0000950123-11-077230.txt : 20110815 0000950123-11-077230.hdr.sgml : 20110815 20110815092337 ACCESSION NUMBER: 0000950123-11-077230 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20110815 DATE AS OF CHANGE: 20110815 EFFECTIVENESS DATE: 20110815 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-11800 FILM NUMBER: 111033408 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/A 1 c21435e13fvhrza.txt FORM 13F-HR/A 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, 2010 Check here if Amendment [x]; Amendment Number: 4 This Amendment (Check only one.): [X] 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 August 15, 2011 ------------------------------------- ---------------------- --------------- [Signature] [City, State] [Date] This restatement is to correct the CUSIP for Airgas Inc. as reported on Amendment Number 2. 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: 761 Form 13F Information Table Value Total: $1,693,616 (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 TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------- NAME OF ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- --------- ------- ---- * 99 CENTS ONLY STORES COM 65440K106 3,145 212,476 SH SOLE 212,476 * A D C TELECOMMUNICATIONS COM NEW 000886309 668 90,196 SH SOLE 90,196 * AAR CORP COM 000361105 499 29,801 SH SOLE 29,801 * ABBOTT LABS COM 002824100 1,575 33,671 SH SOLE 33,671 * ABERCROMBIE & FITCH CO CL A 002896207 238 7,760 SH SOLE 7,760 * ACCENTURE PLC IRELAND SHS CLASS A G1151C101 769 19,900 SH SOLE 19,900 * ACE LTD SHS H0023R105 1,193 23,167 SH SOLE 23,167 * ACI WORLDWIDE INC COM 004498101 250 12,839 SH SOLE 12,839 * ACXIOM CORP COM 005125109 259 17,639 SH SOLE 17,639 * ADVANCE AUTO PARTS INC COM 00751Y106 335 6,673 SH SOLE 6,673 * ADVANCED ENERGY INDS COM 007973100 555 45,122 SH SOLE 45,122 * ADVANTAGE OIL & GAS LTD COM 00765F101 786 134,628 SH SOLE 134,628 * AECOM TECHNOLOGY CORP DELAWA COM 00766T100 361 15,675 SH SOLE 15,675 * AEROPOSTALE COM 007865108 656 22,889 SH SOLE 22,889 * AFFYMETRIX INC COM 00826T108 564 95,641 SH SOLE 95,641 * AFLAC INC COM 001055102 4,245 99,481 SH SOLE 99,481 * AGCO CORP COM 001084102 2,232 82,742 SH SOLE 82,742 * AGILENT TECHNOLOGIES INC COM 00846U101 534 18,799 SH SOLE 18,799 * AGNICO EAGLE MINES LTD COM 008474108 717 11,800 SH SOLE 11,800 * AIR PRODS & CHEMS INC COM 009158106 625 9,641 SH SOLE 9,641 * AIRGAS INC COM 009363102 69,291 1,114,000 SH SOLE 1,114,000 * AIRGAS INC COM 009363102 69,291 1,114,000 SH PUT SOLE 1,114,000 * ALBANY INTL CORP CL A 012348108 382 23,601 SH SOLE 23,601 * ALCATEL-LUCENT SPONSORED ADR 013904305 475 187,053 SH SOLE 187,053 * ALCON INC COM SHS H01301102 45,761 308,800 SH CALL SOLE 308,800
* ALLERGAN INC COM 018490102 1,221 20,964 SH SOLE 20,964 * ALLIANT TECHSYSTEMS INC COM 018804104 1,394 22,460 SH SOLE 22,460 * ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 299 6,598 SH SOLE 6,598 * ALLSTATE CORP COM 020002101 1,307 45,489 SH SOLE 45,489 * ALTERA CORP COM 021441100 1,704 68,667 SH SOLE 68,667 * AMAZON COM INC COM 023135106 351 3,210 SH SOLE 3,210 * AMAZON COM INC COM 023135106 11,603 106,200 SH PUT SOLE 106,200 * AMB PROPERTY CORP COM 00163T109 1,055 44,489 SH SOLE 44,489 * AMDOCS LTD ORD G02602103 1,755 65,357 SH SOLE 65,357 * AMERICAN AXLE & MFG HLDGS IN COM 024061103 128 17,395 SH SOLE 17,395 * AMERICAN EAGLE OUTFITTERS NE COM 02553E106 855 72,769 SH SOLE 72,769 * AMERICAN ELEC PWR INC COM 025537101 1,073 33,218 SH SOLE 33,218 * AMERICAN GREETINGS CORP CL A 026375105 1,242 66,195 SH SOLE 66,195 * AMETEK INC NEW COM 031100100 972 24,206 SH SOLE 24,206 * AMKOR TECHNOLOGY INC COM 031652100 1,025 186,079 SH SOLE 186,079 * AMN HEALTHCARE SERVICES INC COM 001744101 80 10,695 SH SOLE 10,695 * AMPHENOL CORP NEW CL A 032095101 402 10,229 SH SOLE 10,229 * ANADIGICS INC COM 032515108 559 128,301 SH SOLE 128,301 * ANALOG DEVICES INC COM 032654105 572 20,541 SH SOLE 20,541 * ANIXTER INTL INC COM 035290105 1,888 44,312 SH SOLE 44,312 * ANNTAYLOR STORES CORP COM 036115103 1,171 71,967 SH SOLE 71,967 * ANSYS INC COM 03662Q105 1,471 36,261 SH SOLE 36,261 * ANWORTH MORTGAGE ASSET CP COM 037347101 935 131,371 SH SOLE 131,371 * AOL INC COM 00184X105 565 27,188 SH SOLE 27,188 * APACHE CORP COM 037411105 3,638 43,208 SH SOLE 43,208 * APOLLO GROUP INC CL A 037604105 9,664 227,551 SH SOLE 227,551 * APOLLO GROUP INC CL A 037604105 8,494 200,000 SH PUT SOLE 200,000 * APOLLO INVT CORP COM 03761U106 334 35,822 SH SOLE 35,822 * APPLE INC COM 037833100 1,559 6,200 SH SOLE 6,200
* APPLIED INDL TECHNOLOGIES IN COM 03820C105 713 28,161 SH SOLE 28,161 * APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 937 89,437 SH SOLE 89,437 * ARCH COAL INC COM 039380100 403 20,329 SH SOLE 20,329 * ARENA RESOURCES INC COM 040049108 38,452 1,205,394 SH SOLE 1,205,394 * ARIBA INC COM NEW 04033V203 718 45,101 SH SOLE 45,101 * ARKANSAS BEST CORP DEL COM 040790107 264 12,703 SH SOLE 12,703 * ARMSTRONG WORLD INDS INC NEW COM 04247X102 338 11,200 SH SOLE 11,200 * ARRIS GROUP INC COM 04269Q100 1,061 104,091 SH SOLE 104,091 * ARUBA NETWORKS INC COM 043176106 220 15,472 SH SOLE 15,472 * ARVINMERITOR INC COM 043353101 191 14,603 SH SOLE 14,603 * ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,223 116,043 SH SOLE 116,043 * ASHLAND INC NEW COM 044209104 1,045 22,514 SH SOLE 22,514 * ASSOCIATED BANC CORP COM 045487105 166 13,514 SH SOLE 13,514 * ASSURED GUARANTY LTD COM G0585R106 863 65,059 SH SOLE 65,059 * ASTEC INDS INC COM 046224101 769 27,724 SH SOLE 27,724 * AT&T INC COM 00206R102 900 37,200 SH SOLE 37,200 * ATHEROS COMMUNICATIONS INC COM 04743P108 1,469 53,358 SH SOLE 53,358 * ATLANTIC TELE NETWORK INC COM NEW 049079205 296 7,173 SH SOLE 7,173 * ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 444 9,341 SH SOLE 9,341 * ATMEL CORP COM 049513104 252 52,518 SH SOLE 52,518 * ATMI INC COM 00207R101 324 22,111 SH SOLE 22,111 * AU OPTRONICS CORP SPONSORED ADR 002255107 1,436 161,736 SH SOLE 161,736 * AUTODESK INC COM 052769106 2,046 83,991 SH SOLE 83,991 * AUTONATION INC COM 05329W102 205 10,511 SH SOLE 10,511 * AUTOZONE INC COM 053332102 368 1,903 SH SOLE 1,903 * AVERY DENNISON CORP COM 053611109 1,143 35,583 SH SOLE 35,583 * BALLY TECHNOLOGIES INC COM 05874B107 2,749 84,883 SH SOLE 84,883 * BARD C R INC COM 067383109 1,651 21,300 SH SOLE 21,300 * BARNES & NOBLE INC COM 067774109 275 21,342 SH SOLE 21,342
