13F-HR 1 d13fhr.txt FORM 13F ================================================================================ 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: Tudor Investment Corporation Address: 1275 King Street Greenwich, CT 06831 Form 13F File Number: 28-7762 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: John Torell Title: Managing Director and Chief Operating Officer Phone: (203) 863-6742 Signature, Place, and Date of Signing: /s/ John Torell Greenwich, CT 06831 May 13, 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.) [_] 13 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).) List of Other Included Managers: Form 13F File Number Name 28-5175 Tudor Proprietary Trading, L.L.C. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers 1. Form 13F Information Table Entry Total 663 Form 13F Information Table Value Total $2,185,114 (Thousands)
List of Other Included Managers: No. Form 13F File Number Name 1. 28-5175 Tudor Proprietary Trading, L.L.C. ================================================================================ TUDOR INVESTMENT CORPORATION QUARTERLY REPORT DETAILING 13F ELIGIBLE SECURITIES AS MARCH 31, 2011
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 -------- -------------- --------- ------------- ------------------------------- --------------------------- INVESTMENT DISCRETION --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (X1000) SHRS OR PRN AMT SH/PRN PUT/CALL SHARED-DEFINED SHARED-OTHER -------------- -------------- --------- ------------- --------------- ------ -------- -------------- ------------ 3D Systems Corp COMMON STOCK 88554D205 2,329 48,000 SH 48,000 -- Abbott Laboratories COMMON STOCK 002824100 338 6,900 SH 6,900 -- Acacia Research - Acacia Tec COMMON STOCK 003881307 2,487 72,392 SH 72,392 -- Accenture Plc - CL A COMMON STOCK G1151C101 231 4,200 SH 4,200 -- Accuray Inc COMMON STOCK 004397105 189 21,000 SH 21,000 -- Activision Blizzard Inc COMMON STOCK 00507V109 4,917 448,200 SH 448,200 -- Acxiom Corporation COMMON STOCK 005125109 307 21,400 SH 21,400 -- Advance America Cash Advance COMMON STOCK 00739W107 95 18,000 SH 18,000 -- Advanced Battery Technologies COMMON STOCK 00752H102 336 173,000 SH 173,000 -- Advanced Energy Industries Incorporated COMMON STOCK 007973100 283 17,300 SH 17,300 -- Aecom Technology Corp COMMON STOCK 00766T100 577 20,800 SH 20,800 -- Aeroflex Holding Corp COMMON STOCK 007767106 2,732 150,000 SH 150,000 -- Aetna Inc. - NEW COMMON STOCK 00817Y108 2,261 60,400 SH 60,400 -- Affymetrix Incorporated COMMON STOCK 00826T108 272 52,300 SH 52,300 -- AFLAC Incorporated COMMON STOCK 001055102 575 10,900 SH 10,900 -- Agilent Technologies Inc. COMMON STOCK 00846U101 260 5,800 SH 5,800 -- Air Products and Chemicals Incorporated COMMON STOCK 009158106 280 3,100 SH 3,100 -- Airad Pharmaceuticals COMMON STOCK 04033A100 1,267 168,500 SH 168,500 -- Akamai Technologies COMMON STOCK 00971T101 243 6,400 SH 6,400 -- Albany International Corporation-CL A COMMON STOCK 012348108 336 13,500 SH 13,500 -- Alliant Techsystem Holdings Incorporated COMMON STOCK 018804104 544 7,700 SH 7,700 -- Altra Holdings Inc COMMON STOCK 02208R106 203 8,600 SH 8,600 -- Amdocs Ltd. COMMON STOCK G02602103 493 17,100 SH 17,100 -- Amerco COMMON STOCK 023586100 291 3,000 SH 3,000 -- Ameren Corp. COMMON STOCK 023608102 435 15,500 SH 15,500 -- American Assets Trust Inc COMMON STOCK 024013104 4,254 200,000 SH 200,000 -- American Capital Agency Corp COMMON STOCK 02503X105 3,643 125,000 SH 125,000 -- American Electric Power COMMON STOCK 025537101 485 13,800 SH 13,800 -- American Equity Investment Life Holding Co COMMON STOCK 025676206 157 12,000 SH 12,000 -- American Medical Sys Hldgs COMMON STOCK 02744M108 255 11,800 SH 11,800 -- American Public Education COMMON STOCK 02913V103 227 5,600 SH 5,600 -- American Superconductor Corporation COMMON STOCK 030111108 1,858 74,700 SH 74,700 -- American Water Works Co Inc COMMON STOCK 030420103 432 15,400 SH 15,400 -- AMERIGROUP Corp COMMON STOCK 03073T102 206 3,200 SH 3,200 -- AMEX Consumer Select Staples Sector SPDR COMMON STOCK 81369Y308 100,232 3,350,000 SH 3,350,000 -- AMEX Financial Select Sector SPDR NEW COMMON STOCK 81369Y605 34,606 2,111,400 SH CALL 2,111,400 -- AMEX Maket Vectors Gold Miners Index Fund (AMEX) COMMON STOCK 57060U100 9,977 166,000 SH 166,000 -- AMEX Maket Vectors Gold Miners Index Fund (AMEX) COMMON STOCK 57060U100 6,010 100,000 SH CALL 100,000 -- Amgen Incorporated COMMON STOCK 031162100 631 11,800 SH 11,800 -- Amkor Technology Incorporated COMMON STOCK 031652100 108 16,000 SH 16,000 -- Amphenol Corporation - CL A COMMON STOCK 032095101 375 6,900 SH 6,900 -- Amtrust Financial Services COMMON STOCK 032359309 486 25,500 SH 25,500 -- Anadarko Petroleum Corporation COMMON STOCK 032511107 1,057 12,900 SH 12,900 -- ANADIGICS Incorporated COMMON STOCK 032515108 142 31,700 SH 31,700 -- Analog Devices Incorporated COMMON STOCK 032654105 280 7,100 SH 7,100 -- Analogic Corporation COMMON STOCK 032657207 209 3,700 SH 3,700 -- Angiodynamics Inc COMMON STOCK 03475V101 169 11,200 SH 11,200 -- ANSYS Incorporated COMMON STOCK 03662Q105 260 4,800 SH 4,800 -- Apogee Enterprises Incorporated COMMON STOCK 037598109 236 17,900 SH 17,900 -- Apollo Group Incorporated COMMON STOCK 037604105 213 5,100 SH 5,100 -- Applied Materials Incorporated COMMON STOCK 038222105 556 35,600 SH 35,600 -- AptarGroup Incorporated COMMON STOCK 038336103 261 5,200 SH 5,200 -- Arch Coal Incorporated COMMON STOCK 039380100 1,352 37,500 SH CALL 37,500 -- Arch Coal Incorporated COMMON STOCK 039380100 436 12,100 SH 12,100 -- Archer-Daniels- Midland Company COMMON STOCK 039483102 511 14,200 SH 14,200 -- Ares Capital Corp COMMON STOCK 04010L103 1,441 85,000 SH 85,000 -- Argo Group International Holdi COMMON STOCK G0464B107 235 7,100 SH 7,100 -- Arrow Electronics Incorporated COMMON STOCK 042735100 452 10,800 SH 10,800 -- Atmel Corporation COMMON STOCK 049513104 290 21,300 SH 21,300 -- ATMI Inc COMMON STOCK 00207R101 385 20,400 SH 20,400 -- Autoliv Incorporated COMMON STOCK 052800109 341 4,600 SH 4,600 -- AutoNavi Holdings Limited - ADR COMMON STOCK 05330F106 1,514 85,510 SH 85,510 -- Avery Dennison Corporation COMMON STOCK 053611109 206 4,900 SH 4,900 -- Avnet Incorporated COMMON STOCK 053807103 440 12,900 SH 12,900 -- Avon Products Incorporated COMMON STOCK 054303102 203 7,500 SH 7,500 -- AVX Corporation COMMON STOCK 002444107 319 21,400 SH 21,400 --
