-----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, ULL/LIRfQyVeugNFe1ZPbPKVZ8Z6ZSMY+AezkoCyigYatGfSyuWTuXQSRkRQsAxM qB6/Oy24e3tZujF2p1PS4A== 0001166588-10-000005.txt : 20100813 0001166588-10-000005.hdr.sgml : 20100813 20100813094918 ACCESSION NUMBER: 0001166588-10-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100813 DATE AS OF CHANGE: 20100813 EFFECTIVENESS DATE: 20100813 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: 101013282 BUSINESS ADDRESS: STREET 1: 787 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 610 491 1492 MAIL ADDRESS: STREET 1: 555 CROTON ROAD CITY: KING OF PRUSSIA STATE: PA ZIP: 19406 FORMER COMPANY: FORMER CONFORMED NAME: BNP PARIBAS ARBITRAGE, SNC DATE OF NAME CHANGE: 20080428 FORMER COMPANY: FORMER CONFORMED NAME: BNP PARIBAS ARBITRAGE SA DATE OF NAME CHANGE: 20020205 13F-HR 1 bnpparb13f.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended:Jun 30,2010 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: 787 Seventh Ave. New York, NY 10019 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: Thomas J. Mahoney Title: COO, BNP Paribas Securities Corp Phone: (212) 841 - 3697 Signature ,Place, and Date of Signing: Thomas J. Mahoney New York, NY 10019 2010/08/12 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: 2,114 Form 13F Information Table Value Total: $70,898,355 (x1,000) List of Other Included Managers: No. 13F File Number Name **NONE**
Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page 1 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ADVANCED MICRO DEVICES INC BOND CV 007903AN7 127661 1301000 PRN SOLE 1301000 0 0 ALLIANT TECHSYSTEMS INC BOND CV 018804AH7 793910 8379000 PRN SOLE 8379000 0 0 ALLIANT TECHSYSTEMS INC BOND CV 018804AN4 27001 278000 PRN SOLE 278000 0 0 AMERIGROUP CORP BOND CV 03073TAB8 303375 3000000 PRN SOLE 3000000 0 0 AMGEN INC BOND CV 031162AQ3 1382 14000 PRN SOLE 14000 0 0 ARCELORMITTAL SA LUXEMBOURG BOND CV 03938LAK0 418684 3590000 PRN SOLE 3590000 0 0 ARVINMERITOR INC BOND CV 043353AF8 777562 8700000 PRN SOLE 8700000 0 0 ARVINMERITOR INC BOND CV 043353AH4 411990 5316000 PRN SOLE 5316000 0 0 BELL MICROPRODUCTS INC BOND CV 078137AC0 298500 3000000 PRN SOLE 3000000 0 0 BEST BUY INC SDCV 2.250% 1/1 BOND CV 086516AF8 46895 452000 PRN SOLE 452000 0 0 BORGWARNER INC BOND CV 099724AF3 139965 1085000 PRN SOLE 1085000 0 0 BOSTON PPTYS LTD PARTNERSHIP BOND CV 10112RAG9 335237 3239000 PRN SOLE 3239000 0 0 CAMERON INTERNATIONAL CORP BOND CV 13342BAB1 103488 924000 PRN SOLE 924000 0 0 CHEMED CORP NEW BOND CV 16359RAC7 174300 1892000 PRN SOLE 1892000 0 0 CHENIERE ENERGY INC BOND CV 16411RAE9 935625 15000000 PRN SOLE 15000000 0 0 D R HORTON INC BOND CV 23331ABB4 203250 2000000 PRN SOLE 2000000 0 0 DANAHER CORP DEL BOND CV 235851AF9 138724 1283000 PRN SOLE 1283000 0 0 EXPRESSJET HOLDINGS INC BOND CV 30218UAB4 140115 1389000 PRN SOLE 1389000 0 0 EXTERRAN HLDGS INC BOND CV 30225XAA1 261500 2000000 PRN SOLE 2000000 0 0 FORD MTR CO DEL BOND CV 345370CN8 587607 4715000 PRN SOLE 4715000 0 0 GSI COMMERCE INC BOND CV 36238GAD4 224250 2000000 PRN SOLE 2000000 0 0 GOLDCORP INC NEW BOND CV 380956AB8 232500 2000000 PRN SOLE 2000000 0 0 GOODRICH PETE CORP BOND CV 382410AC2 159000 2000000 PRN SOLE 2000000 0 0 HEALTH CARE REIT INC BOND CV 42217KAR7 722324 7287000 PRN SOLE 7287000 0 0 INVITROGEN CORP BOND CV 46185RAJ9 672556 4856000 PRN SOLE 4856000 0 0 JEFFERIES GROUP INC NEW DBCV 3 BOND CV 472319AG7 80344 857000 PRN SOLE 857000 0 0 JETBLUE AIRWAYS CORP DBCV 6.75 BOND CV 477143AF8 1051875 7500000 PRN SOLE 7500000 0 0 MACROVISION CORP BOND CV 555904AB7 691875 5000000 PRN SOLE 5000000 0 0 MICROCHIP TECHNOLOGY INC SDCV BOND CV 595017AB0 106489 1095000 PRN SOLE 1095000 0 0 MICRON TECHNOLOGY INC BOND CV 595112AJ2 359000 2000000 PRN SOLE 2000000 0 0 MYLAN INC BOND CV 628530AJ6 569000 4000000 PRN SOLE 4000000 0 0 NAVISTAR INTL CORP NEW BOND CV 63934EAL2 175875 1500000 PRN SOLE 1500000 0 0 NETAPP INC BOND CV 64110DAB0 1779083 13845000 PRN SOLE 13845000 0 0 NEWELL RUBBERMAID INC BOND CV 651229AH9 3637948 20030000 PRN SOLE 20030000 0 0 NEWMONT MINING CORP BOND CV 651639AJ5 1292657 8969000 PRN SOLE 8969000 0 0 OIL STS INTL INC BOND CV 678026AB1 350235 2580000 PRN SOLE 2580000 0 0 ON SEMICONDUCTOR CORP BOND CV 682189AG0 27526 294000 PRN SOLE 294000 0 0 PHH CORP BOND CV 693320AH6 1151904 10400000 PRN SOLE 10400000 0 0 PMI GROUP INC BOND CV 69344MAK7 92835 1343000 PRN SOLE 1343000 0 0 PROLOGIS BOND CV 743410AQ5 1265981 13450000 PRN SOLE 13450000 0 0 PROLOGIS BOND CV 743410AY8 209584 2345000 PRN SOLE 2345000 0 0 RAYONIER TRS HLDGS INC BOND CV 75508AAB2 54272 525000 PRN SOLE 525000 0 0 SBA COMMUNICATIONS CORP BOND CV 78388JAM8 1533000 12000000 PRN SOLE 12000000 0 0 SBA COMMUNICATIONS CORP BOND CV 78388JAN6 201000 2000000 PRN SOLE 2000000 0 0 TECH DATA CORP DBCV 2.750%12/1 BOND CV 878237AE6 551375 5500000 PRN SOLE 5500000 0 0 TEXTRON INC BOND CV 883203BN0 1396837 9650000 PRN SOLE 9650000 0 0 THORATEC CORP BOND CV 885175AB5 2900875 23000000 PRN SOLE 23000000 0 0 TRICO MARINE SERVICES INC DBCV BOND CV 896106AW1 92120 1960000 PRN SOLE 1960000 0 0 UNITED STATES STL CORP NEW BOND CV 912909AE8 1888313 13500000 PRN SOLE 13500000 0 0 VIRGIN MEDIA INC BOND CV 92769LAB7 4451 38000 PRN SOLE 38000 0 0 VORNADO RLTY L P DEB 3.875% 4/1BOND CV 929043AC1 331100 3080000 PRN SOLE 3080000 0 0 VORNADO RLTY L P DBCV 3.625%11 BOND CV 929043AE7 167000 1670000 PRN SOLE 1670000 0 0 WESCO INTL INC DBCV 6.000% 9/1 BOND CV 95082PAH8 494813 3500000 PRN SOLE 3500000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 3834 134867 SH SOLE 134867 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page2 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AGILENT TECHNOLOGIES INC OPTION 00846U101 376 1361 SH PUT SOLE 1361 0 0 ALCOA INC COM 013817101 41117 4087210 SH SOLE 4087210 0 0 ALCOA INC OPTION 013817101 80 11000 SH CALL SOLE 11000 0 0 ALCOA INC OPTION 013817101 12340 38815 SH PUT SOLE 38815 0 0 AIRTRAN HLDGS INC COM 00949P108 93 19102 SH SOLE 19102 0 0 AARONS INC COM 002535201 2021 118376 SH SOLE 118376 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1982 39498 SH SOLE 39498 0 0 APPLE INC COM 037833100 586324 2331029 SH SOLE 2331029 0 0 APPLE INC OPTION 037833100 27319 43339 SH PUT SOLE 43339 0 0 APPLE INC OPTION 037833100 43909 7141 SH CALL SOLE 7141 0 0 ALLIANCEBERNSTEIN HOLDING LP U COM 01881G106 959 37102 SH SOLE 37102 0 0 ABB LTD COM 000375204 3702 214253 SH SOLE 214253 0 0 AMERISOURCEBERGEN CORP COM 03073E105 1051 33111 SH SOLE 33111 0 0 ABRAXIS BIOSCIENCE INC NEW COM 00383Y102 1142 15397 SH SOLE 15397 0 0 AMBAC FINL GROUP INC COM 023139108 110 164876 SH SOLE 164876 0 0 ABBOTT LABS COM 002824100 46617 996511 SH SOLE 996511 0 0 ABBOTT LABS OPTION 002824100 5091 12816 SH PUT SOLE 12816 0 0 ABBOTT LABS OPTION 002824100 1269 11601 SH CALL SOLE 11601 0 0 COMPANHIA DE BEBIDAS DAS AME S COM 20441W203 14215 140724 SH SOLE 140724 0 0 BARRICK GOLD CORP COM 067901108 3558 78345 SH SOLE 78345 0 0 BARRICK GOLD CORP OPTION 067901108 206 1875 SH PUT SOLE 1875 0 0 BARRICK GOLD CORP OPTION 067901108 1149 3555 SH CALL SOLE 3555 0 0 AMERICAN CAP LTD COM 02503Y103 178 37031 SH SOLE 37031 0 0 ACE LTD SHS COM H0023R105 9954 193361 SH SOLE 193361 0 0 AMERICREDIT CORP COM 03060R101 2060 113063 SH SOLE 113063 0 0 ARCH CAP GROUP LTD COM G0450A105 26153 351048 SH SOLE 351048 0 0 ACERGY S A COM 00443E104 928 62715 SH SOLE 62715 0 0 ALUMINUM CORP CHINA LTD SPON COM 022276109 630 33748 SH SOLE 33748 0 0 ARCH COAL INC COM 039380100 2494 125898 SH SOLE 125898 0 0 ALCON INC COM SHS COM H01301102 4704 31741 SH SOLE 31741 0 0 ALCON INC COM SHS OPTION H01301102 545 1000 SH PUT SOLE 1000 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 1626 70533 SH SOLE 70533 0 0 ACCENTURE PLC IRELAND SHS CLAS COM G1151C101 6250 161720 SH SOLE 161720 0 0 AMCOL INTL CORP COM 02341W103 348 14829 SH SOLE 14829 0 0 ACTIVIDENTITY CORP COM 00506P103 20 10328 SH SOLE 10328 0 0 ALBERTO CULVER CO NEW COM 013078100 1067 39378 SH SOLE 39378 0 0 ACXIOM CORP COM 005125109 245 16654 SH SOLE 16654 0 0 ADOBE SYS INC COM 00724F101 20423 772738 SH SOLE 772738 0 0 ADOBE SYS INC OPTION 00724F101 5082 4200 SH PUT SOLE 4200 0 0 A D C TELECOMMUNICATIONS COM 000886309 508 68494 SH SOLE 68494 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 10067 389900 SH SOLE 389900 0 0 ARCHER DANIELS MIDLAND CO BOND CV 039483AW2 914131 9699000 PRN SOLE 9699000 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 543 13496 SH SOLE 13496 0 0 ADAPTEC INC COM 00651F108 39 13366 SH SOLE 13366 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 4924 82726 SH SOLE 82726 0 0 ALLIANCE DATA SYSTEMS CORP OPTION 018581108 926 1407 SH PUT SOLE 1407 0 0 AUTODESK INC COM 052769106 4108 168656 SH SOLE 168656 0 0 ADTRAN INC COM 00738A106 218 7996 SH SOLE 7996 0 0 ADAMS EXPRESS CO COM 006212104 595 65881 SH SOLE 65881 0 0 AMEREN CORP COM 023608102 550 23135 SH SOLE 23135 0 0 AEGON N V NY REGISTRY SH COM 007924103 2550 482999 SH SOLE 482999 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 105 10188 SH SOLE 10188 0 0 AGNICO EAGLE MINES LTD COM 008474108 5929 97552 SH SOLE 97552 0 0 AGNICO EAGLE MINES LTD OPTION 008474108 1296 10646 SH PUT SOLE 10646 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page3 of 40 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 EAGLE OUTFITTERS NE COM 02553E106 1126 95811 SH SOLE 95811 0 0 AMERICAN ELEC PWR INC COM 025537101 1753 54281 SH SOLE 54281 0 0 AES CORP COM 00130H105 1686 182473 SH SOLE 182473 0 0 AES CORP OPTION 00130H105 204 1200 SH PUT SOLE 1200 0 0 AETNA INC NEW COM 00817Y108 3618 137159 SH SOLE 137159 0 0 AETNA INC NEW OPTION 00817Y108 252 500 SH PUT SOLE 500 0 0 ASTORIA FINL CORP COM 046265104 704 51169 SH SOLE 51169 0 0 AFFYMETRIX INC COM 00826T108 92 15578 SH SOLE 15578 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 646 23649 SH SOLE 23649 0 0 AFLAC INC COM 001055102 5567 130473 SH SOLE 130473 0 0 AFLAC INC OPTION 001055102 620 670 SH PUT SOLE 670 0 0 AGCO CORP BOND CV 001084AM4 135219 1429000 PRN SOLE 1429000 0 0 AGCO CORP COM 001084102 3628 134529 SH SOLE 134529 0 0 ISHARES TR INDEX BARCLY USAGG BCOM 464287226 36952 344540 SH SOLE 344540 0 0 AGL RES INC COM 001204106 1801 50292 SH SOLE 50292 0 0 ASSURED GUARANTY LTD COM G0585R106 870 65585 SH SOLE 65585 0 0 AMERIGROUP CORP COM 03073T102 240 7388 SH SOLE 7388 0 0 AGRIUM INC COM 008916108 4110 83988 SH SOLE 83988 0 0 ASPEN INSURANCE HOLDINGS LTD S COM G05384105 528 21352 SH SOLE 21352 0 0 AMERICAN INTL GROUP INC COM 026874784 7881 228825 SH SOLE 228825 0 0 AMERICAN INTL GROUP INC OPTION 026874784 1512 3313 SH PUT SOLE 3313 0 0 AMERICAN INTL GROUP INC OPTION 026874784 393 960 SH CALL SOLE 960 0 0 APOLLO INVT CORP COM 03761U106 376 40312 SH SOLE 40312 0 0 AMERICAN ITALIAN PASTA CO COM 027070101 919 17383 SH SOLE 17383 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 615 24287 SH SOLE 24287 0 0 APARTMENT INVT & MGMT CO COM 03748R101 516 26660 SH SOLE 26660 0 0 ASSURANT INC COM 04621X108 1400 40347 SH SOLE 40347 0 0 GALLAGHER ARTHUR J & CO COM 363576109 1822 74726 SH SOLE 74726 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 6502 160260 SH SOLE 160260 0 0 AK STL HLDG CORP COM 001547108 13001 1090722 SH SOLE 1090722 0 0 AK STL HLDG CORP OPTION 001547108 2893 5180 SH PUT SOLE 5180 0 0 ALCOA INC BOND CV 013817AT8 2390500 14000000 PRN SOLE 14000000 0 0 ALASKA AIR GROUP INC COM 011659109 444 9882 SH SOLE 9882 0 0 ALKERMES INC COM 01642T108 135 10881 SH SOLE 10881 0 0 ALLSTATE CORP COM 020002101 6275 218403 SH SOLE 218403 0 0 ALLSTATE CORP OPTION 020002101 408 1750 SH CALL SOLE 1750 0 0 ALLSTATE CORP OPTION 020002101 570 1500 SH PUT SOLE 1500 0 0 ALLOS THERAPEUTICS INC COM 019777101 67 10849 SH SOLE 10849 0 0 ALTERA CORP COM 021441100 11722 472487 SH SOLE 472487 0 0 ALCATEL-LUCENT COM 013904305 2183 859263 SH SOLE 859263 0 0 AUTOLIV INC COM 052800109 579 12104 SH SOLE 12104 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 713 13924 SH SOLE 13924 0 0 ALLIS CHALMERS ENERGY INC PAR COM 019645506 36 17288 SH SOLE 17288 0 0 AMERICAN GREETINGS CORP COM 026375105 209 11131 SH SOLE 11131 0 0 APPLIED MATLS INC COM 038222105 7603 632553 SH SOLE 632553 0 0 APPLIED MATLS INC OPTION 038222105 586 8425 SH PUT SOLE 8425 0 0 AMB PROPERTY CORP COM 00163T109 2009 84724 SH SOLE 84724 0 0 ADVANCED MICRO DEVICES INC COM 007903107 11308 1544816 SH SOLE 1544816 0 0 ADVANCED MICRO DEVICES INC OPTION 007903107 1116 11493 SH PUT SOLE 11493 0 0 AMETEK INC NEW COM 031100100 2471 61532 SH SOLE 61532 0 0 AMEDISYS INC COM 023436108 1621 36859 SH SOLE 36859 0 0 AFFILIATED MANAGERS GROUP COM 008252108 1070 17603 SH SOLE 17603 0 0 AMGEN INC COM 031162100 12439 236485 SH SOLE 236485 0 0 AMGEN INC OPTION 031162100 255 5112 SH CALL SOLE 5112 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page4 of 40 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AMGEN INC OPTION 031162100 4201 8817 SH PUT SOLE 8817 0 0 AMGEN INC BOND CV 031162AN0 4271 43000 PRN SOLE 43000 0 0 AMKOR TECHNOLOGY INC COM 031652100 1428 259125 SH SOLE 259125 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 404 18245 SH SOLE 18245 0 0 AMERICAN MED SYS HLDGS INC BOND CV 02744MAB4 508459 3823000 PRN SOLE 3823000 0 0 AMERIPRISE FINL INC COM 03076C106 3071 85010 SH SOLE 85010 0 0 AMR CORP COM 001765106 2335 344460 SH SOLE 344460 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 2651 99332 SH SOLE 99332 0 0 AMERICAN TOWER CORP COM 029912201 872 19593 SH SOLE 19593 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 11192 731525 SH SOLE 731525 0 0 AMERICA MOVIL SAB DE CV SPON COM 02364W105 10799 227347 SH SOLE 227347 0 0 AMERICA MOVIL SAB DE CV SPON OPTION 02364W105 1059 2729 SH PUT SOLE 2729 0 0 AMAZON COM INC COM 023135106 13658 125004 SH SOLE 125004 0 0 AMAZON COM INC OPTION 023135106 12467 9344 SH PUT SOLE 9344 0 0 AMAZON COM INC OPTION 023135106 7322 5756 SH CALL SOLE 5756 0 0 AMERICAN NATL INS CO COM 028591105 224 2763 SH SOLE 2763 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 92 12869 SH SOLE 12869 0 0 ANNTAYLOR STORES CORP COM 036115103 806 49525 SH SOLE 49525 0 0 ANNTAYLOR STORES CORP OPTION 036115103 256 400 SH PUT SOLE 400 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 10725 316653 SH SOLE 316653 0 0 ANSYS INC COM 03662Q105 579 14264 SH SOLE 14264 0 0 AEGEAN MARINE PETROLEUM NETW S COM Y0017S102 785 39274 SH SOLE 39274 0 0 AMERICAN ORIENTAL BIOENGR IN COM 028731107 31 12280 SH SOLE 12280 0 0 ALPINE TOTAL DYNAMIC DIVID F C COM 021060108 217 43757 SH SOLE 43757 0 0 ALLIANCE ONE INTL INC COM 018772103 36 10008 SH SOLE 10008 0 0 AOL INC COM 00184X105 781 37546 SH SOLE 37546 0 0 AOL INC OPTION 00184X105 211 195 SH PUT SOLE 195 0 0 AON CORP COM 037389103 2892 77922 SH SOLE 77922 0 0 SMITH A O COM 831865209 823 17084 SH SOLE 17084 0 0 APACHE CORP COM 037411105 4737 56267 SH SOLE 56267 0 0 APACHE CORP OPTION 037411105 2455 1722 SH PUT SOLE 1722 0 0 ANADARKO PETE CORP COM 032511107 4891 135515 SH SOLE 135515 0 0 ANADARKO PETE CORP OPTION 032511107 645 1500 SH CALL SOLE 1500 0 0 ANADARKO PETE CORP OPTION 032511107 1853 737 SH PUT SOLE 737 0 0 AIR PRODS & CHEMS INC COM 009158106 816 12588 SH SOLE 12588 0 0 APOLLO GROUP INC COM 037604105 8873 208929 SH SOLE 208929 0 0 APOLLO GROUP INC OPTION 037604105 1144 954 SH PUT SOLE 954 0 0 ARES CAP CORP COM 04010L103 743 59323 SH SOLE 59323 0 0 ARENA RESOURCES INC COM 040049108 1764 55284 SH SOLE 55284 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1142 18029 SH SOLE 18029 0 0 AIRGAS INC COM 009363102 7595 122102 SH SOLE 122102 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 34 12086 SH SOLE 12086 0 0 ARVINMERITOR INC OPTION 043353101 230 1000 SH CALL SOLE 1000 0 0 AEROPOSTALE COM 007865108 486 16983 SH SOLE 16983 0 0 ARRIS GROUP INC COM 04269Q100 425 41705 SH SOLE 41705 0 0 ART TECHNOLOGY GROUP INC COM 04289L107 54 15843 SH SOLE 15843 0 0 ARROW ELECTRS INC COM 042735100 971 43430 SH SOLE 43430 0 0 ASSOCIATED BANC CORP COM 045487105 775 63215 SH SOLE 63215 0 0 AMERISTAR CASINOS INC COM 03070Q101 186 12379 SH SOLE 12379 0 0 LIBERTY ALL-STAR GROWTH FD I COM 529900102 146 42792 SH SOLE 42792 0 0 ASML HOLDING N V NY REG SHS COM N07059186 660 24015 SH SOLE 24015 0 0 GRUPO AEROPORTUARIO DEL SURE S COM 40051E202 1602 35177 SH SOLE 35177 0 0 ASTEC INDS INC COM 046224101 475 17140 SH SOLE 17140 0 0 ATHENAHEALTH INC COM 04685W103 1543 59057 SH SOLE 59057 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page5 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ATHEROS COMMUNICATIONS INC COM 04743P108 1542 55984 SH SOLE 55984 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1258 28469 SH SOLE 28469 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 1262 20337 SH SOLE 20337 0 0 ATLAS ENERGY INC COM 049298102 969 35779 SH SOLE 35779 0 0 ATMEL CORP COM 049513104 313 65110 SH SOLE 65110 0 0 ATMOS ENERGY CORP COM 049560105 365 13491 SH SOLE 13491 0 0 APTARGROUP INC COM 038336103 366 9677 SH SOLE 9677 0 0 ACTIVISION BLIZZARD INC COM 00507V109 2929 279234 SH SOLE 279234 0 0 ATWOOD OCEANICS INC COM 050095108 3702 145055 SH SOLE 145055 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 2019 85910 SH SOLE 85910 0 0 YAMANA GOLD INC COM 98462Y100 5494 533414 SH SOLE 533414 0 0 YAMANA GOLD INC OPTION 98462Y100 1858 42605 SH PUT SOLE 42605 0 0 AVISTA CORP COM 05379B107 488 24966 SH SOLE 24966 0 0 AVALONBAY CMNTYS INC COM 053484101 2284 24459 SH SOLE 24459 0 0 AVAGO TECHNOLOGIES LTD SHS COM Y0486S104 1239 58853 SH SOLE 58853 0 0 AVON PRODS INC COM 054303102 2652 100093 SH SOLE 100093 0 0 AVNET INC COM 053807103 1816 75329 SH SOLE 75329 0 0 AVERY DENNISON CORP COM 053611109 540 16804 SH SOLE 16804 0 0 ALLIED WRLD ASSUR COM HLDG L S COM G0219G203 623 13720 SH SOLE 13720 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 2663 129251 SH SOLE 129251 0 0 ANIXTER INTL INC BOND CV 035290AJ4 35714 393000 PRN SOLE 393000 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 2524 344273 SH SOLE 344273 0 0 AMERICAN EXPRESS CO COM 025816109 22695 571670 SH SOLE 571670 0 0 AMERICAN