-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Sh01nTpCKznFGrpGmoyUS3i7DyWTzEkWdqjWgw2qd9ouqwtqkM/KrxRI4dnW1prF qigRDOaL4qgy+lhXVoCgFg== 0001166588-10-000004.txt : 20100514 0001166588-10-000004.hdr.sgml : 20100514 20100514110931 ACCESSION NUMBER: 0001166588-10-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100514 DATE AS OF CHANGE: 20100514 EFFECTIVENESS DATE: 20100514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BNP PARIBAS ARBITRAGE, SA CENTRAL INDEX KEY: 0001166588 IRS NUMBER: 233022591 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10038 FILM NUMBER: 10831315 BUSINESS ADDRESS: STREET 1: 787 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 610 491 1492 MAIL ADDRESS: STREET 1: 555 CROTON ROAD CITY: KING OF PRUSSIA STATE: PA ZIP: 19406 FORMER COMPANY: FORMER CONFORMED NAME: BNP PARIBAS ARBITRAGE, SNC DATE OF NAME CHANGE: 20080428 FORMER COMPANY: FORMER CONFORMED NAME: BNP PARIBAS ARBITRAGE SA DATE OF NAME CHANGE: 20020205 13F-HR 1 bnpparb13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Mar 31, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: BNP PARIBAS ARBITRAGE, SA Address: 787 Seventh Ave. New York, NY 10019 13F File Number: 028 - 10038 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: Thomas J. Mahoney Title: Chief Operating Officer, BNP Paribas Securities Corp. Phone: (212) 841 - 3697 Signature ,Place, and Date of Signing: Thomas J. Mahoney New York, NY 2010/05/13 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting managers(s).) List of Other Managers Reporting for this Manager: **NONE** I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 2,273 Form 13F Information Table Value Total: $93,869,250 (x$1,000) List of Other Included Managers: No. 13F File Number Name **NONE**
Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page 1 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ADVANCED MICRO DEVICES INC BOND CV 007903AN7 129612 1301000 PRN SOLE 1301000 0 0 ALLEGHENY TECHNOLOGIES INC BOND CV 01741RAD4 171405 1171000 PRN SOLE 1171000 0 0 ALLIANT TECHSYSTEMS INC BOND CV 018804AH7 38396 358000 PRN SOLE 358000 0 0 ALLIANT TECHSYSTEMS INC BOND CV 018804AN4 66606 653000 PRN SOLE 653000 0 0 AMERIGROUP CORP BOND CV 03073TAB8 304500 3000000 PRN SOLE 3000000 0 0 AMGEN INC BOND CV 031162AQ3 506875 5000000 PRN SOLE 5000000 0 0 ANNALY CAP MGMT INC BOND CV 035710AA0 557562 5500000 PRN SOLE 5500000 0 0 ARCELORMITTAL SA LUXEMBOURG BOND CV 03938LAK0 2923381 18415000 PRN SOLE 18415000 0 0 ARVINMERITOR INC BOND CV 043353AF8 180437 1882000 PRN SOLE 1882000 0 0 BOSTON PPTYS LTD PARTNERSHIP BOND CV 10112RAK0 176635 1773000 PRN SOLE 1773000 0 0 CARNIVAL CORP DBCV 2.000% 4/1 BOND CV 143658AN2 13819 129000 PRN SOLE 129000 0 0 CHEMED CORP NEW BOND CV 16359RAC7 68531 750000 PRN SOLE 750000 0 0 CHENIERE ENERGY INC BOND CV 16411RAE9 945000 15000000 PRN SOLE 15000000 0 0 COMMSCOPE INC BOND CV 203372AG2 912192 7531000 PRN SOLE 7531000 0 0 D R HORTON INC BOND CV 23331ABB4 588750 5000000 PRN SOLE 5000000 0 0 DANAHER CORP DEL BOND CV 235851AF9 140910 1220000 PRN SOLE 1220000 0 0 EXPRESSJET HOLDINGS INC BOND CV 30218UAB4 301752 3048000 PRN SOLE 3048000 0 0 FORD MTR CO DEL BOND CV 345370CN8 748125 5000000 PRN SOLE 5000000 0 0 HERTZ GLOBAL HOLDINGS INC BOND CV 42805TAA3 847500 6000000 PRN SOLE 6000000 0 0 INTEL CORP SDCV 2.950%12/1 BOND CV 458140AD2 317042 3231000 PRN SOLE 3231000 0 0 INTERPUBLIC GROUP COS INC BOND CV 460690BE9 212500 2000000 PRN SOLE 2000000 0 0 INVITROGEN CORP BOND CV 46185RAJ9 1127307 7356000 PRN SOLE 7356000 0 0 INVITROGEN CORP BOND CV 46185RAK6 14539 124000 PRN SOLE 124000 0 0 INVITROGEN CORP BOND CV 46185RAM2 97539 831000 PRN SOLE 831000 0 0 JEFFERIES GROUP INC NEW DBCV 3 BOND CV 472319AG7 1167855 11752000 PRN SOLE 11752000 0 0 JETBLUE AIRWAYS CORP DBCV 6.75 BOND CV 477143AF8 1037813 7500000 PRN SOLE 7500000 0 0 LUCENT TECHNOLOGIES INC DBCV 2 BOND CV 549463AG2 299250 3000000 PRN SOLE 3000000 0 0 MACROVISION CORP BOND CV 555904AB7 684375 5000000 PRN SOLE 5000000 0 0 MICRON TECHNOLOGY INC BOND CV 595112AJ2 431250 2000000 PRN SOLE 2000000 0 0 NAVISTAR INTL CORP NEW BOND CV 63934EAL2 446000 4000000 PRN SOLE 4000000 0 0 NETAPP INC BOND CV 64110DAB0 1016059 8675000 PRN SOLE 8675000 0 0 NEWELL RUBBERMAID INC BOND CV 651229AH9 6869585 36589000 PRN SOLE 36589000 0 0 NEWMONT MINING CORP BOND CV 651639AJ5 31506 244000 PRN SOLE 244000 0 0 OIL STS INTL INC BOND CV 678026AB1 377500 2500000 PRN SOLE 2500000 0 0 ON SEMICONDUCTOR CORP BOND CV 682189AG0 30025 294000 PRN SOLE 294000 0 0 PANTRY INC BOND CV 698657AL7 353000 4000000 PRN SOLE 4000000 0 0 PROLOGIS BOND CV 743410AY8 1450316 14431000 PRN SOLE 14431000 0 0 RAYONIER TRS HLDGS INC BOND CV 75508AAB2 57291 525000 PRN SOLE 525000 0 0 SBA COMMUNICATIONS CORP BOND CV 78388JAN6 211500 2000000 PRN SOLE 2000000 0 0 SCHLUMBERGER LTD DBCV 2.125% 6 BOND CV 806857AD0 178049 1126000 PRN SOLE 1126000 0 0 SYMANTEC CORP BOND CV 871503AD0 93072 896000 PRN SOLE 896000 0 0 TECH DATA CORP DBCV 2.750%12/1 BOND CV 878237AE6 677625 6500000 PRN SOLE 6500000 0 0 TEVA PHARMACEUTICAL FIN LLC DB BOND CV 88163VAE9 284812 2100000 PRN SOLE 2100000 0 0 TEVA PHARMACEUTICAL FIN CO B BOND CV 88165FAA0 1100886 8534000 PRN SOLE 8534000 0 0 TEXTRON INC BOND CV 883203BN0 2368275 13650000 PRN SOLE 13650000 0 0 THORATEC CORP BOND CV 885175AB5 2294250 23000000 PRN SOLE 23000000 0 0 TRICO MARINE SERVICES INC DBCV BOND CV 896106AW1 347200 4960000 PRN SOLE 4960000 0 0 UNITED RENTALS INC BOND CV 911363AL3 106500 1000000 PRN SOLE 1000000 0 0 UNITED STATES STL CORP NEW BOND CV 912909AE8 3362000 16000000 PRN SOLE 16000000 0 0 VERIFONE HLDGS INC BOND CV 92342YAB5 606375 6600000 PRN SOLE 6600000 0 0 VIRGIN MEDIA INC BOND CV 92769LAB7 1716750 14000000 PRN SOLE 14000000 0 0 VORNADO RLTY L P DBCV 3.625%11 BOND CV 929043AE7 269336 2670000 PRN SOLE 2670000 0 0 WEBMD CORP BOND CV 94769MAE5 532000 4000000 PRN SOLE 4000000 0 0 WYNDHAM WORLDWIDE CORP BOND CV 98310WAC2 1231500 6000000 PRN SOLE 6000000 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page2 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AGILENT TECHNOLOGIES INC COM 00846U101 871 25321 SH SOLE 25321 0 0 ALCOA INC COM 013817101 38927 2733610 SH SOLE 2733610 0 0 ALCOA INC OPTION 013817101 3159 26482 SH PUT SOLE 26482 0 0 AIRTRAN HLDGS INC COM 00949P108 164 32299 SH SOLE 32299 0 0 AARONS INC COM 002535201 843 25292 SH SOLE 25292 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1726 41166 SH SOLE 41166 0 0 APPLE INC COM 037833100 547656 2330451 SH SOLE 2330451 0 0 APPLE INC OPTION 037833100 14699 39029 SH PUT SOLE 39029 0 0 APPLE INC OPTION 037833100 36793 7428 SH CALL SOLE 7428 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM 049164205 211 3973 SH SOLE 3973 0 0 ABB LTD COM 000375204 1146 52453 SH SOLE 52453 0 0 AMERISOURCEBERGEN CORP COM 03073E105 727 25151 SH SOLE 25151 0 0 AMBAC FINL GROUP INC COM 023139108 34 60434 SH SOLE 60434 0 0 ABBOTT LABS COM 002824100 74408 1412449 SH SOLE 1412449 0 0 ABBOTT LABS OPTION 002824100 2119 12400 SH PUT SOLE 12400 0 0 ABBOTT LABS OPTION 002824100 1252 10180 SH CALL SOLE 10180 0 0 COMPANHIA DE BEBIDAS DAS AME S COM 20441W203 16688 182062 SH SOLE 182062 0 0 COMPANHIA DE BEBIDAS DAS AME S OPTION 20441W203 223 194 SH PUT SOLE 194 0 0 ABOVENET INC COM 00374N107 976 19232 SH SOLE 19232 0 0 BARRICK GOLD CORP COM 067901108 14383 375150 SH SOLE 375150 0 0 AMERICAN CAP LTD COM 02503Y103 254 49908 SH SOLE 49908 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 202 7291 SH SOLE 7291 0 0 ACE LTD SHS COM H0023R105 3580 68455 SH SOLE 68455 0 0 AMERICREDIT CORP COM 03060R101 449 18905 SH SOLE 18905 0 0 ARCH CAP GROUP LTD COM G0450A105 26154 343008 SH SOLE 343008 0 0 ACERGY S A COM 00443E104 1469 80012 SH SOLE 80012 0 0 ARCH COAL INC COM 039380100 7408 324194 SH SOLE 324194 0 0 ALCON INC COM SHS COM H01301102 5667 35076 SH SOLE 35076 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 1467 51711 SH SOLE 51711 0 0 ACCENTURE PLC IRELAND SHS CLAS COM G1151C101 7129 169933 SH SOLE 169933 0 0 ACORDA THERAPEUTICS INC COM 00484M106 223 6515 SH SOLE 6515 0 0 ACTIVIDENTITY CORP COM 00506P103 31 10826 SH SOLE 10826 0 0 ACTUATE CORP COM 00508B102 66 11763 SH SOLE 11763 0 0 ALBERTO CULVER CO NEW COM 013078100 1028 39294 SH SOLE 39294 0 0 ACXIOM CORP COM 005125109 324 18083 SH SOLE 18083 0 0 ADOBE SYS INC COM 00724F101 16254 459532 SH SOLE 459532 0 0 ADOBE SYS INC OPTION 00724F101 305 2615 SH CALL SOLE 2615 0 0 ADOBE SYS INC OPTION 00724F101 2270 5200 SH PUT SOLE 5200 0 0 A D C TELECOMMUNICATIONS COM 000886309 189 25922 SH SOLE 25922 0 0 ANALOG DEVICES INC COM 032654105 1437 49862 SH SOLE 49862 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 26646 921992 SH SOLE 921992 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 1738 39078 SH SOLE 39078 0 0 ADAPTEC INC COM 00651F108 76 23355 SH SOLE 23355 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 2502 39095 SH SOLE 39095 0 0 ALLIANCE DATA SYSTEMS CORP OPTION 018581108 534 1160 SH PUT SOLE 1160 0 0 AUTODESK INC COM 052769106 1625 55314 SH SOLE 55314 0 0 ADTRAN INC COM 00738A106 373 14163 SH SOLE 14163 0 0 AMEREN CORP COM 023608102 3531 135374 SH SOLE 135374 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 142 13352 SH SOLE 13352 0 0 AGNICO EAGLE MINES LTD COM 008474108 10606 190513 SH SOLE 190513 0 0 AGNICO EAGLE MINES LTD OPTION 008474108 2718 11146 SH PUT SOLE 11146 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1581 85389 SH SOLE 85389 0 0 AMERICAN ELEC PWR INC COM 025537101 14383 420804 SH SOLE 420804 0 0 AES CORP COM 00130H105 7196 654168 SH SOLE 654168 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page3 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AETNA INC NEW COM 00817Y108 3752 106856 SH SOLE 106856 0 0 AETNA INC NEW OPTION 00817Y108 749 1200 SH CALL SOLE 1200 0 0 ASTORIA FINL CORP COM 046265104 1726 119007 SH SOLE 119007 0 0 AFFYMETRIX INC COM 00826T108 131 17853 SH SOLE 17853 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 404 14205 SH SOLE 14205 0 0 AFLAC INC COM 001055102 16512 304137 SH SOLE 304137 0 0 AFLAC INC OPTION 001055102 542 1700 SH CALL SOLE 1700 0 0 AGCO CORP BOND CV 001084AM4 20419 185000 PRN SOLE 185000 0 0 AGCO CORP COM 001084102 4123 114946 SH SOLE 114946 0 0 ISHARES TR INDEX BARCLY USAGG BCOM 464287226 32851 315271 SH SOLE 315271 0 0 AGL RES INC COM 001204106 4320 111781 SH SOLE 111781 0 0 ALLERGAN INC COM 018490102 1470 22507 SH SOLE 22507 0 0 ASSURED GUARANTY LTD COM G0585R106 780 35519 SH SOLE 35519 0 0 AMERIGROUP CORP COM 03073T102 308 9256 SH SOLE 9256 0 0 AGRIUM INC COM 008916108 8062 114145 SH SOLE 114145 0 0 ASPEN INSURANCE HOLDINGS LTD S COM G05384105 236 8183 SH SOLE 8183 0 0 AMERICAN INTL GROUP INC COM 026874784 6967 204075 SH SOLE 204075 0 0 AMERICAN INTL GROUP INC OPTION 026874784 396 1290 SH CALL SOLE 1290 0 0 APOLLO INVT CORP COM 03761U106 536 42070 SH SOLE 42070 0 0 AMERICAN ITALIAN PASTA CO COM 027070101 946 24321 SH SOLE 24321 0 0 ASSURANT INC COM 04621X108 460 13374 SH SOLE 13374 0 0 GALLAGHER ARTHUR J & CO COM 363576109 3465 141137 SH SOLE 141137 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 4827 153630 SH SOLE 153630 0 0 AK STL HLDG CORP COM 001547108 4557 199327 SH SOLE 199327 0 0 ALBEMARLE CORP COM 012653101 489 11465 SH SOLE 11465 0 0 ALCOA INC BOND CV 013817AT8 4049063 17500000 PRN SOLE 17500000 0 0 ALLIED CAP CORP NEW COM 01903Q108 163 32787 SH SOLE 32787 0 0 ALIGN TECHNOLOGY INC COM 016255101 351 18130 SH SOLE 18130 0 0 ALLEGIANT TRAVEL CO COM 01748X102 326 5632 SH SOLE 5632 0 0 ALASKA AIR GROUP INC COM 011659109 327 7924 SH SOLE 7924 0 0 ALKERMES INC COM 01642T108 211 16240 SH SOLE 16240 0 0 ALLSTATE CORP COM 020002101 6778 209771 SH SOLE 209771 0 0 ALLSTATE CORP OPTION 020002101 323 1500 SH PUT SOLE 1500 0 0 ALLSTATE CORP OPTION 020002101 600 1500 SH CALL SOLE 1500 0 0 ALASKA COMMUNICATIONS SYS GR COM 01167P101 85 10432 SH SOLE 10432 0 0 ALLOS THERAPEUTICS INC COM 019777101 84 11321 SH SOLE 11321 0 0 ALTERA CORP COM 021441100 11072 455645 SH SOLE 455645 0 0 ALCATEL-LUCENT COM 013904305 2878 922438 SH SOLE 922438 0 0 AUTOLIV INC COM 052800109 1088 21116 SH SOLE 21116 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 499 9170 SH SOLE 9170 0 0 ALLIS CHALMERS ENERGY INC PAR COM 019645506 36 10212 SH SOLE 10212 0 0 AMERICAN GREETINGS CORP COM 026375105 235 11285 SH SOLE 11285 0 0 APPLIED MATLS INC COM 038222105 6012 446380 SH SOLE 446380 0 0 APPLIED MATLS INC OPTION 038222105 244 2300 SH PUT SOLE 2300 0 0 APPLIED MATLS INC OPTION 038222105 221 2034 SH CALL SOLE 2034 0 0 AMB PROPERTY CORP COM 00163T109 1086 39858 SH SOLE 39858 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W406 102 11775 SH SOLE 11775 0 0 AMICAS INC COM 001712108 611 101529 SH SOLE 101529 0 0 ADVANCED MICRO DEVICES INC COM 007903107 9808 1057989 SH SOLE 1057989 0 0 ADVANCED MICRO DEVICES INC OPTION 007903107 335 1732 SH CALL SOLE 1732 0 0 AMETEK INC NEW COM 031100100 1295 31233 SH SOLE 31233 0 0 AMEDISYS INC COM 023436108 1820 32953 SH SOLE 32953 0 0 AFFILIATED MANAGERS GROUP COM 008252108 604 7645 SH SOLE 7645 0 0 AMGEN INC COM 031162100 36167 604422 SH SOLE 604422 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page4 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AMGEN INC OPTION 031162100 2249 7808 SH CALL SOLE 7808 0 0 AMGEN INC OPTION 031162100 2080 11663 SH PUT SOLE 11663 0 0 AMGEN INC BOND CV 031162AN0 487695 5002000 PRN SOLE 5002000 0 0 AMKOR TECHNOLOGY INC COM 031652100 560 79043 SH SOLE 79043 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 789 42466 SH SOLE 42466 0 0 AMERICAN MED SYS HLDGS INC BOND CV 02744MAA6 203671 1854000 PRN SOLE 1854000 0 0 AMERICAN MED SYS HLDGS INC BOND CV 02744MAB4 605010 5160000 PRN SOLE 5160000 0 0 AMERON INTL INC COM 030710107 834 13257 SH SOLE 13257 0 0 AMERIPRISE FINL INC COM 03076C106 851 18761 SH SOLE 18761 0 0 AMR CORP COM 001765106 488 53616 SH SOLE 53616 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 1838 63603 SH SOLE 63603 0 0 AMERICAN TOWER CORP COM 029912201 5001 117359 SH SOLE 117359 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 11879 623225 SH SOLE 623225 0 0 AMERICA MOVIL SAB DE CV SPON COM 02364W105 8298 164832 SH SOLE 164832 0 0 AMAZON COM INC COM 023135106 35936 264682 SH SOLE 264682 0 0 AMAZON COM INC OPTION 023135106 3752 12338 SH PUT SOLE 12338 0 0 AMAZON COM INC OPTION 023135106 16225 7755 SH CALL SOLE 7755 0 0 AUTONATION INC COM 05329W102 1442 79762 SH SOLE 79762 0 0 ANADIGICS INC COM 032515108 54 11177 SH SOLE 11177 0 0 ABERCROMBIE & FITCH CO COM 002896207 312 6840 SH SOLE 6840 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 138 20480 SH SOLE 20480 0 0 ANNTAYLOR STORES CORP COM 036115103 931 44956 SH SOLE 44956 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 696 13952 SH SOLE 13952 0 0 ANSYS INC COM 03662Q105 662 15330 SH SOLE 15330 0 0 AEGEAN MARINE PETROLEUM NETW S COM Y0017S102 490 17270 SH SOLE 17270 0 0 AMERICAN ORIENTAL BIOENGR IN COM 028731107 43 10529 SH SOLE 10529 0 0 ALLIANCE ONE INTL INC COM 018772103 82 16071 SH SOLE 16071 0 0 AOL INC COM 00184X105 1030 40729 SH SOLE 40729 0 0 AOL INC OPTION 00184X105 313 1119 SH CALL SOLE 1119 0 0 AON CORP COM 037389103 23485 549862 SH SOLE 549862 0 0 SMITH A O COM 831865209 1040 19791 SH SOLE 19791 0 0 APACHE CORP COM 037411105 13663 134609 SH SOLE 134609 0 0 APACHE CORP OPTION 037411105 939 4250 SH CALL SOLE 4250 0 0 APACHE CORP OPTION 037411105 1457 4258 SH PUT SOLE 4258 0 0 ANADARKO PETE CORP COM 032511107 9542 131020 SH SOLE 131020 0 0 ANADARKO PETE CORP OPTION 032511107 5432 3000 SH CALL SOLE 3000 0 0 AIR PRODS & CHEMS INC COM 009158106 3379 45689 SH SOLE 45689 0 0 AMPHENOL CORP NEW COM 032095101 3788 89779 SH SOLE 89779 0 0 ACME PACKET INC COM 004764106 552 28627 SH SOLE 28627 0 0 APOLLO GROUP INC COM 037604105 4933 80494 SH SOLE 80494 0 0 APOLLO GROUP INC OPTION 037604105 874 1067 SH PUT SOLE 1067 0 0 AMERIGAS PARTNERS L P UNIT L P COM 030975106 253 6310 SH SOLE 6310 0 0 ARIBA INC COM 04033V203 581 45202 SH SOLE 45202 0 0 ARES CAP CORP COM 04010L103 308 20801 SH SOLE 20801 0 0 ARENA RESOURCES INC COM 040049108 615 18425 SH SOLE 18425 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 301 4460 SH SOLE 4460 0 0 AIRGAS INC COM 009363102 4829 75910 SH SOLE 75910 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 66 19509 SH SOLE 19509 0 0 ARVINMERITOR INC COM 043353101 198 14816 SH SOLE 14816 0 0 ARENA PHARMACEUTICALS INC COM 040047102 52 16705 SH SOLE 16705 0 0 AEROPOSTALE COM 007865108 545 18890 SH SOLE 18890 0 0 ARRIS GROUP INC COM 04269Q100 1920 159854 SH SOLE 159854 0 0 ART TECHNOLOGY GROUP INC COM 04289L107 110 24858 SH SOLE 24858 0 0 ARUBA NETWORKS INC COM 043176106 146 10695 SH SOLE 10695 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page5 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ARROW ELECTRS INC COM 042735100 1216 40350 SH SOLE 40350 0 0 ASSOCIATED BANC CORP COM 045487105 434 31547 SH SOLE 31547 0 0 ADMINISTAFF INC COM 007094105 365 17098 SH SOLE 17098 0 0 ASHLAND INC NEW COM 044209104 518 9812 SH SOLE 9812 0 0 ASIAINFO HLDGS INC COM 04518A104 217 8185 SH SOLE 8185 0 0 ASM INTL N V NY REGISTER SH COM N07045102 754 28045 SH SOLE 28045 0 0 ASML HOLDING N V NY REG SHS COM N07059186 1366 38586 SH SOLE 38586 0 0 GRUPO AEROPORTUARIO DEL SURE S COM 40051E202 3762 72547 SH SOLE 72547 0 0 ASTEC INDS INC COM 046224101 380 13120 SH SOLE 13120 0 0 ATHENAHEALTH INC COM 04685W103 1835 50184 SH SOLE 50184 0 0 ATHEROS COMMUNICATIONS INC COM 04743P108 407 10524 SH SOLE 10524 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 357 6610 SH SOLE 6610 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 367 4511 SH SOLE 4511 0 0 ATLAS ENERGY INC COM 049298102 893 28689 SH SOLE 28689 0 0 ATMEL CORP COM 049513104 392 77692 SH SOLE 77692 0 0 ATMOS ENERGY CORP COM 049560105 348 12181 SH SOLE 12181 0 0 APTARGROUP INC COM 038336103 352 8952 SH SOLE 8952 0 0 ACTUANT CORP COM 00508X203 863 44131 SH SOLE 44131 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1606 133258 SH SOLE 133258 0 0 ATWOOD OCEANICS INC COM 050095108 3074 88759 SH SOLE 88759 0 0 ANGLOGOLD ASHANTI LTD COM 035128206 468 12332 SH SOLE 12332 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 413 13267 SH SOLE 13267 0 0 YAMANA GOLD INC COM 98462Y100 7374 748614 SH SOLE 748614 0 0 AVISTA CORP COM 05379B107 204 9870 SH SOLE 9870 0 0 AVALONBAY CMNTYS INC COM 053484101 3377 39087 SH SOLE 39087 0 0 AVI BIOPHARMA INC COM 002346104 15 12838 SH SOLE 12838 0 0 ADVENT CLAYMORE CV SECS & IN COM 00764C109 417 24796 SH SOLE 24796 0 0 AVIAT NETWORKS INC COM 05366Y102 85 12854 SH SOLE 12854 0 0 AVON PRODS INC COM 054303102 4873 143878 SH SOLE 143878 0 0 AVNET INC COM 053807103 3284 109464 SH SOLE 109464 0 0 AVERY DENNISON CORP COM 053611109 2799 76872 SH SOLE 76872 0 0 ALLIED WRLD ASSUR COM HLDG L S COM G0219G203 213 4745 SH SOLE 4745 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 5329 244882 SH SOLE 244882 0 0 AXA COM 054536107 1634 73300 SH SOLE 73300 0 0 ANIXTER INTL INC COM 035290105 1011 21572 SH SOLE 21572 0 0 ANIXTER INTL INC BOND CV 035290AJ4 37777 393000 PRN SOLE 393000 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 2012 201588 SH SOLE 201588 0 0 AMERICAN EXPRESS CO COM 025816109 9369 227081 SH SOLE 227081 0 0 AMERICAN EXPRESS CO OPTION 025816109 1701 22760 SH