CIK: 0001086762 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 14, 2013
Total Value ($000): $1,045,068 (99.6% shares, 0.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| DAL | DELTA AIR LINES INC DEL | 3,905,300 | $73,068 | 7.0% | $14.99 | 0.0% | COM NEW | 247361702 |
| LEN | LENNAR CORP | 2,024,789 | $72,973 | 7.0% | $34.18 | 0.0% | CL A | 526057104 |
| HIG | HARTFORD FINL SVCS GROUP INC | 2,212,401 | $68,407 | 6.5% | $22.20 | 0.0% | COM | 416515104 |
| PRU | PRUDENTIAL FINL INC | 621,700 | $45,403 | 4.3% | $38.68 | 0.0% | COM | 744320102 |
| GLD | SPDR GOLD TRUST | 363,900 | $43,344 | 4.1% | $119.11 | — | GOLD SHS | 78463V107 |
| AGO | ASSURED GUARANTY LTD | 1,886,521 | $41,617 | 4.0% | $17.51 | 0.0% | COM | G0585R106 |
| — | WHITING PETE CORP NEW | 883,008 | $40,698 | 3.9% | $46.09 | — | COM | 966387102 |
| — | KKR FINL HLDGS LLC | 3,060,885 | $32,292 | 3.1% | $10.55 | — | COM | 48248A306 |
| SPY | SPDR S&P 500 ETF TR | 200,000 | $32,084 | 3.1% | $160.42 | — | TR UNIT | 78462F103 |
| AIG | AMERICAN INTL GROUP INC | 683,000 | $30,530 | 2.9% | $32.51 | 0.0% | COM NEW | 026874784 |
| — | PIONEER NAT RES CO | 210,329 | $30,445 | 2.9% | $144.75 | — | COM | 723787107 |
| — | ATLAS ENERGY LP | 599,574 | $29,373 | 2.8% | $48.99 | — | COM UNITS LP | 04930A104 |
| — | NYSE EURONEXT | 657,000 | $27,200 | 2.6% | $41.40 | — | COM | 629491101 |
| — | DELPHI AUTOMOTIVE PLC | 532,600 | $26,997 | 2.6% | $50.69 | — | SHS | G27823106 |
| NRG | NRG ENERGY INC | 969,850 | $25,895 | 2.5% | $20.46 | 0.0% | COM NEW | 629377508 |
| RIG | TRANSOCEAN LTD | 475,111 | $22,782 | 2.2% | $50.97 | 0.0% | REG SHS | H8817H100 |
| — | SBA COMMUNICATIONS CORP | 278,000 | $20,605 | 2.0% | $74.12 | — | COM | 78388J106 |
| SMFG | SUMITOMO MITSUI FINL GROUP I | 2,031,931 | $18,734 | 1.8% | $9.22 | — | SPONSORED ADR | 86562M209 |
| TMO | THERMO FISHER SCIENTIFIC INC | 200,000 | $16,926 | 1.6% | $79.76 | 0.0% | COM | 883556102 |
| — | ATLAS RESOURCE PARTNERS LP | 751,958 | $16,468 | 1.6% | $21.90 | — | COM UNT LTD PR | 04941A101 |
| CTRA | CABOT OIL & GAS CORP | 224,410 | $15,938 | 1.5% | $24.86 | 0.0% | COM | 127097103 |
| THC | TENET HEALTHCARE CORP | 340,405 | $15,693 | 1.5% | $44.77 | 0.0% | COM NEW | 88033G407 |
| MTG | MGIC INVT CORP WIS | 2,552,999 | $15,497 | 1.5% | $5.69 | 0.0% | COM | 552848103 |
| PNC | PNC FINL SVCS GROUP INC | 200,000 | $14,584 | 1.4% | $47.34 | 0.0% | COM | 693475105 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 300,000 | $14,064 | 1.3% | $37.66 | 0.0% | COM | 203668108 |
| C | CITIGROUP INC | 280,000 | $13,432 | 1.3% | $35.76 | 0.0% | COM NEW | 172967424 |
| — | NEWCASTLE INVT CORP | 2,567,788 | $13,430 | 1.3% | $5.23 | — | COM | 65105M108 |
