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, 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: 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 14, 2008
* GLG INC. ACTS AS A SUB-ADVISOR TO GLG PARTNERS LP IN RESPECT OF CERTAIN
SECURITIES LISTED IN THE INFORMATION TABLE.
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
Form13F Information Table Entry Total: 465
Form13F Information Table Value Total: $3,325,500 (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 237 3400 SH DEFINED 01 3400 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 3824 908300 SH DEFINED 01 908300 0 0
ACERGY S A SPONSORED ADR 00443E104 15177 691111 SH DEFINED 01 691111 0 0
ADOBE SYS INC COM 00724F101 210 5200 SH DEFINED 01 5200 0 0
AERCAP HOLDINGS NV SHS N00985106 1051 85000 SH DEFINED 01 85000 0 0
AES CORP COM 00130H105 41693 2163608 SH DEFINED 01 2163608 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 210 4000 SH DEFINED 01 4000 0 0
AFFORDABLE RESIDENTIAL CMNTY NOTE 7.500% 8/1 00828UAB9 15134 14500000 PRN DEFINED 01 14500000 0 0
AK STL HLDG CORP COM 001547108 8842 134800 SH DEFINED 01 134800 0 0
AKEENA SOLAR INC DE COM 009720103 240 232242 SH DEFINED 01 232242 0 0
ALBERTO CULVER CO NEW COM 013078100 218 8390 SH DEFINED 01 8390 0 0
ALCOA INC COM 013817101 22257 646267 SH DEFINED 01 646267 0 0
ALCOA INC COM 013817101 755 1296200 SH CALL DEFINED 01 1296200 0 0
ALLEGHENY ENERGY INC COM 017361106 2174 43100 SH DEFINED 01 43100 0 0
ALLERGAN INC COM 018490102 1308 25000 SH DEFINED 01 25000 0 0
ALLERGAN INC NOTE 1.500% 4/0 018490AL6 15070 14200000 PRN DEFINED 01 14200000 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 16544 158600 SH DEFINED 01 158600 0 0
ALTERA CORP COM 021441100 226 11006 SH DEFINED 01 11006 0 0
ALTRIA GROUP INC COM 02209S103 264 13100 SH DEFINED 01 13100 0 0
AMAZON COM INC COM 023135106 1388 18856 SH DEFINED 01 18856 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 9113 174314 SH DEFINED 01 174314 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 2624 160000 SH DEFINED 01 160000 0 0
AMERICAN GREETINGS CORP CL A 026375105 162 13000 SH DEFINED 01 13000 0 0
AMERICAN OIL & GAS INC NEW COM 028723104 300 80378 SH DEFINED 01 80378 0 0
AMERICAN TOWER CORP CL A 029912201 11121 274056 SH DEFINED 01 274056 0 0
AMERICREDIT CORP COM 03060R101 429 118100 SH PUT DEFINED 01 118100 0 0
AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 3175 5000000 PRN DEFINED 01 5000000 0 0
AMGEN INC NOTE 0.375% 2/0 031162AQ3 18786 21500000 PRN DEFINED 01 21500000 0 0
AMR CORP NOTE 4.500% 2/1 001765BB1 8085 11000000 PRN DEFINED 01 11000000 0 0
ANADARKO PETE CORP COM 032511107 9059 121647 SH DEFINED 01 121647 0 0
ANHEUSER BUSCH COS INC COM 035229103 137444 2218980 SH DEFINED 01 2218980 0 0
ANHEUSER BUSCH COS INC COM 035229103 1720 400000 SH CALL DEFINED 01 400000 0 0
ANHEUSER BUSCH COS INC COM 035229103 210 700000 SH PUT DEFINED 01 700000 0 0
APACHE CORP COM 037411105 9577 67395 SH DEFINED 01 67395 0 0
APEX SILVER MINES LTD NOTE 2.875% 3/1 03760XAB7 2949 6500000 PRN DEFINED 01 6500000 0 0
APEX SILVER MINES LTD NOTE 4.000% 9/1 03760XAD3 1113 2500000 PRN DEFINED 01 2500000 0 0
APPLE INC COM 037833100 731 908500 SH PUT DEFINED 01 908500 0 0
ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 29729 685000 SH DEFINED 01 685000 0 0
ARVINMERITOR INC NOTE 4.625% 3/0 043353AF8 8675 10000000 PRN DEFINED 01 10000000 0 0
ASM INTL NV NOTE 5.250% 5/1 00207DAE2 36209 23323000 PRN DEFINED 01 23323000 0 0
ASSURED GUARANTY LTD COM G0585R106 6022 333800 SH DEFINED 01 333800 0 0
ATHEROGENICS INC NOTE 1.500% 2/0 047439AD6 200 2000000 PRN DEFINED 01 2000000 0 0
AUTOZONE INC COM 053332102 231 1900 SH DEFINED 01 1900 0 0
AVANEX CORP COM 05348W109 0 678336 SH DEFINED 01 678336 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 3102 600000 SH DEFINED 01 600000 0 0
BAKER HUGHES INC COM 057224107 6607 74600 SH DEFINED 01 74600 0 0
BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 12850 10000000 PRN DEFINED 01 10000000 0 0
BARR PHARMACEUTICALS INC COM 068306109 423 90000 SH CALL DEFINED 01 90000 0 0
BARRICK GOLD CORP COM 067901108 20643 445278 SH DEFINED 01 445278 0 0
BARRICK GOLD CORP COM 067901108 2720 400000 SH CALL DEFINED 01 400000 0 0
BAXTER INTL INC COM 071813109 270 4200 SH DEFINED 01 4200 0 0
BB&T CORP COM 054937107 223 9300 SH DEFINED 01 9300 0 0
BECTON DICKINSON & CO COM 075887109 216 2600 SH DEFINED 01 2600 0 0
