-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, D7H6dMYbgf9xd96uPu/HiGln4PbpCIQJLIAOiVWd2AOjPqjWGtlG6A24pXU6dDH7 lHJKMLb/w1uIQOA9kzDYhw== 0000950123-10-012590.txt : 20100216 0000950123-10-012590.hdr.sgml : 20100215 20100216060145 ACCESSION NUMBER: 0000950123-10-012590 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100216 DATE AS OF CHANGE: 20100216 EFFECTIVENESS DATE: 20100216 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Magnetar Financial LLC CENTRAL INDEX KEY: 0001352851 IRS NUMBER: 043818748 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11800 FILM NUMBER: 10602124 BUSINESS ADDRESS: STREET 1: 1603 ORRINGTON AVE. STREET 2: 13TH FLOOR CITY: EVANSTON STATE: IL ZIP: 60201 BUSINESS PHONE: (847)905-4400 MAIL ADDRESS: STREET 1: 1603 ORRINGTON AVE. STREET 2: 13TH FLOOR CITY: EVANSTON STATE: IL ZIP: 60201 13F-HR 1 c96214e13fvhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2009 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 February 16, 2010 - ------------------------------------- -------------------- ----------------- [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: 611 Form 13F Information Table Value Total: $763,732 (thousands) List of Other Included Managers: NONE 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 - ------------------------------ --------------- --------- -------- ------------------- ---------- -------- --------- ------- ----- * A D C TELECOMMUNICATIONS COM NEW 000886309 1,198 192,848 SH 192,848 * AGCO CORP COM 001084102 825 25,519 SH 25,519 * AT&T INC COM 00206R102 566 20,200 SH 20,200 * ATMI INC COM 00207R101 375 20,138 SH 20,138 * ABAXIS INC COM 002567105 468 18,309 SH 18,309 * ABERCROMBIE & FITCH CO CL A 002896207 354 10,152 SH 10,152 * ACTIVISION BLIZZARD INC COM 00507V109 898 80,819 SH 80,819 * ACTUANT CORP CL A NEW 00508X203 1,990 107,411 SH 107,411 * ADOBE SYS INC COM 00724F101 1,195 32,498 SH 32,498 * ADTRAN INC COM 00738A106 369 16,357 SH 16,357 * ADVANCE AUTO PARTS INC COM 00751Y106 902 22,283 SH 22,283 * ADVANTAGE OIL & GAS LTD COM 00765F101 331 50,560 SH 50,560 * AFFILIATED MANAGERS GROUP COM 008252108 1,020 15,146 SH 15,146 * AFFYMETRIX INC COM 00826T108 1,160 198,676 SH 198,676 * AIR PRODS & CHEMS INC COM 009158106 624 7,693 SH 7,693 * AIRGAS INC COM 009363102 209 4,400 SH 4,400 * AKAMAI TECHNOLOGIES INC COM 00971T101 689 27,200 SH 27,200 * ALCOA INC COM 013817101 8,353 518,203 SH 518,203 * ALCOA INC COM 013817101 5,158 320,000 SH CALL 320,000 * ALCOA INC COM 013817101 8,060 500,000 SH PUT 500,000 * ALLEGIANT TRAVEL CO COM 01748X102 357 7,558 SH 7,558 * ALLIANCE DATA SYSTEMS CORP COM 018581108 336 5,197 SH 5,197 * ALLSTATE CORP COM 020002101 1,293 43,030 SH 43,030 * ALMOST FAMILY INC COM 020409108 376 9,520 SH 9,520 * ALTERA CORP COM 021441100 613 27,094 SH 27,094 * AMEDISYS INC COM 023436108 1,517 31,237 SH 31,237 * AMERICAN CAMPUS CMNTYS INC COM 024835100 1,320 46,979 SH 46,979
* AMERICAN ELEC PWR INC COM 025537101 667 19,182 SH 19,182 * AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,510 88,943 SH 88,943 * AMERICAN GREETINGS CORP CL A 026375105 1,346 61,756 SH 61,756 * AMERICAN INTL GROUP INC COM NEW 026874784 326 10,864 SH 10,864 * AMERICAN ORIENTAL BIOENGR IN COM 028731107 404 86,958 SH 86,958 * AMERICAN SUPERCONDUCTOR CORP COM 030111108 1,032 25,224 SH 25,224 * AMERIGROUP CORP COM 03073T102 421 15,599 SH 15,599 * AMKOR TECHNOLOGY INC COM 031652100 318 44,400 SH 44,400 * ANADARKO PETE CORP COM 032511107 1,059 16,959 SH 16,959 * ANALOG DEVICES INC COM 032654105 357 11,300 SH 11,300 * ANNALY CAP MGMT INC COM 035710409 305 17,566 SH 17,566 * ANNTAYLOR STORES CORP COM 036115103 204 14,945 SH 14,945 * ANWORTH MORTGAGE ASSET CP COM 037347101 1,116 159,486 SH 159,486 * AON CORP COM 037389103 328 8,560 SH 8,560 * APACHE CORP COM 037411105 206 1,993 SH 1,993 * APARTMENT INVT & MGMT CO CL A 03748R101 389 24,456 SH 24,456 * APOLLO INVT CORP COM 03761U106 370 38,856 SH 38,856 * APPLE INC COM 037833100 399 1,890 SH 1,890 * APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 75 10,100 SH 10,100 * ARCH COAL INC COM 039380100 1,539 69,171 SH 69,171 * ARKANSAS BEST CORP DEL COM 040790107 355 12,064 SH 12,064 * ARRIS GROUP INC COM 04269Q100 257 22,448 SH 22,448 * ARVINMERITOR INC COM 043353101 996 89,046 SH 89,046 * ASSURANT INC COM 04621X108 325 11,014 SH 11,014 * ATHEROS COMMUNICATIONS INC COM 04743P108 1,282 37,427 SH 37,427 * AUTOLIV INC COM 052800109 670 15,463 SH 15,463 * AUTOMATIC DATA PROCESSING IN COM 053015103 915 21,358 SH 21,358 * AUXILIUM PHARMACEUTICALS INC COM 05334D107 1,629 54,350 SH 54,350