* BAXTER INTL INC COM 071813109 1,107 27,228 SH SOLE 27,228 * BE AEROSPACE INC COM 073302101 779 30,617 SH SOLE 30,617 * BEBE STORES INC COM 075571109 197 30,800 SH SOLE 30,800 * BECKMAN COULTER INC COM 075811109 4,103 68,058 SH SOLE 68,058 * BECTON DICKINSON & CO COM 075887109 1,941 28,706 SH SOLE 28,706 * BED BATH & BEYOND INC COM 075896100 545 14,687 SH SOLE 14,687 * BELDEN INC COM 077454106 423 19,205 SH SOLE 19,205 * BENCHMARK ELECTRS INC COM 08160H101 475 29,991 SH SOLE 29,991 * BERRY PETE CO CL A 085789105 273 10,600 SH SOLE 10,600 * BEST BUY INC COM 086516101 2,634 77,793 SH SOLE 77,793 * BIG LOTS INC COM 089302103 753 23,452 SH SOLE 23,452 * BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 1,983 89,460 SH SOLE 89,460 * BIOVAIL CORP COM 09067J109 192 10,000 SH SOLE 10,000 * BJS RESTAURANTS INC COM 09180C106 1,145 48,502 SH SOLE 48,502 * BJS WHOLESALE CLUB INC COM 05548J106 327 8,844 SH SOLE 8,844 * BLACKROCK INC COM 09247X101 1,599 11,149 SH SOLE 11,149 * BLOCK H & R INC COM 093671105 718 45,732 SH SOLE 45,732 * BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 1,227 40,798 SH SOLE 40,798 * BOB EVANS FARMS INC COM 096761101 388 15,742 SH SOLE 15,742 * BORGWARNER INC COM 099724106 634 16,972 SH SOLE 16,972 * BOSTON SCIENTIFIC CORP COM 101137107 323 55,681 SH SOLE 55,681 * BP PLC SPONSORED ADR 055622104 20,216 700,000 SH CALL SOLE 700,000 * BRADY CORP CL A 104674106 1,106 44,387 SH SOLE 44,387 * BRE PROPERTIES INC CL A 05564E106 648 17,552 SH SOLE 17,552 * BRIGGS & STRATTON CORP COM 109043109 677 39,769 SH SOLE 39,769 * BRIGHAM EXPLORATION CO COM 109178103 1,191 77,409 SH SOLE 77,409 * BRIGHTPOINT INC COM NEW 109473405 659 94,185 SH SOLE 94,185 * BRINKER INTL INC COM 109641100 276 19,053 SH SOLE 19,053 * BROWN & BROWN INC COM 115236101 255 13,322 SH SOLE 13,322
* BRUKER CORP COM 116794108 1,000 82,232 SH SOLE 82,232 * BRUNSWICK CORP COM 117043109 496 39,890 SH SOLE 39,890 * BUFFALO WILD WINGS INC COM 119848109 254 6,939 SH SOLE 6,939 * BURGER KING HLDGS INC COM 121208201 2,615 155,279 SH SOLE 155,279 * CA INC COM 12673P105 1,511 82,100 SH SOLE 82,100 * CABLEVISION SYS CORP CL A NY CABLVS 12686C109 325 13,540 SH SOLE 13,540 * CABOT CORP COM 127055101 330 13,689 SH SOLE 13,689 * CACI INTL INC CL A 127190304 782 18,400 SH SOLE 18,400 * CALLAWAY GOLF CO COM 131193104 320 52,991 SH SOLE 52,991 * CAMERON INTERNATIONAL CORP COM 13342B105 472 14,500 SH SOLE 14,500 * CAMPBELL SOUP CO COM 134429109 1,153 32,172 SH SOLE 32,172 * CANON INC ADR 138006309 828 22,186 SH SOLE 22,186 * CAPITAL ONE FINL CORP COM 14040H105 626 15,535 SH SOLE 15,535 * CARBO CERAMICS INC COM 140781105 493 6,830 SH SOLE 6,830 * CARDIONET INC COM 14159L103 63 11,425 SH SOLE 11,425 * CAREER EDUCATION CORP COM 141665109 8,069 350,542 SH SOLE 350,542 * CAREER EDUCATION CORP COM 141665109 9,208 400,000 SH PUT SOLE 400,000 * CARMAX INC COM 143130102 316 15,878 SH SOLE 15,878 * CARPENTER TECHNOLOGY CORP COM 144285103 627 19,109 SH SOLE 19,109 * CASEYS GEN STORES INC COM 147528103 264 7,578 SH SOLE 7,578 * CATALYST HEALTH SOLUTIONS IN COM 14888B103 898 26,037 SH SOLE 26,037 * CATHAY GENERAL BANCORP COM 149150104 112 10,880 SH SOLE 10,880 * CBEYOND INC COM 149847105 821 65,710 SH SOLE 65,710 * CEC ENTMT INC COM 125137109 239 6,778 SH SOLE 6,778 * CELANESE CORP DEL COM SER A 150870103 894 35,900 SH SOLE 35,900 * CELESTICA INC SUB VTG SHS 15101Q108 109 13,416 SH SOLE 13,416 * CENTRAL EUROPEAN DIST CORP COM 153435102 795 37,187 SH SOLE 37,187 * CENTURYLINK INC COM 156700106 9,840 295,402 SH SOLE 295,402 * CERAGON NETWORKS LTD ORD M22013102 1,638 221,317 SH SOLE 221,317
* CERNER CORP COM 156782104 1,013 13,350 SH SOLE 13,350 * CHECK POINT SOFTWARE TECH LT ORD M22465104 3,219 109,200 SH SOLE 109,200 * CHEESECAKE FACTORY INC COM 163072101 1,225 55,044 SH SOLE 55,044 * CHEMED CORP NEW COM 16359R103 294 5,374 SH SOLE 5,374 * CHEVRON CORP NEW COM 166764100 1,128 16,620 SH SOLE 16,620 * CHICOS FAS INC COM 168615102 191 19,372 SH SOLE 19,372 * CHILDRENS PL RETAIL STORES I COM 168905107 930 21,138 SH SOLE 21,138 * CHIMERA INVT CORP COM 16934Q109 12,635 3,500,000 SH SOLE 3,500,000 * CHURCH & DWIGHT INC COM 171340102 243 3,877 SH SOLE 3,877 * CIENA CORP COM NEW 171779309 957 75,505 SH SOLE 75,505 * CIMAREX ENERGY CO COM 171798101 1,077 15,050 SH SOLE 15,050 * CINTAS CORP COM 172908105 1,327 55,365 SH SOLE 55,365 * CISCO SYS INC COM 17275R102 627 29,400 SH SOLE 29,400 * CITIGROUP INC COM 172967101 13,951 3,710,301 SH SOLE 3,710,301 * CITIGROUP INC COM 172967101 6,204 1,650,000 SH CALL SOLE 1,650,000 * CITRIX SYS INC COM 177376100 1,575 37,301 SH SOLE 37,301 * CNO FINL GROUP INC COM 12621E103 136 27,564 SH SOLE 27,564 * COEUR D ALENE MINES CORP IDA COM NEW 192108504 324 20,510 SH SOLE 20,510 * COGNEX CORP COM 192422103 252 14,318 SH SOLE 14,318 * COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,196 23,884 SH SOLE 23,884 * COINSTAR INC COM 19259P300 22,305 519,093 SH SOLE 519,093 * COLDWATER CREEK INC COM 193068103 920 273,915 SH SOLE 273,915 * COLLECTIVE BRANDS INC COM 19421W100 5,021 317,815 SH SOLE 317,815 * COLUMBIA BKG SYS INC COM 197236102 634 34,709 SH SOLE 34,709 * COMCAST CORP NEW CL A 20030N101 212 12,183 SH SOLE 12,183 * COMERICA INC COM 200340107 217 5,892 SH SOLE 5,892 * COMMERCE BANCSHARES INC COM 200525103 1,478 41,063 SH SOLE 41,063 * COMMSCOPE INC COM 203372107 937 39,399 SH SOLE 39,399 * COMMUNITY HEALTH SYS INC NEW COM 203668108 593 17,531 SH SOLE 17,531
