-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, QXlplpOTBlkk0nK91F+sGtnpeJHizW7uT3tn8z2UWIMQbzzZLJeBKA42BV3OgrT0 QPaaFEVJu1Vs7HS9l2bVOQ== 0000950123-09-062543.txt : 20091116 0000950123-09-062543.hdr.sgml : 20091116 20091116060058 ACCESSION NUMBER: 0000950123-09-062543 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091116 DATE AS OF CHANGE: 20091116 EFFECTIVENESS DATE: 20091116 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: 091183468 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 c92644e13fvhr.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: September 30, 2009 Check here if Amendment [ ]; Amendment Number: ___________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Magnetar Financial LLC Address: 1603 Orrington Avenue, 13th Floor Evanston, IL 60201 Form 13F File Number: 28-11800 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Michael Turro Title: Chief Compliance Officer Phone: 847-905-4690 Signature, Place, and Date of Signing: /s/ Michael Turro Evanston, IL November 16, 2009 - --------------------------------- -------------------- --------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 398 Form 13F Information Table Value Total: 1,039,964 (thousands) List of Other Included Managers: NONE FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------ -------------- --------- -------- ------------------- ---------- -------- --------------------- VOTING AUTHORITY NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER --------------------- ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------ -------------- --------- -------- ---------- --- ---- ---------- -------- --------- ------ ---- * ATMI INC COM 00207R101 346 19,049 SH SOLE 19,049 * ACTIVISION BLIZZARD INC COM 00507V109 755 60,963 SH SOLE 60,963 * ACTUANT CORP CL A NEW 00508X203 490 30,504 SH SOLE 30,504 * ADOBE SYS INC COM 00724F101 837 25,325 SH SOLE 25,325 * AEROPOSTALE COM 007865108 938 21,587 SH SOLE 21,587 * AFFILIATED MANAGERS GROUP COM 008252108 354 5,445 SH SOLE 5,445 * AFFYMETRIX INC COM 00826T108 370 42,125 SH SOLE 42,125 * AIRTRAN HLDGS INC COM 00949P108 325 52,022 SH SOLE 52,022 * ALBEMARLE CORP COM 012653101 405 11,716 SH SOLE 11,716 * ALCOA INC COM 013817101 6,560 500,000 SH SOLE 500,000 * ALCOA INC COM 013817101 4,198 320,000 SH CALL SOLE 320,000 * ALCOA INC COM 013817101 6,560 500,000 SH PUT SOLE 500,000 * ALLEGHENY ENERGY INC COM 017361106 255 9,617 SH SOLE 9,617 * AMEDISYS INC COM 023436108 1,004 23,001 SH SOLE 23,001 * AMERICAN AXLE & MFG HLDGS IN COM 024061103 237 33,490 SH SOLE 33,490 * AMERICAN CAMPUS CMNTYS INC COM 024835100 412 15,338 SH SOLE 15,338 * AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,171 69,463 SH SOLE 69,463 * AMERICAN TOWER CORP CL A 029912201 382 10,501 SH SOLE 10,501 * ANALOG DEVICES INC COM 032654105 342 12,400 SH SOLE 12,400 * ANNTAYLOR STORES CORP COM 036115103 316 19,913 SH SOLE 19,913 * ANWORTH MORTGAGE ASSET CP COM 037347101 297 37,643 SH SOLE 37,643 * ARVINMERITOR INC COM 043353101 415 53,097 SH SOLE 53,097 * ASSOCIATED BANC CORP COM 045487105 1,594 139,592 SH SOLE 139,592 * ASSURANT INC COM 04621X108 424 13,210 SH SOLE 13,210 * ASTEC INDS INC COM 046224101 343 13,473 SH SOLE 13,473 * ASTORIA FINL CORP COM 046265104 830 75,147 SH SOLE 75,147 * ATHEROS COMMUNICATIONS INC COM 04743P108 495 18,642 SH SOLE 18,642 * AUXILIUM PHARMACEUTICALS INC COM 05334D107 618 18,051 SH SOLE 18,051 B & G FOODS INC NEW CL A 05508R106 1,761 215,000 SH SOLE 215,000 * BJS WHOLESALE CLUB INC COM 05548J106 706 19,487 SH SOLE 19,487 * BPZ RESOURCES INC COM 055639108 718 95,525 SH SOLE 95,525 * BANK NOVA SCOTIA HALIFAX COM 064149107 335 7,329 SH SOLE 7,329 * BE AEROSPACE INC COM 073302101 934 46,391 SH SOLE 46,391 * BEBE STORES INC COM 075571109 151 20,536 SH SOLE 20,536 * BECKMAN COULTER INC COM 075811109 348 5,051 SH SOLE 5,051
