-----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, D5JgvD27IvzVGyNNdgf6CgQoXiolZRwj/QuWIqw2elfGLWAM0H01RLn8jmh2cuYO LWnWhsxh8imc9w/RLKcrdQ== 0001193125-09-110918.txt : 20090514 0001193125-09-110918.hdr.sgml : 20090514 20090514113628 ACCESSION NUMBER: 0001193125-09-110918 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090514 DATE AS OF CHANGE: 20090514 EFFECTIVENESS DATE: 20090514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TUDOR INVESTMENT CORP ET AL CENTRAL INDEX KEY: 0000923093 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04356 FILM NUMBER: 09825052 BUSINESS ADDRESS: STREET 1: 1275 KING STREET STREET 2: 2ND FLOOR CITY: GREENWICH STATE: CT ZIP: 06831-2936 MAIL ADDRESS: STREET 1: 1275 KING STREET STREET 2: 2ND FLOOR CITY: GREENWICH STATE: CT ZIP: 06831-2936 13F-HR 1 d13fhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or quarter Ended: March 31, 2009 Check here if Amendment [_]; Amendment Number: This Amendment (Check only one.): [_] is a restatement. [_] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Tudor Investment Corporation Address: 1275 King Street Greenwich, CT 06831 Form 13F File Number: 28-7762 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: John Torell Title: Managing Director and Chief Operating Officer Phone: (203) 863-6742 Signature, Place, and Date of Signing: /s/ John Torell Greenwich, CT 06831 May 13, 2009 - ---------------------------- -------------------------- ---------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 13 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).) List of Other Included Managers: Form 13F File Number Name -------------------- ------------------------------------- 28-5175 Tudor Proprietary Trading, L.L.C. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers 1. Form 13F Information Table Entry Total 283 Form 13F Information Table Value Total $290,917 (Thousands) List of Other Included Managers: No. Form 13F File Number Name - --- -------------------- ---------------------------------- 1. 28-5175 Tudor Proprietary Trading, L.L.C. TUDOR INVESTMENT CORPORATION QUARTERLY REPORT DETAILING 13F ELIGIBLE SECURITIES As March 31, 2009
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------ ------------ --------- -------- ------------------- --------------------- -------- ---------------------- Investment Discretion Voting Authority --------------------- ---------------------- TITLE OF VALUE SHRS OR SH/ PUT/ shared- shared- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL defined other Managers Sole Shared None - ------------------ ------------ --------- -------- ---------- --- ---- ---------- ------- -------- ---------- ------ ---- 3COM CORP COMMON STOCK 885535104 232 75,000 SH 75,000 1 75,000 AES CORP COMMON STOCK 00130H105 869 149,600 SH 149,600 1 149,600 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 647 15,500 SH 15,500 1 15,500 AFLAC INC COMMON STOCK 001055102 976 50,400 SH 50,400 1 50,400 AGRIUM INC COMMON STOCK 008916108 293 8,200 SH 8,200 1 8,200 ALCOA INC COMMON STOCK 013817101 1,057 144,000 SH 144,000 1 144,000 ALLETE INC COMMON STOCK 018522300 216 8,100 SH 8,100 1 8,100 ALLIANCE DATA SYSTEMS CORP COMMON STOCK 018581108 783 21,200 SH 21,200 