-----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, I7D51QzyHWzoYZAr7BOYdOfM1oAOKHvJ4EuqWrNS4qGCY9tMrc1abQYEwsmaHgLJ qgZZY/4DliqsadjK/Zq4vw== 0001011443-10-000133.txt : 20101112 0001011443-10-000133.hdr.sgml : 20101111 20101112153234 ACCESSION NUMBER: 0001011443-10-000133 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101112 DATE AS OF CHANGE: 20101112 EFFECTIVENESS DATE: 20101112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: HBK INVESTMENTS L P CENTRAL INDEX KEY: 0001011443 IRS NUMBER: 752622581 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06078 FILM NUMBER: 101186143 BUSINESS ADDRESS: STREET 1: 2101 CEDAR SPRINGS ROAD STREET 2: STE 700 CITY: DALLAS STATE: TX ZIP: 75201 BUSINESS PHONE: 2147586100 MAIL ADDRESS: STREET 1: 2101 CEDAR SPRINGS ROAD STREET 2: STE 700 CITY: DALLAS STATE: TX ZIP: 75201 13F-HR 1 public13f3q2010.txt SCHEDULE 13F 3Q 2010 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Quarter ended: 09/30/2010 Check here if Amendment [ ]; Amendment Number: This Amendment (check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: HBK Investments L.P. (1) Address: 2101 Cedar Springs Road, Suite 700 Dallas, Texas 75201 Form 13F File Number: 28-6078 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 Report Manager: Name: Jon L. Mosle Title: General Counsel Phone: (214) 758-6107 Signature, Place, and Date of Signing: /X/ Jon L. Mosle Dallas, Texas November 12, 2010 General Counsel Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 759 Form 13F Information Table Value Total: $2,474,237 (thousands) Information for which we are requesting confidential treatment has been omitted and filed separately with the Securities and Exchange Commission. List of Other Included Managers: NONE (1) HBK Investments L.P. has delegated discretion to vote and dispose of the securities described below to HBK Services LLC ("Services"). Services may, from time to time, delegate discretion to vote and dispose of certain of such Securities to one or more subadvisors. Each of Services and such subadvisors is under common control with HBK Investments L.P. The filing of this report shall not be deemed an admission that such subadvisors are, for the purpose of Section 13(d) or 13(g) of the Securities Exchange Act of 1934, beneficial owners of such securities. FORM 13F INFORMATION TABLE
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMNT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CLL DISCRETN MGRS SOLE SHRD NONE ABB LTD SPONSORED ADR 000375204 1288 61000 SHR SOLE 61000 0 0 ABRAXIS BIOSCIENCE INC NEW COM 00383Y102 611 7900 SHR SOLE 7900 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3764 88575 SHR SOLE 88575 0 0 ACI WORLDWIDE INC COM 004498101 343 15300 SHR SOLE 15300 0 0 ACME PACKET INC COM 004764106 266 7000 SHR SOLE 7000 0 0 ACXIOM CORP COM 005125109 861 54300 SHR SOLE 54300 0 0 ADMINISTAFF INC COM 007094105 612 22722 SHR SOLE 22722 0 0 ADTRAN INC COM 00738A106 639 18100 SHR SOLE 18100 0 0 AEGON N V NY REGISTRY SH 007924103 509 84900 SHR SOLE 84900 0 0 AEROPOSTALE COM 007865108 1911 82200 SHR SOLE 82200 0 0 AES CORP COM 00130H105 1960 172713 SHR SOLE 172713 0 0 AGCO CORP COM 001084102 1057 27100 SHR SOLE 27100 0 0 AGL RES INC COM 001204106 825 21500 SHR SOLE 21500 0 0 AGRIUM INC COM 008916108 473 6302 SHR SOLE 6302 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 572 11400 SHR SOLE 11400 0 0 ALASKA AIR GROUP INC COM 011659109 1724 33785 SHR SOLE 33785 0 0 ALBEMARLE CORP COM 012653101 1460 31200 SHR SOLE 31200 0 0 ALCATEL-LUCENT SPONSORED ADR 013904305 318 93969 SHR SOLE 93969 0 0 ALCOA INC COM 013817101 1321 109100 SHR SOLE 109100 0 0 ALKERMES INC COM 01642T108 152 10400 SHR SOLE 10400 0 0 ALLEGHANY CORP DEL COM 017175100 424 1400 SHR SOLE 1400 0 0 ALLERGAN INC COM 018490102 1178 17702 SHR SOLE 17702 0 0 ALLIANT ENERGY CORP COM 018802108 1356 37300 SHR SOLE 37300 0 0 ALLIED IRISH BKS P L C SPON ADR ORD 019228402 944 664800 SHR SOLE 664800 0 0 ALLIED NEVADA GOLD CORP COM 019344100 289 10900 SHR SOLE 10900 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 272 4800 SHR SOLE 4800 0 0 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 188 10200 SHR SOLE 10200 0 0 ALTERA CORP COM 021441100 440 14600 SHR SOLE 14600 0 0 AMAZON COM INC COM 023135106 4068 25900 SHR SOLE 25900 0 0 AMDOCS LTD ORD G02602103 1399 48800 SHR SOLE 48800 0 0 AMERCO COM 023586100 397 5000 SHR SOLE 5000 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 431 47800 SHR SOLE 47800 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 311 11700 SHR SOLE 11700 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 498 16300 SHR SOLE 16300 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 1591 68378 SHR SOLE 68378 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 36994 37157000 PRN SOLE 37157000 0 0 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 40626 40830000 PRN SOLE 40830000 0 0 AMERICREDIT CORP COM 03060R101 22095 903324 SHR SOLE 903324 0 0 AMERICREDIT CORP COM 03060R101 911 50000 SHR CALL SOLE 50000 0 0 AMERIGROUP CORP COM 03073T102 845 19900 SHR SOLE 19900 0 0 AMERISOURCEBERGEN CORP COM 03073E105 512 16700 SHR SOLE 16700 0 0 AMETEK INC NEW COM 031100100 425 8900 SHR SOLE 8900 0 0 AMKOR TECHNOLOGY INC COM 031652100 84 12800 SHR SOLE 12800 0 0 AMR CORP COM 001765106 1595 254339 SHR SOLE 254339 0 0 ANDERSONS INC COM 034164103 459 12100 SHR SOLE 12100 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 159 22300 SHR SOLE 22300 0 0 APOLLO GROUP INC CL A 037604105 2999 58400 SHR SOLE 58400 0 0 APPLE INC COM 037833100 14358 50600 SHR SOLE 50600 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 765 25000 SHR SOLE 25000 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 587 58700 SHR SOLE 58700 0 0 APTARGROUP INC COM 038336103 306 6700 SHR SOLE 6700 0 0 ARENA PHARMACEUTICALS INC COM 040047102 55 35125 SHR SOLE 35125 0 0 ARES CAP CORP COM 04010L103 736 47000 SHR SOLE 47000 0 0 ARRIS GROUP INC COM 04269Q100 567 58000 SHR SOLE 58000 0 0 ARVINMERITOR INC COM 043353101 1131 72800 SHR SOLE 72800 0 0 ASHLAND INC NEW COM 044209104 4204 86200 SHR SOLE 86200 0 0 ASM INTL N V NY REGISTER SH N07045102 295 11600 SHR SOLE 11600 0 0 ASML HOLDING N V NY REG SHS N07059186 348 11700 SHR SOLE 11700 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 553 18264 SHR SOLE 18264 0 0 ASSURANT INC COM 04621X108 476 11691 SHR SOLE 11691 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 953 18800 SHR SOLE 18800 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 931 18500 SHR SOLE 18500 0 0 ATMEL CORP COM 