0001193125-11-311554.txt : 20111115
0001193125-11-311554.hdr.sgml : 20111115
20111114173755
ACCESSION NUMBER: 0001193125-11-311554
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111115
DATE AS OF CHANGE: 20111114
EFFECTIVENESS DATE: 20111115
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: 111204833
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
d256242d13fhr.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: September 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: 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 November 14, 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.)
[_] 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 702
Form 13F Information Table Value Total $ 2,588,746
(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 SEPTEMBER 30, 2011
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------- -------- ---------- --------- ------------------- ------------------ -------- -------------------------
INVESTMENT
DISCRETION
------------------ VOTING AUTHORITY
TITLE VALUE SHRS OR SH/ PUT/ SHARED- SHARED -------------------------
NAME OF ISSUER OF CLASS CUSIP (X1000) PRN AMT PRN CALL DEFINED -OTHER MANAGERS SOLE SHARED NONE
---------------------- -------- ---------- --------- ---------- --- ---- ---------- ------- -------- ---------- ------ -------
AAR Corporation COMMON
STOCK '000361105 410 24,600 SH 24,600 -- 1 24,600 --
Abovenet Inc COMMON '00374N107 359 6,700 SH 6,700 -- 1 6,700 --
STOCK
Accenture Plc - CL A COMMON
STOCK 'G1151C101 395 7,500 SH 7,500 -- 1 7,500 --
Accretive Health Inc COMMON
STOCK '00438V103 244 11,500 SH 11,500 -- 1 11,500 --
Accuray Inc COMMON
STOCK '004397105 263 65,500 SH 65,500 -- 1 65,500 --
Accuride Corp COMMON
STOCK '00439T206 226 44,200 SH 44,200 -- 1 44,200 --
ACI Worldwide Inc COMMON
STOCK '004498101 410 14,900 SH 14,900 -- 1 14,900 --
Activision Blizzard COMMON
Inc STOCK '00507V109 620 52,100 SH 52,100 -- 1 52,100 --
Acuity Brands Inc COMMON
STOCK '00508Y102 223 6,200 SH 6,200 -- 1 6,200 --
Adobe Systems COMMON
Incorporated STOCK 00724F101 355 14,700 SH 14,700 -- 1 14,700 --
Advance America COMMON
Cash Advance STOCK '00739W107 173 23,500 SH 23,500 -- 1 23,500 --
Advanced Energy
Industries COMMON
Incorporated STOCK '007973100 246 28,500 SH 28,500 -- 1 28,500 --
Advanced Micro
Devices COMMON
Incorporated STOCK '007903107 6,222 1,224,900 SH 1,224,900 -- 1 1,224,900 --
Aecom Technology COMMON
Corp STOCK '00766T100 315 17,800 SH 17,800 -- 1 17,800 --
Aegion Corp COMMON
STOCK '00770F104 603 52,100 SH 52,100 -- 1 52,100 --
Aeropostale COMMON
STOCK '007865108 219 20,300 SH 20,300 -- 1 20,300 --
AES Corporation COMMON
STOCK '00130H105 274 28,100 SH 28,100 -- 1 28,100 --
Aetna Inc. - NEW COMMON
STOCK '00817Y108 291 8,000 SH 8,000 -- 1 8,000 --
Affymax Inc COMMON
STOCK '00826A109 81 18,100 SH 18,100 -- 1 18,100 --
AFLAC Incorporated COMMON
STOCK '001055102 790 22,600 SH 22,600 -- 1 22,600 --
Agilent COMMON
Technologies Inc. STOCK '00846U101 431 13,800 SH 13,800 -- 1 13,800 --
Airad COMMON
Pharmaceuticals STOCK '04033A100 436 49,628 SH 49,628 -- 1 49,628 --
Airgas Incorporated COMMON
STOCK '009363102 5,501 86,200 SH 86,200 -- 1 86,200 --
Ak Steel Holding COMMON
Corp STOCK '001547108 149 22,800 SH 22,800 -- 1 22,800 --
Alaska Airgroup COMMON
Incorporated STOCK '011659109 326 5,800 SH 5,800 -- 1 5,800 --
Albemarle Corp COMMON
STOCK '012653101 202 5,000 SH 5,000 -- 1 5,000 --
Align Technology Inc COMMON
STOCK '016255101 347 22,900 SH 22,900 -- 1 22,900 --
Alliant Energy Corp. COMMON
STOCK '018802108 333 8,600 SH 8,600 -- 1 8,600 --
Almost Family Inc. COMMON
STOCK '020409108 399 24,000 SH 24,000 -- 1 24,000 --
Altra Holdings Inc COMMON
STOCK '02208R106 393 34,000 SH 34,000 -- 1 34,000 --
Amedisys Inc COMMON
STOCK '023436108 280 18,900 SH 18,900 -- 1 18,900 --
Amerco COMMON
STOCK '023586100 275 4,400 SH 4,400 -- 1 4,400 --
American Equity
Investment Life COMMON
Holding Co STOCK '025676206 480 54,800 SH 54,800 -- 1 54,800 --
American
International COMMON
Group Inc. STOCK '026874784 1,363 62,100 SH 62,100 -- 1 62,100 --
American Public COMMON
Education STOCK '02913V103 755 22,200 SH 22,200 -- 1 22,200 --
American States COMMON
Water Company STOCK '029899101 638 18,800 SH 18,800 -- 1 18,800 --
American Water COMMON
Works Co Inc STOCK '030420103 468 15,500 SH 15,500 -- 1 15,500 --
Amerigon Inc. COMMON
STOCK '03070L300 151 11,900 SH 11,900 -- 1 11,900 --
AMERIGROUP Corp COMMON
STOCK '03073T102 328 8,400 SH 8,400 -- 1 8,400 --
Ameristar Casinos COMMON
Inc STOCK '03070Q101 433 27,000 SH 27,000 -- 1 27,000 --
AMEX Energy Select COMMON
Sector SPDR STOCK '81369Y506 26,330 450,000 SH PUT 450,000 -- 1 450,000 --
AMEX Financial
Select Sector COMMON
SPDR NEW STOCK '81369Y605 7,440 630,000 SH CALL 630,000 -- 1 630,000 --
AMEX Maket Vectors
Gold Miners Index COMMON
Fund (AMEX) STOCK '57060U100 8,510 154,200 SH 154,200 -- 1 154,200 --
AMEX Maket Vectors
Gold Miners Index COMMON
Fund (AMEX) STOCK '57060U100 27,595 500,000 SH PUT 500,000 -- 1 500,000 --
AMEX Maket Vectors
Gold Miners Index COMMON
Fund (AMEX) STOCK '57060U100 49,671 900,000 SH CALL 900,000 -- 1 900,000 --
AMEX Materials
Select Sector COMMON
SPDR Fund STOCK '81369Y100 734 25,000 SH CALL 25,000 -- 1 25,000 --
Amgen Incorporated COMMON
STOCK '031162100 209 3,800 SH 3,800 -- 1 3,800 --
Amkor Technology COMMON
Incorporated STOCK '031652100 170 39,100 SH 39,100 -- 1 39,100 --
Amtech Systems Inc. COMMON
STOCK '032332504 381 47,600 SH 47,600 -- 1 47,600 --
Anadarko Petroleum COMMON
Corporation STOCK '032511107 4,798 76,100 SH 76,100 -- 1 76,100 --
Analogic Corporation COMMON
STOCK '032657207 413 9,100 SH 9,100 -- 1 9,100 --
Ancestry.com Inc COMMON
STOCK '032803108 444 18,900 SH 18,900 -- 1 18,900 --
Andersons Inc/The COMMON
STOCK '034164103 245 7,300 SH 7,300 -- 1 7,300 --
Apple Inc COMMON
STOCK '037833100 2,135 5,600 SH 5,600 -- 1 5,600 --
Applied Micro COMMON
Circuits Corp STOCK '03822W406 238 44,300 SH 44,300 -- 1 44,300 --
Arch Coal COMMON
Incorporated STOCK '039380100 1,665 114,167 SH 114,167 -- 1 114,167 --
Archer-Daniels-Midland COMMON
Company STOCK '039483102 578 23,300 SH 23,300 -- 1 23,300 --
Arkansas Best COMMON
Corporation STOCK '040790107 191 11,800 SH 11,800 -- 1 11,800 --
Armstrong World COMMON
Industries STOCK '04247X102 2,153 62,500 SH 62,500 -- 1 62,500 --
Ashford Hospitality COMMON
Trust Inc STOCK '044103109 983 140,000 SH 140,000 -- 1 140,000 --
Astoria Financial COMMON
Corporation STOCK '046265104 85 11,000 SH 11,000 -- 1 11,000 --
Atlas Air Worldwide COMMON
Holdings STOCK '049164205 263 7,900 SH 7,900 -- 1 7,900 --
Autodesk COMMON
Incorporated STOCK '052769106 367 13,200 SH 13,200 -- 1 13,200 --
Automatic Data
Processing COMMON
Incorporated STOCK '053015103 339 7,200 SH 7,200 -- 1 7,200 --
Avago Technologies COMMON
Ltd STOCK 'Y0486S104 3,769 115,000 SH 115,000 -- 1 115,000 --
Avid Technology COMMON
Incorporated STOCK '05367P100 224 29,000 SH 29,000 -- 1 29,000 --
Avista Corp. COMMON
STOCK '05379B107 222 9,300 SH 9,300 -- 1 9,300 --
Avon Products COMMON
Incorporated STOCK '054303102 388 19,800 SH 19,800 -- 1 19,800 --
AVX Corporation COMMON
STOCK '002444107 199 16,800 SH 16,800 -- 1 16,800 --
AXT Incorporated COMMON
STOCK '00246W103 182 36,100 SH 36,100 -- 1 36,100 --
Baker Hughes COMMON
Incorporated STOCK '057224107 448 9,700 SH 9,700 -- 1 9,700 --
Bancorpsouth COMMON
Incorporated STOCK '059692103 277 31,500 SH 31,500 -- 1 31,500 --
Bank of New York COMMON
Mellon Corp STOCK '064058100 188 10,100 SH 10,100 -- 1 10,100 --
Basic Energy COMMON
