052 103,600 SHRS Shared-Defined 1 103,600 MICROSOFT CORP Option 594918954 1,473 50,000 PUT Shared-Defined 1 50,000 MICROTUNE INC DEL Common 59514P109 88 14,588 SHRS Shared-Defined 1 14,588 MIDCAP SPDR TR Option 595635953 4,021 25,000 PUT Shared-Defined 1 25,000 MIDDLEBROOK PHARMACEUTICAL I Common 596087106 601 251,284 SHRS Shared-Defined 1 251,284 MIDDLEBY CORP Common 596278101 346 5,366 SHRS Shared-Defined 1 5,366 MILLENNIUM PHARMACEUTICALS I Common 599902103 1,392 137,192 SHRS Shared-Defined 1 137,192 MILLICOM INTL CELLULAR S A Common L6388F110 5,873 70,000 SHRS Shared-Defined 1 70,000 MILLIPORE CORP Common 601073109 8,679 114,500 SHRS Shared-Defined 1 114,500 MINE SAFETY APPLIANCES CO Common 602720104 579 12,300 SHRS Shared-Defined 1 12,300 MIRANT CORP NEW Common 60467R100 5,048 124,100 SHRS Shared-Defined 1 124,100 MOBILE TELESYSTEMS OJSC Common 607409109 24,959 360,100 SHRS Shared-Defined 1 360,100 MOLSON COORS BREWING CO Common 60871R209 17,233 172,902 SHRS Shared-Defined 1 172,902 MOMENTA PHARMACEUTICALS INC Option 60877T950 5,889 517,000 PUT Shared-Defined 1 517,000
MONEYGRAM INTL INC Common 60935Y109 490 21,700 SHRS Shared-Defined 1 21,700 MONOLITHIC PWR SYS INC Common 609839105 1,201 47,302 SHRS Shared-Defined 1 47,302 MONOTYPE IMAGING HOLDINGS IN Common 61022P100 377 30,000 SHRS Shared-Defined 1 30,000 MONSANTO CO NEW Common 61166W101 7,296 85,100 SHRS Shared-Defined 1 85,100 MONSTER WORLDWIDE INC Common 611742107 17,030 500,000 SHRS Shared-Defined 1 500,000 MORGAN STANLEY Common 617446448 13,545 215,000 SHRS Shared-Defined 1 215,000 MORTONS RESTAURANT GRP INC N Common 619430101 795 50,000 SHRS Shared-Defined 1 50,000 MOSAIC CO Common 61945A107 15,980 298,571 SHRS Shared-Defined 1 298,571 MOTOROLA INC Common 620076109 741 40,000 SHRS Shared-Defined 1 40,000 MPS GROUP INC Common 553409103 604 54,200 SHRS Shared-Defined 1 54,200 MUELLER WTR PRODS INC Common 624758108 284 22,900 SHRS Shared-Defined 1 22,900 MULTIMEDIA GAMES INC Common 625453105 153 17,970 SHRS Shared-Defined 1 17,970 MURPHY OIL CORP Common 626717102 6,122 87,600 SHRS Shared-Defined 1 87,600 MYLAN LABS INC Option 628530907 1,596 100,000 CALL Shared-Defined 1 100,000 NABI BIOPHARMACEUTICALS Common 629519109 50 12,200 SHRS Shared-Defined 1 12,200 NABORS INDS INC Debt 629568AL0 521 500,000 PRN Shared-Defined 1 500,000 NABORS INDUSTRIES LTD Option G6359F903 2,646 86,000 CALL Shared-Defined 1 86,000 NASDAQ STOCK MARKET INC Common 631103108 1,390 36,879 SHRS Shared-Defined 1 36,879 NASH FINCH CO Debt 631158AD4 6,712 14,000,000 PRN Shared-Defined 1 14,000,000 NATIONAL CINEMEDIA INC Common 635309107 322 14,376 SHRS Shared-Defined 1 14,376 NATIONAL FINL PARTNERS CORP Common 63607P208 1,277 24,100 SHRS Shared-Defined 1 24,100 NATIONAL MED HEALTH CARD SYS Common 636918302 4,613 482,000 SHRS Shared-Defined 1 482,000 NATIONAL OILWELL VARCO INC Common 637071101 9,508 65,800 SHRS Shared-Defined 1 65,800 NATIONAL RETAIL PROPERTIES I Common 637417106 224 9,200 SHRS Shared-Defined 1 9,200 NATIONAL SEMICONDUCTOR CORP Common 637640103 8,163 301,000 SHRS Shared-Defined 1 301,000 NATIONWIDE FINL SVCS INC Common 638612101 6,404 118,996 SHRS Shared-Defined 1 118,996 NAVIGATORS GROUP INC Common 638904102 341 6,292 SHRS Shared-Defined 1 6,292 NET SERVICOS DE COMUNICACAO Common 64109T201 8,957 540,220 SHRS Shared-Defined 1 540,220 NETEASE COM INC Common 64110W102 98 5,800 SHRS Shared-Defined 1 5,800 NETGEAR INC Common 64111Q104 818 26,891 SHRS Shared-Defined 1 26,891 NETLOGIC MICROSYSTEMS INC Common 64118B100 372 10,300 SHRS Shared-Defined 1 10,300 NETSCOUT SYS INC Common 64115T104 190 17,445 SHRS Shared-Defined 1 17,445 NEW JERSEY RES Common 646025106 238 4,800 SHRS Shared-Defined 1 4,800 NEW YORK CMNTY BANCORP INC Common 649445103 2,934 154,000 SHRS Shared-Defined 1 154,000 NEWALLIANCE BANCSHARES INC Common 650203102 437 29,800 SHRS Shared-Defined 1 29,800 NEWCASTLE INVT CORP Common 65105M108 441 25,000 SHRS Shared-Defined 1 25,000 NEWELL RUBBERMAID INC Common 651229106 8,326 288,900 SHRS Shared-Defined 1 288,900 NEWFIELD EXPL CO Common 651290108 11,000 228,400 SHRS Shared-Defined 1 228,400 NEWMONT MINING CORP Common 651639106 1,069 23,900 SHRS Shared-Defined 1 23,900 NEWS CORP Common 65248E203 814 34,800 SHRS Shared-Defined 1 34,800 NEXCEN BRANDS INC Common 653351106 468 69,603 SHRS Shared-Defined 1 69,603 NEXEN INC Common 65334H102 8,953 293,008 SHRS Shared-Defined 1 293,008 NIC INC Common 62914B100 75 10,854 SHRS Shared-Defined 1 10,854 NIGHTHAWK RADIOLOGY HLDGS IN Common 65411N105 278 11,324 SHRS Shared-Defined 1 11,324 NII HLDGS INC Common 62913F201 29,163 355,000 SHRS Shared-Defined 1 355,000 NIKE INC Common 654106103 11,556 197,000 SHRS Shared-Defined 1 197,000 NISOURCE INC Common 65473P105 2,327 121,600 SHRS Shared-Defined 1 121,600 NOBLE ENERGY INC Common 655044105 1,737 24,800 SHRS Shared-Defined 1 24,800 NOKIA CORP Option 654902904 7,586 200,000 CALL Shared-Defined 1 200,000 NOKIA CORP Option 654902954 7,965 210,000 PUT Shared-Defined 1 210,000 NORTHEAST UTILS Common 664397106 2,220 77,700 SHRS Shared-Defined 1 77,700 NORTHERN ORION RES INC Common 665575106 635 100,900 SHRS Shared-Defined 1 100,900 NORTHFIELD LABS INC Common 666135108 40 18,506 SHRS Shared-Defined 1 18,506 NORTHGATE MINERALS CORP Common 666416102 2,343 831,700 SHRS Shared-Defined 1 831,700 NORTHROP GRUMMAN CORP Common 666807102 4,586 58,800 SHRS Shared-Defined 1 58,800 NORTHSTAR NEUROSCIENCE INC Common 66704V101 692 61,978 SHRS Shared-Defined 1 61,978 NORTHSTAR RLTY FIN CORP Common 66704R100 4,194 422,400 SHRS Shared-Defined 1 422,400 NORTHWESTERN CORP Common 668074305 562 20,672 SHRS Shared-Defined 1 20,672 NOVA CHEMICALS CORP Common 66977W109 2,502 64,900 SHRS Shared-Defined 1 64,900
