-----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, EK7a8hJIDjipx/hF+UN3uEN/RVB9hpebhFMJIx01ZPEnPH/bF49y+e0qV5QpoE/B mFYzStMwi4HEZvcZiP+msQ== 0001011438-09-000622.txt : 20091116 0001011438-09-000622.hdr.sgml : 20091116 20091116163250 ACCESSION NUMBER: 0001011438-09-000622 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091116 DATE AS OF CHANGE: 20091116 EFFECTIVENESS DATE: 20091116 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SOROS FUND MANAGEMENT LLC CENTRAL INDEX KEY: 0001029160 IRS NUMBER: 133914976 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06420 FILM NUMBER: 091187358 BUSINESS ADDRESS: STREET 1: 888 SEVENTH AVENUE STREET 2: 33RD FLOOR CITY: NEW YORK STATE: NY ZIP: 10106 BUSINESS PHONE: (212) 872-1054 MAIL ADDRESS: STREET 1: 888 SEVENTH AVENUE STREET 2: 33RD FLOOR CITY: NEW YORK STATE: NY ZIP: 10106 13F-HR 1 form_13f-soros.txt ----------------------------------- OMB APPROVAL ----------------------------------- OMB Number: 3235-0006 Expires: December 31, 2009 Estimated average burden hours per response..........22.6 ----------------------------------- 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: Soros Fund Management LLC Address: 888 Seventh Avenue New York, New York 10106 Form 13F File Number: 028-06420 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: Jodye M. Anzalotta Title: Assistant General Counsel Phone: 212-320-5531 Signature, Place, and Date of Signing: /s/ Jodye M. Anzalotta New York, New York November 16, 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.) [ ] 13F 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).) Form 13F Summary Page Report Summary: Number of Other Included Managers: 1 ------------------ Form 13F Information Table Entry Total: 586 ------------------ Form 13F Information Table Value Total: $6,198,089 ------------------ (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NO. FORM 13F FILE NUMBER NAME ---------- ----------------------- ------------------ 1. 028-10418 George Soros
Soros Fund Management LLC Form 13F Information Table Quarter ended September 30, 2009 INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ A C MOORE ARTS & CRAFTS INC COM 00086T103 $100 27,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AFLAC INC COM 001055102 $628 14,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AGCO CORP COM 001084102 $4,145 150,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AES CORP COM 00130H105 $123 8,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AES CORP COM 00130H105 $1,482 100,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AMICAS INC COM 001712108 $50 14,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AT&T INC COM 00206R102 $113,699 4,209,497 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ATP OIL & GAS CORP COM 00208J108 $14,312 800,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AVX CORP NEW COM 002444107 $264 22,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ABBOTT LABS COM 002824100 $757 15,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ABERCROMBIE & FITCH CO CL A 002896207 $454 13,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ACCELRYS INC COM 00430U103 $70 12,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPONSORED ACERGY S A ADR 00443E104 $859 68,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ACTIVIDENTITY CORP COM 00506P103 $75 27,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ACTIVISION BLIZZARD INC COM 00507V109 $273 22,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ADOBE SYS INC COM 00724F101 $274 8,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ADVANCE AUTO PARTS INC COM 00751Y106 $467 11,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SR NT ADVANCED MICRO DEVICES INC CV 6%15 007903AL1 $2,261 3,000,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SR NT ADVANCED MICRO DEVICES INC CV 5.75%12 007903AN7 $5,947 7,000,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AETNA INC NEW COM 00817Y108 $907 32,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AIR TRANSPORT SERVICES GRP INC COM 00922R105 $83 23,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AKAMAI TECHNOLOGIES INC COM 00971T101 $2,224 113,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ALEXANDER & BALDWIN INC COM 014482103 $164 5,100 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ALEXANDER & BALDWIN INC COM 014482103 $360 11,222 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ALLEGHENY ENERGY INC COM 017361106 $38,282 1,443,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ALLERGAN INC COM 018490102 $397 7,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ALLIANCE DATA SYSTEMS CORP COM 018581108 $507 8,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ALLIANCE ONE INTL INC COM 018772103 $252 56,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ALLIANT ENERGY CORP COM 018802108 $281 10,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ALLIED NEVADA GOLD CORP COM 019344100 $25,157 2,569,661 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ALLOS THERAPEUTICS INC COM 019777101 $4,432 611,353 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ALTRIA GROUP INC COM 02209S103 $130 7,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ALTRIA GROUP INC COM 02209S103 $1,781 100,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AMAZON COM INC COM 023135106 $261 2,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AMBAC FINL GROUP INC COM 023139108 $59 34,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPON ADR AMERICA MOVIL SAB DE CV L SHS 02364W105 $627 14,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AMERICAN ELEC PWR INC COM 025537101 $363 11,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 $204 12,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AMERICAN TOWER CORP CL A 029912201 $1,991 54,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AMERISOURCEBERGEN CORP COM 03073E105 $513 22,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AMGEN INC COM 031162100 $614 10,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ANADARKO PETE CORP COM 032511107 $1,449 23,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ANADARKO PETE CORP COM 032511107 $6,273 100,000 SH CALL X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ANALOG DEVICES INC COM 032654105 $891 32,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPONSORED ANGLOGOLD ASHANTI LTD ADR 035128206 $420 10,300 SH X 1 X - ------------------------------ ----------------------------------------------- ------------------------------------------------- - ANNALY CAP MGMT INC COM 035710409 $223 12,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ANNTAYLOR STORES CORP COM 036115103 $219 13,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AON CORP COM 037389103 $806 19,800 SH X 1 X - ------------------------------ ----------------------------------------------- ------------------------------------------------- - APOLLO GROUP INC CL A 037604105 $332 4,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- APPLE INC COM 037833100 $1,668 9,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- APPLE INC COM 037833100 $2,491 13,440 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- APPLIED MATLS INC COM 038222105 $32,010 2,392,414 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 $158 15,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ARCHER DANIELS MIDLAND CO COM 039483102 $219 7,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ATLANTIC TELE NETWORK INC COM NEW 049079205 $219 4,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ATMEL CORP COM 049513104 $75 17,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ATMOS ENERGY CORP COM 049560105 $234 8,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ATWOOD