SEC Info - Soros Fund Management LLC - ‘13F-HR’ for 12/31/09

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Soros Fund Management LLC – ‘13F-HR’ for 12/31/09

On: Tuesday, 2/16/10, at 4:15pm ET · Effective: 2/16/10 · For: 12/31/09 · Accession #: 1011438-10-73 · File #: 28-06420

  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 2/16/10  Soros Fund Management LLC         13F-HR     12/31/09    1:150K                                   Akin Gump Str… Office/FA

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings and Combination Report by a        36    245K 
                Money Manager                                                    

13F-HR 1st Page of 36 TOC ↑Top Previous Next ↓Bottom Just 1st
 
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 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, 2009               

Check here if Amendment [ ]; Amendment Number:                                  

This Amendment (Check only one.):       [ ] is a restatement. 

                                                [ ] adds new holdings entries.

Institutional Investment Manager Filing this Report:                            

Name:             Soros Fund Management LLC                                     
Address:          888 Seventh Avenue                                            
New York, New York  10106                   

Form 13F File Number:      028-06420                                            

The institutional investment manager filing this report and the person by whom  
it is signed hereby represent that the person signing the report is authorized  
to submit it, that all information contained herein is true, correct and        
complete, and that it is understood that all required items, statements,        
schedules, lists, and tables, are considered integral parts of this form.       

Person Signing this Report on Behalf of Reporting Manager:                      

Name:       Jodye M. Anzalotta                                                  
Title:      Assistant General Counsel                                           
Phone:      212-320-5531                                                        

Signature, Place, and Date of Signing:                                          

/s/ Jodye M. Anzalotta             New York, New York         February 16, 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.)                                         

[ ]  13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)                 

[ ]  13F COMBINATION REPORT. (Check here if a portion of the holdings for this  
     reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)                                          

13F-HR 2nd Page of 36 TOC 1st Previous Next ↓Bottom Just 2nd
 Form 13F Summary Page

Report Summary:                                                                 

Number of Other Included Managers:                                        1     
                                                    ------------------

Form 13F Information Table Entry Total:                                 716     
                                                    ------------------

Form 13F Information Table Value Total:                          $8,849,322     
                                                    ------------------
                                                           (thousands)

List of Other Included Managers:                                                

Provide a numbered list of the name(s) and Form 13F file number(s) of all       
institutional investment managers with respect to which this report is filed,   
other than the manager filing this report.                                      

NO.               FORM 13F FILE NUMBER               NAME               
--------          -----------------------            ------------------ 

1.                028-10418                          George Soros       

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                                                     Soros Fund Management LLC                                                     
                                                    Form 13F Information Table                                                     
                                                  Quarter ended December 31, 2009                                                  