BED BATH & BEYOND INC COM 075896100 23 50000 SH PUT DEFINED 01 50000 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 23354 22268000 PRN DEFINED 01 22268000 0 0
BIOFORM MEDICAL INC COM 09065G107 864 225000 SH DEFINED 01 225000 0 0
BIOMIMETIC THERAPEUTICS INC COM 09064X101 16347 1379506 SH DEFINED 01 1379506 0 0
BLOCK H & R INC COM 093671105 4558 211300 SH DEFINED 01 211300 0 0
BMB MUNAI INC COM 09656A105 10775 10000000 PRN DEFINED 01 10000000 0 0
BOOKHAM INC COM 09856E105 0 450000 SH DEFINED 01 450000 0 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 10112RAK0 23556 25500000 PRN DEFINED 01 25500000 0 0
BOSTON PRIVATE FINL HLDGS IN NOTE 3.000% 7/1 101119AB1 440 500000 PRN DEFINED 01 500000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 227 10880 SH DEFINED 01 10880 0 0
BROADCOM CORP CL A 111320107 345 12700 SH DEFINED 01 12700 0 0
BROWN FORMAN CORP CL B 115637209 226 3100 SH DEFINED 01 3100 0 0
BUNGE LIMITED COM G16962105 8192 77988 SH DEFINED 01 77988 0 0
CA INC COM 12673P105 7804 338140 SH DEFINED 01 338140 0 0
CANO PETE INC COM 137801106 1990 250000 SH DEFINED 01 250000 0 0
CAPITALSOURCE INC DBCV 4.000% 7/1 14055XAE2 6084 7500000 PRN DEFINED 01 7500000 0 0
CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 5169 5000000 PRN DEFINED 01 5000000 0 0
CELGENE CORP COM 151020104 222 3200 SH DEFINED 01 3200 0 0
CEPHALON INC NOTE 6/1 156708AK5 11713 10000000 PRN DEFINED 01 10000000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 2003 488553 SH DEFINED 01 488553 0 0
CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE9 5000 10000000 PRN DEFINED 01 10000000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2021 30000 SH DEFINED 01 30000 0 0
CHEVRON CORP NEW COM 166764100 17388 175496 SH DEFINED 01 175496 0 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 5317 135303 SH DEFINED 01 135303 0 0
CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 3941 2500000 PRN DEFINED 01 2500000 0 0
CIENA CORP COM NEW 171779309 13000 554351 SH DEFINED 01 554351 0 0
CIRCUIT CITY STORE INC COM 172737108 153 60000 SH DEFINED 01 60000 0 0
CISCO SYS INC COM 17275R102 13574 586359 SH DEFINED 01 586359 0 0
CIT GROUP INC COM 125581108 6445 729881 SH DEFINED 01 729881 0 0
CITIGROUP INC COM 172967101 27 76500 SH PUT DEFINED 01 76500 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 26400 750000 SH DEFINED 01 750000 0 0
CMS ENERGY CORP COM 125896100 17638 1182991 SH DEFINED 01 1182991 0 0
COCA COLA ENTERPRISES INC COM 191219104 225 13200 SH DEFINED 01 13200 0 0
COEUR D ALENE MINES CORP IDA COM 192108108 944 335861 SH DEFINED 01 335861 0 0
COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ1 10391 12500000 PRN DEFINED 01 12500000 0 0
COEUR D ALENE MINES CORP IDA NOTE 3.250% 3/1 192108AR9 1675 2000000 PRN DEFINED 01 2000000 0 0
COLGATE PALMOLIVE CO COM 194162103 6066 87411 SH DEFINED 01 87411 0 0
COMCAST CORP NEW CL A 20030N101 225 12000 SH DEFINED 01 12000 0 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 20399 331581 SH DEFINED 01 331581 0 0
COMPUWARE CORP COM 205638109 277 28900 SH DEFINED 01 28900 0 0
CONOCOPHILLIPS COM 20825C104 16698 176811 SH DEFINED 01 176811 0 0
CONSOL ENERGY INC COM 20854P109 9713 86762 SH DEFINED 01 86762 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 248 3000 SH DEFINED 01 3000 0 0
CONVERGYS CORP COM 212485106 239 16300 SH DEFINED 01 16300 0 0
COOPER TIRE & RUBR CO COM 216831107 201 25700 SH DEFINED 01 25700 0 0
CORINTHIAN COLLEGES INC COM 218868107 13441 1114500 SH DEFINED 01 1114500 0 0
CORNING INC COM 219350105 1074 47512 SH DEFINED 01 47512 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 34 121800 SH PUT DEFINED 01 121800 0 0
COUNTRYWIDE FINANCIAL CORP DBCV 5/1 222372AP9 3805 4000000 PRN DEFINED 01 4000000 0 0
CSG SYS INTL INC COM 126349109 268 65000 SH PUT DEFINED 01 65000 0 0
CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 2479 3000000 PRN DEFINED 01 3000000 0 0
CSX CORP COM 126408103 85156 1397601 SH DEFINED 01 1397601 0 0
CUMMINS INC COM 231021106 338 5200 SH DEFINED 01 5200 0 0
CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF1 4044 5000000 PRN DEFINED 01 5000000 0 0
CVS CAREMARK CORPORATION COM 126650100 3517 89709 SH DEFINED 01 89709 0 0
CYTOKINETICS INC COM 23282W100 5294 1419315 SH DEFINED 01 1419315 0 0
D R HORTON INC COM 23331A109 243 21800 SH DEFINED 01 21800 0 0
DANA HOLDING CORP COM 235825205 158 30000 SH DEFINED 01 30000 0 0
