0001193125-11-185031.txt : 20110708 0001193125-11-185031.hdr.sgml : 20110708 20110708164635 ACCESSION NUMBER: 0001193125-11-185031 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110708 DATE AS OF CHANGE: 20110708 EFFECTIVENESS DATE: 20110708 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OZ MANAGEMENT LP CENTRAL INDEX KEY: 0001054587 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-06663 FILM NUMBER: 11959702 BUSINESS ADDRESS: STREET 1: 9 WEST 57TH STREET, 39TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2127900165 MAIL ADDRESS: STREET 1: 9 WEST 57TH STREET, 39TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: OZ MANAGEMENT LLC DATE OF NAME CHANGE: 19980204 13F-HR/A 1 d13fhra.txt AMENDMENT NO. 1 TO FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2011 Check here if Amendment [X]; Amendment No.: 1 ----- This Amendment (Check only one.): [X] is a restatement. [_] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: OZ Management LP Address: 9 West 57th Street 39th Floor New York, New York 10019 13F File Number: 28-06663 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: Daniel S. Och Title: Chief Executive Officer Phone: 212-790-0000 /s/ Daniel S. Och New York, New York Dated: July 8, 2011 --------------------------------- Daniel S. Och Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [_] 13F NOTICE. [_] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager NONE I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 622 Form 13F Information Table Value Total: $19,047,323 (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. List of Other Included Managers 1. 28 -13627 OZ Management II LP NAME: OZ MANAGEMENT LP MANAGER CIK: 0001054587 13F REPORT FOR THE QUARTER ENDED: MARCH 31, 2011 13F FILE NUMBER: 28-06663

(8) (6) (7) (8) VOTING (5) SHRS/ SH/ PUT/ INVESTMENT OTHER VOTING AUTH (1) NAME (2) TITLE (3) CUSIP (4) VALUE PRN/AMT PRN CALL DISCRETION MNGRs AUTH SOLE SHARED -------- -------------- --------- ---------- ----------- --- ---- ---------- ----- --------- ------- AFLAC INC COM 001055102 2641 50,035 SH SOLE 50035 0 AFLAC INC COM 001055102 6972 132,100 SH CALL SOLE 132100 0 AFLAC INC COM 001055102 19080 361,500 SH PUT SOLE 361500 0 AMR CORP COM 001765106 2646 409,531 SH DEFINED 1 378605 30926 AMR CORP COM 001765106 15036 2,327,500 SH CALL DEFINED 1 2157500 170000 AT&T INC COM 00206R102 78129 2,552,400 SH CALL SOLE 2552400 0 AT&T INC COM 00206R102 103572 3,383,600 SH PUT SOLE 3383600 0 ATP OIL & GAS CORP COM 00208J108 6520 360,000 SH SOLE 360000 0 ATP OIL & GAS CORP COM 00208J108 6536 360,900 SH PUT SOLE 360900 0 ABBOTT LABS COM 002824100 42507 866,600 SH CALL SOLE 866600 0 ABBOTT LABS COM 002824100 48775 994,400 SH PUT SOLE 994400 0 ACME PACKET INC COM 004764106 28826 406,232 SH DEFINED 1 377546 28686 ADVANCED MICRO DEVICES INC 5.750% 8/1 NOTE 5.78% 007903AN7 21346 20,500,000 PRN DEFINED 1 20000000 500000 AIR PRODS & CHEMS INC COM 009158106 974 10,800 SH CALL SOLE 10800 0 AIR PRODS & CHEMS INC COM 009158106 6006 66,600 SH PUT SOLE 66600 0 ALBEMARLE CORP COM 012653101 29501 493,576 SH DEFINED 1 458448 35128 ALCOA INC COM 013817101 5678 321,500 SH PUT DEFINED 1 284800 36700 ALLERGAN INC COM 018490102 306 4,302 SH SOLE 4302 0 ALLERGAN INC COM 018490102 2180 30,700 SH CALL SOLE 30700 0 ALLERGAN INC COM 018490102 7954 112,000 SH PUT SOLE 112000 0 ALLSTATE CORP COM 020002101 97974 3,082,895 SH DEFINED 1 2858925 223970 ALLSTATE CORP COM 020002101 10097 317,700 SH CALL DEFINED 1 298600 19100 ALPHA NATURAL RESOURCES INC COM 02076X102 41636 701,300 SH DEFINED 1 682082 19218 ALPHA NATURAL RESOURCES INC COM 02076X102 13881 233,800 SH CALL SOLE 233800 0 ALPHA NATURAL RESOURCES INC COM 02076X102 37385 629,700 SH PUT DEFINED 1 622900 6800 ALTERA CORP COM 021441100 24283 551,646 SH DEFINED 1 512385 39261 ALTRIA GROUP INC COM 02209S103 18265 701,700 SH CALL SOLE 701700 0 ALTRIA GROUP INC COM 02209S103 18559 713,000 SH PUT SOLE 713000 0 AMAZON COM INC COM 023135106 3296 18,300 SH CALL SOLE 18300 0 AMAZON COM INC COM 023135106 71169 395,100 SH PUT SOLE 395100 0

AMERICAN CAPITAL AGENCY CORP COM 02503X105 490 16,800 SH CALL SOLE 16800 0 AMERICAN ELEC PWR INC COM 025537101 2182 62,100 SH CALL SOLE 62100 0 AMERICAN ELEC PWR INC COM 025537101 453 12,900 SH PUT SOLE 12900 0 AMERICAN EXPRESS CO COM 025816109 15225 336,829 SH SOLE 336829 0 AMERICAN EXPRESS CO COM 025816109 20557 454,800 SH CALL SOLE 454800 0 AMERICAN EXPRESS CO COM 025816109 44527 985,100 SH PUT SOLE 985100 0 AMERICAN INTL GROUP INC COM 026874784 16382 466,200 SH SOLE 466200 0 AMERICAN INTL GROUP INC COM 026874784 13051 371,400 SH PUT SOLE 371400 0 AMERICAN TOWER CORP CL A 029912201 1172 22,618 SH SOLE 22618 0 AMERICAN TOWER CORP CL A 029912201 5094 98,300 SH CALL SOLE 98300 0 AMERICAN TOWER CORP CL A 029912201 14473 279,300 SH PUT SOLE 279300 0 AMERIPRISE FINL INC COM 03076C106 78105 1,278,735 SH DEFINED 1 1186576 92159 AMGEN INC COM 031162100 8638 161,608 SH DEFINED 1 155412 6196 AMGEN INC COM 031162100 22663 424,000 SH CALL SOLE 424000 0 AMGEN INC COM 031162100 38473 719,800 SH PUT DEFINED 1 713400 6400 ANADARKO PETE CORP COM 032511107 5358 65,400 SH CALL SOLE 65400 0 ANADARKO PETE CORP COM 032511107 46662 569,600 SH PUT SOLE 569600 0 ANNALY CAP MGMT INC COM 035710409 16000 916,900 SH PUT DEFINED 1 879100 37800 APACHE CORP COM 037411105 51035 389,822 SH DEFINED 1 366509 23313 APACHE CORP COM 037411105 17425 133,100 SH CALL SOLE 133100 0 APACHE CORP COM 037411105 44094 336,800 SH PUT SOLE 336800 0 APPLE INC COM 037833100 109292 313,600 SH CALL SOLE 313600 0 APPLE INC COM 037833100 320836 920,600 SH PUT SOLE 920600 0 APPLIED MATLS INC COM 038222105 2565 164,200 SH CALL SOLE 164200 0 APPLIED MATLS INC COM 038222105 6223 