OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AM Hedge Fund

Location: Chicago, IL

CIK: 0001132716 · Show all filings

Period: Q2 2013 (← Previous) (Next →)

Filing Date: May 14, 2014

Total Value: $5.338T

Holdings (518)

PFE PFIZER I 3.1%

Value $166.6B Shares 5,947,891 Share Price $28010.10 * Est. Cost/Share $16.46 Unrealized @ Report Date 0.0%

— TERADYNE 2.1%

Value $112.9B Shares 35,000,000 Share Price $3224.71 Est. Cost/Share $3224.71 Unrealized @ Report Date —

— GILEAD S 1.9%

Value $102.5B Shares 45,150,000 Share Price $2269.21 Est. Cost/Share $2269.21 Unrealized @ Report Date —

— LIFE TEC 1.8%

Value $94B Shares 1,270,105 Share Price $74009.63 Est. Cost/Share $74009.63 Unrealized @ Report Date —

— MYLAN IN 1.6%

Value $82.97B Shares 35,000,000 Share Price $2370.66 Est. Cost/Share $2370.66 Unrealized @ Report Date —

— GILEAD S 1.4%

Value $74.61B Shares 32,925,000 Share Price $2266.09 Est. Cost/Share $2266.09 Unrealized @ Report Date —

MDLZ MONDELEZ 1.4%

Value $73.32B Shares 2,570,001 Share Price $28529.95 * Est. Cost/Share $23.16 Unrealized @ Report Date 0.0%

EL LAUDER E 1.2%

Value $63.92B Shares 971,881 Share Price $65770.40 * Est. Cost/Share $58.22 Unrealized @ Report Date 0.0%

KO COCA COL 1.2%

Value $63.68B Shares 1,587,690 Share Price $40109.85 * Est. Cost/Share $27.85 Unrealized @ Report Date 0.0%

— GARDNER 1.1%

Value $60.37B Shares 803,005 Share Price $75180.10 Est. Cost/Share $75133.77 Unrealized @ Report Date —

— BMC SOFT 1.1%

Value $58.65B Shares 1,299,351 Share Price $45140.23 Est. Cost/Share $45140.23 Unrealized @ Report Date —

— UAL CORP 1.1%

Value $56.66B Shares 15,500,000 Share Price $3655.55 Est. Cost/Share $3655.55 Unrealized @ Report Date —

— SMITHFIE 1.0%

Value $55.19B Shares 1,685,070 Share Price $32749.97 Est. Cost/Share $32749.97 Unrealized @ Report Date —

— AVON PRO 1.0%

Value $54.59B Shares 2,595,998 Share Price $21030.06 Est. Cost/Share $21030.06 Unrealized @ Report Date —

— ASHLAND 1.0%

Value $53.8B Shares 644,289 Share Price $83499.80 Est. Cost/Share $83499.80 Unrealized @ Report Date —

WMT WAL-MART 1.0%

Value $51.83B Shares 695,842 Share Price $74489.61 * Est. Cost/Share $19.98 Unrealized @ Report Date 0.0%

— OMNICARE 1.0%

Value $51.75B Shares 27,875,000 Share Price $1856.47 Est. Cost/Share $1856.47 Unrealized @ Report Date —

AAP ADVANCE 1.0%

Value $51.04B Shares 628,752 Share Price $81170.32 * Est. Cost/Share $72.11 Unrealized @ Report Date 0.0%

HD HOME DEP 0.9%

Value $50.56B Shares 652,607 Share Price $77469.29 * Est. Cost/Share $56.05 Unrealized @ Report Date 0.0%

— NOBLE CO 0.9%

Value $48.13B Shares 1,280,745 Share Price $37579.69 Est. Cost/Share $37579.69 Unrealized @ Report Date —

PM PHILIP M 0.9%

Value $48.07B Shares 555,000 Share Price $86619.82 * Est. Cost/Share $49.85 Unrealized @ Report Date 0.0%

— FOOT LOC 0.9%

Value $47.91B Shares 1,363,892 Share Price $35130.35 Est. Cost/Share $35130.35 Unrealized @ Report Date —

HUM HUMANA I 0.9%

Value $47.24B Shares 559,838 Share Price $84379.77 * Est. Cost/Share $71.14 Unrealized @ Report Date 0.0%

— NIELSEN 0.9%

Value $46.05B Shares 1,371,069 Share Price $33589.85 Est. Cost/Share $33589.85 Unrealized @ Report Date —

MSFT MICROSOF 0.9%

Value $45.62B Shares 1,321,186 Share Price $34530.34 * Est. Cost/Share $26.70 Unrealized @ Report Date 0.0%

— SPRINT N 0.8%

Value $44.26B Shares 6,304,246 Share Price $7020.03 Est. Cost/Share $5670.04 Unrealized @ Report Date —

— CHESAPEA 0.8%

Value $44.14B Shares 43,971,000 Share Price $1003.78 Est. Cost/Share $1003.78 Unrealized @ Report Date —

— VERISIGN 0.8%

Value $43.59B Shares 31,000,000 Share Price $1406.23 Est. Cost/Share $1406.23 Unrealized @ Report Date —

PG PROCTER 0.8%

Value $43.19B Shares 560,981 Share Price $76990.13 * Est. Cost/Share $55.00 Unrealized @ Report Date 0.0%

NKE NIKE INC 0.8%

Value $42.12B Shares 661,384 Share Price $63680.10 * Est. Cost/Share $26.53 Unrealized @ Report Date 0.0%

NWL NEWELL R 0.8%

Value $41.3B Shares 1,573,285 Share Price $26250.17 * Est. Cost/Share $16.79 Unrealized @ Report Date 0.0%

MAA MID-AMER 0.8%

Value $40.48B Shares 597,339 Share Price $67770.56 * Est. Cost/Share $43.70 Unrealized @ Report Date 0.0%

PFE PFIZER I 0.7%

Value $39.97B Shares 5,751,500 Share Price $6950.01 * Est. Cost/Share $16.46 Unrealized @ Report Date 0.0%

— COCA COL 0.7%

Value $39.88B Shares 1,134,137 Share Price $35159.77 Est. Cost/Share $35159.77 Unrealized @ Report Date —

ADM ARCHER D 0.7%

Value $39.17B Shares 1,155,044 Share Price $33910.40 * Est. Cost/Share $23.37 Unrealized @ Report Date 0.0%

COST COSTCO W 0.7%

Value $38.95B Shares 352,264 Share Price $110570.48 * Est. Cost/Share $86.56 Unrealized @ Report Date 0.0%

— GENERAL 0.7%

Value $37.7B Shares 1,897,428 Share Price $19870.06 Est. Cost/Share $19870.06 Unrealized @ Report Date —

VTR VENTAS I 0.7%

Value $36.61B Shares 527,064 Share Price $69460.26 * Est. Cost/Share $49.18 Unrealized @ Report Date 0.0%

CAG CONAGRA 0.7%

Value $35.19B Shares 1,007,501 Share Price $34929.99 * Est. Cost/Share $17.69 Unrealized @ Report Date 0.0%

RLJ RLJ LODG 0.7%

Value $35.11B Shares 1,561,323 Share Price $22489.90 Est. Cost/Share $22489.90 Unrealized @ Report Date —

— DELL INC 0.7%

Value $34.71B Shares 2,600,000 Share Price $13350.00 Est. Cost/Share $13350.00 Unrealized @ Report Date —

META FACEBOOK 0.6%

Value $34.06B Shares 1,369,950 Share Price $24860.03 * Est. Cost/Share $25.44 Unrealized @ Report Date 0.0%

— WESCO IN 0.6%

Value $33.22B Shares 13,500,000 Share Price $2460.52 Est. Cost/Share $2460.52 Unrealized @ Report Date —

ADBE ADOBE SY 0.6%

Value $32.38B Shares 710,802 Share Price $45559.80 * Est. Cost/Share $44.30 Unrealized @ Report Date 0.0%

— PENNSYLV 0.6%

Value $31.17B Shares 1,651,004 Share Price $18880.03 Est. Cost/Share $18880.03 Unrealized @ Report Date —

— U S AIRW 0.6%

Value $30.99B Shares 1,887,220 Share Price $16419.92 Est. Cost/Share $16419.92 Unrealized @ Report Date —

ELS EQUITY L 0.6%

Value $30.16B Shares 383,724 Share Price $78590.34 Est. Cost/Share $78590.34 Unrealized @ Report Date —

CPT CAMDEN P 0.5%

Value $29.15B Shares 421,650 Share Price $69140.28 * Est. Cost/Share $42.93 Unrealized @ Report Date 0.0%

RL RALPH LA 0.5%

Value $28.24B Shares 162,538 Share Price $173737.83 * Est. Cost/Share $138.80 Unrealized @ Report Date 0.0%

— BOISE IN 0.5%

Value $28.21B Shares 3,302,939 Share Price $8539.97 Est. Cost/Share $8539.97 Unrealized @ Report Date —

— MGM RESO 0.5%

Value $27.95B Shares 25,000,000 Share Price $1117.92 Est. Cost/Share $1117.92 Unrealized @ Report Date —

— MCGRAW H 0.5%

Value $27.1B Shares 509,440 Share Price $53189.78 Est. Cost/Share $53189.78 Unrealized @ Report Date —

— ACTIVISI 0.5%

Value $26.66B Shares 1,869,684 Share Price $14260.16 Est. Cost/Share $14260.16 Unrealized @ Report Date —

— BEAZER H 0.5%

Value $26.47B Shares 913,100 Share Price $28984.78 Est. Cost/Share $28984.78 Unrealized @ Report Date —

— NAVISTAR 0.5%

Value $26.2B Shares 27,000,000 Share Price $970.26 Est. Cost/Share $970.26 Unrealized @ Report Date —

— GOOGLE I 0.5%

Value $25.81B Shares 29,319 Share Price $880384.73 Est. Cost/Share $880384.75 Unrealized @ Report Date —

— DEAN FOO 0.5%

Value $25.58B Shares 2,552,554 Share Price $10020.16 Est. Cost/Share $10020.16 Unrealized @ Report Date —

COF CAPITAL 0.5%

Value $25.2B Shares 401,254 Share Price $62810.59 * Est. Cost/Share $47.00 Unrealized @ Report Date 0.0%

KRC KILROY R 0.5%

Value $24.82B Shares 468,300 Share Price $53010.89 Est. Cost/Share $53010.89 Unrealized @ Report Date —

— SBA COMM 0.5%

Value $24.58B Shares 10,000,000 Share Price $2458.30 Est. Cost/Share $2458.30 Unrealized @ Report Date —

SLB SCHLUMBE 0.5%

Value $24.32B Shares 339,326 Share Price $71659.70 * Est. Cost/Share $52.90 Unrealized @ Report Date 0.0%

— MICROCHI 0.4%

Value $23.24B Shares 16,000,000 Share Price $1452.31 Est. Cost/Share $1452.31 Unrealized @ Report Date —

— DEVELOPE 0.4%

Value $23.23B Shares 19,850,000 Share Price $1170.23 Est. Cost/Share $1170.23 Unrealized @ Report Date —

— COBALT I 0.4%

Value $22.6B Shares 21,300,000 Share Price $1061.08 Est. Cost/Share $1061.08 Unrealized @ Report Date —

POST POST HLD 0.4%

Value $22.57B Shares 516,943 Share Price $43660.52 * Est. Cost/Share $28.77 Unrealized @ Report Date 0.0%

JPM JPMORGAN 0.4%

Value $22.37B Shares 423,747 Share Price $52790.93 * Est. Cost/Share $36.24 Unrealized @ Report Date 0.0%

KMB KIMBERLY 0.4%

Value $22.31B Shares 229,645 Share Price $97141.24 * Est. Cost/Share $63.06 Unrealized @ Report Date 0.0%

— TELEFLEX 0.4%

Value $21.92B Shares 16,200,000 Share Price $1352.96 Est. Cost/Share $1352.96 Unrealized @ Report Date —

XLF SELECT S 0.4%

Value $21.69B Shares 1,115,352 Share Price $19444.98 Est. Cost/Share $19444.98 Unrealized @ Report Date —

PCG PG&E COR 0.4%

Value $21.19B Shares 463,353 Share Price $45729.71 * Est. Cost/Share $38.88 Unrealized @ Report Date 0.0%

— DCT INDU 0.4%

Value $21.1B Shares 2,950,995 Share Price $7150.13 Est. Cost/Share $7150.13 Unrealized @ Report Date —

— POST PPT 0.4%

Value $20.87B Shares 421,677 Share Price $49490.49 Est. Cost/Share $49490.49 Unrealized @ Report Date —

GME GAMESTOP 0.4%

Value $20.46B Shares 486,700 Share Price $42030.00 * Est. Cost/Share $6.27 Unrealized @ Report Date 0.0%

— EQUINIX 0.4%

Value $20.44B Shares 110,647 Share Price $184722.59 Est. Cost/Share $184722.60 Unrealized @ Report Date —

— ONYX PHA 0.4%

Value $20.23B Shares 8,850,000 Share Price $2285.42 Est. Cost/Share $2285.42 Unrealized @ Report Date —

MYGN MYRIAD G 0.4%

Value $20.15B Shares 750,000 Share Price $26869.33 * Est. Cost/Share $28.98 Unrealized @ Report Date 0.0%

— NATIONAL 0.4%

Value $20.06B Shares 291,137 Share Price $68898.83 Est. Cost/Share $68898.84 Unrealized @ Report Date —

— FEDERAL 0.4%

Value $19.79B Shares 190,909 Share Price $103677.67 Est. Cost/Share $103677.67 Unrealized @ Report Date —

— YAHOO IN 0.4%

Value $19.76B Shares 786,805 Share Price $25110.41 Est. Cost/Share $25110.41 Unrealized @ Report Date —

SCHW SCHWAB C 0.4%

Value $19.57B Shares 922,000 Share Price $21229.93 * Est. Cost/Share $15.92 Unrealized @ Report Date 0.0%

— HOSPIRA 0.4%

Value $19.28B Shares 503,167 Share Price $38309.35 Est. Cost/Share $38309.35 Unrealized @ Report Date —

— BAKER HU 0.4%

Value $18.93B Shares 410,397 Share Price $46130.94 Est. Cost/Share $46130.94 Unrealized @ Report Date —

— PENNEY J 0.3%

Value $18.55B Shares 1,086,174 Share Price $17080.14 Est. Cost/Share $17080.14 Unrealized @ Report Date —

— HOME PRO 0.3%

Value $18.38B Shares 281,100 Share Price $65371.75 Est. Cost/Share $65371.75 Unrealized @ Report Date —

— SOVRAN S 0.3%

Value $18.21B Shares 281,135 Share Price $64790.94 Est. Cost/Share $64790.94 Unrealized @ Report Date —

— SNYDERS- 0.3%

Value $18.09B Shares 636,670 Share Price $28410.32 Est. Cost/Share $28410.32 Unrealized @ Report Date —

— PHH CORP 0.3%

Value $18B Shares 10,000,000 Share Price $1800.20 Est. Cost/Share $1800.20 Unrealized @ Report Date —

C CITIGROU 0.3%

Value $17.95B Shares 374,201 Share Price $47968.87 * Est. Cost/Share $35.76 Unrealized @ Report Date 0.0%

— HILLSHIR 0.3%

Value $17.53B Shares 530,000 Share Price $33079.25 Est. Cost/Share $33079.25 Unrealized @ Report Date —