OCEANICS INC COM 050095108 $423 12,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SR NT AUDIOCODES LTD CV 2%24 050732AB2 $70,427 70,738,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AUDIOVOX CORP CL A 050757103 $69 10,068 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AUTOLIV INC COM 052800109 $1,008 30,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AUTOZONE INC COM 053332102 $95,950 656,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AXCELIS TECHNOLOGIES INC COM 054540109 $518 431,766 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BCE INC COM NEW 05534B760 $370 15,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BGC PARTNERS INC CL A 05541T101 $91 21,300 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SPONSORED BP PLC ADR 055622104 $405 7,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BPZ RESOURCES INC COM 055639108 $40,470 5,381,665 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BT GROUP PLC ADR 05577E101 $1,552 74,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BMC SOFTWARE INC COM 055921100 $525 14,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BAKER HUGHES INC COM 057224107 $2,560 60,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BALLY TECHNOLOGIES INC COM 05874B107 $614 16,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BANK OF AMERICA CORPORATION COM 060505104 $4,601 271,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BANK OF NEW YORK MELLON CORP COM 064058100 $820 28,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BANK NOVA SCOTIA HALIFAX COM 064149107 $242 5,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BAXTER INTL INC COM 071813109 $291 5,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BERKSHIRE HATHAWAY INC DEL CL A 084670108 $1,010 10 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BERKSHIRE HATHAWAY INC DEL CL B 084670207 $665 200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BERRY PETE CO CL A 085789105 $10,712 400,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BEST BUY INC COM 086516101 $108,538 2,892,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BIGBAND NETWORKS INC COM 089750509 $902 225,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BLACK & DECKER CORP COM 091797100 $278 6,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SR NT BLACKBOARD INC CV 3.25%27 091935AA4 $44,623 45,159,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BLACKROCK INC COM 09247X101 $802 3,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BLUEFLY INC COM NEW 096227301 $8,311 4,860,115 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BRIGHAM EXPLORATION CO COM 109178103 $18,160 2,000,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BRINKS HOME SEC HLDGS INC COM 109699108 $21,748 706,342 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BROADRIDGE FINL SOLUTIONS INC COM 11133T103 $492 24,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BROADWIND ENERGY INC COM 11161T108 $258 32,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BROCADE COMMUNICATIONS SYS INC COM NEW 111621306 $248 31,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CL A LTD BROOKFIELD ASSET MGMT INC VT SH 112585104 $808 35,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CL A LTD BROOKFIELD ASSET MGMT INC VT SH 112585104 $1,022 45,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BROOKFIELD PPTYS CORP COM 112900105 $114 10,100 SH X 1 X - ------------------------------ ----------------------------------------------- ------------------------------------------------- - BURGER KING HLDGS INC COM 121208201 $3,683 209,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- BURLINGTON NORTHN SANTA FE CP COM 12189T104 $1,237 15,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CF INDS HLDGS INC COM 125269100 $1,940 22,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CIGNA CORP COM 125509109 $396 14,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CKX INC COM 12562M106 $152 22,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CME GROUP INC COM 12572Q105 $2,466 8,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CME GROUP INC COM 12572Q105 $616 2,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CMS ENERGY CORP COM 125896100 $440 32,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SR SUB CSG SYS INTL INC NT CV 24 126349AB5 $37,493 38,765,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CSX CORP COM 126408103 $653 15,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CVS CAREMARK CORPORATION COM 126650100 $679 19,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CL A NY CABLEVISION SYS CORP CABLVS 12686C109 $306 12,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CABOT OIL & GAS CORP COM 127097103 $636 17,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CACI INTL INC CL A 127190304 $425 9,000 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CADENCE DESIGN SYSTEM INC COM 127387108 $1,009 137,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SR NT CADENCE DESIGN SYSTEM INC CV1.375%11 127387AD0 $43,227 47,002,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SR NT CADENCE DESIGN SYSTEM INC CV 1.5%13 127387AF5 $12,947 16,400,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CALPINE CORP COM NEW 131347304 $867 75,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CANADIAN NAT RES LTD COM 136385101 $1,283 19,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CAPITAL ONE FINL CORP COM 14040H105 $1,247 34,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CAPITALSOURCE INC COM 14055X102 $815 187,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CAPITALSOURCE INC COM 14055X102 $521 120,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CARDINAL HEALTH INC COM 14149Y108 $5,355 199,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CARDIOVASCULAR SYS INC DEL COM 141619106 $1,082 148,780 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CAREFUSION CORP COM 14170T101 $2,493 114,352 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CARNIVAL CORP PAIRED CTF 143658300 $359 10,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CARRIZO OIL & CO INC COM 144577103 $2,449 100,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CASUAL MALE RETAIL GRP INC COM NEW 148711302 $64 18,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CENTURYTEL INC COM 156700106 $2,352 70,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SR SUB CERADYNE INC NT CV 35 156710AA3 $6,344 7,000,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CHARLES RIV LABS INTL INC COM 159864107 $481 13,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CHARLES RIV LABS INTL INC COM 159864107 $37 1,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CHESAPEAKE ENERGY CORP COM 165167107 $619 21,800 SH X 1 X - ------------------------------ ----------------------------------------------- ------------------------------------------------- - CHEVRON CORP NEW COM 166764100 $472 6,700 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CHIMERA INVT CORP COM 16934Q109 $151 39,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CHINA NEPSTAR CHAIN SPONSORED DRUGSTORE ADR 16943C109 $190 31,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CHORDIANT SOFTWARE INC COM NEW 170404305 $75 19,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CHUBB CORP COM 171232101 $318 6,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CINCINNATI FINL CORP COM 172062101 $252 9,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CISCO SYS INC COM 17275R102 $822 34,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CITI TRENDS INC COM 17306X102 $34,112 1,198,157 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COACH INC COM 189754104 $49,403 1,500,704 