398,400 SH PUT SOLE 398400 0 ARCHER DANIELS MIDLAND CO COM 039483102 14055 390,300 SH CALL SOLE 390300 0 ARCHER DANIELS MIDLAND CO COM 039483102 7407 205,700 SH PUT SOLE 205700 0 ARCHIPELAGO LEARNING INC COM 03956P102 9425 1,102,316 SH DEFINED 1 1022942 79374 ARVINMERITOR INC FRNT 043353AF8 3811 3,375,000 SH DEFINED 1 3162000 213000 ASTRAZENECA PLC SPONSORED ADR SPONSORED ADR 046353108 6180 134,000 SH CALL SOLE 134000 0 ATHEROS COMMUNICATIONS INC COM 04743P108 26056 583,433 SH DEFINED 1 543478 39955 AUTOMATIC DATA PROCESSING IN COM 053015103 7502 146,200 SH CALL SOLE 146200 0 AUTOMATIC DATA PROCESSING IN COM 053015103 11565 225,400 SH PUT SOLE 225400 0 AVIS BUDGET GROUP NOTE 3.5% 053774AB1 89820 67,670,000 PRN DEFINED 1 62762000 4908000 BB&T CORP COM 054937107 1088 39,628 SH SOLE 39628 0 BB&T CORP COM 054937107 2522 91,900 SH CALL SOLE 91900 0 BB&T CORP COM 054937107 10957 399,300 SH PUT SOLE 399300 0 BP PLC SPONSORED SPON ADR 055622104 45865 1,039,075 SH DEFINED 1 977084 61991 BP PLC SPONSORED SPON ADR 055622104 76799 1,739,900 SH CALL DEFINED 1 1639300 100600 BABCOCK & WILCOX CO COM 05615F102 7157 214,402 SH DEFINED 1 198519 15883 BAKER HUGHES INC COM 057224107 9032 123,000 SH CALL SOLE 123000 0 BAKER HUGHES INC COM 057224107 22073 300,600 SH PUT SOLE 300600 0 BANK OF AMERICA CORPORATION COM 060505104 5219 391,500 SH SOLE 391500 0 BANK OF AMERICA CORPORATION COM 060505104 60053 4,505,100 SH CALL SOLE 4505100 0 BANK OF AMERICA CORPORATION COM 060505104 100276 7,522,600 SH PUT DEFINED 1 7437600 85000 BANK OF NEW YORK MELLON CORP COM 064058100 1399 46,827 SH SOLE 46827 0 BANK OF NEW YORK MELLON CORP COM 064058100 16476 551,600 SH CALL SOLE 551600 0 BANK OF NEW YORK MELLON CORP COM 064058100 10320 345,500 SH PUT SOLE 345500 0 BAXTER INTL INC COM 071813109 16330 303,700 SH CALL SOLE 303700 0 BAXTER INTL INC COM 071813109 23266 432,700 SH PUT SOLE 432700 0 BE AEROSPACE INC COM 073302101 61955 1,743,730 SH DEFINED 1 1618054 125676 BECTON DICKINSON & CO COM 075887109 251 3,152 SH SOLE 3152 0 BECTON DICKINSON & CO COM 075887109 2325 29,200 SH CALL SOLE 29200 0 BECTON DICKINSON & CO COM 075887109 5597 70,300 SH PUT SOLE 70300 0 BERKSHIRE HATHAWAY INC CL B 084670702 74171 886,900 SH CALL SOLE 886900 0 BERKSHIRE HATHAWAY INC CL B 084670702 149865 1,792,000 SH PUT SOLE 1792000 0 BEST BUY INC COM 086516101 13929 485,000 SH CALL DEFINED 1 468600 16400 BLACKROCK INC COM 09247X101 59345 295,236 SH DEFINED 1 278645 16591 BLACKROCK INC COM 09247X101 93450 464,900 SH PUT DEFINED 1 431500 33400 BOEING CO COM 097023105 4628 62,605 SH DEFINED 1 58453 4152 BOEING CO COM 097023105 25646 346,900 SH CALL SOLE 346900 0 BOEING CO COM 097023105 45563 616,300 SH PUT SOLE 616300 0 BORGWARNER INC 3.500% 4/1 NOTE 3.5% 099724AF3 131805 53,886,000 PRN DEFINED 1 50011000 3875000 BOSTON SCIENTIFIC CORP COM 101137107 2090 290,622 SH DEFINED 1 269676 20946 BOULDER TOTAL RETURN FD INC COM 101541100 9661 576,457 SH SOLE 576457 0 BRISTOL MYERS SQUIBB CO COM 110122108 5038 190,605 SH SOLE 190605 0 BRISTOL MYERS SQUIBB CO COM 110122108 17605 666,100 SH CALL SOLE 666100 0 BRISTOL MYERS SQUIBB CO COM 110122108 21842 826,400 SH PUT SOLE 826400 0 BROADCOM CORP CL A 111320107 9136 232,001 SH SOLE 232001 0 BROADCOM CORP CL A 111320107 4804 122,000 SH CALL SOLE 122000 0 BROADCOM CORP CL A 111320107 11534 292,900 SH PUT SOLE 292900 0 CF INDS HLDGS INC COM 125269100 57246 418,495 SH DEFINED 1 388333 30162 CIT GROUP INC COM 125581801 4976 116,951 SH DEFINED 1 108065 8886 CKX INC COM 12562M106 15610 3,699,142 SH DEFINED 1 3627107 72035 CME GROUP INC COM 12572Q105 1057 3,505 SH SOLE 3505 0 CMS ENERGY CORP 2.875%12/0 NOTE 2.875% 125896AW0 22673 14,897,000 PRN DEFINED 1 13790000 1107000 CSX CORP COM 126408103 41922 533,361 SH DEFINED 1 491303 42058 CSX CORP COM 126408103 6642 84,500 SH CALL SOLE 84500 0 CSX CORP COM 126408103 18455 234,800 SH PUT SOLE 234800 0 CVS CAREMARK CORPORATION COM 126650100 39334 1,146,100 SH CALL DEFINED 1 1128000 18100 CVS CAREMARK CORPORATION COM 126650100 14119 411,400 SH PUT SOLE 411400 0 CAMERON INTERNATIONAL CORP NOTE 2.500% 13342BAB1 43614 27,000,000 PRN DEFINED 1 25334000 1666000 CAPITAL ONE FINL CORP COM 14040H105 1095 21,071 SH SOLE 21071 0 CAPITAL ONE FINL CORP COM 14040H105 6505 125,200 SH CALL SOLE 125200 0 CAPITAL ONE FINL CORP COM 14040H105 16222 312,200 SH PUT SOLE 312200 0 CAREFUSION CORP COM 14170T101 49495 1,755,139 SH DEFINED 1 1622595 132544 CARNIVAL CORP PAIRED CTF 143658300 1383 36,048 SH SOLE 36048 0 CARNIVAL CORP PAIRED CTF 143658300 2704 70,500 SH CALL SOLE 70500 0 CARNIVAL CORP PAIRED CTF 143658300 6586 171,700 SH PUT SOLE 171700 0 CATERPILLAR INC DEL COM 149123101 28951 260,000 SH CALL SOLE 260000 0 CATERPILLAR INC DEL COM 149123101 76531 687,300 SH PUT SOLE 687300 0 CAVIUM NETWORKS INC COM 14965A101 21937 488,245 SH DEFINED 1 453055 35190 CELGENE CORP COM 151020104 11768 204,400 SH CALL SOLE 204400 0 CELGENE CORP COM 151020104 20750 360,400 SH PUT SOLE 360400 0 CEMEX SAB DE CV SPON ADR 151290889 9382 1,050,585 SH DEFINED 1 1005431 45154 CEMEX SAB DE CV SPON ADR 151290889 11631 1,302,500 SH PUT DEFINED 1 1205500 97000 CENTERPOINT ENERGY INC COM 15189T107 35914 2,045,191 SH DEFINED 1 1890650 154541 CEPHALON INC COM 156708109 25487 335,000 SH PUT DEFINED 1 262900 72100 CEPHALON INC 2.000% 6/0 NOTE 2.00% 156708AP4 124190 74,550,000 PRN DEFINED 1 71550000 3000000 CHESAPEAKE ENERGY CORP COM 165167107 3345 99,800 SH CALL SOLE 99800 0 CHESAPEAKE ENERGY CORP COM 165167107 5169 154,200 SH PUT SOLE 154200 0 CHEVRON CORP COM 166764100 96440 897,200 SH CALL SOLE 897200 0 CHEVRON CORP COM 166764100 205542 1,912,200 SH PUT SOLE 1912200 0 CHINA GREEN AGRICULTURE INC COM 16943W105 104 15,000 SH SOLE 15000 0 CHINA GREEN AGRICULTURE