-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Fpnm7ydZhcppqau0mPQTgBVK/jk7/hVJ5oHpLcI3jFh+nNzeEuNotIc7esx/T7Hx EkASAGIzBp2iagnbHOQePQ== 0001193125-09-234102.txt : 20091113 0001193125-09-234102.hdr.sgml : 20091113 20091113142734 ACCESSION NUMBER: 0001193125-09-234102 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091113 DATE AS OF CHANGE: 20091113 EFFECTIVENESS DATE: 20091113 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: 091180862 BUSINESS ADDRESS: STREET 1: 1275 KING STREET STREET 2: 2ND FLOOR CITY: GREENWICH STATE: CT ZIP: 06831-2936 MAIL ADDRESS: STREET 1: 1275 KING STREET STREET 2: 2ND FLOOR CITY: GREENWICH STATE: CT ZIP: 06831-2936 13F-HR 1 d13fhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or quarter Ended: September 30, 2009 Check here if Amendment [_]; Amendment Number: ---------------------- This Amendment (Check only one.): [_] is a restatement. [_] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Tudor Investment Corporation Address: 1275 King Street Greenwich, CT 06831 Form 13F File Number: 28-7762 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: John Torell Title: Managing Director and Chief Operating Officer Phone: (203) 863-6742 Signature, Place, and Date of Signing: /s/ John Torell Greenwich, CT 06831 November 13, 2009 - ------------------------------------- ------------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 13 NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Included Managers: Form 13F File Number Name - -------------------- --------------------------------------------------------- 28-5175 Tudor Proprietary Trading, L.L.C. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers 1. Form 13F Information Table Entry Total 436 Form 13F Information Table Value Total $413,337 (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, 2009
COLUMN COLUMN 1 COLUMN 2 COLUMN 3 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------------------------- ------------ --------- ------- ------------------- ------------------ -------- ------------------------- Investment Discretion ------------------ Voting Authority TITLE OF VALUE SHRS OR SH/ PUT/ shared- shared- ------------------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL defined other Managers Sole Shared None - -------------------------- ------------ --------- ------- ---------- --- ---- ---------- ------- -------- ---------- ------ ------- 3COM CORP COMMON STOCK 885535104 59 11,200 SH 11,200 - 1 11,200 - 3M CO COMMON STOCK 88579Y101 280 3,800 SH 3,800 - 1 3,800 - 99 CENTS ONLY STORES COMMON STOCK 65440K106 148 11,000 SH 11,000 - 1 11,000 - ACCENTURE PLC-CL A COMMON STOCK G1151C101 524 14,053 SH 14,053 - 1 14,053 - ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 467 37,700 SH 37,700 - 1 37,700 - ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 475 12,100 SH 12,100 - 1 12,100 - AEROPOSTALE INC COMMON STOCK 007865108 569 13,100 SH 13,100 - 1 13,100 - AETNA INC COMMON STOCK 00817Y108 1,341 48,200 SH 48,200 - 1 48,200 - AGRIUM INC COMMON STOCK 008916108 329 6,600 SH 6,600 - 1 6,600 - AK STEEL HOLDING CORP COMMON STOCK 001547108 1,261 63,900 SH 63,900 - 1 63,900 - AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 283 14,400 SH 14,400 - 1 14,400 - ALCON INC COMMON STOCK H01301102 541 3,900 SH 3,900 - 1 3,900 - ALKERMES INC COMMON STOCK 01642T108 165 18,000 SH 18,000 - 1 18,000 - ALLERGAN INC COMMON STOCK 018490102 993 17,500 SH 17,500 - 1 17,500 - ALLIANCE DATA SYSTEMS CORP COMMON STOCK 018581108 898 14,700 SH 14,700 - 1 14,700 - ALLIANCE HEALTHCARE SERVICE COMMON STOCK 018606202 58 10,300 SH 10,300 - 1 10,300 - ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 576 7,400 SH 7,400 - 1 7,400 - ALLIED IRISH BANKS-SPONS ADR COMMON STOCK 019228402 160 16,950 SH 16,950 - 1 16,950 - ALLOS THERAPEUTICS INC COMMON STOCK 019777101 375 51,700 SH 51,700 - 1 51,700 - AMERICAN CAMPUS COMMUNITIES COMMON STOCK 024835100 201 7,500 SH 7,500 - 1 7,500 - AMERICAN EQUITY INVT LIFE HL COMMON STOCK 025676206 73 10,400 SH 10,400 - 1 10,400 - AMERICAN EXPRESS CO COMMON STOCK 025816109 278 8,200 SH 8,200 - 1 8,200 - AMERICAN ORIENTAL BIOENGINEE COMMON STOCK 028731107 61 12,500 SH 12,500 - 1 12,500 - AMERICAN SUPERCONDUCTOR CORP COMMON STOCK 030111108 902 26,900 SH 26,900 - 1 26,900 - AMERICAN TOWER CORP-CL A COMMON STOCK 029912201 517 14,200 SH 14,200 - 1 14,200 - AMERIGROUP CORP COMMON STOCK 03073T102 516 23,295 SH 23,295 - 1 23,295 - AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 1,591 43,800 SH 43,800 - 1 43,800 - AMETEK INC COMMON STOCK 031100100 202 5,800 