-----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, S8lQcy1oW38qXItHkP3oncy884v+d4e7PR5hlbUArbE2yy6UUCVOhgbSD1N887gd sqMnHuXLGbOzZl846gLAcw== 0001166588-09-000051.txt : 20091113 0001166588-09-000051.hdr.sgml : 20091113 20091113133506 ACCESSION NUMBER: 0001166588-09-000051 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091113 DATE AS OF CHANGE: 20091113 EFFECTIVENESS DATE: 20091113 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: 091180540 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 bnpparb13fhr.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:Sep 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, NJ 11/13/2009 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:2,724 Form 13F Information Table Value Total:$51,146,663 (x$1,000) List of Other Included Managers: No. 13F File Number Name **NONE**
Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page 1 of 52 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 45 14526 SH SOLE 14526 0 0 AGNICO EAGLE MINES LTD COM 008474108 5534 82897 SH SOLE 82897 0 0 AGRIUM INC COM 008916108 6010 118454 SH SOLE 118454 0 0 BCE INC COM 05534B760 38163 1650652 SH SOLE 1650652 0 0 BANK MONTREAL QUE COM 063671101 212435 4489918 SH SOLE 4489918 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 9405 205786 SH SOLE 205786 0 0 BARRICK GOLD CORP COM 067901108 19503 513384 SH SOLE 513384 0 0 BAYTEX ENERGY TR TRUST UNIT COM 073176109 733 32827 SH SOLE 32827 0 0 BIOVAIL CORP COM 09067J109 255 16930 SH SOLE 16930 0 0 BROOKFIELD ASSET MGMT INC COM 112585104 20277 558092 SH SOLE 558092 0 0 BROOKFIELD PPTYS CORP COM 112900105 4186 370142 SH SOLE 370142 0 0 CAE INC COM 124765108 9413 1118789 SH SOLE 1118789 0 0 CAMECO CORP COM 13321L108 7346 264427 SH SOLE 264427 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 9464 153864 SH SOLE 153864 0 0 CANADIAN NATL RY CO COM 136375102 13878 279722 SH SOLE 279722 0 0 CANADIAN NAT RES LTD COM 136385101 21269 314230 SH SOLE 314230 0 0 CANADIAN PAC RY LTD COM 13645T100 4285 90591 SH SOLE 90591 0 0 CELESTICA INC SUB VTG SHS COM 15101Q108 371 41100 SH SOLE 41100 0 0 COTT CORP QUE COM 22163N106 131 17100 SH SOLE 17100 0 0 DENISON MINES CORP COM 248356107 245 133472 SH SOLE 133472 0 0 ELDORADO GOLD CORP NEW COM 284902103 2311 206872 SH SOLE 206872 0 0 ENCANA CORP COM 292505104 25564 437386 SH SOLE 437386 0 0 ENBRIDGE INC COM 29250N105 1943 50382 SH SOLE 50382 0 0 ENERPLUS RES FD UNIT TR G COM 29274D604 17157 467506 SH SOLE 467506 0 0 FAIRFAX FINL HLDGS LTD SUB VTG COM 303901102 10419 27014 SH SOLE 27014 0 0 GERDAU AMERISTEEL CORP COM 37373P105 1729 214224 SH SOLE 214224 0 0 GILDAN ACTIVEWEAR INC COM 375916103 1507 75863 SH SOLE 75863 0 0 GOLDCORP INC NEW COM 380956409 16575 410648 SH SOLE 410648 0 0 GROUPE CGI INC COM 39945C109 4782 397376 SH SOLE 397376 0 0 HARVEST ENERGY TR TRUST UNIT COM 41752X101 624 97263 SH SOLE 97263 0 0 IAMGOLD CORP COM 450913108 562 40194 SH SOLE 40194 0 0 IMPERIAL OIL LTD COM 453038408 8291 217815 SH SOLE 217815 0 0 IVANHOE MINES LTD COM 46579N103 4557 351150 SH SOLE 351150 0 0 KINROSS GOLD CORP COM NO PAR COM 496902404 7930 362720 SH SOLE 362720 0 0 MDS INC COM 55269P302 409 50656 SH SOLE 50656 0 0 MI DEVS INC COM 55304X104 433 20114 SH SOLE 20114 0 0 MAGNA INTL INC COM 559222401 2104 48558 SH SOLE 48558 0 0 MANULIFE FINL CORP COM 56501R106 17754 846231 SH SOLE 846231 0 0 METHANEX CORP COM 59151K108 823 46277 SH SOLE 46277 0 0 NEXEN INC COM 65334H102 6714 292054 SH SOLE 292054 0 0 NOVA CHEMICALS CORP COM 66977W109 227 34420 SH SOLE 34420 0 0 OPEN TEXT CORP COM 683715106 2463 64502 SH SOLE 64502 0 0 PAN AMERICAN SILVER CORP COM 697900108 2585 113923 SH SOLE 113923 0 0 PENN WEST ENERGY TR TR UNIT COM 707885109 3993 255503 SH SOLE 255503 0 0 PETRO-CDA COM 71644E102 11011 332826 SH SOLE 332826 0 0 POTASH CORP SASK INC COM 73755L107 23448 254686 SH SOLE 254686 0 0 PRECISION DRILLING TR TR UNIT COM 740215108 1101 60802 SH SOLE 60802 0 0 PROVIDENT ENERGY TR TR UNIT COM 74386K104 2133 372419 SH SOLE 372419 0 0 RESEARCH IN MOTION LTD COM 760975102 20588 300183 SH SOLE 300183 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 1620 68050 SH SOLE 68050 0 0 ROGERS COMMUNICATIONS INC CL B COM 775109200 7591 268865 SH SOLE 268865 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 15324 285392 SH SOLE 285392 0 0 SHAW COMMUNICATIONS INC CL B C COM 82028K200 3358 185630 SH SOLE 185630 0 0 SILVER WHEATON CORP COM 828336107 3758 302538 SH SOLE 302538 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page2 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SUN LIFE FINL INC COM 866796105 2893 92866 SH SOLE 92866 0 0 SUNCOR ENERGY INC NEW COM 867224107 16436 472952 SH SOLE 472952 0 0 SUNCOR ENERGY INC COM 867229106 13414 480325 SH SOLE 480325 0 0 TALISMAN ENERGY INC COM 87425E103 12643 721333 SH SOLE 721333 0 0 TECK RESOURCES LTD CL B COM 878742204 7358 266333 SH SOLE 266333 0 0 THOMSON REUTERS CORP COM 884903105 5296 156402 SH SOLE 156402 0 0 TORONTO DOMINION BK ONT COM 891160509 11824 182298 SH SOLE 182298 0 0 TRANSALTA CORP COM 89346D107 2579 127573 SH SOLE 127573 0 0 TRANSCANADA CORP COM 89353D107 24121 868080 SH SOLE 868080 0 0 YAMANA GOLD INC COM 98462Y100 6683 725112 SH SOLE 725112 0 0 EXPRESSJET HOLDINGS INC BOND CV 30218UAB4 275844 3048000 PRN SOLE 3048000 0 0 JETBLUE AIRWAYS CORP DBCV 6.75 BOND CV 477143AF8 514500 3500000 PRN SOLE 3500000 0 0 MACROVISION CORP BOND CV 555904AB7 1250790 9640000 PRN SOLE 9640000 0 0 NETAPP INC BOND CV 64110DAB0 939069 8675000 PRN SOLE 8675000 0 0 SUNTECH PWR HLDGS CO LTD BOND CV 86800CAE4 393750 5000000 PRN SOLE 5000000 0 0 TECH DATA CORP DBCV 2.750%12/1 BOND CV 878237AE6 1010344 9750000 PRN SOLE 9750000 0 0 TEXTRON INC BOND CV 883203BN0 1166344 7150000 PRN SOLE 7150000 0 0 THORATEC CORP BOND CV 885175AB5 2124625 23000000 PRN SOLE 23000000 0 0 VERIFONE HLDGS INC BOND CV 92342YAB5 564366 6600000 PRN SOLE 6600000 0 0 YELLOW ROADWAY CORP BOND CV 985577AA3 160400 3200000 PRN SOLE 3200000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 4961 178257 SH SOLE 178257 0 0 ALCOA INC COM 013817101 23685 1805284 SH SOLE 1805284 0 0 ALCOA INC OPTION 013817101 1192 26472 SH CALL SOLE 26472 0 0 ALCOA INC OPTION 013817101 3944 26787 SH PUT SOLE 26787 0 0 AIRTRAN HLDGS INC COM 00949P108 1151 184229 SH SOLE 184229 0 0 AIRTRAN HLDGS INC OPTION 00949P108 240 1500 SH PUT SOLE 1500 0 0 AARONS INC COM 002535201 612 23176 SH SOLE 23176 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 2541 64686 SH SOLE 64686 0 0 APPLE INC COM 037833100 333630 1800002 SH SOLE 1800002 0 0 APPLE INC OPTION 037833100 10264 29728 SH PUT SOLE 29728 0 0 APPLE INC OPTION 037833100 49389 11633 SH CALL SOLE 11633 0 0 ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 60 15138 SH SOLE 15138 0 0 ALLIANCEBERNSTEIN HOLDING LP U COM 01881G106 563 20646 SH SOLE 20646 0 0 ADVANCED BATTERY TECHNOLOG I COM 00752H102 87 20023 SH SOLE 20023 0 0 ABAXIS INC COM 002567105 202 7552 SH SOLE 7552 0 0 ABB LTD COM 000375204 640 31953 SH SOLE 31953 0 0 AMERISOURCEBERGEN CORP COM 03073E105 3460 154616 SH SOLE 154616 0 0 ACCO BRANDS CORP COM 00081T108 147 20313 SH SOLE 20313 0 0 ARKANSAS BEST CORP DEL COM 040790107 270 9025 SH SOLE 9025 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 148 11659 SH SOLE 11659 0 0 AMBAC FINL GROUP INC COM 023139108 175 104303 SH SOLE 104303 0 0 AMBAC FINL GROUP INC UNIT 99/9 COM 023139702 917 45642 SH SOLE 45642 0 0 ABM INDS INC COM 000957100 343 16286 SH SOLE 16286 0 0 ABIOMED INC COM 003654100 107 11045 SH SOLE 11045 0 0 ABBOTT LABS COM 002824100 78831 1593510 SH SOLE 1593510 0 0 ABBOTT LABS OPTION 002824100 356 1981 SH PUT SOLE 1981 0 0 ABBOTT LABS OPTION 002824100 3575 17401 SH CALL SOLE 17401 0 0 COMPANHIA DE BEBIDAS DAS AME S COM 20441W203 9841 119632 SH SOLE 119632 0 0 COMPANHIA DE BEBIDAS DAS AME S OPTION 20441W203 1030 600 SH CALL SOLE 600 0 0 ABOVENET INC COM 00374N107 208 4259 SH SOLE 4259 0 0 BARRICK GOLD CORP COM 067901108 6458 170403 SH SOLE 170403 0 0 BARRICK GOLD CORP OPTION 067901108 2365 4500 SH CALL SOLE 4500 0 0 AMERICAN CAP LTD COM 02503Y103 351 108800 SH SOLE 108800 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 400 14880 SH SOLE 14880 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page3 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ACE LTD SHS COM H0023R105 2519 47126 SH SOLE 47126 0 0 AMERICREDIT CORP COM 03060R101 982 62166 SH SOLE 62166 0 0 ARCH CAP GROUP LTD COM G0450A105 12816 189755 SH SOLE 189755 0 0 ACERGY S A COM 00443E104 796 63019 SH SOLE 63019 0 0 ARCH COAL INC COM 039380100 5695 257341 SH SOLE 257341 0 0 ACI WORLDWIDE INC COM 004498101 386 25518 SH SOLE 25518 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2920 107586 SH SOLE 107586 0 0 ACCENTURE PLC IRELAND SHS CLAS COM G1151C101 4429 118832 SH SOLE 118832 0 0 ACORDA THERAPEUTICS INC COM 00484M106 315 13541 SH SOLE 13541 0 0 AFFILIATED COMPUTER SERVICES COM 008190100 2210 40805 SH SOLE 40805 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 103 11803 SH SOLE 11803 0 0 ACTIVIDENTITY CORP COM 00506P103 56 20179 SH SOLE 20179 0 0 ACTUATE CORP COM 00508B102 94 16223 SH SOLE 16223 0 0 ALBERTO CULVER CO NEW COM 013078100 1022 36920 SH SOLE 36920 0 0 ACXIOM CORP COM 005125109 524 55389 SH SOLE 55389 0 0 ALLIANCE DATA SYSTEMS CORP BOND CV 018581AD0 1828750 19000000 PRN SOLE 19000000 0 0 ADOBE SYS INC COM 00724F101 23805 720484 SH SOLE 720484 0 0 ADOBE SYS INC OPTION 00724F101 1664 5100 SH CALL SOLE 5100 0 0 ADOBE SYS INC OPTION 00724F101 1746 3972 SH PUT SOLE 3972 0 0 A D C TELECOMMUNICATIONS COM 000886309 835 100107 SH SOLE 100107 0 0 ANALOG DEVICES INC COM 032654105 4185 151724 SH SOLE 151724 0 0 ADOLOR CORP COM 00724X102 23 14523 SH SOLE 14523 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 23199 793959 SH SOLE 793959 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 13221 336407 SH SOLE 336407 0 0 ADAPTEC INC COM 00651F108 155 46352 SH SOLE 46352 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1869 30593 SH SOLE 30593 0 0 AUTODESK INC COM 052769106 3797 159550 SH SOLE 159550 0 0 ADTRAN INC COM 00738A106 1010 41147 SH SOLE 41147 0 0 ADTRAN INC OPTION 00738A106 352 750 SH CALL SOLE 750 0 0 ADVENT SOFTWARE INC COM 007974108 473 11756 SH SOLE 11756 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 95 16973 SH SOLE 16973 0 0 AMEREN CORP COM 023608102 4272 168993 SH SOLE 168993 0 0 AEGON N V NY REGISTRY SH COM 007924103 1030 121699 SH SOLE 121699 0 0 ADVANCED ENERGY INDS COM 007973100 167 11714 SH SOLE 11714 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 153 21743 SH SOLE 21743 0 0 AGNICO EAGLE MINES LTD COM 008474108 299 4400 SH SOLE 4400 0 0 AGNICO EAGLE MINES LTD OPTION 008474108 1930 1000 SH CALL SOLE 1000 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2192 130021 SH SOLE 130021 0 0 AMERICAN ELEC PWR INC COM 025537101 10349 333948 SH SOLE 333948 0 0 AES CORP COM 00130H105 4567 308160 SH SOLE 308160 0 0 AETNA INC NEW COM 00817Y108 10517 377892 SH SOLE 377892 0 0 AETNA INC NEW OPTION 00817Y108 219 1720 SH CALL SOLE 1720 0 0 ASTORIA FINL CORP COM 046265104 693 62816 SH SOLE 62816 0 0 AFFYMETRIX INC COM 00826T108 476 54164 SH SOLE 54164 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 940 36865 SH SOLE 36865 0 0 AFLAC INC COM 001055102 11262 263494 SH SOLE 263494 0 0 AFLAC INC OPTION 001055102 661 3575 SH PUT SOLE 3575 0 0 AFLAC INC OPTION 001055102 225 752 SH CALL SOLE 752 0 0 AGCO CORP COM 001084102 4442 160781 SH SOLE 160781 0 0 ISHARES TR INDEX BARCLY USAGG BCOM 464287226 24279 231409 SH SOLE 231409 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 359 10664 SH SOLE 10664 0 0 AGL RES INC COM 001204106 1185 33587 SH SOLE 33587 0 0 ALLERGAN INC COM 018490102 14586 256979 SH SOLE 256979 0 0 ALLERGAN INC OPTION 018490102 284 2000 SH PUT SOLE 2000 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page4 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ALLERGAN INC OPTION 018490102 344 500 SH CALL SOLE 500 0 0 ASSURED GUARANTY LTD COM G0585R106 896 46125 SH SOLE 46125 0 0 AMERIGROUP CORP COM 03073T102 736 33193 SH SOLE 33193 0 0 AGRIUM INC COM 008916108 1514 30405 SH SOLE 30405 0 0 ALLIED HEALTHCARE INTL INC COM 01923A109 43 15300 SH SOLE 15300 0 0 ANTHRACITE CAP INC COM 037023108 33 31185 SH SOLE 31185 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 112 11813 SH SOLE 11813 0 0 ASHFORD HOSPITALITY TR INC COM COM 044103109 80 23213 SH SOLE 23213 0 0 AMERICAN INTL GROUP INC COM 026874784 8238 186765 SH SOLE 186765 0 0 AMERICAN INTL GROUP INC OPTION 026874784 1234 4872 SH PUT SOLE 4872 0 0 AMERICAN INTL GROUP INC OPTION 026874784 4120 2485 SH CALL SOLE 2485 0 0 AMERICAN INTL GROUP INC UNIT 9 COM 026874115 5016 434317 SH SOLE 434317 0 0 APOLLO INVT CORP COM 03761U106 1222 127967 SH SOLE 127967 0 0 ALLIANCE HEALTHCARE SRVCS IN COM 018606202 57 10144 SH SOLE 10144 0 0 AAR CORP COM 000361105 295 13464 SH SOLE 13464 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 317 14973 SH SOLE 14973 0 0 APARTMENT INVT & MGMT CO COM 03748R101 489 33138 SH SOLE 33138 0 0 ASSURANT INC COM 04621X108 1045 32580 SH SOLE 32580 0 0 GALLAGHER ARTHUR J & CO COM 363576109 822 33738 SH SOLE 33738 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 5787 294055 SH SOLE 294055 0 0 AKAMAI TECHNOLOGIES INC OPTION 00971T101 529 9176 SH PUT SOLE 9176 0 0 ACADIA RLTY TR COM SH BEN INT COM 004239109 221 14649 SH SOLE 14649 0 0 AKORN INC COM 009728106 25 18058 SH SOLE 18058 0 0 AK STL HLDG CORP COM 001547108 2542 128825 SH SOLE 128825 0 0 AK STL HLDG CORP OPTION 001547108 295 3434 SH CALL SOLE 3434 0 0 ALBEMARLE CORP COM 012653101 1878 54273 SH SOLE 54273 0 0 ALCOA INC BOND CV 013817AT8 2640000 12000000 PRN SOLE 12000000 0 0 ALLIED CAP CORP NEW COM 01903Q108 199 64688 SH SOLE 64688 0 0 ALLETE INC COM 018522300 336 9996 SH SOLE 9996 0 0 ALEXANDER & BALDWIN INC COM 014482103 510 15896 SH SOLE 15896 0 0 ALIGN TECHNOLOGY INC COM 016255101 305 21468 SH SOLE 21468 0 0 ALLEGIANT TRAVEL CO COM 01748X102 210 5505 SH SOLE 5505 0 0 ALASKA AIR GROUP INC COM 011659109 803 29964 SH SOLE 29964 0 0 ALKERMES INC COM 01642T108 327 35550 SH SOLE 35550 0 0 ALLSTATE CORP COM 020002101 10558 344819 SH SOLE 344819 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 367 16184 SH SOLE 16184 0 0 ALASKA COMMUNICATIONS SYS GR COM 01167P101 149 16134 SH SOLE 16134 0 0 ALLOS THERAPEUTICS INC COM 019777101 169 23360 SH SOLE 23360 0 0 ALTERA CORP COM 021441100 4820 234988 SH SOLE 234988 0 0 ALCATEL-LUCENT COM 013904305 3610 803905 SH SOLE 803905 0 0 ALEXANDERS INC COM 014752109 238 805 SH SOLE 805 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 234 5256 SH SOLE 5256 0 0 ALLIS CHALMERS ENERGY INC PAR COM 019645506 93 21223 SH SOLE 21223 0 0 AMERICAN GREETINGS CORP COM 026375105 662 29684 SH SOLE 29684 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 296 6772 SH SOLE 6772 0 0 APPLIED MATLS INC COM 038222105 12674 947255 SH SOLE 947255 0 0 APPLIED MATLS INC OPTION 038222105 206 4236 SH CALL SOLE 4236 0 0 APPLIED MATLS INC OPTION 038222105 377 9242 SH PUT SOLE 9242 0 0 AMB PROPERTY CORP COM 00163T109 1714 74692 SH SOLE 74692 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W406 237 23693 SH SOLE 23693 0 0 AMICAS INC COM 001712108 43 12017 SH SOLE 12017 0 0 ADVANCED MICRO DEVICES INC COM 007903107 10178 1798267 SH SOLE 1798267 0 0 ADVANCED MICRO DEVICES INC OPTION 007903107 2806 13949 SH CALL SOLE 13949 0 0 ADVANCED MICRO DEVICES INC OPTION 007903107 2320 27647 SH PUT SOLE 27647 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page5 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AMETEK INC NEW COM 031100100 1581 45288 SH SOLE 45288 0 0 AMEDISYS INC COM 023436108 853 19541 SH SOLE 19541 0 0 AFFILIATED MANAGERS GROUP COM 008252108 2180 33535 SH SOLE 33535 0 0 AMGEN INC COM 031162100 74370 1234762 SH SOLE 1234762 0 0 AMGEN INC OPTION 031162100 4206 13883 SH CALL SOLE 13883 0 0 AMGEN INC OPTION 031162100 4487 12509 SH PUT SOLE 12509 0 0 AMKOR TECHNOLOGY INC COM 031652100 107 15546 SH SOLE 15546 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 437 25847 SH SOLE 25847 0 0 AMERICAN MED SYS HLDGS INC BOND CV 02744MAA6 300575 2854000 PRN SOLE 2854000 0 0 AMERON INTL INC COM 030710107 686 9798 SH SOLE 9798 0 0 AMERIPRISE FINL INC COM 03076C106 3063 84321 SH SOLE 84321 0 0 AMR CORP COM 001765106 126 15821 SH SOLE 15821 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 894 26657 SH SOLE 26657 0 0 AMSURG CORP COM 03232P405 239 11267 SH SOLE 11267 0 0 AMERICAN TOWER CORP COM 029912201 8365 229798 SH SOLE 229798 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 2412 122854 SH SOLE 122854 0 0 AMERICA MOVIL SAB DE CV SPON COM 02364W105 14606 333237 SH SOLE 333237 0 0 AMERICA MOVIL SAB DE CV SPON OPTION 02364W105 2938 2002 SH PUT SOLE 2002 0 0 AMAZON COM INC COM 023135106 23377 250392 SH SOLE 250392 0 0 AMAZON COM INC OPTION 023135106 3329 8532 SH PUT SOLE 8532 0 0 AMAZON COM INC OPTION 023135106 8906 6141 SH CALL SOLE 6141 0 0 AUTONATION INC COM 05329W102 2295 126937 SH SOLE 126937 0 0 ANADIGICS INC COM 032515108 113 23909 SH SOLE 23909 0 0 ANDERSONS INC COM 034164103 227 6446 SH SOLE 6446 0 0 ABERCROMBIE & FITCH CO COM 002896207 2458 74757 SH SOLE 74757 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 304 38638 SH SOLE 38638 0 0 ANWORTH MORTGAGE ASSET CP OPTION 037347101 276 5300 SH CALL SOLE 5300 0 0 ANNTAYLOR STORES CORP COM 036115103 659 41459 SH SOLE 41459 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 658 18757 SH SOLE 18757 0 0 ANSYS INC COM 03662Q105 1443 38567 SH SOLE 38567 0 0 ALLIED NEVADA GOLD CORP COM 019344100 164 16715 SH SOLE 16715 0 0 AEGEAN MARINE PETROLEUM NETW S COM Y0017S102 220 9797 SH SOLE 9797 0 0 AMERICAN ORIENTAL BIOENGR IN COM 028731107 110 22540 SH SOLE 22540 0 0 AON CORP COM 037389103 7673 188576 SH SOLE 188576 0 0 ALLIANCE ONE INTL INC COM 018772103 147 32734 SH SOLE 32734 0 0 SMITH A O COM 831865209 805 21124 SH SOLE 21124 0 0 APACHE CORP COM 037411105 38853 423101 SH SOLE 423101 0 0 APACHE CORP OPTION 037411105 496 1074 SH PUT SOLE 1074 0 0 APACHE CORP OPTION 037411105 2231 3505 SH CALL SOLE 3505 0 0 ANADARKO PETE CORP COM 032511107 18999 302876 SH SOLE 302876 0 0 ANADARKO PETE CORP OPTION 032511107 11104 6978 SH CALL SOLE 6978 0 0 AIR PRODS & CHEMS INC COM 009158106 10480 135082 SH SOLE 135082 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 222 6401 SH SOLE 6401 0 0 AMPHENOL CORP NEW COM 032095101 4499 119397 SH SOLE 119397 0 0 ACME PACKET INC COM 004764106 138 13775 SH SOLE 13775 0 0 APOGEE ENTERPRISES INC COM 037598109 153 10217 SH SOLE 10217 0 0 APOLLO GROUP INC COM 037604105 10622 144187 SH SOLE 144187 0 0 APOLLO GROUP INC OPTION 037604105 400 845 SH PUT SOLE 845 0 0 AMERICAN APPAREL INC COM 023850100 39 11111 SH SOLE 11111 0 0 ARACRUZ CELULOSE S A SPON COM 038496204 567 25480 SH SOLE 25480 0 0 ACCURAY INC COM 004397105 96 14839 SH SOLE 14839 0 0 ARIBA INC COM 04033V203 375 32340 SH SOLE 32340 0 0 ARES CAP CORP COM 04010L103 380 34440 SH SOLE 34440 0 0 ARENA RESOURCES INC COM 040049108 464 13073 SH SOLE 13073 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page6 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1036 19062 SH SOLE 19062 0 0 AIRGAS INC COM 009363102 2157 44591 SH SOLE 44591 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 92 41672 SH SOLE 41672 0 0 ARCH CHEMICALS INC COM 03937R102 264 8812 SH SOLE 8812 0 0 ARVINMERITOR INC COM 043353101 2086 266706 SH SOLE 266706 0 0 ARENA PHARMACEUTICALS INC COM 040047102 154 34356 SH SOLE 34356 0 0 AEROPOSTALE COM 007865108 938 21570 SH SOLE 21570 0 0 AMERICAN REPROGRAPHICS CO COM 029263100 122 12862 SH SOLE 12862 0 0 ARQULE INC COM 04269E107 68 15084 SH SOLE 15084 0 0 ARRIS GROUP INC COM 04269Q100 2112 162351 SH SOLE 162351 0 0 ARRAY BIOPHARMA INC COM 04269X105 38 16032 SH SOLE 16032 0 0 ART TECHNOLOGY GROUP INC COM 04289L107 182 47091 SH SOLE 47091 0 0 ARUBA NETWORKS INC COM 043176106 569 64395 SH SOLE 64395 0 0 ARROW ELECTRS INC COM 042735100 2693 95665 SH SOLE 95665 0 0 ASSOCIATED BANC CORP COM 045487105 532 46576 SH SOLE 46576 0 0 AMERICAN SCIENCE & ENGR INC COM 029429107 213 3129 SH SOLE 3129 0 0 ON ASSIGNMENT INC COM 682159108 81 13771 SH SOLE 13771 0 0 ASHLAND INC NEW COM 044209104 1405 32499 SH SOLE 32499 0 0 ASIAINFO HLDGS INC COM 04518A104 210 10512 SH SOLE 10512 0 0 ASM INTL N V NY REGISTER SH COM N07045102 1043 55963 SH SOLE 55963 0 0 ASML HOLDING N V NY REG SHS COM N07059186 1534 51867 SH SOLE 51867 0 0 GRUPO AEROPORTUARIO DEL SURE S COM 40051E202 1391 32618 SH SOLE 32618 0 0 ALPHATEC HOLDINGS INC COM 02081G102 53 11605 SH SOLE 11605 0 0 ATHENAHEALTH INC COM 04685W103 1470 38303 SH SOLE 38303 0 0 ATHEROS COMMUNICATIONS INC COM 04743P108 569 21461 SH SOLE 21461 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1628 46514 SH SOLE 46514 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 1169 15014 SH SOLE 15014 0 0 ATLAS AMER INC COM 049167109 347 12822 SH SOLE 12822 0 0 ATMI INC COM 00207R101 201 11087 SH SOLE 11087 0 0 ATMEL CORP COM 049513104 766 182916 SH SOLE 182916 0 0 ATP OIL & GAS CORP COM 00208J108 225 12550 SH SOLE 12550 0 0 APTARGROUP INC COM 038336103 1018 27239 SH SOLE 27239 0 0 AIR TRANSPORT SERVICES GRP I COM 00922R105 65 18793 SH SOLE 18793 0 0 ATS MED INC COM 002083103 42 15573 SH SOLE 15573 0 0 ACTUANT CORP COM 00508X203 512 31861 SH SOLE 31861 0 0 ACTIVISION BLIZZARD INC COM 00507V109 4217 340354 SH SOLE 340354 0 0 ATWOOD OCEANICS INC COM 050095108 1281 36320 SH SOLE 36320 0 0 ANGLOGOLD ASHANTI LTD COM 035128206 266 6537 SH SOLE 6537 0 0 ANGLOGOLD ASHANTI LTD OPTION 035128206 594 1100 SH CALL SOLE 1100 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 527 15393 SH SOLE 15393 0 0 AVISTA CORP COM 05379B107 375 18552 SH SOLE 18552 0 0 AVALONBAY CMNTYS INC COM 053484101 2271 31225 SH SOLE 31225 0 0 AVOCENT CORP COM 053893103 364 17944 SH SOLE 17944 0 0 AVID TECHNOLOGY INC COM 05367P100 147 10423 SH SOLE 10423 0 0 AVI BIOPHARMA INC COM 002346104 59 34234 SH SOLE 34234 0 0 AVANIR PHARMACEUTICALS INC COM 05348P401 42 20107 SH SOLE 20107 0 0 AVON PRODS INC COM 054303102 9200 270920 SH SOLE 270920 0 0 AVNET INC COM 053807103 2753 106022 SH SOLE 106022 0 0 AVERY DENNISON CORP COM 053611109 1329 36899 SH SOLE 36899 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 1150 57663 SH SOLE 57663 0 0 AMERICAN STS WTR CO COM 029899101 233 6437 SH SOLE 6437 0 0 AXA COM 054536107 1635 60447 SH SOLE 60447 0 0 ANIXTER INTL INC COM 035290105 454 11321 SH SOLE 11321 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 3210 453330 SH SOLE 453330 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page7 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AMERICAN EXPRESS CO COM 025816109 19141 564633 SH SOLE 564633 0 0 AMERICAN EXPRESS CO OPTION 025816109 2332 20700 SH PUT SOLE 20700 0 0 AMERICAN EXPRESS CO OPTION 025816109 7062 6648 SH CALL SOLE 6648 0 0 AXIS CAPITAL