13F-HR 1 d354557d13fhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2012 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 May 15, 2012 ------------------- --------------- -------------- [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: 425 Form 13F Information Table Value Total: $1,631,192 ----------- (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 -------- ---------------- --------- -------- ------------------ ---------- -------- --------------------- NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ---------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ---- * AFLAC INC COM 001055102 510 11,100 SH SOLE 11,100 * AARONS INC COM PAR $0.50 002535300 598 23,100 SH SOLE 23,100 * ABERCROMBIE & FITCH CO CL A 002896207 812 16,369 SH SOLE 16,369 * ACI WORLDWIDE INC COM 004498101 446 11,078 SH SOLE 11,078 * ACME PACKET INC COM 004764106 378 13,744 SH SOLE 13,744 * ADTRAN INC COM 00738A106 495 15,886 SH SOLE 15,886 * ADVANCE AUTO PARTS INC COM 00751Y106 812 9,170 SH SOLE 9,170 * AGILENT TECHNOLOGIES INC COM 00846U101 679 15,251 SH SOLE 15,251 * ALBEMARLE CORP COM 012653101 415 6,500 SH SOLE 6,500 * ALERE INC COM 01449J105 535 20,569 SH SOLE 20,569 * ALLERGAN INC COM 018490102 290 3,036 SH SOLE 3,036 * ALLIANT TECHSYSTEMS INC COM 018804104 217 4,325 SH SOLE 4,325 ALLISON TRANSMISSION HLDGS I COM 01973R101 2,462 103,100 SH SOLE 103,100 * ALPHA NATURAL RESOURCES INC COM 02076X102 158 10,400 SH SOLE 10,400 * ALTERA CORP COM 021441100 219 5,500 SH SOLE 5,500 * AMERICAN CAPITAL AGENCY CORP COM 02503X105 25,109 850,000 SH SOLE 850,000 * AMERICAN EAGLE OUTFITTERS NE COM 02553E106 177 10,280 SH SOLE 10,280 * AMERICAN TOWER CORP NEW COM A 03027X100 340 5,400 SH SOLE 5,400 * AMERISOURCEBERGEN CORP COM 03073E105 599 15,100 SH SOLE 15,100 * AMERIGROUP CORP COM 03073T102 447 6,650 SH SOLE 6,650 * AMETEK INC NEW COM 031100100 398 8,199 SH SOLE 8,199 * AMPHENOL CORP NEW CL A 032095101 317 5,300 SH SOLE 5,300 * ANADARKO PETE CORP COM 032511107 17,110 218,411 SH SOLE 218,411 * ANADARKO PETE CORP COM 032511107 53,796 686,700 SH PUT SOLE 686,700 * APACHE CORP COM 037411105 534 5,317 SH SOLE 5,317 * APPLIED MATLS INC COM 038222105 126 10,101 SH SOLE 10,101 * APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 151 21,750 SH SOLE 21,750 ARMOUR RESIDENTIAL REIT INC *W EXP 11/07/201 042315119 43 2,358,651 SH SOLE 2,358,651 * ARROW ELECTRS INC COM 042735100 323 7,700 SH SOLE 7,700 * ASHLAND INC NEW COM 044209104 886 14,505 SH SOLE 14,505 * ATMEL CORP COM 049513104 745 75,545 SH SOLE 75,545 * AUTOMATIC DATA PROCESSING IN COM 053015103 1,250 22,654 SH SOLE 22,654 * AUTONATION INC COM 05329W102 202 5,900 SH SOLE 5,900 * AUTOZONE INC COM 053332102 679 1,826 SH SOLE 1,826 * AVALONBAY CMNTYS INC COM 053484101 297 2,100 SH SOLE 2,100 * AVNET INC COM 053807103 248 6,806 SH SOLE 6,806
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------- -------------- --------- -------- ------------------ ---------- -------- --------------------- NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ -------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ---- * AVON PRODS INC COM 054303102 5,169 267,000 SH CALL SOLE 267,000 * BP PLC SPONSORED ADR 055622104 17,239 383,087 SH DEFINED 1 383,087 * BAKER HUGHES INC COM 057224107 636 15,167 SH SOLE 15,167 * BARD C R INC COM 067383109 710 7,191 SH SOLE 7,191 * BARNES & NOBLE INC COM 067774109 180 13,600 SH SOLE 13,600 * BARRICK GOLD CORP COM 067901108 317 7,301 SH SOLE 7,301 * BEAM INC COM 073730103 269 4,594 SH SOLE 4,594 * BELO CORP COM SER A 080555105 203 28,273 SH SOLE 28,273 * BEMIS INC COM 081437105 219 6,778 SH SOLE 6,778 * BEST BUY INC COM 086516101 485 20,477 SH SOLE 20,477 * BEST BUY INC COM 086516101 6,218 262,600 SH PUT SOLE 262,600 * BLACKBAUD INC COM 09227Q100 420 12,652 SH SOLE 12,652 * BLOCK H & R INC COM 093671105 578 35,079 SH SOLE 35,079 * BOEING CO COM 097023105 1,420 19,097 SH SOLE 19,097 * BOSTON PROPERTIES INC COM 101121101 315 3,000 SH SOLE 3,000 * BOSTON SCIENTIFIC CORP COM 101137107 152 25,500 SH SOLE 25,500 * BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 30,460 1,593,090 SH DEFINED 1 1,593,090 * BRISTOL MYERS SQUIBB CO COM 110122108 809 23,975 SH SOLE 23,975 * BROADRIDGE FINL SOLUTIONS IN COM 11133T103 292 12,199 SH SOLE 12,199 * BROWN & BROWN INC COM 115236101 359 15,100 SH SOLE 15,100 * BRUNSWICK CORP COM 117043109 268 10,410 SH SOLE 10,410 * BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 30,511 498,715 SH DEFINED 1 498,715 * CAE INC COM 124765108 137 13,400 SH SOLE 13,400 * C H ROBINSON WORLDWIDE INC COM NEW 12541W209 255 3,900 SH SOLE 3,900 * CSX CORP COM 126408103 1,198 55,680 SH SOLE 55,680 * CA INC COM 12673P105 1,046 37,967 SH SOLE 37,967 * CABELAS INC COM 126804301 568 14,900 SH SOLE 14,900 * CABOT CORP COM 127055101 248 5,810 SH SOLE 5,810 * CABOT OIL & GAS CORP COM 127097103 7,675 246,246 SH DEFINED 1 246,246 * CADENCE DESIGN SYSTEM INC COM 127387108 689 58,191 SH SOLE 58,191 * CAESARS ENTMT CORP COM 127686103 3,684 260,742 SH SOLE 260,742 * CAMERON INTERNATIONAL CORP COM 13342B105 352 6,664 SH SOLE 6,664 * CANADIAN NATL RY CO COM 136375102 405 5,100 SH SOLE 5,100 * CANADIAN NAT RES LTD COM 136385101 373 11,260 SH SOLE 11,260 * CANON INC ADR 138006309 576 12,083 SH SOLE 12,083 * CARDINAL HEALTH INC COM 14149Y108 1,261 29,255 SH SOLE 29,255 * CAREFUSION CORP COM 14170T101 401 15,472 SH SOLE 15,472 * CARLISLE COS INC COM 142339100 346 6,934 SH SOLE 6,934 * CARTER INC COM 146229109 606 12,166 SH SOLE 12,166 * CATERPILLAR INC DEL COM 149123101 1,044 9,800 SH SOLE 9,800 * CAVIUM INC COM 14964U108 319 10,320 SH SOLE 10,320 * CELANESE CORP DEL COM SER A 150870103 406 8,800 SH SOLE 8,800 * CELESTICA INC SUB VTG SHS 15101Q108 302 31,592 SH SOLE 31,592 * CENOVUS ENERGY INC COM 15135U109 313 8,700 SH SOLE 8,700 * CENTERPOINT ENERGY INC COM 15189T107 11,832 600,000 SH SOLE 600,000
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------- ---------------- --------- -------- ------------------- ---------- -------- --------------------- NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ---------------- --------- -------- ---------- --- ---- ---------- -------- --------- ------ ---- * CHART INDS INC COM PAR $0.01 16115Q308 242 3,300 SH SOLE 3,300 * CHESAPEAKE ENERGY CORP COM 165167107 3,082 133,000 SH DEFINED 1 133,000 * CHEVRON CORP NEW COM 166764100 247 2,300 SH SOLE 2,300 * CHICOS FAS INC COM 168615102 615 40,709 SH SOLE 40,709 * CHOICE HOTELS INTL INC COM 169905106 336 9,000 SH SOLE 9,000 * CHUBB CORP COM 171232101 304 4,400 SH SOLE 4,400 * CHURCH & DWIGHT INC COM 171340102 738 14,995 SH SOLE 14,995 * CIENA CORP COM NEW 171779309 522 32,271 SH SOLE 32,271 * CIMAREX ENERGY CO COM 171798101 439 5,812 SH SOLE 5,812 * CIRRUS LOGIC INC COM 172755100 257 10,782 SH SOLE 10,782 * CITRIX SYS INC COM 177376100 363 4,600 SH SOLE 4,600 * CLIFFS NATURAL RESOURCES INC COM 18683K101 6,926 100,000 SH DEFINED 1 100,000 * COCA COLA CO COM 191216100 1,262 17,049 SH SOLE 17,049 * COLFAX CORP COM 194014106 15,863 450,145 SH SOLE 450,145 * COLLECTIVE BRANDS INC COM 19421W100 28,865 1,468,195 SH SOLE 1,468,195 * COLLECTIVE BRANDS INC COM 19421W100 5,898 300,000 SH PUT SOLE 300,000 * COMCAST CORP NEW CL A 20030N101 554 18,474 SH SOLE 18,474 * COMMVAULT SYSTEMS INC COM 204166102 593 11,936 SH SOLE 11,936 * COMPUTER SCIENCES CORP COM 205363104 1,422 47,500 SH SOLE 47,500 * CONAGRA FOODS INC COM 205887102 605 23,031 SH SOLE 23,031 * CONCUR TECHNOLOGIES INC COM 206708109 396 6,897 SH SOLE 6,897 * CONSOLIDATED EDISON INC COM 209115104 286 4,900 SH SOLE 4,900 * CONSTELLATION BRANDS INC CL A 21036P108 488 20,700 SH SOLE 20,700 * CONTINENTAL RESOURCES INC COM 212015101 574 6,690 SH SOLE 6,690 * CONVERGYS CORP COM 212485106 508 38,031 SH SOLE 38,031 * COOPER COS INC COM NEW 216648402 725 8,871 SH SOLE 8,871 * COOPER TIRE & RUBR CO COM 216831107 189 12,409 SH SOLE 12,409 * COPART INC COM 217204106 624 23,946 SH SOLE 23,946 * CORELOGIC INC COM 21871D103 435 26,664 SH SOLE 26,664 * COVANTA HLDG CORP COM 22282E102 602 37,116 SH SOLE 37,116 * CROWN HOLDINGS INC COM 228368106 295 8,000 SH SOLE 8,000 * CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 214 9,900 SH SOLE 9,900 * CURRENCYSHARES EURO TR EURO SHS 23130C108 33,175 250,000 SH PUT SOLE 250,000 * CYPRESS SEMICONDUCTOR CORP COM 232806109 259 16,600 SH SOLE 16,600 * CYTEC INDS INC COM 232820100 620 10,200 SH SOLE 10,200 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 29,316 22,532,000 PRN NONE * DSW INC CL A 23334L102 463 8,459 SH SOLE 8,459 * DECKERS OUTDOOR CORP COM 243537107 233 3,700 SH SOLE 3,700 * DEERE & CO COM 244199105 655 8,100 SH SOLE 8,100 * DELL INC COM 24702R101 355 21,373 SH SOLE 21,373 * DEVON ENERGY CORP NEW COM 25179M103 751 10,558 SH SOLE 10,558 * DILLARDS INC CL A 254067101 601 9,544 SH SOLE 9,544 * DIODES INC COM 254543101 301 12,981 SH SOLE 12,981 * DOLLAR GEN CORP NEW COM 256677105 682 14,765 SH SOLE 14,765 * DOMINOS PIZZA INC COM 25754A201 668 18,395 SH SOLE 18,395
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------- ---------------- --------- -------- ------------------- ---------- -------- ------------------- NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ---------------- --------- -------- ---------- --- ---- ---------- -------- ------- ------ ---- * DONALDSON INC COM 257651109 499 13,972 SH SOLE 13,972 * DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,086 26,997 SH SOLE 26,997 * DRESSER-RAND GROUP INC COM 261608103 255 5,500 SH SOLE 5,500 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 3,596 4,250,000 PRN NONE * DU PONT E I DE NEMOURS & CO COM 263534109 1,240 23,439 SH SOLE 23,439 * DUNKIN BRANDS GROUP INC COM 265504100 3,312 110,000 SH SOLE 110,000 * EOG RES INC COM 26875P101 29,247 263,252 SH SOLE 263,252 * EOG RES INC COM 26875P101 22,220 200,000 SH CALL SOLE 200,000 * EOG RES INC COM 26875P101 53,584 482,300 SH PUT SOLE 482,300 * EQT CORP COM 26884L109 15,116 313,549 SH DEFINED 1 313,549 * EAGLE MATERIALS INC COM 26969P108 212 6,100 SH SOLE 6,100 * EASTMAN CHEM CO COM 277432100 765 14,800 SH SOLE 14,800 * EATON CORP COM 278058102 1,128 22,630 SH SOLE 22,630 * EDWARDS LIFESCIENCES CORP COM 28176E108 305 4,200 SH SOLE 4,200 * ELECTRONIC ARTS INC COM 285512109 346 20,997 SH SOLE 20,997 * ELECTRONICS FOR IMAGING INC COM 286082102 290 17,438 SH SOLE 17,438 * EMULEX CORP COM NEW 292475209 305 29,362 SH SOLE 29,362 * ENERGEN CORP COM 29265N108 202 4,100 SH SOLE 4,100 * ENERGIZER HLDGS INC COM 29266R108 405 5,458 SH SOLE 5,458 * ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 5,443 135,058 SH DEFINED 1 135,058 * ENTEGRIS INC COM 29362U104 170 18,155 SH SOLE 18,155 * EQUIFAX INC COM 294429105 296 6,695 SH SOLE 6,695 * ESTERLINE TECHNOLOGIES CORP COM 297425100 454 6,354 SH SOLE 6,354 * EXELON CORP COM 30161N101 337 8,600 SH SOLE 8,600 * EXPEDIA INC DEL COM NEW 30212P303 742 22,195 SH SOLE 22,195 * EXPEDITORS INTL WASH INC COM 302130109 210 4,515 SH SOLE 4,515 * EXPRESS SCRIPTS INC COM 302182100 1,604 29,600 SH SOLE 29,600 * EXPRESS SCRIPTS INC COM 302182100 42,293 780,600 SH