0001193125-13-047520.txt : 20130211
0001193125-13-047520.hdr.sgml : 20130211
20130211095322
ACCESSION NUMBER: 0001193125-13-047520
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121231
FILED AS OF DATE: 20130211
DATE AS OF CHANGE: 20130211
EFFECTIVENESS DATE: 20130211
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: 13589248
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
d465121d13fhr.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: December 31, 2012
Check here if Amendment [_]; Amendment Number: ________________________________
This Amendment (Check only one.): [_] is a restatement.
[_] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Capital Fund Management S.A.
Address: 23, Rue de l'Universite
75007 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 January 9, 2013
_______________________ ________________________ _______________________
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[_] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting 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: 1396 Items
Form 13F Information Table Value Total: $6,268,780 (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
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- ----------- -------- ------- --- ------ ---------- -------- ---- ------- ----
3D Systems Corp 88554D205 COM NEW 592 11100 11100
3M Co 88579Y101 COM 5153 55500 Put 55500
A Schulman Inc 808194104 COM 637 22000 22000
AAR Corp 361105 COM 1136 60839 60839
Aaron's Inc 2535300 COM PAR
$0.50 1151 40696 40696
Abbott Laboratories 2824100 COM 12720 194200 Put 194200
Abbott Laboratories 2824100 COM 33798 516000 Call 516000
Abbott Laboratories 2824100 COM 72664 1109378 1109378
ABERCROMBIE & FITCH CO 2896207 CL A 848 17675 17675
ABERCROMBIE & FITCH CO 2896207 CL A 2710 56500 Call 56500
ABERCROMBIE & FITCH CO 2896207 CL A 7805 162700 Put 162700
Acacia Research Corp 3881307 ACACIA
TCH COM 508 19800 Call 19800
Acacia Research Corp 3881307 ACACIA TCH
COM 1124 43814 43814
Accenture PLC G1151C101 SHS CLASS A 10043 151018 151018
ACCO Brands Corp 00081T108 COM 147 20011 20011
Accuray Inc 4397105 COM 159 24683 24683
Acme Packet Inc 4764106 COM 588 26600 Call 26600
Acme Packet Inc 4764106 COM 3384 153000 Put 153000
ACTUANT CORP 00508X203 CL A NEW 3975 142407 142407
Acuity Brands Inc 00508Y102 COM 2194 32390 32390
ADTRAN Inc 00738A106 COM 735 37600 Put 37600
ADTRAN Inc 00738A106 COM 2367 121116 121116
Advance Auto Parts Inc 00751Y106 COM 1476 20400 Call 20400
Advance Auto Parts Inc 00751Y106 COM 2308 31900 Put 31900
Advance Auto Parts Inc 00751Y106 COM 5413 74819 74819
Aecom Technology Corp 00766T100 COM 1972 82851 82851
AerCap Holdings NV N00985106 SHS 236 17197 17197
Aeropostale Inc 7865108 COM 7389 567955 567955
Aerovironment Inc 8073108 COM 270 12400 12400
AES Corp/VA 00130H105 COM 15780 1474805 1474805
Aetna Inc 00817Y108 COM 1422 30700 Call 30700
Affymax Inc 00826A109 COM 1160 61099 61099
Aflac Inc 1055102 COM 377 7100 Put 7100
Aflac Inc 1055102 COM 3113 58600 Call 58600
Agilent Technologies Inc 00846U101 COM 1351 33000 Put 33000
Agilent Technologies Inc 00846U101 COM 3504 85600 Call 85600
Agnico-Eagle Mines Ltd 8474108 COM 1002 19100 Put 19100
Agrium Inc 8916108 COM 360 3600 Put 3600
Agrium Inc 8916108 COM 9974 99864 99864
Airgas Inc 9363102 COM 1123 12300 Put 12300
Airgas Inc 9363102 COM 2593 28400 Call 28400
Airgas Inc 9363102 COM 3131 34302 34302
Akamai Technologies Inc 00971T101 COM 315 7700 Call 7700
Akamai Technologies Inc 00971T101 COM 1837 44900 Put 44900
Alaska Air Group Inc 11659109 COM 267 6200 Call 6200
Alaska Air Group Inc 11659109 COM 4039 93739 93739
ALBANY INTERNATIONAL CORP 12348108 CL A 279 12300 12300
Alcoa Inc 13817101 COM 11243 1295261 1295261
Alere Inc 01449J105 COM 3317 179283 179283
Alexion Pharmaceuticals Inc 15351109 COM 1453 15500 Put 15500
Alexion Pharmaceuticals Inc 15351109 COM 7778 82974 82974
Align Technology Inc 16255101 COM 1467 52867 52867
Alkermes Plc G01767105 SHS 230 12440 12440
Allegheny Technologies Inc 01741R102 COM 932 30700 Put 30700
Allegheny Technologies Inc 01741R102 COM 1797 59200 Call 59200
ALLERGAN INC/UNITED STATES 18490102 COM 238 2600 Put 2600
ALLERGAN INC/UNITED STATES 18490102 COM 1856 20238 20238
Alliant Energy Corp 18802108 COM 6129 139589 139589
Alliant Techsystems Inc 18804104 COM 1206 19467 19467
Allied World Assurance Co
Holdings AG H01531104 SHS 3395 43083 43083
Allscripts Healthcare Solutions Inc 01988P108 COM 329 34950 34950
ALLSTATE CORP/THE 20002101 COM 1342 33400 Put 33400
ALLSTATE CORP/THE 20002101 COM 2358 58700 Call 58700
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- ----------- -------- ------- --- ------ ---------- -------- ---- ------- ----
ALLSTATE CORP/THE 20002101 COM 3742 93148 93148
Alpha Natural Resources Inc 02076X102 COM 852 87500 Put 87500
Altera Corp 21441100 COM 227 6600 Put 6600
Altera Corp 21441100 COM 925 26900 Call 26900
Altria Group Inc 02209S103 COM 3616 115000 Put 115000
Altria Group Inc 02209S103 COM 21518 684400 Call 684400
Altria Group Inc 02209S103 COM 59993 1908186 1908186
Amarin Corp PLC SPONS ADR
23111206 NEW 6312 780197 780197
Amazon.com Inc 23135106 COM 301 1200 Call 1200
Amazon.com Inc 23135106 COM 853 3400 Put 3400
Amdocs Ltd G02602103 ORD 1194 35141 35141
Amedisys Inc 23436108 COM 159 14106 14106
AMEREN CORP 23608102 COM 332 10800 Put 10800
AMEREN CORP 23608102 COM 6312 205454 205454
America Movil SAB de CV SPON ADR L
02364W105 SHS 27182 1174681 1174681
American Capital Agency Corp 02503X105 COM 214 7400 Call 7400
American Capital Agency Corp 02503X105 COM 16048 555280 555280
American Capital Ltd 02503Y103 COM 8973 746500 746500
AMERICAN EAGLE OUTFITTERS INC 2.55E+109 COM 3755 183072 183072
AMERICAN ELECTRIC POWER CO INC 25537101 COM 832 19500 Call 19500
AMERICAN ELECTRIC POWER CO INC 25537101 COM 1006 23563 23563
AMERICAN ELECTRIC POWER CO INC 25537101 COM 1144 26800 Put 26800
American Equity Investment
Life Holding Co 25676206 COM 612 50151 50151
American Express Co 25816109 COM 4225 73500 Call 73500
American Express Co 25816109 COM 15233 265019 265019
AMERICAN INTERNATIONAL GROUP INC 26874784 COM NEW 10556 299042 299042
American Science & Engineering Inc 29429107 COM 411 6300 6300
American Water Works Co Inc 30420103 COM 7744 208572 208572
AmerisourceBergen Corp 3.07E+108 COM 818 18934 18934
Amgen Inc 31162100 COM 2388 27700 Call 27700
Amgen Inc 31162100 COM 6206 72000 Put 72000
Amtrust Financial Services Inc 32359309 COM 341 11878 11878
Anadarko Petroleum Corp 32511107 COM 2701 36352 36352
Anadarko Petroleum Corp 32511107 COM 3114 41900 Put 41900
Analog Devices Inc 32654105 COM 1119 26600 Put 26600
Analog Devices Inc 32654105 COM 1422 33800 Call 33800
AngloGold Ashanti Ltd SPONSORED
35128206 ADR 527 16800 Call 16800
Anixter International Inc 35290105 COM 773 12088 12088
ANN INC 35623107 COM 545 16100 Call 16100
ANN INC 35623107 COM 836 24700 Put 24700
ANNALY CAPITAL MANAGEMENT INC 35710409 COM 2460 175219 175219
Anworth Mortgage Asset Corp 37347101 COM 302 52200 52200
AO SMITH CORP 831865209 COM 530 8400 Put 8400
AOL Inc 00184X105 COM 272 9200 Put 9200
AOL Inc 00184X105 COM 8387 283260 283260
Apache Corp 37411105 COM 424 5400 Call 5400
Apache Corp 37411105 COM 667 8500 Put 8500
APARTMENT INVESTMENT &
MANAGEMENT CO 03748R101 CL A 5969 220584 220584
Apollo Commercial Real Estate
Finance Inc 03762U105 COM 383 23600 23600
Apollo Group Inc 37604105 CL A 6130 293017 293017
Apollo Investment Corp 03761U106 COM 3197 382400 382400
Apple Inc 37833100 COM 4151 7800 Call 7800
Apple Inc 37833100 COM 16338 30700 Put 30700
Apple Inc 37833100 COM 57717 108456 108456
Applied Materials Inc 38222105 COM 5847 511090 511090
ArcelorMittal NY
03938L104 REGISTRY SH 267 15300 Put 15300
ArcelorMittal NY
03938L104 REGISTRY SH 316 18100 Call 18100
ArcelorMittal NY
03938L104 REGISTRY SH 6740 385798 385798
Archer-Daniels-Midland Co 39483102 COM 3891 142074 142074
Arctic Cat Inc 39670104 COM 248 7418 7418
Ariad Pharmaceuticals Inc 04033A100 COM 992 51700 Put 51700
Arkansas Best Corp 40790107 COM 249 26072 26072
ARMOUR Residential REIT Inc 42315101 COM 7479 1156000 1156000
Armstrong World Industries Inc 04247X102 COM 228 4500 Put 4500
Arthur J Gallagher & Co 363576109 COM 750 21638 21638
Aruba Networks Inc 43176106 COM 699 33700 Put 33700
Ascena Retail Group Inc 04351G101 COM 4183 226467 226467
Ashland Inc 44209104 COM 1270 15800 Put 15800
Ashland Inc 44209104 COM 4093 50900 Call 50900
Ashland Inc 44209104 COM 4416 54913 54913
Aspen Insurance Holdings Ltd G05384105 SHS 561 17473 17473
Associated Banc-Corp 45487105 COM 230 17500 17500
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- ---------- -------- ------- --- ------ ---------- -------- ---- ------- ----
Assured Guaranty Ltd G0585R106 COM 5452 383150 383150
AT&T Inc 00206R102 COM 2548 75600 Put 75600
AT&T Inc 00206R102 COM 46840 1389500 Call 1389500
AT&T Inc 00206R102 COM 52857 1568004 1568004
athenahealth Inc 04685W103 COM 365 4979 4979
Atlas Air Worldwide Holdings Inc 49164205 COM NEW 909 20517 20517
Autodesk Inc 52769106 COM 703 19900 Call 19900
Autodesk Inc 52769106 COM 1347 38100 Put 38100
Autodesk Inc 52769106 COM 6899 195167 195167
AUTOMATIC DATA PROCESSING INC 53015103 COM 353 6200 Put 6200
Autozone Inc 53332102 COM 5097 14380 14380
Autozone Inc 53332102 COM 5706 16100 Put 16100
Autozone Inc 53332102 COM 7266 20500 Call 20500
Avago Technologies Ltd Y0486S104 SHS 7280 230007 230007
AvalonBay Communities Inc 53484101 COM 666 4909 4909
AvalonBay Communities Inc 53484101 COM 4217 31100 Put 31100
AvalonBay Communities Inc 53484101 COM 5288 39000 Call 39000
Avery Dennison Corp 53611109 COM 3054 87471 87471
Avis Budget Group Inc 53774105 COM 3638 183544 183544
Avista Corp 05379B107 COM 389 16124 16124
Avnet Inc 53807103 COM 8952 292443 292443
Avon Products Inc 54303102 COM 6320 440136 440136
Axis Capital Holdings Ltd G0692U109 SHS 4602 132846 132846
Baker Hughes Inc 57224107 COM 1111 27200 Put 27200