PUT SOLE 22760 0 0 AMERICAN EXPRESS CO OPTION 025816109 1780 10053 SH CALL SOLE 10053 0 0 AXIS CAPITAL HOLDINGS SHS COM G0692U109 1082 34627 SH SOLE 34627 0 0 ALLEGHENY ENERGY INC COM 017361106 5191 225708 SH SOLE 225708 0 0 ACUITY BRANDS INC COM 00508Y102 308 7296 SH SOLE 7296 0 0 ASTRAZENECA PLC COM 046353108 907 20287 SH SOLE 20287 0 0 AUTOZONE INC COM 053332102 859 4965 SH SOLE 4965 0 0 AZZ INC COM 002474104 296 8741 SH SOLE 8741 0 0 BOEING CO COM 097023105 14483 199464 SH SOLE 199464 0 0 BOEING CO OPTION 097023105 992 11177 SH PUT SOLE 11177 0 0 BOEING CO OPTION 097023105 330 750 SH CALL SOLE 750 0 0 BANK OF AMERICA CORPORATION COM 060505104 739934 41452907 SH SOLE 41452907 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 6039 57933 SH CALL SOLE 57933 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 86118 418610 SH PUT SOLE 418610 0 0 BRASKEM S A SP COM 105532105 245 16900 SH SOLE 16900 0 0 BROOKFIELD ASSET MGMT INC COM 112585104 615 24196 SH SOLE 24196 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page6 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CREDICORP LTD COM G2519Y108 60938 691062 SH SOLE 691062 0 0 BAXTER INTL INC COM 071813109 5723 98335 SH SOLE 98335 0 0 BAXTER INTL INC OPTION 071813109 521 1551 SH CALL SOLE 1551 0 0 BLACKBOARD INC COM 091935502 1782 42784 SH SOLE 42784 0 0 BED BATH & BEYOND INC COM 075896100 597 13641 SH SOLE 13641 0 0 BED BATH & BEYOND INC OPTION 075896100 312 6324 SH PUT SOLE 6324 0 0 BED BATH & BEYOND INC OPTION 075896100 1362 4082 SH CALL SOLE 4082 0 0 BANCO BRADESCO S A SP COM 059460303 29879 1621201 SH SOLE 1621201 0 0 BARRETT BILL CORP COM 06846N104 515 16770 SH SOLE 16770 0 0 BHP BILLITON PLC COM 05545E209 752 10983 SH SOLE 10983 0 0 BB&T CORP COM 054937107 4129 127483 SH SOLE 127483 0 0 BB&T CORP OPTION 054937107 302 1073 SH CALL SOLE 1073 0 0 BEST BUY INC COM 086516101 15546 365435 SH SOLE 365435 0 0 BEST BUY INC OPTION 086516101 381 1076 SH CALL SOLE 1076 0 0 BEST BUY INC OPTION 086516101 259 1076 SH PUT SOLE 1076 0 0 BRUNSWICK CORP COM 117043109 542 33955 SH SOLE 33955 0 0 BARD C R INC COM 067383109 334 3852 SH SOLE 3852 0 0 BARCLAYS PLC COM 06738E204 319 14657 SH SOLE 14657 0 0 BLUE COAT SYSTEMS INC COM 09534T508 473 15242 SH SOLE 15242 0 0 BELDEN INC COM 077454106 313 11402 SH SOLE 11402 0 0 BECTON DICKINSON & CO COM 075887109 5502 69889 SH SOLE 69889 0 0 BE AEROSPACE INC COM 073302101 411 13532 SH SOLE 13532 0 0 BECKMAN COULTER INC COM 075811109 4175 66480 SH SOLE 66480 0 0 FRANKLIN RES INC COM 354613101 6365 57394 SH SOLE 57394 0 0 FRANKLIN RES INC OPTION 354613101 1389 1439 SH PUT SOLE 1439 0 0 FRANKLIN RES INC OPTION 354613101 1006 900 SH CALL SOLE 900 0 0 BRIGHAM EXPLORATION CO COM 109178103 757 47446 SH SOLE 47446 0 0 BALDOR ELEC CO COM 057741100 299 7989 SH SOLE 7989 0 0 BROWN FORMAN CORP CL B COM 115637209 202 3398 SH SOLE 3398 0 0 BUNGE LIMITED COM G16962105 13501 219071 SH SOLE 219071 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 1541 57070 SH SOLE 57070 0 0 BGC PARTNERS INC COM 05541T101 71 11601 SH SOLE 11601 0 0 BRIGGS & STRATTON CORP COM 109043109 1580 81050 SH SOLE 81050 0 0 BENCHMARK ELECTRS INC COM 08160H101 239 11505 SH SOLE 11505 0 0 BAKER HUGHES INC COM 057224107 2069 44180 SH SOLE 44180 0 0 BHP BILLITON LTD COM 088606108 400 4976 SH SOLE 4976 0 0 SOTHEBYS COM 835898107 556 17877 SH SOLE 17877 0 0 BAIDU INC SPON COM 056752108 17551 29398 SH SOLE 29398 0 0 BAIDU INC SPON OPTION 056752108 2249 1308 SH PUT SOLE 1308 0 0 BAIDU INC SPON OPTION 056752108 8611 721 SH CALL SOLE 721 0 0 BIG LOTS INC COM 089302103 952 26142 SH SOLE 26142 0 0 BIOGEN IDEC INC COM 09062X103 14262 248509 SH SOLE 248509 0 0 BIOGEN IDEC INC OPTION 09062X103 444 2400 SH PUT SOLE 2400 0 0 SPDR SERIES TRUST BRCLYS 1-3MT COM 78464A680 2100 45781 SH SOLE 45781 0 0 IESI BFC LTD COM 44951D108 330 19223 SH SOLE 19223 0 0 BIO RAD LABS INC COM 090572207 257 2483 SH SOLE 2483 0 0 BJS WHOLESALE CLUB INC COM 05548J106 638 17260 SH SOLE 17260 0 0 BJ SVCS CO COM 055482103 3751 175277 SH SOLE 175277 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 6665 215851 SH SOLE 215851 0 0 BANK OF NEW YORK MELLON CORP OPTION 064058100 543 4013 SH CALL SOLE 4013 0 0 BURGER KING HLDGS INC COM 121208201 262 12334 SH SOLE 12334 0 0 BROOKDALE SR LIVING INC COM 112463104 897 43042 SH SOLE 43042 0 0 BLACK HILLS CORP COM 092113109 4108 135366 SH SOLE 135366 0 0 BARNES & NOBLE INC COM 067774109 308 14225 SH SOLE 14225 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page7 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BELO CORP COM SER A COM 080555105 108 15822 SH SOLE 15822 0 0 BLACKROCK INC COM 09247X101 2339 10739 SH SOLE 10739 0 0 BALL CORP COM 058498106 1138 21322 SH SOLE 21322 0 0 IMMUCOR INC COM 452526106 761 33997 SH SOLE 33997 0 0 BMC SOFTWARE INC COM 055921100 3175 83552 SH SOLE 83552 0 0 BANK MONTREAL QUE COM 063671101 0 2272639 SH SOLE 2272639 0 0 BIOMED REALTY TRUST INC COM 09063H107 337 20392 SH SOLE 20392 0 0 BEMIS INC COM 081437105 620 21602 SH SOLE 21602 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 31265 1170983 SH SOLE 1170983 0 0 BRISTOL MYERS SQUIBB CO OPTION 110122108 1573 10787 SH CALL SOLE 10787 0 0 BRISTOL MYERS SQUIBB CO OPTION 110122108 2646 19075 SH PUT SOLE 19075 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 1255 25087 SH SOLE 25087 0 0 BOB EVANS FARMS INC COM 096761101 659 21312 SH SOLE 21312 0 0 BANK HAWAII CORP COM 062540109 4911 109262 SH SOLE 109262 0 0 BP PLC COM 055622104 3979 69729 SH SOLE 69729 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 85 11596 SH SOLE 11596 0 0 BRIDGEPOINT ED INC COM 10807M105 220 8957 SH SOLE 8957 0 0 BROOKFIELD PPTYS CORP COM 112900105 3053 198736 SH SOLE 198736 0 0 POPULAR INC COM 733174106 195 67053 SH SOLE 67053 0 0 BLACKROCK CREDIT ALL IN TR I C COM 09249V103 250 23600 SH SOLE 23600 0 0 BPZ RESOURCES INC COM 055639108 230 31289 SH SOLE 31289 0 0 OILSANDS QUEST INC COM 678046103 31 42304 SH SOLE 42304 0 0 BRO COM 11133T103 2694 126019 SH SOLE 126019 0 0 BRADY CORP COM 104674106 541 17398 SH SOLE 17398 0 0 BROCADE COMMUNICATIONS SYS I COM 111621306 1159 203017 SH SOLE 203017 0 0 BROADCOM CORP COM 111320107 2286 68844 SH SOLE 68844 0 0 BRF-BRASIL FOODS S A COM 10552T107 618 11264 SH SOLE 11264 0 0 BERKSHIRE HATHAWAY INC DEL COM 084670108 9866 81 SH SOLE 81 0 0 BERKSHIRE HATHAWAY INC DEL CL BCOM 084670702 15039 185045 SH SOLE 185045 0 0 BERKSHIRE HATHAWAY INC DEL CL BOPTION 084670702 334 3054 SH PUT SOLE 3054 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 516 48487 SH SOLE 48487 0 0 BRUKER CORP COM 116794108 501 34209 SH SOLE 34209 0 0 BROOKS AUTOMATION INC COM 114340102 104 11789 SH SOLE 11789 0 0 BROWN & BROWN INC COM 115236101 379 21152 SH SOLE 21152 0 0 BRISTOW GROUP INC COM 110394103 228 6044 SH SOLE 6044 0 0 BRISTOW GROUP INC BOND CV 110394AC7 623050 6800000 PRN SOLE 6800000 0 0 BERRY PETE CO COM 085789105 223 7921 SH SOLE 7921 0 0 BANCO SANTANDER BRASIL S A ADS COM 05967A107 6485 521714 SH SOLE 521714 0 0 BOSTON SCIENTIFIC CORP COM 101137107 6775 938305 SH SOLE 938305 0 0 BOSTON SCIENTIFIC CORP OPTION 101137107 1394 2974 SH PUT SOLE 2974 0 0 PEABODY ENERGY CORP COM 704549104 9506 208015 SH SOLE 208015 0 0 BUCYRUS INTL INC NEW COM 118759109 695 10539 SH SOLE 10539 0 0 BIOVAIL CORP COM 09067J109 359 21400 SH SOLE 21400 0 0 COMPANIA DE MINAS BUENAVENTU COM 204448104 2247 72564 SH SOLE 72564 0 0 BORGWARNER INC COM 099724106 7768 203458 SH SOLE 203458 0 0 BORGWARNER INC OPTION 099724106 350 350 SH CALL SOLE 350 0 0 BWAY HOLDING COMPANY COM 12429T104 523 26027 SH SOLE 26027 0 0 BOSTON PROPERTIES INC COM 101121101 2208 29270 SH SOLE 29270 0 0 BANCORPSOUTH INC COM 059692103 2992 142768 SH SOLE 142768 0 0 BALLY TECHNOLOGIES INC COM 05874B107 562 13861 SH SOLE 13861 0 0 BEAZER HOMES USA INC COM 07556Q105 6894 1518609 SH SOLE 1518609 0 0 CITIGROUP INC COM 172967101 167946 41468095 SH SOLE 41468095 0 0 CITIGROUP INC OPTION 172967101 4051 100482 SH CALL SOLE 100482 0 0 CITIGROUP INC OPTION 172967101 33122 412589 SH PUT SOLE 412589 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page8 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CA INC COM 12673P105 2288 97475 SH SOLE 97475 0 0 CACI INTL INC COM 127190304 248 5072 SH SOLE 5072 0 0 CAE INC COM 124765108 1404 143553 SH SOLE 143553 0 0 CONAGRA FOODS INC COM 205887102 2500 99739 SH SOLE 99739 0 0 CARDINAL HEALTH INC COM 14149Y108 4982 138266 SH SOLE 138266 0 0 CHEESECAKE FACTORY INC COM 163072101 424 15686 SH SOLE 15686 0 0 CONTINENTAL AIRLS INC CL B COM 210795308 575 26154 SH SOLE 26154 0 0 CAL MAINE FOODS INC COM 128030202 259 7639 SH SOLE 7639 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 1397 32591 SH SOLE 32591 0 0 AVIS BUDGET GROUP COM 053774105 4642 403629 SH SOLE 403629 0 0 CASEYS GEN STORES INC COM 147528103 311 9900 SH SOLE 9900 0 0 CATERPILLAR INC DEL COM 149123101 16119 256465 SH SOLE 256465 0 0 CATERPILLAR INC DEL OPTION 149123101 503 5917 SH PUT SOLE 5917 0 0 CATERPILLAR INC DEL OPTION 149123101 2875 3242 SH CALL SOLE 3242 0 0 CATHAY GENERAL BANCORP COM 149150104 185 15955 SH SOLE 15955 0 0 CHUBB CORP COM 171232101 2093 40374 SH SOLE 40374 0 0 CINCINNATI BELL INC NEW COM 171871106 178 52304 SH SOLE 52304 0 0 COMPANHIA BRASILEIRA DE DIST S COM 20440T201 1599 23780 SH SOLE 23780 0 0 COOPER INDUSTRIES PLC SHS COM G24140108 2568 53566 SH SOLE 53566 0 0 CB RICHARD ELLIS GROUP INC COM 12497T101 231 14547 SH SOLE 14547 0 0 CBL & ASSOC PPTYS INC COM 124830100 265 19362 SH SOLE 19362 0 0 CIBER INC COM 17163B102 46 12371 SH SOLE 12371 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 322 6953 SH SOLE 6953 0 0 CBS CORP NEW CL B COM 124857202 3521 252563 SH SOLE 252563 0 0 COMMERCE BANCSHARES INC COM 200525103 532 12933 SH SOLE 12933 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 237 10530 SH SOLE 10530 0 0 CABOT CORP COM 127055101 525 17254 SH SOLE 17254 0 0 CALGON CARBON CORP COM 129603106 3340 195087 SH SOLE 195087 0 0 COCA COLA ENTERPRISES INC COM 191219104 7669 277243 SH SOLE 277243 0 0 CROWN CASTLE INTL CORP COM 228227104 3469 90752 SH SOLE 90752 0 0 CROWN CASTLE INTL CORP OPTION 228227104 402 4165 SH CALL SOLE 4165 0 0 CROWN CASTLE INTL CORP OPTION 228227104 216 440 SH PUT SOLE 440 0 0 CAMECO CORP COM 13321L108 8658 315876 SH SOLE 315876 0 0 CROWN HOLDINGS INC COM 228368106 1317 48833 SH SOLE 48833 0 0 CARNIVAL CORP PAIRED CTF COM 143658300 3363 86488 SH SOLE 86488 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 674 17811 SH SOLE 17811 0 0 COEUR D ALENE MINES CORP IDA COM 192108504 788 52617 SH SOLE 52617 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 314 47052 SH SOLE 47052 0 0 CELANESE CORP DEL COM SER A COM 150870103 1711 53725 SH SOLE 53725 0 0 CAREER EDUCATION CORP COM 141665109 326 10290 SH SOLE 10290 0 0 CAREER EDUCATION CORP OPTION 141665109 704 749 SH CALL SOLE 749 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 365 10413 SH SOLE 10413 0 0 CENTRAL FD CDA LTD COM 153501101 638 45591 SH SOLE 45591 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 6895 196377 SH SOLE 196377 0 0 CELGENE CORP COM 151020104 30801 497115 SH SOLE 497115 0 0 CELGENE CORP OPTION 151020104 3156 4391 SH PUT SOLE 4391 0 0 BRIGHTPOINT INC COM 109473405 86 11389 SH SOLE 11389 0 0 CENTRAL GARDEN & PET CO COM 153527205 116 12614 SH SOLE 12614 0 0 CENTURY ALUM CO COM 156431108 798 57962 SH SOLE 57962 0 0 CNOOC LTD COM 126132109 3004 18200 SH SOLE 18200 0 0 CEPHALON INC COM 156708109 6486 95686 SH SOLE 95686 0 0 CEPHALON INC BOND CV 156708AP4 1501250 10000000 PRN SOLE 10000000 0 0 CERNER CORP COM 156782104 1605 18898 SH SOLE 18898 0 0 CF INDS HLDGS INC COM 125269100 8386 91976 SH SOLE 91976 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page9 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CF INDS HLDGS INC OPTION 125269100 232 1413 SH CALL SOLE 1413 0 0 BRINKS HOME SEC HLDGS INC COM 109699108 14530 341477 SH SOLE 341477 0 0 CAREFUSION CORP COM 14170T101 502 19008 SH SOLE 19008 0 0 CULLEN FROST BANKERS INC COM 229899109 791 14184 SH SOLE 14184 0 0 CGG VERITAS COM 204386106 566 20000 SH SOLE 20000 0 0 CHURCH & DWIGHT INC COM 171340102 1967 29374 SH SOLE 29374 0 0 CHEMED CORP NEW COM 16359R103 1041 19139 SH SOLE 19139 0 0 CHESAPEAKE ENERGY CORP COM 165167107 15914 673164 SH SOLE 673164 0 0 CHESAPEAKE ENERGY CORP OPTION 165167107 687 16953 SH CALL SOLE 16953 0 0 CHESAPEAKE ENERGY CORP OPTION 165167107 1177 11371 SH PUT SOLE 11371 0 0 CHESAPEAKE ENERGY CORP BOND CV 165167BW6 27545 299000 PRN SOLE 299000 0 0 CHECK POINT SOFTWARE TECH LT COM M22465104 6666 190078 SH SOLE 190078 0 0 CHINA MOBILE LIMITED COM 16941M109 3723 77378 SH SOLE 77378 0 0 CHINA MOBILE LIMITED OPTION 16941M109 413 2337 SH PUT SOLE 2337 0 0 CHORDIANT SOFTWARE INC COM 170404305 671 131796 SH SOLE 131796 0 0 CHARMING SHOPPES INC COM 161133103 80 14634 SH SOLE 14634 0 0 C H ROBINSON WORLDWIDE INC COM 12541W209 2419 43315 SH SOLE 43315 0 0 C H ROBINSON WORLDWIDE INC OPTION 12541W209 200 400 SH CALL SOLE 400 0 0 CHICOS FAS INC COM 168615102 2369 164304 SH SOLE 164304 0 0 CATALYST HEALTH SOLUTIONS IN COM 14888B103 840 20303 SH SOLE 20303 0 0 CIGNA CORP COM 125509109 2483 67890 SH SOLE 67890 0 0 BANCOLOMBIA S A SPON COM 05968L102 2265 49600 SH SOLE 49600 0 0 CIENA CORP COM 171779309 729 47794 SH SOLE 47794 0 0 COMPANHIA ENERGETICA DE MINA SPCOM 204409601 8972 539805 SH SOLE 539805 0 0 STAR SCIENTIFIC INC COM 85517P101 28 10812 SH SOLE 10812 0 0 CHIMERA INVT CORP COM 16934Q109 251 64513 SH SOLE 64513 0 0 CINCINNATI FINL CORP COM 172062101 4823 166844 SH SOLE 166844 0 0 CIT GROUP INC COM 125581801 3578 91825 SH SOLE 91825 0 0 CIT GROUP INC OPTION 125581801 284 475 SH CALL SOLE 475 0 0 CKE RESTAURANTS INC COM 12561E105 587 53013 SH SOLE 53013 0 0 COLGATE PALMOLIVE CO COM 194162103 8206 96249 SH SOLE 96249 0 0 COLGATE PALMOLIVE CO OPTION 194162103 2636 4583 SH CALL SOLE 4583 0 0 COLGATE PALMOLIVE CO OPTION 194162103 877 3292 SH PUT SOLE 3292 0 0 CORE LABORATORIES N V COM N22717107 4306 32828 SH SOLE 32828 0 0 CLARCOR INC COM 179895107 298 8654 SH SOLE 8654 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 3416 48151 SH SOLE 48151 0 0 CLEAN HARBORS INC COM 184496107 2664 47945 SH SOLE 47945 0 0 MACK CALI RLTY CORP COM 554489104 348 9872 SH SOLE 9872 0 0 COLONIAL PPTYS TR COM SH BEN I COM 195872106 171 13285 SH SOLE 13285 0 0 CELESTICA INC SUB VTG SHS COM 15101Q108 192 17569 SH SOLE 17569 0 0 CLEARWATER PAPER CORP COM 18538R103 234 4751 SH SOLE 4751 0 0 CLEARWIRE CORP NEW COM 18538Q105 323 45094 SH SOLE 45094 0 0 CLOROX CO DEL COM 189054109 9325 145387 SH SOLE 145387 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 737 10092 SH SOLE 10092 0 0 COMERICA INC COM 200340107 1382 36318 SH SOLE 36318 0 0 COMMERCIAL METALS CO COM 201723103 1232 81821 SH SOLE 81821 0 0 COMCAST CORP NEW COM 20030N101 4700 249602 SH SOLE 249602 0 0 COMCAST CORP NEW OPTION 20030N101 1204 41823 SH PUT SOLE 41823 0 0 COMCAST CORP NEW OPTION 20030N101 4157 16571 SH CALL SOLE 16571 0 0 COMCAST CORP NEW COM 20030N200 7082 394077 SH SOLE 394077 0 0 CME GROUP INC COM 12572Q105 3707 11726 SH SOLE 11726 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 504 4472 SH SOLE 4472 0 0 CUMMINS INC COM 231021106 2761 44574 SH SOLE 44574 0 0 COMPELLENT TECHNOLOGIES INC COM 20452A108 591 33692 SH SOLE 33692 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page10 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CAPSTEAD MTG CORP COM NO PAR COM 14067E506 145 12109 SH SOLE 12109 0 0 CMS ENERGY CORP COM 125896100 1770 114458 SH SOLE 114458 0 0 COMPTON PETE CORP COM 204940100 10 10400 SH SOLE 10400 0 0 CNA FINL CORP COM 126117100 600 22463 SH SOLE 22463 0 0 CNH GLOBAL N V SHS COM N20935206 1972 64120 SH SOLE 64120 0 0 CANADIAN NATL RY CO COM 136375102 551 9101 SH SOLE 9101 0 0 CLECO CORP NEW COM 12561W105 2339 88103 SH SOLE 88103 0 0 CONSECO INC COM 208464883 1030 165598 SH SOLE 165598 0 0 CENTERPOINT ENERGY INC COM 15189T107 6600 459623 SH SOLE 459623 0 0 CANADIAN NAT RES LTD COM 136385101 2851 38510 SH SOLE 38510 0 0 CONCUR TECHNOLOGIES INC COM 206708109 1676 40861 SH SOLE 40861 0 0 CON-WAY INC COM 205944101 2828 80519 SH SOLE 80519 0 0 CONSOL ENERGY INC COM 20854P109 7323 171671 SH SOLE 171671 0 0 CORINTHIAN COLLEGES INC COM 218868107 1243 70672 SH SOLE 70672 0 0 CAPITAL ONE FINL CORP COM 14040H105 7296 176180 SH SOLE 176180 0 0 CAPITAL ONE FINL CORP OPTION 14040H105 285 1700 SH CALL SOLE 1700 0 0 CAPITAL ONE FINL CORP OPTION 14040H105 908 11639 SH PUT SOLE 11639 0 0 CABOT OIL & GAS CORP COM 127097103 4398 119517 SH SOLE 119517 0 0 COGENT INC COM 19239Y108 346 33956 SH SOLE 33956 0 0 COACH INC COM 189754104 1143 28918 SH SOLE 28918 0 0 COACH INC OPTION 189754104 326 870 SH CALL SOLE 870 0 0 COHERENT INC COM 192479103 561 17564 SH SOLE 17564 0 0 ROCKWELL COLLINS INC COM 774341101 2139 34168 SH SOLE 34168 0 0 3COM CORP COM 885535104 952 124147 SH SOLE 124147 0 0 COMVERGE INC COM 205859101 223 19674 SH SOLE 19674 0 0 COOPER COS INC COM 216648402 530 13633 SH SOLE 13633 0 0 CONOCOPHILLIPS COM 20825C104 73918 1444559 SH SOLE 1444559 0 0 CONOCOPHILLIPS OPTION 20825C104 4803 29148 SH PUT SOLE 29148 0 0 CONOCOPHILLIPS OPTION 20825C104 4314 9989 SH CALL SOLE 9989 0 0 COSTCO WHSL CORP NEW COM 22160K105 9914 166036 SH SOLE 166036 0 0 COSTCO WHSL CORP NEW OPTION 22160K105 200 500 SH CALL SOLE 500 0 0 COSTCO WHSL CORP NEW OPTION 22160K105 713 3600 SH PUT SOLE 3600 0 0 COVIDIEN PLC SHS COM G2554F105 6080 120914 SH SOLE 120914 0 0 CANADIAN PAC RY LTD COM 13645T100 253 4492 SH SOLE 4492 0 0 COPA HOLDINGS SA COM P31076105 276 4534 SH SOLE 4534 0 0 CAMPBELL SOUP CO COM 134429109 417 11800 SH SOLE 11800 0 0 CPFL ENERGIA S A COM 126153105 5486 90022 SH SOLE 90022 0 0 CAPELLA EDUCATION COMPANY COM 139594105 293 3161 SH SOLE 3161 0 0 CALPINE CORP COM 131347304 873 73397 SH SOLE 73397 0 0 CORN PRODS INTL INC COM 219023108 354 10217 SH SOLE 10217 0 0 COPART INC COM 217204106 331 9292 SH SOLE 9292 0 0 CAMDEN PPTY TR SH BEN INT COM 133131102 331 7956 SH SOLE 7956 0 0 CONCEPTUS INC COM 206016107 368 18427 SH SOLE 18427 0 0 COMPUWARE CORP COM 205638109 884 105184 SH SOLE 105184 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 121 10502 SH SOLE 10502 0 0 CRANE CO COM 224399105 955 26906 SH SOLE 26906 0 0 CELERA CORP COM 15100E106 551 77630 SH SOLE 77630 0 0 CITIZENS REPUBLIC BANCORP IN COM 174420109 37 32845 SH SOLE 32845 0 0 CREE INC COM 225447101 4279 60940 SH SOLE 60940 0 0 CARTER INC COM 146229109 1875 62192 SH SOLE 62192 0 0 CHARLES RIV LABS INTL INC COM 159864107 788 20054 SH SOLE 20054 0 0 SALESFORCE COM INC COM 79466L302 2521 33861 SH SOLE 33861 0 0 CROCS INC COM 227046109 336 38308 SH SOLE 38308 0 0 CARBO CERAMICS INC COM 140781105 222 3569 SH SOLE 3569 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page11 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CARPENTER TECHNOLOGY CORP COM 144285103 213 5833 SH SOLE 5833 0 0 CIRRUS LOGIC INC COM 172755100 245 29259 SH SOLE 29259 0 0 CARRIZO OIL & CO INC BOND CV 144577AA1 354000 4000000 PRN SOLE 4000000 0 0 CREDIT SUISSE GROUP COM 225401108 2901 56471 SH SOLE 56471 0 0 COMPUTER SCIENCES CORP COM 205363104 3662 67214 SH SOLE 67214 0 0 CISCO SYS INC COM 17275R102 26875 1032456 SH SOLE 1032456 0 0 CISCO SYS INC OPTION 17275R102 4409 99460 SH PUT SOLE 99460 0 0 CISCO SYS