049513104 146 18323 SHR SOLE 18323 0 0 ATMOS ENERGY CORP COM 049560105 678 23175 SHR SOLE 23175 0 0 ATP OIL & GAS CORP COM 00208J108 7943 750000 SHR PUT SOLE 750000 0 0 AUTOLIV INC COM 052800109 277 4233 SHR SOLE 4233 0 0 AUTONATION INC COM 05329W102 382 16440 SHR SOLE 16440 0 0 AUTOZONE INC COM 053332102 428 1868 SHR SOLE 1868 0 0 AVALONBAY CMNTYS INC COM 053484101 790 7600 SHR SOLE 7600 0 0 AVALONBAY CMNTYS INC COM 053484101 9337 100000 SHR CALL SOLE 100000 0 0 AVALONBAY CMNTYS INC COM 053484101 9337 100000 SHR PUT SOLE 100000 0 0 AVISTA CORP COM 05379B107 290 13900 SHR SOLE 13900 0 0 AVX CORP NEW COM 002444107 540 39100 SHR SOLE 39100 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 544 16500 SHR SOLE 16500 0 0 BAIDU INC SPON ADR REP A 056752108 5342 52060 SHR SOLE 52060 0 0 BALTIC TRADING LIMITED COM Y0553W103 4959 450392 SHR SOLE 450392 0 0 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 599 6200 SHR SOLE 6200 0 0 BANCOLOMBIA S A SPON ADR PREF 05968L102 1030 15700 SHR SOLE 15700 0 0 BANK MONTREAL QUE COM 063671101 1195 20700 SHR SOLE 20700 0 0 BANK OF AMERICA CORPORATION COM 060505104 4259 324900 SHR SOLE 324900 0 0 BAXTER INTL INC COM 071813109 611 12800 SHR SOLE 12800 0 0 BE AEROSPACE INC COM 073302101 439 14500 SHR SOLE 14500 0 0 BEBE STORES INC COM 075571109 371 51400 SHR SOLE 51400 0 0 BELO CORP COM SER A 080555105 170 27404 SHR SOLE 27404 0 0 BHP BILLITON PLC SPONSORED ADR 05545E209 880 13771 SHR SOLE 13771 0 0 BIG LOTS INC COM 089302103 625 18800 SHR SOLE 18800 0 0 BIO RAD LABS INC CL A 090572207 547 6046 SHR SOLE 6046 0 0 BIOGEN IDEC INC COM 09062X103 735 13100 SHR SOLE 13100 0 0 BIOVAIL CORP COM 09067J109 2989 119314 SHR SOLE 119314 0 0 BJS WHOLESALE CLUB INC COM 05548J106 2374 57200 SHR SOLE 57200 0 0 BLACKROCK INC COM 09247X101 1752 10293 SHR SOLE 10293 0 0 BLOCK H & R INC COM 093671105 225 17393 SHR SOLE 17393 0 0 BLUE COAT SYSTEMS INC COM NEW 09534T508 510 21200 SHR SOLE 21200 0 0 BOB EVANS FARMS INC COM 096761101 204 7280 SHR SOLE 7280 0 0 BOISE INC COM 09746Y105 756 116500 SHR SOLE 116500 0 0 BOSTON BEER INC CL A 100557107 382 5710 SHR SOLE 5710 0 0 BOSTON PROPERTIES INC COM 101121101 7134 100000 SHR CALL SOLE 100000 0 0 BOSTON PROPERTIES INC COM 101121101 4494 63000 SHR PUT SOLE 63000 0 0 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 320 3100 SHR SOLE 3100 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 162 13200 SHR SOLE 13200 0 0 BRASIL TELECOM SA SPONS ADR PFD 10553M101 445 22425 SHR SOLE 22425 0 0 BRASIL TELECOM SA SPON ADR COM 10553M200 340 39448 SHR SOLE 39448 0 0 BRE PROPERTIES INC CL A 05564E106 652 15700 SHR SOLE 15700 0 0 BRIDGEPOINT ED INC COM 10807M105 170 11000 SHR SOLE 11000 0 0 BRINKS CO COM 109696104 322 14000 SHR SOLE 14000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 1735 64000 SHR SOLE 64000 0 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 388 5200 SHR SOLE 5200 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 377 16500 SHR SOLE 16500 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 426 15000 SHR SOLE 15000 0 0 BROOKFIELD PPTYS CORP COM 112900105 466 30000 SHR SOLE 30000 0 0 BT GROUP PLC ADR 05577E101 208 9500 SHR SOLE 9500 0 0 BURGER KING HLDGS INC COM 121208201 605 25353 SHR SOLE 25353 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 3698 141200 SHR SOLE 141200 0 0 CABOT CORP COM 127055101 1354 41583 SHR SOLE 41583 0 0 CAL DIVE INTL INC DEL COM 12802T101 1045 191125 SHR SOLE 191125 0 0 CAMDEN PPTY TR SH BEN INT 133131102 878 18302 SHR SOLE 18302 0 0 CANADIAN NAT RES LTD COM 136385101 2287 66100 SHR SOLE 66100 0 0 CANADIAN NATL RY CO COM 136375102 480 7500 SHR SOLE 7500 0 0 CANADIAN PAC RY LTD COM 13645T100 542 8900 SHR SOLE 8900 0 0 CANON INC ADR 138006309 505 10800 SHR SOLE 10800 0 0 CAPITALSOURCE INC COM 14055X102 1019 190900 SHR SOLE 190900 0 0 CARDINAL HEALTH INC COM 14149Y108 3572 108100 SHR SOLE 108100 0 0 CARDTRONICS INC COM 14161H108 437 28300 SHR SOLE 28300 0 0 CAREFUSION CORP COM 14170T101 1555 62600 SHR SOLE 62600 0 0 CARLISLE COS INC COM 142339100 800 26700 SHR SOLE 26700 0 0 CARNIVAL PLC ADR 14365C103 301 7600 SHR SOLE 7600 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 890 26400 SHR SOLE 26400 0 0 CARTER INC COM 146229109 329 12500 SHR SOLE 12500 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 570 31200 SHR SOLE 31200 0 0 CEC ENTMT INC COM 125137109 772 22500 SHR SOLE 22500 0 0 CELANESE CORP DEL COM SER A 150870103 1897 59100 SHR SOLE 59100 0 0 CELERA CORP COM 15100E106 309 45800 SHR SOLE 45800 0 0 CELESTICA INC SUB VTG SHS 15101Q108 368 43600 SHR SOLE 43600 0 0 CELLCOM ISRAEL LTD SHS M2196U109 598 19703 SHR SOLE 19703 0 0 CENTERPOINT ENERGY INC COM 15189T107 1163 73967 SHR SOLE 73967 0 0 CERADYNE INC COM 156710105 287 12300 SHR SOLE 12300 0 0 CHARMING SHOPPES INC COM 161133103 102 29036 SHR SOLE 29036 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 2078 56257 SHR SOLE 56257 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1506 66500 SHR SOLE 66500 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 339 13883 SHR SOLE 13883 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 327 6700 SHR SOLE 6700 0 0 CHIMERA INVT CORP COM 16934Q109 1890 478500 SHR SOLE 478500 0 0 CHUNGHWA TELECOM CO LTD SPON ADR NEW10 17133Q106 421 18800 SHR SOLE 18800 0 0 CIGNA CORP COM 125509109 408 11400 SHR SOLE 11400 0 0 CIMAREX ENERGY CO COM 171798101 5685 85900 SHR SOLE 85900 0 0 CINEMARK HOLDINGS INC COM 17243V102 275 17100 SHR SOLE 17100 0 0 CISCO SYS INC COM 17275R102 705 32193 SHR SOLE 32193 0 0 CIT GROUP INC COM NEW 125581801 36400 1075000 SHR PUT SOLE 1075000 0 0 CITIGROUP INC COM 172967101 422 108300 SHR SOLE 108300 0 0 CITRIX SYS INC COM 177376100 614 9000 SHR SOLE 9000 0 0 CLEARWATER PAPER CORP COM 18538R103 799 10505 SHR SOLE 10505 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 4065 63600 SHR SOLE 63600 0 0 CLOROX CO DEL COM 189054109 274 4100 SHR SOLE 4100 0 0 CME GROUP INC COM 12572Q105 2448 9400 SHR SOLE 9400 0 0 CNH GLOBAL N V SHS NEW N20935206 875 23890 SHR SOLE 23890 0 0 CNOOC LTD SPONSORED ADR 126132109 738 3800 SHR SOLE 3800 0 0 COBALT INTL ENERGY INC COM 19075F106 165 17300 SHR SOLE 17300 0 0 COCA COLA ENTERPRISES INC COM 191219104 375 12109 SHR SOLE 12109 0 0 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 742 9482 SHR SOLE 9482 0 0 COGNEX CORP COM 192422103 244 9100 SHR SOLE 9100 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 335 5200 SHR SOLE 5200 0 0 COINSTAR INC COM 19259P300 1338 31112 SHR SOLE 31112 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 763 