HOLDINGS SHS COM G0692U109 709 23493 SH SOLE 23493 0 0 ALLEGHENY ENERGY INC COM 017361106 2938 110782 SH SOLE 110782 0 0 ACUITY BRANDS INC COM 00508Y102 757 23503 SH SOLE 23503 0 0 AIRCASTLE LTD COM G0129K104 163 16812 SH SOLE 16812 0 0 ALLIANZ SE SP COM 018805101 3589 287591 SH SOLE 287591 0 0 ASTRAZENECA PLC COM 046353108 1491 33166 SH SOLE 33166 0 0 AUTOZONE INC COM 053332102 4572 31266 SH SOLE 31266 0 0 BARNES GROUP INC COM 067806109 275 16102 SH SOLE 16102 0 0 BOEING CO COM 097023105 20579 380043 SH SOLE 380043 0 0 BOEING CO OPTION 097023105 419 9250 SH PUT SOLE 9250 0 0 BOEING CO OPTION 097023105 288 1402 SH CALL SOLE 1402 0 0 BANK OF AMERICA CORPORATION COM 060505104 475551 28105870 SH SOLE 28105870 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 14830 92313 SH CALL SOLE 92313 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 826 250 SH PUT SOLE 250 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 94620 365288 SH PUT SOLE 365288 0 0 CREDICORP LTD COM G2519Y108 52773 678662 SH SOLE 678662 0 0 BARE ESCENTUALS INC COM 067511105 281 23594 SH SOLE 23594 0 0 BAXTER INTL INC COM 071813109 24778 434627 SH SOLE 434627 0 0 BAXTER INTL INC OPTION 071813109 483 1427 SH CALL SOLE 1427 0 0 BLACKBOARD INC COM 091935502 439 11618 SH SOLE 11618 0 0 BED BATH & BEYOND INC COM 075896100 9756 259884 SH SOLE 259884 0 0 BANCO BRADESCO S A SP COM 059460303 29223 1469222 SH SOLE 1469222 0 0 BANCO BRADESCO S A SP OPTION 059460303 506 12871 SH PUT SOLE 12871 0 0 BANCO BRADESCO S A SP OPTION 059460303 4859 9680 SH CALL SOLE 9680 0 0 BARRETT BILL CORP COM 06846N104 1072 32683 SH SOLE 32683 0 0 BIGBAND NETWORKS INC COM 089750509 51 12600 SH SOLE 12600 0 0 BB&T CORP COM 054937107 9805 359953 SH SOLE 359953 0 0 BB&T CORP OPTION 054937107 2252 3717 SH CALL SOLE 3717 0 0 BANCO BILBAO VIZCAYA ARGENTA COM 05946K101 486 27230 SH SOLE 27230 0 0 BEST BUY INC COM 086516101 11032 294036 SH SOLE 294036 0 0 BEST BUY INC OPTION 086516101 897 2530 SH PUT SOLE 2530 0 0 BEST BUY INC OPTION 086516101 3457 11933 SH CALL SOLE 11933 0 0 BRUNSWICK CORP COM 117043109 392 32703 SH SOLE 32703 0 0 BRINKS CO COM 109696104 541 20087 SH SOLE 20087 0 0 BARD C R INC COM 067383109 5343 67968 SH SOLE 67968 0 0 BLUE COAT SYSTEMS INC COM 09534T508 323 14309 SH SOLE 14309 0 0 BELDEN INC COM 077454106 435 18834 SH SOLE 18834 0 0 BLACK & DECKER CORP COM 091797100 2834 61230 SH SOLE 61230 0 0 BECTON DICKINSON & CO COM 075887109 9304 133388 SH SOLE 133388 0 0 BE AEROSPACE INC COM 073302101 890 44167 SH SOLE 44167 0 0 BECKMAN COULTER INC COM 075811109 2487 36071 SH SOLE 36071 0 0 BEACON ROOFING SUPPLY INC COM 073685109 252 15762 SH SOLE 15762 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 71 27482 SH SOLE 27482 0 0 FRANKLIN RES INC COM 354613101 9514 94569 SH SOLE 94569 0 0 BRIGHAM EXPLORATION CO COM 109178103 271 29889 SH SOLE 29889 0 0 BALDOR ELEC CO COM 057741100 1706 62387 SH SOLE 62387 0 0 BROWN FORMAN CORP CL B COM 115637209 3661 75925 SH SOLE 75925 0 0 BUNGE LIMITED COM G16962105 5980 95508 SH SOLE 95508 0 0 BGC PARTNERS INC COM 05541T101 71 16688 SH SOLE 16688 0 0 BRIGGS & STRATTON CORP COM 109043109 752 38767 SH SOLE 38767 0 0 BORDERS GROUP INC COM 099709107 54 17390 SH SOLE 17390 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page8 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BLACKROCK FLOATING RATE INCO COM 091941104 1746 140000 SH SOLE 140000 0 0 BENCHMARK ELECTRS INC COM 08160H101 422 23458 SH SOLE 23458 0 0 BAKER HUGHES INC COM 057224107 11317 265290 SH SOLE 265290 0 0 BAKER HUGHES INC OPTION 057224107 1877 3089 SH CALL SOLE 3089 0 0 BAKER HUGHES INC OPTION 057224107 2175 3426 SH PUT SOLE 3426 0 0 BHP BILLITON LTD OPTION 088606108 460 1000 SH CALL SOLE 1000 0 0 SOTHEBYS COM 835898107 894 51895 SH SOLE 51895 0 0 BAIDU INC SPON COM 056752108 15838 40500 SH SOLE 40500 0 0 BAIDU INC SPON OPTION 056752108 1073 1370 SH PUT SOLE 1370 0 0 BAIDU INC SPON OPTION 056752108 3876 1111 SH CALL SOLE 1111 0 0 BIG LOTS INC COM 089302103 925 36973 SH SOLE 36973 0 0 BIOGEN IDEC INC COM 09062X103 14693 290834 SH SOLE 290834 0 0 BIOGEN IDEC INC OPTION 09062X103 272 1700 SH PUT SOLE 1700 0 0 BIOGEN IDEC INC OPTION 09062X103 510 3000 SH CALL SOLE 3000 0 0 SPDR SERIES TRUST BRCLYS 1-3MT COM 78464A680 1476 32172 SH SOLE 32172 0 0 BIO RAD LABS INC COM 090572207 816 8879 SH SOLE 8879 0 0 BIOSCRIP INC COM 09069N108 97 14339 SH SOLE 14339 0 0 BJS WHOLESALE CLUB INC COM 05548J106 924 25514 SH SOLE 25514 0 0 BMP SUNSTONE CORP COM 05569C105 46 11219 SH SOLE 11219 0 0 BJ SVCS CO COM 055482103 10174 523643 SH SOLE 523643 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 21810 752327 SH SOLE 752327 0 0 BANK OF NEW YORK MELLON CORP OPTION 064058100 893 6874 SH PUT SOLE 6874 0 0 BANK OF NEW YORK MELLON CORP OPTION 064058100 395 4091 SH CALL SOLE 4091 0 0 BURGER KING HLDGS INC COM 121208201 233 13238 SH SOLE 13238 0 0 BLACK HILLS CORP COM 092113109 715 28403 SH SOLE 28403 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 150 13991 SH SOLE 13991 0 0 BANK MUTUAL CORP NEW COM 063750103 145 16426 SH SOLE 16426 0 0 BARNES & NOBLE INC COM 067774109 639 28754 SH SOLE 28754 0 0 BELO CORP COM SER A COM 080555105 360 66607 SH SOLE 66607 0 0 BLACKROCK INC COM 09247X101 1545 7128 SH SOLE 7128 0 0 BLACKBAUD INC COM 09227Q100 366 15761 SH SOLE 15761 0 0 BALL CORP COM 058498106 4240 86173 SH SOLE 86173 0 0 BLOUNT INTL INC NEW COM 095180105 130 13684 SH SOLE 13684 0 0 IMMUCOR INC COM 452526106 1516 85666 SH SOLE 85666 0 0 BMC SOFTWARE INC COM 055921100 4704 125339 SH SOLE 125339 0 0 BADGER METER INC COM 056525108 200 5173 SH SOLE 5173 0 0 BIOMED REALTY TRUST INC COM 09063H107 374 27131 SH SOLE 27131 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 397 21933 SH SOLE 21933 0 0 BEMIS INC COM 081437105 2218 85618 SH SOLE 85618 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 31417 1395074 SH SOLE 1395074 0 0 BRISTOL MYERS SQUIBB CO OPTION 110122108 3061 19137 SH CALL SOLE 19137 0 0 BRISTOL MYERS SQUIBB CO OPTION 110122108 593 5010 SH PUT SOLE 5010 0 0 BENEFICIAL MUTUAL BANCORP IN COM 08173R104 121 13231 SH SOLE 13231 0 0 BOWNE & CO INC COM 103043105 106 13792 SH SOLE 13792 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 12027 150661 SH SOLE 150661 0 0 BURLINGTON NORTHN SANTA FE C OPTION 12189T104 317 1885 SH PUT SOLE 1885 0 0 BURLINGTON NORTHN SANTA FE C OPTION 12189T104 1098 1722 SH CALL SOLE 1722 0 0 BOB EVANS FARMS INC COM 096761101 666 22919 SH SOLE 22919 0 0 BANK HAWAII CORP COM 062540109 643 15479 SH SOLE 15479 0 0 BP PLC COM 055622104 2053 38565 SH SOLE 38565 0 0 POPULAR INC COM 733174106 120 42235 SH SOLE 42235 0 0 BROADPOINT GLEACHER SECS GRO COM 11134A103 189 22702 SH SOLE 22702 0 0 BPZ RESOURCES INC COM 055639108 253 33644 SH SOLE 33644 0 0 OILSANDS QUEST INC COM 678046103 92 81249 SH SOLE 81249 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page9 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BRO COM 11133T103 2034 101172 SH SOLE 101172 0 0 BRADY CORP COM 104674106 502 17488 SH SOLE 17488 0 0 BROCADE COMMUNICATIONS SYS I COM 111621306 173 21998 SH SOLE 21998 0 0 BROADCOM CORP COM 111320107 9454 308043 SH SOLE 308043 0 0 BRE PROPERTIES INC COM 05564E106 723 23093 SH SOLE 23093 0 0 BERKSHIRE HATHAWAY INC DEL COM 084670108 8585 85 SH SOLE 85 0 0 BERKSHIRE HATHAWAY INC DEL CL BCOM 084670207 5247 1579 SH SOLE 1579 0 0 BRUKER CORP COM 116794108 187 17557 SH SOLE 17557 0 0 BROOKS AUTOMATION INC COM 114340102 182 23609 SH SOLE 23609 0 0 BRONCO DRILLING CO INC COM 112211107 67 10153 SH SOLE 10153 0 0 BROWN & BROWN INC COM 115236101 1037 54139 SH SOLE 54139 0 0 BRISTOW GROUP INC COM 110394103 310 10452 SH SOLE 10452 0 0 BRISTOW GROUP INC BOND CV 110394AC7 561000 6800000 PRN SOLE 6800000 0 0 BERRY PETE CO COM 085789105 410 15298 SH SOLE 15298 0 0 BOSTON SCIENTIFIC CORP COM 101137107 14544 1373350 SH SOLE 1373350 0 0 BOSTON SCIENTIFIC CORP OPTION 101137107 943 4621 SH PUT SOLE 4621 0 0 PEABODY ENERGY CORP COM 704549104 9965 267736 SH SOLE 267736 0 0 BUCYRUS INTL INC NEW COM 118759109 641 17999 SH SOLE 17999 0 0 COMPANIA DE MINAS BUENAVENTU COM 204448104 728 20664 SH SOLE 20664 0 0 BORGWARNER INC COM 099724106 4035 133335 SH SOLE 133335 0 0 BROADWIND ENERGY INC COM 11161T108 87 10979 SH SOLE 10979 0 0 BUFFALO WILD WINGS INC COM 119848109 267 6417 SH SOLE 6417 0 0 BROWN SHOE INC NEW COM 115736100 116 14474 SH SOLE 14474 0 0 BLACKSTONE GROUP L P COM UNIT COM 09253U108 432 30456 SH SOLE 30456 0 0 BOSTON PROPERTIES INC COM 101121101 10400 158650 SH SOLE 158650 0 0 BOSTON PROPERTIES INC OPTION 101121101 510 750 SH PUT SOLE 750 0 0 BANCORPSOUTH INC COM 059692103 518 21206 SH SOLE 21206 0 0 BOYD GAMING CORP COM 103304101 705 64500 SH SOLE 64500 0 0 BALLY TECHNOLOGIES INC COM 05874B107 1680 43786 SH SOLE 43786 0 0 BOISE INC COM 09746Y105 61 11507 SH SOLE 11507 0 0 BEAZER HOMES USA INC COM 07556Q105 711 127193 SH SOLE 127193 0 0 CITIGROUP INC COM 172967101 142065 29352350 SH SOLE 29352350 0 0 CITIGROUP INC OPTION 172967101 2203 55760 SH CALL SOLE 55760 0 0 CITIGROUP INC OPTION 172967101 49690 147157 SH PUT SOLE 147157 0 0 CA INC COM 12673P105 12961 589425 SH SOLE 589425 0 0 CA INC OPTION 12673P105 343 5706 SH PUT SOLE 5706 0 0 CA INC OPTION 12673P105 223 474 SH CALL SOLE 474 0 0 CABELAS INC COM 126804301 182 13617 SH SOLE 13617 0 0 CACI INTL INC COM 127190304 497 10513 SH SOLE 10513 0 0 CONAGRA FOODS INC COM 205887102 5655 260842 SH SOLE 260842 0 0 CARDINAL HEALTH INC COM 14149Y108 5704 212836 SH SOLE 212836 0 0 CHEESECAKE FACTORY INC COM 163072101 862 46557 SH SOLE 46557 0 0 CONTINENTAL AIRLS INC CL B COM 210795308 654 39773 SH SOLE 39773 0 0 CONTINENTAL AIRLS INC CL B OPTION 210795308 775 8850 SH CALL SOLE 8850 0 0 CONTINENTAL AIRLS INC CL B OPTION 210795308 1054 2150 SH PUT SOLE 2150 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 4697 124189 SH SOLE 124189 0 0 CAMERON INTERNATIONAL CORP OPTION 13342B105 220 126 SH PUT SOLE 126 0 0 AVIS BUDGET GROUP COM 053774105 687 51416 SH SOLE 51416 0 0 CHINACAST EDU CORP COM 16946T109 80 10950 SH SOLE 10950 0 0 CATERPILLAR INC DEL COM 149123101 24483 476964 SH SOLE 476964 0 0 CATERPILLAR INC DEL OPTION 149123101 1103 3950 SH PUT SOLE 3950 0 0 CATERPILLAR INC DEL OPTION 149123101 5676 5739 SH CALL SOLE 5739 0 0 CATHAY GENERAL BANCORP COM 149150104 448 55330 SH SOLE 55330 0 0 CAVIUM NETWORKS INC COM 14965A101 276 12846 SH SOLE 12846 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page10 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CHUBB CORP COM 171232101 8389 166421 SH SOLE 166421 0 0 CHINA BAK BATTERY INC COM 16936Y100 67 13564 SH SOLE 13564 0 0 CINCINNATI BELL INC NEW COM 171871106 590 168484 SH SOLE 168484 0 0 COOPER INDUSTRIES PLC SHS COM G24140108 1449 38563 SH SOLE 38563 0 0 CB RICHARD ELLIS GROUP INC COM 12497T101 1743 148429 SH SOLE 148429 0 0 CHRISTOPHER & BANKS CORP COM 171046105 89 13156 SH SOLE 13156 0 0 CBL & ASSOC PPTYS INC COM 124830100 371 38261 SH SOLE 38261 0 0 CAMBREX CORP COM 132011107 66 10468 SH SOLE 10468 0 0 CIBER INC COM 17163B102 97 24373 SH SOLE 24373 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 272 7906 SH SOLE 7906 0 0 CBS CORP NEW CL B COM 124857202 6142 509705 SH SOLE 509705 0 0 COMMERCE BANCSHARES INC COM 200525103 1235 33176 SH SOLE 33176 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 1396 69106 SH SOLE 69106 0 0 CABOT CORP COM 127055101 667 28877 SH SOLE 28877 0 0 CBIZ INC COM 124805102 134 17985 SH SOLE 17985 0 0 CALGON CARBON CORP COM 129603106 2138 144193 SH SOLE 144193 0 0 COCA COLA ENTERPRISES INC COM 191219104 2493 116440 SH SOLE 116440 0 0 CROWN CASTLE INTL CORP COM 228227104 1426 45468 SH SOLE 45468 0 0 CAMECO CORP COM 13321L108 9419 338804 SH SOLE 338804 0 0 CROWN HOLDINGS INC COM 228368106 634 23317 SH SOLE 23317 0 0 CARNIVAL CORP PAIRED CTF COM 143658300 10814 324938 SH SOLE 324938 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 284 8148 SH SOLE 8148 0 0 COGENT COMM GROUP INC COM 19239V302 176 15592 SH SOLE 15592 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 106 11416 SH SOLE 11416 0 0 COEUR D ALENE MINES CORP IDA COM 192108504 322 15713 SH SOLE 15713 0 0 COEUR D ALENE MINES CORP IDA OPTION 192108504 399 870 SH CALL SOLE 870 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 1023 139408 SH SOLE 139408 0 0 CEDAR SHOPPING CTRS INC COM 150602209 93 14441 SH SOLE 14441 0 0 CELANESE CORP DEL COM SER A COM 150870103 1940 77608 SH SOLE 77608 0 0 CEC ENTMT INC COM 125137109 207 7995 SH SOLE 7995 0 0 CAREER EDUCATION CORP COM 141665109 656 26971 SH SOLE 26971 0 0 CENTRAL FD CDA LTD COM 153501101 663 50011 SH SOLE 50011 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 5828 180046 SH SOLE 180046 0 0 CELLCOM ISRAEL LTD SHS COM M2196U109 1420 46666 SH SOLE 46666 0 0 CELGENE CORP COM 151020104 40438 723403 SH SOLE 723403 0 0 CELGENE CORP OPTION 151020104 748 1319 SH CALL SOLE 1319 0 0 CELGENE CORP OPTION 151020104 5812 5384 SH PUT SOLE 5384 0 0 BRIGHTPOINT INC COM 109473405 545 62318 SH SOLE 62318 0 0 CENTRAL GARDEN & PET CO COM 153527205 242 22144 SH SOLE 22144 0 0 CENTURY ALUM CO COM 156431108 221 23584 SH SOLE 23584 0 0 CNOOC LTD COM 126132109 2465 18200 SH SOLE 18200 0 0 CEPHALON INC COM 156708109 5316 91281 SH SOLE 91281 0 0 CERNER CORP COM 156782104 3861 51618 SH SOLE 51618 0 0 CENTRAL EUROPEAN MEDIA ENTRP COM G20045202 7070 206412 SH SOLE 206412 0 0 CF INDS HLDGS INC COM 125269100 3486 40429 SH SOLE 40429 0 0 CF INDS HLDGS INC OPTION 125269100 1330 2450 SH CALL SOLE 2450 0 0 BRINKS HOME SEC HLDGS INC COM 109699108 7146 232096 SH SOLE 232096 0 0 CAREFUSION CORP COM 14170T101 2117 97116 SH SOLE 97116 0 0 CULLEN FROST BANKERS INC COM 229899109 1624 31447 SH SOLE 31447 0 0 COGNEX CORP COM 192422103 226 13818 SH SOLE 13818 0 0 CHURCH & DWIGHT INC COM 171340102 2522 44453 SH SOLE 44453 0 0 CHEMED CORP NEW COM 16359R103 351 7989 SH SOLE 7989 0 0 CH ENERGY GROUP INC COM 12541M102 245 5520 SH SOLE 5520 0 0 CHOICE HOTELS INTL INC COM 169905106 285 9186 SH SOLE 9186 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page11 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CHESAPEAKE ENERGY CORP COM 165167107 61300 2158439 SH SOLE 2158439 0 0 CHESAPEAKE ENERGY CORP OPTION 165167107 3919 12505 SH CALL SOLE 12505 0 0 CHESAPEAKE ENERGY CORP OPTION 165167107 468 23028 SH PUT SOLE 23028 0 0 CHECK POINT SOFTWARE TECH LT COM M22465104 6242 220183 SH SOLE 220183 0 0 CHINA MOBILE LIMITED COM 16941M109 1276 25976 SH SOLE 25976 0 0 CHINA MOBILE LIMITED OPTION 16941M109 277 1100 SH PUT SOLE 1100 0 0 CHINA MOBILE LIMITED OPTION 16941M109 818 1170 SH CALL SOLE 1170 0 0 CHORDIANT SOFTWARE INC COM 170404305 40 10209 SH SOLE 10209 0 0 CHARMING SHOPPES INC COM 161133103 204 41434 SH SOLE 41434 0 0 C H ROBINSON WORLDWIDE INC COM 12541W209 7608 131745 SH SOLE 131745 0 0 C H ROBINSON WORLDWIDE INC OPTION 12541W209 203 1570 SH PUT SOLE 1570 0 0 C H ROBINSON WORLDWIDE INC OPTION 12541W209 364 400 SH CALL SOLE 400 0 0 CHICOS FAS INC COM 168615102 1256 96585 SH SOLE 96585 0 0 CATALYST HEALTH SOLUTIONS IN COM 14888B103 384 13163 SH SOLE 13163 0 0 CIGNA CORP COM 125509109 5849 208226 SH SOLE 208226 0 0 CITIZENS INC COM 174740100 74 11619 SH SOLE 11619 0 0 BANCOLOMBIA S A SPON COM 05968L102 322 7500 SH SOLE 7500 0 0 CIENA CORP COM 171779309 381 23412 SH SOLE 23412 0 0 COMPANHIA ENERGETICA DE MINA SPCOM 204409601 6903 454126 SH SOLE 454126 0 0 CHIMERA INVT CORP COM 16934Q109 149 38963 SH SOLE 38963 0 0 CINCINNATI FINL CORP COM 172062101 2334 89822 SH SOLE 89822 0 0 CIT GROUP INC COM 125581108 35 28655 SH SOLE 28655 0 0 COMSYS IT PARTNERS INC COM 20581E104 5306 829009 SH SOLE 829009 0 0 CHECKPOINT SYS INC COM 162825103 247 15007 SH SOLE 15007 0 0 CKE RESTAURANTS INC COM 12561E105 179 17036 SH SOLE 17036 0 0 CKX INC COM 12562M106 139 20716 SH SOLE 20716 0 0 COLGATE PALMOLIVE CO COM 194162103 22422 293941 SH SOLE 293941 0 0 COLGATE PALMOLIVE CO OPTION 194162103 2778 5530 SH CALL SOLE 5530 0 0 CORE LABORATORIES N V COM N22717107 955 9259 SH SOLE 9259 0 0 CLARCOR INC COM 179895107 1702 54261 SH SOLE 54261 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 1854 57284 SH SOLE 57284 0 0 CLIFFS NATURAL RESOURCES INC OPTION 18683K101 956 3175 SH CALL SOLE 3175 0 0 CLEAN HARBORS INC COM 184496107 3831 68092 SH SOLE 68092 0 0 MACK CALI RLTY CORP COM 554489104 1119 34622 SH SOLE 34622 0 0 CLEAN ENERGY FUELS CORP COM 184499101 225 15640 SH SOLE 15640 0 0 COLONIAL PPTYS TR COM SH BEN I COM 195872106 138 14144 SH SOLE 14144 0 0 CONTINENTAL RESOURCES INC COM 212015101 480 12247 SH SOLE 12247 0 0 CELESTICA INC SUB VTG SHS OPTION 15101Q108 240 5450 SH PUT SOLE 5450 0 0 CLOROX CO DEL COM 189054109 4709 80062 SH SOLE 80062 0 0 COMERICA INC COM 200340107 1559 52538 SH SOLE 52538 0 0 COMMERCIAL METALS CO COM 201723103 465 25964 SH SOLE 25964 0 0 COMCAST CORP NEW COM 20030N101 40624 2406661 SH SOLE 2406661 0 0 COMCAST CORP NEW OPTION 20030N101 2108 7991 SH CALL SOLE 7991 0 0 COMCAST CORP NEW OPTION 20030N101 3392 23313 SH PUT SOLE 23313 0 0 COMCAST CORP NEW COM 20030N200 1503 93472 SH SOLE 93472 0 0 CME GROUP INC COM 12572Q105 12868 41752 SH SOLE 41752 0 0 CME GROUP INC OPTION 12572Q105 3099 839 SH CALL SOLE 839 0 0 CME GROUP INC OPTION 12572Q105 3338 503 SH PUT SOLE 503 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 1346 13873 SH SOLE 13873 0 0 CHIPOTLE MEXICAN GRILL INC OPTION 169656105 322 750 SH CALL SOLE 750 0 0 CUMMINS INC COM 231021106 7425 165708 SH SOLE 165708 0 0 CAPSTEAD MTG CORP COM NO PAR COM 14067E506 316 22746 SH SOLE 22746 0 0 CMS ENERGY CORP COM 125896100 2630 196236 SH SOLE 196236 0 0 CMS ENERGY CORP OPTION 125896100 225 4500 SH PUT SOLE 4500 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page12 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- COMTECH TELECOMMUNICATIONS C COM 205826209 894 26919 SH SOLE 26919 0 0 CENTENE CORP DEL COM 15135B101 268 14137 SH SOLE 14137 0 0 CNH GLOBAL N V SHS COM N20935206 879 51438 SH SOLE 51438 0 0 CINEMARK HOLDINGS INC COM 17243V102 117 11253 SH SOLE 11253 0 0 CLECO CORP NEW COM 12561W105 1254 49984 SH SOLE 49984 0 0 CONSECO INC COM 208464883 356 67652 SH SOLE 67652 0 0 CENTERPOINT ENERGY INC COM 15189T107 3033 243971 SH SOLE 243971 0 0 CONCUR TECHNOLOGIES INC COM 206708109 393 9875 SH SOLE 9875 0 0 CON-WAY INC COM 205944101 1491 38918 SH SOLE 38918 0 0 CONSOL ENERGY INC COM 20854P109 8078 179078 SH SOLE 179078 0 0 CORINTHIAN COLLEGES INC COM 218868107 1584 85363 SH SOLE 85363 0 0 CAPITAL ONE FINL CORP COM 14040H105 11390 318766 SH SOLE 318766 0 0 CAPITAL ONE FINL CORP OPTION 14040H105 729 1753 SH CALL SOLE 1753 0 0 CAPITAL ONE FINL CORP OPTION 14040H105 280 1419 SH PUT SOLE 1419 0 0 CABOT OIL & GAS CORP COM 127097103 3796 106174 SH SOLE 106174 0 0 COGENT INC COM 19239Y108 321 31768 SH SOLE 31768 0 0 COACH INC COM 189754104 4897 148762 SH SOLE 148762 0 0 ROCKWELL COLLINS INC COM 774341101 2937 57816 SH SOLE 57816 0 0 COLUMBIA BKG SYS INC COM 197236102 173 10457 SH SOLE 10457 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 656 15929 SH SOLE 15929 0 0 3COM CORP COM 885535104 1526 291811 SH SOLE 291811 0 0 COMVERGE INC COM 205859101 301 24685 SH SOLE 24685 0 0 COOPER COS INC COM 216648402 217 7286 SH SOLE 7286 0 0 CONOCOPHILLIPS COM 20825C104 102640 2272819 SH SOLE 2272819 0 0 CONOCOPHILLIPS OPTION 20825C104 8780 29499 SH CALL SOLE 29499 0 0 CONOCOPHILLIPS OPTION 20825C104 20351 30032 SH PUT SOLE 30032 0 0 COSTCO WHSL CORP NEW COM 22160K105 16163 286680 SH SOLE 286680 0 0 COSTCO WHSL CORP NEW OPTION 22160K105 722 8794 SH PUT SOLE 8794 0 0 COSTCO WHSL CORP NEW OPTION 22160K105 2130 3010 SH CALL SOLE 3010 0 0 COVIDIEN PLC SHS COM G2554F105 3184 73608 SH SOLE 73608 0 0 COPA HOLDINGS SA COM P31076105 1811 40696 SH SOLE 40696 0 0 CAMPBELL SOUP CO COM 134429109 3579 109722 SH SOLE 109722 0 0 CEPHEID COM 15670R107 276 20907 SH SOLE 20907 0 0 CPFL ENERGIA S A COM 126153105 2511 46491 SH SOLE 46491 0 0 CAPELLA EDUCATION COMPANY COM 139594105 378 5614 SH SOLE 5614 0 0 CALPINE CORP COM 131347304 581 50454 SH SOLE 50454 0 0 CALPINE CORP OPTION 131347304 270 3000 SH CALL SOLE 3000 0 0 CORN PRODS INTL INC COM 219023108 867 30416 SH SOLE 30416 0 0 COPART INC COM 217204106 1056 31791 SH SOLE 31791 0 0 CHINA PRECISION STEEL INC COM 16941J106 30 11007 SH SOLE 11007 0 0 CAMDEN PPTY TR SH BEN INT COM 133131102 1147 28470 SH SOLE 28470 0 0 CONCEPTUS INC COM 206016107 205 11063 SH SOLE 11063 0 0 COMPUWARE CORP COM 205638109 1510 206063 SH SOLE 206063 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 215 19061 SH SOLE 19061 0 0 COMPLETE PRODUCTION SERVICES OPTION 20453E109 324 830 SH CALL SOLE 830 0 0 CHIQUITA BRANDS INTL INC COM 170032809 808 50012 SH SOLE 50012 0 0 CRANE CO COM 224399105 453 17550 SH SOLE 17550 0 0 CELERA CORP COM 15100E106 193 30864 SH SOLE 30864 0 0 CRAY INC COM 225223304 99 11940 SH SOLE 11940 0 0 CREE INC COM 225447101 4082 111083 SH SOLE 111083 0 0 CARTER INC COM 146229109 1209 45270 SH SOLE 45270 0 0 CURIS INC COM 231269101 49 21033 SH SOLE 21033 0 0 COMSTOCK RES INC COM 205768203 823 20527 SH SOLE 20527 0 0 CHARLES RIV LABS INTL INC COM 159864107 1056 28556 SH SOLE 28556 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page13 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SALESFORCE COM INC COM 79466L302 4378 76910 SH SOLE 76910 0 0 SALESFORCE COM INC OPTION 79466L302 236 400 SH PUT SOLE 400 0 0 CROCS INC COM 227046109 203 30529 SH SOLE 30529 0 0 CARBO CERAMICS INC COM 140781105 352 6832 SH SOLE 6832 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 237 10124 SH SOLE 10124 0 0 CIRRUS LOGIC INC COM 172755100 137 24651 SH SOLE 24651 0 0 CRYOLIFE INC COM 228903100 84 10569 SH SOLE 10569 0 0 CARRIZO OIL & CO INC COM 144577103 245 10014 SH SOLE 10014 0 0 CREDIT SUISSE GROUP COM 225401108 322 5780 SH SOLE 5780 0 0 COGDELL SPENCER INC COM 19238U107 56 11681 SH SOLE 11681 0 0 COMPUTER SCIENCES CORP COM 205363104 3784 71791 SH SOLE 71791 0 0 CISCO SYS INC COM 17275R102 115346 4899992 SH SOLE 4899992 0 0 CISCO SYS INC OPTION 17275R102 4280 27102 SH CALL SOLE 27102 0 0 CISCO SYS INC OPTION 17275R102 7527 82881 SH PUT SOLE 82881 0 0 CAPITALSOURCE INC COM 14055X102 81 18627 SH SOLE 18627 0 0 COSTAR GROUP INC COM 22160N109 289 7006 SH SOLE 7006 0 0 CSG SYS INTL INC COM 126349109 194 12103 SH SOLE 12103 0 0 CASH AMER INTL INC COM 14754D100 319 10568 SH SOLE 10568 0 0 CARLISLE COS INC COM 142339100 913 26924 SH SOLE 26924 0 0 CHINA SEC & SURVE TECH INC COM 16942J105 89 12525 SH SOLE 12525 0 0 COINSTAR INC COM 19259P300 366 11088 SH SOLE 11088 0 0 CSX CORP COM 126408103 12174 290828 SH SOLE 290828 0 0 CINTAS CORP COM 172908105 2857 94253 SH SOLE 94253 0 0 COOPER TIRE & RUBR CO COM 216831107 546 31056 SH SOLE 31056 0 0 CELL THERAPEUTICS INC COM NO P COM 150934503 246 199867 SH SOLE 199867 0 0 CENTURYTEL INC COM 156700106 3149 93731 SH SOLE 93731 0 0 CATO CORP NEW COM 149205106 843 41567 SH SOLE 41567 0 0 CTS CORP COM 126501105 119 12752 