UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                            Washington, D.C.  20549

                                    Form 13F

                              Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2009

Check here if Amendment [  ]; Amendment Number:
This Amendment (Check only one.): [  ] is a restatement.
                                  [  ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:    Jefferies Group Inc.
Address: 520 Madison Ave., 12th Floor
         New York, NY  10022

13F File Number:  28-10917

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:      Roland Kelly
Title:     Assistant Secretary
Phone:     310- 914-1373

Signature, Place, and Date of Signing:

     /s/  Roland Kelly     Los Angeles, CA     May 14, 2009

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:         3

Form13F Information Table Entry Total:     1133

Form13F Information Table Value Total:     $12,488,272 (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   28-13184                      Jefferies & Company, Inc.
02   28-11239                      Jefferies Asset Management, LLC
04   28-13012                      Jefferies High Yield Trading, 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       36    28500 SH  CALL SOLE    01              28500        0        0
3M CO                          NOTE 11/2        88579YAB7       15    19000 PRN      SOLE    01              19000        0        0
3M CO                          COM              88579Y101      640    12872 SH       SOLE    01              12872        0        0
A D C TELECOMMUNICATIONS       FRNT 6/1         000886AB7       29    49000 PRN      SOLE    01              49000        0        0
AARON RENTS INC                COM              002535201      360    13500 SH       SOLE    01              13500        0        0
ABAXIS INC                     COM              002567105       25    20400 SH  CALL SOLE    01              20400        0        0
ABBOTT LABS                    COM              002824100       76    30000 SH  CALL SOLE    01              30000        0        0
ABERCROMBIE & FITCH CO         CL A             002896207     1616    67916 SH       SOLE    01              67916        0        0
ABERCROMBIE & FITCH CO         CL A             002896207      206   212100 SH  CALL SOLE    01             212100        0        0
ACCURAY INC                    COM              004397105       51    10100 SH       SOLE    01              10100        0        0
ACE LTD                        SHS              H0023R105       19    14000 SH  CALL SOLE    01              14000        0        0
ACORDA THERAPEUTICS INC        COM              00484M106      897    45300 SH       SOLE    01              45300        0        0
ACORDA THERAPEUTICS INC        COM              00484M106      108    43700 SH  PUT  SOLE    01              43700        0        0
ADOBE SYS INC                  COM              00724F101      838    39167 SH       SOLE    01              39167        0        0
ADVANCE AUTO PARTS INC         COM              00751Y106      418    10170 SH       SOLE    01              10170        0        0
AEGON N V                      NY REGISTRY SH   007924103      439   114300 SH       SOLE    01             114300        0        0
AEROPOSTALE                    COM              007865108      380    14323 SH       SOLE    01              14323        0        0
AEROPOSTALE                    COM              007865108      131    71700 SH  PUT  SOLE    01              71700        0        0
AETNA INC NEW                  COM              00817Y108      298    12244 SH       SOLE    01              12244        0        0
AFFILIATED COMPUTER SERVICES   CL A             008190100      247     5163 SH       SOLE    01               5163        0        0
AFFILIATED COMPUTER SERVICES   CL A             008190100      117    51800 SH  PUT  SOLE    01              51800        0        0
AFFILIATED MANAGERS GROUP      COM              008252108      442    10600 SH       SOLE    01              10600        0        0
AFLAC INC                      COM              001055102      568    29330 SH       SOLE    01              29330        0        0
AFLAC INC                      COM              001055102       26    12500 SH  CALL SOLE    01              12500        0        0
AFLAC INC                      COM              001055102      197    12500 SH  PUT  SOLE    01              12500        0        0
AGCO CORP                      NOTE 1.250%12/1  001084AM4       27    35000 PRN      SOLE    01              35000        0        0
AGILENT TECHNOLOGIES INC       COM              00846U101     1319    85802 SH       SOLE    01              85802        0        0
AGL RES INC                    COM              001204106      321    12083 SH       SOLE    01              12083        0        0
AGNICO EAGLE MINES LTD         COM              008474108      666    11700 SH       SOLE    01              11700        0        0
AIR PRODS & CHEMS INC          COM              009158106     1229    21855 SH       SOLE    01              21855        0        0
AIR PRODS & CHEMS INC          COM              009158106      847    98500 SH  CALL SOLE    01              98500        0        0
AK STL HLDG CORP               COM              001547108      315    44200 SH       SOLE    01              44200        0        0
AKAMAI TECHNOLOGIES INC        COM              00971T101      643    33136 SH       SOLE    01              33136        0        0
ALBANY INTL CORP               CL A             012348108      132    14600 SH       SOLE    01              14600        0        0
ALCOA INC                      COM              013817101    13959  1901784 SH       SOLE    01            1901784        0        0
ALCOA INC                      COM              013817101     2595  1925800 SH  PUT  SOLE    01            1925800        0        0
ALCOA INC                      COM              013817101     2987  2412500 SH  CALL SOLE    01            2412500        0        0
ALCON INC                      COM SHS          H01301102    36797    41400 SH       SOLE    01              41400        0        0
ALCON INC                      COM SHS          H01301102       52    15000 SH  CALL SOLE    01              15000        0        0
ALEXION PHARMACEUTICALS INC    COM              015351109      299     7943 SH       SOLE    01               7943        0        0
ALEXION PHARMACEUTICALS INC    COM              015351109       34    20000 SH  CALL SOLE    01              20000        0        0
ALKERMES INC                   COM              01642T108       37    20000 SH  CALL SOLE    01              20000        0        0
ALLEGHENY ENERGY INC           COM              017361106     1151    49680 SH       SOLE    01              49680        0        0
ALLERGAN INC                   NOTE 1.500% 4/0  018490AL6      214   206000 PRN      SOLE    01             206000        0        0
ALLERGAN INC                   COM              018490102       84    40000 SH  PUT  SOLE    01              40000        0        0
ALLERGAN INC                   COM              018490102      569    11914 SH       SOLE    01              11914        0        0
ALLERGAN INC                   COM              018490102      212   127900 SH  CALL SOLE    01             127900        0        0
ALLIANT TECHSYSTEMS INC        COM              018804104       41    14300 SH  CALL SOLE    01              14300        0        0
ALLIANT TECHSYSTEMS INC        NOTE 2.750% 2/1  018804AH7       52    52000 PRN      SOLE    01              52000        0        0
ALLIED WASTE INDS INC          SDCV 4.250% 4/1  019589AD2      321   351000 PRN      SOLE    01             351000        0        0
ALLSCRIPT MISYS HEALTCAR SOL   COM              01988P108      182    17700 SH       SOLE    01              17700        0        0
ALLSTATE CORP                  COM              020002101     1806    94296 SH       SOLE    01              94296        0        0
ALLSTATE CORP                  COM              020002101     2399   100800 SH  PUT  SOLE    01             100800        0        0
ALON USA ENERGY INC            COM              020520102      204    14900 SH       SOLE    01              14900        0        0
ALPHA NATURAL RESOURCES INC    COM              02076X102      181    10200 SH       SOLE    01              10200        0        0
ALPHA NATURAL RESOURCES INC    NOTE 2.375% 4/1  02076XAA0       10    16000 PRN      SOLE    01              16000        0        0
ALTERA CORP                    COM              021441100      188    10697 SH       SOLE    01              10697        0        0
ALTERA CORP                    COM              021441100      293   210000 SH  CALL SOLE    01             210000        0        0
ALTERA CORP                    COM              021441100       84    50900 SH  PUT  SOLE    01              50900        0        0
ALTRA HOLDINGS INC             COM              02208R106       92    23800 SH       SOLE    01              23800        0        0
ALTRIA GROUP INC               COM              02209S103    14258   163043 SH       SOLE    01             163043        0        0
AMAZON COM INC                 COM              023135106      122    33000 SH  PUT  SOLE    01              33000        0        0
AMDOCS LTD                     ORD              G02602103      306    16500 SH       SOLE    01              16500        0        0
AMEREN CORP                    COM              023608102      614    26474 SH       SOLE    01              26474        0        0
AMERICAN COMMERCIAL LINES      COM NEW          025195207       55    17300 SH       SOLE    01              17300        0        0
AMERICAN ELEC PWR INC          COM              025537101     3182   125963 SH       SOLE    01             125963        0        0
AMERICAN EXPRESS CO            COM              025816109      136   171000 SH  CALL SOLE    01             171000        0        0
AMERICAN EXPRESS CO            COM              025816109      524   150000 SH  PUT  SOLE    01             150000        0        0
AMERICAN SUPERCONDUCTOR CORP   COM              030111108      210    12116 SH       SOLE    01              12116        0        0
AMERICAN TOWER CORP            CL A             029912201     1585    52079 SH       SOLE    01              52079        0        0
AMERICAN TOWER CORP            CL A             029912201      196    40000 SH  PUT  SOLE    01              40000        0        0
AMERICAN TOWER CORP            CL A             029912201       55    13000 SH  CALL SOLE    01              13000        0        0
AMERICREDIT CORP               COM              03060R101      188    32000 SH       SOLE    01 02           32000        0        0
AMERICREDIT CORP               NOTE 0.750% 9/1  03060RAP6     2530  5750000 PRN      SOLE    01            5750000        0        0
AMERICREDIT CORP               NOTE 2.125% 9/1  03060RAR2     5250 14000000 PRN      SOLE    01           14000000        0        0
AMERIGROUP CORP                COM              03073T102       25    10000 SH  CALL SOLE    01              10000        0        0
AMERIPRISE FINL INC            COM              03076C106      224    21000 SH  PUT  SOLE    01              21000        0        0
AMERIPRISE FINL INC            COM              03076C106       13    19700 SH  CALL SOLE    01              19700        0        0
AMERISAFE INC                  COM              03071H100      199    13000 SH       SOLE    01              13000        0        0
AMETEK INC NEW                 COM              031100100      222     7106 SH       SOLE    01               7106        0        0
AMGEN INC                      COM              031162100     2763    55796 SH       SOLE    01              55796        0        0
AMKOR TECHNOLOGY INC           NOTE 2.500% 5/1  031652AX8      379   500000 PRN      SOLE    01             500000        0        0
AMPHENOL CORP NEW              CL A             032095101      262     9182 SH       SOLE    01               9182        0        0
AMPHENOL CORP NEW              CL A             032095101      272    25000 SH  CALL SOLE    01              25000        0        0
AMR CORP                       COM              001765106        6   119500 SH  CALL SOLE    01             119500        0        0
AMYLIN PHARMACEUTICALS INC     NOTE 2.500% 4/1  032346AD0      120   140000 PRN      SOLE    01             140000        0        0
AMYLIN PHARMACEUTICALS INC     COM              032346108       36    38700 SH  PUT  SOLE    01              38700        0        0
AMYLIN PHARMACEUTICALS INC     COM              032346108      363    30910 SH       SOLE    01              30910        0        0
ANADARKO PETE CORP             COM              032511107       31    20600 SH  CALL SOLE    01              20600        0        0
ANALOG DEVICES INC             COM              032654105     1977   102618 SH       SOLE    01             102618        0        0
ANGLOGOLD ASHANTI LTD          SPONSORED ADR    035128206    56406   152200 SH       SOLE    01             152200        0        0
ANIXTER INTL INC               NOTE 1.000% 2/1  035290AJ4      180   237000 PRN      SOLE    01             237000        0        0
ANIXTER INTL INC               NOTE 7/0         035290AG0     3832  7048000 PRN      SOLE    01            7048000        0        0
ANNALY CAP MGMT INC            COM              035710409        6    20000 SH  PUT  SOLE    01              20000        0        0
ANNALY CAP MGMT INC            COM              035710409      447    32200 SH       SOLE    01 02           32200        0        0
ANNALY CAP MGMT INC            COM              035710409       30    20000 SH  CALL SOLE    01              20000        0        0
AON CORP                       COM              037389103      233     5700 SH       SOLE    01               5700        0        0
AON CORP                       COM              037389103      120    40600 SH  CALL SOLE    01              40600        0        0
APACHE CORP                    COM              037411105       36    25700 SH  CALL SOLE    01              25700        0        0
APOGEE ENTERPRISES INC         COM              037598109      121    11000 SH       SOLE    01              11000        0        0
APOGENT TECHNOLOGIES INC       DBCV 12/1        03760AAK7      469   371000 PRN      SOLE    01             371000        0        0
APOLLO GROUP INC               CL A             037604105      559     7133 SH       SOLE    01               7133        0        0
APOLLO GROUP INC               CL A             037604105     8352   550600 SH  CALL SOLE    01             550600        0        0
APOLLO GROUP INC               CL A             037604105     3499   357300 SH  PUT  SOLE    01             357300        0        0
APPLE INC                      COM              037833100     1100   360400 SH  CALL SOLE    01             360400        0        0
APPLE INC                      COM              037833100     1317   496900 SH  PUT  SOLE    01             496900        0        0
ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L104    57056  2847085 SH       SOLE    01            2847085        0        0
ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L104      130    90000 SH  CALL SOLE    01              90000        0        0
ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L104      320   100000 SH  PUT  SOLE    01             100000        0        0
ARCH CAP GROUP LTD             ORD              G0450A105      297     5515 SH       SOLE    01               5515        0        0
ARCH COAL INC                  COM              039380100      165    12322 SH       SOLE    01              12322        0        0
ARCHER DANIELS MIDLAND CO      COM              039483102     1711    61607 SH       SOLE    01              61607        0        0
ARENA PHARMACEUTICALS INC      COM              040047102        6    30000 SH  PUT  SOLE    01              30000        0        0
ARENA PHARMACEUTICALS INC      COM              040047102       85   118200 SH  CALL SOLE    01             118200        0        0
ARRIS GROUP INC                NOTE 2.000%11/1  04269QAC4     1055  1383000 PRN      SOLE    01            1383000        0        0
ASCENT MEDIA CORP              COM SER A        043632108      348    13900 SH       SOLE    01              13900        0        0
ASHLAND INC NEW                COM              044209104      585    56649 SH       SOLE    01              56649        0        0
ASM INTL N V                   COM              N07045102     1574   190985 SH       SOLE    01             190985        0        0
ASML HOLDING N V               NY REG SHS       N07059186    10765   614798 SH       SOLE    01             614798        0        0
ASSURANT INC                   COM              04621X108      781    35865 SH       SOLE    01              35865        0        0
AT&T INC                       COM              00206R102     2157    85604 SH       SOLE    01              85604        0        0
ATLAS ACQUISITION HLDGS CORP   COM              049162100      871    92500 SH       SOLE    02              92500        0        0
ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          049164205      382    22000 SH       SOLE    01              22000        0        0
ATWOOD OCEANICS INC            COM              050095108      289    17400 SH       SOLE    01              17400        0        0
AUTOMATIC DATA PROCESSING IN   COM              053015103     1851    52654 SH       SOLE    01              52654        0        0
AUTOZONE INC                   COM              053332102     5006    30781 SH       SOLE    01              30781        0        0
AUTOZONE INC                   COM              053332102      366    50000 SH  PUT  SOLE    01              50000        0        0
AVALONBAY CMNTYS INC           COM              053484101       90    31400 SH  CALL SOLE    01              31400        0        0
AVERY DENNISON CORP            COM              053611109       41    25000 SH  PUT  SOLE    01              25000        0        0
AVON PRODS INC                 COM              054303102      539    28050 SH       SOLE    01              28050        0        0
BAKER HUGHES INC               COM              057224107      157    61400 SH  CALL SOLE    01              61400        0        0
BAKER HUGHES INC               COM              057224107      357   135000 SH  PUT  SOLE    01             135000        0        0
BAKER HUGHES INC               COM              057224107     2343    82056 SH       SOLE    01              82056        0        0
BALL CORP                      COM              058498106      498    11479 SH       SOLE    01              11479        0        0
