UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2005
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: Labranche & Co Inc.
Address: One Exchange Plaza
New York, NY 10271
13F File Number: 28-10499
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: Jeffrey M. Chertoff
Title: Senior Vice President and Chief Financial Officer
Phone: 212-482-8935
Signature, Place, and Date of Signing:
/s/ Jeffrey M. Chertoff New York, NY February 08, 2006
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form13F Information Table Entry Total: 1138
Form13F Information Table Value Total: $2,199,838 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
No. 13F File Number Name
01 28-10500 Labranche & Co., LLC
02 28-10501 Labranche Structured Products, LLC
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 316 387 SH Call DEFINED 02 0 387 0
3M CO COM 88579Y101 283 623 SH Put DEFINED 02 0 623 0
3M CO COM 88579Y101 7140 92129 SH DEFINED 02 0 92129 0
4 KIDS ENTMT INC COM 350865101 711 45299 SH DEFINED 01 0 45299 0
99 CENTS ONLY STORES COM 65440K106 2206 210924 SH DEFINED 02 0 210924 0
ABBOTT LABS COM 002824100 3529 89504 SH DEFINED 02 0 89504 0
ABERCROMBIE & FITCH CO CL A 002896207 286 318 SH Call DEFINED 02 0 318 0
ABERCROMBIE & FITCH CO CL A 002896207 623 9560 SH DEFINED 02 0 9560 0
ACCELRYS INC COM 00430U103 141 17520 SH DEFINED 02 0 17520 0
ACTIVE POWER INC COM 00504W100 155 40300 SH DEFINED 02 0 40300 0
ADOLOR CORP COM 00724X102 240 16408 SH DEFINED 02 0 16408 0
ADTRAN INC COM 00738A106 387 13000 SH DEFINED 02 0 13000 0
ADVANCE AUTO PARTS INC COM 00751Y106 1328 30557 SH DEFINED 02 0 30557 0
ADVANCE AUTO PARTS INC COM 00751Y106 440 1175 SH Call DEFINED 02 0 1175 0
ADVANCED MICRO DEVICES INC COM 007903107 507 11544 SH Put DEFINED 02 0 11544 0
ADVANCED MICRO DEVICES INC COM 007903107 2564 83792 SH DEFINED 02 0 83792 0
ADVANCED MICRO DEVICES INC COM 007903107 3287 3496 SH Call DEFINED 02 0 3496 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 77 17040 SH DEFINED 01 0 17040 0
AES CORP COM 00130H105 396 25000 SH DEFINED 02 0 25000 0
AFFILIATED COMPUTER SERVICES CL A 008190100 9736 164518 SH DEFINED 02 0 164518 0
AFFYMETRIX INC COM 00826T108 320 6697 SH DEFINED 02 0 6697 0
AGILENT TECHNOLOGIES INC COM 00846U101 1518 45585 SH DEFINED 01 0 45585 0
AGILENT TECHNOLOGIES INC COM 00846U101 204 600 SH Call DEFINED 02 0 600 0
AGNICO EAGLE MINES LTD COM 008474108 1037 52475 SH DEFINED 02 0 52475 0
AGNICO EAGLE MINES LTD COM 008474108 218 1313 SH Call DEFINED 02 0 1313 0
AKAMAI TECHNOLOGIES INC COM 00971T101 335 500 SH Call DEFINED 02 0 500 0
ALASKA AIR GROUP INC COM 011659109 208 5824 SH DEFINED 02 0 5824 0
ALBERTSONS INC COM 013104104 1177 4510 SH Put DEFINED 02 0 4510 0
ALCOA INC COM 013817101 605 20460 SH DEFINED 02 0 20460 0
ALCON INC COM SHS H01301102 343 2650 SH DEFINED 02 0 2650 0
ALEXANDER & BALDWIN INC COM 014482103 1251 23066 SH DEFINED 02 0 23066 0
ALLEGHENY ENERGY INC COM 017361106 542 541 SH Call DEFINED 02 0 541 0
ALLERGAN INC COM 018490102 542 232 SH Call DEFINED 02 0 232 0
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 277 4900 SH DEFINED 02 0 4900 0
ALLIANT TECHSYSTEMS INC COM 018804104 241 3162 SH DEFINED 01 0 3162 0
ALLIED CAP CORP NEW COM 01903Q108 299 2300 SH Put DEFINED 02 0 2300 0
ALLIED CAP CORP NEW COM 01903Q108 480 4000 SH Call DEFINED 02 0 4000 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 365 1000 SH Call DEFINED 02 0 1000 0
ALLSTATE CORP COM 020002101 331 2004 SH Put DEFINED 02 0 2004 0
ALLTEL CORP COM 020039103 1401 22202 SH DEFINED 02 0 22202 0
ALPHA NATURAL RESOURCES INC COM 02076X102 288 15000 SH DEFINED 02 0 15000 0
ALTAIR NANOTECHNOLOGIES INC COM 021373105 113 55428 SH DEFINED 02 0 55428 0
ALTRIA GROUP INC COM 02209S103 14974 200400 SH DEFINED 02 0 200400 0
ALTRIA GROUP INC COM 02209S103 5205 7392 SH Call DEFINED 02 0 7392 0
ALTRIA GROUP INC COM 02209S103 437 5848 SH DEFINED 01 0 5848 0
ALTRIA GROUP INC COM 02209S103 318 3093 SH Put DEFINED 02 0 3093 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 663 8683 SH DEFINED 01 0 8683 0
ALVARION LTD SHS M0861T100 338 38755 SH DEFINED 02 0 38755 0
AMAZON COM INC COM 023135106 2411 51129 SH DEFINED 02 0 51129 0
AMAZON COM INC COM 023135106 499 750 SH Call DEFINED 02 0 750 0
AMAZON COM INC COM 023135106 382 984 SH Put DEFINED 02 0 984 0
AMBAC FINL GROUP INC COM 023139108 474 6146 SH DEFINED 02 0 6146 0
AMEDISYS INC COM 023436108 285 1000 SH Put DEFINED 02 0 1000 0
AMERADA HESS CORP COM 023551104 692 351 SH Call DEFINED 02 0 351 0