* COMPLETE PRODUCTION SERVICES COM 20453E109 293 20,500 SH SOLE 20,500 * COMPUTER SCIENCES CORP COM 205363104 1,576 34,821 SH SOLE 34,821 * COMTECH TELECOMMUNICATIONS C COM NEW 205826209 323 10,788 SH SOLE 10,788 * CONAGRA FOODS INC COM 205887102 473 20,303 SH SOLE 20,303 * CONOCOPHILLIPS COM 20825C104 839 17,087 SH SOLE 17,087 * CONSTANT CONTACT INC COM 210313102 2,770 129,878 SH SOLE 129,878 * CONSTELLATION BRANDS INC CL A 21036P108 1,599 102,400 SH SOLE 102,400 * CONVERGYS CORP COM 212485106 249 25,400 SH SOLE 25,400 * CON-WAY INC COM 205944101 3,637 121,146 SH SOLE 121,146 * CORRECTIONS CORP AMER NEW COM NEW 22025Y407 21,676 1,136,042 SH SOLE 1,136,042 * COSTCO WHSL CORP NEW COM 22160K105 1,649 30,080 SH SOLE 30,080 * COUSINS PPTYS INC COM 222795106 256 37,914 SH SOLE 37,914 * COVANCE INC COM 222816100 1,204 23,451 SH SOLE 23,451 * COVENTRY HEALTH CARE INC COM 222862104 531 30,033 SH SOLE 30,033 * CRACKER BARREL OLD CTRY STOR COM 22410J106 233 5,000 SH SOLE 5,000 * CRANE CO COM 224399105 801 26,521 SH SOLE 26,521 * CRAY INC COM NEW 225223304 64 11,402 SH SOLE 11,402 * CROWN HOLDINGS INC COM 228368106 295 11,794 SH SOLE 11,794 * CSG SYS INTL INC COM 126349109 224 12,230 SH SOLE 12,230 * CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 248 6,600 SH SOLE 6,600 * CUMMINS INC COM 231021106 539 8,281 SH SOLE 8,281 * CURTISS WRIGHT CORP COM 231561101 401 13,820 SH SOLE 13,820 * CYPRESS SEMICONDUCTOR CORP COM 232806109 397 39,500 SH SOLE 39,500 * CYTEC INDS INC COM 232820100 393 9,830 SH SOLE 9,830 * DAKTRONICS INC COM 234264109 146 19,500 SH SOLE 19,500 * DARLING INTL INC COM 237266101 85 11,359 SH SOLE 11,359 * DAVITA INC COM 23918K108 1,350 21,627 SH SOLE 21,627 * DEALERTRACK HLDGS INC COM 242309102 848 51,567 SH SOLE 51,567 * DECKERS OUTDOOR CORP COM 243537107 973 6,810 SH SOLE 6,810
* DEL MONTE FOODS CO COM 24522P103 1,384 96,194 SH SOLE 96,194 * DENBURY RES INC COM NEW 247916208 911 62,209 SH SOLE 62,209 * DEVELOPERS DIVERSIFIED RLTY COM 251591103 351 35,500 SH SOLE 35,500 * DEVRY INC DEL COM 251893103 887 16,900 SH SOLE 16,900 * DIAMOND FOODS INC COM 252603105 1,369 33,307 SH SOLE 33,307 * DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,224 35,761 SH SOLE 35,761 * DIANA SHIPPING INC COM Y2066G104 179 15,867 SH SOLE 15,867 * DICKS SPORTING GOODS INC COM 253393102 695 27,920 SH SOLE 27,920 * DIEBOLD INC COM 253651103 587 21,541 SH SOLE 21,541 * DILLARDS INC CL A 254067101 452 21,036 SH SOLE 21,036 * DINEEQUITY INC COM 254423106 258 9,253 SH SOLE 9,253 * DIODES INC COM 254543101 247 15,566 SH SOLE 15,566 * DIONEX CORP COM 254546104 285 3,822 SH SOLE 3,822 * DIRECTV COM CL A 25490A101 1,529 45,079 SH SOLE 45,079 * DISNEY WALT CO COM DISNEY 254687106 394 12,500 SH SOLE 12,500 * DOLBY LABORATORIES INC COM 25659T107 2,379 37,948 SH SOLE 37,948 * DOLLAR FINL CORP COM 256664103 2,302 116,299 SH SOLE 116,299 * DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 15,144 355,405 SH SOLE 355,405 * DOLLAR TREE INC COM 256746108 291 6,985 SH SOLE 6,985 * DOMINOS PIZZA INC COM 25754A201 1,025 90,698 SH SOLE 90,698 * DONALDSON INC COM 257651109 567 13,298 SH SOLE 13,298 * DPL INC COM 233293109 255 10,661 SH SOLE 10,661 * DREAMWORKS ANIMATION SKG INC CL A 26153C103 1,017 35,633 SH SOLE 35,633 * DRESSER-RAND GROUP INC COM 261608103 391 12,400 SH SOLE 12,400 * DU PONT E I DE NEMOURS & CO COM 263534109 1,677 48,493 SH SOLE 48,493 * DUKE REALTY CORP COM NEW 264411505 219 19,263 SH SOLE 19,263 * DUPONT FABROS TECHNOLOGY INC COM 26613Q106 513 20,869 SH SOLE 20,869 * DYNEGY INC DEL COM 26817G300 40 10,296 SH SOLE 10,296 * E TRADE FINANCIAL CORP COM NEW 269246401 483 40,830 SH SOLE 40,830
* EASTGROUP PPTY INC COM 277276101 315 8,842 SH SOLE 8,842 * EBAY INC COM 278642103 1,012 51,600 SH SOLE 51,600 * EDUCATION MGMT CORP NEW COM 28140M103 1,556 102,055 SH SOLE 102,055 * EL PASO CORP COM 28336L109 1,396 125,623 SH SOLE 125,623 * ELECTRONIC ARTS INC COM 285512109 315 21,864 SH SOLE 21,864 * EMDEON INC CL A 29084T104 1,603 127,919 SH SOLE 127,919 * ENBRIDGE ENERGY PARTNERS L P COM 29250R106 2,302 43,922 SH SHARED 43,922 * ENDO PHARMACEUTICALS HLDGS I COM 29264F205 673 30,841 SH SOLE 30,841 * ENERGIZER HLDGS INC COM 29266R108 1,785 35,503 SH SOLE 35,503 * ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 9,098 269,575 SH SHARED 269,575 * ENERSYS COM 29275Y102 1,497 70,042 SH SOLE 70,042 * ENSCO PLC SPONSORED ADR 29358Q109 1,109 28,240 SH SOLE 28,240 * ENTEGRIS INC COM 29362U104 138 34,800 SH SOLE 34,800 * ENTERGY CORP NEW COM 29364G103 464 6,474 SH SOLE 6,474 * ENTERPRISE GP HLDGS L P UNIT LP INT 293716106 1,108 23,368 SH SOLE 23,368 * ENTERPRISE PRODS PARTNERS L COM 293792107 6,102 172,528 SH SHARED 172,528 * ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 352 9,240 SH SOLE 9,240 * EOG RES INC COM 26875P101 320 3,249 SH SOLE 3,249 * EQUIFAX INC COM 294429105 1,973 70,307 SH SOLE 70,307 * EQUINIX INC COM NEW 29444U502 850 10,471 SH SOLE 10,471 * ESTERLINE TECHNOLOGIES CORP COM 297425100 731 15,416 SH SOLE 15,416 * EVEREST RE GROUP LTD COM G3223R108 795 11,244 SH SOLE 11,244 * EXCEL MARITIME CARRIERS LTD COM V3267N107 362 70,707 SH SOLE 70,707 * EXPEDIA INC DEL COM 30212P105 1,163 61,933 SH SOLE 61,933 * EXPEDITORS INTL WASH INC COM 302130109 949 27,486 SH SOLE 27,486 * EXXON MOBIL CORP COM 30231G102 13,586 238,066 SH SHARED 238,066 * EXXON MOBIL CORP COM 30231G102 14,268 250,000 SH CALL SOLE 250,000 * EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 599 34,243 SH SOLE 34,243 * EZCORP INC CL A NON VTG 302301106 467 25,195 SH SOLE 25,195
* FACTSET RESH SYS INC COM 303075105 2,351 35,095 SH SOLE 35,095 * FAIR ISAAC CORP COM 303250104 227 10,421 SH SOLE 10,421 * FAIRCHILD SEMICONDUCTOR INTL COM 303726103 571 67,883 SH SOLE 67,883 * FAMILY DLR STORES INC COM 307000109 802 21,270 SH SOLE 21,270 * FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 609 8,666 SH SOLE 8,666 * FERRO CORP COM 315405100 515 69,832 SH SOLE 69,832 * FIDELITY NATL INFORMATION SV COM 31620M106 4,077 152,000 SH PUT SOLE 152,000 * FINISH LINE INC CL A 317923100 825 59,233 SH SOLE 59,233 * FIRST CASH FINL SVCS INC COM 31942D107 251 11,502 SH SOLE 11,502 * FIRST COMWLTH FINL CORP PA COM 319829107 68 12,941 SH SOLE 12,941 * FIRST FINL BANCORP OH COM 320209109 628 41,976 SH SOLE 41,976 * FIRST HORIZON NATL CORP COM 320517105 686 59,908 SH SOLE 59,908 * FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,543 320,073 SH SOLE 320,073 * FIRST NIAGARA FINL GP INC COM 33582V108 135 10,810 SH SOLE 10,810 * FIRSTMERIT CORP COM 337915102 297 17,364 SH SOLE 17,364 * FLEXTRONICS INTL LTD ORD Y2573F102 501 89,415 SH SOLE 89,415 * FLIR SYS INC COM 302445101 358 12,307 SH SOLE 12,307 * FLOWERS FOODS INC COM 343498101 2,092 85,630 SH SOLE 85,630 * FLOWSERVE CORP COM 34354P105 916 10,801 SH SOLE 10,801 * FLUOR CORP NEW COM 343412102 400 9,416 SH SOLE 9,416 * FNB CORP PA COM 302520101 85 10,553 SH SOLE 10,553 * FOOT LOCKER INC COM 344849104 1,116 88,460 SH SOLE 88,460 * FOREST CITY ENTERPRISES INC CL A 345550107 773 68,301 SH SOLE 68,301 * FOREST OIL CORP COM PAR $0.01 346091705 336 12,276 SH SOLE 12,276 * FOSSIL INC COM 349882100 819 23,596 SH SOLE 23,596 * FOSTER WHEELER AG COM H27178104 438 20,780 SH SOLE 20,780 * FRONTIER OIL CORP COM 35914P105 339 25,172 SH SOLE 25,172 * FURNITURE BRANDS INTL INC COM 360921100 107 20,444 SH SOLE 20,444 * GAMESTOP CORP NEW CL A 36467W109 1,606 85,477 SH SOLE 85,477
