-----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, UD4VTJZNgw6O9yEU6OUhO3Lyx9p8/cbGcAvtouRi44OG/rJ67ILh87Et0b967HiS 4kuOt6OUDlXQO5xs9hFLkQ== 0001388549-11-000008.txt : 20110215 0001388549-11-000008.hdr.sgml : 20110215 20110215135112 ACCESSION NUMBER: 0001388549-11-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101230 FILED AS OF DATE: 20110215 DATE AS OF CHANGE: 20110215 EFFECTIVENESS DATE: 20110215 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CTC Fund Management LLC CENTRAL INDEX KEY: 0001388549 IRS NUMBER: 820567520 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12117 FILM NUMBER: 11613526 BUSINESS ADDRESS: STREET 1: 141 W. JACKSON BLVD STREET 2: SUITE 800 CITY: CHICAGO STATE: IL ZIP: 60604 BUSINESS PHONE: 312-863-4500 MAIL ADDRESS: STREET 1: 141 W. JACKSON BLVD STREET 2: SUITE 800 CITY: CHICAGO STATE: IL ZIP: 60604 13F-HR 1 ctc13fdec2010.txt DEC 13F REPORT 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 30, 2010 Institutional Investment Manager Filing this Report: Name: CTC Fund Management LLC Address: 440 S. LaSalle Street, 4th Floor Chicago, IL 60605 13F File Number: 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 submission. Person signing the report on Behalf of Reporting Manager: Name: Joseph Harriman Title: Director, Operations Phone: 312-863-4525 Signature, Place, and Date of signing: Joseph Harriman Chicago, Illinois February 14, 2011 Report Type" [X] 13F Holdings Report [ ] 13F Notice [ ] 13F Combination Report List of other Managers Reporting for this Manager: Form 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1115 Form 13F Information Table Value Total: $133,692 List of other Included Managers: Form 13F Information Table Name of Issuer Title of Class Cusip Market Value (USD) Share / Prn Amount Share / Prn Put / Call "Underlyer Description" "Notional Value" TO BE COMPLETED BY INVESTMENT MANAGER Investment Other Voting Authority Discretion Managers Sole Shared None 1-800-FLOWERS.COM CMN CLASS A COM 68243Q106 "13,000 " "4,800 " SH Sole 4800 AAON INC NEW CMN COM 000360206 "8,000 " 300 SH Sole 300 AARON RENTS INC A CMN COM 002535300 "226,000 " "11,100 " SH Sole 11100 ABERCROMBIE & FITCH CO. CLASS A COMMON STOCK COM 002896207 "63,000 " "1,100 " SH Sole 1100 ABM INDUSTRIES INC CMN COM 000957100 "24,000 " 900 SH Sole 900 ACCENTURE PLC CMN COM G1151C101 "213,000 " "4,400 " SH Sole 4400 ACE LIMITED CMN COM H0023R105 "100,000 " "1,600 " SH Sole 1600 ACME PACKET INC CMN COM 004764106 "122,000 " "2,300 " SH Sole 2300 ACTIVE POWER INC CMN COM 00504W100 "25,000 " "10,100 " SH Sole 10100 ACTUATE CORPORATION COMMON STOCK COM 00508B102 "13,000 " "2,300 " SH Sole 2300 ADTRAN INC CMN COM 00738A106 "33,000 " 900 SH Sole 900 "ADVANCE AMER, CASH ADVANCE CMN CENTERS, INC." COM 00739W107 "19,000 " "3,400 " SH Sole 3400 ADVANCED AUTO PARTS INC CMN COM 00751Y106 "66,000 " "1,000 " SH Sole 1000 ADVENT CLAYMORE CV SECS & INC MUTUAL FUND COM 00764C109 "47,000 " "2,600 " SH Sole 2600 ADVENT CLAYMORE GLOBAL CONVRTE SECURES & INCOME FD CMN COM 007639107 "8,000 " 900 SH Sole 900 "AEROPOSTALE, INC. CMN" COM 007865108 "1,000 " 50 SH Sole 50 AETNA INC CMN COM 00817Y108 "82,000 " "2,700 " SH Sole 2700 AFLAC INCORPORATED CMN COM 001055102 "114,156 " "2,023 " SH Sole 2023 AGIC CONVERTIBLE & INCOME FUN MUTUAL FUND COM 001190107 "108,000 " "10,500 " SH Sole 10500 AGL RESOURCES INC CMN COM 001204106 "71,945 " "2,000 " SH Sole 2000 AGRIUM INC CMN COM 008916108 "92,000 " "1,000 " SH Sole 1000 "AIRMED INTERNATIONAL, LLC SPONSORED ADR CMN" COM 009411109 "46,000 " "6,700 " SH Sole 6700 AIRTRAN HOLDINGS INC CMN COM 00949P108 "2,000 " 300 SH Sole 300 AIXTRON AG SPONSORED ADR CMN COM 009606104 "37,000 " "1,000 " SH Sole 1000 AKAMAI TECHNOLOGIES INC CMN COM 00971T101 "112,820 " "2,400 " SH Sole 2400 ALASKA AIR GROUP INC(DEL HLDG) CMN COM 011659109 "17,000 " 300 SH Sole 300 ALBEMARLE CORP CMN COM 012653101 "84,000 " "1,500 " SH Sole 1500 ALCOA INC. CMN COM 013817101 "91,000 " "5,900 " SH Sole 5900 ALEXION PHARMACEUTICALS INC COM 015351109 "16,110 " 200 SH Sole 200 ALLERGAN INC CMN COM 018490102 "41,000 " 600 SH Sole 600 ALLIANCE RESOURCE PARTNERS L.P CMN COM 01877R108 "92,000 " "1,400 " SH Sole 1400 ALLIANT TECHSYSTEMS INC CMN COM 018804104 "30,000 " 400 SH Sole 400 "ALLIED WORLD ASSURANCE COMPANY* HOLDINGS, LTD CMN" COM H01531104 "30,000 " 500 SH Sole 500 ALLSTATE CORPORATION COMMON STOCK COM 020002101 "23,853 " 760 SH Sole 760 ALPINE TOTAL DYNAMIC DIVID FD MUTUAL FUND COM 021060108 "29,000 " "4,906 " SH Sole 4906 ALTERA CORP CMN COM 021441100 "35,790 " "1,000 " SH Sole 1000 ALTISOURCE PORTFOLIO SOL S.A. CMN COM L0175J104 "40,000 " "1,400 " SH Sole 1400 "ALTRIA GROUP, INC. CMN" COM 02209S103 "2,000 " 100 SH Sole 100 AMDOCS LIMITED ORDINARY SHARES COM G02602103 "36,000 " "1,300 " SH Sole 1300 AMEDISYS INC CMN COM 023436108 "107,000 " "3,200 " SH Sole 3200 AMEREN CORPORATION COM 023608102 "33,433 " "1,186 " SH Sole 1186 AMERICAN AXLE & MFG HOLDINGS INC COM 024061103 "89,000 " "6,900 " SH Sole 6900 AMERICAN CAPITAL AGENCY CORP. CMN COM 02503X105 "98,000 " "3,400 " SH Sole 3400 AMERICAN EAGLE OUTFITTERS INC (NEW) COM 02553E106 "209,463 " "14,300 " SH Sole 14300 AMERICAN EQTY INVSTMNT LFE HLD*NG CO CMN COM 025676206 "41,000 " "3,300 " SH Sole 3300 AMERICAN EXPRESS CO. CMN COM 025816109 "9,000 " 200 SH Sole 200 AMERICAN FINANCIAL GROUP INC HOLDING CO COM 025932104 "80,229 " "2,500 " SH Sole 2500 "AMERICAN RAILCAR INDUSTRIES, I*NC. CMN" COM 02916P103 "9,000 " 400 SH Sole 400 AMERICAN SOFTWARE CL-A CMN CLASS A COM 029683109 "11,000 " "1,600 " SH Sole 1600 AMERICAN WATER WORKS CO INC COM 030420103 "53,109 " "2,100 " SH Sole 2100 AMERIGON INCORPORATED (NEW) CMN COM 03070L300 "9,000 " 800 SH Sole 800 AMERIGROUP CORPORATION CMN COM 03073T102 "167,000 " "3,800 " SH Sole 3800 "AMERIPRISE FINANCIAL, INC. CMN" COM 03076C106 "109,000 " "1,900 " SH Sole 1900 AMERISOURCEBERGEN CORPORATION CMN COM 03073E105 "98,944 " "2,900 " SH Sole 2900 AMETEK INC COM 031100100 "11,775 " 300 SH Sole 300 AMEX CONSUMER STAPLES SELECT FUND 'SPDR' ETF 81369Y308 "233,000 " "7,934 " SH Sole 7934 AMEX MATERIALS SELECT 'SPDR' FUND ETF 81369Y100 "334,000 " "8,689 " SH Sole 8689 AMEX UTILITIES SELECT INDEX MARKET INDEX ETF 81369Y886 "258,000 " "8,241 " SH Sole 8241 AMGEN INC. CMN COM 031162100 "33,000 " 600 SH Sole 600 AMKOR TECHNOLOGIES INC CMN COM 031652100 "35,000 " "4,700 " SH Sole 4700 AMPHENOL CORP-CL A COM 032095101 "3,431 " 65 SH Sole 65 AMTRUST FINANCIAL SERVICES INC CMN COM 032359309 "11,000 " 600 SH Sole 600 ANCESTRY.COM INC. CMN COM 032803108 "34,000 " "1,200 " SH Sole 1200 ANDERSONS INC CMN COM 034164103 "65,000 " "1,800 " SH Sole 1800 ANIXTER INTERNATIONAL INC CMN COM 035290105 "36,000 " 600 SH Sole 600 "ANNALY CAPITAL MANAGEMENT, INC CMN" COM 035710409 "23,000 " "1,300 " SH Sole 1300 ANNTAYLOR STORES CORPORATION CMN COM 036115103 "74,000 " "2,700 " SH Sole 2700 AOXING PHARMACEUTICAL CO INC CMN. COM 03740A106 "2,000 " 700 SH Sole 700 APOLLO GROUP CLASS A COMMON STOCK COM 037604105 "39,000 " "1,000 " SH Sole 1000 "APPLE, INC. CMN" COM 037833100 "65,000 " 200 SH Sole 200 APPLIED INDUSTRIAL TECHNOLOGY INC COM 03820C105 "159,000 " "4,900 " SH Sole 4900 APPROACH RESOURCES INC. CMN COM 03834A103 "9,000 " 400 SH Sole 400 APTARGROUP INC COM 038336103 "9,514 " 200 SH Sole 200 AQUA AMERICA INC COM 03836W103 "4,496 " 200 SH Sole 200 ARBITRON INC (EX CERIDIAN CORP) CMN COM 03875Q108 "8,000 " 200 SH Sole 200 ARCH COAL INC CMN COM 039380100 "35,000 " "1,000 " SH Sole 1000 ARES CAPITAL CORP COM 04010L103 "8,240 " 500 SH Sole 500 ARIAD PHARMACEUTICALS INC CMN COM 04033A100 "9,000 " "1,700 " SH Sole 1700 ARKANSAS BEST CORP DEL CMN COM 040790107 "19,000 " 700 SH Sole 700 ARLINGTON ASSET INVESTMENT COR*P CMN CLASS A COM 041356205 "19,000 " 800 SH Sole 800 ARROW ELECTRONICS INC. CMN COM 042735100 "140,000 " "4,100 " SH Sole 4100 ARTESIAN RESOURCES CORP CMN CLASS A COM 043113208 "4,000 " 200 SH Sole 200 ARTIO GLOBAL INVESTORS INC. CMN SERIES CLASS A COM 04315B107 "19,000 " "1,300 " SH Sole 1300 "ARUBA NETWORKS, INC. CMN" COM 043176106 "65,000 " "3,100 " SH Sole 3100 "ARVINMERITOR, INC. CMN" COM 043353101 "8,000 " 400 SH Sole 400 ASHLAND INC. CMN COM 044209104 "56,430 " "1,100 " SH Sole 1100 ASPEN INSURANCE HOLDINGS LTD COM 2172372 "62,964 " "2,200 " SH Sole 2200 ASPEN INSURANCE HOLDINGS LTD CMN COM G05384105 "20,000 " 700 SH Sole 700 ASSOCIATED BANC CORP CMN COM 045487105 "48,330 " "3,200 " SH Sole 3200 "ASSURANT, INC. CMN" COM 04621X108 "39,000 " "1,000 " SH Sole 1000 ASSURED GUARANTY LTD COM B00V7H8 "3,540 " 200 SH Sole 200 ASSURED GUARANTY LTD. CMN COM G0585R106 "221,000 " "12,500 " SH Sole 12500 ASTA FUNDING INC CMN COM 046220109 "7,000 " 900 SH Sole 900 ATHEROS COMMUNICATIONS INC CMN COM 04743P108 "43,000 " "1,200 " SH Sole 1200 ATLAS AIR WORLDWIDE HOLDINGS CMN COM 049164205 "28,000 " 500 SH Sole 500 ATMEL CORP. CMN COM 049513104 "70,000 " "5,700 " SH Sole 5700 ATMOS ENERGY CORP COM 049560105 "30,139 " 966 SH Sole 966 ATRION CORP CMN COM 049904105 "18,000 " 100 SH Sole 100 ATWOOD OCEANICS INC CMN COM 050095108 "48,948 " "1,300 " SH Sole 1300 AUDIOVOX CORP CMN CLASS A COM 050757103 "98,000 " "11,300 " SH Sole 11300 AUTODESK INC CMN COM 052769106 "26,280 " 700 SH Sole 700 "AUTOLIV, INC. CMN" COM 052800109 "71,000 " 900 SH Sole 900 AUTOMATIC DATA PROCESSING COM 053015103 "83,304 " "1,800 " SH Sole 1800 "AUTONATION, INC. CMN" COM 05329W102 "14,000 " 500 SH Sole 500 "AUTOZONE, INC. CMN" COM 053332102 "109,000 " 400 SH Sole 400 AVAGO TECHNOLOGIES LTD COM B3WS2X9 "8,541 " 300 SH Sole 300 "AVAGO TECHNOLOGIES, INC. CMN" COM Y0486S104 "85,000 " "3,000 " SH Sole 3000 AVERY DENNISON CORPORATION CMN COM 053611109 "38,000 " 900 SH Sole 900 AVNET INC. CMN COM 053807103 "132,303 " "4,000 " SH Sole 4000 AVX CORPORATION NEW COMMON STOCK COM 002444107 "115,231 " "7,500 " SH Sole 7500 "AXIS CAPITAL HOLDINGS, LTD. CMN" COM G0692U109 "100,000 " "2,800 " SH Sole 2800 AXT INC CMN COM 00246W103 "115,000 " "11,000 " SH Sole 11000 AZZ INC CMN COM 002474104 "36,000 " 900 SH Sole 900 BAKER HUGHES INC CMN COM 057224107 "6,000 " 100 SH Sole 100 BALL CORPORATION CMN COM 058498106 "184,075 " "2,700 " SH Sole 2700 BANCORPSOUTH INC CMN COM 059692103 "232,760 " "14,600 " SH Sole 