AMERADA HESS CORP COM 023551104 9704 76516 SH DEFINED 02 0 76516 0
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 717 24481 SH DEFINED 02 0 24481 0
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 1149 2512 SH Call DEFINED 02 0 2512 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 303 1250 SH Put DEFINED 02 0 1250 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1125 48950 SH DEFINED 02 0 48950 0
AMERICAN ELEC PWR INC COM 025537101 959 25850 SH DEFINED 02 0 25850 0
AMERICAN EXPRESS CO COM 025816109 13843 269003 SH DEFINED 02 0 269003 0
AMERICAN EXPRESS CO COM 025816109 17713 21842 SH Call DEFINED 02 0 21842 0
AMERICAN EXPRESS CO COM 025816109 1464 28449 SH DEFINED 01 0 28449 0
AMERICAN FINL GROUP INC OHIO COM 025932104 294 7683 SH DEFINED 02 0 7683 0
AMERICAN FINL GROUP INC OHIO COM 025932104 505 13187 SH DEFINED 01 0 13187 0
AMERICAN HOME MTG INVT CORP COM 02660R107 472 14500 SH DEFINED 02 0 14500 0
AMERICAN HOME MTG INVT CORP COM 02660R107 287 841 SH Call DEFINED 02 0 841 0
AMERICAN INTL GROUP INC COM 026874107 15092 221195 SH DEFINED 02 0 221195 0
AMERICAN INTL GROUP INC COM 026874107 5162 8515 SH Call DEFINED 02 0 8515 0
AMERICAN INTL GROUP INC COM 026874107 586 6825 SH Put DEFINED 02 0 6825 0
AMERICAN PHARMACEUTICALS PTN COM 02886P109 7659 197451 SH DEFINED 02 0 197451 0
AMERICAN SCIENCE & ENGR INC COM 029429107 499 8000 SH DEFINED 02 0 8000 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 91 11532 SH DEFINED 02 0 11532 0
AMERICAN TOWER CORP CL A 029912201 2523 3388 SH Call DEFINED 02 0 3388 0
AMERICAN TOWER CORP CL A 029912201 699 3828 SH Put DEFINED 02 0 3828 0
AMERICREDIT CORP COM 03060R101 646 25204 SH DEFINED 02 0 25204 0
AMERIPRISE FINL INC COM 03076C106 2730 66594 SH DEFINED 02 0 66594 0
AMERITRADE HLDG CORP NEW COM 03074K100 589 1384 SH Call DEFINED 02 0 1384 0
AMERITRADE HLDG CORP NEW COM 03074K100 5512 229687 SH DEFINED 02 0 229687 0
AMGEN INC COM 031162100 7112 90191 SH DEFINED 02 0 90191 0
AMGEN INC COM 031162100 623 2323 SH Put DEFINED 02 0 2323 0
AMKOR TECHNOLOGY INC COM 031652100 252 45000 SH DEFINED 02 0 45000 0
AMR CORP COM 001765106 2493 112134 SH DEFINED 02 0 112134 0
AMR CORP COM 001765106 6037 9437 SH Call DEFINED 02 0 9437 0
AMR CORP COM 001765106 243 4750 SH Put DEFINED 02 0 4750 0
AMYLIN PHARMACEUTICALS INC COM 032346108 493 1260 SH Put DEFINED 02 0 1260 0
AMYLIN PHARMACEUTICALS INC COM 032346108 8571 214699 SH DEFINED 02 0 214699 0
AMYLIN PHARMACEUTICALS INC COM 032346108 1338 3411 SH Call DEFINED 02 0 3411 0
ANADARKO PETE CORP COM 032511107 312 400 SH Put DEFINED 02 0 400 0
ANADARKO PETE CORP COM 032511107 440 400 SH Call DEFINED 02 0 400 0
ANALOG DEVICES INC COM 032654105 483 2226 SH Call DEFINED 02 0 2226 0
ANDREW CORP COM 034425108 117 10916 SH DEFINED 02 0 10916 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1877 38057 SH DEFINED 02 0 38057 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 276 300 SH Call DEFINED 02 0 300 0
ANNALY MTG MGMT INC COM 035710409 314 475 SH Put DEFINED 02 0 475 0
ANNTAYLOR STORES CORP COM 036115103 403 849 SH Call DEFINED 02 0 849 0
ANNTAYLOR STORES CORP COM 036115103 2574 74579 SH DEFINED 02 0 74579 0
ANTIGENICS INC DEL COM 037032109 226 47500 SH DEFINED 02 0 47500 0
AON CORP COM 037389103 1510 42000 SH DEFINED 02 0 42000 0
APACHE CORP COM 037411105 2910 42463 SH DEFINED 02 0 42463 0
APACHE CORP COM 037411105 1211 2290 SH Call DEFINED 02 0 2290 0
APOLLO GROUP INC CL A 037604105 2855 47228 SH DEFINED 02 0 47228 0
APPLE COMPUTER INC COM 037833100 291 4042 SH DEFINED 02 0 4042 0
APPLE COMPUTER INC COM 037833100 11465 4818 SH Call DEFINED 02 0 4818 0
APPLE COMPUTER INC COM 037833100 385 1518 SH Put DEFINED 02 0 1518 0
APPLERA CORP COM AP BIO GRP 038020103 219 8246 SH DEFINED 02 0 8246 0
APPLIED MATLS INC COM 038222105 280 3250 SH Put DEFINED 02 0 3250 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 89 34800 SH DEFINED 02 0 34800 0
APRIA HEALTHCARE GROUP INC COM 037933108 2397 99400 SH DEFINED 02 0 99400 0
AQUANTIVE INC COM 03839G105 264 10475 SH DEFINED 02 0 10475 0
ARCH COAL INC COM 039380100 3446 43345 SH DEFINED 02 0 43345 0
ARCH COAL INC COM 039380100 300 252 SH Call DEFINED 02 0 252 0
ARCHIPELAGO HLDG INC COM 03957A104 682 13700 SH DEFINED 02 0 13700 0
ARCHIPELAGO HLDG INC COM 03957A104 316 515 SH Call DEFINED 02 0 515 0
ARCHSTONE SMITH TR COM 039583109 880 21002 SH DEFINED 02 0 21002 0
ARDEN RLTY INC COM 039793104 1384 30874 SH DEFINED 01 0 30874 0
ARIAD PHARMACEUTICALS INC COM 04033A100 121 20700 SH DEFINED 02 0 20700 0
