-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, EMQJ9ywm18oGX5s1F2UZ4Ig3XJ1N8zLaTN/O1QbQk8wbI3B3zO3g/kO+m7LIG8XM Iwqp4FuaXweR0PnRfrAyVQ== 0000905148-08-003504.txt : 20080814 0000905148-08-003504.hdr.sgml : 20080814 20080814155403 ACCESSION NUMBER: 0000905148-08-003504 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080814 DATE AS OF CHANGE: 20080814 EFFECTIVENESS DATE: 20080814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Magnetar Financial LLC CENTRAL INDEX KEY: 0001352851 IRS NUMBER: 043818748 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11800 FILM NUMBER: 081018813 BUSINESS ADDRESS: STREET 1: 1603 ORRINGTON AVE. STREET 2: 13TH FLOOR CITY: EVANSTON STATE: IL ZIP: 60201 BUSINESS PHONE: (847)905-4400 MAIL ADDRESS: STREET 1: 1603 ORRINGTON AVE. STREET 2: 13TH FLOOR CITY: EVANSTON STATE: IL ZIP: 60201 13F-HR 1 efc8-1144_email13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2008 ------------- 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: Magnetar Financial LLC Address: 1603 Orrington Avenue 13th Floor Evanston, IL 60201 Form 13F File Number: 028-11800 -------------------- 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: Michael Turro Title: Chief Compliance Officer Phone: 847-905-4690 Signature, Place and Date of Signing: /s/ Michael Turro Evanston, IL August 14, 2008 - ------------------------------- ------------------ ----------------- [Signature] [City, State] [Date] Report Type (Check only one): |X| 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) | | 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) | | 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ---------------------- Form 13F Information Table Entry Total: 452 ---------------------- Form 13F Information Table Value Total: $3,586,322 ---------------------- (in thousands) CONFIDENTIAL MATERIAL APPEARING IN THIS DOCUMENT HAS BEEN OMITTED AND FILED SEPARATELY WITH THE SECURITIES AND EXCHANGE COMMISSION IN ACCORDANCE WITH THE SECURITIES EXCHANGE ACT OF 1934, AS AMENDED, AND RULE 24B-2 PROMULGATED THEREUNDER. 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. None
MAGNETAR FINANCIAL LLC FORM 13F Quarter Ended June 30, 2008 - ------------------------------------------------------------------------------------------------------------------------------------ VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ------ ------- --- ---- ---------- ----- ---------------- NAME OF ISSUER CLASS TITLE CUSIP (X$1,000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- ----------- ----- --------- ------- --- ---- ---------- -------- ---- ------ ---- ABERDEEN ASIA PACIFIC INCOM COM 003009107 265 44,071 SH SOLE 44,071 ACTIVISION INC NEW COM NEW 004930202 297 8,719 SH SOLE 8,719 ACUITY BRANDS INC COM 00508Y102 217 4,510 SH SOLE 4,510 ACXIOM CORP COM 005125109 220 19,142 SH SOLE 19,142 ADVENT CLAY GBL CONV SEC INC COM BENE INTER 007639107 187 13,481 SH SOLE 13,481 ADVENT CLAYMORE CV SECS & IN COM 00764C109 380 17,095 SH SOLE 17,095 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 3,609 88,700 SH SOLE 88,700 AETNA INC NEW COM 00817Y108 223 5,506 SH SOLE 5,506 AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 16,200 20,000,000 PRN SOLE NONE ALBANY INTL CORP NOTE 2.250% 3/1 012348AC2 9,081 10,000,000 PRN SOLE NONE ALBERTO CULVER CO NEW COM 013078100 228 8,662 SH SOLE 8,662 ALCOA INC COM 013817101 17,810 500,000 SH PUT SOLE 500,000 ALCOA INC COM 013817101 16,250 456,195 SH SOLE 456,195 ALLEGHENY ENERGY INC COM 017361106 234 4,662 SH SOLE 4,662 ALLERGAN INC COM 018490102 308 5,919 SH SOLE 5,919 ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 918 71,807 SH SOLE 71,807 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 201 15,896 SH SOLE 15,896 ALPHARMA INC NOTE 2.125% 3/1 020813AH4 3,054 3,200,000 PRN SOLE NONE ALPINE GLOBAL DYNAMIC DIVD F COM 02082E106 1,354 89,610 SH SOLE 89,610 ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 332 30,615 SH SOLE 30,615 ALPINE TOTAL DYNAMIC DIVID F COM SBI 021060108 714 47,955 SH SOLE 47,955 ALTRIA GROUP INC COM 02209S103 312 15,153 SH SOLE 15,153 