-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, SA6Yp15jHrsOZIU8nUuNP6PM2dBJmqME92UabNSz9p9dH3EFW+Qet9GpVDLtWzVR DlOWTGEq3+AHn7RMGoB1WA== 0001144204-09-043178.txt : 20090814 0001144204-09-043178.hdr.sgml : 20090814 20090814100106 ACCESSION NUMBER: 0001144204-09-043178 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090814 DATE AS OF CHANGE: 20090814 EFFECTIVENESS DATE: 20090814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Vicis Capital, LLC CENTRAL INDEX KEY: 0001341950 IRS NUMBER: 450538105 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11503 FILM NUMBER: 091012691 BUSINESS ADDRESS: STREET 1: TOWER 56, SUITE 700, 126 E. 56TH STREET STREET 2: 7TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-909-4600 MAIL ADDRESS: STREET 1: TOWER 56, SUITE 700, 126 E. 56TH STREET STREET 2: 7TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 vv157985_13f-hr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2009 Check here if Amendment |_|; Amendment Number: This Amendment (Check only one): |_| is a restatement |_| adds new holding entries Institutional Investment Manager Filing this Report: Name: Vicis Capital LLC Address: 445 Park Avenue 16th Floor New York, NY 10022 Form 13F File Number: 28-11503 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: Andrew Comito Title: Compliance Officer Phone: 212-909-4600 Signature, Place and Date of Signing: /s/ Andrew Comito New York, NY August 14, 2009 - --------------------- ----------------------------- --------------- (Signature) (City, State) (Date) 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 holding for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 992 Form 13F Information Table Value Total: $3,517,930 (in thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Name Title CUSIP Value Shrs or SH/ Put/ Investment Other Voting Authority of Issuer of Class (X$1,000) Prn Amt PRN Call Discretion Managers Sole Shared None 3M CO COM 88579Y101 936 2600 CALL Sole 3M CO COM 88579Y101 3030 2020 CALL Sole 3M CO COM 88579Y101 5216 9750 CALL Sole 3M CO COM 88579Y101 390 3000 CALL Sole ABBOTT LABS COM 002824100 470 2000 CALL Sole ABBOTT LABS COM 002824100 607 855 CALL Sole ABBOTT LABS COM 002824100 2733 5694 CALL Sole ABBOTT LABS COM 002824100 1120 2000 CALL Sole ABBOTT LABS COM 002824100 354 600 PUT Sole X ABERCROMBIE & FITCH CO. CL A 002896207 427 16800 SH Sole X ACTIVISION BLIZZARD INC COM 00507V109 428 5350 PUT Sole X ADAPTEC INC COM 00651F108 2153 812331 SH Sole X A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AE1 5906 9000000 PRN Sole X A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AF8 4195 7000000 PRN Sole X A D C TELECOMMUNICATIONS COM 000886309 6322 794178 SH Sole X ADVANCED MICRO DEVICES INC. COM 007903107 803 5000 CALL Sole ADVANCED MICRO DEVICES INC. COM 007903107 417 673 PUT Sole X AETNA INC COM 00817Y108 536 1950 PUT Sole X AFFYMETRIX INC COM 00826T108 9233 1557064 SH Sole X AIRTRAN HOLDINGS INC COM 00949P108 200 1000 PUT Sole X ALASKA COMMUNICATIONS SYS GR COM 01167P101 2423 331058 SH Sole X ALCOA INC NOTE 5.250% 3/1 013817AT8 83675 47594000 PRN Sole X ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 8341 10509000 PRN Sole X ALTERA CORPORATION COM 021441100 370 2000 PUT Sole X AMAZON.COM INC COM 023135106 387 300 CALL Sole AMAZON.COM INC COM 023135106 2174 2100 CALL Sole AMAZON.COM INC COM 023135106 3188 5000 CALL Sole AMAZON.COM INC COM 023135106 2320 2000 PUT Sole X AMAZON.COM INC COM 023135106 2957 2050 PUT Sole X AMAZON.COM INC COM 023135106 255 500 CALL Sole AMAZON.COM INC COM 023135106 831 3900 CALL Sole AMAZON.COM INC COM 023135106 2655 3600 CALL Sole AMAZON.COM INC COM 023135106 3476 3029 PUT Sole X AMAZON.COM INC COM 023135106 8573 4500 CALL Sole AMAZON.COM INC COM 023135106 2708 5110 PUT Sole X AMBAC FINANCIAL GROUP INC COM 023139108 9643 10481106 SH Sole X AMEDISYS INC COM 023436108 2248 68083 SH Sole X AMERICAN EXPRESS COMPANY COM 025816109 378 1800 PUT Sole X AMERICAN EXPRESS COMPANY COM 025816109 693 900 CALL Sole AMERICAN TOWER CORP CL A 029912201 293 1000 CALL Sole AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 8294 9232000 PRN Sole X AMERISOURCEBERGEN CORP COM 03073E105 630 6000 CALL Sole AMGEN INC. COM 031162100 225 933 PUT Sole X AMGEN INC. COM 031162100 1825 4450 PUT Sole X AMGEN INC. COM 031162100 289 1757 CALL Sole AMGEN INC. COM 031162100 913 2500 CALL Sole AMGEN INC. COM 031162100 321 276 CALL Sole AMGEN INC. COM 031162100 2502 2606 CALL Sole AMGEN INC. COM 031162100 2590 3342 CALL Sole AMGEN INC. COM 031162100 2887 4733 CALL Sole AMGEN INC. COM 031162100 932 4226 PUT Sole X AMGEN INC. COM 031162100 1840 6081 PUT Sole X AMGEN INC. COM 031162100 886 2174 PUT Sole X AMGEN INC. COM 031162100 208 449 CALL Sole AMGEN INC. COM 031162100 233 947 CALL Sole AMGEN INC. COM 031162100 1356 3989 CALL Sole AMGEN INC. NOTE 0.375% 2/0 031162AQ3 5773 6400000 PRN Sole X AMKOR TECHNOLOGY INC COM 031652100 1357 287450 SH Sole X AMR CORP COM 001765106 270 67089 SH Sole X AMR CORP COM 001765106 2000 2000 PUT Sole X AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 1951 3000000 PRN Sole X AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AE8 650 1000000 PRN Sole X ANADARKO PETROLEUM CORP COM 032511107 429 850 CALL Sole ANADARKO PETROLEUM CORP COM 032511107 990 3000 PUT Sole X ANADARKO PETROLEUM CORP COM 032511107 234 600 PUT Sole X ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 6935 8500000 PRN Sole X APPLE INC COM 037833100 11506 8700 CALL Sole APPLE INC COM 037833100 2419 4500 CALL Sole APPLE INC COM 037833100 1126 4000 CALL Sole APPLE INC COM 037833100 1584 3250 CALL Sole APPLE INC COM 037833100 1916 1500 CALL Sole APPLE INC COM 037833100 8540 2000 CALL Sole APPLE INC COM 037833100 487 149 CALL Sole APPLE INC COM 037833100 5055 2222 CALL Sole APPLE INC COM 037833100 1304 226 CALL Sole APPLE INC COM 037833100 1333 253 CALL Sole APPLE INC COM 037833100 5175 1086 CALL Sole APPLE INC COM 037833100 11820 2000 CALL Sole APPLE INC COM 037833100 1950 3000 CALL Sole APPLIED ENERGETICS INC COM 03819M106 978 2036498 SH Sole X APPLIED MATLS INC COM 038222105 814 10500 CALL Sole APPLIED MATLS INC COM 038222105 323 3000 PUT Sole X APPLIED MATLS INC COM 038222105 1100 11000 CALL Sole APPLIED MATLS INC COM 038222105 315 3000 CALL Sole ARCADIA RESOURCES INC COM 039209101 8625 13911128 SH Sole X ARCADIA RESOURCES INC COM 039209101 2967 4785050 SH Sole X ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 3746 3000000 PRN Sole X ARCHER DANIELS MIDLAND CO COM 039483102 203 500 PUT Sole X ASSURED GUARANTY LTD COM G0585R106 750 60585 SH Sole X AT&T INC COM 00206R102 930 2000 PUT Sole X ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 US01741RAD44 26428 24000000 PRN Sole X AUTOLIV INC UNIT 99/99/9999 052800208 34275 840000 PRF PRF Sole X AUTOZONE INC COM 053332102 40857 270380 SH Sole X AUTOZONE INC COM 053332102 276 204 PUT Sole X AUTOZONE INC COM 053332102 2543 1500 PUT Sole X AUTOZONE INC COM 053332102 4180 2000 PUT Sole X BANK OF AMERICA CORP COM 060505104 540 450 PUT Sole X BANK OF AMERICA CORP COM 060505104 291 3150 CALL Sole BANK OF AMERICA CORP COM 060505104 557 10500 CALL Sole BANK OF AMERICA CORP COM 060505104 732 4000 CALL Sole BANK OF AMERICA CORP COM 060505104 679 14000 