EXPRESS CO OPTION 025816109 4418 19617 SH PUT SOLE 19617 0 0 AMERICAN EXPRESS CO OPTION 025816109 893 6748 SH CALL SOLE 6748 0 0 AXIS CAPITAL HOLDINGS SHS COM G0692U109 1809 60865 SH SOLE 60865 0 0 ALLEGHENY ENERGY INC COM 017361106 866 41880 SH SOLE 41880 0 0 ACUITY BRANDS INC COM 00508Y102 760 20881 SH SOLE 20881 0 0 ASTRAZENECA PLC COM 046353108 1756 37256 SH SOLE 37256 0 0 AUTOZONE INC COM 053332102 1099 5687 SH SOLE 5687 0 0 AZZ INC COM 002474104 217 5903 SH SOLE 5903 0 0 BOEING CO COM 097023105 10188 162353 SH SOLE 162353 0 0 BOEING CO OPTION 097023105 2725 7279 SH PUT SOLE 7279 0 0 BOEING CO OPTION 097023105 598 2094 SH CALL SOLE 2094 0 0 BANK OF AMERICA CORPORATION COM 060505104 735354 51172845 SH SOLE 51172845 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 3351 71024 SH CALL SOLE 71024 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 182420 445215 SH PUT SOLE 445215 0 0 BRASKEM S A SP COM 105532105 239 16900 SH SOLE 16900 0 0 CREDICORP LTD COM G2519Y108 64658 711391 SH SOLE 711391 0 0 BASIC ENERGY SVCS INC NEW COM 06985P100 144 18676 SH SOLE 18676 0 0 BAXTER INTL INC COM 071813109 21245 522749 SH SOLE 522749 0 0 BAXTER INTL INC OPTION 071813109 4142 7267 SH PUT SOLE 7267 0 0 BED BATH & BEYOND INC COM 075896100 6779 182826 SH SOLE 182826 0 0 BED BATH & BEYOND INC OPTION 075896100 481 3419 SH PUT SOLE 3419 0 0 BANCO BRADESCO S A SP COM 059460303 27983 1764345 SH SOLE 1764345 0 0 BANCO BRADESCO S A SP OPTION 059460303 513 3065 SH PUT SOLE 3065 0 0 BARRETT BILL CORP COM 06846N104 249 8104 SH SOLE 8104 0 0 BB&T CORP COM 054937107 5101 193898 SH SOLE 193898 0 0 BB&T CORP OPTION 054937107 513 900 SH PUT SOLE 900 0 0 BEST BUY INC COM 086516101 14407 425487 SH SOLE 425487 0 0 BEST BUY INC OPTION 086516101 868 751 SH PUT SOLE 751 0 0 BRUNSWICK CORP COM 117043109 472 37991 SH SOLE 37991 0 0 BRINKS CO COM 109696104 239 12575 SH SOLE 12575 0 0 BARD C R INC COM 067383109 1491 19229 SH SOLE 19229 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page6 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BARCLAYS PLC COM 06738E204 884 55639 SH SOLE 55639 0 0 BLUE COAT SYSTEMS INC COM 09534T508 289 14146 SH SOLE 14146 0 0 BRANDYWINE RLTY TR SH BEN INT COM 105368203 477 44359 SH SOLE 44359 0 0 BLACKROCK STRAT DIVD ACHIEVE COM 09249Y107 145 16648 SH SOLE 16648 0 0 BECTON DICKINSON & CO COM 075887109 2108 31171 SH SOLE 31171 0 0 BECKMAN COULTER INC COM 075811109 3088 51223 SH SOLE 51223 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 51 11728 SH SOLE 11728 0 0 FRANKLIN RES INC COM 354613101 15543 180333 SH SOLE 180333 0 0 FRANKLIN RES INC OPTION 354613101 219 1342 SH CALL SOLE 1342 0 0 FRANKLIN RES INC OPTION 354613101 4992 2758 SH PUT SOLE 2758 0 0 BRIGHAM EXPLORATION CO COM 109178103 199 12946 SH SOLE 12946 0 0 BALDOR ELEC CO COM 057741100 417 11561 SH SOLE 11561 0 0 BUNGE LIMITED COM G16962105 7535 153178 SH SOLE 153178 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 1191 44678 SH SOLE 44678 0 0 BRIGGS & STRATTON CORP COM 109043109 685 40269 SH SOLE 40269 0 0 BLACKROCK INTL GRWTH & INC T C COM 092524107 173 19647 SH SOLE 19647 0 0 BAKER HUGHES INC COM 057224107 1892 45518 SH SOLE 45518 0 0 BHP BILLITON LTD COM 088606108 1276 20588 SH SOLE 20588 0 0 SOTHEBYS COM 835898107 1348 58963 SH SOLE 58963 0 0 BAIDU INC SPON COM 056752108 28895 424429 SH SOLE 424429 0 0 BAIDU INC SPON OPTION 056752108 3160 10783 SH PUT SOLE 10783 0 0 BAIDU INC SPON OPTION 056752108 12363 6240 SH CALL SOLE 6240 0 0 BIG LOTS INC COM 089302103 898 27970 SH SOLE 27970 0 0 BIOGEN IDEC INC COM 09062X103 7612 160430 SH SOLE 160430 0 0 BIOGEN IDEC INC OPTION 09062X103 656 1150 SH PUT SOLE 1150 0 0 SPDR SERIES TRUST BRCLYS 1-3MT COM 78464A680 2126 46343 SH SOLE 46343 0 0 BJS WHOLESALE CLUB INC COM 05548J106 609 16454 SH SOLE 16454 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 8440 341857 SH SOLE 341857 0 0 BANK OF NEW YORK MELLON CORP OPTION 064058100 647 5100 SH PUT SOLE 5100 0 0 BANK OF NEW YORK MELLON CORP OPTION 064058100 242 4322 SH CALL SOLE 4322 0 0 BROOKDALE SR LIVING INC COM 112463104 1503 100193 SH SOLE 100193 0 0 BLACK HILLS CORP COM 092113109 1332 46769 SH SOLE 46769 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 379 38120 SH SOLE 38120 0 0 BARNES & NOBLE INC COM 067774109 153 11844 SH SOLE 11844 0 0 BELO CORP COM SER A COM 080555105 59 10381 SH SOLE 10381 0 0 BLACKROCK INC COM 09247X101 3397 23691 SH SOLE 23691 0 0 BMC SOFTWARE INC COM 055921100 1484 42853 SH SOLE 42853 0 0 BANK MONTREAL QUE COM 063671101 0 2299715 SH SOLE 2299715 0 0 BIOMED REALTY TRUST INC COM 09063H107 280 17430 SH SOLE 17430 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 290 15284 SH SOLE 15284 0 0 BIOMARIN PHARMACEUTICAL INC BOND CV 09061GAD3 271361 2545000 PRN SOLE 2545000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 19552 783970 SH SOLE 783970 0 0 BRISTOL MYERS SQUIBB CO OPTION 110122108 901 10929 SH CALL SOLE 10929 0 0 BRISTOL MYERS SQUIBB CO OPTION 110122108 3368 14451 SH PUT SOLE 14451 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 888 19300 SH SOLE 19300 0 0 BANK HAWAII CORP COM 062540109 2325 48080 SH SOLE 48080 0 0 BOK FINL CORP COM 05561Q201 339 7140 SH SOLE 7140 0 0 BP PLC COM 055622104 7006 242582 SH SOLE 242582 0 0 BP PLC OPTION 055622104 3432 4755 SH PUT SOLE 4755 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 76 11895 SH SOLE 11895 0 0 BRIDGEPOINT ED INC COM 10807M105 174 11016 SH SOLE 11016 0 0 BROOKFIELD PPTYS CORP COM 112900105 2865 204063 SH SOLE 204063 0 0 POPULAR INC COM 733174106 488 181920 SH SOLE 181920 0 0 BPZ RESOURCES INC COM 055639108 120 28875 SH SOLE 28875 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page7 of 40 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 740 38846 SH SOLE 38846 0 0 BRADY CORP COM 104674106 747 29981 SH SOLE 29981 0 0 BROCADE COMMUNICATIONS SYS I COM 111621306 4211 816095 SH SOLE 816095 0 0 BROADCOM CORP COM 111320107 6673 202403 SH SOLE 202403 0 0 BRE PROPERTIES INC COM 05564E106 973 26340 SH SOLE 26340 0 0 BRE PROPERTIES INC BOND CV 05564EBH8 497500 5000000 PRN SOLE 5000000 0 0 BRF-BRASIL FOODS S A COM 10552T107 161 12156 SH SOLE 12156 0 0 BERKSHIRE HATHAWAY INC DEL COM 084670108 10800 90 SH SOLE 90 0 0 BERKSHIRE HATHAWAY INC DEL CL BCOM 084670702 36487 457861 SH SOLE 457861 0 0 BERKSHIRE HATHAWAY INC DEL CL BOPTION 084670702 1502 2391 SH CALL SOLE 2391 0 0 BERKSHIRE HATHAWAY INC DEL CL BOPTION 084670702 2513 6202 SH PUT SOLE 6202 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 2967 334165 SH SOLE 334165 0 0 BROWN & BROWN INC COM 115236101 804 42016 SH SOLE 42016 0 0 BRISTOW GROUP INC COM 110394103 832 28311 SH SOLE 28311 0 0 BRISTOW GROUP INC BOND CV 110394AC7 552330 6800000 PRN SOLE 6800000 0 0 BANCO SANTANDER BRASIL S A ADS COM 05967A107 7204 697402 SH SOLE 697402 0 0 BOSTON SCIENTIFIC CORP COM 101137107 3706 639026 SH SOLE 639026 0 0 BOSTON SCIENTIFIC CORP OPTION 101137107 1911 3955 SH PUT SOLE 3955 0 0 PEABODY ENERGY CORP COM 704549104 5597 143032 SH SOLE 143032 0 0 BUCYRUS INTL INC NEW COM 118759109 909 19153 SH SOLE 19153 0 0 COMPANIA DE MINAS BUENAVENTU COM 204448104 5380 139964 SH SOLE 139964 0 0 BORGWARNER INC COM 099724106 3046 81588 SH SOLE 81588 0 0 BORGWARNER INC OPTION 099724106 322 350 SH CALL SOLE 350 0 0 BUFFALO WILD WINGS INC COM 119848109 221 6046 SH SOLE 6046 0 0 BOSTON PROPERTIES INC COM 101121101 6046 84754 SH SOLE 84754 0 0 BANCORPSOUTH INC COM 059692103 1664 93055 SH SOLE 93055 0 0 BOYD GAMING CORP COM 103304101 107 12650 SH SOLE 12650 0 0 BALLY TECHNOLOGIES INC COM 05874B107 968 29876 SH SOLE 29876 0 0 BEAZER HOMES USA INC COM 07556Q105 6274 1728472 SH SOLE 1728472 0 0 CITIGROUP INC COM 172967101 255930 68066618 SH SOLE 68066618 0 0 CITIGROUP INC OPTION 172967101 3304 143435 SH CALL SOLE 143435 0 0 CITIGROUP INC OPTION 172967101 72359 700172 SH PUT SOLE 700172 0 0 CA INC COM 12673P105 1923 104513 SH SOLE 104513 0 0 CABELAS INC COM 126804301 188 13314 SH SOLE 13314 0 0 CAE INC COM 124765108 1186 135953 SH SOLE 135953 0 0 CONAGRA FOODS INC COM 205887102 327 14024 SH SOLE 14024 0 0 CARDINAL HEALTH INC COM 14149Y108 1730 51466 SH SOLE 51466 0 0 CHEESECAKE FACTORY INC COM 163072101 556 24990 SH SOLE 24990 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 2257 69409 SH SOLE 69409 0 0 AVIS BUDGET GROUP COM 053774105 2669 271837 SH SOLE 271837 0 0 CASEYS GEN STORES INC COM 147528103 899 25767 SH SOLE 25767 0 0 CATERPILLAR INC DEL COM 149123101 19699 327929 SH SOLE 327929 0 0 CATERPILLAR INC DEL OPTION 149123101 4076 9732 SH PUT SOLE 9732 0 0 CATERPILLAR INC DEL OPTION 149123101 2181 2321 SH CALL SOLE 2321 0 0 CATO CORP NEW COM 149205106 303 13750 SH SOLE 13750 0 0 CATHAY GENERAL BANCORP COM 149150104 113 10981 SH SOLE 10981 0 0 CHUBB CORP COM 171232101 4455 89089 SH SOLE 89089 0 0 CHINA BAK BATTERY INC COM 16936Y100 47 26938 SH SOLE 26938 0 0 CINCINNATI BELL INC NEW COM 171871106 143 47663 SH SOLE 47663 0 0 COOPER INDUSTRIES PLC SHS COM G24140108 3739 84982 SH SOLE 84982 0 0 CB RICHARD ELLIS GROUP INC COM 12497T101 1221 89695 SH SOLE 89695 0 0 CHICAGO BRIDGE & IRON CO N V N COM 167250109 290 15437 SH SOLE 15437 0 0 CBL & ASSOC PPTYS INC COM 124830100 152 12199 SH SOLE 12199 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 308 6621 SH SOLE 6621 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page8 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CBS CORP NEW CL B COM 124857202 1265 97856 SH SOLE 97856 0 0 COMMERCE BANCSHARES INC COM 200525103 1016 28233 SH SOLE 28233 0 0 CABOT CORP COM 127055101 503 20850 SH SOLE 20850 0 0 CALGON CARBON CORP COM 129603106 1664 125661 SH SOLE 125661 0 0 COCA COLA ENTERPRISES INC COM 191219104 2846 110052 SH SOLE 110052 0 0 CROWN CASTLE INTL CORP COM 228227104 3238 86894 SH SOLE 86894 0 0 CROWN CASTLE INTL CORP OPTION 228227104 291 4165 SH CALL SOLE 4165 0 0 CROWN CASTLE INTL CORP OPTION 228227104 238 440 SH PUT SOLE 440 0 0 CAMECO CORP COM 13321L108 7670 360437 SH SOLE 360437 0 0 CROWN HOLDINGS INC COM 228368106 1004 40111 SH SOLE 40111 0 0 CARNIVAL CORP PAIRED CTF COM 143658300 2696 89150 SH SOLE 89150 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 513 14830 SH SOLE 14830 0 0 COMPANIA CERVECERIAS UNIDAS COM 204429104 215 5000 SH SOLE 5000 0 0 COEUR D ALENE MINES CORP IDA COM 192108504 324 20543 SH SOLE 20543 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 419 72420 SH SOLE 72420 0 0 CELANESE CORP DEL COM SER A COM 150870103 1160 46550 SH SOLE 46550 0 0 CEC ENTMT INC COM 125137109 384 10895 SH SOLE 10895 0 0 CAREER EDUCATION CORP COM 141665109 264 11481 SH SOLE 11481 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 250 11711 SH SOLE 11711 0 0 CENTRAL FD CDA LTD COM 153501101 540 35859 SH SOLE 35859 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 3295 102180 SH SOLE 102180 0 0 CELLCOM ISRAEL LTD SHS COM M2196U109 782 31293 SH SOLE 31293 0 0 CELGENE CORP COM 151020104 15407 303164 SH SOLE 303164 0 0 CELGENE CORP OPTION 151020104 5579 4431 SH PUT SOLE 4431 0 0 BRIGHTPOINT INC COM 109473405 81 11507 SH SOLE 11507 0 0 CNOOC LTD COM 126132109 4956 29122 SH SOLE 29122 0 0 CNOOC LTD OPTION 126132109 224 307 SH PUT SOLE 307 0 0 CEPHALON INC COM 156708109 1076 18960 SH SOLE 18960 0 0 CEPHALON INC BOND CV 156708AP4 1386750 10750000 PRN SOLE 10750000 0 0 CF INDS HLDGS INC COM 125269100 2963 46699 SH SOLE 46699 0 0 CAPITOL FED FINL COM 14057C106 253 7617 SH SOLE 7617 0 0 CAREFUSION CORP COM 14170T101 218 9615 SH SOLE 9615 0 0 CULLEN FROST BANKERS INC COM 229899109 1928 37507 SH SOLE 37507 0 0 CGG VERITAS COM 204386106 322 18100 SH SOLE 18100 0 0 CHINA TELECOM CORP LTD SPON COM 169426103 328 6837 SH SOLE 6837 0 0 CHURCH & DWIGHT INC COM 171340102 3254 51894 SH SOLE 51894 0 0 CHEMED CORP NEW COM 16359R103 823 15066 SH SOLE 15066 0 0 CHESAPEAKE ENERGY CORP COM 165167107 15325 731516 SH SOLE 731516 0 0 CHESAPEAKE ENERGY CORP OPTION 165167107 1437 10463 SH PUT SOLE 10463 0 0 CHESAPEAKE ENERGY CORP BOND CV 165167BW6 29274 336000 PRN SOLE 336000 0 0 CHECK POINT SOFTWARE TECH LT COM M22465104 4081 138427 SH SOLE 138427 0 0 CHINA MOBILE LIMITED COM 16941M109 2976 60230 SH SOLE 60230 0 0 CHINA MOBILE LIMITED OPTION 16941M109 211 1249 SH PUT SOLE 1249 0 0 CHARMING SHOPPES INC COM 161133103 50 13433 SH SOLE 13433 0 0 C H ROBINSON WORLDWIDE INC OPTION 12541W209 216 400 SH CALL SOLE 400 0 0 CHICOS FAS INC COM 168615102 544 55038 SH SOLE 55038 0 0 CHINA UNICOM (HONG KONG) LTD COM 16945R104 552 41529 SH SOLE 41529 0 0 CIGNA CORP COM 125509109 894 28781 SH SOLE 28781 0 0 BANCOLOMBIA S A SPON COM 05968L102 4281 85400 SH SOLE 85400 0 0 CIENA CORP COM 171779309 1262 99490 SH SOLE 99490 0 0 CIENA CORP OPTION 171779309 282 1430 SH PUT SOLE 1430 0 0 CIENA CORP BOND CV 171779AB7 99719 1233000 PRN SOLE 1233000 0 0 COMPANHIA ENERGETICA DE MINA SPCOM 204409601 6274 427677 SH SOLE 427677 0 0 CHIMERA INVT CORP COM 16934Q109 770 213237 SH SOLE 213237 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page9 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CINCINNATI FINL CORP COM 172062101 2437 94204 SH SOLE 94204 0 0 CIT GROUP INC COM 125581801 6606 195111 SH SOLE 195111 0 0 CIT GROUP INC OPTION 125581801 200 558 SH PUT SOLE 558 0 0 CKE RESTAURANTS INC COM 12561E105 1215 96931 SH SOLE 96931 0 0 CKX INC COM 12562M106 181 36265 SH SOLE 36265 0 0 COLGATE PALMOLIVE CO COM 194162103 5881 74676 SH SOLE 74676 0 0 COLGATE PALMOLIVE CO OPTION 194162103 1182 4330 SH CALL SOLE 4330 0 0 COLGATE PALMOLIVE CO OPTION 194162103 1487 3686 SH PUT SOLE 3686 0 0 CORE LABORATORIES N V COM N22717107 5928 40158 SH SOLE 40158 0 0 CLARCOR INC COM 179895107 220 6188 SH SOLE 6188 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 2626 55674 SH SOLE 55674 0 0 CLIFFS NATURAL RESOURCES INC OPTION 18683K101 292 277 SH PUT SOLE 277 0 0 CORELOGIC INC COM 21871D103 566 32041 SH SOLE 32041 0 0 CLEAN HARBORS INC COM 184496107 2418 36416 SH SOLE 36416 0 0 MACK CALI RLTY CORP COM 554489104 905 30431 SH SOLE 30431 0 0 COLONIAL PPTYS TR COM SH BEN I COM 195872106 201 13849 SH SOLE 13849 0 0 CLEARWATER PAPER CORP COM 18538R103 480 8774 SH SOLE 8774 0 0 CLEARWIRE CORP NEW COM 18538Q105 319 43796 SH SOLE 43796 0 0 CLOROX CO DEL COM 189054109 5009 80579 SH SOLE 80579 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 797 12800 SH SOLE 12800 0 0 COMERICA INC COM 200340107 1609 43679 SH SOLE 43679 0 0 COMMERCIAL METALS CO COM 201723103 1561 118042 SH SOLE 118042 0 0 COMCAST CORP NEW OPTION 20030N101 3166 17586 SH CALL SOLE 17586 0 0 COMCAST CORP NEW OPTION 20030N101 3066 22012 SH PUT SOLE 22012 0 0 COMCAST CORP NEW COM 20030N200 3292 200391 SH SOLE 200391 0 0 CME GROUP INC COM 12572Q105 4439 15768 SH SOLE 15768 0 0 CME GROUP INC OPTION 12572Q105 467 114 SH PUT SOLE 114 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 682 4984 SH SOLE 4984 0 0 CUMMINS INC COM 231021106 1939 29766 SH SOLE 29766 0 0 COMPASS MINERALS INTL INC COM 20451N101 618 8792 SH SOLE 8792 0 0 CMS ENERGY CORP COM 125896100 822 56112 SH SOLE 56112 0 0 COMTECH TELECOMMUNICATIONS C COM 205826209 307 10270 SH SOLE 10270 0 0 CNA FINL CORP COM 126117100 348 13625 SH SOLE 13625 0 0 CENTENE CORP DEL COM 15135B101 350 16263 SH SOLE 16263 0 0 CNH GLOBAL N V SHS COM N20935206 2030 89635 SH SOLE 89635 0 0 CINEMARK HOLDINGS INC COM 17243V102 349 26560 SH SOLE 26560 0 0 CLECO CORP NEW COM 12561W105 876 33151 SH SOLE 33151 0 0 CNO FINL GROUP INC COM 12621E103 108 21850 SH SOLE 21850 0 0 CENTERPOINT ENERGY INC COM 15189T107 3151 239416 SH SOLE 239416 0 0 CANADIAN NAT RES LTD COM 136385101 1863 56076 SH SOLE 56076 0 0 CONCUR TECHNOLOGIES INC COM 206708109 211 4948 SH SOLE 4948 0 0 CON-WAY INC COM 205944101 2802 93343 SH SOLE 93343 0 0 CONSOL ENERGY INC COM 20854P109 5130 151941 SH SOLE 151941 0 0 CORINTHIAN COLLEGES INC COM 218868107 591 59997 SH SOLE 59997 0 0 CAPITAL ONE FINL CORP COM 14040H105 5253 130354 SH SOLE 130354 0 0 CAPITAL ONE FINL CORP OPTION 14040H105 984 10359 SH PUT SOLE 10359 0 0 CABOT OIL & GAS CORP COM 127097103 445 14199 SH SOLE 14199 0 0 COACH INC COM 189754104 4558 124707 SH SOLE 124707 0 0 COACH INC OPTION 189754104 975 2500 SH PUT SOLE 2500 0 0 ROCKWELL COLLINS INC COM 774341101 2636 49621 SH SOLE 49621 0 0 COMVERGE INC COM 205859101 167 18588 SH SOLE 18588 0 0 CONOCOPHILLIPS COM 20825C104 53005 1079761 SH SOLE 1079761 0 0 CONOCOPHILLIPS OPTION 20825C104 4889 12252 SH CALL SOLE 12252 0 0 CONOCOPHILLIPS OPTION 20825C104 9642 23698 SH PUT SOLE 23698 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page10 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- COSTCO WHSL CORP NEW COM 22160K105 7982 145580 SH SOLE 145580 0 0 COSTCO WHSL CORP NEW OPTION 22160K105 233 2150 SH CALL SOLE 2150 0 0 COSTCO WHSL CORP NEW OPTION 22160K105 1745 4255 SH PUT SOLE 4255 0 0 COVIDIEN PLC SHS COM G2554F105 5262 130971 SH SOLE 130971 0 0 CAMPBELL SOUP CO COM 134429109 739 20615 SH SOLE 20615 0 0 CENTRAL PAC FINL CORP COM 154760102 37 24601 SH SOLE 24601 0 0 CPI INTERNATIONAL INC COM 12618M100 684 43905 SH SOLE 43905 0 0 CPFL ENERGIA S A COM 126153105 1920 28672 SH SOLE 28672 0 0 CAPELLA EDUCATION COMPANY COM 139594105 364 4475 SH SOLE 4475 0 0 CALPINE CORP COM 131347304 1115 87635 SH SOLE 87635 0 0 CORN PRODS INTL INC COM 219023108 253 8342 SH SOLE 8342 0 0 COPART INC COM 217204106 415 11591 SH SOLE 11591 0 0 CAPSTONE TURBINE CORP COM 14067D102 24 24134 SH SOLE 24134 0 0 CAMDEN PPTY TR SH BEN INT COM 133131102 925 22632 SH SOLE 22632 0 0 COMPUWARE CORP COM 205638109 243 30500 SH SOLE 30500 0 0 CRANE CO COM 224399105 599 19841 SH SOLE 19841 0 0 CITIZENS REPUBLIC BANCORP IN COM 174420109 16 19356 SH SOLE 19356 0 0 CREE INC COM 225447101 4764 79363 SH SOLE 79363 0 0 CARTER INC COM 146229109 740 28179 SH SOLE 28179 0 0 COMSTOCK RES INC COM 205768203 229 8279 SH SOLE 8279 0 0 CHARLES RIV LABS INTL INC COM 159864107 1362 39818 SH SOLE 39818 0 0 CARBO CERAMICS INC COM 140781105 477 6604 SH SOLE 6604 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 1434 43677 SH SOLE 43677 0 0 CIRRUS LOGIC INC COM 172755100 370 23380 SH SOLE 23380 0 0 CARRIZO OIL & CO INC BOND CV 