13F-HR 1 jeff3q09.txt JEFFERIES GROUP INC. 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 holdings entries. Institutional Investment Manager Filing this Report: Name: Jefferies Group Inc. Address: 520 Madison Ave., 12th Floor New York, NY 10022 13F File Number: 28-10917 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: Roland Kelly Title: Assistant Secretary Phone: 310- 914-1373 Signature, Place, and Date of Signing: /s/ Roland Kelly Los Angeles, CA November 13, 2009 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: 3 Form13F Information Table Entry Total: 1336 Form13F Information Table Value Total: $2,446,617 (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 28-13184 Jefferies & Company, Inc. 02 28-11239 Jefferies Asset Management, LLC 03 28-13012 Jefferies High Yield Trading, LLC 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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3COM CORP COM 885535104 316 60400 SH SOLE 01 60400 0 0 3SBIO INC SPONSORED ADR 88575Y105 327 29700 SH CALL SOLE 01 29700 0 0 A D C TELECOMMUNICATIONS FRNT 6/1 000886AB7 18 23000 PRN SOLE 01 23000 0 0 A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AE1 97 127000 PRN SOLE 01 127000 0 0 A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AF8 125 179000 PRN SOLE 01 179000 0 0 ABAXIS INC COM 002567105 3662 136890 SH SOLE 01 136890 0 0 ABAXIS INC COM 002567105 1070 40000 SH CALL SOLE 01 40000 0 0 ABAXIS INC COM 002567105 3879 145000 SH PUT SOLE 01 145000 0 0 ABBOTT LABS COM 002824100 2572 52000 SH PUT SOLE 01 52000 0 0 ABBOTT LABS COM 002824100 1484 30000 SH CALL SOLE 01 30000 0 0 ABERCROMBIE & FITCH CO CL A 002896207 1756 53417 SH SOLE 01 53417 0 0 ABOVENET INC COM 00374N107 322 6600 SH SOLE 01 6600 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1621 43500 SH SOLE 01 43500 0 0 ACME PACKET INC COM 004764106 1346 134507 SH SOLE 01 02 134507 0 0 ACORDA THERAPEUTICS INC COM 00484M106 582 25000 SH CALL SOLE 01 25000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 301 24258 SH SOLE 01 24258 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 269 264000 PRN SOLE 01 264000 0 0 ADVANCED BATTERY TECHNOLOG I COM 00752H102 55 12600 SH SOLE 01 12600 0 0 ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 147 175000 PRN SOLE 01 175000 0 0 ADVANCED MICRO DEVICES INC COM 007903107 71 12500 SH SOLE 01 12500 0 0 AEROPOSTALE COM 007865108 271 6227 SH SOLE 01 6227 0 0 AES CORP COM 00130H105 153 10318 SH SOLE 01 10318 0 0 AETNA INC NEW COM 00817Y108 1345 48346 SH SOLE 01 48346 0 0 AETNA INC NEW COM 00817Y108 445 16000 SH CALL SOLE 01 16000 0 0 AETNA INC NEW COM 00817Y108 2374 85300 SH PUT SOLE 01 85300 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 5796 107000 SH SOLE 01 107000 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 623 11500 SH PUT SOLE 01 11500 0 0 AFLAC INC COM 001055102 489 11440 SH SOLE 01 11440 0 0 AFLAC INC COM 001055102 534 12500 SH CALL SOLE 01 12500 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 1436 1500000 PRN SOLE 01 1500000 0 0 AGCO CORP NOTE 1.750%12/3 001084AL6 13 10000 PRN SOLE 01 10000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 377 13564 SH SOLE 01 13564 0 0 AGRIUM INC COM 008916108 498 10000 SH PUT SOLE 01 10000 0 0 AIR PRODS & CHEMS INC COM 009158106 240 3100 SH SOLE 01 3100 0 0 AIRMEDIA GROUP INC SPONSORED ADR 009411109 356 48500 SH SOLE 01 48500 0 0 AK STL HLDG CORP COM 001547108 3060 155093 SH SOLE 01 155093 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 1196 60759 SH SOLE 01 60759 0 0 ALASKA AIR GROUP INC COM 011659109 2518 94000 SH PUT SOLE 01 94000 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 1650 750000 PRN SOLE 01 750000 0 0 ALCOA INC COM 013817101 922 70300 SH PUT SOLE 01 70300 0 0 ALCOA INC COM 013817101 27359 2085300 SH CALL SOLE 01 2085300 0 0 ALCOA INC COM 013817101 27083 2064231 SH SOLE 01 2064231 0 0 ALCON INC COM SHS H01301102 971 7000 SH PUT SOLE 01 7000 0 0 ALCON INC COM SHS H01301102 2773 20000 SH CALL SOLE 01 20000 0 0 ALEXANDER & BALDWIN INC COM 014482103 211 6570 SH SOLE 01 6570 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 376 8443 SH SOLE 01 8443 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 891 20000 SH CALL SOLE 01 20000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 891 20000 SH PUT SOLE 01 20000 0 0 ALIGN TECHNOLOGY INC COM 016255101 422 29700 SH CALL SOLE 01 29700 0 0 ALLEGHENY ENERGY INC COM 017361106 861 32453 SH SOLE 01 32453 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 346 291000 PRN SOLE 01 291000 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 845 24151 SH SOLE 01 24151 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 220 6300 SH CALL SOLE 01 6300 0 0 ALLERGAN INC COM 018490102 389 6856 SH SOLE 01 6856 0 0 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 668 595000 PRN SOLE 01 595000 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 340 5566 SH SOLE 01 5566 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 855 14000 SH PUT SOLE 01 14000 0 0 ALLIANT ENERGY CORP COM 018802108 312 11203 SH SOLE 01 11203 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 1113 14300 SH CALL SOLE 01 14300 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 695 14500 SH SOLE 01 14500 0 0 ALLOS THERAPEUTICS INC COM 019777101 386 53200 SH SOLE 01 53200 0 0 ALLOS THERAPEUTICS INC COM 019777101 290 40000 SH CALL SOLE 01 40000 0 0 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 1615 79657 SH SOLE 01 79657 0 0 ALLSTATE CORP COM 020002101 3962 129383 SH SOLE 01 129383 0 0 ALLSTATE CORP COM 020002101 3086 100800 SH PUT SOLE 01 100800 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 890 25349 SH SOLE 01 25349 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 1404 40000 SH CALL SOLE 01 40000 0 0 ALTERA CORP COM 021441100 543 26466 SH SOLE 01 26466 0 0 ALTERA CORP COM 021441100 560 27300 SH CALL SOLE 01 27300 0 0 ALTRIA GROUP INC COM 02209S103 419 23519 SH SOLE 01 23519 0 0 ALUMINA LTD SPONSORED ADR 022205108 318 50000 SH SOLE 01 50000 0 0 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 1027 37500 SH PUT SOLE 01 37500 0 0 ALZA CORP SDCV 7/2 02261WAB5 248 280000 PRN SOLE 01 280000 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 1092 25000 SH CALL SOLE 01 25000 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 1092 25000 SH PUT SOLE 01 25000 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 1350 30900 SH SOLE 01 30900 0 0 AMAZON COM INC COM 023135106 9517 101934 SH SOLE 01 101934 0 0 AMAZON COM INC COM 023135106 9336 100000 SH CALL SOLE 01 100000 0 0 AMAZON COM INC COM 023135106 3678 39400 SH PUT SOLE 01 39400 0 0 AMEDISYS INC COM 023436108 240 5500 SH SOLE 01 5500 0 0 AMEDISYS INC COM 023436108 3556 81500 SH PUT SOLE 02 81500 0 0 AMEREN CORP COM 023608102 499 19742 SH SOLE 01 19742 0 0 AMERICAN ELEC PWR INC COM 025537101 945 30505 SH SOLE 01 30505 0 0 AMERICAN EXPRESS CO COM 025816109 678 20000 SH CALL SOLE 01 20000 0 0 AMERICAN EXPRESS CO COM 025816109 3526 104000 SH PUT SOLE 01 104000 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 625 24500 SH SOLE 01 24500 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 4525 102600 SH SOLE 01 02 102600 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 4681 106100 SH PUT SOLE 01 02 106100 0 0 AMERICAN SCIENCE & ENGR INC COM 029429107 1300 19100 SH SOLE 01 19100 0 0 AMERICAN SCIENCE & ENGR INC COM 029429107 1021 15000 SH PUT SOLE 01 15000 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 553 16500 SH SOLE 01 16500 0 0 AMERICAN TOWER CORP CL A 029912201 473 13000 SH CALL SOLE 01 13000 0 0 AMERICAN TOWER CORP CL A 029912201 230 6307 SH SOLE 01 6307 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 327 16400 SH SOLE 01 16400 0 0 AMETEK INC NEW COM 031100100 220 6303 SH SOLE 01 6303 0 0 AMGEN INC COM 031162100 1950 32373 SH SOLE 01 32373 0 0 AMGEN INC COM 031162100 13594 225700 SH CALL SOLE 01 225700 0 0 AMGEN INC COM 031162100 530 8800 SH PUT SOLE 01 8800 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 34 35000 PRN SOLE 01 35000 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 104 10900 SH SOLE 01 10900 0 0 AMPHENOL CORP NEW CL A 032095101 1593 42268 SH SOLE 01 42268 0 0 AMR CORP COM 001765106 950 119500 SH CALL SOLE 01 119500 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 280 24500 SH CALL SOLE 01 24500 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 512 37400 SH CALL SOLE 01 37400 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 1369 100000 SH PUT SOLE 01 100000 0 0 ANADARKO PETE CORP COM 032511107 2133 34000 SH PUT SOLE 01 34000 0 0 ANALOG DEVICES INC COM 032654105 1179 42737 SH SOLE 01 42737 0 0 ANALOG DEVICES INC COM 032654105 690 25000 SH CALL SOLE 01 25000 0 0 ANALOGIC CORP COM PAR $0.05 032657207 3702 100000 SH CALL SOLE 01 100000 0 0 ANIXTER INTL INC COM 035290105 3169 79000 SH SOLE 02 79000 0 0 ANIXTER INTL INC COM 035290105 1123 28000 SH CALL SOLE 02 28000 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 1292 1442000 PRN SOLE 01 1442000 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 3448 5388000 PRN SOLE 01 5388000 0 0 ANNALY CAP MGMT INC COM 035710409 190 10500 SH SOLE 01 10500 0 0 ANSYS INC COM 03662Q105 499 13330 SH SOLE 01 13330 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 215 27300 SH SOLE 01 02 27300 0 0 AON CORP COM 037389103 1034 25400 SH CALL SOLE 01 25400 0 0 AON CORP COM 037389103 2088 51311 SH SOLE 01 51311 0 0 APACHE CORP COM 037411105 583 6345 SH SOLE 01 6345 0 0 APACHE CORP COM 037411105 1258 13700 SH CALL SOLE 01 13700 0 0 APACHE CORP COM 037411105 450 4900 SH PUT SOLE 01 4900 0 0 APOLLO GROUP INC CL A 037604105 6188 84000 SH CALL SOLE 01 84000 0 0 APOLLO GROUP INC CL A 037604105 5930 80500 SH PUT SOLE 01 80500 0 0 APOLLO INVT CORP COM 03761U106 143 15000 SH CALL SOLE 01 15000 0 0 APPLE INC COM 037833100 3409 18396 SH SOLE 01 02 18396 0 0 APPLIED MATLS INC COM 038222105 1004 75000 SH PUT SOLE 01 75000 0 0 APPLIED MATLS INC COM 038222105 6555 489900 SH CALL SOLE 01 489900 0 0 APPLIED MATLS INC COM 038222105 1846 137936 SH SOLE 01 137936 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 357 9600 SH SOLE 01 9600 0 0 ARENA PHARMACEUTICALS INC COM 040047102 122 27400 SH PUT SOLE 01 27400 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 55 25000 SH CALL SOLE 01 25000 0 0 ARKANSAS BEST CORP DEL COM 040790107 437 14600 SH CALL SOLE 01 14600 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 2240 65000 SH CALL SOLE 01 65000 0 0 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 377 366000 PRN SOLE 01 366000 0 0 ASHLAND INC NEW COM 044209104 1176 27200 SH SOLE 01 27200 0 0 ASIAINFO HLDGS INC COM 04518A104 447 22400 SH SOLE 01 22400 0 0 ASM INTL N V NY REGISTER SH N07045102 3560 190985 SH SOLE 01 190985 0 0 ASML HOLDING N V NY REG SHS N07059186 15616 528098 SH SOLE 01 528098 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 765 28900 SH SOLE 01 28900 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 397 15000 SH PUT SOLE 01 15000 0 0 ASSOCIATED BANC CORP COM 045487105 441 38600 SH SOLE 01 38600 0 0 ASSURANT INC COM 04621X108 321 10000 SH SOLE 02 10000 0 0 AT&T INC COM 00206R102 1385 51262 SH SOLE 01 51262 0 0 AT&T INC COM 00206R102 1351 50000 SH PUT SOLE 01 50000 0 0 ATLAS ACQUISITION HLDGS CORP COM 049162100 912 92500 SH SOLE 02 92500 0 0 AUTODESK INC COM 052769106 664 27893 SH SOLE 01 27893 0 0 AUTOLIV INC COM 052800109 450 13390 SH SOLE 01 13390 0 0 AUTONATION INC COM 05329W102 1499 82900 SH SOLE 01 82900 0 0 AUTOZONE INC COM 053332102 325 2224 SH SOLE 01 2224 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 1345 39305 SH SOLE 01 39305 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 1197 35000 SH CALL SOLE 01 35000 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 513 15000 SH PUT