                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
A C MOORE ARTS & CRAFTS INC    COM         00086T103    $111           37,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AGCO CORP                      COM         001084102    $349           10,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AES CORP                       COM         00130H105    $1,331        100,000  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
AOL INC                        COM         00184X105    $5,381        231,144  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AT&T INC                       COM         00206R102    $131,154    4,679,064  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ATP OIL & GAS CORP             COM         00208J108    $17,074       934,030  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AVX CORP NEW                   COM         002444107    $353           27,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AARONS INC                     COM         002535201    $305           11,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ABBOTT LABS                    COM         002824100    $1,101         20,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ABERCROMBIE & FITCH CO         CL A        002896207    $1,314         37,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ACCELRYS INC                   COM         00430U103    $71            12,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SPONSORED                                                                                           
ACERGY S A                     ADR         00443E104    $1,609        103,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ACTIVIDENTITY CORP             COM         00506P103    $97            41,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ACTIVISION BLIZZARD INC        COM         00507V109    $605           54,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ADOBE SYS INC                  COM         00724F101    $305            8,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ADVANCE AUTO PARTS INC         COM         00751Y106    $660           16,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AETNA INC NEW                  COM         00817Y108    $311            9,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AIR TRANSPORT SERVICES GRP                                                                                                         
INC                            COM         00922R105    $85            32,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AIRGAS INC                     COM         009363102    $328            6,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ALEXANDER & BALDWIN INC        COM         014482103    $1,347         39,337  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
ALEXION PHARMACEUTICALS INC    COM         015351109    $6,884        141,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ALKERMES INC                   COM         01642T108    $215           22,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ALLEGHENY ENERGY INC           COM         017361106    $55,356     2,357,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
ALLERGAN INC                   COM         018490102    $517            8,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ALLIANCE DATA SYSTEMS CORP     COM         018581108    $575            8,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ALLIANCE ONE INTL INC          COM         018772103    $290           59,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ALLIANT ENERGY CORP            COM         018802108    $351           11,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ALLIED NEVADA GOLD CORP        COM         019344100    $31,679     2,100,715  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ALLOS THERAPEUTICS INC         COM         019777101    $4,023        611,353  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
ALPHA NATURAL RESOURCES INC    COM         02076X102    $3,670         84,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ALTRIA GROUP INC               COM         02209S103    $90             4,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ALTRIA GROUP INC               COM         02209S103    $1,963        100,000  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
AMAZON COM INC                 COM         023135106    $525            3,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AMEDISYS INC                   COM         023436108    $355            7,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AMEREN CORP                    COM         023608102    $408           14,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SPON ADR                                                                                            
AMERICA MOVIL SAB DE CV        L SHS       02364W105    $442            9,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AMERICAN AXLE & MFG HLDGS                                                                                                          
INC                            COM         024061103    $9,094      1,133,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AMERICAN EAGLE OUTFITTERS                                                                                                          
NEW                            COM         02553E106    $340           20,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AMERICAN OIL & GAS INC NEW     COM         028723104    $7,203      1,715,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AMERICAN TOWER CORP            CL A        029912201    $2,225         51,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AMERICAN WTR WKS CO INC NEW    COM         030420103    $486           21,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AMERISTAR CASINOS INC          COM         03070Q101    $408           26,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AMERISOURCEBERGEN CORP         COM         03073E105    $918           35,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AMGEN INC                      COM         031162100    $503            8,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
AMKOR TECHNOLOGY INC           COM         031652100    $350           48,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AMPHENOL CORP NEW              CL A        032095101    $351            7,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ANADARKO PETE CORP             COM         032511107    $331            5,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ANIXTER INTL INC               COM         035290105    $203            4,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AON CORP                       COM         037389103    $997           26,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
APOLLO GROUP INC               CL A        037604105    $436            7,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
APPLE INC                      COM         037833100    $7,797         37,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
APPLIED MICRO CIRCUITS CORP    COM NEW     03822W406    $130           17,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ARCHER DANIELS MIDLAND CO      COM         039483102    $272            8,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ARRIS GROUP INC                COM         04269Q100    $317           27,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ASTEC INDS INC                 COM         046224101    $1,347         50,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ATHEROS COMMUNICATIONS INC     COM         04743P108    $1,986         58,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ATLAS ENERGY INC               COM         049298102    $338           11,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ATMEL CORP                     COM         049513104    $152           33,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ATMOS ENERGY CORP              COM         049560105    $491           16,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ATWOOD OCEANICS INC            COM         050095108    $380           10,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AUDIOVOX CORP                  CL A        050757103    $85            12,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AUTOLIV INC                    COM         052800109    $330            7,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AUTOMATIC DATA PROCESSING                                                                                                          
INC                            COM         053015103    $240            5,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AUTONATION INC                 COM         05329W102    $45,682     2,385,465  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AUTOZONE INC                   COM         053332102    $98,794       625,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AVNET INC                      COM         053807103    $223            7,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AXCELIS TECHNOLOGIES INC       COM         054540109    $296          210,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
BB&T CORP                      COM         054937107    $342           13,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BCE INC                        COM NEW     05534B760    $414           15,000  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
BJS WHOLESALE CLUB INC         COM         05548J106    $360           11,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BPZ RESOURCES INC              COM         055639108    $74,732     7,866,475  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BT GROUP PLC                   ADR         05577E101    $1,622         74,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BALLY TECHNOLOGIES INC         COM         05874B107    $727           17,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BANK OF AMERICA CORPORATION    COM         060505104    $5,096        338,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BANK MONTREAL QUE              COM         063671101    $239            4,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BANK OF NEW YORK MELLON CORP   COM         064058100    $792           28,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BANK NOVA SCOTIA HALIFAX       COM         064149107    $266            5,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BARD C R INC                   COM         067383109    $475            6,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BARNES & NOBLE INC             COM         067774109    $328           17,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BARRICK GOLD CORP              COM         067901108    $721           18,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BAXTER INTL INC                COM         071813109    $440            7,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BEACON ROOFING SUPPLY INC      COM         073685109    $213           13,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BECKMAN COULTER INC            COM         075811109    $327            5,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BECTON DICKINSON & CO          COM         075887109    $899           11,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BERKLEY W R CORP               COM         084423102    $246           10,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BERKSHIRE HATHAWAY INC DEL     CL A        084670108    $1,290             13  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BERKSHIRE HATHAWAY INC DEL     CL B        084670207    $986              300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BERKSHIRE HATHAWAY INC DEL     CL B        084670207    $463              141  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
BERRY PETE CO                  CL A        085789105    $227            7,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BEST BUY INC                   COM         086516101    $121,142    3,070,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BIOMARIN PHARMACEUTICAL INC    COM         09061G101    $419           22,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BIOGEN IDEC INC                COM         09062X103    $487            9,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BIOFUEL ENERGY CORP            COM         09064Y109    $93            34,180  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BIOVAIL CORP                   COM         09067J109    $4,635        332,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BLACK & DECKER CORP            COM         091797100    $253            3,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SR NT CV                                                                                            
BLACKBOARD INC                 3.25%27     091935AA4    $58,582    56,634,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BLACKROCK INC                  COM         09247X101    $882            3,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BLUEFLY INC                    COM NEW     096227301    $14,693     5,924,515  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BOSTON SCIENTIFIC CORP         COM         101137107    $1,445        160,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BRIGHAM EXPLORATION CO         COM         109178103    $28,455     2,100,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BRINKER INTL INC               COM         109641100    $418           28,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BRINKS HOME SEC HLDGS INC      COM         109699108    $10,411       318,978  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BRISTOW GROUP INC              COM         110394103    $208            5,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BROADRIDGE FINL SOLUTIONS                                                                                                          
INC                            COM         11133T103    $523           23,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BROADWIND ENERGY INC           COM         11161T108    $490           60,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BROCADE COMMUNICATIONS SYS                                                                                                         
INC                            COM NEW     111621306    $624           81,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BRONCO DRILLING CO INC         COM         112211107    $62            12,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               CL A LTD                                                                                            
BROOKFIELD ASSET MGMT INC      VT SH       112585104    $994           44,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
                               CL A LTD                                                                                            
BROOKFIELD ASSET MGMT INC      VT SH       112585104    $1,946         87,750  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
BROOKFIELD PPTYS CORP          COM         112900105    $170           14,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BURGER KING HLDGS INC          COM         121208201    $3,984        211,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BURLINGTON NORTHN SANTA                                                                                                            
FE CP                          COM         12189T104    $1,726         17,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CF INDS HLDGS INC              COM         125269100    $2,814         31,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CIGNA CORP                     COM         125509109    $1,524         43,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CKX INC                        COM         12562M106    $114           21,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CME GROUP INC                  COM         12572Q105    $3,192          9,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CME GROUP INC                  COM         12572Q105    $319              950  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
CMS ENERGY CORP                COM         125896100    $866           55,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CSG SYS INTL INC               COM         126349109    $3,583        187,666  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SR SUB                                                                                              
CSG SYS INTL INC               NT CV 24    126349AB5    $118,917  117,646,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CSX CORP                       COM         126408103    $1,169         24,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CVR ENERGY INC                 COM         12662P108    $10,290     1,500,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CVS CAREMARK CORPORATION       COM         126650100    $28,635       889,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CABELAS INC                    COM         126804301    $378           26,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               CL A NY                                                                                             
CABLEVISION SYS CORP           CABLVS      12686C109    $842           32,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CABOT CORP                     COM         127055101    $341           13,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CABOT OIL & GAS CORP           COM         127097103    $719           16,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CACI INTL INC                  CL A        127190304    $674           13,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CADENCE DESIGN SYSTEM INC      COM         127387108    $1,193        199,150  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
                               SR NT                                                                                               
CADENCE DESIGN SYSTEM INC      CV1.375%11  127387AD0    $108,613  115,386,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SR NT                                                                                               
CADENCE DESIGN SYSTEM INC      CV 1.5%13   127387AF5    $70,915    86,219,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
CALPINE CORP                   COM NEW     131347304    $769           69,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CANADIAN NAT RES LTD           COM         136385101    $1,381         19,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CAPITAL ONE FINL CORP          COM         14040H105    $851           22,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CAPITALSOURCE INC              COM         14055X102    $487          122,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CAPITALSOURCE INC              COM         14055X102    $594          149,500  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
CARDINAL HEALTH INC            COM         14149Y108    $4,323        134,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CARDIOVASCULAR SYS INC DEL     COM         141619106    $683          148,780  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
CAREER EDUCATION CORP          COM         141665109    $538           23,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CAREFUSION CORP                COM         14170T101    $3,549        141,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CAREFUSION CORP                COM         14170T101    $99             3,971  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
CARMAX INC                     COM         143130102    $1,547         63,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CARNIVAL CORP                  PAIRED CTF  143658300    $450           14,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CARTER INC                     COM         146229109    $354           13,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CASUAL MALE RETAIL GRP INC     COM NEW     148711302    $55            23,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CELGENE CORP                   COM         151020104    $490            8,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CENOVUS ENERGY INC             COM         15135U109    $3,112        123,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CENTURY ALUM CO                COM         156431108    $4,760        294,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CENTURYTEL INC                 COM         156700106    $3,621        100,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CEPHALON INC                   COM         156708109    $499            8,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SR SUB                                                                                              
CERADYNE INC                   NT CV 35    156710AA3    $53,007    55,250,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CERNER CORP                    COM         156782104    $346            4,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CHARLES RIV LABS INTL INC      COM         159864107    $627           18,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CHEVRON CORP NEW               COM         166764100    $739            9,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CHIMERA INVT CORP              COM         16934Q109    $100           25,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
