0001193125-12-333251.txt : 20120803
0001193125-12-333251.hdr.sgml : 20120803
20120803063530
ACCESSION NUMBER: 0001193125-12-333251
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120803
DATE AS OF CHANGE: 20120803
EFFECTIVENESS DATE: 20120803
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: 121005156
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
d380935d13fhr.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: June 30, 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: Marc Potters
Title: Co-CEO
Phone: 011-33-1-49-49-5903
Signature, Place, and Date of Signing:
/s/ Marc Potters Paris, France July 12, 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: Marc Potters
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: 1283 Items
Form 13F Information Table Value Total: $7,273,214 (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 2957 33000 Put 33000
AAR Corp 361105 COM 262 19400 19400
Aaron's Inc 2535300 COM PAR $0.50 4414 155900 155900
ABB Ltd 375204 SPONSORED ADR 5193 318204 318204
Abbott Laboratories 2824100 COM 213 3300 Call 3300
ABERCROMBIE & FITCH CO 2896207 CL A 700 20500 Call 20500
ABERCROMBIE & FITCH CO 2896207 CL A 2332 68300 Put 68300
ABM Industries Inc 957100 COM 839 42912 42912
Acacia Research Corp 3881307 ACACIA TCH COM 1445 38800 38800
Accenture PLC G1151C101 SHS CLASS A 16885 281000 281000
Accenture PLC G1151C101 SHS CLASS A 228 3800 Put 3800
Accenture PLC G1151C101 SHS CLASS A 415 6900 Call 6900
ACE Ltd H0023R105 SHS 24241 327010 327010
ACE Ltd H0023R105 SHS 5411 73000 Call 73000
Acme Packet Inc 4764106 COM 2148 115200 Put 115200
Activision Blizzard Inc 00507V109 COM 13177 1099000 1099000
ACTUANT CORP 00508X203 CL A NEW 1768 65113 65113
Acuity Brands Inc 00508Y102 COM 6211 122000 122000
ADTRAN Inc 00738A106 COM 595 19700 Call 19700
Advance Auto Parts Inc 00751Y106 COM 13850 203020 203020
Advance Auto Parts Inc 00751Y106 COM 655 9600 Call 9600
Advance Auto Parts Inc 00751Y106 COM 355 5200 Put 5200
Aeropostale Inc 7865108 COM 239 13400 Call 13400
Aeropostale Inc 7865108 COM 496 27800 Put 27800
Aerovironment Inc 8073108 COM 204 7743 7743
AES CORP/THE 00130H105 COM 5929 462122 462122
Aetna Inc 00817Y108 COM 17522 451949 451949
Aetna Inc 00817Y108 COM 6071 156600 Call 156600
Aetna Inc 00817Y108 COM 1132 29200 Put 29200
AFFILIATED MANAGERS GROUP INC 8252108 COM 4878 44565 44565
Aflac Inc 1055102 COM 9489 222800 Call 222800
Aflac Inc 1055102 COM 849 19930 19930
AGCO Corp 1084102 COM 247 5400 Call 5400
Agilent Technologies Inc 00846U101 COM 3925 100028 100028
Agilent Technologies Inc 00846U101 COM 4579 116700 Put 116700
Agilent Technologies Inc 00846U101 COM 16681 425100 Call 425100
AGL Resources Inc 1204106 COM 877 22626 22626
Agnico-Eagle Mines Ltd 8474108 COM 1436 35500 Call 35500
Agnico-Eagle Mines Ltd 8474108 COM 1266 31300 Put 31300
Air Products & Chemicals Inc 9158106 COM 16781 207868 207868
Airgas Inc 9363102 COM 9258 110200 110200
Akamai Technologies Inc 00971T101 COM 3117 98185 98185
Alaska Air Group Inc 11659109 COM 11698 325852 325852
Albemarle Corp 12653101 COM 1724 28900 Put 28900
Alkermes Plc G01767105 SHS 2413 142220 142220
Allegheny Technologies Inc 01741R102 COM 1330 41700 Put 41700
Allegheny Technologies Inc 01741R102 COM 1996 62600 Call 62600
Alliant Energy Corp 18802108 COM 3008 66007 66007
Allied World Assurance Co Holdings
AG H01531104 SHS 3139 39500 39500
Allscripts Healthcare Solutions Inc 01988P108 COM 5219 477515 477515
ALLSTATE CORP/THE 20002101 COM 3112 88700 Call 88700
Alnylam Pharmaceuticals Inc 02043Q107 COM 221 19001 19001
Altera Corp 21441100 COM 4183 123615 123615
Altria Group Inc 02209S103 COM 1994 57700 Call 57700
Altria Group Inc 02209S103 COM 698 20200 Put 20200
Amazon.com Inc 23135106 COM 1370 6000 Put 6000
Amazon.com Inc 23135106 COM 2672 11700 Call 11700
Amdocs Ltd G02602103 ORD 3331 112093 112093
Amedisys Inc 23436108 COM 233 18702 18702
Amerco Inc 23586100 COM 265 2941 2941
AMEREN CORP 23608102 COM 10995 327819 327819
America Movil SAB de CV 02364W105 SPON ADR L SHS 339 13000 Call 13000
America Movil SAB de CV 02364W105 SPON ADR L SHS 842 32300 Put 32300
American Capital Ltd 02503Y103 COM 221 22000 Call 22000
AMERICAN EAGLE OUTFITTERS INC 2.55E+109 COM 1872 94900 Call 94900
AMERICAN EAGLE OUTFITTERS INC 2.55E+109 COM 809 41000 Put 41000
AMERICAN ELECTRIC POWER CO INC 25537101 COM 13474 337705 337705
AMERICAN ELECTRIC POWER CO INC 25537101 COM 10067 252300 Call 252300
American Equity Investment Life
Holding Co 25676206 COM 192 17466 17466
AMERICAN FINANCIAL GROUP INC/OH 25932104 COM 4747 121000 121000
AMERICAN GREETINGS CORP 26375105 CL A 338 23093 23093
American Public Education Inc 02913V103 COM 373 11666 11666
American Science & Engineering Inc 29429107 COM 282 5000 5000
American States Water Co 29899101 COM 293 7400 7400
AMERIGROUP Corp 03073T102 COM 297 4511 4511
Ameriprise Financial Inc 03076C106 COM 1651 31600 31600
AmerisourceBergen Corp 3.07E+108 COM 7744 196803 196803
AmerisourceBergen Corp 3.07E+108 COM 799 20300 Call 20300
AMETEK Inc 31100100 COM 14233 285171 285171
Amsurg Corp 03232P405 COM 333 11100 11100
Amylin Pharmaceuticals Inc 32346108 COM 3423 121400 Put 121400
Amylin Pharmaceuticals Inc 32346108 COM 9453 335200 Call 335200
Anadarko Petroleum Corp 32511107 COM 12002 181304 181304
Analog Devices Inc 32654105 COM 539 14300 Call 14300
Analogic Corp 32657207 COM PAR $0.05 244 3936 3936
AngloGold Ashanti Ltd 35128206 SPONSORED ADR 1216 35400 35400
Ansys Inc 03662Q105 COM 417 6600 Put 6600
Ansys Inc 03662Q105 COM 723 11463 11463
AO SMITH CORP 831865209 COM 352 7200 Put 7200
Aon PLC G0408V102 SHS CL A 11322 242019 242019
Apache Corp 37411105 COM 220 2500 Call 2500
Apache Corp 37411105 COM 527 6000 Put 6000
Apollo Group Inc 37604105 CL A 17107 472696 472696
Apollo Group Inc 37604105 CL A 1252 34600 Put 34600
Apollo Group Inc 37604105 CL A 771 21300 Call 21300
Apple Inc 37833100 COM 6833 11700 Call 11700
Apple Inc 37833100 COM 5431 9300 9300
Apple Inc 37833100 COM 26689 45700 Put 45700
Aptargroup Inc 38336103 COM 225 4400 4400
ArcelorMittal 03938L104 NY REGISTRY SH 1052 68900 Put 68900
ArcelorMittal 03938L104 NY REGISTRY SH 449 29400 29400
ArcelorMittal 03938L104 NY REGISTRY SH 186 12200 Call 12200
Arch Coal Inc 39380100 COM 553 80200 Put 80200
Archer-Daniels-Midland Co 39483102 COM 13993 474034 474034
Ariad Pharmaceuticals Inc 04033A100 COM 4654 270409 270409
Armstrong World Industries Inc 04247X102 COM 3377 68701 68701
Arris Group Inc 04269Q100 COM 2238 160900 160900
Arthur J Gallagher & Co 363576109 COM 3391 96700 96700
Asbury Automotive Group Inc 43436104 COM 304 12836 12836
Ascena Retail Group Inc 04351G101 COM 857 46022 46022
Ascena Retail Group Inc 04351G101 COM 1279 68700 Put 68700
Ashland Inc 44209104 COM 1317 19000 Call 19000
Assurant Inc 04621X108 COM 1777 51000 51000
Assured Guaranty Ltd G0585R106 COM 471 33400 33400
Astoria Financial Corp 46265104 COM 775 79100 Call 79100
AT&T Inc 00206R102 COM 21763 610300 Call 610300
AT&T Inc 00206R102 COM 3202 89800 Put 89800
Atlas Air Worldwide Holdings Inc 49164205 COM NEW 439 10100 Call 10100
Autodesk Inc 52769106 COM 6085 173900 Call 173900
Autodesk Inc 52769106 COM 1816 51900 Put 51900
AUTOMATIC DATA PROCESSING INC 53015103 COM 367 6600 Call 6600
AUTOMATIC DATA PROCESSING INC 53015103 COM 13970 250991 250991
Autozone Inc 53332102 COM 1836 5000 Put 5000
Autozone Inc 53332102 COM 2717 7400 Call 7400
Avago Technologies Ltd Y0486S104 SHS 377 10500 Put 10500
Avon Products Inc 54303102 COM 869 53600 Put 53600
Avon Products Inc 54303102 COM 597 36800 Call 36800
AVX Corp 2444107 COM 219 20500 20500
Axis Capital Holdings Ltd G0692U109 SHS 3821 117400 117400
AZZ Inc 2474104 COM 397 6487 6487
Baker Hughes Inc 57224107 COM 5631 137000 Call 137000
Baker Hughes Inc 57224107 COM 2133 51900 Put 51900
Bally Technologies Inc 05874B107 COM 793 17000 Put 17000
Banco Bilbao Vizcaya Argentaria SA 05946K101 SPONSORED ADR 785 111000 111000
BANCO BRADESCO SA 59460303 SP ADR PFD NEW 263 17700 Call 17700
BANCO BRADESCO SA 59460303 SP ADR PFD NEW 4874 327806 327806
Banco Santander SA 05964H105 ADR 314 47800 47800
Bank of America Corp 60505104 COM 687 83985 83985
BANK OF NEW YORK MELLON CORP/THE 64058100 COM 301 13700 13700
BANK OF NEW YORK MELLON CORP/THE 64058100 COM 1016 46300 Call 46300
Barnes & Noble Inc 67774109 COM 190 11558 11558
Barnes Group Inc 67806109 COM 475 19560 19560
Barrick Gold Corp 67901108 COM 3419 91000 Call 91000
Barrick Gold Corp 67901108 COM 312 8300 Put 8300
Barrick Gold Corp 67901108 COM 10814 287823 287823
Baxter International Inc 71813109 COM 16021 301428 301428
Baxter International Inc 71813109 COM 1844 34700 Put 34700