1 21,200 ALLSTATE CORP COMMON STOCK 020002101 588 30,700 SH 30,700 1 30,700 ALPHA NATURAL RESOURCES INC COMMON STOCK 02076X102 380 21,400 SH 21,400 1 21,400 ALTRIA GROUP INC COMMON STOCK 02209S103 1,373 85,700 SH 85,700 1 85,700 AMERICA MOVIL-ADR SERIES L COMMON STOCK 02364W105 398 14,700 SH 14,700 1 14,700 AMERICAN CAPITAL LTD COMMON STOCK 02503Y103 42 22,480 SH 22,480 1 22,480 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 1,427 56,500 SH 56,500 1 56,500 AMERICAN EXPRESS CO COMMON STOCK 025816109 676 49,600 SH 49,600 1 49,600 AMERICAN TOWER CORP-CL A COMMON STOCK 029912201 551 18,100 SH 18,100 1 18,100 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 473 23,100 SH 23,100 1 23,100 AMPHENOL CORP-CL A COMMON STOCK 032095101 319 11,200 SH 11,200 1 11,200 AMYLIN PHARMACEUTICALS INC COMMON STOCK 032346108 206 17,500 SH 17,500 1 17,500 ANALOG DEVICES INC COMMON STOCK 032654105 935 48,500 SH 48,500 1 48,500 ANNALY CAPITAL MANAGEMENT IN COMMON STOCK 035710409 713 51,400 SH 51,400 1 51,400 ARCELORMITTAL-NY REGISTERED COMMON STOCK 03938L104 551 27,500 SH 27,500 1 27,500 ARCH CAPITAL GROUP LTD COMMON STOCK G0450A105 285 5,300 SH 5,300 1 5,300 ARCH COAL INC COMMON STOCK 039380100 900 67,300 SH 67,300 1 67,300 ARCHER- DANIELS-MIDLAND CO COMMON STOCK 039483102 311 11,200 SH 11,200 1 11,200 ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 337 19,800 SH 19,800 1 19,800 ASSURANT INC COMMON STOCK 04621X108 255 11,700 SH 11,700 1 11,700 AT&T INC COMMON STOCK 00206R102 222 8,800 SH 8,800 1 8,800 AUTONATION INC COMMON STOCK 05329W102 379 27,300 SH 27,300 1 27,300 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 264 5,600 SH 5,600 1 5,600 AVERY DENNISON CORP COMMON STOCK 053611109 201 9,000 SH 9,000 1 9,000 AXIS CAPITAL HOLDINGS LTD COMMON STOCK G0692U109 354 15,700 SH 15,700 1 15,700 BAKER HUGHES INC COMMON STOCK 057224107 511 17,900 SH 17,900 1 17,900 BARNES & NOBLE INC COMMON STOCK 067774109 400 18,700 SH 18,700 1 18,700 BJ SERVICES CO COMMON STOCK 055482103 572 57,500 SH 57,500 1 57,500 BOEING CO COMMON STOCK 097023105 313 8,800 SH 8,800 1 8,800 BOSTON PROPERTIES INC COMMON STOCK 101121101 816 23,300 SH 23,300 1 23,300 BRE PROPERTIES INC COMMON STOCK 05564E106 471 24,000 SH 24,000 1 24,000 BUNGE LTD COMMON STOCK G16962105 838 14,800 SH 14,800 1 14,800 BURGER KING HOLDINGS INC COMMON STOCK 121208201 291 12,700 SH 12,700 1 12,700 CABOT OIL & GAS CORP COMMON STOCK 127097103 271 11,500 SH 11,500 1 11,500 CACI INTERNATIONAL INC -CL A COMMON STOCK 127190304 383 10,500 SH 10,500 1 10,500 CAMECO CORP COMMON STOCK 13321L108 299 17,400 SH 17,400 1 17,400 CANADIAN PACIFIC RAILWAY LTD COMMON STOCK 13645T100 219 7,400 SH 7,400 1 7,400 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 559 45,700 SH 45,700 1 45,700 CARNIVAL CORP COMMON STOCK 143658300 715 33,100 SH 33,100 1 33,100 CATERPILLAR INC COMMON STOCK 149123101 534 19,100 SH 19,100 1 19,100 CB RICHARD ELLIS GROUP INC-A COMMON STOCK 12497T101 109 27,000 SH 27,000 1 27,000 CBL & ASSOCIATES PROPERTIES COMMON STOCK 124830100 122 51,900 SH 51,900 1 51,900 CBS CORP- CLASS B NON VOTING COMMON STOCK 124857202 104 27,000 SH 27,000 1 27,000 CEMEX SAB-SPONS ADR PART CER COMMON STOCK 151290889 156 25,000 SH 25,000 