DANAHER CORP DEL COM 235851102 209 2700 SH DEFINED 01 2700 0 0
DARDEN RESTAURANTS INC COM 237194105 279 8700 SH DEFINED 01 8700 0 0
DEERE & CO COM 244199105 8576 116808 SH DEFINED 01 116808 0 0
DELL INC COM 24702R101 20455 922237 SH DEFINED 01 922237 0 0
DELTA PETE CORP COM NEW 247907207 438 64000 SH CALL DEFINED 01 64000 0 0
DELTA PETE CORP NOTE 3.750% 5/0 247907AD0 6668 6000000 PRN DEFINED 01 6000000 0 0
DEVON ENERGY CORP NEW COM 25179M103 357 2900 SH DEFINED 01 2900 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3493 25000 SH DEFINED 01 25000 0 0
DIEBOLD INC COM 253651103 12558 350000 SH DEFINED 01 350000 0 0
DILLARDS INC CL A 254067101 238 21900 SH DEFINED 01 21900 0 0
DISCOVERY HOLDING CO CL A COM 25468Y107 763 35700 SH DEFINED 01 35700 0 0
DISNEY WALT CO COM DISNEY 254687106 7813 251617 SH DEFINED 01 251617 0 0
DOLAN MEDIA CO COM 25659P402 11132 604363 SH DEFINED 01 604363 0 0
DOMINION RES INC VA NEW COM 25746U109 4541 95249 SH DEFINED 01 95249 0 0
DONNELLEY R R & SONS CO COM 257867101 208 7100 SH DEFINED 01 7100 0 0
DOW CHEM CO COM 260543103 232 6600 SH DEFINED 01 6600 0 0
DPL INC COM 233293109 20366 3500000 SH DEFINED 01 3500000 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 7132 346200 SH DEFINED 01 346200 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 5135 175000 SH DEFINED 01 175000 0 0
DRS TECHNOLOGIES INC COM 23330X100 33397 425000 SH DEFINED 01 425000 0 0
DRYSHIPS INC SHS Y2109Q101 6950 90277 SH DEFINED 01 90277 0 0
DTE ENERGY CO COM 233331107 274 6400 SH DEFINED 01 6400 0 0
E M C CORP MASS COM 268648102 2425 165500 SH DEFINED 01 165500 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AK8 16776 14700000 PRN DEFINED 01 14700000 0 0
E TRADE FINANCIAL CORP COM 269246104 120 37700 SH DEFINED 01 37700 0 0
EASTMAN CHEM CO COM 277432100 212 3100 SH DEFINED 01 3100 0 0
EASTMAN KODAK CO COM 277461109 2144 150000 SH DEFINED 01 150000 0 0
EBAY INC COM 278642103 2918 105199 SH DEFINED 01 105199 0 0
EDGE PETE CORP DEL COM 279862106 780 150000 SH DEFINED 01 150000 0 0
EDGE PETE CORP DEL PFD CONV A 279862205 1560 50000 SH DEFINED 01 50000 0 0
EL PASO CORP COM 28336L109 3660 169673 SH DEFINED 01 169673 0 0
ELECTRONIC DATA SYS NEW COM 285661104 31136 1262100 SH DEFINED 01 1262100 0 0
ELIXIR GAMING TECHNOLOGIES I COM 28661G105 1885 1625000 SH DEFINED 01 1625000 0 0
ENDEAVOR INTL CORP INC NOTE 6.000% 1/1 29257MAB6 3560 4000000 PRN DEFINED 01 4000000 0 0
ENERGY CONVERSION DEVICES IN COM 292659109 820 12020 SH DEFINED 01 12020 0 0
ENERGY EAST CORP COM 29266M109 1163 45650 SH DEFINED 01 45650 0 0
ENERSIS S A SPONSORED ADR 29274F104 742 48400 SH DEFINED 01 48400 0 0
ENSTAR GROUP LIMITED SHS G3075P101 1984 22000 SH DEFINED 01 22000 0 0
ENZON PHARMACEUTICALS INC COM 293904108 1800 250000 SH DEFINED 01 250000 0 0
ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 9363 10000000 PRN DEFINED 01 10000000 0 0
EQUINIX INC COM NEW 29444U502 1654 19242 SH DEFINED 01 19242 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 206 5400 SH DEFINED 01 5400 0 0
ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 16734 17500000 PRN DEFINED 01 17500000 0 0
EVERGREEN SOLAR INC COM 30033R108 1564 165111 SH DEFINED 01 165111 0 0
EXCEL MARITIME CARRIERS LTD COM V3267N107 926 25046 SH DEFINED 01 25046 0 0
EXELON CORP COM 30161N101 21490 237849 SH DEFINED 01 237849 0 0
EXXON MOBIL CORP COM 30231G102 306 130000 SH PUT DEFINED 01 130000 0 0
FEDERAL NATL MTG ASSN COM 313586109 250 12767 SH DEFINED 01 12767 0 0
FGX INTERNATIONAL HLDGS LTD ORD SHS G3396L102 4942 627900 SH DEFINED 01 627900 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 1301 100000 SH DEFINED 01 100000 0 0
FIFTH THIRD BANCORP COM 316773100 3714 350000 SH DEFINED 01 350000 0 0
FIRST SOLAR INC COM 336433107 708 2615 SH DEFINED 01 2615 0 0
FISERV INC COM 337738108 249 5500 SH DEFINED 01 5500 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 171 85300 SH PUT DEFINED 01 85300 0 0
FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 11843 16709000 PRN DEFINED 01 16709000 0 0
FORTUNE BRANDS INC COM 349631101 244 4500 SH DEFINED 01 4500 0 0
FOSTER WHEELER LTD SHS NEW G36535139 9850 131900 SH DEFINED 01 131900 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 47711 412900 SH DEFINED 01 412900 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1110 150000 SH PUT DEFINED 01 150000 0 0
FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 6210 37500 SH DEFINED 01 37500 0 0
FRONTLINE LTD SHS G3682E127 1376 20038 SH DEFINED 01 20038 0 0
GAMESTOP CORP NEW CL A 36467W109 238 5830 SH DEFINED 01 5830 0 0
GANNETT CO INC FRNT 7/1 364725AG6 39950 40000000 PRN DEFINED 01 40000000 0 0
GANNETT INC COM 364730101 252 12100 SH DEFINED 01 12100 0 0
GENAERA CORP COM NEW 36867G209 0 300000 SH DEFINED 01 300000 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 5688 93965 SH DEFINED 01 93965 0 0
GENERAL ELECTRIC CO COM 369604103 222 8168 SH DEFINED 01 8168 0 0
GENERAL MLS INC COM 370334104 207 3400 SH DEFINED 01 3400 0 0
GENERAL MTRS CORP DEB SR CONV B 370442733 6800 500000 SH DEFINED 01 500000 0 0
GENERAL MTRS CORP DEB SR CV C 33 370442717 6525 500000 SH DEFINED 01 500000 0 0
GENTIUM S P A SPONSORED ADR 37250B104 1189 331231 SH DEFINED 01 331231 0 0
GENZYME CORP COM 372917104 2007 226800 SH CALL DEFINED 01 226800 0 0
GILEAD SCIENCES INC COM 375558103 282 5400 SH DEFINED 01 5400 0 0
GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 15252 10750000 PRN DEFINED 01 10750000 0 0
GLG PARTNERS INC COM 37929X107 7870 1000000 SH DEFINED 01 1000000 0 0
GLG PARTNERS INC UNIT 12/28/2011 37929X206 3963 398300 SH DEFINED 01 398300 0 0
GLOBAL BPO SVCS CORP *W EXP 10/17/201 378981112 198 300000 SH DEFINED 01 300000 0 0
GLOBAL BPO SVCS CORP COM 378981104 2280 300000 SH DEFINED 01 300000 0 0
GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 9613 10000000 PRN DEFINED 01 10000000 0 0
GLOBAL INDS LTD COM 379336100 1494 85344 SH DEFINED 01 85344 0 0
GLOBAL SOURCES LTD ORD G39300101 197 13794 SH DEFINED 01 13794 0 0
GLOBALSTAR INC COM 378973408 3990 1400000 SH DEFINED 01 1400000 0 0
GOLDCORP INC NEW COM 380956409 31773 659738 SH DEFINED 01 659738 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 18921 107915 SH DEFINED 01 107915 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 254 14100 SH DEFINED 01 14100 0 0
GOOGLE INC CL A 38259P508 10130 18945 SH DEFINED 01 18945 0 0
GRANAHAN MCCOURT ACQ CORP *W EXP 10/18/201 385034111 261 724000 SH DEFINED 01 724000 0 0
GRANAHAN MCCOURT ACQ CORP COM 385034103 5840 717500 SH DEFINED 01 717500 0 0
GRANAHAN MCCOURT ACQ CORP UNIT 10/18/2010 385034202 5419 637500 SH DEFINED 01 637500 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 1748 75000 SH DEFINED 01 75000 0 0
GREY WOLF INC FRNT 4/0 397888AF5 11530 8000000 PRN DEFINED 01 8000000 0 0
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 20372 879607 SH DEFINED 01 879607 0 0
HANSEN NAT CORP COM 411310105 12732 453092 SH DEFINED 01 453092 0 0
HARLEY DAVIDSON INC COM 412822108 280 7600 SH DEFINED 01 7600 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 792 64000 SH DEFINED 01 64000 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 85 3570400 SH PUT DEFINED 01 3570400 0 0
HECKMANN CORP *W EXP 11/09/201 422680116 5250 1875000 SH DEFINED 01 1875000 0 0
HECKMANN CORP COM 422680108 4812 537039 SH DEFINED 01 537039 0 0
HERCULES INC COM 427056106 224 13300 SH DEFINED 01 13300 0 0
HESS CORP COM 42809H107 1167 50000 SH CALL DEFINED 01 50000 0 0
HESS CORP COM 42809H107 53 39500 SH PUT DEFINED 01 39500 0 0
HILLTOP HOLDINGS INC COM 432748101 2866 277200 SH DEFINED 01 277200 0 0
HOST HOTELS & RESORTS INC COM 44107P104 138 10200 SH DEFINED 01 10200 0 0
HUNTINGTON BANCSHARES INC COM 446150104 170 28200 SH DEFINED 01 28200 0 0
HUNTSMAN CORP COM 447011107 8912 800000 SH DEFINED 01 800000 0 0
HUNTSMAN CORP COM 447011107 350 500000 SH CALL DEFINED 01 500000 0 0
HUNTSMAN CORP COM 447011107 225 500000 SH PUT DEFINED 01 500000 0 0
IAC INTERACTIVECORP COM NEW 44919P300 363 18801 SH DEFINED 01 18801 0 0
IAMGOLD CORP COM 450913108 10202 1599000 SH DEFINED 01 1599000 0 0
IMCLONE SYS INC COM 45245W109 3007 75008 SH DEFINED 01 75008 0 0
INCYTE CORP COM 45337C102 6332 836500 SH DEFINED 01 836500 0 0
INTEL CORP COM 458140100 4408 204335 SH DEFINED 01 204335 0 0
INTEL CORP COM 458140100 138 600000 SH CALL DEFINED 01 600000 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 6834 7000000 PRN DEFINED 01 7000000 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 932 29200 SH DEFINED 01 29200 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 274 2301 SH DEFINED 01 2301 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 818 352000 SH PUT DEFINED 01 352000 0 0
INTERNATIONAL COAL GRP INC N NOTE 9.000% 8/0 45928HAD8 1117 500000 PRN DEFINED 01 500000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 201 24100 SH DEFINED 01 24100 0 0