| DXJ | WISDOMTREE TRUST | 281,200 | $12,826 | 1.2% | $45.61 | — | JAPN HEDGE EQT | 97717W851 |
| — | COVIDIEN PLC | 200,000 | $12,568 | 1.2% | $62.84 | — | SHS | G2554F113 |
| — | RYLAND GROUP INC | 287,328 | $11,522 | 1.1% | $40.10 | — | COM | 783764103 |
| MU | MICRON TECHNOLOGY INC | 800,000 | $11,464 | 1.1% | $10.81 | 0.0% | COM | 595112103 |
| CVS | CVS CAREMARK CORPORATION | 200,000 | $11,436 | 1.1% | $41.44 | 0.0% | COM | 126650100 |
| — | WESTERN REFNG INC | 398,152 | $11,176 | 1.1% | $28.07 | — | COM | 959319104 |
| TBT | PROSHARES TR | 150,000 | $10,865 | 1.0% | $72.43 | — | PSHS ULTSH 20YRS | 74347B201 |
| — | HEALTH MGMT ASSOC INC NEW | 600,000 | $9,432 | 0.9% | $15.72 | — | CL A | 421933102 |
| — | CALPINE CORP | 443,000 | $9,405 | 0.9% | $21.23 | — | COM NEW | 131347304 |
| GME | GAMESTOP CORP NEW | 215,000 | $9,036 | 0.9% | $6.27 | 0.0% | CL A | 36467W109 |
| EXP | EAGLE MATERIALS INC | 135,934 | $9,008 | 0.9% | $65.06 | 0.0% | COM | 26969P108 |
| — | CHIMERA INVT CORP | 2,955,441 | $8,866 | 0.8% | $3.00 | — | COM | 16934Q109 |
| — | MERITOR INC | 1,231,704 | $8,684 | 0.8% | $7.05 | — | COM | 59001K100 |
| — | GRACE W R & CO DEL NEW | 100,000 | $8,404 | 0.8% | $84.04 | — | COM | 38388F108 |
| HCA | HCA HOLDINGS INC | 200,000 | $7,212 | 0.7% | $35.96 | 0.0% | COM | 40412C101 |
| — | NOBLE CORPORATION BAAR | 190,600 | $7,163 | 0.7% | $37.58 | — | NAMEN -AKT | H5833N103 |
| — | AMERICAN CAPITAL AGENCY CORP | 300,000 | $6,903 | 0.7% | $23.01 | — | COM | 02503X105 |
| — | TRW AUTOMOTIVE HLDGS CORP | 100,000 | $6,644 | 0.6% | $66.44 | — | COM | 87264S106 |
| MCK | MCKESSON CORP | 50,000 | $5,725 | 0.5% | $101.46 | 0.0% | COM | 58155Q103 |
| OXY | OCCIDENTAL PETE CORP DEL | 61,800 | $5,514 | 0.5% | $57.83 | 0.0% | COM | 674599105 |
| STZ | CONSTELLATION BRANDS INC | 100,000 | $5,212 | 0.5% | $43.15 | 0.0% | CL A | 21036P108 |
| — | ALPHA NATURAL RESOURCES INC | 4,964,000 | $4,527 | 0.4% | $0.91 | — | NOTE 2.375% 4/1 | 02076XAA0 |
| — | HERTZ GLOBAL HOLDINGS INC | 179,789 | $4,459 | 0.4% | $24.80 | — | COM | 42805T105 |
| IP | INTL PAPER CO | 100,000 | $4,431 | 0.4% | $25.91 | 0.0% | COM | 460146103 |
| — | AGRIUM INC | 50,000 | $4,348 | 0.4% | $86.96 | — | COM | 008916108 |
| DHI | D R HORTON INC | 200,000 | $4,256 | 0.4% | $21.23 | 0.0% | COM | 23331A109 |
| DAN | DANA HLDG CORP | 200,000 | $3,852 | 0.4% | $14.00 | 0.0% | COM | 235825205 |
| LYB | LYONDELLBASELL INDUSTRIES N | 56,738 | $3,759 | 0.4% | $33.34 | 0.0% | SHS - A - | N53745100 |
| EMN | EASTMAN CHEM CO | 50,000 | $3,501 | 0.3% | $47.81 | 0.0% | COM | 277432100 |
| — | DENBURY RES INC | 200,000 | $3,464 | 0.3% | $17.32 | — | COM NEW | 247916208 |
| BSX | BOSTON SCIENTIFIC CORP | 100,000 | $927 | 0.1% | $8.48 | 0.0% | COM | 101137107 |