-----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, NYF/lsvyG3a7GqFX1OQMC1GoJu55dXdgqe2VFgQOAlAcmd8GJ5Ndff3bl4160/PE cFbzfd7/pO4eeKaK1Sx+Gg== 0000950123-10-105234.txt : 20101115 0000950123-10-105234.hdr.sgml : 20101115 20101115060157 ACCESSION NUMBER: 0000950123-10-105234 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101115 DATE AS OF CHANGE: 20101115 EFFECTIVENESS DATE: 20101115 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: 101189026 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 c08398e13fvhr.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, 2010 Check here if Amendment [ ]; Amendment Number: __________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Magnetar Financial LLC Address: 1603 Orrington Avenue, 13th Floor Evanston, IL 60201 Form 13F File Number: 28- 11800 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Michael Turro Title: Chief Compliance Officer Phone: 847-905-4690 Signature, Place, and Date of Signing: /s/ Michael Turro Evanston, IL November 15, 2010 - ------------------------------------- -------------------- ----------------- [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: 637 Form 13F Information Table Value Total: $1,744,533 ---------- (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 ------ ---------------- --------- -------- ---------- --- ---- ---------- -------- --------- ------- ---- * AAR CORP COM 000361105 2,433 130,391 SH SOLE 130,391 * ACCO BRANDS CORP COM 00081T108 126 21,863 SH SOLE 21,863 * ABM INDS INC COM 000957100 638 29,547 SH SOLE 29,547 * AFLAC INC COM 001055102 560 10,830 SH SOLE 10,830 * AMB PROPERTY CORP COM 00163T109 495 18,695 SH SOLE 18,695 * ABBOTT LABS COM 002824100 413 7,900 SH SOLE 7,900 * ABERCROMBIE & FITCH CO CL A 002896207 2,853 72,555 SH SOLE 72,555 * ABOVENET INC COM 00374N107 535 10,266 SH SOLE 10,266 * ACME PACKET INC COM 004764106 412 10,863 SH SOLE 10,863 * ACTIVISION BLIZZARD INC COM 00507V109 802 74,113 SH SOLE 74,113 * ACTUANT CORP CL A NEW 00508X203 747 32,536 SH SOLE 32,536 * ADMINISTAFF INC COM 007094105 529 19,639 SH SOLE 19,639 * ADOBE SYS INC COM 00724F101 1,380 52,787 SH SOLE 52,787 * ADTRAN INC COM 00738A106 1,142 32,344 SH SOLE 32,344 * AEROPOSTALE COM 007865108 286 12,300 SH SOLE 12,300 * ADVANCED MICRO DEVICES INC COM 007903107 84 11,881 SH SOLE 11,881 * ADVENT SOFTWARE INC COM 007974108 1,457 27,917 SH SOLE 27,917 * AFFILIATED MANAGERS GROUP COM 008252108 1,442 18,481 SH SOLE 18,481 * AGILENT TECHNOLOGIES INC COM 00846U101 720 21,567 SH SOLE 21,567 * ALBEMARLE CORP COM 012653101 216 4,624 SH SOLE 4,624 * ALCOA INC COM 013817101 1,385 114,352 SH SOLE 114,352 * ALIGN TECHNOLOGY INC COM 016255101 245 12,518 SH SOLE 12,518 * ALLEGIANT TRAVEL CO COM 01748X102 244 5,777 SH SOLE 5,777 ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 7,735 7,500,000 PRN NONE * ALLIANT TECHSYSTEMS INC COM 018804104 3,476 46,097 SH SOLE 46,097 ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 5,704 5,000,000 PRN NONE * ALTERA CORP COM 021441100 1,209 40,100 SH SOLE 40,100 * AMERICAN CAPITAL AGENCY CORP COM 02503X105 9,698 365,000 SH SOLE 365,000 * AMERICAN EAGLE OUTFITTERS NE COM 02553E106 219 14,667 SH SOLE 14,667 * AMERICAN EQTY INVT LIFE HLD COM 025676206 549 53,600 SH SOLE 53,600 * AMERICAN GREETINGS CORP CL A 026375105 475 25,538 SH SOLE 25,538 * AMERICAN MED SYS HLDGS INC COM 02744M108 2,185 111,597 SH SOLE 111,597 * AMERICAN PUBLIC EDUCATION IN COM 02913V103 664 20,199 SH SOLE 20,199 * AMETEK INC NEW COM 031100100 1,974 41,314 SH SOLE 41,314 * AMKOR TECHNOLOGY INC COM 031652100 415 63,200 SH SOLE 63,200 * ANSYS INC COM 03662Q105 1,329 31,454 SH SOLE 31,454 * AON CORP COM 037389103 17,710 452,822 SH SOLE 452,822 * APOLLO GROUP INC CL A 037604105 3,744 72,911 SH SOLE 72,911 * APPLE INC COM 037833100 521 1,836 SH SOLE 1,836 * APPLIED INDL TECHNOLOGIES IN COM 03820C105 926 30,265 SH SOLE 30,265
* APPLIED MATLS INC COM 038222105 217 18,614 SH SOLE 18,614 * APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 2,035 203,473 SH SOLE 203,473 * ARCSIGHT INC COM 039666102 17,424 400,000 SH CALL SOLE 400,000 * ARES CAP CORP COM 04010L103 2,425 154,962 SH SOLE 154,962 * ARIBA INC COM NEW 04033V203 2,578 136,407 SH SOLE 136,407 * ARKANSAS BEST CORP DEL COM 040790107 540 22,273 SH SOLE 22,273 ARMOUR RESIDENTIAL REIT INC *W EXP 11/07/201 042315119 441 5,894,950 SH SOLE 5,894,950 * ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,293 31,156 SH SOLE 31,156 * ARUBA NETWORKS INC COM 043176106 1,076 50,417 SH SOLE 50,417 * ARVINMERITOR INC COM 043353101 2,010 129,329 SH SOLE 129,329 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 14,445 15,800,000 PRN NONE * ASHLAND INC NEW COM 044209104 649 13,311 SH SOLE 13,311 ASPEN TECHNOLOGY INC COM 045327103 622 60,000 SH SOLE 60,000 * ASTEC INDS INC COM 046224101 1,945 68,171 SH SOLE 68,171 * ATHEROS COMMUNICATIONS INC COM 04743P108 827 31,386 SH SOLE 31,386 * ATMEL CORP COM 049513104 222 27,895 SH SOLE 27,895 * AUTOMATIC DATA PROCESSING IN COM 053015103 1,087 25,858 SH SOLE 25,858 * AUTONATION INC COM 05329W102 1,464 62,955 SH SOLE 62,955 * AVERY DENNISON CORP COM 053611109 654 17,630 SH SOLE 17,630 * AVIS BUDGET GROUP COM 053774105 1,705 146,389 SH SOLE 146,389 * AVIS BUDGET GROUP COM 053774105 2,330 200,000 SH CALL SOLE 200,000 * BB&T CORP COM 054937107 1,301 54,019 SH SOLE 54,019 * BJS WHOLESALE CLUB INC COM 05548J106 882 21,251 SH SOLE 21,251 * BP PLC SPONSORED ADR 055622104 5,352 130,000 SH SHARED 130,000 * BP PLC SPONSORED ADR 055622104 25,361 616,000 SH CALL SOLE 616,000 * BAKER HUGHES INC COM 057224107 2,967 69,644 SH SOLE 69,644 * BALDOR ELEC CO COM 057741100 335 8,303 SH SOLE 8,303 * BALLY TECHNOLOGIES INC COM 05874B107 335 9,599 SH SOLE 9,599 * BARD C R INC COM 067383109 1,118 13,728 SH SOLE 13,728 * BARCLAYS BK PLC IPATH S&P ST ETN 06740C527 25,156 1,447,397 SH SOLE 1,447,397 * BARCLAYS BK PLC IPATH S&P ST ETN 06740C527 12,166 700,000 SH CALL SOLE 700,000 * BARRETT BILL CORP COM 06846N104 234 6,500 SH SOLE 6,500 * BASIC ENERGY SVCS INC NEW COM 06985P100 2,184 256,321 SH SOLE 256,321 * BE AEROSPACE INC COM 073302101 801 26,435 SH SOLE 26,435 * BERRY PETE CO CL A 085789105 223 7,024 SH SOLE 7,024 * BLACKBAUD INC COM 09227Q100 347 14,428 SH SOLE 14,428 * BLOCK H & R INC COM 093671105 1,739 134,322 SH SOLE 134,322 * BLUE COAT SYSTEMS INC COM NEW 09534T508 1,131 47,002 SH SOLE 47,002 * BLYTH INC COM NEW 09643P207 252 6,099 SH SOLE 6,099 * BORGWARNER INC COM 099724106 595 11,314 SH SOLE 11,314 * BOTTOMLINE TECH DEL INC COM 101388106 893 58,133 SH SOLE 58,133 * BRADY CORP CL A 104674106 583 19,996 SH SOLE 19,996 * BRIGGS & STRATTON CORP COM 109043109 657 34,572 SH SOLE 34,572 * BRIGHAM EXPLORATION CO COM 109178103 406 21,640 SH SOLE 21,640 * BROADCOM CORP CL A 111320107 294 8,300 SH SOLE 8,300 * BROCADE COMMUNICATIONS SYS I COM NEW 111621306 822 140,705 SH SOLE 140,705
* BROOKLINE BANCORP INC DEL COM 11373M107 939 94,095 SH SOLE 94,095 * BROWN & BROWN INC COM 115236101 719 35,595 SH SOLE 35,595 * BROWN SHOE INC NEW COM 115736100 226 19,665 SH SOLE 19,665 * BRUKER CORP COM 116794108 206 14,648 SH SOLE 14,648 * BRUNSWICK CORP COM 117043109 791 51,980 SH SOLE 51,980 * BUCKLE INC COM 118440106 346 13,030 SH SOLE 13,030 * BUCYRUS INTL INC NEW COM 118759109 2,609 37,625 SH SOLE 37,625 * CEC ENTMT INC COM 125137109 2,005 58,402 SH SOLE 58,402 * C H ROBINSON WORLDWIDE INC COM NEW 12541W209 511 7,314 SH SOLE 7,314 * CSG SYS INTL INC COM 126349109 303 16,639 SH SOLE 16,639 * CABOT MICROELECTRONICS CORP COM 12709P103 479 14,895 SH SOLE 14,895 * CACI INTL INC CL A 127190304 956 21,115 SH SOLE 21,115 * CAL MAINE FOODS INC COM NEW 128030202 243 8,400 SH SOLE 8,400 * CAMDEN PPTY TR SH BEN INT 133131102 781 16,282 SH SOLE 16,282 * CAMPBELL SOUP CO COM 134429109 1,322 36,969 SH SOLE 36,969 * CANADIAN NAT RES LTD COM 136385101 1,269 36,678 SH SOLE 36,678 * CANADIAN PAC RY LTD COM 13645T100 568 9,327 SH SOLE 9,327 * CANON INC ADR 138006309 589 12,613 SH SOLE 12,613 * CAPITAL ONE FINL CORP COM 14040H105 1,867 47,204 SH SOLE 47,204 * CAPSTEAD MTG CORP COM NO PAR 14067E506 1,897 174,498 SH SOLE 174,498 * CARBO CERAMICS INC COM 140781105 253 3,128 SH SOLE 3,128 * CARDINAL HEALTH INC COM 14149Y108 360 10,893 SH SOLE 10,893 * CARPENTER TECHNOLOGY CORP COM 144285103 1,767 52,422 SH SOLE 52,422 * CARTER INC COM 146229109 214 8,145 SH SOLE 8,145 * CASH AMER INTL INC COM 14754D100 1,636 46,757 SH SOLE 46,757 * CELANESE CORP DEL COM SER A 150870103 732 22,811 SH SOLE 22,811 * CELESTICA INC SUB VTG SHS 15101Q108 318 37,720 SH SOLE 37,720 * CENTERPOINT ENERGY INC COM 15189T107 2,975 189,250 SH SHARED 189,250 * CERADYNE INC COM 156710105 240 10,271 SH SOLE 10,271 * CERNER CORP COM 156782104 2,009 23,925 SH SOLE 23,925 * CHEESECAKE FACTORY INC COM 163072101 1,411 53,307 SH SOLE 53,307 * CHILDRENS PL RETAIL STORES I COM 168905107 812 16,644 SH SOLE 16,644 * CHURCH & DWIGHT INC COM 171340102 229 3,521 SH SOLE 3,521 * CIENA CORP COM NEW 171779309 3,318 213,106 SH SOLE 213,106 * CIMAREX ENERGY CO COM 171798101 2,989 45,167 SH SOLE 45,167 * CISCO SYS INC COM 17275R102 1,807 82,504 SH SOLE 82,504 * CINTAS CORP COM 172908105 791 28,700 SH SOLE 28,700 * CITIGROUP INC COM 172967101 11,348 2,909,695 SH SOLE 2,909,695 CITIGROUP INC UNIT 99/99/9999 172967416 11,752 100,000 SH SOLE 100,000 * CITIGROUP INC COM 172967101 6,781 1,738,600 SH CALL SOLE 1,738,600 * CITRIX SYS INC COM 177376100 619 9,078 SH SOLE 9,078 * CITY HLDG CO COM 177835105 2,137 69,678 SH SOLE 69,678 * CLARCOR INC COM 179895107 623 16,116 SH SOLE 16,116 * CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 119 10,388 SH SOLE 10,388 * CLOROX CO DEL COM 189054109 205 3,066 SH SOLE 3,066 * COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 691 10,721 SH SOLE 10,721