INTREPID POTASH INC COM 46121Y102 7300 115000 SH DEFINED 01 115000 0 0
INVITROGEN CORP COM 46185R100 160 200000 SH CALL DEFINED 01 200000 0 0
ISHARES TR RUSSELL 2000 464287655 377 1000000 SH CALL DEFINED 01 1000000 0 0
ISHARES TR RUSSELL 2000 464287655 2700 500000 SH PUT DEFINED 01 500000 0 0
ISHARES TR S&P GL UTILITI 464288711 222 3421 SH DEFINED 01 3421 0 0
ISIS PHARMACEUTICALS INC COM 464330109 694 50000 SH DEFINED 01 50000 0 0
JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 8738 10000000 PRN DEFINED 01 10000000 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 1295 82001 SH DEFINED 01 82001 0 0
JACKSON HEWITT TAX SVCS INC COM 468202106 1232 100000 SH DEFINED 01 100000 0 0
JDS UNIPHASE CORP NOTE 11/1 46612JAB7 4900 5000000 PRN DEFINED 01 5000000 0 0
JETBLUE AIRWAYS CORP DBCV 3.750% 3/1 477143AC5 3088 5000000 PRN DEFINED 01 5000000 0 0
JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AE1 5213 5000000 PRN DEFINED 01 5000000 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 6284 119200 SH DEFINED 01 119200 0 0
KELLOGG CO COM 487836108 369 300000 SH PUT DEFINED 01 300000 0 0
KEYCORP NEW COM 493267108 130 11400 SH DEFINED 01 11400 0 0
KINETIC CONCEPTS INC COM NEW 49460W208 11882 295800 SH DEFINED 01 295800 0 0
KINROSS GOLD CORP NOTE 1.750% 3/1 496902AB3 10046 9000000 PRN DEFINED 01 9000000 0 0
KLA-TENCOR CORP COM 482480100 282 6800 SH DEFINED 01 6800 0 0
KOHLS CORP COM 500255104 3076 75000 SH DEFINED 01 75000 0 0
KOHLS CORP COM 500255104 40 100000 SH CALL DEFINED 01 100000 0 0
LAUDER ESTEE COS INC CL A 518439104 258 5600 SH DEFINED 01 5600 0 0
LCA-VISION INC COM PAR $.001 501803308 348 75000 SH DEFINED 01 75000 0 0
LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J453 11547 14000 SH DEFINED 01 14000 0 0
LEHMAN BROS HLDGS INC COM 524908100 237 11328 SH DEFINED 01 11328 0 0
LEHMAN BROS HLDGS INC COM 524908100 17 16000 SH PUT DEFINED 01 16000 0 0
LENNAR CORP CL A 526057104 3683 311338 SH DEFINED 01 311338 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK5 2031 2500000 PRN DEFINED 01 2500000 0 0
LIBERTY ACQUISITION HLDGS CO UNIT 99/99/9999 53015Y206 74304 7110477 SH DEFINED 01 7110477 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 12960 27000000 PRN DEFINED 01 27000000 0 0
LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 1041 43800 SH DEFINED 01 43800 0 0
LINN ENERGY LLC UNIT LTD LIAB 536020100 348 14000 SH DEFINED 01 14000 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 2621 260000 SH DEFINED 01 260000 0 0
LIZ CLAIBORNE INC COM 539320101 207 14800 SH DEFINED 01 14800 0 0
LOCKHEED MARTIN CORP COM 539830109 212 2100 SH DEFINED 01 2100 0 0
LORILLARD INC COM 544147101 17806 261860 SH DEFINED 01 261860 0 0
LOUISIANA PAC CORP COM 546347105 252 29200 SH DEFINED 01 29200 0 0
LUFKIN INDS INC COM 549764108 844 10000 SH DEFINED 01 10000 0 0
MAGNA ENTMT CORP NOTE 7.250%12/1 559211AC1 34863 63388000 PRN DEFINED 01 63388000 0 0
MANITOWOC INC COM 563571108 6308 200000 SH DEFINED 01 200000 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 209 4217 SH DEFINED 01 4217 0 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 356 10000 SH DEFINED 01 10000 0 0
MASIMO CORP COM 574795100 8577 249200 SH DEFINED 01 249200 0 0
MBIA INC COM 55262C100 92 21600 SH DEFINED 01 21600 0 0
MCGRAW HILL COS INC COM 580645109 292 7200 SH DEFINED 01 7200 0 0
MCMORAN EXPLORATION CO PFD MAND CNV 582411500 9145 50000 SH DEFINED 01 50000 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 253 5400 SH DEFINED 01 5400 0 0
MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 52205 49250000 PRN DEFINED 01 49250000 0 0
MELCO PBL ENTMNT LTD ADR 585464100 932 100000 SH DEFINED 01 100000 0 0
MENTOR CORP MINN COM 587188103 3855 140900 SH DEFINED 01 140900 0 0
MERRILL LYNCH & CO INC COM 590188108 2 120000 SH CALL DEFINED 01 120000 0 0
MGIC INVT CORP WIS COM 552848103 110 16800 SH DEFINED 01 16800 0 0
MICROSOFT CORP COM 594918104 7808 290583 SH DEFINED 01 290583 0 0
MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 7079 7000000 PRN DEFINED 01 7000000 0 0
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 208 5623 SH DEFINED 01 5623 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 28690 382227 SH DEFINED 01 382227 0 0
MOLSON COORS BREWING CO CL B 60871R209 8019 145192 SH DEFINED 01 145192 0 0
MONSANTO CO NEW COM 61166W101 338 2700 SH DEFINED 01 2700 0 0
