-----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, OmtwKTHUTCDDLN38ybqC/CgLZcEdh9gocKoQfZUE1N4wG02VdlO/rUMPhbxfWAnm Wh4gfMkhcY/bxsVSt79pWQ== 0001193125-10-120599.txt : 20100514 0001193125-10-120599.hdr.sgml : 20100514 20100514152947 ACCESSION NUMBER: 0001193125-10-120599 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100514 DATE AS OF CHANGE: 20100514 EFFECTIVENESS DATE: 20100514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TUDOR INVESTMENT CORP ET AL CENTRAL INDEX KEY: 0000923093 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04356 FILM NUMBER: 10833002 BUSINESS ADDRESS: STREET 1: 1275 KING STREET STREET 2: 2ND FLOOR CITY: GREENWICH STATE: CT ZIP: 06831-2936 MAIL ADDRESS: STREET 1: 1275 KING STREET STREET 2: 2ND FLOOR CITY: GREENWICH STATE: CT ZIP: 06831-2936 13F-HR 1 d13fhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or quarter Ended: March 31, 2010 Check here if Amendment [_]; Amendment Number: This Amendment (Check only one.): [_] is a restatement. [_] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Tudor Investment Corporation Address: 1275 King Street Greenwich, CT 06831 Form 13F File Number: 28-7762 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: John Torell Title: Managing Director and Chief Operating Officer Phone: (203) 863-6742 Signature, Place, and Date of Signing: /s/ John Torell Greenwich, CT 06831 May 14, 2010 - --------------------------- ------------------- ------------ [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 13 NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Included Managers: Form 13F File Number Name ----------------------- --------------------------------- 28-5175 Tudor Proprietary Trading, L.L.C. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers 1. Form 13F Information Table Entry Total 484 Form 13F Information Table Value Total $ 421,693 (Thousands) List of Other Included Managers: No. Form 13F File Number Name - ---- -------------------- ----------------------------------- 1. 28-5175 Tudor Proprietary Trading, L.L.C. TUDOR INVESTMENT CORPORATION QUARTERLY REPORT DETAILING 13F ELIGIBLE SECURITIES AS MARCH 31, 2010
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- ------------ --------- -------- ------------------- ------------------ -------- ------------------------- INVESTMENT DISCRETION VOTING AUTHORITY ------------------ ------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ SHARED- SHARED- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------- ------------ --------- -------- ---------- --- ---- ---------- ------- -------- ---------- ------ ------- 3M CO COMMON STOCK 88579Y101 276 3,300 SH 3,300 0 1 3,300 0 3PAR INC COMMON STOCK 88580F109 111 11,100 SH 11,100 0 1 11,100 0 ABBOTT LABORATORIES COMMON STOCK 002824100 1,433 27,200 SH 27,200 0 1 27,200 0 ABOVENET INC COMMON STOCK 00374N107 335 6,600 SH 6,600 0 1 6,600 0 ACCENTURE PLC-CL A COMMON STOCK G1151C101 709 16,900 SH 16,900 0 1 16,900 0 ACCURAY INC COMMON STOCK 004397105 83 13,700 SH 13,700 0 1 13,700 0 ACE LTD COMMON STOCK H0023R105 298 5,700 SH 5,700 0 1 5,700 0 ACERGY SA-SPON ADR COMMON STOCK 00443E104 378 20,600 SH 20,600 0 1 20,600 0 ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 216 17,900 SH 17,900 0 1 17,900 0 ADOBE SYSTEMS INC COMMON STOCK 00724F101 1,245 35,200 SH 35,200 0 1 35,200 0 ADVANCE AMERICA CASH ADVANCE COMMON STOCK 00739W107 186 31,900 SH 31,900 0 1 31,900 0 ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 570 13,600 SH 13,600 0 1 13,600 0 ADVANCED BATTERY TECHNOLOGIE COMMON STOCK 00752H102 158 40,500 SH 40,500 0 1 40,500 0 AES CORP COMMON STOCK 00130H105 593 53,900 SH 53,900 0 1 53,900 0 AGRIUM INC COMMON STOCK 008916108 904 12,800 SH 12,800 0 1 12,800 0 AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 229 3,100 SH 3,100 0 1 3,100 0 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 277 54,600 SH 54,600 0 1 54,600 0 ALBERTO-CULVER CO COMMON STOCK 013078100 523 20,000 SH 20,000 0 1 20,000 0 ALCON INC COMMON STOCK H01301102 485 3,000 SH 3,000 0 1 3,000 0 ALLEGHENY ENERGY INC COMMON STOCK 017361106 306 13,300 SH 13,300 0 1 13,300 0 ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 244 3,000 SH 3,000 0 1 3,000 0 ALMOST FAMILY INC COMMON STOCK 020409108 219 5,800 SH 5,800 0 1 5,800 0 ALTERA CORPORATION COMMON STOCK 021441100 207 8,500 SH 8,500 0 1 8,500 0 AMB PROPERTY CORP COMMON STOCK 00163T109 245 9,000 SH 9,000 0 1 9,000 0 AMDOCS LTD COMMON STOCK G02602103 226 7,500 SH 7,500 0 1 7,500 0 AMEDISYS INC COMMON STOCK 023436108 469 8,500 SH 8,500 0 1 8,500 0 AMEREN CORPORATION COMMON STOCK 023608102 342 13,100 SH 13,100 0 1 13,100 0 AMERICAN CAPITAL LTD COMMON STOCK 02503Y103 1,740 342,498 SH 342,498 0 1 342,498 0 AMERICAN EQUITY INVT LIFE HL COMMON STOCK 025676206 154 14,500 SH 14,500 0 1 14,500 0 AMERICAN MEDICAL SYS HLDGS COMMON STOCK 02744M108 301 16,200 SH 16,200 0 1 16,200 0 AMERICAN TOWER CORP-CL A COMMON STOCK 029912201 665 15,600 SH 15,600 0 1 15,600 0 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 87 12,300 SH 12,300 0 1 12,300 0 AMPHENOL CORP-CL A COMMON STOCK 032095101 240 5,700 SH 5,700 0 1 5,700 0 AMSURG CORP COMMON STOCK 03232P405 261 12,100 SH 12,100 0 1 12,100 0 AMTRUST FINANCIAL SERVICES COMMON STOCK 032359309 169 12,100 SH 12,100 0 1 12,100 0 ANALOG DEVICES INC COMMON STOCK 032654105 349 12,100 SH 12,100 0 1 12,100 0 ANAREN INC COMMON STOCK 032744104 150 10,500 SH 10,500 0 1 10,500 0 ANGIODYNAMICS INC COMMON STOCK 