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COCA COLA CO COM 191216100 $1,053 19,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COGENT INC COM 19239Y108 $117 11,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 $661 17,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COHEN & STEERS INC COM 19247A100 $401 16,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COLLECTIVE BRANDS INC COM 19421W100 $400 23,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COMCAST CORP NEW CL A 20030N101 $8,945 529,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COMCAST CORP NEW CL A SPL 20030N200 $497 30,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COMMUNITY HEALTH SYS INC NEWCO COM 203668108 $265 8,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SB NT CONEXANT SYSTEMS INC CV 4%26 207142AH3 $9,522 11,000,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CONOCOPHILLIPS COM 20825C104 $1,278 28,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CONSECO INC COM NEW 208464883 $93 17,600 SH X 1 X - ------------------------------ ----------------------------------------------- ------------------------------------------------- - CONSOL ENERGY INC COM 20854P109 $347 7,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CONSOLIDATED EDISON INC COM 209115104 $74 1,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CONSOLIDATED EDISON INC COM 209115104 $2,047 50,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CONVERGYS CORP COM 212485106 $496 49,900 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ COOPER TIRE & RUBR CO COM 216831107 $8,790 500,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CORNING INC COM 219350105 $2,970 194,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CORRECTIONS CORP AMER NEW COM NEW 22025Y407 $258 11,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COSTCO WHSL CORP NEW COM 22160K105 $2,689 47,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COVANTA HLDG CORP COM 22282E102 $74,946 4,408,602 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COVANTA HLDG CORP COM 22282E102 $7,228 425,200 SH CALL X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CROSS CTRY HEALTHCARE INC COM 227483104 $93 10,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CROWN CASTLE INTL CORP COM 228227104 $226 7,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CROWN HOLDINGS INC COM 228368106 $348 12,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CYPRESS SEMICONDUCTOR CORP COM 232806109 $555 53,733 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DPL INC COM 233293109 $337 12,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DANA HOLDING CORP COM 235825205 $10,215 1,500,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DAVITA INC COM 23918K108 $413 7,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DECKERS OUTDOOR CORP COM 243537107 $365 4,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DELL INC COM 24702R101 $865 56,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DELTA AIR LINES INC DEL COM NEW 247361702 $285 31,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DEPOMED INC COM 249908104 $210 48,059 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPONSORED DEUTSCHE TELEKOM AG ADR 251566105 $1,038 76,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DIGITAL RIV INC COM 25388B104 $242 6,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DINEEQUITY INC COM 254423106 $230 9,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SR CV NT DIODES INC 2.25%26 254543AA9 $68,715 71,508,000 PRN X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DIRECTV GROUP INC COM 25459L106 $109,897 3,984,666 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DIRECTV GROUP INC COM 25459L106 $1,820 66,000 SH CALL X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 $298 10,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 $346 13,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DISH NETWORK CORP CL A 25470M109 $11,093 575,966 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DISH NETWORK CORP CL A 25470M109 $1,002 52,000 SH CALL X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DOMINOS PIZZA INC COM 25754A201 $179 20,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DOMTAR CORP COM NEW 257559203 $796 22,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DONNELLEY R R & SONS CO COM 257867101 $347 16,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DR PEPPER SNAPPLE GROUP INC COM 26138E109 $1,293 44,975 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DRESS BARN INC COM 261570105 $212 11,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- E M C CORP MASS COM 268648102 $2,607 153,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EOG RES INC COM 26875P101 $443 5,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EATON CORP COM 278058102 $226 4,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EBAY INC COM 278642103 $894 37,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ECHOSTAR CORP CL A 278768106 $526 28,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EDISON INTL COM 281020107 $531 15,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EINSTEIN NOAH REST GROUP INC COM 28257U104 $250 20,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ELECTRONIC ARTS INC COM 285512109 $762 40,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EMDEON INC CL A 29084T104 $92,287 5,696,712 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EMULEX CORP COM NEW 292475209 $188 18,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ENCANA CORP COM 292505104 $789 13,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 $414 18,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ENERGYSOLUTIONS INC COM 292756202 $3,856 418,200 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ENTERGY CORP NEW COM 29364G103 $73,096 915,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ENZON PHARMACEUTICALS INC COM 293904108 $130 15,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SR NT EPICOR SOFTWARE CORP CV2.375%27 29426LAA6 $23,684 29,853,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EQUIFAX INC COM 294429105 $816 28,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EXAR CORP COM 300645108 $20,114 2,736,666 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EXELON CORP COM 30161N101 $208 4,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EXELON CORP COM 30161N101 $2,233 45,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EXIDE TECHNOLOGIES COM NEW 302051206 $1,144 143,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EXPEDIA INC DEL COM 30212P105 $357 14,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EXPRESS SCRIPTS INC COM 302182100 $18,604 239,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EXTREME NETWORKS INC COM 30226D106 $16,339 5,835,205 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EXXON MOBIL CORP COM 30231G102 $741 10,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- FPL GROUP INC COM 302571104 $204 3,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- FAIR ISAAC CORP COM 303250104 $2,722 126,666 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- FIDELITY NATL INFORMATION SVCS COM 31620M106 $551 21,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- FIRST SOLAR INC COM 336433107 $611 4,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPONSORED FLAMEL TECHNOLOGIES SA ADR 338488109 $199 22,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SUB NT FLEXTRONICS INTL LTD CV 1%10 33938EAL1 $153,268 157,805,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- FLOWSERVE CORP COM 34354P105 $522 5,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPONSORED FOCUS MEDIA HLDG LTD ADR 34415V109 $21,044 1,906,185 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- FOMENTO