INC COM 16943W105 104 15,000 SH PUT SOLE 15000 0 CHINA UNICOM (HONG KONG) LTD SPON ADR 16945R104 5845 352,108 SH SOLE 352108 0 CHINA MED TECHNOLOGIES INC SPON ADR 169483104 989 84,976 SH DEFINED 1 78503 6473 CHINA MED TECHNOLOGIES INC SPON ADR 169483104 3492 300,000 SH PUT DEFINED 1 270000 30000 CHINA MED TECHNOLOGIES INC 4.000% 8/1 NOTE 4.000% 169483AC8 6201 6,980,000 PRN DEFINED 1 6509000 471000 CHIQUITA BRANDS INTL INC COM 170032809 20494 1,336,000 SH PUT DEFINED 1 1297600 38400 CHIQUITA BRANDS INTL INC 4.250% 8/1 NOTE 4.250% 170032AT3 13862 13,338,000 PRN DEFINED 1 12972000 366000 CHUBB CORP COM 171232101 425 6,930 SH SOLE 6930 0 CHUBB CORP COM 171232101 956 15,600 SH CALL SOLE 15600 0 CHUBB CORP COM 171232101 2397 39,100 SH PUT SOLE 39100 0 CIENA CORP COM 171779309 26604 1,025,600 SH PUT DEFINED 1 990900 34700 CISCO SYS INC COM 17275R102 10490 611,688 SH DEFINED 1 586464 25224 CISCO SYS INC COM 17275R102 59058 3,443,600 SH CALL SOLE 3443600 0 CISCO SYS INC COM 17275R102 34372 2,004,200 SH PUT SOLE 2004200 0 CITIGROUP INC COM 172967101 91228 20,639,774 SH DEFINED 1 20007600 632174 CITIGROUP INC COM 172967101 81149 18,359,400 SH CALL DEFINED 1 18116800 242600 CITIGROUP INC COM 172967101 59237 13,402,000 SH PUT SOLE 13402000 0 CITRIX SYS INC COM 177376100 31091 423,243 SH DEFINED 1 392263 30980 CNINSURE INC SPON ADR 18976M103 342 26,400 SH SOLE 26400 0 CNINSURE INC SPON ADR 18976M103 171 13,200 SH PUT SOLE 13200 0 COCA COLA CO COM 191216100 71150 1,072,500 SH CALL SOLE 1072500 0 COCA COLA CO COM 191216100 125064 1,885,200 SH PUT SOLE 1885200 0 COCA COLA ENTERPRISES INC COM 19122T109 164343 6,019,908 SH DEFINED 1 5728792 291116 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4330 53,200 SH CALL SOLE 53200 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 14717 180,800 SH PUT SOLE 180800 0 COINSTAR INC COM 19259P300 10947 238,400 SH SOLE 238400 0 COINSTAR INC COM 19259P300 10947 238,400 SH PUT SOLE 238400 0 COLGATE PALMOLIVE CO COM COM 194162103 20343 251,900 SH CALL SOLE 251900 0 COLGATE PALMOLIVE CO COM COM 194162103 23493 290,900 SH PUT SOLE 290900 0 COLONY FINL INC COM 19624R106 6591 350,000 SH DEFINED 1 330851 19149 COMCAST CORP COM 20030N101 32203 1,302,700 SH CALL SOLE 1302700 0 COMCAST CORP COM 20030N101 25721 1,040,500 SH PUT SOLE 1040500 0 COMMUNITY HEALTH SYS INC COM 203668108 42701 1,067,799 SH DEFINED 1 996328 71471 COMPUCREDIT HLDGS CORP COM 20478T107 1143 175,000 SH CALL SOLE 175000 0 CONOCOPHILLIPS COM 20825C104 59240 741,800 SH CALL SOLE 741800 0 CONOCOPHILLIPS COM 20825C104 108801 1,362,400 SH PUT SOLE 1362400 0 CORNERSTONE PROGRESSIVE RTN COM 21925C101 1396 190,400 SH SOLE 190400 0 CORNING INC COM 219350105 9768 473,500 SH CALL SOLE 473500 0 CORNING INC COM 219350105 17773 861,500 SH PUT SOLE 861500 0 COSTCO WHSL CORP COM 22160K105 14730 200,900 SH CALL SOLE 200900 0 COSTCO WHSL CORP COM 22160K105 22590 308,100 SH PUT SOLE 308100 0 CREXUS INVT CORP COM 226553105 10278 900,000 SH DEFINED 1 835134 64866 CROWN CASTLE INTL CORP COM 228227104 222366 5,225,994 SH DEFINED 1 4854163 371831 CROWN CASTLE INTL CORP COM 228227104 107575 2,528,200 SH CALL DEFINED 1 2342300 185900 CUMMINS INC COM 231021106 2225 20,300 SH CALL SOLE 20300 0 CUMMINS INC COM 231021106 17956 163,800 SH PUT SOLE 163800 0 D R HORTON INC 2.000% 5/1 NOTE 2.00% 23331ABB4 19332 17,000,000 PRN SOLE 17000000 0 DANAHER CORP COM 235851102 11174 215,300 SH CALL SOLE 215300 0 DANAHER CORP COM 235851102 20807 400,900 SH PUT SOLE 400900 0 DEAN FOODS CO COM 242370104 1460 146,000 SH SOLE 146000 0 DEERE & CO COM 244199105 12731 131,400 SH CALL SOLE 131400 0 DEERE & CO COM 244199105 48813 503,800 SH PUT SOLE 503800 0 DELL INC COM 24702R101 9748 671,800 SH CALL SOLE 671800 0 DELL INC COM 24702R101 9437 650,400 SH PUT SOLE 650400 0 DEVON ENERGY CORP COM 25179M103 15784 172,000 SH CALL SOLE 172000 0 DEVON ENERGY CORP COM 25179M103 34882 380,100 SH PUT SOLE 380100 0 DIONEX CORP COM 254546104 9690 82,086 SH DEFINED 1 76402 5684 DISNEY WALT CO COM 254687106 37574 872,000 SH CALL SOLE 872000 0 DISNEY WALT CO COM 254687106 61640 1,430,500 SH PUT SOLE 1430500 0 DISCOVER FINL SVCS COM 254709108 3505 145,310 SH DEFINED 1 134837 10473 DIRECTV COM 25490A101 14471 309,200 SH CALL SOLE 309200 0 DIRECTV COM 25490A101 18318 391,400 SH PUT SOLE 391400 0 DOMINION RES INC VA COM 25746U109 8949 200,200 SH CALL SOLE 200200 0 DOMINION RES INC VA COM 25746U109 14983 335,200 SH PUT SOLE 335200 0 DOW CHEM CO COM 260543103 18845 499,200 SH CALL SOLE 499200 0 DOW CHEM CO COM 260543103 23228 615,300 SH PUT SOLE 615300 0 DU PONT E I DE NEMOURS & CO COM 263534109 24737 450,000 SH CALL SOLE 450000 0 DU PONT E I DE NEMOURS & CO COM 263534109 29332 533,600 SH PUT SOLE 533600 0 DUKE ENERGY CORP COM 26441C105 6028 332,100 SH CALL SOLE 332100 0 DUKE ENERGY CORP COM 26441C105 8803 485,000 SH PUT SOLE 485000 0 ECB BANCORP INC COM 268253101 216 17,700 SH DEFINED 1 17331 369 E-COMMERCE CHINA DANGDANG IN SPONSORED ADR 26833A105 2032 98,500 SH CALL SOLE 98500 0 E-COMMERCE CHINA DANGDANG IN SPONSORED ADR 26833A105 2065 100,100 SH PUT SOLE 100100 0 E M C CORP MASS COM 268648102 21846 822,500 SH CALL SOLE 822500 0 E M C CORP MASS COM 268648102 46414 1,747,500 SH PUT SOLE 1747500 0 E M C CORP MASS 1.750%12/0 NOTE 1.750% 268648AK8 87846 53,050,000 PRN DEFINED 1 49917000 3133000 EOG RES INC COM 26875P101 11353 95,800 SH CALL SOLE 95800 0 EOG RES INC COM 26875P101 22671 191,300 SH PUT SOLE 191300 0 E TRADE FINANCIAL CORP COM 269246401 5456 349,102 SH DEFINED 1 323611 25491 EASTMAN KODAK CO COM 277461109 1615 500,000 SH DEFINED 1 463966 36034 EBAY INC COM 278642103 13102 422,100 SH CALL SOLE 422100 0 EBAY INC COM 278642103 24683 795,200 SH PUT SOLE 795200 0 EL PASO CORP COM 28336L109 