0001166588-13-000001.txt : 20130213 0001166588-13-000001.hdr.sgml : 20130213 20130213123631 ACCESSION NUMBER: 0001166588-13-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130213 DATE AS OF CHANGE: 20130213 EFFECTIVENESS DATE: 20130213 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: 13601329 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 bnpparb13f.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:December 31,2012 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, SNC Address: 787 Seventh Avenue New York, NY 10019 13F File Number: 234-4567 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: M. Andrews Yeo Title: EQD, COO, BNP Paribas Securities Corp Phone: 917-472-4991 Signature ,Place, and Date of Signing: M. Andrews Yeo New York, NY February 13, 2013 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: 1,533 Form 13F Information Table Value Total: $120,304,275 (x1,000) List of Other Included Managers: No. 13F File Number Name **NONE**
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page 1 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AK STL CORP BOND CV 001546AP5 393750 3500000 PRN SOLE 3500000 0 0 AFFILIATED MANAGERS GROUP BOND CV 008252AL2 559730 5054000 PRN SOLE 5054000 0 0 ALLIANCE DATA SYSTEMS CORP BOND CV 018581AC2 306 1000 PRN SOLE 1000 0 0 ALLIANT TECHSYSTEMS INC BOND CV 018804AK0 9506 90000 PRN SOLE 90000 0 0 AMGEN INC BOND CV 031162AQ3 2759496 24652000 PRN SOLE 24652000 0 0 ANNALY CAP MGMT INC BOND CV 035710AB8 1630753 16136000 PRN SOLE 16136000 0 0 ARCELORMITTAL SA LUXEMBOURG BOND CV 03938LAK0 831504 8000000 PRN SOLE 8000000 0 0 ARES CAP CORP BOND CV 04010LAB9 85900 800000 PRN SOLE 800000 0 0 ARES CAP CORP BOND CV 04010LAD5 684955 6458000 PRN SOLE 6458000 0 0 ARVINMERITOR INC BOND CV 043353AF8 38538 413000 PRN SOLE 413000 0 0 ARVINMERITOR INC BOND CV 043353AH4 1347 18000 PRN SOLE 18000 0 0 BGC PARTNERS INC BOND CV 05541TAD3 27525 300000 PRN SOLE 300000 0 0 BPZ RESOURCES INC MTNF 6.500% BOND CV 055639AB4 41594 500000 PRN SOLE 500000 0 0 BRISTOW GROUP INC BOND CV 110394AC7 103169 971000 PRN SOLE 971000 0 0 CADENCE DESIGN SYSTEM INC BOND CV 127387AJ7 2322856 12650000 PRN SOLE 12650000 0 0 CEMEX SAB DE CV BOND CV 151290AV5 255278 2342000 PRN SOLE 2342000 0 0 CEMEX SAB DE CV BOND CV 151290BB8 2048119 18065000 PRN SOLE 18065000 0 0 CEMEX SAB DE CV BOND CV 151290BC6 1136250 10000000 PRN SOLE 10000000 0 0 CHARLES RIV LABS INTL INC BOND CV 159864AB3 8722 87000 PRN SOLE 87000 0 0 COBALT INTL ENERGY INC BOND CV 19075FAA4 529925 5250000 PRN SOLE 5250000 0 0 CUBIST PHARMACEUTICALS INC BOND CV 229678AD9 2831594 18050000 PRN SOLE 18050000 0 0 D R HORTON INC BOND CV 23331ABB4 3186207 20126000 PRN SOLE 20126000 0 0 DENDREON CORP BOND CV 24823QAC1 556057 7365000 PRN SOLE 7365000 0 0 DEVELOPERS DIVERSIFIED RLTY BOND CV 251591AX1 1694196 15186000 PRN SOLE 15186000 0 0 DRYSHIPS INC. BOND CV 262498AB4 19750 250000 PRN SOLE 250000 0 0 ELECTRONIC ARTS INC BOND CV 285512AA7 1165533 12643000 PRN SOLE 12643000 0 0 ENCORE CAP GROUP INC BOND CV 292554AC6 330939 3000000 PRN SOLE 3000000 0 0 ENDO HEALTH SOLUTIONS INC BOND CV 29264FAB2 718660 6500000 PRN SOLE 6500000 0 0 EXELIXIS INC BOND CV 30161QAC8 340596 3500000 PRN SOLE 3500000 0 0 EXTERRAN HLDGS INC BOND CV 30225XAA1 28625 250000 PRN SOLE 250000 0 0 GT ADVANCED TECHNOLOGIES INC BOND CV 36191UAA4 178383 2452000 PRN SOLE 2452000 0 0 GILEAD SCIENCES INC BOND CV 375558AN3 5510298 33625000 PRN SOLE 33625000 0 0 GILEAD SCIENCES INC BOND CV 375558AP8 7137896 42330000 PRN SOLE 42330000 0 0 GMX RES INC BOND CV 38011MAJ7 24525 545000 PRN SOLE 545000 0 0 GOODRICH PETE CORP BOND CV 382410AC2 586249 6245000 PRN SOLE 6245000 0 0 HEALTH CARE REIT INC BOND CV 42217KAR7 398000 3244000 PRN SOLE 3244000 0 0 HERCULES TECH GROWTH CAP INC BOND CV 427096AB8 51656 500000 PRN SOLE 500000 0 0 HERTZ GLOBAL HOLDINGS INC BOND CV 42805TAA3 2231625 11000000 PRN SOLE 11000000 0 0 HOLOGIC INC DEBT 2.000% 3/0 BOND CV 436440AC5 212758 2145000 PRN SOLE 2145000 0 0 INTEL CORP SDCV 2.950%12/1 BOND CV 458140AD2 2710923 26145000 PRN SOLE 26145000 0 0 INTEL CORP SDCV 3.250% 8/0 BOND CV 458140AF7 1733211 14790000 PRN SOLE 14790000 0 0 INTERPUBLIC GROUP COS INC BOND CV 460690BE9 3481 34000 PRN SOLE 34000 0 0 INVACARE CORP SDCV 4.125% 2/0 BOND CV 461203AD3 98063 1000000 PRN SOLE 1000000 0 0 JAMES RIVER COAL CO BOND CV 470355AF5 220384 5255000 PRN SOLE 5255000 0 0 JAMES RIVER COAL CO BOND CV 470355AH1 225724 7296000 PRN SOLE 7296000 0 0 JETBLUE AIRWAYS CORP DBCV 6.75 BOND CV 477143AG6 558252 4000000 PRN SOLE 4000000 0 0 KINROSS GOLD CORP BOND CV 496902AD9 117427 1175000 PRN SOLE 1175000 0 0 LAM RESEARCH CORP BOND CV 512807AJ7 1502462 15610000 PRN SOLE 15610000 0 0 LAM RESEARCH CORP BOND CV 512807AL2 197626 2000000 PRN SOLE 2000000 0 0 LEVEL 3 COMMUNICATIONS INC BOND CV 52729NBR0 240445 1700000 PRN SOLE 1700000 0 0 LIBERTY MEDIA CORP DEB 4.000%1 BOND CV 530715AG6 167114 2513000 PRN SOLE 2513000 0 0 LUCENT TECHNOLOGIES INC DBCV 2 BOND CV 549463AG2 257818 2810000 PRN SOLE 2810000 0 0 MGIC INVT CORP WIS BOND CV 552848AD5 3008 40000 PRN SOLE 40000 0 0 MGM RESORTS INTERNATIONAL BOND CV 55303QAE0 202103 1910000 PRN SOLE 1910000 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page2 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MCMORAN EXPLORATION CO BOND CV 582411AJ3 543720 4825000 PRN SOLE 4825000 0 0 MICROCHIP TECHNOLOGY INC SDCV BOND CV 595017AB0 2716647 21518000 PRN SOLE 21518000 0 0 MICRON TECHNOLOGY INC BOND CV 595112AQ6 166758 1804000 PRN SOLE 1804000 0 0 MOLYCORP INC DEL BOND CV 608753AF6 581403 6181000 PRN SOLE 6181000 0 0 MYLAN INC BOND CV 628530AJ6 5963455 28055000 PRN SOLE 28055000 0 0 NATIONAL FINL PARTNERS CORP BOND CV 63607PAC3 444375 3000000 PRN SOLE 3000000 0 0 NATIONAL RETAIL PPTYS INC BOND CV 637417AC0 36862 300000 PRN SOLE 300000 0 0 NAVISTAR INTL CORP NEW BOND CV 63934EAL2 9131 100000 PRN SOLE 100000 0 0 NETAPP INC BOND CV 64110DAB0 2022750 18000000 PRN SOLE 18000000 0 0 NORTHGATE MINERALS CORP BOND CV 666416AB8 90546 835000 PRN SOLE 835000 0 0 NOVELLUS SYS INC BOND CV 670008AD3 87150 700000 PRN SOLE 700000 0 0 NUANCE COMMUNICATIONS INC DBCV BOND CV 67020YAB6 263 2000 PRN SOLE 2000 0 0 NUANCE COMMUNICATIONS INC BOND CV 67020YAF7 217126 2000000 PRN SOLE 2000000 0 0 NUVASIVE INC BOND CV 670704AC9 181388 2073000 PRN SOLE 2073000 0 0 OLD REP INTL CORP BOND CV 680223AH7 18211 175000 PRN SOLE 175000 0 0 OMNICARE INC BOND CV 681904AP3 1925691 18914000 PRN SOLE 18914000 0 0 ONYX PHARMACEUTICALS INC BOND CV 683399AB5 1619504 8000000 PRN SOLE 8000000 0 0 PHH CORP BOND CV 693320AN3 447252 4000000 PRN SOLE 4000000 0 0 PHH CORP BOND CV 693320AQ6 227844 1150000 PRN SOLE 1150000 0 0 PROLOGIS BOND CV 74340XAT8 1619356 14291000 PRN SOLE 14291000 0 0 RADIAN GROUP INC BOND CV 750236AK7 481987 5450000 PRN SOLE 5450000 0 0 RAYONIER TRS HLDGS INC BOND CV 75508AAC0 811504 5130000 PRN SOLE 5130000 0 0 REGIS CORP MINN BOND CV 758932AA5 848272 6900000 PRN SOLE 6900000 0 0 ROPER INDS INC NEW BOND CV 776696AA4 34969 250000 PRN SOLE 250000 0 0 RYLAND GROUP INC BOND CV 783764AQ6 316371 2337000 PRN SOLE 2337000 0 0 SBA COMMUNICATIONS CORP BOND CV 78388JAM8 1182190 5000000 PRN SOLE 5000000 0 0 SBA COMMUNICATIONS CORP BOND CV 78388JAN6 1699380 10000000 PRN SOLE 10000000 0 0 SALESFORCE COM INC BOND CV 79466LAB0 2701687 13500000 PRN SOLE 13500000 0 0 SALIX PHARMACEUTICALS INC BOND CV 795435AC0 229 2000 PRN SOLE 2000 0 0 SAVIENT PHARMACEUTICALS INC BOND CV 80517QAA8 1946 110000 PRN SOLE 110000 0 0 SOTHEBYS BOND CV 835898AC1 54572 505000 PRN SOLE 505000 0 0 STERLITE INDS INDIA LTD BOND CV 859737AB4 188048 1955000 PRN SOLE 1955000 0 0 STILLWATER MNG CO BOND CV 86074QAL6 116563 1000000 PRN SOLE 1000000 0 0 TELEFLEX INC BOND CV 879369AA4 1922 15000 PRN SOLE 15000 0 0 TRINITY INDS INC BOND CV 896522AF6 2795 25000 PRN SOLE 25000 0 0 USEC INC BOND CV 90333EAC2 38000 1000000 PRN SOLE 1000000 0 0 UNITED STATES STL CORP NEW BOND CV 912909AE8 35470 329000 PRN SOLE 329000 0 0 VIRGIN MEDIA INC BOND CV 92769LAB7 2366849 11500000 PRN SOLE 11500000 0 0 WEBMD HEALTH CORP BOND CV 94770VAF9 83750 1000000 PRN SOLE 1000000 0 0 WEBMD HEALTH CORP BOND CV 94770VAH5 93250 1000000 PRN SOLE 1000000 0 0 WESCO INTL INC DBCV 6.000% 9/1 BOND CV 95082PAH8 3716745 15002000 PRN SOLE 15002000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 6184 151058 SH SOLE 151058 0 0 ALCOA INC COM 013817101 15229 1754445 SH SOLE 1754445 0 0 ALCOA INC OPTION 013817101 238 2831 SH PUT SOLE 2831 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1333 18427 SH SOLE 18427 0 0 APPLE INC COM 037833100 770178 1447232 SH SOLE 1447232 0 0 APPLE INC OPTION 037833100 4969 2800 SH CALL SOLE 2800 0 0 APPLE INC OPTION 037833100 198300 11109 SH PUT SOLE 11109 0 0 ABB LTD COM 000375204 1663 79998 SH SOLE 79998 0 0 AMERISOURCEBERGEN CORP COM 03073E105 11017 255147 SH SOLE 255147 0 0 ABBOTT LABS COM 002824100 30081 459251 SH SOLE 459251 0 0 ABBOTT LABS OPTION 002824100 2708 1739 SH CALL SOLE 1739 0 0 COMPANHIA DE BEBIDAS DAS AME S COM 20441W203 23478 559133 SH SOLE 559133 0 0 BARRICK GOLD CORP COM 067901108 638 18216 SH SOLE 18216 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page3 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AMERICAN CAP LTD COM 02503Y103 548 45565 SH SOLE 45565 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 1259 27287 SH SOLE 27287 0 0 ACE LTD SHS COM H0023R105 9115 114228 SH SOLE 114228 0 0 ARCH CAP GROUP LTD COM G0450A105 1790 40665 SH SOLE 40665 0 0 ALUMINUM CORP CHINA LTD SPON COM 022276109 393 33000 SH SOLE 33000 0 0 ARCH COAL INC COM 039380100 218 29839 SH SOLE 29839 0 0 ACI WORLDWIDE INC COM 004498101 213 4884 SH SOLE 4884 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 14 10324 SH SOLE 10324 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 220 9247 SH SOLE 9247 0 0 ACCENTURE PLC IRELAND SHS CLAS COM G1151C101 11554 173750 SH SOLE 173750 0 0 ALLIANCE DATA SYSTEMS CORP BOND CV 018581AD0 4666281 25300000 PRN SOLE 25300000 0 0 ADOBE SYS INC COM 00724F101 9431 250281 SH SOLE 250281 0 0 ANALOG DEVICES INC COM 032654105 6274 149161 SH SOLE 149161 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 11809 431161 SH SOLE 431161 0 0 ARCHER DANIELS MIDLAND CO OPTION 039483102 504 2229 SH CALL SOLE 2229 0 0 ARCHER DANIELS MIDLAND CO BOND CV 039483AW2 132884 1328000 PRN SOLE 1328000 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 14486 254451 SH SOLE 254451 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 3084 21305 SH SOLE 21305 0 0 AUTODESK INC COM 052769106 5731 162120 SH SOLE 162120 0 0 THE ADT CORPORATION COM 00101J106 2420 52063 SH SOLE 52063 0 0 AMEREN CORP COM 023608102 1174 38207 SH SOLE 38207 0 0 AEGON N V NY REGISTRY SH COM 007924103 795 123453 SH SOLE 123453 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 291 14203 SH SOLE 14203 0 0 AMERICAN ELEC PWR INC COM 025537101 5162 120937 SH SOLE 120937 0 0 AES CORP COM 00130H105 1400 130868 SH SOLE 130868 0 0 AETNA INC NEW COM 00817Y108 3028 65391 SH SOLE 65391 0 0 ASTORIA FINL CORP COM 046265104 98 10457 SH SOLE 10457 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 658 16649 SH SOLE 16649 0 0 AFLAC INC COM 001055102 11655 219407 SH SOLE 219407 0 0 AGCO CORP BOND CV 001084AM4 2275 18000 PRN SOLE 18000 0 0 AGCO CORP COM 001084102 4659 94843 SH SOLE 94843 0 0 ISHARES TR CORE TOTUSBD ETF COM 464287226 91248 821462 SH SOLE 821462 0 0 ALLERGAN INC COM 018490102 7044 76792 SH SOLE 76792 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 4138 143184 SH SOLE 143184 0 0 ASSURED GUARANTY LTD COM G0585R106 351 24639 SH SOLE 24639 0 0 PROSHARES TR II ULTRA SILVER COM 74347W841 1332 30202 SH SOLE 30202 0 0 ASPEN INSURANCE HOLDINGS LTD S COM G05384105 485 15110 SH SOLE 15110 0 0 AMERICAN INTL GROUP INC COM 026874784 15341 434600 SH SOLE 434600 0 0 AMERICAN INTL GROUP INC *W EXP COM 026874156 356 25800 SH SOLE 25800 0 0 APOLLO INVT CORP COM 03761U106 208 24842 SH SOLE 24842 0 0 APARTMENT INVT & MGMT CO COM 03748R101 1492 55146 SH SOLE 55146 0 0 ASSURANT INC COM 04621X108 921 26543 SH SOLE 26543 0 0 GALLAGHER ARTHUR J & CO COM 363576109 1693 48867 SH SOLE 48867 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 3937 96242 SH SOLE 96242 0 0 AK STL HLDG CORP COM 001547108 1071 232902 SH SOLE 232902 0 0 ALBEMARLE CORP COM 012653101 1281 20617 SH SOLE 20617 0 0 ALCOA INC BOND CV 013817AT8 1725415 12050000 PRN SOLE 12050000 0 0 ALEXANDER & BALDWIN INC NEW COM 014491104 265 9029 SH SOLE 9029 0 0 ALASKA AIR GROUP INC COM 011659109 774 17962 SH SOLE 17962 0 0 ALLSTATE CORP COM 020002101 7131 177517 SH SOLE 177517 0 0 ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 568 20136 SH SOLE 20136 0 0 ALTERA CORP COM 021441100 14595 424406 SH SOLE 424406 0 0 AUTOLIV INC COM 052800109 992 14716 SH SOLE 14716 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 8206 87537 SH SOLE 87537 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page4 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- APPLIED MATLS INC COM 038222105 7107 621239 SH SOLE 621239 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W406 