INC OPTION 17275R102 4682 24250 SH CALL SOLE 24250 0 0 CAPITALSOURCE INC COM 14055X102 137 24531 SH SOLE 24531 0 0 CASH AMER INTL INC COM 14754D100 328 8297 SH SOLE 8297 0 0 CARLISLE COS INC COM 142339100 411 10785 SH SOLE 10785 0 0 CHINA SEC & SURVE TECH INC COM 16942J105 210 27331 SH SOLE 27331 0 0 CSX CORP COM 126408103 5837 114673 SH SOLE 114673 0 0 CSX CORP OPTION 126408103 203 250 SH PUT SOLE 250 0 0 CINTAS CORP COM 172908105 959 34137 SH SOLE 34137 0 0 COOPER TIRE & RUBR CO COM 216831107 850 44659 SH SOLE 44659 0 0 CELL THERAPEUTICS INC COM NO P COM 150934503 55 101565 SH SOLE 101565 0 0 CENTURYTEL INC COM 156700106 8376 236200 SH SOLE 236200 0 0 COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 2077 40741 SH SOLE 40741 0 0 COMMSCOPE INC COM 203372107 459 16372 SH SOLE 16372 0 0 CITRIX SYS INC COM 177376100 420 8841 SH SOLE 8841 0 0 COUSINS PPTYS INC COM 222795106 150 18103 SH SOLE 18103 0 0 COVANTA HLDG CORP COM 22282E102 9035 542330 SH SOLE 542330 0 0 COVANTA HLDG CORP DBCV 1.000% BOND CV 22282EAA0 73129 779000 PRN SOLE 779000 0 0 CVB FINL CORP COM 126600105 143 14401 SH SOLE 14401 0 0 CABLEVISION SYS CORP COM 12686C109 1394 57732 SH SOLE 57732 0 0 COVANCE INC COM 222816100 1169 19042 SH SOLE 19042 0 0 CENOVUS ENERGY INC COM 15135U109 713 27222 SH SOLE 27222 0 0 CONVERGYS CORP COM 212485106 1520 124000 SH SOLE 124000 0 0 COVENTRY HEALTH CARE INC COM 222862104 1267 51266 SH SOLE 51266 0 0 CENVEO INC COM 15670S105 107 12358 SH SOLE 12358 0 0 CVS CAREMARK CORPORATION COM 126650100 20597 563382 SH SOLE 563382 0 0 CVS CAREMARK CORPORATION OPTION 126650100 1095 19940 SH PUT SOLE 19940 0 0 CVS CAREMARK CORPORATION OPTION 126650100 1739 7098 SH CALL SOLE 7098 0 0 CHEVRON CORP NEW COM 166764100 74601 983799 SH SOLE 983799 0 0 CHEVRON CORP NEW OPTION 166764100 4560 21829 SH PUT SOLE 21829 0 0 CHEVRON CORP NEW OPTION 166764100 2582 8302 SH CALL SOLE 8302 0 0 CURTISS WRIGHT CORP COM 231561101 265 7605 SH SOLE 7605 0 0 COLDWATER CREEK INC COM 193068103 91 13113 SH SOLE 13113 0 0 CEMEX SAB DE CV SPON COM 151290889 4011 392870 SH SOLE 392870 0 0 CONCHO RES INC COM 20605P101 1955 38820 SH SOLE 38820 0 0 CORRECTIONS CORP AMER NEW COM 22025Y407 729 36720 SH SOLE 36720 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 709 61460 SH SOLE 61460 0 0 CYBERSOURCE CORP COM 23251J106 1787 101164 SH SOLE 101164 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 452 12232 SH SOLE 12232 0 0 CITY NATL CORP COM 178566105 427 7908 SH SOLE 7908 0 0 CYTEC INDS INC COM 232820100 313 6694 SH SOLE 6694 0 0 COSAN LTD SHS A COM G25343107 4102 435039 SH SOLE 435039 0 0 DOMINION RES INC VA NEW COM 25746U109 13747 334397 SH SOLE 334397 0 0 DOMINION RES INC VA NEW OPTION 25746U109 229 382 SH CALL SOLE 382 0 0 DAIMLER AG REG SHS COM D1668R123 347 7386 SH SOLE 7386 0 0 DELTA AIR LINES INC DEL COM 247361702 627 42989 SH SOLE 42989 0 0 DANA HOLDING CORP COM 235825205 1907 160521 SH SOLE 160521 0 0 DARLING INTL INC COM 237266101 3720 415188 SH SOLE 415188 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page12 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DEUTSCHE BANK AG NAMEN AKT COM D18190898 12868 167398 SH SOLE 167398 0 0 DEUTSCHE BANK AG NAMEN AKT OPTION D18190898 299 325 SH CALL SOLE 325 0 0 DIEBOLD INC COM 253651103 973 30634 SH SOLE 30634 0 0 DRESS BARN INC COM 261570105 2571 98328 SH SOLE 98328 0 0 DONALDSON INC COM 257651109 457 10130 SH SOLE 10130 0 0 DYNCORP INTL INC COM 26817C101 188 16326 SH SOLE 16326 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 154 29457 SH SOLE 29457 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 25070 673194 SH SOLE 673194 0 0 DU PONT E I DE NEMOURS & CO OPTION 263534109 680 22136 SH PUT SOLE 22136 0 0 DU PONT E I DE NEMOURS & CO OPTION 263534109 1089 2985 SH CALL SOLE 2985 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 16127 1325111 SH SOLE 1325111 0 0 DEVELOPERS DIVERSIFIED RLTY OPTION 251591103 254 922 SH CALL SOLE 922 0 0 DILLARDS INC COM 254067101 465 19721 SH SOLE 19721 0 0 DEERE & CO COM 244199105 13911 233954 SH SOLE 233954 0 0 DEERE & CO OPTION 244199105 229 250 SH CALL SOLE 250 0 0 DECKERS OUTDOOR CORP COM 243537107 898 6510 SH SOLE 6510 0 0 ETABLISSEMENTS DELHAIZE FRER COM 29759W101 1070 13296 SH SOLE 13296 0 0 DELL INC COM 24702R101 27639 1840157 SH SOLE 1840157 0 0 DELL INC OPTION 24702R101 1198 9794 SH CALL SOLE 9794 0 0 DELL INC OPTION 24702R101 2199 24117 SH PUT SOLE 24117 0 0 DENNYS CORP COM 24869P104 68 17568 SH SOLE 17568 0 0 DEAN FOODS CO NEW COM 242370104 2689 171414 SH SOLE 171414 0 0 DELPHI FINL GROUP INC COM 247131105 244 9684 SH SOLE 9684 0 0 DISCOVER FINL SVCS COM 254709108 2307 154821 SH SOLE 154821 0 0 DUOYUAN GLOBAL WTR INC COM 266043108 2088 75392 SH SOLE 75392 0 0 QUEST DIAGNOSTICS INC COM 74834L100 981 16827 SH SOLE 16827 0 0 DREYFUS HIGH YIELD STRATEGIE S COM 26200S101 56 12952 SH SOLE 12952 0 0 D R HORTON INC COM 23331A109 8610 683304 SH SOLE 683304 0 0 D R HORTON INC OPTION 23331A109 2154 13462 SH PUT SOLE 13462 0 0 DANAHER CORP DEL COM 235851102 1925 24090 SH SOLE 24090 0 0 SPDR DOW JONES INDL AVRG ETF U COM 78467X109 143903 1324948 SH SOLE 1324948 0 0 SPDR DOW JONES INDL AVRG ETF U OPTION 78467X109 1750 2000 SH CALL SOLE 2000 0 0 SPDR DOW JONES INDL AVRG ETF U OPTION 78467X109 228 2000 SH PUT SOLE 2000 0 0 DIODES INC COM 254543101 691 30832 SH SOLE 30832 0 0 DISNEY WALT CO COM DISNEY COM 254687106 6533 187132 SH SOLE 187132 0 0 DISNEY WALT CO COM DISNEY OPTION 254687106 769 22130 SH PUT SOLE 22130 0 0 DISNEY WALT CO COM DISNEY OPTION 254687106 9215 17143 SH CALL SOLE 17143 0 0 DISCOVERY COMMUNICATNS NEW COM COM 25470F104 256 7570 SH SOLE 7570 0 0 DISCOVERY COMMUNICATNS NEW COM COM 25470F302 892 30332 SH SOLE 30332 0 0 DISH NETWORK CORP COM 25470M109 2269 108990 SH SOLE 108990 0 0 DICKS SPORTING GOODS INC COM 253393102 619 23692 SH SOLE 23692 0 0 DOLBY LABORATORIES INC COM 25659T107 1734 29548 SH SOLE 29548 0 0 DEL MONTE FOODS CO COM 24522P103 154 10551 SH SOLE 10551 0 0 DIGITAL RLTY TR INC COM 253868103 474 8746 SH SOLE 8746 0 0 DOLLAR TREE INC COM 256746108 1814 30627 SH SOLE 30627 0 0 DELUXE CORP COM 248019101 4064 209259 SH SOLE 209259 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 1863 25028 SH SOLE 25028 0 0 DENDREON CORP COM 24823Q107 1433 39303 SH SOLE 39303 0 0 DENDREON CORP BOND CV 24823QAB3 2845050 7800000 PRN SOLE 7800000 0 0 DIONEX CORP COM 254546104 2705 36169 SH SOLE 36169 0 0 DENISON MINES CORP COM 248356107 68 46234 SH SOLE 46234 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1627 18317 SH SOLE 18317 0 0 DOVER CORP COM 260003108 3649 78045 SH SOLE 78045 0 0 DOW CHEM CO COM 260543103 34848 1178475 SH SOLE 1178475 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page13 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DOW CHEM CO OPTION 260543103 1352 16983 SH PUT SOLE 16983 0 0 DOW CHEM CO OPTION 260543103 2250 6901 SH CALL SOLE 6901 0 0 AMDOCS LTD COM G02602103 962 31935 SH SOLE 31935 0 0 DPL INC COM 233293109 2800 102994 SH SOLE 102994 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 713 20269 SH SOLE 20269 0 0 DELTA PETE CORP COM 247907207 43 30299 SH SOLE 30299 0 0 DOMINOS PIZZA INC COM 25754A201 443 32449 SH SOLE 32449 0 0 DRESSER-RAND GROUP INC COM 261608103 2024 64412 SH SOLE 64412 0 0 DUKE REALTY CORP COM 264411505 5042 406649 SH SOLE 406649 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 180 17756 SH SOLE 17756 0 0 DARDEN RESTAURANTS INC COM 237194105 3059 68670 SH SOLE 68670 0 0 DARDEN RESTAURANTS INC OPTION 237194105 1302 2778 SH CALL SOLE 2778 0 0 DIGITAL RIV INC COM 25388B104 1072 35382 SH SOLE 35382 0 0 DRIL-QUIP INC COM 262037104 4899 80519 SH SOLE 80519 0 0 DURECT CORP COM 266605104 49 16140 SH SOLE 16140 0 0 DRUGSTORE COM INC COM 262241102 41 11375 SH SOLE 11375 0 0 DISCOVERY LABORATORIES INC N COM 254668106 9 17541 SH SOLE 17541 0 0 DST SYS INC DEL COM 233326107 548 13214 SH SOLE 13214 0 0 DSW INC COM 23334L102 638 24981 SH SOLE 24981 0 0 DEUTSCHE TELEKOM AG COM 251566105 3963 293544 SH SOLE 293544 0 0 DTE ENERGY CO COM 233331107 10961 245761 SH SOLE 245761 0 0 DIRECTV COM COM 25490A101 13959 412856 SH SOLE 412856 0 0 DIRECTV COM OPTION 25490A101 309 5889 SH PUT SOLE 5889 0 0 DUKE ENERGY CORP NEW COM 26441C105 21177 1297606 SH SOLE 1297606 0 0 DAVITA INC COM 23918K108 1828 28827 SH SOLE 28827 0 0 COHEN & STEERS DIV MJRS FDIN COM 19248G106 214 19200 SH SOLE 19200 0 0 DEVON ENERGY CORP NEW COM 25179M103 43066 668414 SH SOLE 668414 0 0 DEVON ENERGY CORP NEW OPTION 25179M103 735 1500 SH CALL SOLE 1500 0 0 DEVON ENERGY CORP NEW OPTION 25179M103 378 3600 SH PUT SOLE 3600 0 0 CAL DIVE INTL INC DEL COM 12802T101 219 29894 SH SOLE 29894 0 0 DREAMWORKS ANIMATION SKG INC COM 26153C103 462 11723 SH SOLE 11723 0 0 DEXCOM INC COM 252131107 103 10559 SH SOLE 10559 0 0 DYAX CORP COM 26746E103 42 12253 SH SOLE 12253 0 0 DYNEGY INC DEL COM 26817G102 7591 6024396 SH SOLE 6024396 0 0 ENI S P A COM 26874R108 1330 28350 SH SOLE 28350 0 0 BRINKER INTL INC COM 109641100 297 15408 SH SOLE 15408 0 0 EBAY INC COM 278642103 7607 282097 SH SOLE 282097 0 0 EBAY INC OPTION 278642103 980 28860 SH PUT SOLE 28860 0 0 EBAY INC OPTION 278642103 3997 9419 SH CALL SOLE 9419 0 0 CENTRAIS ELETRICAS BRASILEIR COM 15234Q207 4398 293212 SH SOLE 293212 0 0 ECOPETROL S A COM 279158109 2465 87000 SH SOLE 87000 0 0 ENCANA CORP COM 292505104 500 16105 SH SOLE 16105 0 0 ECOLAB INC COM 278865100 328 7457 SH SOLE 7457 0 0 ECLIPSYS CORP COM 278856109 874 43976 SH SOLE 43976 0 0 CONSOLIDATED EDISON INC COM 209115104 8527 191444 SH SOLE 191444 0 0 EVERGREEN ENERGY INC COM 30024B104 6 31226 SH SOLE 31226 0 0 ISHARES TR INDEX MSCI EMERG MKTCOM 464287234 357086 8477322 SH SOLE 8477322 0 0 ISHARES TR INDEX MSCI EAFE IDX COM 464287465 63761 1138995 SH SOLE 1138995 0 0 EQUIFAX INC COM 294429105 354 9900 SH SOLE 9900 0 0 EAGLE BULK SHIPPING INC COM Y2187A101 58 10999 SH SOLE 10999 0 0 ENERGEN CORP COM 29265N108 947 20345 SH SOLE 20345 0 0 ELDORADO GOLD CORP NEW COM 284902103 601 49786 SH SOLE 49786 0 0 EASTGROUP PPTY INC COM 277276101 207 5488 SH SOLE 5488 0 0 VAALCO ENERGY INC COM 91851C201 223 45146 SH SOLE 45146 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page14 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- WESTERN ASSET GLB HI INCOME COM 95766B109 496 42834 SH SOLE 42834 0 0 EMPLOYERS HOLDINGS INC COM 292218104 16692 1124017 SH SOLE 1124017 0 0 EDISON INTL COM 281020107 9294 272003 SH SOLE 272003 0 0 EASTMAN KODAK CO COM 277461109 13605 2349682 SH SOLE 2349682 0 0 EASTMAN KODAK CO OPTION 277461109 1146 6743 SH CALL SOLE 6743 0 0 EASTMAN KODAK CO OPTION 277461109 7476 24826 SH PUT SOLE 24826 0 0 LAUDER ESTEE COS INC COM 518439104 1051 16200 SH SOLE 16200 0 0 EARTHLINK INC COM 270321102 965 113011 SH SOLE 113011 0 0 EMULEX CORP COM 292475209 332 25004 SH SOLE 25004 0 0 CALLAWAY GOLF CO COM 131193104 493 55944 SH SOLE 55944 0 0 E M C CORP MASS COM 268648102 35081 1944603 SH SOLE 1944603 0 0 E M C CORP MASS OPTION 268648102 461 19168 SH PUT SOLE 19168 0 0 E M C CORP MASS BOND CV 268648AM4 2369250 18954000 PRN SOLE 18954000 0 0 E M C CORP MASS BOND CV 268648AK8 605625 5000000 PRN SOLE 5000000 0 0 EMCOR GROUP INC COM 29084Q100 1169 47469 SH SOLE 47469 0 0 EASTMAN CHEM CO COM 277432100 4939 77552 SH SOLE 77552 0 0 EMERSON ELEC CO COM 291011104 9311 184957 SH SOLE 184957 0 0 EMERSON ELEC CO OPTION 291011104 249 1108 SH PUT SOLE 1108 0 0 EMERSON ELEC CO OPTION 291011104 1050 1398 SH CALL SOLE 1398 0 0 EMERGENCY MEDICAL SVCS CORP COM 29100P102 270 4783 SH SOLE 4783 0 0 ENBRIDGE INC COM 29250N105 0 53600 SH SOLE 53600 0 0 ENDEAVOUR INTL CORP COM 29259G101 23 18255 SH SOLE 18255 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1781 75197 SH SOLE 75197 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 1414 180876 SH SOLE 180876 0 0 ENERSIS S A COM 29274F104 6005 300410 SH SOLE 300410 0 0 REED ELSEVIER N V SPONS COM 758204200 409 16865 SH SOLE 16865 0 0 ENERNOC INC COM 292764107 391 13160 SH SOLE 13160 0 0 ENERGIZER HLDGS INC COM 29266R108 1179 18788 SH SOLE 18788 0 0 ENERSYS COM 29275Y102 206 8335 SH SOLE 8335 0 0 ENTEGRIS INC COM 29362U104 74 14725 SH SOLE 14725 0 0 EOG RES INC COM 26875P101 3556 38263 SH SOLE 38263 0 0 EL PASO CORP COM 28336L109 8671 799881 SH SOLE 799881 0 0 EL PASO CORP OPTION 28336L109 423 3900 SH PUT SOLE 3900 0 0 BOTTOMLINE TECH DEL INC COM 101388106 243 14423 SH SOLE 14423 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 336 9725 SH SOLE 9725 0 0 EPICOR SOFTWARE CORP COM 29426L108 110 11464 SH SOLE 11464 0 0 ISHARES INC MSCI PAC J IDX COM 464286665 730 17000 SH SOLE 17000 0 0 ENTERTAINMENT PPTYS TR COM SH COM 29380T105 302 7339 SH SOLE 7339 0 0 EQUINIX INC COM 29444U502 1195 12281 SH SOLE 12281 0 0 EQUINIX INC BOND CV 29444UAF3 1118250 10500000 PRN SOLE 10500000 0 0 EQUITY RESIDENTIAL SH BEN INT COM 29476L107 296 7560 SH SOLE 7560 0 0 EQT CORP COM 26884L109 13900 339019 SH SOLE 339019 0 0 EVERGREEN MULTI SECT INC FUN C COM 30024Y104 850 56639 SH SOLE 56639 0 0 ERICSSON L M TEL CO COM 294821608 1072 102699 SH SOLE 102699 0 0 ELECTRONIC ARTS INC COM 285512109 3419 183212 SH SOLE 183212 0 0 ENERGYSOLUTIONS INC COM 292756202 916 142509 SH SOLE 142509 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 1152 10239 SH SOLE 10239 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 560 11324 SH SOLE 11324 0 0 EVERGREEN SOLAR INC COM 30033R108 1488 1317226 SH SOLE 1317226 0 0 EXPRESS SCRIPTS INC COM 302182100 346 3403 SH SOLE 3403 0 0 ESSEX PPTY TR INC COM 297178105 265 2951 SH SOLE 2951 0 0 ENSCO INTL PLC COM 29358Q109 31994 714468 SH SOLE 714468 0 0 E TRADE FINANCIAL CORP COM 269246104 344 207904 SH SOLE 207904 0 0 EATON CORP COM 278058102 6429 84845 SH SOLE 84845 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page15 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CORRIENTE RES INC COM 22027E409 237 29500 SH SOLE 29500 0 0 ENTERGY CORP NEW COM 29364G103 18228 224066 SH SOLE 224066 0 0 EATON VANCE CORP COM NON VTG COM 278265103 1408 41972 SH SOLE 41972 0 0 EATON VANCE SR INCOME TR SH BE COM 27826S103 1036 150000 SH SOLE 150000 0 0 EATON VANCE LTD DUR INCOME F COM 27828H105 1432 90000 SH SOLE 90000 0 0 EV3 INC COM 26928A200 218 13716 SH SOLE 13716 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 2128 21517 SH SOLE 21517 0 0 ISHARES INC MSCI AUSTRALIA COM 464286103 1742 72550 SH SOLE 72550 0 0 EAST WEST BANCORP INC COM 27579R104 318 18241 SH SOLE 18241 0 0 ISHARES INC MSCI HONG KONG COM 464286871 2554 156785 SH SOLE 156785 0 0 ISHARES INC MSCI HONG KONG OPTION 464286871 480 6000 SH CALL SOLE 6000 0 0 ISHARES INC MSCI HONG KONG OPTION 464286871 310 7000 SH PUT SOLE 7000 0 0 ISHARES INC MSCI JAPAN COM 464286848 273 26131 SH SOLE 26131 0 0 ISHARES INC MSCI MALAYSIA COM 464286830 1306 111800 SH SOLE 111800 0 0 ISHARES INC MSCI TAIWAN COM 464286731 1226 97660 SH SOLE 97660 0 0 ISHARES INC MSCI UTD KINGD COM 464286699 364 22368 SH SOLE 22368 0 0 ISHARES INC MSCI MEX INVEST COM 464286822 45805 858260 SH SOLE 858260 0 0 ISHARES INC MSCI S KOREA COM 464286772 15735 314697 SH SOLE 314697 0 0 ISHARES INC MSCI BRAZIL COM 464286400 188489 2559600 SH SOLE 2559600 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 228 8580 SH SOLE 8580 0 0 EXELON CORP COM 30161N101 23637 539537 SH SOLE 539537 0 0 EXELIXIS INC COM 30161Q104 175 28872 SH SOLE 28872 0 0 EXTERRAN HLDGS INC COM 30225X103 917 37946 SH SOLE 37946 0 0 EAGLE MATERIALS INC COM 26969P108 279 10511 SH SOLE 10511 0 0 EXPEDITORS INTL WASH INC COM 302130109 2038 55190 SH SOLE 55190 0 0 EXPEDIA INC DEL COM 30212P105 463 18539 SH SOLE 18539 0 0 EXTRA SPACE STORAGE INC COM 30225T102 161 12661 SH SOLE 12661 0 0 EXTREME NETWORKS INC COM 30226D106 50 16164 SH SOLE 16164 0 0 ISHARES INC MSCI STH AFRCA COM 464286780 2770 45836 SH SOLE 45836 0 0 EZCORP INC COM 302301106 231 11190 SH SOLE 11190 0 0 FORD MTR CO DEL PAR $0.01 COM 345370860 27435 2182552 SH SOLE 2182552 0 0 FORD MTR CO DEL PAR $0.01 OPTION 345370860 3721 63109 SH PUT SOLE 63109 0 0 FORD MTR CO DEL PAR $0.01 OPTION 345370860 2095 13463 SH CALL SOLE 13463 0 0 FORD MTR CO DEL BOND CV 345370CF5 1362020 9020000 PRN SOLE 9020000 0 0 FIRST AMERN CORP CALIF COM 318522307 1089 32184 SH SOLE 32184 0 0 FASTENAL CO COM 311900104 1232 25667 SH SOLE 25667 0 0 FIRST BANCORP P R COM 318672102 33 13778 SH SOLE 13778 0 0 FIBRIA CELULOSE S A SP COM 31573A109 353 16113 SH SOLE 16113 0 0 FUELCELL ENERGY INC COM 35952H106 36 12906 SH SOLE 12906 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 119 17765 SH SOLE 17765 0 0 FIRST TR FOUR CRNRS SR FLT R C COM 33733Q107 644 50000 SH SOLE 50000 0 0 FTI CONSULTING INC COM 302941109 1442 36662 SH SOLE 36662 0 0 ABERDEEN GLOBAL INCOME FD IN COM 003013109 584 49400 SH SOLE 49400 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 709 66550 SH SOLE 66550 0 0 FIRST TR/FOUR CRNRS SR FLOAT COM 33733U108 921 70000 SH SOLE 70000 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 6701 80219 SH SOLE 80219 0 0 FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 2136 7092 SH PUT SOLE 7092 0 0 FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 7981 4176 SH CALL SOLE 4176 0 0 FRESH DEL MONTE PRODUCE INC COM G36738105 556 27440 SH SOLE 27440 0 0 FACTSET RESH SYS INC COM 303075105 572 7799 SH SOLE 7799 0 0 FEDEX CORP COM 31428X106 11370 121732 SH SOLE 121732 0 0 FEDEX CORP OPTION 31428X106 340 4660 SH PUT SOLE 4660 0 0 FEDEX CORP OPTION 31428X106 987 1915 SH CALL SOLE 1915 0 0 FIRSTENERGY CORP COM 337932107 13893 355414 SH SOLE 355414 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page16 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- FIRST FINL BANCORP OH COM 320209109 199 11190 SH SOLE 11190 0 0 FIRST FINL BANKSHARES COM 32020R109 222 4301 SH SOLE 4301 0 0 F5 NETWORKS INC COM 315616102 1724 27974 SH SOLE 27974 0 0 F5 NETWORKS INC OPTION 315616102 325 361 SH PUT SOLE 361 0 0 SUNAMERICA FCSED ALPHA GRW F COM 867037103 1553 107057 SH SOLE 107057 0 0 SUNAMERICA FOCUSE ALPHA LC F COM 867038101 345 24184 SH SOLE 24184 0 0 FIRST HORIZON NATL CORP COM 320517105 152 10809 SH SOLE 10809 0 0 FAIR ISAAC CORP COM 303250104 311 12287 SH SOLE 12287 0 0 FINISH LINE INC COM 317923100 745 45544 SH SOLE 45544 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 2630 112203 SH SOLE 112203 0 0 FISERV INC COM 337738108 511 10061 SH SOLE 10061 0 0 FIFTH THIRD BANCORP COM 316773100 3491 257457 SH SOLE 257457 0 0 FIFTH THIRD BANCORP OPTION 316773100 223 1384 SH PUT SOLE 1384 0 0 COMFORT SYS USA INC COM 199908104 249 19939 SH SOLE 19939 0 0 FOOT LOCKER INC COM 344849104 5091 338521 SH SOLE 338521 0 0 FLEXTRONICS INTL LTD COM Y2573F102 3598 458930 SH SOLE 458930 0 0 FLIR SYS INC COM 302445101 3745 132883 SH SOLE 132883 0 0 FLOWERS FOODS INC COM 343498101 260 10508 SH SOLE 10508 0 0 FLUOR CORP NEW COM 343412102 1542 33159 SH SOLE 33159 0 0 FLOWSERVE CORP COM 34354P105 1878 17035 SH SOLE 17035 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 157 11619 SH SOLE 11619 0 0 FIRSTMERIT CORP COM 337915102 1960 90886 SH SOLE 90886 0 0 FRESENIUS MED CARE AG&CO KGA COM 358029106 1277 22738 SH SOLE 22738 0 0 FOMENTO ECONOMICO MEXICANO S S COM 344419106 1304 27438 SH SOLE 27438 0 0 FOMENTO ECONOMICO MEXICANO S S OPTION 344419106 219 300 SH CALL SOLE 300 0 0 FEDERAL NATL MTG ASSN CONV PFD COM 313586745 796 497297 SH SOLE 