SH 5,800 - 1 5,800 - AMGEN INC COMMON STOCK 031162100 289 4,800 SH 4,800 - 1 4,800 - AMPHENOL CORP-CL A COMMON STOCK 032095101 317 8,400 SH 8,400 - 1 8,400 - APACHE CORP COMMON STOCK 037411105 275 3,000 SH 3,000 - 1 3,000 - APOLLO INVESTMENT CORP COMMON STOCK 03761U106 337 35,300 SH 35,300 - 1 35,300 - ARCELORMITTAL-NY REGISTERED COMMON STOCK 03938L104 375 10,100 SH 10,100 - 1 10,100 - ARCH COAL INC COMMON STOCK 039380100 277 12,500 SH CALL 12,500 - 1 12,500 - ASTRAZENECA PLC-SPONS ADR COMMON STOCK 046353108 1,807 40,206 SH 40,206 - 1 40,206 - ATHENAHEALTH INC COMMON STOCK 04685W103 599 15,600 SH 15,600 - 1 15,600 - ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 674 25,400 SH 25,400 - 1 25,400 - ATP OIL & GAS CORPORATION COMMON STOCK 00208J108 1,672 93,440 SH 93,440 - 1 93,440 - AUTODESK INC COMMON STOCK 052769106 445 18,700 SH 18,700 - 1 18,700 - AUTOLIV INC COMMON STOCK 052800109 562 16,722 SH 16,722 - 1 16,722 - AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 444 11,300 SH 11,300 - 1 11,300 - AUTOZONE INC COMMON STOCK 053332102 512 3,500 SH 3,500 - 1 3,500 - AUXILIUM PHARMACEUTICALS INC COMMON STOCK 05334D107 236 6,900 SH 6,900 - 1 6,900 - AVATAR HOLDINGS INC COMMON STOCK 053494100 304 16,000 SH 16,000 - 1 16,000 - AVIS BUDGET GROUP INC COMMON STOCK 053774105 304 22,761 SH 22,761 - 1 22,761 - BANK OF AMERICA CORP COMMON STOCK 060505104 186 11,000 SH 11,000 - 1 11,000 - BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 832 28,700 SH 28,700 - 1 28,700 - BARCLAYS PLC-SPONS ADR COMMON STOCK 06738E204 619 26,201 SH 26,201 - 1 26,201 - BAXTER INTERNATIONAL INC COMMON STOCK 071813109 633 11,100 SH 11,100 - 1 11,100 - BB&T CORP COMMON STOCK 054937107 940 34,500 SH 34,500 - 1 34,500 - BECKMAN COULTER INC COMMON STOCK 075811109 544 7,898 SH 7,898 - 1 7,898 - BED BATH & BEYOND INC COMMON STOCK 075896100 435 11,599 SH 11,599 - 1 11,599 - BEMIS COMPANY COMMON STOCK 081437105 259 10,000 SH 10,000 - 1 10,000 - BIGBAND NETWORKS INC COMMON STOCK 089750509 86 21,500 SH 21,500 - 1 21,500 - BIOCRYST PHARMACEUTICALS INC COMMON STOCK 09058V103 245 29,725 SH 29,725 - 1 29,725 - BMC SOFTWARE INC COMMON STOCK 055921100 516 13,754 SH 13,754 - 1 13,754 - BP PLC-SPONS ADR COMMON STOCK 055622104 442 8,300 SH 8,300 - 1 8,300 - BROADCOM CORP-CL A COMMON STOCK 111320107 678 22,100 SH 22,100 - 1 22,100 - BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 112 14,300 SH 14,300 - 1 14,300 - BROWN-FORMAN CORP-CLASS B COMMON STOCK 115637209 362 7,500 SH 7,500 - 1 7,500 - BRUKER CORP COMMON STOCK 116794108 1,515 142,000 SH 142,000 - 1 142,000 - BUCYRUS INTERNATIONAL INC COMMON STOCK 118759109 310 8,700 SH 8,700 - 1 8,700 - BUFFALO WILD WINGS INC COMMON STOCK 119848109 204 4,900 SH 4,900 - 1 4,900 - CA INC COMMON STOCK 12673P105 396 18,000 SH 18,000 - 1 18,000 - CABELA'S INC COMMON STOCK 126804301 137 10,300 SH 10,300 - 1 10,300 - CABLEVISION SYSTEMS-NY GRP-A COMMON STOCK 12686C109 1,380 58,088 SH 58,088 - 1 58,088 - CADBURY PLC-SPONS ADR COMMON STOCK 12721E102 210 4,100 SH 4,100 - 1 4,100 - CAL DIVE INTERNATIONAL INC COMMON STOCK 12802T101 117 11,786 SH 11,786 - 1 11,786 - CALLAWAY GOLF COMPANY COMMON STOCK 131193104 88 11,600 SH 11,600 - 1 11,600 - CAMECO CORP COMMON STOCK 13321L108 828 29,800 SH 29,800 - 1 29,800 - CAMERON INTERNATIONAL CORP COMMON STOCK 13342B105 272 7,200 SH 7,200 - 1 7,200 - CAMPBELL SOUP CO COMMON STOCK 134429109 532 16,300 SH 16,300 - 1 16,300 - CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 490 7,300 SH 7,300 - 1 7,300 - CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 397 11,100 SH 11,100 - 1 11,100 - CAPSTEAD MORTGAGE CORP COMMON STOCK 14067E506 281 20,200 SH 20,200 - 1 20,200 - CARDINAL HEALTH INC COMMON STOCK 14149Y108 431 16,100 SH 16,100 - 1 16,100 - CARDIONET INC COMMON STOCK 14159L103 146 21,659 SH 21,659 - 1 21,659 - CATERPILLAR INC COMMON STOCK 149123101 1,140 22,200 SH 22,200 - 1 22,200 - CB RICHARD ELLIS GROUP INC-A COMMON STOCK 12497T101 285 24,309 SH 24,309 - 1 24,309 - CEC ENTERTAINMENT INC COMMON STOCK 125137109 207 8,000 SH 8,000 - 1 8,000 - CELANESE CORP-SERIES A COMMON STOCK 150870103 616 24,653 SH 24,653 - 1 24,653 - CEMEX SAB-SPONS ADR PART CER COMMON STOCK 151290889 155 12,000 SH 12,000 - 1 12,000 - CENTRAL PACIFIC FINANCIAL CO COMMON STOCK 154760102 54 21,300 SH 21,300 - 1 21,300 - CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 1,157 123,740 SH 123,740 - 1 123,740 - CHEESECAKE FACTORY INC/THE COMMON STOCK 163072101 278 15,000 SH 15,000 - 1 15,000 - CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 4,723 166,300 SH 