BANCO SANTANDER SA             ADR              05964H105     3084   447000 SH       SOLE    01             447000        0        0
BANK OF AMERICA CORPORATION    COM              060505104      846   124117 SH       SOLE    01             124117        0        0
BANK OF AMERICA CORPORATION    COM              060505104      406   496900 SH  CALL SOLE    01             496900        0        0
BANK OF AMERICA CORPORATION    COM              060505104     3546   347700 SH  PUT  SOLE    01             347700        0        0
BANK OF NEW YORK MELLON CORP   COM              064058100     1956   983700 SH  PUT  SOLE    01             983700        0        0
BANK OF NEW YORK MELLON CORP   COM              064058100      212     7500 SH       SOLE    02               7500        0        0
BANK OF NEW YORK MELLON CORP   COM              064058100     1520   392100 SH  CALL SOLE    01             392100        0        0
BARCLAYS PLC                   ADR              06738E204     1276   150000 SH       SOLE    01 02          150000        0        0
BARD C R INC                   COM              067383109      154    40000 SH  CALL SOLE    01              40000        0        0
BARNES & NOBLE INC             COM              067774109      551    25757 SH       SOLE    01              25757        0        0
BARRICK GOLD CORP              COM              067901108      704    21726 SH       SOLE    01              21726        0        0
BARRICK GOLD CORP              COM              067901108       45    45000 SH  CALL SOLE    01              45000        0        0
BAXTER INTL INC                COM              071813109      136    44000 SH  CALL SOLE    01              44000        0        0
BB&T CORP                      COM              054937107      976   101000 SH  CALL SOLE    01 02          101000        0        0
BB&T CORP                      COM              054937107     1367   331100 SH  PUT  SOLE    01 02          331100        0        0
BB&T CORP                      COM              054937107      966    57084 SH       SOLE    01              57084        0        0
BEACON ROOFING SUPPLY INC      COM              073685109      153    11400 SH       SOLE    01              11400        0        0
BEAZER HOMES USA INC           COM              07556Q105       19    19246 SH       SOLE    01              19246        0        0
BEAZER HOMES USA INC           COM              07556Q105        1    36000 SH  CALL SOLE    01              36000        0        0
BEAZER HOMES USA INC           COM              07556Q105      595    83800 SH  PUT  SOLE    01              83800        0        0
BECTON DICKINSON & CO          COM              075887109     1132    16840 SH       SOLE    01              16840        0        0
BED BATH & BEYOND INC          COM              075896100      262   258700 SH  PUT  SOLE    01             258700        0        0
BED BATH & BEYOND INC          COM              075896100      622    25118 SH       SOLE    01              25118        0        0
BED BATH & BEYOND INC          COM              075896100      154   276500 SH  CALL SOLE    01             276500        0        0
BEMIS INC                      COM              081437105      669    31912 SH       SOLE    01              31912        0        0
BERKSHIRE HATHAWAY INC DEL     CL B             084670207    84585     3000 SH       SOLE    01               3000        0        0
BEST BUY INC                   COM              086516101     3999   105339 SH       SOLE    01             105339        0        0
BEST BUY INC                   COM              086516101      341   140000 SH  PUT  SOLE    01             140000        0        0
BEST BUY INC                   SDCV 2.250% 1/1  086516AF8      414   421000 PRN      SOLE    01             421000        0        0
BHP BILLITON LTD               SPONSORED ADR    088606108     1784    40000 SH       SOLE    01              40000        0        0
BIG LOTS INC                   COM              089302103     1299    62502 SH       SOLE    01              62502        0        0
BIGBAND NETWORKS INC           COM              089750509      148    22600 SH       SOLE    01              22600        0        0
BIOGEN IDEC INC                COM              09062X103      258     4923 SH       SOLE    01               4923        0        0
BIOGEN IDEC INC                COM              09062X103       39    30000 SH  CALL SOLE    01              30000        0        0
BIOMARIN PHARMACEUTICAL INC    COM              09061G101       11    31700 SH  CALL SOLE    01              31700        0        0
BIOMARIN PHARMACEUTICAL INC    COM              09061G101      306    24753 SH       SOLE    01              24753        0        0
BIOVAIL CORP                   COM              09067J109      125    11400 SH       SOLE    01              11400        0        0
BJ SVCS CO                     COM              055482103      214    21529 SH       SOLE    01              21529        0        0
BJ SVCS CO                     COM              055482103      151   267800 SH  CALL SOLE    01             267800        0        0
BJS WHOLESALE CLUB INC         COM              05548J106      325    10144 SH       SOLE    01              10144        0        0
BLACKROCK INC                  COM              09247X101      585     4500 SH       SOLE    01               4500        0        0
BLACKSTONE GROUP L P           COM UNIT LTD     09253U108      226    31200 SH       SOLE    01              31200        0        0
BLACKSTONE GROUP L P           COM UNIT LTD     09253U108      145   130000 SH  PUT  SOLE    01             130000        0        0
BLACKSTONE GROUP L P           COM UNIT LTD     09253U108      367   327500 SH  CALL SOLE    01             327500        0        0
BLOCK H & R INC                COM              093671105      253    13901 SH       SOLE    01              13901        0        0
BMC SOFTWARE INC               COM              055921100     2589    78461 SH       SOLE    01              78461        0        0
BMC SOFTWARE INC               COM              055921100       87    55500 SH  CALL SOLE    01              55500        0        0
BMC SOFTWARE INC               COM              055921100      135    20000 SH  PUT  SOLE    01              20000        0        0
BOB EVANS FARMS INC            COM              096761101      341    15200 SH       SOLE    01              15200        0        0
BOEING CO                      COM              097023105     1297    36456 SH       SOLE    01              36456        0        0
BOSTON SCIENTIFIC CORP         COM              101137107      495    62270 SH       SOLE    01              62270        0        0
BOSTON SCIENTIFIC CORP         COM              101137107       17    75000 SH  CALL SOLE    01              75000        0        0
BOSTON SCIENTIFIC CORP         COM              101137107       30   100000 SH  PUT  SOLE    01             100000        0        0
BPW ACQUISITION CORP           COM              055637102     1072   114500 SH       SOLE    02             114500        0        0
BRISTOL MYERS SQUIBB CO        COM              110122108      300   500000 SH  PUT  SOLE    01             500000        0        0
BROADCOM CORP                  CL A             111320107      967    48423 SH       SOLE    01              48423        0        0
BROADCOM CORP                  CL A             111320107      123   110000 SH  CALL SOLE    01             110000        0        0
BROADCOM CORP                  CL A             111320107      110    50000 SH  PUT  SOLE    01              50000        0        0
BRONCO DRILLING CO INC         COM              112211107       59    11200 SH       SOLE    01              11200        0        0
BROWN FORMAN CORP              CL B             115637209     1146    29519 SH       SOLE    01              29519        0        0
BRUKER CORP                    COM              116794108      165    26800 SH       SOLE    01              26800        0        0
BUNGE LIMITED                  COM              G16962105      341     6015 SH       SOLE    01               6015        0        0
BURGER KING HLDGS INC          COM              121208201      596    25951 SH       SOLE    01              25951        0        0
BURLINGTON NORTHN SANTA FE C   COM              12189T104     1303    21670 SH       SOLE    01              21670        0        0
C&D TECHNOLOGIES INC           NOTE 5.250%11/0  124661AD1       31    51000 PRN      SOLE    01              51000        0        0
CA INC                         COM              12673P105     1716    97441 SH       SOLE    02              97441        0        0
CA INC                         COM              12673P105       87   350000 SH  CALL SOLE    01             350000        0        0
CA INC                         COM              12673P105      152    80000 SH  PUT  SOLE    01              80000        0        0
CABOT CORP                     COM              127055101       61    90000 SH  CALL SOLE    01              90000        0        0
CABOT OIL & GAS CORP           COM              127097103      896    38023 SH       SOLE    01              38023        0        0
CACI INTL INC                  NOTE 2.125% 5/0  127190AD8     3539  4133000 PRN      SOLE    01            4133000        0        0
CADENCE DESIGN SYSTEM INC      COM              127387108      272   155600 SH  CALL SOLE    01             155600        0        0
CAMERON INTERNATIONAL CORP     COM              13342B105     1176    53620 SH       SOLE    01              53620        0        0
CAMERON INTERNATIONAL CORP     COM              13342B105       14    20000 SH  CALL SOLE    01              20000        0        0
CAMERON INTERNATIONAL CORP     COM              13342B105      135    37000 SH  PUT  SOLE    01              37000        0        0
CAMPBELL SOUP CO               COM              134429109      569    20794 SH       SOLE    01              20794        0        0
CANON INC                      ADR              138006309      250     8600 SH       SOLE    01               8600        0        0
CAPITAL ONE FINL CORP          COM              14040H105       56    75100 SH  CALL SOLE    01              75100        0        0
CAPITAL ONE FINL CORP          COM              14040H105      184    15000 SH  PUT  SOLE    01              15000        0        0
CAPITOL ACQUISITION CORP DEL   COM              14055E104      948   100000 SH       SOLE    02             100000        0        0
CAPSTEAD MTG CORP              COM NO PAR       14067E506      132    12300 SH       SOLE    01              12300        0        0
CARDINAL HEALTH INC            COM              14149Y108     1195    37967 SH       SOLE    01              37967        0        0
CARLISLE COS INC               COM              142339100      251    12790 SH       SOLE    01              12790        0        0
CARNIVAL CORP                  PAIRED CTF       143658300    45771   252354 SH       SOLE    01             252354        0        0
CARTER INC                     COM              146229109      190    10100 SH       SOLE    01              10100        0        0
CASEYS GEN STORES INC          COM              147528103      267    10000 SH       SOLE    01              10000        0        0
CASTLE A M & CO                COM              148411101       96    10800 SH       SOLE    01              10800        0        0
CATERPILLAR INC DEL            COM              149123101     1309    46822 SH       SOLE    01              46822        0        0
CELGENE CORP                   COM              151020104      674    15178 SH       SOLE    01              15178        0        0
CENTERPOINT ENERGY INC         COM              15189T107    41903   446294 SH       SOLE    01             446294        0        0
CENTERPOINT ENERGY INC         COM              15189T107        4    53600 SH  CALL SOLE    01              53600        0        0
CENTERPOINT ENERGY INC         COM              15189T107       68    28200 SH  PUT  SOLE    01              28200        0        0
CENTURY ALUM CO                COM              156431108       10    25000 SH  CALL SOLE    01              25000        0        0
CEPHALON INC                   COM              156708109     2990    43902 SH       SOLE    01              43902        0        0
CERNER CORP                    COM              156782104      741    16854 SH       SOLE    01              16854        0        0
CF INDS HLDGS INC              COM              125269100      407   149500 SH  PUT  SOLE    01             149500        0        0
CF INDS HLDGS INC              COM              125269100     1075    87900 SH  CALL SOLE    01              87900        0        0
CF INDS HLDGS INC              COM              125269100      282     3958 SH       SOLE    01               3958        0        0
CHARLES RIV LABS INTL INC      COM              159864107      863    31726 SH       SOLE    01              31726        0        0
CHARMING SHOPPES INC           NOTE 1.125% 5/0  161133AE3      289  1000000 PRN      SOLE    01            1000000        0        0
CHART INDS INC                 COM PAR $0.01    16115Q308      142    18000 SH       SOLE    01              18000        0        0
CHECK POINT SOFTWARE TECH LT   ORD              M22465104      947    42622 SH       SOLE    01 02           42622        0        0
CHESAPEAKE ENERGY CORP         COM              165167107      137    60000 SH  CALL SOLE    01              60000        0        0
CHESAPEAKE ENERGY CORP         COM              165167107      402    60000 SH  PUT  SOLE    01              60000        0        0
CHESAPEAKE ENERGY CORP         COM              165167107     1089    63846 SH       SOLE    01              63846        0        0
CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R108     3343    52100 SH       SOLE    01              52100        0        0
CHUBB CORP                     COM              171232101      542    42000 SH  PUT  SOLE    01              42000        0        0
CIENA CORP                     COM NEW          171779309       93    12000 SH       SOLE    01              12000        0        0
CIGNA CORP                     COM              125509109      690    39230 SH       SOLE    01              39230        0        0
CISCO SYS INC                  COM              17275R102      154   526900 SH  CALL SOLE    01             526900        0        0
CISCO SYS INC                  COM              17275R102      187    83200 SH  PUT  SOLE    01              83200        0        0
CITIGROUP INC                  COM              172967101       34   175500 SH  CALL SOLE    01             175500        0        0
CITIGROUP INC                  COM              172967101     3644  1207900 SH  PUT  SOLE    01            1207900        0        0
CITIGROUP INC                  COM              172967101       33    13031 SH       SOLE    01              13031        0        0
CITY NATL CORP                 COM              178566105      969    28700 SH       SOLE    01              28700        0        0
CLARCOR INC                    COM              179895107       14    12400 SH  PUT  SOLE    01              12400        0        0
CLAUDE RES INC                 COM              182873109       24    40000 SH       SOLE    01              40000        0        0
CLOROX CO DEL                  COM              189054109      468     9095 SH       SOLE    01               9095        0        0
CME GROUP INC                  COM              12572Q105     1649     6691 SH       SOLE    01               6691        0        0
CME GROUP INC                  COM              12572Q105      778    14300 SH  PUT  SOLE    01              14300        0        0
CMS ENERGY CORP                COM              125896100      546    46088 SH       SOLE    01              46088        0        0
CNOOC LTD                      SPONSORED ADR    126132109      231     2300 SH       SOLE    01               2300        0        0
COACH INC                      COM              189754104      531    31800 SH       SOLE    01              31800        0        0
COCA COLA CO                   COM              191216100      635    14458 SH       SOLE    01              14458        0        0
COCA COLA ENTERPRISES INC      COM              191219104      611    46300 SH       SOLE    01              46300        0        0
COGENT COMM GROUP INC          COM NEW          19239V302       76    10500 SH       SOLE    01              10500        0        0
COGNIZANT TECHNOLOGY SOLUTIO   CL A             192446102      216   495000 SH  CALL SOLE    01             495000        0        0
COLGATE PALMOLIVE CO           COM              194162103      465     7886 SH       SOLE    01               7886        0        0
COLGATE PALMOLIVE CO           COM              194162103       45    23000 SH  CALL SOLE    01              23000        0        0
COMCAST CORP NEW               CL A             20030N101      173    74100 SH  CALL SOLE    01              74100        0        0
COMCAST CORP NEW               CL A SPL         20030N200     4992   387900 SH       SOLE    01             387900        0        0
COMCAST CORP NEW               CL A             20030N101      518    37955 SH       SOLE    01              37955        0        0
COMERICA INC                   COM              200340107      637    34765 SH       SOLE    01              34765        0        0
COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    204412209      162    12200 SH       SOLE    01              12200        0        0
COMPUTER SCIENCES CORP         COM              205363104      710    19285 SH       SOLE    01              19285        0        0
COMPUWARE CORP                 COM              205638109      364    55200 SH       SOLE    01              55200        0        0
COMVERGE INC                   COM              205859101      104    14900 SH       SOLE    01              14900        0        0
CONCHO RES INC                 COM              20605P101      220     8600 SH       SOLE    01               8600        0        0
CONOCOPHILLIPS                 COM              20825C104       37    13200 SH  CALL SOLE    01              13200        0        0
CONOCOPHILLIPS                 COM              20825C104      261    20000 SH  PUT  SOLE    01              20000        0        0
CONOCOPHILLIPS                 COM              20825C104    39893   110555 SH       SOLE    01             110555        0        0
CONSOL ENERGY INC              COM              20854P109     1140    45183 SH       SOLE    01              45183        0        0
