0001193125-12-058848.txt : 20120214 0001193125-12-058848.hdr.sgml : 20120214 20120214100453 ACCESSION NUMBER: 0001193125-12-058848 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 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: 12603356 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 d301800d13fhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2011 Check here if Amendment [ ]; Amendment Number: ______ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Magnetar Financial LLC Address: 1603 Orrington Avenue, 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 February 14, 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: 325 Form 13F Information Table Value Total: $1,065,368 (thousands) CONFIDENTIAL MATERIAL APPEARING IN THIS DOCUMENT HAS BEEN OMITTED AND FILED SEPARATELY WITH THE SECURITIES AND EXCHANGE COMMISSION IN ACCORDANCE WITH THE SECURITIES EXCHANGE ACT OF 1934, AS AMENDED, AND RULE 24B-2 PROMULGATED THEREUNDER. List of Other Included Managers: 1. MTP Energy Management LLC FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------ ---------------- ---------- -------- -------------------- ---------- -------- ---------------------- VOTING AUTHORITY NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------- ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------ ---------------- ---------- -------- --------- ---- ----- ---------- -------- --------- ------ ----- * ABM INDS INC COM 000957100 375 18,200 SH SOLE 18,200 * ABBOTT LABS COM 002824100 764 13,580 SH SOLE 13,580 * AEROPOSTALE COM 007865108 297 19,500 SH SOLE 19,500 * AIR PRODS & CHEMS INC COM 009158106 377 4,425 SH SOLE 4,425 * ALLIANCE DATA SYSTEMS CORP COM 018581108 483 4,653 SH SOLE 4,653 * ALLIANT TECHSYSTEMS INC COM 018804104 532 9,300 SH SOLE 9,300 * ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 323 17,058 SH SOLE 17,058 * AMAZON COM INC COM 023135106 1,869 10,798 SH SOLE 10,798 * AMERISOURCEBERGEN CORP COM 03073E105 510 13,707 SH SOLE 13,707 * ANADARKO PETE CORP COM 032511107 22,899 300,000 SH SOLE 300,000 * ANADARKO PETE CORP COM 032511107 45,798 600,000 SH PUT SOLE 600,000 ANNALY CAP MGMT INC NOTE 4.000% 2 035710AA0 9,596 8,500,000 PRN SOLE NONE * APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 98 14,639 SH SOLE 14,639 * ARBITRON INC COM 03875Q108 305 8,862 SH SOLE 8,862 * ARMOUR RESIDENTIAL REIT INC COM 042315101 1,932 274,100 SH SOLE 274,100 ARMOUR RESIDENTIAL REIT INC *W EXP 11/07/20 042315119 63 4,458,651 SH SOLE 4,458,651 * ASCENA RETAIL GROUP INC COM 04351G101 248 8,336 SH SOLE 8,336 * ASHLAND INC NEW COM 044209104 472 8,260 SH SOLE 8,260 * AURICO GOLD INC COM 05155C105 117 14,600 SH SOLE 14,600 * AURIZON MINES LTD COM 05155P106 87 17,700 SH SOLE 17,700 * AUTOZONE INC COM 053332102 1,066 3,280 SH SOLE 3,280 * AVIS BUDGET GROUP COM 053774105 283 26,357 SH SOLE 26,357 * AVON PRODS INC COM 054303102 