5400 300,000 SH CALL DEFINED 1 278500 21500 EL PASO CORP COM 28336L109 1685 93,600 SH PUT DEFINED 1 87000 6600 EMERSON ELEC CO COM 291011104 20760 355,300 SH CALL SOLE 355300 0 EMERSON ELEC CO COM 291011104 32288 552,600 SH PUT SOLE 552600 0 ENTROPIC COMMUNICATIONS INC COM 29384R105 963 114,000 SH SOLE 114000 0 ENTROPIC COMMUNICATIONS INC COM 29384R105 962 113,900 SH PUT SOLE 113900 0 EQUINIX INC COM 29444U502 52951 581,244 SH DEFINED 1 539352 41892 EXELON CORP COM 30161N101 14393 349,000 SH CALL SOLE 349000 0 EXELON CORP COM 30161N101 19065 462,300 SH PUT SOLE 462300 0 EXPRESS SCRIPTS INC COM 302182100 11483 206,500 SH CALL SOLE 206500 0 EXPRESS SCRIPTS INC COM 302182100 24980 449,200 SH PUT SOLE 449200 0 EXXON MOBIL CORP COM 30231G102 215247 2,558,500 SH CALL SOLE 2558500 0 EXXON MOBIL CORP COM 30231G102 343183 4,079,200 SH PUT SOLE 4079200 0 FAMILY DLR STORES INC COM 307000109 8996 175,300 SH SOLE 175300 0 FAMILY DLR STORES INC COM 307000109 8996 175,300 SH PUT SOLE 175300 0 FEDEX CORP COM 31428X106 11338 121,200 SH CALL SOLE 121200 0 FEDEX CORP COM 31428X106 31358 335,200 SH PUT SOLE 335200 0 F5 NETWORKS INC COM 315616102 38752 377,809 SH DEFINED 1 350579 27230 FINISAR CORP COM 31787A507 4920 200,000 SH CALL DEFINED 1 185500 14500 FIRST CALIFORNIA FINANCIAL G COM 319395109 7105 1,894,589 SH DEFINED 1 1757823 136766 FIRST SOLAR INC COM 336433107 12079 75,100 SH SOLE 75100 0 FIRST SOLAR INC COM 336433107 12079 75,100 SH PUT SOLE 75100 0 FLOTEK INDS INC COM 343389102 1367 162,600 SH SOLE 162600 0 FORD MTR CO DEL COM 345370860 14356 962,835 SH SOLE 962835 0 FORD MTR CO DEL COM 345370860 42769 2,868,500 SH CALL DEFINED 1 2796400 72100 FORD MTR CO DEL COM 345370860 29394 1,971,400 SH PUT SOLE 1971400 0 FOREST OIL CORP COM 346091705 64210 1,697,338 SH DEFINED 1 1572662 124676 FORTUNE BRANDS INC COM 349631101 8888 143,614 SH DEFINED 1 133141 10473 FREEPORT-MCMORAN COPPER & GO COM 35671D857 10810 194,600 SH CALL SOLE 194600 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 48690 876,500 SH PUT SOLE 876500 0 GENERAL DYNAMICS CORP COM 369550108 13314 173,900 SH CALL SOLE 173900 0 GENERAL DYNAMICS CORP COM 369550108 20151 263,200 SH PUT SOLE 263200 0 GENERAL ELECTRIC CO COM 369604103 95699 4,773,000 SH CALL SOLE 4773000 0 GENERAL ELECTRIC CO COM 369604103 157852 7,872,900 SH PUT SOLE 7872900 0 GENERAL GROWTH PPTYS INC COM 370023103 181646 11,734,267 SH DEFINED 1 10894897 839370 GENERAL MLS INC COM 370334104 11681 319,600 SH CALL SOLE 319600 0 GENERAL MLS INC COM 370334104 14064 384,800 SH PUT SOLE 384800 0 GENERAL MTRS CO COM 37045V100 46582 1,501,191 SH DEFINED 1 1434045 67146 GENERAL MTRS CO COM 37045V100 1570 50,600 SH PUT SOLE 50600 0 GENON ENERGY INC COM 37244E107 1391 365,000 SH SOLE 365000 0 GENZYME CORP COM 372917104 371818 4,882,387 SH DEFINED 1 4597402 284985 GENZYME CORP COM 372917104 11827 155,300 SH CALL SOLE 155300 0 GILEAD SCIENCES INC COM 375558103 18220 429,000 SH CALL SOLE 429000 0 GILEAD SCIENCES INC COM 375558103 23567 554,900 SH PUT SOLE 554900 0 GOLDMAN SACHS GROUP INC COM 38141G104 20835 131,366 SH SOLE 131366 0 GOLDMAN SACHS GROUP INC COM 38141G104 28500 179,700 SH CALL SOLE 179700 0 GOLDMAN SACHS GROUP INC COM 38141G104 83455 526,200 SH PUT SOLE 526200 0 GOODRICH CORP COM 382388106 113330 1,325,033 SH DEFINED 1 1230739 94294 GOOGLE INC CL A 38259P508 9841 16,772 SH SOLE 16772 0 GOOGLE INC CL A 38259P508 94820 161,600 SH PUT SOLE 161600 0 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 7368 612,993 SH SOLE 612993 0 HCA HOLDINGS INC COM 40412C101 96276 2,842,507 SH DEFINED 1 2639968 202539 HALLIBURTON CO COM 406216101 17947 360,100 SH CALL SOLE 360100 0 HALLIBURTON CO COM 406216101 44178 886,400 SH PUT SOLE 886400 0 HANWHA SOLARONE CO LTD SPON ADR 41135V103 4906 647,200 SH DEFINED 1 642172 5028 HERITAGE COMMERCE CORP COM 426927109 11378 2,446,833 SH DEFINED 1 2392635 54198 HERTZ GLOBAL HOLDINGS INC COM 42805T105 8918 570,568 SH DEFINED 1 539352 31216 HERTZ GLOBAL HOLDINGS INC 5.250% 6/0 NOTE 5.25% 42805TAA3 20160 10,000,000 PRN DEFINED 1 9826000 174000 HESS CORP COM 42809H107 5999 70,400 SH CALL SOLE 70400 0 HESS CORP COM 42809H107 10532 123,600 SH PUT SOLE 123600 0 HEWLETT PACKARD CO COM 428236103 54629 1,333,400 SH CALL SOLE 1333400 0 HEWLETT PACKARD CO COM 428236103 56448 1,377,800 SH PUT SOLE 1377800 0 HOME DEPOT INC COM 437076102 28577 771,100 SH CALL SOLE 771100 0 HOME DEPOT INC COM 437076102 26546 716,300 SH PUT SOLE 716300 0 HONEYWELL INTL INC COM 438516106 22236 372,400 SH CALL SOLE 372400 0 HONEYWELL INTL INC COM 438516106 34435 576,700 SH PUT SOLE 576700 0 HORIZON LINES INC NOTE 4.250% 44044KAB7 1555 2,000,000 PRN DEFINED 1 1894000 106000 HOST HOTELS & RESORTS INC COM 44107P104 440 24,964 SH SOLE 24964 0 HUMAN GENOME SCIENCES INC COM 444903108 4815 175,427 SH DEFINED 1 162097 13330 ILLINOIS TOOL WKS INC COM 452308109 9433 175,600 SH CALL SOLE 175600 0 ILLINOIS TOOL WKS INC COM 452308109 17900 333,200 SH PUT SOLE 333200 0 INFORMATICA CORP COM 45666Q102 30912 592,291 SH DEFINED 1 550138 42153 INGERSOLL-RAND GLOBAL HLDG C 4.500% 4/1 NOTE 4.500% 45687AAD4 141137 52,055,000 PRN DEFINED 1 48413000 3642000 INPHI CORP COM COM 45772F107 473 22,500 SH DEFINED 1 20879 1621 INTEL CORP COM 458140100 7013 347,515 SH SOLE 347515 0 INTEL CORP COM 458140100 86909 4,306,700 SH CALL DEFINED 1 4275100 31600 INTEL CORP COM 458140100 53703 2,661,200 SH PUT SOLE 2661200 0 INTERDIGITAL INC COM COM 45867G101 2441 51,170 SH DEFINED 1 48214 2956 INTERNATIONAL BUSINESS MACHS COM 459200101 93879 575,700 SH CALL SOLE 575700 0 INTERNATIONAL BUSINESS MACHS COM 459200101 183845 1,127,400 SH PUT SOLE 1127400 0 INTERNATIONAL FLAVORS&FRAGRA COM COM 459506101 34095 547,267 SH DEFINED 1 505961 41306 INTEROIL CORP