* BECTON DICKINSON & CO COM 075887109 262 3,762 SH SOLE 3,762 * BED BATH & BEYOND INC COM 075896100 408 10,856 SH SOLE 10,856 * BEST BUY INC COM 086516101 841 22,415 SH SOLE 22,415 * BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 1,086 43,773 SH SOLE 43,773 * BRADY CORP CL A 104674106 364 12,681 SH SOLE 12,681 * BRIDGEPOINT ED INC COM 10807M105 276 18,056 SH SOLE 18,056 * BRIGGS & STRATTON CORP COM 109043109 371 19,101 SH SOLE 19,101 * BRIGHAM EXPLORATION CO COM 109178103 326 35,880 SH SOLE 35,880 * BRIGHTPOINT INC COM NEW 109473405 301 34,432 SH SOLE 34,432 * BRISTOW GROUP INC COM 110394103 355 11,957 SH SOLE 11,957 * BROOKLINE BANCORP INC DEL COM 11373M107 335 34,486 SH SOLE 34,486 * BRUSH ENGINEERED MATLS INC COM 117421107 265 10,836 SH SOLE 10,836 BUCKEYE GP HOLDINGS LP COM UNITS LP 118167105 369 15,296 SH SOLE 15,296 * BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 714 14,745 SH SOLE 14,745 * BUCYRUS INTL INC NEW COM 118759109 425 11,943 SH SOLE 11,943 * BURGER KING HLDGS INC COM 121208201 767 43,595 SH SOLE 43,595 * CBS CORP NEW CL B 124857202 501 41,554 SH SOLE 41,554 * CIT GROUP INC COM 125581108 330 272,700 SH SOLE 272,700 * CIT GROUP INC COM 125581108 188 155,500 SH PUT SOLE 155,500 * CME GROUP INC COM 12572Q105 283 918 SH SOLE 918 * CABELAS INC COM 126804301 696 52,185 SH SOLE 52,185 * CABLEVISION SYS CORP CL A NY CABLVS 12686C109 899 37,854 SH SOLE 37,854 * CABOT CORP COM 127055101 406 17,547 SH SOLE 17,547 * CAL DIVE INTL INC DEL COM 12802T101 2,967 300,000 SH SOLE 300,000 * CALIFORNIA PIZZA KITCHEN INC COM 13054D109 707 45,256 SH SOLE 45,256 * CALPINE CORP COM NEW 131347304 2,880 250,000 SH SOLE 250,000 * CAMERON INTERNATIONAL CORP COM 13342B105 472 12,490 SH SOLE 12,490 * CAMPBELL SOUP CO COM 134429109 737 22,608 SH SOLE 22,608 * CAPITAL ONE FINL CORP COM 14040H105 486 13,613 SH SOLE 13,613 * CAPITALSOURCE INC COM 14055X102 369 85,100 SH SOLE 85,100 * CARDINAL HEALTH INC COM 14149Y108 432 16,102 SH SOLE 16,102 * CAREER EDUCATION CORP COM 141665109 380 15,596 SH SOLE 15,596 * CARNIVAL CORP PAIRED CTF 143658300 436 13,113 SH SOLE 13,113 * CARPENTER TECHNOLOGY CORP COM 144285103 360 15,380 SH SOLE 15,380 * CASH AMER INTL INC COM 14754D100 400 13,270 SH SOLE 13,270
* CBEYOND INC COM 149847105 743 46,062 SH SOLE 46,062 CEPHALON INC NOTE 2.000% 6/0 156708AP4 15,047 11,300,000 PRN SOLE NONE CEPHALON INC NOTE 2.500% 5/0 156708AR0 25,300 24,070,000 PRN SOLE NONE * CHEMED CORP NEW COM 16359R103 368 8,383 SH SOLE 8,383 CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 6,167 7,500,000 PRN SOLE NONE * CHOICE HOTELS INTL INC COM 169905106 246 7,907 SH SOLE 7,907 * CINEMARK HOLDINGS INC COM 17243V102 904 87,248 SH SOLE 87,248 * CITIGROUP INC COM 172967101 86 17,700 SH SOLE 17,700 * CITI TRENDS INC COM 17306X102 255 8,951 SH SOLE 8,951 * CITRIX SYS INC COM 177376100 383 9,761 SH SOLE 9,761 * COACH INC COM 189754104 856 25,989 SH SOLE 25,989 * CNINSURE INC SPONSORED ADR 18976M103 435 18,932 SH SOLE 18,932 * COGENT COMM GROUP INC COM NEW 19239V302 417 36,916 SH SOLE 36,916 * COLLECTIVE BRANDS INC COM 19421W100 2,601 150,100 SH SOLE 150,100 * COLUMBIA BKG SYS INC COM 197236102 264 15,962 SH SOLE 15,962 * COMMSCOPE INC COM 203372107 364 12,157 SH SOLE 12,157 * COMPASS MINERALS INTL INC COM 20451N101 356 5,780 SH SOLE 5,780 * COMPUTER SCIENCES CORP COM 205363104 204 3,862 SH SOLE 3,862 * CONCEPTUS INC COM 206016107 332 17,927 SH SOLE 17,927 * CONCHO RES INC COM 20605P101 215 5,919 SH SOLE 5,919 CONSTANT CONTACT INC COM 210313102 332 17,261 SH SOLE 17,261 * CONVERGYS CORP COM 212485106 123 12,359 SH SOLE 12,359 * COPANO ENERGY L L C COM UNITS 217202100 443 24,341 SH SOLE 24,341 * CORUS ENTERTAINMENT COM CL B NON INC VTG 220874101 231 13,540 SH SOLE 13,540 * COVANCE INC COM 222816100 269 4,975 SH SOLE 4,975 * CRACKER BARREL OLD CTRY STOR COM 22410J106 373 10,849 SH SOLE 10,849 * CROCS INC COM 227046109 555 83,416 SH SOLE 83,416 * CYPRESS SEMICONDUCTOR CORP COM 232806109 315 30,479 SH SOLE 30,479 * DG FASTCHANNEL INC COM 23326R109 378 18,047 SH SOLE 18,047 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 48,825 43,000,000 PRN SOLE NONE * DANA HOLDING CORP COM 235825205 1,362 200,000 SH SOLE 200,000 * DANAHER CORP DEL COM 235851102 375 5,569 SH SOLE 5,569 * DEALERTRACK HLDGS INC COM 242309102 553 29,227 SH SOLE 29,227 * DECKERS OUTDOOR CORP COM 243537107 718 8,462 SH SOLE 8,462 * DEERE & CO COM 244199105 447 10,417 SH SOLE 10,417
* DELTA PETE CORP COM NEW 247907207 33 19,034 SH SOLE 19,034 * DENTSPLY INTL INC NEW COM 249030107 263 7,622 SH SOLE 7,622 * DIAMONDROCK HOSPITALITY CO COM 252784301 494 60,954 SH SOLE 60,954 * DINEEQUITY INC COM 254423106 329 13,288 SH SOLE 13,288 * DISCOVER FINL SVCS COM 254709108 677 41,730 SH SOLE 41,730 * DUPONT FABROS TECHNOLOGY INC COM 26613Q106 609 45,685 SH SOLE 45,685 * DYNCORP INTL INC CL A 26817C101 810 44,983 SH SOLE 44,983 * E HOUSE CHINA HLDGS LTD ADR 26852W103 315 14,759 SH SOLE 14,759 * ENSCO INTL INC COM 26874Q100 804 18,895 SH SOLE 18,895 * EOG RES INC COM 26875P101 347 4,157 SH SOLE 4,157 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 6,932 7,000,000 PRN SOLE NONE EARTHLINK INC NOTE 3.250% 11/1 270321AA0 15,455 14,000,000 PRN SOLE NONE * EAST WEST BANCORP INC COM 27579R104 439 52,880 SH SOLE 52,880 * EBAY INC COM 278642103 303 12,826 SH SOLE 12,826 * EDISON INTL COM 281020107 308 9,164 SH SOLE 9,164 * EHEALTH INC COM 28238P109 403 27,772 SH SOLE 27,772 * EMDEON INC CL A 29084T104 3,240 200,000 SH SOLE 200,000 * ENBRIDGE ENERGY PARTNERS L P COM 29250R106 1,458 32,347 SH SOLE 32,347 ENDO PHARMACEUTICALS NOTE 1.750% HLDGS I 4/1 29264FAA4 4,857 5,000,000 PRN SOLE NONE * ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 1,305 30,661 SH SOLE 30,661 * ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 8,813 314,752 SH SHARED 314,752 * ENTERPRISE GP HLDGS L P UNIT LP INT 293716106 738 24,951 SH SOLE 24,951 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 6,655 5,000,000 PRN SOLE NONE * EQUITY RESIDENTIAL SH BEN INT 29476L107 584 19,018 SH SOLE 19,018 * EXPRESS SCRIPTS INC COM 302182100 761 9,815 SH SOLE 9,815 EXTERRAN PARTNERS LP COM UNITS 30225N105 346 19,200 SH SOLE 19,200 * FNB CORP PA COM 302520101 393 55,257 SH SOLE 55,257 * FAIRCHILD SEMICONDUCTOR INTL COM 303726103 576 56,291 SH SOLE 56,291 * FEDERATED INVS INC PA CL B 314211103 381 14,451 SH SOLE 14,451 * FIRST BUSEY CORP COM 319383105 273 58,000 SH SOLE 58,000 * FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 413 37,393 SH SOLE 37,393 * FOOT LOCKER INC COM 344849104 410 34,323 SH SOLE 34,323 * FORD MTR CO DEL COM PAR $0.01 345370860 133 18,510 SH SOLE 18,510 * FORMFACTOR INC COM 346375108 366 15,296 SH SOLE 15,296 * FRANKLIN ELEC INC COM 353514102 325 11,332 SH SOLE 11,332
