0000950123-11-077227.txt : 20110815 0000950123-11-077227.hdr.sgml : 20110815 20110815092337 ACCESSION NUMBER: 0000950123-11-077227 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110815 DATE AS OF CHANGE: 20110815 EFFECTIVENESS DATE: 20110815 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: 111033410 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 c21429e13fvhr.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: June 30, 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 August 15, 2011 ------------------------------------- ---------------------- --------------- [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: 763 Form 13F Information Table Value Total: $2,191,842 (thousands) 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 TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ------------------------ NAME OF ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- --------- --------- ---- * AFLAC INC COM 001055102 987 21,137 SH SOLE 21,137 * AES CORP COM 00130H105 1,282 100,607 SH SOLE 100,607 * ABBOTT LABS COM 002824100 954 18,122 SH SOLE 18,122 * ABERCROMBIE & FITCH CO CL A 002896207 2,582 38,580 SH SOLE 38,580 * ABOVENET INC COM 00374N107 1,826 25,914 SH SOLE 25,914 * ACACIA RESH CORP ACACIA TCH COM 003881307 431 11,736 SH SOLE 11,736 * ACCURAY INC COM 004397105 965 120,469 SH SOLE 120,469 * ACTIVISION BLIZZARD INC COM 00507V109 2,298 196,742 SH SOLE 196,742 * ACTUANT CORP CL A NEW 00508X203 4,096 152,651 SH SOLE 152,651 * ACUITY BRANDS INC COM 00508Y102 1,369 24,535 SH SOLE 24,535 * ADOBE SYS INC COM 00724F101 585 18,606 SH SOLE 18,606 * ADTRAN INC COM 00738A106 973 25,143 SH SOLE 25,143 * ADVANCE AUTO PARTS INC COM 00751Y106 3,190 54,542 SH SOLE 54,542 ADVISORY BRD CO COM 00762W107 999 17,253 SH SOLE 17,253 * ADVANTAGE OIL & GAS LTD COM 00765F101 182 23,000 SH SOLE 23,000 * AEROPOSTALE COM 007865108 321 18,332 SH SOLE 18,332 * AETNA INC NEW COM 00817Y108 296 6,720 SH SOLE 6,720 * AFFILIATED MANAGERS GROUP COM 008252108 667 6,577 SH SOLE 6,577 * AGNICO EAGLE MINES LTD COM 008474108 494 7,800 SH SOLE 7,800 * AIRGAS INC COM 009363102 1,985 28,341 SH SOLE 28,341 * ALBEMARLE CORP COM 012653101 1,678 24,243 SH SOLE 24,243 * ALCATEL-LUCENT SPONSORED ADR 013904305 532 92,147 SH SOLE 92,147 * ALIGN TECHNOLOGY INC COM 016255101 966 42,354 SH SOLE 42,354 * ALLIANT TECHSYSTEMS INC COM 018804104 951 13,335 SH SOLE 13,335 ALLIED HEALTHCARE INTL INC COM 01923A109 209 84,000 SH SOLE 84,000 * ALPHA NATURAL RESOURCES INC COM 02076X102 284 6,259 SH SOLE 6,259 * ALTRA HOLDINGS INC COM 02208R106 1,781 74,241 SH SOLE 74,241 * AMAZON COM INC COM 023135106 573 2,800 SH SOLE 2,800 * AMEDISYS INC COM 023436108 1,866 70,080 SH SOLE 70,080 * AMERICAN APPAREL INC COM 023850100 173 194,300 SH SOLE 194,300 * AMERICAN AXLE & MFG HLDGS IN COM 024061103 206 18,130 SH SOLE 18,130 * AMERICAN CAPITAL AGENCY CORP COM 02503X105 11,644 400,000 SH SOLE 400,000 AMERICAN DG ENERGY INC COM 025398108 74 44,600 SH SOLE 44,600 * AMERICAN ELEC PWR INC COM 025537101 1,668 44,268 SH SOLE 44,268 * AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,870 146,658 SH SOLE 146,658

* AMERICAN GREETINGS CORP CL A 026375105 744 30,947 SH SOLE 30,947 * AMERICAN REPROGRAPHICS CO COM 029263100 210 29,636 SH SOLE 29,636 * AMERISOURCEBERGEN CORP COM 03073E105 636 15,367 SH SOLE 15,367 * AMERIPRISE FINL INC COM 03076C106 400 6,942 SH SOLE 6,942 * AMETEK INC NEW COM 031100100 1,258 28,027 SH SOLE 28,027 * AMGEN INC COM 031162100 560 9,601 SH SOLE 9,601 * AMKOR TECHNOLOGY INC COM 031652100 2,082 337,384 SH SOLE 337,384 * ANDERSONS INC COM 034164103 711 16,836 SH SOLE 16,836 * ANN INC COM 035623107 692 26,501 SH SOLE 26,501 * A123 SYS INC COM 03739T108 898 168,823 SH SOLE 168,823 AOXING PHARMACEUTICAL CO INC COM 03740A106 99 72,500 SH SOLE 72,500 * APACHE CORP COM 037411105 754 6,108 SH SOLE 6,108 * APOLLO GROUP INC CL A 037604105 2,575 58,958 SH SOLE 58,958 * APPLE INC COM 037833100 2,853 8,500 SH SOLE 8,500 * APPLIED ENERGETICS INC COM 03819M106 43 129,200 SH SOLE 129,200 * APPLIED MATLS INC COM 038222105 509 39,101 SH SOLE 39,101 * APTARGROUP INC COM 038336103 203 3,874 SH SOLE 3,874 * ARBITRON INC COM 03875Q108 372 9,000 SH SOLE 9,000 * ARCH COAL INC COM 039380100 47,141 1,768,234 SH SOLE 1,768,234 * ARCHER DANIELS MIDLAND CO COM 039483102 869 28,837 SH SOLE 28,837 * ARES CAP CORP COM 04010L103 1,342 83,516 SH SOLE 83,516 * ARKANSAS BEST CORP DEL COM 040790107 1,729 72,862 SH SOLE 72,862 * ARM HLDGS PLC SPONSORED ADR 042068106 625 21,979 SH SOLE 21,979 ARMOUR RESIDENTIAL REIT INC *W EXP 11/07/201 042315119 206 5,158,651 SH SOLE 5,158,651 * ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,337 29,338 SH SOLE 29,338 * ARTHROCARE CORP COM 043136100 244 7,300 SH SOLE 7,300 ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 1,631 1,500,000 PRN NONE ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 5,786 6,050,000 PRN NONE * ASCENA RETAIL GROUP INC COM 04351G101 295 8,667 SH SOLE 8,667 * ASHFORD HOSPITALITY TR INC COM SHS 044103109 2,490 200,000 SH SOLE 200,000 * ASHLAND INC NEW COM 044209104 1,008 15,600 SH SOLE 15,600 * ASPEN TECHNOLOGY INC COM 045327103 1,919 111,696 SH SOLE 111,696 * ASPENBIO PHARMA INC COM 045346103 47 71,700 SH SOLE 71,700 * ASSET ACCEP CAP CORP COM 04543P100 95 23,600 SH SOLE 23,600 * ATLANTIC PWR CORP COM NEW 04878Q863 185 12,200 SH SOLE 12,200 * ATMEL CORP COM 049513104 592 42,090 SH SOLE 42,090 * ATMOS ENERGY CORP COM 049560105 2,993 90,000 SH SHARED 1 90,000 * AUTODESK INC COM 052769106 3,764 97,517 SH SOLE 97,517 * AUTOLIV INC COM 052800109 3,413 43,510 SH SOLE 43,510 * AUTOMATIC DATA PROCESSING IN COM 053015103 349 6,628 SH SOLE 6,628 * AUTOZONE INC COM 053332102 1,922 6,518 SH SOLE 6,518 * AVERY DENNISON CORP COM 053611109 744 19,255 SH SOLE 19,255 * AVIS BUDGET GROUP COM 053774105 494 28,879 SH SOLE 28,879 AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 45,457 35,695,000 PRN NONE * AVNET INC COM 053807103 1,952 61,218 SH SOLE 61,218 * AVON PRODS INC COM 054303102 944 33,708 SH SOLE 33,708 * BP PLC SPONSORED ADR 055622104 16,792 379,130 SH SHARED 1 379,130 * BP PLC SPONSORED ADR 055622104 78,894 