NOVATEL WIRELESS INC Common 66987M604 1,765 77,910 SHRS Shared-Defined 1 77,910 NOVELL INC Common 670006105 1,517 198,555 SHRS Shared-Defined 1 198,555 NOVELL INC Debt 670006AC9 66,098 69,000,000 PRN Shared-Defined 1 69,000,000 NOVELLUS SYS INC Common 670008101 3,974 145,798 SHRS Shared-Defined 1 145,798 NOVELLUS SYS INC Option 670008901 5,043 185,000 CALL Shared-Defined 1 185,000 NRG ENERGY INC Common 629377508 10,547 249,400 SHRS Shared-Defined 1 249,400 NRG ENERGY INC Preferred 629377870 11,672 32,000 SHRS Shared-Defined 1 32,000 NUANCE COMMUNICATIONS INC Common 67020Y100 1,172 60,692 SHRS Shared-Defined 1 60,692 NUCOR CORP Common 670346105 53,166 894,000 SHRS Shared-Defined 1 894,000 NUTRI SYS INC NEW Common 67069D108 972 20,722 SHRS Shared-Defined 1 20,722 NUVASIVE INC Common 670704105 8,221 228,804 SHRS Shared-Defined 1 228,804 NVIDIA CORP Common 67066G104 2,632 72,635 SHRS Shared-Defined 1 72,635 NVR INC Common 62944T105 376 800 SHRS Shared-Defined 1 800 NYMEX HOLDINGS INC Common 62948N104 5,207 40,000 SHRS Shared-Defined 1 40,000 O REILLY AUTOMOTIVE INC Common 686091109 782 23,400 SHRS Shared-Defined 1 23,400 OCCIDENTAL PETE CORP DEL Common 674599105 5,991 93,500 SHRS Shared-Defined 1 93,500 OCEAN PWR TECHNOLOGIES INC Common 674870308 5,495 350,000 SHRS Shared-Defined 1 350,000 OCEANFREIGHT INC Common Y64202107 381 16,397 SHRS Shared-Defined 1 16,397 OFFICEMAX INC DEL Common 67622P101 2,776 81,000 SHRS Shared-Defined 1 81,000 OIL STS INTL INC Common 678026105 1,164 24,100 SHRS Shared-Defined 1 24,100 OIL SVC HOLDRS TR Common 678002106 3,241 16,900 SHRS Shared-Defined 1 16,900 OIL SVC HOLDRS TR Option 678002906 38,350 200,000 CALL Shared-Defined 1 200,000 OLIN CORP Common 680665205 302 13,500 SHRS Shared-Defined 1 13,500 OM GROUP INC Common 670872100 50,629 958,700 SHRS Shared-Defined 1 958,700 OMNICARE INC Common 681904108 1,325 40,000 SHRS Shared-Defined 1 40,000 OMNICELL INC Common 68213N109 616 21,597 SHRS Shared-Defined 1 21,597 OMNICOM GROUP INC Common 681919106 6,261 130,200 SHRS Shared-Defined 1 130,200 OMNICOM GROUP INC Option 681919906 23,805 495,000 CALL Shared-Defined 1 495,000 OMNICOM GROUP INC Option 681919956 3,847 80,000 PUT Shared-Defined 1 80,000 OMNICOM GROUP INC Debt 681919AK2 14,546 14,190,000 PRN Shared-Defined 1 14,190,000 OMNITURE INC Common 68212S109 246 8,099 SHRS Shared-Defined 1 8,099 OMNIVISION TECHNOLOGIES INC Common 682128103 2,343 103,100 SHRS Shared-Defined 1 103,100 OMNIVISION TECHNOLOGIES INC Option 682128903 398 17,500 CALL Shared-Defined 1 17,500 ON ASSIGNMENT INC Common 682159108 151 16,170 SHRS Shared-Defined 1 16,170 ON SEMICONDUCTOR CORP Common 682189105 1,592 126,718 SHRS Shared-Defined 1 126,718 ON SEMICONDUCTOR CORP Debt 682189AD7 4,748 2,500,000 PRN Shared-Defined 1 2,500,000 ONEOK INC NEW Common 682680103 10,409 219,608 SHRS Shared-Defined 1 219,608 ONYX PHARMACEUTICALS INC Common 683399109 1,487 34,173 SHRS Shared-Defined 1 34,173 ONYX PHARMACEUTICALS INC Option 683399959 1,088 25,000 PUT Shared-Defined 1 25,000 OPEN TEXT CORP Common 683715106 2,340 89,600 SHRS Shared-Defined 1 89,600 OPENWAVE SYS INC Common 683718308 94 21,547 SHRS Shared-Defined 1 21,547 OPTIONSXPRESS HLDGS INC Common 684010101 719 27,500 SHRS Shared-Defined 1 27,500 OPTIUM CORP Common 68402T107 1,818 175,134 SHRS Shared-Defined 1 175,134 ORACLE CORP Common 68389X105 19,802 914,624 SHRS Shared-Defined 1 914,624 ORBCOMM INC Common 68555P100 2,259 300,000 SHRS Shared-Defined 1 300,000 ORIENT-EXPRESS HOTELS LTD Common G67743107 2,133 41,600 SHRS Shared-Defined 1 41,600 OSHKOSH TRUCK CORP Common 688239201 886 14,300 SHRS Shared-Defined 1 14,300 OSI PHARMACEUTICALS INC Common 671040103 1,394 41,013 SHRS Shared-Defined 1 41,013 OSIRIS THERAPEUTICS INC Common 68827R108 386 29,991 SHRS Shared-Defined 1 29,991 OWENS & MINOR INC NEW Common 690732102 293 7,700 SHRS Shared-Defined 1 7,700 OWENS ILL INC Common 690768403 2,122 51,200 SHRS Shared-Defined 1 51,200 PACCAR INC Common 693718108 11,767 138,026 SHRS Shared-Defined 1 138,026 PACIFIC CAP BANCORP NEW Common 69404P101 1,397 53,100 SHRS Shared-Defined 1 53,100 PACIFIC SUNWEAR CALIF INC Common 694873100 31,718 2,143,085 SHRS Shared-Defined 1 2,143,085 PACIFIC SUNWEAR CALIF INC Option 694873900 4,440 300,000 CALL Shared-Defined 1 300,000 PACKAGING CORP AMER Common 695156109 5,529 190,200 SHRS Shared-Defined 1 190,200 PACTIV CORP Common 695257105 47,934 1,672,500 SHRS Shared-Defined 1 1,672,500 PAETEC HOLDING CORP Common 695459107 357 28,623 SHRS Shared-Defined 1 28,623 PALL CORP Common 696429307 214 5,500 SHRS Shared-Defined 1 5,500
PALM INC NEW Common 696643105 6,303 387,371 SHRS Shared-Defined 1 387,371 PALM INC NEW Option 696643905 8,298 510,000 CALL Shared-Defined 1 510,000 PANERA BREAD CO Common 69840W108 4,835 118,500 SHRS Shared-Defined 1 118,500 PANTRY INC Common 698657103 12,774 498,386 SHRS Shared-Defined 1 498,386 PANTRY INC Option 698657903 1,243 48,500 CALL Shared-Defined 1 48,500 PAPA JOHNS INTL INC Common 698813102 804 32,893 SHRS Shared-Defined 1 32,893 PAR PHARMACEUTICAL COS INC Common 69888P106 3,183 171,500 SHRS Shared-Defined 1 171,500 PAR PHARMACEUTICAL COS INC Option 69888P906 1,856 100,000 CALL Shared-Defined 1 100,000 PARAMETRIC TECHNOLOGY CORP Common 699173209 63,583 3,650,000 SHRS Shared-Defined 1 3,650,000 PAREXEL INTL CORP Common 699462107 343 8,300 SHRS Shared-Defined 1 8,300 PARK ELECTROCHEMICAL CORP Common 700416209 1,105 32,900 SHRS Shared-Defined 1 32,900 PARKER DRILLING CO Debt 701081AR2 3,262 3,500,000 PRN Shared-Defined 1 3,500,000 PARKER HANNIFIN CORP Common 701094104 6,250 55,884 SHRS Shared-Defined 1 55,884 PARTNERRE LTD Common G6852T105 1,327 16,800 SHRS Shared-Defined 1 16,800 PATTERSON COMPANIES INC Common 703395103 370 9,578 SHRS Shared-Defined 1 9,578 PDL BIOPHARMA INC Common 69329Y104 55,136 2,551,400 SHRS Shared-Defined 1 2,551,400 PDL BIOPHARMA INC Option 69329Y904 6,943 321,300 CALL Shared-Defined 1 321,300 PEABODY ENERGY CORP Common 704549104 11,204 234,050 SHRS Shared-Defined 1 234,050 PEABODY ENERGY CORP Debt 704549AG9 6,307 6,000,000 PRN Shared-Defined 1 6,000,000 PEDIATRIX MED GROUP Common 705324101 4,625 70,700 SHRS Shared-Defined 