SH SOLE 12752 0 0 COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 6649 171998 SH SOLE 171998 0 0 COMMSCOPE INC COM 203372107 1226 40968 SH SOLE 40968 0 0 CITRIX SYS INC COM 177376100 3773 96173 SH SOLE 96173 0 0 CUBIC CORP COM 229669106 521 13200 SH SOLE 13200 0 0 COUSINS PPTYS INC COM 222795106 408 49226 SH SOLE 49226 0 0 COVANTA HLDG CORP COM 22282E102 7194 423183 SH SOLE 423183 0 0 CABLEVISION SYS CORP COM 12686C109 864 36366 SH SOLE 36366 0 0 COVANCE INC COM 222816100 3410 62967 SH SOLE 62967 0 0 CONVERGYS CORP COM 212485106 991 99661 SH SOLE 99661 0 0 COVENTRY HEALTH CARE INC COM 222862104 2167 108556 SH SOLE 108556 0 0 COMMVAULT SYSTEMS INC COM 204166102 301 14486 SH SOLE 14486 0 0 CENVEO INC COM 15670S105 135 19477 SH SOLE 19477 0 0 CVS CAREMARK CORPORATION COM 126650100 40567 1135068 SH SOLE 1135068 0 0 CVS CAREMARK CORPORATION OPTION 126650100 1285 8430 SH PUT SOLE 8430 0 0 CVS CAREMARK CORPORATION OPTION 126650100 637 2379 SH CALL SOLE 2379 0 0 CHEVRON CORP NEW COM 166764100 118400 1681096 SH SOLE 1681096 0 0 CHEVRON CORP NEW OPTION 166764100 2360 9114 SH CALL SOLE 9114 0 0 CHEVRON CORP NEW OPTION 166764100 9573 16222 SH PUT SOLE 16222 0 0 CURTISS WRIGHT CORP COM 231561101 551 16144 SH SOLE 16144 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 1367 35107 SH SOLE 35107 0 0 COLDWATER CREEK INC COM 193068103 354 43118 SH SOLE 43118 0 0 CEMEX SAB DE CV SPON COM 151290889 2490 192746 SH SOLE 192746 0 0 CEMEX SAB DE CV SPON OPTION 151290889 355 5000 SH PUT SOLE 5000 0 0 CEMEX SAB DE CV SPON OPTION 151290889 1025 5000 SH CALL SOLE 5000 0 0 CARDIUM THERAPEUTICS INC COM 141916106 24 14919 SH SOLE 14919 0 0 CORRECTIONS CORP AMER NEW COM 22025Y407 2028 89548 SH SOLE 89548 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page14 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CYBERSOURCE CORP COM 23251J106 248 14853 SH SOLE 14853 0 0 CENTENNIAL COMMUNCTNS CORP N COM 15133V208 240 30098 SH SOLE 30098 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 1476 46211 SH SOLE 46211 0 0 CYMER INC COM 232572107 405 10414 SH SOLE 10414 0 0 CITY NATL CORP COM 178566105 969 24886 SH SOLE 24886 0 0 CYPRESS BIOSCIENCES INC PAR $ COM 232674507 118 14471 SH SOLE 14471 0 0 CYTEC INDS INC COM 232820100 965 29727 SH SOLE 29727 0 0 CYTOKINETICS INC COM 23282W100 87 16527 SH SOLE 16527 0 0 CYTORI THERAPEUTICS INC COM 23283K105 44 11074 SH SOLE 11074 0 0 DOMINION RES INC VA NEW COM 25746U109 7314 212010 SH SOLE 212010 0 0 DAIMLER AG REG SHS COM D1668R123 3254 64673 SH SOLE 64673 0 0 DAKTRONICS INC COM 234264109 108 12602 SH SOLE 12602 0 0 DELTA AIR LINES INC DEL COM 247361702 517 57705 SH SOLE 57705 0 0 DANA HOLDING CORP COM 235825205 242 35512 SH SOLE 35512 0 0 DARLING INTL INC COM 237266101 3825 520375 SH SOLE 520375 0 0 DIAMONDS TR UNIT SER 1 OPTION 252787106 774 11054 SH PUT SOLE 11054 0 0 DEUTSCHE BANK AG NAMEN AKT COM D18190898 4368 56898 SH SOLE 56898 0 0 DIEBOLD INC COM 253651103 957 29070 SH SOLE 29070 0 0 DRESS BARN INC COM 261570105 926 51630 SH SOLE 51630 0 0 DRESS BARN INC BOND CV 261570AB1 1851778 10514000 PRN SOLE 10514000 0 0 DONALDSON INC COM 257651109 3012 86976 SH SOLE 86976 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 327 63919 SH SOLE 63919 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 17247 536606 SH SOLE 536606 0 0 DU PONT E I DE NEMOURS & CO OPTION 263534109 1273 6854 SH CALL SOLE 6854 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 7310 791131 SH SOLE 791131 0 0 DILLARDS INC COM 254067101 260 18474 SH SOLE 18474 0 0 DEERE & CO COM 244199105 15464 360302 SH SOLE 360302 0 0 DEERE & CO OPTION 244199105 2554 2695 SH CALL SOLE 2695 0 0 DECKERS OUTDOOR CORP COM 243537107 656 7736 SH SOLE 7736 0 0 ETABLISSEMENTS DELHAIZE FRER COM 29759W101 486 7000 SH SOLE 7000 0 0 DELL INC COM 24702R101 31897 2090232 SH SOLE 2090232 0 0 DELL INC OPTION 24702R101 1137 9250 SH CALL SOLE 9250 0 0 DELL INC OPTION 24702R101 2204 11199 SH PUT SOLE 11199 0 0 DENNYS CORP COM 24869P104 95 35843 SH SOLE 35843 0 0 DEPOMED INC COM 249908104 83 19026 SH SOLE 19026 0 0 DEAN FOODS CO NEW COM 242370104 2235 125641 SH SOLE 125641 0 0 DELPHI FINL GROUP INC COM 247131105 374 16543 SH SOLE 16543 0 0 DISCOVER FINL SVCS COM 254709108 3544 218375 SH SOLE 218375 0 0 QUEST DIAGNOSTICS INC COM 74834L100 6581 126104 SH SOLE 126104 0 0 D R HORTON INC COM 23331A109 13029 1141895 SH SOLE 1141895 0 0 D R HORTON INC OPTION 23331A109 1953 9764 SH PUT SOLE 9764 0 0 D R HORTON INC OPTION 23331A109 323 1603 SH CALL SOLE 1603 0 0 DANAHER CORP DEL COM 235851102 10351 153765 SH SOLE 153765 0 0 DHT MARITIME INC COM Y2065G105 59 15657 SH SOLE 15657 0 0 DIAMONDS TR UNIT SER 1 COM 252787106 196235 2021164 SH SOLE 2021164 0 0 DIODES INC COM 254543101 235 12998 SH SOLE 12998 0 0 DISNEY WALT CO COM DISNEY COM 254687106 27760 1010913 SH SOLE 1010913 0 0 DISNEY WALT CO COM DISNEY OPTION 254687106 2294 20564 SH PUT SOLE 20564 0 0 DISNEY WALT CO COM DISNEY OPTION 254687106 6298 16192 SH CALL SOLE 16192 0 0 DISCOVERY COMMUNICATNS NEW COM COM 25470F104 441 15275 SH SOLE 15275 0 0 DISCOVERY COMMUNICATNS NEW COM COM 25470F302 736 28257 SH SOLE 28257 0 0 DISH NETWORK CORP COM 25470M109 741 38481 SH SOLE 38481 0 0 DIVX INC COM 255413106 66 12099 SH SOLE 12099 0 0 DICKS SPORTING GOODS INC COM 253393102 1116 49820 SH SOLE 49820 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page15 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DOLBY LABORATORIES INC COM 25659T107 493 12917 SH SOLE 12917 0 0 DEL MONTE FOODS CO COM 24522P103 127 11008 SH SOLE 11008 0 0 DIGITAL RLTY TR INC COM 253868103 1919 41990 SH SOLE 41990 0 0 DOLLAR TREE INC COM 256746108 2344 48151 SH SOLE 48151 0 0 DELUXE CORP COM 248019101 724 42333 SH SOLE 42333 0 0 DOLAN MEDIA CO COM 25659P402 125 10411 SH SOLE 10411 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 1543 20484 SH SOLE 20484 0 0 DENDREON CORP COM 24823Q107 371 13238 SH SOLE 13238 0 0 DENDREON CORP BOND CV 24823QAB3 1946500 6800000 PRN SOLE 6800000 0 0 DIONEX CORP COM 254546104 1665 25632 SH SOLE 25632 0 0 DENBURY RES INC COM 247916208 3139 207437 SH SOLE 207437 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 3605 37745 SH SOLE 37745 0 0 DIAMOND OFFSHORE DRILLING IN OPTION 25271C102 402 574 SH CALL SOLE 574 0 0 DIAMOND OFFSHORE DRILLING IN OPTION 25271C102 555 500 SH SOLE 500 0 0 DOVER CORP COM 260003108 2304 59432 SH SOLE 59432 0 0 DOW CHEM CO COM 260543103 22950 880317 SH SOLE 880317 0 0 DOW CHEM CO OPTION 260543103 3452 14100 SH PUT SOLE 14100 0 0 DOW CHEM CO OPTION 260543103 12504 18029 SH CALL SOLE 18029 0 0 AMDOCS LTD COM G02602103 290 10807 SH SOLE 10807 0 0 DPL INC COM 233293109 1471 56344 SH SOLE 56344 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 3475 120869 SH SOLE 120869 0 0 DELTA PETE CORP COM 247907207 112 64090 SH SOLE 64090 0 0 DOMINOS PIZZA INC COM 25754A201 116 13079 SH SOLE 13079 0 0 DRESSER-RAND GROUP INC COM 261608103 2305 74199 SH SOLE 74199 0 0 DUKE REALTY CORP COM 264411505 4937 411082 SH SOLE 411082 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 265 32703 SH SOLE 32703 0 0 DARDEN RESTAURANTS INC COM 237194105 2824 82756 SH SOLE 82756 0 0 DIGITAL RIV INC COM 25388B104 479 11879 SH SOLE 11879 0 0 DRIL-QUIP INC COM 262037104 1370 27591 SH SOLE 27591 0 0 DURECT CORP COM 266605104 78 29382 SH SOLE 29382 0 0 DRUGSTORE COM INC COM 262241102 73 30146 SH SOLE 30146 0 0 DISCOVERY LABORATORIES INC N COM 254668106 58 42805 SH SOLE 42805 0 0 DST SYS INC DEL COM 233326107 1356 30264 SH SOLE 30264 0 0 DEUTSCHE TELEKOM AG COM 251566105 4566 334247 SH SOLE 334247 0 0 DTE ENERGY CO COM 233331107 2858 81325 SH SOLE 81325 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 216 8768 SH SOLE 8768 0 0 DIRECTV GROUP INC COM 25459L106 7074 256499 SH SOLE 256499 0 0 DIRECTV GROUP INC OPTION 25459L106 704 2200 SH CALL SOLE 2200 0 0 DUKE ENERGY CORP NEW COM 26441C105 15412 979173 SH SOLE 979173 0 0 DEVRY INC DEL COM 251893103 1896 34276 SH SOLE 34276 0 0 DAVITA INC COM 23918K108 2177 38442 SH SOLE 38442 0 0 DEVON ENERGY CORP NEW COM 25179M103 60146 893305 SH SOLE 893305 0 0 DEVON ENERGY CORP NEW OPTION 25179M103 1386 2091 SH CALL SOLE 2091 0 0 DEVON ENERGY CORP NEW OPTION 25179M103 738 3053 SH PUT SOLE 3053 0 0 CAL DIVE INTL INC DEL COM 12802T101 162 16344 SH SOLE 16344 0 0 DREAMWORKS ANIMATION SKG INC COM 26153C103 893 25104 SH SOLE 25104 0 0 DEXCOM INC COM 252131107 132 16701 SH SOLE 16701 0 0 DYCOM INDS INC COM 267475101 362 29456 SH SOLE 29456 0 0 DYAX CORP COM 26746E103 85 23588 SH SOLE 23588 0 0 DYNEGY INC DEL COM 26817G102 2749 1078225 SH SOLE 1078225 0 0 ENI S P A COM 26874R108 3197 64131 SH SOLE 64131 0 0 ENCORE ACQUISITION CO COM 29255W100 1320 35284 SH SOLE 35284 0 0 BRINKER INTL INC COM 109641100 1148 72986 SH SOLE 72986 0 0 EBAY INC COM 278642103 24446 1035868 SH SOLE 1035868 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page16 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- EBAY INC OPTION 278642103 1713 37802 SH PUT SOLE 37802 0 0 EBAY INC OPTION 278642103 3763 6503 SH CALL SOLE 6503 0 0 ECOPETROL S A COM 279158109 415 14500 SH SOLE 14500 0 0 ENCANA CORP COM 292505104 2386 41408 SH SOLE 41408 0 0 ENCANA CORP OPTION 292505104 1827 1215 SH CALL SOLE 1215 0 0 ENCANA CORP OPTION 292505104 616 1953 SH PUT SOLE 1953 0 0 ECOLAB INC COM 278865100 5669 122634 SH SOLE 122634 0 0 ECLIPSYS CORP COM 278856109 667 34582 SH SOLE 34582 0 0 CONSOLIDATED EDISON INC COM 209115104 5226 127640 SH SOLE 127640 0 0 EMPIRE DIST ELEC CO COM 291641108 215 11888 SH SOLE 11888 0 0 EDUCATION RLTY TR INC COM 28140H104 134 22643 SH SOLE 22643 0 0 EL PASO ELEC CO COM 283677854 263 14894 SH SOLE 14894 0 0 EVERGREEN ENERGY INC COM 30024B104 33 51007 SH SOLE 51007 0 0 EURONET WORLDWIDE INC COM 298736109 413 17177 SH SOLE 17177 0 0 ISHARES TR INDEX MSCI EMERG MKTCOM 464287234 146344 3761091 SH SOLE 3761091 0 0 ISHARES TR INDEX MSCI EAFE IDX COM 464287465 37598 687598 SH SOLE 687598 0 0 ISHARES TR INDEX MSCI EAFE IDX OPTION 464287465 921 23399 SH PUT SOLE 23399 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 202 17921 SH SOLE 17921 0 0 EATON VANCE SR FLTNG RTE TR COM 27828Q105 1323 100000 SH SOLE 100000 0 0 EATON VANCE FLTING RATE INC COM 278279104 1275 100000 SH SOLE 100000 0 0 EQUIFAX INC COM 294429105 2427 83287 SH SOLE 83287 0 0 EAGLE BULK SHIPPING INC COM Y2187A101 119 23227 SH SOLE 23227 0 0 ENERGEN CORP COM 29265N108 1668 38698 SH SOLE 38698 0 0 ELDORADO GOLD CORP NEW OPTION 284902103 800 2000 SH CALL SOLE 2000 0 0 NIC INC COM 62914B100 163 18361 SH SOLE 18361 0 0 EASTGROUP PPTY INC COM 277276101 315 8247 SH SOLE 8247 0 0 VAALCO ENERGY INC COM 91851C201 277 60234 SH SOLE 60234 0 0 EMPLOYERS HOLDINGS INC COM 292218104 17282 1116391 SH SOLE 1116391 0 0 EDISON INTL COM 281020107 7558 225075 SH SOLE 225075 0 0 EASTMAN KODAK CO COM 277461109 15220 3184172 SH SOLE 3184172 0 0 EASTMAN KODAK CO OPTION 277461109 305 1743 SH CALL SOLE 1743 0 0 EASTMAN KODAK CO OPTION 277461109 10931 21751 SH PUT SOLE 21751 0 0 LAUDER ESTEE COS INC COM 518439104 3453 93122 SH SOLE 93122 0 0 ENDOLOGIX INC COM 29266S106 109 17636 SH SOLE 17636 0 0 ELAN PLC COM 284131208 245 34400 SH SOLE 34400 0 0 EARTHLINK INC COM 270321102 333 39540 SH SOLE 39540 0 0 ECHELON CORP COM 27874N105 151 11758 SH SOLE 11758 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 293 6851 SH SOLE 6851 0 0 EMULEX CORP COM 292475209 316 30674 SH SOLE 30674 0 0 CALLAWAY GOLF CO COM 131193104 384 50457 SH SOLE 50457 0 0 E M C CORP MASS COM 268648102 20144 1182189 SH SOLE 1182189 0 0 E M C CORP MASS OPTION 268648102 4864 20410 SH CALL SOLE 20410 0 0 EMCOR GROUP INC COM 29084Q100 919 36293 SH SOLE 36293 0 0 EMCORE CORP COM 290846104 35 27184 SH SOLE 27184 0 0 EASTMAN CHEM CO COM 277432100 1618 30220 SH SOLE 30220 0 0 EMERSON ELEC CO COM 291011104 16279 406157 SH SOLE 406157 0 0 EMERSON ELEC CO OPTION 291011104 661 892 SH CALL SOLE 892 0 0 EMERSON ELEC CO OPTION 291011104 383 7874 SH PUT SOLE 7874 0 0 ENDEAVOUR INTL CORP COM 29259G101 46 38317 SH SOLE 38317 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1480 65403 SH SOLE 65403 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 2819 243430 SH SOLE 243430 0 0 ENERSIS S A COM 29274F104 2590 140380 SH SOLE 140380 0 0 REED ELSEVIER N V SPONS COM 758204200 800 35397 SH SOLE 35397 0 0 ENERGIZER HLDGS INC COM 29266R108 2575 38815 SH SOLE 38815 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page17 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ENERSYS COM 29275Y102 310 14008 SH SOLE 14008 0 0 ENTEGRIS INC COM 29362U104 213 42936 SH SOLE 42936 0 0 ENTROPIC COMMUNICATIONS INC COM 29384R105 52 18918 SH SOLE 18918 0 0 ENZO BIOCHEM INC COM 294100102 85 11982 SH SOLE 11982 0 0 ENZON PHARMACEUTICALS INC COM 293904108 143 17284 SH SOLE 17284 0 0 EOG RES INC COM 26875P101 31023 371492 SH SOLE 371492 0 0 EOG RES INC OPTION 26875P101 235 562 SH PUT SOLE 562 0 0 EOG RES INC OPTION 26875P101 2944 1496 SH CALL SOLE 1496 0 0 EL PASO CORP COM 28336L109 8152 789889 SH SOLE 789889 0 0 EL PASO CORP OPTION 28336L109 996 3592 SH PUT SOLE 3592 0 0 EDGE PETE CORP DEL PFD CONV A COM 279862205 298 170000 SH SOLE 170000 0 0 WISDOMTREE TRUST INDIA ERNGS FDCOM 97717W422 797 37900 SH SOLE 37900 0 0 EPICOR SOFTWARE CORP COM 29426L108 111 17403 SH SOLE 17403 0 0 EPICOR SOFTWARE CORP BOND CV 29426LAA6 1046500 13000000 PRN SOLE 13000000 0 0 EPIQ SYS INC COM 26882D109 166 11458 SH SOLE 11458 0 0 ISHARES INC MSCI PAC J IDX COM 464286665 689 17000 SH SOLE 17000 0 0 ENTERTAINMENT PPTYS TR COM SH COM 29380T105 328 9604 SH SOLE 9604 0 0 EQUINIX INC COM 29444U502 1398 15198 SH SOLE 15198 0 0 EQUITY RESIDENTIAL SH BEN INT COM 29476L107 3020 98380 SH SOLE 98380 0 0 EQT CORP COM 26884L109 2756 64687 SH SOLE 64687 0 0 EQUITY ONE COM 294752100 411 26256 SH SOLE 26256 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 112 15967 SH SOLE 15967 0 0 ERICSSON L M TEL CO COM 294821608 2972 296621 SH SOLE 296621 0 0 ENERGY RECOVERY INC COM 29270J100 72 12376 SH SOLE 12376 0 0 ELECTRONIC ARTS INC COM 285512109 7217 378824 SH SOLE 378824 0 0 ENERGYSOLUTIONS INC COM 292756202 1530 165905 SH SOLE 165905 0 0 ESCO TECHNOLOGIES INC COM 296315104 367 9312 SH SOLE 9312 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 2000 18111 SH SOLE 18111 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 135 10074 SH SOLE 10074 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 409 10443 SH SOLE 10443 0 0 EVERGREEN SOLAR INC COM 30033R108 1355 705879 SH SOLE 705879 0 0 EXPRESS SCRIPTS INC COM 302182100 14152 182415 SH SOLE 182415 0 0 ESSEX PPTY TR INC COM 297178105 991 12447 SH SOLE 12447 0 0 ENSCO INTL INC COM 26874Q100 16348 384287 SH SOLE 384287 0 0 ENERGY TRANSFER EQUITY L P COM COM 29273V100 359 12832 SH SOLE 12832 0 0 E TRADE FINANCIAL CORP COM 269246104 2231 1274733 SH SOLE 1274733 0 0 EATON CORP COM 278058102 6965 123084 SH SOLE 123084 0 0 ENERGY TRANSFER PRTNRS L P UNI COM 29273R109 966 22698 SH SOLE 22698 0 0 ENTERGY CORP NEW COM 29364G103 11222 140527 SH SOLE 140527 0 0 EATON VANCE CORP COM NON VTG COM 278265103 2676 95601 SH SOLE 95601 0 0 EATON VANCE SR INCOME TR SH BE COM 27826S103 1112 200000 SH SOLE 200000 0 0 EATON VANCE LTD DUR INCOME F COM 27828H105 1479 100000 SH SOLE 100000 0 0 EV3 INC COM 26928A200 342 27816 SH SOLE 27816 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 2078 29728 SH SOLE 29728 0 0 ISHARES INC MSCI AUSTRALIA COM 464286103 678 30000 SH SOLE 30000 0 0 EAST WEST BANCORP INC COM 27579R104 99 11892 SH SOLE 11892 0 0 ISHARES INC MSCI CDA INDEX OPTION 464286509 475 5000 SH CALL SOLE 5000 0 0 ISHARES INC MSCI HONG KONG COM 464286871 1946 125380 SH SOLE 125380 0 0 ISHARES INC MSCI JAPAN COM 464286848 2890 290735 SH SOLE 290735 0 0 ISHARES INC MSCI JAPAN OPTION 464286848 1001 22250 SH CALL SOLE 22250 0 0 ISHARES INC MSCI JAPAN OPTION 464286848 1234 23250 SH PUT SOLE 23250 0 0 ISHARES INC MSCI MALAYSIA COM 464286830 950 93700 SH SOLE 93700 0 0 ISHARES INC MSCI TAIWAN COM 464286731 3416 277298 SH SOLE 277298 0 0 ISHARES INC MSCI UTD KINGD COM 464286699 352 22694 SH SOLE 22694 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page18 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ISHARES INC MSCI MEX INVEST COM 464286822 58403 1337055 SH SOLE 1337055 0 0 ISHARES INC MSCI S KOREA COM 464286772 20779 438562 SH SOLE 438562 0 0 ISHARES INC MSCI BRAZIL COM 464286400 409147 6048893 SH SOLE 6048893 0 0 EXAR CORP COM 300645108 92 12564 SH SOLE 12564 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 626 25153 SH SOLE 25153 0 0 EXELON CORP COM 30161N101 25023 504293 SH SOLE 504293 0 0 EXELON CORP OPTION 30161N101 208 1734 SH PUT SOLE 1734 0 0 EXELIXIS INC COM 30161Q104 240 37623 SH SOLE 37623 0 0 EXTERRAN HLDGS INC COM 30225X103 590 24872 SH SOLE 24872 0 0 EXPEDITORS INTL WASH INC COM 302130109 6829 194268 SH SOLE 194268 0 0 EXPEDIA INC DEL COM 30212P105 6577 274605 SH SOLE 274605 0 0 EXTRA SPACE STORAGE INC COM 30225T102 351 33294 SH SOLE 33294 0 0 EXTREME NETWORKS INC COM 30226D106 82 29355 SH SOLE 29355 0 0 ISHARES INC MSCI STH AFRCA COM 464286780 392 7152 SH SOLE 7152 0 0 EZCORP INC COM 302301106 214 15665 SH SOLE 15665 0 0 FORD MTR CO DEL PAR $0.01 COM 345370860 26470 3671289 SH SOLE 3671289 0 0 FORD MTR CO DEL PAR $0.01 OPTION 345370860 236 4640 SH CALL SOLE 4640 0 0 FORD MTR CO DEL PAR $0.01 OPTION 345370860 1998 64709 SH PUT SOLE 64709 0 0 FIRST AMERN CORP CALIF COM 318522307 1941 59964 SH SOLE 59964 0 0 FALCONSTOR SOFTWARE INC COM 306137100 60 12093 SH SOLE 12093 0 0 FASTENAL CO COM 311900104 4677 120853 SH SOLE 120853 0 0 DIREXION SHS ETF TR DLY FIN BE COM 25459W490 3165 152237 SH SOLE 152237 0 0 DIREXION SHS ETF TR DLY FIN BE OPTION 25459W490 1525 500 SH PUT SOLE 500 0 0 FLAGSTAR BANCORP INC COM 337930101 21 20064 SH SOLE 20064 0 0 FURNITURE BRANDS INTL INC COM 360921100 93 16870 SH SOLE 16870 0 0 FIRST BANCORP P R COM 318672102 83 27328 SH SOLE 27328 0 0 FUELCELL ENERGY INC COM 35952H106 102 24004 SH SOLE 24004 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 62 10904 SH SOLE 10904 0 0 FELCOR LODGING TR INC COM 31430F101 148 32657 SH SOLE 32657 0 0 FIRST TR FOUR CRNRS SR FLT R C COM 33733Q107 573 50000 SH SOLE 50000 0 0 FTI CONSULTING INC COM 302941109 1182 27749 SH SOLE 27749 0 0 ABERDEEN GLOBAL INCOME FD IN COM 003013109 714 60000 SH SOLE 60000 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 562 54935 SH SOLE 54935 0 0 FIRST TR/FOUR CRNRS SR FLOAT COM 33733U108 3355 302806 SH SOLE 302806 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 23657 344802 SH SOLE 344802 0 0 FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 471 7047 SH PUT SOLE 7047 0 0 FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 15543 5681 SH CALL SOLE 5681 0 0 FAMILY DLR STORES INC COM 307000109 3489 132151 SH SOLE 132151 0 0 FRESH DEL MONTE PRODUCE INC COM G36738105 769 34006 SH SOLE 34006 0 0 FACTSET RESH SYS INC COM 303075105 872 13163 SH SOLE 13163 0 0 FEDEX CORP COM 31428X106 11787 156702 SH SOLE 156702 0 0 FEDEX CORP OPTION 31428X106 631 473 SH CALL SOLE 473 0 0 FIRSTENERGY CORP COM 337932107 7780 170159 SH SOLE 170159 0 0 AGFEED INDUSTRIES INC COM 00846L101 54 10107 SH SOLE 10107 0 0 FEI CO COM 30241L109 324 13162 SH SOLE 13162 0 0 FRANKLIN ELEC INC COM 353514102 230 8029 SH SOLE 8029 0 0 FIRST FINL BANCORP OH COM 320209109 220 18238 SH SOLE 18238 0 0 FAIRFAX FINL HLDGS LTD SUB VTG OPTION 303901102 806 90 SH CALL SOLE 90 0 0 FIRST FINL BANKSHARES COM 32020R109 354 7156 SH SOLE 7156 0 0 F5 NETWORKS INC COM 315616102 1316 33203 SH SOLE 33203 0 0 FIRST HORIZON NATL CORP COM 320517105 2092 158137 SH SOLE 158137 0 0 FAIR ISAAC CORP COM 303250104 779 36268 SH SOLE 36268 0 0 FINANCIAL FED CORP COM 317492106 237 9594 SH SOLE 9594 0 0 FEDERATED INVS INC PA CL B COM 314211103 1555 58985 SH SOLE 58985 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page19 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- FINISH LINE INC COM 317923100 152 14951 SH SOLE 14951 0 0 SOURCEFIRE INC COM 83616T108 448 20850 SH SOLE 20850 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 1934 75811 SH SOLE 75811 0 0 FISERV INC COM 337738108 8016 166305 SH SOLE 166305 0 0 FIFTH THIRD BANCORP COM 316773100 5410 534043 SH SOLE 534043 0 0 FIFTH THIRD BANCORP OPTION 316773100 625 3300 SH CALL SOLE 3300 0 0 FIFTH THIRD BANCORP OPTION 316773100 277 918 SH PUT SOLE 918 0 0 COMFORT SYS USA INC COM 199908104 158 13657 SH SOLE 13657 0 0 FOOT LOCKER INC COM 344849104 1593 133327 SH SOLE 133327 0 0 FLEXTRONICS INTL LTD COM Y2573F102 1973 264080 SH SOLE 264080 0 0 FLIR SYS INC COM 302445101 4081 145893 SH SOLE 145893 0 0 FLOWERS FOODS INC COM 343498101 470 17883 SH SOLE 17883 0 0 FLOW INTL CORP COM 343468104 34 12923 SH SOLE 12923 0 0 FLUOR CORP NEW COM 343412102 10091 198445 SH SOLE 198445 0 0 FLOWSERVE CORP COM 34354P105 1518 15408 SH SOLE 15408 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 178 15807 SH SOLE 15807 0 0 F M C CORP COM 302491303 1539 27359 SH SOLE 27359 0 0 FOCUS MEDIA HLDG LTD COM 34415V109 372 33727 SH SOLE 33727 0 0 FIRST MARBLEHEAD CORP COM 320771108 46 20932 SH SOLE 20932 0 0 FIRSTMERIT CORP COM 337915102 741 38922 SH SOLE 38922 0 0 FRESENIUS MED CARE AG&CO KGA COM 358029106 345 6938 SH SOLE 6938 0 0 FOMENTO ECONOMICO MEXICANO S S COM 344419106 455 11961 SH SOLE 11961 0 0 FNB CORP PA COM 302520101 94 13153 SH SOLE 13153 0 0 FIDELITY NATIONAL FINANCIAL COM 31620R105 1936 128379 SH SOLE 128379 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 1758 142559 SH SOLE 142559 0 0 FEDERAL NATL MTG ASSN COM 313586109 1766 1162110 SH SOLE 1162110 0 0 FEDERAL NATL MTG ASSN OPTION 313586109 270 302 SH PUT SOLE 302 0 0 FORTUNE BRANDS INC COM 349631101 4791 111464 SH SOLE 111464 0 0 FERRO CORP COM 315405100 150 16798 SH SOLE 16798 0 0 FORMFACTOR INC COM 346375108 415 17338 SH SOLE 17338 0 0 FOSSIL INC COM 349882100 1004 35286 SH SOLE 35286 0 0 DIREXION SHS ETF TR DLY FIN BE OPTION 25459W490 1887 14812 SH CALL SOLE 14812 0 0 FPL GROUP INC COM 302571104 14662 265475 SH SOLE 265475 0 0 FIRST POTOMAC RLTY TR COM 33610F109 127 10951 SH SOLE 10951 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 79 15023 SH SOLE 15023 0 0 BLACKROCK FLOAT RATE OME STR COM 09255X100 1122 87200 SH SOLE 87200 0 0 BLACKROCK FL RATE OME STRA I C COM 09255Y108 1168 94186 SH SOLE 94186 0 0 FEDERAL HOME LN MTG CORP COM 313400301 560 311108 SH SOLE 311108 0 0 FREDS INC COM 356108100 190 14905 SH SOLE 14905 0 0 FURMANITE CORPORATION COM 361086101 54 12539 SH SOLE 12539 0 0 FAIRPOINT COMMUNICATIONS INC COM 305560104 19 45969 SH SOLE 45969 0 0 FORCE PROTECTION INC COM 345203202 140 25577 SH SOLE 25577 0 0 FEDERAL REALTY INVT TR SH BEN COM 313747206 1855 30219 SH SOLE 30219 0 0 FEDERAL REALTY INVT TR SH BEN OPTION 313747206 225 450 SH CALL SOLE 450 0 0 FOREST LABS INC COM 345838106 4287 145633 SH SOLE 145633 0 0 FIFTH STREET FINANCE CORP COM 31678A103 109 10015 SH SOLE 10015 