* AVERY DENNISON CORP COM 053611109 625 17,130 SH 17,130 * BB&T CORP COM 054937107 525 20,677 SH 20,677 * BJS WHOLESALE CLUB INC COM 05548J106 442 13,500 SH 13,500 * BOK FINL CORP COM NEW 05561Q201 329 6,920 SH 6,920 * BPZ RESOURCES INC COM 055639108 275 28,918 SH 28,918 * BAIDU INC SPON ADR REP A 056752108 239 581 SH 581 * BAKER HUGHES INC COM 057224107 449 11,100 SH 11,100 * BALL CORP COM 058498106 279 5,400 SH 5,400 * BALLY TECHNOLOGIES INC COM 05874B107 454 11,000 SH 11,000 * BANCORPSOUTH INC COM 059692103 376 16,036 SH 16,036 BANK OF AMERICA CORPORATION UNIT 99/99/9999 060505419 21,709 1,455,000 SH 1,455,000 * BANK HAWAII CORP COM 062540109 593 12,609 SH 12,609 * BARD C R INC COM 067383109 697 8,951 SH 8,951 * BARE ESCENTUALS INC COM 067511105 838 68,560 SH 68,560 * BE AEROSPACE INC COM 073302101 853 36,318 SH 36,318 * BECKMAN COULTER INC COM 075811109 1,322 20,199 SH 20,199 * BED BATH & BEYOND INC COM 075896100 1,178 30,506 SH 30,506 * BELDEN INC COM 077454106 324 14,800 SH 14,800 * BENCHMARK ELECTRS INC COM 08160H101 410 21,700 SH 21,700 * BERRY PETE CO CL A 085789105 266 9,113 SH 9,113 * BEST BUY INC COM 086516101 2,008 50,881 SH 50,881 * BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 533 13,604 SH 13,604 * BIOMED REALTY TRUST INC COM 09063H107 1,035 65,572 SH 65,572 * BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 1,315 43,773 SH 43,773 * BOSTON PROPERTIES INC COM 101121101 298 4,445 SH 4,445 * BOSTON SCIENTIFIC CORP COM 101137107 688 76,436 SH 76,436 * BOYD GAMING CORP COM 103304101 357 42,693 SH 42,693 * BRANDYWINE RLTY TR SH BEN INT NEW 105368203 825 72,337 SH 72,337 * BRIGGS & STRATTON CORP COM 109043109 448 23,943 SH 23,943
* BRIGHTPOINT INC COM NEW 109473405 213 29,039 SH 29,039 * BROADCOM CORP CL A 111320107 1,553 49,395 SH 49,395 * BROADPOINT GLEACHER SECS GRO COM 11134A103 854 191,582 SH 191,582 * BRUKER CORP COM 116794108 260 21,592 SH 21,592 BUCKEYE GP HOLDINGS LP COM UNITS LP 118167105 484 16,896 SH 16,896 * BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 803 14,745 SH 14,745 * BUCYRUS INTL INC NEW COM 118759109 840 14,909 SH 14,909 * CBS CORP NEW CL B 124857202 602 42,825 SH 42,825 * C H ROBINSON WORLDWIDE INC COM NEW 12541W209 358 6,100 SH 6,100 * CKE RESTAURANTS INC COM 12561E105 133 15,700 SH 15,700 * CA INC COM 12673P105 973 43,300 SH 43,300 * CABELAS INC COM 126804301 847 59,378 SH 59,378 * CABOT OIL & GAS CORP COM 127097103 445 10,200 SH 10,200 * CADBURY PLC SPONS ADR 12721E102 4,748 92,394 SH 92,394 * CALIFORNIA PIZZA KITCHEN INC COM 13054D109 2,466 183,343 SH 183,343 * CALLAWAY GOLF CO COM 131193104 134 17,800 SH 17,800 * CANADIAN NATL RY CO COM 136375102 984 18,100 SH 18,100 * CANADIAN SOLAR INC COM 136635109 332 11,518 SH 11,518 * CANON INC ADR 138006309 292 6,905 SH 6,905 * CAPITAL ONE FINL CORP COM 14040H105 387 10,085 SH 10,085 * CARDINAL HEALTH INC COM 14149Y108 1,452 45,040 SH 45,040 * CARMAX INC COM 143130102 280 11,546 SH 11,546 * CARRIZO OIL & CO INC COM 144577103 330 12,471 SH 12,471 * CATALYST HEALTH SOLUTIONS IN COM 14888B103 1,999 54,802 SH 54,802 * CATERPILLAR INC DEL COM 149123101 484 8,500 SH 8,500 * CBEYOND INC COM 149847105 2,292 145,504 SH 145,504 * CELESTICA INC SUB VTG SHS 15101Q108 192 20,263 SH 20,263 * CENTRAL EUROPEAN DIST CORP COM 153435102 2,841 100,000 SH 100,000 * CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 394 39,657 SH 39,657
* CENTURY ALUM CO COM 156431108 505 31,168 SH 31,168 * CENTURYTEL INC COM 156700106 391 10,800 SH 10,800 CEPHALON INC NOTE 2.500% 5/0 156708AR0 10,098 9,070,000 PRN NONE * CENVEO INC COM 15670S105 103 11,795 SH 11,795 * CERNER CORP COM 156782104 375 4,548 SH 4,548 CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 6,536 7,500,000 PRN NONE * CHESAPEAKE ENERGY CORP COM 165167107 507 19,580 SH 19,580 * CHEVRON CORP NEW COM 166764100 301 3,907 SH 3,907 * CHICOS FAS INC COM 168615102 452 32,181 SH 32,181 * CHINA SEC & SURVE TECH INC COM 16942J105 388 50,761 SH 50,761 * CHIQUITA BRANDS INTL INC COM 170032809 404 22,405 SH 22,405 * CHURCH & DWIGHT INC COM 171340102 1,508 24,942 SH 24,942 * CIENA CORP COM NEW 171779309 359 33,100 SH 33,100 * CINEMARK HOLDINGS INC COM 17243V102 299 20,807 SH 20,807 * CISCO SYS INC COM 17275R102 479 20,000 SH 20,000 * CITRIX SYS INC COM 177376100 564 13,560 SH 13,560 * CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 590 56,809 SH 56,809 * CLEARWIRE CORP NEW CL A 18538Q105 456 67,458 SH 67,458 * CLOROX CO DEL COM 189054109 440 7,208 SH 7,208 * COACH INC COM 189754104 209 5,725 SH 5,725 * COGENT INC COM 19239Y108 1,313 126,380 SH 126,380 * COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 411 9,068 SH 9,068 * COLDWATER CREEK INC COM 193068103 877 196,616 SH 196,616 * COLLECTIVE BRANDS INC COM 19421W100 3,446 151,346 SH 151,346 * COLUMBIA BKG SYS INC COM 197236102 365 22,569 SH 22,569 * COMCAST CORP NEW CL A 20030N101 710 42,100 SH 42,100 * COMMSCOPE INC COM 203372107 414 15,601 SH 15,601 * COMPUTER PROGRAMS & SYS INC COM 205306103 429 9,310 SH 9,310 * COMPUTER SCIENCES CORP COM 205363104 1,087 18,900 SH 18,900
