13F-HR 1 v166170_13f-hr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2009 Check here if Amendment |_|; Amendment Number: This Amendment (Check only one): |_| is a restatement |_| adds new holding entries Institutional Investment Manager Filing this Report: Name: Vicis Capital LLC Address: 445 Park Avenue 16th Floor New York, NY 10022 Form 13F File Number: 28-11503 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Andrew Comito Title: Compliance Officer Phone: 212-909-4600 Signature, Place and Date of Signing: /s/ Andrew Comito New York, NY November 13, 2009 --------------------- ----------------------------- ----------------- (Signature) (City, State) (Date) Report Type (Check only one): |X| 13F HOLDINGS REPORT: (Check here if all holdings of this reporting manager are reported in this report.) |_| 13F NOTICE: (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) |_| 13F COMBINATION REPORT: (Check here if a portion of the holding for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 802 Form 13F Information Table Value Total: $2,604,715 (in thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Name Title CUSIP Value Shrs or SH/ Put/ Investment Other Voting Authority of Issuer of Class (X$1,000) Prn Amt PRN Call Discretion Managers Sole Shared None 3M CO COM 88579Y101 7700 5600 CALL Sole A D C TELECOMMUNICATIONS COM 000886309 11319 1357233 SH Sole X ABBOTT LABORATORIES COM 002824100 420 500 CALL Sole ABBOTT LABORATORIES COM 002824100 1725 2500 CALL Sole ABBOTT LABORATORIES COM 002824100 275 500 CALL Sole ABERCROMBIE & FITCH CO CL A 002896207 350 2500 PUT Sole X ABERCROMBIE & FITCH CO CL A 002896207 350 2000 PUT Sole X ACTIVISION BLIZZARD INC COM 00507V109 360 6000 CALL Sole ACTIVISION BLIZZARD INC COM 00507V109 438 6746 CALL Sole ADOBE SYSTEMS INC COM 00724F101 310 1000 CALL Sole ADVANCED MICRO DEVICES COM 007903107 269 2400 CALL Sole ADVANCED MICRO DEVICES COM 007903107 1600 5000 CALL Sole ADVANCED MICRO DEVICES COM 007903107 301 673 PUT Sole X AETNA INC COM 00817Y108 357 2100 PUT Sole X AETNA INC COM 00817Y108 788 1876 PUT Sole X AETNA INC COM 00817Y108 270 500 CALL Sole AETNA INC COM 00817Y108 951 34173 SH Sole X AFLAC INC COM 001055102 647 2250 CALL Sole AFLAC INC COM 001055102 212 400 PUT Sole X AFLAC INC COM 001055102 630 1400 CALL Sole AFLAC INC COM 001055102 540 3000 CALL Sole ALCOA INC NOTE 5.250% 3/1 013817AT8 78321 35594000 PRN Sole X ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 15448 13000000 PRN Sole X ALLERGAN INC COM 018490102 532 2086 CALL Sole ALLERGAN INC COM 018490102 1031 1516 CALL Sole ALLERGAN INC COM 018490102 319 5313 CALL Sole ALLERGAN INC COM 018490102 293 750 PUT Sole X ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 9666 10000000 PRN Sole X ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 8904 8500000 PRN Sole X ALLSTATE CORP COM 020002101 446 3566 CALL Sole ALTERA CORPORATION COM 021441100 350 2000 CALL Sole ALTERA CORPORATION COM 021441100 385 3500 PUT Sole X ALTRIA GROUP INC COM 02209S103 2951 165684 SH Sole X ALTRIA GROUP INC COM 02209S103 526 2000 PUT Sole X AMAZON.COM INC COM 023135106 931 550 CALL Sole AMAZON.COM INC COM 023135106 4658 3450 CALL Sole AMAZON.COM INC COM 023135106 3247 3100 CALL Sole AMAZON.COM INC COM 023135106 3975 5000 CALL Sole AMAZON.COM INC COM 023135106 3303 3650 CALL Sole AMAZON.COM INC COM 023135106 263 700 PUT Sole X AMAZON.COM INC COM 023135106 1272 2400 PUT Sole X AMAZON.COM INC COM 023135106 1662 2300 PUT Sole X AMAZON.COM INC COM 023135106 477 2629 PUT Sole X AMBAC FINANCIAL GROUP INC COM 023139108 6719 3999538 SH Sole X AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 415 2000 CALL Sole AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1050 2000 PUT Sole X AMERICAN EXPRESS CO COM 025816109 1616 900 CALL Sole AMERICAN EXPRESS CO COM 025816109 1050 2500 CALL Sole AMERICAN TOWER CORP CL A 029912201 510 1000 CALL Sole AMERISOURCEBERGEN CORP COM 03073E105 6040 269889 SH Sole X AMGEN INC COM 031162100 790 2594 CALL Sole AMGEN INC COM 031162100 878 1500 CALL Sole AMGEN INC COM 031162100 2134 3989 CALL Sole AMGEN INC COM 031162100 449 3970 PUT Sole X AMGEN INC COM 031162100 485 276 CALL Sole AMGEN INC COM 031162100 3955 2606 CALL Sole AMGEN INC COM 031162100 4253 3342 CALL Sole AMGEN INC COM 031162100 4839 4733 CALL Sole AMGEN INC COM 031162100 348 449 CALL Sole AMGEN INC COM 031162100 823 3775 PUT Sole X AMGEN INC COM 031162100 240 600 PUT Sole X AMGEN INC COM 031162100 294 1090 PUT Sole X AMKOR TECHNOLOGY INC COM 031652100 10324 1500536 SH Sole X ANADARKO PETROLEUM CORP COM 032511107 462 350 CALL Sole ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 2210 2500000 PRN Sole X APPLE INC COM 037833100 20110 2000 CALL Sole APPLE INC COM 037833100 7013 3000 CALL Sole APPLE INC COM 037833100 6788 1500 CALL Sole APPLE INC COM 037833100 1764 850 CALL Sole APPLE INC COM 037833100 2336 1453 CALL Sole APPLE INC COM 037833100 6018 5100 CALL Sole APPLIED ENERGETICS INC COM 03819M106 707 1533312 SH Sole X APPLIED MATERIALS INC COM 038222105 1680 10500 CALL Sole APPLIED MATERIALS INC COM 038222105 2640 11000 CALL Sole ARCADIA RESOURCES INC COM 039209101 15721 23819709 SH Sole X ARCADIA RESOURCES INC COM 039209101 3158 4785050 SH Sole X ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 4343 3000000 PRN Sole X AUTOZONE INC COM 053332102 305 2000 CALL Sole AT&T INC COM 00206R102 441 3553 CALL Sole AUTOZONE INC COM 053332102 1854 12681 SH Sole X AUTOZONE INC COM 053332102 498 400 PUT Sole X BANK OF AMERICA CORP COM 060505104 4599 6500 CALL Sole BANK OF AMERICA CORP COM 060505104 485 3150 CALL Sole BANK OF AMERICA CORP COM 060505104 735 10500 CALL Sole BANK OF AMERICA CORP