CONSTELLATION BRANDS INC       CL A             21036P108      194    16276 SH       SOLE    01              16276        0        0
CONTINENTAL AIRLS INC          NOTE 5.000% 6/1  210795PJ3       81   100000 PRN      SOLE    01             100000        0        0
CONTINENTAL RESOURCES INC      COM              212015101      285    13416 SH       SOLE    01              13416        0        0
COOPER CAMERON CORP            DBCV 1.500% 5/1  216640AE2     1295  1000000 PRN      SOLE    01            1000000        0        0
COOPER COS INC                 COM NEW          216648402     1168    44158 SH       SOLE    01              44158        0        0
COPART INC                     COM              217204106      262     8821 SH       SOLE    01               8821        0        0
CORINTHIAN COLLEGES INC        COM              218868107      193    40300 SH  CALL SOLE    01              40300        0        0
CORNING INC                    COM              219350105     1521   114556 SH       SOLE    01 02          114556        0        0
CORNING INC                    COM              219350105      669   131700 SH  CALL SOLE    01             131700        0        0
CORPORATE EXECUTIVE BRD CO     COM              21988R102      155    10675 SH       SOLE    01              10675        0        0
COSTCO WHSL CORP NEW           COM              22160K105      723    15611 SH       SOLE    01              15611        0        0
COSTCO WHSL CORP NEW           COM              22160K105      262  1005500 SH  CALL SOLE    01            1005500        0        0
COSTCO WHSL CORP NEW           COM              22160K105      566   141500 SH  PUT  SOLE    01             141500        0        0
COVANTA HLDG CORP              COM              22282E102      326    24931 SH       SOLE    01              24931        0        0
COVIDIEN LTD                   COM              G2552X108       63    23200 SH  CALL SOLE    01              23200        0        0
CPI INTERNATIONAL INC          COM              12618M100      200    21300 SH       SOLE    01              21300        0        0
CREE INC                       COM              225447101      260   226000 SH  CALL SOLE    01             226000        0        0
CRESUD SA COMERCIAL            *W EXP 05/22/201 P3311R192     2691 33641743 SH       SOLE    01           33641743        0        0
CROWN HOLDINGS INC             COM              228368106      286    12581 SH       SOLE    01              12581        0        0
CSX CORP                       COM              126408103      618    23917 SH       SOLE    01              23917        0        0
CTS CORP                       NOTE 2.125% 5/0  126501AC9      291   300000 PRN      SOLE    01             300000        0        0
CUBIST PHARMACEUTICALS INC     COM              229678107      177    10800 SH       SOLE    01              10800        0        0
CURRENCYSHARES SWISS FRANC T   SWISS FRANC SH   23129V109    43703    50000 SH       SOLE    01              50000        0        0
CV THERAPEUTICS INC            COM              126667104     1117    56200 SH       SOLE    01              56200        0        0
CV THERAPEUTICS INC            NOTE 2.750% 5/1  126667AF1     1793  1601000 PRN      SOLE    01            1601000        0        0
CV THERAPEUTICS INC            COM              126667104       73   129900 SH  PUT  SOLE    01             129900        0        0
CV THERAPEUTICS INC            COM              126667104       30    75000 SH  CALL SOLE    01              75000        0        0
CVS CAREMARK CORPORATION       COM              126650100       68    61400 SH  CALL SOLE    01              61400        0        0
CVS CAREMARK CORPORATION       COM              126650100     1530   156900 SH  PUT  SOLE    01             156900        0        0
CYBERONICS INC                 COM              23251P102      240    18100 SH       SOLE    01              18100        0        0
CYBERONICS INC                 COM              23251P102       31    15000 SH  PUT  SOLE    01              15000        0        0
DAIMLER AG                     REG SHS          D1668R123     1236    48400 SH       SOLE    01              48400        0        0
DANAHER CORP DEL               COM              235851102     1638    30208 SH       SOLE    01              30208        0        0
DARDEN RESTAURANTS INC         COM              237194105     1815    52973 SH       SOLE    01              52973        0        0
DATA DOMAIN INC                COM              23767P109      108    79000 SH  PUT  SOLE    01              79000        0        0
DATA DOMAIN INC                COM              23767P109      903    71829 SH       SOLE    01              71829        0        0
DAVITA INC                     COM              23918K108     1653    37622 SH       SOLE    01              37622        0        0
DAVITA INC                     COM              23918K108        8    15000 SH  CALL SOLE    01              15000        0        0
DEAN FOODS CO NEW              COM              242370104     1014    56110 SH       SOLE    01              56110        0        0
DEERE & CO                     COM              244199105     1418    43152 SH       SOLE    01              43152        0        0
DEL MONTE FOODS CO             COM              24522P103       92    12600 SH       SOLE    01              12600        0        0
DELL INC                       COM              24702R101      220   120000 SH  PUT  SOLE    01             120000        0        0
DELTA AIR LINES INC DEL        COM NEW          247361702       73   118700 SH  CALL SOLE    01             118700        0        0
DELTA AIR LINES INC DEL        COM NEW          247361702      440    78100 SH       SOLE    01              78100        0        0
DENBURY RES INC                COM NEW          247916208     1076    72389 SH       SOLE    01              72389        0        0
DEPOMED INC                    COM              249908104       25    10600 SH       SOLE    01              10600        0        0
DEUTSCHE BANK AG               NAMEN AKT        D18190898    77438  1905000 SH       SOLE    01            1905000        0        0
DEVON ENERGY CORP NEW          COM              25179M103      281     6290 SH       SOLE    01               6290        0        0
DEVRY INC DEL                  COM              251893103        5    15000 SH  CALL SOLE    01              15000        0        0
DIAMOND OFFSHORE DRILLING IN   COM              25271C102      394     6275 SH       SOLE    01               6275        0        0
DICKS SPORTING GOODS INC       COM              253393102      423    29647 SH       SOLE    01              29647        0        0
DIRECTV GROUP INC              COM              25459L106      299    13107 SH       SOLE    01              13107        0        0
DISCOVER FINL SVCS             COM              254709108      138   120000 SH  PUT  SOLE    01             120000        0        0
DISCOVER FINL SVCS             COM              254709108      382   225000 SH  CALL SOLE    01             225000        0        0
DISH NETWORK CORP              CL A             25470M109      160    14400 SH       SOLE    01              14400        0        0
DOMINION RES INC VA NEW        COM              25746U109     1788    57700 SH       SOLE    01              57700        0        0
DOMINION RES INC VA NEW        NOTE 2.125%12/1  25746UAT6       47    45000 PRN      SOLE    01              45000        0        0
DOUBLE-TAKE SOFTWARE INC       COM              258598101      134    19800 SH       SOLE    01              19800        0        0
DOW CHEM CO                    COM              260543103      492    58355 SH       SOLE    01              58355        0        0
DPL INC                        COM              233293109      202     8949 SH       SOLE    01               8949        0        0
DR PEPPER SNAPPLE GROUP INC    COM              26138E109     2813   166357 SH       SOLE    01             166357        0        0
DST SYS INC DEL                DBCV 4.125% 8/1  233326AB3      233   239000 PRN      SOLE    01             239000        0        0
DST SYS INC DEL                DBCV 8/1         233326AD9     2927  3341000 PRN      SOLE    01            3341000        0        0
DTE ENERGY CO                  COM              233331107     1343    48493 SH       SOLE    01              48493        0        0
DU PONT E I DE NEMOURS & CO    COM              263534109      901    40370 SH       SOLE    01              40370        0        0
DUKE REALTY CORP               COM NEW          264411505      156    28341 SH       SOLE    01              28341        0        0
DUN & BRADSTREET CORP DEL NE   COM              26483E100      233     3030 SH       SOLE    01               3030        0        0
E M C CORP MASS                COM              268648102     1302   815100 SH  CALL SOLE    01             815100        0        0
E M C CORP MASS                COM              268648102     1525  2017500 SH  PUT  SOLE    01            2017500        0        0
E M C CORP MASS                COM              268648102      658    57713 SH       SOLE    01              57713        0        0
E M C CORP MASS                NOTE 1.750%12/0  268648AK8       70    70000 PRN      SOLE    01              70000        0        0
EAGLE BULK SHIPPING INC        COM              Y2187A101       18   100000 SH  CALL SOLE    01             100000        0        0
EARTHLINK INC                  NOTE 3.250%11/1  270321AA0      951  1000000 PRN      SOLE    01            1000000        0        0
EATON VANCE FLTING RATE INC    COM              278279104    83750  1000000 SH       SOLE    01            1000000        0        0
EBAY INC                       COM              278642103      480    38242 SH       SOLE    01              38242        0        0
EBAY INC                       COM              278642103      100    75200 SH  CALL SOLE    01              75200        0        0
EBAY INC                       COM              278642103      179    75300 SH  PUT  SOLE    01              75300        0        0
EBIX INC                       COM NEW          278715206      214     8600 SH       SOLE    01               8600        0        0
ECHOSTAR CORP                  CL A             278768106      174    11718 SH       SOLE    01              11718        0        0
EDWARDS LIFESCIENCES CORP      COM              28176E108      419     6907 SH       SOLE    01               6907        0        0
EINSTEIN NOAH REST GROUP INC   COM              28257U104      165    28300 SH       SOLE    01              28300        0        0
EL PASO CORP                   COM              28336L109      167    26796 SH       SOLE    01              26796        0        0
EL PASO CORP                   COM              28336L109       13    32500 SH  CALL SOLE    01              32500        0        0
EL PASO CORP                   COM              28336L109       88    32500 SH  PUT  SOLE    01              32500        0        0
ELECTRONIC ARTS INC            COM              285512109      204   120000 SH  PUT  SOLE    01             120000        0        0
ELECTRONIC ARTS INC            COM              285512109      380    20900 SH       SOLE    01              20900        0        0
ELECTRONIC ARTS INC            COM              285512109      306   120000 SH  CALL SOLE    01             120000        0        0
EMPIRE RESORTS INC             NOTE 8.000% 7/3  292052AB3       21    70000 PRN      SOLE    01              70000        0        0
ENCORE WIRE CORP               COM              292562105      238    11100 SH       SOLE    01              11100        0        0
ENERGIZER HLDGS INC            COM              29266R108      225     4530 SH       SOLE    01               4530        0        0
ENERSYS                        COM              29275Y102      207    17100 SH       SOLE    01              17100        0        0
ENSCO INTL INC                 COM              26874Q100      699    26464 SH       SOLE    01              26464        0        0
ENSTAR GROUP LIMITED           SHS              G3075P101      253     4500 SH       SOLE    01               4500        0        0
ENTERCOM COMMUNICATIONS CORP   CL A             293639100       12    11000 SH       SOLE    01              11000        0        0
ENTERPRISE PRODS PARTNERS L    COM              293792107    44535   205600 SH       SOLE    01             205600        0        0
EOG RES INC                    COM              26875P101      408    20000 SH  PUT  SOLE    01              20000        0        0
EOG RES INC                    COM              26875P101        5    20000 SH  CALL SOLE    01              20000        0        0
EOG RES INC                    COM              26875P101     3216    58731 SH       SOLE    01              58731        0        0
EQT CORP                       COM              26884L109     1238    39518 SH       SOLE    01              39518        0        0
EQUIFAX INC                    COM              294429105     1979    80933 SH       SOLE    01              80933        0        0
EQUITY RESIDENTIAL             SH BEN INT       29476L107      302    16435 SH       SOLE    01              16435        0        0
EQUITY RESIDENTIAL             SH BEN INT       29476L107        2    35300 SH  CALL SOLE    01              35300        0        0
EQUITY RESIDENTIAL             SH BEN INT       29476L107      347    17100 SH  PUT  SOLE    01              17100        0        0
ERICSSON L M TEL CO            ADR B SEK 10     294821608     4943   611029 SH       SOLE    01             611029        0        0
ESSEX PPTY TR INC              COM              297178105      315     5500 SH       SOLE    01               5500        0        0
ESTERLINE TECHNOLOGIES CORP    COM              297425100    14426    76700 SH       SOLE    01              76700        0        0
EXELON CORP                    COM              30161N101       55    25800 SH  CALL SOLE    01              25800        0        0
EXXON MOBIL CORP               COM              30231G102     4532    66555 SH       SOLE    01              66555        0        0
EXXON MOBIL CORP               COM              30231G102      478   313900 SH  CALL SOLE    01             313900        0        0
EXXON MOBIL CORP               COM              30231G102      966    99600 SH  PUT  SOLE    01              99600        0        0
F5 NETWORKS INC                COM              315616102      363    17319 SH       SOLE    01              17319        0        0
FASTENAL CO                    COM              311900104      231     7199 SH       SOLE    01               7199        0        0
FEDERAL NATL MTG ASSN          COM              313586109        1    40000 SH  CALL SOLE    01              40000        0        0
FEDERAL SIGNAL CORP            COM              313855108       57    10800 SH       SOLE    01              10800        0        0
FEDEX CORP                     COM              31428X106     2742    61643 SH       SOLE    01              61643        0        0
FEDEX CORP                     COM              31428X106      107    14000 SH  CALL SOLE    01              14000        0        0
FEDEX CORP                     COM              31428X106      461   217300 SH  PUT  SOLE    01             217300        0        0
FIDELITY NATIONAL FINANCIAL    CL A             31620R105      201    10296 SH       SOLE    01 02           10296        0        0
FIDELITY NATL INFORMATION SV   COM              31620M106      713    39193 SH       SOLE    01              39193        0        0
FIFTH THIRD BANCORP            CNV PFD DEP1/250 316773209     1236    30000 SH       SOLE    01              30000        0        0
FINANCIAL FED CORP             DBCV 2.000% 4/1  317492AF3     2965  3003000 PRN      SOLE    01            3003000        0        0
FINISH LINE INC                CL A             317923100      134    20220 SH       SOLE    01              20220        0        0
FIRST AMERN CORP CALIF         COM              318522307      855    32272 SH       SOLE    01 02           32272        0        0
FIRST HORIZON NATL CORP        COM              320517105      154    14384 SH       SOLE    01              14384        0        0
FIRST SOLAR INC                COM              336433107     1036     7809 SH       SOLE    01               7809        0        0
FIRST SOLAR INC                COM              336433107      889    56800 SH  CALL SOLE    01              56800        0        0
FIRST SOLAR INC                COM              336433107     1406    56800 SH  PUT  SOLE    01              56800        0        0
FIRSTENERGY CORP               COM              337932107     2045    52984 SH       SOLE    01              52984        0        0
FISERV INC                     COM              337738108      284     7800 SH       SOLE    01               7800        0        0
FISHER SCIENTIFIC INTL INC     NOTE 2.500%10/0  338032AW5     1872  1210000 PRN      SOLE    01            1210000        0        0
FLIR SYS INC                   COM              302445101      421    20546 SH       SOLE    01              20546        0        0
FLIR SYS INC                   COM              302445101      189    38600 SH  PUT  SOLE    01              38600        0        0
FLIR SYS INC                   COM              302445101       59    20000 SH  CALL SOLE    01              20000        0        0
FLUOR CORP NEW                 COM              343412102     1105    31977 SH       SOLE    01              31977        0        0
FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   344419106      320   100000 SH  CALL SOLE    01             100000        0        0
FOREST OIL CORP                COM PAR $0.01    346091705      216    16446 SH       SOLE    01              16446        0        0
FORTUNE BRANDS INC             COM              349631101     1117    45493 SH       SOLE    01              45493        0        0
FPL GROUP INC                  COM              302571104      847    16702 SH       SOLE    01              16702        0        0
FREEPORT-MCMORAN COPPER & GO   COM              35671D857      188   137700 SH  CALL SOLE    01             137700        0        0
FREEPORT-MCMORAN COPPER & GO   COM              35671D857      197    23300 SH  PUT  SOLE    01              23300        0        0
FREEPORT-MCMORAN COPPER & GO   COM              35671D857     1471    38607 SH       SOLE    01              38607        0        0
FREEPORT-MCMORAN COPPER & GO   PFD CONV         35671D782     1349    21025 SH       SOLE    01              21025        0        0
FRESENIUS MED CARE AG&CO KGA   SPONSORED ADR    358029106      468    12100 SH       SOLE    01              12100        0        0
