0001193125-11-311081.txt : 20111114 0001193125-11-311081.hdr.sgml : 20111111 20111114163624 ACCESSION NUMBER: 0001193125-11-311081 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 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: 111203329 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 d255671d13fhr.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: September 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 Daniel S. Och New York, New York Dated: November 14, 2011 /s/ 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: 882 Form 13F Information Table Value Total: $16,487,035 (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: SEPTEMBER 30, 2011 13F FILE NUMBER: 28-06663

(6) (5) SHRS/PRN SH/ PUT/ INVESTMENT (7) OTHER (8) VOTING (8) VOTING (1) NAME (2) TITLE (3) CUSIP (4) VALUE /AMT PRN CALL DISCRETION MNGRs AUTH SOLE AUTH SHARED ---------------------------- ---------------- --------- ---------- ------------ --- ---- ---------- --------- ---------- ----------- 3M CO COM 88579Y101 17336 241,500 SH CALL SOLE 241500 0 3M CO COM 88579Y101 49500 689,500 SH PUT SOLE 689500 0 3M CO COM 88579Y101 2245 31,271 SH SOLE 31271 0 ABBOTT LABS COM 002824100 25273 494,200 SH CALL SOLE 494200 0 ABBOTT LABS COM 002824100 49333 964,700 SH PUT SOLE 964700 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2723 51,681 SH SOLE 51681 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 9761 185,300 SH CALL SOLE 185300 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 19318 366,700 SH PUT SOLE 366700 0 ACCRETIVE HEALTH INC COM 00438V103 265 12,500 SH CALL SOLE 12500 0 ACCRETIVE HEALTH INC COM 00438V103 265 12,500 SH PUT SOLE 12500 0 ACE LTD SHS H0023R105 3582 59,113 SH SOLE 59113 0 ACE LTD SHS H0023R105 2000 33,000 SH CALL SOLE 33000 0 ACE LTD SHS H0023R105 18890 311,700 SH PUT SOLE 311700 0 ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 506 500,000 PRN DEFINED 01 0 500000 ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 22753 22,500,000 PRN SOLE 22500000 0 AFLAC INC COM 001055102 6281 179,700 SH CALL SOLE 179700 0 AFLAC INC COM 001055102 10473 299,700 SH PUT SOLE 299700 0 AFLAC INC COM 001055102 3330 95,269 SH SOLE 95269 0 AIR PRODS & CHEMS INC COM 009158106 3971 52,001 SH SOLE 52001 0 AIR PRODS & CHEMS INC COM 009158106 4084 53,500 SH CALL SOLE 53500 0 AIR PRODS & CHEMS INC COM 009158106 12038 157,600 SH PUT SOLE 157600 0 ALCOA INC COM 013817101 3684 384,965 SH SOLE 384965 0 ALCOA INC COM 013817101 3040 317,500 SH CALL SOLE 317500 0 ALCOA INC COM 013817101 383 40,000 SH PUT DEFINED 01 0 40000 ALCOA INC COM 013817101 5960 622,700 SH PUT SOLE 622700 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 56234 34,258,000 PRN SOLE 34258000 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 3360 2,047,000 PRN DEFINED 01 0 2047000 ALLERGAN INC COM 018490102 20710 251,400 SH PUT SOLE 251400 0 ALLERGAN INC COM 018490102 3913 47,500 SH CALL SOLE 47500 0 ALLERGAN INC COM 018490102 1788 21,700 SH SOLE 21700 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1514 28,182 SH DEFINED 01 0 28182 ALLSTATE CORP COM 020002101 13 541 SH SOLE 541 0 ALLSTATE CORP COM 020002101 651 27,500 SH CALL SOLE 27500 0 ALPHA NATURAL RESOURCES INC COM 02076X102 7624 431,000 SH SOLE 431000 0 ALPHA NATURAL RESOURCES INC COM 02076X102 7620 430,700 SH PUT SOLE 430700 0 ALTRIA GROUP INC COM 02209S103 13246 494,100 SH CALL SOLE 494100 0 ALTRIA GROUP INC COM 02209S103 31463 1,173,600 SH PUT SOLE 1173600 0 AMAZON COM INC COM 023135106 154170 713,000 SH PUT SOLE 713000 0 AMAZON COM INC COM 023135106 107 495 SH DEFINED 01 0 495 AMAZON COM INC COM 023135106 14177 65,562 SH SOLE 65562 0 AMAZON COM INC COM 023135106 18246 84,400 SH CALL SOLE 84400 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 13550 500,000 SH CALL SOLE 500000 0 AMERICAN ELEC PWR INC COM 025537101 2963 77,900 SH CALL SOLE 77900 0 AMERICAN ELEC PWR INC COM 025537101 8892 233,900 SH PUT SOLE 233900 0 AMERICAN ELEC PWR INC COM 025537101 1298 34,141 SH SOLE 34141 0

AMERICAN EXPRESS CO COM 025816109 19587 436,250 SH SOLE 436250 0 AMERICAN EXPRESS CO COM 025816109 13192 293,800 SH CALL SOLE 293800 0 AMERICAN EXPRESS CO COM 025816109 41427 922,600 SH PUT SOLE 922600 0 AMERICAN INTL GROUP INC COM NEW 026874784 155 7,051 SH DEFINED 01 0 7051 AMERICAN INTL GROUP INC COM NEW 026874784 4298 195,786 SH SOLE 195786 0 AMERICAN INTL GROUP INC COM NEW 026874784 9 400 SH CALL DEFINED 01 0 400 AMERICAN INTL GROUP INC COM NEW 026874784 285 13,000 SH CALL SOLE 13000 0 AMERICAN INTL GROUP INC COM NEW 026874784 1796 81,800 SH PUT SOLE 81800 0 AMERICAN TOWER CORP CL A 029912201 3236 60,142 SH SOLE 60142 0 AMERICAN TOWER CORP CL A 029912201 22849 424,700 SH PUT SOLE 424700 0 AMERICAN TOWER CORP CL A 029912201 2782 51,700 SH CALL SOLE 51700 0 AMERISTAR CASINOS INC COM 03070Q101 270 16,820 SH DEFINED 01 0 16820 AMERISTAR CASINOS INC COM 03070Q101 4747 295,777 SH SOLE 295777 0 AMGEN INC COM 031162100 341 6,196 SH DEFINED 01 0 6196 AMGEN INC COM 031162100 10249 186,490 SH SOLE 186490 0 AMGEN INC COM 031162100 11010 200,300 SH CALL SOLE 200300 0 AMGEN INC COM 031162100 348 6,400 SH PUT DEFINED 01 0 6400 AMGEN INC COM 031162100 42248 768,700 SH PUT SOLE 768700 0 ANADARKO PETE CORP COM 032511107 6841 108,494 SH SOLE 108494 0 ANADARKO PETE CORP COM 032511107 8668 137,500 SH CALL SOLE 137500 0 ANADARKO PETE CORP COM 032511107 44484 705,500 SH PUT SOLE 705500 0 ANNALY CAP MGMT INC COM 035710409 629 37,800 SH PUT DEFINED 01 0 37800 ANNALY CAP MGMT INC COM 035710409 14619 879,100 SH PUT SOLE 879100 0 APACHE CORP COM 037411105 34529 430,321 SH SOLE 430321 0 APACHE CORP COM 037411105 6965 86,800 SH CALL SOLE 86800 0 APACHE CORP COM 037411105 29783 371,200 SH PUT SOLE 371200 0 APACHE CORP COM 037411105 1279 15,932 SH DEFINED 01 0 15932 APPLE INC COM 037833100 6142 16,108 SH DEFINED 01 0 16108 APPLE INC COM 037833100 101964 267,398 SH SOLE 267398 0 APPLE INC COM 037833100 101814 267,000 SH CALL SOLE 267000 0 APPLE INC COM 037833100 506202 1,327,500 SH PUT SOLE 1327500 0 APPLIED MATLS INC COM 038222105 2492 240,710 SH SOLE 240710 0 APPLIED MATLS INC COM 038222105 1680 162,200 SH CALL SOLE 162200 0 APPLIED MATLS INC COM 038222105 3423 330,500 SH PUT SOLE 330500 0 ARCHER DANIELS MIDLAND CO COM 039483102 10257 413,500 SH CALL SOLE 413500 0 ARCHER DANIELS MIDLAND CO COM 039483102 13221 532,800 SH PUT SOLE 532800 0 ARCHER DANIELS MIDLAND CO COM 039483102 6318 254,652 SH SOLE 254652 0 ARCHIPELAGO LEARNING INC COM 03956P102 701 83,348 SH DEFINED 01 0 83348 ARCHIPELAGO LEARNING INC COM 03956P102 9533 1,134,836 SH SOLE 1134836 0 AT&T INC COM 00206R102 67279 2,359,000 SH CALL SOLE 2359000 0 AT&T INC COM 00206R102 107957 3,785,300 SH PUT SOLE 3785300 0 ATP OIL & GAS CORP COM 00208J108 3116 404,100 SH SOLE 404100 0 ATP OIL & GAS CORP COM 00208J108 1619 210,000 SH CALL SOLE 210000 0 ATP OIL & GAS CORP COM 00208J108 3385 439,100 SH PUT SOLE 439100 0 AUTOMATIC DATA PROCESSING IN COM 053015103 4716 100,017 SH SOLE 100017 0 AUTOMATIC DATA PROCESSING IN COM 053015103 6352 134,700 SH CALL SOLE 134700 0 AUTOMATIC DATA PROCESSING IN COM 053015103 19544 414,500 SH PUT SOLE 414500 0 AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 4717 4,908,000 PRN DEFINED 01 0 4908000 AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 60320 62,762,000 PRN SOLE 62762000 0 BAKER HUGHES INC COM 057224107 7813 169,299 SH SOLE 169299 0 BAKER HUGHES INC COM 057224107 6742 146,100 SH CALL SOLE 146100 0 BAKER HUGHES INC COM 057224107 19513 422,800 SH PUT SOLE 422800 0 BANK OF AMERICA CORPORATION COM 060505104 24915 4,071,171 SH SOLE 4071171 0 BANK OF AMERICA CORPORATION COM 060505104 24025 