1 70,700 PENN NATL GAMING INC Common 707569109 23,631 400,394 SHRS Shared-Defined 1 400,394 PENN VA CORP Common 707882106 4 100 SHRS Shared-Defined 1 100 PENNEY J C INC Common 708160106 971 15,325 SHRS Shared-Defined 1 15,325 PENTAIR INC Common 709631105 1,652 49,800 SHRS Shared-Defined 1 49,800 PENWEST PHARMACEUTICALS CO Common 709754105 8,734 793,258 SHRS Shared-Defined 1 793,258 PEOPLES UNITED FINANCIAL INC Common 712704105 2,182 126,300 SHRS Shared-Defined 1 126,300 PEPCO HOLDINGS INC Common 713291102 376 13,900 SHRS Shared-Defined 1 13,900 PEPSI BOTTLING GROUP INC Common 713409100 5,014 134,900 SHRS Shared-Defined 1 134,900 PEPSIAMERICAS INC Common 71343P200 444 13,700 SHRS Shared-Defined 1 13,700 PEPSICO INC Common 713448108 2,117 28,900 SHRS Shared-Defined 1 28,900 PERFECT WORLD CO LTD Common 71372U104 282 10,423 SHRS Shared-Defined 1 10,423 PERFICIENT INC Common 71375U101 1,313 60,051 SHRS Shared-Defined 1 60,051 PERINI CORP Common 713839108 833 14,900 SHRS Shared-Defined 1 14,900 PERRIGO CO Common 714290103 1,488 69,703 SHRS Shared-Defined 1 69,703 PETRO-CDA Common 71644E102 7,092 123,500 SHRS Shared-Defined 1 123,500 PETROHAWK ENERGY CORP Common 716495106 6,964 424,100 SHRS Shared-Defined 1 424,100 PETSMART INC Common 716768106 515 16,137 SHRS Shared-Defined 1 16,137 PFIZER INC Common 717081103 684 28,000 SHRS Shared-Defined 1 28,000 PG&E CORP Common 69331C108 13,458 281,538 SHRS Shared-Defined 1 281,538 PHARMACEUTICAL PROD DEV INC Common 717124101 2,644 74,600 SHRS Shared-Defined 1 74,600 PHARMANET DEV GROUP INC Common 717148100 603 20,776 SHRS Shared-Defined 1 20,776 PHARMION CORP Common 71715B409 9,798 212,357 SHRS Shared-Defined 1 212,357 PHILADELPHIA CONS HLDG CORP Common 717528103 839 20,297 SHRS Shared-Defined 1 20,297 PHOENIX COS INC NEW Common 71902E109 907 64,300 SHRS Shared-Defined 1 64,300 PIEDMONT NAT GAS INC Common 720186105 803 32,000 SHRS Shared-Defined 1 32,000 PINNACLE ENTMT INC Common 723456109 506 18,582 SHRS Shared-Defined 1 18,582 PINNACLE WEST CAP CORP Common 723484101 4,828 122,200 SHRS Shared-Defined 1 122,200 PITNEY BOWES INC Common 724479100 718 15,801 SHRS Shared-Defined 1 15,801 PLAINS EXPL& PRODTN CO Common 726505100 2,494 56,400 SHRS Shared-Defined 1 56,400 PLANTRONICS INC NEW Common 727493108 749 26,239 SHRS Shared-Defined 1 26,239 PLATINUM UNDERWRITER HLDGS L Common G7127P100 1,259 35,000 SHRS Shared-Defined 1 35,000 PLAYTEX PRODS INC Common 72813P100 216 11,800 SHRS Shared-Defined 1 11,800 PLEXUS CORP Common 729132100 457 16,664 SHRS Shared-Defined 1 16,664 PMC-SIERRA INC Common 69344F106 129 15,388 SHRS Shared-Defined 1 15,388 PNC FINL SVCS GROUP INC Common 693475105 1,439 21,131 SHRS Shared-Defined 1 21,131 PNM RES INC Common 69349H107 1,564 67,200 SHRS Shared-Defined 1 67,200 POGO PRODUCING CO Common 730448107 558 10,500 SHRS Shared-Defined 1 10,500 POINT THERAPEUTICS INC Common 730694106 30 737,700 SHRS Shared-Defined 1 737,700 POLARIS INDS INC Common 731068102 1,701 39,000 SHRS Shared-Defined 1 39,000
POLO RALPH LAUREN CORP Common 731572103 358 4,605 SHRS Shared-Defined 1 4,605 POLYCOM INC Common 73172K104 901 33,530 SHRS Shared-Defined 1 33,530 POOL CORPORATION Common 73278L105 799 32,000 SHRS Shared-Defined 1 32,000 POTASH CORP SASK INC Common 73755L107 3,442 32,560 SHRS Shared-Defined 1 32,560 POTLATCH CORP NEW Common 737630103 1,369 30,400 SHRS Shared-Defined 1 30,400 POWER-ONE INC Common 739308104 1,799 352,809 SHRS Shared-Defined 1 352,809 POWERSHARES QQQ TRUST Common 73935A104 4,688 91,183 SHRS Shared-Defined 1 91,183 POWERWAVE TECHNOLOGIES INC Common 739363109 145 23,585 SHRS Shared-Defined 1 23,585 PPG INDS INC Common 693506107 416 5,500 SHRS Shared-Defined 1 5,500 PPL CORP Common 69351T106 12,589 271,900 SHRS Shared-Defined 1 271,900 PRA INTL Common 69353C101 515 17,500 SHRS Shared-Defined 1 17,500 PRG-SCHULTZ INTERNATIONAL IN Common 69357C503 8,204 604,142 SHRS Shared-Defined 1 604,142 PRICELINE COM INC Common 741503403 590 6,645 SHRS Shared-Defined 1 6,645 PRIDE INTL INC DEL Debt 74153QAD4 26,248 18,000,000 PRN Shared-Defined 1 18,000,000 PRIMEDIA INC Common 74157K846 654 46,599 SHRS Shared-Defined 1 46,599 PROCTER & GAMBLE CO Option 742718909 25,421 361,400 CALL Shared-Defined 1 361,400 PROCTER & GAMBLE CO Option 742718959 24,971 355,000 PUT Shared-Defined 1 355,000 PROGEN PHARMACEUTICALS LIMIT Common Q7759R100 3,906 1,400,000 SHRS Shared-Defined 1 1,400,000 PROGRESS SOFTWARE CORP Common 743312100 1,157 38,200 SHRS Shared-Defined 1 38,200 PROGRESSIVE CORP OHIO Common 743315103 784 40,398 SHRS Shared-Defined 1 40,398 PROSHARES TR Common 74347R552 2,228 25,000 SHRS Shared-Defined 1 25,000 PRUDENTIAL FINL INC Common 744320102 1,561 16,000 SHRS Shared-Defined 1 16,000 PRUDENTIAL FINL INC Debt 744320AG7 164,948 163,150,000 PRN Shared-Defined 1 163,150,000 PSS WORLD MED INC Common 69366A100 3,299 172,450 SHRS Shared-Defined 1 172,450 PUBLIC SVC ENTERPRISE GROUP Common 744573106 6,714 76,300 SHRS Shared-Defined 1 76,300 QIAGEN N V Common N72482107 4,571 235,500 SHRS Shared-Defined 1 235,500 QIMONDA AG Common 746904101 597 52,840 SHRS Shared-Defined 1 52,840 QLT INC Common 746927102 79 14,050 SHRS Shared-Defined 1 14,050 QUADRA REALTY TRUST INC Common 746945104 3,640 381,983 SHRS Shared-Defined 1 381,983 QUALCOMM INC Common 747525103 7,561 178,907 SHRS Shared-Defined 1 178,907 QUALCOMM INC Option 747525903 39,484 934,300 CALL Shared-Defined 1 934,300 QUALITY SYS INC Common 747582104 2,515 68,670 SHRS Shared-Defined 1 68,670 QUANEX CORP Common 747620102 23,863 507,930 SHRS Shared-Defined 1 507,930 QUANTA SVCS INC Common 74762E102 74,457 2,815,000 SHRS Shared-Defined 1 2,815,000 QUEST DIAGNOSTICS INC Common 74834L100 5,465 94,600 SHRS Shared-Defined 1 94,600 QUEST SOFTWARE INC Common 74834T103 830 48,341 SHRS Shared-Defined 1 48,341 QUESTAR CORP Common 748356102 24,973 475,400 SHRS Shared-Defined 1 475,400 QUICKSILVER RESOURCES INC Common 74837R104 5,980 127,101 SHRS