UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2009
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Jefferies Group Inc.
Address: 520 Madison Ave., 12th Floor
New York, NY 10022
13F File Number: 28-10917
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Roland Kelly
Title: Assistant Secretary
Phone: 310- 914-1373
Signature, Place, and Date of Signing:
/s/ Roland Kelly Los Angeles, CA May 14, 2009
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
Form13F Information Table Entry Total: 1133
Form13F Information Table Value Total: $12,488,272 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
No. 13F File Number Name
01 28-13184 Jefferies & Company, Inc.
02 28-11239 Jefferies Asset Management, LLC
04 28-13012 Jefferies High Yield Trading, LLC
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 36 28500 SH CALL SOLE 01 28500 0 0
3M CO NOTE 11/2 88579YAB7 15 19000 PRN SOLE 01 19000 0 0
3M CO COM 88579Y101 640 12872 SH SOLE 01 12872 0 0
A D C TELECOMMUNICATIONS FRNT 6/1 000886AB7 29 49000 PRN SOLE 01 49000 0 0
AARON RENTS INC COM 002535201 360 13500 SH SOLE 01 13500 0 0
ABAXIS INC COM 002567105 25 20400 SH CALL SOLE 01 20400 0 0
ABBOTT LABS COM 002824100 76 30000 SH CALL SOLE 01 30000 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1616 67916 SH SOLE 01 67916 0 0
ABERCROMBIE & FITCH CO CL A 002896207 206 212100 SH CALL SOLE 01 212100 0 0
ACCURAY INC COM 004397105 51 10100 SH SOLE 01 10100 0 0
ACE LTD SHS H0023R105 19 14000 SH CALL SOLE 01 14000 0 0
ACORDA THERAPEUTICS INC COM 00484M106 897 45300 SH SOLE 01 45300 0 0
ACORDA THERAPEUTICS INC COM 00484M106 108 43700 SH PUT SOLE 01 43700 0 0
ADOBE SYS INC COM 00724F101 838 39167 SH SOLE 01 39167 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 418 10170 SH SOLE 01 10170 0 0
AEGON N V NY REGISTRY SH 007924103 439 114300 SH SOLE 01 114300 0 0
AEROPOSTALE COM 007865108 380 14323 SH SOLE 01 14323 0 0
AEROPOSTALE COM 007865108 131 71700 SH PUT SOLE 01 71700 0 0
AETNA INC NEW COM 00817Y108 298 12244 SH SOLE 01 12244 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 247 5163 SH SOLE 01 5163 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 117 51800 SH PUT SOLE 01 51800 0 0
AFFILIATED MANAGERS GROUP COM 008252108 442 10600 SH SOLE 01 10600 0 0
AFLAC INC COM 001055102 568 29330 SH SOLE 01 29330 0 0
AFLAC INC COM 001055102 26 12500 SH CALL SOLE 01 12500 0 0
AFLAC INC COM 001055102 197 12500 SH PUT SOLE 01 12500 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 27 35000 PRN SOLE 01 35000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1319 85802 SH SOLE 01 85802 0 0
AGL RES INC COM 001204106 321 12083 SH SOLE 01 12083 0 0
AGNICO EAGLE MINES LTD COM 008474108 666 11700 SH SOLE 01 11700 0 0
AIR PRODS & CHEMS INC COM 009158106 1229 21855 SH SOLE 01 21855 0 0
AIR PRODS & CHEMS INC COM 009158106 847 98500 SH CALL SOLE 01 98500 0 0
AK STL HLDG CORP COM 001547108 315 44200 SH SOLE 01 44200 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 643 33136 SH SOLE 01 33136 0 0
ALBANY INTL CORP CL A 012348108 132 14600 SH SOLE 01 14600 0 0
ALCOA INC COM 013817101 13959 1901784 SH SOLE 01 1901784 0 0
ALCOA INC COM 013817101 2595 1925800 SH PUT SOLE 01 1925800 0 0
ALCOA INC COM 013817101 2987 2412500 SH CALL SOLE 01 2412500 0 0
ALCON INC COM SHS H01301102 36797 41400 SH SOLE 01 41400 0 0
ALCON INC COM SHS H01301102 52 15000 SH CALL SOLE 01 15000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 299 7943 SH SOLE 01 7943 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 34 20000 SH CALL SOLE 01 20000 0 0
ALKERMES INC COM 01642T108 37 20000 SH CALL SOLE 01 20000 0 0
ALLEGHENY ENERGY INC COM 017361106 1151 49680 SH SOLE 01 49680 0 0
ALLERGAN INC NOTE 1.500% 4/0 018490AL6 214 206000 PRN SOLE 01 206000 0 0
ALLERGAN INC COM 018490102 84 40000 SH PUT SOLE 01 40000 0 0
ALLERGAN INC COM 018490102 569 11914 SH SOLE 01 11914 0 0
ALLERGAN INC COM 018490102 212 127900 SH CALL SOLE 01 127900 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 41 14300 SH CALL SOLE 01 14300 0 0
ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 52 52000 PRN SOLE 01 52000 0 0
ALLIED WASTE INDS INC SDCV 4.250% 4/1 019589AD2 321 351000 PRN SOLE 01 351000 0 0
ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 182 17700 SH SOLE 01 17700 0 0
ALLSTATE CORP COM 020002101 1806 94296 SH SOLE 01 94296 0 0
ALLSTATE CORP COM 020002101 2399 100800 SH PUT SOLE 01 100800 0 0
ALON USA ENERGY INC COM 020520102 204 14900 SH SOLE 01 14900 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 181 10200 SH SOLE 01 10200 0 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 10 16000 PRN SOLE 01 16000 0 0
ALTERA CORP COM 021441100 188 10697 SH SOLE 01 10697 0 0
ALTERA CORP COM 021441100 293 210000 SH CALL SOLE 01 210000 0 0
ALTERA CORP COM 021441100 84 50900 SH PUT SOLE 01 50900 0 0
ALTRA HOLDINGS INC COM 02208R106 92 23800 SH SOLE 01 23800 0 0
ALTRIA GROUP INC COM 02209S103 14258 163043 SH SOLE 01 163043 0 0
AMAZON COM INC COM 023135106 122 33000 SH PUT SOLE 01 33000 0 0
AMDOCS LTD ORD G02602103 306 16500 SH SOLE 01 16500 0 0
AMEREN CORP COM 023608102 614 26474 SH SOLE 01 26474 0 0
AMERICAN COMMERCIAL LINES COM NEW 025195207 55 17300 SH SOLE 01 17300 0 0
AMERICAN ELEC PWR INC COM 025537101 3182 125963 SH SOLE 01 125963 0 0
AMERICAN EXPRESS CO COM 025816109 136 171000 SH CALL SOLE 01 171000 0 0
AMERICAN EXPRESS CO COM 025816109 524 150000 SH PUT SOLE 01 150000 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 210 12116 SH SOLE 01 12116 0 0
AMERICAN TOWER CORP CL A 029912201 1585 52079 SH SOLE 01 52079 0 0
AMERICAN TOWER CORP CL A 029912201 196 40000 SH PUT SOLE 01 40000 0 0
AMERICAN TOWER CORP CL A 029912201 55 13000 SH CALL SOLE 01 13000 0 0
AMERICREDIT CORP COM 03060R101 188 32000 SH SOLE 01 02 32000 0 0
AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 2530 5750000 PRN SOLE 01 5750000 0 0
AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 5250 14000000 PRN SOLE 01 14000000 0 0
AMERIGROUP CORP COM 03073T102 25 10000 SH CALL SOLE 01 10000 0 0
AMERIPRISE FINL INC COM 03076C106 224 21000 SH PUT SOLE 01 21000 0 0
AMERIPRISE FINL INC COM 03076C106 13 19700 SH CALL SOLE 01 19700 0 0
AMERISAFE INC COM 03071H100 199 13000 SH SOLE 01 13000 0 0
AMETEK INC NEW COM 031100100 222 7106 SH SOLE 01 7106 0 0
AMGEN INC COM 031162100 2763 55796 SH SOLE 01 55796 0 0
AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 379 500000 PRN SOLE 01 500000 0 0
AMPHENOL CORP NEW CL A 032095101 262 9182 SH SOLE 01 9182 0 0
AMPHENOL CORP NEW CL A 032095101 272 25000 SH CALL SOLE 01 25000 0 0
AMR CORP COM 001765106 6 119500 SH CALL SOLE 01 119500 0 0
AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD0 120 140000 PRN SOLE 01 140000 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 36 38700 SH PUT SOLE 01 38700 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 363 30910 SH SOLE 01 30910 0 0
ANADARKO PETE CORP COM 032511107 31 20600 SH CALL SOLE 01 20600 0 0
ANALOG DEVICES INC COM 032654105 1977 102618 SH SOLE 01 102618 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 56406 152200 SH SOLE 01 152200 0 0
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 180 237000 PRN SOLE 01 237000 0 0
ANIXTER INTL INC NOTE 7/0 035290AG0 3832 7048000 PRN SOLE 01 7048000 0 0
ANNALY CAP MGMT INC COM 035710409 6 20000 SH PUT SOLE 01 20000 0 0
ANNALY CAP MGMT INC COM 035710409 447 32200 SH SOLE 01 02 32200 0 0
ANNALY CAP MGMT INC COM 035710409 30 20000 SH CALL SOLE 01 20000 0 0
AON CORP COM 037389103 233 5700 SH SOLE 01 5700 0 0
AON CORP COM 037389103 120 40600 SH CALL SOLE 01 40600 0 0
APACHE CORP COM 037411105 36 25700 SH CALL SOLE 01 25700 0 0
APOGEE ENTERPRISES INC COM 037598109 121 11000 SH SOLE 01 11000 0 0
APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK7 469 371000 PRN SOLE 01 371000 0 0
APOLLO GROUP INC CL A 037604105 559 7133 SH SOLE 01 7133 0 0
APOLLO GROUP INC CL A 037604105 8352 550600 SH CALL SOLE 01 550600 0 0
APOLLO GROUP INC CL A 037604105 3499 357300 SH PUT SOLE 01 357300 0 0
APPLE INC COM 037833100 1100 360400 SH CALL SOLE 01 360400 0 0
APPLE INC COM 037833100 1317 496900 SH PUT SOLE 01 496900 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 57056 2847085 SH SOLE 01 2847085 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 130 90000 SH CALL SOLE 01 90000 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 320 100000 SH PUT SOLE 01 100000 0 0
ARCH CAP GROUP LTD ORD G0450A105 297 5515 SH SOLE 01 5515 0 0
ARCH COAL INC COM 039380100 165 12322 SH SOLE 01 12322 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1711 61607 SH SOLE 01 61607 0 0
ARENA PHARMACEUTICALS INC COM 040047102 6 30000 SH PUT SOLE 01 30000 0 0
ARENA PHARMACEUTICALS INC COM 040047102 85 118200 SH CALL SOLE 01 118200 0 0
ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 1055 1383000 PRN SOLE 01 1383000 0 0
ASCENT MEDIA CORP COM SER A 043632108 348 13900 SH SOLE 01 13900 0 0
ASHLAND INC NEW COM 044209104 585 56649 SH SOLE 01 56649 0 0
ASM INTL N V COM N07045102 1574 190985 SH SOLE 01 190985 0 0
ASML HOLDING N V NY REG SHS N07059186 10765 614798 SH SOLE 01 614798 0 0
ASSURANT INC COM 04621X108 781 35865 SH SOLE 01 35865 0 0
AT&T INC COM 00206R102 2157 85604 SH SOLE 01 85604 0 0
ATLAS ACQUISITION HLDGS CORP COM 049162100 871 92500 SH SOLE 02 92500 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 382 22000 SH SOLE 01 22000 0 0
ATWOOD OCEANICS INC COM 050095108 289 17400 SH SOLE 01 17400 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1851 52654 SH SOLE 01 52654 0 0
AUTOZONE INC COM 053332102 5006 30781 SH SOLE 01 30781 0 0
AUTOZONE INC COM 053332102 366 50000 SH PUT SOLE 01 50000 0 0
AVALONBAY CMNTYS INC COM 053484101 90 31400 SH CALL SOLE 01 31400 0 0
AVERY DENNISON CORP COM 053611109 41 25000 SH PUT SOLE 01 25000 0 0
AVON PRODS INC COM 054303102 539 28050 SH SOLE 01 28050 0 0
BAKER HUGHES INC COM 057224107 157 61400 SH CALL SOLE 01 61400 0 0
BAKER HUGHES INC COM 057224107 357 135000 SH PUT SOLE 01 135000 0 0