BB&T Corp 54937107 COM 460 14914 14914
BB&T Corp 54937107 COM 1718 55700 Call 55700
BBCN Bancorp Inc 73295107 COM 118 10800 10800
Beacon Roofing Supply Inc 73685109 COM 227 9000 9000
Bed Bath & Beyond Inc 75896100 COM 11433 185000 Call 185000
Bed Bath & Beyond Inc 75896100 COM 2355 38100 Put 38100
BEMIS CO INC 81437105 COM 636 20300 Call 20300
Berkshire Hathaway Inc 84670702 CL B NEW 242 2900 Call 2900
Best Buy Co Inc 86516101 COM 6625 316100 Put 316100
Best Buy Co Inc 86516101 COM 1514 72213 72213
Best Buy Co Inc 86516101 COM 4699 224200 Call 224200
BGC Partners Inc 05541T101 CL A 175 29839 29839
BHP BILLITON LTD 88606108 SPONSORED ADR 607 9300 Put 9300
BHP BILLITON LTD 88606108 SPONSORED ADR 1450 22200 Call 22200
Big Lots Inc 89302103 COM 10548 258600 Put 258600
Big Lots Inc 89302103 COM 798 19553 19553
Big Lots Inc 89302103 COM 4638 113700 Call 113700
Biogen Idec Inc 09062X103 COM 1733 12000 Call 12000
BIO-RAD LABORATORIES INC 90572207 CL A 713 7134 7134
Bio-Reference Labs Inc 09057G602 COM $.01 NEW 439 16700 16700
BJ's Restaurants Inc 09180C106 COM 1581 41600 41600
BlackRock Inc 09247X101 COM 16761 98700 98700
BlackRock Inc 09247X101 COM 1579 9300 Call 9300
BlackRock Kelso Capital Corp 92533108 COM 174 17800 17800
BMC Software Inc 55921100 COM 448 10500 Call 10500
BorgWarner Inc 99724106 COM 2079 31700 Put 31700
BorgWarner Inc 99724106 COM 892 13600 Call 13600
BorgWarner Inc 99724106 COM 753 11476 11476
Boston Scientific Corp 101137107 COM 944 166495 166495
BRF - Brasil Foods SA 10552T107 SPONSORED ADR 9907 652190 652190
Brinker International Inc 109641100 COM 2502 78500 78500
Brink's Co/The 109696104 COM 516 22279 22279
Bristol-Myers Squibb Co 110122108 COM 963 26800 Put 26800
Broadcom Corp 111320107 CL A 1435 42500 Put 42500
Broadcom Corp 111320107 CL A 294 8700 Call 8700
Broadcom Corp 111320107 CL A 1130 33473 33473
Brookline Bancorp Inc 11373M107 COM 220 24841 24841
Brown & Brown Inc 115236101 COM 922 33825 33825
BROWN-FORMAN CORP 115637209 CL B 8290 85600 85600
Bruker Corp 116794108 COM 522 39200 39200
BT Group PLC 5.58E+104 ADR 372 11226 11226
Buckeye Technologies Inc 118255108 COM 1302 45685 45685
Buckle Inc/The 118440106 COM 364 9200 Put 9200
Buffalo Wild Wings Inc 119848109 COM 615 7100 Put 7100
Buffalo Wild Wings Inc 119848109 COM 1378 15900 Call 15900
Bunge Ltd G16962105 COM 1694 27000 Call 27000
CA Inc 12673P105 COM 1132 41803 41803
Cabot Corp 127055101 COM 1339 32900 32900
Cabot Oil & Gas Corp 127097103 COM 2872 72900 Call 72900
Cabot Oil & Gas Corp 127097103 COM 3727 94600 Put 94600
Cadence Design Systems Inc 127387108 COM 823 74904 74904
Calgon Carbon Corp 129603106 COM 157 11041 11041
CALIFORNIA WATER SERVICE GROUP 130788102 COM 587 31800 31800
Calpine Corp 131347304 COM NEW 495 30000 Put 30000
Calpine Corp 131347304 COM NEW 6483 392700 392700
Cameco Corp 13321L108 COM 729 33200 Put 33200
Cameco Corp 13321L108 COM 1427 65000 Call 65000
Cameron International Corp 13342B105 COM 20072 469950 469950
Cameron International Corp 13342B105 COM 858 20100 Call 20100
Canadian National Railway Co 136375102 COM 844 10000 Put 10000
Canadian National Railway Co 136375102 COM 1418 16800 Call 16800
Canadian Natural Resources Ltd 136385101 COM 13193 491345 491345
Canadian Pacific Railway Ltd 13645T100 COM 689 9400 Call 9400
Canadian Pacific Railway Ltd 13645T100 COM 6183 84403 84403
Canon Inc 138006309 ADR 439 11000 11000
Capella Education Co 139594105 COM 469 13500 13500
Capital One Financial Corp 14040H105 COM 202 3700 Put 3700
CapitalSource Inc 14055X102 COM 3824 569000 569000
CARBO Ceramics Inc 140781105 COM 629 8200 Put 8200
Cardinal Health Inc 14149Y108 COM 11715 278922 278922
CAREFUSION CORP 14170T101 COM 1134 44160 44160
Carlisle Cos Inc 142339100 COM 3839 72400 72400
Carmax Inc 143130102 COM 233 9000 Put 9000
Carter's Inc 146229109 COM 1954 37153 37153
CASH AMERICA INTERNATIONAL INC 14754D100 COM 1426 32391 32391
Caterpillar Inc 149123101 COM 12125 142798 142798
Caterpillar Inc 149123101 COM 11947 140700 Call 140700
Cathay General Bancorp 149150104 COM 186 11254 11254
CBS CORP 124857202 CL B 374 11400 Call 11400
Celanese Corp 150870103 COM SER A 9843 284310 284310
Celestica Inc 15101Q108 SUB VTG SHS 340 46900 46900
Celgene Corp 151020104 COM 21662 337622 337622
Cenovus Energy Inc 15135U109 COM 4544 142898 142898
Centene Corp 15135B101 COM 3683 122100 122100
CenterPoint Energy Inc 15189T107 COM 11854 573500 573500
CenterPoint Energy Inc 15189T107 COM 1151 55700 Call 55700
CenturyLink Inc 156700106 COM 960 24300 Put 24300
CenturyLink Inc 156700106 COM 1864 47200 Call 47200
Cerner Corp 156782104 COM 537 6500 Call 6500
Cerner Corp 156782104 COM 248 3000 Put 3000
CF Industries Holdings Inc 125269100 COM 2635 13600 Call 13600
CF Industries Holdings Inc 125269100 COM 2209 11400 Put 11400
CGI Group Inc 39945C109 CL A SUB VTG 317 13200 13200
CH Robinson Worldwide Inc 12541W209 COM NEW 1030 17600 Call 17600
CH Robinson Worldwide Inc 12541W209 COM NEW 10324 176388 176388
Charles Schwab Corp/The 808513105 COM 2620 202606 202606
Check Point Software Technologies
Ltd M22465104 ORD 615 12400 Call 12400
Check Point Software Technologies
Ltd M22465104 ORD 34316 691996 691996
Chemed Corp 16359R103 COM 338 5600 5600
Cheniere Energy Inc 16411R208 COM NEW 758 51400 Put 51400
Cheniere Energy Inc 16411R208 COM NEW 178 12083 12083
Chesapeake Energy Corp 165167107 COM 1520 81700 Call 81700
Chesapeake Energy Corp 165167107 COM 1274 68500 Put 68500
Chevron Corp 166764100 COM 633 6000 Put 6000
Chevron Corp 166764100 COM 258 2441 2441
Chevron Corp 166764100 COM 6467 61300 Call 61300
Chicago Bridge & Iron Co NV 167250109 N Y REGISTRY SH 6598 173812 173812
China Petroleum & Chemical Corp 16941R108 SPON ADR H SHS 3309 37100 37100
Chubb Corp/The 171232101 COM 10471 143789 143789
Cia de Bebidas das Americas 20441W203 SPON ADR PFD 874 22800 Put 22800
Cia de Bebidas das Americas 20441W203 SPON ADR PFD 2425 63256 63256
CIA DE MINAS BUENAVENTURA SA 204448104 SPONSORED ADR 1008 26546 26546
Cia de Saneamento Basico do Estado
de Sao Paulo 20441A102 SPONSORED ADR 250 3289 3289
Cia de Saneamento Basico do Estado
de Sao Paulo 20441A102 SPONSORED ADR 888 11700 Call 11700
Cia Energetica de Minas Gerais 204409601 SP ADR N-V PFD 14912 809571 809571
Ciena Corp 171779309 COM NEW 3624 221400 Call 221400
Ciena Corp 171779309 COM NEW 12654 773000 Put 773000
Cigna Corp 125509109 COM 691 15700 15700
Cigna Corp 125509109 COM 862 19600 Put 19600
Cigna Corp 125509109 COM 224 5100 Call 5100
Cirrus Logic Inc 172755100 COM 578 19360 19360
Cirrus Logic Inc 172755100 COM 5651 189300 Call 189300
Cirrus Logic Inc 172755100 COM 10137 339600 Put 339600
Cisco Systems Inc 17275R102 COM 12457 725496 725496
Citigroup Inc 172967424 COM NEW 20042 731200 Call 731200
Citigroup Inc 172967424 COM NEW 7291 266000 Put 266000
Citigroup Inc 172967424 COM NEW 2533 92400 92400
CLARCOR Inc 179895107 COM 1809 37552 37552
Clean Energy Fuels Corp 184499101 COM 363 23400 23400
CLEAN HARBORS INC 184496107 COM 5512 97700 97700
Cliffs Natural Resources Inc 18683K101 COM 1730 35100 Call 35100
Cliffs Natural Resources Inc 18683K101 COM 1932 39200 Put 39200
Clorox Co/The 189054109 COM 587 8100 Put 8100
Cloud Peak Energy Inc 18911Q102 COM 1486 87900 87900
CME Group Inc 12572Q105 COM 28984 108104 108104
CME Group Inc 12572Q105 COM 3244 12100 Call 12100
Coach Inc 189754104 COM 38665 661171 661171
Coach Inc 189754104 COM 1199 20500 Put 20500
Coach Inc 189754104 COM 4988 85300 Call 85300
COBALT INTERNATIONAL ENERGY INC 19075F106 COM 3213 136725 136725
Coca-Cola Co/The 191216100 COM 26058 333271 333271
Coca-Cola Co/The 191216100 COM 7968 101900 Call 101900
Coca-Cola Co/The 191216100 COM 13394 171300 Put 171300
Cognex Corp 192422103 COM 415 13114 13114
Coinstar Inc 19259P300 COM 604 8800 Call 8800
Colgate-Palmolive Co 194162103 COM 4716 45300 Call 45300
Comerica Inc 200340107 COM 829 27000 Call 27000
Comerica Inc 200340107 COM 915 29800 Put 29800
Commerce Bancshares Inc/MO 200525103 COM 318 8400 8400
Commercial Metals Co 201723103 COM 2269 179549 179549
Commvault Systems Inc 204166102 COM 7405 149394 149394
COMPASS MINERALS INTERNATIONAL INC 20451N101 COM 305 4000 Put 4000
COMPASS MINERALS INTERNATIONAL INC 20451N101 COM 2441 32000 32000
Compuware Corp 205638109 COM 137 14781 14781
Comtech Telecommunications Corp 205826209 COM NEW 314 10973 10973
Conagra Foods Inc 205887102 COM 24522 945700 945700
Concho Resources Inc 20605P101 COM 1430 16800 Call 16800
Concho Resources Inc 20605P101 COM 834 9800 Put 9800
Concho Resources Inc 20605P101 COM 9444 110948 110948
Concur Technologies Inc 206708109 COM 1628 23900 Put 23900