47100 SHR SOLE 47100 0 0 COMERICA INC COM 200340107 546 14700 SHR SOLE 14700 0 0 COMMSCOPE INC COM 203372107 397 16735 SHR SOLE 16735 0 0 COMMVAULT SYSTEMS INC COM 204166102 245 9400 SHR SOLE 9400 0 0 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 1077 15600 SHR SOLE 15600 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 2344 114600 SHR SOLE 114600 0 0 COMPUTER SCIENCES CORP COM 205363104 2282 49602 SHR SOLE 49602 0 0 COMPUWARE CORP COM 205638109 302 35500 SHR SOLE 35500 0 0 COMSTOCK RES INC COM NEW 205768203 887 39424 SHR SOLE 39424 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 1595 58300 SHR SOLE 58300 0 0 CONAGRA FOODS INC COM 205887102 2078 94696 SHR SOLE 94696 0 0 CONVERGYS CORP COM 212485106 108 10300 SHR SOLE 10300 0 0 COOPER COS INC COM NEW 216648402 652 14100 SHR SOLE 14100 0 0 COOPER INDUSTRIES PLC SHS G24140108 480 9800 SHR SOLE 9800 0 0 COOPER TIRE & RUBR CO COM 216831107 202 10300 SHR SOLE 10300 0 0 COPA HOLDINGS SA CL A P31076105 1062 19708 SHR SOLE 19708 0 0 COPART INC COM 217204106 560 17000 SHR SOLE 17000 0 0 CORELOGIC INC COM 21871D103 731 38166 SHR SOLE 38166 0 0 CORN PRODS INTL INC COM 219023108 957 25509 SHR SOLE 25509 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 562 17800 SHR SOLE 17800 0 0 COSAN LTD SHS A G25343107 927 80000 SHR SOLE 80000 0 0 COUSINS PPTYS INC COM 222795106 541 75740 SHR SOLE 75740 0 0 COVANTA HLDG CORP COM 22282E102 835 53000 SHR SOLE 53000 0 0 COVENTRY HEALTH CARE INC COM 222862104 647 30060 SHR SOLE 30060 0 0 COVIDIEN PLC SHS G2554F105 6258 155700 SHR SOLE 155700 0 0 CPFL ENERGIA S A SPONSORED ADR 126153105 275 3900 SHR SOLE 3900 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 431 8500 SHR SOLE 8500 0 0 CRANE CO COM 224399105 630 16600 SHR SOLE 16600 0 0 CREDICORP LTD COM G2519Y108 1367 12000 SHR SOLE 12000 0 0 CREE INC COM 225447101 3417 62946 SHR SOLE 62946 0 0 CROCS INC COM 227046109 228 17519 SHR SOLE 17519 0 0 CROWN HOLDINGS INC COM 228368106 817 28500 SHR SOLE 28500 0 0 CRUDE CARRIERS CORPORATION COM Y1820X106 3610 200565 SHR SOLE 200565 0 0 CSG SYS INTL INC COM 126349109 314 17200 SHR SOLE 17200 0 0 CSX CORP COM 126408103 631 11400 SHR SOLE 11400 0 0 CUBIC CORP COM 229669106 343 8400 SHR SOLE 8400 0 0 CUMMINS INC COM 231021106 1308 14439 SHR SOLE 14439 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 138 11000 SHR SOLE 11000 0 0 CYTEC INDS INC COM 232820100 3135 55600 SHR SOLE 55600 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 110477 100000000 PRN SOLE 100000000 0 0 DARDEN RESTAURANTS INC COM 237194105 4518 105600 SHR SOLE 105600 0 0 DAVITA INC COM 23918K108 956 13847 SHR SOLE 13847 0 0 DEAN FOODS CO NEW COM 242370104 1008 98730 SHR SOLE 98730 0 0 DECKERS OUTDOOR CORP COM 243537107 694 13888 SHR SOLE 13888 0 0 DEERE & CO COM 244199105 3552 50900 SHR SOLE 50900 0 0 DEL MONTE FOODS CO COM 24522P103 974 74288 SHR SOLE 74288 0 0 DELL INC COM 24702R101 857 66043 SHR SOLE 66043 0 0 DENDREON CORP COM 24823Q107 478 11600 SHR SOLE 11600 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 337 30000 SHR SOLE 30000 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 629 9110 SHR SOLE 9110 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1315 19400 SHR SOLE 19400 0 0 DIANA SHIPPING INC COM Y2066G104 12307 969065 SHR SOLE 969065 0 0 DIGITALGLOBE INC COM NEW 25389M877 462 15200 SHR SOLE 15200 0 0 DILLARDS INC CL A 254067101 232 9800 SHR SOLE 9800 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 783 20500 SHR SOLE 20500 0 0 DISH NETWORK CORP CL A 25470M109 333 17344 SHR SOLE 17344 0 0 DISNEY WALT CO COM DISNEY 254687106 339 10224 SHR SOLE 10224 0 0 DOLBY LABORATORIES INC COM 25659T107 602 10599 SHR SOLE 10599 0 0 DOLLAR TREE INC COM 256746108 580 11900 SHR SOLE 11900 0 0 DOMINOS PIZZA INC COM 25754A201 1537 116300 SHR SOLE 116300 0 0 DOMTAR CORP COM NEW 257559203 2783 43100 SHR SOLE 43100 0 0 DOVER CORP COM 260003108 509 9755 SHR SOLE 9755 0 0 DPL INC COM 233293109 521 19934 SHR SOLE 19934 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 2964 83446 SHR SOLE 83446 0 0 DRESS BARN INC COM 261570105 302 12700 SHR SOLE 12700 0 0 DRESSER-RAND GROUP INC COM 261608103 1450 39300 SHR SOLE 39300 0 0 DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 11781 12500000 PRN SOLE 12500000 0 0 DTE ENERGY CO COM 233331107 629 13700 SHR SOLE 13700 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 1553 34800 SHR SOLE 34800 0 0 DUKE REALTY CORP COM NEW 264411505 414 35700 SHR SOLE 35700 0 0 DYNEGY INC DEL COM 26817G300 1627 334172 SHR SOLE 334172 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 111797 85000000 PRN SOLE 85000000 0 0 EARTHLINK INC COM 270321102 192 21091 SHR SOLE 21091 0 0 EASTMAN KODAK CO COM 277461109 1545 367800 SHR SOLE 367800 0 0 EATON CORP COM 278058102 569 6900 SHR SOLE 6900 0 0 ECHOSTAR CORP CL A 278768106 946 49600 SHR SOLE 49600 0 0 EDISON INTL COM 281020107 269 7818 SHR SOLE 7818 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 637 9500 SHR SOLE 9500 0 0 EL PASO CORP COM 28336L109 235 19000 SHR SOLE 19000 0 0 EL PASO ELEC CO COM NEW 283677854 445 18700 SHR SOLE 18700 0 0 ELDORADO GOLD CORP NEW COM 284902103 1182 63900 SHR SOLE 63900 0 0 ELECTRONIC ARTS INC COM 285512109 745 45300 SHR SOLE 45300 0 0 EMCOR GROUP INC COM 29084Q100 602 24500 SHR SOLE 24500 0 0 EMDEON INC CL A 29084T104 675 55400 SHR SOLE 55400 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 511 9600 SHR SOLE 9600 0 0 EMERSON ELEC CO COM 291011104 471 8950 SHR SOLE 8950 0 0 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 205 3800 SHR SOLE 3800 0 0 EMULEX CORP COM NEW 292475209 247 23700 SHR SOLE 23700 0 0 ENBRIDGE INC COM 29250N105 282 5400 SHR SOLE 5400 0 0 ENCANA CORP COM 292505104 735 24300 SHR SOLE 24300 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 548 16500 SHR SOLE 16500 0 0 ENERGEN CORP COM 29265N108 1110 24282 SHR SOLE 24282 0 0 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 1578 100000 SHR PUT SOLE 100000 0 0 ENERPLUS RES FD UNIT TR G NEW 29274D604 276 10700 SHR SOLE 10700 0 0 ENERSIS S A SPONSORED ADR 29274F104 447 19000 SHR SOLE 19000 0 0 ENI S P A SPONSORED ADR 26874R108 289 6703 SHR SOLE 6703 0 0 ENSCO PLC SPONSORED ADR 29358Q109 210 4700 SHR SOLE 4700 0 0 ENTEGRIS INC COM 29362U104 556 119000 SHR SOLE 119000 0 0 ENTERGY CORP NEW COM 29364G103 3612 47200 SHR SOLE 47200 0 0 ENTROPIC COMMUNICATIONS INC COM 29384R105 219 22800 SHR SOLE 22800 0 0 EOG RES INC COM 26875P101 607 6533 SHR SOLE 6533 0 0 EQUIFAX INC COM 294429105 427 13700 SHR SOLE 13700 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 