UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2005
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Labranche & Co Inc.
Address: One Exchange Plaza
New York, NY 10271
13F File Number: 28-10499
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Jeffrey M. Chertoff
Title: Senior Vice President and Chief Financial Officer
Phone: 212-482-8935
Signature, Place, and Date of Signing:
/s/ Jeffrey M. Chertoff New York, NY November 01, 2005
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: 720
Form13F Information Table Value Total: $1,499,416 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
No. 13F File Number Name
01 28-10500 Labranche & Co., LLC
02 28-10501 Labranche Structured Products, LLC
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 4609 62821 SH DEFINED 02 0 62821 0
99 CENTS ONLY STORES COM 65440K106 296 32030 SH DEFINED 02 0 32030 0
ABB LTD SPONSORED ADR 000375204 96 13106 SH DEFINED 01 0 13106 0
ABBOTT LABS COM 002824100 5585 131715 SH DEFINED 02 0 131715 0
ABERCROMBIE & FITCH CO CL A 002896207 1697 34038 SH DEFINED 02 0 34038 0
ACTIVE POWER INC COM 00504W100 239 57884 SH DEFINED 02 0 57884 0
ADOLOR CORP COM 00724X102 213 19990 SH DEFINED 02 0 19990 0
ADVANCE AUTO PARTS INC COM 00751Y106 254 6562 SH DEFINED 01 0 6562 0
ADVANCE AUTO PARTS INC COM 00751Y106 588 15212 SH DEFINED 02 0 15212 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 1093 28790 SH DEFINED 02 0 28790 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 712 18753 SH DEFINED 01 0 18753 0
ADVANCED MICRO DEVICES INC COM 007903107 255 9928 SH Put DEFINED 02 0 -9928 0
ADVANCED MICRO DEVICES INC COM 007903107 1613 63990 SH DEFINED 02 0 63990 0
ADVANCED MICRO DEVICES INC COM 007903107 1580 3132 SH Call DEFINED 02 0 3132 0
AEROPOSTALE COM 007865108 264 12429 SH DEFINED 02 0 12429 0
AETNA INC NEW COM 00817Y108 1246 1400 SH Call DEFINED 02 0 1400 0
AGERE SYS INC COM 00845V308 150 14377 SH DEFINED 01 0 14377 0
AGNICO EAGLE MINES LTD COM 008474108 350 23600 SH DEFINED 02 0 23600 0
AIR PRODS & CHEMS INC COM 009158106 590 10694 SH DEFINED 02 0 10694 0
ALBERTSONS INC COM 013104104 265 10329 SH DEFINED 02 0 10329 0
ALBERTSONS INC COM 013104104 1071 3600 SH Call DEFINED 02 0 3600 0
ALCOA INC COM 013817101 428 17507 SH DEFINED 02 0 17507 0
ALCON INC COM SHS H01301102 2205 17239 SH DEFINED 02 0 17239 0
ALLERGAN INC COM 018490102 438 4778 SH DEFINED 01 0 4778 0
ALLIED CAP CORP NEW COM 01903Q108 420 4000 SH Call DEFINED 02 0 4000 0
ALLIED CAP CORP NEW COM 01903Q108 588 2300 SH Put DEFINED 02 0 -2300 0
ALLSTATE CORP COM 020002101 1084 19600 SH DEFINED 02 0 19600 0
ALLSTATE CORP COM 020002101 809 10929 SH Call DEFINED 02 0 10929 0
ALLSTATE CORP COM 020002101 499 2292 SH Put DEFINED 02 0 -2292 0
ALTRIA GROUP INC COM 02209S103 522 5151 SH Put DEFINED 02 0 -5151 0
ALTRIA GROUP INC COM 02209S103 1373 18625 SH DEFINED 01 0 18625 0
ALTRIA GROUP INC COM 02209S103 3013 40871 SH DEFINED 02 0 40871 0