ARROWHEAD RESH CORP COM 042797100 59 13923 SH DEFINED 02 0 13923 0
ARTHROCARE CORP COM 043136100 632 15000 SH DEFINED 02 0 15000 0
ASA BERMUDA LIMITED COM G3156P103 440 8000 SH DEFINED 02 0 8000 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1925 39600 SH DEFINED 02 0 39600 0
AT&T INC COM 00206R102 275 5430 SH Put DEFINED 02 0 5430 0
AT&T INC COM 00206R102 1605 65533 SH DEFINED 01 0 65533 0
AT&T INC COM 00206R102 6285 256651 SH DEFINED 02 0 256651 0
ATHEROGENICS INC COM 047439104 228 918 SH Put DEFINED 02 0 918 0
ATHEROGENICS INC COM 047439104 372 1937 SH Call DEFINED 02 0 1937 0
ATMEL CORP COM 049513104 62 20000 SH DEFINED 02 0 20000 0
ATMI INC COM 00207R101 211 7544 SH DEFINED 02 0 7544 0
AUDIOCODES LTD ORD M15342104 157 14188 SH DEFINED 02 0 14188 0
AUTOLIV INC COM 052800109 397 8747 SH DEFINED 01 0 8747 0
AUTONATION INC COM 05329W102 5284 243145 SH DEFINED 02 0 243145 0
AUTONATION INC COM 05329W102 639 1485 SH Call DEFINED 02 0 1485 0
AUTOZONE INC COM 053332102 493 5378 SH DEFINED 02 0 5378 0
AUTOZONE INC COM 053332102 277 924 SH Call DEFINED 02 0 924 0
AVERY DENNISON CORP COM 053611109 276 4993 SH DEFINED 01 0 4993 0
AVID TECHNOLOGY INC COM 05367P100 2529 46190 SH DEFINED 02 0 46190 0
AVISTA CORP COM 05379B107 182 10272 SH DEFINED 02 0 10272 0
AVNET INC COM 053807103 266 11100 SH DEFINED 02 0 11100 0
AVON PRODS INC COM 054303102 307 10750 SH DEFINED 02 0 10750 0
BAKER HUGHES INC COM 057224107 1605 26400 SH DEFINED 02 0 26400 0
BANK NEW YORK INC COM 064057102 217 1621 SH Put DEFINED 02 0 1621 0
BANK NEW YORK INC COM 064057102 353 2663 SH Call DEFINED 02 0 2663 0
BANK OF AMERICA CORPORATION COM 060505104 467 10118 SH DEFINED 02 0 10118 0
BARD C R INC COM 067383109 534 8108 SH DEFINED 02 0 8108 0
BARNES & NOBLE INC COM 067774109 2001 46899 SH DEFINED 02 0 46899 0
BARR PHARMACEUTICALS INC COM 068306109 272 850 SH Call DEFINED 02 0 850 0
BARRICK GOLD CORP COM 067901108 249 8952 SH DEFINED 01 0 8952 0
BARRICK GOLD CORP COM 067901108 2186 78436 SH DEFINED 02 0 78436 0
BAYER A G SPONSORED ADR 072730302 238 5700 SH DEFINED 02 0 5700 0
BB&T CORP COM 054937107 240 2473 SH Put DEFINED 02 0 2473 0
BEAR STEARNS COS INC COM 073902108 14111 122145 SH DEFINED 02 0 122145 0
BEAR STEARNS COS INC COM 073902108 210 629 SH Call DEFINED 02 0 629 0
BEAZER HOMES USA INC COM 07556Q105 3788 52000 SH DEFINED 02 0 52000 0
BECKMAN COULTER INC COM 075811109 2743 48202 SH DEFINED 02 0 48202 0
BED BATH & BEYOND INC COM 075896100 734 20300 SH DEFINED 02 0 20300 0
BED BATH & BEYOND INC COM 075896100 342 512 SH Put DEFINED 02 0 512 0
BELLSOUTH CORP COM 079860102 2114 78000 SH DEFINED 02 0 78000 0
BELLSOUTH CORP COM 079860102 518 3000 SH Call DEFINED 02 0 3000 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 709 8 SH DEFINED 01 0 8 0
BERRY PETE CO CL A 085789105 681 11900 SH DEFINED 02 0 11900 0
BEST BUY INC COM 086516101 1221 28091 SH DEFINED 02 0 28091 0
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BHP BILLITON LTD SPONSORED ADR 088606108 446 1372 SH Call DEFINED 02 0 1372 0
BIOENVISION INC COM 09059N100 488 74700 SH DEFINED 02 0 74700 0
BIOGEN IDEC INC COM 09062X103 294 6485 SH DEFINED 02 0 6485 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 410 38059 SH DEFINED 02 0 38059 0
BIOMET INC COM 090613100 380 10383 SH DEFINED 02 0 10383 0
BIOSANTE PHARMACEUTICALS INC COM NEW 09065V203 87 23874 SH DEFINED 02 0 23874 0
BIOSITE INC COM 090945106 322 5725 SH DEFINED 02 0 5725 0
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 1716 458 SH Call DEFINED 02 0 458 0
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 1000 2129 SH Put DEFINED 02 0 2129 0
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 17044 84970 SH DEFINED 02 0 84970 0
BIOVAIL CORP COM 09067J109 3076 129625 SH DEFINED 02 0 129625 0
BJ SVCS CO COM 055482103 1408 38400 SH DEFINED 02 0 38400 0
BJS WHOLESALE CLUB INC COM 05548J106 621 20996 SH DEFINED 01 0 20996 0
BJS WHOLESALE CLUB INC COM 05548J106 1469 49680 SH DEFINED 02 0 49680 0
BLOCK H & R INC COM 093671105 827 33695 SH DEFINED 01 0 33695 0
BLOCK H & R INC COM 093671105 585 1000 SH Put DEFINED 02 0 1000 0
BLOCKBUSTER INC CL A 093679108 120 32074 SH DEFINED 01 0 32074 0
BLOCKBUSTER INC CL A 093679108 75 20000 SH DEFINED 02 0 20000 0
BLOCKBUSTER INC CL A 093679108 422 2250 SH Put DEFINED 02 0 2250 0
BLUE COAT SYSTEMS INC COM NEW 09534T508 472 10331 SH DEFINED 02 0 10331 0
BLUELINX HLDGS INC COM 09624H109 191 17000 SH DEFINED 02 0 17000 0
BMC SOFTWARE INC COM 055921100 803 39212 SH DEFINED 01 0 39212 0
BOEING CO COM 097023105 229 1042 SH Call DEFINED 02 0 1042 0