COM COM 460951106 18287 245,000 SH SOLE 245000 0 INTEROIL CORP COM COM 460951106 18287 245,000 SH PUT SOLE 245000 0 ISHARES TR FTSE XNHUA IDX 464287184 10455 232,800 SH CALL DEFINED 1 215700 17100 ISHARES TR MSCI EMERG MKT MSCI EMERG MKT 464287234 12674 260,400 SH SOLE 260400 0 ISHARES TR MSCI EMERG MKT MSCI EMERG MKT 464287234 98328 2,020,300 SH PUT DEFINED 1 1926400 93900 ISHARES SILVER TRUST ISHARES ISHARES 46428Q109 292 7,944 SH SOLE 7944 0 IVANHOE ENERGY INC COM 465790103 1220 433,054 SH SOLE 433054 0 JDS UNIPHASE CORP COM 46612J507 12886 618,319 SH DEFINED 1 573754 44565 JDS UNIPHASE CORP COM 46612J507 1042 50,000 SH PUT SOLE 50000 0 JPMORGAN CHASE & CO COM 46625H100 765 16,590 SH SOLE 16590 0 JPMORGAN CHASE & CO COM 46625H100 74392 1,613,700 SH CALL SOLE 1613700 0 JPMORGAN CHASE & CO COM 46625H100 163309 3,542,500 SH PUT SOLE 3542500 0 JOHNSON & JOHNSON COM 478160104 73671 1,243,400 SH CALL SOLE 1243400 0 JOHNSON & JOHNSON COM 478160104 134379 2,268,000 SH PUT SOLE 2268000 0 JOHNSON CTLS INC COM 478366107 11290 271,600 SH CALL SOLE 271600 0 JOHNSON CTLS INC COM 478366107 15576 374,700 SH PUT SOLE 374700 0 JUNIPER NETWORKS INC COM 48203R104 5374 127,700 SH CALL SOLE 127700 0 JUNIPER NETWORKS INC COM 48203R104 10474 248,900 SH PUT SOLE 248900 0 KAISER FED FINL GROUP INC COM 483056107 2070 168,300 SH DEFINED 1 155896 12404 KIMBERLY CLARK CORP COM 494368103 8231 126,100 SH CALL SOLE 126100 0 KIMBERLY CLARK CORP COM 494368103 19085 292,400 SH PUT SOLE 292400 0 KRAFT FOODS INC COM 50075N104 40602 1,294,700 SH CALL SOLE 1294700 0 KRAFT FOODS INC COM 50075N104 12795 408,000 SH PUT SOLE 408000 0 KRONOS WORLDWIDE INC COM 50105F105 17043 291,589 SH DEFINED 1 271167 20422 LDK SOLAR CO LTD SPON ADR 50183L107 3289 268,680 SH DEFINED 1 267489 1191 LDK SOLAR CO LTD SPON ADR 50183L107 2448 200,000 SH PUT SOLE 200000 0 LAS VEGAS SANDS CORP COM 517834107 5970 141,400 SH CALL DEFINED 1 131300 10100 LIBERTY GLOBAL INC COM 530555101 8282 200,000 SH CALL SOLE 200000 0 LIBERTY GLOBAL INC COM 530555101 35381 854,400 SH PUT DEFINED 1 810100 44300 LIBERTY GLOBAL INC NOTE 4.500% 530555AB7 84983 50,000,000 PRN DEFINED 1 46827000 3173000 LIBERTY MEDIA CORP DEB 4.000% 530715AG6 12820 21,775,000 SH SOLE 21775000 0 LIBERTY MEDIA CORP DEB 3.750% 530715AL5 38309 67,208,000 PRN DEFINED 1 65969000 1239000 LIBERTY MEDIA CORP DEB 3.125% 530718AF2 7738 6,500,000 PRN SOLE 6500000 0 LIFE TECHNOLOGIES CORP COM 53217V109 67032 1,278,751 SH DEFINED 1 1186549 92202 LIFE TECHNOLOGIES CORP COM 53217V109 10484 200,000 SH CALL DEFINED 1 188500 11500 LILLY ELI & CO COM 532457108 19016 540,700 SH CALL SOLE 540700 0 LILLY ELI & CO COM 532457108 14047 399,400 SH PUT SOLE 399400 0 LINCARE HLDGS INC COM 532791100 6650 224,200 SH PUT DEFINED 1 217400 6800 LINCARE HLDGS INC 2.750%11/0 NOTE 2.75% 532791AF7 27109 22,750,000 PRN DEFINED 1 22018000 732000 LIZ CLAIBORNE INC COM 539320101 2358 437,500 SH SOLE 437500 0 LOCKHEED MARTIN CORP COM 539830109 11393 141,700 SH CALL SOLE 141700 0 LOCKHEED MARTIN CORP COM 539830109 16932 210,600 SH PUT SOLE 210600 0 LOWES COS INC COM 548661107 23007 870,500 SH CALL SOLE 870500 0 LOWES COS INC COM 548661107 11901 450,300 SH PUT SOLE 450300 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 549463AH0 26269 26,879,000 PRN SOLE 26879000 0 MGM RESORTS INTERNATIONAL COM 552953101 6575 500,000 SH PUT SOLE 500000 0 MPG OFFICE TR INC COM 553274101 3392 914,350 SH DEFINED 1 842831 71519 MARATHON OIL CORP COM 565849106 74980 1,406,496 SH DEFINED 1 1291008 115488 MARATHON OIL CORP COM 565849106 19570 367,100 SH CALL SOLE 367100 0 MARATHON OIL CORP COM 565849106 23110 433,500 SH PUT SOLE 433500 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 3450 57,400 SH CALL SOLE 57400 0 MASSEY ENERGY COMPANY COM 576206106 38577 564,322 SH DEFINED 1 530930 33392 MASTERCARD INC CL A 57636Q104 3021 12,000 SH PUT SOLE 12000 0 MCDONALDS CORP COM 580135101 1223 16,070 SH SOLE 16070 0 MCDONALDS CORP COM 580135101 39011 512,700 SH CALL DEFINED 1 502600 10100 MCDONALDS CORP COM 580135101 80595 1,059,200 SH PUT SOLE 1059200 0 MCKESSON CORP COM 58155Q103 84981 1,075,029 SH DEFINED 1 998820 76209 MCKESSON CORP COM 58155Q103 2885 36,500 SH PUT SOLE 36500 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1634 29,097 SH SOLE 29097 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 10755 191,500 SH CALL SOLE 191500 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 19954 355,300 SH PUT SOLE 355300 0 MEDTRONIC INC COM 585055106 20863 530,200 SH CALL SOLE 530200 0 MEDTRONIC INC COM 585055106 23882 606,900 SH PUT SOLE 606900 0 MELCO CROWN ENTMT LTD ADR 585464100 33288 4,380,000 SH DEFINED 1 4133113 246887 MERCK & CO INC COM 58933Y105 2137 64,745 SH SOLE 64745 0 MERCK & CO INC COM 58933Y105 44864 1,359,100 SH CALL SOLE 1359100 0 MERCK & CO INC COM 58933Y105 50931 1,542,900 SH PUT SOLE 1542900 0 METLIFE INC COM 59156R108 5632 125,917 SH SOLE 125917 0 METLIFE INC COM 59156R108 21645 483,900 SH CALL SOLE 483900 0 METLIFE INC COM 59156R108 35408 791,600 SH PUT SOLE 791600 0 MICROSOFT CORP COM 594918104 1642 64,676 SH SOLE 64676 0 MICROSOFT CORP COM 594918104 115469 4,547,800 SH CALL DEFINED 1 4518900 28900 MICROSOFT CORP COM 594918104 99242 3,908,700 SH PUT SOLE 3908700 0 MOLYCORP INC DEL COM 608753109 1549 25,800 SH SOLE 25800 0 MOLYCORP INC DEL COM 608753109 1476 24,600 SH PUT SOLE 24600 0 MONSANTO CO COM 61166W101 18751 259,500 SH CALL SOLE 259500 0 MONSANTO CO COM 61166W101 31888 441,300 SH PUT SOLE 441300 0 MORGAN STANLEY COM 617446448 6702 245,298 SH SOLE 245298 0 MORGAN STANLEY COM 617446448 17151 627,800 SH CALL SOLE 627800 0 MORGAN STANLEY COM 617446448 30104 1,101,900 SH PUT SOLE 1101900 0 MOSAIC CO COM 61945A107 22672 287,900 SH SOLE 287900 0 