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CHINA NEPSTAR CHAIN            SPONSORED                                                                                           
DRUGSTORE                      ADR         16943C109    $162           22,200  SH        X                    1      X             
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CHINA REAL ESTATE INFO CORP    ADR         16948Q103    $8,967        816,700  SH        X                    1      X             
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CHORDIANT SOFTWARE INC         COM NEW     170404305    $70            25,400  SH        X                    1      X             
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CHUBB CORP                     COM         171232101    $330            6,700  SH        X                    1      X             
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CHURCH & DWIGHT INC            COM         171340102    $339            5,600  SH        X                    1      X             
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CINCINNATI FINL CORP           COM         172062101    $323           12,300  SH        X                    1      X             
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CISCO SYS INC                  COM         17275R102    $831           34,700  SH        X                    1      X             
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CINTAS CORP                    COM         172908105    $383           14,700  SH        X                    1      X             
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CITIGROUP INC                  COM         172967101    $313,447   94,697,095  SH        X                    1      X             
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CITI TRENDS INC                COM         17306X102    $33,093     1,198,157  SH        X                    1      X             
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COACH INC                      COM         189754104    $22,404       613,304  SH        X                    1      X             
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COCA COLA CO                   COM         191216100    $844           14,800  SH        X                    1      X             
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COCA COLA ENTERPRISES INC      COM         191219104    $350           16,500  SH        X                    1      X             
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COGENT INC                     COM         19239Y108    $162           15,600  SH        X                    1      X             
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COGNIZANT TECHNOLOGY                                                                                                               
SOLUTIONS                      CL A        192446102    $562           12,400  SH        X                    1      X             
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COHEN & STEERS INC             COM         19247A100    $529           23,160  SH                     X       1            X       
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COLLECTIVE BRANDS INC          COM         19421W100    $945           41,500  SH        X                    1      X             
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COMCAST CORP NEW               CL A        20030N101    $74,244     4,403,550  SH        X                    1      X             
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COMCAST CORP NEW               CL A SPL    20030N200    $314           19,600  SH        X                    1      X             
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COMMSCOPE INC                  COM         203372107    $491           18,500  SH        X                    1      X             
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COMSTOCK RES INC               COM NEW     205768203    $333            8,200  SH        X                    1      X             
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                               SPONSORED                                                                                           
CONCORD MED SVCS HLDGS LTD     ADR         206277105    $2,244        259,700  SH        X                    1      X             
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CONOCOPHILLIPS                 COM         20825C104    $2,477         48,500  SH        X                    1      X             
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13F-HR 11th Page of 36 TOC 1st Previous Next ↓Bottom Just 11th
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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
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CONSECO INC                    COM NEW     208464883    $65            13,000  SH        X                    1      X             
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CONSOL ENERGY INC              COM         20854P109    $418            8,400  SH        X                    1      X             
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CONSOLIDATED EDISON INC        COM         209115104    $54             1,178  SH        X                    1      X             
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CONSOLIDATED EDISON INC        COM         209115104    $2,272         50,000  SH                     X       1            X       
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CONTINENTAL AIRLS INC          CL B        210795308    $656           36,600  SH        X                    1      X             
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CONVERGYS CORP                 COM         212485106    $655           60,900  SH        X                    1      X             
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COOPER TIRE & RUBR CO          COM         216831107    $11,028       550,000  SH        X                    1      X             
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COPART INC                     COM         217204106    $220            6,000  SH        X                    1      X             
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CORINTHIAN COLLEGES INC        COM         218868107    $328           23,800  SH        X                    1      X             
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CORNING INC                    COM         219350105    $292           15,100  SH        X                    1      X             
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COSTCO WHSL CORP NEW           COM         22160K105    $243            4,100  SH        X                    1      X             
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COVANTA HLDG CORP              COM         22282E102    $74,964     4,143,974  SH        X                    1      X             
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CROSS CTRY HEALTHCARE INC      COM         227483104    $139           14,000  SH        X                    1      X             
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CROWN CASTLE INTL CORP         COM         228227104    $406           10,400  SH        X                    1      X             
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CROWN HOLDINGS INC             COM         228368106    $540           21,100  SH        X                    1      X             
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CTRIP COM INTL LTD             ADR         22943F100    $12,755       177,500  SH        X                    1      X             
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CUBIST PHARMACEUTICALS INC     COM         229678107    $252           13,300  SH        X                    1      X             
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DG FASTCHANNEL INC             COM         23326R109    $212            7,600  SH        X                    1      X             
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DPL INC                        COM         233293109    $334           12,100  SH        X                    1      X             
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DTE ENERGY CO                  COM         233331107    $257            5,900  SH        X                    1      X             
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DANA HOLDING CORP              COM         235825205    $60,508     5,581,932  SH        X                    1      X             
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DARDEN RESTAURANTS INC         COM         237194105    $484           13,800  SH        X                    1      X             
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13F-HR 12th Page of 36 TOC 1st Previous Next ↓Bottom Just 12th
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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
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DAVITA INC                     COM         23918K108    $1,439         24,500  SH        X                    1      X             
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DECKERS OUTDOOR CORP           COM         243537107    $641            6,300  SH        X                    1      X             
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DEL MONTE FOODS CO             COM         24522P103    $404           35,600  SH        X                    1      X             
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DELL INC                       COM         24702R101    $447           31,100  SH        X                    1      X             
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DELTA AIR LINES INC DEL        COM NEW     247361702    $622           54,700  SH        X                    1      X             
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DENBURY RES INC                COM NEW     247916208    $7,400        500,000  SH        X                    1      X             
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DEPOMED INC                    COM         249908104    $196           58,500  SH        X                    1      X             
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DIGITAL RIV INC                COM         25388B104    $607           22,500  SH        X                    1      X             
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                               SR CV NT                                                                                            
DIODES INC                     2.25%26     254543AA9    $90,163    91,945,000  PRN       X                    1      X             
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DISCOVERY COMMUNICATNS NEW     COM SER A   25470F104    $524           17,100  SH        X                    1      X             
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DISCOVERY COMMUNICATNS NEW     COM SER C   25470F302    $329           12,400  SH        X                    1      X             
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DISH NETWORK CORP              CL A        25470M109    $3,074        148,000  SH        X                    1      X             
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DISH NETWORK CORP              CL A        25470M109    $1,599         77,000  SH  CALL  X                    1      X             
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DIRECTV                        COM CL A    25490A101    $137,508    4,123,176  SH        X                    1      X             
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DIRECTV                        COM CL A    25490A101    $2,201         66,000  SH  CALL  X                    1      X             
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DOLLAR GEN CORP NEW            COM         256677105    $35,308     1,574,153  SH        X                    1      X             
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DOLLAR TREE INC                COM         256746108    $372            7,700  SH        X                    1      X             
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DOMINOS PIZZA INC              COM         25754A201    $239           28,500  SH        X                    1      X             
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DOMTAR CORP                    COM NEW     257559203    $1,535         27,700  SH        X                    1      X             
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DONNELLEY R R & SONS CO        COM         257867101    $432           19,400  SH        X                    1      X             
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DOVER CORP                     COM         260003108    $333            8,000  SH        X                    1      X             
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DR PEPPER SNAPPLE GROUP INC    COM         26138E109    $1,264         44,675  SH        X                    1      X             
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DRESS BARN INC                 COM         261570105    $397           17,200  SH        X                    1      X             
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13F-HR 13th Page of 36 TOC 1st Previous Next ↓Bottom Just 13th
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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
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E M C CORP MASS                COM         268648102    $5,582        319,500  SH        X                    1      X             
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EOG RES INC                    COM         26875P101    $341            3,500  SH        X                    1      X             
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ECHOSTAR CORP                  CL A        278768106    $495           24,600  SH        X                    1      X             
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EDISON INTL                    COM         281020107    $685           19,700  SH        X                    1      X             
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EINSTEIN NOAH REST GROUP                                                                                                           
INC                            COM         28257U104    $204           20,718  SH        X                    1      X             
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ELECTRONIC ARTS INC            COM         285512109    $710           40,000  SH                     X       1            X       
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EMCOR GROUP INC                COM         29084Q100    $323           12,000  SH        X                    1      X             
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EMDEON INC                     CL A        29084T104    $134,290    8,805,896  SH        X                    1      X             
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ENCANA CORP                    COM         292505104    $3,676        113,500  SH        X                    1      X             
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ENCORE ACQUISITION CO          COM         29255W100    $331            6,900  SH        X                    1      X             
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ENDO PHARMACEUTICALS HLDGS                                                                                                         
INC                            COM         29264F205    $1,321         64,400  SH        X                    1      X             
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ENERGIZER HLDGS INC            COM         29266R108    $325            5,300  SH        X                    1      X             
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ENERGYSOLUTIONS INC            COM         292756202    $585           68,900  SH        X                    1      X             
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ENERSYS                        COM         29275Y102    $297           13,600  SH        X                    1      X             
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ENTERGY CORP NEW               COM         29364G103    $49,129       600,300  SH        X                    1      X             
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ENZON PHARMACEUTICALS INC      COM         293904108    $583           55,400  SH        X                    1      X             
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                               SR NT                                                                                               
EPICOR SOFTWARE CORP           CV2.375%27  29426LAA6    $83,728    96,517,000  PRN       X                    1      X             
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EQUIFAX INC                    COM         294429105    $633           20,500  SH        X                    1      X             
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EQUITY LIFESTYLE PPTYS INC     COM         29472R108    $257            5,100  SH        X                    1      X             
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EXAR CORP                      COM         300645108    $23,045     3,241,219  SH        X                    1      X             
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EXELON CORP                    COM         30161N101    $108            2,200  SH        X                    1      X             
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EXELON CORP                    COM         30161N101    $2,199         45,000  SH                     X       1            X       
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13F-HR 14th Page of 36 TOC 1st Previous Next ↓Bottom Just 14th
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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
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EXIDE TECHNOLOGIES             COM NEW     302051206    $1,240        174,400  SH        X                    1      X             
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EXPEDIA INC DEL                COM         30212P105    $692           26,900  SH        X                    1      X             
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EXPRESS SCRIPTS INC            COM         302182100    $42,208       488,400  SH        X                    1      X             
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EXTREME NETWORKS INC           COM         30226D106    $20,776     7,238,876  SH        X                    1      X             
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EXXON MOBIL CORP               COM         30231G102    $1,088         15,961  SH        X                    1      X             
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FPL GROUP INC                  COM         302571104    $555           10,500  SH        X                    1      X             
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FAIRCHILD SEMICONDUCTOR INTL   COM         303726103    $341           34,100  SH        X                    1      X             
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FAMILY DLR STORES INC          COM         307000109    $493           17,700  SH        X                    1      X             
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FASTENAL CO                    COM         311900104    $237            5,700  SH        X                    1      X             
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FIDELITY NATL INFORMATION                                                                                                          
SVCS                           COM         31620M106    $1,435         61,200  SH        X                    1      X             
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FIFTH THIRD BANCORP            COM         316773100    $1,583        162,400  SH        X                    1      X             
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FIRST NIAGARA FINL GP INC      COM         33582V108    $480           34,500  SH        X                    1      X             
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FIRST SOLAR INC                COM         336433107    $961            7,100  SH        X                    1      X             
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FISERV INC                     COM         337738108    $1,280         26,400  SH        X                    1      X             
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                               SPONSORED                                                                                           