CALL SOLE 780,600 * EXPRESS INC COM 30219E103 3,123 125,000 SH SOLE 125,000 * EXXON MOBIL CORP COM 30231G102 217 2,500 SH SOLE 2,500 * FMC TECHNOLOGIES INC COM 30249U101 577 11,450 SH SOLE 11,450 * FTI CONSULTING INC COM 302941109 676 18,028 SH SOLE 18,028 * FIDELITY NATIONAL FINANCIAL CL A 31620R105 339 18,800 SH SOLE 18,800 * FIFTH THIRD BANCORP COM 316773100 232 16,500 SH SOLE 16,500 * FLUOR CORP NEW COM 343412102 863 14,368 SH SOLE 14,368 * FORTINET INC COM 34959E109 317 11,462 SH SOLE 11,462 * FOSSIL INC COM 349882100 270 2,049 SH SOLE 2,049 * GATX CORP COM 361448103 210 5,210 SH SOLE 5,210 * GEO GROUP INC COM 36159R103 316 16,619 SH SOLE 16,619 * GARDNER DENVER INC COM 365558105 328 5,200 SH SOLE 5,200 * GENERAL CABLE CORP DEL NEW COM 369300108 215 7,398 SH SOLE 7,398 GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 13,141 12,500,000 PRN NONE * GENERAL ELECTRIC CO COM 369604103 417 20,768 SH SOLE 20,768 * GEORGIA GULF CORP COM PAR$0.01 NEW 373200302 9,986 286,300 SH CALL SOLE 286,300
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------- ---------------- --------- -------- ------------------ ---------- -------- --------------------- NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ---------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ---- * GOLDCORP INC NEW COM 380956409 2,136 47,400 SH SOLE 47,400 * GREAT WOLF RESORTS INC COM 391523107 6,011 1,050,900 SH SOLE 1,050,900 * GREEN MTN COFFEE ROASTERS IN COM 393122106 417 8,900 SH SOLE 8,900 * GRIFOLS S A SPONSORED ADR 398438309 15,035 1,950,000 SH SOLE 1,950,000 * GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 647 30,700 SH SOLE 30,700 * GUESS INC COM 401617105 319 10,200 SH SOLE 10,200 * HSN INC COM 404303109 229 6,015 SH SOLE 6,015 * HALLIBURTON CO COM 406216101 206 6,200 SH SOLE 6,200 * HARLEY DAVIDSON INC COM 412822108 301 6,136 SH SOLE 6,136 * HATTERAS FINL CORP COM 41902R103 11,160 400,000 SH SOLE 400,000 * HEALTH MGMT ASSOC INC NEW CL A 421933102 100 14,869 SH SOLE 14,869 * HECKMANN CORP COM 422680108 3,448 800,000 SH DEFINED 1 800,000 * HEINZ H J CO COM 423074103 1,529 28,555 SH SOLE 28,555 * HENRY JACK & ASSOC INC COM 426281101 212 6,200 SH SOLE 6,200 * HERCULES OFFSHORE INC COM 427093109 3,784 800,000 SH SOLE 800,000 * HERSHEY CO COM 427866108 1,391 22,682 SH SOLE 22,682 * HESS CORP COM 42809H107 277 4,700 SH SOLE 4,700 * HEWLETT PACKARD CO COM 428236103 257 10,800 SH SOLE 10,800 * HEXCEL CORP NEW COM 428291108 407 16,934 SH SOLE 16,934 * HOLOGIC INC COM 436440101 736 34,135 SH SOLE 34,135 * HONEYWELL INTL INC COM 438516106 262 4,286 SH SOLE 4,286 * HORMEL FOODS CORP COM 440452100 255 8,654 SH SOLE 8,654 * HORNBECK OFFSHORE SVCS INC N COM 440543106 202 4,800 SH SOLE 4,800 * HOST HOTELS & RESORTS INC COM 44107P104 310 18,900 SH SOLE 18,900 * HUDBAY MINERALS INC COM 443628102 299 27,300 SH SOLE 27,300 * HUMANA INC COM 444859102 314 3,400 SH SOLE 3,400 * HUNTSMAN CORP COM 447011107 193 13,800 SH SOLE 13,800 * IAC INTERACTIVECORP COM PAR $.001 44919P508 669 13,625 SH SOLE 13,625 * IGATE CORP COM 45169U105 213 12,731 SH SOLE 12,731 * ILLUMINA INC COM 452327109 20,141 382,841 SH SOLE 382,841 * ILLUMINA INC COM 452327109 32,965 626,600 SH CALL SOLE 626,600 * IMATION CORP COM 45245A107 86 13,826 SH SOLE 13,826 * INFINERA CORPORATION COM 45667G103 194 23,908 SH SOLE 23,908 * INFOSYS LTD SPONSORED ADR 456788108 825 14,474 SH SOLE 14,474 * INTEGRATED DEVICE TECHNOLOGY COM 458118106 135 18,900 SH SOLE 18,900 * INTERNATIONAL BUSINESS MACHS COM 459200101 816 3,911 SH SOLE 3,911 * INTERPUBLIC GROUP COS INC COM 460690100 250 21,913 SH SOLE 21,913 * INTUIT COM 461202103 210 3,500 SH SOLE 3,500 * IRON MTN INC COM 462846106 340 11,800 SH SOLE 11,800 * ITRON INC COM 465741106 259 5,714 SH SOLE 5,714 * JABIL CIRCUIT INC COM 466313103 612 24,375 SH SOLE 24,375 * JAGUAR MNG INC COM 47009M103 14,505 3,100,000 SH SOLE 3,100,000
