13F-HR 1 c17340e13fvhr.txt 13F HOLDINGS REPORT 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, 2011 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: Magnetar Financial LLC Address: 1603 Orrington Avenue, 13th Floor Evanston, IL 60201 Form 13F File Number: 28-11800 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: Michael Turro Title: Chief Compliance Officer Phone: 847-905-4690 Signature, Place, and Date of Signing: /s/ Michael Turro Evanston, IL May 16, 2011 ------------------------------------- ------------- ------------ [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 685 Form 13F Information Table Value Total: $1,929,874 (thousands) List of Other Included Managers: 1. MTP Energy Management LLC FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------- ------------------ ---------- -------- ------------------------ VOTING AUTHORITY NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ------------------------ ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------- -------- ---- ---- ---------- -------- ------- ------- -------- * AAR CORP COM 000361105 282 10182 SH SOLE 10182 * ABM INDS INC COM 000957100 321 12640 SH SOLE 12640 * AFLAC INC COM 001055102 3118 59074 SH SOLE 59074 * AES CORP COM 00130H105 1343 103307 SH SOLE 103307 * AARONS INC COM PAR $0.50 002535300 206 8118 SH SOLE 8118 * ACI WORLDWIDE INC COM 004498101 2843 86673 SH SOLE 86673 * ACTIVISION BLIZZARD INC COM 00507V109 1200 109354 SH SOLE 109354 * ACTUANT CORP CL A NEW 00508X203 825 28432 SH SOLE 28432 * ADOBE SYS INC COM 00724F101 1601 48296 SH SOLE 48296 * ADTRAN INC COM 00738A106 234 5500 SH SOLE 5500 * ADVANCE AUTO PARTS INC COM 00751Y106 557 8485 SH SOLE 8485 * ADVENT SOFTWARE INC COM 007974108 293 10211 SH SOLE 10211 * AGNICO EAGLE MINES LTD COM 008474108 399 6000 SH SOLE 6000 * AIR PRODS & CHEMS INC COM 009158106 1942 21535 SH SOLE 21535 * AIRGAS INC COM 009363102 4982 75000 SH CALL SOLE 75000 * AIRTRAN HLDGS INC COM 00949P108 14900 2000000 SH SOLE 2000000 * AKAMAI TECHNOLOGIES INC COM 00971T101 1963 51653 SH SOLE 51653 * ALBEMARLE CORP COM 012653101 2587 43282 SH SOLE 43282 * ALCATEL-LUCENT SPONSORED ADR 013904305 491 84500 SH SOLE 84500 * ALIGN TECHNOLOGY INC COM 016255101 938 45778 SH SOLE 45778 * ALLEGHENY TECHNOLOGIES INC COM 01741R102 500 7386 SH SOLE 7386 * ALLERGAN INC COM 018490102 831 11700 SH SOLE 11700 * ALLIANCE DATA SYSTEMS CORP COM 018581108 1570 18284 SH SOLE 18284 * ALLIANT TECHSYSTEMS INC COM 018804104 1608 22751 SH SOLE 22751 * AMAZON COM INC COM 023135106 1151 6391 SH SOLE 6391 * AMERICAN CAPITAL AGENCY CORP COM 02503X105 6882 236161 SH SOLE 236161 * AMERICAN CAP LTD COM 02503Y103 1832 185023 SH SOLE 185023 * AMERICAN MED SYS HLDGS INC COM 02744M108 944 43643 SH SOLE 43643 * AMERISTAR CASINOS INC COM 03070Q101 253 14252 SH SOLE 14252 * AMKOR TECHNOLOGY INC COM 031652100 933 138497 SH SOLE 138497 * AMPHENOL CORP NEW CL A 032095101 471 8658 SH SOLE 8658 * ANCESTRY COM INC COM 032803108 1102 31094 SH SOLE 31094 * ANDERSONS INC COM 034164103 243 4983 SH SOLE 4983 * ANIXTER INTL INC COM 035290105 611 8739 SH SOLE 8739 * ANSYS INC COM 03662Q105 1334 24625 SH SOLE 24625 * AON CORP COM 037389103 2146 40529 SH SOLE 40529 * APACHE CORP COM 037411105 250 1911 SH SOLE 1911 * APARTMENT INVT & MGMT CO CL A 03748R101 1896 74422 SH SOLE 74422 * APOLLO GROUP INC CL A 037604105 1614 38690 SH SOLE 38690 * APPLE INC COM 037833100 279 800 SH SOLE 800 * APPLIED INDL TECHNOLOGIES IN COM 03820C105 675 20281 SH SOLE 20281 * APTARGROUP INC COM 038336103 373 7447 SH SOLE 7447 * APPROACH RESOURCES INC COM 03834A103 963 28647 SH SOLE 28647 * ARCH COAL INC COM 039380100 385 10674 SH SOLE 10674 * ARCHER DANIELS MIDLAND CO COM 039483102 1023 28422 SH SOLE 28422
* ARKANSAS BEST CORP DEL COM 040790107 2510 96845 SH SOLE 96845 ARMOUR RESIDENTIAL REIT INC *W EXP 11/07/201 042315119 352 5858651 SH SOLE 5858651 * ARMSTRONG WORLD INDS INC NEW COM 04247X102 1296 28016 SH SOLE 28016 * ARTHROCARE CORP COM 043136100 707 21216 SH SOLE 21216 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 8036 8050000 PRN 8050000 * ASBURY AUTOMOTIVE GROUP INC COM 043436104 2743 148334 SH SOLE 148334 * ASCENA RETAIL GROUP INC COM 04351G101 893 27544 SH SOLE 27544 * ASHLAND INC NEW COM 044209104 451 7807 SH SOLE 7807 * ASTEC INDS INC COM 046224101 1768 47413 SH SOLE 47413 * ATHENAHEALTH INC COM 04685W103 1337 29620 SH SOLE 29620 * ATLANTIC PWR CORP COM NEW 04878Q863 275 18200 SH SOLE 18200 * ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 729 10463 SH SOLE 10463 * ATMEL CORP COM 049513104 2484 182230 SH SOLE 182230 * ATMOS ENERGY CORP COM 049560105 3069 90000 SH SHARED 1 90000 * AURIZON MINES LTD COM 05155P106 103 14600 SH SOLE 14600 * AUTODESK INC COM 052769106 292 6609 SH SOLE 6609 * AUTOLIV INC COM 052800109 432 5821 SH SOLE 5821 * AUTOZONE INC COM 053332102 1964 7178 SH SOLE 7178 * AVALONBAY CMNTYS INC COM 053484101 1245 10365 SH SOLE 10365 AVIS BUDGET GROUP NOTE 3.500%10/ 053774AB1 41323 31195000 PRN 31195000 * AVNET INC COM 053807103 3704 108651 SH SOLE 108651 * BB&T CORP COM 054937107 2470 89995 SH SOLE 89995 * BJS WHOLESALE CLUB INC COM 05548J106 1933 39586 SH SOLE 39586 * BP PLC SPONSORED ADR 055622104 11879 269130 SH SHARED 1 * BP PLC SPONSORED ADR 055622104 48775 1105000 SH CALL SHARED 1 * BP PLC SPONSORED ADR 055622104 5297 120000 SH PUT SHARED 1 * BRE PROPERTIES INC CL A 05564E106 584 12377 SH SOLE 12377 * BMC SOFTWARE INC COM 055921100 1914 38483 SH SOLE 38483 * BAKER HUGHES INC COM 057224107 325 4422 SH SOLE 4422 * BALL CORP COM 058498106 969 27020 SH SOLE 27020 * BALLY TECHNOLOGIES INC COM 05874B107 480 12694 SH SOLE 12694 * BARRETT BILL CORP COM 06846N104 369 9234 SH SOLE 9234 * BE AEROSPACE INC COM 073302101 2791 78557 SH SOLE 78557 * BEBE STORES INC COM 075571109 983 167987 SH SOLE 167987 * BECTON DICKINSON & CO COM 075887109 338 4251 SH SOLE 4251 * BED BATH & BEYOND INC COM 075896100 4802 99488 SH SOLE 99488 * BELO CORP COM SER A 080555105 302 34261 SH SOLE 34261 * BEMIS INC COM 081437105 2701 82334 SH SOLE 82334 * BEST BUY INC COM 086516101 3304 115054 SH SOLE 115054 * BIG LOTS INC COM 089302103 334 7696 SH SOLE 7696 * BLOCK H & R INC COM 093671105 681 40700 SH SOLE 40700 * BORGWARNER INC COM 099724106 259 3254 SH SOLE 3254 * BOSTON PRIVATE FINL HLDGS IN COM 101119105 1219 172482 SH SOLE 172482 * BOSTON SCIENTIFIC CORP COM 101137107 2942 409236 SH SOLE 409236 BRAVO BRIO RESTAURANT GROUP COM 10567B109 1203 67977 SH SOLE 67977 * BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 14125 650000 SH SHARED 1 650000 * BRINKER INTL INC COM 109641100 544 21511 SH SOLE 21511 * BROADCOM CORP CL A 111320107 1585 40249 SH SOLE 40249 * BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1142 185733 SH SOLE 185733 * BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 429 13200 SH SOLE 13200 * BROOKLINE BANCORP INC DEL COM 11373M107 554 52570 SH SOLE 52570 * BROWN & BROWN INC COM 115236101 916 35523 SH SOLE 35523 * BROWN FORMAN CORP CL B 115637209 1545 22620 SH SOLE 22620 * BRUKER CORP COM 116794108 659 31611 SH SOLE 31611
* BRUNSWICK CORP COM 117043109 338 13288 SH SOLE 13288 * CBS CORP NEW CL B 124857202 421 16808 SH SOLE 16808 * CEC ENTMT INC COM 125137109 208 5507 SH SOLE 5507 * CIT GROUP INC COM NEW 125581801 4758 111827 SH SOLE 111827 * CME GROUP INC COM 12572Q105 4827 16008 SH SOLE 16008 * CME GROUP INC COM 12572Q105 4523 15000 SH CALL SOLE 15000 * CNO FINL GROUP INC COM 12621E103 919 122432 SH SOLE 122432 * CTC MEDIA INC COM 12642X106 218 9256 SH SOLE 9256 * CVB FINL CORP COM 126600105 183 19639 SH SOLE 19639 * CABOT CORP COM 127055101 310 6700 SH SOLE 6700 * CADENCE DESIGN SYSTEM INC COM 127387108 1728 177258 SH SOLE 177258 * CALLAWAY GOLF CO COM 131193104 282 41300 SH SOLE 41300 * CAMELOT INFORMATION SYS INC ADS RP ORD SHS 13322V105 399 24029 SH SOLE 24029 * CAMERON INTERNATIONAL CORP COM 13342B105 1459 25558 SH SOLE 25558 * CAMPBELL SOUP CO COM 134429109 1879 56737 SH SOLE 56737 * CANADIAN PAC RY LTD COM 13645T100 1505 23400 SH SOLE 23400 * CANON INC ADR 138006309 1824 42072 SH SOLE 42072 * CAPITAL ONE FINL CORP COM 14040H105 388 7460 SH SOLE 7460 * CAPITALSOURCE INC COM 14055X102 1039 147572 SH SOLE 147572 * CARMAX INC COM 143130102 1017 31696 SH SOLE 31696 * CARTER INC COM 146229109 948 33105 SH SOLE 33105 * CASH AMER INTL INC COM 14754D100 2916 63318 SH SOLE 63318 * CATALYST HEALTH SOLUTIONS IN COM 14888B103 3091 55262 SH SOLE 55262 * CAVIUM NETWORKS INC COM 14965A101 2032 45227 SH SOLE 45227 * CELESTICA INC SUB VTG SHS 15101Q108 796 74289 SH SOLE 74289 * CENTERPOINT ENERGY INC COM 15189T107 5009 285250 SH SHARED 1 285250 * CENTRAL EUROPEAN DIST CORP COM 153435102 295 26010 SH SOLE 26010 * CENTURYLINK INC COM 156700106 870 20937 SH SOLE 20937 * CERNER CORP COM 156782104 2592 23306 SH SOLE 23306 * CHARLES RIV LABS INTL INC COM 159864107 933 24300 SH SOLE 24300 * CHART INDS INC COM PAR $0.01 16115Q308 1012 18391 SH SOLE 18391 * CHEESECAKE FACTORY INC COM 163072101 3236 107552 SH SOLE 107552 * CHEMED CORP NEW COM 16359R103 3163 47489 SH SOLE 47489 * CHESAPEAKE ENERGY