ConocoPhillips 20825C104 COM 1363 24400 Call 24400
Consol Energy Inc 20854P109 COM 7563 250100 Call 250100
Consol Energy Inc 20854P109 COM 3390 112100 Put 112100
Consolidated Edison Inc 209115104 COM 13203 212300 Call 212300
Constant Contact Inc 210313102 COM 196 10953 10953
CONSTELLATION BRANDS INC 21036P108 CL A 10129 374308 374308
Continental Resources Inc/OK 212015101 COM 6596 99008 99008
Con-way Inc 205944101 COM 831 23022 23022
Con-way Inc 205944101 COM 903 25000 Put 25000
Cooper Cos Inc/The 216648402 COM NEW 4898 61411 61411
Copa Holdings SA P31076105 CL A 3916 47481 47481
Copart Inc 217204106 COM 4777 201636 201636
Core Laboratories NV N22717107 COM 7557 65200 65200
CoreLogic Inc/United States 21871D103 COM 3145 171770 171770
Corrections Corp of America 22025Y407 COM NEW 306 10384 10384
Cosan Ltd G25343107 SHS A 233 18400 18400
Costco Wholesale Corp 22160K105 COM 751 7900 Put 7900
Costco Wholesale Corp 22160K105 COM 1292 13600 Call 13600
Covanta Holding Corp 2.23E+106 COM 172 10000 10000
Coventry Health Care Inc 222862104 COM 3189 100312 100312
Coventry Health Care Inc 222862104 COM 350 11000 Put 11000
Covidien PLC G2554F113 SHS 685 12800 Put 12800
Covidien PLC G2554F113 SHS 685 12800 Call 12800
CR Bard Inc 67383109 COM 3364 31309 31309
CR Bard Inc 67383109 COM 752 7000 Call 7000
Crane Co 224399105 COM 5071 139400 139400
Credit Suisse Group AG 225401108 SPONSORED ADR 556 30335 30335
Cree Inc 225447101 COM 1378 53700 Put 53700
Cree Inc 225447101 COM 2472 96300 Call 96300
CROCS Inc 227046109 COM 493 30500 Put 30500
CSG Systems International Inc 126349109 COM 320 18495 18495
CSX Corp 126408103 COM 2171 97100 Put 97100
CSX Corp 126408103 COM 5436 243100 Call 243100
Cullen/Frost Bankers Inc 229899109 COM 500 8700 Call 8700
Cummins Inc 231021106 COM 359 3700 Put 3700
Cummins Inc 231021106 COM 7473 77116 77116
Cummins Inc 231021106 COM 9090 93800 Call 93800
Curtiss-Wright Corp 231561101 COM 498 16041 16041
Cymer Inc 232572107 COM 1913 32443 32443
Cypress Semiconductor Corp 232806109 COM 434 32800 32800
Danaher Corp 235851102 COM 10696 205375 205375
Darden Restaurants Inc 237194105 COM 527 10400 Put 10400
Davita Inc 23918K108 COM 4144 42200 Put 42200
Davita Inc 23918K108 COM 9242 94100 Call 94100
Dean Foods Co 242370104 COM 12716 746700 746700
Deckers Outdoor Corp 243537107 COM 202 4600 Put 4600
Deckers Outdoor Corp 243537107 COM 770 17500 Call 17500
Deere & Co 244199105 COM 235 2900 Put 2900
Deere & Co 244199105 COM 1642 20300 Call 20300
Delek US Holdings Inc 246647101 COM 208 11800 11800
Dell Inc 24702R101 COM 223 17800 Put 17800
Dell Inc 24702R101 COM 2420 193470 193470
Denbury Resources Inc 247916208 COM NEW 1971 130439 130439
Dendreon Corp 24823Q107 COM 240 32400 Put 32400
Dendreon Corp 24823Q107 COM 619 83600 83600
DEVON ENERGY CORP 25179M103 COM 3178 54800 Call 54800
DEVON ENERGY CORP 25179M103 COM 870 15000 Put 15000
DEVON ENERGY CORP 25179M103 COM 976 16832 16832
Diamond Foods Inc 252603105 COM 219 12269 12269
DIAMOND OFFSHORE DRILLING INC 25271C102 COM 1863 31504 31504
DIAMOND OFFSHORE DRILLING INC 25271C102 COM 390 6600 Call 6600
Dick's Sporting Goods Inc 253393102 COM 869 18100 Put 18100
Dick's Sporting Goods Inc 253393102 COM 1248 26000 Call 26000
DineEquity Inc 254423106 COM 222 4983 4983
DIRECTV 25490A101 COM CL A 1460 29900 Put 29900
DIRECTV 25490A101 COM CL A 1718 35200 Call 35200
Discovery Communications Inc 25470F104 COM SER A 238 4400 Call 4400
DISH Network Corp 25470M109 CL A 437 15300 Put 15300
DISH Network Corp 25470M109 CL A 4942 173093 173093
Dole Food Co Inc 256603101 COM 235 26782 26782
Dollar Tree Inc 256746108 COM 18367 341396 341396
Dominion Resources Inc/VA 25746U109 COM 9529 176463 176463
Domino's Pizza Inc 25754A201 COM 9417 304663 304663
Domtar Corp 257559203 COM NEW 537 7000 Put 7000
Donaldson Co Inc 257651109 COM 4687 140466 140466
Dover Corp 260003108 COM 20962 391003 391003
DOW CHEMICAL CO/THE 260543103 COM 828 26300 Put 26300
DOW CHEMICAL CO/THE 260543103 COM 340 10800 Call 10800
DR Horton Inc 23331A109 COM 10559 574500 Call 574500
DR Horton Inc 23331A109 COM 34209 1861200 Put 1861200
Dr Pepper Snapple Group Inc 2.61E+113 COM 372 8500 Put 8500
Dr Reddy's Laboratories Ltd 256135203 ADR 828 27909 27909
Dresser-Rand Group Inc 261608103 COM 481 10800 Call 10800
Dresser-Rand Group Inc 261608103 COM 10435 234290 234290
DST Systems Inc 233326107 COM 1163 21410 21410
DTE ENERGY CO 233331107 COM 7475 125984 125984
Duke Energy Corp 26441C105 COM 387 16800 Put 16800
Duke Energy Corp 26441C105 COM 226 9800 Call 9800
Dun & Bradstreet Corp/The 2.65E+104 COM 5996 84245 84245
Earthlink Inc 270321102 COM 357 47993 47993
East West Bancorp Inc 27579R104 COM 3690 157299 157299
EASTMAN CHEMICAL CO 277432100 COM 4589 91100 Put 91100
EASTMAN CHEMICAL CO 277432100 COM 6135 121800 Call 121800
Eaton Corp 278058102 COM 10296 259800 Call 259800
Eaton Corp 278058102 COM 16640 419892 419892
Eaton Corp 278058102 COM 1054 26600 Put 26600
eBay Inc 278642103 COM 2122 50500 Put 50500
Ecolab Inc 278865100 COM 672 9800 Call 9800
Edison International 281020107 COM 755 16346 16346
Edison International 281020107 COM 2814 60900 Call 60900
Edwards Lifesciences Corp 2.82E+112 COM 1591 15400 Call 15400
Edwards Lifesciences Corp 2.82E+112 COM 4938 47800 Put 47800
EI du Pont de Nemours & Co 263534109 COM 10549 208600 Call 208600
EI du Pont de Nemours & Co 263534109 COM 930 18400 Put 18400
Elan Corp PLC 284131208 ADR 1246 85400 Put 85400
Elan Corp PLC 284131208 ADR 5123 351130 351130
Electronic Arts Inc 285512109 COM 606 49100 Put 49100
Electronic Arts Inc 285512109 COM 412 33400 Call 33400
Electronic Arts Inc 285512109 COM 3061 247844 247844
Eli Lilly & Co 532457108 COM 1816 42318 42318
EMC Corp/MA 268648102 COM 16903 659500 659500
EMC Corp/MA 268648102 COM 818 31900 Call 31900
EMC Corp/MA 268648102 COM 384 15000 Put 15000
Emergent Biosolutions Inc 29089Q105 COM 180 11862 11862
Emerson Electric Co 291011104 COM 317 6800 Call 6800
Emerson Electric Co 291011104 COM 456 9800 Put 9800
Emerson Electric Co 291011104 COM 22053 473442 473442
Encana Corp 292505104 COM 1562 75000 Put 75000
Encana Corp 292505104 COM 1960 94100 Call 94100
Encore Capital Group Inc 292554102 COM 312 10545 10545
Endeavour Silver Corp 29258Y103 COM 108 13242 13242
Endo Health Solutions Inc 29264F205 COM 945 30500 Call 30500
Endo Health Solutions Inc 29264F205 COM 353 11400 Put 11400
Endurance Specialty Holdings Ltd G30397106 SHS 533 13914 13914
Enersis SA 29274F104 SPONSORED ADR 1451 77620 77620
EnerSys 29275Y102 COM 2099 59864 59864
Ensco PLC G3157S106 SHS CLASS A 15147 322476 322476
Ensco PLC G3157S106 SHS CLASS A 348 7400 Call 7400
Entegris Inc 29362U104 COM 167 19503 19503
Entergy Corp 29364G103 COM 3272 48200 Call 48200
Entergy Corp 29364G103 COM 10164 149710 149710
EOG Resources Inc 26875P101 COM 1748 19400 Put 19400
EOG Resources Inc 26875P101 COM 23293 258496 258496
EOG Resources Inc 26875P101 COM 2289 25400 Call 25400
EQT Corp 26884L109 COM 1738 32400 Call 32400
Equifax Inc 294429105 COM 1445 31000 31000
Equinix Inc 29444U502 COM NEW 6130 34900 Put 34900
Equinix Inc 29444U502 COM NEW 5480 31200 Call 31200
ESTEE LAUDER COS INC/THE 518439104 CL A 206 3800 Call 3800
ESTEE LAUDER COS INC/THE 518439104 CL A 9013 166536 166536
ESTEE LAUDER COS INC/THE 518439104 CL A 530 9800 Put 9800
EXCO Resources Inc 269279402 COM 305 40200 40200
Exelon Corp 30161N101 COM 3074 81700 Call 81700
Exelon Corp 30161N101 COM 4067 108100 Put 108100
Exelon Corp 30161N101 COM 1408 37440 37440
Expedia Inc 30212P303 COM NEW 8773 182500 Put 182500
Expedia Inc 30212P303 COM NEW 14733 306500 Call 306500
Expeditors International of
Washington Inc 302130109 COM 5965 153930 153930
Express Inc 3.02E+107 COM 529 29103 29103
Express Scripts Holding Co 30219G108 COM 11713 209800 Call 209800
Express Scripts Holding Co 30219G108 COM 6035 108100 Put 108100
Exxon Mobil Corp 30231G102 COM 27032 315900 Call 315900
Exxon Mobil Corp 30231G102 COM 1284 15000 Put 15000
F5 Networks Inc 315616102 COM 27258 273788 273788
F5 Networks Inc 315616102 COM 1872 18800 Put 18800
F5 Networks Inc 315616102 COM 279 2800 Call 2800
Factset Research Systems Inc 303075105 COM 260 2800 Call 2800
Fair Isaac Corp 303250104 COM 4288 101425 101425
FAMILY DOLLAR STORES INC 307000109 COM 485 7300 Call 7300
Fastenal Co 311900104 COM 21714 538671 538671
FedEx Corp 31428X106 COM 1306 14255 14255
FedEx Corp 31428X106 COM 4938 53900 Call 53900
FedEx Corp 31428X106 COM 3023 33000 Put 33000
Fifth Third Bancorp 316773100 COM 3567 266200 266200
Fifth Third Bancorp 316773100 COM 193 14400 Call 14400
Financial Select Sector SPDR Fund 81369Y605 SBI INT-FINL 201 13748 13748