4,368 250,000 SH CALL SOLE 250,000 * BP PLC SPONSORED ADR 055622104 22,357 523,087 SH DEFINED 1 523,087 * BP PLC SPONSORED ADR 055622104 27,268 638,000 SH CALL SOLE 638,000 * BAKER HUGHES INC COM 057224107 394 8,100 SH SOLE 8,100 * BALL CORP COM 058498106 495 13,864 SH SOLE 13,864 * BARRICK GOLD CORP COM 067901108 212 4,701 SH SOLE 4,701 * BAXTER INTL INC COM 071813109 1,460 29,505 SH SOLE 29,505 * BEAM INC COM 073730103 210 4,094 SH SOLE 4,094 * BECTON DICKINSON & CO COM 075887109 598 7,998 SH SOLE 7,998 * BED BATH & BEYOND INC COM 075896100 226 3,900 SH SOLE 3,900 * BELO CORP COM SER A 080555105 147 23,400 SH SOLE 23,400 * BOB EVANS FARMS INC COM 096761101 370 11,022 SH SOLE 11,022 * BORGWARNER INC COM 099724106 632 9,916 SH SOLE 9,916 * BOSTON SCIENTIFIC CORP COM 101137107 704 131,791 SH SOLE 131,791 * BRADY CORP CL A 104674106 308 9,767 SH SOLE 9,767 * BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 41,926 2,198,525 SH DEFINED 1 2,198,525 * BROADCOM CORP CL A 111320107 379 12,905 SH SOLE 12,905 * BRUNSWICK CORP COM 117043109 210 11,652 SH SOLE 11,652
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 ------------------------ ---------------- ---------- -------- ---------- ---- ----- ---------- -------- --------- ------ ----- * BUCKLE INC COM 118440106 200 4,902 SH SOLE 4,902 * CIGNA CORPORATION COM 125509109 1,224 29,152 SH SOLE 29,152 * CSX CORP COM 126408103 588 27,911 SH SOLE 27,911 * CA INC COM 12673P105 332 16,417 SH SOLE 16,417 * CABOT OIL & GAS CORP COM 127097103 11,663 153,657 SH DEFINED 1 153,657 * CALLAWAY GOLF CO COM 131193104 66 11,977 SH SOLE 11,977 * CAMERON INTERNATIONAL CORP COM 13342B105 387 7,864 SH SOLE 7,864 * CANADIAN NATL RY CO COM 136375102 589 7,500 SH SOLE 7,500 * CANON INC ADR 138006309 394 8,944 SH SOLE 8,944 * CARDINAL HEALTH INC COM 14149Y108 1,050 25,863 SH SOLE 25,863 * CAREFUSION CORP COM 14170T101 455 17,900 SH SOLE 17,900 * CATERPILLAR INC DEL COM 149123101 1,079 11,915 SH SOLE 11,915 * CHART INDS INC COM PAR $0.01 16115Q308 260 4,800 SH SOLE 4,800 * CHEESECAKE FACTORY INC COM 163072101 342 11,663 SH SOLE 11,663 * CHESAPEAKE ENERGY CORP COM 165167107 2,965 133,000 SH DEFINED 1 133,000 * CHICOS FAS INC COM 168615102 130 11,690 SH SOLE 11,690 * CHURCH & DWIGHT INC COM 171340102 411 8,990 SH SOLE 8,990 * CIMAREX ENERGY CO COM 171798101 334 5,400 SH SOLE 5,400 * CIRRUS LOGIC INC COM 172755100 269 16,947 SH SOLE 16,947 * CISCO SYS INC COM 17275R102 1,032 57,100 SH SOLE 57,100 CITIGROUP INC UNIT 99/99/9999 172967416 12,123 150,000 SH SOLE 150,000 * CLEARWIRE CORP NEW CL A 18538Q105 1,520 783,706 SH SOLE 783,706 * COGNEX CORP COM 192422103 208 5,824 SH SOLE 5,824 * COLFAX CORP COM 194014106 2,848 100,000 SH CALL SOLE 100,000 * COLGATE PALMOLIVE CO COM 194162103 896 9,703 SH SOLE 9,703 * COLLECTIVE BRANDS INC COM 19421W100 18,680 1,299,904 SH SOLE 1,299,904 * CON-WAY INC COM 205944101 