* COINSTAR INC COM 19259P300 23,507 546,790 SH SOLE 546,790 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 1,956 1,500,000 PRN 1,500,000 * COLDWATER CREEK INC COM 193068103 2,362 448,279 SH SOLE 448,279 * COLGATE PALMOLIVE CO COM 194162103 1,049 13,644 SH SOLE 13,644 * COLLECTIVE BRANDS INC COM 19421W100 5,145 318,779 SH SOLE 318,779 * COMCAST CORP NEW CL A 20030N101 1,325 73,262 SH SOLE 73,262 * COMMSCOPE INC COM 203372107 2,932 123,484 SH SOLE 123,484 * COMMUNITY HEALTH SYS INC NEW COM 203668108 339 10,944 SH SOLE 10,944 * COMMVAULT SYSTEMS INC COM 204166102 292 11,234 SH SOLE 11,234 * COMPLETE PRODUCTION SERVICES COM 20453E109 1,442 70,533 SH SOLE 70,533 * COMPUTER SCIENCES CORP COM 205363104 1,917 41,665 SH SOLE 41,665 * COMTECH TELECOMMUNICATIONS C COM NEW 205826209 2,300 84,106 SH SOLE 84,106 * CONCUR TECHNOLOGIES INC COM 206708109 2,280 46,107 SH SOLE 46,107 * CONOCOPHILLIPS COM 20825C104 322 5,607 SH SOLE 5,607 * COPART INC COM 217204106 602 18,272 SH SOLE 18,272 * CORINTHIAN COLLEGES INC COM 218868107 183 26,058 SH SOLE 26,058 * CORRECTIONS CORP AMER NEW COM NEW 22025Y407 15,911 644,677 SH SOLE 644,677 * COVANCE INC COM 222816100 1,062 22,692 SH SOLE 22,692 * COVENTRY HEALTH CARE INC COM 222862104 1,332 61,854 SH SOLE 61,854 * CRACKER BARREL OLD CTRY STOR COM 22410J106 2,135 42,059 SH SOLE 42,059 * CREE INC COM 225447101 976 17,974 SH SOLE 17,974 * CROWN CASTLE INTL CORP COM 228227104 311 7,040 SH SOLE 7,040 * CROWN HOLDINGS INC COM 228368106 896 31,262 SH SOLE 31,262 * CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 531 11,125 SH SOLE 11,125 * CUMMINS INC COM 231021106 1,393 15,377 SH SOLE 15,377 * CYBERONICS INC COM 23251P102 1,860 69,731 SH SOLE 69,731 * CYPRESS SHARPRIDGE INVTS INC COM 23281A307 5,351 400,818 SH SOLE 400,818 * CYTEC INDS INC COM 232820100 249 4,425 SH SOLE 4,425 * D R HORTON INC COM 23331A109 657 59,075 SH SOLE 59,075 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 55,032 49,844,000 PRN NONE * DANAHER CORP DEL COM 235851102 557 13,726 SH SOLE 13,726 * DARDEN RESTAURANTS INC COM 237194105 279 6,529 SH SOLE 6,529 * DAVITA INC COM 23918K108 1,581 22,910 SH SOLE 22,910 * DEAN FOODS CO NEW COM 242370104 493 48,270 SH SOLE 48,270 * DECKERS OUTDOOR CORP COM 243537107 830 16,622 SH SOLE 16,622 * DEL MONTE FOODS CO COM 24522P103 1,180 90,014 SH SOLE 90,014 * DENBURY RES INC COM NEW 247916208 275 17,300 SH SOLE 17,300 * DEVRY INC DEL COM 251893103 320 6,500 SH SOLE 6,500 * DIAMOND FOODS INC COM 252603105 2,643 64,479 SH SOLE 64,479 * DIGITAL RIV INC COM 25388B104 2,992 87,893 SH SOLE 87,893 * DIGITALGLOBE INC COM NEW 25389M877 1,967 64,700 SH SOLE 64,700 * DILLARDS INC CL A 254067101 844 35,682 SH SOLE 35,682 * DISNEY WALT CO COM DISNEY 254687106 1,716 51,842 SH SOLE 51,842 * DOLBY LABORATORIES INC COM 25659T107 2,123 37,371 SH SOLE 37,371 * DOLLAR FINL CORP COM 256664103 2,005 96,059 SH SOLE 96,059 * DOMINOS PIZZA INC COM 25754A201 1,089 82,393 SH SOLE 82,393
* DOVER CORP COM 260003108 705 13,504 SH SOLE 13,504 * DRESS BARN INC COM 261570105 822 34,631 SH SOLE 34,631 * DRESSER-RAND GROUP INC COM 261608103 361 9,796 SH SOLE 9,796 * DRIL-QUIP INC COM 262037104 255 4,100 SH SOLE 4,100 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 13,192 14,000,000 PRN NONE * DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,415 56,257 SH SOLE 56,257 * EOG RES INC COM 26875P101 690 7,426 SH SOLE 7,426 * EAST WEST BANCORP INC COM 27579R104 1,366 83,888 SH SOLE 83,888 * EATON CORP COM 278058102 382 4,632 SH SOLE 4,632 * EATON VANCE CORP COM NON VTG 278265103 478 16,460 SH SOLE 16,460 * EBAY INC COM 278642103 816 33,448 SH SOLE 33,448 * EDISON INTL COM 281020107 670 19,480 SH SOLE 19,480 * EDUCATION MGMT CORP NEW COM 28140M103 2,589 176,329 SH SOLE 176,329 * EL PASO CORP COM 28336L109 4,399 355,336 SH SHARED 355,336 * ELECTRONIC ARTS INC COM 285512109 819 49,878 SH SOLE 49,878 * EMERGENCY MEDICAL SVCS CORP CL A 29100P102 1,926 36,160 SH SOLE 36,160 * EMERSON ELEC CO COM 291011104 275 5,220 SH SOLE 5,220 * EMPLOYERS HOLDINGS INC COM 292218104 277 17,539 SH SOLE 17,539 * ENBRIDGE ENERGY PARTNERS L P COM 29250R106 4,837 86,500 SH SHARED 86,500 ENCORE CAP GROUP INC COM 292554102 926 51,389 SH SOLE 51,389 ENDEAVOUR INTL CORP COM 29259G101 297 230,000 SH SHARED 230,000 * ENDO PHARMACEUTICALS HLDGS I COM 29264F205 719 21,643 SH SOLE 21,643 * ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 2,414 50,000 SH SHARED 50,000 * ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 7,509 202,298 SH SHARED 202,298 * ENERGYSOLUTIONS INC COM 292756202 340 67,591 SH SOLE 67,591 * ENERSYS COM 29275Y102 1,612 64,541 SH SOLE 64,541 * ENSCO PLC SPONSORED ADR 29358Q109 422 9,444 SH SOLE 9,444 * ENTEGRIS INC COM 29362U104 184 39,300 SH SOLE 39,300 * ENTROPIC COMMUNICATIONS INC COM 29384R105 2,050 213,500 SH SOLE 213,500 * EQUIFAX INC COM 294429105 345 11,050 SH SOLE 11,050 * EQUINIX INC COM NEW 29444U502 936 9,143 SH SOLE 9,143 * EVERCORE PARTNERS INC CLASS A 29977A105 3,576 125,000 SH SOLE 125,000 * EXPEDIA INC DEL COM 30212P105 653 23,154 SH SOLE 23,154 * EZCORP INC CL A NON VTG 302301106 864 43,136 SH SOLE 43,136 * EXXON MOBIL CORP COM 30231G102 12,358 200,000 SH SHARED 200,000 * FEI CO COM 30241L109 567 28,991 SH SOLE 28,991 * FLIR SYS INC COM 302445101 2,525 98,256 SH SOLE 98,256 * F M C CORP COM NEW 302491303 399 5,838 SH SOLE 5,838 * FSI INTL INC COM 302633102 49 18,452 SH SOLE 18,452 * FERRO CORP COM 315405100 288 22,354 SH SOLE 22,354 * F5 NETWORKS INC COM 315616102 343 3,304 SH SOLE 3,304 * FIDELITY NATIONAL FINANCIAL CL A 31620R105 3,208 204,177 SH SOLE 204,177 * FINISH LINE INC CL A 317923100 2,469 177,524 SH SOLE 177,524 * FIRST POTOMAC RLTY TR COM 33610F109 1,056 70,432 SH SOLE 70,432 * FIRST SOLAR INC COM 336433107 432 2,932 SH SOLE 2,932 * FLOWERS FOODS INC COM 343498101 2,450 98,624 SH SOLE 98,624