0 0 FIRST SOLAR INC COM 336433107 13357 87380 SH SOLE 87380 0 0 FIRST SOLAR INC OPTION 336433107 744 490 SH PUT SOLE 490 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 194 14789 SH SOLE 14789 0 0 FLAGSTONE REINSURANCE HLDGS SHSCOM G3529T105 154 13659 SH SOLE 13659 0 0 FEDERAL SIGNAL CORP COM 313855108 269 37441 SH SOLE 37441 0 0 FOREST OIL CORP PAR $0.01 COM 346091705 2457 125566 SH SOLE 125566 0 0 FRANCE TELECOM COM 35177Q105 1359 50472 SH SOLE 50472 0 0 FMC TECHNOLOGIES INC COM 30249U101 4567 87422 SH SOLE 87422 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page20 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- FRONTIER OIL CORP COM 35914P105 702 50409 SH SOLE 50409 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 1282 169981 SH SOLE 169981 0 0 FULLER H B CO COM 359694106 352 16840 SH SOLE 16840 0 0 FULTON FINL CORP PA COM 360271100 422 57055 SH SOLE 57055 0 0 FUQI INTERNATIONAL INC COM 36102A207 448 15326 SH SOLE 15326 0 0 FOSTER WHEELER AG COM H27178104 2704 84725 SH SOLE 84725 0 0 FORWARD AIR CORP COM 349853101 239 10319 SH SOLE 10319 0 0 CURRENCYSHARES EURO TR EURO SHSCOM 23130C108 731 5000 SH SOLE 5000 0 0 FX ENERGY INC COM 302695101 47 14646 SH SOLE 14646 0 0 ISHARES TR INDEX FTSE XNHUA IDXCOM 464287184 25672 627369 SH SOLE 627369 0 0 ISHARES TR INDEX FTSE XNHUA IDXOPTION 464287184 7363 66373 SH PUT SOLE 66373 0 0 GREAT ATLANTIC & PAC TEA INC COM 390064103 107 12007 SH SOLE 12007 0 0 NICOR INC COM 654086107 1431 39110 SH SOLE 39110 0 0 BARCLAYS BANK PLC ETN DJUBS NA COM 06739H644 961 60600 SH SOLE 60600 0 0 GLACIER BANCORP INC NEW COM 37637Q105 189 12652 SH SOLE 12652 0 0 GUARANTY BANCORP DEL COM 40075T102 25 16669 SH SOLE 16669 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 101 13829 SH SOLE 13829 0 0 GANNETT INC COM 364730101 793 63386 SH SOLE 63386 0 0 GENESCO INC COM 371532102 512 21256 SH SOLE 21256 0 0 DWS GLOBAL COMMODITIES STK F COM 23338Y100 2060 261768 SH SOLE 261768 0 0 GENERAL DYNAMICS CORP COM 369550108 12439 192558 SH SOLE 192558 0 0 GENERAL DYNAMICS CORP OPTION 369550108 772 1430 SH CALL SOLE 1430 0 0 GARDNER DENVER INC COM 365558105 862 24719 SH SOLE 24719 0 0 GOODRICH PETE CORP COM 382410405 233 9024 SH SOLE 9024 0 0 GABELLI DIVD & INCOME TR COM 36242H104 223 18000 SH SOLE 18000 0 0 MARKET VECTORS ETF TR GOLD MIN COM 57060U100 2182 48187 SH SOLE 48187 0 0 GENERAL ELECTRIC CO COM 369604103 227850 13876370 SH SOLE 13876370 0 0 GENERAL ELECTRIC CO OPTION 369604103 11489 49723 SH CALL SOLE 49723 0 0 GENERAL ELECTRIC CO OPTION 369604103 26216 195923 SH PUT SOLE 195923 0 0 GREIF INC COM 397624107 822 14938 SH SOLE 14938 0 0 GENZYME CORP COM 372917104 27629 487018 SH SOLE 487018 0 0 GENZYME CORP OPTION 372917104 1123 2422 SH CALL SOLE 2422 0 0 GENZYME CORP OPTION 372917104 2257 5595 SH PUT SOLE 5595 0 0 GEO GROUP INC COM 36159R103 633 31384 SH SOLE 31384 0 0 GERON CORP COM 374163103 208 31771 SH SOLE 31771 0 0 GUESS INC COM 401617105 1110 29977 SH SOLE 29977 0 0 GAYLORD ENTMT CO NEW COM 367905106 261 12991 SH SOLE 12991 0 0 GAFISA S A SPONS COM 362607301 989 32566 SH SOLE 32566 0 0 GRIFFON CORP COM 398433102 159 15753 SH SOLE 15753 0 0 GOLD FIELDS LTD NEW COM 38059T106 2307 167412 SH SOLE 167412 0 0 GFI GROUP INC COM 361652209 165 22816 SH SOLE 22816 0 0 GOLDCORP INC NEW COM 380956409 10072 249496 SH SOLE 249496 0 0 GOLDCORP INC NEW OPTION 380956409 868 1538 SH PUT SOLE 1538 0 0 GERDAU S A COM 373737105 12668 942553 SH SOLE 942553 0 0 GERDAU S A OPTION 373737105 418 9500 SH PUT SOLE 9500 0 0 GERDAU S A OPTION 373737105 1410 4500 SH CALL SOLE 4500 0 0 GRACO INC COM 384109104 735 26361 SH SOLE 26361 0 0 GILEAD SCIENCES INC COM 375558103 41674 896222 SH SOLE 896222 0 0 GILEAD SCIENCES INC OPTION 375558103 598 2041 SH CALL SOLE 2041 0 0 GILEAD SCIENCES INC OPTION 375558103 1499 3994 SH PUT SOLE 3994 0 0 GENERAL MLS INC COM 370334104 10544 163774 SH SOLE 163774 0 0 GRAMERCY CAP CORP COM 384871109 36 14992 SH SOLE 14992 0 0 GLOBAL CROSSING LTD SHS COM G3921A175 149 10444 SH SOLE 10444 0 0 GLOBAL INDS LTD COM 379336100 337 35474 SH SOLE 35474 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page21 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- GLOBAL INDS LTD DBCV 2.750% 8/0BOND CV 379336AE0 160625 2500000 PRN SOLE 2500000 0 0 SPDR GOLD TRUST GOLD SHS COM 78463V107 93811 949022 SH SOLE 949022 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 112 16039 SH SOLE 16039 0 0 GULFMARK OFFSHORE INC COM 402629109 268 8171 SH SOLE 8171 0 0 GLG PARTNERS INC COM 37929X107 61 15125 SH SOLE 15125 0 0 GOLAR LNG LTD BERMUDA SHS COM G9456A100 128 11563 SH SOLE 11563 0 0 GLATFELTER COM 377316104 196 17034 SH SOLE 17034 0 0 CORNING INC COM 219350105 16908 1104382 SH SOLE 1104382 0 0 CORNING INC OPTION 219350105 1464 1150 SH PUT SOLE 1150 0 0 GREEN MTN COFFEE ROASTERS IN OPTION 393122106 331 169 SH CALL SOLE 169 0 0 GAMESTOP CORP NEW COM 36467W109 3092 116823 SH SOLE 116823 0 0 GENERAL MOLY INC COM 370373102 72 22949 SH SOLE 22949 0 0 GENERAL MARITIME CORP NEW SHS COM Y2693R101 143 18511 SH SOLE 18511 0 0 GATX CORP COM 361448103 508 18190 SH SOLE 18190 0 0 GMX RES INC COM 38011M108 3390 215791 SH SOLE 215791 0 0 GENERAL COMMUNICATION INC COM 369385109 111 16161 SH SOLE 16161 0 0 GENCO SHIPPING & TRADING LTD S COM Y2685T107 500 24066 SH SOLE 24066 0 0 GENTEX CORP COM 371901109 861 60842 SH SOLE 60842 0 0 GENWORTH FINL INC COM COM 37247D106 3047 254991 SH SOLE 254991 0 0 GOL LINHAS AEREAS INTLG S A SP COM 38045R107 3459 336787 SH SOLE 336787 0 0 RANDGOLD RES LTD OPTION 752344309 2302 900 SH CALL SOLE 900 0 0 GOOGLE INC COM 38259P508 163236 329205 SH SOLE 329205 0 0 GOOGLE INC OPTION 38259P508 10715 4811 SH PUT SOLE 4811 0 0 GOOGLE INC OPTION 38259P508 9798 3818 SH CALL SOLE 3818 0 0 GENUINE PARTS CO COM 372460105 2747 72177 SH SOLE 72177 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 218 8114 SH SOLE 8114 0 0 GROUP 1 AUTOMOTIVE INC OPTION 398905109 368 670 SH CALL SOLE 670 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 89 38636 SH SOLE 38636 0 0 GLOBAL PMTS INC COM 37940X102 1336 28610 SH SOLE 28610 0 0 GEN-PROBE INC NEW COM 36866T103 487 11756 SH SOLE 11756 0 0 GAP INC DEL COM 364760108 7965 372184 SH SOLE 372184 0 0 GAP INC DEL OPTION 364760108 1207 2022 SH CALL SOLE 2022 0 0 GARMIN LTD OPTION G37260109 811 303 SH PUT SOLE 303 0 0 GOODRICH CORP COM 382388106 5268 96948 SH SOLE 96948 0 0 GRACE W R & CO DEL NEW COM 38388F108 569 26158 SH SOLE 26158 0 0 GARMIN LTD COM G37260109 2700 71552 SH SOLE 71552 0 0 GLIMCHER RLTY TR SH BEN INT COM 379302102 51 13860 SH SOLE 13860 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 73266 397431 SH SOLE 397431 0 0 GOLDMAN SACHS GROUP INC OPTION 38141G104 2796 15834 SH PUT SOLE 15834 0 0 GOLDMAN SACHS GROUP INC OPTION 38141G104 13085 6687 SH CALL SOLE 6687 0 0 GSI COMMERCE INC COM 36238G102 472 24458 SH SOLE 24458 0 0 GLAXOSMITHKLINE PLC COM 37733W105 2416 61158 SH SOLE 61158 0 0 GASTAR EXPL LTD COM 367299203 96 20000 SH SOLE 20000 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 7991 469242 SH SOLE 469242 0 0 GOODYEAR TIRE & RUBR CO OPTION 382550101 258 645 SH PUT SOLE 645 0 0 GRAN TIERRA ENERGY INC COM 38500T101 310 74531 SH SOLE 74531 0 0 GRAFTECH INTL LTD COM 384313102 1183 80500 SH SOLE 80500 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 252 10082 SH SOLE 10082 0 0 CHART INDS INC PAR $0.01 COM 16115Q308 223 10338 SH SOLE 10338 0 0 CENTRAL GOLDTRUST TR UNIT COM 153546106 2064 51859 SH SOLE 51859 0 0 GUSHAN ENVIRONMENTAL ENRGY L S COM 40330W106 18 10154 SH SOLE 10154 0 0 GRANITE CONSTR INC COM 387328107 1650 53340 SH SOLE 53340 0 0 GENESEE & WYO INC COM 371559105 389 12821 SH SOLE 12821 0 0 GRAINGER W W INC COM 384802104 2632 29451 SH SOLE 29451 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page22 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- GENOPTIX INC COM 37243V100 206 5926 SH SOLE 5926 0 0 GREAT PLAINS ENERGY INC COM 391164100 1030 57378 SH SOLE 57378 0 0 GENCORP INC COM 368682100 104 19411 SH SOLE 19411 0 0 GYMBOREE CORP COM 403777105 730 15086 SH SOLE 15086 0 0 HAWAIIAN HOLDINGS INC COM 419879101 154 18623 SH SOLE 18623 0 0 HAEMONETICS CORP COM 405024100 537 9561 SH SOLE 9561 0 0 HAIN CELESTIAL GROUP INC COM 405217100 272 14178 SH SOLE 14178 0 0 HALLIBURTON CO COM 406216101 57269 2111671 SH SOLE 2111671 0 0 HALLIBURTON CO OPTION 406216101 2257 11567 SH CALL SOLE 11567 0 0 HALLIBURTON CO OPTION 406216101 4694 19390 SH PUT SOLE 19390 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 174 24424 SH SOLE 24424 0 0 HANSEN NAT CORP COM 411310105 2057 55993 SH SOLE 55993 0 0 HARMAN INTL INDS INC COM 413086109 1109 32746 SH SOLE 32746 0 0 HASBRO INC COM 418056107 4001 144189 SH SOLE 144189 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1566 332463 SH SOLE 332463 0 0 HSBC HLDGS PLC SPON COM 404280406 7503 130834 SH SOLE 130834 0 0 HANESBRANDS INC COM 410345102 1328 62038 SH SOLE 62038 0 0 PROSHARES TR ULT SHR S&P500 OPTION 74347X856 2800 5000 SH CALL SOLE 5000 0 0 PROSHARES TR ULT SHR S&P500 OPTION 74347X856 19400 10000 SH PUT SOLE 10000 0 0 HUDSON CITY BANCORP COM 443683107 5765 438415 SH SOLE 438415 0 0 HCC INS HLDGS INC COM 404132102 1642 60028 SH SOLE 60028 0 0 HACKETT GROUP INC COM 404609109 40 13848 SH SOLE 13848 0 0 HEALTH CARE REIT INC COM 42217K106 2664 64004 SH SOLE 64004 0 0 HCP INC COM 40414L109 4170 145091 SH SOLE 145091 0 0 HEALTHCARE SVCS GRP INC COM 421906108 279 15176 SH SOLE 15176 0 0 HOME DEPOT INC COM 437076102 53635 2013339 SH SOLE 2013339 0 0 HOME DEPOT INC OPTION 437076102 2964 26769 SH CALL SOLE 26769 0 0 HOME DEPOT INC OPTION 437076102 3862 25421 SH PUT SOLE 25421 0 0 HDFC BANK LTD COM 40415F101 13026 110044 SH SOLE 110044 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 726 40069 SH SOLE 40069 0 0 HEMISPHERX BIOPHARMA INC COM 42366C103 87 43571 SH SOLE 43571 0 0 HEICO CORP NEW COM 422806109 353 8152 SH SOLE 8152 0 0 HECKMANN CORP COM 422680108 127 27754 SH SOLE 27754 0 0 HELEN OF TROY CORP LTD COM G4388N106 214 10994 SH SOLE 10994 0 0 HERCULES OFFSHORE INC COM 427093109 176 35919 SH SOLE 35919 0 0 HESS CORP COM 42809H107 20604 385419 SH SOLE 385419 0 0 ENER1 INC COM 29267A203 119 17197 SH SOLE 17197 0 0 HEWITT ASSOCS INC COM 42822Q100 1323 36313 SH SOLE 36313 0 0 HUMAN GENOME SCIENCES INC COM 444903108 1225 65083 SH SOLE 65083 0 0 HARTE-HANKS INC COM 416196103 398 28768 SH SOLE 28768 0 0 HIBBETT SPORTS INC COM 428567101 185 10125 SH SOLE 10125 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 6953 262392 SH SOLE 262392 0 0 HARTFORD FINL SVCS GROUP INC OPTION 416515104 1005 3056 SH PUT SOLE 3056 0 0 HITTITE MICROWAVE CORP COM 43365Y104 305 8281 SH SOLE 8281 0 0 HIGHWOODS PPTYS INC COM 431284108 1570 49923 SH SOLE 49923 0 0 PETROHAWK ENERGY CORP COM 716495106 1532 63264 SH SOLE 63264 0 0 HECLA MNG CO COM 422704106 116 26534 SH SOLE 26534 0 0 HECLA MNG CO OPTION 422704106 468 2142 SH CALL SOLE 2142 0 0 HECLA MNG CO 6.5% CONV PFD COM 422704304 3180 60000 SH SOLE 60000 0 0 HARMONIC INC COM 413160102 230 34491 SH SOLE 34491 0 0 HEALTHSOUTH CORP COM 421924309 500 31968 SH SOLE 31968 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 998 66653 SH SOLE 66653 0 0 HEALTH MGMT ASSOC INC NEW COM 421933102 819 109412 SH SOLE 109412 0 0 HOME PROPERTIES INC COM 437306103 3198 74218 SH SOLE 74218 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page23 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- HORACE MANN EDUCATORS CORP N COM 440327104 418 29903 SH SOLE 29903 0 0 HMS HLDGS CORP COM 40425J101 377 9857 SH SOLE 9857 0 0 HARLEYSVILLE NATL CORP PA COM 412850109 84 15673 SH SOLE 15673 0 0 HNI CORP COM 404251100 790 33472 SH SOLE 33472 0 0 HARVEST NATURAL RESOURCES IN COM 41754V103 59 11577 SH SOLE 11577 0 0 HEALTH NET INC COM 42222G108 701 45533 SH SOLE 45533 0 0 HEINZ H J CO COM 423074103 9734 244890 SH SOLE 244890 0 0 HEINZ H J CO OPTION 423074103 681 3725 SH CALL SOLE 3725 0 0 HARLEY DAVIDSON INC COM 412822108 5100 221748 SH SOLE 221748 0 0 HOLOGIC INC COM 436440101 3583 219308 SH SOLE 219308 0 0 HOLOGIC INC BOND CV 436440AA9 891075 10900000 PRN SOLE 10900000 0 0 HONEYWELL INTL INC COM 438516106 21985 591778 SH SOLE 591778 0 0 HONEYWELL INTL INC OPTION 438516106 842 4500 SH PUT SOLE 4500 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 223 8102 SH SOLE 8102 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 6236 188808 SH SOLE 188808 0 0 HOT TOPIC INC COM 441339108 123 16416 SH SOLE 16416 0 0 HOVNANIAN ENTERPRISES INC COM 442487203 73 19022 SH SOLE 19022 0 0 HELMERICH & PAYNE INC COM 423452101 2221 56194 SH SOLE 56194 0 0 HEWLETT PACKARD CO COM 428236103 65235 1381807 SH SOLE 1381807 0 0 HEWLETT PACKARD CO OPTION 428236103 4062 17509 SH PUT SOLE 17509 0 0 HEWLETT PACKARD CO OPTION 428236103 11786 15133 SH CALL SOLE 15133 0 0 HOSPITALITY PPTYS TR COM SH BE COM 44106M102 3165 155391 SH SOLE 155391 0 0 HEARTLAND PMT SYS INC COM 42235N108 188 12944 SH SOLE 12944 0 0 H & Q HEALTHCARE FD SH BEN INT COM 404052102 501 44251 SH SOLE 44251 0 0 H & Q LIFE SCIENCES INVS SH BE COM 404053100 105 11400 SH SOLE 11400 0 0 HEALTHCARE RLTY TR COM 421946104 381 18014 SH SOLE 18014 0 0 BLOCK H & R INC COM 093671105 2492 135575 SH SOLE 135575 0 0 HILL ROM HLDGS INC COM 431475102 865 39725 SH SOLE 39725 0 0 HORMEL FOODS CORP COM 440452100 2209 62179 SH SOLE 62179 0 0 HRPT PPTYS TR COM SH BEN INT COM 40426W101 94 12453 SH SOLE 12453 0 0 HARRIS CORP DEL COM 413875105 3298 87700 SH SOLE 87700 0 0 HORIZON LINES INC COM 44044K101 72 11326 SH SOLE 11326 0 0 HEALTHSPRING INC COM 42224N101 242 19770 SH SOLE 19770 0 0 HARSCO CORP COM 415864107 1157 32685 SH SOLE 32685 0 0 SCHEIN HENRY INC COM 806407102 3202 58320 SH SOLE 58320 0 0 HSN INC COM 404303109 255 15667 SH SOLE 15667 0 0 HOSPIRA INC COM 441060100 2447 54856 SH SOLE 54856 0 0 HOST HOTELS & RESORTS INC COM 44107P104 2948 250466 SH SOLE 250466 0 0 HOST HOTELS & RESORTS INC OPTION 44107P104 243 1355 SH CALL SOLE 1355 0 0 HARRIS STRATEX NTWRKS INC COM 41457P106 187 26716 SH SOLE 26716 0 0 HERSHEY CO COM 427866108 5164 132884 SH SOLE 132884 0 0 HERSHA HOSPITALITY TR SH BEN I COM 427825104 48 15501 SH SOLE 15501 0 0 HERCULES TECH GROWTH CAP INC COM 427096508 127 12930 SH SOLE 12930 0 0 HILLTOP HOLDINGS INC COM 432748101 164 13389 SH SOLE 13389 0 0 HEARTLAND EXPRESS INC COM 422347104 193 13436 SH SOLE 13436 0 0 U S GEOTHERMAL INC COM 90338S102 32 20320 SH SOLE 20320 0 0 HATTERAS FINL CORP COM 41902R103 288 9623 SH SOLE 9623 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 119 10989 SH SOLE 10989 0 0 HUBBELL INC CL B COM 443510201 1346 32054 SH SOLE 32054 0 0 HUB GROUP INC COM 443320106 248 10850 SH SOLE 10850 0 0 HUMANA INC COM 444859102 2833 75961 SH SOLE 75961 0 0 HUNTSMAN CORP COM 447011107 3441 377679 SH SOLE 377679 0 0 HURON CONSULTING GROUP INC COM 447462102 790 30600 SH SOLE 30600 0 0 HEADWATERS INC COM 42210P102 110 28491 SH SOLE 28491 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page24 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- HEALTHWAYS INC COM 422245100 187 12176 SH SOLE 12176 0 0 HEXCEL CORP NEW COM 428291108 398 34827 SH SOLE 34827 0 0 DESARROLLADORA HOMEX S A DE COM 25030W100 421 11149 SH SOLE 11149 0 0 IAC INTERACTIVECORP PAR $.001 COM 44919P508 1056 52323 SH SOLE 52323 0 0 ISHARES TR DJ BROKER-DEAL COM 464288794 10314 350000 SH SOLE 350000 0 0 INTEGRA LIFESCIENCES HLDGS C COM 457985208 218 6392 SH SOLE 6392 0 0 INTERLINE BRANDS INC COM 458743101 199 11794 SH SOLE 11794 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 180378 1508050 SH SOLE 1508050 0 0 INTERNATIONAL BUSINESS MACHS OPTION 459200101 5732 14023 SH PUT SOLE 14023 0 0 INTERNATIONAL BUSINESS MACHS OPTION 459200101 8117 8241 SH CALL SOLE 8241 0 0 ICICI BK LTD COM 45104G104 27574 715085 SH SOLE 715085 0 0 ICICI BK LTD OPTION 45104G104 2129 1600 SH CALL SOLE 1600 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 615 37726 SH SOLE 37726 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 8345 85860 SH SOLE 85860 0 0 INTERCONTINENTALEXCHANGE INC OPTION 45865V100 1079 904 SH PUT SOLE 904 0 0 INTERNET CAP GROUP INC COM 46059C205 115 13721 SH SOLE 13721 0 0 INTERNATIONAL COAL GRP INC N COM 45928H106 137 34063 SH SOLE 34063 0 0 ICONIX BRAND GROUP INC COM 451055107 319 25543 SH SOLE 25543 0 0 L-1 IDENTITY SOLUTIONS INC COM 50212A106 192 27477 SH SOLE 27477 0 0 IDACORP INC COM 451107106 989 34340 SH SOLE 34340 0 0 INTERDIGITAL INC COM 45867G101 793 34233 SH SOLE 34233 0 0 IDENIX PHARMACEUTICALS INC COM 45166R204 36 11644 SH SOLE 11644 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 505 74694 SH SOLE 74694 0 0 IDEXX LABS INC COM 45168D104 1294 25871 SH SOLE 25871 0 0 ISHARES TR INDEX S&P EURO PLUS COM 464287861 535 13883 SH SOLE 13883 0 0 IDEX CORP COM 45167R104 1025 36657 SH SOLE 36657 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1296 34166 SH SOLE 34166 0 0 INDIA FD INC COM 454089103 2235 76937 SH SOLE 76937 0 0 INTERFACE INC COM 458665106 148 17883 SH SOLE 17883 0 0 ISHARES TR INDEX S&P NA NAT RESCOM 464287374 3911 120787 SH SOLE 120787 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 16545 770257 SH SOLE 770257 0 0 ISHARES TR INDEX S&P NA SOFTWR COM 464287515 1306 30000 SH SOLE 30000 0 0 IHS INC COM 451734107 842 16466 SH SOLE 16466 0 0 MORGAN STANLEY INDIA INVS FD COM 61745C105 709 33400 SH SOLE 33400 0 0 INTERVAL LEISURE GROUP INC COM 46113M108 185 14809 SH SOLE 14809 0 0 II VI INC COM 902104108 228 8962 SH SOLE 8962 0 0 ISHARES TR INDEX S&P SMLCAP 600COM 464287804 2072 39578 SH SOLE 39578 0 0 ISHARES TR INDEX FTSE XNHUA IDXOPTION 464287184 11439 25443 SH CALL SOLE 25443 0 0 ISHARES TR INDEX S&P LTN AM 40 COM 464287390 16943 394849 SH SOLE 394849 0 0 ILLUMINA INC COM 452327109 914 21495 SH SOLE 21495 0 0 INGRAM MICRO INC COM 457153104 1205 71538 SH SOLE 71538 0 0 INVERNESS MED INNOVATIONS IN COM 46126P106 211 5454 SH SOLE 5454 0 0 INVERNESS MED INNOVATIONS IN P COM 46126P304 15043 57749 SH SOLE 57749 0 0 IMMUNOGEN INC COM 45253H101 155 19095 SH SOLE 19095 0 0 IMMUNOMEDICS INC COM 452907108 137 24801 SH SOLE 24801 0 0 IMATION CORP COM 45245A107 212 22892 SH SOLE 22892 0 0 INTERMEC INC COM 458786100 318 22559 SH SOLE 22559 0 0 INTERNAP NETWORK SVCS CORP PA COM 45885A300 57 17715 SH SOLE 17715 0 0 INCYTE CORP COM 45337C102 169 25076 SH SOLE 25076 0 0 UNITED AMER INDEMNITY LTD COM 90933T109 93 12614 SH SOLE 12614 0 0 INFORMATICA CORP COM 45666Q102 375 16620 SH SOLE 16620 0 0 INFINERA CORPORATION COM 45667G103 241 30305 SH SOLE 30305 0 0 INFOSYS TECHNOLOGIES LTD COM 456788108 29249 603190 SH SOLE 603190 0 0 INFOSYS TECHNOLOGIES LTD OPTION 456788108 685 500 SH CALL SOLE 500 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page25 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ING GROEP N V COM 456837103 2441 136905 SH SOLE 136905 0 0 INSMED INC COM 457669208 35 42452 SH SOLE 42452 0 0 INFOSPACE INC PAR $.0001 COM 45678T300 99 12826 SH SOLE 12826 0 0 INSITUFORM TECHNOLOGIES INC COM 457667103 261 13622 SH SOLE 13622 0 0 WORLD FUEL SVCS CORP COM 981475106 566 11776 SH SOLE 11776 0 0 INTEL CORP COM 458140100 99010 5059258 SH SOLE 5059258 0 0 INTEL CORP OPTION 458140100 590 4000 SH PUT SOLE 4000 0 0 INTEL CORP OPTION 458140100 9754 47672 SH PUT SOLE 47672 0 0 INTEL CORP OPTION 458140100 15531 57969 SH CALL SOLE 57969 0 0 INTUIT COM 461202103 7867 276037 SH SOLE 276037 0 0 ION GEOPHYSICAL CORP COM 462044108 137 38815 SH SOLE 38815 0 0 INTL PAPER CO COM 460146103 7609 342277 SH SOLE 342277 0 0 IPASS INC COM 46261V108 21 15524 SH SOLE 15524 0 0 INTERPUBLIC GROUP COS INC COM 460690100 4439 590248 SH SOLE 590248 0 0 IMPAX LABORATORIES INC COM 45256B101 195 22269 SH SOLE 22269 0 0 INGERSOLL-RAND PLC SHS COM G47791101 1541 50241 SH SOLE 50241 0 0 INLAND REAL ESTATE CORP COM 457461200 241 27545 SH SOLE 27545 0 0 INLAND REAL ESTATE CORP BOND CV 457461AB7 1107000 12000000 PRN SOLE 12000000 0 0 INVESTORS REAL ESTATE TR SH BE COM 461730103 220 24312 SH SOLE 24312 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 2073 106357 SH SOLE 106357 0 0 IRON MTN INC COM 462846106 2840 106544 SH SOLE 106544 0 0 IRON MTN INC OPTION 462846106 367 1266 SH CALL SOLE 1266 0 0 INVESTORS BANCORP INC COM 46146P102 178 16740 SH SOLE 16740 0 0 INTERNATIONAL SPEEDWAY CORP COM 460335201 378 13694 SH SOLE 13694 0 0 INTERSIL CORP COM 46069S109 1076 70290 SH SOLE 70290 0 0 ISIS PHARMACEUTICALS INC COM 464330109 489 33590 SH SOLE 33590 0 0 INSPIRE PHARMACEUTICALS INC COM 457733103 119 22892 SH SOLE 22892 0 0 INTUITIVE SURGICAL INC COM 46120E602 6058 23101 SH SOLE 23101 0 0 ISTA PHARMACEUTICALS INC COM 45031X204 53 11954 SH SOLE 11954 0 0 GARTNER INC COM 366651107 1199 65644 SH SOLE 65644 0 0 ITC HLDGS CORP COM 465685105 948 20859 SH SOLE 20859 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 625 22379 SH SOLE 22379 0 0 INTERMUNE INC COM 45884X103 218 13673 SH SOLE 13673 0 0 ITRON INC COM 465741106 3122 48679 SH SOLE 48679 0 0 ITT CORP NEW COM 450911102 3756 72015 SH SOLE 72015 0 0 ITAU UNIBANCO HLDG SA SPON COM 465562106 36804 1826488 SH SOLE 1826488 0 0 ITAU UNIBANCO HLDG SA SPON OPTION 465562106 768 13500 SH PUT SOLE 13500 0 0 ITAU UNIBANCO HLDG SA SPON OPTION 465562106 5445 10000 SH CALL SOLE 10000 0 0 ILLINOIS TOOL WKS INC COM 452308109 10200 238817 SH SOLE 238817 0 0 ILLINOIS TOOL WKS INC OPTION 452308109 218 1500 SH CALL SOLE 1500 0 0 INFOGROUP INC COM 45670G108 86 12213 SH SOLE 12213 0 0 INVACARE CORP COM 461203101 217 9741 SH SOLE 9741 0 0 ISHARES TR INDEX S&P 500 VALUE COM 464287408 4094 79984 SH SOLE 79984 0 0 IVANHOE MINES LTD OPTION 46579N103 212 3300 SH PUT SOLE 3300 0 0 IVANHOE MINES LTD OPTION 46579N103 2659 6469 SH CALL SOLE 6469 0 0 ISHARES TR INDEX S&P 500 INDEX COM 464287200 24065 227009 SH SOLE 227009 0 0 ISHARES TR INDEX S&P500 GRW COM 464287309 2136 39568 SH SOLE 39568 0 0 INVESCO LTD SHS COM G491BT108 3693 162251 SH SOLE 162251 0 0 IOWA TELECOMM SERVICES INC COM 462594201 145 11521 SH SOLE 11521 0 0 ISHARES TR INDEX RUSSELL1000VALCOM 464287598 783 14107 SH SOLE 14107 0 0 ISHARES TR INDEX RUSSELL1000GRWCOM 464287614 836 18063 SH SOLE 18063 0 0 ISHARES TR INDEX RUSSELL 2000 COM 464287655 530560 8807444 SH SOLE 8807444 0 0 ISHARES TR INDEX RUSSELL MCP GRCOM 464287481 5301 124640 SH SOLE 124640 0 0 ISHARES TR INDEX DJ US REAL ESTOPTION 464287739 6649 28577 SH PUT SOLE 28577 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page26 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ISHARES TR INDEX DJ US FINL SECCOM 464287788 54503 1034796 SH SOLE 1034796 0 0 ISHARES TR INDEX DJ US FINL SECOPTION 464287788 500 10000 SH CALL SOLE 10000 0 0 ISHARES TR INDEX DJ US REAL ESTCOM 464287739 175010 4101474 SH SOLE 4101474 0 0 ISHARES TR INDEX TRANSP AVE IDXCOM 464287192 4658 67872 SH SOLE 67872 0 0 JACK IN THE BOX INC COM 466367109 421 20531 SH SOLE 20531 0 0 DR REDDYS LABS LTD COM 256135203 1172 60085 SH SOLE 60085 0 0 EVEREST RE GROUP LTD COM