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 4,748 90,000 SH PUT SOLE 90,000 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,788 33,900 SH SOLE 33,900 AMERICAN CAPITAL AGENCY CORP COM 02503X105 2,107 126,647 SH SOLE 126,647 AMERICAN INTL GROUP INC COM 026874107 9,261 350,000 SH CALL SOLE 350,000 AMERICAN INTL GROUP INC COM 026874107 256 9,692 SH SOLE 9,692 AMERICAN ORIENTAL BIOENGR IN COM 028731107 249 25,200 SH SOLE 25,200 AMERICAN REPROGRAPHICS CO COM 029263100 236 14,200 SH SOLE 14,200 AMERICREDIT CORP COM 03060R101 234 27,091 SH SOLE 27,091 AMERISOURCEBERGEN CORP COM 03073E105 212 5,305 SH SOLE 5,305 AMERISTAR CASINOS INC COM 03070Q101 8,457 611,918 SH SOLE 611,918 AMGEN INC NOTE 0.375% 2/0 031162AQ3 13,006 15,000,000 PRN SOLE NONE AMGEN INC COM 031162100 278 5,887 SH SOLE 5,887 AMKOR TECHNOLOGY INC COM 031652100 225 21,600 SH SOLE 21,600 APPLE INC COM 037833100 18,837 112,500 SH CALL SOLE 112,500 APPLERA CORP COM AP BIO GRP 038020103 241 7,200 SH SOLE 7,200 ARCH COAL INC COM 039380100 29,637 395,000 SH CALL SOLE 395,000 ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 8,736 199,500 SH SOLE 199,500 ARES CAP CORP COM 04010L103 16,100 1,597,196 SH SOLE 1,597,196 ATLAS AMER INC COM 049167109 153,037 3,397,045 SH SOLE 3,397,045 ATLAS ENERGY RESOURCES LLC COM 049303100 23,437 614,343 SH SOLE 614,343 ATLAS PIPELINE HOLDINGS LP COM UNITS LP 04939R108 7,444 222,222 SH SOLE 222,222 ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 44,932 1,150,345 SH SOLE 1,150,345 ATMEL CORP COM 049513104 212 60,910 SH SOLE 60,910 AUTOZONE INC COM 053332102 222 1,838 SH SOLE 1,838 BANCO BRADESCO S A SP ADR PFD NEW 059460303 5,115 250,000 SH PUT SOLE 250,000 BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,028 99,100 SH SOLE 99,100 BANK OF NEW YORK MELLON CORP COM 064058100 201 5,304 SH SOLE 5,304 BARE ESCENTUALS INC COM 067511105 200 10,700 SH SOLE 10,700 BARRICK GOLD CORP COM 067901108 4,550 100,000 SH CALL SOLE 100,000 BLACKROCK CORPOR HI YLD FD V COM 09255N102 451 41,187 SH SOLE 41,187 BLACKROCK CORPOR HI YLD FD V COM 09255P107 211 19,156 SH SOLE 19,156 BLACKROCK DEBT STRAT FD INC COM 09255R103 647 120,855 SH SOLE 120,855 BLACKROCK DIVERS OME STRATE COM 09255W102 553 42,387 SH SOLE 42,387 BLACKROCK DIVID ACHIEVRS TM COM 09250N107 1,507 153,000 SH SOLE 153,000 BLACKROCK ENH EQ YLD FD INC COM 09256C105 177 12,215 SH SOLE 12,215 BLACKROCK ENHAN EQ YLD & PRE COM 09256E101 236 17,209 SH SOLE 17,209 BLACKROCK ENHANCED DIV ACHV COM 09251A104 173 17,217 SH SOLE 17,217 BLACKROCK FLOAT RATE OME STR COM 09255X100 728 48,473 SH SOLE 48,473 BLACKROCK GBL EQTY INCOME TR COM 09255D104 756 54,328 SH SOLE 54,328 BLACKROCK GLOBAL FLG INC TR COM 091941104 713 48,105 SH SOLE 48,105 BLACKROCK INTL GRWTH & INC T COM BENE INTER 092524107 502 32,806 SH SOLE 32,806 BLACKROCK LTD DURATION INC T COM SHS 09249W101 365 23,874 SH SOLE 23,874 BLACKROCK MUN INCOME TR SH BEN INT 09248F109 1,557 115,726 SH SOLE 115,726 BLACKROCK MUNIYIELD FD INC COM 09253W104 254 19,237 SH SOLE 19,237 BLACKROCK PFD & CORPORATE IN COM 09255J101 524 34,308 SH SOLE 34,308 BLACKROCK PFD & EQ ADVANTAGE COM 092508100 3,196 209,858 SH SOLE 209,858 BLACKROCK PFD INCOME STRATEG COM 09255H105 4,847 318,460 SH SOLE 318,460 BLACKROCK PFD OPPORTUNITY TR COM SHS 09249V103 799 45,517 SH SOLE 45,517 BLACKROCK STRAT DIVD ACHIEVE COM 09249Y107 1,612 155,000 SH SOLE 155,000 BOULDER GROWTH & INCOME FD I COM 101507101 602 81,812 SH SOLE 81,812 BRISTOL MYERS SQUIBB CO COM 110122108 821 40,000 SH CALL SOLE 40,000 CA INC COM 12673P105 208 8,994 SH SOLE 8,994 CA INC COM 12673P105 11,545 500,000 SH CALL SOLE 500,000 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 202 8,957 SH SOLE 8,957 CABOT OIL & GAS CORP COM 127097103 264 3,904 SH SOLE 3,904 CACI INTL INC CL A 127190304 627 13,709 SH SOLE 13,709 CAL MAINE FOODS INC COM NEW 128030202 310 9,400 SH SOLE 9,400 CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 581 41,292 SH SOLE 41,292 CATERPILLAR INC DEL COM 149123101 1,690 22,900 SH SOLE 22,900 CATERPILLAR INC DEL COM 149123101 40,601 550,000 SH PUT SOLE 550,000 CB RICHARD ELLIS GROUP INC CL A 12497T101 2,069 