* FLOWSERVE CORP COM 34354P105 419 3,831 SH SOLE 3,831 * FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 1,872 77,032 SH SOLE 77,032 * FORESTAR GROUP INC COM 346233109 1,554 91,146 SH SOLE 91,146 * FORMFACTOR INC COM 346375108 97 11,300 SH SOLE 11,300 * FORTUNE BRANDS INC COM 349631101 222 4,500 SH SOLE 4,500 * FORWARD AIR CORP COM 349853101 2,866 110,242 SH SOLE 110,242 * FULLER H B CO COM 359694106 1,034 52,050 SH SOLE 52,050 * FURNITURE BRANDS INTL INC COM 360921100 140 25,969 SH SOLE 25,969 * GATX CORP COM 361448103 273 9,300 SH SOLE 9,300 * GEO GROUP INC COM 36159R103 486 20,799 SH SOLE 20,799 * GFI GROUP INC COM 361652209 74 16,028 SH SOLE 16,028 * G-III APPAREL GROUP LTD COM 36237H101 613 19,546 SH SOLE 19,546 * GSI COMMERCE INC COM 36238G102 1,330 53,863 SH SOLE 53,863 * GAMESTOP CORP NEW CL A 36467W109 931 47,248 SH SOLE 47,248 * GANNETT INC COM 364730101 568 46,442 SH SOLE 46,442 * GAP INC DEL COM 364760108 975 52,306 SH SOLE 52,306 * GEN-PROBE INC NEW COM 36866T103 877 18,104 SH SOLE 18,104 * GENERAL DYNAMICS CORP COM 369550108 692 11,016 SH SOLE 11,016 * GENERAL GROWTH PPTYS INC COM 370021107 17,726 1,136,300 SH PUT SOLE 1,136,300 * GENESCO INC COM 371532102 357 11,964 SH SOLE 11,964 * GENESEE & WYO INC CL A 371559105 635 14,635 SH SOLE 14,635 * GENTEX CORP COM 371901109 947 48,520 SH SOLE 48,520 * GEORGIA GULF CORP COM PAR$0.01 NEW 373200302 205 12,523 SH SOLE 12,523 * GILDAN ACTIVEWEAR INC COM 375916103 858 30,542 SH SOLE 30,542 * GLATFELTER COM 377316104 1,374 113,020 SH SOLE 113,020 * GLOBAL INDS LTD COM 379336100 134 24,500 SH SOLE 24,500 * GOOGLE INC CL A 38259P508 1,093 2,078 SH SOLE 2,078 * GRAFTECH INTL LTD COM 384313102 425 27,214 SH SOLE 27,214 * GRAINGER W W INC COM 384802104 607 5,098 SH SOLE 5,098 * GRANITE CONSTR INC COM 387328107 1,892 83,186 SH SOLE 83,186 * GREAT PLAINS ENERGY INC COM 391164100 543 28,730 SH SOLE 28,730 * GREEN MTN COFFEE ROASTERS IN COM 393122106 2,222 71,251 SH SOLE 71,251 * GREIF INC CL A 397624107 2,254 38,305 SH SOLE 38,305 * GROUP 1 AUTOMOTIVE INC COM 398905109 968 32,385 SH SOLE 32,385 * GROUPE CGI INC CL A SUB VTG 39945C109 395 26,264 SH SOLE 26,264 * GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1,445 76,366 SH SOLE 76,366 * GUESS INC COM 401617105 2,523 62,092 SH SOLE 62,092 * GYMBOREE CORP COM 403777105 823 19,821 SH SOLE 19,821 * HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 1,937 133,233 SH SOLE 133,233 * HARLEY DAVIDSON INC COM 412822108 354 12,444 SH SOLE 12,444 * HARMONIC INC COM 413160102 274 39,777 SH SOLE 39,777 * HARSCO CORP COM 415864107 464 18,865 SH SOLE 18,865 * HASBRO INC COM 418056107 1,555 34,944 SH SOLE 34,944 * HATTERAS FINL CORP COM 41902R103 2,135 75,000 SH SOLE 75,000 * HAWAIIAN HOLDINGS INC COM 419879101 742 123,878 SH SOLE 123,878 * HEALTH MGMT ASSOC INC NEW CL A 421933102 1,123 146,569 SH SOLE 146,569 * HEALTH CARE REIT INC COM 42217K106 895 18,903 SH SOLE 18,903 * HEALTHWAYS INC COM 422245100 248 21,287 SH SOLE 21,287
* HEARTLAND EXPRESS INC COM 422347104 3,243 218,076 SH SOLE 218,076 * HEINZ H J CO COM 423074103 281 5,927 SH SOLE 5,927 * HERTZ GLOBAL HOLDINGS INC COM 42805T105 19,280 1,820,544 SH SOLE 1,820,544 * HERTZ GLOBAL HOLDINGS INC COM 42805T105 6,943 655,600 SH CALL SOLE 655,600 * HHGREGG INC COM 42833L108 2,505 101,159 SH SOLE 101,159 * HIBBETT SPORTS INC COM 428567101 3,340 133,868 SH SOLE 133,868 * HOLOGIC INC COM 436440101 4,810 300,420 SH SOLE 300,420 * HOME DEPOT INC COM 437076102 443 13,994 SH SOLE 13,994 * HORACE MANN EDUCATORS CORP N COM 440327104 1,032 58,019 SH SOLE 58,019 * HORSEHEAD HLDG CORP COM 440694305 424 42,981 SH SOLE 42,981 * HOSPIRA INC COM 441060100 1,340 23,500 SH SOLE 23,500 * HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,653 74,023 SH SOLE 74,023 * HUB GROUP INC CL A 443320106 217 7,404 SH SOLE 7,404 * HUNT J B TRANS SVCS INC COM 445658107 677 19,515 SH SOLE 19,515 * HUNTINGTON BANCSHARES INC COM 446150104 941 166,014 SH SOLE 166,014 * IDEX CORP COM 45167R104 590 16,603 SH SOLE 16,603 * ILLINOIS TOOL WKS INC COM 452308109 878 18,682 SH SOLE 18,682 * IMATION CORP COM 45245A107 150 16,122 SH SOLE 16,122 * IMMUCOR INC COM 452526106 728 36,729 SH SOLE 36,729 * INFINERA CORPORATION COM 45667G103 256 21,972 SH SOLE 21,972 * INGRAM MICRO INC CL A 457153104 850 50,394 SH SOLE 50,394 * INTEGRATED SILICON SOLUTION COM 45812P107 271 31,491 SH SOLE 31,491 * INTEL CORP COM 458140100 11,114 577,936 SH SOLE 577,936 * INTEGRYS ENERGY GROUP INC COM 45822P105 266 5,115 SH SOLE 5,115 * INTL PAPER CO COM 460146103 1,043 47,966 SH SOLE 47,966 * INTERPUBLIC GROUP COS INC COM 460690100 1,124 112,078 SH SOLE 112,078 * INTERSIL CORP CL A 46069S109 554 47,429 SH SOLE 47,429 * INTUIT COM 461202103 1,925 43,932 SH SOLE 43,932 * INVACARE CORP COM 461203101 2,723 102,734 SH SOLE 102,734 * INTUITIVE SURGICAL INC COM NEW 46120E602 1,695 5,973 SH SOLE 5,973 * INTREPID POTASH INC COM 46121Y102 958 36,743 SH SOLE 36,743 * IRON MTN INC COM 462846106 8,452 378,339 SH SOLE 378,339 * ITC HLDGS CORP COM 465685105 352 5,660 SH SOLE 5,660 * ITRON INC COM 465741106 2,263 36,967 SH SOLE 36,967 * JDS UNIPHASE CORP COM PAR $0.001 46612J507 825 66,600 SH SOLE 66,600 * JABIL CIRCUIT INC COM 466313103 1,295 89,880 SH SOLE 89,880 * JACOBS ENGR GROUP INC DEL COM 469814107 2,431 62,812 SH SOLE 62,812 * JOHNSON & JOHNSON COM 478160104 757 12,213 SH SOLE 12,213 * JONES APPAREL GROUP INC COM 480074103 283 14,400 SH SOLE 14,400 * JOY GLOBAL INC COM 481165108 801 11,392 SH SOLE 11,392 * KBR INC COM 48242W106 673 27,300 SH SOLE 27,300 * KANSAS CITY SOUTHERN COM NEW 485170302 1,736 46,406 SH SOLE 46,406 * KAYDON CORP COM 486587108 882 25,480 SH SOLE 25,480 * KENNAMETAL INC COM 489170100 839 27,113 SH SOLE 27,113 * KIMBERLY CLARK CORP COM 494368103 1,698 26,100 SH SOLE 26,100 * KIMCO REALTY CORP COM 49446R109 183 11,603 SH SOLE 11,603 * KINDER MORGAN MANAGEMENT LLC SHS 49455U100 17,264 286,541 SH SHARED 286,541