SOLE 01 15000 0 0 AVALONBAY CMNTYS INC COM 053484101 782 10757 SH SOLE 01 10757 0 0 AVERY DENNISON CORP COM 053611109 684 19000 SH PUT SOLE 01 19000 0 0 AVNET INC COM 053807103 265 10199 SH SOLE 01 10199 0 0 AVON PRODS INC COM 054303102 394 11598 SH SOLE 01 11598 0 0 AVX CORP NEW COM 002444107 131 11013 SH SOLE 01 11013 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 1376 45600 SH SOLE 01 45600 0 0 AZZ INC COM 002474104 390 9700 SH SOLE 01 9700 0 0 BAKER HUGHES INC COM 057224107 2399 56239 SH SOLE 01 56239 0 0 BAKER HUGHES INC COM 057224107 427 10000 SH CALL SOLE 01 10000 0 0 BAKER HUGHES INC COM 057224107 307 7200 SH PUT SOLE 01 7200 0 0 BALL CORP COM 058498106 258 5248 SH SOLE 01 5248 0 0 BANCO SANTANDER SA ADR 05964H105 270 16700 SH SOLE 01 16700 0 0 BANCORPSOUTH INC COM 059692103 200 8200 SH SOLE 01 8200 0 0 BANK MONTREAL QUE COM 063671101 238 4700 SH SOLE 01 4700 0 0 BANK OF AMERICA CORPORATION COM 060505104 2057 121572 SH SOLE 01 121572 0 0 BANK OF AMERICA CORPORATION COM 060505104 1184 70000 SH PUT SOLE 01 70000 0 0 BANK OF AMERICA CORPORATION COM 060505104 677 40000 SH CALL SOLE 01 40000 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 610 21020 SH SOLE 01 02 21020 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 362 12500 SH CALL SOLE 01 12500 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 725 25000 SH PUT SOLE 01 25000 0 0 BANKATLANTIC BANCORP CL A NEW 065908600 177 61200 SH CALL SOLE 01 61200 0 0 BARD C R INC COM 067383109 675 8584 SH SOLE 01 8584 0 0 BARNES & NOBLE INC COM 067774109 336 15100 SH SOLE 01 15100 0 0 BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 229 246000 PRN SOLE 01 246000 0 0 BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 22 23000 PRN SOLE 01 23000 0 0 BARRICK GOLD CORP COM 067901108 451 11900 SH PUT SOLE 01 11900 0 0 BARRICK GOLD CORP COM 067901108 780 20586 SH SOLE 01 20586 0 0 BARRICK GOLD CORP COM 067901108 1895 50000 SH CALL SOLE 01 50000 0 0 BAXTER INTL INC COM 071813109 5093 89337 SH SOLE 01 89337 0 0 BAXTER INTL INC COM 071813109 228 4000 SH CALL SOLE 01 4000 0 0 BAXTER INTL INC COM 071813109 3421 60000 SH PUT SOLE 01 60000 0 0 BB&T CORP COM 054937107 2055 75446 SH SOLE 01 75446 0 0 BB&T CORP COM 054937107 883 32400 SH CALL SOLE 01 32400 0 0 BB&T CORP COM 054937107 545 20000 SH PUT SOLE 01 20000 0 0 BEAZER HOMES USA INC COM 07556Q105 163 29246 SH SOLE 01 29246 0 0 BEAZER HOMES USA INC COM 07556Q105 468 83800 SH PUT SOLE 01 83800 0 0 BEAZER HOMES USA INC COM 07556Q105 201 36000 SH CALL SOLE 01 36000 0 0 BECKMAN COULTER INC COM 075811109 241 3501 SH SOLE 01 3501 0 0 BEMIS INC COM 081437105 584 22550 SH SOLE 01 22550 0 0 BEST BUY INC COM 086516101 4121 109824 SH SOLE 01 109824 0 0 BEST BUY INC COM 086516101 938 25000 SH PUT SOLE 01 25000 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 228 3454 SH SOLE 01 3454 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 1980 30000 SH CALL SOLE 01 30000 0 0 BHP BILLITON PLC SPONSORED ADR 05545E209 2375 43100 SH SOLE 01 43100 0 0 BIG LOTS INC COM 089302103 1266 50616 SH SOLE 01 50616 0 0 BIOCRYST PHARMACEUTICALS COM 09058V103 167 20300 SH SOLE 01 20300 0 0 BIOFORM MEDICAL INC COM 09065G107 107 30000 SH SOLE 01 30000 0 0 BIOGEN IDEC INC COM 09062X103 447 8841 SH SOLE 01 8841 0 0 BIOGEN IDEC INC COM 09062X103 808 16000 SH CALL SOLE 01 16000 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1204 66571 SH SOLE 01 66571 0 0 BIOVAIL CORP COM 09067J109 207 13400 SH CALL SOLE 01 13400 0 0 BJ SVCS CO COM 055482103 17221 886300 SH SOLE 01 886300 0 0 BJ SVCS CO COM 055482103 1943 100000 SH CALL SOLE 01 100000 0 0 BLACK HILLS CORP COM 092113109 249 9900 SH CALL SOLE 01 9900 0 0 BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 538 247000 PRN SOLE 01 247000 0 0 BLACKROCK INC COM 09247X101 1561 7200 SH SOLE 01 7200 0 0 BMC SOFTWARE INC COM 055921100 1689 45000 SH PUT SOLE 02 45000 0 0 BMC SOFTWARE INC COM 055921100 1800 47950 SH SOLE 01 47950 0 0 BOB EVANS FARMS INC COM 096761101 572 19700 SH SOLE 01 19700 0 0 BOEING CO COM 097023105 3307 61071 SH SOLE 01 02 61071 0 0 BOEING CO COM 097023105 1045 19300 SH CALL SOLE 01 19300 0 0 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 944 775000 PRN SOLE 01 775000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 3800 358862 SH SOLE 01 02 358862 0 0 BOSTON SCIENTIFIC CORP COM 101137107 635 60000 SH CALL SOLE 02 60000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 635 60000 SH PUT SOLE 01 60000 0 0 BOYD GAMING CORP COM 103304101 267 24400 SH SOLE 01 24400 0 0 BP PLC SPONSORED ADR 055622104 4296 80700 SH CALL SOLE 01 80700 0 0 BP PLC SPONSORED ADR 055622104 1171 22000 SH PUT SOLE 01 22000 0 0 BPW ACQUISITION CORP COM 055637102 1119 114500 SH SOLE 02 114500 0 0 BRASIL TELECOM SA SPONS ADR PFD 10553M101 882 33500 SH SOLE 01 33500 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 755 33519 SH SOLE 01 33519 0 0 BROADCOM CORP CL A 111320107 710 23144 SH SOLE 01 23144 0 0 BROADCOM CORP CL A 111320107 767 25000 SH PUT SOLE 01 25000 0 0 BROOKFIELD PPTYS CORP COM 112900105 182 16201 SH SOLE 01 16201 0 0 BROWN FORMAN CORP CL B 115637209 2474 51308 SH SOLE 01 51308 0 0 BRUSH ENGINEERED MATLS INC COM 117421107 294 12000 SH CALL SOLE 01 12000 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 4078 51081 SH SOLE 01 51081 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 718 9000 SH CALL SOLE 01 9000 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 3057 38300 SH PUT SOLE 01 38300 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 344 5951 SH SOLE 01 5951 0 0 C&D TECHNOLOGIES INC NOTE 5.250%11/0 124661AD1 33 51000 PRN SOLE 01 51000 0 0 CA INC COM 12673P105 3976 180809 SH SOLE 01 02 180809 0 0 CABOT CORP COM 127055101 400 17300 SH SOLE 01 17300 0 0 CADBURY PLC SPONS ADR 12721E102 691 13500 SH PUT SOLE 01 13500 0 0 CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 29 33000 PRN SOLE 01 33000 0 0 CAMBREX CORP COM 132011107 84 13400 SH SOLE 01 13400 0 0 CAMECO CORP COM 13321L108 239 8600 SH SOLE 01 8600 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 416 11000 SH PUT SOLE 01 11000 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 2350 62139 SH SOLE 01 62139 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 1112 29400 SH CALL SOLE 01 29400 0 0 CAMPBELL SOUP CO COM 134429109 209 6409 SH SOLE 01 6409 0 0 CANADIAN NAT RES LTD COM 136385101 2016 30000 SH CALL SOLE 01 30000 0 0 CAPELLA EDUCATION COMPANY COM 139594105 552 8200 SH SOLE 01 8200 0 0 CAPELLA EDUCATION COMPANY COM 139594105 1010 15000 SH CALL SOLE 01 15000 0 0 CAPITAL ONE FINL CORP COM 14040H105 346 9674 SH SOLE 01 9674 0 0 CAPITAL ONE FINL CORP COM 14040H105 536 15000 SH CALL SOLE 01 15000 0 0 CAPITAL ONE FINL CORP COM 14040H105 3573 100000 SH PUT SOLE 01 100000 0 0 CARDIONET INC COM 14159L103 1029 153060 SH SOLE 01 153060 0 0 CARDIONET INC COM 14159L103 909 135200 SH PUT SOLE 01 135200 0 0 CAREER EDUCATION CORP COM 141665109 1332 54800 SH SOLE 01 54800 0 0 CARLISLE COS INC COM 142339100 281 8278 SH SOLE 01 8278 0 0 CARMAX INC COM 143130102 669 32000 SH SOLE 01 32000 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 16 15000 PRN SOLE 01 15000 0 0 CARNIVAL CORP PAIRED CTF 143658300 4027 121014 SH SOLE 01 121014 0 0 CATERPILLAR INC DEL COM 149123101 1484 28904 SH SOLE 01 28904 0 0 CAVIUM NETWORKS INC COM 14965A101 595 27700 SH CALL SOLE 01 27700 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 219 18686 SH SOLE 01 18686 0 0 CBS CORP NEW CL B 124857202 839 69648 SH SOLE 01 69648 0 0 CELANESE CORP DEL COM SER A 150870103 603 24138 SH SOLE 01 24138 0 0 CELGENE CORP COM 151020104 447 8000 SH PUT SOLE 01 8000 0 0 CELGENE CORP COM 151020104 1892 33838 SH SOLE 01 33838 0 0 CELGENE CORP COM 151020104 447 8000 SH CALL SOLE 01 8000 0 0 CELL THERAPEUTICS INC COM NO PAR 150934503 58 47000 SH CALL SOLE 01 47000 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 218 16900 SH SOLE 01 16900 0 0 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 241 30200 SH SOLE 01 30200 0 0 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 1192 149400 SH PUT SOLE 01 149400 0 0 CENTER BANCORP INC COM 151408101 112 14921 SH SOLE 01 14921 0 0 CENTURYTEL INC COM 156700106 2046 60899 SH SOLE 01 60899 0 0 CENVEO INC COM 15670S105 767 110860 SH SOLE 02 110860 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 1406 1060000 PRN SOLE 01 1060000 0 0 CEPHALON INC COM 156708109 3914 67200 SH PUT SOLE 01 67200 0 0 CEPHALON INC COM 156708109 1963 33700 SH CALL SOLE 01 33700 0 0 CEPHALON INC COM 156708109 3248 55773 SH SOLE 01 55773 0 0 CERNER CORP COM 156782104 676 9044 SH SOLE 01 9044 0 0 CERNER CORP COM 156782104 3104 41500 SH PUT SOLE 01 41500 0 0 CF INDS HLDGS INC COM 125269100 2443 28336 SH SOLE 01 28336 0 0 CF INDS HLDGS INC COM 125269100 6036 70000 SH CALL SOLE 01 70000 0 0 CF INDS HLDGS INC COM 125269100 1078 12500 SH PUT SOLE 01 12500 0 0 CHARMING SHOPPES INC NOTE 1.125% 5/0 161133AE3 729 1000000 PRN SOLE 01 1000000 0 0 CHART INDS INC COM PAR $0.01 16115Q308 291 13500 SH SOLE 01 13500 0 0 CHATTEM INC NOTE 1.625% 5/0 162456AR8 410 400000 PRN SOLE 01 400000 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 652 23000 SH CALL SOLE 02 23000 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 2612 92129 SH SOLE 01 02 92129 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 11 15000 PRN SOLE 01 15000 0 0 CHEVRON CORP NEW COM 166764100 1815 25774 SH SOLE 01 25774 0 0 CHEVRON CORP NEW COM 166764100 1761 25000 SH CALL SOLE 01 25000 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 2645 88269 SH SOLE 01 88269 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 4502 52868 SH SOLE 01 52868 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 255 3000 SH PUT SOLE 01 3000 0 0 CHINA YUCHAI INTL LTD COM G21082105 114 12700 SH SOLE 01 12700 0 0 CHINDEX INTERNATIONAL INC COM 169467107 159 12600 SH SOLE 01 12600 0 0 CHIQUITA BRANDS INTL INC COM 170032809 181 11200 SH SOLE 01 11200 0 0 CHUBB CORP COM 171232101 1034 20512 SH SOLE 01 20512 0 0 CIENA CORP NOTE 0.250% 5/0 171779AB7 49 61000 PRN SOLE 01 61000 0 0 CIGNA CORP COM 125509109 9051 322221 SH SOLE 01 322221 0 0 CIGNA CORP COM 125509109 4916 175000 SH PUT SOLE 01 175000 0 0 CINTAS CORP COM 172908105 849 28011 SH SOLE 01 28011 0 0 CISCO SYS INC COM 17275R102 1296 55056 SH SOLE 01 55056 0 0 CISCO SYS INC COM 17275R102 1674 71100 SH CALL SOLE 01 71100 0 0 CIT GROUP INC COM 125581108 290 240000 SH PUT SOLE 01 02 240000 0 0 CIT GROUP INC COM 125581108 242 200200 SH SOLE 01 02 200200 0 0 CITIGROUP INC COM 172967101 290 60000 SH PUT SOLE 01 60000 0 0 CITIGROUP INC COM 172967101 4124 851995 SH SOLE 01 851995 0 0 CITIGROUP INC COM 172967101 571 118000 SH CALL SOLE 01 118000 0 0 CITIZENS REPUBLIC BANCORP IN COM 174420109 2733 3595410 SH SOLE 02 3595410 0 0 CITRIX SYS INC COM 177376100 364 9288 SH SOLE 01 9288 0 0 CLEARWATER PAPER CORP COM 18538R103 219 5300 SH SOLE 01 5300 0 0 CLOROX CO DEL COM 189054109 1972 33534 SH SOLE 01 33534 0 0 CME GROUP INC COM 12572Q105 2096 6800 SH PUT SOLE 01 6800 0 0 CME GROUP INC COM 12572Q105 1931 6267 SH SOLE 01 6267 0 0 CME GROUP INC COM 12572Q105 1541 5000 SH CALL SOLE 01 5000 0 0 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 1109 1000000 PRN SOLE 01 1000000 0 0 CMS ENERGY CORP COM 125896100 194 14500 SH CALL SOLE 01 14500 0 0 CMS ENERGY CORP COM 125896100 540 40287 SH SOLE 01 40287 0 0 COCA COLA ENTERPRISES INC COM 191219104 1781 83200 SH SOLE 01 83200 0 0 COLEMAN CABLE INC COM 193459302 214 50000 SH SOLE 01 50000 0 0 COLGATE PALMOLIVE CO COM 194162103 1116 14628 SH SOLE 01 14628 0 0 COMCAST CORP NEW CL A 20030N101 422 25000 SH CALL SOLE 01 25000 0 0 COMMERCIAL METALS CO COM 201723103 194 10841 SH SOLE 01 10841 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 239 2900 SH SOLE 01 2900 0 0 