FRONTLINE LTD                  SHS              G3682E127    18064  1038753 SH       SOLE    01            1038753        0        0
FTI CONSULTING INC             COM              302941109      267     5400 SH       SOLE    01               5400        0        0
FUQI INTERNATIONAL INC         COM NEW          36102A207       72    15400 SH       SOLE    01              15400        0        0
FUSHI COPPERWELD INC           COM              36113E107      100    20800 SH       SOLE    01              20800        0        0
G-III APPAREL GROUP LTD        COM              36237H101      125    22600 SH       SOLE    01              22600        0        0
GAMESTOP CORP NEW              CL A             36467W109       35    50000 SH  PUT  SOLE    01              50000        0        0
GAMESTOP CORP NEW              CL A             36467W109      254   337400 SH  CALL SOLE    01             337400        0        0
GAMESTOP CORP NEW              CL A             36467W109     1525    54420 SH       SOLE    01              54420        0        0
GAP INC DEL                    COM              364760108      394    30348 SH       SOLE    01              30348        0        0
GARDNER DENVER INC             COM              365558105      222   114200 SH  PUT  SOLE    01             114200        0        0
GATX CORP                      COM              361448103      242    12000 SH       SOLE    01 02           12000        0        0
GENENTECH INC                  COM NEW          368710406     2767   641600 SH  CALL SOLE    01             641600        0        0
GENENTECH INC                  COM NEW          368710406      264   175400 SH  PUT  SOLE    01             175400        0        0
GENERAL CABLE CORP DEL NEW     NOTE 0.875%11/1  369300AD0       31    44000 PRN      SOLE    01              44000        0        0
GENERAL DYNAMICS CORP          COM              369550108       24    17000 SH  CALL SOLE    01              17000        0        0
GENERAL ELECTRIC CO            COM              369604103     2449  1698200 SH  PUT  SOLE    01 02         1698200        0        0
GENERAL ELECTRIC CO            COM              369604103     1712  3750000 SH  CALL SOLE    01            3750000        0        0
GENERAL MTRS CORP              COM              370442105      349    18500 SH  PUT  SOLE    01              18500        0        0
GENUINE PARTS CO               COM              372460105      474    15877 SH       SOLE    01              15877        0        0
GERDAU AMERISTEEL CORP         COM              37373P105        4    39000 SH  CALL SOLE    01              39000        0        0
GILEAD SCIENCES INC            NOTE 0.625% 5/0  375558AH6       64    50000 PRN      SOLE    01              50000        0        0
GLOBAL BRANDS ACQUISITION CO   COM              378982102     1190   125000 SH       SOLE    02             125000        0        0
GLOBAL CROSSING LTD            NOTE 5.000% 5/1  37932JAA1       53   105000 PRN      SOLE    01             105000        0        0
GLOBAL SHIP LEASE INC NEW      SHS A            Y27183105      223   110301 SH       SOLE    01             110301        0        0
GOLDCORP INC NEW               COM              380956409      333    10000 SH       SOLE    01              10000        0        0
GOLDMAN SACHS GROUP INC        COM              38141G104      265     2500 SH       SOLE    01               2500        0        0
GOLDMAN SACHS GROUP INC        COM              38141G104     1041    57400 SH  CALL SOLE    01              57400        0        0
GOLDMAN SACHS GROUP INC        COM              38141G104      917   122900 SH  PUT  SOLE    01             122900        0        0
GOODRICH CORP                  COM              382388106      900    23758 SH       SOLE    01              23758        0        0
GOODRICH PETE CORP             NOTE 3.250%12/0  382410AB4       24    34000 PRN      SOLE    01              34000        0        0
GRACE W R & CO DEL NEW         COM              38388F108       31    20000 SH  CALL SOLE    01              20000        0        0
GRAINGER W W INC               COM              384802104     1239    17656 SH       SOLE    01              17656        0        0
GREEN MTN COFFEE ROASTERS IN   COM              393122106      468     9757 SH       SOLE    01               9757        0        0
GREEN MTN COFFEE ROASTERS IN   COM              393122106       32    11000 SH  CALL SOLE    01              11000        0        0
GRIFFON CORP                   NOTE 4.000% 7/1  398433AC6     4657  5015000 PRN      SOLE    01            5015000        0        0
GYMBOREE CORP                  COM              403777105       18    11000 SH  CALL SOLE    01              11000        0        0
HALLIBURTON CO                 COM              406216101     1062    68658 SH       SOLE    01              68658        0        0
HALLIBURTON CO                 COM              406216101       46    60000 SH  CALL SOLE    01              60000        0        0
HANOVER INS GROUP INC          COM              410867105      208     7200 SH       SOLE    01               7200        0        0
HARLEY DAVIDSON INC            COM              412822108      354    26441 SH       SOLE    01              26441        0        0
HARMONY GOLD MNG LTD           SPONSORED ADR    413216300      251    22900 SH       SOLE    01              22900        0        0
HASBRO INC                     DBCV 2.750%12/0  418056AN7       15    12000 PRN      SOLE    01              12000        0        0
HATTERAS FINL CORP             COM              41902R103      239     9550 SH       SOLE    01               9550        0        0
HCC INS HLDGS INC              NOTE 1.300% 4/0  404132AB8     7760  6913000 PRN      SOLE    01            6913000        0        0
HCP INC                        COM              40414L109      267    14935 SH       SOLE    01              14935        0        0
HCP INC                        COM              40414L109      168    12100 SH  PUT  SOLE    01              12100        0        0
HDFC BANK LTD                  ADR REPS 3 SHS   40415F101      500     8200 SH       SOLE    01               8200        0        0
HEALTH CARE REIT INC           COM              42217K106      475    15518 SH       SOLE    01              15518        0        0
HEALTH NET INC                 COM              42222G108       28    26600 SH  CALL SOLE    01              26600        0        0
HEALTHCARE RLTY TR             COM              421946104      246    16400 SH       SOLE    01              16400        0        0
HEALTHTRONICS INC              COM              42222L107      159   118047 SH       SOLE    01             118047        0        0
HEINZ H J CO                   COM              423074103      789    23860 SH       SOLE    01              23860        0        0
HERTZ GLOBAL HOLDINGS INC      COM              42805T105       61    15628 SH       SOLE    01              15628        0        0
HESS CORP                      COM              42809H107     2539    46844 SH       SOLE    01              46844        0        0
HESS CORP                      COM              42809H107      147    13000 SH  PUT  SOLE    01              13000        0        0
HEWLETT PACKARD CO             COM              428236103       69    60000 SH  CALL SOLE    01              60000        0        0
HEWLETT PACKARD CO             COM              428236103       98    15000 SH  PUT  SOLE    01              15000        0        0
HEXCEL CORP NEW                COM              428291108      127   100000 SH  CALL SOLE    01             100000        0        0
HICKS ACQUISITION CO I INC     COM              429086309     1413   150000 SH       SOLE    02             150000        0        0
HILLTOP HOLDINGS INC           COM              432748101      182    16000 SH       SOLE    01 02           16000        0        0
HNI CORP                       COM              404251100      158    15200 SH       SOLE    01              15200        0        0
HOLOGIC INC                    COM              436440101      326    24900 SH       SOLE    01              24900        0        0
HOME DEPOT INC                 COM              437076102       85   119900 SH  CALL SOLE    01             119900        0        0
HONEYWELL INTL INC             COM              438516106     1441    51714 SH       SOLE    01              51714        0        0
HORIZON LINES INC              COM              44044K101       38    12400 SH       SOLE    01              12400        0        0
HORNBECK OFFSHORE SVCS INC N   FRNT 1.625%11/1  440543AE6       12    20000 PRN      SOLE    01              20000        0        0
HORNBECK OFFSHORE SVCS INC N   COM              440543106     1261    82728 SH       SOLE    01              82728        0        0
HSBC HLDGS PLC                 SPON ADR NEW     404280406        5    25000 SH  CALL SOLE    01              25000        0        0
HUB GROUP INC                  CL A             443320106      486    28600 SH       SOLE    01              28600        0        0
HUDSON CITY BANCORP            COM              443683107     1013    86615 SH       SOLE    01              86615        0        0
HUMAN GENOME SCIENCES INC      NOTE 2.250%10/1  444903AK4      890  2423000 PRN      SOLE    01            2423000        0        0
HUMANA INC                     COM              444859102    15597    60000 SH       SOLE    01              60000        0        0
HUNTSMAN CORP                  COM              447011107       95    30376 SH       SOLE    01              30376        0        0
HUNTSMAN CORP                  COM              447011107      426   136000 SH  CALL SOLE    02             136000        0        0
IAC INTERACTIVECORP            COM PAR $.001    44919P508      530    34800 SH       SOLE    01              34800        0        0
IDEXX LABS INC                 COM              45168D104      207     5989 SH       SOLE    01               5989        0        0
ILLINOIS TOOL WKS INC          COM              452308109      302     9802 SH       SOLE    01               9802        0        0
ILLUMINA INC                   COM              452327109       50    44000 SH  PUT  SOLE    01              44000        0        0
ILLUMINA INC                   COM              452327109     1867    50130 SH       SOLE    01              50130        0        0
IMS HEALTH INC                 COM              449934108      575    46100 SH       SOLE    01              46100        0        0
INGERSOLL-RAND COMPANY LTD     CL A             G4776G101      693    50204 SH       SOLE    01              50204        0        0
INNOPHOS HOLDINGS INC          COM              45774N108      130    11500 SH       SOLE    01              11500        0        0
INTEGRYS ENERGY GROUP INC      COM              45822P105     2397    92037 SH       SOLE    01              92037        0        0
INTEL CORP                     COM              458140100      769  1100600 SH  CALL SOLE    01            1100600        0        0
INTEL CORP                     COM              458140100      459   462100 SH  PUT  SOLE    01             462100        0        0
INTEL CORP                     COM              458140100     2232   148515 SH       SOLE    01             148515        0        0
INTERCONTINENTALEXCHANGE INC   COM              45865V100      271     3641 SH       SOLE    01               3641        0        0
INTERDIGITAL INC               COM              45867G101      519    20100 SH       SOLE    01              20100        0        0
INTERNATIONAL BUSINESS MACHS   COM              459200101      827   209400 SH  CALL SOLE    01             209400        0        0
INTERNATIONAL BUSINESS MACHS   COM              459200101      368   323500 SH  PUT  SOLE    01             323500        0        0
INTERNATIONAL COAL GRP INC N   COM              45928H106       46    28300 SH       SOLE    01              28300        0        0
INTERNATIONAL FLAVORS&FRAGRA   COM              459506101      876    28765 SH       SOLE    01              28765        0        0
INTERNATIONAL GAME TECHNOLOG   DBCV 2.600%12/1  459902AP7      367   379000 PRN      SOLE    01             379000        0        0
INTERNATIONAL GAME TECHNOLOG   COM              459902102      157    70000 SH  CALL SOLE    01              70000        0        0
INTERPUBLIC GROUP COS INC      COM              460690100      129    31200 SH       SOLE    01              31200        0        0
INTL PAPER CO                  COM              460146103       93    13232 SH       SOLE    01              13232        0        0
INTREPID POTASH INC            COM              46121Y102      282    15292 SH       SOLE    01              15292        0        0
INTUIT                         COM              461202103      271    10032 SH       SOLE    01              10032        0        0
INTUIT                         COM              461202103       82    35000 SH  CALL SOLE    01              35000        0        0
INTUIT                         COM              461202103      154    35000 SH  PUT  SOLE    01              35000        0        0
INTUITIVE SURGICAL INC         COM NEW          46120E602     5763   257500 SH  PUT  SOLE    01             257500        0        0
INTUITIVE SURGICAL INC         COM NEW          46120E602     4287    44954 SH       SOLE    01              44954        0        0
INTUITIVE SURGICAL INC         COM NEW          46120E602     3541   240800 SH  CALL SOLE    01             240800        0        0
INVERNESS MED INNOVATIONS IN   PFD CONV SER B   46126P304     1688    10096 SH       SOLE    01              10096        0        0
INVESCO LTD                    SHS              G491BT108      169    12162 SH       SOLE    01              12162        0        0
INVESTMENT TECHNOLOGY GRP NE   COM              46145F105      319    12500 SH       SOLE    01              12500        0        0
INVESTMENT TECHNOLOGY GRP NE   COM              46145F105      256   124700 SH  PUT  SOLE    01             124700        0        0
INVITROGEN CORP                NOTE 1.500% 2/1  46185RAK6      201   226000 PRN      SOLE    01             226000        0        0
ISHARES COMEX GOLD TR          ISHARES          464285105   206706   227800 SH       SOLE    01             227800        0        0
ISHARES INC                    MSCI CHILE INVES 464286640   639535  1854800 SH       SOLE    01            1854800        0        0
ISHARES INC                    MSCI STH AFRCA   464286780   725565  1912400 SH       SOLE    01            1912400        0        0
ISHARES INC                    MSCI THAILAND    464286624   547575  2450000 SH       SOLE    01            2450000        0        0
ISHARES INC                    MSCI S KOREA     464286772   679834  2336600 SH       SOLE    01            2336600        0        0
ISHARES INC                    MSCI BRAZIL      464286400   678688  1764200 SH       SOLE    01            1764200        0        0
ISHARES INC                    MSCI HONG KONG   464286871   613726  5973000 SH       SOLE    01            5973000        0        0
ISHARES INC                    MSCI MALAYSIA    464286830   678017  9529400 SH       SOLE    01            9529400        0        0
ISHARES SILVER TRUST           ISHARES          46428Q109   214010  1706000 SH       SOLE    01            1706000        0        0
ISHARES TR                     RUSSELL 2000     464287655      246   150000 SH  PUT  SOLE    01             150000        0        0
ISHARES TR                     MSCI EMERG MKT   464287234   662979  2646952 SH       SOLE    01            2646952        0        0
ISHARES TR                     MSCI EMERG MKT   464287234      279   305600 SH  CALL SOLE    01             305600        0        0
ISHARES TR                     MSCI EMERG MKT   464287234     1094   402800 SH  PUT  SOLE    01             402800        0        0
ISHARES TR                     NASDQ BIO INDX   464287556   338204   564634 SH       SOLE    01             564634        0        0
ISHARES TR                     RUSSELL 1000     464287622   174920   400000 SH       SOLE    01             400000        0        0
ISHARES TR                     RUSSELL 2000     464287655      333   603900 SH  CALL SOLE    01             603900        0        0
ISHARES TR                     FTSE XNHUA IDX   464287184        6   130500 SH  CALL SOLE    01             130500        0        0
ISHARES TR                     S&P LTN AM 40    464287390   698175  2675000 SH       SOLE    01            2675000        0        0
ISHARES TR                     S&P NA NAT RES   464287374    92580   387200 SH       SOLE    01             387200        0        0
ISHARES TR                     S&P NA SEMICND   464287523   121620   387200 SH       SOLE    01             387200        0        0
ISHARES TR                     S&P NA SOFTWR    464287515   347927  1044200 SH       SOLE    01            1044200        0        0
ISHARES TR                     S&P NA TECH FD   464287549   124219   351000 SH       SOLE    01             351000        0        0
ISHARES TR                     RUSSELL 2000     464287655     1775    42200 SH       SOLE    01              42200        0        0
ISHARES TR                     DJ US FINL SVC   464287770   317454   910000 SH       SOLE    01             910000        0        0
ISHARES TR                     BARCLYS 1-3YR CR 464288646    98615   100000 SH       SOLE    01             100000        0        0
ISHARES TR                     CONS GOODS IDX   464287812   337416   816000 SH       SOLE    01             816000        0        0
ISHARES TR                     DJ BROKER-DEAL   464288794   201784  1003400 SH       SOLE    01            1003400        0        0
ISHARES TR                     IBOXX INV CPBD   464287242    46895    50000 SH       SOLE    01              50000        0        0
ISHARES TR                     DJ US ENERGY     464287796   119793   468400 SH       SOLE    01             468400        0        0
ISHARES TR                     FTSE XNHUA IDX   464287184      155    93500 SH  PUT  SOLE    01              93500        0        0
ISHARES TR                     DJ US FINL SEC   464287788   118534   358000 SH       SOLE    01             358000        0        0
ISHARES TR                     DJ US HEALTHCR   464287762   125585   254400 SH       SOLE    01             254400        0        0
ISHARES TR                     DJ US TECH SEC   464287721   124825   333400 SH       SOLE    01             333400        0        0
ISHARES TR                     DJ US TELECOMM   464287713   124522   767000 SH       SOLE    01             767000        0        0
ISHARES TR                     DJ US UTILS      464287697   125349   206200 SH       SOLE    01             206200        0        0