CALL Sole BANK OF AMERICA CORP COM 060505104 1690 6500 CALL Sole BANK OF AMERICA CORP COM 060505104 1052 8417 CALL Sole BANK OF AMERICA CORP COM 060505104 1140 12000 CALL Sole BANK OF AMERICA CORP COM 060505104 209 3350 CALL Sole BANK OF AMERICA CORP COM 060505104 943 6500 PUT Sole X BANK OF AMERICA CORP COM 060505104 988 1593 CALL Sole BANK OF AMERICA CORP COM 060505104 2730 6500 CALL Sole BANK OF AMERICA CORP COM 060505104 2066 1500 PUT Sole X BANK OF AMERICA CORP COM 060505104 630 1500 CALL Sole BANK OF AMERICA CORP COM 060505104 3783 11550 CALL Sole BANK OF AMERICA CORP COM 060505104 333 1350 CALL Sole BANK OF AMERICA CORP COM 060505104 2230 20000 CALL Sole BANK OF AMERICA CORP COM 060505104 514 1500 PUT Sole X BANK OF AMERICA CORP COM 060505104 2070 3000 CALL Sole BANK OF NEW YORK MELLON CORP. COM 064058100 3744 1800 PUT Sole X BARRICK GOLD CORP COM 067901108 1760 2000 PUT Sole X BARRICK GOLD CORP COM 067901108 530 2000 CALL Sole BAXTER INTL INC COM 071813109 1507 2512 CALL Sole BAXTER INTL INC COM 071813109 292 860 CALL Sole BAXTER INTL INC COM 071813109 211 199 CALL Sole BAXTER INTL INC COM 071813109 305 500 CALL Sole BAXTER INTL INC COM 071813109 1176 2800 CALL Sole BAXTER INTL INC COM 071813109 792 1100 CALL Sole BAXTER INTL INC COM 071813109 385 700 CALL Sole BAXTER INTL INC COM 071813109 220 550 CALL Sole BAXTER INTL INC COM 071813109 520 2000 CALL Sole BED BATH & BEYOND COM 075896100 588 2500 CALL Sole BED BATH & BEYOND COM 075896100 1392 9600 CALL Sole BEST BUY INC SDCV 2.250% 1/1 086516AF8 11369 11684000 PRN Sole X BEST BUY INC COM 086516101 657 900 PUT Sole X BEST BUY INC COM 086516101 300 2000 PUT Sole X BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 4079 4500000 PRN Sole X BIOGEN IDEC INC COM 09062X103 1253 27763 SH Sole X BIOGEN IDEC INC COM 09062X103 237 729 CALL Sole BIOGEN IDEC INC COM 09062X103 200 500 CALL Sole BOEING CO COM 097023105 424 985 PUT Sole X BOEING CO COM 097023105 720 2000 CALL Sole BOEING CO COM 097023105 332 100 PUT Sole X BORGWARNER INC NOTE 3.500% 4/1 099724AF3 37019 29050000 PRN Sole X BOSTON SCIENTIFIC CORP COM 101137107 1298 8652 CALL Sole BP PLC SPONSORED ADR 055622104 1405 5300 CALL Sole BP PLC SPONSORED ADR 055622104 320 500 PUT Sole X BRISTOL MYERS SQUIBB CO COM 110122108 390 3500 CALL Sole BRISTOL MYERS SQUIBB CO COM 110122108 307 11384 CALL Sole BROADCOM CORP CL A 111320107 200 1000 PUT Sole X BROADCOM CORP CL A 111320107 360 2000 CALL Sole BROADCOM CORP CL A 111320107 387 890 PUT Sole X BUNGE LIMITED COM G16962105 1030 1000 CALL Sole BURGER KING HOLDINGS INC COM 121208201 833 48246 SH Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 970 1000 CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 1530 3000 CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 1130 1000 CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 1200 1500 CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 2120 4000 CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 1320 4000 CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 1410 3000 PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 234 100 CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 1789 2010 CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 3380 7510 CALL Sole C.H. ROBINSON WORLDWIDE INC COM 12541W209 2636 50539 SH Sole X C.H. ROBINSON WORLDWIDE INC COM 12541W209 200 1000 PUT Sole X CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 12617 650000 SH Sole X CACI INTL INC NOTE 2.125% 5/0 127190AD8 8990 9431000 PRN Sole X CACI INTL INC CL A 127190304 3024 70799 SH Sole X CANADIAN NAT RAILWAY CO COM 136375102 680 2000 CALL Sole CAPLEASE INC COM 140288101 437 158395 SH Sole X CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 2164 3000000 PRN Sole X CATERPILLAR INC COM 149123101 536 700 PUT Sole X CATERPILLAR INC COM 149123101 206 1200 CALL Sole CATERPILLAR INC COM 149123101 468 2300 PUT Sole X CATERPILLAR INC COM 149123101 246 800 PUT Sole X CATERPILLAR INC COM 149123101 210 800 CALL Sole CATERPILLAR INC COM 149123101 225 1000 CALL Sole CELGENE CORP COM 151020104 306 251 PUT Sole X CELGENE CORP COM 151020104 200 250 CALL Sole CELGENE CORP COM 151020104 271 290 CALL Sole CENTEX CORP COM 152312104 212 25000 SH Sole X CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 3135 4590000 PRN Sole X CENTRAL EUROPEAN DIST CORP COM 153435102 7958 299516 SH Sole X CEPHALON INC NOTE 2.500% 5/0 156708AR0 32648 33000000 PRN Sole X CHAMPION ENTERPRISES INC NOTE 2.750%11/0 158496AC3 549 5000000 PRN Sole X CHATTEM INC NOTE 1.625% 5/0 162456AR8 296 290000 PRN Sole X CHECK POINT SOFTWARE TECH COM M22465104 359 15300 SH Sole X CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 7775 10500000 PRN Sole X CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 1841 3000000 PRN Sole X CHESAPEAKE ENERGY CORP COM 165167107 304 750 PUT Sole X CHESAPEAKE ENERGY CORP COM 165167107 570 3000 CALL Sole CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 6036 8500000 PRN Sole X CHEVRON CORP NEW COM 166764100 312 2600 CALL Sole CHEVRON CORP NEW COM 166764100 266 1500 CALL Sole CHEVRON CORP NEW COM 166764100 374 5750 CALL Sole CHEVRON CORP NEW COM 166764100 2750 2750 PUT Sole X CHEVRON CORP NEW COM 166764100 878 4500 CALL Sole CHEVRON CORP NEW COM 166764100 285 3000 CALL Sole CHEVRON CORP NEW COM 166764100 211 3250 CALL Sole CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 2614 4195000 PRN Sole X CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 2457 123410 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 770 1000 CALL Sole CHINA MOBILE LTD SPONSORED ADR 16941M109 787 1300 PUT Sole X CHINA SUNERGY CO LTD SPON ADR 16942X104 220 50975 SH Sole X CHINACAST EDUCATION CORP COM 16946T208 319 44800 SH Sole X CHIQUITA BRANDS INTL INC COM 170032809 908 88500 SH Sole X CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 5069 7000000 PRN Sole X VALE S A ADR 91912E105 15790 895641 SH Sole X CIENA CORP NOTE 0.875% 6/1 171779AE1 5996 12000000 PRN Sole X CIGNA CORP COM 125509109 4126 171287 SH Sole X CISCO SYSTEMS INC COM 17275R102 236 1600 PUT Sole X CISCO SYSTEMS INC COM 17275R102 303 3440 CALL Sole CISCO SYSTEMS INC COM 17275R102 483 2000 CALL Sole CISCO SYSTEMS INC COM 17275R102 352 1982 CALL Sole CISCO SYSTEMS INC COM 17275R102 249 2000 CALL Sole CISCO SYSTEMS INC COM 17275R102 258 5000 CALL Sole CISCO SYSTEMS INC COM 17275R102 225 1982 PUT Sole X CISCO SYSTEMS INC COM 17275R102 1330 5000 CALL Sole CISCO SYSTEMS INC COM 17275R102 527 2000 CALL Sole CISCO SYSTEMS INC COM 17275R102 204 1500 CALL Sole CIT GROUP INC COM 125581108 6114 3425 PUT Sole X CITIGROUP INC COM 172967101 549 20711 PUT Sole X CITIGROUP INC COM 172967101 1059 8822 PUT Sole X CITIGROUP INC COM 172967101 289 16500 CALL Sole CITIGROUP INC COM 172967101 2299 9700 PUT Sole X CITIGROUP INC COM 172967101 346 8650 CALL Sole CITIGROUP INC COM 172967101 940 20000 PUT Sole X CITIGROUP INC COM 172967101 492 2000 PUT Sole X CITIGROUP INC COM 172967101 476 20241 CALL Sole CITIGROUP INC COM 172967101 861 15800 PUT Sole X CITIGROUP INC COM 172967101 665 4700 PUT Sole X CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 7099 7000000 PRN Sole X COACH INC COM 189754104 357 700 CALL Sole COCA COLA CO COM 191216100 1800 5000 CALL Sole COCA COLA