Baker Hughes Inc 57224107 COM 2016 49355 49355
Ball Corp 58498106 COM 313 6995 6995
Bally Technologies Inc 05874B107 COM 2962 66258 66258
BANCO BRADESCO SA 59460303 SP ADR PFD
NEW 521 30000 Put 30000
Banco Santander Chile 05965X109 SP ADR REP
COM 962 33779 33779
Bank of America Corp 60505104 COM 434 37400 Call 37400
Bank of America Corp 60505104 COM 1393 120000 Put 120000
BANK OF NEW YORK MELLON CORP/THE 64058100 COM 493 19200 Call 19200
BANK OF NEW YORK MELLON CORP/THE 64058100 COM 678 26400 Put 26400
Barnes & Noble Inc 67774109 COM 254 16850 16850
Barrick Gold Corp 67901108 COM 390 11134 11134
Barrick Gold Corp 67901108 COM 784 22400 Put 22400
Barrick Gold Corp 67901108 COM 3722 106300 Call 106300
Basic Energy Services Inc 06985P100 COM 698 61200 61200
Baxter International Inc 71813109 COM 1273 19100 Call 19100
Baxter International Inc 71813109 COM 4913 73700 Put 73700
BB&T Corp 54937107 COM 760 26100 Call 26100
BB&T Corp 54937107 COM 5881 202018 202018
Beam Inc 73730103 COM 886 14500 Call 14500
Beam Inc 73730103 COM 1388 22726 22726
Becton Dickinson and Co 75887109 COM 626 8000 Put 8000
Bed Bath & Beyond Inc 75896100 COM 777 13900 Put 13900
Bed Bath & Beyond Inc 75896100 COM 3064 54800 Call 54800
Belo Corp 80555105 COM SER A 291 38000 38000
BEMIS CO INC 81437105 COM 6737 201341 201341
Berkshire Hathaway Inc 84670702 CL B NEW 5050 56300 Put 56300
Berkshire Hathaway Inc 84670702 CL B NEW 7068 78800 Call 78800
Best Buy Co Inc 86516101 COM 662 55900 Call 55900
Best Buy Co Inc 86516101 COM 955 80580 80580
Best Buy Co Inc 86516101 COM 967 81600 Put 81600
BHP BILLITON LTD 88606108 SPONSORED
ADR 1129 14400 Put 14400
BHP BILLITON LTD 88606108 SPONSORED
ADR 1741 22200 Call 22200
Big Lots Inc 89302103 COM 2913 102339 102339
Bill Barrett Corp 06846N104 COM 178 10000 Put 10000
Biogen Idec Inc 09062X103 COM 2990 20431 20431
BlackRock Inc 09247X101 COM 827 4000 Call 4000
Blount International Inc 95180105 COM 166 10500 10500
Blucora Inc 95229100 COM 201 12800 12800
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------- -------- ------- --- ------ ---------- -------- ---- ------- ----
BMC Software Inc 55921100 COM 1288 32500 Call 32500
BMC Software Inc 55921100 COM 8300 209482 209482
Boise Inc 09746Y105 COM 377 47400 47400
BOOZ ALLEN HAMILTON HOLDING CORP 99502106 CL A 547 39300 39300
Boston Private Financial Holdings Inc 101119105 COM 110 12200 12200
Boston Scientific Corp 101137107 COM 15119 2638558 2638558
Brandywine Realty Trust 105368203 SH BEN
INT NEW 3647 299155 299155
Bridgepoint Education Inc 10807M105 COM 296 28764 28764
Brinker International Inc 109641100 COM 9856 318024 318024
Bristol-Myers Squibb Co 110122108 COM 4983 152900 Call 152900
Bristol-Myers Squibb Co 110122108 COM 5974 183300 Put 183300
Broadcom Corp 111320107 CL A 1215 36578 36578
Broadcom Corp 111320107 CL A 2813 84700 Put 84700
Broadcom Corp 111320107 CL A 3079 92700 Call 92700
BROADRIDGE FINANCIAL SOLUTIONS INC 11133T103 COM 3334 145715 145715
BroadSoft Inc 11133B409 COM 283 7800 Call 7800
Brookdale Senior Living Inc 112463104 COM 1441 56902 56902
Brookfield Asset Management Inc 112585104 CL A LTD
VT SH 2783 75945 75945
Brookline Bancorp Inc 11373M107 COM 98 11500 11500
Brooks Automation Inc 114340102 COM 139 17236 17236
Brown & Brown Inc 115236101 COM 3218 126399 126399
Buckeye Technologies Inc 118255108 COM 313 10909 10909
CA Inc 12673P105 COM 545 24800 Put 24800
CA Inc 12673P105 COM 6606 300536 300536
Cabela's Inc 126804301 COM 898 21500 Call 21500
Cabela's Inc 126804301 COM 1198 28700 Put 28700
Cablevision Systems Corp 12686C109 CL A NY
CABLVS 4737 317088 317088
Cabot Corp 127055101 COM 4088 102746 102746
CACI INTERNATIONAL INC 127190304 CL A 3605 65505 65505
CALIX INC 13100M509 COM 235 30600 30600
CALLAWAY GOLF CO 131193104 COM 485 74600 74600
Cal-Maine Foods Inc 128030202 COM
NEW 498 12388 12388
Calpine Corp 131347304 COM
NEW 3696 203885 203885
Calumet Specialty Products Partners LP 131476103 UT LTD
PARTNER 757 24900 24900
Cameco Corp 13321L108 COM 383 19400 Put 19400
Cameco Corp 13321L108 COM 745 37800 Call 37800
Cameco Corp 13321L108 COM 3870 196243 196243
Canadian Natural Resources Ltd 136385101 COM 4488 155460 155460
Canadian Pacific Railway Ltd 13645T100 COM 437 4300 Call 4300
Canadian Pacific Railway Ltd 13645T100 COM 884 8700 Put 8700
Capella Education Co 139594105 COM 493 17479 17479
Capital One Financial Corp 14040H105 COM 6202 107066 107066
CapitalSource Inc 14055X102 COM 1793 236500 236500
Capitol Federal Financial Inc 14057J101 COM 559 47800 47800
Capstead Mortgage Corp 14067E506 COM NO
PAR 4281 373200 373200
CARBO Ceramics Inc 140781105 COM 403 5145 5145
Cardinal Health Inc 14149Y108 COM 214 5200 Put 5200
CAREFUSION CORP 14170T101 COM 603 21100 Put 21100
CAREFUSION CORP 14170T101 COM 11934 417577 417577
Carlisle Cos Inc 142339100 COM 3746 63755 63755
Carmax Inc 143130102 COM 274 7300 Call 7300
Carrizo Oil & Gas Inc 144577103 COM 967 46200 Put 46200
Casey's General Stores Inc 147528103 COM 486 9150 9150
Catamaran Corp 148887102 COM 1999 42435 42435
Caterpillar Inc 149123101 COM 869 9700 Put 9700
Caterpillar Inc 149123101 COM 13558 151300 Call 151300
Cavium Inc 14964U108 COM 309 9900 Put 9900
CBL & Associates Properties Inc 124830100 COM 3174 149644 149644
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- ---------- -------- ------- --- ------ ---------- -------- ---- ------- ----
CBOE Holdings Inc 12503M108 COM 303 10300 10300
CBS CORP 124857202 CL B 4215 110788 110788
Celgene Corp 151020104 COM 533 6789 6789
Celgene Corp 151020104 COM 1177 15000 Put 15000
Centene Corp 15135B101 COM 876 21372 21372
CenterPoint Energy Inc 15189T107 COM 8970 465977 465977
Century Aluminum Co 156431108 COM 1859 212201 212201
CenturyLink Inc 156700106 COM 1146 29300 Call 29300
CenturyLink Inc 156700106 COM 15159 387488 387488
Cepheid Inc 15670R107 COM 297 8784 8784
Cerner Corp 156782104 COM 1132 14600 Call 14600
CF Industries Holdings Inc 125269100 COM 549 2700 Put 2700
CF Industries Holdings Inc 125269100 COM 2316 11400 Call 11400
CF Industries Holdings Inc 125269100 COM 15866 78094 78094
CGI Group Inc 39945C109 CL A SUB 483 20893 20893
VTG
CH Robinson Worldwide Inc 12541W209 COM NEW 1776 28100 Call 28100
CH Robinson Worldwide Inc 12541W209 COM NEW 2187 34600 Put 34600
CHARLES RIVER LABORATORIES 159864107 COM 4319 115278 115278
INTERNATIONAL INC
CHART INDUSTRIES INC 16115Q308 COM PAR 800 12000 Call 12000
$0.01
Charter Communications Inc 16117M305 CL A NEW 663 8700 Call 8700
Charter Communications Inc 16117M305 CL A NEW 12204 160078 160078
Check Point Software Technologies Ltd M22465104 ORD 3521 73900 Put 73900
Check Point Software Technologies Ltd M22465104 ORD 4602 96600 Call 96600
Check Point Software Technologies Ltd M22465104 ORD 6768 142055 142055
Cheniere Energy Inc 16411R208 COM NEW 1008 53700 53700
Chesapeake Energy Corp 165167107 COM 204 12300 Put 12300
Chevron Corp 166764100 COM 487 4500 Put 4500
Chevron Corp 166764100 COM 2660 24600 Call 24600
Chico's FAS Inc 168615102 COM 654 35415 35415
Chipotle Mexican Grill Inc 169656105 COM 7288 24500 Call 24500
Chipotle Mexican Grill Inc 169656105 COM 18294 61500 Put 61500
Chiquita Brands International Inc 170032809 COM 129 15600 15600
Chunghwa Telecom Co Ltd 17133Q502 SPON ADR 742 22933 22933
NEW11
Church & Dwight Co Inc 171340102 COM 407 7600 Put 7600
Church & Dwight Co Inc 171340102 COM 1840 34342 34342
Cia de Saneamento Basico do 20441A102 SPONSORED 318 3800 Call 3800
Estado de Sao Paulo ADR
Cia de Saneamento Basico do 20441A102 SPONSORED 7616 91130 91130
Estado de Sao Paulo ADR
Cia Energetica de Minas Gerais 204409601 SP ADR N-V 11365 1046488 1046488
PFD
Cia Paranaense de Energia 20441B407 SPON ADR 2946 191900 191900
PFD
Ciena Corp 171779309 COM NEW 4856 309321 309321
Cintas Corp 172908105 COM 270 6600 6600
Cirrus Logic Inc 172755100 COM 7787 268800 Put 268800
Cisco Systems Inc 17275R102 COM 1238 63000 Put 63000
CIT Group Inc 125581801 COM NEW 1279 33100 33100
Citigroup Inc 172967424 COM NEW 1523 38500 Call 38500
Citigroup Inc 172967424 COM NEW 5198 131400 Put 131400
Citrix Systems Inc 177376100 COM 9286 141519 141519
CLEAN HARBORS INC 184496107 COM 286 5200 Put 5200
CLEAN HARBORS INC 184496107 COM 492 8939 8939
Cliffs Natural Resources Inc 18683K101 COM 5744 148934 148934
Cliffs Natural Resources Inc 18683K101 COM 15324 397300 Call 397300
Cliffs Natural Resources Inc 18683K101 COM 15945 413400 Put 413400
Clorox Co/The 189054109 COM 2617 35741 35741
Clorox Co/The 189054109 COM 5235 71500 Put 71500
Clorox Co/The 189054109 COM 5550 75800 Call 75800
CME Group Inc/IL 12572Q105 COM 2282 45036 45036
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- --------- -------- ------ --- ------ ---------- -------- ---- ------ ----
CME Group Inc/IL 12572Q105 COM 2366 46700 Call 46700
CNO Financial Group Inc 1.26E+107 COM 2751 294851 294851
Coach Inc 189754104 COM 1962 35337 35337
Coach Inc 189754104 COM 17785 320400 Call 320400
Coach Inc 189754104 COM 21127 380600 Put 380600
COBALT INTERNATIONAL ENERGY INC 19075F106 COM 451 18351 18351
COBALT INTERNATIONAL ENERGY INC 19075F106 COM 494 20100 Put 20100
Coca-Cola Co/The 191216100 COM 6322 174400 Put 174400
Coca-Cola Co/The 191216100 COM 9135 252000 Call 252000
Coca-Cola Co/The 191216100 COM 12620 348128 348128
Coca-Cola Enterprises Inc 19122T109 COM 1047 33009 33009
Coeur d'Alene Mines Corp 192108504 COM NEW 797 32400 Put 32400
Coeur d'Alene Mines Corp 192108504 COM NEW 4682 190331 190331
Coinstar Inc 19259P300 COM 3204 61600 Call 61600
Coinstar Inc 19259P300 COM 12726 244684 244684
Colgate-Palmolive Co 194162103 COM 544 5200 Put 5200
Colgate-Palmolive Co 194162103 COM 3429 32800 Call 32800
Colonial Properties Trust 195872106 COM SH 641 29994 29994
BEN INT
Columbia Banking System Inc 197236102 COM 441 24565 24565
Comerica Inc 200340107 COM 240 7900 Call 7900
Commercial Metals Co 201723103 COM 4285 288386 288386
Community Health Systems Inc 203668108 COM 7961 258977 258977
Commvault Systems Inc 204166102 COM 341 4900 Put 4900
