0001193125-12-223631.txt : 20120510
0001193125-12-223631.hdr.sgml : 20120510
20120510071206
ACCESSION NUMBER: 0001193125-12-223631
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120510
DATE AS OF CHANGE: 20120510
EFFECTIVENESS DATE: 20120510
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CAPITAL FUND MANAGEMENT S.A.
CENTRAL INDEX KEY: 0001323645
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11341
FILM NUMBER: 12827703
BUSINESS ADDRESS:
STREET 1: 6 BOULEVARD HAUSSMANN
CITY: PARIS
STATE: I0
ZIP: 75009
BUSINESS PHONE: (33) 1 494-95903
MAIL ADDRESS:
STREET 1: 6 BOULEVARD HAUSSMANN
CITY: PARIS
STATE: I0
ZIP: 75009
FORMER COMPANY:
FORMER CONFORMED NAME: CAPITAL FUND MANAGEMENT
DATE OF NAME CHANGE: 20050413
13F-HR
1
d327341d13fhr.txt
FORM 13F-HR
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
I. FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 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: Capital Fund Management S.A.
Address: 6, Boulevard Haussmann
75009 Paris, France
Form 13F File Number: 028-11341
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: Jacques Sauliere
Title: Co-CEO
Phone: 011-33-1-49-49-5903
Signature, Place, and Date of Signing:
/s/ Jacques Sauliere Paris, France April 3, 2012
------------------------------------ ------------------- -------------
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 manager(s).)
Form 13F File Number Name: Jacques Sauliere
028-11341 Capital Fund Management S.A.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1179 Items
Form 13F Information Table Value Total: $6,648,699 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
NONE
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------------- -------- ------- ------ ------ ---------- -------- ---- ------ ----
3M Co 88579Y101 COM 482 5400 Call 5400
3M Co 88579Y101 COM 2864 32100 32100
3M Co 88579Y101 COM 3274 36700 Put 36700
A Schulman Inc 808194104 COM 295 10900 10900
AAR Corp 361105 COM 235 12900 12900
Aaron's Inc 2535300 COM PAR $0.50 1909 73700 73700
ABB Ltd 375204 SPONSORED ADR 5907 289400 289400
ABERCROMBIE & FITCH CO 2896207 CL A 8615 173652 173652
ABERCROMBIE & FITCH CO 2896207 CL A 9763 196800 Call 196800
ABERCROMBIE & FITCH CO 2896207 CL A 23763 479000 Put 479000
Accenture PLC G1151C101 SHS CLASS A 2006 31100 Call 31100
Accenture PLC G1151C101 SHS CLASS A 1122 17400 Put 17400
ACE Ltd H0023R105 SHS 17943 245125 245125
Acme Packet Inc 4764106 COM 903 32800 Put 32800
Acme Packet Inc 4764106 COM 7730 280894 280894
Activision Blizzard Inc 00507V109 COM 7613 593851 593851
ACTUANT CORP 00508X203 CL A NEW 1635 56400 56400
Adobe Systems Inc 00724F101 COM 1072 31259 31259
ADTRAN Inc 00738A106 COM 546 17500 Put 17500
ADTRAN Inc 00738A106 COM 4264 136700 Call 136700
Aeropostale Inc 7865108 COM 5239 242319 242319
Aeropostale Inc 7865108 COM 631 29200 Call 29200
Aerovironment Inc 8073108 COM 300 11200 11200
AES CORP/THE 00130H105 COM 931 71237 71237
Aetna Inc 00817Y108 COM 5262 104900 Put 104900
Aetna Inc 00817Y108 COM 5372 107100 Call 107100
Aetna Inc 00817Y108 COM 1132 22573 22573
AFFILIATED MANAGERS GROUP INC 8252108 COM 5635 50400 50400
Aflac Inc 1055102 COM 9258 201300 201300
Aflac Inc 1055102 COM 722 15700 Call 15700
Agilent Technologies Inc 00846U101 COM 2506 56300 Put 56300
Agilent Technologies Inc 00846U101 COM 3067 68900 Call 68900
Agnico-Eagle Mines Ltd 8474108 COM 14136 423500 Put 423500
Agnico-Eagle Mines Ltd 8474108 COM 7020 210300 Call 210300
Agrium Inc 8916108 COM 371 4300 Call 4300
Agrium Inc 8916108 COM 898 10400 Put 10400
Aircastle Ltd G0129K104 COM 143 11709 11709
AK Steel Holding Corp 1547108 COM 309 40900 Put 40900
Akamai Technologies Inc 00971T101 COM 2037 55500 Put 55500
Akorn Inc 9728106 COM 223 19100 19100
Alaska Air Group Inc 11659109 COM 5040 140700 140700
Albemarle Corp 12653101 COM 3305 51700 51700
Alcoa Inc 13817101 COM 4739 473000 473000
Alleghany Corp 17175100 COM 2468 7500 7500
Allegheny Technologies Inc 01741R102 COM 4175 101400 101400
Alliant Energy Corp 18802108 COM 2768 63900 63900
Allied World Assurance Co
Holdings AG H01531104 SHS 1682 24499 24499
Allscripts Healthcare
Solutions Inc 01988P108 COM 4735 285215 285215
ALLSTATE CORP/THE 20002101 COM 293 8900 Call 8900
ALLSTATE CORP/THE 20002101 COM 638 19371 19371
Alpha Natural Resources Inc 02076X102 COM 3291 216400 Put 216400
Altera Corp 21441100 COM 21746 546115 546115
Altera Corp 21441100 COM 259 6500 Put 6500
Altera Corp 21441100 COM 665 16700 Call 16700
Amazon.com Inc 23135106 COM 14986 74000 Call 74000
Amazon.com Inc 23135106 COM 6784 33500 Put 33500
Amdocs Ltd G02602103 ORD 3316 105000 105000
AMEREN CORP 23608102 COM 7314 224500 224500
America Movil SAB de CV 02364W105 SPON ADR L SHS 318 12800 Put 12800
American Capital Ltd 02503Y103 COM 2314 266614 266614
AMERICAN EAGLE OUTFITTERS INC 2.55E+109 COM 7031 409000 409000
AMERICAN ELECTRIC POWER CO INC 25537101 COM 3414 88500 Put 88500
AMERICAN ELECTRIC POWER CO INC 25537101 COM 7924 205400 Call 205400
AMERICAN ELECTRIC POWER CO INC 25537101 COM 16220 420437 420437
American Express Co 25816109 COM 6742 116520 116520
AMERICAN FINANCIAL GROUP
INC/OH 25932104 COM 2137 55400 55400
AMERICAN GREETINGS CORP 26375105 CL A 364 23700 23700
American Public Education Inc 02913V103 COM 692 18200 18200
Ameriprise Financial Inc 03076C106 COM 2497 43700 43700
AmerisourceBergen Corp 3.07E+108 COM 11393 287278 287278
AmerisourceBergen Corp 3.07E+108 COM 765 19300 Call 19300
AMETEK Inc 31100100 COM 1300 26800 26800
Amgen Inc 31162100 COM 2781 40922 40922
Amylin Pharmaceuticals Inc 32346108 COM 3479 139400 139400
Amylin Pharmaceuticals Inc 32346108 COM 3078 123300 Put 123300
Anadarko Petroleum Corp 32511107 COM 39379 502667 502667
Analog Devices Inc 32654105 COM 1757 43500 43500
ANN Inc 35623107 COM 5711 199400 199400
AON Corp 37389103 COM 11975 244094 244094
Apache Corp 37411105 COM 4399 43801 43801
Apache Corp 37411105 COM 251 2500 Put 2500
Apache Corp 37411105 COM 462 4600 Call 4600
Apollo Group Inc 37604105 CL A 1685 43600 Call 43600
Apollo Group Inc 37604105 CL A 10406 269313 269313
Apollo Group Inc 37604105 CL A 1488 38500 Put 38500
Arch Coal Inc 39380100 COM 1272 118800 Put 118800
Arch Coal Inc 39380100 COM 336 31400 Call 31400
Archer-Daniels-Midland Co 39483102 COM 431 13600 Put 13600
Ariba Inc 04033V203 COM NEW 3438 105100 105100
Arkansas Best Corp 40790107 COM 688 36600 36600
Armstrong World Industries Inc 04247X102 COM 1268 26000 26000
Armstrong World Industries Inc 04247X102 COM 751 15400 Call 15400
Armstrong World Industries Inc 04247X102 COM 634 13000 Put 13000
Arthrocare Corp 43136100 COM 271 10100 10100
Aruba Networks Inc 43176106 COM 985 44200 Put 44200
Ascena Retail Group Inc 04351G101 COM 5079 114600 114600
Ashland Inc 44209104 COM 1154 18900 18900
Assurant Inc 04621X108 COM 2608 64400 64400
Assured Guaranty Ltd G0585R106 COM 248 15000 Call 15000
Assured Guaranty Ltd G0585R106 COM 230 13900 Put 13900
Assured Guaranty Ltd G0585R106 COM 2316 140200 140200
Astoria Financial Corp 46265104 COM 780 79100 Call 79100
AstraZeneca PLC 46353108 SPONSORED ADR 1312 29500 Put 29500
AstraZeneca PLC 46353108 SPONSORED ADR 8137 182900 182900
Atlas Air Worldwide Holdings
Inc 49164205 COM NEW 438 8900 Call 8900
Atlas Air Worldwide Holdings
Inc 49164205 COM NEW 979 19900 19900
Atlas Air Worldwide Holdings
Inc 49164205 COM NEW 1181 24000 Put 24000
Atmos Energy Corp 49560105 COM 1334 42400 42400
ATP Oil & Gas Corp/United
States 00208J108 COM 332 45200 45200
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------------- -------- ------- ------ ------ ---------- -------- ---- ------ ----
AuRico Gold Inc 05155C105 COM 2085 235100 235100
Autodesk Inc 52769106 COM 5891 139200 Put 139200
Autodesk Inc 52769106 COM 2955 69816 69816
Autodesk Inc 52769106 COM 5353 126500 Call 126500
AUTOMATIC DATA PROCESSING INC 53015103 COM 17542 317843 317843
AutoNation Inc 05329W102 COM 463 13500 Put 13500
AutoNation Inc 05329W102 COM 240 7000 Call 7000
Autozone Inc 53332102 COM 1041 2800 Put 2800
Avery Dennison Corp 53611109 COM 518 17200 17200
Avis Budget Group Inc 53774105 COM 3100 219100 219100
Avnet Inc 53807103 COM 1448 39800 39800
Avon Products Inc 54303102 COM 213 11000 Put 11000
Avon Products Inc 54303102 COM 12166 628400 628400
Axis Capital Holdings Ltd G0692U109 SHS 3284 99000 99000
