0000950123-11-098114.txt : 20111114 0000950123-11-098114.hdr.sgml : 20111111 20111114094646 ACCESSION NUMBER: 0000950123-11-098114 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 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: 111198386 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 c24680e13fvhr.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: September 30, 2011 Check here if Amendment [ ]; Amendment Number: --------- This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Magnetar Financial LLC Address: 1603 Orrington Avenue, 13(th) 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 November 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: 1 Form 13F Information Table Entry Total: 730 Form 13F Information Table Value Total: $1,797,103 ----------- (thousands) CONFIDENTIAL MATERIAL APPEARING IN THIS DOCUMENT HAS BEEN OMITTED AND FILED SEPARATELY WITH THE SECURITIES AND EXCHANGE COMMISSION IN ACCORDANCE WITH THE SECURITIES EXCHANGE ACT OF 1934, AS AMENDED, AND RULE 24B-2 PROMULGATED THEREUNDER. List of Other Included Managers: 1. MTP Energy Management LLC 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 168 10,079 SH SOLE 10,079 * AFLAC INC COM 001055102 549 15,699 SH SOLE 15,699 * AGCO CORP COM 001084102 653 18,900 SH SOLE 18,900 * ABOVENET INC COM 00374N107 224 4,170 SH SOLE 4,170 * ABRAXAS PETE CORP COM 003830106 346 131,090 SH SOLE 131,090 * ACCURAY INC COM 004397105 502 124,845 SH SOLE 124,845 * ACI WORLDWIDE INC COM 004498101 637 23,146 SH SOLE 23,146 * ACME PACKET INC COM 004764106 301 7,060 SH SOLE 7,060 * ACTIVISION BLIZZARD INC COM 00507V109 263 22,100 SH SOLE 22,100 * ACTUANT CORP CL A NEW 00508X203 2,541 128,666 SH SOLE 128,666 * ACUITY BRANDS INC COM 00508Y102 1,272 35,302 SH SOLE 35,302 * ADTRAN INC COM 00738A106 310 11,724 SH SOLE 11,724 * ADVANCE AUTO PARTS INC COM 00751Y106 1,136 19,548 SH SOLE 19,548 * ADVANTAGE OIL & GAS LTD COM 00765F101 59 15,600 SH SOLE 15,600 * AEROFLEX HLDG CORP COM 007767106 1,713 188,281 SH SOLE 188,281 * ADVANCED MICRO DEVICES INC COM 007903107 228 44,850 SH SOLE 44,850 * AETNA INC NEW COM 00817Y108 1,499 41,235 SH SOLE 41,235 * AKAMAI TECHNOLOGIES INC COM 00971T101 432 21,742 SH SOLE 21,742 * ALIGN TECHNOLOGY INC COM 016255101 601 39,631 SH SOLE 39,631 * ALLIANCE DATA SYSTEMS CORP COM 018581108 343 3,700 SH SOLE 3,700 * ALLIANT TECHSYSTEMS INC COM 018804104 1,528 28,036 SH SOLE 28,036 * ALMOST FAMILY INC COM 020409108 1,470 88,417 SH SOLE 88,417 * ALTERA CORP COM 021441100 1,766 55,999 SH SOLE 55,999 * ALTRA HOLDINGS INC COM 02208R106 1,343 116,077 SH SOLE 116,077 * AMAZON COM INC COM 023135106 2,487 11,500 SH SOLE 11,500 * AMERESCO INC CL A 02361E108 743 73,090 SH SOLE 73,090 * AMERICAN AXLE & MFG HLDGS IN COM 024061103 517 67,822 SH SOLE 67,822 * AMERICAN EAGLE OUTFITTERS NE COM 02553E106 647 55,187 SH SOLE 55,187 * AMERICAN FINL GROUP INC OHIO COM 025932104 1,465 47,163 SH SOLE 47,163 * AMERICAN GREETINGS CORP CL A 026375105 196 10,591 SH SOLE 10,591
* AMERICAN SUPERCONDUCTOR CORP COM 030111108 243 61,926 SH SOLE 61,926 * AMERISTAR CASINOS INC COM 03070Q101 317 19,778 SH SOLE 19,778 * AMERISOURCEBERGEN CORP COM 03073E105 966 25,907 SH SOLE 25,907 * AMETEK INC NEW COM 031100100 459 13,928 SH SOLE 13,928 * AMGEN INC COM 031162100 374 6,801 SH SOLE 6,801 * AMYRIS INC COM 03236M101 325 16,078 SH SOLE 16,078 * ANALOGIC CORP COM PAR $0.05 032657207 464 10,227 SH SOLE 10,227 * ANNALY CAP MGMT INC COM 035710409 167 10,019 SH SOLE 10,019 ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 8,572 7,500,000 PRN * APACHE CORP COM 037411105 393 4,900 SH SOLE 4,900 * APPLE INC COM 037833100 13,364 35,060 SH SOLE 35,060 * APPLIED INDL TECHNOLOGIES IN COM 03820C105 437 16,098 SH SOLE 16,098 * APPLIED MATLS INC COM 038222105 1,447 139,821 SH SOLE 139,821 * APPROACH RESOURCES INC COM 03834A103 1,498 88,173 SH SOLE 88,173 * ARBITRON INC COM 03875Q108 463 13,996 SH SOLE 13,996 * ARCHER DANIELS MIDLAND CO COM 039483102 285 11,491 SH SOLE 11,491 * ARIBA INC COM NEW 04033V203 502 18,108 SH SOLE 18,108 * ARKANSAS BEST CORP DEL COM 040790107 319 19,752 SH SOLE 19,752 ARMOUR RESIDENTIAL REIT INC *W EXP 11/07/201 042315119 89 4,458,651 SH SOLE 4,458,651 * ARTHROCARE CORP COM 043136100 229 7,973 SH SOLE 7,973 * ARUBA NETWORKS INC COM 043176106 881 42,142 SH SOLE 42,142 ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 2,651 3,500,000 PRN ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 4,080 6,050,000 PRN * ASBURY AUTOMOTIVE GROUP INC COM 043436104 738 44,773 SH SOLE 44,773 * ASCENA RETAIL GROUP INC COM 04351G101 427 15,762 SH SOLE 15,762 * ASHLAND INC NEW COM 044209104 296 6,700 SH SOLE 6,700 * ASSOCIATED ESTATES RLTY CORP COM 045604105 788 50,956 SH SOLE 50,956 * ASTEC INDS INC COM 046224101 1,977 67,524 SH SOLE 67,524 * ATHENAHEALTH INC COM 04685W103 686 11,516 SH SOLE 11,516 * ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 734 22,037 SH SOLE 22,037 * AURICO GOLD INC COM 05155C105 172 18,300 SH SOLE 18,300 * AUTODESK INC COM 052769106 1,026 36,939 SH SOLE 36,939 * AUTOLIV INC COM 052800109 339 6,996 SH SOLE 6,996 * AUTOMATIC DATA PROCESSING IN COM 053015103 478 10,128 SH SOLE 10,128 * AUTOZONE INC COM 053332102 595 1,864 SH SOLE 1,864 * AVERY DENNISON CORP COM 053611109 689 27,456 SH SOLE 27,456 * AVIS BUDGET GROUP COM 053774105 441 45,653 SH SOLE 45,653 * AVNET INC COM 053807103 1,651 63,288 SH SOLE 63,288 * B & G FOODS INC NEW COM 05508R106 400 23,968 SH SOLE 23,968 * BP PLC SPONSORED ADR 055622104 44,177 1,224,748 SH DEFINED 1 1,224,748 * BP PLC SPONSORED ADR 055622104 47,360 1,313,000 SH CALL SOLE 1,313,000 * BP PLC SPONSORED ADR 055622104 3,192 88,500 SH PUT DEFINED 1 88,500 * BRE PROPERTIES INC CL A 05564E106 1,429 33,760 SH SOLE 33,760