ALTRIA GROUP INC COM 02209S103 2958 4543 SH Call DEFINED 02 0 4543 0
ALVARION LTD SHS M0861T100 218 26786 SH DEFINED 02 0 26786 0
AMERADA HESS CORP COM 023551104 9121 66337 SH DEFINED 02 0 66337 0
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 7878 299315 SH DEFINED 02 0 299315 0
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 1133 1884 SH Call DEFINED 02 0 1884 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 626 26597 SH DEFINED 02 0 26597 0
AMERICAN ELEC PWR INC COM 025537101 1111 27978 SH DEFINED 02 0 27978 0
AMERICAN INTL GROUP INC COM 026874107 1469 23704 SH DEFINED 02 0 23704 0
AMERICAN INTL GROUP INC COM 026874107 2852 4594 SH Call DEFINED 02 0 4594 0
AMERICAN INTL GROUP INC COM 026874107 502 3828 SH Put DEFINED 02 0 -3828 0
AMERICAN PHARMACEUTICALS PTN COM 02886P109 686 15033 SH DEFINED 02 0 15033 0
AMERICAN PWR CONVERSION CORP COM 029066107 261 10079 SH DEFINED 02 0 10079 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 260 25190 SH DEFINED 02 0 25190 0
AMERICREDIT CORP COM 03060R101 604 25313 SH DEFINED 02 0 25313 0
AMERIGROUP CORP COM 03073T102 238 12467 SH DEFINED 01 0 12467 0
AMERITRADE HLDG CORP NEW COM 03074K100 1589 73999 SH DEFINED 02 0 73999 0
AMGEN INC COM 031162100 7854 98583 SH DEFINED 02 0 98583 0
AMR CORP COM 001765106 613 54798 SH DEFINED 02 0 54798 0
AMYLIN PHARMACEUTICALS INC COM 032346108 6099 175321 SH DEFINED 02 0 175321 0
AMYLIN PHARMACEUTICALS INC COM 032346108 1742 1688 SH Call DEFINED 02 0 1688 0
ANADARKO PETE CORP COM 032511107 2238 972 SH Call DEFINED 02 0 972 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 475 11200 SH DEFINED 02 0 11200 0
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APACHE CORP COM 037411105 3372 3017 SH Call DEFINED 02 0 3017 0
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APRIA HEALTHCARE GROUP INC COM 037933108 571 17901 SH DEFINED 02 0 17901 0
ARCH COAL INC COM 039380100 2336 34610 SH DEFINED 02 0 34610 0
ARCHER DANIELS MIDLAND CO COM 039483102 517 20950 SH DEFINED 01 0 20950 0
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AU OPTRONICS CORP SPONSORED ADR 002255107 166 12775 SH DEFINED 02 0 12775 0
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AVNET INC COM 053807103 275 11227 SH DEFINED 02 0 11227 0
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BANK OF AMERICA CORPORATION COM 060505104 4212 100008 SH DEFINED 02 0 100008 0
BARRICK GOLD CORP COM 067901108 977 33636 SH DEFINED 02 0 33636 0
BEAR STEARNS COS INC COM 073902108 6132 55874 SH DEFINED 02 0 55874 0
BED BATH & BEYOND INC COM 075896100 657 16359 SH DEFINED 02 0 16359 0
BERRY PETE CO CL A 085789105 267 4001 SH DEFINED 02 0 4001 0
BEST BUY INC COM 086516101 4051 93069 SH DEFINED 02 0 93069 0
BIOENVISION INC COM 09059N100 168 21000 SH DEFINED 02 0 21000 0
BIOSITE INC COM 090945106 1363 22040 SH DEFINED 02 0 22040 0
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 2218 972 SH Call DEFINED 02 0 972 0
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 5907 31070 SH DEFINED 02 0 31070 0