34811 24500000 PRN SOLE 24500000 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 2082 50000 SHR CALL SOLE 50000 0 0 ERICSSON L M TEL CO ADR B SEK 10 294821608 629 57300 SHR SOLE 57300 0 0 ERIE INDTY CO CL A 29530P102 252 4500 SHR SOLE 4500 0 0 EXTERRAN HLDGS INC COM 30225X103 1124 49500 SHR SOLE 49500 0 0 EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 508 20100 SHR SOLE 20100 0 0 F M C CORP COM NEW 302491303 436 6376 SHR SOLE 6376 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 882 93800 SHR SOLE 93800 0 0 FAMILY DLR STORES INC COM 307000109 2407 54500 SHR SOLE 54500 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 223 2728 SHR SOLE 2728 0 0 FEDEX CORP COM 31428X106 1300 15205 SHR SOLE 15205 0 0 FERRO CORP COM 315405100 1549 120200 SHR SOLE 120200 0 0 FIBRIA CELULOSE S A SP ADR REP COM 31573A109 242 14000 SHR SOLE 14000 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 323 20575 SHR SOLE 20575 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 1462 53900 SHR SOLE 53900 0 0 FIFTH THIRD BANCORP COM 316773100 695 57800 SHR SOLE 57800 0 0 FINISAR CORP COM NEW 31787A507 190 10100 SHR SOLE 10100 0 0 FINISH LINE INC CL A 317923100 701 50400 SHR SOLE 50400 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 420 69600 SHR SOLE 69600 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1745 34400 SHR SOLE 34400 0 0 FOOT LOCKER INC COM 344849104 327 22500 SHR SOLE 22500 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 454936 305000000 PRN SOLE 305000000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 3534 288700 SHR SOLE 288700 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 2016 200000 SHR CALL SOLE 200000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 77057 7644500 SHR PUT SOLE 7644500 0 0 FORD MTR CO DEL *W EXP 01/01/201 345370134 57193 13331814 SHR SOLE 13331814 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 500 39000 SHR SOLE 39000 0 0 FOSSIL INC COM 349882100 651 12100 SHR SOLE 12100 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 502 61445 SHR SOLE 61445 0 0 FRONTIER OIL CORP COM 35914P105 267 19938 SHR SOLE 19938 0 0 FULTON FINL CORP PA COM 360271100 218 24100 SHR SOLE 24100 0 0 GANNETT INC COM 364730101 302 24700 SHR SOLE 24700 0 0 GAP INC DEL COM 364760108 3734 200300 SHR SOLE 200300 0 0 GARDNER DENVER INC COM 365558105 956 17816 SHR SOLE 17816 0 0 GENERAL ELECTRIC CO COM 369604103 2520 155100 SHR SOLE 155100 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 297 13600 SHR SOLE 13600 0 0 GENUINE PARTS CO COM 372460105 371 8325 SHR SOLE 8325 0 0 GENWORTH FINL INC COM CL A 37247D106 1439 117762 SHR SOLE 117762 0 0 GEOEYE INC COM 37250W108 332 8200 SHR SOLE 8200 0 0 GERDAU S A SPONSORED ADR 373737105 1096 80500 SHR SOLE 80500 0 0 GFI GROUP INC COM 361652209 92 19800 SHR SOLE 19800 0 0 GILDAN ACTIVEWEAR INC COM 375916103 326 11600 SHR SOLE 11600 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 273 6900 SHR SOLE 6900 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 343 55700 SHR SOLE 55700 0 0 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 508 33300 SHR SOLE 33300 0 0 GOLDEN STAR RES LTD CDA COM 38119T104 1029 208290 SHR SOLE 208290 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 7429 51380 SHR SOLE 51380 0 0 GOODRICH CORP COM 382388106 236 3200 SHR SOLE 3200 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 4312 401100 SHR SOLE 401100 0 0 GOOGLE INC CL A 38259P508 20111 38250 SHR SOLE 38250 0 0 GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 254 9500 SHR SOLE 9500 0 0 GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 303 8798 SHR SOLE 8798 0 0 GRACE W R & CO DEL NEW COM 38388F108 618 22129 SHR SOLE 22129 0 0 GRAFTECH INTL LTD COM 384313102 230 14700 SHR SOLE 14700 0 0 GRAINGER W W INC COM 384802104 214 1800 SHR SOLE 1800 0 0 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 256 5400 SHR SOLE 5400 0 0 GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 272 27300 SHR SOLE 27300 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 870 46000 SHR SOLE 46000 0 0 GT SOLAR INTL INC COM 3623E0209 712 85100 SHR SOLE 85100 0 0 HANSEN NAT CORP COM 411310105 1371 29400 SHR SOLE 29400 0 0 HARMAN INTL INDS INC COM 413086109 545 16300 SHR SOLE 16300 0 0 HARRIS CORP DEL COM 413875105 500 11300 SHR SOLE 11300 0 0 HARSCO CORP COM 415864107 639 26000 SHR SOLE 26000 0 0 HARTE-HANKS INC COM 416196103 176 15100 SHR SOLE 15100 0 0 HASBRO INC COM 418056107 1496 33600 SHR SOLE 33600 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 284 12600 SHR SOLE 12600 0 0 HCC INS HLDGS INC COM 404132102 209 8000 SHR SOLE 8000 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 1457 7900 SHR SOLE 7900 0 0 HEALTH NET INC COM 42222G108 1690 62166 SHR SOLE 62166 0 0 HECLA MNG CO COM 422704106 135 21411 SHR SOLE 21411 0 0 HERBALIFE LTD COM USD SHS G4412G101 2873 47600 SHR SOLE 47600 0 0 HEWLETT PACKARD CO COM 428236103 419 9950 SHR SOLE 9950 0 0 HEXCEL CORP NEW COM 428291108 439 24700 SHR SOLE 24700 0 0 HILL ROM HLDGS INC COM 431475102 685 19100 SHR SOLE 19100 0 0 HILLENBRAND INC COM 431571108 660 30700 SHR SOLE 30700 0 0 HOLOGIC INC COM 436440101 696 43500 SHR SOLE 43500 0 0 HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 722 14593 SHR SOLE 14593 0 0 HONEYWELL INTL INC COM 438516106 237 5400 SHR SOLE 5400 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 252 14200 SHR SOLE 14200 0 0 HOSPIRA INC COM 441060100 701 12300 SHR SOLE 12300 0 0 HOST HOTELS & RESORTS INC COM 44107P104 665 45910 SHR SOLE 45910 0 0 HUANENG PWR INTL INC SPON ADR H SHS 443304100 1169 47200 SHR SOLE 47200 0 0 HUBBELL INC CL B 443510201 457 9005 SHR SOLE 9005 0 0 HUMANA INC COM 444859102 7285 145000 SHR SOLE 145000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1727 303500 SHR SOLE 303500 0 0 HUNTSMAN CORP COM 447011107 559 48376 SHR SOLE 48376 0 0 IAC INTERACTIVECORP COM PAR $.001 44919P508 1744 66400 SHR SOLE 66400 0 0 ICON PUB LTD CO SPONSORED ADR 45103T107 562 26000 SHR SOLE 26000 0 0 IDACORP INC COM 451107106 435 12100 SHR SOLE 12100 0 0 IESI BFC LTD COM 44951D108 950 41500 SHR SOLE 41500 0 0 IMMUCOR INC COM 452526106 288 14500 SHR SOLE 14500 0 0 INFINERA CORPORATION COM 45667G103 261 22400 SHR SOLE 22400 0 0 ING GROEP N V SPONSORED ADR 456837103 508 49400 SHR SOLE 49400 0 0 INGRAM MICRO INC CL A 457153104 430 25500 SHR SOLE 25500 0 0 INSIGHT ENTERPRISES INC COM 45765U103 323 20600 SHR SOLE 20600 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 188 32100 SHR SOLE 32100 0 0 INTEL CORP COM 458140100 10593 551700 SHR SOLE 551700 