1,781,300 SH CALL SOLE 1,781,300 * BP PLC SPONSORED ADR 055622104 5,315 120,000 SH PUT SHARED 1 120,000 * BRE PROPERTIES INC CL A 05564E106 1,704 34,159 SH SOLE 34,159 * BAKER HUGHES INC COM 057224107 514 7,085 SH SOLE 7,085 * BALL CORP COM 058498106 969 25,207 SH SOLE 25,207 BALLANTYNE STRONG INC COM 058516105 275 58,700 SH SOLE 58,700 * BALLY TECHNOLOGIES INC COM 05874B107 932 22,899 SH SOLE 22,899 * BANK OF THE OZARKS INC COM 063904106 1,040 19,985 SH SOLE 19,985 * BARRICK GOLD CORP COM 067901108 2,587 57,101 SH SOLE 57,101 * BARRICK GOLD CORP COM 067901108 9,928 219,200 SH CALL SOLE 219,200 * BARRETT BILL CORP COM 06846N104 921 19,868 SH SOLE 19,868 * BE AEROSPACE INC COM 073302101 294 7,195 SH SOLE 7,195 * BEACON ROOFING SUPPLY INC COM 073685109 1,616 70,804 SH SOLE 70,804 * BED BATH & BEYOND INC COM 075896100 2,928 50,168 SH SOLE 50,168 * BEST BUY INC COM 086516101 2,008 63,943 SH SOLE 63,943 * BIODEL INC COM 09064M105 152 81,400 SH SOLE 81,400 * BLACKROCK KELSO CAPITAL CORP COM 092533108 1,998 222,794 SH SOLE 222,794 * BLOCK H & R INC COM 093671105 1,023 63,779 SH SOLE 63,779 * BLUEGREEN CORP COM 096231105 65 22,100 SH SOLE 22,100 * BLUELINX HLDGS INC COM 09624H109 106 46,000 SH SOLE 46,000 * BOEING CO COM 097023105 1,589 21,500 SH SOLE 21,500 * BOISE INC COM 09746Y105 1,052 135,067 SH SOLE 135,067 * BOOKS-A-MILLION INC COM 098570104 58 16,600 SH SOLE 16,600 * BOSTON PRIVATE FINL HLDGS IN COM 101119105 796 121,006 SH SOLE 121,006 * BOSTON SCIENTIFIC CORP COM 101137107 1,847 267,283 SH SOLE 267,283 * BRADY CORP CL A 104674106 953 29,723 SH SOLE 29,723 * BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 17,329 890,500 SH SHARED 1 890,500 * BRIGGS & STRATTON CORP COM 109043109 722 36,346 SH SOLE 36,346 * BRIGHAM EXPLORATION CO COM 109178103 2,239 74,806 SH SOLE 74,806 * BRINKER INTL INC COM 109641100 952 38,936 SH SOLE 38,936 * BROADCOM CORP CL A 111320107 1,567 46,588 SH SOLE 46,588 * BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,663 257,385 SH SOLE 257,385 * BROOKS AUTOMATION INC COM 114340102 118 10,900 SH SOLE 10,900 * BROWN FORMAN CORP CL B 115637209 514 6,885 SH SOLE 6,885 * BUCKLE INC COM 118440106 667 15,631 SH SOLE 15,631 * CBL & ASSOC PPTYS INC COM 124830100 609 33,570 SH SOLE 33,570 * CBS CORP NEW CL B 124857202 344 12,087 SH SOLE 12,087 * CF INDS HLDGS INC COM 125269100 2,371 16,735 SH SOLE 16,735 * C H ROBINSON WORLDWIDE INC COM NEW 12541W209 236 2,989 SH SOLE 2,989 CPI CORP COM 125902106 360 27,400 SH SOLE 27,400 * CNO FINL GROUP INC COM 12621E103 81 10,286 SH SOLE 10,286 * CVR ENERGY INC COM 12662P108 1,231 50,000 SH SHARED 1 50,000 * CVR PARTNERS LP COM 126633106 2,414 107,500 SH SHARED 1 107,500 * CA INC COM 12673P105 436 19,082 SH SOLE 19,082 * CABELAS INC COM 126804301 505 18,614 SH SOLE 18,614 * CABOT CORP COM 127055101 295 7,400 SH SOLE 7,400 * CABOT OIL & GAS CORP COM 127097103 1,898 28,619 SH SOLE 28,619 * CACI INTL INC CL A 127190304 1,074 17,026 SH SOLE 17,026 * CALLAWAY GOLF CO COM 131193104 317 51,012 SH SOLE 51,012 * CAMDEN PPTY TR SH BEN INT 133131102 329 5,171 SH SOLE 5,171 * CAMELOT INFORMATION SYS INC ADS RP ORD SHS 13322V105 1,137 76,050 SH SOLE 76,050 * CAMPBELL SOUP CO COM 134429109 610 17,647 SH SOLE 17,647 * CANADIAN PAC RY LTD COM 13645T100 3,243 52,016 SH SOLE 52,016 * CANADIAN SOLAR INC COM 136635109 429 37,282 SH SOLE 37,282 * CANON INC ADR 138006309 709 14,903 SH SOLE 14,903 * CAPSTONE TURBINE CORP COM 14067D102 422 276,018 SH SOLE 276,018 * CARBO CERAMICS INC COM 140781105 1,454 8,926 SH SOLE 8,926 * CARDINAL HEALTH INC COM 14149Y108 445 9,806 SH SOLE 9,806 * CARMAX INC COM 143130102 1,879 56,825 SH SOLE 56,825 * CARNIVAL CORP PAIRED CTF 143658300 227 6,044 SH SOLE 6,044 * CARPENTER TECHNOLOGY CORP COM 144285103 788 13,662 SH SOLE 13,662 * CARRIZO OIL & CO INC COM 144577103 1,960 46,935 SH SOLE 46,935 * CARTER INC COM 146229109 935 30,405 SH SOLE 30,405 * CASH AMER INTL INC COM 14754D100 571 9,863 SH SOLE 9,863 * CATALYST HEALTH SOLUTIONS IN COM 14888B103 1,776 31,818 SH SOLE 31,818 * CATERPILLAR INC DEL COM 149123101 511 4,800 SH SOLE 4,800 * CATHAY GENERAL BANCORP COM 149150104 1,865 113,798 SH SOLE 113,798 * CBEYOND INC COM 149847105 779 58,908 SH SOLE 58,908 * CENTENE CORP DEL COM 15135B101 1,539 43,315 SH SOLE 43,315 * CENTERPOINT ENERGY INC COM 15189T107 9,039 467,152 SH SHARED 1 467,152 * CENTURYLINK INC COM 156700106 1,075 26,584 SH SOLE 26,584 * CERNER CORP COM 156782104 733 11,992 SH SOLE 11,992 * CHARMING SHOPPES INC COM 161133103 56 13,457 SH SOLE 13,457 * CHEESECAKE FACTORY INC COM 163072101 394 12,572 SH SOLE 12,572 * CHEVRON CORP NEW COM 166764100 617 6,000 SH SOLE 6,000 * CHICOS FAS INC COM 168615102 649 42,584 SH SOLE 42,584 * CHILDRENS PL RETAIL STORES I COM 168905107 1,645 36,975 SH SOLE 36,975 * CHIMERA INVT CORP COM 16934Q109 47 13,516 SH SOLE 13,516 * CHOICE HOTELS INTL INC COM 169905106 284 8,514 SH SOLE 8,514 * CHIQUITA BRANDS INTL INC COM 170032809 978 75,119 SH SOLE 75,119 * CHURCH & DWIGHT INC COM 171340102 888 21,900 SH SOLE 21,900 * CIMAREX ENERGY CO COM 171798101 665 7,400 SH SOLE 7,400 * CIRCOR INTL INC COM 17273K109 1,334 31,144 SH SOLE 31,144 * CISCO SYS INC COM 17275R102 5,106 327,100 SH SOLE 327,100 * CITRIX SYS INC COM 177376100 557 6,962 SH SOLE 6,962 * CLOROX CO DEL COM 189054109 1,779 26,372 SH SOLE 26,372 * COACH INC COM 189754104 962 15,040 SH SOLE 15,040 * COCA COLA CO COM 191216100 427 6,350 SH SOLE 6,350 * COGENT COMM GROUP INC COM NEW 19239V302 667 39,201 SH SOLE 39,201 * COGNEX CORP COM 192422103 304 8,587 SH SOLE 8,587 * COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,995 81,742 SH SOLE 81,742 * COLONY FINL INC COM 19624R106 1,753 96,986 SH SOLE 96,986 * COMCAST CORP NEW CL A 20030N101 1,324 52,252 SH SOLE 52,252 * COMPUTER SCIENCES CORP COM 205363104 2,738 72,135 SH SOLE 72,135 * COMPUWARE CORP COM 205638109 974 99,762 SH SOLE 99,762 * COMTECH TELECOMMUNICATIONS C COM NEW 205826209 375 13,374 SH SOLE 13,374 * COMVERGE INC COM 205859101 333 112,200 SH SOLE 112,200 * CON-WAY INC COM 205944101 2,539 65,434 SH SOLE 65,434 * CONCHO RES INC COM 20605P101 2,564 27,913 SH SOLE 27,913 * CONCUR TECHNOLOGIES INC COM 