03475V101 266 17,000 SH 17,000 0 1 17,000 0 APAC CUSTOMER SERVICES INC COMMON STOCK 00185E106 94 16,300 SH 16,300 0 1 16,300 0 APACHE CORP COMMON STOCK 037411105 355 3,500 SH 3,500 0 1 3,500 0 APOLLO GROUP INC-CL A COMMON STOCK 037604105 1,428 23,300 SH 23,300 0 1 23,300 0 APTARGROUP INC COMMON STOCK 038336103 268 6,800 SH 6,800 0 1 6,800 0 ARCH COAL INC COMMON STOCK 039380100 1,143 50,000 SH CALL 50,000 0 1 50,000 0 ARENA RESOURCES INC COMMON STOCK 040049108 207 6,200 SH 6,200 0 1 6,200 0 ARRIS GROUP INC COMMON STOCK 04269Q100 149 12,400 SH 12,400 0 1 12,400 0 ARROW ELECTRONICS INC COMMON STOCK 042735100 295 9,800 SH 9,800 0 1 9,800 0 AT&T INC COMMON STOCK 00206R102 274 10,600 SH 10,600 0 1 10,600 0 ATC TECHNOLOGY CORP COMMON STOCK 00211W104 290 16,900 SH 16,900 0 1 16,900 0 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 255 6,600 SH 6,600 0 1 6,600 0 AUTOLIV INC COMMON STOCK 052800109 283 5,500 SH 5,500 0 1 5,500 0 AUTONATION INC COMMON STOCK 05329W102 222 12,300 SH 12,300 0 1 12,300 0 AVEO PHARMACEUTICALS INC COMMON STOCK 053588109 225 25,000 SH 25,000 0 1 25,000 0 AVX CORP COMMON STOCK 002444107 204 14,400 SH 14,400 0 1 14,400 0 AXIS CAPITAL HOLDINGS LTD COMMON STOCK G0692U109 231 7,382 SH 7,382 0 1 7,382 0 BALTIC TRADING LTD COMMON STOCK Y0553W103 339 25,000 SH 25,000 0 1 25,000 0 BANK MUTUAL CORP COMMON STOCK 063750103 179 27,500 SH 27,500 0 1 27,500 0 BANK OF AMERICA CORP-CW19 COMMON STOCK 060505153 88 24,400 SH CALL 24,400 0 1 24,400 0 BAXTER INTERNATIONAL INC COMMON STOCK 071813109 1,083 18,600 SH 18,600 0 1 18,600 0 BCE INC COMMON STOCK 05534B760 390 13,300 SH 13,300 0 1 13,300 0 BECKMAN COULTER INC COMMON STOCK 075811109 659 10,500 SH 10,500 0 1 10,500 0 BECTON DICKINSON AND CO COMMON STOCK 075887109 260 3,300 SH 3,300 0 1 3,300 0
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- ------------ --------- -------- ------------------- ------------------ -------- ------------------------- INVESTMENT DISCRETION VOTING AUTHORITY ------------------ ------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ SHARED- SHARED- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------- ------------ --------- -------- ---------- --- ---- ---------- ------- -------- ---------- ------ ------- BED BATH & BEYOND INC COMMON STOCK 075896100 691 15,800 SH 15,800 0 1 15,800 0 BEMIS COMPANY COMMON STOCK 081437105 511 17,800 SH 17,800 0 1 17,800 0 BEST BUY CO INC COMMON STOCK 086516101 2,140 50,300 SH 50,300 0 1 50,300 0 BIG 5 SPORTING GOODS CORP COMMON STOCK 08915P101 234 15,400 SH 15,400 0 1 15,400 0 BILL BARRETT CORP COMMON STOCK 06846N104 295 9,600 SH 9,600 0 1 9,600 0 BIOGEN IDEC INC COMMON STOCK 09062X103 1,400 24,400 SH 24,400 0 1 24,400 0 BIOSCRIP INC COMMON STOCK 09069N108 117 14,600 SH 14,600 0 1 14,600 0 BLACK BOX CORP COMMON STOCK 091826107 221 7,200 SH 7,200 0 1 7,200 0 BLACKROCK INC COMMON STOCK 09247X101 719 3,300 SH 3,300 0 1 3,300 0 BOISE INC COMMON STOCK 09746Y105 232 37,800 SH 37,800 0 1 37,800 0 BRIGGS & STRATTON COMMON STOCK 109043109 244 12,500 SH 12,500 0 1 12,500 0 BROADCOM CORP-CL A COMMON STOCK 111320107 1,106 33,300 SH 33,300 0 1 33,300 0 BROADPOINT GLEACHER SECURITI COMMON STOCK 11134A103 84 20,900 SH 20,900 0 1 20,900 0 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK 11133T103 346 16,200 SH 16,200 0 1 16,200 0 BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 271 47,400 SH 47,400 0 1 47,400 0 BROOKLINE BANCORP INC COMMON STOCK 11373M107 216 20,300 SH 20,300 0 1 20,300 0 BUNGE LTD COMMON STOCK G16962105 234 3,800 SH 3,800 0 1 3,800 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 212 3,800 SH 3,800 0 1 3,800 0 CA INC COMMON STOCK 12673P105 394 16,800 SH 16,800 0 1 16,800 0 CABOT OIL & GAS CORP COMMON STOCK 127097103 328 8,900 SH 8,900 0 1 8,900 0 CACI INTERNATIONAL INC -CL A COMMON STOCK 127190304 366 7,500 SH 7,500 0 1 7,500 0 CAL DIVE INTERNATIONAL INC COMMON STOCK 12802T101 298 40,700 SH 40,700 0 1 40,700 0 CALAMOS ASSET MANAGEMENT-A COMMON STOCK 12811R104 178 12,400 SH 12,400 0 1 12,400 0 CALLAWAY GOLF COMPANY COMMON STOCK 131193104 112 12,700 SH 12,700 0 1 12,700 0 CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 689 9,300 SH 9,300 0 1 9,300 0 CANTEL MEDICAL CORP COMMON STOCK 138098108 230 11,600 SH 11,600 0 1 11,600 0 CAPELLA EDUCATION CO COMMON STOCK 139594105 501 5,400 SH 5,400 0 1 5,400 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 799 19,300 SH 19,300 0 1 19,300 0 CAREER EDUCATION CORP COMMON STOCK 141665109 285 9,000 SH 9,000 0 1 9,000 0 CELGENE CORP COMMON STOCK 151020104 1,010 16,300 SH 16,300 0 1 16,300 0 CENTENE CORP COMMON STOCK 15135B101 231 9,600 SH 9,600 0 1 9,600 0 CEPHALON INC COMMON STOCK 156708109 529 7,800 SH 7,800 0 1 7,800 0 CH ENERGY GROUP INC COMMON STOCK 12541M102 208 5,100 SH 5,100 0 1 5,100 0 CHEESECAKE FACTORY INC/THE COMMON STOCK 163072101 254 9,400 SH 9,400 0 1 9,400 0 CHEVRON CORP COMMON STOCK 166764100 220 2,900 SH 2,900 0 1 2,900 0 CHINA SKY ONE MEDICAL INC COMMON STOCK 16941P102 292 18,600 SH 18,600 0 1 18,600 0 CHURCH & DWIGHT CO INC COMMON STOCK 171340102 449 6,700 SH 6,700 0 1 6,700 0 CIGNA CORP COMMON STOCK 125509109 318 8,700 SH 8,700 0 1 8,700 0 CINEMARK HOLDINGS INC COMMON STOCK 17243V102 714 38,944 SH 38,944 0 1 38,944 0 CITRIX SYSTEMS INC COMMON STOCK 177376100 356 7,500 SH 7,500 0 1 7,500 0 CLOROX COMPANY COMMON STOCK 189054109 244 3,800 SH 3,800 0 1 3,800 0 CME GROUP INC COMMON STOCK 12572Q105 2,719 8,600 SH 8,600 0 1 8,600 0 COACH