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 425 13900 SH SOLE 01 13900 0 0 COMPUCREDIT CORP NOTE 5.875%11/3 20478NAD2 29 75000 PRN SOLE 01 75000 0 0 COMPUTER SCIENCES CORP COM 205363104 2176 41290 SH SOLE 01 41290 0 0 COMPUWARE CORP COM 205638109 141 19200 SH SOLE 01 19200 0 0 CONEXANT SYSTEMS INC COM NEW 207142308 493 180000 SH SOLE 01 180000 0 0 CONOCOPHILLIPS COM 20825C104 1615 35760 SH SOLE 01 35760 0 0 CONOCOPHILLIPS COM 20825C104 903 20000 SH CALL SOLE 01 20000 0 0 CONOCOPHILLIPS COM 20825C104 903 20000 SH PUT SOLE 01 20000 0 0 CONSECO INC DBCV 3.500% 9/3 208464BH9 989 1074479 PRN SOLE 01 1074479 0 0 CONSOL ENERGY INC COM 20854P109 1953 43300 SH CALL SOLE 01 43300 0 0 CONSOLIDATED EDISON INC COM 209115104 18505 452000 SH CALL SOLE 01 452000 0 0 CONSTELLATION BRANDS INC CL A 21036P108 719 47434 SH SOLE 01 47434 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 5827 180000 SH PUT SOLE 01 180000 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 5827 180000 SH CALL SOLE 01 180000 0 0 CONTINENTAL AIRLS INC CL B 210795308 329 20000 SH CALL SOLE 01 20000 0 0 CONTINENTAL RESOURCES INC COM 212015101 979 25000 SH PUT SOLE 01 25000 0 0 CONVERGYS CORP COM 212485106 358 36058 SH SOLE 01 36058 0 0 COPART INC COM 217204106 235 7075 SH SOLE 01 7075 0 0 CORINTHIAN COLLEGES INC COM 218868107 748 40300 SH CALL SOLE 01 40300 0 0 CORNING INC COM 219350105 1425 93100 SH SOLE 01 93100 0 0 CORNING INC COM 219350105 766 50000 SH CALL SOLE 01 50000 0 0 CORTEX PHARMACEUTICALS INC COM NEW 220524300 427 2035590 SH SOLE 01 2035590 0 0 COSAN LTD SHS A G25343107 683 86500 SH CALL SOLE 01 86500 0 0 COSAN LTD SHS A G25343107 1011 128000 SH PUT SOLE 01 128000 0 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 423 331000 PRN SOLE 01 331000 0 0 COSTCO WHSL CORP NEW COM 22160K105 1526 27064 SH SOLE 01 27064 0 0 COSTCO WHSL CORP NEW COM 22160K105 6399 113500 SH CALL SOLE 01 113500 0 0 COVENTRY HEALTH CARE INC COM 222862104 1251 62681 SH SOLE 01 62681 0 0 CRESUD SA COMERCIAL *W EXP 05/22/201 P3311R192 4373 33641743 SH SOLE 01 33641743 0 0 CROWN CASTLE INTL CORP COM 228227104 276 8800 SH CALL SOLE 01 8800 0 0 CRUCELL N V SPONSORED ADR 228769105 1145 50000 SH CALL SOLE 01 50000 0 0 CSX CORP COM 126408103 4987 119133 SH SOLE 01 119133 0 0 CSX CORP COM 126408103 1674 40000 SH PUT SOLE 01 40000 0 0 CSX CORP COM 126408103 2093 50000 SH CALL SOLE 01 50000 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 210 10400 SH SOLE 01 10400 0 0 CUMMINS INC COM 231021106 392 8757 SH SOLE 01 8757 0 0 CVS CAREMARK CORPORATION COM 126650100 3553 99404 SH SOLE 01 99404 0 0 CVS CAREMARK CORPORATION COM 126650100 3606 100900 SH CALL SOLE 01 100900 0 0 CVS CAREMARK CORPORATION COM 126650100 1430 40000 SH PUT SOLE 01 40000 0 0 CYBERONICS INC COM 23251P102 239 15000 SH PUT SOLE 01 15000 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 445 43100 SH SOLE 01 43100 0 0 CYTEC INDS INC COM 232820100 1296 39900 SH CALL SOLE 01 39900 0 0 CYTOKINETICS INC COM 23282W100 93 17500 SH SOLE 01 17500 0 0 CYTOKINETICS INC COM 23282W100 431 81500 SH CALL SOLE 01 81500 0 0 D R HORTON INC COM 23331A109 180 15800 SH SOLE 01 15800 0 0 DAKTRONICS INC COM 234264109 661 77142 SH SOLE 02 77142 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 948 956000 PRN SOLE 01 956000 0 0 DEALERTRACK HLDGS INC COM 242309102 295 15600 SH SOLE 01 15600 0 0 DEAN FOODS CO NEW COM 242370104 1285 72248 SH SOLE 01 72248 0 0 DEAN FOODS CO NEW COM 242370104 2706 152100 SH PUT SOLE 01 152100 0 0 DECKERS OUTDOOR CORP COM 243537107 7806 92000 SH PUT SOLE 01 92000 0 0 DECKERS OUTDOOR CORP COM 243537107 1960 23100 SH SOLE 01 23100 0 0 DECKERS OUTDOOR CORP COM 243537107 7976 94000 SH CALL SOLE 01 94000 0 0 DEERE & CO COM 244199105 3318 77310 SH SOLE 01 77310 0 0 DELL INC COM 24702R101 3169 207639 SH SOLE 01 207639 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 476 53076 SH SOLE 01 53076 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 110 12300 SH CALL SOLE 01 12300 0 0 DENBURY RES INC COM NEW 247916208 1382 91361 SH SOLE 01 91361 0 0 DENDREON CORP COM 24823Q107 2564 91605 SH SOLE 01 91605 0 0 DENDREON CORP COM 24823Q107 1467 52400 SH CALL SOLE 01 52400 0 0 DENDREON CORP COM 24823Q107 700 25000 SH PUT SOLE 01 25000 0 0 DENTSPLY INTL INC NEW COM 249030107 691 20000 SH CALL SOLE 01 20000 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 3716 48400 SH SOLE 01 48400 0 0 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 178 13000 SH SOLE 01 13000 0 0 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 546 40000 SH CALL SOLE 01 40000 0 0 DEVON ENERGY CORP NEW COM 25179M103 1481 22000 SH PUT SOLE 01 22000 0 0 DEVON ENERGY CORP NEW COM 25179M103 1760 26140 SH SOLE 01 26140 0 0 DEVRY INC DEL COM 251893103 544 9842 SH SOLE 01 9842 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 295 4800 SH SOLE 01 4800 0 0 DIAMOND FOODS INC COM 252603105 1620 51057 SH SOLE 01 51057 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 287 3000 SH CALL SOLE 01 3000 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 344 3600 SH PUT SOLE 01 3600 0 0 DICKS SPORTING GOODS INC COM 253393102 609 27200 SH CALL SOLE 01 27200 0 0 DIGITAL RLTY TR INC COM 253868103 219 4802 SH SOLE 01 4802 0 0 DIRECTV GROUP INC COM 25459L106 1379 50000 SH PUT SOLE 01 50000 0 0 DIRECTV GROUP INC COM 25459L106 1735 62900 SH CALL SOLE 01 62900 0 0 DIRECTV GROUP INC COM 25459L106 2507 90897 SH SOLE 01 90897 0 0 DISCOVER FINL SVCS COM 254709108 406 25000 SH CALL SOLE 01 25000 0 0 DISH NETWORK CORP CL A 25470M109 3093 160607 SH SOLE 01 02 160607 0 0 DISNEY WALT CO COM DISNEY 254687106 2587 94221 SH SOLE 01 94221 0 0 DOLLAR TREE INC COM 256746108 584 12000 SH SOLE 01 12000 0 0 DOMINION RES INC VA NEW COM 25746U109 428 12400 SH SOLE 01 12400 0 0 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 141 128000 PRN SOLE 01 128000 0 0 DONALDSON INC COM 257651109 205 5913 SH SOLE 01 5913 0 0 DOVER CORP COM 260003108 891 23000 SH CALL SOLE 01 23000 0 0 DPL INC COM 233293109 423 16200 SH SOLE 01 16200 0 0 DRESSER-RAND GROUP INC COM 261608103 260 8356 SH SOLE 01 8356 0 0 DRYSHIPS INC SHS Y2109Q101 165 24900 SH SOLE 01 24900 0 0 DST SYS INC DEL COM 233326107 251 5612 SH SOLE 01 5612 0 0 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 2230 2074000 PRN SOLE 01 2074000 0 0 DST SYS INC DEL DBCV 8/1 233326AD9 2081 1996000 PRN SOLE 01 1996000 0 0 DTE ENERGY CO COM 233331107 1500 42694 SH SOLE 01 42694 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 1055 32810 SH SOLE 01 32810 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 2036 27036 SH SOLE 01 27036 0 0 DYNEGY INC DEL CL A 26817G102 43 16700 SH SOLE 01 16700 0 0 E HOUSE CHINA HLDGS LTD ADR 26852W103 241 11300 SH SOLE 01 11300 0 0 E M C CORP MASS COM 268648102 1230 72200 SH CALL SOLE 01 72200 0 0 E M C CORP MASS COM 268648102 2418 141900 SH PUT SOLE 01 141900 0 0 E TRADE FINANCIAL CORP COM 269246104 2660 1520000 SH CALL SOLE 01 1520000 0 0 EARTHLINK INC COM 270321102 409 48592 SH SOLE 01 48592 0 0 EASTMAN CHEM CO COM 277432100 479 8942 SH SOLE 01 8942 0 0 EASTMAN KODAK CO COM 277461109 717 150000 SH CALL SOLE 01 150000 0 0 EASTMAN KODAK CO COM 277461109 449 94000 SH PUT SOLE 01 94000 0 0 EATON CORP COM 278058102 2939 51936 SH SOLE 01 51936 0 0 EATON VANCE CORP COM NON VTG 278265103 840 30000 SH CALL SOLE 01 30000 0 0 EBAY INC COM 278642103 543 23000 SH PUT SOLE 01 23000 0 0 EBAY INC COM 278642103 7642 323815 SH SOLE 01 02 323815 0 0 EBAY INC COM 278642103 2339 99100 SH CALL SOLE 01 99100 0 0 ECOLAB INC COM 278865100 1142 24707 SH SOLE 01 24707 0 0 EDISON INTL COM 281020107 236 7033 SH SOLE 01 7033 0 0 EL PASO CORP COM 28336L109 874 84651 SH SOLE 01 84651 0 0 EL PASO CORP COM 28336L109 1521 147400 SH PUT SOLE 01 147400 0 0 ELAN PLC ADR 284131208 426 59900 SH SOLE 01 59900 0 0 ELAN PLC ADR 284131208 356 50000 SH PUT SOLE 01 50000 0 0 ELECTRONIC ARTS INC COM 285512109 1278 67100 SH PUT SOLE 01 67100 0 0 ELECTRONIC ARTS INC COM 285512109 4001 210000 SH CALL SOLE 01 02 210000 0 0 ELECTRONIC ARTS INC COM 285512109 1500 78694 SH SOLE 01 02 78694 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 6580 141500 SH PUT SOLE 01 141500 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 2153 46300 SH SOLE 01 46300 0 0 ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB8 94 100000 PRN SOLE 01 100000 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 444 19621 SH SOLE 01 19621 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1415 38800 SH PUT SOLE 01 38800 0 0 ENERGEN CORP COM 29265N108 921 21363 SH SOLE 01 21363 0 0 ENERGIZER HLDGS INC COM 29266R108 219 3300 SH SOLE 01 3300 0 0 ENERNOC INC COM 292764107 2404 72500 SH CALL SOLE 01 72500 0 0 ENI S P A SPONSORED ADR 26874R108 354 7100 SH SOLE 01 7100 0 0 ENTERGY CORP NEW COM 29364G103 2587 32398 SH SOLE 01 32398 0 0 ENTERGY CORP NEW COM 29364G103 3035 38000 SH PUT SOLE 01 38000 0 0 EOG RES INC COM 26875P101 1670 20000 SH CALL SOLE 01 20000 0 0 EQUIFAX INC COM 294429105 1367 46912 SH SOLE 01 46912 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 433 14120 SH SOLE 01 14120 0 0 ESSEX PPTY TR INC COM 297178105 850 10677 SH SOLE 01 10677 0 0 EVEREST RE GROUP LTD COM G3223R108 1000 11400 SH SOLE 01 11400 0 0 EXELIXIS INC COM 30161Q104 4955 776700 SH CALL SOLE 01 776700 0 0 EXELON CORP COM 30161N101 762 15363 SH SOLE 01 15363 0 0 EXELON CORP COM 30161N101 4416 89000 SH PUT SOLE 01 89000 0 0 EXPEDIA INC DEL COM 30212P105 457 19100 SH SOLE 01 19100 0 0 EXPEDITORS INTL WASH INC COM 302130109 290 8241 SH SOLE 01 8241 0 0 EXPRESS SCRIPTS INC COM 302182100 223 2880 SH SOLE 01 2880 0 0 EXXON MOBIL CORP COM 30231G102 4265 62159 SH SOLE 01 62159 0 0 EXXON MOBIL CORP COM 30231G102 3232 47100 SH CALL SOLE 01 47100 0 0 EXXON MOBIL CORP COM 30231G102 748 10900 SH PUT SOLE 01 10900 0 0 EZCORP INC CL A NON VTG 302301106 1285 94100 SH CALL SOLE 01 94100 0 0 F M C CORP COM NEW 302491303 409 7268 SH SOLE 01 7268 0 0 F5 NETWORKS INC COM 315616102 311 7835 SH SOLE 01 7835 0 0 FACTSET RESH SYS INC COM 303075105 1504 22700 SH CALL SOLE 02 22700 0 0 FACTSET RESH SYS INC COM 303075105 682 10292 SH SOLE 01 10292 0 0 FAMILY DLR STORES INC COM 307000109 2665 100939 SH SOLE 01 100939 0 0 FASTENAL CO COM 311900104 225 5818 SH SOLE 01 5818 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 79 10500 SH SOLE 01 10500 0 0 FEDERAL NATL MTG ASSN COM 313586109 61 40000 SH CALL SOLE 01 40000 0 0 FEDEX CORP COM 31428X106 2950 39218 SH SOLE 01 39218 0 0 FEDEX CORP COM 31428X106 752 10000 SH CALL SOLE 01 10000 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 765 50765 SH SOLE 01 02 50765 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 679 45000 SH CALL SOLE 01 45000 0 0 FIFTH THIRD BANCORP COM 316773100 3185 314400 SH SOLE 01 02 314400 0 0 FIFTH THIRD BANCORP COM 316773100 3546 350000 SH PUT SOLE 02 350000 0 0 FIRST AMERN CORP CALIF COM 318522307 684 21134 SH SOLE 01 21134 0 0 FIRST AMERN CORP CALIF COM 318522307 1036 32000 SH PUT SOLE 01 32000 0 0 FIRST AMERN CORP CALIF COM 318522307 1619 50000 SH CALL SOLE 01 50000 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 57 10100 SH SOLE 01 10100 0 0 FIRST FINL BANCORP OH COM 320209109 687 57000 SH SOLE 01 02 57000 0 0 FIRST HORIZON NATL CORP COM 320517105 1825 137950 SH SOLE 01 137950 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 2528 205000 SH SOLE 02 205000 0 0 FIRST SOLAR INC COM 336433107 902 5900 SH CALL SOLE 01 5900 0 0 FIRST SOLAR INC COM 336433107 902 5900 SH PUT SOLE 01 5900 0 0 FIRSTENERGY CORP COM 337932107 717 15679 SH SOLE 01 15679 0 0 FISERV INC COM 337738108 662 13737 SH SOLE 01 13737 0 0 FIVE STAR QUALITY CARE INC NOTE 3.750%10/1 33832DAB2 295 375000 PRN SOLE 01 375000 0 0 FLIR SYS INC COM 302445101 1080 38600 SH PUT SOLE 01 38600 0 0 FLIR SYS INC COM 302445101 559 20000 SH CALL SOLE 01 