FLAMEL TECHNOLOGIES SA         ADR         338488109    $145           19,531  SH        X                    1      X             
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                               SUB NT                                                                                              
FLEXTRONICS INTL LTD           CV 1%10     33938EAL1    $159,983  161,599,000  PRN       X                    1      X             
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FLOWSERVE CORP                 COM         34354P105    $388            4,100  SH        X                    1      X             
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                               COM                                                                                                 
FORD MTR CO DEL                PAR$0.01    345370860    $109,192   10,919,247  SH        X                    1      X             
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FOREST CITY ENTERPRISES INC    CL A        345550107    $1,406        119,322  SH                     X       1            X       
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FOREST LABS INC                COM         345838106    $1,371         42,700  SH        X                    1      X             
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FORTINET INC                   COM         34959E109    $483           27,500  SH        X                    1      X             
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                               SPONSORED                                                                                           
FRANCE TELECOM                 ADR         35177Q105    $1,116         44,200  SH        X                    1      X             
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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
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FREEPORT-MCMORAN COPPER &                                                                                                          
GOLD                           COM         35671D857    $4,938         61,500  SH        X                    1      X             
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GSI COMMERCE INC               COM         36238G102    $343           13,500  SH        X                    1      X             
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GARDNER DENVER INC             COM         365558105    $277            6,500  SH        X                    1      X             
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GARTNER INC                    COM         366651107    $907           50,300  SH        X                    1      X             
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GEN-PROBE INC NEW              COM         36866T103    $4,292        100,000  SH        X                    1      X             
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GENERAL ELECTRIC CO            COM         369604103    $267           17,621  SH        X                    1      X             
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GENERAL MLS INC                COM         370334104    $538            7,600  SH        X                    1      X             
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GENESIS LEASE LTD              ADR         37183T107    $4,465        500,000  SH        X                    1      X             
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GILEAD SCIENCES INC            COM         375558103    $2,518         58,200  SH        X                    1      X             
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GILDAN ACTIVEWEAR INC          COM         375916103    $758           31,100  SH        X                    1      X             
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GLOBAL PMTS INC                COM         37940X102    $469            8,700  SH        X                    1      X             
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GOLDEN STAR RES LTD CDA        COM         38119T104    $4,836      1,550,000  SH        X                    1      X             
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GOLDMAN SACHS GROUP INC        COM         38141G104    $523            3,100  SH        X                    1      X             
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GOODRICH CORP                  COM         382388106    $308            4,800  SH        X                    1      X             
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GOODYEAR TIRE & RUBR CO        COM         382550101    $12,126       860,000  SH        X                    1      X             
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GOOGLE INC                     CL A        38259P508    $2,542          4,100  SH        X                    1      X             
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GRAFTECH INTL LTD              COM         384313102    $311           20,000  SH        X                    1      X             
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GRAN TIERRA ENERGY INC         COM         38500T101    $14,898     2,600,000  SH        X                    1      X             
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GRANITE CONSTR INC             COM         387328107    $327            9,700  SH        X                    1      X             
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GREAT BASIN GOLD LTD           COM         390124105    $8,721      5,100,000  SH        X                    1      X             
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GREAT LAKES DREDGE & DOCK                                                                                                          
CORP                           COM         390607109    $972          150,000  SH        X                    1      X             
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GREAT PLAINS ENERGY INC        COM         391164100    $345           17,800  SH        X                    1      X             
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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
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GREEN MTN COFFEE ROASTERS                                                                                                          
INC                            COM         393122106    $440            5,400  SH        X                    1      X             
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GROUP 1 AUTOMOTIVE INC         COM         398905109    $249            8,800  SH        X                    1      X             
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HARSCO CORP                    COM         415864107    $338           10,500  SH        X                    1      X             
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HARVEST NATURAL RESOURCES                                                                                                          
INC                            COM         41754V103    $172           32,500  SH        X                    1      X             
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HASBRO INC                     COM         418056107    $14,240       444,174  SH        X                    1      X             
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HAWAIIAN HOLDINGS INC          COM         419879101    $179           25,500  SH        X                    1      X             
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HEALTH MGMT ASSOC INC NEW      CL A        421933102    $188           25,800  SH        X                    1      X             
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HEADWATERS INC                 COM         42210P102    $10,364     1,589,571  SH        X                    1      X             
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HEALTH NET INC                 COM         42222G108    $2,245         96,400  SH        X                    1      X             
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HEINZ H J CO                   COM         423074103    $21,115       493,800  SH        X                    1      X             
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HELMERICH & PAYNE INC          COM         423452101    $522           13,100  SH        X                    1      X             
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HERCULES OFFSHORE INC          COM         427093109    $2,868        600,000  SH        X                    1      X             
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HERSHEY CO                     COM         427866108    $472           13,200  SH        X                    1      X             
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HERTZ GLOBAL HOLDINGS INC      COM         42805T105    $526           44,112  SH        X                    1      X             
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HERTZ GLOBAL HOLDINGS INC      COM         42805T105    $340           28,500  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
HESS CORP                      COM         42809H107    $348,690    5,763,463  SH        X                    1      X             
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HEWITT ASSOCS INC              COM         42822Q100    $237            5,600  SH        X                    1      X             
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HEWLETT PACKARD CO             COM         428236103    $3,786         73,500  SH        X                    1      X             
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HILLTOP HOLDINGS INC           COM         432748101    $221           19,000  SH        X                    1      X             
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HOLOGIC INC                    COM         436440101    $283           19,500  SH        X                    1      X             
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HOME DEPOT INC                 COM         437076102    $48,030     1,660,200  SH        X                    1      X             
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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
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                               COM SH                                                                                              
HOSPITALITY PPTYS TR           BEN INT     44106M102    $524           22,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
HUMANA INC                     COM         444859102    $891           20,300  SH        X                    1      X             
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                               COM                                                                                                 
IAC INTERACTIVECORP            PAR$.001    44919P508    $492           24,000  SH        X                    1      X             
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IMS HEALTH INC                 COM         449934108    $417           19,800  SH        X                    1      X             
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ITT EDUCATIONAL SERVICES INC   COM         45068B109    $518            5,400  SH        X                    1      X             
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                               SPONSORED                                                                                           
ICON PUB LTD CO                ADR         45103T107    $480           22,100  SH        X                    1      X             
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ICONIX BRAND GROUP INC         COM         451055107    $166           13,100  SH        X                    1      X             
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IDACORP INC                    COM         451107106    $224            7,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
IMMUCOR INC                    COM         452526106    $1,040         51,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
IMPAX LABORATORIES INC         COM         45256B101    $212           15,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
INNOSPEC INC                   COM         45768S105    $316           31,352  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
INTEGRATED DEVICE TECHNOLOGY   COM         458118106    $117           18,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
INTEGRATED ELECTRICAL SVC      COM         45811E301    $69            11,759  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
INTEL CORP                     COM         458140100    $549           26,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               COM                                                                                                 
INTERNAP NETWORK SVCS CORP     PAR$.001    45885A300    $93            19,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
INTERNATIONAL BUSINESS MACHS   COM         459200101    $2,160         16,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
INTERNATIONAL GAME                                                                                                                 
TECHNOLOGY                     COM         459902102    $188           10,000  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
INTEROIL CORP                  COM         460951106    $214,488    2,792,450  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
INTERVAL LEISURE GROUP INC     COM         46113M108    $596           47,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
INVERNESS MED INNOVATIONS                                                                                                          
INC                            COM         46126P106    $984           23,700  SH        X                    1      X             
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13F-HR 18th Page of 36 TOC 1st Previous Next ↓Bottom Just 18th
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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
                               FTSE                                                                                                
ISHARES TR INDEX               XNHUA IDX   464287184    $338            8,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               DJ US                                                                                               
ISHARES TR INDEX               TELECOMM    464287713    $10,324       515,672  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ISHARES SILVER TRUST           ISHARES     46428Q109    $200           12,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               COM                                                                                                 
JDS UNIPHASE CORP              PAR$0.001   46612J507    $130           15,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
JPMORGAN CHASE & CO            COM         46625H100    $4,663        111,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               WT EXP                                                                                              
JPMORGAN CHASE & CO            102818      46634E114    $60             4,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
JAMES RIVER COAL CO            COM NEW     470355207    $7,546        408,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
JO-ANN STORES INC              COM         47758P307    $355            9,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
JOHNSON & JOHNSON              COM         478160104    $1,365         21,198  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
JOHNSON CTLS INC               COM         478366107    $482           17,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
KBR INC                        COM         48242W106    $399           21,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
K TRON INTL INC                COM         482730108    $489            4,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
KINETIC CONCEPTS INC           COM NEW     49460W208    $433           11,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
KINROSS GOLD CORP              COM NO PAR  496902404    $51,097     2,777,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
KODIAK OIL & GAS CORP          COM         50015Q100    $2,220      1,000,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
KOHLS CORP                     COM         500255104    $90,629     1,680,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
L-1 IDENTITY SOLUTIONS INC     COM         50212A106    $81            10,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SUB CV                                                                                              
LSI CORPORATION                NT 4%10     502161AJ1    $254,431  252,687,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
L-3 COMMUNICATIONS HLDGS                                                                                                           
INC                            COM         502424104    $339            3,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LABORATORY CORP AMER HLDGS     COM NEW     50540R409    $277            3,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LATTICE SEMICONDUCTOR CORP     COM         518415104    $851          315,366  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
LAUDER ESTEE COS INC           CL A        518439104    $324            6,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LAWSON SOFTWARE INC NEW        COM         52078P102    $8,671      1,303,966  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SR NT                                                                                               
LAWSON SOFTWARE INC NEW        CV 2.5%12   52078PAA0    $161,136  163,487,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LEAP WIRELESS INTL INC         COM NEW     521863308    $2,441        139,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LEGG MASON INC                 COM         524901105    $804           26,674  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
LENDER PROCESSING SVCS INC     COM         52602E102    $610           15,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LEUCADIA NATL CORP             COM         527288104    $1,414         59,429  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
LEXMARK INTL NEW               CL A        529771107    $436           16,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LIBERTY ACQUISITION HLDGS                                                                                                          
CORP                           COM         53015Y107    $541           55,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LIBERTY GLOBAL INC             COM SER A   530555101    $2,290        104,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LIBERTY GLOBAL INC             COM SER C   530555309    $326           14,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               LIB STAR                                                                                            
LIBERTY MEDIA CORP NEW         COM A       53071M708    $5,538        119,990  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LIFE TECHNOLOGIES CORP         COM         53217V109    $2,371         45,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LILLY ELI & CO                 COM         532457108    $35,549       995,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LINCARE HLDGS INC              COM         532791100    $460           12,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LINCOLN ELEC HLDGS INC         COM         533900106    $347            6,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SR CV                                                                                               
LINEAR TECHNOLOGY CORP         3.125%27    535678AD8    $211,699  209,603,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LIONS GATE ENTMNT CORP         COM NEW     535919203    $126           21,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LIONBRIDGE TECHNOLOGIES INC    COM         536252109    $83            36,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LIVEPERSON INC                 COM         538146101    $73            10,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
LIZ CLAIBORNE INC              COM         539320101    $330           58,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LOCKHEED MARTIN CORP           COM         539830109    $1,989         26,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LORILLARD INC                  COM         544147101    $2,764         34,455  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LOUISIANA PAC CORP             COM         546347105    $228           32,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LOWES COS INC                  COM         548661107    $57,973     2,478,555  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