INC COMMON STOCK 189754104 518 13,100 SH 13,100 0 1 13,100 0 COGO GROUP INC COMMON STOCK 192448108 169 24,200 SH 24,200 0 1 24,200 0 COINSTAR INC COMMON STOCK 19259P300 202 6,200 SH 6,200 0 1 6,200 0 COMCAST CORP-CLASS A COMMON STOCK 20030N101 279 14,800 SH 14,800 0 1 14,800 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK 203668108 698 18,900 SH 18,900 0 1 18,900 0 COMPELLENT TECHNOLOGIES INC COMMON STOCK 20452A108 179 10,200 SH 10,200 0 1 10,200 0 COMPUTER SCIENCES CORP COMMON STOCK 205363104 360 6,600 SH 6,600 0 1 6,600 0 COMPUWARE CORP COMMON STOCK 205638109 91 10,800 SH 10,800 0 1 10,800 0 CONEXANT SYSTEMS INC COMMON STOCK 207142308 1,105 325,000 SH 325,000 0 1 325,000 0 CONN'S INC COMMON STOCK 208242107 217 27,700 SH 27,700 0 1 27,700 0 CONOCOPHILLIPS COMMON STOCK 20825C104 1,080 21,100 SH 21,100 0 1 21,100 0 CONSOL ENERGY INC COMMON STOCK 20854P109 1,207 28,300 SH 28,300 0 1 28,300 0 CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 653 18,600 SH 18,600 0 1 18,600 0 CONSUMER DISCRETIONARY SELT COMMON STOCK 81369Y407 3,314 100,918 SH 100,918 0 1 100,918 0 CONSUMER STAPLES SPDR COMMON STOCK 81369Y308 13,357 478,240 SH 478,240 0 1 478,240 0 COOPER COS INC/THE COMMON STOCK 216648402 237 6,100 SH 6,100 0 1 6,100 0 COOPER TIRE & RUBBER COMMON STOCK 216831107 245 12,900 SH 12,900 0 1 12,900 0 CORE-MARK HOLDING CO INC COMMON STOCK 218681104 474 15,500 SH 15,500 0 1 15,500 0 CORINTHIAN COLLEGES INC COMMON STOCK 218868107 304 17,300 SH 17,300 0 1 17,300 0 CORNELL COMPANIES INC COMMON STOCK 219141108 276 15,100 SH 15,100 0 1 15,100 0 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 412 6,900 SH 6,900 0 1 6,900 0 COVENTRY HEALTH CARE INC COMMON STOCK 222862104 433 17,500 SH 17,500 0 1 17,500 0 CRYOLIFE INC COMMON STOCK 228903100 69 10,600 SH 10,600 0 1 10,600 0 CSG SYSTEMS INTL INC COMMON STOCK 126349109 286 13,600 SH 13,600 0 1 13,600 0 CVR ENERGY INC COMMON STOCK 12662P108 191 21,800 SH 21,800 0 1 21,800 0 CVS CAREMARK CORP COMMON STOCK 126650100 424 11,600 SH 11,600 0 1 11,600 0 CYBERONICS INC COMMON STOCK 23251P102 240 12,500 SH 12,500 0 1 12,500 0
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- ------------ --------- -------- ------------------- ------------------ -------- ------------------------- INVESTMENT DISCRETION VOTING AUTHORITY ------------------ ------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ SHARED- SHARED- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------- ------------ --------- -------- ---------- --- ---- ---------- ------- -------- ---------- ------ ------- CYPRESS BIOSCIENCE INC COMMON STOCK 232674507 193 39,500 SH 39,500 0 1 39,500 0 DAKTRONICS INC COMMON STOCK 234264109 149 19,500 SH 19,500 0 1 19,500 0 DANVERS BANCORP INC COMMON STOCK 236442109 196 14,200 SH 14,200 0 1 14,200 0 DAVITA INC COMMON STOCK 23918K108 437 6,900 SH 6,900 0 1 6,900 0 DEAN FOODS CO COMMON STOCK 242370104 198 12,600 SH 12,600 0 1 12,600 0 DELL INC COMMON STOCK 24702R101 344 22,900 SH 22,900 0 1 22,900 0 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 271 4,200 SH 4,200 0 1 4,200 0 DHT HOLDINGS INC COMMON STOCK Y2065G105 74 18,800 SH 18,800 0 1 18,800 0 DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 409 4,600 SH 4,600 0 1 4,600 0 DIGITAL RIVER INC COMMON STOCK 25388B104 203 6,700 SH 6,700 0 1 6,700 0 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 429 28,800 SH 28,800 0 1 28,800 0 DISH NETWORK CORP-A COMMON STOCK 25470M109 464 22,300 SH 22,300 0 1 22,300 0 DOLAN MEDIA COMPANY COMMON STOCK 25659P402 336 30,900 SH 30,900 0 1 30,900 0 DOUBLE-TAKE SOFTWARE INC COMMON STOCK 258598101 202 22,700 SH 22,700 0 1 22,700 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 1,347 38,300 SH 38,300 0 1 38,300 0 DREAMWORKS ANIMATION SKG-A COMMON STOCK 26153C103 520 13,200 SH 13,200 0 1 13,200 0 DRESSER-RAND GROUP INC COMMON STOCK 261608103 217 6,900 SH 6,900 0 1 6,900 0 DST SYSTEMS INC COMMON STOCK 233326107 303 7,300 SH 7,300 0 1 7,300 0 DTE ENERGY COMPANY COMMON STOCK 233331107 491 11,000 SH 11,000 0 1 11,000 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 209 5,600 SH 5,600 0 1 5,600 0 DYAX CORP COMMON STOCK 26746E103 256 75,000 SH 75,000 0 1 75,000 0 DYNCORP INTERNATIONAL INC-A COMMON STOCK 26817C101 456 39,700 SH 39,700 0 1 39,700 0 EARTHLINK INC COMMON STOCK 270321102 479 56,100 SH 56,100 0 1 56,100 0 EBAY INC COMMON STOCK 278642103 1,332 49,400 SH 49,400 0 1 49,400 0 EBIX INC COMMON STOCK 278715206 220 13,800 SH 13,800 0 1 13,800 0 EL PASO CORP COMMON STOCK 28336L109 339 31,300 SH 31,300 0 1 31,300 0 ELI LILLY & CO COMMON STOCK 532457108 598 16,500 SH 16,500 0 1 16,500 0 EMCOR GROUP INC COMMON STOCK 29084Q100 320 13,000 SH 13,000 0 1 13,000 0 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK 291641108 319 17,700 SH 17,700 0 1 17,700 0 ENDO PHARMACEUT HLDGS INC COMMON STOCK 29264F205 557 23,500 SH 23,500 0 1 23,500 0 ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 213 3,400 SH 3,400 0 1 3,400 0 ENERGY SELECT SECTOR SPDR COMMON STOCK 81369Y506 1,565 27,200 SH 27,200 0 1 27,200 0 ENERGYSOLUTIONS INC COMMON STOCK 292756202 303 47,100 SH 47,100 0 1 47,100 0 EPIQ SYSTEMS INC COMMON STOCK 26882D109 328 26,400 SH 26,400 0 1 26,400 0 ESCO TECHNOLOGIES INC COMMON STOCK 296315104 216 6,800 SH 6,800 0 1 6,800 0 EURONET WORLDWIDE INC COMMON STOCK 298736109 439 23,800 SH 23,800 0 1 23,800 0 EXIDE TECHNOLOGIES COMMON STOCK 302051206 73 12,600 SH 12,600 0 1 12,600 0 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 