Moore Capital Management as of Dec. 31, 2011
Portfolio Holdings for Moore Capital Management
Moore Capital Management holds 351 positions in its portfolio as reported in the December 2011 quarterly 13F filing
Company (Ticker) |
Portfolio Weight |
Valued At |
Change in Shares |
Share Count |
Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf (SPY) | 18.3 | $500M | 4.0M | 125.50 | |
| Energy Select Sector SPDR (XLE) | 4.5 | $122M | 1.8M | 69.13 | |
| Goodrich Corporation | 3.7 | $100M | 812k | 123.70 | |
| Pharmasset | 2.9 | $79M | 615k | 128.20 | |
| iShares Russell 2000 Index (IWM) | 2.5 | $69M | 936k | 73.69 | |
| First Niagara Financial | 1.9 | $53M | 6.1M | 8.63 | |
| SPDR S&P Homebuilders (XHB) | 1.9 | $51M | 3.0M | 17.10 | |
| Apple (AAPL) | 1.8 | $48M | 120k | 405.00 | |
| Anglogold Ashanti Holdings Fin pfd cv | 1.8 | $48M | 1.0M | 47.73 | |
| Motorola Mobility Holdings | 1.7 | $47M | 1.2M | 38.80 | |
| Capital One Financial (COF) | 1.6 | $43M | 1.0M | 42.29 | |
| Alterra Capital Holdings Lim | 1.5 | $40M | 1.7M | 23.63 | |
| 99 Cents Only Stores | 1.3 | $35M | 1.6M | 21.95 | |
| News Corporation | 1.2 | $32M | 1.8M | 18.18 | |
| Gilead Sciences (GILD) | 1.2 | $32M | 775k | 40.93 | |
| Yahoo! | 1.1 | $30M | 1.8M | 16.13 | |
| Dollar Thrifty Automotive | 1.0 | $28M | 393k | 70.26 | |
| Utilities SPDR (XLU) | 1.0 | $27M | 750k | 35.98 | |
| Newfield Exploration | 1.0 | $27M | 710k | 37.73 | |
| Citigroup (C) | 1.0 | $26M | 1.0M | 26.31 | |
| HealthSpring | 0.9 | $25M | 450k | 54.54 | |
| Marathon Oil Corporation (MRO) | 0.9 | $24M | 825k | 29.27 | |
| SPDR S&P Retail (XRT) | 0.8 | $23M | 435k | 52.55 | |
| Plains Exploration & Production Company | 0.8 | $23M | 616k | 36.72 | |
| Express Scripts | 0.8 | $21M | 475k | 44.70 | |
| Financial Select Sector SPDR (XLF) | 0.7 | $20M | 1.5M | 13.00 | |
| EOG Resources (EOG) | 0.7 | $20M | 200k | 98.51 | |
| Assured Guaranty (AGO) | 0.7 | $19M | 1.5M | 13.14 | |
| CIGNA Corporation | 0.7 | $19M | 450k | 42.00 | |
| Lam Research Corporation | 0.7 | $18M | 495k | 37.02 | |
| Life Technologies | 0.7 | $18M | 460k | 38.91 | |
| NetLogic Microsystems | 0.6 | $17M | 350k | 49.57 | |
| United States Oil Fund | 0.6 | $17M | 450k | 38.11 | |
| Abercrombie & Fitch (ANF) | 0.6 | $17M | 340k | 48.84 | |
| Travelers Companies (TRV) | 0.6 | $16M | 275k | 59.17 | |
| Chubb Corporation | 0.6 | $16M | 225k | 69.22 | |
| Kodiak Oil & Gas | 0.6 | $16M | 1.7M | 9.50 | |
| JPMorgan Chase & Co. (JPM) | 0.6 | $15M | 450k | 33.25 | |
