0001193125-11-223298.txt : 20110815 0001193125-11-223298.hdr.sgml : 20110815 20110815165155 ACCESSION NUMBER: 0001193125-11-223298 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110815 DATE AS OF CHANGE: 20110815 EFFECTIVENESS DATE: 20110815 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 SEC ACT: 1934 Act SEC FILE NUMBER: 028-06663 FILM NUMBER: 111037330 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 1 d13fhr.txt 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: June 30, 2011 Check here if Amendment [_]; Amendment No.: -------------- This Amendment (Check only one.): [_] 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: August 15, 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: 783 Form 13F Information Table Value Total: $22,734,253 (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: JUNE 30, 2011 13F FILE NUMBER: 28-06663

(6) (7) (8) (8) (5) SHRS/ SH/ PUT/ INVESTMENT OTHER VOTING VOTING (1) NAME (2) TITLE (3) CUSIP (4) VALUE PRN/AMT PRN CALL DISCRETION MNGR AUTH SOLE AUTH SHARED -------- --------------- --------- ---------- ----------- --- ---- ---------- ----- --------- ----------- 3M CO COM 88579Y101 58637 618,200 SH CALL SOLE 618200 0 3M CO COM 88579Y101 78423 826,800 SH PUT SOLE 826800 0 3M CO COM 88579Y101 1091 11,500 SH CALL DEFINED 01 0 11500 ABBOTT LABS COM 002824100 50846 966,300 SH CALL SOLE 966300 0 ABBOTT LABS COM 002824100 65132 1,237,800 SH PUT SOLE 1237800 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6424 106,326 SH DEFINED 01 0 106326 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 77765 1,287,063 SH SOLE 1287063 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8192 135,600 SH PUT DEFINED 01 0 135600 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 98044 1,622,700 SH PUT SOLE 1622700 0 ACE LTD SHS H0023R105 19450 295,500 SH PUT SOLE 295500 0 ACE LTD SHS H0023R105 1382 21,001 SH SOLE 21001 0 ACE LTD SHS H0023R105 9387 142,600 SH CALL SOLE 142600 0 ADVANCED MICRO DEVICES INC COM 007903107 3242 463,900 SH CALL SOLE 463900 0 ADVANCED MICRO DEVICES INC COM 007903107 4472 639,822 SH SOLE 639822 0 ADVANCED MICRO DEVICES INC COM 007903107 252 36,100 SH CALL DEFINED 01 0 36100 ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 514 500,000 PRN DEFINED 01 0 500000 ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 23119 22,500,000 PRN SOLE 22500000 0 AFLAC INC COM 001055102 1039 22,257 SH SOLE 22257 0 AFLAC INC COM 001055102 9626 206,200 SH CALL SOLE 206200 0 AFLAC INC COM 001055102 21245 455,100 SH PUT SOLE 455100 0 AIR PRODS & CHEMS INC COM 009158106 6269 65,600 SH CALL SOLE 65600 0 AIR PRODS & CHEMS INC COM 009158106 10331 108,100 SH PUT SOLE 108100 0 ALCOA INC COM 013817101 6265 395,000 SH PUT SOLE 395000 0 ALCOA INC COM 013817101 634 40,000 SH PUT DEFINED 01 0 40000 ALCOA INC COM 013817101 7935 500,300 SH CALL SOLE 500300 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 58025 22,904,000 PRN SOLE 22904000 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 3549 1,401,000 PRN DEFINED 01 0 1401000 ALLERGAN INC COM 018490102 8484 101,900 SH CALL SOLE 101900 0 ALLERGAN INC COM 018490102 20548 246,800 SH PUT SOLE 246800 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1623 28,182 SH DEFINED 01 0 28182 ALLSTATE CORP COM 020002101 7225 236,643 SH DEFINED 01 0 236643 ALLSTATE CORP COM 020002101 85980 2,816,232 SH SOLE 2816232 0 ALLSTATE CORP COM 020002101 2067 67,700 SH CALL SOLE 67700 0 ALPHA NATURAL RESOURCES INC COM 02076X102 24363 536,200 SH PUT SOLE 536200 0 ALPHA NATURAL RESOURCES INC COM 02076X102 14695 323,400 SH SOLE 323400 0 ALPHA NATURAL RESOURCES INC COM 02076X102 12637 278,100 SH CALL SOLE 278100 0 ALTERA CORP COM 021441100 1533 33,087 SH DEFINED 01 0 33087 ALTERA CORP COM 021441100 18345 395,800 SH SOLE 395800 0 ALTRIA GROUP INC COM 02209S103 20431 773,600 SH CALL SOLE 773600 0

ALTRIA GROUP INC COM 02209S103 37202 1,408,600 SH PUT SOLE 1408600 0 AMAZON COM INC COM 023135106 32163 157,300 SH CALL SOLE 157300 0 AMAZON COM INC COM 023135106 104840 512,700 SH PUT SOLE 512700 0 AMERICAN ELEC PWR INC COM 025537101 2758 73,200 SH CALL SOLE 73200 0 AMERICAN ELEC PWR INC COM 025537101 682 18,100 SH PUT SOLE 18100 0 AMERICAN EXPRESS CO COM 025816109 13980 270,414 SH SOLE 270414 0 AMERICAN EXPRESS CO COM 025816109 30486 589,700 SH CALL SOLE 589700 0 AMERICAN EXPRESS CO COM 025816109 58658 1,134,600 SH PUT SOLE 1134600 0 AMERICAN INTL GROUP INC COM NEW 026874784 7409 252,700 SH CALL SOLE 252700 0 AMERICAN INTL GROUP INC COM NEW 026874784 4890 166,800 SH PUT SOLE 166800 0 AMERICAN TOWER CORP CL A 029912201 511 9,767 SH SOLE 9767 0 AMERICAN TOWER CORP CL A 029912201 8954 171,100 SH CALL SOLE 171100 0 AMERICAN TOWER CORP CL A 029912201 19251 367,900 SH PUT SOLE 367900 0 AMERIPRISE FINL INC COM 03076C106 9466 164,120 SH DEFINED 01 0 164120 AMERIPRISE FINL INC COM 03076C106 114582 1,986,501 SH SOLE 1986501 0 AMGEN INC COM 031162100 362 6,196 SH DEFINED 01 0 6196 AMGEN INC COM 031162100 6232 106,801 SH SOLE 106801 0 AMGEN INC COM 031162100 28823 494,000 SH CALL SOLE 494000 0 AMGEN INC COM 031162100 375 6,400 SH PUT DEFINED 01 0 6400 AMGEN INC COM 031162100 53319 913,800 SH PUT SOLE 913800 0 AMR CORP COM 001765106 173 31,973 SH DEFINED 01 0 31973 AMR CORP COM 001765106 2041 377,887 SH SOLE 377887 0 ANADARKO PETE CORP COM 032511107 58967 768,200 SH PUT SOLE 768200 0 ANADARKO PETE CORP COM 032511107 17157 223,500 SH CALL SOLE 223500 0 ANALOG DEVICES INC COM 032654105 531 13,565 SH DEFINED 01 0 13565 ANALOG DEVICES INC COM 032654105 6351 162,267 SH SOLE 162267 0 ANNALY CAP MGMT INC COM 035710409 682 37,800 SH PUT DEFINED 01 0 37800 ANNALY CAP MGMT INC COM 035710409 15859 879,100 SH PUT SOLE 879100 0 APACHE CORP COM 037411105 3214 26,048 SH DEFINED 01 0 26048 APACHE CORP COM 037411105 44306 359,083 SH SOLE 359083 0 APACHE CORP COM 037411105 24563 199,100 SH CALL SOLE 199100 0 APACHE CORP COM 037411105 54944 445,300 SH PUT SOLE 445300 0 APPLE INC COM 037833100 164544 490,200 SH CALL SOLE 490200 0 APPLE INC COM 037833100 406431 1,210,800 SH PUT SOLE 1210800 0 APPLIED MATLS INC COM 038222105 4359 335,000 SH CALL SOLE 335000 0 APPLIED MATLS INC COM 038222105 7911 608,100 SH PUT SOLE 608100 0 APPLIED MATLS INC COM 038222105 1634 125,572 SH SOLE 125572 0 ARCHER DANIELS MIDLAND CO COM 039483102 1526 50,603 SH SOLE 50603 0 ARCHER DANIELS MIDLAND CO COM 039483102 13961 463,100 SH CALL SOLE 463100 0 ARCHER DANIELS MIDLAND CO COM 039483102 9555 316,900 SH PUT SOLE 316900 0 ARCHIPELAGO LEARNING INC COM 03956P102 876 88,794 SH DEFINED 01 0 88794 ARCHIPELAGO LEARNING INC COM 03956P102 11177 1,133,685 SH SOLE 1133685 0 ASIAINFO-LINKAGE INC COM 04518A104 1143 69,000 SH SOLE 69000 0 ASIAINFO-LINKAGE INC COM 04518A104 1149 69,400 SH PUT SOLE 69400 0 ASTRAZENECA PLC SPONSORED ADR 046353108 206 4,109 SH SOLE 4109 0 ASTRAZENECA PLC SPONSORED ADR 046353108 5778 115,400 SH PUT SOLE 115400 0 ASTRAZENECA PLC SPONSORED ADR 046353108 230 4,600 SH PUT DEFINED 01 0 4600 