* COMPUWARE CORP COM 205638109 449 62,100 SH 62,100 * COMSTOCK RES INC COM NEW 205768203 284 6,990 SH 6,990 * COMTECH TELECOMMUNICATIONS C COM NEW 205826209 455 12,969 SH 12,969 * CONAGRA FOODS INC COM 205887102 896 38,888 SH 38,888 * CON-WAY INC COM 205944101 351 10,066 SH 10,066 * CONCEPTUS INC COM 206016107 391 20,862 SH 20,862 * CONCUR TECHNOLOGIES INC COM 206708109 381 8,902 SH 8,902 * CONSTANT CONTACT INC COM 210313102 844 52,740 SH 52,740 * CONSTELLATION BRANDS INC CL A 21036P108 366 23,000 SH 23,000 * CONVERGYS CORP COM 212485106 447 41,600 SH 41,600 * COPANO ENERGY L L C COM UNITS 217202100 582 24,341 SH 24,341 * CORINTHIAN COLLEGES INC COM 218868107 443 32,200 SH 32,200 * CORRECTIONS CORP AMER NEW COM NEW 22025Y407 322 13,100 SH 13,100 * CROWN CASTLE INTL CORP COM 228227104 361 9,240 SH 9,240 * CTRIP COM INTL LTD ADR 22943F100 836 11,629 SH 11,629 * CUMMINS INC COM 231021106 313 6,836 SH 6,836 * CYPRESS SEMICONDUCTOR CORP COM 232806109 447 42,300 SH 42,300 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 47,720 43,000,000 PRN NONE * DAKTRONICS INC COM 234264109 126 13,700 SH 13,700 * DANAHER CORP DEL COM 235851102 228 3,029 SH 3,029 * DARDEN RESTAURANTS INC COM 237194105 656 18,700 SH 18,700 * DAVITA INC COM 23918K108 215 3,668 SH 3,668 * DEAN FOODS CO NEW COM 242370104 202 11,200 SH 11,200 * DECKERS OUTDOOR CORP COM 243537107 924 9,086 SH 9,086 * DEERE & CO COM 244199105 1,542 28,512 SH 28,512 * DEL MONTE FOODS CO COM 24522P103 448 39,500 SH 39,500 * DELL INC COM 24702R101 418 29,100 SH 29,100 * DELPHI FINL GROUP INC CL A 247131105 826 36,925 SH 36,925
* DEVRY INC DEL COM 251893103 1,363 24,020 SH 24,020 * DIAMOND FOODS INC COM 252603105 574 16,155 SH 16,155 * DIODES INC COM 254543101 440 21,500 SH 21,500 * DISCOVER FINL SVCS COM 254709108 1,265 86,021 SH 86,021 * DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 231 7,526 SH 7,526 * DOLLAR GEN CORP NEW COM 256677105 210 9,346 SH 9,346 * DOLLAR TREE INC COM 256746108 807 16,698 SH 16,698 DRAGONWAVE INC COM 26144M103 293 25,553 SH 25,553 * DUKE ENERGY CORP NEW COM 26441C105 336 19,543 SH 19,543 * DUPONT FABROS TECHNOLOGY INC COM 26613Q106 780 43,369 SH 43,369 * DYNCORP INTL INC CL A 26817C101 484 33,762 SH 33,762 * E HOUSE CHINA HLDGS LTD ADR 26852W103 311 17,149 SH 17,149 * E M C CORP MASS COM 268648102 977 55,900 SH 55,900 * ENSCO INTL INC COM 26874Q100 447 11,200 SH 11,200 * EAST WEST BANCORP INC COM 27579R104 229 14,466 SH 14,466 * EASTGROUP PPTY INC COM 277276101 359 9,384 SH 9,384 * EATON CORP COM 278058102 204 3,200 SH 3,200 * ECLIPSYS CORP COM 278856109 446 24,100 SH 24,100 * ECOLAB INC COM 278865100 996 22,337 SH 22,337 * EDUCATION MGMT CORP NEW COM 28140M103 1,757 79,839 SH 79,839 * EL PASO CORP COM 28336L109 156 15,900 SH 15,900 * ELDORADO GOLD CORP NEW COM 284902103 961 67,826 SH 67,826 * ELECTRONIC ARTS INC COM 285512109 582 32,815 SH 32,815 * EMERGENCY MEDICAL SVCS CORP CL A 29100P102 417 7,695 SH 7,695 * ENBRIDGE ENERGY PARTNERS L P COM 29250R106 2,315 43,127 SH 43,127 * ENDO PHARMACEUTICALS HLDGS I COM 29264F205 453 22,100 SH 22,100 * ENERGIZER HLDGS INC COM 29266R108 545 8,900 SH 8,900 * ENER1 INC COM NEW 29267A203 590 93,028 SH 93,028 * ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 1,379 30,661 SH 30,661
* ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 9,625 314,752 SH 314,752 * ENERGYSOLUTIONS INC COM 292756202 669 78,784 SH 78,784 * ENERSYS COM 29275Y102 798 36,482 SH 36,482 * ENTEGRIS INC COM 29362U104 98 18,600 SH 18,600 * ENTERPRISE GP HLDGS L P UNIT LP INT 293716106 972 24,951 SH 24,951 * ENTERPRISE PRODS PARTNERS L COM 293792107 2,259 71,932 SH 71,932 * EQUINIX INC COM NEW 29444U502 236 2,221 SH 2,221 * EQUITY ONE COM 294752100 365 22,577 SH 22,577 * ESSEX PPTY TR INC COM 297178105 429 5,133 SH 5,133 * ESTERLINE TECHNOLOGIES CORP COM 297425100 606 14,857 SH 14,857 * EXIDE TECHNOLOGIES COM NEW 302051206 128 17,950 SH 17,950 * EXPEDIA INC DEL COM 30212P105 816 31,740 SH 31,740 EXTERRAN PARTNERS LP COM UNITS 30225N105 431 19,200 SH 19,200 * EXXON MOBIL CORP COM 30231G102 442 6,478 SH 6,478 * FMC TECHNOLOGIES INC COM 