BAKER HUGHES INC COM 057224107 2343 82056 SH SOLE 01 82056 0 0
BALL CORP COM 058498106 498 11479 SH SOLE 01 11479 0 0
BANCO SANTANDER SA ADR 05964H105 3084 447000 SH SOLE 01 447000 0 0
BANK OF AMERICA CORPORATION COM 060505104 846 124117 SH SOLE 01 124117 0 0
BANK OF AMERICA CORPORATION COM 060505104 406 496900 SH CALL SOLE 01 496900 0 0
BANK OF AMERICA CORPORATION COM 060505104 3546 347700 SH PUT SOLE 01 347700 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 1956 983700 SH PUT SOLE 01 983700 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 212 7500 SH SOLE 02 7500 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 1520 392100 SH CALL SOLE 01 392100 0 0
BARCLAYS PLC ADR 06738E204 1276 150000 SH SOLE 01 02 150000 0 0
BARD C R INC COM 067383109 154 40000 SH CALL SOLE 01 40000 0 0
BARNES & NOBLE INC COM 067774109 551 25757 SH SOLE 01 25757 0 0
BARRICK GOLD CORP COM 067901108 704 21726 SH SOLE 01 21726 0 0
BARRICK GOLD CORP COM 067901108 45 45000 SH CALL SOLE 01 45000 0 0
BAXTER INTL INC COM 071813109 136 44000 SH CALL SOLE 01 44000 0 0
BB&T CORP COM 054937107 976 101000 SH CALL SOLE 01 02 101000 0 0
BB&T CORP COM 054937107 1367 331100 SH PUT SOLE 01 02 331100 0 0
BB&T CORP COM 054937107 966 57084 SH SOLE 01 57084 0 0
BEACON ROOFING SUPPLY INC COM 073685109 153 11400 SH SOLE 01 11400 0 0
BEAZER HOMES USA INC COM 07556Q105 19 19246 SH SOLE 01 19246 0 0
BEAZER HOMES USA INC COM 07556Q105 1 36000 SH CALL SOLE 01 36000 0 0
BEAZER HOMES USA INC COM 07556Q105 595 83800 SH PUT SOLE 01 83800 0 0
BECTON DICKINSON & CO COM 075887109 1132 16840 SH SOLE 01 16840 0 0
BED BATH & BEYOND INC COM 075896100 262 258700 SH PUT SOLE 01 258700 0 0
BED BATH & BEYOND INC COM 075896100 622 25118 SH SOLE 01 25118 0 0
BED BATH & BEYOND INC COM 075896100 154 276500 SH CALL SOLE 01 276500 0 0
BEMIS INC COM 081437105 669 31912 SH SOLE 01 31912 0 0
BERKSHIRE HATHAWAY INC DEL CL B 084670207 84585 3000 SH SOLE 01 3000 0 0
BEST BUY INC COM 086516101 3999 105339 SH SOLE 01 105339 0 0
BEST BUY INC COM 086516101 341 140000 SH PUT SOLE 01 140000 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 414 421000 PRN SOLE 01 421000 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 1784 40000 SH SOLE 01 40000 0 0
BIG LOTS INC COM 089302103 1299 62502 SH SOLE 01 62502 0 0
BIGBAND NETWORKS INC COM 089750509 148 22600 SH SOLE 01 22600 0 0
BIOGEN IDEC INC COM 09062X103 258 4923 SH SOLE 01 4923 0 0
BIOGEN IDEC INC COM 09062X103 39 30000 SH CALL SOLE 01 30000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 11 31700 SH CALL SOLE 01 31700 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 306 24753 SH SOLE 01 24753 0 0
BIOVAIL CORP COM 09067J109 125 11400 SH SOLE 01 11400 0 0
BJ SVCS CO COM 055482103 214 21529 SH SOLE 01 21529 0 0
BJ SVCS CO COM 055482103 151 267800 SH CALL SOLE 01 267800 0 0
BJS WHOLESALE CLUB INC COM 05548J106 325 10144 SH SOLE 01 10144 0 0
BLACKROCK INC COM 09247X101 585 4500 SH SOLE 01 4500 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 226 31200 SH SOLE 01 31200 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 145 130000 SH PUT SOLE 01 130000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 367 327500 SH CALL SOLE 01 327500 0 0
BLOCK H & R INC COM 093671105 253 13901 SH SOLE 01 13901 0 0
BMC SOFTWARE INC COM 055921100 2589 78461 SH SOLE 01 78461 0 0
BMC SOFTWARE INC COM 055921100 87 55500 SH CALL SOLE 01 55500 0 0
BMC SOFTWARE INC COM 055921100 135 20000 SH PUT SOLE 01 20000 0 0
BOB EVANS FARMS INC COM 096761101 341 15200 SH SOLE 01 15200 0 0
BOEING CO COM 097023105 1297 36456 SH SOLE 01 36456 0 0
BOSTON SCIENTIFIC CORP COM 101137107 495 62270 SH SOLE 01 62270 0 0
BOSTON SCIENTIFIC CORP COM 101137107 17 75000 SH CALL SOLE 01 75000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 30 100000 SH PUT SOLE 01 100000 0 0
BPW ACQUISITION CORP COM 055637102 1072 114500 SH SOLE 02 114500 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 300 500000 SH PUT SOLE 01 500000 0 0
BROADCOM CORP CL A 111320107 967 48423 SH SOLE 01 48423 0 0
BROADCOM CORP CL A 111320107 123 110000 SH CALL SOLE 01 110000 0 0
BROADCOM CORP CL A 111320107 110 50000 SH PUT SOLE 01 50000 0 0
BRONCO DRILLING CO INC COM 112211107 59 11200 SH SOLE 01 11200 0 0
BROWN FORMAN CORP CL B 115637209 1146 29519 SH SOLE 01 29519 0 0
BRUKER CORP COM 116794108 165 26800 SH SOLE 01 26800 0 0
BUNGE LIMITED COM G16962105 341 6015 SH SOLE 01 6015 0 0
BURGER KING HLDGS INC COM 121208201 596 25951 SH SOLE 01 25951 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 1303 21670 SH SOLE 01 21670 0 0
C&D TECHNOLOGIES INC NOTE 5.250%11/0 124661AD1 31 51000 PRN SOLE 01 51000 0 0
CA INC COM 12673P105 1716 97441 SH SOLE 02 97441 0 0
CA INC COM 12673P105 87 350000 SH CALL SOLE 01 350000 0 0
CA INC COM 12673P105 152 80000 SH PUT SOLE 01 80000 0 0
CABOT CORP COM 127055101 61 90000 SH CALL SOLE 01 90000 0 0
CABOT OIL & GAS CORP COM 127097103 896 38023 SH SOLE 01 38023 0 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 3539 4133000 PRN SOLE 01 4133000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 272 155600 SH CALL SOLE 01 155600 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1176 53620 SH SOLE 01 53620 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 14 20000 SH CALL SOLE 01 20000 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 135 37000 SH PUT SOLE 01 37000 0 0
CAMPBELL SOUP CO COM 134429109 569 20794 SH SOLE 01 20794 0 0
CANON INC ADR 138006309 250 8600 SH SOLE 01 8600 0 0
CAPITAL ONE FINL CORP COM 14040H105 56 75100 SH CALL SOLE 01 75100 0 0
CAPITAL ONE FINL CORP COM 14040H105 184 15000 SH PUT SOLE 01 15000 0 0
CAPITOL ACQUISITION CORP DEL COM 14055E104 948 100000 SH SOLE 02 100000 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 132 12300 SH SOLE 01 12300 0 0
CARDINAL HEALTH INC COM 14149Y108 1195 37967 SH SOLE 01 37967 0 0
CARLISLE COS INC COM 142339100 251 12790 SH SOLE 01 12790 0 0
CARNIVAL CORP PAIRED CTF 143658300 45771 252354 SH SOLE 01 252354 0 0
CARTER INC COM 146229109 190 10100 SH SOLE 01 10100 0 0
CASEYS GEN STORES INC COM 147528103 267 10000 SH SOLE 01 10000 0 0
CASTLE A M & CO COM 148411101 96 10800 SH SOLE 01 10800 0 0
CATERPILLAR INC DEL COM 149123101 1309 46822 SH SOLE 01 46822 0 0
CELGENE CORP COM 151020104 674 15178 SH SOLE 01 15178 0 0
CENTERPOINT ENERGY INC COM 15189T107 41903 446294 SH SOLE 01 446294 0 0
CENTERPOINT ENERGY INC COM 15189T107 4 53600 SH CALL SOLE 01 53600 0 0
CENTERPOINT ENERGY INC COM 15189T107 68 28200 SH PUT SOLE 01 28200 0 0
CENTURY ALUM CO COM 156431108 10 25000 SH CALL SOLE 01 25000 0 0
CEPHALON INC COM 156708109 2990 43902 SH SOLE 01 43902 0 0
CERNER CORP COM 156782104 741 16854 SH SOLE 01 16854 0 0
CF INDS HLDGS INC COM 125269100 407 149500 SH PUT SOLE 01 149500 0 0
CF INDS HLDGS INC COM 125269100 1075 87900 SH CALL SOLE 01 87900 0 0
CF INDS HLDGS INC COM 125269100 282 3958 SH SOLE 01 3958 0 0
CHARLES RIV LABS INTL INC COM 159864107 863 31726 SH SOLE 01 31726 0 0
CHARMING SHOPPES INC NOTE 1.125% 5/0 161133AE3 289 1000000 PRN SOLE 01 1000000 0 0
CHART INDS INC COM PAR $0.01 16115Q308 142 18000 SH SOLE 01 18000 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 947 42622 SH SOLE 01 02 42622 0 0
CHESAPEAKE ENERGY CORP COM 165167107 137 60000 SH CALL SOLE 01 60000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 402 60000 SH PUT SOLE 01 60000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1089 63846 SH SOLE 01 63846 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 3343 52100 SH SOLE 01 52100 0 0
CHUBB CORP COM 171232101 542 42000 SH PUT SOLE 01 42000 0 0
CIENA CORP COM NEW 171779309 93 12000 SH SOLE 01 12000 0 0
CIGNA CORP COM 125509109 690 39230 SH SOLE 01 39230 0 0
CISCO SYS INC COM 17275R102 154 526900 SH CALL SOLE 01 526900 0 0
CISCO SYS INC COM 17275R102 187 83200 SH PUT SOLE 01 83200 0 0
CITIGROUP INC COM 172967101 34 175500 SH CALL SOLE 01 175500 0 0
CITIGROUP INC COM 172967101 3644 1207900 SH PUT SOLE 01 1207900 0 0
CITIGROUP INC COM 172967101 33 13031 SH SOLE 01 13031 0 0
CITY NATL CORP COM 178566105 969 28700 SH SOLE 01 28700 0 0
CLARCOR INC COM 179895107 14 12400 SH PUT SOLE 01 12400 0 0
CLAUDE RES INC COM 182873109 24 40000 SH SOLE 01 40000 0 0
CLOROX CO DEL COM 189054109 468 9095 SH SOLE 01 9095 0 0
CME GROUP INC COM 12572Q105 1649 6691 SH SOLE 01 6691 0 0
CME GROUP INC COM 12572Q105 778 14300 SH PUT SOLE 01 14300 0 0
CMS ENERGY CORP COM 125896100 546 46088 SH SOLE 01 46088 0 0
CNOOC LTD SPONSORED ADR 126132109 231 2300 SH SOLE 01 2300 0 0
COACH INC COM 189754104 531 31800 SH SOLE 01 31800 0 0
COCA COLA CO COM 191216100 635 14458 SH SOLE 01 14458 0 0
COCA COLA ENTERPRISES INC COM 191219104 611 46300 SH SOLE 01 46300 0 0
COGENT COMM GROUP INC COM NEW 19239V302 76 10500 SH SOLE 01 10500 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 216 495000 SH CALL SOLE 01 495000 0 0
COLGATE PALMOLIVE CO COM 194162103 465 7886 SH SOLE 01 7886 0 0
COLGATE PALMOLIVE CO COM 194162103 45 23000 SH CALL SOLE 01 23000 0 0
COMCAST CORP NEW CL A 20030N101 173 74100 SH CALL SOLE 01 74100 0 0
COMCAST CORP NEW CL A SPL 20030N200 4992 387900 SH SOLE 01 387900 0 0
COMCAST CORP NEW CL A 20030N101 518 37955 SH SOLE 01 37955 0 0
COMERICA INC COM 200340107 637 34765 SH SOLE 01 34765 0 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 162 12200 SH SOLE 01 12200 0 0
COMPUTER SCIENCES CORP COM 205363104 710 19285 SH SOLE 01 19285 0 0
COMPUWARE CORP COM 205638109 364 55200 SH SOLE 01 55200 0 0
COMVERGE INC COM 205859101 104 14900 SH SOLE 01 14900 0 0
CONCHO RES INC COM 20605P101 220 8600 SH SOLE 01 8600 0 0
CONOCOPHILLIPS COM 20825C104 37 13200 SH CALL SOLE 01 13200 0 0
CONOCOPHILLIPS COM 20825C104 261 20000 SH PUT SOLE 01 20000 0 0
CONOCOPHILLIPS COM 20825C104 39893 110555 SH SOLE 01 110555 0 0
CONSOL ENERGY INC COM 20854P109 1140 45183 SH SOLE 01 45183 0 0
CONSTELLATION BRANDS INC CL A 21036P108 194 16276 SH SOLE 01 16276 0 0
CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 81 100000 PRN SOLE 01 100000 0 0
CONTINENTAL RESOURCES INC COM 212015101 285 13416 SH SOLE 01 13416 0 0
COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE2 1295 1000000 PRN SOLE 01 1000000 0 0
COOPER COS INC COM NEW 216648402 1168 44158 SH SOLE 01 44158 0 0
COPART INC COM 217204106 262 8821 SH SOLE 01 8821 0 0
CORINTHIAN COLLEGES INC COM 218868107 193 40300 SH CALL SOLE 01 40300 0 0
CORNING INC COM 219350105 1521 114556 SH SOLE 01 02 114556 0 0
CORNING INC COM 219350105 669 131700 SH CALL SOLE 01 131700 0 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 155 10675 SH SOLE 01 10675 0 0
COSTCO WHSL CORP NEW COM 22160K105 723 15611 SH SOLE 01 15611 0 0
COSTCO WHSL CORP NEW COM 22160K105 262 1005500 SH CALL SOLE 01 1005500 0 0
COSTCO WHSL CORP NEW COM 22160K105 566 141500 SH PUT SOLE 01 141500 0 0
COVANTA HLDG CORP COM 22282E102 326 24931 SH SOLE 01 24931 0 0
COVIDIEN LTD COM G2552X108 63 23200 SH CALL SOLE 01 23200 0 0
CPI INTERNATIONAL INC COM 12618M100 200 21300 SH SOLE 01 21300 0 0
CREE INC COM 225447101 260 226000 SH CALL SOLE 01 226000 0 0
CRESUD SA COMERCIAL *W EXP 05/22/201 P3311R192 2691 33641743 SH SOLE 01 33641743 0 0
CROWN HOLDINGS INC COM 228368106 286 12581 SH SOLE 01 12581 0 0
CSX CORP COM 126408103 618 23917 SH SOLE 01 23917 0 0
CTS CORP NOTE 2.125% 5/0 126501AC9 291 300000 PRN SOLE 01 300000 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 177 10800 SH SOLE 01 10800 0 0
CURRENCYSHARES SWISS FRANC T SWISS FRANC SH 23129V109 43703 50000 SH SOLE 01 50000 0 0
CV THERAPEUTICS INC COM 126667104 1117 56200 SH SOLE 01 56200 0 0
CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF1 1793 1601000 PRN SOLE 01 1601000 0 0
CV THERAPEUTICS INC COM 126667104 73 129900 SH PUT SOLE 01 129900 0 0
CV THERAPEUTICS INC COM 126667104 30 75000 SH CALL SOLE 01 75000 0 0
CVS CAREMARK CORPORATION COM 126650100 68 61400 SH CALL SOLE 01 61400 0 0
CVS CAREMARK CORPORATION COM 126650100 1530 156900 SH PUT SOLE 01 156900 0 0
CYBERONICS INC COM 23251P102 240 18100 SH SOLE 01 18100 0 0
CYBERONICS INC COM 23251P102 31 15000 SH PUT SOLE 01 15000 0 0
DAIMLER AG REG SHS D1668R123 1236 48400 SH SOLE 01 48400 0 0
DANAHER CORP DEL COM 235851102 1638 30208 SH SOLE 01 30208 0 0
DARDEN RESTAURANTS INC COM 237194105 1815 52973 SH SOLE 01 52973 0 0
DATA DOMAIN INC COM 23767P109 108 79000 SH PUT SOLE 01 79000 0 0
DATA DOMAIN INC COM 23767P109 903 71829 SH SOLE 01 71829 0 0
DAVITA INC COM 23918K108 1653 37622 SH SOLE 01 37622 0 0
DAVITA INC COM 23918K108 8 15000 SH CALL SOLE 01 15000 0 0
DEAN FOODS CO NEW COM 242370104 1014 56110 SH SOLE 01 56110 0 0
DEERE & CO COM 244199105 1418 43152 SH SOLE 01 43152 0 0
DEL MONTE FOODS CO COM 24522P103 92 12600 SH SOLE 01 12600 0 0
DELL INC COM 24702R101 220 120000 SH PUT SOLE 01 120000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 73 118700 SH CALL SOLE 01 118700 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 440 78100 SH SOLE 01 78100 0 0
DENBURY RES INC COM NEW 247916208 1076 72389 SH SOLE 01 72389 0 0
DEPOMED INC COM 249908104 25 10600 SH SOLE 01 10600 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 77438 1905000 SH SOLE 01 1905000 0 0
DEVON ENERGY CORP NEW COM 25179M103 281 6290 SH SOLE 01 6290 0 0
DEVRY INC DEL COM 251893103 5 15000 SH CALL SOLE 01 15000 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 394 6275 SH SOLE 01 6275 0 0
DICKS SPORTING GOODS INC COM 253393102 423 29647 SH SOLE 01 29647 0 0
DIRECTV GROUP INC COM 25459L106 299 13107 SH SOLE 01 13107 0 0
DISCOVER FINL SVCS COM 254709108 138 120000 SH PUT SOLE 01 120000 0 0
DISCOVER FINL SVCS COM 254709108 382 225000 SH CALL SOLE 01 225000 0 0
DISH NETWORK CORP CL A 25470M109 160 14400 SH SOLE 01 14400 0 0
DOMINION RES INC VA NEW COM 25746U109 1788 57700 SH SOLE 01 57700 0 0
DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 47 45000 PRN SOLE 01 45000 0 0
DOUBLE-TAKE SOFTWARE INC COM 258598101 134 19800 SH SOLE 01 19800 0 0
DOW CHEM CO COM 260543103 492 58355 SH SOLE 01 58355 0 0
DPL INC COM 233293109 202 8949 SH SOLE 01 8949 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2813 166357 SH SOLE 01 166357 0 0
DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 233 239000 PRN SOLE 01 239000 0 0
DST SYS INC DEL DBCV 8/1 233326AD9 2927 3341000 PRN SOLE 01 3341000 0 0
DTE ENERGY CO COM 233331107 1343 48493 SH SOLE 01 48493 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 901 40370 SH SOLE 01 40370 0 0
DUKE REALTY CORP COM NEW 264411505 156 28341 SH SOLE 01 28341 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 233 3030 SH SOLE 01 3030 0 0
E M C CORP MASS COM 268648102 1302 815100 SH CALL SOLE 01 815100 0 0
E M C CORP MASS COM 268648102 1525 2017500 SH PUT SOLE 01 2017500 0 0
E M C CORP MASS COM 268648102 658 57713 SH SOLE 01 57713 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AK8 70 70000 PRN SOLE 01 70000 0 0
EAGLE BULK SHIPPING INC COM Y2187A101 18 100000 SH CALL SOLE 01 100000 0 0
EARTHLINK INC NOTE 3.250%11/1 270321AA0 951 1000000 PRN SOLE 01 1000000 0 0
EATON VANCE FLTING RATE INC COM 278279104 83750 1000000 SH SOLE 01 1000000 0 0
EBAY INC COM 278642103 480 38242 SH SOLE 01 38242 0 0
EBAY INC COM 278642103 100 75200 SH CALL SOLE 01 75200 0 0
EBAY INC COM 278642103 179 75300 SH PUT SOLE 01 75300 0 0
EBIX INC COM NEW 278715206 214 8600 SH SOLE 01 8600 0 0
ECHOSTAR CORP CL A 278768106 174 11718 SH SOLE 01 11718 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 419 6907 SH SOLE 01 6907 0 0
EINSTEIN NOAH REST GROUP INC COM 28257U104 165 28300 SH SOLE 01 28300 0 0
EL PASO CORP COM 28336L109 167 26796 SH SOLE 01 26796 0 0
EL PASO CORP COM 28336L109 13 32500 SH CALL SOLE 01 32500 0 0
EL PASO CORP COM 28336L109 88 32500 SH PUT SOLE 01 32500 0 0
ELECTRONIC ARTS INC COM 285512109 204 120000 SH PUT SOLE 01 120000 0 0
ELECTRONIC ARTS INC COM 285512109 380 20900 SH SOLE 01 20900 0 0
ELECTRONIC ARTS INC COM 285512109 306 120000 SH CALL SOLE 01 120000 0 0
EMPIRE RESORTS INC NOTE 8.000% 7/3 292052AB3 21 70000 PRN SOLE 01 70000 0 0
ENCORE WIRE CORP COM 292562105 238 11100 SH SOLE 01 11100 0 0
ENERGIZER HLDGS INC COM 29266R108 225 4530 SH SOLE 01 4530 0 0
ENERSYS COM 29275Y102 207 17100 SH SOLE 01 17100 0 0
ENSCO INTL INC COM 26874Q100 699 26464 SH SOLE 01 26464 0 0
ENSTAR GROUP LIMITED SHS G3075P101 253 4500 SH SOLE 01 4500 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 12 11000 SH SOLE 01 11000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 44535 205600 SH SOLE 01 205600 0 0
EOG RES INC COM 26875P101 408 20000 SH PUT SOLE 01 20000 0 0
EOG RES INC COM 26875P101 5 20000 SH CALL SOLE 01 20000 0 0
EOG RES INC COM 26875P101 3216 58731 SH SOLE 01 58731 0 0
EQT CORP COM 26884L109 1238 39518 SH SOLE 01 39518 0 0
EQUIFAX INC COM 294429105 1979 80933 SH SOLE 01 80933 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 302 16435 SH SOLE 01 16435 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2 35300 SH CALL SOLE 01 35300 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 347 17100 SH PUT SOLE 01 17100 0 0
ERICSSON L M TEL CO ADR B SEK 10 294821608 4943 611029 SH SOLE 01 611029 0 0
ESSEX PPTY TR INC COM 297178105 315 5500 SH SOLE 01 5500 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 14426 76700 SH SOLE 01 76700 0 0
EXELON CORP COM 30161N101 55 25800 SH CALL SOLE 01 25800 0 0
EXXON MOBIL CORP COM 30231G102 4532 66555 SH SOLE 01 66555 0 0
EXXON MOBIL CORP COM 30231G102 478 313900 SH CALL SOLE 01 313900 0 0
EXXON MOBIL CORP COM 30231G102 966 99600 SH PUT SOLE 01 99600 0 0
F5 NETWORKS INC COM 315616102 363 17319 SH SOLE 01 17319 0 0
FASTENAL CO COM 311900104 231 7199 SH SOLE 01 7199 0 0
FEDERAL NATL MTG ASSN COM 313586109 1 40000 SH CALL SOLE 01 40000 0 0
FEDERAL SIGNAL CORP COM 313855108 57 10800 SH SOLE 01 10800 0 0
FEDEX CORP COM 31428X106 2742 61643 SH SOLE 01 61643 0 0
FEDEX CORP COM 31428X106 107 14000 SH CALL SOLE 01 14000 0 0
FEDEX CORP COM 31428X106 461 217300 SH PUT SOLE 01 217300 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 201 10296 SH SOLE 01 02 10296 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 713 39193 SH SOLE 01 39193 0 0
FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 1236 30000 SH SOLE 01 30000 0 0
FINANCIAL FED CORP DBCV 2.000% 4/1 317492AF3 2965 3003000 PRN SOLE 01 3003000 0 0
FINISH LINE INC CL A 317923100 134 20220 SH SOLE 01 20220 0 0
FIRST AMERN CORP CALIF COM 318522307 855 32272 SH SOLE 01 02 32272 0 0
FIRST HORIZON NATL CORP COM 320517105 154 14384 SH SOLE 01 14384 0 0
FIRST SOLAR INC COM 336433107 1036 7809 SH SOLE 01 7809 0 0
FIRST SOLAR INC COM 336433107 889 56800 SH CALL SOLE 01 56800 0 0
FIRST SOLAR INC COM 336433107 1406 56800 SH PUT SOLE 01 56800 0 0
FIRSTENERGY CORP COM 337932107 2045 52984 SH SOLE 01 52984 0 0
FISERV INC COM 337738108 284 7800 SH SOLE 01 7800 0 0
FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW5 1872 1210000 PRN SOLE 01 1210000 0 0
FLIR SYS INC COM 302445101 421 20546 SH SOLE 01 20546 0 0
FLIR SYS INC COM 302445101 189 38600 SH PUT SOLE 01 38600 0 0
FLIR SYS INC COM 302445101 59 20000 SH CALL SOLE 01 20000 0 0
FLUOR CORP NEW COM 343412102 1105 31977 SH SOLE 01 31977 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 320 100000 SH CALL SOLE 01 100000 0 0
FOREST OIL CORP COM PAR $0.01 346091705 216 16446 SH SOLE 01 16446 0 0
FORTUNE BRANDS INC COM 349631101 1117 45493 SH SOLE 01 45493 0 0
FPL GROUP INC COM 302571104 847 16702 SH SOLE 01 16702 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 188 137700 SH CALL SOLE 01 137700 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 197 23300 SH PUT SOLE 01 23300 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1471 38607 SH SOLE 01 38607 0 0
FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 1349 21025 SH SOLE 01 21025 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 468 12100 SH SOLE 01 12100 0 0
FRONTLINE LTD SHS G3682E127 18064 1038753 SH SOLE 01 1038753 0 0
FTI CONSULTING INC COM 302941109 267 5400 SH SOLE 01 5400 0 0