107,762 SH SOLE 107,762 CENTRAL EUROPE AND RUSSIA FD COM 153436100 267 5,064 SH SOLE 5,064 CENTURYTEL INC COM 156700106 228 6,406 SH SOLE 6,406 CEPHALON INC NOTE 2.000% 6/0 156708AP4 26,827 17,500,000 PRN SOLE NONE CF INDS HLDGS INC COM 125269100 275 1,800 SH SOLE 1,800 CHECK POINT SOFTWARE TECH LT ORD M22465104 234 9,900 SH SOLE 9,900 CHEMTURA CORP COM 163893100 78 13,440 SH SOLE 13,440 CHEVRON CORP NEW COM 166764100 358 3,610 SH SOLE 3,610 CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 5,831 3,500,000 PRN SOLE NONE CHINA MOBILE LIMITED SPONSORED ADR 16941M109 11,716 175,000 SH PUT SOLE 175,000 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 11,723 175,100 SH CALL SOLE 175,100 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 6,354 94,900 SH SOLE 94,900 CHOICE HOTELS INTL INC COM 169905106 223 8,400 SH SOLE 8,400 CIENA CORP NOTE 0.875% 6/1 171779AE1 14,339 18,000,000 PRN SOLE NONE CIGNA CORP COM 125509109 221 6,246 SH SOLE 6,246 CISCO SYS INC COM 17275R102 7,876 338,600 SH SOLE 338,600 CIT GROUP INC COM 125581108 1,059 155,500 SH PUT SOLE 155,500 CIT GROUP INC COM 125581108 2,384 350,000 SH CALL SOLE 350,000 CITIGROUP INC COM 172967101 10,056 600,000 SH PUT SOLE 600,000 CITIGROUP INC COM 172967101 16,490 983,920 SH SOLE 983,920 CITIGROUP INC COM 172967101 43,579 2,600,200 SH CALL SOLE 2,600,200 CLEAR CHANNEL COMMUNICATIONS COM 184502102 263,303 7,480,203 SH SOLE 7,480,203 CME GROUP INC COM 12572Q105 2,146 5,600 SH CALL SOLE 5,600 COCA COLA CO COM 191216100 31,188 600,000 SH CALL SOLE 600,000 COHEN & STEERS DIV MJRS FDIN COM 19248G106 1,661 110,000 SH SOLE 110,000 COHEN & STEERS PREM INC RLTY COM 19247V104 178 11,818 SH SOLE 11,818 COHEN & STEERS REIT & PFD IN COM 19247X100 646 33,800 SH SOLE 33,800 COLGATE PALMOLIVE CO COM 194162103 1,638 23,700 SH SOLE 23,700 COLGATE PALMOLIVE CO COM 194162103 3,455 50,000 SH PUT SOLE 50,000 COMMUNITY HEALTH SYS INC NEW COM 203668108 207 6,274 SH SOLE 6,274 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 238 9,700 SH SOLE 9,700 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 247 12,200 SH SOLE 12,200 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 6,502 181,528 SH SOLE 181,528 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 14,328 400,000 SH PUT SOLE 400,000 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 5,176 144,500 SH CALL SOLE 144,500 COMPUWARE CORP COM 205638109 209 21,909 SH SOLE 21,909 CONOCOPHILLIPS COM 20825C104 398 4,217 SH SOLE 4,217 CONOCOPHILLIPS COM 20825C104 3,870 41,000 SH CALL SOLE 41,000 CONSOL ENERGY INC COM 20854P109 15,229 135,522 SH SOLE 135,522 CONVERGYS CORP COM 212485106 729 49,057 SH SOLE 49,057 COOPER INDS LTD CL A G24182100 257 6,506 SH SOLE 6,506 COPANO ENERGY L L C COM UNITS 217202100 27,089 980,981 SH SOLE 980,981 CORNING INC COM 219350105 2,455 106,488 SH SOLE 106,488 CORNING INC COM 219350105 4,380 190,000 SH PUT SOLE 190,000 CORNING INC COM 219350105 4,380 190,000 SH CALL SOLE 190,000 COUNTRYWIDE FINANCIAL CORP COM 222372104 988 232,500 SH PUT SOLE 232,500 COUNTRYWIDE FINANCIAL CORP COM 222372104 1,275 300,000 SH CALL SOLE 300,000 COUNTRYWIDE FINANCIAL CORP COM 222372104 2,231 524,974 SH SOLE 524,974 CROWN CASTLE INTL CORP COM 228227104 217 5,600 SH SOLE 5,600 CUBIST PHARMACEUTICALS INC COM 229678107 289 16,176 SH SOLE 16,176 CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1 232806AK5 8,256 7,125,000 PRN SOLE NONE D R HORTON INC COM 23331A109 2,068 190,600 SH SOLE 190,600 D R HORTON INC COM 23331A109 5,425 500,000 SH PUT SOLE 500,000 DARLING INTL INC COM 237266101 207 12,500 SH SOLE 12,500 DELL INC COM 24702R101 13,128 600,000 SH CALL SOLE 600,000 DENDREON CORP COM 24823Q107 3,934 884,000 SH PUT SOLE 884,000 DENTSPLY INTL INC NEW COM 249030107 220 5,975 SH SOLE 5,975 DIODES INC NOTE 2.250%10/0 254543AA9 13,186 13,500,000 PRN SOLE NONE DIONEX CORP COM 254546104 277 4,178 SH SOLE 4,178 DIRECTV GROUP INC COM 25459L106 617 23,800 SH SOLE 23,800 DIRECTV GROUP INC COM 25459L106 6,744 260,300 SH PUT SOLE 260,300 DIRECTV GROUP INC COM 25459L106 2,863 110,500 SH CALL SOLE 110,500 DISH NETWORK CORP CL A 25470M109 2,055 