497297 0 0 FNB CORP PA COM 302520101 1415 174522 SH SOLE 174522 0 0 FIDELITY NATIONAL FINANCIAL COM 31620R105 1465 98835 SH SOLE 98835 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 1781 125139 SH SOLE 125139 0 0 FEDERAL NATL MTG ASSN COM 313586109 484 460809 SH SOLE 460809 0 0 FORTUNE BRANDS INC COM 349631101 1513 31181 SH SOLE 31181 0 0 FERRO CORP COM 315405100 108 12261 SH SOLE 12261 0 0 FOSSIL INC COM 349882100 716 18964 SH SOLE 18964 0 0 FPL GROUP INC COM 302571104 18348 379637 SH SOLE 379637 0 0 FEDERAL HOME LN MTG CORP COM 313400301 249 195877 SH SOLE 195877 0 0 FORCE PROTECTION INC COM 345203202 74 12272 SH SOLE 12272 0 0 FEDERAL REALTY INVT TR SH BEN COM 313747206 1229 16876 SH SOLE 16876 0 0 FOREST LABS INC COM 345838106 4110 131055 SH SOLE 131055 0 0 FIRST SOLAR INC COM 336433107 11986 97729 SH SOLE 97729 0 0 FIRST SOLAR INC OPTION 336433107 264 325 SH PUT SOLE 325 0 0 FEDERAL SIGNAL CORP COM 313855108 135 15014 SH SOLE 15014 0 0 FOREST OIL CORP PAR $0.01 COM 346091705 3389 131260 SH SOLE 131260 0 0 FRANCE TELECOM COM 35177Q105 2302 95801 SH SOLE 95801 0 0 FMC TECHNOLOGIES INC COM 30249U101 296 4577 SH SOLE 4577 0 0 FRONTIER OIL CORP COM 35914P105 191 14156 SH SOLE 14156 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 462 62050 SH SOLE 62050 0 0 FULLER H B CO COM 359694106 256 11012 SH SOLE 11012 0 0 FULTON FINL CORP PA COM 360271100 329 32232 SH SOLE 32232 0 0 FOSTER WHEELER AG COM H27178104 1059 39013 SH SOLE 39013 0 0 ISHARES TR INDEX FTSE XNHUA IDXCOM 464287184 81481 1935417 SH SOLE 1935417 0 0 GABELLI EQUITY TR INC COM 362397101 817 160444 SH SOLE 160444 0 0 NICOR INC COM 654086107 6165 147071 SH SOLE 147071 0 0 GLACIER BANCORP INC NEW COM 37637Q105 190 12489 SH SOLE 12489 0 0 GREAT BASIN GOLD LTD COM 390124105 26 15300 SH SOLE 15300 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page17 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DWS GLOBAL COMMODITIES STK F COM 23338Y100 2683 321259 SH SOLE 321259 0 0 GENERAL DYNAMICS CORP COM 369550108 3842 49766 SH SOLE 49766 0 0 GARDNER DENVER INC COM 365558105 968 21976 SH SOLE 21976 0 0 GABELLI DIVD & INCOME TR COM 36242H104 248 18000 SH SOLE 18000 0 0 MARKET VECTORS ETF TR GOLD MIN COM 57060U100 4829 108746 SH SOLE 108746 0 0 GENERAL ELECTRIC CO COM 369604103 68191 3746763 SH SOLE 3746763 0 0 GENERAL ELECTRIC CO OPTION 369604103 2558 9300 SH CALL SOLE 9300 0 0 GENERAL ELECTRIC CO OPTION 369604103 11930 74422 SH CALL SOLE 74422 0 0 GENERAL ELECTRIC CO OPTION 369604103 12838 124225 SH PUT SOLE 124225 0 0 GREIF INC COM 397624107 245 4460 SH SOLE 4460 0 0 GENZYME CORP COM 372917104 46836 903645 SH SOLE 903645 0 0 GENZYME CORP OPTION 372917104 414 3221 SH CALL SOLE 3221 0 0 GENZYME CORP OPTION 372917104 2869 3404 SH PUT SOLE 3404 0 0 GERON CORP COM 374163103 123 21739 SH SOLE 21739 0 0 GUESS INC COM 401617105 2936 62493 SH SOLE 62493 0 0 GAYLORD ENTMT CO NEW COM 367905106 331 11307 SH SOLE 11307 0 0 GAFISA S A SPONS COM 362607301 2705 196851 SH SOLE 196851 0 0 GOLD FIELDS LTD NEW COM 38059T106 3399 269312 SH SOLE 269312 0 0 GFI GROUP INC COM 361652209 68 11819 SH SOLE 11819 0 0 GOLDCORP INC NEW COM 380956409 26638 715683 SH SOLE 715683 0 0 GERDAU S A COM 373737105 20807 1276488 SH SOLE 1276488 0 0 GERDAU S A OPTION 373737105 900 4500 SH PUT SOLE 4500 0 0 GRACO INC COM 384109104 257 8023 SH SOLE 8023 0 0 GENERAL GROWTH PPTYS INC COM 370021107 206153 12812490 SH SOLE 12812490 0 0 GREENHILL & CO INC COM 395259104 1203 14655 SH SOLE 14655 0 0 GROUPE CGI INC COM 39945C109 2167 145311 SH SOLE 145311 0 0 GILDAN ACTIVEWEAR INC COM 375916103 242 9207 SH SOLE 9207 0 0 GILEAD SCIENCES INC COM 375558103 18462 406028 SH SOLE 406028 0 0 GILEAD SCIENCES INC OPTION 375558103 831 3653 SH PUT SOLE 3653 0 0 GENERAL MLS INC COM 370334104 7998 112978 SH SOLE 112978 0 0 GLOBAL INDS LTD COM 379336100 188 29214 SH SOLE 29214 0 0 SPDR GOLD TRUST GOLD SHS COM 78463V107 108711 997809 SH SOLE 997809 0 0 GULFMARK OFFSHORE INC COM 402629208 485 18275 SH SOLE 18275 0 0 GLG PARTNERS INC COM 37929X107 48 15653 SH SOLE 15653 0 0 CORNING INC COM 219350105 4540 224663 SH SOLE 224663 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 2697 27846 SH SOLE 27846 0 0 GREEN MTN COFFEE ROASTERS IN OPTION 393122106 466 301 SH CALL SOLE 301 0 0 GAMESTOP CORP NEW COM 36467W109 903 41235 SH SOLE 41235 0 0 GENERAL MOLY INC COM 370373102 37 11139 SH SOLE 11139 0 0 GMX RES INC COM 38011M108 103 12538 SH SOLE 12538 0 0 GERDAU AMERISTEEL CORP COM 37373P105 670 85262 SH SOLE 85262 0 0 GENTEX CORP COM 371901109 365 18812 SH SOLE 18812 0 0 GENWORTH FINL INC COM COM 37247D106 2902 158214 SH SOLE 158214 0 0 GOL LINHAS AEREAS INTLG S A SP COM 38045R107 691 55787 SH SOLE 55787 0 0 RANDGOLD RES LTD OPTION 752344309 590 500 SH CALL SOLE 500 0 0 GOOGLE INC COM 38259P508 217375 383297 SH SOLE 383297 0 0 GOOGLE INC OPTION 38259P508 12506 7160 SH PUT SOLE 7160 0 0 GOOGLE INC OPTION 38259P508 6480 930 SH CALL SOLE 930 0 0 GENUINE PARTS CO COM 372460105 5620 133049 SH SOLE 133049 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 69 19094 SH SOLE 19094 0 0 GLOBAL PMTS INC COM 37940X102 1452 31877 SH SOLE 31877 0 0 GEN-PROBE INC NEW COM 36866T103 342 6834 SH SOLE 6834 0 0 GAP INC DEL COM 364760108 14493 627141 SH SOLE 627141 0 0 GAP INC DEL OPTION 364760108 237 1022 SH CALL SOLE 1022 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page18 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- GOODRICH CORP COM 382388106 1475 20919 SH SOLE 20919 0 0 GRACE W R & CO DEL NEW COM 38388F108 2962 106690 SH SOLE 106690 0 0 GARMIN LTD COM G37260109 1626 42103 SH SOLE 42103 0 0 GAMMON GOLD INC COM 36467T106 1013 140945 SH SOLE 140945 0 0 GAMMON GOLD INC OPTION 36467T106 420 1500 SH PUT SOLE 1500 0 0 GLIMCHER RLTY TR SH BEN INT COM 379302102 59 11709 SH SOLE 11709 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 59579 349172 SH SOLE 349172 0 0 GOLDMAN SACHS GROUP INC OPTION 38141G104 867 2726 SH CALL SOLE 2726 0 0 GOLDMAN SACHS GROUP INC OPTION 38141G104 10118 14784 SH PUT SOLE 14784 0 0 GSI COMMERCE INC COM 36238G102 1239 44692 SH SOLE 44692 0 0 GLAXOSMITHKLINE PLC COM 37733W105 5325 138239 SH SOLE 138239 0 0 GOLDEN STAR RES LTD CDA COM 38119T104 43 11000 SH SOLE 11000 0 0 GASTAR EXPL LTD COM 367299203 97 20045 SH SOLE 20045 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1782 141009 SH SOLE 141009 0 0 GOODYEAR TIRE & RUBR CO OPTION 382550101 225 1250 SH PUT SOLE 1250 0 0 GOODYEAR TIRE & RUBR CO OPTION 382550101 256 1250 SH CALL SOLE 1250 0 0 GRAN TIERRA ENERGY INC COM 38500T101 654 110863 SH SOLE 110863 0 0 GRAFTECH INTL LTD COM 384313102 708 51783 SH SOLE 51783 0 0 GRANITE CONSTR INC COM 387328107 258 8546 SH SOLE 8546 0 0 GENESEE & WYO INC COM 371559105 342 10029 SH SOLE 10029 0 0 GRAINGER W W INC COM 384802104 273 2523 SH SOLE 2523 0 0 GREAT PLAINS ENERGY INC COM 391164100 379 20404 SH SOLE 20404 0 0 GYMBOREE CORP COM 403777105 411 7951 SH SOLE 7951 0 0 HYATT HOTELS CORP COM OPTION 448579102 210 350 SH CALL SOLE 350 0 0 HAEMONETICS CORP COM 405024100 653 11433 SH SOLE 11433 0 0 HAIN CELESTIAL GROUP INC COM 405217100 260 14981 SH SOLE 14981 0 0 HALLIBURTON CO COM 406216101 16722 554981 SH SOLE 554981 0 0 HALLIBURTON CO OPTION 406216101 513 5669 SH CALL SOLE 5669 0 0 HALLIBURTON CO OPTION 406216101 1653 16741 SH PUT SOLE 16741 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 97 12140 SH SOLE 12140 0 0 HANSEN NAT CORP COM 411310105 959 22099 SH SOLE 22099 0 0 HASBRO INC COM 418056107 458 11955 SH SOLE 11955 0 0 HUNTINGTON BANCSHARES INC COM 446150104 386 71668 SH SOLE 71668 0 0 HSBC HLDGS PLC SPON COM 404280406 3705 73094 SH SOLE 73094 0 0 HSBC HLDGS PLC SPON OPTION 404280406 228 500 SH CALL SOLE 500 0 0 HANCOCK HLDG CO COM 410120109 267 6390 SH SOLE 6390 0 0 HANESBRANDS INC COM 410345102 765 27492 SH SOLE 27492 0 0 HUDSON CITY BANCORP COM 443683107 1319 93084 SH SOLE 93084 0 0 HCC INS HLDGS INC COM 404132102 883 31980 SH SOLE 31980 0 0 HEALTH CARE REIT INC COM 42217K106 533 11786 SH SOLE 11786 0 0 HEALTH CARE REIT INC BOND CV 42217KAP1 32450 293000 PRN SOLE 293000 0 0 HEALTH CARE REIT INC BOND CV 42217KAQ9 174189 1557000 PRN SOLE 1557000 0 0 HCP INC COM 40414L109 1686 51080 SH SOLE 51080 0 0 HOME DEPOT INC COM 437076102 1833 56674 SH SOLE 56674 0 0 HOME DEPOT INC OPTION 437076102 5002 13667 SH CALL SOLE 13667 0 0 HOME DEPOT INC OPTION 437076102 2252 40777 SH PUT SOLE 40777 0 0 HDFC BANK LTD COM 40415F101 13705 98323 SH SOLE 98323 0 0 HDFC BANK LTD OPTION 40415F101 223 293 SH PUT SOLE 293 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 391 17402 SH SOLE 17402 0 0 HEMISPHERX BIOPHARMA INC COM 42366C103 10 13804 SH SOLE 13804 0 0 HECKMANN CORP COM 422680108 94 16169 SH SOLE 16169 0 0 HERCULES OFFSHORE INC COM 427093109 83 19298 SH SOLE 19298 0 0 HESS CORP COM 42809H107 20212 323133 SH SOLE 323133 0 0 HEWITT ASSOCS INC COM 42822Q100 1565 39345 SH SOLE 39345 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page19 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- HHGREGG INC COM 42833L108 261 10327 SH SOLE 10327 0 0 HUMAN GENOME SCIENCES INC COM 444903108 5752 190474 SH SOLE 190474 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 7345 258453 SH SOLE 258453 0 0 HARTFORD FINL SVCS GROUP INC OPTION 416515104 846 3782 SH CALL SOLE 3782 0 0 HIGHWOODS PPTYS INC COM 431284108 678 21373 SH SOLE 21373 0 0 PETROHAWK ENERGY CORP COM 716495106 1256 61947 SH SOLE 61947 0 0 HECLA MNG CO COM 422704106 652 119238 SH SOLE 119238 0 0 HECLA MNG CO OPTION 422704106 343 1142 SH CALL SOLE 1142 0 0 HECLA MNG CO 6.5% CONV PFD COM 422704304 3546 60000 SH SOLE 60000 0 0 HARMONIC INC COM 413160102 105 16604 SH SOLE 16604 0 0 HEALTHSOUTH CORP COM 421924309 650 34774 SH SOLE 34774 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 162 12441 SH SOLE 12441 0 0 HEALTH MGMT ASSOC INC NEW COM 421933102 529 61460 SH SOLE 61460 0 0 HOME PROPERTIES INC COM 437306103 301 6428 SH SOLE 6428 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 170 11309 SH SOLE 11309 0 0 HMS HLDGS CORP COM 40425J101 230 4517 SH SOLE 4517 0 0 HARLEYSVILLE NATL CORP PA COM 412850109 73 10932 SH SOLE 10932 0 0 HNI CORP COM 404251100 295 11068 SH SOLE 11068 0 0 HEALTH NET INC COM 42222G108 440 17695 SH SOLE 17695 0 0 HEINZ H J CO COM 423074103 15324 335984 SH SOLE 335984 0 0 HEINZ H J CO OPTION 423074103 1252 3828 SH CALL SOLE 3828 0 0 HOLLY CORP PAR $0.01 COM 435758305 313 11223 SH SOLE 11223 0 0 HARLEY DAVIDSON INC COM 412822108 1078 38420 SH SOLE 38420 0 0 HOLOGIC INC COM 436440101 2836 152979 SH SOLE 152979 0 0 HOLOGIC INC BOND CV 436440AA9 675725 7550000 PRN SOLE 7550000 0 0 HONEYWELL INTL INC COM 438516106 2664 58846 SH SOLE 58846 0 0 HONEYWELL INTL INC OPTION 438516106 215 200 SH CALL SOLE 200 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1461 31321 SH SOLE 31321 0 0 HELMERICH & PAYNE INC COM 423452101 476 12494 SH SOLE 12494 0 0 HEWLETT PACKARD CO COM 428236103 29271 550717 SH SOLE 550717 0 0 HEWLETT PACKARD CO OPTION 428236103 2771 35300 SH PUT SOLE 35300 0 0 HEWLETT PACKARD CO OPTION 428236103 2242 7522 SH CALL SOLE 7522 0 0 HOSPITALITY PPTYS TR COM SH BE COM 44106M102 1953 81529 SH SOLE 81529 0 0 H & Q HEALTHCARE FD SH BEN INT COM 404052102 466 36356 SH SOLE 36356 0 0 BLOCK H & R INC COM 093671105 1283 72059 SH SOLE 72059 0 0 BLOCK H & R INC OPTION 093671105 391 1700 SH PUT SOLE 1700 0 0 HILL ROM HLDGS INC COM 431475102 420 15446 SH SOLE 15446 0 0 HORMEL FOODS CORP COM 440452100 594 14130 SH SOLE 14130 0 0 HARRIS CORP DEL COM 413875105 1312 27620 SH SOLE 27620 0 0 HEALTHSPRING INC COM 42224N101 901 51186 SH SOLE 51186 0 0 HARSCO CORP COM 415864107 1219 38128 SH SOLE 38128 0 0 SCHEIN HENRY INC COM 806407102 1428 24251 SH SOLE 24251 0 0 HSN INC COM 404303109 661 22439 SH SOLE 22439 0 0 HOSPIRA INC COM 441060100 227 4012 SH SOLE 4012 0 0 HOST HOTELS & RESORTS INC COM 44107P104 715 48825 SH SOLE 48825 0 0 HOST HOTELS & RESORTS INC OPTION 44107P104 805 2300 SH CALL SOLE 2300 0 0 HERSHEY CO COM 427866108 963 22503 SH SOLE 22503 0 0 HERSHA HOSPITALITY TR SH BEN I COM 427825104 70 13500 SH SOLE 13500 0 0 U S GEOTHERMAL INC COM 90338S102 10 11346 SH SOLE 11346 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 1220 122094 SH SOLE 122094 0 0 HUBBELL INC CL B COM 443510201 4174 82761 SH SOLE 82761 0 0 HUMANA INC COM 444859102 6319 135114 SH SOLE 135114 0 0 HUNTSMAN CORP COM 447011107 1661 137823 SH SOLE 137823 0 0 HURON CONSULTING GROUP INC COM 447462102 484 23826 SH SOLE 23826 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page20 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- HEADWATERS INC COM 42210P102 90 19658 SH SOLE 19658 0 0 HEXCEL CORP NEW COM 428291108 243 16854 SH SOLE 16854 0 0 DESARROLLADORA HOMEX S A DE COM 25030W100 1602 56660 SH SOLE 56660 0 0 IAC INTERACTIVECORP PAR $.001 COM 44919P508 665 29193 SH SOLE 29193 0 0 IAMGOLD CORP COM 450913108 1933 146200 SH SOLE 146200 0 0 IAMGOLD CORP OPTION 450913108 447 2350 SH PUT SOLE 2350 0 0 ISHARES TR DJ BROKER-DEAL COM 464288794 9898 350000 SH SOLE 350000 0 0 INTEGRA LIFESCIENCES HLDGS C COM 457985208 233 5326 SH SOLE 5326 0 0 IBERIABANK CORP COM 450828108 234 3893 SH SOLE 3893 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 112399 876404 SH SOLE 876404 0 0 INTERNATIONAL BUSINESS MACHS OPTION 459200101 2974 21625 SH PUT SOLE 21625 0 0 INTERNATIONAL BUSINESS MACHS OPTION 459200101 1027 4451 SH CALL SOLE 4451 0 0 ICICI BK LTD COM 45104G104 33322 780380 SH SOLE 780380 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 285 12381 SH SOLE 12381 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 2454 21875 SH SOLE 21875 0 0 ICON PUB LTD CO COM 45103T107 673 25492 SH SOLE 25492 0 0 INTERNATIONAL COAL GRP INC N COM 45928H106 90 19597 SH SOLE 19597 0 0 ICONIX BRAND GROUP INC COM 451055107 733 47725 SH SOLE 47725 0 0 L-1 IDENTITY SOLUTIONS INC COM 50212A106 121 13565 SH SOLE 13565 0 0 IDACORP INC COM 451107106 411 11859 SH SOLE 11859 0 0 INTERDIGITAL INC COM 45867G101 1562 56052 SH SOLE 56052 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 178 29060 SH SOLE 29060 0 0 IDEXX LABS INC COM 45168D104 470 8169 SH SOLE 8169 0 0 ISHARES TR INDEX S&P EURO PLUS COM 464287861 603 15716 SH SOLE 15716 0 0 IDEX CORP COM 45167R104 417 12590 SH SOLE 12590 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2456 51523 SH SOLE 51523 0 0 INDIA FD INC COM 454089103 1750 55482 SH SOLE 55482 0 0 ISHARES TR INDEX S&P NA NAT RESCOM 464287374 5344 155112 SH SOLE 155112 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 23805 1290263 SH SOLE 1290263 0 0 ISHARES TR INDEX S&P NA SOFTWR COM 464287515 11169 230000 SH SOLE 230000 0 0 ISHARES TR INDEX S&P NA SEMICNDCOM 464287523 19768 400000 SH SOLE 400000 0 0 IHS INC COM 451734107 1146 21436 SH SOLE 21436 0 0 ISHARES TR INDEX S&P SMLCAP 600COM 464287804 1980 33297 SH SOLE 33297 0 0 ISHARES TR INDEX S&P LTN AM 40 COM 464287390 17209 356516 SH SOLE 356516 0 0 ILLUMINA INC COM 452327109 1436 36927 SH SOLE 36927 0 0 INGRAM MICRO INC COM 457153104 476 27123 SH SOLE 27123 0 0 INVERNESS MED INNOVATIONS IN COM 46126P106 470 12066 SH SOLE 12066 0 0 INVERNESS MED INNOVATIONS IN P COM 46126P304 15781 59103 SH SOLE 59103 0 0 IMMUNOGEN INC COM 45253H101 81 10044 SH SOLE 10044 0 0 IMMUNOMEDICS INC COM 452907108 40 11919 SH SOLE 11919 0 0 IMPERIAL OIL LTD COM 453038408 1157 29763 SH SOLE 29763 0 0 INTERMEC INC COM 458786100 143 10090 SH SOLE 10090 0 0 INCYTE CORP COM 45337C102 891 63982 SH SOLE 63982 0 0 INFORMATICA CORP COM 45666Q102 586 21779 SH SOLE 21779 0 0 INFINERA CORPORATION COM 45667G103 128 15016 SH SOLE 15016 0 0 INFOSYS TECHNOLOGIES LTD COM 456788108 34268 582691 SH SOLE 582691 0 0 ING GROEP N V COM 456837103 758 76105 SH SOLE 76105 0 0 INSMED INC COM 457669208 19 16052 SH SOLE 16052 0 0 INSITUFORM TECHNOLOGIES INC COM 457667103 652 24499 SH SOLE 24499 0 0 WORLD FUEL SVCS CORP COM 981475106 1207 45309 SH SOLE 45309 0 0 INTEL CORP COM 458140100 40950 1837139 SH SOLE 1837139 0 0 INTEL CORP OPTION 458140100 18721 38555 SH CALL SOLE 38555 0 0 INTEL CORP OPTION 458140100 5000 82396 SH PUT SOLE 82396 0 0 INTUIT COM 461202103 2135 62195 SH SOLE 62195 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page21 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ION GEOPHYSICAL CORP COM 462044108 277 56266 SH SOLE 56266 0 0 INTEROIL CORP COM 460951106 339 5231 SH SOLE 5231 0 0 INTL PAPER CO COM 460146103 5141 208915 SH SOLE 208915 0 0 INTL PAPER CO OPTION 460146103 326 1110 SH CALL SOLE 1110 0 0 INTERPUBLIC GROUP COS INC COM 460690100 5404 649480 SH SOLE 649480 0 0 INNOPHOS HOLDINGS INC COM 45774N108 369 13220 SH SOLE 13220 0 0 INTREPID POTASH INC COM 46121Y102 4429 146033 SH SOLE 146033 0 0 INGERSOLL-RAND PLC SHS COM G47791101 5528 158567 SH SOLE 158567 0 0 INLAND REAL ESTATE CORP COM 457461200 156 17005 SH SOLE 17005 0 0 INLAND REAL ESTATE CORP BOND CV 457461AB7 485000 5000000 PRN SOLE 5000000 0 0 INVESTORS REAL ESTATE TR SH BE COM 461730103 94 10392 SH SOLE 10392 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 294 12817 SH SOLE 12817 0 0 INVESTORS BANCORP INC COM 46146P102 145 10981 SH SOLE 10981 0 0 INTERSIL CORP COM 46069S109 328 22239 SH SOLE 22239 0 0 ISIS PHARMACEUTICALS INC COM 464330109 660 60354 SH SOLE 60354 0 0 INSPIRE PHARMACEUTICALS INC COM 457733103 68 10971 SH SOLE 10971 0 0 INTUITIVE SURGICAL INC COM 46120E602 2177 6254 SH SOLE 6254 0 0 GARTNER INC COM 366651107 362 16286 SH SOLE 16286 0 0 ITC HLDGS CORP COM 465685105 1480 26904 SH SOLE 26904 0 0 INTERMUNE INC COM 45884X103 325 7295 SH SOLE 7295 0 0 ITRON INC COM 465741106 1400 19296 SH SOLE 19296 0 0 ITT CORP NEW COM 450911102 3478 64868 SH SOLE 64868 0 0 ITAU UNIBANCO HLDG SA SPON COM 465562106 45584 2072933 SH SOLE 2072933 0 0 ITAU UNIBANCO HLDG SA SPON OPTION 465562106 831 7800 SH PUT SOLE 7800 0 0 ILLINOIS TOOL WKS INC COM 452308109 742 15665 SH SOLE 15665 0 0 IVANHOE ENERGY INC COM 465790103 34 10300 SH SOLE 10300 0 0 INVACARE CORP COM 461203101 637 24006 SH SOLE 24006 0 0 ISHARES TR INDEX S&P 500 VALUE COM 464287408 4516 79984 SH SOLE 79984 0 0 IVANHOE MINES LTD COM 46579N103 2493 143167 SH SOLE 143167 0 0 IVANHOE MINES LTD OPTION 46579N103 390 3000 SH CALL SOLE 3000 0 0 ISHARES TR INDEX S&P 500 INDEX COM 464287200 6083 51837 SH SOLE 51837 0 0 INVESCO LTD SHS COM G491BT108 2184 99678 SH SOLE 99678 0 0 ISHARES TR INDEX RUSSELL1000VALCOM 464287598 5790 94810 SH SOLE 94810 0 0 ISHARES TR INDEX RUSSELL1000GRWCOM 464287614 1149 22116 SH SOLE 22116 0 0 ISHARES TR INDEX RUSSELL 2000 COM 464287655 1316743 19420267 SH SOLE 19420267 0 0 ISHARES TR INDEX RUSL 2000 VALUCOM 464287630 8406 131677 SH SOLE 131677 0 0 ISHARES TR INDEX RUSL 2000 GROWCOM 464287648 73240 1000000 SH SOLE 1000000 0 0 ISHARES TR INDEX RUSSELL MCP GRCOM 464287481 5845 120468 SH SOLE 120468 0 0 ISHARES TR INDEX DJ US FINL SECCOM 464287788 2582 45251 SH SOLE 45251 0 0 ISHARES TR INDEX DJ US REAL ESTCOM 464287739 252954 5081437 SH SOLE 5081437 0 0 ISHARES TR INDEX TRANSP AVE IDXCOM 464287192 3954 50000 SH SOLE 50000 0 0 JACK IN THE BOX INC COM 466367109 231 9794 SH SOLE 9794 0 0 JARDEN CORP COM 471109108 1244 37363 SH SOLE 37363 0 0 JO-ANN STORES INC COM 47758P307 813 19377 SH SOLE 19377 0 0 HUNT J B TRANS SVCS INC COM 445658107 1160 32321 SH SOLE 32321 0 0 JABIL CIRCUIT INC COM 466313103 2542 156984 SH SOLE 156984 0 0 JETBLUE AIRWAYS