CO COM 191216100 508 3500 PUT Sole X COCA COLA CO COM 191216100 252 600 PUT Sole X COCA COLA CO COM 191216100 901 2651 CALL Sole COLGATE PALMOLIVE CO COM 194162103 4800 7500 CALL Sole COLGATE PALMOLIVE CO COM 194162103 203 2323 PUT Sole X COLGATE PALMOLIVE CO COM 194162103 531 2500 CALL Sole COLGATE PALMOLIVE CO COM 194162103 383 900 PUT Sole X COLGATE PALMOLIVE CO COM 194162103 710 1000 PUT Sole X COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 21579 19000000 PRN Sole X COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 4296 531034 SH Sole X CONAGRA INC COM 205887102 330 6000 CALL Sole CONOCOPHILLIPS COM 20825C104 2125 50512 SH Sole X CONOCOPHILLIPS COM 20825C104 2556 1800 PUT Sole X CONSECO INC COM 208464883 3055 5765 PUT Sole X CONSECO INC COM 208464883 692 292100 SH Sole X CONSOL ENERGY INC COM 20854P109 1100 32377 SH Sole X CONSOL ENERGY INC COM 20854P109 461 750 PUT Sole X CONSTELLATION ENERGY GROUP COM 210371100 399 15000 SH Sole X SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 23944 1041500 SH Sole X SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 725 5000 CALL Sole SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 299 2100 PUT Sole X SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 223 1000 PUT Sole X SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 850 10000 PUT Sole X COSTCO WHOLESALE CORP COM 22160K105 2753 60141 SH Sole X COSTCO WHOLESALE CORP COM 22160K105 550 2000 PUT Sole X COVIDIEN LTD COM G2552X108 345 1291 CALL Sole CROWN CASTLE INTL CORP COM 228227104 375 10000 CALL Sole CSX CORP COM 126408103 1085 1750 CALL Sole CSX CORP COM 126408103 640 1600 CALL Sole CSX CORP COM 126408103 347 1100 CALL Sole CSX CORP COM 126408103 470 2000 CALL Sole CUMMINS INC COM 231021106 256 800 CALL Sole COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 17600 10000 PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 214 3500 CALL Sole COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 2495 3061 PUT Sole X CVS CAREMARK CORPORATION COM 126650100 250 1000 CALL Sole D R HORTON INC NOTE 2.000% 5/1 23331ABB4 22952 23888000 PRN Sole X DANAHER CORP COM 235851102 800 1250 CALL Sole DANAHER CORP COM 235851102 1040 1300 CALL Sole DANAHER CORP COM 235851102 1760 4000 CALL Sole DEERE & CO COM 244199105 600 1500 PUT Sole X DEERE & CO COM 244199105 3709 92842 SH Sole X DEERE & CO COM 244199105 508 700 PUT Sole X DELL INC COM 24702R101 3451 14000 CALL Sole DELL INC COM 24702R101 1220 10000 CALL Sole DELL INC COM 24702R101 1363 6886 CALL Sole DELL INC COM 24702R101 618 5000 CALL Sole DELL INC COM 24702R101 3050 10700 CALL Sole DELTA PETROLEUM CORP COM 247907207 4535 2349741 SH Sole X DIAMONDS TR UNIT SER 1 252787106 1455 10000 CALL Sole DU PONT E I DE NEMOURS & CO COM 263534109 2401 4250 CALL Sole DU PONT E I DE NEMOURS & CO COM 263534109 1825 4100 PUT Sole X DUNCAN ENERGY PARTNERS LP COM 265026104 581 35958 SH Sole X EBAY INC COM 278642103 3150 10000 CALL Sole EBAY INC COM 278642103 1088 5000 CALL Sole EBAY INC COM 278642103 1770 3470 CALL Sole EBAY INC COM 278642103 968 3000 CALL Sole EBAY INC COM 278642103 1098 6000 CALL Sole EBAY INC COM 278642103 920 10000 CALL Sole EBAY INC COM 278642103 220 1000 PUT Sole X EBAY INC COM 278642103 281 1000 CALL Sole EBAY INC COM 278642103 1727 750 PUT Sole X ELAN PLC ADR 284131208 12259 1924413 SH Sole X ELAN PLC ADR 284131208 480 2704 PUT Sole X ELECTRONIC ARTS INC COM 285512109 272 1099 CALL Sole ELECTRONIC ARTS INC COM 285512109 465 3000 CALL Sole LILLY ELI & CO COM 532457108 9081 262141 SH Sole X LILLY ELI & CO COM 532457108 3435 3000 PUT Sole X E M C CORP MASS NOTE 1.750%12/0 268648AK8 37835 36533000 PRN Sole X E M C CORP MASS NOTE 1.750%12/0 268648AM4 35730 35029000 PRN Sole X E M C CORP MASS COM 268648102 830 18250 CALL Sole ENCANA CORP COM 292505104 495 10000 SH Sole X ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 10013 12500000 PRN Sole X ENDO PHARMACEUTICALS HLDGS I COM 29264F205 3631 202621 SH Sole X ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 5949 9342000 PRN Sole X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 253 2500 CALL Sole SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1800 2500 PUT Sole X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 611 1500 PUT Sole X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 508 4750 CALL Sole SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 682 4500 PUT Sole X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1420 3400 CALL Sole SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1002 4000 CALL Sole SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 212 1000 CALL Sole SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 559 2500 PUT Sole X ENERSYS NOTE 3.375% 6/0 29275YAA0 5694 7089000 PRN Sole X EOG RESOURCES INC COM 26875P101 244 200 PUT Sole X EQUINIX INC NOTE 3.000%10/1 29444UAG1 12143 14963000 PRN Sole X ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 11822 12585000 PRN Sole X EXCO RESOURCES INC COM 269279402 258 20000 SH Sole X EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 11624 12500000 PRN Sole X EXPRESS SCRIPTS INC COM 302182100 351 2510 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 30994 443344 SH Sole X EXXON MOBIL CORPORATION COM 30231G102 1491 2800 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 9278 3000 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 389 2195 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 246 5600 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 484 1500 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 800 1300 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 426 2950 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 526 3518 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 373 5000 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 1325 4500 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 1725 9502 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 2258 5252 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 1518 500 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 216 13909 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 10063 5000 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 12525 5000 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 580 8113 CALL Sole EXXON MOBIL CORPORATION COM 30231G102 411 200 PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 255 100 PUT Sole X FEDEX CORP COM 31428X106 701 1310 CALL Sole FEDEX CORP COM 31428X106 1922 6100 CALL Sole FEDEX CORP COM 31428X106 290 2000 PUT Sole X FEDEX CORP COM 31428X106 550 2000 PUT Sole X FEDEX CORP COM 31428X106 207 100 CALL Sole FEDEX CORP COM 31428X106 1505 7000 CALL Sole FEDEX CORP COM 31428X106 209 100 CALL Sole FEDEX CORP COM 31428X106 265 220 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 225 1360 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 219 4700 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 371 2250 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 854 6300 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3419 24160 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 980 10000 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 563 5000 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 