ECONOMICO MEXICANO SPON ADR SAB UNITS 344419106 $240 6,300 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FORD MTR CO DEL COM PAR$0.01 345370860 $52,950 7,344,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- FOREST CITY ENTERPRISES INC CL A 345550107 $1,233 92,258 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPONSORED FRANCE TELECOM ADR 35177Q105 $4,138 153,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- FRONTIER COMMUNICATIONS CORP COM 35906A108 $980 130,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GAP INC DEL COM 364760108 $246 11,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GARTNER INC COM 366651107 $862 47,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GEN-PROBE INC NEW COM 36866T103 $3,079 74,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GENERAL ELECTRIC CO COM 369604103 $164 10,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GENERAL MLS INC COM 370334104 $309 4,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GENERAL MLS INC COM 370334104 $283 4,390 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GENESIS LEASE LTD ADR 37183T107 $5,370 600,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GILEAD SCIENCES INC COM 375558103 $284 6,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GILDAN ACTIVEWEAR INC COM 375916103 $568 28,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GLOBAL CASH ACCESS HLDGS INC COM 378967103 $80 11,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SP ADR GOL LINHAS AEREAS INTLG S A REP PFD 38045R107 $4,108 400,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GOLDMAN SACHS GROUP INC COM 38141G104 $76,524 415,100 SH PUT X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GOODYEAR TIRE & RUBR CO COM 382550101 $10,218 600,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GOOGLE INC CL A 38259P508 $1,835 3,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COM SHS GOVERNMENT PPTYS INCOME TR BEN INT 38376A103 $235 9,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GRAN TIERRA ENERGY INC COM 38500T101 $10,400 2,500,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GREAT BASIN GOLD LTD COM 390124105 $4,560 3,000,000 SH X 1 X - ------------------------------ ----------------------------------------------- ------------------------------------------------- -
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GREAT PLAINS ENERGY INC COM 391164100 $644 35,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HLTH CORPORATION COM 40422Y101 $500 34,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HARVEST NATURAL RESOURCES INC COM 41754V103 $132 25,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HAWAIIAN HOLDINGS INC COM 419879101 $93 11,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HEALTH MGMT ASSOC INC NEW CL A 421933102 $285 38,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HEADWATERS INC COM 42210P102 $12,384 3,200,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HEALTH NET INC COM 42222G108 $1,348 87,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HELIX ENERGY SOLUTIONS GRP INC COM 42330P107 $315 21,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HERTZ GLOBAL HOLDINGS INC COM 42805T105 $128 11,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HESS CORP COM 42809H107 $277,157 5,184,381 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HEWITT ASSOCS INC COM 42822Q100 $200 5,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HEWLETT PACKARD CO COM 428236103 $2,606 55,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HILLTOP HOLDINGS INC COM 432748101 $244 19,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HOLOGIC INC COM 436440101 $13,330 815,807 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HOME DEPOT INC COM 437076102 $25,095 942,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HORIZON LINES INC COM 44044K101 $135 21,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COM SH HOSPITALITY PPTYS TR BEN INT 44106M102 $226 11,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HUMANA INC COM 444859102 $765 20,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- IPCS INC COM NEW 44980Y305 $691 39,708 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ITT EDUCATIONAL SERVICES INC COM 45068B109 $331 3,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPONSORED ICON PUB LTD CO ADR 45103T107 $201 8,200 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ICICI BK LTD ADR 45104G104 $1,099 28,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ICONIX BRAND GROUP INC COM 451055107 $150 12,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- IMMUCOR INC COM 452526106 $423 23,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- IMPAX LABORATORIES INC COM 45256B101 $179 20,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- INNOSPEC INC COM 45768S105 $373 25,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- INTEGRATED DEVICE TECHNOLOGY COM 458118106 $151 22,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- INTEGRATED ELECTRICAL SVC COM 45811E301 $94 11,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- INTEL CORP COM 458140100 $294 15,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COM INTERNAP NETWORK SVCS CORP PAR$.001 45885A300 $59 18,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- INTERNATIONAL BUSINESS MACHS COM 459200101 $1,340 11,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- INTERNATIONAL GAME TECHNOLOGY COM 459902102 $215 10,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- INTL PAPER CO COM 460146103 $5,653 254,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- INTEROIL CORP COM 460951106 $110,677 2,817,650 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- INTERVAL LEISURE GROUP INC COM 46113M108 $487 39,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- INTREPID POTASH INC COM 46121Y102 $896 38,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- INVERNESS MED INNOVATIONS INC COM 46126P106 $651 16,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- INVERNESS MED INNOVATIONS INC COM 46126P106 $252 6,506 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- INVESTORS BANCORP INC COM 46146P102 $125 11,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MSCI EMERG ISHARES TR INDEX MKT 464287234 $35,992 925,000 SH PUT X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DJ US ISHARES TR INDEX TELECOMM 464287713 $7,623 404,172 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ISLE OF CAPRI CASINOS INC COM 464592104 $296 25,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COM JDS UNIPHASE CORP PAR$0.001 46612J507 $85 12,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- JPMORGAN CHASE & CO COM 46625H100 $3,230 73,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- JARDEN CORP COM 471109108 $225 8,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- JETBLUE AIRWAYS CORP COM 477143101 $173 28,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- JOHNSON & JOHNSON COM 478160104 $962 15,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- JOHNSON CTLS INC COM 478366107 $412 16,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- KBR INC COM 48242W106 $6,365 273,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- K TRON INTL INC COM 482730108 $352 3,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- KEYCORP NEW COM 493267108 $66 10,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- KEYNOTE SYS INC COM 493308100 $114 12,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- KODIAK OIL & GAS CORP COM 50015Q100 $2,400 1,000,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- KOHLS CORP COM 500255104 $16,893 296,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LSI CORPORATION COM 502161102 $203 