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------- ---------------- --------- -------- ------------------ ---------- -------- --------------------- NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ---------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ---- * JAGUAR MNG INC COM 47009M103 4,642 994,000 SH PUT SOLE 994,000 * JOHNSON & JOHNSON COM 478160104 356 5,400 SH SOLE 5,400 * JOHNSON CTLS INC COM 478366107 759 23,380 SH SOLE 23,380 * JOY GLOBAL INC COM 481165108 323 4,400 SH SOLE 4,400 * KBR INC COM 48242W106 353 9,922 SH SOLE 9,922 * KELLOGG CO COM 487836108 954 17,782 SH SOLE 17,782 * KENNAMETAL INC COM 489170100 251 5,640 SH SOLE 5,640 * KINDER MORGAN MANAGEMENT LLC SHS 49455U100 22,997 308,152 SH DEFINED 1 308,152 * KINROSS GOLD CORP COM NO PAR 496902404 428 43,800 SH SOLE 43,800 * KNIGHT TRANSN INC COM 499064103 628 35,533 SH SOLE 35,533 * KRAFT FOODS INC CL A 50075N104 1,617 42,549 SH SOLE 42,549 * LKQ CORP COM 501889208 483 15,484 SH SOLE 15,484 * L-3 COMMUNICATIONS HLDGS INC COM 502424104 650 9,188 SH SOLE 9,188 * LAMAR ADVERTISING CO CL A 512815101 225 6,957 SH SOLE 6,957 * LEAR CORP COM NEW 521865204 262 5,642 SH SOLE 5,642 * LEXMARK INTL NEW CL A 529771107 635 19,109 SH SOLE 19,109 * LIBERTY MEDIA CORPORATION LIB CAP COM A 530322106 952 10,800 SH SOLE 10,800 * LIBERTY GLOBAL INC COM SER A 530555101 1,484 29,638 SH SOLE 29,638 * LIFE TECHNOLOGIES CORP COM 53217V109 361 7,400 SH SOLE 7,400 * LIFEPOINT HOSPITALS INC COM 53219L109 224 5,671 SH SOLE 5,671 * LIMITED BRANDS INC COM 532716107 491 10,236 SH SOLE 10,236 * LINEAR TECHNOLOGY CORP COM 535678106 1,263 37,471 SH SOLE 37,471 * LOUISIANA PAC CORP COM 546347105 174 18,638 SH SOLE 18,638 * LOWES COS INC COM 548661107 436 13,900 SH SOLE 13,900 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 4,236 4,000,000 PRN NONE * MKS INSTRUMENT INC COM 55306N104 447 15,153 SH SOLE 15,153 * MANPOWERGROUP INC COM 56418H100 356 7,510 SH SOLE 7,510 * MARATHON OIL CORP COM 565849106 669 21,100 SH SOLE 21,100 * MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 7,365 300,000 SH PUT SOLE 300,000 * MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 18,587 318,000 SH DEFINED 1 318,000 * MASCO CORP COM 574599106 213 15,967 SH SOLE 15,967 * MASTEC INC COM 576323109 458 25,337 SH SOLE 25,337 * MASTERCARD INC CL A 57636Q104 210 500 SH SOLE 500 * MAXIM INTEGRATED PRODS INC COM 57772K101 725 25,345 SH SOLE 25,345 * MCDERMOTT INTL INC COM 580037109 149 11,622 SH SOLE 11,622 * MCDONALDS CORP COM 580135101 2,008 20,467 SH SOLE 20,467 * MEADWESTVACO CORP COM 583334107 618 19,566 SH SOLE 19,566 * MEDCO HEALTH SOLUTIONS INC COM 58405U102 187,149 2,662,155 SH SOLE 2,662,155 * MENS WEARHOUSE INC COM 587118100 380 9,799 SH SOLE 9,799 * MERCK & CO INC NEW COM 58933Y105 265 6,895 SH SOLE 6,895 * MEREDITH CORP COM 589433101 208 6,400 SH SOLE 6,400 * METLIFE INC COM 59156R108 209 5,600 SH SOLE 5,600 * MICROSOFT CORP COM 594918104 1,013 31,400 SH SOLE 31,400 * MICROCHIP TECHNOLOGY INC COM 595017104 705 18,964 SH SOLE 18,964