COLUMN 1 COLUMN 7 COLUMN 8 -------- -------- --------------------- VOTING AUTHORITY --------------------- NAME OF ISSUER MANAGERS SOLE SHARED NONE -------------- -------- --------- ------ ---- 3D Systems Corp 1 48,000 -- Abbott Laboratories 1 6,900 -- Acacia Research - Acacia Tec 1 72,392 -- Accenture Plc - CL A 1 4,200 -- Accuray Inc 1 21,000 -- Activision Blizzard Inc 1 448,200 -- Acxiom Corporation 1 21,400 -- Advance America Cash Advance 1 18,000 -- Advanced Battery Technologies 1 173,000 -- Advanced Energy Industries Incorporated 1 17,300 -- Aecom Technology Corp 1 20,800 -- Aeroflex Holding Corp 1 150,000 -- Aetna Inc. - NEW 1 60,400 -- Affymetrix Incorporated 1 52,300 -- AFLAC Incorporated 1 10,900 -- Agilent Technologies Inc. 1 5,800 -- Air Products and Chemicals Incorporated 1 3,100 -- Airad Pharmaceuticals 1 168,500 -- Akamai Technologies 1 6,400 -- Albany International Corporation-CL A 1 13,500 -- Alliant Techsystem Holdings Incorporated 1 7,700 -- Altra Holdings Inc 1 8,600 -- Amdocs Ltd. 1 17,100 -- Amerco 1 3,000 -- Ameren Corp. 1 15,500 -- American Assets Trust Inc 1 200,000 -- American Capital Agency Corp 1 125,000 -- American Electric Power 1 13,800 -- American Equity Investment Life Holding Co 1 12,000 -- American Medical Sys Hldgs 1 11,800 -- American Public Education 1 5,600 -- American Superconductor Corporation 1 74,700 -- American Water Works Co Inc 1 15,400 -- AMERIGROUP Corp 1 3,200 -- AMEX Consumer Select Staples Sector SPDR 1 3,350,000 -- AMEX Financial Select Sector SPDR NEW 1 2,111,400 -- AMEX Maket Vectors Gold Miners Index Fund (AMEX) 1 166,000 -- AMEX Maket Vectors Gold Miners Index Fund (AMEX) 1 100,000 -- Amgen Incorporated 1 11,800 -- Amkor Technology Incorporated 1 16,000 -- Amphenol Corporation - CL A 1 6,900 -- Amtrust Financial Services 1 25,500 -- Anadarko Petroleum Corporation 1 12,900 -- ANADIGICS Incorporated 1 31,700 -- Analog Devices Incorporated 1 7,100 -- Analogic Corporation 1 3,700 -- Angiodynamics Inc 1 11,200 -- ANSYS Incorporated 1 4,800 -- Apogee Enterprises Incorporated 1 17,900 -- Apollo Group Incorporated 1 5,100 -- Applied Materials Incorporated 1 35,600 -- AptarGroup Incorporated 1 5,200 -- Arch Coal Incorporated 1 37,500 -- Arch Coal Incorporated 1 12,100 -- Archer-Daniels- Midland Company 1 14,200 -- Ares Capital Corp 1 85,000 -- Argo Group International Holdi 1 7,100 -- Arrow Electronics Incorporated 1 10,800 -- Atmel Corporation 1 21,300 -- ATMI Inc 1 20,400 -- Autoliv Incorporated 1 4,600 -- AutoNavi Holdings Limited - ADR 1 85,510 -- Avery Dennison Corporation 1 4,900 -- Avnet Incorporated 1 12,900 -- Avon Products Incorporated 1 7,500 -- AVX Corporation 1 21,400 --
Axcelis Technologies COMMON STOCK 054540109 135 50,900 SH 50,900 -- 1 50,900 -- AXT Incorporated COMMON STOCK 00246W103 179 24,900 SH 24,900 -- 1 24,900 -- Bancorp Inc/Wilmington DE COMMON STOCK 05969A105 600 65,000 SH 65,000 -- 1 65,000 -- Bankunited Inc COMMON STOCK 06652K103 4,307 150,000 SH 150,000 -- 1 150,000 -- Barnes & Noble Incorporated COMMON STOCK 067774109 421 45,800 SH 45,800 -- 1 45,800 -- Becton Dickinson & Company COMMON STOCK 075887109 382 4,800 SH 4,800 -- 1 4,800 -- Bemis Company Incorporated COMMON STOCK 081437105 292 8,900 SH 8,900 -- 1 8,900 -- Benchmark Electronics Incorporated COMMON STOCK 08160H101 372 19,600 SH 19,600 -- 1 19,600 -- Best Buy Incorporated COMMON STOCK 086516101 755 26,300 SH 26,300 -- 1 26,300 -- Big 5 Sporting Goods Corp COMMON STOCK 08915P101 174 14,600 SH 14,600 -- 1 14,600 -- Biogen Idec Inc COMMON STOCK 09062X103 294 4,000 SH 4,000 -- 1 4,000 -- Biomarin Pharmaceutical Inc. COMMON STOCK 09061G101 286 11,400 SH 11,400 -- 1 11,400 -- Bio-Reference Labs Inc COMMON STOCK 09057G602 287 12,800 SH 12,800 -- 1 12,800 -- Black Box Corporation COMMON STOCK 091826107 520 14,800 SH 14,800 -- 1 14,800 -- Blackrock Inc COMMON STOCK 09247X101 3,156 15,700 SH 15,700 -- 1 15,700 -- Blyth Industries Incorporated COMMON STOCK 09643P207 270 8,300 SH 8,300 -- 1 8,300 -- Bob Evans Farms Inc COMMON STOCK 096761101 209 6,400 SH 6,400 -- 1 6,400 -- Boise Inc COMMON STOCK 09746Y105 330 36,000 SH 36,000 -- 1 36,000 -- BOK Financial Corporation COMMON STOCK 05561Q201 202 3,900 SH 3,900 -- 1 3,900 -- Boyd Gaming Corporation COMMON STOCK 103304101 203 21,700 SH 21,700 -- 1 21,700 -- Brady Corporation (CL A) COMMON STOCK 104674106 225 6,300 SH 6,300 -- 1 6,300 -- Bridgepoint Education Inc COMMON STOCK 10807M105 292 17,100 SH 17,100 -- 1 17,100 -- Brightpoint Incorporated COMMON STOCK 109473405 112 10,300 SH 10,300 -- 1 10,300 -- Bristol Myers Squibb Company COMMON STOCK 110122108 426 16,100 SH 16,100 -- 1 16,100 -- Broadcom Corporation - CL A COMMON STOCK 111320107 343 8,700 SH 8,700 -- 1 8,700 -- Broadsoft Inc COMMON STOCK 11133B409 714 15,000 SH 15,000 -- 1 15,000 -- Broadwind Energy Inc COMMON STOCK 11161T108 24 18,500 SH 18,500 -- 1 18,500 -- Brocade Communications Systems COMMON STOCK 111621306 226 36,800 SH 36,800 -- 1 36,800 -- Brookline Bancorp Inc COMMON STOCK 11373M107 465 44,200 SH 44,200 -- 1 44,200 -- Brooks Automation Inc COMMON STOCK 114340102 152 11,100 SH 11,100 -- 1 11,100 -- Brown Forman Corporation COMMON STOCK 115637209 212 3,100 SH 3,100 -- 1 3,100 -- Brown Shoe Company Incorporated COMMON STOCK 115736100 398 32,600 SH 32,600 -- 1 32,600 -- Buckeye Technologies Inc COMMON STOCK 118255108 204 7,500 SH 7,500 -- 1 7,500 -- Bunge Ltd COMMON STOCK G16962105 441 6,100 SH 6,100 -- 1 6,100 -- CA Inc COMMON STOCK 12673P105 663 27,400 SH 27,400 -- 1 27,400 -- CACI International Incorporated - CL A COMMON STOCK 127190304 325 5,300 SH 5,300 -- 1 5,300 -- Cadence Pharmaceuticals Inc COMMON STOCK 12738T100 111 12,100 SH 12,100 -- 1 12,100 -- Calamos Asset Management Inc - CL A COMMON STOCK 12811R104 277 16,700 SH 16,700 -- 1 16,700 -- Callaway Golf Company COMMON STOCK 131193104 156 22,900 SH 22,900 -- 1 22,900 -- Capella Education Co COMMON STOCK 139594105 274 5,500 SH 5,500 -- 1 5,500 -- CapitalSource Inc. COMMON STOCK 14055X102 73 10,300 SH 10,300 -- 1 10,300 -- CapLease Inc COMMON STOCK 140288101 2,740 500,000 SH 500,000 -- 1 500,000 -- Career Education Corporation COMMON STOCK 141665109 202 8,900 SH 8,900 -- 1 8,900 -- Carnival Corporation COMMON STOCK 143658300 403 10,500 SH 10,500 -- 1 10,500 -- Cato Corp New (CL A) COMMON STOCK 149205106 429 17,500 SH 17,500 -- 1 17,500 -- Cavium Networks Inc COMMON STOCK 14965A101 238 5,300 SH 5,300 -- 1 5,300 -- Cbeyond Inc COMMON STOCK 149847105 245 21,000 SH 21,000 -- 1 21,000 -- Celgene Corporation COMMON STOCK 151020104 754 13,100 SH 13,100 -- 1 13,100 -- Celldex Therapeutics Inc COMMON STOCK 15117B103 46 11,500 SH 11,500 -- 1 11,500 -- CenturyLink Inc COMMON STOCK 156700106 7,433 178,900 SH 178,900 -- 1 178,900 -- Cephalon Incorporated COMMON STOCK 156708109 753 9,900 SH 9,900 -- 1 9,900 -- CF Industries Holdings Inc COMMON STOCK 125269100 369 2,700 SH 2,700 -- 1 2,700 -- Chesapeake Lodging Trust COMMON STOCK 165240102 435 25,000 SH 25,000 -- 1 25,000 -- CIGNA Corporation COMMON STOCK 125509109 2,267 51,200 SH 51,200 -- 1 51,200 -- Cintas Corporation COMMON STOCK 172908105 484 16,000 SH 16,000 -- 1 16,000 -- Cisco Systems Incorporated COMMON STOCK 17275R102 3,524 205,500 SH 205,500 -- 1 205,500 -- CIT Group Inc. COMMON STOCK 125581801 396 9,300 SH 9,300 -- 1 9,300 -- City Holding Company COMMON STOCK 177835105 265 7,500 SH 7,500 -- 1 7,500 -- CLARCOR Incorporated COMMON STOCK 179895107 306 6,800 SH 6,800 -- 1 6,800 -- Clean Energy Fuels Corp COMMON STOCK 184499101 1,345 82,100 SH 82,100 -- 1 82,100 -- Cleco Corporation COMMON STOCK 12561W105 226 6,600 SH 6,600 -- 1 6,600 -- CME Group Inc COMMON STOCK 12572Q105 2,804 9,300 SH 9,300 -- 1 9,300 -- Cognex Corporation COMMON STOCK 192422103 542 19,200 SH 19,200 -- 1 19,200 -- Coinstar Incorporated COMMON STOCK 19259P300 335 7,300 SH 7,300 -- 1 7,300 -- Colgate-Palmolive Company COMMON STOCK 194162103 315 3,900 SH 3,900 -- 1 3,900 -- Colony Financial Inc COMMON STOCK 19624R106 659 35,000 SH 35,000 -- 1 35,000 -- Columbia Sportswear Company COMMON STOCK 198516106 220 3,700 SH 3,700 -- 1 3,700 -- Comcast Corporation-CL A COMMON STOCK 20030N101 361 14,600 SH 14,600 -- 1 14,600 -- Commerce Bancshares Incorporated COMMON STOCK 200525103 226 5,600 SH 5,600 -- 1 5,600 -- Community Bank System Incorporated COMMON STOCK 203607106 265 10,900 SH 10,900 -- 1 10,900 -- Community Health Systems Inc COMMON STOCK 203668108 312 7,800 SH 7,800 -- 1 7,800 -- Compass Diversified Holdings COMMON STOCK 20451Q104 1,474 100,000 SH 100,000 -- 1 100,000 -- Complete Production Services COMMON STOCK 20453E109 223 7,000 SH 7,000 -- 1 7,000 --