G3223R108 2974 33907 SH SOLE 33907 0 0 RESOURCES CONNECTION INC COM 76122Q105 276 16184 SH SOLE 16184 0 0 REGENCY CTRS CORP COM 758849103 1520 41018 SH SOLE 41018 0 0 REGENERON PHARMACEUTICALS COM 75886F107 453 23463 SH SOLE 23463 0 0 REPSOL YPF S A COM 76026T205 476 17515 SH SOLE 17515 0 0 RPC INC COM 749660106 106 10143 SH SOLE 10143 0 0 REX ENERGY CORPORATION COM 761565100 243 29112 SH SOLE 29112 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 4696 756245 SH SOLE 756245 0 0 RF MICRODEVICES INC COM 749941100 1093 201339 SH SOLE 201339 0 0 REINSURANCE GROUP AMER INC COM 759351604 2691 60326 SH SOLE 60326 0 0 REPLIGEN CORP COM 759916109 54 10806 SH SOLE 10806 0 0 ROYAL GOLD INC COM 780287108 2108 46219 SH SOLE 46219 0 0 ROYAL GOLD INC OPTION 780287108 276 1400 SH PUT SOLE 1400 0 0 REGIS CORP MINN COM 758932107 659 42497 SH SOLE 42497 0 0 ROBERT HALF INTL INC COM 770323103 3907 156144 SH SOLE 156144 0 0 RED HAT INC COM 756577102 3626 131193 SH SOLE 131193 0 0 TRANSOCEAN LTD REG SHS COM H8817H100 9603 112273 SH SOLE 112273 0 0 RIGEL PHARMACEUTICALS INC COM 766559603 132 16041 SH SOLE 16041 0 0 RESEARCH IN MOTION LTD COM 760975102 20126 297594 SH SOLE 297594 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 116 12394 SH SOLE 12394 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1748 75074 SH SOLE 75074 0 0 REGIONAL BK HOLDRS TR DEPOSITR COM 75902E100 90028 1123380 SH SOLE 1123380 0 0 ROCK-TENN CO COM 772739207 662 14048 SH SOLE 14048 0 0 POLO RALPH LAUREN CORP COM 731572103 3324 43386 SH SOLE 43386 0 0 RLI CORP COM 749607107 332 6284 SH SOLE 6284 0 0 RAMBUS INC DEL COM 750917106 488 28027 SH SOLE 28027 0 0 RAMBUS INC DEL OPTION 750917106 203 1870 SH CALL SOLE 1870 0 0 RESMED INC COM 761152107 1499 33166 SH SOLE 33166 0 0 U S CONCRETE INC COM 90333L102 19 11131 SH SOLE 11131 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 591 10798 SH SOLE 10798 0 0 REALNETWORKS INC COM 75605L104 107 28801 SH SOLE 28801 0 0 ROCKWOOD HLDGS INC COM 774415103 341 16582 SH SOLE 16582 0 0 ROCKWELL AUTOMATION INC COM 773903109 2739 64307 SH SOLE 64307 0 0 ROLLINS INC COM 775711104 622 32971 SH SOLE 32971 0 0 ROPER INDS INC NEW COM 776696106 2250 44138 SH SOLE 44138 0 0 ROSETTA RESOURCES INC COM 777779307 279 19005 SH SOLE 19005 0 0 ROSS STORES INC COM 778296103 4061 85004 SH SOLE 85004 0 0 ROVI CORP COM 779376102 1504 44758 SH SOLE 44758 0 0 RPM INTL INC COM 749685103 1046 56587 SH SOLE 56587 0 0 RANGE RES CORP COM 75281A109 7439 150715 SH SOLE 150715 0 0 DONNELLEY R R & SONS CO COM 257867101 1363 64127 SH SOLE 64127 0 0 RRI ENERGY INC COM 74971X107 4539 828212 SH SOLE 828212 0 0 RSC HOLDINGS INC COM 74972L102 130 17856 SH SOLE 17856 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 935 21972 SH SOLE 21972 0 0 REPUBLIC SVCS INC COM 760759100 8509 320240 SH SOLE 320240 0 0 RADIOSHACK CORP COM 750438103 1958 118176 SH SOLE 118176 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 233 10152 SH SOLE 10152 0 0 RUBY TUESDAY INC COM 781182100 201 23827 SH SOLE 23827 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page27 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- RUDOLPH TECHNOLOGIES INC COM 781270103 79 10680 SH SOLE 10680 0 0 RETAIL HOLDRS TR DEP RCPT COM 76127U101 132145 1506781 SH SOLE 1506781 0 0 RETAIL HOLDRS TR DEP RCPT OPTION 76127U101 2685 1500 SH CALL SOLE 1500 0 0 RTI INTL METALS INC COM 74973W107 209 8380 SH SOLE 8380 0 0 RTI BIOLOGICS INC COM 74975N105 82 18765 SH SOLE 18765 0 0 RAYTHEON CO COM 755111507 11755 245045 SH SOLE 245045 0 0 RAYTHEON CO OPTION 755111507 320 2000 SH PUT SOLE 2000 0 0 RAYTHEON CO OPTION 755111507 411 2500 SH CALL SOLE 2500 0 0 RIO TINTO PLC COM 767204100 658 3865 SH SOLE 3865 0 0 RESEARCH IN MOTION LTD OPTION 760975102 2023 6147 SH CALL SOLE 6147 0 0 RESEARCH IN MOTION LTD OPTION 760975102 4253 8757 SH PUT SOLE 8757 0 0 RUSH ENTERPRISES INC COM 781846209 148 11440 SH SOLE 11440 0 0 RIVERBED TECHNOLOGY INC COM 768573107 434 19768 SH SOLE 19768 0 0 ROYCE VALUE TR INC COM 780910105 280 27108 SH SOLE 27108 0 0 REDWOOD TR INC COM 758075402 324 20901 SH SOLE 20901 0 0 REDWOOD TR INC OPTION 758075402 525 1500 SH CALL SOLE 1500 0 0 IMS HEALTH INC COM 449934108 934 60821 SH SOLE 60821 0 0 RYANAIR HLDGS PLC COM 783513104 806 27765 SH SOLE 27765 0 0 RYLAND GROUP INC COM 783764103 1260 59802 SH SOLE 59802 0 0 RAYONIER INC COM 754907103 1466 35844 SH SOLE 35844 0 0 RASER TECHNOLOGIES INC COM 754055101 35 22959 SH SOLE 22959 0 0 SPRINT NEXTEL CORP COM SER 1 COM 852061100 7052 1785220 SH SOLE 1785220 0 0 SANDERSON FARMS INC COM 800013104 267 7091 SH SOLE 7091 0 0 SAIC INC COM 78390X101 2563 146109 SH SOLE 146109 0 0 PROSHARES TR PSHS REAL ESTAT OPTION 74347R552 9785 4750 SH PUT SOLE 4750 0 0 SAPIENT CORP COM 803062108 247 30703 SH SOLE 30703 0 0 SATCON TECHNOLOGY CORP COM 803893106 42 24454 SH SOLE 24454 0 0 SATYAM COMPUTER SERVICES LTD COM 804098101 10662 1620344 SH SOLE 1620344 0 0 SBA COMMUNICATIONS CORP COM 78388J106 732 27075 SH SOLE 27075 0 0 SINCLAIR BROADCAST GROUP INC COM 829226109 52 14570 SH SOLE 14570 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 240 33776 SH SOLE 33776 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 326 11251 SH SOLE 11251 0 0 COMPANHIA DE SANEAMENTO BASI COM 20441A102 2859 75373 SH SOLE 75373 0 0 STARBUCKS CORP COM 855244109 11688 566001 SH SOLE 566001 0 0 STARBUCKS CORP OPTION 855244109 650 15266 SH PUT SOLE 15266 0 0 STARBUCKS CORP OPTION 855244109 829 3037 SH CALL SOLE 3037 0 0 SCANA CORP NEW COM 80589M102 1427 40898 SH SOLE 40898 0 0 SCHOLASTIC CORP COM 807066105 436 17918 SH SOLE 17918 0 0 SCHNITZER STL INDS COM 806882106 892 16755 SH SOLE 16755 0 0 SCHWAB CHARLES CORP NEW COM 808513105 8087 422311 SH SOLE 422311 0 0 SERVICE CORP INTL COM 817565104 1209 172470 SH SOLE 172470 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 53 12364 SH SOLE 12364 0 0 SYCAMORE NETWORKS INC COM 871206108 212 70247 SH SOLE 70247 0 0 STEELCASE INC COM 858155203 165 26534 SH SOLE 26534 0 0 SCANSOURCE INC COM 806037107 263 9274 SH SOLE 9274 0 0 SANDRIDGE ENERGY INC COM 80007P307 783 60385 SH SOLE 60385 0 0 PROSHARES TR PSHS ULSHT SP500 OPTION 74347R883 1914 45600 SH CALL SOLE 45600 0 0 PROSHARES TR PSHS ULSHT SP500 OPTION 74347R883 10250 5000 SH PUT SOLE 5000 0 0 SPECTRA ENERGY CORP COM 847560109 11154 588920 SH SOLE 588920 0 0 SEACHANGE INTL INC COM 811699107 83 11048 SH SOLE 11048 0 0 SEALED AIR CORP NEW COM 81211K100 1957 99697 SH SOLE 99697 0 0 SPARTECH CORP COM 847220209 119 11030 SH SOLE 11030 0 0 SEI INVESTMENTS CO COM 784117103 1530 77730 SH SOLE 77730 0 0 SEPRACOR INC COM 817315104 1116 48754 SH SOLE 48754 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page28 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- STIFEL FINL CORP COM 860630102 597 10882 SH SOLE 10882 0 0 SMITHFIELD FOODS INC COM 832248108 908 65781 SH SOLE 65781 0 0 STANCORP FINL GROUP INC COM 852891100 906 22434 SH SOLE 22434 0 0 ISTAR FINL INC COM 45031U101 113 37024 SH SOLE 37024 0 0 SHIP FINANCE INTERNATIONAL L S COM G81075106 192 15620 SH SOLE 15620 0 0 SPHERION CORP COM 848420105 170 27428 SH SOLE 27428 0 0 SUCCESSFACTORS INC COM 864596101 180 12823 SH SOLE 12823 0 0 SWIFT ENERGY CO COM 870738101 316 13326 SH SOLE 13326 0 0 SEATTLE GENETICS INC COM 812578102 413 29439 SH SOLE 29439 0 0 SILICON GRAPHICS INTL CORP COM 82706L108 73 10896 SH SOLE 10896 0 0 SANGAMO BIOSCIENCES INC COM 800677106 121 14683 SH SOLE 14683 0 0 SCIENTIFIC GAMES CORP COM 80874P109 613 38695 SH SOLE 38695 0 0 SCHERING PLOUGH CORP COM 806605101 100466 3556310 SH SOLE 3556310 0 0 STONE ENERGY CORP COM 861642106 259 15904 SH SOLE 15904 0 0 SHAW GROUP INC COM 820280105 1434 44697 SH SOLE 44697 0 0 SHUFFLE MASTER INC COM 825549108 180 19058 SH SOLE 19058 0 0 SEARS HLDGS CORP COM 812350106 5497 84166 SH SOLE 84166 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 187 26344 SH SOLE 26344 0 0 MADDEN STEVEN LTD COM 556269108 202 5486 SH SOLE 5486 0 0 SHORETEL INC COM 825211105 121 15556 SH SOLE 15556 0 0 SHIRE PLC COM 82481R106 340 6510 SH SOLE 6510 0 0 SHERWIN WILLIAMS CO COM 824348106 3995 66408 SH SOLE 66408 0 0 ISHARES TR INDEX BARCLYS 1-3 YRCOM 464287457 2047 24366 SH SOLE 24366 0 0 SIEMENS A G COM 826197501 397 4276 SH SOLE 4276 0 0 SIEMENS A G OPTION 826197501 505 250 SH CALL SOLE 250 0 0 SIGMA ALDRICH CORP COM 826552101 4260 78912 SH SOLE 78912 0 0 COMPANHIA SIDERURGICA NACION COM 20440W105 11779 384944 SH SOLE 384944 0 0 COMPANHIA SIDERURGICA NACION OPTION 20440W105 244 3750 SH PUT SOLE 3750 0 0 COMPANHIA SIDERURGICA NACION OPTION 20440W105 1418 2255 SH CALL SOLE 2255 0 0 SELECTIVE INS GROUP INC COM 816300107 298 18936 SH SOLE 18936 0 0 SIGMA DESIGNS INC COM 826565103 595 40959 SH SOLE 40959 0 0 SMITH INTL INC COM 832110100 4665 162558 SH SOLE 162558 0 0 SILICON IMAGE INC COM 82705T102 70 28684 SH SOLE 28684 0 0 SINA CORP COM G81477104 27463 723467 SH SOLE 723467 0 0 SIRIUS XM RADIO INC COM 82967N108 40 62324 SH SOLE 62324 0 0 SVB FINL GROUP COM 78486Q101 832 19222 SH SOLE 19222 0 0 SOUTH JERSEY INDS INC COM 838518108 360 10193 SH SOLE 10193 0 0 SMUCKER J M CO COM 832696405 2729 51488 SH SOLE 51488 0 0 PROSHARES TR PSHS ULTSHT FINL COM 74347R628 8631 344538 SH SOLE 344538 0 0 SAKS INC COM 79377W108 1435 210454 SH SOLE 210454 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 426 11398 SH SOLE 11398 0 0 SKECHERS U S A INC COM 830566105 206 12004 SH SOLE 12004 0 0 SKYWEST INC COM 830879102 362 21827 SH SOLE 21827 0 0 SILICON LABORATORIES INC COM 826919102 2750 59308 SH SOLE 59308 0 0 SCHLUMBERGER LTD COM 806857108 56107 941390 SH SOLE 941390 0 0 SCHLUMBERGER LTD OPTION 806857108 3640 7486 SH CALL SOLE 7486 0 0 SCHLUMBERGER LTD OPTION 806857108 3328 12281 SH PUT SOLE 12281 0 0 SARA LEE CORP COM 803111103 4053 363829 SH SOLE 363829 0 0 SL GREEN RLTY CORP COM 78440X101 1517 34591 SH SOLE 34591 0 0 SILGAN HOLDINGS INC COM 827048109 438 8304 SH SOLE 8304 0 0 SOLERA HOLDINGS INC COM 83421A104 538 17289 SH SOLE 17289 0 0 SLM CORP COM 78442P106 2431 278789 SH SOLE 278789 0 0 SLM CORP OPTION 78442P106 630 2250 SH CALL SOLE 2250 0 0 SLM CORP OPTION 78442P106 294 1350 SH PUT SOLE 1350 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page29 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- STERLITE INDS INDIA LTD ADS COM 859737207 4494 281422 SH SOLE 281422 0 0 ISHARES SILVER TRUST ISHARES COM 46428Q109 7739 472447 SH SOLE 472447 0 0 ISHARES SILVER TRUST ISHARES OPTION 46428Q109 1915 19000 SH CALL SOLE 19000 0 0 SALIX PHARMACEUTICALS INC COM 795435106 363 17088 SH SOLE 17088 0 0 SYMMETRY MED INC COM 871546206 135 13049 SH SOLE 13049 0 0 SMART BALANCE INC COM 83169Y108 140 22790 SH SOLE 22790 0 0 SCOTTS MIRACLE GRO CO COM 810186106 844 19657 SH SOLE 19657 0 0 SEMICONDUCTOR HLDRS TR DEP RCPTCOM 816636203 54511 2127662 SH SOLE 2127662 0 0 SEMICONDUCTOR HLDRS TR DEP RCPTOPTION 816636203 922 2688 SH CALL SOLE 2688 0 0 SYMYX TECHNOLOGIES COM 87155S108 80 12017 SH SOLE 12017 0 0 SMART MODULAR TECHNOLOGIES I O COM G82245104 64 13517 SH SOLE 13517 0 0 SMITH MICRO SOFTWARE INC COM 832154108 126 10170 SH SOLE 10170 0 0 SEMTECH CORP COM 816850101 767 45100 SH SOLE 45100 0 0 SNAP ON INC COM 833034101 2067 59473 SH SOLE 59473 0 0 SANDISK CORP COM 80004C101 3710 170961 SH SOLE 170961 0 0 SONY CORP COM 835699307 705 24142 SH SOLE 24142 0 0 SCRIPPS NETWORKS INTERACT IN COM 811065101 1682 45523 SH SOLE 45523 0 0 SYNOPSYS INC COM 871607107 1683 75080 SH SOLE 75080 0 0 SANTARUS INC COM 802817304 60 18197 SH SOLE 18197 0 0 SYNOVUS FINL CORP COM 87161C105 705 188128 SH SOLE 188128 0 0 SONICWALL INC COM 835470105 168 20001 SH SOLE 20001 0 0 SANOFI AVENTIS COM 80105N105 1051 28453 SH SOLE 28453 0 0 SOUTHERN CO COM 842587107 16985 536316 SH SOLE 536316 0 0 SOLUTIA INC COM 834376501 1174 101375 SH SOLE 101375 0 0 GT SOLAR INTL INC COM 3623E0209 70 12024 SH SOLE 12024 0 0 SONOCO PRODS CO COM 835495102 980 35599 SH SOLE 35599 0 0 SONIC CORP COM 835451105 236 21320 SH SOLE 21320 0 0 S1 CORPORATION COM 78463B101 124 20080 SH SOLE 20080 0 0 SONUS NETWORKS INC COM 835916107 165 77775 SH SOLE 77775 0 0 SPARTAN MTRS INC COM 846819100 61 11881 SH SOLE 11881 0 0 STANDARD PAC CORP NEW COM 85375C101 286 77454 SH SOLE 77454 0 0 SIMON PPTY GROUP INC NEW COM 828806109 9210 132646 SH SOLE 132646 0 0 SIMON PPTY GROUP INC NEW OPTION 828806109 504 1091 SH CALL SOLE 1091 0 0 SIMON PPTY GROUP INC NEW PFD C COM 828806802 11142 183400 SH SOLE 183400 0 0 STAPLES INC COM 855030102 9864 424810 SH SOLE 424810 0 0 STAPLES INC OPTION 855030102 204 550 SH CALL SOLE 550 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 946 42011 SH SOLE 42011 0 0 SPECTRANETICS CORP COM 84760C107 81 12709 SH SOLE 12709 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 92 13734 SH SOLE 13734 0 0 SUPPORT COM INC COM 86858W101 37 15365 SH SOLE 15365 0 0 SPSS INC COM 78462K102 322 6447 SH SOLE 6447 0 0 SPX CORP COM 784635104 2976 48564 SH SOLE 48564 0 0 SUNPOWER CORP COM COM 867652109 6771 226536 SH SOLE 226536 0 0 SUNPOWER CORP COM CL B COM 867652307 852 33778 SH SOLE 33778 0 0 SPDR TR UNIT SER 1 COM 78462F103 3928314 37203460 SH SOLE 37203460 0 0 SOCIEDAD QUIMICA MINERA DE C S COM 833635105 1779 45464 SH SOLE 45464 0 0 SEQUENOM INC COM 817337405 64 19831 SH SOLE 19831 0 0 STERICYCLE INC COM 858912108 9113 188135 SH SOLE 188135 0 0 SEMPRA ENERGY COM 816851109 8030 161218 SH SOLE 161218 0 0 PROSHARES TR PSHS REAL ESTAT OPTION 74347R552 332 23242 SH CALL SOLE 23242 0 0 SRA INTL INC COM 78464R105 671 31093 SH SOLE 31093 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 46 15338 SH SOLE 15338 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 734 29053 SH SOLE 29053 0 0 STAGE STORES INC COM 85254C305 179 13778 SH SOLE 13778 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page30 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SCRIPPS E W CO OHIO COM 811054402 98 13042 SH SOLE 13042 0 0 SILVER STD RES INC COM 82823L106 1108 51885 SH SOLE 51885 0 0 SOVRAN SELF STORAGE INC COM 84610H108 278 9135 SH SOLE 9135 0 0 SILICON STORAGE TECHNOLOGY I COM 827057100 67 27624 SH SOLE 27624 0 0 STARENT NETWORKS CORP COM 85528P108 358 14068 SH SOLE 14068 0 0 BANCO SANTANDER SA COM 05964H105 5076 314317 SH SOLE 314317 0 0 STERIS CORP COM 859152100 1328 43622 SH SOLE 43622 0 0 STEC INC COM 784774101 334 11353 SH SOLE 11353 0 0 STEWART ENTERPRISES INC COM 860370105 156 29795 SH SOLE 29795 0 0 STEMCELLS INC COM 85857R105 58 35694 SH SOLE 35694 0 0 SUNTRUST BKS INC COM 867914103 7212 319807 SH SOLE 319807 0 0 SUNTRUST BKS INC OPTION 867914103 763 4604 SH CALL SOLE 4604 0 0 SUNTRUST BKS INC OPTION 867914103 752 1492 SH PUT SOLE 1492 0 0 ST JUDE MED INC COM 790849103 6398 164016 SH SOLE 164016 0 0 STEEL DYNAMICS INC COM 858119100 4838 315383 SH SOLE 315383 0 0 STMICROELECTRONICS N V NY REGI COM 861012102 1008 106920 SH SOLE 106920 0 0 STATOILHYDRO ASA COM 85771P102 1004 44528 SH SOLE 44528 0 0 SUNTECH PWR HLDGS CO LTD COM 86800C104 7541 496134 SH SOLE 496134 0 0 QUESTAR CORP COM 748356102 2237 59568 SH SOLE 59568 0 0 STRAYER ED INC COM 863236105 1985 9117 SH SOLE 9117 0 0 STERLING FINL CORP WASH COM 859319105 35 17258 SH SOLE 17258 0 0 STAR SCIENTIFIC INC COM 85517P101 26 27435 SH SOLE 27435 0 0 STATE STR CORP COM 857477103 20286 385660 SH SOLE 385660 0 0 STATE STR CORP OPTION 857477103 1200 1800 SH PUT SOLE 1800 0 0 SEAGATE TECHNOLOGY SHS COM G7945J104 3116 204881 SH SOLE 204881 0 0 SEAGATE TECHNOLOGY SHS OPTION G7945J104 506 15235 SH PUT SOLE 15235 0 0 CONSTELLATION BRANDS INC COM 21036P108 2503 165241 SH SOLE 165241 0 0 CONSTELLATION BRANDS INC OPTION 21036P108 239 460 SH PUT SOLE 460 0 0 SUNCOR ENERGY INC NEW COM 867224107 2256 65284 SH SOLE 65284 0 0 SUNCOR ENERGY INC NEW OPTION 867224107 1445 3103 SH CALL SOLE 3103 0 0 SULPHCO INC COM 865378103 32 23581 SH SOLE 23581 0 0 SOUTHERN UN CO NEW COM 844030106 871 41891 SH SOLE 41891 0 0 SUNOCO INC COM 86764P109 8407 295487 SH SOLE 295487 0 0 SUNOCO INC OPTION 86764P109 453 2450 SH CALL SOLE 2450 0 0 SUNOCO INC OPTION 86764P109 362 2540 SH PUT SOLE 2540 0 0 SUN HEALTHCARE GROUP INC COM 866933401 137 15872 SH SOLE 15872 0 0 SUPERGEN INC COM 868059106 51 19146 SH SOLE 19146 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 71 12022 SH SOLE 12022 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 336 22091 SH SOLE 22091 0 0 SYNIVERSE HLDGS INC COM 87163F106 960 54854 SH SOLE 54854 0 0 SUPERVALU INC COM 868536103 2189 145348 SH SOLE 145348 0 0 SAVVIS INC COM 805423308 201 12687 SH SOLE 12687 0 0 STILLWATER MNG CO COM 86074Q102 100 14820 SH SOLE 14820 0 0 SOFTWARE HOLDRS TR DEPOSITRY R COM 83404B103 424 11000 SH SOLE 11000 0 0 SMITH & WESSON HLDG CORP COM 831756101 115 22023 SH SOLE 22023 0 0 STANLEY WKS COM 854616109 2148 50306 SH SOLE 50306 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1023 77261 SH SOLE 77261 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 331 6095 SH SOLE 6095 0 0 SOUTHWESTERN ENERGY CO COM 845467109 9481 222138 SH SOLE 222138 0 0 SOUTHWEST GAS CORP COM 844895102 392 15328 SH SOLE 15328 0 0 SAFEWAY INC COM 786514208 4115 208690 SH SOLE 208690 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 995 35824 SH SOLE 35824 0 0 SYBASE INC COM 871130100 997 25639 SH SOLE 25639 0 0 PROSHARES TR PSHS ULTSHT FINL OPTION 74347R628 253 4950 SH CALL SOLE 4950 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page31 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PROSHARES TR PSHS ULTSHT FINL OPTION 74347R628 1568 750 SH PUT SOLE 750 0 0 STRYKER CORP COM 863667101 9867 217181 SH SOLE 217181 0 0 SYKES ENTERPRISES INC COM 871237103 256 12290 SH SOLE 12290 0 0 SYMANTEC CORP COM 871503108 15179 921599 SH SOLE 921599 0 0 SYMANTEC CORP OPTION 871503108 515 5992 SH PUT SOLE 5992 0 0 SYMMETRICOM INC COM 871543104 82 15742 SH SOLE 15742 0 0 SYNAPTICS INC COM 87157D109 990 39287 SH SOLE 39287 0 0 SYNTROLEUM CORP COM 871630109 59 21879 SH SOLE 21879 0 0 SYNTEL INC COM 87162H103 218 4567 SH SOLE 4567 0 0 SYNGENTA AG COM 87160A100 703 15291 SH SOLE 15291 0 0 SYSCO CORP COM 871829107 8878 357272 SH SOLE 357272 0 0 SPDR TR UNIT SER 1 OPTION 78462F103 19107 84362 SH PUT SOLE 84362 0 0 SEMICONDUCTOR HLDRS TR DEP RCPTOPTION 816636203 353 5199 SH PUT SOLE 5199 0 0 AT&T INC COM 00206R102 154726 5728454 SH SOLE 5728454 0 0 AT&T INC OPTION 00206R102 3732 55365 SH CALL SOLE 55365 0 0 AT&T INC OPTION 00206R102 8992 36303 SH PUT SOLE 36303 0 0 MOLSON COORS BREWING CO CL B COM 60871R209 4135 84945 SH SOLE 84945 0 0 TASER INTL INC COM 87651B104 110 23262 SH SOLE 23262 0 0 TRUEBLUE INC COM 89785X101 219 15580 SH SOLE 15580 0 0 TIMBERLAND CO COM 887100105 460 33056 SH SOLE 33056 0 0 THOMPSON CREEK METALS CO INC COM 884768102 253 21000 SH SOLE 21000 0 0 TCF FINL CORP COM 872275102 562 43071 SH SOLE 43071 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 213 12647 SH SOLE 12647 0 0 TATA COMMUNICATIONS LTD SPONS COM 876564105 1085 52642 SH SOLE 52642 0 0 TERADATA CORP DEL COM 88076W103 3263 118576 SH SOLE 118576 0 0 TRANSDIGM GROUP INC COM 893641100 220 4423 SH SOLE 4423 0 0 TELEPHONE & DATA SYS INC COM 879433100 1438 46383 SH SOLE 46383 0 0 TIDEWATER INC COM 886423102 768 16303 SH SOLE 16303 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 965 26823 SH SOLE 26823 0 0 TECO ENERGY INC COM 872375100 1411 100217 SH SOLE 100217 0 0 TECH DATA CORP COM 878237106 917 22047 SH SOLE 22047 0 0 TECHNE CORP COM 878377100 1033 16512 SH SOLE 16512 0 0 TELEFONICA S A COM 879382208 3745 45174 SH SOLE 45174 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 1962 54675 SH SOLE 54675 0 0 TYCO ELECTRONICS LTD SWITZER S COM H8912P106 1914 85888 SH SOLE 85888 0 0 TENNECO INC COM 880349105 809 62007 SH SOLE 62007 0 0 TERADYNE INC COM 880770102 1606 173662 SH SOLE 173662 0 0 TEVA PHARMACEUTICAL INDS LTD COM 881624209 11075 219054 SH SOLE 219054 0 0 TEVA PHARMACEUTICAL INDS LTD OPTION 881624209 378 1600 SH PUT SOLE 1600 0 0 TEREX CORP NEW COM 880779103 511 24668 SH SOLE 24668 0 0 TFS FINL CORP COM 87240R107 193 16196 SH SOLE 16196 0 0 TELEFLEX INC COM 879369106 845 17499 SH SOLE 17499 0 0 TREDEGAR CORP COM 894650100 156 10764 SH SOLE 10764 0 0 TRIUMPH GROUP INC NEW COM 896818101 287 5990 SH SOLE 5990 0 0 TARGET CORP COM 87612E106 34546 740055 SH SOLE 740055 0 0 TARGET CORP OPTION 87612E106 3748 24937 SH PUT SOLE 24937 0 0 TARGET CORP OPTION 87612E106 7549 17161 SH CALL SOLE 17161 0 0 TENET HEALTHCARE CORP COM 88033G100 1427 242607 SH SOLE 242607 0 0 TENET HEALTHCARE CORP OPTION 88033G100 363 1100 SH CALL SOLE 1100 0 0 HANOVER INS GROUP INC COM 410867105 972 23530 SH SOLE 23530 0 0 TIM HORTONS INC COM 88706M103 457 16144 SH SOLE 16144 0 0 THOR INDS INC COM 885160101 606 19595 SH SOLE 19595 0 0 THORATEC CORP COM 885175307 1126 37193 SH SOLE 37193 0 0 THQ INC COM 872443403 171 24932 SH SOLE 24932 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page32 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- THERAVANCE INC COM 88338T104 278 19015 SH SOLE 19015 0 0 TREEHOUSE FOODS INC COM 89469A104 404 11322 SH SOLE 11322 0 0 TELECOM ITALIA S P A NEW SPON COM 87927Y102 1184 67555 SH SOLE 67555 0 0 TIBCO SOFTWARE INC COM 88632Q103 670 70559 SH SOLE 70559 0 0 TITANIUM METALS CORP COM 888339207 628 65510 SH SOLE 65510 0 0 TIFFANY & CO NEW COM 886547108 2031 52719 SH SOLE 52719 0 0 TELMEX INTERNACIONAL SAB DE SP COM 879690105 50155 3595328 SH SOLE 3595328 0 0 TEMPLE INLAND INC COM 879868107 1476 89864 SH SOLE 89864 0 0 TIVO INC COM 888706108 380 36725 SH SOLE 36725 0 0 TJX COS INC NEW COM 872540109 10056 270673 SH SOLE 270673 0 0 TEKELEC COM 879101103 395 24064 SH SOLE 24064 0 0 TIMKEN CO COM 887389104 841 35888 SH SOLE 35888 0 0 TICKETMASTER ENTMT INC COM 88633P302 171 14623 SH SOLE 14623 0 0 TELLABS INC COM 879664100 3583 517764 SH SOLE 517764 0 0 TALBOTS INC COM 874161102 379 41071 SH SOLE 41071 0 0 TALEO CORP COM 87424N104 251 11069 SH SOLE 11069 0 0 ISHARES TR INDEX BARCLYS 20+ YRCOM 464287432 299 3029 SH SOLE 3029 0 0 TOYOTA MOTOR CORP SP COM 892331307 393 5000 SH SOLE 5000 0 0 TORCHMARK CORP COM 891027104 2578 59363 SH SOLE 59363 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 13498 309089 SH SOLE 309089 0 0 TERREMARK WORLDWIDE INC COM 881448203 133 21340 SH SOLE 21340 0 0 THOMSON COM 885118109 21 10456 SH SOLE 10456 0 0 TELEFONOS DE MEXICO S A B SPON COM 879403780 63008 3612872 SH SOLE 3612872 0 0 THOMAS & BETTS CORP COM 884315102 888 29536 SH SOLE 29536 0 0 NEUTRAL TANDEM INC COM 64128B108 309 13568 SH SOLE 13568 0 0 TELE NORTE LESTE PART S A SPON COM 879246106 4851 258163 SH SOLE 258163 0 0 TECHNITROL INC COM 878555101 138 14967 SH SOLE 14967 0 0 TNS INC COM 872960109 235 8565 SH SOLE 8565 0 0 TOLL BROTHERS INC COM 889478103 5570 285079 SH SOLE 285079 0 0 TOMOTHERAPY INC COM 890088107 69 15974 SH SOLE 15974 0 0 TOTAL S A COM 89151E109 2774 46806 SH SOLE 46806 0 0 TUTOR PERINI CORP COM 901109108 407 19107 SH SOLE 19107 0 0 TEMPUR PEDIC INTL INC COM 88023U101 496 