Shared-Defined 1 127,101 QUINTANA MARITIME LTD Common Y7169G109 1,526 80,000 SHRS Shared-Defined 1 80,000 QWEST COMMUNICATIONS INTL IN Common 749121109 829 90,500 SHRS Shared-Defined 1 90,500 QWEST COMMUNICATIONS INTL IN Debt 749121BY4 107,875 65,000,000 PRN Shared-Defined 1 65,000,000 R H DONNELLEY CORP Common 74955W307 9,131 163,000 SHRS Shared-Defined 1 163,000 RACKABLE SYS INC Common 750077109 398 30,700 SHRS Shared-Defined 1 30,700 RADIATION THERAPY SVCS INC Common 750323206 296 14,200 SHRS Shared-Defined 1 14,200 RADIOSHACK CORP Common 750438103 5,832 282,262 SHRS Shared-Defined 1 282,262 RALCORP HLDGS INC NEW Common 751028101 3,226 57,800 SHRS Shared-Defined 1 57,800 RAMBUS INC DEL Common 750917106 701 36,700 SHRS Shared-Defined 1 36,700 RANGE RES CORP Common 75281A109 610 15,000 SHRS Shared-Defined 1 15,000 RASER TECHNOLOGIES INC Common 754055101 17,402 1,350,000 SHRS Shared-Defined 1 1,350,000 RAYONIER INC Common 754907103 235 4,900 SHRS Shared-Defined 1 4,900 RCN CORP Common 749361200 587 47,701 SHRS Shared-Defined 1 47,701 REALNETWORKS INC Common 75605L104 3,153 465,085 SHRS Shared-Defined 1 465,085 REALNETWORKS INC Debt 75605LAB0 31,703 32,000,000 PRN Shared-Defined 1 32,000,000 RED HAT INC Common 756577102 1,504 75,700 SHRS Shared-Defined 1 75,700 RED HAT INC Debt 756577AB8 20,097 20,000,000 PRN Shared-Defined 1 20,000,000 RED ROBIN GOURMET BURGERS IN Common 75689M101 1,125 26,230 SHRS Shared-Defined 1 26,230 REGAL BELOIT CORP Common 758750103 1,255 26,200 SHRS Shared-Defined 1 26,200 REGAL ENTMT GROUP Common 758766109 6,332 288,470 SHRS Shared-Defined 1 288,470 REGENERON PHARMACEUTICALS Common 75886F107 528 29,644 SHRS Shared-Defined 1 29,644
REGIS CORP MINN Common 758932107 1,356 42,500 SHRS Shared-Defined 1 42,500 REINSURANCE GROUP AMER INC Common 759351109 1,355 23,900 SHRS Shared-Defined 1 23,900 RELIANT ENERGY INC Common 75952B105 1,004 39,200 SHRS Shared-Defined 1 39,200 RENAISSANCERE HOLDINGS LTD Common G7496G103 3,499 53,500 SHRS Shared-Defined 1 53,500 RENT A CTR INC NEW Common 76009N100 2,816 155,300 SHRS Shared-Defined 1 155,300 RENTECH INC Common 760112102 432 200,000 SHRS Shared-Defined 1 200,000 REPUBLIC AWYS HLDGS INC Common 760276105 1,272 60,102 SHRS Shared-Defined 1 60,102 RES-CARE INC Common 760943100 380 16,619 SHRS Shared-Defined 1 16,619 RESEARCH IN MOTION LTD Common 760975102 3,097 31,471 SHRS Shared-Defined 1 31,471 RESEARCH IN MOTION LTD Option 760975902 7,687 78,000 CALL Shared-Defined 1 78,000 RESEARCH IN MOTION LTD Option 760975952 4,928 50,000 PUT Shared-Defined 1 50,000 RESMED INC Common 761152107 1,363 31,800 SHRS Shared-Defined 1 31,800 RESPIRONICS INC Common 761230101 537 11,185 SHRS Shared-Defined 1 11,185 REX ENERGY CORPORATION Common 761565100 404 50,169 SHRS Shared-Defined 1 50,169 RF MICRODEVICES INC Common 749941100 10,947 1,626,548 SHRS Shared-Defined 1 1,626,548 RF MICRODEVICES INC Option 749941900 269 40,000 CALL Shared-Defined 1 40,000 RF MICRODEVICES INC Debt 749941AE0 25,950 25,000,000 PRN Shared-Defined 1 25,000,000 RIO NARCEA GOLD MINES INC Common 766909105 64 11,500 SHRS Shared-Defined 1 11,500 RIVERBED TECHNOLOGY INC Common 768573107 1,337 33,095 SHRS Shared-Defined 1 33,095 ROCKWELL AUTOMATION INC Common 773903109 1,307 18,800 SHRS Shared-Defined 1 18,800 ROCKWELL COLLINS INC Common 774341101 4,682 64,100 SHRS Shared-Defined 1 64,100 ROGERS COMMUNICATIONS INC Common 775109200 1,554 34,100 SHRS Shared-Defined 1 34,100 ROSS STORES INC Common 778296103 1,226 47,800 SHRS Shared-Defined 1 47,800 ROWAN COS INC Common 779382100 1,533 41,900 SHRS Shared-Defined 1 41,900 ROYAL BK CDA MONTREAL QUE Common 780087102 3,412 61,600 SHRS Shared-Defined 1 61,600 ROYAL CARIBBEAN CRUISES LTD Common V7780T103 12,099 310,000 SHRS Shared-Defined 1 310,000 RTI INTL METALS INC Common 74973W107 5,786 73,000 SHRS Shared-Defined 1 73,000 RUBY TUESDAY INC Common 781182100 570 31,100 SHRS Shared-Defined 1 31,100 RUSH ENTERPRISES INC Common 781846209 371 14,621 SHRS Shared-Defined 1 14,621 RUTHS CHRIS STEAK HSE INC Common 783332109 1,433 100,567 SHRS Shared-Defined 1 100,567 RYERSON INC Common 78375P107 1,458 43,200 SHRS Shared-Defined 1 43,200 RYLAND GROUP INC Common 783764103 208 9,700 SHRS Shared-Defined 1 9,700 S1 CORPORATION Common 78463B101 323 35,696 SHRS Shared-Defined 1 35,696 SAFECO CORP Common 786429100 1,962 32,046 SHRS Shared-Defined 1 32,046 SAIC INC Common 78390X101 2,132 111,100 SHRS Shared-Defined 1 111,100 SALIX PHARMACEUTICALS INC Common 795435106 842 67,754 SHRS Shared-Defined 1 67,754 SALIX PHARMACEUTICALS INC Option 795435956 6,831 550,000 PUT Shared-Defined 1 550,000 SANDISK CORP Common 80004C101 13,310 241,563 SHRS Shared-Defined 1 241,563 SANDISK CORP Option 80004C901 8,265 150,000 CALL Shared-Defined 1 150,000 SANDISK CORP Option 80004C951 10,469 190,000 PUT Shared-Defined 1 190,000 SANTARUS INC Common 802817304 1,458 550,000 SHRS Shared-Defined 1 550,000 SAPIENT CORP Common 803062108 176 26,230 SHRS Shared-Defined 1 26,230 SAVIENT PHARMACEUTICALS INC Common 80517Q100 163 11,200 SHRS Shared-Defined 1 11,200 SAVIENT PHARMACEUTICALS INC Option 80517Q900 1,455 100,000 CALL Shared-Defined 1 100,000 SAVVIS INC Common 805423308 35,570 917,224 SHRS Shared-Defined 1 917,224 SBA COMMUNICATIONS CORP Common 78388J106 2,651 75,143 SHRS Shared-Defined 1 75,143 SCHEIN HENRY INC Common 806407102 389 6,400 SHRS Shared-Defined 1 6,400 SCHERING PLOUGH CORP Common 806605101 12,554 396,900 SHRS Shared-Defined 1 396,900 SCHERING PLOUGH CORP Preferred 806605705 22,128 80,000 SHRS Shared-Defined 1 80,000 SCHLUMBERGER LTD Option 806857908 14,175 135,000 CALL Shared-Defined 1 135,000 SCHNITZER STL INDS Common 806882106 770 10,500 SHRS Shared-Defined 1 10,500 SCHOLASTIC CORP Common 807066105 3,301 94,700 SHRS Shared-Defined 1 94,700 SCHOOL SPECIALTY INC Common 807863105 429 12,400 SHRS Shared-Defined 1 12,400 SCIELE PHARMA INC Common 808627103 1,384 53,185 SHRS Shared-Defined 1 53,185 SCIELE PHARMA INC Debt 808627AA1 2,144 2,000,000 PRN Shared-Defined 1 2,000,000 SCIENTIFIC GAMES CORP Common 80874P109 297 7,912 SHRS Shared-Defined 1 7,912 SCOPUS VIDEO NETWORKS LTD Common M8260H106 523 100,877 SHRS Shared-Defined 1 100,877 SCOTTS MIRACLE GRO CO Common 810186106 257 6,000 SHRS Shared-Defined 1 6,000 SEABRIGHT INSURANCE HLDGS IN Common 811656107 173 10,151 SHRS Shared-Defined 1 10,151