— WEINGART 0.3%

Value $17.3B Shares 562,321 Share Price $30770.68 Est. Cost/Share $30770.68 Unrealized @ Report Date —

IP INTL PAP 0.3%

Value $17.18B Shares 387,806 Share Price $44310.82 * Est. Cost/Share $25.91 Unrealized @ Report Date 0.0%

— MONSANTO 0.3%

Value $17.16B Shares 173,705 Share Price $98799.69 Est. Cost/Share $98799.69 Unrealized @ Report Date —

— EQUINIX 0.3%

Value $17.01B Shares 7,500,000 Share Price $2267.87 Est. Cost/Share $2267.87 Unrealized @ Report Date —

— COLONIAL 0.3%

Value $16.95B Shares 702,773 Share Price $24120.16 Est. Cost/Share $24120.16 Unrealized @ Report Date —

— HEWLETT 0.3%

Value $16.73B Shares 674,805 Share Price $24799.76 Est. Cost/Share $24799.76 Unrealized @ Report Date —

— MATTRESS 0.3%

Value $16.66B Shares 413,334 Share Price $40299.13 Est. Cost/Share $40299.13 Unrealized @ Report Date —

— HOWARD H 0.3%

Value $16.54B Shares 147,598 Share Price $112088.24 Est. Cost/Share $112088.24 Unrealized @ Report Date —

D DOMINION 0.3%

Value $16.28B Shares 286,510 Share Price $56818.26 * Est. Cost/Share $34.53 Unrealized @ Report Date 0.0%

CVS CVS CARE 0.3%

Value $16.06B Shares 280,878 Share Price $57181.41 * Est. Cost/Share $41.44 Unrealized @ Report Date 0.0%

— WHITEWAV 0.3%

Value $16.04B Shares 1,055,295 Share Price $15199.54 Est. Cost/Share $15199.54 Unrealized @ Report Date —

— UNITED T 0.3%

Value $16.01B Shares 11,000,000 Share Price $1455.09 Est. Cost/Share $1455.09 Unrealized @ Report Date —

— FAMILY D 0.3%

Value $15.97B Shares 256,245 Share Price $62311.46 Est. Cost/Share $62311.46 Unrealized @ Report Date —

— WHITEWAV 0.3%

Value $15.93B Shares 980,133 Share Price $16249.84 Est. Cost/Share $16249.84 Unrealized @ Report Date —

— TAUBMAN 0.3%

Value $15.84B Shares 210,824 Share Price $75147.99 Est. Cost/Share $75147.99 Unrealized @ Report Date —

EGP EASTGROU 0.3%

Value $15.82B Shares 281,109 Share Price $56269.99 Est. Cost/Share $56269.99 Unrealized @ Report Date —

— HUDSON P 0.3%

Value $15.55B Shares 730,782 Share Price $21279.94 Est. Cost/Share $21279.94 Unrealized @ Report Date —

LNT ALLIANT 0.3%

Value $15.51B Shares 307,680 Share Price $50419.27 * Est. Cost/Share $16.89 Unrealized @ Report Date 0.0%

— THOMPSON 0.3%

Value $15.45B Shares 942,833 Share Price $16381.48 Est. Cost/Share $16381.48 Unrealized @ Report Date —

— SBA COMM 0.3%

Value $15.04B Shares 202,915 Share Price $74119.71 Est. Cost/Share $74119.70 Unrealized @ Report Date —

— SL GREEN 0.3%

Value $14.87B Shares 168,658 Share Price $88190.30 Est. Cost/Share $88190.30 Unrealized @ Report Date —

OFG OFG BANC 0.3%

Value $14.55B Shares 803,297 Share Price $18110.36 * Est. Cost/Share $16.55 Unrealized @ Report Date 0.0%

URI UNITED R 0.3%

Value $14.52B Shares 290,901 Share Price $49910.45 * Est. Cost/Share $51.55 Unrealized @ Report Date 0.0%

— MICRON T 0.3%

Value $14.23B Shares 12,500,000 Share Price $1138.32 Est. Cost/Share $1138.32 Unrealized @ Report Date —

— BIOMED R 0.3%

Value $14.22B Shares 702,773 Share Price $20229.86 Est. Cost/Share $20229.86 Unrealized @ Report Date —

— STARWOOD 0.3%

Value $14B Shares 221,569 Share Price $63190.25 Est. Cost/Share $63190.25 Unrealized @ Report Date —

RWT REDWOOD 0.3%

Value $13.96B Shares 821,294 Share Price $17000.00 Est. Cost/Share $17000.00 Unrealized @ Report Date —

— GENCORP 0.3%

Value $13.9B Shares 7,500,000 Share Price $1853.87 Est. Cost/Share $1853.87 Unrealized @ Report Date —

— VOLCANO 0.3%

Value $13.74B Shares 15,000,000 Share Price $916.07 Est. Cost/Share $916.07 Unrealized @ Report Date —

— PRAXAIR 0.3%

Value $13.7B Shares 119,002 Share Price $115157.73 Est. Cost/Share $115157.73 Unrealized @ Report Date —

— HCP INC 0.3%

Value $13.57B Shares 298,573 Share Price $45439.47 Est. Cost/Share $45439.47 Unrealized @ Report Date —

— WESTAR E 0.2%

Value $13B Shares 406,882 Share Price $31960.13 Est. Cost/Share $31960.13 Unrealized @ Report Date —

— EQUINIX 0.2%

Value $12.96B Shares 7,700,000 Share Price $1683.38 Est. Cost/Share $1683.38 Unrealized @ Report Date —

AAT AMERICAN 0.2%

Value $12.94B Shares 419,335 Share Price $30860.77 Est. Cost/Share $30860.77 Unrealized @ Report Date —

— LUCENT T 0.2%

Value $12.94B Shares 13,370,000 Share Price $967.46 Est. Cost/Share $967.46 Unrealized @ Report Date —

EMR EMERSON 0.2%

Value $12.91B Shares 236,626 Share Price $54541.77 * Est. Cost/Share $40.02 Unrealized @ Report Date 0.0%

— DOMINION 0.2%

Value $12.51B Shares 250,000 Share Price $50040.00 Est. Cost/Share $50040.00 Unrealized @ Report Date —

— D R HORT 0.2%

Value $12.46B Shares 7,500,000 Share Price $1662.00 Est. Cost/Share $1662.00 Unrealized @ Report Date —

PENN PENN NAT 0.2%

Value $12.22B Shares 231,221 Share Price $52858.52 * Est. Cost/Share $12.65 Unrealized @ Report Date 0.0%

— JOY GLOB 0.2%

Value $12.18B Shares 251,007 Share Price $48528.53 Est. Cost/Share $48528.53 Unrealized @ Report Date —

AEE AMEREN C 0.2%

Value $12.05B Shares 350,002 Share Price $34439.80 * Est. Cost/Share $23.26 Unrealized @ Report Date 0.0%

EXR EXTRA SP 0.2%

Value $12.05B Shares 287,373 Share Price $41931.57 * Est. Cost/Share $26.60 Unrealized @ Report Date 0.0%

LEN LENNAR C 0.2%

Value $11.95B Shares 331,429 Share Price $36040.90 * Est. Cost/Share $34.18 Unrealized @ Report Date 0.0%

— PARKWAY 0.2%

Value $11.78B Shares 702,773 Share Price $16759.32 Est. Cost/Share $16759.32 Unrealized @ Report Date —

NRG NRG ENER 0.2%

Value $11.78B Shares 441,018 Share Price $26699.59 * Est. Cost/Share $20.46 Unrealized @ Report Date 0.0%

HSY HERSHEY 0.2%

Value $11.74B Shares 131,500 Share Price $89277.57 * Est. Cost/Share $65.69 Unrealized @ Report Date 0.0%

— INTERXIO 0.2%

Value $11.69B Shares 447,518 Share Price $26130.79 Est. Cost/Share $26130.79 Unrealized @ Report Date —

— WALTER I 0.2%

Value $11.64B Shares 11,500,000 Share Price $1011.91 Est. Cost/Share $1011.91 Unrealized @ Report Date —

CMS CMS ENER 0.2%

Value $11.52B Shares 424,161 Share Price $27168.93 * Est. Cost/Share $19.06 Unrealized @ Report Date 0.0%

MS MORGAN S 0.2%

Value $11.42B Shares 467,315 Share Price $24431.06 * Est. Cost/Share $17.33 Unrealized @ Report Date 0.0%

NEE NEXTERA 0.2%

Value $11.41B Shares 140,001 Share Price $81477.99 * Est. Cost/Share $14.15 Unrealized @ Report Date 0.0%

— SANDISK 0.2%

Value $11.39B Shares 8,500,000 Share Price $1340.35 Est. Cost/Share $1340.35 Unrealized @ Report Date —

— ROWAN CO 0.2%

Value $11.37B Shares 333,802 Share Price $34071.10 Est. Cost/Share $34071.10 Unrealized @ Report Date —

RHP RYMAN HO 0.2%

Value $11.31B Shares 290,000 Share Price $39010.34 Est. Cost/Share $39010.34 Unrealized @ Report Date —

NBHC NATIONAL 0.2%

Value $11.28B Shares 572,672 Share Price $19700.63 * Est. Cost/Share $14.46 Unrealized @ Report Date 0.0%

— MAIDEN H 0.2%

Value $11.2B Shares 998,461 Share Price $11220.27 Est. Cost/Share $11220.27 Unrealized @ Report Date —

— HESS COR 0.2%

Value $11.18B Shares 168,145 Share Price $66490.23 Est. Cost/Share $66490.23 Unrealized @ Report Date —

EOG EOG RES 0.2%

Value $11.06B Shares 84,000 Share Price $131678.57 * Est. Cost/Share $46.52 Unrealized @ Report Date 0.0%

— M D C HL 0.2%

Value $10.93B Shares 336,267 Share Price $32509.88 Est. Cost/Share $32509.88 Unrealized @ Report Date —

CDP CORPORAT 0.2%

Value $10.75B Shares 421,676 Share Price $25500.62 Est. Cost/Share $25500.62 Unrealized @ Report Date —

— AUXILIUM 0.2%

Value $10.63B Shares 11,000,000 Share Price $966.09 Est. Cost/Share $966.09 Unrealized @ Report Date —

— EXELIXIS 0.2%

Value $10.57B Shares 11,000,000 Share Price $961.27 Est. Cost/Share $961.27 Unrealized @ Report Date —

SON SONOCO P 0.2%

Value $10.43B Shares 301,580 Share Price $34571.26 * Est. Cost/Share $22.97 Unrealized @ Report Date 0.0%

— CANADIAN 0.2%

Value $10.23B Shares 84,281 Share Price $121379.67 Est. Cost/Share $121379.67 Unrealized @ Report Date —

USB US BANCO 0.2%

Value $10.19B Shares 281,898 Share Price $36151.37 * Est. Cost/Share $22.41 Unrealized @ Report Date 0.0%

ZION ZIONS BA 0.2%

Value $10.11B Shares 349,902 Share Price $28879.51 * Est. Cost/Share $26.15 Unrealized @ Report Date 0.0%

GM GENERAL 0.2%

Value $10.1B Shares 303,300 Share Price $33310.25 * Est. Cost/Share $23.62 Unrealized @ Report Date 0.0%

HLF HERBALIF 0.2%

Value $10.1B Shares 223,660 Share Price $45139.94 * Est. Cost/Share $20.94 Unrealized @ Report Date 0.0%

— HORNBECK 0.2%

Value $10.09B Shares 188,600 Share Price $53499.47 Est. Cost/Share $53499.47 Unrealized @ Report Date —

— ROYAL GO 0.2%

Value $10.08B Shares 11,000,000 Share Price $916.18 Est. Cost/Share $916.18 Unrealized @ Report Date —

TOL TOLL BRO 0.2%

Value $9.896B Shares 303,277 Share Price $32630.24 * Est. Cost/Share $33.80 Unrealized @ Report Date 0.0%

— DOMINION 0.2%

Value $9.768B Shares 195,000 Share Price $50092.31 Est. Cost/Share $50092.31 Unrealized @ Report Date —

PPG PPG INDS 0.2%

Value $9.729B Shares 66,453 Share Price $146404.23 * Est. Cost/Share $59.61 Unrealized @ Report Date 0.0%

— ENSCO PL 0.2%

Value $9.416B Shares 162,015 Share Price $58118.08 Est. Cost/Share $58118.07 Unrealized @ Report Date —

— XPO LOGI 0.2%

Value $9.399B Shares 7,600,000 Share Price $1236.71 Est. Cost/Share $1236.71 Unrealized @ Report Date —

TLT ISHARES 0.2%

Value $9.387B Shares 85,000 Share Price $110435.29 Est. Cost/Share $110435.30 Unrealized @ Report Date —

CAT CATERPIL 0.2%

Value $9.368B Shares 113,568 Share Price $82488.02 * Est. Cost/Share $61.55 Unrealized @ Report Date 0.0%

— MEADOWBR 0.2%

Value $9.287B Shares 1,156,567 Share Price $8029.80 Est. Cost/Share $8029.80 Unrealized @ Report Date —

— DOW CHEM 0.2%

Value $9.233B Shares 287,003 Share Price $32170.40 Est. Cost/Share $32170.40 Unrealized @ Report Date —

EVR EVERCORE 0.2%

Value $9.138B Shares 232,643 Share Price $39279.07 * Est. Cost/Share $29.51 Unrealized @ Report Date 0.0%

— ANNALY C 0.2%

Value $9.078B Shares 9,000,000 Share Price $1008.67 Est. Cost/Share $1008.67 Unrealized @ Report Date —

GT GOODYEAR 0.2%

Value $9.064B Shares 592,827 Share Price $15289.45 * Est. Cost/Share $13.66 Unrealized @ Report Date 0.0%

— MENTOR G 0.2%

Value $9.057B Shares 7,500,000 Share Price $1207.60 Est. Cost/Share $1207.60 Unrealized @ Report Date —

PVH PVH CORP 0.2%

Value $9.055B Shares 72,408 Share Price $125055.24 * Est. Cost/Share $112.68 Unrealized @ Report Date 0.0%

JBHT HUNT J B 0.2%

Value $9.053B Shares 125,322 Share Price $72237.92 * Est. Cost/Share $64.12 Unrealized @ Report Date 0.0%

FRCB FIRST RE 0.2%

Value $9.043B Shares 235,018 Share Price $38477.90 * Est. Cost/Share $35.36 Unrealized @ Report Date 0.0%

— FIRST MI 0.2%

Value $9.031B Shares 658,235 Share Price $13720.02 Est. Cost/Share $13720.02 Unrealized @ Report Date —

— RYLAND G 0.2%

Value $9.005B Shares 10,000,000 Share Price $900.50 Est. Cost/Share $900.50 Unrealized @ Report Date —

PNW PINNACLE 0.2%

Value $8.994B Shares 162,141 Share Price $55470.24 * Est. Cost/Share $35.40 Unrealized @ Report Date 0.0%

— CAPITAL 0.2%

Value $8.933B Shares 470,428 Share Price $18989.09 Est. Cost/Share $18989.09 Unrealized @ Report Date —

CLDT CHATHAM 0.2%

Value $8.802B Shares 512,321 Share Price $17180.63 Est. Cost/Share $17180.63 Unrealized @ Report Date —

— INTERMUN 0.2%

Value $8.66B Shares 10,540,000 Share Price $821.63 Est. Cost/Share $821.63 Unrealized @ Report Date —

DUK DUKE ENE 0.2%

Value $8.576B Shares 127,050 Share Price $67500.98 * Est. Cost/Share $41.83 Unrealized @ Report Date 0.0%