CORP COM 165167107 1146 34202 SH SOLE 34202 * CHICOS FAS INC COM 168615102 882 59177 SH SOLE 59177 * CHILDRENS PL RETAIL STORES I COM 168905107 934 18740 SH SOLE 18740 * CHIQUITA BRANDS INTL INC COM 170032809 1503 97971 SH SOLE 97971 * CIENA CORP COM NEW 171779309 2053 79089 SH SOLE 79089 * CIMAREX ENERGY CO COM 171798101 980 8500 SH SOLE 8500 * CIRRUS LOGIC INC COM 172755100 358 17000 SH SOLE 17000 * CISCO SYS INC COM 17275R102 2838 165510 SH SOLE 165510 * CINTAS CORP COM 172908105 1911 63137 SH SOLE 63137 * CLARCOR INC COM 179895107 474 10542 SH SOLE 10542 * CLEARWIRE CORP NEW CL A 18538Q105 6429 1150000 SH CALL SOLE 1150000 * COGNEX CORP COM 192422103 5349 189339 SH SOLE 189339 * COLLECTIVE BRANDS INC COM 19421W100 712 32990 SH SOLE 32990 * COLUMBIA BKG SYS INC COM 197236102 478 24959 SH SOLE 24959 * COLUMBIA SPORTSWEAR CO COM 198516106 718 12078 SH SOLE 12078 * COMCAST CORP NEW CL A 20030N101 377 15255 SH SOLE 15255 * COMMUNITY HEALTH SYS INC NEW COM 203668108 1661 41530 SH SOLE 41530 * COMPASS MINERALS INTL INC COM 20451N101 623 6662 SH SOLE 6662 * COMPLETE PRODUCTION SERVICES COM 20453E109 298 9379 SH SOLE 9379 * COMPUTER SCIENCES CORP COM 205363104 4109 84330 SH SOLE 84330 * COMPUWARE CORP COM 205638109 380 32903 SH SOLE 32903
* COMSCORE INC COM 20564W105 516 17493 SH SOLE 17493 * COMTECH TELECOMMUNICATIONS C COM NEW 205826209 286 10540 SH SOLE 10540 * CONAGRA FOODS INC COM 205887102 1056 44476 SH SOLE 44476 * CON-WAY INC COM 205944101 1928 49077 SH SOLE 49077 * CONCUR TECHNOLOGIES INC COM 206708109 850 15331 SH SOLE 15331 * COOPER TIRE & RUBR CO COM 216831107 43336 1682937 SH SOLE 1682937 * CORELOGIC INC COM 21871D103 2803 151530 SH SOLE 151530 * CORINTHIAN COLLEGES INC COM 218868107 119 26900 SH SOLE 26900 * CORNING INC COM 219350105 1120 54300 SH SOLE 54300 * CORPORATE EXECUTIVE BRD CO COM 21988R102 653 16167 SH SOLE 16167 * CORRECTIONS CORP AMER NEW COM NEW 22025Y407 32636 1337532 SH SOLE 1337532 * COVANCE INC COM 222816100 938 17137 SH SOLE 17137 * COVANTA HLDG CORP COM 22282E102 413 24200 SH SOLE 24200 * COVENTRY HEALTH CARE INC COM 222862104 1601 50218 SH SOLE 50218 * CRACKER BARREL OLD CTRY STOR COM 22410J106 480 9777 SH SOLE 9777 * CRANE CO COM 224399105 1079 22285 SH SOLE 22285 * CROCS INC COM 227046109 667 37393 SH SOLE 37393 * CROWN HOLDINGS INC COM 228368106 945 24500 SH SOLE 24500 * CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 3228 77796 SH SOLE 77796 * CUMMINS INC COM 231021106 832 7594 SH SOLE 7594 * CYPRESS SEMICONDUCTOR CORP COM 232806109 937 48374 SH SOLE 48374 * CYPRESS SHARPRIDGE INVTS INC COM 23281A307 2025 159704 SH SOLE 159704 * DG FASTCHANNEL INC COM 23326R109 1470 45623 SH SOLE 45623 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 24807 21844000 PRN 21844000 * DANAHER CORP DEL COM 235851102 565 10882 SH SOLE 10882 * DARDEN RESTAURANTS INC COM 237194105 1109 22581 SH SOLE 22581 * DARLING INTL INC COM 237266101 300 19489 SH SOLE 19489 * DECKERS OUTDOOR CORP COM 243537107 1554 18035 SH SOLE 18035 * DELCATH SYS INC COM 24661P104 468 63484 SH SOLE 63484 * DELL INC COM 24702R101 663 45700 SH SOLE 45700 * DENBURY RES INC COM NEW 247916208 926 37938 SH SOLE 37938 * DENTSPLY INTL INC NEW COM 249030107 1790 48400 SH SOLE 48400 * DEVON ENERGY CORP NEW COM 25179M103 1092 11900 SH SOLE 11900 * DIAMOND FOODS INC COM 252603105 1312 23515 SH SOLE 23515 * DICKS SPORTING GOODS INC COM 253393102 947 23686 SH SOLE 23686 * DIGITAL RIV INC COM 25388B104 1500 40062 SH SOLE 40062 * DILLARDS INC CL A 254067101 965 24050 SH SOLE 24050 * DINEEQUITY INC COM 254423106 949 17265 SH SOLE 17265 * DIRECTV COM CL A 25490A101 995 21257 SH SOLE 21257 * DOLLAR FINL CORP COM 256664103 465 22419 SH SOLE 22419 * DOLLAR TREE INC COM 256746108 719 12950 SH SOLE 12950 * DONALDSON INC COM 257651109 288 4700 SH SOLE 4700 * DOVER CORP COM 260003108 1923 29254 SH SOLE 29254 * DR PEPPER SNAPPLE GROUP INC COM 26138E109 205 5524 SH SOLE 5524 * DRESSER-RAND GROUP INC COM 261608103 515 9600 SH SOLE 9600 * DU PONT E I DE NEMOURS & CO COM 263534109 1231 22400 SH SOLE 22400 * DUN & BRADSTREET CORP DEL NE COM 26483E100 977 12180 SH SOLE 12180 * DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1229 50676 SH SOLE 50676 * DYCOM INDS INC COM 267475101 417 24058 SH SOLE 24058 DYNEX CAP INC COM NEW 26817Q506 325 32294 SH SOLE 32294 E M C CORP MASS NOTE 1.750%12/ 268648AM4 14493 8500000 PRN 8500000 * EARTHLINK INC COM 270321102 114 14606 SH SOLE 14606 * EAST WEST BANCORP INC COM 27579R104 1379 62785 SH SOLE 62785 * EATON CORP COM 278058102 5612 101230 SH SOLE 101230