1,914 65,629 SH SOLE 65,629 * CONCHO RES INC COM 20605P101 504 5,381 SH SOLE 5,381 * CONOCOPHILLIPS COM 20825C104 1,073 14,729 SH SOLE 14,729 * CONSTELLATION BRANDS INC CL A 21036P108 890 43,050 SH SOLE 43,050 * CONTINENTAL RESOURCES INC COM 212015101 213 3,200 SH SOLE 3,200 * CONVERGYS CORP COM 212485106 128 10,015 SH SOLE 10,015 * COOPER COS INC COM NEW 216648402 423 6,000 SH SOLE 6,000 * CORELOGIC INC COM 21871D103 320 24,750 SH SOLE 24,750 * CORRECTIONS CORP AMER NEW COM NEW 22025Y407 7,487 367,567 SH SOLE 367,567 * COVANCE INC COM 222816100 488 10,664 SH SOLE 10,664 * COVANTA HLDG CORP COM 22282E102 508 37,143 SH SOLE 37,143 * COVENTRY HEALTH CARE INC COM 222862104 1,036 34,100 SH SOLE 34,100 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 13,497 11,594,000 PRN SOLE NONE * DSW INC CL A 23334L102 336 7,600 SH SOLE 7,600 * DANA HLDG CORP COM 235825205 163 13,455 SH SOLE 13,455 * DANAHER CORP DEL COM 235851102 489 10,405 SH SOLE 10,405 * DAVITA INC COM 23918K108 730 9,630 SH SOLE 9,630 * DEALERTRACK HLDGS INC COM 242309102 308 11,284 SH SOLE 11,284 * DELL INC COM 24702R101 344 23,500 SH SOLE 23,500 * DENBURY RES INC COM NEW 247916208 255 16,900 SH SOLE 16,900 * DICKS SPORTING GOODS INC COM 253393102 200 5,434 SH SOLE 5,434 * DILLARDS INC CL A 254067101 503 11,199 SH SOLE 11,199
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 ---------------------- ----------------- ---------- -------- ---------- ---- ---- ---------- -------- --------- ------ ----- * DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,101 26,882 SH SOLE 26,882 * DIRECTV COM CL A 25490A101 1,636 38,257 SH SOLE 38,257 * DOLLAR GEN CORP NEW COM 256677105 9,693 235,616 SH SOLE 235,616 * DOMINOS PIZZA INC COM 25754A201 446 13,150 SH SOLE 13,150 * DONALDSON INC COM 257651109 269 3,944 SH SOLE 3,944 * DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,116 28,262 SH SOLE 28,262 * DREAMWORKS ANIMATION SKG INC CL A 26153C103 529 31,850 SH SOLE 31,850 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 2,919 4,250,000 PRN SOLE NONE * DUNKIN BRANDS GROUP INC COM 265504100 2,498 100,000 SH SOLE 100,000 * E M C CORP MASS COM 268648102 1,998 92,768 SH SOLE 92,768 * EQT CORP COM 26884L109 12,566 229,349 SH DEFINED 1 229,349 * EARTHLINK INC COM 270321102 147 22,900 SH SOLE 22,900 * EBAY INC COM 278642103 738 24,339 SH SOLE 24,339 * ELECTRONIC ARTS INC COM 285512109 321 15,597 SH SOLE 15,597 * ELECTRONICS FOR IMAGING INC COM 286082102 294 20,643 SH SOLE 20,643 * EMULEX CORP COM NEW 292475209 133 19,362 SH SOLE 19,362 * ENCANA CORP COM 292505104 185 10,000 SH SOLE 10,000 * ENDO PHARMACEUTICALS HLDGS I COM 29264F205 525 15,200 SH SOLE 15,200 * ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 5,481 135,058 SH DEFINED 1 135,058 * EQUINIX INC COM NEW 29444U502 243 2,400 SH SOLE 2,400 * ESTERLINE TECHNOLOGIES CORP COM 297425100 403 7,200 SH SOLE 