144577AA1 344000 4000000 PRN SOLE 4000000 0 0 CREDIT SUISSE GROUP COM 225401108 2112 56433 SH SOLE 56433 0 0 COMPUTER SCIENCES CORP COM 205363104 3713 82062 SH SOLE 82062 0 0 CISCO SYS INC COM 17275R102 63348 2972685 SH SOLE 2972685 0 0 CISCO SYS INC OPTION 17275R102 978 23734 SH CALL SOLE 23734 0 0 CISCO SYS INC OPTION 17275R102 19139 90001 SH PUT SOLE 90001 0 0 CAPITALSOURCE INC COM 14055X102 410 86185 SH SOLE 86185 0 0 CASH AMER INTL INC COM 14754D100 666 19438 SH SOLE 19438 0 0 CARLISLE COS INC COM 142339100 802 22194 SH SOLE 22194 0 0 CHINA SEC & SURVE TECH INC COM 16942J105 57 12351 SH SOLE 12351 0 0 CSX CORP COM 126408103 1757 35408 SH SOLE 35408 0 0 CSX CORP OPTION 126408103 248 250 SH PUT SOLE 250 0 0 CINTAS CORP COM 172908105 636 26554 SH SOLE 26554 0 0 CITY TELECOM H K LTD COM 178677209 247 21763 SH SOLE 21763 0 0 CELL THERAPEUTICS INC COM NO P COM 150934503 9 24918 SH SOLE 24918 0 0 CENTURYLINK INC COM 156700106 4259 127868 SH SOLE 127868 0 0 CTRIP COM INTL LTD AMERICAN DE COM 22943F100 299 7966 SH SOLE 7966 0 0 COUSINS PPTYS INC COM 222795106 115 17104 SH SOLE 17104 0 0 COVANTA HLDG CORP COM 22282E102 4386 264347 SH SOLE 264347 0 0 COVANTA HLDG CORP DBCV 1.000% BOND CV 22282EAA0 263874 2845000 PRN SOLE 2845000 0 0 CVB FINL CORP COM 126600105 186 19614 SH SOLE 19614 0 0 CABLEVISION SYS CORP COM 12686C109 1496 62308 SH SOLE 62308 0 0 COVANCE INC COM 222816100 1077 20988 SH SOLE 20988 0 0 CENOVUS ENERGY INC COM 15135U109 272 10561 SH SOLE 10561 0 0 CONVERGYS CORP COM 212485106 1677 170935 SH SOLE 170935 0 0 COVENTRY HEALTH CARE INC COM 222862104 1601 90534 SH SOLE 90534 0 0 CENVEO INC COM 15670S105 234 42780 SH SOLE 42780 0 0 CVS CAREMARK CORPORATION COM 126650100 20685 705504 SH SOLE 705504 0 0 CVS CAREMARK CORPORATION OPTION 126650100 219 4311 SH CALL SOLE 4311 0 0 CVS CAREMARK CORPORATION OPTION 126650100 2920 15114 SH PUT SOLE 15114 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page11 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CHEVRON CORP NEW COM 166764100 78070 1150451 SH SOLE 1150451 0 0 CHEVRON CORP NEW OPTION 166764100 1588 5826 SH CALL SOLE 5826 0 0 CHEVRON CORP NEW OPTION 166764100 13773 20539 SH PUT SOLE 20539 0 0 CURTISS WRIGHT CORP COM 231561101 539 18546 SH SOLE 18546 0 0 COLDWATER CREEK INC COM 193068103 46 13675 SH SOLE 13675 0 0 CEMEX SAB DE CV SPON COM 151290889 2470 255418 SH SOLE 255418 0 0 CARDIUM THERAPEUTICS INC COM 141916106 5 14005 SH SOLE 14005 0 0 CONCHO RES INC COM 20605P101 13080 236402 SH SOLE 236402 0 0 CORRECTIONS CORP AMER NEW COM 22025Y407 1513 79297 SH SOLE 79297 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 238 23660 SH SOLE 23660 0 0 CYBERSOURCE CORP COM 23251J106 1660 65011 SH SOLE 65011 0 0 CYMER INC COM 232572107 958 31893 SH SOLE 31893 0 0 CITY NATL CORP COM 178566105 1389 27119 SH SOLE 27119 0 0 CYTEC INDS INC COM 232820100 290 7257 SH SOLE 7257 0 0 COSAN LTD SHS A COM G25343107 2008 214974 SH SOLE 214974 0 0 DOMINION RES INC VA NEW COM 25746U109 6052 156223 SH SOLE 156223 0 0 DELTA AIR LINES INC DEL COM 247361702 1366 116267 SH SOLE 116267 0 0 DANA HOLDING CORP COM 235825205 576 57631 SH SOLE 57631 0 0 DARLING INTL INC COM 237266101 1953 259991 SH SOLE 259991 0 0 DEUTSCHE BANK AG NAMEN AKT COM D18190898 1862 33159 SH SOLE 33159 0 0 DEUTSCHE BANK AG NAMEN AKT OPTION D18190898 292 325 SH PUT SOLE 325 0 0 DIEBOLD INC COM 253651103 328 12052 SH SOLE 12052 0 0 DRESS BARN INC COM 261570105 615 25842 SH SOLE 25842 0 0 DOUBLE-TAKE SOFTWARE INC COM 258598101 1318 125609 SH SOLE 125609 0 0 DONALDSON INC COM 257651109 487 11426 SH SOLE 11426 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 81 17905 SH SOLE 17905 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 14217 411023 SH SOLE 411023 0 0 DU PONT E I DE NEMOURS & CO OPTION 263534109 3832 13225 SH PUT SOLE 13225 0 0 DU PONT E I DE NEMOURS & CO OPTION 263534109 920 4636 SH CALL SOLE 4636 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 11135 1124702 SH SOLE 1124702 0 0 DILLARDS INC COM 254067101 502 23371 SH SOLE 23371 0 0 DEERE & CO COM 244199105 5161 92682 SH SOLE 92682 0 0 DEERE & CO OPTION 244199105 293 1250 SH PUT SOLE 1250 0 0 DECKERS OUTDOOR CORP COM 243537107 413 2893 SH SOLE 2893 0 0 ETABLISSEMENTS DELHAIZE FRER COM 29759W101 1007 13896 SH SOLE 13896 0 0 DOUGLAS EMMETT INC COM 25960P109 578 40652 SH SOLE 40652 0 0 DELL INC COM 24702R101 38939 3228798 SH SOLE 3228798 0 0 DELL INC OPTION 24702R101 240 4645 SH CALL SOLE 4645 0 0 DELL INC OPTION 24702R101 9762 39476 SH PUT SOLE 39476 0 0 DENNYS CORP COM 24869P104 30 11490 SH SOLE 11490 0 0 DEAN FOODS CO NEW COM 242370104 2101 208665 SH SOLE 208665 0 0 DISCOVER FINL SVCS COM 254709108 1816 129876 SH SOLE 129876 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 234 9510 SH SOLE 9510 0 0 DOLLAR GEN CORP NEW COM 256677105 538 19516 SH SOLE 19516 0 0 DUOYUAN GLOBAL WTR INC COM 266043108 811 46067 SH SOLE 46067 0 0 QUEST DIAGNOSTICS INC COM 74834L100 3775 75850 SH SOLE 75850 0 0 DWS DREMAN VAL INCOME EDGE F COM 23339M204 389 31789 SH SOLE 31789 0 0 D R HORTON INC COM 23331A109 10863 1105134 SH SOLE 1105134 0 0 D R HORTON INC OPTION 23331A109 5235 21545 SH PUT SOLE 21545 0 0 DANAHER CORP DEL COM 235851102 4242 114290 SH SOLE 114290 0 0 SPDR DOW JONES INDL AVRG ETF U COM 78467X109 84049 860016 SH SOLE 860016 0 0 SPDR DOW JONES INDL AVRG ETF U OPTION 78467X109 208 1000 SH CALL SOLE 1000 0 0 SPDR DOW JONES INDL AVRG ETF U OPTION 78467X109 765 1000 SH PUT SOLE 1000 0 0 DIODES INC COM 254543101 212 13335 SH SOLE 13335 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page12 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DISNEY WALT CO COM DISNEY COM 254687106 5666 179887 SH SOLE 179887 0 0 DISNEY WALT CO COM DISNEY OPTION 254687106 2661 13831 SH PUT SOLE 13831 0 0 DISNEY WALT CO COM DISNEY OPTION 254687106 3953 10131 SH CALL SOLE 10131 0 0 DISCOVERY COMMUNICATNS NEW COM COM 25470F104 348 9753 SH SOLE 9753 0 0 DISCOVERY COMMUNICATNS NEW COM COM 25470F302 2678 86591 SH SOLE 86591 0 0 DISH NETWORK CORP COM 25470M109 6150 338853 SH SOLE 338853 0 0 DICKS SPORTING GOODS INC COM 253393102 565 22705 SH SOLE 22705 0 0 DOLBY LABORATORIES INC COM 25659T107 1452 23167 SH SOLE 23167 0 0 DEL MONTE FOODS CO COM 24522P103 147 10232 SH SOLE 10232 0 0 DIGITAL RLTY TR INC COM 253868103 1439 24944 SH SOLE 24944 0 0 DOLLAR TREE INC COM 256746108 1665 39994 SH SOLE 39994 0 0 DELUXE CORP COM 248019101 1580 84273 SH SOLE 84273 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 1777 26471 SH SOLE 26471 0 0 DENDREON CORP COM 24823Q107 219 6765 SH SOLE 6765 0 0 DENDREON CORP BOND CV 24823QAB3 2445000 7500000 PRN SOLE 7500000 0 0 DIONEX CORP COM 254546104 1258 16892 SH SOLE 16892 0 0 DENISON MINES CORP COM 248356107 16 13236 SH SOLE 13236 0 0 DENBURY RES INC COM 247916208 1261 86140 SH SOLE 86140 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 452 7272 SH SOLE 7272 0 0 DOW CHEM CO COM 260543103 28213 1189411 SH SOLE 1189411 0 0 DOW CHEM CO OPTION 260543103 952 3022 SH CALL SOLE 3022 0 0 DOW CHEM CO OPTION 260543103 6309 15676 SH PUT SOLE 15676 0 0 AMDOCS LTD COM G02602103 731 27225 SH SOLE 27225 0 0 DPL INC COM 233293109 1488 62256 SH SOLE 62256 0 0 DELTA PETE CORP COM 247907207 17 19254 SH SOLE 19254 0 0 DOMINOS PIZZA INC COM 25754A201 708 62661 SH SOLE 62661 0 0 DRESSER-RAND GROUP INC COM 261608103 3277 103857 SH SOLE 103857 0 0 DUKE REALTY CORP COM 264411505 6817 600632 SH SOLE 600632 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 137 16711 SH SOLE 16711 0 0 DARDEN RESTAURANTS INC COM 237194105 918 23621 SH SOLE 23621 0 0 DIGITAL RIV INC COM 25388B104 240 10039 SH SOLE 10039 0 0 DRIL-QUIP INC COM 262037104 3074 69828 SH SOLE 69828 0 0 DRYSHIPS INC SHS COM Y2109Q101 70 19700 SH SOLE 19700 0 0 DISCOVERY LABORATORIES INC N COM 254668106 3 15198 SH SOLE 15198 0 0 DST SYS INC DEL COM 233326107 987 27314 SH SOLE 27314 0 0 DSW INC COM 23334L102 243 10818 SH SOLE 10818 0 0 DIANA SHIPPING INC COM Y2066G104 663 58912 SH SOLE 58912 0 0 DEUTSCHE TELEKOM AG COM 251566105 4235 355631 SH SOLE 355631 0 0 DTE ENERGY CO COM 233331107 2127 46624 SH SOLE 46624 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 7471 175340 SH SOLE 175340 0 0 DIRECTV COM COM 25490A101 7388 217812 SH SOLE 217812 0 0 DIRECTV COM OPTION 25490A101 1425 2550 SH PUT SOLE 2550 0 0 DUKE ENERGY CORP NEW COM 26441C105 4581 286330 SH SOLE 286330 0 0 DEVRY INC DEL COM 251893103 782 14907 SH SOLE 14907 0 0 DAVITA INC COM 23918K108 991 15876 SH SOLE 15876 0 0 COHEN & STEERS DIV MJRS FDIN COM 19248G106 190 19200 SH SOLE 19200 0 0 DEVON ENERGY CORP NEW COM 25179M103 34655 568865 SH SOLE 568865 0 0 DEVON ENERGY CORP NEW OPTION 25179M103 853 8421 SH CALL SOLE 8421 0 0 DEVON ENERGY CORP NEW OPTION 25179M103 820 1700 SH PUT SOLE 1700 0 0 CAL DIVE INTL INC DEL COM 12802T101 62 10558 SH SOLE 10558 0 0 DREAMWORKS ANIMATION SKG INC COM 26153C103 324 11358 SH SOLE 11358 0 0 DYNEGY INC DEL COM 26817G300 10153 2637028 SH SOLE 2637028 0 0 ENI S P A COM 26874R108 1467 40150 SH SOLE 40150 0 0 BRINKER INTL INC COM 109641100 1126 77853 SH SOLE 77853 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page13 of 40 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 COM 278642103 11451 583933 SH SOLE 583933 0 0 EBAY INC OPTION 278642103 883 8018 SH CALL SOLE 8018 0 0 EBAY INC OPTION 278642103 3667 32445 SH PUT SOLE 32445 0 0 CENTRAIS ELETRICAS BRASILEIR COM 15234Q207 970 72640 SH SOLE 72640 0 0 ECOPETROL S A COM 279158109 4020 140203 SH SOLE 140203 0 0 ENCANA CORP COM 292505104 1056 34818 SH SOLE 34818 0 0 ECOLAB INC COM 278865100 1182 26319 SH SOLE 26319 0 0 ECLIPSYS CORP COM 278856109 652 36524 SH SOLE 36524 0 0 CONSOLIDATED EDISON INC COM 209115104 1684 39062 SH SOLE 39062 0 0 NEW ORIENTAL ED & TECH GRP I S COM 647581107 205 2196 SH SOLE 2196 0 0 EVERGREEN ENERGY INC COM 30024B104 1 11283 SH SOLE 11283 0 0 EURONET WORLDWIDE INC COM 298736109 459 35870 SH SOLE 35870 0 0 ISHARES TR INDEX MSCI EMERG MKTCOM 464287234 175757 4709466 SH SOLE 4709466 0 0 ISHARES TR INDEX MSCI EMERG MKTOPTION 464287234 12228 35763 SH CALL SOLE 35763 0 0 ISHARES TR INDEX MSCI EMERG MKTOPTION 464287234 23089 60409 SH PUT SOLE 60409 0 0 ISHARES TR INDEX MSCI EAFE IDX COM 464287465 44340 953349 SH SOLE 953349 0 0 ISHARES TR INDEX MSCI EAFE IDX OPTION 464287465 3519 11131 SH CALL SOLE 11131 0 0 ISHARES TR INDEX MSCI EAFE IDX OPTION 464287465 7627 11840 SH PUT SOLE 11840 0 0 EQUIFAX INC COM 294429105 834 29708 SH SOLE 29708 0 0 BLACKROCK ENHANCED GOVT FD I COM 09255K108 321 19134 SH SOLE 19134 0 0 ENERGEN CORP COM 29265N108 936 21117 SH SOLE 21117 0 0 VAALCO ENERGY INC COM 91851C201 254 45442 SH SOLE 45442 0 0 WESTERN ASSET GLB HI INCOME COM 95766B109 145 12834 SH SOLE 12834 0 0 EMPLOYERS HOLDINGS INC COM 292218104 16280 1105246 SH SOLE 1105246 0 0 EDISON INTL COM 281020107 1649 51972 SH SOLE 51972 0 0 EASTMAN KODAK CO COM 277461109 8897 2049910 SH SOLE 2049910 0 0 EASTMAN KODAK CO OPTION 277461109 549 9118 SH CALL SOLE 9118 0 0 EASTMAN KODAK CO OPTION 277461109 10408 25779 SH PUT SOLE 25779 0 0 LAUDER ESTEE COS INC COM 518439104 221 3958 SH SOLE 3958 0 0 EARTHLINK INC COM 270321102 1053 132290 SH SOLE 132290 0 0 COMPANHIA PARANAENSE ENERG C S COM 20441B407 205 9945 SH SOLE 9945 0 0 CALLAWAY GOLF CO COM 131193104 138 22910 SH SOLE 22910 0 0 E M C CORP MASS COM 268648102 18252 997355 SH SOLE 997355 0 0 E M C CORP MASS OPTION 268648102 1403 5780 SH CALL SOLE 5780 0 0 E M C CORP MASS OPTION 268648102 388 3315 SH PUT SOLE 3315 0 0 E M C CORP MASS BOND CV 268648AM4 2379030 18788000 PRN SOLE 18788000 0 0 EMCOR GROUP INC COM 29084Q100 771 33258 SH SOLE 33258 0 0 EASTMAN CHEM CO COM 277432100 4834 90599 SH SOLE 90599 0 0 EMERSON ELEC CO COM 291011104 3937 90116 SH SOLE 90116 0 0 EMERSON ELEC CO OPTION 291011104 726 751 SH CALL SOLE 751 0 0 EMERSON ELEC CO OPTION 291011104 587 1223 SH PUT SOLE 1223 0 0 EMERGENCY MEDICAL SVCS CORP COM 29100P102 592 12076 SH SOLE 12076 0 0 ENBRIDGE INC COM 29250N105 0 19535 SH SOLE 19535 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1560 71501 SH SOLE 71501 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 45 10997 SH SOLE 10997 0 0 ENDURANCE SPECIALTY HLDGS LT S COM G30397106 496 13204 SH SOLE 13204 0 0 ENERSIS S A COM 29274F104 2734 137316 SH SOLE 137316 0 0 REED ELSEVIER N V SPONS COM 758204200 618 28065 SH SOLE 28065 0 0 ENERNOC INC COM 292764107 217 6892 SH SOLE 6892 0 0 ENERGIZER HLDGS INC COM 29266R108 1224 24351 SH SOLE 24351 0 0 ENERSYS COM 29275Y102 661 30916 SH SOLE 30916 0 0 ENTEGRIS INC COM 29362U104 218 54890 SH SOLE 54890 0 0 EMPRESA NACIONAL DE ELCTRCID COM 29244T101 893 19333 SH SOLE 19333 0 0 EOG RES INC COM 26875P101 2498 25389 SH SOLE 25389 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page14 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- EL PASO CORP COM 28336L109 3651 328650 SH SOLE 328650 0 0 EL PASO CORP OPTION 28336L109 474 3900 SH PUT SOLE 3900 0 0 BOTTOMLINE TECH DEL INC COM 101388106 221 16966 SH SOLE 16966 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 392 11090 SH SOLE 11090 0 0 ISHARES INC MSCI PAC J IDX COM 464286665 608 17000 SH SOLE 17000 0 0 ENTERTAINMENT PPTYS TR COM SH COM 29380T105 269 7054 SH SOLE 7054 0 0 EQUINIX INC COM 29444U502 784 9651 SH SOLE 9651 0 0 EQUINIX INC BOND CV 29444UAF3 467403 4645000 PRN SOLE 4645000 0 0 EQUITY RESIDENTIAL SH BEN INT COM 29476L107 2655 63769 SH SOLE 63769 0 0 EQT CORP COM 26884L109 7192 199014 SH SOLE 199014 0 0 EVERGREEN MULTI SECT INC FUN C COM 30024Y104 443 30225 SH SOLE 30225 0 0 ERICSSON L M TEL CO COM 294821608 498 45167 SH SOLE 45167 0 0 ERIE INDTY CO COM 29530P102 403 8867 SH SOLE 8867 0 0 ELECTRONIC ARTS INC COM 285512109 1663 115464 SH SOLE 115464 0 0 ENERGYSOLUTIONS INC COM 292756202 615 120832 SH SOLE 120832 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 1329 16013 SH SOLE 16013 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 592 12466 SH SOLE 12466 0 0 EVERGREEN SOLAR INC COM 30033R108 15 22193 SH SOLE 22193 0 0 EXPRESS SCRIPTS INC COM 302182100 3160 67216 SH SOLE 67216 0 0 ESSEX PPTY TR INC COM 297178105 1165 11945 SH SOLE 11945 0 0 ENSCO PLC COM 29358Q109 24931 634705 SH SOLE 634705 0 0 E TRADE FINANCIAL CORP COM 269246401 619 52364 SH SOLE 52364 0 0 EATON CORP COM 278058102 3621 55326 SH SOLE 55326 0 0 ENTERGY CORP NEW COM 29364G103 7103 99178 SH SOLE 99178 0 0 PROSHARES TR II ULTRASHRT EURO COM 74347W882 1125 45000 SH SOLE 45000 0 0 EATON VANCE CORP COM NON VTG COM 278265103 1575 57046 SH SOLE 57046 0 0 EATON VANCE SR INCOME TR SH BE COM 27826S103 994 150000 SH SOLE 150000 0 0 EATON VANCE TAX ADVT DIV INC COM 27828G107 217 15700 SH SOLE 15700 0 0 EATON VANCE LTD DUR INCOME F COM 27828H105 1280 80000 SH SOLE 80000 0 0 EV3 INC COM 26928A200 985 43953 SH SOLE 43953 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 2397 42796 SH SOLE 42796 0 0 ISHARES INC MSCI AUSTRALIA COM 464286103 1370 72200 SH SOLE 72200 0 0 EAST WEST BANCORP INC COM 27579R104 1021 66923 SH SOLE 66923 0 0 ISHARES INC MSCI HONG KONG COM 464286871 2520 170646 SH SOLE 170646 0 0 ISHARES INC MSCI JAPAN COM 464286848 2742 298031 SH SOLE 298031 0 0 ISHARES INC MSCI JAPAN OPTION 464286848 288 7021 SH PUT SOLE 7021 0 0 ISHARES INC MSCI JAPAN OPTION 464286848 815 32500 SH CALL SOLE 32500 0 0 ISHARES INC MSCI MALAYSIA COM 464286830 1268 110800 SH SOLE 110800 0 0 ISHARES INC MSCI TAIWAN COM 464286731 1358 121260 SH SOLE 121260 0 0 ISHARES INC MSCI UTD KINGD COM 464286699 313 23268 SH SOLE 23268 0 0 ISHARES INC MSCI MEX INVEST COM 464286822 44272 924460 SH SOLE 924460 0 0 ISHARES INC MSCI MEX INVEST OPTION 464286822 3347 3766 SH CALL SOLE 3766 0 0 ISHARES INC MSCI MEX INVEST OPTION 464286822 4200 7252 SH PUT SOLE 7252 0 0 ISHARES INC MSCI S KOREA COM 464286772 7256 162287 SH SOLE 162287 0 0 ISHARES INC MSCI S KOREA OPTION 464286772 660 1500 SH PUT SOLE 1500 0 0 ISHARES INC MSCI BRAZIL COM 464286400 79577 1287031 SH SOLE 1287031 0 0 ISHARES INC MSCI BRAZIL OPTION 464286400 11979 28280 SH CALL SOLE 28280 0 0 ISHARES INC MSCI BRAZIL OPTION 464286400 32572 31421 SH PUT SOLE 31421 0 0 EXELON CORP COM 30161N101 9524 250828 SH SOLE 250828 0 0 EXELON CORP OPTION 30161N101 446 2000 SH PUT SOLE 2000 0 0 EXELIXIS INC COM 30161Q104 76 22003 SH SOLE 22003 0 0 EATON VANCE TAX MNG GBL DV E COM 27829F108 215 22455 SH SOLE 22455 0 0 EXTERRAN HLDGS INC COM 30225X103 447 17326 SH SOLE 17326 0 0 EXCEL MARITIME CARRIERS LTD COM V3267N107 178 34812 SH SOLE 34812 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page15 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- EAGLE MATERIALS INC COM 26969P108 254 9809 SH SOLE 9809 0 0 EXPEDITORS INTL WASH INC COM 302130109 3066 88850 SH SOLE 88850 0 0 EXPEDIA INC DEL COM 30212P105 1273 67786 SH SOLE 67786 0 0 EXPEDIA INC DEL OPTION 30212P105 228 570 SH PUT SOLE 570 0 0 EXTREME NETWORKS INC COM 30226D106 27 10101 SH SOLE 10101 0 0 ISHARES INC MSCI STH AFRCA COM 464286780 1630 30954 SH SOLE 30954 0 0 FORD MTR CO DEL PAR $0.01 COM 345370860 26296 2608687 SH SOLE 2608687 0 0 FORD MTR CO DEL PAR $0.01 OPTION 345370860 2868 23713 SH CALL SOLE 23713 0 0 FORD MTR CO DEL PAR $0.01 OPTION 345370860 9069 77952 SH PUT SOLE 77952 0 0 FORD MTR CO DEL BOND CV 345370CF5 611638 4898000 PRN SOLE 4898000 0 0 FORD MTR CO DEL *W EXP 01/01/2 COM 345370134 2189 701500 SH SOLE 701500 0 0 FIRST AMERN FINL CORP COM 31847R102 341 26911 SH SOLE 26911 0 0 FASTENAL CO COM 311900104 440 8773 SH SOLE 8773 0 0 FIRST TR ACTIVE DIVID INCOME COM 33731L100 208 20520 SH SOLE 20520 0 0 FIBRIA CELULOSE S A SP COM 31573A109 2852 192708 SH SOLE 192708 0 0 FOREST CITY ENTERPRISES INC COM 345550107 363 32061 SH SOLE 32061 0 0 FUELCELL ENERGY INC COM 35952H106 16 13631 SH SOLE 13631 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 53 10018 SH SOLE 10018 0 0 FELCOR LODGING TR INC COM 31430F101 3789 759247 SH SOLE 759247 0 0 FTI CONSULTING INC COM 302941109 1165 26725 SH SOLE 26725 0 0 FIRST CTZNS BANCSHARES INC N COM 31946M103 310 1611 SH SOLE 1611 0 0 ABERDEEN GLOBAL INCOME FD IN COM 003013109 584 49400 SH SOLE 49400 