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, 2006 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Labranche & Co Inc. Address: One Exchange Plaza New York, NY 10271 13F File Number: 28-10499 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jeffrey A. McCutcheon Title: Senior Vice President and Chief Financial Officer Phone: 212-482-8791 Signature, Place, and Date of Signing: /s/ Jeffrey A. McCutcheon New York, NY May 12, 2006 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form13F Information Table Entry Total: 1501 Form13F Information Table Value Total: $3,431,285 (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 1 28-10500 Labranche & Co., LLC 2 28-10501 Labranche Structured Products, LLC FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3COM CORP COM 885535104 360 4000 SH Call DEFINED 02 0 4000 0 3COM CORP COM 885535104 97 18869 SH DEFINED 02 0 18869 0 3M CO COM 88579Y101 497 6566 SH DEFINED 01 0 6566 0 3M CO COM 88579Y101 4309 56923 SH DEFINED 02 0 56923 0 3M CO COM 88579Y101 446 780 SH Call DEFINED 02 0 780 0 3M CO COM 88579Y101 781 1092 SH Put DEFINED 02 0 1092 0 4 KIDS ENTMT INC COM 350865101 679 39505 SH DEFINED 01 0 39505 0 99 CENTS ONLY STORES COM 65440K106 5072 374024 SH DEFINED 02 0 374024 0 A D C TELECOMMUNICATIONS COM NEW 000886309 1292 2970 SH Call DEFINED 02 0 2970 0 ABBOTT LABS COM 002824100 1131 26641 SH DEFINED 02 0 26641 0 ABERCROMBIE & FITCH CO CL A 002896207 1771 30370 SH DEFINED 02 0 30370 0 ABGENIX INC COM 00339B107 405 18000 SH DEFINED 02 0 18000 0 ACCELRYS INC COM 00430U103 86 11784 SH DEFINED 02 0 11784 0 ACCREDITED HOME LENDRS HLDG COM 00437P107 2102 41069 SH DEFINED 02 0 41069 0 ACE LTD ORD G0070K103 203 3904 SH DEFINED 02 0 3904 0 ACM INCOME FUND INC COM 000912105 545 67443 SH DEFINED 01 0 67443 0 ACTIVE POWER INC COM 00504W100 675 135327 SH DEFINED 02 0 135327 0 ACTIVISION INC NEW COM NEW 004930202 1496 108484 SH DEFINED 02 0 108484 0 ACTIVISION INC NEW COM NEW 004930202 777 4250 SH Call DEFINED 02 0 4250 0 ACXIOM CORP COM 005125109 588 22752 SH DEFINED 02 0 22752 0 ADAPTEC INC COM 00651F108 194 35035 SH DEFINED 02 0 35035 0 ADECCO SA SPONSORED ADR 006754105 181 12918 SH DEFINED 01 0 12918 0 ADOBE SYS INC COM 00724F101 670 19194 SH DEFINED 02 0 19194 0 ADOLOR CORP COM 00724X102 677 1746 SH Call DEFINED 02 0 1746 0 ADOLOR CORP COM 00724X102 2106 88481 SH DEFINED 02 0 88481 0 ADTRAN INC COM 00738A106 340 13000 SH DEFINED 02 0 13000 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 157 10900 SH DEFINED 02 0 10900 0 ADVANCE AUTO PARTS INC COM 00751Y106 1849 44407 SH DEFINED 02 0 44407 0 ADVANCED MEDICAL OPTICS INC COM 00763M108 1665 35709 SH DEFINED 02 0 35709 0 ADVANCED MEDICAL OPTICS INC COM 00763M108 284 1256 SH Call DEFINED 02 0 1256 0 ADVANCED MICRO DEVICES INC COM 007903107 4777 144047 SH DEFINED 02 0 144047 0 ADVANCED MICRO DEVICES INC COM 007903107 2552 5493 SH Call DEFINED 02 0 5493 0 ADVANCED MICRO DEVICES INC COM 007903107 1091 3868 SH Put DEFINED 02 0 3868 0 AES CORP COM 00130H105 2042 119700 SH DEFINED 02 0 119700 0 AETNA INC NEW COM 00817Y108 288 5858 SH DEFINED 02 0 5858 0 AFFILIATED COMPUTER SERVICES CL A 008190100 9116 152797 SH DEFINED 02 0 152797 0 AFFILIATED MANAGERS GROUP COM 008252108 1286 12061 SH DEFINED 02 0 12061 0 AFFYMETRIX INC COM 00826T108 267 8097 SH DEFINED 02 0 8097 0 AGERE SYS INC COM 00845V308 334 22202 SH DEFINED 01 0 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01741R102 257 4200 SH DEFINED 02 0 4200 0 ALLERGAN INC COM 018490102 605 5575 SH DEFINED 01 0 5575 0 ALLERGAN INC COM 018490102 2674 24644 SH DEFINED 02 0 24644 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 337 450 SH Call DEFINED 02 0 450 0 ALLIANCE WORLD DLR GV FD II COM 01879R106 391 31017 SH DEFINED 01 0 31017 0 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 762 11500 SH DEFINED 02 0 11500 0 ALLIANT TECHSYSTEMS INC COM 018804104 456 5907 SH DEFINED 02 0 5907 0 ALLIED CAP CORP NEW COM 01903Q108 620 4000 SH Call DEFINED 02 0 4000 0 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 1140 2000 SH Call DEFINED 02 0 2000 0 ALLTEL CORP COM 020039103 223 3445 SH DEFINED 02 0 3445 0 ALLTEL CORP COM 020039103 270 1000 SH Call DEFINED 02 0 1000 0 ALPHA NATURAL RESOURCES INC COM 02076X102 606 26200 SH DEFINED 02 0 26200 0 ALTAIR NANOTECHNOLOGIES INC COM 021373105 80 22571 SH DEFINED 02 0 22571 0 ALTERA CORP COM 021441100 1263 61211 SH DEFINED 02 0 61211 0 ALTRIA GROUP INC COM 02209S103 1065 15024 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00206R102 4585 169574 SH DEFINED 02 0 169574 0 ATMEL CORP COM 049513104 661 140135 SH DEFINED 02 0 140135 0 ATP OIL & GAS CORP COM 00208J108 248 426 SH Call DEFINED 02 0 426 0 ATWOOD OCEANICS INC COM 050095108 307 3036 SH DEFINED 02 0 3036 0 AU OPTRONICS CORP SPONSORED ADR 002255107 784 52586 SH DEFINED 02 0 52586 0 AUDIOCODES LTD ORD M15342104 184 13300 SH DEFINED 02 0 13300 0 AUTODESK INC COM 052769106 395 10243 SH DEFINED 02 0 10243 0 AUTONATION INC COM 05329W102 8153 378331 SH DEFINED 02 0 378331 0 AUTOZONE INC COM 053332102 1314 13179 SH DEFINED 02 0 13179 0 AVAYA INC COM 053499109 130 11476 SH DEFINED 01 0 11476 0 AVERY DENNISON CORP COM 053611109 466 7966 SH DEFINED 01 0 7966 0 AVI BIOPHARMA INC COM 002346104 243 2005 SH Call DEFINED 02 0 2005 0 AVID TECHNOLOGY INC COM 05367P100 230 5290 SH DEFINED 02 0 5290 0 AVISTA CORP COM 05379B107 270 13072 SH DEFINED 02 0 13072 0 AVNET INC COM 053807103 282 11100 SH DEFINED 02 0 11100 0 AVON PRODS INC COM 054303102 547 17551 SH DEFINED 02 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0 BUILDING MATLS HLDG CORP COM 120113105 304 8520 SH DEFINED 02 0 8520 0 BUNGE LIMITED COM G16962105 2298 41250 SH DEFINED 02 0 41250 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 3592 43102 SH DEFINED 02 0 43102 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 1415 1191 SH Call DEFINED 02 0 1191 0 BURLINGTON RES INC COM 122014103 1928 20981 SH DEFINED 02 0 20981 0 BURLINGTON RES INC COM 122014103 1359 600 SH Call DEFINED 02 0 600 0 BUSINESS OBJECTS S A SPONSORED ADR 12328X107 380 10415 SH DEFINED 02 0 10415 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1068 21749 SH DEFINED 02 0 21749 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2399 1587 SH Call DEFINED 02 0 1587 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 911 2610 SH Call DEFINED 02 0 2610 0 CABOT CORP COM 127055101 248 7300 SH DEFINED 02 0 7300 0 CABOT OIL & GAS CORP COM 127097103 2246 46855 SH DEFINED 02 0 46855 0 CADENCE DESIGN SYSTEM INC COM 127387108 305 16471 SH DEFINED 02 0 16471 0 CALGON CARBON CORP COM 129603106 1114 181141 SH DEFINED 02 0 181141 0 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 284 8758 SH DEFINED 02 0 8758 0 CALIFORNIA WTR SVC GROUP COM 130788102 950 21087 SH DEFINED 02 0 21087 0 CALLAWAY GOLF CO COM 131193104 394 22886 SH DEFINED 02 0 22886 0 CAMBRIDGE DISPLAY TECH INC COM 132193103 94 11284 SH DEFINED 02 0 11284 0 CAMPBELL SOUP CO COM 134429109 573 17693 SH DEFINED 02 0 17693 0 CANADIAN NAT RES LTD COM 136385101 1263 22800 SH DEFINED 02 0 22800 0 CANYON RESOURCES CORP COM NEW 138869300 10 11784 SH DEFINED 01 0 11784 0 CAPITAL ONE FINL CORP COM 14040H105 648 8048 SH DEFINED 01 0 8048 0 CAPITAL ONE FINL CORP COM 14040H105 2438 30284 SH DEFINED 02 0 30284 0 CAPSTONE TURBINE CORP COM 14067D102 736 202140 SH DEFINED 02 0 202140 0 CARDINAL HEALTH INC COM 14149Y108 4025 5957 SH Call DEFINED 02 0 5957 0 CARDINAL HEALTH INC COM 14149Y108 2356 31612 SH DEFINED 02 0 31612 0 CAREER EDUCATION CORP COM 141665109 513 13600 SH DEFINED 02 0 13600 0 CARPENTER TECHNOLOGY CORP COM 144285103 886 9373 SH 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ADR 38059T106 369 4440 SH Call DEFINED 02 0 4440 0 GOLDCORP INC NEW COM 380956409 504 17228 SH DEFINED 01 0 17228 0 GOLDCORP INC NEW COM 380956409 4355 148879 SH DEFINED 02 0 148879 0 GOLDCORP INC NEW COM 380956409 683 1408 SH Call DEFINED 02 0 1408 0 GOLDEN STAR RES LTD CDA COM 38119T104 190 59616 SH DEFINED 02 0 59616 0 GOLDEN STAR RES LTD CDA COM 38119T104 199 62251 SH DEFINED 01 0 62251 0 GOLDEN WEST FINL CORP DEL COM 381317106 506 7454 SH DEFINED 02 0 7454 0 GOLDEN WEST FINL CORP DEL COM 381317106 257 662 SH Put DEFINED 02 0 662 0 GOLDMAN SACHS GROUP INC COM 38141G104 13314 4324 SH Call DEFINED 02 0 4324 0 GOODYEAR TIRE & RUBR CO COM 382550101 482 33283 SH DEFINED 02 0 33283 0 GOOGLE INC CL A 38259P508 9205 23602 SH DEFINED 02 0 23602 0 GOOGLE INC CL A 38259P508 16636 4196 SH Call DEFINED 02 0 4196 0 GOOGLE INC CL A 38259P508 6804 4102 SH Put DEFINED 02 0 4102 0 GRACE W R & CO DEL NEW COM 38388F108 852 64053 SH DEFINED 02 0 64053 0 GRAINGER W W INC COM 384802104 2076 27552 SH DEFINED 02 0 27552 0 GRANT PRIDECO INC COM 38821G101 1095 25555 SH DEFINED 02 0 25555 0 GRAPHIC PACKAGING CORP DEL COM 388688103 147 