Commvault Systems Inc 204166102 COM 348 5000 Call 5000
Computer Sciences Corp 205363104 COM 697 17400 17400
Compuware Corp 205638109 COM 1455 133894 133894
Comstock Resources Inc 205768203 COM NEW 906 59904 59904
Comtech Telecommunications Corp 205826209 COM NEW 613 24147 24147
ConocoPhillips 20825C104 COM 522 9000 Call 9000
Consol Energy Inc 20854P109 COM 946 29484 29484
Consol Energy Inc 20854P109 COM 4590 143000 Call 143000
Consol Energy Inc 20854P109 COM 4969 154800 Put 154800
Consolidated Communications Holdings Inc 209034107 COM 356 22400 22400
Consolidated Edison Inc 209115104 COM 7148 128700 Put 128700
Consolidated Edison Inc 209115104 COM 10158 182900 Call 182900
Consolidated Graphics Inc 209341106 COM 545 15619 15619
CONSTELLATION BRANDS INC 21036P108 CL A 3575 101019 101019
Con-way Inc 205944101 COM 6415 230594 230594
Cooper Tire & Rubber Co 216831107 COM 383 15100 Call 15100
Cooper Tire & Rubber Co 216831107 COM 4566 180035 180035
Copa Holdings SA P31076105 CL A 845 8500 Put 8500
Copa Holdings SA P31076105 CL A 8627 86745 86745
Core Laboratories NV N22717107 COM 1957 17900 Put 17900
CoreLogic Inc/United States 21871D103 COM 7164 266124 266124
Corning Inc 219350105 COM 202 16000 16000
Corrections Corp of America 22025Y407 COM NEW 698 19683 19683
Cosan Ltd G25343107 SHS A 5749 332121 332121
Costco Wholesale Corp 22160K105 COM 2360 23900 Put 23900
Costco Wholesale Corp 22160K105 COM 5322 53900 Call 53900
Covidien PLC G2554F113 SHS 15050 260645 260645
CR Bard Inc 67383109 COM 12446 127334 127334
Cracker Barrel Old Country Store Inc 22410J106 COM 925 14400 Call 14400
Cracker Barrel Old Country Store Inc 22410J106 COM 3813 59341 59341
Credicorp Ltd G2519Y108 COM 604 4120 4120
Credit Suisse Group AG 225401108 SPONSORED 264 10747 10747
ADR
Cree Inc 225447101 COM 700 20601 20601
Cree Inc 225447101 COM 839 24700 Put 24700
Cree Inc 225447101 COM 5029 148000 Call 148000
CROCS Inc 227046109 COM 3218 223605 223605
CSX Corp 126408103 COM 783 39700 Put 39700
CSX Corp 126408103 COM 1647 83500 Call 83500
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------- -------- ------- --- ------ ---------- -------- ---- ------- ----
CSX Corp 126408103 COM 20153 1021427 1021427
Cubic Corp 229669106 COM 249 5200 5200
Cullen/Frost Bankers Inc 229899109 COM 271 5000 Put 5000
Cummins Inc 231021106 COM 2590 23900 Put 23900
Cummins Inc 231021106 COM 11258 103900 Call 103900
CVB Financial Corp 126600105 COM 147 14135 14135
CVR Energy Inc 12662P108 COM 2311 47370 47370
CVS Caremark Corp 126650100 COM 658 13600 Call 13600
Cypress Semiconductor Corp 232806109 COM 3761 346920 346920
CYS Investments Inc 12673A108 COM 3478 294500 294500
Cytec Industries Inc 232820100 COM 3644 52947 52947
Dana Holding Corp 235825205 COM 4095 262309 262309
Darling International Inc 237266101 COM 3843 239600 239600
DaVita HealthCare Partners Inc 23918K108 COM 1492 13500 Put 13500
DaVita HealthCare Partners Inc 23918K108 COM 1746 15800 Call 15800
Dean Foods Co 242370104 COM 4295 260120 260120
Deckers Outdoor Corp 243537107 COM 270 6700 Call 6700
Deere & Co 244199105 COM 251 2900 Put 2900
Deere & Co 244199105 COM 1106 12800 Call 12800
Dell Inc 24702R101 COM 180 17800 Put 17800
Dell Inc 24702R101 COM 4186 412849 412849
DeVry Inc 251893103 COM 4857 204685 204685
Diageo PLC 25243Q205 SPON 1061 9100 9100
ADR
NEW
Diamond Foods Inc 252603105 COM 302 22066 22066
DIAMOND OFFSHORE DRILLING INC 25271C102 COM 1896 27900 Call 27900
DIAMOND OFFSHORE DRILLING INC 25271C102 COM 11512 169399 169399
Diana Shipping Inc Y2066G104 COM 172 23500 23500
Diebold Inc 253651103 COM 3245 106018 106018
Digital Generation Inc 25400B108 COM 163 14900 14900
Digital Realty Trust Inc 253868103 COM 224 3300 Put 3300
Digital Realty Trust Inc 253868103 COM 1310 19300 Call 19300
Digital River Inc 25388B104 COM 255 17741 17741
Dillard's Inc 254067101 CL A 2678 31964 31964
DIRECTV 25490A309 COM 1369 27300 Put 27300
Discover Financial Services 254709108 COM 15685 406867 406867
DISH Network Corp 25470M109 CL A 4520 124164 124164
DOLBY LABORATORIES INC 25659T107 COM 1399 47700 Put 47700
DOLBY LABORATORIES INC 25659T107 COM 3745 127671 127671
Dole Food Co Inc 256603101 COM 755 65813 65813
Dollar General Corp 256677105 COM 27068 613921 613921
Dollar Tree Inc 256746108 COM 13689 337500 Put 337500
Dollar Tree Inc 256746108 COM 16009 394700 Call 394700
Dollar Tree Inc 256746108 COM 17768 438057 438057
Dominion Resources Inc/VA 25746U109 COM 2455 47396 47396
Domino's Pizza Inc 25754A201 COM 204 4686 4686
Domtar Corp COM
257559203 NEW 259 3100 Call 3100
Domtar Corp COM
257559203 NEW 7674 91886 91886
Dover Corp 260003108 COM 388 5900 Call 5900
DOW CHEMICAL CO/THE 260543103 COM 301 9300 Call 9300
DOW CHEMICAL CO/THE 260543103 COM 1665 51500 Put 51500
DOW CHEMICAL CO/THE 260543103 COM 10684 330473 330473
DR Horton Inc 23331A109 COM 730 36900 Put 36900
DR Horton Inc 23331A109 COM 940 47500 Call 47500
DST Systems Inc 233326107 COM 2260 37293 37293
DSW Inc 23334L102 CL A 1697 25832 25832
DTE ENERGY CO 233331107 COM 5622 93628 93628
Duke Realty Corp COM
264411505 NEW 3112 224400 224400
DuPont Fabros Technology Inc 26613Q106 COM 957 39601 39601
Dycom Industries Inc 267475101 COM 396 19999 19999
Dynex Capital Inc COM
26817Q506 NEW 285 30200 30200
E*Trade Financial Corp COM
269246401 NEW 8105 905575 905575
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- --------- -------- ------ --- ------ ---------- -------- ---- ------ ----
Eagle Materials Inc 26969P108 COM 240 4100 Call 4100
Earthlink Inc 270321102 COM 407 63000 63000
East West Bancorp Inc 27579R104 COM 389 18100 18100
EASTMAN CHEMICAL CO 277432100 COM 7799 114600 Put 114600
EASTMAN CHEMICAL CO 277432100 COM 9595 141000 Call 141000
Eaton Corp PLC G29183103 SHS 5933 109500 Put 109500
Eaton Corp PLC G29183103 SHS 10955 202200 Call 202200
eBay Inc 278642103 COM 3427 67200 Put 67200
eBay Inc 278642103 COM 11589 227239 227239
Ebix Inc 278715206 COM NEW 308 19092 19092
Ecolab Inc 278865100 COM 453 6300 Call 6300
Ecopetrol SA 279158109 SPONSORED 2895 48525 48525
ADS
Edison International 281020107 COM 520 11500 Call 11500
Edison International 281020107 COM 1541 34100 Put 34100
Edwards Lifesciences Corp 2.82E+112 COM 676 7500 Put 7500
Edwards Lifesciences Corp 2.82E+112 COM 1305 14469 14469
EI du Pont de Nemours & Co 263534109 COM 855 19000 Call 19000
EI du Pont de Nemours & Co 263534109 COM 1397 31052 31052
Elan Corp PLC 284131208 ADR 5271 516230 516230
Electronic Arts Inc 285512109 COM 430 29600 Call 29600
Electronic Arts Inc 285512109 COM 462 31800 Put 31800
Eli Lilly & Co 532457108 COM 14367 291300 Call 291300
Eli Lilly & Co 532457108 COM 29557 599300 Put 599300
EMC Corp/MA 268648102 COM 1379 54500 Call 54500
EMC Corp/MA 268648102 COM 2766 109344 109344
Emergent Biosolutions Inc 29089Q105 COM 308 19200 19200
Emerson Electric Co 291011104 COM 646 12200 Put 12200
Emerson Electric Co 291011104 COM 826 15600 Call 15600
EMPIRE DISTRICT ELECTRIC CO/THE 291641108 COM 367 18000 18000
Employers Holdings Inc 292218104 COM 293 14261 14261
Empresa Nacional de Electricidad SA/Chile 29244T101 SPONSORED 342 7000 7000
ADR
Emulex Corp 292475209 COM NEW 297 40700 40700
Encana Corp 292505104 COM 563 28500 Call 28500
Encana Corp 292505104 COM 2799 141635 141635
Endo Health Solutions Inc 29264F205 COM 1861 70944 70944
Energizer Holdings Inc 29266R108 COM 4636 57961 57961
Energy Select Sector SPDR Fund 81369Y506 SBI INT- 227 3177 3177
ENERGY
Energy Transfer Partners LP 29273R109 UNIT LTD 1953 45500 Call 45500
PARTN
Energy XXI Bermuda Ltd G10082140 USD UNRS 4969 154465 154465
SHS
Enersis SA 29274F104 SPONSORED 2719 149220 149220
ADR
EnerSys Inc 29275Y102 COM 4354 115703 115703
EnPro Industries Inc 29355X107 COM 216 5291 5291
Entergy Corp 29364G103 COM 4169 65400 Call 65400
Entergy Corp 29364G103 COM 6831 107150 107150
EOG Resources Inc 26875P101 COM 2307 19100 Call 19100
EOG Resources Inc 26875P101 COM 2694 22300 Put 22300
EQT Corp 26884L109 COM 212 3600 Call 3600
EQT Corp 26884L109 COM 672 11400 Put 11400
Equifax Inc 294429105 COM 1017 18790 18790
Equinix Inc 29444U502 COM NEW 1237 6000 Put 6000
Equinix Inc 29444U502 COM NEW 2021 9800 Call 9800
EQUITY LIFESTYLE PROPERTIES INC 29472R108 COM 2511 37310 37310
ESTEE LAUDER COS INC/THE 518439104 CL A 1682 28100 Call 28100
Esterline Technologies Corp 297425100 COM 4094 64358 64358
Everest Re Group Ltd G3223R108 COM 220 2000 Call 2000
Everest Re Group Ltd G3223R108 COM 286 2600 Put 2600
Exelon Corp 30161N101 COM 431 14500 Call 14500
Exelon Corp 30161N101 COM 488 16400 Put 16400
Exelon Corp 30161N101 COM 22662 761995 761995
Expedia Inc 30212P303 COM NEW 319 5200 Call 5200
Expedia Inc 30212P303 COM NEW 3186 51858 51858
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- ------------ -------- ------ --- ------ ---------- -------- ---- ------ ----
Express Inc 3.02E+107 COM 4950 328062 328062
Express Scripts Holding Co 30219G108 COM 2128 39400 Call 39400
Express Scripts Holding Co 30219G108 COM 3100 57400 Put 57400
EXTERRAN HOLDINGS INC 30225X103 COM 303 13804 13804
Exxon Mobil Corp 30231G102 COM 441 5100 Put 5100
Exxon Mobil Corp 30231G102 COM 1705 19700 Call 19700
F5 Networks Inc 315616102 COM 884 9102 9102
F5 Networks Inc 315616102 COM 27814 286300 Call 286300
F5 Networks Inc 315616102 COM 31642 325700 Put 325700
FAIRCHILD SEMICONDUCTOR 303726103 COM 1614 112100 112100
INTERNATIONAL INC
FAMILY DOLLAR STORES INC 307000109 COM 707 11151 11151
FAMILY DOLLAR STORES INC 307000109 COM 799 12600 Call 12600
FAMILY DOLLAR STORES INC 307000109 COM 2930 46200 Put 46200
FARO Technologies Inc 311642102 COM 293 8200 8200
Fastenal Co 311900104 COM 215 4600 Put 4600
FEDERAL REALTY INVESTMENT TRUST 313747206 SH BEN INT 1134 10900 Call 10900
NEW
FEDERATED INVESTORS INC 314211103 CL B 3617 178790 178790
FedEx Corp 31428X106 COM 1014 11050 11050
FedEx Corp 31428X106 COM 1293 14100 Call 14100
FedEx Corp 31428X106 COM 1468 16000 Put 16000