FUQI INTERNATIONAL INC COM NEW 36102A207 72 15400 SH SOLE 01 15400 0 0
FUSHI COPPERWELD INC COM 36113E107 100 20800 SH SOLE 01 20800 0 0
G-III APPAREL GROUP LTD COM 36237H101 125 22600 SH SOLE 01 22600 0 0
GAMESTOP CORP NEW CL A 36467W109 35 50000 SH PUT SOLE 01 50000 0 0
GAMESTOP CORP NEW CL A 36467W109 254 337400 SH CALL SOLE 01 337400 0 0
GAMESTOP CORP NEW CL A 36467W109 1525 54420 SH SOLE 01 54420 0 0
GAP INC DEL COM 364760108 394 30348 SH SOLE 01 30348 0 0
GARDNER DENVER INC COM 365558105 222 114200 SH PUT SOLE 01 114200 0 0
GATX CORP COM 361448103 242 12000 SH SOLE 01 02 12000 0 0
GENENTECH INC COM NEW 368710406 2767 641600 SH CALL SOLE 01 641600 0 0
GENENTECH INC COM NEW 368710406 264 175400 SH PUT SOLE 01 175400 0 0
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 31 44000 PRN SOLE 01 44000 0 0
GENERAL DYNAMICS CORP COM 369550108 24 17000 SH CALL SOLE 01 17000 0 0
GENERAL ELECTRIC CO COM 369604103 2449 1698200 SH PUT SOLE 01 02 1698200 0 0
GENERAL ELECTRIC CO COM 369604103 1712 3750000 SH CALL SOLE 01 3750000 0 0
GENERAL MTRS CORP COM 370442105 349 18500 SH PUT SOLE 01 18500 0 0
GENUINE PARTS CO COM 372460105 474 15877 SH SOLE 01 15877 0 0
GERDAU AMERISTEEL CORP COM 37373P105 4 39000 SH CALL SOLE 01 39000 0 0
GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 64 50000 PRN SOLE 01 50000 0 0
GLOBAL BRANDS ACQUISITION CO COM 378982102 1190 125000 SH SOLE 02 125000 0 0
GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 53 105000 PRN SOLE 01 105000 0 0
GLOBAL SHIP LEASE INC NEW SHS A Y27183105 223 110301 SH SOLE 01 110301 0 0
GOLDCORP INC NEW COM 380956409 333 10000 SH SOLE 01 10000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 265 2500 SH SOLE 01 2500 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1041 57400 SH CALL SOLE 01 57400 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 917 122900 SH PUT SOLE 01 122900 0 0
GOODRICH CORP COM 382388106 900 23758 SH SOLE 01 23758 0 0
GOODRICH PETE CORP NOTE 3.250%12/0 382410AB4 24 34000 PRN SOLE 01 34000 0 0
GRACE W R & CO DEL NEW COM 38388F108 31 20000 SH CALL SOLE 01 20000 0 0
GRAINGER W W INC COM 384802104 1239 17656 SH SOLE 01 17656 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 468 9757 SH SOLE 01 9757 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 32 11000 SH CALL SOLE 01 11000 0 0
GRIFFON CORP NOTE 4.000% 7/1 398433AC6 4657 5015000 PRN SOLE 01 5015000 0 0
GYMBOREE CORP COM 403777105 18 11000 SH CALL SOLE 01 11000 0 0
HALLIBURTON CO COM 406216101 1062 68658 SH SOLE 01 68658 0 0
HALLIBURTON CO COM 406216101 46 60000 SH CALL SOLE 01 60000 0 0
HANOVER INS GROUP INC COM 410867105 208 7200 SH SOLE 01 7200 0 0
HARLEY DAVIDSON INC COM 412822108 354 26441 SH SOLE 01 26441 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 251 22900 SH SOLE 01 22900 0 0
HASBRO INC DBCV 2.750%12/0 418056AN7 15 12000 PRN SOLE 01 12000 0 0
HATTERAS FINL CORP COM 41902R103 239 9550 SH SOLE 01 9550 0 0
HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 7760 6913000 PRN SOLE 01 6913000 0 0
HCP INC COM 40414L109 267 14935 SH SOLE 01 14935 0 0
HCP INC COM 40414L109 168 12100 SH PUT SOLE 01 12100 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 500 8200 SH SOLE 01 8200 0 0
HEALTH CARE REIT INC COM 42217K106 475 15518 SH SOLE 01 15518 0 0
HEALTH NET INC COM 42222G108 28 26600 SH CALL SOLE 01 26600 0 0
HEALTHCARE RLTY TR COM 421946104 246 16400 SH SOLE 01 16400 0 0
HEALTHTRONICS INC COM 42222L107 159 118047 SH SOLE 01 118047 0 0
HEINZ H J CO COM 423074103 789 23860 SH SOLE 01 23860 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 61 15628 SH SOLE 01 15628 0 0
HESS CORP COM 42809H107 2539 46844 SH SOLE 01 46844 0 0
HESS CORP COM 42809H107 147 13000 SH PUT SOLE 01 13000 0 0
HEWLETT PACKARD CO COM 428236103 69 60000 SH CALL SOLE 01 60000 0 0
HEWLETT PACKARD CO COM 428236103 98 15000 SH PUT SOLE 01 15000 0 0
HEXCEL CORP NEW COM 428291108 127 100000 SH CALL SOLE 01 100000 0 0
HICKS ACQUISITION CO I INC COM 429086309 1413 150000 SH SOLE 02 150000 0 0
HILLTOP HOLDINGS INC COM 432748101 182 16000 SH SOLE 01 02 16000 0 0
HNI CORP COM 404251100 158 15200 SH SOLE 01 15200 0 0
HOLOGIC INC COM 436440101 326 24900 SH SOLE 01 24900 0 0
HOME DEPOT INC COM 437076102 85 119900 SH CALL SOLE 01 119900 0 0
HONEYWELL INTL INC COM 438516106 1441 51714 SH SOLE 01 51714 0 0
HORIZON LINES INC COM 44044K101 38 12400 SH SOLE 01 12400 0 0
HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 12 20000 PRN SOLE 01 20000 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 1261 82728 SH SOLE 01 82728 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 5 25000 SH CALL SOLE 01 25000 0 0
HUB GROUP INC CL A 443320106 486 28600 SH SOLE 01 28600 0 0
HUDSON CITY BANCORP COM 443683107 1013 86615 SH SOLE 01 86615 0 0
HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK4 890 2423000 PRN SOLE 01 2423000 0 0
HUMANA INC COM 444859102 15597 60000 SH SOLE 01 60000 0 0
HUNTSMAN CORP COM 447011107 95 30376 SH SOLE 01 30376 0 0
HUNTSMAN CORP COM 447011107 426 136000 SH CALL SOLE 02 136000 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 530 34800 SH SOLE 01 34800 0 0
IDEXX LABS INC COM 45168D104 207 5989 SH SOLE 01 5989 0 0
ILLINOIS TOOL WKS INC COM 452308109 302 9802 SH SOLE 01 9802 0 0
ILLUMINA INC COM 452327109 50 44000 SH PUT SOLE 01 44000 0 0
ILLUMINA INC COM 452327109 1867 50130 SH SOLE 01 50130 0 0
IMS HEALTH INC COM 449934108 575 46100 SH SOLE 01 46100 0 0
INGERSOLL-RAND COMPANY LTD CL A G4776G101 693 50204 SH SOLE 01 50204 0 0
INNOPHOS HOLDINGS INC COM 45774N108 130 11500 SH SOLE 01 11500 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 2397 92037 SH SOLE 01 92037 0 0
INTEL CORP COM 458140100 769 1100600 SH CALL SOLE 01 1100600 0 0
INTEL CORP COM 458140100 459 462100 SH PUT SOLE 01 462100 0 0
INTEL CORP COM 458140100 2232 148515 SH SOLE 01 148515 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 271 3641 SH SOLE 01 3641 0 0
INTERDIGITAL INC COM 45867G101 519 20100 SH SOLE 01 20100 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 827 209400 SH CALL SOLE 01 209400 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 368 323500 SH PUT SOLE 01 323500 0 0
INTERNATIONAL COAL GRP INC N COM 45928H106 46 28300 SH SOLE 01 28300 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 876 28765 SH SOLE 01 28765 0 0
INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP7 367 379000 PRN SOLE 01 379000 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 157 70000 SH CALL SOLE 01 70000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 129 31200 SH SOLE 01 31200 0 0
INTL PAPER CO COM 460146103 93 13232 SH SOLE 01 13232 0 0
INTREPID POTASH INC COM 46121Y102 282 15292 SH SOLE 01 15292 0 0
INTUIT COM 461202103 271 10032 SH SOLE 01 10032 0 0
INTUIT COM 461202103 82 35000 SH CALL SOLE 01 35000 0 0
INTUIT COM 461202103 154 35000 SH PUT SOLE 01 35000 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 5763 257500 SH PUT SOLE 01 257500 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 4287 44954 SH SOLE 01 44954 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3541 240800 SH CALL SOLE 01 240800 0 0
INVERNESS MED INNOVATIONS IN PFD CONV SER B 46126P304 1688 10096 SH SOLE 01 10096 0 0
INVESCO LTD SHS G491BT108 169 12162 SH SOLE 01 12162 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 319 12500 SH SOLE 01 12500 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 256 124700 SH PUT SOLE 01 124700 0 0
INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 201 226000 PRN SOLE 01 226000 0 0
ISHARES COMEX GOLD TR ISHARES 464285105 206706 227800 SH SOLE 01 227800 0 0
ISHARES INC MSCI CHILE INVES 464286640 639535 1854800 SH SOLE 01 1854800 0 0
ISHARES INC MSCI STH AFRCA 464286780 725565 1912400 SH SOLE 01 1912400 0 0
ISHARES INC MSCI THAILAND 464286624 547575 2450000 SH SOLE 01 2450000 0 0
ISHARES INC MSCI S KOREA 464286772 679834 2336600 SH SOLE 01 2336600 0 0
ISHARES INC MSCI BRAZIL 464286400 678688 1764200 SH SOLE 01 1764200 0 0
ISHARES INC MSCI HONG KONG 464286871 613726 5973000 SH SOLE 01 5973000 0 0
ISHARES INC MSCI MALAYSIA 464286830 678017 9529400 SH SOLE 01 9529400 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 214010 1706000 SH SOLE 01 1706000 0 0
ISHARES TR RUSSELL 2000 464287655 246 150000 SH PUT SOLE 01 150000 0 0
ISHARES TR MSCI EMERG MKT 464287234 662979 2646952 SH SOLE 01 2646952 0 0
ISHARES TR MSCI EMERG MKT 464287234 279 305600 SH CALL SOLE 01 305600 0 0
ISHARES TR MSCI EMERG MKT 464287234 1094 402800 SH PUT SOLE 01 402800 0 0
ISHARES TR NASDQ BIO INDX 464287556 338204 564634 SH SOLE 01 564634 0 0
ISHARES TR RUSSELL 1000 464287622 174920 400000 SH SOLE 01 400000 0 0
ISHARES TR RUSSELL 2000 464287655 333 603900 SH CALL SOLE 01 603900 0 0
ISHARES TR FTSE XNHUA IDX 464287184 6 130500 SH CALL SOLE 01 130500 0 0
ISHARES TR S&P LTN AM 40 464287390 698175 2675000 SH SOLE 01 2675000 0 0
ISHARES TR S&P NA NAT RES 464287374 92580 387200 SH SOLE 01 387200 0 0
ISHARES TR S&P NA SEMICND 464287523 121620 387200 SH SOLE 01 387200 0 0
ISHARES TR S&P NA SOFTWR 464287515 347927 1044200 SH SOLE 01 1044200 0 0
ISHARES TR S&P NA TECH FD 464287549 124219 351000 SH SOLE 01 351000 0 0
ISHARES TR RUSSELL 2000 464287655 1775 42200 SH SOLE 01 42200 0 0
ISHARES TR DJ US FINL SVC 464287770 317454 910000 SH SOLE 01 910000 0 0
ISHARES TR BARCLYS 1-3YR CR 464288646 98615 100000 SH SOLE 01 100000 0 0
ISHARES TR CONS GOODS IDX 464287812 337416 816000 SH SOLE 01 816000 0 0
ISHARES TR DJ BROKER-DEAL 464288794 201784 1003400 SH SOLE 01 1003400 0 0
ISHARES TR IBOXX INV CPBD 464287242 46895 50000 SH SOLE 01 50000 0 0
ISHARES TR DJ US ENERGY 464287796 119793 468400 SH SOLE 01 468400 0 0
ISHARES TR FTSE XNHUA IDX 464287184 155 93500 SH PUT SOLE 01 93500 0 0
ISHARES TR DJ US FINL SEC 464287788 118534 358000 SH SOLE 01 358000 0 0
ISHARES TR DJ US HEALTHCR 464287762 125585 254400 SH SOLE 01 254400 0 0
ISHARES TR DJ US TECH SEC 464287721 124825 333400 SH SOLE 01 333400 0 0