340 9,200 SH 9,200 0 1 9,200 0 EXXON MOBIL CORP COMMON STOCK 30231G102 221 3,300 SH 3,300 0 1 3,300 0 FAIRCHILD SEMICON INTERNATIO COMMON STOCK 303726103 216 20,300 SH 20,300 0 1 20,300 0 FERRO CORP COMMON STOCK 315405100 113 12,900 SH 12,900 0 1 12,900 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK 31620M106 466 19,900 SH 19,900 0 1 19,900 0 FINANCIAL SELECT SECTOR SPDR COMMON STOCK 81369Y605 6,547 410,500 SH 410,500 0 1 410,500 0 FINANCIAL SELECT SECTOR SPDR COMMON STOCK 81369Y605 42,104 2,639,700 SH PUT 2,639,700 0 1 2,639,700 0 FINISAR CORPORATION COMMON STOCK 31787A507 313 20,000 SH 20,000 0 1 20,000 0 FIRST BANCORP PUERTO RICO COMMON STOCK 318672102 31 12,800 SH 12,800 0 1 12,800 0 FIRST FINANCIAL BANCORP COMMON STOCK 320209109 277 15,600 SH 15,600 0 1 15,600 0 FIRST MERCURY FINANCIAL CORP COMMON STOCK 320841109 272 20,900 SH 20,900 0 1 20,900 0 FIRST NIAGARA FINANCIAL GRP COMMON STOCK 33582V108 194 13,600 SH 13,600 0 1 13,600 0 FIRSTENERGY CORP COMMON STOCK 337932107 297 7,600 SH 7,600 0 1 7,600 0 FISERV INC COMMON STOCK 337738108 325 6,400 SH 6,400 0 1 6,400 0 FLAGSTAR BANCORP INC COMMON STOCK 337930101 540 900,000 SH 900,000 0 1 900,000 0 FLEXTRONICS INTL LTD COMMON STOCK Y2573F102 321 40,900 SH 40,900 0 1 40,900 0 FOCUS MEDIA HOLDING-ADR COMMON STOCK 34415V109 595 32,600 SH 32,600 0 1 32,600 0 FOOT LOCKER INC COMMON STOCK 344849104 226 15,000 SH 15,000 0 1 15,000 0 FORCE PROTECTION INC COMMON STOCK 345203202 81 13,400 SH 13,400 0 1 13,400 0 FOREST LABORATORIES INC COMMON STOCK 345838106 643 20,500 SH 20,500 0 1 20,500 0 FPL GROUP INC COMMON STOCK 302571104 435 9,000 SH 9,000 0 1 9,000 0 FRANKLIN ELECTRIC CO INC COMMON STOCK 353514102 312 10,400 SH 10,400 0 1 10,400 0 FRONTIER COMMUNICATIONS CORP COMMON STOCK 35906A108 92 12,400 SH 12,400 0 1 12,400 0 GAMESTOP CORP-CLASS A COMMON STOCK 36467W109 414 18,900 SH 18,900 0 1 18,900 0 GAP INC/THE COMMON STOCK 364760108 465 20,100 SH 20,100 0 1 20,100 0 GARMIN LTD COMMON STOCK G37260109 742 19,200 SH 19,200 0 1 19,200 0 GENCO SHIPPING & TRADING LTD COMMON STOCK Y2685T107 232 11,000 SH 11,000 0 1 11,000 0 GENERAL MILLS INC COMMON STOCK 370334104 446 6,300 SH 6,300 0 1 6,300 0 GENOPTIX INC COMMON STOCK 37243V100 209 5,900 SH 5,900 0 1 5,900 0 GENTEX CORP COMMON STOCK 371901109 322 16,600 SH 16,600 0 1 16,600 0 GENUINE PARTS CO COMMON STOCK 372460105 351 8,300 SH 8,300 0 1 8,300 0 GFI GROUP INC COMMON STOCK 361652209 65 11,300 SH 11,300 0 1 11,300 0
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- ------------ --------- -------- ------------------- ------------------ -------- ------------------------- INVESTMENT DISCRETION VOTING AUTHORITY ------------------ ------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ SHARED- SHARED- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------- ------------ --------- -------- ---------- --- ---- ---------- ------- -------- ---------- ------ ------- GILEAD SCIENCES INC COMMON STOCK 375558103 527 11,600 SH 11,600 0 1 11,600 0 GLATFELTER COMMON STOCK 377316104 335 23,100 SH 23,100 0 1 23,100 0 GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 78 12,200 SH 12,200 0 1 12,200 0 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 305 6,700 SH 6,700 0 1 6,700 0 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 1,450 8,500 SH 8,500 0 1 8,500 0 GREAT LAKES DREDGE & DOCK CO COMMON STOCK 390607109 348 66,200 SH 66,200 0 1 66,200 0 GT SOLAR INTERNATIONAL INC COMMON STOCK 3623E0209 287 54,900 SH 54,900 0 1 54,900 0 HASBRO INC COMMON STOCK 418056107 456 11,900 SH 11,900 0 1 11,900 0 HAWAIIAN HOLDINGS INC COMMON STOCK 419879101 200 27,200 SH 27,200 0 1 27,200 0 HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 406 14,700 SH 14,700 0 1 14,700 0 HEALTH MGMT ASSOCIATES INC-A COMMON STOCK 421933102 96 11,200 SH 11,200 0 1 11,200 0 HEALTHSPRING INC COMMON STOCK 42224N101 385 21,900 SH 21,900 0 1 21,900 0 HENRY SCHEIN INC COMMON STOCK 806407102 312 5,300 SH 5,300 0 1 5,300 0 HEWITT ASSOCIATES INC-CL A COMMON STOCK 42822Q100 358 9,000 SH 9,000 0 1 9,000 0 HJ HEINZ CO COMMON STOCK 423074103 1,268 27,800 SH 27,800 0 1 27,800 0 HOLOGIC INC COMMON STOCK 436440101 339 18,300 SH 18,300 0 1 18,300 0 HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 462 10,200 SH 10,200 0 1 10,200 0 HORIZON LINES INC-CL A COMMON STOCK 44044K101 119 21,900 SH 21,900 0 1 21,900 0 HOSPIRA INC COMMON STOCK 441060100 244 4,300 SH 4,300 0 1 4,300 0 HOT TOPIC INC COMMON STOCK 441339108 125 19,200 SH 19,200 0 1 19,200 0 HUDSON CITY BANCORP INC COMMON STOCK 443683107 258 18,200 SH 18,200 0 1 18,200 0 HUMANA INC COMMON STOCK 444859102 449 9,600 SH 9,600 0 1 9,600 0 IBERIABANK CORP COMMON STOCK 450828108 270 4,500 SH 4,500 0 1 4,500 0 ICF INTERNATIONAL INC COMMON STOCK 44925C103 266 10,700 SH 10,700 0 1 10,700 0 IMMUNOMEDICS INC COMMON STOCK 452907108 147 44,400 SH 44,400 0 1 44,400 0 INFORMATION SERVICES GR-CW11 COMMON STOCK 45675Y112 12 301,753 SH CALL 301,753 0 1 301,753 0 INGERSOLL-RAND PLC COMMON STOCK G47791101 656 18,800 SH 18,800 0 1 18,800 0 INGRAM MICRO INC-CL A COMMON STOCK 457153104 483 27,500 SH 27,500 0 1 27,500 0 INTERNATIONAL COAL GROUP INC COMMON STOCK 45928H106 124 27,100 SH 27,100 0 1 27,100 0 INTERNATIONAL PAPER CO COMMON STOCK 460146103 568 23,100 SH 23,100 0 1 23,100 0 INVACARE CORP COMMON STOCK 461203101 369 13,900 SH 13,900 0 1 13,900 0 INVERNESS MEDICAL INNOVATION COMMON STOCK 46126P106 464 11,900 SH 11,900 0 1 11,900 