DLR DIGITAL 0.2%

Value $8.573B Shares 140,548 Share Price $60996.95 * Est. Cost/Share $39.68 Unrealized @ Report Date 0.0%

— NORTHSTA 0.2%

Value $8.546B Shares 939,073 Share Price $9100.46 Est. Cost/Share $9100.46 Unrealized @ Report Date —

FDX FEDEX CO 0.2%

Value $8.281B Shares 84,001 Share Price $98582.16 * Est. Cost/Share $81.95 Unrealized @ Report Date 0.0%

— RETAIL O 0.2%

Value $8.183B Shares 588,722 Share Price $13899.60 Est. Cost/Share $13899.60 Unrealized @ Report Date —

SBNY SIGNATUR 0.2%

Value $8.18B Shares 98,531 Share Price $83019.56 Est. Cost/Share $83019.55 Unrealized @ Report Date —

— TOWER GR 0.1%

Value $7.968B Shares 388,474 Share Price $20511.03 Est. Cost/Share $20511.03 Unrealized @ Report Date —

— WARNER C 0.1%

Value $7.952B Shares 400,000 Share Price $19880.00 Est. Cost/Share $19880.00 Unrealized @ Report Date —

— BARRICK 0.1%

Value $7.917B Shares 503,000 Share Price $15739.56 Est. Cost/Share $15739.56 Unrealized @ Report Date —

BBY BEST BUY 0.1%

Value $7.916B Shares 289,645 Share Price $27330.01 * Est. Cost/Share $16.63 Unrealized @ Report Date 0.0%

BIIB BIOGEN I 0.1%

Value $7.747B Shares 36,000 Share Price $215194.44 * Est. Cost/Share $213.68 Unrealized @ Report Date 0.0%

KSS KOHLS CO 0.1%

Value $7.603B Shares 150,525 Share Price $50509.88 * Est. Cost/Share $49.51 Unrealized @ Report Date 0.0%

GILD GILEAD S 0.1%

Value $7.579B Shares 148,000 Share Price $51209.46 * Est. Cost/Share $36.21 Unrealized @ Report Date 0.0%

— CIGNA CO 0.1%

Value $7.509B Shares 103,583 Share Price $72492.59 Est. Cost/Share $72492.59 Unrealized @ Report Date —

TECK TECK RES 0.1%

Value $7.48B Shares 350,002 Share Price $21371.31 * Est. Cost/Share $25.96 Unrealized @ Report Date 0.0%

DIS DISNEY W 0.1%

Value $7.388B Shares 116,998 Share Price $63146.38 * Est. Cost/Share $56.11 Unrealized @ Report Date 0.0%

— RAMCO-GE 0.1%

Value $7.276B Shares 468,517 Share Price $15529.85 Est. Cost/Share $15529.85 Unrealized @ Report Date —

SRE SEMPRA E 0.1%

Value $7.15B Shares 87,456 Share Price $81755.40 * Est. Cost/Share $27.60 Unrealized @ Report Date 0.0%

— ARCHER D 0.1%

Value $7.079B Shares 7,000,000 Share Price $1011.29 Est. Cost/Share $1011.29 Unrealized @ Report Date —

DE DEERE & 0.1%

Value $7.026B Shares 86,476 Share Price $81247.98 * Est. Cost/Share $68.04 Unrealized @ Report Date 0.0%

AWK AMERICAN 0.1%

Value $6.984B Shares 169,401 Share Price $41227.62 * Est. Cost/Share $31.82 Unrealized @ Report Date 0.0%

— APARTMEN 0.1%

Value $6.959B Shares 231,653 Share Price $30040.62 Est. Cost/Share $30040.62 Unrealized @ Report Date —

RS RELIANCE 0.1%

Value $6.945B Shares 105,933 Share Price $65560.31 * Est. Cost/Share $66.25 Unrealized @ Report Date 0.0%

LTC LTC PPTY 0.1%

Value $6.925B Shares 177,338 Share Price $39049.72 Est. Cost/Share $39049.72 Unrealized @ Report Date —

— WEATHERF 0.1%

Value $6.85B Shares 500,000 Share Price $13700.00 Est. Cost/Share $13700.00 Unrealized @ Report Date —

MAR MARRIOTT 0.1%

Value $6.738B Shares 166,917 Share Price $40367.37 * Est. Cost/Share $36.65 Unrealized @ Report Date 0.0%

— KCAP FIN 0.1%

Value $6.651B Shares 590,690 Share Price $11259.71 Est. Cost/Share $11259.71 Unrealized @ Report Date —

— STANDARD 0.1%

Value $6.462B Shares 775,762 Share Price $8329.87 Est. Cost/Share $8329.87 Unrealized @ Report Date —

PSA PUBLIC S 0.1%

Value $6.428B Shares 41,922 Share Price $153332.38 * Est. Cost/Share $97.16 Unrealized @ Report Date 0.0%

— LEVEL 3 0.1%

Value $6.386B Shares 5,500,000 Share Price $1161.09 Est. Cost/Share $1161.09 Unrealized @ Report Date —

— TRIANGLE 0.1%

Value $6.363B Shares 231,311 Share Price $27508.42 Est. Cost/Share $27508.42 Unrealized @ Report Date —

AMGN AMGEN IN 0.1%

Value $6.314B Shares 64,000 Share Price $98656.25 * Est. Cost/Share $73.34 Unrealized @ Report Date 0.0%

— UNS ENER 0.1%

Value $6.245B Shares 139,622 Share Price $44727.91 Est. Cost/Share $44727.91 Unrealized @ Report Date —

— FMC TECH 0.1%

Value $6.172B Shares 110,843 Share Price $55682.36 Est. Cost/Share $55682.36 Unrealized @ Report Date —

TMO THERMO F 0.1%

Value $6.093B Shares 72,000 Share Price $84625.00 * Est. Cost/Share $79.76 Unrealized @ Report Date 0.0%

— GREAT PL 0.1%

Value $6.067B Shares 269,155 Share Price $22540.92 Est. Cost/Share $22540.92 Unrealized @ Report Date —

— CROWN CA 0.1%

Value $5.996B Shares 82,833 Share Price $72386.61 Est. Cost/Share $72386.61 Unrealized @ Report Date —

DHI D R HORT 0.1%

Value $5.982B Shares 281,100 Share Price $21280.68 * Est. Cost/Share $21.23 Unrealized @ Report Date 0.0%

— RTI INTL 0.1%

Value $5.909B Shares 6,250,000 Share Price $945.44 Est. Cost/Share $945.44 Unrealized @ Report Date —

— INDEPEND 0.1%

Value $5.897B Shares 193,990 Share Price $30398.47 Est. Cost/Share $30398.47 Unrealized @ Report Date —

— INTEGRA 0.1%

Value $5.864B Shares 6,000,000 Share Price $977.33 Est. Cost/Share $977.33 Unrealized @ Report Date —

ZTS ZOETIS I 0.1%

Value $5.807B Shares 188,003 Share Price $30887.80 * Est. Cost/Share $29.32 Unrealized @ Report Date 0.0%

VALE VALE S A 0.1%

Value $5.799B Shares 441,001 Share Price $13149.63 Est. Cost/Share $13149.63 Unrealized @ Report Date —

HTGC HERCULES 0.1%

Value $5.715B Shares 409,970 Share Price $13940.04 * Est. Cost/Share $13.02 Unrealized @ Report Date 0.0%

— FIRST NB 0.1%

Value $5.591B Shares 229,129 Share Price $24401.10 Est. Cost/Share $24401.10 Unrealized @ Report Date —

CE CELANESE 0.1%

Value $5.544B Shares 123,752 Share Price $44799.28 * Est. Cost/Share $37.17 Unrealized @ Report Date 0.0%

— VODAFONE 0.1%

Value $5.512B Shares 191,801 Share Price $28738.12 Est. Cost/Share $28738.12 Unrealized @ Report Date —

— APOLLO G 0.1%

Value $5.51B Shares 310,958 Share Price $17719.43 Est. Cost/Share $17719.44 Unrealized @ Report Date —

— GT ADVAN 0.1%

Value $5.472B Shares 6,300,000 Share Price $868.57 Est. Cost/Share $868.57 Unrealized @ Report Date —

— MYLAN IN 0.1%

Value $5.461B Shares 176,000 Share Price $31028.41 Est. Cost/Share $31028.41 Unrealized @ Report Date —

— CEDAR RE 0.1%

Value $5.461B Shares 1,054,160 Share Price $5180.43 Est. Cost/Share $5180.43 Unrealized @ Report Date —

HIW HIGHWOOD 0.1%

Value $5.342B Shares 150,000 Share Price $35613.33 Est. Cost/Share $35613.33 Unrealized @ Report Date —

FRME FIRST ME 0.1%

Value $5.316B Shares 309,987 Share Price $17149.11 * Est. Cost/Share $11.60 Unrealized @ Report Date 0.0%

— LAKELAND 0.1%

Value $5.221B Shares 500,600 Share Price $10429.48 Est. Cost/Share $10429.48 Unrealized @ Report Date —

— CORNERST 0.1%

Value $5.108B Shares 118,000 Share Price $43288.14 Est. Cost/Share $43288.14 Unrealized @ Report Date —

— CELGENE 0.1%

Value $5.027B Shares 43,000 Share Price $116906.98 Est. Cost/Share $116906.98 Unrealized @ Report Date —

— HERSHA H 0.1%

Value $5.007B Shares 887,746 Share Price $5640.13 Est. Cost/Share $5640.13 Unrealized @ Report Date —

— CIMAREX 0.1%

Value $4.969B Shares 76,460 Share Price $64988.23 Est. Cost/Share $64988.23 Unrealized @ Report Date —

— AFFYMETR 0.1%

Value $4.931B Shares 5,000,000 Share Price $986.20 Est. Cost/Share $986.20 Unrealized @ Report Date —

VZ VERIZON 0.1%

Value $4.908B Shares 97,499 Share Price $50338.98 * Est. Cost/Share $27.04 Unrealized @ Report Date 0.0%

— SAFEGUAR 0.1%

Value $4.873B Shares 303,598 Share Price $16050.83 Est. Cost/Share $16050.83 Unrealized @ Report Date —

MRK MERCK & 0.1%

Value $4.835B Shares 104,100 Share Price $46445.73 * Est. Cost/Share $30.02 Unrealized @ Report Date 0.0%

— CHIMERA 0.1%

Value $4.823B Shares 1,607,554 Share Price $3000.21 Est. Cost/Share $3000.21 Unrealized @ Report Date —

NOK NOKIA CO 0.1%

Value $4.787B Shares 1,280,000 Share Price $3739.84 Est. Cost/Share $3739.84 Unrealized @ Report Date —

BMY BRISTOL 0.1%

Value $4.782B Shares 107,000 Share Price $44691.59 * Est. Cost/Share $28.67 Unrealized @ Report Date 0.0%

— DOLE FOO 0.1%

Value $4.781B Shares 374,944 Share Price $12751.24 Est. Cost/Share $12751.24 Unrealized @ Report Date —

AMT AMERICAN 0.1%

Value $4.756B Shares 65,001 Share Price $73168.11 * Est. Cost/Share $59.51 Unrealized @ Report Date 0.0%

CMC COMMERCI 0.1%

Value $4.733B Shares 320,433 Share Price $14770.64 * Est. Cost/Share $11.15 Unrealized @ Report Date 0.0%

EXAS EXACT SC 0.1%

Value $4.591B Shares 330,000 Share Price $13912.12 * Est. Cost/Share $10.86 Unrealized @ Report Date 0.0%

— MGIC INV 0.1%

Value $4.581B Shares 4,500,000 Share Price $1018.00 Est. Cost/Share $1018.00 Unrealized @ Report Date —

ILMN ILLUMINA 0.1%

Value $4.565B Shares 61,000 Share Price $74836.07 * Est. Cost/Share $64.01 Unrealized @ Report Date 0.0%

INCY INCYTE C 0.1%

Value $4.532B Shares 206,000 Share Price $22000.00 * Est. Cost/Share $21.85 Unrealized @ Report Date 0.0%

— MEDLEY C 0.1%

Value $4.475B Shares 329,529 Share Price $13579.99 Est. Cost/Share $13579.99 Unrealized @ Report Date —

— DISH NET 0.1%

Value $4.465B Shares 104,998 Share Price $42524.62 Est. Cost/Share $42524.62 Unrealized @ Report Date —

AVB AVALONBA 0.1%

Value $4.362B Shares 32,332 Share Price $134912.78 * Est. Cost/Share $87.72 Unrealized @ Report Date 0.0%

Value $4.319B Shares 101,000 Share Price $42762.38 * Est. Cost/Share $27.97 Unrealized @ Report Date 0.0%

— CAPITAL 0.1%

Value $4.275B Shares 178,863 Share Price $23900.97 Est. Cost/Share $23900.97 Unrealized @ Report Date —

— EXPRESS 0.1%

Value $4.133B Shares 67,000 Share Price $61686.57 Est. Cost/Share $61686.57 Unrealized @ Report Date —

DAN DANA HLD 0.1%

Value $4.037B Shares 209,627 Share Price $19258.02 * Est. Cost/Share $14.00 Unrealized @ Report Date 0.0%

— ASHFORD 0.1%

Value $4.023B Shares 351,377 Share Price $11449.24 Est. Cost/Share $11449.24 Unrealized @ Report Date —

— MICRON T 0.1%

Value $4.01B Shares 3,000,000 Share Price $1336.67 Est. Cost/Share $1336.67 Unrealized @ Report Date —

— HERTZ GL 0.1%

Value $3.911B Shares 157,700 Share Price $24800.25 Est. Cost/Share $24800.25 Unrealized @ Report Date —

— SPRINT N 0.1%

Value $3.9B Shares 1,328,100 Share Price $2936.53 Est. Cost/Share $5670.04 Unrealized @ Report Date —

NVR NVR INC 0.1%

Value $3.836B Shares 4,160 Share Price $922115.38 * Est. Cost/Share $993.91 Unrealized @ Report Date 0.0%

UCB UNITED C 0.1%

Value $3.822B Shares 307,766 Share Price $12418.53 * Est. Cost/Share $11.35 Unrealized @ Report Date 0.0%

KEY KEYCORP 0.1%

Value $3.822B Shares 346,195 Share Price $11040.02 * Est. Cost/Share $6.48 Unrealized @ Report Date 0.0%

— SVB FINL 0.1%

Value $3.792B Shares 45,507 Share Price $83327.84 Est. Cost/Share $83327.84 Unrealized @ Report Date —

PBF PBF ENER 0.1%

Value $3.791B Shares 146,355 Share Price $25902.77 * Est. Cost/Share $29.73 Unrealized @ Report Date 0.0%

— ACTAVIS 0.1%

Value $3.66B Shares 29,000 Share Price $126206.90 Est. Cost/Share $126206.90 Unrealized @ Report Date —

HCA HCA HOLD 0.1%

Value $3.642B Shares 101,000 Share Price $36059.41 * Est. Cost/Share $35.96 Unrealized @ Report Date 0.0%

— ACCURAY 0.1%

Value $3.566B Shares 3,700,000 Share Price $963.78 Est. Cost/Share $963.78 Unrealized @ Report Date —

— AIRTRAN 0.1%

Value $3.541B Shares 2,500,000 Share Price $1416.40 Est. Cost/Share $1416.40 Unrealized @ Report Date —