30249U101 451 7,800 SH 7,800 * FPL GROUP INC COM 302571104 464 8,788 SH 8,788 * FTI CONSULTING INC COM 302941109 445 9,441 SH 9,441 * FAIRCHILD SEMICONDUCTOR INTL COM 303726103 302 30,225 SH 30,225 * FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 342 5,043 SH 5,043 * FERRO CORP COM 315405100 241 29,268 SH 29,268 * FIFTH THIRD BANCORP COM 316773100 253 25,971 SH 25,971 * FINISH LINE INC CL A 317923100 490 39,007 SH 39,007 * FIRST FINL BANCORP OH COM 320209109 419 28,763 SH 28,763 * FIRST FINL BANKSHARES COM 32020R109 385 7,101 SH 7,101 * FIRST INDUSTRIAL REALTY TRUS COM 32054K103 386 73,762 SH 73,762 * FIRST MIDWEST BANCORP DEL COM 320867104 331 30,349 SH 30,349 * FIRST NIAGARA FINL GP INC COM 33582V108 207 14,912 SH 14,912 * FIRST SOLAR INC COM 336433107 634 4,681 SH 4,681 * FISERV INC COM 337738108 537 11,086 SH 11,086
* FLOWERS FOODS INC COM 343498101 444 18,700 SH 18,700 * FLOWSERVE CORP COM 34354P105 889 9,400 SH 9,400 * FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 1,412 89,114 SH 89,114 * FORD MTR CO DEL COM PAR $0.01 345370860 148 14,808 SH 14,808 * FOREST CITY ENTERPRISES INC CL A 345550107 705 59,863 SH 59,863 * FOREST LABS INC COM 345838106 1,088 33,879 SH 33,879 * FORMFACTOR INC COM 346375108 1,230 56,519 SH 56,519 * FOSSIL INC COM 349882100 393 11,700 SH 11,700 * GATX CORP COM 361448103 244 8,500 SH 8,500 * GAP INC DEL COM 364760108 807 38,500 SH 38,500 * GEN-PROBE INC NEW COM 36866T103 699 16,283 SH 16,283 * GENERAL CABLE CORP DEL NEW COM 369300108 865 29,400 SH 29,400 * GENERAL DYNAMICS CORP COM 369550108 825 12,100 SH 12,100 * GENUINE PARTS CO COM 372460105 495 13,047 SH 13,047 * GENWORTH FINL INC COM CL A 37247D106 307 27,062 SH 27,062 * GILDAN ACTIVEWEAR INC COM 375916103 258 10,569 SH 10,569 * GLATFELTER COM 377316104 123 10,162 SH 10,162 * GLG PARTNERS INC COM 37929X107 365 113,232 SH 113,232 * GOLDEN STAR RES LTD CDA COM 38119T104 339 108,620 SH 108,620 * GOODYEAR TIRE & RUBR CO COM 382550101 192 13,600 SH 13,600 * GRAFTECH INTL LTD COM 384313102 1,210 77,829 SH 77,829 * GRAINGER W W INC COM 384802104 798 8,244 SH 8,244 * GRAN TIERRA ENERGY INC COM 38500T101 211 37,068 SH 37,068 * GRANITE CONSTR INC COM 387328107 380 11,300 SH 11,300 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 8,883 10,500,000 PRN NONE * GREEN MTN COFFEE ROASTERS IN COM 393122106 1,922 23,591 SH 23,591 * GROUP 1 AUTOMOTIVE INC COM 398905109 217 7,646 SH 7,646 * GROUPE CGI INC CL A SUB VTG 39945C109 138 10,227 SH 10,227 * GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 747 36,000 SH 36,000
* GUESS INC COM 401617105 710 16,780 SH 16,780 * GYMBOREE CORP COM 403777105 688 15,820 SH 15,820 * HCC INS HLDGS INC COM 404132102 523 18,683 SH 18,683 * HALLIBURTON CO COM 406216101 1,045 34,737 SH 34,737 * HALLIBURTON CO COM 406216101 3,009 100,000 SH CALL 100,000 * HANOVER INS GROUP INC COM 410867105 712 16,035 SH 16,035 * HEALTH NET INC COM 42222G108 369 15,835 SH 15,835 * HEINZ H J CO COM 423074103 1,001 23,400 SH 23,400 * HENRY JACK & ASSOC INC COM 426281101 440 19,034 SH 19,034 * HEXCEL CORP NEW COM 428291108 429 33,049 SH 33,049 * HHGREGG INC COM 42833L108 636 28,850 SH 28,850 * HOLLY CORP COM PAR $0.01 435758305 226 8,823 SH 8,823 * HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 614 15,400 SH 15,400 * HOLOGIC INC COM 436440101 508 35,000 SH 35,000 * HORMEL FOODS CORP COM 440452100 900 23,414 SH 23,414 * HOSPIRA INC COM 441060100 457 8,969 SH 8,969 * HUBBELL INC CL B 443510201 577 12,201 SH 12,201 * HUDSON CITY BANCORP COM 443683107 168 12,233 SH 12,233 * HUNT J B TRANS SVCS INC COM 445658107 780 24,179 SH 24,179 * IAC INTERACTIVECORP COM PAR $.001 44919P508 398 19,437 SH 19,437 * IESI BFC LTD COM 44951D108 210 13,113 SH 13,113 * ITT CORP NEW COM 450911102 1,025 20,600 SH 20,600 * ILLUMINA INC COM 452327109 1,369 44,652 SH 44,652 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 43,866 30,000,000 PRN NONE * IMAX CORP COM 45245E109 263 19,768 SH 19,768 * IMMUCOR INC COM 452526106 1,543 76,220 SH 76,220 * INERGY L P UNIT LTD PTNR 456615103 896 25,116 SH 25,116 * INGRAM MICRO INC CL A 457153104 447 25,600 SH 25,600 * INTEL CORP COM 458140100 5,269 258,300 SH 258,300