ASTRAZENECA PLC SPONSORED ADR 046353108 510 10,200 SH CALL DEFINED 01 0 10200 ASTRAZENECA PLC SPONSORED ADR 046353108 12322 246,100 SH CALL SOLE 246100 0 AT&T INC COM 00206R102 99991 3,183,400 SH CALL SOLE 3183400 0 AT&T INC COM 00206R102 142531 4,537,800 SH PUT SOLE 4537800 0 ATP OIL & GAS CORP COM 00208J108 6340 414,100 SH SOLE 414100 0 ATP OIL & GAS CORP COM 00208J108 6417 419,100 SH PUT SOLE 419100 0 AU OPTRONICS CORP SPONSORED ADR 002255107 86 12,572 SH SOLE 12572 0 AUTOMATIC DATA PROCESSING IN COM 053015103 12032 228,400 SH CALL SOLE 228400 0 AUTOMATIC DATA PROCESSING IN COM 053015103 19545 371,000 SH PUT SOLE 371000 0 AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 79736 62,762,000 PRN SOLE 62762000 0 AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 6235 4,908,000 PRN DEFINED 01 0 4908000 BABCOCK & WILCOX CO NEW COM 05615F102 4497 162,267 SH SOLE 162267 0 BABCOCK & WILCOX CO NEW COM 05615F102 376 13,565 SH DEFINED 01 0 13565 BAKER HUGHES INC COM 057224107 16053 221,200 SH CALL SOLE 221200 0 BAKER HUGHES INC COM 057224107 35119 484,000 SH PUT SOLE 484000 0 BANK OF AMERICA CORPORATION COM 060505104 12207 1,113,755 SH SOLE 1113755 0 BANK OF AMERICA CORPORATION COM 060505104 422 38,500 SH CALL DEFINED 01 0 38500 BANK OF AMERICA CORPORATION COM 060505104 57438 5,240,600 SH CALL SOLE 5240600 0 BANK OF AMERICA CORPORATION COM 060505104 99436 9,072,700 SH PUT SOLE 9072700 0 BANK OF NEW YORK MELLON CORP COM 064058100 18715 730,500 SH CALL SOLE 730500 0 BANK OF NEW YORK MELLON CORP COM 064058100 19512 761,600 SH PUT SOLE 761600 0 BARNES & NOBLE INC COM 067774109 1636 98,700 SH PUT SOLE 98700 0 BARNES & NOBLE INC COM 067774109 1628 98,200 SH SOLE 98200 0 BAXTER INTL INC COM 071813109 23137 387,600 SH CALL SOLE 387600 0 BAXTER INTL INC COM 071813109 32429 543,300 SH PUT SOLE 543300 0 BB&T CORP COM 054937107 1207 44,953 SH SOLE 44953 0 BB&T CORP COM 054937107 4782 178,200 SH CALL SOLE 178200 0 BB&T CORP COM 054937107 14749 549,500 SH PUT SOLE 549500 0 BE AEROSPACE INC COM 073302101 4244 103,997 SH DEFINED 01 0 103997 BE AEROSPACE INC COM 073302101 50770 1,244,052 SH SOLE 1244052 0 BECTON DICKINSON & CO COM 075887109 1741 20,200 SH CALL SOLE 20200 0 BECTON DICKINSON & CO COM 075887109 4224 49,000 SH PUT SOLE 49000 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 155921 2,014,700 SH PUT SOLE 2014700 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 23599 304,933 SH SOLE 304933 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 85291 1,102,100 SH CALL SOLE 1102100 0 BIOGEN IDEC INC COM 09062X103 6361 59,500 SH PUT SOLE 59500 0 BIOGEN IDEC INC COM 09062X103 2286 21,400 SH CALL SOLE 21400 0 BLACKROCK INC COM 09247X101 2667 13,900 SH CALL SOLE 13900 0 BLACKROCK INC COM 09247X101 4239 22,100 SH PUT SOLE 22100 0 BOEING CO COM 097023105 31095 420,600 SH CALL SOLE 420600 0 BOEING CO COM 097023105 57616 779,300 SH PUT SOLE 779300 0 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 9575 3,875,000 PRN DEFINED 01 0 3875000 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 175467 71,011,000 PRN SOLE 71011000 0 BOULDER TOTAL RETURN FD INC COM 101541100 9479 576,457 SH SOLE 576457 0 BP PLC SPONSORED ADR 055622104 3734 84,300 SH CALL DEFINED 01 0 84300 BP PLC SPONSORED ADR 055622104 62979 1,422,000 SH CALL SOLE 1422000 0 BRISTOL MYERS SQUIBB CO COM 110122108 25064 865,500 SH CALL SOLE 865500 0 BRISTOL MYERS SQUIBB CO COM 110122108 34165 1,179,700 SH PUT SOLE 1179700 0 BROADCOM CORP CL A 111320107 9785 290,842 SH SOLE 290842 0 BROADCOM CORP CL A 111320107 650 19,300 SH CALL DEFINED 01 0 19300 BROADCOM CORP CL A 111320107 12143 361,000 SH CALL SOLE 361000 0 BROADCOM CORP CL A 111320107 10697 318,000 SH PUT SOLE 318000 0 BROADCOM CORP CL A 111320107 456 13,565 SH DEFINED 01 0 13565 CANADIAN SOLAR INC COM 136635109 1095 95,244 SH SOLE 95244 0 CANADIAN SOLAR INC COM 136635109 1082 94,100 SH PUT SOLE 94100 0 CAPITAL ONE FINL CORP COM 14040H105 4153 80,396 SH DEFINED 01 0 80396 CAPITAL ONE FINL CORP COM 14040H105 51285 992,587 SH SOLE 992587 0 CAPITAL ONE FINL CORP COM 14040H105 9064 175,400 SH CALL SOLE 175400 0 CAPITAL ONE FINL CORP COM 14040H105 24509 474,300 SH PUT SOLE 474300 0 CAREFUSION CORP COM 14170T101 3710 136,529 SH DEFINED 01 0 136529 CAREFUSION CORP COM 14170T101 45157 1,662,027 SH SOLE 1662027 0 CARNIVAL CORP PAIRED CTF 143658300 1587 42,168 SH SOLE 42168 0 CARNIVAL CORP PAIRED CTF 143658300 3255 86,500 SH CALL SOLE 86500 0 CARNIVAL CORP PAIRED CTF 143658300 6183 164,300 SH PUT SOLE 164300 0 CATERPILLAR INC DEL COM 149123101 39584 371,800 SH CALL SOLE 371800 0 CATERPILLAR INC DEL COM 149123101 92886 872,500 SH PUT SOLE 872500 0 CELGENE CORP COM 151020104 16358 271,200 SH CALL SOLE 271200 0 CELGENE CORP COM 151020104 29442 488,100 SH PUT SOLE 488100 0 CEMEX SAB DE CV SPON ADR NEW 151290889 835 97,000 SH PUT DEFINED 01 0 97000 CEMEX SAB DE CV SPON ADR NEW 151290889 10367 1,205,500 SH PUT SOLE 1205500 0 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 29403 1,488,750 SH SOLE 1488750 0 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 1941 98,243 SH DEFINED 01 0 98243 CENTURYLINK INC COM 156700106 8130 201,100 SH PUT SOLE 201100 0 CENTURYLINK INC COM 156700106 487 12,039 SH SOLE 12039 0 CENTURYLINK INC COM 156700106 2380 58,900 SH CALL SOLE 58900 0 CEPHALON INC COM 156708109 5761 72,100 SH PUT DEFINED 01 0 72100 CEPHALON INC COM 156708109 21006 262,900 SH PUT SOLE 262900 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 5197 3,000,000 PRN DEFINED 01 0 3000000 CEPHALON INC NOTE 2.000% 6/0 156708AP4 123956 71,550,000 PRN SOLE 71550000 0 CF INDS HLDGS INC COM 125269100 4633 32,703 SH DEFINED 01 0 32703 CF INDS HLDGS INC COM 125269100 59441 419,575 SH SOLE 419575 0 CHESAPEAKE ENERGY CORP COM 165167107 14310 482,000 SH PUT SOLE 482000 0 CHESAPEAKE ENERGY CORP COM 165167107 1916 64,539 SH SOLE 64539 0 CHESAPEAKE ENERGY CORP COM 165167107 7711 259,700 SH CALL SOLE 259700 0 CHEVRON CORP NEW COM 166764100 115407 1,122,200 SH CALL SOLE 1122200 0 CHEVRON CORP NEW COM 166764100 245027 2,382,600 SH PUT SOLE 2382600 0 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 86 11,191 SH DEFINED 01 0 11191 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 2022 262,240 SH SOLE 262240 0 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 7734 381,540 SH SOLE 381540 0 CHIQUITA BRANDS INTL INC COM 170032809 500 38,400 SH PUT DEFINED 01 0 38400 CHIQUITA BRANDS INTL INC COM 170032809 16895 1,297,600 SH PUT SOLE 1297600 0 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 357 366,000 PRN DEFINED 01 0 366000 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 11680 11,972,000 PRN SOLE 11972000 0 CHUBB CORP COM 171232101 5265 84,100 SH PUT SOLE 84100 0 CHUBB CORP COM 171232101 428 6,828 SH SOLE 6828 0 CHUBB CORP COM 171232101 2204 35,200 SH CALL SOLE 35200 0 CIENA CORP COM NEW 171779309 17372 945,100 SH PUT SOLE 945100 0 CIENA CORP COM NEW 171779309 342 18,615 SH SOLE 18615 0 CIENA CORP COM NEW 171779309 1557 84,700 