UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2010
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: GLG Partners, Inc.
Address: 390 Park Avenue, 20th Floor
New York, NY 10022
13F File Number: 028-13068
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: Alejandro San Miguel
Title: General Counsel and Corporate Secretary
Phone: 212-224-7200
Signature, Place, and Date of Signing:
/s/ Alejandro San Miguel New York, NY August 13, 2010
CERTAIN SECTION 13(F) SECURITIES HAVE BEEN OMITTED FROM THIS REPORT BECAUSE
THOSE SECURITIES ARE PART OF THE LEHMAN BANKRUPTCY AND THEREFORE THE
INSTITUTIONAL INVESTMENT MANAGER FILING THIS FORM 13F (GLG) DOES NOT HAVE
INVESTMENT DISCRETION OVER THOSE SECURITIES.
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 568
Form 13F Information Table Value Total: $3,609,682 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
No. 13F File Number Name
01 028-10979 GLG Partners LP
02 028-13070 GLG Inc.
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 3950 50000 SH CALL DEFINED 01 50000 0 0
3M CO COM 88579Y101 8018 101512 SH DEFINED 01 101512 0 0
ABBOTT LABS COM 002824100 526 11238 SH DEFINED 01 11238 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 12713 328916 SH DEFINED 01 328916 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6570 170000 SH CALL DEFINED 01 170000 0 0
ACE LTD SHS H0023R105 2795 54285 SH DEFINED 01 54285 0 0
ACME PACKET INC COM 004764106 672 25000 SH DEFINED 01 25000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2151 42869 SH DEFINED 01 42869 0 0
AERCAP HOLDINGS NV SHS N00985106 7751 746738 SH DEFINED 01 746738 0 0
AES CORP COM 00130H105 2293 248201 SH DEFINED 01 248201 0 0
AETNA INC NEW COM 00817Y108 4454 168852 SH DEFINED 01 168852 0 0
AFFORDABLE RESIDENTIAL CMNTY NOTE 7.500% 8/1 00828UAB9 13290 12825000 PRN DEFINED 01 12825000 0 0
AFLAC INC COM 001055102 2469 57866 SH DEFINED 01 57866 0 0
AIR PRODS & CHEMS INC COM 009158106 1802 27800 SH DEFINED 01 27800 0 0
AIRCASTLE LTD COM G0129K104 4098 522079 SH DEFINED 01 522079 0 0
AIRGAS INC COM 009363102 43500 699363 SH DEFINED 01 699363 0 0
AK STL HLDG CORP COM 001547108 765 64141 SH DEFINED 01 64141 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1490 36715 SH DEFINED 01 36715 0 0
ALBEMARLE CORP COM 012653101 2428 61155 SH DEFINED 01 61155 0 0
ALCOA INC COM 013817101 7805 775823 SH DEFINED 01 775823 0 0
ALCON INC COM SHS H01301102 32157 217000 SH CALL DEFINED 01 217000 0 0
ALCON INC COM SHS H01301102 73479 495846 SH DEFINED 01 495846 0 0
ALIGN TECHNOLOGY INC COM 016255101 4219 283700 SH DEFINED 01 283700 0 0
ALLEGHENY ENERGY INC COM 017361106 566 27368 SH DEFINED 01 27368 0 0
ALLERGAN INC COM 018490102 2595 44540 SH DEFINED 01 44540 0 0
ALLERGAN INC COM 018490102 3030 52000 SH CALL DEFINED 01 52000 0 0
ALLIANT ENERGY CORP COM 018802108 533 16797 SH DEFINED 01 16797 0 0
ALLSTATE CORP COM 020002101 2380 82856 SH DEFINED 01 82856 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 3877 114455 SH DEFINED 01 114455 0 0
ALUMINA LTD SPONSORED ADR 022205108 1509 300000 SH DEFINED 01 300000 0 0
AMAZON COM INC COM 023135106 5755 52673 SH DEFINED 01 52673 0 0
AMEREN CORP COM 023608102 872 36674 SH DEFINED 01 36674 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 10046 211500 SH DEFINED 01 211500 0 0
AMERICAN EXPRESS CO COM 025816109 3382 85178 SH DEFINED 01 85178 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 2141 48986 SH DEFINED 01 48986 0 0
AMERICAN TOWER CORP CL A 029912201 2732 61389 SH DEFINED 01 61389 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 951 46165 SH DEFINED 01 46165 0 0
AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 2159 2500000 PRN DEFINED 01 2500000 0 0
AMERIPRISE FINL INC COM 03076C106 1830 50641 SH DEFINED 01 50641 0 0
AMGEN INC COM 031162100 17314 329169 SH DEFINED 01 329169 0 0
AMGEN INC NOTE 0.375% 2/0 031162AQ3 29680 29980000 PRN DEFINED 01 29980000 0 0
AMR CORP NOTE 6.250%10/1 001765BC9 11969 12500000 PRN DEFINED 01 12500000 0 0
ANADARKO PETE CORP COM 032511107 4892 135543 SH DEFINED 01 135543 0 0
ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 5112 5000000 PRN DEFINED 01 5000000 0 0
ANNTAYLOR STORES CORP COM 036115103 1627 100000 SH CALL DEFINED 01 100000 0 0
APACHE CORP COM 037411105 10344 122870 SH DEFINED 01 122870 0 0
APPLE INC COM 037833100 60733 241456 SH DEFINED 01 241456 0 0
APPLIED MATLS INC COM 038222105 2582 214833 SH DEFINED 01 214833 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 7088 6000000 PRN DEFINED 01 6000000 0 0
ARCH COAL INC COM 039380100 2229 112500 SH DEFINED 01 112500 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1997 77324 SH DEFINED 01 77324 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 9238 9750000 PRN DEFINED 01 9750000 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 588 31250 SH DEFINED 01 31250 0 0
ARQULE INC COM 04269E107 543 126300 SH DEFINED 01 126300 0 0
AT&T INC COM 00206R102 1516 62672 SH DEFINED 01 62672 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 1180 132937 SH DEFINED 01 132937 0 0
AUTOLIV INC COM 052800109 374 7819 SH DEFINED 01 7819 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3137 77923 SH DEFINED 01 77923 0 0
AUTOZONE INC COM 053332102 2611 13512 SH DEFINED 01 13512 0 0
AVON PRODS INC COM 054303102 908 34259 SH DEFINED 01 34259 0 0
BAIDU INC SPON ADR REP A 056752108 600 8820 SH DEFINED 01 8820 0 0