7,200 * EXPEDITORS INTL WASH INC COM 302130109 506 12,362 SH SOLE 12,362 * EXPRESS SCRIPTS INC COM 302182100 1,495 33,445 SH SOLE 33,445 * EXPRESS INC COM 30219E103 5,783 290,000 SH SOLE 290,000 * FTI CONSULTING INC COM 302941109 426 10,049 SH SOLE 10,049 * FAIRCHILD SEMICONDUCTOR INTL COM 303726103 439 36,501 SH SOLE 36,501 * FEDEX CORP COM 31428X106 1,939 23,216 SH SOLE 23,216 * FISERV INC COM 337738108 589 10,032 SH SOLE 10,032 * FLUOR CORP NEW COM 343412102 211 4,200 SH SOLE 4,200 * FLOWERS FOODS INC COM 343498101 241 12,700 SH SOLE 12,700 * FOOT LOCKER INC COM 344849104 458 19,199 SH SOLE 19,199 * FOREST LABS INC COM 345838106 1,520 50,222 SH SOLE 50,222 * FRANKLIN ELEC INC COM 353514102 205 4,700 SH SOLE 4,700 * FULLER H B CO COM 359694106 209 9,054 SH SOLE 9,054 * FUSION-IO INC COM 36112J107 1,329 54,900 SH SOLE 54,900 * GEO GROUP INC COM 36159R103 4,647 277,411 SH SOLE 277,411 * GT ADVANCED TECHNOLOGIES INC COM 36191U106 101 13,892 SH SOLE 13,892 * GAMESTOP CORP NEW CL A 36467W109 575 23,818 SH SOLE 23,818 * GAP INC DEL COM 364760108 283 15,256 SH SOLE 15,256 * GARDNER DENVER INC COM 365558105 461 5,979 SH SOLE 5,979 GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 11,844 12,500,000 PRN SOLE NONE * GLOBAL PMTS INC COM 37940X102 450 9,500 SH SOLE 9,500 * GOLDCORP INC NEW COM 380956409 274 6,200 SH SOLE 6,200 * GRIFOLS S A SPONSORED ADR 398438309 29,497 5,334,034 SH SOLE 5,334,034 * GROUPE CGI INC CL A SUB VTG 39945C109 266 14,121 SH SOLE 14,121 * GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 281 13,344 SH SOLE 13,344 * GULFPORT ENERGY CORP COM NEW 402635304 2,212 75,100 SH SOLE 75,100
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 ------------------------- --------------- ---------- -------- ------- --- ----- ---------- -------- ------- ------ ---- * HANESBRANDS INC COM 410345102 298 13,617 SH SOLE 13,617 * HANSEN NAT CORP COM 411310105 1,493 16,201 SH SOLE 16,201 * HARLEY DAVIDSON INC COM 412822108 239 6,136 SH SOLE 6,136 * HARSCO CORP COM 415864107 217 10,530 SH SOLE 10,530 * HEALTH MGMT ASSOC INC NEW CL A 421933102 380 51,566 SH SOLE 51,566 * HELIX ENERGY SOLUTIONS GRP I COM 42330P107 160 10,101 SH SOLE 10,101 * HERSHEY CO COM 427866108 233 3,765 SH SOLE 3,765 * HESS CORP COM 42809H107 566 9,965 SH SOLE 9,965 * HOLOGIC INC COM 436440101 323 18,452 SH SOLE 18,452 * HOME DEPOT INC COM 437076102 410 9,742 SH SOLE 9,742 * HORMEL FOODS CORP COM 440452100 569 19,441 SH SOLE 19,441 * HUDBAY MINERALS INC COM 443628102 121 12,200 SH SOLE 12,200 * HUNTSMAN CORP COM 447011107 151 15,066 SH SOLE 15,066 * IAC INTERACTIVECORP COM PAR $.001 44919P508 312 7,313 SH SOLE 7,313 * IAMGOLD CORP COM 450913108 193 12,200 SH SOLE 12,200 * ILLINOIS TOOL WKS INC COM 452308109 215 4,600 SH SOLE 4,600 * IMATION CORP COM 45245A107 82 14,226 SH SOLE 14,226 * INTEL CORP COM 458140100 812 33,501 SH SOLE 33,501 * INTERMEC INC