479 12950 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 618 14550 PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1410 30000 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 540 8500 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 838 20200 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2542 11500 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 418 4800 CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3075 10000 CALL Sole FOREST LABORATORIES INC COM 345838106 588 2500 CALL Sole FPL GROUP INC COM 302571104 830 1000 CALL Sole FEDERAL HOME LN MTG CORP COM 313400301 470 758662 SH Sole X FREEPORT-MCMORAN COPPER & GO COM 35671D857 1678 33494 SH Sole X FRONTIER OIL CORP COM 35914P105 356 2500 PUT Sole X GAMESTOP CORP CL A 36467W109 1630 74064 SH Sole X GAP INC COM 364760108 230 1532 CALL Sole GENERAL ELECTRIC CO COM 369604103 2690 2000 PUT Sole X GENERAL ELECTRIC CO COM 369604103 11100 6000 PUT Sole X GENERAL ELECTRIC CO COM 369604103 642 4502 PUT Sole X GENERAL ELECTRIC CO COM 369604103 259 3300 CALL Sole GENERAL ELECTRIC CO COM 369604103 428 9000 CALL Sole GENERAL ELECTRIC CO COM 369604103 1950 5000 PUT Sole X GENERAL ELECTRIC CO COM 369604103 5268 8600 PUT Sole X GENERAL ELECTRIC CO COM 369604103 285 5000 CALL Sole GENERAL MTRS CORP COM 370442105 4074 4300 PUT Sole X GENZYME CORP COM 372917104 263 752 CALL Sole GENZYME CORP COM 372917104 333 500 PUT Sole X GENZYME CORP COM 372917104 365 1490 CALL Sole GILEAD SCIENCES INC COM 375558103 386 750 CALL Sole GILEAD SCIENCES INC COM 375558103 240 600 CALL Sole GILEAD SCIENCES INC COM 375558103 848 4348 CALL Sole GLOBALOPTIONS GROUP INC COM NEW 37946D209 382 191066 SH Sole X GLOBALOPTIONS GROUP INC COM NEW 37946D209 6217 3108683 SH Sole X GLOBALSTAR INC NOTE 5.750% 4/0 378973AA9 623 1500000 PRN Sole X GOLD FIELDS LTD SPONSORED ADR 38059T106 635 11548 CALL Sole GOLDCORP INC COM 380956409 650 2000 CALL Sole GOLDCORP INC COM 380956409 913 2500 CALL Sole GOLDCORP INC COM 380956409 265 1000 PUT Sole X GOLDCORP INC COM 380956409 312 2600 CALL Sole GOLDCORP INC COM 380956409 5260 151354 SH Sole X GOLDEN STAR RESOURCES COM 38119T104 6990 3409579 SH Sole X GOLDMAN SACHS GROUP INC COM 38141G104 742 1020 CALL Sole GOLDMAN SACHS GROUP INC COM 38141G104 258 500 CALL Sole GOLDMAN SACHS GROUP INC COM 38141G104 219 150 PUT Sole X GOLDMAN SACHS GROUP INC COM 38141G104 219 122 CALL Sole GOLDMAN SACHS GROUP INC COM 38141G104 2750 1000 CALL Sole GREAT ATLANTIC & PAC TEA INC COM 390064103 472 111112 SH Sole X GREAT PLAINS ENERGY INC UNIT 06/15/2042 391164803 15986 280000 PRF PRF Sole X GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 5146 7000000 PRN Sole X HALLIBURTON CO COM 406216101 630 2000 PUT Sole X HALLIBURTON CO COM 406216101 234 3000 CALL Sole HALLIBURTON CO COM 406216101 1228 1250 PUT Sole X HARLEY-DAVIDSON INC COM 412822108 221 250 PUT Sole X HEALTH MGMT ASSOC INC CL A 421933102 14446 2924332 SH Sole X HECLA MINING CO COM 422704106 230 2000 CALL Sole HERCULES OFFSHORE INC COM 427093109 2171 548306 SH Sole X HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 21750 19100000 PRN Sole X HEWLETT PACKARD CO COM 428236103 1265 2200 CALL Sole HEWLETT PACKARD CO COM 428236103 240 6000 CALL Sole HEWLETT PACKARD CO COM 428236103 495 2200 PUT Sole X HEWLETT PACKARD CO COM 428236103 375 3000 CALL Sole HEWLETT PACKARD CO COM 428236103 1063 2500 CALL Sole HEWLETT PACKARD CO COM 428236103 1552 6400 CALL Sole HEWLETT PACKARD CO COM 428236103 225 2000 CALL Sole HEWLETT PACKARD CO COM 428236103 2275 5000 CALL Sole HEWLETT PACKARD CO COM 428236103 2225 5000 PUT Sole X HEINZ H J CO COM 423074103 662 18546 SH Sole X HEINZ H J CO COM 423074103 370 2000 CALL Sole HOLOGIC INC FRNT 2.000%12/1 436440AA9 14842 20927000 PRN Sole X HOME DEPOT INC COM 437076102 301 4568 CALL Sole HOME DEPOT INC COM 437076102 398 2000 PUT Sole X HOME DEPOT INC COM 437076102 907 4700 CALL Sole HOME DEPOT INC COM 437076102 1220 8271 CALL Sole HOME DEPOT INC COM 437076102 1129 3750 PUT Sole X HOME DEPOT INC COM 437076102 875 2500 PUT Sole X HOME DEPOT INC COM 437076102 442 4000 CALL Sole HOME DEPOT INC COM 437076102 338 5000 CALL Sole HSBC HLDGS PLC SPONSORED ADR 404280406 3925 4700 CALL Sole HSBC HLDGS PLC SPONSORED ADR 404280406 1069 4700 PUT Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 319 750 PUT Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 730 1000 CALL Sole HUMANA INC COM 444859102 1600 4000 CALL Sole HUNT J B TRANS SVCS INC COM 445658107 742 700 CALL Sole ILLINOIS TOOL WORKS INC COM 452308109 330 2200 PUT Sole X ILLINOIS TOOL WORKS INC COM 452308109 1280 3200 PUT Sole X ILLINOIS TOOL WORKS INC COM 452308109 235 1000 CALL Sole ILLINOIS TOOL WORKS INC COM 452308109 1989 5100 CALL Sole ILLINOIS TOOL WORKS INC COM 452308109 909 6730 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 16124 734252 SH Sole X SELECT SECT SPDR TR SBI INT-INDS 81369Y704 313 2500 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 200 2500 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 4641 23800 PUT Sole X SELECT SECT SPDR TR SBI INT-INDS 81369Y704 338 2500 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 591 5500 CALL Sole SELECT SECT SPDR TR SBI INT-INDS 81369Y704 1870 5500 PUT Sole X INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 10553 10100000 PRN Sole X INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 43735 32725000 PRN Sole X INSULET CORP COM 45784P101 752 97719 SH Sole X INTEL CORP COM 458140100 2902 23500 CALL Sole INTEL CORP COM 458140100 1398 12000 PUT Sole X INTEL CORP COM 458140100 519 6040 CALL Sole INTEL CORP COM 458140100 277 3600 PUT Sole X INTEL CORP COM 458140100 540 2500 CALL Sole INTEL CORP COM 458140100 230 1500 CALL Sole INTEL CORP COM 458140100 206 2000 CALL Sole INTEL CORP COM 458140100 960 6000 PUT Sole X INTEL CORP COM 458140100 1761 7000 CALL Sole INTERDIGITAL INC COM 45867G101 236 1500 CALL Sole INTERNATIONAL PAPER CO COM 460146103 968 64000 SH Sole X INTERNATIONAL BUSINESS MACHS COM 459200101 575 1000 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 1288 5000 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 1035 405 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 518 375 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 946 1100 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 347 1650 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 407 3700 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 3638 6800 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 1463 6804 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 1813 1250 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 2610 4500 CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 6994 19163 CALL Sole ISHARES TR TRANSP AVE IDX 464287192 345 1000 CALL Sole ISHARES TR TRANSP AVE IDX 464287192 427 1315 PUT Sole X ISHARES TR TRANSP AVE IDX 464287192 801 1444 PUT Sole X ISHARES TR TRANSP AVE IDX 464287192 445 500 PUT Sole X ISHARES TR TRANSP AVE IDX 464287192 5843 100390 SH Sole X ISHARES TR FTSE XNHUA IDX 464287184 2200 10000 PUT Sole X ISHARES TR FTSE XNHUA IDX 464287184 1600 5000 CALL Sole ISHARES TR FTSE XNHUA IDX 464287184 461 2250 CALL Sole ISHARES TR FTSE XNHUA IDX 464287184 2093 2250 PUT Sole X