Finish Line Inc/The 317923100 CL A 895 42788 42788
FIRST COMMONWEALTH FINANCIAL CORP 319829107 COM 271 40200 40200
First Niagara Financial Group Inc 33582V108 COM 1318 172300 172300
First Solar Inc 336433107 COM 2105 139800 Put 139800
First Solar Inc 336433107 COM 1077 71500 Call 71500
FirstEnergy Corp 337932107 COM 876 17800 Call 17800
FirstMerit Corp 337915102 COM 617 37400 37400
Flowserve Corp 34354P105 COM 5588 48700 Call 48700
Flowserve Corp 34354P105 COM 3179 27700 Put 27700
Fluor Corp 343412102 COM 266 5400 Put 5400
Fluor Corp 343412102 COM 863 17500 Call 17500
Fluor Corp 343412102 COM 4557 92363 92363
FMC Corp 302491303 COM NEW 11814 220901 220901
FMC Corp 302491303 COM NEW 957 17900 Call 17900
FMC Corp 302491303 COM NEW 1535 28700 Put 28700
FMC Technologies Inc 30249U101 COM 15160 386446 386446
Focus Media Holding Ltd 34415V109 SPONSORED ADR 364 15500 Put 15500
Fortinet Inc 3.50E+113 COM 13766 592860 592860
Fortinet Inc 3.50E+113 COM 230 9900 Call 9900
Fossil Inc 349882100 COM 321 4200 Put 4200
Foster Wheeler AG H27178104 COM 419 24272 24272
Foster Wheeler AG H27178104 COM 542 31400 Put 31400
Foster Wheeler AG H27178104 COM 349 20200 Call 20200
France Telecom SA 35177Q105 SPONSORED ADR 333 25400 25400
Franklin Resources Inc 354613101 COM 322 2900 Call 2900
Freeport-McMoRan Copper & Gold Inc 35671D857 COM 4830 141758 141758
Freeport-McMoRan Copper & Gold Inc 35671D857 COM 15505 455100 Put 455100
Freeport-McMoRan Copper & Gold Inc 35671D857 COM 12691 372500 Call 372500
Fresh Del Monte Produce Inc G36738105 ORD 253 10800 10800
Fulton Financial Corp 360271100 COM 307 30765 30765
GameStop Corp 36467W109 CL A 347 18900 Put 18900
GameStop Corp 36467W109 CL A 472 25700 Call 25700
Gap Inc/The 364760108 COM 208 7600 Put 7600
Gardner Denver Inc 365558105 COM 1222 23100 Put 23100
Gardner Denver Inc 365558105 COM 7561 142899 142899
Garmin Ltd H2906T109 SHS 2183 57000 Call 57000
Garmin Ltd H2906T109 SHS 942 24600 Put 24600
Gartner Inc 366651107 COM 1455 33800 33800
Gaylord Entertainment Co 367905106 COM 1431 37100 Call 37100
Gaylord Entertainment Co 367905106 COM 675 17500 Put 17500
GENERAC HOLDINGS INC 368736104 COM 439 18254 18254
General Cable Corp 369300108 COM 2947 113600 Put 113600
General Dynamics Corp 369550108 COM 6241 94623 94623
General Dynamics Corp 369550108 COM 2401 36400 Call 36400
General Electric Co 369604103 COM 1009 48400 Put 48400
General Electric Co 369604103 COM 1682 80700 Call 80700
General Mills Inc 370334104 COM 43595 1131174 1131174
General Mills Inc 370334104 COM 2120 55000 Call 55000
General Mills Inc 370334104 COM 509 13200 Put 13200
GENESEE & WYOMING INC 371559105 CL A 635 12023 12023
Genuine Parts Co 372460105 COM 11605 192615 192615
Genuine Parts Co 372460105 COM 651 10800 Call 10800
Genworth Financial Inc 37247D106 COM CL A 749 132400 132400
Gildan Activewear Inc 375916103 COM 688 25000 Put 25000
Gilead Sciences Inc 375558103 COM 872 17000 Call 17000
Gilead Sciences Inc 375558103 COM 282 5500 Put 5500
GlaxoSmithKline PLC 37733W105 SPONSORED ADR 2707 59400 59400
Global Payments Inc 37940X102 COM 463 10700 Put 10700
Global Payments Inc 37940X102 COM 2780 64300 64300
Golar LNG Ltd G9456A100 SHS 1089 28894 28894
Golar LNG Ltd G9456A100 SHS 1900 50400 Call 50400
Golar LNG Ltd G9456A100 SHS 882 23400 Put 23400
GOLD FIELDS LTD 38059T106 SPONSORED ADR 1262 98500 98500
Goldcorp Inc 380956409 COM 7876 209591 209591
Goldcorp Inc 380956409 COM 327 8700 Put 8700
Goldcorp Inc 380956409 COM 2029 54000 Call 54000
GOLDMAN SACHS GROUP INC/THE 38141G104 COM 14364 149845 149845
GOLDMAN SACHS GROUP INC/THE 38141G104 COM 2262 23600 Put 23600
GOLDMAN SACHS GROUP INC/THE 38141G104 COM 15386 160500 Call 160500
Google Inc 38259P508 CL A 232 400 Put 400
Google Inc 38259P508 CL A 15720 27100 Call 27100
Google Inc 38259P508 CL A 29814 51398 51398
Graco Inc 384109104 COM 2573 55842 55842
Green Mountain Coffee Roasters Inc 393122106 COM 601 27600 Call 27600
Green Mountain Coffee Roasters Inc 393122106 COM 2498 114700 Put 114700
GREIF INC 397624107 CL A 853 20797 20797
Grupo Televisa SAB 40049J206 SPON ADR REP ORD 7659 356545 356545
Gulfmark Offshore Inc 402629208 CL A NEW 394 11586 11586
H&R Block Inc 93671105 COM 9005 563534 563534
Halliburton Co 406216101 COM 4788 168641 168641
Halliburton Co 406216101 COM 2481 87400 Call 87400
Halliburton Co 406216101 COM 948 33400 Put 33400
Hancock Holding Co 410120109 COM 1839 60400 60400
Harley-Davidson Inc 412822108 COM 5995 131100 Call 131100
Harley-Davidson Inc 412822108 COM 899 19658 19658
Harley-Davidson Inc 412822108 COM 4806 105100 Put 105100
Harman International Industries Inc 413086109 COM 428 10800 Put 10800
HARTFORD FINANCIAL SERVICES GROUP
INC 416515104 COM 1375 78000 Call 78000
HARTFORD FINANCIAL SERVICES GROUP
INC 416515104 COM 688 39000 Put 39000
Hasbro Inc 418056107 COM 1270 37500 Put 37500
HAWAIIAN ELECTRIC INDUSTRIES INC 419870100 COM 1631 57183 57183
HB FULLER CO 359694106 COM 665 21671 21671
HCC Insurance Holdings Inc 404132102 COM 443 14100 14100
Health Net Inc 42222G108 COM 4350 179224 179224
Healthcare Services Group Inc 421906108 COM 414 21337 21337
Hecla Mining Co 422704106 COM 80 16915 16915
HEICO Corp 422806109 COM 223 5631 5631
Helen of Troy Ltd G4388N106 COM 505 14900 14900
HELIX ENERGY SOLUTIONS GROUP INC 42330P107 COM 1462 89113 89113
HELMERICH & PAYNE INC 423452101 COM 10996 252902 252902
Henry Schein Inc 806407102 COM 455 5800 Call 5800
Herbalife Ltd G4412G101 COM USD SHS 16877 349200 Call 349200
Herbalife Ltd G4412G101 COM USD SHS 28012 579600 Put 579600
Herman Miller Inc 600544100 COM 657 35470 35470
Hershey Co/The 427866108 COM 555 7700 Put 7700
Hess Corp 42809H107 COM 7039 161992 161992
Hess Corp 42809H107 COM 869 20000 Put 20000
Hess Corp 42809H107 COM 3498 80500 Call 80500
Hewlett-Packard Co 428236103 COM 6168 306694 306694
Hewlett-Packard Co 428236103 COM 3566 177300 Put 177300
Hewlett-Packard Co 428236103 COM 897 44600 Call 44600
hhgregg Inc 42833L108 COM 239 21102 21102
Hibbett Sports Inc 428567101 COM 265 4600 4600
Hillenbrand Inc 431571108 COM 979 53266 53266
Hillshire Brands Co 432589109 COM 1093 37700 Call 37700
Hillshire Brands Co 432589109 COM 19400 669200 669200
Hi-Tech Pharmacal Co Inc 42840B101 COM 206 6345 6345
Hittite Microwave Corp 43365Y104 COM 562 10992 10992
HJ Heinz Co 423074103 COM 533 9800 Call 9800
HMS Holdings Corp 40425J101 COM 5380 161500 161500
HollyFrontier Corp 436106108 COM 477 13454 13454
HollyFrontier Corp 436106108 COM 1814 51200 Call 51200
HollyFrontier Corp 436106108 COM 337 9500 Put 9500
Hologic Inc 436440101 COM 2968 164500 164500
Home Depot Inc/The 437076102 COM 768 14500 Put 14500
Honeywell International Inc 438516106 COM 436 7800 Put 7800
Honeywell International Inc 438516106 COM 24241 434122 434122
HORACE MANN EDUCATORS CORP 440327104 COM 290 16580 16580
Hornbeck Offshore Services Inc 440543106 COM 2059 53100 53100
HOT Topic Inc 441339108 COM 319 32924 32924
HUBBELL INC 443510201 CL B 2999 38482 38482
Human Genome Sciences Inc 444903108 COM 1930 146997 146997
Humana Inc 444859102 COM 2292 29600 Call 29600
Humana Inc 444859102 COM 666 8600 Put 8600
Humana Inc 444859102 COM 22456 289975 289975
Huntington Bancshares Inc/OH 446150104 COM 1585 247600 247600
Huron Consulting Group Inc 447462102 COM 219 6914 6914
IAC/InterActiveCorp 44919P508 COM PAR $.001 10110 221700 221700
ICICI BANK LTD 45104G104 ADR 3030 93500 Call 93500
ICICI BANK LTD 45104G104 ADR 6508 200800 Put 200800
ICU Medical Inc 44930G107 COM 203 3800 3800
IDEX Corp 45167R104 COM 4056 104062 104062
ILLINOIS TOOL WORKS INC 452308109 COM 502 9500 Put 9500
Infosys Ltd 456788108 SPONSORED ADR 2880 63911 63911
Ingersoll-Rand PLC G47791101 SHS 730 17300 Put 17300
Ingersoll-Rand PLC G47791101 SHS 380 9000 Call 9000
Ingredion Inc 457187102 COM 8685 175374 175374
Intel Corp 458140100 COM 2039 76500 Put 76500
Intel Corp 458140100 COM 626 23500 Call 23500
Interactive Brokers Group Inc 45841N107 COM 329 22327 22327
IntercontinentalExchange Inc 45865V100 COM 2556 18800 Put 18800
IntercontinentalExchange Inc 45865V100 COM 4841 35600 Call 35600
InterDigital Inc/PA 45867G101 COM 4660 157900 Put 157900
Intermec Inc 458786100 COM 97 15621 15621
INTERNATIONAL BUSINESS MACHINES
CORP 459200101 COM 2327 11900 Call 11900
INTERNATIONAL BUSINESS MACHINES
CORP 459200101 COM 29528 150978 150978
INTERNATIONAL BUSINESS MACHINES
CORP 459200101 COM 1076 5500 Put 5500
INTERNATIONAL GAME TECHNOLOGY 459902102 COM 5289 335800 335800
International Paper Co 460146103 COM 3088 106800 Call 106800
Intersil Corp 46069S109 CL A 2958 277700 277700
Intuit Inc 461202103 COM 13146 221505 221505
Invesco Ltd G491BT108 SHS 4556 201590 201590