3,925,600 SH CALL SOLE 3925600 0 BANK OF AMERICA CORPORATION COM 060505104 48884 7,987,400 SH PUT SOLE 7987400 0 BANK OF NEW YORK MELLON CORP COM 064058100 3684 198,149 SH SOLE 198149 0 BANK OF NEW YORK MELLON CORP COM 064058100 12853 691,400 SH CALL SOLE 691400 0 BANK OF NEW YORK MELLON CORP COM 064058100 12578 676,600 SH PUT SOLE 676600 0 BAXTER INTL INC COM 071813109 9702 172,800 SH CALL SOLE 172800 0 BAXTER INTL INC COM 071813109 25995 463,000 SH PUT SOLE 463000 0 BB&T CORP COM 054937107 2152 100,899 SH SOLE 100899 0 BB&T CORP COM 054937107 1194 56,000 SH CALL SOLE 56000 0 BB&T CORP COM 054937107 5251 246,200 SH PUT SOLE 246200 0 BE AEROSPACE INC COM 073302101 2769 83,639 SH DEFINED 01 0 83639 BE AEROSPACE INC COM 073302101 31664 956,336 SH SOLE 956336 0 BECTON DICKINSON & CO COM 075887109 1951 26,606 SH SOLE 26606 0 BECTON DICKINSON & CO COM 075887109 2832 38,600 SH CALL SOLE 38600 0 BECTON DICKINSON & CO COM 075887109 5081 69,300 SH PUT SOLE 69300 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 39858 561,071 SH SOLE 561071 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 77706 1,093,800 SH CALL SOLE 1093800 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 155867 2,194,100 SH PUT SOLE 2194100 0 BIOGEN IDEC INC COM 09062X103 2215 23,778 SH SOLE 23778 0 BIOGEN IDEC INC COM 09062X103 2023 21,700 SH CALL SOLE 21700 0 BIOGEN IDEC INC COM 09062X103 12873 138,200 SH PUT SOLE 138200 0 BLACKROCK INC COM 09247X101 1702 11,500 SH SOLE 11500 0 BLACKROCK INC COM 09247X101 2056 13,900 SH CALL SOLE 13900 0 BLACKROCK INC COM 09247X101 3271 22,100 SH PUT SOLE 22100 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 283 23,595 SH DEFINED 01 0 23595 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 4508 376,267 SH SOLE 376267 0 BOEING CO COM 097023105 10680 176,500 SH CALL SOLE 176500 0 BOEING CO COM 097023105 35048 579,200 SH PUT SOLE 579200 0 BOEING CO COM 097023105 7056 116,602 SH SOLE 116602 0 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 7665 4,134,000 PRN DEFINED 01 0 4134000 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 140461 75,752,000 PRN SOLE 75752000 0 BOULDER TOTAL RETURN FD INC COM 101541100 7046 521,912 SH SOLE 521912 0 BP PLC SPONSORED ADR 055622104 4 100 SH SOLE 100 0 BP PLC SPONSORED ADR 055622104 2749 76,200 SH CALL DEFINED 01 0 76200 BP PLC SPONSORED ADR 055622104 34151 946,800 SH CALL SOLE 946800 0 BRISTOL MYERS SQUIBB CO COM 110122108 34096 1,086,600 SH PUT SOLE 1086600 0 BRISTOL MYERS SQUIBB CO COM 110122108 6635 211,450 SH SOLE 211450 0 BRISTOL MYERS SQUIBB CO COM 110122108 11318 360,700 SH CALL SOLE 360700 0 BROADCOM CORP CL A 111320107 8566 257,300 SH PUT SOLE 257300 0 BROADCOM CORP CL A 111320107 2126 63,900 SH CALL SOLE 63900 0 BROADCOM CORP CL A 111320107 11966 359,434 SH SOLE 359434 0 BROADCOM CORP CL A 111320107 613 18,432 SH DEFINED 01 0 18432 CAMELOT INFORMATION SYS INC ADS RP ORD SHS 13322V105 15 5,593 SH DEFINED 01 0 5593 CAMELOT INFORMATION SYS INC ADS RP ORD SHS 13322V105 221 82,536 SH SOLE 82536 0 CANADIAN SOLAR INC COM 136635109 570 154,900 SH SOLE 154900 0 CANADIAN SOLAR INC COM 136635109 571 155,200 SH PUT SOLE 155200 0 CAPITAL ONE FINL CORP COM 14040H105 2762 69,698 SH DEFINED 01 0 69698 CAPITAL ONE FINL CORP COM 14040H105 34265 864,615 SH SOLE 864615 0 CAPITAL ONE FINL CORP COM 14040H105 6281 158,400 SH CALL SOLE 158400 0 CAPITAL ONE FINL CORP COM 14040H105 12614 318,300 SH PUT SOLE 318300 0 CAPITALSOURCE INC COM 14055X102 9786 1,593,892 SH SOLE 1593892 0 CAPITALSOURCE INC COM 14055X102 855 139,399 SH DEFINED 01 0 139399 CAREFUSION CORP COM 14170T101 3339 139,399 SH DEFINED 01 0 139399 CAREFUSION CORP COM 14170T101 38174 1,593,892 SH SOLE 1593892 0 CARNIVAL CORP PAIRED CTF 143658300 1867 61,608 SH SOLE 61608 0 CARNIVAL CORP PAIRED CTF 143658300 1867 61,600 SH CALL SOLE 61600 0 CARNIVAL CORP PAIRED CTF 143658300 3052 100,700 SH PUT SOLE 100700 0 CATERPILLAR INC DEL COM 149123101 10826 146,618 SH SOLE 146618 0 CATERPILLAR INC DEL COM 149123101 13557 183,600 SH CALL SOLE 183600 0 CATERPILLAR INC DEL COM 149123101 50909 689,400 SH PUT SOLE 689400 0 CELGENE CORP COM 151020104 1817 29,349 SH SOLE 29349 0 CELGENE CORP COM 151020104 3610 58,300 SH CALL SOLE 58300 0 CELGENE CORP COM 151020104 27364 442,000 SH PUT SOLE 442000 0 CEMEX SAB DE CV SPON ADR NEW 151290889 307 97,000 SH PUT DEFINED 01 0 97000 CEMEX SAB DE CV SPON ADR NEW 151290889 3810 1,205,500 SH PUT SOLE 1205500 0 CEMEX SAB DE CV SPON ADR NEW 151290889 91 28,655 SH DEFINED 01 0 28655 CEMEX SAB DE CV SPON ADR NEW 151290889 877 277,441 SH SOLE 277441 0 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 4057 519,450 SH SOLE 519450 0 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 311 39,793 SH DEFINED 01 0 39793 CENTURYLINK INC COM 156700106 3831 115,667 SH SOLE 115667 0 CENTURYLINK INC COM 156700106 2323 70,100 SH CALL SOLE 70100 0 CENTURYLINK INC COM 156700106 11866 358,300 SH PUT SOLE 358300 0 CEPHALON INC COM 156708109 5818 72,100 SH PUT DEFINED 01 0 72100 CEPHALON INC COM 156708109 21216 262,900 SH PUT SOLE 262900 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 5247 3,000,000 PRN DEFINED 01 0 3000000 CEPHALON INC NOTE 2.000% 6/0 156708AP4 125157 71,550,000 PRN SOLE 71550000 0 CF INDS HLDGS INC COM 125269100 272 2,200 SH PUT SOLE 2200 0 CF INDS HLDGS INC COM 125269100 1719 13,939 SH DEFINED 01 0 13939 CF INDS HLDGS INC COM 125269100 19939 161,589 SH SOLE 161589 0 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 601 12,839 SH DEFINED 01 0 12839 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 10575 225,760 SH SOLE 225760 0 CHESAPEAKE ENERGY CORP COM 165167107 2904 113,646 SH SOLE 113646 0 CHESAPEAKE ENERGY CORP COM 165167107 3692 144,500 SH CALL SOLE 144500 0 CHESAPEAKE ENERGY CORP COM 165167107 12322 482,300 SH PUT SOLE 482300 0 CHEVRON CORP NEW COM 166764100 20258 218,788 SH SOLE 218788 0 CHEVRON CORP NEW COM 166764100 57259 618,400 SH CALL SOLE 618400 0 CHEVRON CORP NEW COM 166764100 178783 1,930,900 SH PUT SOLE 1930900 0 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 56 11,191 SH DEFINED 01 0 11191 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 1311 262,240 SH SOLE 262240 0 CHIQUITA BRANDS INTL INC COM 170032809 214 25,600 SH PUT DEFINED 01 0 25600 CHIQUITA BRANDS INTL INC COM 170032809 7601 911,400 SH PUT SOLE 911400 0 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 10480 11,972,000 PRN SOLE 11972000 0 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 320 366,000 PRN DEFINED 01 0 366000 CHUBB CORP COM 171232101 8988 149,800 SH PUT SOLE 149800 0 CHUBB CORP COM 171232101 90 1,500 SH CALL SOLE 1500 0 CHUBB CORP COM 171232101 1440 24,007 SH SOLE 24007 0 CIENA CORP COM NEW 171779309 134 12,000 SH SOLE 12000 0 CIENA CORP COM NEW 171779309 134 12,000 SH PUT SOLE 12000 0 CISCO SYS INC COM 17275R102 177 11,428 SH DEFINED 01 0 11428 CISCO SYS INC COM 17275R102 12390 799,415 SH SOLE 799415 0 CISCO SYS INC COM 17275R102 51765 3,339,600 SH CALL SOLE 3339600 0 CISCO SYS INC COM 17275R102 42376 2,734,000 SH PUT SOLE 2734000 0 CITIGROUP INC COM NEW 172967424 181 7,100 SH PUT DEFINED 01 0 7100 CITIGROUP INC COM NEW 172967424 456526 17,822,800 SH PUT SOLE 17822800 0 CITIGROUP INC COM NEW 172967424 461295 18,008,700 SH CALL SOLE 18008700 0 CITIGROUP INC COM NEW 172967424 39058 1,524,778 SH SOLE 1524778 0 CITIGROUP INC COM NEW 172967424 58 2,281 SH DEFINED 01 0 2281 CITIGROUP INC COM NEW 172967424 1536 60,000 SH CALL DEFINED 01 0 60000 CME GROUP INC COM 12572Q105 2833 11,500 SH CALL SOLE 11500 0 CME GROUP INC COM 12572Q105 20501 83,200 SH PUT SOLE 83200 0 CME GROUP INC COM 12572Q105 4435 18,001 SH SOLE 18001 0 