| 0.6 | $15M | 23k | 645.91 | ||
| Exelon Corporation (EXC) | 0.5 | $15M | 336k | 43.37 | |
| Medivation | 0.5 | $14M | 311k | 46.11 | |
| Medco Health Solutions | 0.5 | $14M | 255k | 55.90 | |
| Alexion Pharmaceuticals | 0.5 | $14M | 200k | 71.50 | |
| Progress Energy | 0.5 | $14M | 250k | 56.02 | |
| El Paso Corporation | 0.5 | $14M | 516k | 26.57 | |
| Southern Union Company | 0.5 | $14M | 324k | 42.11 | |
| Seagate Technology Com Stk | 0.5 | $13M | 800k | 16.40 | |
| General Growth Properties | 0.5 | $13M | 850k | 15.02 | |
| Pioneer Natural Resources | 0.4 | $12M | 130k | 89.48 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.4 | $12M | 225k | 52.54 | |
| FedEx Corporation (FDX) | 0.4 | $11M | 137k | 83.51 | |
| Hertz Global Holdings | 0.4 | $11M | 967k | 11.72 | |
| SuccessFactors | 0.4 | $11M | 274k | 39.87 | |
| BP (BP) | 0.4 | $11M | 250k | 42.74 | |
| Cbre Group Inc Cl A (CBRE) | 0.4 | $10M | 675k | 15.22 | |
| Comverse Technology | 0.4 | $10M | 1.5M | 6.86 | |
| Walgreen Company | 0.4 | $9.9M | 300k | 33.06 | |
| Home Inns & Hotels Management | 0.4 | $9.9M | 384k | 25.80 | |
| American Tower Corporation | 0.3 | $9.5M | 158k | 60.01 | |
| WellPoint | 0.3 | $8.6M | 130k | 66.25 | |
| Agilent Technologies Inc C ommon (A) | 0.3 | $8.7M | 250k | 34.93 | |
| Baidu (BIDU) | 0.3 | $8.7M | 75k | 116.47 | |
| American Eagle Outfitters (AEO) | 0.3 | $8.4M | 550k | 15.29 | |
| Biogen Idec (BIIB) | 0.3 | $8.3M | 75k | 110.05 | |
| Xcel Energy (XEL) | 0.3 | $8.3M | 300k | 27.64 | |
| NYSE Euronext | 0.3 | $7.8M | 300k | 26.10 | |
| Crane | 0.3 | $7.9M | 170k | 46.71 | |
| Duke Energy Corporation | 0.3 | $7.7M | 350k | 22.00 | |
| MasterCard Incorporated (MA) | 0.3 | $7.5M | 20k | 372.80 | |
| Amazon (AMZN) | 0.3 | $7.4M | 43k | 173.09 | |
| SBA Communications Corporation | 0.3 | $7.3M | 170k | 42.96 | |
| tw tele | 0.3 | $7.4M | 381k | 19.38 | |
| Petroleo Brasileiro SA (PBR) | 0.3 | $7.2M | 290k | 24.85 | |
| Constellation Energy | 0.3 | $7.2M | 181k | 39.67 | |
| United Rentals (URI) | 0.3 | $7.0M | 238k | 29.55 | |
| Hess (HES) | 0.3 | $7.1M | 125k | 56.80 | |
| Whiting Petroleum Corporation | 0.3 | $7.0M | 150k | 46.69 | |
| Halliburton Company (HAL) | 0.2 | $6.9M | 200k | 34.51 | |
| ON Semiconductor (ON) | 0.2 | $6.9M | 900k | 7.72 | |
| Public Storage (PSA) | 0.2 | $6.6M | 49k | 134.46 | |
| Symantec Corporation | 0.2 | $6.4M | 410k | 15.65 | |
| AboveNet | 0.2 | $6.5M | 101k | 65.01 | |
| Solutia | 0.2 | $6.2M | 360k | 17.28 | |