166,300 - 1 166,300 - CHEVRON CORP COMMON STOCK 166764100 563 8,000 SH 8,000 - 1 8,000 - CHURCH & DWIGHT CO INC COMMON STOCK 171340102 289 5,100 SH 5,100 - 1 5,100 - CIGNA CORP COMMON STOCK 125509109 640 22,800 SH 22,800 - 1 22,800 - CKE RESTAURANTS INC COMMON STOCK 12561E105 107 10,200 SH 10,200 - 1 10,200 - CLOROX COMPANY COMMON STOCK 189054109 947 16,100 SH 16,100 - 1 16,100 - CME GROUP INC COMMON STOCK 12572Q105 2,466 8,000 SH 8,000 - 1 8,000 - COGENT INC COMMON STOCK 19239Y108 130 12,900 SH 12,900 - 1 12,900 - COGO GROUP INC COMMON STOCK 192448108 96 15,700 SH 15,700 - 1 15,700 - COINSTAR INC COMMON STOCK 19259P300 561 17,000 SH 17,000 - 1 17,000 - COLLECTIVE BRANDS INC COMMON STOCK 19421W100 362 20,900 SH 20,900 - 1 20,900 - COMMERCIAL METALS CO COMMON STOCK 201723103 390 21,800 SH 21,800 - 1 21,800 - COMMSCOPE INC COMMON STOCK 203372107 383 12,800 SH 12,800 - 1 12,800 - COMPASS DIVERSIFIED HOLDINGS COMMON STOCK 20451Q104 140 13,400 SH 13,400 - 1 13,400 - COMPUTER SCIENCES CORP COMMON STOCK 205363104 411 7,800 SH 7,800 - 1 7,800 - COMPUWARE CORP COMMON STOCK 205638109 108 14,800 SH 14,800 - 1 14,800 - COMTECH TELECOMMUNICATIONS COMMON STOCK 205826209 309 9,300 SH 9,300 - 1 9,300 - CONCHO RESOURCES INC COMMON STOCK 20605P101 494 13,600 SH 13,600 - 1 13,600 - CONN'S INC COMMON STOCK 208242107 119 10,500 SH 10,500 - 1 10,500 - CONOCOPHILLIPS COMMON STOCK 20825C104 926 20,500 SH 20,500 - 1 20,500 - CONSTELLATION BRANDS INC-A COMMON STOCK 21036P108 401 26,440 SH 26,440 - 1 26,440 - CONSUMER DISCRETIONARY SELT COMMON STOCK 81369Y407 3,379 123,001 SH 123,001 - 1 123,001 - CONTINENTAL RESOURCES INC/OK COMMON STOCK 212015101 624 15,923 SH 15,923 - 1 15,923 - CONVERGYS CORP COMMON STOCK 212485106 134 13,500 SH 13,500 - 1 13,500 - COSTCO WHOLESALE CORP COMMON STOCK 22160K105 1,060 18,800 SH 18,800 - 1 18,800 - COTT CORPORATION COMMON STOCK 22163N106 82 11,200 SH 11,200 - 1 11,200 - CSX CORP COMMON STOCK 126408103 536 12,800 SH 12,800 - 1 12,800 - CVS CAREMARK CORP COMMON STOCK 126650100 250 7,000 SH 7,000 - 1 7,000 - DANA HOLDING CORP COMMON STOCK 235825205 586 86,000 SH 86,000 - 1 86,000 - DARDEN RESTAURANTS INC COMMON STOCK 237194105 259 7,600 SH 7,600 - 1 7,600 - DEAN FOODS CO COMMON STOCK 242370104 560 31,500 SH 31,500 - 1 31,500 - DEERE & CO COMMON STOCK 244199105 751 17,500 SH 17,500 - 1 17,500 - DELL INC COMMON STOCK 24702R101 395 25,900 SH 25,900 - 1 25,900 - DENBURY RESOURCES INC COMMON STOCK 247916208 666 43,990 SH 43,990 - 1 43,990 - DENDREON CORP COMMON STOCK 24823Q107 238 8,500 SH 8,500 - 1 8,500 - DEVELOPERS DIVERSIFIED RLTY COMMON STOCK 251591103 233 25,200 SH 25,200 - 1 25,200 - DEVON ENERGY CORPORATION COMMON STOCK 25179M103 640 9,500 SH 9,500 - 1 9,500 - DHT MARITIME INC COMMON STOCK Y2065G105 113 30,100 SH 30,100 - 1 30,100 - DIAGEO PLC-SPONSORED ADR COMMON STOCK 25243Q205 1,328 21,600 SH 21,600 - 1 21,600 - DOLLAR TREE INC COMMON STOCK 256746108 1,266 26,000 SH 26,000 - 1 26,000 - DOUGLAS EMMETT INC COMMON STOCK 25960P109 391 31,800 SH 31,800 - 1 31,800 - DR HORTON INC COMMON STOCK 23331A109 679 59,500 SH 59,500 - 1 59,500 - DST SYSTEMS INC COMMON STOCK 233326107 479 10,700 SH 10,700 - 1 10,700 - DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 823 25,600 SH 25,600 - 1 25,600 - EARTHLINK INC COMMON STOCK 270321102 234 27,800 SH 27,800 - 1 27,800 - EASTMAN CHEMICAL COMPANY COMMON STOCK 277432100 348 6,500 SH 6,500 - 1 6,500 - EASTMAN KODAK CO COMMON STOCK 277461109 112 23,400 SH 23,400 - 1 23,400 - EATON CORP COMMON STOCK 278058102 804 14,200 SH 14,200 - 1 14,200 - EATON VANCE CORP COMMON STOCK 278265103 285 10,200 SH 10,200 - 1 10,200 - ELECTRONIC ARTS INC COMMON STOCK 285512109 290 15,200 SH 15,200 - 1 15,200 - EMC CORP/MASS COMMON STOCK 268648102 317 18,600 SH 18,600 - 1 18,600 - EMPRESA BRASILEIRA DE AE- ADR COMMON STOCK 29081M102 775 33,800 SH 33,800 - 1 33,800 - ENCORE ACQUISITION CO COMMON STOCK 29255W100 228 6,100 SH 6,100 - 1 6,100 - ENDO PHARMACEUT HLDGS INC COMMON STOCK 29264F205 467 20,650 SH 20,650 - 1 20,650 - ENERGEN CORP COMMON STOCK 29265N108 263 6,100 SH 6,100 - 1 6,100 - ENERGY CONVERSION DEVICES COMMON STOCK 292659109 1,060 91,500 SH 91,500 - 1 91,500 - ENERGY SELECT SECTOR SPDR COMMON STOCK 81369Y506 1,494 27,700 SH 27,700 - 1 27,700 - ENI SPA-SPONSORED ADR COMMON STOCK 26874R108 244 4,900 SH 4,900 - 1 4,900 - EQUITY RESIDENTIAL COMMON STOCK 29476L107 442 14,400 SH 14,400 - 1 14,400 - EXELON CORP COMMON STOCK 30161N101 332 6,700 SH 6,700 - 1 6,700 - EXPEDIA INC COMMON STOCK 30212P105 704 29,400 SH 29,400 - 1 29,400 - FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 848 12,800 SH 12,800 - 1 12,800 - FAIRCHILD SEMICON INTERNATIO COMMON STOCK 303726103 186 18,200 SH 18,200 - 1 18,200 - FAMILY DOLLAR STORES COMMON STOCK 307000109 816 30,900 SH 30,900 - 1 30,900 - FASTENAL CO COMMON STOCK 311900104 1,091 28,200 SH 28,200 - 1 28,200 - FEDERAL SIGNAL CORP COMMON STOCK 313855108 104 14,500 SH 14,500 - 1 14,500 - FIFTH STREET FINANCE CORP COMMON STOCK 31678A103 164 15,000 SH 15,000 - 1 15,000 - FIRST AMERICAN CORPORATION COMMON STOCK 318522307 511 15,800 SH 15,800 - 1 15,800 - FIRST BANCORP PUERTO RICO COMMON STOCK 318672102 51 16,700 SH 16,700 - 1 16,700 - FIRST COMMONWEALTH FINL CORP COMMON STOCK 319829107 78 13,800 SH 13,800 - 1 13,800 - FIRST FINANCIAL HOLDINGS INC COMMON STOCK 320239106 351 22,000 SH 22,000 - 1 22,000 - FIRST MERCHANTS CORP COMMON STOCK 320817109 103 14,800 SH 14,800 - 1 14,800 - FIRST NIAGARA FINANCIAL GRP COMMON STOCK 33582V108 143 11,600 SH 11,600 - 1 11,600 - FIRSTENERGY CORP COMMON STOCK 337932107 809 17,700 SH 17,700 - 1 17,700 - FISERV INC COMMON STOCK 337738108 569 11,800 SH 11,800 - 1 11,800 - FLUOR CORP COMMON STOCK 343412102 666 13,100 SH 13,100 - 1 13,100 - FMC TECHNOLOGIES INC COMMON STOCK 30249U101 737 14,100 SH 14,100 - 1 14,100 - FORCE PROTECTION INC COMMON STOCK 345203202 106 19,500 SH 19,500 - 1 19,500 - FOSTER WHEELER AG COMMON STOCK H27178104 645 20,200 SH 20,200 - 1 20,200 - FREEPORT-MCMORAN COPPER COMMON STOCK 35671D857 377 5,500 SH 5,500 - 1 5,500 - FTI CONSULTING INC COMMON STOCK 302941109 375 8,800 SH 8,800 - 1 8,800 - GAMESTOP CORP-CLASS A COMMON STOCK 36467W109 230 8,700 SH 8,700 - 1 8,700 - GAP INC/THE COMMON STOCK 364760108 751 35,100 SH 35,100 - 1 35,100 - GAYLORD ENTERTAINMENT CO COMMON STOCK 367905106 866 43,100 SH 43,100 - 1 43,100 - GENCO SHIPPING & TRADING LTD COMMON STOCK Y2685T107 476 22,900 SH 22,900 - 1 22,900 - GENERAL STEEL HOLDINGS INC COMMON STOCK 370853103 75 19,400 SH 19,400 - 1 19,400 - GENWORTH FINANCIAL INC-CL A COMMON STOCK 37247D106 272 22,800 SH 22,800 - 1 22,800 - GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 131 13,800 SH 13,800 - 1 13,800 - GOLDCORP INC COMMON STOCK 380956409 307 7,600 SH 7,600 - 1 7,600 - GOODRICH CORP COMMON STOCK 382388106 505 9,300 SH 9,300 - 1 9,300 - GT SOLAR INTERNATIONAL INC COMMON STOCK 3623E0209 170 29,200 SH 29,200 - 1 29,200 - GYMBOREE CORP COMMON STOCK 403777105 513 10,600 SH 10,600 - 1 10,600 - HARLEY-DAVIDSON INC COMMON STOCK 412822108 1,044 45,412 SH 45,412 - 1 45,412 - HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 429 16,200 SH 16,200 - 1 16,200 - HASBRO INC COMMON STOCK 418056107 585 21,098 SH 21,098 - 1 21,098 - HEALTH CARE SELECT SECTOR COMMON STOCK 81369Y209 13,399 467,344 SH 467,344 - 1 467,344 - HEALTHSPRING INC COMMON STOCK 42224N101 151 12,300 SH 12,300 - 1 12,300 - HERCULES OFFSHORE INC COMMON STOCK 427093109 1,289 262,600 SH 262,600 - 1 262,600 - HERSHEY CO/THE COMMON STOCK 427866108 385 9,900 SH 9,900 - 1 9,900 - HERTZ GLOBAL HOLDINGS INC COMMON STOCK 42805T105 1,366 126,100 SH 126,100 - 1 126,100 - HESS CORP COMMON STOCK 42809H107 422 7,900 SH 7,900 - 1 7,900 - HEWLETT-PACKARD CO COMMON STOCK 428236103 65,339 1,384,000 SH 1,384,000 - 1 1,384,000 - HJ HEINZ CO COMMON STOCK 423074103 652 16,400 SH 16,400 - 1 16,400 - HOME DEPOT INC COMMON STOCK 437076102 1,479 55,500 SH 55,500 - 1 55,500 - HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 1,061 28,550 SH 28,550 - 1 28,550 - HORMEL FOODS CORP COMMON STOCK 440452100 572 16,100 SH 16,100 - 1 16,100 - HOT TOPIC INC COMMON STOCK 441339108 85 11,300 SH 11,300 - 1 11,300 - HUDSON CITY BANCORP INC COMMON STOCK 443683107 433 32,900 SH 32,900 - 1 32,900 - HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 81 17,200 SH 17,200 - 1 17,200 - IAMGOLD CORP COMMON STOCK 450913108 741 52,400 SH 52,400 - 1 52,400 - ICICI BANK LTD-SPON ADR COMMON STOCK 45104G104 490 12,700 SH 12,700 - 1 12,700 - IHS INC-CLASS A COMMON STOCK 451734107 404 7,900 SH 7,900 - 1 7,900 - INCYTE CORP COMMON STOCK 45337C102 769 113,900 SH 113,900 - 1 113,900 - INFORMATION SERVICES GR-CW11 COMMON STOCK 45675Y112 1,204 301,753 SH 301,753 - 1 301,753 - ING GROEP N.V.