MOSAIC CO COM 61945A107 22672 287,900 SH PUT SOLE 287900 0 MOTOROLA SOLUTIONS INC COM 620076307 97066 2,171,984 SH DEFINED 1 2013305 158679 MOTOROLA SOLUTIONS INC COM 620076307 32534 728,000 SH CALL SOLE 728000 0 MOTOROLA SOLUTIONS INC COM 620076307 30148 674,600 SH PUT SOLE 674600 0 NATIONAL OILWELL VARCO INC COM 637071101 10186 128,500 SH CALL SOLE 128500 0 NATIONAL OILWELL VARCO INC COM 637071101 30820 388,800 SH PUT SOLE 388800 0 NETAPP INC COM 64110D104 3423 71,100 SH CALL SOLE 71100 0 NETAPP INC COM 64110D104 10920 226,800 SH PUT SOLE 226800 0 NETFLIX INC COM 64110L106 9844 41,401 SH SOLE 41401 0 NETFLIX INC COM 64110L106 31672 133,200 SH PUT SOLE 133200 0 NEWMONT MINING CORP COM 651639106 2070 37,923 SH SOLE 37923 0 NEWMONT MINING CORP COM 651639106 15119 277,000 SH CALL SOLE 277000 0 NEWMONT MINING CORP COM 651639106 20473 375,100 SH PUT SOLE 375100 0 NEWS CORP CL A 65248E104 8338 474,300 SH CALL SOLE 474300 0 NEWS CORP CL A 65248E104 14396 818,900 SH PUT SOLE 818900 0 NEXTERA ENERGY INC COM 65339F101 7871 142,800 SH CALL SOLE 142800 0 NEXTERA ENERGY INC COM 65339F101 9216 167,200 SH PUT SOLE 167200 0 NIKE INC CL B CL B 654106103 3901 51,529 SH SOLE 51529 0 NIKE INC CL B CL B 654106103 10250 135,400 SH CALL SOLE 135400 0 NIKE INC CL B CL B 654106103 26381 348,500 SH PUT SOLE 348500 0 NOKIA CORP SPON ADR 654902204 3349 393,500 SH SOLE 393500 0 NOKIA CORP SPON ADR 654902204 3337 392,100 SH PUT SOLE 392100 0 NORFOLK SOUTHERN CORP COM 655844108 6463 93,300 SH CALL SOLE 93300 0 NORFOLK SOUTHERN CORP COM 655844108 19188 277,000 SH PUT SOLE 277000 0 NORTHROP GRUMMAN CORP COM 666807102 6955 110,900 SH CALL SOLE 110900 0 NORTHROP GRUMMAN CORP COM 666807102 11325 180,600 SH PUT SOLE 180600 0 NOVARTIS A G SPONSORED ADR SPON ADR 66987V109 114798 2,112,198 SH DEFINED 1 1899441 212757 OCCIDENTAL PETE CORP COM 674599105 33688 322,400 SH CALL SOLE 322400 0 OCCIDENTAL PETE CORP COM 674599105 83686 800,900 SH PUT SOLE 800900 0 OMNICARE INC DBCV 3.250% 681904AL2 26345 28,252,000 PRN DEFINED 1 27457000 795000 ORACLE CORP COM 68389X105 718 21,481 SH DEFINED 1 12144 9337 ORACLE CORP COM 68389X105 60613 1,813,000 SH CALL SOLE 1813000 0 ORACLE CORP COM 68389X105 49751 1,488,100 SH PUT SOLE 1488100 0 PG&E CORP COM 69331C108 2452 55,494 SH SOLE 55494 0 PG&E CORP COM 69331C108 2903 65,700 SH CALL SOLE 65700 0 PG&E CORP COM 69331C108 7595 171,900 SH PUT SOLE 171900 0 PHH CORP NOTE 4.000% 693320AN3 67768 60,700,000 PRN DEFINED 1 57250000 3450000 PNC FINL SVCS GROUP INC COM 693475105 1283 20,369 SH SOLE 20369 0 PNC FINL SVCS GROUP INC COM 693475105 5675 90,100 SH CALL SOLE 90100 0 PNC FINL SVCS GROUP INC COM 693475105 32081 509,300 SH PUT SOLE 509300 0 PACCAR INC COM 693718108 211 4,039 SH SOLE 4039 0 PACCAR INC COM 693718108 4545 86,800 SH CALL SOLE 86800 0 PACCAR INC COM 693718108 8063 154,000 SH PUT SOLE 154000 0 PARKER DRILLING CO 2.125% 7/1 NOTE 2.125% 701081AR2 18209 18,300,000 PRN DEFINED 1 16840000 1460000 PEABODY ENERGY CORP COM 704549104 1295 18,000 SH PUT SOLE 18000 0 PEPSICO INC COM 713448108 54504 846,200 SH CALL SOLE 846200 0 PEPSICO INC COM 713448108 76397 1,186,100 SH PUT SOLE 1186100 0 PETSMART INC COM 716768106 3129 76,400 SH DEFINED 1 70868 5532 PFIZER INC COM 717081103 79126 3,895,900 SH CALL SOLE 3895900 0 PFIZER INC COM 717081103 89411 4,402,300 SH PUT SOLE 4402300 0 PHILIP MORRIS INTL INC COM 718172109 59008 899,100 SH CALL SOLE 899100 0 PHILIP MORRIS INTL INC COM 718172109 72396 1,103,100 SH PUT SOLE 1103100 0 PIONEER NAT RES CO 2.875% 1/1 NOTE 2.875% 723787AH0 98285 55,381,000 PRN DEFINED 1 52715000 2666000 POWER ONE INC COM 73930R102 1979 226,200 SH SOLE 226200 0 POWER ONE INC COM 73930R102 1979 226,200 SH PUT SOLE 226200 0 PRAXAIR INC COM 74005P104 9195 90,500 SH CALL SOLE 90500 0 PRAXAIR INC COM 74005P104 26640 262,200 SH PUT SOLE 262200 0 PRECISION CASTPARTS CORP COM 740189105 1575 10,700 SH PUT SOLE 10700 0 PRIDE INTL INC COM 74153Q102 82562 1,922,277 SH DEFINED 1 1826404 95873 PROCTER & GAMBLE CO COM 742718109 86893 1,410,600 SH CALL SOLE 1410600 0 PROCTER & GAMBLE CO COM 742718109 137485 2,231,900 SH PUT SOLE 2231900 0 PROLOGIS SH BEN INT 743410102 4686 293,237 SH DEFINED 1 288838 4399 PROLOGIS 2.625% 5/1 NOTE 2.625% 743410AS1 278 279,000 PRN DEFINED 1 0 279000 PROLOGIS 3.250% 3/1 NOTE 3.250% 743410AY8 11074 9,405,000 PRN DEFINED 1 9306000 99000 PRUDENTIAL FINL INC COM 744320102 4803 77,997 SH SOLE 77997 0 PRUDENTIAL FINL INC COM 744320102 11146 181,000 SH CALL SOLE 181000 0 PRUDENTIAL FINL INC COM 744320102 25630 416,200 SH PUT SOLE 416200 0 PUBLIC STORAGE COM 74460D109 4906 44,233 SH DEFINED 1 40978 3255 PULTE GROUP INC COM 745867101 3663 495,000 SH SOLE 495000 0 QLIK TECHNOLOGIES INC COM 74733T105 38506 1,480,994 SH DEFINED 1 1372352 108642 QUALCOMM INC COM 747525103 98349 1,793,706 SH DEFINED 1 1643726 149980 QUALCOMM INC COM 747525103 39593 722,100 SH CALL SOLE 722100 0 QUALCOMM INC COM 747525103 78385 1,429,600 SH PUT SOLE 1429600 0 RADIOSHACK CORP COM 750438103 808 53,835 SH SOLE 53835 0 RARE ELEMENT RES LTD COM 75381M102 1976 150,000 SH SOLE 150000 0 RARE ELEMENT RES LTD COM 75381M102 1976 150,000 SH PUT SOLE 150000 0 RAYTHEON CO COM 755111507 4670 91,800 SH CALL SOLE 91800 0 RAYTHEON CO COM 755111507 3505 68,900 SH PUT SOLE 68900 0 ROCK-TENN CO CL A CL A 772739207 34675 500,000 SH SOLE 500000 0 ROCKWOOD HLDGS INC COM 774415103 80024 1,625,844 SH DEFINED 1 1510185 115659 RUBICON TECHNOLOGY INC COM 78112T107 1384 50,000 SH CALL SOLE 50000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 26518 200,000 SH CALL DEFINED 1 185500 14500 SPDR GOLD TRUST GOLD SHS 78463V107 20979 150,000 SH CALL DEFINED 1 141100 8900 SPDR SERIES TRUST S&P OILGAS EXP S&P OILGAS EXP 78464A730 12884 200,000 SH SOLE 200000 