SEACOR HOLDINGS INC Common 811904101 257 2,700 SHRS Shared-Defined 1 2,700 SEAGATE TECHNOLOGY Common G7945J104 5,313 207,700 SHRS Shared-Defined 1 207,700 SEARS HLDGS CORP Common 812350106 108,171 850,400 SHRS Shared-Defined 1 850,400 SEATTLE GENETICS INC Common 812578102 170 15,117 SHRS Shared-Defined 1 15,117 SECURE COMPUTING CORP Common 813705100 100 10,251 SHRS Shared-Defined 1 10,251 SEI INVESTMENTS CO Common 784117103 796 29,167 SHRS Shared-Defined 1 29,167 SELECT SECTOR SPDR TR Common 81369Y506 7,480 100,000 SHRS Shared-Defined 1 100,000 SELECT SECTOR SPDR TR Common 81369Y605 20,420 595,000 SHRS Shared-Defined 1 595,000 SELECT SECTOR SPDR TR Common 81369Y886 10,836 272,268 SHRS Shared-Defined 1 272,268 SEMICONDUCTOR HLDRS TR Option 816636903 3,064 80,000 CALL Shared-Defined 1 80,000 SEMICONDUCTOR HLDRS TR Option 816636953 3,830 100,000 PUT Shared-Defined 1 100,000 SEMPRA ENERGY Common 816851109 14,336 246,654 SHRS Shared-Defined 1 246,654 SEMTECH CORP Common 816850101 1,968 96,100 SHRS Shared-Defined 1 96,100 SEPRACOR INC Common 817315104 6,817 247,900 SHRS Shared-Defined 1 247,900 SEPRACOR INC Debt 817315AW4 30,767 34,500,000 PRN Shared-Defined 1 34,500,000 SERVICE CORP INTL Common 817565104 19,673 1,525,000 SHRS Shared-Defined 1 1,525,000 SESI L L C Debt 78412FAH7 4,998 5,000,000 PRN Shared-Defined 1 5,000,000 SHANDA INTERACTIVE ENTMT LTD Common 81941Q203 10,516 282,618 SHRS Shared-Defined 1 282,618 SHANDA INTERACTIVE ENTMT LTD Debt 81941QAB0 2,030 2,000,000 PRN Shared-Defined 1 2,000,000 SHERWIN WILLIAMS CO Common 824348106 6,381 97,104 SHRS Shared-Defined 1 97,104 SHIP FINANCE INTERNATIONAL L Common G81075106 268 10,200 SHRS Shared-Defined 1 10,200 SHIRE PLC Common 82481R106 3,864 52,227 SHRS Shared-Defined 1 52,227 SHIRE PLC Option 82481R906 11,097 150,000 CALL Shared-Defined 1 150,000 SHORETEL INC Common 825211105 344 24,022 SHRS Shared-Defined 1 24,022 SHUTTERFLY INC Common 82568P304 234 7,338 SHRS Shared-Defined 1 7,338 SIERRA HEALTH SVCS INC Common 826322109 747 17,700 SHRS Shared-Defined 1 17,700 SIERRA PAC RES NEW Common 826428104 267 17,000 SHRS Shared-Defined 1 17,000 SIERRA WIRELESS INC Common 826516106 714 34,183 SHRS Shared-Defined 1 34,183 SIGMA ALDRICH CORP Common 826552101 7,278 149,328 SHRS Shared-Defined 1 149,328 SIGMA DESIGNS INC Common 826565103 20,719 429,500 SHRS Shared-Defined 1 429,500 SIGNATURE BK NEW YORK N Y Common 82669G104 370 10,500 SHRS Shared-Defined 1 10,500 SILICON LABORATORIES INC Common 826919102 697 16,700 SHRS Shared-Defined 1 16,700 SILICON MOTION TECHNOLOGY CO Common 82706C108 1,246 55,354 SHRS Shared-Defined 1 55,354 SILICON STORAGE TECHNOLOGY I Common 827057100 96 29,734 SHRS Shared-Defined 1 29,734 SINA CORP Common G81477104 1,138 23,777 SHRS Shared-Defined 1 23,777 SIRF TECHNOLOGY HLDGS INC Common 82967H101 1,578 73,900 SHRS Shared-Defined 1 73,900 SKYWORKS SOLUTIONS INC Common 83088M102 2,937 324,865 SHRS Shared-Defined 1 324,865 SKYWORKS SOLUTIONS INC Debt 83088MAB8 827 825,000 PRN Shared-Defined 1 825,000 SMITH & WESSON HLDG CORP Common 831756101 1,518 79,501 SHRS Shared-Defined 1 79,501 SMITH MICRO SOFTWARE INC Common 832154108 429 26,700 SHRS Shared-Defined 1 26,700 SMUCKER J M CO Common 832696405 1,800 33,700 SHRS Shared-Defined 1 33,700 SMURFIT-STONE CONTAINER CORP Common 832727101 1,061 90,800 SHRS Shared-Defined 1 90,800 SNAP ON INC Common 833034101 768 15,500 SHRS Shared-Defined 1 15,500 SOHU COM INC Common 83408W103 992 26,311 SHRS Shared-Defined 1 26,311 SOMANETICS CORP Common 834445405 223 12,000 SHRS Shared-Defined 1 12,000 SONY CORP Option 835699957 961 20,000 PUT Shared-Defined 1 20,000 SOURCE INTERLINK COS INC Common 836151209 48 13,506 SHRS Shared-Defined 1 13,506 SOUTHERN CO Common 842587107 2,068 57,000 SHRS Shared-Defined 1 57,000 SOUTHERN COPPER CORP Common 84265V105 8,668 70,000 SHRS Shared-Defined 1 70,000 SOUTHERN UN CO NEW Common 844030106 27,943 898,200 SHRS Shared-Defined 1 898,200 SOUTHWEST AIRLS CO Common 844741108 208 14,050 SHRS Shared-Defined 1 14,050 SOUTHWESTERN ENERGY CO Common 845467109 2,093 50,000 SHRS Shared-Defined 1 50,000 SPANSION INC Common 84649R101 2,890 342,000 SHRS Shared-Defined 1 342,000 SPDR SERIES TRUST Common 78464A730 12,937 275,081 SHRS Shared-Defined 1 275,081 SPDR TR Common 78462F103 10,162 66,600 SHRS Shared-Defined 1 66,600 SPDR TR Option 78462F903 114,435 750,000 CALL Shared-Defined 1 750,000 SPDR TR Option 78462F953 13,732 90,000 PUT Shared-Defined 1 90,000 SPECTRANETICS CORP Common 84760C107 135 10,016 SHRS Shared-Defined 1 10,016 SPIRIT AEROSYSTEMS HLDGS INC Common 848574109 15,623 401,200 SHRS Shared-Defined 1 401,200
SPSS INC Common 78462K102 365 8,882 SHRS Shared-Defined 1 8,882 SPX CORP Common 784635104 23,806 257,200 SHRS Shared-Defined 1 257,200 ST JUDE MED INC Common 790849103 5,134 116,500 SHRS Shared-Defined 1 116,500 ST JUDE MED INC Debt 790849AD5 2,858 2,800,000 PRN Shared-Defined 1 2,800,000 ST MARY LD & EXPL CO Common 792228108 2,789 78,200 SHRS Shared-Defined 1 78,200 ST MARY LD & EXPL CO Debt 792228AD0 4,385 4,500,000 PRN Shared-Defined 1 4,500,000 STANDARD MICROSYSTEMS CORP Common 853626109 2,390 62,200 SHRS Shared-Defined 1 62,200 STANLEY WKS Common 854616109 443 7,900 SHRS Shared-Defined 1 7,900 STANTEC INC Common 85472N109 301 9,200 SHRS Shared-Defined 1 9,200 STARBUCKS CORP Common 855244109 2,463 94,000 SHRS Shared-Defined 1 94,000 STARBUCKS CORP Option 855244909 5,240 200,000 CALL Shared-Defined 1 200,000 STARWOOD HOTELS&RESORTS WRLD Common 85590A401 12,041 198,200 SHRS Shared-Defined 1 198,200 STATE