SH PUT DEFINED 01 0 84700 CISCO SYS INC COM 17275R102 15358 983,852 SH SOLE 983852 0 CISCO SYS INC COM 17275R102 68361 4,379,300 SH CALL SOLE 4379300 0 CISCO SYS INC COM 17275R102 50471 3,233,200 SH PUT SOLE 3233200 0 CITIGROUP INC COM NEW 172967424 1564 37,562 SH SOLE 37562 0 CITIGROUP INC COM NEW 172967424 2843 68,300 SH CALL DEFINED 01 0 68300 CITIGROUP INC COM NEW 172967424 744010 17,867,700 SH CALL SOLE 17867700 0 CITIGROUP INC COM NEW 172967424 720051 17,292,300 SH PUT SOLE 17292300 0 CITRIX SYS INC COM 177376100 3306 41,333 SH DEFINED 01 0 41333 CITRIX SYS INC COM 177376100 41814 522,676 SH SOLE 522676 0 CME GROUP INC COM 12572Q105 288 988 SH SOLE 988 0 CME GROUP INC COM 12572Q105 15572 53,400 SH PUT SOLE 53400 0 CME GROUP INC COM 12572Q105 6995 24,000 SH CALL SOLE 24000 0 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 3213 2,090,000 PRN DEFINED 01 0 2090000 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 52513 34,162,000 PRN SOLE 34162000 0 COCA COLA CO COM 191216100 85418 1,269,400 SH CALL SOLE 1269400 0 COCA COLA CO COM 191216100 149920 2,228,000 SH PUT SOLE 2228000 0 COCA COLA ENTERPRISES INC NE COM 19122T109 4191 143,627 SH DEFINED 01 0 143627 COCA COLA ENTERPRISES INC NE COM 19122T109 75482 2,586,759 SH SOLE 2586759 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 9079 123,800 SH CALL SOLE 123800 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 20711 282,400 SH PUT SOLE 282400 0 COINSTAR INC COM 19259P300 818 15,000 SH CALL SOLE 15000 0 COINSTAR INC COM 19259P300 12457 228,400 SH PUT SOLE 228400 0 COINSTAR INC COM 19259P300 12457 228,400 SH SOLE 228400 0 COLGATE PALMOLIVE CO COM 194162103 34361 393,100 SH PUT SOLE 393100 0 COLGATE PALMOLIVE CO COM 194162103 27315 312,500 SH CALL SOLE 312500 0 COMCAST CORP NEW CL A 20030N101 46312 1,827,700 SH CALL SOLE 1827700 0 COMCAST CORP NEW CL A 20030N101 41490 1,637,300 SH PUT SOLE 1637300 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 1211 47,150 SH SOLE 47150 0 CONAGRA FOODS INC COM 205887102 446 17,299 SH DEFINED 01 0 17299 CONAGRA FOODS INC COM 205887102 5492 212,801 SH SOLE 212801 0 CONAGRA FOODS INC COM 205887102 3781 146,500 SH CALL DEFINED 01 0 146500 CONAGRA FOODS INC COM 205887102 49119 1,903,100 SH CALL SOLE 1903100 0 CONOCOPHILLIPS COM 20825C104 114768 1,526,400 SH PUT SOLE 1526400 0 CONOCOPHILLIPS COM 20825C104 63250 841,200 SH CALL SOLE 841200 0 CORNING INC COM 219350105 22630 1,246,800 SH PUT SOLE 1246800 0 CORNING INC COM 219350105 2990 164,734 SH SOLE 164734 0 CORNING INC COM 219350105 11807 650,600 SH CALL SOLE 650600 0 COSTCO WHSL CORP NEW COM 22160K105 22390 275,600 SH CALL SOLE 275600 0 COSTCO WHSL CORP NEW COM 22160K105 36866 453,800 SH PUT SOLE 453800 0 COVENTRY HEALTH CARE INC COM 222862104 1126 30,873 SH DEFINED 01 0 30873 COVENTRY HEALTH CARE INC COM 222862104 13750 376,998 SH SOLE 376998 0 COVIDIEN PLC SHS G2554F113 503 9,450 SH SOLE 9450 0 COVIDIEN PLC SHS G2554F113 7708 144,800 SH CALL SOLE 144800 0 COVIDIEN PLC SHS G2554F113 13115 246,400 SH PUT SOLE 246400 0 CROWN CASTLE INTL CORP COM 228227104 119140 2,920,817 SH SOLE 2920817 0 CROWN CASTLE INTL CORP COM 228227104 7477 183,300 SH CALL DEFINED 01 0 183300 CROWN CASTLE INTL CORP COM 228227104 9960 244,167 SH DEFINED 01 0 244167 CROWN CASTLE INTL CORP COM 228227104 88367 2,166,400 SH CALL SOLE 2166400 0 CSX CORP COM 126408103 13595 518,500 SH CALL SOLE 518500 0 CSX CORP COM 126408103 26970 1,028,500 SH PUT SOLE 1028500 0 CUMMINS INC COM 231021106 1568 15,150 SH SOLE 15150 0 CUMMINS INC COM 231021106 8111 78,400 SH CALL SOLE 78400 0 CUMMINS INC COM 231021106 28159 272,100 SH PUT SOLE 272100 0 CVS CAREMARK CORPORATION COM 126650100 36614 974,300 SH CALL SOLE 974300 0 CVS CAREMARK CORPORATION COM 126650100 24557 653,400 SH PUT SOLE 653400 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 18906 17,000,000 PRN SOLE 17000000 0 DANAHER CORP DEL COM 235851102 27723 523,200 SH PUT SOLE 523200 0 DANAHER CORP DEL COM 235851102 14926 281,700 SH CALL SOLE 281700 0 DANAHER CORP DEL COM 235851102 1859 35,099 SH SOLE 35099 0 DANAHER CORP DEL COM 235851102 479 9,044 SH DEFINED 01 0 9044 DEAN FOODS CO NEW COM 242370104 1411 115,000 SH SOLE 115000 0 DEERE & CO COM 244199105 2020 24,496 SH SOLE 24496 0 DEERE & CO COM 244199105 17560 213,000 SH CALL SOLE 213000 0 DEERE & CO COM 244199105 51597 625,800 SH PUT SOLE 625800 0 DELL INC COM 24702R101 12614 756,800 SH CALL SOLE 756800 0 DELL INC COM 24702R101 21995 1,319,400 SH PUT SOLE 1319400 0 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 9518 9,500,000 PRN SOLE 9500000 0 DEVON ENERGY CORP NEW COM 25179M103 39036 495,300 SH PUT SOLE 495300 0 DEVON ENERGY CORP NEW COM 25179M103 939 11,920 SH SOLE 11920 0 DEVON ENERGY CORP NEW COM 25179M103 18955 240,500 SH CALL SOLE 240500 0 DIRECTV COM CL A 25490A101 19967 392,900 SH CALL SOLE 392900 0 DIRECTV COM CL A 25490A101 38165 751,000 SH PUT SOLE 751000 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 741 18,086 SH DEFINED 01 0 18086 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 8863 216,357 SH SOLE 216357 0 DISNEY WALT CO COM DISNEY 254687106 591 15,142 SH SOLE 15142 0 DISNEY WALT CO COM DISNEY 254687106 38128 976,700 SH CALL SOLE 976700 0 DISNEY WALT CO COM DISNEY 254687106 71837 1,840,100 SH PUT SOLE 1840100 0 DOLLAR GEN CORP NEW COM 256677105 246 7,274 SH DEFINED 01 0 7274 DOLLAR GEN CORP NEW COM 256677105 3142 92,726 SH SOLE 92726 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 2333 31,651 SH DEFINED 01 0 31651 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 27917 378,587 SH SOLE 378587 0 DOMINION RES INC VA NEW COM 25746U109 21326 441,800 SH PUT SOLE 441800 0 DOMINION RES INC VA NEW COM 25746U109 13608 281,900 SH CALL SOLE 281900 0 DOW CHEM CO COM 260543103 34495 958,200 SH PUT SOLE 958200 0 DOW CHEM CO COM 260543103 20863 579,500 SH CALL SOLE 579500 0 DU PONT E I DE NEMOURS & CO COM 263534109 30791 569,700 SH CALL SOLE 569700 0 DU PONT E I DE NEMOURS & CO COM 263534109 38598 714,100 SH PUT SOLE 714100 0 DUKE ENERGY CORP NEW COM 26441C105 7501 398,400 SH CALL SOLE 398400 0 DUKE ENERGY CORP NEW COM 26441C105 13948 740,700 SH PUT SOLE 740700 0 E M C CORP MASS COM 268648102 32339 1,173,800 SH CALL SOLE 1173800 0 E M C CORP MASS COM 268648102 61578 2,235,200 SH PUT SOLE 2235200 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 5737 3,347,000 PRN DEFINED 01 0 3347000 E M C CORP MASS NOTE 1.750%12/0 268648AK8 93771 54,703,000 PRN SOLE 54703000 0 EATON CORP COM 278058102 242 4,700 SH PUT SOLE 4700 0 EBAY INC COM 278642103 17322 536,800 SH CALL SOLE 536800 0 EBAY INC COM 278642103 35995 1,115,400 SH PUT SOLE 1115400 0 ECB BANCORP INC COM 268253101 192 17,331 SH SOLE 17331 0 EMERSON ELEC CO COM 291011104 23301 414,200 SH CALL SOLE 414200 0 EMERSON ELEC CO COM 291011104 42876 762,200 SH PUT SOLE 762200 0 EOG RES INC COM 26875P101 16468 157,500 SH CALL SOLE 157500 0 EOG RES INC COM 26875P101 29251 279,800 SH PUT SOLE 279800 0 EQUINIX INC COM NEW 29444U502 4455 