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* GOOGLE INC CL A 38259P508 3166 5400 SH SOLE 5400 * GRACE W R & CO DEL NEW COM 38388F108 306 8000 SH SOLE 8000 * GRAFTECH INTL LTD COM 384313102 604 29300 SH SOLE 29300 * GRAINGER W W INC COM 384802104 1917 13927 SH SOLE 13927 * GREEN DOT CORP CL A 39304D102 1628 37948 SH SOLE 37948 * GREEN PLAINS RENEWABLE ENERG COM 393222104 1395 116035 SH SOLE 116035 * GUESS INC COM 401617105 1832 46566 SH SOLE 46566 HCA HOLDINGS INC COM 40412C101 2593 76550 SH SOLE 76550 * HAEMONETICS CORP COM 405024100 1546 23595 SH SOLE 23595 * HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 1888 72526 SH SOLE 72526 * HARLEY DAVIDSON INC COM 412822108 694 16344 SH SOLE 16344 * HASBRO INC COM 418056107 2605 55608 SH SOLE 55608 * HEALTH MGMT ASSOC INC NEW CL A 421933102 1701 156022 SH SOLE 156022 * HEADWATERS INC COM 42210P102 284 48163 SH SOLE 48163 * HEARTLAND EXPRESS INC COM 422347104 705 40152 SH SOLE 40152 * HEICO CORP NEW COM 422806109 670 10722 SH SOLE 10722 * HEINZ H J CO COM 423074103 1920 39325 SH SOLE 39325 * HELIX ENERGY SOLUTIONS GRP I COM 42330P107 723 42025 SH SOLE 42025 * HERTZ GLOBAL HOLDINGS INC COM 42805T105 54535 3489142 SH SOLE 3489142 * HESS CORP COM 42809H107 1093 12824 SH SOLE 12824 * HEXCEL CORP NEW COM 428291108 440 22367 SH SOLE 22367 * HOLLY CORP COM PAR $0.01 435758305 340 5600 SH SOLE 5600 * HOLOGIC INC COM 436440101 2125 95742 SH SOLE 95742 * HOME DEPOT INC COM 437076102 841 22700 SH SOLE 22700 * HORACE MANN EDUCATORS CORP N COM 440327104 579 34462 SH SOLE 34462 * HORNBECK OFFSHORE SVCS INC N COM 440543106 290 9400 SH SOLE 9400 * HORSEHEAD HLDG CORP COM 440694305 1709 100229 SH SOLE 100229 * HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1708 73777 SH SOLE 73777 * HUB GROUP INC CL A 443320106 382 10548 SH SOLE 10548 * HUBBELL INC CL B 443510201 291 4100 SH SOLE 4100 * HUDBAY MINERALS INC COM 443628102 443 27200 SH SOLE 27200 * HUMANA INC COM 444859102 842 12045 SH SOLE 12045 * IAC INTERACTIVECORP COM PAR $.001 44919P508 995 32220 SH SOLE 32220 * IBERIABANK CORP COM 450828108 2095 34839 SH SOLE 34839 * IAMGOLD CORP COM 450913108 437 19800 SH SOLE 19800 * ICON PUB LTD CO SPONSORED ADR 45103T107 427 19793 SH SOLE 19793 * IHS INC CL A 451734107 1228 13831 SH SOLE 13831 * ILLINOIS TOOL WKS INC COM 452308109 1008 18770 SH SOLE 18770 * ILLUMINA INC COM 452327109 3319 47363 SH SOLE 47363 * IMMUCOR INC COM 452526106 499 25248 SH SOLE 25248 * IMPERIAL OIL LTD COM NEW 453038408 210 4100 SH SOLE 4100 INPHI CORP COM 45772F107 315 15000 SH SOLE 15000 * INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 648 13659 SH SOLE 13659 * INTEGRATED DEVICE TECHNOLOGY COM 458118106 107 14453 SH SOLE 14453 * INTEL CORP COM 458140100 13778 683117 SH SOLE 683117 * INTERNATIONAL BUSINESS MACHS COM 459200101 1602 9821 SH SOLE 9821 * INTERPUBLIC GROUP COS INC COM 460690100 3271 260200 SH SOLE 260200 * INTUIT COM 461202103 4460 83996 SH SOLE 83996 * INTUITIVE SURGICAL INC COM NEW 46120E602 1828 5482 SH SOLE 5482 * INTREPID POTASH INC COM 46121Y102 1982 56921 SH SOLE 56921 * INVESCO MORTGAGE CAPITAL INC COM 46131B100 13660 625159 SH SOLE 625159 * IRIDIUM COMMUNICATIONS INC COM 46269C102 398 50000 SH SOLE 50000 * ISHARES INC MSCI BRAZIL 464286400 3835 49500 SH PUT SOLE 49500 * ITRON INC COM 465741106 5973 105825 SH SOLE 105825
* JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 275 39239 SH SOLE 39239 * J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 225 7611 SH SOLE 7611 * JABIL CIRCUIT INC COM 466313103 472 23085 SH SOLE 23085 * JACK IN THE BOX INC COM 466367109 420 18528 SH SOLE 18528 * JACOBS ENGR GROUP INC DEL COM 469814107 4311 83828 SH SOLE 83828 * JEFFERIES GROUP INC NEW COM 472319102 1037 41560 SH SOLE 41560 * JETBLUE AIRWAYS CORP COM 477143101 675 107597 SH SOLE 107597 * JOHNSON & JOHNSON COM 478160104 1914 32311 SH SOLE 32311 * JOS A BANK CLOTHIERS INC COM 480838101 468 9202 SH SOLE 9202 * JOY GLOBAL INC COM 481165108 1085 10977 SH SOLE 10977 * KLA-TENCOR CORP COM 482480100 237 5000 SH SOLE 5000 * KAMAN CORP COM 483548103 3518 99949 SH SOLE 99949 * KANSAS CITY SOUTHERN COM NEW 485170302 649 11919 SH SOLE 11919 * KELLY SVCS INC CL A 488152208 236 10864 SH SOLE 10864 * KEMET CORP COM NEW 488360207 756 50997 SH SOLE 50997 * KEY ENERGY SVCS INC COM 492914106 1562 100440 SH SOLE 100440 * KINDER MORGAN MANAGEMENT LLC SHS 49455U100 27923 425713 SH SHARED 1 425713 * KINDER MORGAN INC DEL COM 49456B101 23890 806000 SH SHARED 1 806000 * KINETIC CONCEPTS INC COM