STR CORP Common 857477103 5,453 80,000 SHRS Shared-Defined 1 80,000 STEEL DYNAMICS INC Common 858119100 3,251 69,607 SHRS Shared-Defined 1 69,607 STEELCASE INC Common 858155203 1,507 83,842 SHRS Shared-Defined 1 83,842 STEREOTAXIS INC Common 85916J102 2,331 169,023 SHRS Shared-Defined 1 169,023 STERICYCLE INC Common 858912108 423 7,403 SHRS Shared-Defined 1 7,403 STERIS CORP Common 859152100 281 10,300 SHRS Shared-Defined 1 10,300 STERLITE INDS INDIA LTD Common 859737207 1,434 77,500 SHRS Shared-Defined 1 77,500 STEWART ENTERPRISES INC Common 860370105 15,447 2,027,200 SHRS Shared-Defined 1 2,027,200 STONE ENERGY CORP Common 861642106 3,021 75,500 SHRS Shared-Defined 1 75,500 STRATASYS INC Common 862685104 268 9,716 SHRS Shared-Defined 1 9,716 STRAYER ED INC Common 863236105 1,044 6,191 SHRS Shared-Defined 1 6,191 SUCAMPO PHARMACEUTICALS INC Common 864909106 269 25,000 SHRS Shared-Defined 1 25,000 SUN HEALTHCARE GROUP INC Common 866933401 5,399 323,108 SHRS Shared-Defined 1 323,108 SUN MICROSYSTEMS INC Common 866810104 1,957 348,875 SHRS Shared-Defined 1 348,875 SUNCOR ENERGY INC Common 867229106 2,433 25,600 SHRS Shared-Defined 1 25,600 SUNCOR ENERGY INC Option 867229906 9,481 100,000 CALL Shared-Defined 1 100,000 SUNCOR ENERGY INC Option 867229956 9,481 100,000 PUT Shared-Defined 1 100,000 SUNOCO INC Common 86764P109 18,021 254,600 SHRS Shared-Defined 1 254,600 SUNPOWER CORP Common 867652109 522 6,300 SHRS Shared-Defined 1 6,300 SUNRISE SENIOR LIVING INC Common 86768K106 11,037 312,037 SHRS Shared-Defined 1 312,037 SUNSTONE HOTEL INVS INC NEW Common 867892101 4,110 160,294 SHRS Shared-Defined 1 160,294 SUNTRUST BKS INC Common 867914103 17,873 236,200 SHRS Shared-Defined 1 236,200 SUPERIOR ENERGY SVCS INC Common 868157108 3,870 109,200 SHRS Shared-Defined 1 109,200 SUPERIOR ESSEX INC Common 86815V105 1,767 47,400 SHRS Shared-Defined 1 47,400 SUPERTEX INC Common 868532102 223 5,600 SHRS Shared-Defined 1 5,600 SUPERVALU INC Common 868536103 3,503 89,800 SHRS Shared-Defined 1 89,800 SUPERVALU INC Debt 868536AP8 3,173 8,000,000 PRN Shared-Defined 1 8,000,000 SWITCH & DATA FACILITIES COM Common 871043105 173 10,590 SHRS Shared-Defined 1 10,590 SYMANTEC CORP Common 871503108 14,249 735,225 SHRS Shared-Defined 1 735,225 SYMANTEC CORP Debt 871503AD0 20,557 18,000,000 PRN Shared-Defined 1 18,000,000 SYMANTEC CORP Debt 871503AF5 10,374 9,000,000 PRN Shared-Defined 1 9,000,000 SYNAPTICS INC Common 87157D109 1,268 26,546 SHRS Shared-Defined 1 26,546 SYNCHRONOSS TECHNOLOGIES INC Common 87157B103 1,191 28,317 SHRS Shared-Defined 1 28,317 SYNIVERSE HLDGS INC Common 87163F106 865 54,400 SHRS Shared-Defined 1 54,400 SYNOPSYS INC Common 871607107 816 30,119 SHRS Shared-Defined 1 30,119 SYSCO CORP Common 871829107 206 5,800 SHRS Shared-Defined 1 5,800 TALEO CORP Common 87424N104 313 12,330 SHRS Shared-Defined 1 12,330 TAM SA Common 87484D103 5,343 195,000 SHRS Shared-Defined 1 195,000 TARGET CORP Common 87612E106 6,637 104,400 SHRS Shared-Defined 1 104,400 TBS INTERNATIONAL LIMITED Common G86975151 581 14,086 SHRS Shared-Defined 1 14,086 TCF FINL CORP Common 872275102 1,571 60,000 SHRS Shared-Defined 1 60,000 TD AMERITRADE HLDG CORP Common 87236Y108 47,070 2,583,417 SHRS Shared-Defined 1 2,583,417 TECH DATA CORP Common 878237106 2,231 55,604 SHRS Shared-Defined 1 55,604 TECO ENERGY INC Common 872375100 393 23,900 SHRS Shared-Defined 1 23,900 TEEKAY CORPORATION Common Y8564W103 235 4,000 SHRS Shared-Defined 1 4,000 TELE NORTE LESTE PART S A Common 879246106 9,546 425,000 SHRS Shared-Defined 1 425,000 TELECOM ARGENTINA S A Common 879273209 2,672 108,850 SHRS Shared-Defined 1 108,850
TELETECH HOLDINGS INC Common 879939106 2,148 89,820 SHRS Shared-Defined 1 89,820 TELLABS INC Common 879664100 63 6,574 SHRS Shared-Defined 1 6,574 TELUS CORP Common 87971M202 14,087 250,000 SHRS Shared-Defined 1 250,000 TEMPLE INLAND INC Common 879868107 23,478 446,090 SHRS Shared-Defined 1 446,090 TEMPUR PEDIC INTL INC Common 88023U101 797 22,300 SHRS Shared-Defined 1 22,300 TENARIS S A Common 88031M109 19,206 365,000 SHRS Shared-Defined 1 365,000 TENET HEALTHCARE CORP Common 88033G100 6,704 1,995,370 SHRS Shared-Defined 1 1,995,370 TENNECO INC Common 880349105 302 9,723 SHRS Shared-Defined 1 9,723 TERADYNE INC Common 880770102 1,822 132,000 SHRS Shared-Defined 1 132,000 TEREX CORP NEW Common 880779103 12,463 140,000 SHRS Shared-Defined 1 140,000 TERRA INDS INC Common 880915103 58,028 1,856,300 SHRS Shared-Defined 1 1,856,300 TESORO CORP Common 881609101 1,836 39,900 SHRS Shared-Defined 1 39,900 TETRA TECH INC NEW Common 88162G103 380 18,005 SHRS Shared-Defined 1 18,005 TETRA TECHNOLOGIES INC DEL Common 88162F105 1,778 84,100 SHRS Shared-Defined 1 84,100 TEVA PHARMACEUTICAL FIN CO B Debt 88165FAA0 528 500,000 PRN Shared-Defined 1 500,000 TEVA PHARMACEUTICAL FIN II L Debt 88164RAB3 76,056 58,500,000 PRN Shared-Defined 1 58,500,000 TEVA PHARMACEUTICAL FIN LLC Debt 88163VAE9 3,593 3,500,000 PRN Shared-Defined 1 3,500,000 TEVA PHARMACEUTICAL INDS LTD Common 881624209 4,509 101,400 SHRS Shared-Defined 1 101,400 TEVA PHARMACEUTICAL INDS LTD Option 881624909 10,228 230,000 CALL Shared-Defined 1 230,000 TEXAS INSTRS INC Common 882508104 3,981 108,810 SHRS Shared-Defined 1 108,810 TEXTRON INC Common 883203101 14,234 228,800 SHRS Shared-Defined 1 228,800 TFS FINL CORP Common 87240R107 178 13,789 SHRS Shared-Defined 1 13,789 THERMO FISHER SCIENTIFIC INC Common 883556102 340 5,882 SHRS Shared-Defined 1 5,882 THOMSON CORP Common 884903105 1,647 39,300 SHRS Shared-Defined 1 39,300 THQ INC Common 872443403 4,391 175,781 SHRS Shared-Defined 1 175,781 THQ INC Option 872443953 250 10,000 PUT Shared-Defined 1 10,000 TIDEWATER INC Common 886423102 7,233 115,100 SHRS Shared-Defined 1 115,100 TIFFANY & CO NEW Common 886547108 1,466 28,000 SHRS Shared-Defined 1 28,000 TIM HORTONS INC Common 88706M103 655 18,800 SHRS Shared-Defined 1 18,800 TIM PARTICIPACOES S A Common 88706P106 5,273 130,000 