Fibria Celulose SA 31573A109 SP ADR REP 585 51439 51439
COM
FIDELITY NATIONAL FINANCIAL INC 31620R105 CL A 520 22100 Call 22100
FIDELITY NATIONAL 31620M106 COM 230 6600 Put 6600
INFORMATION SERVICES INC
FIDELITY NATIONAL 31620M106 COM 15258 438333 438333
INFORMATION SERVICES INC
Fifth Street Finance Corp 31678A103 COM 540 51800 51800
Fifth Third Bancorp 316773100 COM 5753 378516 378516
Financial Select Sector SPDR Fund 81369Y605 SBI INT-FINL 183 11182 11182
Finisar Corp 31787A507 COM NEW 1962 120435 120435
Finish Line Inc/The 317923100 CL A 856 45235 45235
First American Financial Corp 31847R102 COM 4617 191650 191650
FIRST COMMONWEALTH FINANCIAL CORP 319829107 COM 76 11200 11200
First Horizon National Corp 320517105 COM 219 22096 22096
First Niagara Financial Group Inc 33582V108 COM 1033 130300 130300
First Republic Bank/CA 33616C100 COM 420 12800 12800
First Solar Inc 336433107 COM 2052 66500 Call 66500
First Solar Inc 336433107 COM 2789 90400 Put 90400
FirstEnergy Corp 337932107 COM 522 12500 Put 12500
FirstEnergy Corp 337932107 COM 589 14100 Call 14100
FLEETCOR TECHNOLOGIES INC 339041105 COM 655 12200 12200
Flextronics International Ltd Y2573F102 ORD 2061 331900 331900
Flowers Foods Inc 343498101 COM 482 20700 Call 20700
Flowserve Corp 34354P105 COM 411 2800 Put 2800
Flowserve Corp 34354P105 COM 558 3800 Call 3800
Fluor Corp 343412102 COM 916 15600 Call 15600
Fluor Corp 343412102 COM 1755 29878 29878
FNB CORP/PA 302520101 COM 144 13600 13600
Focus Media Holding Ltd 34415V109 SPONSORED 398 15500 Put 15500
ADR
Focus Media Holding Ltd 34415V109 SPONSORED 403 15704 15704
ADR
Fomento Economico Mexicano SAB de CV 344419106 SPON ADR 342 3400 3400
UNITS
Foot Locker Inc 344849104 COM 501 15600 Put 15600
Foot Locker Inc 344849104 COM 633 19700 Call 19700
Foot Locker Inc 344849104 COM 2151 66978 66978
Ford Motor Co 345370860 COM PAR 1729 133525 133525
$0.01
Forest Laboratories Inc 345838106 COM 332 9400 Call 9400
Forest Laboratories Inc 345838106 COM 1144 32400 Put 32400
Forest Laboratories Inc 345838106 COM 5854 165743 165743
Fortinet Inc 3.50E+113 COM 2321 110432 110432
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- --------- -------- ------- --- ------ ---------- -------- ---- ------- ----
Fossil Inc 349882100 COM 987 10600 Put 10600
Fossil Inc 349882100 COM 1294 13900 Call 13900
Foster Wheeler AG H27178104 COM 511 21000 Call 21000
Foster Wheeler AG H27178104 COM 669 27500 Put 27500
Foster Wheeler AG H27178104 COM 1353 55624 55624
Freeport-McMoRan Copper & Gold Inc 35671D857 COM 5161 150906 150906
Freeport-McMoRan Copper & Gold Inc 35671D857 COM 7825 228800 Call 228800
Freeport-McMoRan Copper & Gold Inc 35671D857 COM 8820 257900 Put 257900
Fulton Financial Corp 360271100 COM 357 37200 37200
GameStop Corp 36467W109 CL A 750 29900 Put 29900
GANNETT CO INC 364730101 COM 223 12400 Put 12400
GANNETT CO INC 364730101 COM 7022 389910 389910
Gap Inc/The 364760108 COM 450 14500 Put 14500
Gap Inc/The 364760108 COM 5506 177400 Call 177400
Gap Inc/The 364760108 COM 15652 504238 504238
Gardner Denver Inc 365558105 COM 2973 43400 Put 43400
Gardner Denver Inc 365558105 COM 16591 242200 Call 242200
Garmin Ltd H2906T109 SHS 253 6200 Call 6200
Gartner Inc 366651107 COM 5265 114412 114412
General Cable Corp 369300108 COM 386 12700 Call 12700
General Dynamics Corp 369550108 COM 346 5000 Put 5000
General Electric Co 369604103 COM 42572 2028217 2028217
General Mills Inc 370334104 COM 368 9100 Call 9100
GENERAL MOTORS CO 37045V100 COM 3316 115002 115002
GENESEE & WYOMING INC 371559105 CL A 441 5800 Call 5800
Gentherm Inc 37253A103 COM 178 13374 13374
Genuine Parts Co 372460105 COM 216 3400 Call 3400
Genuine Parts Co 372460105 COM 331 5200 Put 5200
Georgia Gulf Corp 373200302 COM 966 23400 Call 23400
PAR$0.01
NEW
Georgia Gulf Corp 373200302 COM 2076 50288 50288
PAR$0.01
NEW
GERDAU SA 373737105 SPON ADR 2420 269204 269204
REP PFD
G-III Apparel Group Ltd 36237H101 COM 490 14327 14327
Gildan Activewear Inc 375916103 COM 656 17946 17946
Gilead Sciences Inc 375558103 COM 7242 98600 Call 98600
Gilead Sciences Inc 375558103 COM 13353 181800 Put 181800
Global Cash Access Holdings Inc 378967103 COM 81 10366 10366
Global Payments Inc 37940X102 COM 1436 31690 31690
Globe Specialty Metals Inc 37954N206 COM 235 17100 17100
GOLD FIELDS LTD 38059T106 SPONSORED 739 59200 Call 59200
ADR
GOLD FIELDS LTD 38059T106 SPONSORED 2747 219918 219918
ADR
Goldcorp Inc 380956409 COM 367 10000 Call 10000
Goldcorp Inc 380956409 COM 418 11393 11393
Goldcorp Inc 380956409 COM 1585 43200 Put 43200
GOLDMAN SACHS GROUP INC/THE 38141G104 COM 2232 17500 Put 17500
GOLDMAN SACHS GROUP INC/THE 38141G104 COM 12743 99900 Call 99900
Google Inc 38259P508 CL A 13157 18600 Call 18600
Google Inc 38259P508 CL A 18958 26800 Put 26800
Graco Inc 384109104 COM 604 11723 11723
Green Dot Corp 39304D102 CL A 318 26080 26080
Green Mountain Coffee Roasters Inc 393122106 COM 15081 364800 Call 364800
Green Mountain Coffee Roasters Inc 393122106 COM 18115 438200 Put 438200
GREIF INC 397624107 CL A 851 19119 19119
Guess? Inc 401617105 COM 329 13400 Put 13400
Guess? Inc 401617105 COM 493 20100 Call 20100
Guess? Inc 401617105 COM 2677 109076 109076
Halliburton Co 406216101 COM 1540 44400 Call 44400
Halliburton Co 406216101 COM 10351 298400 Put 298400
Halozyme Therapeutics Inc 40637H109 COM 70 10400 10400
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- ---------- -------- ------- --- ------ ---------- -------- ---- ------- ----
Hanesbrands Inc 410345102 COM 301 8400 Call 8400
Hanover Insurance Group Inc/The 410867105 COM 2965 76523 76523
Harley-Davidson Inc 412822108 COM 689 14100 Put 14100
Harley-Davidson Inc 412822108 COM 1802 36900 Call 36900
Harley-Davidson Inc 412822108 COM 10487 214758 214758
Harmony Gold Mining Co Ltd 413216300 SPONSORED 6169 688494 688494
ADR
Harris Corp 413875105 COM 12508 255472 255472
Harsco Corp 415864107 COM 2980 126811 126811
HARTFORD FINANCIAL SERVICES GROUP INC 416515104 COM 229 10200 Put 10200
HARTFORD FINANCIAL SERVICES GROUP INC 416515104 COM 373 16600 Call 16600
HARTFORD FINANCIAL SERVICES GROUP INC 416515104 COM 808 36021 36021
Hatteras Financial Corp 41902R103 COM 337 13600 Call 13600
Hatteras Financial Corp 41902R103 COM 581 23400 Put 23400
HAWAIIAN ELECTRIC INDUSTRIES INC 419870100 COM 535 21264 21264
Hawaiian Holdings Inc 419879101 COM 331 50385 50385
Headwaters Inc 42210P102 COM 262 30600 30600
HEALTH MANAGEMENT ASSOCIATES INC 421933102 CL A 4726 507107 507107
Health Net Inc 42222G108 COM 5854 240891 240891
Healthcare Realty Trust Inc 421946104 COM 1547 64417 64417
Healthsouth Corp 421924309 COM NEW 2181 103300 103300
Heartland Payment Systems Inc 42235N108 COM 3468 117574 117574
HELMERICH & PAYNE INC 423452101 COM 1277 22800 Put 22800
HELMERICH & PAYNE INC 423452101 COM 1809 32300 Call 32300
Herbalife Ltd G4412G101 COM USD 310 9400 Put 9400
SHS
Herbalife Ltd G4412G101 COM USD 820 24902 24902
SHS
Hershey Co/The 427866108 COM 5344 74000 Call 74000
Hershey Co/The 427866108 COM 6897 95500 Put 95500
Hess Corp 42809H107 COM 1705 32200 Call 32200
Hess Corp 42809H107 COM 1769 33400 Put 33400
Hewlett-Packard Co 428236103 COM 12450 873700 Put 873700
Hewlett-Packard Co 428236103 COM 17761 1246408 1246408
Hewlett-Packard Co 428236103 COM 19890 1395800 Call 1395800
Highwoods Properties Inc 431284108 COM 231 6900 6900
Hill-Rom Holdings Inc 431475102 COM 2736 95990 95990
Hillshire Brands Co 432589109 COM 549 19500 Call 19500
Hi-Tech Pharmacal Co Inc 42840B101 COM 422 12070 12070
HollyFrontier Corp 436106108 COM 31879 684832 684832
Home Depot Inc/The 437076102 COM 1305 21100 Put 21100
Home Depot Inc/The 437076102 COM 6186 100012 100012
Homeowners Choice Inc 4.37E+107 COM 203 9785 9785
Honda Motor Co Ltd 438128308 AMERN SHS 1032 27931 27931
Honeywell International Inc 438516106 COM 222 3500 Call 3500
Honeywell International Inc 438516106 COM 495 7800 Put 7800
Hornbeck Offshore Services Inc 440543106 COM 2119 61715 61715
Hospira Inc 441060100 COM 6653 212963 212963
Hospitality Properties Trust 44106M102 COM SH BEN 3799 162202 162202
INT
Host Hotels & Resorts Inc 44107P104 COM 3859 246237 246237
HSBC Holdings PLC 404280406 SPON ADR 6605 124461 124461
NEW
HUBBELL INC 443510201 CL B 406 4800 4800
Humana Inc 444859102 COM 1187 17300 Put 17300
Humana Inc 444859102 COM 1570 22883 22883
Humana Inc 444859102 COM 1709 24900 Call 24900
Huntington Bancshares Inc/OH 446150104 COM 3738 585000 585000
Huntsman Corp 447011107 COM 7338 461500 461500
Huron Consulting Group Inc 447462102 COM 246 7300 7300
Hyatt Hotels Corp 448579102 COM CL A 1574 40818 40818
IAC/InterActiveCorp 44919P508 COM PAR 279 5900 Put 5900
$.001
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------- -------- ------ --- ------ ---------- -------- ---- ------ ----
IAC/InterActiveCorp 44919P508 COM PAR 1606 34000 Call 34000
$.001
IAC/InterActiveCorp 44919P508 COM PAR 2467 52211 52211
$.001
ICICI BANK LTD 45104G104 ADR 1212 27800 Call 27800
ICICI BANK LTD 45104G104 ADR 2564 58800 Put 58800
iGate Corp 45169U105 COM 164 10388 10388
IHS Inc 451734107 CL A 8079 84160 84160
ILLINOIS TOOL WORKS INC 452308109 COM 249 4094 4094
ILLINOIS TOOL WORKS INC 452308109 COM 778 12800 Put 12800
Illumina Inc 452327109 COM 1796 32315 32315
IMAX CORP 4.52E+113 COM 308 13700 13700
Informatica Corp 45666Q102 COM 3342 110210 110210
Ingersoll-Rand PLC G47791101 SHS 21621 450815 450815
Ingredion Inc 457187102 COM 300 4651 4651
Innospec Inc 45768S105 COM 417 12100 12100
Intel Corp 458140100 COM 1722 83500 Call 83500
Intel Corp 458140100 COM 2470 119800 Put 119800
Intel Corp 458140100 COM 12119 587722 587722
Interactive Brokers Group Inc 45841N107 COM 224 16400 16400
IntercontinentalExchange Inc 45865V100 COM 693 5600 Call 5600
InterDigital Inc/PA 45867G101 COM 781 19000 Put 19000
Intermune Inc 45884X103 COM 242 25002 25002
INTERNATIONAL BUSINESS MACHINES CORP 459200101 COM 1054 5500 Put 5500
INTERNATIONAL BUSINESS MACHINES CORP 459200101 COM 2279 11900 Call 11900