* BMC SOFTWARE INC COM 055921100 1,312 34,032 SH SOLE 34,032 * BAKER HUGHES INC COM 057224107 1,512 32,749 SH SOLE 32,749 * BALL CORP COM 058498106 1,150 37,074 SH SOLE 37,074 * BALLY TECHNOLOGIES INC COM 05874B107 847 31,392 SH SOLE 31,392 * BASIC ENERGY SVCS INC NEW COM 06985P100 1,417 100,048 SH SOLE 100,048 * BE AEROSPACE INC COM 073302101 719 21,705 SH SOLE 21,705 * BEACON ROOFING SUPPLY INC COM 073685109 1,039 65,001 SH SOLE 65,001 * BEBE STORES INC COM 075571109 921 137,037 SH SOLE 137,037 * BECTON DICKINSON & CO COM 075887109 1,570 21,415 SH SOLE 21,415 * BED BATH & BEYOND INC COM 075896100 2,006 35,008 SH SOLE 35,008 * BELDEN INC COM 077454106 1,330 51,574 SH SOLE 51,574 * BELO CORP COM SER A 080555105 199 40,600 SH SOLE 40,600 * BJS RESTAURANTS INC COM 09180C106 1,367 30,984 SH SOLE 30,984 * BLOCK H & R INC COM 093671105 294 22,124 SH SOLE 22,124 * BLYTH INC COM NEW 09643P207 248 4,475 SH SOLE 4,475 * BOB EVANS FARMS INC COM 096761101 483 16,922 SH SOLE 16,922 * BOSTON PRIVATE FINL HLDGS IN COM 101119105 695 118,257 SH SOLE 118,257 * BOSTON SCIENTIFIC CORP COM 101137107 652 110,322 SH SOLE 110,322 * BOYD GAMING CORP COM 103304101 552 112,636 SH SOLE 112,636 * BRADY CORP CL A 104674106 774 29,300 SH SOLE 29,300 * BRANDYWINE RLTY TR SH BEN INT NEW 105368203 662 82,697 SH SOLE 82,697 * BRAVO BRIO RESTAURANT GROUP COM 10567B109 316 19,019 SH SOLE 19,019 * BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 20,041 1,151,776 SH DEFINED 1 1,151,776 * BRIDGEPOINT ED INC COM 10807M105 354 20,303 SH SOLE 20,303 * BRINKER INTL INC COM 109641100 3,598 171,969 SH SOLE 171,969 * BROADCOM CORP CL A 111320107 396 11,897 SH SOLE 11,897 * BROCADE COMMUNICATIONS SYS I COM NEW 111621306 420 97,325 SH SOLE 97,325 * BROWN & BROWN INC COM 115236101 358 20,126 SH SOLE 20,126 * BROWN SHOE INC NEW COM 115736100 174 24,379 SH SOLE 24,379 * BRUNSWICK CORP COM 117043109 295 21,016 SH SOLE 21,016 * BUCKLE INC COM 118440106 1,056 27,458 SH SOLE 27,458 * CBS CORP NEW CL B 124857202 684 33,538 SH SOLE 33,538 * CEC ENTMT INC COM 125137109 382 13,423 SH SOLE 13,423 * CF INDS HLDGS INC COM 125269100 945 7,659 SH SOLE 7,659 * CYS INVTS INC COM 12673A108 1,294 107,058 SH SOLE 107,058 * CA INC COM 12673P105 202 10,400 SH SOLE 10,400 * CABELAS INC COM 126804301 1,195 58,335 SH SOLE 58,335 * CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,850 181,178 SH SOLE 181,178 * CABOT OIL & GAS CORP COM 127097103 8,843 142,844 SH DEFINED 1 142,844 * CACI INTL INC CL A 127190304 620 12,407 SH SOLE 12,407 * CADENCE DESIGN SYSTEM INC COM 127387108 1,717 185,865 SH SOLE 185,865 * CALGON CARBON CORP COM 129603106 332 22,756 SH SOLE 22,756 * CALLAWAY GOLF CO COM 131193104 320 61,829 SH SOLE 61,829
* CAMERON INTERNATIONAL CORP COM 13342B105 279 6,712 SH SOLE 6,712 * CANADIAN NATL RY CO COM 136375102 300 4,500 SH SOLE 4,500 * CANADIAN NAT RES LTD COM 136385101 809 27,627 SH SOLE 27,627 * CANADIAN PAC RY LTD COM 13645T100 909 18,900 SH SOLE 18,900 * CAPITAL ONE FINL CORP COM 14040H105 303 7,641 SH SOLE 7,641 * CAPSTONE TURBINE CORP COM 14067D102 538 537,634 SH SOLE 537,634 * CARBO CERAMICS INC COM 140781105 238 2,317 SH SOLE 2,317 * CARDTRONICS INC COM 14161H108 700 30,521 SH SOLE 30,521 * CAREFUSION CORP COM 14170T101 342 14,263 SH SOLE 14,263 * CARPENTER TECHNOLOGY CORP COM 144285103 586 13,048 SH SOLE 13,048 * CARRIZO OIL & CO INC COM 144577103 215 9,961 SH SOLE 9,961 * CASH AMER INTL INC COM 14754D100 2,570 50,225 SH SOLE 50,225 * CATERPILLAR INC DEL COM 149123101 262 3,552 SH SOLE 3,552 * CATHAY GENERAL BANCORP COM 149150104 685 60,206 SH SOLE 60,206 * CAVIUM INC COM AD 14964U108 634 23,466 SH SOLE 23,466 * CELGENE CORP COM 151020104 341 5,500 SH SOLE 5,500 * CENTENE CORP DEL COM 15135B101 552 19,270 SH SOLE 19,270 * CENTERPOINT ENERGY INC COM 15189T107 11,702 596,448 SH DEFINED 1 596,448 * CEPHALON INC COM 156708109 16,140 200,000 SH PUT SOLE 200,000 * CERADYNE INC COM 156710105 257 9,556 SH SOLE 9,556 * CERNER CORP COM 156782104 411 6,000 SH SOLE 6,000 * CHARLES RIV LABS INTL INC COM 159864107 956 33,401 SH SOLE 33,401 * CHARMING SHOPPES INC COM 161133103 414 159,218 SH SOLE 159,218 * CHART INDS INC COM PAR $0.01 16115Q308 1,708 40,511 SH SOLE 40,511 * CHECKPOINT SYS INC COM 162825103 758 55,788 SH SOLE 55,788 * CHEESECAKE FACTORY INC COM 163072101 1,356 54,993 SH SOLE 54,993 * CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 748 26,118 SH SOLE 26,118 * CHICOS FAS INC COM 168615102 699 61,149 SH SOLE 61,149 * CHURCH & DWIGHT INC COM 171340102 1,580 35,745 SH SOLE 35,745 * CINEMARK HOLDINGS INC COM 17243V102 336 17,823 SH SOLE 17,823 * CIRCOR INTL INC COM 17273K109 324 11,034 SH SOLE 11,034 * CIRRUS LOGIC INC COM 172755100 170 11,524 SH SOLE 11,524 * CISCO SYS INC COM 17275R102 1,956 126,300 SH SOLE 126,300 * CINTAS CORP COM 172908105 617 21,921 SH SOLE 21,921 CITIGROUP INC UNIT 99/99/9999 172967416 13,923 175,000 SH SOLE 175,000 * CITRIX SYS INC COM 177376100 393 7,214 SH SOLE 7,214 * CLOUD PEAK ENERGY INC COM 18911Q102 225 13,249 SH SOLE 13,249 * COACH INC COM 189754104 450 8,673 SH SOLE 8,673 * COCA COLA CO COM 191216100 1,128 16,700 SH SOLE 16,700 * COGNEX CORP COM 192422103 1,231 45,417 SH SOLE 45,417 * COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 223 3,564 SH SOLE 3,564 * COINSTAR INC COM 19259P300 428 10,705 SH SOLE 10,705 * COLFAX CORP COM 194014106 4,736 233,754 SH SOLE 233,754