1298 154146 SH SOLE 154146 0 0 AMC NETWORKS INC COM 00164V103 221 4467 SH SOLE 4467 0 0 ADVANCED MICRO DEVICES INC COM 007903107 4565 1901936 SH SOLE 1901936 0 0 AMETEK INC NEW COM 031100100 2106 56052 SH SOLE 56052 0 0 AFFILIATED MANAGERS GROUP COM 008252108 2919 22431 SH SOLE 22431 0 0 AMGEN INC COM 031162100 30670 355799 SH SOLE 355799 0 0 AMERIPRISE FINL INC COM 03076C106 5071 80961 SH SOLE 80961 0 0 AMERICAN TOWER CORP NEW COM 03027X100 11127 144000 SH SOLE 144000 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 1140 67793 SH SOLE 67793 0 0 AMERICA MOVIL SAB DE CV SPON COM 02364W105 3885 167883 SH SOLE 167883 0 0 AMAZON COM INC COM 023135106 55436 220977 SH SOLE 220977 0 0 AMAZON COM INC OPTION 023135106 507 792 SH PUT SOLE 792 0 0 AUTONATION INC COM 05329W102 260 6538 SH SOLE 6538 0 0 ANDERSONS INC COM 034164103 861 20067 SH SOLE 20067 0 0 ABERCROMBIE & FITCH CO COM 002896207 665 13872 SH SOLE 13872 0 0 ANN INC COM 035623107 214 6312 SH SOLE 6312 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 812 83403 SH SOLE 83403 0 0 ANSYS INC COM 03662Q105 1432 21271 SH SOLE 21271 0 0 ALPINE TOTAL DYNAMIC DIVID F C COM 021060108 153 38000 SH SOLE 38000 0 0 AOL INC COM 00184X105 271 9138 SH SOLE 9138 0 0 AON PLC SHS COM G0408V102 5969 107336 SH SOLE 107336 0 0 APACHE CORP COM 037411105 8373 106665 SH SOLE 106665 0 0 ANADARKO PETE CORP COM 032511107 11794 158707 SH SOLE 158707 0 0 AIR PRODS & CHEMS INC COM 009158106 6324 75263 SH SOLE 75263 0 0 AMPHENOL CORP NEW COM 032095101 2598 40147 SH SOLE 40147 0 0 APOLLO GLOBAL MGMT LLC COM 037612306 72044 4150000 SH SOLE 4150000 0 0 APOLLO GROUP INC COM 037604105 360 17209 SH SOLE 17209 0 0 ARES CAP CORP COM 04010L103 599 34231 SH SOLE 34231 0 0 AMERICAN RLTY CAP TR INC COM 02917L101 630 54591 SH SOLE 54591 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1286 18545 SH SOLE 18545 0 0 AIRGAS INC COM 009363102 1312 14368 SH SOLE 14368 0 0 ARENA PHARMACEUTICALS INC COM 040047102 117 12982 SH SOLE 12982 0 0 AEROPOSTALE COM 007865108 280 21547 SH SOLE 21547 0 0 ARMOUR RESIDENTIAL REIT INC COM 042315101 279 43088 SH SOLE 43088 0 0 ARRIS GROUP INC COM 04269Q100 398 26671 SH SOLE 26671 0 0 ARRIS GROUP INC BOND CV 04269QAC4 1494 14000 PRN SOLE 14000 0 0 ARROW ELECTRS INC COM 042735100 961 25225 SH SOLE 25225 0 0 ASSOCIATED BANC CORP COM 045487105 477 36333 SH SOLE 36333 0 0 ASHLAND INC NEW COM 044209104 480 5973 SH SOLE 5973 0 0 ASM INTL N V NY REGISTER SH COM N07045102 419 11557 SH SOLE 11557 0 0 ASML HOLDING N V N Y REGISTRY COM N07059210 2092 32493 SH SOLE 32493 0 0 ASCENA RETAIL GROUP INC COM 04351G101 278 15042 SH SOLE 15042 0 0 GRUPO AEROPORTUARIO DEL SURE S COM 40051E202 4159 36484 SH SOLE 36484 0 0 ADVANCED SEMICONDUCTOR ENGR COM 00756M404 2606 608984 SH SOLE 608984 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 824 27153 SH SOLE 27153 0 0 ATMEL CORP COM 049513104 228 34852 SH SOLE 34852 0 0 ATMOS ENERGY CORP COM 049560105 253 7209 SH SOLE 7209 0 0 APTARGROUP INC COM 038336103 254 5332 SH SOLE 5332 0 0 ACTIVISION BLIZZARD INC COM 00507V109 4038 380267 SH SOLE 380267 0 0 ATWOOD OCEANICS INC COM 050095108 208 4548 SH SOLE 4548 0 0 AU OPTRONICS CORP COM 002255107 5090 1131200 SH SOLE 1131200 0 0 AVISTA CORP COM 05379B107 834 34607 SH SOLE 34607 0 0 AVALONBAY CMNTYS INC COM 053484101 6718 49550 SH SOLE 49550 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page5 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AVAGO TECHNOLOGIES LTD SHS COM Y0486S104 3121 98609 SH SOLE 98609 0 0 AVON PRODS INC COM 054303102 3387 235885 SH SOLE 235885 0 0 AVNET INC COM 053807103 1008 32932 SH SOLE 32932 0 0 AVERY DENNISON CORP COM 053611109 1399 40069 SH SOLE 40069 0 0 ALLIED WRLD ASSUR COM HLDG A S COM H01531104 407 5163 SH SOLE 5163 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 2745 73940 SH SOLE 73940 0 0 AMERICAN STS WTR CO COM 029899101 289 6021 SH SOLE 6021 0 0 ANIXTER INTL INC BOND CV 035290AJ4 803440 7040000 PRN SOLE 7040000 0 0 AMERICAN EXPRESS CO COM 025816109 19532 339810 SH SOLE 339810 0 0 AXIS CAPITAL HOLDINGS INV SHS COM G0692U109 1146 33070 SH SOLE 33070 0 0 ACUITY BRANDS INC COM 00508Y102 355 5237 SH SOLE 5237 0 0 AUTOZONE INC COM 053332102 4101 11570 SH SOLE 11570 0 0 BOEING CO COM 097023105 15086 200180 SH SOLE 200180 0 0 BANK OF AMERICA CORPORATION COM 060505104 51473 4433477 SH SOLE 4433477 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 990 10392 SH PUT SOLE 10392 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 821 5750 SH CALL SOLE 5750 0 0 BRASKEM S A SP COM 105532105 226 16900 SH SOLE 16900 0 0 CREDICORP LTD COM G2519Y108 17824 121617 SH SOLE 121617 0 0 BAXTER INTL INC COM 071813109 7773 116600 SH SOLE 116600 0 0 BED BATH & BEYOND INC COM 075896100 16241 290489 SH SOLE 290489 0 0 BANCO BRADESCO S A SP COM 059460303 24734 1423965 SH SOLE 1423965 0 0 BARRETT BILL CORP BOND CV 06846NAA2 3502 35000 PRN SOLE 35000 0 0 BHP BILLITON PLC COM 05545E209 1056 15000 SH SOLE 15000 0 0 BB&T CORP COM 054937107 8923 306537 SH SOLE 306537 0 0 BEST BUY INC COM 086516101 894 75429 SH SOLE 75429 0 0 BARD C R INC COM 067383109 1648 16863 SH SOLE 16863 0 0 BRANDYWINE RLTY TR SH BEN INT COM 105368203 404 33118 SH SOLE 33118 0 0 BECTON DICKINSON & CO COM 075887109 3908 49984 SH SOLE 49984 0 0 BEAM INC COM 073730103 1634 26753 SH SOLE 26753 0 0 B/E AEROSPACE INC COM 073302101 405 8197 SH SOLE 8197 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 158 24705 SH SOLE 24705 0 0 FRANKLIN RES INC COM 354613101 7584 60336 SH SOLE 60336 0 0 BROWN FORMAN CORP CL B COM 115637209 1639 25907 SH SOLE 25907 0 0 BUNGE LIMITED COM G16962105 6284 86452 SH SOLE 86452 0 0 BUNGE LIMITED OPTION G16962105 734 473 SH CALL SOLE 473 0 0 GENERAL CABLE CORP DEL NEW BOND CV 369300AD0 790027 7975000 PRN SOLE 7975000 0 0 BRIGGS & STRATTON CORP COM 109043109 378 17915 SH SOLE 17915 0 0 BLACKROCK INTL GRWTH & INC T C COM 092524107 499 67920 SH SOLE 67920 0 0 BAKER HUGHES INC COM 057224107 11247 275350 SH SOLE 275350 0 0 BAKER HUGHES INC OPTION 057224107 550 1000 SH PUT SOLE 1000 0 0 BHP BILLITON LTD COM 088606108 884 11276 SH SOLE 11276 0 0 SOTHEBYS COM 835898107 428 12728 SH SOLE 12728 0 0 BAIDU INC SPON COM 056752108 28725 286423 SH SOLE 286423 0 0 BAIDU INC SPON OPTION 056752108 381 1500 SH PUT SOLE 1500 0 0 BOULDER GROWTH & INCOME FD I COM 101507101 752 118734 SH SOLE 118734 0 0 BIG LOTS INC COM 089302103 305 10719 SH SOLE 10719 0 0 BIOGEN IDEC INC COM 09062X103 18540 126662 SH SOLE 126662 0 0 SPDR SERIES TRUST BRCLYS 1-3MT COM 78464A680 5199 113480 SH SOLE 113480 0 0 BANK NEW YORK MELLON CORP COM 064058100 10551 410540 SH SOLE 410540 0 0 BROOKDALE SR LIVING INC COM 112463104 2478 97873 SH SOLE 97873 0 0 BLACK HILLS CORP COM 092113109 1169 32165 SH SOLE 32165 0 0 BLACKROCK INC COM 09247X101 9314 45057 SH SOLE 45057 0 0 BALL CORP COM 058498106 1374 30699 SH SOLE 30699 0 0 BMC SOFTWARE INC COM 055921100 2095 52876 SH SOLE 52876 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page6 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BLACKROCK HEALTH SCIENCES TR COM 09250W107 389 13876 SH SOLE 13876 0 0 BIOMED REALTY TRUST INC COM 09063H107 1247 64503 SH SOLE 64503 0 0 BIOMARIN PHARMACEUTICAL INC BOND CV 09061GAD3 3206944 13000000 PRN SOLE 13000000 0 0 BEMIS INC COM 081437105 594 17747 SH SOLE 17747 0 0 BIOMIMETIC THERAPEUTICS INC COM 09064X101 75 10321 SH SOLE 10321 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 16743 513743 SH SOLE 513743 0 0 BRISTOL MYERS SQUIBB CO OPTION 110122108 1337 5816 SH CALL SOLE 5816 0 0 STREAM EXCHANGE TRADED TR S&P COM 86324B103 17360 630349 SH SOLE 630349 0 0 BLACKROCK GLOBAL OPP EQTY TR COM 092501105 631 47774 SH SOLE 47774 0 0 BANK HAWAII CORP COM 062540109 1580 35878 SH SOLE 35878 0 0 BOK FINL CORP COM 05561Q201 205 3756 SH SOLE 3756 0 0 PIMCO ETF TR TOTL RETN ETF COM 72201R775 1531 14044 SH SOLE 14044 0 0 POPULAR INC COM 733174700 314 15081 SH SOLE 15081 0 0 BRO COM 11133T103 601 26269 SH SOLE 26269 0 0 BROADCOM CORP COM 111320107 10534 317206 SH SOLE 317206 0 0 BRE PROPERTIES INC COM 05564E106 1157 22763 SH SOLE 22763 0 0 BRF-BRASIL FOODS S A COM 10552T107 10414 493342 SH SOLE 493342 0 0 BERKSHIRE HATHAWAY INC DEL COM 084670108 11663 87 SH SOLE 87 0 0 BERKSHIRE HATHAWAY INC DEL CL BCOM 084670702 57855 644982 SH SOLE 644982 0 0 BERKSHIRE HATHAWAY INC DEL CL BOPTION 084670702 305 1170 SH PUT SOLE 1170 0 0 BROWN & BROWN INC COM 115236101 624 24515 SH SOLE 24515 0 0 BANCO SANTANDER BRASIL S A ADS COM 05967A107 5663 777949 SH SOLE 777949 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1556 271636 SH SOLE 271636 0 0 PEABODY ENERGY CORP COM 704549104 5573 209419 SH SOLE 209419 0 0 ANHEUSER BUSCH INBEV SA/NV COM 03524A108 787 9000 SH SOLE 9000 0 0 COMPANIA DE MINAS BUENAVENTU COM 204448104 12437 345966 SH SOLE 345966 0 0 BORGWARNER INC COM 099724106 2880 40208 SH SOLE 40208 0 0 BLACKSTONE GROUP L P COM UNIT COM 09253U108 265 16996 SH SOLE 16996 0 0 BOSTON PROPERTIES INC COM 101121101 6900 65213 SH SOLE 65213 0 0 BANCORPSOUTH INC COM 059692103 157 10824 SH SOLE 10824 0 0 BOYD GAMING CORP COM 103304101 815 122701 SH SOLE 122701 0 0 BEAZER HOMES USA INC COM 07556Q881 2705 160144 SH SOLE 160144 0 0 CITIGROUP INC COM 172967424 59861 1513181 SH SOLE 1513181 0 0 CITIGROUP INC OPTION 172967424 2199 12353 SH PUT SOLE 12353 0 0 CA INC COM 12673P105 8571 389928 SH SOLE 389928 0 0 CABELAS INC COM 126804301 217 5196 SH SOLE 5196 0 0 CACI INTL INC BOND CV 127190AD8 1292256 11538000 PRN SOLE 11538000 0 0 CONAGRA FOODS INC COM 205887102 5767 195496 SH SOLE 195496 0 0 CONAGRA FOODS INC OPTION 205887102 738 1250 SH CALL SOLE 1250 0 0 CARDINAL HEALTH INC COM 14149Y108 3522 85520 SH SOLE 85520 0 0 CHEESECAKE FACTORY INC COM 163072101 210 6433 SH SOLE 6433 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 10029 177634 SH SOLE 177634 0 0 CATERPILLAR INC DEL COM 149123101 15215 169796 SH SOLE 169796 0 0 CHUBB CORP COM 171232101 8467 112420 SH SOLE 112420 0 0 CINCINNATI BELL INC NEW COM 171871106 65 11819 SH SOLE 11819 0 0 COMPANHIA BRASILEIRA DE DIST S COM 20440T201 377 8494 SH SOLE 8494 0 0 CBRE GROUP INC COM 12504L109 2193 110183 SH SOLE 110183 0 0 CHICAGO BRIDGE & IRON CO N V N COM 167250109 1040 22443 SH SOLE 22443 0 0 CBL & ASSOC PPTYS INC COM 124830100 1396 65838 SH SOLE 65838 0 0 CBOE HLDGS INC COM 12503M108 532 18068 SH SOLE 18068 0 0 CBS CORP NEW CL B COM 124857202 5324 139917 SH SOLE 139917 0 0 COMMERCE BANCSHARES INC COM 200525103 583 16623 SH SOLE 16623 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 1851 58339 SH SOLE 58339 0 0 CROWN CASTLE INTL CORP COM 228227104 5082 70421 SH SOLE 70421 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page7 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CAMECO CORP COM 13321L108 1651 83747 SH SOLE 83747 0 0 CAMECO CORP OPTION 13321L108 201 650 SH PUT SOLE 650 0 0 CROWN HOLDINGS INC COM 228368106 857 23286 SH SOLE 23286 0 0 CARNIVAL CORP PAIRED CTF COM 143658300 4374 118947 SH SOLE 118947 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 291 21560 SH SOLE 21560 0 0 CELANESE CORP DEL COM SER A COM 150870103 1109 24897 SH SOLE 24897 0 0 CENTRAL EUROPEAN DIST CORP BOND CV 153435AA0 612 12000 PRN SOLE 12000 0 0 CELGENE CORP COM 151020104 15405 196313 SH SOLE 196313 0 0 CERNER CORP COM 156782104 5580 71994 SH SOLE 71994 0 0 CF INDS HLDGS INC COM 125269100 6851 33722 SH SOLE 33722 0 0 CAPITOL FED FINL INC COM 14057J101 258 22096 SH SOLE 22096 0 0 CAREFUSION CORP COM 14170T101 1436 50246 SH SOLE 50246 0 0 CULLEN FROST BANKERS INC COM 229899109 640 11787 SH SOLE 11787 0 0 CHURCH & DWIGHT INC COM 171340102 1720 32113 SH SOLE 32113 0 0 CHESAPEAKE ENERGY CORP COM 165167107 8258 496874 SH SOLE 496874 0 0 CHESAPEAKE ENERGY CORP OPTION 165167107 1300 2000 SH PUT SOLE 2000 0 0 CHESAPEAKE ENERGY CORP BOND CV 165167CA3 574228 6493000 PRN SOLE 6493000 0 0 CHESAPEAKE ENERGY CORP BOND CV 165167BZ9 19530 217000 PRN SOLE 217000 0 0 CHESAPEAKE ENERGY CORP BOND CV 165167BW6 76500 800000 PRN SOLE 800000 0 0 CHECK POINT SOFTWARE TECH LT COM M22465104 2423 50860 SH SOLE 50860 0 0 CHINA MOBILE LIMITED COM 16941M109 1511 25739 SH SOLE 25739 0 0 C H ROBINSON WORLDWIDE INC COM 12541W209 4568 72248 SH SOLE 72248 0 0 CHICOS FAS INC COM 168615102 243 13171 SH SOLE 13171 0 0 CHARTER COMMUNICATIONS INC D COM 16117M305 478 6274 SH SOLE 6274 0 0 CIGNA CORPORATION COM 125509109 3241 60629 SH SOLE 60629 0 0 COBALT INTL ENERGY INC COM 19075F106 939 38227 SH SOLE 38227 0 0 CIENA CORP COM 171779309 251 16008 SH SOLE 16008 0 0 COMPANHIA ENERGETICA DE MINA SPCOM 204409601 763 70280 SH SOLE 70280 0 0 CHIMERA INVT CORP COM 16934Q109 386 148065 SH SOLE 148065 0 0 CINCINNATI FINL CORP COM 172062101 3074 78488 SH SOLE 78488 0 0 CIT GROUP INC COM 125581801 2260 58496 SH SOLE 58496 0 0 CHECKPOINT SYS INC COM 162825103 133 12356 SH SOLE 12356 0 0 COLGATE PALMOLIVE CO COM 194162103 11278 107880 SH SOLE 107880 0 0 COLGATE PALMOLIVE CO OPTION 194162103 1338 500 SH CALL SOLE 500 0 0 CORE LABORATORIES N V COM N22717107 1059 9684 SH SOLE 9684 0 0 CLARCOR INC COM 