13F-HR 1 efc6-2137_5926461fm13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2006 -------------------- Check here if Amendment |_|; Amendment Number: ------ This Amendment (Check only one.): |_| is a restatement. |_| adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Magnetar Financial LLC Address: 1603 Orrington Avenue 13th Floor Evanston, IL 60201 Form 13F File Number: 028-11800 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 August 14, 2006 --------------------------- ----------------------- --------------- [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: 0 --------------- Form 13F Information Table Entry Total: 400 --------------- Form 13F Information Table Value Total: $5,379,003 --------------- (thousands) -------------------------------------------------------------------------------- CONFIDENTIAL POSITIONS HAVE BEEN OMITTED HEREFROM AND ARE BEING FILED SEPARATELY WITH THE SECURITIES AND EXCHANGE COMMISSION. -------------------------------------------------------------------------------- List of Other Included Managers: Provide a numbered list of name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] None MAGNETAR FINANCIAL LLC FORM 13F QUARTER ENDED JUNE 30, 2006
VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ------------------------ NAME OF ISSUER CLASS TITLE CUSIP (X$1,000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------- ----------- ----- --------- ------- --- ---- ---------- -------- ---- ------ ---- AK STEEL HLDG CORP COM 001547108 20,728 1,498,800 SH CALL SOLE SOLE AASTROM BIOSCIENCES INC COM 0253U107 7,678 5,772,945 SH SOLE SOLE ABRAXAS PETE CORP COM 003830106 2,770 641,276 SH SOLE SOLE ACCESS INT TECH CL A 004329108 4,507 459,454 SH SOLE SOLE ACERGY SA SPON. ADR 00443E104 3,707 242,262 SH SOLE SOLE ACQUICOR TECHNOLOGY INC *W EXP 00489A115 412 840,000 PRN SOLE SOLE 03/15/201 ACQUICOR TECHNOLOGY INC COM 00489A107 2,268 420,000 SH SOLE SOLE ACTIVISION INC NEW COM NEW 004930202 2,276 200,000 SH SOLE SOLE ADMINISTAFF INC COM 007094105 8,033 224,332 SH SOLE SOLE ADVANCED MICRO DEVICES COM 007903107 2,442 100,000 SH SOLE SOLE ADVANCED MICRO DEVICES COM 007903107 24,420 1,000,000 SH CALL SOLE SOLE AEGON NV ORD AMER REG 007924103 35,999 2,105,000 SH SOLE SOLE AETNA INC NEW COM 00817Y108 24,757 620,000 SH SOLE SOLE AETNA INC NEW COM 00817Y108 39,930 1,000,000 SH PUT SOLE SOLE AFC ENTERPRISES INC COM 00104Q107 5,390 422,739 SH SOLE SOLE AFFILIATED COMPUTER SVCS CL A 008190100 51,610 1,000,000 SH CALL SOLE SOLE AFFILIATED MANAGERS GROUP COM 008252108 6,693 77,026 SH SOLE SOLE ALEXION PHARMACEUTICALS COM 015351109 1,611 44,600 SH SOLE SOLE ALLOY INC NEW COM 019855303 5,360 510,980 SH SOLE SOLE ALTERA CORP COM 021441100 4,388 250,000 SH SOLE SOLE ALTRIA GROUP INC COM 02209S103 146,860 2,000,000 SH CALL SOLE SOLE AMCOMP INC COM 02342J101 6,338 601,315 SH SOLE SOLE AMGEN INC COM 031162100 5,088 78,000 SH SOLE SOLE AMICAS INC COM 001712108 6,139 1,900,693 SH SOLE SOLE ANHEUSER BUSCH COS INC COM 035229103 30,176 661,900 SH SOLE SOLE AON CORP COM 037389103 19,562 561,800 SH SOLE SOLE APPLE COMPUTER INC COM 037833100 17,136 300,000 SH SOLE SOLE APPLEBEES INTL INC COM 037899101 15,428 802,730 SH SOLE SOLE