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK 46145F105 192 11,500 SH 11,500 0 1 11,500 0 ISHARES FTSE/XINHUA CHINA 25 COMMON STOCK 464287184 13,977 332,000 SH 332,000 0 1 332,000 0 ISHARES MSCI EAFE INDEX FUND COMMON STOCK 464287465 1,237 22,100 SH 22,100 0 1 22,100 0 ISHARES MSCI EMERGING MKT IN COMMON STOCK 464287234 20,893 496,000 SH 496,000 0 1 496,000 0 ITT CORP COMMON STOCK 450911102 343 6,400 SH 6,400 0 1 6,400 0 J.C. PENNEY CO INC COMMON STOCK 708160106 997 31,000 SH 31,000 0 1 31,000 0 JACKSON HEWITT TAX SERVICE COMMON STOCK 468202106 108 54,100 SH 54,100 0 1 54,100 0 JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 203 4,500 SH 4,500 0 1 4,500 0 JARDEN CORP COMMON STOCK 471109108 243 7,300 SH 7,300 0 1 7,300 0 JDS UNIPHASE CORP COMMON STOCK 46612J507 1,252 100,000 SH CALL 100,000 0 1 100,000 0 JEFFERIES GROUP INC (NEW) COMMON STOCK 472319102 284 12,000 SH 12,000 0 1 12,000 0 JETBLUE AIRWAYS CORP COMMON STOCK 477143101 296 53,000 SH 53,000 0 1 53,000 0 JOHNSON & JOHNSON COMMON STOCK 478160104 254 3,900 SH 3,900 0 1 3,900 0 JPMORGAN CHASE & CO COMMON STOCK 46625H100 349 7,800 SH 7,800 0 1 7,800 0 JPMORGAN CHASE & CO-CW18 COMMON STOCK 46634E114 261 17,000 SH CALL 17,000 0 1 17,000 0 KAISER ALUMINUM CORP COMMON STOCK 483007704 255 6,600 SH 6,600 0 1 6,600 0 KELLOGG CO COMMON STOCK 487836108 283 5,300 SH 5,300 0 1 5,300 0 KENSEY NASH CORP COMMON STOCK 490057106 323 13,700 SH 13,700 0 1 13,700 0 KIMBERLY-CLARK CORP COMMON STOCK 494368103 541 8,600 SH 8,600 0 1 8,600 0 KINETIC CONCEPTS INC COMMON STOCK 49460W208 612 12,800 SH 12,800 0 1 12,800 0 KING PHARMACEUTICALS INC COMMON STOCK 495582108 156 13,300 SH 13,300 0 1 13,300 0 KIT DIGITAL INC COMMON STOCK 482470200 335 25,989 SH 25,989 0 1 25,989 0 KNIGHT CAPITAL GROUP INC-A COMMON STOCK 499005106 228 14,900 SH 14,900 0 1 14,900 0 KNOLL INC COMMON STOCK 498904200 163 14,500 SH 14,500 0 1 14,500 0 KOHLS CORP COMMON STOCK 500255104 756 13,800 SH 13,800 0 1 13,800 0 KRAFT FOODS INC-CLASS A COMMON STOCK 50075N104 233 7,700 SH 7,700 0 1 7,700 0 KROGER CO COMMON STOCK 501044101 370 17,100 SH 17,100 0 1 17,100 0 L-3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 651 7,100 SH 7,100 0 1 7,100 0 LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 168 45,900 SH 45,900 0 1 45,900 0 LAWSON SOFTWARE INC COMMON STOCK 52078P102 201 30,500 SH 30,500 0 1 30,500 0 LENDER PROCESSING SERVICES COMMON STOCK 52602E102 506 13,400 SH 13,400 0 1 13,400 0 LEXINGTON REALTY TRUST COMMON STOCK 529043101 326 50,000 SH 50,000 0 1 50,000 0 LEXMARK INTERNATIONAL INC-A COMMON STOCK 529771107 318 8,800 SH 8,800 0 1 8,800 0 LHC GROUP INC COMMON STOCK 50187A107 345 10,300 SH 10,300 0 1 10,300 0 LIFE TECHNOLOGIES CORP COMMON STOCK 53217V109 301 5,760 SH 5,760 0 1 5,760 0 LIFEPOINT HOSPITALS INC COMMON STOCK 53219L109 247 6,700 SH 6,700 0 1 6,700 0 LINCOLN EDUCATIONAL SERVICES COMMON STOCK 533535100 579 22,900 SH 22,900 0 1 22,900 0
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- ------------ --------- -------- ------------------- ------------------ -------- ------------------------- INVESTMENT DISCRETION VOTING AUTHORITY ------------------ ------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ SHARED- SHARED- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------- ------------ --------- -------- ---------- --- ---- ---------- ------- -------- ---------- ------ ------- LITHIA MOTORS INC-CL A COMMON STOCK 536797103 244 38,100 SH 38,100 0 1 38,100 0 LONGTOP FINANCIAL-SPON ADR COMMON STOCK 54318P108 3,643 113,093 SH 113,093 0 1 113,093 0 LORILLARD INC COMMON STOCK 544147101 790 10,500 SH 10,500 0 1 10,500 0 LOWE'S COS INC COMMON STOCK 548661107 225 9,300 SH 9,300 0 1 9,300 0 LSI CORP COMMON STOCK 502161102 165 27,000 SH 27,000 0 1 27,000 0 LTX-CREDENCE CORP COMMON STOCK 502403108 1,204 400,000 SH 400,000 0 1 400,000 0 LUBRIZOL CORP COMMON STOCK 549271104 349 3,800 SH 3,800 0 1 3,800 0 M & T BANK CORP COMMON STOCK 55261F104 492 6,200 SH 6,200 0 1 6,200 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079207 261 6,000 SH 6,000 0 1 6,000 0 MANTECH INTERNATIONAL CORP-A COMMON STOCK 564563104 278 5,700 SH 5,700 0 1 5,700 0 MARATHON OIL CORP COMMON STOCK 565849106 348 11,000 SH 11,000 0 1 11,000 0 MARKET VECTORS RUSSIA ETF COMMON STOCK 57060U506 11,009 320,500 SH 320,500 0 1 320,500 0 MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 251 3,000 SH 3,000 0 1 3,000 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 455 22,300 SH 22,300 0 1 22,300 0 MASTEC INC COMMON STOCK 576323109 139 11,000 SH 11,000 0 1 11,000 0 MATERIALS SELECT SECTOR SPDR COMMON STOCK 81369Y100 3,365 99,206 SH 99,206 0 1 99,206 0 MATRIXX INITIATIVES INC COMMON STOCK 57685L105 174 34,300 SH 34,300 0 1 34,300 0 MATTEL INC COMMON STOCK 577081102 1,110 48,800 SH 48,800 0 1 48,800 0 MCCORMICK & CO-NON VTG SHRS COMMON STOCK 579780206 311 8,100 SH 8,100 0 1 8,100 0 MDU RESOURCES GROUP INC COMMON STOCK 552690109 235 10,900 SH 10,900 0 1 10,900 0 MEAD JOHNSON NUTRITION CO COMMON STOCK 582839106 11,114 213,600 SH 213,600 0 1 213,600 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK 58319P108 119 15,100 SH 15,100 0 1 15,100 0 MEADWESTVACO CORP COMMON STOCK 583334107 268 10,500 SH 10,500 0 1 10,500 0 MEDIACOM COMMUNICATIONS- CL A COMMON STOCK 58446K105 114 19,100 SH 19,100 0 1 19,100 0 MEDICINES COMPANY COMMON STOCK 584688105 259 33,000 SH 33,000 0 1 33,000 0 MEDTRONIC INC COMMON STOCK 585055106 1,418 31,500 SH 31,500 0 1 