LUBRIZOL CORP                  COM         549271104    $328            4,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MBIA INC                       COM         55262C100    $73            18,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               CL A                                                                                                
MDC PARTNERS INC               SUB VTG     552697104    $87            10,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MDS INC                        COM         55269P302    $854          111,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MFA FINANCIAL INC              COM         55272X102    $329           44,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               CL A                                                                                                
MI DEVS INC                    SUB VTG     55304X104    $379           30,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MSCI INC                       CL A        55354G100    $184            5,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MSCI INC                       CL A        55354G100    $302            9,500  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
MV OIL TR                      TR UNITS    553859109    $206           10,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MACYS INC                      COM         55616P104    $54,344     3,242,486  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MAGMA DESIGN AUTOMATION        COM         559181102    $134           57,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MAGUIRE PPTYS INC              COM         559775101    $157          103,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MANTECH INTL CORP              CL A        564563104    $367            7,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MAP PHARMACEUTICALS INC        COM         56509R108    $38,846     4,076,169  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
MARATHON OIL CORP              COM         565849106    $328           10,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MARKEL CORP                    COM         570535104    $1,122          3,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               GOLD                                                                                                
MARKET VECTORS ETF TR          MINER ETF   57060U100    $799           17,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MARTIN MARIETTA MATLS INC      COM         573284106    $840            9,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MASCO CORP                     COM         574599106    $327           23,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MASSEY ENERGY CORP             COM         576206106    $5,554        132,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MASTEC INC                     COM         576323109    $218           17,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MASTERCARD INC                 CL A        57636Q104    $2,509          9,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
MASTERCARD INC                 CL A        57636Q104    $1,651          6,450  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
MCAFEE INC                     COM         579064106    $223            5,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SB NT                                                                                               
MCDATA CORP                    CV 2.25%10  580031AD4    $171,862  171,433,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MCDERMOTT INTL INC             COM         580037109    $331           13,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MCDONALDS CORP                 COM         580135101    $1,130         18,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MCKESSON CORP                  COM         58155Q103    $1,700         27,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MCMORAN EXPLORATION CO         COM         582411104    $5,614        700,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MEAD JOHNSON NUTRITION CO      COM         582839106    $1,180         27,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SPONSORED                                                                                           
MECHEL OAO                     ADR         583840103    $7,528        400,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MEDICIS PHARMACEUTICAL CORP    CL A NEW    584690309    $346           12,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MEDIVATION INC                 COM         58501N101    $663           17,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MEDTRONIC INC                  COM         585055106    $774           17,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MELCO CROWN ENTMT LTD          ADR         585464100    $86            25,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MENS WEARHOUSE INC             COM         587118100    $324           15,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MERCADOLIBRE INC               COM         58733R102    $342            6,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MERCK & CO INC NEW             COM         58933Y105    $2,065         56,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MERCURY COMPUTER SYS           COM         589378108    $13,869     1,259,714  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
METROPCS COMMUNICATIONS INC    COM         591708102    $2,947        386,210  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MICROSOFT CORP                 COM         594918104    $3,200        105,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MILLIPORE CORP                 COM         601073109    $391            5,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MINDRAY MEDICAL INTL LTD       SPON ADR    602675100    $356           10,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
MOHAWK INDS INC                COM         608190104    $333            7,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MOLSON COORS BREWING CO        CL B        60871R209    $470           10,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MONSANTO CO NEW                COM         61166W101    $317,182    3,879,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MONSTER WORLDWIDE INC          COM         611742107    $338           19,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MOODYS CORP                    COM         615369105    $23,512       877,300  SH  CALL  X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MOTOROLA INC                   COM         620076109    $1,416        182,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MUELLER WTR PRODS INC          COM SER A   624758108    $6,240      1,200,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MULTIMEDIA GAMES INC           COM         625453105    $157           26,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MURPHY OIL CORP                COM         626717102    $331            6,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NII HLDGS INC                  CL B NEW    62913F201    $504           15,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NRG ENERGY INC                 COM NEW     629377508    $699           29,623  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NVR INC                        COM         62944T105    $426              600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NYSE EURONEXT                  COM         629491101    $106            4,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NYSE EURONEXT                  COM         629491101    $759           30,000  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
NABI BIOPHARMACEUTICALS        COM         629519109    $235           47,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NALCO HOLDING COMPANY          COM         62985Q101    $321           12,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NATIONAL FUEL GAS CO N J       COM         636180101    $475            9,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NATIONAL OILWELL VARCO INC     COM         637071101    $428            9,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NET SERVICOS DE COMUNICACAO    SPONSD                                                                                              
SA                             ADR NEW     64109T201    $333           24,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NETAPP INC                     COM         64110D104    $237            6,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NETEZZA CORP                   COM         64111N101    $571           58,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NEUTRAL TANDEM INC             COM         64128B108    $284           12,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
NEWELL RUBBERMAID INC          COM         651229106    $648           43,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NEWMARKET CORP                 COM         651587107    $551            4,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NEXEN INC                      COM         65334H102    $459           19,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NICOR INC                      COM         654086107    $215            5,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
99 CENTS ONLY STORES           COM         65440K106    $376           28,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SPONSORED                                                                                           
NIPPON TELEG & TEL CORP        ADR         654624105    $3,037        153,870  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NORTH AMERN ENERGY PARTNERS    COM         656844107    $291           40,102  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NORTHERN OIL & GAS INC NEV     COM         665531109    $2,901        245,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NOVAGOLD RES INC               COM NEW     66987E206    $21,394     3,489,988  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NOVELL INC                     COM         670006105    $750          180,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NUCOR CORP                     COM         670346105    $359            7,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NV ENERGY INC                  COM         67073Y106    $421           34,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
OM GROUP INC                   COM         670872100    $574           18,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
OCCIDENTAL PETE CORP DEL       COM         674599105    $1,245         15,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
OFFICE DEPOT INC               COM         676220106    $72            11,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
OIL STS INTL INC               COM         678026105    $338            8,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
OMNICARE INC                   COM         681904108    $297           12,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
OMNICOM GROUP INC              COM         681919106    $254            6,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ON SEMICONDUCTOR CORP          COM         682189105    $3,327        377,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ONEOK INC NEW                  COM         682680103    $1,391         31,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ONYX PHARMACEUTICALS INC       COM         683399109    $334           11,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
OPENWAVE SYS INC               COM NEW     683718308    $322          141,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ORACLE CORP                    COM         68389X105    $2,156         87,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
                               SR SUB                                                                                              
ORBITAL SCIENCES CORP          NT CV 27    685564AN6    $16,043    16,750,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
O REILLY AUTOMOTIVE INC        COM         686091109    $892           23,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
OWENS ILL INC                  COM NEW     690768403    $513           15,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PDL BIOPHARMA INC              COM         69329Y104    $333           48,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PMC-SIERRA INC                 COM         69344F106    $149           17,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SPONSORED                                                                                           
POSCO                          ADR         693483109    $1,232          9,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PPG INDS INC                   COM         693506107    $376            6,426  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PPL CORP                       COM         69351T106    $543           16,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PRG-SCHULTZ INTERNATIONAL                                                                                                          
INC                            COM NEW     69357C503    $93            15,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PACTIV CORP                    COM         695257105    $4,789        198,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PALM INC NEW                   COM         696643105    $1,906        190,075  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PARKER HANNIFIN CORP           COM         701094104    $517            9,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PATTERSON UTI ENERGY INC       COM         703481101    $4,935        321,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PENN NATL GAMING INC           COM         707569109    $1,281         47,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PENN VA CORP                   COM         707882106    $207            9,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PENNEY J C INC                 COM         708160106    $319           12,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PEP BOYS MANNY MOE & JACK      COM         713278109    $159           18,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PEPCO HOLDINGS INC             COM         713291102    $217           12,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PEPSI BOTTLING GROUP INC       COM         713409100    $570           15,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PEPSIAMERICAS INC              COM         71343P200    $269            9,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PEPSICO INC                    COM         713448108    $1,465         24,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PETROLEO BRASILEIRO SA         SP ADR                                                                                              
PETROBR                        NON VTG     71654V101    $249,452    5,884,700  SH        X                    1      X             
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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
PETROLEO BRASILEIRO SA         SPONSORED                                                                                           
PETROBR                        ADR         71654V408    $368,671    7,732,197  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PFIZER INC                     COM         717081103    $210,537   11,574,340  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PHARMACEUTICAL PROD DEV INC    COM         717124101    $363           15,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PHILIP MORRIS INTL INC         COM         718172109    $1,431         29,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PHILLIPS VAN HEUSEN CORP       COM         718592108    $964           23,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PINNACLE AIRL CORP             COM         723443107    $83            12,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PINNACLE WEST CAP CORP         COM         723484101    $322            8,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PIONEER NAT RES CO             COM         723787107    $361            7,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PLAINS EXPL& PRODTN CO         COM         726505100    $193,038    6,978,956  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PLATO LEARNING INC             COM         72764Y100    $73            16,698  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PLATINUM GROUP METALS LTD      COM NEW     72765Q205    $2,424      1,143,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
POPULAR INC                    COM         733174106    $386          171,000  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
POWERSHS DB US DOLLAR          DOLL                                                                                                
INDEX TR                       INDX BULL   73936D107    $238           10,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PRE PAID LEGAL SVCS INC        COM         740065107    $505           12,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PRECISION CASTPARTS CORP       COM         740189105    $1,887         17,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PRICELINE COM INC              COM NEW     741503403    $1,856          8,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PRICESMART INC                 COM         741511109    $497           24,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PROCTER & GAMBLE CO            COM         742718109    $612           10,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PROGRESSIVE CORP OHIO          COM         743315103    $191           10,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               PSHS ULTSH                                                                                          
PROSHARES TR                   20YRS       74347R297    $364            7,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
PUBLIC SVC ENTERPRISE GROUP    COM         744573106    $505           15,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
QUALCOMM INC                   COM         747525103    $2,577         55,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
QUANTA SVCS INC                COM         74762E102    $3,376        162,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
QUEST DIAGNOSTICS INC          COM         74834L100    $489            8,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
QUEST SOFTWARE INC             COM         74834T103    $298           16,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
QUESTAR CORP                   COM         748356102    $744           17,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
QWEST COMMUNICATIONS INTL                                                                                                          
INC                            COM         749121109    $711          168,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
RRI ENERGY INC                 COM         74971X107    $479           83,672  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SB NT                                                                                               
RF MICRODEVICES INC            CV 1.5%10   749941AE0    $3,558      3,519,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SUB NT                                                                                              
RF MICRODEVICES INC            CV0.75%12   749941AG5    $185,162  193,887,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SUB NT                                                                                              
RF MICRODEVICES INC            CV 1%14     749941AJ9    $100,166  110,035,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
RADIOSHACK CORP                COM         750438103    $209           10,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
RAILAMERICA INC                COM         750753402    $12,200     1,000,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
RALCORP HLDGS INC NEW          COM         751028101    $328            5,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
RAYTHEON CO                    COM NEW     755111507    $459            8,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
REGAL ENTMT GROUP              CL A        758766109    $334           23,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
REHABCARE GROUP INC            COM         759148109    $204            6,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
REGIONS FINANCIAL CORP NEW     COM         7591EP100    $195           36,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
RELIANCE STEEL & ALUMINUM                                                                                                          
CO                             COM         759509102    $328            7,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
REPUBLIC AWYS HLDGS INC        COM         760276105    $7,473      1,012,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