BIOVAIL CORP COM 09067J109 2808 119966 SH DEFINED 02 0 119966 0
BLOCKBUSTER INC CL A 093679108 61 12832 SH DEFINED 01 0 12832 0
BLOCKBUSTER INC CL A 093679108 95 20068 SH DEFINED 02 0 20068 0
BLUE NILE INC COM 09578R103 292 9238 SH DEFINED 02 0 9238 0
BOIS D ARC ENERGY INC COM 09738U103 1041 60500 SH DEFINED 02 0 60500 0
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BRE PROPERTIES INC CL A 05564E106 392 8802 SH DEFINED 01 0 8802 0
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BROOKS AUTOMATION INC COM 114340102 179 13412 SH DEFINED 02 0 13412 0
BUILDING MATLS HLDG CORP COM 120113105 361 3863 SH DEFINED 02 0 3863 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 815 13631 SH DEFINED 02 0 13631 0
C H ROBINSON WORLDWIDE INC COM 12541W100 368 5739 SH DEFINED 02 0 5739 0
CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 95 12660 SH DEFINED 01 0 12660 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1939 63236 SH DEFINED 02 0 63236 0
CALPINE CORP COM 131347106 33 12787 SH DEFINED 02 0 12787 0
CALPINE CORP COM 131347106 428 10070 SH Call DEFINED 02 0 10070 0
CALPINE CORP COM 131347106 3528 18629 SH Put DEFINED 02 0 -18629 0
CAPITAL ONE FINL CORP COM 14040H105 716 9003 SH DEFINED 01 0 9003 0
CAPITAL ONE FINL CORP COM 14040H105 525 6597 SH DEFINED 02 0 6597 0
CAPSTONE TURBINE CORP COM 14067D102 212 59625 SH DEFINED 02 0 59625 0
CARPENTER TECHNOLOGY CORP COM 144285103 397 6774 SH DEFINED 02 0 6774 0
CATERPILLAR INC DEL COM 149123101 1294 1132 SH Call DEFINED 02 0 1132 0
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SCHERING PLOUGH CORP COM 806605101 1093 51931 SH DEFINED 02 0 51931 0
SCHLUMBERGER LTD COM 806857108 10070 119340 SH DEFINED 02 0 119340 0
SCHWAB CHARLES CORP NEW COM 808513105 560 38783 SH DEFINED 02 0 38783 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 636 21098 SH DEFINED 02 0 21098 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1897 56500 SH DEFINED 02 0 56500 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1298 47200 SH DEFINED 02 0 47200 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 211 10100 SH DEFINED 02 0 10100 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1822 61813 SH DEFINED 02 0 61813 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 6193 58794 SH Put DEFINED 02 0 -58794 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 8268 17135 SH Call DEFINED 02 0 17135 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 735 31660 SH DEFINED 02 0 31660 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3147 58808 SH Put DEFINED 02 0 -58808 0
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 10554 285700 SH DEFINED 02 0 285700 0
SEPRACOR INC COM 817315104 2847 48234 SH DEFINED 02 0 48234 0
SEPRACOR INC COM 817315104 2239 2381 SH Call DEFINED 02 0 2381 0
SEPRACOR INC COM 817315104 638 2476 SH Put DEFINED 02 0 -2476 0
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 391 2528 SH Call DEFINED 02 0 2528 0