Value $3.496B Shares 31,975 Share Price $109335.42 * Est. Cost/Share $61.26 Unrealized @ Report Date 0.0%

— ONYX PHA 0.1%

Value $3.473B Shares 40,000 Share Price $86825.00 Est. Cost/Share $86825.00 Unrealized @ Report Date —

— ON SEMIC 0.1%

Value $3.427B Shares 3,000,000 Share Price $1142.33 Est. Cost/Share $1142.33 Unrealized @ Report Date —

CF CF INDS 0.1%

Value $3.369B Shares 19,646 Share Price $171485.29 * Est. Cost/Share $26.73 Unrealized @ Report Date 0.0%

— CABLEVIS 0.1%

Value $3.28B Shares 194,998 Share Price $16820.69 Est. Cost/Share $16820.69 Unrealized @ Report Date —

— DELEK US 0.1%

Value $3.274B Shares 113,756 Share Price $28780.90 Est. Cost/Share $28780.90 Unrealized @ Report Date —

MOH MOLINA H 0.1%

Value $3.235B Shares 87,000 Share Price $37183.91 * Est. Cost/Share $35.32 Unrealized @ Report Date 0.0%

— ITC HLDG 0.1%

Value $3.195B Shares 34,999 Share Price $91288.32 Est. Cost/Share $91288.32 Unrealized @ Report Date —

SKT TANGER F 0.1%

Value $3.188B Shares 95,275 Share Price $33461.03 Est. Cost/Share $33461.04 Unrealized @ Report Date —

— AMERICAN 0.1%

Value $3.178B Shares 202,397 Share Price $15701.81 Est. Cost/Share $15701.81 Unrealized @ Report Date —

FANG DIAMONDB 0.1%

Value $3.17B Shares 95,135 Share Price $33321.07 * Est. Cost/Share $23.41 Unrealized @ Report Date 0.0%

NSC NORFOLK 0.1%

Value $3.111B Shares 42,822 Share Price $72649.57 * Est. Cost/Share $57.67 Unrealized @ Report Date 0.0%

CSCO CISCO SY 0.1%

Value $3.039B Shares 125,000 Share Price $24312.00 * Est. Cost/Share $15.24 Unrealized @ Report Date 0.0%

XLI SELECT S 0.1%

Value $3.027B Shares 71,000 Share Price $42633.80 Est. Cost/Share $42633.81 Unrealized @ Report Date —

— BGC PART 0.1%

Value $3.005B Shares 2,900,000 Share Price $1036.21 Est. Cost/Share $1036.21 Unrealized @ Report Date —

— DEALERTR 0.1%

Value $2.866B Shares 2,500,000 Share Price $1146.40 Est. Cost/Share $1146.40 Unrealized @ Report Date —

— WELLPOIN 0.1%

Value $2.864B Shares 35,000 Share Price $81828.57 Est. Cost/Share $81828.57 Unrealized @ Report Date —

HASI HANNON A 0.1%

Value $2.86B Shares 240,780 Share Price $11878.06 * Est. Cost/Share $5.91 Unrealized @ Report Date 0.0%

— AMERICAN 0.1%

Value $2.857B Shares 70,276 Share Price $40653.99 Est. Cost/Share $40653.99 Unrealized @ Report Date —

INFIQ INFINITY 0.1%

Value $2.852B Shares 175,500 Share Price $16250.71 * Est. Cost/Share $30.95 Unrealized @ Report Date 0.0%

— ANADARKO 0.1%

Value $2.839B Shares 33,042 Share Price $85920.95 Est. Cost/Share $85920.95 Unrealized @ Report Date —

— ANNALY C 0.1%

Value $2.796B Shares 2,500,000 Share Price $1118.40 Est. Cost/Share $1118.40 Unrealized @ Report Date —

— HALCON R 0.1%

Value $2.756B Shares 485,985 Share Price $5670.96 Est. Cost/Share $5670.96 Unrealized @ Report Date —

STWD STARWOOD 0.1%

Value $2.755B Shares 111,318 Share Price $24748.92 Est. Cost/Share $24748.92 Unrealized @ Report Date —

— IMPAX LA 0.1%

Value $2.733B Shares 137,000 Share Price $19948.91 Est. Cost/Share $19948.90 Unrealized @ Report Date —

AMZN AMAZON C 0.1%

Value $2.707B Shares 9,750 Share Price $277641.03 * Est. Cost/Share $13.32 Unrealized @ Report Date 0.0%

ZBRA ZEBRA TE 0.0%

Value $2.637B Shares 60,701 Share Price $43442.45 * Est. Cost/Share $45.53 Unrealized @ Report Date 0.0%

BMRN BIOMARIN 0.0%

Value $2.622B Shares 47,000 Share Price $55787.23 * Est. Cost/Share $62.32 Unrealized @ Report Date 0.0%

BA BOEING C 0.0%

Value $2.598B Shares 125,000 Share Price $20784.00 * Est. Cost/Share $80.37 Unrealized @ Report Date 0.0%

HUN HUNTSMAN 0.0%

Value $2.596B Shares 156,788 Share Price $16557.39 * Est. Cost/Share $18.29 Unrealized @ Report Date 0.0%

HAL HALLIBUR 0.0%

Value $2.583B Shares 61,924 Share Price $41712.42 * Est. Cost/Share $33.21 Unrealized @ Report Date 0.0%

— ROSETTA 0.0%

Value $2.58B Shares 175,000 Share Price $14742.86 Est. Cost/Share $14742.86 Unrealized @ Report Date —

— PACIFIC 0.0%

Value $2.569B Shares 262,631 Share Price $9781.79 Est. Cost/Share $9781.78 Unrealized @ Report Date —

— INTERNAT 0.0%

Value $2.517B Shares 150,614 Share Price $16711.59 Est. Cost/Share $16711.59 Unrealized @ Report Date —

— COINSTAR 0.0%

Value $2.48B Shares 42,264 Share Price $58678.78 Est. Cost/Share $58678.78 Unrealized @ Report Date —

— SOUTHWES 0.0%

Value $2.444B Shares 66,896 Share Price $36534.32 Est. Cost/Share $36534.32 Unrealized @ Report Date —

— BUCKEYE 0.0%

Value $2.381B Shares 64,288 Share Price $37036.46 Est. Cost/Share $37036.46 Unrealized @ Report Date —

UNH UNITEDHE 0.0%

Value $2.357B Shares 36,000 Share Price $65472.22 * Est. Cost/Share $50.75 Unrealized @ Report Date 0.0%

— SEQUENOM 0.0%

Value $2.353B Shares 559,000 Share Price $4209.30 Est. Cost/Share $4209.30 Unrealized @ Report Date —

— NAVISTAR 0.0%

Value $2.332B Shares 84,001 Share Price $27761.57 Est. Cost/Share $27761.57 Unrealized @ Report Date —

— SANOFI 0.0%

Value $2.309B Shares 1,215,025 Share Price $1900.37 Est. Cost/Share $1900.37 Unrealized @ Report Date —

GPK GRAPHIC 0.0%

Value $2.265B Shares 292,613 Share Price $7740.60 * Est. Cost/Share $7.63 Unrealized @ Report Date 0.0%

— TESLA MT 0.0%

Value $2.237B Shares 2,000,000 Share Price $1118.50 Est. Cost/Share $1118.50 Unrealized @ Report Date —

BKU BANKUNIT 0.0%

Value $2.211B Shares 85,000 Share Price $26011.76 * Est. Cost/Share $17.43 Unrealized @ Report Date 0.0%

TRV TRAVELER 0.0%

Value $2.165B Shares 27,093 Share Price $79909.94 * Est. Cost/Share $63.44 Unrealized @ Report Date 0.0%

— AETNA IN 0.0%

Value $2.16B Shares 34,000 Share Price $63529.41 Est. Cost/Share $63529.41 Unrealized @ Report Date —

ACN ACCENTUR 0.0%

Value $2.159B Shares 30,000 Share Price $71966.67 * Est. Cost/Share $63.81 Unrealized @ Report Date 0.0%

CMCSA COMCAST 0.0%

Value $2.094B Shares 50,000 Share Price $41880.00 * Est. Cost/Share $15.62 Unrealized @ Report Date 0.0%

XLY SELECT S 0.0%

Value $2.087B Shares 37,000 Share Price $56405.41 Est. Cost/Share $56405.41 Unrealized @ Report Date —

— EMERALD 0.0%

Value $2.058B Shares 300,000 Share Price $6860.00 Est. Cost/Share $6860.00 Unrealized @ Report Date —

XLV SELECT S 0.0%

Value $2.047B Shares 43,000 Share Price $47604.65 Est. Cost/Share $47604.65 Unrealized @ Report Date —

— AMREIT I 0.0%

Value $2.04B Shares 105,491 Share Price $19338.14 Est. Cost/Share $19338.14 Unrealized @ Report Date —

AIG AMERICAN 0.0%

Value $2.012B Shares 45,000 Share Price $44711.11 * Est. Cost/Share $32.51 Unrealized @ Report Date 0.0%

HOG HARLEY D 0.0%

Value $2.001B Shares 36,500 Share Price $54821.92 * Est. Cost/Share $54.04 Unrealized @ Report Date 0.0%

REGN REGENERO 0.0%

Value $2.001B Shares 8,900 Share Price $224831.46 * Est. Cost/Share $231.58 Unrealized @ Report Date 0.0%

— ANTARES 0.0%

Value $1.976B Shares 475,000 Share Price $4160.00 Est. Cost/Share $4160.00 Unrealized @ Report Date —

— MEDIVATI 0.0%

Value $1.919B Shares 39,000 Share Price $49205.13 Est. Cost/Share $49205.13 Unrealized @ Report Date —

— AUXILIUM 0.0%

Value $1.829B Shares 110,000 Share Price $16627.27 Est. Cost/Share $16627.27 Unrealized @ Report Date —

KMI KINDER M 0.0%

Value $1.824B Shares 359,472 Share Price $5074.11 Est. Cost/Share — Unrealized @ Report Date —

TRNO TERRENO 0.0%

Value $1.823B Shares 98,387 Share Price $18528.87 Est. Cost/Share $18528.87 Unrealized @ Report Date —

SPY SPDR S&P 0.0%

Value $1.787B Shares 1,640,000 Share Price $1089.63 Est. Cost/Share — Unrealized @ Report Date —

EGBN EAGLE BA 0.0%

Value $1.641B Shares 73,334 Share Price $22377.07 * Est. Cost/Share $16.56 Unrealized @ Report Date 0.0%

— HEALTH N 0.0%

Value $1.623B Shares 51,000 Share Price $31823.53 Est. Cost/Share $31823.53 Unrealized @ Report Date —

BRC BRADY CO 0.0%

Value $1.597B Shares 51,972 Share Price $30728.08 * Est. Cost/Share $24.80 Unrealized @ Report Date 0.0%

— NUANCE C 0.0%

Value $1.552B Shares 1,500,000 Share Price $1034.67 Est. Cost/Share $1034.67 Unrealized @ Report Date —

— SALIX PH 0.0%

Value $1.528B Shares 1,000,000 Share Price $1528.00 Est. Cost/Share $1528.00 Unrealized @ Report Date —

HYG ISHARES 0.0%

Value $1.5B Shares 16,500 Share Price $90909.09 Est. Cost/Share $90909.09 Unrealized @ Report Date —

MLI MUELLER 0.0%

Value $1.475B Shares 29,250 Share Price $50427.35 * Est. Cost/Share $10.20 Unrealized @ Report Date 0.0%

— PROGENIC 0.0%

Value $1.419B Shares 318,191 Share Price $4459.59 Est. Cost/Share $4459.59 Unrealized @ Report Date —

— FORESTAR 0.0%

Value $1.41B Shares 70,276 Share Price $20063.75 Est. Cost/Share $20063.75 Unrealized @ Report Date —

— L BRANDS 0.0%

Value $1.4B Shares 28,425 Share Price $49252.42 Est. Cost/Share $49252.42 Unrealized @ Report Date —

— PETSMART 0.0%

Value $1.365B Shares 20,383 Share Price $66967.57 Est. Cost/Share $66967.57 Unrealized @ Report Date —

— PHARMACY 0.0%

Value $1.335B Shares 16,800 Share Price $79464.29 Est. Cost/Share $79464.29 Unrealized @ Report Date —

VLO VALERO E 0.0%

Value $1.317B Shares 37,869 Share Price $34777.79 * Est. Cost/Share $24.01 Unrealized @ Report Date 0.0%

— HARVEST 0.0%

Value $1.277B Shares 84,608 Share Price $15093.14 Est. Cost/Share $15093.14 Unrealized @ Report Date —

— SMITHFIE 0.0%

Value $1.27B Shares 200,000 Share Price $6350.00 Est. Cost/Share — Unrealized @ Report Date —

— GOLDCORP 0.0%

Value $1.262B Shares 51,039 Share Price $24726.19 Est. Cost/Share $24726.19 Unrealized @ Report Date —

— AMARIN C 0.0%

Value $1.247B Shares 215,000 Share Price $5800.00 Est. Cost/Share $5800.00 Unrealized @ Report Date —

SPY SPDR S&P 0.0%

Value $1.246B Shares 1,455,000 Share Price $856.36 Est. Cost/Share — Unrealized @ Report Date —

— YAMANA G 0.0%

Value $1.214B Shares 127,651 Share Price $9510.31 Est. Cost/Share $9510.31 Unrealized @ Report Date —

IYR ISHARES 0.0%

Value $1.201B Shares 18,083 Share Price $66415.97 Est. Cost/Share $66415.97 Unrealized @ Report Date —

— BIODEL I 0.0%

Value $1.129B Shares 270,000 Share Price $4181.48 Est. Cost/Share $4181.48 Unrealized @ Report Date —

— INTEL CO 0.0%

Value $1.091B Shares 1,000,000 Share Price $1091.00 Est. Cost/Share $1091.00 Unrealized @ Report Date —

WNC WABASH N 0.0%

Value $1.074B Shares 105,515 Share Price $10178.65 * Est. Cost/Share $8.07 Unrealized @ Report Date 0.0%

CNC CENTENE 0.0%

Value $1.049B Shares 20,000 Share Price $52450.00 * Est. Cost/Share $12.12 Unrealized @ Report Date 0.0%

— LINEAR T 0.0%

Value $1.046B Shares 1,000,000 Share Price $1046.00 Est. Cost/Share $1046.00 Unrealized @ Report Date —

— WESTERN 0.0%

Value $1.031B Shares 36,719 Share Price $28078.11 Est. Cost/Share $28078.11 Unrealized @ Report Date —

— UNITED S 0.0%

Value $1.028B Shares 1,000,000 Share Price $1028.00 Est. Cost/Share $1028.00 Unrealized @ Report Date —

— BROADSOF 0.0%

Value $1.026B Shares 1,000,000 Share Price $1026.00 Est. Cost/Share $1026.00 Unrealized @ Report Date —

BA BOEING C 0.0%

Value $1.024B Shares 10,000 Share Price $102400.00 * Est. Cost/Share $80.37 Unrealized @ Report Date 0.0%

— NUVERRA 0.0%

Value $1.015B Shares 350,000 Share Price $2900.00 Est. Cost/Share $2900.00 Unrealized @ Report Date —

— DUKE REA 0.0%

Value $1.006B Shares 64,497 Share Price $15597.62 Est. Cost/Share $15597.63 Unrealized @ Report Date —

— IAC INTE 0.0%

Value $1.005B Shares 21,138 Share Price $47544.71 Est. Cost/Share $47544.71 Unrealized @ Report Date —