13F-HR 27th Page of 36 TOC 1st Previous Next ↓Bottom Just 27th
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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
REPUBLIC SVCS INC              COM         760759100    $314           11,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
RESOLUTE ENERGY CORP           COM         76116A108    $6,036        524,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
RETAIL OPPORTUNITY INVTS                                                                                                           
CORP                           COM         76131N101    $666           66,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
RIGEL PHARMACEUTICALS INC      COM NEW     766559603    $100           10,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
RITE AID CORP                  COM         767754104    $313          207,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ROCK-TENN CO                   CL A        772739207    $398            7,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ROCKWELL COLLINS INC           COM         774341101    $316            5,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ROCKWOOD HLDGS INC             COM         774415103    $236           10,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
RYDER SYS INC                  COM         783549108    $317            7,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SBA COMMUNICATIONS CORP        COM         78388J106    $488           14,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SAIC INC                       COM         78390X101    $392           20,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SPX CORP                       COM         784635104    $328            6,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SPDR GOLD TRUST                GOLD SHS    78463V107    $662,998    6,178,342  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SPDR GOLD TRUST                GOLD SHS    78463V107    $1,180         11,000  SH  CALL  X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
STEC INC                       COM         784774101    $196           12,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SAFEWAY INC                    COM NEW     786514208    $287           13,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ST JUDE MED INC                COM         790849103    $320            8,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SANDRIDGE ENERGY INC           COM         80007P307    $11,788     1,250,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SAPIENT CORP                   COM         803062108    $252           30,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SARA LEE CORP                  COM         803111103    $1,775        145,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SCANA CORP NEW                 COM         80589M102    $271            7,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SCHLUMBERGER LTD               COM         806857108    $469            7,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SCRIPPS NETWORKS INTERACT                                                                                                          
INC                            CL A COM    811065101    $378            9,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
SEAHAWK DRILLING INC           COM         81201R107    $3,274        145,231  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SBI                                                                                                 
SELECT SECTOR SPDR TR          HEALTHCARE  81369Y209    $364           11,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SBI                                                                                                 
SELECT SECTOR SPDR TR          INT-FINL    81369Y605    $172,800   12,000,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SBI                                                                                                 
SELECT SECTOR SPDR TR          INT-FINL    81369Y605    $99,360     6,900,000  SH  CALL  X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SEMPRA ENERGY                  COM         816851109    $358            6,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SERVICE CORP INTL              COM         817565104    $586           71,500  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
                               SP ADR                                                                                              
SHANDA GAMES LTD               REPTG A     81941U105    $14,765     1,449,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SHERWIN WILLIAMS CO            COM         824348106    $956           15,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SPONSORED                                                                                           
SHIRE PLC                      ADR         82481R106    $704           12,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SMITH INTL INC                 COM         832110100    $1,291         47,500  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
SMUCKER J M CO                 COM NEW     832696405    $352            5,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SNAP ON INC                    COM         833034101    $347            8,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SOHU COM INC                   COM         83408W103    $344            6,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SOLUTIA INC                    COM NEW     834376501    $530           41,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SONIC SOLUTIONS                COM         835460106    $184           15,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SOUTHERN UN CO NEW             COM         844030106    $874           38,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SOUTHWEST AIRLS CO             COM         844741108    $171           15,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SPRINT NEXTEL CORP             COM SER 1   852061100    $1,940        530,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
STANLEY WKS                    COM         854616109    $325            6,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
STARBUCKS CORP                 COM         855244109    $302           13,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
STARWOOD PPTY TR INC           COM         85571B105    $289           15,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
STATE STR CORP                 COM         857477103    $514           11,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
STEEL DYNAMICS INC             COM         858119100    $7,423        418,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
STERLING CONSTRUCTION CO                                                                                                           
INC                            COM         859241101    $4,785        250,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
STONE ENERGY CORP              COM         861642106    $9,025        500,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
STRAYER ED INC                 COM         863236105    $510            2,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
STRYKER CORP                   COM         863667101    $529           10,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SUN LIFE FINL INC              COM         866796105    $267            9,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SUNCOR ENERGY INC NEW          COM         867224107    $252,907    7,162,478  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SUNTRUST BKS INC               COM         867914103    $1,406         69,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SUPERIOR ENERGY SVCS INC       COM         868157108    $338           13,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SYBASE INC                     COM         871130100    $339            7,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SYCAMORE NETWORKS INC          COM NEW     871206405    $203            9,720  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               CONT SB                                                                                             
SYMMETRICOM INC                NT CV 25    871543AB0    $49,503    50,410,000  PRN       X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SYNAPTICS INC                  COM         87157D109    $205            6,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SYNOPSYS INC                   COM         871607107    $477           21,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TFS FINL CORP                  COM         87240R107    $164           13,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TNS INC                        COM         872960109    $884           34,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TW TELECOM INC                 COM         87311L104    $317           18,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TAL INTL GROUP INC             COM         874083108    $319           24,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TARGET CORP                    COM         87612E106    $900           18,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TECK RESOURCES LTD             CL B        878742204    $3,081         88,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TEKELEC                        COM         879101103    $527           34,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TELECOM CORP NEW ZEALAND       SPONSORED                                                                                           
LTD                            ADR         879278208    $268           29,806  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
TELLABS INC                    COM         879664100    $641          112,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TENNECO INC                    COM         880349105    $349           19,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TERADATA CORP DEL              COM         88076W103    $26,975       858,266  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
TERADATA CORP DEL              COM         88076W103    $14,087       448,200  SH  CALL  X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TERADYNE INC                   COM         880770102    $339           31,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TERNIUM SA                     SPON ADR    880890108    $227            6,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TERRA INDS INC                 COM         880915103    $105,989    3,292,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TESORO CORP                    COM         881609101    $354           26,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TEVA PHARMACEUTICAL INDS                                                                                                           
LTD                            ADR         881624209    $281            5,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TESSERA TECHNOLOGIES INC       COM         88164L100    $917           39,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TEXTRON INC                    COM         883203101    $7,524        400,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
THERMO FISHER SCIENTIFIC                                                                                                           
INC                            COM         883556102    $10,997       230,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
THOMSON REUTERS CORP           COM         884903105    $835           25,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TIBCO SOFTWARE INC             COM         88632Q103    $44,730     4,644,866  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TICKETMASTER ENTMT INC         COM         88633P302    $486           39,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TIDEWATER INC                  COM         886423102    $705           14,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TIM HORTONS INC                COM         88706M103    $336           11,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TIME WARNER INC                COM NEW     887317303    $752           25,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TIME WARNER CABLE INC          COM         88732J207    $289            6,986  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TIMKEN CO                      COM         887389104    $320           13,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               UNIT                                                                                                
TORCH ENERGY ROYALTY TRUST     BEN INT     891013104    $48            10,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TOREADOR RES CORP              COM         891050106    $1,980        200,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TORONTO DOMINION BK ONT        COM NEW     891160509    $332            5,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TRANSALTA CORP                 COM         89346D107    $310           13,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TRANSDIGM GROUP INC            COM         893641100    $1,334         28,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TRAVELERS COMPANIES INC        COM         89417E109    $404            8,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TRICO MARINE SERVICES INC      COM NEW     896106200    $92            20,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