BAKER HUGHES INC COM 057224107 5050 121474 SH DEFINED 01 121474 0 0
BALL CORP COM 058498106 1675 31709 SH DEFINED 01 31709 0 0
BALTIC TRADING LIMITED COM Y0553W103 3212 282487 SH DEFINED 01 282487 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 3739 362000 SH DEFINED 01 362000 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 953 14200 SH DEFINED 01 14200 0 0
BANK OF AMERICA CORPORATION COM 060505104 42294 2943242 SH DEFINED 01 2943242 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 5862 237416 SH DEFINED 01 237416 0 0
BARCLAYS BK PLC IPATH S&P ST ETN 06740C527 2184 70000 SH DEFINED 01 70000 0 0
BAXTER INTL INC COM 071813109 3742 92084 SH DEFINED 01 92084 0 0
BE AEROSPACE INC COM 073302101 5609 220567 SH DEFINED 01 220567 0 0
BECKMAN COULTER INC COM 075811109 1031 17100 SH CALL DEFINED 01 17100 0 0
BECTON DICKINSON & CO COM 075887109 2636 38979 SH DEFINED 01 38979 0 0
BED BATH & BEYOND INC COM 075896100 3333 89886 SH DEFINED 01 89886 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 5400 45 SH DEFINED 01 45 0 0
BEST BUY INC COM 086516101 4213 124415 SH DEFINED 01 124415 0 0
BIOGEN IDEC INC COM 09062X103 1415 29826 SH DEFINED 01 29826 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 5406 5000000 PRN DEFINED 01 5000000 0 0
BIOMIMETIC THERAPEUTICS INC COM 09064X101 15886 1428616 SH DEFINED 01 1428616 0 0
BLACKROCK CORPOR HI YLD FD V COM 09255P107 9306 877900 SH DEFINED 01 877900 0 0
BLACKROCK CREDIT ALL INC TR COM 092508100 13814 1155000 SH DEFINED 01 1155000 0 0
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 8999 560000 SH DEFINED 01 560000 0 0
BLACKROCK MUNIHOLDINGS N Y I COM 09255C106 8568 600000 SH DEFINED 01 600000 0 0
BMC SOFTWARE INC COM 055921100 661 19074 SH DEFINED 01 19074 0 0
BOEING CO COM 097023105 3312 52784 SH DEFINED 01 52784 0 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 17659 17000000 PRN DEFINED 01 17000000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1362 234846 SH DEFINED 01 234846 0 0
BRE PROPERTIES INC NOTE 4.125% 8/1 05564EBH8 8500 8500000 PRN DEFINED 01 8500000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 8416 337467 SH DEFINED 01 337467 0 0
BROADCOM CORP CL A 111320107 16260 493175 SH DEFINED 01 493175 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1509 27106 SH DEFINED 01 27106 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 8921 371567 SH DEFINED 01 371567 0 0
CABOT OIL & GAS CORP COM 127097103 450 14365 SH DEFINED 01 14365 0 0
CALIX INC COM 13100M509 568 55398 SH DEFINED 01 55398 0 0
CALPINE CORP COM NEW 131347304 701 55133 SH DEFINED 01 55133 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1306 40150 SH DEFINED 01 40150 0 0
CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 2800 2500000 PRN DEFINED 01 2500000 0 0
CAMPBELL SOUP CO COM 134429109 1537 42898 SH DEFINED 01 42898 0 0
CAMPBELL SOUP CO COM 134429109 12540 350000 SH CALL DEFINED 01 350000 0 0
CAPITAL ONE FINL CORP COM 14040H105 2015 50000 SH DEFINED 01 50000 0 0
CAPITALSOURCE INC COM 14055X102 119 25000 SH DEFINED 01 25000 0 0
CARDINAL HEALTH INC COM 14149Y108 3980 118409 SH DEFINED 01 118409 0 0
CAREER EDUCATION CORP COM 141665109 9784 425000 SH PUT DEFINED 01 425000 0 0
CAREER EDUCATION CORP COM 141665109 23273 1011000 SH CALL DEFINED 01 1011000 0 0
CAREER EDUCATION CORP COM 141665109 26452 1149099 SH DEFINED 01 1149099 0 0
CAREFUSION CORP COM 14170T101 651 28700 SH DEFINED 01 28700 0 0
CATERPILLAR INC DEL COM 149123101 5746 95661 SH DEFINED 01 95661 0 0
CELGENE CORP COM 151020104 3185 62681 SH DEFINED 01 62681 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1525 157671 SH DEFINED 01 157671 0 0
CENTERPOINT ENERGY INC COM 15189T107 1318 100118 SH DEFINED 01 100118 0 0
CENTRAL EUROPEAN DIST CORP COM 153435102 1719 80383 SH DEFINED 01 80383 0 0
CEPHALON INC COM 156708109 646 11390 SH DEFINED 01 11390 0 0
CEPHALON INC NOTE 2.500% 5/0 156708AR0 6330 6000000 PRN DEFINED 01 6000000 0 0
CF INDS HLDGS INC COM 125269100 3791 59753 SH DEFINED 01 59753 0 0
CHARLES RIV LABS INTL INC COM 159864107 2575 75264 SH DEFINED 01 75264 0 0
CHARM COMMUNICATIONS INC ADR SHS CL A 16112R101 1933 255730 SH DEFINED 01 255730 0 0
CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE9 16032 26500000 PRN DEFINED 01 26500000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 580 27708 SH DEFINED 01 27708 0 0
CHEVRON CORP NEW COM 166764100 2414 35567 SH DEFINED 01 35567 0 0
CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 25536 31285000 PRN DEFINED 01 31285000 0 0
CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 2158 205300 SH PUT DEFINED 01 205300 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 370 4600 SH DEFINED 01 4600 0 0
CHURCH & DWIGHT INC COM 171340102 741 11812 SH DEFINED 01 11812 0 0
CIMAREX ENERGY CO COM 171798101 1042 14556 SH DEFINED 01 14556 0 0
CISCO SYS INC COM 17275R102 46257 2170669 SH DEFINED 01 2170669 0 0
CIT GROUP INC COM NEW 125581801 8497 250941 SH DEFINED 01 250941 0 0
CITIGROUP INC COM 172967101 16374 4354722 SH DEFINED 01 4354722 0 0
CITIGROUP INC UNIT 99/99/9999 172967416 2908 25711 SH DEFINED 01 25711 0 0
CLEARWIRE CORP NEW CL A 18538Q105 2292 314876 SH DEFINED 01 314876 0 0
CLECO CORP NEW COM 12561W105 1188 45000 SH DEFINED 01 45000 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 1033 21910 SH DEFINED 01 21910 0 0