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 277 5700 SHR SOLE 5700 0 0 INTERPUBLIC GROUP COS INC COM 460690100 420 41900 SHR SOLE 41900 0 0 INTERVAL LEISURE GROUP INC COM 46113M108 511 37900 SHR SOLE 37900 0 0 INTL PAPER CO COM 460146103 494 22700 SHR SOLE 22700 0 0 INTUIT COM 461202103 2510 57300 SHR SOLE 57300 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 3490 12300 SHR SOLE 12300 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 243 17100 SHR SOLE 17100 0 0 IRELAND BK SPONSORED ADR 46267Q103 403 118500 SHR SOLE 118500 0 0 IRON MTN INC COM 462846106 329 14732 SHR SOLE 14732 0 0 ISHARES TR INDEX DJ US REAL EST 464287739 6301 119162 SHR SOLE 119162 0 0 ISILON SYS INC COM 46432L104 1361 61100 SHR SOLE 61100 0 0 ISTAR FINL INC FRNT 10/0 45031UBF7 4665 6000000 PRN SOLE 6000000 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 209 8654 SHR SOLE 8654 0 0 ITC HLDGS CORP COM 465685105 269 4325 SHR SOLE 4325 0 0 ITRON INC COM 465741106 527 8600 SHR SOLE 8600 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 637 51400 SHR SOLE 51400 0 0 JETBLUE AIRWAYS CORP COM 477143101 906 135400 SHR SOLE 135400 0 0 JO-ANN STORES INC COM 47758P307 495 11100 SHR SOLE 11100 0 0 JONES APPAREL GROUP INC COM 480074103 418 21281 SHR SOLE 21281 0 0 JONES LANG LASALLE INC COM 48020Q107 257 2978 SHR SOLE 2978 0 0 JOY GLOBAL INC COM 481165108 402 5712 SHR SOLE 5712 0 0 JUNIPER NETWORKS INC COM 48203R104 1918 63202 SHR SOLE 63202 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 281 7500 SHR SOLE 7500 0 0 KAYDON CORP COM 486587108 526 15200 SHR SOLE 15200 0 0 KB HOME COM 48666K109 988 87200 SHR SOLE 87200 0 0 KBR INC COM 48242W106 476 19300 SHR SOLE 19300 0 0 KEY ENERGY SVCS INC COM 492914106 217 22800 SHR SOLE 22800 0 0 KEYCORP NEW COM 493267108 2267 284800 SHR SOLE 284800 0 0 KILROY RLTY CORP COM 49427F108 1366 41220 SHR SOLE 41220 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 364 9958 SHR SOLE 9958 0 0 KING PHARMACEUTICALS INC COM 495582108 478 47980 SHR SOLE 47980 0 0 KNIGHT CAP GROUP INC CL A COM 499005106 229 18443 SHR SOLE 18443 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 1901 60700 SHR SOLE 60700 0 0 KRATON PERFORMANCE POLYMERS COM 50077C106 394 14500 SHR SOLE 14500 0 0 KROGER CO COM 501044101 7258 335096 SHR SOLE 335096 0 0 LACLEDE GROUP INC COM 505597104 241 6994 SHR SOLE 6994 0 0 LAM RESEARCH CORP COM 512807108 213 5100 SHR SOLE 5100 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 1267 266768 SHR SOLE 266768 0 0 LAUDER ESTEE COS INC CL A 518439104 423 6697 SHR SOLE 6697 0 0 LAWSON SOFTWARE INC NEW COM 52078P102 467 55100 SHR SOLE 55100 0 0 LENDER PROCESSING SVCS INC COM 52602E102 721 21703 SHR SOLE 21703 0 0 LENNAR CORP CL A 526057104 920 59800 SHR SOLE 59800 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 600 34400 SHR SOLE 34400 0 0 LIBERTY GLOBAL INC COM SER A 530555101 34809 1129800 SHR SOLE 1129800 0 0 LIBERTY MEDIA CORP NEW LIB STAR COM A 53071M708 961 14811 SHR SOLE 14811 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 375 7200 SHR SOLE 7200 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 267 19476 SHR SOLE 19476 0 0 LIBERTY PPTY TR SH BEN INT 531172104 211 6600 SHR SOLE 6600 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 275 5900 SHR SOLE 5900 0 0 LILLY ELI & CO COM 532457108 787 21535 SHR SOLE 21535 0 0 LIMITED BRANDS INC COM 532716107 1944 72577 SHR SOLE 72577 0 0 LINCOLN NATL CORP IND COM 534187109 1029 43000 SHR SOLE 43000 0 0 LINEAR TECHNOLOGY CORP COM 535678106 2234 72700 SHR SOLE 72700 0 0 LIZ CLAIBORNE INC COM 539320101 389 63992 SHR SOLE 63992 0 0 LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 131 28311 SHR SOLE 28311 0 0 LOCKHEED MARTIN CORP COM 539830109 221 3100 SHR SOLE 3100 0 0 LOEWS CORP COM 540424108 396 10458 SHR SOLE 10458 0 0 LOUISIANA PAC CORP COM 546347105 123 16300 SHR SOLE 16300 0 0 LSI CORPORATION COM 502161102 202 44216 SHR SOLE 44216 0 0 LUBRIZOL CORP COM 549271104 1590 15000 SHR SOLE 15000 0 0 M & T BK CORP COM 55261F104 1002 12250 SHR SOLE 12250 0 0 MACERICH CO COM 554382101 640 14900 SHR SOLE 14900 0 0 MACK CALI RLTY CORP COM 554489104 497 15200 SHR SOLE 15200 0 0 MACYS INC COM 55616P104 1352 58561 SHR SOLE 58561 0 0 MADISON SQUARE GARDEN INC CL A 55826P100 424 20100 SHR SOLE 20100 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 595 12600 SHR SOLE 12600 0 0 MAGNA INTL INC CL A 559222401 3845 46743 SHR SOLE 46743 0 0 MAIDENFORM BRANDS INC COM 560305104 724 25100 SHR SOLE 25100 0 0 MANITOWOC INC COM 563571108 454 37500 SHR SOLE 37500 0 0 MARATHON OIL CORP COM 565849106 530 16000 SHR SOLE 16000 0 0 MARINER ENERGY INC COM 56845T305 77536 3200000 SHR SOLE 3200000 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 545 31100 SHR SOLE 31100 0 0 MAXIMUS INC COM 577933104 649 10545 SHR SOLE 10545 0 0 MCKESSON CORP COM 58155Q103 3565 57700 SHR SOLE 57700 0 0 MDU RES GROUP INC COM 552690109 348 17429 SHR SOLE 17429 0 0 MEADWESTVACO CORP COM 583334107 1432 58755 SHR SOLE 58755 0 0 MECHEL OAO SPONSORED ADR 583840103 1633 65600 SHR SOLE 65600 0 0 MEDICINES CO COM 584688105 511 36000 SHR SOLE 36000 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1142 38500 SHR SOLE 38500 0 0 MEDTRONIC INC COM 585055106 3032 90300 SHR SOLE 90300 0 0 MENS WEARHOUSE INC COM 587118100 423 17800 SHR SOLE 17800 0 0 MERCADOLIBRE INC COM 58733R102 448 6200 SHR SOLE 6200 0 0 MERCURY GENL CORP NEW COM 589400100 405 9900 SHR SOLE 9900 0 0 METHANEX CORP COM 59151K108 556 22700 SHR SOLE 22700 0 0 METLIFE INC COM 59156R108 3234 84100 SHR SOLE 84100 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 286 2299 SHR SOLE 2299 0 0 MFA FINANCIAL INC COM 55272X102 223 29200 SHR SOLE 29200 0 0 MGIC INVT CORP WIS COM 552848103 237 25700 SHR SOLE 25700 0 0 MICRON TECHNOLOGY INC COM 595112103 473 65563 SHR SOLE 65563 0 0 MICROS SYS INC COM 594901100 356 8400 SHR SOLE 8400 0 0 MICROSEMI CORP COM 595137100 193 11280 SHR SOLE 11280 0 0 MICROSOFT CORP COM 594918104 13408 547500 SHR SOLE 547500 0 0 MICROSTRATEGY INC CL A NEW 594972408 726 8380 SHR SOLE 8380 0 0 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 2284 23800 SHR SOLE 23800 0 0 MINERALS TECHNOLOGIES INC COM 603158106 826 14017 SHR SOLE 14017 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 250 53900 SHR SOLE 53900 0 0 MKS INSTRUMENT INC COM 55306N104 432 24000 SHR SOLE 24000 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1985 93500 SHR SOLE 93500 0 0 MOLEX INC CL A 608554200 13708 784200 SHR SOLE 784200 0 0 MOLINA HEALTHCARE INC COM 60855R100 483 17900 SHR SOLE 17900 0 0 MOLSON COORS