31,500 0 MERCK & CO. INC. COMMON STOCK 58933Y105 407 10,900 SH 10,900 0 1 10,900 0 MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 296 19,400 SH 19,400 0 1 19,400 0 METROPCS COMMUNICATIONS INC COMMON STOCK 591708102 207 29,300 SH 29,300 0 1 29,300 0 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 208 7,400 SH 7,400 0 1 7,400 0 MINDRAY MEDICAL INTL LTD-ADR COMMON STOCK 602675100 5,324 146,183 SH 146,183 0 1 146,183 0 MIRANT CORP COMMON STOCK 60467R100 364 33,500 SH 33,500 0 1 33,500 0 MOHAWK INDUSTRIES INC COMMON STOCK 608190104 348 6,400 SH 6,400 0 1 6,400 0 MOLEX INC COMMON STOCK 608554101 359 17,200 SH 17,200 0 1 17,200 0 MOLINA HEALTHCARE INC COMMON STOCK 60855R100 239 9,500 SH 9,500 0 1 9,500 0 MOLSON COORS BREWING CO -B COMMON STOCK 60871R209 286 6,800 SH 6,800 0 1 6,800 0 MONSANTO CO COMMON STOCK 61166W101 1,143 16,000 SH 16,000 0 1 16,000 0 MULTI-FINELINE ELECTRONIX IN COMMON STOCK 62541B101 258 10,000 SH 10,000 0 1 10,000 0 MURPHY OIL CORP COMMON STOCK 626717102 483 8,600 SH 8,600 0 1 8,600 0 MWI VETERINARY SUPPLY INC COMMON STOCK 55402X105 226 5,600 SH 5,600 0 1 5,600 0 MYLAN INC COMMON STOCK 628530107 634 27,900 SH 27,900 0 1 27,900 0 NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 661 16,300 SH 16,300 0 1 16,300 0 NAVIGANT CONSULTING INC COMMON STOCK 63935N107 227 18,700 SH 18,700 0 1 18,700 0 NEUSTAR INC-CLASS A COMMON STOCK 64126X201 214 8,500 SH 8,500 0 1 8,500 0 NEUTRAL TANDEM INC COMMON STOCK 64128B108 313 19,600 SH 19,600 0 1 19,600 0 NEW YORK COMMUNITY BANCORP COMMON STOCK 649445103 260 15,700 SH 15,700 0 1 15,700 0 NEWALLIANCE BANCSHARES INC COMMON STOCK 650203102 298 23,600 SH 23,600 0 1 23,600 0 NEWELL RUBBERMAID INC COMMON STOCK 651229106 163 10,700 SH 10,700 0 1 10,700 0 NEWFIELD EXPLORATION CO COMMON STOCK 651290108 900 17,300 SH 17,300 0 1 17,300 0 NEWMONT MINING CORP COMMON STOCK 651639106 280 5,500 SH 5,500 0 1 5,500 0 NEWS CORP-CL A COMMON STOCK 65248E104 173 12,000 SH 12,000 0 1 12,000 0 NIKE INC -CL B COMMON STOCK 654106103 735 10,000 SH 10,000 0 1 10,000 0 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 223 3,400 SH 3,400 0 1 3,400 0 NORTHWEST BANCSHARES INC COMMON STOCK 667340103 913 77,800 SH 77,800 0 1 77,800 0 NORTHWESTERN CORP COMMON STOCK 668074305 316 11,800 SH 11,800 0 1 11,800 0 NRG ENERGY INC COMMON STOCK 629377508 314 15,000 SH 15,000 0 1 15,000 0 NUTRISYSTEM INC COMMON STOCK 67069D108 228 12,800 SH 12,800 0 1 12,800 0 NYSE EURONEXT COMMON STOCK 629491101 252 8,500 SH 8,500 0 1 8,500 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 592 7,000 SH 7,000 0 1 7,000 0 ODYSSEY HEALTHCARE INC COMMON STOCK 67611V101 288 15,900 SH 15,900 0 1 15,900 0 OIL SERVICES HOLDRS TRUST COMMON STOCK 678002106 4,291 35,000 SH 35,000 0 1 35,000 0 OMNICARE INC COMMON STOCK 681904108 436 15,400 SH 15,400 0 1 15,400 0 ON SEMICONDUCTOR CORPORATION COMMON STOCK 682189105 300 37,500 SH 37,500 0 1 37,500 0 ONYX PHARMACEUTICALS INC COMMON STOCK 683399109 260 8,600 SH 8,600 0 1 8,600 0 OTTER TAIL CORP COMMON STOCK 689648103 428 19,500 SH 19,500 0 1 19,500 0 OVERSEAS SHIPHOLDING GROUP COMMON STOCK 690368105 349 8,900 SH 8,900 0 1 8,900 0 P G & E CORP COMMON STOCK 69331C108 242 5,700 SH 5,700 0 1 5,700 0 PACTIV CORPORATION COMMON STOCK 695257105 244 9,700 SH 9,700 0 1 9,700 0 PANTRY INC COMMON STOCK 698657103 227 18,200 SH 18,200 0 1 18,200 0
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- ------------ --------- -------- ------------------- ------------------ -------- ------------------------- INVESTMENT DISCRETION VOTING AUTHORITY ------------------ ------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ SHARED- SHARED- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------- ------------ --------- -------- ---------- --- ---- ---------- ------- -------- ---------- ------ ------- PAPA JOHN'S INTL INC COMMON STOCK 698813102 270 10,500 SH 10,500 0 1 10,500 0 PAR PHARMACEUTICAL COS INC COMMON STOCK 69888P106 464 18,700 SH 18,700 0 1 18,700 0 PARK NATIONAL CORP COMMON STOCK 700658107 206 3,300 SH 3,300 0 1 3,300 0 PARKER HANNIFIN CORP COMMON STOCK 701094104 1,023 15,800 SH 15,800 0 1 15,800 0 PARTNERRE LTD COMMON STOCK G6852T105 343 4,300 SH 4,300 0 1 4,300 0 PAYCHEX INC COMMON STOCK 704326107 731 23,800 SH 23,800 0 1 23,800 0 PDL BIOPHARMA INC COMMON STOCK 69329Y104 151 24,300 SH 24,300 0 1 24,300 0 PENN WEST ENERGY TRUST COMMON STOCK 707885109 234 11,100 SH 11,100 0 1 11,100 0 PENNANTPARK INVESTMENT CORP COMMON STOCK 708062104 726 70,000 SH 70,000 0 1 70,000 0 PENSKE AUTOMOTIVE GROUP INC COMMON STOCK 70959W103 248 17,200 SH 17,200 0 1 17,200 0 PEOPLE'S UNITED FINANCIAL COMMON STOCK 712704105 250 16,000 SH 16,000 0 1 16,000 0 PEPSICO INC COMMON STOCK 713448108 959 14,500 SH 14,500 0 1 14,500 0 PF CHANG'S CHINA BISTRO INC COMMON STOCK 69333Y108 234 5,300 SH 5,300 0 1 5,300 0 PFIZER INC COMMON STOCK 717081103 461 26,900 SH 26,900 0 1 26,900 0 PHARMERICA CORP COMMON STOCK 71714F104 255 14,000 SH 14,000 0 1 14,000 0 PHASE FORWARD INC COMMON STOCK 71721R406 160 12,200 SH 12,200 0 1 12,200 0 PHOTRONICS INC COMMON STOCK 719405102 74 14,500 SH 14,500 0 1 14,500 0 PIKE ELECTRIC CORP COMMON STOCK 721283109 120 12,900 SH 12,900 0 1 12,900 0 PIONEER DRILLING COMPANY COMMON STOCK 723655106 144 20,500 SH 20,500 0 1 20,500 0 PMC - SIERRA INC COMMON STOCK 69344F106 257 28,800 SH 28,800 0 1 28,800 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 991 16,600 SH 16,600 0 1 16,600 0 POLYONE CORPORATION COMMON