14600 BANK MUTUAL CORPORATION CMN COM 063750103 "79,000 " "16,500 " SH Sole 16500 BANK OF AMERICA CORP CMN COM 060505104 "216,000 " "16,200 " SH Sole 16200 BANK OF HAWAII CORP COM 062540109 "9,442 " 200 SH Sole 200 BANK OF THE OZARKS INC CMN COM 063904106 "61,000 " "1,400 " SH Sole 1400 BARD (C.R.) INC COM 067383109 "55,062 " 600 SH Sole 600 BAXTER INTERNATIONAL INC CMN COM 071813109 "60,558 " "1,200 " SH Sole 1200 BAYTEX ENERGY TRUST CMN COM 073176109 "1,175,000 " "25,100 " SH Sole 25100 BB&T CORPORATION CMN COM 054937107 "218,000 " "8,300 " SH Sole 8300 BCE INC. CMN COM 05534B760 "163,000 " "4,600 " SH Sole 4600 "BECKMAN COULTER, INC. CMN" COM 075811109 "75,000 " "1,000 " SH Sole 1000 BED BATH & BEYOND INC. CMN COM 075896100 "98,000 " "2,000 " SH Sole 2000 BELDEN INC CMN COM 077454106 "18,000 " 500 SH Sole 500 BEMIS COMPANY CMN COM 081437105 "166,902 " "5,124 " SH Sole 5124 BEST BUY CO INC CMN SERIES COM 086516101 "10,000 " 300 SH Sole 300 "BGC PARTNERS, INC CMN CLASS A" COM 05541T101 "62,000 " "7,500 " SH Sole 7500 BIOGEN IDEC INC. CMN COM 09062X103 "114,000 " "1,700 " SH Sole 1700 BIOMARIN PHARMACEUTICAL INC COM 09061G101 "54,022 " "2,006 " SH Sole 2006 "BIO-RAD LABORATORIES, INC CMN CLASS A" COM 090572207 "228,000 " "2,200 " SH Sole 2200 BJ'S WHOLESALE CLUB INC CMN COM 05548J106 "24,000 " 500 SH Sole 500 BLACK HILLS CORP CMN COM 092113109 "18,000 " 600 SH Sole 600 BLACKROCK FUND CLOSED END FUND COM 092508100 "63,000 " "5,200 " SH Sole 5200 BLACKROCK MUTUAL FUND COM 092533108 "34,000 " "3,100 " SH Sole 3100 BLACKROCK FUND INC MUTUAL FUND OTHER 09254L107 "31,000 " "2,400 " SH Sole 2400 "BLACKROCK, INC. CMN" COM 09247X101 "172,000 " 900 SH Sole 900 BLOUNT INTERNATIONAL INC CMN COM 095180105 "63,000 " "4,000 " SH Sole 4000 BMC SOFTWARE INC. CMN COM 055921100 "33,000 " 700 SH Sole 700 BOISE INC. CMN COM 09746Y105 "35,000 " "4,400 " SH Sole 4400 BON-TON STORES INC CMN COM 09776J101 "3,000 " 200 SH Sole 200 BOOKS A MILLION INC CMN COM 098570104 "3,000 " 600 SH Sole 600 BOSTON SCIENTIFIC CORP. COMMON STOCK COM 101137107 "88,654 " "11,700 " SH Sole 11700 BP P.L.C. SPONSORED ADR CMN COM 055622104 "53,000 " "1,200 " SH Sole 1200 BRIDGEPOINT EDUCATION INC. CMN COM 10807M105 "63,000 " "3,300 " SH Sole 3300 BRIDGFORD FOODS CORP CMN COM 108763103 "1,000 " 100 SH Sole 100 BRIGHTPOINT INC CMN COM 109473405 "79,000 " "9,000 " SH Sole 9000 BRINKER INTERNATIONAL INC COM 109641100 "47,377 " "2,269 " SH Sole 2269 BRISTOL-MYERS SQUIBB COMPANY CMN COM 110122108 "40,000 " "1,500 " SH Sole 1500 BROADCOM CORP CL-A CMN CLASS A COM 111320107 "17,000 " 400 SH Sole 400 BROOKS AUTOMATION INC CMN COM 114340102 "10,000 " "1,100 " SH Sole 1100 BROWN & BROWN INC COM 115236101 "7,781 " 325 SH Sole 325 BRYN MAWR BK CORP CMN COM 117665109 "3,000 " 200 SH Sole 200 BUCKEYE TECHNOLOGIES INC CMN COM 118255108 "86,000 " "4,100 " SH Sole 4100 "BUILDERS FIRSTSOURCE, INC. CMN" COM 12008R107 "2,000 " "1,000 " SH Sole 1000 BUNGE LIMITED. ORD CMN COM G16962105 "20,000 " 300 SH Sole 300 C V B FINL CORP CMN COM 126600105 "66,000 " "7,600 " SH Sole 7600 "CA, INC. CMN" COM 12673P105 "56,104 " "2,300 " SH Sole 2300 CABOT CORP. CMN COM 127055101 "102,000 " "2,700 " SH Sole 2700 CABOT MICROELECTRONICS CORP CMN COM 12709P103 "79,000 " "1,900 " SH Sole 1900 CADENCE DESIGN SYSTEMS INC CMN COM 127387108 "92,000 " "11,100 " SH Sole 11100 CAE INC CMN COM 124765108 "12,000 " "1,000 " SH Sole 1000 "CALAMOS ASSET MANAGEMENT, INC. CMN CLASS A" COM 12811R104 "29,000 " "2,100 " SH Sole 2100 CALAMOS GLBL TOTAL RETURN FUND MUTUAL FUND COM 128118106 "5,000 " 315 SH Sole 315 CALAMOS GLOBAL DYNAMIC INCOME FUND MUTUAL FUND COM 12811L107 "39,000 " "4,600 " SH Sole 4600 CALAMOS STRAT TOTAL RETURN FD MUTUAL FUND COM 128125101 "40,000 " "4,300 " SH Sole 4300 CALIPER LIFE SCIENCES INC CMN COM 130872104 "10,000 " "1,500 " SH Sole 1500 CALL/BP40 EXP 01/22/2011 055622104 "87,000 " 200 SH CALL BP P.L.C. SPONSORED ADR CMN 883400.00 Sole 200 CALL/QQQQ46 EXP 01/22/2011 73935A104 "342,000 " 396 SH CALL POWERSHARES QQQ 2156616.00 Sole 396 CALL/QQQQ47 EXP 01/22/2011 73935A104 "302,000 " 396 SH CALL POWERSHARES QQQ 2156616.00 Sole 396 CALL/SPY119 EXP 01/22/2011 78462F103 "221,000 " 296 SH CALL SPDR S&P 500 ETF TRUST SPDR 3722200.00 Sole 296 CALL/SPY120 EXP 01/22/2011 78462F103 "65,000 " 100 SH CALL SPDR S&P 500 ETF TRUST SPDR 1257500.00 Sole 100 CALL/SPY122 EXP 01/22/2011 78462F103 "95,000 " 200 SH CALL SPDR S&P 500 ETF TRUST SPDR 2515000.00 Sole 200 CALL/SPY124 EXP 02/19/2011 78462F103 "592,000 " "1,343 " SH CALL 500 ETF TRUST SPDR 16888225.00 Sole 1343 CALL/SPY125 EXP 02/19/2011 78462F103 "150,000 " 400 SH CALL SPDR S&P 500 ETF TRUST SPDR 5030000.00 Sole 400 CALL/SPY128 EXP 01/22/2011 78462F103 "53,000 " 600 SH CALL SPDR S&P 500 ETF TRUST SPDR 7545000.00 Sole 600 CALL/SPY128 EXP 02/19/2011 78462F103 "290,000 " "1,400 " SH CALL 500 ETF TRUST SPDR 17605000.00 Sole 1400 CALL/SPY129 EXP 03/19/2011 78462F103 "222,000 " 890 SH CALL SPDR S&P 500 ETF TRUST SPDR 11191750.00 Sole 890 CALL/XLE54 EXP 01/22/2011 81369Y506 "477,000 " 334 SH CALL AMEX ENERGY SELECT INDEX 'SPDR' 2279550.00 Sole 334 CALL/XLF15 EXP 01/22/2011 81369Y605 "203,000 " "1,935 " SH CALL THE FINANCIAL S 3086325.00 Sole 1935 CALL/XLIEXP 01/22/2011 81369Y704 "285,000 " 578 SH CALL INDUSTRIAL SELECT SECTOR SPDR 'SPDR' 2015486.00 Sole 578 CALL/XLP28 EXP 01/22/2011L 81369Y308 "52,000 " 371 SH CALL AMEX ELECT FUND 'SPDR' 1087401.00 Sole 371 CALL/XLU32 EXP 01/22/2011 81369Y886 "2,000 " 200 SH CALL AMEX MARKET INDEX 626800.00 Sole 200 CALL/XLV30 EXP 01/22/2011 81369Y209 "110,000 " 702 SH CALL AMEX 'SPDR' FUND 2211300.00 Sole 702 CALL/XLY32 EXP 01/22/2011 81369Y407 "290,000 " 530 SH CALL AMEX SECTOR 'SPDR' FUND 1982730.00 Sole 530 CALLON PETROLEUM CO CMN COM 13123X102 "6,000 " "1,000 " SH Sole 1000 CALPINE CORP COM 131347304 "25,346 " "1,900 " SH Sole 1900 CALUMET SPECIALTY PROD PRTNRS CMN COM 131476103 "19,000 " 900 SH Sole 900 CANADIAN IMPERIAL BANK OF COMMERCE CMN COM 136069101 "118,000 " "1,500 " SH Sole 1500 CANADIAN NATIONAL RAILWAY CO. CMN COM 136375102 "73,000 " "1,100 " SH Sole 1100 CANADIAN PACIFIC RAILWAY LTD CMN COM 13645T100 "32,000 " 500 SH Sole 500 CAPITAL ONE FINANCIAL CORP CMN COM 14040H105 "102,000 " "2,400 " SH Sole 2400 CAPITALSOURCE INC. CMN COM 14055X102 "36,000 " "5,100 " SH Sole 5100 CAPITOL FED FINL INC COM 14057J101 "17,865 " "1,500 " SH Sole 1500 CAPSTEAD MORTGAGE CORPORATION CMN COM 14067E506 "13,000 " "1,000 " SH Sole 1000 CARDINAL HEALTH INC CMN COM 14149Y108 "69,000 " "1,800 " SH Sole 1800 CAREER EDUCATION CORP CMN COM 141665109 "37,000 " "1,800 " SH Sole 1800 CARLISLE COS INC COM 142339100 "69,426 " "1,747 " SH Sole 1747 CARMAX INC COM 143130102 "6,376 " 200 SH Sole 200 CARNIVAL CORPORATION CMN COM 143658300 "9,000 " 200 SH Sole 200 CASCADE CORP CMN COM 147195101 "9,000 " 200 SH Sole 200 CASELLA WASTE SYSTEMS INC CLASS A COM 147448104 "6,000 " 800 SH Sole 800 "CASEY'S GENERAL STORES,INC CMN" COM 147528103 "119,000 " "2,800 " SH Sole 2800 CASH AMER INTL INC CMN COM 14754D100 "7,000 " 200 SH Sole 200 CATERPILLAR INC (DELAWARE) CMN COM 149123101 "158,732 " "1,700 " SH Sole 1700 CATHAY GENERAL BANCORP CMN COM 149150104 "227,000 " "13,600 " SH Sole 13600 CB RICHARD ELLIS GROUP INC-A COM 12497T101 "49,050 " "2,395 " SH Sole 2395 "CBOE HOLDINGS, INC. CMN" COM 12503M108 "5,000 " 200 SH Sole 200 CBS CORPORATION CMN CLASS B COM 124857202 "139,000 " "7,300 " SH Sole 7300 CENTERPOINT ENERGY INC COM 15189T107 "31,440 " "2,000 " SH Sole 2000 CENTRAL EURO DISTRIBUTION CP COM 153435102 "4,580 " 200 SH Sole 200 CENTRAL VERMONT PUB SVC CMN COM 155771108 "9,000 " 400 SH Sole 400 CENTURY ALUMINUM COMPANY CMN COM 156431108 "126,000 " "8,100 " SH Sole 8100 CENTURYLINK INC CMN COM 156700106 "2,000 " 48 SH Sole 48 CEPHALON INC CMN COM 156708109 "62,000 " "1,000 " SH Sole 1000 CERADYNE INC CALIF CMN COM 156710105 "50,000 " "1,600 " SH Sole 1600 CGI GROUP INC CMN CLASS A COM 39945C109 "169,000 " "9,800 " SH Sole 9800 CHANGYOU COM LTD ADR COM 15911M107 "60,000 " "2,100 " SH Sole 2100 CHARLES RIVER LABORATORIES COM 159864107 "78,188 " "2,200 " SH Sole 2200 "CHARMING SHOPPES, INC. CMN" COM 161133103 "2,000 " 600 SH Sole 600 CHECK POINT SOFTWARE TECH. LTD ORDINARY SHARES COM M22465104 "4,000 " 90 SH Sole 90 CHEESECAKE FACTORY INCORPORATE*D (THE) CMN COM 163072101 "55,000 " "1,800 " SH Sole 1800 CHEMED CORP CMN COM 16359R103 "32,000 " 500 SH Sole 500 CHESAPEAKE UTILITIES CORP CMN COM 165303108 "8,000 " 200 SH Sole 200 CHEVRON CORPORATION CMN COM 166764100 "146,000 " "1,600 " SH Sole 1600 CHINA DIGITALTV HLDNG CO.LTD SPONSORED ADR CMN COM 16938G107 "53,000 " "7,500 " SH Sole 7500 CHINA FUND INC. Closed-End Fund COM 169373107 "30,000 " 925 SH Sole 925 CHINA INTEGRATED ENERGY INC CMN COM 16948P105 "33,000 " "4,500 " SH Sole 4500 "CHINA VALVES TECHNOLOGY, INC. CMN" COM 169476207 "105,000 " "10,000 " SH Sole 10000 CHINA YUCHAI INTL LTD CMN COM G21082105 "10,000 " 300 SH Sole 300 CHINA-BIOTICS INC CMN COM 16937B109 "1,000 " 100 SH Sole 100 "CHIPOTLE MEXICAN GRILL, INC. CMN" COM 169656105 "64,000 " 300 SH Sole 300 CHIQUITA BRANDS INTL INC. CMN COM 170032809 "8,000 " 600 SH Sole 600 CHOICE HOTELS INTL INC COM 169905106 "81,132 " "2,120 " SH Sole 2120 CHRISTOPHER & BANKS CORPORATIO*N CMN COM 171046105 "1,000 " 100 SH Sole 100 CHUBB CORP CMN COM 171232101 "95,000 " "1,600 " SH Sole 1600 CHURCH & DWIGHT CO INC COM 171340102 "34,510 " 500 SH Sole 500 CHURCHILL DOWNS INC CMN COM 171484108 "13,000 " 300 SH Sole 300 CIENA CORPORATION CMN COM 171779309 "53,000 " "2,500 " SH Sole 2500 CIGNA CORPORATION CMN COM 125509109 "110,000 " "3,000 " SH Sole 3000 CINCINNATI FINANCIAL CORP COM 172062101 "10,172 " 321 SH Sole 321 "CINEMARK HOLDINGS, INC. CMN" COM 17243V102 "74,000 " "4,300 " SH Sole 4300 CIRCOR INTERNATIONAL INC CMN COM 17273K109 "25,000 " 600 SH Sole 600 CITIGROUP INC. CMN COM 172967101 "88,000 " "18,700 " SH Sole 18700 CITRIX SYSTEMS INC CMN COM 177376100 "89,000 " "1,300 " SH Sole 1300 CLOROX CO (THE) (DELAWARE) CMN COM 189054109 "139,248 " "2,200 " SH Sole 2200 CLOUD PEAK ENERGY INC CMN COM 18911Q102 "67,000 " "2,900 " SH Sole 2900 CLOUGH GLBL OPPORTUNITIES FD MUTUAL FUND COM 18914E106 "61,000 " "4,500 " SH Sole 4500 CMS ENERGY CORP COM 125896100 "26,040 " "1,400 " SH Sole 1400 CNA FINCL.CORP. CMN COM 126117100 "45,640 " "1,700 " SH Sole 1700 COACH INC CMN COM 189754104 "22,000 " 400 SH Sole 400 COCA-COLA ENTERPRISES INC. CMN COM 19122T109 "110,012 " "4,400 " SH Sole 4400 COHEN & STEERS INFRA FUND INC MUTUAL FUND COM 19248A109 "74,000 " "4,500 " SH Sole 4500 "COHEN & LOSED ENDED" COM 19248P106 "3,000 " 200 SH Sole 200 COHERENT INC. CMN COM 192479103 "99,000 " "2,200 " SH Sole 2200 "COLLECTIVE BRANDS, INC. CMN" COM 19421W100 "8,000 " 400 SH Sole 400 COMCAST CORPORATION CMN CLASS A VOTING COM 20030N101 "78,985 " "3,600 " SH Sole 3600 COMMERCIAL METALS CO CMN COM 201723103 "33,000 " "2,000 " SH Sole 2000 COMMUNITY BANK SYSTEMS INC CMN COM 203607106 "69,000 " "2,500 " SH Sole 2500 COMMVAULT SYSTEMS INC CMN COM 204166102 "11,000 " 400 SH Sole 400 COMPASS DIVERSIFIED HOLDINGS CMN COM 20451Q104 "115,000 " "6,500 " SH Sole 6500 "COMPASS MINERALS INTL, INC. CMN" COM 20451N101 "18,000 " 200 SH Sole 200 "COMPELLENT TECHNOLOGIES, INC. CMN" COM 20452A108 "19,000 " 700 SH Sole 700 COMPLETE PRODUCTION SERVICES CMN COM 20453E109 "33,000 " "1,100 " SH Sole 1100 COMPUTER SCIENCES CORP CMN COM 205363104 "50,000 " "1,000 " SH Sole 1000 COMPUWARE CORP COM 205638109 "9,336 " 800 SH Sole 800 "COMSCORE, INC. CMN" COM 20564W105 "4,000 " 200 SH Sole 200 COMSTOCK RESOURCES INC COM 205768203 "24,560 " "1,000 " SH Sole 1000 CONCHO RESOURCES INC. CMN COM 20605P101 "87,369 " "1,000 " SH Sole 1000 CONNECTICUT WATER SVC CMN COM 207797101 "6,000 " 200 SH Sole 200 CONOCOPHILLIPS CMN COM 20825C104 "116,000 " "1,700 " SH Sole 1700 CONSOLIDATED WATER CO INC CMN COM G23773107 "8,000 " 900 SH Sole 900 CONSTELLATION ENERGY GROUP COM 210371100 "45,945 " "1,500 " SH Sole 1500 "CONTINENTAL RESOURCES, INC CMN" COM 212015101 "12,000 " 200 SH Sole 200 CONVERGYS CORPORATION CMN COM 212485106 "4,000 " 300 SH Sole 300 CON-WAY INC COM 205944101 "29,256 " 800 SH Sole 800 COOPER COMPANIES INC (NEW) CMN COM 216648402 "101,000 " "1,800 " SH Sole 1800 COOPER INDUSTRIES PLC CMN COM G24140108 "117,000 " "2,000 " SH Sole 2000 COOPER TIRE & RUBBER CO. CMN COM 216831107 "127,000 " "5,400 " SH Sole 5400 CORE LABORATORIES N.V. CMN COM N22717107 "258,000 " "2,900 " SH Sole 2900 CORELOGIC INC COM 21871D103 "3,574 " 193 SH Sole 193 CORINTHIAN COLLEGES INC CMN COM 218868107 "226,000 " "43,300 " SH Sole 43300 CORN PRODUCTS INTL INC CMN COM 219023108 "106,000 " "2,300 " SH Sole 2300 CORNING INC COM 219350105 "30,912 " "1,600 " SH Sole 1600 CORPORATE OFFICE PROPERTIES COM 22002T108 "49,629 " "1,420 " SH Sole 1420 CORRECTIONS CORP OF AMERICA COM 22025Y407 "27,265 " "1,088 " SH Sole 1088 COSTCO WHOLESALE CORP COM 22160K105 "14,442 " 200 SH Sole 200 COVANCE INC COM 222816100 "5,141 " 100 SH Sole 100 COVANTA HOLDING CORP COM 22282E102 "37,818 " "2,200 " SH Sole 2200 COVENTRY HEALTH CARE INC CMN COM 222862104 "198,051 " "7,508 " SH Sole 7508 COVIDIEN PLC CMN COM G2554F105 "183,000 " "4,000 " SH Sole 4000 "COWEN GROUP, INC. CMN" COM 223622101 "1,000 " 200 SH Sole 200 CRANE CO (DELAWARE) CMN COM 224399105 "25,000 " 600 SH Sole 600 CRAWFORD & CO CLASS-B CMN CLASS B COM 224633107 "2,000 " 500 SH Sole 500 CREDICORP LTD. CMN COM G2519Y108 "83,000 " 700 SH Sole 700 CREDIT ACCEPTANCE CORPORATION CMN COM 225310101 "31,000 " 500 SH Sole 500 CROSS CTRY HEALTHCARE INC CMN COM 227483104 "72,000 " "8,529 " SH Sole 8529 CROWN HOLDINGS INC CMN COM 228368106 "86,352 " "2,600 " SH Sole 2600 CSG SYSTEMS INTL INC CMN COM 126349109 "27,000 " "1,400 " SH Sole 1400 CSX CORPORATION CMN COM 126408103 "58,000 " 900 SH Sole 900 CUBIC CORP (DELAWARE) CMN COM 229669106 "9,000 " 200 SH Sole 200 "CUBIST PHARMACEUTICALS, INC. CMN" COM 229678107 "13,000 " 600 SH Sole 600 CUMMINS INC COMMON STOCK COM 231021106 "121,000 " "1,100 " SH Sole 1100 CYNOSURE INC CMN CLASS A COM 232577205 "1,000 " 100 SH Sole 100 CYPRESS SEMICONDUCTOR CORPORAT*ION CMN COM 232806109 "128,000 " "6,900 " SH Sole 6900 CYTEC INDS INC COMMON STOCK COM 232820100 "133,000 " "2,500 " SH Sole 2500 "D.R. HORTON, INC. CMN" COM 23331A109 "181,000 " "15,200 " SH Sole 15200 DANA HOLDING CORPORATION CMN COM 235825205 "19,000 " "1,100 " SH Sole 1100 DANAHER CORP COM 235851102 "9,434 " 200 SH Sole 200 DARDEN RESTAURANTS INC CMN COM 237194105 "27,576 " 600 SH Sole 600 DARLING INTERNATIONAL INC CMN COM 237266101 "108,000 " "8,100 " SH Sole 8100 DEAN FOODS COMPANY NEW CMN COM 242370104 "140,000 " "15,800 " SH Sole 15800 DECKERS OUTDOORS CORP CMN COM 243537107 "16,000 " 200 SH Sole 200 "DEER CONSUMER PRODUCTS, INC. CMN" COM 24379J200 "81,000 " "7,200 " SH Sole 7200 DEERE & COMPANY CMN COM 244199105 "100,000 " "1,200 " SH Sole 1200 DELL INC CMN COM 24702R101 "146,810 " "10,800 " SH Sole 10800 DENBURY RESOURCES INC COM 247916208 "41,998 " "2,200 " SH Sole 2200 DENTSPLY INTERNATIONAL INC COM 249030107 "6,492 " 190 SH Sole 190 DEUTSCHE BANK AG CMN COM D18190898 "36,000 " 700 SH Sole 700 DEVON ENERGY CORPORATION (NEW) CMN COM 25179M103 "47,000 " 600 SH Sole 600 DG FASTCHANNEL INC CMN COM 23326R109 "38,000 " "1,300 " SH Sole 1300 DHT HOLDINGS INC CMN COM Y2065G105 "7,000 " "1,500 " SH Sole 1500 DIAMOND HILL INVESTMENT GROUP CMN COM 25264R207 "7,000 " 100 SH Sole 100 DIEBOLD INC COM 253651103 513 16 SH Sole 16 DIME COMMUNITY BANCSHARES CMN COM 253922108 "22,000 " "1,500 " SH Sole 1500 DIRECTV CMN COM 25490A101 "51,986 " "1,301 " SH Sole 1301 DISCOVER FINANCIAL SERVICES CMN COM 254709108 "94,000 " "5,050 " SH Sole 5050 DISCOVERY COMMUNICATIONS INC COM 25470F104 "89,613 " "2,149 " SH Sole 2149 DISH NETWORK CORPORATION CMN CLASS A COM 25470M109 "130,000 " "6,600 " SH Sole 6600 DOLBY LABORATORIES INC-CL A COM 25659T107 "33,350 " 500 SH Sole 500 DOLLAR FINANCIAL CORP. CMN COM 256664103 "100,000 " "3,500 " SH Sole 3500 DOLLAR TREE INC. CMN COM 256746108 "137,296 " "2,450 " SH Sole 2450 "DOMINO'S PIZZA, INC. CMN" COM 25754A201 "3,000 " 200 SH Sole 200 DOMTAR CORPORATION CMN CLASS COM 257559203 "165,592 " "2,183 " SH Sole 2183 DONALDSON CO INC CMN COM 257651109 "105,000 " "1,800 " SH Sole 1800 DOUGLAS EMMETT INC-W/I COM 25960P109 "33,466 " "2,016 " SH Sole 2016 DOVER CORPORATION CMN COM 260003108 "64,000 " "1,100 " SH Sole 1100 DOW 30 ENHANCED PREMIUM & INCOME FUND INC MUTUAL FUND COM 260537105 "10,000 " 926 SH Sole 926 DOW CHEMICAL CO CMN COM 260543103 "91,828 " "2,700 " SH Sole 2700 DPL INC COM 233293109 "12,855 " 500 SH Sole 500 DR PEPPER SNAPPLE GROUP INC COM 26138E109 "82,872 " "2,357 " SH Sole 2357 DRESSER-RAND GROUP INC. CMN COM 261608103 "255,295 " "6,000 " SH Sole 6000 DST SYSTEMS INC COM 233326107 "26,876 " 606 SH Sole 606 DSW INC. CMN CLASS A COM 23334L102 "59,000 " "1,500 " SH Sole 1500 DUCOMMUN INC DEL CMN COM 264147109 "9,000 " 400 SH Sole 400 DURECT CORP CMN COM 266605104 "2,000 " 600 SH Sole 600 DYNEX CAPITAL INC CMN COM 26817Q506 "39,000 " "3,600 " SH Sole 3600 E Z CORP INC CL-A NON VTG CMN CLASS A COM 302301106 "81,000 " "3,000 " SH Sole 3000 E*TRADE FINANCIAL CORPORATION CMN COM 269246401 "168,000 " "10,500 " SH Sole 10500 E. I. DU PONT DE NEMOURS AND C*OMPANY CMN COM 263534109 "139,844 " "2,800 " SH Sole 2800 EAGLE MATERIALS INC COM 26969P108 "8,475 " 300 SH Sole 300 "EAGLE ROCK ENERGY PARTNERS, LP CMN UNITS" COM 26985R104 "19,000 " "2,200 " SH Sole 2200 "EARTHLINK, INC. CMN" COM 270321102 "3,000 " 300 SH Sole 300 EAST WEST BANCORP INC CMN COM 27579R104 "111,000 " "5,700 " SH Sole 5700 EASTMAN CHEM CO CMN COM 277432100 "84,000 " "1,000 " SH Sole 1000 EATON CORPORATION CMN COM 278058102 "91,000 " 900 SH Sole 900 EATON VANCE CORP COM 278265103 "5,895 " 195 SH Sole 195 EATON VANCE FUND COM 27828G107 "126,000 " "7,600 " SH Sole 7600 EATON VANCE OPPORTUNITIES COM 27828U106 "8,000 " 400 SH Sole 400 EATON VANCE FUND COM 27828S101 "119,000 " "8,465 " SH Sole 8465 EATON VANCE MUTUAL FUND COM 27829C105 "87,000 " "7,100 " SH Sole 7100 EBAY INC COM 278642103 "61,226 " "2,200 " SH Sole 2200 EBIX INC CMN COM 278715206 "40,000 " "1,700 " SH Sole 1700 ECHELON CORP CMN COM 27874N105 "32,000 " "3,100 " SH Sole 3100 EDWARDS LIFESCIENCES CORP CMN COM 28176E108 "40,171 " 499 SH Sole 499 EL PASO ELECTRIC (NEW) CMN COM 283677854 "72,000 " "2,600 " SH Sole 2600 ELDORADO GOLD CORP (NEW) CMN COM 284902103 "20,000 " "1,100 " SH Sole 1100 ELECTRONICS FOR IMAGING INC. CMN COM 286082102 "82,000 " "5,700 " SH Sole 5700 ELI LILLY & CO CMN COM 532457108 "39,000 " "1,100 " SH Sole 1100 EMC CORPORATION MASS CMN COM 268648102 "35,595 " "1,550 " SH Sole 1550 EMPLOYERS HOLDINGS INC. CMN COM 292218104 "9,000 " 500 SH Sole 500 EMPRESA NACIONA COM 29244T101 "17,000 " 300 SH Sole 300 EMULEX CORP. CMN COM 292475209 "9,000 " 800 SH Sole 800 ENCANA CORPORATION CMN COM 292505104 "35,000 " "1,200 " SH Sole 1200 ENCORE CAPITAL GROUP INC CMN COM 292554102 "61,000 " "2,600 " SH Sole 2600 ENDO PHARMACEUTICALS HLDGS INC CMN COM 29264F205 "179,000 " "5,000 " SH Sole 5000 ENDURANCE SPECIALTY HLDGS LTD CMN COM G30397106 "129,000 " "2,800 " SH Sole 2800 ENDURANCE SPECIALTY HOLDINGS COM 2353014 "14,512 " 315 SH Sole 315 "ENERGIZER HOLDINGS, INC. CMN" COM 29266R108 "153,290 " "2,100 " SH Sole 2100 ENERGY XXI (BERMUDA) LTD CMN COM G10082140 "19,000 " 700 SH Sole 700 ENERPLUS RESOURCES FUND CMN COM 29274D604 "1,058,000 " "34,300 " SH Sole 34300 ENERSIS S.A. - SPON ADR SPONSORED ADR CMN COM 29274F104 "19,000 " 800 SH Sole 800 "ENPRO INDUSTRIES, INC. CMN" COM 29355X107 "62,000 " "1,500 " SH Sole 1500 "ENTEGRIS, INC. CMN" COM 29362U104 "125,000 " "16,800 " SH Sole 16800 ENTERGY CORP COM 29364G103 "35,415 " 500 SH Sole 500 "ENTROPIC COMMUNICATIONS, INC. CMN" COM 29384R105 "74,000 " "6,100 " SH Sole 6100 EPOCH HOLDING CORP CMN COM 29428R103 "36,000 " "2,300 " SH Sole 2300 EQUIFAX INC COM 294429105 "70,844 " "1,990 " SH Sole 1990 EQUITABLE RESOURCES INC COM 26884L109 448 10 SH Sole 10 EURAND N.V. CMN COM N31010106 "105,000 " "8,900 " SH Sole 8900 EVEREST RE GROUP LTD COM 2556868 "16,964 " 200 SH Sole 200 EVEREST RE GROUP LTD CMN COM G3223R108 "127,000 " "1,500 " SH Sole 1500 "EXPEDIA, INC. CMN" COM 30212P105 "100,198 " "4,000 " SH Sole 4000 EXPEDITORS INTL WASH INC COM 302130109 "65,520 " "1,200 " SH Sole 1200 "EXPRESS, INC. CMN" COM 30219E103 "21,000 " "1,100 " SH Sole 1100 EXTERRAN HOLDINGS INC COM 30225X103 "52,690 " "2,200 " SH Sole 2200 EXXON MOBIL CORPORATION