BREWING CO CL B 60871R209 203 4300 SHR SOLE 4300 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 349 23200 SHR SOLE 23200 0 0 MONOLITHIC PWR SYS INC COM 609839105 178 10900 SHR SOLE 10900 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 404 23300 SHR SOLE 23300 0 0 MOSAIC CO COM 61945A107 3460 58883 SHR SOLE 58883 0 0 MSC INDL DIRECT INC CL A 553530106 524 9700 SHR SOLE 9700 0 0 MSCI INC CL A 55354G100 498 15000 SHR SOLE 15000 0 0 MUELLER WTR PRODS INC COM SER A 624758108 107 35503 SHR SOLE 35503 0 0 MULTI FINELINE ELECTRONIX IN COM 62541B101 464 21100 SHR SOLE 21100 0 0 MURPHY OIL CORP COM 626717102 1706 27555 SHR SOLE 27555 0 0 MYRIAD GENETICS INC COM 62855J104 384 23382 SHR SOLE 23382 0 0 NABORS INDUSTRIES LTD SHS G6359F103 735 40700 SHR SOLE 40700 0 0 NALCO HOLDING COMPANY COM 62985Q101 681 27000 SHR SOLE 27000 0 0 NATIONAL FUEL GAS CO N J COM 636180101 259 4992 SHR SOLE 4992 0 0 NATIONAL INSTRS CORP COM 636518102 291 8900 SHR SOLE 8900 0 0 NATIONAL RETAIL PROPERTIES I NOTE 5.125% 6/1 637417AC0 45476 40200000 PRN SOLE 40200000 0 0 NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA4 9463 8430000 PRN SOLE 8430000 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 376 29457 SHR SOLE 29457 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 499 12900 SHR SOLE 12900 0 0 NAVIGANT CONSULTING INC COM 63935N107 178 15300 SHR SOLE 15300 0 0 NAVISTAR INTL CORP NEW COM 63934E108 829 19000 SHR SOLE 19000 0 0 NCR CORP NEW COM 62886E108 1094 80300 SHR SOLE 80300 0 0 NELNET INC CL A 64031N108 227 9900 SHR SOLE 9900 0 0 NETAPP INC COM 64110D104 1080 21700 SHR SOLE 21700 0 0 NETEZZA CORP COM 64111N101 397 14740 SHR SOLE 14740 0 0 NETFLIX INC COM 64110L106 1682 10375 SHR SOLE 10375 0 0 NEUSTAR INC CL A 64126X201 412 16582 SHR SOLE 16582 0 0 NEW GOLD INC CDA COM 644535106 411 61100 SHR SOLE 61100 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2547 26100 SHR SOLE 26100 0 0 NEW YORK TIMES CO CL A 650111107 527 68100 SHR SOLE 68100 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 440 34900 SHR SOLE 34900 0 0 NEWFIELD EXPL CO COM 651290108 390 6783 SHR SOLE 6783 0 0 NEWMONT MINING CORP COM 651639106 9867 157100 SHR SOLE 157100 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 669 79700 SHR SOLE 79700 0 0 NEXEN INC COM 65334H102 1194 59400 SHR SOLE 59400 0 0 NICE SYS LTD SPONSORED ADR 653656108 375 12000 SHR SOLE 12000 0 0 NII HLDGS INC CL B NEW 62913F201 1143 27800 SHR SOLE 27800 0 0 NIKE INC CL B 654106103 4752 59300 SHR SOLE 59300 0 0 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 307 14000 SHR SOLE 14000 0 0 NISOURCE INC COM 65473P105 219 12600 SHR SOLE 12600 0 0 NOKIA CORP SPONSORED ADR 654902204 479 47800 SHR SOLE 47800 0 0 NOMURA HLDGS INC SPONSORED ADR 65535H208 300 62800 SHR SOLE 62800 0 0 NORFOLK SOUTHERN CORP COM 655844108 228 3823 SHR SOLE 3823 0 0 NORTHEAST UTILS COM 664397106 612 20700 SHR SOLE 20700 0 0 NORTHGATE MINERALS CORP COM 666416102 752 248200 SHR SOLE 248200 0 0 NORTHWESTERN CORP COM NEW 668074305 467 16400 SHR SOLE 16400 0 0 NOVO-NORDISK A S ADR 670100205 437 4435 SHR SOLE 4435 0 0 NRG ENERGY INC COM NEW 629377508 10605 500000 SHR CALL SOLE 500000 0 0 NRG ENERGY INC COM NEW 629377508 5290 254100 SHR SOLE 254100 0 0 NUCOR CORP COM 670346105 306 8000 SHR SOLE 8000 0 0 NV ENERGY INC COM 67073Y106 242 18400 SHR SOLE 18400 0 0 NXSTAGE MEDICAL INC COM 67072V103 455 23800 SHR SOLE 23800 0 0 NYSE EURONEXT COM 629491101 431 15100 SHR SOLE 15100 0 0 O REILLY AUTOMOTIVE INC COM 686091109 354 6654 SHR SOLE 6654 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 5183 66200 SHR SOLE 66200 0 0 OCEANEERING INTL INC COM 675232102 732 13599 SHR SOLE 13599 0 0 OFFICE DEPOT INC COM 676220106 3672 798258 SHR SOLE 798258 0 0 OGE ENERGY CORP COM 670837103 1049 26300 SHR SOLE 26300 0 0 OIL STS INTL INC COM 678026105 567 12180 SHR SOLE 12180 0 0 OLD REP INTL CORP COM 680223104 194 14000 SHR SOLE 14000 0 0 OM GROUP INC COM 670872100 584 19400 SHR SOLE 19400 0 0 OMNICOM GROUP INC COM 681919106 576 14600 SHR SOLE 14600 0 0 ONEOK INC NEW COM 682680103 1428 31700 SHR SOLE 31700 0 0 ORACLE CORP COM 68389X105 1547 57600 SHR SOLE 57600 0 0 OSHKOSH CORP COM 688239201 2164 78700 SHR SOLE 78700 0 0 OWENS CORNING NEW COM 690742101 2730 106506 SHR SOLE 106506 0 0 OWENS ILL INC COM NEW 690768403 401 14300 SHR SOLE 14300 0 0 PACKAGING CORP AMER COM 695156109 1693 73049 SHR SOLE 73049 0 0 PALL CORP COM 696429307 797 19146 SHR SOLE 19146 0 0 PAN AMERICAN SILVER CORP COM 697900108 222 7500 SHR SOLE 7500 0 0 PANASONIC CORP ADR 69832A205 204 15000 SHR SOLE 15000 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 896 30800 SHR SOLE 30800 0 0 PARKER HANNIFIN CORP COM 701094104 217 3100 SHR SOLE 3100 0 0 PEARSON PLC SPONSORED ADR 705015105 206 13300 SHR SOLE 13300 0 0 PENN VA CORP COM 707882106 427 26600 SHR SOLE 26600 0 0 PENN WEST ENERGY TR TR UNIT 707885109 1979 98600 SHR SOLE 98600 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 293 27700 SHR SOLE 27700 0 0 PEPSICO INC COM 713448108 3913 58891 SHR SOLE 58891 0 0 PETROHAWK ENERGY CORP COM 716495106 16970 1000000 SHR PUT SOLE 1000000 0 0 PETROHAWK ENERGY CORP COM 716495106 1921 119000 SHR SOLE 119000 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2075 57200 SHR SOLE 57200 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 4621 140800 SHR SOLE 140800 0 0 PETSMART INC COM 716768106 1061 30300 SHR SOLE 30300 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 635 25600 SHR SOLE 25600 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 618 10266 SHR SOLE 10266 0 0 PIER 1 IMPORTS INC COM 720279108 1421 173500 SHR SOLE 173500 0 0 PINNACLE WEST CAP CORP COM 723484101 971 23537 SHR SOLE 23537 0 0 PIONEER NAT RES CO COM 723787107 1145 17600 SHR SOLE 17600 0 0 PLAINS EXPL& PRODTN CO COM 726505100 1539 57700 SHR SOLE 57700 0 0 PNC FINL SVCS GROUP INC COM 693475105 3784 72900 SHR SOLE 72900 0 0 PNM RES INC COM 69349H107 231 20300 SHR SOLE 20300 0 0 POLYCOM INC COM 73172K104 469 17200 SHR SOLE 17200 0 0 POLYONE CORP COM 73179P106 1009 83432 SHR SOLE 83432 0 0 POLYPORE INTL INC COM 73179V103 1836 60890 SHR SOLE 60890 0 0 POPULAR INC COM 733174106 806 277900 SHR SOLE 277900 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 1316 64908 SHR SOLE 64908 0 0 POTASH CORP SASK INC COM 73755L107 943 6544 SHR SOLE 6544 0 0 POWER ONE INC NEW COM 73930R102 1416 155796 SHR SOLE 155796 0 0 PPG INDS INC COM 693506107 255 3500 SHR SOLE 3500 0 0 PRECISION DRILLING CORP COM 2010 74022D308 771 112600 SHR SOLE 112600 0 0 PRICELINE COM INC COM NEW 741503403 4887 14029 