CLOROX CO DEL COM 189054109 14631 235369 SH DEFINED 01 235369 0 0
CME GROUP INC COM 12572Q105 2529 8983 SH DEFINED 01 8983 0 0
CMS ENERGY CORP COM 125896100 4157 283787 SH DEFINED 01 283787 0 0
CNOOC LTD SPONSORED ADR 126132109 248 1456 SH DEFINED 01 1456 0 0
COCA COLA CO COM 191216100 17912 357392 SH DEFINED 01 357392 0 0
CODEXIS INC COM 192005106 2816 321514 SH DEFINED 01 321514 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5186 103587 SH DEFINED 01 103587 0 0
COLGATE PALMOLIVE CO COM 194162103 6198 78701 SH DEFINED 01 78701 0 0
COMCAST CORP NEW CL A 20030N101 8030 462300 SH DEFINED 01 462300 0 0
COMERICA INC COM 200340107 1048 28464 SH DEFINED 01 28464 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 1818 26153 SH DEFINED 01 26153 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 5876 400000 SH DEFINED 01 400000 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 4486 11964000 PRN DEFINED 01 11964000 0 0
COMPUTER SCIENCES CORP COM 205363104 1158 25592 SH DEFINED 01 25592 0 0
CONOCOPHILLIPS COM 20825C104 6895 140464 SH DEFINED 01 140464 0 0
CONSOL ENERGY INC COM 20854P109 4569 135352 SH DEFINED 01 135352 0 0
CONSOLIDATED EDISON INC COM 209115104 3975 92223 SH DEFINED 01 92223 0 0
COOPER INDUSTRIES PLC SHS G24140108 1217 27669 SH DEFINED 01 27669 0 0
CORNING INC COM 219350105 5291 327639 SH DEFINED 01 327639 0 0
COSTCO WHSL CORP NEW COM 22160K105 3835 69949 SH DEFINED 01 69949 0 0
COVIDIEN PLC SHS G2554F105 3206 79796 SH DEFINED 01 79796 0 0
CROWN CASTLE INTL CORP COM 228227104 439 11786 SH DEFINED 01 11786 0 0
CROWN HOLDINGS INC COM 228368106 685 27375 SH DEFINED 01 27375 0 0
CSX CORP COM 126408103 3214 64758 SH DEFINED 01 64758 0 0
CUMMINS INC COM 231021106 2056 31569 SH DEFINED 01 31569 0 0
CVS CAREMARK CORPORATION COM 126650100 6543 223153 SH DEFINED 01 223153 0 0
D R HORTON INC COM 23331A109 737 75000 SH DEFINED 01 75000 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 18745 18445000 PRN DEFINED 01 18445000 0 0
DANAHER CORP DEL COM 235851102 3014 81200 SH DEFINED 01 81200 0 0
DEERE & CO COM 244199105 5210 93564 SH DEFINED 01 93564 0 0
DELL INC COM 24702R101 6754 560062 SH DEFINED 01 560062 0 0
DELL INC COM 24702R101 12060 1000000 SH CALL DEFINED 01 1000000 0 0
DENBURY RES INC COM NEW 247916208 3440 235005 SH DEFINED 01 235005 0 0
DENTSPLY INTL INC NEW COM 249030107 658 21989 SH DEFINED 01 21989 0 0
DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 353 14000 SH DEFINED 01 14000 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 4794 5000000 PRN DEFINED 01 5000000 0 0
DEVON ENERGY CORP NEW COM 25179M103 6867 112718 SH DEFINED 01 112718 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2445 39322 SH DEFINED 01 39322 0 0
DIRECTV COM CL A 25490A101 5009 147663 SH DEFINED 01 147663 0 0
DISCOVER FINL SVCS COM 254709108 13871 992221 SH DEFINED 01 992221 0 0
DISH NETWORK CORP CL A 25470M109 808 44523 SH DEFINED 01 44523 0 0
DISNEY WALT CO COM DISNEY 254687106 2226 70667 SH DEFINED 01 70667 0 0
DOLAN CO COM 25659P402 3548 319103 SH DEFINED 01 319103 0 0
DOLLAR GEN CORP NEW COM 256677105 1595 57912 SH DEFINED 01 57912 0 0
DOLLAR TREE INC COM 256746108 2298 55203 SH DEFINED 01 55203 0 0
DOVER CORP COM 260003108 2704 64701 SH DEFINED 01 64701 0 0
DPL INC COM 233293109 239 10000 SH DEFINED 01 10000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 3949 114158 SH DEFINED 01 114158 0 0
DUKE ENERGY CORP NEW COM 26441C105 1552 97019 SH DEFINED 01 97019 0 0
DUKE REALTY CORP COM NEW 264411505 472 41595 SH DEFINED 01 41595 0 0
E M C CORP MASS COM 268648102 7322 400098 SH DEFINED 01 400098 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 39835 31480000 PRN DEFINED 01 31480000 0 0
EBAY INC COM 278642103 1545 78776 SH DEFINED 01 78776 0 0
EDISON INTL COM 281020107 4130 130195 SH DEFINED 01 130195 0 0
EL PASO CORP COM 28336L109 2533 227995 SH DEFINED 01 227995 0 0
ENDEAVOR INTL CORP INC NOTE 6.000% 1/1 29257MAB6 4425 5000000 PRN DEFINED 01 5000000 0 0
ENERGEN CORP COM 29265N108 441 9954 SH DEFINED 01 9954 0 0
ENERGIZER HLDGS INC COM 29266R108 594 11812 SH DEFINED 01 11812 0 0
ENTERGY CORP NEW COM 29364G103 2745 38329 SH DEFINED 01 38329 0 0
ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 13406 11000000 PRN DEFINED 01 11000000 0 0
EOG RES INC COM 26875P101 3896 39608 SH DEFINED 01 39608 0 0
EQT CORP COM 26884L109 1006 27847 SH DEFINED 01 27847 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1482 35579 SH DEFINED 01 35579 0 0
ERICSSON L M TEL CO ADR B SEK 10 294821608 3773 342343 SH DEFINED 01 342343 0 0
EVERGREEN SOLAR INC NOTE 4.000% 7/1 30033RAC2 1450 5000000 PRN DEFINED 01 5000000 0 0
EXPEDITORS INTL WASH INC COM 302130109 1157 33523 SH DEFINED 01 33523 0 0
EXPRESS SCRIPTS INC COM 302182100 3973 84489 SH DEFINED 01 84489 0 0
EXXON MOBIL CORP COM 30231G102 13115 229799 SH DEFINED 01 229799 0 0
F5 NETWORKS INC COM 315616102 769 11212 SH DEFINED 01 11212 0 0
FAMILY DLR STORES INC COM 307000109 4953 131425 SH DEFINED 01 131425 0 0
FEDEX CORP COM 31428X106 3148 44895 SH DEFINED 01 44895 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1545 57595 SH DEFINED 01 57595 0 0
FIFTH THIRD BANCORP COM 316773100 3368 274036 SH DEFINED 01 274036 0 0
FINANCIAL ENGINES INC COM 317485100 993 73029 SH DEFINED 01 73029 0 0
FINISAR CORP COM NEW 31787A507 1490 100000 SH DEFINED 01 100000 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 1639 104171 SH DEFINED 01 104171 0 0
