-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, TgslzTERoVX833deavJRy++lJc4ZWuzRSQBwkgo7Sk8Ysj29u/SPukQL8TY9LJkE 0bvI9XHdfDxlrQgCaje+Nw== 0001166588-09-000050.txt : 20090814 0001166588-09-000050.hdr.sgml : 20090814 20090814095757 ACCESSION NUMBER: 0001166588-09-000050 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090814 DATE AS OF CHANGE: 20090814 EFFECTIVENESS DATE: 20090814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BNP PARIBAS ARBITRAGE, SA CENTRAL INDEX KEY: 0001166588 IRS NUMBER: 233022591 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10038 FILM NUMBER: 091012670 BUSINESS ADDRESS: STREET 1: 787 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 610 491 1492 MAIL ADDRESS: STREET 1: 555 CROTON ROAD CITY: KING OF PRUSSIA STATE: PA ZIP: 19406 FORMER COMPANY: FORMER CONFORMED NAME: BNP PARIBAS ARBITRAGE, SNC DATE OF NAME CHANGE: 20080428 FORMER COMPANY: FORMER CONFORMED NAME: BNP PARIBAS ARBITRAGE SA DATE OF NAME CHANGE: 20020205 13F-HR 1 bnpparb13f.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended:Jun 30,2009 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: BNP Paribas Arbitrage, SA Address: 555 CROTON RD KING OF PRUSSIA, PA 19406 13F File Number: 028 - 10038 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: Fred Hoevenaar Title: Managing Director, Compliance Phone: (212) 841-3031 Signature ,Place, and Date of Signing: Fred Hoevenaar New York, NY August 14,2009 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting managers(s).) 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: 0 Form 13F Information Table Entry Total: 1,781 Form 13F Information Table Value Total: $49,942,347 (X $1000) List of Other Included Managers: No. 13F File Number Name **NONE**
Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page 1 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ADVANTAGE ENERGY INCOME FD TR COM 00762L101 60 20814 SH SOLE 20814 0 0 AGNICO EAGLE MINES LTD COM 008474108 5551 90675 SH SOLE 90675 0 0 AGRIUM INC COM 008916108 4833 114683 SH SOLE 114683 0 0 BCE INC COM 05534B760 41718 2018852 SH SOLE 2018852 0 0 BANK MONTREAL QUE COM 063671101 160796 4432470 SH SOLE 4432470 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 225 8248 SH SOLE 8248 0 0 BARRICK GOLD CORP COM 067901108 20107 573389 SH SOLE 573389 0 0 BAYTEX ENERGY TR TRUST UNIT COM 073176109 469 34335 SH SOLE 34335 0 0 BROOKFIELD ASSET MGMT INC COM 112585104 20129 660708 SH SOLE 660708 0 0 BROOKFIELD PPTYS CORP COM 112900105 2341 362642 SH SOLE 362642 0 0 CAE INC COM 124765108 7203 1114389 SH SOLE 1114389 0 0 CAMECO CORP COM 13321L108 7027 364983 SH SOLE 364983 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 3511 86480 SH SOLE 86480 0 0 CANADIAN NATL RY CO COM 136375102 18912 468920 SH SOLE 468920 0 0 CANADIAN NAT RES LTD COM 136385101 16970 371110 SH SOLE 371110 0 0 CANADIAN PAC RY LTD COM 13645T100 3513 101465 SH SOLE 101465 0 0 CELESTICA INC SUB VTG SHS COM 15101Q108 162 38575 SH SOLE 38575 0 0 COTT CORP QUE COM 22163N106 22 24200 SH SOLE 24200 0 0 DENISON MINES CORP COM 248356107 109 133472 SH SOLE 133472 0 0 ELDORADO GOLD CORP NEW COM 284902103 4980 510972 SH SOLE 510972 0 0 ENCANA CORP COM 292505104 23529 500101 SH SOLE 500101 0 0 ENBRIDGE INC COM 29250N105 1105 34433 SH SOLE 34433 0 0 ENERPLUS RES FD UNIT TR G COM 29274D604 9401 286858 SH SOLE 286858 0 0 FAIRFAX FINL HLDGS LTD SUB VTG COM 303901102 6435 23914 SH SOLE 23914 0 0 GERDAU AMERISTEEL CORP COM 37373P105 585 152724 SH SOLE 152724 0 0 GILDAN ACTIVEWEAR INC COM 375916103 667 72949 SH SOLE 72949 0 0 GOLDCORP INC NEW COM 380956409 17204 466440 SH SOLE 466440 0 0 GROUPE CGI INC COM 39945C109 3548 393376 SH SOLE 393376 0 0 HARRY WINSTON DIAMOND CORP COM 41587B100 70 23433 SH SOLE 23433 0 0 HARVEST ENERGY TR TRUST UNIT COM 41752X101 436 99539 SH SOLE 99539 0 0 IAMGOLD CORP COM 450913108 3114 343594 SH SOLE 343594 0 0 IMPERIAL OIL LTD COM 453038408 8130 206515 SH SOLE 206515 0 0 IVANHOE MINES LTD COM 46579N103 2261 346350 SH SOLE 346350 0 0 KINROSS GOLD CORP COM NO PAR COM 496902404 7814 394048 SH SOLE 394048 0 0 LUNDIN MINING CORP COM 550372106 327 222384 SH SOLE 222384 0 0 MDS INC COM 55269P302 443 80396 SH SOLE 80396 0 0 MI DEVS INC COM 55304X104 302 18364 SH SOLE 18364 0 0 MAGNA INTL INC COM 559222401 1952 63096 SH SOLE 63096 0 0 MANULIFE FINL CORP COM 56501R106 12285 928089 SH SOLE 928089 0 0 METHANEX CORP COM 59151K108 342 40897 SH SOLE 40897 0 0 NEXEN INC COM 65334H102 7131 389916 SH SOLE 389916 0 0 NOVA CHEMICALS CORP COM 66977W109 360 59364 SH SOLE 59364 0 0 OPEN TEXT CORP COM 683715106 2324 63652 SH SOLE 63652 0 0 PAN AMERICAN SILVER CORP COM 697900108 2163 112523 SH SOLE 112523 0 0 PENN WEST ENERGY TR TR UNIT COM 707885109 3483 285921 SH SOLE 285921 0 0 PETRO-CDA COM 71644E102 13487 442550 SH SOLE 442550 0 0 POTASH CORP SASK INC COM 73755L107 21546 227902 SH SOLE 227902 0 0 PRECISION DRILLING TR TR UNIT COM 740215108 824 53802 SH SOLE 53802 0 0 PROVIDENT ENERGY TR TR UNIT COM 74386K104 1581 360561 SH SOLE 360561 0 0 RESEARCH IN MOTION LTD COM 760975102 15277 320471 SH SOLE 320471 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 686 42202 SH SOLE 42202 0 0 ROGERS COMMUNICATIONS INC CL B COM 775109200 8756 336081 SH SOLE 336081 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 384 11898 SH SOLE 11898 0 0 SHAW COMMUNICATIONS INC CL B C COM 82028K200 4109 231862 SH SOLE 231862 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page2 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SILVER WHEATON CORP COM 828336107 2576 284288 SH SOLE 284288 0 0 SUN LIFE FINL INC COM 866796105 1839 94300 SH SOLE 94300 0 0 SUNCOR ENERGY INC COM 867229106 7858 305475 SH SOLE 305475 0 0 TALISMAN ENERGY INC COM 87425E103 8739 741192 SH SOLE 741192 0 0 TECK RESOURCES LTD CL B COM 878742204 1888 286313 SH SOLE 286313 0 0 THOMSON REUTERS CORP COM 884903105 4188 150402 SH SOLE 150402 0 0 TORONTO DOMINION BK ONT COM 891160509 409 10780 SH SOLE 10780 0 0 TRANSALTA CORP COM 89346D107 2372 147051 SH SOLE 147051 0 0 TRANSCANADA CORP COM 89353D107 20297 816216 SH SOLE 816216 0 0 YAMANA GOLD INC COM 98462Y100 7791 851834 SH SOLE 851834 0 0 AMERICAN EQTY INVT LIFE HLD BOND CV 025676AE7 723750 10000000 PRN SOLE 10000000 0 0 ARCELORMITTAL SA LUXEMBOURG BOND CV 03938LAK0 899405 7124000 PRN SOLE 7124000 0 0 EXPRESSJET HOLDINGS INC BOND CV 30218UAB4 493308 6948000 PRN SOLE 6948000 0 0 MACROVISION CORP BOND CV 555904AB7 927850 9640000 PRN SOLE 9640000 0 0 MENTOR GRAPHICS CORP BOND CV 587200AD8 392700 4200000 PRN SOLE 4200000 0 0 NEXTEL COMMUNICATIONS INC BOND CV 65332VAY9 1203741 12159000 PRN SOLE 12159000 0 0 PROTEIN DESIGN LABS INC BOND CV 74369LAF0 523075 6100000 PRN SOLE 6100000 0 0 QUICKSILVER RESOURCES INC DBCV BOND CV 74837RAB0 318938 3500000 PRN SOLE 3500000 0 0 SUNTECH PWR HLDGS CO LTD BOND CV 86800CAE4 755000 10000000 PRN SOLE 10000000 0 0 TECH DATA CORP DBCV 2.750%12/1 BOND CV 878237AE6 905531 9750000 PRN SOLE 9750000 0 0 THORATEC CORP BOND CV 885175AB5 1894625 23000000 PRN SOLE 23000000 0 0 VERIFONE HLDGS INC BOND CV 92342YAB5 814463 11100000 PRN SOLE 11100000 0 0 YELLOW ROADWAY CORP BOND CV 985577AA3 426400 16400000 PRN SOLE 16400000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 906 44599 SH SOLE 44599 0 0 ALCOA INC COM 013817101 13974 1352749 SH SOLE 1352749 0 0 ALCOA INC OPTION 013817101 245 6284 SH PUT SOLE 6284 0 0 ALCOA INC OPTION 013817101 332 7067 SH CALL SOLE 7067 0 0 AIRTRAN HLDGS INC COM 00949P108 661 106865 SH SOLE 106865 0 0 AIRTRAN HLDGS INC OPTION 00949P108 360 1500 SH PUT SOLE 1500 0 0 AARONS INC COM 002535201 377 12648 SH SOLE 12648 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1111 26789 SH SOLE 26789 0 0 APPLE INC COM 037833100 185783 1304384 SH SOLE 1304384 0 0 APPLE INC OPTION 037833100 19783 29258 SH PUT SOLE 29258 0 0 APPLE INC OPTION 037833100 27535 13056 SH CALL SOLE 13056 0 0 ANGLO AMERN PLC COM 03485P201 1313 89756 SH SOLE 89756 0 0 AMERISOURCEBERGEN CORP COM 03073E105 4780 269445 SH SOLE 269445 0 0 AMBAC FINL GROUP INC COM 023139108 16 17645 SH SOLE 17645 0 0 ABBOTT LABS COM 002824100 30346 645105 SH SOLE 645105 0 0 ABBOTT LABS OPTION 002824100 338 2350 SH PUT SOLE 2350 0 0 ABBOTT LABS OPTION 002824100 3583 17013 SH CALL SOLE 17013 0 0 COMPANHIA DE BEBIDAS DAS AME S COM 20441W203 11153 172440 SH SOLE 172440 0 0 COMPANHIA DE BEBIDAS DAS AME S OPTION 20441W203 426 600 SH CALL SOLE 600 0 0 COMPANHIA DE BEBIDAS DAS AME S OPTION 20441W203 492 600 SH PUT SOLE 600 0 0 BARRICK GOLD CORP COM 067901108 3729 111161 SH SOLE 111161 0 0 BARRICK GOLD CORP OPTION 067901108 1755 4421 SH CALL SOLE 4421 0 0 AMERICAN CAP LTD COM 02503Y103 111 34567 SH SOLE 34567 0 0 ACE LTD SHS COM H0023R105 880 19896 SH SOLE 19896 0 0 AMERICREDIT CORP COM 03060R101 456 33631 SH SOLE 33631 0 0 ARCH CAP GROUP LTD COM G0450A105 295 5076 SH SOLE 5076 0 0 ACERGY S A COM 00443E104 736 74839 SH SOLE 74839 0 0 ALUMINUM CORP CHINA LTD SPON COM 022276109 679 29078 SH SOLE 29078 0 0 ARCH COAL INC COM 039380100 679 44197 SH SOLE 44197 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 822 25674 SH SOLE 25674 0 0 ACCENTURE LTD BERMUDA COM G1150G111 2800 83750 SH SOLE 83750 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page3 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AFFILIATED COMPUTER SERVICES COM 008190100 1725 38845 SH SOLE 38845 0 0 ALBERTO CULVER CO NEW COM 013078100 647 25428 SH SOLE 25428 0 0 ACXIOM CORP COM 005125109 122 13810 SH SOLE 13810 0 0 ADOBE SYS INC COM 00724F101 6812 240722 SH SOLE 240722 0 0 ADOBE SYS INC OPTION 00724F101 994 1400 SH CALL SOLE 1400 0 0 ADOBE SYS INC OPTION 00724F101 548 3643 SH PUT SOLE 3643 0 0 A D C TELECOMMUNICATIONS COM 000886309 159 19958 SH SOLE 19958 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 10464 390894 SH SOLE 390894 0 0 ARCHER DANIELS MIDLAND CO OPTION 039483102 258 1518 SH CALL SOLE 1518 0 0 ARCHER DANIELS MIDLAND CO OPTION 039483102 696 4728 SH PUT SOLE 4728 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 7098 200281 SH SOLE 200281 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 2275 55224 SH SOLE 55224 0 0 AUTODESK INC COM 052769106 3603 189848 SH SOLE 189848 0 0 ADTRAN INC COM 00738A106 241 11217 SH SOLE 11217 0 0 ADTRAN INC OPTION 00738A106 210 750 SH CALL SOLE 750 0 0 ADAMS EXPRESS CO COM 006212104 124 14800 SH SOLE 14800 0 0 AMEREN CORP COM 023608102 856 34409 SH SOLE 34409 0 0 AEGON N V NY REGISTRY SH COM 007924103 1360 220699 SH SOLE 220699 0 0 AGNICO EAGLE MINES LTD OPTION 008474108 870 1000 SH CALL SOLE 1000 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1194 84270 SH SOLE 84270 0 0 AMERICAN ELEC PWR INC COM 025537101 1289 44615 SH SOLE 44615 0 0 AES CORP COM 00130H105 239 20597 SH SOLE 20597 0 0 AETNA INC NEW COM 00817Y108 5143 205310 SH SOLE 205310 0 0 ASTORIA FINL CORP COM 046265104 137 15985 SH SOLE 15985 0 0 AFFYMETRIX INC COM 00826T108 86 14427 SH SOLE 14427 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 367 17017 SH SOLE 17017 0 0 AFLAC INC COM 001055102 548 17640 SH SOLE 17640 0 0 AGCO CORP COM 001084102 1767 60770 SH SOLE 60770 0 0 ISHARES TR BARCLYS US AGG B COM 464287226 15615 152867 SH SOLE 152867 0 0 AGL RES INC COM 001204106 796 25032 SH SOLE 25032 0 0 ALLERGAN INC COM 018490102 1167 24530 SH SOLE 24530 0 0 AGRIUM INC COM 008916108 3150 78979 SH SOLE 78979 0 0 AMERICAN INTL GROUP INC COM 026874107 3378 2911654 SH SOLE 2911654 0 0 AMERICAN INTL GROUP INC UNIT 9 COM 026874115 4135 434317 SH SOLE 434317 0 0 APOLLO INVT CORP COM 03761U106 174 29026 SH SOLE 29026 0 0 GALLAGHER ARTHUR J & CO COM 363576109 463 21451 SH SOLE 21451 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 3675 191604 SH SOLE 191604 0 0 AKAMAI TECHNOLOGIES INC OPTION 00971T101 698 5372 SH PUT SOLE 5372 0 0 ALBEMARLE CORP COM 012653101 875 34221 SH SOLE 34221 0 0 ALEXANDER & BALDWIN INC COM 014482103 211 8991 SH SOLE 8991 0 0 ALLSTATE CORP COM 020002101 1405 57579 SH SOLE 57579 0 0 ALTERA CORP COM 021441100 5328 327044 SH SOLE 327044 0 0 ALCATEL-LUCENT COM 013904305 1908 769225 SH SOLE 769225 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 318 7731 SH SOLE 7731 0 0 APPLIED MATLS INC COM 038222105 8250 749358 SH SOLE 749358 0 0 APPLIED MATLS INC OPTION 038222105 933 7457 SH PUT SOLE 7457 0 0 AMB PROPERTY CORP COM 00163T109 751 39938 SH SOLE 39938 0 0 ADVANCED MICRO DEVICES INC COM 007903107 481 124385 SH SOLE 124385 0 0 ADVANCED MICRO DEVICES INC OPTION 007903107 1390 13745 SH CALL SOLE 13745 0 0 ADVANCED MICRO DEVICES INC OPTION 007903107 2368 19237 SH PUT SOLE 19237 0 0 AMETEK INC NEW COM 031100100 1091 31562 SH SOLE 31562 0 0 AFFILIATED MANAGERS GROUP COM 008252108 519 8919 SH SOLE 8919 0 0 AMGEN INC COM 031162100 28429 536999 SH SOLE 536999 0 0 AMGEN INC OPTION 031162100 4395 20388 SH CALL SOLE 20388 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page4 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AMGEN INC OPTION 031162100 4547 15534 SH PUT SOLE 15534 0 0 AMGEN INC BOND CV 031162AN0 860250 9300000 PRN SOLE 9300000 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 346 25663 SH SOLE 25663 0 0 AMERICAN MED SYS HLDGS INC BOND CV 02744MAA6 2042285 20900000 PRN SOLE 20900000 0 0 AMERIPRISE FINL INC COM 03076C106 2051 84506 SH SOLE 84506 0 0 AMR CORP COM 001765106 64 15821 SH SOLE 15821 0 0 AMERICAN TOWER CORP COM 029912201 1666 52836 SH SOLE 52836 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 518 28800 SH SOLE 28800 0 0 AMERICA MOVIL SAB DE CV SPON COM 02364W105 12246 316269 SH SOLE 316269 0 0 AMERICA MOVIL SAB DE CV SPON OPTION 02364W105 3659 1773 SH PUT SOLE 1773 0 0 AMAZON COM INC COM 023135106 5338 63801 SH SOLE 63801 0 0 AMAZON COM INC OPTION 023135106 3326 8271 SH PUT SOLE 8271 0 0 AMAZON COM INC OPTION 023135106 9362 7459 SH CALL SOLE 7459 0 0 AUTONATION INC COM 05329W102 619 35702 SH SOLE 35702 0 0 ABERCROMBIE & FITCH CO COM 002896207 1211 47693 SH SOLE 47693 0 0 ANNTAYLOR STORES CORP COM 036115103 447 55968 SH SOLE 55968 0 0 ALPHA NATURAL RESOURCES INC OPTION 02076X102 244 400 SH CALL SOLE 400 0 0 ANSYS INC COM 03662Q105 662 21252 SH SOLE 21252 0 0 AEGEAN MARINE PETROLEUM NETW S COM Y0017S102 358 24483 SH SOLE 24483 0 0 AON CORP COM 037389103 304 8028 SH SOLE 8028 0 0 APACHE CORP COM 037411105 34561 479022 SH SOLE 479022 0 0 APACHE CORP OPTION 037411105 604 1811 SH CALL SOLE 1811 0 0 APACHE CORP OPTION 037411105 1151 2795 SH PUT SOLE 2795 0 0 ANADARKO PETE CORP COM 032511107 6781 149401 SH SOLE 149401 0 0 ANADARKO PETE CORP OPTION 032511107 1147 4674 SH PUT SOLE 4674 0 0 ANADARKO PETE CORP OPTION 032511107 2143 4278 SH CALL SOLE 4278 0 0 AIR PRODS & CHEMS INC COM 009158106 925 14325 SH SOLE 14325 0 0 AMPHENOL CORP NEW COM 032095101 2585 81708 SH SOLE 81708 0 0 APOLLO GROUP INC COM 037604105 3898 54806 SH SOLE 54806 0 0 ARACRUZ CELULOSE S A SPON COM 038496204 731 49290 SH SOLE 49290 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 287 8029 SH SOLE 8029 0 0 AIRGAS INC COM 009363102 904 22308 SH SOLE 22308 0 0 ARVINMERITOR INC COM 043353101 236 53818 SH SOLE 53818 0 0 AEROPOSTALE COM 007865108 1090 31814 SH SOLE 31814 0 0 ARRIS GROUP INC COM 04269Q100 569 46723 SH SOLE 46723 0 0 ARROW ELECTRS INC COM 042735100 777 36576 SH SOLE 36576 0 0 ASSOCIATED BANC CORP COM 045487105 444 35484 SH