* INTL PAPER CO COM 460146103 238 8,900 SH 8,900 * INTERPUBLIC GROUP COS INC COM 460690100 83 11,300 SH 11,300 * INTERSIL CORP CL A 46069S109 283 18,423 SH 18,423 * INTEROIL CORP COM 460951106 273 3,559 SH 3,559 * INTUITIVE SURGICAL INC COM NEW 46120E602 312 1,030 SH 1,030 * IRIDIUM COMMUNICATIONS INC COM 46269C102 482 60,000 SH 60,000 * IRON MTN INC COM 462846106 898 39,450 SH 39,450 * ITRON INC COM 465741106 1,228 18,172 SH 18,172 * JDS UNIPHASE CORP COM PAR $0.001 46612J507 282 34,138 SH 34,138 * JABIL CIRCUIT INC COM 466313103 431 24,798 SH 24,798 * JACK IN THE BOX INC COM 466367109 374 19,033 SH 19,033 * JACOBS ENGR GROUP INC DEL COM 469814107 433 11,500 SH 11,500 * JAKKS PAC INC COM 47012E106 389 32,128 SH 32,128 * JANUS CAP GROUP INC COM 47102X105 387 28,793 SH 28,793 * JEFFERIES GROUP INC NEW COM 472319102 1,440 60,689 SH 60,689 * JETBLUE AIRWAYS CORP COM 477143101 360 65,971 SH 65,971 * JOHNSON & JOHNSON COM 478160104 224 3,470 SH 3,470 * JOY GLOBAL INC COM 481165108 742 14,392 SH 14,392 * JUNIPER NETWORKS INC COM 48203R104 654 24,520 SH 24,520 * KLA-TENCOR CORP COM 482480100 271 7,500 SH 7,500 * KANSAS CITY SOUTHERN COM NEW 485170302 965 28,977 SH 28,977 * KB HOME COM 48666K109 960 70,174 SH 70,174 * KENNAMETAL INC COM 489170100 448 17,300 SH 17,300 * KEY ENERGY SVCS INC COM 492914106 991 112,771 SH 112,771 * KEYCORP NEW COM 493267108 1,154 207,932 SH 207,932 * KINDER MORGAN MANAGEMENT LLC SHS 49455U100 11,987 219,378 SH 219,378 * KING PHARMACEUTICALS INC COM 495582108 150 12,190 SH 12,190 * KINROSS GOLD CORP COM NO PAR 496902404 301 16,377 SH 16,377
KODIAK OIL & GAS CORP COM 50015Q100 935 421,381 SH 421,381 * KOHLS CORP COM 500255104 949 17,602 SH 17,602 * KORN FERRY INTL COM NEW 500643200 182 11,000 SH 11,000 * LKQ CORP COM 501889208 674 34,414 SH 34,414 * L-1 IDENTITY SOLUTIONS INC COM 50212A106 141 18,800 SH 18,800 * LABORATORY CORP AMER HLDGS COM NEW 50540R409 332 4,437 SH 4,437 * LANDSTAR SYS INC COM 515098101 945 24,371 SH 24,371 * LEGGETT & PLATT INC COM 524660107 449 22,000 SH 22,000 * LIFE TECHNOLOGIES CORP COM 53217V109 292 5,600 SH 5,600 * LIFEPOINT HOSPITALS INC COM 53219L109 389 11,957 SH 11,957 * LILLY ELI & CO COM 532457108 1,172 32,816 SH 32,816 * LIMITED BRANDS INC COM 532716107 628 32,630 SH 32,630 * LINDSAY CORP COM 535555106 289 7,243 SH 7,243 * LOCKHEED MARTIN CORP COM 539830109 460 6,100 SH 6,100 * LOGMEIN INC COM 54142L109 372 18,657 SH 18,657 * LOUISIANA PAC CORP COM 546347105 1,469 210,479 SH 210,479 * LULULEMON ATHLETICA INC COM 550021109 316 10,508 SH 10,508 * MB FINANCIAL INC NEW COM 55264U108 471 23,903 SH 23,903 * MFA FINANCIAL INC COM 55272X102 1,533 208,557 SH 208,557 * MGM MIRAGE COM 552953101 304 33,317 SH 33,317 * MACYS INC COM 55616P104 949 56,624 SH 56,624 * MADDEN STEVEN LTD COM 556269108 1,040 25,225 SH 25,225 * MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 3,048 70,337 SH 70,337 * MANPOWER INC COM 56418H100 546 10,000 SH 10,000 * MARATHON OIL CORP COM 565849106 1,167 37,382 SH 37,382 * MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 1,577 53,863 SH 53,863 * MATTEL INC COM 577081102 705 35,300 SH 35,300 * MAXIM INTEGRATED PRODS INC COM 57772K101 678 33,390 SH 33,390 * MCAFEE INC COM 579064106 498 12,285 SH 12,285
* MCDERMOTT INTL INC COM 580037109 1,056 43,984 SH 43,984 * MCGRAW HILL COS INC COM 580645109 373 11,138 SH 11,138 * MCKESSON CORP COM 58155Q103 912 14,585 SH 14,585 * MEDASSETS INC COM 584045108 500 23,566 SH 23,566 * MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 693 25,629 SH 25,629 * MELCO CROWN ENTMT LTD ADR 585464100 577 171,147 SH 171,147 * MERITAGE HOMES CORP COM 59001A102 918 47,473 SH 47,473 * METTLER TOLEDO INTERNATIONAL COM 592688105 348 3,315 SH 3,315 * MICROS SYS INC COM 594901100 366 11,800 SH 11,800 * MICROSOFT CORP COM 594918104 406 13,300 SH 13,300 * MICROCHIP TECHNOLOGY INC COM 595017104 572 19,692 SH 19,692 * MICRON TECHNOLOGY INC COM 595112103 1,081 102,399 SH 102,399 * MINEFINDERS LTD COM 602900102 1,060 102,938 SH 102,938 * MOLEX INC COM 608554101 392 18,211 SH 18,211 * MOLINA HEALTHCARE INC COM 60855R100 395 17,254 SH 17,254 * MOLSON COORS BREWING CO CL B 60871R209 2,908 64,400 SH 64,400 * MOTOROLA INC COM 620076109 1,472 189,713 SH 189,713 * MUELLER WTR PRODS INC COM SER A 624758108 363 69,841 SH 69,841 * MULTI FINELINE ELECTRONIX IN COM 62541B101 878 30,953 SH 30,953 * MURPHY OIL CORP COM 626717102 450 8,300 SH 8,300 * NBTY INC COM 628782104 450 10,331 SH 10,331 * NCR CORP NEW COM 62886E108 137 12,300 SH 12,300 * NII HLDGS INC CL B NEW 62913F201 726 21,607 SH 21,607 * NASDAQ OMX GROUP INC COM 631103108 731 36,904 SH 36,904 * NATIONAL OILWELL VARCO INC COM 637071101 1,208 27,389 SH 27,389 * NATIONAL PENN BANCSHARES INC COM 637138108 1,221 210,813 SH 210,813 * NATIONWIDE HEALTH PPTYS INC COM 638620104 317 9,007 SH 9,007 * NAVISTAR INTL CORP NEW COM 63934E108 1,031 26,670 SH 26,670