CMN COM 30231G102 "92,248 " "1,265 " SH Sole 1265 EZCHIP SEMICONDUCTOR LTD. CMN COM M4146Y108 "20,000 " 700 SH Sole 700 F5 NETWORKS INC CMN COM 315616102 "65,000 " 500 SH Sole 500 FACTSET RESEARCH SYSTEMS INC COM 303075105 "7,313 " 78 SH Sole 78 FAIRCHILD SEMICON INTL CMN COM 303726103 "95,000 " "6,100 " SH Sole 6100 FAMILY DOLLAR STORES INC CMN COM 307000109 "109,000 " "2,200 " SH Sole 2200 FBL FINL GROUP INC CL A CMN CLASS A COM 30239F106 "6,000 " 200 SH Sole 200 FEDERAL SIGNAL CORP CMN COM 313855108 "39,000 " "5,700 " SH Sole 5700 FERRO CORPORATION CMN COM 315405100 "130,000 " "8,900 " SH Sole 8900 FIDELITY NATIONAL FINL CMN COM 31620R105 "18,000 " "1,300 " SH Sole 1300 FIFTH THIRD BANCORP CMN COM 316773100 "232,020 " "15,800 " SH Sole 15800 FINISAR CORPORATION CMN COM 31787A507 "134,000 " "4,500 " SH Sole 4500 FINISH LINE INC CL-A CMN CLASS A COM 317923100 "70,000 " "4,100 " SH Sole 4100 FIRST AMERICAN FIN CORP CMN COM 31847R102 "12,000 " 800 SH Sole 800 FIRST CASH FINANCIAL SERVICE INC COM 31942D107 "81,000 " "2,600 " SH Sole 2600 FIRST COMWLTH FINL CORP PA CMN COM 319829107 "97,000 " "13,700 " SH Sole 13700 FIRST HORIZON NATIONAL CORP CMN COM 320517105 "43,382 " "3,700 " SH Sole 3700 FIRST INDUSTRIAL REALTY TRUST CMN COM 32054K103 "4,000 " 500 SH Sole 500 FIRST NIAGARA FINANCIAL GRP COM 33582V108 "32,713 " "2,340 " SH Sole 2340 FIRST TRUST/ABERDEEN EMERGING OPPURTUNITY FUND COM 33731K102 "4,000 " 200 SH Sole 200 FIRSTENERGY CORP COM 337932107 "37,020 " "1,000 " SH Sole 1000 FIRSTMERIT CORP CMN COM 337915102 "226,000 " "11,400 " SH Sole 11400 FIVE STAR QUALITY CARE INC CMN COM 33832D106 "2,000 " 300 SH Sole 300 FLAGSTONE REINSURANCE HOLDINGS SA COM L3466T104 "13,000 " "1,000 " SH Sole 1000 FLIR SYSTEMS INC CMN COM 302445101 "9,000 " 300 SH Sole 300 FMC CORPORATION CMN COM 302491303 "56,000 " 700 SH Sole 700 FMC TECHNOLOGIES INC CMN COM 30249U101 "53,000 " 600 SH Sole 600 FNB CORPORATION (VA) CMN COM 302520101 "19,000 " "1,900 " SH Sole 1900 "FOOT LOCKER, INC. CMN" COM 344849104 "109,924 " "5,600 " SH Sole 5600 FORD MOTOR COMPANY CMN COM 345370860 "119,000 " "7,100 " SH Sole 7100 FOREST LABORATORIES INC COM 345838106 "25,584 " 800 SH Sole 800 FORMFACTOR INC CMN COM 346375108 "14,000 " "1,600 " SH Sole 1600 FORTRESS INVESTMENT GROUP LLC CMN CLASS A COM 34958B106 "57,000 " "10,000 " SH Sole 10000 FOSSIL INC CMN COM 349882100 "28,000 " 400 SH Sole 400 FOSTER WHEELER AG CMN COM H27178104 "173,000 " "5,000 " SH Sole 5000 FRANKLIN RESOURCES INC CMN COM 354613101 "33,000 " 300 SH Sole 300 FREEPORT-MCMORAN COPPER & GOLD CMN COM 35671D857 "108,000 " 900 SH Sole 900 FRONTIER OIL CORP COM 35914P105 "1,801 " 100 SH Sole 100 "FTI CONSULTING, INC. CMN" COM 302941109 "127,000 " "3,400 " SH Sole 3400 FULTON FINANCIAL CORP COM 360271100 "10,340 " "1,000 " SH Sole 1000 GAMESTOP CORP CMN CLASS A COM 36467W109 "378,000 " "16,500 " SH Sole 16500 GAP INC CMN COM 364760108 "243,568 " "11,000 " SH Sole 11000 GARMIN LTD COM B3Z5T14 "5,919 " 191 SH Sole 191 GASTAR EXPLORATION LTD CMN SERIES CLASS COM 367299203 "20,000 " "4,700 " SH Sole 4700 GENCORP INC CMN COM 368682100 "5,000 " "1,000 " SH Sole 1000 GENERAL ELECTRIC CO CMN COM 369604103 "95,000 " "5,200 " SH Sole 5200 GENERAL GROWTH PROPERTIES COM 370023103 "6,192 " 400 SH Sole 400 GENESCO INC. CMN COM 371532102 "64,000 " "1,700 " SH Sole 1700 GENESEE & WYOMING INC CMN CLASS A COM 371559105 "148,000 " "2,800 " SH Sole 2800 GENON ENERGY INC CMN COM 37244E107 "78,000 " "20,400 " SH Sole 20400 "GENOPTIX, INC. CMN" COM 37243V100 "6,000 " 300 SH Sole 300 GEN-PROBE INC COM 36866T103 "9,044 " 155 SH Sole 155 GENUINE PARTS CO. CMN COM 372460105 "56,000 " "1,100 " SH Sole 1100 GENWORTH FINANCIAL INC-CL A COM 37247D106 "7,884 " 600 SH Sole 600 GEORESOURCES INC CMN COM 372476101 "20,000 " 900 SH Sole 900 GERON CORPORATION CMN COM 374163103 "19,000 " "3,700 " SH Sole 3700 GIBRALTAR INDUSTRIES INC CMN COM 374689107 "8,000 " 600 SH Sole 600 "G-III APPAREL GROUP, LTD. CMN" COM 36237H101 "74,000 " "2,100 " SH Sole 2100 GILEAD SCIENCES INC COM 375558103 "37,110 " "1,024 " SH Sole 1024 GLADSTONE CAPITAL CORPORATION MUTUAL FUND COM 376535100 "14,000 " "1,200 " SH Sole 1200 GLATFELTER CMN COM 377316104 "6,000 " 500 SH Sole 500 "GLOBAL CASH ACCESS HLDGS, INC. CMN" COM 378967103 "4,000 " "1,100 " SH Sole 1100 GLOBAL CROSSING LTD. CMN COM G3921A175 "31,000 " "2,400 " SH Sole 2400 GOLDCORP INC CMN COM 380956409 "230,000 " "5,000 " SH Sole 5000 GOODRICH PETROLEUM CORP (NEW) CMN COM 382410405 "19,000 " "1,100 " SH Sole 1100 "GORDMANS STORES, INC. CMN" COM 38269P100 "10,000 " 600 SH Sole 600 GRACO INC CMN COM 384109104 "134,000 " "3,400 " SH Sole 3400 GREEN DOT CORPORATION CMN CLASS A COM 39304D102 "6,000 " 100 SH Sole 100 GREEN PLAINS RENEWABLE ENERGY *INC CMN COM 393222104 "105,000 " "9,300 " SH Sole 9300 GREENHILL & CO INC COM 395259104 "24,504 " 300 SH Sole 300 GREIF INC-CL A COM 397624107 "24,760 " 400 SH Sole 400 GRUPO AEROPORTUARIO DEL SUR SPONSORED ADR CMN SERIES B COM 40051E202 "17,000 " 300 SH Sole 300 "GT SOLAR INTERNATIONAL, INC. CMN" COM 3623E0209 "202,000 " "22,100 " SH Sole 22100 GUIDANCE SOFTWARE INC. CMN COM 401692108 "9,000 " "1,200 " SH Sole 1200 GULFPORT ENERGY CORP (NEW) CMN COM 402635304 "104,000 " "4,800 " SH Sole 4800 H & R BLOCK INC. CMN COM 093671105 "192,000 " "16,100 " SH Sole 16100 HALLIBURTON COMPANY CMN COM 406216101 "71,000 " "1,730 " SH Sole 1730 HANGER ORTHOPEDIC GROUP CMN COM 41043F208 "21,000 " "1,000 " SH Sole 1000 HANOVER INSURANCE GROUP INC/ COM 410867105 "4,672 " 100 SH Sole 100 HANSEN NATURAL CORP CMN COM 411310105 "62,684 " "1,200 " SH Sole 1200 HARMONIC INC CMN COM 413160102 "22,000 " "2,600 " SH Sole 2600 HARRIS CORP CMN COM 413875105 "9,000 " 200 SH Sole 200 HARTFORD FINANCIAL SRVCS GROUP CMN COM 416515104 "103,000 " "3,900 " SH Sole 3900 HATTERAS FINANCIAL CORP. CMN COM 41902R103 "12,000 " 400 SH Sole 400 HAWAIIAN HOLDINGS INC CMN COM 419879101 "18,000 " "2,300 " SH Sole 2300 HAWKINS INC CMN COM 420261109 "22,000 " 500 SH Sole 500 HCC INSURANCE HOLDINGS INC CMN COM 404132102 "46,000 " "1,600 " SH Sole 1600 "HCP, INC. CMN" COM 40414L109 "11,000 " 300 SH Sole 300 HEALTH CARE REIT INC COM 42217K106 "16,007 " 336 SH Sole 336 HEALTH MANAGEMENT ASSOC. CL A CMN CLASS A COM 421933102 "73,000 " "7,700 " SH Sole 7700 "HEALTH NET, INC. CMN" COM 42222G108 "101,000 " "3,700 " SH Sole 3700 "HEALTHSPRING, INC. CMN" COM 42224N101 "122,000 " "4,600 " SH Sole 4600 HEALTHWAYS INC. CMN COM 422245100 "31,000 " "2,739 " SH Sole 2739 HEICO CORPORATION (NEW) CMN COM 422806109 "15,000 " 300 SH Sole 300 HENRY SCHEIN INC COM 806407102 "30,695 " 500 SH Sole 500 HERBALIFE LTD. CMN COM G4412G101 "75,000 " "1,100 " SH Sole 1100 HERCULES OFFSHORE INC CMN COM 427093109 "1,000 " 200 SH Sole 200 HERCULES TECH GR CAP INC. MUTUAL FUND COM 427096508 "1,000 " 100 SH Sole 100 HESS CORPORATION CMN COM 42809H107 "102,000 " "1,336 " SH Sole 1336 HEWLETT-PACKARD CO. CMN COM 428236103 "113,630 " "2,700 " SH Sole 2700 "HFF, INC. CMN CLASS A" COM 40418F108 "9,000 " 900 SH Sole 900 HIBBETT SPORTS INC CMN COM 428567101 "114,000 " "3,100 " SH Sole 3100 HILLENBRAND INDUSTRIES COM 431475102 "43,307 " "1,100 " SH Sole 1100 "HI-TECH PHARMACAL CO., INC. CMN" COM 42840B101 "10,000 " 400 SH Sole 400 HOLLY CORP $.01 PAR CMN COM 435758305 "8,000 " 200 SH Sole 200 HONEYWELL INTL INC CMN COM 438516106 "154,000 " "2,900 " SH Sole 2900 HORACE MANN EDUCATORS CORP CMN COM 440327104 "29,000 " "1,600 " SH Sole 1600 HORMEL FOODS CORP CMN COM 440452100 "123,504 " "2,400 " SH Sole 2400 HORSEHEAD HOLDING CORP. CMN COM 440694305 "53,000 " "4,100 " SH Sole 4100 "HOSPIRA, INC. CMN" COM 441060100 "39,000 " 700 SH Sole 700 HOUSTON WIRE & CABLE COMPANY CMN COM 44244K109 "11,000 " 800 SH Sole 800 "HUB GROUP, INC CMN CLASS A" COM 443320106 "7,000 " 200 SH Sole 200 HUMANA INC. CMN COM 444859102 "148,000 " "2,700 " SH Sole 2700 HUNTINGTON BANCSHARES INCORPOR*ATED CMN COM 446150104 "167,801 " "24,400 " SH Sole 24400 HUNTSMAN CORP COM 447011107 "17,171 " "1,100 " SH Sole 1100 IAC/INTERACTIVECORP CMN COM 44919P508 "52,000 " "1,800 " SH Sole 1800 IDACORP INC CMN COM 451107106 "48,000 " "1,300 " SH Sole 1300 "IDENIX PHARMACEUTICALS, INC. CMN" COM 45166R204 "1,000 " 37 SH Sole 37 IDEXX LABORATORIES INC COM 45168D104 "13,844 " 200 SH Sole 200 ILLUMINA INC CMN COM 452327109 "114,004 " "1,800 " SH Sole 1800 INFORMATICA CORP CMN COM 45666Q102 "66,000 " "1,500 " SH Sole 1500 ING CLARION GBL REAL ESTATE MUTUAL FUND COM 44982G104 "71,000 " "9,100 " SH Sole 9100 ING GLOBAL Fund COM 45684E107 "98,000 " "9,000 " SH Sole 9000 INGERSOLL-RAND CO LTD-CL A COM B633030 "9,418 " 200 SH Sole 200 INGERSOLL-RAND PLC CMN COM G47791101 "33,000 " 700 SH Sole 700 INGRAM MICRO INC. CLASS A COMMON STOCK COM 457153104 "30,272 " "1,600 " SH Sole 1600 INNOPHOS HOLDINGS INC. CMN COM 45774N108 "11,000 " 300 SH Sole 300 INSIGHT ENTERPRISES INC CMN COM 45765U103 "20,000 " "1,500 " SH Sole 1500 INTEGRYS ENERGY GROUP INC COM 45822P105 "31,968 " 659 SH Sole 659 INTEL CORPORATION CMN COM 458140100 "80,000 " "3,800 " SH Sole 3800 INTERACTIVE BROKERS GRO-CL A COM 45841N107 "2,780 " 156 SH Sole 156 INTERDIGITAL INC CMN COM 45867G101 "42,000 " "1,000 " SH Sole 1000 "INTERLINE BRANDS, INC. CMN" COM 458743101 "11,000 " 500 SH Sole 500 INTERNATIONAL ASSETS HOLDING C*ORPORATION CMN COM 459028106 "12,000 " 500 SH Sole 500 INTERNATIONAL BANCSHARES CORP CMN COM 459044103 "38,000 " "1,900 " SH Sole 1900 INTERNATIONAL PAPER CO. CMN COM 460146103 "49,000 " "1,800 " SH Sole 1800 INTERPUBLIC GROUP COS CMN COM 460690100 "40,774 " "3,832 " SH Sole 3832 INTERSIL CORP -CL A COM 46069S109 "4,581 " 300 SH Sole 300 INTL BUSINESS MACHINES CORP CMN COM 459200101 "103,000 " 700 SH Sole 700 INTL GAME TECHNOLOGY CMN COM 459902102 "143,000 " "8,100 " SH Sole 8100 INTL RECTIFIER CORP. CMN COM 460254105 "71,752 " "2,400 " SH Sole 2400 INTL SPEEDWAY CORP-CL A CMN CLASS A COM 460335201 "178,000 " "6,795 " SH Sole 6795 "INTREPID POTASH, INC. CMN" COM 46121Y102 "41,000 " "1,100 " SH Sole 1100 INTUIT INC COM 461202103 "4,930 " 100 SH Sole 100 INVESCO MORTGAGE CAPITAL INC. CMN COM 46131B100 "98,000 " "4,500 " SH Sole 4500 INVESTMENT TECHNOLOGY GP INC CMN COM 46145F105 "115,000 " "7,000 " SH Sole 7000 IRON MOUNTAIN