179895107 298 6233 SH SOLE 6233 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 3960 102672 SH SOLE 102672 0 0 CORELOGIC INC COM 21871D103 639 23752 SH SOLE 23752 0 0 CLEAN HARBORS INC COM 184496107 2748 49961 SH SOLE 49961 0 0 MACK CALI RLTY CORP COM 554489104 673 25768 SH SOLE 25768 0 0 COLONIAL PPTYS TR COM SH BEN I COM 195872106 264 12345 SH SOLE 12345 0 0 CONTINENTAL RESOURCES INC COM 212015101 745 10140 SH SOLE 10140 0 0 CLEARWIRE CORP NEW COM 18538Q105 34 11598 SH SOLE 11598 0 0 CLOROX CO DEL COM 189054109 3434 46898 SH SOLE 46898 0 0 COMERICA INC COM 200340107 2011 66277 SH SOLE 66277 0 0 COMMERCIAL METALS CO COM 201723103 461 31049 SH SOLE 31049 0 0 COMCAST CORP NEW COM 20030N101 41983 1123746 SH SOLE 1123746 0 0 COMCAST CORP NEW COM 20030N200 3220 89645 SH SOLE 89645 0 0 CME GROUP INC COM 12572Q105 6498 128237 SH SOLE 128237 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 2874 9662 SH SOLE 9662 0 0 CUMMINS INC COM 231021106 5587 51566 SH SOLE 51566 0 0 CUMMINS INC OPTION 231021106 480 400 SH PUT SOLE 400 0 0 COMPASS MINERALS INTL INC COM 20451N101 4231 56633 SH SOLE 56633 0 0 CMS ENERGY CORP COM 125896100 1649 67647 SH SOLE 67647 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page8 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- COMVERSE TECHNOLOGY INC PAR $ COM 205862402 52 13484 SH SOLE 13484 0 0 CNA FINL CORP COM 126117100 1387 49527 SH SOLE 49527 0 0 CNH GLOBAL N V SHS COM N20935206 2301 57103 SH SOLE 57103 0 0 CINEMARK HOLDINGS INC COM 17243V102 720 27704 SH SOLE 27704 0 0 CLECO CORP NEW COM 12561W105 1175 29374 SH SOLE 29374 0 0 CNO FINL GROUP INC COM 12621E103 116 12434 SH SOLE 12434 0 0 CENTERPOINT ENERGY INC COM 15189T107 2248 116800 SH SOLE 116800 0 0 CONCUR TECHNOLOGIES INC COM 206708109 227 3367 SH SOLE 3367 0 0 CONSOL ENERGY INC COM 20854P109 3891 121204 SH SOLE 121204 0 0 PROSHARES TR USD COVERED BD COM 74348A749 6094 59793 SH SOLE 59793 0 0 CAPITAL ONE FINL CORP COM 14040H105 13890 239767 SH SOLE 239767 0 0 CABOT OIL & GAS CORP COM 127097103 3836 77114 SH SOLE 77114 0 0 COACH INC COM 189754104 10010 180325 SH SOLE 180325 0 0 COACH INC OPTION 189754104 1210 1000 SH PUT SOLE 1000 0 0 ROCKWELL COLLINS INC COM 774341101 2218 38136 SH SOLE 38136 0 0 COOPER COS INC COM 216648402 350 3786 SH SOLE 3786 0 0 CONOCOPHILLIPS COM 20825C104 15942 274904 SH SOLE 274904 0 0 CONOCOPHILLIPS OPTION 20825C104 216 698 SH PUT SOLE 698 0 0 CONOCOPHILLIPS OPTION 20825C104 7553 2660 SH CALL SOLE 2660 0 0 COSTCO WHSL CORP NEW COM 22160K105 18685 189257 SH SOLE 189257 0 0 COVIDIEN PLC SHS COM G2554F113 5557 96246 SH SOLE 96246 0 0 CAMPBELL SOUP CO COM 134429109 1984 56875 SH SOLE 56875 0 0 CPFL ENERGIA S A COM 126153105 250 11929 SH SOLE 11929 0 0 CALPINE CORP COM 131347304 877 48370 SH SOLE 48370 0 0 COPART INC COM 217204106 254 8604 SH SOLE 8604 0 0 CAPSTONE TURBINE CORP COM 14067D102 15 16705 SH SOLE 16705 0 0 CAMDEN PPTY TR SH BEN INT COM 133131102 2530 37091 SH SOLE 37091 0 0 COMPUWARE CORP COM 205638109 212 19530 SH SOLE 19530 0 0 CITIZENS REPUBLIC BANCORP IN COM 174420307 316 16666 SH SOLE 16666 0 0 CREE INC COM 225447101 2287 67293 SH SOLE 67293 0 0 CORNERSTONE TOTAL RTRN FD IN COM 21924U201 112 20844 SH SOLE 20844 0 0 CARTER INC COM 146229109 271 4867 SH SOLE 4867 0 0 SALESFORCE COM INC COM 79466L302 6118 36393 SH SOLE 36393 0 0 CREDIT SUISSE GROUP COM 225401108 878 35743 SH SOLE 35743 0 0 COMPUTER SCIENCES CORP COM 205363104 1500 37456 SH SOLE 37456 0 0 CISCO SYS INC COM 17275R102 52633 2678587 SH SOLE 2678587 0 0 CISCO SYS INC OPTION 17275R102 229 4113 SH PUT SOLE 4113 0 0 CAPITALSOURCE INC COM 14055X102 230 30404 SH SOLE 30404 0 0 CARLISLE COS INC COM 142339100 292 4961 SH SOLE 4961 0 0 COINSTAR INC COM 19259P300 294 5657 SH SOLE 5657 0 0 CSX CORP COM 126408103 7112 360467 SH SOLE 360467 0 0 CINTAS CORP COM 172908105 1083 26474 SH SOLE 26474 0 0 CENTURYLINK INC COM 156700106 7894 201792 SH SOLE 201792 0 0 CENTURYLINK INC OPTION 156700106 200 1024 SH CALL SOLE 1024 0 0 CTRIP COM INTL LTD AMERICAN DE COM 22943F100 9550 421453 SH SOLE 421453 0 0 CATAMARAN CORP COM 148887102 2417 51322 SH SOLE 51322 0 0 COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 13319 180268 SH SOLE 180268 0 0 CITRIX SYS INC COM 177376100 7044 107338 SH SOLE 107338 0 0 CUBESMART COM 229663109 1729 118679 SH SOLE 118679 0 0 COUSINS PPTYS INC COM 222795106 112 13409 SH SOLE 13409 0 0 COVANTA HLDG CORP COM 22282E102 1667 90505 SH SOLE 90505 0 0 CABLEVISION SYS CORP COM 12686C109 543 36362 SH SOLE 36362 0 0 COVANCE INC COM 222816100 255 4413 SH SOLE 4413 0 0 CONVERGYS CORP COM 212485106 229 13958 SH SOLE 13958 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page9 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- COVENTRY HEALTH CARE INC COM 222862104 1249 27869 SH SOLE 27869 0 0 CVS CAREMARK CORPORATION COM 126650100 12203 252396 SH SOLE 252396 0 0 CHEVRON CORP NEW COM 166764100 50846 470187 SH SOLE 470187 0 0 CHEVRON CORP NEW OPTION 166764100 2660 800 SH CALL SOLE 800 0 0 COMMONWEALTH REIT COM SH BEN I COM 203233101 306 19330 SH SOLE 19330 0 0 CEMEX SAB DE CV SPON COM 151290889 3717 376576 SH SOLE 376576 0 0 CONCHO RES INC COM 20605P101 1862 23117 SH SOLE 23117 0 0 CREXUS INVT CORP COM 226553105 166 13581 SH SOLE 13581 0 0 CORRECTIONS CORP AMER NEW COM 22025Y407 281 7921 SH SOLE 7921 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 120 11073 SH SOLE 11073 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 353 11498 SH SOLE 11498 0 0 CYMER INC COM 232572107 614 6788 SH SOLE 6788 0 0 CITY NATL CORP COM 178566105 483 9752 SH SOLE 9752 0 0 CYTEC INDS INC COM 232820100 253 3680 SH SOLE 3680 0 0 COSAN LTD SHS A COM G25343107 263 15196 SH SOLE 15196 0 0 DOMINION RES INC VA NEW COM 25746U109 11954 230779 SH SOLE 230779 0 0 DOMINION RES INC VA NEW OPTION 25746U109 377 1000 SH PUT SOLE 1000 0 0 DELTA AIR LINES INC DEL COM 247361702 728 61328 SH SOLE 61328 0 0 DANA HLDG CORP COM 235825205 174 11152 SH SOLE 11152 0 0 E-COMMERCE CHINA DANGDANG IN S COM 26833A105 42 10118 SH SOLE 10118 0 0 DARLING INTL INC COM 237266101 885 55193 SH SOLE 55193 0 0 DEUTSCHE BANK AG NAMEN AKT COM D18190898 2489 56192 SH SOLE 56192 0 0 DOUBLELINE OPPORTUNISTIC CR COM 258623107 363 13445 SH SOLE 13445 0 0 DONALDSON INC COM 257651109 370 11271 SH SOLE 11271 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 237 36455 SH SOLE 36455 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 20283 450953 SH SOLE 450953 0 0 DU PONT E I DE NEMOURS & CO OPTION 263534109 348 4000 SH PUT SOLE 4000 0 0 DDR CORP COM 23317H102 842 53763 SH SOLE 53763 0 0 DEERE & CO COM 244199105 12798 148087 SH SOLE 148087 0 0 DOUGLAS EMMETT INC COM 25960P109 736 31597 SH SOLE 31597 0 0 DELL INC COM 24702R101 13631 1344235 SH SOLE 1344235 0 0 DELL INC OPTION 24702R101 287 1200 SH PUT SOLE 1200 0 0 DEAN FOODS CO NEW COM 242370104 692 41937 SH SOLE 41937 0 0 DISCOVER FINL SVCS COM 254709108 7640 198188 SH SOLE 198188 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 218 9031 SH SOLE 9031 0 0 DOLLAR GEN CORP NEW COM 256677105 3036 68854 SH SOLE 68854 0 0 QUEST DIAGNOSTICS INC COM 74834L100 1761 30225 SH SOLE 30225 0 0 D R HORTON INC COM 23331A109 1199 60641 SH SOLE 60641 0 0 DANAHER CORP DEL COM 235851102 8356 149477 SH SOLE 149477 0 0 SPDR DOW JONES INDL AVRG ETF U COM 78467X109 25219 193127 SH SOLE 193127 0 0 SPDR DOW JONES INDL AVRG ETF U OPTION 78467X109 4223 13500 SH CALL SOLE 13500 0 0 SPDR DOW JONES INDL AVRG ETF U OPTION 78467X109 475 3922 SH PUT SOLE 3922 0 0 DINEEQUITY INC COM 254423106 257 3838 SH SOLE 3838 0 0 DIODES INC COM 254543101 397 22887 SH SOLE 22887 0 0 DISNEY WALT CO COM DISNEY COM 254687106 20062 402939 SH SOLE 402939 0 0 DISNEY WALT CO COM DISNEY OPTION 254687106 787 650 SH PUT SOLE 650 0 0 DISCOVERY COMMUNICATNS NEW COM COM 25470F104 4756 74915 SH SOLE 74915 0 0 DISCOVERY COMMUNICATNS NEW COM COM 25470F302 864 14770 SH SOLE 14770 0 0 DISH NETWORK CORP COM 25470M109 1516 41638 SH SOLE 41638 0 0 DICKS SPORTING GOODS INC COM 253393102 1016 22325 SH SOLE 22325 0 0 DOLBY LABORATORIES INC COM 25659T107 218 7436 SH SOLE 7436 0 0 DELPHI AUTOMOTIVE PLC SHS COM G27823106 2180 57001 SH SOLE 57001 0 0 DIGITAL RLTY TR INC COM 253868103 3712 54682 SH SOLE 54682 0 0 DOLLAR TREE INC COM 256746108 5214 128554 SH SOLE 128554 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page10 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DELUXE CORP COM 248019101 900 27904 SH SOLE 27904 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 1211 15400 SH SOLE 15400 0 0 DNP SELECT INCOME FD COM 23325P104 389 41047 SH SOLE 41047 0 0 DENBURY RES INC COM 247916208 1965 121273 SH SOLE 121273 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 2095 30822 SH SOLE 30822 0 0 DOVER CORP COM 260003108 2547 38760 SH SOLE 38760 0 0 DOW CHEM CO COM 260543103 13570 419737 SH SOLE 419737 0 0 DOW 30SM ENHANCED PREM & INC COM 260537105 274 25550 SH SOLE 25550 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 2015 45598 SH SOLE 45598 0 0 DRESSER-RAND GROUP INC COM 261608103 462 8237 SH SOLE 8237 0 0 DUKE REALTY CORP COM 264411505 1673 120584 SH SOLE 120584 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 235 26075 SH SOLE 26075 0 0 DARDEN RESTAURANTS INC COM 237194105 2854 63333 SH SOLE 63333 0 0 DORAL FINL CORP COM 25811P886 10 13374 SH SOLE 13374 0 0 DRIL-QUIP INC COM 262037104 354 4847 SH SOLE 4847 0 0 DTE ENERGY CO COM 233331107 3292 54817 SH SOLE 54817 0 0 DIRECTV COM 25490A309 13748 274075 SH SOLE 274075 0 0 DUKE ENERGY CORP NEW COM 26441C204 15651 245319 SH SOLE 245319 0 0 DAVITA HEALTHCARE PARTNERS I COM 23918K108 2634 23831 SH SOLE 23831 0 0 DEVON ENERGY CORP NEW COM 25179M103 12300 236362 SH SOLE 236362 0 0 ISHARES TR DJ SEL DIV INX COM 464287168 429 7500 SH SOLE 7500 0 0 ELECTRONIC ARTS INC COM 285512109 1058 72873 SH SOLE 72873 0 0 WELLS FARGO ADVANTAGE INCOME C COM 94987B105 351 34850 SH SOLE 34850 0 0 BRINKER INTL INC COM 109641100 593 19140 SH SOLE 19140 0 0 EBAY INC COM 278642103 35611 698291 SH SOLE 698291 0 0 CENTRAIS ELETRICAS BRASILEIR COM 15234Q207 83 26737 SH SOLE 26737 0 0 ECOLAB INC COM 278865100 5230 72735 SH SOLE 72735 0 0 CONSOLIDATED EDISON INC COM 209115104 20638 371592 SH SOLE 371592 0 0 CONSOLIDATED EDISON INC OPTION 209115104 262 750 SH PUT SOLE 750 0 0 DIREXION SHS ETF TR DLY EMRGMK COM 25459Y686 5756 52673 SH SOLE 52673 0 0 EDUCATION RLTY TR INC COM 28140H104 160 15060 SH SOLE 15060 0 0 DIREXION SHS ETF TR DLY EM BR3XCOM 25459W482 4904 543649 SH SOLE 543649 0 0 ISHARES TR MSCI EMERG MKT COM 464287234 351619 7928275 SH SOLE 7928275 0 0 ISHARES TR MSCI EMERG MKT OPTION 464287234 1107 32200 SH CALL SOLE 32200 0 0 ISHARES TR MSCI EMERG MKT OPTION 464287234 13011 20500 SH PUT SOLE 20500 0 0 ISHARES TR MSCI EAFE INDEX COM 464287465 320150 5630501 SH SOLE 5630501 0 0 ISHARES TR MSCI EAFE INDEX OPTION 464287465 419 6455 SH PUT SOLE 6455 0 0 EQUIFAX INC COM 294429105 2396 44265 SH SOLE 44265 0 0 ENERGEN CORP COM 29265N108 1555 34488 SH SOLE 34488 0 0 ELDORADO GOLD CORP NEW COM 284902103 238 18456 SH SOLE 18456 0 0 EASTGROUP PPTY INC COM 277276101 225 4186 SH SOLE 4186 0 0 ISHARES TR INDONE INVS MRKT COM 46429B309 500 16527 SH SOLE 16527 0 0 EDISON INTL COM 281020107 3327 73619 SH SOLE 73619 0 0 LAUDER ESTEE COS INC COM 518439104 3291 54981 SH SOLE 54981 0 0 ELAN PLC COM 284131208 342 33521 SH SOLE 33521 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 607 9027 SH SOLE 9027 0 0 E M C CORP MASS COM 268648102 18613 735689 SH SOLE 735689 0 0 E M C CORP MASS OPTION 268648102 364 7000 SH PUT SOLE 7000 0 0 E M C CORP MASS BOND CV 268648AM4 4070437 25500000 PRN SOLE 25500000 0 0 EASTMAN CHEM CO COM 277432100 2751 40429 SH SOLE 40429 0 0 EMERSON ELEC CO COM 291011104 11658 220128 SH SOLE 220128 0 0 ENDO HEALTH SOLUTIONS INC COM 29264F205 293 11184 SH SOLE 11184 0 0 ENDURANCE SPECIALTY HLDGS LT S COM G30397106 245 6178 SH SOLE 6178 0 0 ENERSIS S A COM 29274F104 380 20853 SH SOLE 20853 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page11 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- REED ELSEVIER N V SPONS COM 758204200 730 24677 SH SOLE 24677 0 0 ENERGIZER HLDGS INC COM 29266R108 1193 14916 SH SOLE 14916 0 0 EOG RES INC COM 26875P101 10954 90690 SH SOLE 90690 0 0 EATON VANCE ENH EQTY INC FD COM 278277108 320 30667 SH SOLE 30667 0 0 WISDOMTREE TRUST INDIA ERNGS FDCOM 97717W422 1265 65301 SH SOLE 65301 0 0 ISHARES INC MSCI PAC J IDX COM 464286665 1498 31775 SH SOLE 31775 0 0 EPR PPTYS COM SH BEN INT COM 26884U109 393 8519 SH SOLE 8519 0 0 EQUINIX INC COM 29444U502 14036 68069 SH SOLE 68069 0 0 EQUINIX INC BOND CV 29444UAG1 3316071 17000000 PRN SOLE 17000000 0 0 EQUITY RESIDENTIAL SH BEN INT COM 29476L107 8182 144379 SH SOLE 144379 0 0 EQT CORP COM 26884L109 2629 44571 SH SOLE 44571 0 0 EQUITY ONE COM 294752100 259 12349 SH SOLE 12349 0 0 ENERPLUS CORP COM 292766102 564 43539 SH SOLE 43539 0 0 ERICSSON COM 294821608 102 10065 SH SOLE 10065 0 0 ERIE INDTY CO COM 29530P102 253 3660 SH SOLE 3660 0 0 EMBRAER S A SP COM 29082A107 231 8113 SH SOLE 8113 0 0 ISHARES TR MSCI