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------- ---------- --------- -------- ---------------- ---------- -------- ------------------- NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- * MOLYCORP INC DEL COM 608753109 16,915 500,000 SH PUT SOLE 500,000 * MONSANTO CO NEW COM 61166W101 383 4,800 SH SOLE 4,800 * MURPHY OIL CORP COM 626717102 679 12,062 SH SOLE 12,062 * MYLAN INC COM 628530107 640 27,300 SH SOLE 27,300 * NCR CORP NEW COM 62886E108 626 28,844 SH SOLE 28,844 * NATIONAL OILWELL VARCO INC COM 637071101 874 11,000 SH SOLE 11,000 * NEW YORK TIMES CO CL A 650111107 151 22,191 SH SOLE 22,191 * NEWELL RUBBERMAID INC COM 651229106 257 14,408 SH SOLE 14,408 * NEWFIELD EXPL CO COM 651290108 7,182 207,100 SH DEFINED 1 207,100 * NEWMONT MINING CORP COM 651639106 7,860 153,300 SH DEFINED 1 153,300 * NEWPORT CORP COM 651824104 195 11,029 SH SOLE 11,029 * NEWS CORP CL A 65248E104 827 41,997 SH SOLE 41,997 * NEXEN INC COM 65334H102 887 48,360 SH SOLE 48,360 * NIKE INC CL B 654106103 248 2,285 SH SOLE 2,285 * NISOURCE INC COM 65473P105 7,305 300,000 SH DEFINED 1 300,000 * NORDSON CORP COM 655663102 351 6,439 SH SOLE 6,439 * NORFOLK SOUTHERN CORP COM 655844108 1,381 20,971 SH SOLE 20,971 * NUSTAR ENERGY LP UNIT COM 67058H102 8,862 150,000 SH DEFINED 1 150,000 * OGE ENERGY CORP COM 670837103 203 3,800 SH SOLE 3,800 OYO GEOSPACE CORP COM 671074102 1,580 15,000 SH SOLE 15,000 * OCCIDENTAL PETE CORP DEL COM 674599105 663 6,964 SH SOLE 6,964 * OLIN CORP COM PAR $1 680665205 307 14,100 SH SOLE 14,100 * OMNICARE INC COM 681904108 399 11,217 SH SOLE 11,217 * OMNICOM GROUP INC COM 681919106 2,114 41,747 SH SOLE 41,747 * ONEOK INC NEW COM 682680103 13,969 171,065 SH DEFINED 1 171,065 * ORACLE CORP COM 68389X105 356 12,200 SH SOLE 12,200 * OWENS ILL INC COM NEW 690768403 656 28,116 SH SOLE 28,116 * PMC-SIERRA INC COM 69344F106 158 21,812 SH SOLE 21,812 * PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 699 25,028 SH SOLE 25,028 * PARKER HANNIFIN CORP COM 701094104 1,556 18,400 SH SOLE 18,400 * PATTERSON COMPANIES INC COM 703395103 644 19,287 SH SOLE 19,287 * PAYCHEX INC COM 704326107 1,734 55,963 SH SOLE 55,963 * PEABODY ENERGY CORP COM 704549104 272 9,401 SH SOLE 9,401 * PENNEY J C INC COM 708160106 1,837 51,859 SH SOLE 51,859 * PENTAIR INC COM 709631105 7,099 149,100 SH SOLE 149,100 * PERRIGO CO COM 714290103 767 7,420 SH SOLE 7,420 * PFIZER INC COM 717081103 528 23,300 SH SOLE 23,300 * PIONEER NAT RES CO COM 723787107 48,711 436,518 SH DEFINED 1 436,518 * PITNEY BOWES INC COM 724479100 640 36,390 SH SOLE 36,390 * PLEXUS CORP COM 729132100 589 16,824 SH SOLE 16,824 * POLYONE CORP COM 73179P106 181 12,590 SH SOLE 12,590 * PRAXAIR INC COM 74005P104 894 7,800 SH SOLE 7,800 * PRECISION CASTPARTS CORP COM 740189105 294 1,700 SH SOLE 1,700 PROTO LABS INC COM 743713109 1,193 35,000 SH SOLE 35,000 * PUBLIC SVC ENTERPRISE GROUP COM 744573106 395 12,900 SH SOLE 12,900 * QLOGIC CORP COM 747277101 261 14,724 SH SOLE 14,724 * QUANTA SVCS INC COM 74762E102 352 16,835 SH SOLE 16,835
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------- -------------- --------- -------- ------------------ ---------- -------- --------------------- NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ -------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ---- * QUEST DIAGNOSTICS INC COM 74834L100 304 4,975 SH SOLE 4,975 * QUEST SOFTWARE INC COM 74834T103 10,472 450,000 SH SOLE 450,000 * QUICKSILVER RESOURCES INC COM 74837R104 59 11,681 SH SOLE 11,681 * RACKSPACE HOSTING INC COM 750086100 456 7,895 SH SOLE 7,895 * RALPH LAUREN CORP CL A 751212101 1,025 5,880 SH SOLE 5,880 * RANGE RES CORP COM 75281A109 14,228 244,715 SH DEFINED 1 244,715 * RANGE RES CORP COM 75281A109 9,215 158,500 SH CALL SOLE 158,500 * RANGE RES CORP COM 75281A109 430 7,400 SH PUT SOLE 7,400 * RAYONIER INC COM 754907103 586 13,300 SH SOLE 13,300 * RED HAT INC COM 756577102 1,574 26,274 SH SOLE 26,274 * REGAL BELOIT CORP COM 758750103 496 7,568 SH SOLE 7,568 * REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 39,999 1,527,749 SH DEFINED 1 1,527,749 * RENTECH NITROGEN PARTNERS L COM UNIT 760113100 12,929 466,092 