206708109 1,850 36,955 SH SOLE 36,955 * CONTINENTAL RESOURCES INC COM 212015101 232 3,573 SH SOLE 3,573 * COOPER TIRE & RUBR CO COM 216831107 26,734 1,350,861 SH SOLE 1,350,861 * COPART INC COM 217204106 984 21,123 SH SOLE 21,123 * CORELOGIC INC COM 21871D103 286 17,116 SH SOLE 17,116 * CORNING INC COM 219350105 844 46,500 SH SOLE 46,500 * CORRECTIONS CORP AMER NEW COM NEW 22025Y407 28,188 1,302,007 SH SOLE 1,302,007 * COSTAR GROUP INC COM 22160N109 497 8,386 SH SOLE 8,386 * COTT CORP QUE COM 22163N106 16,773 1,994,439 SH SOLE 1,994,439 * COVANTA HLDG CORP COM 22282E102 216 13,100 SH SOLE 13,100 * COVENTRY HEALTH CARE INC COM 222862104 1,419 38,900 SH SOLE 38,900 * CROWN CASTLE INTL CORP COM 228227104 1,919 47,043 SH SOLE 47,043 * CUMMINS INC COM 231021106 585 5,657 SH SOLE 5,657 * CURRENCYSHARES EURO TR EURO SHS 23130C108 28,896 200,000 SH PUT SOLE 200,000 * CURTISS WRIGHT CORP COM 231561101 898 27,751 SH SOLE 27,751 * CUTERA INC COM 232109108 241 28,300 SH SOLE 28,300 * CYPRESS SHARPRIDGE INVTS INC COM 23281A307 678 52,899 SH SOLE 52,899 * CYTEC INDS INC COM 232820100 217 3,801 SH SOLE 3,801 * CYTRX CORP COM NEW 232828301 176 243,800 SH SOLE 243,800 * CYTOKINETICS INC COM 23282W100 121 97,000 SH SOLE 97,000 * DG FASTCHANNEL INC COM 23326R109 1,886 58,838 SH SOLE 58,838 * D R HORTON INC COM 23331A109 773 67,105 SH SOLE 67,105 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 24,318 21,844,000 PRN NONE * DANAHER CORP DEL COM 235851102 1,681 31,728 SH SOLE 31,728 * DARDEN RESTAURANTS INC COM 237194105 2,979 59,861 SH SOLE 59,861 * DAVITA INC COM 23918K108 1,772 20,465 SH SOLE 20,465 * DECKERS OUTDOOR CORP COM 243537107 485 5,500 SH SOLE 5,500 * DEERE & CO COM 244199105 709 8,600 SH SOLE 8,600 * DELL INC COM 24702R101 1,095 65,700 SH SOLE 65,700 * DELTA AIR LINES INC DEL COM NEW 247361702 124 13,567 SH SOLE 13,567 * DELUXE CORP COM 248019101 913 36,963 SH SOLE 36,963 * DEVELOPERS DIVERSIFIED RLTY COM 251591103 616 43,688 SH SOLE 43,688 * DEVON ENERGY CORP NEW COM 25179M103 1,906 24,186 SH SOLE 24,186 * DEX ONE CORP COM 25212W100 477 188,400 SH SOLE 188,400 * DEXCOM INC COM 252131107 2,747 189,584 SH SOLE 189,584 * DIAMOND FOODS INC COM 252603105 685 8,973 SH SOLE 8,973 * DICKS SPORTING GOODS INC COM 253393102 1,353 35,199 SH SOLE 35,199 * DILLARDS INC CL A 254067101 1,935 37,114 SH SOLE 37,114 * DINEEQUITY INC COM 254423106 437 8,354 SH SOLE 8,354 * DISNEY WALT CO COM DISNEY 254687106 1,499 38,400 SH SOLE 38,400 * DISCOVER FINL SVCS COM 254709108 2,127 79,518 SH SOLE 79,518 * DIRECTV COM CL A 25490A101 1,495 29,417 SH SOLE 29,417 * DOLLAR FINL CORP COM 256664103 836 38,609 SH SOLE 38,609 * DOLLAR TREE INC COM 256746108 2,238 33,596 SH SOLE 33,596 * DOMINOS PIZZA INC COM 25754A201 922 36,527 SH SOLE 36,527 * DR PEPPER SNAPPLE GROUP INC COM 26138E109 694 16,551 SH SOLE 16,551 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 6,766 7,500,000 PRN NONE * DUN & BRADSTREET CORP DEL NE COM 26483E100 325 4,300 SH SOLE 4,300 * DYCOM INDS INC COM 267475101 2,720 166,464 SH SOLE 166,464 * E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 1,168 100,794 SH SOLE 100,794 E M C CORP MASS NOTE 1.750%12/0 268648AM4 11,393 6,500,000 PRN NONE * EOG RES INC COM 26875P101 310 2,967 SH SOLE 2,967 * EAST WEST BANCORP INC COM 27579R104 1,081 53,491 SH SOLE 53,491 * EATON CORP COM 278058102 1,884 36,618 SH SOLE 36,618 * ECOLAB INC COM 278865100 287 5,097 SH SOLE 5,097 * EDUCATION RLTY TR INC COM 28140H104 1,076 125,566 SH SOLE 125,566 * EDWARDS LIFESCIENCES CORP COM 28176E108 883 10,124 SH SOLE 10,124 * EL PASO CORP COM 28336L109 45,173 2,236,280 SH SHARED 1 2,236,280 * EL PASO ELEC CO COM NEW 283677854 255 7,910 SH SOLE 7,910 * ELECTRONIC ARTS INC COM 285512109 4,286 181,600 SH SOLE 181,600 * ELIZABETH ARDEN INC COM 28660G106 1,826 62,901 SH SOLE 62,901 * ELLIS PERRY INTL INC COM 288853104 350 13,852 SH SOLE 13,852 * EMCOR GROUP INC COM 29084Q100 365 12,454 SH SOLE 12,454 * ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,666 41,466 SH SOLE 41,466 * ENERGY CONVERSION DEVICES IN COM 292659109 346 293,300 SH SOLE 293,300 * ENERGIZER HLDGS INC COM 29266R108 864 11,946 SH SOLE 11,946 * ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 7,327 162,965 SH SHARED 1 162,965 * EQUIFAX INC COM 294429105 1,781 51,297 SH SOLE 51,297 * EQUINIX INC COM NEW 29444U502 599 5,932 SH SOLE 5,932 * ESTERLINE TECHNOLOGIES CORP COM 297425100 225 2,939 SH SOLE 2,939 * EURONET WORLDWIDE INC COM 298736109 182 11,799 SH SOLE 11,799 * EVERCORE PARTNERS INC CLASS A 29977A105 2,343 70,328 SH SOLE 70,328 * EVERGREEN SOLAR INC COM NEW 30033R306 168 295,500 SH SOLE 295,500 * EXIDE TECHNOLOGIES COM NEW 302051206 571 74,760 SH SOLE 74,760 * EXPEDIA INC DEL COM 30212P105 1,814 62,575 SH SOLE 62,575 * EXPEDITORS INTL WASH INC COM 302130109 3,539 69,136 SH SOLE 69,136 * EXPRESS INC COM 30219E103 615 28,212 SH SOLE 28,212 * EZCORP INC CL A NON VTG 302301106 270 7,576 SH SOLE 7,576 * EXXON MOBIL CORP COM 30231G102 757 9,300 SH SOLE 9,300 * FLIR SYS INC COM 302445101 2,519 74,734 SH SOLE 74,734 * FNB CORP PA COM 302520101 686 66,245 SH SOLE 66,245 * FAIRCHILD SEMICONDUCTOR INTL COM 303726103 361 21,575 SH SOLE 21,575 * FERRO CORP COM 315405100 1,004 74,690 SH SOLE 74,690 * F5 NETWORKS INC COM 315616102 2,745 24,902 SH SOLE 24,902 * FIFTH THIRD BANCORP COM 316773100 1,179 92,453 SH SOLE 92,453 * FIRST BANCORP P R COM NEW 318672706 144 33,500 SH SOLE 33,500 * FIRST POTOMAC RLTY TR COM 33610F109 503 32,867 SH SOLE 32,867 FIRST SOUTH BANCORP INC VA COM 33646W100 135 31,500 SH SOLE 31,500 * FIRSTMERIT CORP COM 337915102 383 23,206 SH SOLE 23,206 * FLUOR CORP NEW COM 343412102 1,248 19,301 SH SOLE 19,301 * FLOWSERVE CORP COM 34354P105 1,077 9,800 SH SOLE 9,800 * FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 804 25,839 SH SOLE 25,839 * FOOT LOCKER INC COM 344849104 497 20,930 SH SOLE 20,930 * FOREST CITY ENTERPRISES INC CL A 345550107 220 11,764 SH SOLE 11,764 * FORTINET INC COM 34959E109 755 27,684 SH SOLE 27,684 * FREEPORT-MCMORAN COPPER & GO COM 35671D857 8,649 163,500 SH CALL SOLE 163,500 * FULLER H B CO COM 359694106 1,907 78,073 SH SOLE 78,073 * GATX CORP COM 