Baker Hughes Inc 57224107 COM 1548 36900 Call 36900
Baker Hughes Inc 57224107 COM 6446 153686 153686
Bally Technologies Inc 05874B107 COM 341 7300 Call 7300
Bally Technologies Inc 05874B107 COM 332 7100 Put 7100
Bank of Montreal 63671101 COM 2686 45200 45200
BANK OF NEW YORK MELLON
CORP/THE 64058100 COM 1124 46600 Call 46600
Barclays PLC 6.74E+207 ADR 3378 223000 223000
Barrick Gold Corp 67901108 COM 361 8300 Put 8300
Baxter International Inc 71813109 COM 2074 34700 Put 34700
Baxter International Inc 71813109 COM 1214 20300 Call 20300
BB&T Corp 54937107 COM 1711 54500 Call 54500
BCE Inc 05534B760 COM NEW 2612 65200 65200
Beam Inc 73730103 COM 6294 107460 107460
Becton Dickinson and Co 75887109 COM 5754 74100 74100
BEMIS CO INC 81437105 COM 646 20000 Call 20000
BEMIS CO INC 81437105 COM 1787 55330 55330
Berkshire Hathaway Inc 84670702 CL B NEW 325 4000 Call 4000
BERRY PETROLEUM CO 85789105 CL A 3026 64201 64201
Best Buy Co Inc 86516101 COM 5275 222767 222767
Best Buy Co Inc 86516101 COM 469 19800 Put 19800
Best Buy Co Inc 86516101 COM 7374 311400 Call 311400
BGC Partners Inc 05541T101 CL A 139 18800 18800
BHP BILLITON LTD 88606108 SPONSORED ADR 818 11300 Put 11300
BHP BILLITON LTD 88606108 SPONSORED ADR 1962 27100 Call 27100
Bill Barrett Corp 06846N104 COM 203 7800 Call 7800
Biogen Idec Inc 09062X103 COM 11395 90435 90435
Bio-Reference Labs Inc 09057G602 COM $.01 NEW 336 14300 14300
BlackRock Inc 09247X101 COM 820 4000 Call 4000
BlackRock Kelso Capital Corp 92533108 COM 106 10800 10800
Blue Nile Inc 09578R103 COM 221 6700 Put 6700
BMC Software Inc 55921100 COM 422 10500 Call 10500
BMC Software Inc 55921100 COM 4839 120500 120500
BMC Software Inc 55921100 COM 426 10600 Put 10600
Boeing Co/The 97023105 COM 21381 287500 287500
BorgWarner Inc 99724106 COM 3905 46300 Put 46300
BorgWarner Inc 99724106 COM 633 7500 Call 7500
Boston Scientific Corp 101137107 COM 4410 737500 737500
BRF - Brasil Foods SA 10552T107 SPONSORED ADR 3664 183100 183100
Brinker International Inc 109641100 COM 463 16800 16800
Brink's Co/The 109696104 COM 220 9200 9200
Broadcom Corp 111320107 CL A 1438 36600 Put 36600
Broadcom Corp 111320107 CL A 1981 50400 Call 50400
Broadcom Corp 111320107 CL A 1139 28993 28993
BROADRIDGE FINANCIAL
SOLUTIONS INC 11133T103 COM 734 30700 30700
Brocade Communications
Systems Inc 111621306 COM NEW 4450 773903 773903
Brookdale Senior Living Inc 112463104 COM 678 36200 36200
Brookfield Asset Management
Inc 112585104 CL A LTD VT SH 2732 86523 86523
Brookline Bancorp Inc 11373M107 COM 187 20000 20000
Brown & Brown Inc 115236101 COM 2687 113000 113000
BROWN-FORMAN CORP 115637209 CL B 1634 19600 19600
BRUNSWICK CORP/DE 117043109 COM 216 8400 Call 8400
BRUNSWICK CORP/DE 117043109 COM 2400 93200 93200
Buckeye Technologies Inc 118255108 COM 1479 43536 43536
Buffalo Wild Wings Inc 119848109 COM 1478 16300 Put 16300
Bunge Ltd G16962105 COM 1677 24500 Call 24500
Bunge Ltd G16962105 COM 4046 59114 59114
Cablevision Systems Corp 12686C109 CL A NY CABLVS 5220 355600 355600
Cabot Oil & Gas Corp 127097103 COM 561 18000 Call 18000
Cabot Oil & Gas Corp 127097103 COM 2453 78700 Put 78700
Cabot Oil & Gas Corp 127097103 COM 23378 750024 750024
Cadence Design Systems Inc 127387108 COM 3494 295100 295100
Calpine Corp 131347304 COM NEW 637 37000 37000
Cameco Corp 13321L108 COM 2901 135000 Put 135000
Cameco Corp 13321L108 COM 2170 101000 Call 101000
Cameron International Corp 13342B105 COM 1062 20100 Call 20100
Cameron International Corp 13342B105 COM 8233 155837 155837
Campbell Soup Co 134429109 COM 1036 30600 Put 30600
Campbell Soup Co 134429109 COM 271 8000 Call 8000
Canadian National Railway Co 136375102 COM 4885 61500 61500
Canadian Natural Resources Ltd 136385101 COM 16577 499600 499600
Canadian Pacific Railway Ltd 13645T100 COM 205 2700 Put 2700
Capella Education Co 139594105 COM 835 23232 23232
CapitalSource Inc 14055X102 COM 1868 283100 283100
CARBO Ceramics Inc 140781105 COM 264 2500 Call 2500
CARBO Ceramics Inc 140781105 COM 591 5600 Put 5600
Cardinal Health Inc 14149Y108 COM 13212 306482 306482
CAREFUSION CORP 14170T101 COM 288 11100 Put 11100
CAREFUSION CORP 14170T101 COM 3166 122100 122100
Carlisle Cos Inc 142339100 COM 1138 22800 22800
Carnival Corp 143658300 PAIRED CTF 6117 190690 190690
Carrizo Oil & Gas Inc 144577103 COM 1639 58000 Put 58000
CASH AMERICA INTERNATIONAL INC 14754D100 COM 1903 39700 39700
CASH AMERICA INTERNATIONAL INC 14754D100 COM 211 4400 Call 4400
Caterpillar Inc 149123101 COM 437 4100 Call 4100
Caterpillar Inc 149123101 COM 28313 265800 265800
Cavium Inc 14964U108 COM 5018 162200 Put 162200
Cavium Inc 14964U108 COM 606 19600 Call 19600
CBS CORP 124857202 CL B 214 6300 6300
CBS CORP 124857202 CL B 387 11400 Call 11400
Celanese Corp 150870103 COM SER A 2217 48000 Put 48000
Celanese Corp 150870103 COM SER A 10691 231500 231500
Celanese Corp 150870103 COM SER A 693 15000 Call 15000
Celgene Corp 151020104 COM 1070 13800 Put 13800
Celgene Corp 151020104 COM 543 7000 Call 7000
CEMEX SAB DE CV 151290889 SPON ADR NEW 86 11049 11049
Centene Corp 15135B101 COM 874 17842 17842
CenterPoint Energy Inc 15189T107 COM 10282 521400 521400
CenturyLink Inc 156700106 COM 1391 36000 Call 36000
CenturyLink Inc 156700106 COM 1534 39700 Put 39700
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- --------------- -------- ------- ------ ------ ---------- -------- ---- ------ ----
Cepheid Inc 15670R107 COM 3003 71800 71800
Cerner Corp 156782104 COM 655 8600 Call 8600
CF Industries Holdings Inc 125269100 COM 1626 8900 Call 8900
CF Industries Holdings Inc 125269100 COM 986 5400 Put 5400
CH Robinson Worldwide Inc 12541W209 COM NEW 7029 107335 107335
CHARLES RIVER LABORATORIES
INTERNATIONAL INC 159864107 COM 2564 71049 71049
Charming Shoppes Inc 161133103 COM 445 75502 75502
CHART INDUSTRIES INC 16115Q308 COM PAR $0.01 2941 40100 40100
CHART INDUSTRIES INC 16115Q308 COM PAR $0.01 1547 21100 Put 21100
CHART INDUSTRIES INC 16115Q308 COM PAR $0.01 293 4000 Call 4000
Check Point Software
Technologies Ltd M22465104 ORD 945 14800 Call 14800
CHEESECAKE FACTORY INC/THE 163072101 COM 610 20764 20764
Cheniere Energy Inc 16411R208 COM NEW 947 63200 63200
Chesapeake Energy Corp 165167107 COM 1101 47500 Call 47500
Chesapeake Energy Corp 165167107 COM 489 21100 Put 21100
Chevron Corp 166764100 COM 482 4500 Put 4500
Chevron Corp 166764100 COM 27554 257009 257009
Chevron Corp 166764100 COM 4138 38600 Call 38600
Chicago Bridge & Iron Co NV 167250109 N Y REGISTRY SH 4945 114500 114500
Chico's FAS Inc 168615102 COM 3047 201780 201780
Children's Place Retail
Stores Inc/The 168905107 COM 388 7500 Call 7500
Children's Place Retail
Stores Inc/The 168905107 COM 284 5500 Put 5500
China Unicom Hong Kong Ltd 16945R104 SPONSORED ADR 2648 157700 157700
Chubb Corp/The 171232101 COM 18128 262300 262300
Cia de Bebidas das Americas 20441W203 SPON ADR PFD 826 20000 Put 20000
CIA DE MINAS BUENAVENTURA SA 204448104 SPONSORED ADR 911 22600 Call 22600
Cia de Saneamento Basico do
Estado de Sao Paulo 20441A102 SPONSORED ADR 2498 32600 32600
Cia Energetica de Minas Gerais 204409601 SP ADR N-V PFD 3755 157900 157900
Cia Paranaense de Energia 20441B407 SPON ADR PFD 752 32002 32002
Ciena Corp 171779309 COM NEW 2730 168600 Call 168600
Ciena Corp 171779309 COM NEW 3066 189396 189396
Ciena Corp 171779309 COM NEW 1956 120800 Put 120800
Cigna Corp 125509109 COM 1591 32300 Put 32300
Cigna Corp 125509109 COM 10330 209741 209741
Cimarex Energy Co 171798101 COM 430 5700 Put 5700
Cinemark Holdings Inc 17243V102 COM 2939 133891 133891
Cintas Corp 172908105 COM 419 10700 Put 10700
Cirrus Logic Inc 172755100 COM 331 13900 Put 13900
Cisco Systems Inc 17275R102 COM 2705 127896 127896
Cisco Systems Inc 17275R102 COM 635 30000 Put 30000
Citigroup Inc 172967424 COM NEW 2909 79600 Call 79600
Citigroup Inc 172967424 COM NEW 7153 195700 Put 195700
Citigroup Inc 172967424 COM NEW 3724 101900 101900
Citrix Systems Inc 177376100 COM 490 6212 6212
CITY NATIONAL CORP/CA 178566105 COM 241 4600 Call 4600
Cliffs Natural Resources Inc 18683K101 COM 1454 21000 Call 21000
Cliffs Natural Resources Inc 18683K101 COM 2029 29300 Put 29300
CME Group Inc 12572Q105 COM 376 1300 Put 1300
CME Group Inc 12572Q105 COM 5383 18604 18604
CME Group Inc 12572Q105 COM 7146 24700 Call 24700