* COLLECTIVE BRANDS INC COM 19421W100 19,474 1,502,630 SH SOLE 1,502,630 * COLONIAL PPTYS TR COM SH BEN INT 195872106 505 27,822 SH SOLE 27,822 * COMERICA INC COM 200340107 621 27,039 SH SOLE 27,039 * COMMERCE BANCSHARES INC COM 200525103 360 10,370 SH SOLE 10,370 * COMMVAULT SYSTEMS INC COM 204166102 1,944 52,464 SH SOLE 52,464 * COMPLETE GENOMICS INC COM 20454K104 485 82,645 SH SOLE 82,645 * COMPUTER SCIENCES CORP COM 205363104 1,141 42,505 SH SOLE 42,505 * COMPUWARE CORP COM 205638109 1,311 171,172 SH SOLE 171,172 * COMSCORE INC COM 20564W105 2,399 142,200 SH SOLE 142,200 * COMSTOCK RES INC COM NEW 205768203 1,648 106,616 SH SOLE 106,616 * CONAGRA FOODS INC COM 205887102 367 15,147 SH SOLE 15,147 * CON-WAY INC COM 205944101 3,812 172,261 SH SOLE 172,261 * CONCEPTUS INC COM 206016107 539 51,512 SH SOLE 51,512 * CONCHO RES INC COM 20605P101 1,063 14,948 SH SOLE 14,948 * CONCUR TECHNOLOGIES INC COM 206708109 353 9,493 SH SOLE 9,493 * CONSTELLATION BRANDS INC CL A 21036P108 1,670 92,777 SH SOLE 92,777 * COPART INC COM 217204106 1,235 31,564 SH SOLE 31,564 * CORNING INC COM 219350105 414 33,504 SH SOLE 33,504 * CORRECTIONS CORP AMER NEW COM NEW 22025Y407 23,915 1,053,980 SH SOLE 1,053,980 * COTT CORP QUE COM 22163N106 8,903 1,307,296 SH SOLE 1,307,296 * COVANCE INC COM 222816100 1,136 24,987 SH SOLE 24,987 * COVANTA HLDG CORP COM 22282E102 169 11,100 SH SOLE 11,100 * COVENTRY HEALTH CARE INC COM 222862104 977 33,900 SH SOLE 33,900 * CREE INC COM 225447101 1,036 39,862 SH SOLE 39,862 * CROCS INC COM 227046109 259 10,950 SH SOLE 10,950 * CROWN HOLDINGS INC COM 228368106 718 23,471 SH SOLE 23,471 * CUMMINS INC COM 231021106 1,130 13,832 SH SOLE 13,832 * DCT INDUSTRIAL TRUST INC COM 233153105 460 104,892 SH SOLE 104,892 * DFC GLOBAL CORP COM 23324T107 1,027 47,009 SH SOLE 47,009 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 15,133 15,094,000 PRN * DSW INC CL A 23334L102 271 5,860 SH SOLE 5,860 * DAVITA INC COM 23918K108 1,275 20,348 SH SOLE 20,348 * DECKERS OUTDOOR CORP COM 243537107 616 6,608 SH SOLE 6,608 * DEERE & CO COM 244199105 1,149 17,800 SH SOLE 17,800 * DELL INC COM 24702R101 151 10,700 SH SOLE 10,700 * DELTA AIR LINES INC DEL COM NEW 247361702 182 24,299 SH SOLE 24,299 * DENTSPLY INTL INC NEW COM 249030107 555 18,100 SH SOLE 18,100 * DEVRY INC DEL COM 251893103 268 7,243 SH SOLE 7,243 * DIAMOND FOODS INC COM 252603105 211 2,645 SH SOLE 2,645 * DIGITAL RLTY TR INC COM 253868103 508 9,214 SH SOLE 9,214 * DILLARDS INC CL A 254067101 651 14,970 SH SOLE 14,970 * DISCOVER FINL SVCS COM 254709108 676 29,465 SH SOLE 29,465 * DOLLAR TREE INC COM 256746108 1,568 20,878 SH SOLE 20,878 * DONALDSON INC COM 257651109 566 10,322 SH SOLE 10,322
* DOUGLAS EMMETT INC COM 25960P109 1,416 82,801 SH SOLE 82,801 * DOW CHEM CO COM 260543103 575 25,600 SH SOLE 25,600 * DREAMWORKS ANIMATION SKG INC CL A 26153C103 335 18,451 SH SOLE 18,451 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 6,786 11,000,000 PRN * DU PONT E I DE NEMOURS & CO COM 263534109 1,551 38,800 SH SOLE 38,800 * DUN & BRADSTREET CORP DEL NE COM 26483E100 776 12,666 SH SOLE 12,666 * DYCOM INDS INC COM 267475101 2,202 143,900 SH SOLE 143,900 * E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 237 47,941 SH SOLE 47,941 * EOG RES INC COM 26875P101 771 10,855 SH SOLE 10,855 * EQT CORP COM 26884L109 10,114 189,550 SH DEFINED 1 189,550 * EAGLE MATERIALS INC COM 26969P108 277 16,614 SH SOLE 16,614 * EARTHLINK INC COM 270321102 229 35,100 SH SOLE 35,100 * EAST WEST BANCORP INC COM 27579R104 207 13,854 SH SOLE 13,854 * EATON CORP COM 278058102 456 12,834 SH SOLE 12,834 * EBAY INC COM 278642103 1,291 43,787 SH SOLE 43,787 * ECOLAB INC COM 278865100 411 8,400 SH SOLE 8,400 * EDUCATION RLTY TR INC COM 28140H104 438 50,981 SH SOLE 50,981 * EDWARDS LIFESCIENCES CORP COM 28176E108 1,641 23,020 SH SOLE 23,020 * ELECTRONIC ARTS INC COM 285512109 3,636 177,799 SH SOLE 177,799 * ELECTRONICS FOR IMAGING INC COM 286082102 333 24,743 SH SOLE 24,743 * EMERSON ELEC CO COM 291011104 624 15,100 SH SOLE 15,100 * EMULEX CORP COM NEW 292475209 974 152,170 SH SOLE 152,170 * ENBRIDGE ENERGY PARTNERS L P COM 29250R106 824 30,000 SH DEFINED 1 30,000 * ENCORE CAP GROUP INC COM 292554102 428 19,600 SH SOLE 19,600 * ENDO PHARMACEUTICALS HLDGS I COM 29264F205 715 25,562 SH SOLE 25,562 * ENERGIZER HLDGS INC COM 29266R108 1,120 16,852 SH SOLE 16,852 * ENDOLOGIX INC COM 29266S106 278 27,646 SH SOLE 27,646 * ENER1 INC COM NEW 29267A203 3 23,341 SH SOLE 23,341 * ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 4,715 135,558 SH DEFINED 1 135,558 * ENERGYSOLUTIONS INC COM 292756202 1,054 298,607 SH SOLE 298,607 * ENERSYS COM 29275Y102 841 42,013 SH SOLE 42,013 * ENPRO INDS INC COM 29355X107 1,422 47,917 SH SOLE 47,917 * ENTERGY CORP NEW COM 29364G103 648 9,782 SH SOLE 9,782 * ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 651 16,710 SH SOLE 16,710 * EQUINIX INC COM NEW 29444U502 334 3,758 SH SOLE 3,758 * ESCO TECHNOLOGIES INC COM 296315104 305 11,973 SH SOLE 11,973 * ESTERLINE TECHNOLOGIES CORP COM 297425100 951 18,349 SH SOLE 18,349 * ETHAN ALLEN INTERIORS INC COM 297602104 846 62,140 SH SOLE 62,140 * EVERCORE PARTNERS INC CLASS A 29977A105 1,299 56,963 SH SOLE 56,963 EXAMWORKS GROUP INC COM 30066A105 229 22,470 SH SOLE 22,470 * EXPEDIA INC DEL COM 30212P105 346 13,437 SH SOLE 13,437 * EXPEDITORS INTL WASH INC COM 302130109 999 24,635 SH SOLE 24,635 * EXPRESS SCRIPTS INC COM 302182100 1,682 45,369 SH SOLE 45,369
* EXTRA SPACE STORAGE INC COM 30225T102 480 25,739 SH SOLE 25,739 * EZCORP INC CL A NON VTG 302301106 759 26,607 SH SOLE 26,607 * FLIR SYS INC COM 302445101 333 13,293 SH SOLE 13,293 * FNB CORP PA COM 302520101 332 38,711 SH SOLE 38,711 * FTI CONSULTING INC COM 302941109 1,839 49,969 SH SOLE 49,969 * FAIR ISAAC CORP COM 303250104 288 13,201 SH SOLE 13,201 * FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1,016 94,056 SH SOLE 94,056 * FAMILY DLR STORES INC COM 307000109 5,086 100,000 SH SOLE 100,000 * FEDEX CORP COM 31428X106 723 10,681 SH SOLE 10,681 * FIDELITY NATL INFORMATION SV COM 31620M106 939 38,629 SH SOLE 38,629 * FIFTH THIRD BANCORP COM 316773100 393 38,955 SH SOLE 38,955 * FINISAR CORP COM NEW 31787A507 487 27,757 SH SOLE 27,757 * FINISH LINE INC CL A 317923100 1,073 53,658 SH SOLE 53,658 * FIRST INDUSTRIAL REALTY TRUS COM 32054K103 383 47,913 SH SOLE 47,913 * FIRST MIDWEST BANCORP DEL COM 320867104 2,183 298,244 SH SOLE 298,244 * FISERV INC COM 337738108 588 11,587 SH SOLE 11,587 * FLUOR CORP NEW COM 343412102 1,420 30,506 SH SOLE 30,506 * FOOT LOCKER INC COM 344849104 577 28,705 SH SOLE 