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 15,594 15,000,000 PRN NONE * NAVIGANT CONSULTING INC COM 63935N107 150 10,100 SH 10,100 * NETFLIX INC COM 64110L106 579 10,494 SH 10,494 * NETEZZA CORP COM 64111N101 1,135 117,029 SH 117,029 * NEUSTAR INC CL A 64126X201 447 19,400 SH 19,400 * NEW GOLD INC CDA COM 644535106 495 136,300 SH 136,300 * NEW YORK CMNTY BANCORP INC COM 649445103 917 63,203 SH 63,203 * NEWS CORP CL A 65248E104 223 16,312 SH 16,312 * NISOURCE INC COM 65473P105 437 28,416 SH 28,416 * NOKIA CORP SPONSORED ADR 654902204 324 25,200 SH 25,200 * NOBLE ENERGY INC COM 655044105 590 8,288 SH 8,288 * NORDSON CORP COM 655663102 772 12,618 SH 12,618 * NORTHERN TR CORP COM 665859104 660 12,600 SH 12,600 * NORTHROP GRUMMAN CORP COM 666807102 559 10,000 SH 10,000 * NORTHWEST BANCORP INC PA COM 667328108 2,547 225,000 SH 225,000 * NOVELLUS SYS INC COM 670008101 469 20,100 SH 20,100 * NOVO-NORDISK A S ADR 670100205 967 15,150 SH 15,150 * NUANCE COMMUNICATIONS INC COM 67020Y100 1,164 74,910 SH 74,910 * NUSTAR ENERGY LP UNIT COM 67058H102 2,391 42,630 SH 42,630 * NVIDIA CORP COM 67066G104 1,893 101,337 SH 101,337 * NUTRI SYS INC NEW COM 67069D108 272 8,738 SH 8,738 * NUVASIVE INC COM 670704105 952 29,755 SH 29,755 * OCWEN FINL CORP COM NEW 675746309 2,436 254,504 SH 254,504 * OFFICE DEPOT INC COM 676220106 87 13,536 SH 13,536 * OFFICEMAX INC DEL COM 67622P101 148 11,691 SH 11,691 * OLD DOMINION FGHT LINES INC COM 679580100 1,113 36,248 SH 36,248 * ONEOK INC NEW COM 682680103 290 6,510 SH 6,510 * OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 6,135 330,000 SH 330,000 * OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 6,135 330,000 SH PUT 330,000 * ORBITAL SCIENCES CORP COM 685564106 1,224 80,195 SH 80,195
* O REILLY AUTOMOTIVE INC COM 686091109 679 17,809 SH 17,809 * ORIENTAL FINL GROUP INC COM 68618W100 892 82,613 SH 82,613 * ORION MARINE GROUP INC COM 68628V308 387 18,367 SH 18,367 * ORMAT TECHNOLOGIES INC COM 686688102 356 9,415 SH 9,415 * OSHKOSH CORP COM 688239201 546 14,733 SH 14,733 * OVERSEAS SHIPHOLDING GROUP I COM 690368105 404 9,202 SH 9,202 * PG&E CORP COM 69331C108 1,051 23,549 SH 23,549 * PHH CORP COM NEW 693320202 335 20,767 SH 20,767 * PALM INC NEW COM 696643105 575 57,307 SH 57,307 * PARAGON SHIPPING INC CL A 69913R309 333 73,096 SH 73,096 * PARKER HANNIFIN CORP COM 701094104 1,021 18,950 SH 18,950 * PENNEY J C INC COM 708160106 508 19,100 SH 19,100 * PENSKE AUTOMOTIVE GRP INC COM 70959W103 267 17,617 SH 17,617 * PEPSICO INC COM 713448108 1,003 16,500 SH 16,500 * PERFECT WORLD CO LTD SPON ADR REP B 71372U104 354 8,971 SH 8,971 * PERRIGO CO COM 714290103 639 16,050 SH 16,050 * PETROHAWK ENERGY CORP COM 716495106 534 22,249 SH 22,249 * PETSMART INC COM 716768106 314 11,781 SH 11,781 * PINNACLE ENTMT INC COM 723456109 125 13,900 SH 13,900 * PITNEY BOWES INC COM 724479100 800 35,137 SH 35,137 * PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 2,901 54,887 SH 54,887 * PLEXUS CORP COM 729132100 210 7,382 SH 7,382 * POLO RALPH LAUREN CORP CL A 731572103 972 12,000 SH 12,000 * POPULAR INC COM 733174106 80 35,214 SH 35,214 * POWER INTEGRATIONS INC COM 739276103 1,329 36,562 SH 36,562 * PRECISION CASTPARTS CORP COM 740189105 1,129 10,228 SH 10,228 * PRECISION DRILLING TR TR UNIT 740215108 297 40,950 SH 40,950 * PRICE T ROWE GROUP INC COM 74144T108 491 9,217 SH 9,217 * PRICELINE COM INC COM NEW 741503403 330 1,512 SH 1,512
* PRIDE INTL INC DEL COM 74153Q102 396 12,400 SH 12,400 * PROASSURANCE CORP COM 74267C106 653 12,163 SH 12,163 * PRUDENTIAL FINL INC COM 744320102 327 6,575 SH 6,575 * QUALITY SYS INC COM 747582104 402 6,408 SH 6,408 * QUEST DIAGNOSTICS INC COM 74834L100 470 7,780 SH 7,780 * QUEST SOFTWARE INC COM 74834T103 1,417 77,030 SH 77,030 * RPM INTL INC COM 749685103 1,270 62,493 SH 62,493 * RACKSPACE HOSTING INC COM 750086100 908 43,547 SH 43,547 * RADIAN GROUP INC COM 750236101 233 31,936 SH 31,936 * RADIOSHACK CORP COM 750438103 522 26,769 SH 26,769 * RALCORP HLDGS INC NEW COM 751028101 448 7,500 SH 7,500 * RANGE RES CORP COM 75281A109 1,406 28,209 SH 28,209 * RAYTHEON CO COM NEW 755111507 754 14,644 SH 14,644 * RED ROBIN GOURMET BURGERS IN COM 75689M101 2,253 125,887 SH 125,887 * REGAL ENTMT GROUP CL A 758766109 775 53,641 SH 53,641 * REGENCY CTRS CORP COM 758849103 326 9,299 SH 9,299 * REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 533 25,430 SH 25,430 * REGIS CORP MINN COM 758932107 173 11,100 SH 11,100 * REHABCARE GROUP INC COM 759148109 204 6,710 SH 6,710 * REINSURANCE GROUP AMER INC COM NEW 759351604 355 7,443 SH 7,443 * RENESOLA LTD SPONS ADS 75971T103 378 79,427 SH 79,427 * RENT A CTR INC NEW COM 76009N100 448 25,300 SH 25,300 * RENTECH INC COM 760112102 271 220,366 SH 220,366 * RESEARCH IN MOTION LTD COM 760975102 851 12,600 SH 12,600 * RESMED INC COM 761152107 575 11,000 SH 11,000 * RESOURCES CONNECTION INC COM 76122Q105 371 17,467 SH 17,467 * RITCHIE BROS AUCTIONEERS COM 767744105 220 9,800 SH 9,800 * RIVERBED TECHNOLOGY INC COM 768573107 665 28,938 SH 28,938 * ROBBINS & MYERS INC COM 770196103 431 18,325 SH 18,325