APPLIED MATLS INC COM 038222105 3,256 200,000 SH SOLE SOLE ARCH CHEMICALS INC COM 03937R102 1,983 55,002 SH SOLE SOLE ARENA RESOURCES INC COM 040049108 1,503 43,825 SH SOLE SOLE ASCENDIA BRANDS INC COM 043509108 1,507 502,200 SH SOLE SOLE ASHWORTH INC COM 04516H101 4,003 444,732 SH SOLE SOLE ASPEN INSURANCE HOLDINGS SHS G05384105 3,263 140,104 SH SOLE SOLE ATHEROS COMM INC COM 04743P108 5,715 300,000 SH PUT SOLE SOLE ATLAS AIR WORLDWIDE COM NEW 049164205 18,934 386,100 SH SOLE SOLE ATLAS AMER INC COM 049167109 78,617 1,754,452 SH SOLE SOLE AUTOLIV INC COM 052800109 41,085 730,100 SH SOLE SOLE AVIALL INC NEW COM 05366B102 34,690 730,000 SH SOLE SOLE AVISTA CORP COM 05379B107 205 9,000 SH SOLE SOLE BANK OF AMERICA CORP COM 060505104 13,877 288,500 SH SOLE SOLE BANTA CORP COM 066821109 4,719 101,867 SH SOLE SOLE BARRIER THERAPEUTICS INC COM 06850R108 3,529 539,549 SH SOLE SOLE BASIN WTR INC COM 07011T306 5,049 503,854 SH SOLE SOLE BAXTER INTL INC COM 071813109 250 6,800 SH SOLE SOLE BENCHMARK ELECTRS INC COM 08160H101 1,486 61,600 SH SOLE SOLE BIOMET INC COM 090613100 250 8,000 SH S0LE SOLE BOEING CO COM 097023105 491 6,000 SH SOLE SOLE BORDERS GROUP INC COM 099709107 4,338 235,000 SH SOLE SOLE BOSTON SCIENTIFIC CORP COM 101137107 36,127 2,145,300 SH SOLE SOLE BOSTON SCIENTIFIC CORP COM 101137107 8,420 500,000 SH PUT SOLE SOLE BOYD GAMING CORP COM 103304101 1,978 49,000 SH SOLE SOLE BRINKER INTL INC COM 109641100 19,421 535,000 SH SOLE SOLE BROADCOM CORP CL A 111320107 6,010 200,000 SH SOLE SOLE BROADCOM CORP CL A 111320107 3,033 100,000 SH CALL SOLE SOLE CAL MAINE FOODS INC COM NEW 128030202 558 81,184 SH SOLE SOLE CARDINAL HEALTH INC COM 14149Y108 10,421 162,000 SH SOLE SOLE CEC ENTMT INC COM 125137109 32,027 997,100 SH SOLE SOLE CENDANT CORP COM 151313103 326 20,042 SH SOLE SOLE CENTER FINL CORP CALIF COM 15146E102 2,417 102,259 SH SOLE SOLE CENTERPOINT ENERGY INC NT 3.750% 5/1 15189TAM9 2,866 2,500 PRN SOLE SOLE CENTRAL GARDEN & PET CO COM 153527106 6,509 151,193 SH SOLE SOLE CENVEO INC COM 15670S105 11,346 632,067 SH SOLE SOLE CHEMTURA CORP COM 163893100 5,094 545,414 SH SOLE SOLE CHESAPEAKE ENERGY CORP COM 165167107 259 8,570 SH SOLE SOLE CHESAPEAKE ENERGY CORP NT2.750% 11/1 165167BW6 15,370 15,000 PRN SOLE SOLE CHILDRENS PL RETAIL COM 168905107 1,501 25,000 SH SOLE SOLE STORES I CHURCHILL DOWNS INC COM 171484108 4,985 133,112 SH SOLE SOLE CIRCUIT CITY STORE INC COM 172737108 2,449 89,962 SH SOLE SOLE CITIGROUP INC COM 172967101 38,315 794,100 SH SOLE SOLE CLAYTON HLDGS INC COM 18418N107 5,387 412,781 SH SOLE SOLE COCA COLA CO COM 191216100 6,066 141,000 SH SOLE SOLE COGNOS INC COM 19244C109 24,194 850,402 SH SOLE SOLE COGNOS INC COM 19244C109 8,535 300,000 SH CALL SOLE SOLE COGNOS INC COM 19244C109 17,070 600,000 SH PUT SOLE SOLE COINMACH SVC CORP CL A 19259W206 564 55,000 SH SOLE SOLE COLD SPRING CAP INC COM 192865103 4,050 750,000 SH SOLE SOLE COLD SPRING CAP INC *W EXP 192865111 555 1,500,000 PRN SOLE SOLE 11/11/200 COLDWATER CREEK INC COM 193068103 6,031 225,373 SH SOLE SOLE COLUMBIA SPORTSWEAR CO COM 198516106 7,604 168,000 SH SOLE SOLE COMMUNITY HEALTH SYS INC COM 203668108 243 6,600 SH SOLE SOLE COMPASS MINERALS INTL INC COM 20451N101 