28,705 * FOREST LABS INC COM 345838106 1,447 47,000 SH SOLE 47,000 * FORESTAR GROUP INC COM 346233109 422 38,700 SH SOLE 38,700 * FORTINET INC COM 34959E109 181 10,801 SH SOLE 10,801 * FOSSIL INC COM 349882100 270 3,326 SH SOLE 3,326 * FREDS INC CL A 356108100 493 46,294 SH SOLE 46,294 * FULLER H B CO COM 359694106 264 14,479 SH SOLE 14,479 * FULTON FINL CORP PA COM 360271100 325 42,490 SH SOLE 42,490 * GATX CORP COM 361448103 918 29,630 SH SOLE 29,630 * GEO GROUP INC COM 36159R103 16,863 908,548 SH SOLE 908,548 * GT ADVANCED TECHNOLOGIES INC COM 36191U106 118 16,775 SH SOLE 16,775 * GAMESTOP CORP NEW CL A 36467W109 1,124 48,674 SH SOLE 48,674 * GARDNER DENVER INC COM 365558105 279 4,397 SH SOLE 4,397 * GARTNER INC COM 366651107 1,090 31,246 SH SOLE 31,246 * GEN-PROBE INC NEW COM 36866T103 730 12,750 SH SOLE 12,750 * GENERAL CABLE CORP DEL NEW COM 369300108 1,029 44,048 SH SOLE 44,048 GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 11,292 12,500,000 PRN * GENERAL DYNAMICS CORP COM 369550108 1,226 21,554 SH SOLE 21,554 * GENESEE & WYO INC CL A 371559105 301 6,474 SH SOLE 6,474 * GENTEX CORP COM 371901109 808 33,615 SH SOLE 33,615 * GENTIVA HEALTH SERVICES INC COM 37247A102 865 156,672 SH SOLE 156,672 * GEORGIA GULF CORP COM PAR$0.01 NEW 373200302 296 21,384 SH SOLE 21,384 * GIANT INTERACTIVE GROUP INC ADR 374511103 402 120,840 SH SOLE 120,840 * GILEAD SCIENCES INC COM 375558103 830 21,400 SH SOLE 21,400 * GLIMCHER RLTY TR SH BEN INT 379302102 118 16,650 SH SOLE 16,650
* GLOBAL PMTS INC COM 37940X102 3,591 88,904 SH SOLE 88,904 * GOODRICH PETE CORP COM NEW 382410405 296 25,061 SH SOLE 25,061 * GOODYEAR TIRE & RUBR CO COM 382550101 366 36,268 SH SOLE 36,268 * GOOGLE INC CL A 38259P508 1,492 2,900 SH SOLE 2,900 * GRAFTECH INTL LTD COM 384313102 429 33,754 SH SOLE 33,754 * GRAND CANYON ED INC COM 38526M106 264 16,346 SH SOLE 16,346 * GREEN MTN COFFEE ROASTERS IN COM 393122106 803 8,645 SH SOLE 8,645 * GRIFOLS S A SPONSORED ADR 398438309 30,691 4,802,917 SH SOLE 4,802,917 * GROUP 1 AUTOMOTIVE INC COM 398905109 463 13,020 SH SOLE 13,020 * GROUPE CGI INC CL A SUB VTG 39945C109 864 45,917 SH SOLE 45,917 * GUESS INC COM 401617105 1,261 44,245 SH SOLE 44,245 * HCA HOLDINGS INC COM 40412C101 3,024 150,000 SH SOLE 150,000 * HAEMONETICS CORP COM 405024100 586 10,014 SH SOLE 10,014 * HALLIBURTON CO COM 406216101 439 14,400 SH SOLE 14,400 * HANSEN NAT CORP COM 411310105 602 6,900 SH SOLE 6,900 * HARBIN ELECTRIC INC COM 41145W109 61,549 2,980,600 SH CALL SOLE 2,980,600 * HARBIN ELECTRIC INC COM 41145W109 3,098 150,000 SH PUT SOLE 150,000 * HARLEY DAVIDSON INC COM 412822108 460 13,407 SH SOLE 13,407 * HARTFORD FINL SVCS GROUP INC COM 416515104 1,005 62,295 SH SOLE 62,295 * HATTERAS FINL CORP COM 41902R103 367 14,604 SH SOLE 14,604 * HAYNES INTERNATIONAL INC COM NEW 420877201 1,209 27,817 SH SOLE 27,817 * HEALTHSOUTH CORP COM NEW 421924309 166 11,130 SH SOLE 11,130 * HEALTH MGMT ASSOC INC NEW CL A 421933102 1,378 199,138 SH SOLE 199,138 * HEALTH CARE REIT INC COM 42217K106 555 11,865 SH SOLE 11,865 * HEALTHWAYS INC COM 422245100 205 20,835 SH SOLE 20,835 * HEALTHSPRING INC COM 42224N101 361 9,912 SH SOLE 9,912 * HEARTWARE INTL INC COM 422368100 309 4,791 SH SOLE 4,791 * HELIX ENERGY SOLUTIONS GRP I COM 42330P107 276 21,103 SH SOLE 21,103 * HERSHA HOSPITALITY TR SH BEN INT A 427825104 936 270,612 SH SOLE 270,612 * HERTZ GLOBAL HOLDINGS INC COM 42805T105 4,205 472,519 SH SOLE 472,519 * HESS CORP COM 42809H107 456 8,700 SH SOLE 8,700 * HEXCEL CORP NEW COM 428291108 251 11,305 SH SOLE 11,305 * HIBBETT SPORTS INC COM 428567101 299 8,808 SH SOLE 8,808 * HIGHER ONE HLDGS INC COM 42983D104 1,733 106,525 SH SOLE 106,525 * HITTITE MICROWAVE CORP COM 43365Y104 385 7,900 SH SOLE 7,900 * HOLOGIC INC COM 436440101 2,244 147,552 SH SOLE 147,552 * HOME DEPOT INC COM 437076102 1,006 30,600 SH SOLE 30,600 * HORMEL FOODS CORP COM 440452100 825 30,522 SH SOLE 30,522 * HORNBECK OFFSHORE SVCS INC N COM 440543106 1,112 44,657 SH SOLE 44,657 * HOSPIRA INC COM 441060100 209 5,652 SH SOLE 5,652 * HOST HOTELS & RESORTS INC COM 44107P104 412 37,620 SH SOLE 37,620 * HOT TOPIC INC COM 441339108 1,221 160,090 SH SOLE 160,090
* HUBBELL INC CL B 443510201 496 10,009 SH SOLE 10,009 * HUMANA INC COM 444859102 1,168 16,057 SH SOLE 16,057 * HYPERDYNAMICS CORP COM 448954107 304 82,066 SH SOLE 82,066 * IPG PHOTONICS CORP COM 44980X109 276 6,351 SH SOLE 6,351 * ITT CORP NEW COM 450911102 658 15,656 SH SOLE 15,656 * IDEX CORP COM 45167R104 272 8,717 SH SOLE 8,717 * IDEXX LABS INC COM 45168D104 1,053 15,262 SH SOLE 15,262 * IGATE CORP COM 45169U105 363 31,457 SH SOLE 31,457 * ILLUMINA INC COM 452327109 915 22,361 SH SOLE 22,361 * INFINERA CORPORATION COM 45667G103 2,530 327,730 SH SOLE 327,730 * INNOPHOS HOLDINGS INC COM 45774N108 1,341 33,639 SH SOLE 33,639 * INSPERITY INC COM 45778Q107 330 14,840 SH SOLE 14,840 * INSULET CORP COM 45784P101 394 25,820 SH SOLE 25,820 * INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 345 9,642 SH SOLE 9,642 * INTEL CORP COM 458140100 344 16,134 SH SOLE 16,134 * INTERCONTINENTALEXCHANGE INC COM 45865V100 321 2,714 SH SOLE 2,714 * INTERFACE INC CL A 458665106 345 29,109 SH SOLE 29,109 * INTERNATIONAL RECTIFIER CORP COM 460254105 1,012 54,370 SH SOLE 54,370 * INTERNATIONAL SPEEDWAY CORP CL A 460335201 621 27,192 SH SOLE 27,192 * INTERPUBLIC GROUP COS INC COM 460690100 256 35,596 SH SOLE 35,596 * INTUIT COM 461202103 313 6,600 SH SOLE 6,600 * INTUITIVE SURGICAL INC COM NEW 46120E602 1,093 3,000 SH SOLE 3,000 * INVESTORS BANCORP INC COM 46146P102 167 13,197 SH SOLE 13,197 * ITRON INC COM 465741106 932 31,577 SH SOLE 31,577 * IVANHOE MINES LTD COM 46579N103 215 15,600 SH SOLE 15,600 * J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 253 9,416 SH SOLE 9,416 * JACK IN THE BOX INC COM 466367109 1,188 59,656 SH SOLE 59,656 * JAGUAR MNG INC COM 47009M103 77 16,500 SH SOLE 16,500 * JOHNSON & JOHNSON COM 478160104 376 5,900 SH SOLE 5,900 * JOHNSON CTLS INC COM 478366107 356 13,500 SH SOLE 13,500 * JONES GROUP INC COM 48020T101 878 95,372 SH SOLE 95,372 * JOS A BANK CLOTHIERS INC COM 480838101 288 6,184 SH SOLE 6,184 * JOY GLOBAL INC COM 481165108 1,290 20,680 SH SOLE 20,680 * JUNIPER NETWORKS INC COM 48203R104 1,446 83,754 SH SOLE 83,754 * KLA-TENCOR CORP COM 482480100 341 8,904 SH SOLE 8,904 * KANSAS CITY SOUTHERN COM NEW 485170302 210 4,200 SH SOLE 4,200 * KB HOME COM 48666K109 1,730 295,170 SH SOLE 295,170 * KENEXA CORP COM 488879107 2,926 187,103 SH SOLE 187,103 * KEYCORP NEW COM 493267108 100 16,783 SH SOLE 16,783 * KILROY RLTY CORP COM 49427F108 502 16,043 SH SOLE 16,043 * KINDER MORGAN MANAGEMENT LLC SHS 49455U100 35,788 609,776 SH DEFINED 1 609,776 * KINDER MORGAN INC DEL COM 49456B101 12,764 492,999 SH DEFINED 1 492,999