BOIS D ARC ENERGY INC COM 09738U103 492 31000 SH DEFINED 02 0 31000 0
BOSTON COMMUNICATIONS GROUP COM 100582105 12 10488 SH DEFINED 02 0 10488 0
BOSTON PROPERTIES INC COM 101121101 3047 41102 SH DEFINED 02 0 41102 0
BP PLC SPONSORED ADR 055622104 5685 88526 SH DEFINED 02 0 88526 0
BP PLC SPONSORED ADR 055622104 330 1487 SH Call DEFINED 02 0 1487 0
BRISTOL MYERS SQUIBB CO COM 110122108 3012 131070 SH DEFINED 02 0 131070 0
BRISTOL MYERS SQUIBB CO COM 110122108 206 1167 SH Put DEFINED 02 0 1167 0
BROADCOM CORP CL A 111320107 641 13600 SH DEFINED 02 0 13600 0
BROADCOM CORP CL A 111320107 1195 760 SH Call DEFINED 02 0 760 0
BROADWING CORP COM 11161E101 68 11315 SH DEFINED 02 0 11315 0
BROWN FORMAN CORP CL B 115637209 491 7086 SH DEFINED 01 0 7086 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 342 8106 SH DEFINED 01 0 8106 0
BUILDING MATLS HLDG CORP COM 120113105 322 244 SH Put DEFINED 02 0 244 0
BUNGE LIMITED COM G16962105 643 11350 SH DEFINED 02 0 11350 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 471 6653 SH DEFINED 02 0 6653 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 723 520 SH Call DEFINED 02 0 520 0
BURLINGTON RES INC COM 122014103 1724 20000 SH DEFINED 02 0 20000 0
BURLINGTON RES INC COM 122014103 1775 1600 SH Call DEFINED 02 0 1600 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 373 10068 SH DEFINED 02 0 10068 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 286 522 SH Call DEFINED 02 0 522 0
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CACI INTL INC CL A 127190304 235 700 SH Put DEFINED 02 0 700 0
CALLAWAY GOLF CO COM 131193104 277 20000 SH DEFINED 02 0 20000 0
CAMBRIDGE DISPLAY TECH INC COM 132193103 124 14541 SH DEFINED 02 0 14541 0
CANYON RESOURCES CORP COM NEW 138869300 20 27062 SH DEFINED 01 0 27062 0
CAPITAL ONE FINL CORP COM 14040H105 423 369 SH Call DEFINED 02 0 369 0
CAPITAL ONE FINL CORP COM 14040H105 508 5885 SH DEFINED 01 0 5885 0
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CENDANT CORP COM 151313103 424 800 SH Put DEFINED 02 0 800 0
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CERNER CORP COM 156782104 216 400 SH Put DEFINED 02 0 400 0
CHENIERE ENERGY INC COM NEW 16411R208 1030 1650 SH Call DEFINED 02 0 1650 0
CHENIERE ENERGY INC COM NEW 16411R208 733 2900 SH Put DEFINED 02 0 2900 0
CHESAPEAKE ENERGY CORP COM 165167107 290 9125 SH DEFINED 01 0 9125 0
CHESAPEAKE ENERGY CORP COM 165167107 4702 148200 SH DEFINED 02 0 148200 0
CHESAPEAKE ENERGY CORP COM 165167107 2077 5253 SH Call DEFINED 02 0 5253 0
CHESAPEAKE ENERGY CORP COM 165167107 305 2130 SH Put DEFINED 02 0 2130 0
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CHEVRON CORP NEW COM 166764100 833 3275 SH Put DEFINED 02 0 3275 0
CHEVRON CORP NEW COM 166764100 266 4677 SH DEFINED 02 0 4677 0
CHEVRON CORP NEW COM 166764100 758 7921 SH Call DEFINED 02 0 7921 0
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COGNOS INC COM 19244C109 1018 29342 SH DEFINED 02 0 29342 0
COMCAST CORP NEW CL A 20030N101 300 1975 SH Put DEFINED 02 0 1975 0
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COMERICA INC COM 200340107 219 3851 SH DEFINED 01 0 3851 0
COMMERCE BANCORP INC NJ COM 200519106 735 2026 SH Call DEFINED 02 0 2026 0
COMMONWEALTH TEL ENTERPRISES COM 203349105 592 722 SH Put DEFINED 02 0 722 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 349 8479 SH DEFINED 02 0 8479 0
COMPUCREDIT CORP COM 20478N100 1280 2000 SH Call DEFINED 02 0 2000 0
COMPUCREDIT CORP COM 20478N100 390 2000 SH Put DEFINED 02 0 2000 0
COMPUTER ASSOC INTL INC COM 204912109 3767 133630 SH DEFINED 02 0 133630 0
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PRUDENTIAL FINL INC COM 744320102 1451 5800 SH Put DEFINED 02 0 5800 0
PSS WORLD MED INC COM 69366A100 263 1250 SH Call DEFINED 02 0 1250 0
PULTE HOMES INC COM 745867101 2142 54430 SH DEFINED 02 0 54430 0
PULTE HOMES INC COM 745867101 605 1540 SH Call DEFINED 02 0 1540 0
PULTE HOMES INC COM 745867101 361 4193 SH Put DEFINED 02 0 4193 0
QLT INC COM 746927102 595 93501 SH DEFINED 02 0 93501 0
QUALCOMM INC COM 747525103 10400 241420 SH DEFINED 02 0 241420 0
QUALCOMM INC COM 747525103 517 1814 SH Call DEFINED 02 0 1814 0
QUANTUM FUEL SYS TECH WORLDW COM 74765E109 38 14002 SH DEFINED 02 0 14002 0
QUICKSILVER RESOURCES INC COM 74837R104 292 6959 SH DEFINED 02 0 6959 0
QWEST COMMUNICATIONS INTL IN COM 749121109 141 24930 SH DEFINED 01 0 24930 0
QWEST COMMUNICATIONS INTL IN COM 749121109 2968 525300 SH DEFINED 02 0 525300 0
RADIOSHACK CORP COM 750438103 517 24605 SH DEFINED 02 0 24605 0