1,583 63,434 SH SOLE SOLE COMPLETE PRODUCTION SVCS COM 20453E109 10,710 453,046 SH SOLE SOLE COMSTOCK RES INC COM NEW 205768203 7,925 265,401 SH SOLE SOLE CONOCOPHILLIPS COM 20825C104 10,413 158,900 SH SOLE SOLE CONOR MEDSYSTEMS INC COM 208264101 5,559 201,500 SH SOLE SOLE CONSTELLATION ENERGY COM 210371100 13,630 250,000 SH PUT SOLE SOLE CONTINENTAL AIRLS INC CL B 210795308 1,937 65,000 SH SOLE SOLE COPA HLDGS SA CL A P31076105 10,554 465,965 SH SOLE SOLE CREE INC COM 225447101 10,773 453,400 SH SOLE SOLE CREE INC COM 225447101 10,692 250,000 SH CALL SOLE SOLE CREE INC COM 225447101 4,752 200,000 SH CALL SOLE SOLE CRYSTALLEX INTL CORP COM 22942F101 2,090 725,600 SH SOLE SOLE CURTISS WRIGHT CORP COM 231561101 296 9,600 SH SOLE SOLE CYCLACEL PHARM INC COM 23254L108 7,594 1,188,792 SH SOLE SOLE D R HORTON INC COM 23331A109 11,910 500,000 SH CALL SOLE SOLE DADE BEHRING HLDGS INC COM 23342J206 41,640 1,000,000 SH SOLE SOLE DARWIN PRO UNDERWRI COM 237502109 1,462 82,800 SH SOLE SOLE DEALERTRACK HLDGS INC COM 242309102 3,142 142,115 SH SOLE SOLE DELTA FINANCIAL CORP COM 247918105 2,955 300,000 SH SOLE SOLE DISCOVERY PARTNERS INTL COM 254675101 1,663 639,710 SH SOLE SOLE DISNEY WALT CO COM DISNEY 254687106 6,465 215,500 SH SOLE SOLE DRESS BARN INC COM 261570105 682 26,904 SH SOLE SOLE DST SYS INC DEL DBCV3.625% 233326AD9 10,258 8,000 PRN SOLE SOLE 8/1 E ON AG SPON. ADR 268780103 2,302 20,000 SH SOLE SOLE EOG RES INC COM 26875P101 38,137 550,000 SH PUT SOLE SOLE ELECTRONIC ARTS INC COM 285512109 7,532 175,000 SH SOLE SOLE EMBARQ CORP COM 29078E105 17,735 432,660 SH SOLE SOLE E M C CORP MASS COM 268648102 980 89,300 SH SOLE SOLE ENDEAVOR ACQUISITION CORP COM 292577202 4,725 562,500 SH SOLE SOLE ENTMNT TR PPTYS COMSHBENINT 29380T105 263 6,100 SH SOLE SOLE EPCOS AG ADR 29410P107 8,818 625,000 SH SOLE SOLE ERICSSON LM TEL CO ADR BSEK10 294821608 3,340 1,010,000 SH SOLE SOLE EXPRESS SCRIPTS INC COM 302182100 7,174 100,000 SH PUT SOLE SOLE FAIR ISAAC CORP NT 1.500% 8/1 303250AD6 11,107 11,000 PRN SOLE SOLE FALCONSTOR SOFTWARE INC COM 306137100 6,646 953,465 SH SOLE SOLE FEDERATED DEPT STORES COM 31410H101 76,648 2,094,200 SH SOLE SOLE FIRST ADVANTAGE CORP CL A 31845F100 9,422 405,089 SH SOLE SOLE FIRST DATA CORP COM 319963104 38,180 847,700 SH SOLE SOLE FIRST IND REALTY TR COM 32054K103 520 13,700 SH SOLE SOLE FLEXTRONICS INTL LTD ORD Y2573F102 3,186 300,000 SH SOLE SOLE FLOWSERVE CORP COM 34354P105 67,761 1,190,886 SH SOLE SOLE FRESENIUS MED CARE AG&CO SPON. ADR 358029106 21,273 185,000 SH SOLE SOLE GAP INC DEL COM 364760108 18,026 1,036,000 SH SOLE SOLE GARMIN LTD ORD G37260109 5,272 50,000 SH PUT SOLE SOLE GASTAR EXPL LTD COM 367299104 1,693 708,500 SH SOLE SOLE GAYLORD ENTMT CO NEW COM 367905106 1,925 44,100 SH SOLE SOLE GEMPLUS INTL SA ADR 36866Y102 2,159 970,000 SH SOLE SOLE GENWORTH FINL INC COM CL A 37247D106 6,968 200,000 SH SOLE SOLE GENZYME CORP COM 372917104 4,969 81,400 SH SOLE SOLE GILDAN ACTIVEWEAR INC COM 375916103 5,536 117,796 SH SOLE SOLE GILEAD SCIENCES INC COM 375558103 15,914 269,000 SH SOLE SOLE GOODMAN GLOBAL INC COM 38239A100 2,293 151,085 SH SOLE SOLE GREAT WOLF RESORTS INC COM 391523107 1,201 100,000 SH SOLE SOLE GUESS INC COM 401617105 