NEW 49460W208 350 6426 SH SOLE 6426 * KINROSS GOLD CORP COM NO PAR 496902404 290 18400 SH SOLE 18400 * KNOLL INC COM NEW 498904200 272 12997 SH SOLE 12997 * KNIGHT TRANSN INC COM 499064103 2710 140774 SH SOLE 140774 * KRAFT FOODS INC CL A 50075N104 247 7890 SH SOLE 7890 * KROGER CO COM 501044101 1332 55553 SH SOLE 55553 * LDK SOLAR CO LTD SPONSORED ADR 50183L107 273 22299 SH SOLE 22299 * LKQ CORP COM 501889208 783 32486 SH SOLE 32486 * LSB INDS INC COM 502160104 890 22441 SH SOLE 22441 * LA Z BOY INC COM 505336107 2045 214160 SH SOLE 214160 * LANDSTAR SYS INC COM 515098101 1023 22387 SH SOLE 22387 * LEAR CORP COM NEW 521865204 371 7601 SH SOLE 7601 * LEGGETT & PLATT INC COM 524660107 673 27455 SH SOLE 27455 * LENDER PROCESSING SVCS INC COM 52602E102 1047 32530 SH SOLE 32530 * LENNAR CORP CL A 526057104 2034 112265 SH SOLE 112265 * LEXINGTON REALTY TRUST COM 529043101 1954 208965 SH SOLE 208965 * LEXMARK INTL NEW CL A 529771107 210 5657 SH SOLE 5657 * LIBERTY GLOBAL INC COM SER A 530555101 1158 27959 SH SOLE 27959 LIBERTY GLOBAL INC NOTE 4.500%11/1 530555AB7 43219 25500000 PRN 25500000 * LIFE TIME FITNESS INC COM 53217R207 403 10797 SH SOLE 10797 * LIFE TECHNOLOGIES CORP COM 53217V109 1264 24118 SH SOLE 24118 * LILLY ELI & CO COM 532457108 665 18900 SH SOLE 18900 * LINCOLN EDL SVCS CORP COM 533535100 255 16018 SH SOLE 16018 * LINCOLN ELEC HLDGS INC COM 533900106 540 7119 SH SOLE 7119 * LINDSAY CORP COM 535555106 2004 25363 SH SOLE 25363 * LINEAR TECHNOLOGY CORP COM 535678106 654 19443 SH SOLE 19443 * LIVE NATION ENTERTAINMENT IN COM 538034109 940 94045 SH SOLE 94045 * LIZ CLAIBORNE INC COM 539320101 241 44800 SH SOLE 44800 * LOCKHEED MARTIN CORP COM 539830109 1528 19000 SH SOLE 19000 * LOEWS CORP COM 540424108 241 5602 SH SOLE 5602 * LOUISIANA PAC CORP COM 546347105 250 23808 SH SOLE 23808 * M & T BK CORP COM 55261F104 3093 34965 SH SOLE 34965 * MBIA INC COM 55262C100 880 87637 SH SOLE 87637 * MB FINANCIAL INC NEW COM 55264U108 1233 58831 SH SOLE 58831 * MEMC ELECTR MATLS INC COM 552715104 429 33133 SH SOLE 33133 * MFA FINANCIAL INC COM 55272X102 12521 1526970 SH SOLE 1526970
* MGIC INVT CORP WIS COM 552848103 2551 286915 SH SOLE 286915 * MKS INSTRUMENT INC COM 55306N104 512 15367 SH SOLE 15367 * MSC INDL DIRECT INC CL A 553530106 407 5948 SH SOLE 5948 * MACYS INC COM 55616P104 1671 68875 SH SOLE 68875 * MADDEN STEVEN LTD COM 556269108 1154 24595 SH SOLE 24595 * MAGNA INTL INC COM 559222401 2006 41863 SH SOLE 41863 * MAKO SURGICAL CORP COM 560879108 1164 48108 SH SOLE 48108 * MANITOWOC INC COM 563571108 330 15077 SH SOLE 15077 * MANPOWER INC COM 56418H100 488 7755 SH SOLE 7755 * MANTECH INTL CORP CL A 564563104 2820 66517 SH SOLE 66517 * MARSH & MCLENNAN COS INC COM 571748102 291 9768 SH SOLE 9768 * MARRIOTT INTL INC NEW CL A 571903202 3917 110101 SH SOLE 110101 * MASIMO CORP COM 574795100 447 13515 SH SOLE 13515 * MATTEL INC COM 577081102 4079 163627 SH SOLE 163627 * MAXIM INTEGRATED PRODS INC COM 57772K101 1759 68720 SH SOLE 68720 * MCDERMOTT INTL INC COM 580037109 354 13942 SH SOLE 13942 * MCG CAPITAL CORP COM 58047P107 1503 231260 SH SOLE 231260 * MCKESSON CORP COM 58155Q103 1878 23753 SH SOLE 23753 * MEADWESTVACO CORP COM 583334107 4268 140733 SH SOLE 140733 * MEDASSETS INC COM 584045108 631 41313 SH SOLE 41313 * MEDCO HEALTH SOLUTIONS INC COM 58405U102 385 6855 SH SOLE 6855 * MEDICAL PPTYS TRUST INC COM 58463J304 1343 116059 SH SOLE 116059 * MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 348 10848 SH SOLE 10848 * MEDIFAST INC COM 58470H101 1944 98445 SH SOLE 98445 * MEDNAX INC COM 58502B106 257 3856 SH SOLE 3856 * MELCO CROWN ENTMT LTD ADR 585464100 2055 270377 SH SOLE 270377 * MENS WEARHOUSE INC COM 587118100 940 34725 SH SOLE 34725 * MERCK & CO INC NEW COM 58933Y105 277 8400 SH SOLE 8400 * MERCURY COMPUTER SYS COM 589378108 1077 50888 SH SOLE 50888 * MEREDITH CORP COM 589433101 8241 242950 SH SOLE 242950 * METALICO INC COM 591176102 517 83124 SH SOLE 83124 * METLIFE INC COM 59156R108 60632 1355500 SH SOLE 1355500 * METLIFE INC COM 59156R108 33615 751500 SH CALL SOLE 751500 * METROPCS COMMUNICATIONS INC COM 591708102 961 59174 SH SOLE 59174 * MICROS SYS INC COM 594901100 793 16034 SH SOLE 16034 * MICROSOFT CORP COM 594918104 4811 189700 SH SOLE 189700 * MOLEX INC COM 608554101 521 20734 SH SOLE 20734 * MOLSON COORS BREWING CO CL B 60871R209 1736 37031 SH SOLE 37031 * MONRO MUFFLER BRAKE INC COM 610236101 1615 48983 SH SOLE 48983 * MONSTER WORLDWIDE INC COM 611742107 1976 124271 SH SOLE 124271 * MOTOROLA SOLUTIONS INC COM NEW 620076307 766 17145 SH SOLE 17145 * MURPHY OIL CORP COM 626717102 967 13174 SH SOLE 13174 * MYLAN INC COM 628530107 571 25176 SH SOLE 25176 * NII HLDGS INC CL B NEW 62913F201 1071 25705 SH SOLE 25705 * NALCO HOLDING COMPANY COM 62985Q101 262 9600 SH SOLE 9600 * NANOMETRICS INC COM 630077105 1302 71976 SH SOLE 71976 * NASDAQ OMX GROUP INC COM 631103108 6460 250000 SH CALL SOLE 250000 * NATIONAL OILWELL VARCO INC COM 637071101 777 9800 SH SOLE 9800 * NATIONAL PENN BANCSHARES INC COM 637138108 2176 281118 SH SOLE 281118 * NAVISTAR INTL CORP NEW COM 63934E108 1029 14837 SH SOLE 14837 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 41230 27181000 PRN 27181000 * NETAPP INC COM 64110D104 2852 59204 SH SOLE 59204 * NETGEAR INC COM 64111Q104 2073 63915 SH SOLE 63915 * NETLOGIC MICROSYSTEMS INC COM 64118B100 817 19455 SH SOLE 19455
* NEUSTAR INC CL A 64126X201 969 37892 SH SOLE 37892 * NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 505 5046 SH SOLE 5046 * NEWELL RUBBERMAID INC COM 651229106 993 51930 SH SOLE 51930 * NEXTERA ENERGY INC COM 65339F101 628 11395 SH SOLE 11395 * NIKE INC CL B 654106103 1431 18900 SH SOLE 18900 * NISOURCE INC COM 65473P105 4181 218000 SH SHARED 1 218000 * NOBLE ENERGY INC COM 655044105 987 10209 SH SOLE 10209 * NORDSON CORP COM 655663102 627 5445 SH SOLE 5445 * NORDSTROM INC COM 655664100 1716 38231 SH SOLE 38231 * NORTHROP GRUMMAN CORP COM 666807102 3358 53555 SH SOLE 53555 * NOVELLUS SYS INC COM 670008101 960 25862 SH SOLE 25862 * NU SKIN ENTERPRISES INC CL A 67018T105 2509 87260 SH SOLE 87260 * NUANCE COMMUNICATIONS INC COM 67020Y100 3529 180433 SH SOLE 180433 * NUCOR CORP COM 670346105 1721 37399 SH SOLE 37399 * NVIDIA CORP COM 67066G104 816 44212 SH SOLE 44212 * O REILLY AUTOMOTIVE INC NEW COM A 67103H107 1314 22860 SH SOLE 22860 * OCEANEERING INTL INC COM 675232102 268 2999 SH SOLE 2999 * OCWEN FINL CORP COM NEW 675746309 244 22167 SH SOLE 22167 * OLD DOMINION FGHT LINES INC COM 679580100 798 22748 SH SOLE 22748 * OMNICARE INC COM 681904108 6135 204556 SH SOLE 204556 * OMNICOM GROUP INC COM 681919106 2144 43700 SH SOLE 43700 * OMNIVISION TECHNOLOGIES INC COM 682128103 1370 38562 SH SOLE 38562 * ON SEMICONDUCTOR CORP COM 682189105 1177 119274 SH SOLE 119274 * ONEOK INC NEW COM 682680103 5912 88400 SH SHARED 1 88400 * ORACLE CORP COM 68389X105 918 27500 SH SOLE 27500 * ORBITAL SCIENCES CORP COM 685564106 928 49031 SH SOLE 49031 * OSHKOSH CORP COM 688239201 556 15705 SH SOLE 15705 * OVERSEAS SHIPHOLDING GROUP I COM 690368105 280 8700 SH SOLE 8700 * OWENS CORNING NEW COM 690742101 1019 28315 SH SOLE 28315 * PHH CORP COM NEW 693320202 1424 65425 SH SOLE 65425 * P F CHANGS CHINA BISTRO INC COM 69333Y108 5058 109502 SH SOLE 109502 * PMI GROUP INC COM 69344M101 262 97061 SH SOLE 97061 * PNM RES INC COM 69349H107 246 16483 SH SOLE 16483 * PPG INDS INC COM 693506107 514 5400 SH SOLE 5400 * PSS WORLD MED INC COM 69366A100 368 13564 SH SOLE 13564 * PACKAGING CORP AMER COM 695156109 206 7138 SH SOLE 7138 * PACWEST BANCORP DEL COM 695263103 1511 69490 SH SOLE 69490 * PAN AMERICAN SILVER CORP COM 697900108 234 6300 SH SOLE 6300 * PATTERSON COMPANIES INC COM 703395103 957 29735 SH SOLE 29735 * PAYCHEX INC COM 704326107 2094 66771 SH SOLE 66771 * PEOPLES UNITED FINANCIAL INC COM 712704105 3145 249962 SH SOLE 249962 * PEPSICO INC COM 713448108 1888 29319 SH SOLE 29319 * PERKINELMER INC COM 714046109 384 14600 SH SOLE 14600 * PETROHAWK ENERGY CORP COM 716495106 8115 330676 SH SHARED 1 330676 * PETSMART INC COM 716768106 1530 37370 SH SOLE 37370 * PFIZER INC COM 717081103 33512 1650000 SH SOLE 1650000 * PHARMACEUTICAL PROD DEV INC COM 717124101 936 33775 SH SOLE 33775 * PHILLIPS VAN HEUSEN CORP COM 718592108 1332 20480 SH SOLE 20480 * PIER 1 IMPORTS INC COM 720279108 379 37332 SH SOLE 37332 * PIONEER DRILLING CO COM 723655106 3035 219961 SH SOLE 219961 * PIONEER NAT RES CO COM 723787107 1801 17667 SH SOLE 17667 * PITNEY BOWES INC COM 724479100 469 18265 SH SOLE 18265 * PLAINS EXPL& PRODTN CO COM 726505100 8046 222089 SH SHARED 1 222089 * POLO RALPH LAUREN CORP CL A 731572103 606 4900 SH SOLE 4900