70,200 SH PUT SOLE 70,200 DISH NETWORK CORP CL A 25470M109 264 9,000 SH SOLE 9,000 DNP SELECT INCOME FD COM 23325P104 1,183 113,538 SH SOLE 113,538 DOLBY LABORATORIES INC COM 25659T107 532 13,196 SH SOLE 13,196 DOMTAR CORP COM 257559104 61 11,239 SH SOLE 11,239 DONNELLEY R R & SONS CO COM 257867101 221 7,454 SH SOLE 7,454 DPL INC COM 233293109 250 9,470 SH SOLE 9,470 DREMAN/CLAYMORE DIVID & INC COM 26153R100 306 24,091 SH SOLE 24,091 DRESS BARN INC COM 261570105 188 14,030 SH SOLE 14,030 DTE ENERGY CO COM 233331107 225 5,310 SH SOLE 5,310 DU PONT E I DE NEMOURS & CO COM 263534109 247 5,760 SH SOLE 5,760 DUN & BRADSTREET CORP DEL NE COM 26483E100 263 3,000 SH SOLE 3,000 DWS RREEF REAL ESTATE FD II COM 23338X102 241 20,907 SH SOLE 20,907 DWS RREEF REAL ESTATE FD INC COM 233384106 231 14,315 SH SOLE 14,315 DYNEGY INC DEL CL A 26817G102 249 29,093 SH SOLE 29,093 E M C CORP MASS NOTE 1.750%12/0 268648AM4 38,005 33,250,000 PRN SOLE NONE EARTHLINK INC NOTE 3.250%11/1 270321AA0 10,981 9,500,000 PRN SOLE NONE EATON VANCE FLTING RATE INC COM 278279104 1,787 123,164 SH SOLE 123,164 EATON VANCE LTD DUR INCOME F COM 27828H105 2,181 150,706 SH SOLE 150,706 EATON VANCE SR FLTNG RTE TR COM 27828Q105 1,310 91,622 SH SOLE 91,622 EATON VANCE TAX ADVT DIV INC COM 27828G107 278 12,010 SH SOLE 12,010 EATON VANCE TX MGD DIV EQ IN COM 27828N102 898 58,950 SH SOLE 58,950 EATON VANCE TXMGD GL BUYWR O COM 27829C105 314 20,143 SH SOLE 20,143 EL PASO CORP COM 28336L109 8,153 375,000 SH PUT SOLE 375,000 EL PASO CORP COM 28336L109 3,478 160,000 SH CALL SOLE 160,000 EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 5,325 257,884 SH SOLE 257,884 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 21,190 21,350,000 PRN SOLE NONE ENDO PHARMACEUTICALS HLDGS I COM 29264F205 286 11,829 SH SOLE 11,829 ENI S P A SPONSORED ADR 26874R108 275 3,700 SH SOLE 3,700 ENSCO INTL INC COM 26874Q100 340 4,215 SH SOLE 4,215 EOG RES INC COM 26875P101 11,808 90,000 SH PUT SOLE 90,000 EQUIFAX INC COM 294429105 952 28,321 SH SOLE 28,321 EQUINIX INC COM NEW 29444U502 6,272 70,295 SH SOLE 70,295 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 4,780 5,000,000 PRN SOLE NONE EVEREST RE GROUP LTD COM G3223R108 218 2,734 SH SOLE 2,734 EVERGREEN GBL DIVID OPP FUND COM 30024H101 181 11,924 SH SOLE 11,924 EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y105 915 87,773 SH SOLE 87,773 EVERGREEN SOLAR INC COM 30033R108 3,876 400,000 SH SOLE 400,000 EXELON CORP COM 30161N101 229 2,550 SH SOLE 2,550 EXTERRAN HLDGS INC COM 30225X103 88,637 1,239,852 SH SOLE 1,239,852 FEDERAL HOME LN MTG CORP COM 313400301 188 11,486 SH SOLE 11,486 FEDERAL HOME LN MTG CORP COM 313400301 820 50,000 SH PUT SOLE 50,000 FIDELITY NATL INFORMATION SV COM 31620M106 4,798 130,000 SH SOLE 130,000 FIRST SOLAR INC COM 336433107 273 1,000 SH CALL SOLE 1,000 FIRST TR/FOUR CRNRS SR FLOAT COM 33733U108 698 49,145 SH SOLE 49,145 FLAHERTY & CRMN/CLYMR PFD SE COM SHS 338478100 878 63,017 SH SOLE 63,017 FLAHERTY & CRMRN CLYMRE T R COM 338479108 1,192 79,544 SH SOLE 79,544 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 34,417 47,615,000 PRN SOLE NONE FREEPORT-MCMORAN COPPER & GO COM 35671D857 34,255 292,300 SH CALL SOLE 292,300 FREEPORT-MCMORAN COPPER & GO COM 35671D857 77,824 664,082 SH SOLE 664,082 FREEPORT-MCMORAN COPPER & GO COM 35671D857 166,093 1,417,300 SH PUT SOLE 1,417,300 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 15,055 89,700 SH SOLE 89,700 GABELLI GLB GLD NAT RES & IN COM SHS BN INT 36244N109 2,980 100,000 SH SOLE 100,000 GATX CORP COM 361448103 532 12,000 SH SOLE 12,000 GENENTECH INC COM NEW 368710406 26,565 350,000 SH CALL SOLE 350,000 GENERAL ELECTRIC CO COM 369604103 12,011 450,000 SH PUT SOLE 450,000 GENERAL ELECTRIC CO COM 369604103 9,324 349,362 SH SOLE 349,362 GENERAL MTRS CORP COM 370442105 2,875 250,000 SH CALL SOLE 250,000 GENERAL MTRS CORP COM 370442105 4,840 420,900 SH PUT SOLE 420,900 GENERAL MTRS CORP DEB SR CV C 33 370442717 24,699 1,847,350 SH SOLE 1,847,350 GENESCO INC COM 371532102 214 6,945 SH SOLE 6,945 GENZYME CORP COM 372917104 10,594 147,100 SH SOLE 147,100 GIGAMEDIA