1 25,000 CENTERPOINT ENERGY INC COMMON STOCK 15189T107 405 38,800 SH 38,800 1 38,800 CERNER CORP COMMON STOCK 156782104 233 5,300 SH 5,300 1 5,300 CHATTEM INC COMMON STOCK 162456107 219 3,900 SH 3,900 1 3,900 CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 520 30,500 SH 30,500 1 30,500 CHURCH & DWIGHT CO INC COMMON STOCK 171340102 308 5,900 SH 5,900 1 5,900 CIMAREX ENERGY CO COMMON STOCK 171798101 250 13,600 SH 13,600 1 13,600 CLECO CORPORATION COMMON STOCK 12561W105 243 11,200 SH 11,200 1 11,200 CLOROX COMPANY COMMON STOCK 189054109 381 7,400 SH 7,400 1 7,400 CME GROUP INC COMMON STOCK 12572Q105 2,291 9,300 SH 9,300 1 9,300 COLONIAL PROPERTIES TRUST COMMON STOCK 195872106 80 21,100 SH 21,100 1 21,100 CONSOL ENERGY INC COMMON STOCK 20854P109 843 33,400 SH 33,400 1 33,400
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------ ------------ --------- -------- ------------------- --------------------- -------- ---------------------- Investment Discretion Voting Authority --------------------- ---------------------- TITLE OF VALUE SHRS OR SH/ PUT/ shared- shared- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL defined other Managers Sole Shared None - ------------------ ------------ --------- -------- ---------- --- ---- ---------- ------- -------- ---------- ------ ---- CONSTELLATION BRANDS INVC-A COMMON STOCK 21036P108 427 35,900 SH 35,900 1 35,900 CONSUMER DISCRETIONARY SELT COMMON STOCK 81369Y407 2,523 128,400 SH 128,400 1 128,400 CONSUMER STAPLES SPDR COMMON STOCK 81369Y308 909 43,070 SH 43,070 1 43,070 CORPORATE OFFICE PROPERTIES COMMON STOCK 22002T108 474 19,100 SH 19,100 1 19,100 CORRECTIONS CORP OF AMERICA COMMON STOCK 22025Y407 380 29,700 SH 29,700 1 29,700 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 1,121 24,200 SH 24,200 1 24,200 COVANTA HOLDING CORP COMMON STOCK 22282E102 346 26,400 SH 26,400 1 26,400 CSX CORP COMMON STOCK 126408103 414 16,000 SH 16,000 1 16,000 DAIMLER AG-REGISTERED SHARES COMMON STOCK D1668R123 291 11,400 SH 11,400 1 11,400 DAVITA INC COMMON STOCK 23918K108 444 10,100 SH 10,100 1 10,100 DCT INDUSTRIAL TRUST INC COMMON STOCK 233153105 173 54,700 SH 54,700 1 54,700 DEAN FOODS CO COMMON STOCK 242370104 607 33,584 SH 33,584 1 33,584 DEERE & CO COMMON STOCK 244199105 339 10,300 SH 10,300 1 10,300 DELL INC COMMON STOCK 24702R101 717 75,600 SH 75,600 1 75,600 DEVELOPERS DIVERSIFIED RLTY COMMON STOCK 251591103 49 23,000 SH 23,000 1 23,000 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 1,023 22,900 SH 22,900 1 22,900 DEVRY INC COMMON STOCK 251893103 482 10,000 SH 10,000 1 10,000 DIANA SHIPPING INC COMMON STOCK Y2066G104 261 22,100 SH 22,100 1 22,100 DOLBY LABORATORIES INC-CL A COMMON STOCK 25659T107 447 13,100 SH 13,100 1 13,100 DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 623 20,100 SH 20,100 1 20,100 DOW CHEMICAL COMMON STOCK 260543103 206 24,400 SH 24,400 1 24,400 DRYSHIPS INC COMMON STOCK Y2109Q101 184 36,200 SH 36,200 1 36,200 DUKE REALTY CORP COMMON STOCK 264411505 187 34,000 SH 34,000 1 34,000 DUN & BRADSTREET CORP COMMON STOCK 26483E100 370 4,800 SH 4,800 1 4,800 EAGLE BULK SHIPPING INC COMMON STOCK Y2187A101 106 25,000 SH 25,000 1 25,000 ELECTRONIC ARTS INC COMMON STOCK 285512109 