ISHARES TR                     FTSE XNHUA IDX   464287184   710787  2461600 SH       SOLE    01            2461600        0        0
ISHARES TR                     DJ PHARMA INDX   464288836   217928   516600 SH       SOLE    01             516600        0        0
ISIS PHARMACEUTICALS INC       COM              464330109      206    13700 SH       SOLE    01              13700        0        0
ISIS PHARMACEUTICALS INC DEL   NOTE 2.625% 2/1  464337AE4     1146  1000000 PRN      SOLE    01            1000000        0        0
ITRON INC                      COM              465741106      244   126500 SH  CALL SOLE    01             126500        0        0
ITRON INC                      COM              465741106      101    17500 SH  PUT  SOLE    01              17500        0        0
ITT CORP NEW                   COM              450911102     1563    40630 SH       SOLE    01              40630        0        0
ITT CORP NEW                   COM              450911102      515   100000 SH  CALL SOLE    01             100000        0        0
ITT CORP NEW                   COM              450911102      795   100000 SH  PUT  SOLE    01             100000        0        0
ITT EDUCATIONAL SERVICES INC   COM              45068B109     3967   269200 SH  PUT  SOLE    01             269200        0        0
ITT EDUCATIONAL SERVICES INC   COM              45068B109     7962    65578 SH       SOLE    01              65578        0        0
ITT EDUCATIONAL SERVICES INC   COM              45068B109     2421   162600 SH  CALL SOLE    01             162600        0        0
J CREW GROUP INC               COM              46612H402      637   150000 SH  CALL SOLE    01             150000        0        0
JACOBS ENGR GROUP INC DEL      COM              469814107      767    19848 SH       SOLE    01              19848        0        0
JANUS CAP GROUP INC            COM              47102X105       87    13064 SH       SOLE    01              13064        0        0
JETBLUE AIRWAYS CORP           COM              477143101       67    18400 SH       SOLE    01              18400        0        0
JO-ANN STORES INC              COM              47758P307      214    13100 SH       SOLE    01              13100        0        0
JOHNSON & JOHNSON              COM              478160104    55207   145369 SH       SOLE    01             145369        0        0
JOHNSON & JOHNSON              COM              478160104      303   542900 SH  CALL SOLE    01             542900        0        0
JOHNSON & JOHNSON              COM              478160104      176   145500 SH  PUT  SOLE    01             145500        0        0
JOHNSON CTLS INC               COM              478366107      354    29468 SH       SOLE    01              29468        0        0
JONES LANG LASALLE INC         COM              48020Q107      391    16800 SH       SOLE    01              16800        0        0
JOY GLOBAL INC                 COM              481165108      269    12622 SH       SOLE    01              12622        0        0
JPMORGAN CHASE & CO            COM              46625H100     1418    53349 SH       SOLE    01 02           53349        0        0
JPMORGAN CHASE & CO            COM              46625H100     1047   254800 SH  CALL SOLE    01             254800        0        0
JPMORGAN CHASE & CO            COM              46625H100     2035   227000 SH  PUT  SOLE    01             227000        0        0
KAISER ALUMINUM CORP           COM PAR $0.01    483007704       94    30000 SH  CALL SOLE    01              30000        0        0
KAISER ALUMINUM CORP           COM PAR $0.01    483007704      189    30000 SH  PUT  SOLE    01              30000        0        0
KANSAS CITY SOUTHERN           COM NEW          485170302      218    17170 SH       SOLE    01              17170        0        0
KBR INC                        COM              48242W106      219    15858 SH       SOLE    01              15858        0        0
KELLOGG CO                     COM              487836108     2205    60196 SH       SOLE    01              60196        0        0
KEYCORP NEW                    PFD 7.75% SR A   493267405      358     5000 SH       SOLE    01               5000        0        0
KIMBERLY CLARK CORP            COM              494368103     2425    52591 SH       SOLE    01              52591        0        0
KIMCO REALTY CORP              COM              49446R109      123    16166 SH       SOLE    01              16166        0        0
KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   494550106    70358   150000 SH       SOLE    01             150000        0        0
KING PHARMACEUTICALS INC       COM              495582108       92    13000 SH       SOLE    01              13000        0        0
KINROSS GOLD CORP              COM NO PAR       496902404      213    11900 SH       SOLE    01              11900        0        0
KLA-TENCOR CORP                COM              482480100      121    30000 SH  PUT  SOLE    01              30000        0        0
KLA-TENCOR CORP                COM              482480100       37    30000 SH  CALL SOLE    01              30000        0        0
KLA-TENCOR CORP                COM              482480100      992    49623 SH       SOLE    01              49623        0        0
KNIGHT CAPITAL GROUP INC       CL A             499005106      653    44300 SH       SOLE    01              44300        0        0
KOHLS CORP                     COM              500255104      226     5350 SH       SOLE    01               5350        0        0
KRAFT FOODS INC                CL A             50075N104    14886   164593 SH       SOLE    01             164593        0        0
KROGER CO                      COM              501044101     2088    98411 SH       SOLE    01              98411        0        0
L-3 COMMUNICATIONS HLDGS INC   COM              502424104      151    10000 SH  PUT  SOLE    01              10000        0        0
L-3 COMMUNICATIONS HLDGS INC   COM              502424104     1081    15946 SH       SOLE    01              15946        0        0
L-3 COMMUNICATIONS HLDGS INC   COM              502424104      633    74900 SH  CALL SOLE    01              74900        0        0
LABORATORY CORP AMER HLDGS     COM NEW          50540R409      405     6917 SH       SOLE    01               6917        0        0
LABORATORY CORP AMER HLDGS     NOTE 9/1         50540RAG7     1767  2101000 PRN      SOLE    01            2101000        0        0
LABRANCHE & CO INC             COM              505447102       84    22470 SH       SOLE    01              22470        0        0
LAM RESEARCH CORP              COM              512807108        4    23800 SH  CALL SOLE    01              23800        0        0
LAMAR ADVERTISING CO           NOTE 2.875%12/3  512815AH4      212   231000 PRN      SOLE    01             231000        0        0
LAS VEGAS SANDS CORP           COM              517834107      899   298800 SH       SOLE    01             298800        0        0
LAS VEGAS SANDS CORP           COM              517834107     1534   503000 SH  PUT  SOLE    01             503000        0        0
LAWSON SOFTWARE INC NEW        NOTE 2.500% 4/1  52078PAA0      380   485000 PRN      SOLE    01             485000        0        0
LEAP WIRELESS INTL INC         COM NEW          521863308      689    19769 SH       SOLE    01              19769        0        0
LEGGETT & PLATT INC            COM              524660107     1169    90000 SH       SOLE    01              90000        0        0
LENNAR CORP                    CL A             526057104      124    50000 SH  CALL SOLE    01              50000        0        0
LEXMARK INTL NEW               CL A             529771107      233    13814 SH       SOLE    01              13814        0        0
LIBERTY MEDIA CORP             DEB 3.250% 3/1   530715AR2       22    62000 PRN      SOLE    01              62000        0        0
LIBERTY MEDIA CORP NEW         DEB 3.125% 3/3   530718AF2      351   452000 PRN      SOLE    01             452000        0        0
LIFE TECHNOLOGIES CORP         COM              53217V109       66    18500 SH  CALL SOLE    01              18500        0        0
LIFE TECHNOLOGIES CORP         COM              53217V109       83    18500 SH  PUT  SOLE    01              18500        0        0
LIFEPOINT HOSPITALS INC        NOTE 3.500% 5/1  53219LAH2       40    56000 PRN      SOLE    01              56000        0        0
LILLY ELI & CO                 COM              532457108      211     6313 SH       SOLE    01               6313        0        0
LINEAR TECHNOLOGY CORP         COM              535678106      245    78000 SH  PUT  SOLE    01              78000        0        0
LINEAR TECHNOLOGY CORP         COM              535678106     1433    62338 SH       SOLE    01              62338        0        0
LINEAR TECHNOLOGY CORP         COM              535678106      167    82900 SH  CALL SOLE    01              82900        0        0
LOCKHEED MARTIN CORP           COM              539830109      274     3969 SH       SOLE    01               3969        0        0
LOEWS CORP                     COM              540424108      487    22028 SH       SOLE    01              22028        0        0
LOGITECH INTL S A              SHS              H50430232     2757   268200 SH       SOLE    01             268200        0        0
LORILLARD INC                  COM              544147101     5037    81579 SH       SOLE    01              81579        0        0
LOWES COS INC                  COM              548661107      207    45000 SH  CALL SOLE    01              45000        0        0
LOWES COS INC                  COM              548661107     1438    78780 SH       SOLE    01              78780        0        0
LUCENT TECHNOLOGIES INC        DBCV 2.750% 6/1  549463AG2       14    16000 PRN      SOLE    01              16000        0        0
LUFKIN INDS INC                COM              549764108      398    10500 SH       SOLE    01              10500        0        0
M & T BK CORP                  COM              55261F104      728    16073 SH       SOLE    01 02           16073        0        0
M & T BK CORP                  COM              55261F104      679    15000 SH  CALL SOLE    02              15000        0        0
M D C HLDGS INC                COM              552676108      480    15426 SH       SOLE    01              15426        0        0
MACERICH CO                    COM              554382101      125    20000 SH       SOLE    01              20000        0        0
MACERICH CO                    COM              554382101       13    45000 SH  PUT  SOLE    01              45000        0        0
MACK CALI RLTY CORP            COM              554489104      886    44700 SH       SOLE    01              44700        0        0
MACROVISION SOLUTIONS CORP     COM              55611C108      630    35400 SH       SOLE    01              35400        0        0
MACYS INC                      COM              55616P104      126    14184 SH       SOLE    01              14184        0        0
MAGELLAN MIDSTREAM PRTNRS LP   COM UNIT RP LP   559080106    59390   200000 SH       SOLE    01             200000        0        0
MARATHON OIL CORP              COM              565849106      262   119400 SH  CALL SOLE    01             119400        0        0
MARATHON OIL CORP              COM              565849106      217   151800 SH  PUT  SOLE    01             151800        0        0
MARKET VECTORS ETF TR          GOLD MINER ETF   57060U100     1475    40000 SH       SOLE    01              40000        0        0
MARKET VECTORS ETF TR          GOLD MINER ETF   57060U100      636   130000 SH  CALL SOLE    01             130000        0        0
MARSH & MCLENNAN COS INC       COM              571748102       65    13500 SH  PUT  SOLE    01              13500        0        0
MARSH & MCLENNAN COS INC       COM              571748102       33    13500 SH  CALL SOLE    01              13500        0        0
MARSHALL & ILSLEY CORP NEW     COM              571837103       10    50000 SH  CALL SOLE    01              50000        0        0
MARTIN MARIETTA MATLS INC      COM              573284106      516     6512 SH       SOLE    01               6512        0        0
MARVEL ENTERTAINMENT INC       COM              57383T103       69    22500 SH  CALL SOLE    01              22500        0        0
MARVEL ENTERTAINMENT INC       COM              57383T103       89    22500 SH  PUT  SOLE    01              22500        0        0
MASCO CORP                     COM              574599106      230    33000 SH       SOLE    01              33000        0        0
MASSEY ENERGY CORP             COM              576206106      611    60406 SH       SOLE    01              60406        0        0
MASTERCARD INC                 CL A             57636Q104      287     1716 SH       SOLE    01               1716        0        0
MATTEL INC                     COM              577081102      927    80374 SH       SOLE    01              80374        0        0
MAXTOR CORP                    NOTE 2.375% 8/1  577729AE6      125   198000 PRN      SOLE    01             198000        0        0
MAXTOR CORP                    NOTE 6.800% 4/3  577729AC0       21    22000 PRN      SOLE    01              22000        0        0
MCAFEE INC                     COM              579064106       71    23700 SH  CALL SOLE    01              23700        0        0
MCAFEE INC                     COM              579064106     1499    44743 SH       SOLE    01              44743        0        0
MCDATA CORP                    NOTE 2.250% 2/1  580031AD4       34    35000 PRN      SOLE    01              35000        0        0
MCDONALDS CORP                 COM              580135101      547    10018 SH       SOLE    01              10018        0        0
MCGRAW HILL COS INC            COM              580645109      374    16371 SH       SOLE    01              16371        0        0
MCGRAW HILL COS INC            COM              580645109      170    35500 SH  PUT  SOLE    01              35500        0        0
MCKESSON CORP                  COM              58155Q103      600    17111 SH       SOLE    01              17111        0        0
MEADWESTVACO CORP              COM              583334107     2663   222123 SH       SOLE    01             222123        0        0
MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309       50    11900 SH  PUT  SOLE    01              11900        0        0
MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309      132    10651 SH       SOLE    01              10651        0        0
MEDIVATION INC                 COM              58501N101      316    20000 SH  PUT  SOLE    01              20000        0        0
MEDTRONIC INC                  NOTE 1.500% 4/1  585055AL0       31    33000 PRN      SOLE    01              33000        0        0
MELLANOX TECHNOLOGIES LTD      SHS              M51363113      580    69647 SH       SOLE    02              69647        0        0
MEMC ELECTR MATLS INC          COM              552715104     1315    79758 SH       SOLE    01              79758        0        0
MEMC ELECTR MATLS INC          COM              552715104       12    23500 SH  CALL SOLE    01              23500        0        0
MEMC ELECTR MATLS INC          COM              552715104       26    30100 SH  PUT  SOLE    01              30100        0        0
MERCK & CO INC                 COM              589331107      868    32458 SH       SOLE    01              32458        0        0
MERCURY COMPUTER SYS           NOTE 2.000% 5/0  589378AB4       49    50000 PRN      SOLE    01              50000        0        0
MEREDITH CORP                  COM              589433101      711    42754 SH       SOLE    01              42754        0        0
METAVANTE TECHNOLOGIES INC     COM              591407101      221    11093 SH       SOLE    01              11093        0        0
METLIFE INC                    COM              59156R108      122    30200 SH  CALL SOLE    01              30200        0        0
METLIFE INC                    COM              59156R108      189    10500 SH  PUT  SOLE    01              10500        0        0
MF GLOBAL LTD                  SHS              G60642108      106    25000 SH       SOLE    02              25000        0        0
MICROCHIP TECHNOLOGY INC       COM              595017104       71    17000 SH  PUT  SOLE    01              17000        0        0
MICROCHIP TECHNOLOGY INC       COM              595017104      533    25176 SH       SOLE    01              25176        0        0
MICROCHIP TECHNOLOGY INC       COM              595017104       98    58000 SH  CALL SOLE    01              58000        0        0
MICROSOFT CORP                 COM              594918104     3180  1391800 SH  CALL SOLE    01            1391800        0        0
MILLIPORE CORP                 COM              601073109      603    10502 SH       SOLE    01              10502        0        0
MILLIPORE CORP                 COM              601073109       33    10000 SH  PUT  SOLE    01              10000        0        0
MITSUBISHI UFJ FINL GROUP IN   SPONSORED ADR    606822104     1477   300270 SH       SOLE    01             300270        0        0
MOHAWK INDS INC                COM              608190104      273     9154 SH       SOLE    01               9154        0        0
MOLSON COORS BREWING CO        CL B             60871R209      545    15906 SH       SOLE    01              15906        0        0
MOLSON COORS BREWING CO        CL B             60871R209        1    20900 SH  CALL SOLE    01              20900        0        0
MOLSON COORS BREWING CO        CL B             60871R209      242    17000 SH  PUT  SOLE    01              17000        0        0
MONSANTO CO NEW                COM              61166W101     1509    18160 SH       SOLE    01              18160        0        0
MONSANTO CO NEW                COM              61166W101      119    10000 SH  CALL SOLE    01              10000        0        0
MONSANTO CO NEW                COM              61166W101      131    10000 SH  PUT  SOLE    01              10000        0        0
MONSTER WORLDWIDE INC          COM              611742107       44    45000 SH  CALL SOLE    01              45000        0        0
MORGAN STANLEY                 COM NEW          617446448      608    26700 SH       SOLE    01 02           26700        0        0
MORGAN STANLEY                 COM NEW          617446448      430   151300 SH  CALL SOLE    01             151300        0        0
MORGAN STANLEY                 COM NEW          617446448      986   469400 SH  PUT  SOLE    01             469400        0        0
MOSAIC CO                      COM              61945A107      745   118200 SH  PUT  SOLE    01             118200        0        0