MORGAN STANLEY COM NEW 617446448 322 8795 SH DEFINED 01 8795 0 0
MOSAIC CO COM 61945A107 19077 135000 SH DEFINED 01 135000 0 0
MOTOROLA INC COM 620076109 161 21900 SH DEFINED 01 21900 0 0
MSCI INC CL A 55354G100 12483 368674 SH DEFINED 01 368674 0 0
MURPHY OIL CORP COM 626717102 24731 245029 SH DEFINED 01 245029 0 0
MYLAN INC PFD CONV 628530206 6753 7750 SH DEFINED 01 7750 0 0
NABORS INDS INC NOTE 0.940% 5/1 629568AP1 26191 21250000 PRN DEFINED 01 21250000 0 0
NATIONAL CITY CORP COM 635405103 4727 1027500 SH DEFINED 01 1027500 0 0
NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 10094 12500000 PRN DEFINED 01 12500000 0 0
NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 1703 2500000 PRN DEFINED 01 2500000 0 0
NATIONAL RETAIL PROPERTIES I NOTE 5.125% 6/1 637417AC0 4838 5000000 PRN DEFINED 01 5000000 0 0
NATIONWIDE FINL SVCS INC CL A 638612101 20438 425000 SH DEFINED 01 425000 0 0
NATIONWIDE FINL SVCS INC CL A 638612101 4 300000 SH CALL DEFINED 01 300000 0 0
NATIONWIDE HEALTH PPTYS INC PFD CV B 7.75% 638620302 7155 50000 SH DEFINED 01 50000 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 470 50000 SH DEFINED 01 50000 0 0
NEW YORK TIMES CO CL A 650111107 194 12400 SH DEFINED 01 12400 0 0
NEWMONT MINING CORP COM 651639106 50812 952062 SH DEFINED 01 952062 0 0
NEWMONT MINING CORP COM 651639106 1120 200000 SH CALL DEFINED 01 200000 0 0
NEWS CORP CL A 65248E104 4608 310544 SH DEFINED 01 310544 0 0
NICOR INC COM 654086107 226 5300 SH DEFINED 01 5300 0 0
NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 11638 10000000 PRN DEFINED 01 10000000 0 0
NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 3365 4000000 PRN DEFINED 01 4000000 0 0
NORFOLK SOUTHERN CORP COM 655844108 226 3700 SH DEFINED 01 3700 0 0
NORTHROP GRUMMAN CORP COM 666807102 233 3500 SH DEFINED 01 3500 0 0
NPS PHARMACEUTICALS INC COM 62936P103 10950 2411801 SH DEFINED 01 2411801 0 0
NRG ENERGY INC COM NEW 629377508 17302 399315 SH DEFINED 01 399315 0 0
NUCOR CORP COM 670346105 13845 191679 SH DEFINED 01 191679 0 0
NYMEX HOLDINGS INC COM 62948N104 22127 275000 SH DEFINED 01 275000 0 0
NYSE EURONEXT COM 629491101 203 4100 SH DEFINED 01 4100 0 0
O REILLY AUTOMOTIVE INC COM 686091109 13704 595300 SH DEFINED 01 595300 0 0
ODYSSEY MARINE EXPLORATION I COM 676118102 16591 4027001 SH DEFINED 01 4027001 0 0
OFFICE DEPOT INC COM 676220106 165 14800 SH DEFINED 01 14800 0 0
OFFICEMAX INC DEL COM 67622P101 220 15300 SH DEFINED 01 15300 0 0
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 1034 125000 SH PUT DEFINED 01 125000 0 0
OMNICARE INC DBCV 3.250%12/1 681904AL2 10483 14000000 PRN DEFINED 01 14000000 0 0
OMNICOM GROUP INC NOTE 2/0 681919AK2 49748 50250000 PRN DEFINED 01 50250000 0 0
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 13567 485740 SH DEFINED 01 485740 0 0
ORACLE CORP COM 68389X105 230 10800 SH DEFINED 01 10800 0 0
ORIENT-EXPRESS HOTELS LTD CL A G67743107 2159 50908 SH DEFINED 01 50908 0 0
OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAC9 3645 9000000 PRN DEFINED 01 9000000 0 0
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1587 20000 SH DEFINED 01 20000 0 0
PAN AMERICAN SILVER CORP COM 697900108 1119 30965 SH DEFINED 01 30965 0 0
PARKER HANNIFIN CORP COM 701094104 260 3600 SH DEFINED 01 3600 0 0
PATRIOT COAL CORP COM 70336T104 6898 45250 SH DEFINED 01 45250 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 16313 10000000 PRN DEFINED 01 10000000 0 0
PENFORD CORP COM 707051108 2779 185000 SH DEFINED 01 185000 0 0
PENN VA CORP NOTE 4.500%11/1 707882AA4 15513 10000000 PRN DEFINED 01 10000000 0 0
PEPSICO INC COM 713448108 316 4900 SH DEFINED 01 4900 0 0
PERKINELMER INC COM 714046109 228 8300 SH DEFINED 01 8300 0 0
PETROHAWK ENERGY CORP COM 716495106 4080 85000 SH DEFINED 01 85000 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 5480 78019 SH DEFINED 01 78019 0 0
PFIZER INC COM 717081103 7092 400000 SH DEFINED 01 400000 0 0
PHH CORP COM NEW 693320202 1829 115000 SH DEFINED 01 115000 0 0
PINNACLE WEST CAP CORP COM 723484101 232 7400 SH DEFINED 01 7400 0 0
PLACER DOME INC DBCV 2.750%10/1 725906AK7 19175 10000000 PRN DEFINED 01 10000000 0 0
PNM RES INC COM 69349H107 601 50400 SH DEFINED 01 50400 0 0
POLO RALPH LAUREN CORP CL A 731572103 213 3400 SH DEFINED 01 3400 0 0
POTASH CORP SASK INC COM 73755L107 12304 55252 SH DEFINED 01 55252 0 0
