0001103882-12-000003.txt : 20120516
0001103882-12-000003.hdr.sgml : 20120516
20120515174441
ACCESSION NUMBER: 0001103882-12-000003
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120516
DATE AS OF CHANGE: 20120515
EFFECTIVENESS DATE: 20120516
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SUNRISE PARTNERS LIMITED PARTNERSHIP /CT
CENTRAL INDEX KEY: 0001103882
IRS NUMBER: 061374252
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05431
FILM NUMBER: 12846603
BUSINESS ADDRESS:
STREET 1: TWO AMERICAN LANE
CITY: GREENWICH
STATE: CT
ZIP: 06836-2571
BUSINESS PHONE: 2038628000
MAIL ADDRESS:
STREET 1: TWO AMERICAN LANE
CITY: GREENWICH
STATE: CT
ZIP: 06836-2571
FORMER COMPANY:
FORMER CONFORMED NAME: SUNRISE PARTNERS LLC /CT
DATE OF NAME CHANGE: 20000121
13F-HR
1
sunlpv2.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2012
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: Sunrise Partners Limited Partnership
Address: Two American Lane
Greenwich, CT 06836-2571
13F File Number: 028-05431
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: Randall U. Tam
Title: Vice President
Phone: 203-861-3288
Signature, Place and Date of Signing:
Randall U. Tam Greenwich, Connecticut MAY 15, 2012
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ X ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
No. 13F File Number Name
01 028-12344 MAK Capital One L.L.C.
02 028-12818 Par-Four Investment Management L.L.C.
03 028-13693 Realm Partners L.L.C.
04 028-11799 Xaraf Management L.L.C.
05 028-14442 LMR Partners L.L.P.
06 028-13428 West Face Capital Inc.
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: 2
Form 13F Information Table Entry Total: 1144
Form 13F Information Table Value Total: $1,820,040
List of Other Included Managers:
01 028-14816 Riley Creek Capital Management LLC
02 028-14786 Warshaw Asset Management, LLC
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
57TH STREET GENERAL ACQ-CW16 RT 228803110 23 121189 SH SHARED 02 121189
AARON'S INC COM 002535300 881 34000 SH SHARED 01 34000
AARON'S INC COM 002535300 515 19889 SH SHARED 19889
ABERCROMBIE & FITCH CO CL A COM 002896207 1192 24032 SH SHARED 24032
ABERDEEN ASIA-PAC INCOME FUND COM 003009107 295 40500 SH SHARED 01 40500
ABRAXAS PETROLEUM CORP COM 003830106 87 27800 SH SHARED 01 27800
ACADIA PHARMACEUTICALS INC COM 004225108 108 50000 SH CALL SHARED 02 0
ACCENTURE PLC-CL A COM G1151C101 755 11700 SH SHARED 01 11700
ACCENTURE PLC-CL A COM G1151C101 542 8400 SH SHARED 8400
ACE LTD COM H0023R105 5029 68700 SH SHARED 01 68700
ACE LTD COM H0023R105 346 4729 SH SHARED 4729
ACME PACKET INC COM 004764106 305 11100 SH SHARED 01 11100
ACME PACKET INC COM 004764106 798 29000 SH SHARED 29000
ACTUANT CORP - CL A COM 00508X203 222 7668 SH SHARED 7668
ADTRAN INC COM 00738A106 920 29500 SH SHARED 01 29500
ADTRAN INC COM 00738A106 463 14837 SH SHARED 14837
ADVANCE AUTO PARTS COM 00751Y106 664 7500 SH SHARED 01 7500
ADVANCE AUTO PARTS COM 00751Y106 383 4328 SH SHARED 4328
ADVANCED MICRO DEVICES COM 007903107 270 33725 SH SHARED 33725
ADVISORY BOARD CO/THE COM 00762W107 346 3900 SH SHARED 01 3900
AECOM TECHNOLOGY CORP COM 00766T100 578 25820 SH SHARED 25820
AES CORP COM 00130H105 142 10900 SH SHARED 01 10900
AES CORP COM 00130H105 957 73213 SH SHARED 73213
AFLAC INC COM 001055102 2272 49400 SH SHARED 01 49400
AGCO CORP COM 001084102 372 7881 SH SHARED 7881
AGL RESOURCES INC COM 001204106 520 13270 SH SHARED 13270
AGNICO EAGLE MINES LTD COM 008474108 2871 86000 SH SHARED 86000
AGNICO EAGLE MINES LTD COM 008474108 5007 150000 SH CALL SHARED 02 0
AGRIUM INC COM 008916108 864 10000 SH SHARED 10000
AIR LEASE CORP COM 00912X302 5490 228100 SH SHARED 228100
AK STEEL HLDG CORP COM 001547108 5292 700000 SH CALL SHARED 02 0
AKAMAI TECHNOLOGIES COM 00971T101 308 8400 SH SHARED 01 8400
AKORN INC COM 009728106 138 11758 SH SHARED 11758
ALASKA AIRGROUP INC COM 011659109 696 19423 SH SHARED 19423
ALASKA AIRGROUP INC COM 011659109 143 4000 SH SHARED 01 4000
ALCOA INC COM 013817101 196 19583 SH SHARED 19583
ALLEGHENY TECH INC COM 01741R102 1190 28894 SH SHARED 28894
ALLEGIANT TRAVEL CO COM 01748X102 458 8400 SH SHARED 01 8400
ALLERGAN INC COM 018490102 764 8004 SH SHARED 8004
ALLIANCE DATA SYSTEMS CORP COM 018581108 568 4511 SH SHARED 4511
ALLIANCEBERNSTEIN GLOBAL HIGH COM 01879R106 257 17100 SH SHARED 01 17100
ALLIANCEBERNSTEIN INCOME FUND COM 01881E101 291 35500 SH SHARED 01 35500
ALLIANT TECHSYSTEMS INC COM 018804104 251 5000 SH SHARED 01 5000
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 514 30976 SH SHARED 30976
AMDOCS LTD COM G02602103 297 9400 SH SHARED 01 9400
AMDOCS LTD COM G02602103 611 19341 SH SHARED 19341
AMERICAN CAPITAL LTD COM 02503Y103 1787 206100 SH SHARED 01 206100
AMERICAN CAPITAL LTD COM 02503Y103 3 386 SH SHARED 386
AMERICAN EAGLE OUTFITTERS COM 02553E106 325 18900 SH SHARED 01 18900
AMERICAN SCIENCE & ENGINEERI COM 029429107 282 4200 SH SHARED 01 4200
AMERICAN TOWER CORP - CL-A COM 03027X100 2136 33900 SH SHARED 01 33900
AMERIPRISE FINANCIAL INC COM 03076C106 697 12200 SH SHARED 01 12200
AMERISOURCEBERGEN CORP COM 03073E105 306 7700 SH SHARED 01 7700
AMERISOURCEBERGEN CORP COM 03073E105 943 23756 SH SHARED 23756
AMEX ENERGY SELECT SPDR IDX COM 81369Y506 201 2800 SH SHARED 01 2800
AMGEN INC COM 031162100 1078 15859 SH SHARED 15859
AMKOR TECH INC COM 031652100 141 22875 SH SHARED 22875
ANADARKO PETROLEUM CORP COM 032511107 1841 23500 SH SHARED 23500
ANNALY CAPITAL MANAGEMENT INC COM 035710409 5145 325200 SH SHARED 01 325200
ANNALY CAPITAL MANAGEMENT INC COM 035710409 2848 180000 SH PUT SHARED 02 0
APACHE CORP COM 037411105 769 7655 SH SHARED 7655
APOLLO GROUP INC - CL A COM 037604105 1051 27200 SH SHARED 01 27200
APOLLO INVESTMENT CORP COM 03761U106 720 100400 SH SHARED 01 100400
APPLE INC COM 037833100 11989 20000 SH SHARED 02 20000
APPLE INC COM 037833100 3913 6527 SH SHARED 6527
APPLE INC COM 037833100 54252 90500 SH PUT SHARED 02 0
APPLIED MATERIALS INC COM 038222105 526 42300 SH SHARED 01 42300
APPLIED MATERIALS INC COM 038222105 240 19272 SH SHARED 19272
ARCH CAPITAL GROUP LTD COM G0450A105 454 12200 SH SHARED 01 12200
ARCH COAL INC COM 039380100 170 15843 SH SHARED 15843
ARCH COAL INC COM 039380100 2945 275000 SH CALL SHARED 02 0
ARCHER DANIELS MIDLAND CO COM 039483102 136 4300 SH SHARED 01 4300
ARCHER DANIELS MIDLAND CO COM 039483102 221 6982 SH SHARED 6982
ARCOS DORADOS HOLDINGS INC-A COM G0457F107 1811 100130 SH SHARED 100130
AREC CAPITAL CORP COM 04010L103 803 49100 SH SHARED 01 49100
ARMOUR RESIDENTIAL REIT INC COM 042315101 157 23190 SH SHARED 23190
ARRIS GROUP INC COM 04269Q100 146 12900 SH SHARED 01 12900
ARTHROCARE CORP COM 043136100 247 9200 SH SHARED 01 9200
ARUBA NETWORKS INC COM 043176106 546 24500 SH SHARED 01 24500
ARUBA NETWORKS INC COM 043176106 799 35841 SH SHARED 35841
ASHLAND INC COM 044209104 564 9232 SH SHARED 9232
ASPEN TECH INC COM 045327103 144 7000 SH SHARED 01 7000
ASPEN TECH INC COM 045327103 100 4862 SH SHARED 4862
ASSOCIATED BANC-CORP COM 045487105 1057 75700 SH SHARED 01 75700
ASSURANT INC COM 04621X108 203 5000 SH SHARED 01 5000
ASSURANT INC COM 04621X108 294 7257 SH SHARED 7257
ASSURED GUARANTY LTD COM G0585R106 644 39000 SH SHARED 01 39000
AT&T INC COM 00206R102 503 16100 SH SHARED 16100
ATLANTIC POWER CORP COM 04878Q863 138 10000 SH SHARED 01 10000
ATMEL CORP COM 049513104 198 20100 SH SHARED 01 20100
ATMEL CORP COM 049513104 342 34722 SH SHARED 34722
ATMOS ENERGY CORP COM 049560105 510 16200 SH SHARED 16200
ATP OIL & GAS CORPORATION COM 00208J108 124 16900 SH SHARED 01 16900
ATWOOD OCEANICS INC COM 050095108 332 7396 SH SHARED 7396
AURICO GOLD INC COM 05155C105 188 21148 SH SHARED 21148
AUTODESK INC COM 052769106 571 13500 SH SHARED 13500
AUTOLIV INC COM 052800109 54 800 SH SHARED 01 800
AUTOLIV INC COM 052800109 183 2732 SH SHARED 2732
AUTOZONE COM 053332102 1413 3800 SH SHARED 01 3800
AVALONBAY COMMUNITIES INC COM 053484101 834 5900 SH SHARED 01 5900
AVALONBAY COMMUNITIES INC COM 053484101 732 5181 SH SHARED 5181
AVIS BUDGET GROUP INC COM 053774105 120 8500 SH SHARED 01 8500
AVIS BUDGET GROUP INC COM 053774105 96 6764 SH SHARED 6764
AVNET INC COM 053807103 50 1362 SH SHARED 1362
AVNET INC COM 053807103 408 11200 SH SHARED 01 11200
AXIS CAPITAL HOLDINGS LTD COM G0692U109 700 21100 SH SHARED 01 21100
AXIS CAPITAL HOLDINGS LTD COM G0692U109 93 2796 SH SHARED 2796
BAIDU INC - ADR ADR 056752108 1895 13000 SH SHARED 13000
BAKER HUGHES INC COM 057224107 2688 64101 SH SHARED 02 64101
BAKER HUGHES INC COM 057224107 328 7823 SH SHARED 7823
BAKER HUGHES INC COM 057224107 11248 268200 SH CALL SHARED 02 0
BAKER HUGHES INC COM 057224107 5033 120000 SH PUT SHARED 02 0
BALLY TECHNOLOGIES INC COM 05874B107 94 2000 SH SHARED 01 2000
BALLY TECHNOLOGIES INC COM 05874B107 147 3146 SH SHARED 3146
BANK OF AMERICA CORP COM 060505104 2919 305000 SH SHARED 02 305000
BANK OF AMERICA CORP COM 060505104 544 56832 SH SHARED 56832