361448103 957 25,781 SH SOLE 25,781 * G-III APPAREL GROUP LTD COM 36237H101 619 17,946 SH SOLE 17,946 * GAMESTOP CORP NEW CL A 36467W109 339 12,704 SH SOLE 12,704 * GARDNER DENVER INC COM 365558105 997 11,859 SH SOLE 11,859 * GEN-PROBE INC NEW COM 36866T103 1,090 15,759 SH SOLE 15,759 * GENERAL ELECTRIC CO COM 369604103 264 14,000 SH SOLE 14,000 * GENERAL MLS INC COM 370334104 2,182 58,612 SH SOLE 58,612 * GENESCO INC COM 371532102 957 18,378 SH SOLE 18,378 * GENESEE & WYO INC CL A 371559105 587 10,015 SH SOLE 10,015 * GENTIVA HEALTH SERVICES INC COM 37247A102 2,177 104,523 SH SOLE 104,523 * GLIMCHER RLTY TR SH BEN INT 379302102 2,134 224,608 SH SOLE 224,608 * GLOBAL INDS LTD COM 379336100 389 71,054 SH SOLE 71,054 * GLOBAL PMTS INC COM 37940X102 974 19,106 SH SOLE 19,106 * GOOGLE INC CL A 38259P508 2,076 4,100 SH SOLE 4,100 * GOOGLE INC CL A 38259P508 10,128 20,000 SH CALL SOLE 20,000 * GRAFTECH INTL LTD COM 384313102 1,022 50,399 SH SOLE 50,399 * GRAINGER W W INC COM 384802104 1,878 12,224 SH SOLE 12,224 * GREAT LAKES DREDGE & DOCK CO COM 390607109 1,099 196,929 SH SOLE 196,929 * GREEN DOT CORP CL A 39304D102 728 21,433 SH SOLE 21,433 * GREEN MTN COFFEE ROASTERS IN COM 393122106 639 7,162 SH SOLE 7,162 GREEN BANKSHARES INC COM NEW 394361208 86 32,800 SH SOLE 32,800 * GREIF INC CL A 397624107 956 14,697 SH SOLE 14,697 * GRIFOLS S A SPONSORED ADR 398438309 29,478 3,925,140 SH SOLE 3,925,140 * GROUPE CGI INC CL A SUB VTG 39945C109 424 17,205 SH SOLE 17,205 * GUESS INC COM 401617105 625 14,855 SH SOLE 14,855 * HCP INC COM 40414L109 1,569 42,769 SH SOLE 42,769 * HAIN CELESTIAL GROUP INC COM 405217100 756 22,659 SH SOLE 22,659 * HALLIBURTON CO COM 406216101 410 8,039 SH SOLE 8,039 * HARLEY DAVIDSON INC COM 412822108 664 16,217 SH SOLE 16,217 * HARMONIC INC COM 413160102 134 18,530 SH SOLE 18,530 * HASBRO INC COM 418056107 1,355 30,848 SH SOLE 30,848 * HAYNES INTERNATIONAL INC COM NEW 420877201 2,964 47,864 SH SOLE 47,864 * HEALTH MGMT ASSOC INC NEW CL A 421933102 2,484 230,437 SH SOLE 230,437 * HEALTH CARE REIT INC COM 42217K106 648 12,360 SH SOLE 12,360 * HEALTHWAYS INC COM 422245100 279 18,366 SH SOLE 18,366 * HEALTHSPRING INC COM 42224N101 204 4,424 SH SOLE 4,424 * HEARTWARE INTL INC COM 422368100 1,972 26,620 SH SOLE 26,620 * HELIX ENERGY SOLUTIONS GRP I COM 42330P107 297 17,920 SH SOLE 17,920 * HENRY JACK & ASSOC INC COM 426281101 1,013 33,766 SH SOLE 33,766 * HERCULES OFFSHORE INC COM 427093109 1,178 213,756 SH SOLE 213,756 * HERSHA HOSPITALITY TR SH BEN INT A 427825104 719 129,090 SH SOLE 129,090 * HERSHEY CO COM 427866108 609 10,706 SH SOLE 10,706 * HERTZ GLOBAL HOLDINGS INC COM 42805T105 6,546 412,236 SH SOLE 412,236 * HESS CORP COM 42809H107 3,738 50,000 SH SHARED 1 50,000 * HIBBETT SPORTS INC COM 428567101 762 18,728 SH SOLE 18,728 * HIGHER ONE HLDGS INC COM 42983D104 825 43,591 SH SOLE 43,591 * HILL ROM HLDGS INC COM 431475102 933 20,270 SH SOLE 20,270 * HOKU CORP COM 434711107 51 31,000 SH SOLE 31,000 * HOLLY CORP COM PAR $0.01 435758305 479 6,909 SH SOLE 6,909 * HOLOGIC INC COM 436440101 1,012 50,150 SH SOLE 50,150 * HONEYWELL INTL INC COM 438516106 1,931 32,400 SH SOLE 32,400 HOOKER FURNITURE CORP COM 439038100 314 35,400 SH SOLE 35,400 * HORIZON LINES INC COM 44044K101 99 81,900 SH SOLE 81,900 * HORMEL FOODS CORP COM 440452100 1,833 61,492 SH SOLE 61,492 * HORSEHEAD HLDG CORP COM 440694305 3,255 244,360 SH SOLE 244,360 * HUB GROUP INC CL A 443320106 1,418 37,645 SH SOLE 37,645 * HUBBELL INC CL B 443510201 546 8,405 SH SOLE 8,405 * HUTCHINSON TECHNOLOGY INC COM 448407106 378 166,300 SH SOLE 166,300 * IPG PHOTONICS CORP COM 44980X109 1,071 14,736 SH SOLE 14,736 * IBERIABANK CORP COM 450828108 225 3,906 SH SOLE 3,906 * IAMGOLD CORP COM 450913108 484 25,700 SH SOLE 25,700 * IDEX CORP COM 45167R104 1,034 22,545 SH SOLE 22,545 * IHS INC CL A 451734107 747 8,958 SH SOLE 8,958 IKANOS COMMUNICATIONS COM 45173E105 57 46,300 SH SOLE 46,300 * ILLUMINA INC COM 452327109 1,765 23,484 SH SOLE 23,484 * IMMUCOR INC COM 452526106 1,633 79,959 SH SOLE 79,959 * INFORMATICA CORP COM 45666Q102 1,484 25,399 SH SOLE 25,399 INOVIO PHARMACEUTICALS INC COM 45773H102 103 171,700 SH SOLE 171,700 * INSULET CORP COM 45784P101 1,802 81,294 SH SOLE 81,294 * INTEL CORP COM 458140100 15,092 681,059 SH SOLE 681,059 * INTERACTIVE BROKERS GROUP IN COM 45841N107 1,816 116,031 SH SOLE 116,031 * INTERNATIONAL FLAVORS&FRAGRA COM 459506101 362 5,632 SH SOLE 5,632 * INTERNATIONAL GAME TECHNOLOG COM 459902102 2,252 128,073 SH SOLE 128,073 * INTL PAPER CO COM 460146103 644 21,606 SH SOLE 21,606 * INTERPUBLIC GROUP COS INC COM 460690100 2,386 190,882 SH SOLE 190,882 * INTERSIL CORP CL A 46069S109 972 75,623 SH SOLE 75,623 * INTRALINKS HLDGS INC COM 46118H104 762 44,109 SH SOLE 44,109 * INTUIT COM 461202103 1,960 37,799 SH SOLE 37,799 * INVESCO MORTGAGE CAPITAL INC COM 46131B100 10,565 500,000 SH SOLE 500,000 * ITRON INC COM 465741106 1,920 39,860 SH SOLE 39,860 * JDS UNIPHASE CORP COM PAR $0.001 46612J507 903 54,192 SH SOLE 54,192 * J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 583 20,669 SH SOLE 20,669 * JABIL CIRCUIT INC COM 466313103 1,945 96,270 SH SOLE 96,270 * JACK IN THE BOX INC COM 466367109 2,924 128,339 SH SOLE 128,339 * JANUS CAP GROUP INC COM 47102X105 1,615 171,075 SH SOLE 171,075 * JETBLUE AIRWAYS CORP COM 477143101 778 127,461 SH SOLE 127,461 * JOS A BANK CLOTHIERS INC COM 480838101 559 11,179 SH SOLE 11,179 * JOY GLOBAL INC COM 481165108 3,264 34,268 SH SOLE 34,268 * JUNIPER NETWORKS INC COM 48203R104 923 29,312 SH SOLE 29,312 * KBR INC COM 48242W106 2,090 55,455 SH SOLE 55,455 * KAMAN CORP COM 483548103 1,474 41,545 SH SOLE 41,545 * KANSAS CITY SOUTHERN COM NEW 485170302 2,867 48,328 SH SOLE 48,328 * KAPSTONE PAPER & PACKAGING C COM 48562P103 997 60,167 SH SOLE 60,167 * KID BRANDS INC COM 49375T100 210 40,700 SH SOLE 40,700 * KINDER MORGAN MANAGEMENT LLC SHS 49455U100 28,400 432,992 SH SHARED 1 432,992 * KINDER MORGAN INC DEL COM 49456B101 10,946 381,000 SH SHARED 1 381,000 * KINETIC CONCEPTS INC COM NEW 49460W208 584 10,140 SH SOLE 10,140 * KNIGHT CAP GROUP INC CL A COM 499005106 3,444 312,522 SH SOLE 312,522 * KNIGHT TRANSN