COM 458786100 96 13,963 SH SOLE 13,963 * INTERNATIONAL BUSINESS MACHS COM 459200101 257 1,400 SH SOLE 1,400 * INTERPUBLIC GROUP COS INC COM 460690100 169 17,400 SH SOLE 17,400 * INTUITIVE SURGICAL INC COM NEW 46120E602 370 800 SH SOLE 800 * JPMORGAN CHASE & CO COM 46625H100 3,325 100,000 SH CALL SOLE 100,000 * JABIL CIRCUIT INC COM 466313103 395 20,100 SH SOLE 20,100 * JACOBS ENGR GROUP INC DEL COM 469814107 296 7,284 SH SOLE 7,284 JIVE SOFTWARE INC COM 47760A108 880 55,000 SH SOLE 55,000 * JOHNSON & JOHNSON COM 478160104 477 7,267 SH SOLE 7,267 * J2 GLOBAL INC COM 48123V102 234 8,316 SH SOLE 8,316 * KBR INC COM 48242W106 984 35,305 SH SOLE 35,305 * KELLOGG CO COM 487836108 282 5,580 SH SOLE 5,580 * KINDER MORGAN MANAGEMENT LLC SHS 49455U100 20,611 262,494 SH DEFINED 1 262,494 * KINROSS GOLD CORP COM NO PAR 496902404 313 27,500 SH SOLE 27,500 * KNIGHT TRANSN INC COM 499064103 187 11,970 SH SOLE 11,970 * LKQ CORP COM 501889208 591 19,645 SH SOLE 19,645 * L-3 COMMUNICATIONS HLDGS INC COM 502424104 786 11,785 SH SOLE 11,785 * LIBERTY MEDIA CORPORATION LIB CAP COM A 530322106 668 8,563 SH SOLE 8,563 * LOUISIANA PAC CORP COM 546347105 150 18,638 SH SOLE 18,638 * LOWES COS INC COM 548661107 203 8,000 SH SOLE 8,000 * MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 7,725 150,000 SH CALL SOLE 150,000 * MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 23,174 450,000 SH PUT SOLE 450,000 * MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 26,979 490,000 SH DEFINED 1 490,000 * MASCO CORP COM 574599106 214 20,410 SH SOLE 20,410 * MASTERCARD INC CL A 57636Q104 562 1,507 SH SOLE 1,507 * MAXIM INTEGRATED PRODS INC COM 57772K101 551 21,152 SH SOLE 21,152 * MCKESSON CORP COM 58155Q103 513 6,589 SH SOLE 6,589 * MCMORAN EXPLORATION CO COM 582411104 150 10,300 SH SOLE 10,300 * MEADWESTVACO CORP COM 583334107 267 8,919 SH SOLE 8,919 * MEDASSETS INC COM 584045108 147 15,871 SH SOLE 15,871
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 ------------------------- ---------------- ---------- -------- --------- --- ----- ---------- -------- --------- ------ ---- * MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 486 14,613 SH SOLE 14,613 * MENS WEARHOUSE INC COM 587118100 481 14,836 SH SOLE 14,836 METLIFE INC UNIT 99/99/9999 59156R116 12,306 200,000 SH SOLE 200,000 * METLIFE INC COM 59156R108 19,073 611,700 SH CALL SOLE 611,700 * METTLER TOLEDO INTERNATIONAL COM 592688105 547 3,700 SH SOLE 3,700 * MICRON TECHNOLOGY INC COM 595112103 296 47,100 SH SOLE 47,100 * MINE SAFETY APPLIANCES CO COM 602720104 271 8,189 SH SOLE 8,189 * MOLYCORP INC DEL COM 608753109 1,034 43,137 SH SOLE 43,137 * MOTOROLA SOLUTIONS INC COM NEW 620076307 1,483 32,030 SH SOLE 32,030 * NCR CORP NEW COM 62886E108 182 11,085 SH SOLE 11,085 * NATIONAL OILWELL VARCO INC COM 637071101 850 12,500 SH SOLE 12,500 * NEWFIELD EXPL CO COM 651290108 8,757 232,100 