729 40,100 SH 40,100 1 40,100 EMC CORP/ MASS COMMON STOCK 268648102 424 37,200 SH 37,200 1 37,200 EMULEX CORP COMMON STOCK 292475209 164 32,601 SH 32,601 1 32,601 ENBRIDGE INC COMMON STOCK 29250N105 374 13,000 SH 13,000 1 13,000 ENERGY SELECT SECTOR SPDR COMMON STOCK 81369Y506 5,994 141,172 SH 141,172 1 141,172 ENERGY TRANSFER PARTNERS LP COMMON STOCK 29273R109 402 10,900 SH 10,900 1 10,900 ENERSIS S.A. -SPONS ADR COMMON STOCK 29274F104 220 14,600 SH 14,600 1 14,600 EOG RESOURCES INC COMMON STOCK 26875P101 1,188 21,700 SH 21,700 1 21,700 EQUITY RESIDENTIAL COMMON STOCK 29476L107 596 32,500 SH 32,500 1 32,500 ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 218 3,800 SH 3,800 1 3,800 FIDELITY NATIONAL FINL-A COMMON STOCK 31620R105 498 25,500 SH 25,500 1 25,500 FIDELITY NATIONAL INFORMATIO COMMON STOCK 31620M106 369 20,300 SH 20,300 1 20,300 FINANCIAL SELECT SECTOR SPDR COMMON STOCK 81369Y605 32,729 3,715,000 SH 3,715,000 1 3,715,000 FINANCIAL SELECT SECTOR SPDR COMMON STOCK 81369Y605 39,645 4,500,000 SH CALL 4,500,000 1 4,500,000 FIRSTENERGY CORP COMMON STOCK 337932107 629 16,300 SH 16,300 1 16,300 FLIR SYSTEMS INC COMMON STOCK 302445101 565 27,600 SH 27,600 1 27,600 FLUOR CORP COMMON STOCK 343412102 408 11,800 SH 11,800 1 11,800 FOOT LOCKER INC COMMON STOCK 344849104 324 30,900 SH 30,900 1 30,900 FOREST LABORATORIES INC COMMON STOCK 345838106 318 14,500 SH 14,500 1 14,500 FOREST OIL CORP COMMON STOCK 346091705 213 16,200 SH 16,200 1 16,200 FOSTER WHEELER AG COMMON STOCK H27178104 816 46,700 SH 46,700 1 46,700 FOUNDATION COAL HOLDINGS INC COMMON STOCK 35039W100 466 32,500 SH 32,500 1 32,500 FRONTIER COMMUNICATIONS CORP COMMON STOCK 35906A108 156 21,700 SH 21,700 1 21,700 GENERAL ELECTRIC CO COMMON STOCK 369604103 1,116 110,400 SH 110,400 1 110,400 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 869 8,200 SH 8,200 1 8,200 GOODRICH CORP COMMON STOCK 382388106 280 7,400 SH 7,400 1 7,400 GUESS? INC COMMON STOCK 401617105 221 10,500 SH 10,500 1 10,500 HALLIBURTON CO COMMON STOCK 406216101 515 33,300 SH 33,300 1 33,300 HARRIS CORP COMMON STOCK 413875105 845 29,200 SH 29,200 1 29,200 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 487 62,000 SH 62,000 1 62,000 HCP INC COMMON STOCK 40414L109 496 27,800 SH 27,800 1 27,800 HEALTH CARE REIT INC COMMON STOCK 42217K106 1,263 41,300 SH 41,300 1 41,300 HEALTH CARE SELECT SECTOR COMMON STOCK 81369Y209 13,342 551,090 SH 551,090 1 551,090 HJ HEINZ CO COMMON STOCK 423074103 387 11,700 SH 11,700 1 11,700 HONDA MOTOR CO LTD-SPONS ADR COMMON STOCK 438128308 472 19,900 SH 19,900 1 19,900 HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 568 20,400 SH 20,400 1 20,400 HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 387 98,800 SH 98,800 1 98,800 HUNTSMAN CORP COMMON STOCK 447011107 76 24,200 SH 24,200 1 24,200 IAC/ INTERACTIVECORP COMMON STOCK 44919P508 470 30,841 SH 30,841 1 30,841 INFORMATION SERVICES GR-CW11 COMMON STOCK 45675Y112 926 301,753 SH CALL 301,753 1 301,753 INTEGRATED DEVICE TECH INC COMMON STOCK 458118106 148 32,500 SH 32,500 1 32,500 INTERNATIONAL PAPER CO COMMON STOCK 460146103 218 31,000 SH 31,000 1 31,000 INTERSIL CORP -CL A COMMON STOCK 46069S109 641 55,700 SH 55,700 1 55,700 INTL GAME TECHNOLOGY COMMON STOCK 459902102 844 91,500 SH 91,500 1 91,500 ISHARES FTSE/ XINHUA CHINA 25 COMMON STOCK 464287184 9,375 328,615 SH 328,615 1 328,615 ISHARES IBOXX H/Y CORP BOND COMMON STOCK 464288513 678 10,000 SH 10,000 1 10,000