INTERNATIONAL BUSINESS MACHINES CORP 459200101 COM 7025 36675 36675
INTERNATIONAL FLAVORS & FRAGRANCES INC 459506101 COM 446 6700 Put 6700
INTERNATIONAL GAME TECHNOLOGY 459902102 COM 3422 241479 241479
International Paper Co 460146103 COM 382 9600 Call 9600
International Paper Co 460146103 COM 12879 323263 323263
International Rectifier Corp 460254105 COM 540 30465 30465
International Speedway Corp 460335201 CL A 384 13900 13900
Intersil Corp 46069S109 CL A 2149 259200 259200
Intrepid Potash Inc 46121Y102 COM 219 10300 Put 10300
Intrepid Potash Inc 46121Y102 COM 436 20500 Call 20500
Invacare Corp 461203101 COM 294 18032 18032
Invesco Ltd G491BT108 SHS 1093 41880 41880
Invesco Mortgage Capital Inc 46131B100 COM 292 14800 Put 14800
Invesco Mortgage Capital Inc 46131B100 COM 8847 448874 448874
Investment Technology Group Inc 46145F105 COM 356 39600 39600
iRobot Corp 462726100 COM 193 10300 10300
iShares Russell 2000 Index Fund 464287655 RUSSELL 19106 226600 Put 226600
2000
Itron Inc 465741106 COM 3901 87570 87570
ITT Corp 450911201 COM NEW 2490 106146 106146
Jabil Circuit Inc 466313103 COM 11994 621789 621789
Jacobs Engineering Group Inc 469814107 COM 762 17904 17904
Janus Capital Group Inc 47102X105 COM 2995 351522 351522
Jazz Pharmaceuticals Plc G50871105 SHS USD 562 10563 10563
JC Penney Co Inc 708160106 COM 1920 97400 Call 97400
JC Penney Co Inc 708160106 COM 2016 102262 102262
JC Penney Co Inc 708160106 COM 2750 139500 Put 139500
JDS Uniphase Corp 46612J507 COM PAR 683 50600 Call 50600
$0.001
JM Smucker Co/The 832696405 COM NEW 302 3500 Put 3500
JM Smucker Co/The 832696405 COM NEW 880 10200 Call 10200
JOHN WILEY & SONS INC 968223206 CL A 690 17736 17736
Johnson & Johnson 478160104 COM 7480 106700 Put 106700
Johnson & Johnson 478160104 COM 11069 157900 Call 157900
Johnson Controls Inc 478366107 COM 3270 106624 106624
Jones Group Inc/The 48020T101 COM 1449 131000 131000
JOS A Bank Clothiers Inc 480838101 COM 268 6300 Put 6300
Joy Global Inc 481165108 COM 609 9543 9543
Joy Global Inc 481165108 COM 2583 40500 Put 40500
Joy Global Inc 481165108 COM 4490 70400 Call 70400
JPMorgan Chase & Co 46625H100 COM 4151 94400 Put 94400
JPMorgan Chase & Co 46625H100 COM 5971 135800 Call 135800
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------- -------- ------ --- ------ ---------- -------- ---- ------ ----
Juniper Networks Inc 48203R104 COM 995 50600 Call 50600
Juniper Networks Inc 48203R104 COM 5818 295800 Put 295800
K12 Inc 48273U102 COM 229 11180 11180
Kansas City Southern 485170302 COM 359 4300 Call 4300
NEW
Kansas City Southern 485170302 COM 943 11300 Put 11300
NEW
KB Home 48666K109 COM 251 15900 Put 15900
KB Home 48666K109 COM 2377 150450 150450
Kellogg Co 487836108 COM 441 7900 Call 7900
Kellogg Co 487836108 COM 508 9100 Put 9100
Kennametal Inc 489170100 COM 203 5087 5087
Key Energy Services Inc 492914106 COM 4282 616055 616055
Kimberly-Clark Corp 494368103 COM 2628 31132 31132
Kimberly-Clark Corp 494368103 COM 3200 37900 Call 37900
Kimberly-Clark Corp 494368103 COM 5218 61800 Put 61800
Kimco Realty Corp 49446R109 COM 371 19200 19200
Kindred Healthcare Inc 494580103 COM 175 16200 16200
KLA-Tencor Corp 482480100 COM 1184 24800 Put 24800
KLA-Tencor Corp 482480100 COM 3128 65500 Call 65500
KLA-Tencor Corp 482480100 COM 3449 72217 72217
Kohl's Corp 500255104 COM 206 4800 Put 4800
Kohl's Corp 500255104 COM 1375 32000 Call 32000
Korn/Ferry International 500643200 COM 322 20300 20300
NEW
L-3 COMMUNICATIONS HOLDINGS INC 502424104 COM 651 8500 Call 8500
L-3 COMMUNICATIONS HOLDINGS INC 502424104 COM 674 8800 Put 8800
L-3 COMMUNICATIONS HOLDINGS INC 502424104 COM 13285 173383 173383
LABORATORY CORP OF AMERICA HOLDINGS 50540R409 COM 312 3600 Put 3600
NEW
Laclede Group Inc/The 505597104 COM 314 8125 8125
Lam Research Corp 512807108 COM 845 23400 Put 23400
Lam Research Corp 512807108 COM 1507 41700 Call 41700
Lam Research Corp 512807108 COM 2007 55548 55548
Lamar Advertising Co 512815101 CL A 1763 45500 Call 45500
Lamar Advertising Co 512815101 CL A 2616 67500 Put 67500
Landstar System Inc 515098101 COM 4997 95255 95255
Las Vegas Sands Corp 517834107 COM 1205 26100 Put 26100
Las Vegas Sands Corp 517834107 COM 3910 84702 84702
Las Vegas Sands Corp 517834107 COM 10086 218500 Call 218500
Layne Christensen Co 521050104 COM 218 9000 9000
Leapfrog Enterprises Inc 52186N106 CL A 1724 199800 199800
Lear Corp COM
521865204 NEW 3051 65129 65129
Lender Processing Services Inc 5.26E+106 COM 6551 266067 266067
LENNAR CORP 526057104 CL A 3480 90000 Call 90000
LENNAR CORP 526057104 CL A 7077 183000 Put 183000
Lennox International Inc 526107107 COM 898 17100 17100
Leucadia National Corp 527288104 COM 828 34800 Put 34800
Leucadia National Corp 527288104 COM 1044 43900 Call 43900
Lexmark International Inc 529771107 CL A 295 12700 Call 12700
Lexmark International Inc 529771107 CL A 1996 86087 86087
Lexmark International Inc 529771107 CL A 3263 140700 Put 140700
Liberty Global Inc 530555101 COM 5523 87718 87718
SER
A
Liberty Interactive Corp 53071M104 INT 7819 397317 397317
COM
SER
A
Liberty Media Corp--Liberty Capital 530322106 LIB 545 4700 4700
CAP
COM
A
LIFE TECHNOLOGIES CORP 53217V109 COM 838 17100 Put 17100
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- --------- -------- ------- --- ------ ---------- -------- ---- ------- ----
Lincoln National Corp 534187109 COM 1067 41200 Call 41200
Lincoln National Corp 534187109 COM 1695 65440 65440
Lindsay Corp 535555106 COM 401 5000 Put 5000
Lindsay Corp 535555106 COM 537 6700 6700
Linear Technology Corp 535678106 COM 2469 71991 71991
Liquidity Services Inc 53635B107 COM 568 13897 13897
Lockheed Martin Corp 539830109 COM 6993 75777 75777
Loews Corp 540424108 COM 477 11700 11700
Lorillard Inc 544147101 COM 1213 10400 Call 10400
Lorillard Inc 544147101 COM 21156 181333 181333
Louisiana-Pacific Corp 546347105 COM 745 38538 38538
Lowe's Cos Inc 548661107 COM 2440 68700 Put 68700
Lowe's Cos Inc 548661107 COM 3708 104400 Call 104400
LSI Corp 502161102 COM 1999 282700 282700
LTD BRANDS INC 532716107 COM 386 8200 Put 8200
Lufkin Industries Inc 549764108 COM 395 6800 Put 6800
Lululemon Athletica Inc 550021109 COM 983 12900 Put 12900
Lululemon Athletica Inc 550021109 COM 1296 17000 Call 17000
Lumber Liquidators Holdings Inc 55003T107 COM 1178 22300 Call 22300
Lumber Liquidators Holdings Inc 55003T107 COM 2076 39300 Put 39300
LyondellBasell Industries NV N53745100 SHS - A - 1205 21100 Call 21100
LyondellBasell Industries NV N53745100 SHS - A - 1627 28500 Put 28500
M&T BANK CORP 55261F104 COM 276 2800 Put 2800
Macerich Co/The 554382101 COM 315 5400 5400
Mack-Cali Realty Corp 554489104 COM 3061 117242 117242
Macy's Inc 55616P104 COM 4724 121075 121075
Mantech International Corp/VA 564563104 CL A 256 9881 9881
Manulife Financial Corp 56501R106 COM 393 28900 28900
Marathon Oil Corp 565849106 COM 215 7000 Put 7000
Marathon Oil Corp 565849106 COM 2585 84300 Call 84300
Markel Corp 570535104 COM 477 1100 1100
MARRIOTT INTERNATIONAL INC/DE 571903202 CL A 12163 326355 326355
Marvell Technology Group Ltd G5876H105 ORD 1413 194552 194552
Masco Corp 574599106 COM 233 14000 Put 14000
Masco Corp 574599106 COM 509 30555 30555
Mastercard Inc 57636Q104 CL A 246 500 Put 500
Mattel Inc 577081102 COM 1673 45686 45686
Matthews International Corp 577128101 CL A 286 8900 8900
Maxim Integrated Products Inc 57772K101 COM 1896 64474 64474
McDonald's Corp 580135101 COM 1702 19300 Call 19300
MCGRAW-HILL COS INC/THE 580645109 COM 2144 39224 39224
McKesson Corp 58155Q103 COM 281 2900 Put 2900
McKesson Corp 58155Q103 COM 3238 33400 Call 33400
McMoRan Exploration Co 582411104 COM 1890 117749 117749
MDC Holdings Inc 552676108 COM 442 12019 12019
MDC Holdings Inc 552676108 COM 1776 48300 Call 48300
MDC Holdings Inc 552676108 COM 3481 94700 Put 94700
Mead Johnson Nutrition Co 582839106 COM 277 4200 Put 4200
Mead Johnson Nutrition Co 582839106 COM 19187 291194 291194
Mechel 583840103 SPONSORED 2975 429227 429227
ADR
MEDNAX INC 58502B106 COM 533 6700 Put 6700
MEDNAX INC 58502B106 COM 994 12500 Call 12500
Medtronic Inc 585055106 COM 1140 27800 Put 27800
Medtronic Inc 585055106 COM 1239 30200 Call 30200
Mellanox Technologies Ltd M51363113 SHS 1622 27319 27319
Men's Wearhouse Inc/The 587118100 COM 345 11068 11068
Merck & Co Inc 58933Y105 COM 3979 97200 Put 97200
Merck & Co Inc 58933Y105 COM 4765 116400 Call 116400
Merck & Co Inc 58933Y105 COM 78430 1915723 1915723
Meredith Corp 589433101 COM 1850 53700 53700
Meridian Bioscience Inc 589584101 COM 454 22400 22400
Metals USA Holdings Corp 59132A104 COM 658 37650 37650
MetLife Inc 59156R108 COM 1542 46800 Call 46800
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- --------- -------- ------- --- ------ ---------- -------- ---- ------- ----
MetLife Inc 59156R108 COM 5715 173500 Put 173500
MetroPCS Communications Inc 591708102 COM 249 25000 Call 25000
MFA Financial Inc 55272X102 COM 3085 380358 380358
Micron Technology Inc 595112103 COM 12050 1900690 1900690
Microsemi Corp 595137100 COM 667 31700 31700
Microsoft Corp 594918104 COM 350 13100 Call 13100
Microsoft Corp 594918104 COM 628 23500 Put 23500
Microsoft Corp 594918104 COM 31303 1171978 1171978
MicroStrategy Inc 594972408 CL A NEW 2252 24120 24120
MID-AMERICA APARTMENT COMMUNITIES INC 59522J103 COM 324 5000 Put 5000
Mobile Telesystems OJSC 607409109 SPONSORED 7132 382421 382421
ADR
Mohawk Industries Inc 608190104 COM 226 2500 Put 2500
Mohawk Industries Inc 608190104 COM 1212 13400 Call 13400
Molex Inc 608554101 COM 1012 37029 37029
MOLSON COORS BREWING CO 60871R209 CL B 1614 37723 37723
Molycorp Inc 608753109 COM 1145 121322 121322
Mondelez International Inc 609207105 CL A 2505 98400 Put 98400
Mondelez International Inc 609207105 CL A 5093 200100 Call 200100
Mondelez International Inc 609207105 CL A 32403 1273037 1273037
Monsanto Co 61166W101 COM 492 5200 Call 5200
Monster Beverage Corp 611740101 COM 6473 122500 Call 122500
Monster Beverage Corp 611740101 COM 8752 165629 165629