FIRST SOLAR INC COM 336433107 817 7181 SH DEFINED 01 7181 0 0
FIRSTENERGY CORP COM 337932107 1124 31915 SH DEFINED 01 31915 0 0
FLOTEK INDS INC DEL NOTE 5.250% 2/1 343389AA0 1250 2000000 PRN DEFINED 01 2000000 0 0
FLUOR CORP NEW COM 343412102 1254 29511 SH DEFINED 01 29511 0 0
FMC TECHNOLOGIES INC COM 30249U101 892 16944 SH DEFINED 01 16944 0 0
FORD MTR CO DEL *W EXP 01/01/201 345370134 2340 750000 SH DEFINED 01 750000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4251 421772 SH DEFINED 01 421772 0 0
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 16218 13000000 PRN DEFINED 01 13000000 0 0
FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 26929 21500000 PRN DEFINED 01 21500000 0 0
FOREST LABS INC COM 345838106 1331 48536 SH DEFINED 01 48536 0 0
FOREST OIL CORP COM PAR $0.01 346091705 1852 67676 SH DEFINED 01 67676 0 0
FOSTER WHEELER AG COM H27178104 11792 559936 SH DEFINED 01 559936 0 0
FRANKLIN TEMPLETON LTD DUR I COM 35472T101 3070 251000 SH DEFINED 01 251000 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 12717 215075 SH DEFINED 01 215075 0 0
FRONTLINE LTD SHS G3682E127 351 12017 SH DEFINED 01 12017 0 0
GENERAL DYNAMICS CORP COM 369550108 1478 25245 SH DEFINED 01 25245 0 0
GENERAL ELECTRIC CO COM 369604103 1245 86359 SH DEFINED 01 86359 0 0
GENERAL MLS INC COM 370334104 5699 160440 SH DEFINED 01 160440 0 0
GENZYME CORP COM 372917104 2139 42139 SH DEFINED 01 42139 0 0
GERDAU S A SPONSORED ADR 373737105 2636 200000 SH DEFINED 01 200000 0 0
GILEAD SCIENCES INC COM 375558103 14649 427339 SH DEFINED 01 427339 0 0
GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 39510 35475000 PRN DEFINED 01 35475000 0 0
GLG PARTNERS INC COM 37929X107 5736 1309664 SH DEFINED 01 1309664 0 0
GLG PARTNERS INC UNIT 12/28/2011 37929X206 396 90200 SH DEFINED 01 90200 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 899 150309 SH DEFINED 01 150309 0 0
GLOBALSTAR INC COM 378973408 154 100000 SH DEFINED 01 100000 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 2925 2500000 PRN DEFINED 01 2500000 0 0
GOLDEN MINERALS CO COM 381119106 748 91772 SH DEFINED 01 91772 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 10618 80885 SH DEFINED 01 80885 0 0
GOODRICH CORP COM 382388106 1553 23434 SH DEFINED 01 23434 0 0
GOODRICH PETE CORP COM NEW 382410405 2704 225374 SH DEFINED 01 225374 0 0
GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 3988 5000000 PRN DEFINED 01 5000000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1988 200000 SH CALL DEFINED 01 200000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1484 149311 SH DEFINED 01 149311 0 0
GOOGLE INC CL A 38259P508 32107 72159 SH DEFINED 01 72159 0 0
GRAFTECH INTL LTD COM 384313102 1627 111261 SH DEFINED 01 111261 0 0
GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 20805 26503000 PRN DEFINED 01 26503000 0 0
GREAT PLAINS ENERGY INC UNIT 06/15/2042 391164803 5892 100552 SH DEFINED 01 100552 0 0
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 2524 145000 SH DEFINED 01 145000 0 0
GT SOLAR INTL INC COM 3623E0209 2533 452288 SH DEFINED 01 452288 0 0
HALLIBURTON CO COM 406216101 4833 196873 SH DEFINED 01 196873 0 0
HANSEN NAT CORP COM 411310105 541 13824 SH DEFINED 01 13824 0 0
HARLEY DAVIDSON INC COM 412822108 1948 87614 SH DEFINED 01 87614 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2758 124643 SH DEFINED 01 124643 0 0
HASBRO INC COM 418056107 16187 393847 SH DEFINED 01 393847 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 252 1760 SH DEFINED 01 1760 0 0
HECKMANN CORP *W EXP 11/09/201 422680116 212 491960 SH DEFINED 01 491960 0 0
HEINZ H J CO COM 423074103 4022 93056 SH DEFINED 01 93056 0 0
HELMERICH & PAYNE INC COM 423452101 612 16762 SH DEFINED 01 16762 0 0
HESS CORP COM 42809H107 2244 44571 SH DEFINED 01 44571 0 0
HEWLETT PACKARD CO COM 428236103 13371 308939 SH DEFINED 01 308939 0 0
HOLOGIC INC COM 436440101 570 40943 SH DEFINED 01 40943 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 2128 2500000 PRN DEFINED 01 2500000 0 0
HOME DEPOT INC COM 437076102 6311 224845 SH DEFINED 01 224845 0 0
HONEYWELL INTL INC COM 438516106 6272 160686 SH DEFINED 01 160686 0 0
HOSPIRA INC COM 441060100 1460 25418 SH DEFINED 01 25418 0 0
HUNT J B TRANS SVCS INC COM 445658107 980 30000 SH DEFINED 01 30000 0 0
ICICI BK LTD ADR 45104G104 2075 57421 SH DEFINED 01 57421 0 0
ILLINOIS TOOL WKS INC COM 452308109 2660 64449 SH DEFINED 01 64449 0 0
ILLUMINA INC COM 452327109 789 18126 SH DEFINED 01 18126 0 0
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 696 11620 SH DEFINED 01 11620 0 0
INTEL CORP COM 458140100 18310 941379 SH DEFINED 01 941379 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 1043 62808 SH DEFINED 01 62808 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 1070 9464 SH DEFINED 01 9464 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3664 29675 SH DEFINED 01 29675 0 0
INTEROIL CORP COM 460951106 8400 189146 SH DEFINED 01 189146 0 0
INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1 460690BA7 5044 5000000 PRN DEFINED 01 5000000 0 0
INTUIT COM 461202103 1926 55381 SH DEFINED 01 55381 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1930 6116 SH DEFINED 01 6116 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 6494 324543 SH DEFINED 01 324543 0 0
INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 2772 2500000 PRN DEFINED 01 2500000 0 0