CMS Energy Corp 125896100 COM 3517 159874 159874
CNO Financial Group Inc 1.26E+107 COM 1367 175700 175700
Coach Inc 189754104 COM 2002 25900 Put 25900
Coach Inc 189754104 COM 10124 131000 131000
Coca-Cola Co/The 191216100 COM 7579 102400 Put 102400
Coca-Cola Co/The 191216100 COM 13078 176700 Call 176700
Coca-Cola Enterprises Inc 19122T109 COM 306 10700 Call 10700
Coca-Cola Enterprises Inc 19122T109 COM 6472 226295 226295
Coinstar Inc 19259P300 COM 2161 34000 Call 34000
Coinstar Inc 19259P300 COM 7359 115800 115800
Colfax Corp 194014106 COM 1995 56600 56600
Colgate-Palmolive Co 194162103 COM 303 3100 Put 3100
Colgate-Palmolive Co 194162103 COM 14683 150164 150164
Colgate-Palmolive Co 194162103 COM 4478 45800 Call 45800
Comerica Inc 200340107 COM 1269 39200 Call 39200
Commercial Metals Co 201723103 COM 2327 156988 156988
Community Health Systems Inc 203668108 COM 376 16900 Put 16900
Commvault Systems Inc 204166102 COM 3862 77800 77800
Commvault Systems Inc 204166102 COM 1033 20800 Put 20800
COMPASS MINERALS
INTERNATIONAL INC 20451N101 COM 439 6114 6114
Comtech Telecommunications
Corp 205826209 COM NEW 303 9300 9300
Conagra Foods Inc 205887102 COM 10228 389500 389500
ConocoPhillips 20825C104 COM 654 8600 Call 8600
Consol Energy Inc 20854P109 COM 11270 330500 Call 330500
Consol Energy Inc 20854P109 COM 11734 344100 Put 344100
Consolidated Edison Inc 209115104 COM 12146 207903 207903
Consolidated Edison Inc 209115104 COM 666 11400 Put 11400
Consolidated Edison Inc 209115104 COM 4580 78400 Call 78400
CONSTELLATION BRANDS INC 21036P108 CL A 4050 171700 171700
Convergys Corp 212485106 COM 168 12600 12600
Con-way Inc 205944101 COM 349 10700 Call 10700
Con-way Inc 205944101 COM 2033 62338 62338
Cooper Cos Inc/The 216648402 COM NEW 5908 72300 72300
Copa Holdings SA P31076105 CL A 2526 31900 31900
Copa Holdings SA P31076105 CL A 404 5100 Put 5100
Copa Holdings SA P31076105 CL A 879 11100 Call 11100
Copart Inc 217204106 COM 1536 58936 58936
Copart Inc 217204106 COM 407 15600 Call 15600
CoreLogic Inc/United States 21871D103 COM 1227 75200 75200
CORN PRODUCTS INTERNATIONAL
INC 219023108 COM 3476 60300 60300
Cosan Ltd G25343107 SHS A 1538 103600 103600
Costco Wholesale Corp 22160K105 COM 1044 11500 Call 11500
Covanta Holding Corp 2.23E+106 COM 1014 62500 62500
Coventry Health Care Inc 222862104 COM 5852 164512 164512
Covidien PLC G2554F113 SHS 1340 24500 Put 24500
Covidien PLC G2554F113 SHS 815 14900 Call 14900
CR Bard Inc 67383109 COM 8026 81300 81300
Crane Co 224399105 COM 1751 36100 36100
Credit Suisse Group AG 225401108 SPONSORED ADR 291 10200 10200
Cree Inc 225447101 COM 7613 240700 Put 240700
Cree Inc 225447101 COM 5627 177900 Call 177900
CROCS Inc 227046109 COM 3220 153900 Put 153900
CROCS Inc 227046109 COM 841 40200 Call 40200
CROCS Inc 227046109 COM 5461 261054 261054
Crown Holdings Inc 228368106 COM 2524 68528 68528
CSX Corp 126408103 COM 501 23300 Call 23300
CSX Corp 126408103 COM 342 15900 Put 15900
CSX Corp 126408103 COM 19678 914386 914386
CVS Caremark Corp 126650100 COM 13964 311700 311700
Cypress Semiconductor Corp 232806109 COM 5628 360100 360100
Cytec Industries Inc 232820100 COM 4359 71700 71700
Darling International Inc 237266101 COM 1813 104100 104100
Davita Inc 23918K108 COM 568 6300 Put 6300
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- ---------------- -------- ------- ------ ------ ---------- -------- ---- ------- ----
Dean Foods Co 242370104 COM 2837 234300 234300
Deckers Outdoor Corp 243537107 COM 1362 21600 Call 21600
Deckers Outdoor Corp 243537107 COM 18764 297600 Put 297600
Deckers Outdoor Corp 243537107 COM 7039 111634 111634
Deere & Co 244199105 COM 3109 38436 38436
Deere & Co 244199105 COM 235 2900 Put 2900
Deere & Co 244199105 COM 1626 20100 Call 20100
Dell Inc 24702R101 COM 13602 819626 819626
Dell Inc 24702R101 COM 295 17800 Put 17800
Dendreon Corp 24823Q107 COM 601 56400 Call 56400
Dendreon Corp 24823Q107 COM 1711 160600 Put 160600
Dendreon Corp 24823Q107 COM 857 80400 80400
DEVON ENERGY CORP 25179M103 COM 1387 19500 Put 19500
DEVON ENERGY CORP 25179M103 COM 256 3600 Call 3600
DeVry Inc 251893103 COM 3705 109400 109400
Diebold Inc 253651103 COM 2319 60200 60200
Digital River Inc 25388B104 COM 559 29891 29891
Dillard's Inc 254067101 CL A 2918 46300 Put 46300
Dillard's Inc 254067101 CL A 1506 23900 Call 23900
Dillard's Inc 254067101 CL A 6554 104000 104000
DIRECTV 25490A101 COM CL A 1525 30900 Put 30900
DIRECTV 25490A101 COM CL A 1031 20900 Call 20900
DISH Network Corp 25470M109 CL A 9908 300869 300869
DISH Network Corp 25470M109 CL A 1594 48400 Put 48400
DISH Network Corp 25470M109 CL A 510 15500 Call 15500
DOLBY LABORATORIES INC 25659T107 COM 494 12969 12969
Dominion Resources Inc/VA 25746U109 COM 16310 318500 318500
Domino's Pizza Inc 25754A201 COM 4029 110983 110983
Domtar Corp 257559203 COM NEW 3912 41014 41014
Donaldson Co Inc 257651109 COM 2740 76700 76700
Dover Corp 260003108 COM 12349 196200 196200
DOW CHEMICAL CO/THE 260543103 COM 353 10200 Call 10200
DOW CHEMICAL CO/THE 260543103 COM 6581 189969 189969
Dr Pepper Snapple Group Inc 2.61E+113 COM 7392 183835 183835
DREAMWORKS ANIMATION SKG INC 26153C103 CL A 339 18400 Put 18400
Dresser-Rand Group Inc 261608103 COM 4783 103100 103100
DST Systems Inc 233326107 COM 1513 27900 27900
DSW Inc 23334L102 CL A 3670 67000 67000
DTE ENERGY CO 233331107 COM 7203 130900 130900
Dun & Bradstreet Corp/The 2.65E+104 COM 2101 24800 24800
E*Trade Financial Corp 269246401 COM NEW 7115 649781 649781
Earthlink Inc 270321102 COM 81 10100 10100
EASTMAN CHEMICAL CO 277432100 COM 414 8000 Put 8000
EASTMAN CHEMICAL CO 277432100 COM 310 6000 Call 6000
Eaton Corp 278058102 COM 1071 21500 Put 21500
Eaton Corp 278058102 COM 14134 283640 283640
Eaton Corp 278058102 COM 528 10600 Call 10600
eBay Inc 278642103 COM 5299 143600 Put 143600
eBay Inc 278642103 COM 1343 36400 Call 36400
Edison International 281020107 COM 9165 215600 215600
Edison International 281020107 COM 1666 39200 Call 39200
Edwards Lifesciences Corp 2.82E+112 COM 4269 58700 Call 58700
Edwards Lifesciences Corp 2.82E+112 COM 858 11800 Put 11800
EI du Pont de Nemours & Co 263534109 COM 6697 126600 Put 126600
EI du Pont de Nemours & Co 263534109 COM 14031 265232 265232
EI du Pont de Nemours & Co 263534109 COM 10009 189200 Call 189200
Elan Corp PLC 284131208 ADR 5852 389900 389900
Elan Corp PLC 284131208 ADR 491 32700 Put 32700
Electronic Arts Inc 285512109 COM 17475 1060064 1060064
Electronic Arts Inc 285512109 COM 964 58500 Put 58500
Electronic Arts Inc 285512109 COM 709 43000 Call 43000
Eli Lilly & Co 532457108 COM 30896 767318 767318
Eli Lilly & Co 532457108 COM 2392 59400 Call 59400
Embraer SA 29082A107 SP ADR REP 4 COM 3753 117370 117370
EMC Corp/MA 268648102 COM 774 25900 Call 25900
EMC Corp/MA 268648102 COM 1527 51100 Put 51100
Emerson Electric Co 291011104 COM 459 8800 Call 8800
Emerson Electric Co 291011104 COM 553 10600 Put 10600
Encana Corp 292505104 COM 2932 149200 Put 149200
Encana Corp 292505104 COM 3950 201000 Call 201000
Endeavour Silver Corp 29258Y103 COM 257 27100 27100
Endo Pharmaceuticals Holdings
Inc 29264F205 COM 2364 61028 61028
Energy XXI Bermuda Ltd G10082140 USD UNRS SHS 841 23300 Call 23300
Enersis SA 29274F104 SPONSORED ADR 1431 70900 70900
EnerSys 29275Y102 COM 1435 41415 41415
ENI SpA 26874R108 SPONSORED ADR 1849 39500 39500
Ensco PLC 29358Q109 SPONSORED ADR 7254 137053 137053
Entergy Corp 29364G103 COM 867 12900 Call 12900
Entergy Corp 29364G103 COM 10052 149583 149583
EOG Resources Inc 26875P101 COM 4911 44200 Put 44200
EOG Resources Inc 26875P101 COM 7033 63300 Call 63300
EQT Corp 26884L109 COM 13864 287584 287584
EQT Corp 26884L109 COM 202 4200 Call 4200
ESTEE LAUDER COS INC/THE 518439104 CL A 607 9800 Put 9800
ESTEE LAUDER COS INC/THE 518439104 CL A 8748 141236 141236
Esterline Technologies Corp 297425100 COM 1773 24817 24817
Everest Re Group Ltd G3223R108 COM 4950 53500 53500
Exelon Corp 30161N101 COM 1721 43900 Put 43900
Exelon Corp 30161N101 COM 2921 74500 Call 74500
Expedia Inc 30212P303 COM NEW 10680 319374 319374
Expedia Inc 30212P303 COM NEW 5685 170000 Put 170000
Expedia Inc 30212P303 COM NEW 1669 49900 Call 49900
Expeditors International of
Washington Inc 302130109 COM 6762 145398 145398
Express Scripts Inc 302182100 COM 314 5800 Put 5800