Services Inc STOCK '06985P100 547 38,600 SH 38,600 -- 1 38,600 --
Baxter
International COMMON
Incorporated STOCK '071813109 18,481 329,200 SH 329,200 -- 1 329,200 --
BE Aerospace COMMON
Incorporated STOCK '073302101 2,175 65,700 SH 65,700 -- 1 65,700 --
Beacon Roofing COMMON
Supply Inc STOCK '073685109 296 18,500 SH 18,500 -- 1 18,500 --
Bed Bath & Beyond COMMON
Incorporated STOCK '075896100 275 4,800 SH 4,800 -- 1 4,800 --
Belden Inc COMMON
STOCK '077454106 268 10,400 SH 10,400 -- 1 10,400 --
BGC Partners Inc COMMON
STOCK '05541T101 314 52,100 SH 52,100 -- 1 52,100 --
Biglari Holdings Inc COMMON
STOCK '08986R101 302 1,020 SH 1,020 -- 1 1,020 --
Bio-Rad
Laboratories COMMON
Incorporated STOCK '090572207 354 3,900 SH 3,900 -- 1 3,900 --
Bio-Reference Labs COMMON
Inc STOCK '09057G602 390 21,200 SH 21,200 -- 1 21,200 --
Black Box COMMON
Corporation STOCK '091826107 594 27,800 SH 27,800 -- 1 27,800 --
Block H & R COMMON
Incorporated STOCK '093671105 162 12,200 SH 12,200 -- 1 12,200 --
BMC Software COMMON
Incorporated STOCK '055921100 420 10,900 SH 10,900 -- 1 10,900 --
Body Central Corp COMMON
STOCK '09689U102 510 28,100 SH 28,100 -- 1 28,100 --
Bon-Ton Stores COMMON
Incorporated STOCK '09776J101 50 10,100 SH 10,100 -- 1 10,100 --
Boston Beer Company COMMON
Incorporated STOCK '100557107 254 3,500 SH 3,500 -- 1 3,500 --
Bridgepoint COMMON
Education Inc STOCK '10807M105 448 25,700 SH 25,700 -- 1 25,700 --
Briggs & Stratton COMMON
Corporation STOCK '109043109 220 16,300 SH 16,300 -- 1 16,300 --
Broadcom COMMON
Corporation - CL A STOCK '111320107 2,127 63,900 SH 63,900 -- 1 63,900 --
Brookdale Senior COMMON
Living Inc. STOCK '112463104 154 12,300 SH 12,300 -- 1 12,300 --
Brookline Bancorp COMMON
Inc STOCK '11373M107 228 29,600 SH 29,600 -- 1 29,600 --
Brooks Automation COMMON
Inc STOCK '114340102 96 11,800 SH 11,800 -- 1 11,800 --
Brown & Brown Inc. COMMON
STOCK '115236101 655 36,800 SH 36,800 -- 1 36,800 --
Brown Forman COMMON
Corporation STOCK '115637209 309 4,400 SH 4,400 -- 1 4,400 --
Brown Shoe Company COMMON
Incorporated STOCK '115736100 251 35,200 SH 35,200 -- 1 35,200 --
Bruker Corp COMMON
STOCK '116794108 172 12,700 SH 12,700 -- 1 12,700 --
Bunge Ltd COMMON
STOCK 'G16962105 612 10,500 SH 10,500 -- 1 10,500 --
C&J ENERGY SERVICES COMMON
INC STOCK '12467B304 376 22,890 SH 22,890 -- 1 22,890 --
Cabot Corporation COMMON
STOCK '127055101 352 14,200 SH 14,200 -- 1 14,200 --
Cabot Oil & Gas COMMON
Corporation-CL A STOCK '127097103 279 4,500 SH 4,500 -- 1 4,500 --
CACI International COMMON
Incorporated-CL A STOCK '127190304 709 14,200 SH 14,200 -- 1 14,200 --
Cadence Design
Systems COMMON
Incorporated STOCK '127387108 208 22,500 SH 22,500 -- 1 22,500 --
Cai International COMMON
Inc STOCK '12477X106 323 27,600 SH 27,600 -- 1 27,600 --
Cal Dive COMMON
International Inc STOCK '12802T101 222 116,300 SH 116,300 -- 1 116,300 --
Calamos Asset
Management Inc - COMMON
CL A STOCK '12811R104 139 13,900 SH 13,900 -- 1 13,900 --
California Water COMMON
Service Group STOCK '130788102 705 39,800 SH 39,800 -- 1 39,800 --
Cal-Maine Foods Inc COMMON
STOCK '128030202 277 8,800 SH 8,800 -- 1 8,800 --
Capella Education Co COMMON
STOCK '139594105 534 18,800 SH 18,800 -- 1 18,800 --
CARBO Ceramics COMMON
Incorporated STOCK '140781105 256 2,500 SH 2,500 -- 1 2,500 --
Career Education COMMON
Corporation STOCK '141665109 388 29,700 SH 29,700 -- 1 29,700 --
CareFusion Corp COMMON
STOCK '14170T101 11,170 466,400 SH 466,400 -- 1 466,400 --
CareFusion Corp COMMON
STOCK '14170T101 2,395 100,000 SH CALL 100,000 -- 1 100,000 --
Carlisle Companies COMMON
Incorporated STOCK '142339100 207 6,500 SH 6,500 -- 1 6,500 --
Carrizo Oil & Gas COMMON
Inc STOCK '144577103 1,022 47,400 SH 47,400 -- 1 47,400 --
Cascade Corporation COMMON
STOCK '147195101 351 10,500 SH 10,500 -- 1 10,500 --
Catalyst Health COMMON
Solutions Inc STOCK '14888B103 509 8,828 SH 8,828 -- 1 8,828 --
Cbeyond Inc COMMON
STOCK '149847105 393 55,700 SH 55,700 -- 1 55,700 --
CEC Entertainment COMMON
Incorporated STOCK '125137109 387 13,600 SH 13,600 -- 1 13,600 --
Celadon Group COMMON
Incorporated STOCK '150838100 405 45,600 SH 45,600 -- 1 45,600 --
Celgene Corporation COMMON
STOCK '151020104 501 8,100 SH 8,100 -- 1 8,100 --
CenturyLink Inc COMMON
STOCK '156700106 27,771 838,500 SH 838,500 -- 1 838,500 --
CEPHEID COMMON
STOCK '15670R107 249 6,400 SH 6,400 -- 1 6,400 --
Charming Shoppes COMMON
Incorporated STOCK '161133103 123 47,400 SH 47,400 -- 1 47,400 --
Chefs' Warehouse COMMON
Inc/The STOCK '163086101 764 65,000 SH 65,000 -- 1 65,000 --
Chesapeake
Utilities COMMON
Corporation STOCK '165303108 497 12,400 SH 12,400 -- 1 12,400 --
Chevron Corporation COMMON
STOCK '166764100 7,018 75,800 SH 75,800 -- 1 75,800 --
Children's Place COMMON
STOCK '168905107 5,453 117,200 SH 117,200 -- 1 117,200 --
Chiquita Brands
International COMMON
Inc. NEW STOCK '170032809 123 14,800 SH 14,800 -- 1 14,800 --
Cigna Corp COMMON
STOCK '125509109 373 8,900 SH 8,900 -- 1 8,900 --
Cimarex Energy Co COMMON
STOCK '171798101 212 3,800 SH 3,800 -- 1 3,800 --
Cisco Systems COMMON
Incorporated STOCK '17275R102 3,255 210,000 SH 210,000 -- 1 210,000 --
City National COMMON
Corporation STOCK '178566105 412 10,900 SH 10,900 -- 1 10,900 --
Clearwire Corp - COMMON
Class A STOCK '18538Q105 281 120,500 SH 120,500 -- 1 120,500 --
Cleco Corporation COMMON
STOCK '12561W105 495 14,500 SH 14,500 -- 1 14,500 --
Cliffs Natural COMMON
Resources Inc STOCK '18683K101 309 6,042 SH 6,042 -- 1 6,042 --
Clorox Company COMMON
STOCK '189054109 9,167 138,200 SH 138,200 -- 1 138,200 --
Clorox Company COMMON
STOCK '189054109 9,950 150,000 SH PUT 150,000 -- 1 150,000 --
CME Group Inc COMMON
STOCK '12572Q105 1,577 6,400 SH 6,400 -- 1 6,400 --
Coach Incorporated COMMON
STOCK '189754104 6,940 133,900 SH 133,900 -- 1 133,900 --
Cognex Corporation COMMON
STOCK '192422103 322 11,900 SH 11,900 -- 1 11,900 --
Cognizant
Technology
Solutions COMMON
Corporati STOCK '192446102 276 4,400 SH 4,400 -- 1 4,400 --
Colfax Corp COMMON
STOCK '194014106 292 14,400 SH 14,400 -- 1 14,400 --
Comcast COMMON
Corporation-CL A STOCK '20030N101 19,039 910,100 SH 910,100 -- 1 910,100 --
Commercial Vehicle COMMON
Group Inc STOCK '202608105 105 16,000 SH 16,000 -- 1 16,000 --
CommonWealth REIT COMMON
STOCK '203233101 6,165 325,000 SH 325,000 -- 1 325,000 --
Complete Production COMMON
Services STOCK '20453E109 513 27,200 SH 27,200 -- 1 27,200 --
Computer Sciences COMMON
Corporation STOCK '205363104 303 11,300 SH 11,300 -- 1 11,300 --
Compuware COMMON
Corporation STOCK '205638109 468 61,100 SH 61,100 -- 1 61,100 --
Comstock Resources COMMON
Incorporated STOCK '205768203 232 15,000 SH 15,000 -- 1 15,000 --
Conceptus COMMON
Incorporated STOCK '206016107 134 12,800 SH 12,800 -- 1 12,800 --
Concho Resources Inc COMMON
STOCK '20605P101 4,496 63,200 SH 63,200 -- 1 63,200 --
Constant Contact Inc COMMON
STOCK '210313102 477 27,600 SH 27,600 -- 1 27,600 --
Con-way Inc COMMON
STOCK '205944101 303 13,700 SH 13,700 -- 1 13,700 --
Cooper Industries COMMON
PLC STOCK 'G24140108 3,616 78,400 SH 78,400 -- 1 78,400 --
Cooper Tire & COMMON
Rubber Company STOCK '216831107 517 47,500 SH 47,500 -- 1 47,500 --
Corn Products
International COMMON
Incorporated STOCK '219023108 439 11,200 SH 11,200 -- 1 11,200 --
Corning Incorporated COMMON
STOCK '219350105 7,824 633,048 SH 633,048 -- 1 633,048 --
Corporate Executive COMMON
Board Co STOCK '21988R102 516 17,300 SH 17,300 -- 1 17,300 --
Corporate Office COMMON
Properties STOCK '22002T108 327 15,000 SH 15,000 -- 1 15,000 --
Covance Incorporated COMMON