— WELLCARE 0.0%

Value $1B Shares 18,000 Share Price $55555.56 Est. Cost/Share $55555.56 Unrealized @ Report Date —

— NUVASIVE 0.0%

Value $991M Shares 1,000,000 Share Price $991.00 Est. Cost/Share $991.00 Unrealized @ Report Date —

TLT ISHARES 0.0%

Value $982M Shares 130,000 Share Price $7553.85 Est. Cost/Share $110435.30 Unrealized @ Report Date —

— E TRADE 0.0%

Value $978M Shares 729,100 Share Price $1341.38 Est. Cost/Share — Unrealized @ Report Date —

— TAKE-TWO 0.0%

Value $974M Shares 1,000,000 Share Price $974.00 Est. Cost/Share $974.00 Unrealized @ Report Date —

— GENERAL 0.0%

Value $958M Shares 20,000 Share Price $47900.00 Est. Cost/Share $47900.00 Unrealized @ Report Date —

FAST FASTENAL 0.0%

Value $945M Shares 20,601 Share Price $45871.56 * Est. Cost/Share $8.84 Unrealized @ Report Date 0.0%

— DIAMOND 0.0%

Value $944M Shares 45,500 Share Price $20747.25 Est. Cost/Share $20747.25 Unrealized @ Report Date —

— LORAL SP 0.0%

Value $939M Shares 15,652 Share Price $59992.33 Est. Cost/Share $59992.33 Unrealized @ Report Date —

CYH COMMUNIT 0.0%

Value $938M Shares 20,000 Share Price $46900.00 * Est. Cost/Share $37.66 Unrealized @ Report Date 0.0%

— SUNSHINE 0.0%

Value $938M Shares 174,686 Share Price $5369.63 Est. Cost/Share $5369.64 Unrealized @ Report Date —

— OMTHERA 0.0%

Value $931M Shares 70,000 Share Price $13300.00 Est. Cost/Share $13300.00 Unrealized @ Report Date —

— WEBMD HE 0.0%

Value $930M Shares 1,000,000 Share Price $930.00 Est. Cost/Share $930.00 Unrealized @ Report Date —

— NPS PHAR 0.0%

Value $912M Shares 60,400 Share Price $15099.34 Est. Cost/Share $15099.34 Unrealized @ Report Date —

— ARRAY BI 0.0%

Value $908M Shares 200,000 Share Price $4540.00 Est. Cost/Share $4540.00 Unrealized @ Report Date —

— TIBCO SO 0.0%

Value $904M Shares 925,000 Share Price $977.30 Est. Cost/Share $977.30 Unrealized @ Report Date —

— TWO HBRS 0.0%

Value $894M Shares 87,237 Share Price $10247.95 Est. Cost/Share $10247.94 Unrealized @ Report Date —

EPR EPR PPTY 0.0%

Value $894M Shares 17,777 Share Price $50289.70 Est. Cost/Share $50289.70 Unrealized @ Report Date —

— ARIAD PH 0.0%

Value $874M Shares 50,000 Share Price $17480.00 Est. Cost/Share $17480.00 Unrealized @ Report Date —

— OPTIMER 0.0%

Value $868M Shares 60,000 Share Price $14466.67 Est. Cost/Share $14466.67 Unrealized @ Report Date —

IYR ISHARES 0.0%

Value $858M Shares 100,000 Share Price $8580.00 Est. Cost/Share $66415.97 Unrealized @ Report Date —

NOC NORTHROP 0.0%

Value $828M Shares 10,000 Share Price $82800.00 * Est. Cost/Share $62.64 Unrealized @ Report Date 0.0%

— CEMPRA I 0.0%

Value $783M Shares 100,000 Share Price $7830.00 Est. Cost/Share $7830.00 Unrealized @ Report Date —

— U S SILI 0.0%

Value $773M Shares 37,187 Share Price $20786.83 Est. Cost/Share $20786.83 Unrealized @ Report Date —

— ASTEX PH 0.0%

Value $773M Shares 188,000 Share Price $4111.70 Est. Cost/Share $4111.70 Unrealized @ Report Date —

— SYNERGY 0.0%

Value $756M Shares 175,000 Share Price $4320.00 Est. Cost/Share $4320.00 Unrealized @ Report Date —

HTLD HEARTLAN 0.0%

Value $729M Shares 52,530 Share Price $13877.78 * Est. Cost/Share $13.77 Unrealized @ Report Date 0.0%

— INGERSOL 0.0%

Value $720M Shares 12,971 Share Price $55508.44 Est. Cost/Share $55508.44 Unrealized @ Report Date —

— DENDREON 0.0%

Value $692M Shares 168,000 Share Price $4119.05 Est. Cost/Share $4119.05 Unrealized @ Report Date —

— NABORS I 0.0%

Value $688M Shares 44,958 Share Price $15303.17 Est. Cost/Share $15303.17 Unrealized @ Report Date —

WCC WESCO IN 0.0%

Value $681M Shares 10,027 Share Price $67916.63 * Est. Cost/Share $69.34 Unrealized @ Report Date 0.0%

— BIOAMBER 0.0%

Value $680M Shares 100,000 Share Price $6800.00 Est. Cost/Share $6800.00 Unrealized @ Report Date —

FCX FREEPORT 0.0%

Value $622M Shares 22,528 Share Price $27610.09 * Est. Cost/Share $24.45 Unrealized @ Report Date 0.0%

MITK MITEK SY 0.0%

Value $604M Shares 104,584 Share Price $5775.26 * Est. Cost/Share $5.37 Unrealized @ Report Date 0.0%

— COBALT I 0.0%

Value $604M Shares 22,739 Share Price $26562.29 Est. Cost/Share $26562.29 Unrealized @ Report Date —

— ISTAR FI 0.0%

Value $594M Shares 500,000 Share Price $1188.00 Est. Cost/Share $1188.00 Unrealized @ Report Date —

— BROOKDAL 0.0%

Value $591M Shares 500,000 Share Price $1182.00 Est. Cost/Share $1182.00 Unrealized @ Report Date —

— ONCOLYTI 0.0%

Value $576M Shares 200,000 Share Price $2880.00 Est. Cost/Share $2880.00 Unrealized @ Report Date —

GOOD GLADSTON 0.0%

Value $559M Shares 30,000 Share Price $18633.33 Est. Cost/Share $18633.33 Unrealized @ Report Date —

CLX CLOROX C 0.0%

Value $545M Shares 300,000 Share Price $1816.67 Est. Cost/Share — Unrealized @ Report Date —

— MERU NET 0.0%

Value $544M Shares 135,000 Share Price $4029.63 Est. Cost/Share $4029.63 Unrealized @ Report Date —

— CALLIDUS 0.0%

Value $533M Shares 500,000 Share Price $1066.00 Est. Cost/Share $1066.00 Unrealized @ Report Date —

— ETFS PLA 0.0%

Value $524M Shares 4,000 Share Price $131000.00 Est. Cost/Share $131000.00 Unrealized @ Report Date —

FITB FIFTH TH 0.0%

Value $501M Shares 27,769 Share Price $18041.70 * Est. Cost/Share $11.47 Unrealized @ Report Date 0.0%

GS GOLDMAN 0.0%

Value $500M Shares 71,200 Share Price $7022.47 Est. Cost/Share — Unrealized @ Report Date —

— ENDOCYTE 0.0%

Value $499M Shares 38,000 Share Price $13131.58 Est. Cost/Share $13131.58 Unrealized @ Report Date —

— GREENBRI 0.0%

Value $496M Shares 480,000 Share Price $1033.33 Est. Cost/Share $1033.33 Unrealized @ Report Date —

DEI DOUGLAS 0.0%

Value $473M Shares 18,961 Share Price $24945.94 Est. Cost/Share $24945.94 Unrealized @ Report Date —

ANF ABERCROM 0.0%

Value $472M Shares 10,429 Share Price $45258.41 * Est. Cost/Share $37.66 Unrealized @ Report Date 0.0%

— FOREST O 0.0%

Value $468M Shares 114,497 Share Price $4087.44 Est. Cost/Share $4087.44 Unrealized @ Report Date —

— STONE EN 0.0%

Value $465M Shares 500,000 Share Price $930.00 Est. Cost/Share $930.00 Unrealized @ Report Date —

— TOWERSTR 0.0%

Value $459M Shares 180,000 Share Price $2550.00 Est. Cost/Share $2550.00 Unrealized @ Report Date —

EARN ELLINGTO 0.0%

Value $446M Shares 25,000 Share Price $17840.00 Est. Cost/Share $17840.00 Unrealized @ Report Date —

MRSH MARSH & 0.0%

Value $445M Shares 11,154 Share Price $39896.00 * Est. Cost/Share $31.19 Unrealized @ Report Date 0.0%

DXJ WISDOMTR 0.0%

Value $430M Shares 200,000 Share Price $2150.00 Est. Cost/Share — Unrealized @ Report Date —

SSNC SS&C TEC 0.0%

Value $429M Shares 13,033 Share Price $32916.44 * Est. Cost/Share $15.56 Unrealized @ Report Date 0.0%

— UNITED S 0.0%

Value $428M Shares 22,588 Share Price $18948.11 Est. Cost/Share $18948.11 Unrealized @ Report Date —

— ACHILLIO 0.0%

Value $417M Shares 51,000 Share Price $8176.47 Est. Cost/Share $8176.47 Unrealized @ Report Date —

SWKS SKYWORKS 0.0%

Value $416M Shares 19,016 Share Price $21876.31 * Est. Cost/Share $17.70 Unrealized @ Report Date 0.0%

IMRSQ IMRIS IN 0.0%

Value $414M Shares 150,000 Share Price $2760.00 * Est. Cost/Share $2.75 Unrealized @ Report Date 0.0%

NKE NIKE INC 0.0%

Value $407M Shares 103,100 Share Price $3947.62 * Est. Cost/Share $26.53 Unrealized @ Report Date 0.0%

RVTY PERKINEL 0.0%

Value $397M Shares 12,212 Share Price $32509.01 * Est. Cost/Share $31.21 Unrealized @ Report Date 0.0%

— ANADIGIC 0.0%

Value $396M Shares 180,000 Share Price $2200.00 Est. Cost/Share $2200.00 Unrealized @ Report Date —

— KALOBIOS 0.0%

Value $393M Shares 69,379 Share Price $5664.54 Est. Cost/Share $5664.54 Unrealized @ Report Date —

IYR ISHARES 0.0%

Value $392M Shares 450,000 Share Price $871.11 Est. Cost/Share $66415.97 Unrealized @ Report Date —

— EQUINIX 0.0%

Value $388M Shares 78,600 Share Price $4936.39 Est. Cost/Share $184722.60 Unrealized @ Report Date —

— SYNERGY 0.0%

Value $366M Shares 50,000 Share Price $7320.00 Est. Cost/Share $7320.00 Unrealized @ Report Date —

— DYNAVAX 0.0%

Value $362M Shares 329,100 Share Price $1099.97 Est. Cost/Share $1099.97 Unrealized @ Report Date —

PEP PEPSICO 0.0%

Value $360M Shares 4,397 Share Price $81874.01 * Est. Cost/Share $56.00 Unrealized @ Report Date 0.0%

— ETFS PAL 0.0%

Value $349M Shares 5,400 Share Price $64629.63 Est. Cost/Share $64629.63 Unrealized @ Report Date —

AFG AMERICAN 0.0%

Value $346M Shares 7,076 Share Price $48897.68 * Est. Cost/Share $21.06 Unrealized @ Report Date 0.0%

— MAST THE 0.0%

Value $341M Shares 794,900 Share Price $428.98 Est. Cost/Share $428.98 Unrealized @ Report Date —

— CENVEO C 0.0%

Value $312M Shares 350,000 Share Price $891.43 Est. Cost/Share $891.43 Unrealized @ Report Date —

— GW PHARM 0.0%

Value $304M Shares 35,060 Share Price $8670.85 Est. Cost/Share $8670.85 Unrealized @ Report Date —

— MANNKIND 0.0%

Value $302M Shares 100,000 Share Price $3020.00 Est. Cost/Share — Unrealized @ Report Date —

CAT CATERPIL 0.0%

Value $300M Shares 115,000 Share Price $2608.70 * Est. Cost/Share $61.55 Unrealized @ Report Date 0.0%

— HORIZON 0.0%

Value $295M Shares 120,000 Share Price $2458.33 Est. Cost/Share $2458.33 Unrealized @ Report Date —

— MERITOR 0.0%

Value $279M Shares 39,600 Share Price $7045.45 Est. Cost/Share $7045.45 Unrealized @ Report Date —

— ANTHERA 0.0%

Value $278M Shares 600,000 Share Price $463.33 Est. Cost/Share $463.33 Unrealized @ Report Date —

— CUI GLOB 0.0%

Value $278M Shares 50,000 Share Price $5560.00 Est. Cost/Share $5560.00 Unrealized @ Report Date —

ACN ACCENTUR 0.0%

Value $243M Shares 30,000 Share Price $8100.00 * Est. Cost/Share $63.81 Unrealized @ Report Date 0.0%

CMA COMERICA 0.0%

Value $239M Shares 250,000 Share Price $956.00 Est. Cost/Share — Unrealized @ Report Date —

— CYTORI T 0.0%

Value $230M Shares 100,000 Share Price $2300.00 Est. Cost/Share $2300.00 Unrealized @ Report Date —

— DU PONT 0.0%

Value $220M Shares 352,800 Share Price $623.58 Est. Cost/Share — Unrealized @ Report Date —

— TETRAPHA 0.0%

Value $218M Shares 31,000 Share Price $7032.26 Est. Cost/Share $7032.26 Unrealized @ Report Date —

— EMERITUS 0.0%

Value $212M Shares 9,133 Share Price $23212.53 Est. Cost/Share $23212.53 Unrealized @ Report Date —

GM GENERAL 0.0%

Value $212M Shares 10,470 Share Price $20248.33 * Est. Cost/Share $23.62 Unrealized @ Report Date 0.0%

KMB KIMBERLY 0.0%

Value $205M Shares 300,000 Share Price $683.33 * Est. Cost/Share $63.06 Unrealized @ Report Date 0.0%

— GARDNER 0.0%

Value $202M Shares 196,100 Share Price $1030.09 Est. Cost/Share $75133.77 Unrealized @ Report Date —

TGT TARGET C 0.0%

Value $187M Shares 103,500 Share Price $1806.76 Est. Cost/Share — Unrealized @ Report Date —

— BARCLAYS 0.0%

Value $186M Shares 205,000 Share Price $907.32 Est. Cost/Share — Unrealized @ Report Date —

FHN FIRST HO 0.0%

Value $184M Shares 320,000 Share Price $575.00 Est. Cost/Share — Unrealized @ Report Date —

AXP AMERICAN 0.0%

Value $182M Shares 100,000 Share Price $1820.00 Est. Cost/Share — Unrealized @ Report Date —

— NORDSTRO 0.0%

Value $166M Shares 155,900 Share Price $1064.79 Est. Cost/Share — Unrealized @ Report Date —

— STARWOOD 0.0%

Value $152M Shares 50,000 Share Price $3040.00 Est. Cost/Share $63190.25 Unrealized @ Report Date —

— MILLENNI 0.0%

Value $147M Shares 16,851 Share Price $8723.52 Est. Cost/Share $8723.52 Unrealized @ Report Date —