Computer Sciences Corporation COMMON STOCK 205363104 331 6,800 SH 6,800 -- 1 6,800 -- Conceptus Incorporated COMMON STOCK 206016107 155 10,700 SH 10,700 -- 1 10,700 -- Conmed Corporation COMMON STOCK 207410101 210 8,000 SH 8,000 -- 1 8,000 -- Consolidated Edison Incorporated COMMON STOCK 209115104 279 5,500 SH 5,500 -- 1 5,500 -- Continental Resources Inc COMMON STOCK 212015101 6,833 95,600 SH 95,600 -- 1 95,600 -- Cooper Companies Inc COMMON STOCK 216648402 278 4,000 SH 4,000 -- 1 4,000 -- Corinthian Colleges Inc COMMON STOCK 218868107 62 14,000 SH 14,000 -- 1 14,000 -- Corn Products International Incorporated COMMON STOCK 219023108 451 8,700 SH 8,700 -- 1 8,700 -- Corning Incorporated COMMON STOCK 219350105 237 11,500 SH 11,500 -- 1 11,500 -- Covidien Plc COMMON STOCK G2554F113 499 9,600 SH 9,600 -- 1 9,600 -- Cracker Barrel Old Country Store Inc COMMON STOCK 22410J106 280 5,700 SH 5,700 -- 1 5,700 -- Cray Inc. COMMON STOCK 225223304 92 14,200 SH 14,200 -- 1 14,200 -- Crexus Investment Corp COMMON STOCK 226553105 857 75,000 SH 75,000 -- 1 75,000 -- CSG Systems International Incorporated COMMON STOCK 126349109 548 27,500 SH 27,500 -- 1 27,500 -- CTS Corporation COMMON STOCK 126501105 163 15,100 SH 15,100 -- 1 15,100 -- Cubist Pharmaceuticals Inc COMMON STOCK 229678107 268 10,600 SH 10,600 -- 1 10,600 -- Curtiss-Wright Corporation COMMON STOCK 231561101 657 18,700 SH 18,700 -- 1 18,700 -- CVR Energy Inc COMMON STOCK 12662P108 320 13,800 SH 13,800 -- 1 13,800 -- Cyberonics Incorporated COMMON STOCK 23251P102 636 20,000 SH 20,000 -- 1 20,000 -- Cypress Sharpridge Investmen COMMON STOCK 23281A307 4,666 368,000 SH 368,000 -- 1 368,000 -- Daktronics Inc COMMON STOCK 234264109 188 17,500 SH 17,500 -- 1 17,500 -- Darden Restaurants Inc COMMON STOCK 237194105 275 5,600 SH 5,600 -- 1 5,600 -- DealerTrack Holdings Inc. COMMON STOCK 242309102 1,082 47,200 SH 47,200 -- 1 47,200 -- Deere & Company COMMON STOCK 244199105 233 2,400 SH 2,400 -- 1 2,400 -- Dell Inc COMMON STOCK 24702R101 29,020 2,000,000 SH CALL 2,000,000 -- 1 2,000,000 -- Dell Inc COMMON STOCK 24702R101 6,189 426,500 SH 426,500 -- 1 426,500 -- Delta Air Lines Inc COMMON STOCK 247361702 215 21,900 SH 21,900 -- 1 21,900 -- Demand Media Inc COMMON STOCK 24802N109 618 26,250 SH 26,250 -- 1 26,250 -- Devon Energy Corp. NEW COMMON STOCK 25179M103 4,451 48,500 SH 48,500 -- 1 48,500 -- Dex One Corp COMMON STOCK 25212W100 303 62,700 SH 62,700 -- 1 62,700 -- DHT Holdings Inc COMMON STOCK Y2065G105 240 50,000 SH 50,000 -- 1 50,000 -- Diana Shipping Inc COMMON STOCK Y2066G104 2,960 250,000 SH CALL 250,000 -- 1 250,000 -- Dillards Incorporated Cl A COMMON STOCK 254067101 201 5,000 SH 5,000 -- 1 5,000 -- Dime Community Bancshares COMMON STOCK 253922108 369 25,000 SH 25,000 -- 1 25,000 -- Discovery Communications - C COMMON STOCK 25470F302 2,641 75,000 SH 75,000 -- 1 75,000 -- Dolan Co/The COMMON STOCK 25659P402 414 34,100 SH 34,100 -- 1 34,100 -- Dolby Laboratories Inc - Class A COMMON STOCK 25659T107 684 13,900 SH 13,900 -- 1 13,900 -- Dollar General Corp COMMON STOCK 256677105 593 18,900 SH 18,900 -- 1 18,900 -- DPL Incorporated COMMON STOCK 233293109 236 8,600 SH 8,600 -- 1 8,600 -- DST Systems Incorporated COMMON STOCK 233326107 433 8,200 SH 8,200 -- 1 8,200 -- Dynex Capital Incorporated COMMON STOCK 26817Q506 1,258 125,000 SH 125,000 -- 1 125,000 -- Eagle Bulk Shipping Inc COMMON STOCK Y2187A101 105 28,100 SH 28,100 -- 1 28,100 -- Earthlink Incorporated COMMON STOCK 270321102 3,250 415,100 SH 415,100 -- 1 415,100 -- Eaton Corporation COMMON STOCK 278058102 283 5,100 SH 5,100 -- 1 5,100 -- Ebix Inc COMMON STOCK 278715206 374 15,800 SH 15,800 -- 1 15,800 -- EchoStar Corp COMMON STOCK 278768106 537 14,200 SH 14,200 -- 1 14,200 -- Ecolab Incorporated COMMON STOCK 278865100 311 6,100 SH 6,100 -- 1 6,100 -- Edison International COMMON STOCK 281020107 373 10,200 SH 10,200 -- 1 10,200 -- Electronics For Imaging COMMON STOCK 286082102 309 21,000 SH 21,000 -- 1 21,000 -- Eli Lilly & Company COMMON STOCK 532457108 777 22,100 SH 22,100 -- 1 22,100 -- Emerson Electric Company COMMON STOCK 291011104 386 6,600 SH 6,600 -- 1 6,600 -- Empire District Electric Company COMMON STOCK 291641108 336 15,400 SH 15,400 -- 1 15,400 -- Emulex Corporation COMMON STOCK 292475209 122 11,400 SH 11,400 -- 1 11,400 -- Encore Wire Corporation COMMON STOCK 292562105 302 12,400 SH 12,400 -- 1 12,400 -- Endeavor International Corp COMMON STOCK 29259G200 1,905 150,000 SH 150,000 -- 1 150,000 -- Endo Pharmaceuticals Holdings Inc COMMON STOCK 29264F205 717 18,800 SH 18,800 -- 1 18,800 -- Endocyte Inc COMMON STOCK 29269A102 429 50,000 SH 50,000 -- 1 50,000 -- Energizer Holdings Inc COMMON STOCK 29266R108 235 3,300 SH 3,300 -- 1 3,300 -- Energy Partners Ltd COMMON STOCK 29270U303 535 29,700 SH 29,700 -- 1 29,700 -- EnergySolutions Inc COMMON STOCK 292756202 66 11,000 SH 11,000 -- 1 11,000 -- EnPro Industries Inc COMMON STOCK 29355X107 283 7,800 SH 7,800 -- 1 7,800 -- Ensco Plc-spon Adr COMMON STOCK 29358Q109 1,388 24,000 SH 24,000 -- 1 24,000 -- Entergy Corporation COMMON STOCK 29364G103 753 11,200 SH 11,200 -- 1 11,200 -- Entropic Communications Inc COMMON STOCK 29384R105 396 46,900 SH 46,900 -- 1 46,900 -- Enzon Pharmaceuticals Inc COMMON STOCK 293904108 529 48,500 SH 48,500 -- 1 48,500 -- EPIQ SYS INC COMMON STOCK 26882D109 165 11,500 SH 11,500 -- 1 11,500 -- Epocrates Inc COMMON STOCK 29429D103 792 40,000 SH 40,000 -- 1 40,000 -- EQT Corp COMMON STOCK 26884L109 2,540 50,900 SH 50,900 -- 1 50,900 -- Evercore Partners Inc - cl A COMMON STOCK 29977A105 1,248 36,400 SH 36,400 -- 1 36,400 -- Exelixis Inc COMMON STOCK 30161Q104 1,352 119,300 SH 119,300 -- 1 119,300 -- Exelon Corporation COMMON STOCK 30161N101 949 23,000 SH 23,000 -- 1 23,000 -- Expedia Inc COMMON STOCK 30212P105 5,271 232,610 SH 232,610 -- 1 232,610 -- Expeditors International of Wash. Inc. COMMON STOCK 302130109 281 5,600 SH 5,600 -- 1 5,600 --