RUSS INDX COM 46429B705 1182 50000 SH SOLE 50000 0 0 DIREXION SHS ETF TR DLY ENRGY COM 25459W888 3937 81210 SH SOLE 81210 0 0 DIREXION SHS ETF TR DLY ENRGY COM 25459W342 3964 506909 SH SOLE 506909 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 239 3751 SH SOLE 3751 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 19884 368221 SH SOLE 368221 0 0 ESSEX PPTY TR INC COM 297178105 2032 13854 SH SOLE 13854 0 0 ENSCO PLC SHS CLASS A COM G3157S106 3649 61560 SH SOLE 61560 0 0 E TRADE FINANCIAL CORP COM 269246401 707 79019 SH SOLE 79019 0 0 EATON VANCE RISK MNGD DIV EQ COM 27829G106 6923 663735 SH SOLE 663735 0 0 EATON CORP PLC SHS COM G29183103 6233 115043 SH SOLE 115043 0 0 ENTERGY CORP NEW COM 29364G103 5475 85877 SH SOLE 85877 0 0 EATON VANCE CORP COM NON VTG COM 278265103 1358 42631 SH SOLE 42631 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 2568 28485 SH SOLE 28485 0 0 ISHARES INC MSCI AUSTRALIA COM 464286103 5028 200000 SH SOLE 200000 0 0 EAST WEST BANCORP INC COM 27579R104 650 30226 SH SOLE 30226 0 0 ISHARES INC MSCI CDA INDEX COM 464286509 2667 93925 SH SOLE 93925 0 0 ISHARES INC MSCI HONG KONG COM 464286871 1122 57800 SH SOLE 57800 0 0 ISHARES INC MSCI TAIWAN COM 464286731 5272 387073 SH SOLE 387073 0 0 ISHARES INC MSCI MEX INVEST COM 464286822 6580 93299 SH SOLE 93299 0 0 ISHARES INC MSCI MEX INVEST OPTION 464286822 688 1250 SH CALL SOLE 1250 0 0 ISHARES INC MSCI S KOREA COM 464286772 5100 80508 SH SOLE 80508 0 0 ISHARES INC MSCI BRAZIL COM 464286400 51547 921466 SH SOLE 921466 0 0 ISHARES INC MSCI BRAZIL OPTION 464286400 316 13650 SH CALL SOLE 13650 0 0 ISHARES INC MSCI BRAZIL OPTION 464286400 6176 23300 SH PUT SOLE 23300 0 0 EXELON CORP COM 30161N101 14783 497065 SH SOLE 497065 0 0 EXELON CORP OPTION 30161N101 2160 1500 SH PUT SOLE 1500 0 0 EXPEDITORS INTL WASH INC COM 302130109 3713 93871 SH SOLE 93871 0 0 EXPEDIA INC DEL COM 30212P303 3200 52083 SH SOLE 52083 0 0 EXTRA SPACE STORAGE INC COM 30225T102 868 23859 SH SOLE 23859 0 0 ISHARES INC MSCI STH AFRCA COM 464286780 2176 30402 SH SOLE 30402 0 0 FORD MTR CO DEL PAR $0.01 COM 345370860 10357 799731 SH SOLE 799731 0 0 FORD MTR CO DEL PAR $0.01 OPTION 345370860 48 11366 SH PUT SOLE 11366 0 0 FORD MTR CO DEL PAR $0.01 OPTION 345370860 673 2886 SH CALL SOLE 2886 0 0 FORD MTR CO DEL BOND CV 345370CF5 309750 2000000 PRN SOLE 2000000 0 0 FIRST AMERN FINL CORP COM 31847R102 312 12964 SH SOLE 12964 0 0 DIREXION SHS ETF TR DLY FIN BU COM 25459Y694 8682 72397 SH SOLE 72397 0 0 FASTENAL CO COM 311900104 6129 131388 SH SOLE 131388 0 0 DIREXION SHS ETF TR DLY FIN BE COM 25459W144 6822 451516 SH SOLE 451516 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page12 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- FACEBOOK INC COM 30303M102 39583 1486982 SH SOLE 1486982 0 0 FACEBOOK INC OPTION 30303M102 396 1679 SH PUT SOLE 1679 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 366 12526 SH SOLE 12526 0 0 FOREST CITY ENTERPRISES INC COM 345550107 445 27536 SH SOLE 27536 0 0 FUELCELL ENERGY INC COM 35952H106 13 14226 SH SOLE 14226 0 0 FELCOR LODGING TR INC COM 31430F101 13940 2984907 SH SOLE 2984907 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 146 10117 SH SOLE 10117 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 34186 999577 SH SOLE 999577 0 0 FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 1360 5334 SH PUT SOLE 5334 0 0 FAMILY DLR STORES INC COM 307000109 1389 21910 SH SOLE 21910 0 0 FACTSET RESH SYS INC COM 303075105 805 9136 SH SOLE 9136 0 0 FEDEX CORP COM 31428X106 10248 111729 SH SOLE 111729 0 0 FEDEX CORP OPTION 31428X106 302 500 SH PUT SOLE 500 0 0 FIRSTENERGY CORP COM 337932107 5046 120842 SH SOLE 120842 0 0 FIRST TR ENERGY INCOME & GRW COM 33738G104 580 18916 SH SOLE 18916 0 0 F5 NETWORKS INC COM 315616102 3733 38426 SH SOLE 38426 0 0 FIRST HORIZON NATL CORP COM 320517105 717 72376 SH SOLE 72376 0 0 FEDERATED INVS INC PA CL B COM 314211103 527 26040 SH SOLE 26040 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 3286 94393 SH SOLE 94393 0 0 FISERV INC COM 337738108 6851 86687 SH SOLE 86687 0 0 FIFTH THIRD BANCORP COM 316773100 4609 303237 SH SOLE 303237 0 0 FOOT LOCKER INC COM 344849104 384 11970 SH SOLE 11970 0 0 FLEXTRONICS INTL LTD COM Y2573F102 2051 330253 SH SOLE 330253 0 0 FLIR SYS INC COM 302445101 788 35310 SH SOLE 35310 0 0 FLOWERS FOODS INC COM 343498101 213 9154 SH SOLE 9154 0 0 FLUOR CORP NEW COM 343412102 6452 109841 SH SOLE 109841 0 0 FLUOR CORP NEW OPTION 343412102 480 750 SH PUT SOLE 750 0 0 FLOWSERVE CORP COM 34354P105 1618 11025 SH SOLE 11025 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 365 6797 SH SOLE 6797 0 0 F M C CORP COM 302491303 2796 47777 SH SOLE 47777 0 0 FOCUS MEDIA HLDG LTD COM 34415V109 263 10230 SH SOLE 10230 0 0 FIRSTMERIT CORP COM 337915102 611 43040 SH SOLE 43040 0 0 FRESENIUS MED CARE AG&CO KGA COM 358029106 604 17604 SH SOLE 17604 0 0 FOMENTO ECONOMICO MEXICANO S S COM 344419106 3612 35869 SH SOLE 35869 0 0 FNB CORP PA COM 302520101 399 37537 SH SOLE 37537 0 0 FIDELITY NATIONAL FINANCIAL COM 31620R105 2205 93616 SH SOLE 93616 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 785 98983 SH SOLE 98983 0 0 FERRO CORP COM 315405100 169 40355 SH SOLE 40355 0 0 FOSSIL INC COM 349882100 2386 25627 SH SOLE 25627 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 181 12856 SH SOLE 12856 0 0 FRANCESCAS HLDGS CORP COM 351793104 1470 56680 SH SOLE 56680 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 873 26644 SH SOLE 26644 0 0 FEDERAL REALTY INVT TR SH BEN COM 313747206 3014 28975 SH SOLE 28975 0 0 FOREST LABS INC COM 345838106 1770 50117 SH SOLE 50117 0 0 FIRST SOLAR INC COM 336433107 1141 36968 SH SOLE 36968 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 130 10568 SH SOLE 10568 0 0 FOREST OIL CORP PAR $0.01 COM 346091705 6234 931888 SH SOLE 931888 0 0 FMC TECHNOLOGIES INC COM 30249U101 3376 78814 SH SOLE 78814 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 1501 350660 SH SOLE 350660 0 0 FULTON FINL CORP PA COM 360271100 405 42093 SH SOLE 42093 0 0 FOSTER WHEELER AG COM H27178104 505 20749 SH SOLE 20749 0 0 ISHARES TR FTSE CHINA25 IDX COM 464287184 32614 806270 SH SOLE 806270 0 0 ISHARES TR FTSE CHINA25 IDX OPTION 464287184 2017 18000 SH CALL SOLE 18000 0 0 GENERAL AMERN INVS INC COM 368802104 316 11353 SH SOLE 11353 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page13 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AGL RES INC COM 001204106 1352 33826 SH SOLE 33826 0 0 BARCLAYS BANK PLC ETN DJUBS NA COM 06739H644 150 55611 SH SOLE 55611 0 0 GREATER CHINA FD INC COM 39167B102 8946 694597 SH SOLE 694597 0 0 GANNETT INC COM 364730101 1152 63976 SH SOLE 63976 0 0 SANOFI RIGHT 12/31/2020 COM 80105N113 230 135496 SH SOLE 135496 0 0 GENERAL DYNAMICS CORP COM 369550108 6076 87715 SH SOLE 87715 0 0 GARDNER DENVER INC COM 365558105 748 10917 SH SOLE 10917 0 0 MARKET VECTORS ETF TR GOLD MIN COM 57060U100 70954 1529505 SH SOLE 1529505 0 0 GENERAL ELECTRIC CO COM 369604103 85791 4087243 SH SOLE 4087243 0 0 GENERAL ELECTRIC CO OPTION 369604103 255 2000 SH CALL SOLE 2000 0 0 GOLD FIELDS LTD NEW COM 38059T106 2252 180332 SH SOLE 180332 0 0 GOLDCORP INC NEW COM 380956409 1676 45676 SH SOLE 45676 0 0 GERDAU S A SPON COM 373737105 6314 702305 SH SOLE 702305 0 0 GRACO INC COM 384109104 247 4790 SH SOLE 4790 0 0 GAMCO GLOBAL GOLD NAT RES & CO COM 36465A109 2690 210170 SH SOLE 210170 0 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 3538 178214 SH SOLE 178214 0 0 GILEAD SCIENCES INC COM 375558103 27885 379651 SH SOLE 379651 0 0 TEMPLETON GLOBAL INCOME FD COM 880198106 808 85610 SH SOLE 85610 0 0 GENERAL MLS INC COM 370334104 6631 164058 SH SOLE 164058 0 0 SPDR GOLD TRUST GOLD SHS COM 78463V107 6219 38385 SH SOLE 38385 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 298 33392 SH SOLE 33392 0 0 PROSHARES TR II ULTRASHRT COM 74347W395 1478 23610 SH SOLE 23610 0 0 CORNING INC COM 219350105 5840 462763 SH SOLE 462763 0 0 GENERAL MTRS CO COM 37045V100 6664 231135 SH SOLE 231135 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 1257 30397 SH SOLE 30397 0 0 GAMESTOP CORP NEW COM 36467W109 591 23540 SH SOLE 23540 0 0 GENCO SHIPPING & TRADING LTD S COM Y2685T107 85 24410 SH SOLE 24410 0 0 GENTEX CORP COM 371901109 216 11476 SH SOLE 11476 0 0 GENWORTH FINL INC COM COM 37247D106 3409 453975 SH SOLE 453975 0 0 RANDGOLD RES LTD COM 752344309 1279 12894 SH SOLE 12894 0 0 GOOGLE INC COM 38259P508 129737 183405 SH SOLE 183405 0 0 GOOGLE INC OPTION 38259P508 3941 512 SH PUT SOLE 512 0 0 GENUINE PARTS CO COM 372460105 3300 51896 SH SOLE 51896 0 0 GLOBAL PMTS INC COM 37940X102 750 16555 SH SOLE 16555 0 0 GAP INC DEL COM 364760108 3852 124086 SH SOLE 124086 0 0 GARMIN LTD SHS COM H2906T109 4210 103308 SH SOLE 103308 0 0 GLIMCHER RLTY TR SH BEN INT COM 379302102 932 84020 SH SOLE 84020 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 29851 234012 SH SOLE 234012 0 0 GOLDMAN SACHS GROUP INC OPTION 38141G104 2267 748 SH PUT SOLE 748 0 0 GOLDEN STAR RES LTD CDA COM 38119T104 28 15470 SH SOLE 15470 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 2318 167837 SH SOLE 167837 0 0 GOODYEAR TIRE & RUBR CO OPTION 382550101 218 3520 SH PUT SOLE 3520 0 0 GT ADVANCED TECHNOLOGIES INC COM 36191U106 64 21103 SH SOLE 21103 0 0 GENESEE & WYO INC COM 371559105 379 4984 SH SOLE 4984 0 0 GRAINGER W W INC COM 384802104 2614 12916 SH SOLE 12916 0 0 GREAT PLAINS ENERGY INC COM 391164100 247 12170 SH SOLE 12170 0 0 HALLIBURTON CO COM 406216101 12355 356154 SH SOLE 356154 0 0 HARMAN INTL INDS INC COM 413086109 527 11795 SH SOLE 11795 0 0 HASBRO INC COM 418056107 1337 37243 SH SOLE 37243 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1576 246679 SH SOLE 246679 0 0 HANCOCK HLDG CO COM 410120109 315 9925 SH SOLE 9925 0 0 HANESBRANDS INC COM 410345102 276 7713 SH SOLE 7713 0 0 HCA HOLDINGS INC COM 40412C101 1036 34346 SH SOLE 34346 0 0 HUDSON CITY BANCORP COM 443683107 3780 464902 SH SOLE 464902 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page14 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- HCC INS HLDGS INC COM 404132102 788 21165 SH SOLE 21165 0 0 HEALTH CARE REIT INC COM 42217K106 6901 112590 SH SOLE 112590 0 0 HCP INC COM 40414L109 10700 236938 SH SOLE 236938 0 0 HOME DEPOT INC COM 437076102 22044 356403 SH SOLE 356403 0 0 HDFC BANK LTD COM 40415F101 16293 400131 SH SOLE 400131 0 0 HECKMANN CORP COM 422680108 872 216379 SH SOLE 216379 0 0 HESS CORP COM 42809H107 5114 96571 SH SOLE 96571 0 0 HOLLYFRONTIER CORP COM 436106108 3214 69046 SH SOLE 69046 0 0 HOWARD HUGHES CORP COM 44267D107 295 4038 SH SOLE 4038 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 6945 309480 SH SOLE 309480 0 0 HIGHWOODS PPTYS INC COM 431284108 446 13325 SH SOLE 13325 0 0 HECLA MNG CO COM 422704106 96 16526 SH SOLE 16526 0 0 HERBALIFE LTD COM USD SHS COM G4412G101 646 19626 SH SOLE 19626 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 367 17798 SH SOLE 17798 0 0 HEALTH MGMT ASSOC INC NEW COM 421933102 246 26442 SH SOLE 26442 0 0 HOME PROPERTIES INC COM 437306103 888 14479 SH SOLE 14479 0 0 HMS HLDGS CORP COM 40425J101 398 15344 SH SOLE 15344 0 0 HEINZ H J CO COM 423074103 4898 84920 SH SOLE 84920 0 0 HEINZ H J CO OPTION 423074103 758 1100 SH CALL SOLE 1100 0 0 HARLEY DAVIDSON INC COM 412822108 3658 74903 SH SOLE 74903 0 0 HOLOGIC INC COM 436440101 1227 61313 SH SOLE 61313 0 0 HONEYWELL INTL INC COM 438516106 13715 216089 SH SOLE 216089 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3356 58500 SH SOLE 58500 0 0 HELMERICH & PAYNE INC COM 423452101 1572 28059 SH SOLE 28059 0 0 HEWLETT PACKARD CO COM 428236103 10981 770631 SH SOLE 770631 0 0 HEWLETT PACKARD CO OPTION 428236103 2204 3700 SH PUT SOLE 3700 0 0 HOSPITALITY PPTYS TR COM SH BE COM 44106M102 858 36633 SH SOLE 36633 0 0 HEALTHCARE RLTY TR COM 421946104 294 12260 SH SOLE 12260 0 0 BLOCK H & R INC COM 093671105 1533 82533 SH SOLE 82533 0 0 BLOCK H & R INC OPTION 093671105 118 23664 SH PUT SOLE 23664 0 0 HORMEL FOODS CORP COM 440452100 1382 44296 SH SOLE 44296 0 0 HARRIS CORP DEL COM 413875105 1406 28725 SH SOLE 28725 0 0 HILLSHIRE BRANDS CO COM 432589109 721 25639 SH SOLE 25639 0 0 SCHEIN HENRY INC COM 806407102 3417 42493 SH SOLE 42493 0 0 HSN INC COM 404303109 299 5430 SH SOLE 5430 0 0 HOSPIRA INC COM 441060100 1030 32973 SH SOLE 32973 0 0 HOST HOTELS & RESORTS INC COM 44107P104 4678 298507 SH SOLE 298507 0 0 HERSHEY CO COM 427866108 2295 31774 SH SOLE 31774 0 0 HERSHA HOSPITALITY TR SH BEN I COM 427825104 125 25047 SH SOLE 25047 0 0 HATTERAS FINL CORP COM 41902R103 332 13379 SH SOLE 13379 0 0 HARRIS TEETER SUPERMARKETS I COM 414585109 225 5823 SH SOLE 5823 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 869 53391 SH SOLE 53391 0 0 HUBBELL INC CL B COM 443510201 1526 18031 SH SOLE 18031 0 0 HUMANA INC COM 444859102 2190 31912 SH SOLE 31912 0 0 HEADWATERS INC COM 42210P102 109 12768 SH SOLE 12768 0 0 ISHARES TR HIGH YLD CORP COM 464288513 1523 16314 SH SOLE 16314 0 0 ABERDEEN AUSTRALIA EQTY FD I COM 003011103 237 22712 SH SOLE 22712 