RAMBUS INC DEL COM 750917106 4044 249766 SH DEFINED 02 0 249766 0
RANDGOLD RES LTD ADR 752344309 297 18397 SH DEFINED 02 0 18397 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1727 45856 SH DEFINED 02 0 45856 0
RAYONIER INC COM 754907103 243 542 SH Call DEFINED 02 0 542 0
RECKSON ASSOCS RLTY CORP COM 75621K106 371 10305 SH DEFINED 02 0 10305 0
RED HAT INC COM 756577102 1255 2000 SH Call DEFINED 02 0 2000 0
RED HAT INC COM 756577102 209 2980 SH Put DEFINED 02 0 2980 0
REDWOOD TR INC COM 758075402 920 22300 SH DEFINED 02 0 22300 0
REEBOK INTL LTD COM 758110100 383 288 SH Call DEFINED 02 0 288 0
REGAL ENTMT GROUP CL A 758766109 232 1581 SH Put DEFINED 02 0 1581 0
REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 75283 535900 SH DEFINED 02 0 535900 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 229 6691 SH DEFINED 01 0 6691 0
RELIANT ENERGY INC COM 75952B105 1475 6450 SH Call DEFINED 02 0 6450 0
RENTECH INC COM 760112102 220 2900 SH Call DEFINED 02 0 2900 0
RESEARCH IN MOTION LTD COM 760975102 1097 4400 SH Call DEFINED 02 0 4400 0
RESEARCH IN MOTION LTD COM 760975102 887 3225 SH Put DEFINED 02 0 3225 0
RETAIL HOLDRS TR DEP RCPT 76127U101 333 2953 SH Call DEFINED 02 0 2953 0
RETAIL HOLDRS TR DEP RCPT 76127U101 2046 10852 SH Put DEFINED 02 0 10852 0
REYNOLDS AMERICAN INC COM 761713106 340 1700 SH Call DEFINED 02 0 1700 0
RF MICRODEVICES INC COM 749941100 256 47276 SH DEFINED 02 0 47276 0
RITE AID CORP COM 767754104 963 6182 SH Put DEFINED 02 0 6182 0
RITE AID CORP COM 767754104 88 25163 SH DEFINED 02 0 25163 0
ROSS STORES INC COM 778296103 636 22004 SH DEFINED 02 0 22004 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 910 14806 SH DEFINED 02 0 14806 0
RYDER SYS INC COM 783549108 926 22586 SH DEFINED 02 0 22586 0
RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 3169 19100 SH DEFINED 02 0 19100 0
SABRE HLDGS CORP CL A 785905100 856 35500 SH DEFINED 02 0 35500 0
SAKS INC COM 79377W108 2376 140935 SH DEFINED 02 0 140935 0
SALTON INC COM 795757103 52 25301 SH DEFINED 01 0 25301 0
SANDISK CORP COM 80004C101 3968 63167 SH DEFINED 02 0 63167 0
SANDISK CORP COM 80004C101 2930 2127 SH Call DEFINED 02 0 2127 0
SCHERING PLOUGH CORP COM 806605101 297 1170 SH Call DEFINED 02 0 1170 0
SCHLUMBERGER LTD COM 806857108 586 1115 SH Call DEFINED 02 0 1115 0
SCHWAB CHARLES CORP NEW COM 808513105 2538 173036 SH DEFINED 02 0 173036 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 358 9576 SH DEFINED 01 0 9576 0
SCP POOL CORP COM 784028102 288 7740 SH DEFINED 02 0 7740 0
SEAGATE TECHNOLOGY SHS G7945J104 520 26000 SH DEFINED 02 0 26000 0
SEAGATE TECHNOLOGY SHS G7945J104 259 12947 SH DEFINED 01 0 12947 0
SEALED AIR CORP NEW COM 81211K100 228 4066 SH DEFINED 02 0 4066 0
SEARS HLDGS CORP COM 812350106 433 389 SH Call DEFINED 02 0 389 0
SEARS HLDGS CORP COM 812350106 733 500 SH Put DEFINED 02 0 500 0
SECURE COMPUTING CORP COM 813705100 299 24366 SH DEFINED 02 0 24366 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 5931 61496 SH Put DEFINED 02 0 61496 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 477 4446 SH Put DEFINED 02 0 4446 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 5763 183600 SH DEFINED 02 0 183600 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 1680 80371 SH DEFINED 02 0 80371 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2177 68740 SH DEFINED 02 0 68740 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 3266 18672 SH Call DEFINED 02 0 18672 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 12478 248015 SH DEFINED 02 0 248015 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 740 31760 SH DEFINED 02 0 31760 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1995 61110 SH DEFINED 02 0 61110 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1797 59660 SH Put DEFINED 02 0 59660 0
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 13231 361096 SH DEFINED 02 0 361096 0
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 241 2015 SH Call DEFINED 02 0 2015 0
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 1068 9612 SH Put DEFINED 02 0 9612 0
SEPRACOR INC COM 817315104 6765 131101 SH DEFINED 02 0 131101 0
SEPRACOR INC COM 817315104 1367 2564 SH Call DEFINED 02 0 2564 0
SEPRACOR INC COM 817315104 1079 2287 SH Put DEFINED 02 0 2287 0
SFBC INTL INC COM 784121105 327 2400 SH Put DEFINED 02 0 2400 0
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 2249 147574 SH DEFINED 02 0 147574 0
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 6239 9324 SH Put DEFINED 02 0 9324 0