STOCK 73179P106 158 15,400 SH 15,400 0 1 15,400 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 245 12,700 SH 12,700 0 1 12,700 0 POTASH CORP OF SASKATCHEWAN COMMON STOCK 73755L107 430 3,600 SH 3,600 0 1 3,600 0 POWELL INDUSTRIES INC COMMON STOCK 739128106 211 6,500 SH 6,500 0 1 6,500 0 POWERSHARES QQQ NASDAQ 100 COMMON STOCK 73935A104 36,120 750,000 SH CALL 750,000 0 1 750,000 0 PPL CORPORATION COMMON STOCK 69351T106 294 10,600 SH 10,600 0 1 10,600 0 PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 658 10,400 SH 10,400 0 1 10,400 0 PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 11,573 2,342,388 SH 1,820,068 522,320 1 1,820,068 522,320 PROGRESS ENERGY INC COMMON STOCK 743263105 240 6,100 SH 6,100 0 1 6,100 0 PROGRESSIVE CORP COMMON STOCK 743315103 468 24,500 SH 24,500 0 1 24,500 0 PROSPERITY BANCSHARES INC COMMON STOCK 743606105 353 8,600 SH 8,600 0 1 8,600 0 PSYCHIATRIC SOLUTIONS INC COMMON STOCK 74439H108 209 7,000 SH 7,000 0 1 7,000 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 440 14,900 SH 14,900 0 1 14,900 0 QUALCOMM INC COMMON STOCK 747525103 1,569 37,400 SH 37,400 0 1 37,400 0 QUANTA SERVICES INC COMMON STOCK 74762E102 270 14,100 SH 14,100 0 1 14,100 0 QUEST DIAGNOSTICS COMMON STOCK 74834L100 484 8,300 SH 8,300 0 1 8,300 0 QUEST SOFTWARE INC COMMON STOCK 74834T103 295 16,600 SH 16,600 0 1 16,600 0 RADIOSHACK CORP COMMON STOCK 750438103 330 14,600 SH 14,600 0 1 14,600 0 REHABCARE GROUP INC COMMON STOCK 759148109 379 13,900 SH 13,900 0 1 13,900 0 RENAISSANCERE HOLDINGS LTD COMMON STOCK G7496G103 307 5,400 SH 5,400 0 1 5,400 0 RENT-A-CENTER INC COMMON STOCK 76009N100 279 11,800 SH 11,800 0 1 11,800 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK 760276105 206 34,600 SH 34,600 0 1 34,600 0 REPUBLIC BANCORP INC-CLASS A COMMON STOCK 760281204 273 14,500 SH 14,500 0 1 14,500 0 ROGERS COMMUNICATIONS INC-B COMMON STOCK 775109200 208 6,100 SH 6,100 0 1 6,100 0 ROYAL BANK OF CANADA COMMON STOCK 780087102 286 4,900 SH 4,900 0 1 4,900 0 S1 CORPORATION COMMON STOCK 78463B101 374 63,400 SH 63,400 0 1 63,400 0 SAIC INC COMMON STOCK 78390X101 618 34,900 SH 34,900 0 1 34,900 0 SALESFORCE.COM INC COMMON STOCK 79466L302 536 7,200 SH 7,200 0 1 7,200 0 SANDISK CORP COMMON STOCK 80004C101 1,721 49,700 SH 49,700 0 1 49,700 0 SCANSOURCE INC COMMON STOCK 806037107 230 8,000 SH 8,000 0 1 8,000 0 SCHOLASTIC CORP COMMON STOCK 807066105 244 8,700 SH 8,700 0 1 8,700 0 SCHOOL SPECIALTY INC COMMON STOCK 807863105 307 13,500 SH 13,500 0 1 13,500 0 SCHWEITZER-MAUDUIT INTL INC COMMON STOCK 808541106 319 6,700 SH 6,700 0 1 6,700 0 SEACHANGE INTERNATIONAL INC COMMON STOCK 811699107 173 24,100 SH 24,100 0 1 24,100 0 SEAGATE TECHNOLOGY COMMON STOCK G7945J104 597 32,700 SH 32,700 0 1 32,700 0 SEALED AIR CORP COMMON STOCK 81211K100 432 20,500 SH 20,500 0 1 20,500 0 SEMTECH CORP COMMON STOCK 816850101 204 11,700 SH 11,700 0 1 11,700 0 SHUFFLE MASTER INC COMMON STOCK 825549108 127 15,500 SH 15,500 0 1 15,500 0 SIGMA DESIGNS INC COMMON STOCK 826565103 170 14,500 SH 14,500 0 1 14,500 0 SILGAN HOLDINGS INC COMMON STOCK 827048109 253 4,200 SH 4,200 0 1 4,200 0 SINA CORP COMMON STOCK G81477104 256 6,800 SH 6,800 0 1 6,800 0 SKILLED HEALTHCARE GROU-CL A COMMON STOCK 83066R107 80 13,000 SH 13,000 0 1 13,000 0 SKYWEST INC COMMON STOCK 830879102 361 25,300 SH 25,300 0 1 25,300 0 SMITH (A.O.) CORP COMMON STOCK 831865209 279 5,300 SH 5,300 0 1 5,300 0 SMITH MICRO SOFTWARE INC COMMON STOCK 832154108 144 16,300 SH 16,300 0 1 16,300 0 SONICWALL INC COMMON STOCK 835470105 108 12,400 SH 12,400 0 1 12,400 0 SONOCO PRODUCTS CO COMMON STOCK 835495102 354 11,500 SH 11,500 0 1 11,500 0 SPDR S&P HOMEBUILDERS ETF COMMON STOCK 78464A888 4,121 245,000 SH 245,000 0 1 245,000 0
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- ------------ --------- -------- ------------------- ------------------ -------- ------------------------- INVESTMENT DISCRETION VOTING AUTHORITY ------------------ ------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ SHARED- SHARED- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------- ------------ --------- -------- ---------- --- ---- ---------- ------- -------- ---------- ------ ------- SPDR S&P HOMEBUILDERS ETF COMMON STOCK 78464A888 16,820 1,000,000 SH PUT 1,000,000 0 1 1,000,000 0 SPDR S&P RETAIL ETF COMMON STOCK 78464A714 6,195 150,000 SH CALL 150,000 0 1 150,000 0 SPRINT NEXTEL CORP COMMON STOCK 852061100 94 24,700 SH 24,700 0 1 24,700 0 SRA INTERNATIONAL INC-CL A COMMON STOCK 78464R105 229 11,000 SH 11,000 0 1 11,000 0 STANLEY BLACK & DECKER INC COMMON STOCK 854502101 1,332 23,200 SH 23,200 0 1 23,200 0 STAPLES INC COMMON STOCK 855030102 227 9,700 SH 9,700 0 1 9,700 0 STATE STREET CORP COMMON STOCK 857477103 1,264 28,000 SH 28,000 0 1 28,000 0 STEELCASE INC-CL A COMMON STOCK 858155203 268 41,400 SH 41,400 0 1 41,400 0 STEPAN CO COMMON STOCK 858586100 341 6,100 SH 6,100 0 1 6,100 0 STERLING BANCSHARES INC/TX COMMON STOCK 858907108 101 18,100 SH 18,100 0 1 18,100 0 STERLING CONSTRUCTION CO COMMON STOCK 859241101 250 15,900 SH 15,900 0 1 15,900 0 STURM RUGER & CO INC COMMON STOCK 864159108 331 27,600 SH 27,600 0 1 27,600 0 SUN HEALTHCARE GROUP INC COMMON STOCK 866933401 148 15,500 SH 15,500 0 1 15,500 0 SUNPOWER CORP-CLASS A COMMON STOCK 867652109 190 10,100 SH 10,100 0 1 10,100 0 SWS GROUP INC COMMON STOCK 78503N107 243 21,100 SH 21,100 0 1 21,100 0 SYMMETRY MEDICAL INC COMMON STOCK 871546206 161 16,000 SH 16,000 0 1 