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 1244 2236 SH Put DEFINED 02 0 -2236 0
SHERWIN WILLIAMS CO COM 824348106 556 12624 SH DEFINED 02 0 12624 0
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R106 321 8663 SH DEFINED 02 0 8663 0
SIEBEL SYS INC COM 826170102 1228 118900 SH DEFINED 02 0 118900 0
SILICON LABORATORIES INC COM 826919102 287 9460 SH DEFINED 02 0 9460 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 161 31039 SH DEFINED 02 0 31039 0
SIMON PPTY GROUP INC NEW COM 828806109 3194 43091 SH DEFINED 02 0 43091 0
SINA CORP ORD G81477104 385 14000 SH DEFINED 02 0 14000 0
SINGING MACH INC COM NEW 829322304 4 11017 DEFINED 01 0 11017 0
SIRVA INC COM 82967Y104 269 36114 DEFINED 01 0 36114 0
SIX FLAGS INC COM 83001P109 97 13538 DEFINED 01 0 13538 0
SMITH INTL INC COM 832110100 501 15038 SH DEFINED 02 0 15038 0
SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 279 7700 SH DEFINED 02 0 7700 0
SONICWALL INC COM 835470105 100 15814 SH DEFINED 02 0 15814 0
SOUTHERN CO COM 842587107 731 20448 SH DEFINED 02 0 20448 0
SOUTHWESTERN ENERGY CO COM 845467109 2092 28504 SH DEFINED 02 0 28504 0
SPINNAKER EXPL CO COM 84855W109 960 14837 SH DEFINED 02 0 14837 0
SPRINT NEXTEL CORP COM FON 852061100 242 10158 SH DEFINED 02 0 10158 0
SPX CORP COM 784635104 3738 81350 SH DEFINED 02 0 81350 0
SRA INTL INC CL A 78464R105 386 10890 SH DEFINED 02 0 10890 0
ST JUDE MED INC COM 790849103 458 9784 DEFINED 01 0 9784 0
ST JUDE MED INC COM 790849103 520 11112 SH DEFINED 02 0 11112 0
STAAR SURGICAL CO COM PAR $0.01 852312305 72 13011 SH DEFINED 02 0 13011 0
STAPLES INC COM 855030102 271 12693 SH DEFINED 02 0 12693 0
STAR SCIENTIFIC INC COM 85517P101 42 12786 SH DEFINED 02 0 12786 0
STEEL DYNAMICS INC COM 858119100 534 15725 SH DEFINED 02 0 15725 0
STILLWATER MNG CO COM 86074Q102 123 13468 SH DEFINED 02 0 13468 0
STONE ENERGY CORP COM 861642106 1795 29415 SH DEFINED 02 0 29415 0
STREETTRACKS INDEX SHS FDS DJ EURO STX 50 863308201 35137 852230 SH DEFINED 02 0 852230 0
STREETTRACKS SER TR TOTAL MKT ETF 86330E885 3243 36700 SH DEFINED 02 0 36700 0
SUN MICROSYSTEMS INC COM 866810104 121 30802 SH DEFINED 02 0 30802 0
SUNCOR ENERGY INC COM 867229106 5163 85300 SH DEFINED 02 0 85300 0
SUNCOR ENERGY INC COM 867229106 1036 1538 SH Call DEFINED 02 0 1538 0
SUNOCO INC COM 86764P109 6091 77896 SH DEFINED 02 0 77896 0
SURMODICS INC COM 868873100 515 13315 SH DEFINED 02 0 13315 0
SYBASE INC COM 871130100 397 16952 SH DEFINED 02 0 16952 0
SYMBOL TECHNOLOGIES INC COM 871508107 210 21648 DEFINED 01 0 21648 0
SYNTROLEUM CORP COM 871630109 249 17124 SH DEFINED 02 0 17124 0
TARGET CORP COM 87612E106 509 9803 SH DEFINED 02 0 9803 0
TCW CONV SECS FD INC COM 872340104 70 13936 DEFINED 01 0 13936 0
TECH DATA CORP COM 878237106 484 13178 SH DEFINED 02 0 13178 0
TEKELEC COM 879101103 5841 279330 SH DEFINED 02 0 279330 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 144 11189 DEFINED 01 0 11189 0