INC COM 499064103 793 46,655 SH SOLE 46,655 * KODIAK OIL & GAS CORP COM 50015Q100 2,740 474,870 SH SOLE 474,870 * KOHLS CORP COM 500255104 237 4,736 SH SOLE 4,736 * KRATON PERFORMANCE POLYMERS COM 50077C106 375 9,576 SH SOLE 9,576 * KROGER CO COM 501044101 272 10,950 SH SOLE 10,950 * LCA-VISION INC COM PAR $.001 501803308 235 49,100 SH SOLE 49,100 * LKQ CORP COM 501889208 560 21,453 SH SOLE 21,453 * L-1 IDENTITY SOLUTIONS INC COM 50212A106 9,722 827,362 SH SOLE 827,362 * LAM RESEARCH CORP COM 512807108 1,956 44,168 SH SOLE 44,168 * LANDSTAR SYS INC COM 515098101 587 12,637 SH SOLE 12,637 * LASALLE HOTEL PPTYS COM SH BEN INT 517942108 478 18,155 SH SOLE 18,155 * LEARNING TREE INTL INC COM 522015106 102 11,500 SH SOLE 11,500 * LEE ENTERPRISES INC COM 523768109 232 260,200 SH SOLE 260,200 * LENNAR CORP CL A 526057104 3,921 216,026 SH SOLE 216,026 * LENNOX INTL INC COM 526107107 2,114 49,085 SH SOLE 49,085 * LEXINGTON REALTY TRUST COM 529043101 531 58,167 SH SOLE 58,167 * LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 240 14,300 SH SOLE 14,300 * LIFE PARTNERS HOLDINGS INC COM 53215T106 174 50,500 SH SOLE 50,500 * LIFEPOINT HOSPITALS INC COM 53219L109 959 24,549 SH SOLE 24,549 * LILLY ELI & CO COM 532457108 578 15,400 SH SOLE 15,400 * LIMELIGHT NETWORKS INC COM 53261M104 185 40,615 SH SOLE 40,615 * LIMITED BRANDS INC COM 532716107 625 16,256 SH SOLE 16,256 * LINCARE HLDGS INC COM 532791100 929 31,728 SH SOLE 31,728 * LINCOLN ELEC HLDGS INC COM 533900106 402 11,219 SH SOLE 11,219 * LINDSAY CORP COM 535555106 1,212 17,616 SH SOLE 17,616 * LIVE NATION ENTERTAINMENT IN COM 538034109 1,004 87,576 SH SOLE 87,576 * LIZ CLAIBORNE INC COM 539320101 286 53,508 SH SOLE 53,508 * LOCAL COM CORP COM 53954R105 192 57,400 SH SOLE 57,400 * LOGMEIN INC COM 54142L109 414 10,727 SH SOLE 10,727 * LOUISIANA PAC CORP COM 546347105 243 29,860 SH SOLE 29,860 * MB FINANCIAL INC NEW COM 55264U108 1,126 58,530 SH SOLE 58,530 * MFA FINANCIAL INC COM 55272X102 1,098 136,509 SH SOLE 136,509 * MELA SCIENCES INC COM 55277R100 132 56,400 SH SOLE 56,400 * MGIC INVT CORP WIS COM 552848103 457 76,882 SH SOLE 76,882 * MGM RESORTS INTERNATIONAL COM 552953101 3,357 254,163 SH SOLE 254,163 * MSC INDL DIRECT INC CL A 553530106 967 14,589 SH SOLE 14,589 * MYR GROUP INC DEL COM 55405W104 408 17,434 SH SOLE 17,434 * MACERICH CO COM 554382101 2,264 42,319 SH SOLE 42,319 * MACYS INC COM 55616P104 561 19,170 SH SOLE 19,170 * MAGMA DESIGN AUTOMATION COM 559181102 516 64,597 SH SOLE 64,597 * MAGNA INTL INC COM 559222401 233 4,300 SH SOLE 4,300 * MANITOWOC INC COM 563571108 3,368 200,000 SH CALL SOLE 200,000 * MANPOWERGROUP INC COM 56418H100 901 16,800 SH SOLE 16,800 * MARATHON OIL CORP COM 565849106 20,512 389,361 SH SHARED 1 389,361 * MARKETAXESS HLDGS INC COM 57060D108 1,252 49,959 SH SOLE 49,959 * MARRIOTT INTL INC NEW CL A 571903202 3,045 85,793 SH SOLE 85,793 * MASIMO CORP COM 574795100 2,270 76,483 SH SOLE 76,483 * MATTEL INC COM 577081102 621 22,605 SH SOLE 22,605 * MATTSON TECHNOLOGY INC COM 577223100 561 295,500 SH SOLE 295,500 * MCCORMICK & CO INC COM NON VTG 579780206 1,972 39,790 SH SOLE 39,790 * MCDERMOTT INTL INC COM 580037109 949 47,894 SH SOLE 47,894 * MCG CAPITAL CORP COM 58047P107 1,211 199,137 SH SOLE 199,137 * MCGRAW HILL COS INC COM 580645109 638 15,226 SH SOLE 15,226 * MCKESSON CORP COM 58155Q103 1,919 22,944 SH SOLE 22,944 * MCMORAN EXPLORATION CO COM 582411104 3,181 172,159 SH SOLE 172,159 * MEDIA GEN INC CL A 584404107 310 81,100 SH SOLE 81,100 * MEDICAL PPTYS TRUST INC COM 58463J304 360 31,302 SH SOLE 31,302 * MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 986 25,838 SH SOLE 25,838 * MEDIFAST INC COM 58470H101 1,577 66,473 SH SOLE 66,473 * MEDNAX INC COM 58502B106 564 7,812 SH SOLE 7,812 * MEDTRONIC INC COM 585055106 474 12,300 SH SOLE 12,300 * MERCURY COMPUTER SYS COM 589378108 2,282 122,170 SH SOLE 122,170 * METLIFE INC COM 59156R108 6,986 159,240 SH SOLE 159,240 METLIFE INC UNIT 99/99/9999 59156R116 4,115 50,000 SH SOLE 50,000 * METLIFE INC COM 59156R108 36,873 840,500 SH CALL SOLE 840,500 * MICREL INC COM 594793101 304 28,737 SH SOLE 28,737 * MICROS SYS INC COM 594901100 665 13,377 SH SOLE 13,377 * MICROSOFT CORP COM 594918104 416 16,000 SH SOLE 16,000 * MICRON TECHNOLOGY INC COM 595112103 4,284 572,757 SH SOLE 572,757 * MIDAS GROUP INC COM 595626102 343 54,200 SH SOLE 54,200 * MINERALS TECHNOLOGIES INC COM 603158106 212 3,205 SH SOLE 3,205 * MOLEX INC COM 608554101 467 18,138 SH SOLE 18,138 * MOLYCORP INC DEL COM 608753109 4,695 76,886 SH SOLE 76,886 * MONOLITHIC PWR SYS INC COM 609839105 2,182 141,477 SH SOLE 141,477 * MOSAIC CO NEW COM 61945C103 33,865 500,000 SH CALL SOLE 500,000 * MOTOROLA SOLUTIONS INC COM NEW 620076307 1,909 41,473 SH SOLE 41,473 * MURPHY OIL CORP COM 626717102 571 8,700 SH SOLE 8,700 * NII HLDGS INC CL B NEW 62913F201 2,123 50,103 SH SOLE 50,103 * NALCO HOLDING COMPANY COM 62985Q101 397 14,291 SH SOLE 14,291 NANOSPHERE INC COM 63009F105 735 406,100 SH SOLE 406,100 * NATIONAL PENN BANCSHARES INC COM 637138108 1,342 169,206 SH SOLE 169,206 * NAVISTAR INTL CORP NEW COM 63934E108 2,634 46,655 SH SOLE 46,655 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 32,448 24,811,000 PRN NONE * NETAPP INC COM 64110D104 3,615 68,498 SH SOLE 68,498 * NETFLIX INC COM 64110L106 26,269 100,000 SH PUT SOLE 100,000 * NETLOGIC MICROSYSTEMS INC COM 64118B100 1,573 38,914 SH SOLE 38,914 * NETWORK EQUIP TECHNOLOGIES COM 641208103 120 54,500 SH SOLE 54,500 * NETWORK ENGINES INC COM 64121A107 170 154,400 SH SOLE 154,400 NEUROGESX INC COM 641252101 109 62,300 SH SOLE 62,300 * NEUSTAR INC CL A 64126X201 370 14,120 SH SOLE 14,120 NEW MTN FIN CORP COM 647551100 1,437 113,139 SH SOLE 113,139 * NEW YORK TIMES CO CL A 650111107 99 11,376 SH SOLE 11,376 * NEWELL RUBBERMAID INC COM 651229106 1,413 89,567 SH SOLE 89,567 * NEWFIELD EXPL CO COM 651290108 3,975 58,435 SH SOLE 58,435 * NEWMARKET CORP COM 651587107 291 1,707 SH SOLE 1,707 * NEWPORT CORP COM 651824104 337 18,551 SH SOLE 18,551 * NEWS CORP CL A 65248E104 56,310 3,181,369 SH SOLE 3,181,369 * NIKE INC CL B 654106103 959 10,654 SH SOLE 10,654 * NISOURCE INC COM 65473P105 4,415 