SHW SHERWIN 0.0%

Value $146M Shares 26,500 Share Price $5509.43 Est. Cost/Share — Unrealized @ Report Date —

— XOMA COR 0.0%

Value $118M Shares 32,400 Share Price $3641.98 Est. Cost/Share $3641.98 Unrealized @ Report Date —

— SPDR SER 0.0%

Value $107M Shares 160,700 Share Price $665.84 Est. Cost/Share — Unrealized @ Report Date —

C CITIGROU 0.0%

Value $106M Shares 200,000 Share Price $530.00 * Est. Cost/Share $35.76 Unrealized @ Report Date 0.0%

KMB KIMBERLY 0.0%

Value $105M Shares 325,000 Share Price $323.08 * Est. Cost/Share $63.06 Unrealized @ Report Date 0.0%

— BED BATH 0.0%

Value $98M Shares 103,500 Share Price $946.86 Est. Cost/Share — Unrealized @ Report Date —

SCHW SCHWAB C 0.0%

Value $95M Shares 180,900 Share Price $525.15 * Est. Cost/Share $15.92 Unrealized @ Report Date 0.0%

LEN LENNAR C 0.0%

Value $93M Shares 225,000 Share Price $413.33 * Est. Cost/Share $34.18 Unrealized @ Report Date 0.0%

— RACKSPAC 0.0%

Value $91M Shares 25,000 Share Price $3640.00 Est. Cost/Share — Unrealized @ Report Date —

BK BANK NEW 0.0%

Value $90M Shares 125,000 Share Price $720.00 Est. Cost/Share — Unrealized @ Report Date —

— SAKS INC 0.0%

Value $88M Shares 500,000 Share Price $176.00 Est. Cost/Share — Unrealized @ Report Date —

— AMARIN C 0.0%

Value $79M Shares 151,100 Share Price $522.83 Est. Cost/Share $5800.00 Unrealized @ Report Date —

KBH KB HOME 0.0%

Value $77M Shares 30,000 Share Price $2566.67 Est. Cost/Share — Unrealized @ Report Date —

CTSH COGNIZAN 0.0%

Value $73M Shares 98,200 Share Price $743.38 Est. Cost/Share — Unrealized @ Report Date —

KO COCA COL 0.0%

Value $70M Shares 1,000,000 Share Price $70.00 * Est. Cost/Share $27.85 Unrealized @ Report Date 0.0%

HOLX HOLOGIC 0.0%

Value $64M Shares 75,000 Share Price $853.33 Est. Cost/Share — Unrealized @ Report Date —

XLU SELECT S 0.0%

Value $64M Shares 200,000 Share Price $320.00 Est. Cost/Share — Unrealized @ Report Date —

KRE SPDR SER 0.0%

Value $64M Shares 281,600 Share Price $227.27 Est. Cost/Share — Unrealized @ Report Date —

XLF SELECT S 0.0%

Value $63M Shares 300,000 Share Price $210.00 Est. Cost/Share $19444.98 Unrealized @ Report Date —

EEM ISHARES 0.0%

Value $61M Shares 450,800 Share Price $135.31 Est. Cost/Share — Unrealized @ Report Date —

— ANNALY C 0.0%

Value $57M Shares 343,100 Share Price $166.13 Est. Cost/Share — Unrealized @ Report Date —

MS MORGAN S 0.0%

Value $57M Shares 91,200 Share Price $625.00 * Est. Cost/Share $17.33 Unrealized @ Report Date 0.0%

— SOLAZYME 0.0%

Value $55M Shares 400,000 Share Price $137.50 Est. Cost/Share — Unrealized @ Report Date —

— BIOAMBER 0.0%

Value $54M Shares 100,000 Share Price $540.00 Est. Cost/Share $6800.00 Unrealized @ Report Date —

— PLURISTE 0.0%

Value $49M Shares 175,000 Share Price $280.00 Est. Cost/Share — Unrealized @ Report Date —

BBY BEST BUY 0.0%

Value $45M Shares 1,000,000 Share Price $45.00 * Est. Cost/Share $16.63 Unrealized @ Report Date 0.0%

— NOBLE CO 0.0%

Value $36M Shares 100,000 Share Price $360.00 Est. Cost/Share $37579.69 Unrealized @ Report Date —

IP INTL PAP 0.0%

Value $34M Shares 200,000 Share Price $170.00 * Est. Cost/Share $25.91 Unrealized @ Report Date 0.0%

TLT ISHARES 0.0%

Value $24M Shares 100,000 Share Price $240.00 Est. Cost/Share $110435.30 Unrealized @ Report Date —

CPB CAMPBELL 0.0%

Value $20M Shares 100,000 Share Price $200.00 Est. Cost/Share — Unrealized @ Report Date —

— MARKET V 0.0%

Value $20M Shares 90,000 Share Price $222.22 Est. Cost/Share — Unrealized @ Report Date —

TOL TOLL BRO 0.0%

Value $16M Shares 50,000 Share Price $320.00 * Est. Cost/Share $33.80 Unrealized @ Report Date 0.0%

PEP PEPSICO 0.0%

Value $16M Shares 100,000 Share Price $160.00 * Est. Cost/Share $56.00 Unrealized @ Report Date 0.0%

— CLEARWIR 0.0%

Value $15M Shares 300,000 Share Price $50.00 Est. Cost/Share — Unrealized @ Report Date —

— UNITED S 0.0%

Value $14M Shares 120,000 Share Price $116.67 Est. Cost/Share $18948.11 Unrealized @ Report Date —

XLB SELECT S 0.0%

Value $13M Shares 50,000 Share Price $260.00 Est. Cost/Share — Unrealized @ Report Date —

— BOISE IN 0.0%

Value $13M Shares 53,000 Share Price $245.28 Est. Cost/Share $8539.97 Unrealized @ Report Date —

XLE SELECT S 0.0%

Value $12M Shares 50,000 Share Price $240.00 Est. Cost/Share — Unrealized @ Report Date —

HAL HALLIBUR 0.0%

Value $12M Shares 50,000 Share Price $240.00 * Est. Cost/Share $33.21 Unrealized @ Report Date 0.0%

— BAKER HU 0.0%

Value $12M Shares 35,200 Share Price $340.91 Est. Cost/Share $46130.94 Unrealized @ Report Date —

IWM ISHARES 0.0%

Value $12M Shares 10,000 Share Price $1200.00 Est. Cost/Share — Unrealized @ Report Date —

GIS GENERAL 0.0%

Value $12M Shares 300,000 Share Price $40.00 Est. Cost/Share — Unrealized @ Report Date —

SRE SEMPRA E 0.0%

Value $12M Shares 50,000 Share Price $240.00 * Est. Cost/Share $27.60 Unrealized @ Report Date 0.0%

XME SPDR SER 0.0%

Value $10M Shares 40,000 Share Price $250.00 Est. Cost/Share — Unrealized @ Report Date —

HAL HALLIBUR 0.0%

Value $10M Shares 40,000 Share Price $250.00 * Est. Cost/Share $33.21 Unrealized @ Report Date 0.0%

— MARKET V 0.0%

Value $7M Shares 15,900 Share Price $440.25 Est. Cost/Share — Unrealized @ Report Date —

PTEN PATTERSO 0.0%

Value $5M Shares 50,000 Share Price $100.00 Est. Cost/Share — Unrealized @ Report Date —

KEP KOREA EL 0.0%

Value $3M Shares 38,200 Share Price $78.53 Est. Cost/Share — Unrealized @ Report Date —

— WISCONSI 0.0%

Value $3M Shares 14,000 Share Price $214.29 Est. Cost/Share — Unrealized @ Report Date —

— CHESAPEA 0.0%

Value $3M Shares 30,000 Share Price $100.00 Est. Cost/Share — Unrealized @ Report Date —

— IRON MTN 0.0%

Value $2M Shares 40,000 Share Price $50.00 Est. Cost/Share — Unrealized @ Report Date —

EIX EDISON I 0.0%

Value $2M Shares 100,000 Share Price $20.00 Est. Cost/Share — Unrealized @ Report Date —

FE FIRSTENE 0.0%

Value $2M Shares 100,000 Share Price $20.00 Est. Cost/Share — Unrealized @ Report Date —

SLB SCHLUMBE 0.0%

Value $2M Shares 12,800 Share Price $156.25 * Est. Cost/Share $52.90 Unrealized @ Report Date 0.0%

EWZ ISHARES 0.0%

Value $1M Shares 59,700 Share Price $16.75 Est. Cost/Share — Unrealized @ Report Date —