MOSAIC CO                      COM              61945A107     2496    59447 SH       SOLE    01              59447        0        0
MOSAIC CO                      COM              61945A107      337   100800 SH  CALL SOLE    01             100800        0        0
MSCI INC                       CL A             55354G100      380    22500 SH       SOLE    01              22500        0        0
MTR GAMING GROUP INC           COM              553769100       44    48752 SH       SOLE    01              48752        0        0
MURPHY OIL CORP                COM              626717102     2077    46395 SH       SOLE    01              46395        0        0
MURPHY OIL CORP                COM              626717102       47    52400 SH  CALL SOLE    01              52400        0        0
MURPHY OIL CORP                COM              626717102      148    23700 SH  PUT  SOLE    01              23700        0        0
MYLAN INC                      COM              628530107      150    11200 SH       SOLE    01              11200        0        0
MYLAN INC                      PFD CONV         628530206      721      837 SH       SOLE    01                837        0        0
MYRIAD GENETICS INC            COM              62855J104     2293    50432 SH       SOLE    01              50432        0        0
MYRIAD GENETICS INC            COM              62855J104      136    96700 SH  CALL SOLE    01              96700        0        0
NABORS INDUSTRIES LTD          SHS              G6359F103      123    12269 SH       SOLE    01              12269        0        0
NALCO HOLDING COMPANY          COM              62985Q101      433    33100 SH       SOLE    01              33100        0        0
NASDAQ OMX GROUP INC           COM              631103108    40417   296363 SH       SOLE    01             296363        0        0
NASDAQ OMX GROUP INC           COM              631103108       77    20000 SH  CALL SOLE    01              20000        0        0
NATIONAL CINEMEDIA INC         COM              635309107      186    14100 SH       SOLE    01              14100        0        0
NATIONAL FUEL GAS CO N J       COM              636180101      345    11235 SH       SOLE    01              11235        0        0
NATIONAL OILWELL VARCO INC     COM              637071101      130    16500 SH  PUT  SOLE    01              16500        0        0
NATIONAL OILWELL VARCO INC     COM              637071101       78    16500 SH  CALL SOLE    01              16500        0        0
NATIONAL OILWELL VARCO INC     COM              637071101      933    32504 SH       SOLE    01              32504        0        0
NATIONAL SEMICONDUCTOR CORP    COM              637640103      448    43645 SH       SOLE    01              43645        0        0
NATIONWIDE HEALTH PPTYS INC    COM              638620104     1169    52700 SH       SOLE    01              52700        0        0
NELNET INC                     CL A             64031N108      245    27700 SH       SOLE    01              27700        0        0
NETAPP INC                     COM              64110D104      810    54622 SH       SOLE    01 02           54622        0        0
NETEZZA CORP                   COM              64111N101      211    30900 SH       SOLE    01              30900        0        0
NEWELL RUBBERMAID INC          COM              651229106     1577   247228 SH       SOLE    01             247228        0        0
NEWMARKET CORP                 COM              651587107      301     6800 SH       SOLE    01               6800        0        0
NEWMONT MINING CORP            COM              651639106     2416    53987 SH       SOLE    01              53987        0        0
NEWMONT MINING CORP            COM              651639106      237    50000 SH  CALL SOLE    01              50000        0        0
NEWMONT MINING CORP            NOTE 1.250% 7/1  651639AJ5       58    51000 PRN      SOLE    01              51000        0        0
NICE SYS LTD                   SPONSORED ADR    653656108      322    12901 SH       SOLE    01 02           12901        0        0
NICOR INC                      COM              654086107     1923    57863 SH       SOLE    01              57863        0        0
NII HLDGS INC                  NOTE 3.125% 6/1  62913FAJ1       19    27000 PRN      SOLE    01              27000        0        0
NOBEL LEARNING CMNTYS INC      COM              654889104     1118    95257 SH       SOLE    01              95257        0        0
NOBLE CORPORATION              SHS              G65422100     1816    75365 SH       SOLE    01              75365        0        0
NOKIA CORP                     SPONSORED ADR    654902204       30   200000 SH  CALL SOLE    01             200000        0        0
NOKIA CORP                     SPONSORED ADR    654902204     5886   504400 SH       SOLE    01             504400        0        0
NOMURA HLDGS INC               SPONSORED ADR    65535H208      583   115933 SH       SOLE    01             115933        0        0
NORDSTROM INC                  COM              655664100      608    36307 SH       SOLE    01              36307        0        0
NORDSTROM INC                  COM              655664100      500    40000 SH  PUT  SOLE    01              40000        0        0
NORFOLK SOUTHERN CORP          COM              655844108      140    60000 SH  CALL SOLE    01              60000        0        0
NORFOLK SOUTHERN CORP          COM              655844108      292   127800 SH  PUT  SOLE    01             127800        0        0
NORTHEAST UTILS                COM              664397106      664    30761 SH       SOLE    01              30761        0        0
NORTHERN TR CORP               COM              665859104     1233    20611 SH       SOLE    01              20611        0        0
NORTHERN TR CORP               COM              665859104      129    25000 SH  CALL SOLE    01              25000        0        0
NOVELL INC                     COM              670006105      137    32258 SH       SOLE    01              32258        0        0
NPS PHARMACEUTICALS INC        COM              62936P103       52    12400 SH       SOLE    01              12400        0        0
NRDC ACQUISITION CORP          COM              62941R102      143    15000 SH       SOLE    02              15000        0        0
NRG ENERGY INC                 COM NEW          629377508        2    90000 SH  CALL SOLE    01              90000        0        0
NSTAR                          COM              67019E107      408    12801 SH       SOLE    01              12801        0        0
NUCOR CORP                     COM              670346105     1063    27836 SH       SOLE    01              27836        0        0
NYSE EURONEXT                  COM              629491101    29505   186443 SH       SOLE    01             186443        0        0
NYSE EURONEXT                  COM              629491101       53    30000 SH  CALL SOLE    01              30000        0        0
NYSE EURONEXT                  COM              629491101      186    17500 SH  PUT  SOLE    01              17500        0        0
OCCIDENTAL PETE CORP DEL       COM              674599105      433     7786 SH       SOLE    01               7786        0        0
OCCIDENTAL PETE CORP DEL       COM              674599105       76    66400 SH  CALL SOLE    01              66400        0        0
OCWEN FINL CORP                NOTE 3.250% 8/0  675746AD3     3051  3059000 PRN      SOLE    01            3059000        0        0
ODYSSEY RE HLDGS CORP          COM              67612W108      296     7800 SH       SOLE    01               7800        0        0
OGE ENERGY CORP                COM              670837103      404    16980 SH       SOLE    01              16980        0        0
OIL SVC HOLDRS TR              DEPOSTRY RCPT    678002106       95    30000 SH  CALL SOLE    01              30000        0        0
OMNICARE CAP TR II             PFD B TR 4.00%   68214Q200      830    24598 SH       SOLE    01              24598        0        0
OMNICARE INC                   COM              681904108      236     9622 SH       SOLE    01               9622        0        0
OMNICOM GROUP INC              COM              681919106        7   100000 SH  CALL SOLE    01             100000        0        0
OMNICOM GROUP INC              COM              681919106      620    26483 SH       SOLE    01              26483        0        0
ON SEMICONDUCTOR CORP          NOTE 2.625%12/1  682189AG0      837  1185000 PRN      SOLE    01            1185000        0        0
ONYX PHARMACEUTICALS INC       COM              683399109      214     7500 SH       SOLE    01               7500        0        0
ORACLE CORP                    COM              68389X105      853    47198 SH       SOLE    01              47198        0        0
ORBITAL SCIENCES CORP          NOTE 2.438% 1/1  685564AN6       36    45000 PRN      SOLE    01              45000        0        0
ORIENTAL FINL GROUP INC        COM              68618W100       98    20000 SH       SOLE    02              20000        0        0
OVERSEAS SHIPHOLDING GROUP I   COM              690368105      453    19971 SH       SOLE    01              19971        0        0
OVERSEAS SHIPHOLDING GROUP I   COM              690368105       15    45000 SH  CALL SOLE    01              45000        0        0
OVERSEAS SHIPHOLDING GROUP I   COM              690368105      387    25000 SH  PUT  SOLE    01              25000        0        0
OWENS ILL INC                  COM NEW          690768403      459    31774 SH       SOLE    01              31774        0        0
OWENS ILL INC                  COM NEW          690768403      114   115600 SH  CALL SOLE    01             115600        0        0
PACCAR INC                     COM              693718108     1090    42310 SH       SOLE    01              42310        0        0
PAETEC HOLDING CORP            COM              695459107       15    10400 SH       SOLE    01              10400        0        0
PALL CORP                      COM              696429307      380    18593 SH       SOLE    01              18593        0        0
PALM INC NEW                   COM              696643105     9012  1049175 SH       SOLE    01            1049175        0        0
PALM INC NEW                   COM              696643105      307   176500 SH  CALL SOLE    01             176500        0        0
PALM INC NEW                   COM              696643105     1029   665100 SH  PUT  SOLE    01             665100        0        0
PAN AMERICAN SILVER CORP       COM              697900108      514    29500 SH       SOLE    01              29500        0        0
PARKER DRILLING CO             NOTE 2.125% 7/1  701081AR2      993  1750000 PRN      SOLE    01            1750000        0        0
PARKER HANNIFIN CORP           COM              701094104     1018    29967 SH       SOLE    01              29967        0        0
PATTERSON COMPANIES INC        COM              703395103      595    31526 SH       SOLE    01              31526        0        0
PATTERSON UTI ENERGY INC       COM              703481101      302    33700 SH       SOLE    01              33700        0        0
PAYCHEX INC                    COM              704326107      214     8330 SH       SOLE    01               8330        0        0
PAYCHEX INC                    COM              704326107       29    10500 SH  CALL SOLE    01              10500        0        0
PAYCHEX INC                    COM              704326107       86    33200 SH  PUT  SOLE    01              33200        0        0
PDL BIOPHARMA INC              COM              69329Y104       21   170000 SH  CALL SOLE    01             170000        0        0
PDL BIOPHARMA INC              COM              69329Y104      257    36300 SH       SOLE    01              36300        0        0
PEABODY ENERGY CORP            SDCV 4.750%12/1  704549AG9       62    88000 PRN      SOLE    01              88000        0        0
PEABODY ENERGY CORP            COM              704549104      698    93000 SH  PUT  SOLE    01              93000        0        0
PEABODY ENERGY CORP            COM              704549104      565   184000 SH  CALL SOLE    01             184000        0        0
PEABODY ENERGY CORP            COM              704549104      512    20430 SH       SOLE    01              20430        0        0
PENN VA CORP                   NOTE 4.500%11/1  707882AA4       13    22000 PRN      SOLE    01              22000        0        0
PENNEY J C INC                 COM              708160106     2585  1074400 SH  CALL SOLE    01            1074400        0        0
PENNEY J C INC                 COM              708160106     1093   772200 SH  PUT  SOLE    01             772200        0        0
PEOPLES UNITED FINANCIAL INC   COM              712704105       21    13600 SH  CALL SOLE    01              13600        0        0
PEPCO HOLDINGS INC             COM              713291102     1523   122033 SH       SOLE    01             122033        0        0
PEPSICO INC                    COM              713448108     1692    32876 SH       SOLE    01              32876        0        0
PERKINELMER INC                COM              714046109      472    36947 SH       SOLE    01              36947        0        0
PERMIAN BASIN RTY TR           UNIT BEN INT     714236106    39960   400000 SH       SOLE    01             400000        0        0
PETRO-CDA                      COM              71644E102     1342    50500 SH       SOLE    01              50500        0        0
PETRO-CDA                      COM              71644E102       20    83200 SH  PUT  SOLE    01              83200        0        0
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V408      118    58900 SH  PUT  SOLE    01              58900        0        0
PFIZER INC                     COM              717081103     2304   169165 SH       SOLE    01             169165        0        0
PG&E CORP                      COM              69331C108     1776    46464 SH       SOLE    01              46464        0        0
PHARMACEUTICAL PROD DEV INC    COM              717124101      293    12370 SH       SOLE    01              12370        0        0
PHILIP MORRIS INTL INC         COM              718172109    31717   164244 SH       SOLE    01             164244        0        0
PINNACLE WEST CAP CORP         COM              723484101     1392    52419 SH       SOLE    01              52419        0        0
PIONEER NAT RES CO             COM              723787107     1092    66289 SH       SOLE    01              66289        0        0
PIONEER NAT RES CO             COM              723787107      108    59900 SH  CALL SOLE    01              59900        0        0
PIONEER NAT RES CO             COM              723787107      170    50000 SH  PUT  SOLE    01              50000        0        0
PIONEER NAT RES CO             NOTE 2.875% 1/1  723787AH0       26    35000 PRN      SOLE    01              35000        0        0
PITNEY BOWES INC               COM              724479100     1298    55573 SH       SOLE    01              55573        0        0
PITNEY BOWES INC               COM              724479100       42    75000 SH  CALL SOLE    01              75000        0        0
PLATINUM UNDERWRITER HLDGS L   COM              G7127P100       51    37500 SH  CALL SOLE    01              37500        0        0
PNC FINL SVCS GROUP INC        COM              693475105      436    14890 SH       SOLE    01              14890        0        0
PNC FINL SVCS GROUP INC        COM              693475105      249   160000 SH  CALL SOLE    01             160000        0        0
POLARIS INDS INC               COM              731068102       19    10000 SH  PUT  SOLE    01              10000        0        0
POLO RALPH LAUREN CORP         CL A             731572103      273     6458 SH       SOLE    01               6458        0        0
POLYONE CORP                   COM              73179P106       35    15000 SH       SOLE    01              15000        0        0
POST PPTYS INC                 COM              737464107      128    12600 SH       SOLE    01              12600        0        0
POTASH CORP SASK INC           COM              73755L107     7012  1286800 SH  CALL SOLE    01            1286800        0        0
POTASH CORP SASK INC           COM              73755L107    13897  1990900 SH  PUT  SOLE    01            1990900        0        0
POWERSHARES QQQ TRUST          UNIT SER 1       73935A104      350   144800 SH  CALL SOLE    01             144800        0        0
POWERSHARES QQQ TRUST          UNIT SER 1       73935A104      911   732000 SH  PUT  SOLE    01             732000        0        0
PRAXAIR INC                    COM              74005P104      368     5475 SH       SOLE    01               5475        0        0
PRECISION CASTPARTS CORP       COM              740189105      540     9009 SH       SOLE    01               9009        0        0
PRICE T ROWE GROUP INC         COM              74144T108       70    31600 SH  PUT  SOLE    01              31600        0        0
PRICELINE COM INC              COM NEW          741503403      466     5911 SH       SOLE    01               5911        0        0
PRIDE INTL INC DEL             COM              74153Q102       87    50000 SH  CALL SOLE    01              50000        0        0
PROASSURANCE CORP              COM              74267C106      303     6500 SH       SOLE    01               6500        0        0
PROCTER & GAMBLE CO            COM              742718109       76   310100 SH  CALL SOLE    01             310100        0        0
PROCTER & GAMBLE CO            COM              742718109     1055   100000 SH  PUT  SOLE    01             100000        0        0
PROCTER & GAMBLE CO            COM              742718109     1814    38532 SH       SOLE    01              38532        0        0
PROGRESS ENERGY INC            COM              743263105        2    68500 SH  CALL SOLE    01              68500        0        0
PROGRESSIVE CORP OHIO          COM              743315103      151    11200 SH       SOLE    01              11200        0        0
PROLOGIS                       NOTE 2.250% 4/0  743410AQ5       10    19000 PRN      SOLE    01              19000        0        0
PROSHARES TR                   PSHS REAL ESTAT  74347R552      423     8000 SH       SOLE    01               8000        0        0
PROSHARES TR                   PSHS ULTRA QQQ   74347R206     1351    50000 SH  PUT  SOLE    02              50000        0        0
PROSHARES TR                   PSHS ULTSH 20YRS 74347R297      851    19507 SH       SOLE    01              19507        0        0