IPG Photonics Corp 44980X109 COM 266 6100 Put 6100
Iron Mountain Inc 462846106 COM 3863 117200 Call 117200
Iron Mountain Inc 462846106 COM 666 20211 20211
iShares Russell 2000 Index Fund 464287655 RUSSELL 2000 15506 194900 Put 194900
iShares Russell 2000 Index Fund 464287655 RUSSELL 2000 20391 256300 Call 256300
Itau Unibanco Holding SA 465562106 SPON ADR REP PFD 7225 519025 519025
ITT Corp 450911201 COM NEW 276 15700 Put 15700
ITT Educational Services Inc 45068B109 COM 790 13000 13000
ITT Educational Services Inc 45068B109 COM 286 4700 Call 4700
Jabil Circuit Inc 466313103 COM 3548 174536 174536
Jacobs Engineering Group Inc 469814107 COM 1271 33563 33563
Jacobs Engineering Group Inc 469814107 COM 284 7500 Call 7500
JC Penney Co Inc 708160106 COM 3056 131100 Call 131100
JC Penney Co Inc 708160106 COM 9298 398900 Put 398900
JDS Uniphase Corp 46612J507 COM PAR $0.001 151 13700 Call 13700
JDS Uniphase Corp 46612J507 COM PAR $0.001 449 40800 Put 40800
JM Smucker Co/The 832696405 COM NEW 5706 75560 75560
Johnson & Johnson 478160104 COM 10688 158200 Call 158200
Johnson & Johnson 478160104 COM 3324 49200 Put 49200
Joy Global Inc 481165108 COM 2309 40700 Put 40700
Joy Global Inc 481165108 COM 10677 188200 Call 188200
Joy Global Inc 481165108 COM 7690 135558 135558
JPMorgan Chase & Co 46625H100 COM 10101 282700 Put 282700
JPMorgan Chase & Co 46625H100 COM 39417 1103200 Call 1103200
Juniper Networks Inc 48203R104 COM 511 31300 Put 31300
Juniper Networks Inc 48203R104 COM 13235 811467 811467
Juniper Networks Inc 48203R104 COM 3122 191400 Call 191400
Kansas City Southern 485170302 COM NEW 12118 174207 174207
KB Financial Group Inc 48241A105 SPONSORED ADR 258 7900 7900
KBR Inc 48242W106 COM 13509 546683 546683
KBW Inc 482423100 COM 197 11964 11964
Kennametal Inc 489170100 COM 247 7449 7449
KeyCorp 493267108 COM 5227 675305 675305
Kimberly-Clark Corp 494368103 COM 2580 30800 Call 30800
Kindred Healthcare Inc 494580103 COM 157 15999 15999
Kirby Corp 497266106 COM 5951 126400 126400
KLA-Tencor Corp 482480100 COM 286 5800 Call 5800
KLA-Tencor Corp 482480100 COM 7142 145025 145025
Kohl's Corp 500255104 COM 2961 65100 Call 65100
Kohl's Corp 500255104 COM 1115 24500 Put 24500
Koninklijke Philips Electronics NV 500472303 NY REG SH NEW 207 10500 10500
KRAFT FOODS INC 50075N104 CL A 4639 120130 120130
KROGER CO/THE 501044101 COM 43222 1863800 1863800
L-3 COMMUNICATIONS HOLDINGS INC 502424104 COM 1754 23700 Call 23700
LABORATORY CORP OF AMERICA HOLDINGS 50540R409 COM NEW 1463 15800 Put 15800
LABORATORY CORP OF AMERICA HOLDINGS 50540R409 COM NEW 1445 15600 Call 15600
Laclede Group Inc/The 505597104 COM 655 16460 16460
Lam Research Corp 512807108 COM 1109 29374 29374
Lamar Advertising Co 512815101 CL A 615 21500 Call 21500
Landstar System Inc 515098101 COM 429 8300 Call 8300
Landstar System Inc 515098101 COM 2863 55360 55360
Las Vegas Sands Corp 517834107 COM 15917 366000 Call 366000
Las Vegas Sands Corp 517834107 COM 3943 90663 90663
Las Vegas Sands Corp 517834107 COM 11360 261200 Put 261200
La-Z-Boy Inc 505336107 COM 262 21320 21320
Lear Corp 521865204 COM NEW 4094 108500 108500
Legg Mason Inc 524901105 COM 746 28300 Put 28300
Legg Mason Inc 524901105 COM 309 11700 Call 11700
Leggett & Platt Inc 524660107 COM 638 30200 Call 30200
LENNAR CORP 526057104 CL A 24842 803700 Put 803700
LENNAR CORP 526057104 CL A 16945 548200 Call 548200
Liberty Interactive Corp 53071M104 INT COM SER A 569 32000 32000
Liberty Media Corp - Liberty
Capital 530322106 LIB CAP COM A 466 5300 Put 5300
Liberty Media Corp - Liberty
Capital 530322106 LIB CAP COM A 510 5800 Call 5800
Life Time Fitness Inc 53217R207 COM 1400 30100 30100
Lincare Holdings Inc 532791100 COM 306 9000 Put 9000
Lincoln Electric Holdings Inc 533900106 COM 1208 27590 27590
Lincoln National Corp 534187109 COM 2093 95700 Call 95700
Lindsay Corp 535555106 COM 779 12000 Call 12000
Lindsay Corp 535555106 COM 344 5300 Put 5300
Liquidity Services Inc 53635B107 COM 1399 27330 27330
LKQ Corp 501889208 COM 3860 115700 115700
Loews Corp 540424108 COM 4896 119677 119677
Lorillard Inc 544147101 COM 422 3200 Put 3200
Lorillard Inc 544147101 COM 1531 11600 Call 11600
Lorillard Inc 544147101 COM 448 3399 3399
Louisiana-Pacific Corp 546347105 COM 2008 184545 184545
Lowe's Cos Inc 548661107 COM 9230 324541 324541
Lowe's Cos Inc 548661107 COM 447 15700 Put 15700
Lowe's Cos Inc 548661107 COM 1817 63900 Call 63900
LTD BRANDS INC 532716107 COM 349 8200 Put 8200
Lufkin Industries Inc 549764108 COM 505 9300 Put 9300
Lululemon Athletica Inc 550021109 COM 2212 37100 Put 37100
Lululemon Athletica Inc 550021109 COM 7418 124400 Call 124400
Macy's Inc 55616P104 COM 5774 168084 168084
Macy's Inc 55616P104 COM 3713 108100 Call 108100
Macy's Inc 55616P104 COM 302 8800 Put 8800
Main Street Capital Corp 56035L104 COM 401 16581 16581
Marathon Oil Corp 565849106 COM 284 11100 Put 11100
Marathon Oil Corp 565849106 COM 13823 540606 540606
Marathon Oil Corp 565849106 COM 747 29200 Call 29200
MARRIOTT INTERNATIONAL INC/DE 571903202 CL A 227 5800 Call 5800
MARRIOTT INTERNATIONAL INC/DE 571903202 CL A 2942 75054 75054
MARSH & MCLENNAN COS INC 571748102 COM 4697 145725 145725
MARTIN MARIETTA MATERIALS INC 573284106 COM 3397 43100 Call 43100
MARTIN MARIETTA MATERIALS INC 573284106 COM 229 2900 Put 2900
Marvell Technology Group Ltd G5876H105 ORD 18428 1633707 1633707
MASTEC INC 576323109 COM 783 52029 52029
Mastercard Inc 57636Q104 CL A 6366 14800 Call 14800
Maxim Integrated Products Inc 57772K101 COM 22445 875400 875400
MCDERMOTT INTERNATIONAL INC 580037109 COM 2922 262300 262300
McDonald's Corp 580135101 COM 79255 895236 895236
MCGRAW-HILL COS INC/THE 580645109 COM 7746 172141 172141
MCGRAW-HILL COS INC/THE 580645109 COM 261 5800 Call 5800
McMoRan Exploration Co 582411104 COM 1058 83500 83500
MDC Holdings Inc 552676108 COM 497 15200 Put 15200
MDC Holdings Inc 552676108 COM 549 16800 Call 16800
Mead Johnson Nutrition Co 582839106 COM 620 7700 Put 7700
MeadWestvaco Corp 583334107 COM 4359 151611 151611
Medicis Pharmaceutical Corp 584690309 CL A NEW 4284 125444 125444
Medtronic Inc 585055106 COM 577 14900 Put 14900
Medtronic Inc 585055106 COM 4613 119100 Call 119100
MercadoLibre Inc 58733R102 COM 1092 14400 Call 14400
MercadoLibre Inc 58733R102 COM 1066 14065 14065
Merck & Co Inc 58933Y105 COM 3140 75200 Call 75200
Mercury General Corp 589400100 COM 350 8400 8400
Meredith Corp 589433101 COM 783 24500 24500
Merit Medical Systems Inc 589889104 COM 400 28965 28965
MetLife Inc 59156R108 COM 361 11700 Call 11700
MetLife Inc 59156R108 COM 3788 122800 122800
MetroPCS Communications Inc 591708102 COM 2691 444745 444745
METTLER-TOLEDO INTERNATIONAL INC 592688105 COM 717 4600 Call 4600
METTLER-TOLEDO INTERNATIONAL INC 592688105 COM 592 3800 Put 3800
METTLER-TOLEDO INTERNATIONAL INC 592688105 COM 3273 21000 21000
Micron Technology Inc 595112103 COM 1296 205453 205453
Microsoft Corp 594918104 COM 16888 552066 552066
Microsoft Corp 594918104 COM 719 23500 Put 23500
Microsoft Corp 594918104 COM 523 17100 Call 17100
MicroStrategy Inc 594972408 CL A NEW 571 4400 Call 4400
Middleby Corp 596278101 COM 249 2500 2500
Mohawk Industries Inc 608190104 COM 712 10200 Call 10200
MOLSON COORS BREWING CO 60871R209 CL B 516 12400 Call 12400
Monro Muffler Brake Inc 610236101 COM 1450 43608 43608
Monsanto Co 61166W101 COM 2235 27003 27003
Monsanto Co 61166W101 COM 3328 40200 Call 40200
Monster Beverage Corp 611740101 COM 1324 18600 18600
MONSTER WORLDWIDE INC 611742107 COM 664 79900 Call 79900
Morgan Stanley 617446448 COM NEW 7930 543509 543509
Morgan Stanley 617446448 COM NEW 260 17800 Put 17800
Morgan Stanley 617446448 COM NEW 212 14500 Call 14500
Mosaic Co/The 61945C103 COM 361 6600 Put 6600
Motorola Solutions Inc 620076307 COM NEW 7773 161563 161563
MSC Industrial Direct Co Inc 553530106 CL A 8639 131800 131800
MSCI Inc 55354G100 COM 1060 31157 31157
Mueller Industries Inc 624756102 COM 429 10082 10082
Murphy Oil Corp 626717102 COM 226 4500 Call 4500
Murphy Oil Corp 626717102 COM 488 9700 Put 9700
Murphy Oil Corp 626717102 COM 6616 131560 131560
Nabors Industries Ltd G6359F103 SHS 429 29800 Put 29800
Nabors Industries Ltd G6359F103 SHS 161 11200 Call 11200
Nabors Industries Ltd G6359F103 SHS 234 16222 16222
NASDAQ OMX GROUP INC/THE 631103108 COM 9111 401916 401916
National Fuel Gas Co 636180101 COM 911 19400 Call 19400
National Oilwell Varco Inc 637071101 COM 284 4400 Put 4400
National Oilwell Varco Inc 637071101 COM 23403 363181 363181
NCR CORP 6.29E+112 COM 4413 194143 194143
NetApp Inc 64110D104 COM 2049 64400 Call 64400
NetFlix Inc 64110L106 COM 2147 31351 31351
NetFlix Inc 64110L106 COM 15498 226300 Put 226300