Monster Beverage Corp 611740101 COM 9902 187400 Put 187400
MONSTER WORLDWIDE INC 611742107 COM 482 85700 Call 85700
MONSTER WORLDWIDE INC 611742107 COM 2395 426080 426080
Moody's Corp 615369105 COM 1072 21300 Call 21300
Morgan Stanley 617446448 COM NEW 1206 63100 Put 63100
Mosaic Co/The 61945C103 COM 255 4500 Put 4500
Mosaic Co/The 61945C103 COM 3930 69390 69390
MSC Industrial Direct Co Inc 553530106 CL A 430 5699 5699
MTS Systems Corp 553777103 COM 269 5278 5278
Multimedia Games Holding Co Inc 625453105 COM 169 11500 11500
Murphy Oil Corp 626717102 COM 578 9700 Put 9700
Myriad Genetics Inc 62855J104 COM 474 17400 Call 17400
Myriad Genetics Inc 62855J104 COM 1859 68225 68225
Nabors Industries Ltd G6359F103 SHS 212 14700 Put 14700
Nabors Industries Ltd G6359F103 SHS 337 23300 Call 23300
Nabors Industries Ltd G6359F103 SHS 4304 297826 297826
NACCO Industries Inc 629579103 CL A 377 6207 6207
NASDAQ OMX GROUP INC/THE 631103108 COM 205 8200 Put 8200
National Financial Partners Corp 63607P208 COM 198 11574 11574
National Oilwell Varco Inc 637071101 COM 1688 24700 Put 24700
National Oilwell Varco Inc 637071101 COM 3752 54900 Call 54900
National Oilwell Varco Inc 637071101 COM 8143 119135 119135
Navigant Consulting Inc 63935N107 COM 238 21290 21290
Navistar International Corp 6.39E+112 COM 4567 209772 209772
NCR CORP 6.29E+112 COM 791 31049 31049
Nektar Therapeutics 640268108 COM 134 18100 18100
Neogen Corp 640491106 COM 299 6600 6600
NetApp Inc 64110D104 COM 986 29397 29397
NetApp Inc 64110D104 COM 2140 63800 Call 63800
Netease Inc 64110W102 SPONSORED 1748 41100 41100
ADR
NetFlix Inc 64110L106 COM 10648 115000 Call 115000
NetFlix Inc 64110L106 COM 12525 135278 135278
NetFlix Inc 64110L106 COM 61193 660900 Put 660900
New Jersey Resources Corp 646025106 COM 368 9300 9300
New Oriental Education & Technology Group 647581107 SPON ADR 764 39332 39332
New Oriental Education & Technology Group 647581107 SPON ADR 779 40100 Call 40100
New Oriental Education & Technology Group 647581107 SPON ADR 1391 71600 Put 71600
New York Mortgage Trust Inc 649604501 COM PAR 362 57200 57200
$.02
New York Times Co/The 650111107 CL A 1051 123201 123201
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- --------- -------- ------ --- ------ ---------- -------- ---- ------ ----
Newcastle Investment Corp 65105M108 COM 2681 308900 308900
Newell Rubbermaid Inc 651229106 COM 3359 150825 150825
Newmarket Corp 651587107 COM 708 2700 Put 2700
Newmont Mining Corp 651639106 COM 1992 42900 Put 42900
Newmont Mining Corp 651639106 COM 9595 206600 Call 206600
NIKE Inc 654106103 CL B 2415 46800 Put 46800
NIKE Inc 654106103 CL B 7203 139600 Call 139600
NIKE Inc 654106103 CL B 18804 364410 364410
NiSource Inc 65473P105 COM 15434 620081 620081
Noble Corp H5833N103 NAMEN - 1086 31200 Call 31200
AKT
Noble Corp H5833N103 NAMEN - 1372 39400 Put 39400
AKT
Noble Corp H5833N103 NAMEN - 2753 79065 79065
AKT
Nordstrom Inc 655664100 COM 829 15500 Put 15500
Norfolk Southern Corp 655844108 COM 1255 20300 Put 20300
Norfolk Southern Corp 655844108 COM 2270 36700 Call 36700
Norfolk Southern Corp 655844108 COM 10179 164601 164601
NorthStar Realty Finance Corp 66704R100 COM 189 26800 26800
Northwest Natural Gas Co 667655104 COM 827 18714 18714
NOVARTIS AG 66987V109 SPONSORED 291 4600 Put 4600
ADR
NOVARTIS AG 66987V109 SPONSORED 734 11600 Call 11600
ADR
Novo Nordisk A/S 670100205 ADR 800 4900 Put 4900
Novo Nordisk A/S 670100205 ADR 1929 11820 11820
NRG Energy Inc 629377508 COM NEW 949 41300 Call 41300
NTT DoCoMo Inc 62942M201 SPONS ADR 1109 76982 76982
NU SKIN ENTERPRISES INC 67018T105 CL A 237 6407 6407
Nucor Corp 670346105 COM 1606 37200 Put 37200
Nucor Corp 670346105 COM 2802 64927 64927
Nucor Corp 670346105 COM 3164 73300 Call 73300
NuVasive Inc 670704105 COM 3128 202356 202356
NV Energy Inc 67073Y106 COM 6669 367649 367649
NXP Semiconductor NV N6596X109 COM 1404 53327 53327
NYSE Euronext 629491101 COM 791 25077 25077
Occidental Petroleum Corp 674599105 COM 604 7880 7880
Occidental Petroleum Corp 674599105 COM 1846 24100 Put 24100
Occidental Petroleum Corp 674599105 COM 5638 73600 Call 73600
Ocwen Financial Corp 675746309 COM NEW 2241 64800 Call 64800
Ocwen Financial Corp 675746309 COM NEW 3919 113300 Put 113300
Ocwen Financial Corp 675746309 COM NEW 4922 142283 142283
Oil States International Inc 678026105 COM 379 5300 Call 5300
OLD REPUBLIC INTERNATIONAL CORP 680223104 COM 4029 378327 378327
OM Group Inc 670872100 COM 313 14088 14088
Omnivision Technologies Inc 682128103 COM 220 15600 Put 15600
ON Semiconductor Corp 682189105 COM 349 49500 49500
Oneok Inc 682680103 COM 312 7300 Call 7300
Onyx Pharmaceuticals Inc 683399109 COM 2704 35800 Call 35800
Onyx Pharmaceuticals Inc 683399109 COM 5891 78000 Put 78000
OpenTable Inc 68372A104 COM 837 17153 17153
Oracle Corp 68389X105 COM 393 11800 Call 11800
OraSure Technologies Inc 68554V108 COM 187 26000 26000
O'Reilly Automotive Inc 67103H107 COM 3782 42300 Call 42300
O'Reilly Automotive Inc 67103H107 COM 20433 228510 228510
Oriental Financial Group Inc 68618W100 COM 579 43347 43347
Orthofix International NV N6748L102 COM 433 11000 11000
Oshkosh Corp 688239201 COM 2862 96514 96514
Owens Corning 690742101 COM 503 13600 Put 13600
Owens Corning 690742101 COM 1069 28900 Call 28900
Owens-Illinois Inc 690768403 COM NEW 8872 417132 417132
Oxford Industries Inc 691497309 COM 334 7203 7203
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- ---------- -------- ------- --- ------ ---------- -------- ---- ------- ----
PACCAR Inc 693718108 COM 375 8300 Put 8300
Packaging Corp of America 695156109 COM 1843 47900 Call 47900
Pan American Silver Corp 697900108 COM 2467 131734 131734
Panera Bread Co 69840W108 CL A 2414 15200 Put 15200
Panera Bread Co 69840W108 CL A 2891 18200 Call 18200
Parametric Technology Corp 699173209 COM NEW 2232 99171 99171
Parexel International Corp 699462107 COM 1921 64905 64905
Parker Hannifin Corp 701094104 COM 732 8600 Put 8600
Parker Hannifin Corp 701094104 COM 868 10209 10209
PartnerRe Ltd G6852T105 COM 419 5200 Call 5200
PartnerRe Ltd G6852T105 COM 5753 71479 71479
Patterson Cos Inc 703395103 COM 2166 63283 63283
Peabody Energy Corp 704549104 COM 1782 66959 66959
Peabody Energy Corp 704549104 COM 11378 427600 Put 427600
Peabody Energy Corp 704549104 COM 14433 542400 Call 542400
Penn National Gaming Inc 707569109 COM 383 7800 Put 7800
Penn National Gaming Inc 707569109 COM 1414 28800 Call 28800
Penn West Petroleum Ltd 707887105 COM 1424 131086 131086
Pentair Ltd H6169Q108 SHS 295 6000 Call 6000
PEP Boys-Manny Moe & Jack/The 713278109 COM 448 45526 45526
Pepco Holdings Inc 713291102 COM 333 17000 Call 17000
PepsiCo Inc 713448108 COM 2217 32400 Put 32400
PepsiCo Inc 713448108 COM 8689 126976 126976
PETROLEO BRASILEIRO SA 71654V408 SPONSORED 594 30500 Put 30500
ADR
PETROLEO BRASILEIRO SA 71654V408 SPONSORED 8311 426848 426848
ADR
PetSmart Inc 716768106 COM 1903 27840 27840
Pfizer Inc 717081103 COM 263 10500 Call 10500
Pfizer Inc 717081103 COM 2731 108900 Put 108900
PG&E CORP 69331C108 COM 6146 152973 152973
Pharmacyclics Inc 716933106 COM 3289 56918 56918
PharMerica Corp 71714F104 COM 414 29096 29096
PHH CORP 693320202 COM NEW 4497 197665 197665
Philip Morris International Inc 718172109 COM 3505 41900 Put 41900
Philip Morris International Inc 718172109 COM 19893 237837 237837
Philip Morris International Inc 718172109 COM 27175 324900 Call 324900
Philippine Long Distance Telephone Co 718252604 SPONSORED 717 11692 11692
ADR
Pioneer Energy Services Corp 723664108 COM 98 13479 13479
Pioneer Natural Resources Co 723787107 COM 703 6600 Call 6600
Pioneer Natural Resources Co 723787107 COM 4637 43500 Put 43500
PLAINS EXPLORATION & PRODUCTION CO 726505100 COM 2383 50770 50770
Plexus Corp 729132100 COM 433 16800 16800
PNC FINANCIAL SERVICES GROUP INC 693475105 COM 391 6700 Put 6700
PNC FINANCIAL SERVICES GROUP INC 693475105 COM 1306 22400 Call 22400
Polycom Inc 73172K104 COM 1057 101093 101093
Polypore International Inc 73179V103 COM 260 5600 Put 5600
Popular Inc 733174700 COM NEW 1987 95559 95559
Portland General Electric Co 736508847 COM NEW 2231 81544 81544
POSCO 693483109 SPONSORED 3761 45781 45781
ADR
Potash Corp of Saskatchewan Inc 73755L107 COM 566 13900 Put 13900
Potash Corp of Saskatchewan Inc 73755L107 COM 1229 30205 30205
Powershares QQQ Trust Series 1 73935A104 UNIT SER 1 2996 46000 Call 46000
Powershares QQQ Trust Series 1 73935A104 UNIT SER 1 87072 1336900 Put 1336900
PPG Industries Inc 693506107 COM 1584 11700 Put 11700
PPG Industries Inc 693506107 COM 2463 18200 Call 18200
Precision Drilling Corp 74022D308 COM 2010 1095 132216 132216
PrivateBancorp Inc 742962103 COM 255 16672 16672
Procter & Gamble Co/The 742718109 COM 15825 233100 Call 233100
PROGRESSIVE CORP/THE 743315103 COM 264 12500 Call 12500
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- --------- -------- ------- --- ------ ---------- -------- ---- ------- ----
Prospect Capital Corp 74348T102 COM 3890 357900 357900
Protective Life Corp 743674103 COM 2768 96862 96862
Prudential Financial Inc 744320102 COM 2277 42700 Call 42700
Prudential Financial Inc 744320102 COM 2549 47790 47790
Public Storage 74460D109 COM 754 5200 Call 5200
Public Storage 74460D109 COM 1869 12890 12890
PulteGroup Inc 745867101 COM 932 51300 51300
PVH Corp 693656100 COM 6860 61800 Call 61800
QLogic Corp 747277101 COM 1765 181399 181399
Qualcomm Inc 747525103 COM 946 15300 Call 15300
Qualcomm Inc 747525103 COM 1361 22000 Put 22000
Qualcomm Inc 747525103 COM 7007 113271 113271
Quality Systems Inc 747582104 COM 497 28636 28636
Quest Diagnostics Inc 74834L100 COM 6951 119289 119289
Questcor Pharmaceuticals Inc 74835Y101 COM 636 23800 Put 23800
Ralcorp Holdings Inc 751028101 COM 4733 52790 52790
Range Resources Corp 75281A109 COM 1081 17200 Call 17200
Range Resources Corp 75281A109 COM 2488 39600 Put 39600
RAYTHEON CO 755111507 COM NEW 2187 38000 Call 38000
RAYTHEON CO 755111507 COM NEW 8671 150636 150636
RealD Inc 75604L105 COM 248 22100 22100