Express Scripts Inc 302182100 COM 2015 37200 Call 37200
Exxon Mobil Corp 30231G102 COM 815 9400 Put 9400
Exxon Mobil Corp 30231G102 COM 13183 152000 Call 152000
F5 Networks Inc 315616102 COM 6122 45362 45362
Factset Research Systems Inc 303075105 COM 365 3681 3681
Factset Research Systems Inc 303075105 COM 277 2800 Put 2800
Fair Isaac Corp 303250104 COM 424 9650 9650
FAIRCHILD SEMICONDUCTOR
INTERNATIONAL INC 303726103 COM 3258 221600 221600
FAMILY DOLLAR STORES INC 307000109 COM 1835 29000 Call 29000
FedEx Corp 31428X106 COM 7145 77700 Call 77700
FedEx Corp 31428X106 COM 846 9200 Put 9200
Ferro Corp 315405100 COM 109 18300 18300
Fifth Third Bancorp 316773100 COM 14683 1045400 1045400
Finisar Corp 31787A507 COM NEW 1346 66800 Put 66800
Finisar Corp 31787A507 COM NEW 310 15400 Call 15400
FIRST COMMONWEALTH FINANCIAL
CORP 319829107 COM 144 23500 23500
First Solar Inc 336433107 COM 9083 362600 Put 362600
First Solar Inc 336433107 COM 2513 100300 Call 100300
FirstEnergy Corp 337932107 COM 1691 37100 Put 37100
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- ---------------- -------- ------- ------ ------ ---------- -------- ---- ------- ----
FirstEnergy Corp 337932107 COM 3720 81600 Call 81600
FirstEnergy Corp 337932107 COM 13317 292100 292100
Fluor Corp 343412102 COM 222 3700 Call 3700
FMC Technologies Inc 30249U101 COM 2392 47446 47446
Focus Media Holding Ltd 34415V109 SPONSORED ADR 407 16200 Put 16200
Focus Media Holding Ltd 34415V109 SPONSORED ADR 7416 295221 295221
Fomento Economico Mexicano
SAB de CV 344419106 SPON ADR UNITS 4306 52334 52334
Foot Locker Inc 344849104 COM 6152 198121 198121
Ford Motor Co 345370860 COM PAR $0.01 140 11200 11200
Forest City Enterprises Inc 345550107 CL A 910 58100 58100
Fortinet Inc 3.50E+113 COM 6196 224100 224100
Fossil Inc 349882100 COM 2706 20500 Call 20500
Fossil Inc 349882100 COM 2943 22300 Put 22300
Foster Wheeler AG H27178104 COM 867 38100 Call 38100
Foster Wheeler AG H27178104 COM 2421 106351 106351
Foster Wheeler AG H27178104 COM 2831 124400 Put 124400
Franklin Resources Inc 354613101 COM 471 3800 Call 3800
Franklin Resources Inc 354613101 COM 1054 8500 Put 8500
Fred's Inc 356108100 CL A 285 19500 19500
Freeport-McMoRan Copper &
Gold Inc 35671D857 COM 7692 202200 Call 202200
Freeport-McMoRan Copper &
Gold Inc 35671D857 COM 415 10900 Put 10900
GameStop Corp 36467W109 CL A 3569 163400 163400
GameStop Corp 36467W109 CL A 1094 50100 Put 50100
GameStop Corp 36467W109 CL A 2474 113300 Call 113300
GANNETT CO INC 364730101 COM 3508 228800 228800
Gap Inc/The 364760108 COM 2393 91538 91538
Gardner Denver Inc 365558105 COM 1884 29900 Put 29900
Gardner Denver Inc 365558105 COM 8653 137300 137300
Gartner Inc 366651107 COM 951 22300 22300
General Cable Corp 369300108 COM 669 23000 Put 23000
General Dynamics Corp 369550108 COM 3610 49200 49200
General Mills Inc 370334104 COM 11722 297143 297143
General Mills Inc 370334104 COM 2044 51800 Call 51800
Genesco Inc 371532102 COM 567 7911 7911
Gen-Probe Inc 36866T103 COM 2557 38500 38500
Genuine Parts Co 372460105 COM 7229 115200 115200
GeoEye Inc 37250W108 COM 443 18400 18400
G-III Apparel Group Ltd 36237H101 COM 721 25374 25374
Gildan Activewear Inc 375916103 COM 2094 76000 76000
Gilead Sciences Inc 375558103 COM 269 5500 Put 5500
Gilead Sciences Inc 375558103 COM 911 18636 18636
GlaxoSmithKline PLC 37733W105 SPONSORED ADR 925 20600 Put 20600
GlaxoSmithKline PLC 37733W105 SPONSORED ADR 8695 193600 193600
Global Payments Inc 37940X102 COM 3848 81010 81010
Golar LNG Ltd G9456A100 SHS 449 11800 Call 11800
Golar LNG Ltd G9456A100 SHS 1703 44768 44768
Goldcorp Inc 380956409 COM 6071 134732 134732
GOLDMAN SACHS GROUP INC/THE 38141G104 COM 8233 66200 Call 66200
GOLDMAN SACHS GROUP INC/THE 38141G104 COM 3196 25700 Put 25700
GOODYEAR TIRE & RUBBER CO/THE 382550101 COM 1657 147723 147723
Graco Inc 384109104 COM 2138 40300 40300
Greatbatch Inc 39153L106 COM 221 9000 9000
Green Mountain Coffee
Roasters Inc 393122106 COM 9415 201000 201000
Green Mountain Coffee
Roasters Inc 393122106 COM 6801 145200 Put 145200
Green Mountain Coffee
Roasters Inc 393122106 COM 2984 63700 Call 63700
Greenbrier Cos Inc 393657101 COM 1225 61900 61900
Group 1 Automotive Inc 398905109 COM 1056 18800 18800
Grupo Televisa SAB 40049J206 SPON ADR REP ORD 3864 183300 183300
Guess? Inc 401617105 COM 1903 60900 Put 60900
Guess? Inc 401617105 COM 1622 51900 Call 51900
Guess? Inc 401617105 COM 548 17548 17548
H&R Block Inc 93671105 COM 2541 154300 154300
Halliburton Co 406216101 COM 3206 96600 Call 96600
Halliburton Co 406216101 COM 1109 33400 Put 33400
Halliburton Co 406216101 COM 18298 551325 551325
Hanesbrands Inc 410345102 COM 3914 132500 132500
Hanover Insurance Group
Inc/The 410867105 COM 1291 31400 31400
Harley-Davidson Inc 412822108 COM 236 4800 Call 4800
Harman International
Industries Inc 413086109 COM 1039 22200 22200
Harman International
Industries Inc 413086109 COM 314 6700 Put 6700
Harsco Corp 415864107 COM 2194 93500 93500
HARTFORD FINANCIAL SERVICES
GROUP INC 416515104 COM 4814 228345 228345
HARTFORD FINANCIAL SERVICES
GROUP INC 416515104 COM 1541 73100 Call 73100
Hasbro Inc 418056107 COM 1730 47100 Put 47100
HCC Insurance Holdings Inc 404132102 COM 1487 47700 47700
HDFC BANK LTD 40415F101 ADR REPS 3 SHS 1429 41900 41900
HEALTH MANAGEMENT ASSOCIATES
INC 421933102 CL A 3434 511000 511000
Healthsouth Corp 421924309 COM NEW 1157 56506 56506
Hecla Mining Co 422704106 COM 116 25100 25100
HELIX ENERGY SOLUTIONS GROUP
INC 42330P107 COM 2690 151100 151100
HELMERICH & PAYNE INC 423452101 COM 987 18300 Put 18300
HELMERICH & PAYNE INC 423452101 COM 7116 131900 131900
HELMERICH & PAYNE INC 423452101 COM 275 5100 Call 5100
Herbalife Ltd G4412G101 COM USD SHS 10433 151600 151600
Hershey Co/The 427866108 COM 270 4400 4400
Hertz Global Holdings Inc 42805T105 COM 2456 163300 163300
Hess Corp 42809H107 COM 6012 101992 101992
Hewlett-Packard Co 428236103 COM 38907 1632677 1632677
Hewlett-Packard Co 428236103 COM 543 22800 Call 22800
Hewlett-Packard Co 428236103 COM 248 10400 Put 10400
Hill-Rom Holdings Inc 431475102 COM 2015 60300 60300
Hi-Tech Pharmacal Co Inc 42840B101 COM 514 14300 14300
HJ Heinz Co 423074103 COM 525 9800 Call 9800
HollyFrontier Corp 436106108 COM 4480 139362 139362
Home Depot Inc/The 437076102 COM 745 14800 Put 14800
Home Depot Inc/The 437076102 COM 1157 23000 Call 23000
Honeywell International Inc 438516106 COM 6007 98400 98400
Honeywell International Inc 438516106 COM 476 7800 Put 7800
Hornbeck Offshore Services Inc 440543106 COM 3913 93100 93100
Hospira Inc 441060100 COM 4047 108229 108229
HOT Topic Inc 441339108 COM 172 16942 16942
HSBC Holdings PLC 404280406 SPON ADR NEW 10392 234098 234098
HSN Inc 404303109 COM 1487 39100 39100
Human Genome Sciences Inc 444903108 COM 387 47000 Put 47000
Humana Inc 444859102 COM 15343 165909 165909
Humana Inc 444859102 COM 3413 36900 Call 36900
Humana Inc 444859102 COM 860 9300 Put 9300
Huntington Bancshares Inc/OH 446150104 COM 5397 837400 837400
Huntsman Corp 447011107 COM 4769 340400 340400
IAC/InterActiveCorp 44919P508 COM PAR $.001 5493 111900 111900
IAC/InterActiveCorp 44919P508 COM PAR $.001 378 7700 Put 7700
ICICI BANK LTD 45104G104 ADR 1004 28801 28801
IDEX Corp 45167R104 COM 1818 43163 43163
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- ---------------- -------- ------- ------ ------ ---------- -------- ---- ------- ----
ILLINOIS TOOL WORKS INC 452308109 COM 543 9500 Put 9500
Incyte Corp Ltd 45337C102 COM 1351 70000 70000
ING Groep NV 456837103 SPONSORED ADR 2947 354200 354200
Ingersoll-Rand PLC G47791101 SHS 2870 69400 Put 69400
Ingersoll-Rand PLC G47791101 SHS 5648 136600 Call 136600
INGRAM MICRO INC 457153104 CL A 2238 120600 120600
Intel Corp 458140100 COM 2547 90600 Put 90600
Intel Corp 458140100 COM 1358 48300 Call 48300
Intel Corp 458140100 COM 1099 39083 39083
InterDigital Inc/PA 45867G101 COM 345 9900 Put 9900
INTERNATIONAL BUSINESS
MACHINES CORP 459200101 COM 2712 13000 Put 13000
INTERNATIONAL BUSINESS
MACHINES CORP 459200101 COM 3777 18100 Call 18100
INTERNATIONAL FLAVORS &
FRAGRANCES INC 459506101 COM 790 13479 13479
INTERNATIONAL GAME TECHNOLOGY 459902102 COM 8175 486900 486900
International Paper Co 460146103 COM 3857 109900 Call 109900
International Paper Co 460146103 COM 7130 203138 203138