71043 SH DEFINED 01 0 71043 0 GREAT ATLANTIC & PAC TEA INC COM 390064103 2177 62315 SH DEFINED 02 0 62315 0 GREIF INC CL A 397624107 274 4000 SH DEFINED 02 0 4000 0 GROUP 1 AUTOMOTIVE INC COM 398905109 1475 1766 SH Call DEFINED 02 0 1766 0 GUIDANT CORP COM 401698105 326 3050 SH Call DEFINED 02 0 3050 0 HAEMONETICS CORP COM 405024100 339 6687 SH DEFINED 01 0 6687 0 HALLIBURTON CO COM 406216101 1497 20496 SH DEFINED 01 0 20496 0 HALLIBURTON CO COM 406216101 13550 185562 SH DEFINED 02 0 185562 0 HALLIBURTON CO COM 406216101 1453 500 SH Call DEFINED 02 0 500 0 HALLIBURTON CO COM 406216101 612 2765 SH Put DEFINED 02 0 2765 0 HANOVER COMPRESSOR CO COM 410768105 354 19000 SH DEFINED 02 0 19000 0 HANOVER COMPRESSOR CO COM 410768105 505 1299 SH Call DEFINED 02 0 1299 0 HARLEY DAVIDSON INC COM 412822108 3896 75100 SH DEFINED 02 0 75100 0 HARMAN INTL INDS INC COM 413086109 476 4281 SH DEFINED 02 0 4281 0 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 595 2787 SH Call DEFINED 02 0 2787 0 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 235 1047 SH Put DEFINED 02 0 1047 0 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 1001 63061 SH DEFINED 02 0 63061 0 HARRAHS ENTMT INC COM 413619107 302 3876 SH DEFINED 02 0 3876 0 HARRAHS ENTMT INC COM 413619107 301 343 SH Call DEFINED 02 0 343 0 HARRIS CORP DEL COM 413875105 485 1217 SH Call DEFINED 02 0 1217 0 HARSCO CORP COM 415864107 339 4100 SH DEFINED 02 0 4100 0 HARTFORD FINL SVCS GROUP INC COM 416515104 667 8282 SH DEFINED 01 0 8282 0 HASBRO INC COM 418056107 213 10100 SH DEFINED 02 0 10100 0 HCC INS HLDGS INC COM 404132102 508 14600 SH DEFINED 02 0 14600 0 HEADWATERS INC COM 42210P102 1539 38682 SH DEFINED 02 0 38682 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 1057 49017 SH DEFINED 02 0 49017 0 HEALTH NET INC COM 42222G108 1065 2312 SH Call DEFINED 02 0 2312 0 HEALTHWAYS INC COM 422245100 255 5000 SH DEFINED 02 0 5000 0 HECLA MNG CO COM 422704106 294 44441 SH DEFINED 02 0 44441 0 HELMERICH & PAYNE INC COM 423452101 1027 14704 SH DEFINED 02 0 14704 0 HEWLETT PACKARD CO COM 428236103 3695 112324 SH DEFINED 02 0 112324 0 HILFIGER TOMMY CORP ORD G8915Z102 511 31000 SH DEFINED 02 0 31000 0 HILTON HOTELS CORP COM 432848109 1128 44300 SH DEFINED 02 0 44300 0 HOLOGIC INC COM 436440101 520 9388 SH DEFINED 02 0 9388 0 HOME DEPOT INC COM 437076102 17989 425271 SH DEFINED 02 0 425271 0 HONEYWELL INTL INC COM 438516106 585 13667 SH DEFINED 02 0 13667 0 HOSPIRA INC COM 441060100 798 20229 SH DEFINED 02 0 20229 0 HUANENG PWR INTL INC SPON ADR N 443304100 249 8955 SH DEFINED 02 0 8955 0 HUMAN GENOME SCIENCES INC COM 444903108 436 2650 SH Put DEFINED 02 0 2650 0 HUMAN GENOME SCIENCES INC COM 444903108 2321 213481 SH DEFINED 02 0 213481 0 HUMANA INC COM 444859102 881 16727 SH DEFINED 02 0 16727 0 HUNTINGTON BANCSHARES INC COM 446150104 232 9597 SH DEFINED 02 0 9597 0 HYDROGENICS CORP COM 448882100 533 153279 SH DEFINED 02 0 153279 0 HYPERCOM CORP COM 44913M105 111 11891 SH DEFINED 01 0 11891 0 I2 TECHNOLOGIES INC COM NEW 465754208 287 16700 SH DEFINED 02 0 16700 0 IAC INTERACTIVECORP COM NEW 44919P300 285 9658 SH DEFINED 02 0 9658 0 IAC INTERACTIVECORP COM NEW 44919P300 1560 1000 SH Call DEFINED 02 0 1000 0 IAMGOLD CORP COM 450913108 394 45634 SH DEFINED 02 0 45634 0 IDACORP INC COM 451107106 335 10287 SH DEFINED 02 0 10287 0 IDEX CORP COM 45167R104 336 6437 SH DEFINED 02 0 6437 0 IDEXX LABS INC COM 45168D104 925 10707 SH DEFINED 02 0 10707 0 IMPCO TECHNOLOGIES INC COM 45255W106 592 90763 SH DEFINED 02 0 90763 0 IMS HEALTH INC COM 449934108 1472 57130 SH DEFINED 02 0 57130 0 INCO LTD COM 453258402 1078 21600 SH DEFINED 02 0 21600 0 INDEVUS PHARMACEUTICALS INC COM 454072109 490 79001 SH DEFINED 02 0 79001 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 1100 26334 SH DEFINED 02 0 26334 0 INHIBITEX INC COM 45719T103 225 1113 SH Call DEFINED 02 0 1113 0 INSITE VISION INC COM 457660108 29 13428 SH DEFINED 01 0 13428 0 INSITUFORM TECHNOLOGIES INC CL A 457667103 1230 46255 SH DEFINED 02 0 46255 0 INSTEEL INDUSTRIES INC COM 45774W108 396 252 SH Call DEFINED 02 0 252 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2300 2000 SH Call DEFINED 02 0 2000 0 INTEL CORP COM 458140100 17353 896791 SH DEFINED 02 0 896791 0 INTEL CORP COM 458140100 649 8783 SH Call DEFINED 02 0 8783 0 INTEL CORP COM 458140100 3593 7520 SH Put DEFINED 02 0 7520 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 511 7400 SH DEFINED 02 0 7400 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 210 542 SH Call DEFINED 02 0 542 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 1224 49906 SH DEFINED 02 0 49906 0 INTERLEUKIN GENETICS INC COM 458738101 106 14816 SH DEFINED 01 0 14816 0 INTERMAGNETICS GEN CORP COM 458771102 493 19683 SH DEFINED 02 0 19683 0 INTERMUNE INC COM 45884X103 401 1335 SH Call DEFINED 02 0 1335 0 INTERNATIONAL BUSINESS MACHS COM 459200101 870 10554 SH DEFINED 02 0 10554 0 INTERNATIONAL BUSINESS MACHS COM 459200101 217 1880 SH Call DEFINED 02 0 1880 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 783 22817 SH DEFINED 02 0 22817 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 566 674 SH Call DEFINED 02 0 674 0 INTERNATIONAL RECTIFIER CORP COM 460254105 978 23607 SH DEFINED 02 0 23607 0 INTEROIL CORP COM 460951106 204 15500 SH DEFINED 02 0 15500 0 INTL PAPER CO COM 460146103 893 25834 SH DEFINED 02 0 25834 0 INTUITIVE SURGICAL INC COM NEW 46120E602 2361 20009 SH DEFINED 02 0 20009 0 INTUITIVE SURGICAL INC COM NEW 46120E602 568 366 SH Call DEFINED 02 0 366 0 IPSCO INC COM 462622101 416 4000 SH DEFINED 02 0 4000 0 IRELAND BK SPONSORED ADR 46267Q103 223 2994 SH DEFINED 01 0 2994 0 ISHARES INC MSCI MEXICO 464286822 12639 329650 SH DEFINED 02 0 329650 0 ISHARES INC MSCI UTD KINGD 464286699 4120 204378 SH DEFINED 02 0 204378 0 ISHARES INC MSCI TAIWAN 464286731 1723 135313 SH DEFINED 02 0 135313 0 ISHARES INC MSCI SWITZERLD 464286749 1903 90900 SH DEFINED 02 0 90900 0 ISHARES INC MSCI STH AFRCA 464286780 5701 49569 SH DEFINED 02 0 49569 0 ISHARES INC MSCI SPAIN 464286764 5565 136193 SH DEFINED 02 0 136193 0 ISHARES INC MSCI HONG KONG 464286871 27857 2064976 SH DEFINED 02 0 2064976 0 ISHARES INC MSCI GERMAN 464286806 1426 61877 SH DEFINED 02 0 61877 0 ISHARES INC MSCI FRANCE 464286707 1471 50362 SH DEFINED 02 0 50362 0 ISHARES INC MSCI BRAZIL 464286400 11675 292246 SH DEFINED 02 0 292246 0 ISHARES INC MSCI AUSTRIA 464286202 243 7800 SH DEFINED 02 0 7800 0 ISHARES INC MSCI AUSTRALIA 464286103 8459 422960 SH DEFINED 02 0 422960 0 ISHARES INC MSCI JAPAN 464286848 32150 2232595 SH DEFINED 02 0 2232595 0 ISHARES TR RUSL 2000 GROW 464287648 303 354 SH Call DEFINED 02 0 354 0 ISHARES TR RUSSELL1000GRW 464287614 222 4200 SH DEFINED 02 0 4200 0 ISHARES TR RUSSELL 3000 464287689 6789 89692 SH DEFINED 02 0 89692 0 ISHARES TR RUSSELL 2000 464287655 503 4800 SH Put DEFINED 02 0 4800 0 ISHARES TR S&P 500 INDEX 464287200 8137 62640 SH DEFINED 02 0 62640 0 ISHARES TR RUSL 2000 VALU 464287630 9720 130055 SH DEFINED 02 0 130055 0 ISHARES TR S&P LTN AM 40 464287390 6750 48139 SH DEFINED 02 0 48139 0 ISHARES TR NYSE COMP INDX 464287143 475 6300 SH DEFINED 02 0 6300 0 ISHARES TR RUSL 3000 VALU 464287663 3042 31800 SH DEFINED 02 0 31800 0 ISHARES TR S&P 500 VALUE 464287408 6979 101502 SH DEFINED 02 0 101502 0 ISHARES TR S&P EURO PLUS 464287861 14107 158770 SH DEFINED 02 0 158770 0 ISHARES TR S&P GBL FIN 464287333 246 3100 SH DEFINED 02 0 3100 0 ISHARES TR S&P MIDCP VALU 464287705 825 10760 SH DEFINED 02 0 10760 0 ISHARES TR S&P/TOPIX 150 464287382 974 7800 SH DEFINED 02 0 7800 0 ISHARES TR S&P SMLCAP 600 464287804 7525 115355 SH DEFINED 02 0 115355 0 ISHARES TR 20+ YR TRS BD 464287432 312 1340 SH Put DEFINED 02 0 1340 0 ISHARES TR S&P SMLCP GROW 464287887 4392 33901 SH DEFINED 02 0 33901 0 ISHARES TR NYSE 100INX FD 464287135 209 3100 SH DEFINED 02 0 3100 0 ISHARES TR S&P GBL ENER 464287341 7517 73887 SH DEFINED 02 0 73887 0 ISHARES TR DJ SEL DIV INX 464287168 6502 103700 SH DEFINED 02 0 103700 0 ISHARES TR CONS GOODS IDX 464287812 25902 480474 SH DEFINED 02 0 480474 0 ISHARES TR COHEN&ST RLTY 464287564 5350 62284 SH DEFINED 02 0 62284 0 ISHARES TR NASDQ BIO INDX 464287556 719 8605 SH Call DEFINED 02 0 8605 0 ISHARES TR DJ US BAS MATL 464287838 7286 130417 SH DEFINED 02 0 130417 0 ISHARES TR DJ US FINL SEC 464287788 2417 22977 SH DEFINED 02 0 22977 0 ISHARES TR DJ US FINL SVC 464287770 350 2939 SH DEFINED 02 0 2939 0 ISHARES TR DJ US REAL EST 464287739 27978 380653 SH DEFINED 02 0 380653 0 ISHARES TR DJ US TECH SEC 464287721 1449 27660 SH DEFINED 02 0 27660 0 ISHARES TR DJ US UTILS 464287697 27340 361501 SH DEFINED 02 0 361501 0 ISHARES TR GS CORP BD FD 464287242 263 2500 SH DEFINED 02 0 2500 0 ISHARES TR MSCI EAFE IDX 464287465 8942 137735 SH DEFINED 02 0 137735 0 ISHARES TR MSCI EMERG MKT 464287234 2216 