ISHARES INC MSCI BRAZIL 464286400 2801 45300 SH DEFINED 01 45300 0 0
ISHARES INC MSCI S KOREA 464286772 1001 22379 SH DEFINED 01 22379 0 0
ISHARES TR INDEX FTSE XNHUA IDX 464287184 2739 70000 SH DEFINED 01 70000 0 0
ISHARES TR INDEX MSCI EMERG MKT 464287234 19977 535300 SH DEFINED 01 535300 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 12411 689138 SH DEFINED 01 689138 0 0
ITT CORP NEW COM 450911102 1298 28902 SH DEFINED 01 28902 0 0
IVANHOE MINES LTD COM 46579N103 1416 109100 SH DEFINED 01 109100 0 0
JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 3480 4000000 PRN DEFINED 01 4000000 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 1333 135499 SH DEFINED 01 135499 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 2666 274880 SH DEFINED 01 274880 0 0
JOHNSON & JOHNSON COM 478160104 2529 42828 SH DEFINED 01 42828 0 0
JONES LANG LASALLE INC COM 48020Q107 4574 69683 SH DEFINED 01 69683 0 0
JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 3160 250000 SH DEFINED 01 250000 0 0
JPMORGAN CHASE & CO COM 46625H100 30491 832872 SH DEFINED 01 832872 0 0
KBR INC COM 48242W106 1996 98109 SH DEFINED 01 98109 0 0
KELLOGG CO COM 487836108 2130 42341 SH DEFINED 01 42341 0 0
KINETIC CONCEPTS INC COM NEW 49460W208 1847 50591 SH DEFINED 01 50591 0 0
KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 4850 5000000 PRN DEFINED 01 5000000 0 0
KLA-TENCOR CORP COM 482480100 439 15750 SH DEFINED 01 15750 0 0
KOHLS CORP COM 500255104 6046 127275 SH DEFINED 01 127275 0 0
KOHLS CORP COM 500255104 2375 50000 SH CALL DEFINED 01 50000 0 0
KRAFT FOODS INC CL A 50075N104 6329 226022 SH DEFINED 01 226022 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2026 26888 SH DEFINED 01 26888 0 0
LAM RESEARCH CORP COM 512807108 3863 101505 SH DEFINED 01 101505 0 0
LAMAR ADVERTISING CO CL A 512815101 1963 80048 SH DEFINED 01 80048 0 0
LEAP WIRELESS INTL INC COM NEW 521863308 1327 102227 SH DEFINED 01 102227 0 0
LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863AL4 2953 3500000 PRN DEFINED 01 3500000 0 0
LEAR CORP COM NEW 521865204 6012 90819 SH DEFINED 01 90819 0 0
LENNAR CORP CL A 526057104 3991 286917 SH DEFINED 01 286917 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 5.250%12/1 52729NBF6 6711 7000000 PRN DEFINED 01 7000000 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 227 14073 SH DEFINED 01 14073 0 0
LIBERTY ACQUISITION HLDGS CO COM 53015Y107 2482 250000 SH DEFINED 01 250000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 11094 25000000 PRN DEFINED 01 25000000 0 0
LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 4377 104448 SH DEFINED 01 104448 0 0
LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 28080 27000000 PRN DEFINED 01 27000000 0 0
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 1486 141544 SH DEFINED 01 141544 0 0
LILLY ELI & CO COM 532457108 810 24176 SH DEFINED 01 24176 0 0
LINCOLN EDL SVCS CORP COM 533535100 5228 253892 SH DEFINED 01 253892 0 0
LINCOLN NATL CORP IND COM 534187109 3777 155501 SH DEFINED 01 155501 0 0
LOCKHEED MARTIN CORP COM 539830109 3905 52418 SH DEFINED 01 52418 0 0
LOWES COS INC COM 548661107 3530 172859 SH DEFINED 01 172859 0 0
MACYS INC COM 55616P104 7215 403083 SH DEFINED 01 403083 0 0
MANPOWER INC COM 56418H100 2732 63272 SH DEFINED 01 63272 0 0
MARATHON OIL CORP COM 565849106 3586 115358 SH DEFINED 01 115358 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2824 54353 SH DEFINED 01 54353 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 54038 1040000 SH CALL DEFINED 01 1040000 0 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 327 10000 SH DEFINED 01 10000 0 0
MARRIOTT INTL INC NEW CL A 571903202 2894 96669 SH DEFINED 01 96669 0 0
MARTIN MARIETTA MATLS INC COM 573284106 7990 94212 SH DEFINED 01 94212 0 0
MASCO CORP COM 574599106 861 80025 SH DEFINED 01 80025 0 0
MASSEY ENERGY CORP COM 576206106 1260 46084 SH DEFINED 01 46084 0 0
MASTEC INC COM 576323109 400 42500 SH DEFINED 01 42500 0 0
MASTERCARD INC CL A 57636Q104 3197 16022 SH DEFINED 01 16022 0 0
MATTEL INC COM 577081102 1261 59591 SH DEFINED 01 59591 0 0
MCDERMOTT INTL INC COM 580037109 2636 121684 SH DEFINED 01 121684 0 0
MCGRAW HILL COS INC COM 580645109 6613 235000 SH DEFINED 01 235000 0 0
MCGRAW HILL COS INC COM 580645109 14070 500000 SH PUT DEFINED 01 500000 0 0
MCKESSON CORP COM 58155Q103 2894 43087 SH DEFINED 01 43087 0 0
MDU RES GROUP INC COM 552690109 521 28886 SH DEFINED 01 28886 0 0
MECHEL OAO SPONSORED ADR 583840103 807 44500 SH DEFINED 01 44500 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 4467 81101 SH DEFINED 01 81101 0 0
MEDTRONIC INC COM 585055106 7960 219457 SH DEFINED 01 219457 0 0
MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 4984 5000000 PRN DEFINED 01 5000000 0 0
MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 30075 30000000 PRN DEFINED 01 30000000 0 0
MERCK & CO INC NEW COM 58933Y105 2023 57846 SH DEFINED 01 57846 0 0
METALS USA HLDGS CORP COM 59132A104 9786 654580 SH DEFINED 01 654580 0 0
METLIFE INC COM 59156R108 5660 149900 SH DEFINED 01 149900 0 0
METROPCS COMMUNICATIONS INC COM 591708102 2080 253925 SH DEFINED 01 253925 0 0
MF GLOBAL LTD NOTE 9.000% 6/2 55276YAB2 28384 27500000 PRN DEFINED 01 27500000 0 0
MFA FINANCIAL INC COM 55272X102 1424 192410 SH DEFINED 01 192410 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 9251 9500000 PRN DEFINED 01 9500000 0 0