* KNIGHT CAP GROUP INC CL A COM 499005106 2,367 191,024 SH SOLE 191,024 * KODIAK OIL & GAS CORP COM 50015Q100 998 294,347 SH SOLE 294,347 * KOHLS CORP COM 500255104 1,104 20,961 SH SOLE 20,961 * KOPPERS HOLDINGS INC COM 50060P106 3,187 118,614 SH SOLE 118,614 * KORN FERRY INTL COM NEW 500643200 2,778 167,981 SH SOLE 167,981 * KRATON PERFORMANCE POLYMERS COM 50077C106 4,073 150,000 SH SOLE 150,000 * KROGER CO COM 501044101 347 16,000 SH SOLE 16,000 * LDK SOLAR CO LTD SPONSORED ADR 50183L107 303 29,443 SH SOLE 29,443 * LKQ CORP COM 501889208 1,194 57,418 SH SOLE 57,418 * LTC PPTYS INC COM 502175102 517 20,260 SH SOLE 20,260 * L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,713 23,698 SH SOLE 23,698 * LAM RESEARCH CORP COM 512807108 1,446 34,551 SH SOLE 34,551 * LANCASTER COLONY CORP COM 513847103 699 14,714 SH SOLE 14,714 * LANDSTAR SYS INC COM 515098101 1,358 35,158 SH SOLE 35,158 * LAS VEGAS SANDS CORP COM 517834107 2,136 61,302 SH SOLE 61,302 * LAWSON SOFTWARE INC NEW COM 52078P102 1,640 193,634 SH SOLE 193,634 * LAYNE CHRISTENSEN CO COM 521050104 253 9,791 SH SOLE 9,791 * LEAP WIRELESS INTL INC COM NEW 521863308 2,548 206,315 SH SOLE 206,315 * LENNAR CORP CL A 526057104 2,384 154,994 SH SOLE 154,994 * LEXMARK INTL NEW CL A 529771107 375 8,403 SH SOLE 8,403 * LIFE TIME FITNESS INC COM 53217R207 366 9,282 SH SOLE 9,282 * LIFEPOINT HOSPITALS INC COM 53219L109 543 15,500 SH SOLE 15,500 * LILLY ELI & CO COM 532457108 1,779 48,706 SH SOLE 48,706 * LINCOLN ELEC HLDGS INC COM 533900106 705 12,199 SH SOLE 12,199 * LINCOLN NATL CORP IND COM 534187109 1,618 67,655 SH SOLE 67,655 * LIVE NATION ENTERTAINMENT IN COM 538034109 126 12,800 SH SOLE 12,800 * LOCKHEED MARTIN CORP COM 539830109 1,219 17,108 SH SOLE 17,108 * LONGTOP FINL TECHNOLOGIES LT ADR 54318P108 663 16,843 SH SOLE 16,843 * LOUISIANA PAC CORP COM 546347105 300 39,598 SH SOLE 39,598 * LULULEMON ATHLETICA INC COM 550021109 208 4,662 SH SOLE 4,662 * MB FINANCIAL INC NEW COM 55264U108 2,248 138,600 SH SOLE 138,600 * MFA FINANCIAL INC COM 55272X102 5,577 730,938 SH SOLE 730,938 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 13,058 12,000,000 PRN NONE * MACYS INC COM 55616P104 4,197 181,761 SH SOLE 181,761 * MADDEN STEVEN LTD COM 556269108 1,890 46,020 SH SOLE 46,020 * MAGNA INTL INC COM 559222401 293 3,564 SH SOLE 3,564 * MANITOWOC INC COM 563571108 592 48,874 SH SOLE 48,874 * MANPOWER INC COM 56418H100 425 8,134 SH SOLE 8,134 * MARATHON OIL CORP COM 565849106 1,103 33,312 SH SOLE 33,312 * MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 1,758 48,930 SH SHARED 48,930 * MARSH & MCLENNAN COS INC COM 571748102 938 38,885 SH SOLE 38,885 * MARSHALL & ILSLEY CORP NEW COM 571837103 720 102,233 SH SOLE 102,233 * MARRIOTT INTL INC NEW CL A 571903202 477 13,300 SH SOLE 13,300 * MASSEY ENERGY COMPANY COM 576206106 1,210 39,008 SH SOLE 39,008 * MASTEC INC COM 576323109 139 13,501 SH SOLE 13,501
* MCDERMOTT INTL INC COM 580037109 1,389 93,977 SH SOLE 93,977 * MCKESSON CORP COM 58155Q103 4,598 74,432 SH SOLE 74,432 * MEADWESTVACO CORP COM 583334107 443 18,168 SH SOLE 18,168 * MEDASSETS INC COM 584045108 788 37,446 SH SOLE 37,446 * MEDCO HEALTH SOLUTIONS INC COM 58405U102 320 6,152 SH SOLE 6,152 * MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 921 31,066 SH SOLE 31,066 * MEDNAX INC COM 58502B106 330 6,200 SH SOLE 6,200 * MEDTRONIC INC COM 585055106 1,709 50,900 SH SOLE 50,900 * MENS WEARHOUSE INC COM 587118100 814 34,200 SH SOLE 34,200 * MEREDITH CORP COM 589433101 24,091 723,241 SH SOLE 723,241 * METTLER TOLEDO INTERNATIONAL COM 592688105 388 3,114 SH SOLE 3,114 * MICREL INC COM 594793101 248 25,200 SH SOLE 25,200 * MICROS SYS INC COM 594901100 720 16,998 SH SOLE 16,998 * MICROSOFT CORP COM 594918104 12,494 510,186 SH SOLE 510,186 * MICROCHIP TECHNOLOGY INC COM 595017104 660 20,979 SH SOLE 20,979 * MICRON TECHNOLOGY INC COM 595112103 861 119,387 SH SOLE 119,387 * MINDRAY MEDICAL INTL LTD SPON ADR 602675100 548 18,538 SH SOLE 18,538 * MOBILE MINI INC COM 60740F105 1,943 126,670 SH SOLE 126,670 * MOLEX INC COM 608554101 318 15,182 SH SOLE 15,182 * MOLSON COORS BREWING CO CL B 60871R209 1,034 21,900 SH SOLE 21,900 * MONSTER WORLDWIDE INC COM 611742107 2,256 174,055 SH SOLE 174,055 * MOTOROLA INC COM 620076109 1,779 208,511 SH SOLE 208,511 * NCR CORP NEW COM 62886E108 30,448 2,233,915 SH SOLE 2,233,915 * NII HLDGS INC CL B NEW 62913F201 277 6,748 SH SOLE 6,748 * NATIONAL PENN BANCSHARES INC COM 637138108 65 10,463 SH SOLE 10,463 * NATIONAL SEMICONDUCTOR CORP COM 637640103 1,044 81,732 SH SOLE 81,732 * NAVISTAR INTL CORP NEW