POWER-ONE INC COM 739308104 184 96600 SH DEFINED 01 96600 0 0
PPL CORP COM 69351T106 239 4500 SH DEFINED 01 4500 0 0
PRAXAIR INC COM 74005P104 283 3000 SH DEFINED 01 3000 0 0
PRECISION CASTPARTS CORP COM 740189105 1320 13400 SH DEFINED 01 13400 0 0
PRICE T ROWE GROUP INC COM 74144T108 558 10200 SH DEFINED 01 10200 0 0
PRICELINE COM INC COM NEW 741503403 3461 30000 SH DEFINED 01 30000 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1871 116600 SH DEFINED 01 116600 0 0
PROGRESS ENERGY INC COM 743263105 246 5900 SH DEFINED 01 5900 0 0
PROLOGIS NOTE 1.875%11/1 743410AR3 18356 21500000 PRN DEFINED 01 21500000 0 0
PROSHARES TR BASIC MTRL PRO 74347R651 1990 67400 SH DEFINED 01 67400 0 0
PRUDENTIAL FINL INC COM 744320102 241 3900 SH DEFINED 01 3900 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3468 74300 SH DEFINED 01 74300 0 0
QIMONDA AG SPONSORED ADR 746904101 1572 666295 SH DEFINED 01 666295 0 0
QUALCOMM INC COM 747525103 13971 304900 SH DEFINED 01 304900 0 0
QUEST DIAGNOSTICS INC COM 74834L100 238 5000 SH DEFINED 01 5000 0 0
QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 9750 10000000 PRN DEFINED 01 10000000 0 0
R H DONNELLEY CORP COM NEW 74955W307 118 47466 SH DEFINED 01 47466 0 0
RALCORP HLDGS INC NEW COM 751028101 53 25000 SH PUT DEFINED 01 25000 0 0
RAYTHEON CO COM NEW 755111507 248 4300 SH DEFINED 01 4300 0 0
RCN CORP COM NEW 749361200 2288 205000 SH DEFINED 01 205000 0 0
RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ3 10810 11500000 PRN DEFINED 01 11500000 0 0
REGAL ENTMT GROUP CL A 758766109 8652 566979 SH DEFINED 01 566979 0 0
RENESOLA LTD SPONS ADS 75971T103 268 16984 SH DEFINED 01 16984 0 0
RESEARCH IN MOTION LTD COM 760975102 74385 603429 SH DEFINED 01 603429 0 0
RESEARCH IN MOTION LTD COM 760975102 51 75000 SH CALL DEFINED 01 75000 0 0
RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ9 7860 12000000 PRN DEFINED 01 12000000 0 0
ROCKWELL AUTOMATION INC COM 773903109 246 5665 SH DEFINED 01 5665 0 0
SAFEWAY INC COM NEW 786514208 214 7400 SH DEFINED 01 7400 0 0
SANMINA SCI CORP COM 800907107 323 250000 SH DEFINED 01 250000 0 0
SCHERING PLOUGH CORP PFD CONV MAN07 806605705 8862 46400 SH DEFINED 01 46400 0 0
SCHLUMBERGER LTD COM 806857108 319 2900 SH DEFINED 01 2900 0 0
SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 20636 7500000 PRN DEFINED 01 7500000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 244 11700 SH DEFINED 01 11700 0 0
SEAGATE TECHNOLOGY SHS G7945J104 4504 231792 SH DEFINED 01 231792 0 0
SEMPRA ENERGY COM 816851109 281 4862 SH DEFINED 01 4862 0 0
SEPRACOR INC NOTE 10/1 817315AW4 27984 30500000 PRN DEFINED 01 30500000 0 0
SIGMA ALDRICH CORP COM 826552101 253 4700 SH DEFINED 01 4700 0 0
SILVER STD RES INC COM 82823L106 1020 34600 SH DEFINED 01 34600 0 0
SILVER WHEATON CORP COM 828336107 1140 75600 SH DEFINED 01 75600 0 0
SIMON PPTY GROUP INC NEW COM 828806109 241 2700 SH DEFINED 01 2700 0 0
SINA CORP ORD G81477104 233 5453 SH DEFINED 01 5453 0 0
SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 27488 30000000 PRN DEFINED 01 30000000 0 0
SIRF TECHNOLOGY HLDGS INC COM 82967H101 1135 269513 SH DEFINED 01 269513 0 0
SLM CORP COM 78442P106 323 16700 SH DEFINED 01 16700 0 0
SMITH INTL INC COM 832110100 4273 50000 SH DEFINED 01 50000 0 0
SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 1428 88500 SH DEFINED 01 88500 0 0
SOUTHWESTERN ENERGY CO COM 845467109 12038 248052 SH DEFINED 01 248052 0 0
SOVEREIGN BANCORP INC COM 845905108 303 39800 SH DEFINED 01 39800 0 0
SPDR TR UNIT SER 1 78462F103 4 100000 SH CALL DEFINED 01 100000 0 0
SPDR TR UNIT SER 1 78462F103 2415 280000 SH PUT DEFINED 01 280000 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 224 25390 SH DEFINED 01 25390 0 0
STAGE STORES INC COM NEW 85254C305 705 58900 SH DEFINED 01 58900 0 0
STARBUCKS CORP COM 855244109 225 14400 SH DEFINED 01 14400 0 0
STONELEIGH PARTNERS ACQUS CO COM 861923100 504 1120000 SH DEFINED 01 1120000 0 0
STORM CAT ENERGY CORP COM 862168101 963 822682 SH DEFINED 01 822682 0 0
SUNPOWER CORP COM CL A 867652109 4103 61564 SH DEFINED 01 61564 0 0
SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 8081 7500000 PRN DEFINED 01 7500000 0 0
SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 11056 9500000 PRN DEFINED 01 9500000 0 0
SYSCO CORP COM 871829107 209 7600 SH DEFINED 01 7600 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 2453 170342 SH DEFINED 01 170342 0 0