CORP COM 477143101 4466 800434 SH SOLE 800434 0 0 J CREW GROUP INC COM 46612H402 1974 43017 SH SOLE 43017 0 0 JOHNSON CTLS INC COM 478366107 4024 121989 SH SOLE 121989 0 0 J2 GLOBAL COMMUNICATIONS INC COM 46626E205 634 27126 SH SOLE 27126 0 0 PENNEY J C INC COM 708160106 12290 382018 SH SOLE 382018 0 0 PENNEY J C INC OPTION 708160106 284 2105 SH PUT SOLE 2105 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 1759 38920 SH SOLE 38920 0 0 JEFFERIES GROUP INC NEW COM 472319102 1721 72711 SH SOLE 72711 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page22 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- NUVEEN FLOATING RATE INCOME COM 67072T108 597 50000 SH SOLE 50000 0 0 HENRY JACK & ASSOC INC COM 426281101 506 21012 SH SOLE 21012 0 0 JONES LANG LASALLE INC COM 48020Q107 553 7587 SH SOLE 7587 0 0 JOHNSON & JOHNSON COM 478160104 21516 330001 SH SOLE 330001 0 0 JOHNSON & JOHNSON OPTION 478160104 1042 27651 SH PUT SOLE 27651 0 0 JOHNSON & JOHNSON OPTION 478160104 3160 8686 SH CALL SOLE 8686 0 0 SPDR SERIES TRUST BRCLYS YLD E COM 78464A417 2419 60794 SH SOLE 60794 0 0 JUNIPER NETWORKS INC COM 48203R104 3483 113515 SH SOLE 113515 0 0 JANUS CAP GROUP INC COM 47102X105 2249 157391 SH SOLE 157391 0 0 JONES APPAREL GROUP INC COM 480074103 2588 136054 SH SOLE 136054 0 0 ST JOE CO COM 790148100 302 9343 SH SOLE 9343 0 0 JOY GLOBAL INC COM 481165108 2109 37276 SH SOLE 37276 0 0 JPMORGAN CHASE & CO COM 46625H100 145994 3262433 SH SOLE 3262433 0 0 JPMORGAN CHASE & CO OPTION 46625H100 26289 79913 SH CALL SOLE 79913 0 0 JPMORGAN CHASE & CO OPTION 46625H100 37075 92263 SH PUT SOLE 92263 0 0 JAMES RIVER COAL CO COM 470355207 493 31034 SH SOLE 31034 0 0 NUVEEN FLTNG RTE INCM OPP FD C COM 6706EN100 609 50000 SH SOLE 50000 0 0 WILEY JOHN & SONS INC COM 968223206 248 5731 SH SOLE 5731 0 0 NORDSTROM INC COM 655664100 354 8669 SH SOLE 8669 0 0 KELLOGG CO COM 487836108 5743 107484 SH SOLE 107484 0 0 KB FINANCIAL GROUP INC COM 48241A105 429 8948 SH SOLE 8948 0 0 SPDR SERIES TRUST SPDR KBW BK COM 78464A797 12549 486224 SH SOLE 486224 0 0 KB HOME COM 48666K109 13965 833754 SH SOLE 833754 0 0 KBR INC COM 48242W106 1048 47297 SH SOLE 47297 0 0 KINETIC CONCEPTS INC COM 49460W208 3007 62897 SH SOLE 62897 0 0 KAYDON CORP COM 486587108 208 5519 SH SOLE 5519 0 0 KEY ENERGY SVCS INC COM 492914106 1354 141773 SH SOLE 141773 0 0 KOREA ELECTRIC PWR COM 500631106 3817 235030 SH SOLE 235030 0 0 KIRBY CORP COM 497266106 274 7187 SH SOLE 7187 0 0 KEYCORP NEW COM 493267108 1361 175575 SH SOLE 175575 0 0 KRAFT FOODS INC COM 50075N104 23977 792880 SH SOLE 792880 0 0 KRAFT FOODS INC OPTION 50075N104 1582 29546 SH PUT SOLE 29546 0 0 KRAFT FOODS INC OPTION 50075N104 1657 7485 SH CALL SOLE 7485 0 0 KORN FERRY INTL COM 500643200 203 11507 SH SOLE 11507 0 0 KING PHARMACEUTICALS INC COM 495582108 1538 130792 SH SOLE 130792 0 0 KINROSS GOLD CORP COM NO PAR COM 496902404 12417 726569 SH SOLE 726569 0 0 SPDR SERIES TRUST SPDR KBW INS COM 78464A789 1032 25000 SH SOLE 25000 0 0 KIMCO REALTY CORP COM 49446R109 5100 326055 SH SOLE 326055 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 42 10466 SH SOLE 10466 0 0 KLA-TENCOR CORP COM 482480100 660 21331 SH SOLE 21331 0 0 KULICKE & SOFFA INDS INC COM 501242101 87 12053 SH SOLE 12053 0 0 KIMBERLY CLARK CORP COM 494368103 15909 253012 SH SOLE 253012 0 0 KIMBERLY CLARK CORP OPTION 494368103 217 1198 SH CALL SOLE 1198 0 0 KIMBERLY CLARK CORP OPTION 494368103 669 4694 SH PUT SOLE 4694 0 0 KINDER MORGAN ENERGY PARTNER U COM 494550106 3711 56732 SH SOLE 56732 0 0 KINDER MORGAN MANAGEMENT LLC S COM 49455U100 916 15626 SH SOLE 15626 0 0 KENNAMETAL INC COM 489170100 301 10719 SH SOLE 10719 0 0 CARMAX INC COM 143130102 1613 64209 SH SOLE 64209 0 0 KNIGHT TRANSN INC COM 499064103 522 24749 SH SOLE 24749 0 0 COCA COLA CO COM 191216100 38405 698278 SH SOLE 698278 0 0 COCA COLA CO OPTION 191216100 1192 6684 SH CALL SOLE 6684 0 0 COCA COLA CO OPTION 191216100 2028 14212 SH PUT SOLE 14212 0 0 KOPIN CORP COM 500600101 44 11879 SH SOLE 11879 0 0 KROGER CO COM 501044101 2937 135611 SH SOLE 135611 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page23 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- KILROY RLTY CORP COM 49427F108 275 8919 SH SOLE 8919 0 0 SPDR SERIES TRUST KBW REGN BK COM 78464A698 26937 1027350 SH SOLE 1027350 0 0 KOHLS CORP COM 500255104 3471 63365 SH SOLE 63365 0 0 KANSAS CITY SOUTHERN COM 485170302 562 15532 SH SOLE 15532 0 0 QUICKSILVER RESOURCES INC COM 74837R104 701 49842 SH SOLE 49842 0 0 KAYNE ANDERSON MLP INVSMNT C COM 486606106 258 9600 SH SOLE 9600 0 0 LOEWS CORP COM 540424108 4304 115443 SH SOLE 115443 0 0 LABRANCHE & CO INC COM 505447102 67 12685 SH SOLE 12685 0 0 LAMAR ADVERTISING CO COM 512815101 1156 33662 SH SOLE 33662 0 0 LANCASTER COLONY CORP COM 513847103 310 5250 SH SOLE 5250 0 0 LATIN AMER EQUITY FD INC NEW COM 51827Q106 2092 52200 SH SOLE 52200 0 0 LIBERTY GLOBAL INC COM SER A COM 530555101 900 30855 SH SOLE 30855 0 0 LIBERTY GLOBAL INC COM SER C COM 530555309 722 24996 SH SOLE 24996 0 0 U S AIRWAYS GROUP INC COM 90341W108 162 22015 SH SOLE 22015 0 0 LDK SOLAR CO LTD COM 50183L107 1725 263025 SH SOLE 263025 0 0 LEAR CORP COM 521865204 294 3700 SH SOLE 3700 0 0 LEAR CORP OPTION 521865204 296 435 SH CALL SOLE 435 0 0 LINCOLN ELEC HLDGS INC COM 533900106 323 5954 SH SOLE 5954 0 0 LEGGETT & PLATT INC COM 524660107 2670 123376 SH SOLE 123376 0 0 LENNAR CORP COM 526057104 208 12084 SH SOLE 12084 0 0 CHINA LIFE INS CO LTD SPON COM 16939P106 9993 138717 SH SOLE 138717 0 0 LAN AIRLINES S A COM 501723100 210 11900 SH SOLE 11900 0 0 LACLEDE GROUP INC COM 505597104 213 6316 SH SOLE 6316 0 0 LIGAND PHARMACEUTICALS INC CL BCOM 53220K207 36 20818 SH SOLE 20818 0 0 LABORATORY CORP AMER HLDGS COM 50540R409 772 10203 SH SOLE 10203 0 0 LASALLE HOTEL PPTYS COM SH BEN COM 517942108 399 17141 SH SOLE 17141 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 1121 113500 SH SOLE 113500 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 2831 54167 SH SOLE 54167 0 0 LENNOX INTL INC COM 526107107 1236 27890 SH SOLE 27890 0 0 LINCOLN EDL SVCS CORP COM 533535100 307 12146 SH SOLE 12146 0 0 LINN ENERGY LLC UNIT LTD LIAB COM 536020100 344 13363 SH SOLE 13363 0 0 LIBERTY MEDIA CORP NEW INT COM COM 53071M104 2309 150916 SH SOLE 150916 0 0 LIZ CLAIBORNE INC COM 539320101 284 38248 SH SOLE 38248 0 0 LKQ CORP COM 501889208 5196 255956 SH SOLE 255956 0 0 GOLDCORP INC NEW OPTION 380956409 623 1850 SH CALL SOLE 1850 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 5367 58569 SH SOLE 58569 0 0 L-3 COMMUNICATIONS HLDGS INC OPTION 502424104 429 2618 SH CALL SOLE 2618 0 0 L-3 COMMUNICATIONS CORP DEBT 3 BOND CV 502413AW7 481834 4578000 PRN SOLE 4578000 0 0 LINEAR TECHNOLOGY CORP COM 535678106 987 34947 SH SOLE 34947 0 0 LILLY ELI & CO COM 532457108 17110 472385 SH SOLE 472385 0 0 LILLY ELI & CO OPTION 532457108 357 4571 SH CALL SOLE 4571 0 0 LILLY ELI & CO OPTION 532457108 748 17503 SH PUT SOLE 17503 0 0 LEGG MASON INC COM 524901105 2398 83627 SH SOLE 83627 0 0 LOCKHEED MARTIN CORP COM 539830109 3412 40995 SH SOLE 40995 0 0 LOCKHEED MARTIN CORP OPTION 539830109 560 541 SH CALL SOLE 541 0 0 LOCKHEED MARTIN CORP OPTION 539830109 233 517 SH PUT SOLE 517 0 0 LINCOLN NATL CORP IND COM 534187109 2113 68833 SH SOLE 68833 0 0 LINCARE HLDGS INC COM 532791100 434 9680 SH SOLE 9680 0 0 CHENIERE ENERGY INC COM 16411R208 223 72312 SH SOLE 72312 0 0 LINDSAY CORP COM 535555106 541 13054 SH SOLE 13054 0 0 ALLIANT ENERGY CORP COM 018802108 4640 139519 SH SOLE 139519 0 0 LORILLARD INC COM 544147101 15852 210692 SH SOLE 210692 0 0 LOGITECH INTL S A SHS COM H50430232 1696 103791 SH SOLE 103791 0 0 LOWES COS INC COM 548661107 10522 434068 SH SOLE 434068 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page24 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- LOWES COS INC OPTION 548661107 588 4883 SH CALL SOLE 4883 0 0 LOWES COS INC OPTION 548661107 1350 16399 SH PUT SOLE 16399 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 269 7308 SH SOLE 7308 0 0 LENDER PROCESSING SVCS INC COM 52602E102 2183 57821 SH SOLE 57821 0 0 LOUISIANA PAC CORP COM 546347105 1587 175404 SH SOLE 175404 0 0 LAM RESEARCH CORP COM 512807108 1871 50136 SH SOLE 50136 0 0 LIBERTY PPTY TR SH BEN INT COM 531172104 982 28920 SH SOLE 28920 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 79 21515 SH SOLE 21515 0 0 LSI CORPORATION COM 502161102 2043 333878 SH SOLE 333878 0 0 LANDSTAR SYS INC COM 515098101 295 7038 SH SOLE 7038 0 0 LIMITED BRANDS INC COM 532716107 273 11096 SH SOLE 11096 0 0 LIFE TIME FITNESS INC COM 53217R207 742 26396 SH SOLE 26396 0 0 LUFKIN INDS INC COM 549764108 1129 14263 SH SOLE 14263 0 0 LEUCADIA NATL CORP COM 527288104 451 18180 SH SOLE 18180 0 0 LULULEMON ATHLETICA INC COM 550021109 420 10134 SH SOLE 10134 0 0 SOUTHWEST AIRLS CO COM 844741108 1346 101847 SH SOLE 101847 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 558 344143 SH SOLE 344143 0 0 LAS VEGAS SANDS CORP COM 517834107 9876 466954 SH SOLE 466954 0 0 LAS VEGAS SANDS CORP OPTION 517834107 443 3011 SH PUT SOLE 3011 0 0 LAS VEGAS SANDS CORP OPTION 517834107 1610 2000 SH CALL SOLE 2000 0 0 LAWSON SOFTWARE INC NEW COM 52078P102 503 76230 SH SOLE 76230 0 0 LEXMARK INTL NEW COM 529771107 453 12544 SH SOLE 12544 0 0 LEXINGTON REALTY TRUST COM 529043101 75 11571 SH SOLE 11571 0 0 LEXICON PHARMACEUTICALS INC COM 528872104 22 14921 SH SOLE 14921 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 378 26054 SH SOLE 26054 0 0 LUBRIZOL CORP COM 549271104 2427 26464 SH SOLE 26464 0 0 LA Z BOY INC COM 505336107 700 55822 SH SOLE 55822 0 0 MACYS INC COM 55616P104 2047 94042 SH SOLE 94042 0 0 MASTERCARD INC COM 57636Q104 1054 4148 SH SOLE 4148 0 0 MID-AMER APT CMNTYS INC COM 59522J103 202 3899 SH SOLE 3899 0 0 MACERICH CO COM 554382101 366 9541 SH SOLE 9541 0 0 MANPOWER INC COM 56418H100 1432 25072 SH SOLE 25072 0 0 MANTECH INTL CORP COM 564563104 699 14309 SH SOLE 14309 0 0 MARRIOTT INTL INC NEW COM 571903202 1513 48011 SH SOLE 48011 0 0 MASCO CORP COM 574599106 1134 73073 SH SOLE 73073 0 0 MASIMO CORP COM 574795100 322 12134 SH SOLE 12134 0 0 MATTEL INC COM 577081102 5892 259115 SH SOLE 259115 0 0 MATTHEWS INTL CORP COM 577128101 271 7625 SH SOLE 7625 0 0 MBIA INC COM 55262C100 245 39136 SH SOLE 39136 0 0 MOBILE TELESYSTEMS OJSC COM 607409109 35611 641637 SH SOLE 641637 0 0 MEDIACOM COMMUNICATIONS CORP COM 58446K105 62 10478 SH SOLE 10478 0 0 MCDONALDS CORP COM 580135101 13664 204803 SH SOLE 204803 0 0 MCDONALDS CORP OPTION 580135101 7445 12951 SH CALL SOLE 12951 0 0 MCDONALDS CORP OPTION 580135101 1997 11484 SH PUT SOLE 11484 0 0 MCG CAPITAL CORP COM 58047P107 62 11814 SH SOLE 11814 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2120 75298 SH SOLE 75298 0 0 MCKESSON CORP COM 58155Q103 956 14547 SH SOLE 14547 0 0 MOODYS CORP COM 615369105 2498 83976 SH SOLE 83976 0 0 MICROS SYS INC COM 594901100 673 20456 SH SOLE 20456 0 0 MERCURY GENL CORP NEW COM 589400100 6107 139677 SH SOLE 139677 0 0 MEDNAX INC COM 58502B106 1059 18200 SH SOLE 18200 0 0 MEDASSETS INC COM 584045108 397 18904 SH SOLE 18904 0 0 M D C HLDGS INC COM 552676108 2577 74462 SH SOLE 74462 0 0 MEREDITH CORP COM 589433101 295 8571 SH SOLE 8571 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page25 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MCDERMOTT INTL INC COM 580037109 11053 410575 SH SOLE 410575 0 0 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 932 47605 SH SOLE 47605 0 0 MEDTRONIC INC COM 585055106 9289 206285 SH SOLE 206285 0 0 MEDTRONIC INC OPTION 585055106 546 2885 SH CALL SOLE 2885 0 0 MEDTRONIC INC OPTION 585055106 815 5501 SH PUT SOLE 5501 0 0 MDU RES GROUP INC COM 552690109 1133 52524 SH SOLE 52524 0 0 MEDIVATION INC COM 58501N101 485 46266 SH SOLE 46266 0 0 SPDR S&P MIDCAP 400 ETF TR UTS COM 78467Y107 216465 1512047 SH SOLE 1512047 0 0 MARINER ENERGY INC COM 56845T305 202 13472 SH SOLE 13472 0 0 MEDIFAST INC COM 58470H101 557 22151 SH SOLE 22151 0 0 MASSEY ENERGY CORP COM 576206106 498 9532 SH SOLE 9532 0 0 MASSEY ENERGY CORP OPTION 576206106 1681 4457 SH CALL SOLE 4457 0 0 MASSEY ENERGY CO BOND CV 576203AJ2 97000 1000000 PRN SOLE 1000000 0 0 MERCADOLIBRE INC COM 58733R102 583 12085 SH SOLE 12085 0 0 MENTOR GRAPHICS CORP COM 587200106 200 24925 SH SOLE 24925 0 0 METHANEX CORP COM 59151K108 386 15874 SH SOLE 15874 0 0 METLIFE INC COM 59156R108 4747 109520 SH SOLE 109520 0 0 METLIFE INC OPTION 59156R108 338 938 SH PUT SOLE 938 0 0 METLIFE INC OPTION 59156R108 1571 1938 SH CALL SOLE 1938 0 0 MF GLOBAL HLDGS LTD COM 55277J108 135 16786 SH SOLE 16786 0 0 MFA FINANCIAL INC COM 55272X102 3302 448595 SH SOLE 448595 0 0 MCAFEE INC COM 579064106 2825 70387 SH SOLE 70387 0 0 MULTI FINELINE ELECTRONIX IN COM 62541B101 300 11646 SH SOLE 11646 0 0 MINEFINDERS LTD COM 602900102 530 57200 SH SOLE 57200 0 0 MONEYGRAM INTL INC COM 60935Y109 43 11169 SH SOLE 11169 0 0 MAGELLAN HEALTH SVCS INC COM 559079207 1059 24364 SH SOLE 24364 0 0 MGM MIRAGE COM 552953101 5778 481531 SH SOLE 481531 0 0 MOHAWK INDS INC COM 608190104 1016 18687 SH SOLE 18687 0 0 MCGRAW HILL COS INC COM 580645109 3835 107579 SH SOLE 107579 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 6660 103160 SH SOLE 103160 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 425 52753 SH SOLE 52753 0 0 MACQUARIE INFRASTR CO LLC MEMB COM 55608B105 222 16065 SH SOLE 16065 0 0 MILLICOM INTL CELLULAR S A SHS COM L6388F110 1737 19489 SH SOLE 19489 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 80 10066 SH SOLE 10066 0 0 MILLIPORE CORP COM 601073109 3027 28669 SH SOLE 28669 0 0 MIRANT CORP NEW COM 60467R100 92468 8514546 SH SOLE 8514546 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 1171 22506 SH SOLE 22506 0 0 MCCORMICK & CO INC COM NON VTG COM 579780206 612 15946 SH SOLE 15946 0 0 MARKEL CORP COM 570535104 376 1003 SH SOLE 1003 0 0 MKS INSTRUMENT INC COM 55306N104 197 10073 SH SOLE 10073 0 0 MILLER HERMAN INC COM 600544100 686 37982 SH SOLE 37982 0 0 MUELLER INDS INC COM 624756102 577 21536 SH SOLE 21536 0 0 MARTIN MARIETTA MATLS INC COM 573284106 3253 38931 SH SOLE 38931 0 0 MARSH & MCLENNAN COS INC COM 571748102 4975 203719 SH SOLE 203719 0 0 3M CO COM 88579Y101 19351 231553 SH SOLE 231553 0 0 3M CO OPTION 88579Y101 648 13981 SH PUT SOLE 13981 0 0 3M CO OPTION 88579Y101 2316 7536 SH CALL SOLE 7536 0 0 MCMORAN EXPLORATION CO COM 582411104 236 16164 SH SOLE 16164 0 0 MAXIMUS INC COM 577933104 929 15239 SH SOLE 15239 0 0 MCCLATCHY CO COM 579489105 619 126105 SH SOLE 126105 0 0 MANNKIND CORP COM 56400P201 70 10671 SH SOLE 10671 0 0 ALTRIA GROUP INC COM 02209S103 30431 1482970 SH SOLE 1482970 0 0 ALTRIA GROUP INC OPTION 02209S103 811 3760 SH CALL SOLE 3760 0 0 ALTRIA GROUP INC OPTION 02209S103 1750 14559 SH CALL SOLE 14559 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page26 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MOOG INC COM 615394202 270 7635 SH SOLE 7635 0 0 MOLEX INC COM 608554101 690 33057 SH SOLE 33057 0 0 MONSANTO CO NEW COM 61166W101 64550 903811 SH SOLE 903811 0 0 MONSANTO CO NEW OPTION 61166W101 357 3180 SH CALL SOLE 3180 0 0 MONSANTO CO NEW OPTION 61166W101 5915 15188 SH PUT SOLE 15188 0 0 MOSAIC CO COM 61945A107 31177 513028 SH SOLE 513028 0 0 MOTOROLA INC COM 620076109 20385 2903856 SH SOLE 2903856 0 0 MOTOROLA INC OPTION 620076109 801 4900 SH CALL SOLE 4900 0 0 MOTOROLA INC OPTION 620076109 1240 8503 SH PUT SOLE 8503 0 0 MOVE INC COM COM 62458M108 56 27018 SH SOLE 27018 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 126 12026 SH SOLE 12026 0 0 MINDRAY MEDICAL INTL LTD SPON COM 602675100 5812 159594 SH SOLE 159594 0 0 MONTPELIER RE HOLDINGS LTD SHS COM G62185106 236 14035 SH SOLE 14035 0 0 MERCK & CO INC NEW COM 58933Y105 27878 746391 SH SOLE 746391 0 0 MERCK & CO INC NEW OPTION 58933Y105 1734 28417 SH PUT SOLE 28417 0 0 MERCK & CO INC NEW OPTION 58933Y105 4544 14827 SH CALL SOLE 14827 0 0 MARATHON OIL CORP COM 565849106 4220 133371 SH SOLE 133371 0 0 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 3686 180522 SH SOLE 180522 0 0 MEDICIS PHARMACEUTICAL CORP COM 584690309 1337 53137 SH SOLE 53137 0 0 MORGAN STANLEY COM 617446448 42657 1456376 SH SOLE 1456376 0 0 MORGAN STANLEY OPTION 617446448 649 6197 SH CALL SOLE 6197 0 0 MORGAN STANLEY OPTION 617446448 7858 35966 SH PUT SOLE 35966 0 0 MICROSEMI CORP COM 595137100 592 34151 SH SOLE 34151 0 0 MICROSOFT CORP COM 594918104 63176 2158404 SH SOLE 2158404 0 0 MICROSOFT CORP OPTION 594918104 8257 98166 SH PUT SOLE 98166 0 0 MICROSOFT CORP OPTION 594918104 10774 54028 SH CALL SOLE 54028 0 0 MSC INDL DIRECT INC COM 553530106 1052 20744 SH SOLE 20744 0 0 MICROSTRATEGY INC COM 594972408 447 5252 SH SOLE 5252 0 0 ARCELORMITTAL SA LUXEMBOURG NY COM 03938L104 6087 138630 SH SOLE 138630 0 0 M & T BK CORP COM 55261F104 2636 33202 SH SOLE 33202 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 490 4488 SH SOLE 4488 0 0 MGIC INVT CORP WIS COM 552848103 235 21446 SH SOLE 21446 0 0 MERITAGE HOMES CORP COM 59001A102 374 17823 SH SOLE 17823 0 0 MECHEL OAO COM 583840103 7099 249774 SH SOLE 249774 0 0 VAIL RESORTS INC COM 91879Q109 472 11763 SH SOLE 11763 0 0 MANITOWOC INC COM 563571108 160 12327 SH SOLE 12327 0 0 MINERALS TECHNOLOGIES INC COM 603158106 262 5060 SH SOLE 5060 0 0 MASTEC INC COM 576323109 165 13046 SH SOLE 13046 0 0 MICRON TECHNOLOGY INC COM 595112103 1409 135869 SH SOLE 135869 0 0 MICRON TECHNOLOGY INC BOND CV 595112AH6 1792682 18747000 PRN SOLE 18747000 0 0 MURPHY OIL CORP COM 626717102 353 6282 SH SOLE 6282 0 0 MICROVISION INC DEL COM 594960106 42 14978 SH SOLE 14978 0 0 MENS WEARHOUSE INC COM 587118100 618 25832 SH SOLE 25832 0 0 MUELLER WTR PRODS INC COM SER ACOM 624758108 2149 449534 SH SOLE 449534 0 0 MEADWESTVACO CORP COM 583334107 2327 91092 SH SOLE 91092 0 0 MONSTER WORLDWIDE INC COM 611742107 1103 66433 SH SOLE 66433 0 0 MSCI INC COM 55354G100 691 19146 SH SOLE 19146 0 0 MEXICO EQUITY & INCOME FD COM 592834105 226 24310 SH SOLE 24310 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1298 66903 SH SOLE 66903 0 0 MAXTOR CORP BOND CV 577729AE6 92717 795000 PRN SOLE 795000 0 0 MYRIAD GENETICS INC COM 62855J104 952 39577 SH SOLE 39577 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 584 46251 SH SOLE 46251 0 0 NATIONAL INSTRS CORP COM 636518102 267 8012 SH SOLE 8012 0 0 NAVISTAR INTL CORP NEW COM 63934E108 2733 61090 SH SOLE 61090 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page27 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- NOBLE ENERGY INC COM 655044105 7489 102595 SH SOLE 102595 0 0 NABORS INDUSTRIES LTD SHS COM G6359F103 338 17221 SH SOLE 17221 0 0 NAVIGANT CONSULTING INC COM 63935N107 155 12769 SH SOLE 12769 0 0 NCR CORP NEW COM 62886E108 603 43717 SH SOLE 43717 0 0 NASDAQ OMX GROUP INC COM 631103108 484 22895 SH SOLE 22895 0 0 99 CENTS ONLY STORES COM 65440K106 192 11789 SH SOLE 11789 0 0 NORDSON CORP COM 655663102 1132 16670 SH SOLE 16670 0 0 NOBLE CORPORATION BAAR NAMEN - COM H5833N103 4596 109903 SH SOLE 109903 0 0 NEWMONT MINING CORP COM 651639106 7244 142229 SH SOLE 142229 0 0 NEWMONT MINING CORP OPTION 651639106 1481 9275 SH PUT SOLE 9275 0 0 NEWMONT MINING CORP OPTION 651639106 3964 7250 SH CALL SOLE 7250 0 0 NET SERVICOS DE COMUNICACAO SP COM 64109T201 331 25573 SH SOLE 25573 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 