36,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SUB CV LSI CORPORATION NT 4%10 502161AJ1 $250,935 249,687,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LABORATORY CORP AMER HLDGS COM NEW 50540R409 $276 4,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LATTICE SEMICONDUCTOR CORP COM 518415104 $22,491 9,995,791 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LAWSON SOFTWARE INC NEW COM 52078P102 $10,499 1,682,466 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SR NT LAWSON SOFTWARE INC NEW CV 2.5%12 52078PAA0 $136,413 143,028,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LEAP WIRELESS INTL INC COM NEW 521863308 $1,455 74,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LEGG MASON INC COM 524901105 $828 26,674 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LENDER PROCESSING SVCS INC COM 52602E102 $756 19,800 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ LEUCADIA NATL CORP COM 527288104 $742 30,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LIBERTY ACQUISITION HLDGS CORP COM 53015Y107 $276 29,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LIBERTY GLOBAL INC COM SER C 530555309 $582 25,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ENT COM LIBERTY MEDIA CORP NEW SER A 53071M500 $12,071 388,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LIFE TECHNOLOGIES CORP COM 53217V109 $1,694 36,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LIGAND PHARMACEUTICALS INC CL B 53220K207 $62 26,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LILLY ELI & CO COM 532457108 $1,321 40,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SR CV LINEAR TECHNOLOGY CORP 3.125%27 535678AD8 $228,366 227,978,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LIONS GATE ENTMNT CORP COM NEW 535919203 $124 20,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LIONBRIDGE TECHNOLOGIES INC COM 536252109 $89 34,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LIVEPERSON INC COM 538146101 $108 21,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LOCKHEED MARTIN CORP COM 539830109 $1,241 15,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LODGENET INTERACTIVE CORP COM 540211109 $94 12,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LONGTOP FINL TECHNOLOGIES LTD ADR 54318P108 $361 12,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LORILLARD INC COM 544147101 $3,036 40,855 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- LOWES COS INC COM 548661107 $37,650 1,798,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MBIA INC COM 55262C100 $360 46,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MDS INC COM 55269P302 $438 53,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MEMC ELECTR MATLS INC COM 552715104 $183 11,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MFA FINANCIAL INC COM 55272X102 $335 42,100 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CL A MI DEVS INC SUB VTG 55304X104 $362 26,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MSC INDL DIRECT INC CL A 553530106 $349 8,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MSC SOFTWARE CORP COM 553531104 $9,061 1,077,466 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MACYS INC COM 55616P104 $26,483 1,447,943 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MAGMA DESIGN AUTOMATION COM 559181102 $99 47,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MAGUIRE PPTYS INC COM 559775101 $244 116,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MAP PHARMACEUTICALS INC COM 56509R108 $42,637 4,076,169 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GOLD MINER MARKET VECTORS ETF TR ETF 57060U100 $580 12,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MASSEY ENERGY CORP COM 576206106 $11,156 400,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MASTEC INC COM 576323109 $142 11,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MASTERCARD INC CL A 57636Q104 $3,497 17,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MASTERCARD INC CL A 57636Q104 $1,112 5,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MCAFEE INC COM 579064106 $228 5,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SB NT MCDATA CORP CV 2.25%10 580031AD4 $171,433 171,433,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MCDONALDS CORP COM 580135101 $559 9,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MCKESSON CORP COM 58155Q103 $1,608 27,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MEDIVATION INC COM 58501N101 $502 18,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MEDTRONIC INC COM 585055106 $784 21,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MELCO CROWN ENTMT LTD ADR 585464100 $92 13,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MERCADOLIBRE INC COM 58733R102 $258 6,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MERCK & CO INC COM 589331107 $436 13,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MERCURY COMPUTER SYS COM 589378108 $9,137 926,666 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MERGE HEALTHCARE INC COM 589499102 $71 17,300 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ METAVANTE TECHNOLOGIES INC COM 591407101 $952 27,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- METROPCS COMMUNICATIONS INC COM 591708102 $2,752 294,060 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MICROSOFT CORP COM 594918104 $4,424 172,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MICROSOFT CORP COM 594918104 $3,816 148,378 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MICROCHIP TECHNOLOGY INC COM 595017104 $981 37,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MILLER HERMAN INC COM 600544100 $215 12,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MILLIPORE CORP COM 601073109 $338 4,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MOLSON COORS BREWING CO CL B 60871R209 $638 13,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MOLSON COORS BREWING CO CL B 60871R209 $1,902 39,064 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MONSANTO CO NEW COM 61166W101 $87,200 1,126,614 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MONSTER WORLDWIDE INC COM 611742107 $271 15,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MOODYS CORP COM 615369105 $47 2,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MOODYS CORP COM 615369105 $14,891 727,800 SH CALL X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MOTOROLA INC COM 620076109 $673 78,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MULTIMEDIA GAMES INC COM 625453105 $152 29,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NII HLDGS INC CL B NEW 62913F201 $529 17,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NRG ENERGY INC COM NEW 629377508 $962 34,123 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NYSE EURONEXT COM 629491101 $153 5,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NYSE EURONEXT COM 629491101 $867 30,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NABI BIOPHARMACEUTICALS COM 629519109 $186 51,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NALCO HOLDING COMPANY COM 62985Q101 $229 11,200 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NATCO GROUP INC CL A 63227W203 $292 6,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NATIONAL FUEL GAS CO N J COM 636180101 $440 9,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NATIONAL OILWELL VARCO INC COM 637071101 $703 16,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NAVISTAR INTL CORP NEW COM 63934E108 $8,420 225,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NET SERVICOS DE COMUNICACAO SPONSD SA ADR NEW 64109T201 $268 23,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NETAPP INC COM 64110D104 $328 12,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NETEZZA CORP COM 64111N101 $350 