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 46190 241136 SH SOLE 241136 0 0 INTERNATIONAL BUSINESS MACHS OPTION 459200101 1624 509 SH CALL SOLE 509 0 0 ICICI BK LTD COM 45104G104 12194 279615 SH SOLE 279615 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 3198 25828 SH SOLE 25828 0 0 IDACORP INC COM 451107106 270 6226 SH SOLE 6226 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 128 17544 SH SOLE 17544 0 0 IDEXX LABS INC COM 45168D104 406 4376 SH SOLE 4376 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page15 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- IDEX CORP COM 45167R104 309 6645 SH SOLE 6645 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2006 30140 SH SOLE 30140 0 0 INDIA FD INC COM 454089103 1645 78668 SH SOLE 78668 0 0 ING GLOBAL EQTY DIV & PREM O COM 45684E107 322 37082 SH SOLE 37082 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 714 50374 SH SOLE 50374 0 0 IHS INC COM 451734107 849 8845 SH SOLE 8845 0 0 ISHARES TR S&P LTN AM 40 COM 464287390 23167 528433 SH SOLE 528433 0 0 ILLUMINA INC COM 452327109 1349 24263 SH SOLE 24263 0 0 INGRAM MICRO INC COM 457153104 203 12022 SH SOLE 12022 0 0 CHIPMOS TECH BERMUDA LTD SHS COM G2110R114 4351 375000 SH SOLE 375000 0 0 INFORMATICA CORP COM 45666Q102 1021 33689 SH SOLE 33689 0 0 INFOSYS LTD COM 456788108 21641 511603 SH SOLE 511603 0 0 ING GROEP N V COM 456837103 2560 269803 SH SOLE 269803 0 0 INGREDION INC COM 457187102 388 6026 SH SOLE 6026 0 0 WORLD FUEL SVCS CORP COM 981475106 259 6286 SH SOLE 6286 0 0 INTEL CORP COM 458140100 58891 2856024 SH SOLE 2856024 0 0 INTEL CORP OPTION 458140100 344 3000 SH CALL SOLE 3000 0 0 INTEL CORP OPTION 458140100 939 4092 SH PUT SOLE 4092 0 0 INTUIT COM 461202103 9536 160337 SH SOLE 160337 0 0 INNOSPEC INC COM 45768S105 423 12276 SH SOLE 12276 0 0 INTL PAPER CO COM 460146103 3534 88703 SH SOLE 88703 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1222 110895 SH SOLE 110895 0 0 INTREPID POTASH INC COM 46121Y102 2292 107644 SH SOLE 107644 0 0 INGERSOLL-RAND PLC SHS COM G47791101 3020 62968 SH SOLE 62968 0 0 INLAND REAL ESTATE CORP COM 457461200 101 12025 SH SOLE 12025 0 0 INVESTORS REAL ESTATE TR SH BE COM 461730103 113 12918 SH SOLE 12918 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 880 49654 SH SOLE 49654 0 0 IRON MTN INC COM 462846106 963 31014 SH SOLE 31014 0 0 ING RISK MANAGED NAT RES FD COM 449810100 259 25088 SH SOLE 25088 0 0 INTERSIL CORP COM 46069S109 139 16711 SH SOLE 16711 0 0 INTUITIVE SURGICAL INC COM 46120E602 9212 18786 SH SOLE 18786 0 0 GARTNER INC COM 366651107 340 7396 SH SOLE 7396 0 0 ITC HLDGS CORP COM 465685105 635 8250 SH SOLE 8250 0 0 ITRON INC COM 465741106 1466 32905 SH SOLE 32905 0 0 ITAU UNIBANCO HLDG SA SPON COM 465562106 31890 1937410 SH SOLE 1937410 0 0 ILLINOIS TOOL WKS INC COM 452308109 6681 109860 SH SOLE 109860 0 0 ISHARES TR S&P 500 VALUE COM 464287408 5515 83069 SH SOLE 83069 0 0 ISHARES TR CORE S&P500 ETF COM 464287200 13605 95045 SH SOLE 95045 0 0 ISHARES TR S&P500 GRW COM 464287309 9865 130252 SH SOLE 130252 0 0 INVESCO LTD SHS COM G491BT108 4188 160510 SH SOLE 160510 0 0 ISHARES TR RUSSELL 1000 COM 464287622 11794 149009 SH SOLE 149009 0 0 ISHARES TR RUSSELL1000VAL COM 464287598 11772 161654 SH SOLE 161654 0 0 ISHARES TR RUSSELL1000GRW COM 464287614 3690 56343 SH SOLE 56343 0 0 ISHARES TR RUSSELL 2000 COM 464287655 17233 204381 SH SOLE 204381 0 0 ISHARES TR RUSSELL 2000 OPTION 464287655 1138 17649 SH CALL SOLE 17649 0 0 ISHARES TR RUSSELL 2000 OPTION 464287655 4001 24849 SH PUT SOLE 24849 0 0 ISHARES TR RUSL 2000 VALU COM 464287630 8894 117789 SH SOLE 117789 0 0 ISHARES TR DJ US REAL EST COM 464287739 16659 257605 SH SOLE 257605 0 0 ISHARES TR DJ US TELECOMM COM 464287713 1698 70001 SH SOLE 70001 0 0 JARDEN CORP COM 471109108 312 6042 SH SOLE 6042 0 0 JAZZ PHARMACEUTICALS PLC SHS U COM G50871105 373 7006 SH SOLE 7006 0 0 HUNT J B TRANS SVCS INC COM 445658107 1477 24733 SH SOLE 24733 0 0 JABIL CIRCUIT INC COM 466313103 9847 510490 SH SOLE 510490 0 0 JETBLUE AIRWAYS CORP COM 477143101 164 28632 SH SOLE 28632 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page16 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- JOHNSON CTLS INC COM 478366107 11376 370906 SH SOLE 370906 0 0 PENNEY J C INC COM 708160106 683 34634 SH SOLE 34634 0 0 JDS UNIPHASE CORP PAR $0.001 COM 46612J507 637 47151 SH SOLE 47151 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 1540 36173 SH SOLE 36173 0 0 JEFFERIES GROUP INC NEW COM 472319102 600 32295 SH SOLE 32295 0 0 HENRY JACK & ASSOC INC COM 426281101 684 17427 SH SOLE 17427 0 0 JONES LANG LASALLE INC COM 48020Q107 767 9140 SH SOLE 9140 0 0 JOHNSON & JOHNSON COM 478160104 49668 708525 SH SOLE 708525 0 0 JOHNSON & JOHNSON OPTION 478160104 2095 2170 SH CALL SOLE 2170 0 0 JUNIPER NETWORKS INC COM 48203R104 2951 150040 SH SOLE 150040 0 0 JANUS CAP GROUP INC COM 47102X105 527 61871 SH SOLE 61871 0 0 ST JOE CO COM 790148100 218 9445 SH SOLE 9445 0 0 JOY GLOBAL INC COM 481165108 1379 21629 SH SOLE 21629 0 0 JPMORGAN CHASE & CO COM 46625H100 59207 1346549 SH SOLE 1346549 0 0 JPMORGAN CHASE & CO OPTION 46625H100 1059 18103 SH CALL SOLE 18103 0 0 JAMES RIVER COAL CO COM 470355207 644 200724 SH SOLE 200724 0 0 NUVEEN REAL ESTATE INCOME FD COM 67071B108 134 12750 SH SOLE 12750 0 0 NORDSTROM INC COM 655664100 1859 34739 SH SOLE 34739 0 0 KELLOGG CO COM 487836108 5221 93476 SH SOLE 93476 0 0 KBR INC COM 48242W106 1656 55349 SH SOLE 55349 0 0 KNIGHT CAP GROUP INC COM 499005106 91 25931 SH SOLE 25931 0 0 KOREA ELECTRIC PWR COM 500631106 2025 144987 SH SOLE 144987 0 0 KIRBY CORP COM 497266106 275 4440 SH SOLE 4440 0 0 KEYCORP NEW COM 493267108 3130 371680 SH SOLE 371680 0 0 KINROSS GOLD CORP COM NO PAR COM 496902404 379 39000 SH SOLE 39000 0 0 KIMCO RLTY CORP COM 49446R109 3303 170965 SH SOLE 170965 0 0 KKR & CO L P DEL COM UNITS COM 48248M102 1013 66530 SH SOLE 66530 0 0 KLA-TENCOR CORP COM 482480100 3677 76979 SH SOLE 76979 0 0 KIMBERLY CLARK CORP COM 494368103 23300 275972 SH SOLE 275972 0 0 KIMBERLY CLARK CORP OPTION 494368103 1240 700 SH CALL SOLE 700 0 0 KINDER MORGAN INC DEL COM 49456B101 6836 193479 SH SOLE 193479 0 0 KINDER MORGAN INC DEL *W EXP 0 COM 49456B119 48 12619 SH SOLE 12619 0 0 KEMPER CORP DEL COM 488401100 316 10727 SH SOLE 10727 0 0 KINDER MORGAN MANAGEMENT LLC S COM 49455U100 1602 21226 SH SOLE 21226 0 0 KENNAMETAL INC COM 489170100 257 6425 SH SOLE 6425 0 0 CARMAX INC COM 143130102 1891 50367 SH SOLE 50367 0 0 COCA COLA CO COM 191216100 49497 1365436 SH SOLE 1365436 0 0 COCA COLA CO OPTION 191216100 2353 6058 SH PUT SOLE 6058 0 0 COCA COLA CO OPTION 191216100 3755 5000 SH CALL SOLE 5000 0 0 COCA COLA FEMSA S A B DE C V S COM 191241108 3741 25102 SH SOLE 25102 0 0 KODIAK OIL & GAS CORP COM 50015Q100 137 15428 SH SOLE 15428 0 0 KROGER CO COM 501044101 2771 106499 SH SOLE 106499 0 0 KILROY RLTY CORP COM 49427F108 770 16257 SH SOLE 16257 0 0 SPDR SERIES TRUST S&P REGL BKG COM 78464A698 33564 1200000 SH SOLE 1200000 0 0 KRAFT FOODS GROUP INC COM 50076Q106 10429 229354 SH SOLE 229354 0 0 KOHLS CORP COM 500255104 2760 64224 SH SOLE 64224 0 0 KANSAS CITY SOUTHERN COM 485170302 2525 30248 SH SOLE 30248 0 0 KT CORP COM 48268K101 1667 99572 SH SOLE 99572 0 0 QUICKSILVER RESOURCES INC COM 74837R104 53 18458 SH SOLE 18458 0 0 LOEWS CORP COM 540424108 5433 133336 SH SOLE 133336 0 0 LAZARD LTD SHS A COM G54050102 520 17426 SH SOLE 17426 0 0 LIBERTY GLOBAL INC COM SER A COM 530555101 4024 63910 SH SOLE 63910 0 0 LIBERTY GLOBAL INC COM SER C COM 530555309 1018 17334 SH SOLE 17334 0 0 U S AIRWAYS GROUP INC COM 90341W108 1342 99439 SH SOLE 99439 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page17 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- LDK SOLAR CO LTD COM 50183L107 21 14726 SH SOLE 14726 0 0 LINCOLN ELEC HLDGS INC COM 533900106 322 6622 SH SOLE 6622 0 0 LEGGETT & PLATT INC COM 524660107 1619 59490 SH SOLE 59490 0 0 LENNAR CORP COM 526057104 2025 52367 SH SOLE 52367 0 0 CHINA LIFE INS CO LTD SPON COM 16939P106 347 6977 SH SOLE 6977 0 0 LATAM AIRLS GROUP S A COM 51817R106 379 16106 SH SOLE 16106 0 0 LABORATORY CORP AMER HLDGS COM 50540R409 1597 18440 SH SOLE 18440 0 0 LASALLE HOTEL PPTYS COM SH BEN COM 517942108 325 12814 SH SOLE 12814 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 4239 86459 SH SOLE 86459 0 0 LENNOX INTL INC COM 526107107 1679 31975 SH SOLE 31975 0 0 LIBERTY INTERACTIVE CORP INT C COM 53071M104 4103 208462 SH SOLE 208462 0 0 LKQ CORP COM 501889208 3938 186623 SH SOLE 186623 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2204 28765 SH SOLE 28765 0 0 L-3 COMMUNICATIONS CORP DEBT 3 BOND CV 502413AW7 1206697 11918000 PRN SOLE 11918000 0 0 LINEAR TECHNOLOGY CORP COM 535678106 3643 106199 SH SOLE 106199 0 0 LINEAR TECHNOLOGY CORP BOND CV 535678AC0 301858 2899000 PRN SOLE 2899000 0 0 LILLY ELI & CO COM 532457108 10030 203369 SH SOLE 203369 0 0 LILLY ELI & CO OPTION 532457108 2747 2313 SH CALL SOLE 2313 0 0 LEGG MASON INC COM 524901105 1067 41490 SH SOLE 41490 0 0 LIBERTY MEDIA CORPORATION LIB COM 530322106 5072 43720 SH SOLE 43720 0 0 LOCKHEED MARTIN CORP COM 539830109 8670 93947 SH SOLE 93947 0 0 LINCOLN NATL CORP IND COM 534187109 2429 93768 SH SOLE 93768 0 0 CHENIERE ENERGY INC COM 16411R208 188 10036 SH SOLE 10036 0 0 LINKEDIN CORP COM COM 53578A108 1445 12582 SH SOLE 12582 0 0 LINDSAY CORP COM 535555106 3113 38855 SH SOLE 38855 0 0 ALLIANT ENERGY CORP COM 018802108 2272 51747 SH SOLE 51747 0 0 LORILLARD INC COM 544147101 7757 66489 SH SOLE 66489 0 0 LOGITECH INTL S A SHS COM H50430232 473 62769 SH SOLE 62769 0 0 LOWES COS INC COM 548661107 9992 281317 SH SOLE 281317 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 251 6654 SH SOLE 6654 0 0 LIFEPOINT HOSPITALS INC BOND CV 53219LAH2 5243 51000 PRN SOLE 51000 0 0 LENDER PROCESSING SVCS INC COM 52602E102 436 17700 SH SOLE 17700 0 0 LOUISIANA PAC CORP COM 546347105 321 16627 SH SOLE 16627 0 0 ISHARES TR IBOXX INV CPBD COM 464287242 711 5875 SH SOLE 5875 0 0 LAM RESEARCH CORP COM 512807108 1317 36442 SH SOLE 36442 0 0 LIBERTY PPTY TR SH BEN INT COM 531172104 1832 51192 SH SOLE 51192 0 0 LSI CORPORATION COM 502161102 1290 182480 SH SOLE 182480 0 0 LIMITED BRANDS INC COM 532716107 2436 51769 SH SOLE 51769 0 0 LIFE TIME FITNESS INC COM 53217R207 255 5180 SH SOLE 5180 0 0 LUCENT TECHNOLOGIES INC DBCV 2 BOND CV 549463AH0 7729 77000 PRN SOLE 77000 0 0 LEUCADIA NATL CORP COM 527288104 1544 64904 SH SOLE 64904 0 0 LULULEMON ATHLETICA INC COM 550021109 1194 15668 SH SOLE 15668 0 0 SOUTHWEST AIRLS CO COM 844741108 1458 142428 SH SOLE 142428 0 0 LUXOTTICA GROUP S P A COM 55068R202 2346 56745 SH SOLE 56745 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N308 584 25268 SH SOLE 25268 0 0 LAS VEGAS SANDS CORP COM 517834107 6398 138610 SH SOLE 138610 0 0 LEXMARK INTL NEW COM 529771107 218 9411 SH SOLE 9411 0 0 LEXINGTON REALTY TRUST COM 529043101 214 20504 SH SOLE 20504 0 0 LEXICON PHARMACEUTICALS INC COM 528872104 23 10323 SH SOLE 10323 0 0 LYONDELLBASELL INDUSTRIES N SH COM N53745100 5080 88985 SH SOLE 88985 0 0 LLOYDS BANKING GROUP PLC COM 539439109 6913 2160201 SH SOLE 2160201 0 0 MACYS INC COM 55616P104 3393 86957 SH SOLE 86957 0 0 MASTERCARD INC COM 57636Q104 9694 19732 SH SOLE 19732 0 0 MID-AMER APT CMNTYS INC COM 59522J103 589 9096 SH SOLE 9096 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page18 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MACERICH CO COM 554382101 3466 59452 SH SOLE 59452 0 0 MANPOWERGROUP INC COM 56418H100 778 18323 SH SOLE 18323 0 0 MARRIOTT INTL INC NEW COM 571903202 2070 55549 SH SOLE 55549 0 0 MASCO CORP COM 574599106 1276 76575 SH SOLE 76575 0 0 MATTEL INC COM 577081102 6529 178281 SH SOLE 178281 0 0 MBIA INC COM 55262C100 164 20890 SH SOLE 20890 0 0 MOBILE TELESYSTEMS OJSC COM 607409109 20036 1074312 SH SOLE 1074312 0 0 MBT FINL CORP COM 578877102 26 11004 SH SOLE 11004 0 0 MCDONALDS CORP COM 580135101 36436 413064 SH SOLE 413064 0 0 MCDONALDS CORP OPTION 580135101 1987 900 SH CALL SOLE 900 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 3445 105712 SH SOLE 105712 0 0 MCKESSON CORP COM 58155Q103 5720 58991 SH SOLE 58991 0 0 MOODYS CORP COM 615369105 3465 68854 SH SOLE 68854 0 0 MOLYCORP INC DEL COM 608753109 213 22608 SH SOLE 22608 0 0 MICROS SYS INC COM 594901100 271 6387 SH SOLE 6387 0 0 MERCURY GENL CORP NEW COM 589400100 1753 44171 SH SOLE 44171 0 0 MEDNAX INC COM 58502B106 338 4250 SH SOLE 4250 0 0 M D C HLDGS INC COM 552676108 1546 42046 SH SOLE 42046 0 0 MONDELEZ INTL INC COM 609207105 42404 1665971 SH SOLE 1665971 0 0 MONDELEZ INTL INC OPTION 609207105 625 3900 SH PUT SOLE 3900 0 0 MONDELEZ INTL INC OPTION 609207105 4551 3900 SH CALL SOLE 3900 0 0 MEREDITH CORP COM 589433101 1178 34200 SH SOLE 34200 0 0 MCDERMOTT INTL INC COM 580037109 1018 92367 SH SOLE 92367 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 243 25772 SH SOLE 25772 0 0 MEDTRONIC INC COM 585055106 16488 401942 SH SOLE 401942 0 0 MEDTRONIC INC OPTION 585055106 273 750 SH PUT SOLE 750 0 0 MDU RES GROUP INC COM 552690109 899 42327 SH SOLE 42327 