SHRS Shared-Defined 1 130,000 TIMBERLAND CO Option 887100905 2,844 150,000 CALL Shared-Defined 1 150,000 TIME WARNER CABLE INC Common 88732J108 3,787 115,459 SHRS Shared-Defined 1 115,459 TIME WARNER INC Common 887317105 9,059 493,400 SHRS Shared-Defined 1 493,400 TITAN INTL INC ILL Common 88830M102 1,596 50,000 SHRS Shared-Defined 1 50,000 TITANIUM METALS CORP Common 888339207 319 9,500 SHRS Shared-Defined 1 9,500 TIVO INC Common 888706108 2,858 450,000 SHRS Shared-Defined 1 450,000 TJX COS INC NEW Common 872540109 9,401 323,400 SHRS Shared-Defined 1 323,400 TJX COS INC NEW Option 872540909 1,454 50,000 CALL Shared-Defined 1 50,000 TJX COS INC NEW Debt 872540AL3 21,877 22,500,000 PRN Shared-Defined 1 22,500,000 TLC VISION CORP Common 872549100 811 254,300 SHRS Shared-Defined 1 254,300 TOLL BROTHERS INC Common 889478103 1,499 75,000 SHRS Shared-Defined 1 75,000 TONGJITANG CHINESE MED CO Common 89025E103 1,568 150,000 SHRS Shared-Defined 1 150,000 TOTAL S A Common 89151E109 276 3,400 SHRS Shared-Defined 1 3,400 TOTAL SYS SVCS INC Common 891906109 1,105 39,762 SHRS Shared-Defined 1 39,762 TRACTOR SUPPLY CO Common 892356106 910 19,745 SHRS Shared-Defined 1 19,745 TRADESTATION GROUP INC Common 89267P105 812 69,596 SHRS Shared-Defined 1 69,596 TRANSALTA CORP Common 89346D107 1,622 51,500 SHRS Shared-Defined 1 51,500 TRANSGLOBE ENERGY CORP Common 893662106 1,790 353,700 SHRS Shared-Defined 1 353,700 TRANSOCEAN INC Common G90078109 7,348 65,000 SHRS Shared-Defined 1 65,000 TRAVELERS COMPANIES INC Common 89417E109 10,814 214,815 SHRS Shared-Defined 1 214,815 TRIDENT MICROSYSTEMS INC Common 895919108 556 35,000 SHRS Shared-Defined 1 35,000 TRIMBLE NAVIGATION LTD Common 896239100 796 20,293 SHRS Shared-Defined 1 20,293 TRINITY INDS INC Common 896522109 822 21,900 SHRS Shared-Defined 1 21,900 TRIZETTO GROUP INC Common 896882107 308 17,598 SHRS Shared-Defined 1 17,598 TRUE RELIGION APPAREL INC Common 89784N104 863 49,043 SHRS Shared-Defined 1 49,043 TRUMP ENTMT RESORTS INC Common 89816T103 645 100,000 SHRS Shared-Defined 1 100,000 TWEEN BRANDS INC Common 901166108 1,639 49,900 SHRS Shared-Defined 1 49,900 TXU CORP Common 873168108 13,051 190,609 SHRS Shared-Defined 1 190,609 TYCO INTL LTD BERMUDA Common G9143X208 1,298 29,275 SHRS Shared-Defined 1 29,275
TYSON FOODS INC Common 902494103 605 33,900 SHRS Shared-Defined 1 33,900 U S AIRWAYS GROUP INC Common 90341W108 2,890 110,100 SHRS Shared-Defined 1 110,100 UAL CORP Common 902549807 25,977 558,288 SHRS Shared-Defined 1 558,288 UAP HLDG CORP Common 903441103 282 9,000 SHRS Shared-Defined 1 9,000 UBS AG Common H89231338 6,150 115,500 SHRS Shared-Defined 1 115,500 UDR INC Common 902653104 1,878 77,200 SHRS Shared-Defined 1 77,200 ULTRA PETROLEUM CORP Common 903914109 7,042 113,500 SHRS Shared-Defined 1 113,500 ULTRAPETROL BAHAMAS LTD Common P94398107 3,163 190,400 SHRS Shared-Defined 1 190,400 UNION PAC CORP Common 907818108 31,193 275,900 SHRS Shared-Defined 1 275,900 UNISYS CORP Common 909214108 145 21,900 SHRS Shared-Defined 1 21,900 UNITED MICROELECTRONICS CORP Common 910873207 83 23,257 SHRS Shared-Defined 1 23,257 UNITED PARCEL SERVICE INC Common 911312106 18,775 250,000 SHRS Shared-Defined 1 250,000 UNITED STATES STL CORP NEW Common 912909108 3,475 32,799 SHRS Shared-Defined 1 32,799 UNITED STATIONERS INC Common 913004107 278 5,000 SHRS Shared-Defined 1 5,000 UNITED THERAPEUTICS CORP DEL Common 91307C102 35,657 535,879 SHRS Shared-Defined 1 535,879 UNITED THERAPEUTICS CORP DEL Option 91307C902 8,105 121,800 CALL Shared-Defined 1 121,800 UNITEDHEALTH GROUP INC Common 91324P102 12,621 260,600 SHRS Shared-Defined 1 260,600 UNIVERSAL AMERN FINL CORP Common 913377107 9,541 418,289 SHRS Shared-Defined 1 418,289 UNIVERSAL HLTH SVCS INC Common 913903100 30,373 558,113 SHRS Shared-Defined 1 558,113 UNUM GROUP Common 91529Y106 947 38,700 SHRS Shared-Defined 1 38,700 URBAN OUTFITTERS INC Common 917047102 6,540 300,000 SHRS Shared-Defined 1 300,000 URBAN OUTFITTERS INC Option 917047902 3,270 150,000 CALL Shared-Defined 1 150,000 US BANCORP DEL Debt 902973AK2 22,640 22,500,000 PRN Shared-Defined 1 22,500,000 USA TECHNOLOGIES INC Common 90328S500 13,917 1,666,667 SHRS Shared-Defined 1 1,666,667 USF&G CORP Debt 903290AD6 47,622 48,395,000 PRN Shared-Defined 1 48,395,000 UTI WORLDWIDE INC Common G87210103 227 9,873 SHRS Shared-Defined 1 9,873 V F CORP Common 918204108 275 3,400 SHRS Shared-Defined 1 3,400 VALASSIS COMMUNICATIONS INC Common 918866104 502 56,300 SHRS Shared-Defined 1 56,300 VALASSIS COMMUNICATIONS INC Debt 918866AK0 15,408 24,000,000 PRN Shared-Defined 1 24,000,000 VALE CAP LTD Preferred 91912C208 40,022 600,000 SHRS Shared-Defined 1 600,000 VALE CAP LTD Preferred 91912C307 18,322 275,000 SHRS Shared-Defined 1 275,000 VALEANT PHARMACEUTICALS INTL Common 91911X104 785 50,700 SHRS Shared-Defined 1 50,700 VALEANT PHARMACEUTICALS INTL Debt 91911XAB0 1,473 1,600,000 PRN Shared-Defined 1 1,600,000 VALERO ENERGY CORP NEW Common 91913Y100 346 5,143 SHRS Shared-Defined 1 5,143 VALERO ENERGY CORP NEW Option 91913Y900 6,718 100,000 CALL Shared-Defined 1 100,000 VALUECLICK INC Common 92046N102 551 24,515 SHRS Shared-Defined 1 24,515 VALUEVISION MEDIA INC Common 92047K107 157 21,200 SHRS Shared-Defined 1 21,200 VANDA PHARMACEUTICALS INC Common 921659108 406 29,212 SHRS Shared-Defined 1 29,212 VARIAN INC Common 922206107 327 5,147 SHRS Shared-Defined 1 5,147 VARIAN MED SYS INC Common 92220P105 8,772 209,400 SHRS Shared-Defined 1 209,400 VARIAN SEMICONDUCTOR EQUIPMN Common 922207105 1,641 30,670 SHRS Shared-Defined 1 30,670 VASCO DATA SEC INTL INC Common 92230Y104 533 15,105 SHRS Shared-Defined 1 15,105 VCA ANTECH INC Common 918194101 297 7,105 SHRS Shared-Defined 1 7,105 VERAZ NETWORKS INC Common 923359103 17 2,481 SHRS Shared-Defined 1 2,481 VERIZON COMMUNICATIONS Common 92343V104 12,080 272,800 SHRS Shared-Defined 1 272,800 VERTEX PHARMACEUTICALS INC Common 92532F100 3,841 100,000 SHRS