317 10762 SH SOLE 10762 0 0 NEWMARKET CORP COM 651587107 510 4949 SH SOLE 4949 0 0 NATIONAL FUEL GAS CO N J COM 636180101 521 10297 SH SOLE 10297 0 0 NETFLIX INC COM 64110L106 460 6236 SH SOLE 6236 0 0 NETFLIX INC OPTION 64110L106 459 150 SH CALL SOLE 150 0 0 NEWFIELD EXPL CO COM 651290108 2004 38492 SH SOLE 38492 0 0 NEW GOLD INC CDA COM 644535106 74 17000 SH SOLE 17000 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 498 14179 SH SOLE 14179 0 0 NISOURCE INC COM 65473P105 4639 293598 SH SOLE 293598 0 0 NII HLDGS INC CL B COM 62913F201 1351 32414 SH SOLE 32414 0 0 KNIGHT CAPITAL GROUP INC COM 499005106 12385 811082 SH SOLE 811082 0 0 NEW JERSEY RES COM 646025106 2954 78637 SH SOLE 78637 0 0 NIKE INC CL B COM 654106103 3981 54165 SH SOLE 54165 0 0 NIKE INC CL B OPTION 654106103 3330 3004 SH CALL SOLE 3004 0 0 NEKTAR THERAPEUTICS COM 640268108 1083 71199 SH SOLE 71199 0 0 NALCO HOLDING COMPANY COM 62985Q101 5461 224473 SH SOLE 224473 0 0 ANNALY CAP MGMT INC COM 035710409 4605 268051 SH SOLE 268051 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 331 14513 SH SOLE 14513 0 0 NATIONAL RETAIL PROPERTIES I BOND CV 637417AC0 188461 1729000 PRN SOLE 1729000 0 0 NORTHROP GRUMMAN CORP COM 666807102 5866 89462 SH SOLE 89462 0 0 NOKIA CORP COM 654902204 7281 468510 SH SOLE 468510 0 0 NATIONAL OILWELL VARCO INC COM 637071101 10178 250814 SH SOLE 250814 0 0 NOVELL INC COM 670006105 3782 630257 SH SOLE 630257 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 144 20878 SH SOLE 20878 0 0 NEWPARK RES INC PAR $.01 NEW COM 651718504 107 20465 SH SOLE 20465 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 48 11416 SH SOLE 11416 0 0 NRG ENERGY INC COM 629377508 7937 379739 SH SOLE 379739 0 0 NUSTAR ENERGY LP UNIT COM 67058H102 299 4942 SH SOLE 4942 0 0 NORFOLK SOUTHERN CORP COM 655844108 3369 60272 SH SOLE 60272 0 0 NORFOLK SOUTHERN CORP OPTION 655844108 273 4136 SH PUT SOLE 4136 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 381 26368 SH SOLE 26368 0 0 NEUSTAR INC COM 64126X201 1096 43491 SH SOLE 43491 0 0 NSTAR COM 67019E107 1601 45209 SH SOLE 45209 0 0 NETAPP INC COM 64110D104 49942 1534773 SH SOLE 1534773 0 0 NETEASE COM INC COM 64110W102 1469 41348 SH SOLE 41348 0 0 NETEASE COM INC OPTION 64110W102 251 1390 SH PUT SOLE 1390 0 0 NETGEAR INC COM 64111Q104 385 14742 SH SOLE 14742 0 0 NORTHERN TR CORP COM 665859104 3272 59204 SH SOLE 59204 0 0 NIPPON TELEG & TEL CORP COM 654624105 797 37900 SH SOLE 37900 0 0 NBTY INC COM 628782104 382 7960 SH SOLE 7960 0 0 NORTHEAST UTILS COM 664397106 5774 208904 SH SOLE 208904 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 12649 760152 SH SOLE 760152 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page28 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- NUCOR CORP COM 670346105 6215 136957 SH SOLE 136957 0 0 NUCOR CORP OPTION 670346105 277 786 SH CALL SOLE 786 0 0 NUCOR CORP OPTION 670346105 1147 2000 SH PUT SOLE 2000 0 0 NU SKIN ENTERPRISES INC COM 67018T105 275 9458 SH SOLE 9458 0 0 NUVASIVE INC COM 670704105 298 6587 SH SOLE 6587 0 0 NOVAVAX INC COM 670002104 29 12481 SH SOLE 12481 0 0 NVIDIA CORP COM 67066G104 6063 348459 SH SOLE 348459 0 0 NVIDIA CORP OPTION 67066G104 543 2276 SH PUT SOLE 2276 0 0 NV ENERGY INC COM 67073Y106 388 31462 SH SOLE 31462 0 0 NOVELLUS SYS INC COM 670008101 802 32108 SH SOLE 32108 0 0 NOVO-NORDISK A S COM 670100205 2287 29653 SH SOLE 29653 0 0 NVR INC COM 62944T105 525 723 SH SOLE 723 0 0 NOVARTIS A G COM 66987V109 1591 29410 SH SOLE 29410 0 0 NEWELL RUBBERMAID INC COM 651229106 1917 126117 SH SOLE 126117 0 0 NORTHWEST NAT GAS CO COM 667655104 219 4708 SH SOLE 4708 0 0 NEWS CORP CL B COM 65248E203 1519 89296 SH SOLE 89296 0 0 NEWS CORP COM 65248E104 4752 329779 SH SOLE 329779 0 0 NORTHGATE MINERALS CORP COM 666416102 40 13300 SH SOLE 13300 0 0 NEXEN INC COM 65334H102 3229 130669 SH SOLE 130669 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 5194 314024 SH SOLE 314024 0 0 NEW YORK CMNTY BANCORP INC OPTION 649445103 264 1311 SH CALL SOLE 1311 0 0 NEW YORK TIMES CO COM 650111107 7731 694598 SH SOLE 694598 0 0 NYSE EURONEXT COM 629491101 1113 37585 SH SOLE 37585 0 0 NYSE EURONEXT OPTION 629491101 329 1430 SH CALL SOLE 1430 0 0 REALTY INCOME CORP COM 756109104 334 10874 SH SOLE 10874 0 0 OWENS CORNING NEW COM 690742101 1042 40950 SH SOLE 40950 0 0 OCWEN FINL CORP COM 675746309 179 16179 SH SOLE 16179 0 0 OMNICARE INC COM 681904108 1432 50618 SH SOLE 50618 0 0 OFFICE DEPOT INC COM 676220106 9642 1208331 SH SOLE 1208331 0 0 ISHARES TR INDEX S&P 100 IDX FDCOM 464287101 1488 27768 SH SOLE 27768 0 0 ORIENT-EXPRESS HOTELS LTD COM G67743107 177 12449 SH SOLE 12449 0 0 CORPORATE OFFICE PPTYS TR SH B COM 22002T108 452 11268 SH SOLE 11268 0 0 ISHARES TR INDEX RUSSELL 2000 OPTION 464287655 19752 47351 SH CALL SOLE 47351 0 0 OGE ENERGY CORP COM 670837103 3748 96257 SH SOLE 96257 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 368 18907 SH SOLE 18907 0 0 OWENS ILL INC COM 690768403 637 17932 SH SOLE 17932 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPTCOM 678002106 1250 10200 SH SOLE 10200 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPTOPTION 678002106 2776 1001 SH CALL SOLE 1001 0 0 OCEANEERING INTL INC COM 675232102 3906 61526 SH SOLE 61526 0 0 OIL STS INTL INC COM 678026105 1439 31733 SH SOLE 31733 0 0 ONEOK INC NEW COM 682680103 8690 190354 SH SOLE 190354 0 0 OLIN CORP PAR $1 COM 680665205 381 19429 SH SOLE 19429 0 0 OMNICOM GROUP INC COM 681919106 4282 110334 SH SOLE 110334 0 0 ODYSSEY MARINE EXPLORATION I COM 676118102 16 12201 SH SOLE 12201 0 0 OM GROUP INC COM 670872100 776 22917 SH SOLE 22917 0 0 OWENS & MINOR INC NEW COM 690732102 473 10197 SH SOLE 10197 0 0 OFFICEMAX INC DEL COM 67622P101 314 19146 SH SOLE 19146 0 0 OLD NATL BANCORP IND COM 680033107 323 27013 SH SOLE 27013 0 0 ON SEMICONDUCTOR CORP COM 682189105 592 73939 SH SOLE 73939 0 0 ONYX PHARMACEUTICALS INC COM 683399109 1045 34518 SH SOLE 34518 0 0 GOLDCORP INC NEW OPTION 380956409 4466 12850 SH PUT SOLE 12850 0 0 OPENWAVE SYS INC COM 683718308 25 10670 SH SOLE 10670 0 0 SPDR GOLD TRUST GOLD SHS OPTION 78463V107 5220 13305 SH CALL SOLE 13305 0 0 SPDR GOLD TRUST GOLD SHS OPTION 78463V107 6831 24067 SH PUT SOLE 24067 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page29 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ORMAT TECHNOLOGIES INC COM 686688102 3882 137962 SH SOLE 137962 0 0 ORACLE CORP COM 68389X105 18004 700267 SH SOLE 700267 0 0 ORACLE CORP OPTION 68389X105 2608 38807 SH PUT SOLE 38807 0 0 ORACLE CORP OPTION 68389X105 3665 14241 SH CALL SOLE 14241 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y308 262 1500 SH CALL SOLE 1500 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y308 310 5001 SH PUT SOLE 5001 0 0 OLD REP INTL CORP COM 680223104 1024 80768 SH SOLE 80768 0 0 O REILLY AUTOMOTIVE INC COM 686091109 1623 38917 SH SOLE 38917 0 0 ORION MARINE GROUP INC COM 68628V308 392 21698 SH SOLE 21698 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 3646 92939 SH SOLE 92939 0 0 OSI PHARMACEUTICALS INC COM 671040103 470 7900 SH SOLE 7900 0 0 OSHKOSH CORP COM 688239201 475 11781 SH SOLE 11781 0 0 OPEN TEXT CORP COM 683715106 1505 31714 SH SOLE 31714 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 344 20007 SH SOLE 20007 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 10576 125102 SH SOLE 125102 0 0 OCCIDENTAL PETE CORP DEL OPTION 674599105 1518 9453 SH PUT SOLE 9453 0 0 OCCIDENTAL PETE CORP DEL OPTION 674599105 579 1679 SH CALL SOLE 1679 0 0 OYO GEOSPACE CORP COM 671074102 249 5209 SH SOLE 5209 0 0 PAN AMERICAN SILVER CORP COM 697900108 1650 71289 SH SOLE 71289 0 0 GPO AEROPORTUARIO DEL PAC SA S COM 400506101 2510 67801 SH SOLE 67801 0 0 PACER INTL INC TENN COM 69373H106 60 10028 SH SOLE 10028 0 0 PAETEC HOLDING CORP COM 695459107 103 22018 SH SOLE 22018 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 990 68683 SH SOLE 68683 0 0 PALM INC NEW COM 696643105 563 149699 SH SOLE 149699 0 0 VERIFONE HLDGS INC COM 92342Y109 689 34096 SH SOLE 34096 0 0 PAYCHEX INC COM 704326107 3293 107202 SH SOLE 107202 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 3010 192716 SH SOLE 192716 0 0 PITNEY BOWES INC COM 724479100 7880 322299 SH SOLE 322299 0 0 PETROLEO BRASILEIRO SA PETRO COM 71654V408 187780 4219778 SH SOLE 4219778 0 0 PETROLEO BRASILEIRO SA PETRO OPTION 71654V408 490 2351 SH CALL SOLE 2351 0 0 PETROLEO BRASILEIRO SA PETRO OPTION 71654V408 5358 10549 SH PUT SOLE 10549 0 0 PETROLEO BRASILEIRO SA PETRO SPCOM 71654V101 62185 1570726 SH SOLE 1570726 0 0 PACCAR INC COM 693718108 403 9292 SH SOLE 9292 0 0 PG&E CORP COM 69331C108 15388 362749 SH SOLE 362749 0 0 POTLATCH CORP NEW COM 737630103 352 10054 SH SOLE 10054 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1386 35624 SH SOLE 35624 0 0 PRICELINE COM INC COM 741503403 3239 12701 SH SOLE 12701 0 0 PRICELINE COM INC OPTION 741503403 316 182 SH CALL SOLE 182 0 0 PRICELINE COM INC OPTION 741503403 804 807 SH PUT SOLE 807 0 0 PRECISION CASTPARTS CORP COM 740189105 469 3702 SH SOLE 3702 0 0 METROPCS COMMUNICATIONS INC COM 591708102 954 134726 SH SOLE 134726 0 0 PATRIOT COAL CORP COM 70336T104 398 19435 SH SOLE 19435 0 0 PRIDE INTL INC DEL COM 74153Q102 1512 50228 SH SOLE 50228 0 0 PDL BIOPHARMA INC COM 69329Y104 128 20675 SH SOLE 20675 0 0 PRECISION DRILLING TR TR UNIT COM 740215108 815 106221 SH SOLE 106221 0 0 PEETS COFFEE & TEA INC COM 705560100 206 5194 SH SOLE 5194 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 15291 517985 SH SOLE 517985 0 0 PENN NATL GAMING INC COM 707569109 1138 40910 SH SOLE 40910 0 0 PEPSICO INC COM 713448108 11687 176650 SH SOLE 176650 0 0 PEPSICO INC OPTION 713448108 1012 30395 SH PUT SOLE 30395 0 0 PEPSICO INC OPTION 713448108 3273 12276 SH CALL SOLE 12276 0 0 PETSMART INC COM 716768106 1184 37054 SH SOLE 37054 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 861 19511 SH SOLE 19511 0 0 PFIZER INC COM 717081103 100161 5840272 SH SOLE 5840272 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page30 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PFIZER INC OPTION 717081103 2579 21603 SH CALL SOLE 21603 0 0 PFIZER INC OPTION 717081103 200 500 SH PUT SOLE 500 0 0 PFIZER INC OPTION 717081103 9968 89238 SH PUT SOLE 89238 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 1318 45105 SH SOLE 45105 0 0 PROVIDENT FINL SVCS INC COM 74386T105 120 10080 SH SOLE 10080 0 0 PHASE FORWARD INC COM 71721R406 179 13664 SH SOLE 13664 0 0 PROCTER & GAMBLE CO COM 742718109 79296 1253298 SH SOLE 1253298 0 0 PROCTER & GAMBLE CO OPTION 742718109 1407 5000 SH CALL SOLE 5000 0 0 PROCTER & GAMBLE CO OPTION 742718109 10205 18733 SH CALL SOLE 18733 0 0 PROCTER & GAMBLE CO OPTION 742718109 3740 40888 SH PUT SOLE 40888 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 92 11078 SH SOLE 11078 0 0 PROGRESS ENERGY INC COM 743263105 7832 198981 SH SOLE 198981 0 0 PROGRESSIVE CORP OHIO COM 743315103 1390 72838 SH SOLE 72838 0 0 PARKER HANNIFIN CORP COM 701094104 3781 58399 SH SOLE 58399 0 0 KONINKLIJKE PHILIPS ELECTRS NY COM 500472303 549 17141 SH SOLE 17141 0 0 PHH CORP COM 693320202 343 14542 SH SOLE 14542 0 0 PULTE HOMES INC COM 745867101 3963 352274 SH SOLE 352274 0 0 PULTE HOMES INC OPTION 745867101 636 5650 SH CALL SOLE 5650 0 0 SPROTT PHYSICAL GOLD TRUST UNITCOM 85207H104 754 76279 SH SOLE 76279 0 0 POLARIS INDS INC COM 731068102 709 13856 SH SOLE 13856 0 0 PIER 1 IMPORTS INC COM 720279108 106 16708 SH SOLE 16708 0 0 PIPER JAFFRAY COS COM 724078100 829 20561 SH SOLE 20561 0 0 PARKER DRILLING CO COM 701081101 106 21474 SH SOLE 21474 0 0 PACKAGING CORP AMER COM 695156109 344 13972 SH SOLE 13972 0 0 PROTECTIVE LIFE CORP COM 743674103 342 15573 SH SOLE 15573 0 0 PHOTRONICS INC COM 719405102 67 13101 SH SOLE 13101 0 0 POLYCOM INC COM 73172K104 644 21065 SH SOLE 21065 0 0 PROLOGIS SH BEN INT COM 743410102 1527 115706 SH SOLE 115706 0 0 PROLOGIS BOND CV 743410AR3 342693 3636000 PRN SOLE 3636000 0 0 PROLOGIS BOND CV 743410AS1 4010938 42500000 PRN SOLE 42500000 0 0 PLANTRONICS INC NEW COM 727493108 860 27501 SH SOLE 27501 0 0 PLEXUS CORP COM 729132100 241 6698 SH SOLE 6698 0 0 PHILIP MORRIS INTL INC COM 718172109 21831 418536 SH SOLE 418536 0 0 PHILIP MORRIS INTL INC OPTION 718172109 445 2157 SH CALL SOLE 2157 0 0 PHILIP MORRIS INTL INC OPTION 718172109 2939 19534 SH PUT SOLE 19534 0 0 PMC-SIERRA INC COM 69344F106 190 21275 SH SOLE 21275 0 0 PMI GROUP INC COM 69344M101 73 13480 SH SOLE 13480 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173209 567 31424 SH SOLE 31424 0 0 PNC FINL SVCS GROUP INC COM 693475105 5943 99548 SH SOLE 99548 0 0 PNC FINL SVCS GROUP INC OPTION 693475105 807 1643 SH CALL SOLE 1643 0 0 PINNACLE ENTMT INC COM 723456109 102 10423 SH SOLE 10423 0 0 PNM RES INC COM 69349H107 328 26204 SH SOLE 26204 0 0 PENTAIR INC COM 709631105 4870 136733 SH SOLE 136733 0 0 PANERA BREAD CO COM 69840W108 310 4058 SH SOLE 4058 0 0 PINNACLE WEST CAP CORP COM 723484101 7702 204138 SH SOLE 204138 0 0 PHOENIX COS INC NEW COM 71902E109 50 20680 SH SOLE 20680 0 0 PIEDMONT NAT GAS INC COM 720186105 1013 36712 SH SOLE 36712 0 0 POLYONE CORP COM 73179P106 583 56902 SH SOLE 56902 0 0 PEPCO HOLDINGS INC COM 713291102 2204 128515 SH SOLE 128515 0 0 POOL CORPORATION COM 73278L105 253 11180 SH SOLE 11180 0 0 PORTLAND GEN ELEC CO COM 736508847 254 13148 SH SOLE 13148 0 0 POTASH CORP SASK INC COM 73755L107 15011 125776 SH SOLE 125776 0 0 POTASH CORP SASK INC OPTION 73755L107 457 1580 SH PUT SOLE 1580 0 0 POTASH CORP SASK INC OPTION 73755L107 1054 750 SH CALL SOLE 750 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page31 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- POWER INTEGRATIONS INC COM 739276103 1062 25780 SH SOLE 25780 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 1249 52610 SH SOLE 52610 0 0 PPG INDS INC COM 693506107 4969 75981 SH SOLE 75981 0 0 PHARMACEUTICAL HLDRS TR DEPOSI COM 71712A206 6574 99100 SH SOLE 99100 0 0 PPL CORP COM 69351T106 12673 457329 SH SOLE 457329 0 0 ING PRIME RATE TR SH BEN INT COM 44977W106 362 57700 SH SOLE 57700 0 0 POST PPTYS INC COM 737464107 231 10476 SH SOLE 10476 0 0 PETROQUEST ENERGY INC COM 716748108 136 26941 SH SOLE 26941 0 0 PROASSURANCE CORP COM 74267C106 448 7660 SH SOLE 7660 0 0 PARTNERRE LTD COM G6852T105 1420 17804 SH SOLE 17804 0 0 PERRIGO CO COM 714290103 1395 23758 SH SOLE 23758 0 0 PROGRESS SOFTWARE CORP COM 743312100 272 8653 SH SOLE 8653 0 0 PROSPERITY BANCSHARES INC COM 743606105 469 11451 SH SOLE 11451 0 0 PRUDENTIAL FINL INC COM 744320102 5221 86290 SH SOLE 86290 0 0 PREMIERWEST BANCORP COM 740921101 17 38854 SH SOLE 38854 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 463 18650 SH SOLE 18650 0 0 PAREXEL INTL CORP COM 699462107 315 13514 SH SOLE 13514 0 0 PUBLIC STORAGE COM 74460D109 412 4477 SH SOLE 4477 0 0 PUBLIC STORAGE OPTION 74460D109 550 701 SH CALL SOLE 701 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 218 4077 SH SOLE 4077 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 129 10612 SH SOLE 10612 0 0 COLLECTIVE BRANDS INC COM 19421W100 1202 52877 SH SOLE 52877 0 0 PSS WORLD MED INC COM 69366A100 261 11082 SH SOLE 11082 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 66 12501 SH SOLE 12501 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 1851 62032 SH SOLE 62032 0 0 PATTERSON UTI ENERGY INC COM 703481101 976 69862 SH SOLE 69862 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 345 9314 SH SOLE 9314 0 0 PETROCHINA CO LTD COM 71646E100 2355 20090 SH SOLE 20090 0 0 PACTIV CORP COM 695257105 971 38565 SH SOLE 38565 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 516 8989 SH SOLE 8989 0 0 PRIVATEBANCORP INC COM 742962103 692 50488 SH SOLE 50488 0 0 PROVIDENT ENERGY TR TR UNIT COM 74386K104 1139 147740 SH SOLE 147740 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 30 24309 SH SOLE 24309 0 0 POWER-ONE INC COM 739308104 53 12787 SH SOLE 12787 0 0 QUANTA SVCS INC COM 74762E102 1349 70418 SH SOLE 70418 0 0 PERFECT WORLD CO LTD SPON COM 71372U104 292 7800 SH SOLE 7800 0 0 PRAXAIR INC COM 74005P104 2486 29955 SH SOLE 29955 0 0 PRAXAIR INC OPTION 74005P104 274 1567 SH PUT SOLE 1567 0 0 PIONEER NAT RES CO COM 723787107 2795 49626 SH SOLE 49626 0 0 PLAINS EXPL& PRODTN CO COM 726505100 1627 54247 SH SOLE 54247 0 0 PETROBRAS ENERGIA S A SPONS COM 71646J109 173 10357 SH SOLE 10357 0 0 PAPA JOHNS INTL INC COM 698813102 563 21899 SH SOLE 21899 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 2173 416349 SH SOLE 416349 0 0 QWEST COMMUNICATIONS INTL IN BOND CV 749121BY4 562500 5000000 PRN SOLE 5000000 0 0 QUALCOMM INC COM 747525103 104980 2501912 SH SOLE 2501912 0 0 QUALCOMM INC OPTION 747525103 1826 19697 SH CALL SOLE 19697 0 0 QUALCOMM INC OPTION 747525103 12253 55967 SH PUT SOLE 55967 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 112 13659 SH SOLE 13659 0 0 QIAGEN N V COM N72482107 332 14462 SH SOLE 14462 0 0 PROSHARES TR PSHS ULTSHRT QQQ COM 74347R875 607 36250 SH SOLE 36250 0 0 QLOGIC CORP COM 747277101 1344 66220 SH SOLE 66220 0 0 POWERSHARES QQQ TRUST UNIT SER COM 73935A104 590918 12269898 SH SOLE 12269898 0 0 QUEST SOFTWARE INC COM 74834T103 277 15567 SH SOLE 15567 0 0 QUALITY SYS INC COM 747582104 1840 29954 SH SOLE 29954 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page32 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- QUANTUM CORP COM DSSG COM 747906204 104 39384 SH SOLE 39384 0 0 RITE AID CORP COM 767754104 5569 3712818 SH SOLE 3712818 0 0 RAE SYS INC COM 75061P102 16 19984 SH SOLE 19984 0 0 RALCORP HLDGS INC NEW COM 751028101 1610 23749 SH SOLE 23749 0 0 REYNOLDS AMERICAN INC COM 761713106 2943 54515 SH SOLE 54515 0 0 REYNOLDS AMERICAN INC OPTION 761713106 493 626 SH CALL SOLE 626 0 0 RAIT FINANCIAL TRUST COM 749227104 23 11755 SH SOLE 11755 0 0 RACKSPACE HOSTING INC COM 750086100 1903 101627 SH SOLE 101627 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 1153 53564 SH SOLE 53564 0 0 REGAL BELOIT CORP COM 758750103 1279 21526 SH SOLE 21526 0 0 RENT A CTR INC NEW COM 76009N100 388 16408 SH SOLE 16408 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1645 49858 SH SOLE 49858 0 0 ROWAN COS INC COM 779382100 1002 34435 SH SOLE 34435 0 0 RUDDICK CORP COM 781258108 331 10466 SH SOLE 10466 0 0 RADIAN GROUP INC COM 750236101 311 19906 SH SOLE 19906 0 0 ROYAL DUTCH SHELL PLC SPONS COM 780259206 3772 65188 SH SOLE 65188 0 0 ROYAL DUTCH SHELL PLC SPON COM 780259107 506 9138 SH SOLE 9138 0 0 DR REDDYS LABS LTD COM 256135203 1449 51324 SH SOLE 51324 0 0 EVEREST RE GROUP LTD COM G3223R108 3287 40615 SH SOLE 40615 0 0 REGENCY CTRS CORP COM 758849103 908 24233 SH SOLE 24233 0 0 REGENERON PHARMACEUTICALS COM 75886F107 641 24188 SH SOLE 24188 0 0 REPSOL YPF S A COM 76026T205 1158 48715 SH SOLE 48715 0 0 REX ENERGY CORPORATION COM 761565100 263 23047 SH SOLE 23047 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 1616 205870 SH SOLE 205870 0 0 RF MICRODEVICES INC COM 749941100 362 72620 SH SOLE 72620 0 0 RESEARCH IN MOTION LTD OPTION 760975102 1852 8010 SH PUT SOLE 8010 0 0 REINSURANCE GROUP AMER INC COM 759351604 703 13379 SH SOLE 13379 0 0 ROYAL GOLD INC COM 780287108 521 11273 SH SOLE 11273 0 0 REGIS CORP MINN COM 758932107 271 14497 SH SOLE 14497 0 0 ROBERT HALF INTL INC COM 770323103 526 17294 SH SOLE 17294 0 0 RED HAT INC COM 