SHR SOLE 14029 0 0 PRIDE INTL INC DEL COM 74153Q102 8093 275000 SHR SOLE 275000 0 0 PROVIDENT ENERGY TR TR UNIT 74386K104 369 52300 SHR SOLE 52300 0 0 PRUDENTIAL FINL INC COM 744320102 2341 43200 SHR SOLE 43200 0 0 PUBLIC STORAGE COM 74460D109 475 4900 SHR SOLE 4900 0 0 PUBLIC STORAGE COM 74460D109 2198 25000 SHR CALL SOLE 25000 0 0 PULTE GROUP INC COM 745867101 535 61100 SHR SOLE 61100 0 0 QLOGIC CORP COM 747277101 217 12300 SHR SOLE 12300 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 891 51577 SHR SOLE 51577 0 0 QUESTAR CORP COM 748356102 347 19800 SHR SOLE 19800 0 0 QUIKSILVER INC COM 74838C106 135 34600 SHR SOLE 34600 0 0 RADIAN GROUP INC COM 750236101 81 10300 SHR SOLE 10300 0 0 RANDGOLD RES LTD ADR 752344309 213 2100 SHR SOLE 2100 0 0 RAYTHEON CO COM NEW 755111507 1806 39500 SHR SOLE 39500 0 0 REED ELSEVIER P L C SPONS ADR NEW 758205207 219 6500 SHR SOLE 6500 0 0 REGAL BELOIT CORP COM 758750103 1561 26600 SHR SOLE 26600 0 0 REGAL ENTMT GROUP CL A 758766109 185 14090 SHR SOLE 14090 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 2582 355094 SHR SOLE 355094 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 777 18700 SHR SOLE 18700 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 378 6300 SHR SOLE 6300 0 0 RENESOLA LTD SPONS ADS 75971T103 1310 104800 SHR SOLE 104800 0 0 REPUBLIC SVCS INC COM 760759100 2927 96000 SHR SOLE 96000 0 0 RESEARCH IN MOTION LTD COM 760975102 3165 64996 SHR SOLE 64996 0 0 RINO INTERNATIONAL CORPORATI COM 766883102 698 50000 SHR SOLE 50000 0 0 RIO TINTO PLC SPONSORED ADR 767204100 4868 82892 SHR SOLE 82892 0 0 RIVERBED TECHNOLOGY INC COM 768573107 1150 25230 SHR SOLE 25230 0 0 ROCK-TENN CO CL A 772739207 307 6167 SHR SOLE 6167 0 0 ROCKWOOD HLDGS INC COM 774415103 249 7900 SHR SOLE 7900 0 0 ROSS STORES INC COM 778296103 388 7100 SHR SOLE 7100 0 0 ROWAN COS INC COM 779382100 1554 51200 SHR SOLE 51200 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 376 6400 SHR SOLE 6400 0 0 ROYAL GOLD INC COM 780287108 219 4400 SHR SOLE 4400 0 0 RUBY TUESDAY INC COM 781182100 326 27500 SHR SOLE 27500 0 0 RYLAND GROUP INC COM 783764103 1563 87200 SHR SOLE 87200 0 0 RYLAND GROUP INC COM 783764103 3164 200000 SHR PUT SOLE 200000 0 0 SALESFORCE COM INC COM 79466L302 5635 50400 SHR SOLE 50400 0 0 SALIX PHARMACEUTICALS INC COM 795435106 528 13300 SHR SOLE 13300 0 0 SANDERSON FARMS INC COM 800013104 498 11500 SHR SOLE 11500 0 0 SANDISK CORP COM 80004C101 1563 42643 SHR SOLE 42643 0 0 SANOFI AVENTIS SPONSORED ADR 80105N105 495 14900 SHR SOLE 14900 0 0 SAPIENT CORP COM 803062108 288 24100 SHR SOLE 24100 0 0 SARA LEE CORP COM 803111103 7252 540000 SHR SOLE 540000 0 0 SATYAM COMPUTER SERVICES LTD ADR 804098101 300 77100 SHR SOLE 77100 0 0 SBA COMMUNICATIONS CORP COM 78388J106 693 17200 SHR SOLE 17200 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 379 6501 SHR SOLE 6501 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 372 38400 SHR SOLE 38400 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 336 6500 SHR SOLE 6500 0 0 SEACOR HOLDINGS INC COM 811904101 315 3700 SHR SOLE 3700 0 0 SEAGATE TECHNOLOGY SHS G7945J104 5738 487290 SHR SOLE 487290 0 0 SEALED AIR CORP NEW COM 81211K100 348 15463 SHR SOLE 15463 0 0 SEARS HLDGS CORP COM 812350106 6132 85000 SHR SOLE 85000 0 0 SEARS HLDGS CORP COM 812350106 3233 50000 SHR CALL SOLE 50000 0 0 SEI INVESTMENTS CO COM 784117103 834 41000 SHR SOLE 41000 0 0 SERVICE CORP INTL COM 817565104 208 24100 SHR SOLE 24100 0 0 SHAW GROUP INC COM 820280105 557 16600 SHR SOLE 16600 0 0 SHIRE PLC SPONSORED ADR 82481R106 1218 18100 SHR SOLE 18100 0 0 SIGNET JEWELERS LIMITED SHS G81276100 474 14937 SHR SOLE 14937 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 87 16100 SHR SOLE 16100 0 0 SIMON PPTY GROUP INC NEW COM 828806109 4038 50000 SHR CALL SOLE 50000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 32300 400000 SHR PUT SOLE 400000 0 0 SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD5 20722 20852000 PRN SOLE 20852000 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 210 12000 SHR SOLE 12000 0 0 SKYWEST INC COM 830879102 151 10800 SHR SOLE 10800 0 0 SM ENERGY CO COM 78454L100 583 15560 SHR SOLE 15560 0 0 SNAP ON INC COM 833034101 460 9900 SHR SOLE 9900 0 0 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 1536 116800 SHR SOLE 116800 0 0 SOLUTIA INC COM NEW 834376501 477 29800 SHR SOLE 29800 0 0 SONUS NETWORKS INC COM 835916107 868 245900 SHR SOLE 245900 0 0 SOUTHERN UN CO NEW COM 844030106 589 24500 SHR SOLE 24500 0 0 SOUTHWEST AIRLS CO COM 844741108 1671 127841 SHR SOLE 127841 0 0 SOUTHWEST GAS CORP COM 844895102 606 18041 SHR SOLE 18041 0 0 SOUTHWESTERN ENERGY CO COM 845467109 2592 77500 SHR SOLE 77500 0 0 SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 24538 215000 SHR SOLE 215000 0 0 SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 103220 1000000 SHR PUT SOLE 1000000 0 0 SPREADTRUM COMMUNICATIONS IN ADR 849415203 669 55500 SHR SOLE 55500 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 223 48100 SHR SOLE 48100 0 0 SPX CORP COM 784635104 475 7500 SHR SOLE 7500 0 0 SRA INTL INC CL A 78464R105 355 18000 SHR SOLE 18000 0 0 ST JUDE MED INC COM 790849103 408 10381 SHR SOLE 10381 0 0 STANDARD PAC CORP NEW COM 85375C101 746 187936 SHR SOLE 187936 0 0 STEEL DYNAMICS INC COM 858119100 1676 118800 SHR SOLE 118800 0 0 STEELCASE INC CL A 858155203 233 28000 SHR SOLE 28000 0 0 STERIS CORP COM 859152100 309 9300 SHR SOLE 9300 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 1025 134300 SHR SOLE 134300 0 0 STONE ENERGY CORP COM 861642106 672 45598 SHR SOLE 45598 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 153 36000 SHR SOLE 36000 0 0 SUNOCO INC COM 86764P109 2285 62600 SHR SOLE 62600 0 0 SUNPOWER CORP COM CL B 867652307 9555 689400 SHR SOLE 689400 0 0 SUNPOWER CORP COM CL A 867652109 8168 675000 SHR PUT SOLE 675000 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 718 79169 SHR SOLE 79169 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 403 15100 SHR SOLE 15100 0 0 SXC HEALTH SOLUTIONS CORP COM 78505P100 1597 43800 SHR SOLE 43800 0 0 SYCAMORE NETWORKS INC COM NEW 871206405 298 9200 SHR SOLE 9200 0 0 SYMANTEC CORP COM 871503108 2618 173031 SHR SOLE 173031 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 910 89700 SHR SOLE 89700 0 0 TALECRIS BIOTHERAPEUTICS HLD COM 874227101 380 16600 SHR SOLE 16600 0 0 TALISMAN ENERGY INC COM 87425E103 262 14972 SHR SOLE 14972 0 0 TARGET CORP COM 87612E106 1619 30300 SHR SOLE 30300 0 0 TECO ENERGY INC COM 872375100 281 16200 SHR SOLE 16200 0 