| Essex Property Trust (ESS) | 0.2 | $6.3M | 45k | 140.51 | |
| InterMune | 0.2 | $6.0M | 475k | 12.60 | |
| AvalonBay Communities (AVB) | 0.2 | $5.9M | 45k | 130.60 | |
| Diamond Foods | 0.2 | $6.1M | 190k | 32.27 | |
| Avago Technologies | 0.2 | $6.1M | 210k | 28.86 | |
| Air Products & Chemicals (APD) | 0.2 | $5.7M | 67k | 85.19 | |
| Comcast Corporation (CMCSA) | 0.2 | $5.4M | 227k | 23.71 | |
| Home Depot (HD) | 0.2 | $5.4M | 127k | 42.04 | |
| DISH Network | 0.2 | $5.3M | 187k | 28.48 | |
| News Corporation | 0.2 | $5.4M | 305k | 17.84 | |
| Cme (CME) | 0.2 | $5.1M | 21k | 243.67 | |
| Timken Company (TKR) | 0.2 | $5.3M | 136k | 38.71 | |
| Foot Locker (FL) | 0.2 | $5.2M | 219k | 23.84 | |
| iShares Dow Jones US Home Const. (ITB) | 0.2 | $5.2M | 436k | 11.88 | |
| Smithfield Foods Inc note 4.000% 6/3 | 0.2 | $4.9M | 4.0M | 1.23 | |
| Sina Corporation | 0.2 | $4.9M | 95k | 52.00 | |
| Smithfield Foods | 0.2 | $4.9M | 200k | 24.28 | |
| Endurance Specialty Hldgs Lt | 0.2 | $4.8M | 125k | 38.25 | |
| Dollar General (DG) | 0.2 | $4.9M | 120k | 41.14 | |
| Crocs (CROX) | 0.2 | $4.5M | 307k | 14.77 | |
| Cooper Industries | 0.2 | $4.7M | 88k | 54.15 | |
| Southern Company (SO) | 0.2 | $4.6M | 100k | 46.29 | |
| Advance Auto Parts (AAP) | 0.2 | $4.5M | 65k | 69.63 | |
| priceline.com Incorporated | 0.2 | $4.7M | 10k | 467.74 | |
| PMC-Sierra | 0.2 | $4.5M | 820k | 5.51 | |
| Lowe's Companies (LOW) | 0.2 | $4.3M | 168k | 25.38 | |
| Steven Madden (SHOO) | 0.2 | $4.3M | 124k | 34.50 | |
| Ralph Lauren Corp (RL) | 0.2 | $4.4M | 32k | 138.07 | |
| American Electric Power Company (AEP) | 0.1 | $4.1M | 100k | 41.31 | |
| Cogent Communications (CCOI) | 0.1 | $4.0M | 240k | 16.89 | |
| Banco Santander-Chile (BSAC) | 0.1 | $4.0M | 53k | 75.70 | |
| Energy Transfer Equity (ET) | 0.1 | $4.2M | 102k | 40.58 | |
| Garmin (GRMN) | 0.1 | $4.0M | 100k | 39.81 | |
| Las Vegas Sands (LVS) | 0.1 | $3.9M | 91k | 42.73 | |
| Anadarko Petroleum Corporation | 0.1 | $3.8M | 50k | 76.34 | |
| Windstream Corporation | 0.1 | $3.9M | 332k | 11.74 | |
| Boston Properties (BXP) | 0.1 | $3.7M | 38k | 99.60 | |
| Simon Property (SPG) | 0.1 | $3.9M | 30k | 128.93 | |
| Monsanto Company | 0.1 | $3.5M | 50k | 70.08 | |
| Red Hat | 0.1 | $3.5M | 85k | 41.29 | |
| Whole Foods Market | 0.1 | $3.5M | 50k | 69.58 | |
| Magma Design Automation | 0.1 | $3.6M | 500k | 7.18 | |
| STMicroelectronics (STM) | 0.1 | $3.6M | 600k | 5.93 | |
| Gaylord Entertainment Company | 0.1 | $3.6M | 150k | 24.14 | |