COM 63934E108 2,695 61,755 SH SOLE 61,755 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 23,021 20,442,000 PRN NONE * NAVIGANT CONSULTING INC COM 63935N107 126 10,798 SH SOLE 10,798 * NELNET INC CL A 64031N108 644 28,140 SH SOLE 28,140 * NETAPP INC COM 64110D104 1,653 33,203 SH SOLE 33,203 * NETLOGIC MICROSYSTEMS INC COM 64118B100 1,952 70,776 SH SOLE 70,776 * NEWELL RUBBERMAID INC COM 651229106 489 27,446 SH SOLE 27,446 * NEWFIELD EXPL CO COM 651290108 1,963 34,182 SH SOLE 34,182 * NEXTERA ENERGY INC COM 65339F101 805 14,807 SH SOLE 14,807 * 99 CENTS ONLY STORES COM 65440K106 2,375 125,775 SH SOLE 125,775 * NORDSTROM INC COM 655664100 2,169 58,316 SH SOLE 58,316 * NORTHEAST UTILS COM 664397106 2,067 69,904 SH SOLE 69,904 * NOVARTIS A G SPONSORED ADR 66987V109 64,637 1,120,800 SH CALL SOLE 1,120,800 * NOVARTIS A G SPONSORED ADR 66987V109 43,253 750,000 SH PUT SOLE 750,000 * NOVELLUS SYS INC COM 670008101 357 13,434 SH SOLE 13,434 * NU SKIN ENTERPRISES INC CL A 67018T105 3,767 130,784 SH SOLE 130,784 * NUVASIVE INC COM 670704105 1,512 43,034 SH SOLE 43,034 * OCCIDENTAL PETE CORP DEL COM 674599105 689 8,800 SH SOLE 8,800 * OCEANEERING INTL INC COM 675232102 488 9,068 SH SOLE 9,068 * OFFICEMAX INC DEL COM 67622P101 1,020 77,957 SH SOLE 77,957 * OIL STS INTL INC COM 678026105 295 6,348 SH SOLE 6,348
* OLD DOMINION FGHT LINES INC COM 679580100 625 24,569 SH SOLE 24,569 * OLIN CORP COM PAR $1 680665205 250 12,404 SH SOLE 12,404 * OMNICARE INC COM 681904108 1,970 82,511 SH SOLE 82,511 * ON SEMICONDUCTOR CORP COM 682189105 1,866 258,864 SH SOLE 258,864 * ONEOK INC NEW COM 682680103 2,522 56,000 SH SHARED 56,000 * ORACLE CORP COM 68389X105 209 7,800 SH SOLE 7,800 * O REILLY AUTOMOTIVE INC COM 686091109 2,607 49,004 SH SOLE 49,004 * OWENS CORNING NEW COM 690742101 1,605 62,620 SH SOLE 62,620 * OWENS ILL INC COM NEW 690768403 324 11,562 SH SOLE 11,562 * PMC-SIERRA INC COM 69344F106 518 70,400 SH SOLE 70,400 * PPG INDS INC COM 693506107 485 6,668 SH SOLE 6,668 * PACER INTL INC TENN COM 69373H106 1,826 302,339 SH SOLE 302,339 * PACWEST BANCORP DEL COM 695263103 3,188 167,278 SH SOLE 167,278 * PAR PHARMACEUTICAL COS INC COM 69888P106 685 23,539 SH SOLE 23,539 * PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 1,109 56,741 SH SOLE 56,741 * PAREXEL INTL CORP COM 699462107 569 24,596 SH SOLE 24,596 * PATTERSON COMPANIES INC COM 703395103 848 29,588 SH SOLE 29,588 * PEABODY ENERGY CORP COM 704549104 1,519 30,986 SH SOLE 30,986 * PENN VA GP HLDGS L P COM UNIT R LIM 70788P105 425 18,600 SH SHARED 18,600 * PENNEY J C INC COM 708160106 1,943 71,480 SH SOLE 71,480 * PENSKE AUTOMOTIVE GRP INC COM 70959W103 260 19,688 SH SOLE 19,688 * PENTAIR INC COM 709631105 1,316 39,124 SH SOLE 39,124 * PEPSICO INC COM 713448108 1,108 16,670 SH SOLE 16,670 * PERKINELMER INC COM 714046109 562 24,283 SH SOLE 24,283 * PERRIGO CO COM 714290103 19,266 300,000 SH PUT SOLE 300,000 * PETROHAWK ENERGY CORP COM 716495106 6,965 431,540 SH SHARED 431,540 * PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,534 125,000 SH SOLE 125,000 * PETSMART INC COM 716768106 1,683 48,091 SH SOLE 48,091 * PHARMERICA CORP COM 71714F104 327 34,335 SH SOLE 34,335 * PHILLIPS VAN HEUSEN CORP COM 718592108 1,436 23,862 SH SOLE 23,862 * PHOENIX COS INC NEW COM 71902E109 158 75,201 SH SOLE 75,201 * PINNACLE ENTMT INC COM 723456109 117 10,462 SH SOLE 10,462 * PIONEER NAT RES CO COM 723787107 839 12,900 SH SOLE 12,900 * PITNEY BOWES INC COM 724479100 1,644 76,882 SH SOLE 76,882 * POLYCOM INC COM 73172K104 214 7,858 SH SOLE 7,858 * POLYONE CORP COM 73179P106 249 20,581 SH SOLE 20,581 * POPULAR INC COM 733174106 567 195,392 SH SOLE 195,392 * POWER INTEGRATIONS INC COM 739276103 1,270 39,961 SH SOLE 39,961 * PRAXAIR INC COM 74005P104 821 9,100 SH SOLE 9,100 * PRECISION CASTPARTS CORP COM 740189105 1,554 12,200 SH SOLE 12,200 * PRICE T ROWE GROUP INC COM 74144T108 1,999 39,928 SH SOLE 39,928 * PRICELINE COM INC COM NEW 741503403 1,814 5,207 SH SOLE 5,207 * PRIDE INTL INC DEL COM 74153Q102 281 9,562 SH SOLE 9,562 * PROASSURANCE CORP COM 74267C106 4,388 76,199 SH SOLE 76,199 * PROSPERITY BANCSHARES INC COM 743606105 1,279 39,405 SH SOLE 39,405 * PROTECTIVE LIFE CORP COM 743674103 269 12,365 SH SOLE 12,365 * PROVIDENT FINL SVCS INC COM 74386T105 1,466 118,573 SH SOLE 118,573 * PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,257 68,220 SH SOLE 68,220
* PUBLIC STORAGE COM 74460D109 1,001 10,316 SH SOLE 10,316 * PULTE GROUP INC COM 745867101 559 63,767 SH SOLE 63,767 * QUEST SOFTWARE INC COM 74834T103 1,496 60,819 SH SOLE 60,819 * QUICKSILVER RESOURCES INC COM 74837R104 268 21,300 SH SOLE 21,300 * QUIDEL CORP COM 74838J101 504 45,873 SH SOLE 45,873 * RACKSPACE HOSTING INC COM 750086100 1,697 65,303 SH SOLE 65,303 * RADIOSHACK CORP COM 750438103 428 20,044 SH SOLE 20,044 * RALCORP HLDGS INC NEW COM 751028101 22,386 382,804 SH SOLE 382,804 * RAYTHEON CO COM NEW 755111507 1,735 37,966 SH SOLE 37,966 * RED HAT INC COM 756577102 1,042 25,404 SH SOLE 25,404 * REGAL BELOIT CORP COM 758750103 1,808 30,806 SH SOLE 30,806 * REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 22,352 819,673 SH SHARED 819,673 * REGIONS FINANCIAL CORP NEW COM 7591EP100 117 16,142 SH SOLE 16,142 * RESEARCH IN MOTION LTD COM 760975102 1,048 21,516 SH SOLE 21,516 * RESMED INC COM 761152107 2,626 80,051 SH SOLE 80,051 * REYNOLDS AMERICAN INC COM 761713106 980 16,506 SH SOLE 16,506 * ROCK-TENN CO CL A 772739207 264 5,300 SH SOLE 5,300 * ROCKWOOD HLDGS INC COM 774415103 245 7,796 SH SOLE 7,796 * ROFIN SINAR TECHNOLOGIES INC COM 775043102 3,077 121,245 SH SOLE 121,245 * ROGERS COMMUNICATIONS INC CL B 775109200 826 22,057 SH SOLE 22,057 * ROSS STORES INC COM 778296103 973 17,806 SH SOLE 17,806 * ROWAN COS INC COM 779382100 1,194 39,328 SH SOLE 39,328 * RUBY TUESDAY INC COM 781182100 125 10,512 SH SOLE 10,512 * RYDER SYS INC COM 783549108 321 7,502 SH SOLE 7,502 * SAIC INC COM 78390X101 1,729 108,192 SH SOLE 108,192 * SLM CORP COM 78442P106 907 78,509 SH SOLE 78,509 * SM ENERGY CO COM 78454L100 924 24,677 SH SOLE 24,677 * SPX CORP COM 784635104 851 13,453 SH SOLE 13,453 * SALESFORCE COM INC COM 79466L302 1,690 15,112 SH SOLE 15,112 * SANDERSON FARMS INC COM 800013104 1,384 31,977 SH SOLE 31,977 * SANDISK CORP COM 80004C101 987 26,943 SH SOLE 26,943 * SANMINA SCI CORP COM NEW 800907206 1,252 103,609 SH SOLE 103,609 * SARA LEE CORP COM 803111103 1,687 125,586 SH SOLE 125,586 * SAVIENT PHARMACEUTICALS INC COM 80517Q100 9,148 400,000 SH CALL SOLE 400,000 * SCHEIN HENRY INC COM 806407102 451 7,700 SH SOLE 7,700 * SCHLUMBERGER LTD COM 806857108 1,155 18,750 SH SOLE 18,750 * SCHLUMBERGER LTD COM 806857108 12,322 200,000 SH CALL SOLE 200,000 * SCHULMAN A INC COM 808194104 1,712 84,942 SH SOLE 84,942 * SCIENTIFIC GAMES CORP CL A 80874P109 235 24,199 SH SOLE 24,199 * SELECT COMFORT CORP COM 81616X103 117 17,223 SH SOLE 17,223 * SERVICE CORP INTL COM 817565104 395 45,866 SH SOLE 45,866 * SHAW GROUP INC COM 820280105 883 26,305 SH SOLE 26,305 * SIEMENS A G SPONSORED ADR 826197501 1,470 13,945 SH SOLE 13,945 * SIGMA ALDRICH CORP COM 826552101 943 15,623 SH SOLE 15,623 * SILICON LABORATORIES INC COM 826919102 825 22,518 SH SOLE 22,518 * SILGAN HOLDINGS INC COM 827048109 1,542 48,647 SH SOLE 48,647 * SMUCKER J M CO COM NEW 832696405 1,732 28,616 SH SOLE 28,616 * SOHU COM INC COM 83408W103 824 14,300 SH SOLE 14,300
SOLAR CAP LTD COM 83413U100 54,628 2,546,774 SH SOLE 2,546,774 * SOLERA HOLDINGS INC COM 83421A104 535 12,117 SH SOLE 12,117 * SONIC CORP COM 835451105 1,625 201,083 SH SOLE 201,083 * SONY CORP ADR NEW 835699307 1,130 36,560 SH SOLE 36,560 * SONUS NETWORKS INC COM 835916107 513 145,416 SH SOLE 145,416 * SOUTHERN UN CO NEW COM 844030106 2,671 111,025 SH SHARED 111,025 * SOUTHWESTERN ENERGY CO COM 845467109 1,395 41,706 SH SOLE 41,706 * SPECTRA ENERGY CORP COM 847560109 2,821 125,100 SH SOLE 125,100 * SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,686 134,785 SH SOLE 134,785 * STAGE STORES INC COM NEW 85254C305 2,048 157,567 SH SOLE 157,567 * STANLEY BLACK & DECKER INC COM 854502101 676 11,026 SH SOLE 11,026 * STARBUCKS CORP COM 855244109 5,906 230,883 SH SOLE 230,883 * STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3,048 57,995 SH SOLE 57,995 STEPAN CO COM 858586100 2,544 43,046 SH SOLE 43,046 * SUN HEALTHCARE GROUP INC COM NEW 866933401 882 104,106 SH SOLE 104,106 * SUNCOR ENERGY INC NEW COM 867224107 1,129 34,700 SH SOLE 34,700 * SUNOCO INC COM 86764P109 383 10,500 SH SOLE 10,500 * SUNPOWER CORP COM CL A 867652109 581 40,332 SH SOLE 40,332 * SUPERIOR ENERGY SVCS INC COM 868157108 250 9,367 SH SOLE 9,367 * SUSQUEHANNA BANCSHARES INC P COM 869099101 1,034 122,485 SH SOLE 122,485 * SYMANTEC CORP COM 871503108 10,707 705,777 SH SOLE 705,777 * SYNOVUS FINL CORP COM 87161C105 1,767 718,269 SH SOLE 718,269 * SYNIVERSE HLDGS INC COM 87163F106 469 20,705 SH SOLE 20,705 * TFS FINL CORP COM 87240R107 102 11,150 SH SOLE 11,150 * TJX COS INC NEW COM 872540109 215 4,807 SH SOLE 4,807 * TRW AUTOMOTIVE HLDGS CORP COM 87264S106 887 21,336 SH SOLE 21,336 * TW TELECOM INC COM 87311L104 190 10,222 SH SOLE 10,222 * TALBOTS INC COM 874161102 162 12,398 SH SOLE 12,398 * TALISMAN ENERGY INC COM 87425E103 307 17,560 SH SOLE 17,560 * TECH DATA CORP COM 878237106 846 20,996 SH SOLE 20,996 * TEKELEC COM 879101103 213 16,434 SH SOLE 16,434 * TELLABS INC COM 879664100 865 116,132 SH SOLE 116,132 * TEMPLE INLAND INC COM 879868107 734 39,320 SH SOLE 39,320 * TEMPUR PEDIC INTL INC COM 88023U101 666 21,468 SH SOLE 21,468 * TENNECO INC COM 880349105 353 12,178 SH SOLE 12,178 * TERADATA CORP DEL COM 88076W103 9,640 250,000 SH CALL SOLE 250,000 * TEREX CORP NEW COM 880779103 2,048 89,364 SH SOLE 89,364 * TESORO CORP COM 881609101 3,340 250,000 SH CALL SOLE 250,000 * TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,391 102,200 SH SOLE 102,200 * TETRA TECHNOLOGIES INC DEL COM 88162F105 253 24,774 SH SOLE 24,774 * TETRA TECH INC NEW COM 88162G103 910 43,391 SH SOLE 43,391 * TEXAS INDS INC COM 882491103 274 8,699 SH SOLE 8,699 * TEXAS ROADHOUSE INC COM 882681109 1,585 112,735 SH SOLE 112,735 * THOMAS & BETTS CORP COM 884315102 957 23,324 SH SOLE 23,324 * 3PAR INC COM 88580F109 91,569 2,776,500 SH PUT SOLE 2,776,500 * TIBCO SOFTWARE INC COM 88632Q103 823 46,400 SH SOLE 46,400