STOCK '222816100 332 7,300 SH 7,300 -- 1 7,300 --
Coventry Health COMMON
Care Incorporated STOCK '222862104 334 11,600 SH 11,600 -- 1 11,600 --
Cubic Corporation COMMON
STOCK '229669106 262 6,700 SH 6,700 -- 1 6,700 --
Cummins Engine
Company COMMON
Incorporated STOCK '231021106 2,956 36,200 SH 36,200 -- 1 36,200 --
CVR Energy Inc COMMON
STOCK '12662P108 283 13,400 SH 13,400 -- 1 13,400 --
Cyberonics COMMON
Incorporated STOCK '23251P102 388 13,700 SH 13,700 -- 1 13,700 --
Dana Holding Corp COMMON
STOCK '235825205 1,576 150,100 SH 150,100 -- 1 150,100 --
Danaher Corporation COMMON
STOCK '235851102 478 11,389 SH 11,389 -- 1 11,389 --
Darling COMMON
International Inc STOCK '237266101 162 12,900 SH 12,900 -- 1 12,900 --
DaVita Incorporated COMMON
STOCK '23918K108 526 8,400 SH 8,400 -- 1 8,400 --
DealerTrack COMMON
Holdings Inc. STOCK '242309102 259 16,500 SH 16,500 -- 1 16,500 --
Deckers Outdoor COMMON
Corporation STOCK '243537107 10,546 113,200 SH 113,200 -- 1 113,200 --
Dell Inc COMMON
STOCK '24702R101 8,121 574,357 SH 574,357 -- 1 574,357 --
Delphi Financial COMMON
Group - Cl A STOCK '247131105 435 20,200 SH 20,200 -- 1 20,200 --
Denbury Resources COMMON
Incorporated STOCK '247916208 562 48,900 SH 48,900 -- 1 48,900 --
Devon Energy Corp. COMMON
NEW STOCK '25179M103 8,477 152,900 SH 152,900 -- 1 152,900 --
Devry Incorporated COMMON
STOCK '251893103 743 20,100 SH 20,100 -- 1 20,100 --
Dice Holdings Inc COMMON
STOCK '253017107 369 47,200 SH 47,200 -- 1 47,200 --
Dick's Sporting COMMON
Goods Inc STOCK '253393102 4,440 132,700 SH 132,700 -- 1 132,700 --
Dime Community COMMON
Bancshares STOCK '253922108 328 32,400 SH 32,400 -- 1 32,400 --
Dolby Laboratories COMMON
Inc - Class A STOCK '25659T107 760 27,700 SH 27,700 -- 1 27,700 --
Dover Corp COMMON
STOCK '260003108 447 9,600 SH 9,600 -- 1 9,600 --
DST Systems COMMON
Incorporated STOCK '233326107 294 6,700 SH 6,700 -- 1 6,700 --
DSW Inc COMMON
STOCK '23334L102 6,539 141,600 SH 141,600 -- 1 141,600 --
DTS Inc COMMON
STOCK '23335C101 355 14,300 SH 14,300 -- 1 14,300 --
Du Pont (E.I.) De COMMON
Nemours STOCK '263534109 640 16,000 SH 16,000 -- 1 16,000 --
Dunkin' Brands COMMON
Group Inc STOCK '265504100 2,199 79,400 SH 79,400 -- 1 79,400 --
E*Trade Financial COMMON
Corporation STOCK '269246401 481 52,798 SH 52,798 -- 1 52,798 --
Earthlink COMMON
Incorporated STOCK '270321102 2,007 307,424 SH 307,424 -- 1 307,424 --
Eaton Corporation COMMON
STOCK '278058102 2,368 66,700 SH 66,700 -- 1 66,700 --
Ebay Incorporated COMMON
STOCK '278642103 3,589 121,700 SH 121,700 -- 1 121,700 --
EchoStar Corp COMMON
STOCK '278768106 610 27,000 SH 27,000 -- 1 27,000 --
Ecolab Incorporated COMMON
STOCK '278865100 381 7,800 SH 7,800 -- 1 7,800 --
El Paso Electric COMMON
Company STOCK '283677854 350 10,900 SH 10,900 -- 1 10,900 --
Electronics For COMMON
Imaging STOCK '286082102 261 19,400 SH 19,400 -- 1 19,400 --
EMC Corporation COMMON
STOCK '268648102 1,753 83,500 SH 83,500 -- 1 83,500 --
EMCOR Group COMMON
Incorporated STOCK '29084Q100 230 11,300 SH 11,300 -- 1 11,300 --
Emergent COMMON
Biosolutions Inc STOCK '29089Q105 278 18,000 SH 18,000 -- 1 18,000 --
Endo
Pharmaceuticals COMMON
Holdings Inc STOCK '29264F205 910 32,500 SH 32,500 -- 1 32,500 --
Energy Partners Ltd COMMON
STOCK '29270U303 184 16,600 SH 16,600 -- 1 16,600 --
EnerSys COMMON
STOCK '29275Y102 272 13,600 SH 13,600 -- 1 13,600 --
Ennis Inc COMMON
STOCK '293389102 149 11,400 SH 11,400 -- 1 11,400 --
Ensco Plc-spon Adr COMMON
STOCK '29358Q109 1,455 36,000 SH 36,000 -- 1 36,000 --
Entergy Corporation COMMON
STOCK '29364G103 371 5,600 SH 5,600 -- 1 5,600 --
Enzon
Pharmaceuticals COMMON
Inc STOCK '293904108 182 25,800 SH 25,800 -- 1 25,800 --
EQT Corp COMMON
STOCK '26884L109 2,209 41,400 SH 41,400 -- 1 41,400 --
Ethan Allen
Interiors COMMON
Incorporated STOCK '297602104 225 16,500 SH 16,500 -- 1 16,500 --
Evercore Partners COMMON
Inc - cl A STOCK '29977A105 2,459 107,866 SH 107,866 -- 1 107,866 --
Examworks Group Inc COMMON
STOCK '30066A105 559 54,900 SH 54,900 -- 1 54,900 --
Exelon Corporation COMMON
STOCK '30161N101 592 13,900 SH 13,900 -- 1 13,900 --
Express Inc. COMMON
STOCK '30219E103 17,395 857,300 SH 857,300 -- 1 857,300 --
Express Scripts
Incorporated (CL COMMON
A) STOCK '302182100 397 10,700 SH 10,700 -- 1 10,700 --
Exterran Holdings COMMON
Inc STOCK '30225X103 101 10,400 SH 10,400 -- 1 10,400 --
Extra Space Storage COMMON
Inc STOCK '30225T102 879 47,188 SH 47,188 -- 1 47,188 --
Fedex Corporation COMMON
STOCK '31428X106 3,486 51,500 SH 51,500 -- 1 51,500 --
Ferro Corporation COMMON
STOCK '315405100 218 35,500 SH 35,500 -- 1 35,500 --
First Commonwealth
Financial COMMON
Corporation STOCK '319829107 398 107,600 SH 107,600 -- 1 107,600 --
First Finl COMMON
Bankshares Inc STOCK '32020R109 256 9,800 SH 9,800 -- 1 9,800 --
First Midwest
Bancorp COMMON
Incorporated STOCK '320867104 133 18,200 SH 18,200 -- 1 18,200 --
First Niagara COMMON
Financial Group STOCK '33582V108 331 36,200 SH 36,200 -- 1 36,200 --
First Republic COMMON
Bank/San Fran STOCK '33616C100 1,332 57,532 SH 57,532 -- 1 57,532 --
First Solar Inc COMMON
STOCK '336433107 588 9,300 SH 9,300 -- 1 9,300 --
Firstmerit COMMON
Corporation STOCK '337915102 166 14,600 SH 14,600 -- 1 14,600 --
Fluor Corporation - COMMON
(New) STOCK '343412102 419 9,000 SH 9,000 -- 1 9,000 --
Forest Labs COMMON
Incorporated STOCK '345838106 419 13,600 SH 13,600 -- 1 13,600 --
Fortinet Inc COMMON
STOCK '34959E109 390 23,200 SH 23,200 -- 1 23,200 --
Francescas Holdings COMMON
Corp STOCK '351793104 529 24,950 SH 24,950 -- 1 24,950 --
Franklin Resources COMMON
Incorporated STOCK '354613101 411 4,300 SH 4,300 -- 1 4,300 --
Freds Incorporated COMMON
(CL A) STOCK '356108100 181 17,000 SH 17,000 -- 1 17,000 --
Freeport-McMoran COMMON
Copper STOCK '35671D857 429 14,100 SH 14,100 -- 1 14,100 --
Freeport-McMoran COMMON
Copper STOCK '35671D857 1,827 60,000 SH CALL 60,000 -- 1 60,000 --
Freightcar America COMMON
Inc STOCK '357023100 150 10,400 SH 10,400 -- 1 10,400 --
Frontline Ltd COMMON
STOCK 'G3682E127 4,220 870,000 SH CALL 870,000 -- 1 870,000 --
FSI International COMMON
Incorporated STOCK '302633102 40 21,100 SH 21,100 -- 1 21,100 --
Fulton Finl Corp PA COMMON
STOCK '360271100 175 22,900 SH 22,900 -- 1 22,900 --
Fusion-io Inc. COMMON
STOCK '36112J107 325 17,120 SH 17,120 -- 1 17,120 --
FX Energy Inc COMMON
STOCK '302695101 247 59,700 SH 59,700 -- 1 59,700 --
Gain Capital COMMON
Holdings Inc STOCK '36268W100 14,059 2,235,069 SH 2,235,069 -- 1 2,235,069 --
Gallagher Arthur J COMMON
& Co STOCK '363576109 203 7,700 SH 7,700 -- 1 7,700 --
GameStop Corporation COMMON
STOCK '36467W109 316 13,700 SH 13,700 -- 1 13,700 --
GARMIN LTD. COMMON
STOCK 'H2906T109 1,442 45,400 SH 45,400 -- 1 45,400 --
General Cable Corp COMMON
STOCK '369300108 311 13,300 SH 13,300 -- 1 13,300 --
General
Communication Inc COMMON
(CL A) STOCK '369385109 179 21,800 SH 21,800 -- 1 21,800 --
General Dynamics COMMON
Corp STOCK '369550108 461 8,100 SH 8,100 -- 1 8,100 --
Genomic Health Inc. COMMON
STOCK '37244C101 666 30,300 SH 30,300 -- 1 30,300 --
Gen-Probe Inc COMMON
STOCK '36866T103 12,543 219,100 SH 219,100 -- 1 219,100 --
Gentiva Health COMMON
Services STOCK '37247A102 62 11,200 SH 11,200 -- 1 11,200 --
Genworth Financial COMMON
Inc - CL A STOCK '37247D106 87 15,200 SH 15,200 -- 1 15,200 --
GeoEye Inc COMMON
STOCK '37250W108 805 28,400 SH 28,400 -- 1 28,400 --
GFI Group Inc COMMON
STOCK '361652209 115 28,600 SH 28,600 -- 1 28,600 --
Gilead Sciences Inc COMMON
STOCK '375558103 404 10,400 SH 10,400 -- 1 10,400 --
Glacier Bancorp Inc COMMON