| SM Energy (SM) | 0.1 | $3.7M | 50k | 73.10 | |
| Oasis Petroleum | 0.1 | $3.6M | 125k | 29.09 | |
| Gnc Holdings Inc Cl A | 0.1 | $3.6M | 125k | 28.95 | |
| Electronic Arts (EA) | 0.1 | $3.3M | 160k | 20.60 | |
| Leap Wireless International | 0.1 | $3.3M | 360k | 9.29 | |
| Axis Capital Holdings (AXS) | 0.1 | $3.2M | 100k | 31.96 | |
| Informatica Corporation | 0.1 | $3.3M | 90k | 36.93 | |
| Kinder Morgan (KMI) | 0.1 | $3.4M | 104k | 32.17 | |
| Vale (VALE) | 0.1 | $2.9M | 135k | 21.45 | |
| Teva Pharmaceutical Industries (TEVA) | 0.1 | $3.0M | 75k | 40.36 | |
| Avnet (AVT) | 0.1 | $3.0M | 95k | 31.09 | |
| Xerox Corporation | 0.1 | $2.9M | 370k | 7.96 | |
| SandRidge Energy | 0.1 | $3.1M | 375k | 8.16 | |
| CenterPoint Energy (CNP) | 0.1 | $3.0M | 150k | 20.09 | |
| Nektar Therapeutics (NKTR) | 0.1 | $3.1M | 550k | 5.59 | |
| BMC Software | 0.1 | $2.6M | 80k | 32.78 | |
| Vishay Intertechnology (VSH) | 0.1 | $2.7M | 300k | 8.99 | |
| CenturyLink | 0.1 | $2.8M | 76k | 37.20 | |
| Discovery Communications | 0.1 | $2.7M | 65k | 40.97 | |
| Take-Two Interactive Software (TTWO) | 0.1 | $2.8M | 210k | 13.55 | |
| NPS Pharmaceuticals | 0.1 | $2.6M | 400k | 6.59 | |
| Taubman Centers | 0.1 | $2.8M | 45k | 62.11 | |
| Nabors Industries | 0.1 | $2.6M | 150k | 17.34 | |
| Brandywine Realty Trust (BDN) | 0.1 | $2.9M | 300k | 9.50 | |
| Fortinet (FTNT) | 0.1 | $2.6M | 120k | 21.81 | |
| Csr | 0.1 | $2.7M | 238k | 11.43 | |
| Baker Hughes Incorporated | 0.1 | $2.4M | 50k | 48.64 | |
| Kellogg Company (K) | 0.1 | $2.5M | 50k | 50.58 | |
| FormFactor (FORM) | 0.1 | $2.5M | 500k | 5.06 | |
| VMware | 0.1 | $2.5M | 30k | 83.20 | |
| Rackspace Hosting | 0.1 | $2.6M | 60k | 43.02 | |
| Express | 0.1 | $2.5M | 126k | 19.94 | |
| General Motors Company (GM) | 0.1 | $2.5M | 125k | 20.27 | |
| Capitol Federal Financial (CFFN) | 0.1 | $2.5M | 220k | 11.54 | |
| Magnachip Semiconductor Corp (MX) | 0.1 | $2.5M | 333k | 7.48 | |
| Mosaic (MOS) | 0.1 | $2.5M | 51k | 50.42 | |
| Clovis Oncology | 0.1 | $2.3M | 166k | 14.09 | |
| Microsoft Corporation (MSFT) | 0.1 | $2.2M | 85k | 25.96 | |
| Boyd Gaming Corporation (BYD) | 0.1 | $2.1M | 275k | 7.46 | |
| Celestica | 0.1 | $2.2M | 300k | 7.33 | |
| Target Corporation (TGT) | 0.1 | $2.1M | 40k | 51.22 | |
| Starbucks Corporation (SBUX) | 0.1 | $2.3M | 50k | 46.00 | |
| WESCO International (WCC) | 0.1 | $2.1M | 39k | 53.00 | |
| Oracle Corporation (ORCL) | 0.1 | $2.3M | 90k | 25.66 | |
| Amdocs Ltd ord (DOX) | 0.1 | $2.1M | 73k | 28.53 | |