-SPONSORED ADR COMMON STOCK 456837103 253 14,200 SH 14,200 - 1 14,200 - INGRAM MICRO INC-CL A COMMON STOCK 457153104 197 11,701 SH 11,701 - 1 11,701 - INTEGRAL SYSTEMS INC/MD COMMON STOCK 45810H107 77 11,100 SH 11,100 - 1 11,100 - INTERCONTINENTALEXCHANGE INC COMMON STOCK 45865V100 360 3,700 SH 3,700 - 1 3,700 - INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 861 7,200 SH 7,200 - 1 7,200 - IRON MOUNTAIN INC COMMON STOCK 462846106 573 21,500 SH 21,500 - 1 21,500 - ISHARES FTSE/XINHUA CHINA 25 COMMON STOCK 464287184 27,826 680,000 SH CALL 680,000 - 1 680,000 - ISHARES MSCI BRAZIL COMMON STOCK 464286400 325 4,800 SH 4,800 - 1 4,800 - ISHARES MSCI EMERGING MKT IN COMMON STOCK 464287234 1,109 28,500 SH 28,500 - 1 28,500 - ITC HOLDINGS CORP COMMON STOCK 465685105 436 9,600 SH 9,600 - 1 9,600 - JABIL CIRCUIT INC COMMON STOCK 466313103 1,124 83,800 SH 83,800 - 1 83,800 - JACKSON HEWITT TAX SERVICE COMMON STOCK 468202106 82 16,000 SH 16,000 - 1 16,000 - JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 271 19,100 SH 19,100 - 1 19,100 - JDA SOFTWARE GROUP INC COMMON STOCK 46612K108 204 9,300 SH 9,300 - 1 9,300 - JDS UNIPHASE CORP COMMON STOCK 46612J507 1,013 142,500 SH CALL 142,500 - 1 142,500 - JETBLUE AIRWAYS CORP COMMON STOCK 477143101 593 99,200 SH 99,200 - 1 99,200 - JM SMUCKER CO/THE COMMON STOCK 832696405 853 16,100 SH 16,100 - 1 16,100 - JOS A BANK CLOTHIERS INC COMMON STOCK 480838101 251 5,600 SH 5,600 - 1 5,600 - JUNIPER NETWORKS INC COMMON STOCK 48203R104 211 7,800 SH 7,800 - 1 7,800 - KB HOME COMMON STOCK 48666K109 586 35,300 SH 35,300 - 1 35,300 - KIMCO REALTY CORP COMMON STOCK 49446R109 1,184 90,800 SH 90,800 - 1 90,800 - KINDER MORGAN ENERGY PRTNRS COMMON STOCK 494550106 281 5,200 SH 5,200 - 1 5,200 - KIT DIGITAL INC COMMON STOCK 482470200 258 25,989 SH 25,989 - 1 25,989 - KRAFT FOODS INC-CLASS A COMMON STOCK 50075N104 202 7,700 SH 7,700 - 1 7,700 - L-3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 217 2,700 SH 2,700 - 1 2,700 - LAS VEGAS SANDS CORP COMMON STOCK 517834107 1,347 80,000 SH 80,000 - 1 80,000 - LDK SOLAR CO LTD - ADR COMMON STOCK 50183L107 195 22,600 SH 22,600 - 1 22,600 - LENNAR CORP-CL A COMMON STOCK 526057104 1,576 110,600 SH 110,600 - 1 110,600 - LIBERTY GLOBAL INC-A COMMON STOCK 530555101 1,468 65,030 SH 65,030 - 1 65,030 - LINN ENERGY LLC-UNITS COMMON STOCK 536020100 463 20,200 SH 20,200 - 1 20,200 - LOEWS CORP COMMON STOCK 540424108 442 12,900 SH 12,900 - 1 12,900 - LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 1,365 204,700 SH 204,700 - 1 204,700 - LOWE'S COS INC COMMON STOCK 548661107 628 30,000 SH 30,000 - 1 30,000 - MACERICH CO/THE COMMON STOCK 554382101 561 18,505 SH 18,505 - 1 18,505 - MACK-CALI REALTY CORP COMMON STOCK 554489104 1,151 35,600 SH 35,600 - 1 35,600 - MANITOWOC COMPANY INC COMMON STOCK 563571108 161 17,000 SH 17,000 - 1 17,000 - MANTECH INTERNATIONAL CORP-A COMMON STOCK 564563104 528 11,200 SH 11,200 - 1 11,200 - MARATHON OIL CORP COMMON STOCK 565849106 638 20,000 SH 20,000 - 1 20,000 - MARKET VECTORS GOLD MINERS COMMON STOCK 57060U100 707 15,600 SH 15,600 - 1 15,600 - MARVEL ENTERTAINMENT INC COMMON STOCK 57383T103 700 14,100 SH 14,100 - 1 14,100 - MASSEY ENERGY CO COMMON STOCK 576206106 510 18,302 SH 18,302 - 1 18,302 - MASTERCARD INC-CLASS A COMMON STOCK 57636Q104 889 4,400 SH 4,400 - 1 4,400 - MATERIALS SELECT SECTOR SPDR COMMON STOCK 81369Y100 1,030 33,300 SH 33,300 - 1 33,300 - MCCORMICK & CO-NON VTG SHRS COMMON STOCK 579780206 278 8,200 SH 8,200 - 1 8,200 - MCDONALD'S CORP COMMON STOCK 580135101 360 6,300 SH 6,300 - 1 6,300 - MCMORAN EXPLORATION CO COMMON STOCK 582411104 178 23,600 SH 23,600 - 1 23,600 - MEAD JOHNSON NUTRITION CO-A COMMON STOCK 582839106 8,864 196,500 SH 196,500 - 1 196,500 - MEADWESTVACO CORP COMMON STOCK 583334107 335 15,000 SH 15,000 - 1 15,000 - MEDCATH CORPORATION COMMON STOCK 58404W109 109 12,400 SH 12,400 - 1 12,400 - MELCO CROWN ENTERTAINME-ADR COMMON STOCK 585464100 506 72,750 SH 72,750 - 1 72,750 - MEMC ELECTRONIC MATERIALS COMMON STOCK 552715104 928 55,800 SH 55,800 - 1 55,800 - MERITAGE HOMES CORP COMMON STOCK 59001A102 426 21,000 SH 21,000 - 1 21,000 - METRO BANCORP INC COMMON STOCK 59161R101 134 11,000 SH 11,000 - 1 11,000 - METROPCS COMMUNICATIONS INC COMMON STOCK 591708102 283 30,200 SH 30,200 - 1 30,200 - MFA FINANCIAL INC COMMON STOCK 55272X102 165 20,687 SH 20,687 - 1 20,687 - MGIC INVESTMENT CORP COMMON STOCK 552848103 1,188 160,350 SH 160,350 - 1 160,350 - MGM MIRAGE COMMON STOCK 552953101 364 30,200 SH 30,200 - 1 30,200 - MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 840 31,700 SH 31,700 - 1 31,700 - MILLICOM INTL CELLULAR S.A.COMMON STOCK L6388F110 204 2,800 SH 2,800 - 1 2,800 - MINDRAY MEDICAL INTL LTD-ADR COMMON STOCK 602675100 10,621 325,400 SH 325,400 - 1 325,400 - MODINE MANUFACTURING CO COMMON STOCK 607828100 508 54,800 SH 54,800 - 1 54,800 - MONSTER WORLDWIDE INC COMMON STOCK 611742107 399 22,800 SH 22,800 - 1 22,800 - MORGAN STANLEY COMMON STOCK 