COM 060505104 1300 5000 CALL Sole BANK OF AMERICA CORP COM 060505104 306 2450 CALL Sole BANK OF AMERICA CORP COM 060505104 1759 3500 CALL Sole BANK OF AMERICA CORP COM 060505104 2028 8417 CALL Sole BANK OF AMERICA CORP COM 060505104 2064 12000 CALL Sole BANK OF AMERICA CORP COM 060505104 313 3350 CALL Sole BANK OF AMERICA CORP COM 060505104 960 1500 CALL Sole BANK OF AMERICA CORP COM 060505104 5746 11550 CALL Sole BANK OF AMERICA CORP COM 060505104 516 1350 CALL Sole BANK OF AMERICA CORP COM 060505104 710 2500 CALL Sole BANK OF AMERICA CORP COM 060505104 3130 20000 CALL Sole BANK OF AMERICA CORP COM 060505104 2993 3000 CALL Sole BANK OF AMERICA CORP COM 060505104 371 450 PUT Sole X BANK OF AMERICA CORP COM 060505104 1571 1500 PUT Sole X BANK OF NEW YORK MELLON CORP COM 064058100 3798 1800 PUT Sole X BARRICK GOLD CORP COM 067901108 980 2000 PUT Sole X BARRICK GOLD CORP COM 067901108 640 2000 CALL Sole BARRICK GOLD CORP COM 067901108 3481 91856 SH Sole X BARRICK GOLD CORP COM 067901108 915 1500 PUT Sole X BAXTER INTL INC COM 071813109 1984 2512 CALL Sole BAXTER INTL INC COM 071813109 1906 4432 CALL Sole BAXTER INTL INC COM 071813109 340 1790 CALL Sole BAXTER INTL INC COM 071813109 230 920 PUT Sole X BAXTER INTL INC COM 071813109 1067 1100 CALL Sole BAXTER INTL INC COM 071813109 518 700 CALL Sole BAXTER INTL INC COM 071813109 339 639 CALL Sole BAXTER INTL INC COM 071813109 734 2097 CALL Sole BAXTER INTL INC COM 071813109 643 5595 CALL Sole BED BATH & BEYOND COM 075896100 1375 2500 CALL Sole BED BATH & BEYOND COM 075896100 3312 9600 CALL Sole BED BATH & BEYOND COM 075896100 324 1200 PUT Sole X BED BATH & BEYOND COM 075896100 402 1200 PUT Sole X BEST BUY INC COM 086516101 553 14737 SH Sole X BHP BILLITON LTD SPONSORED ADR 088606108 240 312 CALL Sole BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 2824 3000000 PRN Sole X BIOCRYST PHARMACEUTICALS INC COM 09058V103 959 116380 SH Sole X BIOGEN IDEC INC COM 09062X103 1880 4699 CALL Sole BIOGEN IDEC INC COM 09062X103 560 1000 CALL Sole BOEING CO COM 097023105 1818 1800 CALL Sole BOEING CO COM 097023105 975 2011 PUT Sole X BOEING CO COM 097023105 219 600 PUT Sole X BORGWARNER INC NOTE 3.500% 4/1 099724AF3 24288 19630000 PRN Sole X BOSTON SCIENTIFIC CORP COM 101137107 1082 8652 CALL Sole BOSTON SCIENTIFIC CORP COM 101137107 281 2500 PUT Sole X BP PLC SPONSORED ADR 055622104 2385 5300 CALL Sole BP PLC SPONSORED ADR 055622104 360 2000 CALL Sole BP PLC SPONSORED ADR 055622104 488 2500 PUT Sole X BRISTOL MYERS SQUIBB CO COM 110122108 1263 7134 CALL Sole BROADCOM CORP CL A 111320107 1125 3000 CALL Sole BROCADE COMMUNICATIONS SYS I COM 111621306 266 3800 PUT Sole X BUNGE LIMITED COM G169628MM 267 393 PUT Sole X BUNGE LIMITED COM MG169621056 1177 18800 SH Sole X BURLINGTON NORTHERN SANTA FE COM 12189T104 1282 1100 CALL Sole BURLINGTON NORTHERN SANTA FE COM 12189T104 1560 3000 CALL Sole BURLINGTON NORTHERN SANTA FE COM 12189T104 310 1000 CALL Sole BURLINGTON NORTHERN SANTA FE COM 12189T104 2122 4004 CALL Sole BURLINGTON NORTHERN SANTA FE COM 12189T104 1170 6000 CALL Sole BURLINGTON NORTHERN SANTA FE COM 12189T104 289 4816 PUT Sole X BURLINGTON NORTHERN SANTA FE COM 12189T104 855 1500 PUT Sole X C.H. ROBINSON WORLDWIDE INC COM 12541W209 1627 28175 SH Sole X CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 4750 200000 SH Sole X CAPITAL ONE FINL CORP COM 14040H105 730 1000 CALL Sole CAPITAL ONE FINL CORP COM 14040H105 354 650 PUT Sole X CATERPILLAR INC COM 149123101 233 200 CALL Sole CATERPILLAR INC COM 149123101 322 300 CALL Sole CATERPILLAR INC COM 149123101 395 400 CALL Sole CATERPILLAR INC COM 149123101 1345 2000 CALL Sole CATERPILLAR INC COM 149123101 520 300 CALL Sole CATERPILLAR INC COM 149123101 2952 1800 CALL Sole CATERPILLAR INC COM 149123101 1538 1000 CALL Sole CATERPILLAR INC COM 149123101 1348 1000 CALL Sole CATERPILLAR INC COM 149123101 644 1400 PUT Sole X CBS CORP NEW CL B 124857202 560 2000 CALL Sole CELGENE CORP COM 151020104 780 650 CALL Sole CELGENE CORP COM 151020104 461 290 CALL Sole CELGENE CORP COM 151020104 391 953 PUT Sole X CEPHALON INC NOTE 2.500% 5/0 156708AR0 28364 27000000 PRN Sole X CHAMPION ENTERPRISES INC NOTE 2.750%11/0 158496AC3 491 2500000 PRN Sole X CHECK POINT SOFTWARE TECH COM 20825C104 1868 1800 PUT Sole X CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 3666 4500000 PRN Sole X CHESAPEAKE ENERGY CORP COM 165167107 1125 3000 CALL Sole CHESAPEAKE ENERGY CORP COM 165167107 743 3000 CALL Sole CHEVRON CORP COM 166764100 650 2000 CALL Sole CHEVRON CORP COM 166764100 540 4500 CALL Sole CHEVRON CORP COM 166764100 350 1000 PUT Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 565 1000 CALL Sole CHINA MOBILE LTD SPONSORED ADR 16941M109 511 1189 PUT Sole X VALE S A ADR 91912E105 22382 967659 SH Sole X CIGNA CORP COM 125509109 238 2500 CALL Sole CISCO SYSTEMS INC COM 17275R102 1240 2000 CALL Sole CISCO SYSTEMS INC COM 17275R102 596 1500 CALL Sole CISCO SYSTEMS INC COM 17275R102 419 2000 CALL Sole CISCO SYSTEMS INC COM 17275R102 512 6100 CALL Sole CISCO SYSTEMS INC COM 17275R102 1305 2000 CALL Sole CISCO SYSTEMS INC COM 17275R102 1095 1982 CALL Sole CISCO SYSTEMS INC COM 17275R102 905 2000 CALL Sole CISCO SYSTEMS INC COM 17275R102 220 625 CALL Sole CISCO SYSTEMS INC COM 17275R102 1290 5000 CALL Sole CISCO SYSTEMS INC COM 17275R102 605 5000 CALL Sole CIT GROUP INC COM 125581108 389 321300 SH Sole X CIT GROUP INC COM 125581108 6473 3425 PUT Sole X CITIGROUP INC COM 172967101 1173 6150 CALL Sole CITIGROUP INC COM 172967101 292 11000 CALL Sole CITIGROUP INC COM 172967101 2368 489172 SH Sole X CITIGROUP INC COM 172967101 1290 10000 PUT Sole X CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 