* POLYONE CORP COM 73179P106 284 20020 SH SOLE 20020 * POPULAR INC COM 733174106 1120 384981 SH SOLE 384981 * POWER ONE INC NEW COM 73930R102 105 12055 SH SOLE 12055 * POWERWAVE TECHNOLOGIES INC COM 739363109 911 202061 SH SOLE 202061 * PRICE T ROWE GROUP INC COM 74144T108 984 14816 SH SOLE 14816 * PROCTER & GAMBLE CO COM 742718109 1934 31400 SH SOLE 31400 * PULTE GROUP INC COM 745867101 90 12171 SH SOLE 12171 * QUALCOMM INC COM 747525103 1892 34500 SH SOLE 34500 QUALITY DISTR INC FLA COM 74756M102 889 75000 SH SOLE 75000 * QUEST DIAGNOSTICS INC COM 74834L100 764 13233 SH SOLE 13233 * QUEST SOFTWARE INC COM 74834T103 1086 42771 SH SOLE 42771 * QUESTAR CORP COM 748356102 3665 210000 SH SHARED 1 210000 * QUICKSILVER RESOURCES INC COM 74837R104 292 20400 SH SOLE 20400 * RPM INTL INC COM 749685103 220 9258 SH SOLE 9258 * RADIAN GROUP INC COM 750236101 1720 252565 SH SOLE 252565 RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 22824 25000000 PRN SOLE 25000000 * RALCORP HLDGS INC NEW COM 751028101 3363 49151 SH SOLE 49151 * RAYTHEON CO COM NEW 755111507 1920 37742 SH SOLE 37742 * REALD INC COM 75604L105 208 7614 SH SOLE 7614 * RED HAT INC COM 756577102 2371 52233 SH SOLE 52233 * REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 24064 819673 SH SHARED 1 819673 * REPUBLIC AWYS HLDGS INC COM 760276105 1643 255582 SH SOLE 255582 * RESEARCH IN MOTION LTD COM 760975102 1345 23773 SH SOLE 23773 * RESMED INC COM 761152107 1863 62100 SH SOLE 62100 * RESOURCE CAP CORP COM 76120W302 409 62022 SH SOLE 62022 * RESOURCES CONNECTION INC COM 76122Q105 382 19704 SH SOLE 19704 * ROCKWELL COLLINS INC COM 774341101 493 7600 SH SOLE 7600 * ROCKWOOD HLDGS INC COM 774415103 381 7739 SH SOLE 7739 * ROPER INDS INC NEW COM 776696106 210 2430 SH SOLE 2430 * ROSS STORES INC COM 778296103 1768 24854 SH SOLE 24854 * ROVI CORP COM 779376102 801 14935 SH SOLE 14935 * ROWAN COS INC COM 779382100 1100 24895 SH SOLE 24895 * ROYAL DUTCH SHELL PLC SPON ADR B 780259107 11718 160000 SH SHARED 1 160000 * RUBICON MINERALS CORP COM 780911103 220 42400 SH SOLE 42400 * RUBICON TECHNOLOGY INC COM 78112T107 3892 140601 SH SOLE 140601 * RUBY TUESDAY INC COM 781182100 2545 194125 SH SOLE 194125 RUSH ENTERPRISES INC CL A 781846209 1216 61415 SH SOLE 61415 * RYDER SYS INC COM 783549108 2308 45613 SH SOLE 45613 * SAIC INC COM 78390X101 1883 111270 SH SOLE 111270 * SLM CORP COM 78442P106 1670 109161 SH SOLE 109161 * SM ENERGY CO COM 78454L100 992 13372 SH SOLE 13372 * SPX CORP COM 784635104 1449 18251 SH SOLE 18251 * SPDR GOLD TRUST GOLD SHS 78463V107 10665 76000 SH SOLE 76000 * SRA INTL INC CL A 78464R105 570 20095 SH SOLE 20095 * SAFEWAY INC COM NEW 786514208 1702 72306 SH SOLE 72306 * SALESFORCE COM INC COM 79466L302 2363 17689 SH SOLE 17689 * SANDISK CORP COM 80004C101 1354 29388 SH SOLE 29388 * SANDRIDGE ENERGY INC COM 80007P307 3469 271013 SH SOLE 271013 80105N113 0 1649300 SH PUT SOLE 1649300 * SCANSOURCE INC COM 806037107 400 10538 SH SOLE 10538 * SCHULMAN A INC COM 808194104 499 20174 SH SOLE 20174 * SEACOR HOLDINGS INC COM 811904101 287 3100 SH SOLE 3100 * SENSIENT TECHNOLOGIES CORP COM 81725T100 516 14395 SH SOLE 14395 * SHAW GROUP INC COM 820280105 225 6366 SH SOLE 6366
* SHERWIN WILLIAMS CO COM 824348106 1217 14493 SH SOLE 14493 * SIEMENS A G SPONSORED ADR 826197501 1733 12618 SH SOLE 12618 * SIGMA ALDRICH CORP COM 826552101 348 5476 SH SOLE 5476 * SILVER WHEATON CORP COM 828336107 404 9300 SH SOLE 9300 * SIRONA DENTAL SYSTEMS INC COM 82966C103 1526 30429 SH SOLE 30429 * SMART TECHNOLOGIES INC CL A SUB VTG S 83172R108 14523 1422396 SH SOLE 1422396 * SMITH A O COM 831865209 1537 34655 SH SOLE 34655 SMITHFIELD FOODS INC NOTE 4.000% 6/ 832248AR9 11367 9000000 PRN SOLE 9000000 * SMUCKER J M CO COM NEW 832696405 664 9305 SH SOLE 9305 * SOHU COM INC COM 83408W103 1024 11463 SH SOLE 11463 * SOLAR CAP LTD COM 83413U100 99051 4147850 SH SOLE 4147850 * SOLUTIA INC COM NEW 834376501 581 22871 SH SOLE 22871 * SONIC CORP COM 835451105 2301 254266 SH SOLE 254266 * SONY CORP ADR NEW 835699307 762 23951 SH SOLE 23951 * SOURCEFIRE INC COM 83616T108 925 33636 SH SOLE 33636 * SOUTHERN UN CO NEW COM 844030106 11785 411790 SH SHARED 1 411790 * SOUTHWEST AIRLS CO COM 844741108 12630 1000000 SH CALL SOLE 1000000 * SOUTHWESTERN ENERGY CO COM 845467109 692 16100 SH SOLE 16100 * SPANSION INC COM CL A NEW 84649R200 30536 1635542 SH SOLE 1635542 * SPECTRA ENERGY CORP COM 847560109 5194 191100 SH SHARED 1 191100 * SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1259 49056 SH SOLE 49056 * SPRINT NEXTEL CORP COM SER 1 852061100 744 160291 SH SOLE 160291 * STANLEY BLACK & DECKER INC COM 854502101 622 8126 SH SOLE 8126 * STAPLES INC COM 855030102 4495 231438 SH SOLE 231438 * STERICYCLE INC COM 858912108 562 6333 SH SOLE 6333 * STIFEL FINL CORP COM 860630102 429 5978 SH SOLE 5978 * STONE ENERGY CORP COM 861642106 1166 34939 SH SOLE 34939 * STRATEGIC HOTELS & RESORTS I COM 86272T106 278 43053 SH SOLE 43053 * STRYKER