13F-HR 31st Page of 36 TOC 1st Previous Next ↓Bottom Just 31st
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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
TRIPLE-S MGMT CORP             CL B        896749108    $568           32,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TRIQUINT SEMICONDUCTOR INC     COM         89674K103    $325           54,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TRUE RELIGION APPAREL INC      COM         89784N104    $392           21,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
US BANCORP DEL                 COM NEW     902973304    $333           14,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
URS CORP NEW                   COM         903236107    $717           16,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ULTRA PETROLEUM CORP           COM         903914109    $389            7,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
UNION PAC CORP                 COM         907818108    $3,508         54,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
UNISOURCE ENERGY CORP          COM         909205106    $792           24,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
UNITED TECHNOLOGIES CORP       COM         913017109    $646            9,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
UNITED THERAPEUTICS CORP                                                                                                           
DEL                            COM         91307C102    $505            9,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
UNITEDHEALTH GROUP INC         COM         91324P102    $335           11,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
UNIVERSAL AMERICAN CORP        COM         913377107    $488           41,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
UNIVERSAL HLTH SVCS INC        CL B        913903100    $323           10,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VAALCO ENERGY INC              COM NEW     91851C201    $1,479        325,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VALASSIS COMMUNICATIONS                                                                                                            
INC                            COM         918866104    $210           11,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VALEANT PHARMACEUTICALS                                                                                                            
INTL                           COM         91911X104    $1,739         54,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VALERO ENERGY CORP NEW         COM         91913Y100    $456           27,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
VALMONT INDS INC               COM         920253101    $322            4,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VALUECLICK INC                 COM         92046N102    $191           18,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VEECO INSTRS INC DEL           COM         922417100    $354           10,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VERISIGN INC                   COM         92343E102    $1,171         48,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VERIZON COMMUNICATIONS INC     COM         92343V104    $160,291    4,838,253  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VERISK ANALYTICS INC           CL A        92345Y106    $2,668         88,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VERISK ANALYTICS INC           CL A        92345Y106    $1,499         49,500  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
VIASAT INC                     COM         92552V100    $884           27,819  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VIRGIN MEDIA INC               COM         92769L101    $1,272         75,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VISA INC                       COM CL A    92826C839    $2,589         29,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VISA INC                       COM CL A    92826C839    $831            9,500  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
VISHAY INTERTECHNOLOGY INC     COM         928298108    $220           26,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VISIONCHINA MEDIA INC          SPONS ADR   92833U103    $370           33,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SPONS                                                                                               
VODAFONE GROUP PLC NEW         ADR NEW     92857W209    $9,160        396,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
VULCAN MATLS CO                COM         929160109    $2,992         56,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WAL MART STORES INC            COM         931142103    $47,508       888,840  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WALGREEN CO                    COM         931422109    $50,890     1,385,899  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WALTER ENERGY INC              COM         93317Q105    $557            7,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WASHINGTON POST CO             CL B        939640108    $264              600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WASTE MGMT INC DEL             COM         94106L109    $720           21,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WEB COM GROUP INC              COM         94733A104    $120           18,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
WEBMD HEALTH CORP              COM         94770V102    $650           16,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WELLCARE HEALTH PLANS INC      COM         94946T106    $754           20,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WELLPOINT INC                  COM         94973V107    $5,654         97,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WELLS FARGO & CO NEW           COM         949746101    $389           14,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WERNER ENTERPRISES INC         COM         950755108    $327           16,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WESCO INTL INC                 COM         95082P105    $257            9,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WESTAR ENERGY INC              COM         95709T100    $754           34,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WESTERN DIGITAL CORP           COM         958102105    $353            8,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WESTERN UN CO                  COM         959802109    $673           35,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WHITING PETE CORP NEW          COM         966387102    $350            4,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WILLBROS GROUP INC DEL         COM         969203108    $283           16,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WILLIAMS COS INC DEL           COM         969457100    $1,155         54,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WILLIAMS SONOMA INC            COM         969904101    $316           15,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WINDSTREAM CORP                COM         97381W104    $6,446        586,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WISCONSIN ENERGY CORP          COM         976657106    $209            4,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WYNDHAM WORLDWIDE CORP         COM         98310W108    $593           29,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
XTO ENERGY INC                 COM         98385X106    $1,019         21,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
XCEL ENERGY INC                COM         98389B100    $882           41,559  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
XILINX INC                     COM         983919101    $336           13,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
YAHOO INC                      COM         984332106    $59,185     3,527,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
YAMANA GOLD INC                COM         98462Y100    $977           85,880  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
ZENITH NATL INS CORP           COM         989390109    $372           12,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
AMDOCS LTD                     ORD         G02602103    $782           27,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ARCH CAP GROUP LTD             ORD         G0450A105    $608            8,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ASPEN INSURANCE HOLDINGS                                                                                                           
LTD                            SHS         G05384105    $649           25,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ENERGY XXI (BERMUDA) LTD       COM SHS     G10082108    $11,550     5,000,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               SHS                                                                                                 
ACCENTURE PLC IRELAND          CLASS A     G1151C101    $735           17,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
BUNGE LIMITED                  COM         G16962105    $66,370     1,039,794  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
COVIDIEN PLC                   SHS         G2554F105    $1,097         22,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
EVEREST RE GROUP LTD           COM         G3223R108    $446            5,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
GREENLIGHT CAPITAL RE LTD      CLASS A     G4095J109    $222            9,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
                               COM USD                                                                                             
HERBALIFE LTD                  SHS         G4412G101    $686           16,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
INGERSOLL-RAND PLC             SHS         G47791101    $397           11,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MAIDEN HOLDINGS LTD            SHS         G5753U112    $473           64,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MARVELL TECHNOLOGY GROUP                                                                                                           
LTD                            ORD         G5876H105    $3,723        179,400  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MF GLOBAL LTD                  SHS         G60642108    $74            10,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NABORS INDUSTRIES LTD          SHS         G6359F103    $571           26,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
PLATINUM UNDERWRITER HLDGS                                                                                                         
LTD                            COM         G7127P100    $253            6,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SEAGATE TECHNOLOGY             SHS         G7945J104    $349           19,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SINA CORP                      ORD         G81477104    $10,256       227,000  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TRANSATLANTIC PETROLEUM LTD    SHS         G89982105    $9,147      2,674,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WHITE MTNS INS GROUP LTD       COM         G9618E107    $1,854          5,573  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 