20000 0 0 FLUOR CORP NEW COM 343412102 4031 79270 SH SOLE 01 79270 0 0 FMC TECHNOLOGIES INC COM 30249U101 985 18858 SH SOLE 01 18858 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 989 26000 SH CALL SOLE 01 26000 0 0 FOOT LOCKER INC COM 344849104 447 37400 SH SOLE 01 37400 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 1261 174898 SH SOLE 01 174898 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 505 70000 SH PUT SOLE 01 70000 0 0 FORTUNE BRANDS INC COM 349631101 383 8907 SH SOLE 01 8907 0 0 FPL GROUP INC COM 302571104 1587 28743 SH SOLE 01 28743 0 0 FPL GROUP INC COM 302571104 2264 41000 SH PUT SOLE 01 41000 0 0 FRANKLIN RES INC COM 354613101 1083 10769 SH SOLE 01 10769 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 799 11654 SH SOLE 01 11654 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 3431 50000 SH CALL SOLE 01 50000 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 343 5000 SH PUT SOLE 01 5000 0 0 FRONTLINE LTD SHS G3682E127 29030 1241117 SH SOLE 01 1241117 0 0 FUEL SYS SOLUTIONS INC COM 35952W103 374 10400 SH SOLE 01 10400 0 0 FUELCELL ENERGY INC COM 35952H106 54 12600 SH SOLE 01 12600 0 0 GAFISA S A SPONS ADR 362607301 234 7700 SH SOLE 01 7700 0 0 GALLAGHER ARTHUR J & CO COM 363576109 453 18600 SH SOLE 01 18600 0 0 GAMESTOP CORP NEW CL A 36467W109 1125 42500 SH PUT SOLE 01 42500 0 0 GAMESTOP CORP NEW CL A 36467W109 1230 46457 SH SOLE 01 46457 0 0 GAMESTOP CORP NEW CL A 36467W109 1324 50000 SH CALL SOLE 01 50000 0 0 GANNETT INC COM 364730101 1551 124002 SH SOLE 01 124002 0 0 GAP INC DEL COM 364760108 3811 178092 SH SOLE 01 178092 0 0 GARMIN LTD ORD G37260109 233 6174 SH SOLE 01 6174 0 0 GASTAR EXPL LTD COM NEW 367299203 48 10000 SH SOLE 01 10000 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 240 6120 SH SOLE 01 6120 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 75 76000 PRN SOLE 01 76000 0 0 GENERAL ELECTRIC CO COM 369604103 2090 127246 SH SOLE 01 127246 0 0 GENERAL ELECTRIC CO COM 369604103 3350 204000 SH PUT SOLE 01 02 204000 0 0 GENERAL ELECTRIC CO COM 369604103 8998 548000 SH CALL SOLE 01 02 548000 0 0 GENERAL MLS INC COM 370334104 383 5942 SH SOLE 01 5942 0 0 GENERAL MLS INC COM 370334104 644 10000 SH CALL SOLE 01 10000 0 0 GENTEX CORP COM 371901109 163 11500 SH SOLE 01 11500 0 0 GENWORTH FINL INC COM CL A 37247D106 834 69720 SH SOLE 01 02 69720 0 0 GENWORTH FINL INC COM CL A 37247D106 1315 110000 SH CALL SOLE 01 110000 0 0 GENWORTH FINL INC COM CL A 37247D106 1315 110000 SH PUT SOLE 01 110000 0 0 GENZYME CORP COM 372917104 998 17600 SH CALL SOLE 01 17600 0 0 GENZYME CORP COM 372917104 377 6654 SH SOLE 01 6654 0 0 GERON CORP COM 374163103 208 31700 SH CALL SOLE 01 31700 0 0 GILEAD SCIENCES INC COM 375558103 577 12400 SH SOLE 01 12400 0 0 GLG PARTNERS INC COM 37929X107 46 11300 SH SOLE 01 11300 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 1236 125000 SH SOLE 02 125000 0 0 GLOBAL INDS LTD COM 379336100 116 12200 SH SOLE 01 12200 0 0 GLOBAL SHIP LEASE INC NEW SHS A Y27183105 178 110301 SH SOLE 01 110301 0 0 GOLDCORP INC NEW COM 380956409 404 10000 SH PUT SOLE 01 10000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 536 2910 SH SOLE 01 2910 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1844 10000 SH CALL SOLE 01 10000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1844 10000 SH PUT SOLE 01 10000 0 0 GOODRICH CORP COM 382388106 788 14500 SH CALL SOLE 01 14500 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 359 21100 SH SOLE 01 21100 0 0 GRACE W R & CO DEL NEW COM 38388F108 1304 60000 SH CALL SOLE 01 60000 0 0 GRAINGER W W INC COM 384802104 1319 14756 SH SOLE 01 14756 0 0 GRAINGER W W INC COM 384802104 1787 20000 SH PUT SOLE 01 20000 0 0 GRIFFON CORP NOTE 4.000% 7/1 398433AC6 168 170000 PRN SOLE 01 170000 0 0 GTX INC DEL COM 40052B108 224 17500 SH PUT SOLE 01 17500 0 0 HALLIBURTON CO COM 406216101 610 22500 SH CALL SOLE 01 22500 0 0 HALLIBURTON CO COM 406216101 542 20000 SH PUT SOLE 01 20000 0 0 HANESBRANDS INC COM 410345102 534 24932 SH SOLE 01 24932 0 0 HANSEN NAT CORP COM 411310105 1575 42880 SH SOLE 01 42880 0 0 HANSEN NAT CORP COM 411310105 1837 50000 SH PUT SOLE 01 50000 0 0 HARLEY DAVIDSON INC COM 412822108 260 11310 SH SOLE 01 11310 0 0 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 117 10700 SH SOLE 01 10700 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 604 22775 SH SOLE 01 22775 0 0 HASBRO INC COM 418056107 854 30763 SH SOLE 01 30763 0 0 HATTERAS FINL CORP COM 41902R103 405 13502 SH SOLE 01 13502 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 324 17900 SH SOLE 01 17900 0 0 HCC INS HLDGS INC COM 404132102 472 17244 SH SOLE 01 17244 0 0 HEADWATERS INC COM 42210P102 43 11000 SH SOLE 01 11000 0 0 HEADWATERS INC COM 42210P102 194 50000 SH CALL SOLE 01 50000 0 0 HEALTH CARE REIT INC COM 42217K106 1337 32121 SH SOLE 01 32121 0 0 HEALTH GRADES INC COM 42218Q102 56 11400 SH SOLE 01 11400 0 0 HECLA MNG CO COM 422704106 220 50000 SH CALL SOLE 01 50000 0 0 HERSHEY CO COM 427866108 2339 60178 SH SOLE 01 60178 0 0 HESS CORP COM 42809H107 1410 26384 SH SOLE 01 26384 0 0 HESS CORP COM 42809H107 401 7500 SH CALL SOLE 01 7500 0 0 HESS CORP COM 42809H107 535 10000 SH PUT SOLE 01 10000 0 0 HEWLETT PACKARD CO COM 428236103 33047 700000 SH CALL SOLE 01 700000 0 0 HEXCEL CORP NEW COM 428291108 1161 101500 SH CALL SOLE 01 101500 0 0 HHGREGG INC COM 42833L108 342 20169 SH SOLE 01 20169 0 0 HI-TECH PHARMACAL INC COM 42840B101 330 14700 SH SOLE 01 14700 0 0 HOLLY CORP COM PAR $0.01 435758305 1281 50000 SH SOLE 01 50000 0 0 HOME DEPOT INC COM 437076102 1217 45700 SH CALL SOLE 01 45700 0 0 HOME DEPOT INC COM 437076102 1975 74139 SH SOLE 01 74139 0 0 HONDA MOTOR LTD AMERN SHS 438128308 412 13600 SH SOLE 01 13600 0 0 HONEYWELL INTL INC COM 438516106 3800 102280 SH SOLE 01 102280 0 0 HORIZON LINES INC COM 44044K101 67 10600 SH SOLE 01 10600 0 0 HORMEL FOODS CORP COM 440452100 2266 63794 SH SOLE 01 63794 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 2412 87508 SH SOLE 01 87508 0 0 HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 71 80000 PRN SOLE 01 80000 0 0 HOSPIRA INC COM 441060100 1178 26421 SH SOLE 01 26421 0 0 HOVNANIAN ENTERPRISES INC CL A 442487203 576 150000 SH CALL SOLE 01 150000 0 0 HOVNANIAN ENTERPRISES INC CL A 442487203 576 150000 SH PUT SOLE 01 150000 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 1434 25000 SH SOLE 01 25000 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 2007 35000 SH PUT SOLE 01 35000 0 0 HUDSON CITY BANCORP COM 443683107 264 20021 SH SOLE 01 02 20021 0 0 HUMAN GENOME SCIENCES INC COM 444903108 2171 115357 SH SOLE 01 115357 0 0 HUMAN GENOME SCIENCES INC COM 444903108 700 37200 SH CALL SOLE 01 37200 0 0 HUMAN GENOME SCIENCES INC COM 444903108 2253 119700 SH PUT SOLE 01 119700 0 0 HUMAN GENOME SCIENCES INC NOTE 2.250% 8/1 444903AM0 2380 1910000 PRN SOLE 01 1910000 0 0 HUMANA INC COM 444859102 1865 50000 SH CALL SOLE 01 50000 0 0 HUMANA INC COM 444859102 7460 200000 SH PUT SOLE 01 200000 0 0 HUMANA INC COM 444859102 4016 107678 SH SOLE 01 107678 0 0 HUNTINGTON BANCSHARES INC COM 446150104 136 28798 SH SOLE 01 28798 0 0 HURON CONSULTING GROUP INC COM 447462102 1369 53000 SH SOLE 01 53000 0 0 HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 698 938000 PRN SOLE 01 938000 0 0 HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T107 119 38800 SH SOLE 01 38800 0 0 I2 TECHNOLOGIES INC COM NEW 465754208 305 19000 SH SOLE 01 19000 0 0 ICONIX BRAND GROUP INC COM 451055107 158 12700 SH SOLE 01 12700 0 0 IDEXX LABS INC COM 45168D104 300 6006 SH SOLE 01 6006 0 0 ILLINOIS TOOL WKS INC COM 452308109 769 18000 SH PUT SOLE 01 18000 0 0 ILLINOIS TOOL WKS INC COM 452308109 3268 76506 SH SOLE 01 76506 0 0 ILLINOIS TOOL WKS INC COM 452308109 769 18000 SH CALL SOLE 01 18000 0 0 INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 4599 2534000 PRN SOLE 01 2534000 0 0 INGERSOLL-RAND PLC SHS G47791101 432 14086 SH SOLE 01 14086 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 339 50100 SH SOLE 01 02 50100 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 777 114900 SH CALL SOLE 02 114900 0 0 INTEL CORP COM 458140100 1311 67000 SH CALL SOLE 01 67000 0 0 INTEL CORP SDCV 2.950%12/1 458140AD2 33 37000 PRN SOLE 01 37000 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 950 9778 SH SOLE 01 9778 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 239 2000 SH CALL SOLE 01 2000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1196 10000 SH PUT SOLE 02 10000 0 0 INTERNATIONAL COAL GRP INC N COM 45928H106 403 100000 SH SOLE 01 100000 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 876 40788 SH SOLE 01 40788 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1172 155786 SH SOLE 01 02 155786 0 0 INTERSTATE HOTELS & RESRTS I COM 46088S106 64 41455 SH SOLE 01 41455 0 0 INTL PAPER CO COM 460146103 222 10000 SH CALL SOLE 01 10000 0 0 INTL PAPER CO COM 460146103 222 10000 SH PUT SOLE 01 10000 0 0 INTUIT COM 461202103 998 35000 SH CALL SOLE 01 35000 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 9983 38065 SH SOLE 01 38065 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 1941 7400 SH CALL SOLE 01 7400 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 6556 25000 SH PUT SOLE 01 25000 0 0 INVACARE CORP SDCV 4.125% 2/0 461203AD3 1330 1250000 PRN SOLE 01 1250000 0 0 INVERNESS MED INNOVATIONS IN NOTE 3.000% 5/1 46126PAD8 96 90000 PRN SOLE 01 90000 0 0 INVERNESS MED INNOVATIONS IN PFD CONV SER B 46126P304 879 3375 SH SOLE 01 3375 0 0 INVESCO LTD SHS G491BT108 1138 50000 SH CALL SOLE 01 50000 0 0 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 309 283000 PRN SOLE 01 283000 0 0 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 457 327000 PRN SOLE 01 327000 0 0 IRON MTN INC COM 462846106 2434 91282 SH SOLE 01 91282 0 0 ISHARES INC MSCI SWEDEN 464286756 477 20575 SH SOLE 01 20575 0 0 ISHARES INC MSCI THAILAND 464286624 445 10690 SH SOLE 01 10690 0 0 ISHARES INC MSCI STH AFRCA 464286780 502 9162 SH SOLE 01 9162 0 0 ISHARES INC MSCI S KOREA 464286772 531 11201 SH SOLE 01 11201 0 0 ISHARES INC MSCI BRAZIL 464286400 1691 25000 SH PUT SOLE 01 25000 0 0 ISHARES INC MSCI BRAZIL 464286400 9212 136186 SH SOLE 01 136186 0 0 ISHARES INC MSCI AUSTRIA INV 464286202 511 23300 SH SOLE 01 23300 0 0 ISHARES INC MSCI TURKEY FD 464286715 591 11747 SH SOLE 01 11747 0 0 ISHARES TR DJ BROKER-DEAL 464288794 216 7344 SH SOLE 01 7344 0 0 ISHARES TR DJ HOME CONSTN 464288752 199 16149 SH SOLE 01 16149 0 0 ISHARES TR DJ MED DEVICES 464288810 2515 50000 SH SOLE 01 50000 0 0 ISHARES TR INDEX MSCI EMERG MKT 464287234 2140 55016 SH SOLE 01 55016 0 0 ISHARES TR INDEX S&P NA SEMICND 464287523 318 7110 SH SOLE 01 7110 0 0 ISHARES TR INDEX S&P NA MULTIMD 464287531 321 11909 SH SOLE 01 11909 0 0 ISHARES TR INDEX S&P LTN AM 40 464287390 519 12090 SH SOLE 01 12090 0 0 ISHARES TR INDEX RUSSELL 2000 464287655 18072 300000 SH PUT SOLE 01 300000 0 0 ISHARES TR INDEX S&P NA SOFTWR 464287515 332 7615 SH SOLE 01 7615 0 0 ISHARES TR INDEX RUSSELL 2000 464287655 11747 195000 SH CALL SOLE 01 195000 0 0 ISHARES TR INDEX FTSE XNHUA IDX 464287184 469 11471 SH SOLE 01 11471 0 0 ISHARES TR INDEX DJ US REAL EST 464287739 1280 30000 SH PUT SOLE 01 30000 0 0 ISHARES TR INDEX DJ US REAL EST 464287739 14935 350000 SH CALL SOLE 01 350000 0 0 ISHARES TR INDEX DJ US FINL SVC 464287770 345 6220 SH SOLE 01 6220 0 0 ISHARES TR INDEX MSCI EMERG MKT 464287234 973 25000 SH PUT SOLE 01 25000 0 0 ISHARES TR INDEX MSCI EMERG MKT 464287234 973 25000 SH CALL SOLE 01 25000 0 0 ISTAR FINL INC FRNT 10/0 45031UBF7 15 30000 PRN SOLE 01 30000 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 605 30000 SH PUT SOLE 01 30000 0 0 ITRON INC COM 465741106 1084 16900 SH CALL SOLE 01 16900 0 0 ITT CORP NEW COM 450911102 944 18100 SH CALL SOLE 01 18100 0 0 ITT CORP NEW COM 450911102 2816 54000 SH PUT SOLE 01 54000 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 2575 23325 SH SOLE 01 23325 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 442 4000 SH CALL SOLE 01 4000 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 3390 30700 SH PUT SOLE 01 30700 0 0 IVANHOE MINES LTD COM 46579N103 1279 100000 SH CALL SOLE 01 100000 0 0 IVANHOE MINES LTD COM 46579N103 1279 100000 SH PUT SOLE 01 100000 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 414 9000 SH CALL SOLE 01 9000 0 0 JANUS CAP GROUP INC COM 47102X105 288 20323 SH SOLE 01 20323 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 296 41700 SH SOLE 01 41700 0 0 JETBLUE AIRWAYS CORP COM 477143101 397 66400 SH CALL SOLE 01 66400 0 0 JETBLUE AIRWAYS CORP COM 477143101 261 43585 SH SOLE 01 43585 0 0 JOHNSON & JOHNSON COM 478160104 4317 70897 SH SOLE 01 70897 0 0 JOHNSON & JOHNSON COM 478160104 609 10000 SH CALL SOLE 01 10000 0 0 JOHNSON & JOHNSON COM 478160104 8171 134200 SH PUT SOLE 01 134200 0 0 JOHNSON CTLS INC COM 478366107 424 16581 SH SOLE 01 16581 0 0 JONES APPAREL GROUP INC COM 480074103 190 10600 SH SOLE 01 10600 0 0 JONES LANG LASALLE INC COM 48020Q107 232 4901 SH SOLE 01 4901 0 0 JOURNAL COMMUNICATIONS INC CL A 481130102 40 10900 SH SOLE 01 10900 0 0 JOY GLOBAL INC COM 481165108 1610 32900 SH CALL SOLE 01 32900 0 0 JPMORGAN CHASE & CO COM 46625H100 438 10000 SH PUT SOLE 01 10000 0 0 JPMORGAN CHASE & CO COM 46625H100 950 21673 SH SOLE 01 21673 0 0 JPMORGAN CHASE & CO COM 46625H100 3006 68600 SH CALL SOLE 01 68600 0 0 JUNIPER NETWORKS INC COM 48203R104 2178 80612 SH SOLE 01 80612 0 0 KB HOME COM 48666K109 1382 83200 SH SOLE 01 83200 0 0 KELLOGG CO COM 487836108 250 5086 SH SOLE 01 5086 0 0 KIMBERLY CLARK CORP COM 494368103 529 8971 SH SOLE 01 8971 0 0 KIMBERLY CLARK CORP COM 494368103 1769 30000 SH CALL SOLE 01 30000 0 0 KIMBERLY CLARK CORP COM 494368103 902 15300 SH PUT SOLE 01 15300 0 0 KIMCO REALTY CORP COM 49446R109 524 40147 SH SOLE 01 40147 0 0 KING PHARMACEUTICALS INC COM 495582108 630 58500 SH CALL SOLE 01 58500 0 0 KING PHARMACEUTICALS INC COM 495582108 448 41565 SH SOLE 01 41565 0 0 KLA-TENCOR CORP COM 482480100 3335 93000 SH SOLE 01 93000 0 0 KLA-TENCOR CORP COM 482480100 671 18700 SH CALL SOLE 01 18700 0 0 KLA-TENCOR CORP COM 482480100 671 18700 SH PUT SOLE 01 18700 0 0 KOHLS CORP COM 500255104 19648 344400 SH CALL SOLE 01 344400 0 0 KOHLS CORP COM 500255104 19648 344400 SH PUT SOLE 01 344400 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 49 13700 SH SOLE 01 13700 0 0 KROGER CO COM 501044101 613 29716 SH SOLE 01 29716 0 0 KULICKE & SOFFA INDS INC COM 501242101 63 10500 SH SOLE 01 10500 0 0 L-1 IDENTITY SOLUTIONS INC COM 50212A106 1664 238000 SH CALL SOLE 01 238000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 5213 64900 SH CALL SOLE 01 64900 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 803 10000 SH PUT SOLE 01 10000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 643 8000 SH SOLE 01 8000 0 0 LAM RESEARCH CORP COM 512807108 512 15000 SH SOLE 02 15000 0 0 LAUDER ESTEE COS INC CL A 518439104 635 17114 SH SOLE 01 17114 0 0 LAZARD LTD SHS A G54050102 392 9500 SH SOLE 01 9500 0 0 LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863AL4 122 150000 PRN SOLE 01 150000 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 294 15058 SH SOLE 01 15058 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 213 10900 SH CALL SOLE 01 10900 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 669 34200 SH PUT SOLE 01 34200 0 0 LEGG MASON INC COM 524901105 584 18829 SH SOLE 01 18829 0 0 LEGGETT & PLATT INC COM 524660107 1506 77630 SH SOLE 01 77630 0 0 LENNAR CORP CL A 526057104 1102 77300 SH SOLE 01 77300 0 0 LIBERTY GLOBAL INC COM SER A 530555101 677 30000 SH CALL SOLE 01 30000 0 0 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 32 62000 PRN SOLE 01 62000 0 0 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 5454 175300 SH SOLE 01 175300 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 1701 36534 SH SOLE 01 36534 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 355 13131 SH SOLE 01 13131 0 0 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 514 606000 PRN SOLE 01 606000 0 0 LIHIR GOLD LTD SPONSORED ADR 532349107 296 11800 SH SOLE 01 11800 0 0 LILLY ELI & CO COM 532457108 400 12099 SH SOLE 01 12099 0 0 LIMITED BRANDS INC COM 532716107 178 10500 SH SOLE 01 10500 0 0 LINCARE HLDGS INC COM 532791100 541 17300 SH SOLE 01 17300 0 0 LINCOLN NATL CORP IND COM 534187109 306 11793 SH SOLE 01 11793 0 0 LINEAR TECHNOLOGY CORP COM 535678106 550 19900 SH CALL SOLE 01 19900 0 0 LKQ CORP COM 501889208 849 45800 SH SOLE 01 45800 0 0 LOCKHEED MARTIN CORP COM 539830109 5289 67734 SH SOLE 01 67734 0 0 LOCKHEED MARTIN CORP COM 539830109 344 4400 SH CALL SOLE 01 4400 0 0 LOCKHEED MARTIN CORP COM 539830109 789 10100 SH PUT SOLE 01 10100 0 0 LOEWS CORP COM 540424108 343 10029 SH SOLE 01 10029 0 0 LOGITECH INTL S A SHS H50430232 4930 268200 SH SOLE 01 268200 0 0 LONGTOP FINL TECHNOLOGIES LT ADR 54318P108 478 16800 SH SOLE 01 16800 0 0 LORILLARD INC COM 544147101 1100 14807 SH SOLE 01 14807 0 0 LOUISIANA PAC CORP COM 546347105 188 28200 SH SOLE 01 28200 0 0 LOWES COS INC COM 548661107 1438 68672 SH SOLE 01 68672 0 0 LOWES COS INC COM 548661107 5978 285500 SH CALL SOLE 01 285500 0 0 M & T BK CORP COM 55261F104 1528 24517 SH SOLE 02 24517 0 0 M D C HLDGS INC COM 552676108 542 15599 SH SOLE 01 15599 0 0 MACROVISION CORP NOTE 2.625% 8/1 555904AB7 1427 1100000 PRN SOLE 01 1100000 0 0 MAGNA INTL INC CL A 559222401 247 5800 SH SOLE 01 5800 0 0 MANNKIND CORP COM 56400P201 262 26586 SH SOLE 01 26586 0 0 MANNKIND CORP COM 56400P201 571 58000 SH CALL SOLE 01 58000 0 0 MANNKIND CORP COM 56400P201 985 100000 SH PUT SOLE 01 100000 0 0 MANPOWER INC COM 56418H100 1119 19740 SH SOLE 01 19740 0 0 MARATHON OIL CORP COM 565849106 5559 174270 SH SOLE 01 174270 0 0 MARATHON OIL CORP COM 565849106 1442 45200 SH CALL SOLE 01 45200 0 0 MARATHON OIL CORP COM 565849106 2536 79500 SH PUT SOLE 01 79500 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2615 57738 SH SOLE 01 57738 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1268 28000 SH CALL SOLE 01 28000 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 725 16000 SH PUT SOLE 01 16000 0 0 MARSH & MCLENNAN COS INC COM 571748102 539 21799 SH SOLE 01 21799 0 0 MARTEK BIOSCIENCES CORP COM 572901106 3217 142390 SH SOLE 01 142390 0 0 MARTEK BIOSCIENCES CORP COM 572901106 2950 130600 SH PUT SOLE 01 130600 0 0 MARTEK BIOSCIENCES CORP COM 572901106 933 41300 SH CALL SOLE 01 41300 0 0 MARTIN MARIETTA MATLS INC COM 573284106 362 3929 SH SOLE 01 3929 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 18139 365551 SH SOLE 01 365551 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 1116 22500 SH CALL SOLE 01 22500 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 992 20000 SH PUT SOLE 01 20000 0 0 MASCO CORP COM 574599106 603 46634 SH SOLE 01 46634 0 0 MASSEY ENERGY CORP COM 576206106 1830 65632 SH SOLE 01 65632 0 0 MASSEY ENERGY CORP COM 576206106 2544 91200 SH PUT SOLE 01 91200 0 0 MASTERCARD INC CL A 57636Q104 1334 6600 SH SOLE 01 6600 0 0 MASTERCARD INC CL A 57636Q104 5175 25600 SH CALL SOLE 01 25600 0 0 MASTERCARD INC CL A 57636Q104 2608 12900 SH PUT SOLE 01 12900 0 0 MATTEL INC COM 577081102 267 14451 SH SOLE 01 14451 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 544 30000 SH CALL SOLE 01 30000 0 0 MAXTOR CORP NOTE 2.375% 8/1 577729AE6 1404 1303000 PRN SOLE 01 1303000 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 12 12000 PRN SOLE 01 12000 0 0 MB FINANCIAL INC NEW COM 55264U108 549 26200 SH SOLE 01 02 26200 0 0 MCAFEE INC COM 579064106 3849 87894 SH SOLE 01 87894 0 0 MCDATA CORP NOTE 2.250% 2/1 580031AD4 35 35000 PRN SOLE 01 35000 0 0 MCDERMOTT INTL INC COM 580037109 2936 116200 SH CALL SOLE 01 116200 0 0 MCDONALDS CORP COM 580135101 2161 37863 SH SOLE 01 37863 0 0 MCDONALDS CORP COM 580135101 5838 102300 SH PUT SOLE 01 102300 0 0 MCGRAW HILL COS INC COM 580645109 2095 83315 SH SOLE 01 83315 0 0 MCGRAW HILL COS INC COM 580645109 892 35500 SH PUT SOLE 01 35500 0 0 MEADWESTVACO CORP COM 583334107 964 43205 SH SOLE 01 43205 0 0 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 93 16100 SH SOLE 01 16100 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1625 76100 SH CALL SOLE 01 76100 0 0 MEDIVATION INC COM 58501N101 543 20000 SH PUT SOLE 01 20000 0 0 MEDTRONIC INC COM 585055106 662 17984 SH SOLE 01 17984 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 2445 149188 SH SOLE 02 149188 0 0 MEMC ELECTR MATLS INC COM 552715104 1920 115466 SH SOLE 01 115466 0 0 MEMC ELECTR MATLS INC COM 552715104 304 18300 SH CALL SOLE 01 18300 0 0 MEMC ELECTR MATLS INC COM 552715104 195 11700 SH PUT SOLE 01 11700 0 0 MERCK & CO INC COM 589331107 1309 41394 SH SOLE 01 41394 0 0 MERCK & CO INC COM 589331107 3163 100000 SH CALL SOLE 01 100000 0 0 MERCK & CO INC COM 589331107 949 30000 SH PUT SOLE 01 30000 0 0 MEREDITH CORP COM 589433101 1305 43584 SH SOLE 01 43584 0 0 METLIFE INC COM 59156R108 852 22386 SH SOLE 01 22386 0 0 METLIFE INC COM 59156R108 483 12700 SH CALL SOLE 01 12700 0 0 METLIFE INC COM 59156R108 286 7500 SH PUT SOLE 01 7500 0 0 METROPCS COMMUNICATIONS INC COM 591708102 603 64438 SH SOLE 01 64438 0 0 MFA FINANCIAL INC COM 55272X102 397 49900 SH SOLE 01 02 49900 0 0 MGM MIRAGE COM 552953101 380 31600 SH SOLE 01 31600 0 0 MICRON TECHNOLOGY INC COM 595112103 687 83800 SH SOLE 01 83800 0 0 MICRON TECHNOLOGY INC COM 595112103 107 13100 SH PUT SOLE 01 13100 0 0 MICROSOFT CORP COM 594918104 32196 1251800 SH CALL SOLE 01 1251800 0 0 MICROSOFT CORP COM 594918104 1746 67900 SH PUT SOLE 01 67900 0 0 MIDDLEBY CORP COM 596278101 242 4400 SH SOLE 01 4400 0 0 MILLIPORE CORP COM 601073109 703 10000 SH PUT SOLE 01 10000 0 0 MIRANT CORP NEW COM 60467R100 215 13100 SH SOLE 01 13100 0 0 MOHAWK INDS INC COM 608190104 715 15000 SH CALL SOLE 01 15000 0 0 MOHAWK INDS INC COM 608190104 233 4892 SH SOLE 01 4892 0 0 MOLEX INC COM 608554101 681 32602 SH SOLE 01 32602 0 0 MOLSON COORS BREWING CO CL B 60871R209 452 9276 SH SOLE 01 9276 0 0 MONSANTO CO NEW COM 61166W101 6601 85278 SH SOLE 01 85278 0 0 MONSANTO CO NEW COM 61166W101 774 10000 SH CALL SOLE 01 10000 0 0 MONSANTO CO NEW COM 61166W101 9690 125200 SH PUT SOLE 01 125200 0 0 MOODYS CORP COM 615369105 1614 78877 SH SOLE 01 78877 0 0 MORGAN STANLEY COM NEW 617446448 4533 146780 SH SOLE 01 146780 0 0 MORGAN STANLEY COM NEW 617446448 926 30000 SH CALL SOLE 01 30000 0 0 MORGAN STANLEY COM NEW 617446448 355 11500 SH PUT SOLE 01 11500 0 0 MOTOROLA INC COM 620076109 1354 157600 SH CALL SOLE 01 157600 0 0 MOTOROLA INC COM 620076109 9406 1095000 SH PUT SOLE 01 1095000 0 0 MOTOROLA INC COM 620076109 5973 695341 SH SOLE 01 695341 0 0 MSCI INC CL A 55354G100 930 31400 SH SOLE 01 31400 0 0 MTR GAMING GROUP INC COM 553769100 149 48752 SH SOLE 01 48752 0 0 MURPHY OIL CORP COM 626717102 1607 27921 SH SOLE 01 27921 0 0 MYRIAD GENETICS INC COM 62855J104 354 12900 SH SOLE 01 12900 0 0 NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB5 206 217000 PRN SOLE 01 217000 0 0 NALCO HOLDING COMPANY COM 62985Q101 404 19700 SH SOLE 01 19700 0 0 NALCO HOLDING COMPANY COM 62985Q101 922 45000 SH CALL SOLE 01 45000 0 0 NALCO HOLDING COMPANY COM 62985Q101 471 23000 SH PUT SOLE 01 23000 0 0 NASDAQ OMX GROUP INC COM 631103108 1609 76425 SH SOLE 01 02 76425 0 0 NASDAQ OMX GROUP INC COM 631103108 421 20000 SH CALL SOLE 01 20000 0 0 NASDAQ OMX GROUP INC NOTE 2.500% 8/1 631103AA6 96 110000 PRN SOLE 01 110000 0 0 NATIONAL FUEL GAS CO N J COM 636180101 844 18419 SH SOLE 01 18419 0 0 NATIONAL OILWELL VARCO INC COM 637071101 18520 429400 SH CALL SOLE 01 429400 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 428 70000 SH SOLE 02 70000 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1634 114524 SH SOLE 01 114524 0 0 NBTY INC COM 628782104 301 7611 SH SOLE 01 7611 0 0 NCI BUILDING SYS INC COM 628852105 52 16100 SH SOLE 01 16100 0 0 NCR CORP NEW COM 62886E108 326 23600 SH SOLE 01 23600 0 0 NELNET INC CL A 64031N108 134 10800 SH SOLE 01 10800 0 0 NETAPP INC NOTE 1.750% 6/0 64110DAB0 84 78000 PRN SOLE 01 78000 0 0 NETFLIX INC COM 64110L106 301 6511 SH SOLE 01 6511 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 362 4500 SH SOLE 01 4500 0 0 NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 198 100000 PRN SOLE 01 100000 0 0 NEWMARKET CORP COM 651587107 242 2600 SH SOLE 01 2600 0 0 NEWMONT MINING CORP COM 651639106 1101 25000 SH CALL SOLE 01 25000 0 0 NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 494 415000 PRN SOLE 01 415000 0 0 NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 164 140000 PRN SOLE 01 140000 0 0 NEWS CORP CL A 65248E104 231 19304 SH SOLE 01 19304 0 0 NEWS CORP CL B 65248E203 4250 303800 SH SOLE 01 303800 0 0 NICOR INC COM 654086107 1726 47179 SH SOLE 01 47179 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 24 27000 PRN SOLE 01 27000 0 0 NII HLDGS INC CL B NEW 62913F201 388 12900 SH SOLE 01 12900 0 0 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 212 216000 PRN SOLE 01 216000 0 0 NIKE INC CL B 654106103 2755 42588 SH SOLE 01 42588 0 0 NIKE INC CL B 654106103 971 15000 SH CALL SOLE 01 15000 0 0 NIKE INC CL B 654106103 2588 40000 SH PUT SOLE 01 40000 0 0 NOBEL LEARNING CMNTYS INC COM 654889104 2905 309657 SH SOLE 01 309657 0 0 NOBLE ENERGY INC COM 655044105 1330 20162 SH SOLE 01 20162 0 0 NOKIA CORP SPONSORED ADR 654902204 291 19900 SH SOLE 01 19900 0 0 NORDSON CORP COM 655663102 372 6636 SH SOLE 01 6636 0 0 NORDSTROM INC COM 655664100 611 20000 SH PUT SOLE 01 20000 0 0 NORDSTROM INC COM 655664100 1729 56608 SH SOLE 01 56608 0 0 NORFOLK SOUTHERN CORP COM 655844108 3205 74343 SH SOLE 01 74343 0 0 NORTHERN TR CORP COM 665859104 1122 19297 SH SOLE 01 19297 0 0 NORTHERN TR CORP COM 665859104 291 5000 SH PUT SOLE 01 5000 0 0 NORTHROP GRUMMAN CORP COM 666807102 928 17927 SH SOLE 01 17927 0 0 NOVAGOLD RES INC COM NEW 66987E206 63 12300 SH SOLE 01 12300 0 0 NOVELLUS SYS INC COM 670008101 2183 104026 SH SOLE 01 02 104026 0 0 NSTAR COM 67019E107 658 20680 SH SOLE 01 20680 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 215 14400 SH PUT SOLE 02 14400 0 0 NUCOR CORP COM 670346105 470 10000 SH CALL SOLE 01 10000 0 0 NV ENERGY INC COM 67073Y106 173 14900 SH SOLE 01 14900 0 0 NVIDIA CORP COM 67066G104 1077 71672 SH SOLE 01 71672 0 0 NYSE EURONEXT COM 629491101 629 21770 SH SOLE 01 02 21770 0 0 NYSE EURONEXT COM 629491101 867 30000 SH CALL SOLE 01 30000 0 0 NYSE EURONEXT COM 629491101 298 10300 SH PUT SOLE 01 10300 0 0 O REILLY AUTOMOTIVE INC COM 686091109 2107 58307 SH SOLE 01 58307 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 1377 17569 SH SOLE 01 17569 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 1435 18300 SH PUT SOLE 01 18300 0 0 OCEANEERING INTL INC COM 675232102 323 5700 SH SOLE 01 5700 0 0 OCWEN FINL CORP COM NEW 675746309 340 30000 SH SOLE 02 30000 0 0 ODYSSEY RE HLDGS CORP COM 67612W108 972 15000 SH PUT SOLE 01 15000 0 0 ODYSSEY RE HLDGS CORP COM 67612W108 875 13500 SH SOLE 01 13500 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 1909 16256 SH SOLE 01 16256 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 4638 39500 SH CALL SOLE 01 39500 0 0 OLD DOMINION FGHT LINES INC COM 679580100 295 9700 SH SOLE 01 9700 0 0 OLD NATL BANCORP IND COM 680033107 560 50000 SH SOLE 02 50000 0 0 OLD REP INTL CORP COM 680223104 280 23000 SH SOLE 01 23000 0 0 OMNICARE INC COM 681904108 247 10972 SH SOLE 01 10972 0 0 OMNICOM GROUP INC COM 681919106 1215 32893 SH SOLE 01 32893 0 0 OMNITURE INC COM 68212S109 1072 50000 SH CALL SOLE 01 50000 0 0 OMNOVA SOLUTIONS INC COM 682129101 73 11200 SH SOLE 01 11200 0 0 ON SEMICONDUCTOR CORP COM 682189105 656 79500 SH SOLE 01 79500 0 0 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 265 5000 SH PUT SOLE 01 5000 0 0 ONYX PHARMACEUTICALS INC COM 683399109 695 23200 SH CALL SOLE 01 23200 0 0 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 468 25000 SH SOLE 01 25000 0 0 ORACLE CORP COM 68389X105 2511 120481 SH SOLE 01 120481 0 0 ORACLE CORP COM 68389X105 313 15000 SH CALL SOLE 01 15000 0 0 ORACLE CORP COM 68389X105 834 40000 SH PUT SOLE 01 40000 0 0 ORMAT TECHNOLOGIES INC COM 686688102 237 5800 SH SOLE 01 5800 0 0 OSI SYSTEMS INC COM 671044105 549 30000 SH CALL SOLE 01 30000 0 0 OWENS CORNING NEW COM 690742101 354 15754 SH SOLE 01 02 15754 0 0 OWENS CORNING NEW COM 690742101 1123 50000 SH CALL SOLE 02 50000 0 0 OWENS ILL INC COM NEW 690768403 597 16170 SH SOLE 01 16170 0 0 PACTIV CORP COM 695257105 284 10916 SH SOLE 01 10916 0 0 PAIN THERAPEUTICS INC COM 69562K100 304 60000 SH CALL SOLE 01 60000 0 0 PAIN THERAPEUTICS INC COM 69562K100 563 111300 SH PUT SOLE 01 111300 0 0 PALL CORP COM 696429307 3124 96791 SH SOLE 01 96791 0 0 PALM INC NEW COM 696643105 5313 304300 SH PUT SOLE 01 304300 0 0 PANERA BREAD CO CL A 69840W108 251 4567 SH SOLE 01 4567 0 0 PARKER HANNIFIN CORP COM 701094104 1691 32615 SH SOLE 01 32615 0 0 PARTNERRE LTD COM G6852T105 393 5111 SH SOLE 01 5111 0 0 PATTERSON COMPANIES INC COM 703395103 362 13289 SH SOLE 01 13289 0 0 PAYCHEX INC COM 704326107 3864 133000 SH CALL SOLE 01 133000 0 0 PDL BIOPHARMA INC COM 69329Y104 1340 170000 SH CALL SOLE 01 170000 0 0 PEABODY ENERGY CORP COM 704549104 664 17834 SH SOLE 01 17834 0 0 PEETS COFFEE & TEA INC COM 705560100 289 10250 SH SOLE 01 10250 0 0 PENN NATL GAMING INC COM 707569109 369 13340 SH SOLE 01 13340 0 0 PENNEY J C INC COM 708160106 813 24095 SH SOLE 01 24095 0 0 PENNEY J C INC COM 708160106 14118 418300 SH CALL SOLE 01 418300 0 0 PENNEY J C INC COM 708160106 1232 36500 SH PUT SOLE 01 36500 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 152 20000 SH CALL SOLE 01 20000 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 606 79627 SH SOLE 01 79627 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 380 19800 SH SOLE 01 19800 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 361 23232 SH SOLE 01 23232 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 560 36000 SH CALL SOLE 01 36000 0 0 PEPCO HOLDINGS INC COM 713291102 1863 125194 SH SOLE 01 125194 0 0 PEPSI BOTTLING GROUP INC COM 713409100 10432 286281 SH SOLE 01 286281 0 0 PEPSICO INC COM 713448108 350 5974 SH SOLE 01 5974 0 0 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 443 9200 SH SOLE 01 9200 0 0 PERKINELMER INC COM 714046109 337 17497 SH SOLE 01 17497 0 0 PEROT SYS CORP CL A 714265105 2228 75000 SH SOLE 01 75000 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1371 29873 SH SOLE 01 29873 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1607 35000 SH PUT SOLE 01 35000 0 0 PFIZER INC COM 717081103 1379 83331 SH SOLE 01 83331 0 0 PG&E CORP COM 69331C108 1092 26961 SH SOLE 01 26961 0 0 PHILIP MORRIS INTL INC COM 718172109 400 8215 SH SOLE 01 8215 0 0 PHOTRONICS INC COM 719405102 57 12000 SH SOLE 01 12000 0 0 PIONEER NAT RES CO COM 723787107 369 10177 SH SOLE 01 10177 0 0 PIONEER NAT RES CO COM 723787107 1089 30000 SH CALL SOLE 01 30000 0 0 PITNEY BOWES INC COM 724479100 783 31491 SH SOLE 01 31491 0 0 PLACER DOME INC DBCV 2.750%10/1 725906AK7 33 21000 PRN SOLE 01 21000 0 0 PLAINS EXPL& PRODTN CO COM 726505100 1383 50000 SH CALL SOLE 01 50000 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 520 14500 SH SOLE 01 14500 0 0 PLUM CREEK TIMBER CO INC COM 729251108 380 12413 SH SOLE 01 12413 0 0 PMC-SIERRA INC NOTE 2.250%10/1 69344FAD8 228 180000 PRN SOLE 01 180000 0 0 PNC FINL SVCS GROUP INC COM 693475105 729 15000 SH SOLE 02 15000 0 0 PNC FINL SVCS GROUP INC COM 693475105 972 20000 SH CALL SOLE 01 20000 0 0 PNM RES INC COM 69349H107 197 16900 SH SOLE 01 16900 0 0 POLO RALPH LAUREN CORP CL A 731572103 4286 55940 SH SOLE 01 55940 0 0 POLYCOM INC COM 73172K104 212 7917 SH SOLE 01 7917 0 0 PONIARD PHARMACEUTICALS INC COM NEW 732449301 580 77600 SH PUT SOLE 01 77600 0 0 POPULAR INC COM 733174106 49 17300 SH CALL SOLE 01 17300 0 0 POPULAR INC COM 733174106 495 175000 SH SOLE 02 175000 0 0 POSCO SPONSORED ADR 693483109 281 2700 SH SOLE 01 2700 0 0 POTASH CORP SASK INC COM 73755L107 1905 21090 SH SOLE 01 21090 0 0 POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 2893 182544 SH SOLE 01 182544 0 0 POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 396 25000 SH CALL SOLE 01 25000 0 0 POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 238 15000 SH PUT SOLE 01 15000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 55765 1319883 SH SOLE 01 1319883 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 4225 100000 SH CALL SOLE 01 100000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 4225 100000 SH PUT SOLE 01 100000 0 0 PPG INDS INC COM 693506107 1240 21304 SH SOLE 01 21304 0 0 PRAXAIR INC COM 74005P104 817 10000 SH PUT SOLE 01 10000 0 0 PRICE T ROWE GROUP INC COM 74144T108 2872 62837 SH SOLE 01 62837 0 0 PRICE T ROWE GROUP INC COM 74144T108 229 5000 SH PUT SOLE 01 5000 0 0 PRICELINE COM INC COM NEW 741503403 1075 6482 SH SOLE 01 6482 0 0 PRICELINE COM INC COM NEW 741503403 5638 34000 SH PUT SOLE 01 34000 0 0 PRICELINE COM INC NOTE 2.250% 1/1 741503AH9 437 100000 PRN SOLE 01 100000 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1128 41200 SH SOLE 01 41200 0 0 PROASSURANCE CORP COM 74267C106 423 8100 SH SOLE 01 8100 0 0 PROCTER & GAMBLE CO COM 742718109 2028 35015 SH SOLE 01 35015 0 0 PROCTER & GAMBLE CO COM 742718109 5792 100000 SH PUT SOLE 01 100000 0 0 PROGRESS ENERGY INC COM 743263105 13671 350000 SH CALL SOLE 01 350000 0 0 PROGRESS ENERGY INC COM 743263105 2140 54800 SH PUT SOLE 01 54800 0 0 PROGRESS ENERGY INC COM 743263105 7408 189657 SH SOLE 01 189657 0 0 PROGRESSIVE CORP OHIO COM 743315103 773 46612 SH SOLE 01 46612 0 0 PROSHARES TR PSHS REAL ESTAT 74347R552 97 10000 SH SOLE 01 10000 0 0 PROSHARES TR PSHS ULTRA QQQ 74347R206 2727 53500 SH PUT SOLE 02 53500 0 0 PROSHARES TR PSHS ULTSHT FINL 74347R628 252 10050 SH SOLE 01 10050 0 0 PROSHARES TR PSHS UT SHT MSCI 74347R354 135 10007 SH SOLE 01 10007 0 0 PROTECTIVE LIFE CORP COM 743674103 333 15548 SH SOLE 01 15548 0 0 PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF0 6257 6552000 PRN SOLE 01 6552000 0 0 PROVIDENT NEW YORK BANCORP COM 744028101 168 17600 SH SOLE 01 17600 0 0 PRUDENTIAL FINL INC COM 744320102 1213 24300 SH CALL SOLE 01 24300 0 0 PRUDENTIAL FINL INC COM 744320102 449 9000 SH PUT SOLE 01 9000 0 0 PRUDENTIAL FINL INC COM 744320102 974 19509 SH SOLE 01 19509 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 260 9700 SH SOLE 01 9700 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 1327 49600 SH PUT SOLE 01 49600 0 0 PUBLIC STORAGE COM 74460D109 387 5138 SH SOLE 01 5138 0 0 PUBLIC STORAGE COM 74460D109 3762 50000 SH CALL SOLE 01 50000 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 263 8376 SH SOLE 01 8376 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 943 30000 SH CALL SOLE 01 30000 0 0 QC HLDGS INC COM 74729T101 82 12100 SH SOLE 01 12100 0 0 QIAGEN N V ORD N72482107 426 20000 SH CALL SOLE 01 20000 0 0 QLOGIC CORP COM 747277101 1295 75275 SH SOLE 01 75275 0 0 QUALCOMM INC COM 747525103 1749 38887 SH SOLE 01 38887 0 0 QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE2 560 495000 PRN SOLE 01 495000 0 0 QUANTA SVCS INC COM 74762E102 822 37123 SH SOLE 01 37123 0 0 QUEST DIAGNOSTICS INC COM 74834L100 792 15183 SH SOLE 01 15183 0 0 QUICKSILVER RESOURCES INC COM 74837R104 1280 90200 SH SOLE 01 90200 0 0 RADIAN GROUP INC COM 750236101 388 36700 SH CALL SOLE 01 36700 0 0 RADIOSHACK CORP COM 750438103 1334 80493 SH SOLE 01 02 80493 0 0 RADIOSHACK CORP COM 750438103 