BANK OF AMERICA CORP COM 060505104 4785 500000 SH PUT SHARED 02 0
BANK OF HAWAII CORP COM 062540109 338 7000 SH SHARED 01 7000
BANK OF NEW YORK MELLON CORP COM 064058100 483 20000 SH SHARED 20000
BANK OF NOVA SCOTIA COM 064149107 513 9163 SH SHARED 9163
BARD CR INC COM 067383109 326 3300 SH SHARED 01 3300
BARD CR INC COM 067383109 32 325 SH SHARED 325
BASIC ENERGY SERVICES INC COM 06985P100 521 30000 SH SHARED 30000
BAXTER INTERNATIONAL COM 071813109 207 3466 SH SHARED 3466
BB&T CORP COM 054937107 1080 34400 SH SHARED 01 34400
BCE INC COM 05534B760 1266 31600 SH SHARED 01 31600
BCE INC COM 05534B760 374 9344 SH SHARED 9344
BCE INC COM 05534B760 3997 99800 SH SHARED 01 99800
BEAZER HOMES USA INC COM 07556Q105 134 41100 SH SHARED 01 41100
BERRY PETROLEUM -CL A COM 085789105 899 19084 SH SHARED 19084
BEST BUY COMPANY INC COM 086516101 230 9700 SH SHARED 01 9700
BEST BUY COMPANY INC COM 086516101 483 20400 SH SHARED 20400
BIG LOTS INC COM 089302103 619 14400 SH SHARED 01 14400
BIG LOTS INC COM 089302103 117 2716 SH SHARED 2716
BILL BARRETT CORP COM 06846N104 414 15929 SH SHARED 15929
BIOMARIN PHARMACEUTICAL INC COM 09061G101 476 13894 SH SHARED 13894
BIOMARIN PHARMACEUTICAL INC COM 09061G101 144 4200 SH SHARED 01 4200
BIOMED REALTY TRUST INC COM 09063H107 824 43400 SH SHARED 01 43400
BIOMED REALTY TRUST INC COM 09063H107 252 13268 SH SHARED 13268
BLACKROCK BUILD AMERICA BOND COM 09248X100 212 9900 SH SHARED 01 9900
BLACKROCK CORPORATE HY FD VI COM 09255P107 145 11700 SH SHARED 01 11700
BLACKROCK CREDIT ALLOCAT II COM 09255H105 149 14200 SH SHARED 01 14200
BLACKROCK DEBT STRATEGIES FUND COM 09255R103 159 38400 SH SHARED 01 38400
BLACKROCK INCOME TRUST COM 09247F100 99 13400 SH SHARED 01 13400
BLACKROCK LTD DURATION INC COM 09249W101 177 10000 SH SHARED 01 10000
BLACKROCK MUNIYIELD INSURED FU COM 09254E103 144 10100 SH SHARED 01 10100
BLACKROCK SENIOR HIGH INCOME F COM 09255T109 79 19100 SH SHARED 01 19100
BLOCK H & R COM 093671105 746 45300 SH SHARED 01 45300
BLOCK H & R COM 093671105 504 30600 SH SHARED 30600
BOEING CO COM 097023105 774 10404 SH SHARED 10404
BOSTON PROPERTIES INC COM 101121101 3297 31400 SH SHARED 01 31400
BOSTON PROPERTIES INC COM 101121101 1242 11833 SH SHARED 11833
BP PLC - SPONS ADR ADR 055622104 315 7000 SH SHARED 7000
BP PLC - SPONS ADR ADR 055622104 49824 1107200 SH CALL SHARED 02 0
BRE PROPERTIES - CL A COM 05564E106 5773 114200 SH SHARED 01 114200
BRE PROPERTIES - CL A COM 05564E106 773 15291 SH SHARED 15291
BRINK'S CO/THE COM 109696104 263 11000 SH SHARED 11000
BRINKER INTERNATIONAL INC COM 109641100 1099 39900 SH SHARED 01 39900
BRINKER INTERNATIONAL INC COM 109641100 235 8529 SH SHARED 8529
BRISTOL MYERS SQUIBB COM 110122108 304 9000 SH SHARED 9000
BROADCOM CORP CL-A COM 111320107 1222 31092 SH SHARED 31092
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 1322 55300 SH SHARED 01 55300
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 495 20700 SH SHARED 20700
BROCADE COMMUNICATIONS SYS COM 111621306 403 70000 SH SHARED 02 70000
BROCADE COMMUNICATIONS SYS COM 111621306 72 12567 SH SHARED 12567
BROCADE COMMUNICATIONS SYS COM 111621306 1273 221400 SH CALL SHARED 02 0
BROCADE COMMUNICATIONS SYS COM 111621306 378 65800 SH PUT SHARED 02 0
BROOKFIELD ASSET MANAGE-CL A COM 112585104 95 3000 SH SHARED 3000
BROOKFIELD ASSET MANAGE-CL A COM 112585104 695 22000 SH SHARED 01 22000
BROOKFIELD OFFICE PROPERTIES COM 112900105 585 33600 SH SHARED 01 33600
BROOKFIELD PROPERTIES CORP COM 112900105 3075 176200 SH SHARED 01 176200
BROWN & BROWN INC COM 115236101 1248 52500 SH SHARED 01 52500
BROWN & BROWN INC COM 115236101 15 618 SH SHARED 618
BUNGE LIMITED COM G16962105 358 5229 SH SHARED 5229
CA INC COM 12673P105 464 16853 SH SHARED 16853
CA INC COM 12673P105 33 1200 SH SHARED 01 1200
CABOT OIL & GAS CORP COM 127097103 446 14300 SH SHARED 14300
CADENCE DESIGN SYS INC COM 127387108 787 66500 SH SHARED 01 66500
CAE INC COM 124765108 1889 184100 SH SHARED 01 184100
CAL-MAINE FOODS INC COM 128030202 226 5900 SH SHARED 01 5900
CALAMOS GLOBAL DYNAMIC INCOM COM 12811L107 239 24800 SH SHARED 01 24800
CAMDEN PROPERTY TRUST COM 133131102 73 1108 SH SHARED 1108
CAMDEN PROPERTY TRUST COM 133131102 730 11100 SH SHARED 01 11100
CAMECO CORP COM 13321L108 1423 66300 SH SHARED 01 66300
CAMECO CORP COM 13321L108 1989 92575 SH SHARED 92575
CAN IMPERIAL BK OF COMMERCE COM 136069101 887 11600 SH SHARED 01 11600
CANADIAN IMPERIAL BK OF COMM COM 136069101 688 9000 SH SHARED 01 9000
CANADIAN NATURAL RESOURCES COM 136385101 1202 36226 SH SHARED 36226
CANADIAN PACIFIC LTD COM 13645T100 235 3100 SH SHARED 01 3100
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 944 12434 SH SHARED 12434
CAPITALSOURCE INC COM 14055X102 150 22700 SH SHARED 01 22700
CAPITALSOURCE INC COM 14055X102 170 25708 SH SHARED 25708
CAPITOL FEDERAL FINANCIAL COM 14057J101 120 10113 SH SHARED 10113
CARBO CERAMICS INC COM 140781105 610 5781 SH SHARED 5781
CARDINAL HEALTH INC COM 14149Y108 522 12100 SH SHARED 12100
CAREFUSION CORP COM 14170T101 296 11400 SH SHARED 01 11400
CARLISLE COS INC COM 142339100 509 10200 SH SHARED 10200
CARNIVAL CORP COM 143658300 606 18890 SH SHARED 18890
CARRIZO OIL & GAS INC COM 144577103 844 29857 SH SHARED 29857
CASEYS GENERAL STORES INC COM 147528103 338 6100 SH SHARED 01 6100
CASH AMERICA INTL INC COM 14754D100 278 5800 SH SHARED 01 5800
CATERPILLAR INC COM 149123101 1753 16454 SH SHARED 16454
CAVIUM INC COM 14964U108 807 26093 SH SHARED 26093
CBIZ INC COM 124805102 109 17200 SH SHARED 01 17200
CBOE HOLDINGS INC COM 12503M108 3157 111100 SH SHARED 01 111100
CBRE GROUP INC COM 12504L109 531 26600 SH SHARED 26600
CBRE GROUP INC COM 12504L109 194 9700 SH SHARED 01 9700
CEC ENTERTAINMENT INC COM 125137109 250 6600 SH SHARED 01 6600
CELGENE CORP COM 151020104 207 2667 SH SHARED 2667
CENOVUS ENERGY INC COM 15135U109 863 24000 SH SHARED 24000
CENTERPOINT ENERGY INC COM 15189T107 507 25700 SH SHARED 25700
CENTRAL EURO DISTRIBUTION CP COM 153435102 165 32200 SH SHARED 01 32200
CENTRAL EUROPEAN MEDIA ENT-A COM G20045202 1172 165000 SH CALL SHARED 02 0
CENTRAL FUND CANADA CL A COM 153501101 4402 200627 SH SOLE 200627
CENTRAL GOLDTRUST COM 153546106 4298 67425 SH SOLE 67425
CENTURY ALUMINUM COMPANY COM 156431108 139 15600 SH SHARED 01 15600
CENTURYLINK INC COM 156700106 684 17700 SH SHARED 01 17700
CERNER CORP COM 156782104 396 5204 SH SHARED 5204
CF INDUSTRIES HOLDINGS INC COM 125269100 1005 5500 SH SHARED 5500
CHARMING SHOPPES COM 161133103 148 25100 SH SHARED 01 25100
CHARTER COMMUNICATION-A COM 16117M305 977 15400 SH SHARED 01 15400
CHEESECAKE FACTORY COM 163072101 388 13200 SH SHARED 01 13200
CHEESECAKE FACTORY COM 163072101 105 3584 SH SHARED 3584
CHESAPEAKE ENERGY CORP COM 165167107 479 20664 SH SHARED 20664
CHEVRON CORP COM 166764100 621 5795 SH SHARED 5795
CHICAGO BRIDGE & IRON-NY SHR COM 167250109 254 5880 SH SHARED 5880
CHILDRENS PLACE COM 168905107 284 5500 SH SHARED 01 5500
CHIMERA INVESTMENT CORP COM 16934Q109 1454 513700 SH SHARED 01 513700
CHINA PETROLEUM & CHEM-ADR ADR 16941R108 544 5000 SH SHARED 5000
CHUBB CORP USD COM 171232101 657 9500 SH SHARED 01 9500
CHUBB CORP USD COM 171232101 499 7226 SH SHARED 7226
CHURCH & DWIGHT CO COM 171340102 1633 33200 SH SHARED 01 33200
CHURCH & DWIGHT CO COM 171340102 22 456 SH SHARED 456
CINCINNATI BELL INC COM 171871106 89 22200 SH SHARED 01 22200
CINCINNATI FINANCIAL CORP COM 172062101 2906 84200 SH SHARED 01 84200
CINCINNATI FINANCIAL CORP COM 172062101 192 5563 SH SHARED 5563
CISCO SYSTEMS INC COM 17275R102 702 33200 SH SHARED 33200
CIT GROUP INC COM 125581801 2763 67000 SH SHARED 01 67000
CIT GROUP INC COM 125581801 246 5964 SH SHARED 5964
CITIZENS REPUBLIC BANCORP IN COM 174420307 937 60000 SH SHARED 60000
CITIZENS REPUBLIC BANCORP IN COM 174420307 58 3700 SH SHARED 01 3700
CITRIX SYSTEMS INC COM 177376100 450 5700 SH SHARED 01 5700
CLAYTON WILLIAMS ENERGY INC COM 969490101 993 12500 SH SHARED 12500
CLEAN HARBORS INC COM 184496107 249 3700 SH SHARED 01 3700
CLEARWIRE CORP-CLASS A COM 18538Q105 151 66200 SH SHARED 01 66200
CLIFFS NATURAL RESOURCES INC COM 18683K101 416 6000 SH SHARED 6000
CLOROX CO COM 189054109 296 4300 SH SHARED 01 4300
CME GROUP INC COM 12572Q105 781 2700 SH SHARED 01 2700
CME GROUP INC COM 12572Q105 126 437 SH SHARED 437
CNINSURE INC-ADR ADR 18976M103 9798 1567627 SH SOLE 1567627
CNO FINANCIAL GROUP INC COM 12621E103 319 41000 SH SHARED 01 41000
COACH INC COM 189754104 742 9600 SH SHARED 01 9600
COACH INC COM 189754104 572 7402 SH SHARED 7402
COACH INC COM 189754104 25587 331100 SH CALL SHARED 02 0
COBALT INTERNATIONAL ENERGY COM 19075F106 11369 378600 SH CALL SHARED 02 0
COBALT INTERNATIONAL ENERGY COM 19075F106 4805 160000 SH PUT SHARED 02 0
COCA COLA ENTERPRISES INC. COM 19122T109 669 23400 SH SHARED 01 23400
COGNIZANT TECH SOLUTIONS CRP COM 192446102 539 7000 SH SHARED 7000
COINSTAR INC COM 19259P300 986 15513 SH SHARED 15513