Red Hat Inc 756577102 COM 466 8800 Put 8800
Red Hat Inc 756577102 COM 810 15300 Call 15300
Red Hat Inc 756577102 COM 3039 57392 57392
REGAL-BELOIT CORP 758750103 COM 844 11973 11973
Regency Centers Corp 758849103 COM 6297 133640 133640
Regeneron Pharmaceuticals Inc 75886F107 COM 2292 13400 Call 13400
Regeneron Pharmaceuticals Inc 75886F107 COM 7510 43900 Put 43900
Regions Financial Corp 7591EP100 COM 17519 2457019 2457019
Regis Corp 758932107 COM 572 33799 33799
REINSURANCE GROUP OF AMERICA INC 759351604 COM NEW 6866 128283 128283
RELIANCE STEEL & ALUMINUM CO 759509102 COM 2977 47937 47937
Rent-A-Center Inc/TX 76009N100 COM 2292 66710 66710
Republic Services Inc 760759100 COM 2689 91696 91696
Research In Motion Ltd 760975102 COM 255 21500 Call 21500
Research In Motion Ltd 760975102 COM 1286 108300 Put 108300
Research In Motion Ltd 760975102 COM 18024 1518450 1518450
Resolute Forest Products 76117W109 COM 359 27100 27100
Resources Connection Inc 76122Q105 COM 330 27697 27697
Reynolds American Inc 761713106 COM 278 6700 Put 6700
Reynolds American Inc 761713106 COM 621 15000 Call 15000
Reynolds American Inc 761713106 COM 11047 266648 266648
Rio Tinto PLC 767204100 SPONSORED 319 5500 Put 5500
ADR
Ritchie Bros Auctioneers Inc 767744105 COM 1269 60751 60751
Riverbed Technology Inc 768573107 COM 416 21100 Call 21100
Riverbed Technology Inc 768573107 COM 2246 113900 Put 113900
Riverbed Technology Inc 768573107 COM 2353 119333 119333
Rock-Tenn Co 772739207 CL A 350 5000 Call 5000
Rock-Tenn Co 772739207 CL A 4322 61818 61818
Rockwell Automation Inc 773903109 COM 850 10121 10121
Rockwood Holdings Inc 774415103 COM 366 7400 Put 7400
Rockwood Holdings Inc 774415103 COM 653 13200 Call 13200
Rockwood Holdings Inc 774415103 COM 2977 60193 60193
Rosetta Resources Inc 777779307 COM 299 6600 Put 6600
Ross Stores Inc 778296103 COM 1801 33300 Put 33300
Ross Stores Inc 778296103 COM 3164 58500 Call 58500
Ross Stores Inc 778296103 COM 41764 772115 772115
Rovi Corp 779376102 COM 3348 216961 216961
Royal Bank of Canada 780087102 COM 482 8000 Put 8000
Royal Caribbean Cruises Ltd V7780T103 COM 486 14300 Put 14300
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- --------- -------- ------- --- ------ ---------- -------- ---- ------- ----
Royal Caribbean Cruises Ltd V7780T103 COM 1911 56200 Call 56200
Royal Gold Inc 780287108 COM 293 3600 Call 3600
Royal Gold Inc 780287108 COM 358 4400 Put 4400
Rpm International Inc 749685103 COM 381 12992 12992
RR Donnelley & Sons Co 257867101 COM 7336 816060 816060
Ruby Tuesday Inc 781182100 COM 533 67811 67811
Rush Enterprises Inc 781846209 CL A 203 9837 9837
Ryman Hospitality Properties 78377T107 COM 4459 115941 115941
Safeway Inc 786514208 COM NEW 230 12700 Put 12700
SAIC Inc 78390X101 COM 3097 273610 273610
Saks Inc 79377W108 COM 2856 271731 271731
Salesforce.com Inc 79466L302 COM 2538 15100 Call 15100
Salesforce.com Inc 79466L302 COM 8573 51000 Put 51000
Sally Beauty Holdings Inc 7.95E+108 COM 7454 316242 316242
Sanderson Farms Inc 800013104 COM 3614 76014 76014
SanDisk Corp 80004C101 COM 1108 25478 25478
SanDisk Corp 80004C101 COM 1710 39300 Call 39300
SanDisk Corp 80004C101 COM 9052 208100 Put 208100
Sanmina Corp 801056102 COM 358 32301 32301
SBA Communications Corp 78388J106 COM 490 6900 Put 6900
Schlumberger Ltd 806857108 COM 3375 48700 Put 48700
Schlumberger Ltd 806857108 COM 10714 154600 Call 154600
Schlumberger Ltd 806857108 COM 11014 158937 158937
Schnitzer Steel Industries Inc 806882106 CL A 352 11600 Call 11600
Schnitzer Steel Industries Inc 806882106 CL A 2398 79069 79069
Scholastic Corp 807066105 COM 482 16321 16321
Seagate Technology PLC G7945M107 SHS 462 15200 Put 15200
Seagate Technology PLC G7945M107 SHS 1700 55900 Call 55900
Seagate Technology PLC G7945M107 SHS 42589 1400042 1400042
Sealed Air Corp 81211K100 COM 2595 148225 148225
Select Comfort Corp 81616X103 COM 4121 157474 157474
Sensata Technologies Holding NV N7902X106 SHS 818 25188 25188
Service Corp International/US 817565104 COM 138 10000 10000
Sherwin-Williams Co/The 824348106 COM 661 4300 Put 4300
Sherwin-Williams Co/The 824348106 COM 2240 14562 14562
Sherwin-Williams Co/The 824348106 COM 4938 32100 Call 32100
SHFL Entertainment Inc 78423R105 COM 207 14300 14300
Shire PLC 82481R106 SPONSORED 230 2500 2500
ADR
Silgan Holdings Inc 827048109 COM 328 7900 7900
Silicon Graphics International Corp 82706L108 COM 300 29300 29300
Silicon Laboratories Inc 826919102 COM 230 5500 Call 5500
Silver Standard Resources Inc 82823L106 COM 2350 157800 157800
Silvercorp Metals Inc 82835P103 COM 71 13932 13932
Simon Property Group Inc 828806109 COM 921 5824 5824
Sinclair Broadcast Group Inc 829226109 CL A 192 15200 15200
SIRONA DENTAL SYSTEMS INC 82966C103 COM 251 3900 Call 3900
Six Flags Entertainment Corp 83001A102 COM 1507 24621 24621
Skechers U.S.A. Inc 830566105 CL A 318 17200 Put 17200
Skechers U.S.A. Inc 830566105 CL A 1152 62252 62252
Skywest Inc 830879102 COM 393 31574 31574
Skyworks Solutions Inc 83088M102 COM 380 18700 Put 18700
Skyworks Solutions Inc 83088M102 COM 5623 276976 276976
SL Green Realty Corp 78440X101 COM 1967 25657 25657
SLM Corp 78442P106 COM 1257 73393 73393
SM Energy Co 78454L100 COM 261 5000 Call 5000
SM Energy Co 78454L100 COM 3122 59800 Put 59800
Smith & Wesson Holding Corp 831756101 COM 195 23146 23146
SODASTREAM INTERNATIONAL LTD M9068E105 USD SHS 2743 61095 61095
Sohu.com Inc 83408W103 COM 2376 50200 Call 50200
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- --------- -------- ------- --- ------ ---------- -------- ---- ------- ----
SolarWinds Inc 83416B109 COM 451 8600 Put 8600
Sonic Corp 835451105 COM 623 59800 59800
Sonoco Products Co 835495102 COM 310 10440 10440
SONY CORP 835699307 ADR NEW 252 22472 22472
Sotheby's 835898107 COM 585 17400 Put 17400
Southern Co/The 842587107 COM 3078 71900 Put 71900
Southern Co/The 842587107 COM 11987 280000 Call 280000
Southwest Airlines Co 844741108 COM 10645 1039549 1039549
Southwestern Energy Co 845467109 COM 765 22900 Call 22900
Southwestern Energy Co 845467109 COM 2218 66400 Put 66400
SPDR S&P 500 ETF Trust 78462F103 TR UNIT 12874 90400 Call 90400
SPDR S&P 500 ETF Trust 78462F103 TR UNIT 865483 6077400 Put 6077400
Spectrum Pharmaceuticals Inc 84763A108 COM 3516 314279 314279
Spirit Aerosystems Holdings Inc 848574109 COM CL A 8153 480444 480444
SPX Corp 784635104 COM 869 12393 12393
SPX Corp 784635104 COM 1249 17800 Put 17800
SPX Corp 784635104 COM 6173 88000 Call 88000
St Jude Medical Inc 790849103 COM 3018 83500 Call 83500
St Jude Medical Inc 790849103 COM 3245 89800 Put 89800
St Jude Medical Inc 790849103 COM 10851 300244 300244
STANCORP FINANCIAL GROUP INC 852891100 COM 347 9456 9456
Standard Motor Products Inc 853666105 COM 209 9426 9426
Standard Pacific Corp 85375C101 COM 109 14765 14765
Stanley Black & Decker Inc 854502101 COM 4017 54300 Call 54300
Stanley Black & Decker Inc 854502101 COM 8233 111300 Put 111300
Staples Inc 855030102 COM 1479 129766 129766
Starbucks Corp 855244109 COM 719 13400 Put 13400
Starbucks Corp 855244109 COM 5910 110200 Call 110200
STARWOOD HOTELS & RESORTS WORLDWIDE INC 85590A401 COM 883 15400 Call 15400
STARWOOD HOTELS & RESORTS WORLDWIDE INC 85590A401 COM 18064 314924 314924
State Street Corp 857477103 COM 1006 21400 Call 21400
Steel Dynamics Inc 858119100 COM 7530 548450 548450
Steelcase Inc 858155203 CL A 229 18000 18000
Stone Energy Corp 861642106 COM 373 18200 Put 18200
Stone Energy Corp 861642106 COM 3621 176476 176476
Strayer Education Inc 863236105 COM 3271 58236 58236
Sturm Ruger & Co Inc 864159108 COM 247 5437 5437
Suncor Energy Inc 867224107 COM 13421 406952 406952
Sunstone Hotel Investors Inc 867892101 COM 3656 341400 341400
SunTrust Banks Inc 867914103 COM 400 14100 Call 14100
SunTrust Banks Inc 867914103 COM 1429 50400 Put 50400
Superior Energy Services Inc 868157108 COM 305 14700 Put 14700
Superior Energy Services Inc 868157108 COM 336 16200 Call 16200
Susquehanna Bancshares Inc 869099101 COM 140 13400 13400
Susser Holdings Corp 869233106 COM 310 9000 9000
SVB Financial Group 78486Q101 COM 459 8200 Call 8200
SVB Financial Group 78486Q101 COM 777 13877 13877
Swift Energy Co 870738101 COM 540 35117 35117
Symantec Corp 871503108 COM 9779 519600 519600
Synnex Corp 87162W100 COM 581 16899 16899
Sysco Corp 871829107 COM 279 8800 Put 8800
Target Corp 8.76E+110 COM 12063 203872 203872
Tata Motors Ltd 876568502 SPONSORED 2428 84537 84537
ADR
Taubman Centers Inc 876664103 COM 205 2600 2600
TE Connectivity Ltd H84989104 REG SHS 6062 163300 163300
Techne Corp 878377100 COM 280 4100 4100
Teck Resources Ltd 878742204 CL B 6737 185343 185343
TECO Energy Inc 872375100 COM 561 33500 33500
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- --------- -------- ------- --- ------ ---------- -------- ---- ------- ----
Teekay Corp Y8564W103 COM 1030 32090 32090
TELEPHONE & DATA SYSTEMS INC 879433829 COM NEW 2548 115093 115093
TEMPUR-PEDIC INTERNATIONAL INC 88023U101 COM 10940 347412 347412
Tenneco Inc 880349105 COM 400 11400 Call 11400
Tenneco Inc 880349105 COM 935 26622 26622
Teradyne Inc 880770102 COM 197 11686 11686
Terex Corp 880779103 COM 995 35392 35392
Ternium SA 880890108 SPON ADR 2713 115203 115203
Tesoro Corp 881609101 COM 3335 75700 Call 75700
Tesoro Corp 881609101 COM 5850 132800 Put 132800
Teva Pharmaceutical Industries Ltd 881624209 ADR 11226 300648 300648
Teva Pharmaceutical Industries Ltd 881624209 ADR 17255 462100 Put 462100
Teva Pharmaceutical Industries Ltd 881624209 ADR 18554 496900 Call 496900
Texas Capital Bancshares Inc 88224Q107 COM 444 9900 Call 9900
Texas Industries Inc 882491103 COM 1405 27537 27537
Texas Instruments Inc 882508104 COM 2008 65000 Put 65000
Texas Instruments Inc 882508104 COM 2122 68700 Call 68700
Texas Roadhouse Inc 882681109 COM 2083 123972 123972
Textron Inc 883203101 COM 3327 134217 134217
Thor Industries Inc 885160101 COM 333 8900 Call 8900
Thor Industries Inc 885160101 COM 461 12328 12328