* KIRBY CORP COM 497266106 1,285 24,402 SH SOLE 24,402 * KNOLL INC COM NEW 498904200 1,520 110,977 SH SOLE 110,977 * KODIAK OIL & GAS CORP COM 50015Q100 1,646 315,921 SH SOLE 315,921 * KORN FERRY INTL COM NEW 500643200 457 37,516 SH SOLE 37,516 * KRAFT FOODS INC CL A 50075N104 339 10,100 SH SOLE 10,100 * KRATON PERFORMANCE POLYMERS COM 50077C106 668 41,290 SH SOLE 41,290 * LKQ CORP COM 501889208 536 22,174 SH SOLE 22,174 * LTC PPTYS INC COM 502175102 1,591 62,838 SH SOLE 62,838 * L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,110 17,912 SH SOLE 17,912 * LAM RESEARCH CORP COM 512807108 498 13,121 SH SOLE 13,121 * LANCASTER COLONY CORP COM 513847103 804 13,183 SH SOLE 13,183 * LASALLE HOTEL PPTYS COM SH BEN INT 517942108 508 26,457 SH SOLE 26,457 * LAUDER ESTEE COS INC CL A 518439104 649 7,387 SH SOLE 7,387 * LENNAR CORP CL A 526057104 850 62,801 SH SOLE 62,801 * LEXINGTON REALTY TRUST COM 529043101 650 99,392 SH SOLE 99,392 * LIBERTY GLOBAL INC COM SER A 530555101 644 17,810 SH SOLE 17,810 * LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 669 45,287 SH SOLE 45,287 * LIFEPOINT HOSPITALS INC COM 53219L109 275 7,498 SH SOLE 7,498 * LIMITED BRANDS INC COM 532716107 1,024 26,600 SH SOLE 26,600 * LINDSAY CORP COM 535555106 1,978 36,759 SH SOLE 36,759 * LITHIA MTRS INC CL A 536797103 1,740 121,005 SH SOLE 121,005 * LITTELFUSE INC COM 537008104 1,427 35,500 SH SOLE 35,500 * LIVE NATION ENTERTAINMENT IN COM 538034109 452 56,415 SH SOLE 56,415 * LIZ CLAIBORNE INC COM 539320101 316 63,100 SH SOLE 63,100 * LOCKHEED MARTIN CORP COM 539830109 312 4,300 SH SOLE 4,300 * LOUISIANA PAC CORP COM 546347105 168 33,008 SH SOLE 33,008 MF GLOBAL HLDGS LTD NOTE 3.375% 8/0 55277JAB4 6,901 8,785,000 PRN * MGIC INVT CORP WIS COM 552848103 2,124 1,135,967 SH SOLE 1,135,967 * MGM RESORTS INTERNATIONAL COM 552953101 1,517 163,287 SH SOLE 163,287 * MKS INSTRUMENT INC COM 55306N104 449 20,665 SH SOLE 20,665 * MSC INDL DIRECT INC CL A 553530106 791 14,015 SH SOLE 14,015 * MACK CALI RLTY CORP COM 554489104 556 20,773 SH SOLE 20,773 * MADDEN STEVEN LTD COM 556269108 298 9,910 SH SOLE 9,910 * MAGMA DESIGN AUTOMATION COM 559181102 507 111,507 SH SOLE 111,507 * MANITOWOC INC COM 563571108 1,007 150,000 SH CALL SOLE 150,000 * MANTECH INTL CORP CL A 564563104 797 25,389 SH SOLE 25,389 * MASCO CORP COM 574599106 200 28,053 SH SOLE 28,053 * MASTEC INC COM 576323109 692 39,320 SH SOLE 39,320 * MASTERCARD INC CL A 57636Q104 1,491 4,700 SH SOLE 4,700 * MATTEL INC COM 577081102 903 34,894 SH SOLE 34,894 * MAXIM INTEGRATED PRODS INC COM 57772K101 532 22,800 SH SOLE 22,800 * MAXIMUS INC COM 577933104 1,412 40,466 SH SOLE 40,466
* MCG CAPITAL CORP COM 58047P107 789 199,137 SH SOLE 199,137 * MCKESSON CORP COM 58155Q103 1,828 25,148 SH SOLE 25,148 * MCMORAN EXPLORATION CO COM 582411104 1,347 135,666 SH SOLE 135,666 * MEAD JOHNSON NUTRITION CO COM 582839106 1,483 21,549 SH SOLE 21,549 * MEADWESTVACO CORP COM 583334107 424 17,274 SH SOLE 17,274 * MEDASSETS INC COM 584045108 608 63,249 SH SOLE 63,249 * MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 399 10,940 SH SOLE 10,940 * MEDNAX INC COM 58502B106 807 12,889 SH SOLE 12,889 * MEDTRONIC INC COM 585055106 456 13,724 SH SOLE 13,724 * MELCO CROWN ENTMT LTD ADR 585464100 100 11,987 SH SOLE 11,987 * MERCURY COMPUTER SYS COM 589378108 608 52,830 SH SOLE 52,830 * MEREDITH CORP COM 589433101 1,116 49,300 SH SOLE 49,300 * MERIDIAN BIOSCIENCE INC COM 589584101 241 15,288 SH SOLE 15,288 * MERITOR INC COM 59001K100 2,860 405,059 SH SOLE 405,059 METLIFE INC UNIT 99/99/9999 59156R116 11,346 200,000 SH SOLE 200,000 * METLIFE INC COM 59156R108 17,134 611,700 SH CALL SOLE 611,700 * MICREL INC COM 594793101 344 36,335 SH SOLE 36,335 * MICROSOFT CORP COM 594918104 3,047 122,400 SH SOLE 122,400 * MICROCHIP TECHNOLOGY INC COM 595017104 271 8,727 SH SOLE 8,727 * MICRON TECHNOLOGY INC COM 595112103 801 158,900 SH SOLE 158,900 * MINE SAFETY APPLIANCES CO COM 602720104 376 13,929 SH SOLE 13,929 * MINEFINDERS LTD COM 602900102 438 31,800 SH SOLE 31,800 * MINERALS TECHNOLOGIES INC COM 603158106 350 7,106 SH SOLE 7,106 * MOLEX INC COM 608554101 385 18,895 SH SOLE 18,895 * MOLYCORP INC DEL COM 608753109 1,589 48,336 SH SOLE 48,336 * MYLAN INC COM 628530107 1,821 107,100 SH SOLE 107,100 * NCI BUILDING SYS INC COM NEW 628852204 85 11,284 SH SOLE 11,284 * NII HLDGS INC CL B NEW 62913F201 787 29,200 SH SOLE 29,200 NVR INC COM 62944T105 358 593 SH SOLE 593 * NATIONAL CINEMEDIA INC COM 635309107 1,386 95,519 SH SOLE 95,519 * NATIONAL FUEL GAS CO N J COM 636180101 6,620 135,984 SH DEFINED 1 135,984 * NATIONAL INSTRS CORP COM 636518102 2,164 94,665 SH SOLE 94,665 * NATIONAL OILWELL VARCO INC COM 637071101 967 18,884 SH SOLE 18,884 * NATIONAL PENN BANCSHARES INC COM 637138108 171 24,435 SH SOLE 24,435 * NATUS MEDICAL INC DEL COM 639050103 180 18,934 SH SOLE 18,934 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 14,782 14,811,000 PRN * NAVIGANT CONSULTING INC COM 63935N107 112 12,100 SH SOLE 12,100 * NETAPP INC COM 64110D104 3,124 92,051 SH SOLE 92,051 * NEVSUN RES LTD COM 64156L101 137 27,200 SH SOLE 27,200 * NEW GOLD INC CDA COM 644535106 124 12,000 SH SOLE 12,000 * NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 278 12,112 SH SOLE 12,112 * NEW YORK CMNTY BANCORP INC COM 649445103 342 28,779 SH SOLE 28,779