44,104 SH DEFINED 01 0 44104 EQUINIX INC COM NEW 29444U502 54405 538,567 SH SOLE 538567 0 EXELON CORP COM 30161N101 17710 413,400 SH CALL SOLE 413400 0 EXELON CORP COM 30161N101 27341 638,200 SH PUT SOLE 638200 0 EXPRESS SCRIPTS INC COM 302182100 29754 551,200 SH PUT SOLE 551200 0 EXPRESS SCRIPTS INC COM 302182100 446 8,260 SH SOLE 8260 0 EXPRESS SCRIPTS INC COM 302182100 15638 289,700 SH CALL SOLE 289700 0 EXXON MOBIL CORP COM 30231G102 438136 5,383,800 SH PUT SOLE 5383800 0 EXXON MOBIL CORP COM 30231G102 254312 3,125,000 SH CALL SOLE 3125000 0 F5 NETWORKS INC COM 315616102 4147 37,611 SH DEFINED 01 0 37611 F5 NETWORKS INC COM 315616102 49578 449,685 SH SOLE 449685 0 FEDEX CORP COM 31428X106 15849 167,100 SH CALL SOLE 167100 0 FEDEX CORP COM 31428X106 38178 402,500 SH PUT SOLE 402500 0 FIFTH THIRD BANCORP COM 316773100 7550 592,184 SH DEFINED 01 0 592184 FIFTH THIRD BANCORP COM 316773100 90702 7,113,844 SH SOLE 7113844 0 FIRST CALIFORNIA FINANCIAL G COM NEW 319395109 493 137,979 SH DEFINED 01 0 137979 FIRST CALIFORNIA FINANCIAL G COM NEW 319395109 6143 1,720,796 SH SOLE 1720796 0 FIRST SOLAR INC COM 336433107 8598 65,000 SH CALL SOLE 65000 0 FIRST SOLAR INC COM 336433107 50422 381,200 SH PUT SOLE 381200 0 FIRST SOLAR INC COM 336433107 50010 378,092 SH SOLE 378092 0 FIRSTENERGY CORP COM 337932107 1289 29,200 SH PUT SOLE 29200 0 FIRSTENERGY CORP COM 337932107 205 4,654 SH SOLE 4654 0 FLOTEK INDS INC DEL COM 343389102 1385 162,600 SH SOLE 162600 0 FORD MTR CO DEL COM PAR $0.01 345370860 319 23,106 SH DEFINED 01 0 23106 FORD MTR CO DEL COM PAR $0.01 345370860 20302 1,472,199 SH SOLE 1472199 0 FORD MTR CO DEL COM PAR $0.01 345370860 531 38,500 SH CALL DEFINED 01 0 38500 FORD MTR CO DEL COM PAR $0.01 345370860 38594 2,798,700 SH CALL SOLE 2798700 0 FORD MTR CO DEL COM PAR $0.01 345370860 39818 2,887,500 SH PUT SOLE 2887500 0 FOREST OIL CORP COM PAR $0.01 346091705 3624 135,649 SH DEFINED 01 0 135649 FOREST OIL CORP COM PAR $0.01 346091705 43342 1,622,675 SH SOLE 1622675 0 FORTUNE BRANDS INC COM 349631101 404 6,337 SH DEFINED 01 0 6337 FORTUNE BRANDS INC COM 349631101 5090 79,816 SH SOLE 79816 0 FOSTER WHEELER AG COM H27178104 3956 130,241 SH DEFINED 01 0 130241 FOSTER WHEELER AG COM H27178104 47332 1,558,029 SH SOLE 1558029 0 FOSTER WHEELER AG COM H27178104 3266 107,500 SH CALL DEFINED 01 0 107500 FOSTER WHEELER AG COM H27178104 39345 1,295,100 SH CALL SOLE 1295100 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 25561 483,200 SH CALL SOLE 483200 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 58354 1,103,100 SH PUT SOLE 1103100 0 FREESCALE SEMICONDUCTOR HLDG SHS OLD G3727Q101 829 45,139 SH DEFINED 01 0 45139 FREESCALE SEMICONDUCTOR HLDG SHS OLD G3727Q101 9932 540,061 SH SOLE 540061 0 GARMIN LTD SHS H2906T109 651 19,700 SH SOLE 19700 0 GARMIN LTD SHS H2906T109 650 19,700 SH PUT SOLE 19700 0 GENERAL DYNAMICS CORP COM 369550108 17221 231,100 SH CALL SOLE 231100 0 GENERAL DYNAMICS CORP COM 369550108 28324 380,100 SH PUT SOLE 380100 0 GENERAL ELECTRIC CO COM 369604103 685 36,300 SH CALL DEFINED 01 0 36300 GENERAL ELECTRIC CO COM 369604103 114827 6,088,500 SH CALL SOLE 6088500 0 GENERAL ELECTRIC CO COM 369604103 204133 10,823,600 SH PUT SOLE 10823600 0 GENERAL ELECTRIC CO COM 369604103 15668 830,712 SH SOLE 830712 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 8256 494,713 SH DEFINED 01 0 494713 GENERAL GROWTH PPTYS INC NEW COM 370023103 104303 6,249,435 SH SOLE 6249435 0 GENERAL MLS INC COM 370334104 16034 430,800 SH CALL SOLE 430800 0 GENERAL MLS INC COM 370334104 21218 570,000 SH PUT SOLE 570000 0 GENERAL MTRS CO COM 37045V100 9513 313,355 SH SOLE 313355 0 GENERAL MTRS CO COM 37045V100 437 14,400 SH PUT DEFINED 01 0 14400 GENERAL MTRS CO COM 37045V100 7171 236,200 SH PUT SOLE 236200 0 GENERAL MTRS CO *W EXP 07/10/201 37045V118 788 36,831 SH DEFINED 01 0 36831 GENERAL MTRS CO *W EXP 07/10/201 37045V118 13251 619,359 SH SOLE 619359 0 GENERAL MTRS CO *W EXP 07/10/201 37045V126 1510 94,784 SH SOLE 94784 0 GENON ENERGY INC COM 37244E107 1332 345,000 SH SOLE 345000 0 GEN-PROBE INC NEW COM 36866T103 4254 61,513 SH DEFINED 01 0 61513 GEN-PROBE INC NEW COM 36866T103 52730 762,520 SH SOLE 762520 0 GILEAD SCIENCES INC COM 375558103 21094 509,400 SH CALL SOLE 509400 0 GILEAD SCIENCES INC COM 375558103 29368 709,200 SH PUT SOLE 709200 0 GOLDMAN SACHS GROUP INC COM 38141G104 15074 113,263 SH SOLE 113263 0 GOLDMAN SACHS GROUP INC COM 38141G104 36986 277,900 SH CALL SOLE 277900 0 GOLDMAN SACHS GROUP INC COM 38141G104 88171 662,500 SH PUT SOLE 662500 0 GOODRICH CORP COM 382388106 87644 917,730 SH SOLE 917730 0 GOODRICH CORP COM 382388106 7327 76,718 SH DEFINED 01 0 76718 GOOGLE INC CL A 38259P508 172373 340,400 SH PUT SOLE 340400 0 GOOGLE INC CL A 38259P508 33397 65,953 SH SOLE 65953 0 GOOGLE INC CL A 38259P508 33217 65,600 SH CALL SOLE 65600 0 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 1417 113,719 SH SOLE 113719 0 HALLIBURTON CO COM 406216101 24038 471,300 SH CALL SOLE 471300 0 HALLIBURTON CO COM 406216101 59388 1,164,400 SH PUT SOLE 1164400 0 HANWHA SOLARONE CO LTD SPONSORED ADR 41135V103 4097 642,172 SH SOLE 642172 0 HARBIN ELECTRIC INC COM 41145W109 945 62,500 SH CALL SOLE 62500 0 HARLEY DAVIDSON INC COM 412822108 553 13,497 SH DEFINED 01 0 13497 HARLEY DAVIDSON INC COM 412822108 6617 161,503 SH SOLE 161503 0 HARTFORD FINL SVCS GROUP INC COM 416515104 3914 148,419 SH SOLE 148419 0 HARTFORD FINL SVCS GROUP INC COM 416515104 240 9,081 SH DEFINED 01 0 9081 HCA HOLDINGS INC COM 40412C101 35630 1,079,681 SH SOLE 1079681 0 HCA HOLDINGS INC COM 40412C101 2890 87,564 SH DEFINED 01 0 87564 HERITAGE COMMERCE CORP COM 426927109 277 54,198 SH DEFINED 01 0 54198 HERITAGE COMMERCE CORP COM 426927109 11977 2,343,912 SH SOLE 2343912 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 3702 1,816,000 PRN DEFINED 01 0 1816000 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 60510 29,684,000 PRN SOLE 29684000 0 HESS CORP COM 42809H107 316 4,225 SH DEFINED 01 0 4225 HESS CORP COM 42809H107 4635 62,003 SH SOLE 62003 0 HESS CORP COM 42809H107 10999 147,100 SH CALL SOLE 147100 0 HESS CORP COM 42809H107 18443 246,700 SH PUT SOLE 246700 0 HEWLETT PACKARD CO COM 428236103 53677 1,474,700 SH CALL SOLE 1474700 0 HEWLETT PACKARD CO COM 428236103 71402 1,961,600 SH PUT SOLE 1961600 0 HEWLETT PACKARD CO COM 428236103 11471 315,112 SH SOLE 315112 0 HOME DEPOT INC COM 437076102 45227 1,248,700 SH PUT SOLE 1248700 0 HOME DEPOT INC COM 437076102 43653 1,205,200 SH CALL SOLE 1205200 0 HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 456 11,989 SH DEFINED 01 0 11989 HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 6886 180,998 SH SOLE 180998 0 HONEYWELL INTL INC COM 438516106 27768 466,000 SH CALL SOLE 466000 0 HONEYWELL INTL INC COM 438516106 47814 802,400 SH PUT SOLE 802400 0 HOST HOTELS & RESORTS INC COM 44107P104 791 46,648 SH SOLE 46648 0 HOST HOTELS & RESORTS INC COM 44107P104 2053 121,100 SH PUT SOLE 121100 0 ICONIX BRAND