16,000 0 SYNNEX CORP COMMON STOCK 87162W100 352 11,900 SH 11,900 0 1 11,900 0 SYNOPSYS INC COMMON STOCK 871607107 365 16,300 SH 16,300 0 1 16,300 0 TARGET CORP COMMON STOCK 87612E106 405 7,700 SH 7,700 0 1 7,700 0 TECH DATA CORP COMMON STOCK 878237106 515 12,300 SH 12,300 0 1 12,300 0 TELE NORTE LESTE PART-ADR COMMON STOCK 879246106 214 12,100 SH 12,100 0 1 12,100 0 TELECOMMUNICATION SYSTEMS-A COMMON STOCK 87929J103 92 12,500 SH 12,500 0 1 12,500 0 TELETECH HOLDINGS INC COMMON STOCK 879939106 217 12,700 SH 12,700 0 1 12,700 0 TENET HEALTHCARE CORP COMMON STOCK 88033G100 150 26,300 SH 26,300 0 1 26,300 0 TERADATA CORP COMMON STOCK 88076W103 246 8,500 SH 8,500 0 1 8,500 0 TESSERA TECHNOLOGIES INC COMMON STOCK 88164L100 213 10,500 SH 10,500 0 1 10,500 0 TETRA TECH INC COMMON STOCK 88162G103 230 10,000 SH 10,000 0 1 10,000 0 TEVA PHARMACEUTICAL-SP ADR COMMON STOCK 881624209 2,479 39,300 SH 39,300 0 1 39,300 0 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 1,099 44,900 SH 44,900 0 1 44,900 0 TEXAS ROADHOUSE INC COMMON STOCK 882681109 317 22,800 SH 22,800 0 1 22,800 0 THOR INDUSTRIES INC COMMON STOCK 885160101 239 7,900 SH 7,900 0 1 7,900 0 TIBCO SOFTWARE INC COMMON STOCK 88632Q103 124 11,500 SH 11,500 0 1 11,500 0 TIDEWATER INC COMMON STOCK 886423102 255 5,400 SH 5,400 0 1 5,400 0 TJX COMPANIES INC COMMON STOCK 872540109 429 10,100 SH 10,100 0 1 10,100 0 TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 276 17,600 SH 17,600 0 1 17,600 0 TOWER GROUP INC COMMON STOCK 891777104 463 20,900 SH 20,900 0 1 20,900 0 TRADESTATION GROUP INC COMMON STOCK 89267P105 78 11,100 SH 11,100 0 1 11,100 0 TRANSATLANTIC HOLDINGS INC COMMON STOCK 893521104 380 7,200 SH 7,200 0 1 7,200 0 TRANSOCEAN LTD COMMON STOCK H8817H100 2,851 33,000 SH 33,000 0 1 33,000 0 TRAVELERS COS INC/THE COMMON STOCK 89417E109 388 7,200 SH 7,200 0 1 7,200 0 TRIPLE-S MANAGEMENT CORP-B COMMON STOCK 896749108 222 12,500 SH 12,500 0 1 12,500 0 TRIQUINT SEMICONDUCTOR INC COMMON STOCK 89674K103 191 27,300 SH 27,300 0 1 27,300 0 TTM TECHNOLOGIES COMMON STOCK 87305R109 261 29,400 SH 29,400 0 1 29,400 0 TUESDAY MORNING CORP COMMON STOCK 899035505 382 58,000 SH 58,000 0 1 58,000 0 UMPQUA HOLDINGS CORP COMMON STOCK 904214103 170 12,800 SH 12,800 0 1 12,800 0 UNITED ONLINE INC COMMON STOCK 911268100 160 21,400 SH 21,400 0 1 21,400 0 UNITED STATES OIL FUND LP COMMON STOCK 91232N108 6,044 150,000 SH 150,000 0 1 150,000 0 UNITED STATES OIL FUND LP COMMON STOCK 91232N108 12,087 300,000 SH PUT 300,000 0 1 300,000 0 UNITED STATES OIL FUND LP COMMON STOCK 91232N108 4,476 111,100 SH CALL 111,100 0 1 111,100 0 UNITED STATIONERS INC COMMON STOCK 913004107 212 3,600 SH 3,600 0 1 3,600 0 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 368 5,000 SH 5,000 0 1 5,000 0 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 337 10,300 SH 10,300 0 1 10,300 0 UNIVERSAL AMERICAN CORP COMMON STOCK 913377107 265 17,200 SH 17,200 0 1 17,200 0 UNIVERSAL HEALTH SERVICES-B COMMON STOCK 913903100 505 14,400 SH 14,400 0 1 14,400 0 USA MOBILITY INC COMMON STOCK 90341G103 351 27,700 SH 27,700 0 1 27,700 0 VALSPAR CORP COMMON STOCK 920355104 209 7,100 SH 7,100 0 1 7,100 0 VF CORP COMMON STOCK 918204108 657 8,200 SH 8,200 0 1 8,200 0 VIASAT INC COMMON STOCK 92552V100 1,028 29,700 SH 29,700 0 1 29,700 0 VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 113 11,000 SH 11,000 0 1 11,000 0 VIVO PARTICIPACOES SA-ADR COMMON STOCK 92855S200 244 9,000 SH 9,000 0 1 9,000 0 W&T OFFSHORE INC COMMON STOCK 92922P106 95 11,300 SH 11,300 0 1 11,300 0 WALT DISNEY CO/THE COMMON STOCK 254687106 1,225 35,100 SH 35,100 0 1 35,100 0 WASHINGTON POST-CLASS B COMMON STOCK 939640108 222 500 SH 500 0 1 500 0 WAUSAU PAPER CORP COMMON STOCK 943315101 177 20,700 SH 20,700 0 1 20,700 0 WESTERN DIGITAL CORP COMMON STOCK 958102105 550 14,100 SH 14,100 0 1 14,100 0 WESTERN UNION CO COMMON STOCK 959802109 341 20,100 SH 20,100 0 1 20,100 0 WHOLE FOODS MARKET INC COMMON STOCK 966837106 315 8,700 SH 8,700 0 1 8,700 0 WILLBROS GROUP INC COMMON STOCK 969203108 244 20,300 SH 20,300 0 1 20,300 0 WINN-DIXIE STORES INC COMMON STOCK 974280307 155 12,400 SH 12,400 0 1 12,400 0
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------- ------------ --------- -------- ------------------- ------------------ -------- ------------------------- INVESTMENT DISCRETION VOTING AUTHORITY ------------------ ------------------------- TITLE OF VALUE SHRS OR SH/ PUT/ SHARED- SHARED- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DEFINED OTHER MANAGERS SOLE SHARED NONE - ------------------------- ------------ --------- -------- ---------- --- ---- ---------- ------- -------- ---------- ------ ------- WISCONSIN ENERGY CORP COMMON STOCK 976657106 272 5,500 SH 5,500 0 1 5,500 0 WORLD ACCEPTANCE CORP COMMON STOCK 981419104 253 7,000 SH 7,000 0 1 7,000 0 WORLD FUEL SERVICES CORP COMMON STOCK 981475106 224 8,400 SH 8,400 0 1 8,400 0 WRIGHT EXPRESS CORP COMMON STOCK 98233Q105 268 8,900 SH 8,900 0 1 8,900 0 WRIGHT MEDICAL GROUP INC COMMON STOCK 98235T107 297 16,700 SH 16,700 0 1 16,700 0 XEROX CORP COMMON STOCK 984121103 104 10,700 SH 10,700 0 1 10,700 0 XILINX INC COMMON STOCK 983919101 961 37,700 SH 37,700 0 1 37,700 0 YAHOO! INC COMMON STOCK 984332106 225 13,600 SH 13,600 0 1 13,600 0 YUM! BRANDS INC COMMON STOCK 988498101 318 8,300 SH 8,300 0 1 8,300 0 Grand Total 421,693 20,500,654 19,978,334 522,320 19,978,334 522,320
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