Express Scripts Incorporated (CL A) COMMON STOCK 302182100 389 7,000 SH 7,000 -- 1 7,000 -- Extreme Networks COMMON STOCK 30226D106 50 14,300 SH 14,300 -- 1 14,300 -- Exxon Mobil Corporation COMMON STOCK 30231G102 4,467 53,100 SH 53,100 -- 1 53,100 -- Fedex Corporation COMMON STOCK 31428X106 393 4,200 SH 4,200 -- 1 4,200 -- Felcor Lodging Trust Incorporated COMMON STOCK 31430F101 3,678 600,000 SH 600,000 -- 1 600,000 -- Fidelity National Financial Inc - A COMMON STOCK 31620R105 144 10,200 SH 10,200 -- 1 10,200 -- Fifth Third Bancorp COMMON STOCK 316773100 283 20,400 SH 20,400 -- 1 20,400 -- First Commonwealth Financial Corporation COMMON STOCK 319829107 104 15,200 SH 15,200 -- 1 15,200 -- First Financial Bancorp COMMON STOCK 320209109 170 10,200 SH 10,200 -- 1 10,200 -- First Horizon National Corporation COMMON STOCK 320517105 840 74,900 SH 74,900 -- 1 74,900 -- First Industrial Realty TR COMMON STOCK 32054K103 1,486 125,000 SH 125,000 -- 1 125,000 -- First Niagara Financial Group COMMON STOCK 33582V108 206 15,200 SH 15,200 -- 1 15,200 -- First Republic Bank/San Fran COMMON STOCK 33616C100 3,091 100,000 SH 100,000 -- 1 100,000 -- First Solar Inc COMMON STOCK 336433107 499 3,100 SH 3,100 -- 1 3,100 -- Firstenergy Corp COMMON STOCK 337932107 656 17,700 SH 17,700 -- 1 17,700 -- Firstmerit Corporation COMMON STOCK 337915102 217 12,700 SH 12,700 -- 1 12,700 -- Fleetcor Technologies Inc COMMON STOCK 339041105 653 20,000 SH 20,000 -- 1 20,000 -- Fluidigm Corp COMMON STOCK 34385P108 286 20,000 SH 20,000 -- 1 20,000 -- Focus Media Holding - ADR COMMON STOCK 34415V109 3,333 108,671 SH 108,671 -- 1 108,671 -- Force Protection Inc COMMON STOCK 345203202 198 40,500 SH 40,500 -- 1 40,500 -- Forest Labs Incorporated COMMON STOCK 345838106 623 19,300 SH 19,300 -- 1 19,300 -- Forest Oil Corporation COMMON STOCK 346091705 1,006 26,600 SH 26,600 -- 1 26,600 -- Fortegra Financial Corp COMMON STOCK 34954W104 909 80,000 SH 80,000 -- 1 80,000 -- Fortune Brands Inc COMMON STOCK 349631101 279 4,500 SH 4,500 -- 1 4,500 -- Forward Air Corporation COMMON STOCK 349853101 368 12,000 SH 12,000 -- 1 12,000 -- Franklin Resources Incorporated COMMON STOCK 354613101 275 2,200 SH 2,200 -- 1 2,200 -- Freds Incorporated (CL A) COMMON STOCK 356108100 317 23,800 SH 23,800 -- 1 23,800 -- Freeport-McMoran Copper COMMON STOCK 35671D857 278 5,000 SH 5,000 -- 1 5,000 -- Frontier Communications Corp COMMON STOCK 35906A108 124 15,100 SH 15,100 -- 1 15,100 -- Frontier Oil Corporation COMMON STOCK 35914P105 249 8,500 SH 8,500 -- 1 8,500 -- FSI International Incorporated COMMON STOCK 302633102 51 11,600 SH 11,600 -- 1 11,600 -- Fuel Systems Solutions Inc COMMON STOCK 35952W103 1,464 48,500 SH 48,500 -- 1 48,500 -- Fuller H B Co COMMON STOCK 359694106 595 27,700 SH 27,700 -- 1 27,700 -- FXCM Inc. - A COMMON STOCK 302693106 847 65,000 SH 65,000 -- 1 65,000 -- G & K Services Incorporated - Cl A COMMON STOCK 361268105 226 6,800 SH 6,800 -- 1 6,800 -- Gain Capital Holdings Inc COMMON STOCK 36268W100 16,388 2,360,069 SH 2,360,069 -- 1 2,360,069 -- GameStop Corporation COMMON STOCK 36467W109 498 22,100 SH 22,100 -- 1 22,100 -- Gardner Denver Inc COMMON STOCK 365558105 203 2,600 SH 2,600 -- 1 2,600 -- General Dynamics Corp COMMON STOCK 369550108 406 5,300 SH 5,300 -- 1 5,300 -- General Maritime Corporation COMMON STOCK Y2693R101 865 422,100 SH 422,100 -- 1 422,100 -- General Motors Co COMMON STOCK 37045V100 3,103 100,000 SH 100,000 -- 1 100,000 -- Genesco Inc. COMMON STOCK 371532102 269 6,700 SH 6,700 -- 1 6,700 -- Genpact Ltd COMMON STOCK G3922B107 285 19,700 SH 19,700 -- 1 19,700 -- Genuine Parts Co COMMON STOCK 372460105 359 6,700 SH 6,700 -- 1 6,700 -- GeoEye Inc COMMON STOCK 37250W108 312 7,500 SH 7,500 -- 1 7,500 -- GFI Group Inc COMMON STOCK 361652209 102 20,400 SH 20,400 -- 1 20,400 -- Gilead Sciences Inc COMMON STOCK 375558103 314 7,400 SH 7,400 -- 1 7,400 -- Glatfelter Co COMMON STOCK 377316104 464 34,800 SH 34,800 -- 1 34,800 -- Global Cash Access Inc COMMON STOCK 378967103 236 72,100 SH 72,100 -- 1 72,100 -- Golub Capital Bdc Inc COMMON STOCK 38173M102 237 15,000 SH 15,000 -- 1 15,000 -- Goodrich B F Company COMMON STOCK 382388106 248 2,900 SH 2,900 -- 1 2,900 -- Google Inc COMMON STOCK 38259P508 21,358 36,400 SH 36,400 -- 1 36,400 -- Grand Canyon Education Inc COMMON STOCK 38526M106 400 27,600 SH 27,600 -- 1 27,600 -- Great Lakes Dredge & Dock Co COMMON STOCK 390607109 551 72,200 SH 72,200 -- 1 72,200 -- Green Plains Renewable Energ COMMON STOCK 393222104 304 25,300 SH 25,300 -- 1 25,300 -- GT Solar International Inc COMMON STOCK 3623E0209 491 46,000 SH 46,000 -- 1 46,000 -- Gulfport Energy Corp COMMON STOCK 402635304 2,562 70,900 SH 70,900 -- 1 70,900 -- Hancock Holding Company COMMON STOCK 410120109 2,621 79,800 SH 79,800 -- 1 79,800 -- Harleysville Group Incorporated COMMON STOCK 412824104 364 11,000 SH 11,000 -- 1 11,000 -- Hatteras Financial Corp COMMON STOCK 41902R103 2,812 100,000 SH 100,000 -- 1 100,000 -- Hawaiian Holdings Inc COMMON STOCK 419879101 446 74,200 SH 74,200 -- 1 74,200 -- HCA Holdings Inc. COMMON STOCK 40412C101 12,701 375,000 SH 375,000 -- 1 375,000 -- HCP Inc COMMON STOCK 40414L109 11,382 300,000 SH 300,000 -- 1 300,000 -- Health Care REIT Inc. COMMON STOCK 42217K106 21,081 402,000 SH 402,000 -- 1 402,000 -- Healthspring Inc COMMON STOCK 42224N101 4,626 123,800 SH 123,800 -- 1 123,800 -- Heartland Payment Systems Inc COMMON STOCK 42235N108 340 19,400 SH 19,400 -- 1 19,400 -- Helen of Troy Limited COMMON STOCK G4388N106 253 8,600 SH 8,600 -- 1 8,600 -- Henry Schein Incorporated COMMON STOCK 806407102 316 4,500 SH 4,500 -- 1 4,500 -- Hercules Technology Growth COMMON STOCK 427096508 1,650 150,000 SH 150,000 -- 1 150,000 -- Hewlett-Packard Company COMMON STOCK 428236103 295 7,200 SH 7,200 -- 1 7,200 -- Hhgregg Inc COMMON STOCK 42833L108 383 28,600 SH 28,600 -- 1 28,600 -- Higher One Holdings Inc COMMON STOCK 42983D104 517 35,800 SH 35,800 -- 1 35,800 -- Hill-Rom Holdings Inc COMMON STOCK 431475102 277 7,300 SH 7,300 -- 1 7,300 --
Hilltop Holdings Inc COMMON STOCK 432748101 101 10,100 SH 10,100 -- 1 10,100 -- Hi-Tech Pharmacal Co Inc. COMMON STOCK 42840B101 525 26,100 SH 26,100 -- 1 26,100 -- Holly Corp. COMMON STOCK 435758305 267 4,400 SH 4,400 -- 1 4,400 -- Hot Topic Inc. COMMON STOCK 441339108 79 13,800 SH 13,800 -- 1 13,800 -- Hudson City Bancorp Inc COMMON STOCK 443683107 388 40,100 SH 40,100 -- 1 40,100 -- Humana Inc. COMMON STOCK 444859102 413 5,900 SH 5,900 -- 1 5,900 -- Huntington Bancshares Incorporated COMMON STOCK 446150104 252 37,900 SH 37,900 -- 1 37,900 -- Huntsman Corp COMMON STOCK 447011107 264 15,200 SH 15,200 -- 1 15,200 -- ICF International Inc COMMON STOCK 44925C103 766 37,300 SH 37,300 -- 1 37,300 -- ICU Medical Incorporated COMMON STOCK 44930G107 298 6,800 SH 6,800 -- 1 6,800 -- Illinois Tool Works Incorporated COMMON STOCK 452308109 414 7,700 SH 7,700 -- 1 7,700 -- Illumina COMMON STOCK 452327109 512 7,300 SH 7,300 -- 1 7,300 -- Immucor Incorporated COMMON STOCK 452526106 204 10,300 SH 10,300 -- 1 10,300 -- Immunomedics Incorporated COMMON STOCK 452907108 137 35,900 SH 35,900 -- 1 35,900 -- Impax Labrotories Inc. COMMON STOCK 45256B101 303 11,900 SH 11,900 -- 1 11,900 -- Independent Bank Corportion Mass. COMMON STOCK 453836108 243 9,000 SH 9,000 -- 1 9,000 -- Infinity Property & Casualty Corp COMMON STOCK 45665Q103 482 8,100 SH 8,100 -- 1 8,100 -- Infospace Incorporated COMMON STOCK 45678T300 294 34,000 SH 34,000 -- 1 34,000 -- Ingram Micro COMMON STOCK 457153104 271 12,900 SH 12,900 -- 1 12,900 -- Inphi Corp COMMON STOCK 45772F107 315 15,000 SH 15,000 -- 1 15,000 -- Insituform Technologies Incorporated COMMON STOCK 457667103 605 22,600 SH 22,600 -- 1 22,600 -- Inspire Pharmaceuticals COMMON STOCK 457733103 132 33,300 SH 33,300 -- 1 33,300 -- Integra LifeSciences Holdings COMMON STOCK 457985208 465 9,800 SH 9,800 -- 1 9,800 -- Integrated Silicon Solution Incorporated COMMON STOCK 45812P107 103 11,100 SH 11,100 -- 1 11,100 -- Intel