GROUP INC COM 451055107 1271 52,536 SH SOLE 52536 0 ILLINOIS TOOL WKS INC COM 452308109 17059 302,000 SH CALL SOLE 302000 0 ILLINOIS TOOL WKS INC COM 452308109 29885 529,000 SH PUT SOLE 529000 0 INFORMATICA CORP COM 45666Q102 13060 223,520 SH SOLE 223520 0 INFORMATICA CORP COM 45666Q102 1092 18,680 SH DEFINED 01 0 18680 INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 9559 3,751,000 PRN DEFINED 01 0 3751000 INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 151306 59,372,000 PRN SOLE 59372000 0 INGERSOLL-RAND PLC SHS G47791101 2096 46,142 SH SOLE 46142 0 INPHI CORP COM 45772F107 2007 115,357 SH SOLE 115357 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 316 6,606 SH DEFINED 01 0 6606 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 5168 108,094 SH SOLE 108094 0 INTEL CORP COM 458140100 2562 115,603 SH SOLE 115603 0 INTEL CORP COM 458140100 92328 4,166,500 SH CALL SOLE 4166500 0 INTEL CORP COM 458140100 93416 4,215,500 SH PUT SOLE 4215500 0 INTERNATIONAL BUSINESS MACHS COM 459200101 260825 1,520,400 SH PUT SOLE 1520400 0 INTERNATIONAL BUSINESS MACHS COM 459200101 129641 755,700 SH CALL SOLE 755700 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 11161 173,739 SH DEFINED 01 0 173739 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 133516 2,078,380 SH SOLE 2078380 0 ISHARES SILVER TRUST ISHARES 46428Q109 881 26,042 SH SOLE 26042 0 ISHARES TR MSCI EMERG MKT 464287234 1186 24,900 SH PUT DEFINED 01 0 24900 ISHARES TR MSCI EMERG MKT 464287234 20231 425,000 SH PUT SOLE 425000 0 ISHARES TR RUSSELL 2000 464287655 231 2,792 SH SOLE 2792 0 IVANHOE MINES LTD COM 46579N103 1954 77,260 SH DEFINED 01 0 77260 IVANHOE MINES LTD COM 46579N103 30874 1,220,328 SH SOLE 1220328 0 IVANHOE MINES LTD COM 46579N103 1885 74,500 SH PUT DEFINED 01 0 74500 IVANHOE MINES LTD COM 46579N103 35727 1,412,100 SH PUT SOLE 1412100 0 JAPAN SMALLER CAPTLZTN FD IN COM 47109U104 1726 210,000 SH SOLE 210000 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 1100 66,000 SH CALL SOLE 66000 0 JOHNSON & JOHNSON COM 478160104 177895 2,674,300 SH PUT SOLE 2674300 0 JOHNSON & JOHNSON COM 478160104 106744 1,604,700 SH CALL SOLE 1604700 0 JOHNSON CTLS INC COM 478366107 14402 345,700 SH CALL SOLE 345700 0 JOHNSON CTLS INC COM 478366107 23520 564,600 SH PUT SOLE 564600 0 JPMORGAN CHASE & CO COM 46625H100 1728 42,200 SH CALL DEFINED 01 0 42200 JPMORGAN CHASE & CO COM 46625H100 101961 2,490,500 SH CALL SOLE 2490500 0 JPMORGAN CHASE & CO COM 46625H100 184943 4,517,400 SH PUT SOLE 4517400 0 JUNIPER NETWORKS INC COM 48203R104 697 22,103 SH DEFINED 01 0 22103 JUNIPER NETWORKS INC COM 48203R104 11498 365,029 SH SOLE 365029 0 JUNIPER NETWORKS INC COM 48203R104 7043 223,600 SH CALL SOLE 223600 0 JUNIPER NETWORKS INC COM 48203R104 11641 369,600 SH PUT SOLE 369600 0 KIMBERLY CLARK CORP COM 494368103 12934 194,300 SH CALL SOLE 194300 0 KIMBERLY CLARK CORP COM 494368103 26031 391,100 SH PUT SOLE 391100 0 KOHLS CORP COM 500255104 5211 104,200 SH PUT SOLE 104200 0 KOHLS CORP COM 500255104 25360 507,100 SH CALL SOLE 507100 0 KRAFT FOODS INC CL A 50075N104 52173 1,480,900 SH CALL SOLE 1480900 0 KRAFT FOODS INC CL A 50075N104 24353 691,300 SH PUT SOLE 691300 0 KRONOS WORLDWIDE INC COM 50105F105 1207 38,380 SH DEFINED 01 0 38380 KRONOS WORLDWIDE INC COM 50105F105 14440 459,114 SH SOLE 459114 0 LDK SOLAR CO LTD SPONSORED ADR 50183L107 2442 332,745 SH SOLE 332745 0 LDK SOLAR CO LTD SPONSORED ADR 50183L107 184 25,000 SH CALL SOLE 25000 0 LDK SOLAR CO LTD SPONSORED ADR 50183L107 1468 200,000 SH PUT SOLE 200000 0 LIBERTY GLOBAL INC COM SER A 530555101 9008 200,000 SH CALL SOLE 200000 0 LIBERTY GLOBAL INC COM SER A 530555101 9008 200,000 SH PUT SOLE 200000 0 LIBERTY GLOBAL INC COM SER C 530555309 1276 29,883 SH DEFINED 01 0 29883 LIBERTY GLOBAL INC COM SER C 530555309 18831 441,021 SH SOLE 441021 0 LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 20824 36,775,000 PRN SOLE 36775000 0 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 688 1,239,000 PRN DEFINED 01 0 1239000 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 28288 50,969,000 PRN SOLE 50969000 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 2881 171,823 SH DEFINED 01 0 171823 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 34468 2,055,389 SH SOLE 2055389 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 4852 56,585 SH DEFINED 01 0 56585 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 60036 700,138 SH SOLE 700138 0 LIFE TECHNOLOGIES CORP COM 53217V109 599 11,500 SH CALL DEFINED 01 0 11500 LIFE TECHNOLOGIES CORP COM 53217V109 9815 188,500 SH CALL SOLE 188500 0 LILLY ELI & CO COM 532457108 29387 783,000 SH PUT SOLE 783000 0 LILLY ELI & CO COM 532457108 25277 673,500 SH CALL SOLE 673500 0 LINCARE HLDGS INC COM 532791100 6364 217,400 SH PUT SOLE 217400 0 LINCARE HLDGS INC NOTE 2.750%11/0 532791AF7 25887 22,018,000 PRN SOLE 22018000 0 LINCARE HLDGS INC NOTE 2.750%11/0 532791AF7 860 732,000 PRN DEFINED 01 0 732000 LOCKHEED MARTIN CORP COM 539830109 15571 192,300 SH CALL SOLE 192300 0 LOCKHEED MARTIN CORP COM 539830109 21604 266,800 SH PUT SOLE 266800 0 LOWES COS INC COM 548661107 21612 927,200 SH CALL SOLE 927200 0 LOWES COS INC COM 548661107 12688 544,300 SH PUT SOLE 544300 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 34920 35,504,000 PRN SOLE 35504000 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 8147 211,520 SH DEFINED 01 0 211520 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 97539 2,532,155 SH SOLE 2532155 0 MARATHON OIL CORP COM 565849106 30502 579,000 SH PUT SOLE 579000 0 MARATHON OIL CORP COM 565849106 24870 472,100 SH CALL SOLE 472100 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 3133 57,400 SH CALL SOLE 57400 0 MARRIOTT INTL INC NEW CL A 571903202 3840 108,178 SH SOLE 108178 0 MARRIOTT INTL INC NEW CL A 571903202 322 9,044 SH DEFINED 01 0 9044 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1666 112,831 SH DEFINED 01 0 112831 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 20710 1,402,624 SH SOLE 1402624 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 533 36,100 SH CALL DEFINED 01 0 36100 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 6849 463,900 SH CALL SOLE 463900 0 MASTERCARD INC CL A 57636Q104 12806 42,500 SH CALL SOLE 42500 0 MASTERCARD INC CL A 57636Q104 34564 114,700 SH PUT SOLE 114700 0 MCCLATCHY CO CL A 579489105 1410 501,939 SH SOLE 501939 0 MCDONALDS CORP COM 580135101 108040 1,281,300 SH PUT SOLE 1281300 0 MCDONALDS CORP COM 580135101 51874 615,200 SH CALL SOLE 615200 0 MCKESSON CORP COM 58155Q103 15067 180,100 SH PUT SOLE 180100 0 MCKESSON CORP COM 58155Q103 7696 92,000 SH CALL SOLE 92000 0 MCKESSON CORP COM 58155Q103 5219 62,399 SH DEFINED 01 0 62399 MCKESSON CORP COM 58155Q103 62099 742,368 SH SOLE 742368 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 13984 247,400 SH CALL SOLE 247400 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 24224 428,600 SH PUT SOLE 428600 0 MEDTRONIC INC