LTD ORD Y2711Y104 187 15,700 SH SOLE 15,700 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 158 12,500 SH CALL SOLE 12,500 GOOGLE INC CL A 38259P508 5,317 10,100 SH CALL SOLE 10,100 GRACO INC COM 384109104 221 5,800 SH SOLE 5,800 GRAFTECH INTL LTD COM 384313102 212 7,898 SH SOLE 7,898 GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 8,668 9,500,000 PRN SOLE NONE GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 10,453 13,000,000 PRN SOLE NONE GRILL CONCEPTS INC COM NEW 398502203 587 272,791 SH SOLE 272,791 HALLIBURTON CO COM 406216101 10,855 204,550 SH SOLE 204,550 HALLIBURTON CO COM 406216101 27,862 525,000 SH PUT SOLE 525,000 HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T105 2,605 288,200 SH SOLE 288,200 HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 1,597 109,000 SH SOLE 109,000 HASBRO INC COM 418056107 223 6,235 SH SOLE 6,235 HEALTH MGMT ASSOC INC NEW CL A 421933102 224 34,413 SH SOLE 34,413 HEALTHSOUTH CORP COM NEW 421924309 203 12,200 SH SOLE 12,200 HERBALIFE LTD COM USD SHS G4412G101 272 7,017 SH SOLE 7,017 HERCULES OFFSHORE INC NOTE 3.375% 6/0 427093AA7 2,989 2,850,000 PRN SOLE NONE HIGHLAND CR STRATEGIES FD COM 43005Q107 1,201 89,735 SH SOLE 89,735 HITTITE MICROWAVE CORP COM 43365Y104 5,074 142,456 SH SOLE 142,456 HOLOGIC INC FRNT 2.000%12/1 436440AA9 25,575 30,000,000 PRN SOLE NONE HOME DEPOT INC COM 437076102 2,782 118,800 SH SOLE 118,800 HOME DEPOT INC COM 437076102 5,855 250,000 SH PUT SOLE 250,000 HOME DEPOT INC COM 437076102 5,855 250,000 SH CALL SOLE 250,000 HSBC HLDGS PLC SPON ADR NEW 404280406 18,408 240,000 SH PUT SOLE 240,000 HSBC HLDGS PLC SPON ADR NEW 404280406 18,408 240,000 SH CALL SOLE 240,000 HSBC HLDGS PLC SPON ADR NEW 404280406 4,383 57,150 SH SOLE 57,150 HUBBELL INC CL B 443510201 266 6,679 SH SOLE 6,679 HUMANA INC COM 444859102 214 5,390 SH SOLE 5,390 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 20,390 10,000,000 PRN SOLE NONE IMPERIAL OIL LTD COM NEW 453038408 226 4,100 SH SOLE 4,100 IMS HEALTH INC COM 449934108 205 8,800 SH SOLE 8,800 INDIA FD INC COM 454089103 1,388 39,219 SH SOLE 39,219 INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 13,466 13,150,000 PRN SOLE NONE ING CLARION GLB RE EST INCM COM 44982G104 309 23,268 SH SOLE 23,268 ING PRIME RATE TR SH BEN INT 44977W106 966 168,663 SH SOLE 168,663 INNERWORKINGS INC COM 45773Y105 4,675 390,884 SH SOLE 390,884 INTEL CORP COM 458140100 3,963 184,500 SH SOLE 184,500 INTERNATIONAL BUSINESS MACHS COM 459200101 925 7,800 SH SOLE 7,800 INTERNATIONAL BUSINESS MACHS COM 459200101 5,334 45,000 SH PUT SOLE 45,000 INTL PAPER CO COM 460146103 234 10,062 SH SOLE 10,062 IRON MTN INC COM 462846106 941 35,442 SH SOLE 35,442 ISHARES TR RUSL 2000 GROW 464287648 573 7,500 SH SOLE 7,500 ITT CORP NEW COM 450911102 211 3,338 SH SOLE 3,338 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 258 11,200 SH SOLE 11,200 JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735107 292 64,011 SH SOLE 64,011 JP MORGAN CHASE & CO COM 46625H100 4,689 136,652 SH SOLE 136,652 JP MORGAN CHASE & CO COM 46625H100 8,234 240,000 SH PUT SOLE 240,000 JP MORGAN CHASE & CO COM 46625H100 8,234 240,000 SH CALL SOLE 240,000 K V PHARMACEUTICAL CO CL A 482740206 276 14,295 SH SOLE 14,295 KAYNE ANDERSON ENRGY TTL RT COM 48660P104 2,225 76,255 SH SOLE 76,255 KB HOME COM 48666K109 1,016 60,000 SH SOLE 60,000 KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 17,398 17,077,000 PRN SOLE NONE KINDER MORGAN MANAGEMENT LLC SHS 49455U100 24,788 460,309 SH SOLE 460,309 KKR FINANCIAL HLDGS LLC COM 48248A306 3,560 339,075 SH SOLE 339,075 KULICKE & SOFFA INDS INC COM 501242101 176 24,089 SH SOLE 24,089 LABORATORY CORP AMER HLDGS COM NEW 50540R409 216 3,100 SH SOLE 3,100 LEHMAN BROS HLDGS INC COM 524908100 7,944 401,000 SH PUT SOLE 401,000 LEHMAN BROS HLDGS INC COM 524908100 9,905 500,000 SH CALL SOLE 500,000 LENNAR CORP CL A 526057104 201 16,271 SH SOLE 16,271 LENNOX INTL INC COM 526107107 213 7,368 SH SOLE 7,368 LEXMARK INTL NEW CL A 529771107 269 8,038 SH SOLE 8,038 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 9,169 1,562,036 SH SOLE 1,562,036 