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1542 72500 SH DEFINED 02 0 72500 0
TELEPHONE & DATA SYS INC COM 879433100 248 6367 SH DEFINED 02 0 6367 0
TENARIS S A SPONSORED ADR 88031M109 1232 8940 SH DEFINED 02 0 8940 0
TERADYNE INC COM 880770102 207 12568 SH DEFINED 02 0 12568 0
TESORO CORP COM 881609101 2375 1355 SH Call DEFINED 02 0 1355 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 984 29449 SH DEFINED 02 0 29449 0
TEXAS INSTRS INC COM 882508104 360 10629 SH DEFINED 02 0 10629 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 1683 10612 DEFINED 01 0 10612 0
TIME WARNER INC COM 887317105 3560 196566 SH DEFINED 02 0 196566 0
TIVO INC COM 888706108 355 64855 SH DEFINED 02 0 64855 0
TJX COS INC NEW COM 872540109 356 17366 SH DEFINED 02 0 17366 0
TODCO CL A 88889T107 1923 46100 SH DEFINED 02 0 46100 0
TOLL BROTHERS INC COM 889478103 4433 99240 SH DEFINED 02 0 99240 0
TOTAL S A SPONSORED ADR 89151E109 778 5731 DEFINED 01 0 5731 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 4167 45108 SH DEFINED 02 0 45108 0
TRANSOCEAN INC ORD G90078109 5406 4804 SH Call DEFINED 02 0 4804 0
TXU CORP COM 873168108 12292 108893 SH DEFINED 02 0 108893 0
TYCO INTL LTD NEW COM 902124106 395 14182 DEFINED 01 0 14182 0
TYCO INTL LTD NEW COM 902124106 2025 3731 SH Call DEFINED 02 0 3731 0
TYCO INTL LTD NEW COM 902124106 2506 89966 SH DEFINED 02 0 89966 0
U S G CORP COM NEW 903293405 2240 32603 SH DEFINED 02 0 32603 0
ULTRA PETROLEUM CORP COM 903914109 16745 294398 SH DEFINED 02 0 294398 0
ULTRA PETROLEUM CORP COM 903914109 8907 4515 SH Call DEFINED 02 0 4515 0
ULTRALIFE BATTERIES INC COM 903899102 179 13863 SH DEFINED 02 0 13863 0
UNION PAC CORP COM 907818108 434 6055 SH DEFINED 02 0 6055 0
UNIT CORP COM 909218109 612 11072 SH DEFINED 02 0 11072 0
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 213 59186 SH DEFINED 02 0 59186 0
UNITED PARCEL SERVICE INC CL B 911312106 2993 43290 SH DEFINED 02 0 43290 0
UNITED PARCEL SERVICE INC CL B 911312106 1485 21477 DEFINED 01 0 21477 0
UQM TECHNOLOGIES INC COM 903213106 181 43940 SH DEFINED 02 0 43940 0
US BANCORP DEL COM NEW 902973304 946 33689 DEFINED 01 0 33689 0
USEC INC COM 90333E108 513 45966 SH DEFINED 02 0 45966 0
UST INC COM 902911106 859 20511 SH DEFINED 02 0 20511 0
VALASSIS COMMUNICATIONS INC COM 918866104 285 7300 SH DEFINED 02 0 7300 0
VALERO ENERGY CORP NEW COM 91913Y100 32346 286092 SH DEFINED 02 0 286092 0
VALLEY NATL BANCORP COM 919794107 921 40197 SH DEFINED 02 0 40197 0
VANGUARD INDEX TR EXT MKT VIPERS 922908652 846 9500 SH DEFINED 02 0 9500 0
VANGUARD INDEX TR MID CAP VIPERS 922908629 267 4200 SH DEFINED 02 0 4200 0
VANGUARD INDEX TR SMLL CP VIPERS 922908751 357 6000 SH DEFINED 02 0 6000 0
VANGUARD INTL EQUITY INDEX F EURO VIPERS 922042874 2884 55000 SH DEFINED 02 0 55000 0
VANGUARD INTL EQUITY INDEX F PACIFIC VIPERS 922042866 1840 32200 SH DEFINED 02 0 32200 0
VANGUARD INTL EQUITY INDEX F EMR MKT VIPERS 922042858 9503 164905 SH DEFINED 02 0 164905 0