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1264 150309 SH SOLE 150309 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 26802 453275 SH SOLE 453275 0 0 FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 2791 2639 SH CALL SOLE 2639 0 0 FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 12804 9571 SH PUT SOLE 9571 0 0 FAMILY DLR STORES INC COM 307000109 786 20862 SH SOLE 20862 0 0 FRESH DEL MONTE PRODUCE INC COM G36738105 544 26881 SH SOLE 26881 0 0 FACTSET RESH SYS INC COM 303075105 1348 20118 SH SOLE 20118 0 0 FEDEX CORP COM 31428X106 13230 188704 SH SOLE 188704 0 0 FEDEX CORP OPTION 31428X106 1885 4053 SH PUT SOLE 4053 0 0 FIRSTENERGY CORP COM 337932107 1945 55214 SH SOLE 55214 0 0 FIRST TR ENHANCED EQTY INC F COM 337318109 175 17250 SH SOLE 17250 0 0 F5 NETWORKS INC COM 315616102 2086 30419 SH SOLE 30419 0 0 F5 NETWORKS INC OPTION 315616102 318 361 SH PUT SOLE 361 0 0 SUNAMERICA FCSED ALPHA GRW F COM 867037103 6904 515226 SH SOLE 515226 0 0 SUNAMERICA FOCUSE ALPHA LC F COM 867038101 1884 152513 SH SOLE 152513 0 0 FIRST HORIZON NATL CORP COM 320517105 602 52614 SH SOLE 52614 0 0 FAIR ISAAC CORP COM 303250104 213 9759 SH SOLE 9759 0 0 FEDERATED INVS INC PA CL B COM 314211103 424 20472 SH SOLE 20472 0 0 FINISH LINE INC COM 317923100 779 55948 SH SOLE 55948 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 13541 504869 SH SOLE 504869 0 0 FIDELITY NATL INFORMATION SV OPTION 31620M106 2992 3400 SH PUT SOLE 3400 0 0 FISERV INC COM 337738108 1644 36009 SH SOLE 36009 0 0 FIFTH THIRD BANCORP COM 316773100 3944 320925 SH SOLE 320925 0 0 FIFTH THIRD BANCORP OPTION 316773100 229 1183 SH CALL SOLE 1183 0 0 FIFTH THIRD BANCORP OPTION 316773100 379 1956 SH PUT SOLE 1956 0 0 COMFORT SYS USA INC COM 199908104 324 33518 SH SOLE 33518 0 0 FOOT LOCKER INC COM 344849104 3763 298153 SH SOLE 298153 0 0 FLEXTRONICS INTL LTD COM Y2573F102 2620 467824 SH SOLE 467824 0 0 FLIR SYS INC COM 302445101 9031 310458 SH SOLE 310458 0 0 FLOWERS FOODS INC COM 343498101 545 22311 SH SOLE 22311 0 0 FLUOR CORP NEW COM 343412102 286 6724 SH SOLE 6724 0 0 FLOWSERVE CORP COM 34354P105 743 8762 SH SOLE 8762 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page16 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- FIRST MIDWEST BANCORP DEL COM 320867104 178 14676 SH SOLE 14676 0 0 FOCUS MEDIA HLDG LTD COM 34415V109 627 40360 SH SOLE 40360 0 0 FIRSTMERIT CORP COM 337915102 918 53611 SH SOLE 53611 0 0 FRESENIUS MED CARE AG&CO KGA COM 358029106 1264 23538 SH SOLE 23538 0 0 FOMENTO ECONOMICO MEXICANO S S COM 344419106 1763 40862 SH SOLE 40862 0 0 FNB CORP PA COM 302520101 560 69743 SH SOLE 69743 0 0 FIDELITY NATIONAL FINANCIAL COM 31620R105 1446 111284 SH SOLE 111284 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 1485 118528 SH SOLE 118528 0 0 FEDERAL NATL MTG ASSN COM 313586109 458 1337485 SH SOLE 1337485 0 0 FORTUNE BRANDS INC COM 349631101 1187 30302 SH SOLE 30302 0 0 FERRO CORP COM 315405100 317 42991 SH SOLE 42991 0 0 FORMFACTOR INC COM 346375108 273 25304 SH SOLE 25304 0 0 FOSSIL INC COM 349882100 682 19654 SH SOLE 19654 0 0 FEDERAL HOME LN MTG CORP COM 313400301 106 256640 SH SOLE 256640 0 0 FEDERAL REALTY INVT TR SH BEN COM 313747206 2343 33349 SH SOLE 33349 0 0 FOREST LABS INC COM 345838106 1801 65642 SH SOLE 65642 0 0 FIRST SOLAR INC COM 336433107 8183 71887 SH SOLE 71887 0 0 FIRST SOLAR INC OPTION 336433107 347 720 SH CALL SOLE 720 0 0 FIRST SOLAR INC OPTION 336433107 953 1020 SH PUT SOLE 1020 0 0 FOREST OIL CORP PAR $0.01 COM 346091705 4461 163038 SH SOLE 163038 0 0 FUEL SYS SOLUTIONS INC COM 35952W103 334 12860 SH SOLE 12860 0 0 FRANCE TELECOM COM 35177Q105 1717 99197 SH SOLE 99197 0 0 FMC TECHNOLOGIES INC COM 30249U101 555 10543 SH SOLE 10543 0 0 FRONTIER OIL CORP COM 35914P105 297 22080 SH SOLE 22080 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 239 33609 SH SOLE 33609 0 0 FRONTIER COMMUNICATIONS CORP OPTION 35906A108 285 10000 SH CALL SOLE 10000 0 0 FRONTIER COMMUNICATIONS CORP OPTION 35906A108 1697 2500 SH PUT SOLE 2500 0 0 FULLER H B CO COM 359694106 577 30375 SH SOLE 30375 0 0 FULTON FINL CORP PA COM 360271100 713 73937 SH SOLE 73937 0 0 FOSTER WHEELER AG COM H27178104 1766 83832 SH SOLE 83832 0 0 FX ENERGY INC COM 302695101 105 28895 SH SOLE 28895 0 0 ISHARES TR INDEX FTSE XNHUA IDXCOM 464287184 20401 521365 SH SOLE 521365 0 0 ISHARES TR INDEX FTSE XNHUA IDXOPTION 464287184 1692 5580 SH CALL SOLE 5580 0 0 ISHARES TR INDEX FTSE XNHUA IDXOPTION 464287184 4080 28532 SH PUT SOLE 28532 0 0 GIANT INTERACTIVE GROUP INC COM 374511103 101 14614 SH SOLE 14614 0 0 GABELLI EQUITY TR INC COM 362397101 784 174521 SH SOLE 174521 0 0 GENERAL AMERN INVS INC COM 368802104 1074 50174 SH SOLE 50174 0 0 SHANDA GAMES LTD SP COM 81941U105 84 14387 SH SOLE 14387 0 0 NICOR INC COM 654086107 1095 27029 SH SOLE 27029 0 0 GLACIER BANCORP INC NEW COM 37637Q105 176 11985 SH SOLE 11985 0 0 GREAT BASIN GOLD LTD COM 390124105 26 15300 SH SOLE 15300 0 0 GANNETT INC COM 364730101 213 15833 SH SOLE 15833 0 0 DWS ENHANCED COMMDTY STRTGY COM 23338Y100 2157 261768 SH SOLE 261768 0 0 GENERAL DYNAMICS CORP COM 369550108 3310 56518 SH SOLE 56518 0 0 GARDNER DENVER INC COM 365558105 1025 22996 SH SOLE 22996 0 0 GOODRICH PETE CORP COM 382410405 176 14698 SH SOLE 14698 0 0 GABELLI DIVD & INCOME TR COM 36242H104 216 18000 SH SOLE 18000 0 0 MARKET VECTORS ETF TR GOLD MIN COM 57060U100 2842 54704 SH SOLE 54704 0 0 MARKET VECTORS ETF TR GOLD MIN OPTION 57060U100 3236 5575 SH CALL SOLE 5575 0 0 MARKET VECTORS ETF TR GOLD MIN OPTION 57060U100 1684 5400 SH PUT SOLE 5400 0 0 GENERAL ELECTRIC CO COM 369604103 135796 9417164 SH SOLE 9417164 0 0 GENERAL ELECTRIC CO OPTION 369604103 2558 9300 SH CALL SOLE 9300 0 0 GENERAL ELECTRIC CO OPTION 369604103 6885 57987 SH CALL SOLE 57987 0 0 GENERAL ELECTRIC CO OPTION 369604103 42357 168160 SH PUT SOLE 168160 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page17 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- GENZYME CORP COM 372917104 18182 358129 SH SOLE 358129 0 0 GENZYME CORP OPTION 372917104 2406 2557 SH PUT SOLE 2557 0 0 GERON CORP COM 374163103 77 15315 SH SOLE 15315 0 0 GUESS INC COM 401617105 250 8006 SH SOLE 8006 0 0 GAFISA S A SPONS COM 362607301 2282 188451 SH SOLE 188451 0 0 GOLD FIELDS LTD NEW COM 38059T106 1891 141412 SH SOLE 141412 0 0 GFI GROUP INC COM 361652209 63 11254 SH SOLE 11254 0 0 GOLDCORP INC NEW COM 380956409 6888 157071 SH SOLE 157071 0 0 GOLDCORP INC NEW OPTION 380956409 1128 1200 SH CALL SOLE 1200 0 0 GOLDCORP INC NEW OPTION 380956409 2035 11950 SH PUT SOLE 11950 0 0 GERDAU S A COM 373737105 18552 1407620 SH SOLE 1407620 0 0 GERDAU S A OPTION 373737105 318 2715 SH PUT SOLE 2715 0 0 GEORGIA GULF CORP COM PAR$0.01 COM 373200302 151 11301 SH SOLE 11301 0 0 GRACO INC COM 384109104 539 19105 SH SOLE 19105 0 0 GENERAL GROWTH PPTYS INC COM 370021107 169471 12780590 SH SOLE 12780590 0 0 GREENHILL & CO INC COM 395259104 1548 25322 SH SOLE 25322 0 0 GROUPE CGI INC COM 39945C109 2028 135811 SH SOLE 135811 0 0 GILDAN ACTIVEWEAR INC COM 375916103 206 7207 SH SOLE 7207 0 0 GILEAD SCIENCES INC COM 375558103 17399 507566 SH SOLE 507566 0 0 GILEAD SCIENCES INC OPTION 375558103 2667 4360 SH PUT SOLE 4360 0 0 GRAMERCY CAP CORP COM 384871109 19 15155 SH SOLE 15155 0 0 GLOBAL CROSSING LTD SHS COM G3921A175 228 21613 SH SOLE 21613 0 0 GLOBAL INDS LTD COM 379336100 52 11648 SH SOLE 11648 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0BOND CV 379336AE0 52281 875000 PRN SOLE 875000 0 0 SPDR GOLD TRUST GOLD SHS COM 78463V107 172349 1416409 SH SOLE 1416409 0 0 SPDR GOLD TRUST GOLD SHS OPTION 78463V107 9477 9832 SH CALL SOLE 9832 0 0 SPDR GOLD TRUST GOLD SHS OPTION 78463V107 3655 24229 SH PUT SOLE 24229 0 0 GLG PARTNERS INC COM 37929X107 705 160873 SH SOLE 160873 0 0 CORNING INC COM 219350105 940 58223 SH SOLE 58223 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 1674 65141 SH SOLE 65141 0 0 GREEN MTN COFFEE ROASTERS IN OPTION 393122106 282 528 SH PUT SOLE 528 0 0 GAMESTOP CORP NEW COM 36467W109 257 13700 SH SOLE 13700 0 0 GATX CORP COM 361448103 540 20237 SH SOLE 20237 0 0 GERDAU AMERISTEEL CORP COM 37373P105 5760 528479 SH SOLE 528479 0 0 GENTEX CORP COM 371901109 381 21208 SH SOLE 21208 0 0 GENWORTH FINL INC COM COM 37247D106 1949 149105 SH SOLE 149105 0 0 GEOKINETICS INC PAR $0.01 COM 372910307 151 39551 SH SOLE 39551 0 0 GOL LINHAS AEREAS INTLG S A SP COM 38045R107 934 77044 SH SOLE 77044 0 0 RANDGOLD RES LTD OPTION 752344309 1262 900 SH CALL SOLE 900 0 0 GOOGLE INC COM 38259P508 160068 359744 SH SOLE 359744 0 0 GOOGLE INC OPTION 38259P508 2619 795 SH CALL SOLE 795 0 0 GOOGLE INC OPTION 38259P508 26821 6037 SH PUT SOLE 6037 0 0 GENUINE PARTS CO COM 372460105 2118 53683 SH SOLE 53683 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 37 11729 SH SOLE 11729 0 0 GLOBAL PMTS INC COM 37940X102 2760 75534 SH SOLE 75534 0 0 GAP INC DEL COM 364760108 9697 498298 SH SOLE 498298 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 158778 1209554 SH SOLE 1209554 0 0 GOLDMAN SACHS GROUP INC OPTION 38141G104 574 924 SH CALL SOLE 924 0 0 GOLDMAN SACHS GROUP INC OPTION 38141G104 35894 20889 SH PUT SOLE 20889 0 0 GLAXOSMITHKLINE PLC COM 37733W105 4444 130670 SH SOLE 130670 0 0 GLOBE SPECIALTY METALS INC COM 37954N206 2452 237396 SH SOLE 237396 0 0 GOLDEN STAR RES LTD CDA COM 38119T104 124 28211 SH SOLE 28211 0 0 GASTAR EXPL LTD COM 367299203 142 39278 SH SOLE 39278 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1476 148505 SH SOLE 148505 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page18 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- GOODYEAR TIRE & RUBR CO OPTION 382550101 400 1250 SH PUT SOLE 1250 0 0 GRAN TIERRA ENERGY INC COM 38500T101 301 60611 SH SOLE 60611 0 0 GRAFTECH INTL LTD COM 384313102 242 16540 SH SOLE 16540 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 285 10561 SH SOLE 10561 0 0 CENTRAL GOLDTRUST TR UNIT COM 153546106 5916 122355 SH SOLE 122355 0 0 GENESEE & WYO INC COM 371559105 399 10698 SH SOLE 10698 0 0 GREAT PLAINS ENERGY INC COM 391164100 644 37851 SH SOLE 37851 0 0 GYMBOREE CORP COM 403777105 1392 32600 SH SOLE 32600 0 0 HAEMONETICS CORP COM 405024100 495 9246 SH SOLE 9246 0 0 HALLIBURTON CO COM 406216101 19379 789352 SH SOLE 789352 0 0 HALLIBURTON CO OPTION 406216101 4258 15220 SH PUT SOLE 15220 0 0 HANSEN NAT CORP COM 411310105 763 19514 SH SOLE 19514 0 0 HARMAN INTL INDS INC COM 413086109 274 9172 SH SOLE 9172 0 0 HUNTINGTON BANCSHARES INC COM 446150104 908 163910 SH SOLE 163910 0 0 HSBC HLDGS PLC SPON COM 404280406 8784 192679 SH SOLE 192679 0 0 HSBC HLDGS PLC SPON OPTION 404280406 603 2400 SH PUT SOLE 2400 0 0 HANESBRANDS INC COM 410345102 1543 64112 SH SOLE 64112 0 0 HUDSON CITY BANCORP COM 443683107 2594 211782 SH SOLE 211782 0 0 HCC INS HLDGS INC COM 404132102 829 33492 SH SOLE 33492 0 0 HEALTH CARE REIT INC COM 42217K106 1491 35402 SH SOLE 35402 0 0 HEALTH CARE REIT INC BOND CV 42217KAQ9 187440 1760000 PRN SOLE 1760000 0 0 HCP INC COM 40414L109 2134 66168 SH SOLE 66168 0 0 HOME DEPOT INC COM 437076102 15955 568383 SH SOLE 568383 0 0 HOME DEPOT INC OPTION 437076102 1661 5870 SH CALL SOLE 5870 0 0 HOME DEPOT INC OPTION 437076102 5583 30864 SH PUT SOLE 30864 0 0 HDFC BANK LTD COM 40415F101 12087 84539 SH SOLE 84539 0 0 HEMISPHERX BIOPHARMA INC COM 42366C103 5 10923 SH SOLE 10923 0 0 HECKMANN CORP COM 422680108 48 10368 SH SOLE 10368 0 0 HERCULES OFFSHORE INC COM 427093109 30 12399 SH SOLE 12399 0 0 HESS CORP COM 42809H107 15560 309089 SH SOLE 309089 0 0 HESS CORP OPTION 42809H107 447 732 SH PUT SOLE 732 0 0 HEWITT ASSOCS INC COM 42822Q100 1119 32464 SH SOLE 32464 0 0 HUMAN GENOME SCIENCES INC COM 444903108 3439 151750 SH SOLE 151750 0 0 HILLENBRAND INC COM 431571108 585 27352 SH SOLE 27352 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 3134 141619 SH SOLE 141619 0 0 HARTFORD FINL SVCS GROUP INC D COM 416515708 1851 80000 SH SOLE 80000 0 0 HITTITE MICROWAVE CORP COM 43365Y104 474 10592 SH SOLE 10592 0 0 HIGHWOODS PPTYS INC COM 431284108 561 20219 SH SOLE 20219 0 0 PETROHAWK ENERGY CORP COM 716495106 1645 96945 SH SOLE 96945 0 0 HECLA MNG CO COM 422704106 983 188361 SH SOLE 188361 0 0 HECLA MNG CO OPTION 422704106 988 3364 SH CALL SOLE 3364 0 0 HERBALIFE LTD COM USD SHS COM G4412G101 546 11857 SH SOLE 11857 0 0 HARMONIC INC COM 413160102 62 11320 SH SOLE 11320 0 0 HEALTHSOUTH CORP COM 421924309 964 51514 SH SOLE 51514 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 115 10644 SH SOLE 10644 0 0 HEALTH MGMT ASSOC INC NEW COM 421933102 328 42230 SH SOLE 42230 0 0 HMS HLDGS CORP COM 40425J101 205 3788 SH SOLE 3788 0 0 HNI CORP COM 404251100 293 10602 SH SOLE 10602 0 0 HEALTH NET INC COM 42222G108 263 10796 SH SOLE 10796 0 0 HEINZ H J CO COM 423074103 3692 85425 SH SOLE 85425 0 0 HEINZ H J CO OPTION 423074103 749 4428 SH CALL SOLE 4428 0 0 HARLEY DAVIDSON INC COM 412822108 3509 157867 SH SOLE 157867 0 0 HOLOGIC INC COM 436440101 3320 238351 SH SOLE 238351 0 0 HOLOGIC INC BOND CV 436440AA9 1458191 17130000 PRN SOLE 17130000 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page19 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- HONEYWELL INTL INC COM 438516106 2270 58166 SH SOLE 58166 0 0 HONEYWELL INTL INC OPTION 438516106 673 2200 SH PUT SOLE 2200 0 0 HORNBECK OFFSHORE SVCS INC N BOND CV 440543AE6 272555 3610000 PRN SOLE 3610000 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 936 22596 SH SOLE 22596 0 0 HELMERICH & PAYNE INC COM 423452101 1063 29099 SH SOLE 29099 0 0 HEWLETT PACKARD CO COM 428236103 80089 1850494 SH SOLE 1850494 0 0 HEWLETT PACKARD CO OPTION 428236103 15489 40661 SH PUT SOLE 40661 0 0 HOSPITALITY PPTYS TR COM SH BE COM 44106M102 2772 131354 SH SOLE 131354 0 0 HARBIN ELECTRIC INC COM 41145W109 227 13629 SH SOLE 13629 0 0 HILL ROM HLDGS INC COM 431475102 320 10515 SH SOLE 10515 0 0 HRPT PPTYS TR COM SH BEN INT COM 40426W101 390 62729 SH SOLE 62729 0 0 HARRIS CORP DEL COM 413875105 2613 62733 SH SOLE 62733 0 0 HEALTHSPRING INC COM 42224N101 516 33300 SH SOLE 33300 0 0 HARSCO CORP COM 415864107 1019 43382 SH SOLE 43382 0 0 SCHEIN HENRY INC COM 806407102 1799 32775 SH SOLE 32775 0 0 HSN INC COM 404303109 484 20166 SH SOLE 20166 0 0 HOST HOTELS & RESORTS INC COM 44107P104 2001 148419 SH SOLE 148419 0 0 HOST HOTELS & RESORTS INC OPTION 44107P104 943 2300 SH CALL SOLE 2300 0 0 HUTCHINSON TECHNOLOGY INC BOND CV 448407AF3 162000 2000000 PRN SOLE 2000000 0 0 U S GEOTHERMAL INC COM 90338S102 15 18610 SH SOLE 18610 0 0 HEALTHTRONICS INC COM 42222L107 459 95009 SH SOLE 95009 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 621 65612 SH SOLE 65612 0 0 HUBBELL INC CL B COM 443510201 3214 80977 SH SOLE 80977 0 0 HUNTSMAN CORP COM 447011107 1282 147826 SH SOLE 147826 0 0 HEADWATERS INC COM 42210P102 45 15894 SH SOLE 15894 0 0 HEXCEL CORP NEW COM 428291108 178 11495 SH SOLE 11495 0 0 IAC INTERACTIVECORP PAR $.001 COM 44919P508 890 40501 SH SOLE 40501 0 0 ISHARES TR DJ BROKER-DEAL COM 464288794 8418 350000 SH SOLE 350000 0 0 INTERACTIVE BROKERS GROUP IN COM 45841N107 575 34632 SH SOLE 34632 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 115425 934765 SH SOLE 934765 0 0 INTERNATIONAL BUSINESS MACHS OPTION 459200101 2149 4626 SH CALL SOLE 4626 0 0 INTERNATIONAL BUSINESS MACHS OPTION 459200101 8256 19749 SH PUT SOLE 19749 0 0 ICICI BK LTD COM 45104G104 33231 919515 SH SOLE 919515 0 0 ICICI BK LTD OPTION 45104G104 1093 1300 SH PUT SOLE 1300 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 184 11032 SH SOLE 11032 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 3472 30717 SH SOLE 30717 0 0 ICON PUB LTD CO COM 45103T107 559 19353 SH SOLE 19353 0 0 INTERNATIONAL COAL GRP INC N COM 45928H106 47 12138 SH SOLE 12138 0 0 ICO GLOBAL COMM HLDGS LTD DE COM 44930K108 18 11180 SH SOLE 11180 0 0 ICONIX BRAND GROUP INC COM 451055107 279 19450 SH SOLE 19450 0 0 IDACORP INC COM 451107106 886 26641 SH SOLE 26641 0 0 INTERACTIVE DATA CORP COM 45840J107 368 11034 SH SOLE 11034 0 0 INTERDIGITAL INC COM 45867G101 841 34073 SH SOLE 34073 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 174 35065 SH SOLE 35065 0 0 IDEXX LABS INC COM 45168D104 676 11102 SH SOLE 11102 0 0 ISHARES TR INDEX S&P EURO PLUS COM 464287861 516 16456 SH SOLE 16456 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1486 35041 SH SOLE 35041 0 0 ISHARES TR INDEX S&P NA NAT RESCOM 464287374 4707 152620 SH SOLE 152620 0 0 ING CLARION GLB RE EST INCM COM 44982G104 112 17400 SH SOLE 17400 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 19841 1263765 SH SOLE 1263765 0 0 ISHARES TR INDEX S&P NA SOFTWR COM 464287515 9897 230000 SH SOLE 230000 0 0 ISHARES TR INDEX S&P NA SEMICNDCOM 464287523 17484 400000 SH SOLE 400000 0 0 IHS INC COM 451734107 1287 22022 SH SOLE 22022 0 0 ISHARES TR INDEX S&P SMLCAP 600COM 464287804 2118 39129 SH SOLE 39129 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page20 of 40 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 S&P LTN AM 40 COM 464287390 9222 222652 SH SOLE 222652 0 0 ILLUMINA INC COM 452327109 2497 57364 SH SOLE 57364 0 0 INGRAM MICRO INC COM 457153104 406 26731 SH SOLE 26731 0 0 INVERNESS MED INNOVATIONS IN COM 46126P106 2067 77529 SH SOLE 77529 0 0 INVERNESS MED INNOVATIONS IN P COM 46126P304 11785 59774 SH SOLE 59774 0 0 IMPERIAL OIL LTD COM 453038408 745 20463 SH SOLE 20463 0 0 INCYTE CORP COM 45337C102 428 38705 SH SOLE 38705 0 0 INFORMATICA CORP COM 45666Q102 1547 64791 SH SOLE 64791 0 0 INFOSYS TECHNOLOGIES LTD COM 456788108 34655 578448 SH SOLE 578448 0 0 ING GROEP N V COM 456837103 1380 186190 SH SOLE 186190 0 0 INSMED INC COM 457669208 10 14521 SH SOLE 14521 0 0 INTEL CORP COM 458140100 32245 1657832 SH SOLE 1657832 0 0 INTEL CORP OPTION 458140100 13927 48717 SH CALL SOLE 48717 0 0 INTEL CORP OPTION 458140100 14933 67632 SH PUT SOLE 67632 0 0 INTUIT COM 461202103 987 28384 SH SOLE 28384 0 0 ION GEOPHYSICAL CORP COM 462044108 44 12693 SH SOLE 12693 0 0 INTL PAPER CO COM 460146103 876 38697 SH SOLE 38697 0 0 INTL PAPER CO OPTION 460146103 324 1894 SH CALL SOLE 1894 0 0 IPC THE HOSPITALIST CO INC COM 