Corporation COMMON STOCK 458140100 418 20,700 SH 20,700 -- 1 20,700 -- Intercontinental Exchange Inc COMMON STOCK 45865V100 346 2,800 SH 2,800 -- 1 2,800 -- International Flavors and Fragrances COMMON STOCK 459506101 349 5,600 SH 5,600 -- 1 5,600 -- International Paper Company COMMON STOCK 460146103 272 9,000 SH 9,000 -- 1 9,000 -- International Rectifier Corporation COMMON STOCK 460254105 241 7,300 SH 7,300 -- 1 7,300 -- Interpublic Group Companies Incorporated COMMON STOCK 460690100 246 19,600 SH 19,600 -- 1 19,600 -- Intuit Incorporated COMMON STOCK 461202103 212 4,000 SH 4,000 -- 1 4,000 -- Invacare Corporation COMMON STOCK 461203101 230 7,400 SH 7,400 -- 1 7,400 -- Invesco Ltd COMMON STOCK G491BT108 1,293 50,577 SH 50,577 -- 1 50,577 -- Invesco Mortgage Capital COMMON STOCK 46131B100 1,639 75,000 SH 75,000 -- 1 75,000 -- Investors Bancorp Inc COMMON STOCK 46146P102 312 20,900 SH 20,900 -- 1 20,900 -- Iridium Communications Inc COMMON STOCK 46269C102 715 89,600 SH 89,600 -- 1 89,600 -- iShares FTSE China 25 Index Fund COMMON STOCK 464287184 383,518 8,539,700 SH CALL 8,539,700 -- 1 8,539,700 -- iShares FTSE China 25 Index Fund COMMON STOCK 464287184 84,027 1,871,000 SH 1,871,000 -- 1 1,871,000 -- iShares MSCI Emerging Market Index - ETF COMMON STOCK 464287234 64,532 1,325,919 SH 1,325,919 -- 1 1,325,919 -- Isle of Capri Casinos Incorporated COMMON STOCK 464592104 134 14,100 SH 14,100 -- 1 14,100 -- ITC Holdings Corp COMMON STOCK 465685105 363 5,200 SH 5,200 -- 1 5,200 -- Itron Incorporated COMMON STOCK 465741106 293 5,200 SH 5,200 -- 1 5,200 -- ITT Corp COMMON STOCK 450911102 210 3,500 SH 3,500 -- 1 3,500 -- Ixia Communications COMMON STOCK 45071R109 199 12,500 SH 12,500 -- 1 12,500 -- J2 Global Communications Inc COMMON STOCK 46626E205 407 13,800 SH 13,800 -- 1 13,800 -- Jabil Circuit Incorporated COMMON STOCK 466313103 343 16,800 SH 16,800 -- 1 16,800 -- Jacobs Engineering Group Incorporated COMMON STOCK 469814107 237 4,600 SH 4,600 -- 1 4,600 -- James River Coal Co COMMON STOCK 470355207 689 28,500 SH 28,500 -- 1 28,500 -- Janus Capital Group Inc COMMON STOCK 47102X105 289 23,200 SH 23,200 -- 1 23,200 -- Jarden Corp. COMMON STOCK 471109108 324 9,100 SH 9,100 -- 1 9,100 -- Jefferies Group Incorporated-NEW COMMON STOCK 472319102 249 10,000 SH 10,000 -- 1 10,000 -- Jetblue Airways Corp COMMON STOCK 477143101 294 46,900 SH 46,900 -- 1 46,900 -- Johnson & Johnson COMMON STOCK 478160104 290 4,900 SH 4,900 -- 1 4,900 -- Kaiser Aluminum Corp COMMON STOCK 483007704 296 6,000 SH 6,000 -- 1 6,000 -- KBW Inc COMMON STOCK 482423100 236 9,000 SH 9,000 -- 1 9,000 -- Kelly Services Incorporated- Class A COMMON STOCK 488152208 323 14,900 SH 14,900 -- 1 14,900 -- Kendle International Incorporated COMMON STOCK 48880L107 126 11,800 SH 11,800 -- 1 11,800 -- Kensey Nash Corp COMMON STOCK 490057106 254 10,200 SH 10,200 -- 1 10,200 -- KeyCorp - NEW COMMON STOCK 493267108 6,941 781,600 SH 781,600 -- 1 781,600 -- Kimberly-Clark Corporation COMMON STOCK 494368103 398 6,100 SH 6,100 -- 1 6,100 -- Kinder Morgan Inc COMMON STOCK 49456B101 11,032 372,200 SH 372,200 -- 1 372,200 -- KINDRED HEALTHCARE INC COMMON STOCK 494580103 363 15,200 SH 15,200 -- 1 15,200 -- Knoll Inc COMMON STOCK 498904200 220 10,500 SH 10,500 -- 1 10,500 -- KNOLOGY INC COMMON STOCK 499183804 190 14,700 SH 14,700 -- 1 14,700 -- Kodiak Oil & Gas Corp COMMON STOCK 50015Q100 194 28,900 SH 28,900 -- 1 28,900 -- Kohl's Corporation COMMON STOCK 500255104 440 8,300 SH 8,300 -- 1 8,300 -- Kraft Foods Inc-class A COMMON STOCK 50075N104 361 11,500 SH 11,500 -- 1 11,500 -- Kulicke & Soffa Industries Incorporated COMMON STOCK 501242101 354 37,900 SH 37,900 -- 1 37,900 -- L-3 Communications Holdings Incorporated COMMON STOCK 502424104 611 7,800 SH 7,800 -- 1 7,800 -- Laboratory Corp. of America Holdings COMMON STOCK 50540R409 322 3,500 SH 3,500 -- 1 3,500 -- Laclede Gas Company COMMON STOCK 505597104 309 8,100 SH 8,100 -- 1 8,100 -- Landauer Incorporated COMMON STOCK 51476K103 215 3,500 SH 3,500 -- 1 3,500 -- Las Vegas Sands Corp COMMON STOCK 517834107 215 5,100 SH 5,100 -- 1 5,100 --
Lattice Semiconductor Corporation COMMON STOCK 518415104 294 49,800 SH 49,800 -- 1 49,800 -- La-Z-Boy Incorporated COMMON STOCK 505336107 143 15,000 SH 15,000 -- 1 15,000 -- Leapfrog Enterprises Inc COMMON STOCK 52186N106 74 17,200 SH 17,200 -- 1 17,200 -- Lear Corp COMMON STOCK 521865204 889 18,200 SH 18,200 -- 1 18,200 -- Level 3 Communications Incorporated COMMON STOCK 52729N100 1,470 1,000,000 SH 1,000,000 -- 1 1,000,000 -- Lexmark International Inc. COMMON STOCK 529771107 404 10,900 SH 10,900 -- 1 10,900 -- Life Partners Holdings Inc COMMON STOCK 53215T106 475 59,100 SH 59,100 -- 1 59,100 -- Life Technologies Corp COMMON STOCK 53217V109 529 10,100 SH 10,100 -- 1 10,100 -- Life Time Fitness Inc COMMON STOCK 53217R207 362 9,700 SH 9,700 -- 1 9,700 -- Lifepoint Hospitals Inc COMMON STOCK 53219L109 418 10,400 SH 10,400 -- 1 10,400 -- Limelight Networks Inc COMMON STOCK 53261M104 724 101,100 SH 101,100 -- 1 101,100 -- Lincoln Educational Services Corp COMMON STOCK 533535100 211 13,300 SH 13,300 -- 1 13,300 -- Littlefuse Incorporated COMMON STOCK 537008104 297 5,200 SH 5,200 -- 1 5,200 -- LKQ Corp COMMON STOCK 501889208 393 16,300 SH 16,300 -- 1 16,300 -- Local.com Corp COMMON STOCK 53954R105 282 72,500 SH 72,500 -- 1 72,500 -- Lockheed Martin Corp COMMON STOCK 539830109 314 3,900 SH 3,900 -- 1 3,900 -- LTC Properties Incorporated COMMON STOCK 502175102 4,818 170,000 SH 170,000 -- 1 170,000 -- Magellan Health Services Inc. - NEW COMMON STOCK 559079207 216 4,400 SH 4,400 -- 1 4,400 -- Manhattan Associates Incorporated COMMON STOCK 562750109 229 7,000 SH 7,000 -- 1 7,000 -- Mantech COMMON STOCK 564563104 416 9,800 SH 9,800 -- 1 9,800 -- Marathon Oil Corp COMMON STOCK 565849106 4,068 76,300 SH 76,300 -- 1 76,300 -- Market Vectors Russia ETF COMMON STOCK 57060U506 10,428 250,500 SH 250,500 -- 1 250,500 -- MarketAxess Holdings Inc COMMON STOCK 57060D108 252 10,400 SH 10,400 -- 1 10,400 -- Mattel Inc COMMON STOCK 577081102 411 16,500 SH 16,500 -- 1 16,500 -- Maxlinear Inc-class A COMMON STOCK 57776J100 221 27,000 SH 27,000 -- 1 27,000 -- McCormick & Company COMMON STOCK 579780206 335 7,000 SH 7,000 -- 1 7,000 -- McDonald's Corp COMMON STOCK 580135101 282 3,700 SH 3,700 -- 1 3,700 -- MCG Capital Corp COMMON STOCK 58047P107 66 10,100 SH 10,100 -- 1 10,100 -- McGrath Rentcorp COMMON STOCK 580589109 210 7,700 SH 7,700 -- 1 7,700 -- Meadowbrook Insurance Group Incorporated COMMON STOCK 58319P108 306 29,600 SH 29,600 -- 1 29,600 -- MeadWestvaco Corporation COMMON STOCK 583334107 264 8,700 SH 8,700 -- 1 8,700 -- Medassets Inc COMMON STOCK 584045108 273 17,900 SH 17,900 -- 1 17,900 -- Medco Health Solutions COMMON STOCK 58405U102 534 9,500 SH 9,500 -- 1 9,500 -- Medicines Co COMMON STOCK 584688105 259 15,900 SH 15,900 -- 1 15,900 -- Medidata Solutions Inc COMMON STOCK 58471A105 340 13,300 SH 13,300 -- 1 13,300 -- Medley Capital Corp COMMON STOCK 58503F106 487 40,000 SH 40,000 -- 1 40,000 -- Medquist Holdings Inc COMMON STOCK 58506K102 1,303 125,000 SH 125,000 -- 1 125,000 -- Medtronic Inc COMMON STOCK 585055106 464 11,800 SH 11,800 -- 1 11,800 -- Mens Wearhouse Inc COMMON STOCK 587118100 206 7,600 SH 7,600 -- 1 7,600 -- Mentor Graphics Corp COMMON STOCK 587200106 234 16,000 SH 16,000 -- 1 16,000 -- Merck & Co. Incorporated COMMON STOCK 58933Y105 531 16,100 SH 16,100 -- 1 16,100 -- Mercury Gen Corp COMMON STOCK 589400100 493 12,600 SH 12,600 -- 1 12,600 -- Meredith Corp COMMON STOCK 589433101 214 6,300 SH 6,300 -- 1 6,300 -- Metalico Inc COMMON STOCK 591176102 269 43,200 SH 43,200 -- 1 43,200 -- MetLife Inc. COMMON STOCK 59156R108 44,989 1,005,800 SH 1,005,800 -- 1 1,005,800 -- MFA Financial Inc COMMON STOCK 55272X102 4,100 500,000 SH 500,000 -- 1 500,000 -- Micron Technology Incorporated COMMON STOCK 595112103 148 12,900 SH 12,900 -- 1 12,900 -- Microsemi Corporation COMMON STOCK 595137100 350 16,900 SH 16,900 -- 1 16,900 -- Microsoft Corporation COMMON STOCK 594918104 39,933 1,572,775 SH 1,572,775 -- 1 1,572,775 -- MKS Instruments Inc COMMON STOCK 55306N104 236 7,100 SH 7,100 -- 1 7,100 -- Molex Inc. COMMON STOCK 608554101 550 21,900 SH 21,900 -- 1 21,900 -- Molson Coors Brewing Co - Class B COMMON STOCK 60871R209 399 8,500 SH 8,500 -- 1 8,500 -- Molycorp Inc COMMON STOCK 608753109 1,032 17,200 SH 17,200 -- 1 17,200 -- Momenta Pharmaceuticals Inc COMMON STOCK 60877T100 277 17,500 SH 17,500 -- 1 17,500 -- Monolithic Power Systems Inc COMMON STOCK 609839105 175 12,300 SH 12,300 -- 1 12,300 -- MSCI INC - CLASS A COMMON STOCK 55354G100 346 9,400 SH 9,400 -- 1 9,400 -- Multi-Fineline Electronix Inc COMMON STOCK 62541B101 313 11,100 SH 11,100 -- 1 11,100 -- Murphy Oil Corporation COMMON STOCK 626717102 602 8,200 SH 8,200 -- 1 8,200 -- Mylan Inc. COMMON STOCK 628530107 514 22,700 SH 22,700 -- 1 22,700 -- Myriad Genetics Inc. COMMON STOCK 62855J104 256 12,700 SH 12,700 -- 1 12,700 -- Nalco Holding Co. COMMON STOCK 62985Q101 404 14,800 SH 14,800 -- 1 14,800 -- Nasdaq OMX Group/The COMMON STOCK 631103108 4,377 169,400 SH 169,400 -- 1 169,400 -- Nash-Finch Company COMMON STOCK 631158102 326 8,600 SH 8,600 -- 1 8,600 -- National Cinemedia Inc COMMON STOCK 635309107 218 11,700 SH 11,700 -- 1 11,700 -- National Oilwell Varco Inc COMMON STOCK 637071101 1,213 15,300 SH 15,300 -- 1 15,300 -- National Presto Industries Incorporated COMMON STOCK 637215104 485 4,300 SH 4,300 -- 1 4,300 -- Navigant Consulting Co. COMMON STOCK 63935N107 450 45,000 SH 45,000 -- 1 45,000 -- NBT Bancorp Incorporated COMMON STOCK 628778102 271 11,900 SH 11,900 -- 1 11,900 -- Nelnet Inc - CL A COMMON STOCK 64031N108 351 16,100 SH 16,100 -- 1 16,100 -- Netspend Holdings Inc COMMON STOCK 64118V106 1,578 150,000 SH 150,000 -- 1 150,000 -- NeuStar Inc - Class A COMMON STOCK 64126X201 929 36,300 SH 36,300 -- 1 36,300 -- New York Community Bancorp COMMON STOCK 649445103 319 18,500 SH 18,500 -- 1 18,500 -- NewAlliance Bancshares Inc COMMON STOCK 650203102 340 22,900 SH 22,900 -- 1 22,900 --
Newcastle Investment Corp COMMON STOCK 65105M108 1,510 250,000 SH 250,000 -- 1 250,000 -- Newfield Explor Stk COMMON STOCK 651290108 3,557 46,800 SH 46,800 -- 1 46,800 -- Newmont Mining Corp Hldg Co COMMON STOCK 651639106 486 8,900 SH 8,900 -- 1 8,900 -- Newpark Resources Inc. COMMON STOCK 651718504 291 37,000 SH 37,000 -- 1 37,000 -- Newport Corp COMMON STOCK 651824104 337 18,900 SH 18,900 -- 1 18,900 -- NextEra Energy Inc COMMON STOCK 65339F101 270 4,900 SH 4,900 -- 1 4,900 -- Nielsen Holdings NV COMMON STOCK N63218106 13,996 512,500 SH 512,500 -- 1 512,500 -- NII Holdings Inc -CL B COMMON STOCK 62913F201 10,255 246,100 SH 246,100 -- 1 246,100 -- NIKE Inc COMMON STOCK 654106103 333 4,400 SH 4,400 -- 1 4,400 -- Noble Energy Inc COMMON STOCK 655044105 6,273 64,900 SH 64,900 -- 1 64,900 -- Northern Oil And Gas Inc COMMON STOCK 665531109 451 16,900 SH 16,900 -- 1 16,900 -- Northrop Grumman Corp COMMON STOCK 666807102 452 7,200 SH 7,200 -- 1 7,200 -- Northwestern Corp - NEW COMMON STOCK 668074305 473 15,600 SH 15,600 -- 1 15,600 -- Novell Incorporated COMMON STOCK 670006105 315 53,200 SH 53,200 -- 1 53,200 -- Novellus Systems Inc. COMMON STOCK 670008101 342 9,200 SH 9,200 -- 1 9,200 -- Nu Skin Enterprises Inc. - A COMMON STOCK 67018T105 325 11,300 SH 11,300 -- 1 11,300 -- Nutri/System Inc COMMON STOCK 67069D108 367 25,300 SH 25,300 -- 1 25,300 -- NuVasive Inc COMMON STOCK 670704105 284 11,200 SH 11,200 -- 1 11,200 -- Nvidia Corporation COMMON STOCK 67066G104 192 10,400 SH 10,400 -- 1 10,400 -- Nxp Semiconductors Nv COMMON STOCK N6596X109 740 24,703 SH 24,703 -- 1 24,703 -- NYSE Euronext COMMON STOCK 629491101 468 13,300 SH 13,300 -- 1 13,300 -- OAO Mechel - ADR COMMON STOCK 583840103 2,001 65,000 SH 65,000 -- 1 65,000 -- Oasis Petroleum Inc COMMON STOCK 674215108 338 10,700 SH 10,700 -- 1 10,700 -- Oclaro Inc COMMON STOCK 67555N206 261 22,700 SH 22,700 -- 1 22,700 -- Office Depot Inc COMMON STOCK 676220106 109 23,600 SH 23,600 -- 1 23,600 -- OIL STS INTL INC COMMON STOCK 678026105 2,650 34,800 SH 34,800 -- 1 34,800 -- Old Natl Bancorp COMMON STOCK 680033107 165 15,400 SH 15,400 -- 1 15,400 -- Old Rep Intl Corp COMMON STOCK 680223104 277 21,800 SH 21,800 -- 1 21,800 -- Omnova Solutions Inc COMMON STOCK 682129101 231 29,400 SH 29,400 -- 1 29,400 -- ON Semiconductor Corporation COMMON STOCK 682189105 141 14,300 SH 14,300 -- 1 14,300 -- Opko Health Inc COMMON STOCK 68375N103 746 200,000 SH 200,000 -- 1 200,000 -- Optimer Pharmaceuticals Inc COMMON STOCK 68401H104 474 40,100 SH 40,100 -- 1 40,100 -- Oracle Corporation COMMON STOCK 68389X105 535 16,000 SH 16,000 -- 1 16,000 -- Orbitz Worldwide Inc COMMON STOCK 68557K109 184 51,500 SH 51,500 -- 1 51,500 -- Orexigen Therapeutics Inc COMMON STOCK 686164104 226 79,600 SH 79,600 -- 1 79,600 -- Orion Marine Group Inc COMMON STOCK 68628V308 191 17,800 SH 17,800 -- 1 17,800 -- Oritani Financial Corp COMMON STOCK 68633D103 382 30,100 SH 30,100 -- 1 30,100 -- Pacer International Inc COMMON STOCK 69373H106 167 31,800 SH 31,800 -- 1 31,800 -- Pacific Gas & Elec Co COMMON STOCK 69331C108 716 16,200 SH 16,200 -- 1 16,200 -- PAETEC Holding Corp COMMON STOCK 695459107 1,047 313,500 SH 313,500 -- 1 313,500 -- Pall Corp COMMON STOCK 696429307 265 4,600 SH 4,600 -- 1 4,600 -- Par Pharmaceutical Cos Inc COMMON STOCK 69888P106 547 17,600 SH 17,600 -- 1 17,600 -- Paychex Inc. COMMON STOCK 704326107 207 6,600 SH 6,600 -- 1 6,600 -- PDL BioPharma Inc COMMON STOCK 69329Y104 160 27,600 SH 27,600 -- 1 27,600 -- Pennymac Mortgage Investment COMMON STOCK 70931T103 1,379 75,000 SH 75,000 -- 1 75,000 -- People's United Financial Inc(Bridgeport CT) COMMON STOCK 712704105 655 52,100 SH 52,100 -- 1 52,100 -- Pep Boys - Manny Moe & Jack COMMON STOCK 713278109 381 30,000 SH 30,000 -- 1 30,000 -- Pepsico Incorporated COMMON STOCK 713448108 535 8,300 SH 8,300 -- 1 8,300 -- Perkinelmer Incorporated COMMON STOCK 714046109 310 11,800 SH 11,800 -- 1 11,800 -- Perry Ellis International Inc COMMON STOCK 288853104 2,584 93,900 SH 93,900 -- 1 93,900 -- PetroHawk Energy Corp COMMON STOCK 716495106 1,168 47,600 SH 47,600 -- 1 47,600 -- Pharmaceutical Product Development Inc. COMMON STOCK 717124101 330 11,900 SH 11,900 -- 1 11,900 -- Pharmerica Corp COMMON STOCK 71714F104 128 11,200 SH 11,200 -- 1 11,200 -- PHH Corp COMMON STOCK 693320202 337 15,500 SH 15,500 -- 1 15,500 -- Phototronics Inc. COMMON STOCK 719405102 313 34,900 SH 34,900 -- 1 34,900 -- Pinnacle Entertainment