NetFlix Inc 64110L106 COM 3205 46800 Call 46800
NEUROCRINE BIOSCIENCES INC 64125C109 COM 243 30821 30821
NeuStar Inc 64126X201 CL A 5250 157200 157200
New Jersey Resources Corp 646025106 COM 811 18600 18600
New Oriental Education & Technology
Group 647581107 SPON ADR 1502 61318 61318
New York Times Co/The 650111107 CL A 792 101516 101516
Newell Rubbermaid Inc 651229106 COM 653 35990 35990
Newfield Exploration Co 651290108 COM 384 13100 Put 13100
Newmont Mining Corp 651639106 COM 19011 391900 Call 391900
Newmont Mining Corp 651639106 COM 3240 66800 Put 66800
Nexen Inc 65334H102 COM 2241 132700 132700
NextEra Energy Inc 65339F101 COM 2787 40500 Put 40500
NextEra Energy Inc 65339F101 COM 7714 112100 Call 112100
NIKE Inc 654106103 CL B 4038 46000 Put 46000
NIKE Inc 654106103 CL B 45094 513716 513716
NIKE Inc 654106103 CL B 1282 14600 Call 14600
NiSource Inc 65473P105 COM 12100 488907 488907
Noble Corp H5833N103 NAMEN -AKT 2859 87900 Call 87900
Noble Energy Inc 655044105 COM 21629 254994 254994
Nordic American Tankers Ltd G65773106 COM 288 21200 21200
Nordson Corp 655663102 COM 2415 47082 47082
Nordstrom Inc 655664100 COM 838 16869 16869
Nordstrom Inc 655664100 COM 219 4400 Put 4400
Nordstrom Inc 655664100 COM 3031 61000 Call 61000
Norfolk Southern Corp 655844108 COM 5598 77996 77996
Norfolk Southern Corp 655844108 COM 13931 194100 Call 194100
Norfolk Southern Corp 655844108 COM 5476 76300 Put 76300
Northeast Utilities 664397106 COM 279 7200 Call 7200
Novagold Resources Inc 6.70E+210 COM NEW 1156 218912 218912
NTT DoCoMo Inc 62942M201 SPONS ADR 589 35401 35401
NU SKIN ENTERPRISES INC 67018T105 CL A 643 13700 Call 13700
NU SKIN ENTERPRISES INC 67018T105 CL A 450 9600 Put 9600
NU SKIN ENTERPRISES INC 67018T105 CL A 3340 71223 71223
Nuance Communications Inc 67020Y100 COM 553 23200 Put 23200
Nuance Communications Inc 67020Y100 COM 5188 217785 217785
Nuance Communications Inc 67020Y100 COM 417 17500 Call 17500
Nucor Corp 670346105 COM 3089 81500 Call 81500
Nucor Corp 670346105 COM 1815 47883 47883
Nutrisystem Inc 67069D108 COM 253 21881 21881
NV Energy Inc 67073Y106 COM 8702 495000 495000
Occidental Petroleum Corp 674599105 COM 9835 114672 114672
Occidental Petroleum Corp 674599105 COM 232 2700 Call 2700
Occidental Petroleum Corp 674599105 COM 1124 13100 Put 13100
Oceaneering International Inc 675232102 COM 14743 308051 308051
OGE Energy Corp 670837103 COM 1790 34568 34568
Omnicare Inc 681904108 COM 3210 102800 102800
Omnivision Technologies Inc 682128103 COM 348 26100 Call 26100
Omnivision Technologies Inc 682128103 COM 451 33800 Put 33800
Oneok Inc 682680103 COM 19340 457103 457103
Oneok Inc 682680103 COM 719 17000 Put 17000
Oneok Inc 682680103 COM 406 9600 Call 9600
Onyx Pharmaceuticals Inc 683399109 COM 5211 78420 78420
Onyx Pharmaceuticals Inc 683399109 COM 1223 18400 Put 18400
Onyx Pharmaceuticals Inc 683399109 COM 1548 23300 Call 23300
Optimer Pharmaceuticals Inc 68401H104 COM 210 13560 13560
Oracle Corp 68389X105 COM 1765 59422 59422
Oracle Corp 68389X105 COM 1500 50500 Put 50500
Oracle Corp 68389X105 COM 3196 107600 Call 107600
Orbital Sciences Corp 685564106 COM 171 13200 13200
O'Reilly Automotive Inc 67103H107 COM 6852 81800 Put 81800
O'Reilly Automotive Inc 67103H107 COM 3778 45100 45100
O'Reilly Automotive Inc 67103H107 COM 5018 59900 Call 59900
Oritani Financial Corp 68633D103 COM 164 11410 11410
Oshkosh Corp 688239201 COM 224 10700 Put 10700
Oshkosh Corp 688239201 COM 346 16500 Call 16500
Owens Corning 690742101 COM 1721 60300 Put 60300
Owens Corning 690742101 COM 1789 62700 Call 62700
Packaging Corp of America 695156109 COM 1767 62577 62577
Pall Corp 696429307 COM 11962 218250 218250
Panasonic Corp 69832A205 ADR 135 16700 16700
Panera Bread Co 69840W108 CL A 10857 77861 77861
Par Pharmaceutical Cos Inc 69888P106 COM 2681 74181 74181
Parexel International Corp 699462107 COM 962 34089 34089
Parker Hannifin Corp 701094104 COM 1356 17633 17633
Parker Hannifin Corp 701094104 COM 361 4700 Put 4700
PartnerRe Ltd G6852T105 COM 689 9100 Call 9100
PartnerRe Ltd G6852T105 COM 960 12688 12688
Patterson Cos Inc 703395103 COM 1537 44600 Call 44600
Paychex Inc 704326107 COM 5957 189660 189660
PDL BioPharma Inc 69329Y104 COM 341 51400 51400
Peabody Energy Corp 704549104 COM 5409 220600 Put 220600
Peabody Energy Corp 704549104 COM 9454 385546 385546
Peabody Energy Corp 704549104 COM 4495 183300 Call 183300
Penn National Gaming Inc 707569109 COM 290 6500 Put 6500
Penn National Gaming Inc 707569109 COM 914 20500 Call 20500
Pentair Inc 709631105 COM 4736 123722 123722
Pentair Inc 709631105 COM 766 20000 Call 20000
People's United Financial Inc 712704105 COM 1455 125314 125314
PepsiCo Inc 713448108 COM 1427 20200 Call 20200
PepsiCo Inc 713448108 COM 2289 32400 Put 32400
Perrigo Co 714290103 COM 460 3900 Call 3900
PETROLEO BRASILEIRO SA 71654V408 SPONSORED ADR 2043 108847 108847
PETROLEO BRASILEIRO SA 71654V408 SPONSORED ADR 1273 67800 Put 67800
PETROLEO BRASILEIRO SA 71654V408 SPONSORED ADR 1793 95500 Call 95500
PetSmart Inc 716768106 COM 670 9828 9828
PetSmart Inc 716768106 COM 300 4400 Put 4400
Pfizer Inc 717081103 COM 3755 163257 163257
Pfizer Inc 717081103 COM 12059 524300 Put 524300
Pfizer Inc 717081103 COM 13425 583700 Call 583700
PG&E CORP 69331C108 COM 521 11500 11500
Philip Morris International Inc 718172109 COM 32661 374300 Call 374300
Philip Morris International Inc 718172109 COM 6728 77100 Put 77100
Philip Morris International Inc 718172109 COM 8291 95011 95011
Piedmont Natural Gas Co Inc 720186105 COM 1224 38032 38032
Pilgrim's Pride Corp 72147K108 COM 166 23268 23268
Pinnacle Financial Partners Inc 72346Q104 COM 486 24900 24900
PINNACLE WEST CAPITAL CORP 723484101 COM 4015 77600 77600
Pioneer Natural Resources Co 723787107 COM 485 5500 Call 5500
Pioneer Natural Resources Co 723787107 COM 2232 25300 Put 25300
Pioneer Natural Resources Co 723787107 COM 736 8342 8342
Piper Jaffray Cos 724078100 COM 209 8916 8916
Pitney Bowes Inc 724479100 COM 340 22700 Put 22700
PLAINS EXPLORATION & PRODUCTION CO 726505100 COM 1184 33645 33645
PLATINUM UNDERWRITERS HOLDINGS LTD G7127P100 COM 1375 36100 36100
Plexus Corp 729132100 COM 580 20556 20556
PNC FINANCIAL SERVICES GROUP INC 693475105 COM 5848 95690 95690
PNC FINANCIAL SERVICES GROUP INC 693475105 COM 2463 40300 Call 40300
PNC FINANCIAL SERVICES GROUP INC 693475105 COM 1106 18100 Put 18100
Polaris Industries Inc 731068102 COM 6047 84600 Call 84600
Polaris Industries Inc 731068102 COM 2673 37400 Put 37400
POSCO 693483109 SPONSORED ADR 1512 18800 Put 18800
Potash Corp of Saskatchewan Inc 73755L107 COM 620 14200 Put 14200
Power Integrations Inc 739276103 COM 628 16836 16836
Powershares QQQ Trust Series 1 73935A104 UNIT SER 1 62915 980600 Call 980600
Powershares QQQ Trust Series 1 73935A104 UNIT SER 1 29552 460600 Put 460600
PPG Industries Inc 693506107 COM 2961 27900 Put 27900
PPG Industries Inc 693506107 COM 2027 19100 Call 19100
PPL CORP 69351T106 COM 395 14200 Call 14200
PPL CORP 69351T106 COM 5376 193300 193300
Precision Castparts Corp 740189105 COM 17710 107669 107669
priceline.com Inc 741503403 COM NEW 3190 4800 Put 4800
priceline.com Inc 741503403 COM NEW 10300 15500 Call 15500
ProAssurance Corp 74267C106 COM 223 2500 2500
Procter & Gamble Co/The 742718109 COM 1403 22900 Put 22900
Procter & Gamble Co/The 742718109 COM 77234 1260961 1260961
Procter & Gamble Co/The 742718109 COM 11607 189500 Call 189500
Progress Software Corp 743312100 COM 221 10601 10601
PROGRESSIVE CORP/THE 743315103 COM 6934 332900 332900
PROGRESSIVE CORP/THE 743315103 COM 244 11700 Call 11700
Progressive Waste Solutions Ltd 74339G101 COM 539 28500 28500
Prudential Financial Inc 744320102 COM 1458 30100 Call 30100
Prudential Financial Inc 744320102 COM 5727 118251 118251
Public Service Enterprise Group Inc 744573106 COM 4217 129757 129757
Public Service Enterprise Group Inc 744573106 COM 1160 35700 Call 35700
PulteGroup Inc 745867101 COM 124 11600 11600
PVH Corp 693656100 COM 5767 74135 74135
PVH Corp 693656100 COM 856 11000 Put 11000
Qualcomm Inc 747525103 COM 11370 204200 Call 204200
Qualcomm Inc 747525103 COM 3179 57100 Put 57100
Qualcomm Inc 747525103 COM 52674 946017 946017
Quality Systems Inc 747582104 COM 1645 59780 59780
Quest Diagnostics Inc 74834L100 COM 1443 24087 24087
Questar Corp 748356102 COM 3663 175600 175600
Questcor Pharmaceuticals Inc 74835Y101 COM 3161 59371 59371
Questcor Pharmaceuticals Inc 74835Y101 COM 4813 90400 Call 90400
Rackspace Hosting Inc 750086100 COM 4666 106200 Put 106200
Rackspace Hosting Inc 750086100 COM 2179 49600 Call 49600
Ralcorp Holdings Inc 751028101 COM 5299 79400 79400