756577102 2031 69374 SH SOLE 69374 0 0 TRANSOCEAN LTD REG SHS COM H8817H100 10511 121689 SH SOLE 121689 0 0 TRANSOCEAN INC BOND CV 893830AV1 116662 1195000 PRN SOLE 1195000 0 0 TRANSOCEAN INC BOND CV 893830AW9 1504999 15718000 PRN SOLE 15718000 0 0 RESEARCH IN MOTION LTD COM 760975102 18476 249779 SH SOLE 249779 0 0 RISKMETRICS GROUP INC COM 767735103 4023 177914 SH SOLE 177914 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 477 17826 SH SOLE 17826 0 0 REGIONAL BK HOLDRS TR DEPOSITR COM 75902E100 81094 930080 SH SOLE 930080 0 0 ROCK-TENN CO COM 772739207 1664 36507 SH SOLE 36507 0 0 POLO RALPH LAUREN CORP COM 731572103 2364 27796 SH SOLE 27796 0 0 RLI CORP COM 749607107 240 4203 SH SOLE 4203 0 0 RAMBUS INC DEL COM 750917106 2842 130077 SH SOLE 130077 0 0 RAMBUS INC DEL OPTION 750917106 454 1675 SH PUT SOLE 1675 0 0 RESMED INC COM 761152107 673 10577 SH SOLE 10577 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 908 15990 SH SOLE 15990 0 0 REALNETWORKS INC COM 75605L104 66 13711 SH SOLE 13711 0 0 ROCKWOOD HLDGS INC COM 774415103 223 8386 SH SOLE 8386 0 0 ROCKWELL AUTOMATION INC COM 773903109 287 5088 SH SOLE 5088 0 0 ROLLINS INC COM 775711104 264 12200 SH SOLE 12200 0 0 ROPER INDS INC NEW COM 776696106 358 6197 SH SOLE 6197 0 0 ROSETTA RESOURCES INC COM 777779307 215 9141 SH SOLE 9141 0 0 ROSS STORES INC COM 778296103 1012 18924 SH SOLE 18924 0 0 ROVI CORP COM 779376102 699 18793 SH SOLE 18793 0 0 RPM INTL INC COM 749685103 2887 135274 SH SOLE 135274 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page33 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- RANGE RES CORP COM 75281A109 2401 51227 SH SOLE 51227 0 0 DONNELLEY R R & SONS CO COM 257867101 3750 175656 SH SOLE 175656 0 0 RRI ENERGY INC COM 74971X107 7211 1954273 SH SOLE 1954273 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 425 8639 SH SOLE 8639 0 0 REPUBLIC SVCS INC COM 760759100 6822 235078 SH SOLE 235078 0 0 MARKET VECTORS ETF TR RUSSIA E COM 57060U506 4731 137742 SH SOLE 137742 0 0 RUBY TUESDAY INC COM 781182100 120 11385 SH SOLE 11385 0 0 RETAIL HOLDRS TR DEP RCPT COM 76127U101 169263 1684710 SH SOLE 1684710 0 0 RETAIL HOLDRS TR DEP RCPT OPTION 76127U101 1191 6118 SH CALL SOLE 6118 0 0 RAYTHEON CO COM 755111507 7495 131208 SH SOLE 131208 0 0 RESEARCH IN MOTION LTD OPTION 760975102 1528 2348 SH CALL SOLE 2348 0 0 RIVERBED TECHNOLOGY INC COM 768573107 1893 66646 SH SOLE 66646 0 0 ROYCE VALUE TR INC COM 780910105 727 61418 SH SOLE 61418 0 0 REDWOOD TR INC COM 758075402 203 13138 SH SOLE 13138 0 0 RYLAND GROUP INC COM 783764103 5811 258954 SH SOLE 258954 0 0 RAYONIER INC COM 754907103 1293 28469 SH SOLE 28469 0 0 RASER TECHNOLOGIES INC COM 754055101 11 10649 SH SOLE 10649 0 0 SPRINT NEXTEL CORP COM SER 1 COM 852061100 2884 758918 SH SOLE 758918 0 0 SPRINT NEXTEL CORP COM SER 1 OPTION 852061100 219 4454 SH PUT SOLE 4454 0 0 SEABRIDGE GOLD INC COM 811916105 374 15369 SH SOLE 15369 0 0 SONIC AUTOMOTIVE INC BOND CV 83545GAQ5 666750 6000000 PRN SOLE 6000000 0 0 SANDERSON FARMS INC COM 800013104 560 10451 SH SOLE 10451 0 0 SONIC AUTOMOTIVE INC COM 83545G102 342 31134 SH SOLE 31134 0 0 SAIC INC COM 78390X101 2375 134166 SH SOLE 134166 0 0 BOSTON BEER INC COM 100557107 303 5790 SH SOLE 5790 0 0 SANMINA SCI CORP OPTION 800907206 400 4525 SH CALL SOLE 4525 0 0 SAP AG SPON COM 803054204 3571 74140 SH SOLE 74140 0 0 SAPIENT CORP COM 803062108 135 14736 SH SOLE 14736 0 0 SATYAM COMPUTER SERVICES LTD COM 804098101 2079 398208 SH SOLE 398208 0 0 SBA COMMUNICATIONS CORP COM 78388J106 1285 35639 SH SOLE 35639 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 210 23573 SH SOLE 23573 0 0 STERLING BANCSHARES INC COM 858907108 90 16049 SH SOLE 16049 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 339 9144 SH SOLE 9144 0 0 COMPANHIA DE SANEAMENTO BASI COM 20441A102 3004 81631 SH SOLE 81631 0 0 STARBUCKS CORP COM 855244109 6443 265479 SH SOLE 265479 0 0 STARBUCKS CORP OPTION 855244109 699 1370 SH CALL SOLE 1370 0 0 SOUTHERN COPPER CORP COM 84265V105 9337 294820 SH SOLE 294820 0 0 SCANA CORP NEW COM 80589M102 7024 186860 SH SOLE 186860 0 0 SCHNITZER STL INDS COM 806882106 220 4185 SH SOLE 4185 0 0 SCHNITZER STL INDS OPTION 806882106 338 250 SH CALL SOLE 250 0 0 SCHWAB CHARLES CORP NEW COM 808513105 3608 193056 SH SOLE 193056 0 0 SCHWAB CHARLES CORP NEW OPTION 808513105 377 5667 SH CALL SOLE 5667 0 0 SERVICE CORP INTL COM 817565104 313 34114 SH SOLE 34114 0 0 STEPAN CO COM 858586100 358 6407 SH SOLE 6407 0 0 STEELCASE INC COM 858155203 82 12698 SH SOLE 12698 0 0 SANDRIDGE ENERGY INC COM 80007P307 191 24805 SH SOLE 24805 0 0 SPECTRA ENERGY CORP COM 847560109 6782 301031 SH SOLE 301031 0 0 SEALED AIR CORP NEW COM 81211K100 272 12915 SH SOLE 12915 0 0 SEI INVESTMENTS CO COM 784117103 981 44649 SH SOLE 44649 0 0 STIFEL FINL CORP COM 860630102 1433 26652 SH SOLE 26652 0 0 SMITHFIELD FOODS INC COM 832248108 2583 124518 SH SOLE 124518 0 0 STANCORP FINL GROUP INC COM 852891100 437 9167 SH SOLE 9167 0 0 ISTAR FINL INC COM 45031U101 3155 687400 SH SOLE 687400 0 0 SHUTTERFLY INC COM 82568P304 377 15646 SH SOLE 15646 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page34 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SWIFT ENERGY CO COM 870738101 231 7513 SH SOLE 7513 0 0 SEATTLE GENETICS INC COM 812578102 165 13847 SH SOLE 13847 0 0 SCIENTIFIC GAMES CORP COM 80874P109 1650 116906 SH SOLE 116906 0 0 STONE ENERGY CORP COM 861642106 195 10999 SH SOLE 10999 0 0 SHAW GROUP INC COM 820280105 591 17160 SH SOLE 17160 0 0 SEARS HLDGS CORP COM 812350106 1373 12658 SH SOLE 12658 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 138 12391 SH SOLE 12391 0 0 MADDEN STEVEN LTD COM 556269108 387 7931 SH SOLE 7931 0 0 SAUER-DANFOSS INC COM 804137107 980 73771 SH SOLE 73771 0 0 SHERWIN WILLIAMS CO COM 824348106 3544 52369 SH SOLE 52369 0 0 ISHARES TR INDEX BARCLYS 1-3 YRCOM 464287457 2006 24057 SH SOLE 24057 0 0 SIEMENS A G COM 826197501 3886 38874 SH SOLE 38874 0 0 SIGMA ALDRICH CORP COM 826552101 1328 24750 SH SOLE 24750 0 0 COMPANHIA SIDERURGICA NACION COM 20440W105 17983 450370 SH SOLE 450370 0 0 COMPANHIA SIDERURGICA NACION OPTION 20440W105 858 3000 SH PUT SOLE 3000 0 0 SELECTIVE INS GROUP INC COM 816300107 205 12323 SH SOLE 12323 0 0 SMITH INTL INC COM 832110100 18191 424826 SH SOLE 424826 0 0 SILICON IMAGE INC COM 82705T102 40 13285 SH SOLE 13285 0 0 SINA CORP COM G81477104 27362 725986 SH SOLE 725986 0 0 SIRIUS XM RADIO INC COM 82967N108 189 217364 SH SOLE 217364 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 272 7141 SH SOLE 7141 0 0 SVB FINL GROUP COM 78486Q101 440 9426 SH SOLE 9426 0 0 SOUTH JERSEY INDS INC COM 838518108 287 6828 SH SOLE 6828 0 0 SKILLSOFT PLC COM 830928107 5382 521487 SH SOLE 521487 0 0 SK TELECOM LTD COM 78440P108 16945 981768 SH SOLE 981768 0 0 SAKS INC COM 79377W108 630 73233 SH SOLE 73233 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 247 5724 SH SOLE 5724 0 0 SKECHERS U S A INC COM 830566105 214 5901 SH SOLE 5901 0 0 SILICON LABORATORIES INC COM 826919102 511 10711 SH SOLE 10711 0 0 SCHLUMBERGER LTD COM 806857108 27033 425982 SH SOLE 425982 0 0 SCHLUMBERGER LTD OPTION 806857108 3921 13802 SH PUT SOLE 13802 0 0 SCHLUMBERGER LTD OPTION 806857108 2242 3868 SH CALL SOLE 3868 0 0 SARA LEE CORP COM 803111103 1892 135805 SH SOLE 135805 0 0 SL GREEN RLTY CORP COM 78440X101 541 9445 SH SOLE 9445 0 0 SILGAN HOLDINGS INC COM 827048109 401 6660 SH SOLE 6660 0 0 SOLERA HOLDINGS INC COM 83421A104 728 18831 SH SOLE 18831 0 0 SLM CORP COM 78442P106 1811 144642 SH SOLE 144642 0 0 STERLITE INDS INDIA LTD ADS COM 859737207 4608 247595 SH SOLE 247595 0 0 SILVER WHEATON CORP COM 828336107 2859 182344 SH SOLE 182344 0 0 SALIX PHARMACEUTICALS INC COM 795435106 386 10360 SH SOLE 10360 0 0 ST MARY LD & EXPL CO COM 792228108 637 18307 SH SOLE 18307 0 0 SMART BALANCE INC COM 83169Y108 72 11139 SH SOLE 11139 0 0 SCOTTS MIRACLE GRO CO COM 810186106 711 15332 SH SOLE 15332 0 0 SEMICONDUCTOR HLDRS TR DEP RCPTCOM 816636203 51763 1857295 SH SOLE 1857295 0 0 SEMTECH CORP COM 816850101 291 16695 SH SOLE 16695 0 0 SNAP ON INC COM 833034101 648 14955 SH SOLE 14955 0 0 SANDISK CORP COM 80004C101 1081 31212 SH SOLE 31212 0 0 SANDISK CORP OPTION 80004C101 432 1100 SH CALL SOLE 1100 0 0 SENIOR HSG PPTYS TR SH BEN INT COM 81721M109 704 31766 SH SOLE 31766 0 0 SYNOPSYS INC COM 871607107 1089 48660 SH SOLE 48660 0 0 SYNOVUS FINL CORP COM 87161C105 254 77136 SH SOLE 77136 0 0 SANOFI AVENTIS COM 80105N105 794 21256 SH SOLE 21256 0 0 SOUTHERN CO COM 842587107 26245 791451 SH SOLE 791451 0 0 SOUTHERN CO OPTION 842587107 201 4294 SH CALL SOLE 4294 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page35 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SOLUTIA INC COM 834376501 1206 74836 SH SOLE 74836 0 0 SOHU COM INC COM 83408W103 499 9140 SH SOLE 9140 0 0 GT SOLAR INTL INC COM 3623E0209 80 15237 SH SOLE 15237 0 0 SONOCO PRODS CO COM 835495102 3290 106842 SH SOLE 106842 0 0 SONIC CORP COM 835451105 114 10297 SH SOLE 10297 0 0 SONUS NETWORKS INC COM 835916107 107 40581 SH SOLE 40581 0 0 STANDARD PAC CORP NEW COM 85375C101 86 19119 SH SOLE 19119 0 0 SIMON PPTY GROUP INC NEW COM 828806109 6111 72837 SH SOLE 72837 0 0 SIMON PPTY GROUP INC NEW OPTION 828806109 479 1708 SH CALL SOLE 1708 0 0 STAPLES INC COM 855030102 6949 296863 SH SOLE 296863 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 217 10311 SH SOLE 10311 0 0 SPX CORP COM 784635104 977 14732 SH SOLE 14732 0 0 SUNPOWER CORP COM COM 867652109 3827 203913 SH SOLE 203913 0 0 SUNPOWER CORP COM CL B COM 867652307 174 10412 SH SOLE 10412 0 0 SPDR S&P 500 ETF TR UNIT SER 1 COM 78462F103 5869770 50168973 SH SOLE 50168973 0 0 SOCIEDAD QUIMICA MINERA DE C S COM 833635105 3862 103290 SH SOLE 103290 0 0 SEQUENOM INC COM 817337405 100 15841 SH SOLE 15841 0 0 STERICYCLE INC COM 858912108 5499 100908 SH SOLE 100908 0 0 SEMPRA ENERGY COM 816851109 11111 222658 SH SOLE 222658 0 0 DWS RREEF REAL ESTATE FD INC COM 233384106 1799 396257 SH SOLE 396257 0 0 SRA INTL INC COM 78464R105 248 11913 SH SOLE 11913 0 0 SASOL LTD COM 803866300 784 19006 SH SOLE 19006 0 0 SILVER STD RES INC COM 82823L106 360 20229 SH SOLE 20229 0 0 SILICON STORAGE TECHNOLOGY I COM 827057100 518 170438 SH SOLE 170438 0 0 BANCO SANTANDER SA COM 05964H105 4004 301738 SH SOLE 301738 0 0 STERIS CORP COM 859152100 501 14894 SH SOLE 14894 0 0 STEC INC COM 784774101 219 18310 SH SOLE 18310 0 0 STEWART ENTERPRISES INC COM 860370105 112 17844 SH SOLE 17844 0 0 STEMCELLS INC COM 85857R105 24 20797 SH SOLE 20797 0 0 SUNTRUST BKS INC COM 867914103 5520 206041 SH SOLE 206041 0 0 ST JUDE MED INC COM 790849103 2099 51131 SH SOLE 51131 0 0 STEEL DYNAMICS INC COM 858119100 7921 453384 SH SOLE 453384 0 0 STMICROELECTRONICS N V NY REGI COM 861012102 2252 228386 SH SOLE 228386 0 0 STATOIL ASA COM 85771P102 471 20173 SH SOLE 20173 0 0 SUNTECH PWR HLDGS CO LTD COM 86800C104 4140 295264 SH SOLE 295264 0 0 QUESTAR CORP COM 748356102 4056 93888 SH SOLE 93888 0 0 STRAYER ED INC COM 863236105 619 2543 SH SOLE 2543 0 0 STATE STR CORP COM 857477103 9834 217860 SH SOLE 217860 0 0 STATE STR CORP OPTION 857477103 1233 1376 SH PUT SOLE 1376 0 0 SEAGATE TECHNOLOGY SHS COM G7945J104 3897 213390 SH SOLE 213390 0 0 CONSTELLATION BRANDS INC COM 21036P108 1181 71821 SH SOLE 71821 0 0 SUNCOR ENERGY INC NEW COM 867224107 10155 312072 SH SOLE 312072 0 0 SUNCOR ENERGY INC NEW OPTION 867224107 248 2000 SH CALL SOLE 2000 0 0 SULPHCO INC COM 865378103 3 11086 SH SOLE 11086 0 0 SOUTHERN UN CO NEW COM 844030106 405 15983 SH SOLE 15983 0 0 SUNOCO INC COM 86764P109 3813 128347 SH SOLE 128347 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 165 16795 SH SOLE 16795 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 211 14587 SH SOLE 14587 0 0 SYNIVERSE HLDGS INC COM 87163F106 323 16569 SH SOLE 16569 0 0 SUPERVALU INC COM 868536103 1419 85101 SH SOLE 85101 0 0 SUPERVALU INC OPTION 868536103 242 4108 SH PUT SOLE 4108 0 0 SPDR S&P 500 ETF TR UNIT SER 1 OPTION 78462F103 10392 89155 SH PUT SOLE 89155 0 0 SOFTWARE HOLDRS TR DEPOSITRY R COM 83404B103 467 11000 SH SOLE 11000 0 0 SMITH & WESSON HLDG CORP COM 831756101 39 10186 SH SOLE 10186 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page36 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- STANLEY BLACK & DECKER INC COM 854502101 4432 77193 SH SOLE 77193 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 460 29474 SH SOLE 29474 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 223 4682 SH SOLE 4682 0 0 SOUTHWESTERN ENERGY CO COM 845467109 2626 64497 SH SOLE 64497 0 0 SOUTHWEST GAS CORP COM 844895102 228 7628 SH SOLE 7628 0 0 SAFEWAY INC COM 786514208 1064 42795 SH SOLE 42795 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 2225 76573 SH SOLE 76573 0 0 SYBASE INC COM 871130100 11955 256440 SH SOLE 256440 0 0 SPDR S&P 500 ETF TR UNIT SER 1 OPTION 78462F103 14298 68857 SH CALL SOLE 68857 0 0 STRYKER CORP COM 863667101 603 10543 SH SOLE 10543 0 0 SYMANTEC CORP COM 871503108 6066 358372 SH SOLE 358372 0 0 SYMANTEC CORP BOND CV 871503AF5 117088 1102000 PRN SOLE 1102000 0 0 SYNAPTICS INC COM 87157D109 2000 72424 SH SOLE 72424 0 0 SYNGENTA AG COM 87160A100 1422 25608 SH SOLE 25608 0 0 SYSCO CORP COM 871829107 3481 118005 SH SOLE 118005 0 0 AT&T INC COM 00206R102 83979 3249950 SH SOLE 3249950 0 0 AT&T INC OPTION 00206R102 300 1000 SH CALL SOLE 1000 0 0 AT&T INC OPTION 00206R102 2437 45121 SH CALL SOLE 45121 0 0 AT&T INC OPTION 00206R102 7147 71281 SH PUT SOLE 71281 0 0 TAM SA SP COM 87484D103 656 38699 SH SOLE 38699 0 0 MOLSON COORS BREWING CO CL B COM 60871R209 6832 162432 SH SOLE 162432 0 0 TASER INTL INC COM 87651B104 63 10745 SH SOLE 10745 0 0 TIMBERLAND CO COM 887100105 237 11093 SH SOLE 11093 0 0 TCF FINL CORP COM 872275102 371 23304 SH SOLE 23304 0 0 TECHNICOLOR COM 878520105 15 10456 SH SOLE 10456 0 0 TECK RESOURCES LTD CL B COM 878742204 1214 27860 SH SOLE 27860 0 0 TERADATA CORP DEL COM 88076W103 809 28013 SH SOLE 28013 0 0 TELEPHONE & DATA SYS INC COM 879433100 1392 41120 SH SOLE 41120 0 0 TIDEWATER INC COM 886423102 1222 25841 SH SOLE 25841 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 795 19257 SH SOLE 19257 0 0 TECO ENERGY INC COM 872375100 3379 212644 SH SOLE 212644 0 0 TECH DATA CORP COM 878237106 381 9097 SH SOLE 9097 0 0 TECHNE CORP COM 878377100 315 4950 SH SOLE 4950 0 0 TELEFONICA S A COM 879382208 1028 14452 SH SOLE 14452 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 2115 44640 SH SOLE 44640 0 0 TYCO ELECTRONICS LTD SWITZER S COM H8912P106 3935 143199 SH SOLE 143199 0 0 TENNECO INC COM 880349105 236 9998 SH SOLE 9998 0 0 TEVA PHARMACEUTICAL INDS LTD COM 881624209 22162 351324 SH SOLE 351324 0 0 TEREX CORP NEW COM 880779103 329 14504 SH SOLE 14504 0 0 TFS FINL CORP COM 87240R107 327 24505 SH SOLE 24505 0 0 TELEFLEX INC COM 879369106 342 5331 SH SOLE 5331 0 0 TRIUMPH GROUP INC NEW COM 896818101 211 3015 SH SOLE 3015 0 0 TARGET CORP COM 87612E106 19406 368938 SH SOLE 368938 0 0 TARGET CORP OPTION 87612E106 1086 8362 SH PUT SOLE 8362 0 0 TARGET CORP OPTION 87612E106 4647 8867 SH CALL SOLE 8867 0 0 TENET HEALTHCARE CORP COM 88033G100 1462 255535 SH SOLE 255535 0 0 HANOVER INS GROUP INC COM 410867105 400 9162 SH SOLE 9162 0 0 TIM HORTONS INC COM 88706M103 209 6421 SH SOLE 6421 0 0 THOR INDS INC COM 885160101 635 21022 SH SOLE 21022 0 0 THORATEC CORP COM 885175307 484 14482 SH SOLE 14482 0 0 THQ INC COM 872443403 84 11918 SH SOLE 11918 0 0 THERAVANCE INC COM 88338T104 172 12948 SH SOLE 12948 0 0 TREEHOUSE FOODS INC COM 89469A104 366 8344 SH SOLE 8344 0 0 TELECOM ITALIA S P A NEW SPON COM 87927Y102 964 67255 SH SOLE 67255 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page37 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- TIBCO SOFTWARE INC COM 88632Q103 323 29902 SH SOLE 29902 0 0 TIFFANY & CO NEW COM 886547108 1983 41758 SH SOLE 41758 0 0 TIFFANY & CO NEW OPTION 886547108 258 7129 SH PUT SOLE 7129 0 0 TIFFANY & CO NEW OPTION 886547108 562 2750 SH CALL SOLE 2750 0 0 TELMEX INTERNACIONAL SAB DE SP COM 879690105 69373 3598178 SH SOLE 3598178 0 0 TEMPLE INLAND INC COM 879868107 611 29904 SH SOLE 29904 0 0 TIVO INC COM 888706108 646 37734 SH SOLE 37734 0 0 TIVO INC OPTION 888706108 227 1040 SH CALL SOLE 1040 0 0 TJX COS INC NEW COM 872540109 2179 51240 SH SOLE 51240 0 0 TURKISH INVT FD INC COM 900145103 558 40304 SH SOLE 40304 0 0 TEKELEC COM 879101103 236 12993 SH SOLE 12993 0 0 TIMKEN CO COM 887389104 328 10925 SH SOLE 10925 0 0 TELLABS INC COM 879664100 3965 523728 SH SOLE 523728 0 0 TALEO CORP COM 87424N104 221 8511 SH SOLE 8511 0 0 TOYOTA MOTOR CORP SP COM 892331307 848 10550 SH SOLE 10550 0 0 FISHER SCIENTIFIC INTL INC BOND CV 338032AX3 1467241 10919000 PRN SOLE 10919000 0 0 TORCHMARK CORP COM 891027104 787 14706 SH SOLE 14706 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1462 28430 SH SOLE 28430 0 0 TELEFONOS DE MEXICO S A B SPON COM 879403780 57151 3663541 SH SOLE 3663541 0 0 THOMAS & BETTS CORP COM 884315102 1260 32117 SH SOLE 32117 0 0 NEUTRAL TANDEM INC COM 64128B108 242 15150 SH SOLE 15150 0 0 TELE NORTE LESTE PART S A SPON COM 879246106 3851 218084 SH SOLE 218084 0 0 TOLL BROTHERS INC COM 889478103 4785 230045 SH SOLE 230045 0 0 TOTAL S A COM 89151E109 3095 53344 SH SOLE 53344 0 0 TEMPUR PEDIC INTL INC COM 88023U101 370 12267 SH SOLE 12267 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 278 39660 SH SOLE 39660 0 0 TERRA INDS INC COM 880915103 12919 282320 SH SOLE 282320 0 0 DEALERTRACK HLDGS INC COM 242309102 243 14224 SH SOLE 14224 0 0 TEMPLETON RUS AND EAST EUR F COM 88022F105 315 15397 SH SOLE 15397 0 0 TRANSATLANTIC HLDGS INC COM 893521104 1007 19070 SH SOLE 19070 0 0 THOMSON REUTERS CORP COM 884903105 1270 34973 SH SOLE 34973 0 0 TRIDENT MICROSYSTEMS INC COM 895919108 20 11508 SH SOLE 11508 0 0 TRICO MARINE SERVICES INC BOND CV 896106AQ4 14500 400000 PRN SOLE 400000 0 0 TRIMBLE NAVIGATION LTD COM 896239100 463 16137 SH SOLE 16137 0 0 TRUSTMARK CORP COM 898402102 2753 112707 SH SOLE 112707 0 0 TRINITY INDS INC COM 896522109 1097 54977 SH SOLE 54977 0 0 PRICE T ROWE GROUP INC COM 74144T108 1903 34613 SH SOLE 34613 0 0 PRICE T ROWE GROUP INC OPTION 74144T108 325 1678 SH CALL SOLE 1678 0 0 TRANSCANADA CORP COM 89353D107 4102 111600 SH SOLE 111600 0 0 TRUSTCO BK CORP N Y COM 898349105 83 13481 SH SOLE 13481 0 0 TRAVELERS COMPANIES INC COM 89417E109 6259 116038 SH SOLE 116038 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 443 15514 SH SOLE 15514 0 0 TRW AUTOMOTIVE HLDGS CORP OPTION 87264S106 713 3700 SH CALL SOLE 3700 0 0 TENARIS S A COM 88031M109 5238 121994 SH SOLE 121994 0 0 TRACTOR SUPPLY CO COM 892356106 1432 24668 SH SOLE 24668 0 0 SOUTH FINL GROUP INC COM 837841105 24 34834 SH SOLE 34834 0 0 TAIWAN SEMICONDUCTOR MFG LTD COM 874039100 517 49316 SH SOLE 49316 0 0 TYSON FOODS INC COM 902494103 418 21825 SH SOLE 21825 0 0 TESORO CORP COM 881609101 2651 190697 SH SOLE 190697 0 0 TESORO CORP OPTION 881609101 406 750 SH PUT SOLE 750 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 1365 67326 SH SOLE 67326 0 0 TOTAL SYS SVCS INC COM 891906109 1803 115139 SH SOLE 115139 0 0 TERRESTAR CORP COM 881451108 2756 2087618 SH SOLE 2087618 0 0 TELECOMMUNICATION SYS INC COM 87929J103 755 102825 SH SOLE 102825 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page38 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- TELETECH