22387 SH DEFINED 02 0 22387 0 ISHARES TR MSCI EMERG MKT 464287234 555 1370 SH Call DEFINED 02 0 1370 0 ISHARES TR MSCI EMERG MKT 464287234 278 877 SH Put DEFINED 02 0 877 0 ISHARES TR NASDQ BIO INDX 464287556 40428 490750 SH DEFINED 02 0 490750 0 ISHARES TR 20+ YR TRS BD 464287432 4509 51900 SH DEFINED 02 0 51900 0 ISHARES TR DJ US TELECOMM 464287713 896 34633 SH DEFINED 02 0 34633 0 ITRON INC COM 465741106 915 15293 SH DEFINED 02 0 15293 0 ITT INDS INC IND COM 450911102 1126 20032 SH DEFINED 02 0 20032 0 IVILLAGE INC COM 46588H105 251 29848 SH DEFINED 02 0 29848 0 J JILL GROUP INC COM 466189107 248 10386 SH DEFINED 02 0 10386 0 JABIL CIRCUIT INC COM 466313103 1110 25903 SH DEFINED 02 0 25903 0 JAMES RIVER COAL CO COM NEW 470355207 410 2075 SH Call DEFINED 02 0 2075 0 JANUS CAP GROUP INC COM 47102X105 378 16316 SH DEFINED 02 0 16316 0 JDS UNIPHASE CORP COM 46612J101 834 200000 SH DEFINED 01 0 200000 0 JDS UNIPHASE CORP COM 46612J101 215 51518 SH DEFINED 02 0 51518 0 JEFFERIES GROUP INC NEW COM 472319102 233 150 SH Call DEFINED 02 0 150 0 JEFFERSON PILOT CORP COM 475070108 444 7946 SH DEFINED 02 0 7946 0 JETBLUE AWYS CORP COM 477143101 306 28548 SH DEFINED 02 0 28548 0 JLG INDS INC COM 466210101 2187 71040 SH DEFINED 02 0 71040 0 JOHNSON & JOHNSON COM 478160104 2054 34677 SH DEFINED 02 0 34677 0 JOHNSON & JOHNSON COM 478160104 261 1875 SH Call DEFINED 02 0 1875 0 JOHNSON CTLS INC COM 478366107 336 373 SH Call DEFINED 02 0 373 0 JONES LANG LASALLE INC COM 48020Q107 217 2837 SH DEFINED 02 0 2837 0 JOURNAL COMMUNICATIONS INC CL A 481130102 194 15635 SH DEFINED 02 0 15635 0 JOY GLOBAL INC COM 481165108 1872 31312 SH DEFINED 02 0 31312 0 JOY GLOBAL INC COM 481165108 366 474 SH Put DEFINED 02 0 474 0 JP MORGAN CHASE & CO COM 46625H100 19167 460299 SH DEFINED 02 0 460299 0 JUNIPER NETWORKS INC COM 48203R104 479 3123 SH Call DEFINED 02 0 3123 0 JUNIPER NETWORKS INC COM 48203R104 1423 74427 SH DEFINED 02 0 74427 0 JUPITERMEDIA CORP COM 48207D101 245 13641 SH DEFINED 02 0 13641 0 K2 INC COM 482732104 245 19503 SH DEFINED 02 0 19503 0 KERR MCGEE CORP COM 492386107 4511 47245 SH DEFINED 02 0 47245 0 KEYCORP NEW COM 493267108 1798 48847 SH DEFINED 02 0 48847 0 KEYSPAN CORP COM 49337W100 307 521 SH Call DEFINED 02 0 521 0 KFX INC COM 48245L107 2183 119932 SH DEFINED 02 0 119932 0 KFX INC COM 48245L107 441 2163 SH Put DEFINED 02 0 2163 0 KIMCO REALTY CORP COM 49446R109 1421 34976 SH DEFINED 02 0 34976 0 KINDER MORGAN INC KANS COM 49455P101 234 553 SH Put DEFINED 02 0 553 0 KINDRED HEALTHCARE INC COM 494580103 445 17709 SH DEFINED 02 0 17709 0 KINETIC CONCEPTS INC COM NEW 49460W208 1490 36180 SH DEFINED 02 0 36180 0 KING PHARMACEUTICALS INC COM 495582108 237 13720 SH DEFINED 02 0 13720 0 KINROSS GOLD CORP COM NO PAR 496902404 889 81315 SH DEFINED 02 0 81315 0 KLA-TENCOR CORP COM 482480100 4360 90164 SH DEFINED 02 0 90164 0 KNIGHT RIDDER INC COM 499040103 222 3517 SH DEFINED 02 0 3517 0 KOHLS CORP COM 500255104 2878 54299 SH DEFINED 02 0 54299 0 KOHLS CORP COM 500255104 302 570 SH Call DEFINED 02 0 570 0 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 395 50700 SH DEFINED 02 0 50700 0 KOOKMIN BK NEW SPONSORED ADR 50049M109 244 2850 SH DEFINED 01 0 2850 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 671 31082 SH DEFINED 02 0 31082 0 KOS PHARMACEUTICALS INC COM 500648100 955 20000 SH DEFINED 02 0 20000 0 KRISPY KREME DOUGHNUTS INC COM 501014104 422 1064 SH Call DEFINED 02 0 1064 0 KROGER CO COM 501044101 1716 84264 SH DEFINED 02 0 84264 0 KT CORP SPONSORED ADR 48268K101 360 16915 SH DEFINED 02 0 16915 0 KYOCERA CORP ADR 501556203 691 7840 SH DEFINED 02 0 7840 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 904 15450 SH DEFINED 02 0 15450 0 LAFARGE NORTH AMERICA INC COM 505862102 438 5220 SH DEFINED 02 0 5220 0 LAM RESEARCH CORP COM 512807108 242 5623 SH DEFINED 02 0 5623 0 LAMAR ADVERTISING CO CL A 512815101 1815 34501 SH DEFINED 02 0 34501 0 LANDAMERICA FINL GROUP INC COM 514936103 505 7447 SH DEFINED 02 0 7447 0 LANDSTAR SYS INC COM 515098101 311 7043 SH DEFINED 02 0 7043 0 LAS VEGAS SANDS CORP COM 517834107 275 510 SH Call DEFINED 02 0 510 0 LAUDER ESTEE COS INC CL A 518439104 512 13778 SH DEFINED 01 0 13778 0 LAUDER ESTEE COS INC CL A 518439104 346 9300 SH DEFINED 02 0 9300 0 LAYNE CHRISTENSEN CO COM 521050104 883 26352 SH DEFINED 02 0 26352 0 LAZARD LTD SHS A G54050102 708 16000 SH DEFINED 02 0 16000 0 LEAR CORP COM 521865105 316 701 SH Call DEFINED 02 0 701 0 LEAR CORP COM 521865105 257 222 SH Put DEFINED 02 0 222 0 LEGG MASON INC COM 524901105 3011 24024 SH DEFINED 02 0 24024 0 LEHMAN BROS HLDGS INC COM 524908100 5955 41200 SH DEFINED 02 0 41200 0 LEHMAN BROS HLDGS INC COM 524908100 7617 1820 SH Call DEFINED 02 0 1820 0 LEHMAN BROS HLDGS INC COM 524908100 478 1432 SH Put DEFINED 02 0 1432 0 LENNAR CORP CL A 526057104 11713 193992 SH DEFINED 02 0 193992 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 181 34940 SH DEFINED 02 0 34940 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 1561 5650 SH Call DEFINED 02 0 5650 0 LEXMARK INTL NEW CL A 529771107 953 21000 SH DEFINED 02 0 21000 0 LG PHILIP LCD CO LTD SPONS ADR REP 50186V102 204 9000 SH DEFINED 02 0 9000 0 LIBERTY GLOBAL INC COM SER C 530555309 562 28466 SH DEFINED 02 0 28466 0 LIBERTY GLOBAL INC COM SER A 530555101 597 29150 SH DEFINED 02 0 29150 0 LIFECELL CORP COM 531927101 419 18600 SH DEFINED 02 0 18600 0 LIFEPOINT HOSPITALS INC COM 53219L109 277 1400 SH Call DEFINED 02 0 1400 0 LILLY ELI & CO COM 532457108 7241 130942 SH DEFINED 02 0 130942 0 LILLY ELI & CO COM 532457108 548 1447 SH Put DEFINED 02 0 1447 0 LIMITED BRANDS INC COM 532716107 3699 151213 SH DEFINED 02 0 151213 0 LINDSAY MFG CO COM 535555106 639 23574 SH DEFINED 02 0 23574 0 LINEAR TECHNOLOGY CORP COM 535678106 982 27992 SH DEFINED 02 0 27992 0 LIONS GATE ENTMNT CORP COM NEW 535919203 576 3638 SH Call DEFINED 02 0 3638 0 LITHIA MTRS INC CL A 536797103 279 8043 SH DEFINED 02 0 8043 0 LSI LOGIC CORP COM 502161102 1386 119898 SH DEFINED 02 0 119898 0 LUCENT TECHNOLOGIES INC COM 549463107 1245 408068 SH DEFINED 01 0 408068 0 LUCENT TECHNOLOGIES INC COM 549463107 563 9000 SH Call DEFINED 02 0 9000 0 M & T BK CORP COM 55261F104 241 2113 SH DEFINED 01 0 2113 0 M & T BK CORP COM 55261F104 728 6375 SH DEFINED 02 0 6375 0 MAF BANCORP INC COM 55261R108 494 11288 SH DEFINED 02 0 11288 0 MAGNETEK INC COM 559424106 423 106630 SH DEFINED 02 0 106630 0 MANNKIND CORP COM 56400P201 318 15540 SH DEFINED 02 0 15540 0 MANOR CARE INC NEW COM 564055101 591 13315 SH DEFINED 01 0 13315 0 MANOR CARE INC NEW COM 564055101 238 5375 SH DEFINED 02 0 5375 0 MARRIOTT INTL INC NEW CL A 571903202 1201 17500 SH DEFINED 02 0 17500 0 MARSH & MCLENNAN COS INC COM 571748102 1907 64959 SH DEFINED 02 0 64959 0 MARSHALL & ILSLEY CORP COM 571834100 906 20784 SH DEFINED 02 0 20784 0 MARTEK BIOSCIENCES CORP COM 572901106 244 1708 SH Call DEFINED 02 0 1708 0 MARTEK BIOSCIENCES CORP COM 572901106 427 13000 SH DEFINED 02 0 13000 0 MARTHA STEWART LIVING OMNIME CL A 573083102 323 691 SH Put DEFINED 02 0 691 0 MARTIN MARIETTA MATLS INC COM 573284106 2313 21613 SH DEFINED 02 0 21613 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1679 1930 SH Call DEFINED 02 0 1930 0 MASCO CORP COM 574599106 1000 30793 SH DEFINED 02 0 30793 0 MASSEY ENERGY CORP COM 576206106 2933 8275 SH Call DEFINED 02 0 8275 0 MATRITECH INC COM 576818108 32 38080 SH DEFINED 01 0 38080 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2696 72576 SH DEFINED 02 0 72576 0 MAXTOR CORP COM NEW 577729205 415 43450 SH DEFINED 02 0 43450 0 MAXWELL TECHNOLOGIES INC COM 577767106 701 35912 SH DEFINED 02 0 35912 0 MBIA INC COM 55262C100 3223 53601 SH DEFINED 02 0 53601 0 MCAFEE INC COM 579064106 3423 140700 SH DEFINED 02 0 140700 0 MCAFEE INC COM 579064106 882 1400 SH Put DEFINED 02 0 1400 0 MCDATA CORP CL A 580031201 76 16412 SH DEFINED 02 0 16412 0 MCDERMOTT INTL INC COM 580037109 664 12199 SH DEFINED 02 0 12199 0 MCDONALDS CORP COM 580135101 518 15064 SH DEFINED 02 0 15064 0 MCMORAN EXPLORATION CO COM 582411104 988 55373 SH DEFINED 02 0 55373 0 MECHANICAL TECHNOLOGY INC COM 583538103 762 203317 SH DEFINED 02 0 203317 0 MEDAREX INC COM 583916101 882 66697 SH DEFINED 02 0 66697 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 5245 91662 SH DEFINED 02 0 91662 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 361 6313 SH DEFINED 01 0 6313 0 MEDIA GEN INC CL A 584404107 832 17848 SH DEFINED 02 0 17848 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 361 750 SH Call DEFINED 02 0 750 0 MEDIMMUNE INC COM 584699102 1335 36508 SH DEFINED 02 0 36508 0 MEDIS TECHNOLOGIES LTD COM 58500P107 621 26601 SH DEFINED 02 0 26601 0 MEDIS TECHNOLOGIES LTD COM 58500P107 229 215 SH Call DEFINED 02 0 215 0 MEDTRONIC INC COM 585055106 3050 60093 SH DEFINED 01 0 60093 0 MEDTRONIC