* ROPER INDS INC NEW COM 776696106 319 6,085 SH 6,085 * ROSETTA RESOURCES INC COM 777779307 299 15,012 SH 15,012 * ROSS STORES INC COM 778296103 897 21,000 SH 21,000 * ROVI CORP COM 779376102 719 22,547 SH 22,547 * RUBY TUESDAY INC COM 781182100 397 55,105 SH 55,105 * RYANAIR HLDGS PLC SPONSORED ADR 783513104 314 11,703 SH 11,703 * RYDER SYS INC COM 783549108 449 10,900 SH 10,900 * SAIC INC COM 78390X101 973 51,395 SH 51,395 * SL GREEN RLTY CORP COM 78440X101 354 7,037 SH 7,037 * SPX CORP COM 784635104 394 7,200 SH 7,200 * SPDR SERIES TRUST S&P HOMEBUILD 78464A888 272 18,039 SH 18,039 * SVB FINL GROUP COM 78486Q101 320 7,686 SH 7,686 * SAFEWAY INC COM NEW 786514208 638 29,978 SH 29,978 * ST JUDE MED INC COM 790849103 992 26,970 SH 26,970 * ST MARY LD & EXPL CO COM 792228108 777 22,702 SH 22,702 * SALESFORCE COM INC COM 79466L302 354 4,799 SH 4,799 * SANMINA SCI CORP COM NEW 800907206 430 38,987 SH 38,987 * SANOFI AVENTIS SPONSORED ADR 80105N105 978 24,900 SH 24,900 * SAP AG SPON ADR 803054204 1,109 23,700 SH 23,700 * SAPIENT CORP COM 803062108 142 17,127 SH 17,127 * SARA LEE CORP COM 803111103 309 25,389 SH 25,389 * SCANA CORP NEW COM 80589M102 408 10,837 SH 10,837 * SCHULMAN A INC COM 808194104 827 40,958 SH 40,958 * SCHWAB CHARLES CORP NEW COM 808513105 617 32,793 SH 32,793 * SERVICE CORP INTL COM 817565104 678 82,812 SH 82,812 * SHAW GROUP INC COM 820280105 449 15,600 SH 15,600 * SHERWIN WILLIAMS CO COM 824348106 789 12,800 SH 12,800 * SHIRE PLC SPONSORED ADR 82481R106 664 11,320 SH 11,320 * SIEMENS A G SPONSORED ADR 826197501 284 3,100 SH 3,100
* SIGMA ALDRICH CORP COM 826552101 564 11,157 SH 11,157 * SIGNATURE BK NEW YORK N Y COM 82669G104 453 14,189 SH 14,189 * SILGAN HOLDINGS INC COM 827048109 1,283 22,170 SH 22,170 * SIMON PPTY GROUP INC NEW COM 828806109 594 7,440 SH 7,440 * SMITH INTL INC COM 832110100 448 16,500 SH 16,500 * SOHU COM INC COM 83408W103 424 7,400 SH 7,400 * SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 497 65,169 SH 65,169 * SONIC CORP COM 835451105 1,581 156,964 SH 156,964 * SONUS NETWORKS INC COM 835916107 1,148 544,236 SH 544,236 * SOUTHERN UN CO NEW COM 844030106 539 23,723 SH 23,723 * SOUTHWESTERN ENERGY CO COM 845467109 758 15,728 SH 15,728 * SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,639 82,533 SH 82,533 * STANCORP FINL GROUP INC COM 852891100 252 6,287 SH 6,287 STANTEC INC COM 85472N109 294 10,181 SH 10,181 * STARBUCKS CORP COM 855244109 546 23,683 SH 23,683 * STERLING BANCSHARES INC COM 858907108 784 152,824 SH 152,824 * STERICYCLE INC COM 858912108 535 9,700 SH 9,700 * STERIS CORP COM 859152100 441 15,760 SH 15,760 * STEWART ENTERPRISES INC CL A 860370105 124 24,100 SH 24,100 * STONE ENERGY CORP COM 861642106 244 13,497 SH 13,497 * STRYKER CORP COM 863667101 706 14,012 SH 14,012 SUN MICROSYSTEMS INC COM NEW 866810104 4,685 500,000 SH CALL 500,000 SUN MICROSYSTEMS INC COM NEW 866810104 12,228 1,305,000 SH PUT 1,305,000 * SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 2,660 39,768 SH 39,768 * SUNOCO INC COM 86764P109 256 9,802 SH 9,802 * SUPERIOR WELL SVCS INC COM 86837X105 275 19,309 SH 19,309 * SUSQUEHANNA BANCSHARES INC P COM 869099101 64 10,905 SH 10,905 * SYMANTEC CORP COM 871503108 332 18,579 SH 18,579 * SYNNEX CORP COM 87162W100 1,345 43,858 SH 43,858
* SYNIVERSE HLDGS INC COM 87163F106 191 10,900 SH 10,900 * TCF FINL CORP COM 872275102 516 37,892 SH 37,892 * TD AMERITRADE HLDG CORP COM 87236Y108 1,212 62,533 SH 62,533 * TECO ENERGY INC COM 872375100 670 41,298 SH 41,298 * TFS FINL CORP COM 87240R107 332 27,384 SH 27,384 * TJX COS INC NEW COM 872540109 1,049 28,700 SH 28,700 * TALEO CORP CL A 87424N104 1,028 43,716 SH 43,716 * TARGET CORP COM 87612E106 2,873 59,400 SH CALL 59,400 * TARGET CORP COM 87612E106 532 11,000 SH PUT 11,000 * TECH DATA CORP COM 878237106 449 9,613 SH 9,613 * TECHNITROL INC COM 878555101 47 10,800 SH 10,800 * TEKELEC COM 879101103 359 23,518 SH 23,518 * TERADYNE INC COM 880770102 233 21,700 SH 21,700 * TEREX CORP NEW COM 880779103 271 13,700 SH 13,700 * TESORO CORP COM 881609101 148 10,890 SH 10,890 * TEVA PHARMACEUTICAL INDS LTD ADR 881624209 15,472 275,403 SH 275,403 * TETRA TECH INC NEW COM 88162G103 443 16,310 SH 