MICRON TECHNOLOGY INC COM 595112103 2438 287175 SH DEFINED 01 287175 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 15422 17500000 PRN DEFINED 01 17500000 0 0
MICROSOFT CORP COM 594918104 23318 1013404 SH DEFINED 01 1013404 0 0
MILLICOM INTL CELLULAR S A SHS NEW L6388F110 3182 39252 SH DEFINED 01 39252 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 3205 167250 SH DEFINED 01 167250 0 0
MONSANTO CO NEW COM 61166W101 4435 95952 SH DEFINED 01 95952 0 0
MORGAN STANLEY COM NEW 617446448 6504 280236 SH DEFINED 01 280236 0 0
MOSAIC CO COM 61945A107 13950 357873 SH DEFINED 01 357873 0 0
MOSAIC CO COM 61945A107 10135 260000 SH CALL DEFINED 01 260000 0 0
MOTOROLA INC COM 620076109 2407 369106 SH DEFINED 01 369106 0 0
MSCI INC CL A 55354G100 3345 122065 SH DEFINED 01 122065 0 0
MURPHY OIL CORP COM 626717102 1417 28601 SH DEFINED 01 28601 0 0
MYLAN INC COM 628530107 741 43480 SH DEFINED 01 43480 0 0
MYLAN INC PFD CONV 628530206 5301 5000 SH DEFINED 01 5000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 790 44827 SH DEFINED 01 44827 0 0
NATIONAL CINEMEDIA INC COM 635309107 968 58102 SH DEFINED 01 58102 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2391 72304 SH DEFINED 01 72304 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1764 35847 SH DEFINED 01 35847 0 0
NETAPP INC COM 64110D104 3534 94719 SH DEFINED 01 94719 0 0
NETAPP INC NOTE 1.750% 6/0 64110DAB0 6444 5000000 PRN DEFINED 01 5000000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1848 330000 SH DEFINED 01 330000 0 0
NEWCASTLE INVT CORP COM 65105M108 614 229186 SH DEFINED 01 229186 0 0
NEWFIELD EXPL CO COM 651290108 10295 210706 SH DEFINED 01 210706 0 0
NEWMONT MINING CORP COM 651639106 5998 97152 SH DEFINED 01 97152 0 0
NEWS CORP CL A 65248E104 6966 582414 SH DEFINED 01 582414 0 0
NEXTERA ENERGY INC COM 65339F101 4401 90250 SH DEFINED 01 90250 0 0
NII HLDGS INC CL B NEW 62913F201 1907 58634 SH DEFINED 01 58634 0 0
NIKE INC CL B 654106103 5594 82820 SH DEFINED 01 82820 0 0
NISOURCE INC COM 65473P105 643 44319 SH DEFINED 01 44319 0 0
NOBLE ENERGY INC COM 655044105 8120 134590 SH DEFINED 01 134590 0 0
NORDSTROM INC COM 655664100 5633 175000 SH DEFINED 01 175000 0 0
NORFOLK SOUTHERN CORP COM 655844108 2982 56203 SH DEFINED 01 56203 0 0
NORTH AMERN ENERGY PARTNERS COM 656844107 6955 787676 SH DEFINED 01 787676 0 0
NORTHEAST UTILS COM 664397106 1144 44905 SH DEFINED 01 44905 0 0
NPS PHARMACEUTICALS INC COM 62936P103 16756 2601810 SH DEFINED 01 2601810 0 0
NRG ENERGY INC COM NEW 629377508 830 39149 SH DEFINED 01 39149 0 0
NSTAR COM 67019E107 867 24764 SH DEFINED 01 24764 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2428 162432 SH DEFINED 01 162432 0 0
NUVEEN N Y INVT QUALITY MUN COM 67062X101 13180 960650 SH DEFINED 01 960650 0 0
O REILLY AUTOMOTIVE INC COM 686091109 2761 58052 SH DEFINED 01 58052 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 9720 125990 SH DEFINED 01 125990 0 0
OCEANEERING INTL INC COM 675232102 2055 45777 SH DEFINED 01 45777 0 0
ODYSSEY MARINE EXPLORATION I COM 676118102 3255 3254736 SH DEFINED 01 3254736 0 0
OLD REP INTL CORP COM 680223104 2769 228287 SH DEFINED 01 228287 0 0
OLD REP INTL CORP NOTE 8.000% 5/1 680223AF1 8645 7219000 PRN DEFINED 01 7219000 0 0
OMNICOM GROUP INC NOTE 7/3 681919AV8 5000 5000000 PRN DEFINED 01 5000000 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 3775 4000000 PRN DEFINED 01 4000000 0 0
ONEOK INC NEW COM 682680103 695 16079 SH DEFINED 01 16079 0 0
ORACLE CORP COM 68389X105 16234 756480 SH DEFINED 01 756480 0 0
PACTIV CORP COM 695257105 6857 246213 SH DEFINED 01 246213 0 0
PATTERSON COMPANIES INC COM 703395103 398 13953 SH DEFINED 01 13953 0 0
PEABODY ENERGY CORP COM 704549104 509 13000 SH DEFINED 01 13000 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1408 123918 SH DEFINED 01 123918 0 0
PEPCO HOLDINGS INC COM 713291102 487 31050 SH DEFINED 01 31050 0 0
PEPSICO INC COM 713448108 843 13830 SH DEFINED 01 13830 0 0
PETROHAWK ENERGY CORP COM 716495106 24431 1439654 SH DEFINED 01 1439654 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 6061 203390 SH DEFINED 01 203390 0 0
PFIZER INC COM 717081103 2508 175880 SH DEFINED 01 175880 0 0
PG&E CORP COM 69331C108 6023 146536 SH DEFINED 01 146536 0 0
PHILIP MORRIS INTL INC COM 718172109 337 7346 SH DEFINED 01 7346 0 0
PINNACLE WEST CAP CORP COM 723484101 2715 74664 SH DEFINED 01 74664 0 0
PIONEER NAT RES CO COM 723787107 1157 19457 SH DEFINED 01 19457 0 0
PLAINS EXPL& PRODTN CO COM 726505100 7549 366300 SH DEFINED 01 366300 0 0
PNC FINL SVCS GROUP INC COM 693475105 5461 96659 SH DEFINED 01 96659 0 0
POPULAR INC COM 733174106 49751 18563917 SH DEFINED 01 18563917 0 0
POPULAR INC COM 733174106 456 170000 SH CALL DEFINED 01 170000 0 0
POSCO SPONSORED ADR 693483109 3113 33000 SH DEFINED 01 33000 0 0
POTASH CORP SASK INC COM 73755L107 7150 82911 SH DEFINED 01 82911 0 0
POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B408 624 26000 SH DEFINED 01 26000 0 0
POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B408 37424 1560000 SH CALL DEFINED 01 1560000 0 0
PPL CORP COM 69351T106 12164 487522 SH DEFINED 01 487522 0 0
PRECISION CASTPARTS CORP COM 740189105 2246 21827 SH DEFINED 01 21827 0 0
PRICELINE COM INC COM NEW 741503403 1607 9100 SH DEFINED 01 9100 0 0
PRIDE INTL INC DEL COM 74153Q102 4595 205683 SH DEFINED 01 205683 0 0