International Speedway Corp 460335201 CL A 211 7600 7600
Interpublic Group of Cos
Inc/The 460690100 COM 3093 271100 271100
Intersil Corp 46069S109 CL A 1576 140700 140700
Investment Technology Group
Inc 46145F105 COM 364 30400 30400
IPG Photonics Corp 44980X109 COM 401 7700 Call 7700
IPG Photonics Corp 44980X109 COM 1218 23400 Put 23400
Iron Mountain Inc 462846106 COM 7145 248100 248100
iShares Russell 2000 Index
Fund 464287655 RUSSELL 2000 9738 117600 Put 117600
iShares Russell 2000 Index
Fund 464287655 RUSSELL 2000 5987 72300 Call 72300
iShares Russell 2000 Index
Fund 464287655 RUSSELL 2000 44874 541894 541894
Itau Unibanco Holding SA 465562106 SPON ADR REP PFD 3898 203139 203139
Itron Inc 465741106 COM 232 5100 Put 5100
Itron Inc 465741106 COM 309 6800 Call 6800
ITT Corp 450911201 COM NEW 4991 217550 217550
ITT Corp 450911201 COM NEW 2202 96000 Put 96000
ITT Educational Services Inc 45068B109 COM 1620 24500 24500
Jabil Circuit Inc 466313103 COM 6180 246000 246000
Jacobs Engineering Group Inc 469814107 COM 235 5300 Call 5300
Jacobs Engineering Group Inc 469814107 COM 386 8700 Put 8700
Janus Capital Group Inc 47102X105 COM 2859 320835 320835
Jazz Pharmaceuticals Plc G50871105 SHS USD 3596 74200 74200
Jazz Pharmaceuticals Plc G50871105 SHS USD 451 9300 Put 9300
Jazz Pharmaceuticals Plc G50871105 SHS USD 1018 21000 Call 21000
JC PENNEY CO INC 708160106 COM 19798 558800 Call 558800
JC PENNEY CO INC 708160106 COM 27313 770900 Put 770900
JDS Uniphase Corp 46612J507 COM PAR $0.001 2775 191500 Call 191500
JDS Uniphase Corp 46612J507 COM PAR $0.001 3182 219600 Put 219600
JDS Uniphase Corp 46612J507 COM PAR $0.001 6058 418100 418100
JM Smucker Co/The 832696405 COM NEW 675 8300 Call 8300
Johnson & Johnson 478160104 COM 772 11700 Call 11700
Johnson & Johnson 478160104 COM 64159 972700 972700
Johnson Controls Inc 478366107 COM 2430 74800 Call 74800
Jones Group Inc/The 48020T101 COM 1871 149000 149000
Jones Lang LaSalle Inc 48020Q107 COM 1158 13900 13900
Joy Global Inc 481165108 COM 12580 171150 171150
Joy Global Inc 481165108 COM 956 13000 Call 13000
Joy Global Inc 481165108 COM 1602 21800 Put 21800
JPMorgan Chase & Co 46625H100 COM 10870 236400 Put 236400
JPMorgan Chase & Co 46625H100 COM 12051 262100 Call 262100
Juniper Networks Inc 48203R104 COM 13236 578500 Put 578500
Juniper Networks Inc 48203R104 COM 14854 649200 Call 649200
Juniper Networks Inc 48203R104 COM 1142 49914 49914
Kansas City Southern 485170302 COM NEW 5126 71500 71500
KB Financial Group Inc 48241A105 SPONSORED ADR 987 26900 26900
Kellogg Co 487836108 COM 391 7300 Call 7300
Kellogg Co 487836108 COM 12939 241262 241262
Key Energy Services Inc 492914106 COM 1692 109500 109500
KeyCorp 493267108 COM 4650 547000 547000
Kimberly-Clark Corp 494368103 COM 3037 41100 41100
Kimberly-Clark Corp 494368103 COM 502 6800 Call 6800
Kindred Healthcare Inc 494580103 COM 505 58400 58400
Kinross Gold Corp 496902404 COM NO PAR 1911 195200 195200
KIT Digital Inc 482470200 COM NEW 591 82100 82100
KLA-Tencor Corp 482480100 COM 3807 69963 69963
Kodiak Oil & Gas Corp 50015Q100 COM 924 92800 92800
Kohl's Corp 500255104 COM 686 13703 13703
Kohl's Corp 500255104 COM 1706 34100 Call 34100
KRAFT FOODS INC 50075N104 CL A 36422 958230 958230
KROGER CO/THE 501044101 COM 10584 436818 436818
L-3 COMMUNICATIONS HOLDINGS
INC 502424104 COM 7211 101900 101900
Lam Research Corp 512807108 COM 960 21525 21525
Lam Research Corp 512807108 COM 214 4800 Call 4800
Lamar Advertising Co 512815101 CL A 538 16600 Call 16600
Las Vegas Sands Corp 517834107 COM 13172 228800 228800
Lear Corp 521865204 COM NEW 3389 72900 72900
Legg Mason Inc 524901105 COM 2419 86598 86598
Leggett & Platt Inc 524660107 COM 4873 211790 211790
Leggett & Platt Inc 524660107 COM 548 23800 Call 23800
Lender Processing Services Inc 5.26E+106 COM 4173 160500 160500
LENNAR CORP 526057104 CL A 3620 133200 Call 133200
LENNAR CORP 526057104 CL A 3824 140700 Put 140700
Liberty Global Inc 530555101 COM SER A 3937 78605 78605
Liberty Interactive Corp 53071M104 INT COM SER A 7775 407300 407300
Liberty Media Corp - Liberty
Capital 530322106 LIB CAP COM A 1622 18400 Put 18400
Liberty Media Corp - Liberty
Capital 530322106 LIB CAP COM A 7308 82901 82901
Liberty Media Corp - Liberty
Capital 530322106 LIB CAP COM A 414 4700 Call 4700
LIFE TECHNOLOGIES CORP 53217V109 COM 434 8900 Put 8900
Lincoln National Corp 534187109 COM 3103 117700 Call 117700
Lincoln National Corp 534187109 COM 625 23700 Put 23700
Lindsay Corp 535555106 COM 1014 15300 15300
Linear Technology Corp 535678106 COM 6942 206004 206004
Liz Claiborne Inc 539320101 COM 3539 264900 264900
LKQ Corp 501889208 COM 2403 77100 77100
Loews Corp 540424108 COM 5835 146342 146342
Lorillard Inc 544147101 COM 673 5200 Call 5200
Louisiana-Pacific Corp 546347105 COM 1448 154900 154900
Lowe's Cos Inc 548661107 COM 2532 80700 Call 80700
Lowe's Cos Inc 548661107 COM 1032 32900 Put 32900
LSI Corp 502161102 COM 9424 1085700 1085700
Lululemon Athletica Inc 550021109 COM 885 11838 11838
Macy's Inc 55616P104 COM 17871 449800 449800
Magna International Inc 559222401 COM 368 7700 Put 7700
Magna International Inc 559222401 COM 368 7700 Call 7700
MAKO Surgical Corp 560879108 COM 2141 50800 50800
Manitowoc Co Inc/The 563571108 COM 151 10900 10900
Manpower Inc 56418H100 COM 535 11300 11300
Manpower Inc 56418H100 COM 332 7000 Call 7000
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------------- -------- ------- ------ ------ ---------- -------- ---- ------ ----
Mantech International Corp 564563104 CL A 482 14000 14000
Manulife Financial Corp 56501R106 COM 350 25800 Put 25800
Manulife Financial Corp 56501R106 COM 5383 397300 397300
MARRIOTT INTERNATIONAL INC/DE 571903202 CL A 8827 233213 233213
MARSH & MCLENNAN COS INC 571748102 COM 8731 266260 266260
MARTIN MARIETTA MATERIALS INC 573284106 COM 4085 47700 Put 47700
Marvell Technology Group Ltd G5876H105 ORD 392 24900 Put 24900
Marvell Technology Group Ltd G5876H105 ORD 2544 161700 161700
Marvell Technology Group Ltd G5876H105 ORD 355 22600 Call 22600
Masco Corp 574599106 COM 8129 608000 608000
Mastercard Inc 57636Q104 CL A 6224 14800 14800
Maxim Integrated Products Inc 57772K101 COM 8323 291100 291100
McDonald's Corp 580135101 COM 69767 711178 711178
MCGRAW-HILL COS INC/THE 580645109 COM 10256 211600 211600
MCGRAW-HILL COS INC/THE 580645109 COM 1105 22800 Call 22800
MDC Holdings Inc 552676108 COM 529 20500 Put 20500
MDU Resources Group Inc 552690109 COM 1713 76525 76525
Mead Johnson Nutrition Co 582839106 COM 5015 60800 Call 60800
Mead Johnson Nutrition Co 582839106 COM 9568 116000 Put 116000
MeadWestvaco Corp 583334107 COM 5276 167000 167000
Medicis Pharmaceutical Corp 584690309 CL A NEW 4665 124100 124100
Medicis Pharmaceutical Corp 584690309 CL A NEW 346 9200 Call 9200
Medifast Inc 58470H101 COM 297 17000 17000
Medtronic Inc 585055106 COM 3410 87000 Put 87000
Medtronic Inc 585055106 COM 1717 43800 Call 43800
MercadoLibre Inc 58733R102 COM 381 3900 Put 3900
MercadoLibre Inc 58733R102 COM 2631 26900 Call 26900
Merck & Co Inc 58933Y105 COM 32648 850211 850211
Merck & Co Inc 58933Y105 COM 1044 27200 Call 27200
MetLife Inc 59156R108 COM 1442 38600 Put 38600
MetLife Inc 59156R108 COM 4714 126200 126200
MetLife Inc 59156R108 COM 2278 61000 Call 61000
MetroPCS Communications Inc 591708102 COM 2996 332100 332100
METTLER-TOLEDO INTERNATIONAL
INC 592688105 COM 2069 11200 Put 11200
METTLER-TOLEDO INTERNATIONAL
INC 592688105 COM 665 3600 Call 3600
Micron Technology Inc 595112103 COM 7921 978500 978500
Micros Systems Inc 594901100 COM 1126 20362 20362
Microsoft Corp 594918104 COM 1453 45057 45057
Microsoft Corp 594918104 COM 832 25800 Put 25800
Microsoft Corp 594918104 COM 761 23600 Call 23600
MicroStrategy Inc 594972408 CL A NEW 616 4400 Put 4400
MicroStrategy Inc 594972408 CL A NEW 3514 25100 25100
MicroStrategy Inc 594972408 CL A NEW 1596 11400 Call 11400
Mohawk Industries Inc 608190104 COM 213 3200 3200
Mohawk Industries Inc 608190104 COM 452 6800 Put 6800
MOLSON COORS BREWING CO 60871R209 CL B 570 12593 12593
Monsanto Co 61166W101 COM 21116 264745 264745
Monsanto Co 61166W101 COM 3166 39700 Put 39700
Monsanto Co 61166W101 COM 5918 74200 Call 74200
MONSTER WORLDWIDE INC 611742107 COM 2832 290500 290500
MONSTER WORLDWIDE INC 611742107 COM 779 79900 Call 79900