0 0 MIDWAY GOLD CORP COM 598153104 23 16841 SH SOLE 16841 0 0 SPDR S&P MIDCAP 400 ETF TR UTS COM 78467Y107 48760 262558 SH SOLE 262558 0 0 SPDR S&P MIDCAP 400 ETF TR UTS OPTION 78467Y107 455 500 SH CALL SOLE 500 0 0 SPDR S&P MIDCAP 400 ETF TR UTS OPTION 78467Y107 205 500 SH PUT SOLE 500 0 0 MENTOR GRAPHICS CORP COM 587200106 193 11362 SH SOLE 11362 0 0 METLIFE INC COM 59156R108 10110 306916 SH SOLE 306916 0 0 MFA FINANCIAL INC COM 55272X102 392 48280 SH SOLE 48280 0 0 MGM RESORTS INTERNATIONAL COM 552953101 5442 467568 SH SOLE 467568 0 0 MOHAWK INDS INC COM 608190104 1292 14280 SH SOLE 14280 0 0 MCGRAW HILL COS INC COM 580645109 4165 76184 SH SOLE 76184 0 0 MIPS TECHNOLOGIES INC COM 604567107 6130 785955 SH SOLE 785955 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 2649 40206 SH SOLE 40206 0 0 MCCORMICK & CO INC COM NON VTG COM 579780206 1686 26534 SH SOLE 26534 0 0 MARKEL CORP COM 570535104 556 1282 SH SOLE 1282 0 0 MARTIN MARIETTA MATLS INC COM 573284106 1174 12453 SH SOLE 12453 0 0 MARSH & MCLENNAN COS INC COM 571748102 7418 215210 SH SOLE 215210 0 0 3M CO COM 88579Y101 12270 132147 SH SOLE 132147 0 0 MCMORAN EXPLORATION CO COM 582411104 780 48576 SH SOLE 48576 0 0 MCCLATCHY CO COM 579489105 616 188385 SH SOLE 188385 0 0 MONSTER BEVERAGE CORP COM 611740101 3742 70826 SH SOLE 70826 0 0 ALTRIA GROUP INC COM 02209S103 20469 651063 SH SOLE 651063 0 0 ALTRIA GROUP INC OPTION 02209S103 924 2150 SH PUT SOLE 2150 0 0 ALTRIA GROUP INC OPTION 02209S103 1141 3900 SH CALL SOLE 3900 0 0 MOLEX INC COM 608554101 769 28144 SH SOLE 28144 0 0 MONSANTO CO NEW COM 61166W101 18112 191358 SH SOLE 191358 0 0 MONSANTO CO NEW OPTION 61166W101 298 205 SH CALL SOLE 205 0 0 MORNINGSTAR INC COM 617700109 220 3502 SH SOLE 3502 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page19 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MOSAIC CO NEW COM 61945C103 22487 397091 SH SOLE 397091 0 0 MOSAIC CO NEW OPTION 61945C103 491 1700 SH PUT SOLE 1700 0 0 MOSAIC CO NEW OPTION 61945C103 219 1900 SH CALL SOLE 1900 0 0 MARATHON PETE CORP COM 56585A102 6400 101590 SH SOLE 101590 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 317 26515 SH SOLE 26515 0 0 MERCK & CO INC NEW COM 58933Y105 41438 1012168 SH SOLE 1012168 0 0 MERCK & CO INC NEW OPTION 58933Y105 1207 2350 SH CALL SOLE 2350 0 0 MARATHON OIL CORP COM 565849106 6596 215143 SH SOLE 215143 0 0 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 542 74600 SH SOLE 74600 0 0 MORGAN STANLEY COM 617446448 17571 918967 SH SOLE 918967 0 0 MORGAN STANLEY OPTION 617446448 220 530 SH CALL SOLE 530 0 0 MSCI INC COM 55354G100 790 25483 SH SOLE 25483 0 0 MICROSOFT CORP COM 594918104 121788 4559698 SH SOLE 4559698 0 0 MICROSOFT CORP OPTION 594918104 957 4000 SH CALL SOLE 4000 0 0 MICROSOFT CORP OPTION 594918104 853 3441 SH PUT SOLE 3441 0 0 MOTOROLA SOLUTIONS INC COM 620076307 17868 320914 SH SOLE 320914 0 0 MSC INDL DIRECT INC COM 553530106 276 3665 SH SOLE 3665 0 0 ARCELORMITTAL SA LUXEMBOURG NY COM 03938L104 862 49339 SH SOLE 49339 0 0 M & T BK CORP COM 55261F104 4620 46919 SH SOLE 46919 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 477 2468 SH SOLE 2468 0 0 MGIC INVT CORP WIS COM 552848103 915 343872 SH SOLE 343872 0 0 MECHEL OAO COM 583840103 1292 186457 SH SOLE 186457 0 0 MERITOR INC COM 59001K100 9392 1985631 SH SOLE 1985631 0 0 MICRON TECHNOLOGY INC COM 595112103 2388 376603 SH SOLE 376603 0 0 MICRON TECHNOLOGY INC OPTION 595112103 498 818 SH PUT SOLE 818 0 0 MURPHY OIL CORP COM 626717102 3179 53392 SH SOLE 53392 0 0 MCEWEN MNG INC COM 58039P107 61 16040 SH SOLE 16040 0 0 MEADWESTVACO CORP COM 583334107 1767 55444 SH SOLE 55444 0 0 MONSTER WORLDWIDE INC COM 611742107 233 41473 SH SOLE 41473 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 3437 116893 SH SOLE 116893 0 0 MYLAN INC COM 628530107 5116 186368 SH SOLE 186368 0 0 NOBLE ENERGY INC COM 655044105 8993 88388 SH SOLE 88388 0 0 NABORS INDUSTRIES LTD SHS COM G6359F103 1228 85011 SH SOLE 85011 0 0 NCR CORP NEW COM 62886E108 322 12618 SH SOLE 12618 0 0 NASDAQ OMX GROUP INC COM 631103108 1049 41979 SH SOLE 41979 0 0 NORDSON CORP COM 655663102 283 4482 SH SOLE 4482 0 0 NOBLE CORPORATION BAAR NAMEN - COM H5833N103 2441 70102 SH SOLE 70102 0 0 NEXTERA ENERGY INC COM 65339F101 7781 112462 SH SOLE 112462 0 0 NEXTERA ENERGY INC UNIT 09/01/ COM 65339F887 7509 150000 SH SOLE 150000 0 0 NEWMONT MINING CORP COM 651639106 22222 478503 SH SOLE 478503 0 0 NEWMARKET CORP COM 651587107 212 808 SH SOLE 808 0 0 NATIONAL FUEL GAS CO N J COM 636180101 337 6644 SH SOLE 6644 0 0 NETFLIX INC COM 64110L106 33053 356979 SH SOLE 356979 0 0 NEWFIELD EXPL CO COM 651290108 1112 41540 SH SOLE 41540 0 0 NISOURCE INC COM 65473P105 1802 72401 SH SOLE 72401 0 0 NEW JERSEY RES COM 646025106 1113 28094 SH SOLE 28094 0 0 NIKE INC CL B COM 654106103 9248 179218 SH SOLE 179218 0 0 NIELSEN HOLDINGS N V COM N63218106 606 19803 SH SOLE 19803 0 0 ANNALY CAP MGMT INC COM 035710409 4048 288301 SH SOLE 288301 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 957 30660 SH SOLE 30660 0 0 NORTHROP GRUMMAN CORP COM 666807102 8938 132265 SH SOLE 132265 0 0 NOKIA CORP COM 654902204 10603 2684397 SH SOLE 2684397 0 0 NATIONAL OILWELL VARCO INC COM 637071101 8390 122746 SH SOLE 122746 0 0 NRG ENERGY INC COM 629377508 1262 54908 SH SOLE 54908 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page20 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- NORFOLK SOUTHERN CORP COM 655844108 14586 235865 SH SOLE 235865 0 0 NORFOLK SOUTHERN CORP OPTION 655844108 390 2000 SH PUT SOLE 2000 0 0 NEUSTAR INC COM 64126X201 236 5630 SH SOLE 5630 0 0 NETAPP INC COM 64110D104 7020 209240 SH SOLE 209240 0 0 NORTHERN TR CORP COM 665859104 3683 73416 SH SOLE 73416 0 0 NORTHEAST UTILS COM 664397106 2884 73792 SH SOLE 73792 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 17716 793734 SH SOLE 793734 0 0 NUCOR CORP COM 670346105 3847 89144 SH SOLE 89144 0 0 NOVAVAX INC COM 670002104 23 11977 SH SOLE 11977 0 0 NVIDIA CORP COM 67066G104 2928 238837 SH SOLE 238837 0 0 NV ENERGY INC COM 67073Y106 384 21192 SH SOLE 21192 0 0 NOVO-NORDISK A S COM 670100205 598 3666 SH SOLE 3666 0 0 NVR INC COM 62944T105 338 367 SH SOLE 367 0 0 NOVARTIS A G COM 66987V109 614 9707 SH SOLE 9707 0 0 NEWELL RUBBERMAID INC COM 651229106 1402 62934 SH SOLE 62934 0 0 NEWS CORP CL B COM 65248E203 1801 68627 SH SOLE 68627 0 0 NEWS CORP COM 65248E104 20860 817716 SH SOLE 817716 0 0 NXP SEMICONDUCTORS N V COM N6596X109 263 10000 SH SOLE 10000 0 0 NEXEN INC COM 65334H102 4512 167500 SH SOLE 167500 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 2751 209965 SH SOLE 209965 0 0 NEW YORK TIMES CO COM 650111107 135 15780 SH SOLE 15780 0 0 NYSE EURONEXT COM 629491101 3651 115758 SH SOLE 115758 0 0 REALTY INCOME CORP COM 756109104 2549 63390 SH SOLE 63390 0 0 OWENS CORNING NEW COM 690742101 1264 34177 SH SOLE 34177 0 0 OCWEN FINL CORP COM 675746309 390 11263 SH SOLE 11263 0 0 OMNICARE INC COM 681904108 1301 36045 SH SOLE 36045 0 0 OMNICARE INC DBCV 3.250%12/1 BOND CV 681904AL2 4988 50000 PRN SOLE 50000 0 0 OFFICE DEPOT INC COM 676220106 416 126859 SH SOLE 126859 0 0 ISHARES TR S&P 100 IDX FD COM 464287101 6791 104985 SH SOLE 104985 0 0 CORPORATE OFFICE PPTYS TR SH B COM 22002T108 560 22427 SH SOLE 22427 0 0 OGE ENERGY CORP COM 670837103 2369 42078 SH SOLE 42078 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 547 22924 SH SOLE 22924 0 0 OWENS ILL INC COM 690768403 671 31557 SH SOLE 31557 0 0 OCEANEERING INTL INC COM 675232102 1694 31491 SH SOLE 31491 0 0 OIL STS INTL INC COM 678026105 370 5170 SH SOLE 5170 0 0 ONEOK INC NEW COM 682680103 2210 51688 SH SOLE 51688 0 0 OLIN CORP PAR $1 COM 680665205 2458 113863 SH SOLE 113863 0 0 OMNICOM GROUP INC COM 681919106 2769 55417 SH SOLE 55417 0 0 OM GROUP INC COM 670872100 709 31954 SH SOLE 31954 0 0 OWENS & MINOR INC NEW COM 690732102 225 7876 SH SOLE 7876 0 0 ORACLE CORP COM 68389X105 112873 3387556 SH SOLE 3387556 0 0 OLD REP INTL CORP COM 680223104 568 53379 SH SOLE 53379 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 4878 54554 SH SOLE 54554 0 0 OSHKOSH CORP COM 688239201 217 7329 SH SOLE 7329 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 26552 346585 SH SOLE 346585 0 0 OCCIDENTAL PETE CORP DEL OPTION 674599105 560 2000 SH PUT SOLE 2000 0 0 PLAINS ALL AMERN PIPELINE L UN COM 726503105 305 6741 SH SOLE 6741 0 0 VERIFONE SYS INC COM 92342Y109 254 8551 SH SOLE 8551 0 0 PAYCHEX INC COM 704326107 5182 166618 SH SOLE 166618 0 0 PROSPERITY BANCSHARES INC COM 743606105 239 5686 SH SOLE 5686 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 1748 144615 SH SOLE 144615 0 0 PITNEY BOWES INC COM 724479100 1376 129287 SH SOLE 129287 0 0 PETROLEO BRASILEIRO SA PETRO COM 71654V408 51902 2665759 SH SOLE 2665759 0 0 PETROLEO BRASILEIRO SA PETRO SPCOM 71654V101 12009 621886 SH SOLE 621886 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page21 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PEP BOYS MANNY MOE & JACK COM 713278109 128 13009 SH SOLE 13009 0 0 PANASONIC CORP COM 69832A205 3108 512000 SH SOLE 512000 0 0 PACCAR INC COM 693718108 9600 212351 SH SOLE 212351 0 0 PG&E CORP COM 69331C108 4616 114890 SH SOLE 114890 0 0 PLUM CREEK TIMBER CO INC COM 729251108 2403 54168 SH SOLE 54168 0 0 PRICELINE COM INC COM 741503403 18249 29415 SH SOLE 29415 0 0 PRECISION CASTPARTS CORP COM 740189105 6685 35292 SH SOLE 35292 0 0 METROPCS COMMUNICATIONS INC COM 591708102 942 94783 SH SOLE 94783 0 0 PATTERSON COMPANIES INC COM 703395103 561 16386 SH SOLE 16386 0 0 PDL BIOPHARMA INC COM 69329Y104 420 59664 SH SOLE 59664 0 0 PIEDMONT OFFICE REALTY TR IN C COM 720190206 715 39612 SH SOLE 39612 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 1399 60542 SH SOLE 60542 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 4076 133207 SH SOLE 133207 0 0 PEPSICO INC COM 713448108 23699 346322 SH SOLE 346322 0 0 PEPSICO INC OPTION 713448108 300 850 SH PUT SOLE 850 0 0 PEPSICO INC OPTION 713448108 1113 2250 SH CALL SOLE 2250 0 0 PETSMART INC COM 716768106 2322 33977 SH SOLE 33977 0 0 PFIZER INC COM 717081103 49683 1981030 SH SOLE 1981030 0 0 PFIZER INC OPTION 717081103 950 4500 SH PUT SOLE 4500 0 0 PFIZER INC OPTION 717081103 6736 10830 SH CALL SOLE 10830 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 3160 110813 SH SOLE 110813 0 0 PROCTER & GAMBLE CO COM 742718109 59440 875531 SH SOLE 875531 0 0 PROCTER & GAMBLE CO OPTION 742718109 475 1744 SH CALL SOLE 1744 0 0 PROCTER & GAMBLE CO OPTION 742718109 423 724 SH PUT SOLE 724 0 0 PROGRESSIVE CORP OHIO COM 743315103 4254 201597 SH SOLE 201597 0 0 PARKER HANNIFIN CORP COM 701094104 2630 30925 SH SOLE 30925 0 0 KONINKLIJKE PHILIPS ELECTRS NY COM 500472303 971 36575 SH SOLE 36575 0 0 PULTE GROUP INC COM 745867101 4118 226779 SH SOLE 226779 0 0 SPROTT PHYSICAL GOLD TRUST UNITCOM 85207H104 1513 106476 SH SOLE 106476 0 0 POLARIS INDS INC COM 731068102 1442 17140 SH SOLE 17140 0 0 POWERSHARES INDIA ETF TR INDIA COM 73935L100 14706 800997 SH SOLE 800997 0 0 PACKAGING CORP AMER COM 695156109 414 10770 SH SOLE 10770 0 0 PERKINELMER INC COM 714046109 620 19548 SH SOLE 19548 0 0 PROTECTIVE LIFE CORP COM 743674103 9481 331741 SH SOLE 331741 0 0 POLYCOM INC COM 73172K104 148 14124 SH SOLE 14124 0 0 PROLOGIS INC COM 74340W103 7026 192536 SH SOLE 192536 0 0 PALL CORP COM 696429307 1480 24565 SH SOLE 24565 0 0 PHILIP MORRIS INTL INC COM 718172109 36023 430688 SH SOLE 430688 0 0 PHILIP MORRIS INTL INC OPTION 718172109 229 500 SH PUT SOLE 500 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173209 328 14558 SH SOLE 14558 0 0 PNC FINL SVCS GROUP INC COM 693475105 11456 196473 SH SOLE 196473 0 0 PNM RES INC COM 69349H107 200 9762 SH SOLE 9762 0 0 PENTAIR LTD SHS COM H6169Q108 4147 84365 SH SOLE 84365 0 0 PANERA BREAD CO COM 69840W108 354 2227 SH SOLE 2227 0 0 PINNACLE WEST CAP CORP COM 723484101 2450 48057 SH SOLE 48057 0 0 PEPCO HOLDINGS INC COM 713291102 678 34554 SH SOLE 34554 0 0 POTASH CORP SASK INC COM 73755L107 7792 191503 SH SOLE 191503 0 0 POWER INTEGRATIONS INC COM 739276103 724 21542 SH SOLE 21542 0 0 PPG INDS INC COM 693506107 6557 48445 SH SOLE 48445 0 0 PPL CORP COM 69351T106 7009 244799 SH SOLE 244799 0 0 POST PPTYS INC COM 737464107 598 11969 SH SOLE 11969 0 0 PUTNAM PREMIER INCOME TR SH BE COM 746853100 408 74773 SH SOLE 74773 0 0 PROASSURANCE CORP COM 74267C106 388 9190 SH SOLE 9190 0 0 PARTNERRE LTD COM G6852T105 1483 18430 SH SOLE 18430 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page22 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PERRIGO CO COM 714290103 4376 42066 SH SOLE 42066 0 0 PRUDENTIAL FINL INC COM 744320102 8887 166649 SH SOLE 166649 0 0 PUBLIC STORAGE COM 74460D109 8888 61313 SH SOLE 61313 0 0 SPROTT PHYSICAL SILVER TR TR U COM 85207K107 3633 301765 SH SOLE 301765 0 0 PHILLIPS 66 COM 718546104 7042 132612 SH SOLE 132612 0 0 PORTUGAL TELECOM SGPS S A COM 737273102 189 37943 SH SOLE 37943 0 0 PATTERSON UTI ENERGY INC COM 703481101 226 12137 SH SOLE 12137 0 0 PIMCO CORPORATE & INCOME OPP COM 72201B101 200 10300 SH SOLE 10300 0 0 PVH