COM 585055106 24798 643,600 SH CALL SOLE 643600 0 MEDTRONIC INC COM 585055106 29928 776,700 SH PUT SOLE 776700 0 MELCO CROWN ENTMT LTD ADR 585464100 1717 134,460 SH DEFINED 01 0 134460 MELCO CROWN ENTMT LTD ADR 585464100 25921 2,029,841 SH SOLE 2029841 0 MERCK & CO INC NEW COM 58933Y105 61247 1,735,500 SH CALL SOLE 1735500 0 MERCK & CO INC NEW COM 58933Y105 79922 2,264,700 SH PUT SOLE 2264700 0 METLIFE INC COM 59156R108 1741 39,673 SH SOLE 39673 0 METLIFE INC COM 59156R108 46941 1,070,000 SH PUT SOLE 1070000 0 METLIFE INC COM 59156R108 26563 605,500 SH CALL SOLE 605500 0 MGM RESORTS INTERNATIONAL COM 552953101 9247 700,000 SH PUT SOLE 700000 0 MICRON TECHNOLOGY INC COM 595112103 1133 151,410 SH SOLE 151410 0 MICRON TECHNOLOGY INC COM 595112103 164 21,800 SH CALL DEFINED 01 0 21800 MICRON TECHNOLOGY INC COM 595112103 2081 278,200 SH CALL SOLE 278200 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 281 289,000 PRN DEFINED 01 0 289000 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 4594 4,711,000 PRN SOLE 4711000 0 MICROSOFT CORP COM 594918104 602 23,200 SH CALL DEFINED 01 0 23200 MICROSOFT CORP COM 594918104 144172 5,545,100 SH CALL SOLE 5545100 0 MICROSOFT CORP COM 594918104 137342 5,282,400 SH PUT SOLE 5282400 0 MONSANTO CO NEW COM 61166W101 24320 335,200 SH CALL SOLE 335200 0 MONSANTO CO NEW COM 61166W101 43073 593,800 SH PUT SOLE 593800 0 MORGAN STANLEY COM NEW 617446448 18255 793,400 SH CALL SOLE 793400 0 MORGAN STANLEY COM NEW 617446448 30770 1,337,200 SH PUT SOLE 1337200 0 MORGAN STANLEY COM NEW 617446448 12220 531,070 SH SOLE 531070 0 MOSAIC CO NEW COM 61945C103 4138 61,100 SH SOLE 61100 0 MOSAIC CO NEW COM 61945C103 4138 61,100 SH PUT SOLE 61100 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 6339 137,696 SH DEFINED 01 0 137696 MOTOROLA SOLUTIONS INC COM NEW 620076307 74847 1,625,707 SH SOLE 1625707 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 33517 728,000 SH CALL SOLE 728000 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 31058 674,600 SH PUT SOLE 674600 0 MPG OFFICE TR INC COM 553274101 2418 845,116 SH SOLE 845116 0 MPG OFFICE TR INC COM 553274101 206 72,106 SH DEFINED 01 0 72106 MYLAN INC COM 628530107 4653 188,600 SH PUT SOLE 188600 0 MYLAN INC COM 628530107 281 11,400 SH PUT DEFINED 01 0 11400 MYLAN INC NOTE 3.750% 9/1 628530AJ6 2498 1,269,000 PRN DEFINED 01 0 1269000 MYLAN INC NOTE 3.750% 9/1 628530AJ6 40816 20,731,000 PRN SOLE 20731000 0 NATIONAL OILWELL VARCO INC COM 637071101 17322 221,500 SH CALL SOLE 221500 0 NATIONAL OILWELL VARCO INC COM 637071101 36304 464,200 SH PUT SOLE 464200 0 NETAPP INC COM 64110D104 895 16,951 SH SOLE 16951 0 NETAPP INC COM 64110D104 5659 107,200 SH CALL SOLE 107200 0 NETAPP INC COM 64110D104 12309 233,200 SH PUT SOLE 233200 0 NETFLIX INC COM 64110L106 3809 14,500 SH SOLE 14500 0 NETFLIX INC COM 64110L106 3809 14,500 SH PUT SOLE 14500 0 NEWMONT MINING CORP COM 651639106 3107 57,567 SH SOLE 57567 0 NEWMONT MINING CORP COM 651639106 18004 333,600 SH CALL SOLE 333600 0 NEWMONT MINING CORP COM 651639106 21723 402,500 SH PUT SOLE 402500 0 NEWS CORP CL A 65248E104 13043 736,900 SH CALL SOLE 736900 0 NEWS CORP CL A 65248E104 22407 1,265,900 SH PUT SOLE 1265900 0 NEXTERA ENERGY INC COM 65339F101 12923 224,900 SH CALL SOLE 224900 0 NEXTERA ENERGY INC COM 65339F101 14382 250,300 SH PUT SOLE 250300 0 NIELSEN HOLDINGS N V COM N63218106 11260 361,345 SH DEFINED 01 0 361345 NIELSEN HOLDINGS N V COM N63218106 134822 4,326,788 SH SOLE 4326788 0 NIKE INC CL B 654106103 18043 200,500 SH CALL SOLE 200500 0 NIKE INC CL B 654106103 41392 460,000 SH PUT SOLE 460000 0 NORFOLK SOUTHERN CORP COM 655844108 9643 128,700 SH CALL SOLE 128700 0 NORFOLK SOUTHERN CORP COM 655844108 29537 394,200 SH PUT SOLE 394200 0 NORTHERN OIL & GAS INC NEV COM 665531109 498 22,500 SH CALL SOLE 22500 0 NORTHERN OIL & GAS INC NEV COM 665531109 498 22,500 SH PUT SOLE 22500 0 NORTHROP GRUMMAN CORP COM 666807102 7759 111,900 SH CALL SOLE 111900 0 NORTHROP GRUMMAN CORP COM 666807102 13877 200,100 SH PUT SOLE 200100 0 NXP SEMICONDUCTORS N V COM N6596X109 1358 50,789 SH DEFINED 01 0 50789 NXP SEMICONDUCTORS N V COM N6596X109 100463 3,796,937 SH SOLE 3796937 0 OCCIDENTAL PETE CORP DEL COM 674599105 42499 408,500 SH CALL SOLE 408500 0 OCCIDENTAL PETE CORP DEL COM 674599105 102707 987,200 SH PUT SOLE 987200 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 762 795,000 PRN DEFINED 01 0 795000 OMNICARE INC DBCV 3.250%12/1 681904AL2 26324 27,457,000 PRN SOLE 27457000 0 ORACLE CORP COM 68389X105 70835 2,152,400 SH CALL SOLE 2152400 0 ORACLE CORP COM 68389X105 75211 2,285,400 SH PUT SOLE 2285400 0 PACCAR INC COM 693718108 906 17,737 SH SOLE 17737 0 PACCAR INC COM 693718108 7797 152,600 SH CALL SOLE 152600 0 PACCAR INC COM 693718108 11377 222,700 SH PUT SOLE 222700 0 PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 1447 1,460,000 PRN DEFINED 01 0 1460000 PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 22641 22,840,000 PRN SOLE 22840000 0 PEABODY ENERGY CORP COM 704549104 1227 20,825 SH SOLE 20825 0 PEABODY ENERGY CORP COM 704549104 1437 24,400 SH CALL SOLE 24400 0 PEABODY ENERGY CORP COM 704549104 3983 67,600 SH PUT SOLE 67600 0 PEPSICO INC COM 713448108 71514 1,015,400 SH CALL SOLE 1015400 0 PEPSICO INC COM 713448108 110292 1,566,000 SH PUT SOLE 1566000 0 PFIZER INC COM 717081103 87379 4,241,700 SH CALL SOLE 4241700 0 PFIZER INC COM 717081103 126551 6,143,300 SH PUT SOLE 6143300 0 PG&E CORP COM 69331C108 277 6,600 SH PUT SOLE 6600 0 PHH CORP NOTE 4.000% 9/0 693320AN3 43332 39,850,000 PRN SOLE 39850000 0 PHH CORP NOTE 4.000% 9/0 693320AN3 3643 3,350,000 PRN DEFINED 01 0 3350000 PHILIP MORRIS INTL INC COM 718172109 62818 940,800 SH CALL SOLE 940800 0 PHILIP MORRIS INTL INC COM 718172109 93765 1,404,300 SH PUT SOLE 1404300 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 2831 1,827,000 PRN DEFINED 01 0 1827000 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 53550 34,554,000 PRN SOLE 34554000 0 PMI GROUP INC COM 69344M101 159 148,414 SH SOLE 148414 0 PNC FINL SVCS GROUP INC COM 693475105 11887 199,400 SH CALL SOLE 199400 0 PNC FINL SVCS GROUP INC COM 693475105 39282 659,000 SH PUT SOLE 659000 0 POTASH CORP SASK INC COM 73755L107 79866 1,401,400 SH CALL SOLE 1401400 0 POTASH CORP SASK INC COM 73755L107 2466 43,268 SH SOLE 43268 0 POTASH CORP SASK INC COM 73755L107 6235 109,400 SH CALL DEFINED 01 0 109400 POWER ONE INC NEW COM 73930R102 1225 151,200 SH SOLE 151200 0 POWER ONE INC NEW COM 73930R102 1225 151,200 SH PUT SOLE 151200 0 PRAXAIR INC COM 74005P104 15509 143,100 SH CALL SOLE 143100 0 PRAXAIR INC COM 74005P104 43693 403,100 SH PUT SOLE 403100 0 PRECISION CASTPARTS CORP COM 740189105 7607 46,200 SH CALL SOLE 46200 0 PRECISION CASTPARTS CORP COM 740189105 25521 155,000 SH PUT SOLE 155000 0 PRICELINE COM INC COM NEW 741503403 9115 17,800 SH CALL SOLE 17800 0 PRICELINE COM INC COM NEW 741503403 26006 50,800 SH PUT SOLE 50800 0 PROCTER & GAMBLE CO COM 742718109 119709 1,883,100 SH CALL