617446448 219 7,100 SH 7,100 - 1 7,100 - MOSAIC CO/THE COMMON STOCK 61945A107 885 18,401 SH 18,401 - 1 18,401 - MURPHY OIL CORP COMMON STOCK 626717102 1,433 24,900 SH 24,900 - 1 24,900 - MYRIAD GENETICS INC COMMON STOCK 62855J104 994 36,263 SH 36,263 - 1 36,263 - NASDAQ OMX GROUP/THE COMMON STOCK 631103108 1,004 47,700 SH 47,700 - 1 47,700 - NATIONAL SEMICONDUCTOR CORP COMMON STOCK 637640103 872 61,100 SH 61,100 - 1 61,100 - NAVISTAR INTERNATIONAL COMMON STOCK 63934E108 1,096 29,300 SH 29,300 - 1 29,300 - NCI BUILDING SYSTEMS INC COMMON STOCK 628852105 85 26,600 SH 26,600 - 1 26,600 - NET 1 UEPS TECHNOLOGIES INC COMMON STOCK 64107N206 323 15,400 SH 15,400 - 1 15,400 - NETFLIX INC COMMON STOCK 64110L106 485 10,500 SH 10,500 - 1 10,500 - NEUTRAL TANDEM INC COMMON STOCK 64128B108 266 11,700 SH 11,700 - 1 11,700 - NEW YORK TIMES CO -CL A COMMON STOCK 650111107 97 12,000 SH 12,000 - 1 12,000 - NEWALLIANCE BANCSHARES INC COMMON STOCK 650203102 118 11,000 SH 11,000 - 1 11,000 - NEWMONT MINING CORP COMMON STOCK 651639106 757 17,200 SH 17,200 - 1 17,200 - NEXEN INC COMMON STOCK 65334H102 607 26,900 SH 26,900 - 1 26,900 - NOBLE ENERGY INC COMMON STOCK 655044105 620 9,400 SH 9,400 - 1 9,400 - NORFOLK SOUTHERN CORP COMMON STOCK 655844108 323 7,500 SH 7,500 - 1 7,500 - NORTHERN TRUST CORP COMMON STOCK 665859104 471 8,100 SH 8,100 - 1 8,100 - NOVAVAX INC COMMON STOCK 670002104 651 164,350 SH 164,350 - 1 164,350 - NSTAR COMMON STOCK 67019E107 350 11,000 SH 11,000 - 1 11,000 - NVIDIA CORP COMMON STOCK 67066G104 401 26,700 SH 26,700 - 1 26,700 - NYSE EURONEXT COMMON STOCK 629491101 288 9,962 SH 9,962 - 1 9,962 - OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 251 3,200 SH 3,200 - 1 3,200 - OMEGA HEALTHCARE INVESTORS COMMON STOCK 681936100 285 17,800 SH 17,800 - 1 17,800 - OMNICARE INC COMMON STOCK 681904108 243 10,800 SH 10,800 - 1 10,800 - OMNIVISION TECHNOLOGIES INC COMMON STOCK 682128103 264 16,200 SH 16,200 - 1 16,200 - ON SEMICONDUCTOR CORPORATION COMMON STOCK 682189105 291 35,300 SH 35,300 - 1 35,300 - ONYX PHARMACEUTICALS INC COMMON STOCK 683399109 471 15,727 SH 15,727 - 1 15,727 - OPEN TEXT CORP COMMON STOCK 683715106 631 16,900 SH 16,900 - 1 16,900 - ORACLE CORP COMMON STOCK 68389X105 1,328 63,700 SH 63,700 - 1 63,700 - O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 958 26,500 SH 26,500 - 1 26,500 - OSIRIS THERAPEUTICS INC COMMON STOCK 68827R108 108 16,211 SH 16,211 - 1 16,211 - P G & E CORP COMMON STOCK 69331C108 757 18,700 SH 18,700 - 1 18,700 - PACIFIC CAPITAL BANCORP COMMON STOCK 69404P101 48 33,000 SH 33,000 - 1 33,000 - PAIN THERAPEUTICS INC COMMON STOCK 69562K100 82 16,300 SH 16,300 - 1 16,300 - PALL CORP COMMON STOCK 696429307 500 15,500 SH 15,500 - 1 15,500 - PARKER HANNIFIN CORP COMMON STOCK 701094104 710 13,700 SH 13,700 - 1 13,700 - PAYCHEX INC COMMON STOCK 704326107 1,005 34,599 SH 34,599 - 1 34,599 - PDL BIOPHARMA INC COMMON STOCK 69329Y104 103 13,100 SH 13,100 - 1 13,100 - PENNANTPARK INVESTMENT CORP COMMON STOCK 708062104 422 52,000 SH 52,000 - 1 52,000 - PEOPLE'S UNITED FINANCIAL COMMON STOCK 712704105 406 26,100 SH 26,100 - 1 26,100 - PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 335 9,200 SH 9,200 - 1 9,200 - PEPSICO INC COMMON STOCK 713448108 469 8,000 SH 8,000 - 1 8,000 - PERFECT WORLD CO-SPON ADR COMMON STOCK 71372U104 346 7,200 SH 7,200 - 1 7,200 - PF CHANG'S CHINA BISTRO INC COMMON STOCK 69333Y108 279 8,200 SH 8,200 - 1 8,200 - PITNEY BOWES INC COMMON STOCK 724479100 226 9,100 SH 9,100 - 1 9,100 - PLAINS ALL AMER PIPELINE LP COMMON STOCK 726503105 426 9,200 SH 9,200 - 1 9,200 - PLUM CREEK TIMBER CO COMMON STOCK 729251108 257 8,400 SH 8,400 - 1 8,400 - PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 237 12,000 SH 12,000 - 1 12,000 - POWERSHARES DB COMMODITY IND COMMON STOCK 73935S105 10,589 480,000 SH CALL 480,000 - 1 480,000 - PPG INDUSTRIES INC COMMON STOCK 693506107 570 9,800 SH 9,800 - 1 9,800 - PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 227 8,300 SH 8,300 - 1 8,300 - PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 11,364 2,342,388 SH 1,820,068 522,320 1 1,820,068 522,320 PROGRESS ENERGY INC COMMON STOCK 743263105 430 11,000 SH 11,000 - 1 11,000 - PROGRESSIVE CORP COMMON STOCK 743315103 486 29,300 SH 29,300 - 1 29,300 - PROTECTIVE LIFE CORP COMMON STOCK 743674103 285 13,300 SH 13,300 - 1 13,300 - PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 519 10,400 SH 10,400 - 1 10,400 - PULTE HOMES INC COMMON STOCK 745867101 951 86,550 SH 86,550 - 1 86,550 - QLOGIC CORP COMMON STOCK 747277101 549 31,900 SH 31,900 - 1 31,900 - QUEST SOFTWARE INC COMMON STOCK 74834T103 170 10,100 SH 10,100 - 1 10,100 - RADIAN GROUP INC COMMON STOCK 750236101 565 53,369 SH 53,369 - 1 53,369 - RALCORP HOLDINGS INC COMMON STOCK 751028101 345 5,900 SH 5,900 - 1 5,900 - RANDGOLD RESOURCES LTD-ADR COMMON STOCK 752344309 894 12,800 SH 12,800 - 1 12,800 - RANGE RESOURCES CORP COMMON STOCK 75281A109 1,002 20,300 SH 20,300 - 1 20,300 - REDWOOD TRUST INC COMMON STOCK 758075402 158 10,200 SH 10,200 - 1 10,200 - RESEARCH IN MOTION COMMON STOCK 760975102 1,170 17,300 SH 17,300 - 1 17,300 - RESMED INC COMMON STOCK 761152107 298 6,600 SH 6,600 - 1 6,600 - REYNOLDS AMERICAN INC COMMON STOCK 761713106 530 11,900 SH 11,900 - 1 11,900 - RIVERBED TECHNOLOGY INC COMMON STOCK 768573107 281 12,800 SH 12,800 - 1 12,800 - ROBERT HALF INTL INC COMMON STOCK 770323103 811 32,400 SH 32,400 - 1 32,400 - ROCK-TENN COMPANY -CL A COMMON STOCK 772739207 339 7,200 SH 7,200 - 1 7,200 - ROCKWELL AUTOMATION INC COMMON STOCK 773903109 290 6,800 SH 6,800 - 1 6,800 - ROCKWELL COLLINS INC. COMMON STOCK 774341101 340 6,700 SH 6,700 - 1 6,700 - ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 934 38,800 SH 38,800 - 1 38,800 - ROYAL DUTCH SHELL PLC-ADR COMMON STOCK 780259206 231 4,040 SH 4,040 - 1 4,040 - RR DONNELLEY & SONS CO COMMON STOCK 257867101 347 16,300 SH 16,300 - 1 16,300 - RUDDICK CORP COMMON STOCK 781258108 293 11,000 SH 11,000 - 1 11,000 - S1 CORPORATION COMMON STOCK 78463B101 139 22,500 SH 22,500 - 1 22,500 - SALLY BEAUTY HOLDINGS INC COMMON STOCK 79546E104 134 18,800 SH 18,800 - 1 18,800 - SAP AG-SPONSORED ADR COMMON STOCK 803054204 489 10,000 SH 10,000 - 1 10,000 - SCANA CORP COMMON STOCK 80589M102 241 6,900 SH 6,900 - 1 6,900 - SCHLUMBERGER LTD COMMON STOCK 806857108 757 12,700 SH 12,700 - 1 12,700 - SCIENTIFIC GAMES CORP-A COMMON STOCK 80874P109 294 18,600 SH 18,600 - 1 18,600 - SEACHANGE INTERNATIONAL INC COMMON STOCK 811699107 101 13,500 SH 13,500 - 1 13,500 - SEAGATE TECHNOLOGY COMMON STOCK G7945J104 395 26,000 SH 26,000 - 1 26,000 - SEARS HOLDINGS CORP COMMON STOCK 812350106 274 4,200 SH 4,200 - 1 4,200 - SEASPAN CORP COMMON STOCK Y75638109 102 11,350 SH 11,350 - 1 11,350 - SEMICONDUCTOR HOLDRS TRUST COMMON STOCK 816636203 36,829 1,437,500 SH PUT 1,437,500 - 1 1,437,500 - SHANDA INTERACTIVE-SPON ADR COMMON STOCK 81941Q203 1,029 20,100 SH 20,100 - 1 20,100 - SILICON IMAGE INC COMMON STOCK 82705T102 39 16,100 SH 16,100 - 1 16,100 - SILICON LABORATORIES INC COMMON STOCK 826919102 427 9,220 SH 9,220 - 1 9,220 - SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 1,539 116,211 SH 116,211 - 1 116,211 - SMART MODULAR TECHNOLOGIES COMMON STOCK G82245104 398 83,585 SH - 83,585 1 - 83,585 SOLUTIA INC COMMON STOCK 834376501 470 40,563 SH 40,563 - 1 40,563 - SONY CORP-SPONSORED ADR COMMON STOCK 835699307 295 10,100 SH 10,100 - 1 10,100 - SOUTH FINANCIAL GROUP INC COMMON STOCK 837841105 24 16,200 SH 16,200 - 1 16,200 - SPARTAN MOTORS INC COMMON STOCK 846819100 106 20,700 SH 20,700 - 1 20,700 - SPDR GOLD TRUST COMMON STOCK 78463V107 99 1,000 SH 1,000 - 1 1,000 - SPDR GOLD TRUST COMMON STOCK 78463V107 1,483 15,000 SH CALL 15,000 - 1 15,000 - SPEEDWAY MOTORSPORTS INC COMMON STOCK 847788106 178 12,400 SH 12,400 - 1 12,400 - STATOIL ASA-SPON ADR COMMON STOCK 85771P102 293 13,000 SH 13,000 - 1 13,000 - STEC INC COMMON STOCK 784774101 1,295 44,053 SH 44,053 - 1 44,053 - STEEL DYNAMICS INC COMMON STOCK 858119100 1,249 81,400 SH 81,400 - 1 81,400 - STEELCASE INC-CL A COMMON STOCK 858155203 109 17,600 SH 17,600 - 1 17,600 - STERLITE INDUSTRIES INDI-ADR COMMON STOCK 859737207 271 17,000 SH 17,000 - 1 17,000 - STRYKER CORP COMMON STOCK 863667101 495 10,900 SH 10,900 - 1 10,900 - SUNCOR ENERGY INC COMMON STOCK 867224107 722 20,900 SH 20,900 - 1 20,900 - SUNPOWER CORP-CLASS A COMMON STOCK 867652109 296 9,900 SH 9,900 - 1 9,900 - SUNTECH POWER HOLDINGS-ADR COMMON STOCK 86800C104 547 36,000 SH 36,000 - 1 36,000 - SWITCH & DATA FACILITIES CO COMMON STOCK 871043105 952 69,975 SH 69,975 - 1 69,975 - SYNAPTICS INC COMMON STOCK 87157D109 365 14,500 SH 14,500 - 1 14,500 - SYNIVERSE HOLDINGS INC COMMON STOCK 87163F106 291 16,600 SH 16,600 - 1 16,600 - SYNOPSYS INC COMMON STOCK 871607107 520 23,200 SH 23,200 - 1 23,200 - SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 49 13,100 SH 13,100 - 1 13,100 - SYSCO CORP COMMON STOCK 871829107 519 20,900 SH 20,900 - 1 20,900 - T ROWE PRICE GROUP INC COMMON STOCK 74144T108 526 11,500 SH 11,500 - 1 11,500 - TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK 874054109 311 27,700 SH 27,700 - 1 27,700 - TALISMAN