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 9,764 402,984 SH SOLE 402,984 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 65,865 3,500,000 SH PUT SOLE 3,500,000 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 18,943 1,283,400 SH SOLE 1,283,400 LIVE NATION INC COM 538034109 8,371 791,203 SH SOLE 791,203 LMP CORPORATE LN FD INC COM 50208B100 1,361 125,000 SH SOLE 125,000 LORILLARD INC COM 544147101 13,210 191,000 SH SOLE 191,000 M D C HLDGS INC COM 552676108 352 9,000 SH SOLE 9,000 MACYS INC COM 55616P104 500 25,750 SH SOLE 25,750 MADDEN STEVEN LTD COM 556269108 244 13,256 SH SOLE 13,256 MADISON CLAYMORE CALL &EQTY COM 556582104 1,528 152,165 SH SOLE 152,165 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 73,426 2,056,762 SH SOLE 2,056,762 MASSEY ENERGY CORP COM 576206106 9,375 100,000 SH PUT SOLE 100,000 MCDERMOTT INTL INC COM 580037109 229 3,700 SH SOLE 3,700 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 10,706 10,000,000 PRN SOLE NONE MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 53,071 49,900,000 PRN SOLE NONE MEDTRONIC INC COM 585055106 3,954 76,400 SH SOLE 76,400 MEDTRONIC INC COM 585055106 12,938 250,000 SH PUT SOLE 250,000 MERRILL LYNCH & CO INC COM 590188108 850 26,811 SH SOLE 26,811 MERRILL LYNCH & CO INC COM 590188108 6,342 200,000 SH PUT SOLE 200,000 METROPCS COMMUNICATIONS INC COM 591708102 1,814 102,452 SH SOLE 102,452 METTLER TOLEDO INTERNATIONAL COM 592688105 235 2,474 SH SOLE 2,474 MFS INTER INCOME TR SH BEN INT 55273C107 181 28,980 SH SOLE 28,980 MICROSOFT CORP COM 594918104 8,253 300,000 SH PUT SOLE 300,000 MICROSOFT CORP COM 594918104 6,165 224,100 SH SOLE 224,100 MIDWAY GAMES INC COM 598148104 167 76,100 SH SOLE 76,100 MORGAN STANLEY EMERG MKT DOM COM 617477104 2,355 154,532 SH SOLE 154,532 MULTIMEDIA GAMES INC COM 625453105 2,536 573,717 SH SOLE 573,717 MYLAN INC PFD CONV 628530206 14,811 17,000 SH SOLE 17,000 NASDAQ OMX GROUP INC COM 631103108 219 8,238 SH SOLE 8,238 NATIONAL SEMICONDUCTOR CORP COM 637640103 6,809 331,500 SH CALL SOLE 331,500 NBTY INC COM 628782104 224 7,000 SH SOLE 7,000 NCR CORP NEW COM 62886E108 323 12,800 SH SOLE 12,800 NETEASE COM INC SPONSORED ADR 64110W102 248 11,400 SH SOLE 11,400 NEWMONT MINING CORP COM 651639106 1,742 33,400 SH SOLE 33,400 NEWMONT MINING CORP COM 651639106 13,040 250,000 SH PUT SOLE 250,000 NEWMONT MINING CORP COM 651639106 610 11,700 SH CALL SOLE 11,700 NICHOLAS-APPLEGATE CV & INC COM 65370F101 299 25,228 SH SOLE 25,228 NORTHROP GRUMMAN CORP COM 666807102 219 3,281 SH SOLE 3,281 NRG ENERGY INC COM NEW 629377508 5,803 135,277 SH SOLE 135,277 NUSTAR ENERGY LP UNIT COM 67058H102 22,349 471,600 SH SOLE 471,600 NUTRI SYS INC NEW COM 67069D108 247 17,500 SH SOLE 17,500 NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 2,047 170,000 SH SOLE 170,000 NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM102 5,591 364,260 SH SOLE 364,260 NUVEEN EQUITY PREM & GROWTH COM 6706EW100 2,859 186,000 SH SOLE 186,000 NUVEEN EQUITY PREM ADV FD COM 6706ET107 3,607 235,000 SH SOLE 235,000 NUVEEN EQUITY PREM INCOME FD COM 6706ER101 2,110 141,200 SH SOLE 141,200 NUVEEN FLOATING RATE INCOME COM 67072T108 4,900 453,714 SH SOLE 453,714 NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 275 25,905 SH SOLE 25,905 NUVEEN INSD MUN OPPORTUNITY COM 670984103 535 41,320 SH SOLE 41,320 NUVEEN MULTI STRAT INC & GR COM 67073B106 260 26,990 SH SOLE 26,990 NUVEEN MULTI STRAT INC GR FD COM SHS 67073D102 3,751 380,000 SH SOLE 380,000 NUVEEN MUN VALUE FD INC COM 670928100 707 73,411 SH SOLE 73,411 NUVEEN QUALITY PFD INCOME FD COM 67071S101 620 65,649 SH SOLE 65,649 NUVEEN QUALITY PFD INCOME FD COM 67072C105 386 38,513 SH SOLE 38,513 NUVEEN SR INCOME FD COM 67067Y104 2,652 400,000 SH SOLE 400,000 NUVEEN TAX ADV FLTG RATE FUN COM 6706EV102 977 135,181 SH SOLE 135,181 NVR INC COM 62944T105 300 600 SH SOLE 600 NYMEX HOLDINGS INC COM 62948N104 76,218 902,200 SH SOLE 902,200 NYSE EURONEXT COM 629491101 12,665 250,000 SH CALL SOLE 250,000 OCCIDENTAL PETE CORP DEL COM 674599105 301 3,350 SH SOLE 3,350 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 111,205 