0 SPDR SERIES TRUST S&P OILGAS EXP S&P OILGAS EXP 78464A730 12884 200,000 SH PUT SOLE 200000 0 SRA INTL INC CL A CL A 78464R105 21100 744,000 SH DEFINED 1 694070 49930 SRA INTL INC CL A CL A 78464R105 12138 428,000 SH CALL DEFINED 1 395800 32200 STEC INC COM 784774101 832 41,400 SH SOLE 41400 0 STEC INC COM 784774101 554 27,600 SH PUT SOLE 27600 0 ST JOE CO COM 790148100 616 24,581 SH SOLE 24581 0 SAKS INC COM 79377W108 905 80,000 SH CALL SOLE 80000 0 SANDISK CORP COM 80004C101 13827 300,000 SH PUT DEFINED 1 250000 50000 SANDISK CORP 1.000% 5/1 NOTE 1.00% 80004CAC5 5393 5,500,000 PRN DEFINED 1 5044000 456000 SANOFI AVENTIS SPONSORED ADR SPON ADR 80105N105 17722 503,178 SH DEFINED 1 464560 38618 SARA LEE CORP COM 803111103 153909 8,710,176 SH DEFINED 1 8090270 619906 SCHLUMBERGER LTD COM 806857108 59397 636,900 SH CALL SOLE 636900 0 SCHLUMBERGER LTD COM 806857108 112406 1,205,300 SH PUT SOLE 1205300 0 SCHWAB CHARLES CORP COM 808513105 627 34,800 SH CALL SOLE 34800 0 SCHWAB CHARLES CORP COM 808513105 312 17,300 SH PUT SOLE 17300 0 SEARS HLDGS CORP COM 812350106 20299 245,600 SH SOLE 245600 0 SEARS HLDGS CORP COM 812350106 20299 245,600 SH PUT SOLE 245600 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 15950 200,000 SH CALL DEFINED 1 184900 15100 SELECT SECTOR SPDR TR SBI INT-FINL SBI INT-FINL 81369Y605 3278 200,000 SH DEFINED 1 184897 15103 SELECT SECTOR SPDR TR SBI INT-FINL SBI INT-FINL 81369Y605 43268 2,639,900 SH PUT DEFINED 1 2445400 194500 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 6918 200,000 SH PUT DEFINED 1 184500 15500 SEMGROUP CORP COM 81663A105 43810 1,555,740 SH DEFINED 1 1482241 73499 SIERRA BANCORP COM 82620P102 3223 288,312 SH DEFINED 1 266220 22092 SILICONWARE PRECISION INDS L SPON ADR 827084864 16363 2,709,137 SH DEFINED 1 2676788 32349 SIMON PPTY GROUP INC COM 828806109 8091 75,500 SH CALL SOLE 75500 0 SIMON PPTY GROUP INC COM 828806109 40485 377,800 SH PUT SOLE 377800 0 SINA CORP 7/1 NOTE 7/1 82922RAB9 104256 25,103,000 PRN DEFINED 1 23188000 1915000 SKYWORKS SOLUTIONS INC COM 83088M102 22678 699,928 SH DEFINED 1 648389 51539 SMURFIT-STONE CONTAINER CORP COM 83272A104 69303 1,793,086 SH DEFINED 1 1666401 126685 SOMAXON PHARMACEUTICALS INC COM 834453102 114 40,400 SH SOLE 40400 0 SOMAXON PHARMACEUTICALS INC COM 834453102 566 200,000 SH CALL SOLE 200000 0 SOMAXON PHARMACEUTICALS INC COM 834453102 114 40,400 SH PUT SOLE 40400 0 SOTHEBYS 3.125% 6/1 NOTE 3.125% 835898AC1 1643 1,000,000 PRN DEFINED 1 973000 27000 SONUS NETWORKS INC COM 835916107 10927 2,906,217 SH DEFINED 1 2696757 209460 SOUTHERN CO COM 842587107 12199 320,100 SH CALL SOLE 320100 0 SOUTHERN CO COM 842587107 16707 438,400 SH PUT SOLE 438400 0 SPRINT NEXTEL CORP COM 852061100 2827 609,328 SH DEFINED 1 563945 45383 SPRINT NEXTEL CORP COM 852061100 10859 2,340,200 SH CALL DEFINED 1 2163600 176600 STARBUCKS CORP COM 855244109 13202 357,300 SH CALL SOLE 357300 0 STARBUCKS CORP COM 855244109 5864 158,700 SH PUT SOLE 158700 0 STATE STR CORP COM 857477103 737 16,402 SH SOLE 16402 0 STATE STR CORP COM 857477103 6611 147,100 SH CALL SOLE 147100 0 STATE STR CORP COM 857477103 11977 266,500 SH PUT SOLE 266500 0 STRYKER CORP COM 863667101 7691 126,500 SH CALL SOLE 126500 0 STRYKER CORP COM 863667101 13826 227,400 SH PUT SOLE 227400 0 SUNOCO INC COM 86764P109 84004 1,842,599 SH DEFINED 1 1710811 131788 SUNPOWER CORP COM 867652109 12015 701,019 SH DEFINED 1 682084 18935 SUNPOWER CORP COM 867652109 11695 682,300 SH PUT DEFINED 1 667600 14700 SUNPOWER CORP DBCV 4.750% 867652AC3 6636 6,390,000 PRN DEFINED 1 6222000 168000 SUNTECH PWR HLDGS CO LTD ADR 86800C104 2062 209,100 SH SOLE 209100 0 SUNTECH PWR HLDGS CO LTD ADR 86800C104 2062 209,100 SH PUT SOLE 209100 0 SUPERVALU INC COM 868536103 1942 217,500 SH SOLE 217500 0 SYMANTEC CORP COM 871503108 5554 299,573 SH DEFINED 1 259808 39765 SYMANTEC CORP COM 871503108 15509 836,500 SH CALL DEFINED 1 784600 51900 SYMANTEC CORP NOTE 0.750% 871503AD0 13051 12,500,000 PRN DEFINED 1 11173000 1327000 TFS FINL CORP COM 87240R107 38816 3,654,983 SH DEFINED 1 3379610 275373 TJX COS INC COM 872540109 3814 76,700 SH CALL SOLE 76700 0 TJX COS INC COM 872540109 7494 150,700 SH PUT SOLE 150700 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 3129 56,801 SH DEFINED 1 53320 3481 TAL INTL GROUP INC COM 874083108 2720 75,000 SH DEFINED 1 69595 5405 TALECRIS BIOTHERAPEUTICS HLD COM 874227101 25738 960,359 SH DEFINED 1 912326 48033 TARGET CORP COM 87612E106 9535 190,655 SH DEFINED 1 184000 6655 TARGET CORP COM 87612E106 18504 370,000 SH CALL SOLE 370000 0 TARGET CORP COM 87612E106 27085 541,600 SH PUT SOLE 541600 0 TATA MTRS LTD SPON ADR 876568502 5568 200,350 SH SOLE 200350 0 TATA MTRS LTD SPON ADR 876568502 5558 200,000 SH PUT SOLE 200000 0 TENET HEALTHCARE CORP COM 88033G100 86332 11,588,235 SH DEFINED 1 10813267 774968 TERADATA CORP COM 88076W103 17699 349,102 SH DEFINED 1 323611 25491 TESLA MTRS INC COM 88160R101 15912 573,400 SH SOLE 573400 0 TESLA MTRS INC COM 88160R101 2037 73,400 SH PUT SOLE 73400 0 TEXAS INSTRS INC COM 882508104 25930 750,300 SH CALL SOLE 750300 0 TEXAS INSTRS INC COM 882508104 13243 383,200 SH PUT SOLE 383200 0 TEXTRON INC 4.500% 5/0 NOTE 4.500% 883203BN0 123064 57,315,000 PRN DEFINED 1 53307000 4008000 THERMO FISHER SCIENTIFIC INC COM 883556102 9377 168,800 SH CALL SOLE 168800 0 THERMO FISHER SCIENTIFIC INC COM 883556102 5733 103,200 SH PUT SOLE 103200 0 3M CO COM 88579Y101 32463 347,200 SH CALL SOLE 347200 0 3M CO COM 88579Y101 63692 681,200 SH PUT SOLE 681200 0 TIBCO SOFTWARE INC COM 88632Q103 8170 299,805 SH DEFINED 1 278197 21608 TIME WARNER INC COM 887317303 20849 584,000 SH CALL SOLE 584000 0 TIME WARNER INC COM 887317303 13648 382,300 SH PUT SOLE 382300 0 TIME WARNER