CORP COM 863667101 233 3834 SH SOLE 3834 * SUMMIT HOTEL PPTYS INC COM 866082100 2268 228120 SH SOLE 228120 * SUN LIFE FINL INC COM 866796105 566 18000 SH SOLE 18000 * SUNCOR ENERGY INC NEW COM 867224107 2069 46141 SH SOLE 46141 * SUNOCO INC COM 86764P109 424 9300 SH SOLE 9300 * SUNSTONE HOTEL INVS INC NEW COM 867892101 921 90430 SH SOLE 90430 * SUNTRUST BKS INC COM 867914103 9373 325000 SH SOLE 325000 * SUNTECH PWR HLDGS CO LTD ADR 86800C104 3277 332373 SH SOLE 332373 * SUPERIOR ENERGY SVCS INC COM 868157108 219 5352 SH SOLE 5352 * SYMANTEC CORP COM 871503108 2210 119200 SH SOLE 119200 * SYNOPSYS INC COM 871607107 810 29283 SH SOLE 29283 * SYNOVUS FINL CORP COM 87161C105 1565 652212 SH SOLE 652212 * SYNTEL INC COM 87162H103 1289 24679 SH SOLE 24679 * TECO ENERGY INC COM 872375100 2554 136122 SH SOLE 136122 * TFS FINL CORP COM 87240R107 122 11504 SH SOLE 11504 * THQ INC COM NEW 872443403 1998 438209 SH SOLE 438209 * TJX COS INC NEW COM 872540109 2123 42692 SH SOLE 42692 * TRW AUTOMOTIVE HLDGS CORP COM 87264S106 5914 107371 SH SOLE 107371 * TTM TECHNOLOGIES INC COM 87305R109 1341 73851 SH SOLE 73851 * TANGER FACTORY OUTLET CTRS I COM 875465106 683 26010 SH SOLE 26010 * TASEKO MINES LTD COM 876511106 164 27600 SH SOLE 27600 * TAUBMAN CTRS INC COM 876664103 2215 41334 SH SOLE 41334 * TECK RESOURCES LTD CL B 878742204 212 4000 SH SOLE 4000 * TELEFLEX INC COM 879369106 925 15952 SH SOLE 15952 * TELLABS INC COM 879664100 968 184641 SH SOLE 184641 * TEMPLE INLAND INC COM 879868107 1470 62828 SH SOLE 62828
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* WEBSTER FINL CORP CONN COM 947890109 850 39649 SH SOLE 39649 * WEIGHT WATCHERS INTL INC NEW COM 948626106 852 12161 SH SOLE 12161 * WENDYS ARBYS GROUP INC COM 950587105 2143 426101 SH SOLE 426101 * WERNER ENTERPRISES INC COM 950755108 852 32192 SH SOLE 32192 * WESCO INTL INC COM 95082P105 408 6532 SH SOLE 6532 * WESTERN DIGITAL CORP COM 958102105 18462 495088 SH SOLE 495088 * WESTLAKE CHEM CORP COM 960413102 399 7100 SH SOLE 7100 * WHIRLPOOL CORP COM 963320106 1654 19380 SH SOLE 19380 * WILLIAMS COS INC DEL COM 969457100 7339 235384 SH SHARED 1 235384 * WINDSTREAM CORP COM 97381W104 185 14400 SH SOLE 14400 * WYNN RESORTS LTD COM 983134107 803 6310 SH SOLE 6310 * XILINX INC COM 983919101 249 7600 SH SOLE 7600 * YAMANA GOLD INC COM 98462Y100 345 27900 SH SOLE 27900 * YUM BRANDS INC COM 988498101 1598 31100 SH SOLE 31100 * ZEBRA TECHNOLOGIES CORP CL A 989207105 597 15225 SH SOLE 15225 * ZIMMER HLDGS INC COM 98956P102 1717 28366 SH SOLE 28366 * ZUMIEZ INC COM 989817101 1189 44970 SH SOLE 44970 * ASSURED GUARANTY LTD COM G0585R106 4988 334795 SH SOLE 334795 * ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 3410 100000 SH PUT SHARED 1 100000 * BUNGE LIMITED COM G16962105 377 5209 SH SOLE 5209 * COOPER INDUSTRIES PLC SHS G24140108 1719 26491 SH SOLE 26491 * HERBALIFE LTD COM USD SHS G4412G101 2031 24966 SH SOLE 24966 * INGERSOLL-RAND PLC SHS G47791101 569 11768 SH SOLE 11768 * MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2397 154146 SH SOLE 154146 * NORDIC AMERICAN TANKER SHIPP COM G65773106 515 20744 SH SOLE 20744 * PLATINUM UNDERWRITER HLDGS L COM G7127P100 617 16199 SH SOLE 16199 * SEAGATE TECHNOLOGY PLC SHS G7945M107 19308 1340800 SH SOLE 1340800 * SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 440 56645 SH SOLE 56645 * UTI WORLDWIDE INC ORD G87210103 2697 133274 SH SOLE 133274 * TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 203 5452 SH SOLE 5452 * WARNER CHILCOTT PLC IRELAND SHS A G94368100 4644 199500 SH SOLE 199500 * GOLAR LNG LTD BERMUDA SHS G9456A100 626 24477 SH SOLE 24477 * XL GROUP PLC SHS G98290102 798 32428 SH SOLE 32428 * ACE LTD SHS H0023R105 2180 33697 SH SOLE 33697 * ALLIED WRLD ASSUR COM HLDG A SHS H01531104 2043 32586 SH SOLE 32586 * WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1579 69881 SH SOLE 69881 * FOSTER WHEELER AG COM H27178104 258 6847 SH SOLE 6847 * NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 378 8293 SH SOLE 8293 * TRANSOCEAN LTD REG SHS H8817H100 350 4495 SH SOLE 4495 * EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 336 11333 SH SOLE 11333 * AERCAP HOLDINGS NV SHS N00985106 1565 124536 SH SOLE 124536 * QIAGEN N V ORD N72482107 2453 122346 SH SOLE 122346 * AVAGO TECHNOLOGIES LTD SHS Y0486S104 6074 195300 SH SOLE 195300 * FLEXTRONICS INTL LTD ORD Y2573F102 2642 353672 SH SOLE 353672 * NAVIOS MARITIME HOLDINGS INC COM Y62196103 333 58500 SH SOLE 58500 * TEEKAY CORPORATION COM Y8564W103 325 8809 SH SOLE 8809