* NEWCASTLE INVT CORP COM 65105M108 2,849 700,000 SH SOLE 700,000 * NEWELL RUBBERMAID INC COM 651229106 361 30,400 SH SOLE 30,400 * NEWS CORP CL A 65248E104 1,189 76,890 SH SOLE 76,890 * NEXEN INC COM 65334H102 1,493 96,334 SH SOLE 96,334 * NORDSON CORP COM 655663102 1,912 48,112 SH SOLE 48,112 * NORDSTROM INC COM 655664100 396 8,669 SH SOLE 8,669 * NOVAGOLD RES INC COM NEW 66987E206 74 11,400 SH SOLE 11,400 * NOVO-NORDISK A S ADR 670100205 1,910 19,196 SH SOLE 19,196 * NTELOS HLDGS CORP COM 67020Q107 414 23,370 SH SOLE 23,370 * NVIDIA CORP COM 67066G104 364 29,100 SH SOLE 29,100 * NUVASIVE INC COM 670704105 1,138 66,689 SH SOLE 66,689 * NXSTAGE MEDICAL INC COM 67072V103 606 29,064 SH SOLE 29,064 * NV ENERGY INC COM 67073Y106 304 20,651 SH SOLE 20,651 * OCZ TECHNOLOGY GROUP INC COM 67086E303 1,366 281,559 SH SOLE 281,559 * OCCIDENTAL PETE CORP DEL COM 674599105 1,073 15,000 SH SOLE 15,000 * OCWEN FINL CORP COM NEW 675746309 187 14,123 SH SOLE 14,123 * OFFICEMAX INC DEL COM 67622P101 139 28,700 SH SOLE 28,700 * OMNICARE INC COM 681904108 224 8,800 SH SOLE 8,800 * OMNICOM GROUP INC COM 681919106 1,242 33,700 SH SOLE 33,700 * OMNIVISION TECHNOLOGIES INC COM 682128103 2,162 153,977 SH SOLE 153,977 * OMNICELL INC COM 68213N109 246 17,859 SH SOLE 17,859 * ON SEMICONDUCTOR CORP COM 682189105 517 72,077 SH SOLE 72,077 * ONEOK INC NEW COM 682680103 7,335 111,065 SH DEFINED 1 111,065 * OPENTABLE INC COM 68372A104 887 19,281 SH SOLE 19,281 * OPNET TECHNOLOGIES INC COM 683757108 1,605 45,987 SH SOLE 45,987 * OVERSEAS SHIPHOLDING GROUP I COM 690368105 303 22,082 SH SOLE 22,082 * OWENS CORNING NEW COM 690742101 1,370 63,194 SH SOLE 63,194 * PAA NAT GAS STORAGE L P COM UNIT LTD 693139107 5,931 363,881 SH DEFINED 1 363,881 * PHH CORP COM NEW 693320202 334 20,762 SH SOLE 20,762 * P F CHANGS CHINA BISTRO INC COM 69333Y108 524 19,226 SH SOLE 19,226 * PVH CORP COM 693656100 1,112 19,095 SH SOLE 19,095 * PSS WORLD MED INC COM 69366A100 1,017 51,661 SH SOLE 51,661 * PACIFIC SUNWEAR CALIF INC COM 694873100 63 52,121 SH SOLE 52,121 * PAPA JOHNS INTL INC COM 698813102 404 13,280 SH SOLE 13,280 * PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 176 11,423 SH SOLE 11,423 * PARKER HANNIFIN CORP COM 701094104 223 3,532 SH SOLE 3,532 * PEABODY ENERGY CORP COM 704549104 511 15,075 SH SOLE 15,075 * PEABODY ENERGY CORP COM 704549104 8,470 250,000 SH CALL SOLE 250,000 * PENSKE AUTOMOTIVE GRP INC COM 70959W103 427 26,715 SH SOLE 26,715
* PERKINELMER INC COM 714046109 899 46,812 SH SOLE 46,812 * PETSMART INC COM 716768106 839 19,669 SH SOLE 19,669 * PIONEER NAT RES CO COM 723787107 11,180 169,980 SH DEFINED 1 169,980 * PITNEY BOWES INC COM 724479100 462 24,556 SH SOLE 24,556 * PLANTRONICS INC NEW COM 727493108 807 28,362 SH SOLE 28,362 * PLEXUS CORP COM 729132100 791 34,979 SH SOLE 34,979 * POLARIS INDS INC COM 731068102 319 6,384 SH SOLE 6,384 * POLYONE CORP COM 73179P106 304 28,400 SH SOLE 28,400 * POLYPORE INTL INC COM 73179V103 1,438 25,439 SH SOLE 25,439 * PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 393 6,309 SH SOLE 6,309 * POWER INTEGRATIONS INC COM 739276103 269 8,800 SH SOLE 8,800 * POWER ONE INC NEW COM 73930R102 200 44,460 SH SOLE 44,460 * POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 33,465 1,500,000 SH CALL SOLE 1,500,000 * PRECISION DRILLING CORP COM 2010 74022D308 479 57,600 SH SOLE 57,600 * PRICELINE COM INC COM NEW 741503403 1,169 2,600 SH SOLE 2,600 * PROCTER & GAMBLE CO COM 742718109 897 14,200 SH SOLE 14,200 * PRIVATEBANCORP INC COM 742962103 2,423 322,160 SH SOLE 322,160 * PROGRESS SOFTWARE CORP COM 743312100 304 17,335 SH SOLE 17,335 * PROSPERITY BANCSHARES INC COM 743606105 1,064 32,561 SH SOLE 32,561 * PRUDENTIAL FINL INC COM 744320102 66,044 1,409,400 SH CALL SOLE 1,409,400 * QEP RES INC COM 74733V100 251 9,260 SH SOLE 9,260 * QUALCOMM INC COM 747525103 1,089 22,400 SH SOLE 22,400 * QUANTA SVCS INC COM 74762E102 457 24,346 SH SOLE 24,346 * QUEST SOFTWARE INC COM 74834T103 215 13,552 SH SOLE 13,552 * QUICKSILVER RESOURCES INC COM 74837R104 541 71,319 SH SOLE 71,319 * RSC HOLDINGS INC COM 74972L102 79 11,056 SH SOLE 11,056 * RTI INTL METALS INC COM 74973W107 1,557 66,751 SH SOLE 66,751 * RF MICRODEVICES INC COM 749941100 480 75,703 SH SOLE 75,703 * RACKSPACE HOSTING INC COM 750086100 490 14,363 SH SOLE 14,363 * RADIAN GROUP INC COM 750236101 2,283 1,042,541 SH SOLE 1,042,541 RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 1,688 3,355,000 PRN * RALCORP HLDGS INC NEW COM 751028101 48,097 627,200 SH CALL SOLE 627,200 * RALPH LAUREN CORP CL A 751212101 600 4,624 SH SOLE 4,624 * RANGE RES CORP COM 75281A109 4,677 80,000 SH DEFINED 1 80,000 * RBC BEARINGS INC COM 75524B104 545 16,047 SH SOLE 16,047 * RED HAT INC COM 756577102 384 9,095 SH SOLE 9,095 * RED ROBIN GOURMET BURGERS IN COM 75689M101 335 13,911 SH SOLE 13,911 * REGAL ENTMT GROUP CL A 758766109 335 28,536 SH SOLE 28,536 * REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 25,182 1,047,985 SH DEFINED 1 1,047,985 * REGIONS FINANCIAL CORP NEW COM 7591EP100 404 121,391 SH SOLE 121,391 * REPUBLIC AWYS HLDGS INC COM 760276105 288 101,650 SH SOLE 101,650 * REPUBLIC SVCS INC COM 760759100 873 31,100 SH SOLE 31,100