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 177 23500 SHR SOLE 23500 0 0 TELEFLEX INC COM 879369106 226 3989 SHR SOLE 3989 0 0 TELEPHONE & DATA SYS INC COM 879433100 469 14300 SHR SOLE 14300 0 0 TELEPHONE & DATA SYS INC SPL COM 879433860 558 19700 SHR SOLE 19700 0 0 TELETECH HOLDINGS INC COM 879939106 501 33738 SHR SOLE 33738 0 0 TELLABS INC COM 879664100 765 102700 SHR SOLE 102700 0 0 TELUS CORP NON-VTG SHS 87971M202 983 23200 SHR SOLE 23200 0 0 TEMPLE INLAND INC COM 879868107 269 14400 SHR SOLE 14400 0 0 TENARIS S A SPONSORED ADR 88031M109 486 12660 SHR SOLE 12660 0 0 TENET HEALTHCARE CORP COM 88033G100 1552 328800 SHR SOLE 328800 0 0 TERNIUM SA SPON ADR 880890108 408 12500 SHR SOLE 12500 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 427 23076 SHR SOLE 23076 0 0 TETRA TECH INC NEW COM 88162G103 275 13113 SHR SOLE 13113 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 1105 108300 SHR SOLE 108300 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3249 61600 SHR SOLE 61600 0 0 TFS FINL CORP COM 87240R107 560 60900 SHR SOLE 60900 0 0 THOMAS & BETTS CORP COM 884315102 599 14600 SHR SOLE 14600 0 0 THOR INDS INC COM 885160101 338 10105 SHR SOLE 10105 0 0 TIBCO SOFTWARE INC COM 88632Q103 578 32600 SHR SOLE 32600 0 0 TIM HORTONS INC COM 88706M103 222 6100 SHR SOLE 6100 0 0 TIMBERLAND CO CL A 887100105 784 39553 SHR SOLE 39553 0 0 TIME WARNER CABLE INC COM 88732J207 4536 84020 SHR SOLE 84020 0 0 TIMKEN CO COM 887389104 1093 28500 SHR SOLE 28500 0 0 TITANIUM METALS CORP COM NEW 888339207 440 22029 SHR SOLE 22029 0 0 TOTAL S A SPONSORED ADR 89151E109 2715 52616 SHR SOLE 52616 0 0 TRACTOR SUPPLY CO COM 892356106 246 6200 SHR SOLE 6200 0 0 TRANSATLANTIC HLDGS INC COM 893521104 650 12800 SHR SOLE 12800 0 0 TRANSDIGM GROUP INC COM 893641100 831 13400 SHR SOLE 13400 0 0 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 4981 5000000 PRN SOLE 5000000 0 0 TRINA SOLAR LIMITED SPON ADR 89628E104 1242 41150 SHR SOLE 41150 0 0 TRUEBLUE INC COM 89785X101 165 12100 SHR SOLE 12100 0 0 TW TELECOM INC COM 87311L104 208 11200 SHR SOLE 11200 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 374 12800 SHR SOLE 12800 0 0 TYCO INTERNATIONAL LTD SHS H89128104 12676 345100 SHR SOLE 345100 0 0 TYSON FOODS INC CL A 902494103 3480 217200 SHR SOLE 217200 0 0 UAL CORP NOTE 6.000%10/1 902549AJ3 30235 10498000 PRN SOLE 10498000 0 0 UDR INC COM 902653104 986 46700 SHR SOLE 46700 0 0 UGI CORP NEW COM 902681105 944 33000 SHR SOLE 33000 0 0 UIL HLDG CORP COM 902748102 327 11600 SHR SOLE 11600 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 251 8598 SHR SOLE 8598 0 0 UNISOURCE ENERGY CORP COM 909205106 364 10900 SHR SOLE 10900 0 0 UNISYS CORP COM NEW 909214306 1264 45300 SHR SOLE 45300 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 233 83700 SHR SOLE 83700 0 0 UNITED ONLINE INC COM 911268100 351 61400 SHR SOLE 61400 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1461 21900 SHR SOLE 21900 0 0 UNITED RENTALS INC COM 911363109 607 40900 SHR SOLE 40900 0 0 UNITED STATES CELLULAR CORP COM 911684108 230 5000 SHR SOLE 5000 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 154782 100000000 PRN SOLE 100000000 0 0 UNITED STATES STL CORP NEW COM 912909108 3073 70101 SHR SOLE 70101 0 0 UNITEDHEALTH GROUP INC COM 91324P102 1197 34100 SHR SOLE 34100 0 0 UNITRIN INC COM 913275103 702 28800 SHR SOLE 28800 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 327 8420 SHR SOLE 8420 0 0 URS CORP NEW COM 903236107 537 14152 SHR SOLE 14152 0 0 US BANCORP DEL COM NEW 902973304 2272 105100 SHR SOLE 105100 0 0 UTI WORLDWIDE INC ORD G87210103 465 28942 SHR SOLE 28942 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 254 7500 SHR SOLE 7500 0 0 VALERO ENERGY CORP NEW COM 91913Y100 2282 130300 SHR SOLE 130300 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 216 8188 SHR SOLE 8188 0 0 VALSPAR CORP COM 920355104 700 21975 SHR SOLE 21975 0 0 VANCEINFO TECHNOLOGIES INC ADR 921564100 413 12759 SHR SOLE 12759 0 0 VECTOR GROUP LTD COM 92240M108 247 13200 SHR SOLE 13200 0 0 VEECO INSTRS INC DEL COM 922417100 1845 52900 SHR SOLE 52900 0 0 VENOCO INC COM 92275P307 198 10100 SHR SOLE 10100 0 0 VERIFONE SYS INC COM 92342Y109 1445 46500 SHR SOLE 46500 0 0 VERISIGN INC COM 92343E102 2098 66100 SHR SOLE 66100 0 0 VERISK ANALYTICS INC CL A 92345Y106 252 9000 SHR SOLE 9000 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 273 7886 SHR SOLE 7886 0 0 VIMPELCOM LTD SPONSORED ADR 92719A106 1570 105700 SHR SOLE 105700 0 0 VIROPHARMA INC COM 928241108 632 42400 SHR SOLE 42400 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 410 42400 SHR SOLE 42400 0 0 VMWARE INC CL A COM 928563402 4417 52000 SHR SOLE 52000 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 2305 92900 SHR SOLE 92900 0 0 VOLTERRA SEMICONDUCTOR CORP COM 928708106 387 18000 SHR SOLE 18000 0 0 WAL MART STORES INC COM 931142103 862 16100 SHR SOLE 16100 0 0 WALTER ENERGY INC COM 93317Q105 1935 23800 SHR SOLE 23800 0 0 WARNER MUSIC GROUP CORP COM 934550104 149 33100 SHR SOLE 33100 0 0 WASHINGTON FED INC COM 938824109 458 30000 SHR SOLE 30000 0 0 WASHINGTON POST CO CL B 939640108 2206 5524 SHR SOLE 5524 0 0 WATSON PHARMACEUTICALS INC COM 942683103 588 13900 SHR SOLE 13900 0 0 WEBSENSE INC COM 947684106 694 39100 SHR SOLE 39100 0 0 WELLPOINT INC COM 94973V107 1521 26855 SHR SOLE 26855 0 0 WENDYS ARBYS GROUP INC COM 950587105 551 121532 SHR SOLE 121532 0 0 WERNER ENTERPRISES INC COM 950755108 684 33400 SHR SOLE 33400 0 0 WESTPORT INNOVATIONS INC COM NEW 960908309 227 12900 SHR SOLE 12900 0 0 WHIRLPOOL CORP COM 963320106 5838 72109 SHR SOLE 72109 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 999 3239 SHR SOLE 3239 0 0 WILLIAMS COS INC DEL COM 969457100 1873 98000 SHR SOLE 98000 0 0 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 1803 58500 SHR SOLE 58500 0 0 WINDSTREAM CORP COM 97381W104 182 14800 SHR SOLE 14800 0 0 WORTHINGTON INDS INC COM 981811102 392 26100 SHR SOLE 26100 0 0 WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 448 26100 SHR SOLE 26100 0 0 WYNN RESORTS LTD COM 983134107 6655 76700 SHR SOLE 76700 0 0 XCEL ENERGY INC COM 98389B100 569 24750 SHR SOLE 24750 0 0 XEROX CORP COM 984121103 1895 183100 SHR SOLE 183100 0 0 XL CAP LTD CL A G98255105 348 16066 SHR SOLE 16066 0 0 YUM BRANDS INC COM 988498101 599 13000 SHR SOLE 13000 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 252 7500 SHR SOLE 7500 0 0 ZIMMER HLDGS INC COM 98956P102 1865 35634 SHR SOLE 35634 0 0 ZIONS BANCORPORATION COM 989701107 233 10900 SHR SOLE 10900 0 0
-----END PRIVACY-ENHANCED MESSAGE-----