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------- ------------ --------- -------- ------------------- --------------------- -------- -------------------------- Investment Discretion Voting Authority --------------------- -------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ shared- shared- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL defined other Managers Sole Shared None - ------------------- ------------ --------- -------- ---------- --- ---- ---------- -------- -------- ---------- ------ -------- ISHARES MSCI EMERGING MKT IN COMMON STOCK 464287234 1,241 50,000 SH 50,000 1 50,000 J.C. PENNEY CO INC COMMON STOCK 708160106 349 17,400 SH 17,400 1 17,400 JAMBA INC- CW09 COMMON STOCK 47023A119 71 148,133 SH CALL 148,133 1 148,133 JDS UNIPHASE CORP COMMON STOCK 46612J507 94 28,900 SH 28,900 1 28,900 JDS UNIPHASE CORP COMMON STOCK 46612J507 593 182,500 SH CALL 182,500 1 182,500 KANSAS CITY SOUTHERN COMMON STOCK 485170302 562 44,200 SH 44,200 1 44,200 KB HOME COMMON STOCK 48666K109 568 43,100 SH 43,100 1 43,100 KELLOGG CO COMMON STOCK 487836108 722 19,700 SH 19,700 1 19,700 KIMBERLY-CLARK CORP COMMON STOCK 494368103 793 17,200 SH 17,200 1 17,200 KLA- TENCOR CORPORATION COMMON STOCK 482480100 466 23,300 SH 23,300 1 23,300 KNIGHT CAPITAL GROUP INC-A COMMON STOCK 499005106 591 40,100 SH 40,100 1 40,100 KOHLS CORP COMMON STOCK 500255104 491 11,600 SH 11,600 1 11,600 KRAFT FOODS INC- CLASS A COMMON STOCK 50075N104 1,277 57,300 SH 57,300 1 57,300 KT CORP- SP ADR COMMON STOCK 48268K101 236 17,100 SH 17,100 1 17,100 LAM RESEARCH CORP COMMON STOCK 512807108 285 12,500 SH 12,500 1 12,500 LEGG MASON INC COMMON STOCK 524901105 210 13,200 SH 13,200 1 13,200 LIFEPOINT HOSPITALS INC COMMON STOCK 53219L109 403 19,300 SH 19,300 1 19,300 LINCOLN NATIONAL CORP COMMON STOCK 534187109 686 102,598 SH 102,598 1 102,598 LORILLARD INC COMMON STOCK 544147101 809 13,100 SH 13,100 1 13,100 MACERICH CO/THE COMMON STOCK 554382101 335 53,500 SH 53,500 1 53,500 MACY'S INC COMMON STOCK 55616P104 317 35,600 SH 35,600 1 35,600 MAGELLAN MIDSTREAM HOLDINGS COMMON STOCK 55907R108 271 15,500 SH 15,500 1 15,500 MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 573 51,200 SH 51,200 1 51,200 MASSEY ENERGY CO COMMON STOCK 576206106 657 64,900 SH 64,900 1 64,900 MECHEL- SPONSORED ADR COMMON STOCK 583840103 86 20,700 SH 20,700 1 20,700 MEDICIS PHARMACEUTICAL-CL A COMMON STOCK 584690309 203 16,400 SH 16,400 1 16,400 MEDTRONIC INC COMMON STOCK 585055106 427 14,500 SH 14,500 1 14,500 MEMC ELECTRONIC MATERIALS COMMON STOCK 552715104 279 16,900 SH 16,900 1 16,900 MERCK & CO. INC. COMMON STOCK 589331107 203 7,600 SH 7,600 1 7,600 MEREDITH CORP COMMON STOCK 589433101 230 13,800 SH 13,800 1 13,800 METLIFE INC COMMON STOCK 59156R108 656 28,800 SH 28,800 1 28,800 METROPCS COMMUNICATIONS INC COMMON STOCK 591708102 673 39,400 SH 39,400 1 39,400 MGM MIRAGE COMMON STOCK 552953101 70 30,100 SH 30,100 1 30,100 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 