ISHARES INC MSCI BRAZIL 464286400 765 1500 PUT Sole X ISHARES TR MSCI EAFE IDX 464287465 488 7500 CALL Sole ISHARES TR MSCI EMERG MKT 464287234 1073 3000 CALL Sole ISHARES TR MSCI EMERG MKT 464287234 1088 3000 PUT Sole X ISHARES TR MSCI EMERG MKT 464287234 338 4000 PUT Sole X ISHARES TR MSCI EMERG MKT 464287234 850 20000 CALL Sole ISHARES TR MSCI EMERG MKT 464287234 695 2000 CALL Sole ISHARES TR MSCI EMERG MKT 464287234 650 2000 PUT Sole X ISHARES INC MSCI JAPAN 464286848 838 5000 CALL Sole ISHARES INC MSCI S KOREA 464286772 223 500 PUT Sole X ISHARES INC RUSSELL 2000 464287655 3788 5000 CALL Sole ISHARES INC RUSSELL 2000 464287655 1025 5000 PUT Sole X ISHARES INC RUSSELL 2000 464287655 426 1750 PUT Sole X ISHARES SILVER TRUST ISHARES 46428Q109 3534 264162 SH Sole X ISHARES SILVER TRUST ISHARES 46428Q109 754 4500 PUT Sole X ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 1701 1400000 PRN Sole X ITRON INC NOTE 2.500% 8/0 465741AJ5 3812 3435000 PRN Sole X ITT INDUSTRIES INC COM 450911102 460 1000 CALL Sole IVANHOE MINES LTD COM 46579N103 622 111091 SH Sole X PENNEY J C INC COM 708160106 1392 48469 SH Sole X JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 2430 3200000 PRN Sole X JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 8344 8000000 PRN Sole X JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 6256 6000000 PRN Sole X JOHNSON & JOHNSON COM 478160104 995 2428 CALL Sole JOHNSON & JOHNSON COM 478160104 205 1140 CALL Sole JOHNSON & JOHNSON COM 478160104 3019 14208 CALL Sole JOHNSON & JOHNSON COM 478160104 434 603 CALL Sole JOHNSON & JOHNSON COM 478160104 417 1263 CALL Sole JOHNSON CTLS INC UNIT 99/99/9999 478366602 43355 400000 PRF PRF Sole X JOHNSON CTLS INC NOTE 6.500% 9/3 478366AS6 40337 20000000 PRN Sole X JP MORGAN CHASE & CO COM 46625H100 1125 2000 CALL Sole JP MORGAN CHASE & CO COM 46625H100 1048 4000 CALL Sole JP MORGAN CHASE & CO COM 46625H100 1106 2500 CALL Sole JP MORGAN CHASE & CO COM 46625H100 1525 5000 CALL Sole JUNIPER NETWORKS INC COM 48203R104 1130 2000 CALL Sole KB HOME COM 48666K109 284 400 PUT Sole X KELLOGG CO COM 487836108 818 3000 CALL Sole KIMBERLY-CLARK CORP COM 494368103 380 1000 CALL Sole KIMBERLY-CLARK CORP COM 494368103 660 5500 CALL Sole KIMBERLY-CLARK CORP COM 494368103 1193 4500 CALL Sole KLA-TENCOR CORPORATION COM 482480100 633 5500 CALL Sole KOHLS CORP COM 500255104 870 2000 PUT Sole X KOHLS CORP COM 500255104 204 601 CALL Sole KOHLS CORP COM 500255104 900 3000 CALL Sole KOHLS CORP COM 500255104 594 2700 CALL Sole KOHLS CORP COM 500255104 1041 2001 PUT Sole X KOHLS CORP COM 500255104 1280 4000 CALL Sole KOHLS CORP COM 500255104 365 1350 PUT Sole X KRAFT FOODS INC CL A 50075N104 270 2000 CALL Sole KRAFT FOODS INC CL A 50075N104 231 1200 CALL Sole KRAFT FOODS INC CL A 50075N104 391 1980 PUT Sole X KRAFT FOODS INC CL A 50075N104 2205 7000 CALL Sole KROGER CO COM 501044101 258 11700 SH Sole X L-1 IDENTITY SOLUTIONS INC NOTE 3.750% 5/1 50212AAB2 6764 8484000 PRN Sole X L-1 IDENTITY SOLUTIONS INC COM 50212AAA4 4673 603734 SH Sole X LIFE TECHNOLOGIES CORP COM 53217V109 16648 399035 SH Sole X LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 24533 30557000 PRN Sole X LINCARE HOLDINGS INC COM 532791100 238 1000 PUT Sole X LINCARE HOLDINGS INC NOTE 2.750%11/0 532791AF7 2209 3000000 PRN Sole X LIVE NATION INC NOTE 2.875% 7/1 538034AB5 515 1000000 PRN Sole X LOWES COS INC COM 548661107 1642 84606 PUT Sole X MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 983 1500 CALL Sole MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 420 500 PUT Sole X MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 640 2000 CALL Sole MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2184 7800 CALL Sole MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1040 1000 CALL Sole MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 680 1000 PUT Sole X MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 10197 15400000 PRN Sole X MASTERCARD INC CL A 57636Q104 480 1500 CALL Sole MASTERCARD INC CL A 57636Q104 878 1500 PUT Sole X MASTERCARD INC CL A 57636Q104 1281 1400 CALL Sole SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 5617 217700 SH Sole X SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 675 5000 PUT Sole X MAXTOR CORP NOTE 2.375% 8/1 577729AE6 3892 4500000 PRN Sole X MCDONALDS CORP COM 580135101 1133 1500 PUT Sole X MCKESSON CORP COM 58155Q103 406 846 CALL Sole MCKESSON CORP COM 58155Q103 495 1598 CALL Sole MCMORAN EXPLORATION CO PFD MAND CNV 582411500 2082 40000 PRF PRF Sole X MCMORAN EXPLORATION CO COM 582411104 2207 370336 SH Sole X MEDICAL PROPERTIES TRUST INC COM 58463J304 1434 236254 SH Sole X MEDTRONIC INC COM 585055106 296 750 PUT Sole X MEDTRONIC INC COM 585055106 642 4012 CALL Sole MEDTRONIC INC COM 585055106 495 1500 CALL Sole MEDTRONIC INC COM 585055106 1176 2284 CALL Sole MEDTRONIC INC COM 585055106 1260 4000 CALL Sole MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 21182 28000000 PRN Sole X MICRON TECHNOLOGY INC NOTE 4.250%10/1 595112AJ2 21542 18470000 PRN Sole X MICROSOFT CORP COM 594918104 302 450 CALL Sole MICROSOFT CORP COM 594918104 13630 29000 CALL Sole MICROSOFT CORP COM 594918104 1041 17950 PUT Sole X MICROSOFT CORP COM 594918104 713 6450 PUT Sole X MICROSOFT CORP COM 594918104 4909 12750 CALL Sole MICROSOFT CORP COM 594918104 2760 8000 CALL Sole MICROSOFT CORP COM 594918104 270 5000 PUT Sole X MICROSOFT CORP COM 594918104 680 1000 CALL Sole MICROSOFT CORP COM 594918104 6000 12500 CALL Sole MICROSOFT CORP COM 594918104 2998 10500 CALL Sole MICROSOFT CORP COM 594918104 484 2500 CALL Sole MICROSOFT CORP COM 594918104 684 2500 CALL Sole MICROSOFT CORP COM 594918104 525 2500 CALL Sole MICROSOFT CORP COM 594918104 750 4250 CALL Sole MICROSOFT CORP COM 594918104 4880 16000 CALL Sole MICROSOFT CORP COM 594918104 7166 10500 PUT Sole X MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1658 500 PUT Sole X MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1847 50000 SH Sole X MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 4670 5775000 PRN Sole X MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 32894 30857000 PRN Sole X MONSANTO CO COM 61166W101 225 850 PUT Sole X MONSANTO CO COM 61166W101 554 900 PUT Sole X MONSANTO CO COM 61166W101 915 1500 CALL Sole MONSANTO CO COM 61166W101 631 2500 CALL Sole MONSANTO CO COM 61166W101 315 2100 CALL Sole MONSANTO CO COM 61166W101 255 3000 CALL Sole MONSANTO CO COM 61166W101 1020 1500 PUT Sole X MONSANTO CO COM 61166W101 1080 500 PUT Sole X MONSANTO CO COM 61166W101 1081 1010 PUT Sole X MONSANTO CO COM 61166W101 5162 69443 SH Sole X MORGAN STANLEY COM 617446448 1526 700 PUT Sole X MORGAN STANLEY COM 617446448 788 5000 CALL Sole MORGAN STANLEY COM 617446448 653 900 PUT Sole X MORGAN STANLEY COM 617446448 268 932 CALL Sole MORGAN STANLEY COM 617446448 1406 3750 PUT Sole X MASTEC INC NOTE 4.000% 6/1 576323AG4 12558 13000000 PRN Sole X MYLAN INC COM 628530107 808 5050 CALL Sole MYLAN INC COM 628530107 4629 354738 SH Sole X NASDAQ OMX GROUP INC NOTE 2.500% 8/1 631103AA6 25281 30929000 PRN Sole X NATIONAL RETAIL PROPERTIES I NOTE 5.125% 6/1 637417AC0 4513 5000000 PRN Sole X NEURALSTEM INC COM 64127R302 832 800000 SH Sole X NEWALLIANCE BANCSHARES INC COM 650203102 589 2980 