26163 SH SOLE 26163 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 417 54072 SH SOLE 54072 0 0 TOOTSIE ROLL INDS INC COM 890516107 431 18114 SH SOLE 18114 0 0 TERRA INDS INC COM 880915103 3583 103343 SH SOLE 103343 0 0 TRADESTATION GROUP INC COM 89267P105 100 12237 SH SOLE 12237 0 0 DEALERTRACK HLDGS INC COM 242309102 255 13477 SH SOLE 13477 0 0 TRIDENT MICROSYSTEMS INC COM 895919108 58 22364 SH SOLE 22364 0 0 TRUE RELIGION APPAREL INC COM 89784N104 234 9043 SH SOLE 9043 0 0 TRICO MARINE SERVICES INC BOND CV 896106AQ4 350250 6000000 PRN SOLE 6000000 0 0 TRIMBLE NAVIGATION LTD COM 896239100 1890 79056 SH SOLE 79056 0 0 TRUSTMARK CORP COM 898402102 656 34455 SH SOLE 34455 0 0 TRINITY INDS INC COM 896522109 778 45287 SH SOLE 45287 0 0 PRICE T ROWE GROUP INC COM 74144T108 7758 169752 SH SOLE 169752 0 0 TRUSTCO BK CORP N Y COM 898349105 177 28387 SH SOLE 28387 0 0 TRAVELERS COMPANIES INC COM 89417E109 11384 231233 SH SOLE 231233 0 0 TRAVELERS COMPANIES INC OPTION 89417E109 376 1062 SH CALL SOLE 1062 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 896 53507 SH SOLE 53507 0 0 TENARIS S A COM 88031M109 23144 649744 SH SOLE 649744 0 0 TRACTOR SUPPLY CO COM 892356106 735 15187 SH SOLE 15187 0 0 SOUTH FINL GROUP INC COM 837841105 94 63747 SH SOLE 63747 0 0 TYSON FOODS INC COM 902494103 3412 270182 SH SOLE 270182 0 0 TESORO CORP COM 881609101 1827 121981 SH SOLE 121981 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page33 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- TESSERA TECHNOLOGIES INC COM 88164L100 488 17503 SH SOLE 17503 0 0 TOTAL SYS SVCS INC COM 891906109 1957 121467 SH SOLE 121467 0 0 TERRESTAR CORP COM 881451108 4778 2086260 SH SOLE 2086260 0 0 TELECOMMUNICATION SYS INC COM 87929J103 114 13687 SH SOLE 13687 0 0 TORO CO COM 891092108 390 9809 SH SOLE 9809 0 0 TELETECH HOLDINGS INC COM 879939106 193 11333 SH SOLE 11333 0 0 TETRA TECH INC NEW COM 88162G103 5011 188874 SH SOLE 188874 0 0 T-3 ENERGY SRVCS INC COM 87306E107 290 14727 SH SOLE 14727 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 261 26939 SH SOLE 26939 0 0 TATA MTRS LTD COM 876568502 5141 396681 SH SOLE 396681 0 0 TATA MTRS LTD OPTION 876568502 1080 2000 SH CALL SOLE 2000 0 0 TTM TECHNOLOGIES INC COM 87305R109 177 15472 SH SOLE 15472 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 802 71511 SH SOLE 71511 0 0 TUESDAY MORNING CORP COM 899035505 44 10487 SH SOLE 10487 0 0 MICROTUNE INC DEL COM 59514P109 32 17348 SH SOLE 17348 0 0 TUPPERWARE BRANDS CORP COM 899896104 1914 47953 SH SOLE 47953 0 0 GRUPO TELEVISA SA DE CV SP COM 40049J206 969 52145 SH SOLE 52145 0 0 TIME WARNER CABLE INC COM 88732J207 10067 233631 SH SOLE 233631 0 0 TOWER GROUP INC COM 891777104 356 14600 SH SOLE 14600 0 0 TITAN INTL INC ILL COM 88830M102 114 12763 SH SOLE 12763 0 0 TAIWAN FD INC COM 874036106 753 54206 SH SOLE 54206 0 0 TW TELECOM INC COM 87311L104 152 11304 SH SOLE 11304 0 0 TIME WARNER INC COM 887317303 26376 916481 SH SOLE 916481 0 0 TIME WARNER INC OPTION 887317303 1884 6747 SH CALL SOLE 6747 0 0 TIME WARNER INC OPTION 887317303 111 10733 SH PUT SOLE 10733 0 0 TEXAS INDS INC COM 882491103 376 8963 SH SOLE 8963 0 0 TEXAS INSTRS INC COM 882508104 19866 838589 SH SOLE 838589 0 0 TEXAS INSTRS INC OPTION 882508104 432 10412 SH PUT SOLE 10412 0 0 TEXAS INSTRS INC OPTION 882508104 2991 7178 SH CALL SOLE 7178 0 0 TEXAS ROADHOUSE INC COM 882681109 207 19446 SH SOLE 19446 0 0 TEXTRON INC COM 883203101 2907 153146 SH SOLE 153146 0 0 TYCO INTERNATIONAL LTD SHS COM H89128104 2720 78890 SH SOLE 78890 0 0 TYLER TECHNOLOGIES INC COM 902252105 193 11318 SH SOLE 11318 0 0 UNDER ARMOUR INC COM 904311107 768 27598 SH SOLE 27598 0 0 UNIVERSAL AMERICAN CORP COM 913377107 95 10071 SH SOLE 10071 0 0 UAL CORP COM 902549807 500 54198 SH SOLE 54198 0 0 UBS AG SHS COM H89231338 992 54154 SH SOLE 54154 0 0 UCBH HOLDINGS INC COM 90262T308 12 15216 SH SOLE 15216 0 0 UNITED CMNTY BKS BLAIRSVLE G C COM 90984P105 80 16026 SH SOLE 16026 0 0 UDR INC COM 902653104 1055 67003 SH SOLE 67003 0 0 URANIUM ENERGY CORP COM 916896103 48 16197 SH SOLE 16197 0 0 NET 1 UEPS TECHNOLOGIES INC COM 64107N206 368 17538 SH SOLE 17538 0 0 UNIFI INC COM 904677101 50 15536 SH SOLE 15536 0 0 UNIVERSAL FST PRODS INC COM 913543104 730 18499 SH SOLE 18499 0 0 DOMTAR CORP COM 257559203 9284 263593 SH SOLE 263593 0 0 UGI CORP NEW COM 902681105 1227 48965 SH SOLE 48965 0 0 UNIVERSAL HLTH SVCS INC CL B COM 913903100 1499 24212 SH SOLE 24212 0 0 UIL HLDG CORP COM 902748102 266 10077 SH SOLE 10077 0 0 UNISYS CORP COM 909214108 363 136051 SH SOLE 136051 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 250 8707 SH SOLE 8707 0 0 UMB FINL CORP COM 902788108 613 15148 SH SOLE 15148 0 0 UMPQUA HLDGS CORP COM 904214103 303 28550 SH SOLE 28550 0 0 UNILEVER N V N Y SHS COM 904784709 2530 87674 SH SOLE 87674 0 0 UNIFIRST CORP MASS COM 904708104 229 5160 SH SOLE 5160 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page34 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- UNITED NAT FOODS INC COM 911163103 765 32014 SH SOLE 32014 0 0 UNITED STATES NATL GAS FUND UN COM 912318102 6054 515699 SH SOLE 515699 0 0 UNITEDHEALTH GROUP INC COM 91324P102 27777 1109296 SH SOLE 1109296 0 0 UNITEDHEALTH GROUP INC OPTION 91324P102 411 5379 SH CALL SOLE 5379 0 0 UNITEDHEALTH GROUP INC OPTION 91324P102 3050 3000 SH PUT SOLE 3000 0 0 UNUM GROUP COM 91529Y106 5473 255289 SH SOLE 255289 0 0 UNION PAC CORP COM 907818108 18042 309197 SH SOLE 309197 0 0 UNION PAC CORP OPTION 907818108 626 1210 SH CALL SOLE 1210 0 0 UNION PAC CORP OPTION 907818108 1262 4408 SH PUT SOLE 4408 0 0 UNISOURCE ENERGY CORP COM 909205106 373 12143 SH SOLE 12143 0 0 UNIT CORP COM 909218109 1019 24713 SH SOLE 24713 0 0 UNITED ONLINE INC COM 911268100 246 30589 SH SOLE 30589 0 0 ULTRA PETROLEUM CORP COM 903914109 810 16546 SH SOLE 16546 0 0 UNITED PARCEL SERVICE INC CL B COM 911312106 37390 662128 SH SOLE 662128 0 0 UNITED PARCEL SERVICE INC CL B OPTION 911312106 1922 8307 SH CALL SOLE 8307 0 0 UNITED PARCEL SERVICE INC CL B OPTION 911312106 1133 7883 SH PUT SOLE 7883 0 0 POWERSHARES QQQ TRUST UNIT SER OPTION 73935A104 8977 90504 SH PUT SOLE 90504 0 0 URBAN OUTFITTERS INC COM 917047102 3134 103887 SH SOLE 103887 0 0 UNITED RENTALS INC COM 911363109 1684 163523 SH SOLE 163523 0 0 URS CORP NEW COM 903236107 2872 65798 SH SOLE 65798 0 0 URANERZ ENERGY CORPORATION COM 91688T104 32 14117 SH SOLE 14117 0 0 US BANCORP DEL COM 902973304 33801 1546234 SH SOLE 1546234 0 0 US BANCORP DEL OPTION 902973304 624 9800 SH CALL SOLE 9800 0 0 US BANCORP DEL OPTION 902973304 2029 10741 SH PUT SOLE 10741 0 0 UNITED STATES OIL FUND LP UNITSCOM 91232N108 58911 1627812 SH SOLE 1627812 0 0 UNITED STATES OIL FUND LP UNITSOPTION 91232N108 3185 7705 SH PUT SOLE 7705 0 0 UNITED STATIONERS INC COM 913004107 397 8346 SH SOLE 8346 0 0 USEC INC COM 90333E108 542 115629 SH SOLE 115629 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 1004 20484 SH SOLE 20484 0 0 UNITED THERAPEUTICS CORP DEL BOND CV 91307CAD4 340312 2500000 PRN SOLE 2500000 0 0 UTI WORLDWIDE INC COM G87210103 618 42708 SH SOLE 42708 0 0 UNITRIN INC COM 913275103 445 22849 SH SOLE 22849 0 0 UTSTARCOM INC COM 918076100 82 39326 SH SOLE 39326 0 0 UNITED TECHNOLOGIES CORP COM 913017109 32543 534109 SH SOLE 534109 0 0 UNITED TECHNOLOGIES CORP OPTION 913017109 1324 7685 SH PUT SOLE 7685 0 0 UNITED TECHNOLOGIES CORP OPTION 913017109 3463 7140 SH CALL SOLE 7140 0 0 UNIVERSAL CORP VA COM 913456109 761 18188 SH SOLE 18188 0 0 US GOLD CORPORATION PAR $0.10 COM 912023207 74 25718 SH SOLE 25718 0 0 PROSHARES TR PSHS ULTRA FINL COM 74347R743 2770 468639 SH SOLE 468639 0 0 VALSPAR CORP COM 920355104 1221 44383 SH SOLE 44383 0 0 VALE S A COM 91912E105 90319 3904857 SH SOLE 3904857 0 0 VALE S A OPTION 91912E105 12002 22788 SH CALL SOLE 22788 0 0 VALE S A OPTION 91912E105 8117 32081 SH PUT SOLE 32081 0 0 VALE S A COM 91912E204 17635 859824 SH SOLE 859824 0 0 VARIAN MED SYS INC COM 92220P105 4078 96791 SH SOLE 96791 0 0 VARIAN INC COM 922206107 1162 22758 SH SOLE 22758 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 304 17021 SH SOLE 17021 0 0 VALUECLICK INC COM 92046N102 1315 99683 SH SOLE 99683 0 0 VEOLIA ENVIRONNEMENT COM 92334N103 1150 29872 SH SOLE 29872 0 0 VEECO INSTRS INC DEL COM 922417100 266 11391 SH SOLE 11391 0 0 V F CORP COM 918204108 2052 28325 SH SOLE 28325 0 0 VECTOR GROUP LTD COM 92240M108 198 12699 SH SOLE 12699 0 0 VIACOM INC NEW CL B COM 92553P201 8054 287215 SH SOLE 287215 0 0 VICAL INC COM 925602104 64 14956 SH SOLE 14956 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page35 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- OPEN JT STK CO-VIMPEL COMMUN COM 68370R109 9371 501146 SH SOLE 501146 0 0 OPEN JT STK CO-VIMPEL COMMUN OPTION 68370R109 50 10000 SH PUT SOLE 10000 0 0 ORTHOVITA INC COM 68750U102 105 23860 SH SOLE 23860 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 372 14874 SH SOLE 14874 0 0 NOBLE CORPORATION BAAR NAMEN - OPTION H5833N103 295 500 SH PUT SOLE 500 0 0 VALENCE TECHNOLOGY INC COM 918914102 31 17129 SH SOLE 17129 0 0 VALERO ENERGY CORP NEW COM 91913Y100 20118 1037561 SH SOLE 1037561 0 0 VALERO ENERGY CORP NEW OPTION 91913Y100 369 3781 SH CALL SOLE 3781 0 0 VALERO ENERGY CORP NEW OPTION 91913Y100 9487 6519 SH PUT SOLE 6519 0 0 VALLEY NATL BANCORP COM 919794107 657 53425 SH SOLE 53425 0 0 VIRGIN MOBILE USA INC COM 92769R108 74 14718 SH SOLE 14718 0 0 VULCAN MATLS CO COM 929160109 4276 79081 SH SOLE 79081 0 0 VIRGIN MEDIA INC COM 92769L101 631 45333 SH SOLE 45333 0 0 VALMONT INDS INC COM 920253101 1762 20690 SH SOLE 20690 0 0 MERCK & CO INC OPTION 589331107 8544 29212 SH CALL SOLE 29212 0 0 MERCK & CO INC OPTION 589331107 9512 22518 SH PUT SOLE 22518 0 0 VMWARE INC COM 928563402 446 11112 SH SOLE 11112 0 0 VORNADO RLTY TR SH BEN INT COM 929042109 4995 77548 SH SOLE 77548 0 0 VODAFONE GROUP PLC NEW SPONS COM 92857W209 1909 84858 SH SOLE 84858 0 0 VOLCANO CORPORATION COM 928645100 313 18586 SH SOLE 18586 0 0 VIROPHARMA INC COM 928241108 328 34126 SH SOLE 34126 0 0 VALIDUS HOLDINGS LTD COM SHS COM G9319H102 436 16913 SH SOLE 16913 0 0 VECTOR GROUP LTD DBCV 5.750% 6 BOND CV 92240MAL2 1654000 16000000 PRN SOLE 16000000 0 0 VERISIGN INC COM 92343E102 2885 121795 SH SOLE 121795 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 4628 122116 SH SOLE 122116 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 833 29690 SH SOLE 29690 0 0 VIASAT INC COM 92552V100 246 9271 SH SOLE 9271 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 653 82698 SH SOLE 82698 0 0 VAN KAMPEN DYNAMIC CR OPPORT COM 921166104 578 51500 SH SOLE 51500 0 0 VANTAGE DRILLING COMPANY ORD S COM G93205113 29 15724 SH SOLE 15724 0 0 INVENTIV HEALTH INC COM 46122E105 196 11702 SH SOLE 11702 0 0 VENTAS INC COM 92276F100 3209 83352 SH SOLE 83352 0 0 VANGUARD INDEX FDS GROWTH ETF COM 922908736 10046 203859 SH SOLE 203859 0 0 VECTREN CORP COM 92240G101 820 35576 SH SOLE 35576 0 0 VAN KAMPEN SENIOR INCOME TR COM 920961109 1363 345041 SH SOLE 345041 0 0 VIVUS INC COM 928551100 268 25743 SH SOLE 25743 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 53261 1759531 SH SOLE 1759531 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 890 9000 SH CALL SOLE 9000 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 1361 11091 SH CALL SOLE 11091 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 8440 19656 SH PUT SOLE 19656 0 0 WABTEC CORP COM 929740108 456 12160 SH SOLE 12160 0 0 WESTAMERICA BANCORPORATION COM 957090103 1480 28454 SH SOLE 28454 0 0 WALGREEN CO COM 931422109 19442 518862 SH SOLE 518862 0 0 WALGREEN CO OPTION 931422109 2242 3548 SH CALL SOLE 3548 0 0 WESTERN ALLIANCE BANCORP COM 957638109 107 16973 SH SOLE 16973 0 0 WATERS CORP COM 941848103 1785 31955 SH SOLE 31955 0 0 WABCO HLDGS INC COM 92927K102 641 30505 SH SOLE 30505 0 0 WIMM BILL DANN FOODS OJSC COM 97263M109 1248 17457 SH SOLE 17457 0 0 WEBSTER FINL CORP CONN COM 947890109 429 34408 SH SOLE 34408 0 0 WEBSENSE INC COM 947684106 260 15463 SH SOLE 15463 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 969 39321 SH SOLE 39321 0 0 WASTE CONNECTIONS INC COM 941053100 3175 110005 SH SOLE 110005 0 0 WARNER CHILCOTT PLC IRELAND SH COM G94368100 763 35308 SH SOLE 35308 0 0 WESTERN DIGITAL CORP COM 958102105 6538 178963 SH SOLE 178963 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page36 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- WESTERN DIGITAL CORP OPTION 958102105 423 1006 SH PUT SOLE 1006 0 0 WESTERN DIGITAL CORP OPTION 958102105 1329 1116 SH CALL SOLE 1116 0 0 WADDELL & REED FINL INC COM 930059100 1124 39492 SH SOLE 39492 0 0 WISCONSIN ENERGY CORP COM 976657106 1973 43681 SH SOLE 43681 0 0 BOOTS & COOTS INC COM 099469504 41 25608 SH SOLE 25608 0 0 WENDYS ARBYS GROUP INC COM 950587105 1217 257384 SH SOLE 257384 0 0 WERNER ENTERPRISES INC COM 950755108 597 32043 SH SOLE 32043 0 0 WELLS FARGO & CO NEW COM 949746101 113531 4028788 SH SOLE 4028788 0 0 WELLS FARGO & CO NEW OPTION 949746101 16156 43271 SH CALL SOLE 43271 0 0 WELLS FARGO & CO NEW OPTION 949746101 17476 78423 SH PUT SOLE 78423 0 0 WELLS FARGO & CO NEW PERP PFD COM 949746804 24200 27100 SH SOLE 27100 0 0 WESTFIELD FINANCIAL INC NEW COM 96008P104 92 10914 SH SOLE 10914 0 0 WHOLE FOODS MKT INC COM 966837106 2833 92916 SH SOLE 92916 0 0 MEMC ELECTR MATLS INC COM 552715104 3506 210839 SH SOLE 210839 0 0 WASHINGTON FED INC COM 938824109 1562 92626 SH SOLE 92626 0 0 WEATHERFORD INTERNATIONAL LT R COM H27013103 9909 478019 SH SOLE 478019 0 0 WEATHERFORD INTERNATIONAL LT R OPTION H27013103 3827 8018 SH CALL SOLE 8018 0 0 WEATHERFORD INTERNATIONAL LT R OPTION H27013103 3629 5955 SH PUT SOLE 5955 0 0 WILLBROS GROUP INC DEL COM 969203108 220 14433 SH SOLE 14433 0 0 WGL HLDGS INC COM 92924F106 1244 37548 SH SOLE 37548 0 0 WINNEBAGO INDS INC COM 974637100 151 10282 SH SOLE 10282 0 0 WOODWARD GOVERNOR CO COM 980745103 2275 93770 SH SOLE 93770 0 0 WHIRLPOOL CORP COM 963320106 1460 20873 SH SOLE 20873 0 0 WHIRLPOOL CORP OPTION 963320106 507 159 SH CALL SOLE 159 0 0 WINDSTREAM CORP COM 97381W104 1241 122520 SH SOLE 122520 0 0 WINN DIXIE STORES INC COM 974280307 259 19721 SH SOLE 19721 0 0 WIPRO LTD SPON COM 97651M109 10067 560863 SH SOLE 560863 0 0 WILMINGTON TRUST CORP COM 971807102 300 21137 SH SOLE 21137 0 0 WHITING PETE CORP NEW COM 966387102 50695 880422 SH SOLE 880422 0 0 WELLPOINT INC COM 94973V107 18856 398136 SH SOLE 398136 0 0 WELLPOINT INC OPTION 94973V107 227 245 SH PUT SOLE 245 0 0 WALTER ENERGY INC COM 93317Q105 809 13478 SH SOLE 13478 0 0 WASTE MGMT INC DEL COM 94106L109 9447 316802 SH SOLE 316802 0 0 WILLIAMS COS INC DEL COM 969457100 10216 571664 SH SOLE 571664 0 0 WRIGHT MED GROUP INC COM 98235T107 433 24233 SH SOLE 24233 0 0 WMS INDS INC COM 929297109 490 11003 SH SOLE 11003 0 0 WAL MART STORES INC COM 931142103 68582 1397059 SH SOLE 1397059 0 0 WAL MART STORES INC OPTION 931142103 3667 29972 SH CALL SOLE 29972 0 0 WAL MART STORES INC OPTION 931142103 8784 14779 SH PUT SOLE 14779 0 0 WESTERN REFNG INC COM 959319104 100 15535 SH SOLE 15535 0 0 VCA ANTECH INC COM 918194101 629 23410 SH SOLE 23410 0 0 WORTHINGTON INDS INC COM 981811102 1080 77679 SH SOLE 77679 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1080 29484 SH SOLE 29484 0 0 WATSON PHARMACEUTICALS INC OPTION 942683103 270 1000 SH CALL SOLE 1000 0 0 WASHINGTON POST CO CL B COM 939640108 2044 4367 SH SOLE 4367 0 0 WAUSAU PAPER CORP COM 943315101 156 15649 SH SOLE 15649 0 0 WESTAR ENERGY INC COM 95709T100 1837 94149 SH SOLE 94149 0 0 BERKLEY W R CORP COM 084423102 1945 76956 SH SOLE 76956 0 0 WARNACO GROUP INC COM 934390402 961 21920 SH SOLE 21920 0 0 WASHINGTON REAL ESTATE INVT SH COM 939653101 496 17210 SH SOLE 17210 0 0 WARREN RES INC COM 93564A100 60 20169 SH SOLE 20169 0 0 WEINGARTEN RLTY INVS SH BEN INTCOM 948741103 894 44856 SH SOLE 44856 0 0 WILLIS GROUP HOLDINGS LTD SHS COM G96655108 484 17155 SH SOLE 17155 0 0 WILLIAMS SONOMA INC COM 969904101 843 41694 SH SOLE 41694 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page37 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- WATSCO INC COM 942622200 515 9557 SH SOLE 9557 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 479 11795 SH SOLE 11795 0 0 W & T OFFSHORE INC COM 92922P106 176 14999 SH SOLE 14999 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 456 1484 SH SOLE 1484 0 0 AQUA AMERICA INC COM 03836W103 3131 177472 SH SOLE 177472 0 0 WATTS WATER TECHNOLOGIES INC COM 942749102 2667 88169 SH SOLE 88169 0 0 WET SEAL INC COM 961840105 290 76621 SH SOLE 76621 0 0 WESTERN UN CO COM 959802109 8217 434315 SH SOLE 434315 0 0 WATSON WYATT WORLDWIDE INC COM 942712100 1871 42952 SH SOLE 42952 0 0 WOLVERINE WORLD WIDE INC COM 978097103 435 17524 SH SOLE 17524 0 0 WEB COM GROUP INC COM 94733A104 72 10203 SH SOLE 10203 0 0 WUXI PHARMATECH CAYMAN INC SPO COM 929352102 166 13900 SH SOLE 13900 0 0 WRIGHT EXPRESS CORP COM 98233Q105 400 13566 SH SOLE 13566 0 0 WEYERHAEUSER CO COM 962166104 8592 234441 SH SOLE 234441 0 0 WEYERHAEUSER CO OPTION 962166104 685 2038 SH CALL SOLE 2038 0 0 WEYERHAEUSER CO OPTION 962166104 500 664 SH PUT SOLE 664 0 0 WYETH COM 983024100 62727 1291208 SH SOLE 1291208 0 0 WYETH OPTION 983024100 3955 9726 SH CALL SOLE 9726 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 1638 100339 SH SOLE 100339 0 0 WYNN RESORTS LTD COM 983134107 5579 78697 SH SOLE 78697 0 0 UNITED STATES STL CORP NEW COM 912909108 12900 290726 SH SOLE 290726 0 0 UNITED STATES STL CORP NEW OPTION 912909108 7883 10340 SH CALL SOLE 10340 0 0 UNITED STATES STL CORP NEW OPTION 912909108 10325 9310 SH PUT SOLE 9310 0 0 MARKET VECTORS ETF TR GOLD MIN OPTION 57060U100 1998 3171 SH CALL SOLE 3171 0 0 ISHARES INC MSCI MEX INVEST OPTION 464286822 2779 4363 SH CALL SOLE 4363 0 0 ISHARES INC MSCI MEX INVEST OPTION 464286822 2112 4224 SH PUT SOLE 4224 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y704 4765 19974 SH CALL SOLE 19974 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y704 2118 20100 SH PUT SOLE 20100 0 0 CIMAREX ENERGY CO COM 171798101 1967 45402 SH SOLE 45402 0 0 XCEL ENERGY INC COM 98389B100 7313 380104 SH SOLE 380104 0 0 SPDR SERIES TRUST S&P HOMEBUILDCOM 78464A888 2357 156791 SH SOLE 156791 0 0 EXIDE TECHNOLOGIES COM 302051206 148 18595 SH SOLE 18595 0 0 XL CAP LTD COM G98255105 3085 176713 SH SOLE 176713 0 0 SELECT SECTOR SPDR TR SBI MATE COM 81369Y100 74709 2414651 SH SOLE 2414651 0 0 SELECT SECTOR SPDR TR SBI MATE OPTION 81369Y100 1397 6093 SH CALL SOLE 6093 0 0 SELECT SECTOR SPDR TR SBI MATE OPTION 81369Y100 1424 9326 SH PUT SOLE 9326 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y506 142150 2636318 SH SOLE 2636318 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y506 11454 42480 SH CALL SOLE 42480 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y506 16235 93792 SH PUT SOLE 93792 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y605 212248 14206700 SH SOLE 14206700 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y605 26012 128603 SH CALL SOLE 128603 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y605 41454 152823 SH PUT SOLE 152823 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y704 60498 2296822 SH SOLE 2296822 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y803 25653 1229158 SH SOLE 1229158 0 0 XILINX INC COM 983919101 5367 229160 SH SOLE 229160 0 0 SELECT SECTOR SPDR TR SBI CONS COM 81369Y308 21657 850610 SH SOLE 850610 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y308 1960 16000 SH CALL SOLE 16000 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y308 1412 16000 SH PUT SOLE 16000 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y886 879 4750 SH CALL SOLE 4750 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y886 630 3750 SH PUT SOLE 3750 0 0 SELECT SECTOR SPDR TR SBI HEAL COM 81369Y209 30834 1075489 SH SOLE 1075489 0 0 SELECT SECTOR SPDR TR SBI HEAL OPTION 81369Y209 2000 14668 SH CALL SOLE 14668 0 0 SELECT SECTOR SPDR TR SBI HEAL OPTION 81369Y209 2443 19506 SH PUT SOLE 19506 0 0 SELECT SECTOR SPDR TR SBI CONS COM 81369Y407 20772 756160 SH SOLE 756160 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page38 of 52 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 CONS OPTION 81369Y407 6928 20571 SH CALL SOLE 20571 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y407 3052 20571 SH PUT SOLE 20571 0 0 SPDR SERIES TRUST S&P METALS M COM 78464A755 5565 121927 SH SOLE 121927 0 0 XENOPORT INC COM 98411C100 225 10598 SH SOLE 10598 0 0 EXXON MOBIL CORP COM 30231G102 291930 4254925 SH SOLE 4254925 0 0 EXXON MOBIL CORP OPTION 30231G102 4301 41645 SH CALL SOLE 41645 0 0 EXXON MOBIL CORP OPTION 30231G102 20215 53324 SH PUT SOLE 53324 0 0 SPDR SERIES TRUST S&P OILGAS E COM 78464A730 7732 200000 SH SOLE 200000 0 0 DENTSPLY INTL INC NEW COM 249030107 3139 90877 SH SOLE 90877 0 0 SPDR SERIES TRUST S&P RETAIL E COM 78464A714 72515 2124679 SH SOLE 2124679 0 0 XEROX CORP COM 984121103 9931 1283072 SH SOLE 1283072 0 0 XEROX CORP OPTION 984121103 2135 3845 SH PUT SOLE 3845 0 0 XTO ENERGY INC COM 98385X106 31153 753937 SH SOLE 753937 0 0 XTO ENERGY INC OPTION 98385X106 217 3781 SH CALL SOLE 3781 0 0 XTO ENERGY INC OPTION 98385X106 1110 7035 SH PUT SOLE 7035 0 0 CROSSTEX ENERGY INC COM 22765Y104 75 14137 SH SOLE 14137 0 0 IXIA COM 45071R109 85 12320 SH SOLE 12320 0 0 ISHARES INC MSCI S KOREA OPTION 464286772 5380 4000 SH CALL SOLE 4000 0 0 ISHARES INC MSCI S KOREA OPTION 464286772 480 1500 SH PUT SOLE 1500 0 0 YINGLI GREEN ENERGY HLDG CO COM 98584B103 3987 319994 SH SOLE 319994 0 0 YAHOO INC COM 984332106 31772 1783968 SH SOLE 1783968 0 0 YAHOO INC OPTION 984332106 977 7888 SH CALL SOLE 7888 0 0 YAHOO INC OPTION 984332106 7796 16090 SH PUT SOLE 16090 0 0 TRANSOCEAN LTD REG SHS OPTION H8817H100 508 781 SH CALL SOLE 781 0 0 TRANSOCEAN LTD REG SHS OPTION H8817H100 2852 4217 SH PUT SOLE 4217 0 0 SPDR TR UNIT SER 1 OPTION 78462F103 17770 43062 SH CALL SOLE 43062 0 0 YRC WORLDWIDE INC COM 984249102 90 20241 SH SOLE 20241 0 0 U STORE IT TR COM 91274F104 200 32060 SH SOLE 32060 0 0 YUM BRANDS INC COM 988498101 10491 310754 SH SOLE 310754 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPTOPTION 678002106 498 6897 SH PUT SOLE 6897 0 0 ZEBRA TECHNOLOGIES CORP COM 989207105 694 26776 SH SOLE 26776 0 0 ZYMOGENETICS INC COM 98985T109 82 13599 SH SOLE 13599 0 0 HORSEHEAD HLDG CORP COM 440694305 160 13610 SH SOLE 13610 0 0 ZIONS BANCORPORATION COM 989701107 1215 67592 SH SOLE 67592 0 0 ZIX CORP COM 98974P100 48 21650 SH SOLE 21650 0 0 ZIMMER HLDGS INC COM 98956P102 7601 142210 SH SOLE 142210 0 0 ZIMMER HLDGS INC OPTION 98956P102 249 592 SH PUT SOLE 592 0 0 ZOLTEK COS INC COM 98975W104 106 10099 SH SOLE 10099 0 0 QUIKSILVER INC COM 74838C106 262 95187 SH SOLE 95187 0 0 ZORAN CORP COM 98975F101 216 18753 SH SOLE 18753 0 0 ISHARES TR INDEX MSCI EAFE IDX OPTION 464287465 8943 9336 SH CALL SOLE 9336 0 0 ISHARES TR INDEX DJ US REAL ESTOPTION 464287739 5333 13566 SH CALL SOLE 13566 0 0 ISHARES INC MSCI BRAZIL OPTION 464286400 29863 21571 SH CALL SOLE 21571 0 0 ISHARES INC MSCI BRAZIL OPTION 464286400 8574 50526 SH PUT SOLE 50526 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPTOPTION 678002106 8697 7840 SH CALL SOLE 7840 0 0 ISHARES TR INDEX MSCI EMERG MKTOPTION 464287234 72187 86813 SH CALL SOLE 86813 0 0 ISHARES TR INDEX MSCI EMERG MKTOPTION 464287234 16404 140535 SH PUT SOLE 140535 0 0 SEALY CORP COM 812139301 57 17877 SH SOLE 17877 0 0 JO-ANN STORES INC COM 47758P307 823 30677 SH SOLE 30677 0 0 JAVELIN PHARMACEUTICALS INC COM 471894105 34 17530 SH SOLE 17530 0 0 SUN MICROSYSTEMS INC COM 866810203 7265 799181 SH SOLE 799181 0 0 HUNT J B TRANS SVCS INC COM 445658107 2699 83988 SH SOLE 83988 0 0 JABIL CIRCUIT INC COM 466313103 2368 176586 SH SOLE 176586 0 0 JETBLUE AIRWAYS CORP COM 477143101 1259 210467 SH SOLE 210467 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page39 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- J CREW GROUP INC COM 46612H402 1415 39505 SH SOLE 39505 0 0 JOHNSON CTLS INC COM 478366107 8472 331461 SH SOLE 331461 0 0 J2 GLOBAL COMMUNICATIONS INC COM 46626E205 372 16186 SH SOLE 16186 0 0 PENNEY J C INC COM 708160106 5269 156106 SH SOLE 156106 0 0 PENNEY J C INC OPTION 708160106 276 3579 SH PUT SOLE 3579 0 0 PENNEY J C INC OPTION 708160106 506 1100 SH CALL SOLE 1100 0 0 JDS UNIPHASE CORP PAR $0.001 COM 46612J507 545 76634 SH SOLE 76634 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 1709 37193 SH SOLE 37193 0 0 JEFFERIES GROUP INC NEW COM 472319102 2163 79449 SH SOLE 79449 0 0 NUVEEN FLOATING RATE INCOME COM 67072T108 473 50000 SH SOLE 50000 0 0 J & J SNACK FOODS CORP COM 466032109 212 4912 SH SOLE 4912 0 0 HENRY JACK & ASSOC INC COM 426281101 1743 74251 SH SOLE 74251 0 0 JONES LANG LASALLE INC COM 48020Q107 1000 21105 SH SOLE 21105 0 0 JOHNSON & JOHNSON COM 478160104 102910 1690105 SH SOLE 1690105 0 0 JOHNSON & JOHNSON OPTION 478160104 1402 6822 SH CALL SOLE 6822 0 0 JOHNSON & JOHNSON OPTION 478160104 1213 8352 SH PUT SOLE 8352 0 0 SPDR SERIES TRUST BRCLYS YLD E COM 78464A417 1701 44193 SH SOLE 44193 0 0 JUNIPER NETWORKS INC COM 48203R104 12329 456294 SH SOLE 456294 0 0 JANUS CAP GROUP INC COM 47102X105 2156 152050 SH SOLE 152050 0 0 JONES APPAREL GROUP INC COM 480074103 715 39898 SH SOLE 39898 0 0 JOS A BANK CLOTHIERS INC COM 480838101 306 6836 SH SOLE 6836 0 0 JOY GLOBAL INC COM 481165108 1873 38264 SH SOLE 38264 0 0 JPMORGAN CHASE & CO COM 46625H100 256029 5842739 SH SOLE 5842739 0 0 JPMORGAN CHASE & CO OPTION 46625H100 44914 107189 SH CALL SOLE 107189 0 0 JPMORGAN CHASE & CO OPTION 46625H100 30920 154573 SH PUT SOLE 154573 0 0 JAMES RIVER COAL CO COM 470355207 208 10884 SH SOLE 10884 0 0 JOURNAL COMMUNICATIONS INC COM 481130102 52 14184 SH SOLE 14184 0 0 NUVEEN FLTNG RTE INCM OPP FD C COM 6706EN100 950 100000 SH SOLE 100000 0 0 WILEY JOHN & SONS INC COM 968223206 643 18479 SH SOLE 18479 0 0 NORDSTROM INC COM 655664100 4068 133186 SH SOLE 133186 0 0 KELLOGG CO COM 487836108 10947 222358 SH SOLE 222358 0 0 KAISER ALUMINUM CORP PAR $0.01COM 483007704 203 5587 SH SOLE 5587 0 0 KAMAN CORP COM 483548103 202 9199 SH SOLE 9199 0 0 KIMBALL INTL INC CL B COM 494274103 85 11123 SH SOLE 11123 0 0 SPDR SERIES TRUST SPDR KBW BK COM 78464A797 5161 221223 SH SOLE 221223 0 0 KB HOME COM 48666K109 8719 524913 SH SOLE 524913 0 0 KBR INC COM 48242W106 2212 94976 SH SOLE 94976 0 0 KBW INC COM 482423100 401 12444 SH SOLE 12444 0 0 KINETIC CONCEPTS INC COM 49460W208 2733 73897 SH SOLE 73897 0 0 KAYDON CORP COM 486587108 377 11615 SH SOLE 11615 0 0 KEY ENERGY SVCS INC COM 492914106 381 43752 SH SOLE 43752 0 0 KELLY SVCS INC COM 488152208 241 19627 SH SOLE 19627 0 0 KOREA ELECTRIC PWR COM 500631106 1621 106357 SH SOLE 106357 0 0 CHECK POINT SOFTWARE TECH LT OPTION M22465104 840 1000 SH CALL SOLE 1000 0 0 KIRBY CORP COM 497266106 1412 38346 SH SOLE 38346 0 0 KEYCORP NEW COM 493267108 4561 701632 SH SOLE 701632 0 0 KEYCORP NEW OPTION 493267108 931 2441 SH PUT SOLE 2441 0 0 KFORCE INC COM 493732101 64 10365 SH SOLE 10365 0 0 KRAFT FOODS INC COM 50075N104 19255 732979 SH SOLE 732979 0 0 KRAFT FOODS INC OPTION 50075N104 1401 9489 SH CALL SOLE 9489 0 0 KRAFT FOODS INC OPTION 50075N104 3446 17250 SH PUT SOLE 17250 0 0 KORN FERRY INTL COM 500643200 484 33158 SH SOLE 33158 0 0 KING PHARMACEUTICALS INC COM 495582108 1474 136841 SH SOLE 136841 0 0 KINROSS GOLD CORP COM NO PAR COM 496902404 634 29211 SH SOLE 29211 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page40 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- KINROSS GOLD CORP COM NO PAR OPTION 496902404 216 1112 SH CALL SOLE 1112 0 0 SPDR SERIES TRUST SPDR KBW INS COM 78464A789 903 25000 SH SOLE 25000 0 0 KIMCO REALTY CORP COM 49446R109 7726 592493 SH SOLE 592493 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 75 21040 SH SOLE 21040 0 0 KLA-TENCOR CORP COM 482480100 2729 76104 SH SOLE 76104 0 0 KULICKE & SOFFA INDS INC COM 501242101 153 25437 SH SOLE 25437 0 0 KIMBERLY CLARK CORP COM 494368103 22426 380239 SH SOLE 380239 0 0 KINDER MORGAN ENERGY PARTNER U COM 494550106 1848 34208 SH SOLE 34208 0 0 KINDER MORGAN MANAGEMENT LLC S COM 49455U100 348 7351 SH SOLE 7351 0 0 KENNAMETAL INC COM 489170100 690 28048 SH SOLE 28048 0 0 CARMAX INC COM 143130102 3795 181558 SH SOLE 181558 0 0 KINDRED HEALTHCARE INC COM 494580103 470 28983 SH SOLE 28983 0 0 KNOLL INC COM 498904200 174 16672 SH SOLE 16672 0 0 KNOLOGY INC COM 499183804 120 12262 SH SOLE 12262 0 0 KNOT INC COM 499184109 118 10808 SH SOLE 10808 0 0 KNIGHT TRANSN INC COM 499064103 381 22719 SH SOLE 22719 0 0 COCA COLA CO COM 191216100 116888 2176694 SH SOLE 2176694 0 0 COCA COLA CO OPTION 191216100 3799 8741 SH CALL SOLE 8741 0 0 COCA COLA CO OPTION 191216100 2631 14117 SH PUT SOLE 14117 0 0 KOPPERS HOLDINGS INC COM 50060P106 211 7132 SH SOLE 7132 0 0 KOPIN CORP COM 500600101 122 25433 SH SOLE 25433 0 0 KROGER CO COM 501044101 8744 423634 SH SOLE 423634 0 0 KILROY RLTY CORP COM 49427F108 331 11949 SH SOLE 11949 0 0 SPDR SERIES TRUST KBW REGN BK COM 78464A698 15848 743327 SH SOLE 743327 0 0 KITE RLTY GROUP TR COM 49803T102 74 17755 SH SOLE 17755 0 0 KOHLS CORP COM 500255104 6404 112257 SH SOLE 112257 0 0 KANSAS CITY SOUTHERN COM 485170302 1157 43685 SH SOLE 43685 0 0 K V PHARMACEUTICAL CO COM 482740206 38 12446 SH SOLE 12446 0 0 QUICKSILVER RESOURCES INC COM 74837R104 389 27391 SH SOLE 27391 0 0 LOEWS CORP COM 540424108 8705 254175 SH SOLE 254175 0 0 LABRANCHE & CO INC COM 505447102 69 20406 SH SOLE 20406 0 0 LAMAR ADVERTISING CO COM 512815101 1309 47700 SH SOLE 47700 0 0 LANCASTER COLONY CORP COM 513847103 721 14070 SH SOLE 14070 0 0 LATIN AMER EQUITY FD INC NEW COM 51827Q106 1838 52200 SH SOLE 52200 0 0 LAYNE CHRISTENSEN CO COM 521050104 215 6713 SH SOLE 6713 0 0 LAZARD LTD SHS A COM G54050102 331 8019 SH SOLE 8019 0 0 LIBERTY GLOBAL INC COM SER A COM 530555101 2920 129390 SH SOLE 129390 0 0 LIBERTY GLOBAL INC COM SER C COM 530555309 291 12937 SH SOLE 12937 0 0 U S AIRWAYS GROUP INC COM 90341W108 386 82027 SH SOLE 82027 0 0 LDK SOLAR CO LTD COM 50183L107 2772 321632 SH SOLE 321632 0 0 LEAP WIRELESS INTL INC COM 521863308 617 31575 SH SOLE 31575 0 0 LINCOLN ELEC HLDGS INC COM 533900106 1495 31501 SH SOLE 31501 0 0 LEGGETT & PLATT INC COM 524660107 2892 149067 SH SOLE 149067 0 0 LENNAR CORP COM 526057104 2495 175075 SH SOLE 175075 0 0 LEAPFROG ENTERPRISES INC COM 52186N106 48 11783 SH SOLE 11783 0 0 CHINA LIFE INS CO LTD SPON COM 16939P106 7173 109169 SH SOLE 109169 0 0 CHINA LIFE INS CO LTD SPON OPTION 16939P106 1655 1722 SH CALL SOLE 1722 0 0 LITTELFUSE INC COM 537008104 203 7752 SH SOLE 7752 0 0 LACLEDE GROUP INC COM 505597104 243 7546 SH SOLE 7546 0 0 LIGAND PHARMACEUTICALS INC CL BCOM 53220K207 92 39848 SH SOLE 39848 0 0 LABORATORY CORP AMER HLDGS COM 50540R409 7867 119745 SH SOLE 119745 0 0 LHC GROUP INC COM 50187A107 431 14407 SH SOLE 14407 0 0 LASALLE HOTEL PPTYS COM SH BEN COM 517942108 341 17323 SH SOLE 17323 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 3624 151683 SH SOLE 151683 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page41 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- LENNOX INTL INC COM 526107107 831 23020 SH SOLE 23020 0 0 LINN ENERGY LLC UNIT LTD LIAB COM 536020100 11450 500000 SH SOLE 500000 0 0 LIBERTY MEDIA CORP NEW INT COM COM 53071M104 2148 195799 SH SOLE 195799 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 50 19107 SH SOLE 19107 0 0 LIZ CLAIBORNE INC COM 539320101 260 52837 SH SOLE 52837 0 0 LKQ CORP COM 501889208 6021 324780 SH SOLE 324780 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 6202 77218 SH SOLE 77218 0 0 LIMELIGHT NETWORKS INC COM 53261M104 50 12314 SH SOLE 12314 0 0 LINEAR TECHNOLOGY CORP COM 535678106 2316 83807 SH SOLE 83807 0 0 LILLY ELI & CO COM 532457108 21889 662686 SH SOLE 662686 0 0 LILLY ELI & CO OPTION 532457108 801 10621 SH CALL SOLE 10621 0 0 LILLY ELI & CO OPTION 532457108 863 1500 SH PUT SOLE 1500 0 0 LILLY ELI & CO OPTION 532457108 14407 10400 SH PUT SOLE 10400 0 0 LEGG MASON INC COM 524901105 2610 84116 SH SOLE 84116 0 0 LIBERTY MEDIA CORP NEW ENT COM COM 53071M500 3525 113319 SH SOLE 113319 0 0 LUMINEX CORP DEL COM 55027E102 321 18861 SH SOLE 18861 0 0 LOCKHEED MARTIN CORP COM 539830109 17499 224113 SH SOLE 224113 0 0 LOCKHEED MARTIN CORP OPTION 539830109 767 2440 SH CALL SOLE 2440 0 0 LOCKHEED MARTIN CORP OPTION 539830109 959 902 SH PUT SOLE 902 0 0 LINCOLN NATL CORP IND COM 534187109 4594 177293 SH SOLE 177293 0 0 LINCOLN NATL CORP IND OPTION 534187109 1040 2060 SH CALL SOLE 2060 0 0 LANCE INC COM 514606102 256 9914 SH SOLE 9914 0 0 LINCARE HLDGS INC COM 532791100 1703 54509 SH SOLE 54509 0 0 CHENIERE ENERGY INC COM 16411R208 241 82284 SH SOLE 82284 0 0 CHENIERE ENERGY INC BOND CV 16411RAE9 618750 15000000 PRN SOLE 15000000 0 0 ALLIANT ENERGY CORP COM 018802108 1419 50948 SH SOLE 50948 0 0 LORILLARD INC COM 544147101 6579 88551 SH SOLE 88551 0 0 LOGITECH INTL S A SHS COM H50430232 866 47137 SH SOLE 47137 0 0 LOWES COS INC COM 548661107 24913 1189724 SH SOLE 1189724 0 0 LOWES COS INC OPTION 548661107 1434 4073 SH PUT SOLE 4073 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 620 22900 SH SOLE 22900 0 0 LIFEPOINT HOSPITALS INC BOND CV 53219LAH2 1188250 14000000 PRN SOLE 14000000 0 0 LENDER PROCESSING SVCS INC COM 52602E102 2000 52398 SH SOLE 52398 0 0 LIVEPERSON INC COM 538146101 73 14434 SH SOLE 14434 0 0 LOUISIANA PAC CORP COM 546347105 3231 484447 SH SOLE 484447 0 0 LAM RESEARCH CORP COM 512807108 4186 122540 SH SOLE 122540 0 0 LAM RESEARCH CORP OPTION 512807108 224 436 SH PUT SOLE 436 0 0 LIBERTY PPTY TR SH BEN INT COM 531172104 1822 56018 SH SOLE 56018 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 94 41752 SH SOLE 41752 0 0 CAPLEASE INC COM 140288101 66 16383 SH SOLE 16383 0 0 LSI CORPORATION COM 502161102 3593 654453 SH SOLE 654453 0 0 LANDSTAR SYS INC COM 515098101 970 25477 SH SOLE 25477 0 0 LTC PPTYS INC COM 502175102 209 8676 SH SOLE 8676 0 0 LIMITED BRANDS INC COM 532716107 2888 169976 SH SOLE 169976 0 0 LIFE TIME FITNESS INC COM 53217R207 1198 42708 SH SOLE 42708 0 0 LUFKIN INDS INC COM 549764108 745 14014 SH SOLE 14014 0 0 LEUCADIA NATL CORP COM 527288104 2784 112623 SH SOLE 112623 0 0 LULULEMON ATHLETICA INC COM 550021109 333 14659 SH SOLE 14659 0 0 SOUTHWEST AIRLS CO COM 844741108 5238 545607 SH SOLE 545607 0 0 LUXOTTICA GROUP S P A COM 55068R202 919 35598 SH SOLE 35598 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 462 332577 SH SOLE 332577 0 0 LAS VEGAS SANDS CORP COM 517834107 9769 580121 SH SOLE 580121 0 0 LAWSON SOFTWARE INC NEW COM 52078P102 324 51938 SH SOLE 51938 0 0 LEXMARK INTL NEW COM 529771107 1270 58946 SH SOLE 58946 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page42 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- LEXMARK INTL NEW OPTION 529771107 475 1011 SH CALL SOLE 1011 0 0 LEXINGTON REALTY TRUST COM 529043101 123 24105 SH SOLE 24105 0 0 LEXICON PHARMACEUTICALS INC COM 528872104 59 27592 SH SOLE 27592 0 0 LLOYDS BANKING GROUP PLC COM 539439109 115 17199 SH SOLE 17199 0 0 LIVE NATION INC COM 538034109 244 29831 SH SOLE 29831 0 0 LUBRIZOL CORP COM 549271104 2609 36504 SH SOLE 36504 0 0 LA Z BOY INC COM 505336107 502 58013 SH SOLE 58013 0 0 MACYS INC COM 55616P104 4865 266007 SH SOLE 266007 0 0 MACYS INC OPTION 55616P104 1120 3100 SH CALL SOLE 3100 0 0 MASTERCARD INC COM 57636Q104 5080 25130 SH SOLE 25130 0 0 MID-AMER APT CMNTYS INC COM 59522J103 360 7975 SH SOLE 7975 0 0 MACERICH CO COM 554382101 1093 36044 SH SOLE 36044 0 0 MANPOWER INC COM 56418H100 2412 42527 SH SOLE 42527 0 0 MANTECH INTL CORP COM 564563104 1104 23441 SH SOLE 23441 0 0 MARRIOTT INTL INC NEW COM 571903202 2968 107575 SH SOLE 107575 0 0 MASCO CORP COM 574599106 4043 312943 SH SOLE 312943 0 0 MASIMO CORP COM 574795100 839 32041 SH SOLE 32041 0 0 MATTEL INC COM 577081102 3474 188217 SH SOLE 188217 0 0 MARTEK BIOSCIENCES CORP COM 572901106 320 14173 SH SOLE 14173 0 0 MATTHEWS INTL CORP COM 577128101 802 22661 SH SOLE 22661 0 0 MBIA INC COM 55262C100 638 82258 SH SOLE 82258 0 0 MOBILE TELESYSTEMS OJSC COM 607409109 16865 349382 SH SOLE 349382 0 0 MEDIACOM COMMUNICATIONS CORP COM 58446K105 82 14242 SH SOLE 14242 0 0 MCDONALDS CORP COM 580135101 49434 866199 SH SOLE 866199 0 0 MCDONALDS CORP OPTION 580135101 644 6766 SH CALL SOLE 6766 0 0 MCDONALDS CORP OPTION 580135101 401 1000 SH CALL SOLE 1000 0 0 MCDONALDS CORP OPTION 580135101 567 1000 SH PUT SOLE 1000 0 0 MCDONALDS CORP OPTION 580135101 3782 16600 SH PUT SOLE 16600 0 0 CONTANGO OIL & GAS COMPANY COM 21075N204 230 4503 SH SOLE 4503 0 0 MCG CAPITAL CORP COM 58047P107 99 23574 SH SOLE 23574 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 6798 256539 SH SOLE 256539 0 0 MCKESSON CORP COM 58155Q103 5759 96705 SH SOLE 96705 0 0 MOODYS CORP COM 615369105 5310 259517 SH SOLE 259517 0 0 MICREL INC COM 594793101 135 16530 SH SOLE 16530 0 0 MICROS SYS INC COM 594901100 558 18469 SH SOLE 18469 0 0 MERCURY GENL CORP NEW COM 589400100 573 15837 SH SOLE 15837 0 0 MEDASSETS INC COM 584045108 309 13683 SH SOLE 13683 0 0 M D C HLDGS INC COM 552676108 4810 138452 SH SOLE 138452 0 0 MEDICINES CO COM 584688105 604 54887 SH SOLE 54887 0 0 METROPOLITAN HEALTH NETWORKS COM 592142103 29 13363 SH SOLE 13363 0 0 MEREDITH CORP COM 589433101 533 17799 SH SOLE 17799 0 0 MCDERMOTT INTL INC COM 580037109 2363 93506 SH SOLE 93506 0 0 MEDTRONIC INC COM 585055106 32107 872470 SH SOLE 872470 0 0 MEDTRONIC INC OPTION 585055106 602 2206 SH CALL SOLE 2206 0 0 MEDTRONIC INC OPTION 585055106 1888 4473 SH PUT SOLE 4473 0 0 MDU RES GROUP INC COM 552690109 1937 92916 SH SOLE 92916 0 0 MEDIVATION INC COM 58501N101 281 10360 SH SOLE 10360 0 0 MIDCAP SPDR TR UNIT SER 1 COM 595635103 254560 2032088 SH SOLE 2032088 0 0 MARINER ENERGY INC COM 56845T305 330 23275 SH SOLE 23275 0 0 METALICO INC COM 591176102 50 12072 SH SOLE 12072 0 0 MASSEY ENERGY CORP COM 576206106 3173 113777 SH SOLE 113777 0 0 METHODE ELECTRS INC COM 591520200 119 13756 SH SOLE 13756 0 0 MERCADOLIBRE INC COM 58733R102 352 9161 SH SOLE 9161 0 0 MENTOR GRAPHICS CORP COM 587200106 930 99860 SH SOLE 99860 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page43 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MESA AIR GROUP INC COM 590479101 1881 7315268 SH SOLE 7315268 0 0 METLIFE INC COM 59156R108 16843 442428 SH SOLE 442428 0 0 METLIFE INC OPTION 59156R108 1824 4647 SH CALL SOLE 4647 0 0 MF GLOBAL LTD SHS COM G60642108 260 35816 SH SOLE 35816 0 0 MFA FINANCIAL INC COM 55272X102 2991 375794 SH SOLE 375794 0 0 MCAFEE INC COM 579064106 3103 70854 SH SOLE 70854 0 0 ASML HOLDING N V NY REG SHS OPTION N07059186 500 920 SH CALL SOLE 920 0 0 MAGNA INTL INC OPTION 559222401 325 775 SH CALL SOLE 775 0 0 MAGNA INTL INC OPTION 559222401 223 775 SH PUT SOLE 775 0 0 MGE ENERGY INC COM 55277P104 283 7749 SH SOLE 7749 0 0 MONEYGRAM INTL INC COM 60935Y109 98 31329 SH SOLE 31329 0 0 MAGELLAN HEALTH SVCS INC COM 559079207 651 20960 SH SOLE 20960 0 0 MGM MIRAGE COM 552953101 11407 947419 SH SOLE 947419 0 0 MOHAWK INDS INC COM 608190104 1424 29870 SH SOLE 29870 0 0 MAIDEN HOLDINGS LTD SHS COM G5753U112 134 18402 SH SOLE 18402 0 0 MCGRAW HILL COS INC COM 580645109 7716 306912 SH SOLE 306912 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 13948 252175 SH SOLE 252175 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 1633 202406 SH SOLE 202406 0 0 MILLICOM INTL CELLULAR S A SHS COM L6388F110 2273 31245 SH SOLE 31245 0 0 MIDDLEBY CORP COM 596278101 309 5612 SH SOLE 5612 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 159 21423 SH SOLE 21423 0 0 MILLIPORE CORP COM 601073109 6151 87453 SH SOLE 87453 0 0 MOBILE MINI INC COM 60740F105 213 12281 SH SOLE 12281 0 0 MIPS TECHNOLOGIES INC COM 604567107 58 15360 SH SOLE 15360 0 0 MIRANT CORP NEW COM 60467R100 139765 8506672 SH SOLE 8506672 0 0 MICROMET INC COM 59509C105 140 20954 SH SOLE 20954 0 0 MCCORMICK & CO INC COM NON VTG COM 579780206 2201 64845 SH SOLE 64845 0 0 MARKEL CORP COM 570535104 255 773 SH SOLE 773 0 0 MKS INSTRUMENT INC COM 55306N104 342 17752 SH SOLE 17752 0 0 MARKETAXESS HLDGS INC COM 57060D108 132 11003 SH SOLE 11003 0 0 MILLER HERMAN INC COM 600544100 706 41755 SH SOLE 41755 0 0 MUELLER INDS INC COM 624756102 308 12905 SH SOLE 12905 0 0 MARTIN MARIETTA MATLS INC COM 573284106 2606 28300 SH SOLE 28300 0 0 MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 136 16810 SH SOLE 16810 0 0 MARSH & MCLENNAN COS INC COM 571748102 5917 239247 SH SOLE 239247 0 0 3M CO COM 88579Y101 47023 637169 SH SOLE 637169 0 0 3M CO OPTION 88579Y101 345 20301 SH PUT SOLE 20301 0 0 3M CO OPTION 88579Y101 5985 9180 SH CALL SOLE 9180 0 0 MCMORAN EXPLORATION CO COM 582411104 214 28297 SH SOLE 28297 0 0 MAXIMUS INC COM 577933104 273 5851 SH SOLE 5851 0 0 MERIT MED SYS INC COM 589889104 178 10246 SH SOLE 10246 0 0 MCCLATCHY CO COM 579489105 351 137201 SH SOLE 137201 0 0 MANNKIND CORP COM 56400P201 206 20931 SH SOLE 20931 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 130 12234 SH SOLE 12234 0 0 ALTRIA GROUP INC COM 02209S103 94593 5311238 SH SOLE 5311238 0 0 ALTRIA GROUP INC OPTION 02209S103 599 4000 SH CALL SOLE 4000 0 0 ALTRIA GROUP INC OPTION 02209S103 1065 11540 SH CALL SOLE 11540 0 0 ALTRIA GROUP INC OPTION 02209S103 2440 5359 SH PUT SOLE 5359 0 0 MODINE MFG CO COM 607828100 114 12266 SH SOLE 12266 0 0 MOOG INC COM 615394202 439 14874 SH SOLE 14874 0 0 MOLEX INC COM 608554101 1460 69916 SH SOLE 69916 0 0 MONSANTO CO NEW COM 61166W101 51834 669684 SH SOLE 669684 0 0 MONSANTO CO NEW OPTION 61166W101 490 1775 SH CALL SOLE 1775 0 0 MONSANTO CO NEW OPTION 61166W101 5039 11346 SH PUT SOLE 11346 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page44 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MOSAIC CO COM 61945A107 18106 376651 SH SOLE 376651 0 0 MOSAIC CO OPTION 61945A107 235 750 SH PUT SOLE 750 0 0 MOTOROLA INC COM 620076109 26421 3075774 SH SOLE 3075774 0 0 MOTOROLA INC OPTION 620076109 5259 18649 SH CALL SOLE 18649 0 0 MOTOROLA INC OPTION 620076109 942 23265 SH PUT SOLE 23265 0 0 MOVE INC COM COM 62458M108 151 55975 SH SOLE 55975 0 0 MPS GROUP INC COM 553409103 735 69864 SH SOLE 69864 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 238 30523 SH SOLE 30523 0 0 MONOLITHIC PWR SYS INC COM 609839105 281 12004 SH SOLE 12004 0 0 MERGE HEALTHCARE INC COM 589499102 42 10293 SH SOLE 10293 0 0 MONTPELIER RE HOLDINGS LTD SHS COM G62185106 497 30437 SH SOLE 30437 0 0 MERCK & CO INC COM 589331107 51907 1641071 SH SOLE 1641071 0 0 MARATHON OIL CORP COM 565849106 19039 596830 SH SOLE 596830 0 0 MARATHON OIL CORP OPTION 565849106 639 5156 SH PUT SOLE 5156 0 0 MARATHON OIL CORP OPTION 565849106 484 2134 SH CALL SOLE 2134 0 0 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 2369 146322 SH SOLE 146322 0 0 MEDICIS PHARMACEUTICAL CORP COM 584690309 905 42385 SH SOLE 42385 0 0 MORGAN STANLEY COM 617446448 66990 2169375 SH SOLE 2169375 0 0 MORGAN STANLEY OPTION 617446448 3386 9388 SH CALL SOLE 9388 0 0 MORGAN STANLEY OPTION 617446448 17532 40256 SH PUT SOLE 40256 0 0 MINE SAFETY APPLIANCES CO COM 602720104 584 21214 SH SOLE 21214 0 0 MICROSEMI CORP COM 595137100 970 61414 SH SOLE 61414 0 0 MSC SOFTWARE CORP COM 553531104 149 17719 SH SOLE 17719 0 0 MICROSOFT CORP COM 594918104 176787 6873540 SH SOLE 6873540 0 0 MICROSOFT CORP OPTION 594918104 29582 113384 SH CALL SOLE 113384 0 0 MICROSOFT CORP OPTION 594918104 30266 117678 SH PUT SOLE 117678 0 0 MSC INDL DIRECT INC COM 553530106 1044 23965 SH SOLE 23965 0 0 MARTHA STEWART LIVING OMNIME COM 573083102 63 10027 SH SOLE 10027 0 0 MICROSTRATEGY INC COM 594972408 233 3262 SH SOLE 3262 0 0 ARCELORMITTAL SA LUXEMBOURG NY COM 03938L104 1832 49315 SH SOLE 49315 0 0 M & T BK CORP COM 55261F104 2323 37273 SH SOLE 37273 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 1328 14659 SH SOLE 14659 0 0 MGIC INVT CORP WIS COM 552848103 360 48547 SH SOLE 48547 0 0 MERITAGE HOMES CORP COM 59001A102 215 10572 SH SOLE 10572 0 0 MECHEL OAO COM 583840103 3591 199699 SH SOLE 199699 0 0 VAIL RESORTS INC COM 91879Q109 336 10007 SH SOLE 10007 0 0 MANITOWOC INC COM 563571108 404 42642 SH SOLE 42642 0 0 MINERALS TECHNOLOGIES INC COM 603158106 652 13699 SH SOLE 13699 0 0 MASTEC INC COM 576323109 222 18291 SH SOLE 18291 0 0 MICRON TECHNOLOGY INC COM 595112103 2206 269084 SH SOLE 269084 0 0 MICRON TECHNOLOGY INC BOND CV 595112AH6 749250 9000000 PRN SOLE 9000000 0 0 MURPHY OIL CORP COM 626717102 9830 170752 SH SOLE 170752 0 0 METAVANTE TECHNOLOGIES INC COM 591407101 1728 50114 SH SOLE 50114 0 0 MICROVISION INC DEL COM 594960106 155 28097 SH SOLE 28097 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 6663 134276 SH SOLE 134276 0 0 MV OIL TR TR UNITS COM 553859109 8687 517085 SH SOLE 517085 0 0 MENS WEARHOUSE INC COM 587118100 464 18798 SH SOLE 18798 0 0 MUELLER WTR PRODS INC COM SER ACOM 624758108 2893 527903 SH SOLE 527903 0 0 MEADWESTVACO CORP COM 583334107 2567 115064 SH SOLE 115064 0 0 MONSTER WORLDWIDE INC COM 611742107 1384 79194 SH SOLE 79194 0 0 MSCI INC COM 55354G100 232 7843 SH SOLE 7843 0 0 MEXICO EQUITY & INCOME FD COM 592834105 165 24310 SH SOLE 24310 0 0 MAX CAPITAL GROUP LTD SHS COM G6052F103 339 15858 SH SOLE 15858 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2826 155777 SH SOLE 155777 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page45 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MYERS INDS INC COM 628464109 121 11214 SH SOLE 11214 0 0 MYRIAD GENETICS INC COM 62855J104 2217 80872 SH SOLE 80872 0 0 MYLAN INC COM 628530107 1359 84868 SH SOLE 84868 0 0 MYLAN INC PFD CONV COM 628530206 16302 15904 SH SOLE 15904 0 0 NABI BIOPHARMACEUTICALS COM 629519109 65 18155 SH SOLE 18155 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 868 81139 SH SOLE 81139 0 0 NORDIC AMERICAN TANKER SHIPP COM G65773106 439 14838 SH SOLE 14838 0 0 