* GAP INC DEL COM 364760108 1,513 77,742 SH SOLE 77,742 * GARDNER DENVER INC COM 365558105 779 17,481 SH SOLE 17,481 * GATX CORP COM 361448103 2,151 80,618 SH SOLE 80,618 * GAYLORD ENTMT CO NEW COM 367905106 1,182 53,505 SH SOLE 53,505 * GENCO SHIPPING & TRADING LTD SHS Y2685T107 1,686 112,487 SH SOLE 112,487 * GENERAL CABLE CORP DEL NEW COM 369300108 3,049 114,419 SH SOLE 114,419 * GENERAL DYNAMICS CORP COM 369550108 1,263 21,563 SH SOLE 21,563 * GENERAL GROWTH PPTYS INC COM 370021107 18,266 1,377,510 SH SOLE 1,377,510 * GENERAL MARITIME CORP NEW SHS Y2693R101 1,774 293,781 SH SOLE 293,781 * GENERAL MOLY INC COM 370373102 137 44,596 SH SOLE 44,596 * GENESEE & WYO INC CL A 371559105 1,903 51,006 SH SOLE 51,006 * GENPACT LIMITED SHS G3922B107 247 15,914 SH SOLE 15,914 * GEN-PROBE INC NEW COM 36866T103 449 9,893 SH SOLE 9,893 * GENTEX CORP COM 371901109 242 13,454 SH SOLE 13,454 * G-III APPAREL GROUP LTD COM 36237H101 256 11,178 SH SOLE 11,178 * GLATFELTER COM 377316104 472 43,463 SH SOLE 43,463 * GLG PARTNERS INC COM 37929X107 9947 2,271,094 SH SOLE 2,271,094 * GLOBAL CASH ACCESS HLDGS INC COM 378967103 78 10,794 SH SOLE 10,794 * GLOBAL INDS LTD COM 379336100 73 16,220 SH SOLE 16,220 * GOLDMAN SACHS GROUP INC COM 38141G104 39,381 300,000 SH CALL SOLE 300,000 * GOLDMAN SACHS GROUP INC COM 38141G104 6,564 50,000 SH PUT SOLE 50,000 * GOOGLE INC CL A 38259P508 1,780 4,000 SH SOLE 4,000 * GRAINGER W W INC COM 384802104 1,591 16,000 SH SOLE 16,000 * GREAT PLAINS ENERGY INC COM 391164100 556 32,657 SH SOLE 32,657 * GREEN MTN COFFEE ROASTERS IN COM 393122106 1,998 77,755 SH SOLE 77,755 * GREENHILL & CO INC COM 395259104 247 4,037 SH SOLE 4,037 * GROUP 1 AUTOMOTIVE INC COM 398905109 678 28,797 SH SOLE 28,797 * GROUPE CGI INC CL A SUB VTG 39945C109 200 13,400 SH SOLE 13,400 * GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 662 38,000 SH SOLE 38,000 * GSI COMMERCE INC COM 36238G102 1,331 46,230 SH SOLE 46,230
* GUESS INC COM 401617105 1,116 35,721 SH SOLE 35,721 * GYMBOREE CORP COM 403777105 242 5,661 SH SOLE 5,661 * HAEMONETICS CORP COM 405024100 268 5,008 SH SOLE 5,008 * HAIN CELESTIAL GROUP INC COM 405217100 802 39,760 SH SOLE 39,760 * HARLEY DAVIDSON INC COM 412822108 622 27,997 SH SOLE 27,997 * HARMONIC INC COM 413160102 110 20,253 SH SOLE 20,253 * HARSCO CORP COM 415864107 402 17,087 SH SOLE 17,087 * HCC INS HLDGS INC COM 404132102 817 32,991 SH SOLE 32,991 * HEADWATERS INC COM 42210P102 496 174,523 SH SOLE 174,523 * HEALTH MGMT ASSOC INC NEW CL A 421933102 891 114,695 SH SOLE 114,695 * HEINZ H J CO COM 423074103 1,556 36,000 SH SOLE 36,000 * HENRY JACK & ASSOC INC COM 426281101 1,222 51,190 SH SOLE 51,190 * HERCULES OFFSHORE INC COM 427093109 164 67,358 SH SOLE 67,358 * HERSHA HOSPITALITY TR SH BEN INT A 427825104 228 50,546 SH SOLE 50,546 * HERTZ GLOBAL HOLDINGS INC COM 42805T105 891 94,200 SH SOLE 94,200 * HEWITT ASSOCS INC COM 42822Q100 1,033 29,973 SH SOLE 29,973 * HEWLETT PACKARD CO COM 428236103 554 12,800 SH SOLE 12,800 * HHGREGG INC COM 42833L108 1,021 43,796 SH SOLE 43,796 * HITTITE MICROWAVE CORP COM 43365Y104 332 7,420 SH SOLE 7,420 * HOLLY CORP COM PAR $0.01 435758305 350 13,174 SH SOLE 13,174 * HOLOGIC INC COM 436440101 3,172 227,693 SH SOLE 227,693 * HOME DEPOT INC COM 437076102 1,098 39,100 SH SOLE 39,100 * HOME PROPERTIES INC COM 437306103 1,064 23,611 SH SOLE 23,611 * HONEYWELL INTL INC COM 438516106 585 15,000 SH SOLE 15,000 * HORACE MANN EDUCATORS CORP N COM 440327104 181 11,824 SH SOLE 11,824 * HORNBECK OFFSHORE SVCS INC N COM 440543106 1,041 71,297 SH SOLE 71,297 * HOSPIRA INC COM 441060100 343 5,975 SH SOLE 5,975 * HOST HOTELS & RESORTS INC COM 44107P104 145 10,793 SH SOLE 10,793 * HUBBELL INC CL B 443510201 809 20,379 SH SOLE 20,379
* HUNT J B TRANS SVCS INC COM 445658107 838 25,656 SH SOLE 25,656 * HUNTINGTON BANCSHARES INC COM 446150104 391 70,626 SH SOLE 70,626 * IAC INTERACTIVECORP COM PAR $.001 44919P508 656 29,872 SH SOLE 29,872 * IAMGOLD CORP COM 450913108 1,116 63,129 SH SOLE 63,129 * IBERIABANK CORP COM 450828108 558 10,847 SH SOLE 10,847 * IDENIX PHARMACEUTICALS INC COM 45166R204 56 11,100 SH SOLE 11,100 * IDEX CORP COM 45167R104 1,334 46,686 SH SOLE 46,686 * II VI INC COM 902104108 328 11,058 SH SOLE 11,058 * ILLINOIS TOOL WKS INC COM 452308109 1,006 24,365 SH SOLE 24,365 * INERGY L P UNIT LTD PTNR 456615103 795 20,093 SH SHARED 20,093 * INFORMATICA CORP COM 45666Q102 534 22,353 SH SOLE 22,353 * INGERSOLL-RAND PLC SHS G47791101 1,132 32,829 SH SOLE 32,829 * INNOPHOS HOLDINGS INC COM 45774N108 959 36,779 SH SOLE 36,779 * INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 292 7,893 SH SOLE 7,893 * INTEGRATED DEVICE TECHNOLOGY COM 458118106 97 19,601 SH SOLE 19,601 * INTEL CORP COM 458140100 10,262 527,600 SH SOLE 527,600 * INTERMEC INC COM 458786100 482 47,066 SH SOLE 47,066 * INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,195 28,181 SH SOLE 28,181 * INTERPUBLIC GROUP COS INC COM 460690100 1,292 181,145 SH SOLE 181,145 * INTREPID POTASH INC COM 46121Y102 1,102 56,301 SH SOLE 56,301 * INTUITIVE SURGICAL INC COM NEW 46120E602 1,548 4,904 SH SOLE 4,904 * INVESCO LTD SHS G491BT108 731 43,455 SH SOLE 43,455 * INVESCO MORTGAGE CAPITAL INC COM 46131B100 5,142 256,972 SH SOLE 256,972 * IRIDIUM COMMUNICATIONS INC COM 46269C102 303 30,200 SH SOLE 30,200 * IRON MTN INC COM 462846106 1,108 49,348 SH SOLE 49,348 * ISHARES TR INDEX DJ US REAL EST 464287739 12,235 259,500 SH PUT SOLE 259,500 * ITC HLDGS CORP COM 465685105 390 7,375 SH SOLE 7,375 * ITRON INC COM 465741106 2,307 37,310 SH SOLE 37,310 * ITT CORP NEW COM 450911102 959 21,340 SH SOLE 21,340
