CIK: 0001086762 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 13, 2014
Total Value ($000): $1,271,806 (99.5% shares, 0.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LYB | LYONDELLBASELL INDUSTRIES N | 552,385 | $53,940 | 4.2% | $37.64 | +37.8% | SHS - A - | N53745100 |
| GLD | SPDR GOLD TRUST | 411,900 | $52,740 | 4.1% | $120.82 | — | GOLD SHS | 78463V107 |
| — | TRW AUTOMOTIVE HLDGS CORP | 588,616 | $52,693 | 4.1% | $71.48 | — | COM | 87264S106 |
| VC | VISTEON CORP | 521,064 | $50,548 | 4.0% | $42.82 | +22.1% | COM NEW | 92839U206 |
| DAL | DELTA AIR LINES INC DEL | 1,284,336 | $49,729 | 3.9% | $14.99 | +119.3% | COM NEW | 247361702 |
| — | NEWFIELD EXPL CO | 1,055,800 | $46,666 | 3.7% | $34.40 | — | COM | 651290108 |
| EOG | EOG RES INC | 348,200 | $40,691 | 3.2% | $63.19 | +21.3% | COM | 26875P101 |
| HIG | HARTFORD FINL SVCS GROUP INC | 1,119,296 | $40,082 | 3.2% | $22.20 | +24.1% | COM | 416515104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 331,079 | $39,067 | 3.1% | $83.72 | +35.5% | COM | 883556102 |
| MU | MICRON TECHNOLOGY INC | 1,122,285 | $36,979 | 2.9% | $26.60 | 0.0% | COM | 595112103 |
| LEA | LEAR CORP | 394,910 | $35,273 | 2.8% | $62.57 | +12.8% | COM NEW | 521865204 |
| DVN | DEVON ENERGY CORP NEW | 437,100 | $34,706 | 2.7% | $49.04 | 0.0% | COM | 25179M103 |
| ALL | ALLSTATE CORP | 575,300 | $33,782 | 2.7% | $41.25 | +8.8% | COM | 020002101 |
| — | VALEANT PHARMACEUTICALS INTL | 259,500 | $32,728 | 2.6% | $126.12 | — | COM | 91911K102 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,611,109 | $32,717 | 2.6% | $12.80 | — | COM | 02917T104 |
| LNG | CHENIERE ENERGY INC | 438,900 | $31,469 | 2.5% | $56.60 | +7.3% | COM NEW | 16411R208 |
| — | E TRADE FINANCIAL CORP | 1,459,553 | $31,030 | 2.4% | $22.25 | — | COM NEW | 269246401 |
| — | WESTERN REFNG INC | 824,137 | $30,946 | 2.4% | $36.89 | — | COM | 959319104 |
| IP | INTL PAPER CO | 608,700 | $30,721 | 2.4% | $26.94 | +0.4% | COM | 460146103 |
| — | COBALT INTL ENERGY INC | 1,608,900 | $29,523 | 2.3% | $18.09 | — | COM | 19075F106 |
| — | GULFPORT ENERGY CORP | 443,667 | $27,862 | 2.2% | $63.13 | — | COM NEW | 402635304 |
| — | ALLERGAN INC | 152,400 | $25,789 | 2.0% | $169.22 | — | COM | 018490102 |
| — | ANADARKO PETE CORP | 227,800 | $24,937 | 2.0% | $109.47 | — | COM | 032511107 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 296,657 | $24,421 | 1.9% | $73.00 | 0.0% | CL A | 989207105 |
| STWD | STARWOOD PPTY TR INC | 920,600 | $21,883 | 1.7% | $24.06 | — | COM | 85571B105 |
| NXST | NEXSTAR BROADCASTING GROUP I | 403,080 | $20,803 | 1.6% | $33.88 | -5.5% | CL A | 65336K103 |
| MTG | MGIC INVT CORP WIS | 2,247,194 | $20,764 | 1.6% | $8.08 | +7.5% | COM | 552848103 |
| — | MENS WEARHOUSE INC | 371,700 | $20,741 | 1.6% | $55.80 | — | COM | 587118100 |
| — | OASIS PETE INC NEW | 355,168 | $19,850 | 1.6% | $41.73 | — | COM | 674215108 |