ISHARES TR DJ US TELECOMM 464287713 124522 767000 SH SOLE 01 767000 0 0
ISHARES TR DJ US UTILS 464287697 125349 206200 SH SOLE 01 206200 0 0
ISHARES TR FTSE XNHUA IDX 464287184 710787 2461600 SH SOLE 01 2461600 0 0
ISHARES TR DJ PHARMA INDX 464288836 217928 516600 SH SOLE 01 516600 0 0
ISIS PHARMACEUTICALS INC COM 464330109 206 13700 SH SOLE 01 13700 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 1146 1000000 PRN SOLE 01 1000000 0 0
ITRON INC COM 465741106 244 126500 SH CALL SOLE 01 126500 0 0
ITRON INC COM 465741106 101 17500 SH PUT SOLE 01 17500 0 0
ITT CORP NEW COM 450911102 1563 40630 SH SOLE 01 40630 0 0
ITT CORP NEW COM 450911102 515 100000 SH CALL SOLE 01 100000 0 0
ITT CORP NEW COM 450911102 795 100000 SH PUT SOLE 01 100000 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 3967 269200 SH PUT SOLE 01 269200 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 7962 65578 SH SOLE 01 65578 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 2421 162600 SH CALL SOLE 01 162600 0 0
J CREW GROUP INC COM 46612H402 637 150000 SH CALL SOLE 01 150000 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 767 19848 SH SOLE 01 19848 0 0
JANUS CAP GROUP INC COM 47102X105 87 13064 SH SOLE 01 13064 0 0
JETBLUE AIRWAYS CORP COM 477143101 67 18400 SH SOLE 01 18400 0 0
JO-ANN STORES INC COM 47758P307 214 13100 SH SOLE 01 13100 0 0
JOHNSON & JOHNSON COM 478160104 55207 145369 SH SOLE 01 145369 0 0
JOHNSON & JOHNSON COM 478160104 303 542900 SH CALL SOLE 01 542900 0 0
JOHNSON & JOHNSON COM 478160104 176 145500 SH PUT SOLE 01 145500 0 0
JOHNSON CTLS INC COM 478366107 354 29468 SH SOLE 01 29468 0 0
JONES LANG LASALLE INC COM 48020Q107 391 16800 SH SOLE 01 16800 0 0
JOY GLOBAL INC COM 481165108 269 12622 SH SOLE 01 12622 0 0
JPMORGAN CHASE & CO COM 46625H100 1418 53349 SH SOLE 01 02 53349 0 0
JPMORGAN CHASE & CO COM 46625H100 1047 254800 SH CALL SOLE 01 254800 0 0
JPMORGAN CHASE & CO COM 46625H100 2035 227000 SH PUT SOLE 01 227000 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 94 30000 SH CALL SOLE 01 30000 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 189 30000 SH PUT SOLE 01 30000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 218 17170 SH SOLE 01 17170 0 0
KBR INC COM 48242W106 219 15858 SH SOLE 01 15858 0 0
KELLOGG CO COM 487836108 2205 60196 SH SOLE 01 60196 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 358 5000 SH SOLE 01 5000 0 0
KIMBERLY CLARK CORP COM 494368103 2425 52591 SH SOLE 01 52591 0 0
KIMCO REALTY CORP COM 49446R109 123 16166 SH SOLE 01 16166 0 0
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 70358 150000 SH SOLE 01 150000 0 0
KING PHARMACEUTICALS INC COM 495582108 92 13000 SH SOLE 01 13000 0 0
KINROSS GOLD CORP COM NO PAR 496902404 213 11900 SH SOLE 01 11900 0 0
KLA-TENCOR CORP COM 482480100 121 30000 SH PUT SOLE 01 30000 0 0
KLA-TENCOR CORP COM 482480100 37 30000 SH CALL SOLE 01 30000 0 0
KLA-TENCOR CORP COM 482480100 992 49623 SH SOLE 01 49623 0 0
KNIGHT CAPITAL GROUP INC CL A 499005106 653 44300 SH SOLE 01 44300 0 0
KOHLS CORP COM 500255104 226 5350 SH SOLE 01 5350 0 0
KRAFT FOODS INC CL A 50075N104 14886 164593 SH SOLE 01 164593 0 0
KROGER CO COM 501044101 2088 98411 SH SOLE 01 98411 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 151 10000 SH PUT SOLE 01 10000 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1081 15946 SH SOLE 01 15946 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 633 74900 SH CALL SOLE 01 74900 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 405 6917 SH SOLE 01 6917 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 1767 2101000 PRN SOLE 01 2101000 0 0
LABRANCHE & CO INC COM 505447102 84 22470 SH SOLE 01 22470 0 0
LAM RESEARCH CORP COM 512807108 4 23800 SH CALL SOLE 01 23800 0 0
LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH4 212 231000 PRN SOLE 01 231000 0 0
LAS VEGAS SANDS CORP COM 517834107 899 298800 SH SOLE 01 298800 0 0
LAS VEGAS SANDS CORP COM 517834107 1534 503000 SH PUT SOLE 01 503000 0 0
LAWSON SOFTWARE INC NEW NOTE 2.500% 4/1 52078PAA0 380 485000 PRN SOLE 01 485000 0 0
LEAP WIRELESS INTL INC COM NEW 521863308 689 19769 SH SOLE 01 19769 0 0
LEGGETT & PLATT INC COM 524660107 1169 90000 SH SOLE 01 90000 0 0
LENNAR CORP CL A 526057104 124 50000 SH CALL SOLE 01 50000 0 0
LEXMARK INTL NEW CL A 529771107 233 13814 SH SOLE 01 13814 0 0
LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 22 62000 PRN SOLE 01 62000 0 0
LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 351 452000 PRN SOLE 01 452000 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 66 18500 SH CALL SOLE 01 18500 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 83 18500 SH PUT SOLE 01 18500 0 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 40 56000 PRN SOLE 01 56000 0 0
LILLY ELI & CO COM 532457108 211 6313 SH SOLE 01 6313 0 0
LINEAR TECHNOLOGY CORP COM 535678106 245 78000 SH PUT SOLE 01 78000 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1433 62338 SH SOLE 01 62338 0 0
LINEAR TECHNOLOGY CORP COM 535678106 167 82900 SH CALL SOLE 01 82900 0 0
LOCKHEED MARTIN CORP COM 539830109 274 3969 SH SOLE 01 3969 0 0
LOEWS CORP COM 540424108 487 22028 SH SOLE 01 22028 0 0
LOGITECH INTL S A SHS H50430232 2757 268200 SH SOLE 01 268200 0 0
LORILLARD INC COM 544147101 5037 81579 SH SOLE 01 81579 0 0
LOWES COS INC COM 548661107 207 45000 SH CALL SOLE 01 45000 0 0
LOWES COS INC COM 548661107 1438 78780 SH SOLE 01 78780 0 0
LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 14 16000 PRN SOLE 01 16000 0 0
LUFKIN INDS INC COM 549764108 398 10500 SH SOLE 01 10500 0 0
M & T BK CORP COM 55261F104 728 16073 SH SOLE 01 02 16073 0 0
M & T BK CORP COM 55261F104 679 15000 SH CALL SOLE 02 15000 0 0
M D C HLDGS INC COM 552676108 480 15426 SH SOLE 01 15426 0 0
MACERICH CO COM 554382101 125 20000 SH SOLE 01 20000 0 0
MACERICH CO COM 554382101 13 45000 SH PUT SOLE 01 45000 0 0
MACK CALI RLTY CORP COM 554489104 886 44700 SH SOLE 01 44700 0 0
MACROVISION SOLUTIONS CORP COM 55611C108 630 35400 SH SOLE 01 35400 0 0
MACYS INC COM 55616P104 126 14184 SH SOLE 01 14184 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 59390 200000 SH SOLE 01 200000 0 0
MARATHON OIL CORP COM 565849106 262 119400 SH CALL SOLE 01 119400 0 0
MARATHON OIL CORP COM 565849106 217 151800 SH PUT SOLE 01 151800 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1475 40000 SH SOLE 01 40000 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 636 130000 SH CALL SOLE 01 130000 0 0
MARSH & MCLENNAN COS INC COM 571748102 65 13500 SH PUT SOLE 01 13500 0 0
MARSH & MCLENNAN COS INC COM 571748102 33 13500 SH CALL SOLE 01 13500 0 0
MARSHALL & ILSLEY CORP NEW COM 571837103 10 50000 SH CALL SOLE 01 50000 0 0
MARTIN MARIETTA MATLS INC COM 573284106 516 6512 SH SOLE 01 6512 0 0
MARVEL ENTERTAINMENT INC COM 57383T103 69 22500 SH CALL SOLE 01 22500 0 0
MARVEL ENTERTAINMENT INC COM 57383T103 89 22500 SH PUT SOLE 01 22500 0 0
MASCO CORP COM 574599106 230 33000 SH SOLE 01 33000 0 0
MASSEY ENERGY CORP COM 576206106 611 60406 SH SOLE 01 60406 0 0
MASTERCARD INC CL A 57636Q104 287 1716 SH SOLE 01 1716 0 0
MATTEL INC COM 577081102 927 80374 SH SOLE 01 80374 0 0
MAXTOR CORP NOTE 2.375% 8/1 577729AE6 125 198000 PRN SOLE 01 198000 0 0
MAXTOR CORP NOTE 6.800% 4/3 577729AC0 21 22000 PRN SOLE 01 22000 0 0
MCAFEE INC COM 579064106 71 23700 SH CALL SOLE 01 23700 0 0
MCAFEE INC COM 579064106 1499 44743 SH SOLE 01 44743 0 0
MCDATA CORP NOTE 2.250% 2/1 580031AD4 34 35000 PRN SOLE 01 35000 0 0
MCDONALDS CORP COM 580135101 547 10018 SH SOLE 01 10018 0 0
MCGRAW HILL COS INC COM 580645109 374 16371 SH SOLE 01 16371 0 0
MCGRAW HILL COS INC COM 580645109 170 35500 SH PUT SOLE 01 35500 0 0
MCKESSON CORP COM 58155Q103 600 17111 SH SOLE 01 17111 0 0
MEADWESTVACO CORP COM 583334107 2663 222123 SH SOLE 01 222123 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 50 11900 SH PUT SOLE 01 11900 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 132 10651 SH SOLE 01 10651 0 0
MEDIVATION INC COM 58501N101 316 20000 SH PUT SOLE 01 20000 0 0
MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 31 33000 PRN SOLE 01 33000 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 580 69647 SH SOLE 02 69647 0 0
MEMC ELECTR MATLS INC COM 552715104 1315 79758 SH SOLE 01 79758 0 0
MEMC ELECTR MATLS INC COM 552715104 12 23500 SH CALL SOLE 01 23500 0 0
MEMC ELECTR MATLS INC COM 552715104 26 30100 SH PUT SOLE 01 30100 0 0
MERCK & CO INC COM 589331107 868 32458 SH SOLE 01 32458 0 0
MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB4 49 50000 PRN SOLE 01 50000 0 0
MEREDITH CORP COM 589433101 711 42754 SH SOLE 01 42754 0 0
METAVANTE TECHNOLOGIES INC COM 591407101 221 11093 SH SOLE 01 11093 0 0
METLIFE INC COM 59156R108 122 30200 SH CALL SOLE 01 30200 0 0
METLIFE INC COM 59156R108 189 10500 SH PUT SOLE 01 10500 0 0
MF GLOBAL LTD SHS G60642108 106 25000 SH SOLE 02 25000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 71 17000 SH PUT SOLE 01 17000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 533 25176 SH SOLE 01 25176 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 98 58000 SH CALL SOLE 01 58000 0 0
MICROSOFT CORP COM 594918104 3180 1391800 SH CALL SOLE 01 1391800 0 0
MILLIPORE CORP COM 601073109 603 10502 SH SOLE 01 10502 0 0
MILLIPORE CORP COM 601073109 33 10000 SH PUT SOLE 01 10000 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 1477 300270 SH SOLE 01 300270 0 0
MOHAWK INDS INC COM 608190104 273 9154 SH SOLE 01 9154 0 0
MOLSON COORS BREWING CO CL B 60871R209 545 15906 SH SOLE 01 15906 0 0
MOLSON COORS BREWING CO CL B 60871R209 1 20900 SH CALL SOLE 01 20900 0 0
MOLSON COORS BREWING CO CL B 60871R209 242 17000 SH PUT SOLE 01 17000 0 0
MONSANTO CO NEW COM 61166W101 1509 18160 SH SOLE 01 18160 0 0
MONSANTO CO NEW COM 61166W101 119 10000 SH CALL SOLE 01 10000 0 0
MONSANTO CO NEW COM 61166W101 131 10000 SH PUT SOLE 01 10000 0 0
MONSTER WORLDWIDE INC COM 611742107 44 45000 SH CALL SOLE 01 45000 0 0