3,616 86,613 SH SOLE SOLE HANA BIOSCIENCES INC COM 40963P105 6,305 695,200 SH SOLE SOLE HARLAND JOHN H. CO COM 412693103 1,775 40,800 SH SOLE SOLE HAWK CORP CL A 420089104 2,267 184,452 SH SOLE SOLE HEALTH GRADES INC COM 42218Q102 7,639 1,697,549 SH SOLE SOLE HEINZ HJ CO COM 423074103 23,289 565,000 SH SOLE SOLE HERCULES TECH GROWTH CAP COM 427096508 1,692 139,854 SH SOLE SOLE HEWLETT PACKARD CO COM 428236103 253 8,000 SH SOLE SOLE HIGHWOODS INC PPTYS COM 431284108 9,045 250,000 SH SOLE SOLE HIMAX TECHNOLOGIES INC SPON. ADR 43289P106 942 164,718 SH SOLE SOLE HOLLY CORP COM PAR $0.01 435758305 2,310 47,928 SH SOLE SOLE HOME DEPOT INC COM 437076102 7,158 200,000 SH SOLE SOLE HORIZON HEALTH CORP COM 44041Y104 10,664 510,750 SH SOLE SOLE HORIZON LINES INC COM 44044K101 11,725 731,900 SH SOLE SOLE HORNBECK OFFSHORE SVCS COM 440543106 3,398 95,662 SH SOLE SOLE HUDSON HIGHLAND GROUP INC COM 443792106 883 81,833 SH SOLE SOLE HYTHIAM INC COM 44919F104 5,437 780,061 SH SOLE SOLE INGRAM MICRO INC CL A 457153104 2,720 150,000 SH SOLE SOLE INTERSIL CORP CL A 46069S109 4,874 209,643 SH SOLE SOLE INTRALASE CORP COM 461169104 11,103 663,263 SH SOLE SOLE IPC HLDGS LTD ORD G4933P101 5,776 234,225 SH SOLE SOLE ISHARES TR NASDQ BIO 464287556 72,700 1,000,000 SH PUT SOLE SOLE INDX ISHARES TR RUSSELL 2000 464287655 372,996 5,200,000 SH PUT SOLE SOLE ISHARES TR RUSSL 2000 464287648 69,920 950,000 SH PUT SOLE SOLE GROW JARDEN CORP COM 471109108 6,251 205,302 SH SOLE SOLE JDA SOFTWARE GROUP INC COM 46612K108 4,470 318,600 SH SOLE SOLE JOHNSON & JOHNSON COM 478160104 743 12,400 SH SOLE SOLE JONES SODA CO COM 48023P106 2,610 300,600 SH SOLE SOLE JOS A BANK CLOTHIERS INC COM 480838101 13,077 545,800 SH SOLE SOLE JOS A BANK CLOTHIERS INC COM 480838101 4,792 200,000 SH CALL SOLE SOLE KAMAN CORP COM 483548103 3,210 176,385 SH SOLE SOLE KANBAY INTL INC COM 48369P207 6,171 424,401 SH SOLE SOLE KB HOME COM 48666K109 11,463 250,000 SH CALL SOLE SOLE KCS ENERGY INC COM 482434206 427 14,361 SH SOLE SOLE KEMET CORP COM 488360108 2,057 223,109 SH SOLE SOLE KERR MCGEE CORP COM 492386107 173,375 2,500,000 SH SOLE SOLE KERR MCGEE CORP COM 492386107 6,935 100,000 SH PUT SOLE SOLE KERYX BIOPHARMACEUTICALS COM 492515101 6,147 432,917 SH SOLE SOLE KIMBALL INTL INC CL B 494274103 4,382 222,301 SH SOLE SOLE KINTERA INC COM 49720P506 4,192 2,149,837 SH SOLE SOLE KLA-TENCOR CORP COM 482480100 4,157 100,000 SH SOLE SOLE LABOR READY INC COM NEW 505401208 6,645 293,361 SH SOLE SOLE LAIDLAW INTL INC COM 50730R102 16,753 664,800 SH SOLE SOLE LAUREATE EDUCATION INC COM 518613104 1,788 41,944 SH SOLE SOLE LAS VEGAS SANDS CORP COM COM 517834107 7,786 100,000 SH PUT SOLE SOLE LENOX GROUP INC COM 526262100 1,731 244,200 SH SOLE SOLE LINEAR TECHNOLOGY CORP COM 535678106 1,715 51,212 SH SOLE SOLE LIONBRIDGE TECHNOLOGIES COM 536252109 4,110 743,179 SH SOLE SOLE LIONS GATE ENTMNT CORP COM NEW 535919203 2,838 331,940 SH SOLE SOLE LIONS GATE ENTMNT CORP COM NEW 535919203 855 100,000 SH CALL SOLE SOLE LOGITECH INTERNATIONAL SA SPON. ADR 541419107 3,194 82,300 SH SOLE SOLE LONGVIEW FIBRE CO COM 543213102 220 11,500 SH SOLE SOLE LSB INDS INC COM 502160104 774 93,700 SH SOLE SOLE LUNA INNOVATIONS COM 550351100 