4981 4500000 PRN Sole X COCA COLA CO COM 191216100 1750 2651 CALL Sole COLGATE PALMOLIVE CO COM 194162103 756 2500 CALL Sole COLGATE PALMOLIVE CO COM 194162103 210 1000 PUT Sole X COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 23346 18000000 PRN Sole X COMPASS DIVERSIFIED HOLDINGS COM 20451Q104 7777 742795 SH Sole X CONAGRA INC COM 205887102 3053 140823 SH Sole X CONOCOPHILLIPS COM 20825C104 19526 432363 SH Sole X CONOCOPHILLIPS COM 20825C104 449 3000 PUT Sole X CONOCOPHILLIPS COM 20825C104 328 1500 PUT Sole X CONOCOPHILLIPS COM 20825C104 371 1350 PUT Sole X CONOCOPHILLIPS COM 20825C104 485 1000 PUT Sole X CONSECO INC COM 208464883 1097 208600 SH Sole X CONSECO INC COM 208464883 1542 5765 PUT Sole X SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 8196 321900 SH Sole X CORNING INC COM 219350105 459 30000 SH Sole X CORNING INC COM 219350105 420 3000 PUT Sole X COVIDIEN PLC COM G2554F105 528 1600 CALL Sole CREE INC COM 225447101 2756 75000 SH Sole X CROWN CASTLE INTL CORP COM 228227104 1706 9750 CALL Sole CSX CORP COM 126408103 1934 1750 CALL Sole CSX CORP COM 126408103 1200 1600 CALL Sole CSX CORP COM 126408103 201 300 CALL Sole CSX CORP COM 126408103 649 1100 CALL Sole CUMMINS INC COM 231021106 333 900 PUT Sole X CYPRESS SEMICONDUCTOR CORP COM 232806109 259 2250 PUT Sole X DANAHER CORP COM 235851102 1088 1250 CALL Sole DELL INC COM 24702R101 4410 14000 CALL Sole DELL INC COM 24702R101 1450 10000 CALL Sole DIAMONDS TR UNIT SER 1 252787106 2738 5000 CALL Sole DISCOVER FINL SVCS COM 254709108 319 750 CALL Sole DISCOVER FINL SVCS COM 254709108 2184 5824 CALL Sole DUKE ENERGY CORP COM 26441C105 244 750 CALL Sole EBAY INC COM 278642103 5756 7500 CALL Sole EBAY INC COM 278642103 3038 5000 CALL Sole EBAY INC COM 278642103 3852 3470 CALL Sole EBAY INC COM 278642103 2603 3000 CALL Sole EBAY INC COM 278642103 3810 6000 CALL Sole EBAY INC COM 278642103 4275 10000 CALL Sole EBAY INC COM 278642103 853 1000 CALL Sole EBAY INC COM 278642103 1380 3000 CALL Sole EBAY INC COM 278642103 1234 750 PUT Sole X ELAN PLC ADR 284131208 320 2506 CALL Sole ELAN PLC ADR 284131208 6909 971661 SH Sole X ELECTRONIC ARTS INC COM 285512109 200 1507 CALL Sole LILLY ELI & CO COM 532457108 10408 315105 SH Sole X LILLY ELI & CO COM 532457108 3747 3000 PUT Sole X E M C CORP MASS COM 268648102 228 900 CALL Sole E M C CORP MASS COM 268648102 756 2500 CALL Sole EMERGENCY MEDICAL SVCS CORP CL A 29100P102 2325 50000 SH Sole X EMERSON ELECTRIC CO COM 291011104 288 500 PUT Sole X ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 5801 6000000 PRN Sole X ENDO PHARMACEUTICALS HLDGS I COM 29264F205 23270 1028267 SH Sole X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1973 6500 CALL Sole SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 608 4750 CALL Sole SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 262 4000 CALL Sole SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 300 1000 PUT Sole X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 365 2500 PUT Sole X ENERSYS NOTE 3.375% 6/0 29275YAA0 2702 3089000 PRN Sole X EQUINIX INC NOTE 4.750% 6/1 29444UAH9 17235 13000000 PRN Sole X EXELON CORP COM 30161N101 704 2100 PUT Sole X EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 9871 8000000 PRN Sole X EXPRESS SCRIPTS INC COM 302182100 2422 1849 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 739 2800 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 660 6500 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 389 11603 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 9525 3000 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 588 1300 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 1501 1900 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 1698 8047 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 655 1000 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 427 200 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 264 100 PUT Sole X FEDEX CORP COM 31428X106 2480 2000 CALL Sole FEDEX CORP COM 31428X106 1760 2000 CALL Sole FEDEX CORP COM 31428X106 2416 4166 CALL Sole FEDEX CORP COM 31428X106 402 100 CALL Sole FEDEX CORP COM 31428X106 664 220 CALL Sole FEDEX CORP COM 31428X106 3252 1610 CALL Sole FEDEX CORP COM 31428X106 10828 7100 CALL Sole FEDEX CORP COM 31428X106 1112 1300 PUT Sole X FEDEX CORP COM 31428X106 2400 2000 PUT Sole X FEDEX CORP COM 31428X106 1458 2700 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 384 1360 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1493 6300 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 376 4700 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 7792 24160 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2420 10000 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1475 8500 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2343 20200 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 733 10250 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 725 5000 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1160 5000 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 428 7500 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 9389 628441 SH Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 813 5000 PUT Sole X FORD MOTOR CO COM 345370860 770 10000 CALL Sole FORD MOTOR CO COM 345370860 240 10000 PUT Sole X FOREST LABORATORIES INC COM 345838106 1163 2500 CALL Sole FPL GROUP INC COM 302571104 610 1000 CALL Sole FRANKLIN RESOURCES INC COM 354613101 15090 150000 SH Sole X FEDERAL HOME LN MTG CORP COM 313400301 1186 658662 SH Sole X FRONTIER OIL CORP COM 78463V107 236 1500 CALL Sole GAMESTOP CORP CL A 36467W109 686 25914 SH Sole X GAP INC COM 364760108 643 1532 CALL Sole GENERAL ELECTRIC CO COM 369604103 325 500 CALL Sole GENERAL ELECTRIC CO COM 369604103 2057 9000 CALL Sole GENERAL ELECTRIC CO COM 369604103 1148 11150 CALL Sole GENERAL ELECTRIC CO COM 369604103 4416 9600 CALL Sole GENERAL ELECTRIC CO COM 369604103 403 1400 CALL Sole GENERAL ELECTRIC CO COM 369604103 820 5000 CALL Sole GENERAL ELECTRIC CO COM 369604103 1760 2000 PUT Sole X GENERAL ELECTRIC CO COM 369604103 8205 6000 PUT Sole X GENERAL ELECTRIC CO COM 369604103 480 5000 PUT Sole X GENERAL ELECTRIC CO COM 369604103 1905 8600 PUT Sole X GENERAL ELECTRIC CO COM 369604103 1850 5000 PUT Sole X GENERAL MTRS CORP COM 370442105 4064 4300 PUT Sole X GENEREX BIOTECHNOLOGY CORP COM 371485103 4075 6173950 SH Sole X GENWORTH FINL INC COM CL A 37247D106 756 2500 CALL Sole GENZYME CORP COM 372917104 1044 1200 CALL Sole GENZYME CORP COM 372917104 236 1600 CALL Sole GENZYME CORP COM 372917104 463 500 CALL Sole GENZYME CORP COM 372917104 5405 95274 SH Sole X GENZYME CORP COM 372917104 318 860 PUT Sole X GILEAD SCIENCES INC COM 375558103 6547 140564 SH Sole X GLOBALOPTIONS GROUP INC COM 37946D209 392 191066 SH Sole X GLOBALOPTIONS GROUP INC COM 37946D209 6373 3108683 SH Sole X GLOBALSTAR INC NOTE 5.750% 4/0 378973AA9 545 1500000 PRN Sole X GOLD FIELDS LTD SPONSORED ADR 38059T106 635 11548 CALL Sole GOLD FIELDS LTD SPONSORED ADR 404280406 10575 4700 CALL Sole GOLDCORP INC COM 380956409 860 2000 CALL Sole GOLDCORP INC COM 380956409 1375 2500 CALL Sole GOLDMAN SACHS GROUP INC COM 38141G104 784 500 CALL Sole GOLDMAN SACHS GROUP INC COM 38141G104 980 838 CALL Sole GOLDMAN SACHS GROUP INC COM 38141G104 487 400 PUT Sole X GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 6236 7000000 PRN Sole X HALLIBURTON CO COM 406216101 665 2000 CALL Sole HALLIBURTON CO COM 406216101 237 1000 CALL Sole HALLIBURTON CO COM 406216101 672 3000 CALL Sole HALLIBURTON CO COM 406216101 519 1250 PUT Sole X HARMONY GOLD MNG LTD SPONSORED ADR 413216300 425 1350 CALL Sole HARTFORD FINANCIAL SVCS GRP COM 416515104 840 1750 CALL Sole HARTFORD FINANCIAL SVCS GRP COM 416515104 228 400 CALL Sole HEALTH MGMT ASSOC INC CL A 421933102 27443 3663932 SH Sole X HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 22125 14600000 PRN Sole X HEWLETT PACKARD CO COM 428236103 2728 2200 CALL Sole HEWLETT PACKARD CO COM 428236103 900 6000 CALL Sole HEWLETT PACKARD CO COM 428236103 1125 1000 CALL Sole HEWLETT PACKARD CO COM 428236103 3096 4800 CALL Sole HEWLETT PACKARD CO COM 428236103 2489 7900 CALL Sole HEWLETT PACKARD CO COM 428236103 375 5000 PUT Sole X HEINZ H J CO COM 423074103 820 2000 CALL Sole HOLOGIC INC FRNT 2.000%12/1 436440AA9 4069 4927000 PRN Sole X HOME DEPOT INC COM 437076102 1708 5600 CALL Sole HOME DEPOT INC COM 437076102 2473 10871 CALL Sole HOME DEPOT INC COM 437076102 640 4000 CALL Sole HOME DEPOT INC COM 437076102 469 5750 CALL Sole HOME DEPOT INC COM 437076102 306 2500 PUT Sole X HOME DEPOT INC COM 437076102 337 5150 PUT Sole X HORSEHEAD HOLDING CORP COM 440694305 1465 125000 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 1285 1000 CALL Sole HSBC HLDGS PLC SPONSORED ADR 404280406 303 1000 CALL Sole HSBC HLDGS PLC SPONSORED ADR 404280406 1249 5550 CALL Sole HSBC HLDGS PLC SPONSORED ADR 404280406 260 1000 PUT Sole X HUMANA INC COM 444859102 2644 4334 CALL Sole ILLINOIS TOOL WORKS INC COM 452308109 3105 7573 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 1650 5500 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 2775 7500 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 728 5020 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 413 5500 PUT Sole X SELECT SECT SPDR TR SBI INT-INDS 81369Y704 282 1200 PUT Sole X INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 35734 19725000 PRN Sole X INTEL CORP COM 458140100 3273 7000 CALL Sole INTEL CORP COM 458140100 6063 23500 CALL Sole INTEL CORP COM 458140100 525 3250 CALL Sole INTEL CORP COM 458140100 502 4500 CALL Sole INTEL CORP COM 458140100 1144 2500 CALL Sole INTEL CORP COM 458140100 536 1500 CALL Sole INTEL CORP COM 458140100 523 2000 CALL Sole INTEL CORP COM 458140100 252 12000 PUT Sole X INTERNATIONAL PAPER CO COM 460146103 522 23500 SH Sole X INTERSIL CORP CL A 46069S109 459 30000 SH Sole X INTERNATIONAL BUSINESS MACHS COM 459200101 1210 1000 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 2875 5000 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 1608 405 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 2162 1100 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 6615 4500 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 22848 22848 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 965 1650 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 1311 4854 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 390 1000 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 338 537 PUT Sole X ISHARES TR INDEX DJ US REAL EST 464287739 210 3000 PUT Sole X ISHARES TR INDEX TRANSP AVE IDX 464287192 2910 2000 CALL Sole ISHARES TR INDEX TRANSP AVE IDX 464287192 331 1077 PUT Sole X ISHARES TR FTSE XNHUA IDX 464287184 304 2250 CALL Sole ISHARES TR FTSE XNHUA IDX 464287184 1300 5000 CALL Sole ISHARES TR FTSE XNHUA IDX 464287184 550 10000 PUT Sole X ISHARES TR FTSE XNHUA IDX 464287184 1328 2250 PUT Sole X ISHARES TR FTSE XNHUA IDX 464287184 250 5000 PUT Sole X ISHARES INC MSCI BRAZIL 464286400 570 1500 CALL Sole ISHARES INC MSCI BRAZIL 464286400 438 2500 CALL Sole ISHARES INC MSCI BRAZIL 464286400 1625 1250 CALL Sole ISHARES TR MSCI EAFE IDX 464287465 2700 10000 CALL Sole ISHARES TR MSCI EAFE IDX 464287465 334 1500 CALL Sole ISHARES TR MSCI EAFE IDX 464287465 330 500 CALL Sole ISHARES TR MSCI EAFE IDX 464287465 3045 5250 CALL Sole ISHARES TR MSCI EMERG MKT 464287234 2280 3000 CALL Sole ISHARES TR MSCI EMERG MKT 464287234 1568 3000 CALL Sole ISHARES TR MSCI EMERG MKT 464287234 1058 5000 CALL Sole ISHARES TR MSCI EMERG MKT 464287234 721 5500 CALL Sole ISHARES TR MSCI EMERG MKT 464287234 1056 2080 CALL Sole ISHARES TR MSCI EMERG MKT 464287234 1500 2000 CALL Sole ISHARES TR MSCI EMERG MKT 464287234 505 2750 CALL Sole ISHARES TR MSCI EMERG MKT 464287234 634 7500 PUT Sole X ISHARES INC MSCI JAPAN 464286848 975 5000 CALL Sole ISHARES INC MSCI S KOREA 464286772 960 2000 CALL Sole ISHARES INC MSCI S KOREA 464286772 435 2000 CALL Sole ISHARES INC MSCI S KOREA 464286772 209 2200 CALL Sole ISHARES INC RUSSELL 2000 464287655 208 2500 CALL Sole ISHARES INC RUSSELL 2000 464287655 275 4960 CALL Sole ISHARES INC RUSSELL 2000 464287655 7413 5000 CALL Sole ISHARES INC RUSSELL 2000 464287655 2626 2750 CALL Sole ISHARES INC RUSSELL 2000 464287655 227 1625 PUT Sole X ISHARES INC RUSSELL 2000 464287655 1023 6800 PUT Sole X IVANHOE MINES LTD COM 46579N103 1755 137197 SH Sole X JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 15251 12200000 PRN Sole X JOHNSON & JOHNSON COM 478160104 1505 2428 CALL Sole JOHNSON & JOHNSON COM 478160104 560 2240 CALL Sole JOHNSON & JOHNSON COM 478160104 609 1032 CALL Sole JPMORGAN CHASE & CO COM 46625H100 273 2000 CALL Sole JPMORGAN CHASE & CO COM 46625H100 2438 2500 CALL Sole JPMORGAN CHASE & CO COM 46625H100 1750 2500 CALL Sole JPMORGAN CHASE & CO COM 46625H100 1825 2000 CALL Sole JPMORGAN CHASE & CO COM 46625H100 1650 2500 CALL Sole JPMORGAN CHASE & CO COM 46625H100 2338 5000 CALL Sole JPMORGAN CHASE & CO COM 46625H100 224 500 PUT Sole X JPMORGAN CHASE & CO COM 46625H100 2700 4500 PUT Sole X JUNIPER NETWORKS INC COM 48203R104 1670 5300 CALL Sole KELLOGG CO COM 487836108 3717 75500 SH Sole X KIMBERLY-CLARK CORP COM 494368103 2255 5500 CALL Sole KINETIC CONCEPTS INC COM 49460W208 17793 481159 SH Sole X KLA-TENCOR CORP COM 482480100 455 2000 CALL Sole KLA-TENCOR CORP COM 482480100 1564 3364 CALL Sole KLA-TENCOR CORP COM 482480100 555 1500 CALL Sole KLA-TENCOR CORP COM 482480100 400 5000 PUT Sole X KLA-TENCOR CORP COM 482480100 616 4250 PUT Sole X KOHLS CORP COM 500255104 787 601 CALL Sole KOHLS CORP COM 500255104 3630 3000 CALL Sole KOHLS CORP COM 500255104 777 700 CALL Sole KOHLS CORP COM 500255104 2727 2700 CALL Sole KOHLS CORP COM 500255104 815 1000 CALL Sole KOHLS CORP COM 500255104 715 1000 CALL Sole KOHLS CORP COM 500255104 421 7650 PUT Sole X KRAFT FOODS INC CL A 50075N104 246 1200 CALL Sole KRAFT FOODS INC CL A 50075N104 270 2000 CALL Sole KROGER CO COM 501044101 208 10100 SH Sole X L-1 IDENTITY SOLUTIONS INC NOTE 3.750% 5/1 50212AAB2 2445 2795000 PRN Sole X LAM RESEARCH CORP COM 512807108 4099 120000 SH Sole X LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 12602 14557000 PRN Sole X LINCARE HOLDINGS INC COM 532791100 270 1000 CALL Sole LINCARE HOLDINGS INC COM 532791100 245 1750 PUT Sole X LINEAR TECHNOLOGY CORP COM 535678106 280 3500 PUT Sole X LOWES COS INC COM 548661107 934 44600 SH Sole X MANNKIND CORP COM 56400P201 791 80292 SH Sole X MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1665 1500 CALL Sole MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 280 500 CALL Sole MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 4350 7500 CALL Sole MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1140 2000 CALL Sole MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1475 1000 CALL Sole MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1860 3000 CALL Sole MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 488 7500 PUT Sole X MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 425 1000 PUT Sole X MASTERCARD INC CL A 57636Q104 3639 18000 SH Sole X MASTERCARD INC CL A 57636Q104 2184 800 PUT Sole X SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 9820 317794 SH Sole X SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 713 5000 PUT Sole X MCKESSON CORP COM 58155Q103 341 533 CALL Sole MCKESSON CORP COM 58155Q103 1278 2282 CALL Sole MCMORAN EXPLORATION CO PFD MAND CNV 582411500 2568 40000 PRN Sole X MEDTRONIC INC COM 585055106 473 1500 CALL Sole MEDTRONIC INC COM 585055106 447 600 PUT Sole X METLIFE INC COM 59156R108 1063 5000 CALL Sole MICRON TECHNOLOGY INC COM 595112103 703 4931 CALL Sole MICRON TECHNOLOGY INC NOTE 4.250%10/1 595112AJ2 15143 8470000 PRN Sole X MICROSOFT CORP COM 594918104 376 450 CALL Sole MICROSOFT CORP COM 594918104 3273 5500 CALL Sole MICROSOFT CORP COM 594918104 3860 8000 CALL Sole MICROSOFT CORP COM 594918104 5920 16000 CALL Sole MICROSOFT CORP COM 594918104 901 3500 CALL Sole MICROSOFT CORP COM 594918104 1540 8000 CALL Sole MICROSOFT CORP COM 594918104 956 2500 CALL Sole MICROSOFT CORP COM 594918104 710 2500 CALL Sole MICROSOFT CORP COM 594918104 1476 6000 CALL Sole MICROSOFT CORP COM 594918104 1595 10000 CALL Sole MICROSOFT CORP COM 594918104 671 7500 PUT Sole X MICROSOFT CORP COM 594918104 4830 10500 PUT Sole X MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2414 50000 SH Sole X MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1098 500 PUT Sole X MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 4713 5775000 PRN Sole X MONSANTO CO COM 61166W101 560 1600 CALL Sole MONSANTO CO COM 61166W101 230 2000 CALL Sole MONSANTO CO COM 61166W101 375 500 PUT Sole X MONSANTO CO COM 61166W101 218 1500 PUT Sole X MONSANTO CO COM 61166W101 898 500 PUT Sole X MOODY'S CORP COM 615369105 567 2025 PUT Sole X MOODY'S CORP COM 615369105 1040 2000 PUT Sole X MOODY'S CORP COM 615369105 216 600 PUT Sole X MORGAN STANLEY COM 617446448 700 5000 CALL Sole MORGAN STANLEY COM 617446448 230 1000 CALL Sole MORGAN STANLEY COM 617446448 1348 700 PUT Sole X MORGAN STANLEY COM 617446448 383 900 PUT Sole X MORGAN STANLEY COM 617446448 1097 3750 PUT Sole X MOTOROLA INC COM 620076109 1002 19450 CALL Sole MASTEC INC NOTE 4.000% 6/1 576323AG4 12092 11475000 PRN Sole X MYLAN INC COM 628530107 1943 5550 CALL Sole NASDAQ OMX GROUP INC NOTE 2.500% 8/1 631103AA6 8745 10079000 PRN Sole X NASDAQ OMX GROUP INC COM 631103108 18212 865188 SH Sole X NETAPP INC COM 64110D104 365 1000 CALL Sole NEWALLIANCE BANCSHARES INC COM 650203102 1132 105800 SH Sole X NEWALLIANCE BANCSHARES INC COM 650203102 596 2980 PUT Sole X NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 11791 6000000 PRN Sole X NEWMONT MINING CORP NOTE 1.250% 7/1 651639AJ5 22693 19401000 PRN Sole X NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 26850 22319000 PRN Sole X NIKE INC CL B 654106103 3840 4000 CALL Sole NIKE INC CL B 654106103 460 836 CALL Sole NORDSTROM INC COM 655664100 4999 4738 CALL Sole NORDSTROM INC COM 655664100 609 641 CALL Sole NORDSTROM INC COM 655664100 938 2500 CALL Sole NORFOLK SOUTHERN CORP COM 655844108 935 21681 SH Sole X NORFOLK SOUTHERN CORP COM 655844108 280 2000 PUT Sole X NORFOLK SOUTHERN CORP COM 655844108 306 1800 PUT Sole X NORFOLK SOUTHERN CORP COM 655844108 220 500 PUT Sole X NOVAGOLD RES INC NOTE 5.500% 5/0 66987EAA5 2512 3000000 PRN Sole X NOVAMED INC NOTE 1.000% 6/1 66986WAA6 858 1000000 PRN Sole X NOVELLUS SYSTEMS INC COM 670008101 593 1500 CALL Sole NOVELLUS SYSTEMS INC COM 670008101 1112 5235 CALL Sole NOVELLUS SYSTEMS INC COM 670008101 563 12500 PUT Sole X NRG ENERGY INC COM 629377508 399 2250 CALL Sole NRG ENERGY INC COM 629377508 293 2250 PUT Sole X NVIDIA CORP COM 67066G104 219 1750 PUT Sole X OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 1174 10000 SH Sole X ORACLE CORPORATION COM 68389X105 2859 15250 CALL Sole ORACLE CORPORATION COM 68389X105 534 4750 PUT Sole X ORACLE CORPORATION COM 68389X105 371 1500 PUT Sole X PACCAR INC COM 693718108 205 500 CALL Sole PDL BIOPHARMA INC COM 69329Y104 22169 2813338 SH Sole X PEPSICO INC COM 713448108 368 1936 CALL Sole PEPSICO INC COM 713448108 3100 5000 CALL Sole PEPSICO INC COM 713448108 1348 3500 CALL Sole PEPSICO INC COM 713448108 370 2000 PUT Sole X PERRIGO CO COM 714290103 1800 2000 CALL Sole PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 665 1000 CALL Sole PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 12612 274762 SH Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 205 1000 PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 205 200 PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2178 1400 PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4076 2000 PUT Sole X PETROQUEST ENERGY INC COM 716748108 3779 582310 SH Sole X PFIZER INC COM 717081103 282 2300 CALL Sole PFIZER INC COM 717081103 545 5000 CALL Sole PFIZER INC COM 717081103 312 1975 CALL Sole PFIZER INC COM 717081103 42461 2565628 SH Sole X PFIZER INC COM 717081103 228 4600 PUT Sole X PFIZER INC COM 717081103 415 5000 PUT Sole X PFIZER INC COM 717081103 2198 5900 PUT Sole X PFIZER INC COM 717081103 238 2000 PUT Sole X PHILIP MORRIS INTL INC COM 718172109 5454 111900 SH Sole X PHILIP MORRIS INTL INC COM 718172109 290 2000 PUT Sole X PHOTRONICS INC NOTE 5.500%10/0 719405AF9 6738 5500000 PRN Sole X POLYCOM INC COM 73172K104 3525 5000 CALL Sole POTASH CORP SASK INC COM 73755L107 341 455 CALL Sole POTASH CORP SASK INC COM 73755L107 378 700 CALL Sole POTASH CORP SASK INC COM 73755L107 206 200 PUT Sole X POTASH CORP SASK INC COM 73755L107 608 450 PUT Sole X POTASH CORP SASK INC COM 73755L107 303 300 PUT Sole X POWERSHS DB US DOLLAR INDEX DOLL INDX BEAR 73936D206 205 3900 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 13961 20500 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2184 6000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 8910 30000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 6313 25000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 5025 50000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 228 12000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 253 750 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 5340 20000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 4455 29500 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 4980 9980 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 250 5000 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1530 20000 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 531 4500 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 264 3750 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 284 7000 PUT Sole X POWERWAVE TECHNOLOGIES INC COM 739363109 509 318252 SH Sole X PROCTER & GAMBLE CO COM 742718109 6624 12266 CALL Sole PRUDENTIAL FINANCIAL INC COM 744320102 896 1400 CALL Sole QUALCOMM INC COM 747525103 6386 6140 CALL Sole QUALCOMM INC COM 747525103 10458 16800 CALL Sole QUALCOMM INC COM 747525103 4003 13300 CALL Sole QUALCOMM INC COM 747525103 281 1500 CALL Sole QUALCOMM INC COM 747525103 411 3000 CALL Sole QUALCOMM INC COM 747525103 1090 10000 CALL Sole QUALCOMM INC COM 747525103 708 3300 PUT Sole X QUALCOMM INC COM 747525103 1575 2500 PUT Sole X QUALCOMM INC COM 747525103 303 600 CALL Sole QUALCOMM INC COM 747525103 212 1000 CALL Sole RADISYS CORP COM 750459109 922 106118 SH Sole X RADISYS CORP NOTE 2.750% 2/ 750459AE9 6834 8000000 PRN Sole X RANDGOLD RES LTD ADR 752344309 805 11522 SH Sole X REGIONS FINANCIAL CORP COM 7591EP100 522 84000 SH Sole X RESEARCH IN MOTION LTD COM 760975102 1463 950 PUT Sole X RETAIL HOLDRS TR DEP RCPT 76127U101 258 445 CALL Sole RETAIL HOLDRS TR DEP RCPT 76127U101 1550 5000 CALL Sole RETAIL HOLDRS TR DEP RCPT 76127U101 4902 3800 CALL Sole RETAIL HOLDRS TR DEP RCPT 76127U101 12539 15872 CALL Sole RETAIL HOLDRS TR DEP RCPT 76127U101 1751 5150 CALL Sole RAMBUS INC DEL NOTE 5.000% 6/1 750917AC0 19392 16000000 PRN Sole X ROYAL GOLD INC COM 780287108 228 300 CALL Sole SANDISK CORP COM 80004C101 341 2500 CALL Sole SANDISK CORP COM 80004C101 1636 4673 CALL Sole SANDISK CORP COM 80004C101 335 500 CALL Sole SAP AG SPON ADR 803054204 600 800 CALL Sole PFIZER INC COM 717081103 284 3000 PUT Sole X PFIZER INC COM 717081103 1089 5953 PUT Sole X SAVIENT PHARMACEUTICALS INC COM 80517Q100 285 6329 CALL Sole SAVIENT PHARMACEUTICALS INC COM 80517Q100 323 2873 CALL Sole SAVIENT PHARMACEUTICALS INC COM 80517Q100 1170 1520 CALL Sole SAVIENT PHARMACEUTICALS INC COM 80517Q100 285 1127 PUT Sole X SCHERING-PLOUGH CORP COM 806605101 431 1250 CALL Sole SCHERING-PLOUGH CORP COM 806605101 2304 81572 SH Sole X SCHLUMBERGER LTD COM 806857108 13760 230874 SH Sole X SCHLUMBERGER LTD COM 806857108 1098 900 PUT Sole X SCHLUMBERGER LTD COM 806857108 5250 2500 PUT Sole X SCHLUMBERGER LTD COM 806857108 218 1000 PUT Sole X SCHWAB CHARLES CORP COM 808513105 534 27900 SH Sole X SEAGATE TECHNOLOGY COM 015994339 375 2500 CALL Sole SEAGATE TECHNOLOGY COM 172967101 213 3000 CALL Sole SEARS HOLDINGS CORP COM 812350106 250 500 PUT Sole X SEARS HOLDINGS CORP COM 812350106 427 401 PUT Sole X SEARS HOLDINGS CORP COM 812350106 434 300 PUT Sole X SEMICONDUCTOR HOLDRS TRUST DEP RCPT 816636203 931 2500 CALL Sole SEMICONDUCTOR HOLDRS TRUST DEP RCPT 816636203 1340 2350 CALL Sole SEMICONDUCTOR HOLDRS TRUST DEP RCPT 816636203 5775 15000 CALL Sole SEMICONDUCTOR HOLDRS TRUST DEP RCPT 816636203 232 1500 CALL Sole SEMICONDUCTOR HOLDRS TRUST DEP RCPT 816636203 289 6500 PUT Sole X SEPRACOR INC COM 817315104 201 3831 CALL Sole SEPRACOR INC COM 817315104 556 1020 CALL Sole SILICON LABORATORIES INC COM 826919102 1125 2500 CALL Sole SIRIUS XM RADIO INC COM 82967N108 1138 1792850 SH Sole X SIRIUS XM RADIO INC COM 82967N108 880 2000 PUT Sole X SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH5 10270 7000000 PRN Sole X SLM CORP COM 78442P106 225 7500 CALL Sole SLM CORP COM 78442P106 10831 1242048 SH Sole X SONOSITE INC NOTE 3.750% 7/1 83568GAA2 4775 5000000 PRN Sole X SOTHEBYS NOTE 3.125% 6/1 835898AC1 1258 1446000 PRN Sole X SOUTHWESTERN ENERGY CO COM 845467109 305 1000 CALL Sole SOUTHWESTERN ENERGY CO COM 845467109 445 1000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 743 2750 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 263 1500 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 2633 4500 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 435 500 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 2445 3000 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 565 4708 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 415 1000 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 669 2500 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 369 1800 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 7104 7400 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 2913 2500 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 105302 1065272 SH Sole X SPDR GOLD TRUST GOLD SHS 78463V107 1744 3290 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 1050 2500 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 407 1750 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 210 6000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 308 1500 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 230 2000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 340 2000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 1770 2000 PUT Sole X SPDR SERIES TRUST SPDR KBW BK ETF 78464A797 1188 2500 CALL Sole SPDR TR UNIT SER 1 78462F103 1238 5000 CALL Sole SPDR TR UNIT SER 1 78462F103 3772 4490 CALL Sole SPDR TR UNIT SER 1 78462F103 4219 2500 CALL Sole SPDR TR UNIT SER 1 78462F103 405829 3844538 SH Sole X SPRINT NEXTEL CORP COM SER 1 852061100 220 3520 CALL Sole ST JUDE MEDICAL INC COM 790849103 230 450 CALL Sole ST JUDE MEDICAL INC COM 790849103 984 4800 CALL Sole STANDARD PACIFIC CORP NOTE 6.000%10/0 853763AA8 1666 2000000 PRN Sole X STARBUCKS CORP COM 855244109 1856 2250 CALL Sole STARBUCKS CORP COM 855244109 249 1600 PUT Sole X STEWART ENTERPRISES INC CL A 860370105 7755 1482878 SH Sole X SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 3850 3000000 PRN Sole X SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 3478 3500000 PRN Sole X TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 600 6000 CALL Sole TALECRIS BIOTHERAPEUTICS COM 874227101 1900 100000 SH Sole X TARGET CORP COM 87612E106 810 1500 CALL Sole TARGET CORP COM 87612E106 1305 1700 CALL Sole TARGET CORP COM 87612E106 2033 4700 CALL Sole TARGET CORP COM 87612E106 1510 5000 CALL Sole TARGET CORP COM 87612E106 380 1500 CALL Sole TARGET CORP COM 87612E106 603 2000 CALL Sole TARGET CORP COM 87612E106 230 3974 PUT Sole X TARGET CORP COM 87612E106 408 1089 PUT Sole X SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 620 2000 CALL Sole TENET HEALTHCARE CORP COM 88033G100 1099 186913 SH Sole X TERADYNE INC NOTE 4.500% 3/1 880770AE2 31028 16605000 PRN Sole X TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1115 4093 CALL Sole TEVA PHARMACEUTICAL INDS LTD ADR 881624209 488 3750 CALL Sole TEVA PHARMACEUTICAL INDS LTD ADR 881624209 913 2500 PUT Sole X TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 11906 8000000 PRN Sole X TEXAS INSTRUMENTS INC COM 882508104 569 900 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 4125 10000 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 1778 7500 