Shared-Defined 1 100,000 VIGNETTE CORP Common 926734401 335 16,700 SHRS Shared-Defined 1 16,700 VIRGIN MEDIA INC Common 92769L101 607 25,000 SHRS Shared-Defined 1 25,000 VIROPHARMA INC Common 928241108 98 11,000 SHRS Shared-Defined 1 11,000 VISHAY INTERTECHNOLOGY INC Common 928298108 1,815 139,300 SHRS Shared-Defined 1 139,300 VISTACARE INC Common 92839Y109 4,779 730,705 SHRS Shared-Defined 1 730,705 VISTEON CORP Common 92839U107 136 26,500 SHRS Shared-Defined 1 26,500 VIVUS INC Common 928551100 754 151,979 SHRS Shared-Defined 1 151,979 VOCUS INC Common 92858J108 228 7,800 SHRS Shared-Defined 1 7,800 VOLCOM INC Common 92864N101 3,635 85,500 SHRS Shared-Defined 1 85,500 VOLT INFORMATION SCIENCES IN Common 928703107 1,602 90,800 SHRS Shared-Defined 1 90,800 VORNADO RLTY L P Debt 929043AE7 29,437 30,000,000 PRN Shared-Defined 1 30,000,000 VORNADO RLTY TR Common 929042109 230 2,100 SHRS Shared-Defined 1 2,100 VORNADO RLTY TR Debt 929042AC3 4,687 5,000,000 PRN Shared-Defined 1 5,000,000
W & T OFFSHORE INC Common 92922P106 222 9,100 SHRS Shared-Defined 1 9,100 W HLDG CO INC Common 929251106 332 148,100 SHRS Shared-Defined 1 148,100 WABCO HLDGS INC Common 92927K102 3,036 64,939 SHRS Shared-Defined 1 64,939 WABTEC CORP Common 929740108 1,214 32,400 SHRS Shared-Defined 1 32,400 WACHOVIA CORP NEW Common 929903102 246 4,900 SHRS Shared-Defined 1 4,900 WAL MART STORES INC Common 931142103 70 1,600 SHRS Shared-Defined 1 1,600 WAL MART STORES INC Option 931142903 3,929 90,000 CALL Shared-Defined 1 90,000 WALTER INDS INC Common 93317Q105 8,877 330,000 SHRS Shared-Defined 1 330,000 WARNACO GROUP INC Common 934390402 4,583 117,311 SHRS Shared-Defined 1 117,311 WARREN RES INC Common 93564A100 6,440 513,564 SHRS Shared-Defined 1 513,564 WASHINGTON MUT INC Common 939322103 5,078 143,800 SHRS Shared-Defined 1 143,800 WASTE CONNECTIONS INC Common 941053100 3,617 113,900 SHRS Shared-Defined 1 113,900 WASTE MGMT INC DEL Common 94106L109 1,706 45,200 SHRS Shared-Defined 1 45,200 WATSCO INC Common 942622200 868 18,700 SHRS Shared-Defined 1 18,700 WATSON PHARMACEUTICALS INC Common 942683103 687 21,200 SHRS Shared-Defined 1 21,200 WATSON PHARMACEUTICALS INC Debt 942683AC7 24,349 25,000,000 PRN Shared-Defined 1 25,000,000 WATSON WYATT WORLDWIDE INC Common 942712100 620 13,800 SHRS Shared-Defined 1 13,800 WCI CMNTYS INC Common 92923C104 24,032 4,012,000 SHRS Shared-Defined 1 4,012,000 WEATHERFORD INTERNATIONAL LT Common G95089101 4,494 66,900 SHRS Shared-Defined 1 66,900 WEBMD HEALTH CORP Common 94770V102 210 4,030 SHRS Shared-Defined 1 4,030 WEBSENSE INC Common 947684106 157 7,957 SHRS Shared-Defined 1 7,957 WEBSTER FINL CORP CONN Common 947890109 585 13,900 SHRS Shared-Defined 1 13,900 WELLPOINT INC Common 94973V107 5,177 65,600 SHRS Shared-Defined 1 65,600 WELLS FARGO & CO NEW Common 949746101 406 11,400 SHRS Shared-Defined 1 11,400 WENDYS INTL INC Common 950590109 2,444 70,000 SHRS Shared-Defined 1 70,000 WESCO INTL INC Common 95082P105 2,572 59,900 SHRS Shared-Defined 1 59,900 WESTAR ENERGY INC Common 95709T100 319 13,000 SHRS Shared-Defined 1 13,000 WESTERN DIGITAL CORP Common 958102105 2,479 97,900 SHRS Shared-Defined 1 97,900 WESTERN REFNG INC Common 959319104 2,102 51,800 SHRS Shared-Defined 1 51,800 WESTLAKE CHEM CORP Common 960413102 1,033 40,800 SHRS Shared-Defined 1 40,800 WEYERHAEUSER CO Common 962166104 7,230 100,000 SHRS Shared-Defined 1 100,000 WGL HLDGS INC Common 92924F106 356 10,500 SHRS Shared-Defined 1 10,500 W-H ENERGY SVCS INC Common 92925E108 1,608 21,800 SHRS Shared-Defined 1 21,800 WHEELING PITTSBURGH CORP Common 963142302 14 700 SHRS Shared-Defined 1 700 WHIRLPOOL CORP Common 963320106 5,542 62,200 SHRS Shared-Defined 1 62,200 WHITING PETE CORP NEW Common 966387102 2,489 56,000 SHRS Shared-Defined 1 56,000 WILLIAMS COS INC DEL Common 969457100 13,356 392,132 SHRS Shared-Defined 1 392,132 WILMINGTON TRUST CORP Common 971807102 1,062 27,300 SHRS Shared-Defined 1 27,300 WIND RIVER SYSTEMS INC Common 973149107 256 21,792 SHRS Shared-Defined 1 21,792 WISCONSIN ENERGY CORP Common 976657106 2,058 45,700 SHRS Shared-Defined 1 45,700 WOODWARD GOVERNOR CO Common 980745103 299 4,784 SHRS Shared-Defined 1 4,784 WORTHINGTON INDS INC Common 981811102 2,976 126,300 SHRS Shared-Defined 1 126,300 WRIGHT EXPRESS CORP Common 98233Q105 431 11,800 SHRS Shared-Defined 1 11,800 WYETH Common 983024100 39,289 881,900 SHRS Shared-Defined 1 881,900 WYETH Option 983024900 1,782 40,000 CALL Shared-Defined 1 40,000 WYETH Option 983024950 6,683 150,000 PUT Shared-Defined 1 150,000 WYNN RESORTS LTD Common 983134107 11,106 70,486 SHRS Shared-Defined 1 70,486 XCEL ENERGY INC Common 98389B100 4,342 201,600 SHRS Shared-Defined 1 201,600 XENOPORT INC Common 98411C100 746 15,861 SHRS Shared-Defined 1 15,861 XILINX INC Common 983919101 12,767 488,400 SHRS Shared-Defined 1 488,400 XM SATELLITE RADIO HLDGS INC Common 983759101 10,769 760,000 SHRS Shared-Defined 1 760,000 XTO ENERGY INC Common 98385X106 2,461 39,800 SHRS Shared-Defined 1 39,800 YAHOO INC Common 984332106 3,468 129,200 SHRS Shared-Defined 1 129,200 YAHOO INC Option 984332906 9,437 351,600 CALL Shared-Defined 1 351,600 YAHOO INC Option 984332956 2,684 100,000 PUT Shared-Defined 1 100,000 YAMANA GOLD INC Common 98462Y100 2,606 220,400 SHRS Shared-Defined 1 220,400 YRC WORLDWIDE INC Common 984249102 235 8,600 SHRS Shared-Defined 1 8,600 YRC WORLDWIDE INC Option 984249902 1,366 50,000 CALL Shared-Defined 1 50,000 YUM BRANDS INC Common 988498101 4,398 130,000 SHRS Shared-Defined 1 130,000
ZALE CORP NEW Common 988858106 43,540 1,881,600 SHRS Shared-Defined 1 1,881,600 ZALE CORP NEW Option 988858906 1,736 75,000 CALL Shared-Defined 1 75,000 ZILOG INC Common 989524301 907 249,300 SHRS Shared-Defined 1 249,300 ZOLL MED CORP Common 989922109 7,334 282,931 SHRS Shared-Defined 1 282,931 ZORAN CORP Common 98975F101 472 23,378 SHRS Shared-Defined 1 23,378 ZUMIEZ INC Common 989817101 1,853 41,755 SHRS Shared-Defined 1 41,755