729 34,400 SH 34,400 1 34,400 MICRON TECHNOLOGY INC COMMON STOCK 595112103 84 20,800 SH 20,800 1 20,800 MILLICOM INTL CELLULAR S.A. COMMON STOCK L6388F110 756 20,400 SH 20,400 1 20,400 MORGAN STANLEY COMMON STOCK 617446448 975 42,800 SH 42,800 1 42,800 MURPHY OIL CORP COMMON STOCK 626717102 354 7,900 SH 7,900 1 7,900 MYLAN INC COMMON STOCK 628530107 240 17,900 SH 17,900 1 17,900 NALCO HOLDING CO COMMON STOCK 62985Q101 413 31,600 SH 31,600 1 31,600 NASDAQ OMX GROUP/ THE COMMON STOCK 631103108 1,138 58,100 SH 58,100 1 58,100 NATIONAL SEMICONDUCTOR CORP COMMON STOCK 637640103 200 19,500 SH 19,500 1 19,500 NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 231 6,800 SH 6,800 1 6,800 NEWS CORP-CL A COMMON STOCK 65248E104 504 76,100 SH 76,100 1 76,100 NICOR INC COMMON STOCK 654086107 339 10,200 SH 10,200 1 10,200 NII HOLDINGS INC COMMON STOCK 62913F201 662 44,100 SH 44,100 1 44,100 NISOURCE INC COMMON STOCK 65473P105 349 35,600 SH 35,600 1 35,600 NORFOLK SOUTHERN CORP COMMON STOCK 655844108 236 7,000 SH 7,000 1 7,000 NOVA CHEMICALS CORP COMMON STOCK 66977W109 122 21,100 SH 21,100 1 21,100 NSTAR COMMON STOCK 67019E107 284 8,900 SH 8,900 1 8,900 NYSE EURONEXT COMMON STOCK 629491101 920 51,400 SH 51,400 1 51,400 OFFICE DEPOT INC COMMON STOCK 676220106 31 24,000 SH 24,000 1 24,000 OMNICARE INC COMMON STOCK 681904108 470 19,200 SH 19,200 1 19,200 OMNICOM GROUP COMMON STOCK 681919106 1,217 52,000 SH 52,000 1 52,000 ONEOK INC COMMON STOCK 682680103 247 10,900 SH 10,900 1 10,900 OSI PHARMACEUTICALS INC COMMON STOCK 671040103 210 5,500 SH 5,500 1 5,500 OVERSEAS SHIPHOLDING GROUP COMMON STOCK 690368105 263 11,600 SH 11,600 1 11,600 P G & E CORP COMMON STOCK 69331C108 581 15,200 SH 15,200 1 15,200 PALM INC COMMON STOCK 696643105 216 25,200 SH 25,200 1 25,200 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 445 49,700 SH 49,700 1 49,700 PEABODY ENERGY CORP COMMON STOCK 704549104 859 34,300 SH 34,300 1 34,300 PETRO- CANADA COMMON STOCK 71644E102 497 18,700 SH 18,700 1 18,700 PFIZER INC COMMON STOCK 717081103 827 60,700 SH 60,700 1 60,700 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 1,519 42,700 SH 42,700 1 42,700 PINNACLE WEST CAPITAL COMMON STOCK 723484101 481 18,100 SH 18,100 1 18,100 PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 282 17,100 SH 17,100 1 17,100 PLUM CREEK TIMBER CO COMMON STOCK 729251108 802 27,600 SH 27,600 1 27,600 POLYCOM INC COMMON STOCK 73172K104 372 24,200 SH 24,200 1 24,200 PPL CORPORATION COMMON STOCK 69351T106 221 7,700 SH 7,700 1 7,700 PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 14,481 2,342,388 SH 1,820,068 522,320 1 1,820,068 522,320 PROLOGIS COMMON STOCK 743410102 930 143,000 SH 143,000 1 143,000
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------ ------------ --------- -------- ------------------- --------------------- -------- ---------------------- Investment Discretion Voting Authority --------------------- ---------------------- TITLE OF VALUE SHRS OR SH/ PUT/ shared- shared- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL defined other Managers Sole Shared None - ------------------ ------------ --------- -------- ---------- --- ---- ---------- ------- -------- ---------- ------ ---- PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 605 31,800 SH 31,800 1 31,800 PUBLIC STORAGE COMMON STOCK 74460D109 597 10,800 SH 10,800 1 10,800 QUESTAR CORP COMMON STOCK 748356102 394 13,400 SH 13,400 1 13,400 QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 92 26,900 SH 26,900 1 26,900 RADIOSHACK CORP COMMON STOCK 750438103 438 51,100 SH 51,100 1 51,100 RAMBUS INC COMMON STOCK 750917106 352 37,300 SH 37,300 1 37,300 RAYONIER INC COMMON STOCK 754907103 221 7,300 SH 7,300 1 7,300 REDWOOD TRUST INC COMMON STOCK 758075402 204 13,300 SH 13,300 1 13,300 REYNOLDS AMERICAN INC COMMON STOCK 761713106 918 25,600 SH 25,600 1 25,600 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 631 28,900 SH 28,900 1 28,900 ROCKWELL COLLINS INC. COMMON STOCK 774341101 411 12,600 SH 12,600 1 12,600 ROGERS COMMUNICATIONS -CL B COMMON STOCK 775109200 370 16,200 SH 16,200 1 16,200 ROWAN COMPANIES INC COMMON STOCK 779382100 383 32,000 SH 32,000 1 32,000 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 456 56,900 SH 56,900 1 56,900 RYANAIR HOLDINGS PLC-SP ADR COMMON STOCK 783513104 293 12,700 SH 12,700 1 12,700 SAKS INC COMMON STOCK 79377W108 77 41,100 SH 41,100 1 41,100 SALESFORCE.COM INC COMMON STOCK 79466L302 448 13,700 SH 13,700 1 13,700 SANOFI-AVENTIS-ADR COMMON STOCK 80105N105 204 7,300 SH 7,300 1 7,300 SCHWAB (CHARLES) CORP COMMON STOCK 808513105 566 36,500 SH 36,500 1 36,500 SCIENTIFIC GAMES CORP-A COMMON STOCK 80874P109 426 35,200 SH 35,200 1 35,200 SEMICONDUCTOR HOLDRS TRUST COMMON STOCK 816636203 29,957 1,602,000 SH 1,602,000 1 1,602,000 SEQUENOM INC COMMON STOCK 817337405 297 20,900 SH 20,900 1 20,900 SHAW GROUP INC COMMON STOCK 820280105 491 17,900 SH 17,900 1 17,900 SIMON PROPERTY GROUP INC COMMON STOCK 828806109 949 27,400 SH 27,400 1 27,400 SL GREEN REALTY CORP COMMON STOCK 78440X101 456 42,200 SH 42,200 1 42,200 SLM CORP COMMON STOCK 78442P106 393 79,300 SH 79,300 1 79,300 SOHU.COM INC COMMON STOCK 83408W103 425 10,300 SH 10,300 1 10,300 SPX CORP COMMON STOCK 784635104 451 9,600 SH 9,600 1 9,600 ST JUDE MEDICAL INC COMMON STOCK 790849103 596 16,400 SH 16,400 1 16,400 STARENT NETWORKS CORP COMMON STOCK 85528P108 386 24,400 SH 24,400 1 24,400 STATE STREET CORP COMMON STOCK 857477103 1,222 39,700 SH 39,700 1 39,700 STERICYCLE INC COMMON STOCK 858912108 821 17,205 SH 17,205 1 17,205 SUNOCO INC COMMON STOCK 86764P109 1,099 41,498 SH 41,498 1 41,498 SUPERVALU INC COMMON STOCK 868536103 817 57,200 SH 57,200 1 57,200 SWITCH & DATA FACILITIES CO COMMON STOCK 871043105 4,109 468,475 SH 468,475 1 468,475 SYNGENTA AG-ADR COMMON STOCK 87160A100 261 6,500 SH 6,500 1 6,500 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 456 15,800 SH 15,800 1 15,800 TALEO CORP-CLASS A COMMON STOCK 87424N104 8,029 679,882 SH 679,882 1 679,882 TALISMAN ENERGY INC COMMON STOCK 87425E103 370 35,200 SH 35,200 1 35,200 TD AMERITRADE HOLDING CORP COMMON STOCK 87236Y108 318 23,000 SH 23,000 1 23,000 TELEFLEX INC COMMON STOCK 879369106 348 8,900 SH 8,900 1 8,900 TERADATA CORP COMMON STOCK 88076W103 247 15,200 SH 15,200 1 15,200 TETRA TECH INC COMMON STOCK 88162G103 228 11,200 SH 11,200 1 11,200 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 365 22,100 SH 22,100 1 22,100 