INC COM 462846106 "5,002 " 200 SH Sole 200 ISHARES IBOXX BOND FUND ETF ETF 464287242 "1,345,000 " "12,400 " SH Sole 12400 ISHARES TRUST FREE MUNICIPAL BOND FUND-ETF ETF 464288414 "198,000 " "2,000 " SH Sole 2000 ITT CORPORATION CMN COM 450911102 "16,000 " 300 SH Sole 300 ITT EDUCATIONAL SERVICES INC CMN COM 45068B109 "236,000 " "3,700 " SH Sole 3700 J.C. PENNEY COMPANY INC COM 708160106 "71,082 " "2,200 " SH Sole 2200 J2 GLOBAL COMMUNICATIONS INC CMN COM 46626E205 "116,000 " "4,000 " SH Sole 4000 JABIL CIRCUIT INC CMN COM 466313103 "12,000 " 600 SH Sole 600 JACK HENRY & ASSOC INC CMN COM 426281101 "35,000 " "1,200 " SH Sole 1200 JAKKS PACIFIC INC CMN COM 47012E106 "78,000 " "4,300 " SH Sole 4300 JANUS CAPITAL GROUP INC. CMN COM 47102X105 "27,000 " "2,100 " SH Sole 2100 "JAZZ PHARMACEUTICALS, INC CMN" COM 472147107 "177,000 " "9,000 " SH Sole 9000 JEFFERIES GROUP INC (NEW) CMN COM 472319102 "16,000 " 600 SH Sole 600 "JO-ANN STORES, INC CMN" COM 47758P307 "6,000 " 100 SH Sole 100 JOHN HANCOCK TAX-ADV DIV INCOM*E FD MUTUAL FUND COM 41013V100 "15,000 " "1,000 " SH Sole 1000 JOHNSON CONTROLS INC CMN COM 478366107 "73,000 " "1,900 " SH Sole 1900 JONES LANG LASALLE INC COM 48020Q107 "9,147 " 109 SH Sole 109 JOS A BANK CLOTHIERS INC CMN COM 480838101 "46,000 " "1,150 " SH Sole 1150 JOY GLOBAL INC. CMN COM 481165108 "130,000 " "1,500 " SH Sole 1500 JPMORGAN CHASE & CO CMN COM 46625H100 "67,936 " "1,600 " SH Sole 1600 "JUNIPER NETWORKS, INC. CMN" COM 48203R104 "22,000 " 600 SH Sole 600 KANSAS CITY SOUTHERN COM 485170302 "23,116 " 483 SH Sole 483 KAPSTONE PAPER AND PACKAGING CORPORATION CMN COM 48562P103 "113,000 " "7,400 " SH Sole 7400 "KBR, INC. CMN" COM 48242W106 "85,752 " "2,800 " SH Sole 2800 KBW INC CMN COM 482423100 "3,000 " 100 SH Sole 100 KELLY SERVICES INC(CL-A) CMN CLASS A COM 488152208 "2,000 " 100 SH Sole 100 KEMET CORPORATION CMN COM 488360207 "4,000 " 300 SH Sole 300 KENEXA CORPORATION CMN COM 488879107 "4,000 " 200 SH Sole 200 KENNAMETAL INC. CMN COM 489170100 "43,000 " "1,100 " SH Sole 1100 KEYCORP CMN COM 493267108 "192,000 " "21,700 " SH Sole 21700 KIRBY CORP COM 497266106 "21,364 " 485 SH Sole 485 KLA-TENCOR CORPORATION CMN COM 482480100 "50,184 " "1,300 " SH Sole 1300 KNOLL INC CMN COM 498904200 "70,000 " "4,200 " SH Sole 4200 KOHL'S CORP (WISCONSIN) CMN COM 500255104 "103,604 " "1,900 " SH Sole 1900 KORN/FERRY INTERNATIONAL CMN COM 500643200 "9,000 " 400 SH Sole 400 KRONOS WORLDWIDE INC CMN COM 50105F105 "98,000 " "2,300 " SH Sole 2300 L-3 COMMUNICATIONS HLDGS INC CMN COM 502424104 "239,245 " "3,400 " SH Sole 3400 LAM RESEARCH CORP CMN COM 512807108 "16,000 " 300 SH Sole 300 LEAP WIRELESS INTL INC CMN COM 521863308 "28,000 " "2,300 " SH Sole 2300 "LEAPFROG ENTEPRISES, INC. CMN" COM 52186N106 "56,000 " "10,100 " SH Sole 10100 LEAR CORPORATION CMN COM 521865204 "49,000 " 500 SH Sole 500 LEGG MASON INC CMN COM 524901105 "123,000 " "3,400 " SH Sole 3400 LEGGETT & PLATT INC COM 524660107 "36,575 " "1,607 " SH Sole 1607 "LENDER PROCESSING SERVICES, IN*C. CMN" COM 52602E102 "253,568 " "8,600 " SH Sole 8600 LENNOX INTERNATIONAL INC COM 526107107 "42,561 " 900 SH Sole 900 LEXMARK INTERNATIONAL INC. CMN CLASS A COM 529771107 "77,000 " "2,200 " SH Sole 2200 LIBERTY ALL-STAR EQUITY FD(SBI MUTUAL FUND COM 530158104 "63,000 " "12,707 " SH Sole 12707 LIBERTY GLOBAL INC COM 530555101 "53,070 " "1,500 " SH Sole 1500 "LIBERTY GLOBAL, INC. CMN CLASS C" COM 530555309 "678,000 " "20,000 " SH Sole 20000 LIBERTY MEDIA-INTERACTIVE A COM 53071M104 "20,501 " "1,300 " SH Sole 1300 LIBERTY MEDIA-STARZ SER A TRACKING STOCK COM 53071M708 "15,000 " 220 SH Sole 220 LIFE PARTNERS HOLDINGS INC CMN COM 53215T106 "21,000 " "1,100 " SH Sole 1100 "LIMITED BRANDS, INC. CMN" COM 532716107 "107,876 " "3,500 " SH Sole 3500 LINCOLN ELECTRIC HOLDINGS COM 533900106 "19,581 " 300 SH Sole 300 LINEAR TECHNOLOGY CORP COM 535678106 "6,918 " 200 SH Sole 200 LIQUIDITY SERVICES INC CMN COM 53635B107 "1,000 " 100 SH Sole 100 LIVE NATION ENTERTAINMENT INC CMN COM 538034109 "1,000 " 11 SH Sole 11 LOEWS CORP-W/D COM 540424108 "22,023 " 566 SH Sole 566 LOGMEIN INC CMN COM 54142L109 "40,000 " 900 SH Sole 900 "LORILLARD, INC. CMN" COM 544147101 "221,884 " "2,700 " SH Sole 2700 LUBRIZOL CORPORATION CMN COM 549271104 "43,000 " 400 SH Sole 400 LULULEMON ATHLETICA INC. CMN COM 550021109 "96,000 " "1,400 " SH Sole 1400 M & F WORLDWIDE CORP CMN COM 552541104 "32,000 " "1,400 " SH Sole 1400 M&T BANK CORPORATION CMN COM 55261F104 "87,000 " "1,000 " SH Sole 1000 MACQUARIE INC MUTUAL FUND COM 55608D101 "41,000 " "2,400 " SH Sole 2400 MACY'S INC. CMN COM 55616P104 "106,000 " "4,200 " SH Sole 4200 MADISON/CLAYMORE STRATEGY FUND MUTUAL FUND COM 556582104 "5,000 " 600 SH Sole 600 MAGMA DESIGN AUTOMATION INC CMN COM 559181102 "7,000 " "1,300 " SH Sole 1300 MAGNA INTERNATIONAL INC. CMN COM 559222401 "130,000 " "2,500 " SH Sole 2500 "MAIDEN HOLDINGS, LTD. CMN" COM G5753U112 "6,000 " 800 SH Sole 800 "MAIDENFORM BRANDS, INC. CMN" COM 560305104 "10,000 " 400 SH Sole 400 MANPOWER INC CMN COM 56418H100 "94,000 " "1,500 " SH Sole 1500 MARATHON OIL CORPORATION CMN COM 565849106 "115,000 " "3,100 " SH Sole 3100 MARINEMAX INC CMN COM 567908108 "2,000 " 200 SH Sole 200 MARSH & MCLENNAN COS COM 571748102 "13,670 " 500 SH Sole 500 MARVELL TECHNOLOGY GROUP LTD. CMN COM G5876H105 "132,000 " "7,100 " SH Sole 7100 MASCO CORPORATION CMN COM 574599106 "151,054 " "11,900 " SH Sole 11900 "MATTEL, INC. CMN" COM 577081102 "8,000 " 300 SH Sole 300 MAXIM INTEGRATED PRODUCTS COM 57772K101 "49,602 " "2,100 " SH Sole 2100 MAXIMUS INC CMN COM 577933104 "72,000 " "1,100 " SH Sole 1100 MBIA INC CMN COM 55262C100 "8,000 " 700 SH Sole 700 MCDERMOTT INTL CMN COM 580037109 "35,000 " "1,700 " SH Sole 1700 MCG CAPITAL CORPORATION MUTUAL FUND COM 58047P107 "70,000 " "10,000 " SH Sole 10000 MCGRAW-HILL COMPANIES INC COM 580645109 "3,641 " 100 SH Sole 100 MDC HOLDINGS INC COM 552676108 "2,877 " 100 SH Sole 100 MEADOWBROOK INSURANCE GROUP INC COM 58319P108 "82,000 " "8,000 " SH Sole 8000 MEADWESTVACO CORP COM 583334107 "5,232 " 200 SH Sole 200 MEDCO HEALTH SOLUTIONS INC COM 58405U102 "104,159 " "1,700 " SH Sole 1700 MEDICAL ACTION CMN COM 58449L100 "2,000 " 200 SH Sole 200 MEDICINES CO (THE) CMN COM 584688105 "137,000 " "9,700 " SH Sole 9700 MEDICIS PHARMACEUTICAL CORP CL-A (NEW) CLASS A COM 584690309 "59,000 " "2,200 " SH Sole 2200 "MEDIDATA SOLUTIONS, INC. CMN" COM 58471A105 "79,000 " "3,300 " SH Sole 3300 "MEDIFAST, INC. CMN" COM 58470H101 "29,000 " "1,000 " SH Sole 1000 MEDTRONIC INC CMN COM 585055106 "208,000 " "5,600 " SH Sole 5600 MEMC ELECTRONIC MATERIAL COMMON STOCK COM 552715104 "84,000 " "7,500 " SH Sole 7500 MEREDITH CORP COM 589433101 "37,630 " "1,086 " SH Sole 1086 "METROPCS COMMUNICATIONS, INC. CMN" COM 591708102 "34,000 " "2,700 " SH Sole 2700 MFA FINANCIAL INC CMN COM 55272X102 "134,000 " "16,400 " SH Sole 16400 MGIC INVESTMENT CORP COMMON STOCK COM 552848103 "3,000 " 300 SH Sole 300 MICREL INC CMN COM 594793101 "32,000 " "2,500 " SH Sole 2500 MICROCHIP TECHNOLOGY CMN COM 595017104 "92,789 " "2,700 " SH Sole 2700 "MICROS SYSTEMS, INC. CMN" COM 594901100 "31,000 " 700 SH Sole 700 MICROSEMI CORP CL A CMN COM 595137100 "76,000 " "3,300 " SH Sole 3300 MICROSOFT CORP COM 594918104 "13,960 " 500 SH Sole 500 MIDDLESEX WATER CO CMN COM 596680108 "2,000 " 100 SH Sole 100 MILLICOM INTL CELLULAR S.A. CMN COM L6388F110 "38,000 " 400 SH Sole 400 "MINDSPEED TECHNOLOGIES, INC. CMN" COM 602682205 "10,000 " "1,700 " SH Sole 1700 MIPS TECHNOLOGIES INC CMN COM 604567107 "21,000 " "1,400 " SH Sole 1400 MISSION WEST PROPERTIES INC (MARYLAND) COM 605203108 "7,000 " "1,100 " SH Sole 1100 MKS INSTRUMENTS INC CMN COM 55306N104 "93,000 " "3,800 " SH Sole 3800 MLP & STRATEGIC EQUITY FUND IN*C. MUTUAL FUND COM 55312N106 "7,000 " 400 SH Sole 400 "MOLINA HEALTHCARE, INC. CMN" COM 60855R100 "117,000 " "4,200 " SH Sole 4200 MOLSON COORS BREWING CO CMN CLASS B COM 60871R209 "100,038 " "2,000 " SH Sole 2000 MONOTYPE IMAGING HOLDINGS INC. CMN COM 61022P100 "10,000 " 900 SH Sole 900 MONSTER WORLDWIDE INC. CMN COM 611742107 "61,000 " "2,600 " SH Sole 2600 MONTPELIER RE HOLDINGS LTD. CMN COM G62185106 "122,000 " "6,100 " SH Sole 6100 MOODYS CORP CMN COM 615369105 "32,948 " "1,240 " SH Sole 1240 MORGAN STANLEY CMN COM 617446448 "242,652 " "8,900 " SH Sole 8900 MORGAN STANLEY EMERGING MKTS DOMESTIC DEBT FD COM 617477104 "100,000 " "6,200 " SH Sole 6200 MORNINGSTAR INC COM 617700109 "16,455 " 310 SH Sole 310 MOTOROLA INC CMN COM 620076109 "97,000 " "10,700 " SH Sole 10700 MSCI INC-A COM 55354G100 "15,584 " 400 SH Sole 400 MUELLER INDUSTRIES INC CMN COM 624756102 "36,000 " "1,100 " SH Sole 1100 MULTIMEDIA GAMES INC CMN COM 625453105 "23,000 " "4,198 " SH Sole 4198 MURPHY OIL CORPORATION CMN COM 626717102 "37,000 " 500 SH Sole 500 MYLAN LABORATORIES INC COM 628530107 "29,582 " "1,400 " SH Sole 1400 MYRIAD GENETICS INC CMN COM 62855J104 "34,000 " "1,500 " SH Sole 1500 NALCO HOLDING COMPANY CMN COM 62985Q101 "51,000 " "1,600 " SH Sole 1600 NANOMETRICS INC CMN COM 630077105 "10,000 " 800 SH Sole 800 "NASDAQ OMX GROUP, INC. CMN" COM 631103108 "7,000 " 300 SH Sole 300 NATIONAL FINANCIAL PARTNERS CMN COM 63607P208 "60,000 " "4,500 " SH Sole 4500 NATIONAL SEMICONDUCTOR CORP COM 637640103 "5,366 " 390 SH Sole 390 NAVISTAR INTL CORP (NEW) CMN COM 63934E108 "127,000 " "2,200 " SH Sole 2200 "NCI, INC. CMN CLASS A" COM 62886K104 "92,000 " "4,009 " SH Sole 4009 NEENAH PAPER INC CMN COM 640079109 "35,000 " "1,800 " SH Sole 1800 "NETAPP, INC. CMN" COM 64110D104 "27,000 " 500 SH Sole 500 NETEASE.COM INC SPONSORED ADR COM 64110W102 "69,000 " "1,900 " SH Sole 1900 "NETGEAR, INC. CMN" COM 64111Q104 "51,000 " "1,500 " SH Sole 1500 NEUSTAR INC-CLASS A COM 64126X201 "57,310 " "2,200 " SH Sole 2200 "NEUTRAL TANDEM, INC. CMN" COM 64128B108 "33,000 " "2,300 " SH Sole 2300 NEW YORK COMMUNITY BANCORP INC CMN COM 649445103 "20,540 " "1,100 " SH Sole 1100 NEWELL RUBBERMAID INC CMN COM 651229106 "29,000 " "1,600 " SH Sole 1600 NEWFIELD EXPLORATION CO. CMN COM 651290108 "50,000 " 700 SH Sole 700 NEWMARKET CORP CMN COM 651587107 "74,000 " 600 SH Sole 600 NEWPORT CORP CMN COM 651824104 "16,000 " 900 SH Sole 900 NEWS CORPORATION CMN CLASS A COM 65248E104 "13,000 " 