INC COM 585055106 270 5324 SH DEFINED 02 0 5324 0 MELLON FINL CORP COM 58551A108 2574 72307 SH DEFINED 02 0 72307 0 MEMC ELECTR MATLS INC COM 552715104 1247 33764 SH DEFINED 02 0 33764 0 MERCK & CO INC COM 589331107 3481 98811 SH DEFINED 02 0 98811 0 MERCK & CO INC COM 589331107 208 1159 SH Call DEFINED 02 0 1159 0 MEREDITH CORP COM 589433101 465 8339 SH DEFINED 01 0 8339 0 MERIDIAN GOLD INC COM 589975101 841 28362 SH DEFINED 02 0 28362 0 MERRILL LYNCH & CO INC COM 590188108 9912 125850 SH DEFINED 02 0 125850 0 MERRILL LYNCH & CO INC COM 590188108 6174 5066 SH Call DEFINED 02 0 5066 0 MERRILL LYNCH & CO INC COM 590188108 586 4937 SH Put DEFINED 02 0 4937 0 METLIFE INC COM 59156R108 600 12400 SH DEFINED 02 0 12400 0 MGM MIRAGE COM 552953101 323 7500 SH DEFINED 02 0 7500 0 MGM MIRAGE COM 552953101 346 720 SH Call DEFINED 02 0 720 0 MGP INGREDIENTS INC COM 55302G103 620 38266 SH DEFINED 02 0 38266 0 MICHAELS STORES INC COM 594087108 2067 55000 SH DEFINED 02 0 55000 0 MICRON TECHNOLOGY INC COM 595112103 4803 326276 SH DEFINED 02 0 326276 0 MICRON TECHNOLOGY INC COM 595112103 439 2950 SH Put DEFINED 02 0 2950 0 MICROSOFT CORP COM 594918104 3864 142000 SH DEFINED 02 0 142000 0 MICROSOFT CORP COM 594918104 1315 10478 SH Call DEFINED 02 0 10478 0 MID-AMER APT CMNTYS INC COM 59522J103 305 5574 SH DEFINED 01 0 5574 0 MIDCAP SPDR TR UNIT SER 1 595635103 33118 228639 SH DEFINED 02 0 228639 0 MIDCAP SPDR TR UNIT SER 1 595635103 415 548 SH Call DEFINED 02 0 548 0 MIDCAP SPDR TR UNIT SER 1 595635103 284 1505 SH Put DEFINED 02 0 1505 0 MIDWAY GAMES INC COM 598148104 105 11366 SH DEFINED 02 0 11366 0 MIDWAY GAMES INC COM 598148104 245 204 SH Put DEFINED 02 0 204 0 MILACRON INC COM 598709103 276 171554 SH DEFINED 01 0 171554 0 MILLENNIUM PHARMACEUTICALS I COM 599902103 950 93950 SH DEFINED 02 0 93950 0 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 2925 8261 SH Call DEFINED 02 0 8261 0 MILLIPORE CORP COM 601073109 773 10585 SH DEFINED 02 0 10585 0 MIRANT CORP NEW COM 60467R100 5880 235216 SH DEFINED 02 0 235216 0 MITTAL STEEL CO N V NY REG SH CL A 60684P101 201 113 SH Call DEFINED 02 0 113 0 MITTAL STEEL CO N V NY REG SH CL A 60684P101 2076 55000 SH DEFINED 02 0 55000 0 MOHAWK INDS INC COM 608190104 313 3883 SH DEFINED 01 0 3883 0 MOLEX INC COM 608554101 234 7063 SH DEFINED 02 0 7063 0 MOLSON COORS BREWING CO CL B 60871R209 471 6862 SH DEFINED 01 0 6862 0 MOLSON COORS BREWING CO CL B 60871R209 789 11500 SH DEFINED 02 0 11500 0 MONSANTO CO NEW COM 61166W101 10155 119825 SH DEFINED 02 0 119825 0 MONSANTO CO NEW COM 61166W101 1005 1627 SH Call DEFINED 02 0 1627 0 MONSANTO CO NEW COM 61166W101 3608 4455 SH Put DEFINED 02 0 4455 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 2392 146756 SH DEFINED 01 0 146756 0 MOODYS CORP COM 615369105 725 10151 SH DEFINED 02 0 10151 0 MOODYS CORP COM 615369105 457 683 SH Call DEFINED 02 0 683 0 MORGAN STANLEY COM NEW 617446448 970 15437 SH DEFINED 02 0 15437 0 MORGAN STANLEY COM NEW 617446448 997 2475 SH Call DEFINED 02 0 2475 0 MORGAN STANLEY COM NEW 617446448 435 6918 SH DEFINED 01 0 6918 0 MORNINGSTAR INC COM 617700109 255 5700 SH DEFINED 02 0 5700 0 MOSAIC CO COM 61945A107 860 59918 SH DEFINED 01 0 59918 0 MOSAIC CO COM 61945A107 626 43602 SH DEFINED 02 0 43602 0 MOTOROLA INC COM 620076109 738 32215 SH DEFINED 02 0 32215 0 MOTOROLA INC COM 620076109 483 1544 SH Call DEFINED 02 0 1544 0 MOVIE GALLERY INC COM 624581104 96 31862 SH DEFINED 02 0 31862 0 MUNICIPAL HIGH INCOME FD INC COM 626214100 123 16739 SH DEFINED 01 0 16739 0 MURPHY OIL CORP COM 626717102 257 1550 SH Call DEFINED 02 0 1550 0 MURPHY OIL CORP COM 626717102 293 1000 SH Put DEFINED 02 0 1000 0 MYRIAD GENETICS INC COM 62855J104 879 33693 SH DEFINED 02 0 33693 0 NABORS INDUSTRIES LTD SHS G6359F103 317 568 SH Call DEFINED 02 0 568 0 NALCO HOLDING COMPANY COM 62985Q101 1107 62543 SH DEFINED 02 0 62543 0 NANOMETRICS INC COM 630077105 208 15021 SH DEFINED 02 0 15021 0 NANOPHASE TCHNOLOGIES CORP COM 630079101 86 11167 SH DEFINED 02 0 11167 0 NASDAQ STOCK MARKET INC COM 631103108 1145 28600 SH DEFINED 02 0 28600 0 NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 398 22125 SH DEFINED 02 0 22125 0 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 289 2150 SH DEFINED 02 0 2150 0 NATIONAL CITY CORP COM 635405103 2517 72113 SH DEFINED 02 0 72113 0 NATIONAL INSTRS CORP COM 636518102 581 17800 SH DEFINED 02 0 17800 0 NATIONAL OILWELL VARCO INC COM 637071101 1538 23986 SH DEFINED 02 0 23986 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 3364 120845 SH DEFINED 02 0 120845 0 NAVARRE CORP COM 639208107 180 41877 SH DEFINED 02 0 41877 0 NAVISTAR INTL CORP NEW COM 63934E108 412 14950 SH DEFINED 02 0 14950 0 NAVTEQ CORP COM 63936L100 306 6044 SH DEFINED 02 0 6044 0 NBTY INC COM 628782104 314 13927 SH DEFINED 02 0 13927 0 NCR CORP NEW COM 62886E108 482 11529 SH DEFINED 02 0 11529 0 NELNET INC CL A 64031N108 1033 24795 SH DEFINED 02 0 24795 0 NETEASE COM INC SPONSORED ADR 64110W102 6845 278940 SH DEFINED 02 0 278940 0 NETEASE COM INC SPONSORED ADR 64110W102 1338 2717 SH Call DEFINED 02 0 2717 0 NETFLIX COM INC COM 64110L106 464 2790 SH Put DEFINED 02 0 2790 0 NETFLIX COM INC COM 64110L106 1082 37320 SH DEFINED 02 0 37320 0 NETFLIX COM INC COM 64110L106 316 2042 SH Call DEFINED 02 0 2042 0 NETWORK APPLIANCE INC COM 64120L104 360 9985 SH DEFINED 02 0 9985 0 NEUROCHEM INC COM 64125K101 205 14600 SH DEFINED 02 0 14600 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 439 6800 SH DEFINED 02 0 6800 0 NEW YORK CMNTY BANCORP INC COM 649445103 371 21161 SH DEFINED 01 0 21161 0 NEW YORK CMNTY BANCORP INC COM 649445103 437 24958 SH DEFINED 02 0 24958 0 NEWELL RUBBERMAID INC COM 651229106 478 18991 SH DEFINED 02 0 18991 0 NEWFIELD EXPL CO COM 651290108 2575 61450 SH DEFINED 02 0 61450 0 NEWMONT MINING CORP COM 651639106 29429 567149 SH DEFINED 02 0 567149 0 NEWMONT MINING CORP COM 651639106 399 525 SH Call DEFINED 02 0 525 0 NEWMONT MINING CORP COM 651639106 226 1669 SH Put DEFINED 02 0 1669 0 NEWS CORP CL A 65248E104 526 31651 SH DEFINED 01 0 31651 0 NEWS CORP CL B 65248E203 766 43595 SH DEFINED 01 0 43595 0 NEWS CORP CL B 65248E203 404 23000 SH DEFINED 02 0 23000 0 NEXTEL PARTNERS INC CL A 65333F107 2196 77549 SH DEFINED 02 0 77549 0 NGP CAP RES CO COM 62912R107 149 10920 SH DEFINED 02 0 10920 0 NII HLDGS INC CL B NEW 62913F201 1474 25004 SH DEFINED 02 0 25004 0 NIKE INC CL B 654106103 2262 26576 SH DEFINED 01 0 26576 0 NIKE INC CL B 654106103 2809 33008 SH DEFINED 02 0 33008 0 NISOURCE INC COM 65473P105 416 20582 SH DEFINED 01 0 20582 0 NITROMED INC COM 654798503 341 40600 SH DEFINED 02 0 40600 0 NITROMED INC COM 654798503 433 647 SH Put DEFINED 02 0 647 0 NOBLE CORPORATION SHS G65422100 779 1247 SH Call DEFINED 02 0 1247 0 NOKIA CORP SPONSORED ADR 654902204 8273 399297 SH DEFINED 01 0 399297 0 NOKIA CORP SPONSORED ADR 654902204 505 2000 SH Call DEFINED 02 0 2000 0 NORDSTROM INC COM 655664100 2448 62482 SH DEFINED 02 0 62482 0 NORFOLK SOUTHERN CORP COM 655844108 2176 40230 SH DEFINED 02 0 40230 0 NORTEL NETWORKS CORP NEW COM 656568102 5490 1800000 SH DEFINED 01 0 1800000 0 NORTEL NETWORKS CORP NEW COM 656568102 310 101700 SH DEFINED 02 0 101700 0 NORTHERN TR CORP COM 665859104 1114 21228 SH DEFINED 02 0 21228 0 NORTHFIELD LABS INC COM 666135108 150 15000 SH DEFINED 02 0 15000 0 NORTHROP GRUMMAN CORP COM 666807102 683 10000 SH DEFINED 02 0 10000 0 NOVARTIS A G SPONSORED ADR 66987V109 824 14862 SH DEFINED 01 0 14862 0 NOVARTIS A G SPONSORED ADR 66987V109 2107 38000 SH DEFINED 02 0 38000 0 NOVELIS INC COM 67000X106 206 10000 SH DEFINED 02 0 10000 0 NOVELL INC COM 670006105 699 5593 SH Call DEFINED 02 0 5593 0 NOVELLUS SYS INC COM 670008101 1822 75900 SH DEFINED 02 0 75900 0 NPS PHARMACEUTICALS INC COM 62936P103 436 51104 SH DEFINED 02 0 51104 0 NRG ENERGY INC COM NEW 629377508 27290 603500 SH DEFINED 02 0 603500 0 NRG ENERGY INC COM NEW 629377508 1037 8285 SH Call DEFINED 02 0 8285 0 NRG ENERGY INC COM NEW 629377508 1210 8917 SH Put DEFINED 02 0 8917 0 NTL INC NEW COM 62941W101 3558 122210 SH DEFINED 02 0 122210 0 NTL INC NEW COM 62941W101 973 1689 SH Call DEFINED 02 0 1689 0 NUCOR CORP COM 670346105 2796 26682 SH DEFINED 02 0 26682 0 NUCOR CORP COM 670346105 470 492 SH Call DEFINED 02 0 492 0 NVIDIA CORP COM 67066G104 2511 43853 SH DEFINED 02 0 43853 0 NYSE GROUP INC COM 62949W103 737 902 SH Call DEFINED 02 0 902 0 NYSE GROUP INC COM 62949W103 4597 58010 SH DEFINED 02 0 58010 0 NYSE GROUP INC COM 62949W103 228744 2886372 SH DEFINED 01 0 2886372 0 O REILLY AUTOMOTIVE INC COM 686091109 1048 28665 SH DEFINED 02 0 28665 0 OAKLEY INC COM 673662102 401 23581 SH DEFINED 02 0 23581 0 OCCIDENTAL PETE CORP DEL COM 674599105 555 5987 SH DEFINED 02 0 5987 0 OCCIDENTAL PETE CORP DEL COM 674599105 781 1165 SH Call DEFINED 02 0 1165 0 OFFICE DEPOT INC COM 