SOLE 35484 0 0 ASHLAND INC NEW COM 044209104 464 16525 SH SOLE 16525 0 0 ASM INTL N V COM N07045102 637 43295 SH SOLE 43295 0 0 ASML HOLDING N V NY REG SHS COM N07059186 2930 136323 SH SOLE 136323 0 0 GRUPO AEROPORTUARIO DEL SURE S COM 40051E202 843 21622 SH SOLE 21622 0 0 ATHEROS COMMUNICATIONS INC COM 04743P108 308 16024 SH SOLE 16024 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 2194 62810 SH SOLE 62810 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 675 8193 SH SOLE 8193 0 0 ATMEL CORP COM 049513104 670 179563 SH SOLE 179563 0 0 ATLAS ENERGY RESOURCES LLC COM 049303100 3436 168203 SH SOLE 168203 0 0 APTARGROUP INC COM 038336103 540 15992 SH SOLE 15992 0 0 ACTIVISION BLIZZARD INC COM 00507V109 4633 366848 SH SOLE 366848 0 0 ATWOOD OCEANICS INC COM 050095108 720 28898 SH SOLE 28898 0 0 ANGLOGOLD ASHANTI LTD COM 035128206 236 6447 SH SOLE 6447 0 0 ANGLOGOLD ASHANTI LTD OPTION 035128206 374 1100 SH PUT SOLE 1100 0 0 ANGLOGOLD ASHANTI LTD OPTION 035128206 550 1100 SH CALL SOLE 1100 0 0 AVALONBAY CMNTYS INC COM 053484101 1812 32399 SH SOLE 32399 0 0 AVALONBAY CMNTYS INC OPTION 053484101 208 300 SH PUT SOLE 300 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page5 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AVON PRODS INC COM 054303102 4027 156204 SH SOLE 156204 0 0 AVNET INC COM 053807103 990 47095 SH SOLE 47095 0 0 AVERY DENNISON CORP COM 053611109 578 22517 SH SOLE 22517 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 838 43868 SH SOLE 43868 0 0 AXA COM 054536107 1700 89647 SH SOLE 89647 0 0 ANIXTER INTL INC COM 035290105 290 7715 SH SOLE 7715 0 0 AMERICAN EXPRESS CO COM 025816109 16916 727870 SH SOLE 727870 0 0 AMERICAN EXPRESS CO OPTION 025816109 4315 6139 SH CALL SOLE 6139 0 0 AMERICAN EXPRESS CO OPTION 025816109 4002 15203 SH PUT SOLE 15203 0 0 AXIS CAPITAL HOLDINGS SHS COM G0692U109 421 16250 SH SOLE 16250 0 0 ALLEGHENY ENERGY INC COM 017361106 1666 64958 SH SOLE 64958 0 0 ACUITY BRANDS INC COM 00508Y102 566 20166 SH SOLE 20166 0 0 ALLIANZ SE SP COM 018805101 873 94791 SH SOLE 94791 0 0 ASTRAZENECA PLC COM 046353108 665 15059 SH SOLE 15059 0 0 AUTOZONE INC COM 053332102 3016 19959 SH SOLE 19959 0 0 BOEING CO COM 097023105 19340 455058 SH SOLE 455058 0 0 BOEING CO OPTION 097023105 201 2561 SH PUT SOLE 2561 0 0 BANK OF AMERICA CORPORATION COM 060505104 205732 15585774 SH SOLE 15585774 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 17335 166252 SH CALL SOLE 166252 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 914 250 SH PUT SOLE 250 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 104462 350031 SH PUT SOLE 350031 0 0 CREDICORP LTD COM G2519Y108 39588 671785 SH SOLE 671785 0 0 BAXTER INTL INC COM 071813109 2934 55393 SH SOLE 55393 0 0 BAXTER INTL INC OPTION 071813109 284 5753 SH PUT SOLE 5753 0 0 BAXTER INTL INC OPTION 071813109 660 1497 SH CALL SOLE 1497 0 0 BLACKBOARD INC COM 091935502 567 19649 SH SOLE 19649 0 0 BED BATH & BEYOND INC COM 075896100 3537 115037 SH SOLE 115037 0 0 BANCO BRADESCO S A SP COM 059460303 31404 2126178 SH SOLE 2126178 0 0 BANCO BRADESCO S A SP OPTION 059460303 1604 8180 SH CALL SOLE 8180 0 0 BANCO BRADESCO S A SP OPTION 059460303 3534 16871 SH PUT SOLE 16871 0 0 BARRETT BILL CORP COM 06846N104 242 8826 SH SOLE 8826 0 0 BB&T CORP OPTION 054937107 1244 2764 SH CALL SOLE 2764 0 0 BANCO BILBAO VIZCAYA ARGENTA COM 05946K101 1792 142688 SH SOLE 142688 0 0 BEST BUY INC COM 086516101 3112 92909 SH SOLE 92909 0 0 BEST BUY INC OPTION 086516101 2268 4610 SH CALL SOLE 4610 0 0 BEST BUY INC OPTION 086516101 1467 2539 SH PUT SOLE 2539 0 0 BRINKS CO COM 109696104 304 10469 SH SOLE 10469 0 0 BARD C R INC COM 067383109 2871 38563 SH SOLE 38563 0 0 BELDEN INC COM 077454106 435 26022 SH SOLE 26022 0 0 BLACK & DECKER CORP COM 091797100 855 29836 SH SOLE 29836 0 0 BECTON DICKINSON & CO COM 075887109 2698 37831 SH SOLE 37831 0 0 BE AEROSPACE INC COM 073302101 1351 94080 SH SOLE 94080 0 0 BECKMAN COULTER INC COM 075811109 1097 19192 SH SOLE 19192 0 0 FRANKLIN RES INC COM 354613101 719 9971 SH SOLE 9971 0 0 BALDOR ELEC CO COM 057741100 841 35333 SH SOLE 35333 0 0 BROWN FORMAN CORP CL B COM 115637209 1214 28253 SH SOLE 28253 0 0 BUNGE LIMITED COM G16962105 4437 71744 SH SOLE 71744 0 0 BLACKROCK FLOATING RATE INCO COM 091941104 1803 165000 SH SOLE 165000 0 0 BUNGE LIMITED OPTION G16962105 491 1528 SH CALL SOLE 1528 0 0 BAKER HUGHES INC COM 057224107 6905 189503 SH SOLE 189503 0 0 BAKER HUGHES INC OPTION 057224107 2798 2709 SH PUT SOLE 2709 0 0 BHP BILLITON LTD OPTION 088606108 774 1741 SH CALL SOLE 1741 0 0 SOTHEBYS COM 835898107 283 19528 SH SOLE 19528 0 0 BAIDU INC SPON COM 056752108 24719 82100 SH SOLE 82100 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page6 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BAIDU INC SPON OPTION 056752108 1964 1095 SH PUT SOLE 1095 0 0 BAIDU INC SPON OPTION 056752108 1250 295 SH CALL SOLE 295 0 0 BOULDER GROWTH & INCOME FD I COM 101507101 99 21800 SH SOLE 21800 0 0 BIG LOTS INC COM 089302103 1181 56148 SH SOLE 56148 0 0 BIOGEN IDEC INC COM 09062X103 12070 267333 SH SOLE 267333 0 0 BIOGEN IDEC INC OPTION 09062X103 901 1700 SH PUT SOLE 1700 0 0 SPDR SERIES TRUST BRCLYS 1-3MT COM 78464A680 1463 31886 SH SOLE 31886 0 0 BIO RAD LABS INC COM 090572207 363 4810 SH SOLE 4810 0 0 BJS WHOLESALE CLUB INC COM 05548J106 2118 65707 SH SOLE 65707 0 0 BJ SVCS CO COM 055482103 1815 133146 SH SOLE 133146 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 632 21570 SH SOLE 21570 0 0 BANK OF NEW YORK MELLON CORP OPTION 064058100 420 2650 SH CALL SOLE 2650 0 0 BURGER KING HLDGS INC COM 121208201 1966 113818 SH SOLE 113818 0 0 BUCKLE INC COM 118440106 672 21162 SH SOLE 21162 0 0 BARNES & NOBLE INC COM 067774109 640 31006 SH SOLE 31006 0 0 BLACKROCK INC COM 09247X101 396 2255 SH SOLE 2255 0 0 BALL CORP COM 058498106 4090 90571 SH SOLE 90571 0 0 IMMUCOR INC COM 452526106 1084 80542 SH SOLE 80542 0 0 BMC SOFTWARE INC COM 055921100 2386 70611 SH SOLE 70611 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 331 21174 SH SOLE 21174 0 0 BEMIS INC COM 081437105 1136 45060 SH SOLE 45060 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 5665 278923 SH SOLE 278923 0 0 BRISTOL MYERS SQUIBB CO OPTION 110122108 1567 17195 SH CALL SOLE 17195 0 0 BRISTOL MYERS SQUIBB CO OPTION 110122108 817 4410 SH PUT SOLE 4410 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 5336 72564 SH SOLE 72564 0 0 BURLINGTON NORTHN SANTA FE C OPTION 12189T104 300 1000 SH PUT SOLE 1000 0 0 BANK HAWAII CORP COM 062540109 790 22060 SH SOLE 22060 0 0 BP PLC COM 055622104 859 18017 SH SOLE 18017 0 0 POPULAR INC COM 733174106 37 15639 SH SOLE 15639 0 0 BRO COM 11133T103 1082 65237 SH SOLE 65237 0 0 BROCADE COMMUNICATIONS SYS I COM 111621306 493 62846 SH SOLE 62846 0 0 BROADCOM CORP COM 111320107 3471 140031 SH SOLE 140031 0 0 BRE PROPERTIES INC COM 05564E106 266 11183 SH SOLE 11183 0 0 BERKSHIRE HATHAWAY INC DEL COM 084670108 5400 60 SH SOLE 60 0 0 BERKSHIRE HATHAWAY INC DEL CL BCOM 084670207 2525 872 SH SOLE 872 0 0 BROWN & BROWN INC COM 115236101 506 25389 SH SOLE 25389 0 0 BRISTOW GROUP INC BOND CV 110394AC7 516800 6800000 PRN SOLE 6800000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1153 113724 SH SOLE 113724 0 0 BOSTON SCIENTIFIC CORP OPTION 101137107 302 3500 SH PUT SOLE 3500 0 0 PEABODY ENERGY CORP COM 704549104 4075 133429 SH SOLE 133429 0 0 BUCYRUS INTL INC NEW COM 118759109 738 25837 SH SOLE 25837 0 0 COMPANIA DE MINAS BUENAVENTU COM 204448104 257 10267 SH SOLE 10267 0 0 BORGWARNER INC COM 099724106 1259 36856 SH SOLE 36856 0 0 BLACKSTONE GROUP L P COM UNIT COM 09253U108 321 30456 SH SOLE 30456 0 0 BOSTON PROPERTIES INC COM 101121101 633 13273 SH SOLE 13273 0 0 BANCORPSOUTH INC COM 059692103 725 35336 SH SOLE 35336 0 0 BOYD GAMING CORP COM 103304101 114 13444 SH SOLE 13444 0 0 BEAZER HOMES USA INC COM 07556Q105 84 45714 SH SOLE 45714 0 0 CITIGROUP INC COM 172967101 36282 12013857 SH SOLE 12013857 0 0 CITIGROUP INC OPTION 172967101 761 96070 SH CALL SOLE 96070 0 0 CITIGROUP INC OPTION 172967101 39705 68782 SH PUT SOLE 68782 0 0 CA INC COM 12673P105 3065 175839 SH SOLE 175839 0 0 CABELAS INC COM 126804301 706 57625 SH SOLE 57625 0 0 CACI INTL INC COM 127190304 683 16213 SH SOLE 16213 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page7 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MORGAN STANLEY CHINA A SH FD COM 617468103 4894 150120 SH SOLE 150120 0 0 CONAGRA FOODS INC COM 205887102 2436 125313 SH SOLE 125313 0 0 CARDINAL HEALTH INC COM 14149Y108 2810 91030 SH SOLE 91030 0 0 CHEESECAKE FACTORY INC COM 163072101 200 12114 SH SOLE 12114 0 0 CONTINENTAL AIRLS INC CL B OPTION 210795308 2430 2150 SH PUT SOLE 2150 0 0 CAL MAINE FOODS INC COM 128030202 615 24435 SH SOLE 24435 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 1584 55145 SH SOLE 55145 0 0 CAMERON INTERNATIONAL CORP OPTION 13342B105 336 126 SH PUT SOLE 126 0 0 CASEYS GEN STORES INC COM 147528103 237 9243 SH SOLE 9243 0 0 CATERPILLAR INC DEL COM 149123101 22892 658942 SH SOLE 658942 0 0 CATERPILLAR INC DEL OPTION 149123101 1548 4007 SH PUT SOLE 4007 0 0 CATERPILLAR INC DEL OPTION 149123101 1819 9569 SH CALL SOLE 9569 0 0 CATHAY GENERAL BANCORP COM 149150104 97 10155 SH SOLE 10155 0 0 CHUBB CORP COM 171232101 687 17122 SH SOLE 17122 0 0 CINCINNATI BELL INC NEW COM 171871106 126 44199 SH SOLE 44199 0 0 COOPER INDS LTD COM G24182100 1199 38532 SH SOLE 38532 0 0 CBS CORP NEW CL B COM 124857202 2601 360297 SH SOLE 360297 0 0 COMMERCE BANCSHARES INC COM 200525103 450 14126 SH SOLE 14126 0 0 CABOT CORP COM 127055101 197 15759 SH SOLE 15759 0 0 CALGON CARBON CORP COM 129603106 1477 104034 SH SOLE 104034 0 0 COCA COLA ENTERPRISES INC COM 191219104 1699 101511 SH SOLE 101511 0 0 COCA COLA ENTERPRISES INC OPTION 191219104 251 745 SH PUT SOLE 745 0 0 CROWN CASTLE INTL CORP COM 228227104 814 33903 SH SOLE 33903 0 0 CAMECO CORP COM 13321L108 7554 289980 SH SOLE 289980 0 0 CROWN HOLDINGS INC COM 228368106 411 17211 SH SOLE 17211 0 0 CARNIVAL CORP PAIRED CTF COM 143658300 2023 77531 SH SOLE 77531 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 764 125517 SH SOLE 125517 0 0 CADENCE DESIGN SYSTEM INC BOND CV 127387AD0 205312 2500000 PRN SOLE 2500000 0 0 CELANESE CORP DEL COM SER A COM 150870103 406 17036 SH SOLE 17036 0 0 CAREER EDUCATION CORP COM 141665109 414 17414 SH SOLE 17414 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 2112 78773 SH SOLE 78773 0 0 CELLCOM ISRAEL LTD SHS COM M2196U109 859 32843 SH SOLE 32843 0 0 CELGENE CORP COM 151020104 13664 282728 SH SOLE 282728 0 0 CELGENE CORP OPTION 151020104 877 1300 SH PUT SOLE 1300 0 0 CNOOC LTD COM 126132109 3980 31548 SH SOLE 31548 0 0 CEPHALON INC COM 156708109 3948 68899 SH SOLE 68899 0 0 CERNER CORP COM 156782104 1420 22249 SH SOLE 22249 0 0 CENTRAL EUROPEAN MEDIA ENTRP COM G20045202 2575 129472 SH SOLE 129472 0 0 CF INDS HLDGS INC COM 125269100 2753 36385 SH SOLE 36385 0 0 BRINKS HOME SEC HLDGS INC COM 109699108 6285 222016 SH SOLE 222016 0 0 CULLEN FROST BANKERS INC COM 229899109 2492 54041 SH SOLE 54041 0 0 CGG VERITAS COM 204386106 381 20900 SH SOLE 20900 0 0 CHINA TELECOM CORP LTD SPON COM 169426103 377 7486 SH SOLE 7486 0 0 CHURCH & DWIGHT INC COM 171340102 1070 19443 SH SOLE 19443 0 0 CHEMED CORP NEW BOND CV 16359RAC7 187188 2500000 PRN SOLE 2500000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 30481 1566341 SH SOLE 1566341 0 0 CHESAPEAKE ENERGY CORP OPTION 165167107 920 16370 SH CALL SOLE 16370 0 0 CHESAPEAKE ENERGY CORP OPTION 165167107 2358 19355 SH PUT SOLE 19355 0 0 CHECK POINT SOFTWARE TECH LT COM M22465104 4590 194643 SH SOLE 194643 0 0 CHINA MOBILE LIMITED COM 16941M109 5421 105766 SH SOLE 105766 0 0 CHINA MOBILE LIMITED OPTION 16941M109 733 1470 SH PUT SOLE 1470 0 0 CHINA MOBILE LIMITED OPTION 16941M109 1151 1470 SH CALL SOLE 1470 0 0 C H ROBINSON WORLDWIDE INC COM 12541W209 968 18389 SH SOLE 18389 0 0 CHICOS FAS INC COM 168615102 638 67046 SH SOLE 67046 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page8 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CHINA UNICOM (HONG KONG) LTD COM 16945R104 276 20115 SH SOLE 20115 0 0 CIGNA CORP COM 125509109 667 27504 SH SOLE 27504 0 0 BANCOLOMBIA S A SPON COM 05968L102 256 8400 SH SOLE 8400 0 0 CIENA CORP COM 171779309 317 30546 SH SOLE 30546 0 0 COMPANHIA ENERGETICA DE MINA SPCOM 204409601 5914 432022 SH SOLE 432022 0 0 CHIMERA INVT CORP COM 16934Q109 127 37352 SH SOLE 37352 0 0 COMSYS IT PARTNERS INC COM 20581E104 4824 824575 SH SOLE 824575 0 0 SEACOR HOLDINGS INC COM 811904101 265 3552 SH SOLE 3552 0 0 COLGATE PALMOLIVE CO COM 194162103 22287 310667 SH SOLE 310667 0 0 COLGATE PALMOLIVE CO OPTION 194162103 1918 6010 SH CALL SOLE 6010 0 0 CORE LABORATORIES N V COM N22717107 626 7123 SH SOLE 7123 0 0 CLARCOR INC COM 179895107 648 22195 SH SOLE 22195 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 1044 42066 SH SOLE 42066 0 0 CLIFFS NATURAL RESOURCES INC OPTION 18683K101 352 1175 SH CALL SOLE 1175 0 0 CLEAN HARBORS INC COM 184496107 1875 34234 SH SOLE 34234 0 0 MACK CALI RLTY CORP COM 554489104 382 16921 SH SOLE 16921 0 0 COLONIAL PPTYS TR COM SH BEN I COM 195872106 442 60520 SH SOLE 60520 0 0 CONTINENTAL RESOURCES INC COM 212015101 215 7620 SH SOLE 7620 0 0 CLOROX CO DEL COM 189054109 793 14031 SH SOLE 14031 0 0 COMMERCIAL METALS CO COM 201723103 441 27514 SH SOLE 27514 0 0 COMCAST CORP NEW COM 20030N101 23065 1606199 SH SOLE 1606199 0 0 COMCAST CORP NEW OPTION 20030N101 1425 16415 SH CALL SOLE 16415 0 0 COMCAST CORP NEW OPTION 20030N101 5738 26695 SH PUT SOLE 26695 0 0 COMCAST CORP NEW COM 20030N200 745 53517 SH SOLE 53517 0 0 CME GROUP INC COM 12572Q105 8103 25464 SH SOLE 25464 0 0 CME GROUP INC OPTION 12572Q105 1774 679 SH CALL SOLE 679 0 0 CME GROUP INC OPTION 12572Q105 3596 667 SH PUT SOLE 667 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 592 7467 SH SOLE 7467 0 0 CUMMINS INC COM 231021106 515 14270 SH SOLE 14270 0 0 CMS ENERGY CORP COM 125896100 769 63032 SH SOLE 63032 0 0 COMTECH TELECOMMUNICATIONS C COM 205826209 858 28076 SH SOLE 28076 0 0 CNH GLOBAL N V SHS COM N20935206 383 26678 SH SOLE 26678 0 0 CLECO CORP NEW COM 12561W105 368 16667 SH SOLE 16667 0 0 CON-WAY INC COM 205944101 350 9986 SH SOLE 9986 0 0 CONSOL ENERGY INC COM 20854P109 5656 162703 SH SOLE 162703 0 0 CORINTHIAN COLLEGES INC COM 218868107 476 28121 SH SOLE 28121 0 0 CAPITAL ONE FINL CORP COM 14040H105 240 10710 SH SOLE 10710 0 0 CABOT OIL & GAS CORP COM 127097103 1272 41603 SH SOLE 41603 0 0 COACH INC COM 189754104 1141 42920 SH SOLE 42920 0 0 ROCKWELL COLLINS INC COM 774341101 1122 26598 SH SOLE 26598 0 0 3COM CORP COM 885535104 385 79377 SH SOLE 79377 0 0 COMVERGE INC COM 205859101 235 18379 SH SOLE 18379 0 0 CONOCOPHILLIPS COM 20825C104 119559 2832492 SH SOLE 2832492 0 0 CONOCOPHILLIPS OPTION 20825C104 3338 22329 SH CALL SOLE 22329 0 0 CONOCOPHILLIPS OPTION 20825C104 28345 31469 SH PUT SOLE 31469 0 0 COSTCO WHSL CORP NEW COM 22160K105 5671 122740 SH SOLE 122740 0 0 COSTCO WHSL CORP NEW OPTION 22160K105 426 5544 SH CALL SOLE 5544 0 0 COSTCO WHSL CORP NEW OPTION 22160K105 673 2204 SH PUT SOLE 2204 0 0 COVIDIEN PLC SHS COM G2554F105 1962 52217 SH SOLE 52217 0 0 COPA HOLDINGS SA COM P31076105 1916 46020 SH SOLE 46020 0 0 CAMPBELL SOUP CO COM 