16,310 * TEXTRON INC COM 883203101 275 14,600 SH 14,600 * THERMO FISHER SCIENTIFIC INC COM 883556102 4,577 95,979 SH 95,979 * TIBCO SOFTWARE INC COM 88632Q103 724 75,213 SH 75,213 * TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 358 12,061 SH 12,061 * TIME WARNER INC COM NEW 887317303 530 18,200 SH 18,200 * TIME WARNER CABLE INC COM 88732J207 300 7,249 SH 7,249 * TIMKEN CO COM 887389104 351 14,800 SH 14,800 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 57,341 59,000,000 PRN NONE TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 19,332 20,000,000 PRN NONE * TRIQUINT SEMICONDUCTOR INC COM 89674K103 411 68,500 SH 68,500 * TRUSTMARK CORP COM 898402102 737 32,689 SH 32,689
* TUPPERWARE BRANDS CORP COM 899896104 442 9,500 SH 9,500 * II VI INC COM 902104108 693 21,779 SH 21,779 * TYSON FOODS INC CL A 902494103 892 72,700 SH 72,700 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 33,910 32,771,000 PRN NONE * U S G CORP COM NEW 903293405 511 36,367 SH 36,367 * UNILEVER N V N Y SHS NEW 904784709 534 16,510 SH 16,510 * UNITED NAT FOODS INC COM 911163103 375 14,019 SH 14,019 * UNIVERSAL HLTH SVCS INC CL B 913903100 771 25,283 SH 25,283 * URBAN OUTFITTERS INC COM 917047102 521 14,884 SH 14,884 * V F CORP COM 918204108 601 8,200 SH 8,200 * VALERO ENERGY CORP NEW COM 91913Y100 529 31,607 SH 31,607 * VERIFONE HLDGS INC COM 92342Y109 246 15,000 SH 15,000 * VERISIGN INC COM 92343E102 463 19,120 SH 19,120 * VERIZON COMMUNICATIONS INC COM 92343V104 232 7,000 SH 7,000 * VERIZON COMMUNICATIONS INC COM 92343V104 7,289 220,000 SH PUT 220,000 * VIACOM INC NEW CL B 92553P201 2,058 69,233 SH 69,233 * VIROPHARMA INC COM 928241108 836 99,639 SH 99,639 * VISHAY INTERTECHNOLOGY INC COM 928298108 345 41,300 SH 41,300 * VITAMIN SHOPPE INC COM 92849E101 285 12,810 SH 12,810 * W & T OFFSHORE INC COM 92922P106 264 22,522 SH 22,522 * WADDELL & REED FINL INC CL A 930059100 215 7,053 SH 7,053 * WAL MART STORES INC COM 931142103 220 4,124 SH 4,124 * WALTER INVT MGMT CORP COM 93317W102 2,866 200,000 SH 200,000 * WARNACO GROUP INC COM NEW 934390402 283 6,696 SH 6,696 * WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 498 18,092 SH 18,092 * WATSON PHARMACEUTICALS INC COM 942683103 319 8,051 SH 8,051 * WELLPOINT INC COM 94973V107 401 6,886 SH 6,886 * WENDYS ARBYS GROUP INC COM 950587105 1,569 334,442 SH 334,442
* WESCO INTL INC COM 95082P105 438 16,200 SH 16,200 * WEST PHARMACEUTICAL SVSC INC COM 955306105 282 7,200 SH 7,200 * WEYERHAEUSER CO COM 962166104 529 12,273 SH 12,273 * WHITNEY HLDG CORP COM 966612103 453 49,711 SH 49,711 * WHOLE FOODS MKT INC COM 966837106 604 22,003 SH 22,003 * WILLBROS GROUP INC DEL COM 969203108 227 13,464 SH 13,464 * WILLIAMS COS INC DEL COM 969457100 612 29,027 SH 29,027 * WINDSTREAM CORP COM 97381W104 233 21,206 SH 21,206 * WISCONSIN ENERGY CORP COM 976657106 1,050 21,069 SH 21,069 * WONDER AUTO TECHNOLOGY INC COM 978166106 559 47,544 SH 47,544 * WORLD FUEL SVCS CORP COM 981475106 203 7,586 SH 7,586 * WYNDHAM WORLDWIDE CORP COM 98310W108 299 14,800 SH 14,800 * XILINX INC COM 983919101 557 22,245 SH 22,245 * XENOPORT INC COM 98411C100 384 20,680 SH 20,680 * YAMANA GOLD INC COM 98462Y100 910 79,940 SH 79,940 * YUM BRANDS INC COM 988498101 755 21,600 SH 21,600 * ZIONS BANCORPORATION COM 989701107 1,101 85,829 SH 85,829 * ZORAN CORP COM 98975F101 135 12,254 SH 12,254 * ZUMIEZ INC COM 989817101 248 19,505 SH 19,505 * ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 509 11,048 SH 11,048 * AMDOCS LTD ORD G02602103 307 10,762 SH 10,762 * ARGO GROUP INTL HLDGS LTD COM G0464B107 649 22,256 SH 22,256 * ASSURED GUARANTY LTD COM G0585R106 642 29,509 SH 29,509 * FRONTLINE LTD SHS G3682E127 499 18,266 SH 18,266 * HERBALIFE LTD COM USD SHS G4412G101 337 8,300 SH 8,300 * MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 711 34,256 SH 34,256 * MF GLOBAL LTD SHS G60642108 1,907 274,459 SH 274,459 * NORDIC AMERICAN TANKER SHIPP COM G65773106 657 29,268 SH 29,268
* PLATINUM UNDERWRITER HLDGS L COM G7127P100 370 9,658 SH 9,658 * VALIDUS HOLDINGS LTD COM SHS G9319H102 606 22,495 SH 22,495 * MILLICOM INTL CELLULAR S A SHS NEW L6388F110 494 6,691 SH 6,691 * CHECK POINT SOFTWARE TECH LT ORD M22465104 736 21,730 SH 21,730 * QIAGEN N V ORD N72482107 1,604 71,863 SH 71,863 * COPA HOLDINGS SA CL A P31076105 412 7,566 SH 7,566 * DRYSHIPS INC SHS Y2109Q101 493 84,664 SH 84,664 * GENCO SHIPPING & TRADING LTD SHS Y2685T107 933 41,690 SH 41,690 * GENERAL MARITIME CORP NEW SHS Y2693R101 714 102,199 SH 102,199 * VERIGY LTD SHS Y93691106 412 32,015 SH 32,015
-----END PRIVACY-ENHANCED MESSAGE-----