900 SH Sole 900 "NEWSTAR FINANCIAL, INC. CMN" COM 65251F105 "1,000 " 100 SH Sole 100 NEXTERA ENERGY INC COM 65339F101 "6,759 " 130 SH Sole 130 NICHOLAS APPLEGATE CV&INC FD2 MUTUAL FUND COM 001191105 "66,000 " "7,000 " SH Sole 7000 "NII HOLDINGS, INC. CMN CLASS B" COM 62913F201 "134,000 " "3,000 " SH Sole 3000 NIKE INC -CL B COM 654106103 "85,420 " "1,000 " SH Sole 1000 NISOURCE INC CMN COM 65473P105 "30,000 " "1,700 " SH Sole 1700 NOBLE CORPORATION (CH) CMN COM H5833N103 "143,000 " "4,000 " SH Sole 4000 NOKIA CORP SPON ADR SPONSORED ADR CMN COM 654902204 "36,000 " "3,500 " SH Sole 3500 NORANDA ALUMINUM HOLDING CORP CMN COM 65542W107 "1,000 " 100 SH Sole 100 NORDSON CORP CMN COM 655663102 "101,000 " "1,100 " SH Sole 1100 NORFOLK SOUTHERN CORPORATION CMN COM 655844108 "50,000 " 800 SH Sole 800 "NORTHERN OIL AND GAS, INC. CMN" COM 665531109 "16,000 " 600 SH Sole 600 NORTHROP GRUMMAN CORP CMN COM 666807102 "77,824 " "1,200 " SH Sole 1200 NOVATEL WIRELESS INC CMN COM 66987M604 "68,000 " "7,100 " SH Sole 7100 NOVELLUS SYSTEMS INC CMN COM 670008101 "116,728 " "3,601 " SH Sole 3601 "NRG ENERGY, INC. CMN" COM 629377508 "115,000 " "5,900 " SH Sole 5900 NU SKIN ENTERPRISES INC CMN CLASS A COM 67018T105 "112,000 " "3,700 " SH Sole 3700 NUCOR CORP COM 670346105 "17,528 " 400 SH Sole 400 "NUTRISYSTEM, INC. CMN" COM 67069D108 "78,000 " "3,700 " SH Sole 3700 NUVEEN CORE EQUITY ALPHA FD MUTUAL FUND COM 67090X107 "8,000 " 600 SH Sole 600 NUVEEN EQUITY FUND COM 6706ET107 "40,000 " "3,100 " SH Sole 3100 NUVEEN GLOBAL VALUE OPPORTUNITIES FUND COM 6706EH103 "12,000 " 583 SH Sole 583 NUVEEN MULT CURR ST GV INCM FD MUTUAL FUND COM 67090N109 "41,000 " "3,000 " SH Sole 3000 NUVEEN MUTUAL FUND COM 67073D102 "70,000 " "8,000 " SH Sole 8000 NUVEEN TAX-ADVANTAGED DIVIDEND* GROWTH FUND MUTUAL FUND COM 67073G105 "4,000 " 300 SH Sole 300 NYSE EURONEXT CMN COM 629491101 "39,000 " "1,300 " SH Sole 1300 OCCIDENTAL PETROLEUM CORP CMN COM 674599105 "20,000 " 200 SH Sole 200 OFFICEMAX INC CMN COM 67622P101 "48,000 " "2,700 " SH Sole 2700 OGE ENERGY CORP COM 670837103 "18,216 " 400 SH Sole 400 OIL STS INTL INC CMN COM 678026105 "26,000 " 400 SH Sole 400 OIL-DRI CORPORATION OF AMERICA CMN COM 677864100 "4,000 " 200 SH Sole 200 OLD DOMINION FGHT LINES INC CMN COM 679580100 "74,000 " "2,300 " SH Sole 2300 OLD NATIONAL BANCORP CMN COM 680033107 "95,000 " "8,000 " SH Sole 8000 OLD REPUBLIC INTL CORP CMN COM 680223104 "4,000 " 300 SH Sole 300 "OLYMPIC STEEL, INC. CMN" COM 68162K106 "40,000 " "1,400 " SH Sole 1400 OM GROUP INC CMN COM 670872100 "58,000 " "1,500 " SH Sole 1500 "OMEGAFLEX, INC. CMN" COM 682095104 "5,000 " 300 SH Sole 300 OMNICARE INC. CMN COM 681904108 "38,000 " "1,500 " SH Sole 1500 OMNICOM GROUP CMN COM 681919106 "64,045 " "1,394 " SH Sole 1394 OMNIVISION TECHNOLOGIES INC CMN COM 682128103 "18,000 " 600 SH Sole 600 ONCOLYTICS BIOTECH INC. CMN COM 682310107 "9,000 " "1,300 " SH Sole 1300 ONEBEACON INSURANCE GROUP LTD CMN COM G67742109 "33,000 " "2,200 " SH Sole 2200 ONLINE RESOURCES CORPORATION CMN COM 68273G101 "1,000 " 200 SH Sole 200 OPPENHEIMER HOLDINGS INC CMN CLASS A COM 683797104 "3,000 " 100 SH Sole 100 ORACLE CORPORATION CMN COM 68389X105 "59,780 " "1,900 " SH Sole 1900 O'REILLY AUTOMOTIVE INC COM 67103H107 181 3 SH Sole 3 ORITANI FINANCIAL CORP. CMN COM 68633D103 "82,000 " "6,700 " SH Sole 6700 OSHKOSH CORPORATION CMN COM 688239201 "70,432 " "2,000 " SH Sole 2000 OWENS-ILLINOIS INC CMN COM 690768403 "147,000 " "4,800 " SH Sole 4800 PACER INTERNATIONAL INC CMN COM 69373H106 "5,000 " 800 SH Sole 800 PACKAGING CORP OF AMERICA COMMON STOCK COM 695156109 "8,000 " 300 SH Sole 300 PACWEST BANCORP CMN COM 695263103 "64,000 " "3,000 " SH Sole 3000 PALL CORP CMN COM 696429307 "44,706 " 900 SH Sole 900 PAN AMERICAN SILVER CORPORATIO*N CMN COM 697900108 "37,000 " 900 SH Sole 900 PANERA BREAD COMPANY-CL A COM 69840W108 "22,266 " 220 SH Sole 220 PAR PHARMACEUTICAL COS INC CMN COM 69888P106 "100,000 " "2,600 " SH Sole 2600 PARK NATIONAL CORPORATION CMN COM 700658107 "15,000 " 200 SH Sole 200 PARKER-HANNIFIN CORP. CMN COM 701094104 "91,000 " "1,050 " SH Sole 1050 PARKWAY PROPERTIES INC MD CMN COM 70159Q104 "89,000 " "5,100 " SH Sole 5100 PARTNERRE LTD COM 2671932 "8,035 " 100 SH Sole 100 PATTERSON COS INC COM 703395103 "68,152 " "2,225 " SH Sole 2225 PATTERSON-UTI ENERGY INC COM 703481101 "47,410 " "2,200 " SH Sole 2200 PDL BIOPHARMA INC CMN COM 69329Y104 "50,000 " "8,100 " SH Sole 8100 PENFORD CORPORATION CMN COM 707051108 "1,000 " 200 SH Sole 200 PENGROWTH ENERGY TRUST TR UNIT COM 706902509 "796,000 " "61,900 " SH Sole 61900 PENN WEST ENERGY TRUST CMN COM 707885109 "1,863,000 " "77,900 " SH Sole 77900 PENNANTPARK INVESTMENT CORP MUTUAL FUND COM 708062104 "67,000 " "5,500 " SH Sole 5500 PENTAIR INC COM 709631105 "3,651 " 100 SH Sole 100 PEP BOYS MANNY-MOE &JACK CMN COM 713278109 "9,000 " 700 SH Sole 700 PEPCO HOLDINGS INC CMN COM 713291102 "67,475 " "3,700 " SH Sole 3700 PERRIGO CO COM 714290103 "12,666 " 200 SH Sole 200 "PETMED EXPRESS, INC. CMN" COM 716382106 "32,000 " "1,800 " SH Sole 1800 PETROHAWK ENERGY CORP COM 716495106 "6,059 " 332 SH Sole 332 PETROL & RESOURCES CORP MUTUAL FUND COM 716549100 "3,000 " 100 SH Sole 100 "PETSMART, INC. CMN" COM 716768106 "100,000 " "2,500 " SH Sole 2500 PGT INC CMN COM 69336V101 "2,000 " 700 SH Sole 700 PHILIP MORRIS INTL INC CMN COM 718172109 "81,706 " "1,400 " SH Sole 1400 PHILLIPS-VAN HEUSEN COM 718592108 "37,806 " 600 SH Sole 600 PINNACLE AIRLINES CORP CMN COM 723443107 "2,000 " 300 SH Sole 300 PINNACLE WEST CAPITAL COM 723484101 "4,145 " 100 SH Sole 100 PITNEY BOWES INC COM 724479100 "55,783 " "2,307 " SH Sole 2307 PLANTRONICS INC CMN COM 727493108 "41,000 " "1,100 " SH Sole 1100 PLATINUM UNDERWRITERS HLDGS CMN COM G7127P100 "36,000 " 800 SH Sole 800 PNC FINANCIAL SERVICES GROUP CMN COM 693475105 "24,000 " 400 SH Sole 400 POLARIS INDS INC CMN COM 731068102 "101,000 " "1,300 " SH Sole 1300 POLO RALPH LAUREN CORPORATION CLASS A COMMON STOCK COM 731572103 "11,000 " 100 SH Sole 100 POLYCOM INC CMN COM 73172K104 "155,113 " "3,983 " SH Sole 3983 POLYONE CORP CMN COM 73179P106 "45,000 " "3,600 " SH Sole 3600 "POLYPORE INTERNATIONAL, INC. CMN" COM 73179V103 "37,000 " 900 SH Sole 900 "POPULAR, INC. CMN" COM 733174106 "63,000 " "20,000 " SH Sole 20000 PORTFOLIO RECOVERY ASSOCS INC CMN COM 73640Q105 "113,000 " "1,500 " SH Sole 1500 PORTLAND GENERAL ELECTRIC CO CMN COM 736508847 "20,000 " 900 SH Sole 900 POWELL INDS INC CMN COM 739128106 "7,000 " 200 SH Sole 200 POWER-ONE INC. CMN COM 73930R102 "60,000 " "5,900 " SH Sole 5900 POWERSHRS BOND PRTFLIO ETF ETF ETF 73936T474 "23,000 " "1,000 " SH Sole 1000 PPG INDUSTRIES INC. CMN COM 693506107 "84,000 " "1,000 " SH Sole 1000 PPL CORPORATION COM 69351T106 "2,632 " 100 SH Sole 100 PRAXAIR INC COM 74005P104 "124,111 " "1,300 " SH Sole 1300 PRECISION DRILLING CORP CMN COM 74022D308 "135,000 " "13,900 " SH Sole 13900 "PRESTIGE BRANDS HOLDINGS, INC. CMN" COM 74112D101 "4,000 " 300 SH Sole 300 PRIDE INTERNATIONAL INC CMN COM 74153Q102 "89,100 " "2,700 " SH Sole 2700 PRIMERICA INC. CMN COM 74164M108 "70,000 " "2,900 " SH Sole 2900 "PRIMUS GUARANTY, LTD. CMN" COM G72457107 "17,000 " "3,400 " SH Sole 3400 "PRINCIPAL FINANCIAL GROUP, INC*. CMN" COM 74251V102 "65,256 " "2,000 " SH Sole 2000 PRIVATEBANCORP INC CMN COM 742962103 "53,000 " "3,700 " SH Sole 3700 PROGRESS SOFTWARE CORPORATION CMN COM 743312100 "8,000 " 200 SH Sole 200 PROTECTIVE LIFE CORP CMN COM 743674103 "122,320 " "4,600 " SH Sole 4600 PROVIDENT ENERGY TRUST CMN COM 74386K104 "489,000 " "61,500 " SH Sole 61500 PROVIDENT FINL SVCS INC CMN COM 74386T105 "12,000 " 800 SH Sole 800 PRUDENTIAL FINANCIAL INC CMN COM 744320102 "64,484 " "1,100 " SH Sole 1100 PSS WORLD MEDICAL INC CMN COM 69366A100 "5,000 " 200 SH Sole 200 "PULTE HOMES, INC. CMN" COM 745867101 "196,000 " "26,000 " SH Sole 26000 PUT/GLD130 EXP 02/19/2011 PUT 78463V107 "30,000 " 300 SH PUT SPDR GOLD TRUST ETF -4161600.00 Sole 300 PUT/QQQQ43 EXP 01/22/2011 PUT 73935A104 "1,000 " 794 SH PUT INDEX TRACKING STOCK -4324124.00 Sole 794 PUT/QQQQ44 EXP 01/22/2011 PUT 73935A104 "1,000 " 397 SH PUT INDEX TRACKING STOCK -2162062.00 Sole 397 PUT/SPY 122 EXP 01/22/2011 PUT 78462F103 "9,000 " 138 SH PUT SPDR S&P 500 ETF TRUST SPDR -1735350.00 Sole 138 PUT/SPY123 EXP 01/22/2011 PUT 78462F103 "8,000 " 100 SH PUT SPDR S&P 500 ETF TRUST SPDR -1257500.00 Sole 100 PUT/SPY123 EXP 02/19/2011 PUT 78462F103 "314,000 " "1,600 " SH PUT SPDR S&P 500 ETF TRUST SPDR -20120000.00 Sole 1600 PUT/SPY124 EXP 01/22/2011 PUT 78462F103 "288,000 " "2,700 " SH PUT SPDR S&P 500 ETF TRUST SPDR -33952500.00 Sole 2700 PUT/SPY124 EXP 02/19/2011 PUT 78462F103 "600,000 " "2,643 " SH PUT SPDR S&P 500 ETF TRUST SPDR -33235725.00 Sole 2643 PUT/SPY125 EXP 01/22/2011 PUT 78462F103 "30,000 " 221 SH PUT SPDR S&P 500 ETF TRUST SPDR -2779075.00 Sole 221 PUT/SPY125 EXP 02/19/2011 PUT 78462F103 "1,012,000 " "3,901 " SH PUT SPDR S&P 500 ETF TRUST SPDR -49055075.00 Sole 3901 PUT/SPY126 EXP 01/22/2011 PUT 78462F103 "116,000 " 681 SH PUT SPDR S&P 500 ETF TRUST SPDR -8563575.00 Sole 681 PUT/SPY 126 EXP 02/19/2011 PUT 78462F103 "690,000 " "2,300 " SH PUT SPDR S&P 500 ETF TRUST SPDR -28922500.00 Sole 2300 PUT/XLE 50 EXP 01/22/2011 PUT 81369Y506 "1,000 " 168 SH PUT AMEX ENERGY SELECT INDEX 'SPDR' -1146600.00 Sole 168 PUT/XLE 51 EXP 01/22/2011 PUT 81369Y506 "1,000 " 168 SH PUT AMEX ENERGY SELECT INDEX 'SPDR' -1146600.00 Sole 168 PUT/XLE 52 EXP 01/22/2011 PUT 81369Y506 "1,000 " 168 SH PUT AMEX ENERGY SELECT INDEX 'SPDR' -1146600.00 Sole 168 PUT/XLF 13 EXP 01/22/2011 PUT 81369Y605 "4,000 " "2,847 " SH PUT FUND MARKET INDEX -4540965.00 Sole 2847 PUT/XLI 28 EXP 01/22/2011 PUT 81369Y704 "2,000 " 882 SH PUT INDUSTRIAL SELECT SECTOR SPDR 'SPDR' -3075534.00 Sole 882 PUT/XLP 26 EXP 01/22/2011 PUT 81369Y308 "1,000 " "1,026 " SH PUT FUND 'SPDR' -3007206.00 Sole 1026 PUT/XLU 30 EXP 01/22/2011 PUT 81369Y886 "1,000 " 248 SH PUT AMEX INDEX MARKET INDEX -777232.00 Sole 248 PUT/XLV 28 EXP 01/22/2011 PUT 81369Y209 "2,000 " 624 SH PUT AMEX SECTOR 'SPDR' FUND -1965600.00 Sole 624 PUT/XLV 29 EXP 01/22/2011 PUT 81369Y209 "1,000 " 334 SH PUT AMEX 'SPDR' FUND -1052100.00 Sole 334 PUT/XLY 30 EXP 01/22/2011 PUT 81369Y407 "2,000 " 807 SH PUT AMEX