676220106 419 11249 SH DEFINED 01 0 11249 0 OFFICE DEPOT INC COM 676220106 4958 133124 SH DEFINED 02 0 133124 0 OFFICEMAX INC DEL COM 67622P101 2251 74600 SH DEFINED 02 0 74600 0 OFFICEMAX INC DEL COM 67622P101 575 2350 SH Call DEFINED 02 0 2350 0 OHIO CAS CORP COM 677240103 309 9757 SH DEFINED 02 0 9757 0 OIL STS INTL INC COM 678026105 798 21645 SH DEFINED 02 0 21645 0 OIL STS INTL INC COM 678026105 412 530 SH Call DEFINED 02 0 530 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 1347 1499 SH Call DEFINED 02 0 1499 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 516 6547 SH Put DEFINED 02 0 6547 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 11892 81000 SH DEFINED 02 0 81000 0 OMNICARE INC COM 681904108 246 4475 SH DEFINED 01 0 4475 0 OMNICARE INC COM 681904108 1023 18607 SH DEFINED 02 0 18607 0 OMNICARE INC COM 681904108 265 2882 SH Call DEFINED 02 0 2882 0 OMNICOM GROUP INC COM 681919106 545 6550 SH DEFINED 02 0 6550 0 OMNIVISION TECHNOLOGIES INC COM 682128103 1011 33480 SH DEFINED 02 0 33480 0 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 516 12000 SH DEFINED 02 0 12000 0 OPENWAVE SYS INC COM NEW 683718308 1103 51099 SH DEFINED 02 0 51099 0 ORACLE CORP COM 68389X105 2296 167728 SH DEFINED 02 0 167728 0 ORCKIT COMMUNICATIONS LTD SHS NEW M7531S206 676 30739 SH DEFINED 02 0 30739 0 OREGON STL MLS INC COM 686079104 742 14500 SH DEFINED 02 0 14500 0 ORMAT TECHNOLOGIES INC COM 686688102 575 15079 SH DEFINED 02 0 15079 0 OUTBACK STEAKHOUSE INC COM 689899102 17206 391053 SH DEFINED 02 0 391053 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 249 5190 SH DEFINED 02 0 5190 0 OWENS & MINOR INC NEW COM 690732102 311 9501 SH DEFINED 02 0 9501 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 816 16559 SH DEFINED 02 0 16559 0 PACCAR INC COM 693718108 562 7974 SH DEFINED 02 0 7974 0 PACIFIC ETHANOL INC COM 69423U107 624 28917 SH DEFINED 02 0 28917 0 PACIFIC ETHANOL INC COM 69423U107 6818 6000 SH Call DEFINED 02 0 6000 0 PACTIV CORP COM 695257105 891 36315 SH DEFINED 02 0 36315 0 PAIN THERAPEUTICS INC COM 69562K100 861 2050 SH Call DEFINED 02 0 2050 0 PALL CORP COM 696429307 1184 37964 SH DEFINED 02 0 37964 0 PALM INC NEW COM 696643105 315 500 SH Call DEFINED 02 0 500 0 PALM INC NEW COM 696643105 1385 59802 SH DEFINED 02 0 59802 0 PAN AMERICAN SILVER CORP COM 697900108 2228 87706 SH DEFINED 02 0 87706 0 PAN AMERICAN SILVER CORP COM 697900108 1308 2544 SH Call DEFINED 02 0 2544 0 PANACOS PHARMACEUTICALS INC COM 69811Q106 102 13500 SH DEFINED 02 0 13500 0 PANERA BREAD CO CL A 69840W108 737 9800 SH DEFINED 02 0 9800 0 PAR PHARMACEUTICAL COS INC COM 69888P106 1502 53284 SH DEFINED 02 0 53284 0 PAR PHARMACEUTICAL COS INC COM 69888P106 200 539 SH Put DEFINED 02 0 539 0 PATHMARK STORES INC NEW COM 70322A101 130 12384 SH DEFINED 02 0 12384 0 PATTERSON COMPANIES INC COM 703395103 226 6432 SH DEFINED 02 0 6432 0 PATTERSON UTI ENERGY INC COM 703481101 3282 102679 SH DEFINED 02 0 102679 0 PATTERSON UTI ENERGY INC COM 703481101 268 1500 SH Put DEFINED 02 0 1500 0 PAYCHEX INC COM 704326107 327 7850 SH DEFINED 02 0 7850 0 PAYCHEX INC COM 704326107 1727 4156 SH Call DEFINED 02 0 4156 0 PAYLESS SHOESOURCE INC COM 704379106 1584 69200 SH DEFINED 02 0 69200 0 PDL BIOPHARMA INC COM 69329Y104 1020 31100 SH DEFINED 02 0 31100 0 PEABODY ENERGY CORP COM 704549104 2399 47580 SH DEFINED 02 0 47580 0 PEABODY ENERGY CORP COM 704549104 758 1112 SH Call DEFINED 02 0 1112 0 PEABODY ENERGY CORP COM 704549104 425 2021 SH Put DEFINED 02 0 2021 0 PENNEY J C INC COM 708160106 2467 40835 SH DEFINED 02 0 40835 0 PENNEY J C INC COM 708160106 1443 1533 SH Call DEFINED 02 0 1533 0 PENTAIR INC COM 709631105 989 24276 SH DEFINED 02 0 24276 0 PEP BOYS MANNY MOE & JACK COM 713278109 1292 85536 SH DEFINED 02 0 85536 0 PEPSI BOTTLING GROUP INC COM 713409100 342 11247 SH DEFINED 01 0 11247 0 PEPSICO INC COM 713448108 10915 188865 SH DEFINED 02 0 188865 0 PEPSICO INC COM 713448108 232 1212 SH Call DEFINED 02 0 1212 0 PEPSICO INC COM 713448108 509 2525 SH Put DEFINED 02 0 2525 0 PER-SE TECHNOLOGIES INC COM NEW 713569309 387 14511 SH DEFINED 02 0 14511 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 220 2097 SH DEFINED 02 0 2097 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3326 38371 SH DEFINED 02 0 38371 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 240 850 SH Call DEFINED 02 0 850 0 PETSMART INC COM 716768106 326 11579 SH DEFINED 02 0 11579 0 PFIZER INC COM 717081103 312 2306 SH Call DEFINED 02 0 2306 0 PFIZER INC COM 717081103 3377 135519 SH DEFINED 02 0 135519 0 PG&E CORP COM 69331C108 212 401 SH Call DEFINED 02 0 401 0 PG&E CORP COM 69331C108 2392 61500 SH DEFINED 02 0 61500 0 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 1400 2500 SH Call DEFINED 02 0 2500 0 PHARMACYCLICS INC COM 716933106 353 76700 SH DEFINED 02 0 76700 0 PHARMION CORP COM 71715B409 250 13900 SH DEFINED 02 0 13900 0 PHARMION CORP COM 71715B409 216 2156 SH Call DEFINED 02 0 2156 0 PHELPS DODGE CORP COM 717265102 652 8100 SH DEFINED 02 0 8100 0 PHELPS DODGE CORP COM 717265102 1860 736 SH Call DEFINED 02 0 736 0 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 894 23800 SH DEFINED 02 0 23800 0 PIER 1 IMPORTS INC COM 720279108 178 15302 SH DEFINED 01 0 15302 0 PIKE ELEC CORP COM 721283109 242 11500 SH DEFINED 02 0 11500 0 PIONEER DRILLING CO COM 723655106 1320 80356 SH DEFINED 02 0 80356 0 PIONEER NAT RES CO COM 723787107 2432 54961 SH DEFINED 02 0 54961 0 PIXAR COM 725811103 16610 258972 SH DEFINED 02 0 258972 0 PLAINS EXPL& PRODTN CO COM 726505100 2802 72508 SH DEFINED 02 0 72508 0 PLAINS EXPL& PRODTN CO COM 726505100 291 793 SH Put DEFINED 02 0 793 0 PLAYBOY ENTERPRISES INC CL B 728117300 274 19300 SH DEFINED 02 0 19300 0 PLC SYS INC COM 69341D104 12 16206 SH DEFINED 01 0 16206 0 PLUG POWER INC COM 72919P103 484 96851 SH DEFINED 02 0 96851 0 PMC-SIERRA INC COM 69344F106 491 39928 SH DEFINED 02 0 39928 0 PNC FINL SVCS GROUP INC COM 693475105 6215 92331 SH DEFINED 02 0 92331 0 POGO PRODUCING CO COM 730448107 1301 25890 SH DEFINED 02 0 25890 0 POLARIS INDS INC COM 731068102 211 390 SH Call DEFINED 02 0 390 0 POLO RALPH LAUREN CORP CL A 731572103 4096 67577 SH DEFINED 02 0 67577 0 POLYCOM INC COM 73172K104 637 29392 SH DEFINED 02 0 29392 0 PORTALPLAYER INC COM 736187204 368 16569 SH DEFINED 02 0 16569 0 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 149 12203 SH DEFINED 01 0 12203 0 POSCO SPONSORED ADR 693483109 632 9911 SH DEFINED 02 0 9911 0 POTASH CORP SASK INC COM 73755L107 625 7100 SH DEFINED 02 0 7100 0 POTLATCH CORP NEW COM 737630103 415 9696 SH DEFINED 02 0 9696 0 POWER INTEGRATIONS INC COM 739276103 453 18284 SH DEFINED 02 0 18284 0 POWERSHARES ETF TRUST DYN MEDIA PORT 73935X823 13955 952583 SH DEFINED 02 0 952583 0 POWERSHARES ETF TRUST ZACKS MC PRTFL 73935X740 329 19100 SH DEFINED 02 0 19100 0 POWERSHARES ETF TRUST LX NANOTCH PTF 73935X633 327 17900 SH DEFINED 02 0 17900 0 POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X302 16710 1112538 SH DEFINED 02 0 1112538 0 POWERSHARES ETF TRUST HI GRW RT DIV 73935X724 3233 204900 SH DEFINED 02 0 204900 0 POWERSHARES ETF TRUST GOLDEN DRG USX 73935X401 7309 439800 SH DEFINED 02 0 439800 0 POWERSHARES ETF TRUST DYNM SM CP GRW 73935X872 2075 113000 SH DEFINED 02 0 113000 0 POWERSHARES ETF TRUST DYNM LRG CP VL 73935X708 4477 262723 SH DEFINED 02 0 262723 0 POWERSHARES ETF TRUST DYNAMIC TELECO 73935X765 17734 1061906 SH DEFINED 02 0 1061906 0 POWERSHARES ETF TRUST DYN NETWKG PRT 73935X815 8248 459770 SH DEFINED 02 0 459770 0 POWERSHARES ETF TRUST DYN LSR & ENT 73935X757 17504 1071209 SH DEFINED 02 0 1071209 0 POWERSHARES ETF TRUST DYN FD & BEV 73935X849 14464 951603 SH DEFINED 02 0 951603 0 POWERSHARES ETF TRUST DYN BIOT & GEN 73935X856 11402 632735 SH DEFINED 02 0 632735 0 POWERSHARES ETF TRUST DYN RETAIL PTF 73935X617 15455 860458 SH DEFINED 02 0 860458 0 POWERWAVE TECHNOLOGIES INC COM 739363109 356 26372 SH DEFINED 02 0 26372 0 PPG INDS INC COM 693506107 893 14096 SH DEFINED 02 0 14096 0 PPL CORP COM 69351T106 1068 36329 SH DEFINED 02 0 36329 0 PRE PAID LEGAL SVCS INC COM 740065107 564 15889 SH DEFINED 02 0 15889 0 PRECISION CASTPARTS CORP COM 740189105 1112 18725 SH DEFINED 02 0 18725 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 167 13700 SH DEFINED 02 0 13700 0 PRICE T ROWE GROUP INC COM 74144T108 354 4527 SH DEFINED 02 0 4527 0 PRICELINE COM INC COM NEW 741503403 1294 52090 SH DEFINED 02 0 52090 0 PRIDE INTL INC DEL COM 74153Q102 1052 33738 SH DEFINED 02 0 33738 0 PRIDE INTL INC DEL COM 74153Q102 2080 3633 SH Call DEFINED 02 0 3633 0 PROASSURANCE CORP COM 74267C106 246 4732 SH DEFINED 01 0 4732 0 PROCTER & GAMBLE CO COM 742718109 1273 6167 SH Put DEFINED 02 0 6167 0 PROCTER & GAMBLE CO COM 742718109 31177 541077 SH DEFINED 02 0 541077 0 PROCTER & GAMBLE CO COM 742718109 