218,000 SH SHARED 1 218,000 * NOBLE ENERGY INC COM 655044105 1,582 17,652 SH SOLE 17,652 * NORDSTROM INC COM 655664100 689 14,680 SH SOLE 14,680 * NORTHROP GRUMMAN CORP COM 666807102 2,700 38,931 SH SOLE 38,931 * NORTHWEST BANCSHARES INC MD COM 667340103 1,645 130,773 SH SOLE 130,773 * NOVO-NORDISK A S ADR 670100205 2,011 16,054 SH SOLE 16,054 * NU SKIN ENTERPRISES INC CL A 67018T105 397 10,571 SH SOLE 10,571 NUPATHE INC COM 67059M100 139 19,000 SH SOLE 19,000 * NVIDIA CORP COM 67066G104 269 16,900 SH SOLE 16,900 * NXSTAGE MEDICAL INC COM 67072V103 535 25,705 SH SOLE 25,705 * OCEANEERING INTL INC COM 675232102 3,072 75,861 SH SOLE 75,861 * OFFICE DEPOT INC COM 676220106 2,794 662,111 SH SOLE 662,111 * OFFICEMAX INC DEL COM 67622P101 2,028 258,319 SH SOLE 258,319 * OLD DOMINION FGHT LINES INC COM 679580100 1,870 50,141 SH SOLE 50,141 * OMNICARE INC COM 681904108 2,087 65,438 SH SOLE 65,438 * OMNICOM GROUP INC COM 681919106 2,273 47,196 SH SOLE 47,196 * OMNOVA SOLUTIONS INC COM 682129101 191 27,381 SH SOLE 27,381 * OMEROS CORP COM 682143102 217 52,700 SH SOLE 52,700 * ON SEMICONDUCTOR CORP COM 682189105 1,937 185,016 SH SOLE 185,016 * ONEOK INC NEW COM 682680103 6,542 88,400 SH SHARED 1 88,400 * ONLINE RES CORP COM 68273G101 216 66,400 SH SOLE 66,400 * OPENTABLE INC COM 68372A104 2,844 34,210 SH SOLE 34,210 * ORACLE CORP COM 68389X105 1,658 50,386 SH SOLE 50,386 * ORBITAL SCIENCES CORP COM 685564106 367 21,770 SH SOLE 21,770 * OWENS ILL INC COM NEW 690768403 1,653 64,033 SH SOLE 64,033 * PC-TEL INC COM 69325Q105 339 52,300 SH SOLE 52,300 * PDI INC COM 69329V100 102 14,400 SH SOLE 14,400 * PHH CORP COM NEW 693320202 382 18,618 SH SOLE 18,618 PGT INC COM 69336V101 24 13,100 SH SOLE 13,100 * PPG INDS INC COM 693506107 281 3,100 SH SOLE 3,100 * PPL CORP COM 69351T106 1,745 62,699 SH SOLE 62,699 * PACCAR INC COM 693718108 287 5,610 SH SOLE 5,610 * PACIFIC SUNWEAR CALIF INC COM 694873100 513 196,508 SH SOLE 196,508 * PACKAGING CORP AMER COM 695156109 306 10,947 SH SOLE 10,947 * PANTRY INC COM 698657103 660 35,118 SH SOLE 35,118 * PAR PHARMACEUTICAL COS INC COM 69888P106 979 29,677 SH SOLE 29,677 * PARKER HANNIFIN CORP COM 701094104 1,579 17,600 SH SOLE 17,600 * PATTERSON UTI ENERGY INC COM 703481101 668 21,133 SH SOLE 21,133 * PAYCHEX INC COM 704326107 1,212 39,467 SH SOLE 39,467 PEAPACK-GLADSTONE FINL CORP COM 704699107 138 11,700 SH SOLE 11,700 * PENNEY J C INC COM 708160106 509 14,748 SH SOLE 14,748 * PEP BOYS MANNY MOE & JACK COM 713278109 203 18,604 SH SOLE 18,604 * PERKINELMER INC COM 714046109 769 28,588 SH SOLE 28,588 * PERRIGO CO COM 714290103 819 9,326 SH SOLE 9,326 * PETROHAWK ENERGY CORP COM 716495106 20,188 818,337 SH SHARED 1 818,337 * PETROQUEST ENERGY INC COM 716748108 362 51,604 SH SOLE 51,604 * PFIZER INC COM 717081103 25,481 1,236,952 SH SOLE 1,236,952 * PHARMACEUTICAL PROD DEV INC COM 717124101 980 36,525 SH SOLE 36,525 * PHILLIPS VAN HEUSEN CORP COM 718592108 1,952 29,820 SH SOLE 29,820 * PIER 1 IMPORTS INC COM 720279108 130 11,237 SH SOLE 11,237 * PINNACLE AIRL CORP COM 723443107 188 41,400 SH SOLE 41,400 * PIONEER DRILLING CO COM 723655106 971 63,697 SH SOLE 63,697 * PIONEER NAT RES CO COM 723787107 732 8,170 SH SOLE 8,170 * PITNEY BOWES INC COM 724479100 1,938 84,277 SH SOLE 84,277 * POLARIS INDS INC COM 731068102 2,970 26,718 SH SOLE 26,718 * POLYCOM INC COM 73172K104 250 3,882 SH SOLE 3,882 * POLYPORE INTL INC COM 73179V103 3,334 49,143 SH SOLE 49,143 * PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 2,618 30,871 SH SOLE 30,871 * POTLATCH CORP NEW COM 737630103 368 10,431 SH SOLE 10,431 * POWERWAVE TECHNOLOGIES INC COM 739363109 2,463 835,009 SH SOLE 835,009 * POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 21,230 1,000,000 SH CALL SOLE 1,000,000 * PRAXAIR INC COM 74005P104 1,073 9,900 SH SOLE 9,900 * PRECISION CASTPARTS CORP COM 740189105 623 3,783 SH SOLE 3,783 * PRESSTEK INC COM 741113104 44 27,200 SH SOLE 27,200 * PRIMERICA INC COM 74164M108 499 22,706 SH SOLE 22,706 * PROCTER & GAMBLE CO COM 742718109 311 4,900 SH SOLE 4,900 * PRIVATEBANCORP INC COM 742962103 3,010 218,114 SH SOLE 218,114 * PROGRESS SOFTWARE CORP COM 743312100 203 8,430 SH SOLE 8,430 * PRUDENTIAL FINL INC COM 744320102 81,942 1,288,600 SH CALL SOLE 1,288,600 * PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,091 33,414 SH SOLE 33,414 * PURE BIOSCIENCE INC COM 74621T100 57 78,000 SH SOLE 78,000 QUAKER CHEM CORP COM 747316107 1,461 33,973 SH SOLE 33,973 * QUALCOMM INC COM 747525103 1,170 20,600 SH SOLE 20,600 * QUALITY SYS INC COM 747582104 4,271 48,921 SH SOLE 48,921 * QUEST DIAGNOSTICS INC COM 74834L100 311 5,259 SH SOLE 5,259 * QUESTAR CORP COM 748356102 3,719 210,000 SH SHARED 1 210,000 * QUICKSILVER RESOURCES INC COM 74837R104 285 19,300 SH SOLE 19,300 * QUIKSILVER INC COM 74838C106 382 81,279 SH SOLE 81,279 * RPC INC COM 749660106 421 17,174 SH SOLE 17,174 * RSC HOLDINGS INC COM 74972L102 273 22,802 SH SOLE 22,802 * RADIAN GROUP INC COM 750236101 3,537 836,134 SH SOLE 836,134 RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 12,133 16,849,000 PRN NONE * RADIO ONE INC CL D NON VTG 75040P405 82 46,600 SH SOLE 46,600 * RAM ENERGY RESOURCES INC COM 75130P109 283 226,000 SH SOLE 226,000 * REALD INC COM 75604L105 2,629 112,382 SH SOLE 112,382 * RED HAT INC COM 756577102 1,157 25,214 SH SOLE 25,214 * RED ROBIN GOURMET BURGERS IN COM 75689M101 1,666 45,796 SH SOLE 45,796 * REGAL BELOIT CORP COM 758750103 975 14,602 SH SOLE 14,602 * REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 22,836 819,673 SH SHARED 1 819,673 * RESMED INC COM 761152107 1,025 33,123 SH SOLE 33,123 * RIVERBED TECHNOLOGY INC COM 768573107 1,287 32,512 SH SOLE 32,512 * ROBBINS & MYERS INC COM 770196103 1,620 30,648 SH SOLE 30,648 * ROBERT HALF INTL INC COM 770323103 2,561 94,760 SH SOLE 94,760 * ROCKWELL COLLINS INC COM 774341101 672 10,901 SH SOLE 10,901 * RODMAN & RENSHAW CAP GP INC COM 77487R100 23 18,600 SH SOLE 18,600 * ROGERS CORP COM 775133101 525 11,359 SH SOLE 11,359 * ROPER INDS INC NEW COM 776696106 1,029 12,354 SH SOLE 12,354 * ROSETTA RESOURCES INC COM 777779307 415 8,053 SH SOLE 8,053 * ROSS STORES INC COM 778296103 2,418 