STOCK '37637Q105 584 62,300 SH 62,300 -- 1 62,300 --
Global Payments Inc. COMMON
STOCK '37940X102 945 23,400 SH 23,400 -- 1 23,400 --
Globe Specialty COMMON
Metals Inc STOCK '37954N206 317 21,800 SH 21,800 -- 1 21,800 --
Google Inc COMMON
STOCK '38259P508 17,363 33,711 SH 33,711 -- 1 33,711 --
Government COMMON
Properties Income STOCK '38376A103 4,302 200,000 SH 200,000 -- 1 200,000 --
Grand Canyon COMMON
Education Inc STOCK '38526M106 187 11,600 SH 11,600 -- 1 11,600 --
Great Lakes Dredge COMMON
& Dock Co STOCK '390607109 142 34,800 SH 34,800 -- 1 34,800 --
Green Mountain COMMON
Coffee Roasters STOCK '393122106 10,275 110,556 SH 110,556 -- 1 110,556 --
Green Plains COMMON
Renewable Energ STOCK '393222104 277 29,700 SH 29,700 -- 1 29,700 --
Greenhill & Co Inc COMMON
STOCK '395259104 415 14,500 SH 14,500 -- 1 14,500 --
GT Advanced COMMON
Technologies Inc STOCK '36191U106 639 91,000 SH 91,000 -- 1 91,000 --
Halliburton Company COMMON
STOCK '406216101 1,495 49,000 SH 49,000 -- 1 49,000 --
Hansen Natural COMMON
Corporation STOCK '411310105 297 3,400 SH 3,400 -- 1 3,400 --
Harman
International COMMON
Industries Inc. STOCK '413086109 294 10,300 SH 10,300 -- 1 10,300 --
Harmonic COMMON
Incorporated STOCK '413160102 225 52,700 SH 52,700 -- 1 52,700 --
Hasbro Incorporated COMMON
STOCK '418056107 336 10,300 SH 10,300 -- 1 10,300 --
Hawaiian Holdings COMMON
Inc STOCK '419879101 442 105,100 SH 105,100 -- 1 105,100 --
Haynes COMMON
International Inc STOCK '420877201 204 4,700 SH 4,700 -- 1 4,700 --
Health Management
Associates- NEW COMMON
(CL A) STOCK '421933102 3,935 568,700 SH 568,700 -- 1 568,700 --
Healthsouth COMMON
Corporation STOCK '421924309 205 13,700 SH 13,700 -- 1 13,700 --
Healthspring Inc COMMON
STOCK '42224N101 295 8,100 SH 8,100 -- 1 8,100 --
Healthways Inc COMMON
STOCK '422245100 186 18,900 SH 18,900 -- 1 18,900 --
Hecla Mining Co COMMON
STOCK '422704106 66 12,300 SH 12,300 -- 1 12,300 --
Heico Corp.-NEW COMMON
STOCK '422806109 256 5,200 SH 5,200 -- 1 5,200 --
Heidrick & COMMON
Struggles Intl STOCK '422819102 470 28,600 SH 28,600 -- 1 28,600 --
Heinz (H.J.) Co. COMMON
STOCK '423074103 202 4,000 SH 4,000 -- 1 4,000 --
Hertz Global COMMON
Holdings Inc STOCK '42805T105 271 30,400 SH 30,400 -- 1 30,400 --
Higher One Holdings COMMON
Inc STOCK '42983D104 296 18,200 SH 18,200 -- 1 18,200 --
Hittite Microwave COMMON
Corporation STOCK '43365Y104 263 5,400 SH 5,400 -- 1 5,400 --
HollyFrontier Corp COMMON
STOCK '436106108 545 20,800 SH 20,800 -- 1 20,800 --
Hologic Inc. COMMON
STOCK '436440101 9,925 652,500 SH 652,500 -- 1 652,500 --
Hologic Inc. COMMON
STOCK '436440101 4,563 300,000 SH CALL 300,000 -- 1 300,000 --
Home Properties Inc COMMON
STOCK '437306103 11,352 200,000 SH 200,000 -- 1 200,000 --
Homeaway Inc COMMON
STOCK '43739Q100 578 17,200 SH 17,200 -- 1 17,200 --
Horace Mann
Educators Corp. COMMON
NEW STOCK '440327104 405 35,500 SH 35,500 -- 1 35,500 --
Horizon Pharma Inc COMMON
STOCK '44047T109 350 50,000 SH 50,000 -- 1 50,000 --
HUB Group Inc - CL A COMMON
STOCK '443320106 271 9,600 SH 9,600 -- 1 9,600 --
Hubbell
Incorporated--Class COMMON
B STOCK '443510201 3,696 74,600 SH 74,600 -- 1 74,600 --
Huntsman Corp COMMON
STOCK '447011107 318 32,900 SH 32,900 -- 1 32,900 --
Iconix Brand Group COMMON
Inc STOCK '451055107 261 16,500 SH 16,500 -- 1 16,500 --
ICU Medical COMMON
Incorporated STOCK '44930G107 320 8,700 SH 8,700 -- 1 8,700 --
Idacorp Incorporated COMMON
STOCK '451107106 287 7,600 SH 7,600 -- 1 7,600 --
Idex Corporation COMMON
STOCK '45167R104 598 19,200 SH 19,200 -- 1 19,200 --
Idexx Laboratories COMMON
Corporation STOCK '45168D104 283 4,100 SH 4,100 -- 1 4,100 --
Illumina COMMON
STOCK '452327109 577 14,100 SH 14,100 -- 1 14,100 --
Impax Labrotories COMMON
Inc. STOCK '45256B101 197 11,000 SH 11,000 -- 1 11,000 --
Imperial Sugar Co COMMON
NEW STOCK '453096208 366 56,900 SH 56,900 -- 1 56,900 --
Informatica Corp COMMON
STOCK '45666Q102 278 6,800 SH 6,800 -- 1 6,800 --
Infospace COMMON
Incorporated STOCK '45678T300 174 20,800 SH 20,800 -- 1 20,800 --
Insight Enterprises COMMON
Incorporated STOCK '45765U103 289 19,100 SH 19,100 -- 1 19,100 --
Insperity Inc COMMON
STOCK '45778Q107 254 11,400 SH 11,400 -- 1 11,400 --
Integra
LifeSciences COMMON
Holdings STOCK '457985208 347 9,700 SH 9,700 -- 1 9,700 --
Integrated Silicon
Solution COMMON
Incorporated STOCK '45812P107 119 15,200 SH 15,200 -- 1 15,200 --
Inter Parfums COMMON
Incorporated STOCK '458334109 184 11,900 SH 11,900 -- 1 11,900 --
Intercontinental COMMON
Exchange Inc STOCK '45865V100 284 2,400 SH 2,400 -- 1 2,400 --
InterDigital Inc COMMON
STOCK '45867G101 228 4,900 SH 4,900 -- 1 4,900 --
Interface
Incorporated (CL COMMON
A) STOCK '458665106 154 13,000 SH 13,000 -- 1 13,000 --
Interline Brands Inc COMMON
STOCK '458743101 143 11,100 SH 11,100 -- 1 11,100 --
Intermec Inc COMMON
STOCK '458786100 480 73,600 SH 73,600 -- 1 73,600 --
Intermune Inc. COMMON
STOCK '45884X103 1,244 61,600 SH 61,600 -- 1 61,600 --
International Game COMMON
Technology STOCK '459902102 150 10,300 SH 10,300 -- 1 10,300 --
International Paper COMMON
Company STOCK '460146103 1,279 55,000 SH CALL 55,000 -- 1 55,000 --
International
Speedway COMMON
Corporation STOCK '460335201 304 13,300 SH 13,300 -- 1 13,300 --
Interpublic Group
Companies COMMON
Incorporated STOCK '460690100 96 13,300 SH 13,300 -- 1 13,300 --
Intralinks Holdings COMMON
Inc STOCK '46118H104 325 43,300 SH 43,300 -- 1 43,300 --
Invacare Corporation COMMON
STOCK '461203101 320 13,900 SH 13,900 -- 1 13,900 --
Invesco Ltd COMMON
STOCK 'G491BT108 224 14,437 SH 14,437 -- 1 14,437 --
Investors Bancorp COMMON
Inc STOCK '46146P102 364 28,800 SH 28,800 -- 1 28,800 --
ION Geophysical Corp COMMON
STOCK '462044108 86 18,100 SH 18,100 -- 1 18,100 --
Ipc The Hospitalist COMMON
Co STOCK '44984A105 303 8,500 SH 8,500 -- 1 8,500 --
Iridium COMMON
Communications Inc STOCK '46269C102 963 155,400 SH 155,400 -- 1 155,400 --
IROBOT Corp COMMON
STOCK '462726100 531 21,100 SH 21,100 -- 1 21,100 --
Ironwood
Pharmaceuticals COMMON
Inc STOCK '46333X108 123 11,400 SH 11,400 -- 1 11,400 --
iShares FTSE China COMMON
25 Index Fund STOCK '464287184 183,121 5,939,700 SH CALL 5,939,700 -- 1 5,939,700 --
iShares MSCI
Emerging Market COMMON
Index - ETF STOCK '464287234 73,701 2,100,000 SH CALL 2,100,000 -- 1 2,100,000 --
iShares MSCI Japan COMMON
Index Fund STOCK '464286848 49,192 5,200,000 SH 5,200,000 -- 1 5,200,000 --
iShares Russell 2000 COMMON
STOCK '464287655 9,002 140,000 SH PUT 140,000 -- 1 140,000 --
ITC Holdings Corp COMMON
STOCK '465685105 457 5,900 SH 5,900 -- 1 5,900 --
ITT Educational
Services COMMON
Incorporated STOCK '45068B109 409 7,100 SH 7,100 -- 1 7,100 --
Ixia Communications COMMON
STOCK '45071R109 118 15,400 SH 15,400 -- 1 15,400 --
J2 Global COMMON
Communications Inc STOCK '46626E205 336 12,500 SH 12,500 -- 1 12,500 --
Jacobs Engineering COMMON
Group Incorporated STOCK '469814107 258 8,000 SH 8,000 -- 1 8,000 --
Janus Capital Group COMMON
Inc STOCK '47102X105 121 20,100 SH 20,100 -- 1 20,100 --
JC Penney Company COMMON
Inc (HLDG Co) STOCK '708160106 2,678 100,000 SH PUT 100,000 -- 1 100,000 --
Jefferies Group COMMON
Incorporated-NEW STOCK '472319102 237 19,100 SH 19,100 -- 1 19,100 --
Jetblue Airways Corp COMMON
STOCK '477143101 231 56,500 SH 56,500 -- 1 56,500 --
Johnson & Johnson COMMON
STOCK '478160104 3,261 51,200 SH 51,200 -- 1 51,200 --
Jones Lang LaSalle COMMON
Inc. STOCK '48020Q107 300 5,800 SH 5,800 -- 1 5,800 --
JOY GLOBAL INC COMMON
STOCK '481165108 424 6,800 SH 6,800 -- 1 6,800 --
Juniper Networks COMMON