933 4132 SH Call DEFINED 02 0 4132 0 PROLOGIS SH BEN INT 743410102 285 5333 SH DEFINED 01 0 5333 0 PROLOGIS SH BEN INT 743410102 4280 80000 SH DEFINED 02 0 80000 0 PRUDENTIAL FINL INC COM 744320102 1021 2150 SH Call DEFINED 02 0 2150 0 PSS WORLD MED INC COM 69366A100 563 1250 SH Call DEFINED 02 0 1250 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 250 3900 SH DEFINED 02 0 3900 0 PULTE HOMES INC COM 745867101 4042 105200 SH DEFINED 02 0 105200 0 PULTE HOMES INC COM 745867101 431 962 SH Call DEFINED 02 0 962 0 PUTNAM MANAGED HIGH YIELD TR SH BEN INT 746819101 282 31972 SH DEFINED 01 0 31972 0 PYR ENERGY CORP COM 693677106 48 36932 SH DEFINED 01 0 36932 0 QLT INC COM 746927102 804 104501 SH DEFINED 02 0 104501 0 QUALCOMM INC COM 747525103 673 3100 SH Put DEFINED 02 0 3100 0 QUALCOMM INC COM 747525103 4053 80092 SH DEFINED 02 0 80092 0 QUANTA SVCS INC COM 74762E102 2365 6200 SH Call DEFINED 02 0 6200 0 QUANTUM CORP COM DSSG 747906204 44 11686 SH DEFINED 02 0 11686 0 QUANTUM FUEL SYS TECH WORLDW COM 74765E109 538 150244 SH DEFINED 02 0 150244 0 QUESTAR CORP COM 748356102 462 6598 SH DEFINED 02 0 6598 0 QUICKSILVER RESOURCES INC COM 74837R104 5900 152619 SH DEFINED 02 0 152619 0 QUICKSILVER RESOURCES INC COM 74837R104 823 3044 SH Put DEFINED 02 0 3044 0 QWEST COMMUNICATIONS INTL IN COM 749121109 1580 232299 SH DEFINED 01 0 232299 0 R H DONNELLEY CORP COM NEW 74955W307 210 3608 SH DEFINED 02 0 3608 0 RADIAN GROUP INC COM 750236101 811 13455 SH DEFINED 01 0 13455 0 RADIAN GROUP INC COM 750236101 803 13328 SH DEFINED 02 0 13328 0 RADIOSHACK CORP COM 750438103 1242 64600 SH DEFINED 02 0 64600 0 RAMBUS INC DEL COM 750917106 854 1375 SH Call DEFINED 02 0 1375 0 RANDGOLD RES LTD ADR 752344309 324 17835 SH DEFINED 02 0 17835 0 RANGE RES CORP COM 75281A109 2571 94149 SH DEFINED 02 0 94149 0 RAYMOND JAMES FINANCIAL INC COM 754730109 641 21684 SH DEFINED 02 0 21684 0 RAYONIER INC COM 754907103 903 19809 SH DEFINED 02 0 19809 0 RAYTHEON CO COM NEW 755111507 1162 25354 SH DEFINED 02 0 25354 0 RECKSON ASSOCS RLTY CORP COM 75621K106 463 10105 SH DEFINED 02 0 10105 0 RED HAT INC COM 756577102 1592 3145 SH Call DEFINED 02 0 3145 0 REDBACK NETWORKS INC COM NEW 757209507 1557 71807 SH DEFINED 02 0 71807 0 REGENERON PHARMACEUTICALS COM 75886F107 679 40806 SH DEFINED 02 0 40806 0 REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 347 450 SH Call DEFINED 02 0 450 0 REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 5214 35900 SH DEFINED 02 0 35900 0 RELIANT ENERGY INC COM 75952B105 1577 6515 SH Call DEFINED 02 0 6515 0 REMINGTON OIL & GAS CORP COM 759594302 539 12465 SH DEFINED 02 0 12465 0 RENOVIS INC COM 759885106 1467 68792 SH DEFINED 02 0 68792 0 RENOVIS INC COM 759885106 231 1015 SH Call DEFINED 02 0 1015 0 RENT A CTR INC NEW COM 76009N100 408 15938 SH DEFINED 02 0 15938 0 RENTECH INC COM 760112102 53 12106 SH DEFINED 01 0 12106 0 REPSOL YPF S A SPONSORED ADR 76026T205 588 20631 SH DEFINED 02 0 20631 0 RESEARCH IN MOTION LTD COM 760975102 477 5620 SH DEFINED 02 0 5620 0 RESEARCH IN MOTION LTD COM 760975102 2599 5650 SH Call DEFINED 02 0 5650 0 RESEARCH IN MOTION LTD COM 760975102 486 250 SH Put DEFINED 02 0 250 0 REVLON INC CL A 761525500 756 239366 SH DEFINED 01 0 239366 0 REYNOLDS AMERICAN INC COM 761713106 612 5800 SH DEFINED 02 0 5800 0 RF MICRODEVICES INC COM 749941100 1272 147077 SH DEFINED 02 0 147077 0 RITE AID CORP COM 767754104 101 25163 SH DEFINED 02 0 25163 0 ROCKWELL AUTOMATION INC COM 773903109 431 6000 SH DEFINED 02 0 6000 0 ROCKWELL COLLINS INC COM 774341101 393 595 SH Call DEFINED 02 0 595 0 ROPER INDS INC NEW COM 776696106 262 5380 SH DEFINED 02 0 5380 0 ROSS STORES INC COM 778296103 1460 50000 SH DEFINED 02 0 50000 0 ROWAN COS INC COM 779382100 4482 101961 SH DEFINED 02 0 101961 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 933 22203 SH DEFINED 02 0 22203 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1762 28306 SH DEFINED 02 0 28306 0 RUDDICK CORP COM 781258108 742 30515 SH DEFINED 02 0 30515 0 RYDER SYS INC COM 783549108 1314 29351 SH DEFINED 02 0 29351 0 RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 8661 49100 SH DEFINED 02 0 49100 0 RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 264 253 SH Call DEFINED 02 0 253 0 RYLAND GROUP INC COM 783764103 1319 19000 SH DEFINED 02 0 19000 0 SAFEWAY INC COM NEW 786514208 1005 40000 SH DEFINED 02 0 40000 0 SAKS INC COM 79377W108 4941 256035 SH DEFINED 02 0 256035 0 SALESFORCE COM INC COM 79466L302 254 7000 SH DEFINED 02 0 7000 0 SALTON INC COM 795757103 65 23552 SH DEFINED 01 0 23552 0 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 340 8305 SH DEFINED 01 0 8305 0 SANDERSON FARMS INC COM 800013104 402 17925 SH DEFINED 02 0 17925 0 SANDISK CORP COM 80004C101 1649 9091 SH Put DEFINED 02 0 9091 0 SANDISK CORP COM 80004C101 2314 40222 SH DEFINED 02 0 40222 0 SANDISK CORP COM 80004C101 1015 500 SH Call DEFINED 02 0 500 0 SANOFI AVENTIS SPONSORED ADR 80105N105 1306 27534 SH DEFINED 02 0 27534 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 543 10000 SH DEFINED 02 0 10000 0 SAPIENT CORP COM 803062108 92 12017 SH DEFINED 02 0 12017 0 SBA COMMUNICATIONS CORP COM 78388J106 217 9259 SH DEFINED 02 0 9259 0 SCHEIN HENRY INC COM 806407102 281 922 SH Call DEFINED 02 0 922 0 SCHERING PLOUGH CORP COM 806605101 1444 76047 SH DEFINED 02 0 76047 0 SCHLUMBERGER LTD COM 806857108 645 5095 SH DEFINED 02 0 5095 0 SCHLUMBERGER LTD COM 806857108 1785 2250 SH Call DEFINED 02 0 2250 0 SCHNITZER STL INDS CL A 806882106 1138 26560 SH DEFINED 02 0 26560 0 SCHWAB CHARLES CORP NEW COM 808513105 1190 69136 SH DEFINED 02 0 69136 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 157 43913 SH DEFINED 02 0 43913 0 SCIENTIFIC GAMES CORP CL A 80874P109 335 650 SH Call DEFINED 02 0 650 0 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 359 8910 SH DEFINED 01 0 8910 0 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 453 11254 SH DEFINED 02 0 11254 0 SCP POOL CORP COM 784028102 1591 33920 SH DEFINED 02 0 33920 0 SEABOARD CORP COM 811543107 319 200 SH DEFINED 02 0 200 0 SEAGATE TECHNOLOGY SHS G7945J104 454 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81369Y308 738 31260 SH DEFINED 02 0 31260 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2661 79110 SH DEFINED 02 0 79110 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1780 24444 SH Put DEFINED 02 0 24444 0 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 285 1380 SH Call DEFINED 02 0 1380 0 SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 166 22173 SH DEFINED 02 0 22173 0 SEPRACOR INC COM 817315104 1650 4534 SH Put DEFINED 02 0 4534 0 SEPRACOR INC COM 817315104 269 7313 SH Call DEFINED 02 0 7313 0 SEPRACOR INC COM 817315104 8690 178042 SH DEFINED 02 0 178042 0 SFBC INTL INC COM 784121105 243 825 SH Call DEFINED 02 0 825 0 SFBC INTL INC COM 784121105 1480 3320 SH Put DEFINED 02 0 3320 0 SFBC INTL INC COM 784121105 341 14000 SH DEFINED 02 0 14000 0 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 906 63145 SH DEFINED 02 0 63145 0 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 608 2560 SH Put DEFINED 02 0 2560 0 SHERWIN WILLIAMS CO COM 824348106 1033 20900 SH DEFINED 02 0 20900 0 SHIRE PLC SPONSORED ADR 82481R106 8117 174598 SH DEFINED 02 0 174598 0 SHUFFLE MASTER INC COM 825549108 286 8011 SH DEFINED 02 0 8011 0 SHUFFLE MASTER INC COM 825549108 1374 1290 SH Call DEFINED 02 0 1290 0 SIEMENS A G SPONSORED ADR 826197501 251 2692 SH DEFINED 02 0 2692 0 SIERRA PAC RES NEW COM 826428104 748 54145 SH DEFINED 01 0 54145 0 SIERRA WIRELESS INC COM 826516106 191 16330 SH DEFINED 02 0 16330 0 SIGMA DESIGNS INC COM 826565103 365 25015 SH DEFINED 02 0 25015 0 SILICON LABORATORIES INC COM 826919102 1082 19688 SH DEFINED 02 0 19688 0 SILVER WHEATON CORP COM 828336107 213 20000 SH DEFINED 02 0 20000 0 SILVERLEAF RESORTS INC COM 828395103 66 22106 SH DEFINED 02 0 22106 0 SIMON PPTY GROUP INC NEW COM 828806109 14520 172574 SH DEFINED 02 0 172574 0 SINA CORP ORD G81477104 847 30370 SH DEFINED 02 0 30370 0 SINGING MACH INC COM NEW 829322304 8 24299 SH DEFINED 01 0 24299 0 SIRIUS SATELLITE RADIO INC COM 82966U103 770 2000 SH Put DEFINED 02 0 2000 0 SIRIUS SATELLITE RADIO INC COM 82966U103 199 39160 SH DEFINED 02 0 39160 0 SIRIUS SATELLITE RADIO INC COM 82966U103 380 2900 SH Call DEFINED 02 0 2900 0 SIX FLAGS INC COM 83001P109 418 41092 SH DEFINED 01 0 41092 0 SK TELECOM LTD SPONSORED ADR 78440P108 457 19373 SH DEFINED 02 0 19373 0 SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 290 7700 SH DEFINED 02 0 7700 0 SOHU COM INC COM 83408W103 751 28136 SH DEFINED 02 0 28136 0 SONIC SOLUTIONS COM 835460106 210 11573 SH DEFINED 02 0 11573 0 SONICWALL INC COM 835470105 104 14723 SH DEFINED 02 0 14723 0 SONUS NETWORKS INC COM 835916107 104 18979 SH DEFINED 02 0 18979 0 SOUTHERN CO COM 842587107 