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                                                        [Enlarge/Download Table]


                                                                                         INVESTMENT DISCRETION     VOTING AUTHORITY

                                                     FAIR MARKET    SHARES OR                                                      
                             TITLE OF        CUSIP      VALUE       PRINCIPAL SH/ PUT/      SHARED- SHARED-OTHER                   
ISSUER                        CLASS         NUMBER  (IN THOUSANDS)   AMOUNT   PRN CALL SOLE DEFINED OTHER  MNGRS** SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
---------------------------------------------------------------------------------------------------------------------------------- 
WILLIS GROUP HOLDINGS LTD      SHS         G96655108    $649           24,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
XL CAP LTD                     CL A        G98255105    $917           50,000  SH                     X       1            X       
---------------------------------------------------------------------------------------------------------------------------------- 
ACE LTD                        SHS         H0023R105    $75,406     1,496,150  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
WEATHERFORD INTERNATIONAL                                                                                                          
LTD                            REG         H27013103    $132,262    7,384,798  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
FOSTER WHEELER AG              COM         H27178104    $280            9,500  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TRANSOCEAN LTD                 REG SHS     H8817H100    $6,508         78,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TYCO INTERNATIONAL LTD         SHS         H89128104    $360           10,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
MILLICOM INTL CELLULAR S A     SHS NEW     L6388F110    $236            3,200  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
CHECK POINT SOFTWARE TECH                                                                                                          
LTD                            ORD         M22465104    $471           13,900  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
SYNERON MEDICAL LTD            ORD SHS     M87245102    $149           14,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
AERCAP HOLDINGS NV             SHS         N00985106    $97            10,700  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
ROYAL CARIBBEAN CRUISES LTD    COM         V7780T103    $311           12,300  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
DRYSHIPS INC                   SHS         Y2109Q101    $134           23,100  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
FLEXTRONICS INTL LTD           ORD         Y2573F102    $664           90,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
NAVIOS MARITIME HOLDINGS                                                                                                           
INC                            COM         Y62196103    $76            12,600  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
TEEKAY CORPORATION             COM         Y8564W103    $227            9,800  SH        X                    1      X             
---------------------------------------------------------------------------------------------------------------------------------- 
Total Fair Market Value                                 $8,849,322                                                                 
(in thousands)                                                                                                                     


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The following investment managers that are required to file a report pursuant to
Section 13 (f) of the Securities and Exchange Act of 1934 ("Section 13 (f)")    
exercise investment discretion with respect to certain securities held in       
accounts for which Soros Fund Management LLC ("SFM LLC") acts as principal      
investment manager, and certain limited partnerships in which such accounts are 
directly or indirectly partners, and such managers will report such positions on
their reports:                                                                  

028-06437       Atlantic Investment Management, Inc.          
028-12212       Discovery Capital Management, LLC             
028-11106       EAC Management LP                             
028-06256       Martin Currie Investment Management Ltd.      
028-10804       RR Partners LP                                
028-05395       Select Equity Group, Inc.                     
028-05369       Sirios Capital Management, L.P.               

** Certain securities reported herein are managed by investment managers that   
are not required to file a report pursuant to Section 13(f). The inclusion of   
such securities herein shall not be deemed an admission that George Soros or SFM
LLC has investment discretion or voting authority over such securities.

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Dates Referenced Herein and Documents Incorporated by Reference

		Referenced-On Page
This ‘13F-HR’ Filing	Date	First	Last	Other Filings

	8/31/12	1
Filed on / Effective on:	2/16/10	1		4, SC 13G/A
For Period end:	12/31/09	1	3
				List all Filings

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Filing Submission 0001011438-10-000073 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Soros Fund Management LLC – ‘13F-HR’ for 12/31/09

On: Tuesday, 2/16/10, at 4:15pm ET · Effective: 2/16/10 · For: 12/31/09 · Accession #: 1011438-10-73 · File #: 28-06420

Previous ‘13F-HR’: ‘13F-HR’ on 11/16/09 for 9/30/09 · Next: ‘13F-HR’ on 5/17/10 for 3/31/10 · Latest: ‘13F-HR’ on 2/14/24 for 12/31/23

Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

Dates Referenced Herein and Documents Incorporated by Reference

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents