-----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, AdP1WdPLB69fKYfbzE2tBm8i3luSN+UDCKSLNWBrbVHUwJCqIBKLzwTCv6ZFbtuX oPYBLVFQvwz1Xgj/0leuRQ== 0000950123-11-013916.txt : 20110215 0000950123-11-013916.hdr.sgml : 20110215 20110214190722 ACCESSION NUMBER: 0000950123-11-013916 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110215 DATE AS OF CHANGE: 20110214 EFFECTIVENESS DATE: 20110215 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: 11610269 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 c12466e13fvhr.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, 2010 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 14, 2011 - ------------------------------------- -------------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one.): [x] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 686 Form 13F Information Table Value Total: $1,865,566 ---------- (thousands) Confidential information has been omitted from the public Form 13F Report and filed separately with the Commission. 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ---------- -------- ------- ------ ---- * AAR CORP COM 000361105 1767 64338 SH SOLE 64338 * AMB PROPERTY CORP COM 00163T109 418 13191 SH SOLE 13191 * AT&T INC COM 00206R102 1783 60700 SH SOLE 60700 * AZZ INC COM 002474104 1426 35652 SH SOLE 35652 * ABBOTT LABS COM 002824100 669 13968 SH SOLE 13968 * ABERCROMBIE & FITCH CO CL A 002896207 1293 22436 SH SOLE 22436 * ACI WORLDWIDE INC COM 004498101 1595 59377 SH SOLE 59377 * ACME PACKET INC COM 004764106 1178 22162 SH SOLE 22162 * AEROFLEX HLDG CORP COM 007767106 2056 125000 SH SOLE 125000 * AEROPOSTALE COM 007865108 274 11121 SH SOLE 11121 * ADVANCED MICRO DEVICES INC COM 007903107 1139 139235 SH SOLE 139235 * AGILENT TECHNOLOGIES INC COM 00846U101 862 20813 SH SOLE 20813 * AIRTRAN HLDGS INC COM 00949P108 14306 1935884 SH SOLE 1935884 * AKAMAI TECHNOLOGIES INC COM 00971T101 1509 32069 SH SOLE 32069 * ALBEMARLE CORP COM 012653101 857 15357 SH SOLE 15357 * ALCOA INC COM 013817101 2907 188863 SH SOLE 188863 * ALEXANDER & BALDWIN INC COM 014482103 1005 25104 SH SOLE 25104 * ALIGN TECHNOLOGY INC COM 016255101 1011 51722 SH SOLE 51722 * ALLERGAN INC COM 018490102 1311 19085 SH SOLE 19085 * ALLIANCE DATA SYSTEMS CORP COM 018581108 1157 16287 SH SOLE 16287 * ALLIANT TECHSYSTEMS INC COM 018804104 818 10995 SH SOLE 10995 * ALTERA CORP COM 021441100 1795 50455 SH SOLE 50455 * AMAZON COM INC COM 023135106 882 4900 SH SOLE 4900 * AMERICAN AXLE & MFG HLDGS IN COM 024061103 1711 133079 SH SOLE 133079 * AMERICAN CAPITAL AGENCY CORP COM 02503X105 5030 175000 SH SOLE 175000 * AMERICAN CAP LTD COM 02503Y103 843 111540 SH SOLE 111540 * AMERICAN MED SYS HLDGS INC COM 02744M108 4468 236915 SH SOLE 236915 * AMERICAN SCIENCE & ENGR INC COM 029429107 1591 18670 SH SOLE 18670 * AMGEN INC COM 031162100 379 6901 SH SOLE 6901 * AMKOR TECHNOLOGY INC COM 031652100 524 70906 SH SOLE 70906 * ANALOG DEVICES INC COM 032654105 1308 34724 SH SOLE 34724 * ANDERSONS INC COM 034164103 329 9053 SH SOLE 9053 * AON CORP COM 037389103 994 21594 SH SOLE 21594 * APACHE CORP COM 037411105 882 7400 SH SOLE 7400 * APPLE INC COM 037833100 419 1299 SH SOLE 1299 * APTARGROUP INC COM 038336103 425 8927 SH SOLE 8927 APPROACH RESOURCES INC COM 03834A103 1256 54361 SH SOLE 54361 * ARCHER DANIELS MIDLAND CO COM 039483102 1219 40541 SH SOLE 40541 ARMOUR RESIDENTIAL REIT INC *W EXP 11/07/201 042315119 439 5858651 SH SOLE 5858651 * ARMSTRONG WORLD INDS INC NEW COM 04247X102 495 11509 SH SOLE 11509 * ARROW ELECTRS INC COM 042735100 793 23166 SH SOLE 23166 * ARVINMERITOR INC COM 043353101 905 44100 SH SOLE 44100 ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 6356 5000000 PRN ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 17469 15800000 PRN * ASPEN TECHNOLOGY INC COM 045327103 1543 121493 SH SOLE 121493
* ASSOCIATED ESTATES RLTY CORP COM 045604105 471 30826 SH SOLE 30826 * ASSURANT INC COM 04621X108 243 6307 SH SOLE 6307 * ATHEROS COMMUNICATIONS INC COM 04743P108 1637 45566 SH SOLE 45566 * ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1409 25240 SH SOLE 25240 * ATMEL CORP COM 049513104 576 46731 SH SOLE 46731 * ATWOOD OCEANICS INC COM 050095108 329 8796 SH SOLE 8796 * AUTOLIV INC COM 052800109 245 3100 SH SOLE 3100 * AVALONBAY CMNTYS INC COM 053484101 1116 9919 SH SOLE 9919 AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 36150 30123000 PRN * AVNET INC COM 053807103 1847 55918 SH SOLE 55918 * AVON PRODS INC COM 054303102 260 8934 SH SOLE 8934 * BB&T CORP COM 054937107 1712 65121 SH SOLE 65121 * BJS WHOLESALE CLUB INC COM 05548J106 1001 20905 SH SOLE 20905 * BP PLC SPONSORED ADR 055622104 7951 180000 SH SHARED 180000 * BP PLC SPONSORED ADR 055622104 23286 527200 SH CALL SOLE 527200 * BAKER HUGHES INC COM 057224107 517 9048 SH SOLE 9048 * BALL CORP COM 058498106 909 13364 SH SOLE 13364 * BANK OF THE OZARKS INC COM 063904106 1376 31744 SH SOLE 31744 * BARD C R INC COM 067383109 1270 13837 SH SOLE 13837 * BARCLAYS BK PLC IPTH S&P VIX NEW 06740C261 2704 72000 SH SOLE 72000 * BARNES GROUP INC COM 067806109 438 21180 SH SOLE 21180 * BARRETT BILL CORP COM 06846N104 258 6271 SH SOLE 6271 * BAXTER INTL INC COM 071813109 1562 30858 SH SOLE 30858 * BE AEROSPACE INC COM 073302101 895 24181 SH SOLE 24181 * BEAZER HOMES USA INC COM 07556Q105 183 34025 SH SOLE 34025 * BEBE STORES INC COM 075571109 307 51593 SH SOLE 51593 * BED BATH & BEYOND INC COM 075896100 2439 49623 SH SOLE 49623 * BELDEN INC COM 077454106 1790 48611 SH SOLE 48611 * BIOGEN IDEC INC COM 09062X103 268 4000 SH SOLE 4000 * BITAUTO HLDGS LTD SPONSORED ADS 091727107 1299 146920 SH SOLE 146920 * BLACKROCK INC COM 09247X101 2836 14879 SH SOLE 14879 * BLOCK H & R INC COM 093671105 1744 146446 SH SOLE 146446 * BLUE COAT SYSTEMS INC COM NEW 09534T508 4353 145746 SH SOLE 145746 BODY CENT CORP COM 09689U102 1549 108532 SH SOLE 108532 * BOEING CO COM 097023105 1150 17622 SH SOLE 17622 * BOSTON SCIENTIFIC CORP COM 101137107 278 36697 SH SOLE 36697 * BRANDYWINE RLTY TR SH BEN INT NEW 105368203 3373 289510 SH SOLE 289510 * BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 13078 650000 SH SHARED 650000 * BRIGGS & STRATTON CORP COM 109043109 288 14623 SH SOLE 14623 * BRINKER INTL INC COM 109641100 741 35479 SH SOLE 35479 * BROADCOM CORP CL A 111320107 645 14800 SH SOLE 14800 * BROOKFIELD PPTYS CORP COM 112900105 348 19864 SH SOLE 19864 * BROOKS AUTOMATION INC COM 114340102 262 28851 SH SOLE 28851 * BRUKER CORP COM 116794108 229 13815 SH SOLE 13815 * BUFFALO WILD WINGS INC COM 119848109 2296 52367 SH SOLE 52367 * CBS CORP NEW CL B 124857202 548 28780 SH SOLE 28780 * CEC ENTMT INC COM 125137109 1144 29472 SH SOLE 29472 * CME GROUP INC COM 12572Q105 1188 3691 SH SOLE 3691 * CSG SYS INTL INC COM 126349109 380 20056 SH SOLE 20056 * CVB FINL CORP COM 126600105 3773 435183 SH SOLE 435183 * CABOT CORP COM 127055101 245 6507 SH SOLE 6507 * CADENCE DESIGN SYSTEM INC COM 127387108 2964 358867 SH SOLE 358867 * CALLAWAY GOLF CO COM 131193104 273 33861 SH SOLE 33861 * CAMDEN PPTY TR SH BEN INT 133131102 1875 34744 SH SOLE 34744
* CAMERON INTERNATIONAL CORP COM 13342B105 2341 46153 SH SOLE 46153 * CAMPBELL SOUP CO COM 134429109 1297 37337 SH SOLE 37337 * CANADIAN NAT RES LTD COM 136385101 400 9003 SH SOLE 9003 * CANADIAN PAC RY LTD COM 13645T100 1731 26716 SH SOLE 26716 * CAPITAL ONE FINL CORP COM 14040H105 1260 29615 SH SOLE 29615 * CAPITALSOURCE INC COM 14055X102 905 127493 SH SOLE 127493 * CAPSTEAD MTG CORP COM NO PAR 14067E506 4635 368153 SH SOLE 368153 * CARDINAL HEALTH INC COM 14149Y108 1742 45462 SH SOLE 45462 * CARMAX INC COM 143130102 1537 48209 SH SOLE 48209 * CARNIVAL CORP PAIRED CTF 143658300 493 10696 SH SOLE 10696 * CARTER INC COM 146229109 905 30680 SH SOLE 30680 * CATALYST HEALTH SOLUTIONS IN COM 14888B103 739 15897 SH SOLE 15897 * CELGENE CORP COM 151020104 438 7400 SH SOLE 7400 * CENTERPOINT ENERGY INC COM 15189T107 4484 285250 SH SHARED 285250 * CENTRAL EUROPEAN DIST CORP COM 153435102 671 29299 SH SOLE 29299 * CEPHALON INC COM 156708109 512 8300 SH SOLE 8300 * CERNER CORP COM 156782104 2274 24000 SH SOLE 24000 * CHART INDS INC COM PAR $0.01 16115Q308 804 23792 SH SOLE 23792 * CHEESECAKE FACTORY INC COM 163072101 1787 58281 SH SOLE 58281 * CHEVRON CORP NEW COM 166764100 1798 19699 SH SOLE 19699 * CHICOS FAS INC COM 168615102 905 75223 SH SOLE 75223 * CHILDRENS PL RETAIL STORES I COM 168905107 1414 28482 SH SOLE 28482 * CHIQUITA BRANDS INTL INC COM 170032809 863 61549 SH SOLE 61549 * CHURCH & DWIGHT INC COM 171340102 913 13229 SH SOLE 13229 * CIENA CORP COM NEW 171779309 904 42930 SH SOLE 42930 * CIMAREX ENERGY CO COM 171798101 472 5333 SH SOLE 5333 * CIRRUS LOGIC INC COM 172755100 1915 119808 SH SOLE 119808 * CINTAS CORP COM 172908105 1495 53472 SH SOLE 53472 * CITIGROUP INC COM 172967101 5999 1268241 SH SOLE 1268241 * CITIGROUP INC COM 172967101 9166 1937900 SH CALL SOLE 1937900 * CITI TRENDS INC COM 17306X102 609 24806 SH SOLE 24806 * CITRIX SYS INC COM 177376100 262 3824 SH SOLE 3824 * CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 181 12882 SH SOLE 12882 * CLOROX CO DEL COM 189054109 1794 28350 SH SOLE 28350 * COGNEX CORP COM 192422103 500 16982 SH SOLE 16982 * COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 662 9038 SH SOLE 9038 * COINSTAR INC COM 19259P300 13996 247977 SH SOLE 247977 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 2386 1500000 PRN * COLUMBIA SPORTSWEAR CO COM 198516106 262 4341 SH SOLE 4341 * COMPASS MINERALS INTL INC COM 20451N101 409 4577 SH SOLE 4577 * COMPLETE PRODUCTION SERVICES COM 20453E109 280 9475 SH SOLE 9475 * COMPUTER SCIENCES CORP COM 205363104 3503 70633 SH SOLE 70633 * COMPUWARE CORP COM 205638109 252 21600 SH SOLE 21600 * CON-WAY INC COM 205944101 2069 56577 SH SOLE 56577 * CONCUR TECHNOLOGIES INC COM 206708109 829 15958 SH SOLE 15958 * CONSOL ENERGY INC COM 20854P109 3409 69938 SH SOLE 69938 * CONSTANT CONTACT INC COM 210313102 609 19653 SH SOLE 19653 * CONSTELLATION BRANDS INC CL A 21036P108 286 12900 SH SOLE 12900 * CONTINENTAL RESOURCES INC COM 212015101 1171 19895 SH SOLE 19895 * CONVERGYS CORP COM 212485106 290 22000 SH SOLE 22000 * COOPER COS INC COM NEW 216648402 610 10826 SH SOLE 10826 * COOPER TIRE & RUBR CO COM 216831107 21975 931935 SH SOLE 931935 * CORRECTIONS CORP AMER NEW COM NEW 22025Y407 18247 728117 SH SOLE 728117 * COVANCE INC COM 222816100 542 10539 SH SOLE 10539
* COVENTRY HEALTH CARE INC COM 222862104 1529 57900 SH SOLE 57900 * CRANE CO COM 224399105 2011 48962 SH SOLE 48962 * CREE INC COM 225447101 4323 65607 SH SOLE 65607 * CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1472 36390 SH SOLE 36390 * CURTISS WRIGHT CORP COM 231561101 911 27445 SH SOLE 27445 * DG FASTCHANNEL INC COM 23326R109 1621 56112 SH SOLE 56112 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 41138 36344000 PRN * DTE ENERGY CO COM 233331107 245 5411 SH SOLE 5411 * DARDEN RESTAURANTS INC COM 237194105 1074 23131 SH SOLE 23131 * DAVITA INC COM 23918K108 1652 23769 SH SOLE 23769 * DEAN FOODS CO NEW COM 242370104 9245 1045767 SH SOLE 1045767 * DECKERS OUTDOOR CORP COM 243537107 806 10104 SH SOLE 10104 * DELL INC COM 24702R101 1728 127525 SH SOLE 127525 * DELTA AIR LINES INC DEL COM NEW 247361702 2509 199148 SH SOLE 199148 * DENBURY RES INC COM NEW 247916208 908 47584 SH SOLE 47584 * DENBURY RES INC COM NEW 247916208 1909 100000 SH CALL SOLE 100000 * DEVON ENERGY CORP NEW COM 25179M103 7851 100000 SH CALL SOLE 100000 * DEXCOM INC COM 252131107 2944 215679 SH SOLE 215679 * DIAMOND FOODS INC COM 252603105 1334 25083 SH SOLE 25083 * DIAMOND OFFSHORE DRILLING IN COM 25271C102 210 3143 SH SOLE 3143 * DICKS SPORTING GOODS INC COM 253393102 4149 110641 SH SOLE 110641 * DILLARDS INC CL A 254067101 905 23848 SH SOLE 23848 * DIODES INC COM 254543101 353 13095 SH SOLE 13095 * DIRECTV COM CL A 25490A101 2276 57004 SH SOLE 57004 * DOLBY LABORATORIES INC COM 25659T107 1440 21586 SH SOLE 21586 * DOLLAR FINL CORP COM 256664103 559 19528 SH SOLE 19528 * DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 13564 287000 SH CALL SOLE 287000 * DOLLAR TREE INC COM 256746108 2027 36145 SH SOLE 36145 * DOMINOS PIZZA INC COM 25754A201 2498 156594 SH SOLE 156594 * DOVER CORP COM 260003108 1121 19185 SH SOLE 19185 * DOW CHEM CO COM 260543103 256 7500 SH SOLE 7500 * DREAMWORKS ANIMATION SKG INC CL A 26153C103 480 16291 SH SOLE 16291 * DRESSER-RAND GROUP INC COM 261608103 332 7795 SH SOLE 7795 * DRIL-QUIP INC COM 262037104 301 3874 SH SOLE 3874 * DU PONT E I DE NEMOURS & CO COM 263534109 284 5700 SH SOLE 5700 * DUKE ENERGY CORP NEW COM 26441C105 3220 180772 SH SOLE 180772 * DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1188 55841 SH SOLE 55841 * EOG RES INC COM 26875P101 1728 18905 SH SOLE 18905 * EAST WEST BANCORP INC COM 27579R104 1105 56531 SH SOLE 56531 * EATON CORP COM 278058102 891 8775 SH SOLE 8775 * EBAY INC COM 278642103 1588 57049 SH SOLE 57049 * ECOLAB INC COM 278865100 832 16500 SH SOLE 16500 * EL PASO CORP COM 28336L109 6914 502503 SH SHARED 502503 * ELECTRONIC ARTS INC COM 285512109 1115 68057 SH SOLE 68057 * EMERGENCY MEDICAL SVCS CORP CL A 29100P102 5093 78824 SH SOLE 78824 * EMERSON ELEC CO COM 291011104 1693 29616 SH SOLE 29616 * EMULEX CORP COM NEW 292475209 158 13576 SH SOLE 13576 * ENBRIDGE ENERGY PARTNERS L P COM 29250R106 3743 60000 SH SHARED 60000 ENDEAVOUR INTL CORP COM NEW 29259G200 453 32858 SH SHARED 32858 * ENERGIZER HLDGS INC COM 29266R108 525 7207 SH SOLE 7207 * ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 7904 202298 SH SHARED 202298 * ENERGYSOLUTIONS INC COM 292756202 424 76074 SH SOLE 76074 * ENERSYS COM 29275Y102 2226 69306 SH SOLE 69306 * ENSCO PLC SPONSORED ADR 29358Q109 4307 80687 SH SOLE 80687
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* INTUIT COM 461202103 496 10069 SH SOLE 10069 * INTUITIVE SURGICAL INC COM NEW 46120E602 1471 5707 SH SOLE 5707 * INVESCO MORTGAGE CAPITAL INC COM 46131B100 4368 200000 SH SOLE 200000 * ION GEOPHYSICAL CORP COM 462044108 297 34973 SH SOLE 34973 * IRON MTN INC COM 462846106 631 25247 SH SOLE 25247 * ITC HLDGS CORP COM 465685105 345 5560 SH SOLE 5560 * ITRON INC COM 465741106 4515 81428 SH SOLE 81428 * JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 2400 346884 SH SOLE 346884 * JABIL CIRCUIT INC COM 466313103 1251 62284 SH SOLE 62284 * JACOBS ENGR GROUP INC DEL COM 469814107 1362 29716 SH SOLE 29716 * JOHNSON & JOHNSON COM 478160104 1125 18192 SH SOLE 18192 * JOHNSON CTLS INC COM 478366107 546 14300 SH SOLE 14300 * KBR INC COM 48242W106 914 29993 SH SOLE 29993 * KLA-TENCOR CORP COM 482480100 464 12000 SH SOLE 12000 * KELLOGG CO COM 487836108 641 12555 SH SOLE 12555 * KELLY SVCS INC CL A 488152208 220 11712 SH SOLE 11712 * KEY ENERGY SVCS INC COM 492914106 176 13567 SH SOLE 13567 * KILROY RLTY CORP COM 49427F108 790 21666 SH SOLE 21666 * KINDER MORGAN MANAGEMENT LLC SHS 49455U100 13487 201654 SH SHARED 201654 * KINETIC CONCEPTS INC COM NEW 49460W208 910 21723 SH SOLE 21723 * KNIGHT CAP GROUP INC CL A COM 499005106 232 16800 SH SOLE 16800 * KNIGHT TRANSN INC COM 499064103 780 41065 SH SOLE 41065 * KODIAK OIL & GAS CORP COM 50015Q100 1431 216889 SH SOLE 216889 * KOHLS CORP COM 500255104 621 11429 SH SOLE 11429 * KORN FERRY INTL COM NEW 500643200 389 16813 SH SOLE 16813 * LDK SOLAR CO LTD SPONSORED ADR 50183L107 169 16710 SH SOLE 16710 * LKQ CORP COM 501889208 918 40407 SH SOLE 40407 * LPL INVT HLDGS INC COM 50213H100 2397 65905 SH SOLE 65905 * L-3 COMMUNICATIONS HLDGS INC COM 502424104 296 4201 SH SOLE 4201 * LAM RESEARCH CORP COM 512807108 783 15114 SH SOLE 15114 * LANDSTAR SYS INC COM 515098101 6785 165719 SH SOLE 165719 * LEGGETT & PLATT INC COM 524660107 531 23310 SH SOLE 23310 * LENNAR CORP CL A 526057104 855 45585 SH SOLE 45585 * LENNOX INTL INC COM 526107107 274 5800 SH SOLE 5800 * LEXMARK INTL NEW CL A 529771107 1105 31739 SH SOLE 31739 * LIBERTY GLOBAL INC COM SER A 530555101 1746 49349 SH SOLE 49349 LIBERTY GLOBAL INC NOTE 4.500%11/1 530555AB7 37273 25000000 PRN * LIFE TECHNOLOGIES CORP COM 53217V109 511 9211 SH SOLE 9211 * LIFEPOINT HOSPITALS INC COM 53219L109 476 12946 SH SOLE 12946 * LIMELIGHT NETWORKS INC COM 53261M104 919 158108 SH SOLE 158108 * LINCOLN NATL CORP IND COM 534187109 1081 38887 SH SOLE 38887 * LINEAR TECHNOLOGY CORP COM 535678106 273 7900 SH SOLE 7900 * LIVE NATION ENTERTAINMENT IN COM 538034109 381 33389 SH SOLE 33389 * LIZ CLAIBORNE INC COM 539320101 3828 534594 SH SOLE 534594 * LOCKHEED MARTIN CORP COM 539830109 1525 21819 SH SOLE 21819 * LONGTOP FINL TECHNOLOGIES LT ADR 54318P108 411 11361 SH SOLE 11361 * LOUISIANA PAC CORP COM 546347105 266 28108 SH SOLE 28108 * LOWES COS INC COM 548661107 1036 41300 SH SOLE 41300 * LUBRIZOL CORP COM 549271104 844 7901 SH SOLE 7901 * M & T BK CORP COM 55261F104 295 3393 SH SOLE 3393 * MBIA INC COM 55262C100 1917 159912 SH SOLE 159912 * MEMC ELECTR MATLS INC COM 552715104 311 27624 SH SOLE 27624 * MFA FINANCIAL INC COM 55272X102 5586 684530 SH SOLE 684530 * MGM RESORTS INTERNATIONAL COM 552953101 1003 67554 SH SOLE 67554
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