ENERGY INC COMMON STOCK 87425E103 772 44,545 SH 44,545 - 1 44,545 - TARGET CORP COMMON STOCK 87612E106 523 11,200 SH 11,200 - 1 11,200 - TCF FINANCIAL CORP COMMON STOCK 872275102 1,099 84,300 SH 84,300 - 1 84,300 - TD AMERITRADE HOLDING CORP COMMON STOCK 87236Y108 361 18,403 SH 18,403 - 1 18,403 - TECH DATA CORP COMMON STOCK 878237106 370 8,900 SH 8,900 - 1 8,900 - TECHNOLOGY SELECT SECT SPDR COMMON STOCK 81369Y803 3,372 161,576 SH 161,576 - 1 161,576 - TEKELEC COMMON STOCK 879101103 284 17,300 SH 17,300 - 1 17,300 - TELEFONOS DE MEXICO-SP ADR L COMMON STOCK 879403780 637 36,550 SH 36,550 - 1 36,550 - TESORO CORP COMMON STOCK 881609101 258 17,200 SH 17,200 - 1 17,200 - TEVA PHARMACEUTICAL-SP ADR COMMON STOCK 881624209 728 14,400 SH 14,400 - 1 14,400 - THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 1,686 38,600 SH 38,600 - 1 38,600 - THORATEC CORP COMMON STOCK 885175307 273 9,009 SH 9,009 - 1 9,009 - TIME WARNER INC COMMON STOCK 887317303 288 10,000 SH 10,000 - 1 10,000 - TOLL BROTHERS INC COMMON STOCK 889478103 205 10,500 SH 10,500 - 1 10,500 - TOTAL SA-SPON ADR COMMON STOCK 89151E109 326 5,500 SH 5,500 - 1 5,500 - TOYOTA MOTOR CORP -SPON ADR COMMON STOCK 892331307 330 4,200 SH 4,200 - 1 4,200 - UAL CORP COMMON STOCK 902549807 445 48,300 SH 48,300 - 1 48,300 - UCBH HOLDINGS INC COMMON STOCK 90262T308 13 16,100 SH 16,100 - 1 16,100 - UGI CORP COMMON STOCK 902681105 221 8,800 SH 8,800 - 1 8,800 - ULTRA PETROLEUM CORP COMMON STOCK 903914109 720 14,700 SH 14,700 - 1 14,700 - UNDER ARMOUR INC-CLASS A COMMON STOCK 904311107 564 20,250 SH 20,250 - 1 20,250 - UNITED COMMUNITY BANKS/GA COMMON STOCK 90984P105 755 151,055 SH 151,055 - 1 151,055 - UNITED PARCEL SERVICE-CL B COMMON STOCK 911312106 621 11,000 SH 11,000 - 1 11,000 - UNITED STATES STEEL CORP COMMON STOCK 912909108 1,012 22,800 SH 22,800 - 1 22,800 - UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 597 9,800 SH 9,800 - 1 9,800 - UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 279 5,700 SH 5,700 - 1 5,700 - UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 829 33,100 SH 33,100 - 1 33,100 - URBAN OUTFITTERS INC COMMON STOCK 917047102 439 14,540 SH 14,540 - 1 14,540 - US BANCORP COMMON STOCK 902973304 787 36,000 SH 36,000 - 1 36,000 - VAALCO ENERGY INC COMMON STOCK 91851C201 71 15,400 SH 15,400 - 1 15,400 - VAIL RESORTS INC COMMON STOCK 91879Q109 278 8,300 SH 8,300 - 1 8,300 - VENTAS INC COMMON STOCK 92276F100 393 10,200 SH 10,200 - 1 10,200 - VERISIGN INC COMMON STOCK 92343E102 242 10,200 SH 10,200 - 1 10,200 - VISA INC-CLASS A SHARES COMMON STOCK 92826C839 1,562 22,600 SH 22,600 - 1 22,600 - VIVUS INC COMMON STOCK 928551100 1,522 146,105 SH 146,105 - 1 146,105 - VODAFONE GROUP PLC-SP ADR COMMON STOCK 92857W209 306 13,600 SH 13,600 - 1 13,600 - VORNADO REALTY TRUST COMMON STOCK 929042109 663 10,300 SH 10,300 - 1 10,300 - WAL-MART STORES INC COMMON STOCK 931142103 957 19,500 SH 19,500 - 1 19,500 - WALT DISNEY CO/THE COMMON STOCK 254687106 395 14,400 SH 14,400 - 1 14,400 - WALTER ENERGY INC COMMON STOCK 93317Q105 228 3,800 SH 3,800 - 1 3,800 - WARNACO GROUP INC/THE COMMON STOCK 934390402 447 10,200 SH 10,200 - 1 10,200 - WEATHERFORD INTL LTD COMMON STOCK H27013103 392 18,900 SH 18,900 - 1 18,900 - WEINGARTEN REALTY INVESTORS COMMON STOCK 948741103 392 19,700 SH 19,700 - 1 19,700 - WELLPOINT INC COMMON STOCK 94973V107 1,487 31,400 SH 31,400 - 1 31,400 - WELLS FARGO & CO COMMON STOCK 949746101 473 16,800 SH 16,800 - 1 16,800 - WENDY'S/ARBY'S GROUP INC-A COMMON STOCK 950587105 163 34,500 SH 34,500 - 1 34,500 - WESTAR ENERGY INC COMMON STOCK 95709T100 283 14,500 SH 14,500 - 1 14,500 - WESTERN REFINING INC COMMON STOCK 959319104 139 21,500 SH 21,500 - 1 21,500 - WESTERN UNION CO COMMON STOCK 959802109 269 14,200 SH 14,200 - 1 14,200 - WEYERHAEUSER CO COMMON STOCK 962166104 308 8,400 SH 8,400 - 1 8,400 - WINN-DIXIE STORES INC COMMON STOCK 974280307 173 13,200 SH 13,200 - 1 13,200 - XCEL ENERGY INC COMMON STOCK 98389B100 239 12,400 SH 12,400 - 1 12,400 - XEROX CORP COMMON STOCK 984121103 1,060 137,000 SH 137,000 - 1 137,000 - XTO ENERGY INC COMMON STOCK 98385X106 913 22,100 SH 22,100 - 1 22,100 - YINGLI GREEN ENERGY HOLD-ADR COMMON STOCK 98584B103 186 14,912 SH 14,912 - 1 14,912 - YUM! BRANDS INC COMMON STOCK 988498101 226 6,700 SH 6,700 - 1 6,700 - ZIMMER HOLDINGS INC COMMON STOCK 98956P102 593 11,100 SH 11,100 - 1 11,100 - ZIONS BANCORPORATION COMMON STOCK 989701107 755 42,000 SH 42,000 - 1 42,000 - Grand Total 413,337 18,435,276 17,829,371 605,905 17,829,371 605,905
-----END PRIVACY-ENHANCED MESSAGE-----