* FREEPORT-MCMORAN COPPER & GO COM 35671D857 272 3,965 SH SOLE 3,965 * FUELCELL ENERGY INC COM 35952H106 519 121,604 SH SOLE 121,604 * GSI COMMERCE INC COM 36238G102 1,093 56,578 SH SOLE 56,578 * GAP INC DEL COM 364760108 862 40,264 SH SOLE 40,264 * GEN-PROBE INC NEW COM 36866T103 455 10,977 SH SOLE 10,977 * GENTIVA HEALTH SERVICES INC COM 37247A102 394 15,737 SH SOLE 15,737 * GLOBAL PMTS INC COM 37940X102 301 6,450 SH SOLE 6,450 * GOODRICH CORP COM 382388106 259 4,772 SH SOLE 4,772 * GRAFTECH INTL LTD COM 384313102 277 18,816 SH SOLE 18,816 * GREAT PLAINS ENERGY INC COM 391164100 402 22,421 SH SOLE 22,421 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 9,485 10,500,000 PRN SOLE NONE * GREENHILL & CO INC COM 395259104 567 6,326 SH SOLE 6,326 * GREIF INC CL A 397624107 213 3,861 SH SOLE 3,861 * GYMBOREE CORP COM 403777105 574 11,863 SH SOLE 11,863 * HCP INC COM 40414L109 234 8,132 SH SOLE 8,132 * HRPT PPTYS TR COM SH BEN INT 40426W101 98 13,006 SH SOLE 13,006 * HALLIBURTON CO COM 406216101 2,712 100,000 SH CALL SOLE 100,000 * HANOVER INS GROUP INC COM 410867105 704 17,024 SH SOLE 17,024 * HARTFORD FINL SVCS GROUP INC COM 416515104 316 11,934 SH SOLE 11,934 * HATTERAS FINL CORP COM 41902R103 343 11,429 SH SOLE 11,429 * HEALTHSOUTH CORP COM NEW 421924309 283 18,111 SH SOLE 18,111 * HEARTLAND EXPRESS INC COM 422347104 801 55,633 SH SOLE 55,633 * HECLA MNG CO COM 422704106 258 58,702 SH SOLE 58,702 HERTZ GLOBAL HOLDINGS NOTE 5.250% INC 6/0 42805TAA3 7,567 5,000,000 PRN SOLE NONE * HESS CORP COM 42809H107 226 4,234 SH SOLE 4,234 * HHGREGG INC COM 42833L108 703 41,497 SH SOLE 41,497 * HOLLY CORP COM PAR $0.01 435758305 266 10,386 SH SOLE 10,386 * HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 601 15,400 SH SOLE 15,400 * HORSEHEAD HLDG CORP COM 440694305 879 75,000 SH SOLE 75,000 * HOST HOTELS & RESORTS INC COM 44107P104 239 20,282 SH SOLE 20,282 * HUDSON CITY BANCORP COM 443683107 299 22,745 SH SOLE 22,745 * HUMANA INC COM 444859102 418 11,215 SH SOLE 11,215 * IAMGOLD CORP COM 450913108 148 10,465 SH SOLE 10,465 * ICON PUB LTD CO SPONSORED ADR 45103T107 344 14,058 SH SOLE 14,058 * IDACORP INC COM 451107106 390 13,550 SH SOLE 13,550 * ILLUMINA INC COM 452327109 257 6,051 SH SOLE 6,051 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 59,060 30,000,000 PRN SOLE NONE
* INFORMATICA CORP COM 45666Q102 339 15,027 SH SOLE 15,027 * INFINERA CORPORATION COM 45667G103 561 70,559 SH SOLE 70,559 * INTERNATIONAL FLAVORS&FRAGRA COM 459506101 889 23,449 SH SOLE 23,449 * INTERNATIONAL GAME TECHNOLOG COM 459902102 357 16,629 SH SOLE 16,629 * INTERSIL CORP CL A 46069S109 1,097 71,665 SH SOLE 71,665 * INTUIT COM 461202103 290 10,171 SH SOLE 10,171 * INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,798 82,300 SH SOLE 82,300 * JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 375 93,094 SH SOLE 93,094 * JACOBS ENGR GROUP INC DEL COM 469814107 270 5,883 SH SOLE 5,883 * JOS A BANK CLOTHIERS INC COM 480838101 317 7,075 SH SOLE 7,075 * KBW INC COM 482423100 394 12,241 SH SOLE 12,241 * KB HOME COM 48666K109 326 19,629 SH SOLE 19,629 * KEY ENERGY SVCS INC COM 492914106 370 42,561 SH SOLE 42,561 * KEYCORP NEW COM 493267108 382 58,724 SH SOLE 58,724 * KIMCO REALTY CORP COM 49446R109 158 12,143 SH SOLE 12,143 * KINDER MORGAN MANAGEMENT LLC SHS 49455U100 1,353 28,568 SH SOLE 28,568 * KNIGHT CAPITAL GROUP INC CL A 499005106 367 16,880 SH SOLE 16,880 * KOHLS CORP COM 500255104 367 6,431 SH SOLE 6,431 * LKQ CORP COM 501889208 694 37,453 SH SOLE 37,453 * LAM RESEARCH CORP COM 512807108 241 7,042 SH SOLE 7,042 * LANCASTER COLONY CORP COM 513847103 269 5,252 SH SOLE 5,252 * LEAP WIRELESS INTL INC COM NEW 521863308 374 19,125 SH SOLE 19,125 * LENDER PROCESSING SVCS INC COM 52602E102 256 6,695 SH SOLE 6,695 * LENNAR CORP CL A 526057104 250 17,573 SH SOLE 17,573 * LEXINGTON REALTY TRUST COM 529043101 420 82,448 SH SOLE 82,448 * LIFEPOINT HOSPITALS INC COM 53219L109 516 19,061 SH SOLE 19,061 * LONGTOP FINL TECHNOLOGIES LT ADR 54318P108 381 13,379 SH SOLE 13,379 * LUBRIZOL CORP COM 549271104 253 3,536 SH SOLE 3,536 * LUMBER LIQUIDATORS INC COM 55003Q103 349 16,082 SH SOLE 16,082 * MEMC ELECTR MATLS INC COM 552715104 1,599 96,178 SH SOLE 96,178 * MGM MIRAGE COM 552953101 319 26,484 SH SOLE 26,484 * MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 2,009 53,436 SH SOLE 53,436 * MANITOWOC INC COM 563571108 1,354 142,943 SH SOLE 142,943
* MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 572 24,200 SH SOLE 24,200 * MASCO CORP COM 574599106 261 20,231 SH SOLE 20,231 * MASSEY ENERGY CORP COM 576206106 338 12,136 SH SOLE 12,136 * MASTEC INC COM 576323109 413 33,961 SH SOLE 33,961 * MAXIM INTEGRATED PRODS INC COM 57772K101 296 16,295 SH SOLE 16,295 * MCAFEE INC COM 579064106 795 18,152 SH SOLE 18,152 * MCGRAW HILL COS INC COM 580645109 1,005 39,985 SH SOLE 39,985 * MCKESSON CORP COM 58155Q103 614 10,307 SH SOLE 10,307 * MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 333 15,608 SH SOLE 15,608 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 17,743 18,000,000 PRN SOLE NONE MICROCHIP TECHNOLOGY INC SDCV 2.125% 12/1 595017AB0 5,364 5,791,000 PRN SOLE NONE * MICRON TECHNOLOGY INC COM 595112103 1,056 128,796 SH SOLE 128,796 * MINDRAY MEDICAL INTL LTD SPON ADR 602675100 279 8,550 SH SOLE 8,550 * MOOG INC CL A 615394202 2,213 75,000 SH SOLE 75,000 * MORGAN STANLEY COM NEW 617446448 277 8,964 SH SOLE 8,964 * MOTOROLA INC COM 620076109 259 30,131 SH SOLE 30,131 * MULTIMEDIA GAMES INC COM 625453105 1,778 347,220 SH SOLE 347,220 * MYLAN INC COM 628530107 330 20,593 SH SOLE 20,593 MYLAN INC PFD CONV 628530206 12,888 12,500 SH SOLE 12,500 * NII HLDGS INC CL B NEW 62913F201 462 15,417 SH SOLE 15,417 * NYSE EURONEXT COM 629491101 241 8,347 SH SOLE 8,347 * NATIONAL PENN BANCSHARES INC COM 637138108 917 150,031 SH SOLE 150,031 * NEKTAR THERAPEUTICS COM 640268108 476 48,914 SH SOLE 48,914 * NETAPP INC COM 64110D104 377 14,125 SH SOLE 14,125 NETAPP INC NOTE 1.750% 6/0 64110DAB0 26,228 24,182,000 PRN SOLE NONE * NEWALLIANCE BANCSHARES INC COM 650203102 339 31,718 SH SOLE 31,718 * NEWMARKET CORP COM 651587107 388 4,169 SH SOLE 4,169 * NEWS CORP CL A 65248E104 284 23,685 SH SOLE 23,685 * NICE SYS LTD SPONSORED ADR 653656108 357 11,743 SH SOLE 11,743 * 99 CENTS ONLY STORES COM 65440K106 354 26,286 SH SOLE 26,286 * NISOURCE INC COM 65473P105 439 31,638 SH SOLE 31,638 * NORDSTROM INC COM 655664100 713 23,348 SH SOLE 23,348 * NOVATEL WIRELESS INC COM NEW 66987M604 390 34,359 SH SOLE 34,359 * NOVELLUS SYS INC COM 670008101 613 29,224 SH SOLE 29,224 * NTELOS HLDGS CORP COM 67020Q107 353 19,990 SH SOLE 19,990 * NUANCE COMMUNICATIONS INC COM 67020Y100 1,164 77,827 SH SOLE 77,827