COINSTAR INC COM 19259P300 172 2700 SH SHARED 01 2700
COLONIAL PROPERTIES TRUST COM 195872106 1223 56300 SH SHARED 01 56300
COLONIAL PROPERTIES TRUST COM 195872106 320 14746 SH SHARED 14746
COLONY FINANCIAL INC COM 19624R106 3063 187000 SH SHARED 187000
COMCAST CORP - CL A COM 20030N101 858 28600 SH SHARED 01 28600
COMCAST CORP - CL A COM 20030N101 1893 63092 SH SHARED 63092
COMERICA INC COM 200340107 819 25300 SH SHARED 01 25300
COMMERCE BANCSHARES INC COM 200525103 1430 35300 SH SHARED 01 35300
COMMERCIAL METALS CO COM 201723103 547 36900 SH SHARED 36900
COMMONWEALTH REIT COM 203233101 963 51700 SH SHARED 01 51700
COMMONWEALTH REIT COM 203233101 25 1363 SH SHARED 1363
COMMVAULT SYSTEMS INC COM 204166102 78 1571 SH SHARED 1571
COMMVAULT SYSTEMS INC COM 204166102 1176 23700 SH SHARED 01 23700
COMPUTER SCIENCES CORP COM 205363104 581 19400 SH SHARED 01 19400
COMPUTER SCIENCES CORP COM 205363104 476 15900 SH SHARED 15900
COMSTOCK RESOURCES INC COM 205768203 649 41000 SH SHARED 41000
COMVERSE TECHNOLOGY INC COM 205862402 161 23500 SH SHARED 01 23500
COMVERSE TECHNOLOGY INC COM 205862402 24 3506 SH SHARED 3506
CONAGRA FOODS INC COM 205887102 1536 58489 SH SHARED 58489
CONCHO RESOURCES INC COM 20605P101 4083 40000 SH CALL SHARED 02 0
CONCUR TECHNOLOGIES INC COM 206708109 201 3500 SH SHARED 01 3500
CONCUR TECHNOLOGIES INC COM 206708109 220 3826 SH SHARED 3826
CONSOLIDATED EDISON INC COM 209115104 270 4621 SH SHARED 4621
COOPER COMPANIES INC COM 216648402 335 4100 SH SHARED 01 4100
COPART INC COM 217204106 323 12400 SH SHARED 01 12400
CORN PRODUCTS INTL INC COM 219023108 467 8100 SH SHARED 01 8100
CORPORATE OFFICE PROPERTIES COM 22002T108 3642 156900 SH SHARED 01 156900
CORPORATE OFFICE PROPERTIES COM 22002T108 624 26899 SH SHARED 26899
CORRECTIONS CORP OF AMERICA COM 22025Y407 385 14100 SH SHARED 01 14100
COSTCO WHOLESALE CORP COM 22160K105 279 3076 SH SHARED 3076
COTT CORPORATION COM 22163N106 204 30900 SH SHARED 01 30900
COVANCE INC COM 222816100 295 6200 SH SHARED 01 6200
COVANCE INC COM 222816100 230 4821 SH SHARED 4821
COVIDIEN PLC COM G2554F113 1274 23306 SH SHARED 01 23306
CRACKER BARREL OLD COUNTRY STO COM 22410J106 458 8200 SH SHARED 01 8200
CROWN CASTLE INTL CORP COM 228227104 1344 25200 SH SHARED 01 25200
CROWN HOLDINGS COM 228368106 147 4000 SH SHARED 01 4000
CROWN HOLDINGS COM 228368106 149 4037 SH SHARED 4037
CSX CORP COM 126408103 516 24000 SH SHARED 24000
CUBESMART COM 229663109 405 34000 SH SHARED 01 34000
CUBIST PHARMACEUTICALS INC COM 229678107 324 7500 SH SHARED 01 7500
CUBIST PHARMACEUTICALS INC COM 229678107 329 7615 SH SHARED 7615
CULLEN/FROST BANKERS INC COM 229899109 1135 19500 SH SHARED 01 19500
CULLEN/FROST BANKERS INC COM 229899109 49 841 SH SHARED 841
CUMMINS INC COM 231021106 912 7600 SH SHARED 7600
CVR ENERGY INC COM 12662P108 2041 76300 SH SHARED 02 76300
CVR ENERGY INC COM 12662P108 348 13000 SH SHARED 13000
CVR ENERGY INC COM 12662P108 2041 76300 SH PUT SHARED 02 0
CVS CAREMARK CORP COM 126650100 1555 34700 SH SHARED 01 34700
CVS CAREMARK CORP COM 126650100 1845 41193 SH SHARED 41193
CYPRESS SEMICONDUCTOR CORP COM 232806109 633 40500 SH SHARED 01 40500
CYPRESS SEMICONDUCTOR CORP COM 232806109 145 9296 SH SHARED 9296
CYS INVESTMENTS INC COM 12673A108 78 5985 SH SHARED 5985
CYS INVESTMENTS INC COM 12673A108 838 64000 SH SHARED 01 64000
D & B CORP COM 26483E100 322 3800 SH SHARED 01 3800
D.R. HORTON INC COM 23331A109 391 25800 SH SHARED 01 25800
D.R. HORTON INC COM 23331A109 308 20331 SH SHARED 20331
DANA HOLDING CORP COM 235825205 119 7700 SH SHARED 01 7700
DANA HOLDING CORP COM 235825205 60 3866 SH SHARED 3866
DARDEN RESTAURANTS INC COM 237194105 742 14500 SH SHARED 01 14500
DARDEN RESTAURANTS INC COM 237194105 613 11976 SH SHARED 11976
DARLING INTERNATIONAL INC COM 237266101 197 11300 SH SHARED 01 11300
DARLING INTERNATIONAL INC COM 237266101 70 4033 SH SHARED 4033
DAVITA INC COM 23918K108 487 5400 SH SHARED 01 5400
DAVITA INC COM 23918K108 797 8838 SH SHARED 8838
DCT INDUSTRIAL TRUST INC COM 233153105 337 57100 SH SHARED 01 57100
DDR CORP COM 23317H102 340 23300 SH SHARED 01 23300
DEAN FOODS CO COM 242370104 902 74500 SH SHARED 01 74500
DEAN FOODS CO COM 242370104 152 12518 SH SHARED 12518
DECKERS OUTDOOR CORP COM 243537107 1557 24700 SH SHARED 01 24700
DECKERS OUTDOOR CORP COM 243537107 961 15243 SH SHARED 15243
DEERE & CO COM 244199105 202 2500 SH SHARED 2500
DELL INC COM 24702R101 2128 128200 SH SHARED 01 128200
DELTA AIR LINES INC COM 247361702 399 40242 SH SHARED 40242
DENTSPLY INTL INC COM 249030107 361 9000 SH SHARED 9000
DEVON ENERGY CORPORATION COM 25179M103 356 5000 SH SHARED 5000
DEVRY INC COM 251893103 789 23300 SH SHARED 01 23300
DEVRY INC COM 251893103 211 6234 SH SHARED 6234
DIAMOND OFFSHORE DRILLING COM 25271C102 486 7280 SH SHARED 7280
DIAMONDROCK HOSPITALITY CO COM 252784301 397 38600 SH SHARED 01 38600
DIEBOLD INC COM 253651103 377 9800 SH SHARED 01 9800
DIEBOLD INC COM 253651103 346 8977 SH SHARED 8977
DIGITAL RIVER INC COM 25388B104 486 26000 SH SHARED 26000
DIGITALGLOBE INC COM 25389M877 467 35000 SH SHARED 35000
DILLARD INC CL A COM 254067101 208 3300 SH SHARED 01 3300
DIRECTV COM 25490A101 528 10700 SH SHARED 10700
DISCOVERY COMMUNICATIONS-A COM 25470F104 536 10600 SH SHARED 10600
DISCOVERY COMMUNICATIONS-C COM 25470F302 289 6172 SH SHARED 6172
LIZ CLAIBORNE INC COM 539320101 162 12100 SH SHARED 01 12100
DOLLAR GENERAL CORP COM 256677105 1007 21800 SH SHARED 01 21800
DOLLAR GENERAL CORP COM 256677105 758 16398 SH SHARED 16398
DOLLAR TREE STORES INC COM 256746108 435 4600 SH SHARED 01 4600
DOLLAR TREE STORES INC COM 256746108 204 2155 SH SHARED 2155
DOMINION RESOURCES INC/VA COM 25746U109 201 3930 SH SHARED 3930
DOVER CORP COM 260003108 522 8298 SH SHARED 8298
DOW CHEMICAL CO COM 260543103 1640 47333 SH SHARED 47333
DRESSER-RAND GROUP INC COM 261608103 383 8247 SH SHARED 8247
DREYFUS HIGH YIELD STRAT FD COM 26200S101 116 24900 SH SHARED 01 24900
DRYSHIPS INC COM Y2109Q101 54 15592 SH SHARED 15592
DSW INC-CLASS A COM 23334L102 433 7900 SH SHARED 01 7900
DUKE REALTY CORP COM 264411505 515 35900 SH SHARED 35900
DUKE REALTY CORP COM 264411505 37 2600 SH SHARED 01 2600
DUPONT FABROS TECHNOLOGY COM 26613Q106 159 6500 SH SHARED 01 6500
DUPONT FABROS TECHNOLOGY COM 26613Q106 219 8939 SH SHARED 8939
DYNEGY INC COM 26817G300 12 20800 SH SHARED 01 20800
E*TRADE FINANCIAL CORP COM 269246401 163 14900 SH SHARED 01 14900
EARTHLINK INC COM 270321102 156 19500 SH SHARED 01 19500
EAST WEST BANCORP INC COM 27579R104 374 16200 SH SHARED 01 16200
EAST WEST BANCORP INC COM 27579R104 352 15230 SH SHARED 15230
EATON VANCE FLOATE RT INC TR COM 278279104 213 13100 SH SHARED 01 13100
EATON VANCE INSURED MUNI BND COM 27827X101 198 15200 SH SHARED 01 15200
EATON VANCE LTD DURATION FND COM 27828H105 332 20700 SH SHARED 01 20700
EATON VANCE SR FLTG RATE FND COM 27828Q105 203 13300 SH SHARED 01 13300
EBAY INC COM 278642103 1155 31300 SH SHARED 01 31300
EBAY INC COM 278642103 513 13900 SH SHARED 13900
ECOLAB INC COM 278865100 518 8400 SH SHARED 8400
EDISON INTERNATIONAL COM 281020107 1358 31936 SH SHARED 31936
EDWARDS LIFESCIENCES CORP COM 28176E108 291 4000 SH SHARED 01 4000
EDWARDS LIFESCIENCES CORP COM 28176E108 436 6000 SH SHARED 6000
ELDORADO GOLD CORP COM 284902103 275 20000 SH SHARED 20000
ELECTRONIC ARTS INC COM 285512109 2205 133800 SH SHARED 01 133800
ELECTRONIC ARTS INC COM 285512109 19 1141 SH SHARED 1141
EMERSON ELECTRIC CO COM 291011104 522 10000 SH SHARED 10000
ENDO PHARMACEUT HLDGS INC COM 29264F205 325 8400 SH SHARED 01 8400
ENDO PHARMACEUT HLDGS INC COM 29264F205 658 17000 SH SHARED 17000
ENERGEN CORP COM 29265N108 811 16496 SH SHARED 16496
ENERGIZER HOLDINGS INC COM 29266R108 2270 30600 SH SHARED 01 30600
ENERGIZER HOLDINGS INC COM 29266R108 24 327 SH SHARED 327
ENTERTAINMENT PROPERTIES TR COM 29380T105 427 9200 SH SHARED 01 9200
ENZON PHARMACEUTICALS COM 293904108 151 22036 SH SHARED 01 22036
EOG RESOURCES INC COM 26875P101 556 5000 SH SHARED 5000
EQT CORP COM 26884L109 827 17151 SH SHARED 17151
EQT CORP COM 26884L109 964 20000 SH CALL SHARED 02 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 558 8000 SH SHARED 01 8000
ESTEE LAUDER COMPANIES CL A COM 518439104 396 6400 SH SHARED 01 6400
ESTEE LAUDER COMPANIES CL A COM 518439104 533 8600 SH SHARED 8600
EXELON CORP COM 30161N101 315 8028 SH SHARED 8028
EXPEDIA INC COM 30212P303 438 13100 SH SHARED 01 13100
EXPEDIA INC COM 30212P303 1202 35939 SH SHARED 35939
EXTREME NETWORK INC COM 30226D106 47 12400 SH SHARED 01 12400
EXXON MOBIL CORP COM 30231G102 503 5800 SH SHARED 5800
FAMILY DOLLAR STORES COM 307000109 323 5100 SH SHARED 01 5100
FAMILY DOLLAR STORES COM 307000109 582 9200 SH SHARED 9200
FEDERAL REALTY INVS TRUST COM 313747206 151 1559 SH SHARED 1559
FEDERAL REALTY INVS TRUST COM 313747206 1374 14200 SH SHARED 01 14200
FEDERATED INVESTORS INC-CL B COM 314211103 268 11954 SH SHARED 11954