4308 260000 SH CALL SOLE 01 260000 0 0 RAM ENERGY RESOURCES INC COM 75130P109 20721 17124998 SH SOLE 01 17124998 0 0 RANDGOLD RES LTD ADR 752344309 1356 19400 SH SOLE 01 19400 0 0 RANGE RES CORP COM 75281A109 1621 32848 SH SOLE 01 32848 0 0 RANGE RES CORP COM 75281A109 592 12000 SH PUT SOLE 01 12000 0 0 RANGE RES CORP COM 75281A109 494 10000 SH CALL SOLE 01 10000 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 800 34350 SH SOLE 01 34350 0 0 REALNETWORKS INC COM 75605L104 179 48016 SH SOLE 01 48016 0 0 RED HAT INC COM 756577102 1501 54305 SH SOLE 01 54305 0 0 RED HAT INC COM 756577102 6634 240000 SH CALL SOLE 01 240000 0 0 REDWOOD TR INC COM 758075402 194 12500 SH CALL SOLE 01 12500 0 0 REGENERON PHARMACEUTICALS COM 75886F107 228 11800 SH SOLE 01 11800 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 1277 205600 SH SOLE 01 02 205600 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 1285 207000 SH PUT SOLE 02 207000 0 0 REGIS CORP MINN COM 758932107 1490 96100 SH CALL SOLE 01 96100 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 453 10166 SH SOLE 01 10166 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 928 21800 SH SOLE 01 21800 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 578 10556 SH SOLE 01 10556 0 0 RESEARCH IN MOTION LTD COM 760975102 1123 16600 SH SOLE 01 16600 0 0 RESEARCH IN MOTION LTD COM 760975102 2705 40000 SH CALL SOLE 01 40000 0 0 RESEARCH IN MOTION LTD COM 760975102 7169 106000 SH PUT SOLE 01 02 106000 0 0 RESMED INC COM 761152107 316 7001 SH SOLE 01 7001 0 0 RETAIL HOLDRS TR DEP RCPT 76127U101 566 6453 SH SOLE 01 6453 0 0 RETAIL HOLDRS TR DEP RCPT 76127U101 4385 50000 SH PUT SOLE 01 50000 0 0 REYNOLDS AMERICAN INC COM 761713106 1831 41125 SH SOLE 01 41125 0 0 RITE AID CORP COM 767754104 20 12071 SH SOLE 01 12071 0 0 RITE AID CORP COM 767754104 277 169200 SH CALL SOLE 01 169200 0 0 RLI CORP COM 749607107 293 5545 SH SOLE 01 5545 0 0 ROBERT HALF INTL INC COM 770323103 2589 103474 SH SOLE 01 103474 0 0 ROCKWELL AUTOMATION INC COM 773903109 1746 40984 SH SOLE 01 40984 0 0 ROCKWELL AUTOMATION INC COM 773903109 213 5000 SH CALL SOLE 01 5000 0 0 ROCKWELL AUTOMATION INC COM 773903109 1576 37000 SH PUT SOLE 01 37000 0 0 ROCKWOOD HLDGS INC COM 774415103 1565 76100 SH CALL SOLE 01 76100 0 0 ROPER INDS INC NEW COM 776696106 232 4558 SH SOLE 01 4558 0 0 ROPER INDS INC NEW NOTE 1/1 776696AA4 21 34000 PRN SOLE 01 34000 0 0 ROSS STORES INC COM 778296103 319 6676 SH SOLE 01 6676 0 0 ROWAN COS INC COM 779382100 628 27214 SH SOLE 01 02 27214 0 0 ROWAN COS INC COM 779382100 1038 45000 SH CALL SOLE 02 45000 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 450 18700 SH SOLE 01 18700 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 5045 90460 SH SOLE 01 90460 0 0 RPM INTL INC COM 749685103 290 15700 SH SOLE 01 15700 0 0 RUBY TUESDAY INC COM 781182100 157 18600 SH SOLE 01 18600 0 0 SABA SOFTWARE INC COM NEW 784932600 70 16600 SH SOLE 01 16600 0 0 SAFEWAY INC COM NEW 786514208 197 10000 SH PUT SOLE 01 10000 0 0 SAFEWAY INC COM NEW 786514208 1090 55298 SH SOLE 01 55298 0 0 SALESFORCE COM INC COM 79466L302 4526 79501 SH SOLE 01 79501 0 0 SALESFORCE COM INC COM 79466L302 2123 37300 SH PUT SOLE 01 37300 0 0 SALIX PHARMACEUTICALS INC COM 795435106 372 17500 SH CALL SOLE 01 17500 0 0 SANDERSON FARMS INC COM 800013104 941 25000 SH CALL SOLE 01 25000 0 0 SANDRIDGE ENERGY INC COM 80007P307 216 16693 SH SOLE 01 16693 0 0 SAP AG SPON ADR 803054204 215 4400 SH PUT SOLE 01 4400 0 0 SAP AG SPON ADR 803054204 3604 73755 SH SOLE 01 73755 0 0 SAP AG SPON ADR 803054204 239 4900 SH CALL SOLE 01 4900 0 0 SARA LEE CORP COM 803111103 129 11600 SH PUT SOLE 01 11600 0 0 SARA LEE CORP COM 803111103 393 35300 SH SOLE 01 35300 0 0 SARA LEE CORP COM 803111103 3258 292500 SH CALL SOLE 01 292500 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 1777 116900 SH CALL SOLE 01 116900 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 1520 100000 SH PUT SOLE 01 100000 0 0 SBA COMMUNICATIONS CORP COM 78388J106 389 14384 SH SOLE 01 14384 0 0 SBA COMMUNICATIONS CORP COM 78388J106 1168 43200 SH CALL SOLE 01 43200 0 0 SCANA CORP NEW COM 80589M102 1143 32737 SH SOLE 01 32737 0 0 SCHAWK INC CL A 806373106 127 10900 SH SOLE 01 10900 0 0 SCHERING PLOUGH CORP COM 806605101 20216 715600 SH SOLE 01 715600 0 0 SCHIFF NUTRITION INTL INC COM 806693107 53 10200 SH SOLE 01 10200 0 0 SCHLUMBERGER LTD COM 806857108 860 14433 SH SOLE 01 14433 0 0 SCHLUMBERGER LTD COM 806857108 1192 20000 SH CALL SOLE 01 20000 0 0 SCHLUMBERGER LTD COM 806857108 596 10000 SH PUT SOLE 01 10000 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1820 95000 SH CALL SOLE 01 02 95000 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1059 55300 SH PUT SOLE 01 55300 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 57 13500 SH SOLE 01 13500 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 1003 63391 SH SOLE 01 63391 0 0 SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD1 196 200000 PRN SOLE 01 200000 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 898 20900 SH SOLE 01 20900 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3606 97574 SH SOLE 01 02 97574 0 0 SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 2353 2048000 PRN SOLE 01 2048000 0 0 SEALED AIR CORP NEW COM 81211K100 1070 54491 SH SOLE 01 54491 0 0 SEARS HLDGS CORP COM 812350106 1957 29967 SH SOLE 01 29967 0 0 SEI INVESTMENTS CO COM 784117103 285 14459 SH SOLE 01 14459 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 12442 832800 SH PUT SOLE 01 832800 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 6519 222274 SH SOLE 01 222274 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 6671 215600 SH PUT SOLE 01 215600 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1580 60000 SH CALL SOLE 01 60000 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 437 16600 SH SOLE 01 16600 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11210 750307 SH SOLE 01 750307 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2696 50000 SH PUT SOLE 01 50000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 539 10000 SH CALL SOLE 01 10000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 516 18780 SH SOLE 01 18780 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 10681 714900 SH CALL SOLE 01 714900 0 0 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 3388 132242 SH SOLE 01 132242 0 0 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 4033 157400 SH PUT SOLE 01 157400 0 0 SEPRACOR INC COM 817315104 236 10300 SH SOLE 01 10300 0 0 SHERWIN WILLIAMS CO COM 824348106 1432 23799 SH SOLE 01 23799 0 0 SHERWIN WILLIAMS CO COM 824348106 1119 18600 SH PUT SOLE 01 18600 0 0 SHIRE PLC SPONSORED ADR 82481R106 241 4600 SH SOLE 01 4600 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 638 22000 SH CALL SOLE 01 22000 0 0 SILICON LABORATORIES INC COM 826919102 3245 70000 SH CALL SOLE 01 70000 0 0 SILICON LABORATORIES INC COM 826919102 2163 46649 SH SOLE 01 46649 0 0 SILVER STD RES INC COM 82823L106 310 14500 SH SOLE 01 14500 0 0 SIMON PPTY GROUP INC NEW COM 828806109 301 4330 SH SOLE 01 4330 0 0 SIMS METAL MANAGEMENT LTD SPONS ADR 829160100 359 18000 SH CALL SOLE 01 18000 0 0 SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH5 430 290000 PRN SOLE 01 290000 0 0 SLM CORP COM 78442P106 176 20212 SH SOLE 01 20212 0 0 SLM CORP COM 78442P106 201 23100 SH PUT SOLE 01 23100 0 0 SMITH & WESSON HLDG CORP COM 831756101 67 12900 SH SOLE 01 12900 0 0 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 1845 2000000 PRN SOLE 01 2000000 0 0 SMITHTOWN BANCORP INC COM 832449102 1519 131600 SH SOLE 01 02 131600 0 0 SMUCKER J M CO COM NEW 832696405 555 10467 SH SOLE 01 10467 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 235 6000 SH SOLE 01 6000 0 0 SOLERA HOLDINGS INC COM 83421A104 831 26700 SH SOLE 01 26700 0 0 SOLUTIA INC COM NEW 834376501 334 28800 SH SOLE 01 28800 0 0 SONOCO PRODS CO COM 835495102 341 12400 SH SOLE 01 12400 0 0 SONOCO PRODS CO COM 835495102 578 21000 SH CALL SOLE 01 21000 0 0 SOUTHERN CO COM 842587107 251 7921 SH SOLE 01 7921 0 0 SOUTHWEST AIRLS CO COM 844741108 1378 143500 SH CALL SOLE 01 143500 0 0 SOUTHWESTERN ENERGY CO COM 845467109 213 5000 SH PUT SOLE 01 5000 0 0 SOUTHWESTERN ENERGY CO COM 845467109 213 5000 SH CALL SOLE 01 5000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 989 10000 SH PUT SOLE 01 10000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 8131 82257 SH SOLE 01 82257 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 989 10000 SH CALL SOLE 01 10000 0 0 SPDR SERIES TRUST KBW REGN BK ETF 78464A698 1599 75000 SH SOLE 02 75000 0 0 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 2539 74400 SH SOLE 01 74400 0 0 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 1365 40000 SH PUT SOLE 01 40000 0 0 SPDR SERIES TRUST SPDR KBW BK ETF 78464A797 1167 50000 SH SOLE 02 50000 0 0 SPDR TR UNIT SER 1 78462F103 60758 575417 SH SOLE 01 575417 0 0 SPDR TR UNIT SER 1 78462F103 2112 20000 SH CALL SOLE 01 20000 0 0 SPDR TR UNIT SER 1 78462F103 2112 20000 SH PUT SOLE 01 20000 0 0 SPECTRA ENERGY CORP COM 847560109 1083 57182 SH SOLE 01 57182 0 0 SPECTRA ENERGY CORP COM 847560109 669 35300 SH PUT SOLE 01 35300 0 0 SPECTRA ENERGY CORP COM 847560109 981 51800 SH CALL SOLE 01 51800 0 0 SPORTS PPTYS ACQUISITION COR COM 84920F107 188 19109 SH SOLE 02 19109 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 516 130598 SH SOLE 01 130598 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 4678 1184200 SH CALL SOLE 01 1184200 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 3381 856000 SH PUT SOLE 01 856000 0 0 ST JOE CO COM 790148100 474 16276 SH SOLE 01 02 16276 0 0 ST JUDE MED INC COM 790849103 408 10460 SH SOLE 01 10460 0 0 ST JUDE MED INC COM 790849103 1412 36200 SH CALL SOLE 01 36200 0 0 ST MARY LD & EXPL CO COM 792228108 1136 35000 SH PUT SOLE 01 35000 0 0 ST MARY LD & EXPL CO COM 792228108 361 11114 SH SOLE 01 11114 0 0 STAPLES INC COM 855030102 583 25100 SH SOLE 01 25100 0 0 STARBUCKS CORP COM 855244109 2065 100000 SH PUT SOLE 01 100000 0 0 STARBUCKS CORP COM 855244109 4880 236298 SH SOLE 01 236298 0 0 STARWOOD PPTY TR INC COM 85571B105 1519 75000 SH SOLE 02 75000 0 0 STATE STR CORP COM 857477103 455 8659 SH SOLE 01 8659 0 0 STATE STR CORP COM 857477103 1189 22600 SH CALL SOLE 01 22600 0 0 STATE STR CORP COM 857477103 526 10000 SH PUT SOLE 01 10000 0 0 STEEL DYNAMICS INC COM 858119100 1124 73300 SH SOLE 01 73300 0 0 STIFEL FINL CORP COM 860630102 506 9215 SH SOLE 01 9215 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 9518 3675000 SH SOLE 01 3675000 0 0 STRYKER CORP COM 863667101 1676 36883 SH SOLE 01 36883 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 419 46080 SH SOLE 01 46080 0 0 SUNTRUST BKS INC COM 867914103 338 15000 SH CALL SOLE 01 15000 0 0 SUNTRUST BKS INC COM 867914103 1353 60000 SH PUT SOLE 01 60000 0 0 SUPERTEX INC COM 868532102 297 9900 SH SOLE 01 9900 0 0 SUPERVALU INC COM 868536103 704 46721 SH SOLE 01 46721 0 0 SYBASE INC COM 871130100 472 12146 SH SOLE 01 12146 0 0 SYBASE INC COM 871130100 1945 50000 SH PUT SOLE 01 50000 0 0 SYBASE INC NOTE 1.750% 2/2 871130AB6 656 420000 PRN SOLE 01 420000 0 0 SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 24 24000 PRN SOLE 01 24000 0 0 SYNAPTICS INC COM 87157D109 479 19000 SH SOLE 02 19000 0 0 SYNAPTICS INC COM 87157D109 756 30000 SH CALL SOLE 02 30000 0 0 SYNOPSYS INC COM 871607107 330 14714 SH SOLE 01 14714 0 0 SYNOVUS FINL CORP COM 87161C105 188 50000 SH SOLE 02 50000 0 0 SYSCO CORP COM 871829107 841 33836 SH SOLE 01 33836 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1867 166522 SH SOLE 02 166522 0 0 TARGET CORP COM 87612E106 1414 30283 SH SOLE 01 30283 0 0 TARGET CORP COM 87612E106 233 5000 SH CALL SOLE 01 5000 0 0 TARGET CORP COM 