SH DEFINED 1 232,100 * NEWS CORP CL A 65248E104 219 12,300 SH SOLE 12,300 * NORFOLK SOUTHERN CORP COM 655844108 1,020 14,000 SH SOLE 14,000 * NOVELLUS SYS INC COM 670008101 2,804 67,900 SH SOLE 67,900 * NUSTAR ENERGY LP UNIT COM 67058H102 8,499 150,000 SH DEFINED 1 150,000 * OCCIDENTAL PETE CORP DEL COM 674599105 215 2,290 SH SOLE 2,290 * OMNICOM GROUP INC COM 681919106 1,507 33,800 SH SOLE 33,800 * ONEOK INC NEW COM 682680103 14,830 171,065 SH DEFINED 1 171,065 * ORACLE CORP COM 68389X105 439 17,100 SH SOLE 17,100 * OWENS CORNING NEW COM 690742101 339 11,800 SH SOLE 11,800 * PAA NAT GAS STORAGE L P COM UNIT LTD 693139107 3,196 170,429 SH DEFINED 1 170,429 * PMC-SIERRA INC COM 69344F106 317 57,565 SH SOLE 57,565 * PPG INDS INC COM 693506107 516 6,175 SH SOLE 6,175 * PVH CORP COM 693656100 284 4,022 SH SOLE 4,022 * PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 486 26,610 SH SOLE 26,610 * PARKER HANNIFIN CORP COM 701094104 589 7,729 SH SOLE 7,729 * PEABODY ENERGY CORP COM 704549104 3,311 100,000 SH CALL SOLE 100,000 * PENSKE AUTOMOTIVE GRP INC COM 70959W103 485 25,215 SH SOLE 25,215 * PERRIGO CO COM 714290103 312 3,209 SH SOLE 3,209 * PHARMASSET INC COM 71715N106 11,538 90,000 SH SOLE 90,000 * PHARMASSET INC COM 71715N106 96,368 751,700 SH CALL SOLE 751,700 * PINNACLE ENTMT INC COM 723456109 141 13,834 SH SOLE 13,834 * PIONEER NAT RES CO COM 723787107 52,185 583,199 SH DEFINED 1 583,199 * PITNEY BOWES INC COM 724479100 256 13,800 SH SOLE 13,800 * POLYPORE INTL INC COM 73179V103 322 7,311 SH SOLE 7,311 * PRECISION CASTPARTS CORP COM 740189105 205 1,246 SH SOLE 1,246 * PROCTER & GAMBLE CO COM 742718109 327 4,900 SH SOLE 4,900 * PRUDENTIAL FINL INC COM 744320102 70,639 1,409,400 SH CALL SOLE 1,409,400 * QUALCOMM INC COM 747525103 336 6,146 SH SOLE 6,146 * QUEST DIAGNOSTICS INC COM 74834L100 226 3,900 SH SOLE 3,900 * QUICKSILVER RESOURCES INC COM 74837R104 129 19,231 SH SOLE 19,231 * RSC HOLDINGS INC COM 74972L102 3,553 192,065 SH SOLE 192,065 * RALPH LAUREN CORP CL A 751212101 1,081 7,830 SH SOLE 7,830 * RANGE RES CORP COM 75281A109 13,854 223,672 SH DEFINED 1 223,672 * RED ROBIN GOURMET BURGERS IN COM 75689M101 272 9,811 SH SOLE 9,811 * REGAL ENTMT GROUP CL A 758766109 506 42,404 SH SOLE 42,404 * REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 22,648 819,673 SH DEFINED 1 819,673
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 ---------------------- --------------- ---------- -------- --------- --- ----- ---------- -------- --------- ------ ---- * RENTECH NITROGEN PARTNERS L COM UNIT 760113100 11,934 729,900 SH DEFINED 1 729,900 * RESEARCH IN MOTION LTD COM 760975102 215 14,800 SH SOLE 14,800 * RESMED INC COM 761152107 519 20,434 SH SOLE 20,434 * REYNOLDS AMERICAN INC COM 761713106 705 17,032 SH SOLE 17,032 * RIVERBED TECHNOLOGY INC COM 768573107 337 14,337 SH SOLE 14,337 * ROBBINS & MYERS INC COM 770196103 