* J CREW GROUP INC COM 46612H402 469 12,746 SH SOLE 12,746 * JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 139 29,857 SH SOLE 29,857 * JABIL CIRCUIT INC COM 466313103 327 24,568 SH SOLE 24,568 * JACOBS ENGR GROUP INC DEL COM 469814107 577 15,823 SH SOLE 15,823 * JAMES RIVER COAL CO COM NEW 470355207 534 33,527 SH SOLE 33,527 * JDA SOFTWARE GROUP INC COM 46612K108 696 31,643 SH SOLE 31,643 * JDS UNIPHASE CORP COM PAR $0.001 46612J507 925 93,965 SH SOLE 93,965 * JO-ANN STORES INC COM 47758P307 216 5,769 SH SOLE 5,769 * JOHNSON & JOHNSON COM 478160104 1,146 19,400 SH SOLE 19,400 * JOHNSON CTLS INC COM 478366107 258 9,608 SH SOLE 9,608 * JONES APPAREL GROUP INC COM 480074103 625 39,442 SH SOLE 39,442 * JOS A BANK CLOTHIERS INC COM 480838101 1,207 22,363 SH SOLE 22,363 * JOY GLOBAL INC COM 481165108 1,226 24,469 SH SOLE 24,469 * JPMORGAN CHASE & CO COM 46625H100 9,153 250,000 SH SOLE 250,000 * JPMORGAN CHASE & CO COM 46625H100 7,322 200,000 SH CALL SOLE 200,000 * KANSAS CITY SOUTHERN COM NEW 485170302 397 10,921 SH SOLE 10,921 * KAYDON CORP COM 486587108 760 23,132 SH SOLE 23,132 * KB HOME COM 48666K109 383 34,792 SH SOLE 34,792 * KELLOGG CO COM 487836108 568 11,300 SH SOLE 11,300 * KENNAMETAL INC COM 489170100 808 31,773 SH SOLE 31,773 * KEY ENERGY SVCS INC COM 492914106 677 73,711 SH SOLE 73,711 * KIMBERLY CLARK CORP COM 494368103 535 8,820 SH SOLE 8,820 * KINDER MORGAN MANAGEMENT LLC SHS 49455U100 12,582 222,334 SH SHARED 222,334 * KINETIC CONCEPTS INC COM NEW 49460W208 976 26,739 SH SOLE 26,739 * KING PHARMACEUTICALS INC COM 495582108 109 14,400 SH SOLE 14,400 * KNIGHT CAP GROUP INC CL A COM 499005106 2,388 173,135 SH SOLE 173,135 * KNOLL INC COM NEW 498904200 323 24,272 SH SOLE 24,272 * KOHLS CORP COM 500255104 734 15,445 SH SOLE 15,445 * KORN FERRY INTL COM NEW 500643200 605 43,534 SH SOLE 43,534
* KROGER CO COM 501044101 839 42,628 SH SOLE 42,628 * L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,650 23,286 SH SOLE 23,286 * LAM RESEARCH CORP COM 512807108 314 8,245 SH SOLE 8,245 * LAMAR ADVERTISING CO CL A 512815101 1,032 42,097 SH SOLE 42,097 * LANCE INC COM 514606102 252 15,300 SH SOLE 15,300 * LANDSTAR SYS INC COM 515098101 1,780 45,645 SH SOLE 45,645 * LAS VEGAS SANDS CORP COM 517834107 1,842 83,208 SH SOLE 83,208 * LAUDER ESTEE COS INC CL A 518439104 1,566 28,100 SH SOLE 28,100 * LEAP WIRELESS INTL INC COM NEW 521863308 315 24,257 SH SOLE 24,257 * LEAPFROG ENTERPRISES INC CL A 52186N106 763 189,813 SH SOLE 189,813 * LEGGETT & PLATT INC COM 524660107 235 11,700 SH SOLE 11,700 * LENNAR CORP CL A 526057104 262 18,804 SH SOLE 18,804 * LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 116 11,000 SH SOLE 11,000 * LIFE TIME FITNESS INC COM 53217R207 521 16,394 SH SOLE 16,394 * LIMITED BRANDS INC COM 532716107 1,262 57,197 SH SOLE 57,197 * LINCOLN EDL SVCS CORP COM 533535100 1,234 59,945 SH SOLE 59,945 * LINCOLN ELEC HLDGS INC COM 533900106 419 8,212 SH SOLE 8,212 * LITTELFUSE INC COM 537008104 210 6,649 SH SOLE 6,649 * LIVE NATION ENTERTAINMENT IN COM 538034109 298 28,483 SH SOLE 28,483 * LKQ CORP COM 501889208 1,256 65,169 SH SOLE 65,169 * LOCKHEED MARTIN CORP COM 539830109 976 13,100 SH SOLE 13,100 * LONGTOP FINL TECHNOLOGIES LT ADR 54318P108 743 22,917 SH SOLE 22,917 * LOWES COS INC COM 548661107 908 44,485 SH SOLE 44,485 * LUBRIZOL CORP COM 549271104 1,061 13,206 SH SOLE 13,206 * MACERICH CO COM 554382101 357 9,574 SH SOLE 9,574 * MACYS INC COM 55616P104 725 40,487 SH SOLE 40,487 * MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 2,601 55,626 SH SHARED 55,626 * MANPOWER INC COM 56418H100 528 12,223 SH SOLE 12,223 * MANTECH INTL CORP CL A 564563104 1,120 26,309 SH SOLE 26,309
* MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 2,087 63,794 SH SHARED 63,794 * MARRIOTT INTL INC NEW CL A 571903202 2,478 82,750 SH SOLE 82,750 * MARSH & MCLENNAN COS INC COM 571748102 1,165 51,681 SH SOLE 51,681 * MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,535 97,379 SH SOLE 97,379 * MASTEC INC COM 576323109 242 25,747 SH SOLE 25,747 * MAXIM INTEGRATED PRODS INC COM 57772K101 1,050 62,767 SH SOLE 62,767 * MCCORMICK & CO INC COM NON VTG 579780206 438 11,537 SH SOLE 11,537 * MCKESSON CORP COM 58155Q103 1,437 21,404 SH SOLE 21,404 * MEADWESTVACO CORP COM 583334107 233 10,500 SH SOLE 10,500 * MEDICAL PPTYS TRUST INC COM 58463J304 130 13,721 SH SOLE 13,721 * MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1,132 51,759 SH SOLE 51,759 * MEDNAX INC COM 58502B106 928 16,688 SH SOLE 16,688 * MEDTRONIC INC COM 585055106 1,690 46,600 SH SOLE 46,600 * MELCO CROWN ENTMT LTD ADR 585464100 898 240,232 SH SOLE 240,232 * MEMC ELECTR MATLS INC COM 552715104 298 30,129 SH SOLE 30,129 * MENS WEARHOUSE INC COM 587118100 200 10,914 SH SOLE 10,914 * MEREDITH CORP COM 589433101 20,781 667,541 SH SOLE 667,541 * MERIDIAN BIOSCIENCE INC COM 589584101 1,526 89,768 SH SOLE 89,768 * METHANEX CORP COM 59151K108 1,082 54,827 SH SOLE 54,827 * METROPCS COMMUNICATIONS INC COM 591708102 1,174 143,312 SH SOLE 143,312 * MF GLOBAL HLDGS LTD COM 55277J108 507 88,865 SH SOLE 88,865 * MFA FINANCIAL INC COM 55272X102 1,728 233,519 SH SOLE 233,519 * MGIC INVT CORP WIS COM 552848103 347 50,377 SH SOLE 50,377 * MICROMET INC COM 59509C105 66 10,526 SH SOLE 10,526 * MICROSOFT CORP COM 594918104 6,365 276,604 SH SOLE 276,604 * MICROSOFT CORP COM 594918104 5,753 250,000 SH CALL SOLE 250,000 * MILLICOM INTL CELLULAR S A SHS NEW L6388F110 1,575 19,425 SH SOLE 19,425 * MINDSPEED TECHNOLOGIES INC COM NEW 602682205 386 51,520 SH SOLE 51,520 * MINE SAFETY APPLIANCES CO COM 602720104 660 26,630 SH SOLE 26,630