FELCOR LODGING TRUST INC COM 31430F101 76 21200 SH SHARED 01 21200
FIFTH THIRD BANCORP COM 316773100 1207 85900 SH SHARED 01 85900
FIFTH THIRD BANCORP COM 316773100 429 30510 SH SHARED 30510
FIRST CASH FINL SVCS INC COM 31942D107 961 22400 SH SHARED 01 22400
FIRST HORIZON NATIONAL CORP COM 320517105 489 47100 SH SHARED 01 47100
FIRST MAJESTIC SILVER CORP COM 32076V103 287 17289 SH SHARED 17289
FIRST NIAGARA FINANCIAL CORP COM 33582V108 741 75300 SH SHARED 01 75300
FIRST NIAGARA FINANCIAL CORP COM 33582V108 243 24693 SH SHARED 24693
FIRST SOLAR INC COM 336433107 779 31100 SH SHARED 01 31100
FIRST SOLAR INC COM 336433107 180 7172 SH SHARED 7172
FIRST TRUST HIGH INCOME LONG COM 33738E109 301 16600 SH SHARED 01 16600
FIRSTSERVICE CORP COM 33761N109 328 10700 SH SHARED 01 10700
FLEXTRONICS INTL CO COM Y2573F102 189 26200 SH SHARED 01 26200
FLIR SYSTEMS INC COM 302445101 569 22500 SH SHARED 01 22500
FLIR SYSTEMS INC COM 302445101 11 441 SH SHARED 441
FLOWERS FOODS INC COM 343498101 212 10400 SH SHARED 01 10400
FORD MOTOR CORP COM 345370860 706 56500 SH SHARED 01 56500
FORD MOTOR CORP COM 345370860 390 31228 SH SHARED 31228
FOREST LABORATORIES INC COM 345838106 330 9500 SH SHARED 01 9500
FOSSIL INC COM 349882100 246 1866 SH SHARED 1866
FRANCO-NEVADA CORP COM 351858105 430 10000 SH SHARED 10000
FRANKLIN RESOURCES INC COM 354613101 90 729 SH SHARED 729
FRANKLIN RESOURCES INC COM 354613101 546 4400 SH SHARED 01 4400
FREEPORT MCMORAN COPPER CL B COM 35671D857 2287 60117 SH SHARED 60117
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 377 24489 SH SHARED 24489
FRESH DEL MONTE PRODUCE INC COM G36738105 395 17300 SH SHARED 01 17300
FRONTIER COMMUNICATIONS CORP COM 35906A108 1576 377900 SH SHARED 01 377900
FTI CONSULTING INC COM 302941109 140 3720 SH SHARED 3720
FTI CONSULTING INC COM 302941109 394 10500 SH SHARED 01 10500
FULTON FIN CORP COM 360271100 55 5275 SH SHARED 5275
FULTON FIN CORP COM 360271100 672 64000 SH SHARED 01 64000
FUSION-IO INC COM 36112J107 298 10500 SH SHARED 01 10500
FUSION-IO INC COM 36112J107 336 11833 SH SHARED 11833
FUSION-IO INC COM 36112J107 284 10000 SH CALL SHARED 02 0
GAMESTOP CORP COM 36467W109 1227 56200 SH SHARED 01 56200
GAMESTOP CORP COM 36467W109 1278 58506 SH SHARED 58506
GARMIN LTD COM H2906T109 324 6900 SH SHARED 01 6900
GARMIN LTD COM H2906T109 168 3569 SH SHARED 3569
GARTNER INC COM 366651107 542 12700 SH SHARED 12700
GEN-PROBE INC COM 36866T103 325 4900 SH SHARED 01 4900
GENERAL ELECTRIC CO COM 369604103 843 42000 SH SHARED 42000
GENERAL GROWTH PROPERTIES COM 370023103 127 7501 SH SHARED 7501
GENERAL GROWTH PROPERTIES COM 370023103 2003 117900 SH SHARED 01 117900
GENERAL MILLS INC COM 370334104 1191 30200 SH SHARED 01 30200
GENESCO INC COM 371532102 487 6800 SH SHARED 01 6800
GENOMIC HEALTH INC COM 37244C101 349 11400 SH SHARED 01 11400
GENTIVA HEALTH SERVICES COM 37247A102 117 13400 SH SHARED 01 13400
GENUINE PARTS CO COM 372460105 471 7500 SH SHARED 01 7500
GENWORTH FINANCIAL INC-CL A COM 37247D106 1632 196200 SH SHARED 01 196200
GEO GROUP INC/THE COM 36159R103 490 25800 SH SHARED 01 25800
GEORESOURCES INC COM 372476101 557 17000 SH SHARED 17000
GEORGIA GULF CORP COM 373200302 1151 33000 SH SHARED 33000
GILDAN ACTIVEWEAR INC COM 375916103 479 17400 SH SHARED 01 17400
GILEAD SCIENCES INC COM 375558103 982 20100 SH SHARED 20100
GLIMCHER REALTY TRUST COM 379302102 150 14700 SH SHARED 01 14700
GLOBAL PAYMENTS INC COM 37940X102 475 10000 SH SHARED 01 10000
GLOBAL PAYMENTS INC COM 37940X102 148 3126 SH SHARED 3126
GOLAR LNG LTD COM G9456A100 292 7684 SH SHARED 7684
GOLD FIELDS LTD-SP ADR ADR 38059T106 278 20000 SH SHARED 20000
GOODYEAR TIRE & RUBBER CO COM 382550101 1105 98500 SH SHARED 01 98500
GOODYEAR TIRE & RUBBER CO COM 382550101 816 72736 SH SHARED 72736
GOOGLE INC-CL A COM 38259P508 3499 5457 SH SHARED 5457
GRAFTECH INTERNATIONAL LTD COM 384313102 297 24889 SH SHARED 24889
GREAT PLAINS ENERGY INC COM 391164100 513 25300 SH SHARED 25300
GREATBATCH INC COM 39153L106 289 11767 SH SHARED 01 11767
GREEN MOUNTAIN COFFEE INC COM 393122106 1185 25300 SH SHARED 01 25300
GREEN MOUNTAIN COFFEE INC COM 393122106 1739 37136 SH SHARED 37136
GREENHILL & CO INC COM 395259104 1122 25700 SH SHARED 01 25700
GUESS ? INC COM 401617105 416 13300 SH SHARED 01 13300
GULFPORT ENERGY CORP COM 402635304 1012 34738 SH SHARED 34738
GULFPORT ENERGY CORP COM 402635304 125 4300 SH SHARED 01 4300
H J HEINZ CO COM 423074103 1724 32200 SH SHARED 01 32200
HAEMONETICS CORP/MASS COM 405024100 326 4676 SH SHARED 01 4676
HALLIBURTON CO COM 406216101 793 23900 SH SHARED 23900
HANCOCK HOLDING CO COM 410120109 881 24800 SH SHARED 01 24800
HANCOCK HOLDING CO COM 410120109 90 2529 SH SHARED 2529
HANESBRANDS INC COM 410345102 148 5000 SH SHARED 01 5000
HANESBRANDS INC COM 410345102 89 3000 SH SHARED 3000
HANGER ORTHOPEDIC GROUP INC COM 41043F208 415 19000 SH SHARED 19000
HARLEY-DAVIDSON INC COM 412822108 625 12727 SH SHARED 12727
HARMAN INTL COM 413086109 215 4600 SH SHARED 01 4600
HARMAN INTL COM 413086109 546 11655 SH SHARED 11655
HARTFORD FIN SVCS GROUP INC COM 416515104 799 37915 SH SHARED 37915
HASBRO INC COM 418056107 580 15800 SH SHARED 01 15800
HASBRO INC COM 418056107 18 489 SH SHARED 489
HAWAIIAN TELCOM HOLDCO INC COM 420031106 15378 892001 SH SOLE 892001
HCA HOLDINGS INC COM 40412C101 1214 49079 SH SHARED 49079
HCC INSURANCE HOLDINGS INC COM 404132102 373 11971 SH SHARED 11971
HCP COM 40414L109 1160 29400 SH SHARED 01 29400
HCP COM 40414L109 434 11008 SH SHARED 11008
HEALTH CARE REIT INC COM 42217K106 2088 38000 SH SHARED 01 38000
HEALTH MGMT ASSOC INC CL-A COM 421933102 117 17400 SH SHARED 01 17400
HEALTH MGMT ASSOC INC CL-A COM 421933102 157 23293 SH SHARED 23293
HEALTH MGMT SYSTEMS INC COM 40425J101 293 9400 SH SHARED 01 9400
HEALTH MGMT SYSTEMS INC COM 40425J101 25 789 SH SHARED 789
HEARTLAND EXPRESS INC COM 422347104 294 20300 SH SHARED 01 20300
HECLA MINING CO COM 422704106 136 29400 SH SHARED 01 29400
HECLA MINING CO COM 422704106 176 38041 SH SHARED 38041
HELMERICH & PAYNE COM 423452101 390 7225 SH SHARED 7225
HENRY (JACK) & ASSOCIATES COM 426281101 222 6500 SH SHARED 01 6500
HENRY SCHEIN INC COM 806407102 333 4400 SH SHARED 01 4400
HERBALIFE LTD COM G4412G101 275 4000 SH SHARED 01 4000
HERBALIFE LTD COM G4412G101 637 9254 SH SHARED 9254
HERCULES OFFSHORE INC COM 427093109 112 23652 SH SHARED 01 23652
HESS CORP COM 42809H107 510 8643 SH SHARED 8643
HEWLETT PACKARD CO COM 428236103 553 23200 SH SHARED 01 23200
HEWLETT PACKARD CO COM 428236103 467 19600 SH SHARED 19600
HEXCEL CORP COM 428291108 210 8731 SH SHARED 8731
HILLENBRAND INC COM 431571108 296 12900 SH SHARED 01 12900
HOME DEPOT INC COM 437076102 272 5400 SH SHARED 01 5400
HOME PROPERTIES INC COM 437306103 2080 34100 SH SHARED 01 34100
HOME PROPERTIES INC COM 437306103 525 8600 SH SHARED 8600
HORMEL FOODS CORP COM 440452100 797 27000 SH SHARED 01 27000
HOSPIRA INC COM 441060100 348 9300 SH SHARED 01 9300
HOSPITALITY PROPERTIES TRUST COM 44106M102 535 20200 SH SHARED 20200
HOST HOTELS & RESORTS INC COM 44107P104 1440 87700 SH SHARED 01 87700
HOST HOTELS & RESORTS INC COM 44107P104 298 18175 SH SHARED 18175
HSN INC COM 404303109 437 11500 SH SHARED 01 11500
HUDSON CITY BANCORP INC COM 443683107 387 52900 SH SHARED 01 52900
HUMAN GENOME SCIENCES INC COM 444903108 154 18700 SH SHARED 01 18700
HUNTSMAN CORP COM 447011107 588 42000 SH SHARED 42000
IAC/INTERACTIVECORP COM 44919P508 1318 26855 SH SHARED 26855
IAMGOLD CORPORATION COM 450913108 266 20000 SH SHARED 20000
IBM CORP COM 459200101 603 2888 SH SHARED 2888
ICU MEDICAL INC COM 44930G107 246 5000 SH SHARED 01 5000
IDEXX LABORATORIES INC COM 45168D104 324 3700 SH SHARED 01 3700
IHS INC-CLASS A COM 451734107 318 3400 SH SHARED 01 3400
ILLINOIS TOOL WORKS COM 452308109 687 12031 SH SHARED 12031
IMAX CORP COM 45245E109 420 17200 SH SHARED 01 17200
IMPERIAL OIL LTD COM 453038408 704 15500 SH SHARED 15500
IMPERIAL OIL LTD COM 453038408 854 18800 SH SHARED 01 18800
INCYTE CORP COM 45337C102 162 8400 SH SHARED 01 8400
INCYTE CORP COM 45337C102 65 3374 SH SHARED 3374
ING PRIME RATE TRUST COM 44977W106 279 48900 SH SHARED 01 48900
INGERSOLL-RAND PLC COM G47791101 517 12500 SH SHARED 12500
INGRAM MICRO INC CL A COM 457153104 488 26300 SH SHARED 01 26300
INGRAM MICRO INC CL A COM 457153104 758 40834 SH SHARED 40834
INSULET CORP COM 45784P101 291 15200 SH SHARED 01 15200
INTEGRATED DEVICE TECH INC COM 458118106 119 16700 SH SHARED 01 16700
INTEGRYS ENERGY GROUP INC COM 45822P105 509 9600 SH SHARED 9600
INTEL CORP COM 458140100 709 25216 SH SHARED 25216
INTEL CORP COM 458140100 174 6200 SH SHARED 01 6200
INTERCONTINENTALEXCHANGE INC COM 45865V100 1196 8700 SH SHARED 01 8700
INTERNATIONAL PAPER CO COM 460146103 545 15527 SH SHARED 15527
INTERPUBLIC GROUP COS COM 460690100 489 42900 SH SHARED 42900
INTERSIL HOLDING CORP COM 46069S109 143 12800 SH SHARED 01 12800
INTREPID POTASH INC COM 46121Y102 667 27410 SH SHARED 27410