PUT Sole X NEWALLIANCE BANCSHARES INC COM 650203102 1150 100000 SH Sole X NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 12705 9000000 PRN Sole X NEWMONT MINING CORP COM 651639106 204 750 PUT Sole X NEWMONT MINING CORP NOTE 1.250% 7/1 651639AJ5 64971 61671000 PRN Sole X NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 46825 41500000 PRN Sole X NIKE INC CL B 654106103 475 1900 CALL Sole NIKE INC CL B 654106103 279 300 PUT Sole X NOKIA CORP SPONSORED ADR 654902204 1823 125000 SH Sole X NORDSTROM INC COM 655664100 310 2000 PUT Sole X NORDSTROM INC COM 655664100 1044 4538 CALL Sole NORDSTROM INC COM 655664100 1932 4600 PUT Sole X NORDSTROM INC COM 655664100 561 2200 CALL Sole NORFOLK SOUTHERN CORP COM 655844108 230 1000 CALL Sole NORFOLK SOUTHERN CORP COM 655844108 326 2100 CALL Sole NORFOLK SOUTHERN CORP COM 655844108 272 800 PUT Sole X NORFOLK SOUTHERN CORP COM 655844108 632 1600 PUT Sole X NORFOLK SOUTHERN CORP COM 655844108 865 1900 PUT Sole X NORFOLK SOUTHERN CORP COM 655844108 980 2000 PUT Sole X NORFOLK SOUTHERN CORP COM 655844108 511 2690 CALL Sole NOVAGOLD RES INC NOTE 5.500% 5/0 66987EAA5 1756 3000000 PRN Sole X NOVAMED INC NOTE 1.000% 6/1 66986WAA6 731 1000000 PRN Sole X NOVELLUS SYSTEMS INC COM 670008101 315 3000 CALL Sole OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 392 300 CALL Sole OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 240 500 PUT Sole X OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 321 300 PUT Sole X OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 340 200 PUT Sole X OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 3712 38000 SH Sole X OLD REPUBLIC INTL CORP COM 680223104 7511 762556 SH Sole X OLD REPUBLIC INTL CORP NOTE 8.000% 5/1 680223AF1 14528 14250000 PRN Sole X OMNICARE INC DBCV 3.250%12/1 681904AL2 4929 7000000 PRN Sole X ORACLE CORPORATION COM 68389X105 669 1807 CALL Sole ORACLE CORPORATION COM 68389X105 575 2000 CALL Sole ORACLE CORPORATION COM 68389X105 500 5000 CALL Sole ORACLE CORPORATION COM 68389X105 4423 15250 CALL Sole ORACLE CORPORATION COM 68389X105 760 4750 PUT Sole X ORACLE CORPORATION COM 68389X105 240 1500 CALL Sole ORACLE CORPORATION COM 68389X105 413 1500 PUT Sole X ORACLE CORPORATION COM 68389X105 263 3500 CALL Sole OSI PHARMACEUTICALS INC SDCV 3.000% 1/1 671040AH6 515 650000 PRN Sole X PACCAR INC COM 693718108 424 527 PUT Sole X PARKER HANNIFIN CORP COM 701094104 1377 32058 SH Sole X PARKER HANNIFIN CORP COM 701094104 268 1700 PUT Sole X PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 13017 12800000 PRN Sole X PDL BIOPHARMA INC COM 69329Y104 1469 185985 SH Sole X PEPSICO INC COM 713448108 305 1936 CALL Sole PEPSICO INC COM 713448108 2050 5000 CALL Sole PEPSICO INC COM 713448108 265 1000 CALL Sole PEPSICO INC COM 713448108 240 2000 PUT Sole X PEPSICO INC COM 713448108 488 2500 PUT Sole X PEPSICO INC COM 713448108 2450 8100 PUT Sole X PEPSICO INC COM 713448108 1110 1500 CALL Sole PEPSICO INC COM 713448108 823 1630 CALL Sole PEPSICO INC COM 713448108 1705 6200 CALL Sole PEPSICO INC COM 713448108 500 5000 CALL Sole PERRIGO CO COM 714290103 800 2000 CALL Sole PERRIGO CO COM 714290103 260 2000 PUT Sole X PERRIGO CO COM 714290103 5383 193758 SH Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 5904 144062 SH Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 319 2500 CALL Sole PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 313 200 PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3913 2500 PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2807 1400 PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4980 2000 PUT Sole X PETROQUEST ENERGY INC COM 716748108 8256 2237524 SH Sole X PFIZER INC COM 717081103 769 2500 CALL Sole PFIZER INC COM 717081103 898 6800 CALL Sole PFIZER INC COM 717081103 367 2300 PUT Sole X PFIZER INC COM 717081103 3216 5900 PUT Sole X PFIZER INC COM 717081103 6431 428759 SH Sole X PFIZER INC COM 717081103 471 3000 PUT Sole X PFIZER INC COM 717081103 280 1000 PUT Sole X PHH CORP COM 693320202 13449 739747 SH Sole X PHILIP MORRIS INTL INC COM 718172109 17757 407078 SH Sole X PHILIP MORRIS INTL INC COM 718172109 850 5000 PUT Sole X PIONEER NATURAL RESOURCE NOTE 2.875% 1/1 723787AH0 8739 10000000 PRN Sole X POLYCOM INC COM 73172K104 1463 5000 CALL Sole POTASH CORP SASK INC COM 73755L107 365 2000 CALL Sole POTASH CORP SASK INC COM 73755L107 1212 1865 CALL Sole POTASH CORP SASK INC COM 73755L107 1033 765 PUT Sole X POTASH CORP SASK INC COM 73755L107 953 1191 PUT Sole X POTASH CORP SASK INC COM 73755L107 2864 3350 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1126 4400 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 5400 18000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 723 6000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 827 3000 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 4042 86000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 649 37097 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 565 2500 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 5272 49500 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 3537 54000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 220 2500 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2043 9000 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 5569 21500 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 393 2000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 15923 165000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1240 20000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1767 14250 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 565 3500 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1035 5000 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 3295 10000 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1328 3750 PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2982 21000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 294 4000 CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1896 9980 CALL Sole POWERWAVE TECHNOLOGIES INC COM 739363109 6607 4103702 SH Sole X PPG INDS INC COM 693506107 410 1300 PUT Sole X PPG INDS INC COM 693506107 353 750 CALL Sole PPG INDS INC COM 693506107 208 1300 CALL Sole PROCTER & GAMBLE CO COM 742718109 2147 12266 CALL Sole PROCTER & GAMBLE CO COM 742718109 851 2300 CALL Sole PROCTER & GAMBLE CO COM 742718109 578 11000 PUT Sole X PROCTER & GAMBLE CO COM 742718109 1000 2500 PUT Sole X PROLOGIS NOTE 1.875%11/1 743410AR3 5141 7000000 PRN Sole X PROLOGIS NOTE 2.625% 5/1 743410AS1 4013 5500000 PRN Sole X PRUDENTIAL FINANCIAL INC COM 744320102 329 1400 CALL Sole PULTE HOMES INC COM 745867101 385 1000 PUT Sole X QUALCOMM INC COM 747525103 13104 16800 CALL Sole QUALCOMM INC COM 747525103 4825 10000 CALL Sole QUALCOMM INC COM 747525103 600 1500 CALL Sole QUALCOMM INC COM 747525103 2769 5200 CALL Sole QUALCOMM INC COM 747525103 453 3500 CALL Sole QUALCOMM INC COM 747525103 333 1398 PUT Sole X QUALCOMM INC COM 747525103 7401 9550 CALL Sole QUALCOMM INC COM 747525103 534 800 CALL Sole QUALCOMM INC COM 747525103 1025 1000 CALL Sole QUALCOMM INC COM 747525103 7046 6140 CALL Sole RADISYS CORP COM 750459109 2064 228318 SH Sole X RADISYS CORP NOTE 2.750% 2/ 750459AE9 6800 8000000 PRN Sole X RANDGOLD