CONSUMER SECTOR 'SPDR' FUND -3018987.00 Sole 807 PZENA INVESTMENT MANAGEMENT CMN CLASS A COM 74731Q103 "15,000 " "2,100 " SH Sole 2100 QLOGIC CORP CMN COM 747277101 "34,000 " "2,000 " SH Sole 2000 QUALCOMM INC COM 747525103 "44,541 " 900 SH Sole 900 QUANTUM FUEL SYS TECH WORLDWDE CMN COM 74765E109 "15,000 " "32,600 " SH Sole 32600 "QUEST SOFTWARE, INC CMN" COM 74834T103 "53,000 " "1,900 " SH Sole 1900 QUESTAR CORP COM 748356102 "8,705 " 500 SH Sole 500 RAMBUS INC CMN COM 750917106 "18,000 " 900 SH Sole 900 RANGE RESOURCES CORP COM 75281A109 "42,506 " 945 SH Sole 945 RAVEN INDUSTRIES INC. CMN COM 754212108 "5,000 " 100 SH Sole 100 RAYMOND JAMES FINANCIAL INC CMN COM 754730109 "50,257 " "1,536 " SH Sole 1536 RAYONIER INC COM 754907103 "47,268 " 900 SH Sole 900 RC2 CORP CMN COM 749388104 "87,000 " "4,000 " SH Sole 4000 REALTY INCOME CORP COM 756109104 "69,939 " "2,045 " SH Sole 2045 RED HAT INC COM 756577102 "14,152 " 310 SH Sole 310 REGAL BELOIT CORP COM 758750103 "44,395 " 665 SH Sole 665 REGAL ENTERTAINMENT GROUP-A COM 758766109 "3,522 " 300 SH Sole 300 REINSURANCE GROUP AMER INC CMN COM 759351604 "48,226 " 900 SH Sole 900 RENAISSANCE LEARNING INC CMN COM 75968L105 "1,000 " 100 SH Sole 100 RENAISSANCE RE HOLDINGS LTD CMN COM G7496G103 "357,000 " "5,600 " SH Sole 5600 RENAISSANCERE HOLDINGS LTD COM 2728429 "44,583 " 700 SH Sole 700 RENT-A-CENTER INC CMN COM 76009N100 "26,000 " 800 SH Sole 800 "REPUBLIC AIRWAYS HOLDINGS, INC*. CMN" COM 760276105 "2,000 " 300 SH Sole 300 REPUBLIC SERVICES INC COM 760759100 "20,902 " 700 SH Sole 700 RESEARCH IN MOTION LIMITED CMN COM 760975102 "29,000 " 500 SH Sole 500 RESMED INC COM 761152107 "51,960 " "1,500 " SH Sole 1500 REX AMERICAN RESOURCES CORP CMN COM 761624105 "6,000 " 400 SH Sole 400 REYNOLDS AMERICAN INC. CMN COM 761713106 "20,000 " 600 SH Sole 600 RF MICRO DEVICES INC CMN COM 749941100 "113,000 " "15,400 " SH Sole 15400 "RIVERBED TECHNOLOGY, INC. CMN" COM 768573107 "190,000 " "5,400 " SH Sole 5400 ROBERT HALF INTL INC CMN COM 770323103 "106,291 " "3,469 " SH Sole 3469 ROCK-TENN CO. CL. A CMN CLASS A COM 772739207 "43,000 " 800 SH Sole 800 ROCKWELL AUTOMATION INC CMN COM 773903109 "93,000 " "1,300 " SH Sole 1300 "ROCKWOOD HOLDINGS, INC. CMN" COM 774415103 "106,000 " "2,700 " SH Sole 2700 ROFIN-SINAR TECHNOLOGIES INC CMN COM 775043102 "43,000 " "1,200 " SH Sole 1200 ROGERS COMMUNICATIONS INC CMN CLASS B COM 775109200 "69,000 " "2,000 " SH Sole 2000 ROPER INDUSTRIES INC COM 776696106 "7,643 " 100 SH Sole 100 "ROSS STORES,INC CMN" COM 778296103 "127,000 " "2,000 " SH Sole 2000 ROWAN COMPANIES INC CMN COM 779382100 "38,000 " "1,100 " SH Sole 1100 ROYAL CARIBBEAN CRUISES LTD ISIN: LR0008862868 COM V7780T103 "71,000 " "1,500 " SH Sole 1500 ROYAL GOLD INC COM 780287108 "10,926 " 200 SH Sole 200 RPC INC CMN COM 749660106 "9,000 " 500 SH Sole 500 "RUBY TUESDAY,INC. CMN" COM 781182100 "107,000 " "8,200 " SH Sole 8200 RUSH ENTERPISES INC CMN CLASS A COM 781846209 "20,000 " "1,000 " SH Sole 1000 S&T BANCORP INC. CMN COM 783859101 "32,000 " "1,400 " SH Sole 1400 SAIC INC COM 78390X101 "5,028 " 317 SH Sole 317 "SALESFORCE.COM, INC CMN" COM 79466L302 "66,000 " 500 SH Sole 500 "SALIX PHARMACEUTICALS, LTD. CMN" COM 795435106 "99,000 " "2,100 " SH Sole 2100 SANDERSON FARMS INC CMN COM 800013104 "74,000 " "1,900 " SH Sole 1900 SANDISK CORP CMN COM 80004C101 "40,000 " 800 SH Sole 800 SANDRIDGE ENERGY INC COM 80007P307 "3,660 " 500 SH Sole 500 SANFILIPPO JOHN & SON INC CMN COM 800422107 "7,000 " 600 SH Sole 600 SAPIENT CORP. CMN COM 803062108 "24,000 " "2,000 " SH Sole 2000 SATCON TECHNOLOGY CORP CMN COM 803893106 "36,000 " "7,900 " SH Sole 7900 SCANA CORP COM 80589M102 "32,480 " 800 SH Sole 800 "SCHOOL SPECIALTY, INC. COMMON STOCK" COM 807863105 "88,000 " "6,292 " SH Sole 6292 SCHWAB (CHARLES) CORP COM 808513105 "5,133 " 300 SH Sole 300 SCICLONE PHARMACEUTICALS INC CMN COM 80862K104 "48,000 " "11,600 " SH Sole 11600 SCIENTIFIC GAMES CORPORATION CMN CLASS A COM 80874P109 "228,000 " "22,900 " SH Sole 22900 SCRIPPS NETWORKS INTERAC-W/I COM 811065101 "5,175 " 100 SH Sole 100 SEACOR HOLDINGS INC. CMN COM 811904101 "30,000 " 300 SH Sole 300 SEALED AIR CORPORATION CMN COM 81211K100 "66,180 " "2,600 " SH Sole 2600 SEMTECH CORP CMN COM 816850101 "9,000 " 400 SH Sole 400 SENIOR HOUSING PROPERTIES TR CMN COM 81721M109 "13,000 " 600 SH Sole 600 SENSATA TECHNOLOGIES HLDG N .V CMN COM N7902X106 "36,000 " "1,200 " SH Sole 1200 SFN GROUP INC CMN COM 784153108 "10,000 " "1,000 " SH Sole 1000 SHAW GROUP INC COM 820280105 "18,108 " 529 SH Sole 529 SHILOH INDUSTRIES INC CMN COM 824543102 "5,000 " 400 SH Sole 400 SHINHAN FINANCIAL GROUP SPONSORED ADR CMN COM 824596100 "19,000 " 200 SH Sole 200 SHOE CARNIVAL INC CMN COM 824889109 "22,000 " 800 SH Sole 800 SIERRA WIRELESS INC CMN COM 826516106 "143,000 " "9,600 " SH Sole 9600 SIGMA DESIGNS INC CMN COM 826565103 "58,000 " "4,070 " SH Sole 4070 SIGMA-ALDRICH COM 826552101 "33,347 " 501 SH Sole 501 SIGNET JEWELERS LIMITED CMN COM G81276100 "74,000 " "1,700 " SH Sole 1700 SILICON LABORATORIES INC COM 826919102 "28,532 " 620 SH Sole 620 SKYWORKS SOLUTIONS INC CMN COM 83088M102 "77,178 " "2,700 " SH Sole 2700 SL GREEN REALTY CORP CMN COM 78440X101 "54,000 " 800 SH Sole 800 SMITHFIELD FOODS INC. CMN COM 832248108 "43,132 " "2,106 " SH Sole 2106 SNAP-ON INC CMN COM 833034101 "51,000 " 900 SH Sole 900 SOLAR CAP LTD CMN COM 83413U100 "12,000 " 500 SH Sole 500 "SOLARWINDS, INC. CMN" COM 83416B109 "62,000 " "3,200 " SH Sole 3200 SOLUTIA INC. CMN COM 834376501 "35,000 " "1,500 " SH Sole 1500 SONIC AUTOMOTIVE INC CLASS A CMN CLASS A COM 83545G102 "12,000 " 900 SH Sole 900 SONOCO PRODUCTS CO CMN COM 835495102 "37,000 " "1,100 " SH Sole 1100 SONY CORPORATION ADR CMN COM 835699307 "32,000 " 900 SH Sole 900 SORL AUTO PTS INC CMN COM 78461U101 "42,000 " "4,900 " SH Sole 4900 SOUTHERN CO COM 842587107 "24,467 " 640 SH Sole 640 SOUTHWEST AIRLINES CO COM 844741108 "28,556 " "2,200 " SH Sole 2200 SPARTAN MOTORS INC. CMN COM 846819100 "1,000 " 100 SH Sole 100 SPDR GOLD TRUST ETF ETF 78463V107 "361,000 " "2,600 " SH Sole 2600 SPDR S&P 500 ETF TRUST SPDR ETF 78462F103 "41,388,000 " "329,133 " SH Sole 329133 SPECTRA ENERGY CORP COM 847560109 "57,477 " "2,300 " SH Sole 2300 SPECTRANETICS CORP CMN COM 84760C107 "2,000 " 300 SH Sole 300 SPREADTRUM COMMUNICATIONS INC. ADR CMN COM 849415203 "163,000 " "8,900 " SH Sole 8900 SPRINT NEXTEL CORPORATION CMN COM 852061100 "74,000 " "17,400 " SH Sole 17400 SPX CORPORATION CMN COM 784635104 "14,000 " 200 SH Sole 200 SS&C TECHNOLOGIES HLDGS INC CMN COM 78467J100 "39,000 " "1,900 " SH Sole 1900 ST JUDE MEDICAL INC CMN COM 790849103 "43,000 " "1,000 " SH Sole 1000 STAAR SURGICAL CO NEW CMN COM 852312305 "1,000 " 100 SH Sole 100 "STANCORP FINANCIAL CORP, INC. CMN" COM 852891100 "90,000 " "2,000 " SH Sole 2000 STANLEY BLACK & DECKER INC CMN COM 854502101 "20,000 " 300 SH Sole 300 STAPLES INC COM 855030102 "29,601 " "1,300 " SH Sole 1300 STARBUCKS CORP COM 855244109 "70,686 " "2,200 " SH Sole 2200 STARTEC INCORPORATED CMN COM 85569C107 "5,000 " "1,036 " SH Sole 1036 STATE STREET CORP COM 857477103 "78,037 " "1,684 " SH Sole 1684 STEC INC CMN COM 784774101 "25,000 " "1,400 " SH Sole 1400 "STEEL DYNAMICS, INC. CMN" COM 858119100 "260,000 " "14,204 " SH Sole 14204 STEVEN MADDEN LTD CMN COM 556269108 "25,000 " 600 SH Sole 600 STILLWATER MINING COMPANY CMN COM 86074Q102 "19,000 " 900 SH Sole 900 "STURM, RUGER & COMPANY INC. CMN" COM 864159108 "46,000 " "3,000 " SH Sole 3000 SUNOCO INC CMN COM 86764P109 "69,000 " "1,700 " SH Sole 1700 SUNPOWER CORP-CLASS A COM 867652109 "29,381 " "2,290 " SH Sole 2290 SUNTRUST BANKS INC $1.00 PAR CMN COM 867914103 "156,000 " "5,300 " SH Sole 5300 SUPERGEN INC CMN COM 868059106 "2,000 " 600 SH Sole 600 SUPERIOR INDS INTL INC CMN COM 868168105 "81,000 " "3,800 " SH Sole 3800 SXC HEALTH SOLUTIONS CORP COM 78505P100 429 10 SH Sole 10 "SYNAPTICS, INC. CMN" COM 87157D109 "47,000 " "1,600 " SH Sole 1600 SYNNEX CORPORATION CMN COM 87162W100 "34,000 " "1,100 " SH Sole 1100 SYNTA PHARMACEUTICALS CORP CMN COM 87162T206 "1,000 " 200 SH Sole 200 SYNTEL INC CMN COM 87162H103 "19,000 " 400 SH Sole 400 TAKE TWO INTERACTIVE SOFTWARE INC COM 874054109 "64,000 " "5,200 " SH Sole 5200 "TARGACEPT, INC. CMN" COM 87611R306 "3,000 " 100 SH Sole 100 TASEKO MINES LIMITED CMN COM 876511106 "96,000 " "18,300 " SH Sole 18300 TAUBMAN CENTERS INC COM 876664103 "65,624 " "1,300 " SH Sole 1300 TCF FINANCIAL CORP COM 872275102 "7,405 " 500 SH Sole 500 TECH DATA CORP CMN COM 878237106 "87,000 " "1,983 " SH Sole 1983 TECHNE CORP COM 878377100 "14,447 " 220 SH Sole 220 TECK COMINCO LIMITED CMN CLASS B COM 878742204 "43,000 " 700 SH Sole 700 TECO ENERGY INC. CMN COM 872375100 "12,000 " 700 SH Sole 700 TELECOM ARGENTINA S.A. TELECOM S.A. SPONSORED ADR REP 5 CL B COM 879273209 "20,000 " 800 SH Sole 800 TELECOMMUNICATION SYSTEMS INC CMN CLASS A COM 87929J103 "1,000 " 100 SH Sole 100 TELEFLEX INC. CMN COM 879369106 "97,191 " "1,800 " SH Sole 1800 TELEPHONE AND DATA SYSTEMS COM 879433100 "72,771 " "1,991 " SH Sole 1991 TEMPLETON INCOME FUND MUTUAL FUND COM 880192109 "67,000 " "4,100 " SH Sole 4100 TEMPUR-PEDIC INTERNATIONAL COM 88023U101 "32,048 " 800 SH Sole 800 TENNECO INC CMN COM 880349105 "86,000 " "2,100 " SH Sole 2100 TERADATA CORPORATION CMN COM 88076W103 "75,189 " "1,825 " SH Sole 1825 TERADYNE INC COM 880770102 "19,656 " "1,400 " SH Sole 1400 TEREX CORP (NEW) CMN COM 880779103 "25,000 " 800 SH Sole 800 TERRENO REALTY CORPORATION CMN COM 88146M101 "7,000 " 400 SH Sole 400 TESORO CORPORATION CMN COM 881609101 "130,000 " "7,000 " SH Sole 7000 TEXTRON INC.DEL. CMN COM 883203101 "43,000 " "1,800 " SH Sole 1800 THE ENSIGN GROUP INC. CMN COM 29358P101 "52,000 " "2,100 " SH Sole 2100 THE HERSHEY COMPANY CMN COM 427866108 "104,015 " "2,200 " SH Sole 2200 THE MOSAIC COMPANY CMN COM 61945A107 "46,000 " 600 SH Sole 600 THE PANTRY INC CMN COM 698657103 "10,000 " 500 SH Sole 500 "THE RYLAND GROUP, INC. CMN" COM 783764103 "182,000 " "10,700 " SH Sole 10700 "THE TRAVELERS COMPANIES, INC CMN" COM 89417E109 "117,000 " "2,100 " SH Sole 2100 THE WALT DISNEY CO COM 254687106 "11,253 " 300 SH Sole 300 THOR INDUSTRIES INC COM 885160101 "50,940 " "1,500 " SH Sole 1500 TIBCO SOFTWARE