Ralph Lauren Corp 751212101 CL A 27910 199269 199269
Ralph Lauren Corp 751212101 CL A 560 4000 Call 4000
Range Resources Corp 75281A109 COM 3075 49700 Put 49700
Range Resources Corp 75281A109 COM 2221 35900 Call 35900
Raymond James Financial Inc 754730109 COM 229 6700 Call 6700
Raymond James Financial Inc 754730109 COM 4521 132030 132030
RAYTHEON CO 755111507 COM NEW 351 6200 Call 6200
Red Hat Inc 756577102 COM 4117 72900 Call 72900
Red Hat Inc 756577102 COM 7429 131533 131533
Red Hat Inc 756577102 COM 12776 226200 Put 226200
Regeneron Pharmaceuticals Inc 75886F107 COM 263 2300 Put 2300
REINSURANCE GROUP OF AMERICA INC 759351604 COM NEW 6393 120138 120138
RenaissanceRe Holdings Ltd G7496G103 COM 7330 96437 96437
Rent-A-Center Inc/TX 76009N100 COM 5692 168861 168861
Republic Services Inc 760759100 COM 7353 277886 277886
Republic Services Inc 760759100 COM 270 10200 Call 10200
Research In Motion Ltd 760975102 COM 165 22300 Call 22300
Research In Motion Ltd 760975102 COM 1402 189700 Put 189700
Reynolds American Inc 761713106 COM 1328 29600 Call 29600
Riverbed Technology Inc 768573107 COM 1163 72042 72042
RLI Corp 749607107 COM 373 5465 5465
Robbins & Myers Inc 770196103 COM 5789 138433 138433
ROBERT HALF INTERNATIONAL INC 770323103 COM 754 26387 26387
Rock-Tenn Co 772739207 CL A 2716 49781 49781
Rockwell Automation Inc 773903109 COM 713 10800 Put 10800
Rockwell Automation Inc 773903109 COM 1929 29200 Call 29200
Rockwell Automation Inc 773903109 COM 22081 334257 334257
Rockwood Holdings Inc 774415103 COM 1282 28900 Call 28900
Rockwood Holdings Inc 774415103 COM 1854 41800 Put 41800
Roper Industries Inc 776696106 COM 414 4200 Put 4200
Roper Industries Inc 776696106 COM 1075 10900 10900
Rovi Corp 779376102 COM 753 38400 Put 38400
Royal Bank of Canada 780087102 COM 3288 64200 Put 64200
Royal Bank of Canada 780087102 COM 569 11100 Call 11100
Royal Caribbean Cruises Ltd V7780T103 COM 5037 193500 Put 193500
Royal Caribbean Cruises Ltd V7780T103 COM 1296 49800 Call 49800
Royal Gold Inc 780287108 COM 557 7100 Call 7100
Royal Gold Inc 780287108 COM 4982 63546 63546
Rpc Inc 749660106 COM 313 26300 26300
Rpm International Inc 749685103 COM 3922 144200 144200
Rue21 Inc 781295100 COM 283 11200 11200
Ryland Group Inc/The 783764103 COM 7518 293900 Put 293900
Ryland Group Inc/The 783764103 COM 458 17900 Call 17900
Safeway Inc 786514208 COM NEW 574 31600 Call 31600
Safeway Inc 786514208 COM NEW 2150 118436 118436
Safeway Inc 786514208 COM NEW 1790 98600 Put 98600
Salesforce.com Inc 79466L302 COM 13923 100700 Put 100700
Salesforce.com Inc 79466L302 COM 15001 108500 Call 108500
Sally Beauty Holdings Inc 7.95E+108 COM 2011 78115 78115
Sanderson Farms Inc 800013104 COM 522 11400 Put 11400
Sanderson Farms Inc 800013104 COM 2241 48900 Call 48900
Sanofi 80105N105 SPONSORED ADR 2793 73924 73924
SAP AG 803054204 SPON ADR 3724 62743 62743
Sapient Corp 803062108 COM 266 26450 26450
SBA Communications Corp 78388J106 COM 257 4500 Put 4500
Schlumberger Ltd 806857108 COM 3667 56500 Put 56500
Schlumberger Ltd 806857108 COM 10934 168452 168452
Schlumberger Ltd 806857108 COM 16857 259700 Call 259700
Schnitzer Steel Industries Inc 806882106 CL A 1073 38300 Call 38300
Schnitzer Steel Industries Inc 806882106 CL A 4654 166100 Put 166100
Scholastic Corp 807066105 COM 243 8619 8619
Seagate Technology PLC G7945M107 SHS 2211 89400 Call 89400
Select Medical Holdings Corp 81619Q105 COM 193 19100 19100
Sempra Energy 816851109 COM 1322 19200 Put 19200
Sensient Technologies Corp 81725T100 COM 1638 44600 44600
Shaw Communications Inc 82028K200 CL B CONV 769 40652 40652
SHAW GROUP INC/THE 820280105 COM 1780 65169 65169
Sherwin-Williams Co/The 824348106 COM 265 2000 Put 2000
Siemens AG 826197501 SPONSORED ADR 1791 21298 21298
Sigma-Aldrich Corp 826552101 COM 769 10400 Call 10400
Signature Bank/New York NY 82669G104 COM 1908 31295 31295
Silicon Laboratories Inc 826919102 COM 237 6273 6273
Silver Wheaton Corp 828336107 COM 1879 70000 70000
Silvercorp Metals Inc 82835P103 COM 228 41200 41200
SK TELECOM CO LTD 78440P108 SPONSORED ADR 3053 252300 252300
Skechers U.S.A. Inc 830566105 CL A 399 19600 Call 19600
Skechers U.S.A. Inc 830566105 CL A 4842 237726 237726
Skyworks Solutions Inc 83088M102 COM 437 16000 Put 16000
SM Energy Co 78454L100 COM 784 15960 15960
Smithfield Foods Inc 832248108 COM 5265 243400 243400
Smithfield Foods Inc 832248108 COM 426 19700 Call 19700
Snap-On Inc 833034101 COM 528 8484 8484
Snap-On Inc 833034101 COM 423 6800 Put 6800
Snyders-Lance Inc 833551104 COM 358 14195 14195
Sociedad Quimica y Minera de
Chile SA 833635105 SPON ADR SER B 818 14700 Call 14700
Sohu.com Inc 83408W103 COM 2995 67100 Put 67100
SolarWinds Inc 83416B109 COM 1907 43772 43772
SolarWinds Inc 83416B109 COM 379 8700 Call 8700
Sotheby's 835898107 COM 1508 45200 Put 45200
Sotheby's 835898107 COM 427 12800 Call 12800
Southern Co/The 842587107 COM 491 10600 Put 10600
Southern Co/The 842587107 COM 3991 86200 Call 86200
Southwest Airlines Co 844741108 COM 10637 1153700 1153700
Southwestern Energy Co 845467109 COM 9288 290900 Call 290900
Southwestern Energy Co 845467109 COM 15084 472400 Put 472400
SPDR Dow Jones Industrial
Average ETF Trust 78467X109 UT SER 1 227 1766 1766
SPDR Gold Shares 78463V107 GOLD SHS 358 2304 2304
SPDR S&P 500 ETF Trust 78462F103 TR UNIT 62622 460099 460099
SPDR S&P 500 ETF Trust 78462F103 TR UNIT 1451628 10665500 Put 10665500
SPDR S&P 500 ETF Trust 78462F103 TR UNIT 330653 2429400 Call 2429400
Spectra Energy Corp 847560109 COM 15622 537574 537574
SPX Corp 784635104 COM 758 11600 Call 11600
St Jude Medical Inc 790849103 COM 4334 108600 Put 108600
St Jude Medical Inc 790849103 COM 8373 209800 Call 209800
Stanley Black & Decker Inc 854502101 COM 23929 371798 371798
Stanley Black & Decker Inc 854502101 COM 907 14100 Put 14100
Stanley Black & Decker Inc 854502101 COM 2684 41700 Call 41700
Starbucks Corp 855244109 COM 544 10200 Put 10200
Starbucks Corp 855244109 COM 6660 124900 Call 124900
STARWOOD HOTELS & RESORTS
WORLDWIDE INC 85590A401 COM 891 16800 Call 16800
STARWOOD HOTELS & RESORTS
WORLDWIDE INC 85590A401 COM 1477 27838 27838
State Street Corp 857477103 COM 1745 39100 Put 39100
State Street Corp 857477103 COM 1549 34700 Call 34700
Statoil ASA 85771P102 SPONSORED ADR 1090 45694 45694
Steel Dynamics Inc 858119100 COM 1889 161211 161211
Steelcase Inc 858155203 CL A 99 11005 11005
Stericycle Inc 858912108 COM 321 3500 Call 3500
Strayer Education Inc 863236105 COM 262 2400 Call 2400
Strayer Education Inc 863236105 COM 1716 15744 15744
Sunoco Inc 86764P109 COM 4374 92078 92078
Sunoco Inc 86764P109 COM 2161 45500 Call 45500
SunTrust Banks Inc 867914103 COM 1466 60500 Put 60500
SunTrust Banks Inc 867914103 COM 1834 75700 Call 75700
Superior Energy Services Inc 868157108 COM 2146 106100 Put 106100
SVB Financial Group 78486Q101 COM 521 8865 8865
Symantec Corp 871503108 COM 13937 953960 953960
Symetra Financial Corp 87151Q106 COM 134 10654 10654
Synaptics Inc 87157D109 COM 212 7407 7407
Synnex Corp 87162W100 COM 819 23743 23743
Synopsys Inc 871607107 COM 1859 63166 63166
Sysco Corp 871829107 COM 492 16500 Call 16500
TAIWAN SEMICONDUCTOR
MANUFACTURING CO LTD 874039100 SPONSORED ADR 3116 223186 223186
TAL International Group Inc 874083108 COM 315 9396 9396
Target Corp 8.76E+110 COM 687 11800 Call 11800
TD Ameritrade Holding Corp 87236Y108 COM 1093 64300 64300
TE Connectivity Ltd H84989104 REG SHS 3781 118486 118486
TECO Energy Inc 872375100 COM 2339 129529 129529
Telecom Argentina SA 879273209 SPON ADR REP B 161 13647 13647
Telecom Italia SpA 87927Y102 SPON ADR ORD 237 24044 24044
Telefonica SA 879382208 SPONSORED ADR 131 10000 10000
TELUS Corp 87971M202 NON-VTG SHS 297 5080 5080
TEMPUR-PEDIC INTERNATIONAL INC 88023U101 COM 519 22200 Call 22200
TEMPUR-PEDIC INTERNATIONAL INC 88023U101 COM 2323 99300 Put 99300
TEMPUR-PEDIC INTERNATIONAL INC 88023U101 COM 3726 159300 159300
Tenaris SA 88031M109 SPONSORED ADR 699 20000 Put 20000
Tenneco Inc 880349105 COM 866 32300 Put 32300
Teradata Corp 88076W103 COM 3838 53300 Call 53300
Teradata Corp 88076W103 COM 3932 54600 Put 54600
Terex Corp 880779103 COM 3332 186900 Put 186900
Terex Corp 880779103 COM 178 10000 Call 10000
Tesoro Corp 881609101 COM 2543 101900 Call 101900
Tesoro Corp 881609101 COM 4904 196471 196471
Tesoro Corp 881609101 COM 549 22000 Put 22000
Teva Pharmaceutical Industries
Ltd 881624209 ADR 30498 773285 773285
Teva Pharmaceutical Industries
Ltd 881624209 ADR 11449 290300 Call 290300
Teva Pharmaceutical Industries
Ltd 881624209 ADR 4820 122200 Put 122200
Texas Instruments Inc 882508104 COM 1105 38500 Call 38500
Texas Instruments Inc 882508104 COM 34439 1200400 1200400