RES LTD ADR 752344309 5715 4500 CALL Sole RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 4228 4425000 PRN Sole X REGIONS FINANCIAL CORP COM 7591EP100 4649 1150664 SH Sole X RESEARCH IN MOTION LTD COM 760975102 1577 950 PUT Sole X RETAIL HOLDRS TRUST COM 76127U101 5240 6850 PUT Sole X RETAIL HOLDRS TRUST COM 76127U101 256 1400 CALL Sole RETAIL HOLDRS TRUST COM 76127U101 3428 10232 CALL Sole RETAIL HOLDRS TRUST COM 76127U101 1240 2000 PUT Sole X RETAIL HOLDRS TRUST COM 76127U101 778 1010 CALL Sole RETAIL HOLDRS TRUST COM 76127U101 3404 10160 CALL Sole RETAIL HOLDRS TRUST COM 76127U101 476 7610 CALL Sole ROYAL GOLD INC COM 780287108 756 900 PUT Sole X ROYAL GOLD INC COM 780287108 3752 90000 SH Sole X SAKS INC COM 79377W108 3951 891950 SH Sole X SALESFORCE COM INC COM 79466L302 205 539 PUT Sole X SALESFORCE.COM INC COM 79466L302 441 11550 SH Sole X SANDISK CORP COM 80004C101 231 2500 PUT Sole X SANDISK CORP COM 80004C101 493 4673 CALL Sole SAP AG SPON ADR 803054204 234 800 CALL Sole SAP AG SPON ADR 803054204 300 800 PUT Sole X SAVIENT PHARMACEUTICALS INC COM 80517Q100 233 500 CALL Sole SAVIENT PHARMACEUTICALS INC COM 80517Q100 338 2250 CALL Sole SAVIENT PHARMACEUTICALS INC COM 80517Q100 1708 3559 CALL Sole SAVIENT PHARMACEUTICALS INC COM 80517Q100 205 640 CALL Sole SAVIENT PHARMACEUTICALS INC COM 80517Q100 1009 4923 CALL Sole SAVIENT PHARMACEUTICALS INC COM 80517Q100 1094 1520 CALL Sole SCHERING-PLOUGH CORP COM 806605101 206 1250 CALL Sole SCHERING-PLOUGH CORP COM 806605101 1528 2910 CALL Sole SCHERING-PLOUGH CORP COM 806605101 288 1000 CALL Sole SCHLUMBERGER LTD COM 806857108 7743 143098 SH Sole X SCHLUMBERGER LTD COM 806857108 245 1000 PUT Sole X SCHLUMBERGER LTD COM 806857108 822 1956 PUT Sole X SCHLUMBERGER LTD COM 806857108 205 1000 CALL Sole SCHLUMBERGER LTD COM 806857108 1643 900 PUT Sole X SCHLUMBERGER LTD COM 806857108 6738 2500 PUT Sole X SCHWAB CHARLES CORP COM 808513105 489 27900 SH Sole X SEAGATE TECHNOLOGY COM G7945J104 26853 2567247 SH Sole X SEARS HOLDINGS CORP COM 812350106 201 300 CALL Sole SEARS HOLDINGS CORP COM 812350106 200 1000 PUT Sole X SEARS HOLDINGS CORP COM 812350106 286 400 PUT Sole X SEARS HOLDINGS CORP COM 812350106 300 300 PUT Sole X SEARS HOLDINGS CORP COM 812350106 283 200 PUT Sole X SEMICONDUCTOR HOLDRS TRUST DEP RCPT 816636203 405 2500 CALL Sole SEMICONDUCTOR HOLDRS TRUST DEP RCPT 816636203 610 2350 CALL Sole SEMICONDUCTOR HOLDRS TRUST DEP RCPT 816636203 2243 15000 CALL Sole SEMICONDUCTOR HOLDRS TRUST DEP RCPT 816636203 1389 7050 CALL Sole SEMICONDUCTOR HOLDRS TRUST DEP RCPT 816636203 384 6500 PUT Sole X SEMICONDUCTOR HOLDRS TRUST DEP RCPT 816636203 396 2500 CALL Sole SEPRACOR INC COM 817315104 264 1089 CALL Sole SIRIUS XM RADIO INC COM 82967N108 920 2000 PUT Sole X SIRIUS XM RADIO INC COM 82967N108 1459 3392850 SH Sole X SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH5 11450 10000000 PRN Sole X SLM CORP COM 78442P106 25964 2528145 SH Sole X SLM CORP COM 78442P106 488 2500 CALL Sole SLM CORP COM 78442P106 982 3815 CALL Sole SLM CORP COM 78442P106 1127 4954 PUT Sole X SLM CORP COM 78442P106 1256 7500 CALL Sole SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 930 1050000 PRN Sole X SONOSITE INC NOTE 3.750% 7/1 83568GAA2 24379 28465000 PRN Sole X SPDR GOLD TRUST GOLD SHS 78463V107 668 3000 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 784 2750 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 774 4300 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 205 1000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 233 1000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 333 500 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 635 1000 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 458 500 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 985 1000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 321 3060 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 330 3000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 570 4000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 334 1500 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 384 2559 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 201 1101 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 550 2500 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 1575 6000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 720 2000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 830 2000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 1038 2500 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 4096 3290 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 1814 5998 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 1093 12853 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 463 500 CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 2610 2000 PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 190930 2093994 SH Sole X SPDR SERIES TRUST SPDR KBW BK ETF 78464A797 469 2500 CALL Sole SPDR SERIES TRUST SPDR KBW BK ETF 78464A797 756 2500 PUT Sole X SPDR TR UNIT SER 1 78462F103 1358 5000 CALL Sole SPDR TR UNIT SER 1 78462F103 308297 3352880 SH Sole X SPDR TR UNIT SER 1 78462F103 252 800 CALL Sole SPDR TR UNIT SER 1 78462F103 305 5000 CALL Sole SPDR TR UNIT SER 1 78462F103 1030 10000 CALL Sole SPDR TR UNIT SER 1 78462F103 203 500 PUT Sole X SPDR TR UNIT SER 1 78462F103 223 500 PUT Sole X SPDR TR UNIT SER 1 78462F103 827 11560 PUT Sole X SPRINT NEXTEL CORP COM SER 1 852061100 780 162200 SH Sole X ST JUDE MEDICAL INC COM 790849103 358 450 CALL Sole ST JUDE MEDICAL INC COM 790849103 2256 4800 CALL Sole ST JUDE MEDICAL INC COM 790849103 993 2684 CALL Sole ST JUDE MEDICAL INC COM 790849103 218 1500 CALL Sole STANDARD PACIFIC CORP NOTE 6.000%10/0 853763AA8 1240 2000000 PRN Sole X STARBUCKS CORP COM 855244109 588 2250 CALL Sole STATE STREET CORP COM 857477103 1280 1000 CALL Sole STEWART ENTERPRISES INC CL A 860370105 6151 1276111 SH Sole X STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 11126 10200000 PRN Sole X SUNOCO INC COM 86764P109 1800 2500 PUT Sole X SUNOCO INC COM 86764P109 5221 225034 SH Sole X SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 6845 6000000 PRN Sole X SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 5057 5000000 PRN Sole X SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 11682 11719000 PRN Sole X SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 9376 8000000 PRN Sole X T ROWE PRICE GROUP INC COM 74144T108 365 1000 PUT Sole X TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 285 6000 CALL Sole TARGET CORP COM 87612E106 440 1500 CALL Sole TARGET CORP COM 87612E106 650 2000 PUT Sole X TARGET CORP COM 87612E106 533 1500 CALL Sole TARGET CORP COM 87612E106 917 4700 CALL Sole SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 710 2000 CALL Sole TENET HEALTHCARE CORP COM 88033G100 2551 904449 SH Sole X TERADYNE INC NOTE 4.500% 3/1 880770AE2 36168 25105000 PRN Sole X TEVA PHARMACEUTICAL INDS LTD ADR 881624209 854 5600 CALL Sole TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1146 4093 CALL Sole TEVA PHARMACEUTICAL INDS LTD ADR 881624209 594 3655 CALL Sole TEREX CORP NOTE 4.000% 6/0 880779AV5 15127 15500000 PRN Sole X TEXAS INSTRUMENTS INC COM 882508104 720 4000 PUT Sole