TEXTRON INC COMMON STOCK 883203101 164 28,600 SH 28,600 1 28,600 TIFFANY & CO COMMON STOCK 886547108 349 16,200 SH 16,200 1 16,200 TIME WARNER CABLE COMMON STOCK 88732J207 600 24,200 SH 24,200 1 24,200 TIME WARNER INC COMMON STOCK 887317105 741 38,400 SH 38,400 1 38,400 TORCHMARK CORP COMMON STOCK 891027104 438 16,700 SH 16,700 1 16,700 TOYOTA MOTOR CORP -SPON ADR COMMON STOCK 892331307 563 8,900 SH 8,900 1 8,900 TRANSDIGM GROUP INC COMMON STOCK 893641100 296 9,000 SH 9,000 1 9,000 TRAVELERS COS INC/ THE COMMON STOCK 89417E109 634 15,600 SH 15,600 1 15,600 TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 223 14,600 SH 14,600 1 14,600 TYCO INTERNATIONAL LTD COMMON STOCK H89128104 286 14,600 SH 14,600 1 14,600 TYSON FOODS INC-CL A COMMON STOCK 902494103 531 56,500 SH 56,500 1 56,500 UNILEVER N V -NY SHARES COMMON STOCK 904784709 308 15,700 SH 15,700 1 15,700 UNITED STATES STEEL CORP COMMON STOCK 912909108 418 19,800 SH 19,800 1 19,800 US AIRWAYS GROUP INC COMMON STOCK 90341W108 74 29,100 SH 29,100 1 29,100 VALEANT PHARMACEUTICALS INTE COMMON STOCK 91911X104 292 16,400 SH 16,400 1 16,400 VALERO ENERGY CORP COMMON STOCK 91913Y100 578 32,300 SH 32,300 1 32,300 VENTAS INC COMMON STOCK 92276F100 900 39,800 SH 39,800 1 39,800 VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 207 7,200 SH 7,200 1 7,200 VF CORP COMMON STOCK 918204108 520 9,100 SH 9,100 1 9,100 VIACOM INC-CLASS B COMMON STOCK 92553P201 673 38,700 SH 38,700 1 38,700 VIRGIN MEDIA INC COMMON STOCK 92769L101 176 36,600 SH 36,600 1 36,600 VISA INC-CLASS A SHARES COMMON STOCK 92826C839 234 4,200 SH 4,200 1 4,200 VIVO PARTICIPACOES SA-ADR COMMON STOCK 92855S200 476 36,500 SH 36,500 1 36,500 VORNADO REALTY TRUST COMMON STOCK 929042109 642 19,300 SH 19,300 1 19,300 WADDELL & REED FINANCIAL-A COMMON STOCK 930059100 267 14,800 SH 14,800 1 14,800 WALGREEN CO COMMON STOCK 931422109 283 10,900 SH 10,900 1 10,900 WASTE MANAGEMENT INC COMMON STOCK 94106L109 1,231 48,100 SH 48,100 1 48,100
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ----------------- ------------ --------- -------- ------------------- --------------------- -------- -------------------------- Investment Discretion Voting Authority --------------------- -------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ shared- shared- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL defined other Managers Sole Shared None - ----------------- ------------ --------- -------- ---------- --- ---- ---------- -------- -------- ---------- ------ -------- WATSON WYATT WORLDWIDE INC-A COMMON STOCK 942712100 209 4,240 SH 4,240 1 4,240 WEINGARTEN REALTY INVESTORS COMMON STOCK 948741103 228 23,900 SH 23,900 1 23,900 WESTAR ENERGY INC COMMON STOCK 95709T100 422 24,100 SH 24,100 1 24,100 WILLIAMS COS INC COMMON STOCK 969457100 479 42,100 SH 42,100 1 42,100 WILLIAMS-SONOMA INC COMMON STOCK 969904101 352 34,900 SH 34,900 1 34,900 WR BERKLEY CORP COMMON STOCK 084423102 440 19,500 SH 19,500 1 19,500 WYNN RESORTS LTD COMMON STOCK 983134107 645 32,300 SH 32,300 1 32,300 XEROX CORP COMMON STOCK 984121103 108 23,700 SH 23,700 1 23,700 Grand Total 290,917 22,648,425 22,126,105 522,320 22,126,105 522,320
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