Texas Instruments Inc 882508104 COM 600 20900 Put 20900
Thermo Fisher Scientific Inc 883556102 COM 15267 294100 294100
Thoratec Corp 885175307 COM NEW 7180 213803 213803
TIBCO Software Inc 88632Q103 COM 10946 365835 365835
TIBCO Software Inc 88632Q103 COM 607 20300 Put 20300
Tidewater Inc 886423102 COM 1456 31400 Put 31400
Tidewater Inc 886423102 COM 241 5200 Call 5200
Time Warner Inc 887317303 COM NEW 928 24100 Call 24100
Time Warner Inc 887317303 COM NEW 2075 53900 Put 53900
Titan International Inc 88830M102 COM 478 19500 Call 19500
TJX COS INC 872540109 COM 419 9765 9765
TJX COS INC 872540109 COM 1374 32000 Put 32000
TJX COS INC 872540109 COM 1743 40600 Call 40600
Toll Brothers Inc 889478103 COM 28196 948400 Put 948400
Toll Brothers Inc 889478103 COM 6856 230600 Call 230600
Torchmark Corp 891027104 COM 2337 46231 46231
Toro Co/The 891092108 COM 6252 85300 85300
Toronto-Dominion Bank/The 891160509 COM NEW 3466 44300 Call 44300
Toronto-Dominion Bank/The 891160509 COM NEW 2175 27800 Put 27800
Total SA 8.92E+113 SPONSORED ADR 3037 67575 67575
Total System Services Inc 891906109 COM 9093 380000 380000
Tower Group Inc 891777104 COM 412 19762 19762
Towers Watson & Co 891894107 CL A 845 14100 Call 14100
Towers Watson & Co 891894107 CL A 617 10303 10303
Tractor Supply Co 892356106 COM 2176 26200 Call 26200
Tractor Supply Co 892356106 COM 10780 129790 129790
Tractor Supply Co 892356106 COM 440 5300 Put 5300
TransCanada Corp 89353D107 COM 412 9844 9844
TransCanada Corp 89353D107 COM 511 12200 Put 12200
TransDigm Group Inc 893641100 COM 658 4900 Put 4900
TransDigm Group Inc 893641100 COM 645 4800 Call 4800
Travelers Cos Inc/The 8.94E+113 COM 3284 51439 51439
TRIMBLE NAVIGATION LTD 896239100 COM 4318 93850 93850
TRIMBLE NAVIGATION LTD 896239100 COM 1923 41800 Put 41800
TRIMBLE NAVIGATION LTD 896239100 COM 745 16200 Call 16200
Trinity Industries Inc 896522109 COM 1971 78900 78900
Triumph Group Inc 896818101 COM 4164 74000 74000
Tupperware Brands Corp 899896104 COM 279 5100 Call 5100
Tyco International Ltd H89128104 SHS 5429 102720 102720
UBS AG H89231338 SHS NEW 1287 109900 109900
UGI Corp 902681105 COM 474 16100 Call 16100
Ultra Petroleum Corp 903914109 COM 974 42200 Put 42200
Umpqua Holdings Corp 904214103 COM 176 13379 13379
Under Armour Inc 904311107 CL A 1247 13200 Put 13200
Under Armour Inc 904311107 CL A 12745 134900 134900
Unilever NV 904784709 N Y SHS NEW 8744 262200 262200
Union Pacific Corp 907818108 COM 7266 60900 Put 60900
Union Pacific Corp 907818108 COM 21762 182400 Call 182400
Unisys Corp 909214306 COM NEW 395 20200 Call 20200
Unisys Corp 909214306 COM NEW 264 13500 Put 13500
UNITED PARCEL SERVICE INC 911312106 CL B 11641 147800 Call 147800
UNITED PARCEL SERVICE INC 911312106 CL B 339 4300 Put 4300
United Rentals Inc 911363109 COM 988 29017 29017
UNITED STATES CELLULAR CORP 911684108 COM 390 10100 10100
United States Steel Corp 912909108 COM 7493 363746 363746
United States Steel Corp 912909108 COM 3076 149300 Call 149300
United States Steel Corp 912909108 COM 14047 681900 Put 681900
United Stationers Inc 913004107 COM 242 8971 8971
United Technologies Corp 913017109 COM 363 4800 Call 4800
United Technologies Corp 913017109 COM 15855 209919 209919
United Technologies Corp 913017109 COM 3376 44700 Put 44700
UnitedHealth Group Inc 91324P102 COM 3375 57700 Call 57700
UnitedHealth Group Inc 91324P102 COM 750 12823 12823
UnitedHealth Group Inc 91324P102 COM 1193 20400 Put 20400
Universal Corp/VA 913456109 COM 1927 41600 41600
Universal Forest Products Inc 913543104 COM 234 6015 6015
Unum Group 91529Y106 COM 5727 299370 299370
URS Corp 903236107 COM 2638 75645 75645
US Airways Group Inc 90341W108 COM 5277 395856
US Bancorp 902973304 COM NEW 1322 41100 Put
US Bancorp 902973304 COM NEW 1676 52100 Call
UTi Worldwide Inc G87210103 ORD 748 51223
Vail Resorts Inc 91879Q109 COM 296 5917
Vale SA 9.19E+109 ADR 1511 76100 Put
Vale SA 9.19E+109 ADR 2049 103200 Call
Valeant Pharmaceuticals
International Inc 91911K102 COM 5580 124575
Valero Energy Corp 91913Y100 COM 3157 130708
Valero Energy Corp 91913Y100 COM 1843 76300 Call
Valero Energy Corp 91913Y100 COM 481 19900 Put
Validus Holdings Ltd G9319H102 COM SHS 5963 186158
Valspar Corp 920355104 COM 226 4300 Call
Veeco Instruments Inc 922417100 COM 4838 140800 Put
VeriFone Systems Inc 92342Y109 COM 880 26600 Call
VeriFone Systems Inc 92342Y109 COM 1251 37800 Put
Verisk Analytics Inc 92345Y106 CL A 3029 61494
Verizon Communications Inc 92343V104 COM 10679 240300 Put
Verizon Communications Inc 92343V104 COM 22971 516900 Call
Vertex Pharmaceuticals Inc 92532F100 COM 13566 242600 Put
Vertex Pharmaceuticals Inc 92532F100 COM 6285 112400 Call
Vertex Pharmaceuticals Inc 92532F100 COM 4346 77711
VF Corp 918204108 COM 2789 20900 Call
VF Corp 918204108 COM 12331 92400
VF Corp 918204108 COM 734 5500 Put
Viacom Inc 92553P201 CL B 6340 134835
Viasat Inc 92552V100 COM 745 19722
Virgin Media Inc 92769L101 COM 244 10000 Call
Viropharma Inc 928241108 COM 10297 434486
VistaPrint NV N93540107 SHS 436 13500 Put
Vivus Inc 928551100 COM 725 25400
VMware Inc 928563402 CL A COM 22564 247845
VMware Inc 928563402 CL A COM 10133 111300 Call
VMware Inc 928563402 CL A COM 13565 149000 Put
Vocus Inc 92858J108 COM 218 11740
Volterra Semiconductor Corp 928708106 COM 418 17806
Wabtec Corp/DE 929740108 COM 3748 48043
WADDELL & REED FINANCIAL INC 930059100 CL A 1846 60951
Walgreen Co 931422109 COM 7300 246800 Call
Walgreen Co 931422109 COM 11830 399930
Walgreen Co 931422109 COM 5815 196600 Put
Wal-Mart Stores Inc 931142103 COM 10409 149300 Put
Wal-Mart Stores Inc 931142103 COM 5919 84900 Call
Walt Disney Co/The 254687106 COM DISNEY 388 8000 Put
Walt Disney Co/The 254687106 COM DISNEY 5209 107400 Call
Walter Energy Inc 93317Q105 COM 5074 114900 Put
Walter Energy Inc 93317Q105 COM 729 16500 Call
Warner Chilcott PLC G94368100 SHS A 1523 84948
Washington Federal Inc 938824109 COM 307 18201
Waste Connections Inc 941053100 COM 9568 319802
Waters Corp 941848103 COM 223 2800 Call
Watson Pharmaceuticals Inc 942683103 COM 3283 44371
Watson Pharmaceuticals Inc 942683103 COM 2050 27700 Call
Watson Pharmaceuticals Inc 942683103 COM 18712 252900 Put
Watts Water Technologies Inc 942749102 CL A 523 15680
Weatherford International Ltd
/Switzerland H27013103 REG SHS 505 40000 Put
Weatherford International Ltd
/Switzerland H27013103 REG SHS 801 63390
Webster Financial Corp 947890109 COM 2621 121000
WEIGHT WATCHERS INTERNATIONAL INC 948626106 COM 1498 29054
WEIGHT WATCHERS INTERNATIONAL INC 948626106 COM 485 9400 Call
WEIGHT WATCHERS INTERNATIONAL INC 948626106 COM 799 15500 Put
WellPoint Inc 94973V107 COM 6870 107700 Put
WellPoint Inc 94973V107 COM 1710 26800 Call
Wells Fargo & Co 949746101 COM 3752 112200 Put
Wells Fargo & Co 949746101 COM 9403 281200 Call
Westar Energy Inc 95709T100 COM 3175 106024
Western Alliance Bancorp 957638109 COM 206 22026
WESTERN DIGITAL CORP 958102105 COM 4429 145300 Put
WESTERN DIGITAL CORP 958102105 COM 5337 175100 Call
Western Refining Inc 959319104 COM 8541 383500
WGL Holdings Inc 92924F106 COM 2620 65900
Whirlpool Corp 963320106 COM 12232 200000 Put
Whirlpool Corp 963320106 COM 11321 185100 Call
Whiting Petroleum Corp 966387102 COM 4067 98917
Whiting Petroleum Corp 966387102 COM 1271 30900 Call
Whiting Petroleum Corp 966387102 COM 259 6300 Put
Whole Foods Market Inc 966837106 COM 2230 23400 Call
Williams Cos Inc/The 969457100 COM 18143 629513
Williams Cos Inc/The 969457100 COM 1401 48600 Call
Williams Cos Inc/The 969457100 COM 1164 40400 Put
Williams-Sonoma Inc 969904101 COM 427 12200 Call
Willis Group Holdings PLC G96666105 SHS 4587 125700
World Acceptance Corp 981419104 COM 211 3208
World Fuel Services Corp 981475106 COM 3527 92740
WORTHINGTON INDUSTRIES INC 981811102 COM 1580 77200
WR Berkley Corp 84423102 COM 1164 29900
WW Grainger Inc 384802104 COM 4666 24400 Put
WW Grainger Inc 384802104 COM 8051 42100 Call
WW Grainger Inc 384802104 COM 13701 71643
Wynn Resorts Ltd 983134107 COM 1462 14100 Call
Wynn Resorts Ltd 983134107 COM 778 7500 Put
Xcel Energy Inc 98389B100 COM 1108 39000 Call
Xcel Energy Inc 98389B100 COM 11543 406306
Xilinx Inc 983919101 COM 450 13400 Put
Xilinx Inc 983919101 COM 12887 383880
XL Group Plc G98290102 SHS 1898 90202
Yahoo! Inc 984332106 COM 3421 216100 Call
Yahoo! Inc 984332106 COM 261 16500 Put
Yamana Gold Inc 98462Y100 COM 2330 151300
Yum! Brands Inc 988498101 COM 25494 395747
Yum! Brands Inc 988498101 COM 1243 19300 Put
Yum! Brands Inc 988498101 COM 8330 129300 Call
Zebra Technologies Corp 989207105 CL A 954 27772
Zimmer Holdings Inc 98956P102 COM 566 8800 Call
Zions Bancorporation 989701107 COM 235 12100 Call