| Amkor Technology (AMKR) | 0.1 | $2.1M | 486k | 4.36 | |
| PharMerica Corporation | 0.1 | $2.1M | 138k | 15.18 | |
| Cinemark Holdings (CNK) | 0.1 | $2.3M | 125k | 18.49 | |
| SCANA Corporation | 0.1 | $2.3M | 50k | 45.06 | |
| Denbury Resources | 0.1 | $2.3M | 150k | 15.10 | |
| United States Steel Corporation (X) | 0.1 | $2.1M | 80k | 26.46 | |
| Novellus Systems | 0.1 | $2.1M | 50k | 41.30 | |
| LoopNet | 0.1 | $2.1M | 115k | 18.28 | |
| WebMD Health | 0.1 | $2.1M | 55k | 37.55 | |
| MetroPCS Communications | 0.1 | $2.3M | 260k | 8.68 | |
| Neophotonics Corp | 0.1 | $2.3M | 500k | 4.58 | |
| Corning Incorporated (GLW) | 0.1 | $1.9M | 150k | 12.98 | |
| Yum! Brands (YUM) | 0.1 | $2.0M | 35k | 59.01 | |
| Ca | 0.1 | $2.0M | 100k | 20.22 | |
| salesforce (CRM) | 0.1 | $2.0M | 20k | 101.45 | |
| Broadcom Corporation | 0.1 | $1.9M | 65k | 29.35 | |
| Emulex Corporation | 0.1 | $1.9M | 275k | 6.86 | |
| Siliconware Precision Industries | 0.1 | $1.8M | 420k | 4.36 | |
| Altera Corporation | 0.1 | $2.0M | 55k | 37.11 | |
| Blue Coat Systems | 0.1 | $1.8M | 71k | 25.46 | |
| Digital River | 0.1 | $1.9M | 125k | 15.02 | |
| FMC Corporation (FMC) | 0.1 | $1.9M | 22k | 86.05 | |
| Pepco Holdings | 0.1 | $2.0M | 100k | 20.30 | |
| Cubist Pharmaceuticals | 0.1 | $2.0M | 50k | 39.62 | |
| Poly | 0.1 | $2.0M | 120k | 16.30 | |
| RSC Holdings | 0.1 | $1.9M | 100k | 18.50 | |
| Teradyne (TER) | 0.1 | $2.0M | 150k | 13.63 | |
| Acme Packet | 0.1 | $2.0M | 65k | 30.91 | |
| Anthera Pharmaceuticals | 0.1 | $1.9M | 308k | 6.14 | |
| Interxion Holding | 0.1 | $1.9M | 143k | 13.45 | |
| 21vianet Group (VNET) | 0.1 | $2.0M | 222k | 9.15 | |
| Ddr Corp | 0.1 | $1.8M | 150k | 12.17 | |
| Time Warner Cable | 0.1 | $1.6M | 25k | 63.56 | |
| Avon Products | 0.1 | $1.7M | 100k | 17.47 | |
| Janus Capital | 0.1 | $1.6M | 250k | 6.31 | |
| Mead Johnson Nutrition | 0.1 | $1.5M | 22k | 68.75 | |
| US Airways | 0.1 | $1.5M | 300k | 5.07 | |
| Ariba | 0.1 | $1.7M | 60k | 28.08 | |
| Plexus (PLXS) | 0.1 | $1.6M | 60k | 27.38 | |
| Old Dominion Freight Line (ODFL) | 0.1 | $1.5M | 37k | 40.54 | |
| Norfolk Southern (NSC) | 0.1 | $1.5M | 21k | 72.88 | |
| Sealed Air (SEE) | 0.1 | $1.5M | 85k | 17.21 | |
| Valspar Corporation | 0.1 | $1.3M | 32k | 38.97 | |
| Boston Scientific Corporation (BSX) | 0.1 | $1.5M | 280k | 5.34 | |
| Pier 1 Imports | 0.1 | $1.3M | 93k | 13.93 | |
| Interpublic Group of Companies (IPG) | 0.1 | $1.3M | 130k | 9.73 | |
| Williams-Sonoma (WSM) | 0.1 | $1.5M | 39k | 38.49 | |