1,491 248,440 SH SOLE SOLE MANNKIND CORP COM 56400P201 1,747 82,000 SH SOLE SOLE MARINEMAX INC COM 567908108 4,039 154,000 SH SOLE SOLE MARLIN BUSINESS SVCS CORP COM 571157106 4,091 181,319 SH SOLE SOLE MARVELL TECH GRP LTD. ORD G5876H105 19,949 450,000 SH SOLE SOLE MARVELL TECH GRP LTD. ORD G5876H105 8,866 200,000 SH CALL SOLE SOLE MATERIAL SCIENCES CORP COM 576674105 1,314 145,500 SH SOLE SOLE MATRIA HEALTHCARE INC COM NEW 576817209 16,062 749,854 SH SOLE SOLE MATRIX BANCORP INC COM 576819106 9,050 386,728 SH SOLE SOLE MATTEL INC COM 577081102 12,721 770,480 SH SOLE SOLE MAXIM INTEGRATED COM 57772K101 3,211 100,000 SH SOLE SOLE MEDCO HEALTH SOLUTIONS COM 58405U102 8,380 146,300 SH SOLE SOLE MEDICINES CO COM 584688105 7,780 397,946 SH SOLE SOLE MEDIMMUNE INC COM 584699102 9,948 367,100 SH SOLE SOLE MEDTOX SCIENTIFIC INC COM NEW 584977201 1,911 205,501 SH SOLE SOLE MEDTRONIC INC COM 585055106 5,687 121,200 SH SOLE SOLE MENTOR CORP MINN COM 587188103 8,178 188,000 SH SOLE SOLE METABASIS THERAPEUTICS COM 59101M105 3,816 500,117 SH SOLE SOLE METTLER TOLEDO INTL COM 592688105 1,776 29,315 SH SOLE SOLE MGI PHARMA INC COM 552880106 4,305 200,213 SH SOLE SOLE MICROSEMI CORP COM 595137100 9,789 401,537 SH SOLE SOLE MICROSOFT CORP COM 594918104 36,539 1,568,200 SH SOLE SOLE MIDAS GRP INC COM 595626102 2,102 114,220 SH SOLE SOLE MITTAL STEEL NYREG SH CLA 60684P101 42,435 1,390,845 SH SOLE SOLE MITTAL STEEL CO NV NYREGSHCLA 60684P101 74,554 2,443,645 SH CALL SOLE SOLE MITTAL STEEL CO NV NYREGSHCLA 60684P101 15,255 500,000 SH PUT SOLE SOLE MOLDFLOW CORP COM 608507109 1,910 163,072 SH SOLE SOLE MOTOROLA INC COM 620076109 5,038 250,000 SH SOLE SOLE MRV COMMUNICATIONS COM 553477100 5,362 1,724,052 SH SOLE SOLE MYOGEN INC COM 62856E104 1,618 55,800 SH SOLE SOLE NABORS INDS LTD SHS G6359F103 16,895 500,000 SH PUT SOLE SOLE NATIONAL FINL PR CORP COM 63607P208 6,784 153,108 SH SOLE SOLE NATIONAL RETAIL PRPRTS COM 637417106 343 17,200 SH SOLE SOLE NAUTILUS INC COM 63910B102 28,137 1,791,029 SH SOLE SOLE NAVIGATORS GRP INC COM 638904102 280 6,392 SH SOLE SOLE NAVTEQ CORP COM 63936L100 6,340 141,900 SH SOLE SOLE NCI BUILDING SYS INC COM 628852105 5,906 111,083 SH SOLE SOLE NEXTEST SYS CORP COM 653339101 3,753 231,493 SH SOLE SOLE NEXITY FINL CORP COM NEW 65333R200 17,266 297,190 SH SOLE SOLE NOVAMED INC DEL COM 66986W108 4,493 665,675 SH SOLE SOLE NOVARTIS AG SPON. ADR 66987V109 14,865 274,667 SH SOLE SOLE NRG ENERGY INC COM NEW 629377508 24,379 506,000 SH SOLE SOLE NRG ENERGY INC COM NEW 629377508 72,270 1,500,000 SH CALL SOLE SOLE NRG ENERGY INC COM NEW 629377508 361 7,500 SH CALL SOLE SOLE NTELOS HLDGS CORP COM 67020Q107 7,649 529,331 SH SOLE SOLE NTL INC NEW COM 62941W101 39,035 1,340,932 SH SOLE SOLE NUANCE COMMUNICATIONS COM 67020Y100 6,648 660,862 SH SOLE SOLE NVIDIA CORP COM 67066G104 7,452 350,000 SH SOLE SOLE OFFICE DEPOT INC COM 676220106 855 22,500 SH SOLE SOLE OHIO CAS CORP COM 677240103 3,982 133,927 SH SOLE SOLE OIL STS INTL INC COM 678026105 2,356 68,728 SH SOLE SOLE OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 106,469 712,500 SH SOLE SOLE OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 22,413 150,000 SH CALL SOLE SOLE OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 52,297 350,000 SH PUT SOLE SOLE ON ASSGNMENT INC COM 682159108 3,825 416,237 SH SOLE SOLE ONYX PHARM INC COM 683399109 11,216 666,400 SH SOLE SOLE ONYX PHARM INC COM 683399109 10,098 600,000 SH PUT SOLE SOLE OPEN SOLUTIONS INC COM 68371P102 9,301 349,540 SH SOLE SOLE OPTIMAL GRP INC CL A NEW 68388R208 20,045 1,483,720 SH SOLE SOLE OPTION CARE INC COM 683948103 12,406 1,035,569 SH SOLE SOLE OREGON STL MLS INC COM 686079104 512 10,100 SH SOLE SOLE ORTHOVITA INC COM 68750U102 16,646 3,944,652 SH SOLE SOLE PALM INC NEW COM 696643105 4,025 250,000 SH SOLE SOLE PANACOS PHARMA INC COM 69811Q106 4,526 820,000 SH SOLE SOLE PANTRY INC NEW COM 698657103 265 4,600 SH SOLE SOLE PARALLEL PETE CORP DEL COM 699157103 3,723 150,650 SH SOLE SOLE PARK-OHIO HLDGS CORP COM 700666100 2,667 154,430 SH SOLE SOLE PATTERSON-UTI ENRGY INC COM 703481101 2,732 96,509 SH SOLE SOLE PAXAR CORP COM 704227107 1,685 81,900 SH SOLE SOLE PDL BIOPHARMA INC COM 69329Y104 2,647 143,800 SH SOLE SOLE PENN VA CORP COM 707882106 73,528 1,052,200 SH SOLE SOLE PEP BOYS MANNY MOE & JACK COM 713278109 15,554 1,326,000 SH SOLE SOLE PETROHAWK ENRGY CORP COM 716495106 894 70,936 SH SOLE SOLE PHELPS DODGE CORP COM 717265102 8,216 100,000 SH CALL SOLE SOLE PHELPS DODGE CORP COM 717265102 82,160 1,000,000 SH PUT SOLE SOLE PHILADELPHIA CONS HLDG COM 717528103 3,655 120,383 SH SOLE SOLE PICO HLDGS INC COM NEW 693366205 15,056 466,853 SH SOLE SOLE PIER 1 IMPORTS INC COM 720279108 6,916 990,800 SH SOLE SOLE PIONEER COS INC COM NEW 723643300 5,257 192,711 SH SOLE SOLE PLAINS EXPL & PRODTN CO. COM 726505100 3,158 77,900 SH SOLE SOLE PLATINUM UNDRWRTERS COM G7127P100 3,413 121,966 SH SOLE SOLE PLAYBOY ENTRPRSES INC CL B 728117300 10,748 1,076,925 SH SOLE SOLE PLAYTEX PRODS INC COM 72813P100 16,501 1,582,060 SH SOLE SOLE PORTLAND GEN ELEC CO COM NEW 736508847 624 25,000 SH SOLE SOLE POWER-ONE INC COM 739308104 7,800 1,212,074 SH SOLE SOLE PREFERRED BK LA CA COM 740367107 2,269 42,320 SH SOLE SOLE PRESTIGE BRANDS HLDS INC COM 74112D101 1,523 152,800 SH SOLE SOLE PRIDE INTL INC DEL COM 74153Q102 5,489 175,768 SH SOLE SOLE PROCTOR & GAMBLE CO COM 742718109 11,120 200,000 SH PUT SOLE SOLE QLOGIC CORP COM 747277101 7,758 450,000 SH SOLE SOLE QUALCOMM INC COM 747525103 16,028 400,000 SH SOLE SOLE QUALCOMM INC COM 747525103 8,014 200,000 SH CALL SOLE SOLE QUALITY DISTR INC FLA COM 74756M102 1,693 127,454 SH SOLE SOLE QUEST RESOURCE CORP COM NEW 748349305 5,259 346,300 SH SOLE SOLE QUICKSILVER RESOURCES INC COM 74837R104 5,170 140,454 SH SOLE SOLE R H DONNELLEY CORP COM NEW 74955W307 27,316 505,200 SH SOLE SOLE RACKABLE SYS INC COM 750077109 5,708 144,547 SH SOLE SOLE RAM ENRGY RESOURCES INC *WEXP 75130P117 401 246,000 SH SOLE SOLE 99/99/999 RAM HLDGS LTD SHS G7368R104 4,668 371,363 SH SOLE SOLE RC2 CORP COM 749388104 5,797 149,960 SH SOLE SOLE READER'S DIGEST ASSN INC COM 755267101 1,702 121,900 SH SOLE SOLE RED HAT INC COM 756577102 503 21,500 SH SOLE SOLE REDWOOD TR INC COM 758075402 464 9,500 SH SOLE SOLE RENVOIS INC COM 759885106 3,828 250,000 SH SOLE SOLE RESTORATION HARDWRE COM 760981100 8,719 1,214,322 SH SOLE SOLE RESTORE MDICAL INC COM 76128C100 5,193 674,475 SH SOLE