250 5,152 SH SOLE 5,152 * ROCKWELL AUTOMATION INC COM 773903109 1,377 18,774 SH SOLE 18,774 * ROYAL DUTCH SHELL PLC SPON ADR B 780259107 16,370 215,368 SH DEFINED 1 215,368 * RUBY TUESDAY INC COM 781182100 154 22,316 SH SOLE 22,316 * SAIC INC COM 78390X101 386 31,430 SH SOLE 31,430 * SPDR GOLD TRUST GOLD SHS 78463V107 15,199 100,000 SH CALL SOLE 100,000 * SAKS INC COM 79377W108 253 25,938 SH SOLE 25,938 * SALESFORCE COM INC COM 79466L302 346 3,413 SH SOLE 3,413 * SANOFI SPONSORED ADR 80105N105 638 17,454 SH SOLE 17,454 * SAP AG SPON ADR 803054204 275 5,200 SH SOLE 5,200 * SCIENTIFIC GAMES CORP CL A 80874P109 204 21,003 SH SOLE 21,003 * SEALED AIR CORP NEW COM 81211K100 208 12,100 SH SOLE 12,100 * SEARS HLDGS CORP COM 812350106 386 12,154 SH SOLE 12,154 * SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 16,750 500,000 SH PUT SOLE 500,000 * SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y100 13,825 200,000 SH PUT SOLE 200,000 * SHAW GROUP INC COM 820280105 347 12,903 SH SOLE 12,903 * SHAW COMMUNICATIONS INC CL B CONV 82028K200 291 14,700 SH SOLE 14,700 * SIEMENS A G SPONSORED ADR 826197501 987 10,320 SH SOLE 10,320 * SIGMA ALDRICH CORP COM 826552101 373 5,967 SH SOLE 5,967 * SMITH A O COM 831865209 249 6,200 SH SOLE 6,200 * SMUCKER J M CO COM NEW 832696405 526 6,729 SH SOLE 6,729 * SNYDERS-LANCE INC COM 833551104 287 12,739 SH SOLE 12,739 * SONY CORP ADR NEW 835699307 1,527 84,634 SH SOLE 84,634 * SOUTHWESTERN ENERGY CO COM 845467109 9,828 307,693 SH DEFINED 1 307,693 * SPANSION INC COM CL A NEW 84649R200 8,371 1,010,991 SH SOLE 1,010,991 * STEWART ENTERPRISES INC CL A 860370105 140 24,244 SH SOLE 24,244 SUSSER HLDGS CORP COM 869233106 1,697 75,000 SH SOLE 75,000 * SYMANTEC CORP COM 871503108 386 24,665 SH SOLE 24,665 * SYNAPTICS INC COM 87157D109 274 9,100 SH SOLE 9,100 * THQ INC COM NEW 872443403 18 23,400 SH SOLE 23,400 * TARGET CORP COM 87612E106 367 7,168 SH SOLE 7,168 * TECHNE CORP COM 878377100 616 9,030 SH SOLE 9,030 * TECK RESOURCES LTD CL B 878742204 222 6,300 SH SOLE 6,300 * TERADATA CORP DEL COM 88076W103 330 6,800 SH SOLE 6,800 * TERADYNE INC COM 880770102 246 18,050 SH SOLE 18,050 * TEVA PHARMACEUTICAL INDS LTD ADR 881624209 955 23,661 SH SOLE 23,661 * TEXAS INSTRS INC COM 882508104 537 18,459 SH SOLE 18,459 * TEXTRON INC COM 883203101 241 13,041 SH SOLE 13,041 * THERMO FISHER SCIENTIFIC INC COM 883556102 419 9,319 SH SOLE 9,319 THERMON GROUP HLDGS INC COM 88362T103 1,057 60,000 SH SOLE 60,000 * THOMAS & BETTS CORP COM 884315102 272 4,979 SH SOLE 4,979 * TIM HORTONS INC COM 88706M103 216 4,451 SH SOLE 4,451 * TIME WARNER INC COM NEW 887317303 834 23,067 SH SOLE 23,067