INTUITIVE SURGICAL INC COM 46120E602 1084 2000 SH SHARED 2000
INVESCO VAN KAMPEN DYNAMIC C COM 46132R104 354 30300 SH SHARED 01 30300
INVESCO VAN KAMPEN SENIOR INCO COM 46131H107 299 60900 SH SHARED 01 60900
IPATH S&P 500 VIX S/T FU ETN COM 06740C261 3364 200000 SH CALL SHARED 02 0
IPG PHOTONICS CORP COM 44980X109 770 14800 SH SHARED 01 14800
IPG PHOTONICS CORP COM 44980X109 11 207 SH SHARED 207
IRON MOUNTAIN INC COM 462846106 144 5000 SH SHARED 01 5000
IRON MOUNTAIN INC COM 462846106 576 20000 SH SHARED 02 20000
IRON MOUNTAIN INC COM 462846106 502 17432 SH SHARED 17432
ISHARES DJ SELECT DIVIDEND COM 464287168 3699 66100 SH CALL SHARED 02 0
ISHARES DJ US REAL ESTATE COM 464287739 20076 322300 SH CALL SHARED 02 0
ISHARES SILVER TRUST COM 46428Q109 9411 300000 SH CALL SHARED 02 0
ISIS PHARMACEUTICALS INC COM 464330109 358 40800 SH SHARED 01 40800
ISIS PHARMACEUTICALS INC COM 464330109 614 70000 SH SHARED 70000
ITT CORP COM 450911201 713 31088 SH SHARED 31088
IVANHOE MINES LTD COM 46579N103 325 20618 SH SHARED 20618
J & J SNACK FOODS CORP COM 466032109 241 4600 SH SHARED 01 4600
JABIL CIRCUIT INC COM 466313103 939 37400 SH SHARED 01 37400
JABIL CIRCUIT INC COM 466313103 1263 50295 SH SHARED 50295
JAMES RIVER COAL CO COM 470355207 512 100000 SH CALL SHARED 02 0
JANUS CAPITAL GROUP INC COM 47102X105 653 73300 SH SHARED 01 73300
JANUS CAPITAL GROUP INC COM 47102X105 9 966 SH SHARED 966
JARDEN CORP COM 471109108 282 7000 SH SHARED 01 7000
JETBLUE AIRWAYS CORP COM 477143101 141 28800 SH SHARED 01 28800
JETBLUE AIRWAYS CORP COM 477143101 95 19358 SH SHARED 19358
JOHNSON & JOHNSON COM 478160104 838 12700 SH SHARED 12700
JOHNSON & JOHNSON COM 478160104 19788 300000 SH CALL SHARED 02 0
JOHNSON CONTROLS COM 478366107 487 15000 SH SHARED 15000
JONES LANG LASALLE INC COM 48020Q107 117 1400 SH SHARED 01 1400
JONES LANG LASALLE INC COM 48020Q107 500 6000 SH SHARED 6000
JOS A BANK CLOTHIERS INC COM 480838101 353 7000 SH SHARED 01 7000
JOY GLOBAL INC COM 481165108 735 10000 SH SHARED 10000
KAYDON CORP COM 486587108 510 20000 SH SHARED 20000
KAYDON CORP COM 486587108 99 3900 SH SHARED 01 3900
KB HOME CORP COM 48666K109 3142 353000 SH CALL SHARED 02 0
KB HOME CORP COM 48666K109 2292 257500 SH PUT SHARED 02 0
KELLOGG CO COM 487836108 466 8690 SH SHARED 8690
KEY ENERGY SERVICES INC COM 492914106 203 13129 SH SHARED 13129
KEYCORP COM 493267108 1439 169300 SH SHARED 01 169300
KEYCORP COM 493267108 58 6858 SH SHARED 6858
KIMBERLY-CLARK CORP COM 494368103 599 8100 SH SHARED 01 8100
KIMCO REALTY CORP COM 49446R109 524 27216 SH SHARED 27216
KINDER MORGAN INC COM 49456B101 462 11952 SH SHARED 11952
KINROSS GOLD CORP COM 496902404 113 11546 SH SHARED 11546
KINROSS GOLD CORP COM 496902404 979 100000 SH CALL SHARED 02 0
KIT DIGITAL INC COM 482470200 342 47500 SH CALL SHARED 02 0
KNIGHT CAPITAL GROUP INC-A COM 499005106 173 13433 SH SHARED 13433
KOHLS CORP COM 500255104 515 10300 SH SHARED 10300
KOHLS CORP COM 500255104 45 900 SH SHARED 01 900
KRAFT FOODS INC-A COM 50075N104 3383 89000 SH SHARED 01 89000
KRAFT FOODS INC-A COM 50075N104 502 13212 SH SHARED 13212
KRATON PERFORMANCE POLYMERS COM 50077C106 611 23000 SH SHARED 23000
KRISPY KREME DOUGHNUTS INC COM 501014104 83 11400 SH SHARED 01 11400
LABORATORY CRP OF AMER HLDGS COM 50540R409 311 3400 SH SHARED 01 3400
LABORATORY CRP OF AMER HLDGS COM 50540R409 1389 15170 SH SHARED 15170
LAM RESEARCH COM 512807108 183 4100 SH SHARED 01 4100
LAM RESEARCH COM 512807108 581 13016 SH SHARED 13016
LAMAR ADVERTISING CO COM 512815101 156 4800 SH SHARED 01 4800
LAMAR ADVERTISING CO COM 512815101 98 3029 SH SHARED 3029
LANCASTER COLONY CORP COM 513847103 279 4200 SH SHARED 01 4200
LAS VEGAS SANDS CORP COM 517834107 434 7533 SH SHARED 7533
LASALLE HOTEL PROPERTIES COM 517942108 858 30500 SH SHARED 01 30500
LASALLE HOTEL PROPERTIES COM 517942108 256 9113 SH SHARED 9113
LATTICE SEMICONDUCTOR CORP COM 518415104 149 23200 SH SHARED 01 23200
LEAP WIRELESS INTL INC COM 521863308 105 11986 SH SHARED 01 11986
LEAR CORP COM 521865204 372 8000 SH SHARED 8000
LEGG MASON INC COM 524901105 575 20600 SH SHARED 01 20600
LEGG MASON INC COM 524901105 746 26704 SH SHARED 26704
LEGGETT & PLATT INC COM 524660107 863 37500 SH SHARED 01 37500
LENNAR CORP COM 526057104 361 13300 SH SHARED 01 13300
LENNAR CORP COM 526057104 739 27183 SH SHARED 27183
LEUCADIA NATIONAL CORP COM 527288104 3046 116700 SH SHARED 01 116700
LEUCADIA NATIONAL CORP COM 527288104 277 10631 SH SHARED 10631
LEXMARK INTL INC CL A COM 529771107 788 23700 SH SHARED 01 23700
LEXMARK INTL INC CL A COM 529771107 790 23759 SH SHARED 23759
LIBERTY GLOBAL INC COM 530555101 761 15200 SH SHARED 01 15200
LIBERTY GLOBAL INC COM 530555101 138 2749 SH SHARED 2749
LIBERTY INTERACTIVE CORP COM 53071M104 317 16600 SH SHARED 01 16600
LIBERTY INTERACTIVE CORP COM 53071M104 286 15000 SH SHARED 15000
LIBERTY MEDIA CORP - LIBER-A COM 530322106 335 3800 SH SHARED 01 3800
LIFEPOINT HOSPITALS INC COM 53219L109 465 11800 SH SHARED 01 11800
LILLY (ELI) & CO COM 532457108 462 11464 SH SHARED 11464
LINCARE HLDGS INC COM 532791100 308 11900 SH SHARED 01 11900
LINCARE HLDGS INC COM 532791100 313 12094 SH SHARED 12094
LINCOLN NATIONAL CORP COM 534187109 525 19900 SH SHARED 01 19900
LINCOLN NATIONAL CORP COM 534187109 64 2416 SH SHARED 2416
LINEAR TECHNOLOGY CORP COM 535678106 35 1026 SH SHARED 1026
LINEAR TECHNOLOGY CORP COM 535678106 411 12200 SH SHARED 01 12200
LIONS GATE ENTERTAINMENT COR COM 535919203 637 45763 SH SHARED 01 45763
LIONS GATE ENTERTAINMENT COR COM 535919203 174 12535 SH SHARED 12535
LIONS GATE ENTERTAINMENT COR COM 535919203 2088 150000 SH CALL SHARED 02 0
LIONS GATE ENTERTAINMENT COR COM 535919203 2088 150000 SH PUT SHARED 02 0
LIVE NATION COM 538034109 117 12400 SH SHARED 01 12400
LKQ CORP COM 501889208 882 28300 SH SHARED 01 28300
LORILLARD INC COM 544147101 181 1400 SH SHARED 01 1400
LORILLARD INC COM 544147101 89 688 SH SHARED 688
LUFKIN INDUSTRIES INC COM 549764108 444 5500 SH SHARED 5500
LULULEMON ATHLETICA INC COM 550021109 269 3600 SH SHARED 01 3600
MACK-CALI REALTY CORP COM 554489104 3066 106400 SH SHARED 01 106400
MACK-CALI REALTY CORP COM 554489104 883 30650 SH SHARED 30650
MACY'S INC COM 55616P104 485 12200 SH SHARED 01 12200
MACY'S INC COM 55616P104 311 7838 SH SHARED 7838
MAGELLAN HEALTH SERVICES INC COM 559079207 434 8900 SH SHARED 01 8900
MAGNA INTERNATIONAL INC COM 559222401 300 6300 SH SHARED 01 6300
MARATHON OIL CORP COM 565849106 1206 38048 SH SHARED 38048
MARKET VEXTORS GOLD MINERS COM 57060U100 1983 40000 SH SHARED 40000
MARKET VEXTORS JR GOLD MINTER COM 57060U589 1719 70000 SH SHARED 70000
MARTIN MARIETTA MATERIALS COM 573284106 336 3923 SH SHARED 3923
MASCO CORP COM 574599106 600 44900 SH PUT SHARED 02 0
MASIMO CORPORATION COM 574795100 360 15400 SH SHARED 01 15400
MASTERCARD INC-CLASS A COM 57636Q104 601 1428 SH SHARED 1428
MATERIALS SELECT SECTOR SPDR ETF 81369Y100 415 11225 SH SHARED 01 11225
MATTEL INC COM 577081102 619 18400 SH SHARED 01 18400
MATTEL INC COM 577081102 323 9591 SH SHARED 9591
MATTHEWS INTL CORP-CL A COM 577128101 288 9100 SH SHARED 01 9100
MBIA INC COM 55262C100 3004 306500 SH SHARED 01 306500
MBIA INC COM 55262C100 1 131 SH SHARED 131
MCCORMICK & CO-NON VTG SHRS COM 579780206 316 5800 SH SHARED 01 5800
MCCORMICK & CO-NON VTG SHRS COM 579780206 782 14360 SH SHARED 14360
MCDONALDS CORP COM 580135101 41 413 SH SHARED 413
MCDONALDS CORP COM 580135101 2737 27900 SH SHARED 01 27900
MCEWEN MINING INC COM 58039P107 2220 500000 SH CALL SHARED 02 0
MCKESSON CORP COM 58155Q103 1125 12823 SH SHARED 12823
MCMORAN EXPLORATION CO COM 582411104 110 10300 SH SHARED 01 10300
MCMORAN EXPLORATION CO COM 582411104 1070 100000 SH CALL SHARED 02 0
MDU RESOURCES GROUP INC COM 552690109 515 23000 SH SHARED 23000
MEDICAL PROPERTIES TRUST INC COM 58463J304 140 15100 SH SHARED 01 15100
MEDICAL PROPERTIES TRUST INC COM 58463J304 24 2558 SH SHARED 2558
MEDICINES CO COM 584688105 315 15701 SH SHARED 01 15701
MEDICINES CO COM 584688105 399 19868 SH SHARED 19868
MEDICIS PHARM-CL A COM 584690309 434 11553 SH SHARED 11553
MEDIDATA SOLUTIONS INC COM 58471A105 360 13516 SH SHARED 01 13516
MEDNAX INC COM 58502B106 305 4100 SH SHARED 01 4100
MEMC ELECTRONIC MATERIALS COM 552715104 200 55308 SH SHARED 55308
MERCK & CO COM 58933Y105 1161 30234 SH SHARED 30234
MEREDITH CORP COM 589433101 652 20100 SH SHARED 01 20100
MERIT MEDICAL SYSTEMS INC COM 589889104 258 20800 SH SHARED 01 20800
METHANEX CORP COM 59151K108 746 23000 SH SHARED 23000
METLIFE INC COM 59156R108 1823 48800 SH SHARED 01 48800
METLIFE INC COM 59156R108 573 15334 SH SHARED 15334
METROPCS COMMUNICATIONS INC COM 591708102 709 78600 SH SHARED 01 78600
METROPCS COMMUNICATIONS INC COM 591708102 274 30339 SH SHARED 30339
MFS INTERMEDIATE INC TRUST COM 55273C107 175 27400 SH SHARED 01 27400
MFS MULTIMARKET INC TRUST COM 552737108 140 20100 SH SHARED 01 20100