VANGUARD SECTOR INDEX FDS CONSUMER DISC 92204A108 1043 20000 SH DEFINED 02 0 20000 0
VEECO INSTRS INC DEL COM 922417100 228 14200 SH DEFINED 02 0 14200 0
VERISIGN INC COM 92343E102 203 9533 SH DEFINED 02 0 9533 0
VERIZON COMMUNICATIONS COM 92343V104 247 7542 SH DEFINED 02 0 7542 0
VIACOM INC CL B 925524308 366 11079 DEFINED 01 0 11079 0
VIACOM INC CL B 925524308 930 28163 SH DEFINED 02 0 28163 0
VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 214 12978 SH DEFINED 02 0 12978 0
VINTAGE PETE INC COM 927460105 376 8245 SH DEFINED 02 0 8245 0
VIROPHARMA INC COM 928241108 614 29490 SH DEFINED 02 0 29490 0
VISHAY INTERTECHNOLOGY INC COM 928298108 158 13226 SH DEFINED 02 0 13226 0
VISTACARE INC CL A 92839Y109 162 11224 SH DEFINED 02 0 11224 0
WACHOVIA CORP 2ND NEW COM 929903102 598 1744 SH Put DEFINED 02 0 -1744 0
WAL MART STORES INC COM 931142103 869 19828 SH DEFINED 02 0 19828 0
WAL MART STORES INC COM 931142103 418 3900 SH Call DEFINED 02 0 3900 0
WAL MART STORES INC COM 931142103 812 3300 SH Put DEFINED 02 0 -3300 0
WALGREEN CO COM 931422109 268 6168 SH DEFINED 02 0 6168 0
WASHINGTON MUT INC COM 939322103 911 23230 SH DEFINED 02 0 23230 0
WATSCO INC COM 942622200 404 7613 SH DEFINED 02 0 7613 0
WEBMD CORP COM 94769M105 896 80878 SH DEFINED 02 0 80878 0
WELLS FARGO & CO NEW COM 949746101 8646 147621 SH DEFINED 02 0 147621 0
WELLS FARGO & CO NEW COM 949746101 670 7764 SH Put DEFINED 02 0 -7764 0
WELLS FARGO & CO NEW COM 949746101 1175 20056 DEFINED 01 0 20056 0
WENDYS INTL INC COM 950590109 1064 23562 SH DEFINED 02 0 23562 0
WESTERN DIGITAL CORP COM 958102105 380 29427 SH DEFINED 02 0 29427 0
WEYERHAEUSER CO COM 962166104 614 8931 SH DEFINED 02 0 8931 0
WHIRLPOOL CORP COM 963320106 600 7920 SH DEFINED 02 0 7920 0
WHITEHALL JEWELLERS INC COM 965063100 51 30138 DEFINED 01 0 30138 0
WHOLE FOODS MKT INC COM 966837106 1162 8645 SH DEFINED 02 0 8645 0
WILLIAMS COS INC DEL COM 969457100 2439 5295 SH Call DEFINED 02 0 5295 0
WILLIAMS SONOMA INC COM 969904101 693 18080 SH DEFINED 02 0 18080 0
WOORI FIN HLDGS CO LTD ADR 981063100 222 5048 DEFINED 01 0 5048 0
WRIGLEY WM JR CO COM 982526105 1119 15567 SH DEFINED 02 0 15567 0
WYETH COM 983024100 354 7644 SH DEFINED 02 0 7644 0
XM SATELLITE RADIO HLDGS INC CL A 983759101 852 1200 SH Call DEFINED 02 0 1200 0
XM SATELLITE RADIO HLDGS INC CL A 983759101 345 9622 SH DEFINED 02 0 9622 0
XTO ENERGY INC COM 98385X106 686 15134 SH DEFINED 02 0 15134 0
YAHOO INC COM 984332106 2442 72097 SH DEFINED 02 0 72097 0
YELLOW ROADWAY CORP COM 985577105 246 5931 SH DEFINED 02 0 5931 0
YORK INTL CORP NEW COM 986670107 285 5078 DEFINED 01 0 5078 0
YUM BRANDS INC COM 988498101 1150 23746 SH DEFINED 02 0 23746 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 540 13816 SH DEFINED 02 0 13816 0
ZIMMER HLDGS INC COM 98956P102 329 4779 DEFINED 01 0 4779 0
ZOLTEK COS INC COM 98975W104 167 12685 SH DEFINED 02 0 12685 0
ZYMOGENETICS INC COM 98985T109 257 15588 SH DEFINED 02 0 15588 0