SOLE RITE AID CORP COM 767754104 36,932 8,710,340 SH SOLE SOLE RITE AID CORP COM 767754104 56,392 13,300,000 SH CALL SOLE SOLE RLI CORP COM 749607107 4,431 91,964 SH SOLE SOLE ROCKY BRANDS INC COM 774515100 2,764 130,085 SH SOLE SOLE ROGERS COMMUNICATIONS CL B 775109200 49,247 1,224,200 SH SOLE SOLE RUBIO'S RESTAURANTS COM 78116B102 2,746 323,019 SH SOLE SOLE RUDOLPH TECHNOLOGIES COM 781270103 1,767 121,877 SH SOLE SOLE RUSSELL CORP COM 782352108 9,080 500,000 SH SOLE SOLE SANDISK CORP NOTE 1.000% 80004CAC5 13,373 15,000 SH SOLE SOLE 5/1 SANTARUS INC COM 802817304 9,231 1,388,101 SH SOLE SOLE SAP AG SPON. ADR 803054204 5,273 25,000 SH SOLE SOLE SARA LEE CORP COM 803111103 1,725 107,700 SH SOLE SOLE SCHOOL SPECIALTY INC COM 807863105 31,820 999,043 SH SOLE SOLE SEABRIGHT INSURANCE COM 811656107 4,403 273,331 SH SOLE SOLE SEAGATE TECHNOLOGY SHS G7945J104 4,528 200,000 SH SOLE SOLE SELECT SECTOR SPDR TR SBI-INT 81369Y506 28,375 500,000 SH SOLE SOLE ENERGY SELECTIVE INS GRP INC COM 816300107 335 6,000 SH SOLE SOLE SEPRACOR INC COM 817315104 2,531 44,300 SH SOLE SOLE SERVICES ACQUISITION CORP COM 817628100 2,777 280,500 SH SOLE SOLE SILICON LABS INC COM 826919102 27,717 788,533 SH SOLE SOLE SILICON LABS INC COM 826919102 10,545 300,000 SH CALL SOLE SOLE SILICON LABS INC COM 826919102 10,545 300,000 SH PUT SOLE SOLE SIRVA INC COM 82967Y104 832 128,555 SH SOLE SOLE SIX FLAGS INC COM 83001P109 18,132 3,226,400 SH SOLE SOLE SIX FLAGS INC COM 83001P109 12,512 2,226,300 SH CALL SOLE SOLE SIX FLAGS INC COM 83001P109 6,744 1,200,000 SH PUT SOLE SOLE SONIC AUTO INC CL A 83545G102 1,166 52,551 SH SOLE SOLE SOURCE INTERLINK COS INC COM NEW 836151209 1,026 86,200 SH SOLE SOLE SPARTAN MTRS INC COM 846819100 1,334 86,768 SH SOLE SOLE SPECIALTY UNDERWRITERS COM 84751T309 664 99,417 SH SOLE SOLE SPECTRUM BRANDS INC COM 84762L105 8,286 641,300 SH SOLE SOLE SPRINT NEXTEL CORP COMFON 852061100 64,082 3,205,700 SH SOLE SOLE SPRINT NEXTEL CORP COMFON 852061100 49,975 2,500,000 SH PUT SOLE SOLE STAPLES INC COM 855030102 1,459 60,000 SH SOLE SOLE STERIS CORP COM 859152100 203 8,900 SH SOLE SOLE SUN MCROSYSTEMS INC COM 866810104 8,300 2,000,000 SH SOLE SOLE SUN MCROSYSTEMS INC COM 866810104 4,150 ,000,000 SH CALL SOLE SOLE SUNAIR SRVICES CORP COM 867017105 2,091 495,529 SH SOLE SOLE SUNTERRA CORP COM NEW 86787D208 7,985 779,800 SH SOLE SOLE TD AMERITRADE HLDG COM 87236Y108 14,810 1,000,000 SH CALL SOLE SOLE TEKTRONIX INC COM 879131100 5,345 181,674 SH SOLE SOLE TEKTRONIX INC COM 879131100 4,413 150,000 SH PUT SOLE SOLE TELEKOM AUSTRIA AG SPON. ADR 87943Q109 13,139 590,000 SH SOLE SOLE TELENOR ASA SPON. ADR 87944W105 9,875 816,500 SH SOLE SOLE TELUS CORP NON-VTG SHS 87971M202 44,477 1,102,200 SH SOLE SOLE TELVENT GIT SA SHS E90215109 1,426 112,398 SH SOLE SOLE TENNANT CO COM 880345103 1,903 37,845 SH SOLE SOLE TEXAS CAP BANCSHARES COM 88224Q107 3,726 159,908 SH SOLE SOLE TEXAS INSTRS INC COM 882508104 9,102 300,500 SH SOLE SOLE THERMOGENESIS CORP COM NEW 883623209 2,067 501,793 SH SOLE SOLE THINK PARTNERSHIP INC COM 88409N101 305 175,200 SH SOLE SOLE TIME WARNER TELE CV BOND DBCV 2.375% 887319AC5 7,766 7,500 SH SOLE SOLE 4/0 TJX COS INC NEW COM 872540109 4,046 177,000 SH SOLE