44984A105 227 9025 SH SOLE 9025 0 0 INTERPUBLIC GROUP COS INC COM 460690100 5593 784377 SH SOLE 784377 0 0 INTREPID POTASH INC COM 46121Y102 3589 183393 SH SOLE 183393 0 0 INGERSOLL-RAND PLC SHS COM G47791101 4777 138506 SH SOLE 138506 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 533 28641 SH SOLE 28641 0 0 IRON MTN INC COM 462846106 338 15053 SH SOLE 15053 0 0 INTERSIL CORP COM 46069S109 1275 105294 SH SOLE 105294 0 0 ISIS PHARMACEUTICALS INC COM 464330109 103 10805 SH SOLE 10805 0 0 INTUITIVE SURGICAL INC COM 46120E602 621 1968 SH SOLE 1968 0 0 GARTNER INC COM 366651107 252 10820 SH SOLE 10820 0 0 ITC HLDGS CORP COM 465685105 466 8800 SH SOLE 8800 0 0 ITRON INC COM 465741106 1134 18342 SH SOLE 18342 0 0 ITT CORP NEW COM 450911102 1066 23729 SH SOLE 23729 0 0 ITAU UNIBANCO HLDG SA SPON COM 465562106 47783 2653144 SH SOLE 2653144 0 0 ITAU UNIBANCO HLDG SA SPON OPTION 465562106 2046 7800 SH PUT SOLE 7800 0 0 ILLINOIS TOOL WKS INC COM 452308109 4518 109436 SH SOLE 109436 0 0 IVANHOE ENERGY INC COM 465790103 19 10300 SH SOLE 10300 0 0 ISHARES TR INDEX S&P 500 VALUE COM 464287408 3972 79984 SH SOLE 79984 0 0 IVANHOE MINES LTD COM 46579N103 1768 135582 SH SOLE 135582 0 0 ISHARES TR INDEX S&P 500 INDEX COM 464287200 21241 205307 SH SOLE 205307 0 0 INVESCO LTD SHS COM G491BT108 2745 163123 SH SOLE 163123 0 0 ISHARES TR INDEX RUSSELL 1000 COM 464287622 8388 146800 SH SOLE 146800 0 0 ISHARES TR INDEX RUSSELL1000VALCOM 464287598 5526 101937 SH SOLE 101937 0 0 ISHARES TR INDEX RUSSELL1000GRWCOM 464287614 1057 23073 SH SOLE 23073 0 0 ISHARES TR INDEX RUSSELL 2000 COM 464287655 385108 6301371 SH SOLE 6301371 0 0 ISHARES TR INDEX RUSSELL 2000 OPTION 464287655 5630 25200 SH CALL SOLE 25200 0 0 ISHARES TR INDEX RUSSELL 2000 OPTION 464287655 30119 47258 SH PUT SOLE 47258 0 0 ISHARES TR INDEX RUSL 2000 VALUCOM 464287630 7006 122832 SH SOLE 122832 0 0 ISHARES TR INDEX RUSL 2000 GROWCOM 464287648 66570 1000000 SH SOLE 1000000 0 0 ISHARES TR INDEX RUSSELL MCP GRCOM 464287481 4424 101229 SH SOLE 101229 0 0 ISHARES TR INDEX DJ US FINL SECCOM 464287788 5194 104838 SH SOLE 104838 0 0 ISHARES TR INDEX DJ US REAL ESTCOM 464287739 159912 3387256 SH SOLE 3387256 0 0 ISHARES TR INDEX DJ US REAL ESTOPTION 464287739 4245 10938 SH CALL SOLE 10938 0 0 ISHARES TR INDEX DJ US REAL ESTOPTION 464287739 1849 5678 SH PUT SOLE 5678 0 0 ISHARES TR INDEX TRANSP AVE IDXCOM 464287192 3618 50000 SH SOLE 50000 0 0 JO-ANN STORES INC COM 47758P307 409 10912 SH SOLE 10912 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page21 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- JA SOLAR HOLDINGS CO LTD SPON COM 466090107 108 23204 SH SOLE 23204 0 0 JAVELIN PHARMACEUTICALS INC COM 471894105 34 15465 SH SOLE 15465 0 0 HUNT J B TRANS SVCS INC COM 445658107 1038 31783 SH SOLE 31783 0 0 JETBLUE AIRWAYS CORP COM 477143101 4654 847785 SH SOLE 847785 0 0 J CREW GROUP INC COM 46612H402 1763 47893 SH SOLE 47893 0 0 JOHNSON CTLS INC COM 478366107 4881 181651 SH SOLE 181651 0 0 J2 GLOBAL COMMUNICATIONS INC COM 46626E205 725 33187 SH SOLE 33187 0 0 PENNEY J C INC COM 708160106 11203 521563 SH SOLE 521563 0 0 PENNEY J C INC OPTION 708160106 1230 2393 SH PUT SOLE 2393 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 2423 66502 SH SOLE 66502 0 0 JEFFERIES GROUP INC NEW COM 472319102 1632 77409 SH SOLE 77409 0 0 NUVEEN FLOATING RATE INCOME COM 67072T108 540 50000 SH SOLE 50000 0 0 HENRY JACK & ASSOC INC COM 426281101 278 11646 SH SOLE 11646 0 0 JONES LANG LASALLE INC COM 48020Q107 1208 18408 SH SOLE 18408 0 0 JOHNSON & JOHNSON COM 478160104 55838 945440 SH SOLE 945440 0 0 JOHNSON & JOHNSON OPTION 478160104 5978 34800 SH PUT SOLE 34800 0 0 JOHNSON & JOHNSON OPTION 478160104 2808 9463 SH CALL SOLE 9463 0 0 SPDR SERIES TRUST BRCLYS YLD E COM 78464A417 2524 66724 SH SOLE 66724 0 0 JUNIPER NETWORKS INC COM 48203R104 837 36689 SH SOLE 36689 0 0 JANUS CAP GROUP INC COM 47102X105 1290 145308 SH SOLE 145308 0 0 JONES APPAREL GROUP INC COM 480074103 954 60193 SH SOLE 60193 0 0 ST JOE CO COM 790148100 1210 52261 SH SOLE 52261 0 0 JOS A BANK CLOTHIERS INC COM 480838101 235 4349 SH SOLE 4349 0 0 JOY GLOBAL INC COM 481165108 1991 39757 SH SOLE 39757 0 0 JPMORGAN CHASE & CO COM 46625H100 295936 8083480 SH SOLE 8083480 0 0 JPMORGAN CHASE & CO OPTION 46625H100 12603 71367 SH CALL SOLE 71367 0 0 JPMORGAN CHASE & CO OPTION 46625H100 96578 156023 SH PUT SOLE 156023 0 0 WILEY JOHN & SONS INC COM 968223206 270 6979 SH SOLE 6979 0 0 NORDSTROM INC COM 655664100 3101 96319 SH SOLE 96319 0 0 KELLOGG CO COM 487836108 9276 184423 SH SOLE 184423 0 0 KB FINANCIAL GROUP INC COM 48241A105 551 14548 SH SOLE 14548 0 0 SPDR SERIES TRUST SPDR KBW BK COM 78464A797 1920 83900 SH SOLE 83900 0 0 KB HOME COM 48666K109 9786 889626 SH SOLE 889626 0 0 KB HOME OPTION 48666K109 1462 2150 SH PUT SOLE 2150 0 0 KBR INC COM 48242W106 859 42223 SH SOLE 42223 0 0 KNIGHT CAP GROUP INC COM 499005106 9832 712985 SH SOLE 712985 0 0 KINETIC CONCEPTS INC COM 49460W208 2224 60902 SH SOLE 60902 0 0 KAYDON CORP COM 486587108 573 17426 SH SOLE 17426 0 0 KOREA EQUITY FD INC COM 50063B104 450 49516 SH SOLE 49516 0 0 KEY ENERGY SVCS INC COM 492914106 135 14749 SH SOLE 14749 0 0 KOREA ELECTRIC PWR COM 500631106 1706 132466 SH SOLE 132466 0 0 KEYCORP NEW COM 493267108 2152 279836 SH SOLE 279836 0 0 KRAFT FOODS INC COM 50075N104 17581 627910 SH SOLE 627910 0 0 KRAFT FOODS INC OPTION 50075N104 1737 7079 SH CALL SOLE 7079 0 0 KRAFT FOODS INC OPTION 50075N104 2971 21421 SH PUT SOLE 21421 0 0 KORN FERRY INTL COM 500643200 162 11683 SH SOLE 11683 0 0 KING PHARMACEUTICALS INC COM 495582108 988 130215 SH SOLE 130215 0 0 KINROSS GOLD CORP COM NO PAR COM 496902404 10214 597675 SH SOLE 597675 0 0 KINROSS GOLD CORP COM NO PAR OPTION 496902404 1809 22796 SH PUT SOLE 22796 0 0 SPDR SERIES TRUST SPDR KBW INS COM 78464A789 881 25000 SH SOLE 25000 0 0 KIMCO REALTY CORP COM 49446R109 8969 667309 SH SOLE 667309 0 0 KIRKLANDS INC COM 497498105 287 16986 SH SOLE 16986 0 0 KLA-TENCOR CORP COM 482480100 873 31329 SH SOLE 31329 0 0 KULICKE & SOFFA INDS INC COM 501242101 74 10605 SH SOLE 10605 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page22 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- KIMBERLY CLARK CORP COM 494368103 5561 91715 SH SOLE 91715 0 0 KIMBERLY CLARK CORP OPTION 494368103 598 2612 SH PUT SOLE 2612 0 0 KINDER MORGAN ENERGY PARTNER U COM 494550106 989 15202 SH SOLE 15202 0 0 KINDER MORGAN MANAGEMENT LLC S COM 49455U100 1174 20748 SH SOLE 20748 0 0 KENNAMETAL INC COM 489170100 389 15301 SH SOLE 15301 0 0 KINDRED HEALTHCARE INC COM 494580103 142 11054 SH SOLE 11054 0 0 KNIGHT TRANSN INC COM 499064103 727 35925 SH SOLE 35925 0 0 COCA COLA CO COM 191216100 71120 1419003 SH SOLE 1419003 0 0 COCA COLA CO OPTION 191216100 2813 12278 SH CALL SOLE 12278 0 0 COCA COLA CO OPTION 191216100 8780 21750 SH PUT SOLE 21750 0 0 KODIAK OIL & GAS CORP COM 50015Q100 41 12757 SH SOLE 12757 0 0 KROGER CO COM 501044101 1348 68459 SH SOLE 68459 0 0 KILROY RLTY CORP COM 49427F108 239 8027 SH SOLE 8027 0 0 SPDR SERIES TRUST KBW REGN BK COM 78464A698 632 27350 SH SOLE 27350 0 0 KAPSTONE PAPER & PACKAGING C COM 48562P103 383 34413 SH SOLE 34413 0 0 KOHLS CORP COM 500255104 327 6893 SH SOLE 6893 0 0 KANSAS CITY SOUTHERN COM 485170302 930 25585 SH SOLE 25585 0 0 K V PHARMACEUTICAL CO COM 482740206 10 12305 SH SOLE 12305 0 0 QUICKSILVER RESOURCES INC COM 74837R104 123 11208 SH SOLE 11208 0 0 LOEWS CORP COM 540424108 2470 74156 SH SOLE 74156 0 0 LAMAR ADVERTISING CO COM 512815101 1829 74585 SH SOLE 74585 0 0 ABERDEEN LATIN AMER EQTY FD COM 00306K106 1956 52200 SH SOLE 52200 0 0 LAZARD LTD SHS A COM G54050102 1492 55845 SH SOLE 55845 0 0 LIBERTY GLOBAL INC COM SER A COM 530555101 952 36629 SH SOLE 36629 0 0 LIBERTY GLOBAL INC COM SER C COM 530555309 781 30050 SH SOLE 30050 0 0 U S AIRWAYS GROUP INC COM 90341W108 817 94912 SH SOLE 94912 0 0 LDK SOLAR CO LTD COM 50183L107 937 181313 SH SOLE 181313 0 0 LEAR CORP COM 521865204 492 7439 SH SOLE 7439 0 0 LEAP WIRELESS INTL INC COM 521863308 463 35675 SH SOLE 35675 0 0 LINCOLN ELEC HLDGS INC COM 533900106 336 6589 SH SOLE 6589 0 0 LEGGETT & PLATT INC COM 524660107 1096 54639 SH SOLE 54639 0 0 CHINA LIFE INS CO LTD SPON COM 16939P106 1289 19768 SH SOLE 19768 0 0 LIGAND PHARMACEUTICALS INC CL BCOM 53220K207 18 12595 SH SOLE 12595 0 0 LABORATORY CORP AMER HLDGS COM 50540R409 1964 26062 SH SOLE 26062 0 0 LHC GROUP INC COM 50187A107 466 16796 SH SOLE 16796 0 0 LASALLE HOTEL PPTYS COM SH BEN COM 517942108 225 10920 SH SOLE 10920 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 1524 153500 SH SOLE 153500 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 2209 46759 SH SOLE 46759 0 0 LENNOX INTL INC COM 526107107 1020 24535 SH SOLE 24535 0 0 LINCOLN EDL SVCS CORP COM 533535100 476 23134 SH SOLE 23134 0 0 LINN ENERGY LLC UNIT LTD LIAB COM 536020100 206 7776 SH SOLE 7776 0 0 LINN ENERGY LLC UNIT LTD LIAB OPTION 536020100 293 6900 SH PUT SOLE 6900 0 0 LIBERTY MEDIA CORP NEW INT COM COM 53071M104 2821 268633 SH SOLE 268633 0 0 LIZ CLAIBORNE INC COM 539320101 71 16773 SH SOLE 16773 0 0 LKQ CORP COM 501889208 3582 185812 SH SOLE 185812 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 11523 162658 SH SOLE 162658 0 0 L-3 COMMUNICATIONS HLDGS INC OPTION 502424104 993 1154 SH PUT SOLE 1154 0 0 L-3 COMMUNICATIONS CORP DEBT 3 BOND CV 502413AW7 7800 78000 PRN SOLE 78000 0 0 LINEAR TECHNOLOGY CORP COM 535678106 1251 44983 SH SOLE 44983 0 0 LINEAR TECHNOLOGY CORP BOND CV 535678AC0 228734 2337000 PRN SOLE 2337000 0 0 LILLY ELI & CO COM 532457108 2899 86549 SH SOLE 86549 0 0 LILLY ELI & CO OPTION 532457108 706 3758 SH PUT SOLE 3758 0 0 LILLY ELI & CO OPTION 532457108 816 6065 SH CALL SOLE 6065 0 0 LEGG MASON INC COM 524901105 1410 50299 SH SOLE 50299 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page23 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- LOCKHEED MARTIN CORP COM 539830109 3363 45144 SH SOLE 45144 0 0 LOCKHEED MARTIN CORP OPTION 539830109 285 500 SH CALL SOLE 500 0 0 LOCKHEED MARTIN CORP OPTION 539830109 1184 2228 SH PUT SOLE 2228 0 0 LINCOLN NATL CORP IND COM 534187109 4411 181604 SH SOLE 181604 0 0 LINCOLN NATL CORP IND OPTION 534187109 254 742 SH PUT SOLE 742 0 0 LINCARE HLDGS INC COM 532791100 230 7066 SH SOLE 7066 0 0 CHENIERE ENERGY INC COM 16411R208 195 69290 SH SOLE 69290 0 0 LINDSAY CORP COM 535555106 387 12225 SH SOLE 12225 0 0 ALLIANT ENERGY CORP COM 018802108 2371 74699 SH SOLE 74699 0 0 LORILLARD INC COM 544147101 6301 87533 SH SOLE 87533 0 0 LOGITECH INTL S A SHS COM H50430232 1047 78094 SH SOLE 78094 0 0 LOWES COS INC COM 548661107 9286 454754 SH SOLE 454754 0 0 LOWES COS INC OPTION 548661107 2313 4226 SH PUT SOLE 4226 0 0 LENDER PROCESSING SVCS INC COM 52602E102 3154 100733 SH SOLE 100733 0 0 LOUISIANA PAC CORP COM 546347105 1549 231544 SH SOLE 231544 0 0 LAM RESEARCH CORP COM 512807108 3776 99215 SH SOLE 99215 0 0 LIBERTY PPTY TR SH BEN INT COM 531172104 1741 60337 SH SOLE 60337 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 76 17470 SH SOLE 17470 0 0 LANDSTAR SYS INC COM 515098101 695 17833 SH SOLE 17833 0 0 LIMITED BRANDS INC COM 532716107 753 34136 SH SOLE 34136 0 0 LIFE TIME FITNESS INC COM 53217R207 1043 32803 SH SOLE 32803 0 0 LTX-CREDENCE CORP COM 502403108 45 16049 SH SOLE 16049 0 0 LEUCADIA NATL CORP COM 527288104 1984 101687 SH SOLE 101687 0 0 LULULEMON ATHLETICA INC COM 550021109 1091 29301 SH SOLE 29301 0 0 SOUTHWEST AIRLS CO COM 844741108 1447 130200 SH SOLE 130200 0 0 LUXOTTICA GROUP S P A COM 55068R202 494 20498 SH SOLE 20498 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 451 414010 SH SOLE 414010 0 0 LAS VEGAS SANDS CORP COM 517834107 4665 210717 SH SOLE 210717 0 0 LAS VEGAS SANDS CORP OPTION 517834107 398 2183 SH PUT SOLE 2183 0 0 LAS VEGAS SANDS CORP OPTION 517834107 1790 2000 SH CALL SOLE 2000 0 0 LAWSON SOFTWARE INC NEW COM 52078P102 156 21347 SH SOLE 21347 0 0 LEXMARK INTL NEW COM 529771107 437 13224 SH SOLE 13224 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 180 17246 SH SOLE 17246 0 0 LUBRIZOL CORP COM 549271104 2976 37059 SH SOLE 37059 0 0 MACYS INC COM 55616P104 2933 163855 SH SOLE 163855 0 0 MACYS INC OPTION 55616P104 802 2038 SH PUT SOLE 2038 0 0 MASTERCARD INC COM 57636Q104 4670 23407 SH SOLE 23407 0 0 MASTERCARD INC OPTION 57636Q104 589 100 SH PUT SOLE 100 0 0 MID-AMER APT CMNTYS INC COM 59522J103 261 5079 SH SOLE 5079 0 0 MACERICH CO COM 554382101 2455 65771 SH SOLE 65771 0 0 MANPOWER INC COM 56418H100 947 21931 SH SOLE 21931 0 0 MANHATTAN ASSOCS INC COM 562750109 385 13962 SH SOLE 13962 0 0 MANTECH INTL CORP COM 564563104 862 20244 SH SOLE 20244 0 0 MARRIOTT INTL INC NEW COM 571903202 3502 116974 SH SOLE 116974 0 0 MASCO CORP COM 574599106 4367 405845 SH SOLE 405845 0 0 MATTEL INC COM 577081102 339 16000 SH SOLE 16000 0 0 MATTHEWS INTL CORP COM 577128101 534 18223 SH SOLE 18223 0 0 MBIA INC COM 55262C100 426 75854 SH SOLE 75854 0 0 MOBILE TELESYSTEMS OJSC COM 607409109 31518 1644987 SH SOLE 1644987 0 0 MCDONALDS CORP COM 580135101 4743 71999 SH SOLE 71999 0 0 MCDONALDS CORP OPTION 580135101 6754 12804 SH CALL SOLE 12804 0 0 MCDONALDS CORP OPTION 580135101 3192 9765 SH PUT SOLE 9765 0 0 CONTANGO OIL & GAS COMPANY COM 21075N204 670 14982 SH SOLE 14982 0 0 MCKESSON CORP COM 58155Q103 840 12511 SH SOLE 12511 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page24 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MOODYS CORP COM 615369105 2493 125134 SH SOLE 125134 0 0 MICROS SYS INC COM 594901100 716 22464 SH SOLE 22464 0 0 MERCURY GENL CORP NEW COM 589400100 2452 59160 SH SOLE 59160 0 0 MEDNAX INC COM 58502B106 578 10391 SH SOLE 10391 0 0 MEDICINES CO COM 584688105 79 10392 SH SOLE 10392 0 0 MEREDITH CORP COM 589433101 616 19801 SH SOLE 19801 0 0 MCDERMOTT INTL INC COM 580037109 6646 306838 SH SOLE 306838 0 0 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 682 42370 SH SOLE 42370 0 0 MEDTRONIC INC COM 585055106 8285 228435 SH SOLE 228435 0 0 MEDTRONIC INC OPTION 585055106 2048 3500 SH PUT SOLE 3500 0 0 MEDTRONIC INC BOND CV 585055AL0 4969 50000 PRN SOLE 50000 0 0 MDU RES GROUP INC COM 552690109 1069 59274 SH SOLE 59274 0 0 SPDR S&P MIDCAP 400 ETF TR UTS COM 78467Y107 120816 935401 SH SOLE 935401 0 0 MARINER ENERGY INC COM 56845T305 3431 159743 SH SOLE 159743 0 0 MASSEY ENERGY CORP COM 576206106 3776 138062 SH SOLE 138062 0 0 MASSEY ENERGY CORP OPTION 576206106 1419 2200 SH PUT SOLE 2200 0 0 MASSEY ENERGY CO BOND CV 576203AJ2 247962 2983000 PRN SOLE 2983000 0 0 MERCADOLIBRE INC COM 58733R102 1102 20976 SH SOLE 20976 0 0 MENTOR GRAPHICS CORP COM 587200106 348 39326 SH SOLE 39326 0 0 METHANEX CORP COM 59151K108 315 15974 SH SOLE 15974 0 0 METLIFE INC COM 59156R108 102076 2703282 SH SOLE 2703282 0 0 METLIFE INC OPTION 59156R108 1036 3538 SH CALL SOLE 3538 0 0 METLIFE INC OPTION 59156R108 1400 3338 SH PUT SOLE 3338 0 0 MF GLOBAL HLDGS LTD COM 55277J108 160 28051 SH SOLE 28051 0 0 MFA FINANCIAL INC COM 55272X102 3275 442562 SH SOLE 442562 0 0 MINEFINDERS LTD COM 602900102 641 71900 SH SOLE 71900 0 0 MAGELLAN HEALTH SVCS INC COM 559079207 696 19150 SH SOLE 19150 0 0 MGM MIRAGE COM 552953101 8802 913091 SH SOLE 913091 0 0 MOHAWK INDS INC COM 608190104 1097 23970 SH SOLE 23970 0 0 MCGRAW HILL COS INC COM 580645109 810 28788 SH SOLE 28788 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 763 13856 SH SOLE 13856 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 866 120607 SH SOLE 120607 0 0 MILLICOM INTL CELLULAR S A SHS COM L6388F110 1051 12968 SH SOLE 12968 0 0 MILLIPORE CORP COM 601073109 1821 17077 SH SOLE 17077 0 0 MIRANT CORP NEW COM 60467R100 89691 8493451 SH SOLE 8493451 0 0 MARKEL CORP COM 570535104 968 2847 SH SOLE 2847 0 0 MKS INSTRUMENT INC COM 55306N104 359 19164 SH SOLE 19164 0 0 MILLER HERMAN INC COM 600544100 221 11720 SH SOLE 11720 0 0 MARTIN MARIETTA MATLS INC COM 573284106 2497 29441 SH SOLE 29441 0 0 MARSH & MCLENNAN COS INC COM 571748102 2847 126255 SH SOLE 126255 0 0 3M CO COM 88579Y101 4507 57054 SH SOLE 57054 0 0 3M CO OPTION 88579Y101 2890 9689 SH PUT SOLE 9689 0 0 3M CO OPTION 88579Y101 1731 6485 SH CALL SOLE 6485 0 0 MCCLATCHY CO COM 579489105 795 218457 SH SOLE 218457 0 0 MANNKIND CORP COM 56400P201 76 11871 SH SOLE 11871 0 0 ALTRIA GROUP INC COM 02209S103 9059 452048 SH SOLE 452048 0 0 ALTRIA GROUP INC OPTION 02209S103 811 3760 SH CALL SOLE 3760 0 0 ALTRIA GROUP INC OPTION 02209S103 1430 13733 SH CALL SOLE 13733 0 0 ALTRIA GROUP INC OPTION 02209S103 1101 8957 SH PUT SOLE 8957 0 0 MOLEX INC COM 608554101 365 20012 SH SOLE 20012 0 0 MONSANTO CO NEW COM 61166W101 77841 1684139 SH SOLE 1684139 0 0 MONSANTO CO NEW OPTION 61166W101 782 5369 SH CALL SOLE 5369 0 0 MONSANTO CO NEW OPTION 61166W101 31520 24750 SH PUT SOLE 24750 0 0 MORNINGSTAR INC COM 617700109 270 6353 SH SOLE 6353 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page25 of 40 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 18786 481946 SH SOLE 481946 0 0 MOTOROLA INC COM 620076109 17922 2748707 SH SOLE 2748707 0 0 MOTOROLA INC OPTION 620076109 763 11463 SH CALL SOLE 11463 0 0 MOTOROLA INC OPTION 620076109 1807 14101 SH PUT SOLE 14101 0 0 MOVE INC COM COM 62458M108 37 17820 SH SOLE 17820 0 0 MELCO CROWN ENTMT LTD COM 585464100 93 24813 SH SOLE 24813 0 0 MINDRAY MEDICAL INTL LTD SPON COM 602675100 207 6573 SH SOLE 6573 0 0 MERCK & CO INC NEW COM 58933Y105 14275 408205 SH SOLE 408205 0 0 MERCK & CO INC NEW OPTION 58933Y105 3303 33198 SH PUT SOLE 33198 0 0 MERCK & CO INC NEW OPTION 58933Y105 3622 11938 SH CALL SOLE 11938 0 0 MARATHON OIL CORP COM 565849106 2604 83754 SH SOLE 83754 0 0 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 8746 554956 SH SOLE 554956 0 0 MEDICIS PHARMACEUTICAL CORP COM 584690309 786 35906 SH SOLE 35906 0 0 MORGAN STANLEY COM 617446448 47100 2029281 SH SOLE 2029281 0 0 MORGAN STANLEY OPTION 617446448 15545 36686 SH PUT SOLE 36686 0 0 MINE SAFETY APPLIANCES CO COM 602720104 497 20055 SH SOLE 20055 0 0 MICROSOFT CORP COM 594918104 111106 4828606 SH SOLE 4828606 0 0 MICROSOFT CORP OPTION 594918104 3594 56998 SH CALL