SOLE 1883100 0 PROCTER & GAMBLE CO COM 742718109 161975 2,548,000 SH PUT SOLE 2548000 0 PROLOGIS NOTE 2.250% 4/0 74340XAQ4 12461 12,500,000 PRN SOLE 12500000 0 PROLOGIS NOTE 1.875%11/1 74340XAR2 6943 7,000,000 PRN SOLE 7000000 0 PRUDENTIAL FINL INC COM 744320102 2951 46,401 SH SOLE 46401 0 PRUDENTIAL FINL INC COM 744320102 14345 225,600 SH CALL SOLE 225600 0 PRUDENTIAL FINL INC COM 744320102 31450 494,600 SH PUT SOLE 494600 0 PUBLIC STORAGE COM 74460D109 381 3,340 SH DEFINED 01 0 3340 PUBLIC STORAGE COM 74460D109 4667 40,931 SH SOLE 40931 0 PULTE GROUP INC COM 745867101 2601 339,500 SH SOLE 339500 0 QLIK TECHNOLOGIES INC COM 74733T105 1993 58,518 SH DEFINED 01 0 58518 QLIK TECHNOLOGIES INC COM 74733T105 24238 711,637 SH SOLE 711637 0 QUALCOMM INC COM 747525103 11899 209,524 SH DEFINED 01 0 209524 QUALCOMM INC COM 747525103 124646 2,194,846 SH SOLE 2194846 0 QUALCOMM INC COM 747525103 50701 892,800 SH CALL SOLE 892800 0 QUALCOMM INC COM 747525103 106526 1,875,800 SH PUT SOLE 1875800 0 RARE ELEMENT RES LTD COM 75381M102 699 63,000 SH SOLE 63000 0 RARE ELEMENT RES LTD COM 75381M102 699 63,000 SH PUT SOLE 63000 0 RAYTHEON CO COM NEW 755111507 4067 81,600 SH PUT SOLE 81600 0 RAYTHEON CO COM NEW 755111507 5484 110,000 SH CALL SOLE 110000 0 RIVERBED TECHNOLOGY INC COM 768573107 3447 87,058 SH DEFINED 01 0 87058 RIVERBED TECHNOLOGY INC COM 768573107 41230 1,041,403 SH SOLE 1041403 0 ROCKWOOD HLDGS INC COM 774415103 9500 171,821 SH DEFINED 01 0 171821 ROCKWOOD HLDGS INC COM 774415103 113642 2,055,389 SH SOLE 2055389 0 SANDISK CORP COM 80004C101 2076 50,000 SH PUT DEFINED 01 0 50000 SANDISK CORP COM 80004C101 10375 250,000 SH PUT SOLE 250000 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 241 249,000 PRN DEFINED 01 0 249000 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 2662 2,751,000 PRN SOLE 2751000 0 SANOFI SPONSORED ADR 80105N105 1150 28,626 SH DEFINED 01 0 28626 SANOFI SPONSORED ADR 80105N105 7306 181,875 SH SOLE 181875 0 SANOFI RIGHT 12/31/2020 80105N113 1348 559,440 SH DEFINED 01 0 559440 SANOFI RIGHT 12/31/2020 80105N113 17869 7,338,850 SH SOLE 7338850 0 SANOFI RIGHT 12/31/2020 80105N113 379 157,300 SH CALL SOLE 157300 0 SARA LEE CORP COM 803111103 6248 329,047 SH DEFINED 01 0 329047 SARA LEE CORP COM 803111103 74747 3,936,169 SH SOLE 3936169 0 SARA LEE CORP COM 803111103 9402 495,100 SH CALL DEFINED 01 0 495100 SARA LEE CORP COM 803111103 115478 6,081,000 SH CALL SOLE 6081000 0 SCHLUMBERGER LTD COM 806857108 66882 774,100 SH CALL SOLE 774100 0 SCHLUMBERGER LTD COM 806857108 130342 1,508,600 SH PUT SOLE 1508600 0 SCHWAB CHARLES CORP NEW COM 808513105 894 54,300 SH CALL SOLE 54300 0 SCHWAB CHARLES CORP NEW COM 808513105 1035 62,900 SH PUT SOLE 62900 0 SCHWAB CHARLES CORP NEW COM 808513105 332 20,174 SH SOLE 20174 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 10408 678,096 SH SOLE 678096 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1245 81,100 SH PUT DEFINED 01 0 81100 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 15433 1,005,400 SH PUT SOLE 1005400 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 847 55,104 SH DEFINED 01 0 55104 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 5137 136,427 SH DEFINED 01 0 136427 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 61444 1,631,992 SH SOLE 1631992 0 SIERRA BANCORP COM 82620P102 252 22,277 SH DEFINED 01 0 22277 SIERRA BANCORP COM 82620P102 2993 264,485 SH SOLE 264485 0 SIGNET JEWELERS LIMITED SHS G81276100 4360 93,121 SH DEFINED 01 0 93121 SIGNET JEWELERS LIMITED SHS G81276100 58974 1,259,844 SH SOLE 1259844 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 16649 2,676,788 SH SOLE 2676788 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 201 32,349 SH DEFINED 01 0 32349 SIMON PPTY GROUP INC NEW COM 828806109 54058 465,100 SH PUT SOLE 465100 0 SIMON PPTY GROUP INC NEW COM 828806109 16386 141,000 SH CALL SOLE 141000 0 SKYWORKS SOLUTIONS INC COM 83088M102 1810 78,767 SH DEFINED 01 0 78767 SKYWORKS SOLUTIONS INC COM 83088M102 21653 942,233 SH SOLE 942233 0 SOTHEBYS NOTE 3.125% 6/1 835898AC1 38 27,000 PRN DEFINED 01 0 27000 SOTHEBYS NOTE 3.125% 6/1 835898AC1 1380 973,000 PRN SOLE 973000 0 SOUTHERN CO COM 842587107 14432 357,400 SH CALL SOLE 357400 0 SOUTHERN CO COM 842587107 24413 604,600 SH PUT SOLE 604600 0 SOUTHERN UN CO NEW COM 844030106 4175 103,997 SH DEFINED 01 0 103997 SOUTHERN UN CO NEW COM 844030106 49943 1,243,927 SH SOLE 1243927 0 SPDR GOLD TRUST GOLD SHS 78463V107 20717 141,900 SH CALL SOLE 141900 0 SPDR GOLD TRUST GOLD SHS 78463V107 1182 8,100 SH CALL DEFINED 01 0 8100 SPDR S&P 500 ETF TR TR UNIT 78462F103 286203 2,168,700 SH CALL SOLE 2168700 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 18588 140,851 SH SOLE 140851 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 23924 181,300 SH CALL DEFINED 01 0 181300 SPDR SERIES TRUST SPDR KBW INS ETF 78464A789 943 22,608 SH DEFINED 01 0 22608 SPDR SERIES TRUST SPDR KBW INS ETF 78464A789 11280 270,446 SH SOLE 270446 0 SRA INTL INC CL A 78464R105 3475 112,392 SH DEFINED 01 0 112392 SRA INTL INC CL A 78464R105 55597 1,798,114 SH SOLE 1798114 0 STARBUCKS CORP COM 855244109 17493 443,000 SH CALL SOLE 443000 0 STARBUCKS CORP COM 855244109 13113 332,100 SH PUT SOLE 332100 0 STATE STR CORP COM 857477103 317 7,033 SH SOLE 7033 0 STATE STR CORP COM 857477103 10587 234,800 SH CALL SOLE 234800 0 STATE STR CORP COM 857477103 17459 387,200 SH PUT SOLE 387200 0 STRAYER ED INC COM 863236105 632 5,000 SH SOLE 5000 0 STRAYER ED INC COM 863236105 632 5,000 SH PUT SOLE 5000 0 STRYKER CORP COM 863667101 11123 189,500 SH CALL SOLE 189500 0 STRYKER CORP COM 863667101 17596 299,800 SH PUT SOLE 299800 0 SUNOCO INC COM 86764P109 5692 136,467 SH DEFINED 01 0 136467 SUNOCO INC COM 86764P109 69852 1,674,676 SH SOLE 1674676 0 SUNOCO INC COM 86764P109 2169 52,000 SH PUT SOLE 52000 0 SUNPOWER CORP COM CL A 867652109 2191 113,305 SH SOLE 113305 0 SUNPOWER CORP COM CL A 867652109 1450 75,000 SH CALL SOLE 75000 0 SUNPOWER CORP COM CL A 867652109 7278 376,500 SH PUT SOLE 376500 0 SUNPOWER CORP COM CL B 867652307 220 13,246 SH DEFINED 01 0 13246 SUNPOWER CORP COM CL B 867652307 6685 401,986 SH SOLE 401986 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 45 42,000 PRN DEFINED 01 0 42000 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 2083 1,958,000 PRN SOLE 1958000 0 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 4045 3,698,000 PRN SOLE 3698000 0 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 57 52,000 PRN DEFINED 01 0 52000 SUNTECH PWR HLDGS CO LTD ADR 86800C104 316 40,200 SH SOLE 40200 0 SUNTECH PWR HLDGS CO LTD ADR 86800C104 787 100,000 SH CALL SOLE 100000 0 SUPERVALU INC COM 868536103 2258 240,000 SH SOLE 240000 0 SYMANTEC CORP COM 871503108 1899 96,316 SH DEFINED 01 0 96316 SYMANTEC CORP COM 871503108 19814 1,004,777 SH SOLE 1004777 0 SYMANTEC CORP COM 871503108 773 39,200 SH CALL DEFINED 01 0 39200 SYMANTEC CORP COM 871503108 8101 410,800 SH CALL SOLE 410800 0 SYSCO