Incorporated COMMON STOCK 723456109 172 12,600 SH 12,600 -- 1 12,600 -- Pinnacle West Capital Corporation COMMON STOCK 723484101 338 7,900 SH 7,900 -- 1 7,900 -- PMC Sierra Incorporated COMMON STOCK 69344F106 116 15,400 SH 15,400 -- 1 15,400 -- PolyOne Corporation COMMON STOCK 73179P106 161 11,300 SH 11,300 -- 1 11,300 -- Pool Corp COMMON STOCK 73278L105 224 9,300 SH 9,300 -- 1 9,300 -- Power-One Inc. COMMON STOCK 73930R102 112 12,800 SH 12,800 -- 1 12,800 -- Powershares QQQ Nasdaq 100 COMMON STOCK 73935A104 9,189 160,000 SH CALL 160,000 -- 1 160,000 -- PPL Corporation COMMON STOCK 69351T106 918 36,300 SH 36,300 -- 1 36,300 -- Prestige Brand Holdings Inc COMMON STOCK 74112D101 245 21,300 SH 21,300 -- 1 21,300 -- Pricesmart Inc COMMON STOCK 741511109 216 5,900 SH 5,900 -- 1 5,900 -- Procter & Gamble Company COMMON STOCK 742718109 363 5,900 SH 5,900 -- 1 5,900 -- Progenics Pharmaceuticals Inc. COMMON STOCK 743187106 13,031 2,342,388 SH 1,820,068 522,320 1 1,820,068 522,320 Progress Software Corporation COMMON STOCK 743312100 413 14,200 SH 14,200 -- 1 14,200 -- Progressive Corporation COMMON STOCK 743315103 311 14,700 SH 14,700 -- 1 14,700 -- Prudential Financial Inc. COMMON STOCK 744320102 203 3,300 SH 3,300 -- 1 3,300 -- Public Service Enterprise GP COMMON STOCK 744573106 372 11,800 SH 11,800 -- 1 11,800 -- Qualcomm Incorporated COMMON STOCK 747525103 241 4,400 SH 4,400 -- 1 4,400 -- Quest Diagnostics Incorporated COMMON STOCK 74834L100 548 9,500 SH 9,500 -- 1 9,500 --
Quest Software Incoporated COMMON STOCK 74834T103 541 21,300 SH 21,300 -- 1 21,300 -- Quicksilver Resources Inc. COMMON STOCK 74837R104 170 11,900 SH 11,900 -- 1 11,900 -- Quiksilver Incorporated COMMON STOCK 74838C106 145 32,700 SH 32,700 -- 1 32,700 -- R.R. Donnelley & Sons Company COMMON STOCK 257867101 324 17,100 SH 17,100 -- 1 17,100 -- RadioShack Corp. COMMON STOCK 750438103 330 22,000 SH 22,000 -- 1 22,000 -- Raytheon Company COMMON STOCK 755111507 443 8,700 SH 8,700 -- 1 8,700 -- Reinsurance Group Of America COMMON STOCK 759351604 490 7,800 SH 7,800 -- 1 7,800 -- Republic Airways Holdings Inc COMMON STOCK 760276105 495 77,000 SH 77,000 -- 1 77,000 -- Republic Services Incorporated COMMON STOCK 760759100 279 9,300 SH 9,300 -- 1 9,300 -- ResMed Incorporated COMMON STOCK 761152107 345 11,500 SH 11,500 -- 1 11,500 -- Resolute Energy Corp COMMON STOCK 76116A108 827 45,600 SH 45,600 -- 1 45,600 -- Resource Capital Corp COMMON STOCK 76120W302 1,153 175,000 SH 175,000 -- 1 175,000 -- Rex Energy Corp COMMON STOCK 761565100 191 16,400 SH 16,400 -- 1 16,400 -- Rigel Pharmaceuticals Inc COMMON STOCK 766559603 130 18,300 SH 18,300 -- 1 18,300 -- Rignet Inc COMMON STOCK 766582100 455 25,000 SH 25,000 -- 1 25,000 -- Rogers Corporation COMMON STOCK 775133101 288 6,400 SH 6,400 -- 1 6,400 -- Rovi Corp COMMON STOCK 779376102 376 7,000 SH 7,000 -- 1 7,000 -- Royal Gold Incorporated COMMON STOCK 780287108 445 8,500 SH 8,500 -- 1 8,500 -- Ruby Tuesday Incorporated COMMON STOCK 781182100 216 16,500 SH 16,500 -- 1 16,500 -- Rudolph Technologies Incoporated COMMON STOCK 781270103 163 14,900 SH 14,900 -- 1 14,900 -- Rue21 Inc COMMON STOCK 781295100 434 15,100 SH 15,100 -- 1 15,100 -- Ruth's Hospitality Group Inc COMMON STOCK 783332109 112 21,700 SH 21,700 -- 1 21,700 -- S & T Bancorp Incorporated COMMON STOCK 783859101 343 15,900 SH 15,900 -- 1 15,900 -- Safeway Inc COMMON STOCK 786514208 247 10,500 SH 10,500 -- 1 10,500 -- Sandisk Corporation COMMON STOCK 80004C101 364 7,900 SH 7,900 -- 1 7,900 -- Sanmina-SCI Corp COMMON STOCK 800907206 215 19,200 SH 19,200 -- 1 19,200 -- SBA Communications Corp COMMON STOCK 78388J106 1,583 39,900 SH 39,900 -- 1 39,900 -- Scana Corporation COMMON STOCK 80589M102 213 5,400 SH 5,400 -- 1 5,400 -- School Specialty Inc COMMON STOCK 807863105 144 10,100 SH 10,100 -- 1 10,100 -- Schweitzwer Mauduit International Incorp COMMON STOCK 808541106 304 6,000 SH 6,000 -- 1 6,000 -- Scripps Networks Interactive COMMON STOCK 811065101 551 11,000 SH 11,000 -- 1 11,000 -- Sealed Air Corporation COMMON STOCK 81211K100 451 16,900 SH 16,900 -- 1 16,900 -- Selective Insurance Group Incorporated COMMON STOCK 816300107 341 19,700 SH 19,700 -- 1 19,700 -- Senior Housing Prop Trust COMMON STOCK 81721M109 4,608 200,000 SH 200,000 -- 1 200,000 -- Sensient Technologies Corporation COMMON STOCK 81725T100 272 7,600 SH 7,600 -- 1 7,600 -- Shaw Group Incorporated COMMON STOCK 820280105 407 11,500 SH 11,500 -- 1 11,500 -- Shuffle Master Incorporated COMMON STOCK 825549108 235 22,000 SH 22,000 -- 1 22,000 -- SkyWest Incorporated COMMON STOCK 830879102 472 27,900 SH 27,900 -- 1 27,900 -- Smart Modular Technologies COMMON STOCK G82245104 988 127,276 SH 127,276 1 127,276 Smith & Wesson Holding Corp COMMON STOCK 831756101 35 10,000 SH 10,000 -- 1 10,000 -- Smith Micro Software Incorporated COMMON STOCK 832154108 322 34,400 SH 34,400 -- 1 34,400 -- Solar Senior Capital Ltd COMMON STOCK 83416M105 559 30,000 SH 30,000 -- 1 30,000 -- Sonoco Products Company COMMON STOCK 835495102 283 7,800 SH 7,800 -- 1 7,800 -- Sonosite Inc COMMON STOCK 83568G104 387 11,600 SH 11,600 -- 1 11,600 -- Southern Company COMMON STOCK 842587107 236 6,200 SH 6,200 -- 1 6,200 -- Southwest Airlines Company COMMON STOCK 844741108 577 45,700 SH 45,700 -- 1 45,700 -- Spansion Inc-class A COMMON STOCK 84649R200 747 40,000 SH 40,000 -- 1 40,000 -- SPDR S&P 500 ETF Trust COMMON STOCK 78462F103 781,843 5,896,700 SH CALL 5,896,700 -- 1 5,896,700 -- SPDR S&P Metals & Mining ETF COMMON STOCK 78464A755 14,858 200,000 SH PUT 200,000 -- 1 200,000 -- SPX Corporation COMMON STOCK 784635104 206 2,600 SH 2,600 -- 1 2,600 -- Stage Stores Inc COMMON STOCK 85254C305 258 13,400 SH 13,400 -- 1 13,400 -- Standard Motor Products Incorporated COMMON STOCK 853666105 159 11,500 SH 11,500 -- 1 11,500 -- Staples Incorporated COMMON STOCK 855030102 567 29,200 SH 29,200 -- 1 29,200 -- Steelcase Incorporated - CL A COMMON STOCK 858155203 130 11,400 SH 11,400 -- 1 11,400 -- Stoneridge Inc COMMON STOCK 86183P102 731 50,000 SH 50,000 -- 1 50,000 -- Str Holdings Inc COMMON STOCK 78478V100 472 24,600 SH 24,600 -- 1 24,600 -- Stryker Corporation COMMON STOCK 863667101 286 4,700 SH 4,700 -- 1 4,700 -- Summit Hotel Properties Inc COMMON STOCK 866082100 994 100,000 SH 100,000 -- 1 100,000 -- Sunpower Corp - Class A COMMON STOCK 867652109 506 29,500 SH 29,500 -- 1 29,500 -- Sunstone Hotel Investors Inc COMMON STOCK 867892101 764 75,000 SH 75,000 -- 1 75,000 -- Suntrust Banks Inc. COMMON STOCK 867914103 5,869 203,500 SH 203,500 -- 1 203,500 -- Superior Industries International Inc. COMMON STOCK 868168105 344 13,400 SH 13,400 -- 1 13,400 -- SUPERVALU INCORPORATED COMMON STOCK 868536103 230 25,800 SH 25,800 -- 1 25,800 -- Swift Transportation Co COMMON STOCK 87074U101 5,145 350,000 SH 350,000 -- 1 350,000 -- Sykes Enterprises Inc. COMMON STOCK 871237103 225 11,400 SH 11,400 -- 1 11,400 -- Symantec Corporation COMMON STOCK 871503108 319 17,200 SH 17,200 -- 1 17,200 -- Symmetry Medical Inc COMMON STOCK 871546206 120 12,200 SH 12,200 -- 1 12,200 -- Synaptics Inc COMMON STOCK 87157D109 205 7,600 SH 7,600 -- 1 7,600 -- SYNNEX CORP COMMON STOCK 87162W100 295 9,000 SH 9,000 -- 1 9,000 -- Synopsys Inc COMMON STOCK 871607107 503 18,200 SH 18,200 -- 1 18,200 -- SYSCO Corporation COMMON STOCK 871829107 233 8,400 SH 8,400 -- 1 8,400 -- TAL International Group Inc. COMMON STOCK 874083108 1,814 50,000 SH 50,000 -- 1 50,000 -- Talecris Biotherapeutics COMMON STOCK 874227101 204 7,600 SH 7,600 -- 1 7,600 --