SOLE 56998 0 0 MICROSOFT CORP OPTION 594918104 36437 133300 SH PUT SOLE 133300 0 0 MSC INDL DIRECT INC COM 553530106 291 5746 SH SOLE 5746 0 0 MICROSTRATEGY INC COM 594972408 238 3167 SH SOLE 3167 0 0 ARCELORMITTAL SA LUXEMBOURG NY COM 03938L104 7763 290089 SH SOLE 290089 0 0 M & T BK CORP COM 55261F104 4452 52408 SH SOLE 52408 0 0 M & T BK CORP OPTION 55261F104 212 494 SH PUT SOLE 494 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 208 1867 SH SOLE 1867 0 0 MGIC INVT CORP WIS COM 552848103 4978 722549 SH SOLE 722549 0 0 MECHEL OAO COM 583840103 4076 224688 SH SOLE 224688 0 0 VAIL RESORTS INC COM 91879Q109 977 27972 SH SOLE 27972 0 0 MLP & STRATEGIC EQUITY FD IN COM 55312N106 327 20100 SH SOLE 20100 0 0 MONTGOMERY STR INCOME SECS I COM 614115103 224 14300 SH SOLE 14300 0 0 MANITOWOC INC COM 563571108 1057 115679 SH SOLE 115679 0 0 MINERALS TECHNOLOGIES INC COM 603158106 749 15758 SH SOLE 15758 0 0 MICRON TECHNOLOGY INC COM 595112103 1483 174703 SH SOLE 174703 0 0 MICRON TECHNOLOGY INC OPTION 595112103 213 1946 SH PUT SOLE 1946 0 0 MICRON TECHNOLOGY INC BOND CV 595112AH6 1054149 11996000 PRN SOLE 11996000 0 0 MURPHY OIL CORP COM 626717102 372 7510 SH SOLE 7510 0 0 MICROVISION INC DEL COM 594960106 56 18977 SH SOLE 18977 0 0 MUELLER WTR PRODS INC COM SER ACOM 624758108 777 209460 SH SOLE 209460 0 0 MARKWEST ENERGY PARTNERS L P U COM 570759100 804 24567 SH SOLE 24567 0 0 MEADWESTVACO CORP COM 583334107 813 36622 SH SOLE 36622 0 0 MSCI INC COM 55354G100 1726 63005 SH SOLE 63005 0 0 MEXICO EQUITY & INCOME FD COM 592834105 215 24310 SH SOLE 24310 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2530 151236 SH SOLE 151236 0 0 MYRIAD GENETICS INC COM 62855J104 1913 127977 SH SOLE 127977 0 0 MYLAN INC COM 628530107 668 39227 SH SOLE 39227 0 0 MYLAN INC BOND CV 628530AG2 5174 52000 PRN SOLE 52000 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 703 62713 SH SOLE 62713 0 0 NATIONAL INSTRS CORP COM 636518102 317 9963 SH SOLE 9963 0 0 NAVISTAR INTL CORP NEW COM 63934E108 3707 75354 SH SOLE 75354 0 0 NOBLE ENERGY INC COM 655044105 2300 38116 SH SOLE 38116 0 0 NABORS INDUSTRIES LTD SHS COM G6359F103 4232 240159 SH SOLE 240159 0 0 NAVIGANT CONSULTING INC COM 63935N107 117 11254 SH SOLE 11254 0 0 NCR CORP NEW COM 62886E108 366 30213 SH SOLE 30213 0 0 NASDAQ OMX GROUP INC COM 631103108 556 31263 SH SOLE 31263 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page26 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- NASDAQ OMX GROUP INC OPTION 631103108 232 851 SH PUT SOLE 851 0 0 NORDSON CORP COM 655663102 670 11942 SH SOLE 11942 0 0 NOBLE CORPORATION BAAR NAMEN - COM H5833N103 7188 232534 SH SOLE 232534 0 0 NOBLE CORPORATION BAAR NAMEN - OPTION H5833N103 340 500 SH PUT SOLE 500 0 0 NEXTERA ENERGY INC COM 65339F101 4591 94164 SH SOLE 94164 0 0 NEWMONT MINING CORP COM 651639106 2552 41338 SH SOLE 41338 0 0 NEWMONT MINING CORP OPTION 651639106 2629 11266 SH PUT SOLE 11266 0 0 NEWMONT MINING CORP OPTION 651639106 8820 8144 SH CALL SOLE 8144 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 952 35016 SH SOLE 35016 0 0 NEWMARKET CORP COM 651587107 203 2320 SH SOLE 2320 0 0 NATIONAL FUEL GAS CO N J COM 636180101 2786 60733 SH SOLE 60733 0 0 NETFLIX INC COM 64110L106 1733 15952 SH SOLE 15952 0 0 NETFLIX INC OPTION 64110L106 976 150 SH CALL SOLE 150 0 0 NEWFIELD EXPL CO COM 651290108 2527 51724 SH SOLE 51724 0 0 NEW GOLD INC CDA COM 644535106 105 17000 SH SOLE 17000 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 1611 45034 SH SOLE 45034 0 0 NISOURCE INC COM 65473P105 1834 126503 SH SOLE 126503 0 0 NII HLDGS INC CL B COM 62913F201 4191 128874 SH SOLE 128874 0 0 BLUE NILE INC COM 09578R103 288 6120 SH SOLE 6120 0 0 NEW JERSEY RES COM 646025106 1053 29912 SH SOLE 29912 0 0 NIKE INC CL B COM 654106103 3561 52713 SH SOLE 52713 0 0 NIKE INC CL B OPTION 654106103 2586 3757 SH CALL SOLE 3757 0 0 NIKE INC CL B OPTION 654106103 1274 1453 SH PUT SOLE 1453 0 0 NEKTAR THERAPEUTICS COM 640268108 1119 92443 SH SOLE 92443 0 0 NALCO HOLDING COMPANY COM 62985Q101 2204 107728 SH SOLE 107728 0 0 ANNALY CAP MGMT INC COM 035710409 6259 364968 SH SOLE 364968 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 283 13186 SH SOLE 13186 0 0 NATIONAL RETAIL PROPERTIES I BOND CV 637417AC0 159589 1529000 PRN SOLE 1529000 0 0 NORTHROP GRUMMAN CORP COM 666807102 4531 83235 SH SOLE 83235 0 0 NOKIA CORP COM 654902204 2689 329909 SH SOLE 329909 0 0 NATIONAL OILWELL VARCO INC COM 637071101 12541 379214 SH SOLE 379214 0 0 NOVELL INC COM 670006105 10762 1894724 SH SOLE 1894724 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 123 20536 SH SOLE 20536 0 0 NEWPARK RES INC PAR $.01 NEW COM 651718504 87 14357 SH SOLE 14357 0 0 NRG ENERGY INC COM 629377508 5630 265447 SH SOLE 265447 0 0 NORFOLK SOUTHERN CORP COM 655844108 3950 74457 SH SOLE 74457 0 0 NORFOLK SOUTHERN CORP OPTION 655844108 417 4136 SH PUT SOLE 4136 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 718 53343 SH SOLE 53343 0 0 NEUSTAR INC COM 64126X201 884 42870 SH SOLE 42870 0 0 NSTAR COM 67019E107 1855 52996 SH SOLE 52996 0 0 NETAPP INC COM 64110D104 49258 1320247 SH SOLE 1320247 0 0 NETEASE COM INC COM 64110W102 1222 38535 SH SOLE 38535 0 0 NORTHERN TR CORP COM 665859104 2972 63631 SH SOLE 63631 0 0 NIPPON TELEG & TEL CORP COM 654624105 1810 89000 SH SOLE 89000 0 0 NBTY INC COM 628782104 676 19863 SH SOLE 19863 0 0 NORTHEAST UTILS COM 664397106 1544 60605 SH SOLE 60605 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 11849 792584 SH SOLE 792584 0 0 NUCOR CORP COM 670346105 3969 103695 SH SOLE 103695 0 0 NUCOR CORP OPTION 670346105 1761 2327 SH PUT SOLE 2327 0 0 NU SKIN ENTERPRISES INC COM 67018T105 719 28840 SH SOLE 28840 0 0 NUVASIVE INC COM 670704105 406 11461 SH SOLE 11461 0 0 NVIDIA CORP COM 67066G104 4383 429305 SH SOLE 429305 0 0 NVIDIA CORP OPTION 67066G104 1712 2724 SH PUT SOLE 2724 0 0 NV ENERGY INC COM 67073Y106 350 29615 SH SOLE 29615 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page27 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- NOVELLUS SYS INC COM 670008101 1091 43021 SH SOLE 43021 0 0 NOVO-NORDISK A S COM 670100205 620 7653 SH SOLE 7653 0 0 NVR INC COM 62944T105 604 922 SH SOLE 922 0 0 NOVARTIS A G COM 66987V109 769 15910 SH SOLE 15910 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 140 12173 SH SOLE 12173 0 0 NEWELL RUBBERMAID INC COM 651229106 845 57704 SH SOLE 57704 0 0 NEWS CORP CL B COM 65248E203 1518 109595 SH SOLE 109595 0 0 NEWS CORP COM 65248E104 1244 104020 SH SOLE 104020 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 243 14082 SH SOLE 14082 0 0 NORTHGATE MINERALS CORP COM 666416102 40 13300 SH SOLE 13300 0 0 NEXEN INC COM 65334H102 2716 138069 SH SOLE 138069 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 4946 323927 SH SOLE 323927 0 0 NEW YORK TIMES CO COM 650111107 6912 799100 SH SOLE 799100 0 0 NYSE EURONEXT COM 629491101 2546 92148 SH SOLE 92148 0 0 REALTY INCOME CORP COM 756109104 1213 39990 SH SOLE 39990 0 0 OWENS CORNING NEW COM 690742101 1121 37480 SH SOLE 37480 0 0 OCWEN FINL CORP COM 675746309 153 15063 SH SOLE 15063 0 0 OMNICARE INC COM 681904108 1487 62754 SH SOLE 62754 0 0 OLD DOMINION FGHT LINES INC COM 679580100 223 6345 SH SOLE 6345 0 0 OFFICE DEPOT INC COM 676220106 8782 2173814 SH SOLE 2173814 0 0 ODYSSEY HEALTHCARE INC COM 67611V101 2456 91923 SH SOLE 91923 0 0 CORPORATE OFFICE PPTYS TR SH B COM 22002T108 1025 27143 SH SOLE 27143 0 0 OGE ENERGY CORP COM 670837103 1546 42286 SH SOLE 42286 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 294 14763 SH SOLE 14763 0 0 OWENS ILL INC COM 690768403 323 12222 SH SOLE 12222 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPTCOM 678002106 700 7400 SH SOLE 7400 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPTOPTION 678002106 1035 1001 SH CALL SOLE 1001 0 0 OCEANEERING INTL INC COM 675232102 3401 75741 SH SOLE 75741 0 0 OIL STS INTL INC COM 678026105 855 21607 SH SOLE 21607 0 0 ONEOK INC NEW COM 682680103 2227 51492 SH SOLE 51492 0 0 OLIN CORP PAR $1 COM 680665205 269 14871 SH SOLE 14871 0 0 OMNICOM GROUP INC COM 681919106 1166 33991 SH SOLE 33991 0 0 OMNICOM GROUP INC OPTION 681919106 275 783 SH PUT SOLE 783 0 0 ODYSSEY MARINE EXPLORATION I COM 676118102 11 10547 SH SOLE 10547 0 0 OM GROUP INC COM 670872100 542 22735 SH SOLE 22735 0 0 OWENS & MINOR INC NEW COM 690732102 1005 35403 SH SOLE 35403 0 0 OFFICEMAX INC DEL COM 67622P101 300 22991 SH SOLE 22991 0 0 OLD NATL BANCORP IND COM 680033107 150 14449 SH SOLE 14449 0 0 ON SEMICONDUCTOR CORP COM 682189105 177 27757 SH SOLE 27757 0 0 ONYX PHARMACEUTICALS INC COM 683399109 293 13548 SH SOLE 13548 0 0 ORMAT TECHNOLOGIES INC COM 686688102 1326 46884 SH SOLE 46884 0 0 ORACLE CORP COM 68389X105 21324 993658 SH SOLE 993658 0 0 ORACLE CORP OPTION 68389X105 537 9735 SH CALL SOLE 9735 0 0 ORACLE CORP OPTION 68389X105 6250 29990 SH PUT SOLE 29990 0 0 OLD REP INTL CORP COM 680223104 1384 114136 SH SOLE 114136 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 897 24217 SH SOLE 24217 0 0 OSHKOSH CORP COM 688239201 1521 48806 SH SOLE 48806 0 0 OPEN TEXT CORP COM 683715106 1127 30014 SH SOLE 30014 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 342 15931 SH SOLE 15931 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 18536 240254 SH SOLE 240254 0 0 OCCIDENTAL PETE CORP DEL OPTION 674599105 3752 9003 SH PUT SOLE 9003 0 0 PAN AMERICAN SILVER CORP COM 697900108 1716 67889 SH SOLE 67889 0 0 GPO AEROPORTUARIO DEL PAC SA S COM 400506101 744 25609 SH SOLE 25609 0 0 PAETEC HOLDING CORP COM 695459107 50 14520 SH SOLE 14520 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page28 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PENSKE AUTOMOTIVE GRP INC COM 70959W103 1009 88832 SH SOLE 88832 0 0 PALM INC NEW COM 696643105 1427 250832 SH SOLE 250832 0 0 VERIFONE SYS INC COM 92342Y109 203 10727 SH SOLE 10727 0 0 PAYCHEX INC COM 704326107 2205 84912 SH SOLE 84912 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 1835 135889 SH SOLE 135889 0 0 PITNEY BOWES INC COM 724479100 1785 81301 SH SOLE 81301 0 0 POWERSHARES GLOBAL ETF FD S&P COM 73936G308 552 28600 SH SOLE 28600 0 0 PETROLEO BRASILEIRO SA PETRO COM 71654V408 159463 4646354 SH SOLE 4646354 0 0 PETROLEO BRASILEIRO SA PETRO OPTION 71654V408 10086 8718 SH PUT SOLE 8718 0 0 PETROLEO BRASILEIRO SA PETRO SPCOM 71654V101 64252 2156118 SH SOLE 2156118 0 0 PACCAR INC COM 693718108 709 17772 SH SOLE 17772 0 0 PG&E CORP COM 69331C108 2263 55070 SH SOLE 55070 0 0 POTLATCH CORP NEW COM 737630103 285 7983 SH SOLE 7983 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1350 39103 SH SOLE 39103 0 0 PRICELINE COM INC COM 741503403 6782 38415 SH SOLE 38415 0 0 PRICELINE COM INC OPTION 741503403 413 353 SH CALL SOLE 353 0 0 PRICELINE COM INC OPTION 741503403 3980 789 SH PUT SOLE 789 0 0 PRECISION CASTPARTS CORP COM 740189105 4666 45335 SH SOLE 45335 0 0 METROPCS COMMUNICATIONS INC COM 591708102 197 24002 SH SOLE 24002 0 0 PATRIOT COAL CORP COM 70336T104 1459 124212 SH SOLE 124212 0 0 PATTERSON COMPANIES INC COM 703395103 402 14074 SH SOLE 14074 0 0 PRIDE INTL INC DEL COM 74153Q102 2259 101126 SH SOLE 101126 0 0 PDL BIOPHARMA INC COM 69329Y104 80 14161 SH SOLE 14161 0 0 PIEDMONT OFFICE REALTY TR IN C COM 720190206 276 14731 SH SOLE 14731 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 2010 64144 SH SOLE 64144 0 0 PENNSYLVANIA RL ESTATE INVT SH COM 709102107 175 14313 SH SOLE 14313 0 0 PEPSICO INC COM 713448108 13199 216549 SH SOLE 216549 0 0 PEPSICO INC OPTION 713448108 2333 11074 SH CALL SOLE 11074 0 0 PEPSICO INC OPTION 713448108 3627 16624 SH PUT SOLE 16624 0 0 PETSMART INC COM 716768106 1553 51485 SH SOLE 51485 0 0 PFIZER INC COM 717081103 80421 5639614 SH SOLE 5639614 0 0 PFIZER INC OPTION 717081103 2309 25171 SH CALL SOLE 25171 0 0 PFIZER INC OPTION 717081103 200 500 SH PUT SOLE 500 0 0 PFIZER INC OPTION 717081103 17745 80024 SH PUT SOLE 80024 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 1920 81892 SH SOLE 81892 0 0 PROCTER & GAMBLE CO COM 742718109 50014 833848 SH SOLE 833848 0 0 PROCTER & GAMBLE CO OPTION 742718109 1407 5000 SH CALL SOLE 5000 0 0 PROCTER & GAMBLE CO OPTION 742718109 6293 13261 SH CALL SOLE 13261 0 0 PROCTER & GAMBLE CO OPTION 742718109 7408 48274 SH PUT SOLE 48274 0 0 PENGROWTH ENERGY TR TR UNIT COM 706902509 976 106500 SH SOLE 106500 0 0 PROGRESS ENERGY INC COM 743263105 1651 42108 SH SOLE 42108 0 0 PROGRESSIVE CORP OHIO COM 743315103 2901 154956 SH SOLE 154956 0 0 KONINKLIJKE PHILIPS ELECTRS NY COM 500472303 867 29041 SH SOLE 29041 0 0 PULTE GROUP INC COM 745867101 4509 544611 SH SOLE 544611 0 0 SPROTT PHYSICAL GOLD TRUST UNITCOM 85207H104 3099 263950 SH SOLE 263950 0 0 POLARIS INDS INC COM 731068102 319 5839 SH SOLE 5839 0 0 PIER 1 IMPORTS INC COM 720279108 172 26769 SH SOLE 26769 0 0 PARKER DRILLING CO COM 701081101 800 202458 SH SOLE 202458 0 0 PACKAGING CORP AMER COM 695156109 323 14659 SH SOLE 14659 0 0 PERKINELMER INC COM 714046109 308 14906 SH SOLE 14906 0 0 PROTECTIVE LIFE CORP COM 743674103 523 24457 SH SOLE 24457 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 291 6602 SH SOLE 6602 0 0 POLYCOM INC COM 73172K104 440 14786 SH SOLE 14786 0 0 PROLOGIS SH BEN INT COM 743410102 4057 400519 SH SOLE 400519 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page29 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PROLOGIS BOND CV 743410AR3 236581 2636000 PRN SOLE 2636000 0 0 PROLOGIS BOND CV 743410AS1 2946732 32787000 PRN SOLE 32787000 0 0 PLANTRONICS INC NEW COM 727493108 371 12968 SH SOLE 12968 0 0 PHILIP MORRIS INTL INC COM 718172109 13504 294589 SH SOLE 294589 0 0 PHILIP MORRIS INTL INC OPTION 718172109 549 3941 SH CALL SOLE 3941 0 0 PHILIP MORRIS INTL INC OPTION 718172109 4862 13742 SH PUT SOLE 13742 0 0 PMA CAP CORP COM 693419202 1515 231254 SH SOLE 231254 0 0 PMC-SIERRA INC COM 69344F106 653 86897 SH SOLE 86897 0 0 PMI GROUP INC COM 69344M101 35 12220 SH SOLE 12220 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173209 446 28481 SH SOLE 28481 0 0 PNC FINL SVCS GROUP INC COM 693475105 9145 161853 SH SOLE 161853 0 0 PNC FINL SVCS GROUP INC OPTION 693475105 363 1063 SH CALL SOLE 1063 0 0 PNC FINL SVCS GROUP INC OPTION 693475105 756 813 SH PUT SOLE 813 0 0 PNM RES INC COM 69349H107 295 26351 SH SOLE 26351 0 0 PENTAIR INC COM 709631105 2961 91963 SH SOLE 91963 0 0 PANERA BREAD CO COM 69840W108 779 10342 SH SOLE 10342 0 0 PINNACLE WEST CAP CORP COM 723484101 1800 49506 SH SOLE 49506 0 0 PHOENIX COS INC NEW COM 71902E109 29 13762 SH SOLE 13762 0 0 PIEDMONT NAT GAS INC COM 720186105 1354 53515 SH SOLE 53515 0 0 POLYONE CORP COM 73179P106 89 10578 SH SOLE 10578 0 0 PEPCO HOLDINGS INC COM 713291102 389 24833 SH SOLE 24833 0 0 POTASH CORP SASK INC COM 73755L107 15890 184259 SH SOLE 184259 0 0 POTASH CORP SASK INC OPTION 73755L107 365 225 SH PUT SOLE 225 0 0 POWER INTEGRATIONS INC COM 739276103 569 17672 SH SOLE 17672 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 949 37353 SH SOLE 37353 0 0 PPG INDS INC COM 693506107 776 12849 SH SOLE 12849 0 0 PHARMACEUTICAL HLDRS TR DEPOSI COM 71712A206 6500 109100 SH SOLE 109100 0 0 PPL CORP COM 69351T106 1776 71164 SH SOLE 71164 0 0 POLYPORE INTL INC COM 73179V103 330 14512 SH SOLE 14512 0 0 ING PRIME RATE TR SH BEN INT COM 44977W106 317 57700 SH SOLE 57700 0 0 POST PPTYS INC COM 737464107 210 9259 SH SOLE 9259 0 0 PETROQUEST ENERGY INC COM 716748108 121 17900 SH SOLE 17900 0 0 PROASSURANCE CORP COM 74267C106 249 4386 SH SOLE 4386 0 0 PARTNERRE LTD COM G6852T105 2438 34762 SH SOLE 34762 0 0 PERRIGO CO COM 714290103 2358 39927 SH SOLE 39927 0 0 PROGRESS SOFTWARE CORP COM 743312100 203 6756 SH SOLE 6756 0 0 PROSPERITY BANCSHARES INC COM 743606105 366 10542 SH SOLE 10542 0 0 PRUDENTIAL FINL INC COM 744320102 11275 210122 SH SOLE 210122 0 0 PRUDENTIAL FINL INC OPTION 744320102 1784 3394 SH PUT SOLE 3394 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 1004 38683 SH SOLE 38683 0 0 PAREXEL INTL CORP COM 699462107 297 13677 SH SOLE 13677 0 0 PUBLIC STORAGE COM 74460D109 2757 31367 SH SOLE 31367 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 233 4177 SH SOLE 4177 0 0 COLLECTIVE BRANDS INC COM 19421W100 172 10887 SH SOLE 10887 0 0 PSS WORLD MED INC COM 69366A100 313 14777 SH SOLE 14777 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 3808 116389 SH SOLE 116389 0 0 PORTUGAL TELECOM SGPS S A COM 737273102 789 79530 SH SOLE 79530 0 0 PATTERSON UTI ENERGY INC COM 703481101 887 68936 SH SOLE 68936 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 208 5738 SH SOLE 5738 0 0 PETROCHINA CO LTD COM 71646E100 696 6346 SH SOLE 6346 0 0 PETROCHINA CO LTD OPTION 71646E100 511 700 SH CALL SOLE 700 0 0 PETROCHINA CO LTD OPTION 71646E100 850 927 SH PUT SOLE 927 0 0 PACTIV CORP COM 695257105 696 25000 SH SOLE 25000 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 1361 29425 SH SOLE 29425 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page30 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PROVIDENT ENERGY TR TR UNIT COM 74386K104 966 140540 SH SOLE 140540 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 24 15711 SH SOLE 15711 0 0 PERFECT WORLD CO LTD SPON COM 71372U104 462 20991 SH SOLE 20991 0 0 PRAXAIR INC COM 74005P104 13744 180866 SH SOLE 180866 0 0 PRAXAIR INC OPTION 74005P104 1558 3164 SH PUT SOLE 3164 0 0 PIONEER NAT RES CO COM 723787107 5388 90629 SH SOLE 90629 0 0 PLAINS EXPL& PRODTN CO COM 726505100 833 40411 SH SOLE 40411 0 0 PETROBRAS ENERGIA S A SPONS COM 71646J109 149 10357 SH SOLE 10357 0 0 PARAMOUNT GOLD & SILVER CORP COM 69924P102 38 29170 SH SOLE 29170 0 0 PAPA JOHNS INTL INC COM 698813102 507 21928 SH SOLE 21928 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 141 26880 SH SOLE 26880 0 0 QWEST COMMUNICATIONS INTL IN BOND CV 749121BY4 586975 5300000 PRN SOLE 5300000 0 0 QUALCOMM INC COM 747525103 88720 2701593 SH SOLE 2701593 0 0 QUALCOMM INC OPTION 747525103 26356 43738 SH PUT SOLE 43738 0 0 QIAGEN N V COM N72482107 861 44796 SH SOLE 44796 0 0 PROSHARES TR PSHS ULTSHRT QQQ COM 74347R875 726 36250 SH SOLE 36250 0 0 QLOGIC