MORGAN STANLEY COM NEW 617446448 608 26700 SH SOLE 01 02 26700 0 0
MORGAN STANLEY COM NEW 617446448 430 151300 SH CALL SOLE 01 151300 0 0
MORGAN STANLEY COM NEW 617446448 986 469400 SH PUT SOLE 01 469400 0 0
MOSAIC CO COM 61945A107 745 118200 SH PUT SOLE 01 118200 0 0
MOSAIC CO COM 61945A107 2496 59447 SH SOLE 01 59447 0 0
MOSAIC CO COM 61945A107 337 100800 SH CALL SOLE 01 100800 0 0
MSCI INC CL A 55354G100 380 22500 SH SOLE 01 22500 0 0
MTR GAMING GROUP INC COM 553769100 44 48752 SH SOLE 01 48752 0 0
MURPHY OIL CORP COM 626717102 2077 46395 SH SOLE 01 46395 0 0
MURPHY OIL CORP COM 626717102 47 52400 SH CALL SOLE 01 52400 0 0
MURPHY OIL CORP COM 626717102 148 23700 SH PUT SOLE 01 23700 0 0
MYLAN INC COM 628530107 150 11200 SH SOLE 01 11200 0 0
MYLAN INC PFD CONV 628530206 721 837 SH SOLE 01 837 0 0
MYRIAD GENETICS INC COM 62855J104 2293 50432 SH SOLE 01 50432 0 0
MYRIAD GENETICS INC COM 62855J104 136 96700 SH CALL SOLE 01 96700 0 0
NABORS INDUSTRIES LTD SHS G6359F103 123 12269 SH SOLE 01 12269 0 0
NALCO HOLDING COMPANY COM 62985Q101 433 33100 SH SOLE 01 33100 0 0
NASDAQ OMX GROUP INC COM 631103108 40417 296363 SH SOLE 01 296363 0 0
NASDAQ OMX GROUP INC COM 631103108 77 20000 SH CALL SOLE 01 20000 0 0
NATIONAL CINEMEDIA INC COM 635309107 186 14100 SH SOLE 01 14100 0 0
NATIONAL FUEL GAS CO N J COM 636180101 345 11235 SH SOLE 01 11235 0 0
NATIONAL OILWELL VARCO INC COM 637071101 130 16500 SH PUT SOLE 01 16500 0 0
NATIONAL OILWELL VARCO INC COM 637071101 78 16500 SH CALL SOLE 01 16500 0 0
NATIONAL OILWELL VARCO INC COM 637071101 933 32504 SH SOLE 01 32504 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 448 43645 SH SOLE 01 43645 0 0
NATIONWIDE HEALTH PPTYS INC COM 638620104 1169 52700 SH SOLE 01 52700 0 0
NELNET INC CL A 64031N108 245 27700 SH SOLE 01 27700 0 0
NETAPP INC COM 64110D104 810 54622 SH SOLE 01 02 54622 0 0
NETEZZA CORP COM 64111N101 211 30900 SH SOLE 01 30900 0 0
NEWELL RUBBERMAID INC COM 651229106 1577 247228 SH SOLE 01 247228 0 0
NEWMARKET CORP COM 651587107 301 6800 SH SOLE 01 6800 0 0
NEWMONT MINING CORP COM 651639106 2416 53987 SH SOLE 01 53987 0 0
NEWMONT MINING CORP COM 651639106 237 50000 SH CALL SOLE 01 50000 0 0
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AJ5 58 51000 PRN SOLE 01 51000 0 0
NICE SYS LTD SPONSORED ADR 653656108 322 12901 SH SOLE 01 02 12901 0 0
NICOR INC COM 654086107 1923 57863 SH SOLE 01 57863 0 0
NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 19 27000 PRN SOLE 01 27000 0 0
NOBEL LEARNING CMNTYS INC COM 654889104 1118 95257 SH SOLE 01 95257 0 0
NOBLE CORPORATION SHS G65422100 1816 75365 SH SOLE 01 75365 0 0
NOKIA CORP SPONSORED ADR 654902204 30 200000 SH CALL SOLE 01 200000 0 0
NOKIA CORP SPONSORED ADR 654902204 5886 504400 SH SOLE 01 504400 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H208 583 115933 SH SOLE 01 115933 0 0
NORDSTROM INC COM 655664100 608 36307 SH SOLE 01 36307 0 0
NORDSTROM INC COM 655664100 500 40000 SH PUT SOLE 01 40000 0 0
NORFOLK SOUTHERN CORP COM 655844108 140 60000 SH CALL SOLE 01 60000 0 0
NORFOLK SOUTHERN CORP COM 655844108 292 127800 SH PUT SOLE 01 127800 0 0
NORTHEAST UTILS COM 664397106 664 30761 SH SOLE 01 30761 0 0
NORTHERN TR CORP COM 665859104 1233 20611 SH SOLE 01 20611 0 0
NORTHERN TR CORP COM 665859104 129 25000 SH CALL SOLE 01 25000 0 0
NOVELL INC COM 670006105 137 32258 SH SOLE 01 32258 0 0
NPS PHARMACEUTICALS INC COM 62936P103 52 12400 SH SOLE 01 12400 0 0
NRDC ACQUISITION CORP COM 62941R102 143 15000 SH SOLE 02 15000 0 0
NRG ENERGY INC COM NEW 629377508 2 90000 SH CALL SOLE 01 90000 0 0
NSTAR COM 67019E107 408 12801 SH SOLE 01 12801 0 0
NUCOR CORP COM 670346105 1063 27836 SH SOLE 01 27836 0 0
NYSE EURONEXT COM 629491101 29505 186443 SH SOLE 01 186443 0 0
NYSE EURONEXT COM 629491101 53 30000 SH CALL SOLE 01 30000 0 0
NYSE EURONEXT COM 629491101 186 17500 SH PUT SOLE 01 17500 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 433 7786 SH SOLE 01 7786 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 76 66400 SH CALL SOLE 01 66400 0 0
OCWEN FINL CORP NOTE 3.250% 8/0 675746AD3 3051 3059000 PRN SOLE 01 3059000 0 0
ODYSSEY RE HLDGS CORP COM 67612W108 296 7800 SH SOLE 01 7800 0 0
OGE ENERGY CORP COM 670837103 404 16980 SH SOLE 01 16980 0 0
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 95 30000 SH CALL SOLE 01 30000 0 0
OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 830 24598 SH SOLE 01 24598 0 0
OMNICARE INC COM 681904108 236 9622 SH SOLE 01 9622 0 0
OMNICOM GROUP INC COM 681919106 7 100000 SH CALL SOLE 01 100000 0 0
OMNICOM GROUP INC COM 681919106 620 26483 SH SOLE 01 26483 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 837 1185000 PRN SOLE 01 1185000 0 0
ONYX PHARMACEUTICALS INC COM 683399109 214 7500 SH SOLE 01 7500 0 0
ORACLE CORP COM 68389X105 853 47198 SH SOLE 01 47198 0 0
ORBITAL SCIENCES CORP NOTE 2.438% 1/1 685564AN6 36 45000 PRN SOLE 01 45000 0 0
ORIENTAL FINL GROUP INC COM 68618W100 98 20000 SH SOLE 02 20000 0 0
OVERSEAS SHIPHOLDING GROUP I COM 690368105 453 19971 SH SOLE 01 19971 0 0
OVERSEAS SHIPHOLDING GROUP I COM 690368105 15 45000 SH CALL SOLE 01 45000 0 0
OVERSEAS SHIPHOLDING GROUP I COM 690368105 387 25000 SH PUT SOLE 01 25000 0 0
OWENS ILL INC COM NEW 690768403 459 31774 SH SOLE 01 31774 0 0
OWENS ILL INC COM NEW 690768403 114 115600 SH CALL SOLE 01 115600 0 0
PACCAR INC COM 693718108 1090 42310 SH SOLE 01 42310 0 0
PAETEC HOLDING CORP COM 695459107 15 10400 SH SOLE 01 10400 0 0
PALL CORP COM 696429307 380 18593 SH SOLE 01 18593 0 0
PALM INC NEW COM 696643105 9012 1049175 SH SOLE 01 1049175 0 0
PALM INC NEW COM 696643105 307 176500 SH CALL SOLE 01 176500 0 0
PALM INC NEW COM 696643105 1029 665100 SH PUT SOLE 01 665100 0 0
PAN AMERICAN SILVER CORP COM 697900108 514 29500 SH SOLE 01 29500 0 0
PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 993 1750000 PRN SOLE 01 1750000 0 0
PARKER HANNIFIN CORP COM 701094104 1018 29967 SH SOLE 01 29967 0 0
PATTERSON COMPANIES INC COM 703395103 595 31526 SH SOLE 01 31526 0 0
PATTERSON UTI ENERGY INC COM 703481101 302 33700 SH SOLE 01 33700 0 0
PAYCHEX INC COM 704326107 214 8330 SH SOLE 01 8330 0 0
PAYCHEX INC COM 704326107 29 10500 SH CALL SOLE 01 10500 0 0
PAYCHEX INC COM 704326107 86 33200 SH PUT SOLE 01 33200 0 0
PDL BIOPHARMA INC COM 69329Y104 21 170000 SH CALL SOLE 01 170000 0 0
PDL BIOPHARMA INC COM 69329Y104 257 36300 SH SOLE 01 36300 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 62 88000 PRN SOLE 01 88000 0 0
PEABODY ENERGY CORP COM 704549104 698 93000 SH PUT SOLE 01 93000 0 0
PEABODY ENERGY CORP COM 704549104 565 184000 SH CALL SOLE 01 184000 0 0
PEABODY ENERGY CORP COM 704549104 512 20430 SH SOLE 01 20430 0 0
PENN VA CORP NOTE 4.500%11/1 707882AA4 13 22000 PRN SOLE 01 22000 0 0
PENNEY J C INC COM 708160106 2585 1074400 SH CALL SOLE 01 1074400 0 0
PENNEY J C INC COM 708160106 1093 772200 SH PUT SOLE 01 772200 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 21 13600 SH CALL SOLE 01 13600 0 0
PEPCO HOLDINGS INC COM 713291102 1523 122033 SH SOLE 01 122033 0 0
PEPSICO INC COM 713448108 1692 32876 SH SOLE 01 32876 0 0
PERKINELMER INC COM 714046109 472 36947 SH SOLE 01 36947 0 0
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 39960 400000 SH SOLE 01 400000 0 0
PETRO-CDA COM 71644E102 1342 50500 SH SOLE 01 50500 0 0
PETRO-CDA COM 71644E102 20 83200 SH PUT SOLE 01 83200 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 118 58900 SH PUT SOLE 01 58900 0 0
PFIZER INC COM 717081103 2304 169165 SH SOLE 01 169165 0 0
PG&E CORP COM 69331C108 1776 46464 SH SOLE 01 46464 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 293 12370 SH SOLE 01 12370 0 0
PHILIP MORRIS INTL INC COM 718172109 31717 164244 SH SOLE 01 164244 0 0
PINNACLE WEST CAP CORP COM 723484101 1392 52419 SH SOLE 01 52419 0 0
PIONEER NAT RES CO COM 723787107 1092 66289 SH SOLE 01 66289 0 0
PIONEER NAT RES CO COM 723787107 108 59900 SH CALL SOLE 01 59900 0 0
PIONEER NAT RES CO COM 723787107 170 50000 SH PUT SOLE 01 50000 0 0
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 26 35000 PRN SOLE 01 35000 0 0
PITNEY BOWES INC COM 724479100 1298 55573 SH SOLE 01 55573 0 0
PITNEY BOWES INC COM 724479100 42 75000 SH CALL SOLE 01 75000 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P100 51 37500 SH CALL SOLE 01 37500 0 0
PNC FINL SVCS GROUP INC COM 693475105 436 14890 SH SOLE 01 14890 0 0
PNC FINL SVCS GROUP INC COM 693475105 249 160000 SH CALL SOLE 01 160000 0 0
POLARIS INDS INC COM 731068102 19 10000 SH PUT SOLE 01 10000 0 0
POLO RALPH LAUREN CORP CL A 731572103 273 6458 SH SOLE 01 6458 0 0
POLYONE CORP COM 73179P106 35 15000 SH SOLE 01 15000 0 0
POST PPTYS INC COM 737464107 128 12600 SH SOLE 01 12600 0 0
POTASH CORP SASK INC COM 73755L107 7012 1286800 SH CALL SOLE 01 1286800 0 0
POTASH CORP SASK INC COM 73755L107 13897 1990900 SH PUT SOLE 01 1990900 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 350 144800 SH CALL SOLE 01 144800 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 911 732000 SH PUT SOLE 01 732000 0 0
PRAXAIR INC COM 74005P104 368 5475 SH SOLE 01 5475 0 0
PRECISION CASTPARTS CORP COM 740189105 540 9009 SH SOLE 01 9009 0 0
PRICE T ROWE GROUP INC COM 74144T108 70 31600 SH PUT SOLE 01 31600 0 0
PRICELINE COM INC COM NEW 741503403 466 5911 SH SOLE 01 5911 0 0
PRIDE INTL INC DEL COM 74153Q102 87 50000 SH CALL SOLE 01 50000 0 0
PROASSURANCE CORP COM 74267C106 303 6500 SH SOLE 01 6500 0 0
PROCTER & GAMBLE CO COM 742718109 76 310100 SH CALL SOLE 01 310100 0 0
PROCTER & GAMBLE CO COM 742718109 1055 100000 SH PUT SOLE 01 100000 0 0
PROCTER & GAMBLE CO COM 742718109 1814 38532 SH SOLE 01 38532 0 0
PROGRESS ENERGY INC COM 743263105 2 68500 SH CALL SOLE 01 68500 0 0
PROGRESSIVE CORP OHIO COM 743315103 151 11200 SH SOLE 01 11200 0 0
PROLOGIS NOTE 2.250% 4/0 743410AQ5 10 19000 PRN SOLE 01 19000 0 0
PROSHARES TR PSHS REAL ESTAT 74347R552 423 8000 SH SOLE 01 8000 0 0
PROSHARES TR PSHS ULTRA QQQ 74347R206 1351 50000 SH PUT SOLE 02 50000 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347R297 851 19507 SH SOLE 01 19507 0 0