500,000 SH PUT SOLE 500,000 ON ASSIGNMENT INC COM 682159108 699 87,135 SH SOLE 87,135 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 14,240 13,000,000 PRN SOLE NONE ONEOK INC NEW COM 682680103 227 4,650 SH SOLE 4,650 ORACLE CORP COM 68389X105 515 24,500 SH PUT SOLE 24,500 ORACLE CORP COM 68389X105 6,300 300,000 SH CALL SOLE 300,000 OVERSEAS SHIPHOLDING GROUP I COM 690368105 284 3,568 SH SOLE 3,568 PACKAGING CORP AMER COM 695156109 214 9,972 SH SOLE 9,972 PAETEC HOLDING CORP COM 695459107 5,523 869,705 SH SOLE 869,705 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 222 13,300 SH SOLE 13,300 PATTERSON COMPANIES INC COM 703395103 206 6,999 SH SOLE 6,999 PDL BIOPHARMA INC COM 69329Y104 247 23,282 SH SOLE 23,282 PENN NATL GAMING INC COM 707569109 21,499 668,700 SH CALL SOLE 668,700 PENN NATL GAMING INC COM 707569109 16,827 523,405 SH SOLE 523,405 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 275 11,000 SH SOLE 11,000 PERFICIENT INC COM 71375U101 4,833 500,312 SH SOLE 500,312 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 7,083 100,000 SH PUT SOLE 100,000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,268 17,900 SH SOLE 17,900 PETROLEUM & RES CORP COM 716549100 439 10,068 SH SOLE 10,068 PFIZER INC COM 717081103 4,257 243,700 SH SOLE 243,700 PFIZER INC COM 717081103 5,241 300,000 SH PUT SOLE 300,000 PHILIP MORRIS INTL INC COM 718172109 365 7,399 SH SOLE 7,399 PIMCO CORPORATE INCOME FD COM 72200U100 364 25,799 SH SOLE 25,799 PIMCO FLOATING RATE INCOME F COM 72201H108 1,109 77,530 SH SOLE 77,530 PIMCO FLOATING RATE STRTGY F COM 72201J104 190 14,348 SH SOLE 14,348 PIMCO HIGH INCOME FD COM SHS 722014107 314 26,253 SH SOLE 26,253 PIMCO STRATEGIC GBL GOV FD I COM 72200X104 289 29,465 SH SOLE 29,465 PIONEER DIV HIGH INCOME TRUS COM BENE INTER 723653101 3,872 200,000 SH SOLE 200,000 PIONEER FLOATING RATE TR COM 72369J102 4,649 337,615 SH SOLE 337,615 PIONEER HIGH INCOME TR COM 72369H106 1,308 93,522 SH SOLE 93,522 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 22,555 500,000 SH SOLE 500,000 POLARIS INDS INC COM 731068102 242 6,000 SH SOLE 6,000 PPL CORP COM 69351T106 213 4,079 SH SOLE 4,079 PRAXAIR INC COM 74005P104 221 2,350 SH SOLE 2,350 PROS HOLDINGS INC COM 74346Y103 4,346 387,006 SH SOLE 387,006 PRUDENTIAL FINL INC COM 744320102 1,219 20,400 SH SOLE 20,400 PUBLIC SVC ENTERPRISE GROUP COM 744573106 230 5,004 SH SOLE 5,004 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 172 15,968 SH SOLE 15,968 QLOGIC CORP COM 747277101 330 22,584 SH SOLE 22,584 QUALCOMM INC COM 747525103 8,208 185,000 SH SOLE 185,000 QWEST COMMUNICATIONS INTL IN COM 749121109 66 16,800 SH SOLE 16,800 RAMBUS INC DEL COM 750917106 5,362 281,200 SH SOLE 281,200 RAMBUS INC DEL COM 750917106 19,070 1,000,000 SH CALL SOLE 1,000,000 RED ROBIN GOURMET BURGERS IN COM 75689M101 2,610 94,100 SH SOLE 94,100 RELIANCE STEEL & ALUMINUM CO COM 759509102 210 2,718 SH SOLE 2,718 RELIANT ENERGY INC COM 75952B105 249 11,722 SH SOLE 11,722 REPUBLIC SVCS INC COM 760759100 218 7,350 SH SOLE 7,350 RISKMETRICS GROUP INC COM 767735103 3,437 175,000 SH SOLE 175,000 ROYCE VALUE TR INC COM 780910105 345 21,981 SH SOLE 21,981 RYLAND GROUP INC COM 783764103 4,318 198,000 SH SOLE 198,000 S&P 500 COVERED CALL FD INC COM 78381P109 160 10,739 SH SOLE 10,739 SAIC INC COM 78390X101 208 9,991 SH SOLE 9,991 SANDRIDGE ENERGY INC COM 80007P307 75,744 1,172,868 SH SOLE 1,172,868 SASOL LTD SPONSORED ADR 803866300 248 4,200 SH SOLE 4,200 SEACOR HOLDINGS INC COM 811904101 253 2,822 SH SOLE 2,822 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 59,329 2,200,000 SH PUT SOLE 2,200,000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 8,905 442,378 SH SOLE 442,378 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 29,134 700,000 SH PUT SOLE 700,000 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 12,486 300,000 SH CALL SOLE 300,000 SEMGROUP ENERGY PARTNERS L P COM UNIT LP 81662W108 4,435 175,000 SH SOLE 175,000 SIERRA WIRELESS INC COM 826516106 228 15,600 SH SOLE 15,600 SIX FLAGS INC COM 83001P109 288 250,000 SH SOLE 250,000 SKECHERS U S A INC CL A 830566105 200 