1661 50700 SH DEFINED 02 0 50700 0 SOUTHERN COPPER CORP COM 84265V105 2361 27950 SH DEFINED 02 0 27950 0 SOUTHERN COPPER CORP COM 84265V105 246 2172 SH Put DEFINED 02 0 2172 0 SOUTHWEST AIRLS CO COM 844741108 267 14829 SH DEFINED 02 0 14829 0 SOUTHWEST WTR CO COM 845331107 1070 67102 SH DEFINED 02 0 67102 0 SOUTHWESTERN ENERGY CO COM 845467109 4360 135434 SH DEFINED 02 0 135434 0 SOUTHWESTERN ENERGY CO COM 845467109 484 1312 SH Put DEFINED 02 0 1312 0 SOVEREIGN BANCORP INC COM 845905108 220 1404 SH Call DEFINED 02 0 1404 0 SPDR TR UNIT SER 1 78462F103 72056 555000 SH DEFINED 02 0 555000 0 SPORTS AUTH INC NEW COM 84917U109 3329 90217 SH DEFINED 02 0 90217 0 SPRINT NEXTEL CORP COM FON 852061100 18241 705905 SH DEFINED 02 0 705905 0 SPRINT NEXTEL CORP COM FON 852061100 753 2518 SH Call DEFINED 02 0 2518 0 SRA INTL INC CL A 78464R105 708 18772 SH DEFINED 02 0 18772 0 ST JUDE MED INC COM 790849103 4622 112733 SH DEFINED 02 0 112733 0 ST JUDE MED INC COM 790849103 904 1239 SH Put DEFINED 02 0 1239 0 ST PAUL TRAVELERS INC COM 792860108 278 6663 SH DEFINED 02 0 6663 0 STAPLES INC COM 855030102 339 13300 SH DEFINED 02 0 13300 0 STAR SCIENTIFIC INC COM 85517P101 1445 461682 SH DEFINED 02 0 461682 0 STARBUCKS CORP COM 855244109 956 25406 SH DEFINED 02 0 25406 0 STARBUCKS CORP COM 855244109 608 1250 SH Call DEFINED 02 0 1250 0 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 635 1072 SH Call DEFINED 02 0 1072 0 STATE STR CORP COM 857477103 2635 43606 SH DEFINED 02 0 43606 0 STATE STR CORP COM 857477103 204 305 SH Call DEFINED 02 0 305 0 STMICROELECTRONICS N V NY REGISTRY 861012102 221 12000 SH DEFINED 02 0 12000 0 STOLT OFFSHORE S A SP ADR REG COM 861567105 229 14800 SH DEFINED 02 0 14800 0 STONE ENERGY CORP COM 861642106 560 12694 SH DEFINED 02 0 12694 0 STREETTRACKS SER TR DJ WLSH TOT MK 86330E885 2500 26600 SH DEFINED 02 0 26600 0 STREETTRACKS SER TR KBW CAP MK ETF 86330E778 10492 175162 SH DEFINED 02 0 175162 0 STREETTRACKS SER TR DJ WL SMCP ETF 86330E810 21909 361057 SH DEFINED 02 0 361057 0 STRYKER CORP COM 863667101 941 21212 SH DEFINED 02 0 21212 0 SUEZ SPONSORED ADR 864686100 217 5497 SH DEFINED 02 0 5497 0 SUN MICROSYSTEMS INC COM 866810104 267 52059 SH DEFINED 02 0 52059 0 SUN MICROSYSTEMS INC COM 866810104 694 10600 SH Call DEFINED 02 0 10600 0 SUNCOR ENERGY INC COM 867229106 2646 34350 SH DEFINED 02 0 34350 0 SUNCOR ENERGY INC COM 867229106 1466 2476 SH Call DEFINED 02 0 2476 0 SUNOCO INC COM 86764P109 1357 17500 SH DEFINED 02 0 17500 0 SUNOCO INC COM 86764P109 212 683 SH Call DEFINED 02 0 683 0 SUNPOWER CORP COM CL A 867652109 552 14458 SH DEFINED 02 0 14458 0 SUNRISE SENIOR LIVING INC COM 86768K106 223 472 SH Call DEFINED 02 0 472 0 SUNTECH PWR HLDGS CO LTD ADR 86800C104 1583 42801 SH DEFINED 02 0 42801 0 SUNTRUST BKS INC COM 867914103 2536 34855 SH DEFINED 02 0 34855 0 SUNTRUST BKS INC COM 867914103 892 12263 SH DEFINED 01 0 12263 0 SUPERGEN INC COM 868059106 217 38251 SH DEFINED 02 0 38251 0 SVB FINL GROUP COM 78486Q101 1131 21315 SH DEFINED 02 0 21315 0 SYMANTEC CORP COM 871503108 877 52087 SH DEFINED 02 0 52087 0 SYMBOL TECHNOLOGIES INC COM 871508107 565 53372 SH DEFINED 01 0 53372 0 SYMBOL TECHNOLOGIES INC COM 871508107 485 45813 SH DEFINED 02 0 45813 0 SYNAGRO TECHNOLOGIES INC COM NEW 871562203 1026 205206 SH DEFINED 02 0 205206 0 SYNIVERSE HLDGS INC COM 87163F106 374 23700 SH DEFINED 02 0 23700 0 SYNOVUS FINL CORP COM 87161C105 706 26073 SH DEFINED 02 0 26073 0 SYNTROLEUM CORP COM 871630109 133 16024 SH DEFINED 02 0 16024 0 SYSCO CORP COM 871829107 209 6532 SH DEFINED 02 0 6532 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5945 590941 SH DEFINED 01 0 590941 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2017 200459 SH DEFINED 02 0 200459 0 TALBOTS INC COM 874161102 1236 46000 SH DEFINED 02 0 46000 0 TARGET CORP COM 87612E106 7952 152900 SH DEFINED 02 0 152900 0 TASER INTL INC COM 87651B104 580 54784 SH DEFINED 02 0 54784 0 TCW STRATEGIC INCOME FUND IN COM 872340104 499 99494 SH DEFINED 01 0 99494 0 TD AMERITRADE HLDG CORP COM 87236Y108 16270 779564 SH DEFINED 02 0 779564 0 TD AMERITRADE HLDG CORP COM 87236Y108 698 1081 SH Call DEFINED 02 0 1081 0 TD AMERITRADE HLDG CORP COM 87236Y108 399 3177 SH Put DEFINED 02 0 3177 0 TECH DATA CORP COM 878237106 452 12259 SH DEFINED 02 0 12259 0 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 612 1175 SH Put DEFINED 02 0 1175 0 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 801 21600 SH DEFINED 02 0 21600 0 TEKELEC COM 879101103 1083 4298 SH Put DEFINED 02 0 4298 0 TEKELEC COM 879101103 4151 300176 SH DEFINED 02 0 300176 0 TEKTRONIX INC COM 879131100 201 5625 SH DEFINED 02 0 5625 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 398 23880 SH DEFINED 02 0 23880 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 232 10330 SH DEFINED 01 0 10330 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 540 24000 SH DEFINED 02 0 24000 0 TELETOUCH COMMUNICATIONS INC COM NEW 87951V206 6 16726 SH DEFINED 01 0 16726 0 TELIK INC COM 87959M109 1975 102000 SH DEFINED 02 0 102000 0 TELIK INC COM 87959M109 870 3519 SH Call DEFINED 02 0 3519 0 TELIK INC COM 87959M109 543 4909 SH Put DEFINED 02 0 4909 0 TELLABS INC COM 879664100 229 14377 SH DEFINED 02 0 14377 0 TENARIS S A SPONSORED ADR 88031M109 4081 22590 SH DEFINED 02 0 22590 0 TENARIS S A SPONSORED ADR 88031M109 1228 766 SH Call DEFINED 02 0 766 0 TENARIS S A SPONSORED ADR 88031M109 755 1535 SH Put DEFINED 02 0 1535 0 TEREX CORP NEW COM 880779103 1731 21850 SH DEFINED 02 0 21850 0 TESORO CORP COM 881609101 3620 52967 SH DEFINED 02 0 52967 0 TESORO CORP COM 881609101 576 1091 SH Call DEFINED 02 0 1091 0 TESORO CORP COM 881609101 574 3105 SH Put DEFINED 02 0 3105 0 TETRA TECH INC NEW COM 88162G103 640 33532 SH DEFINED 02 0 33532 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2312 56133 SH DEFINED 02 0 56133 0 TEXAS INDS INC COM 882491103 733 12124 SH DEFINED 02 0 12124 0 TEXAS INSTRS INC COM 882508104 10639 327668 SH DEFINED 02 0 327668 0 THOMAS & BETTS CORP COM 884315102 535 10412 SH DEFINED 02 0 10412 0 TIDEWATER INC COM 886423102 4623 83711 SH DEFINED 02 0 83711 0 TIFFANY & CO NEW COM 886547108 7228 192540 SH DEFINED 02 0 192540 0 TIME WARNER INC COM 887317105 7750 461604 SH DEFINED 02 0 461604 0 TIME WARNER INC COM 887317105 596 2250 SH Put DEFINED 02 0 2250 0 TIME WARNER TELECOM INC CL A 887319101 386 21500 SH DEFINED 02 0 21500 0 TJX COS INC NEW COM 872540109 354 14259 SH DEFINED 01 0 14259 0 TJX COS INC NEW COM 872540109 4849 195366 SH DEFINED 02 0 195366 0 TODCO CL A 88889T107 586 14880 SH DEFINED 02 0 14880 0 TOLL BROTHERS INC COM 889478103 263 2404 SH Call DEFINED 02 0 2404 0 TORONTO DOMINION BK ONT COM NEW 891160509 557 10000 SH DEFINED 02 0 10000 0 TOTAL S A SPONSORED ADR 89151E109 840 6375 SH DEFINED 01 0 6375 0 TOTAL S A SPONSORED ADR 89151E109 4349 33016 SH DEFINED 02 0 33016 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 264 2421 SH DEFINED 01 0 2421 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 292 435 SH Call DEFINED 02 0 435 0 TRANSOCEAN INC ORD G90078109 8170 4112 SH Call DEFINED 02 0 4112 0 TRANSOCEAN INC ORD G90078109 980 4900 SH Put DEFINED 02 0 4900 0 TRANSOCEAN INC ORD G90078109 14888 185403 SH DEFINED 02 0 185403 0 TRIBUNE CO NEW COM 896047107 369 13466 SH DEFINED 01 0 13466 0 TXU CORP COM 873168108 263 3680 SH Call DEFINED 02 0 3680 0 TXU CORP COM 873168108 1145 2209 SH Put DEFINED 02 0 2209 0 TYCO INTL LTD NEW COM 902124106 10023 372863 SH DEFINED 02 0 372863 0 TYCO INTL LTD NEW COM 902124106 1435 5922 SH Call DEFINED 02 0 5922 0 TYCO INTL LTD NEW COM 902124106 490 4815 SH Put DEFINED 02 0 4815 0 U S G CORP COM NEW 903293405 607 6389 SH DEFINED 02 0 6389 0 ULTRA PETROLEUM CORP COM 903914109 9608 6865 SH Put DEFINED 02 0 6865 0 ULTRA PETROLEUM CORP COM 903914109 1586 2926 SH Call DEFINED 02 0 2926 0 ULTRA PETROLEUM CORP COM 903914109 39480 633600 SH DEFINED 02 0 633600 0 ULTRALIFE BATTERIES INC COM 903899102 459 35734 SH DEFINED 02 0 35734 0 UNDER ARMOUR INC CL A 904311107 669 20660 SH DEFINED 02 0 20660 0 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 729 9868 SH DEFINED 02 0 9868 0 UNION PAC CORP COM 907818108 842 9015 SH DEFINED 02 0 9015 0 UNIT CORP COM 909218109 720 12912 SH DEFINED 02 0 12912 0 UNITED NAT FOODS INC COM 911163103 323 9226 SH DEFINED 02 0 9226 0 UNITED PARCEL SERVICE INC CL B 911312106 1749 3230 SH Call DEFINED 02 0 3230 0 UNITED PARCEL SERVICE INC CL B 911312106 343 4317 SH DEFINED 01 0 4317 0 UNITED PARCEL SERVICE INC CL B 911312106 4290 54048 SH DEFINED 02 0 54048 0 UNITED STATES STL CORP NEW COM 912909108 585 1000 SH Put DEFINED 02 0 1000 0 UNITED STATES STL CORP NEW COM 912909108 2621 43196 SH DEFINED 02 0 43196 0 UNITED STATES STL CORP NEW COM 912909108 656 925 SH Call DEFINED 02 0 925 0 UNITED TECHNOLOGIES CORP COM 