* REX ENERGY CORPORATION COM 761565100 1,544 122,063 SH SOLE 122,063 * ROBBINS & MYERS INC COM 770196103 902 25,994 SH SOLE 25,994 * ROCK-TENN CO CL A 772739207 365 7,500 SH SOLE 7,500 * ROGERS CORP COM 775133101 357 9,111 SH SOLE 9,111 * ROPER INDS INC NEW COM 776696106 918 13,317 SH SOLE 13,317 * ROSETTA RESOURCES INC COM 777779307 250 7,294 SH SOLE 7,294 * ROSS STORES INC COM 778296103 508 6,451 SH SOLE 6,451 * ROVI CORP COM 779376102 852 19,828 SH SOLE 19,828 * ROYAL DUTCH SHELL PLC SPON ADR B 780259107 17,087 275,368 SH DEFINED 1 275,368 * RUBY TUESDAY INC COM 781182100 763 106,597 SH SOLE 106,597 * RYDER SYS INC COM 783549108 345 9,191 SH SOLE 9,191 * SAIC INC COM 78390X101 1,461 123,694 SH SOLE 123,694 * SEI INVESTMENTS CO COM 784117103 176 11,422 SH SOLE 11,422 * SL GREEN RLTY CORP COM 78440X101 3,078 52,935 SH SOLE 52,935 * SPX CORP COM 784635104 512 11,310 SH SOLE 11,310 * ST JUDE MED INC COM 790849103 2,033 56,171 SH SOLE 56,171 * SAKS INC COM 79377W108 817 93,406 SH SOLE 93,406 * SALESFORCE COM INC COM 79466L302 1,882 16,464 SH SOLE 16,464 * SALIX PHARMACEUTICALS INC COM 795435106 454 15,329 SH SOLE 15,329 * SALLY BEAUTY HLDGS INC COM 79546E104 576 34,693 SH SOLE 34,693 * SANDISK CORP COM 80004C101 379 9,395 SH SOLE 9,395 * SANMINA SCI CORP COM NEW 800907206 637 95,368 SH SOLE 95,368 * SAPIENT CORP COM 803062108 757 74,681 SH SOLE 74,681 * SATCON TECHNOLOGY CORP COM 803893106 17 17,380 SH SOLE 17,380 * SCHEIN HENRY INC COM 806407102 483 7,782 SH SOLE 7,782 * SCHLUMBERGER LTD COM 806857108 394 6,600 SH SOLE 6,600 * SCHNITZER STL INDS CL A 806882106 482 13,089 SH SOLE 13,089 * SCHOLASTIC CORP COM 807066105 250 8,913 SH SOLE 8,913 * SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,305 35,106 SH SOLE 35,106 * SEACOR HOLDINGS INC COM 811904101 249 3,108 SH SOLE 3,108 * SEALED AIR CORP NEW COM 81211K100 330 19,789 SH SOLE 19,789 * SELECT COMFORT CORP COM 81616X103 195 13,989 SH SOLE 13,989 * SENSIENT TECHNOLOGIES CORP COM 81725T100 442 13,576 SH SOLE 13,576 * SEQUENOM INC COM NEW 817337405 2,549 500,830 SH SOLE 500,830 * SHAW COMMUNICATIONS INC CL B CONV 82028K200 506 25,000 SH SOLE 25,000 * SHUFFLE MASTER INC COM 825549108 1,022 121,552 SH SOLE 121,552 * SIEMENS A G SPONSORED ADR 826197501 985 10,974 SH SOLE 10,974 * SIGNATURE BK NEW YORK N Y COM 82669G104 2,381 49,878 SH SOLE 49,878 * SILICON GRAPHICS INTL CORP COM 82706L108 1,543 129,459 SH SOLE 129,459
* SILVER WHEATON CORP COM 828336107 468 15,900 SH SOLE 15,900 * SIRONA DENTAL SYSTEMS INC COM 82966C103 314 7,394 SH SOLE 7,394 * SKILLED HEALTHCARE GROUP INC CL A 83066R107 753 208,554 SH SOLE 208,554 * SKYWORKS SOLUTIONS INC COM 83088M102 743 41,400 SH SOLE 41,400 * SMITH A O COM 831865209 323 10,080 SH SOLE 10,080 * SMITHFIELD FOODS INC COM 832248108 1,723 88,380 SH SOLE 88,380 * SNYDERS-LANCE INC COM 833551104 369 17,710 SH SOLE 17,710 * SOLAR CAP LTD COM 83413U100 49,425 2,455,292 SH SOLE 2,455,292 * SONIC CORP COM 835451105 542 76,723 SH SOLE 76,723 * SONY CORP ADR NEW 835699307 1,602 84,323 SH SOLE 84,323 * SOTHEBYS COM 835898107 619 22,438 SH SOLE 22,438 * SOURCEFIRE INC COM 83616T108 569 21,247 SH SOLE 21,247 * SOUTHWESTERN ENERGY CO COM 845467109 9,600 288,023 SH DEFINED 1 288,023 * SPANSION INC COM CL A NEW 84649R200 31,347 2,565,233 SH SOLE 2,565,233 * SPECTRA ENERGY CORP COM 847560109 631 25,705 SH SOLE 25,705 * SPECTRUM BRANDS HLDGS INC COM 84763R101 237 10,032 SH SOLE 10,032 * SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 411 25,766 SH SOLE 25,766 * SPRINT NEXTEL CORP COM SER 1 852061100 2,030 667,829 SH SOLE 667,829 * STANLEY BLACK & DECKER INC COM 854502101 909 18,514 SH SOLE 18,514 * STARBUCKS CORP COM 855244109 414 11,100 SH SOLE 11,100 * STARWOOD HOTELS&RESORTS WRLD COM 85590A401 365 9,400 SH SOLE 9,400 * STERLING FINL CORP WASH COM NEW 859319303 150 12,141 SH SOLE 12,141 * STEWART ENTERPRISES INC CL A 860370105 67 11,288 SH SOLE 11,288 * STONE ENERGY CORP COM 861642106 934 57,630 SH SOLE 57,630 * STRYKER CORP COM 863667101 540 11,449 SH SOLE 11,449 * SUCCESSFACTORS INC COM 864596101 1,554 67,614 SH SOLE 67,614 * SUMMIT HOTEL PPTYS INC COM 866082100 424 60,000 SH SOLE 60,000 * SUNCOR ENERGY INC NEW COM 867224107 303 11,900 SH SOLE 11,900 * SUNSTONE HOTEL INVS INC NEW COM 867892101 225 39,544 SH SOLE 39,544 * SUNTRUST BKS INC COM 867914103 926 51,601 SH SOLE 51,601 * SWIFT TRANSN CO CL A 87074U101 613 95,188 SH SOLE 95,188 * SYNOPSYS INC COM 871607107 745 30,601 SH SOLE 30,601 * SYNOVUS FINL CORP COM 87161C105 488 456,406 SH SOLE 456,406 * SYNTEL INC COM 87162H103 272 6,308 SH SOLE 6,308 * TJX COS INC NEW COM 872540109 1,907 34,385 SH SOLE 34,385 * TRW AUTOMOTIVE HLDGS CORP COM 87264S106 767 23,424 SH SOLE 23,424 * TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 237 18,669 SH SOLE 18,669 * TALISMAN ENERGY INC COM 87425E103 191 15,600 SH SOLE 15,600 * TARGET CORP COM 87612E106 962 19,625 SH SOLE 19,625 * TECH DATA CORP COM 878237106 940 21,733 SH SOLE 21,733 * TECHNE CORP COM 878377100 477 7,010 SH SOLE 7,010 * TELLABS INC COM 879664100 853 198,823 SH SOLE 198,823
* TEMPUR PEDIC INTL INC COM 88023U101 494 9,393 SH SOLE 9,393 * TENET HEALTHCARE CORP COM 88033G100 1,033 250,000 SH CALL SOLE 250,000 * TERADYNE INC COM 880770102 178 16,156 SH SOLE 16,156 * TEVA PHARMACEUTICAL INDS LTD ADR 881624209 9,305 250,000 SH CALL SOLE 250,000 * TETRA TECH INC NEW COM 88162G103 717 38,254 SH SOLE 38,254 * TEXAS CAPITAL BANCSHARES INC COM 88224Q107 623 27,257 SH SOLE 27,257 * TEXAS INDS INC COM 882491103 962 30,313 SH SOLE 30,313 * TEXAS ROADHOUSE INC COM 882681109 1,893 143,156 SH SOLE 143,156 * TEXTRON INC COM 883203101 699 39,624 SH SOLE 39,624 * THERMO FISHER SCIENTIFIC INC COM 883556102 538 10,624 SH SOLE 10,624 THERMON GROUP HLDGS INC COM 88362T103 1,728 125,000 SH SOLE 125,000 * THOMAS & BETTS CORP COM 884315102 579 14,498 SH SOLE 14,498 * 3M CO COM 88579Y101 1,169 16,287 SH SOLE 16,287 * TIBCO SOFTWARE INC COM 88632Q103 406 18,120 SH SOLE 18,120 * TITAN INTL INC ILL COM 88830M102 994 66,289 SH SOLE 66,289 * TITAN MACHY INC COM 88830R101 252 14,078 SH SOLE 14,078 * TIVO INC COM 888706108 403 43,110 SH SOLE 43,110 * TIVO INC COM 888706108 2,896 310,100 SH CALL SOLE 310,100 * TOWERS WATSON & CO CL A 891894107 500 8,361 SH SOLE 8,361 * TRANSCANADA CORP COM 89353D107 393 9,700 SH SOLE 9,700 * TRANSDIGM GROUP INC COM 893641100 1,495 18,310 SH SOLE 18,310 * TRIANGLE PETE CORP COM NEW 89600B201 142 39,680 SH SOLE 39,680 * TRIMBLE NAVIGATION LTD COM 896239100 797 23,750 SH SOLE 23,750 * TRINITY INDS INC COM 896522109 434 20,292 SH SOLE 20,292 * TRIQUINT SEMICONDUCTOR INC COM 89674K103 2,229 444,000 SH SOLE 444,000 * TRUSTMARK CORP COM 898402102 651 35,881 SH SOLE 35,881 * TUPPERWARE BRANDS CORP COM 899896104 282 5,246 SH SOLE 5,246 * TYSON FOODS INC CL A 902494103 2,742 157,949 SH SOLE 157,949 * UDR INC COM 902653104 491 22,166 SH SOLE 22,166 * U S G CORP COM NEW 903293405 379 56,372 SH SOLE 56,372 * U S AIRWAYS GROUP INC COM 90341W108 1,725 313,709 SH SOLE 313,709 * ULTA SALON COSMETCS & FRAG I COM 90384S303 361 5,800 SH SOLE 5,800 * UNDER ARMOUR INC CL A 904311107 487 7,334 SH SOLE 7,334 * UNILEVER N V N Y SHS NEW 904784709 1,558 49,484 SH SOLE 49,484 * UNION PAC CORP COM 907818108 1,108 13,565 SH SOLE 13,565 * UNISYS CORP COM NEW 909214306 341 21,707 SH SOLE 21,707 * UNITED RENTALS INC COM 911363109 2,080 123,496 SH SOLE 123,496 * UNITED STATES STL CORP NEW COM 912909108 1,213 55,117 SH SOLE 55,117 * UNITEDHEALTH GROUP INC COM 91324P102 816 17,700 SH SOLE 17,700 * UNIVERSAL CORP VA COM 913456109 437 12,200 SH SOLE 12,200 * UNIVERSAL DISPLAY CORP COM 91347P105 301 6,288 SH SOLE 6,288 * URBAN OUTFITTERS INC COM 917047102 927 41,549 SH SOLE 41,549
* VAIL RESORTS INC COM 91879Q109 350 9,263 SH SOLE 9,263 * VALEANT PHARMACEUTICALS INTL COM 91911K102 40,174 1,082,271 SH SOLE 1,082,271 * VALERO ENERGY CORP NEW COM 91913Y100 675 37,939 SH SOLE 37,939 * VALMONT INDS INC COM 920253101 1,047 13,439 SH SOLE 13,439 * VALUECLICK INC COM 92046N102 2,394 153,825 SH SOLE 153,825 * VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 181,098 2,961,537 SH SOLE 2,961,537 * VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 36,653 599,400 SH CALL SOLE 599,400 * VARIAN MED SYS INC COM 92220P105 784 15,025 SH SOLE 15,025 * VENTAS INC COM 92276F100 359 7,272 SH SOLE 7,272 * VERIFONE SYS INC COM 92342Y109 769 21,945 SH SOLE 21,945 * VERISK ANALYTICS INC CL A 92345Y106 506 14,556 SH SOLE 14,556 * VIACOM INC NEW CL B 92553P201 1,127 29,100 SH SOLE 29,100 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 5,391 3,576,000 PRN * VISHAY INTERTECHNOLOGY INC COM 928298108 187 22,402 SH SOLE 22,402 * VMWARE INC CL A COM 928563402 1,522 18,934 SH SOLE 18,934 * VOLCANO CORPORATION COM 928645100 217 7,326 SH SOLE 7,326 * VOLTERRA SEMICONDUCTOR CORP COM 928708106 702 36,529 SH SOLE 36,529 * VULCAN MATLS CO COM 929160109 361 13,092 SH SOLE 13,092 * WABTEC CORP COM 929740108 762 14,417 SH SOLE 14,417 * WALTER ENERGY INC COM 93317Q105 3,001 50,000 SH DEFINED 1 50,000 * WALTER ENERGY INC COM 93317Q105 12,932 215,500 SH CALL SOLE 215,500 * WASHINGTON FED INC COM 938824109 150 11,799 SH SOLE 11,799 * WATSON PHARMACEUTICALS INC COM 942683103 481 7,050 SH SOLE 7,050 * WAUSAU PAPER CORP COM 943315101 188 29,467 SH SOLE 29,467 * WEBSTER FINL CORP CONN COM 947890109 1,384 90,434 SH SOLE 90,434 * WENDYS CO COM 95058W100 1,832 399,190 SH SOLE 399,190 * WERNER ENTERPRISES INC COM 950755108 401 19,230 SH SOLE 19,230 * WESCO AIRCRAFT HLDGS INC COM 950814103 1,585 145,000 SH SOLE 145,000 * WESCO INTL INC COM 95082P105 1,136 33,862 SH SOLE 33,862 * WEST PHARMACEUTICAL SVSC INC COM 955306105 830 22,381 SH SOLE 22,381 * WESTERN DIGITAL CORP COM 958102105 14,091 547,868 SH SOLE 547,868 * WESTERN DIGITAL CORP COM 958102105 9,002 350,000 SH CALL SOLE 350,000 * WHIRLPOOL CORP COM 963320106 917 18,380 SH SOLE 18,380 * WHOLE FOODS MKT INC COM 966837106 375 5,742 SH SOLE 5,742 * WILLIAMS COS INC DEL COM 969457100 76,229 3,131,850 SH DEFINED 1 3,131,850 * WILLIAMS SONOMA INC COM 969904101 607 19,705 SH SOLE 19,705 * WRIGHT EXPRESS CORP COM 98233Q105 1,361 35,769 SH SOLE 35,769 * WYNDHAM WORLDWIDE CORP COM 98310W108 1,034 36,285 SH SOLE 36,285 * WYNN RESORTS LTD COM 983134107 1,144 9,941 SH SOLE 9,941 * XILINX INC COM 983919101 1,567 57,097 SH SOLE 57,097 * XEROX CORP COM 984121103 198 28,363 SH SOLE 28,363 * YAHOO INC COM 984332106 215 16,300 SH SOLE 16,300 * YAHOO INC COM 984332106 2,632 200,000 SH CALL SOLE 200,000
* YINGLI GREEN ENERGY HLDG CO ADR 98584B103 115 37,124 SH SOLE 37,124 * ZEBRA TECHNOLOGIES CORP CL A 989207105 763 24,647 SH SOLE 24,647 * ZOLL MED CORP COM 989922109 262 6,954 SH SOLE 6,954 * ASSURED GUARANTY LTD COM G0585R106 1,586 144,356 SH SOLE 144,356 * ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 397 18,520 SH SOLE 18,520 * COVIDIEN PLC SHS G2554F113 1,493 33,866 SH SOLE 33,866 * GLOBAL CROSSING LTD SHS NEW G3921A175 8,246 344,864 SH SOLE 344,864 * HERBALIFE LTD COM USD SHS G4412G101 1,514 28,252 SH SOLE 28,252 * MAIDEN HOLDINGS LTD SHS G5753U112 203 27,438 SH SOLE 27,438 * NORDIC AMERICAN TANKERS LIMI COM G65773106 307 21,756 SH SOLE 21,756 * SEAGATE TECHNOLOGY PLC SHS G7945M107 5,806 564,812 SH SOLE 564,812 * SINA CORP ORD G81477104 617 8,612 SH SOLE 8,612 * UTI WORLDWIDE INC ORD G87210103 146 11,231 SH SOLE 11,231 * TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 777 38,299 SH SOLE 38,299 * WARNER CHILCOTT PLC IRELAND SHS A G94368100 590 41,248 SH SOLE 41,248 * GOLAR LNG LTD BERMUDA SHS G9456A100 2,069 65,114 SH SOLE 65,114 * WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 201 5,853 SH SOLE 5,853 * XL GROUP PLC SHS G98290102 243 12,950 SH SOLE 12,950 * WEATHERFORD INTERNATIONAL LT REG SHS H27013103 834 68,300 SH SOLE 68,300 * GARMIN LTD SHS H2906T109 6,961 219,100 SH PUT SOLE 219,100 * NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 540 18,411 SH SOLE 18,411 * TRANSOCEAN LTD REG SHS H8817H100 440 9,226 SH SOLE 9,226 * CHECK POINT SOFTWARE TECH LT ORD M22465104 770 14,590 SH SOLE 14,590 * AERCAP HOLDINGS NV SHS N00985106 514 51,825 SH SOLE 51,825 * QIAGEN NV REG SHS N72482107 485 35,046 SH SOLE 35,046 * AVAGO TECHNOLOGIES LTD SHS Y0486S104 10,650 325,000 SH SOLE 325,000 * DRYSHIPS INC SHS Y2109Q101 631 269,599 SH SOLE 269,599