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 --------------------------- ------------ ---------- -------- ------- --- ----- ---------- -------- ------- ------ ---- * TIME WARNER CABLE INC COM 88732J207 348 5,481 SH SOLE 5,481 * TIMKEN CO COM 887389104 385 9,941 SH SOLE 9,941 * TOWERS WATSON & CO CL A 891894107 1,049 17,506 SH SOLE 17,506 * TOTAL SYS SVCS INC COM 891906109 494 25,239 SH SOLE 25,239 * TRACTOR SUPPLY CO COM 892356106 775 11,053 SH SOLE 11,053 * TRANSALTA CORP COM 89346D107 488 23,700 SH SOLE 23,700 * TREEHOUSE FOODS INC COM 89469A104 294 4,502 SH SOLE 4,502 * TYSON FOODS INC CL A 902494103 760 36,826 SH SOLE 36,826 * UBIQUITI NETWORKS INC COM 90347A100 1,296 71,106 SH SOLE 71,106 * ULTA SALON COSMETCS & FRAG I COM 90384S303 544 8,373 SH SOLE 8,373 * UNDER ARMOUR INC CL A 904311107 330 4,600 SH SOLE 4,600 * UNILEVER N V N Y SHS NEW 904784709 333 9,700 SH SOLE 9,700 * UNITED RENTALS INC COM 911363109 230 7,786 SH SOLE 7,786 * UNITED TECHNOLOGIES CORP COM 913017109 1,959 26,800 SH SOLE 26,800 * V F CORP COM 918204108 537 4,232 SH SOLE 4,232 * VALEANT PHARMACEUTICALS INTL COM 91911K102 22,229 476,101 SH SOLE 476,101 * VALERO ENERGY CORP NEW COM 91913Y100 322 15,300 SH SOLE 15,300 * VALMONT INDS INC COM 920253101 330 3,630 SH SOLE 3,630 * VERIFONE SYS INC COM 92342Y109 240 6,747 SH SOLE 6,747 * VERISK ANALYTICS INC CL A 92345Y106 662 16,488 SH SOLE 16,488 * WALTER ENERGY INC COM 93317Q105 7,812 128,999 SH DEFINED 1 128,999 * WALTER ENERGY INC COM 93317Q105 16,884 278,800 SH CALL SOLE 278,800 * WASTE CONNECTIONS INC COM 941053100 375 11,316 SH SOLE 11,316 * WATSON PHARMACEUTICALS INC COM 942683103 905 15,000 SH SOLE 15,000 * WATTS WATER TECHNOLOGIES INC CL A 942749102 424 12,383 SH SOLE 12,383 * WEIGHT WATCHERS INTL INC NEW COM 948626106 625 11,368 SH SOLE 11,368 * WELLPOINT INC COM 94973V107 941 14,200 SH SOLE 14,200 * WENDYS CO COM 95058W100 2,140 399,190 SH SOLE 399,190 * WEST PHARMACEUTICAL SVSC INC COM 955306105 483 12,732 SH SOLE 12,732 * WESTERN DIGITAL CORP COM 958102105 8,072 260,800 SH CALL SOLE 260,800 * WESTERN DIGITAL CORP COM 958102105 7,738 250,000 SH PUT SOLE 250,000 * WILLIAMS COS INC DEL COM 969457100 14,693 444,962 SH DEFINED 1 444,962 * WOODWARD INC COM 980745103 399 9,751 SH SOLE 9,751 * AMDOCS LTD ORD G02602103 418 14,662 SH SOLE 14,662 * ACCENTURE PLC IRELAND SHS CLASS A G1151C101 486 9,134 SH SOLE 9,134 * COVIDIEN PLC SHS G2554F113 851 18,900 SH SOLE 18,900 * HERBALIFE LTD COM USD SHS G4412G101 833 16,127 SH SOLE 16,127 * INGERSOLL-RAND PLC SHS G47791101 563 18,468 SH SOLE 18,468 * MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 474 34,213 SH SOLE 34,213 MICHAEL KORS HLDGS LTD SHS G60754101 2,044 75,000 SH SOLE 75,000 * NORDIC AMERICAN TANKERS LIMI COM G65773106 213 17,756 SH SOLE 17,756 * WARNER CHILCOTT PLC IRELAND SHS A G94368100 306 20,200 SH SOLE 20,200 * QIAGEN NV REG SHS N72482107 360 26,101 SH SOLE 26,101 * AVAGO TECHNOLOGIES LTD SHS Y0486S104 347 12,016 SH SOLE 12,016 * FLEXTRONICS INTL LTD ORD Y2573F102 70 12,382 SH SOLE 12,382 SCORPIO TANKERS INC SHS Y7542C106 1,223 250,000 SH SOLE 250,000