CORP COM 871829107 225 7,200 SH CALL SOLE 7200 0 TALBOTS INC COM 874161102 1169 350,000 SH CALL SOLE 350000 0 TARGET CORP COM 87612E106 32879 700,900 SH PUT SOLE 700900 0 TARGET CORP COM 87612E106 20149 429,500 SH CALL SOLE 429500 0 TARGET CORP COM 87612E106 9033 192,550 SH SOLE 192550 0 TD AMERITRADE HLDG CORP COM 87236Y108 1037 53,200 SH PUT DEFINED 01 0 53200 TD AMERITRADE HLDG CORP COM 87236Y108 13557 694,900 SH PUT SOLE 694900 0 TERADATA CORP DEL COM 88076W103 2138 35,520 SH DEFINED 01 0 35520 TERADATA CORP DEL COM 88076W103 27261 452,844 SH SOLE 452844 0 TESLA MTRS INC COM 88160R101 2138 73,400 SH PUT SOLE 73400 0 TESLA MTRS INC COM 88160R101 369 12,673 SH DEFINED 01 0 12673 TESLA MTRS INC COM 88160R101 21410 734,970 SH SOLE 734970 0 TESLA MTRS INC COM 88160R101 630 21,600 SH CALL DEFINED 01 0 21600 TESLA MTRS INC COM 88160R101 8109 278,400 SH CALL SOLE 278400 0 TEXAS INSTRS INC COM 882508104 28953 881,900 SH CALL SOLE 881900 0 TEXAS INSTRS INC COM 882508104 20033 610,200 SH PUT SOLE 610200 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 7486 4,008,000 PRN DEFINED 01 0 4008000 TEXTRON INC NOTE 4.500% 5/0 883203BN0 108902 58,307,000 PRN SOLE 58307000 0 TFS FINL CORP COM 87240R107 2596 268,150 SH DEFINED 01 0 268150 TFS FINL CORP COM 87240R107 31815 3,286,689 SH SOLE 3286689 0 THERMO FISHER SCIENTIFIC INC COM 883556102 10212 158,600 SH CALL SOLE 158600 0 THERMO FISHER SCIENTIFIC INC COM 883556102 13599 211,200 SH PUT SOLE 211200 0 TIBCO SOFTWARE INC COM 88632Q103 5082 175,168 SH DEFINED 01 0 175168 TIBCO SOFTWARE INC COM 88632Q103 60810 2,095,416 SH SOLE 2095416 0 TIME WARNER CABLE INC COM 88732J207 27283 349,600 SH PUT SOLE 349600 0 TIME WARNER CABLE INC COM 88732J207 8726 111,800 SH CALL SOLE 111800 0 TIME WARNER CABLE INC COM 88732J207 174736 2,239,057 SH SOLE 2239057 0 TIME WARNER CABLE INC COM 88732J207 14642 187,622 SH DEFINED 01 0 187622 TIME WARNER INC COM NEW 887317303 21545 592,300 SH PUT SOLE 592300 0 TIME WARNER INC COM NEW 887317303 23543 647,300 SH CALL SOLE 647300 0 TJX COS INC NEW COM 872540109 7969 151,700 SH CALL SOLE 151700 0 TJX COS INC NEW COM 872540109 12258 233,300 SH PUT SOLE 233300 0 TRANSDIGM GROUP INC COM 893641100 1540 16,897 SH DEFINED 01 0 16897 TRANSDIGM GROUP INC COM 893641100 19645 215,427 SH SOLE 215427 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 98 98,000 PRN DEFINED 01 0 98000 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 4890 4,902,000 PRN SOLE 4902000 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 128510 130,550,000 PRN SOLE 130550000 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 4380 4,450,000 PRN DEFINED 01 0 4450000 TRAVELERS COMPANIES INC COM 89417E109 21694 371,600 SH PUT SOLE 371600 0 TRAVELERS COMPANIES INC COM 89417E109 12214 209,211 SH SOLE 209211 0 TRAVELERS COMPANIES INC COM 89417E109 14536 249,000 SH CALL SOLE 249000 0 TYCO INTERNATIONAL LTD SHS H89128104 9104 184,191 SH DEFINED 01 0 184191 TYCO INTERNATIONAL LTD SHS H89128104 141520 2,863,059 SH SOLE 2863059 0 TYCO INTERNATIONAL LTD SHS H89128104 11675 236,200 SH CALL SOLE 236200 0 TYCO INTERNATIONAL LTD SHS H89128104 9302 188,200 SH PUT SOLE 188200 0 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 2774 2,149,000 PRN DEFINED 01 0 2149000 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 50624 39,218,000 PRN SOLE 39218000 0 UNION PAC CORP COM 907818108 25764 246,800 SH CALL SOLE 246800 0 UNION PAC CORP COM 907818108 64949 622,100 SH PUT SOLE 622100 0 UNITED PARCEL SERVICE INC CL B 911312106 85778 1,176,200 SH PUT SOLE 1176200 0 UNITED PARCEL SERVICE INC CL B 911312106 35422 485,700 SH CALL SOLE 485700 0 UNITED STATES STL CORP NEW COM 912909108 1439 31,250 SH SOLE 31250 0 UNITED TECHNOLOGIES CORP COM 913017109 37317 421,600 SH CALL SOLE 421600 0 UNITED TECHNOLOGIES CORP COM 913017109 97459 1,101,100 SH PUT SOLE 1101100 0 UNITEDHEALTH GROUP INC COM 91324P102 2047 39,694 SH DEFINED 01 0 39694 UNITEDHEALTH GROUP INC COM 91324P102 1790 34,711 SH SOLE 34711 0 UNITEDHEALTH GROUP INC COM 91324P102 38644 749,200 SH CALL SOLE 749200 0 UNITEDHEALTH GROUP INC COM 91324P102 46233 896,300 SH PUT SOLE 896300 0 US BANCORP DEL COM NEW 902973304 4994 195,763 SH SOLE 195763 0 US BANCORP DEL COM NEW 902973304 27041 1,060,000 SH CALL SOLE 1060000 0 US BANCORP DEL COM NEW 902973304 28360 1,111,700 SH PUT SOLE 1111700 0 VALE CAP II VALEP 6.75%12 91912F300 66655 722,623 SH SOLE 722623 0 VALE CAP II VALEP 6.75%12 91912F300 4078 44,217 SH DEFINED 01 0 44217 VERIZON COMMUNICATIONS INC COM 92343V104 61173 1,643,100 SH CALL SOLE 1643100 0 VERIZON COMMUNICATIONS INC COM 92343V104 78923 2,119,900 SH PUT SOLE 2119900 0 VIACOM INC NEW CL B 92553P201 9638 188,977 SH DEFINED 01 0 188977 VIACOM INC NEW CL B 92553P201 105547 2,069,569 SH SOLE 2069569 0 VIACOM INC NEW CL B 92553P201 7385 144,800 SH CALL DEFINED 01 0 144800 VIACOM INC NEW CL B 92553P201 108181 2,121,200 SH CALL SOLE 2121200 0 VIACOM INC NEW CL B 92553P201 16311 319,800 SH PUT SOLE 319800 0 VIMPELCOM LTD SPONSORED ADR 92719A106 738 57,776 SH DEFINED 01 0 57776 VIMPELCOM LTD SPONSORED ADR 92719A106 19301 1,512,539 SH SOLE 1512539 0 VISA INC COM CL A 92826C839 46520 552,100 SH PUT SOLE 552100 0 VISA INC COM CL A 92826C839 2149 25,500 SH SOLE 25500 0 VISA INC COM CL A 92826C839 11105 131,800 SH CALL SOLE 131800 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 16832 14,900,000 PRN SOLE 14900000 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 113 100,000 PRN DEFINED 01 0 100000 WAL MART STORES INC COM 931142103 71346 1,342,600 SH CALL SOLE 1342600 0 WAL MART STORES INC COM 931142103 93281 1,755,400 SH PUT SOLE 1755400 0 WALGREEN CO COM 931422109 29069 684,600 SH CALL SOLE 684600 0 WALGREEN CO COM 931422109 25971 611,700 SH PUT SOLE 611700 0 WASTE MGMT INC DEL COM 94106L109 1283 34,400 SH CALL SOLE 34400 0 WASTE MGMT INC DEL COM 94106L109 1938 52,000 SH PUT SOLE 52000 0 WELLPOINT INC COM 94973V107 38591 489,900 SH PUT SOLE 489900 0 WELLPOINT INC COM 94973V107 4631 58,781 SH DEFINED 01 0 58781 WELLPOINT INC COM 94973V107 46960 596,181 SH SOLE 596181 0 WELLPOINT INC COM 94973V107 16204 205,700 SH CALL SOLE 205700 0 WELLS FARGO & CO NEW COM 949746101 71008 2,530,600 SH CALL SOLE 2530600 0 WELLS FARGO & CO NEW COM 949746101 132806 4,733,000 SH PUT SOLE 4733000 0 WEST COAST BANCORP ORE NEW COM NEW 952145209 12570 750,010 SH SOLE 750010 0 XILINX INC COM 983919101 1199 32,875 SH DEFINED 01 0 32875 XILINX INC COM 983919101 14586 399,952 SH SOLE 399952 0 YAHOO INC COM 984332106 1655 110,000 SH SOLE 110000 0 YAHOO INC COM 984332106 577 38,400 SH CALL DEFINED 01 0 38400 YAHOO INC COM 984332106 20428 1,358,200 SH CALL SOLE 1358200 0 YAHOO INC COM 984332106 11937 793,700 SH PUT SOLE 793700 0 YUM BRANDS INC COM 988498101 13021 235,700 SH CALL SOLE 235700 0 YUM BRANDS INC COM 988498101 17422 315,400 SH PUT SOLE 315400 0 ZION OIL & GAS INC COM 989696109 1072 180,000 SH SOLE 180000 0 ZIONS BANCORPORATION COM 989701107 12005 500,000 SH CALL SOLE 500000 0