* MINERALS TECHNOLOGIES INC COM 603158106 374 7,863 SH SOLE 7,863 * MODINE MFG CO COM 607828100 166 21,628 SH SOLE 21,628 * MOHAWK INDS INC COM 608190104 1,422 31,071 SH SOLE 31,071 * MOLEX INC COM 608554101 449 24,601 SH SOLE 24,601 * MOLSON COORS BREWING CO CL B 60871R209 2,440 57,600 SH SOLE 57,600 * MONRO MUFFLER BRAKE INC COM 610236101 313 7,928 SH SOLE 7,928 * MUELLER INDS INC COM 624756102 203 8,242 SH SOLE 8,242 * MURPHY OIL CORP COM 626717102 1,018 20,551 SH SOLE 20,551 * MYLAN INC COM 628530107 231 13,538 SH SOLE 13,538 * NABI BIOPHARMACEUTICALS COM 629519109 88 16,168 SH SOLE 16,168 * NANOMETRICS INC COM 630077105 539 53,431 SH SOLE 53,431 * NATIONAL OILWELL VARCO INC COM 637071101 1,591 48,100 SH SOLE 48,100 * NATIONAL SEMICONDUCTOR CORP COM 637640103 1,145 85,091 SH SOLE 85,091 * NATIONWIDE HEALTH PPTYS INC COM 638620104 254 7,099 SH SOLE 7,099 * NAVIGANT CONSULTING INC COM 63935N107 361 34,747 SH SOLE 34,747 * NAVIOS MARITIME HOLDINGS INC COM Y62196103 188 40,350 SH SOLE 40,350 * NAVISTAR INTL CORP NEW COM 63934E108 913 18,560 SH SOLE 18,560 * NCR CORP NEW COM 62886E108 25,047 2,066,548 SH SOLE 2,066,548 * NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 408 30,411 SH SOLE 30,411 * NETEZZA CORP COM 64111N101 249 18,224 SH SOLE 18,224 * NETFLIX INC COM 64110L106 261 2,401 SH SOLE 2,401 * NETFLIX INC COM 64110L106 10,865 100,000 SH PUT SOLE 100,000 * NETGEAR INC COM 64111Q104 843 47,252 SH SOLE 47,252 * NETLOGIC MICROSYSTEMS INC COM 64118B100 3,222 119,205 SH SOLE 119,205 * NETSUITE INC COM 64118Q107 136 10,797 SH SOLE 10,797 * NEUSTAR INC CL A 64126X201 264 12,814 SH SOLE 12,814 * NEW YORK CMNTY BANCORP INC COM 649445103 1,281 83,872 SH SOLE 83,872 * NEWFIELD EXPL CO COM 651290108 1,617 33,089 SH SOLE 33,089 * NEWMARKET CORP COM 651587107 290 3,324 SH SOLE 3,324
* NII HLDGS INC CL B NEW 62913F201 1,599 49,164 SH SOLE 49,164 * NISKA GAS STORAGE PARTNERS L UNIT LTD LIABI 654678101 1,998 107,665 SH SHARED 107,665 * NORDSON CORP COM 655663102 333 5,942 SH SOLE 5,942 * NORDSTROM INC COM 655664100 888 27,584 SH SOLE 27,584 * NORFOLK SOUTHERN CORP COM 655844108 462 8,700 SH SOLE 8,700 * NU SKIN ENTERPRISES INC CL A 67018T105 1,027 41,198 SH SOLE 41,198 * NUANCE COMMUNICATIONS INC COM 67020Y100 443 29,600 SH SOLE 29,600 * NUCOR CORP COM 670346105 384 10,023 SH SOLE 10,023 * NUSTAR ENERGY LP UNIT COM 67058H102 1,817 31,665 SH SHARED 31,665 * NUVASIVE INC COM 670704105 336 9,470 SH SOLE 9,470 * NV ENERGY INC COM 67073Y106 209 17,664 SH SOLE 17,664 * NVIDIA CORP COM 67066G104 466 45,679 SH SOLE 45,679 * O REILLY AUTOMOTIVE INC COM 686091109 2,234 46,982 SH SOLE 46,982 * OCEANEERING INTL INC COM 675232102 871 19,397 SH SOLE 19,397 * OFFICE DEPOT INC COM 676220106 118 29,111 SH SOLE 29,111 * OFFICEMAX INC DEL COM 67622P101 1,089 83,375 SH SOLE 83,375 * OIL STS INTL INC COM 678026105 1,099 27,761 SH SOLE 27,761 * OLD DOMINION FGHT LINES INC COM 679580100 1,413 40,222 SH SOLE 40,222 * OLD REP INTL CORP COM 680223104 141 11,615 SH SOLE 11,615 * OLIN CORP COM PAR $1 680665205 287 15,865 SH SOLE 15,865 * OMNICOM GROUP INC COM 681919106 384 11,200 SH SOLE 11,200 * ON SEMICONDUCTOR CORP COM 682189105 460 72,031 SH SOLE 72,031 * ONEOK INC NEW COM 682680103 1,163 26,884 SH SHARED 26,884 * OSHKOSH CORP COM 688239201 1,052 33,762 SH SOLE 33,762 * OVERSEAS SHIPHOLDING GROUP I COM 690368105 514 13,882 SH SOLE 13,882 * OWENS & MINOR INC NEW COM 690732102 264 9,298 SH SOLE 9,298 * OWENS CORNING NEW COM 690742101 1,594 53,300 SH SOLE 53,300 * OWENS ILL INC COM NEW 690768403 516 19,500 SH SOLE 19,500 * PACER INTL INC TENN COM 69373H106 116 16,665 SH SOLE 16,665
* PACKAGING CORP AMER COM 695156109 564 25,633 SH SOLE 25,633 * PACTIV CORP COM 695257105 556 19,964 SH SOLE 19,964 * PACWEST BANCORP DEL COM 695263103 241 13,163 SH SOLE 13,163 * PALL CORP COM 696429307 1,085 31,573 SH SOLE 31,573 * PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 179 11,406 SH SOLE 11,406 * PARKER HANNIFIN CORP COM 701094104 657 11,849 SH SOLE 11,849 * PAYCHEX INC COM 704326107 501 19,301 SH SOLE 19,301 * PENGROWTH ENERGY TR TR UNIT NEW 706902509 635 69,322 SH SOLE 69,322 * PEOPLES UNITED FINANCIAL INC COM 712704105 1,763 130,578 SH SOLE 130,578 * PEP BOYS MANNY MOE & JACK COM 713278109 302 34,037 SH SOLE 34,037 * PERKINELMER INC COM 714046109 624 30,200 SH SOLE 30,200 * PETROHAWK ENERGY CORP COM 716495106 5,255 309,693 SH SHARED 309,693 * PETSMART INC COM 716768106 273 9,060 SH SOLE 9,060 * PFIZER INC COM 717081103 526 36,900 SH SOLE 36,900 * PHILLIPS VAN HEUSEN CORP COM 718592108 367 7,942 SH SOLE 7,942 * PILGRIMS PRIDE CORP NEW COM 72147K108 80 12,200 SH SOLE 12,200 * PINNACLE ENTMT INC COM 723456109 312 33,000 SH SOLE 33,000 * PIONEER NAT RES CO COM 723787107 1,395 23,468 SH SOLE 23,468 * PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 4,793 81,650 SH SHARED 81,650 * PLAINS EXPL& PRODTN CO COM 726505100 1,638 79,479 SH SOLE 79,479 * PMC-SIERRA INC COM 69344F106 333 44,310 SH SOLE 44,310 * POLARIS INDS INC COM 731068102 806 14,761 SH SOLE 14,761 * POLO RALPH LAUREN CORP CL A 731572103 934 12,800 SH SOLE 12,800 * POLYONE CORP COM 73179P106 270 32,100 SH SOLE 32,100 * PPL CORP COM 69351T106 2,495 100,002 SH SOLE 100,002 * PRECISION CASTPARTS CORP COM 740189105 4,261 41,404 SH SOLE 41,404 * PREMIERE GLOBAL SVCS INC COM 740585104 70 11,001 SH SOLE 11,001 * PRICELINE COM INC COM NEW 741503403 334 1,893 SH SOLE 1,893 * PROLOGIS SH BEN INT 743410102 119 11,761 SH SOLE 11,761
* PROVIDENT ENERGY TR TR UNIT 74386K104 104 15,093 SH SOLE 15,093 * PSS WORLD MED INC COM 69366A100 902 42,634 SH SOLE 42,634 * PUBLIC STORAGE COM 74460D109 383 4,357 SH SOLE 4,357 * QIAGEN N V ORD N72482107 1,570 81,700 SH SOLE 81,700 * QLOGIC CORP COM 747277101 369 22,176 SH SOLE 22,176 * QUALCOMM INC COM 747525103 1,432 43,600 SH SOLE 43,600 * QUEST SOFTWARE INC COM 74834T103 721 39,940 SH SOLE 39,940 * QUICKSILVER RESOURCES INC COM 74837R104 171 15,501 SH SOLE 15,501 * QUIDEL CORP COM 74838J101 677 53,348 SH SOLE 53,348 * RADIOSHACK CORP COM 750438103 209 10,713 SH SOLE 10,713 * RALCORP HLDGS INC NEW COM 751028101 12,178 222,233 SH SOLE 222,233 * RAYTHEON CO COM NEW 755111507 1,734 35,835 SH SOLE 35,835 * RBC BEARINGS INC COM 75524B104 428 14,747 SH SOLE 14,747 * RED HAT INC COM 756577102 1,498 51,769 SH SOLE 51,769 * RED ROBIN GOURMET BURGERS IN COM 75689M101 243 14,179 SH SOLE 14,179 * REGAL BELOIT CORP COM 758750103 324 5,812 SH SOLE 5,812 * REGAL ENTMT GROUP CL A 758766109 713 54,700 SH SOLE 54,700 * REGENCY CTRS CORP COM 758849103 298 8,676 SH SOLE 8,676 * REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 614 25,430 SH SOLE 25,430 * REGIONS FINANCIAL CORP NEW COM 7591EP100 431 65,537 SH SOLE 65,537 * RELIANCE STEEL & ALUMINUM CO COM 759509102 205 5,670 SH SOLE 5,670 * RENT A CTR INC NEW COM 76009N100 392 19,362 SH SOLE 19,362 * REPUBLIC AWYS HLDGS INC COM 760276105 749 122,621 SH SOLE 122,621 * RESMED INC COM 761152107 608 9,992 SH SOLE 9,992 * RESOURCES CONNECTION INC COM 76122Q105 337 24,760 SH SOLE 24,760 * RF MICRODEVICES INC COM 749941100 517 132,110 SH SOLE 132,110 * RIVERBED TECHNOLOGY INC COM 768573107 879 31,832 SH SOLE 31,832 * ROCK-TENN CO CL A 772739207 572 11,525 SH SOLE 11,525 * ROCKWELL AUTOMATION INC COM 773903109 692 14,100 SH SOLE 14,100