CORP COM 693656100 2073 18673 SH SOLE 18673 0 0 QUANTA SVCS INC COM 74762E102 2310 84652 SH SOLE 84652 0 0 PRAXAIR INC COM 74005P104 7723 70559 SH SOLE 70559 0 0 PIONEER NAT RES CO COM 723787107 5727 53730 SH SOLE 53730 0 0 PLAINS EXPL& PRODTN CO COM 726505100 1876 39960 SH SOLE 39960 0 0 QUALCOMM INC COM 747525103 56451 912568 SH SOLE 912568 0 0 QEP RES INC COM 74733V100 1671 55213 SH SOLE 55213 0 0 QLOGIC CORP COM 747277101 124 12740 SH SOLE 12740 0 0 POWERSHARES QQQ TRUST UNIT SER COM 73935A104 118573 1820555 SH SOLE 1820555 0 0 POWERSHARES QQQ TRUST UNIT SER OPTION 73935A104 518 15266 SH CALL SOLE 15266 0 0 POWERSHARES QQQ TRUST UNIT SER OPTION 73935A104 5931 18446 SH PUT SOLE 18446 0 0 QUANTUM CORP COM DSSG COM 747906204 17 13546 SH SOLE 13546 0 0 RYDER SYS INC COM 783549108 537 10760 SH SOLE 10760 0 0 RITE AID CORP COM 767754104 50 37057 SH SOLE 37057 0 0 RALCORP HLDGS INC NEW COM 751028101 1150 12829 SH SOLE 12829 0 0 REYNOLDS AMERICAN INC COM 761713106 5695 137459 SH SOLE 137459 0 0 RACKSPACE HOSTING INC COM 750086100 1861 25056 SH SOLE 25056 0 0 REGAL BELOIT CORP COM 758750103 247 3508 SH SOLE 3508 0 0 ROBBINS & MYERS INC COM 770196103 287 4821 SH SOLE 4821 0 0 RENT A CTR INC NEW COM 76009N100 253 7368 SH SOLE 7368 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3392 99776 SH SOLE 99776 0 0 ROWAN COMPANIES PLC SHS COM G7665A101 1259 40272 SH SOLE 40272 0 0 ROYAL DUTCH SHELL PLC SPONS COM 780259206 402 5830 SH SOLE 5830 0 0 ROYAL DUTCH SHELL PLC SPON COM 780259107 338 4761 SH SOLE 4761 0 0 DR REDDYS LABS LTD COM 256135203 1579 47425 SH SOLE 47425 0 0 EVEREST RE GROUP LTD COM G3223R108 2202 20030 SH SOLE 20030 0 0 REGENCY CTRS CORP COM 758849103 1914 40628 SH SOLE 40628 0 0 REGENERON PHARMACEUTICALS COM 75886F107 6944 40590 SH SOLE 40590 0 0 REGIONS FINL CORP NEW COM 7591EP100 3434 481600 SH SOLE 481600 0 0 RF MICRODEVICES INC COM 749941100 378 84328 SH SOLE 84328 0 0 REINSURANCE GROUP AMER INC COM 759351604 833 15566 SH SOLE 15566 0 0 ROYAL GOLD INC COM 780287108 411 5047 SH SOLE 5047 0 0 REGIS CORP MINN COM 758932107 174 10279 SH SOLE 10279 0 0 ROBERT HALF INTL INC COM 770323103 897 28188 SH SOLE 28188 0 0 RED HAT INC COM 756577102 2554 48227 SH SOLE 48227 0 0 TRANSOCEAN LTD REG SHS COM H8817H100 2442 54678 SH SOLE 54678 0 0 RESEARCH IN MOTION LTD COM 760975102 2183 183944 SH SOLE 183944 0 0 RESEARCH IN MOTION LTD OPTION 760975102 789 600 SH PUT SOLE 600 0 0 RIO TINTO PLC COM 767204100 415 7143 SH SOLE 7143 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 981 25464 SH SOLE 25464 0 0 ROCK-TENN CO COM 772739207 1190 17025 SH SOLE 17025 0 0 RALPH LAUREN CORP COM 751212101 2662 17755 SH SOLE 17755 0 0 REALOGY HLDGS CORP COM 75605Y106 283 6753 SH SOLE 6753 0 0 RLJ LODGING TR COM 74965L101 284 14668 SH SOLE 14668 0 0 RESMED INC COM 761152107 1371 32976 SH SOLE 32976 0 0 COHEN & STEERS REIT & PFD IN COM 19247X100 857 50425 SH SOLE 50425 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page23 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- RENAISSANCERE HOLDINGS LTD COM G7496G103 1213 14930 SH SOLE 14930 0 0 ROCKWELL AUTOMATION INC COM 773903109 2607 31041 SH SOLE 31041 0 0 ROPER INDS INC NEW COM 776696106 2433 21829 SH SOLE 21829 0 0 ROSETTA RESOURCES INC COM 777779307 344 7600 SH SOLE 7600 0 0 ROSS STORES INC COM 778296103 5711 105575 SH SOLE 105575 0 0 RETAIL PPTYS AMER INC COM 76131V202 220 18373 SH SOLE 18373 0 0 RPM INTL INC COM 749685103 889 30274 SH SOLE 30274 0 0 RANGE RES CORP COM 75281A109 3015 47982 SH SOLE 47982 0 0 DONNELLEY R R & SONS CO COM 257867101 777 86445 SH SOLE 86445 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 401 6453 SH SOLE 6453 0 0 REPUBLIC SVCS INC COM 760759100 5056 172378 SH SOLE 172378 0 0 RADIOSHACK CORP COM 750438103 23 10854 SH SOLE 10854 0 0 MARKET VECTORS ETF TR RUSSIA E COM 57060U506 8414 281395 SH SOLE 281395 0 0 MARKET VECTORS ETF TR RETAIL E COM 57060U225 223 5087 SH SOLE 5087 0 0 RAYTHEON CO COM 755111507 4332 75260 SH SOLE 75260 0 0 RIVERBED TECHNOLOGY INC COM 768573107 250 12682 SH SOLE 12682 0 0 RYLAND GROUP INC COM 783764103 1779 48734 SH SOLE 48734 0 0 RAYONIER INC COM 754907103 3936 75950 SH SOLE 75950 0 0 SPRINT NEXTEL CORP COM SER 1 COM 852061100 5999 1057940 SH SOLE 1057940 0 0 SAIC INC COM 78390X101 665 58783 SH SOLE 58783 0 0 BANCO SANTANDER SA COM 05964H105 1546 189236 SH SOLE 189236 0 0 SAP AG SPON COM 803054204 636 7912 SH SOLE 7912 0 0 SBA COMMUNICATIONS CORP COM 78388J106 3532 49762 SH SOLE 49762 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 240 10170 SH SOLE 10170 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 693 9720 SH SOLE 9720 0 0 COMPANHIA DE SANEAMENTO BASI COM 20441A102 3019 36122 SH SOLE 36122 0 0 STARBUCKS CORP COM 855244109 20927 390202 SH SOLE 390202 0 0 SOUTHERN COPPER CORP COM 84265V105 12864 339780 SH SOLE 339780 0 0 SCANA CORP NEW COM 80589M102 3015 66064 SH SOLE 66064 0 0 SCHNITZER STL INDS COM 806882106 1026 33835 SH SOLE 33835 0 0 SCHWAB CHARLES CORP NEW COM 808513105 5270 366968 SH SOLE 366968 0 0 SERVICE CORP INTL COM 817565104 236 17082 SH SOLE 17082 0 0 SELECT COMFORT CORP COM 81616X103 618 23619 SH SOLE 23619 0 0 SANDRIDGE ENERGY INC COM 80007P307 138 21780 SH SOLE 21780 0 0 SPECTRA ENERGY CORP COM 847560109 5390 196871 SH SOLE 196871 0 0 SEALED AIR CORP NEW COM 81211K100 1700 97115 SH SOLE 97115 0 0 SPARTECH CORP COM 847220209 130 14291 SH SOLE 14291 0 0 SEI INVESTMENTS CO COM 784117103 1195 51199 SH SOLE 51199 0 0 SMITHFIELD FOODS INC COM 832248108 240 11118 SH SOLE 11118 0 0 SMITHFIELD FOODS INC BOND CV 832248AR9 1483662 14005000 PRN SOLE 14005000 0 0 STANCORP FINL GROUP INC COM 852891100 339 9250 SH SOLE 9250 0 0 ISTAR FINL INC COM 45031U101 624 76588 SH SOLE 76588 0 0 SHAW GROUP INC COM 820280105 245 5253 SH SOLE 5253 0 0 SEARS HLDGS CORP COM 812350106 1319 31902 SH SOLE 31902 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 190 17782 SH SOLE 17782 0 0 SHERWIN WILLIAMS CO COM 824348106 4273 27781 SH SOLE 27781 0 0 ISHARES TR BARCLYS 1-3 YR COM 464287457 5313 62932 SH SOLE 62932 0 0 SIEMENS A G COM 826197501 597 5458 SH SOLE 5458 0 0 SIGMA ALDRICH CORP COM 826552101 3970 53953 SH SOLE 53953 0 0 COMPANHIA SIDERURGICA NACION COM 20440W105 554 93876 SH SOLE 93876 0 0 SIGNET JEWELERS LIMITED SHS COM G81276100 345 6456 SH SOLE 6456 0 0 SIRIUS XM RADIO INC COM 82967N108 5437 1881283 SH SOLE 1881283 0 0 SVB FINL GROUP COM 78486Q101 502 8964 SH SOLE 8964 0 0 SMUCKER J M CO COM 832696405 1857 21531 SH SOLE 21531 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page24 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SAKS INC COM 79377W108 224 21335 SH SOLE 21335 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 706 20629 SH SOLE 20629 0 0 SKULLCANDY INC COM 83083J104 1038 133274 SH SOLE 133274 0 0 SKYWEST INC COM 830879102 234 18795 SH SOLE 18795 0 0 SCHLUMBERGER LTD COM 806857108 32007 461874 SH SOLE 461874 0 0 SCHLUMBERGER LTD OPTION 806857108 546 1605 SH PUT SOLE 1605 0 0 SL GREEN RLTY CORP COM 78440X101 3090 40312 SH SOLE 40312 0 0 SOLERA HOLDINGS INC COM 83421A104 299 5585 SH SOLE 5585 0 0 SLM CORP COM 78442P106 2879 168090 SH SOLE 168090 0 0 SOLAR CAP LTD COM 83413U100 479 20042 SH SOLE 20042 0 0 STERLITE INDS INDIA LTD ADS COM 859737207 1116 129619 SH SOLE 129619 0 0 ISHARES SILVER TRUST ISHARES COM 46428Q109 444 15122 SH SOLE 15122 0 0 SM ENERGY CO COM 78454L100 269 5148 SH SOLE 5148 0 0 SEMTECH CORP COM 816850101 235 8114 SH SOLE 8114 0 0 SNAP ON INC COM 833034101 855 10824 SH SOLE 10824 0 0 SANDISK CORP COM 80004C101 6785 155986 SH SOLE 155986 0 0 SANDISK CORP OPTION 80004C101 565 1000 SH CALL SOLE 1000 0 0 SENIOR HSG PPTYS TR SH BEN INT COM 81721M109 1616 68363 SH SOLE 68363 0 0 SCRIPPS NETWORKS INTERACT IN COM 811065101 1425 24602 SH SOLE 24602 0 0 SYNOPSYS INC COM 871607107 1099 34531 SH SOLE 34531 0 0 SYNOVUS FINL CORP COM 87161C105 354 144493 SH SOLE 144493 0 0 SOUTHERN CO COM 842587107 8372 195566 SH SOLE 195566 0 0 SOUTHERN CO OPTION 842587107 468 500 SH CALL SOLE 500 0 0 SONOCO PRODS CO COM 835495102 1001 33676 SH SOLE 33676 0 0 SONUS NETWORKS INC COM 835916107 21 12339 SH SOLE 12339 0 0 DIREXION SHS ETF TR DLY SCOND COM 25459W458 4884 181644 SH SOLE 181644 0 0 DIREXION SHS ETF TR DLY SCOND COM 25459W128 4329 131120 SH SOLE 131120 0 0 ISHARES TR PHLX SOX SEMICND COM 464287523 4190 80524 SH SOLE 80524 0 0 SIMON PPTY GROUP INC NEW COM 828806109 21456 135722 SH SOLE 135722 0 0 SILICONWARE PRECISION INDS L S COM 827084864 202 37806 SH SOLE 37806 0 0 STAPLES INC COM 855030102 3650 320132 SH SOLE 320132 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 259 12517 SH SOLE 12517 0 0 SAPPI LTD SPON COM 803069202 242 66000 SH SOLE 66000 0 0 SPX CORP COM 784635104 824 11752 SH SOLE 11752 0 0 SUNPOWER CORP COM 867652406 596 106125 SH SOLE 106125 0 0 SPDR S&P 500 ETF TR TR UNIT COM 78462F103 2162094 15182181 SH SOLE 15182181 0 0 SPDR S&P 500 ETF TR TR UNIT OPTION 78462F103 4026 7550 SH PUT SOLE 7550 0 0 SOCIEDAD QUIMICA MINERA DE C S COM 833635105 3013 52272 SH SOLE 52272 0 0 STERICYCLE INC COM 858912108 5963 63922 SH SOLE 63922 0 0 SEMPRA ENERGY COM 816851109 5470 77108 SH SOLE 77108 0 0 SOVRAN SELF STORAGE INC COM 84610H108 260 4185 SH SOLE 4185 0 0 SENSATA TECHNOLOGIES HLDG BV S COM N7902X106 496 15266 SH SOLE 15266 0 0 STERIS CORP COM 859152100 250 7199 SH SOLE 7199 0 0 SUNTRUST BKS INC COM 867914103 5337 188238 SH SOLE 188238 0 0 ST JUDE MED INC COM 790849103 2523 69817 SH SOLE 69817 0 0 STEEL DYNAMICS INC COM 858119100 254 18516 SH SOLE 18516 0 0 STMICROELECTRONICS N V NY REGI COM 861012102 221 30508 SH SOLE 30508 0 0 STATOIL ASA COM 85771P102 684 27304 SH SOLE 27304 0 0 SUNTECH PWR HLDGS CO LTD COM 86800C104 39 25527 SH SOLE 25527 0 0 QUESTAR CORP COM 748356102 278 14073 SH SOLE 14073 0 0 STATE STR CORP COM 857477103 8900 189312 SH SOLE 189312 0 0 SEAGATE TECHNOLOGY PLC SHS COM G7945M107 6588 216569 SH SOLE 216569 0 0 CONSTELLATION BRANDS INC COM 21036P108 1116 31537 SH SOLE 31537 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 117 11189 SH SOLE 11189 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page25 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SUPERVALU INC COM 868536103 13821 5595562 SH SOLE 5595562 0 0 STILLWATER MNG CO COM 86074Q102 1505 117758 SH SOLE 117758 0 0 SOLARWINDS INC COM 83416B109 238 4539 SH SOLE 4539 0 0 STANLEY BLACK & DECKER INC COM 854502101 2396 32396 SH SOLE 32396 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 559 27541 SH SOLE 27541 0 0 SOUTHWESTERN ENERGY CO COM 845467109 3302 98830 SH SOLE 98830 0 0 SAFEWAY INC COM 786514208 815 45059 SH SOLE 45059 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 780 21942 SH SOLE 21942 0 0 STRYKER CORP COM 863667101 3673 67000 SH SOLE 67000 0 0 SYMANTEC CORP COM 871503108 6480 344314 SH SOLE 344314 0 0 SYNGENTA AG COM 87160A100 696 8611 SH SOLE 8611 0 0 SYSCO CORP COM 871829107 5587 176458 SH SOLE 176458 0 0 AT&T INC COM 00206R102 66920 1985161 SH SOLE 1985161 0 0 AT&T INC OPTION 00206R102 4195 16012 SH CALL SOLE 16012 0 0 AT&T INC OPTION 00206R102 819 5451 SH PUT SOLE 5451 0 0 MOLSON COORS BREWING CO CL B COM 60871R209 1901 44420 SH SOLE 44420 0 0 TCF FINL CORP COM 872275102 414 34113 SH SOLE 34113 0 0 TATA COMMUNICATIONS LTD SPONS COM 876564105 1308 152267 SH SOLE 152267 0 0 TAUBMAN CTRS INC COM 876664103 1397 17743 SH SOLE 17743 0 0 TERADATA CORP DEL COM 88076W103 3249 52490 SH SOLE 52490 0 0 TRANSDIGM GROUP INC COM 893641100 1506 11047 SH SOLE 11047 0 0 TECO ENERGY INC COM 872375100 585 34883 SH SOLE 34883 0 0 TELEFONICA S A COM 879382208 679 50333 SH SOLE 50333 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 2424 46418 SH SOLE 46418 0 0 TE CONNECTIVITY LTD REG SHS COM H84989104 3783 101923 SH SOLE 101923 0 0 TERADYNE INC COM 880770102 515 30505 SH SOLE 30505 0 0 TEVA PHARMACEUTICAL INDS LTD COM 881624209 5351 143305 SH SOLE 143305 0 0 TEREX CORP NEW COM 880779103 246 8741 SH SOLE 8741 0 0 TFS FINL CORP COM 87240R107 112 11594 SH SOLE 11594 0 0 TELEFLEX INC COM 879369106 233 3265 SH SOLE 3265 0 0 TRIUMPH GROUP INC NEW COM 896818101 259 3966 SH SOLE 3966 0 0 TARGET CORP COM 87612E106 10133 171258 SH SOLE 171258 0 0 TENET HEALTHCARE CORP COM 88033G407 587 18067 SH SOLE 18067 0 0 HANOVER INS GROUP INC COM 410867105 365 9413 SH SOLE 9413 0 0 TELECOM ITALIA S P A NEW SPON COM 87927Y102 679 74974 SH SOLE 74974 0 0 TIBCO SOFTWARE INC COM 88632Q103 268 12210 SH SOLE 12210 0 0 TIFFANY & CO NEW COM 886547108 3527 61514 SH SOLE 61514 0 0 TIFFANY & CO NEW OPTION 886547108 356 1041 SH PUT SOLE 1041 0 0 ISHARES TR BARCLYS TIPS BD COM 464287176 643 5300 SH SOLE 5300 0 0 TJX COS INC NEW COM 872540109 9046 213088 SH SOLE 213088 0 0 TIMKEN CO COM 887389104 350 7325 SH SOLE 7325 0 0 TELLABS INC COM 879664100 106 46583 SH SOLE 46583 0 0 TALISMAN ENERGY INC COM 87425E103 113 10000 SH SOLE 10000 0 0 TORCHMARK CORP COM 891027104 1741 33701 SH SOLE 33701 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 5619 88097 SH SOLE 88097 0 0 DIREXION SHS ETF TR DLY SMCAP COM 25459W847 6513 101839 SH SOLE 101839 0 0 TANGOE INC COM 