SHERWIN WILLIAMS CO COM 824348106 536 11804 SH DEFINED 02 0 11804 0
SHIRE PLC SPONSORED ADR 82481R106 582 15000 SH DEFINED 02 0 15000 0
SIEBEL SYS INC COM 826170102 2049 193670 SH DEFINED 02 0 193670 0
SILICON LABORATORIES INC COM 826919102 203 300 SH Call DEFINED 02 0 300 0
SIMON PPTY GROUP INC NEW COM 828806109 336 1334 SH Call DEFINED 02 0 1334 0
SIMON PPTY GROUP INC NEW COM 828806109 277 3615 SH DEFINED 01 0 3615 0
SIMON PPTY GROUP INC NEW COM 828806109 5155 67274 SH DEFINED 02 0 67274 0
SINA CORP ORD G81477104 377 15600 SH DEFINED 02 0 15600 0
SINGING MACH INC COM NEW 829322304 5 13628 SH DEFINED 01 0 13628 0
SIRIUS SATELLITE RADIO INC COM 82966U103 206 6350 SH Put DEFINED 02 0 6350 0
SIRVA INC COM 82967Y104 211 26412 SH DEFINED 01 0 26412 0
SKYEPHARMA PLC SPONSORED ADR 830808101 205 24029 SH DEFINED 02 0 24029 0
SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 287 7700 SH DEFINED 02 0 7700 0
SOHU COM INC COM 83408W103 183 10000 SH DEFINED 02 0 10000 0
SONICWALL INC COM 835470105 104 13097 SH DEFINED 02 0 13097 0
SOUTHERN CO COM 842587107 670 19400 SH DEFINED 02 0 19400 0
SOUTHWEST AIRLS CO COM 844741108 193 11755 SH DEFINED 02 0 11755 0
SOUTHWEST WTR CO COM 845331107 177 12340 SH DEFINED 02 0 12340 0
SOUTHWESTERN ENERGY CO COM 845467109 2340 65100 SH DEFINED 02 0 65100 0
SPRINT NEXTEL CORP COM FON 852061100 1711 73244 SH DEFINED 02 0 73244 0
SPRINT NEXTEL CORP COM FON 852061100 201 1958 SH Call DEFINED 02 0 1958 0
SPX CORP COM 784635104 3568 77952 SH DEFINED 02 0 77952 0
SRA INTL INC CL A 78464R105 387 12688 SH DEFINED 01 0 12688 0
SRA INTL INC CL A 78464R105 448 14672 SH DEFINED 02 0 14672 0
ST JUDE MED INC COM 790849103 472 9400 SH DEFINED 01 0 9400 0
ST JUDE MED INC COM 790849103 2761 55002 SH DEFINED 02 0 55002 0
STAAR SURGICAL CO COM PAR $0.01 852312305 103 13011 SH DEFINED 02 0 13011 0
STARBUCKS CORP COM 855244109 345 2000 SH Put DEFINED 02 0 2000 0
STEEL TECHNOLOGIES INC COM 858147101 600 21428 SH DEFINED 02 0 21428 0
STOLT OFFSHORE S A SP ADR REG COM 861567105 173 14800 SH DEFINED 02 0 14800 0
STONE ENERGY CORP COM 861642106 942 20700 SH DEFINED 02 0 20700 0
STREETTRACKS INDEX SHS FDS DJ EURO STX 50 863308201 1715 40506 SH DEFINED 02 0 40506 0
STREETTRACKS SER TR DJ WL SMCP ETF 86330E810 19935 368969 SH DEFINED 02 0 368969 0
STREETTRACKS SER TR DJ WLSH TOT MK 86330E885 2394 26600 SH DEFINED 02 0 26600 0
STREETTRACKS SER TR KBW CAP MK ETF 86330E778 19296 353091 SH DEFINED 02 0 353091 0
SUN MICROSYSTEMS INC COM 866810104 97 23242 SH DEFINED 02 0 23242 0
SUNCOR ENERGY INC COM 867229106 3987 63150 SH DEFINED 02 0 63150 0
SUNCOR ENERGY INC COM 867229106 1405 2290 SH Call DEFINED 02 0 2290 0
SUNCOR ENERGY INC COM 867229106 273 1549 SH Put DEFINED 02 0 1549 0
SUNOCO INC COM 86764P109 6451 82300 SH DEFINED 02 0 82300 0
SUNOCO INC COM 86764P109 337 565 SH Call DEFINED 02 0 565 0
SUNRISE SENIOR LIVING INC COM 86768K106 359 10640 SH DEFINED 02 0 10640 0
SUNTRUST BKS INC COM 867914103 215 2953 SH DEFINED 01 0 2953 0
SUPERGEN INC COM 868059106 193 38251 SH DEFINED 02 0 38251 0
SVB FINL GROUP COM 78486Q101 3977 84903 SH DEFINED 02 0 84903 0
SWIFT ENERGY CO COM 870738101 293 6500 SH DEFINED 02 0 6500 0
SYMANTEC CORP COM 871503108 1221 69795 SH DEFINED 02 0 69795 0
SYMBOL TECHNOLOGIES INC COM 871508107 255 19871 SH DEFINED 01 0 19871 0
SYMBOL TECHNOLOGIES INC COM 871508107 397 31000 SH DEFINED 02 0 31000 0
SYNTROLEUM CORP COM 871630109 254 28124 SH DEFINED 02 0 28124 0
TAG-IT PAC INC COM 873774103 32 89252 SH DEFINED 01 0 89252 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1408 142105 SH DEFINED 01 0 142105 0
TALBOTS INC COM 874161102 456 16400 SH DEFINED 02 0 16400 0
TALISMAN ENERGY INC COM 87425E103 412 7800 SH DEFINED 02 0 7800 0
TARGET CORP COM 87612E106 2269 41278 SH DEFINED 02 0 41278 0
TASER INTL INC COM 87651B104 262 37548 SH DEFINED 02 0 37548 0
TECH DATA CORP COM 878237106 391 9859 SH DEFINED 02 0 9859 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 371 9300 SH DEFINED 02 0 9300 0
TEKELEC COM 879101103 4130 297100 SH DEFINED 02 0 297100 0
TEKTRONIX INC COM 879131100 294 10425 SH DEFINED 02 0 10425 0
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 230 12844 SH DEFINED 02 0 12844 0
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1419 57500 SH DEFINED 02 0 57500 0
TELETECH HOLDINGS INC COM 879939106 142 11786 SH DEFINED 02 0 11786 0
TELIK INC COM 87959M109 294 1526 SH Call DEFINED 02 0 1526 0
TEMPLETON GLOBAL INCOME FD COM 880198106 399 49724 SH DEFINED 01 0 49724 0