CORP COM 747277101 556 33466 SH SOLE 33466 0 0 POWERSHARES QQQ TRUST UNIT SER COM 73935A104 249553 5842971 SH SOLE 5842971 0 0 POWERSHARES QQQ TRUST UNIT SER OPTION 73935A104 16757 58750 SH PUT SOLE 58750 0 0 POWERSHARES QQQ TRUST UNIT SER OPTION 73935A104 444 6751 SH CALL SOLE 6751 0 0 QUEST SOFTWARE INC COM 74834T103 268 14853 SH SOLE 14853 0 0 QUALITY SYS INC COM 747582104 777 13397 SH SOLE 13397 0 0 QUANTUM CORP COM DSSG COM 747906204 46 24488 SH SOLE 24488 0 0 RITE AID CORP COM 767754104 10654 10871594 SH SOLE 10871594 0 0 RADIANT SYSTEMS INC COM 75025N102 395 27299 SH SOLE 27299 0 0 RAE SYS INC COM 75061P102 20 24560 SH SOLE 24560 0 0 RALCORP HLDGS INC NEW COM 751028101 2223 40560 SH SOLE 40560 0 0 REYNOLDS AMERICAN INC COM 761713106 3153 60504 SH SOLE 60504 0 0 REYNOLDS AMERICAN INC OPTION 761713106 451 626 SH CALL SOLE 626 0 0 RACKSPACE HOSTING INC COM 750086100 503 27427 SH SOLE 27427 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 925 50764 SH SOLE 50764 0 0 REGAL BELOIT CORP COM 758750103 1961 35161 SH SOLE 35161 0 0 ROGERS COMMUNICATIONS INC CL B COM 775109200 471 14386 SH SOLE 14386 0 0 RENT A CTR INC NEW COM 76009N100 308 15217 SH SOLE 15217 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1424 62542 SH SOLE 62542 0 0 ROYAL CARIBBEAN CRUISES LTD OPTION V7780T103 676 800 SH PUT SOLE 800 0 0 RCN CORP COM 749361200 403 27238 SH SOLE 27238 0 0 ROWAN COS INC COM 779382100 748 34096 SH SOLE 34096 0 0 RUDDICK CORP COM 781258108 1577 50897 SH SOLE 50897 0 0 RADIAN GROUP INC COM 750236101 7376 1018727 SH SOLE 1018727 0 0 RADIAN GROUP INC OPTION 750236101 262 350 SH PUT SOLE 350 0 0 ROYAL DUTCH SHELL PLC SPONS COM 780259206 5337 106276 SH SOLE 106276 0 0 ROYAL DUTCH SHELL PLC SPON COM 780259107 441 9138 SH SOLE 9138 0 0 DR REDDYS LABS LTD COM 256135203 1356 43966 SH SOLE 43966 0 0 EVEREST RE GROUP LTD COM G3223R108 3883 54909 SH SOLE 54909 0 0 REGENCY CTRS CORP COM 758849103 1536 44640 SH SOLE 44640 0 0 REPSOL YPF S A COM 76026T205 219 10875 SH SOLE 10875 0 0 REX ENERGY CORPORATION COM 761565100 184 18239 SH SOLE 18239 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 2155 327459 SH SOLE 327459 0 0 RF MICRODEVICES INC COM 749941100 273 69867 SH SOLE 69867 0 0 REINSURANCE GROUP AMER INC COM 759351604 1419 31034 SH SOLE 31034 0 0 REGAL ENTMT GROUP COM 758766109 1145 87782 SH SOLE 87782 0 0 ROYAL GOLD INC COM 780287108 703 14646 SH SOLE 14646 0 0 REGIS CORP MINN COM 758932107 188 12077 SH SOLE 12077 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page31 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- TRANSOCEAN LTD REG SHS COM H8817H100 12948 279465 SH SOLE 279465 0 0 TRANSOCEAN INC BOND CV 893830AV1 880577 9922000 PRN SOLE 9922000 0 0 TRANSOCEAN INC BOND CV 893830AW9 69014 834000 PRN SOLE 834000 0 0 TRANSOCEAN LTD REG SHS OPTION H8817H100 2570 2706 PRN PUT SOLE 2706 0 0 RESEARCH IN MOTION LTD COM 760975102 49995 1014931 SH SOLE 1014931 0 0 RESEARCH IN MOTION LTD OPTION 760975102 14409 16163 SH PUT SOLE 16163 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1905 77164 SH SOLE 77164 0 0 REGIONAL BK HOLDRS TR DEPOSITR COM 75902E100 74966 1023780 SH SOLE 1023780 0 0 ROCK-TENN CO COM 772739207 853 17183 SH SOLE 17183 0 0 POLO RALPH LAUREN CORP COM 731572103 3704 50772 SH SOLE 50772 0 0 RAMBUS INC DEL COM 750917106 3310 188926 SH SOLE 188926 0 0 RAMBUS INC DEL OPTION 750917106 549 1125 SH PUT SOLE 1125 0 0 RESMED INC COM 761152107 1062 17462 SH SOLE 17462 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 1622 28828 SH SOLE 28828 0 0 ROCKWOOD HLDGS INC COM 774415103 536 23609 SH SOLE 23609 0 0 ROCKWELL AUTOMATION INC COM 773903109 470 9584 SH SOLE 9584 0 0 ROLLINS INC COM 775711104 208 10059 SH SOLE 10059 0 0 ROSETTA RESOURCES INC COM 777779307 672 33909 SH SOLE 33909 0 0 ROSS STORES INC COM 778296103 1012 18984 SH SOLE 18984 0 0 ROVI CORP COM 779376102 907 23924 SH SOLE 23924 0 0 RPM INTL INC COM 749685103 1855 103992 SH SOLE 103992 0 0 RANGE RES CORP COM 75281A109 1772 44127 SH SOLE 44127 0 0 DONNELLEY R R & SONS CO COM 257867101 460 28074 SH SOLE 28074 0 0 RRI ENERGY INC COM 74971X107 7879 2078824 SH SOLE 2078824 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 2351 65030 SH SOLE 65030 0 0 REPUBLIC SVCS INC COM 760759100 4596 154608 SH SOLE 154608 0 0 RADIOSHACK CORP COM 750438103 196 10043 SH SOLE 10043 0 0 MARKET VECTORS ETF TR RUSSIA E COM 57060U506 992 35361 SH SOLE 35361 0 0 RETAIL HOLDRS TR DEP RCPT COM 76127U101 126266 1469581 SH SOLE 1469581 0 0 RENTECH INC COM 760112102 23 23517 SH SOLE 23517 0 0 RAYTHEON CO COM 755111507 1842 38066 SH SOLE 38066 0 0 RIO TINTO PLC COM 767204100 248 5680 SH SOLE 5680 0 0 RIVERBED TECHNOLOGY INC COM 768573107 592 21433 SH SOLE 21433 0 0 ROYCE VALUE TR INC COM 780910105 966 91427 SH SOLE 91427 0 0 RYLAND GROUP INC COM 783764103 7618 481524 SH SOLE 481524 0 0 RAYONIER INC COM 754907103 1916 43521 SH SOLE 43521 0 0 SPRINT NEXTEL CORP COM SER 1 COM 852061100 1476 348067 SH SOLE 348067 0 0 SONIC AUTOMOTIVE INC BOND CV 83545GAQ5 293625 3000000 PRN SOLE 3000000 0 0 SAIC INC COM 78390X101 1133 67684 SH SOLE 67684 0 0 SAP AG SPON COM 803054204 6651 150140 SH SOLE 150140 0 0 SAPIENT CORP COM 803062108 109 10795 SH SOLE 10795 0 0 SATYAM COMPUTER SERVICES LTD COM 804098101 3522 685249 SH SOLE 685249 0 0 SBA COMMUNICATIONS CORP COM 78388J106 1061 31189 SH SOLE 31189 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 211 25730 SH SOLE 25730 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 249 6539 SH SOLE 6539 0 0 COMPANHIA DE SANEAMENTO BASI COM 20441A102 1219 29480 SH SOLE 29480 0 0 STARBUCKS CORP COM 855244109 4325 177969 SH SOLE 177969 0 0 STARBUCKS CORP OPTION 855244109 975 6890 SH PUT SOLE 6890 0 0 STARBUCKS CORP OPTION 855244109 754 1370 SH CALL SOLE 1370 0 0 SOUTHERN COPPER CORP COM 84265V105 12232 460872 SH SOLE 460872 0 0 LMP CAP & INCOME FD INC COM 50208A102 237 24747 SH SOLE 24747 0 0 SCANA CORP NEW COM 80589M102 3735 104453 SH SOLE 104453 0 0 SCHOLASTIC CORP COM 807066105 212 8779 SH SOLE 8779 0 0 SCHWAB CHARLES CORP NEW COM 808513105 5914 417081 SH SOLE 417081 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page32 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SERVICE CORP INTL COM 817565104 416 56271 SH SOLE 56271 0 0 STEPAN CO COM 858586100 578 8450 SH SOLE 8450 0 0 SELECT COMFORT CORP COM 81616X103 236 26975 SH SOLE 26975 0 0 SANDRIDGE ENERGY INC COM 80007P307 782 134217 SH SOLE 134217 0 0 SPECTRA ENERGY CORP COM 847560109 2081 103670 SH SOLE 103670 0 0 SEI INVESTMENTS CO COM 784117103 1399 68699 SH SOLE 68699 0 0 SENORX INC COM 81724W104 553 50363 SH SOLE 50363 0 0 SMITHFIELD FOODS INC COM 832248108 2472 165935 SH SOLE 165935 0 0 STANCORP FINL GROUP INC COM 852891100 807 19902 SH SOLE 19902 0 0 ISTAR FINL INC COM 45031U101 51 11503 SH SOLE 11503 0 0 SWIFT ENERGY CO COM 870738101 1153 42840 SH SOLE 42840 0 0 SEATTLE GENETICS INC COM 812578102 146 12214 SH SOLE 12214 0 0 SCIENTIFIC GAMES CORP COM 80874P109 214 23260 SH SOLE 23260 0 0 SHAW GROUP INC COM 820280105 1014 29627 SH SOLE 29627 0 0 SEARS HLDGS CORP COM 812350106 1492 23073 SH SOLE 23073 0 0 MADDEN STEVEN LTD COM 556269108 383 12145 SH SOLE 12145 0 0 SAUER-DANFOSS INC COM 804137107 1182 96702 SH SOLE 96702 0 0 SHERWIN WILLIAMS CO COM 824348106 2224 32143 SH SOLE 32143 0 0 ISHARES TR INDEX BARCLYS 1-3 YRCOM 464287457 2106 25041 SH SOLE 25041 0 0 SIEMENS A G COM 826197501 1348 15061 SH SOLE 15061 0 0 COMPANHIA SIDERURGICA NACION COM 20440W105 23206 1579714 SH SOLE 1579714 0 0 COMPANHIA SIDERURGICA NACION OPTION 20440W105 2145 5500 SH PUT SOLE 5500 0 0 SMITH INTL INC COM 832110100 12910 342897 SH SOLE 342897 0 0 SINA CORP COM G81477104 2051 58156 SH SOLE 58156 0 0 SIRIUS XM RADIO INC COM 82967N108 219 230636 SH SOLE 230636 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 367 10538 SH SOLE 10538 0 0 SVB FINL GROUP COM 78486Q101 358 8695 SH SOLE 8695 0 0 SK TELECOM LTD COM 78440P108 1586 107668 SH SOLE 107668 0 0 SAKS INC COM 79377W108 659 86825 SH SOLE 86825 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 284 6865 SH SOLE 6865 0 0 SKECHERS U S A INC COM 830566105 587 16064 SH SOLE 16064 0 0 SILICON LABORATORIES INC COM 826919102 862 21256 SH SOLE 21256 0 0 SCHLUMBERGER LTD COM 806857108 20964 378827 SH SOLE 378827 0 0 SCHLUMBERGER LTD OPTION 806857108 1496 2138 SH CALL SOLE 2138 0 0 SCHLUMBERGER LTD OPTION 806857108 6487 9541 SH PUT SOLE 9541 0 0 SARA LEE CORP COM 803111103 491 34799 SH SOLE 34799 0 0 SL GREEN RLTY CORP COM 78440X101 1601 29088 SH SOLE 29088 0 0 SILGAN HOLDINGS INC COM 827048109 632 22259 SH SOLE 22259 0 0 SOLERA HOLDINGS INC COM 83421A104 389 10743 SH SOLE 10743 0 0 SLM CORP COM 78442P106 3456 332611 SH SOLE 332611 0 0 SLM CORP OPTION 78442P106 707 4010 SH PUT SOLE 4010 0 0 STERLITE INDS INDIA LTD ADS COM 859737207 2802 196766 SH SOLE 196766 0 0 ISHARES SILVER TRUST ISHARES OPTION 46428Q109 1015 3500 SH CALL SOLE 3500 0 0 SILVER WHEATON CORP COM 828336107 3470 172644 SH SOLE 172644 0 0 SALIX PHARMACEUTICALS INC COM 795435106 235 6009 SH SOLE 6009 0 0 SM ENERGY CO COM 78454L100 1422 35412 SH SOLE 35412 0 0 SEMICONDUCTOR HLDRS TR DEP RCPTCOM 816636203 105891 4085295 SH SOLE 4085295 0 0 SEMICONDUCTOR MFG INTL CORP COM 81663N206 133 34195 SH SOLE 34195 0 0 SYMYX TECHNOLOGIES COM 87155S108 802 160059 SH SOLE 160059 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 271 11647 SH SOLE 11647 0 0 SANDISK CORP COM 80004C101 5445 129417 SH SOLE 129417 0 0 SANDISK CORP OPTION 80004C101 956 1100 SH CALL SOLE 1100 0 0 SANDISK CORP BOND CV 80004CAC5 60879 685000 PRN SOLE 685000 0 0 SENIOR HSG PPTYS TR SH BEN INT COM 81721M109 1134 56389 SH SOLE 56389 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page33 of 40 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 NETWORKS INTERACT IN COM 811065101 613 15205 SH SOLE 15205 0 0 CHINA PETE & CHEM CORP SPON COM 16941R108 2749 34145 SH SOLE 34145 0 0 SYNOPSYS INC COM 871607107 1081 51812 SH SOLE 51812 0 0 SYNOVUS FINL CORP COM 87161C105 710 279358 SH SOLE 279358 0 0 SONICWALL INC COM 835470105 1702 144875 SH SOLE 144875 0 0 SOUTHERN CO COM 842587107 6261 188133 SH SOLE 188133 0 0 SOUTHERN CO OPTION 842587107 216 5541 SH CALL SOLE 5541 0 0 SOLUTIA INC COM 834376501 995 75989 SH SOLE 75989 0 0 SOHU COM INC COM 83408W103 1612 39234 SH SOLE 39234 0 0 SOHU COM INC OPTION 83408W103 360 750 SH PUT SOLE 750 0 0 RENESOLA LTD SPONS ADS COM 75971T103 69 11641 SH SOLE 11641 0 0 GT SOLAR INTL INC COM 3623E0209 500 89347 SH SOLE 89347 0 0 SONOCO PRODS CO COM 835495102 1365 44794 SH SOLE 44794 0 0 SONUS NETWORKS INC COM 835916107 66 24228 SH SOLE 24228 0 0 SPECIAL OPPORTUNITIES FD INC COM 84741T104 137 10730 SH SOLE 10730 0 0 STANDARD PAC CORP NEW COM 85375C101 755 226821 SH SOLE 226821 0 0 SIMON PPTY GROUP INC NEW COM 828806109 8730 108115 SH SOLE 108115 0 0 SIMON PPTY GROUP INC NEW OPTION 828806109 1079 1601 SH PUT SOLE 1601 0 0 SIMON PPTY GROUP INC NEW OPTION 828806109 254 279 SH CALL SOLE 279 0 0 STAPLES INC COM 855030102 2574 135101 SH SOLE 135101 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 269 14431 SH SOLE 14431 0 0 SPX CORP COM 784635104 1415 26799 SH SOLE 26799 0 0 SUNPOWER CORP COM COM 867652109 1699 140401 SH SOLE 140401 0 0 SPDR S&P 500 ETF TR UNIT SER 1 COM 78462F103 2162263 20948098 SH SOLE 20948098 0 0 SPDR S&P 500 ETF TR UNIT SER 1 OPTION 78462F103 4063 86652 SH CALL SOLE 86652 0 0 SPDR S&P 500 ETF TR UNIT SER 1 OPTION 78462F103 55947 67928 SH PUT SOLE 67928 0 0 SOCIEDAD QUIMICA MINERA DE C S COM 833635105 2780 85243 SH SOLE 85243 0 0 SEQUENOM INC COM 817337405 73 12386 SH SOLE 12386 0 0 STERICYCLE INC COM 858912108 4624 70502 SH SOLE 70502 0 0 SEMPRA ENERGY COM 816851109 1930 41255 SH SOLE 41255 0 0 BANCO SANTANDER SA COM 05964H105 3470 330507 SH SOLE 330507 0 0 STERIS CORP COM 859152100 418 13459 SH SOLE 13459 0 0 STEC INC COM 784774101 307 24435 SH SOLE 24435 0 0 STEMCELLS INC COM 85857R105 12 12692 SH SOLE 12692 0 0 SUNTRUST BKS INC COM 867914103 3911 167873 SH SOLE 167873 0 0 SUNTRUST BKS INC OPTION 867914103 768 1706 SH PUT SOLE 1706 0 0 ST JUDE MED INC COM 790849103 613 16995 SH SOLE 16995 0 0 STEEL DYNAMICS INC COM 858119100 5025 380973 SH SOLE 380973 0 0 STMICROELECTRONICS N V NY REGI COM 861012102 930 117580 SH SOLE 117580 0 0 STEINER LEISURE LTD COM P8744Y102 248 6443 SH SOLE 6443 0 0 STATOIL ASA COM 85771P102 1173 61273 SH SOLE 61273 0 0 SUNTECH PWR HLDGS CO LTD COM 86800C104 2551 278212 SH SOLE 278212 0 0 QUESTAR CORP COM 748356102 1826 40141 SH SOLE 40141 0 0 STRAYER ED INC COM 863236105 2736 13163 SH SOLE 13163 0 0 STERLING FINL CORP WASH COM 859319105 14 25173 SH SOLE 25173 0 0 STATE STR CORP COM 857477103 8128 240333 SH SOLE 240333 0 0 STATE STR CORP OPTION 857477103 2231 1176 SH PUT SOLE 1176 0 0 CHINA DIGITAL TV HLDG CO LTD COM 16938G107 57 10502 SH SOLE 10502 0 0 SEAGATE TECHNOLOGY SHS COM G7945J104 6515 499588 SH SOLE 499588 0 0 SUNCOR ENERGY INC NEW COM 867224107 6473 219858 SH SOLE 219858 0 0 SULPHCO INC COM 865378103 4 13516 SH SOLE 13516 0 0 SOUTHERN UN CO NEW COM 844030106 833 38092 SH SOLE 38092 0 0 SUNOCO INC COM 86764P109 1734 49869 SH SOLE 49869 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 102 12304 SH SOLE 12304 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page34 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SYNIVERSE HLDGS INC COM 87163F106 582 28459 SH SOLE 28459 0 0 SUPERVALU INC COM 868536103 1891 174466 SH SOLE 174466 0 0 SUPERVALU INC OPTION 868536103 852 4108 SH PUT SOLE 4108 0 0 STILLWATER MNG CO COM 86074Q102 170 14618 SH SOLE 14618 0 0 SOFTWARE HOLDRS TR DEPOSITRY R COM 83404B103 399 11000 SH SOLE 11000 0 0 SOLARWINDS INC COM 83416B109 898 55986 SH SOLE 55986 0 0 STANLEY BLACK & DECKER INC COM 854502101 1182 23394 SH SOLE 23394 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 170 10102 SH SOLE 10102 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 514 10197 SH SOLE 10197 0 0 SOUTHWESTERN ENERGY CO COM 845467109 2845 73622 SH SOLE 73622 0 0 SAFEWAY INC COM 786514208 1955 99428 SH SOLE 99428 0 0 STANLEY INC COM 854532108 2770 74114 SH SOLE 74114 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 810 31242 SH SOLE 31242 0 0 SYBASE INC COM 871130100 22968 355205 SH SOLE 355205 0 0 SYMETRA FINL CORP COM 87151Q106 122 10159 SH SOLE 10159 0 0 SYMANTEC CORP COM 871503108 10921 786784 SH SOLE 786784 0 0 SYMANTEC CORP OPTION 871503108 235 1349 SH PUT SOLE 1349 0 0 SYNAPTICS INC COM 87157D109 5012 182254 SH SOLE 182254 0 0 SYNGENTA AG COM 87160A100 498 10868 SH SOLE 10868 0 0 SYSCO CORP COM 871829107 1797 62914 SH SOLE 62914 0 0 AT&T INC COM 00206R102 50443 2085270 SH SOLE 2085270 0 0 AT&T INC OPTION 00206R102 300 1000 SH CALL SOLE 1000 0 0 AT&T INC OPTION 00206R102 3594 52829 SH CALL SOLE 52829 0 0 AT&T INC OPTION 00206R102 13148 86000 SH PUT SOLE 86000 0 0 TAM SA SP COM 87484D103 865 61999 SH SOLE 61999 0 0 MOLSON COORS BREWING CO CL B COM 60871R209 1286 30359 SH SOLE 30359 0 0 TRANSATLANTIC PETROLEUM LTD SHSCOM G89982105 51 16217 SH SOLE 16217 0 0 TIMBERLAND CO COM 887100105 426 26357 SH SOLE 26357 0 0 THOMPSON CREEK METALS CO INC COM 884768102 133 15297 SH SOLE 15297 0 0 TCF FINL CORP COM 872275102 1205 72529 SH SOLE 72529 0 0 TECHNICOLOR COM 878520105 6 10456 SH SOLE 10456 0 0 TECK RESOURCES LTD CL B COM 878742204 477 16110 SH SOLE 16110 0 0 TAUBMAN CTRS INC COM 876664103 661 17559 SH SOLE 17559 0 0 TELEPHONE & DATA SYS INC COM 879433100 958 31533 SH SOLE 31533 0 0 TIDEWATER INC COM 886423102 544 14045 SH SOLE 14045 0 0 TECO ENERGY INC COM 872375100 817 54213 SH SOLE 54213 0 0 TECH DATA CORP COM 878237106 837 23498 SH SOLE 23498 0 0 TECHNE CORP COM 878377100 364 6339 SH SOLE 6339 0 0 TELEFONICA S A COM 879382208 336 6052 SH SOLE 6052 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 345 7888 SH SOLE 7888 0 0 TYCO ELECTRONICS LTD SWITZER S COM H8912P106 4996 196835 SH SOLE 196835 0 0 TENNECO INC COM 880349105 1312 62314 SH SOLE 62314 0 0 TEVA PHARMACEUTICAL INDS LTD COM 881624209 16384 315138 SH SOLE 315138 0 0 TEVA PHARMACEUTICAL INDS LTD OPTION 881624209 234 650 SH PUT SOLE 650 0 0 TEREX CORP NEW COM 880779103 1441 76921 SH SOLE 76921 0 0 TAIWAN GREATER CHINA FD SH BEN COM 874037104 644 116051 SH SOLE 116051 0 0 TFS FINL CORP COM 87240R107 608 48960 SH SOLE 48960 0 0 TELEFLEX INC COM 879369106 361 6652 SH SOLE 6652 0 0 TRIUMPH GROUP INC NEW COM 896818101 211 3160 SH SOLE 3160 0 0 TARGET CORP COM 87612E106 24852 505435 SH SOLE 505435 0 0 TARGET CORP OPTION 87612E106 2875 8321 SH PUT SOLE 8321 0 0 TARGET CORP OPTION 87612E106 3029 7688 SH CALL SOLE 7688 0 0 TENET HEALTHCARE CORP COM 88033G100 581 133884 SH SOLE 133884 0 0 HANOVER INS GROUP INC COM 410867105 605 13899 SH SOLE 13899 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page35 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- TREEHOUSE FOODS INC COM 89469A104 741 16234 SH SOLE 16234 0 0 TELECOM ITALIA S P A NEW SPON COM 87927Y102 811 73655 SH SOLE 73655 0 0 TIBCO SOFTWARE INC COM 88632Q103 239 19800 SH SOLE 19800 0 0 TIFFANY & CO NEW COM 886547108 4961 130861 SH SOLE 130861 0 0 TIFFANY & CO NEW OPTION 886547108 528 3479 SH PUT SOLE 3479 0 0 TELMEX INTERNACIONAL SAB DE SP COM 879690105 64428 3629751 SH SOLE 3629751 0 0 TEMPLE INLAND INC COM 879868107 549 26542 SH SOLE 26542 0 0 TIVO INC COM 888706108 92 12437 SH SOLE 12437 0 0 TJX COS INC NEW COM 872540109 1081 25760 SH SOLE 25760 0 0 TEKELEC COM 879101103 134 10135 SH SOLE 10135 0 0 TIMKEN CO COM 887389104 845 32498 SH SOLE 32498 0 0 TELLABS INC COM 879664100 3005 470279 SH SOLE 470279 0 0 TALBOTS INC COM 874161102 485 47038 SH SOLE 47038 0 0 TALECRIS BIOTHERAPEUTICS HLD COM 874227101 591 27997 SH SOLE 27997 0 0 TALEO CORP COM 87424N104 203 8359 SH SOLE 8359 0 0 FISHER SCIENTIFIC INTL INC BOND CV 338032AX3 316562 2500000 PRN SOLE 2500000 0 0 TORCHMARK CORP COM 891027104 951 19206 SH SOLE 19206 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 209 4258 SH SOLE 4258 0 0 TELEFONOS DE MEXICO S A B SPON COM 879403780 52779 3740532 SH SOLE 3740532 0 0 THOMAS & BETTS CORP COM 884315102 641 18483 SH SOLE 