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 778 5000 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 3735 6000 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 2993 6300 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 2094 5583 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 1668 6000 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 733 5000 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 222 4000 PUT Sole X TEXTRON INC NOTE 4.500% 5/0 883203BN0 9839 6000000 PRN Sole X TIME WARNER CABLE COM 88732J207 1724 40000 SH Sole X TIME WARNER INC COM 887317303 401 1500 CALL Sole TIME WARNER INC COM 887317303 480 1500 PUT Sole X TIME WARNER INC COM 887317303 2015 70000 SH Sole X TOLL BROTHERS INC COM 889478103 1022 52282 SH Sole X TOLL BROTHERS INC COM 889478103 245 700 PUT Sole X TOYOTA MOTOR CORP SP ADR REP2COM 892331307 670 1000 PUT Sole X TRANSOCEAN LTD COM H8817H100 272 956 CALL Sole TRANSOCEAN LTD COM H8817H100 750 2500 CALL Sole RANDGOLD RES LTD ADR 752344309 6435 4500 CALL Sole GENERAL ELECTRIC CO COM 369604103 1215 5000 CALL Sole VERISIGN INC COM 92343E102 1185 50000 SH Sole X VERIZON COMMUNICATIONS INC COM 92343V104 502 16600 SH Sole X TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 9159 9500000 PRN Sole X TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 10112 8000000 PRN Sole X TYCO INTERNATIONAL LTD COM H89128104 700 1000 CALL Sole UNION PACIFIC CORP COM 907818108 2245 2508 CALL Sole UNION PACIFIC CORP COM 907818108 2703 5300 CALL Sole UNION PACIFIC CORP COM 907818108 340 500 PUT Sole X UNION PACIFIC CORP COM 907818108 468 2600 PUT Sole X UNION PACIFIC CORP COM 907818108 972 2400 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 5306 8101 CALL Sole UNITED PARCEL SERVICE INC CL B 911312106 2596 11800 CALL Sole UNITED PARCEL SERVICE INC CL B 911312106 408 5100 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 525 1400 PUT Sole X UNITED STATES OIL FUND LP UNITS 91232N108 1788 2500 CALL Sole UNITED STATES OIL FUND LP UNITS 91232N108 1463 5000 PUT Sole X UNITED STATES STL CORP COM 912909108 285 500 PUT Sole X UNITED TECHNOLOGIES CORP COM 913017109 8176 7300 CALL Sole UNITED TECHNOLOGIES CORP COM 913017109 2700 4000 CALL Sole US BANCORP DEL COM 902973304 529 1750 CALL Sole US BANCORP DEL COM 902973304 214 950 PUT Sole X US NATURAL GAS FUND LP UNIT 912318102 473 1550 PUT Sole X UNITED STATES STL CORP NOTE 4.000% 5/1 912909AE8 41374 26000000 PRN Sole X USEC INC NOTE 3.000%10/0 90333EAC2 7267 10464000 PRN Sole X SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 265 1000 CALL Sole VALE S A ADR 91912E105 446 3500 CALL Sole VALE S A ADR 91912E105 12125 10000 PUT Sole X VALE S A ADR 91912E105 1025 3061 PUT Sole X VALE CAP II VALEP 6.75%12 91912F300 689 10100 PRN Sole X VERISIGN INC COM 92343E102 392 5232 PUT Sole X VERIZON COMMUNICATIONS INC COM 92343V104 349 2500 CALL Sole VERTEX PHARMACEUTICALS INC COM 92532F100 200 392 CALL Sole VERTEX PHARMACEUTICALS INC COM 92532F100 648 500 CALL Sole VERTEX PHARMACEUTICALS INC COM 92532F100 285 361 CALL Sole VIROPHARMA INC COM 928241108 1644 170943 SH Sole X VISA INC COM CL A 92826C839 413 5000 CALL Sole VISA INC COM CL A 92826C839 538 2500 CALL Sole VISA INC COM CL A 92826C839 793 534 CALL Sole VISA INC COM CL A 92826C839 1776 2400 CALL Sole VISA INC COM CL A 92826C839 3100 10000 CALL Sole VISA INC COM CL A 92826C839 1725 5000 PUT Sole X VORNADO RLTY TR SH BEN INT 929042109 921 14303 SH Sole X WAL MART STORES INC COM 931142103 368 10520 CALL Sole WAL MART STORES INC COM 931142103 410 3216 CALL Sole WAL MART STORES INC COM 931142103 1690 2600 PUT Sole X WAL MART STORES INC COM 931142103 844 750 PUT Sole X WAL MART STORES INC COM 931142103 526 1260 PUT Sole X WASHINGTON MUTUAL INC COM 939322103 262 1068100 SH Sole X WELLCARE GROUP INC COM 94946T106 332 1922 CALL Sole WELLCARE GROUP INC COM 94946T106 1639 66487 SH Sole X WELLPOINT INC (NC) COM 94973V107 234 732 CALL Sole WELLPOINT INC (NC) COM 94973V107 265 1000 CALL Sole WELLPOINT INC (NC) COM 94973V107 5344 112833 SH Sole X WELLPOINT INC (NC) COM 94973V107 290 500 PUT Sole X WELLPOINT INC (NC) COM 94973V107 339 370 PUT Sole X WELLPOINT INC (NC) COM 94973V107 525 1000 PUT Sole X WELLPOINT INC (NC) COM 94973V107 281 321 PUT Sole X WELLPOINT INC (NC) COM 94973V107 653 500 PUT Sole X WELLS FARGO & COMPANY COM 949746101 900 5000 CALL Sole WELLS FARGO & COMPANY COM 949746101 470 4700 CALL Sole WELLS FARGO & COMPANY COM 949746101 225 5000 CALL Sole WELLS FARGO & COMPANY COM 949746101 748 2300 CALL Sole WELLS FARGO & COMPANY COM 949746101 1245 1000 CALL Sole WELLS FARGO & COMPANY COM 949746101 4075 5000 CALL Sole WELLS FARGO & COMPANY COM 949746101 1875 5000 PUT Sole X WELLS FARGO & COMPANY COM 949746101 230 500 PUT Sole X WESTERN DIGITAL CORP COM 958102105 789 1678 CALL Sole WHIRLPOOL CORP COM 963320106 243 100 CALL Sole WHIRLPOOL CORP COM 963320106 894 550 CALL Sole WHIRLPOOL CORP COM 963320106 295 500 PUT Sole X WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 4367 4750000 PRN Sole X WRIGHT MEDICAL GROUP INC NOTE 2.625%12/0 98235TAA5 11863 14200000 PRN Sole X WYETH COM 983024100 1395 3624 CALL Sole WYETH COM 983024100 2582 53141 SH Sole X WYNDHAM WORLDWIDE NOTE 3.500% 5/0 98310WAC2 8506 6000000 PRN Sole X WYNN RESORTS LTD COM 983134107 408 100 CALL Sole WYNN RESORTS LTD COM 983134107 220 200 PUT Sole X XILINX INC COM 983919101 506 2500 CALL Sole XILINX INC COM 983919101 1000 8000 PUT Sole X YAHOO! INC COM 984332106 644 3800 CALL Sole YAHOO! INC COM 984332106 345 5000 CALL Sole YAHOO! INC COM 984332106 848 8000 CALL Sole YAHOO! INC COM 984332106 326 10500 PUT Sole X ZIMMER HOLDINGS INC COM 98956P102 3167 59260 SH Sole X