X TEXAS INSTRUMENTS INC COM 882508104 2520 6000 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 1937 6300 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 1337 5583 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 1089 6000 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 563 5000 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 1351 11500 PUT Sole X TEXAS INSTRUMENTS INC COM 882508104 385 1000 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 412 900 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 2930 10000 CALL Sole TEXAS INSTRUMENTS INC COM 882508104 1271 7500 CALL Sole TEXTRON INC NOTE 4.500% 5/0 883203BN0 29293 29000000 PRN Sole X THERAVANCE INC NOTE 3.000% 1/1 88338TAA2 2186 3000000 PRN Sole X TIME WARNER CABLE COM 88732J207 1324 4000 CALL Sole TOLL BROTHERS INC COM 889478103 438 2500 PUT Sole X TOLL BROTHERS INC COM 889478103 1469 86551 SH Sole X TOYOTA MOTOR CORP SP ADR REP2COM 892331307 975 1000 PUT Sole X TOYOTA MOTOR CORP SP ADR REP2COM 892331307 5820 77051 SH Sole X TRANSOCEAN LTD REG SHS H8817H100 230 1000 CALL Sole TRANSOCEAN LTD REG SHS H8817H100 810 1000 PUT Sole X TRANSOCEAN LTD REG SHS H8817H100 625 2500 CALL Sole TRANSOCEAN LTD REG SHS H8817H100 542 1275 CALL Sole TRINA SOLAR LIMITED NOTE 4.000% 7/1 89628EAA2 3665 4300000 PRN Sole X TRINA SOLAR LIMITED SPON ADR 89628E104 2507 97800 SH Sole X TRINITY INDUSTRIES INC COM 896522109 3969 291395 SH Sole X TRINITY INDUSTRIES INC NOTE 3.875% 6/0 896522AF6 13522 24800000 PRN Sole X TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 11881 16400000 PRN Sole X TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 10856 10000000 PRN Sole X TYCO INTERNATIONAL LTD COM 010038348 218 1000 PUT Sole X TYCO INTERNATIONAL LTD COM 010038348 270 2000 CALL Sole TYSON FOODS INC NOTE 3.250%10/1 902494AP8 11045 11000000 PRN Sole X TYSON FOODS INC CL A 902494103 3083 244500 SH Sole X UAL CORP COM 902549807 201 62965 SH Sole X UAL CORP COM 902549807 435 1000 PUT Sole X UNION PACIFIC CORP COM 907818108 590 1000 CALL Sole UNION PACIFIC CORP COM 907818108 674 2694 PUT Sole X UNION PACIFIC CORP COM 907818108 1650 2500 CALL Sole UNION PACIFIC CORP COM 907818108 387 900 PUT Sole X UNION PACIFIC CORP COM 907818108 423 900 PUT Sole X UNION PACIFIC CORP COM 907818108 462 2200 CALL Sole UNION PACIFIC CORP COM 907818108 1250 2500 PUT Sole X UNION PACIFIC CORP COM 907818108 2226 5300 CALL Sole UNION PACIFIC CORP COM 907818108 1533 2100 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 612 600 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 588 2500 CALL Sole UNITED PARCEL SERVICE INC CL B 911312106 825 2500 CALL Sole UNITED PARCEL SERVICE INC CL B 911312106 1209 9300 CALL Sole UNITED PARCEL SERVICE INC CL B 911312106 1875 5000 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 1360 2000 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 255 2000 CALL Sole UNITED PARCEL SERVICE INC CL B 911312106 572 4400 PUT Sole X UNITED PARCEL SERVICE INC CL B 911312106 3443 6750 PUT Sole X UNITED STATES OIL FUND LP UNITS 91232N108 2363 2500 CALL Sole UNITED STATES OIL FUND LP UNITS 91232N108 419 1250 PUT Sole X UNITED TECHNOLOGIES CORP COM 913017109 391 1100 PUT Sole X UNITED TECHNOLOGIES CORP COM 913017109 466 2700 PUT Sole X UNITED TECHNOLOGIES CORP COM 913017109 1052 10020 CALL Sole UNITED TECHNOLOGIES CORP COM 913017109 435 1000 PUT Sole X UNITED TECHNOLOGIES CORP COM 913017109 3550 7100 CALL Sole UNUM GROUP COM 91529Y106 1622 102300 SH Sole X US AIRWAYS GROUP INC NOTE 7.250% 5/1 911905AC1 4203 6000000 PRN Sole X US BANCORP DEL COM 902973304 540 3000 CALL Sole US BANCORP DEL COM 902973304 302 1750 CALL Sole US NATURAL GAS FUND LP UNIT 912318102 5645 407021 SH Sole X UNITED STATES STL CORP NOTE 4.000% 5/1 912909AE8 37310 28500000 PRN Sole X USEC INC NOTE 3.000%10/0 90333EAC2 16172 25364000 PRN Sole X SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 312 2900 CALL Sole SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1196 7250 CALL Sole SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 210 1000 CALL Sole VERENIUM CORP NOTE 5.500% 4/0 255064AA5 791 4000000 PRN Sole X VERISIGN INC COM 92343E102 553 3250 PUT Sole X VERISIGN INC SDCV 3.250% 8/1 92343EAD4 23515 35250000 PRN Sole X VERIZON COMMUNICATIONS INC COM 92343V104 6438 209500 SH Sole X VERIZON COMMUNICATIONS INC COM 92343V104 609 2500 CALL Sole VERIZON COMMUNICATIONS INC COM 92343V104 200 3100 CALL Sole VERIZON COMMUNICATIONS INC COM 92343V104 205 2400 CALL Sole VERTEX PHARMACEUTICALS INC COM 92532F100 1221 33943 SH Sole X VERTEX PHARMACEUTICALS INC COM 92532F100 553 500 CALL Sole VERTEX PHARMACEUTICALS INC COM 92532F100 251 361 CALL Sole VIROPHARMA INC COM 928241108 14104 2378436 SH Sole X VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 7887 14245000 PRN Sole X VISA INC COM CL A 92826C839 531 2500 CALL Sole VISA INC COM CL A 92826C839 525 5000 CALL Sole VISA INC COM CL A 92826C839 780 12000 CALL Sole VISA INC COM CL A 92826C839 758 3000 PUT Sole X VISA INC COM CL A 92826C839 593 534 CALL Sole VISA INC COM CL A 92826C839 4325 5000 PUT Sole X VISA INC COM CL A 92826C839 2675 10000 CALL Sole WALGREEN CO COM 931422109 782 26595 SH Sole X WAL MART STORES INC COM 931142103 2025 2500 PUT Sole X WAL MART STORES INC COM 931142103 756 3116 CALL Sole WAL MART STORES INC COM 931142103 928 750 PUT Sole X WAL MART STORES INC COM 931142103 1406 11340 CALL Sole WAL MART STORES INC COM 931142103 615 2000 PUT Sole X WAL MART STORES INC COM 931142103 740 14100 CALL Sole WAL MART STORES INC COM 931142103 1073 2200 PUT Sole X WELLCARE GROUP INC COM 94946T106 997 1133 CALL Sole WELLCARE GROUP INC COM 94946T106 4565 246888 SH Sole X WELLPOINT INC (NC) COM 94973V107 273 606 PUT Sole X WELLPOINT INC (NC) COM 94973V107 580 500 CALL Sole WELLPOINT INC (NC) COM 94973V107 239 673 PUT Sole X WELLS FARGO & COMPANY COM 949746101 925 5000 CALL Sole WELLS FARGO & COMPANY COM 949746101 588 4700 CALL Sole WELLS FARGO & COMPANY COM 949746101 3800 5000 PUT Sole X WELLS FARGO & COMPANY COM 949746101 638 2500 CALL Sole WELLS FARGO & COMPANY COM 949746101 995 1000 CALL Sole WELLS FARGO & COMPANY COM 949746101 2844 6250 CALL Sole WELLS FARGO & COMPANY COM 949746101 2800 5000 CALL Sole WELLS FARGO & COMPANY COM 949746101 2392 2300 CALL Sole WELLS FARGO & COMPANY COM 949746101 840 1000 CALL Sole WELLS FARGO & COMPANY COM 949746101 1587 2300 CALL Sole WHIRLPOOL CORP COM 963320106 222 400 PUT Sole X WHIRLPOOL CORP COM 963320106 368 400 PUT Sole X WHOLE FOODS MARKET INC COM 966837106 278 14643 SH Sole X GREATBATCH SDCV 2.250% 6/1 39153LAB2 12041 14400000 PRN Sole X WRIGHT MEDICAL GROUP INC NOTE 2.625%12/0 98235TAA5 14357 19000000 PRN Sole X WYETH COM 983024100 815 3624 CALL Sole WYETH COM 983024100 15817 348472 SH Sole X WYNDHAM WORLDWIDE NOTE 3.500% 5/0 US98310WAC29 8878 8000000 PRN Sole X XILINX INC COM 983919101 1000 6250 CALL Sole XILINX INC DBCV 3.125% 3/1 983919AD3 26102 35172000 PRN Sole X YAHOO! INC COM 984332106 315 3000 CALL Sole YAHOO! INC COM 984332106 808 8500 CALL Sole ZIMMER HOLDINGS INC COM 98956P102 11081 260125 SH Sole X ZIMMER HOLDINGS INC COM 98956P102 207 1451 CALL Sole ZIMMER HOLDINGS INC COM 98956P102 525 1250 PUT Sole X
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