134429109 2537 85452 SH SOLE 85452 0 0 CPFL ENERGIA S A COM 126153105 1690 34614 SH SOLE 34614 0 0 CALPINE CORP COM 131347304 408 37256 SH SOLE 37256 0 0 CORN PRODS INTL INC COM 219023108 712 25929 SH SOLE 25929 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page9 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- COPART INC COM 217204106 556 15837 SH SOLE 15837 0 0 CAMDEN PPTY TR SH BEN INT COM 133131102 383 13862 SH SOLE 13862 0 0 COMPUWARE CORP COM 205638109 1029 148439 SH SOLE 148439 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 204 32023 SH SOLE 32023 0 0 CHENIERE ENERGY PARTNERS LP CO COM 16411Q101 2362 320548 SH SOLE 320548 0 0 CRANE CO COM 224399105 246 11043 SH SOLE 11043 0 0 CREE INC COM 225447101 2514 85211 SH SOLE 85211 0 0 COMSTOCK RES INC COM 205768203 385 11638 SH SOLE 11638 0 0 CHARLES RIV LABS INTL INC COM 159864107 632 19126 SH SOLE 19126 0 0 SALESFORCE COM INC COM 79466L302 1701 43715 SH SOLE 43715 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 510 24469 SH SOLE 24469 0 0 CREDIT SUISSE GROUP COM 225401108 1161 25424 SH SOLE 25424 0 0 CREDIT SUISSE GROUP OPTION 225401108 483 350 SH CALL SOLE 350 0 0 COMPUTER SCIENCES CORP COM 205363104 294 6674 SH SOLE 6674 0 0 CISCO SYS INC COM 17275R102 81818 4308477 SH SOLE 4308477 0 0 CISCO SYS INC OPTION 17275R102 2014 43007 SH CALL SOLE 43007 0 0 CISCO SYS INC OPTION 17275R102 10818 88431 SH PUT SOLE 88431 0 0 CAPITALSOURCE INC COM 14055X102 61 12662 SH SOLE 12662 0 0 CARLISLE COS INC COM 142339100 903 37552 SH SOLE 37552 0 0 CSX CORP COM 126408103 1021 29381 SH SOLE 29381 0 0 CINTAS CORP COM 172908105 1116 48665 SH SOLE 48665 0 0 CELL THERAPEUTICS INC COM NO P COM 150934503 24 13657 SH SOLE 13657 0 0 CENTURYTEL INC COM 156700106 1197 37668 SH SOLE 37668 0 0 CATO CORP NEW COM 149205106 218 12565 SH SOLE 12565 0 0 COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 1958 71988 SH SOLE 71988 0 0 COMMSCOPE INC COM 203372107 698 26574 SH SOLE 26574 0 0 CITRIX SYS INC COM 177376100 3155 98480 SH SOLE 98480 0 0 COUSINS PPTYS INC COM 222795106 225 26458 SH SOLE 26458 0 0 COVANTA HLDG CORP COM 22282E102 3956 236730 SH SOLE 236730 0 0 CABLEVISION SYS CORP COM 12686C109 538 27864 SH SOLE 27864 0 0 COVANCE INC COM 222816100 2314 47434 SH SOLE 47434 0 0 CONVERGYS CORP COM 212485106 206 22458 SH SOLE 22458 0 0 COVENTRY HEALTH CARE INC COM 222862104 596 31887 SH SOLE 31887 0 0 CVS CAREMARK CORPORATION COM 126650100 3579 111398 SH SOLE 111398 0 0 CVS CAREMARK CORPORATION OPTION 126650100 709 5982 SH PUT SOLE 5982 0 0 CVS CAREMARK CORPORATION OPTION 126650100 1296 5011 SH CALL SOLE 5011 0 0 CHEVRON CORP NEW COM 166764100 81996 1226017 SH SOLE 1226017 0 0 CHEVRON CORP NEW OPTION 166764100 2275 13895 SH CALL SOLE 13895 0 0 CHEVRON CORP NEW OPTION 166764100 12143 18772 SH PUT SOLE 18772 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 847 22978 SH SOLE 22978 0 0 COLDWATER CREEK INC COM 193068103 54 10056 SH SOLE 10056 0 0 CEMEX SAB DE CV SPON COM 151290889 4114 428507 SH SOLE 428507 0 0 CORRECTIONS CORP AMER NEW COM 22025Y407 440 25768 SH SOLE 25768 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 587 22803 SH SOLE 22803 0 0 CITY NATL CORP COM 178566105 779 21147 SH SOLE 21147 0 0 CYTEC INDS INC COM 232820100 533 29456 SH SOLE 29456 0 0 DOMINION RES INC VA NEW COM 25746U109 3320 98026 SH SOLE 98026 0 0 DAIMLER AG REG SHS COM D1668R123 3602 97273 SH SOLE 97273 0 0 DELTA AIR LINES INC DEL COM 247361702 300 51804 SH SOLE 51804 0 0 DARLING INTL INC COM 237266101 1813 274641 SH SOLE 274641 0 0 DEUTSCHE BANK AG NAMEN AKT COM D18190898 4051 64698 SH SOLE 64698 0 0 DIEBOLD INC COM 253651103 433 16130 SH SOLE 16130 0 0 DRESS BARN INC COM 261570105 1310 90203 SH SOLE 90203 0 0 DRESS BARN INC BOND CV 261570AB1 1075441 7514000 PRN SOLE 7514000 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page10 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DONALDSON INC COM 257651109 1734 49659 SH SOLE 49659 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 14675 564201 SH SOLE 564201 0 0 DU PONT E I DE NEMOURS & CO OPTION 263534109 725 7236 SH CALL SOLE 7236 0 0 DU PONT E I DE NEMOURS & CO OPTION 263534109 516 4560 SH PUT SOLE 4560 0 0 DEVELOPERS DIVERSIFIED RLTY BOND CV 251591AQ6 497250 6500000 PRN SOLE 6500000 0 0 DATA DOMAIN INC COM 23767P109 2702 81733 SH SOLE 81733 0 0 DEERE & CO COM 244199105 5205 123483 SH SOLE 123483 0 0 DEERE & CO OPTION 244199105 1012 2000 SH PUT SOLE 2000 0 0 DEERE & CO OPTION 244199105 2599 4133 SH CALL SOLE 4133 0 0 DECKERS OUTDOOR CORP COM 243537107 329 4688 SH SOLE 4688 0 0 ETABLISSEMENTS DELHAIZE FRER COM 29759W101 537 7700 SH SOLE 7700 0 0 DELL INC COM 24702R101 11390 821817 SH SOLE 821817 0 0 DELL INC OPTION 24702R101 1513 10598 SH CALL SOLE 10598 0 0 DELL INC OPTION 24702R101 2104 11256 SH PUT SOLE 11256 0 0 DEAN FOODS CO NEW COM 242370104 853 44430 SH SOLE 44430 0 0 DISCOVER FINL SVCS COM 254709108 191 17873 SH SOLE 17873 0 0 QUEST DIAGNOSTICS INC COM 74834L100 554 9871 SH SOLE 9871 0 0 D R HORTON INC COM 23331A109 1578 165362 SH SOLE 165362 0 0 D R HORTON INC OPTION 23331A109 218 1603 SH CALL SOLE 1603 0 0 D R HORTON INC OPTION 23331A109 424 2950 SH PUT SOLE 2950 0 0 DANAHER CORP DEL COM 235851102 6661 106110 SH SOLE 106110 0 0 DIAMONDS TR UNIT SER 1 COM 252787106 90995 1067387 SH SOLE 1067387 0 0 DISNEY WALT CO COM DISNEY COM 254687106 20634 872116 SH SOLE 872116 0 0 DISNEY WALT CO COM DISNEY OPTION 254687106 3141 15593 SH CALL SOLE 15593 0 0 DISNEY WALT CO COM DISNEY OPTION 254687106 2438 21153 SH PUT SOLE 21153 0 0 DISCOVERY COMMUNICATNS NEW COM COM 25470F104 201 9077 SH SOLE 9077 0 0 DISCOVERY COMMUNICATNS NEW COM COM 25470F302 473 23257 SH SOLE 23257 0 0 DISH NETWORK CORP COM 25470M109 687 42694 SH SOLE 42694 0 0 DICKS SPORTING GOODS INC COM 253393102 457 26167 SH SOLE 26167 0 0 DEL MONTE FOODS CO COM 24522P103 381 40862 SH SOLE 40862 0 0 DIGITAL RLTY TR INC COM 253868103 1534 44195 SH SOLE 44195 0 0 DOLLAR TREE INC COM 256746108 1565 36625 SH SOLE 36625 0 0 DELUXE CORP COM 248019101 139 10477 SH SOLE 10477 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 264 3251 SH SOLE 3251 0 0 DENDREON CORP BOND CV 24823QAB3 1582750 6500000 PRN SOLE 6500000 0 0 DIONEX CORP COM 254546104 1043 17084 SH SOLE 17084 0 0 DENBURY RES INC COM 247916208 975 66190 SH SOLE 66190 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 644 7625 SH SOLE 7625 0 0 DIAMOND OFFSHORE DRILLING IN OPTION 25271C102 355 500 SH CALL SOLE 500 0 0 DIAMOND OFFSHORE DRILLING IN OPTION 25271C102 720 500 SH PUT SOLE 500 0 0 DOVER CORP COM 260003108 911 27152 SH SOLE 27152 0 0 DOW CHEM CO COM 260543103 13379 832544 SH SOLE 832544 0 0 DOW CHEM CO OPTION 260543103 1706 11898 SH CALL SOLE 11898 0 0 DOW CHEM CO OPTION 260543103 7575 9538 SH PUT SOLE 9538 0 0 AMDOCS LTD COM G02602103 231 10807 SH SOLE 10807 0 0 DPL INC COM 233293109 872 37240 SH SOLE 37240 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1087 51447 SH SOLE 51447 0 0 DUKE REALTY CORP COM 264411505 529 61359 SH SOLE 61359 0 0 DARDEN RESTAURANTS INC COM 237194105 721 21339 SH SOLE 21339 0 0 DIGITAL RIV INC COM 25388B104 289 7814 SH SOLE 7814 0 0 DST SYS INC DEL COM 233326107 785 21250 SH SOLE 21250 0 0 DST SYS INC DEL DBCV 4.125% 8/1BOND CV 233326AB3 1232813 12500000 PRN SOLE 12500000 0 0 DIANA SHIPPING INC COM Y2066G104 280 20290 SH SOLE 20290 0 0 DEUTSCHE TELEKOM AG COM 251566105 2291 193317 SH SOLE 193317 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page11 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DTE ENERGY CO COM 233331107 833 25702 SH SOLE 25702 0 0 DIRECTV GROUP INC COM 25459L106 2929 117077 SH SOLE 117077 0 0 DIRECTV GROUP INC OPTION 25459L106 382 2200 SH CALL SOLE 2200 0 0 DUKE ENERGY CORP NEW COM 26441C105 9019 618570 SH SOLE 618570 0 0 DEVRY INC DEL COM 251893103 427 8929 SH SOLE 8929 0 0 DAVITA INC COM 23918K108 737 14904 SH SOLE 14904 0 0 DEVON ENERGY CORP NEW COM 25179M103 46521 838376 SH SOLE 838376 0 0 DEVON ENERGY CORP NEW OPTION 25179M103 818 1317 SH PUT SOLE 1317 0 0 DREAMWORKS ANIMATION SKG INC COM 26153C103 503 18210 SH SOLE 18210 0 0 DYNEGY INC DEL COM 26817G102 110 49969 SH SOLE 49969 0 0 ENI S P A COM 26874R108 846 17830 SH SOLE 17830 0 0 ENCORE ACQUISITION CO COM 29255W100 400 13012 SH SOLE 13012 0 0 BRINKER INTL INC COM 109641100 424 24889 SH SOLE 24889 0 0 EBAY INC COM 278642103 14934 860269 SH SOLE 860269 0 0 EBAY INC OPTION 278642103 637 8816 SH CALL SOLE 8816 0 0 EBAY INC OPTION 278642103 2027 29652 SH PUT SOLE 29652 0 0 ECOPETROL S A COM 279158109 322 13200 SH SOLE 13200 0 0 ENCANA CORP COM 292505104 5000 100620 SH SOLE 100620 0 0 ENCANA CORP OPTION 292505104 1221 1308 SH CALL SOLE 1308 0 0 ENCANA CORP OPTION 292505104 1084 2806 SH PUT SOLE 2806 0 0 ISHARES INC MSCI CHILE INVES COM 464286640 2836 62595 SH SOLE 62595 0 0 ECOLAB INC COM 278865100 758 19406 SH SOLE 19406 0 0 ECLIPSYS CORP COM 278856109 271 14730 SH SOLE 14730 0 0 CONSOLIDATED EDISON INC COM 209115104 2817 75055 SH SOLE 75055 0 0 EVERGREEN ENERGY INC COM 30024B104 22 22063 SH SOLE 22063 0 0 ISHARES TR MSCI EMERG MKT COM 464287234 61683 1894452 SH SOLE 1894452 0 0 ISHARES TR MSCI EAFE IDX COM 464287465 35624 768577 SH SOLE 768577 0 0 EATON VANCE SR FLTNG RTE TR COM 27828Q105 1156 110000 SH SOLE 110000 0 0 EATON VANCE FLTING RATE INC COM 278279104 1172 110801 SH SOLE 110801 0 0 EQUIFAX INC COM 294429105 1373 52228 SH SOLE 52228 0 0 ENERGEN CORP COM 29265N108 868 21762 SH SOLE 21762 0 0 VAALCO ENERGY INC COM 91851C201 167 41079 SH SOLE 41079 0 0 ISHARES INC MSCI S KOREA OPTION 464286772 370 1000 SH CALL SOLE 1000 0 0 ISHARES INC MSCI S KOREA OPTION 464286772 950 6500 SH PUT SOLE 6500 0 0 EMPLOYERS HOLDINGS INC COM 292218104 14932 1101960 SH SOLE 1101960 0 0 EDISON INTL COM 281020107 3280 104248 SH SOLE 104248 0 0 EASTMAN KODAK CO COM 277461109 199 66203 SH SOLE 66203 0 0 EASTMAN KODAK CO OPTION 277461109 2175 2402 SH PUT SOLE 2402 0 0 LAUDER ESTEE COS INC COM 518439104 684 20627 SH SOLE 20627 0 0 CALLAWAY GOLF CO COM 131193104 86 16457 SH SOLE 16457 0 0 E M C CORP MASS COM 268648102 13902 1034363 SH SOLE 1034363 0 0 E M C CORP MASS OPTION 268648102 912 13085 SH CALL SOLE 13085 0 0 E M C CORP MASS OPTION 268648102 360 7980 SH PUT SOLE 7980 0 0 EASTMAN CHEM CO COM 277432100 469 12094 SH SOLE 12094 0 0 EMERSON ELEC CO COM 291011104 16106 484101 SH SOLE 484101 0 0 EMERSON ELEC CO OPTION 291011104 569 2013 SH CALL SOLE 2013 0 0 EMERSON ELEC CO OPTION 291011104 2278 10475 SH PUT SOLE 10475 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1058 57583 SH SOLE 57583 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 1603 114606 SH SOLE 114606 0 0 ENERSIS S A COM 29274F104 2054 111630 SH SOLE 111630 0 0 REED ELSEVIER N V SPONS COM 758204200 795 36097 SH SOLE 36097 0 0 ENERGIZER HLDGS INC COM 29266R108 1197 22922 SH SOLE 22922 0 0 EMPRESA NACIONAL DE ELCTRCID COM 29244T101 213 4235 SH SOLE 4235 0 0 EOG RES INC COM 26875P101 20387 304460 SH SOLE 304460 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page12 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- EOG RES INC OPTION 26875P101 1713 1996 SH CALL SOLE 1996 0 0 EOG RES INC OPTION 26875P101 675 1062 SH PUT SOLE 1062 0 0 EL PASO CORP COM 28336L109 1209 131889 SH SOLE 131889 0 0 EL PASO CORP OPTION 28336L109 954 892 SH PUT SOLE 892 0 0 EDGE PETE CORP DEL PFD CONV A COM 279862205 328 170000 SH SOLE 170000 0 0 WISDOMTREE TRUST INDIA ERNGS FDCOM 97717W422 1162 64748 SH SOLE 64748 0 0 EPICOR SOFTWARE CORP BOND CV 29426LAA6 877500 13000000 PRN SOLE 13000000 0 0 ISHARES INC MSCI PAC J IDX COM 464286665 599 18686 SH SOLE 18686 0 0 EMBARQ CORP COM 29078E105 1435 32984 SH SOLE 32984 0 0 EQUINIX INC COM 29444U502 567 8202 SH SOLE 8202 0 0 EQUITY RESIDENTIAL SH BEN INT COM 29476L107 860 38860 SH SOLE 38860 0 0 EQT CORP COM 26884L109 841 23754 SH SOLE 23754 0 0 EQUITY ONE COM 294752100 139 10516 SH SOLE 10516 0 0 ERICSSON L M TEL CO COM 294821608 2266 230086 SH SOLE 230086 0 0 EMBRAER-EMPRESA BRASILEIRA D SPCOM 29081M102 388 22859 SH SOLE 22859 0 0 ELECTRONIC ARTS INC COM 285512109 3445 165556 SH SOLE 165556 0 0 ENERGYSOLUTIONS INC COM 292756202 924 102691 SH SOLE 102691 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 1148 12069 SH SOLE 12069 0 0 EVERGREEN SOLAR INC COM 30033R108 814 365243 SH SOLE 365243 0 0 EXPRESS SCRIPTS INC COM 302182100 3283 47864 SH SOLE 47864 0 0 ESSEX PPTY TR INC COM 297178105 362 5835 SH SOLE 5835 0 0 ENSCO INTL INC COM 26874Q100 12109 341764 SH SOLE 341764 0 0 E TRADE FINANCIAL CORP COM 269246104 151 116482 SH SOLE 116482 0 0 E TRADE FINANCIAL CORP OPTION 269246104 248 9378 SH CALL SOLE 9378 0 0 E TRADE FINANCIAL CORP OPTION 269246104 255 10170 SH PUT SOLE 10170 0 0 EATON CORP COM 278058102 2917 63941 SH SOLE 63941 0 0 ENERGY TRANSFER PRTNRS L P UNI COM 29273R109 239 5930 SH SOLE 5930 0 0 ENTERGY CORP NEW COM 29364G103 2681 34265 SH SOLE 34265 0 0 EATON VANCE CORP COM NON VTG COM 278265103 891 33102 SH SOLE 33102 0 0 EATON VANCE SR INCOME TR SH BE COM 27826S103 1044 222689 SH SOLE 222689 0 0 EATON VANCE LTD DUR INCOME F COM 27828H105 1281 100000 SH SOLE 100000 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1048 15611 SH SOLE 15611 0 0 ISHARES INC MSCI CDA INDEX OPTION 464286509 225 7500 SH CALL SOLE 7500 0 0 ISHARES INC MSCI HONG KONG COM 464286871 4367 309951 SH SOLE 309951 0 0 ISHARES INC MSCI HONG KONG OPTION 464286871 270 6000 SH PUT SOLE 6000 0 0 ISHARES INC MSCI JAPAN COM 464286848 3377 355512 SH SOLE 355512 0 0 ISHARES INC MSCI MALAYSIA COM 464286830 842 94650 SH SOLE 94650 0 0 ISHARES INC MSCI TAIWAN COM 464286731 3526 350487 SH SOLE 350487 0 0 ISHARES INC MSCI TAIWAN OPTION 464286731 700 5000 SH CALL SOLE 5000 0 0 ISHARES INC MSCI TAIWAN OPTION 464286731 270 11000 SH PUT SOLE 11000 0 0 ISHARES INC MSCI UTD KINGD COM 464286699 203 15268 SH SOLE 15268 0 0 ISHARES INC MSCI MEX INVEST COM 464286822 30471 823329 SH SOLE 823329 0 0 ISHARES INC MSCI S KOREA COM 464286772 11628 331850 SH SOLE 331850 0 0 ISHARES INC MSCI BRAZIL COM 464286400 168502 3153098 SH SOLE 3153098 0 0 EXELON CORP COM 30161N101 7223 143090 SH SOLE 143090 0 0 EXELON CORP OPTION 30161N101 248 1124 SH CALL SOLE 1124 0 0 EXTERRAN HLDGS INC COM 30225X103 221 13796 SH SOLE 13796 0 0 EXPEDITORS INTL WASH INC COM 302130109 3302 99042 SH SOLE 99042 0 0 EXPEDIA INC DEL COM 30212P105 1981 124461 SH SOLE 124461 0 0 ISHARES INC MSCI STH AFRCA COM 464286780 338 7152 SH SOLE 7152 0 0 FORD MTR CO DEL PAR $0.01 COM 345370860 9675 1673866 SH SOLE 1673866 0 0 FORD MTR CO DEL PAR $0.01 OPTION 345370860 272 4594 SH CALL SOLE 4594 0 0 FORD MTR CO DEL PAR $0.01 OPTION 345370860 5608 55917 SH PUT SOLE 55917 0 0 FIRST AMERN CORP CALIF COM 318522307 655 25266 SH SOLE 25266 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page13 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DIREXION SHS ETF TR DLY FINL B COM 25459W508 40822 4310672 SH SOLE 4310672 0 0 FASTENAL CO COM 311900104 2026 60327 SH SOLE 60327 0 0 FIRST TR FOUR CRNRS SR FLT R C COM 33733Q107 810 85085 SH SOLE 85085 0 0 FTI CONSULTING INC COM 302941109 1741 34049 SH SOLE 34049 0 0 ABERDEEN GLOBAL INCOME FD IN COM 003013109 900 85000 SH SOLE 85000 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 213 29876 SH SOLE 29876 0 0 FIRST TR/FOUR CRNRS SR