87612E106 233 5000 SH PUT SOLE 01 5000 0 0 TCF FINL CORP COM 872275102 586 44995 SH SOLE 01 02 44995 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 1070 54518 SH SOLE 01 54518 0 0 TECH DATA CORP COM 878237106 429 10300 SH CALL SOLE 01 10300 0 0 TECH DATA CORP COM 878237106 1015 24400 SH PUT SOLE 01 24400 0 0 TECH DATA CORP COM 878237106 898 21580 SH SOLE 01 21580 0 0 TECHWELL INC COM 87874D101 1480 134774 SH SOLE 01 02 134774 0 0 TECO ENERGY INC COM 872375100 673 47765 SH SOLE 01 47765 0 0 TEEKAY TANKERS LTD CL A Y8565N102 113 13500 SH SOLE 01 13500 0 0 TELEPHONE & DATA SYS INC COM 879433100 633 20400 SH SOLE 01 20400 0 0 TELLABS INC COM 879664100 265 38300 SH SOLE 01 38300 0 0 TENET HEALTHCARE CORP COM 88033G100 94 16000 SH SOLE 01 16000 0 0 TERADATA CORP DEL COM 88076W103 2703 98211 SH SOLE 01 98211 0 0 TERADYNE INC COM 880770102 143 15500 SH SOLE 01 15500 0 0 TEREX CORP NEW COM 880779103 241 11618 SH SOLE 01 11618 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 372 250000 PRN SOLE 01 250000 0 0 TERRITORIAL BANCORP INC COM 88145X108 392 25000 SH SOLE 02 25000 0 0 TESORO CORP COM 881609101 197 13155 SH SOLE 01 13155 0 0 TEXAS INDS INC COM 882491103 945 22500 SH CALL SOLE 01 22500 0 0 TEXAS INDS INC COM 882491103 3569 85000 SH PUT SOLE 01 85000 0 0 TEXAS INSTRS INC COM 882508104 4913 207372 SH SOLE 01 207372 0 0 TEXAS INSTRS INC COM 882508104 841 35500 SH CALL SOLE 01 35500 0 0 TEXAS INSTRS INC COM 882508104 1033 43600 SH PUT SOLE 01 43600 0 0 TEXTRON INC COM 883203101 419 22100 SH CALL SOLE 01 22100 0 0 TFS FINL CORP COM 87240R107 602 50600 SH SOLE 01 50600 0 0 THERAVANCE INC COM 88338T104 152 10357 SH SOLE 01 10357 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 2256 51662 SH SOLE 01 51662 0 0 THORATEC CORP COM NEW 885175307 206 6800 SH SOLE 01 6800 0 0 TIBCO SOFTWARE INC COM 88632Q103 191 20103 SH SOLE 01 20103 0 0 TICC CAPITAL CORP COM 87244T109 55 11000 SH SOLE 01 11000 0 0 TIM HORTONS INC COM 88706M103 226 8000 SH SOLE 01 8000 0 0 TIME WARNER CABLE INC COM 88732J207 761 17660 SH SOLE 01 17660 0 0 TIME WARNER CABLE INC COM 88732J207 2585 60000 SH PUT SOLE 01 60000 0 0 TIME WARNER INC COM NEW 887317303 2997 104128 SH SOLE 01 104128 0 0 TITANIUM METALS CORP COM NEW 888339207 1427 148800 SH SOLE 01 02 148800 0 0 TITANIUM METALS CORP COM NEW 888339207 1918 200000 SH CALL SOLE 02 200000 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 1934 30000 SH CALL SOLE 01 30000 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 838 13000 SH PUT SOLE 01 13000 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 1373 21300 SH SOLE 01 21300 0 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 840 10700 SH SOLE 01 10700 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 37 37000 PRN SOLE 01 37000 0 0 TRANSOCEAN LTD REG SHS H8817H100 4815 56300 SH CALL SOLE 01 56300 0 0 TRAVELERS COMPANIES INC COM 89417E109 418 8500 SH CALL SOLE 01 8500 0 0 TRAVELERS COMPANIES INC COM 89417E109 738 15000 SH PUT SOLE 01 15000 0 0 TREEHOUSE FOODS INC COM 89469A104 240 6721 SH SOLE 01 6721 0 0 TREX INC NOTE 6.000% 7/0 89531PAA3 447 424000 PRN SOLE 01 424000 0 0 TRIMAS CORP COM NEW 896215209 56 11000 SH SOLE 01 11000 0 0 TRIMBLE NAVIGATION LTD COM 896239100 356 14892 SH SOLE 01 14892 0 0 TRINITY INDS INC COM 896522109 401 23352 SH SOLE 01 23352 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 328 19600 SH SOLE 01 19600 0 0 TUPPERWARE BRANDS CORP COM 899896104 480 12027 SH SOLE 01 12027 0 0 TW TELECOM INC COM 87311L104 327 24300 SH SOLE 01 24300 0 0 TYSON FOODS INC CL A 902494103 1889 149600 SH SOLE 01 149600 0 0 TYSON FOODS INC CL A 902494103 693 54900 SH CALL SOLE 01 54900 0 0 TYSON FOODS INC CL A 902494103 1010 80000 SH PUT SOLE 01 80000 0 0 UBS AG SHS NEW H89231338 732 40000 SH CALL SOLE 01 40000 0 0 UGI CORP NEW COM 902681105 234 9324 SH SOLE 01 9324 0 0 UNION PAC CORP COM 907818108 1459 25000 SH CALL SOLE 01 25000 0 0 UNION PAC CORP COM 907818108 10503 180000 SH PUT SOLE 01 180000 0 0 UNION PAC CORP COM 907818108 7883 135090 SH SOLE 01 135090 0 0 UNISOURCE ENERGY CORP NOTE 4.500% 3/0 909205AB2 48 50000 PRN SOLE 01 50000 0 0 UNITED AMER INDEMNITY LTD CL A 90933T109 118 15900 SH SOLE 01 15900 0 0 UNITED PARCEL SERVICE INC CL B 911312106 17203 304632 SH SOLE 01 304632 0 0 UNITED PARCEL SERVICE INC CL B 911312106 22063 390700 SH PUT SOLE 01 390700 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 28 30000 PRN SOLE 01 30000 0 0 UNITED STATES NATL GAS FUND UNIT 912318102 1165 99237 SH SOLE 01 99237 0 0 UNITED STATES STL CORP NEW COM 912909108 2602 58642 SH SOLE 01 58642 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 4163 2618000 PRN SOLE 01 2618000 0 0 UNITED STATES STL CORP NEW COM 912909108 4437 100000 SH CALL SOLE 01 100000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1963 32222 SH SOLE 01 32222 0 0 UNITED TECHNOLOGIES CORP COM 913017109 244 4000 SH PUT SOLE 01 4000 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 1960 40000 SH CALL SOLE 01 40000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 5917 236319 SH SOLE 01 236319 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 242 3900 SH SOLE 01 3900 0 0 UNUM GROUP COM 91529Y106 750 35000 SH PUT SOLE 01 35000 0 0 UNUM GROUP COM 91529Y106 478 22317 SH SOLE 01 22317 0 0 UNUM GROUP COM 91529Y106 750 35000 SH CALL SOLE 01 35000 0 0 URBAN OUTFITTERS INC COM 917047102 487 16154 SH SOLE 01 16154 0 0 URBAN OUTFITTERS INC COM 917047102 1032 34200 SH CALL SOLE 01 34200 0 0 US BANCORP DEL COM NEW 902973304 911 41700 SH SOLE 01 02 41700 0 0 US BANCORP DEL COM NEW 902973304 1312 60000 SH CALL SOLE 01 60000 0 0 US BANCORP DEL DBCV 9/2 902973AQ9 292 312000 PRN SOLE 01 312000 0 0 USA TECHNOLOGIES INC *W EXP 12/31/201 90328S179 40 95000 SH SOLE 01 95000 0 0 USA TECHNOLOGIES INC COM NO PAR 90328S500 77 45327 SH SOLE 01 45327 0 0 USEC INC COM 90333E108 938 200000 SH CALL SOLE 01 200000 0 0 USEC INC NOTE 3.000%10/0 90333EAC2 693 1000000 PRN SOLE 01 1000000 0 0 UTI WORLDWIDE INC ORD G87210103 294 20300 SH SOLE 01 20300 0 0 V F CORP COM 918204108 2309 31880 SH SOLE 01 31880 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 244 13653 SH SOLE 01 13653 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 650 23166 SH SOLE 01 23166 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 842 30000 SH PUT SOLE 01 30000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 1239 63893 SH SOLE 01 63893 0 0 VALERO ENERGY CORP NEW COM 91913Y100 458 23600 SH PUT SOLE 01 23600 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 258 10000 SH PUT SOLE 01 10000 0 0 VALLEY NATL BANCORP COM 919794107 655 53300 SH SOLE 01 53300 0 0 VALMONT INDS INC COM 920253101 281 3300 SH SOLE 01 3300 0 0 VALUECLICK INC COM 92046N102 1649 125000 SH SOLE 02 125000 0 0 VARIAN MED SYS INC COM 92220P105 558 13252 SH SOLE 01 13252 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 295 8985 SH SOLE 01 8985 0 0 VECTOR GROUP LTD COM 92240M108 57063 3662593 SH SOLE 01 3662593 0 0 VENTAS INC COM 92276F100 1279 33213 SH SOLE 01 33213 0 0 VERIFONE HLDGS INC COM 92342Y109 318 20000 SH CALL SOLE 01 20000 0 0 VIACOM INC NEW CL B 92553P201 23384 833939 SH SOLE 01 833939 0 0 VIACOM INC NEW CL B 92553P201 1963 70000 SH CALL SOLE 01 70000 0 0 VIACOM INC NEW CL B 92553P201 6561 234000 SH PUT SOLE 01 234000 0 0 VIRGIN MOBILE USA INC CL A 92769R108 66 13100 SH SOLE 01 13100 0 0 VISA INC COM CL A 92826C839 7664 110900 SH PUT SOLE 01 110900 0 0 VISA INC COM CL A 92826C839 5943 85996 SH SOLE 01 85996 0 0 VISA INC COM CL A 92826C839 7664 110900 SH CALL SOLE 01 110900 0 0 VIVO PARTICIPACOES S A SPON ADR PFD NEW 92855S200 245 9700 SH SOLE 01 9700 0 0 VIVUS INC COM 928551100 144 13800 SH SOLE 01 13800 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 225 10000 SH SOLE 01 10000 0 0 VORNADO RLTY TR SH BEN INT 929042109 1394 21646 SH SOLE 01 21646 0 0 VULCAN MATLS CO COM 929160109 1076 19899 SH SOLE 01 19899 0 0 WABCO HLDGS INC COM 92927K102 4145 197375 SH SOLE 01 02 197375 0 0 WAL MART STORES INC COM 931142103 1356 27632 SH SOLE 01 27632 0 0 WALGREEN CO COM 931422109 2939 78435 SH SOLE 01 78435 0 0 WALGREEN CO COM 931422109 5118 136600 SH PUT SOLE 01 136600 0 0 WALTER ENERGY INC COM 93317Q105 3027 50400 SH SOLE 01 50400 0 0 WALTER ENERGY INC COM 93317Q105 300 5000 SH CALL SOLE 01 5000 0 0 WALTER ENERGY INC COM 93317Q105 2877 47900 SH PUT SOLE 01 47900 0 0 WALTER INVT MGMT CORP COM 93317W102 224 14000 SH SOLE 01 14000 0 0 WASHINGTON POST CO CL B 939640108 1264 2700 SH SOLE 01 2700 0 0 WASTE CONNECTIONS INC NOTE 3.750% 4/0 941053AG5 266 254000 PRN SOLE 01 254000 0 0 WATERS CORP COM 941848103 316 5653 SH SOLE 01 5653 0 0 WATSON PHARMACEUTICALS INC COM 942683103 2388 65163 SH SOLE 01 65163 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 286 13816 SH SOLE 01 13816 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 8201 395600 SH CALL SOLE 01 395600 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 297 14917 SH SOLE 01 14917 0 0 WELLPOINT INC COM 94973V107 5166 109081 SH SOLE 01 109081 0 0 WELLS FARGO & CO NEW COM 949746101 2254 80000 SH PUT SOLE 01 80000 0 0 WELLS FARGO & CO NEW COM 949746101 1293 45900 SH CALL SOLE 01 45900 0 0 WENDYS ARBYS GROUP INC COM 950587105 525 111000 SH CALL SOLE 01 111000 0 0 WESTERN DIGITAL CORP COM 958102105 573 15699 SH SOLE 01 15699 0 0 WESTERN UN CO COM 959802109 1031 54486 SH SOLE 01 54486 0 0 WEYERHAEUSER CO COM 962166104 388 10582 SH SOLE 01 10582 0 0 WEYERHAEUSER CO COM 962166104 1224 33400 SH CALL SOLE 01 33400 0 0 WHIRLPOOL CORP COM 963320106 693 9905 SH SOLE 01 9905 0 0 WHOLE FOODS MKT INC COM 966837106 2086 68427 SH SOLE 01 68427 0 0 WILLIAMS COS INC DEL COM 969457100 1161 64958 SH SOLE 01 64958 0 0 WILLIAMS COS INC DEL COM 969457100 997 55800 SH CALL SOLE 01 55800 0 0 WILLIAMS COS INC DEL COM 969457100 894 50000 SH PUT SOLE 01 50000 0 0 WILMINGTON TRUST CORP COM 971807102 568 40000 SH SOLE 02 40000 0 0 WILSHIRE BANCORP INC COM 97186T108 81 11100 SH SOLE 01 11100 0 0 WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB8 2535 2590000 PRN SOLE 01 2590000 0 0 WISCONSIN ENERGY CORP COM 976657106 420 9293 SH SOLE 01 9293 0 0 WMS INDS INC COM 929297109 321 7200 SH SOLE 01 7200 0 0 WOLVERINE WORLD WIDE INC COM 978097103 320 12900 SH SOLE 01 12900 0 0 WORTHINGTON INDS INC COM 981811102 2085 150000 SH CALL SOLE 01 150000 0 0 WORTHINGTON INDS INC COM 981811102 2085 150000 SH PUT SOLE 01 150000 0 0 WYETH COM 983024100 28448 585600 SH SOLE 01 585600 0 0 WYETH COM 983024100 1215 25000 SH PUT SOLE 01 25000 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 1878 115100 SH SOLE 01 115100 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 408 25000 SH CALL SOLE 01 25000 0 0 WYNN RESORTS LTD COM 983134107 597 8426 SH SOLE 01 8426 0 0 XCEL ENERGY INC COM 98389B100 1812 94164 SH SOLE 01 94164 0 0 XENOPORT INC COM 98411C100 222 10439 SH SOLE 01 10439 0 0 XEROX CORP COM 984121103 108 13965 SH SOLE 01 13965 0 0 XILINX INC COM 983919101 883 37700 SH PUT SOLE 01 37700 0 0 XILINX INC COM 983919101 3669 156663 SH SOLE 01 156663 0 0 XILINX INC COM 983919101 883 37700 SH CALL SOLE 01 37700 0 0 XTO ENERGY INC COM 98385X106 499 12075 SH SOLE 01 12075 0 0 XTO ENERGY INC COM 98385X106 1240 30000 SH CALL SOLE 01 30000 0 0 YAHOO INC COM 984332106 6442 361702 SH SOLE 01 361702 0 0 YAHOO INC COM 984332106 333 18700 SH CALL SOLE 01 18700 0 0 YAHOO INC COM 984332106 1781 100000 SH PUT SOLE 01 100000 0 0 YUM BRANDS INC COM 988498101 567 16792 SH SOLE 01 16792 0 0 ZIMMER HLDGS INC COM 98956P102 309 5790 SH SOLE 01 5790 0 0 ZIMMER HLDGS INC COM 98956P102 19092 357200 SH CALL SOLE 01 357200 0 0 ZIMMER HLDGS INC COM 98956P102 1336 25000 SH PUT SOLE 02 25000 0 0 ZION OIL & GAS INC COM 989696109 396 40538 SH SOLE 01 40538 0 0 ZIONS BANCORPORATION COM 989701107 324 18026 SH SOLE 01 18026 0 0