30,179 SH SOLE 30,179 * ROVI CORP COM 779376102 3,279 57,168 SH SOLE 57,168 * ROWAN COS INC COM 779382100 249 6,410 SH SOLE 6,410 * ROYAL DUTCH SHELL PLC SPON ADR B 780259107 11,480 160,000 SH SHARED 1 160,000 * RUBY TUESDAY INC COM 781182100 171 15,903 SH SOLE 15,903 * RUSH ENTERPRISES INC CL A 781846209 629 33,040 SH SOLE 33,040 * SAIC INC COM 78390X101 1,908 113,416 SH SOLE 113,416 * SL GREEN RLTY CORP COM 78440X101 2,921 35,252 SH SOLE 35,252 * SPDR GOLD TRUST GOLD SHS 78463V107 9,890 67,431 SH SOLE 67,431 * SAFEWAY INC COM NEW 786514208 5,871 251,231 SH SOLE 251,231 * ST JUDE MED INC COM 790849103 2,070 43,421 SH SOLE 43,421 SANDRIDGE MISSISSIPPIAN TR I UNIT BEN INT 80007T101 1,323 50,000 SH SHARED 1 50,000 * SAP AG SPON ADR 803054204 1,933 31,867 SH SOLE 31,867 * SARA LEE CORP COM 803111103 723 38,052 SH SOLE 38,052 * SCHEIN HENRY INC COM 806407102 293 4,092 SH SOLE 4,092 * SCHLUMBERGER LTD COM 806857108 1,909 22,100 SH SOLE 22,100 * SEACOR HOLDINGS INC COM 811904101 250 2,500 SH SOLE 2,500 * SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 11,562 345,360 SH SHARED 1 345,360 * SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 35,432 900,000 SH PUT SOLE 900,000 * SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 18,841 250,000 SH PUT SOLE 250,000 * SEMTECH CORP COM 816850101 960 35,131 SH SOLE 35,131 * SERVICE CORP INTL COM 817565104 145 12,400 SH SOLE 12,400 * SHERWIN WILLIAMS CO COM 824348106 939 11,192 SH SOLE 11,192 * SHORETEL INC COM 825211105 683 67,009 SH SOLE 67,009 * SHUTTERFLY INC COM 82568P304 359 6,250 SH SOLE 6,250 * SIGNATURE BK NEW YORK N Y COM 82669G104 2,384 41,680 SH SOLE 41,680 * SILGAN HOLDINGS INC COM 827048109 354 8,642 SH SOLE 8,642 * SILICON IMAGE INC COM 82705T102 981 151,917 SH SOLE 151,917 * SIRONA DENTAL SYSTEMS INC COM 82966C103 252 4,747 SH SOLE 4,747 * SKY-MOBI LTD SPONSORED ADS 83084G109 608 83,343 SH SOLE 83,343 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 14,108 12,000,000 PRN NONE * SOLAR CAP LTD COM 83413U100 65,652 2,659,049 SH SOLE 2,659,049 * SOMAXON PHARMACEUTICALS INC COM 834453102 328 154,000 SH SOLE 154,000 * SONIC CORP COM 835451105 2,638 248,162 SH SOLE 248,162 * SONIC AUTOMOTIVE INC CL A 83545G102 816 55,700 SH SOLE 55,700 * SONY CORP ADR NEW 835699307 632 23,951 SH SOLE 23,951 * SONUS NETWORKS INC COM 835916107 1,168 360,517 SH SOLE 360,517 * SOURCEFIRE INC COM 83616T108 675 22,696 SH SOLE 22,696 * SOUTHWEST AIRLS CO COM 844741108 6,181 541,200 SH CALL SOLE 541,200 * SOUTHWESTERN ENERGY CO COM 845467109 935 21,800 SH SOLE 21,800 * SPANSION INC COM CL A NEW 84649R200 43,734 2,269,563 SH SOLE 2,269,563 * SPECTRA ENERGY CORP COM 847560109 6,239 227,634 SH SHARED 1 227,634 * SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 960 43,622 SH SOLE 43,622 * SPIRIT AIRLS INC COM 848577102 2,398 200,000 SH SOLE 200,000 * SPRINT NEXTEL CORP COM SER 1 852061100 145 26,849 SH SOLE 26,849 STANDARD REGISTER CO COM 853887107 139 44,100 SH SOLE 44,100 * STAPLES INC COM 855030102 2,019 127,786 SH SOLE 127,786 * STARWOOD PPTY TR INC COM 85571B105 319 15,570 SH SOLE 15,570 * STARWOOD HOTELS&RESORTS WRLD COM 85590A401 838 14,946 SH SOLE 14,946 * STEWART ENTERPRISES INC CL A 860370105 306 41,888 SH SOLE 41,888 * STRYKER CORP COM 863667101 1,256 21,399 SH SOLE 21,399 * SUMMIT HOTEL PPTYS INC COM 866082100 2,270 200,000 SH SOLE 200,000 * SUNCOR ENERGY INC NEW COM 867224107 1,316 33,600 SH SOLE 33,600 * SUNPOWER CORP COM CL B 867652307 10,810 650,000 SH SOLE 650,000 * SUNPOWER CORP COM CL B 867652307 10,810 650,000 SH PUT SOLE 650,000 * SUPERIOR INDS INTL INC COM 868168105 297 13,429 SH SOLE 13,429 * SUSQUEHANNA BANCSHARES INC P COM 869099101 1,260 157,514 SH SOLE 157,514 * SWIFT ENERGY CO COM 870738101 577 15,493 SH SOLE 15,493 * SYNOPSYS INC COM 871607107 1,406 54,682 SH SOLE 54,682 * SYNOVUS FINL CORP COM 87161C105 2,229 1,071,496 SH SOLE 1,071,496 * SYNNEX CORP COM 87162W100 1,619 51,073 SH SOLE 51,073 * SYSCO CORP COM 871829107 1,445 46,350 SH SOLE 46,350 TESSCO TECHNOLOGIES INC COM 872386107 180 16,200 SH SOLE 16,200 * TRW AUTOMOTIVE HLDGS CORP COM 87264S106 3,722 63,059 SH SOLE 63,059 * TTM TECHNOLOGIES INC COM 87305R109 2,197 137,130 SH SOLE 137,130 * TW TELECOM INC COM 87311L104 2,591 126,190 SH SOLE 126,190 * TALEO CORP CL A 87424N104 1,375 37,124 SH SOLE 37,124 * TALISMAN ENERGY INC COM 87425E103 349 17,039 SH SOLE 17,039 * TANGER FACTORY OUTLET CTRS I COM 875465106 2,184 81,581 SH SOLE 81,581 * TELEDYNE TECHNOLOGIES INC COM 879360105 1,635 32,475 SH SOLE 32,475 * TELLABS INC COM 879664100 2,970 644,349 SH SOLE 644,349 * TENET HEALTHCARE CORP COM 88033G100 3,120 500,001 SH SOLE 500,001 * TENET HEALTHCARE CORP COM 88033G100 3,120 500,000 SH CALL SOLE 500,000 * TENET HEALTHCARE CORP COM 88033G100 3,120 500,000 SH PUT SOLE 500,000 * TERADYNE INC COM 880770102 370 25,007 SH SOLE 25,007 * TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,939 40,221 SH SOLE 40,221 * TETRA TECHNOLOGIES INC DEL COM 88162F105 327 25,668 SH SOLE 25,668 * TETRA TECH INC NEW COM 88162G103 422 18,775 SH SOLE 18,775 * TEXAS INDS INC COM 882491103 312 7,504 SH SOLE 7,504 * TEXAS INSTRS INC COM 882508104 433 13,200 SH SOLE 13,200 * TEXAS ROADHOUSE INC COM 882681109 219 12,500 SH SOLE 12,500 * TEXTRON INC COM 883203101 744 31,514 SH SOLE 31,514 THERMON GROUP HLDGS INC COM 88362T103 2,520 210,000 SH SOLE 210,000 * THOMPSON CREEK METALS CO INC COM 884768102 343 34,300 SH SOLE 34,300 * TIBCO SOFTWARE INC COM 88632Q103 932 32,126 SH SOLE 32,126 * TIM HORTONS INC COM 88706M103 285 5,832 SH SOLE 5,832 * TIMKEN CO COM 887389104 346 6,862 SH SOLE 6,862 * TIVO INC COM 888706108 2,603 253,000 SH CALL SOLE 253,000 * TPC GROUP INC COM 89236Y104 204 5,212 SH SOLE 5,212 * TRANSCANADA CORP COM 89353D107 629 14,300 SH SOLE 14,300 * TREEHOUSE FOODS INC COM 89469A104 547 10,013 SH SOLE 10,013 * TRIDENT MICROSYSTEMS INC COM 895919108 153 221,900 SH SOLE 221,900 * TRIQUINT SEMICONDUCTOR INC COM 89674K103 1,164 114,256 SH SOLE 114,256 * TRIUMPH GROUP INC NEW COM 896818101 291 2,926 SH SOLE 2,926 * TUPPERWARE BRANDS CORP COM 899896104 310 4,600 SH SOLE 4,600 * TWO HBRS INVT CORP COM 90187B101 264 24,591 