PROSHARES TR PSHS UT SHT MSCI 74347R354 410 10007 SH SOLE 01 10007 0 0
PROSPECT ACQUISITION CORP COM 74347T103 710 75000 SH SOLE 02 75000 0 0
PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 4392 4465000 PRN SOLE 01 4465000 0 0
PROVIDENT BANKSHARES CORP COM 743859100 1170 142857 SH SOLE 02 142857 0 0
PRUDENTIAL FINL INC COM 744320102 669 35197 SH SOLE 01 35197 0 0
PRUDENTIAL FINL INC COM 744320102 87 48200 SH CALL SOLE 01 48200 0 0
PRUDENTIAL FINL INC COM 744320102 286 18500 SH PUT SOLE 01 18500 0 0
PRUDENTIAL FINL INC FRNT 12/1 744320AJ1 2578 2617000 PRN SOLE 01 2617000 0 0
QLOGIC CORP COM 747277101 960 86366 SH SOLE 01 86366 0 0
QUALCOMM INC COM 747525103 59564 620931 SH SOLE 01 620931 0 0
QUALCOMM INC COM 747525103 319 687100 SH CALL SOLE 01 687100 0 0
QUALCOMM INC COM 747525103 587 629600 SH PUT SOLE 01 629600 0 0
QUANTA SVCS INC COM 74762E102 369 17211 SH SOLE 01 17211 0 0
QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE2 33 30000 PRN SOLE 01 30000 0 0
QUESTAR CORP COM 748356102 2933 99653 SH SOLE 01 99653 0 0
RACKABLE SYS INC COM 750077109 49 12000 SH SOLE 01 12000 0 0
RADIANT SYSTEMS INC COM 75025N102 106 24000 SH SOLE 01 24000 0 0
RADIOSHACK CORP COM 750438103 271 31200 SH PUT SOLE 01 31200 0 0
RADIOSHACK CORP COM 750438103 283 33030 SH SOLE 01 33030 0 0
RAM ENERGY RESOURCES INC COM 75130P109 12501 17124998 SH SOLE 01 17124998 0 0
RANDGOLD RES LTD ADR 752344309 288 5300 SH SOLE 01 5300 0 0
RANGE RES CORP COM 75281A109 114 32000 SH CALL SOLE 01 32000 0 0
RAYONIER INC COM 754907103 616 20400 SH SOLE 01 20400 0 0
RAYTHEON CO COM NEW 755111507 848 21773 SH SOLE 01 21773 0 0
RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ3 96 108000 PRN SOLE 01 108000 0 0
RED HAT INC COM 756577102 475 26600 SH SOLE 01 26600 0 0
REGAL ENTMT GROUP CL A 758766109 165 12300 SH SOLE 01 12300 0 0
REGIS CORP MINN COM 758932107 306 21200 SH SOLE 01 21200 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 424 16100 SH SOLE 01 16100 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 336 6800 SH SOLE 01 6800 0 0
REPUBLIC SVCS INC COM 760759100 742 43287 SH SOLE 01 43287 0 0
RESEARCH IN MOTION LTD COM 760975102 399 47000 SH PUT SOLE 01 47000 0 0
RETAIL HOLDRS TR DEP RCPT 76127U101 80 14000 SH PUT SOLE 01 14000 0 0
REYNOLDS AMERICAN INC COM 761713106 1594 44481 SH SOLE 01 44481 0 0
RITE AID CORP COM 767754104 4 169200 SH CALL SOLE 01 169200 0 0
ROCKWELL AUTOMATION INC COM 773903109 1895 86786 SH SOLE 01 86786 0 0
ROCKWELL COLLINS INC COM 774341101 809 24786 SH SOLE 01 24786 0 0
ROHM & HAAS CO COM 775371107 2257 28631 SH SOLE 01 28631 0 0
ROHM & HAAS CO COM 775371107 1416 251400 SH CALL SOLE 01 251400 0 0
ROHM & HAAS CO COM 775371107 256 250700 SH PUT SOLE 01 250700 0 0
ROPER INDS INC NEW NOTE 1/1 776696AA4 95 181000 PRN SOLE 01 181000 0 0
ROSS STORES INC COM 778296103 301 8397 SH SOLE 01 8397 0 0
ROWAN COS INC COM 779382100 823 68720 SH SOLE 01 68720 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 724 16600 SH SOLE 01 16600 0 0
SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG3 127 174000 PRN SOLE 01 174000 0 0
SAIC INC COM 78390X101 400 21400 SH SOLE 01 21400 0 0
SALESFORCE COM INC COM 79466L302 1184 36178 SH SOLE 01 36178 0 0
SANDISK CORP COM 80004C101 13 125100 SH CALL SOLE 01 125100 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 27486 778873 SH SOLE 01 778873 0 0
SAPIENT CORP COM 803062108 114 25400 SH SOLE 01 25400 0 0
SAPPHIRE INDUSTRIALS CORP COM 80306T109 1906 200000 SH SOLE 02 200000 0 0
SAVVIS INC NOTE 3.000% 5/1 805423AA8 31 55000 PRN SOLE 01 55000 0 0
SBA COMMUNICATIONS CORP COM 78388J106 895 38411 SH SOLE 01 38411 0 0
SBA COMMUNICATIONS CORP COM 78388J106 51 22000 SH CALL SOLE 01 22000 0 0
SCHERING PLOUGH CORP COM 806605101 82 105700 SH CALL SOLE 01 105700 0 0
SCHLUMBERGER LTD COM 806857108 1390 34209 SH SOLE 01 34209 0 0
SCHLUMBERGER LTD COM 806857108 10 25000 SH CALL SOLE 01 25000 0 0
SCHLUMBERGER LTD COM 806857108 320 25000 SH PUT SOLE 01 25000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 620 241100 SH CALL SOLE 01 241100 0 0
SCHWAB CHARLES CORP NEW COM 808513105 337 55300 SH PUT SOLE 01 55300 0 0
SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD1 424 465000 PRN SOLE 01 465000 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 348 28711 SH SOLE 01 28711 0 0
SEABRIGHT INSURANCE HLDGS IN COM 811656107 217 20700 SH SOLE 01 20700 0 0
SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 12 13000 PRN SOLE 01 13000 0 0
SEALED AIR CORP NEW COM 81211K100 287 20801 SH SOLE 01 20801 0 0
SEARS HLDGS CORP COM 812350106 500 10932 SH SOLE 01 10932 0 0
SEASPAN CORP SHS Y75638109 21 60000 SH CALL SOLE 01 60000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1113 1913100 SH CALL SOLE 01 1913100 0 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 137 180000 SH PUT SOLE 01 180000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1804 1250100 SH PUT SOLE 01 1250100 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 446 24200 SH SOLE 01 24200 0 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 1870 119700 SH SOLE 01 119700 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 246 468800 SH CALL SOLE 01 468800 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2178 51300 SH SOLE 01 51300 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1 178000 SH PUT SOLE 01 178000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3653 414541 SH SOLE 01 02 414541 0 0
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 11610 620842 SH SOLE 01 620842 0 0
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 71 213600 SH PUT SOLE 01 213600 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 142 10100 SH SOLE 01 10100 0 0
SEPRACOR INC COM 817315104 626 42685 SH SOLE 01 42685 0 0
SHAW GROUP INC COM 820280105 663 24202 SH SOLE 01 24202 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 1 50000 SH CALL SOLE 01 50000 0 0
SHIRE PLC SPONSORED ADR 82481R106 719 20000 SH SOLE 01 20000 0 0
SIGMA ALDRICH CORP COM 826552101 1509 39929 SH SOLE 01 39929 0 0
SIGMA DESIGNS INC COM 826565103 139 11200 SH SOLE 01 11200 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 217 7700 SH SOLE 01 7700 0 0
SIGNET JEWELERS LIMITED SHS G81276100 290 25300 SH SOLE 01 25300 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 258 14300 SH SOLE 01 14300 0 0
SINA CORP ORD G81477104 2019 963200 SH CALL SOLE 01 963200 0 0
SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH5 601 595000 PRN SOLE 01 595000 0 0
SL GREEN RLTY CORP COM 78440X101 211 19529 SH SOLE 01 19529 0 0
SLM CORP COM 78442P106 60 12088 SH SOLE 01 12088 0 0
SLM CORP COM 78442P106 12 37900 SH CALL SOLE 01 37900 0 0
SLM CORP COM 78442P106 189 23100 SH PUT SOLE 01 23100 0 0
SMITH INTL INC COM 832110100 1452 67614 SH SOLE 01 67614 0 0
SMITH INTL INC COM 832110100 344 51400 SH PUT SOLE 01 51400 0 0
SMITH MICRO SOFTWARE INC COM 832154108 151 28900 SH SOLE 01 28900 0 0
SNAP ON INC COM 833034101 2391 95268 SH SOLE 01 95268 0 0
SONOCO PRODS CO COM 835495102 355 16944 SH SOLE 01 16944 0 0
SOUTHERN CO COM 842587107 2076 67783 SH SOLE 01 67783 0 0
SOUTHWESTERN ENERGY CO COM 845467109 642 21618 SH SOLE 01 21618 0 0
SOUTHWESTERN ENERGY CO COM 845467109 64 28600 SH CALL SOLE 01 28600 0 0
SOUTHWESTERN ENERGY CO COM 845467109 76 35300 SH PUT SOLE 01 35300 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 115065 189550 SH SOLE 01 189550 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 620 689400 SH CALL SOLE 01 689400 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 158 287100 SH PUT SOLE 01 287100 0 0
SPDR SERIES TRUST KBW REGN BK ETF 78464A698 11 20600 SH CALL SOLE 01 20600 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 319 30000 SH SOLE 02 30000 0 0
SPDR TR UNIT SER 1 78462F103 188955 556830 SH SOLE 01 02 556830 0 0
SPDR TR UNIT SER 1 78462F103 3046 1694600 SH CALL SOLE 01 1694600 0 0
SPDR TR UNIT SER 1 78462F103 13167 2076600 SH PUT SOLE 01 2076600 0 0
SPECTRA ENERGY CORP COM 847560109 36 60000 SH CALL SOLE 01 60000 0 0
SPECTRA ENERGY CORP COM 847560109 75 60000 SH PUT SOLE 01 60000 0 0
SPORTS PPTYS ACQUISITION COR COM 84920F107 190 20100 SH SOLE 02 20100 0 0
SPX CORP COM 784635104 240 5100 SH SOLE 01 5100 0 0
SRA INTL INC CL A 78464R105 324 22059 SH SOLE 02 22059 0 0
ST JOE CO COM 790148100 167 10000 SH SOLE 02 10000 0 0
ST JUDE MED INC COM 790849103 1576 43374 SH SOLE 01 43374 0 0
STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB1 314 360000 PRN SOLE 01 360000 0 0
STANLEY WKS COM 854616109 550 18885 SH SOLE 01 18885 0 0
STANLEY WKS COM 854616109 167 100000 SH CALL SOLE 01 100000 0 0
STANLEY WKS COM 854616109 260 100000 SH PUT SOLE 01 100000 0 0
STAPLES INC COM 855030102 1505 1412200 SH PUT SOLE 01 1412200 0 0
STAPLES INC COM 855030102 1153 63663 SH SOLE 01 63663 0 0
STAPLES INC COM 855030102 1891 1633800 SH CALL SOLE 01 1633800 0 0
STARBUCKS CORP COM 855244109 266 23949 SH SOLE 01 23949 0 0
STARENT NETWORKS CORP COM 85528P108 163 10300 SH SOLE 01 10300 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 658 51772 SH SOLE 01 51772 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 26 19200 SH CALL SOLE 01 19200 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 61 20000 SH PUT SOLE 01 20000 0 0
STATE STR CORP COM 857477103 301 9779 SH SOLE 01 9779 0 0
STATE STR CORP COM 857477103 336 72600 SH CALL SOLE 01 72600 0 0
STATE STR CORP COM 857477103 113 10000 SH PUT SOLE 01 10000 0 0
STEEL DYNAMICS INC COM 858119100 661 75000 SH SOLE 01 75000 0 0
STEINWAY MUSICAL INSTRS INC COM 858495104 211 17600 SH SOLE 01 17600 0 0
STERICYCLE INC COM 858912108 752 15763 SH SOLE 01 15763 0 0
SUN MICROSYSTEMS INC COM NEW 866810203 2941 401823 SH SOLE 01 401823 0 0
SUN MICROSYSTEMS INC COM NEW 866810203 180 259700 SH CALL SOLE 01 259700 0 0
SUNCOR ENERGY INC COM 867229106 666 30000 SH SOLE 01 30000 0 0
SUNCOR ENERGY INC COM 867229106 27 30000 SH PUT SOLE 01 30000 0 0