Incorporated STOCK '48203R104 430 24,900 SH 24,900 -- 1 24,900 --
K12 Inc COMMON
STOCK '48273U102 262 10,300 SH 10,300 -- 1 10,300 --
Kadant Inc. COMMON
STOCK '48282T104 332 18,700 SH 18,700 -- 1 18,700 --
Kansas City Southern COMMON
STOCK '485170302 1,269 25,400 SH 25,400 -- 1 25,400 --
Kaydon Corporation COMMON
STOCK '486587108 424 14,800 SH 14,800 -- 1 14,800 --
KBR Inc COMMON
STOCK '48242W106 440 18,600 SH 18,600 -- 1 18,600 --
KBW Inc COMMON
STOCK '482423100 396 28,700 SH 28,700 -- 1 28,700 --
Kelly Services
Incorporated- COMMON
Class A STOCK '488152208 439 38,500 SH 38,500 -- 1 38,500 --
Key Energy Group COMMON
Incorporated STOCK '492914106 448 47,200 SH 47,200 -- 1 47,200 --
KINDRED HEALTHCARE COMMON
INC STOCK '494580103 444 51,500 SH 51,500 -- 1 51,500 --
Kior Inc - Cl A COMMON
STOCK '497217109 858 41,370 SH 41,370 -- 1 41,370 --
Knoll Inc COMMON
STOCK '498904200 175 12,800 SH 12,800 -- 1 12,800 --
Kodiak Oil & Gas COMMON
Corp STOCK '50015Q100 179 34,300 SH 34,300 -- 1 34,300 --
Korn/Ferry COMMON
International STOCK '500643200 640 52,500 SH 52,500 -- 1 52,500 --
Kraft Foods COMMON
Inc-class A STOCK '50075N104 272 8,100 SH 8,100 -- 1 8,100 --
Kronos Worldwide Inc COMMON
STOCK '50105F105 405 25,200 SH 25,200 -- 1 25,200 --
Kulicke & Soffa
Industries COMMON
Incorporated STOCK '501242101 235 31,500 SH 31,500 -- 1 31,500 --
L B Foster Company- COMMON
Cl A STOCK '350060109 351 15,800 SH 15,800 -- 1 15,800 --
L-3 Communications
Holdings COMMON
Incorporated STOCK '502424104 279 4,500 SH 4,500 -- 1 4,500 --
Laclede Gas Company COMMON
STOCK '505597104 469 12,100 SH 12,100 -- 1 12,100 --
Lam Research COMMON
Corporation STOCK '512807108 205 5,400 SH 5,400 -- 1 5,400 --
Las Vegas Sands Corp COMMON
STOCK '517834107 3,773 98,400 SH 98,400 -- 1 98,400 --
Las Vegas Sands Corp COMMON
STOCK '517834107 3,834 100,000 SH CALL 100,000 -- 1 100,000 --
LAYNE CHRISTENSEN CO COMMON
STOCK '521050104 649 28,100 SH 28,100 -- 1 28,100 --
Leapfrog COMMON
Enterprises Inc STOCK '52186N106 82 24,400 SH 24,400 -- 1 24,400 --
Lear Corp COMMON
STOCK '521865204 4,200 97,900 SH 97,900 -- 1 97,900 --
Lennox COMMON
International Inc STOCK '526107107 663 25,700 SH 25,700 -- 1 25,700 --
LHC Group Inc COMMON
STOCK '50187A107 464 27,200 SH 27,200 -- 1 27,200 --
Liberty Interactive COMMON
Corp STOCK '53071M104 10,208 691,600 SH 691,600 -- 1 691,600 --
Liberty Media Corp COMMON
- Liberty S STOCK '530322304 432 6,800 SH 6,800 -- 1 6,800 --
Life Technologies COMMON
Corp STOCK '53217V109 17,201 447,600 SH 447,600 -- 1 447,600 --
Lincoln Educational COMMON
Services Corp STOCK '533535100 360 44,500 SH 44,500 -- 1 44,500 --
Lincoln National COMMON
Corporation STOCK '534187109 414 26,500 SH 26,500 -- 1 26,500 --
Lone Pine Resources COMMON
Inc STOCK '54222A106 330 50,024 SH 50,024 -- 1 50,024 --
Lowe's Companies COMMON
Incorporated STOCK '548661107 2,739 141,600 SH 141,600 -- 1 141,600 --
LSI Corp COMMON
STOCK '502161102 278 53,600 SH 53,600 -- 1 53,600 --
Lumber Liquidators COMMON
Holdings In STOCK '55003T107 3,038 201,200 SH 201,200 -- 1 201,200 --
Luminex Corporation COMMON
STOCK '55027E102 224 10,100 SH 10,100 -- 1 10,100 --
Macy's Inc COMMON
STOCK '55616P104 4,064 154,400 SH 154,400 -- 1 154,400 --
Magma Design COMMON
Automation STOCK '559181102 193 42,400 SH 42,400 -- 1 42,400 --
Maidenform Brands COMMON
Inc STOCK '560305104 290 12,400 SH 12,400 -- 1 12,400 --
Manitowoc Company COMMON
Inc. STOCK '563571108 1,422 211,900 SH 211,900 -- 1 211,900 --
ManpowerGroup COMMON
STOCK '56418H100 356 10,600 SH 10,600 -- 1 10,600 --
Mantech COMMON
STOCK '564563104 417 13,300 SH 13,300 -- 1 13,300 --
Marathon Petroleum COMMON
Corp STOCK '56585A102 866 32,000 SH 32,000 -- 1 32,000 --
MarketAxess COMMON
Holdings Inc STOCK '57060D108 377 14,500 SH 14,500 -- 1 14,500 --
Martin Marietta
Materials COMMON
Incorporated STOCK '573284106 518 8,200 SH 8,200 -- 1 8,200 --
Materion Corp COMMON
STOCK '576690101 426 18,800 SH 18,800 -- 1 18,800 --
Matthews Intl COMMON
Corp-Cl A STOCK '577128101 387 12,600 SH 12,600 -- 1 12,600 --
MB Financial Corp COMMON
STOCK '55264U108 181 12,300 SH 12,300 -- 1 12,300 --
McDermott
International COMMON
Incorporated STOCK '580037109 626 58,200 SH 58,200 -- 1 58,200 --
McKesson Corporation COMMON
STOCK '58155Q103 225 3,100 SH 3,100 -- 1 3,100 --
Mead Johnson COMMON
Nutrition Co-A STOCK '582839106 9,431 137,014 SH 137,014 -- 1 137,014 --
MeadWestvaco COMMON
Corporation STOCK '583334107 4,669 190,100 SH 190,100 -- 1 190,100 --
Medicines Co COMMON
STOCK '584688105 248 16,700 SH 16,700 -- 1 16,700 --
Medidata Solutions COMMON
Inc STOCK '58471A105 442 26,900 SH 26,900 -- 1 26,900 --
MEMC Electronic COMMON
Materials STOCK '552715104 346 66,100 SH 66,100 -- 1 66,100 --
Mens Wearhouse Inc COMMON
STOCK '587118100 10,648 408,300 SH 408,300 -- 1 408,300 --
Mentor Graphics Corp COMMON
STOCK '587200106 177 18,400 SH 18,400 -- 1 18,400 --
Mercury Computer COMMON
Systems Inc. STOCK '589378108 429 37,300 SH 37,300 -- 1 37,300 --
Meredith Corp COMMON
STOCK '589433101 299 13,200 SH 13,200 -- 1 13,200 --
Merit Medical COMMON
Systems Inc. STOCK '589889104 168 12,770 SH 12,770 -- 1 12,770 --
Metalico Inc COMMON
STOCK '591176102 389 99,700 SH 99,700 -- 1 99,700 --
Metals USA Holdings COMMON
Corp STOCK '59132A104 178 19,900 SH 19,900 -- 1 19,900 --
MetLife Inc. COMMON
STOCK '59156R108 376 13,412 SH 13,412 -- 1 13,412 --
Metropcs COMMON
Communications Inc STOCK '591708102 380 43,600 SH 43,600 -- 1 43,600 --
MF Global Holdings COMMON
Ltd STOCK '55277J108 79 19,100 SH 19,100 -- 1 19,100 --
Microsemi COMMON
Corporation STOCK '595137100 3,377 211,300 SH 211,300 -- 1 211,300 --
Microsoft COMMON
Corporation STOCK '594918104 3,990 160,300 SH 160,300 -- 1 160,300 --
Microsoft COMMON
Corporation STOCK '594918104 36,825 1,479,500 SH CALL 1,479,500 -- 1 1,479,500 --
Miller (Herman) Inc. COMMON
STOCK '600544100 618 34,600 SH 34,600 -- 1 34,600 --
Modine
Manufacturing COMMON
Company STOCK '607828100 198 21,900 SH 21,900 -- 1 21,900 --
Molina Healthcare COMMON
Inc STOCK '60855R100 579 37,500 SH 37,500 -- 1 37,500 --
Molycorp Inc COMMON
STOCK '608753109 339 10,300 SH 10,300 -- 1 10,300 --
Momenta
Pharmaceuticals COMMON
Inc STOCK '60877T100 378 32,900 SH 32,900 -- 1 32,900 --
Monster Worldwide COMMON
Inc STOCK '611742107 125 17,400 SH 17,400 -- 1 17,400 --
Motricity Inc COMMON
STOCK '620107102 116 68,900 SH 68,900 -- 1 68,900 --
MTS Systems COMMON
Corporation STOCK '553777103 270 8,800 SH 8,800 -- 1 8,800 --
Murphy Oil COMMON
Corporation STOCK '626717102 375 8,500 SH 8,500 -- 1 8,500 --
Mylan Inc. COMMON
STOCK '628530107 304 17,900 SH 17,900 -- 1 17,900 --
Myr Group COMMON
Inc/delaware STOCK '55405W104 249 14,100 SH 14,100 -- 1 14,100 --
Myriad Genetics Inc. COMMON
STOCK '62855J104 227 12,100 SH 12,100 -- 1 12,100 --
Nabors Industries COMMON
Incorporated STOCK 'G6359F103 558 45,500 SH 45,500 -- 1 45,500 --
Nara Bancorp Inc COMMON
STOCK '63080P105 99 16,300 SH 16,300 -- 1 16,300 --
Nash-Finch Company COMMON
STOCK '631158102 342 12,700 SH 12,700 -- 1 12,700 --
National Oilwell COMMON
Varco Inc STOCK '637071101 594 11,600 SH 11,600 -- 1 11,600 --
Natus Medical Inc COMMON
STOCK '639050103 352 37,000 SH 37,000 -- 1 37,000 --
NCR Corporation COMMON
STOCK '62886E108 272 16,100 SH 16,100 -- 1 16,100 --
Neenah Paper Inc COMMON
STOCK '640079109 248 17,500 SH 17,500 -- 1 17,500 --
NetFlix Inc. COMMON
STOCK '64110L106 11,893 105,000 SH PUT 105,000 -- 1 105,000 --
NetFlix Inc. COMMON
STOCK '64110L106 11,893 105,000 SH CALL 105,000 -- 1 105,000 --
Netscout Systems Inc COMMON
STOCK '64115T104 234 20,500 SH 20,500 -- 1 20,500 --
NeuStar Inc - Class COMMON
A STOCK '64126X201 515 20,500 SH 20,500 -- 1 20,500 --
Neutral Tandem Inc COMMON
STOCK '64128B108 415 42,900 SH 42,900 -- 1 42,900 --
New Jersey Res Corp COMMON
STOCK '646025106 604 14,200 SH 14,200 -- 1 14,200 --
Newcastle COMMON
Investment Corp STOCK '65105M108 1,099 270,000 SH 270,000 -- 1 270,000 --
Newfield Explor Stk COMMON
STOCK '651290108 6,446 162,400 SH 162,400 -- 1 162,400 --
Newmont Mining Corp COMMON
Hldg Co STOCK '651639106 371 5,900 SH 5,900 -- 1 5,900 --
Newpark Resources COMMON
Inc. STOCK '651718504 113 18,600 SH 18,600 -- 1 18,600 --
Newport Corp COMMON
STOCK '651824104 192 17,800 SH 17,800 -- 1 17,800 --
NextEra Energy Inc COMMON
STOCK '65339F101 340 6,300 SH 6,300 -- 1 6,300 --
NII Holdings Inc COMMON
-CL B STOCK '62913F201 504 18,700 SH 18,700 -- 1 18,700 --
NIKE Inc COMMON
STOCK '654106103 205 2,400 SH 2,400 -- 1 2,400 --
NN INC COMMON
STOCK '629337106 260 51,500 SH 51,500 -- 1 51,500 --
Noble Corp. COMMON
STOCK 'H5833N103 969 33,000 SH 33,000 -- 1 33,000 --
Noble Energy Inc COMMON
STOCK '655044105 7,151 101,000 SH 101,000 -- 1 101,000 --
Northwestern Corp - COMMON
NEW STOCK '668074305 339 10,600 SH 10,600 -- 1 10,600 --
Nuance COMMON
Communications Inc STOCK '67020Y100 818 40,200 SH 40,200 -- 1 40,200 --
Nucor Corporation COMMON
STOCK '670346105 1,917 60,600 SH 60,600 -- 1 60,600 --
Nutri/System Inc COMMON
STOCK '67069D108 195 16,100 SH 16,100 -- 1 16,100 --
NuVasive Inc COMMON
STOCK '670704105 293 17,200 SH 17,200 -- 1 17,200 --
NYSE Euronext COMMON
STOCK '629491101 560 24,100 SH 24,100 -- 1 24,100 --
O Reilly Automotive COMMON
Inc STOCK '67103H107 3,038 45,600 SH 45,600 -- 1 45,600 --
Oasis Petroleum Inc COMMON
STOCK '674215108 337 15,100 SH 15,100 -- 1 15,100 --
Occidental COMMON
Petroleum Corp STOCK '674599105 9,867 138,000 SH 138,000 -- 1 138,000 --
Ocz Technology COMMON
Group Inc STOCK '67086E303 90 18,600 SH 18,600 -- 1 18,600 --
Office Depot Inc COMMON
STOCK '676220106 152 73,900 SH 73,900 -- 1 73,900 --
OIL STS INTL INC COMMON
STOCK '678026105 1,487 29,200 SH 29,200 -- 1 29,200 --
Old Dominion COMMON
Freight Line Inc. STOCK '679580100 2,286 78,900 SH 78,900 -- 1 78,900 --
Old Natl Bancorp COMMON
STOCK '680033107 189 20,300 SH 20,300 -- 1 20,300 --
OM Group Inc. COMMON
STOCK '670872100 400 15,400 SH 15,400 -- 1 15,400 --
Omnivision COMMON
Technologies STOCK '682128103 505 36,000 SH 36,000 -- 1 36,000 --
Omnova Solutions Inc COMMON
STOCK '682129101 242 67,500 SH 67,500 -- 1 67,500 --
Opentable Inc COMMON
STOCK '68372A104 571 12,400 SH 12,400 -- 1 12,400 --
Oracle Corporation COMMON
STOCK '68389X105 5,521 192,100 SH 192,100 -- 1 192,100 --
Orbital Sciences COMMON
Corporation STOCK '685564106 516 40,300 SH 40,300 -- 1 40,300 --
Ormat Technologies COMMON
Inc STOCK '686688102 630 39,200 SH 39,200 -- 1 39,200 --
Overstock.com Inc COMMON
STOCK '690370101 122 13,200 SH 13,200 -- 1 13,200 --
Owens Corning Inc COMMON
STOCK '690742101 1,925 88,800 SH 88,800 -- 1 88,800 --
OYO Geospace Corp COMMON
STOCK '671074102 208 3,700 SH 3,700 -- 1 3,700 --
Pacific Biosciences COMMON
of California Inc. STOCK '69404D108 120 37,300 SH 37,300 -- 1 37,300 --
Pandora Media Inc COMMON
STOCK '698354107 355 24,220 SH 24,220 -- 1 24,220 --
Par Pharmaceutical COMMON
Cos Inc STOCK '69888P106 532 20,000 SH 20,000 -- 1 20,000 --
Parametrics
Technology COMMON
Corporation STOCK '699173209 271 17,600 SH 17,600 -- 1 17,600 --
Parker Drilling COMMON
Company STOCK '701081101 228 52,000 SH 52,000 -- 1 52,000 --
Parker-Hannifin COMMON
Corporation STOCK '701094104 2,121 33,600 SH 33,600 -- 1 33,600 --
PartnerRe Ltd. COMMON
STOCK 'G6852T105 591 11,300 SH 11,300 -- 1 11,300 --
Patterson-UTI COMMON
Energy Inc. STOCK '703481101 538 31,000 SH 31,000 -- 1 31,000 --
Paychex Inc. COMMON
STOCK '704326107 335 12,700 SH 12,700 -- 1 12,700 --
Peabody Energy Corp COMMON
STOCK '704549104 237 7,000 SH 7,000 -- 1 7,000 --
Penn National COMMON
Gaming Inc STOCK '707569109 223 6,700 SH 6,700 -- 1 6,700 --
Penn Virginia COMMON
Corporation STOCK '707882106 70 12,500 SH 12,500 -- 1 12,500 --
Pepsico Incorporated COMMON
STOCK '713448108 402 6,500 SH 6,500 -- 1 6,500 --
Perkinelmer COMMON
Incorporated STOCK '714046109 378 19,700 SH 19,700 -- 1 19,700 --
PetroQuest Energy COMMON
Inc. STOCK '716748108 283 51,500 SH 51,500 -- 1 51,500 --
Pfizer Incorporated COMMON
STOCK '717081103 20,058 1,134,500 SH 1,134,500 -- 1 1,134,500 --
Pharmaceutical
Product COMMON
Development Inc. STOCK '717124101 308 12,000 SH 12,000 -- 1 12,000 --
Philip Morris COMMON
International STOCK '718172109 349 5,600 SH 5,600 -- 1 5,600 --
Phototronics Inc. COMMON
STOCK '719405102 111 22,300 SH 22,300 -- 1 22,300 --
Pinnacle
Entertainment COMMON
Incorporated STOCK '723456109 367 40,400 SH 40,400 -- 1 40,400 --
Pioneer Drilling Co COMMON
STOCK '723655106 358 49,900 SH 49,900 -- 1 49,900 --
Plains Exploration COMMON
& Product STOCK '726505100 3,525 155,200 SH 155,200 -- 1 155,200 --
Plantronics Inc COMMON
STOCK '727493108 1,292 45,400 SH 45,400 -- 1 45,400 --
PMC Sierra COMMON
Incorporated STOCK '69344F106 63 10,500 SH 10,500 -- 1 10,500 --
Polycom Inc. COMMON
STOCK '73172K104 277 15,100 SH 15,100 -- 1 15,100 --
Popular Incorporated COMMON
STOCK '733174106 166 110,800 SH 110,800 -- 1 110,800 --
Power-One Inc. COMMON
STOCK '73930R102 276 61,400 SH 61,400 -- 1 61,400 --
Powershares Db Us COMMON
Dol Ind Bu STOCK '73936D107 11,153 500,000 SH CALL 500,000 -- 1 500,000 --
Powershares QQQ COMMON
Nasdaq 100 STOCK '73935A104 2,625 50,000 SH 50,000 -- 1 50,000 --
Powershares QQQ COMMON
Nasdaq 100 STOCK '73935A104 643,003 12,250,000 SH PUT 12,250,000 -- 1 12,250,000 --
Powerwave COMMON
Technologies Inc. STOCK '739363307 207 120,400 SH 120,400 -- 1 120,400 --
PrivateBancorp Inc COMMON
STOCK '742962103 395 52,500 SH 52,500 -- 1 52,500 --
Progenics
Pharmaceuticals COMMON
Inc. STOCK '743187106 11,332 2,342,388 SH 1,820,068 522,320 1 1,820,068 522,320
Prospect Capital COMMON
Corp STOCK '74348T102 2,198 261,334 SH 261,334 -- 1 261,334 --
Protective Life COMMON
Corp. STOCK '743674103 358 22,900 SH 22,900 -- 1 22,900 --
Provident Financial COMMON
Services STOCK '74386T105 254 23,600 SH 23,600 -- 1 23,600 --
Prudential COMMON
Financial Inc. STOCK '744320102 380 8,100 SH 8,100 -- 1 8,100 --
PSS World Medical COMMON
Inc. STOCK '69366A100 274 13,900 SH 13,900 -- 1 13,900 --
PTFO RECOVRY ASSOCS COMMON
INC STOCK '73640Q105 566 9,100 SH 9,100 -- 1 9,100 --
Qualcomm COMMON
Incorporated STOCK '747525103 3,414 70,200 SH 70,200 -- 1 70,200 --
Quantum Corp - DLT COMMON
& Storage STOCK '747906204 2,260 1,248,500 SH 1,248,500 -- 1 1,248,500 --
Quest Software COMMON
Incoporated STOCK '74834T103 202 12,700 SH 12,700 -- 1 12,700 --
Questcor
Pharmaceuticals COMMON
Inc. STOCK '74835Y101 264 9,700 SH 9,700 -- 1 9,700 --
Quicksilver COMMON
Resources Inc. STOCK '74837R104 825 108,900 SH 108,900 -- 1 108,900 --
Rambus Incorporated COMMON
STOCK '750917106 1,420 101,400 SH 101,400 -- 1 101,400 --
Reachlocal Inc COMMON
STOCK '75525F104 186 17,100 SH 17,100 -- 1 17,100 --
Reald Inc COMMON
STOCK '75604L105 204 21,800 SH 21,800 -- 1 21,800 --
RealNetworks COMMON
Incorporated STOCK '75605L708 207 24,500 SH 24,500 -- 1 24,500 --
Regions Financial COMMON
Corporation STOCK '7591EP100 106 31,900 SH 31,900 -- 1 31,900 --
Reinsurance Group COMMON
Of America STOCK '759351604 685 14,900 SH 14,900 -- 1 14,900 --
Republic Airways COMMON
Holdings Inc STOCK '760276105 93 33,100 SH 33,100 -- 1 33,100 --
Republic Services COMMON
Incorporated STOCK '760759100 3,575 127,400 SH 127,400 -- 1 127,400 --