SH SOLE 24,591 * II VI INC COM 902104108 624 24,386 SH SOLE 24,386 * TYSON FOODS INC CL A 902494103 3,062 157,663 SH SOLE 157,663 * UDR INC COM 902653104 1,546 62,960 SH SOLE 62,960 USA TRUCK INC COM 902925106 313 27,700 SH SOLE 27,700 * UQM TECHNOLOGIES INC COM 903213106 248 110,100 SH SOLE 110,100 * URS CORP NEW COM 903236107 994 22,222 SH SOLE 22,222 * U S G CORP COM NEW 903293405 255 17,798 SH SOLE 17,798 * USEC INC COM 90333E108 63 18,860 SH SOLE 18,860 * ULTA SALON COSMETCS & FRAG I COM 90384S303 366 5,675 SH SOLE 5,675 * UNDER ARMOUR INC CL A 904311107 3,669 47,464 SH SOLE 47,464 * UNILEVER N V N Y SHS NEW 904784709 1,746 53,158 SH SOLE 53,158 * UNION PAC CORP COM 907818108 1,150 11,020 SH SOLE 11,020 * UNITED NAT FOODS INC COM 911163103 2,812 65,893 SH SOLE 65,893 * UNITED RENTALS INC COM 911363109 5,080 200,000 SH CALL SOLE 200,000 * U STORE IT TR COM 91274F104 956 90,842 SH SOLE 90,842 * UNIVERSAL CORP VA COM 913456109 377 10,000 SH SOLE 10,000 * URBAN OUTFITTERS INC COM 917047102 1,744 61,945 SH SOLE 61,945 * VAIL RESORTS INC COM 91879Q109 1,381 29,884 SH SOLE 29,884 * VALASSIS COMMUNICATIONS INC COM 918866104 909 30,000 SH SOLE 30,000 * VALEANT PHARMACEUTICALS INTL COM 91911K102 32,197 619,649 SH SOLE 619,649 * VALERO ENERGY CORP NEW COM 91913Y100 391 15,279 SH SOLE 15,279 * VALMONT INDS INC COM 920253101 500 5,184 SH SOLE 5,184 * VALSPAR CORP COM 920355104 374 10,377 SH SOLE 10,377 * VALUECLICK INC COM 92046N102 2,383 143,565 SH SOLE 143,565 * VARIAN MED SYS INC COM 92220P105 1,260 17,992 SH SOLE 17,992 * VENTAS INC COM 92276F100 652 12,362 SH SOLE 12,362 * VERISIGN INC COM 92343E102 576 17,200 SH SOLE 17,200 * VERTEX PHARMACEUTICALS INC COM 92532F100 385 7,400 SH SOLE 7,400 * VIACOM INC NEW CL B 92553P201 770 15,091 SH SOLE 15,091 * VIRGIN MEDIA INC COM 92769L101 515 17,207 SH SOLE 17,207 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 18,019 10,076,000 PRN NONE * VISHAY INTERTECHNOLOGY INC COM 928298108 980 65,140 SH SOLE 65,140 * WMS INDS INC COM 929297109 2,653 86,355 SH SOLE 86,355 * WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 677 38,562 SH SOLE 38,562 * WABASH NATL CORP COM 929566107 914 97,561 SH SOLE 97,561 * WAL MART STORES INC COM 931142103 1,329 25,000 SH SOLE 25,000 * WALTER ENERGY INC COM 93317Q105 23,160 200,000 SH CALL SOLE 200,000 * WARNACO GROUP INC COM NEW 934390402 974 18,638 SH SOLE 18,638 * WASHINGTON FED INC COM 938824109 2,888 175,751 SH SOLE 175,751 * WASTE CONNECTIONS INC COM 941053100 398 12,552 SH SOLE 12,552 * WATERS CORP COM 941848103 1,190 12,426 SH SOLE 12,426 * WEIGHT WATCHERS INTL INC NEW COM 948626106 669 8,863 SH SOLE 8,863 * WENDYS ARBYS GROUP INC COM 950587105 2,024 399,190 SH SOLE 399,190 * WESTERN DIGITAL CORP COM 958102105 10,706 294,282 SH SOLE 294,282 * WESTERN UN CO COM 959802109 712 35,556 SH SOLE 35,556 * WESTLAKE CHEM CORP COM 960413102 400 7,704 SH SOLE 7,704 * WHIRLPOOL CORP COM 963320106 1,495 18,380 SH SOLE 18,380 * WHITING PETE CORP NEW COM 966387102 1,003 17,621 SH SOLE 17,621 * WILLIAMS COS INC DEL COM 969457100 37,282 1,232,477 SH SHARED 1 1,232,477 * WOODWARD INC COM 980745103 413 11,849 SH SOLE 11,849 * WRIGHT EXPRESS CORP COM 98233Q105 1,622 31,146 SH SOLE 31,146 * YAHOO INC COM 984332106 1,509 100,300 SH SOLE 100,300 * YAMANA GOLD INC COM 98462Y100 223 19,100 SH SOLE 19,100 * YINGLI GREEN ENERGY HLDG CO ADR 98584B103 138 15,010 SH SOLE 15,010 * YUM BRANDS INC COM 988498101 1,925 34,844 SH SOLE 34,844 * ZIMMER HLDGS INC COM 98956P102 1,635 25,864 SH SOLE 25,864 * ZIONS BANCORPORATION COM 989701107 2,705 112,673 SH SOLE 112,673 * ZUMIEZ INC COM 989817101 3,664 146,746 SH SOLE 146,746 * AMDOCS LTD ORD G02602103 4,017 132,198 SH SOLE 132,198 * ARCH CAP GROUP LTD ORD G0450A105 370 11,580 SH SOLE 11,580 * ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 2,105 99,800 SH SOLE 99,800 * ASSURED GUARANTY LTD COM G0585R106 1,169 71,691 SH SOLE 71,691 * CDC CORPORATION SHS CLASS -A - G2022L114 198 94,700 SH SOLE 94,700 * COOPER INDUSTRIES PLC SHS G24140108 1,902 31,870 SH SOLE 31,870 * HERBALIFE LTD COM USD SHS G4412G101 338 5,863 SH SOLE 5,863 * INGERSOLL-RAND PLC SHS G47791101 1,626 35,800 SH SOLE 35,800 * MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,655 247,574 SH SOLE 247,574 * NABORS INDUSTRIES LTD SHS G6359F103 3,821 155,070 SH SOLE 155,070 * PARTNERRE LTD COM G6852T105 2,821 40,979 SH SOLE 40,979 * RENAISSANCERE HOLDINGS LTD COM G7496G103 402 5,750 SH SOLE 5,750 * SEAGATE TECHNOLOGY PLC SHS G7945M107 15,602 965,447 SH SOLE 965,447 * SIGNET JEWELERS LIMITED SHS G81276100 376 8,023 SH SOLE 8,023 * UTI WORLDWIDE INC ORD G87210103 1,207 61,279 SH SOLE 61,279 * TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 399 12,974 SH SOLE 12,974 VELTI PLC ST HELIER SHS G93285107 1,299 76,830 SH SOLE 76,830 * GOLAR LNG LTD BERMUDA SHS G9456A100 435 12,458 SH SOLE 12,458 WHITE MTNS INS GROUP LTD COM G9618E107 1,882 4,479 SH SOLE 4,479 * WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 1,924 46,799 SH SOLE 46,799 * ALLIED WRLD ASSUR COM HLDG A SHS H01531104 4,120 71,559 SH SOLE 71,559 * WEATHERFORD INTERNATIONAL LT REG SHS H27013103 3,007 160,383 SH SOLE 160,383 * FOSTER WHEELER AG COM H27178104 537 17,667 SH SOLE 17,667 * GARMIN LTD SHS H2906T109 9,909 300,000 SH PUT SOLE 300,000 * NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 786 19,940 SH SOLE 19,940 * TE CONNECTIVITY LTD REG SHS H84989104 912 24,821 SH SOLE 24,821 * AERCAP HOLDINGS NV SHS N00985106 1,502 115,415 SH SOLE 115,415 * ORTHOFIX INTL N V COM N6748L102 422 9,947 SH SOLE 9,947 * QIAGEN N V ORD N72482107 1,844 96,934 SH SOLE 96,934 * SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 1,201 31,896 SH SOLE 31,896 * ROYAL CARIBBEAN CRUISES LTD COM V7780T103 600 15,938 SH SOLE 15,938 DIANA CONTAINERSHIPS INC COM Y2069P101 1,481 207,700 SH SOLE 207,700 * DRYSHIPS INC SHS Y2109Q101 1,560 372,312 SH SOLE 372,312 * FLEXTRONICS INTL LTD ORD Y2573F102 1,088 169,538 SH SOLE 169,538 * NAVIOS MARITIME HOLDINGS INC COM Y62196103 202 39,281 SH SOLE 39,281 * SEASPAN CORP SHS Y75638109 2,433 166,531 SH SOLE 166,531 * TEEKAY CORPORATION COM Y8564W103 287 9,300 SH SOLE 9,300