TEMPUR PEDIC INTL INC COM 88023U101 323 2750 SH Put DEFINED 02 0 2750 0
TENARIS S A SPONSORED ADR 88031M109 1917 16740 SH DEFINED 02 0 16740 0
TENET HEALTHCARE CORP COM 88033G100 871 5476 SH Put DEFINED 02 0 5476 0
TENGASCO INC COM NEW 88033R205 11 27114 SH DEFINED 01 0 27114 0
TEREX CORP NEW COM 880779103 371 274 SH Call DEFINED 02 0 274 0
TESORO CORP COM 881609101 716 11628 SH DEFINED 02 0 11628 0
TESORO CORP COM 881609101 979 1212 SH Call DEFINED 02 0 1212 0
TESSERA TECHNOLOGIES INC COM 88164L100 780 2912 SH Put DEFINED 02 0 2912 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2487 57823 SH DEFINED 02 0 57823 0
TEXAS INDS INC COM 882491103 699 14024 SH DEFINED 02 0 14024 0
THOMAS & BETTS CORP COM 884315102 562 13400 SH DEFINED 02 0 13400 0
TIDEWATER INC COM 886423102 2232 50200 SH DEFINED 02 0 50200 0
TIFFANY & CO NEW COM 886547108 3772 98503 SH DEFINED 02 0 98503 0
TIME WARNER INC COM 887317105 3867 221750 SH DEFINED 02 0 221750 0
TIVO INC COM 888706108 178 34854 SH DEFINED 02 0 34854 0
TJX COS INC NEW COM 872540109 3264 140522 SH DEFINED 02 0 140522 0
TODCO CL A 88889T107 1298 34100 SH DEFINED 02 0 34100 0
TOLL BROTHERS INC COM 889478103 11391 328834 SH DEFINED 02 0 328834 0
TORONTO DOMINION BK ONT COM NEW 891160509 527 10000 SH DEFINED 02 0 10000 0
TOTAL S A SPONSORED ADR 89151E109 232 547 SH Call DEFINED 02 0 547 0
TOTAL S A SPONSORED ADR 89151E109 2495 19736 SH DEFINED 02 0 19736 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 5843 55847 SH DEFINED 02 0 55847 0
TRANSOCEAN INC ORD G90078109 6436 3631 SH Call DEFINED 02 0 3631 0
TRANSOCEAN INC ORD G90078109 224 2211 SH Put DEFINED 02 0 2211 0
TRIBUNE CO NEW COM 896047107 1651 54549 SH DEFINED 01 0 54549 0
TRIBUNE CO NEW COM 896047107 232 7673 SH DEFINED 02 0 7673 0
TRIDENT MICROSYSTEMS INC COM 895919108 197 10924 SH DEFINED 02 0 10924 0
TRIDENT MICROSYSTEMS INC COM 895919108 309 3272 SH Put DEFINED 02 0 3272 0
TXU CORP COM 873168108 1176 3501 SH Call DEFINED 02 0 3501 0
TXU CORP COM 873168108 9892 197088 SH DEFINED 02 0 197088 0
TYCO INTL LTD NEW COM 902124106 2241 4220 SH Call DEFINED 02 0 4220 0
TYCO INTL LTD NEW COM 902124106 2932 101587 SH DEFINED 01 0 101587 0
TYCO INTL LTD NEW COM 902124106 3350 116091 SH DEFINED 02 0 116091 0
TYSON FOODS INC CL A 902494103 282 16505 SH DEFINED 01 0 16505 0
U S G CORP COM NEW 903293405 221 3400 SH DEFINED 02 0 3400 0
U S G CORP COM NEW 903293405 401 200 SH Call DEFINED 02 0 200 0
ULTRA PETROLEUM CORP COM 903914109 231 1295 SH Put DEFINED 02 0 1295 0
ULTRA PETROLEUM CORP COM 903914109 16450 294803 SH DEFINED 02 0 294803 0
ULTRA PETROLEUM CORP COM 903914109 2794 2431 SH Call DEFINED 02 0 2431 0
UNDER ARMOUR INC CL A 904311107 356 499 SH Call DEFINED 02 0 499 0
UNION PAC CORP COM 907818108 954 11844 SH DEFINED 02 0 11844 0
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 83 26542 SH DEFINED 01 0 26542 0
UNITED NAT FOODS INC COM 911163103 215 8160 SH DEFINED 02 0 8160 0
UNITED PARCEL SERVICE INC CL B 911312106 406 5397 SH DEFINED 01 0 5397 0
UNITED PARCEL SERVICE INC CL B 911312106 4220 56154 SH DEFINED 02 0 56154 0
UNITED PARCEL SERVICE INC CL B 911312106 438 2061 SH Call DEFINED 02 0 2061 0
UNITED STATES STL CORP NEW COM 912909108 359 400 SH Call DEFINED 02 0 400 0
UNITED STATES STL CORP NEW COM 912909108 803 16696 SH DEFINED 02 0 16696 0
UNITED TECHNOLOGIES CORP COM 913017109 1337 23918 SH DEFINED 02 0 23918 0
UNIVERSAL HLTH SVCS INC CL B 913903100 271 5793 SH DEFINED 01 0 5793 0
UQM TECHNOLOGIES INC COM 903213106 112 28998 SH DEFINED 02 0 28998 0
US BANCORP DEL COM NEW 902973304 231 7720 SH DEFINED 01 0 7720 0
USEC INC COM 90333E108 650 54364 SH DEFINED 02 0 54364 0
UST INC COM 902911106 1041 25500 SH DEFINED 02 0 25500 0
UTILITIES HOLDRS TR DEPOSITRY RCPT 918019100 16735 146800 SH DEFINED 02 0 146800 0
UTILITIES HOLDRS TR DEPOSITRY RCPT 918019100 984 1359 SH Call DEFINED 02 0 1359 0
VALASSIS COMMUNICATIONS INC COM 918866104 648 22300 SH DEFINED 02 0 22300 0
VALASSIS COMMUNICATIONS INC COM 918866104 706 24290 SH DEFINED 01 0 24290 0
VALERO ENERGY CORP NEW COM 91913Y100 9959 193000 SH DEFINED 02 0 193000 0
VALLEY NATL BANCORP COM 919794107 204 8472 SH DEFINED 02 0 8472 0
VALOR COMMUNICATIONS GROUP I COM 920255106 1358 119106 SH DEFINED 01 0 119106 0
VANGUARD INDEX TR EXT MKT VIPERS 922908652 859 9500 SH DEFINED 02 0 9500 0
VANGUARD INDEX TR MID CAP VIPERS 922908629 478 7400 SH DEFINED 02 0 7400 0
VANGUARD INDEX TR SMLL CP VIPERS 922908751 357 6000 SH DEFINED 02 0 6000 0
VANGUARD INTL EQUITY INDEX F PACIFIC VIPERS 922042866 6540 107400 SH DEFINED 02 0 107400 0