— HALCON R 0.0%

Value $0 Shares 15,700 Share Price $0.00 Est. Cost/Share $5670.96 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
PFE	PFIZER I	5,947,891	$166.6B	3.1%	$28010.10 *	$16.46	0.0%	COM	717081103
—	TERADYNE	35,000,000	$112.9B	2.1%	$3224.71	$3224.71	—	NOTE4	880770AE2
—	GILEAD S	45,150,000	$102.5B	1.9%	$2269.21	$2269.21	—	NOTE1	375558AN3
—	LIFE TEC	1,270,105	$94B	1.8%	$74009.63	$74009.63	—	COM	53217V10
—	MYLAN IN	35,000,000	$82.97B	1.6%	$2370.66	$2370.66	—	NOTE3	628530AJ6
—	GILEAD S	32,925,000	$74.61B	1.4%	$2266.09	$2266.09	—	NOTE1	375558AP8
MDLZ	MONDELEZ	2,570,001	$73.32B	1.4%	$28529.95 *	$23.16	0.0%	CLA	609207105
EL	LAUDER E	971,881	$63.92B	1.2%	$65770.40 *	$58.22	0.0%	CLA	518439104
KO	COCA COL	1,587,690	$63.68B	1.2%	$40109.85 *	$27.85	0.0%	COM	191216100
—	GARDNER	803,005	$60.37B	1.1%	$75180.10	$75133.77	—	COM	365558105
—	BMC SOFT	1,299,351	$58.65B	1.1%	$45140.23	$45140.23	—	COM	55921100
—	UAL CORP	15,500,000	$56.66B	1.1%	$3655.55	$3655.55	—	NOTE6	902549AJ3
—	SMITHFIE	1,685,070	$55.19B	1.0%	$32749.97	$32749.97	—	COM	83224810
—	AVON PRO	2,595,998	$54.59B	1.0%	$21030.06	$21030.06	—	COM	054303102
—	ASHLAND	644,289	$53.8B	1.0%	$83499.80	$83499.80	—	COM	044209104
WMT	WAL-MART	695,842	$51.83B	1.0%	$74489.61 *	$19.98	0.0%	COM	931142103
—	OMNICARE	27,875,000	$51.75B	1.0%	$1856.47	$1856.47	—	NOTE3	681904AN8
AAP	ADVANCE	628,752	$51.04B	1.0%	$81170.32 *	$72.11	0.0%	COM	00751Y106
HD	HOME DEP	652,607	$50.56B	0.9%	$77469.29 *	$56.05	0.0%	COM	437076102
—	NOBLE CO	1,280,745	$48.13B	0.9%	$37579.69	$37579.69	—	NAMEN	H5833N103
PM	PHILIP M	555,000	$48.07B	0.9%	$86619.82 *	$49.85	0.0%	COM	718172109
—	FOOT LOC	1,363,892	$47.91B	0.9%	$35130.35	$35130.35	—	COM	344849104
HUM	HUMANA I	559,838	$47.24B	0.9%	$84379.77 *	$71.14	0.0%	COM	444859102
—	NIELSEN	1,371,069	$46.05B	0.9%	$33589.85	$33589.85	—	COM	N63218106
MSFT	MICROSOF	1,321,186	$45.62B	0.9%	$34530.34 *	$26.70	0.0%	COM	594918104
—	SPRINT N	6,304,246	$44.26B	0.8%	$7020.03	$5670.04	—	COMSE	852061100
—	CHESAPEA	43,971,000	$44.14B	0.8%	$1003.78	$1003.78	—	NOTE2	165167BW6
—	VERISIGN	31,000,000	$43.59B	0.8%	$1406.23	$1406.23	—	SDCV3	92343EAD4
PG	PROCTER	560,981	$43.19B	0.8%	$76990.13 *	$55.00	0.0%	COM	742718109
NKE	NIKE INC	661,384	$42.12B	0.8%	$63680.10 *	$26.53	0.0%	CLB	654106103
NWL	NEWELL R	1,573,285	$41.3B	0.8%	$26250.17 *	$16.79	0.0%	COM	651229106
MAA	MID-AMER	597,339	$40.48B	0.8%	$67770.56 *	$43.70	0.0%	COM	59522J103
PFE	PFIZER I	5,751,500	$39.97B	0.7%	$6950.01 *	$16.46	0.0%	PUT	717081103
—	COCA COL	1,134,137	$39.88B	0.7%	$35159.77	$35159.77	—	COM	19122T109
ADM	ARCHER D	1,155,044	$39.17B	0.7%	$33910.40 *	$23.37	0.0%	COM	039483102
COST	COSTCO W	352,264	$38.95B	0.7%	$110570.48 *	$86.56	0.0%	COM	22160K105
—	GENERAL	1,897,428	$37.7B	0.7%	$19870.06	$19870.06	—	COM	370023103
VTR	VENTAS I	527,064	$36.61B	0.7%	$69460.26 *	$49.18	0.0%	COM	92276F100
CAG	CONAGRA	1,007,501	$35.19B	0.7%	$34929.99 *	$17.69	0.0%	COM	205887102
RLJ	RLJ LODG	1,561,323	$35.11B	0.7%	$22489.90	$22489.90	—	COM	74965L101
—	DELL INC	2,600,000	$34.71B	0.7%	$13350.00	$13350.00	—	COM	24702R101
META	FACEBOOK	1,369,950	$34.06B	0.6%	$24860.03 *	$25.44	0.0%	CLA	30303M102
—	WESCO IN	13,500,000	$33.22B	0.6%	$2460.52	$2460.52	—	DBCV6	95082PAH8
ADBE	ADOBE SY	710,802	$32.38B	0.6%	$45559.80 *	$44.30	0.0%	COM	00724F101
—	PENNSYLV	1,651,004	$31.17B	0.6%	$18880.03	$18880.03	—	SHBEN	709102107
—	U S AIRW	1,887,220	$30.99B	0.6%	$16419.92	$16419.92	—	COM	90341W108
ELS	EQUITY L	383,724	$30.16B	0.6%	$78590.34	$78590.34	—	COM	29472R108
CPT	CAMDEN P	421,650	$29.15B	0.5%	$69140.28 *	$42.93	0.0%	SHBEN	133131102
RL	RALPH LA	162,538	$28.24B	0.5%	$173737.83 *	$138.80	0.0%	CLA	751212101
—	BOISE IN	3,302,939	$28.21B	0.5%	$8539.97	$8539.97	—	COM	09746Y105
—	MGM RESO	25,000,000	$27.95B	0.5%	$1117.92	$1117.92	—	NOTE4	55303QAE0
—	MCGRAW H	509,440	$27.1B	0.5%	$53189.78	$53189.78	—	COM	580645109
—	ACTIVISI	1,869,684	$26.66B	0.5%	$14260.16	$14260.16	—	COM	00507V109
—	BEAZER H	913,100	$26.47B	0.5%	$28984.78	$28984.78	—	UNIT9	07556Q709
—	NAVISTAR	27,000,000	$26.2B	0.5%	$970.26	$970.26	—	NOTE3	63934EAL2
—	GOOGLE I	29,319	$25.81B	0.5%	$880384.73	$880384.75	—	CLA	38259P508
—	DEAN FOO	2,552,554	$25.58B	0.5%	$10020.16	$10020.16	—	COM	242370104
COF	CAPITAL	401,254	$25.2B	0.5%	$62810.59 *	$47.00	0.0%	COM	14040H105
KRC	KILROY R	468,300	$24.82B	0.5%	$53010.89	$53010.89	—	COM	49427F108
—	SBA COMM	10,000,000	$24.58B	0.5%	$2458.30	$2458.30	—	NOTE4	78388JAM8
SLB	SCHLUMBE	339,326	$24.32B	0.5%	$71659.70 *	$52.90	0.0%	COM	806857108
—	MICROCHI	16,000,000	$23.24B	0.4%	$1452.31	$1452.31	—	SDCV2	595017AB0
—	DEVELOPE	19,850,000	$23.23B	0.4%	$1170.23	$1170.23	—	NOTE1	251591AX1
—	COBALT I	21,300,000	$22.6B	0.4%	$1061.08	$1061.08	—	NOTE2	19075FAA4
POST	POST HLD	516,943	$22.57B	0.4%	$43660.52 *	$28.77	0.0%	COM	737446104
JPM	JPMORGAN	423,747	$22.37B	0.4%	$52790.93 *	$36.24	0.0%	COM	46625H100
KMB	KIMBERLY	229,645	$22.31B	0.4%	$97141.24 *	$63.06	0.0%	COM	494368103
—	TELEFLEX	16,200,000	$21.92B	0.4%	$1352.96	$1352.96	—	NOTE3	879369AA4
XLF	SELECT S	1,115,352	$21.69B	0.4%	$19444.98	$19444.98	—	SBIIN	81369Y605
PCG	PG&E COR	463,353	$21.19B	0.4%	$45729.71 *	$38.88	0.0%	COM	69331C108
—	DCT INDU	2,950,995	$21.1B	0.4%	$7150.13	$7150.13	—	COM	233153105
—	POST PPT	421,677	$20.87B	0.4%	$49490.49	$49490.49	—	COM	737464107
GME	GAMESTOP	486,700	$20.46B	0.4%	$42030.00 *	$6.27	0.0%	CLA	36467W109
—	EQUINIX	110,647	$20.44B	0.4%	$184722.59	$184722.60	—	COMNE	29444U502
—	ONYX PHA	8,850,000	$20.23B	0.4%	$2285.42	$2285.42	—	NOTE4	683399AB5
MYGN	MYRIAD G	750,000	$20.15B	0.4%	$26869.33 *	$28.98	0.0%	COM	62855J104
—	NATIONAL	291,137	$20.06B	0.4%	$68898.83	$68898.84	—	COM	637071101
—	FEDERAL	190,909	$19.79B	0.4%	$103677.67	$103677.67	—	SHBEN	313747206
—	YAHOO IN	786,805	$19.76B	0.4%	$25110.41	$25110.41	—	COM	984332106
SCHW	SCHWAB C	922,000	$19.57B	0.4%	$21229.93 *	$15.92	0.0%	COM	808513105
—	HOSPIRA	503,167	$19.28B	0.4%	$38309.35	$38309.35	—	COM	441060100
—	BAKER HU	410,397	$18.93B	0.4%	$46130.94	$46130.94	—	COM	057224107
—	PENNEY J	1,086,174	$18.55B	0.3%	$17080.14	$17080.14	—	COM	708160106
—	HOME PRO	281,100	$18.38B	0.3%	$65371.75	$65371.75	—	COM	437306103
—	SOVRAN S	281,135	$18.21B	0.3%	$64790.94	$64790.94	—	COM	84610H108
—	SNYDERS-	636,670	$18.09B	0.3%	$28410.32	$28410.32	—	COM	833551104
—	PHH CORP	10,000,000	$18B	0.3%	$1800.20	$1800.20	—	NOTE6	693320AQ6
C	CITIGROU	374,201	$17.95B	0.3%	$47968.87 *	$35.76	0.0%	COMNE	172967424
—	HILLSHIR	530,000	$17.53B	0.3%	$33079.25	$33079.25	—	COM	432589109
—	WEINGART	562,321	$17.3B	0.3%	$30770.68	$30770.68	—	SHBEN	948741103
IP	INTL PAP	387,806	$17.18B	0.3%	$44310.82 *	$25.91	0.0%	COM	460146103
—	MONSANTO	173,705	$17.16B	0.3%	$98799.69	$98799.69	—	COM	61166W101
—	EQUINIX	7,500,000	$17.01B	0.3%	$2267.87	$2267.87	—	NOTE4	29444UAH9
—	COLONIAL	702,773	$16.95B	0.3%	$24120.16	$24120.16	—	COMSH	195872106
—	HEWLETT	674,805	$16.73B	0.3%	$24799.76	$24799.76	—	COM	428236103
—	MATTRESS	413,334	$16.66B	0.3%	$40299.13	$40299.13	—	COM	57722W106
—	HOWARD H	147,598	$16.54B	0.3%	$112088.24	$112088.24	—	COM	44267D107
D	DOMINION	286,510	$16.28B	0.3%	$56818.26 *	$34.53	0.0%	COM	25746U109
CVS	CVS CARE	280,878	$16.06B	0.3%	$57181.41 *	$41.44	0.0%	COM	126650100
—	WHITEWAV	1,055,295	$16.04B	0.3%	$15199.54	$15199.54	—	COMCL	966244204
—	UNITED T	11,000,000	$16.01B	0.3%	$1455.09	$1455.09	—	NOTE1	91307CAF9
—	FAMILY D	256,245	$15.97B	0.3%	$62311.46	$62311.46	—	COM	307000109
—	WHITEWAV	980,133	$15.93B	0.3%	$16249.84	$16249.84	—	COMCL	966244105
—	TAUBMAN	210,824	$15.84B	0.3%	$75147.99	$75147.99	—	COM	876664103
EGP	EASTGROU	281,109	$15.82B	0.3%	$56269.99	$56269.99	—	COM	277276101
—	HUDSON P	730,782	$15.55B	0.3%	$21279.94	$21279.94	—	COM	444097109
LNT	ALLIANT	307,680	$15.51B	0.3%	$50419.27 *	$16.89	0.0%	COM	018802108
—	THOMPSON	942,833	$15.45B	0.3%	$16381.48	$16381.48	—	UNIT9	884768300
—	SBA COMM	202,915	$15.04B	0.3%	$74119.71	$74119.70	—	COM	78388J106
—	SL GREEN	168,658	$14.87B	0.3%	$88190.30	$88190.30	—	COM	78440X101
OFG	OFG BANC	803,297	$14.55B	0.3%	$18110.36 *	$16.55	0.0%	COM	67103X102
URI	UNITED R	290,901	$14.52B	0.3%	$49910.45 *	$51.55	0.0%	COM	911363109
—	MICRON T	12,500,000	$14.23B	0.3%	$1138.32	$1138.32	—	NOTE1	595112AH6
—	BIOMED R	702,773	$14.22B	0.3%	$20229.86	$20229.86	—	COM	09063H107
—	STARWOOD	221,569	$14B	0.3%	$63190.25	$63190.25	—	COM	85590A401
RWT	REDWOOD	821,294	$13.96B	0.3%	$17000.00	$17000.00	—	COM	758075402
—	GENCORP	7,500,000	$13.9B	0.3%	$1853.87	$1853.87	—	SDCV4	368682AN0
—	VOLCANO	15,000,000	$13.74B	0.3%	$916.07	$916.07	—	NOTE1	928645AB6
—	PRAXAIR	119,002	$13.7B	0.3%	$115157.73	$115157.73	—	COM	74005P104
—	HCP INC	298,573	$13.57B	0.3%	$45439.47	$45439.47	—	COM	40414L109
—	WESTAR E	406,882	$13B	0.2%	$31960.13	$31960.13	—	COM	95709T100
—	EQUINIX	7,700,000	$12.96B	0.2%	$1683.38	$1683.38	—	NOTE3	29444UAG1
AAT	AMERICAN	419,335	$12.94B	0.2%	$30860.77	$30860.77	—	COM	024013104
—	LUCENT T	13,370,000	$12.94B	0.2%	$967.46	$967.46	—	DBCV2	549463AG2
EMR	EMERSON	236,626	$12.91B	0.2%	$54541.77 *	$40.02	0.0%	COM	291011104
—	DOMINION	250,000	$12.51B	0.2%	$50040.00	$50040.00	—	UNIT0	25746U703
—	D R HORT	7,500,000	$12.46B	0.2%	$1662.00	$1662.00	—	NOTE2	23331ABB4
PENN	PENN NAT	231,221	$12.22B	0.2%	$52858.52 *	$12.65	0.0%	COM	707569109
—	JOY GLOB	251,007	$12.18B	0.2%	$48528.53	$48528.53	—	COM	481165108
AEE	AMEREN C	350,002	$12.05B	0.2%	$34439.80 *	$23.26	0.0%	COM	023608102
EXR	EXTRA SP	287,373	$12.05B	0.2%	$41931.57 *	$26.60	0.0%	COM	30225T102
LEN	LENNAR C	331,429	$11.95B	0.2%	$36040.90 *	$34.18	0.0%	CLA	526057104
—	PARKWAY	702,773	$11.78B	0.2%	$16759.32	$16759.32	—	COM	70159Q104
NRG	NRG ENER	441,018	$11.78B	0.2%	$26699.59 *	$20.46	0.0%	COMNE	629377508
HSY	HERSHEY	131,500	$11.74B	0.2%	$89277.57 *	$65.69	0.0%	COM	427866108
—	INTERXIO	447,518	$11.69B	0.2%	$26130.79	$26130.79	—	SHS	N47279109
—	WALTER I	11,500,000	$11.64B	0.2%	$1011.91	$1011.91	—	NOTE4	93317WAA0
CMS	CMS ENER	424,161	$11.52B	0.2%	$27168.93 *	$19.06	0.0%	COM	125896100
MS	MORGAN S	467,315	$11.42B	0.2%	$24431.06 *	$17.33	0.0%	COMNE	617446448
NEE	NEXTERA	140,001	$11.41B	0.2%	$81477.99 *	$14.15	0.0%	COM	65339F101
—	SANDISK	8,500,000	$11.39B	0.2%	$1340.35	$1340.35	—	NOTE1	80004CAD3
—	ROWAN CO	333,802	$11.37B	0.2%	$34071.10	$34071.10	—	SHSCL	G7665A101
RHP	RYMAN HO	290,000	$11.31B	0.2%	$39010.34	$39010.34	—	COM	78377T107
NBHC	NATIONAL	572,672	$11.28B	0.2%	$19700.63 *	$14.46	0.0%	CLA	633707104
—	MAIDEN H	998,461	$11.2B	0.2%	$11220.27	$11220.27	—	SHS	G5753U112
—	HESS COR	168,145	$11.18B	0.2%	$66490.23	$66490.23	—	COM	42809H107
EOG	EOG RES	84,000	$11.06B	0.2%	$131678.57 *	$46.52	0.0%	COM	26875P101
—	M D C HL	336,267	$10.93B	0.2%	$32509.88	$32509.88	—	COM	552676108
CDP	CORPORAT	421,676	$10.75B	0.2%	$25500.62	$25500.62	—	SHBEN	22002T108
—	AUXILIUM	11,000,000	$10.63B	0.2%	$966.09	$966.09	—	NOTE1	05334DAA5
—	EXELIXIS	11,000,000	$10.57B	0.2%	$961.27	$961.27	—	NOTE4	30161QAC8
SON	SONOCO P	301,580	$10.43B	0.2%	$34571.26 *	$22.97	0.0%	COM	835495102
—	CANADIAN	84,281	$10.23B	0.2%	$121379.67	$121379.67	—	COM	13645T100
USB	US BANCO	281,898	$10.19B	0.2%	$36151.37 *	$22.41	0.0%	COMNE	902973304