* TIM HORTONS INC COM 88706M103 220 6,051 SH SOLE 6,051 * TIVO INC COM 888706108 10,456 1,154,077 SH SOLE 1,154,077 * TOTAL SYS SVCS INC COM 891906109 943 61,849 SH SOLE 61,849 * TRUEBLUE INC COM 89785X101 169 12,378 SH SOLE 12,378 TWO HBRS INVT CORP *W EXP 07/13/201 90187B119 366 2,441,100 SH SOLE 2,441,100 * TYSON FOODS INC CL A 902494103 1,945 121,426 SH SOLE 121,426 * UDR INC COM 902653104 3,499 165,656 SH SOLE 165,656 * URS CORP NEW COM 903236107 252 6,630 SH SOLE 6,630 * U S G CORP COM NEW 903293405 411 31,196 SH SOLE 31,196 * ULTRA PETROLEUM CORP COM 903914109 3,077 73,285 SH SOLE 73,285 * UNILEVER N V N Y SHS NEW 904784709 1,118 37,428 SH SOLE 37,428 * UNITED NAT FOODS INC COM 911163103 2,840 85,689 SH SOLE 85,689 * UNITED PARCEL SERVICE INC CL B 911312106 994 14,900 SH SOLE 14,900 UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 24,222 16,000,000 PRN NONE * UNITED STATIONERS INC COM 913004107 2,070 38,691 SH SOLE 38,691 * UNITED TECHNOLOGIES CORP COM 913017109 745 10,462 SH SOLE 10,462 * URBAN OUTFITTERS INC COM 917047102 867 27,565 SH SOLE 27,565 * VCA ANTECH INC COM 918194101 481 22,800 SH SOLE 22,800 * V F CORP COM 918204108 356 4,392 SH SOLE 4,392 * VAIL RESORTS INC COM 91879Q109 2,125 56,643 SH SOLE 56,643 * VALASSIS COMMUNICATIONS INC COM 918866104 825 24,336 SH SOLE 24,336 * VALERO ENERGY CORP NEW COM 91913Y100 2,644 151,000 SH CALL SOLE 151,000 * VALSPAR CORP COM 920355104 387 12,152 SH SOLE 12,152 * VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 2,594 90,142 SH SOLE 90,142 * VERIFONE SYS INC COM 92342Y109 824 26,518 SH SOLE 26,518 * VERISIGN INC COM 92343E102 566 17,836 SH SOLE 17,836 * VERIZON COMMUNICATIONS INC COM 92343V104 1,163 35,682 SH SOLE 35,682 * VERISK ANALYTICS INC CL A 92345Y106 4,689 167,400 SH SOLE 167,400 * VIASAT INC COM 92552V100 1,112 27,049 SH SOLE 27,049 * WMS INDS INC COM 929297109 3,628 95,300 SH SOLE 95,300 * WABASH NATL CORP COM 929566107 1,587 196,169 SH SOLE 196,169 * WARNACO GROUP INC COM NEW 934390402 1,594 31,166 SH SOLE 31,166 * WASHINGTON FED INC COM 938824109 448 29,367 SH SOLE 29,367 * WATSCO INC COM 942622200 2,529 45,425 SH SOLE 45,425 * WATSON PHARMACEUTICALS INC COM 942683103 355 8,400 SH SOLE 8,400 * WEBSENSE INC COM 947684106 331 18,663 SH SOLE 18,663 * WELLPOINT INC COM 94973V107 1,454 25,674 SH SOLE 25,674 * WERNER ENTERPRISES INC COM 950755108 2,016 98,373 SH SOLE 98,373 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 12,981 8,064,000 PRN NONE * WEST PHARMACEUTICAL SVSC INC COM 955306105 680 19,821 SH SOLE 19,821 * WESTERN DIGITAL CORP COM 958102105 530 18,680 SH SOLE 18,680 * WESTERN UN CO COM 959802109 977 55,305 SH SOLE 55,305 * WESTLAKE CHEM CORP COM 960413102 246 8,206 SH SOLE 8,206 * WHITING PETE CORP NEW COM 966387102 831 8,700 SH SOLE 8,700 * WHOLE FOODS MKT INC COM 966837106 1,505 40,567 SH SOLE 40,567 * WILLIAMS COS INC DEL COM 969457100 3,876 202,812 SH SHARED 202,812 * WISCONSIN ENERGY CORP COM 976657106 798 13,805 SH SOLE 13,805
* WOODWARD GOVERNOR CO COM 980745103 1,157 35,695 SH SOLE 35,695 * WORLD FUEL SVCS CORP COM 981475106 1,371 52,706 SH SOLE 52,706 * WYNDHAM WORLDWIDE CORP COM 98310W108 636 23,143 SH SOLE 23,143 * WYNN RESORTS LTD COM 983134107 1,265 14,579 SH SOLE 14,579 * XILINX INC COM 983919101 1,338 50,280 SH SOLE 50,280 * YAHOO INC COM 984332106 464 32,756 SH SOLE 32,756 * YUM BRANDS INC COM 988498101 539 11,705 SH SOLE 11,705 * ZIMMER HLDGS INC COM 98956P102 276 5,280 SH SOLE 5,280 * ZIONS BANCORPORATION COM 989701107 3,009 140,857 SH SOLE 140,857 * ZUMIEZ INC COM 989817101 1,558 73,650 SH SOLE 73,650 * TELVENT GIT SA SHS E90215109 285 12,590 SH SOLE 12,590 * AMDOCS LTD ORD G02602103 365 12,744 SH SOLE 12,744 * ASSURED GUARANTY LTD COM G0585R106 956 55,852 SH SOLE 55,852 * HERBALIFE LTD COM USD SHS G4412G101 923 15,286 SH SOLE 15,286 * INGERSOLL-RAND PLC SHS G47791101 2,239 62,702 SH SOLE 62,702 * MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,307 131,758 SH SOLE 131,758 * SEAGATE TECHNOLOGY PLC SHS G7945M107 811 68,808 SH SOLE 68,808 * SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 1,005 166,712 SH SOLE 166,712 TRANSATLANTIC PETROLEUM LTD SHS G89982105 740 250,000 SH SHARED 250,000 * ALCON INC COM SHS H01301102 148,172 888,374 SH SOLE 888,374 * FOSTER WHEELER AG COM H27178104 1,093 44,700 SH SOLE 44,700 * LOGITECH INTL S A SHS H50430232 426 24,500 SH SOLE 24,500 * TYCO INTERNATIONAL LTD SHS H89128104 3,888 105,852 SH SOLE 105,852 * CELLCOM ISRAEL LTD SHS M2196U109 878 28,916 SH SOLE 28,916 * CHECK POINT SOFTWARE TECH LT ORD M22465104 1,954 52,906 SH SOLE 52,906 * NXP SEMICONDUCTORS N V COM N6596X109 1,127 90,953 SH SOLE 90,953 ORTHOFIX INTL N V COM N6748L102 276 8,792 SH SOLE 8,792 * QIAGEN N V ORD N72482107 1,696 95,605 SH SOLE 95,605 * VISTAPRINT N V SHS N93540107 300 7,761 SH SOLE 7,761 * EXCEL MARITIME CARRIERS LTD COM V3267N107 1,756 312,403 SH SOLE 312,403 * DIANA SHIPPING INC COM Y2066G104 760 59,871 SH SOLE 59,871 * FLEXTRONICS INTL LTD ORD Y2573F102 463 76,675 SH SOLE 76,675 * GENCO SHIPPING & TRADING LTD SHS Y2685T107 351 22,023 SH SOLE 22,023 * NAVIOS MARITIME HOLDINGS INC COM Y62196103 89 15,247 SH SOLE 15,247 * TEEKAY CORPORATION COM Y8564W103 249 9,300 SH SOLE 9,300 * TEEKAY TANKERS LTD CL A Y8565N102 1,941 149,162 SH SOLE 149,162 * VERIGY LTD SHS Y93691106 243 29,900 SH SOLE 29,900
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