* NUSTAR ENERGY LP UNIT COM 67058H102 1,514 29,212 SH SOLE 29,212 * NUVASIVE INC COM 670704105 397 9,509 SH SOLE 9,509 * OCWEN FINL CORP COM NEW 675746309 343 30,306 SH SOLE 30,306 * OLD NATL BANCORP IND COM 680033107 391 34,912 SH SOLE 34,912 * OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 6,171 330,000 SH SOLE 330,000 * OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 6,171 330,000 SH PUT SOLE 330,000 * ORACLE CORP COM 68389X105 216 10,355 SH SOLE 10,355 * ORBITAL SCIENCES CORP COM 685564106 724 48,380 SH SOLE 48,380 * PG&E CORP COM 69331C108 374 9,232 SH SOLE 9,232 * PPL CORP COM 69351T106 765 25,214 SH SOLE 25,214 * PS BUSINESS PKS INC CALIF COM 69360J107 411 8,001 SH SOLE 8,001 * PANERA BREAD CO CL A 69840W108 654 11,893 SH SOLE 11,893 * PAPA JOHNS INTL INC COM 698813102 367 14,931 SH SOLE 14,931 * PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 1,124 81,356 SH SOLE 81,356 * PENNYMAC MTG INVT TR COM 70931T103 996 50,000 SH SOLE 50,000 * PEPSICO INC COM 713448108 1,360 23,188 SH SOLE 23,188 * PETROQUEST ENERGY INC COM 716748108 483 74,359 SH SOLE 74,359 * PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 1,885 40,727 SH SOLE 40,727 * POLARIS INDS INC COM 731068102 247 6,067 SH SOLE 6,067 * POLO RALPH LAUREN CORP CL A 731572103 273 3,568 SH SOLE 3,568 * POLYCOM INC COM 73172K104 384 14,366 SH SOLE 14,366 * POPULAR INC COM 733174106 699 247,106 SH SOLE 247,106 * POWER INTEGRATIONS INC COM 739276103 504 15,115 SH SOLE 15,115 * PRECISION DRILLING TR TR UNIT 740215108 209 31,166 SH SOLE 31,166 * PRICE T ROWE GROUP INC COM 74144T108 380 8,312 SH SOLE 8,312 * PROLOGIS SH BEN INT 743410102 636 53,326 SH SOLE 53,326 * PUBLIC SVC ENTERPRISE GROUP COM 744573106 719 22,870 SH SOLE 22,870 * QUANTA SVCS INC COM 74762E102 241 10,897 SH SOLE 10,897 * QUICKSILVER RESOURCES INC COM 74837R104 231 16,251 SH SOLE 16,251 * QWEST COMMUNICATIONS INTL IN COM 749121109 443 116,303 SH SOLE 116,303 * RED HAT INC COM 756577102 401 14,504 SH SOLE 14,504 * RED ROBIN GOURMET BURGERS IN COM 75689M101 1,134 55,540 SH SOLE 55,540 * REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 499 25,430 SH SOLE 25,430 * REGIS CORP MINN COM 758932107 355 22,906 SH SOLE 22,906 * RELIANCE STEEL & ALUMINUM CO COM 759509102 576 13,529 SH SOLE 13,529
* RENESOLA LTD SPONS ADS 75971T103 109 22,734 SH SOLE 22,734 * RESEARCH IN MOTION LTD COM 760975102 249 3,683 SH SOLE 3,683 * RESMED INC COM 761152107 366 8,100 SH SOLE 8,100 * ROFIN SINAR TECHNOLOGIES INC COM 775043102 259 11,282 SH SOLE 11,282 * ROVI CORP COM 779376102 402 11,958 SH SOLE 11,958 * RYLAND GROUP INC COM 783764103 421 20,000 SH SOLE 20,000 * SLM CORP COM 78442P106 302 34,685 SH SOLE 34,685 * SPX CORP COM 784635104 341 5,567 SH SOLE 5,567 * SPDR SERIES TRUST S&P RETAIL ETF 78464A714 1,851 54,138 SH SOLE 54,138 * SPDR SERIES TRUST S&P HOMEBUILD 78464A888 342 22,768 SH SOLE 22,768 * SRA INTL INC CL A 78464R105 361 16,698 SH SOLE 16,698 * ST JUDE MED INC COM 790849103 395 10,123 SH SOLE 10,123 * SALESFORCE