HOLDINGS INC COM 879939106 429 25111 SH SOLE 25111 0 0 TETRA TECH INC NEW COM 88162G103 4022 174555 SH SOLE 174555 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 245 20031 SH SOLE 20031 0 0 TATA MTRS LTD COM 876568502 2871 155518 SH SOLE 155518 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 825 83650 SH SOLE 83650 0 0 TELUS CORP NON-VTG SHS COM 87971M202 0 80587 SH SOLE 80587 0 0 TUPPERWARE BRANDS CORP COM 899896104 3341 69278 SH SOLE 69278 0 0 PLATO LEARNING INC COM 72764Y100 275 49500 SH SOLE 49500 0 0 GRUPO TELEVISA SA DE CV SP COM 40049J206 1525 72570 SH SOLE 72570 0 0 TOWERS WATSON & CO COM 891894107 504 10600 SH SOLE 10600 0 0 TIME WARNER CABLE INC COM 88732J207 2311 43346 SH SOLE 43346 0 0 TOWER GROUP INC COM 891777104 1268 57210 SH SOLE 57210 0 0 TAIWAN FD INC COM 874036106 1035 74000 SH SOLE 74000 0 0 TW TELECOM INC COM 87311L104 762 41945 SH SOLE 41945 0 0 TIME WARNER INC COM 887317303 10115 323463 SH SOLE 323463 0 0 TEXAS INSTRS INC COM 882508104 6314 258049 SH SOLE 258049 0 0 TEXAS ROADHOUSE INC COM 882681109 154 11104 SH SOLE 11104 0 0 TEXTRON INC COM 883203101 527 24835 SH SOLE 24835 0 0 TRI CONTL CORP COM 895436103 402 32744 SH SOLE 32744 0 0 TYCO INTERNATIONAL LTD SHS COM H89128104 4107 107382 SH SOLE 107382 0 0 UNDER ARMOUR INC COM 904311107 1014 34463 SH SOLE 34463 0 0 UAL CORP COM 902549807 1996 102078 SH SOLE 102078 0 0 UNITED STATES OIL FUND LP UNITSOPTION 91232N108 974 7240 SH PUT SOLE 7240 0 0 UBS AG SHS COM H89231338 4628 284253 SH SOLE 284253 0 0 UNITED BANKSHARES INC WEST V COM 909907107 3778 144103 SH SOLE 144103 0 0 UNITED CMNTY BKS BLAIRSVLE G C COM 90984P105 54 12286 SH SOLE 12286 0 0 UDR INC COM 902653104 272 15418 SH SOLE 15418 0 0 NET 1 UEPS TECHNOLOGIES INC COM 64107N206 644 35003 SH SOLE 35003 0 0 DOMTAR CORP COM 257559203 477 7412 SH SOLE 7412 0 0 UGI CORP NEW COM 902681105 393 14808 SH SOLE 14808 0 0 UNIVERSAL HLTH SVCS INC CL B COM 913903100 433 12346 SH SOLE 12346 0 0 UNISYS CORP COM 909214306 2102 60248 SH SOLE 60248 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 290 12808 SH SOLE 12808 0 0 UMB FINL CORP COM 902788108 482 11873 SH SOLE 11873 0 0 UMPQUA HLDGS CORP COM 904214103 613 46247 SH SOLE 46247 0 0 UNILEVER N V N Y SHS COM 904784709 3260 108102 SH SOLE 108102 0 0 UNITED NAT FOODS INC COM 911163103 244 8679 SH SOLE 8679 0 0 UNITED STATES NATL GAS FUND UN COM 912318102 5228 756617 SH SOLE 756617 0 0 UNITEDHEALTH GROUP INC COM 91324P102 9309 284950 SH SOLE 284950 0 0 UNITEDHEALTH GROUP INC OPTION 91324P102 873 8274 SH PUT SOLE 8274 0 0 UNITEDHEALTH GROUP INC OPTION 91324P102 430 7563 SH CALL SOLE 7563 0 0 UNUM GROUP COM 91529Y106 945 38164 SH SOLE 38164 0 0 UNION PAC CORP COM 907818108 2589 35314 SH SOLE 35314 0 0 UNION PAC CORP OPTION 907818108 276 1364 SH CALL SOLE 1364 0 0 UNION PAC CORP OPTION 907818108 421 2602 SH PUT SOLE 2602 0 0 UNISOURCE ENERGY CORP COM 909205106 2758 87738 SH SOLE 87738 0 0 UNIT CORP COM 909218109 424 10040 SH SOLE 10040 0 0 UNITED ONLINE INC COM 911268100 135 18024 SH SOLE 18024 0 0 UNITED STATES NATL GAS FUND UN OPTION 912318102 925 3000 SH PUT SOLE 3000 0 0 ULTRA PETROLEUM CORP COM 903914109 1436 30805 SH SOLE 30805 0 0 UNITED PARCEL SERVICE INC CL B COM 911312106 26979 418859 SH SOLE 418859 0 0 UNITED PARCEL SERVICE INC CL B OPTION 911312106 1731 39063 SH PUT SOLE 39063 0 0 UNITED PARCEL SERVICE INC CL B OPTION 911312106 2118 5916 SH CALL SOLE 5916 0 0 POWERSHARES QQQ TRUST UNIT SER OPTION 73935A104 692 13900 SH CALL SOLE 13900 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page39 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- URBAN OUTFITTERS INC COM 917047102 3097 81343 SH SOLE 81343 0 0 UNITED RENTALS INC COM 911363109 2079 221618 SH SOLE 221618 0 0 URS CORP NEW COM 903236107 1999 40290 SH SOLE 40290 0 0 US BANCORP DEL COM 902973304 16092 621783 SH SOLE 621783 0 0 US BANCORP DEL OPTION 902973304 1121 5374 SH CALL SOLE 5374 0 0 US BANCORP DEL OPTION 902973304 1825 16666 SH PUT SOLE 16666 0 0 UNITED STATES OIL FUND LP UNITSCOM 91232N108 14718 365305 SH SOLE 365305 0 0 UNITED STATIONERS INC COM 913004107 244 4149 SH SOLE 4149 0 0 USEC INC COM 90333E108 7056 1222878 SH SOLE 1222878 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 359 6495 SH SOLE 6495 0 0 UNITED THERAPEUTICS CORP DEL BOND CV 91307CAD4 372188 2500000 PRN SOLE 2500000 0 0 UTI WORLDWIDE INC COM G87210103 448 29245 SH SOLE 29245 0 0 UNITRIN INC COM 913275103 233 8295 SH SOLE 8295 0 0 UTSTARCOM INC COM 918076100 55 19566 SH SOLE 19566 0 0 UNITED TECHNOLOGIES CORP COM 913017109 25782 350258 SH SOLE 350258 0 0 UNITED TECHNOLOGIES CORP OPTION 913017109 2767 31475 SH PUT SOLE 31475 0 0 UNITED TECHNOLOGIES CORP OPTION 913017109 2984 7078 SH CALL SOLE 7078 0 0 UNIVERSAL CORP VA COM 913456109 4955 94030 SH SOLE 94030 0 0 US GOLD CORPORATION PAR $0.10 COM 912023207 39 14538 SH SOLE 14538 0 0 PROSHARES TR PSHS ULTRA FINL COM 74347R743 1528 225000 SH SOLE 225000 0 0 VISA INC COM COM 92826C839 2278 25022 SH SOLE 25022 0 0 VALSPAR CORP COM 920355104 1794 60861 SH SOLE 60861 0 0 VALE S A COM 91912E105 91952 2856531 SH SOLE 2856531 0 0 VALE S A OPTION 91912E105 4620 37329 SH PUT SOLE 37329 0 0 VALE S A OPTION 91912E105 4886 13366 SH CALL SOLE 13366 0 0 VALE S A COM 91912E204 38492 1386617 SH SOLE 1386617 0 0 VARIAN MED SYS INC COM 92220P105 703 12698 SH SOLE 12698 0 0 VARIAN INC COM 922206107 386 7462 SH SOLE 7462 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 246 8843 SH SOLE 8843 0 0 VALUECLICK INC COM 92046N102 873 86148 SH SOLE 86148 0 0 VEOLIA ENVIRONNEMENT COM 92334N103 1273 36822 SH SOLE 36822 0 0 VEECO INSTRS INC DEL COM 922417100 258 5938 SH SOLE 5938 0 0 V F CORP COM 918204108 9073 113205 SH SOLE 113205 0 0 ISHARES TR INDEX FTSE XNHUA IDXOPTION 464287184 2300 11798 SH CALL SOLE 11798 0 0 ISHARES TR INDEX FTSE XNHUA IDXOPTION 464287184 4786 67050 SH PUT SOLE 67050 0 0 VIACOM INC NEW CL B COM 92553P201 1012 29450 SH SOLE 29450 0 0 VANGUARD SPECIALIZED PORTFOL D COM 921908844 884 18100 SH SOLE 18100 0 0 OPEN JT STK CO-VIMPEL COMMUN COM 68370R109 13980 759368 SH SOLE 759368 0 0 ORTHOVITA INC COM 68750U102 50 11746 SH SOLE 11746 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 578 28379 SH SOLE 28379 0 0 VALERO ENERGY CORP NEW COM 91913Y100 9737 494261 SH SOLE 494261 0 0 VALERO ENERGY CORP NEW OPTION 91913Y100 1464 8231 SH CALL SOLE 8231 0 0 VALLEY NATL BANCORP COM 919794107 2319 150561 SH SOLE 150561 0 0 VULCAN MATLS CO COM 929160109 3822 80907 SH SOLE 80907 0 0 VULCAN MATLS CO OPTION 929160109 222 300 SH CALL SOLE 300 0 0 VIRGIN MEDIA INC COM 92769L101 852 49342 SH SOLE 49342 0 0 VALMONT INDS INC COM 920253101 1651 19936 SH SOLE 19936 0 0 VMWARE INC COM 928563402 1848 34669 SH SOLE 34669 0 0 VORNADO RLTY TR SH BEN INT COM 929042109 1952 25792 SH SOLE 25792 0 0 VODAFONE GROUP PLC NEW SPONS COM 92857W209 2629 112788 SH SOLE 112788 0 0 TRANSOCEAN LTD REG SHS OPTION H8817H100 397 1500 SH PUT SOLE 1500 0 0 VIROPHARMA INC COM 928241108 180 13196 SH SOLE 13196 0 0 YAMANA GOLD INC OPTION 98462Y100 2317 39618 SH PUT SOLE 39618 0 0 VALIDUS HOLDINGS LTD COM SHS COM G9319H102 2311 83956 SH SOLE 83956 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page40 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- VECTOR GROUP LTD DBCV 5.750% 6 BOND CV 92240MAL2 1700000 16000000 PRN SOLE 16000000 0 0 VERISIGN INC COM 92343E102 2459 94511 SH SOLE 94511 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 2086 51047 SH SOLE 51047 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 393 9155 SH SOLE 9155 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y704 2920 10000 SH CALL SOLE 10000 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 248 7483 SH SOLE 7483 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 1169 114237 SH SOLE 114237 0 0 VANTAGE DRILLING COMPANY ORD S COM G93205113 15 10252 SH SOLE 10252 0 0 INVENTIV HEALTH INC COM 46122E105 430 19136 SH SOLE 19136 0 0 VENTAS INC COM 92276F100 287 6040 SH SOLE 6040 0 0 VANGUARD INDEX FDS GROWTH ETF COM 922908736 8821 158798 SH SOLE 158798 0 0 VECTREN CORP COM 92240G101 263 10639 SH SOLE 10639 0 0 VIVUS INC COM 928551100 154 17614 SH SOLE 17614 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 29531 951994 SH SOLE 951994 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 2464 30606 SH CALL SOLE 30606 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 5242 41173 SH PUT SOLE 41173 0 0 WABTEC CORP COM 929740108 270 6417 SH SOLE 6417 0 0 WESTAMERICA BANCORPORATION COM 957090103 760 13190 SH SOLE 13190 0 0 WALGREEN CO COM 931422109 6344 171047 SH SOLE 171047 0 0 WALGREEN CO OPTION 931422109 662 10283 SH PUT SOLE 10283 0 0 WALGREEN CO OPTION 931422109 1982 3285 SH CALL SOLE 3285 0 0 WATERS CORP COM 941848103 221 3277 SH SOLE 3277 0 0 WABCO HLDGS INC COM 92927K102 559 18694 SH SOLE 18694 0 0 WIMM BILL DANN FOODS OJSC COM 97263M109 2669 119025 SH SOLE 119025 0 0 WEBSTER FINL CORP CONN COM 947890109 293 16749 SH SOLE 16749 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 688 23096 SH SOLE 23096 0 0 WASTE CONNECTIONS INC COM 941053100 5172 152302 SH SOLE 152302 0 0 WARNER CHILCOTT PLC IRELAND SH COM G94368100 1483 58106 SH SOLE 58106 0 0 WESTERN DIGITAL CORP COM 958102105 5357 137387 SH SOLE 137387 0 0 WESTERN DIGITAL CORP OPTION 958102105 211 1006 SH PUT SOLE 1006 0 0 WESTERN DIGITAL CORP OPTION 958102105 914 816 SH CALL SOLE 816 0 0 WADDELL & REED FINL INC COM 930059100 559 15497 SH SOLE 15497 0 0 WISCONSIN ENERGY CORP COM 976657106 6419 129920 SH SOLE 129920 0 0 WENDYS ARBYS GROUP INC COM 950587105 258 51545 SH SOLE 51545 0 0 WERNER ENTERPRISES INC COM 950755108 247 10674 SH SOLE 10674 0 0 WELLS FARGO & CO NEW COM 949746101 58226 1871021 SH SOLE 1871021 0 0 WELLS FARGO & CO NEW OPTION 949746101 7118 27625 SH CALL SOLE 27625 0 0 WELLS FARGO & CO NEW OPTION 949746101 9271 56590 SH PUT SOLE 56590 0 0 WHOLE FOODS MKT INC COM 966837106 3274 90580 SH SOLE 90580 0 0 MEMC ELECTR MATLS INC COM 552715104 320 20879 SH SOLE 20879 0 0 WASHINGTON FED INC COM 938824109 430 21164 SH SOLE 21164 0 0 WEATHERFORD INTERNATIONAL LT R COM H27013103 17981 1133724 SH SOLE 1133724 0 0 WGL HLDGS INC COM 92924F106 437 12621 SH SOLE 12621 0 0 WOODWARD GOVERNOR CO COM 980745103 1133 35419 SH SOLE 35419 0 0 WHIRLPOOL CORP COM 963320106 1824 20900 SH SOLE 20900 0 0 WINDSTREAM CORP COM 97381W104 223 20522 SH SOLE 20522 0 0 WIPRO LTD SPON COM 97651M109 9684 415443 SH SOLE 415443 0 0 WILMINGTON TRUST CORP COM 971807102 267 16085 SH SOLE 16085 0 0 WHITING PETE CORP NEW COM 966387102 43743 541108 SH SOLE 541108 0 0 WELLPOINT INC COM 94973V107 5047 78387 SH SOLE 78387 0 0 WELLPOINT INC OPTION 94973V107 269 441 SH CALL SOLE 441 0 0 WALTER ENERGY INC COM 93317Q105 258 2795 SH SOLE 2795 0 0 WASTE MGMT INC DEL COM 94106L109 15252 442979 SH SOLE 442979 0 0 WILLIAMS COS INC DEL COM 969457100 5652 244676 SH SOLE 244676 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page41 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- WRIGHT MED GROUP INC COM 98235T107 274 15412 SH SOLE 15412 0 0 WMS INDS INC COM 929297109 432 10304 SH SOLE 10304 0 0 WAL MART STORES INC COM 931142103 34442 619453 SH SOLE 619453 0 0 WAL MART STORES INC OPTION 931142103 2731 31877 SH PUT SOLE 31877 0 0 WAL MART STORES INC OPTION 931142103 5780 17337 SH CALL SOLE 17337 0 0 ISHARES TR INDEX RUSSELL 2000 OPTION 464287655 14628 109362 SH PUT SOLE 109362 0 0 VCA ANTECH INC COM 918194101 319 11395 SH SOLE 11395 0 0 WORTHINGTON INDS INC COM 981811102 258 14898 SH SOLE 14898 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1429 34221 SH SOLE 34221 0 0 WASHINGTON POST CO CL B COM 939640108 1485 3344 SH SOLE 3344 0 0 WESTAR ENERGY INC COM 95709T100 346 15495 SH SOLE 15495 0 0 BERKLEY W R CORP COM 084423102 1229 47094 SH SOLE 47094 0 0 WARNACO GROUP INC COM 934390402 1166 24430 SH SOLE 24430 0 0 WASHINGTON REAL ESTATE INVT SH COM 939653101 337 11043 SH SOLE 11043 0 0 WARREN RES INC COM 93564A100 28 11194 SH SOLE 11194 0 0 WEINGARTEN RLTY INVS SH BEN INTCOM 948741103 297 13793 SH SOLE 13793 0 0 WORLD ACCEP CORP DEL COM 981419104 210 5822 SH SOLE 5822 0 0 WILLIS GROUP HOLDINGS PUBLIC S COM G96666105 1153 36834 SH SOLE 36834 0 0 WILLIAMS SONOMA INC COM 969904101 350 13324 SH SOLE 13324 0 0 WATSCO INC COM 942622200 5354 94128 SH SOLE 94128 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 295 7026 SH SOLE 7026 0 0 W & T OFFSHORE INC COM 92922P106 113 13439 SH SOLE 13439 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 735 2071 SH SOLE 2071 0 0 WHITNEY HLDG CORP COM 966612103 139 10088 SH SOLE 10088 0 0 AQUA AMERICA INC COM 03836W103 4527 257628 SH SOLE 257628 0 0 WATTS WATER TECHNOLOGIES INC COM 942749102 2879 92703 SH SOLE 92703 0 0 WET SEAL INC COM 961840105 80 16898 SH SOLE 16898 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 1053 41250 SH SOLE 41250 0 0 WESTERN UN CO COM 959802109 2686 158402 SH SOLE 158402 0 0 WOLVERINE WORLD WIDE INC COM 978097103 848 29082 SH SOLE 29082 0 0 WRIGHT EXPRESS CORP COM 98233Q105 203 6735 SH SOLE 6735 0 0 WEYERHAEUSER CO COM 962166104 2532 55936 SH SOLE 55936 0 0 WYNN RESORTS LTD COM 983134107 4787 63124 SH SOLE 63124 0 0 UNITED STATES STL CORP NEW COM 912909108 16682 262622 SH SOLE 262622 0 0 UNITED STATES STL CORP NEW OPTION 912909108 695 9467 SH PUT SOLE 9467 0 0 UNITED STATES STL CORP NEW OPTION 912909108 5534 3278 SH CALL SOLE 3278 0 0 MARKET VECTORS ETF TR GOLD MIN OPTION 57060U100 2505 5200 SH PUT SOLE 5200 0 0 ISHARES INC MSCI MEX INVEST OPTION 464286822 4246 2765 SH CALL SOLE 2765 0 0 ISHARES INC MSCI MEX INVEST OPTION 464286822 2025 5786 SH PUT SOLE 5786 0 0 EXCO RESOURCES INC COM 269279402 228 12386 SH SOLE 12386 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y704 360 9749 SH PUT SOLE 9749 0 0 CIMAREX ENERGY CO COM 171798101 1415 23827 SH SOLE 23827 0 0 XCEL ENERGY INC COM 98389B100 5549 261761 SH SOLE 261761 0 0 SPDR SERIES TRUST S&P HOMEBUILDCOM 78464A888 32148 1911267 SH SOLE 1911267 0 0 EXIDE TECHNOLOGIES COM 302051206 58 10066 SH SOLE 10066 0 0 LINN ENERGY LLC UNIT LTD LIAB OPTION 536020100 438 6900 SH PUT SOLE 6900 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y605 15255 76397 SH CALL SOLE 76397 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y605 6201 55985 SH PUT SOLE 55985 0 0 XL CAP LTD COM G98255105 7899 417960 SH SOLE 417960 0 0 XL CAP LTD OPTION G98255105 295 4629 SH PUT SOLE 4629 0 0 SELECT SECTOR SPDR TR SBI MATE COM 81369Y100 69713 2055231 SH SOLE 2055231 0 0 SELECT SECTOR SPDR TR SBI MATE OPTION 81369Y100 491 7915 SH PUT SOLE 7915 0 0 SELECT SECTOR SPDR TR SBI MATE OPTION 81369Y100 982 2436 SH CALL SOLE 2436 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y506 165662 2880074 SH SOLE 2880074 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page42 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y506 2464 4965 SH CALL SOLE 4965 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y506 2781 15027 SH PUT SOLE 15027 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y605 215170 13490296 SH SOLE 13490296 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y704 98596 3156089 SH SOLE 3156089 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y803 100804 4363800 SH SOLE 4363800 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y803 372 16900 SH PUT SOLE 16900 0 0 XILINX INC COM 983919101 4672 183201 SH SOLE 183201 0 0 XILINX INC SDCV 3.125% 3/1 BOND CV 983919AD3 381269 4133000 PRN SOLE 4133000 0 0 SELECT SECTOR SPDR TR SBI CONS COM 81369Y308 125685 4500000 SH SOLE 4500000 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y886 54977 1853582 SH SOLE 1853582 0 0 SELECT SECTOR SPDR TR SBI HEAL COM 81369Y209 166714 5188728 SH SOLE 5188728 0 0 SELECT SECTOR SPDR TR SBI HEAL OPTION 81369Y209 748 11628 SH PUT SOLE 11628 0 0 SELECT SECTOR SPDR TR SBI CONS COM 81369Y407 75245 2291269 SH SOLE 2291269 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y407 410 2000 SH CALL SOLE 2000 0 0 SPDR SERIES TRUST S&P METALS M COM 78464A755 7469 131470 SH SOLE 131470 0 0 XENOPORT INC COM 98411C100 156 16795 SH SOLE 16795 0 0 EXXON MOBIL CORP COM 30231G102 158396 2364822 SH SOLE 2364822 0 0 EXXON MOBIL CORP OPTION 30231G102 7704 30696 SH CALL SOLE 30696 0 0 EXXON MOBIL CORP OPTION 30231G102 16883 80754 SH PUT SOLE 80754 0 0 SPDR SERIES TRUST S&P OILGAS E COM 78464A730 66752 1584430 SH SOLE 1584430 0 0 DENTSPLY INTL INC NEW COM 249030107 1275 36547 SH SOLE 36547 0 0 SPDR SERIES TRUST S&P RETAIL E COM 78464A714 56628 1371142 SH SOLE 1371142 0 0 XEROX CORP COM 984121103 8802 902726 SH SOLE 902726 0 0 XEROX CORP OPTION 984121103 1005 3200 SH PUT SOLE 3200 0 0 SPDR SERIES TRUST S&P SEMICNDC COM 78464A862 9596 200000 SH SOLE 200000 0 0 XTO ENERGY INC COM 98385X106 17286 366385 SH SOLE 366385 0 0 SPDR SERIES TRUST S&P HOMEBUILDOPTION 78464A888 1833 14965 SH CALL SOLE 14965 0 0 SPDR SERIES TRUST S&P HOMEBUILDOPTION 78464A888 1130 16026 SH PUT SOLE 16026 0 0 MARKET VECTORS ETF TR GOLD MIN OPTION 57060U100 1688 5575 SH CALL SOLE 5575 0 0 ISHARES INC MSCI S KOREA OPTION 464286772 3027 4500 SH CALL SOLE 4500 0 0 ISHARES INC MSCI S KOREA OPTION 464286772 946 4550 SH PUT SOLE 4550 0 0 POWERSHARES QQQ TRUST UNIT SER OPTION 73935A104 2101 49400 SH PUT SOLE 49400 0 0 ALLEGHANY CORP DEL COM 017175100 224 771 SH SOLE 771 0 0 WEATHERFORD INTERNATIONAL LT R OPTION H27013103 1746 4200 SH PUT SOLE 4200 0 0 YINGLI GREEN ENERGY HLDG CO COM 98584B103 2823 221550 SH SOLE 221550 0 0 YAHOO INC COM 984332106 20618 1247311 SH SOLE 1247311 0 0 YAHOO INC OPTION 984332106 7016 20699 SH PUT SOLE 20699 0 0 ISHARES SILVER TRUST ISHARES OPTION 46428Q109 728 3500 SH CALL SOLE 3500 0 0 YRC WORLDWIDE INC COM 984249102 35 65219 SH SOLE 65219 0 0 U STORE IT TR COM 91274F104 86 11921 SH SOLE 11921 0 0 YUM BRANDS INC COM 988498101 3804 99251 SH SOLE 99251 0 0 YUM BRANDS INC OPTION 988498101 572 1921 SH CALL SOLE 1921 0 0 ISHARES INC MSCI JAPAN OPTION 464286848 3011 46500 SH CALL SOLE 46500 0 0 ISHARES INC MSCI JAPAN OPTION 464286848 78 10139 SH PUT SOLE 10139 0 0 ZEBRA TECHNOLOGIES CORP COM 989207105 259 8754 SH SOLE 8754 0 0 ZIONS BANCORPORATION COM 989701107 655 29991 SH SOLE 29991 0 0 ZIMMER HLDGS INC COM 98956P102 5631 95117 SH SOLE 95117 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y407 262 8040 SH PUT SOLE 8040 0 0 ZENITH NATL INS CORP COM 989390109 5755 150173 SH SOLE 150173 0 0 QUIKSILVER INC COM 74838C106 111 23467 SH SOLE 23467 0 0 ISHARES TR INDEX MSCI EAFE IDX OPTION 464287465 4092 2900 SH CALL SOLE 2900 0 0 ISHARES TR INDEX MSCI EAFE IDX OPTION 464287465 889 2900 SH PUT SOLE 2900 0 0 ISHARES TR INDEX DJ US REAL ESTOPTION 464287739 340 5253 SH PUT SOLE 5253 0 0 ISHARES TR INDEX DJ US REAL ESTOPTION 464287739 4861 15093 SH CALL SOLE 15093 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Mar 31,2010 Page43 of 43 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ISHARES INC MSCI BRAZIL OPTION 464286400 20662 15380 SH CALL SOLE 15380 0 0 ISHARES INC MSCI BRAZIL OPTION 464286400 18664 34696 SH PUT SOLE 34696 0 0 ISHARES TR INDEX MSCI EMERG MKTOPTION 464287234 37602 112842 SH CALL SOLE 112842 0 0 ISHARES TR INDEX MSCI EMERG MKTOPTION 464287234 9874 58150 SH PUT SOLE 58150 0 0 KINROSS GOLD CORP COM NO PAR OPTION 496902404 2778 22769 SH PUT SOLE 22769 0 0
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