CABLE INC COM 88732J207 171113 2,398,553 SH DEFINED 1 2224866 173687 TIME WARNER CABLE INC COM 88732J207 6413 89,900 SH CALL SOLE 89900 0 TIME WARNER CABLE INC COM 88732J207 18563 260,200 SH PUT SOLE 260200 0 TRANSOCEAN INC 1.500%12/1 NOTE 1.500% 893830AV1 4985 5,000,000 PRN DEFINED 1 4902000 98000 TRANSOCEAN INC 1.500%12/1 NOTE 1.500% 893830AW9 132638 135,000,000 PRN DEFINED 1 130550000 4450000 TRAVELERS COMPANIES INC COM 89417E109 12896 216,812 SH SOLE 216812 0 TRAVELERS COMPANIES INC COM 89417E109 11890 199,900 SH CALL SOLE 199900 0 TRAVELERS COMPANIES INC COM 89417E109 15453 259,800 SH PUT SOLE 259800 0 TRINA SOLAR LIMITED SPON ADR SPON ADR 89628E104 9814 325,814 SH DEFINED 1 308715 17099 TYSON FOODS INC 3.250%10/1 NOTE 3.250% 902494AP8 53841 41,367,000 PRN DEFINED 1 39218000 2149000 US BANCORP DEL COM 902973304 6473 244,928 SH SOLE 244928 0 US BANCORP DEL COM 902973304 23192 877,500 SH CALL SOLE 877500 0 US BANCORP DEL COM 902973304 18990 718,500 SH PUT SOLE 718500 0 UNION PAC CORP COM 907818108 16814 171,000 SH CALL SOLE 171000 0 UNION PAC CORP COM 907818108 54052 549,700 SH PUT SOLE 549700 0 UNITED PARCEL SERVICE INC COM 911312106 27855 374,800 SH CALL SOLE 374800 0 UNITED PARCEL SERVICE INC COM 911312106 72090 970,000 SH PUT SOLE 970000 0 UNITED TECHNOLOGIES CORP COM 913017109 26563 313,800 SH CALL SOLE 313800 0 UNITED TECHNOLOGIES CORP COM 913017109 73163 864,300 SH PUT SOLE 864300 0 UNITEDHEALTH GROUP INC COM 91324P102 23336 516,283 SH DEFINED 1 459086 57197 UNITEDHEALTH GROUP INC COM 91324P102 24553 543,200 SH CALL SOLE 543200 0 UNITEDHEALTH GROUP INC COM 91324P102 30835 682,200 SH PUT SOLE 682200 0 VALE CAP II VALEP NOTE 6.75% 91912F300 35045 369,000 PRN DEFINED 1 347100 21900 VERIFONE SYS INC COM 92342Y109 24548 446,741 SH DEFINED 1 414541 32200 VERIZON COMMUNICATIONS INC COM 92343V104 48822 1,266,800 SH CALL SOLE 1266800 0 VERIZON COMMUNICATIONS INC COM 92343V104 53964 1,400,200 SH PUT SOLE 1400200 0 VIACOM INC CL B 92553P201 128495 2,762,155 SH DEFINED 1 2555520 206635 VIACOM INC CL B 92553P201 102311 2,199,300 SH CALL DEFINED 1 2066700 132600 VIACOM INC CL B 92553P201 8215 176,600 SH PUT SOLE 176600 0 VISA INC COM CL A 92826C839 5527 75,073 SH SOLE 75073 0 VISA INC COM CL A 92826C839 869 11,800 SH CALL SOLE 11800 0 VISA INC COM CL A 92826C839 31340 425,700 SH PUT SOLE 425700 0 VORNADO RLTY TR SH BEN INT 929042109 415 4,739 SH SOLE 4739 0 VORNADO RLTY L P DEB 3.875% 929043AC1 10636 9,500,000 PRN DEFINED 1 9400000 100000 WAL MART STORES INC COM 931142103 61211 1,176,000 SH CALL SOLE 1176000 0 WAL MART STORES INC COM 931142103 72094 1,385,100 SH PUT SOLE 1385100 0 WALGREEN CO COM 931422109 24237 603,800 SH CALL SOLE 603800 0 WALGREEN CO COM 931422109 19002 473,400 SH PUT SOLE 473400 0 WALTER ENERGY INC COM 93317Q105 46685 344,715 SH DEFINED 1 323485 21230 WASTE MGMT INC COM 94106L109 1109 29,700 SH CALL SOLE 29700 0 WASTE MGMT INC COM 94106L109 1957 52,400 SH PUT SOLE 52400 0 WELLPOINT INC COM 94973V107 79112 1,133,570 SH DEFINED 1 1049428 84142 WELLPOINT INC COM 94973V107 9917 142,100 SH CALL SOLE 142100 0 WELLPOINT INC COM 94973V107 25529 365,800 SH PUT SOLE 365800 0 WELLS FARGO & CO COM 949746101 3182 100,361 SH SOLE 100361 0 WELLS FARGO & CO COM 949746101 65475 2,064,800 SH CALL SOLE 2064800 0 WELLS FARGO & CO COM 949746101 114797 3,620,200 SH PUT SOLE 3620200 0 WEST COAST BANCORP ORE COM 952145100 13013 3,750,050 SH SOLE 3750050 0 XILINX INC COM 983919101 27644 842,802 SH DEFINED 1 782059 60743 YPF SOCIEDAD ANONIMA SPON ADR CL D SPON ADR 984245100 15533 348,745 SH DEFINED 1 323611 25134 YAHOO INC COM 984332106 20827 1,248,600 SH CALL DEFINED 1 1212200 36400 YAHOO INC COM 984332106 8038 481,900 SH PUT SOLE 481900 0 YOUKU COM INC SPONSORED ADR SPON ADR 98742U100 285 6,000 SH SOLE 6000 0 YOUKU COM INC SPONSORED ADR SPON ADR 98742U100 1425 30,000 SH CALL SOLE 30000 0 YUM BRANDS INC COM 988498101 8889 173,000 SH CALL SOLE 173000 0 YUM BRANDS INC COM 988498101 9295 180,900 SH PUT SOLE 180900 0 ZIONS BANCORPORATION COM 989701107 1365 59,191 SH SOLE 59191 0 ZIONS BANCORPORATION COM 989701107 11530 500,000 SH CALL SOLE 500000 0 CENTRAL EUROPEAN MEDIA ENTRP CL A G20045202 33453 1,588,438 SH DEFINED 1 1497615 90823 LAZARD LTD SHS G54050102 10395 250,000 SH DEFINED 1 231610 18390 SEAGATE TECHNOLOGY PLC SHS G7945M107 5422 376,400 SH SOLE 376400 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 14405 1,000,000 SH CALL DEFINED 1 927000 73000 SEAGATE TECHNOLOGY PLC SHS G7945M107 5422 376,400 SH PUT SOLE 376400 0 SIGNET JEWELERS LIMITED SHS G81276100 65094 1,414,481 SH DEFINED 1 1309950 104531 ACE LT SHS H0023R105 2170 33,535 SH SOLE 33535 0 ACE LT SHS H0023R105 5694 88,000 SH CALL SOLE 88000 0 ACE LT SHS H0023R105 14137 218,500 SH PUT SOLE 218500 0 ALCON INC COM H01301102 280858 1,696,923 SH DEFINED 1 1318208 378715 ALLIED WRLD ASSUR COM HLDG SHS H01531104 1767 28,182 SH DEFINED 1 0 28182 FOSTER WHEELER AG COM H27178104 44019 1,170,092 SH DEFINED 1 1081729 88363 FOSTER WHEELER AG COM H27178104 44019 1,170,100 SH CALL DEFINED 1 1081800 88300 GARMIN LTD SHS H2906T109 718 21,200 SH SOLE 21200 0 GARMIN LTD SHS H2906T109 667 19,700 SH PUT SOLE 19700 0 TYCO INTERNATIONAL LTD SHS H89128104 9003 201,100 SH CALL SOLE 201100 0 TYCO INTERNATIONAL LTD SHS H89128104 4629 103,400 SH PUT SOLE 103400 0 AERCAP HOLDINGS NV SHS N00985106 14863 1,182,379 SH DEFINED 1 1089871 92508 LYONDELLBASELL INDUSTRIES N SHS - A N53745100 78293 1,979,600 SH DEFINED 1 1836922 142678 NIELSEN HOLDINGS N V COM N63218106 209991 7,689,166 SH DEFINED 1 7133526 555640 NXP SEMICONDUCTORS N V COM N6596X109 111307 3,847,726 SH DEFINED 1 3796937 50789 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 44697 1,286,974 SH DEFINED 1 1188713 98261