* ROCKWELL COLLINS INC COM 774341101 1,429 26,900 SH SOLE 26,900 * ROCKWOOD HLDGS INC COM 774415103 300 13,236 SH SOLE 13,236 * ROGERS COMMUNICATIONS INC CL B 775109200 213 6,497 SH SOLE 6,497 * ROSS STORES INC COM 778296103 1,141 21,409 SH SOLE 21,409 * RPC INC COM 749660106 318 23,315 SH SOLE 23,315 * RYDER SYS INC COM 783549108 805 20,010 SH SOLE 20,010 * SALESFORCE COM INC COM 79466L302 721 8,400 SH SOLE 8,400 * SALLY BEAUTY HLDGS INC COM 79546E104 225 27,388 SH SOLE 27,388 * SANDISK CORP COM 80004C101 915 21,745 SH SOLE 21,745 * SANDRIDGE ENERGY INC COM 80007P307 7,288 1,250,000 SH CALL SOLE 1,250,000 * SANMINA SCI CORP COM NEW 800907206 196 14,370 SH SOLE 14,370 * SAP AG SPON ADR 803054204 636 14,363 SH SOLE 14,363 * SAVVIS INC COM NEW 805423308 648 43,903 SH SOLE 43,903 * SCANA CORP NEW COM 80589M102 888 24,843 SH SOLE 24,843 * SCHEIN HENRY INC COM 806407102 1,316 23,977 SH SOLE 23,977 * SCHLUMBERGER LTD COM 806857108 576 10,400 SH SOLE 10,400 * SCHLUMBERGER LTD COM 806857108 11,068 200,000 SH CALL SOLE 200,000 * SCHOLASTIC CORP COM 807066105 713 29,565 SH SOLE 29,565 * SCIENTIFIC GAMES CORP CL A 80874P109 184 20,023 SH SOLE 20,023 * SEABRIDGE GOLD INC COM 811916105 623 20,124 SH SOLE 20,124 * SEACOR HOLDINGS INC COM 811904101 318 4,500 SH SOLE 4,500 * SEAGATE TECHNOLOGY SHS G7945J104 645 49,450 SH SOLE 49,450 * SEALED AIR CORP NEW COM 81211K100 396 20,100 SH SOLE 20,100 * SEI INVESTMENTS CO COM 784117103 766 37,624 SH SOLE 37,624 * SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,758 200,000 SH PUT SOLE 200,000 * SERVICE CORP INTL COM 817565104 1,056 142,645 SH SOLE 142,645 * SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 382 9,620 SH SOLE 9,620 * SHAW GROUP INC COM 820280105 882 25,764 SH SOLE 25,764 * SIGMA ALDRICH CORP COM 826552101 403 8,078 SH SOLE 8,078
* SILICON LABORATORIES INC COM 826919102 931 22,960 SH SOLE 22,960 * SILVER WHEATON CORP COM 828336107 255 12,705 SH SOLE 12,705 * SIMON PPTY GROUP INC NEW COM 828806109 297 3,681 SH SOLE 3,681 * SL GREEN RLTY CORP COM 78440X101 396 7,186 SH SOLE 7,186 * SLM CORP COM 78442P106 538 51,821 SH SOLE 51,821 * SM ENERGY CO COM 78454L100 1,151 28,667 SH SOLE 28,667 * SMITH INTL INC COM 832110100 99705 2,648,199 SH SOLE 2,648,199 * SMUCKER J M CO COM NEW 832696405 905 15,027 SH SOLE 15,027 * SOHU COM INC COM 83408W103 1,000 24,325 SH SOLE 24,325 * SOLUTIA INC COM NEW 834376501 255 19,441 SH SOLE 19,441 * SONIC CORP COM 835451105 3,096 399,470 SH SOLE 399,470 * SONUS NETWORKS INC COM 835916107 331 122,205 SH SOLE 122,205 * SONY CORP ADR NEW 835699307 1,339 50,206 SH SOLE 50,206 * SOURCEFIRE INC COM 83616T108 1,243 65,413 SH SOLE 65,413 * SOUTHWESTERN ENERGY CO COM 845467109 1,237 32,020 SH SOLE 32,020 * SOVRAN SELF STORAGE INC COM 84610H108 1,392 40,432 SH SOLE 40,432 * SPDR SERIES TRUST DJ REIT ETF 78464A607 6,443 126,202 SH SOLE 126,202 * SPX CORP COM 784635104 728 13,776 SH SOLE 13,776 * ST JUDE MED INC COM 790849103 590 16,355 SH SOLE 16,355 * STANDARD PAC CORP NEW COM 85375C101 66 19,877 SH SOLE 19,877 * STANLEY BLACK & DECKER INC COM 854502101 568 11,250 SH SOLE 11,250 * STAPLES INC COM 855030102 211 11,053 SH SOLE 11,053 * STARBUCKS CORP COM 855244109 752 30,936 SH SOLE 30,936 * STEELCASE INC CL A 858155203 422 54,417 SH SOLE 54,417 * STERLING BANCSHARES INC COM 858907108 2,197 466,405 SH SOLE 466,405 * STEWART ENTERPRISES INC CL A 860370105 82 15,205 SH SOLE 15,205 * STIFEL FINL CORP COM 860630102 753 17,360 SH SOLE 17,360 * STRYKER CORP COM 863667101 671 13,400 SH SOLE 13,400 * SUN HEALTHCARE GROUP INC COM NEW 866933401 147 18,230 SH SOLE 18,230
* SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 2,800 38,885 SH SHARED 38,885 * SUPERIOR ENERGY SVCS INC COM 868157108 324 17,373 SH SOLE 17,373 * SUPERVALU INC COM 868536103 1,057 97,489 SH SOLE 97,489 * SVB FINL GROUP COM 78486Q101 1,292 31,330 SH SOLE 31,330 * SYBASE INC COM 871130100 204 3,148 SH SOLE 3,148 * SYBASE INC COM 871130100 3,330 51,500 SH PUT SOLE 51,500 * SYKES ENTERPRISES INC COM 871237103 206 14,489 SH SOLE 14,489 * SYMANTEC CORP COM 871503108 143 10,300 SH SOLE 10,300 * SYNOPSYS INC COM 871607107 1,422 68,124 SH SOLE 68,124 * SYNOVUS FINL CORP COM 87161C105 638 251,049 SH SOLE 251,049 * TALBOTS INC COM 874161102 177 17,187 SH SOLE 17,187 * TALECRIS BIOTHERAPEUTICS HLD COM 874227101 51,302 2,431,390 SH SOLE 2,431,390 * TALEO CORP CL A 87424N104 265 10,929 SH SOLE 10,929 * TALISMAN ENERGY INC COM 87425E103 540 35,600 SH SOLE 35,600 * TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 2,118 82,620 SH SHARED 82,620 * TARGET CORP COM 87612E106 233 4,741 SH SOLE 4,741 * TECH DATA CORP COM 878237106 898 25,200 SH SOLE 25,200 * TECHNE CORP COM 878377100 369 6,420 SH SOLE 6,420 * TEKELEC COM 879101103 134 10,138 SH SOLE 10,138 * TELETECH HOLDINGS INC COM 879939106 480 37,259 SH SOLE 37,259 * TELLABS INC COM 879664100 1,896 296,656 SH SOLE 296,656 * TEMPLE INLAND INC COM 879868107 796 38,516 SH SOLE 38,516 * TENET HEALTHCARE CORP COM 88033G100 400 92,100 SH SOLE 92,100 * TENNECO INC COM 880349105 226 10,724 SH SOLE 10,724 * TERADYNE INC COM 880770102 695 71,311 SH SOLE 71,311 * TEREX CORP NEW COM 880779103 721 38,448 SH SOLE 38,448 * TESORO CORP COM 881609101 322 27,622 SH SOLE 27,622 * TESORO CORP COM 881609101 2,918 250,000 SH CALL SOLE 250,000 * TETRA TECH INC NEW COM 88162G103 918 46,827 SH SOLE 46,827