MONSTER WORLDWIDE INC 611742107 COM 233 23900 Put 23900
Mosaic Co/The 61945C103 COM 581 10500 Put 10500
Mosaic Co/The 61945C103 COM 1194 21600 Call 21600
Motorola Solutions Inc 620076307 COM NEW 15369 302358 302358
MSCI Inc 55354G100 CL A 258 7000 7000
Murphy Oil Corp 626717102 COM 658 11700 Put 11700
Myriad Genetics Inc 62855J104 COM 683 28850 28850
Myriad Genetics Inc 62855J104 COM 1069 45200 Put 45200
Myriad Genetics Inc 62855J104 COM 225 9500 Call 9500
Nabors Industries Ltd G6359F103 SHS 1560 89200 Call 89200
Nabors Industries Ltd G6359F103 SHS 2095 119800 Put 119800
NACCO Industries Inc 629579103 CL A 244 2100 2100
NASDAQ OMX GROUP INC/THE 631103108 COM 5520 213116 213116
National Fuel Gas Co 636180101 COM 938 19500 Call 19500
National Oilwell Varco Inc 637071101 COM 1352 17010 17010
National Oilwell Varco Inc 637071101 COM 660 8300 Call 8300
National Oilwell Varco Inc 637071101 COM 350 4400 Put 4400
Navistar International Corp 6.39E+112 COM 1193 29500 Put 29500
Navistar International Corp 6.39E+112 COM 740 18300 18300
Navistar International Corp 6.39E+112 COM 676 16700 Call 16700
NCR CORP 6.29E+112 COM 3217 148161 148161
NetApp Inc 64110D104 COM 4356 97300 Call 97300
NetApp Inc 64110D104 COM 6344 141700 Put 141700
NetFlix Inc 64110L106 COM 20063 174400 Put 174400
NetFlix Inc 64110L106 COM 10066 87500 Call 87500
NeuStar Inc 64126X201 CL A 525 14100 14100
New Gold Inc 644535106 COM 2244 227100 227100
New Jersey Resources Corp 646025106 COM 354 7932 7932
New Oriental Education &
Technology Group 647581107 SPON ADR 975 35500 35500
Newell Rubbermaid Inc 651229106 COM 4069 228490 228490
Newfield Exploration Co 651290108 COM 1620 46700 Put 46700
Newmarket Corp 651587107 COM 469 2500 Call 2500
Newmont Mining Corp 651639106 COM 846 16500 Put 16500
Newmont Mining Corp 651639106 COM 6183 120600 Call 120600
Newmont Mining Corp 651639106 COM 43393 846364 846364
NextEra Energy Inc 65339F101 COM 2291 37500 Put 37500
NextEra Energy Inc 65339F101 COM 1362 22300 Call 22300
NIKE Inc 654106103 CL B 1399 12900 Call 12900
NIKE Inc 654106103 CL B 4677 43129 43129
NIKE Inc 654106103 CL B 5845 53900 Put 53900
NiSource Inc 65473P105 COM 670 27500 Call 27500
NiSource Inc 65473P105 COM 3711 152401 152401
Noble Corp H5833N103 NAMEN -AKT 3372 90000 Call 90000
Noble Corp H5833N103 NAMEN -AKT 862 23000 Put 23000
Noble Energy Inc 655044105 COM 1105 11300 Call 11300
Noble Energy Inc 655044105 COM 4151 42457 42457
Nordson Corp 655663102 COM 1941 35600 35600
Nordstrom Inc 655664100 COM 12080 216800 216800
Nordstrom Inc 655664100 COM 2480 44500 Call 44500
Norfolk Southern Corp 655844108 COM 1679 25500 Put 25500
Norfolk Southern Corp 655844108 COM 5819 88400 Call 88400
Norfolk Southern Corp 655844108 COM 27895 423747 423747
Northeast Utilities 664397106 COM 416 11200 Call 11200
Northrop Grumman Corp 666807102 COM 5428 88863 88863
Novagold Resources Inc 6.70E+210 COM NEW 792 110262 110262
NOVARTIS AG 66987V109 SPONSORED ADR 15465 279100 279100
NRG Energy Inc 629377508 COM NEW 2222 141800 141800
Nuance Communications Inc 67020Y100 COM 1379 53900 Put 53900
Nuance Communications Inc 67020Y100 COM 870 34000 Call 34000
Nuance Communications Inc 67020Y100 COM 10613 414911 414911
Nucor Corp 670346105 COM 872 20300 Call 20300
Nutrisystem Inc 67069D108 COM 509 45300 45300
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------------- -------- ------- ------ ------ ---------- -------- ---- ------- ----
NV Energy Inc 67073Y106 COM 4105 254656 254656
Nvidia Corp 67066G104 COM 716 46500 Put 46500
Nvidia Corp 67066G104 COM 5159 335105 335105
Nvidia Corp 67066G104 COM 985 64000 Call 64000
Occidental Petroleum Corp 674599105 COM 1343 14100 Put 14100
Occidental Petroleum Corp 674599105 COM 28424 298473 298473
Occidental Petroleum Corp 674599105 COM 857 9000 Call 9000
OfficeMax Inc 67622P101 COM 213 37200 37200
OGE Energy Corp 670837103 COM 872 16300 16300
Oil States International Inc 678026105 COM 234 3000 Call 3000
Omnicare Inc 681904108 COM 3808 107054 107054
Omnicare Inc 681904108 COM 1458 41000 Call 41000
Omnivision Technologies Inc 682128103 COM 5024 251200 Put 251200
ON Semiconductor Corp 682189105 COM 6229 691300 691300
Oneok Inc 682680103 COM 8186 100239 100239
Onyx Pharmaceuticals Inc 683399109 COM 388 10300 Put 10300
Oracle Corp 68389X105 COM 79160 2714675 2714675
Oshkosh Corp 688239201 COM 480 20700 20700
Owens Corning 690742101 COM 879 24400 Put 24400
Owens Corning 690742101 COM 706 19600 Call 19600
Owens Corning 690742101 COM 3189 88500 88500
Owens-Illinois Inc 690768403 COM NEW 5255 225161 225161
Pall Corp 696429307 COM 537 9000 9000
Parexel International Corp 699462107 COM 1262 46800 46800
Parker Hannifin Corp 701094104 COM 4572 54074 54074
PartnerRe Ltd G6852T105 COM 265 3900 Put 3900
PartnerRe Ltd G6852T105 COM 475 7000 Call 7000
PartnerRe Ltd G6852T105 COM 1937 28533 28533
Patriot Coal Corp 70336T104 COM 97 15500 Put 15500
Patterson-UTI Energy Inc 703481101 COM 323 18700 Put 18700
PDL BioPharma Inc 69329Y104 COM 137 21600 21600
Peabody Energy Corp 704549104 COM 1520 52495 52495
Peabody Energy Corp 704549104 COM 4961 171300 Put 171300
Peabody Energy Corp 704549104 COM 4978 171900 Call 171900
Penn National Gaming Inc 707569109 COM 533 12400 12400
Pentair Inc 709631105 COM 1833 38500 38500
PepsiCo Inc 713448108 COM 38223 576076 576076
PepsiCo Inc 713448108 COM 3842 57900 Call 57900
Perrigo Co 714290103 COM 661 6400 Put 6400
Perry Ellis International Inc 288853104 COM 519 27800 27800
PetroChina Co Ltd 7.16E+104 SPONSORED 675 4800 4800
PETROLEO BRASILEIRO SA 71654V408 SPONSORED ADR 5089 191600 Put 191600
PETROLEO BRASILEIRO SA 71654V408 SPONSORED ADR 829 31200 Call 31200
PetSmart Inc 716768106 COM 3275 57229 57229
PF Chang's China Bistro Inc 69333Y108 COM 1952 49400 49400
Pfizer Inc 717081103 COM 224 9900 Call 9900
PG&E CORP 69331C108 COM 2003 46133 46133
Philip Morris International
Inc 718172109 COM 10545 119000 Put 119000
Philip Morris International
Inc 718172109 COM 13150 148400 Call 148400
Pier 1 Imports Inc 720279108 COM 1011 55600 55600
Pinnacle Financial Partners
Inc 72346Q104 COM 446 24300 24300
PINNACLE WEST CAPITAL CORP 723484101 COM 5068 105800 105800
Pioneer Natural Resources Co 723787107 COM 3225 28900 Put 28900
Pioneer Natural Resources Co 723787107 COM 949 8500 Call 8500
Piper Jaffray Cos 724078100 COM 524 19700 19700
PLAINS EXPLORATION &
PRODUCTION CO 726505100 COM 3160 74100 Put 74100
PLAINS EXPLORATION &
PRODUCTION CO 726505100 COM 618 14500 Call 14500
PLAINS EXPLORATION &
PRODUCTION CO 726505100 COM 603 14142 14142
PLATINUM UNDERWRITERS
HOLDINGS LTD G7127P100 COM 1040 28500 28500
PMC - Sierra Inc 69344F106 COM 2256 312100 312100
PNC FINANCIAL SERVICES GROUP
INC 693475105 COM 5733 88900 Call 88900
PNC FINANCIAL SERVICES GROUP
INC 693475105 COM 335 5200 Put 5200
Pnm Resources Inc 69349H107 COM 919 50200 50200
Polaris Industries Inc 731068102 COM 2078 28800 28800
Polaris Industries Inc 731068102 COM 2165 30000 Call 30000
Polaris Industries Inc 731068102 COM 202 2800 Put 2800
Polycom Inc 73172K104 COM 5582 292708 292708
Polypore International Inc 73179V103 COM 1347 38300 Put 38300
Polypore International Inc 73179V103 COM 742 21100 Call 21100
Portland General Electric Co 736508847 COM NEW 1118 44770 44770
Potash Corp of Saskatchewan
Inc 73755L107 COM 635 13900 Put 13900
Powershares QQQ Trust Series 1 73935A104 UNIT SER 1 18533 274353 274353
Powershares QQQ Trust Series 1 73935A104 UNIT SER 1 87585 1296600 Put 1296600
Powershares QQQ Trust Series 1 73935A104 UNIT SER 1 22460 332500 Call 332500
PPG Industries Inc 693506107 COM 2443 25500 25500
PPG Industries Inc 693506107 COM 335 3500 Call 3500
PPL CORP 69351T106 COM 12973 459042 459042
PPL CORP 69351T106 COM 288 10200 Call 10200
Praxair Inc 74005P104 COM 699 6100 Put 6100
Precision Drilling Corp 74022D308 COM 2010 996 99317 99317
Principal Financial Group Inc 74251V102 COM 4067 137809 137809
Procter & Gamble Co/The 742718109 COM 21189 315261 315261
Procter & Gamble Co/The 742718109 COM 880 13100 Put 13100
Procter & Gamble Co/The 742718109 COM 5357 79700 Call 79700
Protective Life Corp 743674103 COM 527 17800 17800
Prudential Financial Inc 744320102 COM 4076 64300 64300
Prudential Financial Inc 744320102 COM 2136 33700 Call 33700
Public Service Enterprise