31,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NEWMARKET CORP COM 651587107 $419 4,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NEXEN INC COM 65334H102 $454 20,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NIKE INC CL B 654106103 $343 5,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- 99 CENTS ONLY STORES COM 65440K106 $787 58,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPONSORED NIPPON TELEG & TEL CORP ADR 654624105 $2,392 103,870 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NORTH AMERN ENERGY PARTNERS COM 656844107 $181 30,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NOVAGOLD RES INC COM NEW 66987E206 $13,433 2,623,688 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NOVELL INC COM 670006105 $266 58,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NV ENERGY INC COM 67073Y106 $129 11,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- OGE ENERGY CORP COM 670837103 $241 7,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- OSI PHARMACEUTICALS INC COM 671040103 $275 7,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- OCCIDENTAL PETE CORP DEL COM 674599105 $2,360 30,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- OFFICE DEPOT INC COM 676220106 $91 13,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- OMNICARE INC COM 681904108 $232 10,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- OMNICOM GROUP INC COM 681919106 $229 6,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ONEOK INC NEW COM 682680103 $1,388 37,900 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ OPENWAVE SYS INC COM NEW 683718308 $320 123,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- OPNET TECHNOLOGIES INC COM 683757108 $113 10,376 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ORACLE CORP COM 68389X105 $1,465 70,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- O REILLY AUTOMOTIVE INC COM 686091109 $737 20,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- OWENS ILL INC COM NEW 690768403 $2,458 66,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PDL BIOPHARMA INC COM 69329Y104 $642 81,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PG&E CORP COM 69331C108 $275 6,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPONSORED POSCO ADR 693483109 $780 7,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PPL CORP COM 69351T106 $382 12,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PRG-SCHULTZ INTERNATIONAL INC COM NEW 69357C503 $63 11,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PEABODY ENERGY CORP COM 704549104 $67 1,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PEABODY ENERGY CORP COM 704549104 $405 10,886 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TR UNIT PENGROWTH ENERGY TR NEW 706902509 $1,125 107,057 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PENN NATL GAMING INC COM 707569109 $985 35,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PENN VA CORP COM 707882106 $4,582 200,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PEP BOYS MANNY MOE & JACK COM 713278109 $165 16,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PEPCO HOLDINGS INC COM 713291102 $187 12,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PEPSI BOTTLING GROUP INC COM 713409100 $241 6,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PEPSICO INC COM 713448108 $950 16,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 $57 24,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PETROHAWK ENERGY CORP COM 716495106 $21,789 900,000 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PETROLEO BRASILEIRO SA SP ADR PETROBR NON VTG 71654V101 $231,394 5,886,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PETROLEO BRASILEIRO SA SPONSORED PETROBR ADR 71654V408 $340,546 7,419,297 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PFIZER INC COM 717081103 $41,190 2,488,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PHILIP MORRIS INTL INC COM 718172109 $1,833 37,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PHILIP MORRIS INTL INC COM 718172109 $487 10,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PHILLIPS VAN HEUSEN CORP COM 718592108 $1,155 27,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PINNACLE AIRL CORP COM 723443107 $86 12,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PINNACLE ENTMT INC COM 723456109 $113 11,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PLAINS EXPL& PRODTN CO COM 726505100 $169,108 6,113,815 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PLATO LEARNING INC COM 72764Y100 $86 19,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PLATINUM GROUP METALS LTD COM NEW 72765Q205 $126 100,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- POOL CORPORATION COM 73278L105 $391 17,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- POTASH CORP SASK INC COM 73755L107 $266,360 2,948,421 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PRE PAID LEGAL SVCS INC COM 740065107 $691 13,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PRECISION CASTPARTS CORP COM 740189105 $1,467 14,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PRICELINE COM INC COM NEW 741503403 $1,045 6,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PRICESMART INC COM 741511109 $394 21,000 SH X 1 X - ------------------------------ ----------------------------------------------- ------------------------------------------------- - PROCTER & GAMBLE CO COM 742718109 $452 7,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- PUBLIC SVC ENTERPRISE GROUP COM 744573106 $286 9,100 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ QUALCOMM INC COM 747525103 $2,325 51,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- QUEST DIAGNOSTICS INC COM 74834L100 $214 4,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- QUEST SOFTWARE INC COM 74834T103 $180 10,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- QUESTAR CORP COM 748356102 $545 14,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- QWEST COMMUNICATIONS INTL INC COM 749121109 $86 22,600 SH X 1 X - ------------------------------ ----------------------------------------------- ------------------------------------------------- - RHI ENTMT INC DEL COM 74957T104 $47 14,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- RPM INTL INC COM 749685103 $12,943 700,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SB NT RF MICRODEVICES INC CV 1.5%10 749941AE0 $195,740 197,033,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SUB NT RF MICRODEVICES INC CV0.75%12 749941AG5 $178,170 191,067,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SUB NT RF MICRODEVICES INC CV 1%14 749941AJ9 $83,543 93,311,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- RACKSPACE HOSTING INC COM 750086100 $188 11,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- RALCORP HLDGS INC NEW COM 751028101 $240 4,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- RAYTHEON CO COM NEW 755111507 $408 8,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- REGAL ENTMT GROUP CL A 758766109 $359 29,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- REGIONS FINANCIAL CORP NEW COM 7591EP100 $260 41,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- RENESOLA LTD SPONS ADS 75971T103 $9,486 1,972,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- REPUBLIC AWYS HLDGS INC COM 760276105 $2,146 230,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- RESEARCH IN MOTION LTD COM 760975102 $257 3,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- RITE AID CORP COM 767754104 $260 158,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SBA COMMUNICATIONS CORP COM 78388J106 $354 13,100 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SPDR TR UNIT SER 1 78462F103 $58,075 550,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPDR TR UNIT SER 1 78462F103 $6,441 61,000 SH PUT X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SUB NT SPSS INC CV 2.5%12 78462KAB8 $20,145 16,675,000 PRN X 1 X - ------------------------------ ----------------------------------------------- ------------------------------------------------- - SPDR GOLD TRUST GOLD SHS 78463V107 $242,214 2,450,320 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPDR GOLD TRUST GOLD SHS 78463V107 $3,064 31,000 SH CALL X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SAFEWAY INC COM NEW 786514208 $132 6,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SAFEWAY INC COM NEW 786514208 $1,380 70,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SANDISK CORP COM 80004C101 $1,319 60,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SAPIENT CORP COM 803062108 $254 31,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SARA LEE CORP COM 803111103 $886 79,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SCHERING PLOUGH CORP COM 806605101 $2,658 94,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SCHLUMBERGER LTD COM 806857108 $375 6,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SBI SELECT SECTOR SPDR TR INT-FINL 81369Y605 $281 18,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SBI SELECT SECTOR SPDR TR INT-INDS 81369Y704 $266 10,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SERVICE CORP INTL COM 817565104 $501 71,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SHERWIN WILLIAMS CO COM 824348106 $650 10,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPONSORED SHIRE PLC ADR 82481R106 $627 12,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SMITH INTL INC COM 832110100 $347 12,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SMUCKER J M CO COM NEW 832696405 $292 5,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SONIC SOLUTIONS COM 835460106 $81 13,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SOUTHERN UN CO NEW COM 844030106 $819 39,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SOUTHWEST AIRLS CO COM 844741108 $115 12,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPECIALTY UNDERWRITERS ALLIANC COM 84751T309 $156 23,605 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SPRINT NEXTEL CORP COM SER 1 852061100 $2,551 645,881 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- STAPLES INC COM 855030102 $223 9,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- STATE STR CORP COM 857477103 $700 13,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- STONE ENERGY CORP COM 861642106 $16,310 1,000,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- STRAYER ED INC COM 863236105 $501 2,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- STRYKER CORP COM 863667101 $254 5,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SUN LIFE FINL INC COM 866796105 $281 9,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SUN MICROSYSTEMS INC COM NEW 866810203 $577 63,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SUNCOR ENERGY INC NEW COM 867224107 $91,346 2,643,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SUNTRUST BKS INC COM 867914103 $2,210 98,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SUPERIOR WELL SVCS INC COM 86837X105 $968 100,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SYCAMORE NETWORKS INC COM 871206108 $231 76,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SYMANTEC CORP COM 871503108 $349 21,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CONT SB SYMMETRICOM INC NT CV 25 871543AB0 $45,365 48,780,000 PRN X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TNS INC COM 872960109 $896 32,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TAL INTL GROUP INC COM 874083108 $421 29,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TARGET CORP COM 87612E106 $504 10,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TEKELEC COM 879101103 $527 32,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPONSORED TELECOM CORP NEW ZEALAND LTD ADR 879278208 $286 29,806 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TELLABS INC COM 879664100 $291 42,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TERADATA CORP DEL COM 88076W103 $10,870 395,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TERADATA CORP DEL COM 88076W103 $10,100 367,000 SH CALL X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TEREX CORP NEW COM 880779103 $444 21,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TERNIUM SA SPON ADR 880890108 $221 8,300 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TERRA INDS INC COM 880915103 $5,201 150,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TEVA PHARMACEUTICAL INDS LTD ADR 881624209 $293 5,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TESSERA TECHNOLOGIES INC COM 88164L100 $602 21,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TEXAS INSTRS INC COM 882508104 $237 10,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- THERMO FISHER SCIENTIFIC INC COM 883556102 $1,192 27,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- THOMSON REUTERS CORP COM 884903105 $1,383 41,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TIBCO SOFTWARE INC COM 88632Q103 $27,584 2,906,666 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TICKETMASTER ENTMT INC COM 88633P302 $165 14,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TIDEWATER INC COM 886423102 $226 4,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TIFFANY & CO NEW COM 886547108 $243 6,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TIM HORTONS INC COM 88706M103 $594 21,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TIME WARNER INC COM NEW 887317303 $846 29,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TIME WARNER CABLE INC COM 88732J207 $292 6,786 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TOREADOR RES CORP COM 891050106 $1,998 200,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TORONTO DOMINION BK ONT COM NEW 891160509 $329 5,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TRANSALTA CORP COM 89346D107 $392 19,098 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TRANSDIGM GROUP INC COM 893641100 $722 14,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TRICO MARINE SERVICES INC COM NEW 896106200 $1,276 165,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TRIPLE-S MGMT CORP CL B 896749108 $485 28,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TRUE RELIGION APPAREL INC COM 89784N104 $231 8,900 SH X 1 X - ------------------------------ ----------------------------------------------- ------------------------------------------------- - US BANCORP DEL COM NEW 902973304 $278 12,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- URS CORP NEW COM 903236107 $393 9,000 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ULTRA PETROLEUM CORP COM 903914109 $514 10,500 SH X 1 X - ------------------------------ ----------------------------------------------- ------------------------------------------------- - UNION PAC CORP COM 907818108 $659 11,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- UNISOURCE ENERGY CORP COM 909205106 $950 30,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- UNITED STATES OIL FUND LP UNITS 91232N108 $597 16,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- UNITED TECHNOLOGIES CORP COM 913017109 $280 4,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- UNITEDHEALTH GROUP INC COM 91324P102 $548 21,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- UNITRIN INC COM 913275103 $975 50,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- UNIVERSAL AMERICAN CORP COM 913377107 $327 34,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- VALASSIS COMMUNICATIONS INC COM 918866104 $318 17,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- VALEANT