TEMPLE INLAND INC COM 879868107 240 21300 SH DEFINED 01 21300 0 0
TERRA INDS INC COM 880915103 6516 130000 SH DEFINED 01 130000 0 0
TESORO CORP COM 881609101 581 30000 SH DEFINED 01 30000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1650 330000 SH CALL DEFINED 01 330000 0 0
TEXAS INSTRS INC COM 882508104 2704 97830 SH DEFINED 01 97830 0 0
TEXTRON INC COM 883203101 205 4200 SH DEFINED 01 4200 0 0
THERAVANCE INC NOTE 3.000% 1/1 88338TAA2 2880 4000000 PRN DEFINED 01 4000000 0 0
TITAN INTL INC ILL COM 88830M102 9715 272600 SH DEFINED 01 272600 0 0
TIVO INC COM 888706108 1827 300000 SH DEFINED 01 300000 0 0
TRANS LUX CORP COM 893247106 121 33250 SH DEFINED 01 33250 0 0
TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU3 65468 58000000 PRN DEFINED 01 58000000 0 0
TREX INC NOTE 6.000% 7/0 89531PAA3 1906 2500000 PRN DEFINED 01 2500000 0 0
TRIAN ACQUISITION I CORP COM 89582E108 30640 4904000 SH DEFINED 01 4904000 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 1164 39758 SH DEFINED 01 39758 0 0
TRINITY INDS INC COM 896522109 8682 256110 SH DEFINED 01 256110 0 0
TRIZETTO GROUP INC NOTE 1.125% 4/1 896882AD9 19570 17975000 PRN DEFINED 01 17975000 0 0
TYSON FOODS INC CL A 902494103 2779 193520 SH DEFINED 01 193520 0 0
UAL CORP DBCV 5.000% 2/0 902549AE4 2618 6000000 PRN DEFINED 01 6000000 0 0
UBS AG SHS NEW H89231338 4269 2500000 PRN DEFINED 01 2500000 0 0
ULTRA PETROLEUM CORP COM 903914109 3983 40400 SH DEFINED 01 40400 0 0
UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 18734 149935 SH DEFINED 01 149935 0 0
UNISYS CORP COM 909214108 231 60100 SH DEFINED 01 60100 0 0
UNITED DOMINION REALTY TR IN NOTE 3.625% 9/1 910197AM4 12386 13500000 PRN DEFINED 01 13500000 0 0
UNITED PANAM FINANCIAL CP COM 911301109 304 126600 SH DEFINED 01 126600 0 0
UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 9124 9000000 PRN DEFINED 01 9000000 0 0
UNITED STATES STL CORP NEW COM 912909108 44009 250977 SH DEFINED 01 250977 0 0
UNITEDHEALTH GROUP INC COM 91324P102 220 8600 SH DEFINED 01 8600 0 0
USEC INC NOTE 3.000%10/0 90333EAC2 11625 15000000 PRN DEFINED 01 15000000 0 0
UST INC COM 902911106 216 3900 SH DEFINED 01 3900 0 0
VALE CAP LTD NT RIO P VALE 91912C307 9692 193680 SH DEFINED 01 193680 0 0
VALERO ENERGY CORP NEW COM 91913Y100 14179 351131 SH DEFINED 01 351131 0 0
VIACOM INC NEW CL B 92553P201 5321 175195 SH DEFINED 01 175195 0 0
VIRGIN MEDIA INC COM 92769L101 115217 8917697 SH DEFINED 01 8917697 0 0
VISA INC COM CL A 92826C839 1311 16100 SH DEFINED 01 16100 0 0
VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF5 15000 15000000 PRN DEFINED 01 15000000 0 0
VIVO PARTICIPACOES S A SPON ADR PFD 92855S101 247 38897 SH DEFINED 01 38897 0 0
VORNADO RLTY TR DBCV 2.850% 4/0 929042AC3 26513 30000000 PRN DEFINED 01 30000000 0 0
VORNADO RLTY TR SH BEN INT 929042109 213 2400 SH DEFINED 01 2400 0 0
W-H ENERGY SVCS INC COM 92925E108 29223 300000 SH DEFINED 01 300000 0 0
WACHOVIA CORP NEW CONV7.5%PFD CL A 929903219 10870 12000 SH DEFINED 01 12000 0 0
WAL MART STORES INC COM 931142103 12854 225398 SH DEFINED 01 225398 0 0
WATERS CORP COM 941848103 236 3600 SH DEFINED 01 3600 0 0
WEATHERFORD INTERNATIONAL LT COM G95089101 405 8400 SH DEFINED 01 8400 0 0
WEBMD CORP NOTE 1.750% 6/1 94769MAE5 13725 15000000 PRN DEFINED 01 15000000 0 0
WENDYS INTL INC COM 950590109 294 10700 SH DEFINED 01 10700 0 0
WESCO INTL INC NOTE 1.750%11/1 95082PAG0 5871 7000000 PRN DEFINED 01 7000000 0 0
WEST PHARMACEUTICAL SVSC INC SDCV 4.000% 3/1 955306AA3 2854 3000000 PRN DEFINED 01 3000000 0 0
WESTERN UN CO COM 959802109 497 20000 SH DEFINED 01 20000 0 0
WHIRLPOOL CORP COM 963320106 240 3935 SH DEFINED 01 3935 0 0
WHOLE FOODS MKT INC COM 966837106 213 9000 SH DEFINED 01 9000 0 0
WILLBROS GROUP INC COM 969199108 33430 767793 SH DEFINED 01 767793 0 0
WILLIAMS COS INC DEL COM 969457100 1995 50000 SH DEFINED 01 50000 0 0
WRIGLEY WM JR CO COM 982526105 268 3450 SH DEFINED 01 3450 0 0
XCEL ENERGY INC COM 98389B100 230 11300 SH DEFINED 01 11300 0 0
XL CAP LTD CL A G98255105 202 9700 SH DEFINED 01 9700 0 0
XM SATELLITE RADIO HLDGS INC NOTE 1.750%12/0 983759AC5 4825 5000000 PRN DEFINED 01 5000000 0 0
XTO ENERGY INC COM 98385X106 320 4625 SH DEFINED 01 4625 0 0
YAMANA GOLD INC COM 98462Y100 5044 310372 SH DEFINED 01 310372 0 0
ZBB ENERGY CORPORATION COM 98876R204 6766 1712943 SH DEFINED 01 1712943 0 0
ZIMMER HLDGS INC COM 98956P102 19065 281688 SH DEFINED 01 281688 0 0