Group Inc 744573106 COM 377 12300 Put 12300
Public Service Enterprise
Group Inc 744573106 COM 2256 73700 Call 73700
Public Service Enterprise
Group Inc 744573106 COM 11026 360200 360200
PVH Corp 693656100 COM 9398 105200 105200
PVH Corp 693656100 COM 902 10100 Call 10100
QLogic Corp 747277101 COM 2571 144752 144752
Qualcomm Inc 747525103 COM 3008 44200 Put 44200
Qualcomm Inc 747525103 COM 2824 41500 Call 41500
Questar Corp 748356102 COM 2398 124500 124500
Questcor Pharmaceuticals Inc 74835Y101 COM 9555 254000 254000
Questcor Pharmaceuticals Inc 74835Y101 COM 1486 39500 Call 39500
Rackspace Hosting Inc 750086100 COM 433 7500 Call 7500
RadioShack Corp 750438103 COM 89 14300 14300
Ralcorp Holdings Inc 751028101 COM 2016 27211 27211
Ralph Lauren Corp 751212101 CL A 2978 17082 17082
Range Resources Corp 75281A109 COM 3814 65600 Put 65600
Range Resources Corp 75281A109 COM 18483 317900 317900
Range Resources Corp 75281A109 COM 971 16700 Call 16700
Raymond James Financial Inc 754730109 COM 533 14600 14600
RAYTHEON CO 755111507 COM NEW 670 12700 Call 12700
RAYTHEON CO 755111507 COM NEW 921 17441 17441
Regeneron Pharmaceuticals Inc 75886F107 COM 793 6800 Put 6800
REINSURANCE GROUP OF AMERICA
INC 759351604 COM NEW 2875 48341 48341
RenaissanceRe Holdings Ltd G7496G103 COM 3143 41500 41500
Republic Services Inc 760759100 COM 8771 287000 287000
Research In Motion Ltd 760975102 COM 381 25900 Call 25900
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------------- -------- ------- ------ ------ ---------- -------- ---- ------- ----
Research In Motion Ltd 760975102 COM 3393 230800 Put 230800
Resolute Energy Corp 76116A108 COM 262 23000 23000
Resources Connection Inc 76122Q105 COM 261 18600 18600
Reynolds American Inc 761713106 COM 11160 269300 269300
Reynolds American Inc 761713106 COM 1968 47500 Call 47500
Riverbed Technology Inc 768573107 COM 550 19600 Call 19600
Riverbed Technology Inc 768573107 COM 3827 136300 Put 136300
Riverbed Technology Inc 768573107 COM 9662 344100 344100
Robbins & Myers Inc 770196103 COM 3238 62200 62200
Robbins & Myers Inc 770196103 COM 385 7400 Put 7400
Rock-Tenn Co 772739207 CL A 4533 67100 67100
Rockwood Holdings Inc 774415103 COM 1434 27500 Put 27500
Rockwood Holdings Inc 774415103 COM 4872 93421 93421
Rovi Corp 779376102 COM 7692 236321 236321
Rovi Corp 779376102 COM 2584 79400 Put 79400
Royal Bank of Canada 780087102 COM 383 6600 Call 6600
Royal Bank of Canada 780087102 COM 1022 17600 Put 17600
Royal Caribbean Cruises Ltd V7780T103 COM 4570 155300 155300
Royal Caribbean Cruises Ltd V7780T103 COM 956 32500 Put 32500
Royal Dutch Shell PLC 780259206 SPONS ADR A 9930 141600 141600
Royal Gold Inc 780287108 COM 280 4300 Call 4300
Rpm International Inc 749685103 COM 2027 77400 77400
Ruby Tuesday Inc 781182100 COM 439 48100 48100
Ryder System Inc 783549108 COM 4293 81300 81300
Ryland Group Inc/The 783764103 COM 322 16700 Put 16700
Safeway Inc 786514208 COM NEW 6333 313379 313379
Safeway Inc 786514208 COM NEW 253 12500 Put 12500
Safeway Inc 786514208 COM NEW 2734 135300 Call 135300
SAIC Inc 78390X101 COM 2686 203457 203457
Saks Inc 79377W108 COM 3176 273600 273600
Salesforce.com Inc 79466L302 COM 2194 14200 Call 14200
Sanderson Farms Inc 800013104 COM 461 8700 Put 8700
Sanderson Farms Inc 800013104 COM 2211 41700 Call 41700
SanDisk Corp 80004C101 COM 14793 298313 298313
Sanofi 80105N105 SPONSORED ADR 9715 250722 250722
Sara Lee Corp 803111103 COM 1367 63500 63500
SCANA Corp 80589M102 COM 1040 22800 Call 22800
Schlumberger Ltd 806857108 COM 51581 737604 737604
Schlumberger Ltd 806857108 COM 9329 133400 Call 133400
Schlumberger Ltd 806857108 COM 3909 55900 Put 55900
Seacor Holdings Inc 811904101 COM 2174 22700 22700
Seagate Technology PLC G7945M107 SHS 1857 68900 Call 68900
Seagate Technology PLC G7945M107 SHS 5898 218800 218800
Sealed Air Corp 81211K100 COM 823 42600 42600
SEI Investments Co 784117103 COM 1572 76000 76000
Semtech Corp 816850101 COM 518 18200 Call 18200
Sensient Technologies Corp 81725T100 COM 1341 35300 35300
SHAW GROUP INC/THE 820280105 COM 514 16200 Put 16200
SHAW GROUP INC/THE 820280105 COM 948 29900 29900
Shutterfly Inc 82568P304 COM 4891 156100 156100
Signet Jewelers Ltd G81276100 SHS 2061 43600 43600
SILICON GRAPHICS
INTERNATIONAL CORP 82706L108 COM 922 95227 95227
Silver Wheaton Corp 828336107 COM 10803 325400 325400
SK TELECOM CO LTD 78440P108 SPONSORED ADR 1908 137174 137174
SLM Corp 78442P106 COM 6255 396900 396900
Smithfield Foods Inc 832248108 COM 218 9900 9900
Smithfield Foods Inc 832248108 COM 357 16200 Put 16200
Snap-On Inc 833034101 COM 1231 20184 20184
Sohu.com Inc 83408W103 COM 1089 19744 19744
Sohu.com Inc 83408W103 COM 1258 22800 Call 22800
Sohu.com Inc 83408W103 COM 14686 266200 Put 266200
SolarWinds Inc 83416B109 COM 2779 71900 Put 71900
SolarWinds Inc 83416B109 COM 5096 131848 131848
SolarWinds Inc 83416B109 COM 796 20600 Call 20600
Sonic Corp 835451105 COM 259 33727 33727
Sotheby's 835898107 COM 1141 29000 Call 29000
Sotheby's 835898107 COM 5633 143200 Put 143200
Sotheby's 835898107 COM 3206 81500 81500
SOUTH JERSEY INDUSTRIES INC 838518108 COM 251 5016 5016
Southern Co/The 842587107 COM 2238 49800 49800
Southern Co/The 842587107 COM 777 17300 Put 17300
Southern Co/The 842587107 COM 979 21800 Call 21800
Southwestern Energy Co 845467109 COM 257 8400 Put 8400
SPDR Dow Jones Industrial
Average ETF Trust 78467X109 UT SER 1 3045 23100 Put 23100
SPDR S&P 500 ETF Trust 78462F103 TR UNIT 369847 2626565 2626565
SPDR S&P 500 ETF Trust 78462F103 TR UNIT 1335541 9484700 Put 9484700
SPDR S&P 500 ETF Trust 78462F103 TR UNIT 158890 1128400 Call 1128400
Spectrum Pharmaceuticals Inc 84763A108 COM 217 17200 17200
SPX Corp 784635104 COM 1937 24980 24980
SPX Corp 784635104 COM 550 7100 Put 7100
SPX Corp 784635104 COM 256 3300 Call 3300
St Jude Medical Inc 790849103 COM 2849 64300 Put 64300
St Jude Medical Inc 790849103 COM 589 13300 Call 13300
Stamps.com Inc 852857200 COM NEW 945 33900 33900
Stanley Black & Decker Inc 854502101 COM 839 10900 Put 10900
Stanley Black & Decker Inc 854502101 COM 454 5900 Call 5900
Starbucks Corp 855244109 COM 2291 41000 Call 41000
Starbucks Corp 855244109 COM 497 8900 Put 8900
State Street Corp 857477103 COM 1779 39100 Put 39100
State Street Corp 857477103 COM 355 7800 Call 7800
Steelcase Inc 858155203 CL A 232 24200 24200
STMicroelectronics NV 861012102 NY REGISTRY 1575 192300 192300
Strayer Education Inc 863236105 COM 339 3600 Call 3600
Stryker Corp 863667101 COM 250 4500 Put 4500
Sun Life Financial Inc 866796105 COM 483 20400 20400
Sunoco Inc 86764P109 COM 5039 132080 132080
Sunoco Inc 86764P109 COM 4353 114100 Call 114100
Sunoco Inc 86764P109 COM 298 7800 Put 7800
SunTrust Banks Inc 867914103 COM 2224 92000 Call 92000
SunTrust Banks Inc 867914103 COM 1656 68500 68500
SunTrust Banks Inc 867914103 COM 836 34600 Put 34600
Superior Energy Services Inc 868157108 COM 1806 68500 Put 68500
Superior Energy Services Inc 868157108 COM 229 8700 Call 8700
Superior Energy Services Inc 868157108 COM 1726 65469 65469
SVB Financial Group 78486Q101 COM 676 10500 10500
Swift Energy Co 870738101 COM 206 7100 Put 7100
Symantec Corp 871503108 COM 9772 522560 522560
Synaptics Inc 87157D109 COM 347 9500 Call 9500
Synaptics Inc 87157D109 COM 1563 42800 42800
Target Corp 8.76E+110 COM 781 13400 Call 13400
Target Corp 8.76E+110 COM 16015 274836 274836
TE Connectivity Ltd H84989104 REG SHS 10427 283731 283731
TECO Energy Inc 872375100 COM 3422 195001 195001
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------------- -------- ------- ------ ------ ---------- -------- ---- ------- ----
Teekay Corp Y8564W103 COM 215 6200 Call 6200
Teekay Corp Y8564W103 COM 1647 47400 47400
Telefonaktiebolaget LM
Ericsson 294821608 ADR B SEK 10 4792 464800 464800
Telefonica SA 879382208 SPONSORED ADR 254 15500 15500
Tenaris SA 88031M109 SPONSORED ADR 310 8100 Call 8100
Tenaris SA 88031M109 SPONSORED ADR 566 14800 14800
Tenneco Inc 880349105 COM 256 6900 Put 6900
Teradata Corp 88076W103 COM 1322 19400 Put 19400
Teradata Corp 88076W103 COM 1499 22000 Call 22000
Terex Corp 880779103 COM 5963 265000 Put 265000
Terex Corp 880779103 COM 1109 49300 Call 49300
Ternium SA 880890108 SPON ADR 2124 89700 89700
Tesoro Corp 881609101 COM 6570 244794 244794
Tesoro Corp 881609101 COM 811 30200 Call 30200