87582Y108 585 49253 SH SOLE 49253 0 0 TNS INC COM 872960109 233 11217 SH SOLE 11217 0 0 TOLL BROTHERS INC COM 889478103 3125 96667 SH SOLE 96667 0 0 THOMSON REUTERS CORP COM 884903105 1517 52204 SH SOLE 52204 0 0 TRIPADVISOR INC COM 896945201 34110 813700 SH SOLE 813700 0 0 TRIMBLE NAVIGATION LTD COM 896239100 1736 29048 SH SOLE 29048 0 0 TRUSTMARK CORP COM 898402102 777 34601 SH SOLE 34601 0 0 TRINITY INDS INC COM 896522109 10001 279212 SH SOLE 279212 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page26 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PRICE T ROWE GROUP INC COM 74144T108 6826 104832 SH SOLE 104832 0 0 TRAVELERS COMPANIES INC COM 89417E109 8939 124463 SH SOLE 124463 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 864 16109 SH SOLE 16109 0 0 TENARIS S A COM 88031M109 434 10351 SH SOLE 10351 0 0 TRACTOR SUPPLY CO COM 892356106 10589 119838 SH SOLE 119838 0 0 TRINA SOLAR LIMITED SPON COM 89628E104 71 16253 SH SOLE 16253 0 0 TAIWAN SEMICONDUCTOR MFG LTD COM 874039100 9014 525320 SH SOLE 525320 0 0 TYSON FOODS INC COM 902494103 1150 59284 SH SOLE 59284 0 0 TYSON FOODS INC BOND CV 902494AP8 1760374 14556000 PRN SOLE 14556000 0 0 TESORO CORP COM 881609101 1780 40417 SH SOLE 40417 0 0 TOTAL SYS SVCS INC COM 891906109 1352 63113 SH SOLE 63113 0 0 TETRA TECH INC NEW COM 88162G103 536 20252 SH SOLE 20252 0 0 TATA MTRS LTD COM 876568502 3253 113260 SH SOLE 113260 0 0 TUPPERWARE BRANDS CORP COM 899896104 1159 18082 SH SOLE 18082 0 0 GRUPO TELEVISA SA SPON COM 40049J206 3727 140237 SH SOLE 140237 0 0 TOWERS WATSON & CO COM 891894107 257 4579 SH SOLE 4579 0 0 TIME WARNER CABLE INC COM 88732J207 8497 87428 SH SOLE 87428 0 0 TWO HBRS INVT CORP COM 90187B101 190 17110 SH SOLE 17110 0 0 TW TELECOM INC COM 87311L104 304 11948 SH SOLE 11948 0 0 TIME WARNER INC COM 887317303 11978 250433 SH SOLE 250433 0 0 TEXAS INSTRS INC COM 882508104 16945 548549 SH SOLE 548549 0 0 TEXTRON INC COM 883203101 1574 63486 SH SOLE 63486 0 0 TRI CONTL CORP COM 895436103 163 10151 SH SOLE 10151 0 0 TYCO INTERNATIONAL LTD SHS COM H89128104 2885 98638 SH SOLE 98638 0 0 TORTOISE ENERGY INFRSTRCTR C COM 89147L100 326 8597 SH SOLE 8597 0 0 DIREXION SHS ETF TR DLY SMCAP COM 25459W110 3632 269031 SH SOLE 269031 0 0 UNDER ARMOUR INC COM 904311107 876 18057 SH SOLE 18057 0 0 UNITED CONTL HLDGS INC COM 910047109 503 21523 SH SOLE 21523 0 0 UBS AG SHS COM H89231338 556 35293 SH SOLE 35293 0 0 UNITED BANKSHARES INC WEST V COM 909907107 815 33483 SH SOLE 33483 0 0 UDR INC COM 902653104 2671 112324 SH SOLE 112324 0 0 URANIUM ENERGY CORP COM 916896103 30 11703 SH SOLE 11703 0 0 DOMTAR CORP COM 257559203 1911 22885 SH SOLE 22885 0 0 UGI CORP NEW COM 902681105 917 28036 SH SOLE 28036 0 0 PROSHARES TR II ULTRA GOLD COM 74347W601 1501 17585 SH SOLE 17585 0 0 ULTRAPAR PARTICIPACOES S A SP COM 90400P101 6591 295816 SH SOLE 295816 0 0 UNIVERSAL HLTH SVCS INC CL B COM 913903100 341 7054 SH SOLE 7054 0 0 UNILEVER PLC SPON COM 904767704 694 17920 SH SOLE 17920 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 1117 11365 SH SOLE 11365 0 0 UNILEVER N V N Y SHS COM 904784709 741 19352 SH SOLE 19352 0 0 UNITED NAT FOODS INC COM 911163103 292 5445 SH SOLE 5445 0 0 UNITED STATES NATL GAS FUND UN COM 912318201 501 26500 SH SOLE 26500 0 0 UNITEDHEALTH GROUP INC COM 91324P102 8105 149428 SH SOLE 149428 0 0 UNUM GROUP COM 91529Y106 3749 180086 SH SOLE 180086 0 0 UNION PAC CORP COM 907818108 14835 118002 SH SOLE 118002 0 0 UNS ENERGY CORP COM 903119105 1219 28742 SH SOLE 28742 0 0 ULTRA PETROLEUM CORP COM 903914109 618 34095 SH SOLE 34095 0 0 UNITED PARCEL SERVICE INC CL B COM 911312106 13050 177002 SH SOLE 177002 0 0 URBAN OUTFITTERS INC COM 917047102 945 23997 SH SOLE 23997 0 0 UNITED RENTALS INC COM 911363109 422 9273 SH SOLE 9273 0 0 URS CORP NEW COM 903236107 976 24862 SH SOLE 24862 0 0 US BANCORP DEL COM 902973304 24915 780047 SH SOLE 780047 0 0 UNITED STATES OIL FUND LP UNITSCOM 91232N108 13825 414302 SH SOLE 414302 0 0 UNITED STATES OIL FUND LP UNITSOPTION 91232N108 256 1455 SH PUT SOLE 1455 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page27 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- REAVES UTIL INCOME FD COM SH B COM 756158101 399 16752 SH SOLE 16752 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 398 7457 SH SOLE 7457 0 0 UNITED TECHNOLOGIES CORP COM 913017109 10968 133741 SH SOLE 133741 0 0 UNIVERSAL CORP VA COM 913456109 1437 28792 SH SOLE 28792 0 0 VISA INC COM COM 92826C839 31403 207168 SH SOLE 207168 0 0 VALSPAR CORP COM 920355104 420 6726 SH SOLE 6726 0 0 VALE S A COM 91912E105 67072 3199998 SH SOLE 3199998 0 0 VALE S A OPTION 91912E105 2325 1500 SH PUT SOLE 1500 0 0 VALE S A COM 91912E204 66369 3271023 SH SOLE 3271023 0 0 VARIAN MED SYS INC COM 92220P105 1899 27029 SH SOLE 27029 0 0 VALUECLICK INC COM 92046N102 199 10230 SH SOLE 10230 0 0 V F CORP COM 918204108 2758 18271 SH SOLE 18271 0 0 VIACOM INC NEW CL B COM 92553P201 12076 228970 SH SOLE 228970 0 0 TELEFONICA BRASIL SA COM 87936R106 346 14392 SH SOLE 14392 0 0 VALERO ENERGY CORP NEW COM 91913Y100 5921 173531 SH SOLE 173531 0 0 VALLEY NATL BANCORP COM 919794107 796 85602 SH SOLE 85602 0 0 VULCAN MATLS CO COM 929160109 1374 26404 SH SOLE 26404 0 0 VIRGIN MEDIA INC COM 92769L101 4138 112603 SH SOLE 112603 0 0 VALMONT INDS INC COM 920253101 1153 8444 SH SOLE 8444 0 0 VMWARE INC COM 928563402 1219 12945 SH SOLE 12945 0 0 VORNADO RLTY TR SH BEN INT COM 929042109 5900 73682 SH SOLE 73682 0 0 VANGUARD INDEX FDS REIT ETF COM 922908553 43643 663262 SH SOLE 663262 0 0 VOCUS INC COM 92858J108 301 17341 SH SOLE 17341 0 0 VODAFONE GROUP PLC NEW SPONS COM 92857W209 6242 247785 SH SOLE 247785 0 0 VIROPHARMA INC BOND CV 928241AH1 4178 30000 PRN SOLE 30000 0 0 VANGUARD INTL EQUITY INDEX F M COM 922042866 1011 18930 SH SOLE 18930 0 0 VALIDUS HOLDINGS LTD COM SHS COM G9319H102 457 13230 SH SOLE 13230 0 0 VERISK ANALYTICS INC COM 92345Y106 3277 64286 SH SOLE 64286 0 0 VERISIGN INC COM 92343E102 1504 38738 SH SOLE 38738 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 4494 107251 SH SOLE 107251 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 113 10596 SH SOLE 10596 0 0 VANTAGE DRILLING COMPANY ORD S COM G93205113 19 10196 SH SOLE 10196 0 0 VENTAS INC COM 92276F100 8645 133577 SH SOLE 133577 0 0 BARCLAYS BK PLC IPATH S&P500 V COM 06740C188 10123 318240 SH SOLE 318240 0 0 BARCLAYS BK PLC IPATH S&P500 V OPTION 06740C188 591 4109 SH PUT SOLE 4109 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 46955 1085155 SH SOLE 1085155 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 1177 1500 SH PUT SOLE 1500 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 4595 5100 SH CALL SOLE 5100 0 0 WABTEC CORP COM 929740108 361 4124 SH SOLE 4124 0 0 WASHINGTON FED INC COM 938824109 376 22317 SH SOLE 22317 0 0 WALGREEN CO COM 931422109 6976 188481 SH SOLE 188481 0 0 WATERS CORP COM 941848103 1617 18556 SH SOLE 18556 0 0 WEBMD HEALTH CORP COM 94770V102 619 43182 SH SOLE 43182 0 0 WEBSTER FINL CORP CONN COM 947890109 201 9784 SH SOLE 9784 0 0 WEST COAST BANCORP ORE NEW COM 952145209 2745 123950 SH SOLE 123950 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 448 9204 SH SOLE 9204 0 0 WASTE CONNECTIONS INC COM 941053100 2343 69345 SH SOLE 69345 0 0 WARNER CHILCOTT PLC IRELAND SH COM G94368100 511 42468 SH SOLE 42468 0 0 WESTERN DIGITAL CORP COM 958102105 4982 117243 SH SOLE 117243 0 0 WADDELL & REED FINL INC COM 930059100 829 23802 SH SOLE 23802 0 0 WISCONSIN ENERGY CORP COM 976657106 1422 38600 SH SOLE 38600 0 0 WENDYS CO COM 95058W100 403 85768 SH SOLE 85768 0 0 WELLS FARGO & CO NEW COM 949746101 60403 1767197 SH SOLE 1767197 0 0 WELLS FARGO & CO NEW OPTION 949746101 244 1038 SH CALL SOLE 1038 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page28 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- WHOLE FOODS MKT INC COM 966837106 8518 93435 SH SOLE 93435 0 0 MEMC ELECTR MATLS INC COM 552715104 86 26668 SH SOLE 26668 0 0 WEATHERFORD INTERNATIONAL LT R COM H27013103 1755 156827 SH SOLE 156827 0 0 WGL HLDGS INC COM 92924F106 251 6400 SH SOLE 6400 0 0 WHIRLPOOL CORP COM 963320106 1839 18076 SH SOLE 18076 0 0 WINDSTREAM CORP COM 97381W104 1280 154646 SH SOLE 154646 0 0 SPDR SERIES TRUST DB INT GVT E COM 78464A490 438 6900 SH SOLE 6900 0 0 WIPRO LTD SPON COM 97651M109 3034 346298 SH SOLE 346298 0 0 WHITING PETE CORP NEW COM 966387102 1305 30081 SH SOLE 30081 0 0 WELLPOINT INC COM 94973V107 4665 76575 SH SOLE 76575 0 0 WALTER ENERGY INC COM 93317Q105 404 11272 SH SOLE 11272 0 0 WASTE MGMT INC DEL COM 94106L109 6630 196507 SH SOLE 196507 0 0 WILLIAMS COS INC DEL COM 969457100 6930 211663 SH SOLE 211663 0 0 WAL-MART STORES INC COM 931142103 18903 277044 SH SOLE 277044 0 0 WAL-MART STORES INC OPTION 931142103 231 1071 SH PUT SOLE 1071 0 0 WAL-MART STORES INC OPTION 931142103 5431 3500 SH CALL SOLE 3500 0 0 WESTERN REFNG INC COM 959319104 4026 142811 SH SOLE 142811 0 0 WATSON PHARMACEUTICALS INC COM 942683103 2999 34873 SH SOLE 34873 0 0 WASHINGTON POST CO CL B COM 939640108 241 661 SH SOLE 661 0 0 WESTPORT INNOVATIONS INC COM 960908309 935 35000 SH SOLE 35000 0 0 WPX ENERGY INC COM 98212B103 563 37805 SH SOLE 37805 0 0 WESTAR ENERGY INC COM 95709T100 288 10054 SH SOLE 10054 0 0 BERKLEY W R CORP COM 084423102 1576 41759 SH SOLE 41759 0 0 WARNACO GROUP INC COM 934390402 813 11355 SH SOLE 11355 0 0 WASHINGTON REAL ESTATE INVT SH COM 939653101 250 9565 SH SOLE 9565 0 0 WEINGARTEN RLTY INVS SH BEN INTCOM 948741103 931 34788 SH SOLE 34788 0 0 WILLIS GROUP HOLDINGS PUBLIC S COM G96666105 938 27980 SH SOLE 27980 0 0 WILLIAMS SONOMA INC COM 969904101 303 6929 SH SOLE 6929 0 0 WATSCO INC COM 942622200 1923 25675 SH SOLE 25675 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 287 557 SH SOLE 557 0 0 AQUA AMERICA INC COM 03836W103 2077 81725 SH SOLE 81725 0 0 WATTS WATER TECHNOLOGIES INC COM 942749102 317 7365 SH SOLE 7365 0 0 WESTERN UN CO COM 959802109 3092 227163 SH SOLE 227163 0 0 WOODWARD INC COM 980745103 1393 36526 SH SOLE 36526 0 0 WEX INC COM 96208T104 366 4860 SH SOLE 4860 0 0 WEYERHAEUSER CO COM 962166104 8768 315186 SH SOLE 315186 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 1916 35999 SH SOLE 35999 0 0 WYNN RESORTS LTD COM 983134107 11573 102883 SH SOLE 102883 0 0 WYNN RESORTS LTD OPTION 983134107 304 800 SH PUT SOLE 800 0 0 UNITED STATES STL CORP NEW COM 912909108 3827 160467 SH SOLE 160467 0 0 CIMAREX ENERGY CO COM 171798101 1397 24202 SH SOLE 24202 0 0 XCEL ENERGY INC COM 98389B100 3374 126336 SH SOLE 126336 0 0 XL GROUP PLC SHS COM G98290102 3415 136289 SH SOLE 136289 0 0 SELECT SECTOR SPDR TR SBI MATE COM 81369Y100 10118 269539 SH SOLE 269539 0 0 SELECT SECTOR SPDR TR SBI MATE OPTION 81369Y100 10 10000 SH CALL SOLE 10000 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y506 31770 444840 SH SOLE 444840 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y506 275 2173 SH PUT SOLE 2173 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y605 16104 982557 SH SOLE 982557 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y605 234 11545 SH PUT SOLE 11545 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y704 7724 203800 SH SOLE 203800 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y704 269 3081 SH CALL SOLE 3081 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y704 700 7000 SH PUT SOLE 7000 0 0 SELECT SECTOR SPDR TR TECHNOLO COM 81369Y803 11098 384670 SH SOLE 384670 0 0 XILINX INC COM 983919101 5670 158115 SH SOLE 158115 0 0 Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page29 of 29 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 ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- XILINX INC SDCV 3.125% 3/1 BOND CV 983919AD3 920642 7267000 PRN SOLE 7267000 0 0 SELECT SECTOR SPDR TR SBI CONS COM 81369Y308 10178 291620 SH SOLE 291620 0 0 EXELIS INC COM 30162A108 184 16347 SH SOLE 16347 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y886 13436 384773 SH SOLE 384773 0 0 SELECT SECTOR SPDR TR SBI HEAL COM 81369Y209 5855 146817 SH SOLE 146817 0 0 SELECT SECTOR SPDR TR SBI CONS COM 81369Y407 24648 519575 SH SOLE 519575 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y407 264 3101 SH CALL SOLE 3101 0 0 EXXON MOBIL CORP COM 30231G102 90235 1042572 SH SOLE 1042572 0 0 EXXON MOBIL CORP OPTION 30231G102 7770 5200 SH CALL SOLE 5200 0 0 DENTSPLY INTL INC NEW COM 249030107 2520 63629 SH SOLE 63629 0 0 XEROX CORP COM 984121103 2165 317399 SH SOLE 317399 0 0 XYLEM INC COM 98419M100 2599 95904 SH SOLE 95904 0 0 ALLEGHANY CORP DEL COM 017175100 1737 5178 SH SOLE 5178 0 0 YINGLI GREEN ENERGY HLDG CO COM 98584B103 53 22533 SH SOLE 22533 0 0 YAHOO INC COM 984332106 14417 724475 SH SOLE 724475 0 0 YM BIOSCIENCES INC COM 984238105 29 10000 SH SOLE 10000 0 0 YPF SOCIEDAD ANONIMA SPON COM 984245100 291 20000 SH SOLE 20000 0 0 YUM BRANDS INC COM 988498101 12562 189193 SH SOLE 189193 0 0 ZIONS BANCORPORATION COM 989701107 9881 461712 SH SOLE 461712 0 0 ZIMMER HLDGS INC COM 98956P102 2620 39309 SH SOLE 39309 0 0 PROSHARES TR II PSHS ULSSLVR COM 74347W114 1547 30895 SH SOLE 30895 0 0