ResMed Incorporated COMMON
STOCK '761152107 239 8,300 SH 8,300 -- 1 8,300 --
Resolute Energy Corp COMMON
STOCK '76116A108 220 19,400 SH 19,400 -- 1 19,400 --
Rigel
Pharmaceuticals COMMON
Inc STOCK '766559603 386 52,460 SH 52,460 -- 1 52,460 --
Robbins & Myers COMMON
Incorporated STOCK '770196103 3,419 98,500 SH 98,500 -- 1 98,500 --
Rock-Tenn Company - COMMON
CL A STOCK '772739207 2,901 59,600 SH 59,600 -- 1 59,600 --
Rockwell Automation COMMON
Corporation STOCK '773903109 213 3,800 SH 3,800 -- 1 3,800 --
Rockwood Holdings COMMON
Inc STOCK '774415103 290 8,600 SH 8,600 -- 1 8,600 --
Rofin-Sinar
Technologies COMMON
Incorporated STOCK '775043102 378 19,700 SH 19,700 -- 1 19,700 --
Rogers Corporation COMMON
STOCK '775133101 211 5,400 SH 5,400 -- 1 5,400 --
Rowan Companies COMMON
Incorporated STOCK '779382100 1,564 51,800 SH 51,800 -- 1 51,800 --
Royal Dutch Shell COMMON
PLC - ADR A Shares STOCK '780259206 2,645 43,000 SH 43,000 -- 1 43,000 --
Royal Gold COMMON
Incorporated STOCK '780287108 333 5,200 SH 5,200 -- 1 5,200 --
RPC Incorporated COMMON
STOCK '749660106 326 20,000 SH 20,000 -- 1 20,000 --
RPX Corporation COMMON
STOCK '74972G103 518 25,000 SH 25,000 -- 1 25,000 --
Rudolph
Technologies COMMON
Incoporated STOCK '781270103 373 55,800 SH 55,800 -- 1 55,800 --
Rue21 Inc COMMON
STOCK '781295100 565 24,900 SH 24,900 -- 1 24,900 --
Ryder Systems COMMON
Incorporated STOCK '783549108 424 11,300 SH 11,300 -- 1 11,300 --
Safeway Inc COMMON
STOCK '786514208 411 24,700 SH 24,700 -- 1 24,700 --
Sandisk Corporation COMMON
STOCK '80004C101 4,806 119,100 SH 119,100 -- 1 119,100 --
Schnitzer Steel COMMON
Industries Inc STOCK '806882106 324 8,800 SH 8,800 -- 1 8,800 --
Schwab (Charles) COMMON
Corporation STOCK '808513105 260 23,100 SH 23,100 -- 1 23,100 --
Scripps Networks COMMON
Interactive STOCK '811065101 550 14,800 SH 14,800 -- 1 14,800 --
Sealed Air COMMON
Corporation STOCK '81211K100 630 37,700 SH 37,700 -- 1 37,700 --
Select Medical COMMON
Holdings Corp STOCK '81619Q105 146 21,900 SH 21,900 -- 1 21,900 --
Selective Insurance COMMON
Group Incorporated STOCK '816300107 270 20,700 SH 20,700 -- 1 20,700 --
Semiconductors COMMON
Holders Trust STOCK '816636203 2,702 95,000 SH 95,000 -- 1 95,000 --
Shoretel Inc COMMON
STOCK '825211105 317 63,700 SH 63,700 -- 1 63,700 --
Shuffle Master COMMON
Incorporated STOCK '825549108 354 42,100 SH 42,100 -- 1 42,100 --
SIGA Technologies COMMON
Incorporated STOCK '826917106 368 112,600 SH 112,600 -- 1 112,600 --
Signature Bank/New COMMON
York NY STOCK '82669G104 315 6,600 SH 6,600 -- 1 6,600 --
Signet Jewelers COMMON
Limited STOCK 'G81276100 216 6,400 SH 6,400 -- 1 6,400 --
Silicon Graphics COMMON
International STOCK '82706L108 176 14,800 SH 14,800 -- 1 14,800 --
Silicon Image Inc. COMMON
STOCK '82705T102 2,895 493,200 SH 493,200 -- 1 493,200 --
Sinclair Broadcast COMMON
Group - A STOCK '829226109 114 15,900 SH 15,900 -- 1 15,900 --
Sirius XM Radio Inc COMMON
STOCK '82967N108 87 57,900 SH 57,900 -- 1 57,900 --
Sirona Dental COMMON
Systems Inc STOCK '82966C103 280 6,600 SH 6,600 -- 1 6,600 --
Skullcandy Inc COMMON
STOCK '83083J104 599 42,360 SH 42,360 -- 1 42,360 --
SkyWest Incorporated COMMON
STOCK '830879102 125 10,900 SH 10,900 -- 1 10,900 --
Skyworks Solutions COMMON
Incorporated STOCK '83088M102 1,345 74,900 SH 74,900 -- 1 74,900 --
Smith Micro
Software COMMON
Incorporated STOCK '832154108 62 40,500 SH 40,500 -- 1 40,500 --
Snap-on Incorporated COMMON
STOCK '833034101 404 9,100 SH 9,100 -- 1 9,100 --
Sodastream COMMON
International Ltd STOCK 'M9068E105 3,305 100,000 SH 100,000 -- 1 100,000 --
Solarwinds Inc COMMON
STOCK '83416B109 599 27,200 SH 27,200 -- 1 27,200 --
Sotheby's COMMON
STOCK '835898107 303 11,000 SH 11,000 -- 1 11,000 --
Southwest Airlines COMMON
Company STOCK '844741108 458 57,000 SH 57,000 -- 1 57,000 --
Southwest Gas COMMON
Corporation STOCK '844895102 369 10,200 SH 10,200 -- 1 10,200 --
Southwestern Energy COMMON
Company STOCK '845467109 2,980 89,400 SH 89,400 -- 1 89,400 --
Spansion Inc-class A COMMON
STOCK '84649R200 133 10,900 SH 10,900 -- 1 10,900 --
SPDR Barclays
Capital High COMMON
Yield Bond ETF STOCK '78464A417 5,429 150,000 SH 150,000 -- 1 150,000 --
SPDR Gold Trust COMMON
STOCK '78463V107 31,612 200,000 SH 200,000 -- 1 200,000 --
SPDR Gold Trust COMMON
STOCK '78463V107 110,642 700,000 SH CALL 700,000 -- 1 700,000 --
SPDR S&P 500 ETF COMMON
Trust STOCK '78462F103 11,768 104,000 SH 104,000 -- 1 104,000 --
SPDR S&P 500 ETF COMMON
Trust STOCK '78462F103 92,218 815,000 SH PUT 815,000 -- 1 815,000 --
SPDR S&P 500 ETF COMMON
Trust STOCK '78462F103 271,560 2,400,000 SH CALL 2,400,000 -- 1 2,400,000 --
SPDR S&P Retail ETF COMMON
STOCK '78464A714 4,622 100,000 SH PUT 100,000 -- 1 100,000 --
Spectra Energy Corp COMMON
STOCK '847560109 611 24,900 SH 24,900 -- 1 24,900 --
SPX Corporation COMMON
STOCK '784635104 584 12,900 SH 12,900 -- 1 12,900 --
St Jude Med Inc COMMON
(Stj) STOCK '790849103 304 8,400 SH 8,400 -- 1 8,400 --
Stage Stores Inc COMMON
STOCK '85254C305 184 13,300 SH 13,300 -- 1 13,300 --
Stancorp Financial COMMON
Group STOCK '852891100 391 14,200 SH 14,200 -- 1 14,200 --
Staples Incorporated COMMON
STOCK '855030102 170 12,800 SH 12,800 -- 1 12,800 --
Starbucks COMMON
Corporation STOCK '855244109 11,202 300,400 SH 300,400 -- 1 300,400 --
Steelcase
Incorporated - CL COMMON
A STOCK '858155203 440 69,700 SH 69,700 -- 1 69,700 --
Stein Mart COMMON
Incorporated STOCK '858375108 144 23,000 SH 23,000 -- 1 23,000 --
Steiner Leisure Ltd COMMON
STOCK 'P8744Y102 404 9,900 SH 9,900 -- 1 9,900 --
Stillwater Mining COMMON
Company STOCK '86074Q102 213 25,000 SH 25,000 -- 1 25,000 --
Stone Energy COMMON
Corporation STOCK '861642106 169 10,400 SH 10,400 -- 1 10,400 --
Stoneridge Inc COMMON
STOCK '86183P102 331 63,400 SH 63,400 -- 1 63,400 --
Str Holdings Inc COMMON
STOCK '78478V100 151 18,600 SH 18,600 -- 1 18,600 --
Strayer Education COMMON
Inc STOCK '863236105 353 4,600 SH 4,600 -- 1 4,600 --
Stryker Corporation COMMON
STOCK '863667101 438 9,300 SH 9,300 -- 1 9,300 --
Successfactors Inc COMMON
STOCK '864596101 630 27,400 SH 27,400 -- 1 27,400 --
Sun Healthcare COMMON
Group Inc STOCK '86677E100 261 96,800 SH 96,800 -- 1 96,800 --
Suncoke Energy Inc COMMON
STOCK '86722A103 800 72,750 SH 72,750 -- 1 72,750 --
Sunoco Incoporated COMMON
STOCK '86764P109 1,231 39,700 SH 39,700 -- 1 39,700 --
Sunpower Corp - COMMON
Class A STOCK '867652109 329 40,700 SH 40,700 -- 1 40,700 --
Superior Industries COMMON
International Inc. STOCK '868168105 201 13,000 SH 13,000 -- 1 13,000 --
Symetra Financial COMMON
Corp STOCK '87151Q106 951 116,700 SH 116,700 -- 1 116,700 --
Synopsys Inc COMMON
STOCK '871607107 326 13,400 SH 13,400 -- 1 13,400 --
Syntel Incorporated COMMON
STOCK '87162H103 432 10,000 SH 10,000 -- 1 10,000 --
Tanger Factory
Outlet Centers COMMON
Inc. STOCK '875465106 2,601 100,000 SH 100,000 -- 1 100,000 --
Tangoe Inc/CT COMMON
STOCK '87582Y108 342 30,195 SH 30,195 -- 1 30,195 --
Taubman Centers Inc. COMMON
STOCK '876664103 503 10,000 SH 10,000 -- 1 10,000 --
Teavana Holdings Inc COMMON
STOCK '87819P102 242 11,910 SH 11,910 -- 1 11,910 --
TECO Energy Inc. COMMON
STOCK '872375100 512 29,900 SH 29,900 -- 1 29,900 --
TeleCommunication COMMON
Systems-CL A STOCK '87929J103 145 42,100 SH 42,100 -- 1 42,100 --
Telephone and Data
Systems COMMON
Incorporated STOCK '879433100 1,105 52,000 SH 52,000 -- 1 52,000 --
TeleTech Holdings COMMON
Inc. STOCK '879939106 283 18,600 SH 18,600 -- 1 18,600 --
Tesco Corp COMMON
STOCK '88157K101 303 26,100 SH 26,100 -- 1 26,100 --