| Procter & Gamble Company (PG) | 0.1 | $1.3M | 20k | 66.70 | |
| Tyco International Ltd S hs | 0.1 | $1.4M | 30k | 46.70 | |
| Telephone & Data Sys Inc spl | 0.1 | $1.5M | 63k | 23.81 | |
| Illumina (ILMN) | 0.1 | $1.4M | 46k | 30.47 | |
| Onyx Pharmaceuticals | 0.1 | $1.3M | 30k | 43.97 | |
| Watson Pharmaceuticals | 0.1 | $1.3M | 22k | 60.33 | |
| InterDigital (IDCC) | 0.1 | $1.3M | 30k | 43.57 | |
| Energen Corporation | 0.1 | $1.3M | 25k | 50.00 | |
| Elan Corporation | 0.1 | $1.3M | 97k | 13.74 | |
| Riverbed Technology | 0.1 | $1.4M | 60k | 23.50 | |
| Ametek (AME) | 0.1 | $1.2M | 30k | 42.10 | |
| GTx | 0.1 | $1.3M | 382k | 3.36 | |
| E TRADE Financial Corporation | 0.0 | $1.2M | 150k | 7.96 | |
| CMS Energy Corporation (CMS) | 0.0 | $1.1M | 50k | 22.08 | |
| Republic Services (RSG) | 0.0 | $964k | 35k | 27.54 | |
| At&t (T) | 0.0 | $1.2M | 40k | 30.25 | |
| Union Pacific Corporation (UNP) | 0.0 | $1.1M | 11k | 105.90 | |
| Tiffany & Co. | 0.0 | $1.1M | 17k | 66.26 | |
| Western Digital (WDC) | 0.0 | $1.1M | 35k | 30.94 | |
| Sprint Nextel Corporation | 0.0 | $1.2M | 500k | 2.34 | |
| Transatlantic Holdings | 0.0 | $1.1M | 20k | 54.75 | |
| Collective Brands | 0.0 | $1.2M | 85k | 14.36 | |
| NVR (NVR) | 0.0 | $1.1M | 1.6k | 685.81 | |
| Juniper Networks (JNPR) | 0.0 | $1.0M | 50k | 20.42 | |
| Advanced Energy Industries (AEIS) | 0.0 | $1.1M | 105k | 10.73 | |
| Fairchild Semiconductor International | 0.0 | $1.2M | 100k | 12.04 | |
| Medicis Pharmaceutical Corporation | 0.0 | $1.0M | 31k | 33.25 | |
| Owens-Illinois | 0.0 | $1.2M | 60k | 19.38 | |
| Oplink Communications | 0.0 | $988k | 60k | 16.47 | |
| Chico's FAS | 0.0 | $1.1M | 100k | 11.14 | |
| Diodes Incorporated (DIOD) | 0.0 | $1.2M | 57k | 21.30 | |
| Harvest Natural Resources | 0.0 | $1.1M | 145k | 7.38 | |
| Northern Oil & Gas | 0.0 | $1.2M | 50k | 23.98 | |
| TTM Technologies (TTMI) | 0.0 | $1.1M | 100k | 10.96 | |
| Temple-Inland | 0.0 | $1.1M | 34k | 31.70 | |
| Online Resources Corporation | 0.0 | $1.1M | 454k | 2.42 | |
| Dyax | 0.0 | $1.1M | 775k | 1.36 | |
| Halozyme Therapeutics (HALO) | 0.0 | $1.2M | 125k | 9.51 | |
| Morgan Stanley China A Share Fund (CAF) | 0.0 | $968k | 50k | 19.36 | |
| Eldorado Gold Corp | 0.0 | $960k | 70k | 13.71 | |
| AECOM Technology Corporation (ACM) | 0.0 | $1.1M | 55k | 20.56 | |
| SPDR S&P Metals and Mining (XME) | 0.0 | $980k | 20k | 49.00 | |
| Ascena Retail | 0.0 | $1.0M | 35k | 29.71 | |
| Global Eagle Acquisition Cor unit 99/99/9999 | 0.0 | $1.0M | 100k | 10.09 | |