10,100 SH SOLE 10,100 SONOSITE INC NOTE 3.750% 7/1 83568GAA2 11,880 12,000,000 PRN SOLE NONE SOUTHERN COPPER CORP COM 84265V105 220 2,061 SH SOLE 2,061 SPRINT NEXTEL CORP COM SER 1 852061100 268 28,203 SH SOLE 28,203 STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 16,608 18,250,000 PRN SOLE NONE STONE ENERGY CORP COM 861642106 315 4,784 SH SOLE 4,784 SUCCESSFACTORS INC COM 864596101 4,294 392,148 SH SOLE 392,148 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 16,459 14,250,000 PRN SOLE NONE TARGET CORP COM 87612E106 1,841 39,600 SH SOLE 39,600 TARGET CORP COM 87612E106 27,894 600,000 SH PUT SOLE 600,000 TARGET CORP COM 87612E106 25,570 550,000 SH CALL SOLE 550,000 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 247 9,900 SH SOLE 9,900 TEMPLETON EMERG MKTS INCOME COM 880192109 212 15,649 SH SOLE 15,649 TEMPLETON RUS AND EAST EUR F COM 88022F105 1,560 26,817 SH SOLE 26,817 TENET HEALTHCARE CORP COM 88033G100 106 19,102 SH SOLE 19,102 TERADATA CORP DEL COM 88076W103 315 13,599 SH SOLE 13,599 TERRA INDS INC COM 880915103 281 5,700 SH SOLE 5,700 TEXAS INSTRS INC COM 882508104 8,704 309,100 SH SOLE 309,100 TEXAS INSTRS INC COM 882508104 13,798 490,000 SH PUT SOLE 490,000 TEXAS INSTRS INC COM 882508104 13,798 490,000 SH CALL SOLE 490,000 THAI FD INC COM 882904105 1,367 126,575 SH SOLE 126,575 THINK PARTNERSHIP INC COM 88409N101 1,072 2,437,118 SH SOLE 2,437,118 THOMPSON CREEK METALS CO INC COM 884768102 199 10,200 SH SOLE 10,200 TIFFANY & CO NEW COM 886547108 204 5,000 SH SOLE 5,000 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 9,586 9,000,000 PRN SOLE NONE TIMKEN CO COM 887389104 203 6,159 SH SOLE 6,159 TOLL BROTHERS INC COM 889478103 2,098 112,000 SH SOLE 112,000 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 22,221 19,500,000 PRN SOLE NONE TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 41,715 36,875,000 PRN SOLE NONE TRUEBLUE INC COM 89785X101 169 12,800 SH SOLE 12,800 ULTIMATE SOFTWARE GROUP INC COM 90385D107 6,293 176,614 SH SOLE 176,614 UNITED PARCEL SERVICE INC CL B 911312106 1,193 19,400 SH SOLE 19,400 UNITED PARCEL SERVICE INC CL B 911312106 9,417 153,200 SH PUT SOLE 153,200 US BANCORP DEL COM NEW 902973304 9,762 350,000 SH PUT SOLE 350,000 VALERO ENERGY CORP NEW COM 91913Y100 1,318 32,000 SH CALL SOLE 32,000 VAN KAMPEN DYNAMIC CR OPPORT COM 921166104 3,870 271,604 SH SOLE 271,604 VAN KAMPEN SENIOR INCOME TR COM 920961109 7,506 1,298,664 SH SOLE 1,298,664 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 271 7,787 SH SOLE 7,787 VENOCO INC COM 92275P307 11,846 510,400 SH SOLE 510,400 VERIGY LTD SHS Y93691106 261 11,500 SH SOLE 11,500 VIROPHARMA INC COM 928241108 275 24,900 SH SOLE 24,900 VISA INC COM CL A 92826C839 22,759 279,900 SH SOLE 279,900 VISTAPRINT LIMITED SHS G93762204 7,912 295,671 SH SOLE 295,671 VOCUS INC COM 92858J108 1,572 48,872 SH SOLE 48,872 W & T OFFSHORE INC COM 92922P106 232 3,968 SH SOLE 3,968 W & T OFFSHORE INC COM 92922P106 17,553 300,000 SH PUT SOLE 300,000 WACHOVIA CORP NEW COM 929903102 208 13,420 SH SOLE 13,420 WAL MART STORES INC COM 931142103 843 15,000 SH PUT SOLE 15,000 WAL MART STORES INC COM 931142103 19,670 350,000 SH CALL SOLE 350,000 WASTE MGMT INC DEL COM 94106L109 581 15,400 SH SOLE 15,400 WELLCARE HEALTH PLANS INC COM 94946T106 389 10,747 SH SOLE 10,747 WESCO INTL INC COM 95082P105 208 5,200 SH SOLE 5,200 WESTERN ASSET CLYM INFL OPP COM 95766R104 11,464 934,317 SH SOLE 934,317 WESTERN ASSET CLYM INFL SEC COM SH BEN INT 95766Q106 6,156 496,859 SH SOLE 496,859 WESTERN ASSET HIGH INCM OPP COM 95766K109 432 76,653 SH SOLE 76,653 WESTERN ASSET INFL MGMT FD I COM 95766U107 1,964 116,357 SH SOLE 116,357 WESTERN DIGITAL CORP COM 958102105 287 8,300 SH SOLE 8,300 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 13,480 800,000 SH SOLE 800,000 WORKSTREAM INC COM 981402100 415 2,186,303 SH SOLE 2,186,303 XILINX INC DBCV 3.125% 3/1 983919AD3 97,100 103,961,000 PRN SOLE NONE YAHOO INC COM 984332106 44,378 2,148,000 SH CALL SOLE 2,148,000 ZWEIG TOTAL RETURN FD INC COM 989837109 268 60,693 SH SOLE 60,693
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