* TETRA TECHNOLOGIES INC DEL COM 88162F105 165 18,118 SH SOLE 18,118 * TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,038 96,900 SH SOLE 96,900 * TEXAS INDS INC COM 882491103 373 12,637 SH SOLE 12,637 * TEXAS INSTRS INC COM 882508104 803 34,500 SH SOLE 34,500 * THERMO FISHER SCIENTIFIC INC COM 883556102 265 5,401 SH SOLE 5,401 * THOMPSON CREEK METALS CO INC COM 884768102 1,492 171,592 SH SOLE 171,592 * THQ INC COM NEW 872443403 271 62,708 SH SOLE 62,708 * TIFFANY & CO NEW COM 886547108 2,485 65,537 SH SOLE 65,537 * TIM HORTONS INC COM 88706M103 1,262 39,366 SH SOLE 39,366 * TIMBERLAND CO CL A 887100105 838 51,873 SH SOLE 51,873 * TIVO INC COM 888706108 9,274 1,256,598 SH SOLE 1,256,598 * TJX COS INC NEW COM 872540109 1,807 43,080 SH SOLE 43,080 * TORCHMARK CORP COM 891027104 664 13,417 SH SOLE 13,417 * TORO CO COM 891092108 953 19,400 SH SOLE 19,400 * TOTAL SYS SVCS INC COM 891906109 1,032 75,906 SH SOLE 75,906 * TOWERS WATSON & CO CL A 891894107 960 24,700 SH SOLE 24,700 * TRACTOR SUPPLY CO COM 892356106 547 8,970 SH SOLE 8,970 * TRANSATLANTIC HLDGS INC COM 893521104 221 4,606 SH SOLE 4,606 * TREEHOUSE FOODS INC COM 89469A104 1,025 22,452 SH SOLE 22,452 * TRIMBLE NAVIGATION LTD COM 896239100 255 9,115 SH SOLE 9,115 * TRIQUINT SEMICONDUCTOR INC COM 89674K103 420 68,800 SH SOLE 68,800 * TRIUMPH GROUP INC NEW COM 896818101 738 11,076 SH SOLE 11,076 * TRW AUTOMOTIVE HLDGS CORP COM 87264S106 540 19,600 SH SOLE 19,600 * TTM TECHNOLOGIES INC COM 87305R109 328 34,576 SH SOLE 34,576 * TW TELECOM INC COM 87311L104 174 10,430 SH SOLE 10,430 * TYSON FOODS INC CL A 902494103 1,406 85,808 SH SOLE 85,808 * U S G CORP COM NEW 903293405 405 33,542 SH SOLE 33,542 * UDR INC COM 902653104 512 26,788 SH SOLE 26,788 * ULTA SALON COSMETCS & FRAG I COM 90384S303 324 13,707 SH SOLE 13,707
* UNILEVER N V N Y SHS NEW 904784709 1,869 68,400 SH SOLE 68,400 * UNISOURCE ENERGY CORP COM 909205106 486 16,104 SH SOLE 16,104 * UNITED NAT FOODS INC COM 911163103 687 23,003 SH SOLE 23,003 * UNITED ONLINE INC COM 911268100 77 13,382 SH SOLE 13,382 * UNITED PARCEL SERVICE INC CL B 911312106 723 12,700 SH SOLE 12,700 * UNITED STATIONERS INC COM 913004107 266 4,891 SH SOLE 4,891 * UNITED TECHNOLOGIES CORP COM 913017109 318 4,900 SH SOLE 4,900 * URBAN OUTFITTERS INC COM 917047102 202 5,882 SH SOLE 5,882 * URS CORP NEW COM 903236107 796 20,229 SH SOLE 20,229 * V F CORP COM 918204108 1,210 17,000 SH SOLE 17,000 * VALASSIS COMMUNICATIONS INC COM 918866104 538 16,966 SH SOLE 16,966 * VALERO ENERGY CORP NEW COM 91913Y100 2,715 151,000 SH CALL SOLE 151,000 * VALMONT INDS INC COM 920253101 746 10,262 SH SOLE 10,262 * VALSPAR CORP COM 920355104 495 16,420 SH SOLE 16,420 * VALUECLICK INC COM 92046N102 321 30,058 SH SOLE 30,058 * VANCEINFO TECHNOLOGIES INC ADR 921564100 613 26,327 SH SOLE 26,327 * VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 277 9,675 SH SOLE 9,675 * VERIFONE SYS INC COM 92342Y109 405 21,396 SH SOLE 21,396 * VERIGY LTD SHS Y93691106 331 38,088 SH SOLE 38,088 * VERIZON COMMUNICATIONS INC COM 92343V104 821 29,309 SH SOLE 29,309 * VERTEX PHARMACEUTICALS INC COM 92532F100 242 7,365 SH SOLE 7,365 * VIACOM INC NEW CL B 92553P201 939 29,930 SH SOLE 29,930 * VIRGIN MEDIA INC COM 92769L101 491 29,424 SH SOLE 29,424 * VISTAPRINT N V SHS N93540107 318 6,697 SH SOLE 6,697 * VOLCANO CORPORATION COM 928645100 726 33,264 SH SOLE 33,264 * WABASH NATL CORP COM 929566107 768 107,969 SH SOLE 107,969 * WADDELL & REED FINL INC CL A 930059100 311 14,213 SH SOLE 14,213 * WALTER ENERGY INC COM 93317Q105 352 5,787 SH SOLE 5,787 * WARNACO GROUP INC COM NEW 934390402 1,599 44,243 SH SOLE 44,243
* WASHINGTON FED INC COM 938824109 264 16,303 SH SOLE 16,303 * WASTE CONNECTIONS INC COM 941053100 1,096 31,417 SH SOLE 31,417 * WATSCO INC COM 942622200 1,681 29,030 SH SOLE 29,030 * WATSON PHARMACEUTICALS INC COM 942683103 820 20,201 SH SOLE 20,201 * WEATHERFORD INTERNATIONAL LT REG H27013103 457 34,780 SH SOLE 34,780 * WESCO INTL INC COM 95082P105 1,013 30,091 SH SOLE 30,091 * WEST PHARMACEUTICAL SVSC INC COM 955306105 748 20,500 SH SOLE 20,500 * WESTAR ENERGY INC COM 95709T100 1,608 74,410 SH SOLE 74,410 * WESTERN DIGITAL CORP COM 958102105 1,120 37,125 SH SOLE 37,125 * WHIRLPOOL CORP COM 963320106 2,249 25,609 SH SOLE 25,609 * WHITING PETE CORP NEW COM 966387102 1,434 18,286 SH SOLE 18,286 * WILLIAMS COS INC DEL COM 969457100 1,876 102,614 SH SHARED 102,614 * WILLIAMS PARTNERS L P COM UNIT L P 96950F104 981 22,500 SH SOLE 22,500 * WMS INDS INC COM 929297109 459 11,705 SH SOLE 11,705 * WOODWARD GOVERNOR CO COM 980745103 494 19,347 SH SOLE 19,347 * WRIGHT EXPRESS CORP COM 98233Q105 243 8,190 SH SOLE 8,190 * WYNDHAM WORLDWIDE CORP COM 98310W108 1,378 68,400 SH SOLE 68,400 * YAMANA GOLD INC COM 98462Y100 140 13,579 SH SOLE 13,579 * ZIONS BANCORPORATION COM 989701107 579 26,821 SH SOLE 26,821 * ZORAN CORP COM 98975F101 105 11,037 SH SOLE 11,037 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 4,463 5,800,000 PRN NONE BLACKROCK KELSO CAPITAL CORP COM 092533108 1,098 111,200 SH SOLE 111,200 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 8,413 6,500,000 PRN NONE BUCKEYE GP HOLDINGS LP COM UNITS LP 118167105 786 20,296 SH SOLE 20,296 CITIGROUP INC UNIT 99/99/9999 172967416 22,557 199,800 SH SOLE 199,800 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 1,906 1,500,000 PRN NONE CYPRESS SHARPRIDGE INVTS INC COM 23281A307 3,240 255,906 SH SOLE 255,906 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 48,126 47,344,000 PRN NONE DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 11,138 15,000,000 PRN NONE
E M C CORP MASS NOTE 1.750%12/0 268648AM4 37,965 30,000,000 PRN NONE ENCORE CAP GROUP INC COM 292554102 790 38,322 SH SOLE 38,322 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 8,581 9,500,000 PRN NONE NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 19,217 16,442,000 PRN NONE PMI GROUP INC NOTE 4.500% 4/1 69344MAK7 8,711 12,650,000 PRN NONE SOLAR CAP LTD COM 83413U100 48,573 2,546,778 SH SOLE 2,546,778 TWO HBRS INVT CORP *W EXP 07/13/201 90187B119 1,122 5,341,100 SH SOLE 5,341,100 UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 12,823 12,000,000 PRN NONE VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 13,477 11,546,000 PRN NONE WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 14,825 10,564,000 PRN NONE