| Delphi Automotive | 0.0 | $1.1M | 50k | 21.54 | |
| Starwood Property Trust (STWD) | 0.0 | $926k | 50k | 18.52 | |
| Regeneron Pharmaceuticals (REGN) | 0.0 | $918k | 17k | 55.41 | |
| Eaton Corporation | 0.0 | $718k | 17k | 43.52 | |
| Redwood Trust (RWT) | 0.0 | $814k | 80k | 10.18 | |
| Mettler-Toledo International (MTD) | 0.0 | $753k | 5.1k | 147.65 | |
| Health Management Associates | 0.0 | $737k | 100k | 7.37 | |
| Manpower (MAN) | 0.0 | $715k | 20k | 35.75 | |
| H.J. Heinz Company | 0.0 | $811k | 15k | 54.07 | |
| BHP Billiton (BHP) | 0.0 | $848k | 12k | 70.67 | |
| Concho Resources | 0.0 | $938k | 10k | 93.80 | |
| Gulfport Energy Corporation | 0.0 | $884k | 30k | 29.47 | |
| GrafTech International | 0.0 | $763k | 56k | 13.64 | |
| Tempur-Pedic International (TPX) | 0.0 | $946k | 18k | 52.56 | |
| Ashland | 0.0 | $813k | 14k | 57.18 | |
| Tessera Technologies | 0.0 | $838k | 50k | 16.76 | |
| Allegheny Technologies Incorporated (ATI) | 0.0 | $813k | 17k | 47.82 | |
| Freescale Semiconductor Holdin | 0.0 | $696k | 55k | 12.65 | |
| Melco Crown Entertainment (MLCO) | 0.0 | $667k | 69k | 9.62 | |
| PennyMac Mortgage Investment Trust (PMT) | 0.0 | $665k | 40k | 16.62 | |
| Western Union Company (WU) | 0.0 | $562k | 31k | 18.25 | |
| Devon Energy Corporation (DVN) | 0.0 | $496k | 8.0k | 62.00 | |
| Auxilium Pharmaceuticals | 0.0 | $498k | 25k | 19.92 | |
| HSN | 0.0 | $501k | 14k | 36.24 | |
| General Electric Company | 0.0 | $537k | 30k | 17.90 | |
| Bed Bath & Beyond | 0.0 | $435k | 7.5k | 58.00 | |
| Cisco Systems (CSCO) | 0.0 | $452k | 25k | 18.08 | |
| Boeing Company (BA) | 0.0 | $440k | 6.0k | 73.33 | |
| Dow Chemical Company | 0.0 | $615k | 21k | 28.78 | |
| Johnson Controls | 0.0 | $469k | 15k | 31.27 | |
| BE Aerospace | 0.0 | $581k | 15k | 38.73 | |
| Arch Coal | 0.0 | $435k | 30k | 14.50 | |
| Raytheon Company | 0.0 | $484k | 10k | 48.40 | |
| Thermo Fisher Scientific (TMO) | 0.0 | $450k | 10k | 45.00 | |
| Integrated Device Technology | 0.0 | $601k | 110k | 5.46 | |
| Ford Motor Company (F) | 0.0 | $646k | 60k | 10.77 | |
| Visa (V) | 0.0 | $508k | 5.0k | 101.60 | |
| NII Holdings | 0.0 | $602k | 28k | 21.30 | |
| Human Genome Sciences | 0.0 | $517k | 70k | 7.39 | |
| Ares Capital Corporation (ARCC) | 0.0 | $541k | 35k | 15.46 | |
| A.M. Castle & Co. | 0.0 | $415k | 44k | 9.47 | |
| DSW | 0.0 | $475k | 11k | 44.19 | |
| H&E Equipment Services (HEES) | 0.0 | $621k | 46k | 13.42 | |
| Sangamo Biosciences (SGMO) | 0.0 | $483k | 170k | 2.84 | |