SUNOCO INC COM 86764P109 530 20019 SH SOLE 01 20019 0 0
SUNTRUST BKS INC COM 867914103 643 54836 SH SOLE 01 02 54836 0 0
SUNTRUST BKS INC COM 867914103 792 33500 SH PUT SOLE 01 33500 0 0
SUPERIOR WELL SVCS INC COM 86837X105 61 11800 SH SOLE 01 11800 0 0
SUPERVALU INC COM 868536103 1070 74963 SH SOLE 01 74963 0 0
SWIFT ENERGY CO COM 870738101 22 16200 SH PUT SOLE 01 16200 0 0
SYBASE INC COM 871130100 482 15910 SH SOLE 01 15910 0 0
SYBASE INC NOTE 1.750% 2/2 871130AB6 4440 3503000 PRN SOLE 01 3503000 0 0
SYMMETRY MED INC COM 871546206 167 26500 SH SOLE 01 26500 0 0
SYNAPTICS INC COM 87157D109 428 16000 SH SOLE 01 16000 0 0
SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 51 52000 PRN SOLE 01 52000 0 0
SYNOPSYS INC COM 871607107 1230 59355 SH SOLE 01 59355 0 0
SYNOVUS FINL CORP COM 87161C105 163 50063 SH SOLE 01 02 50063 0 0
TARGET CORP COM 87612E106 12 18000 SH CALL SOLE 01 18000 0 0
TBS INTERNATIONAL LIMITED COM CL A G86975151 376 51200 SH SOLE 01 51200 0 0
TECH DATA CORP COM 878237106 1338 61445 SH SOLE 01 61445 0 0
TECH DATA CORP COM 878237106 30 10300 SH CALL SOLE 01 10300 0 0
TECH DATA CORP COM 878237106 234 73200 SH PUT SOLE 01 73200 0 0
TECHWELL INC COM 87874D101 244 38662 SH SOLE 01 02 38662 0 0
TELEFLEX INC COM 879369106 462 11828 SH SOLE 01 11828 0 0
TERADATA CORP DEL COM 88076W103 469 28932 SH SOLE 01 28932 0 0
TERRA INDS INC COM 880915103 313 135000 SH CALL SOLE 01 135000 0 0
TERRA INDS INC COM 880915103 438 189200 SH PUT SOLE 01 189200 0 0
TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 11 10000 PRN SOLE 01 10000 0 0
TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 247 206000 PRN SOLE 01 206000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 406 387000 PRN SOLE 01 387000 0 0
TEXAS INDS INC COM 882491103 605 24200 SH SOLE 01 24200 0 0
TEXAS INSTRS INC COM 882508104 1029 62343 SH SOLE 01 62343 0 0
TEXAS INSTRS INC COM 882508104 206 178100 SH CALL SOLE 01 178100 0 0
TEXAS INSTRS INC COM 882508104 312 226100 SH PUT SOLE 01 226100 0 0
TEXTRON INC COM 883203101 312 54420 SH SOLE 01 54420 0 0
TEXTRON INC COM 883203101 59 222100 SH CALL SOLE 01 222100 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1121 31433 SH SOLE 01 31433 0 0
THINKORSWIM GROUP INC COM 88409C105 145 16800 SH SOLE 01 16800 0 0
THOR INDS INC COM 885160101 328 21000 SH SOLE 01 21000 0 0
THORATEC CORP COM NEW 885175307 803 31250 SH SOLE 01 31250 0 0
THORATEC CORP NOTE 1.379% 5/1 885175AB5 1466 1835000 PRN SOLE 01 1835000 0 0
TIFFANY & CO NEW COM 886547108 155 50000 SH CALL SOLE 01 50000 0 0
TIME WARNER CABLE INC COM 88732J207 495 19952 SH SOLE 01 19952 0 0
TITANIUM METALS CORP COM NEW 888339207 141 25800 SH SOLE 01 25800 0 0
TIVO INC COM 888706108 114 16200 SH SOLE 01 16200 0 0
TJX COS INC NEW COM 872540109 428 16688 SH SOLE 01 16688 0 0
TJX COS INC NEW NOTE 2/1 872540AL3 670 740000 PRN SOLE 01 740000 0 0
TORCHMARK CORP COM 891027104 458 17456 SH SOLE 01 17456 0 0
TOTAL SYS SVCS INC COM 891906109 459 33273 SH SOLE 01 02 33273 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 46 15400 SH SOLE 01 15400 0 0
TRADESTATION GROUP INC COM 89267P105 128 19400 SH SOLE 01 02 19400 0 0
TRAVELERS COMPANIES INC COM 89417E109 202 15000 SH PUT SOLE 01 15000 0 0
TRAVELERS COMPANIES INC COM 89417E109 323 7938 SH SOLE 01 7938 0 0
TRIAN ACQUISITION I CORP COM 89582E108 931 100000 SH SOLE 02 100000 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 462 1078000 PRN SOLE 01 1078000 0 0
TRIPLECROWN ACQUISITION CORP COM 89677G109 1284 137000 SH SOLE 02 137000 0 0
TUPPERWARE BRANDS CORP COM 899896104 4 18800 SH CALL SOLE 01 18800 0 0
TUPPERWARE BRANDS CORP COM 899896104 167 18800 SH PUT SOLE 01 18800 0 0
TYSON FOODS INC CL A 902494103 317 33758 SH SOLE 01 33758 0 0
TYSON FOODS INC CL A 902494103 15 23300 SH PUT SOLE 01 23300 0 0
UGI CORP NEW COM 902681105 250 10600 SH SOLE 01 10600 0 0
ULTRA PETROLEUM CORP COM 903914109 309 8600 SH SOLE 01 8600 0 0
UMB FINL CORP COM 902788108 285 6700 SH SOLE 01 6700 0 0
UNDER ARMOUR INC CL A 904311107 129 92600 SH CALL SOLE 01 92600 0 0
UNDER ARMOUR INC CL A 904311107 5 21900 SH PUT SOLE 01 21900 0 0
UNION PAC CORP COM 907818108 1 15000 SH CALL SOLE 01 15000 0 0
UNISOURCE ENERGY CORP NOTE 4.500% 3/0 909205AB2 1284 1500000 PRN SOLE 01 1500000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 295 5984 SH SOLE 01 5984 0 0
UNITED RENTALS INC COM 911363109 62 14800 SH SOLE 01 14800 0 0
UNITED STATES NATL GAS FUND UNIT 912318102 722 47500 SH SOLE 01 47500 0 0
UNITED STATES STL CORP NEW COM 912909108 2855 135132 SH SOLE 01 135132 0 0
UNITED STATES STL CORP NEW COM 912909108 5 30000 SH CALL SOLE 01 30000 0 0
UNITED STATES STL CORP NEW COM 912909108 385 175000 SH PUT SOLE 01 175000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1260 29312 SH SOLE 01 29312 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 386 84500 SH CALL SOLE 01 84500 0 0
UNITEDHEALTH GROUP INC COM 91324P102 647 30907 SH SOLE 01 30907 0 0
UNITEDHEALTH GROUP INC COM 91324P102 13 42800 SH CALL SOLE 01 42800 0 0
UNIVERSAL CORP VA COM 913456109 2 27500 SH CALL SOLE 01 27500 0 0
UNIVERSAL FST PRODS INC COM 913543104 365 13700 SH SOLE 01 13700 0 0
UNUM GROUP COM 91529Y106 376 35000 SH PUT SOLE 01 35000 0 0
UNUM GROUP COM 91529Y106 27 35000 SH CALL SOLE 01 35000 0 0
UNUM GROUP COM 91529Y106 284 22688 SH SOLE 01 22688 0 0
US BANCORP DEL COM NEW 902973304 178 87400 SH CALL SOLE 01 87400 0 0
US BANCORP DEL COM NEW 902973304 250 40000 SH PUT SOLE 01 40000 0 0
US BANCORP DEL DBCV 12/1 902973AM8 128 145000 PRN SOLE 01 145000 0 0
V F CORP COM 918204108 1535 26871 SH SOLE 01 26871 0 0
VALEANT PHARMACEUTICALS INTL NOTE 4.000%11/1 91911XAD6 9 10000 PRN SOLE 01 10000 0 0
VALLEY NATL BANCORP COM 919794107 612 49500 SH SOLE 01 49500 0 0
VALUECLICK INC COM 92046N102 134 15800 SH SOLE 01 15800 0 0
VARIAN MED SYS INC COM 92220P105 499 16385 SH SOLE 01 16385 0 0
VARIAN MED SYS INC COM 92220P105 37 21900 SH CALL SOLE 01 21900 0 0
VECTOR GROUP LTD COM 92240M108 43719 3365600 SH SOLE 01 3365600 0 0
VECTOR GROUP LTD DBCV 5.750% 6/1 92240MAL2 302 345000 PRN SOLE 01 345000 0 0
VECTOR GROUP LTD NOTE 5.000%11/1 92240MAE8 2344 2200658 PRN SOLE 01 2200658 0 0
VECTOR GROUP LTD NOTE 5.000%11/1 92240MAH1 3408 3200000 PRN SOLE 01 3200000 0 0
VENTAS INC COM 92276F100 595 26325 SH SOLE 01 26325 0 0
VERISIGN INC COM 92343E102 829 43939 SH SOLE 01 43939 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 366 373500 SH PUT SOLE 01 373500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 917 692300 SH CALL SOLE 01 692300 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 251 8321 SH SOLE 01 8321 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 229 7954 SH SOLE 01 7954 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 90 48600 SH CALL SOLE 01 48600 0 0
VIACOM INC NEW CL B 92553P201 22816 1312755 SH SOLE 01 1312755 0 0
VIACOM INC NEW CL B 92553P201 3412 2048500 SH CALL SOLE 01 2048500 0 0
VIACOM INC NEW CL B 92553P201 3646 1383400 SH PUT SOLE 01 1383400 0 0
VIRGIN MOBILE USA INC CL A 92769R108 26 20400 SH SOLE 01 20400 0 0
VIRTUSA CORP COM 92827P102 167 26900 SH SOLE 01 26900 0 0
VISA INC COM CL A 92826C839 1248 253200 SH PUT SOLE 01 253200 0 0
VISA INC COM CL A 92826C839 5055 90916 SH SOLE 01 90916 0 0
VMWARE INC CL A COM 928563402 341 14451 SH SOLE 01 14451 0 0
VORNADO RLTY TR SH BEN INT 929042109 240 7220 SH SOLE 01 7220 0 0
WADDELL & REED FINL INC CL A 930059100 754 41700 SH SOLE 01 41700 0 0
WALGREEN CO COM 931422109 2690 103606 SH SOLE 01 103606 0 0
WALGREEN CO COM 931422109 20 12000 SH CALL SOLE 01 12000 0 0
WALTER INDS INC COM 93317Q105 2074 90700 SH SOLE 01 90700 0 0
WARNACO GROUP INC COM NEW 934390402 269 11200 SH SOLE 01 11200 0 0
WASTE MGMT INC DEL COM 94106L109 519 20286 SH SOLE 01 20286 0 0
WATSON PHARMACEUTICALS INC COM 942683103 2194 70521 SH SOLE 01 70521 0 0
WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 85 88000 PRN SOLE 01 88000 0 0
WEATHERFORD INTERNATIONAL LT REG H27013103 143 12885 SH SOLE 01 12885 0 0
WELLS FARGO & CO NEW COM 949746101 2778 1271200 SH PUT SOLE 01 1271200 0 0
WELLS FARGO & CO NEW COM 949746101 948 66538 SH SOLE 01 66538 0 0
WELLS FARGO & CO NEW COM 949746101 1205 421200 SH CALL SOLE 01 421200 0 0
WESTERN REFNG INC COM 959319104 295 24700 SH SOLE 01 24700 0 0
WESTERN UN CO COM 959802109 144 11470 SH SOLE 01 11470 0 0
WEYERHAEUSER CO COM 962166104 568 20587 SH SOLE 01 20587 0 0
WGL HLDGS INC COM 92924F106 492 15000 SH SOLE 01 15000 0 0
WHIRLPOOL CORP COM 963320106 1558 52668 SH SOLE 01 52668 0 0
WHIRLPOOL CORP COM 963320106 101 37300 SH PUT SOLE 01 37300 0 0
WHITNEY HLDG CORP COM 966612103 118 10300 SH SOLE 01 10300 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 240 8200 SH SOLE 01 8200 0 0
WILLIAMS COS INC DEL COM 969457100 43 90000 SH CALL SOLE 01 90000 0 0
WILLIAMS COS INC DEL COM 969457100 139 30000 SH PUT SOLE 01 30000 0 0
WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB8 31 42000 PRN SOLE 01 42000 0 0
WRIGHT MED GROUP INC COM 98235T107 25 14500 SH CALL SOLE 01 14500 0 0
WYNN RESORTS LTD COM 983134107 629 31475 SH SOLE 01 31475 0 0
XILINX INC COM 983919101 1151 60059 SH SOLE 01 60059 0 0
XILINX INC COM 983919101 100 50000 SH CALL SOLE 01 50000 0 0
XILINX INC COM 983919101 46 50000 SH PUT SOLE 01 50000 0 0
XL CAP LTD CL A G98255105 73 13388 SH SOLE 01 13388 0 0
XTO ENERGY INC COM 98385X106 1082 35330 SH SOLE 01 35330 0 0
XTO ENERGY INC COM 98385X106 30 30000 SH CALL SOLE 01 30000 0 0
XTO ENERGY INC COM 98385X106 376 38800 SH PUT SOLE 01 38800 0 0
YAHOO INC COM 984332106 382 29794 SH SOLE 01 29794 0 0
YAHOO INC COM 984332106 209 268700 SH CALL SOLE 01 268700 0 0
YAMANA GOLD INC COM 98462Y100 225 190000 SH CALL SOLE 01 190000 0 0
YUM BRANDS INC COM 988498101 1047 38095 SH SOLE 01 38095 0 0
YUM BRANDS INC COM 988498101 34 38000 SH CALL SOLE 01 38000 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 689 36200 SH SOLE 01 36200 0 0
ZIONS BANCORPORATION COM 989701107 224 22739 SH SOLE 01 22739 0 0