FLOAT COM 33733U108 3514 357806 SH SOLE 357806 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 6739 133892 SH SOLE 133892 0 0 FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 2425 7221 SH PUT SOLE 7221 0 0 FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 7873 6045 SH CALL SOLE 6045 0 0 FREEPORT-MCMORAN COPPER & GO P COM 35671D782 17847 223900 SH SOLE 223900 0 0 FAMILY DLR STORES INC COM 307000109 3019 104816 SH SOLE 104816 0 0 FACTSET RESH SYS INC COM 303075105 456 9093 SH SOLE 9093 0 0 FEDEX CORP COM 31428X106 2151 38673 SH SOLE 38673 0 0 FEDEX CORP OPTION 31428X106 871 6156 SH PUT SOLE 6156 0 0 FIRSTENERGY CORP COM 337932107 4161 105290 SH SOLE 105290 0 0 F5 NETWORKS INC COM 315616102 599 17145 SH SOLE 17145 0 0 FIRST HORIZON NATL CORP COM 320517105 814 66766 SH SOLE 66766 0 0 FAIR ISAAC CORP COM 303250104 155 10059 SH SOLE 10059 0 0 FEDERATED INVS INC PA CL B COM 314211103 680 27985 SH SOLE 27985 0 0 FISERV INC COM 337738108 486 10616 SH SOLE 10616 0 0 FIFTH THIRD BANCORP COM 316773100 140 19748 SH SOLE 19748 0 0 FIFTH THIRD BANCORP OPTION 316773100 265 1000 SH CALL SOLE 1000 0 0 FOOT LOCKER INC COM 344849104 2104 197359 SH SOLE 197359 0 0 FLEXTRONICS INTL LTD COM Y2573F102 771 188519 SH SOLE 188519 0 0 FLIR SYS INC COM 302445101 2393 106052 SH SOLE 106052 0 0 FLOWERS FOODS INC COM 343498101 403 18443 SH SOLE 18443 0 0 FLUOR CORP NEW COM 343412102 1285 24645 SH SOLE 24645 0 0 FLOWSERVE CORP COM 34354P105 1397 19338 SH SOLE 19338 0 0 F M C CORP COM 302491303 2085 43342 SH SOLE 43342 0 0 FOCUS MEDIA HLDG LTD COM 34415V109 5748 726680 SH SOLE 726680 0 0 FIRSTMERIT CORP COM 337915102 287 16723 SH SOLE 16723 0 0 FRESENIUS MED CARE AG&CO KGA COM 358029106 3422 76138 SH SOLE 76138 0 0 FOMENTO ECONOMICO MEXICANO S S COM 344419106 1637 51163 SH SOLE 51163 0 0 FIDELITY NATIONAL FINANCIAL COM 31620R105 880 64204 SH SOLE 64204 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 2056 177816 SH SOLE 177816 0 0 FEDERAL NATL MTG ASSN COM 313586109 694 1195901 SH SOLE 1195901 0 0 FEDERAL NATL MTG ASSN OPTION 313586109 291 302 SH PUT SOLE 302 0 0 FORTUNE BRANDS INC COM 349631101 2289 63650 SH SOLE 63650 0 0 FOSSIL INC COM 349882100 217 9092 SH SOLE 9092 0 0 FPL GROUP INC COM 302571104 5638 97841 SH SOLE 97841 0 0 BLACKROCK FLOAT RATE OME STR COM 09255X100 952 87200 SH SOLE 87200 0 0 BLACKROCK FL RATE OME STRA I C COM 09255Y108 984 94186 SH SOLE 94186 0 0 FEDERAL HOME LN MTG CORP COM 313400301 56 92040 SH SOLE 92040 0 0 FAIRPOINT COMMUNICATIONS INC COM 305560104 9 14658 SH SOLE 14658 0 0 FEDERAL REALTY INVT TR SH BEN COM 313747206 806 15652 SH SOLE 15652 0 0 FOREST LABS INC COM 345838106 2236 88926 SH SOLE 88926 0 0 FIRST SOLAR INC COM 336433107 7407 47117 SH SOLE 47117 0 0 FOREST OIL CORP PAR $0.01 COM 346091705 572 38420 SH SOLE 38420 0 0 FRANCE TELECOM COM 35177Q105 323 13907 SH SOLE 13907 0 0 FMC TECHNOLOGIES INC COM 30249U101 2719 71421 SH SOLE 71421 0 0 FRONTIER OIL CORP COM 35914P105 335 25572 SH SOLE 25572 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 618 85888 SH SOLE 85888 0 0 FULTON FINL CORP PA COM 360271100 199 38426 SH SOLE 38426 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page14 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- FOSTER WHEELER AG COM H27178104 474 19832 SH SOLE 19832 0 0 ISHARES TR FTSE XNHUA IDX COM 464287184 13305 343099 SH SOLE 343099 0 0 ISHARES TR FTSE XNHUA IDX OPTION 464287184 6286 55121 SH PUT SOLE 55121 0 0 GOLDCORP INC NEW OPTION 380956409 1532 1338 SH PUT SOLE 1338 0 0 GENERAL AMERN INVS INC COM 368802104 602 32084 SH SOLE 32084 0 0 GANNETT INC COM 364730101 342 90937 SH SOLE 90937 0 0 DWS GLOBAL COMMODITIES STK F COM 23338Y100 1856 261768 SH SOLE 261768 0 0 GENERAL DYNAMICS CORP COM 369550108 3589 62973 SH SOLE 62973 0 0 GENERAL DYNAMICS CORP OPTION 369550108 213 835 SH PUT SOLE 835 0 0 GARDNER DENVER INC COM 365558105 604 23966 SH SOLE 23966 0 0 GABELLI DIVD & INCOME TR COM 36242H104 181 18000 SH SOLE 18000 0 0 GENERAL ELECTRIC CO COM 369604103 154991 13179527 SH SOLE 13179527 0 0 GENERAL ELECTRIC CO OPTION 369604103 4235 97717 SH CALL SOLE 97717 0 0 GENERAL ELECTRIC CO OPTION 369604103 53145 216797 SH PUT SOLE 216797 0 0 GREIF INC COM 397624107 361 8163 SH SOLE 8163 0 0 GENZYME CORP COM 372917104 25588 455230 SH SOLE 455230 0 0 GENZYME CORP OPTION 372917104 2239 5256 SH PUT SOLE 5256 0 0 GUESS INC COM 401617105 940 35936 SH SOLE 35936 0 0 GAFISA S A SPONS COM 362607301 189 11466 SH SOLE 11466 0 0 GOLD FIELDS LTD NEW COM 38059T106 3650 294612 SH SOLE 294612 0 0 GOLDCORP INC NEW COM 380956409 5731 158441 SH SOLE 158441 0 0 GERDAU S A COM 373737105 16019 1511217 SH SOLE 1511217 0 0 GERDAU S A OPTION 373737105 860 8500 SH PUT SOLE 8500 0 0 GERDAU S A OPTION 373737105 475 2500 SH CALL SOLE 2500 0 0 GRACO INC COM 384109104 316 14664 SH SOLE 14664 0 0 GREENHILL & CO INC COM 395259104 575 7960 SH SOLE 7960 0 0 GILEAD SCIENCES INC COM 375558103 21777 459727 SH SOLE 459727 0 0 GILEAD SCIENCES INC OPTION 375558103 1602 4485 SH PUT SOLE 4485 0 0 GENERAL MLS INC COM 370334104 1845 33043 SH SOLE 33043 0 0 GLOBAL CROSSING LTD BOND CV 37932JAA1 61075 700000 PRN SOLE 700000 0 0 SPDR GOLD TRUST GOLD SHS COM 78463V107 87362 949174 SH SOLE 949174 0 0 GLG PARTNERS INC COM 37929X107 42 10209 SH SOLE 10209 0 0 CORNING INC COM 219350105 4360 267993 SH SOLE 267993 0 0 CORNING INC OPTION 219350105 585 3833 SH CALL SOLE 3833 0 0 CORNING INC OPTION 219350105 1471 2150 SH PUT SOLE 2150 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 589 10056 SH SOLE 10056 0 0 GREEN MTN COFFEE ROASTERS IN OPTION 393122106 302 250 SH CALL SOLE 250 0 0 GAMESTOP CORP NEW COM 36467W109 1432 64594 SH SOLE 64594 0 0 GATX CORP COM 361448103 262 10231 SH SOLE 10231 0 0 GMX RES INC COM 38011M108 755 70999 SH SOLE 70999 0 0 GENTEX CORP COM 371901109 391 33358 SH SOLE 33358 0 0 GOL LINHAS AEREAS INTLG S A SP COM 38045R107 138 23821 SH SOLE 23821 0 0 RANDGOLD RES LTD OPTION 752344309 1835 500 SH CALL SOLE 500 0 0 GOOGLE INC COM 38259P508 131141 309193 SH SOLE 309193 0 0 GOOGLE INC OPTION 38259P508 14484 7172 SH PUT SOLE 7172 0 0 GOOGLE INC OPTION 38259P508 4460 3030 SH CALL SOLE 3030 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 267 10270 SH SOLE 10270 0 0 GROUP 1 AUTOMOTIVE INC OPTION 398905109 204 300 SH CALL SOLE 300 0 0 GLOBAL PMTS INC COM 37940X102 1379 36444 SH SOLE 36444 0 0 GEN-PROBE INC NEW COM 36866T103 1117 25845 SH SOLE 25845 0 0 GAP INC DEL COM 364760108 763 46044 SH SOLE 46044 0 0 GARMIN LTD OPTION G37260109 1039 183 SH PUT SOLE 183 0 0 GARMIN LTD COM G37260109 1356 56117 SH SOLE 56117 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 23078 154512 SH SOLE 154512 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page15 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- GOLDMAN SACHS GROUP INC OPTION 38141G104 5789 4366 SH CALL SOLE 4366 0 0 GOLDMAN SACHS GROUP INC OPTION 38141G104 4887 11549 SH PUT SOLE 11549 0 0 GLAXOSMITHKLINE PLC COM 37733W105 481 13563 SH SOLE 13563 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 2754 241616 SH SOLE 241616 0 0 GOODYEAR TIRE & RUBR CO OPTION 382550101 574 645 SH PUT SOLE 645 0 0 CENTRAL GOLDTRUST TR UNIT COM 153546106 6784 183655 SH SOLE 183655 0 0 GUSHAN ENVIRONMENTAL ENRGY L S COM 40330W106 22 10154 SH SOLE 10154 0 0 GRANITE CONSTR INC COM 387328107 569 16790 SH SOLE 16790 0 0 GRAINGER W W INC COM 384802104 1434 17314 SH SOLE 17314 0 0 GREAT PLAINS ENERGY INC COM 391164100 965 61530 SH SOLE 61530 0 0 GYMBOREE CORP COM 403777105 629 18039 SH SOLE 18039 0 0 HALLIBURTON CO COM 406216101 40052 1912691 SH SOLE 1912691 0 0 HALLIBURTON CO OPTION 406216101 647 9654 SH CALL SOLE 9654 0 0 HALLIBURTON CO OPTION 406216101 9826 18542 SH PUT SOLE 18542 0 0 HANSEN NAT CORP COM 411310105 1177 37769 SH SOLE 37769 0 0 HARMAN INTL INDS INC COM 413086109 208 10966 SH SOLE 10966 0 0 HASBRO INC COM 418056107 1563 63854 SH SOLE 63854 0 0 HUNTINGTON BANCSHARES INC COM 446150104 143 32970 SH SOLE 32970 0 0 HSBC HLDGS PLC SPON COM 404280406 2271 53344 SH SOLE 53344 0 0 HANESBRANDS INC COM 410345102 359 23917 SH SOLE 23917 0 0 HUDSON CITY BANCORP COM 443683107 2013 149085 SH SOLE 149085 0 0 HCC INS HLDGS INC COM 404132102 592 24529 SH SOLE 24529 0 0 HCP INC COM 40414L109 873 41430 SH SOLE 41430 0 0 HCP INC OPTION 40414L109 223 486 SH PUT SOLE 486 0 0 HOME DEPOT INC COM 437076102 25071 1050313 SH SOLE 1050313 0 0 HOME DEPOT INC OPTION 437076102 2181 24931 SH CALL SOLE 24931 0 0 HOME DEPOT INC OPTION 437076102 3655 22162 SH PUT SOLE 22162 0 0 HDFC BANK LTD COM 40415F101 14570 138279 SH SOLE 138279 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 419 21988 SH SOLE 21988 0 0 HESS CORP COM 42809H107 9370 172120 SH SOLE 172120 0 0 HEWITT ASSOCS INC COM 42822Q100 612 20392 SH SOLE 20392 0 0 HUMAN GENOME SCIENCES INC COM 444903108 33 11363 SH SOLE 11363 0 0 HUMAN GENOME SCIENCES INC BOND CV 444903AK4 302500 5000000 PRN SOLE 5000000 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 951 78616 SH SOLE 78616 0 0 HIGHWOODS PPTYS INC COM 431284108 316 14246 SH SOLE 14246 0 0 PETROHAWK ENERGY CORP COM 716495106 954 43870 SH SOLE 43870 0 0 HECLA MNG CO 6.5% CONV PFD COM 422704304 1920 60000 SH SOLE 60000 0 0 HERBALIFE LTD COM USD SHS COM G4412G101 571 18258 SH SOLE 18258 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 22808 2102101 SH SOLE 2102101 0 0 HEALTH MGMT ASSOC INC NEW COM 421933102 302 59713 SH SOLE 59713 0 0 HOME PROPERTIES INC OPTION 437306103 363 542 SH CALL SOLE 542 0 0 HEALTH NET INC COM 42222G108 671 43092 SH SOLE 43092 0 0 HEINZ H J CO COM 423074103 4783 133799 SH SOLE 133799 0 0 HEINZ H J CO OPTION 423074103 372 3462 SH CALL SOLE 3462 0 0 HARLEY DAVIDSON INC COM 412822108 1742 103733 SH SOLE 103733 0 0 HOLOGIC INC COM 436440101 1831 128953 SH SOLE 128953 0 0 HOLOGIC INC BOND CV 436440AA9 2051900 28900000 PRN SOLE 28900000 0 0 HONEYWELL INTL INC COM 438516106 5293 164492 SH SOLE 164492 0 0 HONEYWELL INTL INC OPTION 438516106 570 1000 SH PUT SOLE 1000 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2560 113061 SH SOLE 113061 0 0 HOT TOPIC INC COM 441339108 566 76642 SH SOLE 76642 0 0 HELMERICH & PAYNE INC COM 423452101 1830 58359 SH SOLE 58359 0 0 HEWLETT PACKARD CO COM 428236103 30627 785700 SH SOLE 785700 0 0 HEWLETT PACKARD CO OPTION 428236103 5998 23432 SH CALL SOLE 23432 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page16 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- HEWLETT PACKARD CO OPTION 428236103 2186 14280 SH PUT SOLE 14280 0 0 HOSPITALITY PPTYS TR COM SH BE COM 44106M102 276 23431 SH SOLE 23431 0 0 BLOCK H & R INC COM 093671105 2017 117082 SH SOLE 117082 0 0 BLOCK H & R INC OPTION 093671105 644 2300 SH PUT SOLE 2300 0 0 HILL ROM HLDGS INC COM 431475102 221 13625 SH SOLE 13625 0 0 HORMEL FOODS CORP COM 440452100 430 12358 SH SOLE 12358 0 0 HRPT PPTYS TR COM SH BEN INT COM 40426W101 52 12453 SH SOLE 12453 0 0 HRPT PPTYS TR PFD CONV D COM 40426W507 3975 309304 SH SOLE 309304 0 0 HARRIS CORP DEL COM 413875105 1657 58101 SH SOLE 58101 0 0 HARSCO CORP COM 415864107 691 24408 SH SOLE 24408 0 0 SCHEIN HENRY INC COM 806407102 1533 32156 SH SOLE 32156 0 0 HARRIS STRATEX NTWRKS INC COM 41457P106 184 28985 SH SOLE 28985 0 0 HERSHEY CO COM 427866108 1783 49477 SH SOLE 49477 0 0 HUTCHINSON TECHNOLOGY INC BOND CV 448407AF3 87000 2000000 PRN SOLE 2000000 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 230 28276 SH SOLE 28276 0 0 HUBBELL INC CL B COM 443510201 497 15517 SH SOLE 15517 0 0 HUB GROUP INC COM 443320106 270 13066 SH SOLE 13066 0 0 HUMANA INC COM 444859102 493 15701 SH SOLE 15701 0 0 HUNTSMAN CORP COM 447011107 397 76944 SH SOLE 76944 0 0 HURON CONSULTING GROUP INC COM 447462102 413 8925 SH SOLE 8925 0 0 HEADWATERS INC COM 42210P102 39 11241 SH SOLE 11241 0 0 IAC INTERACTIVECORP PAR $.001 COM 44919P508 563 35359 SH SOLE 35359 0 0 ISHARES TR DJ BROKER-DEAL COM 464288794 8960 350000 SH SOLE 350000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 164059 1550217 SH SOLE 1550217 0 0 INTERNATIONAL BUSINESS MACHS OPTION 459200101 6184 9601 SH PUT SOLE 9601 0 0 INTERNATIONAL BUSINESS MACHS OPTION 459200101 7214 10816 SH CALL SOLE 10816 0 0 ICICI BK LTD COM 45104G104 28883 937767 SH SOLE 937767 0 0 ICICI BK LTD OPTION 45104G104 880 1600 SH PUT SOLE 1600 0 0 ICICI BK LTD OPTION 45104G104 1532 2525 SH CALL SOLE 2525 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 644 5438 SH SOLE 5438 0 0 IDACORP INC COM 451107106 248 9551 SH SOLE 9551 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 726 120938 SH SOLE 120938 0 0 IDEXX LABS INC COM 45168D104 773 16750 SH SOLE 16750 0 0 ISHARES TR S&P EURO PLUS COM 464287861 333 10566 SH SOLE 10566 0 0 IDEX CORP COM 45167R104 482 19632 SH SOLE 19632 0 0 ISHARES TR S&P NA NAT RES COM 464287374 3260 117630 SH SOLE 117630 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 12461 760738 SH SOLE 760738 0 0 ISHARES TR S&P NA SOFTWR COM 464287515 1157 30000 SH SOLE 30000 0 0 IHS INC COM 451734107 288 5767 SH SOLE 5767 0 0 ISHARES TR S&P SMLCAP 600 COM 464287804 1776 39896 SH SOLE 39896 0 0 ISHARES TR FTSE XNHUA IDX OPTION 464287184 13682 30800 SH CALL SOLE 30800 0 0 ISHARES TR S&P LTN AM 40 COM 464287390 10346 295529 SH SOLE 295529 0 0 ILLUMINA INC COM 452327109 1189 30693 SH SOLE 30693 0 0 INGRAM MICRO INC COM 457153104 695 39566 SH SOLE 39566 0 0 INVERNESS MED INNOVATIONS IN P COM 46126P304 51558 229014 SH SOLE 229014 0 0 INFOSYS TECHNOLOGIES LTD COM 456788108 27073 726976 SH SOLE 726976 0 0 INFOSYS TECHNOLOGIES LTD OPTION 456788108 210 500 SH PUT SOLE 500 0 0 INFOSYS TECHNOLOGIES LTD OPTION 456788108 290 500 SH CALL SOLE 500 0 0 BARCLAYS BK PLC IPMS INDIA ETN COM 06739F291 851 17385 SH SOLE 17385 0 0 INTEL CORP COM 458140100 78574 4796963 SH SOLE 4796963 0 0 INTEL CORP OPTION 458140100 590 4000 SH PUT SOLE 4000 0 0 INTEL CORP OPTION 458140100 9414 62049 SH CALL SOLE 62049 0 0 INTEL CORP OPTION 458140100 20959 55522 SH PUT SOLE 55522 0 0 INTUIT COM 461202103 4198 148514 SH SOLE 148514 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page17 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- INTL PAPER CO COM 460146103 1319 91484 SH SOLE 91484 0 0 INTL PAPER CO OPTION 460146103 520 1333 SH PUT SOLE 1333 0 0 INTERPUBLIC GROUP COS INC COM 460690100 619 123240 SH SOLE 123240 0 0 INTERPUBLIC GROUP COS INC OPTION 460690100 204 729 SH PUT SOLE 729 0 0 INTREPID POTASH INC COM 46121Y102 221 7714 SH SOLE 7714 0 0 INGERSOLL-RAND COMPANY LTD COM G4776G101 4489 211738 SH SOLE 211738 0 0 INLAND REAL ESTATE CORP BOND CV 457461AB7 1753125 21250000 PRN SOLE 21250000 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 714 48184 SH SOLE 48184 0 0 IRIS INTL INC COM 46270W105 134 11335 SH SOLE 11335 0 0 IRON MTN INC COM 462846106 665 22925 SH SOLE 22925 0 0 IRON MTN INC OPTION 462846106 696 1266 SH CALL SOLE 1266 0 0 INTERSIL CORP COM 46069S109 618 48461 SH SOLE 48461 0 0 ISIS PHARMACEUTICALS INC COM 464330109 226 13606 SH SOLE 13606 0 0 INTUITIVE SURGICAL INC COM 46120E602 1729 10584 SH SOLE 10584 0 0 GARTNER INC COM 366651107 186 12109 SH SOLE 12109 0 0 ITC HLDGS CORP COM 465685105 521 11513 SH SOLE 11513 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 534 26030 SH SOLE 26030 0 0 ITRON INC COM 465741106 1797 32635 SH SOLE 32635 0 0 ITT CORP NEW