SH DEFINED 1 466,092 * REYNOLDS AMERICAN INC COM 761713106 337 8,132 SH SOLE 8,132 * RIVERBED TECHNOLOGY INC COM 768573107 433 15,405 SH SOLE 15,405 * ROCKWELL AUTOMATION INC COM 773903109 789 9,900 SH SOLE 9,900 * ROSS STORES INC COM 778296103 627 10,793 SH SOLE 10,793 * ROVI CORP COM 779376102 505 15,520 SH SOLE 15,520 * ROYAL DUTCH SHELL PLC SPON ADR B 780259107 15,211 215,368 SH DEFINED 1 215,368 * SAIC INC COM 78390X101 505 38,241 SH SOLE 38,241 * SPDR GOLD TRUST GOLD SHS 78463V107 17,414 107,400 SH CALL SOLE 107,400 * SPDR SERIES TRUST S&P OILGAS EXP 78464A730 28,465 500,000 SH PUT SOLE 500,000 * SALESFORCE COM INC COM 79466L302 309 2,000 SH SOLE 2,000 * SALIX PHARMACEUTICALS INC COM 795435106 514 9,795 SH SOLE 9,795 * SANOFI SPONSORED ADR 80105N105 288 7,444 SH SOLE 7,444 * SAPIENT CORP COM 803062108 253 20,335 SH SOLE 20,335 * SCHEIN HENRY INC COM 806407102 906 11,967 SH SOLE 11,967 * SCHLUMBERGER LTD COM 806857108 493 7,043 SH SOLE 7,043 * SCHOLASTIC CORP COM 807066105 233 6,594 SH SOLE 6,594 * SEALED AIR CORP NEW COM 81211K100 210 10,867 SH SOLE 10,867 * SEARS HLDGS CORP COM 812350106 338 5,100 SH SOLE 5,100 * SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 4,734 105,037 SH SOLE 105,037 * SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 86,109 1,200,000 SH PUT SOLE 1,200,000 * SENIOR HSG PPTYS TR SH BEN INT 81721M109 251 11,400 SH SOLE 11,400 * SENSIENT TECHNOLOGIES CORP COM 81725T100 388 10,200 SH SOLE 10,200 * SERVICESOURCE INTL LLC COM 81763U100 2,709 175,000 SH SOLE 175,000 * SHAW COMMUNICATIONS INC CL B CONV 82028K200 573 27,110 SH SOLE 27,110 * SILVER WHEATON CORP COM 828336107 268 8,100 SH SOLE 8,100 * SMITH A O COM 831865209 405 9,000 SH SOLE 9,000 * SMITHFIELD FOODS INC COM 832248108 249 11,300 SH SOLE 11,300 SMITHFIELD FOODS INC NOTE 4.000% 6/ 832248AR9 2,142 1,887,000 PRN NONE * SOLARWINDS INC COM 83416B109 626 16,186 SH SOLE 16,186 * SOLERA HOLDINGS INC COM 83421A104 211 4,600 SH SOLE 4,600
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------- -------------- --------- -------- ------------------- ---------- -------- ------------------- NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ -------------- --------- -------- ---------- --- ---- ---------- -------- ------- ------ ---- * SONOCO PRODS CO COM 835495102 249 7,503 SH SOLE 7,503 * SONY CORP ADR NEW 835699307 253 12,200 SH SOLE 12,200 * STEELCASE INC CL A 858155203 126 13,100 SH SOLE 13,100 * STEWART ENTERPRISES INC CL A 860370105 72 11,782 SH SOLE 11,782 * STRYKER CORP COM 863667101 235 4,231 SH SOLE 4,231 * SUNCOR ENERGY INC NEW COM 867224107 564 17,257 SH SOLE 17,257 * SYNAPTICS INC COM 87157D109 643 17,620 SH SOLE 17,620 * SYNTEL INC COM 87162H103 453 8,081 SH SOLE 8,081 * TRW AUTOMOTIVE HLDGS CORP COM 87264S106 571 12,283 SH SOLE 12,283 * TALISMAN ENERGY INC COM 87425E103 9,857 782,400 SH DEFINED 1 782,400 TANGOE INC COM 87582Y108 2,351 125,000 SH SOLE 125,000 * TECHNE CORP COM 878377100 387 5,515 SH SOLE 5,515 * TELEFLEX INC COM 879369106 342 5,600 SH SOLE 5,600 * TEMPUR PEDIC INTL INC COM 88023U101 887 10,500 SH SOLE 10,500 * TENNECO INC COM 880349105 616 16,584 SH SOLE 16,584 * TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,266 28,100 SH SOLE 28,100 * TEXTRON INC COM 883203101 620 22,270 SH SOLE 22,270 * THERMO FISHER SCIENTIFIC INC COM 883556102 640 11,345 SH SOLE 11,345 * THORATEC CORP COM NEW 885175307 881 26,137 SH SOLE 26,137 * TIFFANY & CO NEW COM 886547108 1,226 17,739 SH SOLE 17,739 * TIME WARNER INC COM NEW 887317303 1,303 34,525 SH SOLE 34,525 * TIMKEN CO COM 887389104 432 8,510 SH SOLE 8,510 * TOWERS WATSON & CO CL A 891894107 779 11,783 SH SOLE 11,783 * TRACTOR SUPPLY CO COM 892356106 598 