913017109 498 8588 SH DEFINED 02 0 8588 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 278 4200 SH DEFINED 02 0 4200 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 608 1389 SH Call DEFINED 02 0 1389 0 UNITED UTILS PLC SPONSORED ADR 91311Q105 1032 42546 SH DEFINED 02 0 42546 0 UNITEDHEALTH GROUP INC COM 91324P102 797 14261 SH DEFINED 02 0 14261 0 UNIVISION COMMUNICATIONS INC CL A 914906102 347 344 SH Call DEFINED 02 0 344 0 UNUMPROVIDENT CORP COM 91529Y106 378 18439 SH DEFINED 01 0 18439 0 UNUMPROVIDENT CORP COM 91529Y106 477 23313 SH DEFINED 02 0 23313 0 UQM TECHNOLOGIES INC COM 903213106 546 121508 SH DEFINED 02 0 121508 0 URS CORP NEW COM 903236107 624 15509 SH DEFINED 02 0 15509 0 US BANCORP DEL COM NEW 902973304 1532 50234 SH DEFINED 01 0 50234 0 US BANCORP DEL COM NEW 902973304 5222 171210 SH DEFINED 02 0 171210 0 USEC INC COM 90333E108 839 69664 SH DEFINED 02 0 69664 0 UST INC COM 902911106 699 16800 SH DEFINED 02 0 16800 0 UTILITIES HOLDRS TR DEPOSITRY RCPT 918019100 7378 66900 SH DEFINED 02 0 66900 0 UTILITIES HOLDRS TR DEPOSITRY RCPT 918019100 414 946 SH Call DEFINED 02 0 946 0 UTILITIES HOLDRS TR DEPOSITRY RCPT 918019100 321 415 SH Put DEFINED 02 0 415 0 UTSTARCOM INC COM 918076100 73 11638 SH DEFINED 02 0 11638 0 VALASSIS COMMUNICATIONS INC COM 918866104 711 24200 SH DEFINED 02 0 24200 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 393 24817 SH DEFINED 02 0 24817 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 258 3000 SH Put DEFINED 02 0 3000 0 VALERO ENERGY CORP NEW COM 91913Y100 482 702 SH Call DEFINED 02 0 702 0 VALERO ENERGY CORP NEW COM 91913Y100 964 3300 SH Put DEFINED 02 0 3300 0 VALERO ENERGY CORP NEW COM 91913Y100 2981 49872 SH DEFINED 02 0 49872 0 VALLEY NATL BANCORP COM 919794107 1252 48872 SH DEFINED 02 0 48872 0 VALMONT INDS INC COM 920253101 648 15412 SH DEFINED 02 0 15412 0 VANGUARD INDEX FDS EXT MKT VIPERS 922908652 942 9500 SH DEFINED 02 0 9500 0 VANGUARD INDEX FDS MID CAP VIPERS 922908629 516 7400 SH DEFINED 02 0 7400 0 VANGUARD INDEX FDS SMLL CP VIPERS 922908751 401 6000 SH DEFINED 02 0 6000 0 VANGUARD INTL EQUITY INDEX F EURO VIPERS 922042874 360 6200 SH DEFINED 02 0 6200 0 VANGUARD INTL EQUITY INDEX F PACIFIC VIPERS 922042866 5101 79000 SH DEFINED 02 0 79000 0 VANGUARD SECTOR INDEX FDS CONSUMER DISC 92204A108 1638 30000 SH DEFINED 02 0 30000 0 VANGUARD SECTOR INDEX FDS FINLS VIPERS 92204A405 321 5500 SH DEFINED 02 0 5500 0 VARIAN MED SYS INC COM 92220P105 999 17793 SH DEFINED 02 0 17793 0 VEECO INSTRS INC DEL COM 922417100 842 36061 SH DEFINED 02 0 36061 0 VEECO INSTRS INC DEL COM 922417100 428 845 SH Call DEFINED 02 0 845 0 VENTANA MED SYS INC COM 92276H106 420 10052 SH DEFINED 02 0 10052 0 VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N103 853 15367 SH DEFINED 02 0 15367 0 VERIFONE HLDGS INC COM 92342Y109 273 9000 SH DEFINED 02 0 9000 0 VERISIGN INC COM 92343E102 240 1000 SH Call DEFINED 02 0 1000 0 VERIZON COMMUNICATIONS COM 92343V104 10448 306742 SH DEFINED 02 0 306742 0 VERIZON COMMUNICATIONS COM 92343V104 624 4800 SH Put DEFINED 02 0 4800 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1632 1684 SH Call DEFINED 02 0 1684 0 VIACOM INC NEW CL B 92553P201 256 6600 SH DEFINED 01 0 6600 0 VIACOM INC NEW CL B 92553P201 345 2750 SH Call DEFINED 02 0 2750 0 VIAD CORP COM NEW 92552R406 998 29112 SH DEFINED 02 0 29112 0 VIMICRO INTL CORP ADR 92718N109 221 12300 SH DEFINED 02 0 12300 0 VIRAGEN INC COM NEW 927638403 22 36905 SH DEFINED 01 0 36905 0 VIROPHARMA INC COM 928241108 286 22490 SH DEFINED 02 0 22490 0 VIROPHARMA INC COM 928241108 313 955 SH Put DEFINED 02 0 955 0 VISHAY INTERTECHNOLOGY INC COM 928298108 367 2984 SH Call DEFINED 02 0 2984 0 VISTACARE INC CL A 92839Y109 217 14024 SH DEFINED 02 0 14024 0 VISTEON CORP COM 92839U107 207 722 SH Put DEFINED 02 0 722 0 VITESSE SEMICONDUCTOR CORP COM 928497106 166 46342 SH DEFINED 02 0 46342 0 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 277 603 SH Call DEFINED 02 0 603 0 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 410 2000 SH Call DEFINED 02 0 2000 0 VORNADO RLTY TR SH BEN INT 929042109 1829 19052 SH DEFINED 02 0 19052 0 W & T OFFSHORE INC COM 92922P106 305 7570 SH DEFINED 02 0 7570 0 WABASH NATL CORP COM 929566107 335 16971 SH DEFINED 01 0 16971 0 WACHOVIA CORP 2ND NEW COM 929903102 5682 101369 SH DEFINED 02 0 101369 0 WAL MART STORES INC COM 931142103 41817 885212 SH DEFINED 02 0 885212 0 WAL MART STORES INC COM 931142103 357 2726 SH Call DEFINED 02 0 2726 0 WALGREEN CO COM 931422109 3082 71448 SH DEFINED 02 0 71448 0 WALTER INDS INC COM 93317Q105 5984 89820 SH DEFINED 02 0 89820 0 WALTER INDS INC COM 93317Q105 276 1900 SH Put DEFINED 02 0 1900 0 WARNER MUSIC GROUP CORP COM 934550104 432 19900 SH DEFINED 02 0 19900 0 WASHINGTON MUT INC COM 939322103 1321 31006 SH DEFINED 02 0 31006 0 WATSCO INC COM 942622200 384 5400 SH DEFINED 02 0 5400 0 WATSON PHARMACEUTICALS INC COM 942683103 1196 41605 SH DEFINED 02 0 41605 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 1124 30924 SH DEFINED 02 0 30924 0 WCI CMNTYS INC COM 92923C104 643 23120 SH DEFINED 02 0 23120 0 WEATHERFORD INTERNATIONAL LT COM G95089101 790 17264 SH DEFINED 02 0 17264 0 WEATHERFORD INTERNATIONAL LT COM G95089101 2227 1490 SH Call DEFINED 02 0 1490 0 WEBMETHODS INC COM 94768C108 236 28013 SH DEFINED 02 0 28013 0 WELLPOINT INC COM 94973V107 254 3276 SH DEFINED 02 0 3276 0 WELLS FARGO & CO NEW COM 949746101 1805 28256 SH DEFINED 01 0 28256 0 WELLS FARGO & CO NEW COM 949746101 7611 119161 SH DEFINED 02 0 119161 0 WELLS FARGO & CO NEW COM 949746101 335 7315 SH Put DEFINED 02 0 7315 0 WENDYS INTL INC COM 950590109 3068 49429 SH DEFINED 02 0 49429 0 WESCO INTL INC COM 95082P105 284 259 SH Call DEFINED 02 0 259 0 WESCO INTL INC COM 95082P105 295 4344 SH DEFINED 02 0 4344 0 WEST CORP COM 952355105 300 6720 SH DEFINED 02 0 6720 0 WESTAIM CORP COM 956909105 921 146639 SH DEFINED 02 0 146639 0 WESTERN DIGITAL CORP COM 958102105 1132 58263 SH DEFINED 02 0 58263 0 WESTERN DIGITAL CORP COM 958102105 631 1808 SH Call DEFINED 02 0 1808 0 WESTERN GAS RES INC COM 958259103 2090 43318 SH DEFINED 02 0 43318 0 WESTERN SILVER CORP COM 959531104 526 22400 SH DEFINED 02 0 22400 0 WESTWOOD ONE INC COM 961815107 302 27368 SH DEFINED 02 0 27368 0 WET SEAL INC CL A 961840105 799 120178 SH DEFINED 02 0 120178 0 WEYERHAEUSER CO COM 962166104 500 6900 SH DEFINED 02 0 6900 0 WEYERHAEUSER CO COM 962166104 262 440 SH Call DEFINED 02 0 440 0 WHIRLPOOL CORP COM 963320106 332 3500 SH Call DEFINED 02 0 3500 0 WHIRLPOOL CORP COM 963320106 1486 16246 SH DEFINED 02 0 16246 0 WHOLE FOODS MKT INC COM 966837106 3204 48224 SH DEFINED 02 0 48224 0 WHOLE FOODS MKT INC COM 966837106 344 844 SH Put DEFINED 02 0 844 0 WILLIAMS SONOMA INC COM 969904101 212 5000 SH DEFINED 02 0 5000 0 WIND RIVER SYSTEMS INC COM 973149107 377 30264 SH DEFINED 02 0 30264 0 WIRELESS HOLDRS TR DEPOSITRY RCPT 97653L208 963 15000 SH DEFINED 02 0 15000 0 WITNESS SYS INC COM 977424100 490 19303 SH DEFINED 02 0 19303 0 WMS INDS INC COM 929297109 538 1034 SH Call DEFINED 02 0 1034 0 WPS RESOURCES CORP COM 92931B106 256 5200 SH DEFINED 02 0 5200 0 WPS RESOURCES CORP COM 92931B106 255 5177 SH DEFINED 01 0 5177 0 WYETH COM 983024100 2257 46527 SH DEFINED 02 0 46527 0 WYNN RESORTS LTD COM 983134107 661 8599 SH DEFINED 02 0 8599 0 XILINX INC COM 983919101 1614 63375 SH DEFINED 02 0 63375 0 XL CAP LTD CL A G98255105 641 10000 SH DEFINED 02 0 10000 0 XM SATELLITE RADIO HLDGS INC CL A 983759101 7180 322401 SH DEFINED 02 0 322401 0 XM SATELLITE RADIO HLDGS INC CL A 983759101 487 2842 SH Call DEFINED 02 0 2842 0 XM SATELLITE RADIO HLDGS INC CL A 983759101 4468 13067 SH Put DEFINED 02 0 13067 0 XTO ENERGY INC COM 98385X106 243 5574 SH DEFINED 02 0 5574 0 XTO ENERGY INC COM 98385X106 823 2285 SH Call DEFINED 02 0 2285 0 XTO ENERGY INC COM 98385X106 295 1000 SH Put DEFINED 02 0 1000 0 YAHOO INC COM 984332106 320 1813 SH Call DEFINED 02 0 1813 0 YAHOO INC COM 984332106 1255 5184 SH Put DEFINED 02 0 5184 0 YAHOO INC COM 984332106 16128 499945 SH DEFINED 02 0 499945 0 YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 212 4837 SH DEFINED 02 0 4837 0 YM BIOSCIENCES INC COM 984238105 73 13200 SH DEFINED 02 0 13200 0 YRC WORLDWIDE INC COM 984249102 632 16617 SH DEFINED 02 0 16617 0 YRC WORLDWIDE INC COM 984249102 236 555 SH Put DEFINED 02 0 555 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 322 7196 SH DEFINED 02 0 7196 0 ZHONE TECHNOLOGIES INC NEW COM 98950P108 30 11357 SH DEFINED 02 0 11357 0 ZIMMER HLDGS INC COM 98956P102 874 12934 SH DEFINED 02 0 12934 0 ZIONS BANCORPORATION COM 989701107 387 4677 SH DEFINED 02 0 4677 0 ZOLTEK COS INC COM 98975W104 858 37516 SH DEFINED 02 0 37516 0 ZORAN CORP COM 98975F101 302 13800 SH DEFINED 02 0 13800 0 ZYMOGENETICS INC COM 98985T109 259 11987 SH DEFINED 02 0 11987 0