PROCTER & GAMBLE CO COM 742718109 1141 19025 SH DEFINED 01 19025 0 0
PROGRESS ENERGY INC COM 743263105 6156 156969 SH DEFINED 01 156969 0 0
PROLOGIS NOTE 1.875%11/1 743410AR3 10300 11413000 PRN DEFINED 01 11413000 0 0
PROLOGIS NOTE 2.625% 5/1 743410AS1 81306 90340000 PRN DEFINED 01 90340000 0 0
PROLOGIS NOTE 3.250% 3/1 743410AY8 11312 12500000 PRN DEFINED 01 12500000 0 0
PROLOGIS SH BEN INT 743410102 753 74332 SH DEFINED 01 74332 0 0
PROSHARES TR PSHS ULTSHT FINL 74347R628 467 20000 SH DEFINED 01 20000 0 0
PROTECTIVE LIFE CORP COM 743674103 975 45561 SH DEFINED 01 45561 0 0
PRUDENTIAL FINL INC COM 744320102 8861 165133 SH DEFINED 01 165133 0 0
PUBLIC STORAGE COM 74460D109 1006 11444 SH DEFINED 01 11444 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1528 48778 SH DEFINED 01 48778 0 0
QUALCOMM INC COM 747525103 8385 255324 SH DEFINED 01 255324 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1265 25418 SH DEFINED 01 25418 0 0
QUESTAR CORP COM 748356102 1827 40157 SH DEFINED 01 40157 0 0
QWEST COMMUNICATIONS INTL IN COM 749121109 431 82005 SH DEFINED 01 82005 0 0
RANGE RES CORP COM 75281A109 963 23997 SH DEFINED 01 23997 0 0
RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 2609 2500000 PRN DEFINED 01 2500000 0 0
RED HAT INC COM 756577102 11433 395076 SH DEFINED 01 395076 0 0
RENESOLA LTD SPONS ADS 75971T103 597 100000 SH DEFINED 01 100000 0 0
ROBERT HALF INTL INC COM 770323103 527 22384 SH DEFINED 01 22384 0 0
ROCKWELL COLLINS INC COM 774341101 2985 56176 SH DEFINED 01 56176 0 0
RRI ENERGY INC COM 74971X107 378 99800 SH DEFINED 01 99800 0 0
SAFEWAY INC COM NEW 786514208 1966 100000 SH PUT DEFINED 01 100000 0 0
SALESFORCE COM INC COM 79466L302 2702 31482 SH DEFINED 01 31482 0 0
SANDISK CORP COM 80004C101 4971 118149 SH DEFINED 01 118149 0 0
SCANA CORP NEW COM 80589M102 2115 59153 SH DEFINED 01 59153 0 0
SCHEIN HENRY INC COM 806407102 756 13770 SH DEFINED 01 13770 0 0
SCHLUMBERGER LTD COM 806857108 12447 224922 SH DEFINED 01 224922 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3296 232420 SH DEFINED 01 232420 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2756 68307 SH DEFINED 01 68307 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 6230 125404 SH DEFINED 01 125404 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2762 200000 SH PUT DEFINED 01 200000 0 0
SEMPRA ENERGY COM 816851109 2983 63763 SH DEFINED 01 63763 0 0
SIGA TECHNOLOGIES INC COM 826917106 1540 200000 SH DEFINED 01 200000 0 0
SILVER WHEATON CORP COM 828336107 211 10513 SH DEFINED 01 10513 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3704 45864 SH DEFINED 01 45864 0 0
SMITH INTL INC COM 832110100 1458 38723 SH DEFINED 01 38723 0 0
SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 802 118500 SH DEFINED 01 118500 0 0
SONICWALL INC COM 835470105 13512 1150000 SH DEFINED 01 1150000 0 0
SONY CORP ADR NEW 835699307 10459 392000 SH DEFINED 01 392000 0 0
SONY CORP ADR NEW 835699307 10672 400000 SH PUT DEFINED 01 400000 0 0
SOTHEBYS COM 835898107 4574 200000 SH CALL DEFINED 01 200000 0 0
SOTHEBYS COM 835898107 11715 512236 SH DEFINED 01 512236 0 0
SOTHEBYS NOTE 3.125% 6/1 835898AC1 4875 5000000 PRN DEFINED 01 5000000 0 0
SOUTHERN CO COM 842587107 4184 125707 SH DEFINED 01 125707 0 0
SOUTHWESTERN ENERGY CO COM 845467109 6499 168182 SH DEFINED 01 168182 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 1491 12255 SH DEFINED 01 12255 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 60840 500000 SH CALL DEFINED 01 500000 0 0
SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 5161 50000 SH CALL DEFINED 01 50000 0 0
SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 108381 1050000 SH PUT DEFINED 01 1050000 0 0
SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 11760 113935 SH DEFINED 01 113935 0 0
SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 1892 50000 SH DEFINED 01 50000 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 11879 260000 SH PUT DEFINED 01 260000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 9330 239296 SH DEFINED 01 239296 0 0
SPECTRA ENERGY CORP COM 847560109 1954 97343 SH DEFINED 01 97343 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 4244 1000981 SH DEFINED 01 1000981 0 0
SPX CORP COM 784635104 1041 19713 SH DEFINED 01 19713 0 0
ST JUDE MED INC COM 790849103 1869 51794 SH DEFINED 01 51794 0 0
STANLEY BLACK & DECKER INC COM 854502101 1115 22077 SH DEFINED 01 22077 0 0
STAPLES INC COM 855030102 1196 62806 SH DEFINED 01 62806 0 0
STARBUCKS CORP COM 855244109 2500 102884 SH DEFINED 01 102884 0 0
STARWOOD PPTY TR INC COM 85571B105 230 13565 SH DEFINED 01 13565 0 0
STATE STR CORP COM 857477103 2594 76696 SH DEFINED 01 76696 0 0
STEEL DYNAMICS INC COM 858119100 964 73060 SH DEFINED 01 73060 0 0
STREAM GLOBAL SVCS INC *W EXP 10/17/201 86323M118 135 300000 SH DEFINED 01 300000 0 0
STRYKER CORP COM 863667101 2416 48266 SH DEFINED 01 48266 0 0
SUNCOR ENERGY INC NEW COM 867224107 1796 61000 SH DEFINED 01 61000 0 0
SUNOCO INC COM 86764P109 546 15702 SH DEFINED 01 15702 0 0
SUNPOWER CORP COM CL A 867652109 1186 98000 SH DEFINED 01 98000 0 0
SUNPOWER CORP COM CL B 867652307 2700 250000 SH DEFINED 01 250000 0 0
SUPERVALU INC COM 868536103 356 32847 SH DEFINED 01 32847 0 0
SYBASE INC COM 871130100 13255 205000 SH DEFINED 01 205000 0 0
SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 45762 44975000 PRN DEFINED 01 44975000 0 0
SYMETRA FINL CORP COM 87151Q106 1838 153133 SH DEFINED 01 153133 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 169 18788 SH DEFINED 01 18788 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 711 46482 SH DEFINED 01 46482 0 0
TECK RESOURCES LTD CL B 878742204 1185 40000 SH DEFINED 01 40000 0 0
TEMPLE INLAND INC COM 879868107 2652 128296 SH DEFINED 01 128296 0 0
TENARIS S A SPONSORED ADR 88031M109 1038 30000 SH DEFINED 01 30000 0 0
TENET HEALTHCARE CORP COM 88033G100 1085 250000 SH DEFINED 01 250000 0 0
TENNECO INC COM 880349105 6367 302312 SH DEFINED 01 302312 0 0
TEREX CORP NEW COM 880779103 11891 634507 SH DEFINED 01 634507 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5199 100000 SH CALL DEFINED 01 100000 0 0
TEXAS INSTRS INC COM 882508104 7394 317592 SH DEFINED 01 317592 0 0
TEXTRON INC COM 883203101 1991 117324 SH DEFINED 01 117324 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 3391 69143 SH DEFINED 01 69143 0 0
TIME WARNER INC COM NEW 887317303 4810 166388 SH DEFINED 01 166388 0 0
TJX COS INC NEW COM 872540109 6292 150000 SH CALL DEFINED 01 150000 0 0
TJX COS INC NEW COM 872540109 20924 498791 SH DEFINED 01 498791 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 39085 570000 SH CALL DEFINED 01 570000 0 0
TRANSATLANTIC HLDGS INC COM 893521104 3025 63063 SH DEFINED 01 63063 0 0
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 49929 59975000 PRN DEFINED 01 59975000 0 0
TRANSOCEAN LTD REG SHS H8817H100 2278 49166 SH DEFINED 01 49166 0 0
TRAVELERS COMPANIES INC COM 89417E109 4472 90805 SH DEFINED 01 90805 0 0
TREX CO INC NOTE 6.000% 7/0 89531PAA3 2803 2500000 PRN DEFINED 01 2500000 0 0
TUPPERWARE BRANDS CORP COM 899896104 1717 43076 SH DEFINED 01 43076 0 0
TYCO INTERNATIONAL LTD SHS H89128104 5290 150152 SH DEFINED 01 150152 0 0
UAL CORP NOTE 4.500% 6/3 902549AH7 21478 22000000 PRN DEFINED 01 22000000 0 0
ULTRA PETROLEUM CORP COM 903914109 4276 96631 SH DEFINED 01 96631 0 0
UNION PAC CORP COM 907818108 5357 77069 SH DEFINED 01 77069 0 0
UNITED DOMINION REALTY TR IN NOTE 4.000%12/1 910197AK8 5418 5358000 PRN DEFINED 01 5358000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 20877 366969 SH DEFINED 01 366969 0 0
UNITED STATES NATL GAS FUND UNIT 912318102 284 36643 SH DEFINED 01 36643 0 0
UNITED TECHNOLOGIES CORP COM 913017109 3852 59337 SH DEFINED 01 59337 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2929 60000 SH DEFINED 01 60000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 8863 312077 SH DEFINED 01 312077 0 0
US BANCORP DEL COM NEW 902973304 7238 323865 SH DEFINED 01 323865 0 0
USEC INC NOTE 3.000%10/0 90333EAC2 7250 10000000 PRN DEFINED 01 10000000 0 0
VALE S A ADR 91912E105 2805 115200 SH DEFINED 01 115200 0 0
VALE S A ADR 91912E105 6331 260000 SH PUT DEFINED 01 260000 0 0
VALE S A ADR REPSTG PFD 91912E204 13109 623653 SH DEFINED 01 623653 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1479 82241 SH DEFINED 01 82241 0 0
VALUECLICK INC COM 92046N102 400 37376 SH DEFINED 01 37376 0 0
VANDA PHARMACEUTICALS INC COM 921659108 496 75000 SH DEFINED 01 75000 0 0
VANTAGE DRILLING COMPANY *W EXP 05/24/201 G93205121 28 550000 SH DEFINED 01 550000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1127 40221 SH DEFINED 01 40221 0 0
VIACOM INC NEW CL B 92553P201 19178 611346 SH DEFINED 01 611346 0 0
VIMPELCOM LTD SPONSORED ADR 92719A106 421 26000 SH DEFINED 01 26000 0 0
VIRGIN MEDIA INC COM 92769L101 48464 2899782 SH DEFINED 01 2899782 0 0
VISA INC COM CL A 92826C839 6490 91735 SH DEFINED 01 91735 0 0
VIVUS INC COM 928551100 96 10000 SH DEFINED 01 10000 0 0
VMWARE INC CL A COM 928563402 20170 322261 SH DEFINED 01 322261 0 0
VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 7700 7690000 PRN DEFINED 01 7690000 0 0
VULCAN MATLS CO COM 929160109 872 19885 SH DEFINED 01 19885 0 0
WAL MART STORES INC COM 931142103 932 19386 SH DEFINED 01 19386 0 0
WALGREEN CO COM 931422109 2214 82907 SH DEFINED 01 82907 0 0
WALTER ENERGY INC COM 93317Q105 8627 141770 SH DEFINED 01 141770 0 0
WEATHERFORD INTERNATIONAL LT REG H27013103 7676 584208 SH DEFINED 01 584208 0 0
WEBMD CORP NOTE 3.125% 9/0 94769MAG0 12030 9075000 PRN DEFINED 01 9075000 0 0
WELLPOINT INC COM 94973V107 15583 318485 SH DEFINED 01 318485 0 0
WELLS FARGO & CO NEW COM 949746101 27378 1069467 SH DEFINED 01 1069467 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 12989 13944 SH DEFINED 01 13944 0 0
WEST COAST BANCORP ORE NEW COM 952145100 4134 1621301 SH DEFINED 01 1621301 0 0
WESTAR ENERGY INC COM 95709T100 794 36757 SH DEFINED 01 36757 0 0
WHOLE FOODS MKT INC COM 966837106 810 22495 SH DEFINED 01 22495 0 0
WILLIAMS COS INC DEL COM 969457100 1714 93787 SH DEFINED 01 93787 0 0
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 525 29500 SH DEFINED 01 29500 0 0
WISCONSIN ENERGY CORP COM 976657106 2690 53008 SH DEFINED 01 53008 0 0
XCEL ENERGY INC COM 98389B100 1479 71752 SH DEFINED 01 71752 0 0
XEROX CORP COM 984121103 1033 128465 SH DEFINED 01 128465 0 0
XILINX INC COM 983919101 995 39379 SH DEFINED 01 39379 0 0
YAHOO INC COM 984332106 5528 399739 SH DEFINED 01 399739 0 0
YUM BRANDS INC COM 988498101 3052 78175 SH DEFINED 01 78175 0 0
ZIMMER HLDGS INC COM 98956P102 1797 33254 SH DEFINED 01 33254 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 1400 200000 SH DEFINED 01 200000 0 0