PROSHARES TR                   PSHS UT SHT MSCI 74347R354      410    10007 SH       SOLE    01              10007        0        0
PROSPECT ACQUISITION CORP      COM              74347T103      710    75000 SH       SOLE    02              75000        0        0
PROTEIN DESIGN LABS INC        NOTE 2.750% 8/1  74369LAD5     4392  4465000 PRN      SOLE    01            4465000        0        0
PROVIDENT BANKSHARES CORP      COM              743859100     1170   142857 SH       SOLE    02             142857        0        0
PRUDENTIAL FINL INC            COM              744320102      669    35197 SH       SOLE    01              35197        0        0
PRUDENTIAL FINL INC            COM              744320102       87    48200 SH  CALL SOLE    01              48200        0        0
PRUDENTIAL FINL INC            COM              744320102      286    18500 SH  PUT  SOLE    01              18500        0        0
PRUDENTIAL FINL INC            FRNT 12/1        744320AJ1     2578  2617000 PRN      SOLE    01            2617000        0        0
QLOGIC CORP                    COM              747277101      960    86366 SH       SOLE    01              86366        0        0
QUALCOMM INC                   COM              747525103    59564   620931 SH       SOLE    01             620931        0        0
QUALCOMM INC                   COM              747525103      319   687100 SH  CALL SOLE    01             687100        0        0
QUALCOMM INC                   COM              747525103      587   629600 SH  PUT  SOLE    01             629600        0        0
QUANTA SVCS INC                COM              74762E102      369    17211 SH       SOLE    01              17211        0        0
QUANTA SVCS INC                NOTE 3.750% 4/3  74762EAE2       33    30000 PRN      SOLE    01              30000        0        0
QUESTAR CORP                   COM              748356102     2933    99653 SH       SOLE    01              99653        0        0
RACKABLE SYS INC               COM              750077109       49    12000 SH       SOLE    01              12000        0        0
RADIANT SYSTEMS INC            COM              75025N102      106    24000 SH       SOLE    01              24000        0        0
RADIOSHACK CORP                COM              750438103      271    31200 SH  PUT  SOLE    01              31200        0        0
RADIOSHACK CORP                COM              750438103      283    33030 SH       SOLE    01              33030        0        0
RAM ENERGY RESOURCES INC       COM              75130P109    12501 17124998 SH       SOLE    01           17124998        0        0
RANDGOLD RES LTD               ADR              752344309      288     5300 SH       SOLE    01               5300        0        0
RANGE RES CORP                 COM              75281A109      114    32000 SH  CALL SOLE    01              32000        0        0
RAYONIER INC                   COM              754907103      616    20400 SH       SOLE    01              20400        0        0
RAYTHEON CO                    COM NEW          755111507      848    21773 SH       SOLE    01              21773        0        0
RECKSON OPER PARTNERSHIP L P   DEB 4.000% 6/1   75621LAJ3       96   108000 PRN      SOLE    01             108000        0        0
RED HAT INC                    COM              756577102      475    26600 SH       SOLE    01              26600        0        0
REGAL ENTMT GROUP              CL A             758766109      165    12300 SH       SOLE    01              12300        0        0
REGIS CORP MINN                COM              758932107      306    21200 SH       SOLE    01              21200        0        0
RELIANCE STEEL & ALUMINUM CO   COM              759509102      424    16100 SH       SOLE    01              16100        0        0
RENAISSANCERE HOLDINGS LTD     COM              G7496G103      336     6800 SH       SOLE    01               6800        0        0
REPUBLIC SVCS INC              COM              760759100      742    43287 SH       SOLE    01              43287        0        0
RESEARCH IN MOTION LTD         COM              760975102      399    47000 SH  PUT  SOLE    01              47000        0        0
RETAIL HOLDRS TR               DEP RCPT         76127U101       80    14000 SH  PUT  SOLE    01              14000        0        0
REYNOLDS AMERICAN INC          COM              761713106     1594    44481 SH       SOLE    01              44481        0        0
RITE AID CORP                  COM              767754104        4   169200 SH  CALL SOLE    01             169200        0        0
ROCKWELL AUTOMATION INC        COM              773903109     1895    86786 SH       SOLE    01              86786        0        0
ROCKWELL COLLINS INC           COM              774341101      809    24786 SH       SOLE    01              24786        0        0
ROHM & HAAS CO                 COM              775371107     2257    28631 SH       SOLE    01              28631        0        0
ROHM & HAAS CO                 COM              775371107     1416   251400 SH  CALL SOLE    01             251400        0        0
ROHM & HAAS CO                 COM              775371107      256   250700 SH  PUT  SOLE    01             250700        0        0
ROPER INDS INC NEW             NOTE 1/1         776696AA4       95   181000 PRN      SOLE    01             181000        0        0
ROSS STORES INC                COM              778296103      301     8397 SH       SOLE    01               8397        0        0
ROWAN COS INC                  COM              779382100      823    68720 SH       SOLE    01              68720        0        0
ROYAL DUTCH SHELL PLC          SPON ADR B       780259107      724    16600 SH       SOLE    01              16600        0        0
SAFEGUARD SCIENTIFICS INC      DBCV 2.625% 3/1  786449AG3      127   174000 PRN      SOLE    01             174000        0        0
SAIC INC                       COM              78390X101      400    21400 SH       SOLE    01              21400        0        0
SALESFORCE COM INC             COM              79466L302     1184    36178 SH       SOLE    01              36178        0        0
SANDISK CORP                   COM              80004C101       13   125100 SH  CALL SOLE    01             125100        0        0
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204    27486   778873 SH       SOLE    01             778873        0        0
SAPIENT CORP                   COM              803062108      114    25400 SH       SOLE    01              25400        0        0
SAPPHIRE INDUSTRIALS CORP      COM              80306T109     1906   200000 SH       SOLE    02             200000        0        0
SAVVIS INC                     NOTE 3.000% 5/1  805423AA8       31    55000 PRN      SOLE    01              55000        0        0
SBA COMMUNICATIONS CORP        COM              78388J106      895    38411 SH       SOLE    01              38411        0        0
SBA COMMUNICATIONS CORP        COM              78388J106       51    22000 SH  CALL SOLE    01              22000        0        0
SCHERING PLOUGH CORP           COM              806605101       82   105700 SH  CALL SOLE    01             105700        0        0
SCHLUMBERGER LTD               COM              806857108     1390    34209 SH       SOLE    01              34209        0        0
SCHLUMBERGER LTD               COM              806857108       10    25000 SH  CALL SOLE    01              25000        0        0
SCHLUMBERGER LTD               COM              806857108      320    25000 SH  PUT  SOLE    01              25000        0        0
SCHWAB CHARLES CORP NEW        COM              808513105      620   241100 SH  CALL SOLE    01             241100        0        0
SCHWAB CHARLES CORP NEW        COM              808513105      337    55300 SH  PUT  SOLE    01              55300        0        0
SCIENTIFIC GAMES CORP          SDCV 0.750%12/0  80874PAD1      424   465000 PRN      SOLE    01             465000        0        0
SCIENTIFIC GAMES CORP          CL A             80874P109      348    28711 SH       SOLE    01              28711        0        0
SEABRIGHT INSURANCE HLDGS IN   COM              811656107      217    20700 SH       SOLE    01              20700        0        0
SEACOR HOLDINGS INC            DBCV 2.875%12/1  811904AJ0       12    13000 PRN      SOLE    01              13000        0        0
SEALED AIR CORP NEW            COM              81211K100      287    20801 SH       SOLE    01              20801        0        0
SEARS HLDGS CORP               COM              812350106      500    10932 SH       SOLE    01              10932        0        0
SEASPAN CORP                   SHS              Y75638109       21    60000 SH  CALL SOLE    01              60000        0        0
SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y605     1113  1913100 SH  CALL SOLE    01            1913100        0        0
SELECT SECTOR SPDR TR          SBI INT-TECH     81369Y803      137   180000 SH  PUT  SOLE    01             180000        0        0
SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y605     1804  1250100 SH  PUT  SOLE    01            1250100        0        0
SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y704      446    24200 SH       SOLE    01              24200        0        0
SELECT SECTOR SPDR TR          SBI INT-TECH     81369Y803     1870   119700 SH       SOLE    01             119700        0        0
SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y506      246   468800 SH  CALL SOLE    01             468800        0        0
SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y506     2178    51300 SH       SOLE    01              51300        0        0
SELECT SECTOR SPDR TR          SBI CONS DISCR   81369Y407        1   178000 SH  PUT  SOLE    01             178000        0        0
SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y605     3653   414541 SH       SOLE    01 02          414541        0        0
SEMICONDUCTOR HLDRS TR         DEP RCPT         816636203    11610   620842 SH       SOLE    01             620842        0        0
SEMICONDUCTOR HLDRS TR         DEP RCPT         816636203       71   213600 SH  PUT  SOLE    01             213600        0        0
SENIOR HSG PPTYS TR            SH BEN INT       81721M109      142    10100 SH       SOLE    01              10100        0        0
SEPRACOR INC                   COM              817315104      626    42685 SH       SOLE    01              42685        0        0
SHAW GROUP INC                 COM              820280105      663    24202 SH       SOLE    01              24202        0        0
SHIP FINANCE INTERNATIONAL L   SHS              G81075106        1    50000 SH  CALL SOLE    01              50000        0        0
SHIRE PLC                      SPONSORED ADR    82481R106      719    20000 SH       SOLE    01              20000        0        0
SIGMA ALDRICH CORP             COM              826552101     1509    39929 SH       SOLE    01              39929        0        0
SIGMA DESIGNS INC              COM              826565103      139    11200 SH       SOLE    01              11200        0        0
SIGNATURE BK NEW YORK N Y      COM              82669G104      217     7700 SH       SOLE    01               7700        0        0
SIGNET JEWELERS LIMITED        SHS              G81276100      290    25300 SH       SOLE    01              25300        0        0
SIMPSON MANUFACTURING CO INC   COM              829073105      258    14300 SH       SOLE    01              14300        0        0
SINA CORP                      ORD              G81477104     2019   963200 SH  CALL SOLE    01             963200        0        0
SKYWORKS SOLUTIONS INC         NOTE 1.500% 3/0  83088MAH5      601   595000 PRN      SOLE    01             595000        0        0
SL GREEN RLTY CORP             COM              78440X101      211    19529 SH       SOLE    01              19529        0        0
SLM CORP                       COM              78442P106       60    12088 SH       SOLE    01              12088        0        0
SLM CORP                       COM              78442P106       12    37900 SH  CALL SOLE    01              37900        0        0
SLM CORP                       COM              78442P106      189    23100 SH  PUT  SOLE    01              23100        0        0
SMITH INTL INC                 COM              832110100     1452    67614 SH       SOLE    01              67614        0        0
SMITH INTL INC                 COM              832110100      344    51400 SH  PUT  SOLE    01              51400        0        0
SMITH MICRO SOFTWARE INC       COM              832154108      151    28900 SH       SOLE    01              28900        0        0
SNAP ON INC                    COM              833034101     2391    95268 SH       SOLE    01              95268        0        0
SONOCO PRODS CO                COM              835495102      355    16944 SH       SOLE    01              16944        0        0
SOUTHERN CO                    COM              842587107     2076    67783 SH       SOLE    01              67783        0        0
SOUTHWESTERN ENERGY CO         COM              845467109      642    21618 SH       SOLE    01              21618        0        0
SOUTHWESTERN ENERGY CO         COM              845467109       64    28600 SH  CALL SOLE    01              28600        0        0
SOUTHWESTERN ENERGY CO         COM              845467109       76    35300 SH  PUT  SOLE    01              35300        0        0
SPDR GOLD TRUST                GOLD SHS         78463V107   115065   189550 SH       SOLE    01             189550        0        0
SPDR SERIES TRUST              S&P HOMEBUILD    78464A888      620   689400 SH  CALL SOLE    01             689400        0        0
SPDR SERIES TRUST              S&P HOMEBUILD    78464A888      158   287100 SH  PUT  SOLE    01             287100        0        0
SPDR SERIES TRUST              KBW REGN BK ETF  78464A698       11    20600 SH  CALL SOLE    01              20600        0        0
SPDR SERIES TRUST              S&P HOMEBUILD    78464A888      319    30000 SH       SOLE    02              30000        0        0
SPDR TR                        UNIT SER 1       78462F103   188955   556830 SH       SOLE    01 02          556830        0        0
SPDR TR                        UNIT SER 1       78462F103     3046  1694600 SH  CALL SOLE    01            1694600        0        0
SPDR TR                        UNIT SER 1       78462F103    13167  2076600 SH  PUT  SOLE    01            2076600        0        0
SPECTRA ENERGY CORP            COM              847560109       36    60000 SH  CALL SOLE    01              60000        0        0
SPECTRA ENERGY CORP            COM              847560109       75    60000 SH  PUT  SOLE    01              60000        0        0
SPORTS PPTYS ACQUISITION COR   COM              84920F107      190    20100 SH       SOLE    02              20100        0        0
SPX CORP                       COM              784635104      240     5100 SH       SOLE    01               5100        0        0
SRA INTL INC                   CL A             78464R105      324    22059 SH       SOLE    02              22059        0        0
ST JOE CO                      COM              790148100      167    10000 SH       SOLE    02              10000        0        0
ST JUDE MED INC                COM              790849103     1576    43374 SH       SOLE    01              43374        0        0
STANDARD MTR PRODS INC         SDCV 6.750% 7/1  853666AB1      314   360000 PRN      SOLE    01             360000        0        0
STANLEY WKS                    COM              854616109      550    18885 SH       SOLE    01              18885        0        0
STANLEY WKS                    COM              854616109      167   100000 SH  CALL SOLE    01             100000        0        0
STANLEY WKS                    COM              854616109      260   100000 SH  PUT  SOLE    01             100000        0        0
STAPLES INC                    COM              855030102     1505  1412200 SH  PUT  SOLE    01            1412200        0        0
STAPLES INC                    COM              855030102     1153    63663 SH       SOLE    01              63663        0        0
STAPLES INC                    COM              855030102     1891  1633800 SH  CALL SOLE    01            1633800        0        0
STARBUCKS CORP                 COM              855244109      266    23949 SH       SOLE    01              23949        0        0
STARENT NETWORKS CORP          COM              85528P108      163    10300 SH       SOLE    01              10300        0        0
STARWOOD HOTELS&RESORTS WRLD   COM              85590A401      658    51772 SH       SOLE    01              51772        0        0
STARWOOD HOTELS&RESORTS WRLD   COM              85590A401       26    19200 SH  CALL SOLE    01              19200        0        0
STARWOOD HOTELS&RESORTS WRLD   COM              85590A401       61    20000 SH  PUT  SOLE    01              20000        0        0
STATE STR CORP                 COM              857477103      301     9779 SH       SOLE    01               9779        0        0
STATE STR CORP                 COM              857477103      336    72600 SH  CALL SOLE    01              72600        0        0
STATE STR CORP                 COM              857477103      113    10000 SH  PUT  SOLE    01              10000        0        0
STEEL DYNAMICS INC             COM              858119100      661    75000 SH       SOLE    01              75000        0        0
STEINWAY MUSICAL INSTRS INC    COM              858495104      211    17600 SH       SOLE    01              17600        0        0
STERICYCLE INC                 COM              858912108      752    15763 SH       SOLE    01              15763        0        0
SUN MICROSYSTEMS INC           COM NEW          866810203     2941   401823 SH       SOLE    01             401823        0        0
SUN MICROSYSTEMS INC           COM NEW          866810203      180   259700 SH  CALL SOLE    01             259700        0        0
SUNCOR ENERGY INC              COM              867229106      666    30000 SH       SOLE    01              30000        0        0
SUNCOR ENERGY INC              COM              867229106       27    30000 SH  PUT  SOLE    01              30000        0        0
SUNOCO INC                     COM              86764P109      530    20019 SH       SOLE    01              20019        0        0
SUNTRUST BKS INC               COM              867914103      643    54836 SH       SOLE    01 02           54836        0        0
SUNTRUST BKS INC               COM              867914103      792    33500 SH  PUT  SOLE    01              33500        0        0