SOLE TLC VISION CORP COM 872549100 4,605 1,005,546 SH SOLE SOLE TNT NV SPON. ADR 87260W101 12,232 341,786 SH SOLE SOLE TOLL BROTHERS INC COM 889478103 25,570 1,000,000 SH CALL SOLE SOLE TOPPS CO INC COM 890786106 352 42,863 SH SOLE SOLE TOWER GRP INC COM 891777104 203 6,700 SH SOLE SOLE TOWN SPORTS INTL HLDGS COM 89214A102 23,189 1,900,741 SH SOLE SOLE TRACTOR SUPPLY CO COM 892356106 5,527 100,000 SH CALL SOLE SOLE TRANSDIGM GRP INC COM 893641100 1,205 50,300 SH SOLE SOLE TRONOX INC CL A 897051108 3,245 250,000 SH SOLE SOLE TRONOX INC COM CL B 897051207 22,851 1,735,100 SH SOLE SOLE TRX INC COM 898452107 982 109,042 SH SOLE SOLE TUPPERWARE BRANDS COM 899896104 9,341 474,400 SH SOLE SOLE TURBOCHEF TECH INC COM NEW 900006206 294 26,465 SH SOLE SOLE UAP HLDG CORP COM 903441103 5,652 259,128 SH SOLE SOLE ULTIMATE SOFTWARE GRP COM 90385D107 8,365 436,584 SH SOLE SOLE ULTRA CLEAN HLDGS COM 90385V107 7,989 912,975 SH SOLE SOLE UNITED PANAM FINNCL CP COM 911301109 6,956 228,815 SH SOLE SOLE UNIVERSAL AMERN FIN CORP COM 913377107 3,680 279,815 SH SOLE SOLE UNITEDHEALTH GRP INC COM 91324P102 42,899 958,000 SH SOLE SOLE UNITEDHEALTH GRP INC COM 91324P102 44,780 1,000,000 SH PUT SOLE SOLE UNIVERSAL COMPRSSION COM 913431102 154,327 2,450,805 SH SOLE SOLE UNIVISION COMM INC CL A 914906102 33,500 1,000,000 SH SOLE SOLE URS CORP NEW COM 903236107 4,398 104,710 SH SOLE SOLE USI HLDGS CORP COM 90333H101 2,735 203,930 SH SOLE SOLE VALERO ENRGY CORP NEW COM 91913Y100 43,571 655,000 SH SOLE SOLE VALERO ENRGY CORP NEW COM 91913Y100 66,520 1,000,000 SH PUT SOLE SOLE VALUECLICK INC COM 92046N102 10,420 678,829 SH SOLE SOLE VALUECLICK INC COM 92046N102 3,070 200,000 SH CALL SOLE SOLE VALUEVISION MEDIA INC CL A 92047K107 8,193 742,775 SH SOLE SOLE VERTEX PHARMA INC COM 92532F100 1,479 40,300 SH SOLE SOLE VISTAPRINT LTD SHS G93762204 8,955 334,889 SH SOLE SOLE VOCUS INC COM 92858J108 4,584 321,693 SH SOLE SOLE VOLCANO CORP COM 928645100 5,241 579,100 SH SOLE SOLE WAL-MART STORES INC COM 931142103 12,645 262,500 SH SOLE SOLE WAL-MART STORES INC COM 931142103 12,043 250,000 SH PUT SOLE SOLE WALTER INDS INC COM 93317Q105 69,924 1,212,902 SH SOLE SOLE WATTS WATER TECH INC CL A 942749102 6,003 178,929 SH SOLE SOLE WEB.COM INC COM NEW 94732Q100 324 54,242 SH SOLE SOLE WEBSIDESTORY INC COM 947685103 5,555 455,351 SH SOLE SOLE WEBSITE PROS INC COM 94769V105 2,009 195,235 SH SOLE SOLE WELLPOINT INC COM 94973V107 56,389 774,900 SH SOLE SOLE WELLPOINT INC COM 94973V107 72,770 1,000,000 SH PUT SOLE SOLE WEST MARINE INC COM 954235107 5,139 381,214 SH SOLE SOLE WESTERN GAS RES INC COM 958259103 94,600 1,580,612 SH SOLE SOLE WESTERN REF INC COM 959319104 5,245 243,034 SH SOLE SOLE WEYCO GRP INC COM 962149100 1,730 74,486 SH SOLE SOLE WILLIAMS-SONOMA INC COM 969904101 4,610 135,380 SH SOLE SOLE WINTRUST FINL CORP COM 97650W108 13,049 256,614 SH SOLE SOLE WORKSTREAM INC COM 981402100 5,052 3,413,773 SH SOLE SOLE WORLD FUEL SVCS CORP COM 981475106 994 21,756 SH SOLE SOLE XILINX INC COM 983919101 5,663 250,000 SH SOLE SOLE XM SATELLITE RADIO CL A 983759101 2,930 200,000 SH SOLE SOLE XYRATEX LTD COM G98268108 1,323 50,000 SH PUT SOLE SOLE ZIMMER HLDGS INC COM 98956P102 465 8,200 SH SOLE SOLE