NATIONAL INSTRS CORP COM 636518102 686 24837 SH SOLE 24837 0 0 NAVISTAR INTL CORP NEW COM 63934E108 875 23370 SH SOLE 23370 0 0 NAVIGATORS GROUP INC COM 638904102 236 4298 SH SOLE 4298 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 41 13456 SH SOLE 13456 0 0 NOBLE ENERGY INC COM 655044105 9270 140534 SH SOLE 140534 0 0 NABORS INDUSTRIES LTD SHS COM G6359F103 3039 145396 SH SOLE 145396 0 0 NBT BANCORP INC COM 628778102 273 12111 SH SOLE 12111 0 0 NAVIGANT CONSULTING INC COM 63935N107 496 36705 SH SOLE 36705 0 0 NATIONAL CINEMEDIA INC COM 635309107 263 15478 SH SOLE 15478 0 0 NCR CORP NEW COM 62886E108 1824 131947 SH SOLE 131947 0 0 NASDAQ OMX GROUP INC COM 631103108 2640 125437 SH SOLE 125437 0 0 NEUBERGER BERMAN DIV ADVANT COM 64127J102 978 100000 SH SOLE 100000 0 0 99 CENTS ONLY STORES COM 65440K106 464 34526 SH SOLE 34526 0 0 NORDSON CORP COM 655663102 1424 25388 SH SOLE 25388 0 0 NOBLE CORPORATION BAAR NAMEN - COM H5833N103 2680 70588 SH SOLE 70588 0 0 NEWMONT MINING CORP COM 651639106 13542 307631 SH SOLE 307631 0 0 NEWMONT MINING CORP OPTION 651639106 3774 6979 SH CALL SOLE 6979 0 0 NEWMONT MINING CORP OPTION 651639106 5011 7748 SH PUT SOLE 7748 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 289 6421 SH SOLE 6421 0 0 NEWMARKET CORP COM 651587107 4135 44447 SH SOLE 44447 0 0 NEWPORT CORP COM 651824104 118 13415 SH SOLE 13415 0 0 NATIONAL FUEL GAS CO N J COM 636180101 1599 34895 SH SOLE 34895 0 0 NETFLIX INC COM 64110L106 1020 22082 SH SOLE 22082 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 130 14860 SH SOLE 14860 0 0 NEWFIELD EXPL CO COM 651290108 2841 66756 SH SOLE 66756 0 0 NATIONAL HEALTH INVS INC COM 63633D104 307 9705 SH SOLE 9705 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 1273 41069 SH SOLE 41069 0 0 NATIONWIDE HEALTH PPTYS INC PF COM 638620302 3934 28105 SH SOLE 28105 0 0 NISOURCE INC COM 65473P105 1412 101631 SH SOLE 101631 0 0 NII HLDGS INC CL B COM 62913F201 1554 51692 SH SOLE 51692 0 0 BLUE NILE INC COM 09578R103 634 10200 SH SOLE 10200 0 0 KNIGHT CAPITAL GROUP INC COM 499005106 765 35187 SH SOLE 35187 0 0 NEW JERSEY RES COM 646025106 572 15741 SH SOLE 15741 0 0 NIKE INC CL B COM 654106103 19245 297444 SH SOLE 297444 0 0 NIKE INC CL B OPTION 654106103 649 3042 SH PUT SOLE 3042 0 0 NIKE INC CL B OPTION 654106103 1524 2304 SH CALL SOLE 2304 0 0 NEKTAR THERAPEUTICS COM 640268108 368 37738 SH SOLE 37738 0 0 NALCO HOLDING COMPANY COM 62985Q101 5806 283369 SH SOLE 283369 0 0 ANNALY CAP MGMT INC COM 035710409 1851 102045 SH SOLE 102045 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 491 22865 SH SOLE 22865 0 0 NORTHROP GRUMMAN CORP COM 666807102 6765 130716 SH SOLE 130716 0 0 NORTHROP GRUMMAN CORP OPTION 666807102 227 687 SH CALL SOLE 687 0 0 NORTHERN OIL & GAS INC NEV COM 665531109 91 10865 SH SOLE 10865 0 0 NOKIA CORP COM 654902204 9131 624530 SH SOLE 624530 0 0 NOKIA CORP OPTION 654902204 770 2360 SH PUT SOLE 2360 0 0 NATIONAL OILWELL VARCO INC COM 637071101 10532 244197 SH SOLE 244197 0 0 NOVELL INC COM 670006105 948 210093 SH SOLE 210093 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page46 of 52 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 PENN BANCSHARES INC COM 637138108 78 12789 SH SOLE 12789 0 0 NPS PHARMACEUTICALS INC COM 62936P103 70 17432 SH SOLE 17432 0 0 NEWPARK RES INC PAR $.01 NEW COM 651718504 101 31452 SH SOLE 31452 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 74 21087 SH SOLE 21087 0 0 NRG ENERGY INC COM 629377508 9428 334450 SH SOLE 334450 0 0 NRG ENERGY INC OPTION 629377508 2442 4300 SH PUT SOLE 4300 0 0 NORFOLK SOUTHERN CORP COM 655844108 16567 384291 SH SOLE 384291 0 0 NORFOLK SOUTHERN CORP OPTION 655844108 1539 2560 SH PUT SOLE 2560 0 0 INSIGHT ENTERPRISES INC COM 45765U103 201 16498 SH SOLE 16498 0 0 NUVEEN SR INCOME FD COM 67067Y104 577 100000 SH SOLE 100000 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 3364 235708 SH SOLE 235708 0 0 NEUSTAR INC COM 64126X201 734 32480 SH SOLE 32480 0 0 NSTAR COM 67019E107 2028 63745 SH SOLE 63745 0 0 NESS TECHNOLOGIES INC COM 64104X108 113 14349 SH SOLE 14349 0 0 NETAPP INC COM 64110D104 29509 1106049 SH SOLE 1106049 0 0 NETEASE COM INC COM 64110W102 1555 34051 SH SOLE 34051 0 0 NETEASE COM INC OPTION 64110W102 248 3574 SH PUT SOLE 3574 0 0 NATCO GROUP INC COM 63227W203 315 7123 SH SOLE 7123 0 0 NETGEAR INC COM 64111Q104 227 12386 SH SOLE 12386 0 0 NTELOS HLDGS CORP COM 67020Q107 184 10395 SH SOLE 10395 0 0 NUTRI SYS INC NEW COM 67069D108 597 39154 SH SOLE 39154 0 0 NORTHERN TR CORP COM 665859104 8826 151760 SH SOLE 151760 0 0 NBTY INC COM 628782104 1061 26816 SH SOLE 26816 0 0 NORTHEAST UTILS COM 664397106 2230 93922 SH SOLE 93922 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 434 28993 SH SOLE 28993 0 0 NUCOR CORP COM 670346105 8818 187567 SH SOLE 187567 0 0 NUCOR CORP OPTION 670346105 1673 2816 SH CALL SOLE 2816 0 0 NU SKIN ENTERPRISES INC COM 67018T105 333 17992 SH SOLE 17992 0 0 NUVASIVE INC COM 670704105 556 13309 SH SOLE 13309 0 0 NOVAVAX INC COM 670002104 95 24099 SH SOLE 24099 0 0 NVIDIA CORP COM 67066G104 14502 964881 SH SOLE 964881 0 0 NVIDIA CORP OPTION 67066G104 1159 3281 SH PUT SOLE 3281 0 0 NV ENERGY INC COM 67073Y106 1193 102962 SH SOLE 102962 0 0 NOVELLUS SYS INC COM 670008101 1394 66457 SH SOLE 66457 0 0 NVR INC COM 62944T105 1710 2683 SH SOLE 2683 0 0 NOVARTIS A G COM 66987V109 847 16810 SH SOLE 16810 0 0 NOVATEL WIRELESS INC COM 66987M604 125 10962 SH SOLE 10962 0 0 NORTHWESTERN CORP COM 668074305 308 12601 SH SOLE 12601 0 0 NETWORK EQUIP TECHNOLOGIES COM 641208103 75 10432 SH SOLE 10432 0 0 NEWELL RUBBERMAID INC COM 651229106 2481 158120 SH SOLE 158120 0 0 NORTHWEST NAT GAS CO COM 667655104 378 9080 SH SOLE 9080 0 0 NEWS CORP CL B COM 65248E203 671 47931 SH SOLE 47931 0 0 NEWS CORP COM 65248E104 20450 1709843 SH SOLE 1709843 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 191 13323 SH SOLE 13323 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 3416 299106 SH SOLE 299106 0 0 NEW YORK TIMES CO COM 650111107 947 116600 SH SOLE 116600 0 0 NYSE EURONEXT COM 629491101 7476 258785 SH SOLE 258785 0 0 NYSE EURONEXT OPTION 629491101 425 2315 SH CALL SOLE 2315 0 0 NYSE EURONEXT OPTION 629491101 905 1215 SH PUT SOLE 1215 0 0 NETEZZA CORP COM 64111N101 184 16362 SH SOLE 16362 0 0 REALTY INCOME CORP COM 756109104 1035 40332 SH SOLE 40332 0 0 OWENS CORNING NEW COM 690742101 907 40416 SH SOLE 40416 0 0 OCWEN FINL CORP COM 675746309 276 24414 SH SOLE 24414 0 0 OMNICARE INC COM 681904108 1769 78532 SH SOLE 78532 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page47 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- OLD DOMINION FGHT LINES INC COM 679580100 669 21982 SH SOLE 21982 0 0 OFFICE DEPOT INC COM 676220106 682 102997 SH SOLE 102997 0 0 ODYSSEY HEALTHCARE INC COM 67611V101 146 11668 SH SOLE 11668 0 0 ISHARES TR INDEX S&P 100 IDX FDCOM 464287101 953 19522 SH SOLE 19522 0 0 ORIENT-EXPRESS HOTELS LTD COM G67743107 302 26268 SH SOLE 26268 0 0 CORPORATE OFFICE PPTYS TR SH B COM 22002T108 1022 27700 SH SOLE 27700 0 0 ISHARES TR INDEX RUSSELL 2000 OPTION 464287655 29696 47234 SH CALL SOLE 47234 0 0 ISHARES TR INDEX RUSSELL 2000 OPTION 464287655 11174 74450 SH PUT SOLE 74450 0 0 OGE ENERGY CORP COM 670837103 1372 41478 SH SOLE 41478 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 897 55962 SH SOLE 55962 0 0 OWENS ILL INC COM 690768403 2555 69235 SH SOLE 69235 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPTCOM 678002106 21605 183984 SH SOLE 183984 0 0 OCEANEERING INTL INC COM 675232102 1372 24173 SH SOLE 24173 0 0 OIL STS INTL INC COM 678026105 780 22194 SH SOLE 22194 0 0 ONEOK INC NEW COM 682680103 2128 58102 SH SOLE 58102 0 0 OLIN CORP PAR $1 COM 680665205 1073 61536 SH SOLE 61536 0 0 OMNICOM GROUP INC COM 681919106 8178 221374 SH SOLE 221374 0 0 OMNICELL INC COM 68213N109 129 11544 SH SOLE 11544 0 0 ODYSSEY MARINE EXPLORATION I COM 676118102 38 20683 SH SOLE 20683 0 0 OM GROUP INC COM 670872100 328 10789 SH SOLE 10789 0 0 OWENS & MINOR INC NEW COM 690732102 1400 30934 SH SOLE 30934 0 0 OMNOVA SOLUTIONS INC COM 682129101 105 16177 SH SOLE 16177 0 0 OMNITURE INC COM 68212S109 2126 99160 SH SOLE 99160 0 0 OFFICEMAX INC DEL COM 67622P101 332 26373 SH SOLE 26373 0 0 ON SEMICONDUCTOR CORP COM 682189105 194 23559 SH SOLE 23559 0 0 ONYX PHARMACEUTICALS INC COM 683399109 893 29804 SH SOLE 29804 0 0 OPKO HEALTH INC COM 68375N103 34 14736 SH SOLE 14736 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 138 10230 SH SOLE 10230 0 0 OPENTV CORP COM G67543101 44 32207 SH SOLE 32207 0 0 OPENWAVE SYS INC COM 683718308 76 29069 SH SOLE 29069 0 0 SPDR GOLD TRUST GOLD SHS OPTION 78463V107 1491 2640 SH CALL SOLE 2640 0 0 SPDR GOLD TRUST GOLD SHS OPTION 78463V107 3883 21562 SH PUT SOLE 21562 0 0 ORMAT TECHNOLOGIES INC COM 686688102 2745 67239 SH SOLE 67239 0 0 ORBITAL SCIENCES CORP COM 685564106 392 26163 SH SOLE 26163 0 0 ORACLE CORP COM 68389X105 89415 4290552 SH SOLE 4290552 0 0 ORACLE CORP OPTION 68389X105 454 13068 SH CALL SOLE 13068 0 0 ORACLE CORP OPTION 68389X105 3662 42760 SH PUT SOLE 42760 0 0 OREXIGEN THERAPEUTICS INC COM 686164104 99 10012 SH SOLE 10012 0 0 OLD REP INTL CORP COM 680223104 1645 135070 SH SOLE 135070 0 0 O REILLY AUTOMOTIVE INC COM 686091109 4726 130761 SH SOLE 130761 0 0 ORION MARINE GROUP INC COM 68628V308 201 9769 SH SOLE 9769 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 1676 44853 SH SOLE 44853 0 0 OSI PHARMACEUTICALS INC COM 671040103 757 21433 SH SOLE 21433 0 0 OSHKOSH CORP COM 688239201 1216 39323 SH SOLE 39323 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 46 15889 SH SOLE 15889 0 0 OTTER TAIL CORP COM 689648103 312 13038 SH SOLE 13038 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 395 24260 SH SOLE 24260 0 0 ORBITZ WORLDWIDE INC COM 68557K109 85 13804 SH SOLE 13804 0 0 OXIGENE INC COM 691828107 18 12450 SH SOLE 12450 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 328 19009 SH SOLE 19009 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 64679 824993 SH SOLE 824993 0 0 OCCIDENTAL PETE CORP DEL OPTION 674599105 1624 12774 SH PUT SOLE 12774 0 0 OCCIDENTAL PETE CORP DEL OPTION 674599105 5273 9283 SH CALL SOLE 9283 0 0 OYO GEOSPACE CORP COM 671074102 234 9041 SH SOLE 9041 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page48 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PLAINS ALL AMERN PIPELINE L UN COM 726503105 496 10716 SH SOLE 10716 0 0 GPO AEROPORTUARIO DEL PAC SA S COM 400506101 1263 44807 SH SOLE 44807 0 0 PACER INTL INC TENN COM 69373H106 48 12387 SH SOLE 12387 0 0 PAETEC HOLDING CORP COM 695459107 176 45439 SH SOLE 45439 0 0 PALM INC NEW COM 696643105 1982 113495 SH SOLE 113495 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 126 10579 SH SOLE 10579 0 0 3PAR INC COM 88580F109 111 10082 SH SOLE 10082 0 0 PEPSIAMERICAS INC COM 71343P200 891 31192 SH SOLE 31192 0 0 VERIFONE HLDGS INC COM 92342Y109 409 25717 SH SOLE 25717 0 0 PAYCHEX INC COM 704326107 12264 422153 SH SOLE 422153 0 0 PAYCHEX INC OPTION 704326107 257 1371 SH PUT SOLE 1371 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 3547 227957 SH SOLE 227957 0 0 PEPSI BOTTLING GROUP INC COM 713409100 3031 83186 SH SOLE 83186 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 87 12417 SH SOLE 12417 0 0 PITNEY BOWES INC COM 724479100 1955 78668 SH SOLE 78668 0 0 PROVIDENT NEW YORK BANCORP COM 744028101 132 13793 SH SOLE 13793 0 0 PETROLEO BRASILEIRO SA PETRO COM 71654V408 111277 2424334 SH SOLE 2424334 0 0 PETROLEO BRASILEIRO SA PETRO OPTION 71654V408 14838 19268 SH CALL SOLE 19268 0 0 PETROLEO BRASILEIRO SA PETRO OPTION 71654V408 2211 14481 SH PUT SOLE 14481 0 0 PETROLEO BRASILEIRO SA PETRO SPCOM 71654V101 22335 568184 SH SOLE 568184 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 175 17949 SH SOLE 17949 0 0 PACCAR INC COM 693718108 11740 311317 SH SOLE 311317 0 0 PACCAR INC OPTION 693718108 668 1669 SH CALL SOLE 1669 0 0 PG&E CORP COM 69331C108 7179 177309 SH SOLE 177309 0 0 POTLATCH CORP NEW COM 737630103 715 25139 SH SOLE 25139 0 0 PLUM CREEK TIMBER CO INC COM 729251108 3173 103555 SH SOLE 103555 0 0 PRICELINE COM INC COM 741503403 3387 20423 SH SOLE 20423 0 0 PRECISION CASTPARTS CORP COM 740189105 5299 52014 SH SOLE 52014 0 0 METROPCS COMMUNICATIONS INC COM 591708102 2024 216233 SH SOLE 216233 0 0 SOUTHERN COPPER CORP COM 84265V105 7848 255719 SH SOLE 255719 0 0 PATRIOT COAL CORP COM 70336T104 973 82772 SH SOLE 82772 0 0 PIONEER DRILLING CO COM 723655106 324 44124 SH SOLE 44124 0 0 PATTERSON COMPANIES INC COM 703395103 2387 87579 SH SOLE 87579 0 0 PRIDE INTL INC DEL COM 74153Q102 2856 93812 SH SOLE 93812 0 0 PDL BIOPHARMA INC COM 69329Y104 341 43327 SH SOLE 43327 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 9816 312209 SH SOLE 312209 0 0 PEGASYSTEMS INC COM 705573103 215 6233 SH SOLE 6233 0 0 PENNSYLVANIA RL ESTATE INVT SH COM 709102107 124 16273 SH SOLE 16273 0 0 PENN NATL GAMING INC COM 707569109 930 33628 SH SOLE 33628 0 0 PEPSICO INC COM 713448108 75876 1293490 SH SOLE 1293490 0 0 PEPSICO INC OPTION 713448108 834 7229 SH PUT SOLE 7229 0 0 PEPSICO INC OPTION 713448108 1172 1500 SH CALL SOLE 1500 0 0 PEPSICO INC OPTION 713448108 3278 8044 SH CALL SOLE 8044 0 0 PEROT SYS CORP COM 714265105 921 31009 SH SOLE 31009 0 0 PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 43 18339 SH SOLE 18339 0 0 PETSMART INC COM 716768106 1369 62965 SH SOLE 62965 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 911 26816 SH SOLE 26816 0 0 PFIZER INC COM 717081103 206351 12468360 SH SOLE 12468360 0 0 PFIZER INC OPTION 717081103 4756 60673 SH CALL SOLE 60673 0 0 PFIZER INC OPTION 717081103 9637 61979 SH PUT SOLE 61979 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 6335 231296 SH SOLE 231296 0 0 PHASE FORWARD INC COM 71721R406 213 15161 SH SOLE 15161 0 0 PROCTER & GAMBLE CO COM 742718109 100128 1728725 SH SOLE 1728725 0 0 PROCTER & GAMBLE CO OPTION 742718109 1178 1750 SH PUT SOLE 1750 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page49 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PROCTER & GAMBLE CO OPTION 742718109 4847 9500 SH CALL SOLE 9500 0 0 PROCTER & GAMBLE CO OPTION 742718109 10753 19536 SH CALL SOLE 19536 0 0 PROCTER & GAMBLE CO OPTION 742718109 6193 17675 SH PUT SOLE 17675 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 180 21651 SH SOLE 21651 0 0 PROGRESS ENERGY INC COM 743263105 6697 171449 SH SOLE 171449 0 0 PROGRESSIVE CORP OHIO COM 743315103 8114 489365 SH SOLE 489365 0 0 PARKER HANNIFIN CORP COM 701094104 5394 104051 SH SOLE 104051 0 0 PIONEER FLOATING RATE TR COM 72369J102 274 25000 SH SOLE 25000 0 0 KONINKLIJKE PHILIPS ELECTRS NY COM 500472303 980 40241 SH SOLE 40241 0 0 PHH CORP COM 693320202 383 19322 SH SOLE 19322 0 0 PULTE HOMES INC COM 745867101 17154 1560828 SH SOLE 1560828 0 0 PULTE HOMES INC OPTION 745867101 274 5438 SH CALL SOLE 5438 0 0 PICO HLDGS INC COM 693366205 270 8082 SH SOLE 8082 0 0 POLARIS INDS INC COM 731068102 442 10829 SH SOLE 10829 0 0 PIER 1 IMPORTS INC COM 720279108 128 33140 SH SOLE 33140 0 0 PIPER JAFFRAY COS COM 724078100 314 6575 SH SOLE 6575 0 0 PARKER DRILLING CO COM 701081101 231 42399 SH SOLE 42399 0 0 PACKAGING CORP AMER COM 695156109 785 38479 SH SOLE 38479 0 0 PERKINELMER INC COM 714046109 954 49578 SH SOLE 49578 0 0 PROTECTIVE LIFE CORP COM 743674103 977 45596 SH SOLE 45596 0 0 PHOTRONICS INC COM 719405102 71 15040 SH SOLE 15040 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 245 8181 SH SOLE 8181 0 0 POLYCOM INC COM 73172K104 1315 49175 SH SOLE 49175 0 0 PROLOGIS SH BEN INT COM 743410102 2771 232466 SH SOLE 232466 0 0 PROLOGIS BOND CV 743410AS1 3649688 42500000 PRN SOLE 42500000 0 0 PALL CORP COM 696429307 6371 197370 SH SOLE 197370 0 0 PARALLEL PETE CORP DEL COM 699157103 49 15380 SH SOLE 15380 0 0 PLANTRONICS INC NEW COM 727493108 965 36001 SH SOLE 36001 0 0 PROTALIX BIOTHERAPEUTICS INC COM 74365A101 100 12126 SH SOLE 12126 0 0 PLEXUS CORP COM 729132100 367 13940 SH SOLE 13940 0 0 PLX TECHNOLOGY INC COM 693417107 40 11911 SH SOLE 11911 0 0 PHILIP MORRIS INTL INC COM 718172109 93491 1918150 SH SOLE 1918150 0 0 PHILIP MORRIS INTL INC OPTION 718172109 1647 7649 SH CALL SOLE 7649 0 0 PHILIP MORRIS INTL INC OPTION 718172109 2169 23998 SH PUT SOLE 23998 0 0 PMA CAP CORP COM 693419202 69 12182 SH SOLE 12182 0 0 PHARMERICA CORP COM 71714F104 196 10568 SH SOLE 10568 0 0 PMC-SIERRA INC COM 69344F106 469 49102 SH SOLE 49102 0 0 PMI GROUP INC COM 69344M101 115 27001 SH SOLE 27001 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173209 1499 108467 SH SOLE 108467 0 0 PNC FINL SVCS GROUP INC COM 693475105 8148 167679 SH SOLE 167679 0 0 PNC FINL SVCS GROUP INC OPTION 693475105 1611 4661 SH CALL SOLE 4661 0 0 PINNACLE ENTMT INC COM 723456109 234 22977 SH SOLE 22977 0 0 PNM RES INC COM 69349H107 789 67590 SH SOLE 67590 0 0 PENTAIR INC COM 709631105 6216 210555 SH SOLE 210555 0 0 PANERA BREAD CO COM 69840W108 548 9965 SH SOLE 9965 0 0 PINNACLE WEST CAP CORP COM 723484101 1554 47342 SH SOLE 47342 0 0 PHOENIX COS INC NEW COM 71902E109 134 41174 SH SOLE 41174 0 0 PIEDMONT NAT GAS INC COM 720186105 629 26266 SH SOLE 26266 0 0 POLYONE CORP COM 73179P106 226 33832 SH SOLE 33832 0 0 PEPCO HOLDINGS INC COM 713291102 1532 102957 SH SOLE 102957 0 0 POOL CORPORATION COM 73278L105 1048 47185 SH SOLE 47185 0 0 PORTLAND GEN ELEC CO COM 736508847 513 26007 SH SOLE 26007 0 0 POTASH CORP SASK INC COM 73755L107 14581 161402 SH SOLE 161402 0 0 POTASH CORP SASK INC OPTION 73755L107 1192 1425 SH PUT SOLE 1425 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page50 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- POWER INTEGRATIONS INC COM 739276103 376 11275 SH SOLE 11275 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 1773 80818 SH SOLE 80818 0 0 PPG INDS INC COM 693506107 7569 130030 SH SOLE 130030 0 0 PPG INDS INC OPTION 693506107 697 1706 SH CALL SOLE 1706 0 0 PHARMACEUTICAL HLDRS TR DEPOSI COM 71712A206 5469 83800 SH SOLE 83800 0 0 PPL CORP COM 69351T106 5737 189097 SH SOLE 189097 0 0 ING PRIME RATE TR SH BEN INT COM 44977W106 1240 250000 SH SOLE 250000 0 0 POST PPTYS INC COM 737464107 216 12023 SH SOLE 12023 0 0 PETROQUEST ENERGY INC COM 716748108 123 18902 SH SOLE 18902 0 0 PROASSURANCE CORP COM 74267C106 1009 19327 SH SOLE 19327 0 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 247 5453 SH SOLE 5453 0 0 PARTNERRE LTD COM G6852T105 764 9925 SH SOLE 9925 0 0 PERFICIENT INC COM 71375U101 86 10413 SH SOLE 10413 0 0 PERRIGO CO COM 714290103 2334 68660 SH SOLE 68660 0 0 PROGRESS SOFTWARE CORP COM 743312100 312 13759 SH SOLE 13759 0 0 PARK NATL CORP COM 700658107 248 4253 SH SOLE 4253 0 0 PARKERVISION INC COM 701354102 44 10670 SH SOLE 10670 0 0 PROSPERITY BANCSHARES INC COM 743606105 1207 34692 SH SOLE 34692 0 0 PRUDENTIAL FINL INC COM 744320102 16246 325506 SH SOLE 325506 0 0 PRUDENTIAL FINL INC OPTION 744320102 245 700 SH PUT SOLE 700 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 272 12666 SH SOLE 12666 0 0 PAREXEL INTL CORP COM 699462107 279 20555 SH SOLE 20555 0 0 PUBLIC STORAGE COM 74460D109 6224 82723 SH SOLE 82723 0 0 PUBLIC STORAGE OPTION 74460D109 458 580 SH CALL SOLE 580 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 363 7067 SH SOLE 7067 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 190 17717 SH SOLE 17717 0 0 COLLECTIVE BRANDS INC COM 19421W100 806 46503 SH SOLE 46503 0 0 PSS WORLD MED INC COM 69366A100 425 19459 SH SOLE 19459 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 131 25351 SH SOLE 25351 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 1605 59973 SH SOLE 59973 0 0 PORTUGAL TELECOM SGPS S A COM 737273102 170 16030 SH SOLE 16030 0 0 PHOENIX TECHNOLOGY LTD COM 719153108 43 11680 SH SOLE 11680 0 0 PATTERSON UTI ENERGY INC COM 703481101 1677 111078 SH SOLE 111078 0 0 PAIN THERAPEUTICS INC COM 69562K100 61 12091 SH SOLE 12091 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 654 18260 SH SOLE 18260 0 0 PETROCHINA CO LTD COM 71646E100 1512 13292 SH SOLE 13292 0 0 PACTIV CORP COM 695257105 2328 89372 SH SOLE 89372 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 904 21115 SH SOLE 21115 0 0 PRIVATEBANCORP INC COM 742962103 396 16204 SH SOLE 16204 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 72 45162 SH SOLE 45162 0 0 POWER-ONE INC COM 739308104 52 26542 SH SOLE 26542 0 0 QUANTA SVCS INC COM 74762E102 2385 107777 SH SOLE 107777 0 0 PRAXAIR INC COM 74005P104 10828 132546 SH SOLE 132546 0 0 PRAXAIR INC OPTION 74005P104 356 383 SH CALL SOLE 383 0 0 PIONEER NAT RES CO COM 723787107 3492 96221 SH SOLE 96221 0 0 PLAINS EXPL& PRODTN CO COM 726505100 3384 122342 SH SOLE 122342 0 0 PARAMOUNT GOLD & SILVER CORP COM 69924P102 33 23940 SH SOLE 23940 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 3075 807156 SH SOLE 807156 0 0 QUALCOMM INC COM 747525103 76020 1690083 SH SOLE 1690083 0 0 QUALCOMM INC OPTION 747525103 4848 18628 SH PUT SOLE 18628 0 0 QUALCOMM INC OPTION 747525103 5977 27903 SH CALL SOLE 27903 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 115 20811 SH SOLE 20811 0 0 QLOGIC CORP COM 747277101 999 58100 SH SOLE 58100 0 0 POWERSHARES QQQ TRUST UNIT SER COM 73935A104 932728 22076400 SH SOLE 22076400 0 0 Manager: BNP Paribas Arbitrage SA Period End Date: Sep 30,2009 Page51 of 52 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- QUEST SOFTWARE INC COM 74834T103 840 49864 SH SOLE 49864 0 0 QUALITY SYS INC COM 747582104 574 9325 SH SOLE 9325 0 0 QUANTUM CORP COM DSSG COM 747906204 90 71588 SH SOLE 71588 0 0 POWERSHARES QQQ TRUST UNIT SER OPTION 73935A104 9599 46548 SH CALL SOLE 46548 0 0 RYDER SYS INC COM 783549108 1261 32277 SH SOLE 32277 0 0 RITE AID CORP COM 767754104 2065 1259124 SH SOLE 1259124 0 0 RAE SYS INC COM 75061P102 28 25686 SH SOLE 25686 0 0 RALCORP HLDGS INC NEW COM 751028101 3381 57830 SH SOLE 57830 0 0 REYNOLDS AMERICAN INC COM 761713106 5216 117150 SH SOLE 117150 0 0 REYNOLDS AMERICAN INC OPTION 761713106 2188 9171 SH CALL SOLE 9171 0 0 RAIT FINANCIAL TRUST COM 749227104 72 24401 SH SOLE 24401 0 0 RACKSPACE HOSTING INC COM 750086100 412 24158 SH SOLE 24158 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 859 35000 SH SOLE 35000 0 0 REGAL BELOIT CORP COM 758750103 2091 45738 SH SOLE 45738 0 0 ROBBINS & MYERS INC COM 770196103 222 9462 SH SOLE 9462 0 0 RENT A CTR INC NEW COM 76009N100 919 48656 SH SOLE 48656 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 894 37133 SH SOLE 37133 0 0 RCN CORP COM 749361200 127 13611 SH SOLE 13611 0 0 ROWAN COS INC COM 779382100 2431 105374 SH SOLE 105374 0 0 RUDDICK CORP COM 781258108 1226 46044 SH SOLE 46044 0 0 RADIAN GROUP INC COM 750236101 311 29379 SH SOLE 29379 0 0 RADNET INC COM 750491102 26 10047 SH SOLE 10047 0 0 ROYAL DUTCH SHELL PLC SPONS COM 780259206 2763 48306 SH SOLE 48306 0 0 ROYAL DUTCH SHELL PLC SPON COM 780259107 510 9138 SH SOLE 9138 0 0
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