VANGUARD INTL EQUITY INDEX F EMR MKT VIPERS 922042858 1285 21099 SH DEFINED 02 0 21099 0
VANGUARD INTL EQUITY INDEX F EURO VIPERS 922042874 7869 149600 SH DEFINED 02 0 149600 0
VANGUARD SECTOR INDEX FDS CONSUMER DISC 92204A108 1162 22100 SH DEFINED 02 0 22100 0
VARIAN MED SYS INC COM 92220P105 217 1375 SH Call DEFINED 02 0 1375 0
VEECO INSTRS INC DEL COM 922417100 223 737 SH Put DEFINED 02 0 737 0
VENTANA MED SYS INC COM 92276H106 318 7503 SH DEFINED 02 0 7503 0
VERIFONE HLDGS INC COM 92342Y109 278 11000 SH DEFINED 02 0 11000 0
VERISIGN INC COM 92343E102 438 19961 SH DEFINED 02 0 19961 0
VERIZON COMMUNICATIONS COM 92343V104 902 2115 SH Put DEFINED 02 0 2115 0
VERTEX PHARMACEUTICALS INC COM 92532F100 679 1470 SH Put DEFINED 02 0 1470 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1035 1523 SH Call DEFINED 02 0 1523 0
VIACELL INC COM 92554J105 58 10383 SH DEFINED 02 0 10383 0
VIACOM INC CL B 925524308 4065 124679 SH DEFINED 01 0 124679 0
VIACOM INC CL B 925524308 645 2750 SH Call DEFINED 02 0 2750 0
VINTAGE PETE INC COM 927460105 301 343 SH Call DEFINED 02 0 343 0
VISTACARE INC CL A 92839Y109 157 12524 SH DEFINED 02 0 12524 0
VISTEON CORP COM 92839U107 303 48469 SH DEFINED 01 0 48469 0
VISTEON CORP COM 92839U107 186 29658 SH DEFINED 02 0 29658 0
VISTEON CORP COM 92839U107 252 2702 SH Call DEFINED 02 0 2702 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 751 35000 SH DEFINED 02 0 35000 0
VORNADO RLTY TR SH BEN INT 929042109 3711 44462 SH DEFINED 02 0 44462 0
WACHOVIA CORP 2ND NEW COM 929903102 418 1085 SH Call DEFINED 02 0 1085 0
WACHOVIA CORP 2ND NEW COM 929903102 216 4086 SH DEFINED 02 0 4086 0
WAL MART STORES INC COM 931142103 882 5660 SH Call DEFINED 02 0 5660 0
WAL MART STORES INC COM 931142103 406 4800 SH Put DEFINED 02 0 4800 0
WALTER INDS INC COM 93317Q105 2278 45820 SH DEFINED 02 0 45820 0
WARNER MUSIC GROUP CORP COM 934550104 620 32200 SH DEFINED 02 0 32200 0
WATSON PHARMACEUTICALS INC COM 942683103 376 11555 SH DEFINED 01 0 11555 0
WEATHERFORD INTERNATIONAL LT COM G95089101 1912 52810 SH DEFINED 02 0 52810 0
WEATHERFORD INTERNATIONAL LT COM G95089101 280 735 SH Call DEFINED 02 0 735 0
WELLS FARGO & CO NEW COM 949746101 515 8204 SH DEFINED 01 0 8204 0
WELLS FARGO & CO NEW COM 949746101 1370 21802 SH DEFINED 02 0 21802 0
WENDYS INTL INC COM 950590109 553 1500 SH Call DEFINED 02 0 1500 0
WESCO INTL INC COM 95082P105 421 9850 SH DEFINED 02 0 9850 0
WEST CORP COM 952355105 392 9300 SH DEFINED 02 0 9300 0
WESTAIM CORP COM 956909105 99 26840 SH DEFINED 02 0 26840 0
WESTAR ENERGY INC COM 95709T100 256 11886 SH DEFINED 01 0 11886 0
WESTERN DIGITAL CORP COM 958102105 387 861 SH Call DEFINED 02 0 861 0
WESTWOOD ONE INC COM 961815107 446 27368 SH DEFINED 02 0 27368 0
WET SEAL INC CL A 961840105 444 100000 SH DEFINED 02 0 100000 0
WEYERHAEUSER CO COM 962166104 458 6900 SH DEFINED 02 0 6900 0
WHIRLPOOL CORP COM 963320106 982 11728 SH DEFINED 02 0 11728 0
WHITING PETE CORP NEW COM 966387102 426 10641 SH DEFINED 01 0 10641 0
WHOLE FOODS MKT INC COM 966837106 2838 36674 SH DEFINED 02 0 36674 0
WHOLE FOODS MKT INC COM 966837106 1291 2788 SH Call DEFINED 02 0 2788 0
WILLIAMS COS INC DEL COM 969457100 307 2120 SH Call DEFINED 02 0 2120 0
WILLIAMS SONOMA INC COM 969904101 803 18600 SH DEFINED 02 0 18600 0
WITNESS SYS INC COM 977424100 590 30003 SH DEFINED 02 0 30003 0
WPS RESOURCES CORP COM 92931B106 409 7400 SH DEFINED 02 0 7400 0
WRIGHT EXPRESS CORP COM 98233Q105 207 9396 SH DEFINED 01 0 9396 0
WRIGLEY WM JR CO COM 982526105 1177 17700 SH DEFINED 02 0 17700 0
WYETH COM 983024100 535 11606 SH DEFINED 02 0 11606 0
XANSER CORP COM 98389J103 63 21348 SH DEFINED 01 0 21348 0
XCEL ENERGY INC COM 98389B100 246 13348 SH DEFINED 01 0 13348 0
XILINX INC COM 983919101 2333 92550 SH DEFINED 02 0 92550 0
XM SATELLITE RADIO HLDGS INC CL A 983759101 349 1842 SH Call DEFINED 02 0 1842 0
XTO ENERGY INC COM 98385X106 1183 1700 SH Call DEFINED 02 0 1700 0
XTO ENERGY INC COM 98385X106 215 1000 SH Put DEFINED 02 0 1000 0
YAHOO INC COM 984332106 11443 292064 SH DEFINED 02 0 292064 0
YAHOO INC COM 984332106 341 867 SH Call DEFINED 02 0 867 0
YANKEE CANDLE INC COM 984757104 223 8707 SH DEFINED 01 0 8707 0
YELLOW ROADWAY CORP COM 985577105 217 4873 SH DEFINED 02 0 4873 0
YUM BRANDS INC COM 988498101 408 8700 SH DEFINED 02 0 8700 0
ZIMMER HLDGS INC COM 98956P102 219 3242 SH DEFINED 01 0 3242 0
ZIONS BANCORPORATION COM 989701107 608 875 SH Put DEFINED 02 0 875 0
ZORAN CORP COM 98975F101 376 23200 SH DEFINED 02 0 23200 0