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 61399 39,297,000 PRN SOLE 39297000 0 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 3758 2,405,000 PRN DEFINED 01 0 2405000 COACH INC COM 189754104 2446 47,200 SH PUT SOLE 47200 0 COACH INC COM 189754104 927 17,893 SH SOLE 17893 0 COACH INC COM 189754104 390 7,500 SH CALL SOLE 7500 0 COCA COLA CO COM 191216100 912 13,492 SH SOLE 13492 0 COCA COLA CO COM 191216100 42873 634,600 SH CALL SOLE 634600 0 COCA COLA CO COM 191216100 129998 1,924,200 SH PUT SOLE 1924200 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 11800 188,200 SH PUT SOLE 188200 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5030 80,200 SH CALL SOLE 80200 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1654 26,385 SH SOLE 26385 0 COLGATE PALMOLIVE CO COM 194162103 8671 97,800 SH CALL SOLE 97800 0 COLGATE PALMOLIVE CO COM 194162103 50052 564,400 SH PUT SOLE 564400 0 COLGATE PALMOLIVE CO COM 194162103 6245 70,422 SH SOLE 70422 0 COLLECTIVE BRANDS INC COM 19421W100 241 18,586 SH DEFINED 01 0 18586 COLLECTIVE BRANDS INC COM 19421W100 2754 212,519 SH SOLE 212519 0 COLLECTIVE BRANDS INC COM 19421W100 329 25,400 SH CALL DEFINED 01 0 25400 COLLECTIVE BRANDS INC COM 19421W100 3793 292,700 SH CALL SOLE 292700 0 COMCAST CORP NEW CL A 20030N101 258 12,344 SH DEFINED 01 0 12344 COMCAST CORP NEW CL A 20030N101 5506 263,204 SH SOLE 263204 0 COMCAST CORP NEW CL A 20030N101 27677 1,322,900 SH CALL SOLE 1322900 0 COMCAST CORP NEW CL A 20030N101 28450 1,359,900 SH PUT SOLE 1359900 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 785 47,150 SH SOLE 47150 0 CONOCOPHILLIPS COM 20825C104 6364 100,505 SH SOLE 100505 0 CONOCOPHILLIPS COM 20825C104 34676 547,600 SH CALL SOLE 547600 0 CONOCOPHILLIPS COM 20825C104 87508 1,382,000 SH PUT SOLE 1382000 0 CORNING INC COM 219350105 247 19,962 SH DEFINED 01 0 19962 CORNING INC COM 219350105 9982 807,579 SH SOLE 807579 0 CORNING INC COM 219350105 8407 680,300 SH CALL SOLE 680300 0 CORNING INC COM 219350105 12811 1,036,500 SH PUT SOLE 1036500 0 COSTCO WHSL CORP NEW COM 22160K105 4164 50,702 SH SOLE 50702 0 COSTCO WHSL CORP NEW COM 22160K105 5446 66,300 SH CALL SOLE 66300 0 COSTCO WHSL CORP NEW COM 22160K105 31039 377,900 SH PUT SOLE 377900 0 COVIDIEN PLC SHS G2554F113 16781 380,500 SH PUT SOLE 380500 0 COVIDIEN PLC SHS G2554F113 747 16,946 SH DEFINED 01 0 16946 COVIDIEN PLC SHS G2554F113 6874 155,851 SH SOLE 155851 0 COVIDIEN PLC SHS G2554F113 9526 216,000 SH CALL SOLE 216000 0 CROWN CASTLE INTL CORP COM 228227104 87123 2,142,200 SH CALL SOLE 2142200 0 CROWN CASTLE INTL CORP COM 228227104 7455 183,300 SH CALL DEFINED 01 0 183300 CROWN CASTLE INTL CORP COM 228227104 87511 2,151,754 SH SOLE 2151754 0 CROWN CASTLE INTL CORP COM 228227104 7653 188,187 SH DEFINED 01 0 188187 CSX CORP COM 126408103 4597 246,233 SH SOLE 246233 0 CSX CORP COM 126408103 7110 380,800 SH CALL SOLE 380800 0 CSX CORP COM 126408103 16083 861,400 SH PUT SOLE 861400 0 CUMMINS INC COM 231021106 997 12,209 SH SOLE 12209 0 CUMMINS INC COM 231021106 3983 48,800 SH CALL SOLE 48800 0 CUMMINS INC COM 231021106 19200 235,200 SH PUT SOLE 235200 0 CVS CAREMARK CORPORATION COM 126650100 7043 209,661 SH SOLE 209661 0 CVS CAREMARK CORPORATION COM 126650100 13197 392,900 SH CALL SOLE 392900 0 CVS CAREMARK CORPORATION COM 126650100 26987 803,500 SH PUT SOLE 803500 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 22724 22,624,000 PRN SOLE 22624000 0 DANAHER CORP DEL COM 235851102 5950 141,861 SH SOLE 141861 0 DANAHER CORP DEL COM 235851102 4951 118,000 SH CALL SOLE 118000 0 DANAHER CORP DEL COM 235851102 18738 446,800 SH PUT SOLE 446800 0 DEERE & CO COM 244199105 8888 137,662 SH SOLE 137662 0 DEERE & CO COM 244199105 12742 197,300 SH CALL SOLE 197300 0 DEERE & CO COM 244199105 30602 473,900 SH PUT SOLE 473900 0 DELL INC COM 24702R101 4983 352,400 SH CALL SOLE 352400 0 DELL INC COM 24702R101 14573 1,030,700 SH PUT SOLE 1030700 0 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 9536 9,500,000 PRN SOLE 9500000 0 DEVON ENERGY CORP NEW COM 25179M103 2963 53,436 SH DEFINED 01 0 53436 DEVON ENERGY CORP NEW COM 25179M103 42612 768,615 SH SOLE 768615 0 DEVON ENERGY CORP NEW COM 25179M103 9796 176,700 SH CALL SOLE 176700 0 DEVON ENERGY CORP NEW COM 25179M103 21082 380,300 SH PUT SOLE 380300 0 DIRECTV COM CL A 25490A101 612 14,483 SH SOLE 14483 0 DIRECTV COM CL A 25490A101 22314 527,900 SH PUT SOLE 527900 0 DIRECTV COM CL A 25490A101 13758 325,500 SH CALL SOLE 325500 0 DISNEY WALT CO COM DISNEY 254687106 2969 98,452 SH SOLE 98452 0 DISNEY WALT CO COM DISNEY 254687106 24923 826,400 SH CALL SOLE 826400 0 DISNEY WALT CO COM DISNEY 254687106 43330 1,436,700 SH PUT SOLE 1436700 0 DOLLAR GEN CORP NEW COM 256677105 3171 83,965 SH DEFINED 01 0 83965 DOLLAR GEN CORP NEW COM 256677105 51344 1,359,719 SH SOLE 1359719 0 DOMINION RES INC VA NEW COM 25746U109 9408 185,300 SH CALL SOLE 185300 0 DOMINION RES INC VA NEW COM 25746U109 23305 459,000 SH PUT SOLE 459000 0 DOW CHEM CO COM 260543103 7652 340,688 SH SOLE 340688 0 DOW CHEM CO COM 260543103 6124 272,700 SH CALL SOLE 272700 0 DOW CHEM CO COM 260543103 18367 817,800 SH PUT SOLE 817800 0 DU PONT E I DE NEMOURS & CO COM 263534109 7295 182,515 SH SOLE 182515 0 DU PONT E I DE NEMOURS & CO COM 263534109 15746 393,900 SH CALL SOLE 393900 0 DU PONT E I DE NEMOURS & CO COM 263534109 28099 702,900 SH PUT SOLE 702900 0 DUKE ENERGY CORP NEW COM 26441C105 8216 411,000 SH CALL SOLE 411000 0 DUKE ENERGY CORP NEW COM 26441C105 13196 660,100 SH PUT SOLE 660100 0 E M C CORP MASS COM 268648102 467 22,239 SH SOLE 22239 0 E M C CORP MASS COM 268648102 23523 1,120,600 SH CALL SOLE 1120600 0 E M C CORP MASS COM 268648102 37869 1,804,200 SH PUT SOLE 1804200 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 4307 3,290,000 PRN DEFINED 01 0 3290000 E M C CORP MASS NOTE 1.750%12/0 268648AK8 70364 53,760,000 PRN SOLE 53760000 0 EASTMAN KODAK CO COM 277461109 525 672,200 SH SOLE 672200 0 EASTMAN KODAK CO COM 277461109 289 370,000 SH CALL SOLE 370000 0 EASTMAN KODAK CO COM 277461109 289 369,700 SH PUT SOLE 369700 0 EBAY INC COM 278642103 6373 216,100 SH CALL SOLE 216100 0 EBAY INC COM 278642103 31368 1,063,600 SH PUT SOLE 1063600 0 EBAY INC COM 278642103 5810 197,011 SH SOLE 197011 0 ECB BANCORP INC COM 268253101 4 369 SH DEFINED 01 0 369 ECB BANCORP INC COM 268253101 207 17,331 SH SOLE 17331 0 EDUCATION MGMT CORP NEW COM 28140M103 890 60,000 SH SOLE 60000 0 EDUCATION MGMT CORP NEW COM 28140M103 995 67,000 SH PUT SOLE 67000 0 EMERSON ELEC CO COM 291011104 12592 304,821 SH SOLE 304821 0 EMERSON ELEC CO COM 291011104 13106 317,300 SH CALL SOLE 317300 0 EMERSON ELEC CO COM 291011104 28060 679,200 SH PUT SOLE 679200 0 EOG RES INC COM 26875P101 9241 130,138 SH SOLE 130138 0 EOG RES INC COM 26875P101 4681 65,900 SH CALL SOLE 65900 0 EOG RES INC COM 26875P101 18003 253,500 SH PUT SOLE 253500 0 EQUINIX INC COM NEW 29444U502 6137 69,080 SH DEFINED 01 0 69080 EQUINIX INC COM NEW 29444U502 70793 796,946 SH SOLE 796946 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 927 17,867 SH SOLE 17867 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 856 16,500 SH CALL SOLE 16500 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 3304 63,700 SH PUT SOLE 63700 0 EXELON CORP COM 30161N101 10282 241,300 SH CALL SOLE 241300 0 EXELON CORP COM 30161N101 20696 485,700 SH PUT SOLE 485700 0 EXPRESS SCRIPTS INC COM 302182100 586 15,800 SH CALL DEFINED 01 0 15800 EXPRESS SCRIPTS INC COM 302182100 16336 440,700 SH CALL SOLE 440700 0 EXPRESS SCRIPTS INC COM 302182100 11703 315,700 SH PUT SOLE 315700 0 EXXON MOBIL CORP COM 30231G102 20217 278,369 SH SOLE 278369 0 EXXON MOBIL CORP COM 30231G102 120203 1,655,000 SH CALL SOLE 1655000 0 EXXON MOBIL CORP COM 30231G102 315010 4,337,200 SH PUT SOLE 4337200 0 FEDEX CORP COM 31428X106 5631 83,207 SH SOLE 83207 0 FEDEX CORP COM 31428X106 9224 136,300 SH CALL SOLE 136300 0 FEDEX CORP COM 31428X106 16643 245,900 SH PUT SOLE 245900 0 FIRST CALIFORNIA FINANCIAL G COM NEW 319395109 388 128,617 SH DEFINED 01 0 128617 FIRST CALIFORNIA FINANCIAL G COM NEW 319395109 5101 1,692,448 SH SOLE 1692448 0 FIRSTENERGY CORP COM 337932107 1216 27,100 SH CALL SOLE 27100 0 FIRSTENERGY CORP COM 337932107 9899 220,400 SH PUT SOLE 220400 0 FIRSTENERGY CORP COM 337932107 2080 46,305 SH SOLE 46305 0 FLOTEK INDS INC DEL COM 343389102 759 162,600 SH SOLE 162600 0 FORD MTR CO DEL COM PAR $0.01 345370860 8374 865,943 SH SOLE 865943 0 FORD MTR CO DEL COM PAR $0.01 345370860 20927 2,164,200 SH CALL SOLE 2164200 0 FORD MTR CO DEL COM PAR $0.01 345370860 29894 3,091,300 SH PUT SOLE 3091300 0 FOREST OIL CORP COM PAR $0.01 346091705 2576 178,909 SH DEFINED 01 0 178909 FOREST OIL CORP COM PAR $0.01 346091705 28307 1,965,800 SH SOLE 1965800 0 FOREST OIL CORP COM PAR $0.01 346091705 752 52,200 SH CALL DEFINED 01 0 52200 FOREST OIL CORP COM PAR $0.01 346091705 8643 600,200 SH CALL SOLE 600200 0 FOSTER WHEELER AG COM H27178104 18932 1,064,200 SH CALL SOLE 1064200 0 FOSTER WHEELER AG COM H27178104 1612 90,600 SH CALL DEFINED 01 0 90600 FRANKLIN RES INC COM 354613101 1650 17,200 SH PUT SOLE 17200 0 FRANKLIN RES INC COM 354613101 800 8,366 SH SOLE 8366 0 FRANKLIN RES INC COM 354613101 1034 10,800 SH CALL SOLE 10800 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 9604 315,386 SH SOLE 315386 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 11713 384,700 SH CALL SOLE 384700 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 31667 1,040,000 SH PUT SOLE 1040000 0 GENERAL DYNAMICS CORP COM 369550108 7389 129,878 SH SOLE 129878 0 GENERAL DYNAMICS CORP COM 369550108 7395 130,000 SH CALL SOLE 130000 0 GENERAL DYNAMICS CORP COM 369550108 19929 350,300 SH PUT SOLE 350300 0 GENERAL ELECTRIC CO COM 369604103 53229 3,497,347 SH SOLE 3497347 0 GENERAL ELECTRIC CO COM 369604103 65039 4,273,400 SH CALL SOLE 4273400 0 GENERAL ELECTRIC CO COM 369604103 151855 9,977,200 SH PUT SOLE 9977200 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 18145 1,499,608 SH SOLE 1499608 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 745 61,613 SH DEFINED 01 0 61613 GENERAL MLS INC COM 370334104 24635 640,000 SH PUT SOLE 640000 0 GENERAL MLS INC COM 370334104 2910 75,608 SH SOLE 75608 0 GENERAL MLS INC COM 370334104 10064 261,500 SH CALL SOLE 261500 0 GENERAL MTRS CO *W EXP 07/10/201 37045V118 421 36,102 SH DEFINED 01 0 36102 GENERAL MTRS CO *W EXP 07/10/201 37045V118 7072 606,523 SH SOLE 606523 0 GENERAL MTRS CO *W EXP 07/10/201 37045V126 52 6,471 SH DEFINED 01 0 6471 GENERAL MTRS CO *W EXP 07/10/201 37045V126 774 97,372 SH SOLE 97372 0 GENERAL MTRS CO COM 37045V100 110 5,464 SH DEFINED 01 0 5464 GENERAL MTRS CO COM 37045V100 3059 151,617 SH SOLE 151617 0 GENERAL MTRS CO COM 37045V100 1021 50,600 SH PUT SOLE 50600 0 GENON ENERGY INC COM 37244E107 1001 360,000 SH SOLE 360000 0 GILEAD SCIENCES INC COM 375558103 24652 635,300 SH PUT SOLE 635300 0 GILEAD SCIENCES INC COM 375558103 2107 54,293 SH SOLE 54293 0 GILEAD SCIENCES INC COM 375558103 9642 248,500 SH CALL SOLE 248500 0 GOLDMAN SACHS GROUP INC COM 38141G104 43692 462,100 SH PUT SOLE 462100 0 GOLDMAN SACHS GROUP INC COM 38141G104 21982 232,495 SH SOLE 232495 0 GOLDMAN SACHS GROUP INC COM 38141G104 23598 249,600 SH CALL SOLE 249600 0 GOODRICH CORP COM 382388106 7295 60,451 SH DEFINED 01 0 60451 GOODRICH CORP COM 382388106 85003 704,361 SH SOLE 704361 0 GOODRICH CORP COM 382388106 1676 13,900 SH CALL DEFINED 01 0 13900 GOODRICH CORP COM 382388106 18415 152,600 SH CALL SOLE 152600 0 GOODRICH CORP COM 382388106 519 4,300 SH PUT DEFINED 01 0 4300 GOODRICH CORP COM 382388106 5443 45,100 SH PUT SOLE 45100 0 GOOGLE INC CL A 38259P508 23033 44,720 SH SOLE 44720 0 GOOGLE INC CL A 38259P508 34828 67,600 SH CALL SOLE 67600 0 GOOGLE INC CL A 38259P508 159892 310,400 SH PUT SOLE 310400 0 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 1452 138,769 SH SOLE 138769 0 HALLIBURTON CO COM 406216101 37018 1,212,900 SH PUT SOLE 1212900 0 HALLIBURTON CO COM 406216101 10194 334,000 SH CALL SOLE 334000 0 HALLIBURTON CO COM 406216101 10060 329,634 SH SOLE 329634 0 HANWHA SOLARONE CO LTD SPONSORED ADR 41135V103 12 5,028 SH DEFINED 01 0 5028 HANWHA SOLARONE CO LTD SPONSORED ADR 41135V103 1548 642,172 SH SOLE 642172 0 HARBIN ELECTRIC INC COM 41145W109 374 18,100 SH SOLE 18100 0 HARLEY DAVIDSON INC COM 412822108 2552 74,346 SH DEFINED 01 0 74346 HARLEY DAVIDSON INC COM 412822108 29183 850,076 SH SOLE 850076 0 HARTFORD FINL SVCS GROUP INC COM 416515104 266 16,471 SH DEFINED 01 0 16471 HARTFORD FINL SVCS GROUP INC COM 416515104 4342 269,016 SH SOLE 269016 0 HEINZ H J CO COM 423074103 2402 47,600 SH PUT SOLE 47600 0 HERITAGE COMMERCE CORP COM 426927109 172 44,459 SH DEFINED 01 0 44459 HERITAGE COMMERCE CORP COM 426927109 8756 2,274,206 SH SOLE 2274206 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 1341 1,037,000 PRN DEFINED 01 0 1037000 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 21937 16,963,000 PRN SOLE 16963000 0 HESS CORP COM 42809H107 49181 937,522 SH SOLE 937522 0 HESS CORP COM 42809H107 5206 99,300 SH CALL SOLE 99300 0 HESS CORP COM 42809H107 14131 269,400 SH PUT SOLE 269400 0 HESS CORP COM 42809H107 3778 72,022 SH DEFINED 01 0 72022 HEWLETT PACKARD CO COM 428236103 21382 952,393 SH SOLE 952393 0 HEWLETT PACKARD CO COM 428236103 34276 1,526,800 SH CALL SOLE 1526800 0 HEWLETT PACKARD CO COM 428236103 38455 1,713,000 SH PUT SOLE 1713000 0 HISOFT TECHNOLOGY INTL LTD SPONSORED ADR 43358R108 223 25,385 SH DEFINED 01 0 25385 HISOFT TECHNOLOGY INTL LTD SPONSORED ADR 43358R108 2464 280,408 SH SOLE 280408 0 HOME DEPOT INC COM 437076102 5909 179,777 SH SOLE 179777 0 HOME DEPOT INC COM 437076102 12566 382,300 SH CALL SOLE 382300 0 HOME DEPOT INC COM 437076102 34019 1,035,000 SH PUT SOLE 1035000 0 HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 658 25,507 SH DEFINED 01 0 25507 HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 9409 365,140 SH SOLE 365140 0 HONEYWELL INTL INC COM 438516106 7441 169,464 SH SOLE 169464 0 HONEYWELL INTL INC COM 438516106 9397 214,000 SH CALL SOLE 214000 0 HONEYWELL INTL INC COM 438516106 29025 661,000 SH PUT SOLE 661000 0 HOST HOTELS & RESORTS INC COM 44107P104 43 3,900 SH PUT DEFINED 01 0 3900 HOST HOTELS & RESORTS INC COM 44107P104 1325 121,100 SH PUT SOLE 121100 0 ILLINOIS TOOL WKS INC COM 452308109 8091 194,518 SH SOLE 194518 0 ILLINOIS TOOL WKS INC COM 452308109 7286 175,100 SH CALL SOLE 175100 0 ILLINOIS TOOL WKS INC COM 452308109 20825 500,500 SH PUT SOLE 500500 0 INFORMATICA CORP COM 45666Q102 1517 37,045 SH DEFINED 01 0 37045 INFORMATICA CORP COM 45666Q102 17344 423,575 SH SOLE 423575 0 INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 77154 48,084,000 PRN SOLE 48084000 0 INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 4876 3,039,000 PRN DEFINED 01 0 3039000 INGERSOLL-RAND PLC SHS G47791101 1969 70,104 SH SOLE 70104 0 INTEL CORP COM 458140100 58667 2,749,700 SH CALL SOLE 2749700 0 INTEL CORP COM 458140100 87125 4,083,600 SH PUT SOLE 4083600 0 INTEL CORP COM 458140100 2116 99,198 SH SOLE 99198 0 INTERNATIONAL BUSINESS MACHS COM 459200101 2673 15,285 SH SOLE 15285 0 INTERNATIONAL BUSINESS MACHS COM 459200101 49294 281,900 SH CALL SOLE 281900 0 INTERNATIONAL BUSINESS MACHS COM 459200101 249297 1,425,600 SH PUT SOLE 1425600 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 7314 130,105 SH DEFINED 01 0 130105 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 83635 1,487,633 SH SOLE 1487633 0 INTEROIL CORP COM 460951106 1219 25,000 SH SOLE 25000 0 INTEROIL CORP COM 460951106 1219 25,000 SH PUT SOLE 25000 0 IRELAND BK SPONSORED ADR 46267Q103 721 700,000 SH SOLE 700000 0 ISHARES INC MSCI ITALY 464286855 594 50,000 SH SOLE 50000 0 ISHARES INC MSCI ITALY 464286855 594 50,000 SH PUT SOLE 50000 0 ISOFTSTONE HLDGS LTD SPONSORED ADS 46489B108 2347 361,649 SH SOLE 361649 0 ISOFTSTONE HLDGS LTD SPONSORED ADS 46489B108 206 31,770 SH DEFINED 01 0 31770 IVANHOE MINES LTD COM 46579N103 4163 303,870 SH DEFINED 01 0 303870 IVANHOE MINES LTD COM 46579N103 45052 3,288,587 SH SOLE 3288587 0 IVANHOE MINES LTD COM 46579N103 943 68,900 SH PUT DEFINED 01 0 68900 IVANHOE MINES LTD COM 46579N103 19200 1,401,400 SH PUT SOLE 1401400 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 658 66,000 SH CALL SOLE 66000 0 JOHNSON & JOHNSON COM 478160104 3736 58,656 SH SOLE 58656 0 JOHNSON & JOHNSON COM 478160104 31501 494,600 SH CALL SOLE 494600 0 JOHNSON & JOHNSON COM 478160104 157574 2,474,100 SH PUT SOLE 2474100 0 JOHNSON CTLS INC COM 478366107 7275 275,905 SH SOLE 275905 0 JOHNSON CTLS INC COM 478366107 5136 194,700 SH CALL SOLE 194700 0 JOHNSON CTLS INC COM 478366107 14593 553,300 SH PUT SOLE 553300 0 JPMORGAN CHASE & CO COM 46625H100 37191 1,234,800 SH CALL SOLE 1234800 0 JPMORGAN CHASE & CO COM 46625H100 102019 3,387,100 SH PUT SOLE 3387100 0 JPMORGAN CHASE & CO COM 46625H100 32987 1,095,203 SH SOLE 1095203 0 JUNIPER NETWORKS INC COM 48203R104 3699 214,300 SH CALL SOLE 214300 0 JUNIPER NETWORKS INC COM 48203R104 4784 277,100 SH PUT SOLE 277100 0 JUNIPER NETWORKS INC COM 48203R104 4252 246,329 SH SOLE 246329 0 KIMBERLY CLARK CORP COM 494368103 13191 185,800 SH CALL SOLE 185800 0 KIMBERLY CLARK CORP COM 494368103 25416 357,900 SH PUT SOLE 357900 0 KOHLS CORP COM 500255104 504 10,263 SH SOLE 10263 0 KOHLS CORP COM 500255104 20017 407,700 SH CALL SOLE 407700 0 KOHLS CORP COM 500255104 1950 39,700 SH PUT SOLE 39700 0 KRAFT FOODS INC CL A 50075N104 27916 831,300 SH CALL SOLE 831300 0 KRAFT FOODS INC CL A 50075N104 31553 939,700 SH PUT SOLE 939700 0 KRONOS WORLDWIDE INC COM 50105F105 560 34,850 SH DEFINED 01 0 34850 KRONOS WORLDWIDE INC COM 50105F105 6407 398,473 SH SOLE 398473 0 LAMAR ADVERTISING CO CL A 512815101 653 38,340 SH DEFINED 01 0 38340 LAMAR ADVERTISING CO CL A 512815101 7466 438,385 SH SOLE 438385 0 LAS VEGAS SANDS CORP COM 517834107 995 25,934 SH DEFINED 01 0 25934 LAS VEGAS SANDS CORP COM 517834107 20868 544,275 SH SOLE 544275 0 LDK SOLAR CO LTD SPONSORED ADR 50183L107 474 152,000 SH CALL SOLE 152000 0 LIBERTY GLOBAL INC COM SER A 530555101 2195 60,673 SH SOLE 60673 0 LIBERTY GLOBAL INC COM SER A 530555101 7236 200,000 SH CALL SOLE 200000 0 LIBERTY GLOBAL INC COM SER A 530555101 7236 200,000 SH PUT SOLE 200000 0 LIBERTY GLOBAL INC COM SER C 530555309 833 24,046 SH DEFINED 01 0 24046 LIBERTY GLOBAL INC COM SER C 530555309 12282 354,854 SH SOLE 354854 0 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 565 1,046,000 PRN DEFINED 01 0 1046000 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 21417 39,662,000 PRN SOLE 39662000 0 LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 108 193,000 PRN DEFINED 01 0 193000 LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 26926 48,082,000 PRN SOLE 48082000 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 61126 924,457 SH SOLE 924,457 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 5490 83,036 SH DEFINED 01 0 83,036 LIFE TECHNOLOGIES CORP COM 53217V109 300 7,800 SH CALL DEFINED 01 0 7800 LIFE TECHNOLOGIES CORP COM 53217V109 4969 129,300 SH CALL SOLE 129300 0 LILLY ELI & CO COM 532457108 28104 760,200 SH PUT SOLE 760200 0 LILLY ELI & CO COM 532457108 12821 346,800 SH CALL SOLE 346800 0 LOCKHEED MARTIN CORP COM 539830109 1309 18,023 SH SOLE 18023 0 LOCKHEED MARTIN CORP COM 539830109 7024 96,700 SH CALL SOLE 96700 0 LOCKHEED MARTIN CORP COM 539830109 17819 245,300 SH PUT SOLE 245300 0 LOWES COS INC COM 548661107 3658 189,157 SH SOLE 189157 0 LOWES COS INC COM 548661107 463 23,900 SH CALL DEFINED 01 0 23900 LOWES COS INC COM 548661107 24687 1,276,500 SH CALL SOLE 1276500 0 LOWES COS INC COM 548661107 14994 775,200 SH PUT SOLE 775200 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 16526 17,754,000 PRN SOLE 17754000 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 51919 2,125,189 SH SOLE 2125189 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4541 185,864 SH DEFINED 01 0 185864 MARATHON OIL CORP COM 565849106 20481 949,100 SH PUT SOLE 949100 0 MARATHON OIL CORP COM 565849106 12181 564,500 SH CALL SOLE 564500 0 MARATHON OIL CORP COM 565849106 5236 242,631 SH SOLE 242631 0 MARATHON PETE CORP COM 56585A102 1953 72,176 SH SOLE 72176 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 3168 57,400 SH CALL SOLE 57400 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3417 235,423 SH DEFINED 01 0 235423 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 40642 2,800,002 SH SOLE 2800002 0 MASTERCARD INC CL A 57636Q104 2432 7,669 SH SOLE 7669 0 MASTERCARD INC CL A 57636Q104 8817 27,800 SH CALL SOLE 27800 0 MASTERCARD INC CL A 57636Q104 36066 113,700 SH PUT SOLE 113700 0 MBIA INC COM 55262C100 3133 431,000 SH SOLE 431000 0 MBIA INC COM 55262C100 3133 431,000 SH PUT SOLE 431000 0 MCCLATCHY CO CL A 579489105 207 154,811 SH SOLE 154811 0 MCDONALDS CORP COM 580135101 2693 30,668 SH SOLE 30668 0 MCDONALDS CORP COM 580135101 23868 271,800 SH CALL SOLE 271800 0 MCDONALDS CORP COM 580135101 111689 1,271,800 SH PUT SOLE 1271800 0 MCKESSON CORP COM 58155Q103 2975 40,926 SH SOLE 40926 0 MCKESSON CORP COM 58155Q103 2704 37,200 SH CALL SOLE 37200 0 MCKESSON CORP COM 58155Q103 11542 158,800 SH PUT SOLE 158800 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4757 101,442 SH DEFINED 01 0 101442 MEDCO HEALTH SOLUTIONS INC COM 58405U102 56881 1,213,104 SH SOLE 1213104 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 10981 234,200 SH CALL SOLE 234200 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 19808 422,400 SH PUT SOLE 422400 0 MEDTRONIC INC COM 585055106 4819 144,976 SH SOLE 144976 0 MEDTRONIC INC COM 585055106 12750 383,600 SH CALL SOLE 383600 0 MEDTRONIC INC COM 585055106 21903 658,900 SH PUT SOLE 658900 0 MERCK & CO INC NEW COM 58933Y105 51019 1,560,200 SH CALL SOLE 1560200 0 MERCK & CO INC NEW COM 58933Y105 59927 1,832,600 SH PUT SOLE 1832600 0 MERCK & CO INC NEW COM 58933Y105 6250 191,121 SH SOLE 191121 0 METLIFE INC COM 59156R108 12241 437,035 SH SOLE 437035 0 METLIFE INC COM 59156R108 9929 354,500 SH CALL SOLE 354500 0 METLIFE INC COM 59156R108 22262 794,800 SH PUT SOLE 794800 0 MGM RESORTS INTERNATIONAL COM 552953101 905 97,379 SH SOLE 97379 0 MGM RESORTS INTERNATIONAL COM 552953101 3897 419,500 SH PUT SOLE 419500 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 303 261,000 PRN DEFINED 01 0 261000 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 5496 4,739,000 PRN SOLE 4739000 0 MICRON TECHNOLOGY INC COM 595112103 12 2,559 SH DEFINED 01 0 2559 MICRON TECHNOLOGY INC COM 595112103 213 42,241 SH SOLE 42241 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 81 86,000 PRN DEFINED 01 0 86000 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 1341 1,414,000 PRN SOLE 1414000 0 MICROSOFT CORP COM 594918104 50035 2,010,273 SH SOLE 2010273 0 MICROSOFT CORP COM 594918104 79315 3,186,600 SH CALL SOLE 3186600 0 MICROSOFT CORP COM 594918104 173106 6,954,800 SH PUT SOLE 6954800 0 MOLYCORP INC DEL COM 608753109 3990 121,400 SH SOLE 121400 0 MOLYCORP INC DEL COM 608753109 3990 121,400 SH PUT SOLE 121400 0 MONSANTO CO NEW COM 61166W101 7884 131,313 SH SOLE 131313 0 MONSANTO CO NEW COM 61166W101 7941 132,300 SH CALL SOLE 132300 0 MONSANTO CO NEW COM 61166W101 32382 539,400 SH PUT SOLE 539400 0 MORGAN STANLEY COM NEW 617446448 183 13,527 SH DEFINED 01 0 13527 MORGAN STANLEY COM NEW 617446448 13975 1,034,348 SH SOLE 1034348 0 MORGAN STANLEY COM NEW 617446448 10433 772,200 SH CALL SOLE 772200 0 MORGAN STANLEY COM NEW 617446448 15851 1,173,300 SH PUT SOLE 1173300 0 MOSAIC CO NEW COM 61945C103 11812 241,200 SH PUT SOLE 241200 0 MOSAIC CO NEW COM 61945C103 372 7,583 SH DEFINED 01 0 7583 MOSAIC CO NEW COM 61945C103 15655 319,693 SH SOLE 319693 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 28266 674,600 SH PUT SOLE 674600 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 30503 728,000 SH CALL SOLE 728000 0 MPG OFFICE TR INC COM 553274101 152 72,106 SH DEFINED 01 0 72106 MPG OFFICE TR INC COM 553274101 1783 845,116 SH SOLE 845116 0 MYLAN INC COM 628530107 787 46,300 SH PUT DEFINED 01 0 46300 MYLAN INC COM 628530107 12895 759,000 SH PUT SOLE 759000 0 MYLAN INC NOTE 3.750% 9/1 628530AJ6 2476 1,701,000 PRN DEFINED 01 0 1701000 MYLAN INC NOTE 3.750% 9/1 628530AJ6 40478 27,799,000 PRN SOLE 27799000 0 NATIONAL OILWELL VARCO INC COM 637071101 9285 181,274 SH SOLE 181274 0 NATIONAL OILWELL VARCO INC COM 637071101 5653 110,400 SH CALL SOLE 110400 0 NATIONAL OILWELL VARCO INC COM 637071101 28815 562,600 SH PUT SOLE 562600 0 NETAPP INC COM 64110D104 1333 39,300 SH CALL SOLE 39300 0 NETAPP INC COM 64110D104 5135 151,300 SH PUT SOLE 151300 0 NETAPP INC COM 64110D104 3675 108,310 SH SOLE 108310 0 NETFLIX INC COM 64110L106 1642 14,500 SH PUT SOLE 14500 0 NETFLIX INC COM 64110L106 1642 14,500 SH SOLE 14500 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 1236 25,700 SH CALL DEFINED 01 0 25700 NETLOGIC MICROSYSTEMS INC COM 64118B100 13026 270,700 SH CALL SOLE 270700 0 NEWMONT MINING CORP COM 651639106 4906 77,937 SH SOLE 77937 0 NEWMONT MINING CORP COM 651639106 4604 73,100 SH CALL SOLE 73100 0 NEWMONT MINING CORP COM 651639106 26018 413,300 SH PUT SOLE 413300 0 NEWS CORP CL A 65248E104 2794 180,500 SH SOLE 180500 0 NEWS CORP CL A 65248E104 11503 743,000 SH CALL SOLE 743000 0 NEWS CORP CL A 65248E104 19069 1,231,800 SH PUT SOLE 1231800 0 NEXTERA ENERGY INC COM 65339F101 14045 260,000 SH PUT SOLE 260000 0 NEXTERA ENERGY INC COM 65339F101 1481 27,422 SH SOLE 27422 0 NEXTERA ENERGY INC COM 65339F101 5224 96,700 SH CALL SOLE 96700 0 NIELSEN HOLDINGS N V COM N63218106 125313 4,804,955 SH SOLE 4804955 0 NIELSEN HOLDINGS N V COM N63218106 11176 428,496 SH DEFINED 01 0 428496 NIKE INC CL B 654106103 3644 42,618 SH SOLE 42618 0 NIKE INC CL B 654106103 5927 69,300 SH CALL SOLE 69300 0 NIKE INC CL B 654106103 39324 459,900 SH PUT SOLE 459900 0 NORFOLK SOUTHERN CORP COM 655844108 2807 46,000 SH SOLE 46000 0 NORFOLK SOUTHERN CORP COM 655844108 3515 57,600 SH CALL SOLE 57600 0 NORFOLK SOUTHERN CORP COM 655844108 16680 273,300 SH PUT SOLE 273300 0 NORTHROP GRUMMAN CORP COM 666807102 6129 117,500 SH CALL SOLE 117500 0 NORTHROP GRUMMAN CORP COM 666807102 10439 200,100 SH PUT SOLE 200100 0 OCCIDENTAL PETE CORP DEL COM 674599105 20935 292,790 SH SOLE 292790 0 OCCIDENTAL PETE CORP DEL COM 674599105 14993 209,700 SH CALL SOLE 209700 0 OCCIDENTAL PETE CORP DEL COM 674599105 67332 941,700 SH PUT SOLE 941700 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 946 1,048,000 PRN DEFINED 01 0 1048000 OMNICARE INC DBCV 3.250%12/1 681904AL2 32674 36,204,000 PRN SOLE 36204000 0 OPENTABLE INC COM 68372A104 3419 74,300 SH PUT SOLE 74300 0 OPENTABLE INC COM 68372A104 3419 74,300 SH SOLE 74300 0 ORACLE CORP COM 68389X105 7858 273,426 SH SOLE 273426 0 ORACLE CORP COM 68389X105 36757 1,279,000 SH CALL SOLE 1279000 0 ORACLE CORP COM 68389X105 68416 2,380,500 SH PUT SOLE 2380500 0 PACCAR INC COM 693718108 4011 118,598 SH SOLE 118598 0 PACCAR INC COM 693718108 3778 111,700 SH CALL SOLE 111700 0 PACCAR INC COM 693718108 5709 168,800 SH PUT SOLE 168800 0 PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 1445 1,460,000 PRN DEFINED 01 0 1460000 PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 22612 22,840,000 PRN SOLE 22840000 0 PEABODY ENERGY CORP COM 704549104 1332 39,300 SH PUT SOLE 39300 0 PEABODY ENERGY CORP COM 704549104 1243 36,699 SH SOLE 36699 0 PEABODY ENERGY CORP COM 704549104 668 19,700 SH CALL SOLE 19700 0 PENNEY J C INC COM 708160106 3672 137,100 SH CALL SOLE 137100 0 PENNEY J C INC COM 708160106 316 11,800 SH CALL DEFINED 01 0 11800 PEPSICO INC COM 713448108 3065 49,506 SH SOLE 49506 0 PEPSICO INC COM 713448108 28593 461,900 SH CALL SOLE 461900 0 PEPSICO INC COM 713448108 68519 1,106,900 SH PUT SOLE 1106900 0 PFIZER INC COM 717081103 3696 209,097 SH DEFINED 01 0 209097 PFIZER INC COM 717081103 51046 2,887,189 SH SOLE 2887189 0 PFIZER INC COM 717081103 60257 3,408,100 SH CALL SOLE 3408100 0 PFIZER INC COM 717081103 85768 4,851,100 SH PUT SOLE 4851100 0 PG&E CORP COM 69331C108 38 893 SH SOLE 893 0 PG&E CORP COM 69331C108 702 16,600 SH PUT SOLE 16600 0 PHH CORP NOTE 4.000% 9/0 693320AN3 38130 39,850,000 PRN SOLE 39850000 0 PHH CORP NOTE 4.000% 9/0 693320AN3 3205 3,350,000 PRN DEFINED 01 0 3350000 PHILIP MORRIS INTL INC COM 718172109 112565 1,804,500 SH PUT SOLE 1804500 0 PHILIP MORRIS INTL INC COM 718172109 19883 318,734 SH SOLE 318734 0 PHILIP MORRIS INTL INC COM 718172109 19770 316,900 SH CALL SOLE 316900 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 2010 1,691,000 PRN DEFINED 01 0 1691000 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 35290 29,690,000 PRN SOLE 29690000 0 PMI GROUP INC COM 69344M101 30 148,414 SH SOLE 148414 0 PNC FINL SVCS GROUP INC COM 693475105 7099 147,326 SH SOLE 147326 0 PNC FINL SVCS GROUP INC COM 693475105 9257 192,100 SH CALL SOLE 192100 0 PNC FINL SVCS GROUP INC COM 693475105 26104 541,700 SH PUT SOLE 541700 0 POTASH CORP SASK INC COM 73755L107 1785 41,320 SH DEFINED 01 0 41320 POTASH CORP SASK INC COM 73755L107 23309 539,321 SH SOLE 539321 0 PPL CORP COM 69351T106 993 34,800 SH CALL SOLE 34800 0 PPL CORP COM 69351T106 970 34,000 SH PUT SOLE 34000 0 PRAXAIR INC COM 74005P104 5777 61,803 SH SOLE 61803 0 PRAXAIR INC COM 74005P104 5693 60,900 SH CALL SOLE 60900 0 PRAXAIR INC COM 74005P104 31598 338,000 SH PUT SOLE 338000 0 PRECISION CASTPARTS CORP COM 740189105 3027 19,474 SH SOLE 19474 0 PRECISION CASTPARTS CORP COM 740189105 3982 25,600 SH CALL SOLE 25600 0 PRECISION CASTPARTS CORP COM 740189105 23086 148,500 SH PUT SOLE 148500 0 PRICELINE COM INC COM NEW 741503403 9607 21,376 SH SOLE 21376 0 PRICELINE COM INC COM NEW 741503403 5219 11,600 SH CALL SOLE 11600 0 PRICELINE COM INC COM NEW 741503403 28876 64,200 SH PUT SOLE 64200 0 PROCTER & GAMBLE CO COM 742718109 72035 1,140,200 SH CALL SOLE 1140200 0 PROCTER & GAMBLE CO COM 742718109 136823 2,165,600 SH PUT SOLE 2165600 0 PROLOGIS NOTE 1.875%11/1 74340XAR2 6790 7,000,000 PRN SOLE 7000000 0 PROLOGIS NOTE 2.250% 4/0 74340XAQ4 12438 12,500,000 PRN SOLE 12500000 0 PROLOGIS NOTE 2.625% 5/1 74340XAS0 19869 20,121,000 PRN SOLE 20121000 0 PROLOGIS NOTE 2.625% 5/1 74340XAS0 276 279,000 PRN DEFINED 01 0 279000 PRUDENTIAL FINL INC COM 744320102 15045 321,100 SH PUT SOLE 321100 0 PRUDENTIAL FINL INC COM 744320102 5079 108,397 SH SOLE 108397 0 PRUDENTIAL FINL INC COM 744320102 2854 60,900 SH CALL SOLE 60900 0 PUBLIC STORAGE COM 74460D109 1159 10,408 SH SOLE 10408 0 PUBLIC STORAGE COM 74460D109 780 7,000 SH CALL SOLE 7000 0 PUBLIC STORAGE COM 74460D109 4288 38,500 SH PUT SOLE 38500 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 43 1,275 SH SOLE 1275 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 137 4,100 SH CALL SOLE 4100 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 941 28,200 SH PUT SOLE 28200 0 PULTE GROUP INC COM 745867101 1802 456,255 SH SOLE 456255 0 QLIK TECHNOLOGIES INC COM 74733T105 851 39,368 SH DEFINED 01 0 39368 QLIK TECHNOLOGIES INC COM 74733T105 10343 478,169 SH SOLE 478169 0 QUALCOMM INC COM 747525103 90750 1,866,106 SH SOLE 1866106 0 QUALCOMM INC COM 747525103 15602 320,800 SH CALL SOLE 320800 0 QUALCOMM INC COM 747525103 83315 1,713,200 SH PUT SOLE 1713200 0 QUALCOMM INC COM 747525103 6068 124,769 SH DEFINED 01 0 124769 RANGE RES CORP COM 75281A109 484 8,300 SH CALL DEFINED 01 0 8300 RANGE RES CORP COM 75281A109 5004 85,600 SH CALL SOLE 85600 0 RAYTHEON CO COM NEW 755111507 745 18,227 SH SOLE 18227 0 RAYTHEON CO COM NEW 755111507 2320 56,800 SH CALL SOLE 56800 0 RAYTHEON CO COM NEW 755111507 1553 38,000 SH PUT SOLE 38000 0 RED HAT INC COM 756577102 1710 40,475 SH DEFINED 01 0 40475 RED HAT INC COM 756577102 23117 547,014 SH SOLE 547014 0 RESEARCH IN MOTION LTD COM 760975102 1598 78,700 SH PUT SOLE 78700 0 RESEARCH IN MOTION LTD COM 760975102 3439 169,400 SH CALL DEFINED 01 0 169400 RESEARCH IN MOTION LTD COM 760975102 43142 2,125,200 SH CALL SOLE 2125200 0 RESEARCH IN MOTION LTD COM 760975102 130 6,400 SH PUT DEFINED 01 0 6400 ROCKWOOD HLDGS INC COM 774415103 5907 175,333 SH DEFINED 01 0 175333 ROCKWOOD HLDGS INC COM 774415103 68020 2,018,930 SH SOLE 2018930 0 SALESFORCE COM INC COM 79466L302 3416 29,900 SH CALL SOLE 29900 0 SALESFORCE COM INC COM 79466L302 2251 19,700 SH PUT SOLE 19700 0 SANDISK CORP COM 80004C101 3153 78,139 SH DEFINED 01 0 78139 SANDISK CORP COM 80004C101 37898 939,125 SH SOLE 939125 0 SANDISK CORP COM 80004C101 436 10,800 SH CALL DEFINED 01 0 10800 SANDISK CORP COM 80004C101 5618 139,200 SH CALL SOLE 139200 0 SANDISK CORP COM 80004C101 662 16,400 SH PUT DEFINED 01 0 16400 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 242 249,000 PRN DEFINED 01 0 249000 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 2671 2,751,000 PRN SOLE 2751000 0 SANOFI RIGHT 12/31/2020 80105N113 5632 5,312,973 SH SOLE 5312973 0 SANOFI RIGHT 12/31/2020 80105N113 536 505,946 SH DEFINED 01 0 505946 SANOFI RIGHT 12/31/2020 80105N113 167 157,300 SH CALL SOLE 157300 0 SANOFI SPONSORED ADR 80105N105 589 17,968 SH SOLE 17968 0 SANOFI SPONSORED ADR 80105N105 944 28,754 SH DEFINED 01 0 28754 SARA LEE CORP COM 803111103 6199 379,106 SH DEFINED 01 0 379106 SARA LEE CORP COM 803111103 71006 4,342,990 SH SOLE 4342990 0 SARA LEE CORP COM 803111103 7671 469,200 SH CALL DEFINED 01 0 469200 SARA LEE CORP COM 803111103 101336 6,197,900 SH CALL SOLE 6197900 0 SCHLUMBERGER LTD COM 806857108 25781 431,623 SH SOLE 431623 0 SCHLUMBERGER LTD COM 806857108 21504 360,000 SH CALL SOLE 360000 0 SCHLUMBERGER LTD COM 806857108 83897 1,404,600 SH PUT SOLE 1404600 0 SCHWAB CHARLES CORP NEW COM 808513105 543 48,164 SH SOLE 48164 0 SCHWAB CHARLES CORP NEW COM 808513105 612 54,300 SH CALL SOLE 54300 0 SCHWAB CHARLES CORP NEW COM 808513105 600 53,200 SH PUT SOLE 53200 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 854 14,600 SH CALL DEFINED 01 0 14600 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 10848 185,400 SH CALL SOLE 185400 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 5471 463,200 SH CALL SOLE 463200 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 7902 669,000 SH PUT DEFINED 01 0 669000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 90355 7,650,700 SH PUT SOLE 7650700 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 435 36,800 SH CALL DEFINED 01 0 36800 SEMGROUP CORP CL A 81663A105 263 13,172 SH DEFINED 01 0 13172 SEMGROUP CORP CL A 81663A105 4623 231,626 SH SOLE 231626 0 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 4429 167,373 SH DEFINED 01 0 167373 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 52674 1,990,677 SH SOLE 1990677 0 SIERRA BANCORP COM 82620P102 190 20,846 SH DEFINED 01 0 20846 SIERRA BANCORP COM 82620P102 2386 260,777 SH SOLE 260777 0 SIGNET JEWELERS LIMITED SHS G81276100 2356 69,698 SH DEFINED 01 0 69698 SIGNET JEWELERS LIMITED SHS G81276100 26937 796,946 SH SOLE 796946 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 12633 2,642,803 SH SOLE 2642803 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 155 32,349 SH DEFINED 01 0 32349 SILVERCORP METALS INC COM 82835P103 653 82,600 SH CALL SOLE 82600 0 SILVERCORP METALS INC COM 82835P103 725 91,600 SH PUT SOLE 91600 0 SIMON PPTY GROUP INC NEW COM 828806109 3624 32,947 SH SOLE 32947 0 SIMON PPTY GROUP INC NEW COM 828806109 5874 53,400 SH CALL SOLE 53400 0 SIMON PPTY GROUP INC NEW COM 828806109 44852 407,800 SH PUT SOLE 407800 0 SKYWORKS SOLUTIONS INC COM 83088M102 4922 273,983 SH DEFINED 01 0 273983 SKYWORKS SOLUTIONS INC COM 83088M102 57027 3,175,215 SH SOLE 3175215 0 SLM CORP COM 78442P106 2789 223,995 SH DEFINED 01 0 223995 SLM CORP COM 78442P106 31330 2,516,426 SH SOLE 2516426 0 SOHU COM INC COM 83408W103 5403 112,100 SH SOLE 112100 0 SOHU COM INC COM 83408W103 5403 112,100 SH PUT SOLE 112100 0 SOTHEBYS NOTE 3.125% 6/1 835898AC1 30 27,000 PRN DEFINED 01 0 27000 SOTHEBYS NOTE 3.125% 6/1 835898AC1 1068 973,000 PRN SOLE 973000 0 SOUTHERN CO COM 842587107 1089 25,695 SH SOLE 25695 0 SOUTHERN CO COM 842587107 2636 62,200 SH CALL SOLE 62200 0 SOUTHERN CO COM 842587107 15333 361,900 SH PUT SOLE 361900 0 SOUTHERN UN CO NEW COM 844030106 2751 67,807 SH DEFINED 01 0 67807 SOUTHERN UN CO NEW COM 844030106 28786 709,551 SH SOLE 709551 0 SPDR GOLD TRUST GOLD SHS 78463V107 448 2,832 SH SOLE 2832 0 SPDR GOLD TRUST GOLD SHS 78463V107 1328 8,400 SH CALL DEFINED 01 0 8400 SPDR GOLD TRUST GOLD SHS 78463V107 16786 106,200 SH CALL SOLE 106200 0 SPROTT PHYSICAL SILVER TR TR UNIT 85207K107 175 12,568 SH SOLE 12568 0 ST JOE CO COM 790148100 219 14,600 SH SOLE 14600 0 ST JOE CO COM 790148100 219 14,600 SH PUT SOLE 14600 0 STARBUCKS CORP COM 855244109 16830 451,300 SH PUT SOLE 451300 0 STARBUCKS CORP COM 855244109 2006 53,782 SH SOLE 53782 0 STARBUCKS CORP COM 855244109 5927 159,000 SH CALL SOLE 159000 0 STATE STR CORP COM 857477103 8910 277,100 SH PUT SOLE 277100 0 STATE STR CORP COM 857477103 4100 127,501 SH SOLE 127501 0 STATE STR CORP COM 857477103 3137 97,600 SH CALL SOLE 97600 0 STRAYER ED INC COM 863236105 383 5,000 SH SOLE 5000 0 STRAYER ED INC COM 863236105 383 5,000 SH PUT SOLE 5000 0 STRYKER CORP COM 863667101 2538 53,851 SH SOLE 53851 0 STRYKER CORP COM 863667101 5000 106,100 SH CALL SOLE 106100 0 STRYKER CORP COM 863667101 5906 125,300 SH PUT SOLE 125300 0 SUNOCO INC COM 86764P109 5179 167,002 SH DEFINED 01 0 167002 SUNOCO INC COM 86764P109 60538 1,952,216 SH SOLE 1952216 0 SUNOCO INC COM 86764P109 25 800 SH PUT DEFINED 01 0 800 SUNOCO INC COM 86764P109 1613 52,000 SH PUT SOLE 52000 0 SUNPOWER CORP COM CL A 867652109 296 36,562 SH SOLE 36562 0 SUNPOWER CORP COM CL A 867652109 3046 376,500 SH PUT SOLE 376500 0 SUNPOWER CORP COM CL A 867652109 47 5,800 SH PUT DEFINED 01 0 5800 SUNPOWER CORP COM CL A 867652109 110 13,600 SH CALL DEFINED 01 0 13600 SUNPOWER CORP COM CL A 867652109 0 47 SH DEFINED 01 0 47 SUNPOWER CORP COM CL A 867652109 3074 380,000 SH CALL SOLE 380000 0 SUNPOWER CORP COM CL B 867652307 39 5,263 SH DEFINED 01 0 5263 SUNPOWER CORP COM CL B 867652307 1277 173,729 SH SOLE 173729 0 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 67 80,000 PRN DEFINED 01 0 80000 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 4765 5,670,000 PRN SOLE 5670000 0 SUPERVALU INC COM 868536103 1765 265,000 SH SOLE 265000 0 SYMANTEC CORP COM 871503108 809 49,623 SH DEFINED 01 0 49623 SYMANTEC CORP COM 871503108 8441 517,870 SH SOLE 517870 0 SYMANTEC CORP COM 871503108 639 39,200 SH CALL DEFINED 01 0 39200 SYMANTEC CORP COM 871503108 6696 410,800 SH CALL SOLE 410800 0 TARGET CORP COM 87612E106 6611 134,824 SH SOLE 134824 0 TARGET CORP COM 87612E106 27897 568,900 SH PUT SOLE 568900 0 TARGET CORP COM 87612E106 11985 244,400 SH CALL SOLE 244400 0 TELEFONICA S A SPONSORED ADR 879382208 1322 69,137 SH SOLE 69137 0 TELEFONICA S A SPONSORED ADR 879382208 2184 114,200 SH PUT SOLE 114200 0 TERADATA CORP DEL COM 88076W103 1096 20,469 SH DEFINED 01 0 20469 TERADATA CORP DEL COM 88076W103 14596 272,661 SH SOLE 272661 0 TESLA MTRS INC COM 88160R101 11151 457,188 SH SOLE 457188 0 TEXAS INSTRS INC COM 882508104 3037 113,959 SH SOLE 113959 0 TEXAS INSTRS INC COM 882508104 13492 506,300 SH CALL SOLE 506300 0 TEXAS INSTRS INC COM 882508104 20570 771,800 SH PUT SOLE 771800 0 TEXTRON INC COM 883203101 12138 688,090 SH SOLE 688090 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 91048 59,900,000 PRN SOLE 59900000 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 6259 4,118,000 PRN DEFINED 01 0 4118000 TFS FINL CORP COM 87240R107 1950 239,817 SH DEFINED 01 0 239817 TFS FINL CORP COM 87240R107 22958 2,823,957 SH SOLE 2823957 0 THERMO FISHER SCIENTIFIC INC COM 883556102 3088 60,983 SH SOLE 60983 0 THERMO FISHER SCIENTIFIC INC COM 883556102 5321 105,100 SH CALL SOLE 105100 0 THERMO FISHER SCIENTIFIC INC COM 883556102 11070 218,600 SH PUT SOLE 218600 0 TIBCO SOFTWARE INC COM 88632Q103 1659 74,140 SH DEFINED 01 0 74140 TIBCO SOFTWARE INC COM 88632Q103 18979 847,715 SH SOLE 847715 0 TIME WARNER CABLE INC COM 88732J207 9132 145,703 SH DEFINED 01 0 145703 TIME WARNER CABLE INC COM 88732J207 109987 1,754,995 SH SOLE 1754995 0 TIME WARNER CABLE INC COM 88732J207 2881 46,000 SH CALL SOLE 46000 0 TIME WARNER CABLE INC COM 88732J207 19500 311,100 SH PUT SOLE 311100 0 TIME WARNER INC COM NEW 887317303 8322 277,600 SH CALL SOLE 277600 0 TIME WARNER INC COM NEW 887317303 17499 583,800 SH PUT SOLE 583800 0 TJX COS INC NEW COM 872540109 6385 115,100 SH CALL SOLE 115100 0 TJX COS INC NEW COM 872540109 12397 223,500 SH PUT SOLE 223500 0 TRANSDIGM GROUP INC COM 893641100 1733 21,218 SH DEFINED 01 0 21218 TRANSDIGM GROUP INC COM 893641100 21438 262,497 SH SOLE 262497 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 4339 4,450,000 PRN DEFINED 01 0 4450000 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 127286 130,550,000 PRN SOLE 130550000 0 TRANSOCEAN LTD REG SHS H8817H100 901 18,871 SH DEFINED 01 0 18871 TRANSOCEAN LTD REG SHS H8817H100 22725 476,011 SH SOLE 476011 0 TRAVELERS COMPANIES INC COM 89417E109 6455 132,474 SH SOLE 132474 0 TRAVELERS COMPANIES INC COM 89417E109 6769 138,900 SH CALL SOLE 138900 0 TRAVELERS COMPANIES INC COM 89417E109 14513 297,800 SH PUT SOLE 297800 0 TRAVELZOO INC COM 89421Q106 939 42,700 SH SOLE 42700 0 TREX CO INC COM 89531P105 634 39,496 SH DEFINED 01 0 39496 TREX CO INC COM 89531P105 7240 451,603 SH SOLE 451603 0 TRINA SOLAR LIMITED SPON ADR 89628E104 3277 539,000 SH PUT SOLE 539000 0 TRINA SOLAR LIMITED SPON ADR 89628E104 3204 527,000 SH SOLE 527000 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 189 5,775 SH DEFINED 01 0 5775 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 2645 80,806 SH SOLE 80806 0 TYCO INTERNATIONAL LTD SHS H89128104 10854 266,386 SH DEFINED 01 0 266386 TYCO INTERNATIONAL LTD SHS H89128104 128254 3,147,332 SH SOLE 3147332 0 TYCO INTERNATIONAL LTD SHS H89128104 6050 148,500 SH CALL SOLE 148500 0 TYCO INTERNATIONAL LTD SHS H89128104 11084 272,000 SH PUT SOLE 272000 0 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 2590 2,149,000 PRN DEFINED 01 0 2149000 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 47279 39,218,000 PRN SOLE 39218000 0 UBS AG SHS NEW H89231338 424 37,100 SH CALL DEFINED 01 0 37100 UBS AG SHS NEW H89231338 4376 382,800 SH CALL SOLE 382800 0 UNION PAC CORP COM 907818108 5226 63,995 SH SOLE 63995 0 UNION PAC CORP COM 907818108 45665 559,100 SH PUT SOLE 559100 0 UNION PAC CORP COM 907818108 12677 155,200 SH CALL SOLE 155200 0 UNITED PARCEL SERVICE INC CL B 911312106 5161 81,727 SH SOLE 81727 0 UNITED PARCEL SERVICE INC CL B 911312106 24547 388,700 SH CALL SOLE 388700 0 UNITED PARCEL SERVICE INC CL B 911312106 57673 913,200 SH PUT SOLE 913200 0 UNITED STATES STL CORP NEW COM 912909108 1318 59,900 SH SOLE 59900 0 UNITED TECHNOLOGIES CORP COM 913017109 15582 221,467 SH SOLE 221467 0 UNITED TECHNOLOGIES CORP COM 913017109 14469 205,700 SH CALL SOLE 205700 0 UNITED TECHNOLOGIES CORP COM 913017109 63318 899,900 SH PUT SOLE 899900 0 UNITEDHEALTH GROUP INC COM 91324P102 21148 458,500 SH CALL SOLE 458500 0 UNITEDHEALTH GROUP INC COM 91324P102 29770 645,500 SH PUT SOLE 645500 0 US BANCORP DEL COM NEW 902973304 10712 455,100 SH CALL SOLE 455100 0 US BANCORP DEL COM NEW 902973304 32984 1,401,200 SH PUT SOLE 1401200 0 US BANCORP DEL COM NEW 902973304 7808 331,687 SH SOLE 331687 0 VALE CAP II GTD CV 6.75%12 91912F201 59336 929,382 SH SOLE 929382 0 VALE CAP II GTD CV 6.75%12 91912F201 3631 56,868 SH DEFINED 01 0 56868 VALE CAP II VALEP 6.75%12 91912F300 4722 69,829 SH DEFINED 01 0 69829 VALE CAP II VALEP 6.75%12 91912F300 77138 1,140,661 SH SOLE 1140661 0 VALE S A ADR REPSTG PFD 91912E204 509 24,237 SH SOLE 24237 0 VERIZON COMMUNICATIONS INC COM 92343V104 38682 1,051,200 SH CALL SOLE 1051200 0 VERIZON COMMUNICATIONS INC COM 92343V104 90284 2,453,400 SH PUT SOLE 2453400 0 VIACOM INC NEW CL B 92553P201 4522 116,746 SH DEFINED 01 0 116746 VIACOM INC NEW CL B 92553P201 54163 1,398,140 SH SOLE 1398140 0 VIACOM INC NEW CL B 92553P201 5609 144,800 SH CALL DEFINED 01 0 144800 VIACOM INC NEW CL B 92553P201 67520 1,742,900 SH CALL SOLE 1742900 0 VIACOM INC NEW CL B 92553P201 11169 288,300 SH PUT SOLE 288300 0 VISA INC COM CL A 92826C839 8407 98,073 SH SOLE 98073 0 VISA INC COM CL A 92826C839 55469 647,100 SH PUT SOLE 647100 0 VISA INC COM CL A 92826C839 1571 18,300 SH CALL SOLE 18300 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 104 100,000 PRN DEFINED 01 0 100000 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 15473 14,900,000 PRN SOLE 14900000 0 WAL MART STORES INC COM 931142103 3126 60,239 SH SOLE 60239 0 WAL MART STORES INC COM 931142103 38050 733,100 SH CALL SOLE 733100 0 WAL MART STORES INC COM 931142103 55911 1,077,300 SH PUT SOLE 1077300 0 WALGREEN CO COM 931422109 5808 176,578 SH SOLE 176578 0 WALGREEN CO COM 931422109 10624 323,000 SH CALL SOLE 323000 0 WALGREEN CO COM 931422109 24716 751,500 SH PUT SOLE 751500 0 WELLPOINT INC COM 94973V107 1422 21,788 SH SOLE 21788 0 WELLPOINT INC COM 94973V107 6621 101,400 SH CALL SOLE 101400 0 WELLPOINT INC COM 94973V107 23663 362,500 SH PUT SOLE 362500 0 WELLS FARGO & CO NEW COM 949746101 15847 657,016 SH SOLE 657016 0 WELLS FARGO & CO NEW COM 949746101 47061 1,951,100 SH CALL SOLE 1951100 0 WELLS FARGO & CO NEW COM 949746101 100458 4,164,900 SH PUT SOLE 4164900 0 WEST COAST BANCORP ORE NEW COM NEW 952145209 9610 686,492 SH SOLE 686492 0 YAHOO INC COM 984332106 442 33,507 SH DEFINED 01 0 33507 YAHOO INC COM 984332106 9236 701,332 SH SOLE 701332 0 YAHOO INC COM 984332106 7005 532,000 SH CALL SOLE 532000 0 YAHOO INC COM 984332106 10848 823,600 SH PUT SOLE 823600 0 YRC WORLDWIDE INC COM NEW 984249300 5 100,000 SH SOLE 100000 0 YUM BRANDS INC COM 988498101 1472 29,802 SH SOLE 29802 0 YUM BRANDS INC COM 988498101 2959 59,900 SH CALL SOLE 59900 0 YUM BRANDS INC COM 988498101 8711 176,400 SH PUT SOLE 176400 0 ZHONGPIN INC COM 98952K107 76 10,000 SH SOLE 10000 0 ZHONGPIN INC COM 98952K107 152 20,000 SH CALL SOLE 20000 0 ZIONS BANCORPORATION COM 989701107 7040 500,000 SH CALL SOLE 500000 0