Teva Pharmaceutical
Industries Ltd 881624209 ADR 1573 34900 Call 34900
Teva Pharmaceutical
Industries Ltd 881624209 ADR 568 12595 12595
Teva Pharmaceutical
Industries Ltd 881624209 ADR 4754 105500 Put 105500
Texas Industries Inc 882491103 COM 203 5800 5800
Texas Instruments Inc 882508104 COM 891 26500 Call 26500
Texas Instruments Inc 882508104 COM 20522 610600 610600
Texas Instruments Inc 882508104 COM 4836 143900 Put 143900
Textron Inc 883203101 COM 3331 119700 119700
Thoratec Corp 885175307 COM NEW 3445 102203 102203
Tidewater Inc 886423102 COM 270 5000 Put 5000
Tiffany & Co 886547108 COM 498 7200 Put 7200
Tiffany & Co 886547108 COM 14615 211413 211413
Tiffany & Co 886547108 COM 1196 17300 Call 17300
Time Warner Inc 887317303 COM NEW 1997 52900 Put 52900
Timken Co 887389104 COM 254 5000 Call 5000
Timken Co 887389104 COM 741 14600 Put 14600
Titan International Inc 88830M102 COM 419 17700 17700
Titan International Inc 88830M102 COM 480 20300 Put 20300
Tivo Inc 888706108 COM 2325 193900 193900
TJX COS INC 872540109 COM 397 10000 Call 10000
TJX COS INC 872540109 COM 890 22400 Put 22400
Toll Brothers Inc 889478103 COM 393 16400 Put 16400
Toll Brothers Inc 889478103 COM 384 16000 Call 16000
Toronto-Dominion Bank/The 891160509 COM NEW 1640 19300 Put 19300
Toronto-Dominion Bank/The 891160509 COM NEW 2345 27600 Call 27600
Total SA 8.92E+113 SPONSORED ADR 353 6900 Put 6900
Total System Services Inc 891906109 COM 3477 150700 150700
Towers Watson & Co 891894107 CL A 932 14100 Call 14100
Towers Watson & Co 891894107 CL A 1956 29600 29600
Toyota Motor Corp 892331307 SP ADR REP2COM 269 3100 3100
TransCanada Corp 89353D107 COM 262 6100 Put 6100
TransDigm Group Inc 893641100 COM 579 5000 Put 5000
TransDigm Group Inc 893641100 COM 532 4600 Call 4600
Travelers Cos Inc/The 8.94E+113 COM 23847 402821 402821
Travelzoo Inc 89421Q106 COM 1433 62300 62300
TRW Automotive Holdings Corp 87264S106 COM 4668 100500 100500
Tupperware Brands Corp 899896104 COM 4077 64200 64200
Tyco International Ltd H89128104 SHS 399 7100 Put 7100
Tyco International Ltd H89128104 SHS 556 9900 Call 9900
TYSON FOODS INC 902494103 CL A 5025 262400 262400
UBS AG H89231338 SHS NEW 2046 145900 145900
UGI Corp 902681105 COM 545 20000 Call 20000
Ultra Petroleum Corp 903914109 COM 2931 129500 Put 129500
Ultra Petroleum Corp 903914109 COM 290 12800 Call 12800
Under Armour Inc 904311107 CL A 1316 14000 Call 14000
Under Armour Inc 904311107 CL A 1777 18900 Put 18900
Union Pacific Corp 907818108 COM 11038 102700 Call 102700
Union Pacific Corp 907818108 COM 3364 31300 Put 31300
Union Pacific Corp 907818108 COM 38896 361889 361889
UNISOURCE ENERGY CORP 909205106 COM 366 10000 10000
Unisys Corp 909214306 COM NEW 1091 55300 55300
UNITED PARCEL SERVICE INC 911312106 CL B 242 3000 Put 3000
UNITED PARCEL SERVICE INC 911312106 CL B 6232 77200 Call 77200
United States Steel Corp 912909108 COM 20850 709900 Put 709900
United Technologies Corp 913017109 COM 1053 12700 Call 12700
United Technologies Corp 913017109 COM 4852 58500 Put 58500
United Technologies Corp 913017109 COM 32247 388800 388800
UnitedHealth Group Inc 91324P102 COM 1527 25900 Call 25900
UNIVERSAL HEALTH SERVICES INC 913903100 CL B 264 6300 Call 6300
UNIVERSAL HEALTH SERVICES INC 913903100 CL B 319 7600 Put 7600
UNIVERSAL HEALTH SERVICES INC 913903100 CL B 4753 113400 113400
Unum Group 91529Y106 COM 4460 182170 182170
URS Corp 903236107 COM 1911 44951 44951
US Bancorp 902973304 COM NEW 2411 76100 Call 76100
US Bancorp 902973304 COM NEW 700 22100 Put 22100
Vale SA 9.19E+109 ADR 3035 130100 Call 130100
Valero Energy Corp 91913Y100 COM 4449 172630 172630
Valero Energy Corp 91913Y100 COM 600 23300 Put 23300
Valero Energy Corp 91913Y100 COM 4311 167300 Call 167300
Validus Holdings Ltd G9319H102 COM SHS 2662 86000 86000
Veeco Instruments Inc 922417100 COM 5271 184300 Put 184300
Veeco Instruments Inc 922417100 COM 829 29000 Call 29000
Verizon Communications Inc 92343V104 COM 51034 1334925 1334925
Verizon Communications Inc 92343V104 COM 5184 135600 Call 135600
Vertex Pharmaceuticals Inc 92532F100 COM 660 16100 Put 16100
VF Corp 918204108 COM 1124 7700 Put 7700
VF Corp 918204108 COM 555 3800 Call 3800
Viacom Inc 92553P201 CL B 18662 393212 393212
Virgin Media Inc 92769L101 COM 250 10000 Call 10000
Virgin Media Inc 92769L101 COM 6195 248000 248000
Viropharma Inc 928241108 COM 580 19300 19300
VistaPrint NV N93540107 SHS 1289 33341 33341
WABCO Holdings Inc 92927K102 COM 4742 78400 78400
Wabtec Corp/DE 929740108 COM 2841 37700 37700
WADDELL & REED FINANCIAL INC 930059100 CL A 4148 128000 128000
Walgreen Co 931422109 COM 8162 243700 Put 243700
Walgreen Co 931422109 COM 4029 120295 120295
Walgreen Co 931422109 COM 12368 369300 Call 369300
Wal-Mart Stores Inc 931142103 COM 1120 18300 Call 18300
Walt Disney Co/The 254687106 COM DISNEY 1370 31300 Call 31300
Walt Disney Co/The 254687106 COM DISNEY 1322 30200 Put 30200
Walter Energy Inc 93317Q105 COM 36284 612800 Put 612800
Walter Energy Inc 93317Q105 COM 2362 39900 Call 39900
Walter Energy Inc 93317Q105 COM 3351 56596 56596
Warnaco Group Inc/The 934390402 COM NEW 1080 18500 Put 18500
Warner Chilcott PLC G94368100 SHS A 3982 236891 236891
Waste Connections Inc 941053100 COM 3572 109800 109800
Waste Management Inc 94106L109 COM 626 17900 Put 17900
Waters Corp 941848103 COM 315 3400 Put 3400
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------------- -------- ------- ------ ------ ---------- -------- ---- ------- ----
Watson Pharmaceuticals Inc 942683103 COM 1046 15600 Call 15600
Watson Pharmaceuticals Inc 942683103 COM 2790 41600 Put 41600
WEATHERFORD INTERNATIONAL LTD H27013103 REG SHS 167 11100 Call 11100
WEATHERFORD INTERNATIONAL LTD H27013103 REG SHS 5090 337290 337290
WEATHERFORD INTERNATIONAL LTD H27013103 REG SHS 987 65400 Put 65400
WEIGHT WATCHERS INTERNATIONAL
INC 948626106 COM 11470 148600 148600
WEIGHT WATCHERS INTERNATIONAL
INC 948626106 COM 502 6500 Put 6500
WEIGHT WATCHERS INTERNATIONAL
INC 948626106 COM 672 8700 Call 8700
Wellcare Health Plans Inc 94946T106 COM 5973 83100 83100
WellPoint Inc 94973V107 COM 4642 62900 Call 62900
WellPoint Inc 94973V107 COM 546 7400 Put 7400
Wells Fargo & Co 949746101 COM 3137 91900 Call 91900
Wells Fargo & Co 949746101 COM 4476 131100 Put 131100
Westar Energy Inc 95709T100 COM 1801 64500 64500
Western Digital Corp 958102105 COM 6022 145500 Call 145500
Western Digital Corp 958102105 COM 9306 224848 224848
Western Digital Corp 958102105 COM 1937 46800 Put 46800
Western Refining Inc 959319104 COM 1575 83700 83700
Whirlpool Corp 963320106 COM 13919 181100 Call 181100
Whirlpool Corp 963320106 COM 2713 35300 35300
Whirlpool Corp 963320106 COM 3505 45600 Put 45600
Whiting Petroleum Corp 966387102 COM 1504 27700 Call 27700
Whiting Petroleum Corp 966387102 COM 402 7400 Put 7400
Whole Foods Market Inc 966837106 COM 1647 19800 Call 19800
Williams Cos Inc/The 969457100 COM 1146 37200 Put 37200
Williams Cos Inc/The 969457100 COM 1621 52600 Call 52600
Williams-Sonoma Inc 969904101 COM 1214 32400 Call 32400
Williams-Sonoma Inc 969904101 COM 2293 61176 61176
Williams-Sonoma Inc 969904101 COM 993 26500 Put 26500
Willis Group Holdings PLC G96666105 SHS 5478 156600 156600
Windstream Corp 97381W104 COM 3426 292700 292700
Windstream Corp 97381W104 COM 125 10700 Call 10700
WMS Industries Inc 929297109 COM 368 15500 Call 15500
WORTHINGTON INDUSTRIES INC 981811102 COM 1404 73200 73200
Wyndham Worldwide Corp 98310W108 COM 10190 219097 219097
Wynn Resorts Ltd 983134107 COM 20265 162279 162279
Xcel Energy Inc 98389B100 COM 8863 334826 334826
Xerox Corp 984121103 COM 9510 1177700 1177700
Xilinx Inc 983919101 COM 835 22900 Call 22900
Xilinx Inc 983919101 COM 489 13400 Put 13400
XL Group Plc G98290102 SHS 7089 326839 326839
Xyratex Ltd G98268108 COM 468 29400 29400
Yahoo! Inc 984332106 COM 3370 221400 Put 221400
Yahoo! Inc 984332106 COM 10374 681600 681600
Yahoo! Inc 984332106 COM 6520 428400 Call 428400
Yamana Gold Inc 98462Y100 COM 3202 205000 205000
Yum! Brands Inc 988498101 COM 2128 29900 Call 29900
Yum! Brands Inc 988498101 COM 391 5500 Put 5500
Zimmer Holdings Inc 98956P102 COM 579 9000 Call 9000
Zimmer Holdings Inc 98956P102 COM 1241 19300 Put 19300
Zions Bancorporation 989701107 COM 500 23300 Call 23300
Zions Bancorporation 989701107 COM 4140 192924 192924