MGIC INVESTMENT CORP COM 552848103 154 31000 SH SHARED 01 31000
MGIC INVESTMENT CORP COM 552848103 7 1455 SH SHARED 1455
MGM MIRAGE COM 552953101 1207 88600 SH SHARED 01 88600
MGM MIRAGE COM 552953101 184 13473 SH SHARED 13473
MI DEVELOPMENTS INC COM 55304X104 478 13800 SH SHARED 01 13800
MICRON TECH INC COM 595112103 192 23700 SH SHARED 01 23700
MICRON TECH INC COM 595112103 475 58624 SH SHARED 58624
MICROSOFT CORP COM 594918104 3251 100800 SH SHARED 01 100800
MICROSOFT CORP COM 594918104 588 18233 SH SHARED 18233
MONRO MUFFLER BRAKE INC COM 610236101 315 7600 SH SHARED 01 7600
MONSANTO CO COM 61166W101 518 6500 SH SHARED 6500
MORGAN STANLEY COM 617446448 214 10912 SH SHARED 10912
MORGAN STANLEY COM 617446448 3928 200000 SH PUT SHARED 02 0
MORGAN STANLEY EMERGING MARK COM 617477104 333 20500 SH SHARED 01 20500
MORNINGSTAR INC COM 617700109 313 4957 SH SHARED 01 4957
MOSAIC CO/THE COM 61945C103 1769 32000 SH SHARED 32000
MOTOROLA MOBILITY HOLDINGS I COM 620097105 263 6700 SH SHARED 01 6700
MOTOROLA SOLUTIONS INC COM 620076307 783 15400 SH SHARED 01 15400
MOTOROLA SOLUTIONS INC COM 620076307 908 17859 SH SHARED 17859
MSC INDUSTRIAL DIRECT CO-A COM 553530106 516 6200 SH SHARED 6200
MURPHY OIL CORP COM 626717102 1031 18320 SH SHARED 18320
MURPHY OIL CORP COM 626717102 8694 154500 SH CALL SHARED 02 0
MVC CAPITAL INC COM 553829102 131 10000 SH SHARED 10000
NABORS INDUSTRIES LTD COM G6359F103 679 38823 SH SHARED 38823
NASDAQ OMX GROUP/THE COM 631103108 214 8281 SH SHARED 8281
NATIONAL FUEL GAS CO COM 636180101 956 19870 SH SHARED 19870
NATIONAL OILWELL VARCO INC COM 637071101 636 8000 SH SHARED 8000
NATIONAL PRESTO INDS INC COM 637215104 212 2791 SH SHARED 01 2791
NATIONAL REAIL PROPERTIES COM 637417106 3600 132400 SH SHARED 01 132400
NATIONAL REAIL PROPERTIES COM 637417106 519 19103 SH SHARED 19103
NATUS MEDICAL INC COM 639050103 193 16163 SH SHARED 01 16163
NCR CORPORATION COM 62886E108 295 13600 SH SHARED 01 13600
NCR CORPORATION COM 62886E108 535 24653 SH SHARED 24653
NETAPP INC COM 64110D104 287 6400 SH SHARED 01 6400
NETAPP INC COM 64110D104 527 11767 SH SHARED 11767
NETFLIX INC COM 64110L106 1095 9521 SH SHARED 9521
NETFLIX INC COM 64110L106 46 400 SH SHARED 01 400
NEW GOLD INC COM 644535106 201 20345 SH SHARED 20345
NEW YORK TIMES CO CL A COM 650111107 121 17800 SH SHARED 01 17800
NEWELL RUBBERMAID INC COM 651229106 846 47500 SH SHARED 01 47500
NEWELL RUBBERMAID INC COM 651229106 69 3873 SH SHARED 3873
NEWMONT MINING COM 651639106 2810 54808 SH SHARED 54808
NEWS CORP-CL A COM 65248E104 429 21800 SH SHARED 01 21800
NEWS CORP-CL A COM 65248E104 243 12357 SH SHARED 12357
NEXEN INC COM 65334H102 716 38998 SH SHARED 38998
NEXEN INC COM 65334H102 776 42300 SH SHARED 01 42300
NEXTERA ENERGY INC COM 65339F101 1958 32058 SH SHARED 32058
NIKE INC CL B STOCK COM 654106103 304 2800 SH SHARED 01 2800
NIKE INC CL B STOCK COM 654106103 4 37 SH SHARED 37
NOBLE CORP COM H5833N103 573 15288 SH SHARED 15288
NOBLE ENERGY INC. COM 655044105 508 5200 SH SHARED 5200
NOBLE ENERGY INC. COM 655044105 11763 120300 SH CALL SHARED 02 0
NOBLE ENERGY INC. COM 655044105 11734 120000 SH PUT SHARED 02 0
NORFOLK SOUTHERN CORP COM 655844108 468 7112 SH SHARED 7112
NORFOLK SOUTHERN CORP COM 655844108 9875 150000 SH CALL SHARED 02 0
NORFOLK SOUTHERN CORP COM 655844108 5754 87400 SH PUT SHARED 02 0
NORTHERN OIL AND GAS INC COM 665531109 611 29443 SH SHARED 29443
NORTHERN TRUST CORP COM 665859104 287 6049 SH SHARED 6049
NOVAGOLD RESOURCES INC COM 66987E206 157 21873 SH SHARED 21873
NPS PHARMACEUTICALS INC COM 62936P103 136 19818 SH SHARED 01 19818
NU SKIN ENTERPRISES INC - A COM 67018T105 475 8200 SH SHARED 01 8200
NUANCE COMM INC COM 67020Y100 2717 106200 SH SHARED 01 106200
NUANCE COMM INC COM 67020Y100 143 5605 SH SHARED 5605
NUCOR CORP COM 670346105 879 20472 SH SHARED 20472
NUVEEN CREDIT STRATEGIES INCOM COM 67073D102 383 42700 SH SHARED 01 42700
NUVEEN FLOATING RATE INCOME COM 67072T108 163 13700 SH SHARED 01 13700
NUVEEN FLOATING TR INC OPP COM 6706EN100 141 11700 SH SHARED 01 11700
NUVEEN MUNICIPAL OPPORTUNITY F COM 670984103 174 11900 SH SHARED 01 11900
NUVEEN MUNICIPAL VALUE FUND COM 670928100 213 21200 SH SHARED 01 21200
NUVEEN PREFERRED INCOME OPPORT COM 67073B106 266 29900 SH SHARED 01 29900
NUVEEN QUALITY PREFERRED II ETF 67072C105 226 26200 SH SHARED 01 26200
NVR INC COM 62944T105 363 500 SH SHARED 01 500
NVR INC COM 62944T105 508 700 SH SHARED 700
NYSE EURONEXT COM 629491101 1404 46800 SH SHARED 01 46800
O'REILLY AUTOMOTIVE INC COM 67103H107 338 3700 SH SHARED 01 3700
OCCIDENTAL PETRO USD COM 674599105 1485 15589 SH SHARED 15589
OCWEN FINANCIAL CORP COM 675746309 947 60600 SH SHARED 01 60600
OFFICE DEPOT INC COM 676220106 155 45000 SH SHARED 01 45000
OFFICEMAX INC COM 67622P101 160 28000 SH SHARED 01 28000
OGE ENERGY CORP COM 670837103 638 11929 SH SHARED 11929
OIL STATES INTERNATIONAL INC COM 678026105 234 2999 SH SHARED 2999
OLD REPUBLIC INTL CORP COM 680223104 117 11094 SH SHARED 11094
OLIN CORP COM 680665205 507 23300 SH SHARED 23300
OMNICOM GROUP COM 681919106 522 10300 SH SHARED 10300
ON SEMICONDUCTOR CORP COM 682189105 455 50500 SH SHARED 01 50500
ON SEMICONDUCTOR CORP COM 682189105 223 24792 SH SHARED 24792
ONEOK INC COM 682680103 237 2908 SH SHARED 2908
ONYX PHARMACEUTICALS INC COM 683399109 942 24988 SH SHARED 24988
OPEN TEXT CORP COM 683715106 459 7500 SH SHARED 7500
ORACLE CORP COM 68389X105 458 15700 SH SHARED 01 15700
ORACLE CORP COM 68389X105 528 18120 SH SHARED 18120
OVERSEAS SHIPHOLDING GROUP COM 690368105 211 16700 SH SHARED 01 16700
OWENS & MINOR INC HLDG CO COM 690732102 316 10400 SH SHARED 01 10400
P G & E CORP COM 69331C108 1758 40489 SH SHARED 40489
P.F. CHANGS CHINA BISTRO INC COM 69333Y108 371 9400 SH SHARED 01 9400
PALL CORP COM 696429307 322 5405 SH SHARED 5405
PAN AMERICAN SILVER CORP COM 697900108 1833 83070 SH SHARED 83070
PANDORA MEDIA INC COM 698354107 121 11900 SH SHARED 01 11900
PANDORA MEDIA INC COM 698354107 356 34839 SH SHARED 34839
PAPA JOHNS INTL COM 698813102 293 7786 SH SHARED 01 7786
PAR PHARMACEUTICAL COS INC COM 69888P106 349 9000 SH SHARED 01 9000
PARKER-HANNIFIN CORP COM 701094104 530 6266 SH SHARED 6266
PARTNERRE LTD COM G6852T105 3727 54900 SH SHARED 01 54900
PATTERSON COS INC COM 703395103 324 9700 SH SHARED 01 9700
PAYCHEX INC COM 704326107 1395 45000 SH SHARED 01 45000
PAYCHEX INC COM 704326107 1530 49370 SH SHARED 49370
PDL BIOPHARMA INC COM 69329Y104 451 71000 SH SHARED 01 71000
PENN WEST ENERGY TRUST COM 707887105 567 28948 SH SHARED 28948
PENNANTPARK INVESTMENT CORP COM 708062104 520 50000 SH SHARED 50000
PENNEY JC CO COM 708160106 1446 40800 SH SHARED 01 40800
PENNEY JC CO COM 708160106 1279 36108 SH SHARED 36108
PEOPLES UNITED FINANCIAL COM 712704105 290 21900 SH SHARED 01 21900
PEOPLES UNITED FINANCIAL COM 712704105 277 20894 SH SHARED 20894
PERRIGO CO COM 714290103 310 3000 SH SHARED 01 3000
PERRIGO CO COM 714290103 334 3237 SH SHARED 3237
PETROLEUM DEVELOPMENT CORP COM 716578109 482 13000 SH SHARED 13000
PETSMART INC COM 716768106 1671 29200 SH SHARED 01 29200
PETSMART INC COM 716768106 9 154 SH SHARED 154
PFIZER INC COM 717081103 551 24335 SH SHARED 24335
PHOTRONICS INC COM 719405102 108 16200 SH SHARED 01 16200
PIEDMONT OFFICE REALTY TRU-A COM 720190206 4509 254000 SH SHARED 01 254000
PIEDMONT OFFICE REALTY TRU-A COM 720190206 137 7722 SH SHARED 7722
PIER 1 IMPORTS INC DEL COM 720279108 594 32700 SH SHARED 01 32700
PIMCO FLOATING RATE STGY COM 72201J104 139 13700 SH SHARED 01 13700
PIMCO HIGH INCOME FUND COM 722014107 193 15050 SH SHARED 01 15050
PINNACLE ENTERTAINMENT INC COM 723456109 119 10300 SH SHARED 01 10300
PIONEER NATURAL RESOURCES CO COM 723787107 558 5000 SH SHARED 5000
PITNEY-BOWES INC COM 724479100 274 15600 SH SHARED 01 15600
PLAINS EXPLORATION & PRODUCT COM 726505100 814 19084 SH SHARED 19084
PLANTRONICS INC COM 727493108 153 3800 SH SHARED 01 3800
PLANTRONICS INC COM 727493108 539 13400 SH SHARED 13400
POLYCOM INC COM 73172K104 196 10300 SH SHARED 01 10300
POLYCOM INC COM 73172K104 19 976 SH SHARED 976
POTASH CORP OF SASKATCHEWAN COM 73755L107 1371 30000 SH SHARED 30000
PRECISION CASTPARTS CORP COM 740189105 1167 6748 SH SHARED 6748
PRICELINE.COM INC COM 741503403 1982 2762 SH SHARED 2762
PRICESMART INC COM 741511109 400 5500 SH SHARED 01 5500
PROCTER & GAMBLE COM 742718109 3690 54900 SH SHARED 01 54900
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 323 14900 SH SHARED 01 14900
PROSPECT CAPITAL CORP COM 74348T102 2333 212500 SH SHARED 01 212500
PROSPECT CAPITAL CORP COM 74348T102 230 20990 SH SHARED 20990
PROVIDENT ENERGY LTD COM 74386V100 791 65500 SH SHARED 01 65500
PRUDENTIAL FINANCIAL INC COM 744320102 222 3502 SH SHARED 3502
PSS WORLD MEDICAL INC COM 69366A100 294 11600 SH SHARED 01 11600
PSS WORLD MEDICAL INC COM 69366A100 12 458 SH SHARED 458
PUBLIC SERVICE ENTERPRISE GP COM 744573106 493 16100 SH SHARED 16100
PUBLIC STORAGE COM 74460D109 274 1983 SH SHARED 1983