PHARMACEUTICALS INTL COM 91911X104 $1,145 40,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- VALUECLICK INC COM 92046N102 $160 12,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- VEECO INSTRS INC DEL COM 922417100 $1,157 49,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- VERISIGN INC COM 92343E102 $599 25,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- VERIZON COMMUNICATIONS INC COM 92343V104 $138,605 4,578,953 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- VIASAT INC COM 92552V100 $207 7,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- VIRGIN MEDIA INC COM 92769L101 $1,134 81,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- VISA INC COM CL A 92826C839 $1,458 21,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- VISIONCHINA MEDIA INC SPONS ADR 92833U103 $209 26,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SPONS ADR VODAFONE GROUP PLC NEW NEW 92857W209 $4,203 186,800 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ VULCAN MATLS CO COM 929160109 $1,368 25,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WAL MART STORES INC COM 931142103 $54,786 1,116,040 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WALGREEN CO COM 931422109 $63,684 1,699,600 SH X 1 X - ------------------------------ ----------------------------------------------- ------------------------------------------------- - WALTER ENERGY INC COM 93317Q105 $450 7,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WASHINGTON POST CO CL B 939640108 $234 500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WASTE MGMT INC DEL COM 94106L109 $277 9,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WEB COM GROUP INC COM 94733A104 $125 17,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WELLCARE HEALTH PLANS INC COM 94946T106 $431 17,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WELLPOINT INC COM 94973V107 $2,070 43,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WELLS FARGO & CO NEW COM 949746101 $595 21,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WENDYS ARBYS GROUP INC COM 950587105 $139 29,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WESTAR ENERGY INC COM 95709T100 $205 10,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WESTERN UN CO COM 959802109 $397 21,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WILLBROS GROUP INC DEL COM 969203108 $164 10,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WILLIAMS COS INC DEL COM 969457100 $672 37,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WINDSTREAM CORP COM 97381W104 $4,518 446,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WYETH COM 983024100 $50,951 1,048,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WYNDHAM WORLDWIDE CORP COM 98310W108 $548 33,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- XTO ENERGY INC COM 98385X106 $926 22,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- XCEL ENERGY INC COM 98389B100 $204 10,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- YAHOO INC COM 984332106 $12,946 726,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- YAMANA GOLD INC COM 98462Y100 $268 25,000 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ZENITH NATL INS CORP COM 989390109 $312 10,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 $288 6,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AMDOCS LTD ORD G02602103 $379 14,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ARCH CAP GROUP LTD ORD G0450A105 $358 5,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ASPEN INSURANCE HOLDINGS LTD SHS G05384105 $458 17,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ACCENTURE PLC IRELAND SHS CLASS A G1151C101 $283 7,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- COVIDIEN PLC SHS G2554F105 $554 12,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- EVEREST RE GROUP LTD COM G3223R108 $324 3,700 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- HERBALIFE LTD COM USD SHS G4412G101 $272 8,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MAIDEN HOLDINGS LTD SHS G5753U112 $335 46,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 $492 30,400 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- NABORS INDUSTRIES LTD SHS G6359F103 $428 20,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WHITE MTNS INS GROUP LTD COM G9618E107 $1,616 5,264 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WILLIS GROUP HOLDINGS LTD SHS G96655108 $539 19,100 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- XL CAP LTD CL A G98255105 $873 50,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- XYRATEX LTD COM G98268108 $212 22,300 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- ACE LTD SHS H0023R105 $262 4,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- WEATHERFORD INTERNATIONAL LTD REG H27013103 $102,040 4,922,313 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- FOSTER WHEELER AG COM H27178104 $357 11,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TRANSOCEAN LTD REG SHS H8817H100 $1,505 17,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- TYCO INTERNATIONAL LTD SHS H89128104 $331 9,600 SH X 1 X - -----------------------------------------------------------------------------------------------------------------------------------
INVESTMENT DISCRETION VOTING AUTHORITY FAIR MARKET SHARES OR TITLE OF CUSIP VALUE PRINCIPAL SH/ PUT/ SHARED- SHARED-OTHER ISSUER CLASS NUMBER (IN THOUSANDS) AMOUNT PRN CALL SOLE DEFINED OTHER MNGRS** SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MILLICOM INTL CELLULAR S A SHS NEW L6388F110 $233 3,200 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AUDIOCODES LTD ORD M15342104 $543 263,666 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- CHECK POINT SOFTWARE TECH LTD ORD M22465104 $366 12,900 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- SYNERON MEDICAL LTD ORD SHS M87245102 $226 19,800 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- AERCAP HOLDINGS NV SHS N00985106 $104 11,500 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- DRYSHIPS INC SHS Y2109Q101 $130 19,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- FLEXTRONICS INTL LTD ORD Y2573F102 $557 74,600 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- GLOBAL SHIP LEASE INC NEW SHS A Y27183105 $6,038 3,750,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- *W EXP GLOBAL SHIP LEASE INC NEW 08/24/201 Y27183113 $188 3,750,000 SH X 1 X - ----------------------------------------------------------------------------------------------------------------------------------- Total Fair Market Value $6,198,089 (in thousands)
The following investment managers that are required to file a report pursuant to Section 13 (f) of the Securities and Exchange Act of 1934 ("Section 13 (f)") exercise investment discretion with respect to certain securities held in accounts for which Soros Fund Management LLC ("SFM LLC") acts as principal investment manager, and certain limited partnerships in which such accounts are directly or indirectly partners, and such managers will report such positions on their reports: 028-06437 Atlantic Investment Management, Inc. 028-12212 Discovery Capital Management, LLC 028-11106 EAC Management LP 028-11486 Horseman Capital Management Ltd. 028-06256 Martin Currie Investment Management Ltd. 028-10804 RR Partners LP 028-05395 Select Equity Group, Inc. 028-05369 Sirios Capital Management, L.P. ** Certain securities reported herein are managed by investment managers that are not required to file a report pursuant to Section 13(f). The inclusion of such securities herein shall not be deemed an admission that George Soros or SFM LLC has investment discretion or voting authority over such securities. -----END PRIVACY-ENHANCED MESSAGE-----