Tesla Motors Inc COMMON
STOCK '88160R101 841 34,500 SH 34,500 -- 1 34,500 --
Tessera COMMON
Technologies Inc STOCK '88164L100 195 16,300 SH 16,300 -- 1 16,300 --
Tetra Tech COMMON
Incorporated STOCK '88162G103 382 20,400 SH 20,400 -- 1 20,400 --
The Jones Group Inc COMMON
STOCK '48020T101 212 23,000 SH 23,000 -- 1 23,000 --
The Mosaic Company COMMON
STOCK '61945C103 2,013 41,100 SH 41,100 -- 1 41,100 --
Timken Company COMMON
STOCK '887389104 9,610 292,800 SH 292,800 -- 1 292,800 --
Titan International COMMON
Inc STOCK '88830M102 258 17,200 SH 17,200 -- 1 17,200 --
Titan Machinery Inc COMMON
STOCK '88830R101 390 21,800 SH 21,800 -- 1 21,800 --
Tivo Incoporated COMMON
STOCK '888706108 934 100,000 SH CALL 100,000 -- 1 100,000 --
Torchmark COMMON
Corporation STOCK '891027104 307 8,800 SH 8,800 -- 1 8,800 --
Tpc Group Inc COMMON
STOCK '89236Y104 380 18,900 SH 18,900 -- 1 18,900 --
Travelzoo Inc COMMON
STOCK '89421Q106 383 17,400 SH 17,400 -- 1 17,400 --
Triangle Capital COMMON
Corp STOCK '895848109 420 27,600 SH 27,600 -- 1 27,600 --
Trimble Navigation COMMON
Ltd. STOCK '896239100 768 22,900 SH 22,900 -- 1 22,900 --
Trinity Industries COMMON
Inc. STOCK '896522109 2,220 103,700 SH 103,700 -- 1 103,700 --
TriQuint COMMON
Semiconductor Inc. STOCK '89674K103 209 41,600 SH 41,600 -- 1 41,600 --
Triumph Group Inc. COMMON
STOCK '896818101 3,293 67,570 SH 67,570 -- 1 67,570 --
True Religion COMMON
Apparel Inc STOCK '89784N104 6,557 243,218 SH 243,218 -- 1 243,218 --
TrueBlue Inc COMMON
STOCK '89785X101 199 17,600 SH 17,600 -- 1 17,600 --
Tupperware Brands COMMON
Corp STOCK '899896104 226 4,200 SH 4,200 -- 1 4,200 --
Tutor Perini Corp COMMON
STOCK '901109108 175 15,200 SH 15,200 -- 1 15,200 --
UDR Inc COMMON
STOCK '902653104 6,642 300,000 SH 300,000 -- 1 300,000 --
UGI CORP NEW COMMON
STOCK '902681105 917 34,900 SH 34,900 -- 1 34,900 --
Ultra Clean Holdings COMMON
STOCK '90385V107 203 47,300 SH 47,300 -- 1 47,300 --
Ultra Petroleum Corp COMMON
STOCK '903914109 798 28,800 SH 28,800 -- 1 28,800 --
Ultratech Inc COMMON
STOCK '904034105 480 28,000 SH 28,000 -- 1 28,000 --
Umpqua Holdings Corp COMMON
STOCK '904214103 194 22,100 SH 22,100 -- 1 22,100 --
Union Pacific COMMON
Corporation STOCK '907818108 3,863 47,300 SH 47,300 -- 1 47,300 --
Uni-Pixel Inc COMMON
STOCK '904572203 1,604 328,607 SH 328,607 -- 1 328,607 --
Unit Corporation COMMON
STOCK '909218109 3,393 91,900 SH 91,900 -- 1 91,900 --
United HealthCare COMMON
Group STOCK '91324P102 7,102 154,000 SH 154,000 -- 1 154,000 --
United States
Cellular COMMON
Corporation STOCK '911684108 456 11,500 SH 11,500 -- 1 11,500 --
United States Steel COMMON
Corp STOCK '912909108 550 25,000 SH CALL 25,000 -- 1 25,000 --
United Therapeutics COMMON
Corp. STOCK '91307C102 840 22,400 SH 22,400 -- 1 22,400 --
Universal Technical COMMON
Institute STOCK '913915104 367 27,000 SH 27,000 -- 1 27,000 --
Unum Group COMMON
STOCK '91529Y106 249 11,900 SH 11,900 -- 1 11,900 --
URS Corporation COMMON
STOCK '903236107 466 15,700 SH 15,700 -- 1 15,700 --
USA Mobility Inc COMMON
STOCK '90341G103 132 10,000 SH 10,000 -- 1 10,000 --
USANA Health COMMON
Sciences Inc STOCK '90328M107 314 11,400 SH 11,400 -- 1 11,400 --
VAALCO Energy Inc. COMMON
STOCK '91851C201 591 121,700 SH 121,700 -- 1 121,700 --
Valassis
Communications COMMON
Inc. STOCK '918866104 270 14,400 SH 14,400 -- 1 14,400 --
Validus Holdings Ltd COMMON
STOCK 'G9319H102 209 8,400 SH 8,400 -- 1 8,400 --
Vanguard Health COMMON
Systems Inc STOCK '922036207 1,118 110,000 SH 110,000 -- 1 110,000 --
Varian Medical COMMON
Systems Inc. STOCK '92220P105 370 7,100 SH 7,100 -- 1 7,100 --
Verisign Inc. COMMON
STOCK '92343E102 584 20,400 SH 20,400 -- 1 20,400 --
Virgin Media Inc COMMON
STOCK '92769L101 7,139 293,200 SH 293,200 -- 1 293,200 --
Vishay
Intertechnology COMMON
Inc. STOCK '928298108 123 14,700 SH 14,700 -- 1 14,700 --
Visteon Corp COMMON
STOCK '92839U206 396 9,200 SH 9,200 -- 1 9,200 --
Vocus Inc COMMON
STOCK '92858J108 546 32,600 SH 32,600 -- 1 32,600 --
Vodafone Group Plc COMMON
SP - ADR STOCK '92857W209 16,012 624,000 SH 624,000 -- 1 624,000 --
Volterra COMMON
Semiconductor Corp STOCK '928708106 206 10,700 SH 10,700 -- 1 10,700 --
W&T Offshore Inc COMMON
STOCK '92922P106 201 14,600 SH 14,600 -- 1 14,600 --
Wabco Holdings Inc COMMON
STOCK '92927K102 269 7,100 SH 7,100 -- 1 7,100 --
Waddell & Reed
Financial Inc.-CL COMMON
A STOCK '930059100 290 11,600 SH 11,600 -- 1 11,600 --
Walgreen Company COMMON
STOCK '931422109 451 13,700 SH 13,700 -- 1 13,700 --
Warner Chilcott PLC COMMON
- Class A STOCK 'G94368100 409 28,600 SH 28,600 -- 1 28,600 --
Warren Resources Inc COMMON
STOCK '93564A100 260 109,300 SH 109,300 -- 1 109,300 --
Watsco Incorporated COMMON
STOCK '942622200 3,444 67,400 SH 67,400 -- 1 67,400 --
Watts Water COMMON
Technologies Inc STOCK '942749102 357 13,400 SH 13,400 -- 1 13,400 --
Web.com Group Inc COMMON
STOCK '94733A104 165 23,600 SH 23,600 -- 1 23,600 --
WellCare Health COMMON
Plans Inc STOCK '94946T106 201 5,300 SH 5,300 -- 1 5,300 --
Wendy's Co/The COMMON
STOCK '95058W100 5,778 1,258,900 SH 1,258,900 -- 1 1,258,900 --
Wesco Aircraft COMMON
Holdings Inc STOCK '950814103 178 16,250 SH 16,250 -- 1 16,250 --
Westar Energy Inc. COMMON
STOCK '95709T100 552 20,900 SH 20,900 -- 1 20,900 --
Western Alliance COMMON
Bancorp STOCK '957638109 305 55,700 SH 55,700 -- 1 55,700 --
Western Digital COMMON
Corporation STOCK '958102105 280 10,900 SH 10,900 -- 1 10,900 --
Western Refining Inc COMMON
STOCK '959319104 184 14,800 SH 14,800 -- 1 14,800 --
Western Union COMMON
Company STOCK '959802109 410 26,800 SH 26,800 -- 1 26,800 --
Weyerhaeuser Company COMMON
STOCK '962166104 1,992 128,100 SH 128,100 -- 1 128,100 --
WGL Holdings Inc. COMMON
STOCK '92924F106 356 9,100 SH 9,100 -- 1 9,100 --
Whirlpool COMMON
Corporation STOCK '963320106 334 6,700 SH 6,700 -- 1 6,700 --
Williams Cos Inc COMMON
STOCK '969457100 3,838 157,700 SH 157,700 -- 1 157,700 --
WILSON GREATBATCH COMMON
TECH INC STOCK '39153L106 224 11,200 SH 11,200 -- 1 11,200 --
WMS Industries COMMON
Incorporated STOCK '929297109 276 15,700 SH 15,700 -- 1 15,700 --
Worthington
Industries COMMON
Incorporated STOCK '981811102 314 22,500 SH 22,500 -- 1 22,500 --
Wright Express Corp COMMON
STOCK '98233Q105 350 9,200 SH 9,200 -- 1 9,200 --
Wright Medical Group COMMON
STOCK '98235T107 3,589 200,700 SH 200,700 -- 1 200,700 --
Yahoo! Incorporated COMMON
STOCK '984332106 1,360 103,300 SH 103,300 -- 1 103,300 --
Yahoo! Incorporated COMMON
STOCK '984332106 2,363 179,400 SH PUT 179,400 -- 1 179,400 --
Yahoo! Incorporated COMMON
STOCK '984332106 31,337 2,379,400 SH CALL 2,379,400 -- 1 2,379,400 --
Yum! Brands Inc COMMON
STOCK '988498101 4,939 100,000 SH PUT 100,000 -- 1 100,000 --
Zagg Inc COMMON
STOCK '98884U108 170 17,100 SH 17,100 -- 1 17,100 --
Zalicus Inc COMMON
STOCK '98887C105 24 24,600 SH 24,600 -- 1 24,600 --
Zebra Technologies COMMON
Corporation STOCK '989207105 325 10,500 SH 10,500 -- 1 10,500 --
Zimmer Holdings Inc. COMMON
STOCK '98956P102 310 5,800 SH 5,800 -- 1 5,800 --
Zions Bancorporation COMMON
STOCK '989701107 253 18,000 SH 18,000 -- 1 18,000 --
Zix Corporation COMMON
STOCK '98974P100 230 86,000 SH 86,000 -- 1 86,000 --
Zogenix Inc COMMON
STOCK '98978L105 278 152,000 SH 152,000 -- 1 152,000 --
Zoll Medical COMMON
Corporation STOCK '989922109 389 10,300 SH 10,300 -- 1 10,300 --
--------- ---------- ---------- ------- ---------- -------
Grand Total 2,588,746 82,701,772 82,179,452 522,320 82,179,452 522,320
========= ========== ========== ======= ========== =======