SUPERIOR WELL SVCS INC         COM              86837X105       61    11800 SH       SOLE    01              11800        0        0
SUPERVALU INC                  COM              868536103     1070    74963 SH       SOLE    01              74963        0        0
SWIFT ENERGY CO                COM              870738101       22    16200 SH  PUT  SOLE    01              16200        0        0
SYBASE INC                     COM              871130100      482    15910 SH       SOLE    01              15910        0        0
SYBASE INC                     NOTE 1.750% 2/2  871130AB6     4440  3503000 PRN      SOLE    01            3503000        0        0
SYMMETRY MED INC               COM              871546206      167    26500 SH       SOLE    01              26500        0        0
SYNAPTICS INC                  COM              87157D109      428    16000 SH       SOLE    01              16000        0        0
SYNAPTICS INC                  NOTE 0.750%12/0  87157DAB5       51    52000 PRN      SOLE    01              52000        0        0
SYNOPSYS INC                   COM              871607107     1230    59355 SH       SOLE    01              59355        0        0
SYNOVUS FINL CORP              COM              87161C105      163    50063 SH       SOLE    01 02           50063        0        0
TARGET CORP                    COM              87612E106       12    18000 SH  CALL SOLE    01              18000        0        0
TBS INTERNATIONAL LIMITED      COM CL A         G86975151      376    51200 SH       SOLE    01              51200        0        0
TECH DATA CORP                 COM              878237106     1338    61445 SH       SOLE    01              61445        0        0
TECH DATA CORP                 COM              878237106       30    10300 SH  CALL SOLE    01              10300        0        0
TECH DATA CORP                 COM              878237106      234    73200 SH  PUT  SOLE    01              73200        0        0
TECHWELL INC                   COM              87874D101      244    38662 SH       SOLE    01 02           38662        0        0
TELEFLEX INC                   COM              879369106      462    11828 SH       SOLE    01              11828        0        0
TERADATA CORP DEL              COM              88076W103      469    28932 SH       SOLE    01              28932        0        0
TERRA INDS INC                 COM              880915103      313   135000 SH  CALL SOLE    01             135000        0        0
TERRA INDS INC                 COM              880915103      438   189200 SH  PUT  SOLE    01             189200        0        0
TEVA PHARMACEUTICAL FIN CO B   NOTE 1.750% 2/0  88165FAA0       11    10000 PRN      SOLE    01              10000        0        0
TEVA PHARMACEUTICAL FIN II L   DBCV 0.500% 2/0  88164RAA5      247   206000 PRN      SOLE    01             206000        0        0
TEVA PHARMACEUTICAL FIN LLC    DBCV 0.250% 2/0  88163VAE9      406   387000 PRN      SOLE    01             387000        0        0
TEXAS INDS INC                 COM              882491103      605    24200 SH       SOLE    01              24200        0        0
TEXAS INSTRS INC               COM              882508104     1029    62343 SH       SOLE    01              62343        0        0
TEXAS INSTRS INC               COM              882508104      206   178100 SH  CALL SOLE    01             178100        0        0
TEXAS INSTRS INC               COM              882508104      312   226100 SH  PUT  SOLE    01             226100        0        0
TEXTRON INC                    COM              883203101      312    54420 SH       SOLE    01              54420        0        0
TEXTRON INC                    COM              883203101       59   222100 SH  CALL SOLE    01             222100        0        0
THERMO FISHER SCIENTIFIC INC   COM              883556102     1121    31433 SH       SOLE    01              31433        0        0
THINKORSWIM GROUP INC          COM              88409C105      145    16800 SH       SOLE    01              16800        0        0
THOR INDS INC                  COM              885160101      328    21000 SH       SOLE    01              21000        0        0
THORATEC CORP                  COM NEW          885175307      803    31250 SH       SOLE    01              31250        0        0
THORATEC CORP                  NOTE 1.379% 5/1  885175AB5     1466  1835000 PRN      SOLE    01            1835000        0        0
TIFFANY & CO NEW               COM              886547108      155    50000 SH  CALL SOLE    01              50000        0        0
TIME WARNER CABLE INC          COM              88732J207      495    19952 SH       SOLE    01              19952        0        0
TITANIUM METALS CORP           COM NEW          888339207      141    25800 SH       SOLE    01              25800        0        0
TIVO INC                       COM              888706108      114    16200 SH       SOLE    01              16200        0        0
TJX COS INC NEW                COM              872540109      428    16688 SH       SOLE    01              16688        0        0
TJX COS INC NEW                NOTE 2/1         872540AL3      670   740000 PRN      SOLE    01             740000        0        0
TORCHMARK CORP                 COM              891027104      458    17456 SH       SOLE    01              17456        0        0
TOTAL SYS SVCS INC             COM              891906109      459    33273 SH       SOLE    01 02           33273        0        0
TOWN SPORTS INTL HLDGS INC     COM              89214A102       46    15400 SH       SOLE    01              15400        0        0
TRADESTATION GROUP INC         COM              89267P105      128    19400 SH       SOLE    01 02           19400        0        0
TRAVELERS COMPANIES INC        COM              89417E109      202    15000 SH  PUT  SOLE    01              15000        0        0
TRAVELERS COMPANIES INC        COM              89417E109      323     7938 SH       SOLE    01               7938        0        0
TRIAN ACQUISITION I CORP       COM              89582E108      931   100000 SH       SOLE    02             100000        0        0
TRINITY INDS INC               NOTE 3.875% 6/0  896522AF6      462  1078000 PRN      SOLE    01            1078000        0        0
TRIPLECROWN ACQUISITION CORP   COM              89677G109     1284   137000 SH       SOLE    02             137000        0        0
TUPPERWARE BRANDS CORP         COM              899896104        4    18800 SH  CALL SOLE    01              18800        0        0
TUPPERWARE BRANDS CORP         COM              899896104      167    18800 SH  PUT  SOLE    01              18800        0        0
TYSON FOODS INC                CL A             902494103      317    33758 SH       SOLE    01              33758        0        0
TYSON FOODS INC                CL A             902494103       15    23300 SH  PUT  SOLE    01              23300        0        0
UGI CORP NEW                   COM              902681105      250    10600 SH       SOLE    01              10600        0        0
ULTRA PETROLEUM CORP           COM              903914109      309     8600 SH       SOLE    01               8600        0        0
UMB FINL CORP                  COM              902788108      285     6700 SH       SOLE    01               6700        0        0
UNDER ARMOUR INC               CL A             904311107      129    92600 SH  CALL SOLE    01              92600        0        0
UNDER ARMOUR INC               CL A             904311107        5    21900 SH  PUT  SOLE    01              21900        0        0
UNION PAC CORP                 COM              907818108        1    15000 SH  CALL SOLE    01              15000        0        0
UNISOURCE ENERGY CORP          NOTE 4.500% 3/0  909205AB2     1284  1500000 PRN      SOLE    01            1500000        0        0
UNITED PARCEL SERVICE INC      CL B             911312106      295     5984 SH       SOLE    01               5984        0        0
UNITED RENTALS INC             COM              911363109       62    14800 SH       SOLE    01              14800        0        0
UNITED STATES NATL GAS FUND    UNIT             912318102      722    47500 SH       SOLE    01              47500        0        0
UNITED STATES STL CORP NEW     COM              912909108     2855   135132 SH       SOLE    01             135132        0        0
UNITED STATES STL CORP NEW     COM              912909108        5    30000 SH  CALL SOLE    01              30000        0        0
UNITED STATES STL CORP NEW     COM              912909108      385   175000 SH  PUT  SOLE    01             175000        0        0
UNITED TECHNOLOGIES CORP       COM              913017109     1260    29312 SH       SOLE    01              29312        0        0
UNITED THERAPEUTICS CORP DEL   COM              91307C102      386    84500 SH  CALL SOLE    01              84500        0        0
UNITEDHEALTH GROUP INC         COM              91324P102      647    30907 SH       SOLE    01              30907        0        0
UNITEDHEALTH GROUP INC         COM              91324P102       13    42800 SH  CALL SOLE    01              42800        0        0
UNIVERSAL CORP VA              COM              913456109        2    27500 SH  CALL SOLE    01              27500        0        0
UNIVERSAL FST PRODS INC        COM              913543104      365    13700 SH       SOLE    01              13700        0        0
UNUM GROUP                     COM              91529Y106      376    35000 SH  PUT  SOLE    01              35000        0        0
UNUM GROUP                     COM              91529Y106       27    35000 SH  CALL SOLE    01              35000        0        0
UNUM GROUP                     COM              91529Y106      284    22688 SH       SOLE    01              22688        0        0
US BANCORP DEL                 COM NEW          902973304      178    87400 SH  CALL SOLE    01              87400        0        0
US BANCORP DEL                 COM NEW          902973304      250    40000 SH  PUT  SOLE    01              40000        0        0
US BANCORP DEL                 DBCV 12/1        902973AM8      128   145000 PRN      SOLE    01             145000        0        0
V F CORP                       COM              918204108     1535    26871 SH       SOLE    01              26871        0        0
VALEANT PHARMACEUTICALS INTL   NOTE 4.000%11/1  91911XAD6        9    10000 PRN      SOLE    01              10000        0        0
VALLEY NATL BANCORP            COM              919794107      612    49500 SH       SOLE    01              49500        0        0
VALUECLICK INC                 COM              92046N102      134    15800 SH       SOLE    01              15800        0        0
VARIAN MED SYS INC             COM              92220P105      499    16385 SH       SOLE    01              16385        0        0
VARIAN MED SYS INC             COM              92220P105       37    21900 SH  CALL SOLE    01              21900        0        0
VECTOR GROUP LTD               COM              92240M108    43719  3365600 SH       SOLE    01            3365600        0        0
VECTOR GROUP LTD               DBCV 5.750% 6/1  92240MAL2      302   345000 PRN      SOLE    01             345000        0        0
VECTOR GROUP LTD               NOTE 5.000%11/1  92240MAE8     2344  2200658 PRN      SOLE    01            2200658        0        0
VECTOR GROUP LTD               NOTE 5.000%11/1  92240MAH1     3408  3200000 PRN      SOLE    01            3200000        0        0
VENTAS INC                     COM              92276F100      595    26325 SH       SOLE    01              26325        0        0
VERISIGN INC                   COM              92343E102      829    43939 SH       SOLE    01              43939        0        0
VERIZON COMMUNICATIONS INC     COM              92343V104      366   373500 SH  PUT  SOLE    01             373500        0        0
VERIZON COMMUNICATIONS INC     COM              92343V104      917   692300 SH  CALL SOLE    01             692300        0        0
VERIZON COMMUNICATIONS INC     COM              92343V104      251     8321 SH       SOLE    01               8321        0        0
VERTEX PHARMACEUTICALS INC     COM              92532F100      229     7954 SH       SOLE    01               7954        0        0
VERTEX PHARMACEUTICALS INC     COM              92532F100       90    48600 SH  CALL SOLE    01              48600        0        0
VIACOM INC NEW                 CL B             92553P201    22816  1312755 SH       SOLE    01            1312755        0        0
VIACOM INC NEW                 CL B             92553P201     3412  2048500 SH  CALL SOLE    01            2048500        0        0
VIACOM INC NEW                 CL B             92553P201     3646  1383400 SH  PUT  SOLE    01            1383400        0        0
VIRGIN MOBILE USA INC          CL A             92769R108       26    20400 SH       SOLE    01              20400        0        0
VIRTUSA CORP                   COM              92827P102      167    26900 SH       SOLE    01              26900        0        0
VISA INC                       COM CL A         92826C839     1248   253200 SH  PUT  SOLE    01             253200        0        0
VISA INC                       COM CL A         92826C839     5055    90916 SH       SOLE    01              90916        0        0
VMWARE INC                     CL A COM         928563402      341    14451 SH       SOLE    01              14451        0        0
VORNADO RLTY TR                SH BEN INT       929042109      240     7220 SH       SOLE    01               7220        0        0
WADDELL & REED FINL INC        CL A             930059100      754    41700 SH       SOLE    01              41700        0        0
WALGREEN CO                    COM              931422109     2690   103606 SH       SOLE    01             103606        0        0
WALGREEN CO                    COM              931422109       20    12000 SH  CALL SOLE    01              12000        0        0
WALTER INDS INC                COM              93317Q105     2074    90700 SH       SOLE    01              90700        0        0
WARNACO GROUP INC              COM NEW          934390402      269    11200 SH       SOLE    01              11200        0        0
WASTE MGMT INC DEL             COM              94106L109      519    20286 SH       SOLE    01              20286        0        0
WATSON PHARMACEUTICALS INC     COM              942683103     2194    70521 SH       SOLE    01              70521        0        0
WATSON PHARMACEUTICALS INC     DBCV 1.750% 3/1  942683AC7       85    88000 PRN      SOLE    01              88000        0        0
WEATHERFORD INTERNATIONAL LT   REG              H27013103      143    12885 SH       SOLE    01              12885        0        0
WELLS FARGO & CO NEW           COM              949746101     2778  1271200 SH  PUT  SOLE    01            1271200        0        0
WELLS FARGO & CO NEW           COM              949746101      948    66538 SH       SOLE    01              66538        0        0
WELLS FARGO & CO NEW           COM              949746101     1205   421200 SH  CALL SOLE    01             421200        0        0
WESTERN REFNG INC              COM              959319104      295    24700 SH       SOLE    01              24700        0        0
WESTERN UN CO                  COM              959802109      144    11470 SH       SOLE    01              11470        0        0
WEYERHAEUSER CO                COM              962166104      568    20587 SH       SOLE    01              20587        0        0
WGL HLDGS INC                  COM              92924F106      492    15000 SH       SOLE    01              15000        0        0
WHIRLPOOL CORP                 COM              963320106     1558    52668 SH       SOLE    01              52668        0        0
WHIRLPOOL CORP                 COM              963320106      101    37300 SH  PUT  SOLE    01              37300        0        0
WHITNEY HLDG CORP              COM              966612103      118    10300 SH       SOLE    01              10300        0        0
WILLIAMS CLAYTON ENERGY INC    COM              969490101      240     8200 SH       SOLE    01               8200        0        0
WILLIAMS COS INC DEL           COM              969457100       43    90000 SH  CALL SOLE    01              90000        0        0
WILLIAMS COS INC DEL           COM              969457100      139    30000 SH  PUT  SOLE    01              30000        0        0
WILSON GREATBATCH TECHNOLOGI   SDCV 2.250% 6/1  972232AB8       31    42000 PRN      SOLE    01              42000        0        0
WRIGHT MED GROUP INC           COM              98235T107       25    14500 SH  CALL SOLE    01              14500        0        0
WYNN RESORTS LTD               COM              983134107      629    31475 SH       SOLE    01              31475        0        0
XILINX INC                     COM              983919101     1151    60059 SH       SOLE    01              60059        0        0
XILINX INC                     COM              983919101      100    50000 SH  CALL SOLE    01              50000        0        0
XILINX INC                     COM              983919101       46    50000 SH  PUT  SOLE    01              50000        0        0
XL CAP LTD                     CL A             G98255105       73    13388 SH       SOLE    01              13388        0        0
XTO ENERGY INC                 COM              98385X106     1082    35330 SH       SOLE    01              35330        0        0
XTO ENERGY INC                 COM              98385X106       30    30000 SH  CALL SOLE    01              30000        0        0
XTO ENERGY INC                 COM              98385X106      376    38800 SH  PUT  SOLE    01              38800        0        0
YAHOO INC                      COM              984332106      382    29794 SH       SOLE    01              29794        0        0
YAHOO INC                      COM              984332106      209   268700 SH  CALL SOLE    01             268700        0        0
YAMANA GOLD INC                COM              98462Y100      225   190000 SH  CALL SOLE    01             190000        0        0
YUM BRANDS INC                 COM              988498101     1047    38095 SH       SOLE    01              38095        0        0
YUM BRANDS INC                 COM              988498101       34    38000 SH  CALL SOLE    01              38000        0        0
ZEBRA TECHNOLOGIES CORP        CL A             989207105      689    36200 SH       SOLE    01              36200        0        0
ZIONS BANCORPORATION           COM              989701107      224    22739 SH       SOLE    01              22739        0        0