Talisman Energy Inc [USD] COMMON STOCK 87425E103 1,112 45,000 SH 45,000 -- 1 45,000 -- Target Corporation COMMON STOCK 87612E106 5,411 108,200 SH 108,200 -- 1 108,200 -- TCF Financial Corporation COMMON STOCK 872275102 1,266 79,800 SH 79,800 -- 1 79,800 -- Tech Data Corp. COMMON STOCK 878237106 392 7,700 SH 7,700 -- 1 7,700 -- Tekelec COMMON STOCK 879101103 279 34,400 SH 34,400 -- 1 34,400 -- Telephone and Data Systems Incorporated COMMON STOCK 879433100 455 13,500 SH 13,500 -- 1 13,500 -- TeleTech Holdings Inc. COMMON STOCK 879939106 471 24,300 SH 24,300 -- 1 24,300 -- Tellabs Inc. COMMON STOCK 879664100 85 16,200 SH 16,200 -- 1 16,200 -- Tenet Healthcare Corporation COMMON STOCK 88033G100 129 17,300 SH 17,300 -- 1 17,300 -- Tesoro Corp COMMON STOCK 881609101 233 8,700 SH 8,700 -- 1 8,700 -- Tessera Technologies Inc COMMON STOCK 88164L100 278 15,200 SH 15,200 -- 1 15,200 -- Tetra Tech Incorporated COMMON STOCK 88162G103 393 15,900 SH 15,900 -- 1 15,900 -- Texas Roadhouse Inc - CL A COMMON STOCK 882681109 314 18,500 SH 18,500 -- 1 18,500 -- The Coca-Cola Company COMMON STOCK 191216100 517 7,800 SH 7,800 -- 1 7,800 -- The McClatchy Company COMMON STOCK 579489105 81 23,700 SH 23,700 -- 1 23,700 -- Thermo Fisher Scientific Inc COMMON STOCK 883556102 417 7,500 SH 7,500 -- 1 7,500 -- Thoratec Labs Corp COMMON STOCK 885175307 241 9,300 SH 9,300 -- 1 9,300 -- THQ Inc. COMMON STOCK 872443403 391 85,700 SH 85,700 -- 1 85,700 -- Tidewater Incorporated COMMON STOCK 886423102 1,239 20,700 SH 20,700 -- 1 20,700 -- Total Fina SA - Sponsored ADR COMMON STOCK 89151E109 2,439 40,000 SH 40,000 -- 1 40,000 -- Tower Group Inc COMMON STOCK 891777104 661 27,500 SH 27,500 -- 1 27,500 -- Towers Watson & Co COMMON STOCK 891894107 316 5,700 SH 5,700 -- 1 5,700 -- Transatlantic Holdings Inc. COMMON STOCK 893521104 526 10,800 SH 10,800 -- 1 10,800 -- Trustmark Corporation COMMON STOCK 898402102 255 10,900 SH 10,900 -- 1 10,900 -- TTM Technologies COMMON STOCK 87305R109 323 17,800 SH 17,800 -- 1 17,800 -- tw telecom inc COMMON STOCK 87311L104 1,644 85,600 SH 85,600 -- 1 85,600 -- Two Harbors Investment Corp COMMON STOCK 90187B101 1,309 125,000 SH 125,000 -- 1 125,000 -- Tyco International Limited COMMON STOCK H89128104 215 4,800 SH 4,800 -- 1 4,800 -- Tyson Foods Inc - Class A COMMON STOCK 902494103 234 12,200 SH 12,200 -- 1 12,200 -- UGI CORP NEW COMMON STOCK 902681105 280 8,500 SH 8,500 -- 1 8,500 -- UMB Financial Corp. COMMON STOCK 902788108 475 12,700 SH 12,700 -- 1 12,700 -- Uni-Pixel Inc COMMON STOCK 904572203 2,115 328,607 SH 328,607 -- 1 328,607 -- United HealthCare Group COMMON STOCK 91324P102 4,520 100,000 SH CALL 100,000 -- 1 100,000 -- United HealthCare Group COMMON STOCK 91324P102 2,255 49,900 SH 49,900 -- 1 49,900 -- United Online Inc. COMMON STOCK 911268100 285 45,200 SH 45,200 -- 1 45,200 -- United Parcel Service COMMON STOCK 911312106 260 3,500 SH 3,500 -- 1 3,500 -- United Technologies Corp. COMMON STOCK 913017109 254 3,000 SH 3,000 -- 1 3,000 -- United Therapeutics Corp. COMMON STOCK 91307C102 516 7,700 SH 7,700 -- 1 7,700 -- Universal Display Corp COMMON STOCK 91347P105 1,200 21,800 SH 21,800 -- 1 21,800 -- Universal Health Services (CLASS B) COMMON STOCK 913903100 430 8,700 SH 8,700 -- 1 8,700 -- URS Corporation COMMON STOCK 903236107 267 5,800 SH 5,800 -- 1 5,800 -- US Airways Group Ince/New COMMON STOCK 90341W108 156 17,900 SH 17,900 -- 1 17,900 -- USA Mobility Inc COMMON STOCK 90341G103 424 29,300 SH 29,300 -- 1 29,300 -- USANA Health Sciences Inc COMMON STOCK 90328M107 283 8,200 SH 8,200 -- 1 8,200 -- VAALCO Energy Inc. COMMON STOCK 91851C201 255 32,800 SH 32,800 -- 1 32,800 -- Valassis Communications Inc. COMMON STOCK 918866104 312 10,700 SH 10,700 -- 1 10,700 -- Valero Energy Corporation COMMON STOCK 91913Y100 486 16,300 SH 16,300 -- 1 16,300 -- VALMONT INDS INC COMMON STOCK 920253101 407 3,900 SH 3,900 -- 1 3,900 -- Valspar Corporation COMMON STOCK 920355104 497 12,700 SH 12,700 -- 1 12,700 -- Valueclick Inc. COMMON STOCK 92046N102 243 16,800 SH 16,800 -- 1 16,800 -- Ventas Inc COMMON STOCK 92276F100 1,086 20,000 SH 20,000 -- 1 20,000 -- VF Corporation COMMON STOCK 918204108 246 2,500 SH 2,500 -- 1 2,500 -- Viropharma Inc COMMON STOCK 928241108 298 15,000 SH 15,000 -- 1 15,000 -- Visa Inc - Class A Shares COMMON STOCK 92826C839 280 3,800 SH 3,800 -- 1 3,800 -- Vishay Intertechnology Inc. COMMON STOCK 928298108 241 13,600 SH 13,600 -- 1 13,600 -- Vitacost.com Inc COMMON STOCK 92847A200 192 33,700 SH 33,700 -- 1 33,700 -- Vmware Inc-class A COMMON STOCK 928563402 285 3,500 SH 3,500 -- 1 3,500 -- Volcano Corp COMMON STOCK 928645100 358 14,000 SH 14,000 -- 1 14,000 -- Volcom Inc. COMMON STOCK 92864N101 241 13,000 SH 13,000 -- 1 13,000 -- Walgreen Company COMMON STOCK 931422109 293 7,300 SH 7,300 -- 1 7,300 -- Walker & Dunlop Inc COMMON STOCK 93148P102 729 60,000 SH 60,000 -- 1 60,000 -- Warner Chilcott PLC - Class A COMMON STOCK G94368100 626 26,900 SH 26,900 -- 1 26,900 -- Waste Connections Incorporated COMMON STOCK 941053100 510 17,700 SH 17,700 -- 1 17,700 -- Watson Pharmaceuticals Incorporated COMMON STOCK 942683103 258 4,600 SH 4,600 -- 1 4,600 -- Watts Water Technologies Inc COMMON STOCK 942749102 294 7,700 SH 7,700 -- 1 7,700 -- Wausau Paper Corp COMMON STOCK 943315101 288 37,700 SH 37,700 -- 1 37,700 -- WD-40 Company COMMON STOCK 929236107 220 5,200 SH 5,200 -- 1 5,200 -- WebMD Health Corp COMMON STOCK 94770V102 203 3,800 SH 3,800 -- 1 3,800 -- Webster Financial Corp Waterbury COMMON STOCK 947890109 1,234 57,600 SH 57,600 -- 1 57,600 -- WellPoint Inc COMMON STOCK 94973V107 2,233 32,000 SH 32,000 -- 1 32,000 -- Westamerica Bancorporation COMMON STOCK 957090103 262 5,100 SH 5,100 -- 1 5,100 -- Western Refining Inc COMMON STOCK 959319104 397 23,400 SH 23,400 -- 1 23,400 -- Western Union Company COMMON STOCK 959802109 322 15,500 SH 15,500 -- 1 15,500 --
Wet Seal Incorporated COMMON STOCK 961840105 72 16,800 SH 16,800 -- 1 16,800 -- Whirlpool Corporation COMMON STOCK 963320106 435 5,100 SH 5,100 -- 1 5,100 -- WHITING PETE CORP NEW COMMON STOCK 966387102 3,239 44,100 SH 44,100 -- 1 44,100 -- Windstream Corp COMMON STOCK 97381W104 331 25,700 SH 25,700 -- 1 25,700 -- Winn-dixie Stores Inc COMMON STOCK 974280307 176 24,600 SH 24,600 -- 1 24,600 -- WMS Industries Incorporated COMMON STOCK 929297109 205 5,800 SH 5,800 -- 1 5,800 -- World Wrestling Entertainment COMMON STOCK 98156Q108 305 24,300 SH 24,300 -- 1 24,300 -- Wright Medical Group COMMON STOCK 98235T107 298 17,500 SH 17,500 -- 1 17,500 -- Yahoo! Incorporated COMMON STOCK 984332106 1,596 95,700 SH 95,700 -- 1 95,700 -- Zebra Technologies Corporation COMMON STOCK 989207105 341 8,700 SH 8,700 -- 1 8,700 -- ZEP Incorporated COMMON STOCK 98944B108 244 14,000 SH 14,000 -- 1 14,000 -- Zimmer Holdings Inc. COMMON STOCK 98956P102 369 6,100 SH 6,100 -- 1 6,100 -- Zumiez Inc COMMON STOCK 989817101 211 8,000 SH 8,000 -- 1 8,000 -- Grand Total 2,185,114 59,320,147 58,670,551 649,596 58,670,551 649,596