PULTE HOMES INC COM 745867101 506 57200 SH SHARED 01 57200
PULTE HOMES INC COM 745867101 1328 150000 SH PUT SHARED 02 0
PUTNAM MASTER INTER INC TST COM 746909100 83 16200 SH SHARED 01 16200
PUTNAM PREMIER INCOME TRUST COM 746853100 244 44300 SH SHARED 01 44300
PVH CORP COM 693656100 1300 14552 SH SHARED 14552
QIAGEN N.V. COM N72482107 324 20800 SH SHARED 01 20800
QUALCOMM INC. COM 747525103 782 11500 SH SHARED 11500
QUALCOMM INC. COM 747525103 150 2200 SH SHARED 01 2200
QUEST DIAGNOSTICS INC COM 74834L100 306 5000 SH SHARED 01 5000
QUEST DIAGNOSTICS INC COM 74834L100 765 12511 SH SHARED 12511
QUIDEL CORP COM 74838J101 246 13378 SH SHARED 01 13378
RADIAN GROUP INC COM 750236101 160 36700 SH SHARED 01 36700
RADIOSHACK CORP COM 750438103 446 71700 SH SHARED 71700
RALCORP HOLDINGS INC COM 751028101 1082 14600 SH SHARED 01 14600
RALPH LAUREN CORP COM 751212101 575 3300 SH SHARED 01 3300
RALPH LAUREN CORP COM 751212101 837 4800 SH SHARED 4800
RAYONIER INC COM 754907103 2557 58000 SH SHARED 01 58000
RAYONIER INC COM 754907103 884 20043 SH SHARED 20043
RAYTHEON COMPANY COM 755111507 1861 35256 SH SHARED 35256
REALTY INCOME CORP COM 756109104 527 13600 SH SHARED 13600
RED HAT INC COM 756577102 246 4100 SH SHARED 01 4100
RED HAT INC COM 756577102 374 6238 SH SHARED 6238
REGAL ENTERTAINMENT GROUP - A COM 758766109 673 49500 SH SHARED 01 49500
REGAL ENTERTAINMENT GROUP - A COM 758766109 347 25534 SH SHARED 25534
REGAL ENTERTAINMENT GROUP - A COM 758766109 827 60800 SH CALL SHARED 02 0
REGIONS FINANCIAL CORP COM 7591EP100 180 27386 SH SHARED 27386
RESEARCH IN MOTION COM 760975102 189 12900 SH SHARED 01 12900
RESMED INC COM 761152107 501 16200 SH SHARED 01 16200
REX ENERGY CORP COM 761565100 374 35000 SH SHARED 35000
REYNOLDS AMERICAN INC COM 761713106 3572 86200 SH SHARED 01 86200
REYNOLDS AMERICAN INC COM 761713106 367 8860 SH SHARED 8860
RIO TINTO PLC-SPON ADR ADR 767204100 1112 20000 SH SHARED 20000
ROBBINS & MYERS INC COM 770196103 354 6805 SH SHARED 6805
ROCK-TENN COMPANY -CL A COM 772739207 277 4095 SH SHARED 4095
ROCKWELL INTL CORP COM 773903109 277 3470 SH SHARED 3470
ROSETTA RESOURCES INC COM 777779307 694 14239 SH SHARED 14239
ROSS STORES INC COM 778296103 540 9300 SH SHARED 9300
ROVI CORP COM 779376102 361 11100 SH SHARED 01 11100
ROVI CORP COM 779376102 473 14526 SH SHARED 14526
ROYAL BANK OF CANADA COM 780087102 340 5856 SH SHARED 5856
ROYAL BANK OF CANADA COM 780087102 1229 21200 SH SHARED 01 21200
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 212 7199 SH SHARED 7199
ROYAL GOLD INC COM 780287108 232 3563 SH SHARED 3563
RPC INC COM 749660106 393 37000 SH SHARED 37000
RR DONNELLEY & SONS CO COM 257867101 126 10206 SH SHARED 10206
RUBY TUESDAY INC COM 781182100 1963 215000 SH SHARED 215000
S&P 500 DEPOSITORY RECEIPT COM 78462F103 147404 1047500 SH CALL SHARED 02 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 126141 896400 SH PUT SHARED 02 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 372908 2650000 SH PUT SOLE 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 10554 75000 SH PUT SOLE 0
SAFEWAY INC COM 786514208 1176 58200 SH SHARED 01 58200
SAFEWAY INC COM 786514208 311 15371 SH SHARED 15371
SAIC INC COM 78390X101 599 45370 SH SHARED 45370
SAKS INC COM 79377W108 30 2600 SH SHARED 01 2600
SAKS INC COM 79377W108 1619 139421 SH SHARED 139421
SALESFORCE.COM INC COM 79466L302 16245 105142 SH SHARED 02 105142
SALESFORCE.COM INC COM 79466L302 139 900 SH SHARED 01 900
SALESFORCE.COM INC COM 79466L302 15 97 SH SHARED 97
SALESFORCE.COM INC COM 79466L302 6180 40000 SH PUT SHARED 02 0
SALLY BEAUTY CO INC ADR 79546E104 288 11600 SH SHARED 01 11600
SALLY BEAUTY CO INC ADR 79546E104 216 8694 SH SHARED 8694
SALOMON BROS HIGH INC FD II COM 95766J102 171 17100 SH SHARED 01 17100
SANDISK CORP COM 80004C101 545 11000 SH SHARED 01 11000
SANOFI-SYNTHELABO SA-ADR ADR 80105N105 659 17000 SH SHARED 17000
SARA LEE CORP COM 803111103 883 41000 SH SHARED 01 41000
SCANA CORP COM 80589M102 511 11200 SH SHARED 11200
SCHLUMBERGER LTD COM 806857108 754 10777 SH SHARED 10777
SCHWAB (CHARLES) CORP COM 808513105 1167 81200 SH SHARED 01 81200
SCHWAB (CHARLES) CORP COM 808513105 344 23919 SH SHARED 23919
SEAGATE TECH COM G7945M107 275 10200 SH SHARED 01 10200
SEAGATE TECH COM G7945M107 339 12592 SH SHARED 12592
SEALED AIR CORP - NEW COM 81211K100 143 7400 SH SHARED 01 7400
SEALED AIR CORP - NEW COM 81211K100 172 8901 SH SHARED 8901
SEARS HOLDINGS CORP COM 812350106 119 1800 SH SHARED 01 1800
SEARS HOLDINGS CORP COM 812350106 698 10533 SH SHARED 10533
SEARS HOLDINGS CORP COM 812350106 1060 16000 SH PUT SHARED 02 0
SELECT COMFORT CORPORATION COM 81616X103 209 6452 SH SHARED 6452
SENIOR HOUSING PROP TRUST COM 81721M109 64 2922 SH SHARED 2922
SENIOR HOUSING PROP TRUST COM 81721M109 582 26400 SH SHARED 01 26400
SERVICE CORP INTERNATIONAL COM 817565104 145 12900 SH SHARED 01 12900
SERVICE CORP INTERNATIONAL COM 817565104 127 11238 SH SHARED 11238
SERVICESOURCE INTERNATIONAL COM 81763U100 241 15598 SH SHARED 15598
SHAW COMMUNICATIONS INC-B COM 82028K200 310 14666 SH SHARED 01 14666
SHAW GROUP INC COM 820280105 736 23200 SH SHARED 23200
SHERWIN WILLIAMS COM 824348106 427 3930 SH SHARED 3930
SIGMA-ALDRICH COM 826552101 283 3868 SH SHARED 3868
SIGNET JEWELERS LTD COM G81276100 775 16400 SH SHARED 01 16400
SIGNET JEWELERS LTD COM G81276100 176 3726 SH SHARED 3726
SILVER WHEATON CORP COM 828336107 2673 80508 SH SHARED 80508
SIMON PROPERTY GROUP INC COM 828806109 416 2858 SH SHARED 2858
SINA.COM COM G81477104 507 7800 SH SHARED 01 7800
SKYWORKS SOLUTIONS INC COM 83088M102 151 5451 SH SHARED 5451
SKYWORKS SOLUTIONS INC COM 83088M102 578 20900 SH SHARED 01 20900
SL GREEN REALTY CORP COM 78440X101 310 4000 SH SHARED 01 4000
SLM CORP COM 78442P106 886 56200 SH SHARED 01 56200
SLM CORP COM 78442P106 370 23475 SH SHARED 23475
SLM CORP COM 78442P106 788 50000 SH PUT SHARED 02 0
SM ENERGY CO COM 78454L100 1861 26301 SH SHARED 26301
SMITHFIELD FOODS INC COM 832248108 2575 116900 SH SHARED 01 116900
SMITHFIELD FOODS INC COM 832248108 253 11465 SH SHARED 11465
SNYDERS-LANCE INC COM 833551104 331 12800 SH SHARED 01 12800
SOLARWINDS INC COM 83416B109 27 700 SH SHARED 01 700
SOLARWINDS INC COM 83416B109 174 4498 SH SHARED 4498
SOLERA HOLDINGS INC COM 83421A104 500 10900 SH SHARED 01 10900
SONOCO PRODUCTS CO COM 835495102 277 8334 SH SHARED 8334
SOUTHWESTERN ENERGY CO COM 845467109 787 25705 SH SHARED 25705
SPDR GOLD TRUST COM 78463V107 23510 145000 SH SHARED 02 145000
SPDR GOLD TRUST COM 78463V107 20268 125000 SH SOLE 125000
SPDR GOLD TRUST COM 78463V107 32428 200000 SH PUT SHARED 02 0
SPROTT PHYSICAL SILVER TRUST COM 85207K107 136 10000 SH SOLE 10000
STANLEY BLACK & DECKER INC COM 854502101 286 3716 SH SHARED 3716
STANTEC INC COM 85472N109 332 10400 SH SHARED 01 10400
STATE BANK FINANCIAL CORP COM 856190103 2276 130000 SH SHARED 130000
STEEL DYNAMICS INC COM 858119100 483 33200 SH SHARED 33200
STERICYCLE INC COM 858912108 443 5300 SH SHARED 01 5300
STEVEN MADDEN LTD COM 556269108 509 11900 SH SHARED 01 11900
STONE ENERGY CORP COM 861642106 737 25787 SH SHARED 25787
STRYKER CORP COM 863667101 214 3856 SH SHARED 3856
STUDENT TRANS OF AMERICA LTD COM 86388A108 309 43600 SH SHARED 01 43600
SUNCOR ENERGY INC COM 867224107 1014 31000 SH SHARED 31000
SUNTRUST BANKS INC COM 867914103 609 25200 SH SHARED 01 25200
SUNTRUST BANKS INC COM 867914103 21 874 SH SHARED 874
SUPERIOR ENERGY SERVICES INC COM 868157108 534 20241 SH SHARED 20241
SUPERVALU INC COM 868536103 1679 294100 SH SHARED 01 294100
SUPERVALU INC COM 868536103 111 19457 SH SHARED 19457
SUSSER HOLDINGS CORP COM 869233106 1651 64300 SH SHARED 64300
SUSSER HOLDINGS CORP COM 869233106 77 3000 SH SHARED 01 3000
SVB FINANCIAL GROUP COM 78486Q101 547 8500 SH SHARED 01 8500
SYMANTEC CORP COM 871503108 669 35777 SH SHARED 35777
SYNOVUS FINANCIAL CORP COM 87161C105 592 288800 SH SHARED 01 288800
SYSCO CORP COM 871829107 352 11800 SH SHARED 01 11800
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 752 48892 SH SHARED 48892
TALISMAN ENERGY INC COM 87425E103 500 39800 SH SHARED 01 39800
TANGER FACTORY OUTLET CENTER COM 875465106 2161 72700 SH SHARED 01 72700
TANGER FACTORY OUTLET CENTER COM 875465106 204 6872 SH SHARED 6872
TAUBMAN CENTERS INC COM 876664103 263 3600 SH SHARED 01 3600
TCF FINANCIAL COM 872275102 273 22989 SH SHARED 22989
TE CONNECTIVITY LTD COM H84989104 492 13389 SH SHARED 01 13389
TEAVANA HOLDINGS INC COM 87819P102 1418 71900 SH CALL SHARED 02 0
TECHE CORP COM 878377100 294 4200 SH SHARED 01 4200
TECK COMINCO LTD-CL B COM 878742204 2302 64549 SH SHARED 64549
TELEFLEX INC COM 879369106 434 7100 SH SHARED 01 7100
TELEPHONE & DATA SYSTEMS INC COM 879433829 847 36600 SH SHARED 01 36600
TELEPHONE & DATA SYSTEMS INC COM 879433829 386 16676 SH SHARED 16676
TEMPLETON GLOBAL INCOME FUND COM 880198106 262 27200 SH SHARED 01 27200
TERADATA CORP COM 88076W103 559 8200 SH SHARED 01 8200
