-----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, UUym7MY0Ivihl0QyBDwpNt3Itbpbz6b3iUmLjOUbk3ex5YSEw5Xp2aJydivW2HVH ijufQ3Z1CWLfpkpirqet2w== 0001193125-11-035387.txt : 20110214 0001193125-11-035387.hdr.sgml : 20110214 20110214191613 ACCESSION NUMBER: 0001193125-11-035387 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110214 DATE AS OF CHANGE: 20110214 EFFECTIVENESS DATE: 20110214 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: 11610713 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: December 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 February 14, 2011 - ------------------ -------------------- ------------------ [Signature] [City, State] [Date] Report Type (Check only one.): [X]13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_]13 NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [_]13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Included Managers: Form 13F File Number Name - --------------------- ---------------------------------- 28-5175 Tudor Proprietary Trading, L.L.C. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers 1. Form 13F Information Table Entry Total 586 Form 13F Information Table Value Total $1,064,804 (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 DECEMBER 31, 2010
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 - -------- -------------- ---------- ------------- ------------------------------- --------------------------- -------- INVESTMENT DISCRETION --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (X1000) SHRS OR PRN AMT SH/PRN PUT/CALL SHARED-DEFINED SHARED-OTHER MANAGERS - -------------- -------------- ---------- ------------- --------------- ------ -------- -------------- ------------ -------- 3m Co COMMON STOCK 88579Y101 431 5,000 SH 5,000 -- 1 99 Cents Only Stores COMMON STOCK 65440K106 438 27,500 SH 27,500 -- 1 Aaron's Inc COMMON STOCK 002535300 202 9,900 SH 9,900 -- 1 Abbott Laboratories COMMON STOCK 002824100 757 15,800 SH 15,800 -- 1 Abovenet Inc COMMON STOCK 00374N107 403 6,900 SH 6,900 -- 1 Accenture Plc - CL A COMMON STOCK G1151C101 577 11,900 SH 11,900 -- 1 Accuray Inc COMMON STOCK 004397105 103 15,300 SH 15,300 -- 1 Activision Blizzard Inc COMMON STOCK 00507V109 277 22,300 SH 22,300 -- 1 Adobe Systems Incorporated COMMON STOCK 00724F101 345 11,200 SH 11,200 -- 1 Advanced Battery Technologies COMMON STOCK 00752H102 365 94,700 SH 94,700 -- 1 Aecom Technology Corp COMMON STOCK 00766T100 361 12,900 SH 12,900 -- 1 Aeroflex Holding Corp COMMON STOCK 007767106 2,468 150,000 SH 150,000 -- 1 - - Aetna Inc. - NEW COMMON STOCK 00817Y108 250 8,200 SH 8,200 -- 1 AFLAC Incorporated COMMON STOCK 001055102 277 4,900 SH 4,900 -- 1 AGL Resources Incorporated COMMON STOCK 001204106 495 13,800 SH 13,800 -- 1 Airad Pharmaceuticals COMMON STOCK 04033A100 212 41,500 SH 41,500 -- 1 Airgas Incorporated COMMON STOCK 009363102 356 5,700 SH 5,700 -- 1 Alberto - Culver Co COMMON STOCK 013078100 552 14,900 SH 14,900 -- 1 Alexion Pharmaceuticals Incorporated COMMON STOCK 015351109 532 6,600 SH 6,600 -- 1 Allegiant Travel Co COMMON STOCK 01748X102 394 8,000 SH 8,000 -- 1 Allergan Incorporated COMMON STOCK 018490102 268 3,900 SH 3,900 -- 1 Alliant Techsystem Holdings Incorporated COMMON STOCK 018804104 581 7,800 SH 7,800 -- 1 Allied Nevada Gold Corp COMMON STOCK 019344100 229 8,700 SH 8,700 -- 1 Alnylam Pharmaceuticals Inc COMMON STOCK 02043Q107 219 22,200 SH 22,200 -- 1 Alpha Natural Resources Inc. COMMON STOCK 02076X102 564 9,400 SH 9,400 -- 1 Amdocs Ltd. COMMON STOCK G02602103 505 18,400 SH 18,400 -- 1 Ameren Corp. COMMON STOCK 023608102 459 16,300 SH 16,300 -- 1 American Capital Agency Corp COMMON STOCK 02503X105 1,036 36,036 SH 36,036 -- 1 American Eagle Outfitters COMMON STOCK 02553E106 335 22,900 SH 22,900 -- 1 American Equity Investment Life Holding Co COMMON STOCK 025676206 196 15,600 SH 15,600 -- 1 American Express Company COMMON STOCK 025816109 223 5,200 SH 5,200 -- 1 American Medical Sys Hldgs COMMON STOCK 02744M108 292 15,500 SH 15,500 -- 1 American Public Education COMMON STOCK 02913V103 287 7,700 SH 7,700 -- 1 American Science and Engineering Inc. COMMON STOCK 029429107 469 5,500 SH 5,500 -- 1 American States Water Company COMMON STOCK 029899101 396 11,500 SH 11,500 -- 1 American Superconductor Corporation COMMON STOCK 030111108 2,387 83,500 SH 83,500 -- 1 AMERIGROUP Corp COMMON STOCK 03073T102 351 8,000 SH 8,000 -- 1 AMETEK Incorporated COMMON STOCK 031100100 275 6,998 SH 6,998 -- 1 AMEX Financial Select Sector SPDR NEW COMMON STOCK 81369Y605 85,732 5,375,000 SH CALL 5,375,000 -- 1 Amgen Incorporated COMMON STOCK 031162100 368 6,700 SH 6,700 -- 1 Amyris Inc COMMON STOCK 03236M101 667 25,000 SH 25,000 -- 1 Anacor Pharmaceuticals Inc COMMON STOCK 032420101 507 94,445 SH 94,445 -- 1 Andersons Inc/ The COMMON STOCK 034164103 294 8,100 SH 8,100 -- 1 Angiodynamics Inc............. COMMON STOCK 03475V101 172 11,200 SH 11,200 -- 1 Apache Corporation..... COMMON STOCK 037411105 2,862 24,004 SH 24,004 -- 1 Apollo Group Incorporated.... COMMON STOCK 037604105 379 9,600 SH 9,600 -- 1 Applied Industrial Tech Incorporated.... COMMON STOCK 03820C105 292 9,000 SH 9,000 -- 1 Approach Resources Inc COMMON STOCK 03834A103 578 25,000 SH 25,000 -- 1 Arch Chemicals Inc COMMON STOCK 03937R102 296 7,800 SH 7,800 -- 1 Arch Coal Incorporated COMMON STOCK 039380100 1,753 50,000 SH CALL 50,000 -- 1 Archer-Daniels- Midland Company COMMON STOCK 039483102 653 21,700 SH 21,700 -- 1 Arena Pharmaceuticals Inc COMMON STOCK 040047102 22 12,800 SH 12,800 -- 1 Ares Capital Corp COMMON STOCK 04010L103 1,401 85,000 SH 85,000 -- 1 Ashford Hospitality Trust Inc COMMON STOCK 044103109 1,998 207,000 SH 207,000 -- 1 Assurant Inc COMMON STOCK 04621X108 408 10,600 SH 10,600 -- 1 AT&T Inc COMMON STOCK 00206R102 15,654 532,800 SH 532,800 -- 1 Automatic Data Processing Incorporated COMMON STOCK 053015103 417 9,000 SH 9,000 -- 1 AutoNavi Holdings Limited - ADR COMMON STOCK 05330F106 1,866 116,410 SH 116,410 -- 1 AVANIR Pharmaceuticals Inc COMMON STOCK 05348P401 242 59,400 SH 59,400 -- 1 Avnet Incorporated COMMON STOCK 053807103 320 9,700 SH 9,700 -- 1 Avon Products Incorporated COMMON STOCK 054303102 445 15,300 SH 15,300 -- 1 AVX Corporation COMMON STOCK 002444107 375 24,300 SH 24,300 -- 1 AZZ Incorporated COMMON STOCK 002474104 216 5,400 SH 5,400 -- 1 Baker Hughes Incorporated COMMON STOCK 057224107 240 4,200 SH 4,200 -- 1 Barrick Gold Corporation COMMON STOCK 067901108 10,051 189,000 SH 189,000 -- 1 Baxter International Incorporated COMMON STOCK 071813109 309 6,100 SH 6,100 -- 1 Bed Bath & Beyond Incorporated COMMON STOCK 075896100 236 4,800 SH 4,800 -- 1 Bemis Company Incorporated COMMON STOCK 081437105 408 12,500 SH 12,500 -- 1 Best Buy Incorporated COMMON STOCK 086516101 604 17,600 SH 17,600 -- 1 BGC Partners Inc COMMON STOCK 05541T101 104 12,500 SH 12,500 -- 1
COLUMN 1 COLUMN 8 - -------- -------- VOTING AUTHORITY ----------------------- NAME OF ISSUER SOLE SHARED NONE - -------------- --------- -------- ---- 3m Co 5,000 -- 99 Cents Only Stores 27,500 -- Aaron's Inc 9,900 -- Abbott Laboratories 15,800 -- Abovenet Inc 6,900 -- Accenture Plc - CL A 11,900 -- Accuray Inc 15,300 -- Activision Blizzard Inc 22,300 -- Adobe Systems Incorporated 11,200 -- Advanced Battery Technologies 94,700 -- Aecom Technology Corp 12,900 -- Aeroflex Holding Corp 150,000 -- - - Aetna Inc. - NEW 8,200 -- AFLAC Incorporated 4,900 -- AGL Resources Incorporated 13,800 -- Airad Pharmaceuticals 41,500 -- Airgas Incorporated 5,700 -- Alberto - Culver Co 14,900 -- Alexion Pharmaceuticals Incorporated 6,600 -- Allegiant Travel Co 8,000 -- Allergan Incorporated 3,900 -- Alliant Techsystem Holdings Incorporated 7,800 -- Allied Nevada Gold Corp 8,700 -- Alnylam Pharmaceuticals Inc 22,200 -- Alpha Natural Resources Inc. 9,400 -- Amdocs Ltd. 18,400 -- Ameren Corp. 16,300 -- American Capital Agency Corp 36,036 -- American Eagle Outfitters 22,900 -- American Equity Investment Life Holding Co 15,600 -- American Express Company 5,200 -- American Medical Sys Hldgs 15,500 -- American Public Education 7,700 -- American Science and Engineering Inc. 5,500 -- American States Water Company 11,500 -- American Superconductor Corporation 83,500 -- AMERIGROUP Corp 8,000 -- AMETEK Incorporated 6,998 -- AMEX Financial Select Sector SPDR NEW 5,375,000 -- Amgen Incorporated 6,700 -- Amyris Inc 25,000 -- Anacor Pharmaceuticals Inc 94,445 -- Andersons Inc/ The 8,100 -- Angiodynamics Inc............. 11,200 -- Apache Corporation..... 24,004 -- Apollo Group Incorporated.... 9,600 -- Applied Industrial Tech Incorporated.... 9,000 -- Approach Resources Inc 25,000 -- Arch Chemicals Inc 7,800 -- Arch Coal Incorporated 50,000 -- Archer-Daniels- Midland Company 21,700 -- Arena Pharmaceuticals Inc 12,800 -- Ares Capital Corp 85,000 -- Ashford Hospitality Trust Inc 207,000 -- Assurant Inc 10,600 -- AT&T Inc 532,800 -- Automatic Data Processing Incorporated 9,000 -- AutoNavi Holdings Limited - ADR 116,410 -- AVANIR Pharmaceuticals Inc 59,400 -- Avnet Incorporated 9,700 -- Avon Products Incorporated 15,300 -- AVX Corporation 24,300 -- AZZ Incorporated 5,400 -- Baker Hughes Incorporated 4,200 -- Barrick Gold Corporation 189,000 -- Baxter International Incorporated 6,100 -- Bed Bath & Beyond Incorporated 4,800 -- Bemis Company Incorporated 12,500 -- Best Buy Incorporated 17,600 -- BGC Partners Inc 12,500 --
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 - -------- -------------- ---------- ------------- ------------------------------- --------------------------- INVESTMENT DISCRETION --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (X1000) SHRS OR PRN AMT SH/PRN PUT/CALL SHARED-DEFINED SHARED-OTHER - -------------- -------------- ---------- ------------- --------------- ------ -------- -------------- ------------ Big Lots Inc. COMMON STOCK 089302103 277 9,100 SH 9,100 -- Bio-Reference Labs Inc COMMON STOCK 09057G602 211 9,500 SH 9,500 -- Black Hills Corporation COMMON STOCK 092113109 576 19,200 SH 19,200 -- Blackboard Inc. COMMON STOCK 091935502 207 5,000 SH 5,000 -- Blackrock Inc COMMON STOCK 09247X101 2,878 15,100 SH 15,100 -- Block H & R Incorporated COMMON STOCK 093671105 444 37,300 SH 37,300 -- Body Central Corp COMMON STOCK 09689U102 285 20,000 SH 20,000 -- Boeing Company COMMON STOCK 097023105 300 4,600 SH 4,600 -- Boise Inc COMMON STOCK 09746Y105 338 42,600 SH 42,600 -- BOK Financial Corporation COMMON STOCK 05561Q201 219 4,100 SH 4,100 -- Booz Allen Hamilton Holding COMMON STOCK 099502106 389 20,000 SH 20,000 -- Brady Corporation (CL A) COMMON STOCK 104674106 470 14,400 SH 14,400 -- Bravo Brio Restaurant Group COMMON STOCK 10567B109 383 20,000 SH 20,000 -- Briggs & Stratton Corporation COMMON STOCK 109043109 215 10,900 SH 10,900 -- Bristol Myers Squibb Company COMMON STOCK 110122108 222 8,400 SH 8,400 -- Bristow Group Inc COMMON STOCK 110394103 218 4,600 SH 4,600 -- Broadsoft Inc COMMON STOCK 11133B409 358 15,000 SH 15,000 -- Brocade Communications Systems COMMON STOCK 111621306 95 18,000 SH 18,000 -- Brookline Bancorp Inc COMMON STOCK 11373M107 235 21,700 SH 21,700 -- Brooks Automation Inc COMMON STOCK 114340102 229 25,300 SH 25,300 -- BUFFALO WILD WINGS INC COMMON STOCK 119848109 338 7,700 SH 7,700 -- CA Inc COMMON STOCK 12673P105 235 9,600 SH 9,600 -- Cabot Corporation COMMON STOCK 127055101 226 6,000 SH 6,000 -- Cabot Microelectronics Corp COMMON STOCK 12709P103 249 6,000 SH 6,000 -- CACI International Incorporated-CL A COMMON STOCK 127190304 550 10,300 SH 10,300 -- Cadence Pharmaceuticals Inc COMMON STOCK 12738T100 91 12,100 SH 12,100 -- Cai International Inc COMMON STOCK 12477X106 784 40,000 SH 40,000 -- Cal Dive International Inc COMMON STOCK 12802T101 230 40,500 SH 40,500 -- Calamos Asset Management Inc-CL A COMMON STOCK 12811R104 276 19,700 SH 19,700 -- Cal-Maine Foods Inc COMMON STOCK 128030202 205 6,500 SH 6,500 -- Campbell Soup Company COMMON STOCK 134429109 240 6,900 SH 6,900 -- Campus Crest Communities Inc COMMON STOCK 13466Y105 2,243 160,000 SH 160,000 -- Cash America International Incorporated COMMON STOCK 14754D100 240 6,500 SH 6,500 -- Catalyst Health Solutions Inc COMMON STOCK 14888B103 256 5,500 SH 5,500 -- Celgene Corporation COMMON STOCK 151020104 639 10,800 SH 10,800 -- Celldex Therapeutics Inc COMMON STOCK 15117B103 52 12,700 SH 12,700 -- Cephalon Incorporated COMMON STOCK 156708109 771 12,500 SH 12,500 -- Chevron Corporation COMMON STOCK 166764100 502 5,500 SH 5,500 -- Chimera Investment Corp COMMON STOCK 16934Q109 822 200,000 SH 200,000 -- Chubb Corporation COMMON STOCK 171232101 245 4,100 SH 4,100 -- Church & Dwight Company Inc COMMON STOCK 171340102 366 5,300 SH 5,300 -- CIGNA Corporation COMMON STOCK 125509109 246 6,700 SH 6,700 -- Cincinnati Bell Inc COMMON STOCK 171871106 181 64,600 SH 64,600 -- Cintas Corporation COMMON STOCK 172908105 590 21,100 SH 21,100 -- Cisco Systems Incorporated COMMON STOCK 17275R102 593 29,300 SH 29,300 -- Citigroup Incorporated COMMON STOCK 172967101 18,657 3,944,400 SH 3,944,400 -- Clean Energy Fuels Corp COMMON STOCK 184499101 918 66,300 SH 66,300 -- Clorox Company COMMON STOCK 189054109 272 4,300 SH 4,300 -- CME Group Inc COMMON STOCK 12572Q105 2,638 8,200 SH 8,200 -- Coca-Cola Enterprises Incorporated COMMON STOCK 19122T109 333 13,300 SH 13,300 -- Coherent Incorporated COMMON STOCK 192479103 248 5,500 SH 5,500 -- Coinstar Incorporated COMMON STOCK 19259P300 254 4,500 SH 4,500 -- Colgate- Palmolive Company COMMON STOCK 194162103 418 5,200 SH 5,200 -- Comcast Corporation-CL A COMMON STOCK 20030N101 356 16,200 SH 16,200 -- Commerce Bancshares Incorporated COMMON STOCK 200525103 222 5,599 SH 5,599 -- Community Health Systems Inc COMMON STOCK 203668108 258 6,900 SH 6,900 -- Compass Diversified Holdings COMMON STOCK 20451Q104 2,043 115,500 SH 115,500 -- Complete Genomics Inc COMMON STOCK 20454K104 747 100,000 SH 100,000 -- Computer Sciences Corporation COMMON STOCK 205363104 511 10,300 SH 10,300 -- Comtech Telecom Corporation COMMON STOCK 205826209 228 8,200 SH 8,200 -- Consolidated Edison Incorporated COMMON STOCK 209115104 243 4,900 SH 4,900 -- Constant Contact Inc COMMON STOCK 210313102 239 7,700 SH 7,700 -- Constellation Energy Group COMMON STOCK 210371100 423 13,800 SH 13,800 -- Cooper Companies Inc COMMON STOCK 216648402 361 6,400 SH 6,400 -- Copart Incorporated COMMON STOCK 217204106 303 8,100 SH 8,100 -- Coresite Realty Corp COMMON STOCK 21870Q105 1,023 75,000 SH 75,000 -- Corinthian Colleges Inc COMMON STOCK 218868107 245 47,100 SH 47,100 -- Costco Wholesale Corp.-NEW COMMON STOCK 22160K105 238 3,300 SH 3,300 -- Coventry Health Care Incorporated COMMON STOCK 222862104 227 8,600 SH 8,600 -- Covidien Plc COMMON STOCK G2554F105 251 5,500 SH 5,500 -- Cracker Barrel Old Country Store Inc COMMON STOCK 22410J106 246 4,500 SH 4,500 -- Crane Co. COMMON STOCK 224399105 234 5,700 SH 5,700 -- CSG Systems International Incorporated COMMON STOCK 126349109 568 30,000 SH 30,000 -- Cubist Pharmaceuticals Inc COMMON STOCK 229678107 580 27,100 SH 27,100 -- Curtiss-Wright Corporation COMMON STOCK 231561101 312 9,400 SH 9,400 -- Cyberonics Incorporated COMMON STOCK 23251P102 335 10,800 SH 10,800 -- Cypress Sharpridge Investmen COMMON STOCK 23281A307 4,751 368,000 SH 368,000 --
COLUMN 1 COLUMN 7 COLUMN 8 - -------- -------- -------- VOTING AUTHORITY ----------------------- NAME OF ISSUER MANAGERS SOLE SHARED NONE - -------------- -------- --------- -------- ---- Big Lots Inc. 1 9,100 -- Bio-Reference Labs Inc 1 9,500 -- Black Hills Corporation 1 19,200 -- Blackboard Inc. 1 5,000 -- Blackrock Inc 1 15,100 -- Block H & R Incorporated 1 37,300 -- Body Central Corp 1 20,000 -- Boeing Company 1 4,600 -- Boise Inc 1 42,600 -- BOK Financial Corporation 1 4,100 -- Booz Allen Hamilton Holding 1 20,000 -- Brady Corporation (CL A) 1 14,400 -- Bravo Brio Restaurant Group 1 20,000 -- Briggs & Stratton Corporation 1 10,900 -- Bristol Myers Squibb Company 1 8,400 -- Bristow Group Inc 1 4,600 -- Broadsoft Inc 1 15,000 -- Brocade Communications Systems 1 18,000 -- Brookline Bancorp Inc 1 21,700 -- Brooks Automation Inc 1 25,300 -- BUFFALO WILD WINGS INC 1 7,700 -- CA Inc 1 9,600 -- Cabot Corporation 1 6,000 -- Cabot Microelectronics Corp 1 6,000 -- CACI International Incorporated-CL A 1 10,300 -- Cadence Pharmaceuticals Inc 1 12,100 -- Cai International Inc 1 40,000 -- Cal Dive International Inc 1 40,500 -- Calamos Asset Management Inc-CL A 1 19,700 -- Cal-Maine Foods Inc 1 6,500 -- Campbell Soup Company 1 6,900 -- Campus Crest Communities Inc 1 160,000 -- Cash America International Incorporated 1 6,500 -- Catalyst Health Solutions Inc 1 5,500 -- Celgene Corporation 1 10,800 -- Celldex Therapeutics Inc 1 12,700 -- Cephalon Incorporated 1 12,500 -- Chevron Corporation 1 5,500 -- Chimera Investment Corp 1 200,000 -- Chubb Corporation 1 4,100 -- Church & Dwight Company Inc 1 5,300 -- CIGNA Corporation 1 6,700 -- Cincinnati Bell Inc 1 64,600 -- Cintas Corporation 1 21,100 -- Cisco Systems Incorporated 1 29,300 -- Citigroup Incorporated 1 3,944,400 -- Clean Energy Fuels Corp 1 66,300 -- Clorox Company 1 4,300 -- CME Group Inc 1 8,200 -- Coca-Cola Enterprises Incorporated 1 13,300 -- Coherent Incorporated 1 5,500 -- Coinstar Incorporated 1 4,500 -- Colgate- Palmolive Company 1 5,200 -- Comcast Corporation-CL A 1 16,200 -- Commerce Bancshares Incorporated 1 5,599 -- Community Health Systems Inc 1 6,900 -- Compass Diversified Holdings 1 115,500 -- Complete Genomics Inc 1 100,000 -- Computer Sciences Corporation 1 10,300 -- Comtech Telecom Corporation 1 8,200 -- Consolidated Edison Incorporated 1 4,900 -- Constant Contact Inc 1 7,700 -- Constellation Energy Group 1 13,800 -- Cooper Companies Inc 1 6,400 -- Copart Incorporated 1 8,100 -- Coresite Realty Corp 1 75,000 -- Corinthian Colleges Inc 1 47,100 -- Costco Wholesale Corp.-NEW 1 3,300 -- Coventry Health Care Incorporated 1 8,600 -- Covidien Plc 1 5,500 -- Cracker Barrel Old Country Store Inc 1 4,500 -- Crane Co. 1 5,700 -- CSG Systems International Incorporated 1 30,000 -- Cubist Pharmaceuticals Inc 1 27,100 -- Curtiss-Wright Corporation 1 9,400 -- Cyberonics Incorporated 1 10,800 -- Cypress Sharpridge Investmen 1 368,000 --
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 - -------- -------------- ---------- ------------- ------------------------------- --------------------------- -------- INVESTMENT DISCRETION --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (X1000) SHRS OR PRN AMT SH/PRN PUT/CALL SHARED-DEFINED SHARED-OTHER MANAGERS - -------------- -------------- ---------- ------------- --------------- ------ -------- -------------- ------------ -------- Danaher Corporation COMMON STOCK 235851102 368 7,800 SH 7,800 - 1 Darden Restaurants Inc COMMON STOCK 237194105 260 5,600 SH 5,600 -- 1 DaVita Incorporated COMMON STOCK 23918K108 327 4,700 SH 4,700 -- 1 Dean Foods Company - NEW COMMON STOCK 242370104 236 26,700 SH 26,700 -- 1 Dell Inc COMMON STOCK 24702R101 556 41,000 SH 41,000 -- 1 Devon Energy Corp. NEW COMMON STOCK 25179M103 2,512 32,000 SH 32,000 -- 1 Devry Incorporated COMMON STOCK 251893103 321 6,700 SH 6,700 -- 1 Diamond Offshore Drilling COMMON STOCK 25271C102 415 6,200 SH 6,200 -- 1 Digital River Inc COMMON STOCK 25388B104 299 8,700 SH 8,700 -- 1 DIRECTV COMMON STOCK 25490A101 2,324 58,200 SH 58,200 -- 1 Discover Financial Services COMMON STOCK 254709108 404 21,800 SH 21,800 -- 1 DISH Network Corp COMMON STOCK 25470M109 1,870 95,100 SH 95,100 -- 1 Dolan Co/The COMMON STOCK 25659P402 221 15,900 SH 15,900 -- 1 Dollar General Corp COMMON STOCK 256677105 383 12,500 SH 12,500 -- 1 Dover Corp COMMON STOCK 260003108 263 4,500 SH 4,500 -- 1 DPL Incorporated COMMON STOCK 233293109 262 10,200 SH 10,200 -- 1 Dreamworks Animation SKG A COMMON STOCK 26153C103 474 16,100 SH 16,100 -- 1 DST Systems Incorporated COMMON STOCK 233326107 271 6,100 SH 6,100 -- 1 DTE Energy Company COMMON STOCK 233331107 317 7,000 SH 7,000 -- 1 Du Pont (E.I.) De Nemours COMMON STOCK 263534109 239 4,800 SH 4,800 -- 1 Dynavax Technologies Corp COMMON STOCK 268158102 320 100,000 SH 100,000 -- 1 Earthlink Incorporated COMMON STOCK 270321102 627 72,900 SH 72,900 -- 1 East-West Bank COMMON STOCK 27579R104 315 16,100 SH 16,100 -- 1 Eaton Vance Corporation COMMON STOCK 278265103 293 9,700 SH 9,700 -- 1 Ebay Incorporated COMMON STOCK 278642103 356 12,800 SH 12,800 -- 1 EchoStar Corp COMMON STOCK 278768106 449 18,000 SH 18,000 -- 1 Ecolab Incorporated COMMON STOCK 278865100 479 9,500 SH 9,500 -- 1 Eli Lilly & Company COMMON STOCK 532457108 477 13,600 SH 13,600 -- 1 Emdeon Inc-class A COMMON STOCK 29084T104 215 15,900 SH 15,900 -- 1 Emeritus Corporation COMMON STOCK 291005106 850 43,100 SH 43,100 -- 1 Emerson Electric Company COMMON STOCK 291011104 269 4,700 SH 4,700 -- 1 Endo Pharmaceuticals Holdings Inc COMMON STOCK 29264F205 539 15,100 SH 15,100 -- 1 Energen Corporation COMMON STOCK 29265N108 381 7,900 SH 7,900 -- 1 Energizer Holdings, Inc COMMON STOCK 29266R108 365 5,000 SH 5,000 -- 1 Energy XXI Bermuda LTD COMMON STOCK G10082140 1,107 40,000 SH 40,000 -- 1 EnergySolutions Inc COMMON STOCK 292756202 224 40,300 SH 40,300 -- 1 Enernoc Inc COMMON STOCK 292764107 294 12,300 SH 12,300 -- 1 Ennis Inc COMMON STOCK 293389102 296 17,300 SH 17,300 -- 1 Entergy Corporation COMMON STOCK 29364G103 588 8,300 SH 8,300 -- 1 Equity One Inc COMMON STOCK 294752100 3,765 207,100 SH 207,100 -- 1 eResearch Technology. Inc COMMON STOCK 29481V108 162 22,100 SH 22,100 -- 1 Euronet Worldwide Inc COMMON STOCK 298736109 542 31,100 SH 31,100 -- 1 Evercore Partners Inc - cl A COMMON STOCK 29977A105 1,350 39,700 SH 39,700 -- 1 Everest Re Group, Limited COMMON STOCK G3223R108 483 5,700 SH 5,700 -- 1 Exact Sciences Corp COMMON STOCK 30063P105 179 30,000 SH 30,000 -- 1 Examworks Group Inc COMMON STOCK 30066A105 554 30,000 SH 30,000 -- 1 Exelon Corporation COMMON STOCK 30161N101 712 17,100 SH 17,100 -- 1 Expedia Inc COMMON STOCK 30212P105 4,080 162,600 SH 162,600 -- 1 Extreme Networks COMMON STOCK 30226D106 162 52,500 SH 52,500 -- 1 Exxon Mobil Corporation COMMON STOCK 30231G102 475 6,500 SH 6,500 -- 1 Fair Isaac Corp COMMON STOCK 303250104 306 13,100 SH 13,100 -- 1 Federal Signal Corporation COMMON STOCK 313855108 91 13,300 SH 13,300 -- 1 Federated Investors Incorporated - CL B COMMON STOCK 314211103 293 11,200 SH 11,200 -- 1 Fedex Corporation COMMON STOCK 31428X106 214 2,300 SH 2,300 -- 1 Fidelity National - Financial Inc - A COMMON STOCK 31620R105 230 16,800 SH 16,800 -- 1 Fidelity National Information Services COMMON STOCK 31620M106 285 10,400 SH 10,400 -- 1 First Financial Bancorp COMMON STOCK 320209109 334 18,100 SH 18,100 -- 1 First Horizon National Corporation COMMON STOCK 320517105 1,088 92,330 SH 92,330 -- 1 First Niagara Financial Group COMMON STOCK 33582V108 145 10,400 SH 10,400 -- 1 First Potomac Realty Trust COMMON STOCK 33610F109 2,103 125,000 SH 125,000 -- 1 First Republic Bank/San Fran COMMON STOCK 33616C100 2,912 100,000 SH 100,000 -- 1 First Solar Inc COMMON STOCK 336433107 429 3,300 SH 3,300 -- 1 Firstenergy Corp COMMON STOCK 337932107 503 13,600 SH 13,600 -- 1 FLAGSTAR BANCORP INC COMMON STOCK 337930507 45 27,600 SH 27,600 -- 1 Fleetcor Technologies Inc COMMON STOCK 339041105 618 20,000 SH 20,000 -- 1 FLIR Systems Incorporated COMMON STOCK 302445101 238 8,000 SH 8,000 -- 1 FLUSHING FINL CORP COMMON STOCK 343873105 231 16,500 SH 16,500 -- 1 Forest Labs Incorporated COMMON STOCK 345838106 518 16,200 SH 16,200 -- 1 Fortinet Inc COMMON STOCK 34959E109 214 6,600 SH 6,600 -- 1 Fresh Market Inc/the COMMON STOCK 35804H106 824 20,000 SH 20,000 -- 1 Fuel Systems Solutions Inc COMMON STOCK 35952W103 1,554 52,900 SH 52,900 -- 1 Fuller H B Co COMMON STOCK 359694106 244 11,900 SH 11,900 -- 1 FXCM, Inc. - A COMMON STOCK 302693106 861 65,000 SH 65,000 -- 1 Gain Capital Holdings Inc COMMON STOCK 36268W100 17,600 2,360,069 SH 2,360,069 -- 1 GameStop Corporation COMMON STOCK 36467W109 382 16,700 SH 16,700 -- 1 Gap Inc COMMON STOCK 364760108 239 10,800 SH 10,800 -- 1 GARMIN LTD. COMMON STOCK H2906T109 335 10,800 SH 10,800 -- 1
COLUMN 1 COLUMN 8 - -------- -------- VOTING AUTHORITY ----------------------- NAME OF ISSUER SOLE SHARED NONE - -------------- --------- -------- ---- Danaher Corporation 7,800 - Darden Restaurants Inc 5,600 -- DaVita Incorporated 4,700 -- Dean Foods Company - NEW 26,700 -- Dell Inc 41,000 -- Devon Energy Corp. NEW 32,000 -- Devry Incorporated 6,700 -- Diamond Offshore Drilling 6,200 -- Digital River Inc 8,700 -- DIRECTV 58,200 -- Discover Financial Services 21,800 -- DISH Network Corp 95,100 -- Dolan Co/The 15,900 -- Dollar General Corp 12,500 -- Dover Corp 4,500 -- DPL Incorporated 10,200 -- Dreamworks Animation SKG A 16,100 -- DST Systems Incorporated 6,100 -- DTE Energy Company 7,000 -- Du Pont (E.I.) De Nemours 4,800 -- Dynavax Technologies Corp 100,000 -- Earthlink Incorporated 72,900 -- East-West Bank 16,100 -- Eaton Vance Corporation 9,700 -- Ebay Incorporated 12,800 -- EchoStar Corp 18,000 -- Ecolab Incorporated 9,500 -- Eli Lilly & Company 13,600 -- Emdeon Inc-class A 15,900 -- Emeritus Corporation 43,100 -- Emerson Electric Company 4,700 -- Endo Pharmaceuticals Holdings Inc 15,100 -- Energen Corporation 7,900 -- Energizer Holdings, Inc 5,000 -- Energy XXI Bermuda LTD 40,000 -- EnergySolutions Inc 40,300 -- Enernoc Inc 12,300 -- Ennis Inc 17,300 -- Entergy Corporation 8,300 -- Equity One Inc 207,100 -- eResearch Technology. Inc 22,100 -- Euronet Worldwide Inc 31,100 -- Evercore Partners Inc - cl A 39,700 -- Everest Re Group, Limited 5,700 -- Exact Sciences Corp 30,000 -- Examworks Group Inc 30,000 -- Exelon Corporation 17,100 -- Expedia Inc 162,600 -- Extreme Networks 52,500 -- Exxon Mobil Corporation 6,500 -- Fair Isaac Corp 13,100 -- Federal Signal Corporation 13,300 -- Federated Investors Incorporated - CL B 11,200 -- Fedex Corporation 2,300 -- Fidelity National - Financial Inc - A 16,800 -- Fidelity National Information Services 10,400 -- First Financial Bancorp 18,100 -- First Horizon National Corporation 92,330 -- First Niagara Financial Group 10,400 -- First Potomac Realty Trust 125,000 -- First Republic Bank/San Fran 100,000 -- First Solar Inc 3,300 -- Firstenergy Corp 13,600 -- FLAGSTAR BANCORP INC 27,600 -- Fleetcor Technologies Inc 20,000 -- FLIR Systems Incorporated 8,000 -- FLUSHING FINL CORP 16,500 -- Forest Labs Incorporated 16,200 -- Fortinet Inc 6,600 -- Fresh Market Inc/the 20,000 -- Fuel Systems Solutions Inc 52,900 -- Fuller H B Co 11,900 -- FXCM, Inc. - A 65,000 -- Gain Capital Holdings Inc 2,360,069 -- GameStop Corporation 16,700 -- Gap Inc 10,800 -- GARMIN LTD. 10,800 --
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 - -------- -------------- ---------- ------------- ------------------------------- --------------------------- -------- INVESTMENT DISCRETION --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (X1000) SHRS OR PRN AMT SH/PRN PUT/CALL SHARED-DEFINED SHARED-OTHER MANAGERS - -------------- -------------- ---------- ------------- --------------- ------ -------- -------------- ------------ -------- Genco Shipping & Trading Ltd COMMON STOCK Y2685T107 285 19,800 SH 19,800 -- 1 General Dynamics Corp COMMON STOCK 369550108 617 8,700 SH 8,700 -- 1 General Electric Company COMMON STOCK 369604103 183 10,000 SH 10,000 -- 1 General Growth Pptys Inc COMMON STOCK 370023103 3,096 200,000 SH 200,000 -- 1 General Maritime Corporation COMMON STOCK Y2693R101 48 14,700 SH 14,700 -- 1 General Mills Incorporated COMMON STOCK 370334104 267 7,500 SH 7,500 -- 1 Genoptix Inc COMMON STOCK 37243V100 272 14,300 SH 14,300 -- 1 Genpact Ltd COMMON STOCK G3922B107 234 15,400 SH 15,400 -- 1 Genuine Parts Co COMMON STOCK 372460105 416 8,100 SH 8,100 -- 1 Geo Group Inc/ The COMMON STOCK 36159R103 254 10,300 SH 10,300 -- 1 Geron Corp COMMON STOCK 374163103 1,489 287,000 SH 287,000 -- 1 GFI Group Inc COMMON STOCK 361652209 177 37,800 SH 37,800 -- 1 Gilead Sciences Inc COMMON STOCK 375558103 692 19,100 SH 19,100 -- 1 Glatfelter Co COMMON STOCK 377316104 471 38,400 SH 38,400 -- 1 Global Cash Access Inc COMMON STOCK 378967103 365 114,400 SH 114,400 -- 1 Google Inc COMMON STOCK 38259P508 535 900 SH 900 -- 1 Grand Canyon Education Inc COMMON STOCK 38526M106 241 12,300 SH 12,300 -- 1 Great Lakes Dredge & Dock Co COMMON STOCK 390607109 431 58,500 SH 58,500 -- 1 Green Plains Renewable Energ COMMON STOCK 393222104 401 35,600 SH 35,600 -- 1 Greenbrier Companies Inc COMMON STOCK 393657101 789 37,600 SH 37,600 -- 1 Griffon Corporation COMMON STOCK 398433102 192 15,100 SH 15,100 -- 1 GT Solar International Inc COMMON STOCK 3623E0209 445 48,800 SH 48,800 -- 1 Gulfmark Offshore Inc. COMMON STOCK 402629208 331 10,900 SH 10,900 -- 1 Halliburton Company COMMON STOCK 406216101 245 6,000 SH 6,000 -- 1 Halozyme Therapeutics Inc COMMON STOCK 40637H109 692 87,333 SH 87,333 -- 1 Hancock Holding Company COMMON STOCK 410120109 254 7,300 SH 7,300 -- 1 Harris Corporation COMMON STOCK 413875105 294 6,500 SH 6,500 -- 1 Hawaiian Holdings Inc COMMON STOCK 419879101 324 41,300 SH 41,300 -- 1 HCP Inc COMMON STOCK 40414L109 7,358 200,000 SH 200,000 -- 1 Health Net Inc. COMMON STOCK 42222G108 262 9,600 SH 9,600 -- 1 Healthspring Inc COMMON STOCK 42224N101 472 17,800 SH 17,800 -- 1 Healthways Inc COMMON STOCK 422245100 224 20,100 SH 20,100 -- 1 Heico Corp.-NEW COMMON STOCK 422806109 209 4,100 SH 4,100 -- 1 Helen of Troy Limited COMMON STOCK G4388N106 205 6,900 SH 6,900 -- 1 Helix Energy Solutions Group I COMMON STOCK 42330P107 253 20,800 SH 20,800 -- 1 Henry Schein Incorporated COMMON STOCK 806407102 246 4,000 SH 4,000 -- 1 Hercules Offshore Inc COMMON STOCK 427093109 63 18,100 SH 18,100 -- 1 Hercules Technology Growth COMMON STOCK 427096508 1,554 150,000 SH 150,000 -- 1 Hershey Co/The COMMON STOCK 427866108 203 4,300 SH 4,300 -- 1 Hewlett-Packard Company COMMON STOCK 428236103 766 18,200 SH 18,200 -- 1 Hi-Tech Pharmacal Co, Inc. COMMON STOCK 42840B101 294 11,800 SH 11,800 -- 1 Home Bancshares Inc COMMON STOCK 436893200 214 9,700 SH 9,700 -- 1 Honeywell International Inc. (NEW) COMMON STOCK 438516106 223 4,200 SH 4,200 -- 1 Hornbeck Offshore Services Inc COMMON STOCK 440543106 259 12,400 SH 12,400 -- 1 Hospira Inc COMMON STOCK 441060100 251 4,500 SH 4,500 -- 1 Humana Inc. COMMON STOCK 444859102 317 5,800 SH 5,800 -- 1 Huntington Bancshares Incorporated COMMON STOCK 446150104 6,918 1,007,000 SH 1,007,000 -- 1 ICU Medical Incorporated COMMON STOCK 44930G107 288 7,900 SH 7,900 -- 1 Illinois Tool Works Incorporated COMMON STOCK 452308109 294 5,500 SH 5,500 -- 1 Immunomedics Incorporated COMMON STOCK 452907108 248 69,300 SH 69,300 -- 1 Infinera Corp COMMON STOCK 45667G103 158 15,300 SH 15,300 -- 1 Information Services Group WARRANT 45675Y112 2 301,753 SH CALL 301,753 -- 1 Infospace Incorporated COMMON STOCK 45678T300 162 19,500 SH 19,500 -- 1 Ingram Micro COMMON STOCK 457153104 246 12,900 SH 12,900 -- 1 Inphi Corp COMMON STOCK 45772F107 201 10,000 SH 10,000 -- 1 Insight Enterprises Incorporated COMMON STOCK 45765U103 316 24,000 SH 24,000 -- 1 Integrated Silicon Solution Incorporated COMMON STOCK 45812P107 149 18,500 SH 18,500 -- 1 Intel Corporation COMMON STOCK 458140100 236 11,200 SH 11,200 -- 1 Interactive Brokers Gro-cl A COMMON STOCK 45841N107 185 10,400 SH 10,400 -- 1 Intercontinental Exchange Inc COMMON STOCK 45865V100 203 1,700 SH 1,700 -- 1 International Coal Group Inc COMMON STOCK 45928H106 170 22,000 SH 22,000 -- 1 International Flavors and Fragrances COMMON STOCK 459506101 345 6,200 SH 6,200 -- 1 International Paper Company COMMON STOCK 460146103 283 10,400 SH 10,400 -- 1 International Rectifier Corporation COMMON STOCK 460254105 229 7,700 SH 7,700 -- 1 Interpublic Group Companies Incorporated COMMON STOCK 460690100 169 15,900 SH 15,900 -- 1 Intuit Incorporated COMMON STOCK 461202103 316 6,400 SH 6,400 -- 1 Intuitive Surgical Inc COMMON STOCK 46120E602 309 1,200 SH 1,200 -- 1 Invesco Ltd COMMON STOCK G491BT108 1,368 56,877 SH 56,877 -- 1 Invesco Mortgage Capital COMMON STOCK 46131B100 3,276 150,000 SH 150,000 -- 1 Investors Bancorp Inc COMMON STOCK 46146P102 174 13,300 SH 13,300 -- 1 iPath S&P 500 VIX Futures COMMON STOCK 06740C261 1,128 30,000 SH 30,000 -- 1 Iridium Communications Inc COMMON STOCK 46269C102 223 27,000 SH 27,000 -- 1 Iron Mountain Inc. COMMON STOCK 462846106 293 11,700 SH 11,700 -- 1 iShares FTSE China 25 Index Fund COMMON STOCK 464287184 51,708 1,200,000 SH CALL 1,200,000 -- 1 iShares FTSE China 25 Index Fund COMMON STOCK 464287184 10,773 250,000 SH 250,000 -- 1 iShares MSCI Emerging Market Index - ETF COMMON STOCK 464287234 47,642 1,000,000 SH CALL 1,000,000 -- 1 iShares MSCI Emerging Market Index - ETF COMMON STOCK 464287234 44,588 935,900 SH 935,900 -- 1
COLUMN 1 COLUMN 8 - -------- -------- VOTING AUTHORITY ----------------------- NAME OF ISSUER SOLE SHARED NONE - -------------- --------- -------- ---- Genco Shipping & Trading Ltd 19,800 -- General Dynamics Corp 8,700 -- General Electric Company 10,000 -- General Growth Pptys Inc 200,000 -- General Maritime Corporation 14,700 -- General Mills Incorporated 7,500 -- Genoptix Inc 14,300 -- Genpact Ltd 15,400 -- Genuine Parts Co 8,100 -- Geo Group Inc/ The 10,300 -- Geron Corp 287,000 -- GFI Group Inc 37,800 -- Gilead Sciences Inc 19,100 -- Glatfelter Co 38,400 -- Global Cash Access Inc 114,400 -- Google Inc 900 -- Grand Canyon Education Inc 12,300 -- Great Lakes Dredge & Dock Co 58,500 -- Green Plains Renewable Energ 35,600 -- Greenbrier Companies Inc 37,600 -- Griffon Corporation 15,100 -- GT Solar International Inc 48,800 -- Gulfmark Offshore Inc. 10,900 -- Halliburton Company 6,000 -- Halozyme Therapeutics Inc 87,333 -- Hancock Holding Company 7,300 -- Harris Corporation 6,500 -- Hawaiian Holdings Inc 41,300 -- HCP Inc 200,000 -- Health Net Inc. 9,600 -- Healthspring Inc 17,800 -- Healthways Inc 20,100 -- Heico Corp.-NEW 4,100 -- Helen of Troy Limited 6,900 -- Helix Energy Solutions Group I 20,800 -- Henry Schein Incorporated 4,000 -- Hercules Offshore Inc 18,100 -- Hercules Technology Growth 150,000 -- Hershey Co/The 4,300 -- Hewlett-Packard Company 18,200 -- Hi-Tech Pharmacal Co, Inc. 11,800 -- Home Bancshares Inc 9,700 -- Honeywell International Inc. (NEW) 4,200 -- Hornbeck Offshore Services Inc 12,400 -- Hospira Inc 4,500 -- Humana Inc. 5,800 -- Huntington Bancshares Incorporated 1,007,000 -- ICU Medical Incorporated 7,900 -- Illinois Tool Works Incorporated 5,500 -- Immunomedics Incorporated 69,300 -- Infinera Corp 15,300 -- Information Services Group 301,753 -- Infospace Incorporated 19,500 -- Ingram Micro 12,900 -- Inphi Corp 10,000 -- Insight Enterprises Incorporated 24,000 -- Integrated Silicon Solution Incorporated 18,500 -- Intel Corporation 11,200 -- Interactive Brokers Gro-cl A 10,400 -- Intercontinental Exchange Inc 1,700 -- International Coal Group Inc 22,000 -- International Flavors and Fragrances 6,200 -- International Paper Company 10,400 -- International Rectifier Corporation 7,700 -- Interpublic Group Companies Incorporated 15,900 -- Intuit Incorporated 6,400 -- Intuitive Surgical Inc 1,200 -- Invesco Ltd 56,877 -- Invesco Mortgage Capital 150,000 -- Investors Bancorp Inc 13,300 -- iPath S&P 500 VIX Futures 30,000 -- Iridium Communications Inc 27,000 -- Iron Mountain Inc. 11,700 -- iShares FTSE China 25 Index Fund 1,200,000 -- iShares FTSE China 25 Index Fund 250,000 -- iShares MSCI Emerging Market Index - ETF 1,000,000 -- iShares MSCI Emerging Market Index - ETF 935,900 --
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 - -------- -------------- ---------- ------------- ------------------------------- --------------------------- -------- INVESTMENT DISCRETION --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (X1000) SHRS OR PRN AMT SH/PRN PUT/CALL SHARED-DEFINED SHARED-OTHER MANAGERS - -------------- -------------- ---------- ------------- --------------- ------ -------- -------------- ------------ -------- iShares MSCI South Korea Index Fund COMMON STOCK 464286772 12,393 202,536 SH 202,536 -- 1 ITC Holdings Corp COMMON STOCK 465685105 576 9,300 SH 9,300 -- 1 Itron Incorporated COMMON STOCK 465741106 510 9,200 SH 9,200 -- 1 ITT Corp COMMON STOCK 450911102 568 10,900 SH 10,900 -- 1 J2 Global Communications Inc COMMON STOCK 46626E205 371 12,800 SH 12,800 -- 1 Jabil Circuit Incorporated COMMON STOCK 466313103 253 12,600 SH 12,600 -- 1 Jack Henry & Associates Inc COMMON STOCK 426281101 222 7,600 SH 7,600 -- 1 Jack in the Box Incorporated COMMON STOCK 466367109 256 12,100 SH 12,100 -- 1 Jarden Corp. COMMON STOCK 471109108 324 10,500 SH 10,500 -- 1 JDS Uniphase Corporation COMMON STOCK 46612J507 1,448 100,000 SH CALL 100,000 -- 1 Jetblue Airways Corp COMMON STOCK 477143101 183 27,700 SH 27,700 -- 1 Johnson & Johnson COMMON STOCK 478160104 340 5,500 SH 5,500 -- 1 Johnson Controls Incorporated COMMON STOCK 478366107 283 7,400 SH 7,400 -- 1 Kaiser Aluminum Corp COMMON STOCK 483007704 255 5,100 SH 5,100 -- 1 KapStone Paper and Packaging C COMMON STOCK 48562P103 177 11,600 SH 11,600 -- 1 KBR Inc COMMON STOCK 48242W106 289 9,500 SH 9,500 -- 1 Kendle International Incorporated COMMON STOCK 48880L107 151 13,900 SH 13,900 -- 1 Keyw Holding Corp/the COMMON STOCK 493723100 734 50,000 SH 50,000 -- 1 Kimberly-Clark Corporation COMMON STOCK 494368103 511 8,100 SH 8,100 -- 1 KINDRED HEALTHCARE INC COMMON STOCK 494580103 228 12,400 SH 12,400 -- 1 Kodiak Oil & Gas Corp COMMON STOCK 50015Q100 737 111,700 SH 111,700 -- 1 Kohl's Corporation COMMON STOCK 500255104 467 8,600 SH 8,600 -- 1 Kraft Foods Inc-class A COMMON STOCK 50075N104 274 8,700 SH 8,700 -- 1 Kroger Company COMMON STOCK 501044101 244 10,900 SH 10,900 -- 1 Kulicke & Soffa Industries Incorporated COMMON STOCK 501242101 153 21,200 SH 21,200 -- 1 L-3 Communications Holdings Incorporated COMMON STOCK 502424104 754 10,700 SH 10,700 -- 1 Landauer Incorporated COMMON STOCK 51476K103 384 6,400 SH 6,400 -- 1 Lear Corp COMMON STOCK 521865204 809 8,200 SH 8,200 -- 1 Lender Processing Services COMMON STOCK 52602E102 658 22,300 SH 22,300 -- 1 Lexington Realty Trust COMMON STOCK 529043101 2,065 259,740 SH 259,740 -- 1 Lexmark International Inc. COMMON STOCK 529771107 435 12,500 SH 12,500 -- 1 Liberty Global Inc - A COMMON STOCK 530555101 417 11,800 SH 11,800 -- 1 Life Partners Holdings Inc COMMON STOCK 53215T106 341 17,800 SH 17,800 -- 1 Lifepoint Hospitals Inc COMMON STOCK 53219L109 390 10,600 SH 10,600 -- 1 Lincoln Educational Services Corp COMMON STOCK 533535100 394 25,400 SH 25,400 -- 1 LKQ Corp COMMON STOCK 501889208 382 16,800 SH 16,800 -- 1 Lockheed Martin Corp COMMON STOCK 539830109 517 7,400 SH 7,400 -- 1 Lorillard Inc COMMON STOCK 544147101 574 7,000 SH 7,000 -- 1 Lpl Investment Holdings Inc COMMON STOCK 50213H100 1,818 50,000 SH 50,000 -- 1 M&T Bank Corporation COMMON STOCK 55261F104 331 3,800 SH 3,800 -- 1 Maidenform Brands Inc COMMON STOCK 560305104 383 16,100 SH 16,100 -- 1 MAKO Surgical Corp. COMMON STOCK 560879108 181 11,900 SH 11,900 -- 1 Mantech COMMON STOCK 564563104 471 11,400 SH 11,400 -- 1 Marathon Oil Corp COMMON STOCK 565849106 3,596 97,100 SH 97,100 -- 1 Market Vectors Agribusiness - ETF COMMON STOCK 57060U605 5,033 94,000 SH 94,000 -- 1 MarketAxess Holdings Inc COMMON STOCK 57060D108 237 11,400 SH 11,400 -- 1 Marvell Technology Group COMMON STOCK G5876H105 299 16,100 SH 16,100 -- 1 MasTec Incorporated COMMON STOCK 576323109 252 17,300 SH 17,300 -- 1 Mastercard Inc-class A COMMON STOCK 57636Q104 426 1,900 SH 1,900 -- 1 Mattel Inc COMMON STOCK 577081102 313 12,300 SH 12,300 -- 1 Maxlinear Inc-class A COMMON STOCK 57776J100 113 10,500 SH 10,500 -- 1 McDonald's Corp COMMON STOCK 580135101 415 5,400 SH 5,400 -- 1 MDU Resources Group Incorporated COMMON STOCK 552690109 428 21,100 SH 21,100 -- 1 Mead Johnson Nutrition Co-A COMMON STOCK 582839106 5,048 81,100 SH 81,100 -- 1 MeadWestvaco Corporation COMMON STOCK 583334107 369 14,100 SH 14,100 -- 1 Medassets Inc COMMON STOCK 584045108 262 13,000 SH 13,000 -- 1 Mediacom Communications Corporation COMMON STOCK 58446K105 290 34,200 SH 34,200 -- 1 Medicis Pharmaceutical Corporation COMMON STOCK 584690309 399 14,900 SH 14,900 -- 1 Medtronic Inc COMMON STOCK 585055106 408 11,000 SH 11,000 -- 1 Merck & Co. Incorporated COMMON STOCK 58933Y105 551 15,300 SH 15,300 -- 1 Mercury Gen Corp COMMON STOCK 589400100 641 14,900 SH 14,900 -- 1 Meredith Corp COMMON STOCK 589433101 253 7,300 SH 7,300 -- 1 Merit Medical Systems Inc. COMMON STOCK 589889104 220 13,900 SH 13,900 -- 1 Micromet Inc COMMON STOCK 59509C105 559 68,900 SH 68,900 -- 1 Micron Technology Incorporated COMMON STOCK 595112103 178 22,200 SH 22,200 -- 1 Microsoft Corporation COMMON STOCK 594918104 10,285 368,500 SH 368,500 -- 1 Mindspeed Technologies Inc COMMON STOCK 602682205 384 63,000 SH 63,000 -- 1 Molex Inc. COMMON STOCK 608554101 400 17,600 SH 17,600 -- 1 Molina Healthcare Inc COMMON STOCK 60855R100 540 19,400 SH 19,400 -- 1 Momenta Pharmaceuticals Inc COMMON STOCK 60877T100 867 57,900 SH 57,900 -- 1 Murphy Oil Corporation COMMON STOCK 626717102 298 4,000 SH 4,000 -- 1 MWI Veterinary Supply Inc COMMON STOCK 55402X105 423 6,700 SH 6,700 -- 1 Mylan Inc. COMMON STOCK 628530107 516 24,400 SH 24,400 -- 1 Natus Medical Inc COMMON STOCK 639050103 196 13,800 SH 13,800 -- 1 Navigant Consulting Co. COMMON STOCK 63935N107 446 48,500 SH 48,500 -- 1 Netspend Holdings Inc COMMON STOCK 64118V106 1,923 150,000 SH 150,000 -- 1 NeuStar Inc - Class A COMMON STOCK 64126X201 641 24,600 SH 24,600 -- 1
COLUMN 1 COLUMN 8 - -------- -------- VOTING AUTHORITY --------------------- NAME OF ISSUER SOLE SHARED NONE - -------------- ------- -------- ---- iShares MSCI South Korea Index Fund 202,536 -- ITC Holdings Corp 9,300 -- Itron Incorporated 9,200 -- ITT Corp 10,900 -- J2 Global Communications Inc 12,800 -- Jabil Circuit Incorporated 12,600 -- Jack Henry & Associates Inc 7,600 -- Jack in the Box Incorporated 12,100 -- Jarden Corp. 10,500 -- JDS Uniphase Corporation 100,000 -- Jetblue Airways Corp 27,700 -- Johnson & Johnson 5,500 -- Johnson Controls Incorporated 7,400 -- Kaiser Aluminum Corp 5,100 -- KapStone Paper and Packaging C 11,600 -- KBR Inc 9,500 -- Kendle International Incorporated 13,900 -- Keyw Holding Corp/the 50,000 -- Kimberly-Clark Corporation 8,100 -- KINDRED HEALTHCARE INC 12,400 -- Kodiak Oil & Gas Corp 111,700 -- Kohl's Corporation 8,600 -- Kraft Foods Inc-class A 8,700 -- Kroger Company 10,900 -- Kulicke & Soffa Industries Incorporated 21,200 -- L-3 Communications Holdings Incorporated 10,700 -- Landauer Incorporated 6,400 -- Lear Corp 8,200 -- Lender Processing Services 22,300 -- Lexington Realty Trust 259,740 -- Lexmark International Inc. 12,500 -- Liberty Global Inc - A 11,800 -- Life Partners Holdings Inc 17,800 -- Lifepoint Hospitals Inc 10,600 -- Lincoln Educational Services Corp 25,400 -- LKQ Corp 16,800 -- Lockheed Martin Corp 7,400 -- Lorillard Inc 7,000 -- Lpl Investment Holdings Inc 50,000 -- M&T Bank Corporation 3,800 -- Maidenform Brands Inc 16,100 -- MAKO Surgical Corp. 11,900 -- Mantech 11,400 -- Marathon Oil Corp 97,100 -- Market Vectors Agribusiness - ETF 94,000 -- MarketAxess Holdings Inc 11,400 -- Marvell Technology Group 16,100 -- MasTec Incorporated 17,300 -- Mastercard Inc-class A 1,900 -- Mattel Inc 12,300 -- Maxlinear Inc-class A 10,500 -- McDonald's Corp 5,400 -- MDU Resources Group Incorporated 21,100 -- Mead Johnson Nutrition Co-A 81,100 -- MeadWestvaco Corporation 14,100 -- Medassets Inc 13,000 -- Mediacom Communications Corporation 34,200 -- Medicis Pharmaceutical Corporation 14,900 -- Medtronic Inc 11,000 -- Merck & Co. Incorporated 15,300 -- Mercury Gen Corp 14,900 -- Meredith Corp 7,300 -- Merit Medical Systems Inc. 13,900 -- Micromet Inc 68,900 -- Micron Technology Incorporated 22,200 -- Microsoft Corporation 368,500 -- Mindspeed Technologies Inc 63,000 -- Molex Inc. 17,600 -- Molina Healthcare Inc 19,400 -- Momenta Pharmaceuticals Inc 57,900 -- Murphy Oil Corporation 4,000 -- MWI Veterinary Supply Inc 6,700 -- Mylan Inc. 24,400 -- Natus Medical Inc 13,800 -- Navigant Consulting Co. 48,500 -- Netspend Holdings Inc 150,000 -- NeuStar Inc - Class A 24,600 --
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 - -------- -------------- ---------- ------------- ------------------------------- --------------------------- INVESTMENT DISCRETION --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (X1000) SHRS OR PRN AMT SH/PRN PUT/CALL SHARED-DEFINED SHARED-OTHER - -------------- -------------- ---------- ------------- --------------- ------ -------- -------------- ------------ Neutral Tandem Inc COMMON STOCK 64128B108 322 22,300 SH 22,300 - Newell Rubbermaid Inc COMMON STOCK 651229106 264 14,500 SH 14,500 -- Newmont Mining Corp Hldg Co COMMON STOCK 651639106 571 9,300 SH 9,300 -- Newpark Resources Inc. COMMON STOCK 651718504 222 36,100 SH 36,100 -- News Corp Inc - CL A COMMON STOCK 65248E104 281 19,300 SH 19,300 -- NextEra Energy Inc COMMON STOCK 65339F101 312 6,000 SH 6,000 -- NIC INC COMMON STOCK 62914B100 136 14,000 SH 14,000 -- NIKE Inc COMMON STOCK 654106103 513 6,000 SH 6,000 -- NiSource Inc COMMON STOCK 65473P105 206 11,700 SH 11,700 -- Noble Energy Inc COMMON STOCK 655044105 1,885 21,900 SH 21,900 -- Noranda Aluminium Holding COMMON STOCK 65542W107 511 35,000 SH 35,000 -- Northern Oil And Gas Inc COMMON STOCK 665531109 256 9,400 SH 9,400 -- Northrop Grumman Corp COMMON STOCK 666807102 544 8,400 SH 8,400 -- Northwest Bancshares Inc COMMON STOCK 667340103 597 50,700 SH 50,700 -- Northwestern Corp - NEW COMMON STOCK 668074305 464 16,100 SH 16,100 -- NuVasive Inc COMMON STOCK 670704105 339 13,200 SH 13,200 -- NYSE Euronext COMMON STOCK 629491101 339 11,300 SH 11,300 -- OGE Energy Corporation COMMON STOCK 670837103 319 7,000 SH 7,000 -- Old Rep Intl Corp COMMON STOCK 680223104 173 12,700 SH 12,700 -- Omnicare Inc COMMON STOCK 681904108 368 14,500 SH 14,500 -- OptionsXpress Holdings Inc COMMON STOCK 684010101 326 20,800 SH 20,800 -- Oracle Corporation COMMON STOCK 68389X105 479 15,300 SH 15,300 -- ORIENT EXPRESS HOTELS COMMON STOCK G67743107 134 10,300 SH 10,300 -- Orion Marine Group Inc COMMON STOCK 68628V308 299 25,800 SH 25,800 -- Pacific Biosciences of California Inc. COMMON STOCK 69404D108 318 20,000 SH 20,000 -- Packaging Corp Of America COMMON STOCK 695156109 331 12,800 SH 12,800 -- Pall Corp COMMON STOCK 696429307 416 8,400 SH 8,400 -- Papa John's International Incorporated COMMON STOCK 698813102 305 11,000 SH 11,000 -- Par Pharmaceutical Cos Inc COMMON STOCK 69888P106 273 7,100 SH 7,100 -- Parker Drilling Company COMMON STOCK 701081101 236 51,700 SH 51,700 -- PartnerRe Ltd. COMMON STOCK G6852T105 418 5,200 SH 5,200 -- Patterson Cos Inc COMMON STOCK 703395103 358 11,700 SH 11,700 -- Paychex, Inc. COMMON STOCK 704326107 445 14,400 SH 14,400 -- Peabody Energy Corp COMMON STOCK 704549104 1,017 15,900 SH 15,900 -- People's United Financial Inc(Bridgeport, CT) COMMON STOCK 712704105 374 26,700 SH 26,700 -- Pepco Holdings Inc. COMMON STOCK 713291102 197 10,800 SH 10,800 -- Pepsico Incorporated COMMON STOCK 713448108 438 6,700 SH 6,700 -- Petroleum Development Corporation COMMON STOCK 716578109 1,910 45,200 SH 45,200 -- Pfizer Incorporated COMMON STOCK 717081103 9,620 549,400 SH CALL 549,400 -- Pfizer Incorporated COMMON STOCK 717081103 322 18,400 SH 18,400 -- Pharmacyclics Inc COMMON STOCK 716933106 113 18,600 SH 18,600 -- Pharmerica Corp COMMON STOCK 71714F104 314 27,400 SH 27,400 -- PHH Corp COMMON STOCK 693320202 231 10,000 SH 10,000 -- Philip Morris International COMMON STOCK 718172109 339 5,800 SH 5,800 -- Phillips-Van Heusen Corporation COMMON STOCK 718592108 290 4,600 SH 4,600 -- Phototronics, Inc. COMMON STOCK 719405102 226 38,300 SH 38,300 -- Pioneer Drilling Co COMMON STOCK 723655106 98 11,100 SH 11,100 -- Plexus Corp. COMMON STOCK 729132100 288 9,300 SH 9,300 -- PMC Sierra Incorporated COMMON STOCK 69344F106 94 10,900 SH 10,900 -- PNC Financial Services Group COMMON STOCK 693475105 364 6,000 SH 6,000 -- PolyOne Corporation COMMON STOCK 73179P106 140 11,200 SH 11,200 -- Popular Incorporated COMMON STOCK 733174106 124 39,600 SH 39,600 -- Portland General Electric Co COMMON STOCK 736508847 451 20,800 SH 20,800 -- Power-One Inc. COMMON STOCK 73930R102 126 12,400 SH 12,400 -- PPL Corporation COMMON STOCK 69351T106 403 15,300 SH 15,300 -- Premiere Global Services Inc COMMON STOCK 740585104 164 24,100 SH 24,100 -- Prestige Brand Holdings Inc COMMON STOCK 74112D101 127 10,600 SH 10,600 -- Procter & Gamble Company COMMON STOCK 742718109 412 6,400 SH 6,400 -- Progenics Pharmaceuticals Inc. COMMON STOCK 743187106 11,255 2,342,388 SH 1,820,068 522,320 Progressive Corporation COMMON STOCK 743315103 560 28,200 SH 28,200 -- PSS World Medical Inc. COMMON STOCK 69366A100 301 13,300 SH 13,300 -- Public Service Enterprise GP COMMON STOCK 744573106 452 14,200 SH 14,200 -- QLogic Corporation COMMON STOCK 747277101 230 13,500 SH 13,500 -- R.R. Donnelley & Sons Company COMMON STOCK 257867101 320 18,300 SH 18,300 -- RadioShack Corp. COMMON STOCK 750438103 383 20,700 SH 20,700 -- Raytheon Company COMMON STOCK 755111507 816 17,600 SH 17,600 -- Realpage Inc COMMON STOCK 75606N109 1,392 45,000 SH 45,000 -- Regal Entertainment Group COMMON STOCK 758766109 235 20,000 SH 20,000 -- Regis Corporation COMMON STOCK 758932107 377 22,700 SH 22,700 -- Reinsurance Group Of America COMMON STOCK 759351604 333 6,200 SH 6,200 -- Renaissance Re Holdings Limited COMMON STOCK G7496G103 280 4,400 SH 4,400 -- Republic Airways Holdings Inc COMMON STOCK 760276105 2,140 292,400 SH 292,400 -- Republic Services Incorporated COMMON STOCK 760759100 457 15,300 SH 15,300 -- RightNow Technologies Inc COMMON STOCK 76657R106 322 13,600 SH 13,600 -- Rignet Inc COMMON STOCK 766582100 341 25,000 SH 25,000 -- RLI Corporation COMMON STOCK 749607107 284 5,400 SH 5,400 -- Rock-Tenn Company - CL A COMMON STOCK 772739207 254 4,700 SH 4,700 --
COLUMN 1 COLUMN 7 COLUMN 8 - -------- -------- -------- VOTING AUTHORITY -------------------------- NAME OF ISSUER MANAGERS SOLE SHARED NONE - -------------- -------- --------- -------- ------- Neutral Tandem Inc 1 22,300 - Newell Rubbermaid Inc 1 14,500 -- Newmont Mining Corp Hldg Co 1 9,300 -- Newpark Resources Inc. 1 36,100 -- News Corp Inc - CL A 1 19,300 -- NextEra Energy Inc 1 6,000 -- NIC INC 1 14,000 -- NIKE Inc 1 6,000 -- NiSource Inc 1 11,700 -- Noble Energy Inc 1 21,900 -- Noranda Aluminium Holding 1 35,000 -- Northern Oil And Gas Inc 1 9,400 -- Northrop Grumman Corp 1 8,400 -- Northwest Bancshares Inc 1 50,700 -- Northwestern Corp - NEW 1 16,100 -- NuVasive Inc 1 13,200 -- NYSE Euronext 1 11,300 -- OGE Energy Corporation 1 7,000 -- Old Rep Intl Corp 1 12,700 -- Omnicare Inc 1 14,500 -- OptionsXpress Holdings Inc 1 20,800 -- Oracle Corporation 1 15,300 -- ORIENT EXPRESS HOTELS 1 10,300 -- Orion Marine Group Inc 1 25,800 -- Pacific Biosciences of California Inc. 1 20,000 -- Packaging Corp Of America 1 12,800 -- Pall Corp 1 8,400 -- Papa John's International Incorporated 1 11,000 -- Par Pharmaceutical Cos Inc 1 7,100 -- Parker Drilling Company 1 51,700 -- PartnerRe Ltd. 1 5,200 -- Patterson Cos Inc 1 11,700 -- Paychex, Inc. 1 14,400 -- Peabody Energy Corp 1 15,900 -- People's United Financial Inc(Bridgeport, CT) 1 26,700 -- Pepco Holdings Inc. 1 10,800 -- Pepsico Incorporated 1 6,700 -- Petroleum Development Corporation 1 45,200 -- Pfizer Incorporated 1 549,400 -- Pfizer Incorporated 1 18,400 -- Pharmacyclics Inc 1 18,600 -- Pharmerica Corp 1 27,400 -- PHH Corp 1 10,000 -- Philip Morris International 1 5,800 -- Phillips-Van Heusen Corporation 1 4,600 -- Phototronics, Inc. 1 38,300 -- Pioneer Drilling Co 1 11,100 -- Plexus Corp. 1 9,300 -- PMC Sierra Incorporated 1 10,900 -- PNC Financial Services Group 1 6,000 -- PolyOne Corporation 1 11,200 -- Popular Incorporated 1 39,600 -- Portland General Electric Co 1 20,800 -- Power-One Inc. 1 12,400 -- PPL Corporation 1 15,300 -- Premiere Global Services Inc 1 24,100 -- Prestige Brand Holdings Inc 1 10,600 -- Procter & Gamble Company 1 6,400 -- Progenics Pharmaceuticals Inc. 1 1,820,068 522,320 Progressive Corporation 1 28,200 -- PSS World Medical Inc. 1 13,300 -- Public Service Enterprise GP 1 14,200 -- QLogic Corporation 1 13,500 -- R.R. Donnelley & Sons Company 1 18,300 -- RadioShack Corp. 1 20,700 -- Raytheon Company 1 17,600 -- Realpage Inc 1 45,000 -- Regal Entertainment Group 1 20,000 -- Regis Corporation 1 22,700 -- Reinsurance Group Of America 1 6,200 -- Renaissance Re Holdings Limited 1 4,400 -- Republic Airways Holdings Inc 1 292,400 -- Republic Services Incorporated 1 15,300 -- RightNow Technologies Inc 1 13,600 -- Rignet Inc 1 25,000 -- RLI Corporation 1 5,400 -- Rock-Tenn Company - CL A 1 4,700 --
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 - -------- -------------- ---------- ------------- ------------------------------- --------------------------- INVESTMENT DISCRETION --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (X1000) SHRS OR PRN AMT SH/PRN PUT/CALL SHARED-DEFINED SHARED-OTHER - -------------- -------------- ---------- ------------- --------------- ------ -------- -------------- ------------ Rockwell Collins Inc. COMMON STOCK 774341101 431 7,400 SH 7,400 -- Royal Gold Incorporated COMMON STOCK 780287108 475 8,700 SH 8,700 -- RPC Incorporated COMMON STOCK 749660106 236 12,999 SH 12,999 -- RPM International Inc. COMMON STOCK 749685103 267 12,100 SH 12,100 -- Ruddick Corp COMMON STOCK 781258108 265 7,200 SH 7,200 -- Rue21 Inc COMMON STOCK 781295100 363 12,400 SH 12,400 -- Ruth's Hospitality Group Inc COMMON STOCK 783332109 95 20,500 SH 20,500 -- Salesforce.com COMMON STOCK 79466L302 211 1,600 SH 1,600 -- Sanmina-SCI Corp COMMON STOCK 800907206 242 21,100 SH 21,100 -- Santarus Inc COMMON STOCK 802817304 109 33,200 SH 33,200 -- Sapient Corp COMMON STOCK 803062108 224 18,500 SH 18,500 -- Schulman (A.) Incorporated COMMON STOCK 808194104 236 10,300 SH 10,300 -- Scorpio Tankers Inc COMMON STOCK Y7542C106 152 15,000 SH 15,000 -- Scotts Miracle-Gro Company COMMON STOCK 810186106 320 6,300 SH 6,300 -- Scripps Networks Interactive COMMON STOCK 811065101 347 6,700 SH 6,700 -- Seachange International Incorporated COMMON STOCK 811699107 127 14,800 SH 14,800 -- Sealed Air Corporation COMMON STOCK 81211K100 379 14,900 SH 14,900 -- Select Medical Holdings Corp COMMON STOCK 81619Q105 296 40,500 SH 40,500 -- Senior Housing Prop Trust COMMON STOCK 81721M109 4,388 200,000 SH 200,000 -- Sequenom Inc COMMON STOCK 817337405 236 29,400 SH 29,400 -- SIGA Technologies Incorporated COMMON STOCK 826917106 176 12,600 SH 12,600 -- Silgan Holdings Incorporated COMMON STOCK 827048109 319 8,900 SH 8,900 -- Skechers Usa Inc -Cl A COMMON STOCK 830566105 264 13,200 SH 13,200 -- Smart Modular Technologies COMMON STOCK G82245104 1,023 177,576 SH 50,300 127,276 Smith (A.O.) Corporation COMMON STOCK 831865209 400 10,500 SH 10,500 -- Solarwinds Inc COMMON STOCK 83416B109 258 13,400 SH 13,400 -- Sonoco Products Company COMMON STOCK 835495102 458 13,600 SH 13,600 -- Southern Union Company COMMON STOCK 844030106 412 17,100 SH 17,100 -- Southwest Airlines Company COMMON STOCK 844741108 366 28,200 SH 28,200 -- Spansion Inc-class A COMMON STOCK 84649R200 828 40,000 SH 40,000 -- SPDR Dow Jones Industrial Average ETF Trust COMMON STOCK 78467X109 289,075 2,500,000 SH CALL 2,500,000 -- SPDR KBW Bank ETF COMMON STOCK 78464A797 2,591 100,000 SH CALL 100,000 -- SPDR S&P 500 ETF Trust COMMON STOCK 78462F103 75,450 600,000 SH 600,000 -- Spirit Aerosystems Hold - Class A COMMON STOCK 848574109 260 12,500 SH 12,500 -- Sprint Nextel Corp COMMON STOCK 852061100 138 32,700 SH 32,700 -- SRA INTL INC COMMON STOCK 78464R105 358 17,500 SH 17,500 -- St Jude Med Inc (Stj) COMMON STOCK 790849103 331 7,739 SH 7,739 -- Stanley Black & Decker Inc COMMON STOCK 854502101 308 4,600 SH 4,600 -- Starbucks Corporation COMMON STOCK 855244109 238 7,400 SH 7,400 -- Starwood Property Trust Inc COMMON STOCK 85571B105 3,222 150,000 SH 150,000 -- Sterling Construction Co. Inc. COMMON STOCK 859241101 141 10,800 SH 10,800 -- Stoneridge Inc COMMON STOCK 86183P102 790 50,000 SH 50,000 -- Str Holdings Inc COMMON STOCK 78478V100 290 14,500 SH 14,500 -- Stryker Corporation COMMON STOCK 863667101 258 4,800 SH 4,800 -- Sturm Ruger & Company Incorporated COMMON STOCK 864159108 434 28,400 SH 28,400 -- Sunpower Corp - Class A COMMON STOCK 867652109 395 30,800 SH 30,800 -- Sunstone Hotel Investors Inc COMMON STOCK 867892101 775 75,000 SH 75,000 -- Supermedia Inc COMMON STOCK 868447103 203 23,300 SH 23,300 -- SUPERVALU INCORPORATED COMMON STOCK 868536103 494 51,300 SH 51,300 -- Swift Energy Company COMMON STOCK 870738101 1,762 45,000 SH 45,000 -- SWS Group, Inc. COMMON STOCK 78503N107 103 20,300 SH 20,300 -- Symantec Corporation COMMON STOCK 871503108 290 17,300 SH 17,300 -- Symmetry Medical Inc COMMON STOCK 871546206 210 22,700 SH 22,700 -- Synaptics Inc COMMON STOCK 87157D109 247 8,400 SH 8,400 -- Synopsys Inc COMMON STOCK 871607107 334 12,400 SH 12,400 -- Syntel Incorporated COMMON STOCK 87162H103 387 8,100 SH 8,100 -- Talbots Inc. COMMON STOCK 874161102 89 10,500 SH 10,500 -- Talecris Biotherapeutics COMMON STOCK 874227101 219 9,400 SH 9,400 -- Tech Data Corp. COMMON STOCK 878237106 731 16,600 SH 16,600 -- Technology Select Sector SPDR Fund COMMON STOCK 81369Y803 37,785 1,500,000 SH CALL 1,500,000 -- Tekelec COMMON STOCK 879101103 449 37,700 SH 37,700 -- Teleflex Inc. COMMON STOCK 879369106 307 5,700 SH 5,700 -- Tellabs, Inc. COMMON STOCK 879664100 99 14,600 SH 14,600 -- Teradata Corp COMMON STOCK 88076W103 226 5,500 SH 5,500 -- Tesla Motors Inc COMMON STOCK 88160R101 3,150 118,300 SH PUT 118,300 -- Texas Roadhouse Inc - CL A COMMON STOCK 882681109 225 13,100 SH 13,100 -- TFS Financial Corp COMMON STOCK 87240R107 182 20,200 SH 20,200 -- The Jones Group Inc COMMON STOCK 48020T101 166 10,700 SH 10,700 -- The McGraw-Hill Companies Incorporated COMMON STOCK 580645109 226 6,200 SH 6,200 -- Thoratec Labs Corp COMMON STOCK 885175307 439 15,500 SH 15,500 -- TICC Capital Corp COMMON STOCK 87244T109 561 50,000 SH 50,000 -- Time Warner Cable COMMON STOCK 88732J207 330 5,000 SH 5,000 -- Titan Machinery Inc COMMON STOCK 88830R101 212 11,000 SH 11,000 -- Total System Services Inc. COMMON STOCK 891906109 569 37,000 SH 37,000 -- Tower Group Inc COMMON STOCK 891777104 540 21,100 SH 21,100 -- Tower International Inc COMMON STOCK 891826109 796 45,000 SH 45,000 -- Towers Watson & Co COMMON STOCK 891894107 219 4,200 SH 4,200 --
COLUMN 1 COLUMN 7 COLUMN 8 - -------- -------- -------- VOTING AUTHORITY -------------------------- NAME OF ISSUER MANAGERS SOLE SHARED NONE - -------------- -------- --------- -------- ------- Rockwell Collins Inc. 1 7,400 -- Royal Gold Incorporated 1 8,700 -- RPC Incorporated 1 12,999 -- RPM International Inc. 1 12,100 -- Ruddick Corp 1 7,200 -- Rue21 Inc 1 12,400 -- Ruth's Hospitality Group Inc 1 20,500 -- Salesforce.com 1 1,600 -- Sanmina-SCI Corp 1 21,100 -- Santarus Inc 1 33,200 -- Sapient Corp 1 18,500 -- Schulman (A.) Incorporated 1 10,300 -- Scorpio Tankers Inc 1 15,000 -- Scotts Miracle-Gro Company 1 6,300 -- Scripps Networks Interactive 1 6,700 -- Seachange International Incorporated 1 14,800 -- Sealed Air Corporation 1 14,900 -- Select Medical Holdings Corp 1 40,500 -- Senior Housing Prop Trust 1 200,000 -- Sequenom Inc 1 29,400 -- SIGA Technologies Incorporated 1 12,600 -- Silgan Holdings Incorporated 1 8,900 -- Skechers Usa Inc -Cl A 1 13,200 -- Smart Modular Technologies 1 50,300 127,276 Smith (A.O.) Corporation 1 10,500 -- Solarwinds Inc 1 13,400 -- Sonoco Products Company 1 13,600 -- Southern Union Company 1 17,100 -- Southwest Airlines Company 1 28,200 -- Spansion Inc-class A 1 40,000 -- SPDR Dow Jones Industrial Average ETF Trust 1 2,500,000 -- SPDR KBW Bank ETF 1 100,000 -- SPDR S&P 500 ETF Trust 1 600,000 -- Spirit Aerosystems Hold - Class A 1 12,500 -- Sprint Nextel Corp 1 32,700 -- SRA INTL INC 1 17,500 -- St Jude Med Inc (Stj) 1 7,739 -- Stanley Black & Decker Inc 1 4,600 -- Starbucks Corporation 1 7,400 -- Starwood Property Trust Inc 1 150,000 -- Sterling Construction Co. Inc. 1 10,800 -- Stoneridge Inc 1 50,000 -- Str Holdings Inc 1 14,500 -- Stryker Corporation 1 4,800 -- Sturm Ruger & Company Incorporated 1 28,400 -- Sunpower Corp - Class A 1 30,800 -- Sunstone Hotel Investors Inc 1 75,000 -- Supermedia Inc 1 23,300 -- SUPERVALU INCORPORATED 1 51,300 -- Swift Energy Company 1 45,000 -- SWS Group, Inc. 1 20,300 -- Symantec Corporation 1 17,300 -- Symmetry Medical Inc 1 22,700 -- Synaptics Inc 1 8,400 -- Synopsys Inc 1 12,400 -- Syntel Incorporated 1 8,100 -- Talbots Inc. 1 10,500 -- Talecris Biotherapeutics 1 9,400 -- Tech Data Corp. 1 16,600 -- Technology Select Sector SPDR Fund 1 1,500,000 -- Tekelec 1 37,700 -- Teleflex Inc. 1 5,700 -- Tellabs, Inc. 1 14,600 -- Teradata Corp 1 5,500 -- Tesla Motors Inc 1 118,300 -- Texas Roadhouse Inc - CL A 1 13,100 -- TFS Financial Corp 1 20,200 -- The Jones Group Inc 1 10,700 -- The McGraw-Hill Companies Incorporated 1 6,200 -- Thoratec Labs Corp 1 15,500 -- TICC Capital Corp 1 50,000 -- Time Warner Cable 1 5,000 -- Titan Machinery Inc 1 11,000 -- Total System Services Inc. 1 37,000 -- Tower Group Inc 1 21,100 -- Tower International Inc 1 45,000 -- Towers Watson & Co 1 4,200 --
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 - -------- -------------- ---------- ------------- ------------------------------- --------------------------- -------- INVESTMENT DISCRETION --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (X1000) SHRS OR PRN AMT SH/PRN PUT/CALL SHARED-DEFINED SHARED-OTHER MANAGERS - -------------- -------------- ---------- ------------- --------------- ------ -------- -------------- ------------ -------- Transatlantic Holdings, Inc. COMMON STOCK 893521104 728 14,100 SH 14,100 -- 1 Transdigm Group Inc COMMON STOCK 893641100 216 3,000 SH 3,000 -- 1 Travelers Cos Inc/The COMMON STOCK 89417E109 273 4,900 SH 4,900 -- 1 Triumph Group, Inc. COMMON STOCK 896818101 215 2,400 SH 2,400 -- 1 Tutor Perini Corp COMMON STOCK 901109108 385 18,000 SH 18,000 -- 1 tw telecom inc COMMON STOCK 87311L104 1,550 90,900 SH 90,900 -- 1 Two Harbors Investment Corp COMMON STOCK 90187B101 2,448 250,000 SH 250,000 -- 1 Tyson Foods Inc - Class A COMMON STOCK 902494103 444 25,800 SH 25,800 -- 1 Under Armour Inc COMMON STOCK 904311107 219 4,000 SH 4,000 -- 1 Uni-Pixel Inc COMMON STOCK 904572203 1,919 328,607 SH 328,607 -- 1 United HealthCare Group COMMON STOCK 91324P102 578 16,000 SH 16,000 -- 1 United Online Inc. COMMON STOCK 911268100 203 30,700 SH 30,700 -- 1 Unitrin Incorporated COMMON STOCK 913275103 228 9,300 SH 9,300 -- 1 Universal American Corp COMMON STOCK 913377107 638 31,200 SH 31,200 -- 1 Universal Technical Institute COMMON STOCK 913915104 262 11,900 SH 11,900 -- 1 URS Corporation COMMON STOCK 903236107 420 10,100 SH 10,100 -- 1 Validus Holdings Ltd COMMON STOCK G9319H102 487 15,900 SH 15,900 -- 1 Valley National Bancorp COMMON STOCK 919794107 183 12,800 SH 12,800 -- 1 Valspar Corporation COMMON STOCK 920355104 772 22,400 SH 22,400 -- 1 Vectren Corp. COMMON STOCK 92240G101 454 17,900 SH 17,900 -- 1 VF Corporation COMMON STOCK 918204108 396 4,600 SH 4,600 -- 1 Viacom Inc- Class B COMMON STOCK 92553P201 246 6,200 SH 6,200 -- 1 Visa Inc-Class A Shares COMMON STOCK 92826C839 394 5,600 SH 5,600 -- 1 Vitacost.com Inc COMMON STOCK 92847A200 192 33,700 SH 33,700 -- 1 Vonage Holdings COMMON STOCK 92886T201 81 36,200 SH 36,200 -- 1 Walgreen Company COMMON STOCK 931422109 319 8,200 SH 8,200 -- 1 Walker & Dunlop Inc COMMON STOCK 93148P102 605 60,000 SH 60,000 -- 1 Wal-Mart Stores Incorporated COMMON STOCK 931142103 378 7,000 SH 7,000 -- 1 Warner Chilcott PLC - Class A COMMON STOCK G94368100 713 31,600 SH 31,600 -- 1 WASHINGTON POST CO (CL B) COMMON STOCK 939640108 308 700 SH 700 -- 1 Waste Connections Incorporated COMMON STOCK 941053100 270 9,799 SH 9,799 -- 1 Waste Management Inc.-NEW COMMON STOCK 94106L109 210 5,700 SH 5,700 -- 1 Watsco Incorporated COMMON STOCK 942622200 221 3,500 SH 3,500 -- 1 Watson Pharmaceuticals Incorporated COMMON STOCK 942683103 367 7,100 SH 7,100 -- 1 Watts Water Technologies Inc COMMON STOCK 942749102 289 7,900 SH 7,900 -- 1 Wausau Paper Corp COMMON STOCK 943315101 282 32,800 SH 32,800 -- 1 WD-40 Company COMMON STOCK 929236107 564 14,000 SH 14,000 -- 1 WebMD Health Corp COMMON STOCK 94770V102 388 7,600 SH 7,600 -- 1 Webster Financial Corp Waterbury COMMON STOCK 947890109 1,854 94,100 SH 94,100 -- 1 WellPoint Inc COMMON STOCK 94973V107 688 12,100 SH 12,100 -- 1 Westamerica Bancorporation COMMON STOCK 957090103 349 6,300 SH 6,300 -- 1 Western Union Company COMMON STOCK 959802109 488 26,300 SH 26,300 -- 1 Wet Seal Incorporated COMMON STOCK 961840105 83 22,500 SH 22,500 -- 1 WGL Holdings Inc. COMMON STOCK 92924F106 222 6,200 SH 6,200 -- 1 Whirlpool Corporation COMMON STOCK 963320106 231 2,600 SH 2,600 -- 1 Willbros Group Incorporated COMMON STOCK 969203108 264 26,900 SH 26,900 -- 1 Wilmington Trust Corporation COMMON STOCK 971807102 335 77,300 SH 77,300 -- 1 Winn-dixie Stores Inc COMMON STOCK 974280307 246 34,200 SH 34,200 -- 1 Wintrust Financial Corp COMMON STOCK 97650W108 2,276 68,900 SH 68,900 -- 1 World Wrestling Entertainment COMMON STOCK 98156Q108 386 27,100 SH 27,100 -- 1 Xueda Education Group-ADR COMMON STOCK 98418W109 1,642 145,740 SH 145,740 -- 1 Yahoo! Incorporated COMMON STOCK 984332106 243 14,600 SH 14,600 -- 1 Zimmer Holdings Inc. COMMON STOCK 98956P102 311 5,800 SH 5,800 -- 1 Zogenix Inc COMMON STOCK 98978L105 284 50,000 SH 50,000 -- 1 Grand Total 1,064,804 40,768,478 40,118,882 649,596
COLUMN 1 COLUMN 8 - -------- -------- VOTING AUTHORITY --------------------------- NAME OF ISSUER SOLE SHARED NONE - -------------- ---------- -------- ------- Transatlantic Holdings, Inc. 14,100 -- Transdigm Group Inc 3,000 -- Travelers Cos Inc/The 4,900 -- Triumph Group, Inc. 2,400 -- Tutor Perini Corp 18,000 -- tw telecom inc 90,900 -- Two Harbors Investment Corp 250,000 -- Tyson Foods Inc - Class A 25,800 -- Under Armour Inc 4,000 -- Uni-Pixel Inc 328,607 -- United HealthCare Group 16,000 -- United Online Inc. 30,700 -- Unitrin Incorporated 9,300 -- Universal American Corp 31,200 -- Universal Technical Institute 11,900 -- URS Corporation 10,100 -- Validus Holdings Ltd 15,900 -- Valley National Bancorp 12,800 -- Valspar Corporation 22,400 -- Vectren Corp. 17,900 -- VF Corporation 4,600 -- Viacom Inc- Class B 6,200 -- Visa Inc-Class A Shares 5,600 -- Vitacost.com Inc 33,700 -- Vonage Holdings 36,200 -- Walgreen Company 8,200 -- Walker & Dunlop Inc 60,000 -- Wal-Mart Stores Incorporated 7,000 -- Warner Chilcott PLC - Class A 31,600 -- WASHINGTON POST CO (CL B) 700 -- Waste Connections Incorporated 9,799 -- Waste Management Inc.-NEW 5,700 -- Watsco Incorporated 3,500 -- Watson Pharmaceuticals Incorporated 7,100 -- Watts Water Technologies Inc 7,900 -- Wausau Paper Corp 32,800 -- WD-40 Company 14,000 -- WebMD Health Corp 7,600 -- Webster Financial Corp Waterbury 94,100 -- WellPoint Inc 12,100 -- Westamerica Bancorporation 6,300 -- Western Union Company 26,300 -- Wet Seal Incorporated 22,500 -- WGL Holdings Inc. 6,200 -- Whirlpool Corporation 2,600 -- Willbros Group Incorporated 26,900 -- Wilmington Trust Corporation 77,300 -- Winn-dixie Stores Inc 34,200 -- Wintrust Financial Corp 68,900 -- World Wrestling Entertainment 27,100 -- Xueda Education Group-ADR 145,740 -- Yahoo! Incorporated 14,600 -- Zimmer Holdings Inc. 5,800 -- Zogenix Inc 50,000 -- Grand Total 40,118,882 649,596
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