Thoratec Corp 885175307 COM NEW 1478 39398 39398
Tidewater Inc 886423102 COM 1077 24111 24111
Tiffany & Co 886547108 COM 757 13200 Call 13200
Tiffany & Co 886547108 COM 3653 63700 Put 63700
Tim Participacoes SA 88706P205 SPONSORED 10683 539023 539023
ADR
Time Warner Cable Inc 88732J207 COM 272 2800 Call 2800
Time Warner Cable Inc 88732J207 COM 1856 19100 Put 19100
Time Warner Cable Inc 88732J207 COM 13298 136826 136826
Time Warner Inc 887317303 COM NEW 1373 28700 Put 28700
Timken Co 887389104 COM 741 15500 Call 15500
Timken Co 887389104 COM 1325 27700 Put 27700
Timken Co 887389104 COM 3141 65679 65679
Titan International Inc 88830M102 COM 285 13100 Put 13100
Titan International Inc 88830M102 COM 2927 134762 134762
Tivo Inc 888706108 COM 1053 85563 85563
TJX COS INC 872540109 COM 416 9800 Put 9800
TJX COS INC 872540109 COM 722 17000 Call 17000
TJX COS INC 872540109 COM 49936 1176343 1176343
Toll Brothers Inc 889478103 COM 1542 47700 Put 47700
Toll Brothers Inc 889478103 COM 1574 48700 Call 48700
Torchmark Corp 891027104 COM 2964 57362 57362
Toro Co/The 891092108 COM 3350 77936 77936
Toronto-Dominion Bank/The 891160509 COM NEW 540 6400 Put 6400
Toronto-Dominion Bank/The 891160509 COM NEW 683 8100 Call 8100
Total System Services Inc 891906109 COM 8248 385070 385070
Towers Watson & Co 891894107 CL A 2391 42538 42538
Toyota Motor Corp 892331307 SP ADR 5513 59123 59123
REP2COM
TransDigm Group Inc 893641100 COM 791 5800 Put 5800
TransDigm Group Inc 893641100 COM 1282 9400 Call 9400
TransDigm Group Inc 893641100 COM 2266 16615 16615
Travelers Cos Inc/The 8.94E+113 COM 1310 18242 18242
Travelzoo Inc 89421Q106 COM 306 16101 16101
Triumph Group Inc 896818101 COM 255 3900 Call 3900
TRW Automotive Holdings Corp 87264S106 COM 422 7874 7874
TTM Technologies Inc 87305R109 INC 166 18100 18100
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------- -------- ------- --- ------ ---------- -------- ---- ------- ----
Two Harbors Investment Corp 90187B101 COM 5612 506500 506500
Tyco International Ltd H89128104 SHS 47177 1612872 1612872
UDR Inc 902653104 COM 1898 79805 79805
UGI Corp 902681105 COM 2919 89236 89236
Under Armour Inc 904311107 CL A 6852 141200 Call 141200
Under Armour Inc 904311107 CL A 15801 325600 Put 325600
Unifirst Corp/MA 904708104 COM 455 6200 6200
Union Pacific Corp 907818108 COM 1395 11100 Put 11100
Union Pacific Corp 907818108 COM 1873 14900 Call 14900
Unisys Corp 909214306 COM 1737 100428 100428
NEW
United Natural Foods Inc 911163103 COM 1109 20692 20692
UNITED PARCEL SERVICE INC 911312106 CL B 10418 141300 Call 141300
United Rentals Inc 911363109 COM 246 5394 5394
United States Steel Corp 912909108 COM 888 37243 37243
United States Steel Corp 912909108 COM 5862 245800 Call 245800
United States Steel Corp 912909108 COM 7777 326100 Put 326100
United Technologies Corp 913017109 COM 3379 41200 Call 41200
United Technologies Corp 913017109 COM 10866 132500 Put 132500
United Therapeutics Corp 91307C102 COM 5918 110775 110775
UnitedHealth Group Inc 91324P102 COM 580 10700 Put 10700
UnitedHealth Group Inc 91324P102 COM 4621 85200 Call 85200
UnitedHealth Group Inc 91324P102 COM 26844 494910 494910
Universal Corp/VA 913456109 COM 434 8700 Call 8700
UNIVERSAL HEALTH SERVICES INC 913903100 CL B 3414 70600 Call 70600
UNIVERSAL HEALTH SERVICES INC 913903100 CL B 7725 159765 159765
Urban Outfitters Inc 917047102 COM 3166 80435 80435
URS Corp 903236107 COM 2243 57129 57129
US Airways Group Inc 90341W108 COM 942 69800 Put 69800
US Airways Group Inc 90341W108 COM 2853 211319 211319
US Bancorp 902973304 COM 10554 330427 330427
NEW
USANA Health Sciences Inc 90328M107 COM 965 29300 29300
Vail Resorts Inc 91879Q109 COM 763 14100 Call 14100
Vail Resorts Inc 91879Q109 COM 4349 80400 Put 80400
Valassis Communications Inc 918866104 COM 2672 103642 103642
Vale SA 9.19E+109 ADR 2771 132200 Call 132200
Vale SA 9.19E+109 ADR 3685 175800 Put 175800
Vale SA 9.19E+109 ADR 16486 786544 786544
Valero Energy Corp 91913Y100 COM 1610 47200 Put 47200
Valero Energy Corp 91913Y100 COM 3061 89700 Call 89700
Valero Energy Corp 91913Y100 COM 14237 417267 417267
Validus Holdings Ltd G9319H102 COM 318 9200 Call 9200
SHS
Validus Holdings Ltd G9319H102 COM 4761 137692 137692
SHS
Valspar Corp 920355104 COM 5386 86320 86320
Veeco Instruments Inc 922417100 COM 261 8842 8842
VeriFone Systems Inc 92342Y109 COM 499 16800 Call 16800
VeriFone Systems Inc 92342Y109 COM 3360 113200 Put 113200
VeriFone Systems Inc 92342Y109 COM 4625 155813 155813
Verint Systems Inc 92343X100 COM 257 8752 8752
VeriSign Inc 9.23E+106 COM 1620 41727 41727
VeriSign Inc 9.23E+106 COM 16405 422600 Call 422600
VeriSign Inc 9.23E+106 COM 32116 827300 Put 827300
Verisk Analytics Inc 92345Y106 CL A 3679 72177 72177
Verizon Communications Inc 92343V104 COM 11345 262200 Put 262200
SHRS
OR
TITLE VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP of Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------- -------- ------- --- ------ ---------- -------- ---- ------- ----
Verizon Communications Inc 92343V104 COM 24164 558440 558440
Verizon Communications Inc 92343V104 COM 33314 769900 Call 769900
Vertex Pharmaceuticals Inc 92532F100 COM 1927 46000 Call 46000
Vertex Pharmaceuticals Inc 92532F100 COM 2996 71503 71503
Vertex Pharmaceuticals Inc 92532F100 COM 5958 142200 Put 142200
VF Corp 918204108 COM 649 4300 Put 4300
VF Corp 918204108 COM 740 4900 Call 4900
Virgin Media Inc 92769L101 COM 3568 97100 Call 97100
Virgin Media Inc 92769L101 COM 5428 147700 Put 147700
VirnetX Holding Corp 92823T108 COM 228 7800 7800
Vishay Intertechnology Inc 928298108 COM 2571 241900 241900
VistaPrint NV N93540107 SHS 914 27800 27800
Vivus Inc 928551100 COM 797 59400 59400
VMware Inc 928563402 CL A 2994 31800 Call 31800
COM
VMware Inc 928563402 CL A 4029 42800 Put 42800
COM
Vodafone Group PLC 92857W209 SPONS 25868 1026933 1026933
ADR
NEW
VOLCANO CORP 928645100 COM 300 12700 12700
Volterra Semiconductor Corp 928708106 COM 326 19000 19000
Vornado Realty Trust 929042109 SH BEN 569 7100 7100
INT
Vulcan Materials Co 929160109 COM 385 7400 Call 7400
W&T Offshore Inc 92922P106 COM 989 61718 61718
Walgreen Co 931422109 COM 1362 36800 Put 36800
Walgreen Co 931422109 COM 2824 76300 Call 76300
Wal-Mart Stores Inc 931142103 COM 5185 76000 Put 76000
Wal-Mart Stores Inc 931142103 COM 7273 106600 Call 106600
Wal-Mart Stores Inc 931142103 COM 31091 455681 455681
Walt Disney Co/The 254687106 COM 1573 31600 Call 31600
DISNEY
Walter Energy Inc 93317Q105 COM 373 10400 Put 10400
Walter Energy Inc 93317Q105 COM 585 16300 Call 16300
Walter Energy Inc 93317Q105 COM 3702 103170 103170
Warner Chilcott PLC G94368100 SHS A 17008 1412663 1412663
WASHINGTON POST CO/THE 939640108 CL B 1807 4948 4948
Watson Pharmaceuticals Inc 942683103 COM 3166 36812 36812
WD-40 Co 929236107 COM 372 7900 7900
Weatherford International Ltd/Switzerland H27013103 REG 195 17400 Put 17400
SHS
Weatherford International Ltd/Switzerland H27013103 REG 12829 1146480 1146480
SHS
WebMD Health Corp 94770V102 COM 262 18300 18300
Websense Inc 947684106 COM 367 24400 24400
WEIGHT WATCHERS INTERNATIONAL INC 948626106 COM 1733 33100 Call 33100
WEIGHT WATCHERS INTERNATIONAL INC 948626106 COM 2592 49500 Put 49500
WEIGHT WATCHERS INTERNATIONAL INC 948626106 COM 5909 112844 112844
Wellcare Health Plans Inc 94946T106 COM 2121 43569 43569
WellPoint Inc 94973V107 COM 1576 25874 25874
WellPoint Inc 94973V107 COM 4545 74600 Call 74600
WellPoint Inc 94973V107 COM 7792 127900 Put 127900
Wells Fargo & Co 949746101 COM 1830 53536 53536
Wells Fargo & Co 949746101 COM 2902 84900 Call 84900
Wells Fargo & Co 949746101 COM 3127 91500 Put 91500
SHRS
OR
TITLE of VALUE PRN SH/ INVESTMENT OTHER
NAME OF ISSUER CUSIP Class (X$1000) AMT PRN Option DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------- -------- -------- ------- --- ------ ---------- -------- ---- ------- ----
WESCO International Inc 95082P105 COM 321 4755 4755
Western Alliance Bancorp 957638109 COM 237 22500 22500
Western Digital Corp 958102105 COM 1317 31000 Call 31000
Western Digital Corp 958102105 COM 1708 40200 Put 40200
Western Digital Corp 958102105 COM 21177 498388 498388
Western Refining Inc 959319104 COM 10531 373555 373555
Western Union Co/The 959802109 COM 9787 719101 719101
Whirlpool Corp 963320106 COM 556 5469 5469
Whirlpool Corp 963320106 COM 3124 30700 Put 30700
Whiting Petroleum Corp 966387102 COM 2459 56700 Call 56700
Whiting Petroleum Corp 966387102 COM 4528 104400 Put 104400
Whole Foods Market Inc 966837106 COM 556 6100 Put 6100
Whole Foods Market Inc 966837106 COM 5087 55800 Call 55800
Williams Cos Inc/The 969457100 COM 488 14900 Call 14900
Willis Group Holdings PLC G96666105 SHS 2656 79207 79207
Wisconsin Energy Corp 976657106 COM 15626 424053 424053
WORTHINGTON INDUSTRIES INC 981811102 COM 4674 179827 179827
WR Grace & Co 38388F108 COM 1269 18872 18872
WW Grainger Inc 384802104 COM 3015 14900 Put 14900
WW Grainger Inc 384802104 COM 3825 18900 Call 18900
Wyndham Worldwide Corp 98310W108 COM 2991 56215 56215
Wynn Resorts Ltd 983134107 COM 236 2100 Put 2100
Wynn Resorts Ltd 983134107 COM 3230 28717 28717
Xerox Corp 984121103 COM 11642 1707100 1707100
Xilinx Inc 983919101 COM 481 13400 Put 13400
Xilinx Inc 983919101 COM 832 23200 Call 23200
XL Group Plc G98290102 SHS 226 9000 Call 9000
XPO Logistics Inc 983793100 COM 365 21015 21015
Xyratex Ltd G98268108 COM 687 81686 81686
Yahoo! Inc 984332106 COM 281 14100 Put 14100
Yahoo! Inc 984332106 COM 4091 205600 Call 205600
Yamana Gold Inc 98462Y100 COM 2697 156701 156701
Yum! Brands Inc 988498101 COM 2722 41000 Put 41000
Yum! Brands Inc 988498101 COM 4353 65557 65557
Yum! Brands Inc 988498101 COM 13081 197000 Call 197000
Zagg Inc 98884U108 COM 157 21300 21300
Zimmer Holdings Inc 98956P102 COM 1040 15600 Call 15600
Zimmer Holdings Inc 98956P102 COM 1094 16410 16410
Zions Bancorporation 989701107 COM 377 17600 Put 17600
Zions Bancorporation 989701107 COM 653 30504 30504
Zumiez Inc 989817101 COM 1737 89474 89474