6,600 SH SOLE 6,600 * TRANSCANADA CORP COM 89353D107 287 6,700 SH SOLE 6,700 * TREEHOUSE FOODS INC COM 89469A104 280 4,705 SH SOLE 4,705 * TRIMBLE NAVIGATION LTD COM 896239100 272 5,000 SH SOLE 5,000 * TRINITY INDS INC COM 896522109 321 9,727 SH SOLE 9,727 * TWO HBRS INVT CORP COM 90187B101 5,070 500,000 SH SOLE 500,000 * TYSON FOODS INC CL A 902494103 1,170 61,106 SH SOLE 61,106 TYSON FOODS INC NOTE 3.250%10/ 902494AP8 21,662 17,500,000 PRN NONE * U S SILICA HLDGS INC COM 90346E103 2,618 125,000 SH SOLE 125,000 * UBIQUITI NETWORKS INC COM 90347A100 791 25,000 SH SOLE 25,000 * UNION PAC CORP COM 907818108 1,763 16,400 SH SOLE 16,400 * UNITED PARCEL SERVICE INC CL B 911312106 376 4,664 SH SOLE 4,664 * UNITED RENTALS INC COM 911363109 243 5,660 SH SOLE 5,660 * UNITED TECHNOLOGIES CORP COM 913017109 2,221 26,775 SH SOLE 26,775 * UNITEDHEALTH GROUP INC COM 91324P102 389 6,600 SH SOLE 6,600 * V F CORP COM 918204108 467 3,200 SH SOLE 3,200 * VALERO ENERGY CORP NEW COM 91913Y100 472 18,299 SH SOLE 18,299 * VALMONT INDS INC COM 920253101 385 3,280 SH SOLE 3,280 * VARIAN MED SYS INC COM 92220P105 1,187 17,218 SH SOLE 17,218 * VENTAS INC COM 92276F100 343 6,000 SH SOLE 6,000 * VERIFONE SYS INC COM 92342Y109 202 3,900 SH SOLE 3,900 * VIACOM INC NEW CL B 92553P201 1,155 24,330 SH SOLE 24,330 * VIRGIN MEDIA INC COM 92769L101 1,341 53,691 SH SOLE 53,691
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------- ----------- --------- -------- ------------------ ---------- -------- --------------------- NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ----------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ---- * VISA INC COM CL A 92826C839 838 7,101 SH SOLE 7,101 * VISHAY INTERTECHNOLOGY INC COM 928298108 675 55,549 SH SOLE 55,549 * WABCO HLDGS INC COM 92927K102 443 7,317 SH SOLE 7,317 * WABTEC CORP COM 929740108 479 6,349 SH SOLE 6,349 * WALGREEN CO COM 931422109 8,373 250,000 SH CALL SOLE 250,000 * WALGREEN CO COM 931422109 25,118 750,000 SH PUT SOLE 750,000 * WALTER ENERGY INC COM 93317Q105 5,566 93,999 SH DEFINED 1 93,999 * WASTE CONNECTIONS INC COM 941053100 282 8,684 SH SOLE 8,684 * WATTS WATER TECHNOLOGIES INC CL A 942749102 313 7,683 SH SOLE 7,683 * WELLPOINT INC COM 94973V107 583 7,899 SH SOLE 7,899 * WENDYS CO COM 95058W100 998 199,190 SH SOLE 199,190 * WEST PHARMACEUTICAL SVSC INC COM 955306105 244 5,732 SH SOLE 5,732 * WESTERN UN CO COM 959802109 264 15,000 SH SOLE 15,000 * WILLIAMS COS INC DEL COM 969457100 15,181 492,725 SH DEFINED 1 492,725 * WOLVERINE WORLD WIDE INC COM 978097103 19,007 511,227 SH SOLE 511,227 * WOODWARD INC COM 980745103 872 20,356 SH SOLE 20,356 * WYNDHAM WORLDWIDE CORP COM 98310W108 307 6,602 SH SOLE 6,602 * XPO LOGISTICS INC COM 983793100 1,680 100,000 SH SOLE 100,000 * ZYNGA INC CL A 98986T108 1,973 150,000 SH SOLE 150,000 * AIRCASTLE LTD COM G0129K104 2,448 200,000 SH SOLE 200,000 * AMDOCS LTD ORD G02602103 1,033 32,699 SH SOLE 32,699 * HERBALIFE LTD COM USD SHS G4412G101 1,084 15,752 SH SOLE 15,752 * MICHAEL KORS HLDGS LTD SHS G60754101 9,318 200,000 SH SOLE 200,000 * NORDIC AMERICAN TANKERS LIMI COM G65773106 190 11,971 SH SOLE 11,971 * SEADRILL LIMITED SHS G7945E105 1,874 50,000 SH SOLE 50,000 * SEAGATE TECHNOLOGY PLC SHS G7945M107 299 11,100 SH SOLE 11,100 * UTI WORLDWIDE INC ORD G87210103 394 22,892 SH SOLE 22,892 * WARNER CHILCOTT PLC IRELAND SHS A G94368100 256 15,200 SH SOLE 15,200 * ACE LTD SHS H0023R105 227 3,100 SH SOLE 3,100 * FOSTER WHEELER AG COM H27178104 265 11,624 SH SOLE 11,624 * GARMIN LTD SHS H2906T109 557 11,860 SH SOLE 11,860 * COSTAMARE INC SHS Y1771G102 3,443 250,000 SH SOLE 250,000 * TEEKAY CORPORATION COM Y8564W103 62,219 1,790,467 SH DEFINED 1 1,790,467