INC. CMN COM 88632Q103 "116,000 " "5,900 " SH Sole 5900 TIFFANY & CO COM 886547108 "87,303 " "1,402 " SH Sole 1402 TIM HORTONS INC. CMN COM 88706M103 "41,000 " "1,000 " SH Sole 1000 TIMBERLAND CO CLASS A CMN CLASS A COM 887100105 "39,000 " "1,600 " SH Sole 1600 TIME WARNER CABLE INC. CMN COM 88732J207 "66,000 " "1,000 " SH Sole 1000 TIME WARNER INC. CMN COM 887317303 "6,000 " 200 SH Sole 200 TIMKEN CO CMN COM 887389104 "123,773 " "2,600 " SH Sole 2600 TITAN MACHINERY INC. CMN COM 88830R101 "10,000 " 500 SH Sole 500 TJX COMPANIES INC (NEW) CMN COM 872540109 "93,634 " "2,100 " SH Sole 2100 TOLL BROTHERS INC COM 889478103 "9,500 " 500 SH Sole 500 TORCHMARK CORP CMN COM 891027104 "101,974 " "1,700 " SH Sole 1700 TORO CO (DELAWARE) CMN COM 891092108 "18,000 " 300 SH Sole 300 TOTAL SA SPONSORED ADR CMN COM 89151E109 "37,000 " 700 SH Sole 700 "TOWER GROUP, INC. CMN" COM 891777104 "100,000 " "3,900 " SH Sole 3900 TOWERS WATSON & CO CMN CLASS A COM 891894107 "16,000 " 300 SH Sole 300 TRANSOCEAN LTD. CMN COM H8817H100 "111,000 " "1,600 " SH Sole 1600 TRINITY INDUSTRIES INC (DEL) CMN COM 896522109 "19,000 " 700 SH Sole 700 TRIQUINT SEMICONDUCTOR INC CMN COM 89674K103 "72,000 " "6,200 " SH Sole 6200 "TRUEBLUE, INC. CMN" COM 89785X101 "29,000 " "1,600 " SH Sole 1600 TRUSTCO BANK CORP NY CMN COM 898349105 "13,000 " "2,100 " SH Sole 2100 TRW AUTOMOTIVE HOLDINGS CORP. CMN COM 87264S106 "179,000 " "3,400 " SH Sole 3400 TUPPERWARE BRANDS CORPORATION CMN COM 899896104 "29,000 " 600 SH Sole 600 TYCO ELECTRONICS LTD. CMN SERIES COM H8912P106 "361,000 " "10,200 " SH Sole 10200 TYCO INTERNATIONAL LTD COM B64GC98 "91,168 " "2,200 " SH Sole 2200 TYSON FOODS INC CL-A CMN CLASS A COM 902494103 "160,162 " "9,300 " SH Sole 9300 U S ENERGY CORP - WYOMING CMN COM 911805109 "9,000 " "1,400 " SH Sole 1400 "U.S. GEOTHERMAL, INC. CMN" COM 90338S102 "13,000 " "11,100 " SH Sole 11100 U.S. GOLD CORPORATION CMN COM 912023207 "2,000 " 300 SH Sole 300 UGI CORPORATION (HOLDING CO) CMN COM 902681105 "63,000 " "2,000 " SH Sole 2000 ULTA SALON COSMETICS & FRAGRAN*CE INC. CMN COM 90384S303 "3,000 " 100 SH Sole 100 ULTRA PETROLEUM CORP CMN COM 903914109 "27,646 " 581 SH Sole 581 "UNDER ARMOUR, INC. CMN CLASS A" COM 904311107 "121,000 " "2,200 " SH Sole 2200 UNION PACIFIC CORP. CMN COM 907818108 "56,000 " 600 SH Sole 600 UNISYS CORPORATION CMN COM 909214306 "16,000 " 600 SH Sole 600 UNITED CONTINENTAL HOLDING INC CMN COM 910047109 "5,000 " 200 SH Sole 200 UNITED FIRE & CASUALTY CO CMN COM 910331107 "11,000 " 500 SH Sole 500 UNITED ONLINE INC CMN COM 911268100 "18,000 " "2,700 " SH Sole 2700 "UNITED PARCEL SERVICE, INC. CLASS B COMMON STOCK" COM 911312106 "58,516 " 800 SH Sole 800 UNITED STATES LIME & MINERALS CMN COM 911922102 "46,000 " "1,091 " SH Sole 1091 UNITED STATES STEEL CORP COM 912909108 "11,684 " 200 SH Sole 200 UNITED TECHNOLOGIES CORP COM 913017109 "23,616 " 300 SH Sole 300 UNITED THERAPEUTICS CORP CMN COM 91307C102 "18,644 " 300 SH Sole 300 UNITEDHEALTH GROUP INCORPORATE*D CMN COM 91324P102 "90,000 " "2,500 " SH Sole 2500 UNITIL CORPORATION CMN COM 913259107 "41,000 " "1,800 " SH Sole 1800 UNITRIN INC CMN COM 913275103 "38,614 " "1,588 " SH Sole 1588 UNIVERSAL AMERICAN FINANCIAL CORPORATION COM 913377107 "190,000 " "9,300 " SH Sole 9300 UNIVERSAL DISPLAY CORP CMN COM 91347P105 "43,000 " "1,400 " SH Sole 1400 UNIVERSAL ELECTRS INC CMN COM 913483103 "6,000 " 200 SH Sole 200 UNIVERSAL HEALTH SVC CL B CMN CLASS B COM 913903100 "96,000 " "2,200 " SH Sole 2200 UNUM GROUP CMN COM 91529Y106 "12,000 " 500 SH Sole 500 URBAN OUTFITTERS INC COM 917047102 "14,324 " 400 SH Sole 400 URS CORPORATION CMN COM 903236107 "252,047 " "6,050 " SH Sole 6050 US AIRWAYS GROUP INC CMN COM 90341W108 "9,000 " 900 SH Sole 900 US BANCORP COM 902973304 "5,394 " 200 SH Sole 200 US CELLULAR CORP COM 911684108 "9,688 " 194 SH Sole 194 USA TRUCK INC CMN COM 902925106 "4,000 " 300 SH Sole 300 VALASSIS COMMUNICATIONS INC CMN COM 918866104 "113,000 " "3,500 " SH Sole 3500 VALEANT PHARMACEUTICALS INTERN*ATIONAL INC CMN COM 91911K102 "65,000 " "2,300 " SH Sole 2300 VALERO ENERGY CORPORATION CMN COM 91913Y100 "118,312 " "5,100 " SH Sole 5100 "VALIDUS HOLDINGS, LTD. CMN" COM G9319H102 "72,000 " "2,338 " SH Sole 2338 VALSPAR CORP CMN COM 920355104 "97,000 " "2,800 " SH Sole 2800 VALUECLICK INC ORD CMN COM 92046N102 "27,000 " "1,700 " SH Sole 1700 VARIAN MEDICAL SYSTEMS INC COM 92220P105 "6,928 " 100 SH Sole 100 VARIAN SEMICONDUCTOR EQUIP COM 922207105 "7,394 " 200 SH Sole 200 VASCULAR SOLUTIONS INC CMN COM 92231M109 "1,000 " 100 SH Sole 100 VCA ANTECH INC COM 918194101 "25,945 " "1,114 " SH Sole 1114 VECTOR GROUP LTD CMN COM 92240M108 "31,000 " "1,800 " SH Sole 1800 VECTREN CORPORATION COM 92240G101 "7,614 " 300 SH Sole 300 VERISIGN INC COM 92343E102 "3,267 " 100 SH Sole 100 VERISK ANALYTICS INC-CLASS A COM 92345Y106 "13,632 " 400 SH Sole 400 VERTEX PHARMACEUTICALS INC CMN COM 92532F100 "42,006 " "1,200 " SH Sole 1200 VIACOM INC. CMN CLASS B COM 92553P201 "79,000 " "2,000 " SH Sole 2000 VISHAY INTERTECHNOLOGY CMN COM 928298108 "133,360 " "9,100 " SH Sole 9100 VISTAPRINT NV CMN COM N93540107 "23,000 " 500 SH Sole 500 VITAL IMAGES INC CMN COM 92846N104 "6,000 " 400 SH Sole 400 VONAGE HOLDINGS CORP. CMN COM 92886T201 "1,000 " 400 SH Sole 400 VSE CORP CMN COM 918284100 "3,000 " 100 SH Sole 100 VULCAN MATERIALS CO CMN COM 929160109 "119,744 " "2,700 " SH Sole 2700 W.R. BERKLEY CORPORATION CMN COM 084423102 "13,476 " 500 SH Sole 500 WABCO HOLDINGS INC. CMN COM 92927K102 "85,000 " "1,400 " SH Sole 1400 WALGREEN CO. CMN COM 931422109 "190,608 " "4,900 " SH Sole 4900 WAL-MART STORES INC COM 931142103 "97,074 " "1,800 " SH Sole 1800 WALTER ENERGY INC CMN COM 93317Q105 "89,000 " 700 SH Sole 700 WASHINGTON FEDERAL INC CMN COM 938824109 "228,000 " "13,500 " SH Sole 13500 WATERS CORPORATION COMMON STOCK COM 941848103 "16,000 " 200 SH Sole 200 WATSON PHARMACEUTICALS INC CMN COM 942683103 "93,123 " "1,796 " SH Sole 1796 WEATHERFORD INTERNATIONAL LTD CMN COM H27013103 "18,000 " 800 SH Sole 800 WEBMD HEALTH CORP-CLASS A COM 94770V102 "6,127 " 120 SH Sole 120 WEBSTER FINANCIAL CORP CMN COM 947890109 "14,000 " 700 SH Sole 700 "WEIGHT WATCHERS INTERNATIONAL, INC. CMN" COM 948626106 "49,000 " "1,300 " SH Sole 1300 WELLCARE HEALTH PLANS INC CMN COM 94946T106 "39,000 " "1,300 " SH Sole 1300 "WELLPOINT, INC. CMN" COM 94973V107 "62,372 " "1,100 " SH Sole 1100 WELLS FARGO & CO (NEW) CMN COM 949746101 "316,198 " "10,200 " SH Sole 10200 WEST COAST BANCORP ORE CMN COM 952145100 "1,000 " 200 SH Sole 200 "WESTAR ENERGY, INC CMN" COM 95709T100 "8,000 " 300 SH Sole 300 WESTERN ASSET EMRG MKT DEBT FD MUTUAL FUND COM 95766A101 "51,000 " "2,800 " SH Sole 2800 WESTERN DIGITAL CORP CMN COM 958102105 "34,000 " "1,000 " SH Sole 1000 WESTERN UNION COMPANY (THE) CMN COM 959802109 "46,000 " "2,500 " SH Sole 2500 WESTLAKE CHEMICAL CORPORATION CMN COM 960413102 "39,000 " 900 SH Sole 900 "WESTWOOD HOLDINGS GROUP, INC. CMN" COM 961765104 "8,000 " 200 SH Sole 200 WHIRLPOOL CORP. CMN COM 963320106 "53,000 " 600 SH Sole 600 WHITING PETROLEUM CORP COM 966387102 "23,438 " 200 SH Sole 200 WHITNEY HLDG CORP CMN COM 966612103 "76,000 " "5,400 " SH Sole 5400 WILLIAMS COS INC COM 969457100 "4,969 " 201 SH Sole 201 "WILLIAMS-SONOMA, INC. CMN" COM 969904101 "67,569 " "1,900 " SH Sole 1900 WILMINGTON TRUST CORP (NEW) CMN COM 971807102 "32,000 " "7,400 " SH Sole 7400 WISCONSIN ENERGY CORP COM 976657106 "8,005 " 136 SH Sole 136 WORLD ACCEP CORP DEL CMN COM 981419104 "11,000 " 200 SH Sole 200 WORLD FUEL SERVICES CORP CMN COM 981475106 "25,000 " 700 SH Sole 700 WYNDHAM WORLDWIDE CORP COM 98310W108 "20,672 " 690 SH Sole 690 "WYNN RESORTS, LIMITED CMN" COM 983134107 "10,000 " 100 SH Sole 100 XCEL ENERGY INC CMN COM 98389B100 "5,000 " 200 SH Sole 200 XEROX CORPORATION CMN COM 984121103 "88,496 " "7,665 " SH Sole 7665 YUM! BRANDS INC COM 988498101 "14,715 " 300 SH Sole 300 ZAGG INCORPORATED CMN COM 98884U108 "59,000 " "7,800 " SH Sole 7800 ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 "11,397 " 300 SH Sole 300 ZEP INC. CMN COM 98944B108 "6,000 " 300 SH Sole 300 ZIMMER HLDGS INC CMN COM 98956P102 "37,851 " 709 SH Sole 709 ZIX CORPORATION CMN COM 98974P100 "5,000 " "1,200 " SH Sole 1200 ZOLTEK COS INC CMN COM 98975W104 "29,000 " "2,500 " SH Sole 2500 CARDINAL HEALTH INC CMN COM 14149Y108 "85,000 " "2,221 " SH Sole 2221 CAREFUSION CORPORATION CMN COM 14170T101 "190,280 " "7,400 " SH Sole 7400 COMMONWEALTH REIT CMN COM 203233101 "71,765 " "2,814 " SH Sole 2814 "DELTA AIR LINES, INC. CMN" COM 247361702 "7,000 " 562 SH Sole 562 KKR & CO. L.P. CMN COM 48248M102 "559,000 " "39,342 " SH Sole 39342 "PMI GROUP, INC. CMN" COM 69344M101 "3,000 " 800 SH Sole 800 PUT/MEE 15 EXP 01/21/2012 PUT 576206106 "2,000 " 70 SH PUT MASSEY ENERGY COMPANY CMN -375550.00 Sole 70 PUT/MET 10 EXP 01/22/2011 PUT 59156R108 "9,888 " 322 SH PUT "METLIFE, INC. CMN" -542168.00 Sole 322 PUT/SNDK10 EXP 01/22/2011 PUT 80004C101 "1,000 " 75 SH PUT SANDISK CORP CMN -373950.00 Sole 75 PUT/SNDK 12.5 EXP 01/22/2011 PUT 80004C101 "1,000 " 488 SH PUT SANDISK CORP CMN -2433168.00 Sole 488 PUT/UAL 10.0000 EXP01/22/2011 PUT 910047109 "1,000 " 400 SH PUT UNITED CONTINENTAL HOLDING INC CMN -952800.00 Sole 400 SAKS INCORPORATED CMN COM 79377W108 "1,000 " 100 SH Sole 100 SANDISK CORPORATION 1.00000000 05/15/2013 CONV NM CNV 80004CAC5 "4,378,000 " "4,500,000 " PRN Sole 4500000 SIX FLAGS ENTERTAINMENT CORPOR*ATION CMN COM 83001A102 "644,000 " "11,844 " SH Sole 11844 SMURFIT-STONE CONTAINER CORP CMN COM 83272A104 "19,000 " 759 SH Sole 759 WTS/BANK OF AMERICA CORP 13.3000 EXP01/16/2019 WTS 060505146 "2,612,000 " "365,885 " SH CALL Sole 365885 WTS/COMERICA INCORPORATED 29.4000 EXP11/14/2018 WTS 200340115 "3,897,000 " "236,200 " SH CALL Sole 236200 WTS/JPMORGAN CHASE & CO. 42.4200 EXP10/28/2018 WTS 46634E114 "1,800,000 " "124,537 " SH CALL Sole 124537 WTS/TCF FINANCIAL CORPORATION 16.9300 EXP11/14/2018 WTS 872275128 "780,000 " "145,000 " SH CALL Sole 145000 "WTS/THE PNC 67.3300 EXP12/31/2018" WTS 693475121 "3,447,000 " "238,900 " SH CALL Sole 238900 WTS/VALLEY NATIONAL BANCORP 17.7700 EXP11/14/2018 WTS 919794131 "205,000 " "80,400 " SH CALL Sole 80400
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