18483 0 0 TENNANT CO COM 880345103 249 7371 SH SOLE 7371 0 0 NEUTRAL TANDEM INC COM 64128B108 209 18601 SH SOLE 18601 0 0 TELE NORTE LESTE PART S A SPON COM 879246106 3512 234792 SH SOLE 234792 0 0 TOLL BROTHERS INC COM 889478103 2759 168645 SH SOLE 168645 0 0 TOLL BROTHERS INC OPTION 889478103 550 2000 SH PUT SOLE 2000 0 0 TOTAL S A COM 89151E109 3320 74379 SH SOLE 74379 0 0 TEMPUR PEDIC INTL INC COM 88023U101 714 23229 SH SOLE 23229 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 240 39246 SH SOLE 39246 0 0 TRANSATLANTIC HLDGS INC COM 893521104 1509 31466 SH SOLE 31466 0 0 THOMSON REUTERS CORP COM 884903105 4030 112464 SH SOLE 112464 0 0 TRUSTMARK CORP COM 898402102 1486 71363 SH SOLE 71363 0 0 TRINITY INDS INC COM 896522109 1076 60707 SH SOLE 60707 0 0 PRICE T ROWE GROUP INC COM 74144T108 2638 59428 SH SOLE 59428 0 0 TRANSCANADA CORP COM 89353D107 1317 39389 SH SOLE 39389 0 0 TRAVELERS COMPANIES INC COM 89417E109 7590 154106 SH SOLE 154106 0 0 TENARIS S A COM 88031M109 2775 80184 SH SOLE 80184 0 0 SOUTH FINL GROUP INC COM 837841105 9 31484 SH SOLE 31484 0 0 TRINA SOLAR LIMITED SPON COM 89628E104 1515 87681 SH SOLE 87681 0 0 TAIWAN SEMICONDUCTOR MFG LTD COM 874039100 3273 335329 SH SOLE 335329 0 0 TYSON FOODS INC COM 902494103 3008 183509 SH SOLE 183509 0 0 TYSON FOODS INC OPTION 902494103 398 1508 SH PUT SOLE 1508 0 0 TESORO CORP COM 881609101 433 37132 SH SOLE 37132 0 0 TESORO CORP OPTION 881609101 206 350 SH PUT SOLE 350 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 399 24860 SH SOLE 24860 0 0 TOTAL SYS SVCS INC COM 891906109 2257 165979 SH SOLE 165979 0 0 TELECOMMUNICATION SYS INC COM 87929J103 418 100889 SH SOLE 100889 0 0 TORO CO COM 891092108 434 8833 SH SOLE 8833 0 0 TELETECH HOLDINGS INC COM 879939106 548 42540 SH SOLE 42540 0 0 TETRA TECH INC NEW COM 88162G103 1810 92291 SH SOLE 92291 0 0 TATA MTRS LTD COM 876568502 2294 133464 SH SOLE 133464 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 111 12346 SH SOLE 12346 0 0 TELUS CORP NON-VTG SHS COM 87971M202 0 76287 SH SOLE 76287 0 0 TUESDAY MORNING CORP COM 899035505 46 11517 SH SOLE 11517 0 0 TUPPERWARE BRANDS CORP COM 899896104 815 20450 SH SOLE 20450 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page36 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- GRUPO TELEVISA SA DE CV SP COM 40049J206 2360 135553 SH SOLE 135553 0 0 TOWERS WATSON & CO COM 891894107 304 7828 SH SOLE 7828 0 0 TIME WARNER CABLE INC COM 88732J207 808 15506 SH SOLE 15506 0 0 TOWER GROUP INC COM 891777104 964 44781 SH SOLE 44781 0 0 TAIWAN FD INC COM 874036106 973 74000 SH SOLE 74000 0 0 TW TELECOM INC COM 87311L104 542 32523 SH SOLE 32523 0 0 TIME WARNER INC COM 887317303 3477 120259 SH SOLE 120259 0 0 TIME WARNER INC OPTION 887317303 297 1246 SH PUT SOLE 1246 0 0 TEXAS INSTRS INC COM 882508104 4872 209292 SH SOLE 209292 0 0 TEXAS INSTRS INC OPTION 882508104 841 4126 SH PUT SOLE 4126 0 0 TRI CONTL CORP COM 895436103 1377 126673 SH SOLE 126673 0 0 TYCO INTERNATIONAL LTD SHS COM H89128104 5981 169779 SH SOLE 169779 0 0 TORTOISE ENERGY CAP CORP COM 89147U100 463 20211 SH SOLE 20211 0 0 UNDER ARMOUR INC COM 904311107 452 13637 SH SOLE 13637 0 0 UAL CORP COM 902549807 989 48105 SH SOLE 48105 0 0 UBS AG SHS COM H89231338 3203 242281 SH SOLE 242281 0 0 UNITED BANKSHARES INC WEST V COM 909907107 1243 51909 SH SOLE 51909 0 0 UDR INC COM 902653104 1378 72008 SH SOLE 72008 0 0 NET 1 UEPS TECHNOLOGIES INC COM 64107N206 402 29963 SH SOLE 29963 0 0 UGI CORP NEW COM 902681105 466 18323 SH SOLE 18323 0 0 UNIVERSAL HLTH SVCS INC CL B COM 913903100 536 14037 SH SOLE 14037 0 0 UNISYS CORP COM 909214306 7610 411568 SH SOLE 411568 0 0 UMB FINL CORP COM 902788108 501 14095 SH SOLE 14095 0 0 UMPQUA HLDGS CORP COM 904214103 572 49840 SH SOLE 49840 0 0 UNILEVER N V N Y SHS COM 904784709 293 10740 SH SOLE 10740 0 0 UNITED NAT FOODS INC COM 911163103 230 7685 SH SOLE 7685 0 0 UNITED STATES NATL GAS FUND UN COM 912318102 17385 2243264 SH SOLE 2243264 0 0 UNITED STATES NATL GAS FUND UN OPTION 912318102 2503 13822 SH PUT SOLE 13822 0 0 UNITEDHEALTH GROUP INC COM 91324P102 3697 130186 SH SOLE 130186 0 0 UNITEDHEALTH GROUP INC OPTION 91324P102 770 2000 SH PUT SOLE 2000 0 0 UNUM GROUP COM 91529Y106 1683 77541 SH SOLE 77541 0 0 UNION PAC CORP COM 907818108 5147 74054 SH SOLE 74054 0 0 UNION PAC CORP OPTION 907818108 270 740 SH CALL SOLE 740 0 0 UNION PAC CORP OPTION 907818108 1276 3000 SH PUT SOLE 3000 0 0 UNISOURCE ENERGY CORP COM 909205106 974 32285 SH SOLE 32285 0 0 ULTRA PETROLEUM CORP COM 903914109 1988 44918 SH SOLE 44918 0 0 UNITED PARCEL SERVICE INC CL B COM 911312106 31726 557676 SH SOLE 557676 0 0 UNITED PARCEL SERVICE INC CL B OPTION 911312106 1234 9437 SH CALL SOLE 9437 0 0 UNITED PARCEL SERVICE INC CL B OPTION 911312106 6419 25353 SH PUT SOLE 25353 0 0 URBAN OUTFITTERS INC COM 917047102 2198 63900 SH SOLE 63900 0 0 URBAN OUTFITTERS INC OPTION 917047102 210 666 SH CALL SOLE 666 0 0 URBAN OUTFITTERS INC OPTION 917047102 438 666 SH PUT SOLE 666 0 0 UNITED RENTALS INC COM 911363109 121 12981 SH SOLE 12981 0 0 URS CORP NEW COM 903236107 2904 73807 SH SOLE 73807 0 0 URANERZ ENERGY CORP COM 91688T104 17 16013 SH SOLE 16013 0 0 US BANCORP DEL COM 902973304 26912 1204099 SH SOLE 1204099 0 0 US BANCORP DEL OPTION 902973304 841 6016 SH CALL SOLE 6016 0 0 US BANCORP DEL OPTION 902973304 6060 19812 SH PUT SOLE 19812 0 0 U S G CORP COM 903293405 2372 196352 SH SOLE 196352 0 0 UNITED STATES OIL FUND LP UNITSCOM 91232N108 42405 1248666 SH SOLE 1248666 0 0 UNITED STATES OIL FUND LP UNITSOPTION 91232N108 201 3221 SH CALL SOLE 3221 0 0 UNITED STATES OIL FUND LP UNITSOPTION 91232N108 6012 19717 SH PUT SOLE 19717 0 0 USEC INC COM 90333E108 190 40021 SH SOLE 40021 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 307 6289 SH SOLE 6289 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page37 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- UNITRIN INC COM 913275103 515 20134 SH SOLE 20134 0 0 UTSTARCOM INC COM 918076100 23 12443 SH SOLE 12443 0 0 UNITED TECHNOLOGIES CORP COM 913017109 27963 430791 SH SOLE 430791 0 0 UNITED TECHNOLOGIES CORP OPTION 913017109 5149 10611 SH PUT SOLE 10611 0 0 POWERSHS DB US DOLLAR INDEX DO OPTION 73936D107 208 11608 SH CALL SOLE 11608 0 0 UNIVERSAL CORP VA COM 913456109 1905 48015 SH SOLE 48015 0 0 PROSHARES TR ULTRA FNCLS COM 74347X633 2170 43478 SH SOLE 43478 0 0 VISA INC COM COM 92826C839 7926 112030 SH SOLE 112030 0 0 VALSPAR CORP COM 920355104 1005 33356 SH SOLE 33356 0 0 VALE S A COM 91912E105 153970 6323199 SH SOLE 6323199 0 0 VALE S A OPTION 91912E105 698 4684 SH CALL SOLE 4684 0 0 VALE S A OPTION 91912E105 31215 55534 SH PUT SOLE 55534 0 0 VALE S A COM 91912E204 39188 1864317 SH SOLE 1864317 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 488 15375 SH SOLE 15375 0 0 VALUECLICK INC COM 92046N102 523 48960 SH SOLE 48960 0 0 VEOLIA ENVIRONNEMENT COM 92334N103 265 11322 SH SOLE 11322 0 0 VEECO INSTRS INC DEL COM 922417100 506 14770 SH SOLE 14770 0 0 V F CORP COM 918204108 2646 37168 SH SOLE 37168 0 0 VONAGE HLDGS CORP COM 92886T201 27 11776 SH SOLE 11776 0 0 VIACOM INC NEW CL B COM 92553P201 386 12289 SH SOLE 12289 0 0 VIMPELCOM LTD COM 92719A106 4953 306095 SH SOLE 306095 0 0 VIRAGE LOGIC CORP COM 92763R104 324 27288 SH SOLE 27288 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 285 16766 SH SOLE 16766 0 0 VALERO ENERGY CORP NEW COM 91913Y100 4292 238707 SH SOLE 238707 0 0 VALERO ENERGY CORP NEW OPTION 91913Y100 892 6231 SH CALL SOLE 6231 0 0 VALLEY NATL BANCORP COM 919794107 1923 141178 SH SOLE 141178 0 0 VIRGIN MEDIA INC COM 92769L101 1992 119345 SH SOLE 119345 0 0 VALMONT INDS INC COM 920253101 648 8918 SH SOLE 8918 0 0 VMWARE INC COM 928563402 2159 34497 SH SOLE 34497 0 0 VORNADO RLTY TR SH BEN INT COM 929042109 4621 63342 SH SOLE 63342 0 0 VANGUARD INDEX FDS REIT ETF COM 922908553 10335 222309 SH SOLE 222309 0 0 VODAFONE GROUP PLC NEW SPONS COM 92857W209 2999 145077 SH SOLE 145077 0 0 VIROPHARMA INC COM 928241108 135 12034 SH SOLE 12034 0 0 VISTAPRINT N V SHS COM N93540107 248 5212 SH SOLE 5212 0 0 VALIDUS HOLDINGS LTD COM SHS COM G9319H102 1544 63209 SH SOLE 63209 0 0 VECTOR GROUP LTD DBCV 5.750% 6 BOND CV 92240MAL2 1302000 12000000 PRN SOLE 12000000 0 0 VERISK ANALYTICS INC COM 92345Y106 710 23760 SH SOLE 23760 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 5426 164917 SH SOLE 164917 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 615 11769 SH SOLE 11769 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 1018 35505 SH SOLE 35505 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 468 60495 SH SOLE 60495 0 0 INVENTIV HEALTH INC COM 46122E105 735 28717 SH SOLE 28717 0 0 VENTAS INC COM 92276F100 1655 35259 SH SOLE 35259 0 0 VANGUARD INDEX FDS GROWTH ETF COM 922908736 5837 119995 SH SOLE 119995 0 0 VECTREN CORP COM 92240G101 215 9073 SH SOLE 9073 0 0 BARCLAYS BK PLC IPATH S&P ST E COM 06740C527 624 20000 SH SOLE 20000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 34390 1227349 SH SOLE 1227349 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 3622 24599 SH CALL SOLE 24599 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 6473 41921 SH PUT SOLE 41921 0 0 WABTEC CORP COM 929740108 440 11041 SH SOLE 11041 0 0 WESTAMERICA BANCORPORATION COM 957090103 1053 20054 SH SOLE 20054 0 0 WALGREEN CO COM 931422109 1025 38397 SH SOLE 38397 0 0 WALGREEN CO OPTION 931422109 587 4093 SH CALL SOLE 4093 0 0 WALGREEN CO OPTION 931422109 1660 2436 SH PUT SOLE 2436 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page38 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- WIMM BILL DANN FOODS OJSC COM 97263M109 1560 87658 SH SOLE 87658 0 0 WEBMD HEALTH CORP COM 94770V102 827 17821 SH SOLE 17821 0 0 WEBSTER FINL CORP CONN COM 947890109 224 12509 SH SOLE 12509 0 0 WASTE CONNECTIONS INC COM 941053100 3401 97472 SH SOLE 97472 0 0 WARNER CHILCOTT PLC IRELAND SH COM G94368100 2470 108086 SH SOLE 108086 0 0 WESTERN DIGITAL CORP COM 958102105 2083 69070 SH SOLE 69070 0 0 WESTERN DIGITAL CORP OPTION 958102105 428 1006 SH PUT SOLE 1006 0 0 WESTERN DIGITAL CORP OPTION 958102105 367 816 SH CALL SOLE 816 0 0 WADDELL & REED FINL INC COM 930059100 764 34918 SH SOLE 34918 0 0 WISCONSIN ENERGY CORP COM 976657106 568 11192 SH SOLE 11192 0 0 BOOTS & COOTS INC COM 099469504 1310 444230 SH SOLE 444230 0 0 WENDYS ARBYS GROUP INC COM 950587105 207 51820 SH SOLE 51820 0 0 WERNER ENTERPRISES INC COM 950755108 438 19998 SH SOLE 19998 0 0 WELLS FARGO & CO NEW COM 949746101 74171 2897298 SH SOLE 2897298 0 0 WELLS FARGO & CO NEW OPTION 949746101 2685 26967 SH CALL SOLE 26967 0 0 WELLS FARGO & CO NEW OPTION 949746101 19884 59352 SH PUT SOLE 59352 0 0 WHOLE FOODS MKT INC COM 966837106 1740 48316 SH SOLE 48316 0 0 MEMC ELECTR MATLS INC COM 552715104 529 53526 SH SOLE 53526 0 0 WASHINGTON FED INC COM 938824109 742 45832 SH SOLE 45832 0 0 WEATHERFORD INTERNATIONAL LT R COM H27013103 21452 1632558 SH SOLE 1632558 0 0 WEATHERFORD INTERNATIONAL LT R OPTION H27013103 3046 5874 SH PUT SOLE 5874 0 0 WGL HLDGS INC COM 92924F106 1155 33928 SH SOLE 33928 0 0 WOODWARD GOVERNOR CO COM 980745103 502 19660 SH SOLE 19660 0 0 WHIRLPOOL CORP COM 963320106 989 11260 SH SOLE 11260 0 0 WHIRLPOOL CORP OPTION 963320106 240 161 SH PUT SOLE 161 0 0 WIPRO LTD SPON COM 97651M109 5614 467855 SH SOLE 467855 0 0 WILMINGTON TRUST CORP COM 971807102 467 42122 SH SOLE 42122 0 0 WHITING PETE CORP NEW COM 966387102 2723 34721 SH SOLE 34721 0 0 WELLPOINT INC COM 94973V107 5540 113226 SH SOLE 113226 0 0 WELLPOINT INC OPTION 94973V107 517 1210 SH PUT SOLE 1210 0 0 WALTER ENERGY INC COM 93317Q105 359 5897 SH SOLE 5897 0 0 WASTE MGMT INC DEL COM 94106L109 6854 219045 SH SOLE 219045 0 0 WILLIAMS COS INC DEL COM 969457100 6850 374735 SH SOLE 374735 0 0 WMS INDS INC COM 929297109 1656 42189 SH SOLE 42189 0 0 WAL MART STORES INC COM 931142103 52342 1088872 SH SOLE 1088872 0 0 WAL MART STORES INC OPTION 931142103 2351 20895 SH CALL SOLE 20895 0 0 WAL MART STORES INC OPTION 931142103 10252 27985 SH PUT SOLE 27985 0 0 VCA ANTECH INC COM 918194101 286 11535 SH SOLE 11535 0 0 WORTHINGTON INDS INC COM 981811102 266 20720 SH SOLE 20720 0 0 WATSON PHARMACEUTICALS INC COM 942683103 5734 141324 SH SOLE 141324 0 0 WASHINGTON POST CO CL B COM 939640108 1682 4097 SH SOLE 4097 0 0 BERKLEY W R CORP COM 084423102 1777 67149 SH SOLE 67149 0 0 WARNACO GROUP INC COM 934390402 1971 54540 SH SOLE 54540 0 0 WASHINGTON REAL ESTATE INVT SH COM 939653101 292 10594 SH SOLE 10594 0 0 WEINGARTEN RLTY INVS SH BEN INTCOM 948741103 738 38734 SH SOLE 38734 0 0 WILLIS GROUP HOLDINGS PUBLIC S COM G96666105 1251 41638 SH SOLE 41638 0 0 WILLIAMS SONOMA INC COM 969904101 710 28606 SH SOLE 28606 0 0 WATSCO INC COM 942622200 1844 31829 SH SOLE 31829 0 0 W & T OFFSHORE INC COM 92922P106 373 39464 SH SOLE 39464 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 1303 4018 SH SOLE 4018 0 0 WHITNEY HLDG CORP COM 966612103 93 10027 SH SOLE 10027 0 0 AQUA AMERICA INC COM 03836W103 2201 124486 SH SOLE 124486 0 0 WATTS WATER TECHNOLOGIES INC COM 942749102 1177 41082 SH SOLE 41082 0 0 WET SEAL INC COM 961840105 41 11228 SH SOLE 11228 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page39 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- WEIGHT WATCHERS INTL INC NEW COM 948626106 1353 52656 SH SOLE 52656 0 0 WESTERN UN CO COM 959802109 764 51228 SH SOLE 51228 0 0 WOLVERINE WORLD WIDE INC COM 978097103 1335 52920 SH SOLE 52920 0 0 WUXI PHARMATECH CAYMAN INC SPO COM 929352102 278 17429 SH SOLE 17429 0 0 WEYERHAEUSER CO COM 962166104 3204 91032 SH SOLE 91032 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 2089 103731 SH SOLE 103731 0 0 WYNN RESORTS LTD COM 983134107 1388 18195 SH SOLE 18195 0 0 UNITED STATES STL CORP NEW COM 912909108 14085 365378 SH SOLE 365378 0 0 UNITED STATES STL CORP NEW OPTION 912909108 809 3778 SH CALL SOLE 3778 0 0 UNITED STATES STL CORP NEW OPTION 912909108 10279 8072 SH PUT SOLE 8072 0 0 EXCO RESOURCES INC COM 269279402 1448 99101 SH SOLE 99101 0 0 CIMAREX ENERGY CO COM 171798101 2789 38961 SH SOLE 38961 0 0 XCEL ENERGY INC COM 98389B100 922 44738 SH SOLE 44738 0 0 SPDR SERIES TRUST S&P HOMEBUILDCOM 78464A888 12540 875717 SH SOLE 875717 0 0 SPDR SERIES TRUST S&P HOMEBUILDOPTION 78464A888 1505 5527 SH PUT SOLE 5527 0 0 SPDR SERIES TRUST S&P HOMEBUILDOPTION 78464A888 530 8215 SH CALL SOLE 8215 0 0 XL CAP LTD COM G98255105 2454 153310 SH SOLE 153310 0 0 SELECT SECTOR SPDR TR SBI MATE COM 81369Y100 48815 1720646 SH SOLE 1720646 0 0 SELECT SECTOR SPDR TR SBI MATE OPTION 81369Y100 984 6915 SH PUT SOLE 6915 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y506 119150 2398356 SH SOLE 2398356 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y506 922 3700 SH CALL SOLE 3700 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y506 4962 11923 SH PUT SOLE 11923 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y605 55457 4015702 SH SOLE 4015702 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y605 10341 93747 SH CALL SOLE 93747 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y605 13746 92517 SH PUT SOLE 92517 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y704 116731 4255583 SH SOLE 4255583 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y704 1410 10000 SH CALL SOLE 10000 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y704 986 9749 SH PUT SOLE 9749 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y803 83608 4098444 SH SOLE 4098444 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y803 1942 26400 SH PUT SOLE 26400 0 0 XILINX INC COM 983919101 3922 155253 SH SOLE 155253 0 0 XILINX INC SDCV 3.125% 3/1 BOND CV 983919AD3 408513 4483000 PRN SOLE 4483000 0 0 SELECT SECTOR SPDR TR SBI CONS COM 81369Y308 114773 4500900 SH SOLE 4500900 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y308 1356 8713 SH PUT SOLE 8713 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y886 15635 553272 SH SOLE 553272 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y886 597 5691 SH PUT SOLE 5691 0 0 SELECT SECTOR SPDR TR SBI HEAL COM 81369Y209 167551 5941508 SH SOLE 5941508 0 0 SELECT SECTOR SPDR TR SBI HEAL OPTION 81369Y209 1502 11628 SH PUT SOLE 11628 0 0 SELECT SECTOR SPDR TR SBI CONS COM 81369Y407 99230 3406462 SH SOLE 3406462 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y407 338 3583 SH CALL SOLE 3583 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y407 1114 8893 SH PUT SOLE 8893 0 0 EXXON MOBIL CORP COM 30231G102 237614 4163554 SH SOLE 4163554 0 0 EXXON MOBIL CORP OPTION 30231G102 6103 28566 SH CALL SOLE 28566 0 0 EXXON MOBIL CORP OPTION 30231G102 49092 73505 SH PUT SOLE 73505 0 0 SPDR SERIES TRUST S&P OILGAS E COM 78464A730 77980 2000000 SH SOLE 2000000 0 0 DENTSPLY INTL INC NEW COM 249030107 6106 204156 SH SOLE 204156 0 0 SPDR SERIES TRUST S&P RETAIL E COM 78464A714 39785 1116000 SH SOLE 1116000 0 0 SPDR SERIES TRUST S&P RETAIL E OPTION 78464A714 450 1000 SH PUT SOLE 1000 0 0 XEROX CORP COM 984121103 5624 699543 SH SOLE 699543 0 0 XEROX CORP OPTION 984121103 1456 3200 SH PUT SOLE 3200 0 0 SPDR SERIES TRUST S&P SEMICNDC COM 78464A862 8386 200000 SH SOLE 200000 0 0 ALLEGHANY CORP DEL COM 017175100 569 1939 SH SOLE 1939 0 0 YINGLI GREEN ENERGY HLDG CO COM 98584B103 1876 184293 SH SOLE 184293 0 0 YAHOO INC COM 984332106 3890 281056 SH SOLE 281056 0 0 Manager: BNP PARIBAS ARBITRAGE, SA Period End Date: Jun 30,2010 Page40 of 40 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 - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- YAHOO INC OPTION 984332106 11046 16481 SH PUT SOLE 16481 0 0 YUM BRANDS INC COM 988498101 10454 267784 SH SOLE 267784 0 0 YANZHOU COAL MNG CO LTD SPON COM 984846105 226 11823 SH SOLE 11823 0 0 ZEBRA TECHNOLOGIES CORP COM 989207105 284 11181 SH SOLE 11181 0 0 ZIONS BANCORPORATION COM 989701107 1994 92424 SH SOLE 92424 0 0 ZIONS BANCORPORATION OPTION 989701107 404 1378 SH PUT SOLE 1378 0 0 ZIMMER HLDGS INC COM 98956P102 4160 76964 SH SOLE 76964 0 0 QUIKSILVER INC COM 74838C106 112 30155 SH SOLE 30155 0 0
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