TERADATA CORP COM 88076W103 348 5113 SH SHARED 5113
TERADYNE INC COM 880770102 257 15200 SH SHARED 01 15200
TEREX CORP. COM 880779103 459 20400 SH SHARED 20400
TESLA MOTORS INC COM 88160R101 279 7494 SH SHARED 7494
TESORO PETROLEUM CORP COM 881609101 2872 107000 SH SHARED 02 107000
TESORO PETROLEUM CORP COM 881609101 765 28506 SH SHARED 28506
TESORO PETROLEUM CORP COM 881609101 5049 188100 SH PUT SHARED 02 0
TEVA PHARMACEUTICAL-SPON ADR ADR 881624209 203 4500 SH SHARED 4500
TEXAS INSTRUMENTS INC COM 882508104 279 8300 SH SHARED 01 8300
THE HERSHEY COMPANY COM 427866108 60 985 SH SHARED 985
THE HERSHEY COMPANY COM 427866108 1969 32100 SH SHARED 01 32100
THE WALT DISNEY CO COM 254687106 324 7400 SH SHARED 01 7400
THERMO FISHER SCIENTIFIC INC COM 883556102 396 7015 SH SHARED 7015
THOMPSON CREEK METALS CO INC COM 884768102 110 16200 SH SHARED 01 16200
THOMPSON CREEK METALS CO INC COM 884768102 60 8852 SH SHARED 8852
THOMSON REUTERS CORP COM 884903105 353 12200 SH SHARED 01 12200
THOMSON REUTERS CORP COM 884903105 2238 77400 SH SHARED 01 77400
THOR INDUSTRIES INC COM 885160101 357 11300 SH SHARED 01 11300
THORATEC CORP COM 885175307 252 7468 SH SHARED 7468
TIDEWATER INC COM 886423102 1359 25156 SH SHARED 25156
TIFFANY & CO COM 886547108 491 7100 SH SHARED 01 7100
TIFFANY & CO COM 886547108 736 10650 SH SHARED 10650
TIM HORTONS INC COM 88706M103 659 12300 SH SHARED 01 12300
TIM HORTONS INC COM 88706M103 107 2000 SH SHARED 2000
TIME WARNER CABLE-A COM 88732J207 654 8024 SH SHARED 8024
TITAN MACHINERY INC COM 88830R101 564 20000 SH SHARED 20000
TITANIUM METALS CORP COM 888339207 141 10400 SH SHARED 01 10400
TOOTSIE ROLL INDS COM 890516107 243 10588 SH SHARED 01 10588
TORCHMARK CORP COM 891027104 1092 21900 SH SHARED 01 21900
TORCHMARK CORP COM 891027104 3 51 SH SHARED 51
TORONTO-DOMINION BANK COM 891160509 493 5800 SH SHARED 01 5800
TORONTO-DOMINION BANK COM 891160509 1597 18805 SH SHARED 18805
TOTAL SYSTEM SERVICES INC COM 891906109 524 22700 SH SHARED 22700
TOWERS WATSON & CO-CL A COM 891894107 317 4800 SH SHARED 01 4800
TPC GROUP INC COM 89236Y104 707 16000 SH SHARED 16000
TRANSALTA CORP COM 89346D107 4769 254300 SH SHARED 01 254300
TRAVELERS COS INC COM 89417E109 3747 63300 SH SHARED 01 63300
TRAVELERS COS INC COM 89417E109 1089 18403 SH SHARED 18403
TREEHOUSE FOODS INC COM 89469A104 1144 19230 SH SHARED 01 19230
TUTOR PERINI CORP COM 901109108 467 30000 SH SHARED 30000
TW TELECOM INC COM 87311L104 412 18600 SH SHARED 01 18600
TYSON FOODS INC - CL A COM 902494103 1354 70700 SH SHARED 01 70700
TYSON FOODS INC - CL A COM 902494103 143 7480 SH SHARED 7480
UBS AG-REG COM H89231338 1956 139500 SH SHARED 01 139500
UBS AG-REG COM H89231338 214 15234 SH SHARED 15234
UDR INC COM 902653104 1888 70700 SH SHARED 01 70700
UGI CORP COM 902681105 501 18386 SH SHARED 18386
UNDER ARMOUR INC-CLASS A COM 904311107 550 5847 SH SHARED 5847
UNDER ARMOUR INC-CLASS A COM 904311107 85 900 SH SHARED 01 900
UNION PACIFIC CORP COM 907818108 766 7130 SH SHARED 7130
UNITED NATURAL FOODS INC COM 911163103 453 9700 SH SHARED 01 9700
UNITED ONLINE INC COM 911268100 118 24200 SH SHARED 01 24200
UNITED STATES STEEL GROUP COM 912909108 529 18000 SH SHARED 18000
UNITED STATES STEEL GROUP COM 912909108 6608 225000 SH CALL SHARED 02 0
UNITED TECHNOLOGIES COM 913017109 355 4286 SH SHARED 4286
UNITED THERAPEUTICS CORP COM 91307C102 287 6100 SH SHARED 01 6100
UNITED THERAPEUTICS CORP COM 91307C102 125 2648 SH SHARED 2648
UNIVERSAL CORP VA COM 913456109 294 6300 SH SHARED 01 6300
UNIVERSAL DISPLAY CORP COM 91347P105 499 13667 SH SHARED 13667
UNIVERSAL HEALTH SERVICES B COM 913903100 501 11945 SH SHARED 11945
UPS CL B COM 911312106 834 10337 SH SHARED 10337
US AIRWAYS GROUP INC COM 90341W108 42 5542 SH SHARED 5542
US AIRWAYS GROUP INC COM 90341W108 156 20600 SH SHARED 01 20600
US BANCORP COM 902973304 327 10335 SH SHARED 10335
USG CORP COM 903293405 188 10916 SH SHARED 10916
VAIL RESORTS INC COM 91879Q109 817 18900 SH SHARED 01 18900
VALASSIS COMMUNICATIONS INC COM 918866104 130 5650 SH SHARED 5650
VALASSIS COMMUNICATIONS INC COM 918866104 239 10400 SH SHARED 01 10400
VALERO ENERGY CORP COM 91913Y100 519 20153 SH SHARED 20153
VALLEY NATIONAL BANCORP COM 919794107 436 33671 SH SHARED 01 33671
VALSPAR CORP COM 920355104 854 17689 SH SHARED 17689
VECTOR GROUP LTD COM 92240M108 433 24412 SH SHARED 01 24412
VECTREN CORPORATION COM 92240G101 494 17000 SH SHARED 17000
VEECO INSTRUMENTS INC COM 922417100 475 16604 SH SHARED 16604
VENTAS INC COM 92276F100 434 7600 SH SHARED 01 7600
VENTAS INC COM 92276F100 223 3903 SH SHARED 3903
VERA BRADLEY INC COM 92335C106 284 9400 SH SHARED 01 9400
VERA BRADLEY INC COM 92335C106 238 7899 SH SHARED 7899
VERISK ANALYTICS INC-CLASS A COM 92345Y106 348 7400 SH SHARED 01 7400
VERISK ANALYTICS INC-CLASS A COM 92345Y106 141 3004 SH SHARED 3004
VERIZON COMMUNICATIONS COM 92343V104 5700 149100 SH SHARED 01 149100
VERIZON COMMUNICATIONS COM 92343V104 698 18270 SH SHARED 18270
VERTEX PHARMACEUTICALS INC COM 92532F100 452 11022 SH SHARED 11022
VIACOM INC-CLASS B COM 92553P201 830 17486 SH SHARED 17486
VIRGIN MEDIA INC COM 92769L101 532 21300 SH SHARED 01 21300
VIROPHARMA INC COM 928241108 316 10500 SH SHARED 01 10500
VIROPHARMA INC COM 928241108 405 13472 SH SHARED 13472
VISA INC-CLASS A SHRS COM 92826C839 802 6800 SH SHARED 01 6800
VOLCANO CORP COM 928645100 343 12100 SH SHARED 01 12100
VOLCANO CORP COM 928645100 77 2700 SH SHARED 2700
WA/CLAY US TREAS INFL PROT 2 COM 95766R104 164 12800 SH SHARED 01 12800
WAL-MART STORES INC COM 931142103 428 7000 SH SHARED 01 7000
WAL-MART STORES INC COM 931142103 526 8601 SH SHARED 8601
WALGREEN CO COM 931422109 308 9200 SH SHARED 01 9200
WALGREEN CO COM 931422109 342 10213 SH SHARED 10213
WALTER ENERGY INC COM 93317Q105 313 5287 SH SHARED 5287
WASHINGTON POST CL B COM 939640108 261 700 SH SHARED 01 700
WASHINGTON REAL ESTATE INV COM 939653101 1024 34490 SH SHARED 01 34490
WASTE CONNECTIONS INC COM 941053100 289 8891 SH SHARED 01 8891
WATSCO INC COM 942622200 326 4400 SH SHARED 01 4400
WATSON PHARMACEUTICALS INC COM 942683103 322 4800 SH SHARED 01 4800
WATSON PHARMACEUTICALS INC COM 942683103 939 14000 SH SHARED 14000
WD 40 CO COM 929236107 263 5796 SH SHARED 01 5796
WEATHERFORD INTL LTD COM H27013103 876 58050 SH SHARED 58050
WEBSTER FINANCIAL CORP COM 947890109 1875 82700 SH SHARED 01 82700
WEBSTER FINANCIAL CORP COM 947890109 73 3207 SH SHARED 3207
WEIGHT WATCHERS INTL INC COM 948626106 170 2200 SH SHARED 01 2200
WEIGHT WATCHERS INTL INC COM 948626106 518 6710 SH SHARED 6710
WELLS FARGO ADVANTAGE INCOME COM 94987B105 246 24000 SH SHARED 01 24000
WELLS FARGO ADVANTAGE MULTI-SE COM 94987D101 168 11100 SH SHARED 01 11100
WENDYS CO/THE COM 95058W100 629 125600 SH SHARED 01 125600
WENDYS CO/THE COM 95058W100 15 2948 SH SHARED 2948
WEST PHARMACEUTICAL SERVICES COM 955306105 323 7600 SH SHARED 01 7600
WESTAR ENERGY COM 95709T100 506 18100 SH SHARED 18100
WESTERN ASSET HIGH INCOME OP COM 95766K109 115 18700 SH SHARED 01 18700
WESTERN DIGITAL CORP COM 958102105 120 2900 SH SHARED 01 2900
WESTERN DIGITAL CORP COM 958102105 118 2848 SH SHARED 2848
WESTERN UNION CO COM 959802109 894 50800 SH SHARED 01 50800
WESTPORT INNOVATIONS INC COM 960908309 798 19501 SH SHARED 19501
WESTPORT INNOVATIONS INC COM 960908309 1075 26200 SH SHARED 01 26200
WEYERHAEUSER CO COM 962166104 449 20500 SH SHARED 01 20500
WHIRLPOOL CORP COM 963320106 666 8661 SH SHARED 8661
WHITING PETROLEUM CORP COM 966387102 836 15400 SH SHARED 15400
WI-LAN INC COM 928972108 262 50500 SH SHARED 01 50500
WILLIAMS SONOMA INC COM 969904101 416 11100 SH SHARED 01 11100
WILLIS GROUP HOLDINGS LTD COM G96666105 521 14903 SH SHARED 14903
WINDSTREAM CORP COM 97381W104 2529 216000 SH SHARED 01 216000
WINDSTREAM CORP COM 97381W104 46 3942 SH SHARED 3942
WMS INDUSTRIES INC COM 929297109 273 11485 SH SHARED 11485
WOLVERINE WORLD WIDE COM 978097103 729 19600 SH SHARED 01 19600
WORLD FUEL SERVICES CORP COM 981475106 500 12200 SH SHARED 12200
WORLD WRESTLING ENTMNT INC COM 98156Q108 124 13945 SH SHARED 01 13945
WR BERKLEY CORP COM 084423102 2792 77300 SH SHARED 01 77300
WR BERKLEY CORP COM 084423102 118 3267 SH SHARED 3267
WYNN RESORTS LTD COM 983134107 325 2600 SH SHARED 01 2600
WYNN RESORTS LTD COM 983134107 376 3011 SH SHARED 3011
XCEL ENERGY INC COM 98389B100 428 16158 SH SHARED 16158
XEROX CORP COM 984121103 782 96800 SH SHARED 01 96800
XILINX INC COM 983919101 197 5400 SH SHARED 01 5400
XILINX INC COM 983919101 107 2936 SH SHARED 2936
YAHOO! INC COM 984332106 664 43600 SH SHARED 01 43600
YAMANA GOLD INC COM 98462Y100 498 31872 SH SHARED 31872
YUM! BRANDS COM 988498101 772 10845 SH SHARED 10845
ZIMMER HOLDINGS INC COM 98956P102 296 4600 SH SHARED 01 4600
ZIMMER HOLDINGS INC COM 98956P102 530 8249 SH SHARED 8249
ZIONS BANCORPORATION COM 989701107 501 23338 SH SHARED 23338
ZIOPHARM ONCOLOGY INC COM 98973P101 6558 1214455 SH SOLE 1214455