| AAL | AMERICAN AIRLS GROUP INC | 438,295 | $18,829 | 1.5% | $36.77 | 0.0% | COM | 02376R102 |
| — | BONANZA CREEK ENERGY INC | 327,000 | $18,701 | 1.5% | $57.19 | — | COM | 097793103 |
| VYX | NCR CORP NEW | 514,852 | $18,066 | 1.4% | $20.63 | -2.1% | COM | 62886E108 |
| MET | METLIFE INC | 284,500 | $15,807 | 1.2% | $30.05 | +6.0% | COM | 59156R108 |
| — | WHITING PETE CORP NEW | 194,400 | $15,601 | 1.2% | $58.83 | — | COM | 966387102 |
| — | ATHLON ENERGY INC | 324,400 | $15,474 | 1.2% | $47.70 | — | COM | 047477104 |
| BXMT | BLACKSTONE MTG TR INC | 476,957 | $13,832 | 1.1% | $28.75 | — | COM CL A | 09257W100 |
| SLB | SCHLUMBERGER LTD | 116,000 | $13,682 | 1.1% | $74.85 | 0.0% | COM | 806857108 |
| — | SUNEDISON INC | 585,000 | $13,221 | 1.0% | $15.61 | — | COM | 86732Y109 |
| PRU | PRUDENTIAL FINL INC | 136,500 | $12,117 | 1.0% | $51.36 | 0.0% | COM | 744320102 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 384,000 | $11,942 | 0.9% | $21.10 | +17.7% | COM | 01973R101 |
| — | AMERICAN CAPITAL AGENCY CORP | 506,200 | $11,850 | 0.9% | $21.49 | — | COM | 02503X105 |
| — | CIMAREX ENERGY CO | 80,200 | $11,505 | 0.9% | $143.45 | — | COM | 171798101 |
| — | GOOGLE INC | 19,400 | $11,160 | 0.9% | $575.26 | — | CL C | 38259P706 |
| BKD | BROOKDALE SR LIVING INC | 310,000 | $10,335 | 0.8% | $32.51 | 0.0% | COM | 112463104 |
| OPLN | KAR AUCTION SVCS INC | 230,248 | $7,338 | 0.6% | $11.55 | 0.0% | COM | 48238T109 |
| — | HERTZ GLOBAL HOLDINGS INC | 243,300 | $6,820 | 0.5% | $26.96 | — | COM | 42805T105 |
| — | ALPHA NATURAL RESOURCES INC | 6,805,000 | $6,736 | 0.5% | $0.91 | — | NOTE 2.375% 4/1 | 02076XAA0 |
| — | SINCLAIR BROADCAST GROUP INC | 152,000 | $5,282 | 0.4% | $34.75 | — | CL A | 829226109 |
| — | U S SILICA HLDGS INC | 74,600 | $4,136 | 0.3% | $55.44 | — | COM | 90346E103 |
| KMI | KINDER MORGAN INC DEL | 108,000 | $3,916 | 0.3% | $18.81 | 0.0% | COM | 49456B101 |
| — | ACTAVIS PLC | 17,400 | $3,881 | 0.3% | $205.85 | — | SHS | G0083B108 |
| WLK | WESTLAKE CHEM CORP | 46,000 | $3,853 | 0.3% | $63.36 | 0.0% | COM | 960413102 |
| MHK | MOHAWK INDS INC | 27,600 | $3,818 | 0.3% | $135.16 | 0.0% | COM | 608190104 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 84,000 | $3,714 | 0.3% | $44.21 | — | SHS CL A | G5480U104 |
| — | PENN VA CORP | 203,000 | $3,441 | 0.3% | $17.49 | — | COM | 707882106 |
| — | TWENTY FIRST CENTY FOX INC | 100,000 | $3,423 | 0.3% | $34.23 | — | CL B | 90130A200 |
| — | CBS CORP NEW | 50,000 | $3,107 | 0.2% | $62.14 | — | CL B | 124857202 |
| — | B/E AEROSPACE INC | 20,000 | $1,850 | 0.1% | $92.50 | — | COM | 073302101 |
| — | CLOUD PEAK ENERGY INC | 100,000 | $1,842 | 0.1% | $18.42 | — | COM | 18911Q102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 9,700 | $1,832 | 0.1% | $35.65 | -5.8% | COM | 45866F104 |
| — | NORDIC AMERN OFFSHORE LTD | 60,965 | $1,166 | 0.1% | $19.13 | — | SHS | Y6366T112 |
| — | RESOURCE AMERICA INC | 48,000 | $449 | 0.0% | $8.97 | — | CL A | 761195205 |