| Winn-Dixie Stores | 0.0 | $469k | 50k | 9.38 | |
| Firstservice Cad Sub Vtg | 0.0 | $662k | 25k | 26.48 | |
| Idenix Pharmaceuticals | 0.0 | $465k | 63k | 7.44 | |
| Kansas City Southern | 0.0 | $510k | 7.5k | 68.00 | |
| Imax Corp Cad (IMAX) | 0.0 | $458k | 25k | 18.32 | |
| Mattson Technology | 0.0 | $518k | 375k | 1.38 | |
| Materials SPDR (XLB) | 0.0 | $670k | 20k | 33.50 | |
| Axcelis Technologies | 0.0 | $599k | 450k | 1.33 | |
| Apollo Investment | 0.0 | $644k | 100k | 6.44 | |
| Teck Resources Ltd cl b (TECK) | 0.0 | $493k | 14k | 35.21 | |
| Jaguar Mng | 0.0 | $606k | 95k | 6.38 | |
| Weingarten Realty Investors | 0.0 | $655k | 30k | 21.83 | |
| Spirit AeroSystems Holdings (SPR) | 0.0 | $623k | 30k | 20.77 | |
| Ezchip Semiconductor Lt | 0.0 | $567k | 20k | 28.35 | |
| SMART Technologies | 0.0 | $507k | 138k | 3.69 | |
| ProShares UltraShort Euro (EUO) | 0.0 | $509k | 25k | 20.36 | |
| Hawaiian Telcom Holdco | 0.0 | $539k | 35k | 15.40 | |
| Universal American | 0.0 | $613k | 48k | 12.72 | |
| Stag Industrial (STAG) | 0.0 | $631k | 55k | 11.47 | |
| Lear Corporation (LEA) | 0.0 | $398k | 10k | 39.80 | |
| Fidelity National Information Services (FIS) | 0.0 | $266k | 10k | 26.60 | |
| Solera Holdings | 0.0 | $241k | 5.4k | 44.63 | |
| Gafisa SA | 0.0 | $184k | 40k | 4.60 | |
| Morgan Stanley (MS) | 0.0 | $303k | 20k | 15.15 | |
| Liz Claiborne | 0.0 | $388k | 45k | 8.62 | |
| THQ | 0.0 | $152k | 200k | 0.76 | |
| Mitsubishi UFJ Financial (MUFG) | 0.0 | $319k | 76k | 4.19 | |
| Fiserv (FI) | 0.0 | $294k | 5.0k | 58.80 | |
| TriQuint Semiconductor | 0.0 | $146k | 30k | 4.87 | |
| Investors Ban | 0.0 | $248k | 18k | 13.50 | |
| Novatel Wireless | 0.0 | $313k | 100k | 3.13 | |
| Rockwood Holdings | 0.0 | $240k | 6.1k | 39.34 | |
| Oclaro | 0.0 | $282k | 100k | 2.82 | |
| Spansion | 0.0 | $375k | 45k | 8.29 | |
| ROYAL BK SCOTLAND Group Plc sp adr pref s | 0.0 | $289k | 25k | 11.56 | |
| ROYAL BK SCOTLAND Group Plc sp adr pref m | 0.0 | $284k | 25k | 11.36 | |
| Cobalt Intl Energy | 0.0 | $310k | 20k | 15.50 | |
| Royal Bk Scotland Group Plc adr pref shs r | 0.0 | $226k | 20k | 11.19 | |
| Royal Bk Scotland Group Plc adr pfd ser p | 0.0 | $233k | 21k | 11.25 | |
| Intelli-Check - Mobilisa | 0.0 | $170k | 200k | 0.85 | |
| Primo Water Corporation | 0.0 | $304k | 100k | 3.04 | |
| Tms International Cl A | 0.0 | $297k | 30k | 9.87 | |
| Amc Networks Inc Cl A (AMCX) | 0.0 | $376k | 10k | 37.60 | |
| Sunesis Pharmaceuticals | 0.0 | $29k | 25k | 1.16 |