COM 450911102 288 6451 SH SOLE 6451 0 0 ITAU UNIBANCO BANCO MULTIPL SP COM 465562106 39118 2440330 SH SOLE 2440330 0 0 ITAU UNIBANCO BANCO MULTIPL SP OPTION 465562106 1588 8500 SH CALL SOLE 8500 0 0 ITAU UNIBANCO BANCO MULTIPL SP OPTION 465562106 3174 12000 SH PUT SOLE 12000 0 0 ILLINOIS TOOL WKS INC COM 452308109 2681 70690 SH SOLE 70690 0 0 ISHARES TR S&P 500 VALUE COM 464287408 3526 79984 SH SOLE 79984 0 0 IVANHOE MINES LTD COM 46579N103 1179 212800 SH SOLE 212800 0 0 ISHARES TR S&P 500 INDEX COM 464287200 12911 138861 SH SOLE 138861 0 0 ISHARES TR S&P500 GRW COM 464287309 1824 37879 SH SOLE 37879 0 0 ISHARES TR RUSSELL1000VAL COM 464287598 642 13392 SH SOLE 13392 0 0 ISHARES TR RUSSELL1000GRW COM 464287614 701 16967 SH SOLE 16967 0 0 ISHARES TR RUSSELL 2000 COM 464287655 378982 7397648 SH SOLE 7397648 0 0 ISHARES TR RUSSELL MCP GR COM 464287481 4073 111737 SH SOLE 111737 0 0 ISHARES TR DJ US FINL SEC COM 464287788 5563 129827 SH SOLE 129827 0 0 ISHARES TR DJ US FINL SVC COM 464287770 12223 267280 SH SOLE 267280 0 0 ISHARES TR DJ US REAL EST COM 464287739 97099 3014547 SH SOLE 3014547 0 0 ISHARES TR TRANSP AVE IDX COM 464287192 3950 67872 SH SOLE 67872 0 0 JACK IN THE BOX INC COM 466367109 1195 53676 SH SOLE 53676 0 0 SUN MICROSYSTEMS INC COM 866810203 9424 1026618 SH SOLE 1026618 0 0 HUNT J B TRANS SVCS INC COM 445658107 1883 61858 SH SOLE 61858 0 0 JABIL CIRCUIT INC COM 466313103 365 48943 SH SOLE 48943 0 0 JETBLUE AIRWAYS CORP COM 477143101 180 41679 SH SOLE 41679 0 0 J CREW GROUP INC COM 46612H402 482 18191 SH SOLE 18191 0 0 PENNEY J C INC COM 708160106 704 24385 SH SOLE 24385 0 0 PENNEY J C INC OPTION 708160106 204 679 SH PUT SOLE 679 0 0 PENNEY J C INC OPTION 708160106 358 1100 SH CALL SOLE 1100 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 805 18935 SH SOLE 18935 0 0 JEFFERIES GROUP INC NEW COM 472319102 3814 172895 SH SOLE 172895 0 0 NUVEEN FLOATING RATE INCOME COM 67072T108 460 60000 SH SOLE 60000 0 0 HENRY JACK & ASSOC INC COM 426281101 355 17025 SH SOLE 17025 0 0 JONES LANG LASALLE INC COM 48020Q107 281 8543 SH SOLE 8543 0 0 JOHNSON & JOHNSON COM 478160104 59687 1047872 SH SOLE 1047872 0 0 JOHNSON & JOHNSON OPTION 478160104 740 8409 SH CALL SOLE 8409 0 0 JOHNSON & JOHNSON OPTION 478160104 2108 8762 SH PUT SOLE 8762 0 0 SPDR SERIES TRUST BRCLYS YLD E COM 78464A417 1199 34144 SH SOLE 34144 0 0 JUNIPER NETWORKS INC COM 48203R104 3200 135437 SH SOLE 135437 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page18 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- JOS A BANK CLOTHIERS INC COM 480838101 220 6705 SH SOLE 6705 0 0 JOY GLOBAL INC COM 481165108 1757 47746 SH SOLE 47746 0 0 JPMORGAN CHASE & CO COM 46625H100 159134 4599242 SH SOLE 4599242 0 0 JPMORGAN CHASE & CO OPTION 46625H100 36634 151746 SH CALL SOLE 151746 0 0 JPMORGAN CHASE & CO OPTION 46625H100 49732 178479 SH PUT SOLE 178479 0 0 NUVEEN FLTNG RTE INCM OPP FD C COM 6706EN100 757 100000 SH SOLE 100000 0 0 WILEY JOHN & SONS INC COM 968223206 335 10075 SH SOLE 10075 0 0 NORDSTROM INC COM 655664100 3825 194649 SH SOLE 194649 0 0 KELLOGG CO COM 487836108 4217 90486 SH SOLE 90486 0 0 SPDR SERIES TRUST SPDR KBW BK COM 78464A797 2899 158600 SH SOLE 158600 0 0 KB HOME COM 48666K109 273 19378 SH SOLE 19378 0 0 KBR INC COM 48242W106 977 52238 SH SOLE 52238 0 0 KINETIC CONCEPTS INC COM 49460W208 1306 46692 SH SOLE 46692 0 0 KOREA ELECTRIC PWR COM 500631106 1027 88873 SH SOLE 88873 0 0 CHECK POINT SOFTWARE TECH LT OPTION M22465104 460 1000 SH CALL SOLE 1000 0 0 KEYCORP NEW COM 493267108 1731 325292 SH SOLE 325292 0 0 KEYCORP NEW OPTION 493267108 1255 2511 SH PUT SOLE 2511 0 0 KRAFT FOODS INC COM 50075N104 13842 541133 SH SOLE 541133 0 0 KRAFT FOODS INC OPTION 50075N104 1398 9252 SH CALL SOLE 9252 0 0 KRAFT FOODS INC OPTION 50075N104 1269 3810 SH PUT SOLE 3810 0 0 KING PHARMACEUTICALS INC COM 495582108 562 57546 SH SOLE 57546 0 0 SPDR SERIES TRUST SPDR KBW INS COM 78464A789 667 25000 SH SOLE 25000 0 0 KIMCO REALTY CORP COM 49446R109 541 54784 SH SOLE 54784 0 0 KLA-TENCOR CORP COM 482480100 2244 90449 SH SOLE 90449 0 0 KIMBERLY CLARK CORP COM 494368103 9133 171610 SH SOLE 171610 0 0 KINDER MORGAN ENERGY PARTNER U COM 494550106 503 9934 SH SOLE 9934 0 0 KENNAMETAL INC COM 489170100 940 49231 SH SOLE 49231 0 0 CARMAX INC COM 143130102 2350 161872 SH SOLE 161872 0 0 KNIGHT TRANSN INC COM 499064103 249 15034 SH SOLE 15034 0 0 COCA COLA CO COM 191216100 51551 1067526 SH SOLE 1067526 0 0 COCA COLA CO OPTION 191216100 1891 9645 SH CALL SOLE 9645 0 0 COCA COLA CO OPTION 191216100 4483 6850 SH PUT SOLE 6850 0 0 KROGER CO COM 501044101 1547 69602 SH SOLE 69602 0 0 SPDR SERIES TRUST KBW REGN BK COM 78464A698 1450 79499 SH SOLE 79499 0 0 KOHLS CORP COM 500255104 6923 159475 SH SOLE 159475 0 0 KANSAS CITY SOUTHERN COM 485170302 517 32192 SH SOLE 32192 0 0 QUICKSILVER RESOURCES INC COM 74837R104 302 31294 SH SOLE 31294 0 0 LAMAR ADVERTISING CO COM 512815101 1033 67668 SH SOLE 67668 0 0 LATIN AMER EQUITY FD INC NEW COM 51827Q106 1469 52200 SH SOLE 52200 0 0 LIBERTY GLOBAL INC COM SER A COM 530555101 575 36249 SH SOLE 36249 0 0 ISHARES INC MSCI JAPAN OPTION 464286848 952 24750 SH CALL SOLE 24750 0 0 ISHARES INC MSCI JAPAN OPTION 464286848 2460 24750 SH PUT SOLE 24750 0 0 LDK SOLAR CO LTD COM 50183L107 1849 161245 SH SOLE 161245 0 0 LINCOLN ELEC HLDGS INC COM 533900106 1743 47449 SH SOLE 47449 0 0 LEGGETT & PLATT INC COM 524660107 1007 65226 SH SOLE 65226 0 0 LENNAR CORP COM 526057104 147 15141 SH SOLE 15141 0 0 LENNAR CORP OPTION 526057104 359 1028 SH PUT SOLE 1028 0 0 CHINA LIFE INS CO LTD SPON COM 16939P106 7511 133616 SH SOLE 133616 0 0 CHINA LIFE INS CO LTD SPON OPTION 16939P106 1012 1452 SH CALL SOLE 1452 0 0 ISHARES TR DJ US REAL EST OPTION 464287739 2768 7768 SH PUT SOLE 7768 0 0 LABORATORY CORP AMER HLDGS COM 50540R409 879 13076 SH SOLE 13076 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 842 20137 SH SOLE 20137 0 0 LENNOX INTL INC COM 526107107 1267 38936 SH SOLE 38936 0 0 NOVA CHEMICALS CORP OPTION 66977W109 338 175 SH PUT SOLE 175 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page19 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- LINN ENERGY LLC UNIT LTD LIAB COM 536020100 9810 500011 SH SOLE 500011 0 0 LIBERTY MEDIA CORP NEW INT COM COM 53071M104 788 158297 SH SOLE 158297 0 0 LIZ CLAIBORNE INC COM 539320101 54 19096 SH SOLE 19096 0 0 LKQ CORP COM 501889208 2899 176252 SH SOLE 176252 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 3335 47689 SH SOLE 47689 0 0 LINEAR TECHNOLOGY CORP COM 535678106 1060 45755 SH SOLE 45755 0 0 LILLY ELI & CO COM 532457108 3550 101348 SH SOLE 101348 0 0 LILLY ELI & CO OPTION 532457108 2105 11269 SH CALL SOLE 11269 0 0 LILLY ELI & CO OPTION 532457108 13885 9887 SH PUT SOLE 9887 0 0 LIBERTY MEDIA CORP NEW ENT COM COM 53071M500 1574 58407 SH SOLE 58407 0 0 LEGG MASON INC UNIT 99/99/9999 COM 524901303 16929 671800 SH SOLE 671800 0 0 LOCKHEED MARTIN CORP COM 539830109 8160 99467 SH SOLE 99467 0 0 LOCKHEED MARTIN CORP OPTION 539830109 1477 2950 SH CALL SOLE 2950 0 0 LOCKHEED MARTIN CORP OPTION 539830109 696 1207 SH PUT SOLE 1207 0 0 LINCARE HLDGS INC COM 532791100 987 44561 SH SOLE 44561 0 0 CHENIERE ENERGY INC COM 16411R208 186 65115 SH SOLE 65115 0 0 CHENIERE ENERGY INC BOND CV 16411RAE9 577500 15000000 PRN SOLE 15000000 0 0 ISHARES TR MSCI EAFE IDX OPTION 464287465 2249 25829 PRN PUT SOLE 25829 0 0 ALLIANT ENERGY CORP COM 018802108 739 28273 SH SOLE 28273 0 0 LORILLARD INC COM 544147101 2025 29583 SH SOLE 29583 0 0 LOGITECH INTL S A SHS COM H50430232 459 32766 SH SOLE 32766 0 0 LOWES COS INC COM 548661107 3368 172985 SH SOLE 172985 0 0 LOWES COS INC OPTION 548661107 444 5281 SH CALL SOLE 5281 0 0 LOWES COS INC OPTION 548661107 1357 4500 SH PUT SOLE 4500 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 348 13261 SH SOLE 13261 0 0 LIFEPOINT HOSPITALS INC BOND CV 53219LAH2 1123500 14000000 PRN SOLE 14000000 0 0 LENDER PROCESSING SVCS INC COM 52602E102 645 23540 SH SOLE 23540 0 0 LOUISIANA PAC CORP COM 546347105 544 147955 SH SOLE 147955 0 0 LAM RESEARCH CORP COM 512807108 1461 57439 SH SOLE 57439 0 0 LIBERTY PPTY TR SH BEN INT COM 531172104 652 28617 SH SOLE 28617 0 0 LSI CORPORATION COM 502161102 50 11186 SH SOLE 11186 0 0 LANDSTAR SYS INC COM 515098101 771 21488 SH SOLE 21488 0 0 LIMITED BRANDS INC COM 532716107 545 45138 SH SOLE 45138 0 0 LIMITED BRANDS INC OPTION 532716107 996 3230 SH PUT SOLE 3230 0 0 LEUCADIA NATL CORP COM 527288104 738 34788 SH SOLE 34788 0 0 SOUTHWEST AIRLS CO COM 844741108 904 135517 SH SOLE 135517 0 0 LUXOTTICA GROUP S P A COM 55068R202 661 31598 SH SOLE 31598 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 292 194429 SH SOLE 194429 0 0 LAS VEGAS SANDS CORP COM 517834107 3135 383758 SH SOLE 383758 0 0 LIBERTY MEDIA CORP NEW ENT COM OPTION 53071M500 351 900 SH CALL SOLE 900 0 0 LEXMARK INTL NEW COM 529771107 398 25538 SH SOLE 25538 0 0 LEXINGTON REALTY TRUST COM 529043101 6951 2081049 SH SOLE 2081049 0 0 LEXINGTON REALTY TRUST PFD CON COM 529043309 5673 275000 SH SOLE 275000 0 0 LLOYDS BANKING GROUP PLC COM 539439109 82 17199 SH SOLE 17199 0 0 LUBRIZOL CORP COM 549271104 791 16514 SH SOLE 16514 0 0 MACYS INC COM 55616P104 1384 115924 SH SOLE 115924 0 0 MACYS INC OPTION 55616P104 439 997 SH PUT SOLE 997 0 0 MASTERCARD INC COM 57636Q104 4331 25757 SH SOLE 25757 0 0 MACERICH CO COM 554382101 297 16861 SH SOLE 16861 0 0 PIMCO MUN ADVANTAGE FD INC COM 722015104 526 158031 SH SOLE 158031 0 0 MANPOWER INC COM 56418H100 930 21399 SH SOLE 21399 0 0 MARRIOTT INTL INC NEW COM 571903202 1107 49934 SH SOLE 49934 0 0 MASIMO CORP COM 574795100 635 26397 SH SOLE 26397 0 0 MATTEL INC COM 577081102 787 48865 SH SOLE 48865 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page20 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MOBILE TELESYSTEMS OJSC COM 607409109 11806 313564 SH SOLE 313564 0 0 MCDONALDS CORP COM 580135101 36450 636904 SH SOLE 636904 0 0 MCDONALDS CORP OPTION 580135101 2879 5444 SH PUT SOLE 5444 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1734 76820 SH SOLE 76820 0 0 MCKESSON CORP COM 58155Q103 394 8856 SH SOLE 8856 0 0 MOODYS CORP COM 615369105 597 22544 SH SOLE 22544 0 0 MICROS SYS INC COM 594901100 521 20401 SH SOLE 20401 0 0 MERCURY GENL CORP NEW COM 589400100 243 7259 SH SOLE 7259 0 0 M D C HLDGS INC COM 552676108 258 8414 SH SOLE 8414 0 0 MEREDITH CORP COM 589433101 497 19210 SH SOLE 19210 0 0 MCDERMOTT INTL INC COM 580037109 2875 140025 SH SOLE 140025 0 0 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 1748 110214 SH SOLE 110214 0 0 MEDTRONIC INC COM 585055106 11713 336680 SH SOLE 336680 0 0 MEDTRONIC INC OPTION 585055106 1503 9560 SH CALL SOLE 9560 0 0 MEDTRONIC INC OPTION 585055106 2744 6919 SH PUT SOLE 6919 0 0 MDU RES GROUP INC COM 552690109 1141 60131 SH SOLE 60131 0 0 MIDCAP SPDR TR UNIT SER 1 COM 595635103 84697 802133 SH SOLE 802133 0 0 MARINER ENERGY INC COM 56845T305 600 50700 SH SOLE 50700 0 0 MASSEY ENERGY CORP COM 576206106 236 12142 SH SOLE 12142 0 0 MASSEY ENERGY CORP OPTION 576206106 301 3009 SH CALL SOLE 3009 0 0 MASSEY ENERGY CORP OPTION 576206106 435 3000 SH PUT SOLE 3000 0 0 MENTOR GRAPHICS CORP COM 587200106 102 19185 SH SOLE 19185 0 0 MESA AIR GROUP INC COM 590479101 695 7315268 SH SOLE 7315268 0 0 METLIFE INC COM 59156R108 1349 44876 SH SOLE 44876 0 0 MFA FINANCIAL INC COM 55272X102 2095 309043 SH SOLE 309043 0 0 ASML HOLDING N V NY REG SHS OPTION N07059186 318 1632 SH CALL SOLE 1632 0 0 MGM MIRAGE COM 552953101 697 104749 SH SOLE 104749 0 0 MOHAWK INDS INC COM 608190104 679 18528 SH SOLE 18528 0 0 MCGRAW HILL COS INC COM 580645109 2371 78813 SH SOLE 78813 0 0 MCGRAW HILL COS INC OPTION 580645109 200 1000 SH PUT SOLE 1000 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 6726 145837 SH SOLE 145837 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 476 95737 SH SOLE 95737 0 0 MILLICOM INTL CELLULAR S A SHS COM L6388F110 4106 72025 SH SOLE 72025 0 0 MILLIPORE CORP COM 601073109 4189 59007 SH SOLE 59007 0 0 MIRANT CORP NEW COM 60467R100 128227 8491838 SH SOLE 8491838 0 0 MCCORMICK & CO INC COM NON VTG COM 579780206 475 14496 SH SOLE 14496 0 0 MILLER HERMAN INC COM 600544100 169 10903 SH SOLE 10903 0 0 MARTIN MARIETTA MATLS INC COM 573284106 935 11758 SH SOLE 11758 0 0 MARSH & MCLENNAN COS INC COM 571748102 1869 91506 SH SOLE 91506 0 0 3M CO COM 88579Y101 30183 503380 SH SOLE 503380 0 0 3M CO OPTION 88579Y101 1838 15252 SH PUT SOLE 15252 0 0 3M CO OPTION 88579Y101 2198 10585 SH CALL SOLE 10585 0 0 MONRO MUFFLER BRAKE INC COM 610236101 232 9042 SH SOLE 9042 0 0 ALTRIA GROUP INC COM 02209S103 47977 2927182 SH SOLE 2927182 0 0 ALTRIA GROUP INC OPTION 02209S103 849 11224 SH CALL SOLE 11224 0 0 ALTRIA GROUP INC OPTION 02209S103 3303 1900 SH PUT SOLE 1900 0 0 MOLEX INC COM 608554101 552 34710 SH SOLE 34710 0 0 MONSANTO CO NEW COM 61166W101 42105 552554 SH SOLE 552554 0 0 MONSANTO CO NEW OPTION 61166W101 211 2861 SH CALL SOLE 2861 0 0 MONSANTO CO NEW OPTION 61166W101 4666 5326 SH PUT SOLE 5326 0 0 MOSAIC CO COM 61945A107 12453 271067 SH SOLE 271067 0 0 MOTOROLA INC COM 620076109 12325 1864568 SH SOLE 1864568 0 0 MOTOROLA INC OPTION 620076109 3036 20974 SH CALL SOLE 20974 0 0 MOTOROLA INC OPTION 620076109 1050 18986 SH PUT SOLE 18986 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page21 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MPS GROUP INC COM 553409103 151 18876 SH SOLE 18876 0 0 MINDRAY MEDICAL INTL LTD SPON COM 602675100 236 8188 SH SOLE 8188 0 0 MERCK & CO INC COM 589331107 39647 1423577 SH SOLE 1423577 0 0 MERCK & CO INC OPTION 589331107 4994 29013 SH CALL SOLE 29013 0 0 MERCK & CO INC OPTION 589331107 13677 25531 SH PUT SOLE 25531 0 0 MARATHON OIL CORP COM 565849106 4519 151591 SH SOLE 151591 0 0 MARATHON OIL CORP OPTION 565849106 498 3054 SH CALL SOLE 3054 0 0 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 2607 223408 SH SOLE 223408 0 0 MEDICIS PHARMACEUTICAL CORP COM 584690309 187 11638 SH SOLE 11638 0 0 MORGAN STANLEY COM 617446448 44741 1537479 SH SOLE 1537479 0 0 MORGAN STANLEY OPTION 617446448 4167 13509 SH CALL SOLE 13509 0 0 MORGAN STANLEY OPTION 617446448 16223 35617 SH PUT SOLE 35617 0 0 MICROSEMI CORP COM 595137100 264 19388 SH SOLE 19388 0 0 MICROSOFT CORP COM 594918104 82400 3453493 SH SOLE 3453493 0 0 MICROSOFT CORP OPTION 594918104 24910 101721 SH CALL SOLE 101721 0 0 MICROSOFT CORP OPTION 594918104 36173 109573 SH PUT SOLE 109573 0 0 MSC INDL DIRECT INC COM 553530106 914 25708 SH SOLE 25708 0 0 ARCELORMITTAL SA LUXEMBOURG NY COM 03938L104 4628 139915 SH SOLE 139915 0 0 M & T BK CORP COM 55261F104 484 9429 SH SOLE 9429 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 557 7257 SH SOLE 7257 0 0 MECHEL OAO COM 583840103 3220 378819 SH SOLE 378819 0 0 VAIL RESORTS INC COM 91879Q109 383 13995 SH SOLE 13995 0 0 MICRON TECHNOLOGY INC COM 595112103 2121 415011 SH SOLE 415011 0 0 MICRON TECHNOLOGY INC OPTION 595112103 658 6674 SH PUT SOLE 6674 0 0 MICRON TECHNOLOGY INC BOND CV 595112AH6 531000 9000000 PRN SOLE 9000000 0 0 MURPHY OIL CORP COM 626717102 846 15456 SH SOLE 15456 0 0 METAVANTE TECHNOLOGIES INC COM 591407101 621 23826 SH SOLE 23826 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 1704 48021 SH SOLE 48021 0 0 MV OIL TR TR UNITS COM 553859109 7239 517085 SH SOLE 517085 0 0 MACROVISION SOLUTIONS CORP COM 55611C108 484 22054 SH SOLE 22054 0 0 MENS WEARHOUSE INC COM 587118100 223 11748 SH SOLE 11748 0 0 MUELLER WTR PRODS INC COM SER ACOM 624758108 1472 378445 SH SOLE 378445 0 0 MEADWESTVACO CORP COM 583334107 680 41086 SH SOLE 41086 0 0 MEXICO EQUITY & INCOME FD COM 592834105 138 24310 SH SOLE 24310 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1999 126520 SH SOLE 126520 0 0 MYRIAD GENETICS INC COM 62855J104 1262 34911 SH SOLE 34911 0 0 MYLAN INC COM 628530107 2872 216760 SH SOLE 216760 0 0 MYLAN INC PFD CONV COM 628530206 46308 53604 SH SOLE 53604 0 0 ARCELORMITTAL SA LUXEMBOURG NY OPTION 03938L104 374 1151 SH PUT SOLE 1151 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 250 21749 SH SOLE 21749 0 0 NORDIC AMERICAN TANKER SHIPP COM G65773106 876 27395 SH SOLE 27395 0 0 NATIONAL INSTRS CORP COM 636518102 303 13524 SH SOLE 13524 0 0 NAVISTAR INTL CORP NEW COM 63934E108 246 5308 SH SOLE 5308 0 0 NOBLE ENERGY INC COM 655044105 1856 31285 SH SOLE 31285 0 0 NABORS INDUSTRIES LTD SHS COM G6359F103 636 41640 SH SOLE 41640 0 0 NCR CORP NEW COM 62886E108 695 57740 SH SOLE 57740 0 0 99 CENTS ONLY STORES COM 65440K106 423 31160 SH SOLE 31160 0 0 NORDSON CORP COM 655663102 266 6835 SH SOLE 6835 0 0 NOBLE CORPORATION BAAR NAMEN - COM H5833N103 4388 140476 SH SOLE 140476 0 0 NEWMONT MINING CORP COM 651639106 8820 208372 SH SOLE 208372 0 0 NEWMONT MINING CORP OPTION 651639106 608 3010 SH CALL SOLE 3010 0 0 NEWMONT MINING CORP OPTION 651639106 3705 4488 SH PUT SOLE 4488 0 0 NET SERVICOS DE COMUNICACAO SP COM 64109T201 187 19333 SH SOLE 19333 0 0 NEWMARKET CORP COM 651587107 1680 24958 SH SOLE 24958 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page22 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- NATIONAL FUEL GAS CO N J COM 636180101 987 27369 SH SOLE 27369 0 0 NETFLIX INC COM 64110L106 1196 29031 SH SOLE 29031 0 0 NEWFIELD EXPL CO COM 651290108 1368 42434 SH SOLE 42434 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 578 22379 SH SOLE 22379 0 0 NATIONWIDE HEALTH PPTYS INC PF COM 638620302 3509 28105 SH SOLE 28105 0 0 NISOURCE INC COM 65473P105 378 32450 SH SOLE 32450 0 0 NII HLDGS INC CL B COM 62913F201 1036 52013 SH SOLE 52013 0 0 KNIGHT CAPITAL GROUP INC COM 499005106 332 19466 SH SOLE 19466 0 0 NIKE INC CL B COM 654106103 8835 170723 SH SOLE 170723 0 0 NIKE INC CL B OPTION 654106103 685 1835 SH CALL SOLE 1835 0 0 NIKE INC CL B OPTION 654106103 1295 1200 SH PUT SOLE 1200 0 0 NALCO HOLDING COMPANY COM 62985Q101 3252 190734 SH SOLE 190734 0 0 ANNALY CAP MGMT INC COM 035710409 1777 117354 SH SOLE 117354 0 0 NORTHROP GRUMMAN CORP COM 666807102 3983 85404 SH SOLE 85404 0 0 NOKIA CORP COM 654902204 3628 241675 SH SOLE 241675 0 0 NOKIA CORP OPTION 654902204 465 666 SH PUT SOLE 666 0 0 NATIONAL OILWELL VARCO INC COM 637071101 6590 198022 SH SOLE 198022 0 0 NOVELL INC COM 670006105 675 147127 SH SOLE 147127 0 0 NRG ENERGY INC COM 629377508 5941 238127 SH SOLE 238127 0 0 NRG ENERGY INC OPTION 629377508 3645 4400 SH PUT SOLE 4400 0 0 NORFOLK SOUTHERN CORP COM 655844108 7252 189738 SH SOLE 189738 0 0 NORFOLK SOUTHERN CORP OPTION 655844108 1540 2560 SH PUT SOLE 2560 0 0 NUVEEN SR INCOME FD COM 67067Y104 468 100000 SH SOLE 100000 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1907 148602 SH SOLE 148602 0 0 NEUSTAR INC COM 64126X201 736 32996 SH SOLE 32996 0 0 NSTAR COM 67019E107 1056 32900 SH SOLE 32900 0 0 NETAPP INC COM 64110D104 21470 1085456 SH SOLE 1085456 0 0 NETEASE COM INC COM 64110W102 882 24539 SH SOLE 24539 0 0 NETEASE COM INC OPTION 64110W102 585 3216 SH PUT SOLE 3216 0 0 NETEASE COM INC OPTION 64110W102 347 861 SH CALL SOLE 861 0 0 NORTHERN TR CORP COM 665859104 295 5459 SH SOLE 5459 0 0 NBTY INC COM 628782104 378 13448 SH SOLE 13448 0 0 NORTHEAST UTILS COM 664397106 729 32660 SH SOLE 32660 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 298 24168 SH SOLE 24168 0 0 NUCOR CORP COM 670346105 3089 68268 SH SOLE 68268 0 0 NUCOR CORP OPTION 670346105 1639 2816 SH CALL SOLE 2816 0 0 NUCOR CORP OPTION 670346105 267 876 SH PUT SOLE 876 0 0 NVIDIA CORP COM 67066G104 3897 336854 SH SOLE 336854 0 0 NVIDIA CORP OPTION 67066G104 260 4000 SH CALL SOLE 4000 0 0 NVIDIA CORP OPTION 67066G104 828 1376 SH PUT SOLE 1376 0 0 NV ENERGY INC COM 67073Y106 620 57506 SH SOLE 57506 0 0 NOVELLUS SYS INC COM 670008101 1541 92611 SH SOLE 92611 0 0 NOVO-NORDISK A S COM 670100205 2610 47100 SH SOLE 47100 0 0 NVR INC COM 62944T105 1509 3034 SH SOLE 3034 0 0 NOVARTIS A G COM 66987V109 1417 34410 SH SOLE 34410 0 0 NEWELL RUBBERMAID INC COM 651229106 386 37125 SH SOLE 37125 0 0 NEWS CORP CL B COM 65248E203 403 37843 SH SOLE 37843 0 0 NEWS CORP COM 65248E104 58054 6262611 SH SOLE 6262611 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 1008 94086 SH SOLE 94086 0 0 NEW YORK CMNTY CAP TR V UNIT 9 COM 64944P307 3275 100000 SH SOLE 100000 0 0 NEW YORK TIMES CO COM 650111107 92 16521 SH SOLE 16521 0 0 NYSE EURONEXT COM 629491101 2659 94571 SH SOLE 94571 0 0 NYSE EURONEXT OPTION 629491101 584 154 SH PUT SOLE 154 0 0 REALTY INCOME CORP COM 756109104 512 23691 SH SOLE 23691 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page23 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- OMNICARE INC COM 681904108 870 33728 SH SOLE 33728 0 0 OFFICE DEPOT INC COM 676220106 198 41373 SH SOLE 41373 0 0 CORPORATE OFFICE PPTYS TR SH B COM 22002T108 378 12879 SH SOLE 12879 0 0 ISHARES TR RUSSELL 2000 OPTION 464287655 10563 35700 SH CALL SOLE 35700 0 0 ISHARES TR RUSSELL 2000 OPTION 464287655 24372 58450 SH PUT SOLE 58450 0 0 OGE ENERGY CORP COM 670837103 667 23508 SH SOLE 23508 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 246 15855 SH SOLE 15855 0 0 OWENS ILL INC COM 690768403 443 15330 SH SOLE 15330 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPTCOM 678002106 25053 252733 SH SOLE 252733 0 0 OCEANEERING INTL INC COM 675232102 611 13275 SH SOLE 13275 0 0 ONEOK INC NEW COM 682680103 800 27126 SH SOLE 27126 0 0 OLIN CORP PAR $1 COM 680665205 191 15757 SH SOLE 15757 0 0 OMNICOM GROUP INC COM 681919106 3527 110608 SH SOLE 110608 0 0 OWENS & MINOR INC NEW COM 690732102 371 8467 SH SOLE 8467 0 0 OFFICEMAX INC DEL COM 67622P101 192 30643 SH SOLE 30643 0 0 OLD NATL BANCORP IND COM 680033107 193 19657 SH SOLE 19657 0 0 ON SEMICONDUCTOR CORP COM 682189105 160 23353 SH SOLE 23353 0 0 ONYX PHARMACEUTICALS INC COM 683399109 252 8774 SH SOLE 8774 0 0 SPDR GOLD TRUST GOLD SHS OPTION 78463V107 1250 3690 SH CALL SOLE 3690 0 0 SPDR GOLD TRUST GOLD SHS OPTION 78463V107 8558 17362 SH PUT SOLE 17362 0 0 ORMAT TECHNOLOGIES INC COM 686688102 1370 33720 SH SOLE 33720 0 0 ORACLE CORP COM 68389X105 42451 1974476 SH SOLE 1974476 0 0 ORACLE CORP OPTION 68389X105 2943 42996 SH CALL SOLE 42996 0 0 ORACLE CORP OPTION 68389X105 1394 27805 SH PUT SOLE 27805 0 0 OLD REP INTL CORP COM 680223104 621 63546 SH SOLE 63546 0 0 O REILLY AUTOMOTIVE INC COM 686091109 1195 31290 SH SOLE 31290 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 1473 43268 SH SOLE 43268 0 0 OSI PHARMACEUTICALS INC COM 671040103 818 28475 SH SOLE 28475 0 0 OSHKOSH CORP COM 688239201 283 19148 SH SOLE 19148 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 15295 231282 SH SOLE 231282 0 0 OCCIDENTAL PETE CORP DEL OPTION 674599105 3844 10030 SH CALL SOLE 10030 0 0 OCCIDENTAL PETE CORP DEL OPTION 674599105 4913 12169 SH PUT SOLE 12169 0 0 OCH ZIFF CAP MGMT GROUP COM 67551U105 12352 1350000 SH SOLE 1350000 0 0 GPO AEROPORTUARIO DEL PAC SA S COM 400506101 1217 47443 SH SOLE 47443 0 0 PALM INC NEW COM 696643105 1942 122748 SH SOLE 122748 0 0 PEPSIAMERICAS INC COM 71343P200 467 17560 SH SOLE 17560 0 0 VERIFONE HLDGS INC COM 92342Y109 233 30213 SH SOLE 30213 0 0 PAYCHEX INC COM 704326107 5001 197046 SH SOLE 197046 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 2351 155988 SH SOLE 155988 0 0 PEPSI BOTTLING GROUP INC COM 713409100 966 28684 SH SOLE 28684 0 0 PETROLEO BRASILEIRO SA PETRO COM 71654V408 83184 2010727 SH SOLE 2010727 0 0 PETROLEO BRASILEIRO SA PETRO OPTION 71654V408 14783 18430 SH CALL SOLE 18430 0 0 PETROLEO BRASILEIRO SA PETRO OPTION 71654V408 8440 25591 SH PUT SOLE 25591 0 0 PETROLEO BRASILEIRO SA PETRO SPCOM 71654V101 10986 326083 SH SOLE 326083 0 0 PACCAR INC COM 693718108 3003 91591 SH SOLE 91591 0 0 PG&E CORP COM 69331C108 2413 62959 SH SOLE 62959 0 0 PRICELINE COM INC COM 741503403 1623 14152 SH SOLE 14152 0 0 PRECISION CASTPARTS CORP COM 740189105 4294 58316 SH SOLE 58316 0 0 METROPCS COMMUNICATIONS INC COM 591708102 770 53998 SH SOLE 53998 0 0 SOUTHERN COPPER CORP COM 84265V105 7094 341735 SH SOLE 341735 0 0 PATRIOT COAL CORP COM 70336T104 88 14129 SH SOLE 14129 0 0 PETRO-CDA COM 71644E102 11602 298800 SH SOLE 298800 0 0 PATTERSON COMPANIES INC COM 703395103 550 25504 SH SOLE 25504 0 0 PRIDE INTL INC DEL COM 74153Q102 2688 105878 SH SOLE 105878 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page24 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PDL BIOPHARMA INC COM 69329Y104 847 107822 SH SOLE 107822 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 2007 61268 SH SOLE 61268 0 0 PENN NATL GAMING INC COM 707569109 311 10586 SH SOLE 10586 0 0 PEPSICO INC COM 713448108 22862 416884 SH SOLE 416884 0 0 PEPSICO INC OPTION 713448108 882 1500 SH CALL SOLE 1500 0 0 PEPSICO INC OPTION 713448108 2406 8002 SH CALL SOLE 8002 0 0 PEPSICO INC OPTION 713448108 564 4573 SH PUT SOLE 4573 0 0 PETSMART INC COM 716768106 998 46857 SH SOLE 46857 0 0 PFIZER INC COM 717081103 156861 10279213 SH SOLE 10279213 0 0 PFIZER INC OPTION 717081103 2724 45723 SH CALL SOLE 45723 0 0 PFIZER INC OPTION 717081103 14851 54760 SH PUT SOLE 54760 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 555 29449 SH SOLE 29449 0 0 PROCTER & GAMBLE CO COM 742718109 92190 1765081 SH SOLE 1765081 0 0 PROCTER & GAMBLE CO OPTION 742718109 2367 3500 SH CALL SOLE 3500 0 0 PROCTER & GAMBLE CO OPTION 742718109 5141 20725 SH CALL SOLE 20725 0 0 PROCTER & GAMBLE CO OPTION 742718109 12266 15181 SH PUT SOLE 15181 0 0 PROGRESS ENERGY INC COM 743263105 298 7805 SH SOLE 7805 0 0 PROGRESSIVE CORP OHIO COM 743315103 1359 88709 SH SOLE 88709 0 0 PIONEER FLOATING RATE TR COM 72369J102 238 25000 SH SOLE 25000 0 0 KONINKLIJKE PHILIPS ELECTRS NY COM 500472303 3613 193941 SH SOLE 193941 0 0 PULTE HOMES INC COM 745867101 314 34953 SH SOLE 34953 0 0 POLARIS INDS INC COM 731068102 487 14680 SH SOLE 14680 0 0 PACKAGING CORP AMER COM 695156109 348 22468 SH SOLE 22468 0 0 PERKINELMER INC COM 714046109 529 30610 SH SOLE 30610 0 0 PROTECTIVE LIFE CORP COM 743674103 664 58195 SH SOLE 58195 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 1724 64940 SH SOLE 64940 0 0 POLYCOM INC COM 73172K104 344 17114 SH SOLE 17114 0 0 PROLOGIS SH BEN INT COM 743410102 464 55799 SH SOLE 55799 0 0 PROLOGIS BOND CV 743410AS1 3097188 42500000 PRN SOLE 42500000 0 0 PALL CORP COM 696429307 2158 79525 SH SOLE 79525 0 0 PHILIP MORRIS INTL INC COM 718172109 26919 620391 SH SOLE 620391 0 0 PHILIP MORRIS INTL INC OPTION 718172109 204 3064 SH PUT SOLE 3064 0 0 PHILIP MORRIS INTL INC OPTION 718172109 780 8060 SH CALL SOLE 8060 0 0 PMC-SIERRA INC COM 69344F106 196 24283 SH SOLE 24283 0 0 PUTNAM MANAGED MUN INCOM TR COM 746823103 701 120273 SH SOLE 120273 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173209 1768 148657 SH SOLE 148657 0 0 PNC FINL SVCS GROUP INC COM 693475105 306 7738 SH SOLE 7738 0 0 PNM RES INC COM 69349H107 193 17673 SH SOLE 17673 0 0 PENTAIR INC COM 709631105 3170 122898 SH SOLE 122898 0 0 PANERA BREAD CO COM 69840W108 383 7652 SH SOLE 7652 0 0 PEPCO HOLDINGS INC COM 713291102 809 59581 SH SOLE 59581 0 0 POTASH CORP SASK INC COM 73755L107 3035 31750 SH SOLE 31750 0 0 POTASH CORP SASK INC OPTION 73755L107 252 700 SH CALL SOLE 700 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 1639 70466 SH SOLE 70466 0 0 PPG INDS INC COM 693506107 2946 67168 SH SOLE 67168 0 0 PHARMACEUTICAL HLDRS TR DEPOSI COM 71712A206 4640 77100 SH SOLE 77100 0 0 PPL CORP COM 69351T106 2238 67015 SH SOLE 67015 0 0 ING PRIME RATE TR SH BEN INT COM 44977W106 1038 250000 SH SOLE 250000 0 0 PARTNERRE LTD COM G6852T105 419 6454 SH SOLE 6454 0 0 PERRIGO CO COM 714290103 668 23723 SH SOLE 23723 0 0 PROSPERITY BANCSHARES INC COM 743606105 998 33461 SH SOLE 33461 0 0 PRUDENTIAL FINL INC COM 744320102 944 24981 SH SOLE 24981 0 0 PRUDENTIAL FINL INC OPTION 744320102 282 880 SH PUT SOLE 880 0 0 PRUDENTIAL FINL INC OPTION 744320102 2172 1750 SH CALL SOLE 1750 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page25 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PAREXEL INTL CORP COM 699462107 308 20923 SH SOLE 20923 0 0 COLLECTIVE BRANDS INC COM 19421W100 427 29331 SH SOLE 29331 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 1372 60088 SH SOLE 60088 0 0 PORTUGAL TELECOM SGPS S A COM 737273102 316 32630 SH SOLE 32630 0 0 PATTERSON UTI ENERGY INC COM 703481101 1959 152368 SH SOLE 152368 0 0 PETROCHINA CO LTD COM 71646E100 2240 19647 SH SOLE 19647 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 1831 64031 SH SOLE 64031 0 0 QUANTA SVCS INC COM 74762E102 602 25928 SH SOLE 25928 0 0 PRAXAIR INC COM 74005P104 5720 79097 SH SOLE 79097 0 0 PIONEER NAT RES CO COM 723787107 823 32150 SH SOLE 32150 0 0 PLAINS EXPL& PRODTN CO COM 726505100 2416 89114 SH SOLE 89114 0 0 PETROBRAS ENERGIA PARTCPTNS SP COM 71646M102 167 28850 SH SOLE 28850 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 1316 321079 SH SOLE 321079 0 0 QUALCOMM INC COM 747525103 41752 905874 SH SOLE 905874 0 0 QUALCOMM INC OPTION 747525103 2077 16570 SH PUT SOLE 16570 0 0 QUALCOMM INC OPTION 747525103 9360 17537 SH CALL SOLE 17537 0 0 QLOGIC CORP COM 747277101 961 74998 SH SOLE 74998 0 0 POWERSHARES QQQ TRUST UNIT SER COM 73935A104 815914 22384466 SH SOLE 22384466 0 0 QUEST SOFTWARE INC COM 74834T103 491 34936 SH SOLE 34936 0 0 RYDER SYS INC COM 783549108 672 24068 SH SOLE 24068 0 0 RITE AID CORP COM 767754104 31 21264 SH SOLE 21264 0 0 RAE SYS INC COM 75061P102 23 15792 SH SOLE 15792 0 0 RALCORP HLDGS INC NEW COM 751028101 1087 18155 SH SOLE 18155 0 0 REYNOLDS AMERICAN INC COM 761713106 971 25198 SH SOLE 25198 0 0 REYNOLDS AMERICAN INC OPTION 761713106 990 9171 SH CALL SOLE 9171 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 823 35000 SH SOLE 35000 0 0 REGAL BELOIT CORP COM 758750103 789 19867 SH SOLE 19867 0 0 RENT A CTR INC NEW COM 76009N100 242 13576 SH SOLE 13576 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 419 31630 SH SOLE 31630 0 0 RUDDICK CORP COM 781258108 405 17293 SH SOLE 17293 0 0 ROYAL DUTCH SHELL PLC SPONS COM 780259206 4345 85549 SH SOLE 85549 0 0 ROYAL DUTCH SHELL PLC SPON COM 780259107 470 9138 SH SOLE 9138 0 0 EVEREST RE GROUP LTD COM G3223R108 1454 20379 SH SOLE 20379 0 0 REGENCY CTRS CORP COM 758849103 728 21063 SH SOLE 21063 0 0 REPSOL YPF S A COM 76026T205 2259 99715 SH SOLE 99715 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 585 143762 SH SOLE 143762 0 0 RF MICRODEVICES INC COM 749941100 208 53232 SH SOLE 53232 0 0 REINSURANCE GROUP AMER INC COM 759351604 1649 46727 SH SOLE 46727 0 0 ROYAL GOLD INC COM 780287108 1704 39645 SH SOLE 39645 0 0 ROYAL GOLD INC OPTION 780287108 364 926 SH PUT SOLE 926 0 0 ROBERT HALF INTL INC COM 770323103 212 9074 SH SOLE 9074 0 0 RED HAT INC COM 756577102 444 22225 SH SOLE 22225 0 0 TRANSOCEAN LTD REG SHS COM H8817H100 4687 61895 SH SOLE 61895 0 0 TRANSOCEAN INC BOND CV 893830AV1 1136150 12400000 PRN SOLE 12400000 0 0 RESEARCH IN MOTION LTD COM 760975102 31301 449468 SH SOLE 449468 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 368 21420 SH SOLE 21420 0 0 REGIONAL BK HOLDRS TR DEPOSITR COM 75902E100 87707 1321680 SH SOLE 1321680 0 0 REGIONAL BK HOLDRS TR DEPOSITR OPTION 75902E100 673 580 SH PUT SOLE 580 0 0 POLO RALPH LAUREN CORP COM 731572103 2495 46094 SH SOLE 46094 0 0 RESMED INC COM 761152107 767 18450 SH SOLE 18450 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 333 7073 SH SOLE 7073 0 0 ROCKWELL AUTOMATION INC COM 773903109 379 11644 SH SOLE 11644 0 0 ROPER INDS INC NEW COM 776696106 1205 26604 SH SOLE 26604 0 0 ROSS STORES INC COM 778296103 2784 72135 SH SOLE 72135 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page26 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- RPM INTL INC COM 749685103 443 31106 SH SOLE 31106 0 0 RANGE RES CORP COM 75281A109 1437 34342 SH SOLE 34342 0 0 DONNELLEY R R & SONS CO COM 257867101 708 60027 SH SOLE 60027 0 0 RRI ENERGY INC COM 74971X107 95 19683 SH SOLE 19683 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 836 21695 SH SOLE 21695 0 0 REPUBLIC SVCS INC COM 760759100 1963 80802 SH SOLE 80802 0 0 RADIOSHACK CORP COM 750438103 568 40728 SH SOLE 40728 0 0 RYDEX ETF TRUST S&P 500 EQ TRD COM 78355W106 521 16894 SH SOLE 16894 0 0 MARKET VECTORS ETF TR RUSSIA E COM 57060U506 304 14500 SH SOLE 14500 0 0 RETAIL HOLDRS TR DEP RCPT COM 76127U101 161729 2062610 SH SOLE 2062610 0 0 RETAIL HOLDRS TR DEP RCPT OPTION 76127U101 3628 3131 SH CALL SOLE 3131 0 0 RETAIL HOLDRS TR DEP RCPT OPTION 76127U101 1026 7611 SH PUT SOLE 7611 0 0 RAYTHEON CO COM 755111507 3319 73108 SH SOLE 73108 0 0 RIO TINTO PLC COM 767204100 245 1450 SH SOLE 1450 0 0 REDWOOD TR INC OPTION 758075402 452 1925 SH CALL SOLE 1925 0 0 IMS HEALTH INC COM 449934108 1636 126925 SH SOLE 126925 0 0 RYANAIR HLDGS PLC COM 783513104 1060 36930 SH SOLE 36930 0 0 RAYONIER INC COM 754907103 800 22021 SH SOLE 22021 0 0 SPRINT NEXTEL CORP COM SER 1 COM 852061100 4023 817677 SH SOLE 817677 0 0 SAIC INC COM 78390X101 1051 56780 SH SOLE 56780 0 0 SAP AG SPON COM 803054204 1352 33297 SH SOLE 33297 0 0 SATYAM COMPUTER SERVICES LTD COM 804098101 3753 1151172 SH SOLE 1151172 0 0 SBA COMMUNICATIONS CORP COM 78388J106 323 12993 SH SOLE 12993 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 236 37166 SH SOLE 37166 0 0 COMPANHIA DE SANEAMENTO BASI COM 20441A102 1796 59164 SH SOLE 59164 0 0 STARBUCKS CORP COM 855244109 7028 480087 SH SOLE 480087 0 0 STARBUCKS CORP OPTION 855244109 1617 7000 SH PUT SOLE 7000 0 0 SCHNITZER STL INDS COM 806882106 592 9835 SH SOLE 9835 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1698 94834 SH SOLE 94834 0 0 SERVICE CORP INTL COM 817565104 326 59759 SH SOLE 59759 0 0 SADIA S A SPON COM 786326108 134 18400 SH SOLE 18400 0 0 PROSHARES TR PSHS ULSHT SP500 COM 74347R883 2010 36938 SH SOLE 36938 0 0 PROSHARES TR PSHS ULSHT SP500 OPTION 74347R883 5130 16550 SH CALL SOLE 16550 0 0 PROSHARES TR PSHS ULSHT SP500 OPTION 74347R883 5525 5000 SH PUT SOLE 5000 0 0 SPECTRA ENERGY CORP COM 847560109 854 50464 SH SOLE 50464 0 0 SEALED AIR CORP NEW COM 81211K100 780 42444 SH SOLE 42444 0 0 SEI INVESTMENTS CO COM 784117103 669 37063 SH SOLE 37063 0 0 SEPRACOR INC COM 817315104 964 56789 SH SOLE 56789 0 0 STIFEL FINL CORP COM 860630102 208 4323 SH SOLE 4323 0 0 SMITHFIELD FOODS INC COM 832248108 399 28892 SH SOLE 28892 0 0 STANCORP FINL GROUP INC COM 852891100 306 10668 SH SOLE 10668 0 0 SCIENTIFIC GAMES CORP COM 80874P109 844 53573 SH SOLE 53573 0 0 SCHERING PLOUGH CORP COM 806605101 7257 289124 SH SOLE 289124 0 0 SHAW GROUP INC COM 820280105 1688 61092 SH SOLE 61092 0 0 SEARS HLDGS CORP COM 812350106 3328 49179 SH SOLE 49179 0 0 MADDEN STEVEN LTD COM 556269108 664 25807 SH SOLE 25807 0 0 SHIRE PLC COM 82481R106 301 7192 SH SOLE 7192 0 0 SHERWIN WILLIAMS CO COM 824348106 1706 31722 SH SOLE 31722 0 0 ISHARES TR BARCLYS 1-3 YR COM 464287457 1973 23565 SH SOLE 23565 0 0 SIEMENS A G COM 826197501 3221 45710 SH SOLE 45710 0 0 SIGMA ALDRICH CORP COM 826552101 735 14599 SH SOLE 14599 0 0 COMPANHIA SIDERURGICA NACION COM 20440W105 11107 486921 SH SOLE 486921 0 0 COMPANHIA SIDERURGICA NACION OPTION 20440W105 800 2500 SH CALL SOLE 2500 0 0 COMPANHIA SIDERURGICA NACION OPTION 20440W105 820 2750 SH PUT SOLE 2750 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page27 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SMITH INTL INC COM 832110100 1508 57983 SH SOLE 57983 0 0 SINA CORP COM G81477104 21928 723467 SH SOLE 723467 0 0 SIRIUS XM RADIO INC COM 82967N108 52 123602 SH SOLE 123602 0 0 SMUCKER J M CO COM 832696405 292 5979 SH SOLE 5979 0 0 PROSHARES TR PSHS ULTSHT FINL COM 74347R628 1274 30927 SH SOLE 30927 0 0 SAKS INC COM 79377W108 120 27069 SH SOLE 27069 0 0 SILICON LABORATORIES INC COM 826919102 424 11089 SH SOLE 11089 0 0 SCHLUMBERGER LTD COM 806857108 39023 709903 SH SOLE 709903 0 0 SCHLUMBERGER LTD OPTION 806857108 3004 7226 SH CALL SOLE 7226 0 0 SCHLUMBERGER LTD OPTION 806857108 6355 21421 SH PUT SOLE 21421 0 0 SARA LEE CORP COM 803111103 419 43215 SH SOLE 43215 0 0 SL GREEN RLTY CORP COM 78440X101 388 16879 SH SOLE 16879 0 0 SLM CORP COM 78442P106 297 29530 SH SOLE 29530 0 0 SLM CORP OPTION 78442P106 280 2909 SH PUT SOLE 2909 0 0 SLM CORP OPTION 78442P106 1012 2250 SH CALL SOLE 2250 0 0 STERLITE INDS INDIA LTD ADS COM 859737207 37961 2882367 SH SOLE 2882367 0 0 SCOTTS MIRACLE GRO CO COM 810186106 380 10729 SH SOLE 10729 0 0 SEMICONDUCTOR HLDRS TR DEP RCPTCOM 816636203 20780 972395 SH SOLE 972395 0 0 SEMICONDUCTOR HLDRS TR DEP RCPTOPTION 816636203 535 4615 SH CALL SOLE 4615 0 0 SEMTECH CORP COM 816850101 198 12441 SH SOLE 12441 0 0 SNAP ON INC COM 833034101 562 19248 SH SOLE 19248 0 0 SANDISK CORP COM 80004C101 224 15108 SH SOLE 15108 0 0 SCRIPPS NETWORKS INTERACT IN COM 811065101 342 12290 SH SOLE 12290 0 0 SMITH & NEPHEW PLC SPDN COM 83175M205 209 5608 SH SOLE 5608 0 0 CHINA PETE & CHEM CORP SPON COM 16941R108 896 11567 SH SOLE 11567 0 0 SYNOPSYS INC COM 871607107 896 46176 SH SOLE 46176 0 0 SYNOVUS FINL CORP COM 87161C105 187 60682 SH SOLE 60682 0 0 SOUTHERN CO COM 842587107 7626 239359 SH SOLE 239359 0 0 SOUTHERN CO OPTION 842587107 210 4619 SH CALL SOLE 4619 0 0 SONOCO PRODS CO COM 835495102 588 24240 SH SOLE 24240 0 0 SIMON PPTY GROUP INC NEW PFD C COM 828806802 16457 349400 SH SOLE 349400 0 0 STAPLES INC COM 855030102 3570 173959 SH SOLE 173959 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 696 39999 SH SOLE 39999 0 0 SPIRIT AEROSYSTEMS HLDGS INC C COM 848574109 1245 87410 SH SOLE 87410 0 0 SPX CORP COM 784635104 973 19862 SH SOLE 19862 0 0 SUNPOWER CORP COM COM 867652109 4601 175156 SH SOLE 175156 0 0 SUNPOWER CORP COM CL B COM 867652307 441 18854 SH SOLE 18854 0 0 SPDR TR UNIT SER 1 COM 78462F103 2463889 26579168 SH SOLE 26579168 0 0 SOCIEDAD QUIMICA MINERA DE C S COM 833635105 1041 28342 SH SOLE 28342 0 0 STERICYCLE INC COM 858912108 4885 94302 SH SOLE 94302 0 0 SEMPRA ENERGY COM 816851109 377 7415 SH SOLE 7415 0 0 PROSHARES TR PSHS ULT S&P 500 COM 74347R107 2995 112975 SH SOLE 112975 0 0 BANCO SANTANDER SA COM 05964H105 3585 296263 SH SOLE 296263 0 0 STERIS CORP COM 859152100 311 11941 SH SOLE 11941 0 0 STEC INC COM 784774101 329 13969 SH SOLE 13969 0 0 SUNTRUST BKS INC COM 867914103 379 23152 SH SOLE 23152 0 0 SUNTRUST BKS INC OPTION 867914103 832 8354 SH CALL SOLE 8354 0 0 SUNTRUST BKS INC OPTION 867914103 1016 3042 SH PUT SOLE 3042 0 0 ST JUDE MED INC COM 790849103 3214 77278 SH SOLE 77278 0 0 STEEL DYNAMICS INC COM 858119100 945 62287 SH SOLE 62287 0 0 STATOILHYDRO ASA COM 85771P102 262 13228 SH SOLE 13228 0 0 SUNTECH PWR HLDGS CO LTD COM 86800C104 4807 270639 SH SOLE 270639 0 0 QUESTAR CORP COM 748356102 3420 108537 SH SOLE 108537 0 0 STRAYER ED INC COM 863236105 655 3112 SH SOLE 3112 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page28 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- STATE STR CORP COM 857477103 6035 124426 SH SOLE 124426 0 0 STATE STR CORP OPTION 857477103 440 1500 SH CALL SOLE 1500 0 0 STATE STR CORP OPTION 857477103 1648 1780 SH PUT SOLE 1780 0 0 SEAGATE TECHNOLOGY SHS COM G7945J104 1233 119872 SH SOLE 119872 0 0 CONSTELLATION BRANDS INC COM 21036P108 946 75745 SH SOLE 75745 0 0 CONSTELLATION BRANDS INC OPTION 21036P108 336 460 SH PUT SOLE 460 0 0 SUNCOR ENERGY INC COM 867229106 200 6536 SH SOLE 6536 0 0 SOUTHERN UN CO NEW COM 844030106 534 28784 SH SOLE 28784 0 0 SUNOCO INC COM 86764P109 3295 141471 SH SOLE 141471 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 352 72035 SH SOLE 72035 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 301 20809 SH SOLE 20809 0 0 SYNIVERSE HLDGS INC COM 87163F106 169 10528 SH SOLE 10528 0 0 SUPERVALU INC COM 868536103 2760 210225 SH SOLE 210225 0 0 SAVVIS INC BOND CV 805423AA8 751250 10000000 PRN SOLE 10000000 0 0 SOFTWARE HOLDRS TR DEPOSITRY R COM 83404B103 622 18000 SH SOLE 18000 0 0 STANLEY WKS COM 854616109 943 27582 SH SOLE 27582 0 0 SOUTHWESTERN ENERGY CO COM 845467109 4948 126287 SH SOLE 126287 0 0 SAFEWAY INC COM 786514208 1340 65224 SH SOLE 65224 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 223 9890 SH SOLE 9890 0 0 SYBASE INC COM 871130100 662 20887 SH SOLE 20887 0 0 PROSHARES TR PSHS ULTSHT FINL OPTION 74347R628 1224 2950 SH CALL SOLE 2950 0 0 PROSHARES TR PSHS ULTSHT FINL OPTION 74347R628 840 750 SH PUT SOLE 750 0 0 STRYKER CORP COM 863667101 3711 92491 SH SOLE 92491 0 0 SYMANTEC CORP COM 871503108 8202 523448 SH SOLE 523448 0 0 SYMANTEC CORP OPTION 871503108 356 3636 SH PUT SOLE 3636 0 0 SYMANTEC CORP BOND CV 871503AF5 2985000 30000000 PRN SOLE 30000000 0 0 SYNGENTA AG COM 87160A100 240 5129 SH SOLE 5129 0 0 SYSCO CORP COM 871829107 2363 104065 SH SOLE 104065 0 0 SPDR TR UNIT SER 1 OPTION 78462F103 22340 47149 SH PUT SOLE 47149 0 0 SEMICONDUCTOR HLDRS TR DEP RCPTOPTION 816636203 1268 5468 SH PUT SOLE 5468 0 0 AT&T INC COM 00206R102 107507 4327964 SH SOLE 4327964 0 0 AT&T INC OPTION 00206R102 3224 62692 SH CALL SOLE 62692 0 0 AT&T INC OPTION 00206R102 12177 40060 SH PUT SOLE 40060 0 0 TAM SA SP COM 87484D103 652 60352 SH SOLE 60352 0 0 MOLSON COORS BREWING CO CL B COM 60871R209 3148 74016 SH SOLE 74016 0 0 MOLSON COORS BREWING CO CL B OPTION 60871R209 684 950 SH CALL SOLE 950 0 0 TCF FINL CORP COM 872275102 335 25479 SH SOLE 25479 0 0 TATA COMMUNICATIONS LTD SPONS COM 876564105 1326 67578 SH SOLE 67578 0 0 TERADATA CORP DEL COM 88076W103 685 29575 SH SOLE 29575 0 0 TELEPHONE & DATA SYS INC COM 879433100 777 27465 SH SOLE 27465 0 0 TIDEWATER INC COM 886423102 633 14515 SH SOLE 14515 0 0 TECO ENERGY INC COM 872375100 697 57921 SH SOLE 57921 0 0 TECH DATA CORP COM 878237106 401 12375 SH SOLE 12375 0 0 TECHNE CORP COM 878377100 673 10465 SH SOLE 10465 0 0 TELEFONICA S A COM 879382208 1296 18874 SH SOLE 18874 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 359 11825 SH SOLE 11825 0 0 TEVA PHARMACEUTICAL INDS LTD COM 881624209 5401 109898 SH SOLE 109898 0 0 TEVA PHARMACEUTICAL INDS LTD OPTION 881624209 232 1500 SH CALL SOLE 1500 0 0 TEREX CORP NEW COM 880779103 584 47456 SH SOLE 47456 0 0 TFS FINL CORP COM 87240R107 109 10030 SH SOLE 10030 0 0 TELEFLEX INC COM 879369106 439 9789 SH SOLE 9789 0 0 TARGET CORP COM 87612E106 25660 647167 SH SOLE 647167 0 0 TARGET CORP OPTION 87612E106 4677 16464 SH CALL SOLE 16464 0 0 TARGET CORP OPTION 87612E106 7136 27323 SH PUT SOLE 27323 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page29 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- TENET HEALTHCARE CORP COM 88033G100 735 259815 SH SOLE 259815 0 0 HANOVER INS GROUP INC COM 410867105 429 11248 SH SOLE 11248 0 0 TIM HORTONS INC COM 88706M103 493 19801 SH SOLE 19801 0 0 THORATEC CORP COM 885175307 407 15218 SH SOLE 15218 0 0 TELECOM ITALIA S P A NEW SPON COM 87927Y102 2879 207555 SH SOLE 207555 0 0 TITANIUM METALS CORP COM 888339207 122 13136 SH SOLE 13136 0 0 TIFFANY & CO NEW COM 886547108 3377 130246 SH SOLE 130246 0 0 TELMEX INTERNACIONAL SAB DE SP COM 879690105 44821 3600111 SH SOLE 3600111 0 0 TEMPLE INLAND INC COM 879868107 337 26254 SH SOLE 26254 0 0 TIVO INC COM 888706108 194 18290 SH SOLE 18290 0 0 TJX COS INC NEW COM 872540109 1717 54740 SH SOLE 54740 0 0 TIMKEN CO COM 887389104 633 34796 SH SOLE 34796 0 0 TELLABS INC COM 879664100 2220 382713 SH SOLE 382713 0 0 ISHARES TR BARCLYS 20+ YR COM 464287432 365 3855 SH SOLE 3855 0 0 TORCHMARK CORP COM 891027104 324 8737 SH SOLE 8737 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 5608 134095 SH SOLE 134095 0 0 THOMSON COM 885118109 9 10456 SH SOLE 10456 0 0 TELEFONOS DE MEXICO S A B SPON COM 879403780 62617 3874820 SH SOLE 3874820 0 0 THOMAS & BETTS CORP COM 884315102 877 29439 SH SOLE 29439 0 0 TELE NORTE LESTE PART S A SPON COM 879246106 4014 255475 SH SOLE 255475 0 0 TOLL BROTHERS INC COM 889478103 1147 66895 SH SOLE 66895 0 0 TOTAL S A COM 89151E109 2190 39921 SH SOLE 39921 0 0 TERRA INDS INC COM 880915103 1186 47696 SH SOLE 47696 0 0 TRICO MARINE SERVICES INC BOND CV 896106AQ4 461125 17000000 PRN SOLE 17000000 0 0 TRIMBLE NAVIGATION LTD COM 896239100 581 29339 SH SOLE 29339 0 0 TRUSTMARK CORP COM 898402102 327 16946 SH SOLE 16946 0 0 TRINITY INDS INC COM 896522109 241 17223 SH SOLE 17223 0 0 PRICE T ROWE GROUP INC COM 74144T108 455 10876 SH SOLE 10876 0 0 TRAVELERS COMPANIES INC COM 89417E109 8036 195942 SH SOLE 195942 0 0 TENARIS S A COM 88031M109 5003 182516 SH SOLE 182516 0 0 TRACTOR SUPPLY CO COM 892356106 213 5156 SH SOLE 5156 0 0 TYSON FOODS INC COM 902494103 874 68413 SH SOLE 68413 0 0 TESORO CORP COM 881609101 860 66780 SH SOLE 66780 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 1336 52698 SH SOLE 52698 0 0 TOTAL SYS SVCS INC COM 891906109 1021 76282 SH SOLE 76282 0 0 TERRESTAR CORP COM 881451108 3194 2087476 SH SOLE 2087476 0 0 TELECOMMUNICATION SYS INC COM 87929J103 470 64922 SH SOLE 64922 0 0 TORO CO COM 891092108 222 7436 SH SOLE 7436 0 0 TETRA TECH INC NEW COM 88162G103 3056 106652 SH SOLE 106652 0 0 TATA MTRS LTD COM 876568502 3890 413787 SH SOLE 413787 0 0 TUPPERWARE BRANDS CORP COM 899896104 328 12657 SH SOLE 12657 0 0 GRUPO TELEVISA SA DE CV SP COM 40049J206 346 20033 SH SOLE 20033 0 0 TIME WARNER CABLE INC COM 88732J207 3920 123825 SH SOLE 123825 0 0 TITAN INTL INC ILL COM 88830M102 124 16642 SH SOLE 16642 0 0 TW TELECOM INC COM 87311L104 763 74169 SH SOLE 74169 0 0 TIME WARNER INC COM 887317303 3388 133742 SH SOLE 133742 0 0 TIME WARNER INC OPTION 887317303 1177 9044 SH CALL SOLE 9044 0 0 TIME WARNER INC OPTION 887317303 585 14502 SH PUT SOLE 14502 0 0 TEXAS INSTRS INC COM 882508104 13707 643505 SH SOLE 643505 0 0 TEXAS INSTRS INC OPTION 882508104 1456 16867 SH PUT SOLE 16867 0 0 TEXAS INSTRS INC OPTION 882508104 2233 9344 SH CALL SOLE 9344 0 0 TEXTRON INC COM 883203101 682 68993 SH SOLE 68993 0 0 TYCO INTERNATIONAL LTD SHS COM H89128104 4454 168711 SH SOLE 168711 0 0 UNDER ARMOUR INC COM 904311107 589 26162 SH SOLE 26162 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page30 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- UBS AG SHS COM H89231338 4372 353729 SH SOLE 353729 0 0 UNITED BANKSHARES INC WEST V COM 909907107 267 13689 SH SOLE 13689 0 0 UDR INC COM 902653104 342 33094 SH SOLE 33094 0 0 UGI CORP NEW COM 902681105 691 26640 SH SOLE 26640 0 0 UNIVERSAL HLTH SVCS INC CL B COM 913903100 580 11737 SH SOLE 11737 0 0 UNISYS CORP COM 909214108 16 11327 SH SOLE 11327 0 0 UNILEVER PLC SPON COM 904767704 1438 59824 SH SOLE 59824 0 0 UNITED STATES NATL GAS FUND UN COM 912318102 6300 443645 SH SOLE 443645 0 0 UNITEDHEALTH GROUP INC COM 91324P102 11383 453162 SH SOLE 453162 0 0 UNITEDHEALTH GROUP INC OPTION 91324P102 1077 6032 SH CALL SOLE 6032 0 0 UNITEDHEALTH GROUP INC OPTION 91324P102 2088 3650 SH PUT SOLE 3650 0 0 UNUM GROUP COM 91529Y106 1711 107300 SH SOLE 107300 0 0 UNION PAC CORP COM 907818108 10708 203263 SH SOLE 203263 0 0 UNION PAC CORP OPTION 907818108 871 2736 SH CALL SOLE 2736 0 0 UNION PAC CORP OPTION 907818108 1845 6730 SH PUT SOLE 6730 0 0 UNIT CORP COM 909218109 314 11196 SH SOLE 11196 0 0 ULTRA PETROLEUM CORP COM 903914109 372 9363 SH SOLE 9363 0 0 UNITED PARCEL SERVICE INC CL B COM 911312106 23423 465489 SH SOLE 465489 0 0 UNITED PARCEL SERVICE INC CL B OPTION 911312106 1456 8223 SH CALL SOLE 8223 0 0 UNITED PARCEL SERVICE INC CL B OPTION 911312106 1743 7892 SH PUT SOLE 7892 0 0 URBAN OUTFITTERS INC COM 917047102 2538 120637 SH SOLE 120637 0 0 PROSHARES TR PSHS ULTRA R/EST COM 74347R677 1277 365827 SH SOLE 365827 0 0 UNITED RENTALS INC COM 911363109 77 11872 SH SOLE 11872 0 0 URS CORP NEW COM 903236107 1769 35067 SH SOLE 35067 0 0 US BANCORP DEL COM 902973304 12584 691801 SH SOLE 691801 0 0 US BANCORP DEL OPTION 902973304 1482 4610 SH PUT SOLE 4610 0 0 UNITED STATES OIL FUND LP UNITSCOM 91232N108 75391 1949610 SH SOLE 1949610 0 0 UNITED STATES OIL FUND LP UNITSOPTION 91232N108 235 3825 SH CALL SOLE 3825 0 0 UNITED STATES OIL FUND LP UNITSOPTION 91232N108 3708 11746 SH PUT SOLE 11746 0 0 USEC INC COM 90333E108 396 72867 SH SOLE 72867 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 866 10366 SH SOLE 10366 0 0 UNITED THERAPEUTICS CORP DEL BOND CV 91307CAD4 299687 2500000 PRN SOLE 2500000 0 0 UTI WORLDWIDE INC COM G87210103 642 56935 SH SOLE 56935 0 0 UNITRIN INC COM 913275103 129 10615 SH SOLE 10615 0 0 UNITED TECHNOLOGIES CORP COM 913017109 17909 341313 SH SOLE 341313 0 0 UNITED TECHNOLOGIES CORP OPTION 913017109 490 6242 SH PUT SOLE 6242 0 0 UNITED TECHNOLOGIES CORP OPTION 913017109 4846 11975 SH CALL SOLE 11975 0 0 PROSHARES TR PSHS ULTRA FINL COM 74347R743 12587 3154561 SH SOLE 3154561 0 0 VALSPAR CORP COM 920355104 559 24800 SH SOLE 24800 0 0 VALE S A COM 91912E105 86229 4838905 SH SOLE 4838905 0 0 VALE S A OPTION 91912E105 5559 22387 SH CALL SOLE 22387 0 0 VALE S A OPTION 91912E105 11386 26105 SH PUT SOLE 26105 0 0 VALE S A COM 91912E204 11198 727592 SH SOLE 727592 0 0 VARIAN MED SYS INC COM 92220P105 2995 84071 SH SOLE 84071 0 0 VARIAN INC COM 922206107 238 5999 SH SOLE 5999 0 0 VALUECLICK INC COM 92046N102 633 55764 SH SOLE 55764 0 0 VEOLIA ENVIRONNEMENT COM 92334N103 1606 53785 SH SOLE 53785 0 0 V F CORP COM 918204108 2413 43422 SH SOLE 43422 0 0 VIACOM INC NEW CL B COM 92553P201 2492 106509 SH SOLE 106509 0 0 OPEN JT STK CO-VIMPEL COMMUN COM 68370R109 7508 629324 SH SOLE 629324 0 0 OPEN JT STK CO-VIMPEL COMMUN OPTION 68370R109 150 10000 SH PUT SOLE 10000 0 0 NOBLE CORPORATION BAAR NAMEN - OPTION H5833N103 465 500 SH PUT SOLE 500 0 0 VALERO ENERGY CORP NEW COM 91913Y100 13176 792291 SH SOLE 792291 0 0 VALERO ENERGY CORP NEW OPTION 91913Y100 11342 6619 SH PUT SOLE 6619 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page31 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- VALLEY NATL BANCORP COM 919794107 1258 107559 SH SOLE 107559 0 0 VULCAN MATLS CO COM 929160109 2405 55471 SH SOLE 55471 0 0 VIRGIN MEDIA INC COM 92769L101 339 36614 SH SOLE 36614 0 0 VALMONT INDS INC COM 920253101 294 4165 SH SOLE 4165 0 0 VMWARE INC COM 928563402 367 13012 SH SOLE 13012 0 0 VORNADO RLTY TR SH BEN INT COM 929042109 1676 37708 SH SOLE 37708 0 0 VODAFONE GROUP PLC NEW SPONS COM 92857W209 1229 62958 SH SOLE 62958 0 0 VIROPHARMA INC COM 928241108 712 117262 SH SOLE 117262 0 0 VECTOR GROUP LTD DBCV 5.750% 6 BOND CV 92240MAL2 1504000 16000000 PRN SOLE 16000000 0 0 VERISIGN INC COM 92343E102 2032 108627 SH SOLE 108627 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 2758 76618 SH SOLE 76618 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 510 19782 SH SOLE 19782 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 406 17006 SH SOLE 17006 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 446 62867 SH SOLE 62867 0 0 VAN KAMPEN DYNAMIC CR OPPORT COM 921166104 849 91500 SH SOLE 91500 0 0 VANGUARD INDEX FDS GROWTH ETF COM 922908736 7618 175688 SH SOLE 175688 0 0 VECTREN CORP COM 92240G101 464 19752 SH SOLE 19752 0 0 VAN KAMPEN SENIOR INCOME TR COM 920961109 1200 375000 SH SOLE 375000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 31117 992265 SH SOLE 992265 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 910 20218 SH CALL SOLE 20218 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 1245 11989 SH PUT SOLE 11989 0 0 WABTEC CORP COM 929740108 396 12297 SH SOLE 12297 0 0 WESTAMERICA BANCORPORATION COM 957090103 1177 23726 SH SOLE 23726 0 0 WALGREEN CO COM 931422109 5032 168362 SH SOLE 168362 0 0 WALGREEN CO OPTION 931422109 1068 4566 SH CALL SOLE 4566 0 0 WATERS CORP COM 941848103 382 7410 SH SOLE 7410 0 0 WIMM BILL DANN FOODS OJSC COM 97263M109 1006 17965 SH SOLE 17965 0 0 WEBSTER FINL CORP CONN COM 947890109 4078 497360 SH SOLE 497360 0 0 WESCO INTL INC COM 95082P105 210 8294 SH SOLE 8294 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 798 43183 SH SOLE 43183 0 0 WASTE CONNECTIONS INC COM 941053100 1831 71406 SH SOLE 71406 0 0 WARNER CHILCOTT LIMITED COM COM G9435N108 659 50094 SH SOLE 50094 0 0 POWERSHARES QQQ TRUST UNIT SER OPTION 73935A104 19213 125585 SH CALL SOLE 125585 0 0 POWERSHARES QQQ TRUST UNIT SER OPTION 73935A104 1600 55587 SH PUT SOLE 55587 0 0 WESTERN DIGITAL CORP COM 958102105 2695 101752 SH SOLE 101752 0 0 WESTERN DIGITAL CORP OPTION 958102105 572 1116 SH CALL SOLE 1116 0 0 WESTERN DIGITAL CORP OPTION 958102105 825 1006 SH PUT SOLE 1006 0 0 WADDELL & REED FINL INC COM 930059100 524 19890 SH SOLE 19890 0 0 WISCONSIN ENERGY CORP COM 976657106 2201 53449 SH SOLE 53449 0 0 WENDYS ARBYS GROUP INC COM 950587105 450 112312 SH SOLE 112312 0 0 WERNER ENTERPRISES INC COM 950755108 467 25922 SH SOLE 25922 0 0 WELLS FARGO & CO NEW COM 949746101 33550 1367703 SH SOLE 1367703 0 0 WELLS FARGO & CO NEW OPTION 949746101 19191 54924 SH CALL SOLE 54924 0 0 WELLS FARGO & CO NEW OPTION 949746101 18239 74596 SH PUT SOLE 74596 0 0 WELLS FARGO & CO NEW PERP PFD COM 949746804 21273 27100 SH SOLE 27100 0 0 WHOLE FOODS MKT INC COM 966837106 686 36515 SH SOLE 36515 0 0 MEMC ELECTR MATLS INC COM 552715104 1933 108643 SH SOLE 108643 0 0 WASHINGTON FED INC COM 938824109 251 19312 SH SOLE 19312 0 0 WEATHERFORD INTERNATIONAL LT R COM H27013103 1723 86018 SH SOLE 86018 0 0 WEATHERFORD INTERNATIONAL LT R OPTION H27013103 3973 7912 SH CALL SOLE 7912 0 0 WEATHERFORD INTERNATIONAL LT R OPTION H27013103 3932 7155 SH PUT SOLE 7155 0 0 WILLBROS GROUP INC DEL COM 969203108 381 30489 SH SOLE 30489 0 0 WGL HLDGS INC COM 92924F106 329 10260 SH SOLE 10260 0 0 WOODWARD GOVERNOR CO COM 980745103 1029 51249 SH SOLE 51249 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page32 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- WHIRLPOOL CORP COM 963320106 477 10900 SH SOLE 10900 0 0 WHIRLPOOL CORP OPTION 963320106 254 197 SH CALL SOLE 197 0 0 WINDSTREAM CORP COM 97381W104 228 27383 SH SOLE 27383 0 0 WIND RIVER SYSTEMS INC COM 973149107 3021 263622 SH SOLE 263622 0 0 WIPRO LTD SPON COM 97651M109 8462 714123 SH SOLE 714123 0 0 ISHARES INC MSCI BRAZIL OPTION 464286400 13464 21510 SH CALL SOLE 21510 0 0 WILMINGTON TRUST CORP COM 971807102 206 15055 SH SOLE 15055 0 0 WHITING PETE CORP NEW COM 966387102 30429 861778 SH SOLE 861778 0 0 WELLPOINT INC COM 94973V107 4421 85926 SH SOLE 85926 0 0 WELLPOINT INC OPTION 94973V107 231 406 SH PUT SOLE 406 0 0 WALTER ENERGY INC COM 93317Q105 579 15707 SH SOLE 15707 0 0 WILLIAMS COS INC DEL COM 969457100 618 39535 SH SOLE 39535 0 0 WASTE MGMT INC DEL COM 94106L109 3963 138946 SH SOLE 138946 0 0 WMS INDS INC COM 929297109 336 10709 SH SOLE 10709 0 0 WAL MART STORES INC COM 931142103 23803 488161 SH SOLE 488161 0 0 WAL MART STORES INC OPTION 931142103 3073 24445 SH CALL SOLE 24445 0 0 WAL MART STORES INC OPTION 931142103 5857 8569 SH PUT SOLE 8569 0 0 VCA ANTECH INC COM 918194101 528 19773 SH SOLE 19773 0 0 WORTHINGTON INDS INC COM 981811102 476 37251 SH SOLE 37251 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1369 40393 SH SOLE 40393 0 0 WASHINGTON POST CO CL B COM 939640108 589 1688 SH SOLE 1688 0 0 WESTAR ENERGY INC COM 95709T100 509 27111 SH SOLE 27111 0 0 BERKLEY W R CORP COM 084423102 844 39289 SH SOLE 39289 0 0 WARNACO GROUP INC COM 934390402 871 26869 SH SOLE 26869 0 0 WEINGARTEN RLTY INVS SH BEN INTCOM 948741103 330 22735 SH SOLE 22735 0 0 WILLIS GROUP HOLDINGS LTD SHS COM G96655108 262 10198 SH SOLE 10198 0 0 WILLIAMS SONOMA INC COM 969904101 298 24732 SH SOLE 24732 0 0 AQUA AMERICA INC COM 03836W103 2081 116253 SH SOLE 116253 0 0 WATTS WATER TECHNOLOGIES INC COM 942749102 1053 48500 SH SOLE 48500 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 335 13004 SH SOLE 13004 0 0 WESTERN UN CO COM 959802109 3014 181012 SH SOLE 181012 0 0 WATSON WYATT WORLDWIDE INC COM 942712100 917 24140 SH SOLE 24140 0 0 WEYERHAEUSER CO COM 962166104 1994 65160 SH SOLE 65160 0 0 WEYERHAEUSER CO OPTION 962166104 886 664 SH PUT SOLE 664 0 0 WYETH COM 983024100 37202 820340 SH SOLE 820340 0 0 WYETH OPTION 983024100 2901 10850 SH CALL SOLE 10850 0 0 WYNN RESORTS LTD COM 983134107 2934 79460 SH SOLE 79460 0 0 UNITED STATES STL CORP NEW COM 912909108 1080 29177 SH SOLE 29177 0 0 UNITED STATES STL CORP NEW OPTION 912909108 3006 4219 SH CALL SOLE 4219 0 0 UNITED STATES STL CORP NEW OPTION 912909108 10054 8321 SH PUT SOLE 8321 0 0 ISHARES INC MSCI MEX INVEST OPTION 464286822 1459 3982 SH CALL SOLE 3982 0 0 ISHARES INC MSCI MEX INVEST OPTION 464286822 3793 4095 SH PUT SOLE 4095 0 0 EXCO RESOURCES INC COM 269279402 448 40278 SH SOLE 40278 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y704 1087 20047 SH CALL SOLE 20047 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y704 1880 12100 SH PUT SOLE 12100 0 0 CIMAREX ENERGY CO COM 171798101 726 25443 SH SOLE 25443 0 0 XCEL ENERGY INC COM 98389B100 193 10462 SH SOLE 10462 0 0 SPDR SERIES TRUST S&P HOMEBUILDCOM 78464A888 3869 329304 SH SOLE 329304 0 0 SELECT SECTOR SPDR TR SBI MATE COM 81369Y100 17648 677463 SH SOLE 677463 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y506 89897 1859687 SH SOLE 1859687 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y506 4352 48459 SH CALL SOLE 48459 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y506 20915 74400 SH PUT SOLE 74400 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y605 212257 17585485 SH SOLE 17585485 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y704 42923 1934334 SH SOLE 1934334 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Jun 30,2009 Page33 of 34 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SELECT SECTOR SPDR TR SBI INT- COM 81369Y803 28864 1572966 SH SOLE 1572966 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y803 200 1250 SH CALL SOLE 1250 0 0 XILINX INC COM 983919101 1428 70217 SH SOLE 70217 0 0 SELECT SECTOR SPDR TR SBI CONS COM 81369Y308 19709 850610 SH SOLE 850610 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y308 412 5852 SH CALL SOLE 5852 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y308 357 4468 SH PUT SOLE 4468 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y886 43230 1538426 SH SOLE 1538426 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y886 1900 8500 SH CALL SOLE 8500 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y886 955 17000 SH PUT SOLE 17000 0 0 SELECT SECTOR SPDR TR SBI HEAL COM 81369Y209 18744 706537 SH SOLE 706537 0 0 SELECT SECTOR SPDR TR SBI HEAL OPTION 81369Y209 1109 7284 SH CALL SOLE 7284 0 0 SELECT SECTOR SPDR TR SBI HEAL OPTION 81369Y209 243 3372 SH PUT SOLE 3372 0 0 SELECT SECTOR SPDR TR SBI CONS COM 81369Y407 20617 886746 SH SOLE 886746 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y407 765 6000 SH CALL SOLE 6000 0 0 EXXON MOBIL CORP COM 30231G102 148131 2098764 SH SOLE 2098764 0 0 EXXON MOBIL CORP OPTION 30231G102 4750 33403 SH CALL SOLE 33403 0 0 EXXON MOBIL CORP OPTION 30231G102 11429 34345 SH PUT SOLE 34345 0 0 SPDR SERIES TRUST S&P OILGAS E COM 78464A730 6312 200000 SH SOLE 200000 0 0 DENTSPLY INTL INC NEW COM 249030107 2381 77096 SH SOLE 77096 0 0 SPDR SERIES TRUST S&P RETAIL E COM 78464A714 66648 2400000 SH SOLE 2400000 0 0 SPDR SERIES TRUST S&P RETAIL E OPTION 78464A714 1750 5000 SH CALL SOLE 5000 0 0 XEROX CORP COM 984121103 1455 219817 SH SOLE 219817 0 0 XEROX CORP OPTION 984121103 561 645 SH PUT SOLE 645 0 0 XTO ENERGY INC COM 98385X106 14999 394912 SH SOLE 394912 0 0 XTO ENERGY INC OPTION 98385X106 265 4979 SH CALL SOLE 4979 0 0 XTO ENERGY INC OPTION 98385X106 1691 5495 SH PUT SOLE 5495 0 0 SPDR SERIES TRUST S&P HOMEBUILDOPTION 78464A888 203 6753 SH CALL SOLE 6753 0 0 SPDR SERIES TRUST S&P HOMEBUILDOPTION 78464A888 549 11352 SH PUT SOLE 11352 0 0 ISHARES INC MSCI BRAZIL OPTION 464286400 11050 40650 SH PUT SOLE 40650 0 0 YINGLI GREEN ENERGY HLDG CO COM 98584B103 2223 168911 SH SOLE 168911 0 0 YAHOO INC COM 984332106 10577 665218 SH SOLE 665218 0 0 YAHOO INC OPTION 984332106 360 6267 SH CALL SOLE 6267 0 0 YAHOO INC OPTION 984332106 4060 5608 SH PUT SOLE 5608 0 0 RESEARCH IN MOTION LTD OPTION 760975102 2908 2886 SH CALL SOLE 2886 0 0 RESEARCH IN MOTION LTD OPTION 760975102 6462 10541 SH PUT SOLE 10541 0 0 TRANSOCEAN LTD REG SHS OPTION H8817H100 1123 2386 SH CALL SOLE 2386 0 0 TRANSOCEAN LTD REG SHS OPTION H8817H100 2691 2569 SH PUT SOLE 2569 0 0 SPDR TR UNIT SER 1 OPTION 78462F103 11709 41392 SH CALL SOLE 41392 0 0 YRC WORLDWIDE INC COM 984249102 172 102437 SH SOLE 102437 0 0 YUM BRANDS INC COM 988498101 3986 119620 SH SOLE 119620 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y605 12176 65321 SH CALL SOLE 65321 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y605 46212 122178 SH PUT SOLE 122178 0 0 SUNCOR ENERGY INC OPTION 867229106 1199 3109 SH CALL SOLE 3109 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPTOPTION 678002106 3019 8066 SH CALL SOLE 8066 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPTOPTION 678002106 2513 13754 SH PUT SOLE 13754 0 0 ZEBRA TECHNOLOGIES CORP COM 989207105 357 15120 SH SOLE 15120 0 0 ZIONS BANCORPORATION COM 989701107 485 39650 SH SOLE 39650 0 0 ZIMMER HLDGS INC COM 98956P102 5751 133773 SH SOLE 133773 0 0 ZIMMER HLDGS INC OPTION 98956P102 553 592 SH PUT SOLE 592 0 0 ISHARES TR DJ US REAL EST OPTION 464287739 951 9079 SH CALL SOLE 9079 0 0 ISHARES TR MSCI EAFE IDX OPTION 464287465 3763 8408 SH CALL SOLE 8408 0 0 ISHARES TR MSCI EMERG MKT OPTION 464287234 44284 69400 SH CALL SOLE 69400 0 0 ISHARES TR MSCI EMERG MKT OPTION 464287234 24512 155382 SH PUT SOLE 155382 0 0
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