COM INC COM 79466L302 351 6,165 SH SOLE 6,165 * SALIX PHARMACEUTICALS INC COM 795435106 677 31,824 SH SOLE 31,824 * SANDISK CORP COM 80004C101 399 18,370 SH SOLE 18,370 * SAPIENT CORP COM 803062108 456 56,703 SH SOLE 56,703 * SAVVIS INC COM NEW 805423308 880 55,643 SH SOLE 55,643 * SCHERING PLOUGH CORP COM 806605101 83,338 2,950,000 SH SOLE 2,950,000 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 70,383 290,000 SH SOLE 290,000 * SCHLUMBERGER LTD COM 806857108 11,606 194,738 SH SOLE 194,738 * SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 295 10,276 SH SOLE 10,276 * SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 3,486 64,608 SH SOLE 64,608 * SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 313 6,118 SH SOLE 6,118 * SIGMA ALDRICH CORP COM 826552101 271 5,016 SH SOLE 5,016 * SIMON PPTY GROUP INC NEW COM 828806109 451 6,497 SH SOLE 6,497 * SMITH & WESSON HLDG CORP COM 831756101 275 52,671 SH SOLE 52,671 * SMITH MICRO SOFTWARE INC COM 832154108 584 47,278 SH SOLE 47,278 * SMITHFIELD FOODS INC COM 832248108 3,450 250,000 SH SOLE 250,000 * SONIC CORP COM 835451105 323 29,231 SH SOLE 29,231 * SOUTHWESTERN ENERGY CO COM 845467109 943 22,100 SH SOLE 22,100 * SOVRAN SELF STORAGE INC COM 84610H108 397 13,033 SH SOLE 13,033 * STANLEY INC COM 854532108 298 11,587 SH SOLE 11,587 * STIFEL FINL CORP COM 860630102 215 3,923 SH SOLE 3,923 * SUN LIFE FINL INC COM 866796105 304 9,704 SH SOLE 9,704 866810104 4,545 500,000 SH CALL SOLE 500,000 * SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 1,648 27,813 SH SOLE 27,813
* SUNPOWER CORP COM CL A 867652109 388 12,992 SH SOLE 12,992 * SUNTRUST BKS INC COM 867914103 304 13,468 SH SOLE 13,468 * SYBASE INC COM 871130100 253 6,508 SH SOLE 6,508 * SYNAPTICS INC COM 87157D109 257 10,194 SH SOLE 10,194 * SYNOPSYS INC COM 871607107 271 12,105 SH SOLE 12,105 * SYNOVUS FINL CORP COM 87161C105 251 67,011 SH SOLE 67,011 * SYNNEX CORP COM 87162W100 349 11,450 SH SOLE 11,450 * TD AMERITRADE HLDG CORP COM 87236Y108 270 13,774 SH SOLE 13,774 * TEPPCO PARTNERS L P UT LTD PARTNER 872384102 1,447 41,671 SH SOLE 41,671 * TRW AUTOMOTIVE HLDGS CORP COM 87264S106 740 44,201 SH SOLE 44,201 * TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 502 44,814 SH SOLE 44,814 * TALISMAN ENERGY INC COM 87425E103 338 19,448 SH SOLE 19,448 * TARGET CORP COM 87612E106 2,773 59,400 SH CALL SOLE 59,400 * TARGET CORP COM 87612E106 513 11,000 SH PUT SOLE 11,000 * TECK RESOURCES LTD CL B 878742204 568 20,583 SH SOLE 20,583 * TEMPUR PEDIC INTL INC COM 88023U101 764 40,312 SH SOLE 40,312 * TERADATA CORP DEL COM 88076W103 406 14,757 SH SOLE 14,757 * TEXAS CAPITAL BANCSHARES INC COM 88224Q107 733 43,556 SH SOLE 43,556 * TEXAS ROADHOUSE INC CL A 882681109 334 31,448 SH SOLE 31,448 * THERMO FISHER SCIENTIFIC INC COM 883556102 3,107 71,155 SH SOLE 71,155 * THOMSON REUTERS CORP COM 884903105 465 13,859 SH SOLE 13,859 * THORATEC CORP COM NEW 885175307 462 15,266 SH SOLE 15,266 * 3COM CORP COM 885535104 159 30,353 SH SOLE 30,353 * TIFFANY & CO NEW COM 886547108 717 18,620 SH SOLE 18,620 * TOLL BROTHERS INC COM 889478103 391 20,000 SH SOLE 20,000 * TORCHMARK CORP COM 891027104 544 12,522 SH SOLE 12,522 * TOWER GROUP INC COM 891777104 353 14,492 SH SOLE 14,492 * TRANSDIGM GROUP INC COM 893641100 288 5,788 SH SOLE 5,788 TRANSOCEAN INC NOTE 1.500% 12/1 893830AV1 50,032 51,500,000 PRN SOLE NONE TRANSOCEAN INC NOTE 1.500% 12/1 893830AW9 37,655 39,500,000 PRN SOLE NONE * TRUSTMARK CORP COM 898402102 253 13,297 SH SOLE 13,297 TYSON FOODS INC NOTE 3.250% 10/1 902494AP8 42,035 39,500,000 PRN SOLE NONE * UDR INC COM 902653104 495 31,441 SH SOLE 31,441 * UNDER ARMOUR INC CL A 904311107 619 22,233 SH SOLE 22,233 * UNISOURCE ENERGY CORP COM 909205106 281 9,140 SH SOLE 9,140 * U STORE IT TR COM 91274F104 462 73,975 SH SOLE 73,975 * VCA ANTECH INC COM 918194101 415 15,446 SH SOLE 15,446 * VAIL RESORTS INC COM 91879Q109 401 11,967 SH SOLE 11,967
* VALEANT PHARMACEUTICALS INTL COM 91911X104 316 11,265 SH SOLE 11,265 * VALLEY NATL BANCORP COM 919794107 144 11,717 SH SOLE 11,717 * VANCEINFO TECHNOLOGIES INC ADR 921564100 737 37,912 SH SOLE 37,912 * VERIZON COMMUNICATIONS INC COM 92343V104 6,659 220,000 SH PUT SOLE 220,000 * VIACOM INC NEW CL B 92553P201 334 11,894 SH SOLE 11,894 * VIROPHARMA INC COM 928241108 410 42,637 SH SOLE 42,637 * VISHAY INTERTECHNOLOGY INC COM 928298108 504 63,809 SH SOLE 63,809 * VIVO PARTICIPACOES S A SPON ADR PFD NEW 92855S200 267 10,572 SH SOLE 10,572 * VOLCANO CORPORATION COM 928645100 727 43,238 SH SOLE 43,238 * VORNADO RLTY TR SH BEN INT 929042109 214 3,316 SH SOLE 3,316 VORNADO RLTY TR DBCV 2.850% 4/0 929042AC3 9,550 10,000,000 PRN SOLE NONE VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 5,260 5,000,000 PRN SOLE NONE * WABCO HLDGS INC COM 92927K102 442 21,060 SH SOLE 21,060 * WASHINGTON FED INC COM 938824109 322 19,105 SH SOLE 19,105 * WASTE CONNECTIONS INC COM 941053100 322 11,150 SH SOLE 11,150 * WEYERHAEUSER CO COM 962166104 727 19,845 SH SOLE 19,845 * WHOLE FOODS MKT INC COM 966837106 276 9,041 SH SOLE 9,041 * WONDER AUTO TECHNOLOGY INC COM 978166106 343 28,567 SH SOLE 28,567 * WYETH COM 983024100 179,746 3,700,000 SH SOLE 3,700,000 WYNDHAM WORLDWIDE CORP NOTE 3.500% 5/0 98310WAC2 11,539 8,100,000 PRN SOLE NONE * WYNN RESORTS LTD COM 983134107 781 11,011 SH SOLE 11,011 * XCEL ENERGY INC COM 98389B100 373 19,405 SH SOLE 19,405 * YRC WORLDWIDE INC COM 984249102 278 62,536 SH SOLE 62,536 * YAHOO INC COM 984332106 466 26,173 SH SOLE 26,173 * YAMANA GOLD INC COM 98462Y100 278 25,950 SH SOLE 25,950 * ZIMMER HLDGS INC COM 98956P102 286 5,344 SH SOLE 5,344 * ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 219 4,574 SH SOLE 4,574 * ARGO GROUP INTL HLDGS LTD COM G0464B107 246 7,299 SH SOLE 7,299 * AXIS CAPITAL HOLDINGS SHS G0692U109 408 13,528 SH SOLE 13,528 * GARMIN LTD ORD G37260109 1,046 27,719 SH SOLE 27,719 * ORIENT-EXPRESS HOTELS LTD CL A G67743107 453 39,392 SH SOLE 39,392 * PARTNERRE LTD COM G6852T105 745 9,686 SH SOLE 9,686 * SEAGATE TECHNOLOGY SHS G7945J104 380 24,952 SH SOLE 24,952 * SINA CORP ORD G81477104 332 8,739 SH SOLE 8,739 * CHECK POINT SOFTWARE TECH LT ORD M22465104 373 13,153 SH SOLE 13,153
* COPA HOLDINGS SA CL A P31076105 602 13,534 SH SOLE 13,534 * ROYAL CARIBBEAN CRUISES LTD COM V7780T103 528 21,919 SH SOLE 21,919 * AVAGO TECHNOLOGIES LTD SHS Y0486S104 4,268 250,000 SH SOLE 250,000 * DRYSHIPS INC SHS Y2109Q101 717 108,159 SH SOLE 108,159 * FLEXTRONICS INTL LTD ORD Y2573F102 806 108,077 SH SOLE 108,077 * GENERAL MARITIME CORP NEW SHS Y2693R101 333 42,967 SH SOLE 42,967 * ALPHA NATURAL RESOURCES INC COM 02076X102 294 8,380 SH SOLE 8,380 * TEVA PHARMACEUTICAL INDS LTD ADR 881624209 10,719 212,000 SH SOLE 212,000
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