ZION	ZIONS BA	349,902	$10.11B	0.2%	$28879.51 *	$26.15	0.0%	COM	989701107
GM	GENERAL	303,300	$10.1B	0.2%	$33310.25 *	$23.62	0.0%	COM	37045V100
HLF	HERBALIF	223,660	$10.1B	0.2%	$45139.94 *	$20.94	0.0%	COMUS	G4412G101
—	HORNBECK	188,600	$10.09B	0.2%	$53499.47	$53499.47	—	COM	440543106
—	ROYAL GO	11,000,000	$10.08B	0.2%	$916.18	$916.18	—	NOTE2	780287AA6
TOL	TOLL BRO	303,277	$9.896B	0.2%	$32630.24 *	$33.80	0.0%	COM	889478103
—	DOMINION	195,000	$9.768B	0.2%	$50092.31	$50092.31	—	UNIT0	25746U885
PPG	PPG INDS	66,453	$9.729B	0.2%	$146404.23 *	$59.61	0.0%	COM	693506107
—	ENSCO PL	162,015	$9.416B	0.2%	$58118.08	$58118.07	—	SHSCL	G3157S106
—	XPO LOGI	7,600,000	$9.399B	0.2%	$1236.71	$1236.71	—	NOTE4	983793AA8
TLT	ISHARES	85,000	$9.387B	0.2%	$110435.29	$110435.30	—	BARCL	464287432
CAT	CATERPIL	113,568	$9.368B	0.2%	$82488.02 *	$61.55	0.0%	COM	149123101
—	MEADOWBR	1,156,567	$9.287B	0.2%	$8029.80	$8029.80	—	COM	58319P108
—	DOW CHEM	287,003	$9.233B	0.2%	$32170.40	$32170.40	—	COM	260543103
EVR	EVERCORE	232,643	$9.138B	0.2%	$39279.07 *	$29.51	0.0%	CLASS	29977A105
—	ANNALY C	9,000,000	$9.078B	0.2%	$1008.67	$1008.67	—	NOTE5	035710AB8
GT	GOODYEAR	592,827	$9.064B	0.2%	$15289.45 *	$13.66	0.0%	COM	382550101
—	MENTOR G	7,500,000	$9.057B	0.2%	$1207.60	$1207.60	—	SDCV4	587200AK2
PVH	PVH CORP	72,408	$9.055B	0.2%	$125055.24 *	$112.68	0.0%	COM	693656100
JBHT	HUNT J B	125,322	$9.053B	0.2%	$72237.92 *	$64.12	0.0%	COM	445658107
FRCB	FIRST RE	235,018	$9.043B	0.2%	$38477.90 *	$35.36	0.0%	COM	33616C100
—	FIRST MI	658,235	$9.031B	0.2%	$13720.02	$13720.02	—	COM	320867104
—	RYLAND G	10,000,000	$9.005B	0.2%	$900.50	$900.50	—	NOTE0	783764AS2
PNW	PINNACLE	162,141	$8.994B	0.2%	$55470.24 *	$35.40	0.0%	COM	723484101
—	CAPITAL	470,428	$8.933B	0.2%	$18989.09	$18989.09	—	CLACO	139794101
CLDT	CHATHAM	512,321	$8.802B	0.2%	$17180.63	$17180.63	—	COM	16208T102
—	INTERMUN	10,540,000	$8.66B	0.2%	$821.63	$821.63	—	NOTE2	45884XAE3
DUK	DUKE ENE	127,050	$8.576B	0.2%	$67500.98 *	$41.83	0.0%	COMNE	26441C204
DLR	DIGITAL	140,548	$8.573B	0.2%	$60996.95 *	$39.68	0.0%	COM	253868103
—	NORTHSTA	939,073	$8.546B	0.2%	$9100.46	$9100.46	—	COM	66704R100
FDX	FEDEX CO	84,001	$8.281B	0.2%	$98582.16 *	$81.95	0.0%	COM	31428X106
—	RETAIL O	588,722	$8.183B	0.2%	$13899.60	$13899.60	—	COM	76131N101
SBNY	SIGNATUR	98,531	$8.18B	0.2%	$83019.56	$83019.55	—	COM	82669G104
—	TOWER GR	388,474	$7.968B	0.1%	$20511.03	$20511.03	—	COM	G8988C105
—	WARNER C	400,000	$7.952B	0.1%	$19880.00	$19880.00	—	SHSA	G9436810
—	BARRICK	503,000	$7.917B	0.1%	$15739.56	$15739.56	—	COM	067901108
BBY	BEST BUY	289,645	$7.916B	0.1%	$27330.01 *	$16.63	0.0%	COM	086516101
BIIB	BIOGEN I	36,000	$7.747B	0.1%	$215194.44 *	$213.68	0.0%	COM	09062X103
KSS	KOHLS CO	150,525	$7.603B	0.1%	$50509.88 *	$49.51	0.0%	COM	500255104
GILD	GILEAD S	148,000	$7.579B	0.1%	$51209.46 *	$36.21	0.0%	COM	375558103
—	CIGNA CO	103,583	$7.509B	0.1%	$72492.59	$72492.59	—	COM	125509109
TECK	TECK RES	350,002	$7.48B	0.1%	$21371.31 *	$25.96	0.0%	CLB	878742204
DIS	DISNEY W	116,998	$7.388B	0.1%	$63146.38 *	$56.11	0.0%	COMDI	254687106
—	RAMCO-GE	468,517	$7.276B	0.1%	$15529.85	$15529.85	—	COMSH	751452202
SRE	SEMPRA E	87,456	$7.15B	0.1%	$81755.40 *	$27.60	0.0%	COM	816851109
—	ARCHER D	7,000,000	$7.079B	0.1%	$1011.29	$1011.29	—	NOTE0	039483AW2
DE	DEERE &	86,476	$7.026B	0.1%	$81247.98 *	$68.04	0.0%	COM	244199105
AWK	AMERICAN	169,401	$6.984B	0.1%	$41227.62 *	$31.82	0.0%	COM	030420103
—	APARTMEN	231,653	$6.959B	0.1%	$30040.62	$30040.62	—	CLA	03748R101
RS	RELIANCE	105,933	$6.945B	0.1%	$65560.31 *	$66.25	0.0%	COM	759509102
LTC	LTC PPTY	177,338	$6.925B	0.1%	$39049.72	$39049.72	—	COM	502175102
—	WEATHERF	500,000	$6.85B	0.1%	$13700.00	$13700.00	—	REGSH	H27013103
MAR	MARRIOTT	166,917	$6.738B	0.1%	$40367.37 *	$36.65	0.0%	CLA	571903202
—	KCAP FIN	590,690	$6.651B	0.1%	$11259.71	$11259.71	—	COM	48668E101
—	STANDARD	775,762	$6.462B	0.1%	$8329.87	$8329.87	—	COM	85375C101
PSA	PUBLIC S	41,922	$6.428B	0.1%	$153332.38 *	$97.16	0.0%	COM	74460D109
—	LEVEL 3	5,500,000	$6.386B	0.1%	$1161.09	$1161.09	—	NOTE7	52729NBP4
—	TRIANGLE	231,311	$6.363B	0.1%	$27508.42	$27508.42	—	COM	895848109
AMGN	AMGEN IN	64,000	$6.314B	0.1%	$98656.25 *	$73.34	0.0%	COM	031162100
—	UNS ENER	139,622	$6.245B	0.1%	$44727.91	$44727.91	—	COM	903119105
—	FMC TECH	110,843	$6.172B	0.1%	$55682.36	$55682.36	—	COM	30249U101
TMO	THERMO F	72,000	$6.093B	0.1%	$84625.00 *	$79.76	0.0%	COM	883556102
—	GREAT PL	269,155	$6.067B	0.1%	$22540.92	$22540.92	—	COM	391164100
—	CROWN CA	82,833	$5.996B	0.1%	$72386.61	$72386.61	—	COM	228227104
DHI	D R HORT	281,100	$5.982B	0.1%	$21280.68 *	$21.23	0.0%	COM	23331A109
—	RTI INTL	6,250,000	$5.909B	0.1%	$945.44	$945.44	—	NOTE1	74973WAB3
—	INDEPEND	193,990	$5.897B	0.1%	$30398.47	$30398.47	—	COM	45384B106
—	INTEGRA	6,000,000	$5.864B	0.1%	$977.33	$977.33	—	NOTE1	457985AK5
ZTS	ZOETIS I	188,003	$5.807B	0.1%	$30887.80 *	$29.32	0.0%	CLA	98978V103
VALE	VALE S A	441,001	$5.799B	0.1%	$13149.63	$13149.63	—	ADR	91912E105
HTGC	HERCULES	409,970	$5.715B	0.1%	$13940.04 *	$13.02	0.0%	COM	427096508
—	FIRST NB	229,129	$5.591B	0.1%	$24401.10	$24401.10	—	COM	32115D106
CE	CELANESE	123,752	$5.544B	0.1%	$44799.28 *	$37.17	0.0%	COMSE	150870103
—	VODAFONE	191,801	$5.512B	0.1%	$28738.12	$28738.12	—	SPONS	92857W209
—	APOLLO G	310,958	$5.51B	0.1%	$17719.43	$17719.44	—	CLA	037604105
—	GT ADVAN	6,300,000	$5.472B	0.1%	$868.57	$868.57	—	NOTE3	36191UAA4
—	MYLAN IN	176,000	$5.461B	0.1%	$31028.41	$31028.41	—	COM	628530107
—	CEDAR RE	1,054,160	$5.461B	0.1%	$5180.43	$5180.43	—	COMNE	150602209
HIW	HIGHWOOD	150,000	$5.342B	0.1%	$35613.33	$35613.33	—	COM	431284108
FRME	FIRST ME	309,987	$5.316B	0.1%	$17149.11 *	$11.60	0.0%	COM	320817109
—	LAKELAND	500,600	$5.221B	0.1%	$10429.48	$10429.48	—	COM	511637100
—	CORNERST	118,000	$5.108B	0.1%	$43288.14	$43288.14	—	COM	21925Y103
—	CELGENE	43,000	$5.027B	0.1%	$116906.98	$116906.98	—	COM	151020104
—	HERSHA H	887,746	$5.007B	0.1%	$5640.13	$5640.13	—	SHBEN	427825104
—	CIMAREX	76,460	$4.969B	0.1%	$64988.23	$64988.23	—	COM	171798101
—	AFFYMETR	5,000,000	$4.931B	0.1%	$986.20	$986.20	—	NOTE4	00826TAH1
VZ	VERIZON	97,499	$4.908B	0.1%	$50338.98 *	$27.04	0.0%	COM	92343V104
—	SAFEGUAR	303,598	$4.873B	0.1%	$16050.83	$16050.83	—	COMNE	786449207
MRK	MERCK &	104,100	$4.835B	0.1%	$46445.73 *	$30.02	0.0%	COM	58933Y105
—	CHIMERA	1,607,554	$4.823B	0.1%	$3000.21	$3000.21	—	COM	16934Q109
NOK	NOKIA CO	1,280,000	$4.787B	0.1%	$3739.84	$3739.84	—	SPONS	654902204
BMY	BRISTOL	107,000	$4.782B	0.1%	$44691.59 *	$28.67	0.0%	COM	110122108
—	DOLE FOO	374,944	$4.781B	0.1%	$12751.24	$12751.24	—	COM	25660310
AMT	AMERICAN	65,001	$4.756B	0.1%	$73168.11 *	$59.51	0.0%	COM	03027X100
CMC	COMMERCI	320,433	$4.733B	0.1%	$14770.64 *	$11.15	0.0%	COM	201723103
EXAS	EXACT SC	330,000	$4.591B	0.1%	$13912.12 *	$10.86	0.0%	COM	30063P105
—	MGIC INV	4,500,000	$4.581B	0.1%	$1018.00	$1018.00	—	NOTE5	552848AD5
ILMN	ILLUMINA	61,000	$4.565B	0.1%	$74836.07 *	$64.01	0.0%	COM	452327109
INCY	INCYTE C	206,000	$4.532B	0.1%	$22000.00 *	$21.85	0.0%	COM	45337C102
—	MEDLEY C	329,529	$4.475B	0.1%	$13579.99	$13579.99	—	COM	58503F106
—	DISH NET	104,998	$4.465B	0.1%	$42524.62	$42524.62	—	CLA	25470M109
AVB	AVALONBA	32,332	$4.362B	0.1%	$134912.78 *	$87.72	0.0%	COM	053484101
A	AGILENT	101,000	$4.319B	0.1%	$42762.38 *	$27.97	0.0%	COM	00846U101
—	CAPITAL	178,863	$4.275B	0.1%	$23900.97	$23900.97	—	COM	140475104
—	EXPRESS	67,000	$4.133B	0.1%	$61686.57	$61686.57	—	COM	30219G108
DAN	DANA HLD	209,627	$4.037B	0.1%	$19258.02 *	$14.00	0.0%	COM	235825205
—	ASHFORD	351,377	$4.023B	0.1%	$11449.24	$11449.24	—	COMSH	044103109
—	MICRON T	3,000,000	$4.01B	0.1%	$1336.67	$1336.67	—	DEBT1	595112AK9
—	HERTZ GL	157,700	$3.911B	0.1%	$24800.25	$24800.25	—	COM	42805T105
—	SPRINT N	1,328,100	$3.9B	0.1%	$2936.53	$5670.04	—	PUT	852061100
NVR	NVR INC	4,160	$3.836B	0.1%	$922115.38 *	$993.91	0.0%	COM	62944T105
UCB	UNITED C	307,766	$3.822B	0.1%	$12418.53 *	$11.35	0.0%	COM	90984P303
KEY	KEYCORP	346,195	$3.822B	0.1%	$11040.02 *	$6.48	0.0%	COM	493267108
—	SVB FINL	45,507	$3.792B	0.1%	$83327.84	$83327.84	—	COM	78486Q101
PBF	PBF ENER	146,355	$3.791B	0.1%	$25902.77 *	$29.73	0.0%	CLA	69318G106
—	ACTAVIS	29,000	$3.66B	0.1%	$126206.90	$126206.90	—	COM	00507K103
HCA	HCA HOLD	101,000	$3.642B	0.1%	$36059.41 *	$35.96	0.0%	COM	40412C101
—	ACCURAY	3,700,000	$3.566B	0.1%	$963.78	$963.78	—	NOTE3	004397AB1
—	AIRTRAN	2,500,000	$3.541B	0.1%	$1416.40	$1416.40	—	NOTE5	00949PAD0
MMM	3M CO	31,975	$3.496B	0.1%	$109335.42 *	$61.26	0.0%	COM	88579Y101
—	ONYX PHA	40,000	$3.473B	0.1%	$86825.00	$86825.00	—	COM	683399109
—	ON SEMIC	3,000,000	$3.427B	0.1%	$1142.33	$1142.33	—	NOTE2	682189AH8
CF	CF INDS	19,646	$3.369B	0.1%	$171485.29 *	$26.73	0.0%	COM	125269100
—	CABLEVIS	194,998	$3.28B	0.1%	$16820.69	$16820.69	—	CLANY	12686C109
—	DELEK US	113,756	$3.274B	0.1%	$28780.90	$28780.90	—	COM	246647101
MOH	MOLINA H	87,000	$3.235B	0.1%	$37183.91 *	$35.32	0.0%	COM	60855R100
—	ITC HLDG	34,999	$3.195B	0.1%	$91288.32	$91288.32	—	COM	465685105
SKT	TANGER F	95,275	$3.188B	0.1%	$33461.03	$33461.04	—	COM	875465106
—	AMERICAN	202,397	$3.178B	0.1%	$15701.81	$15701.81	—	COM	025676206
FANG	DIAMONDB	95,135	$3.17B	0.1%	$33321.07 *	$23.41	0.0%	COM	25278X109
NSC	NORFOLK	42,822	$3.111B	0.1%	$72649.57 *	$57.67	0.0%	COM	655844108
CSCO	CISCO SY	125,000	$3.039B	0.1%	$24312.00 *	$15.24	0.0%	COM	17275R102
XLI	SELECT S	71,000	$3.027B	0.1%	$42633.80	$42633.81	—	SBIIN	81369Y704
—	BGC PART	2,900,000	$3.005B	0.1%	$1036.21	$1036.21	—	NOTE4	05541TAD3
—	DEALERTR	2,500,000	$2.866B	0.1%	$1146.40	$1146.40	—	NOTE1	242309AB8
—	WELLPOIN	35,000	$2.864B	0.1%	$81828.57	$81828.57	—	COM	94973V107
HASI	HANNON A	240,780	$2.86B	0.1%	$11878.06 *	$5.91	0.0%	COM	41068X100
—	AMERICAN	70,276	$2.857B	0.1%	$40653.99	$40653.99	—	COM	024835100
INFIQ	INFINITY	175,500	$2.852B	0.1%	$16250.71 *	$30.95	0.0%	COM	45665G303
—	ANADARKO	33,042	$2.839B	0.1%	$85920.95	$85920.95	—	COM	032511107
—	ANNALY C	2,500,000	$2.796B	0.1%	$1118.40	$1118.40	—	NOTE4	035710AA0
—	HALCON R	485,985	$2.756B	0.1%	$5670.96	$5670.96	—	COMNE	40537Q209
STWD	STARWOOD	111,318	$2.755B	0.1%	$24748.92	$24748.92	—	COM	85571B105
—	IMPAX LA	137,000	$2.733B	0.1%	$19948.91	$19948.90	—	COM	45256B101
AMZN	AMAZON C	9,750	$2.707B	0.1%	$277641.03 *	$13.32	0.0%	COM	023135106
ZBRA	ZEBRA TE	60,701	$2.637B	0.0%	$43442.45 *	$45.53	0.0%	CLA	989207105
BMRN	BIOMARIN	47,000	$2.622B	0.0%	$55787.23 *	$62.32	0.0%	COM	09061G101
BA	BOEING C	125,000	$2.598B	0.0%	$20784.00 *	$80.37	0.0%	CALL	097023105
HUN	HUNTSMAN	156,788	$2.596B	0.0%	$16557.39 *	$18.29	0.0%	COM	447011107
HAL	HALLIBUR	61,924	$2.583B	0.0%	$41712.42 *	$33.21	0.0%	COM	406216101
—	ROSETTA	175,000	$2.58B	0.0%	$14742.86	$14742.86	—	COM	777780107
—	PACIFIC	262,631	$2.569B	0.0%	$9781.79	$9781.78	—	REGSH	L7257P106
—	INTERNAT	150,614	$2.517B	0.0%	$16711.59	$16711.59	—	COM	459902102
—	COINSTAR	42,264	$2.48B	0.0%	$58678.78	$58678.78	—	COM	19259P300
—	SOUTHWES	66,896	$2.444B	0.0%	$36534.32	$36534.32	—	COM	845467109
—	BUCKEYE	64,288	$2.381B	0.0%	$37036.46	$37036.46	—	COM	118255108
UNH	UNITEDHE	36,000	$2.357B	0.0%	$65472.22 *	$50.75	0.0%	COM	91324P102
—	SEQUENOM	559,000	$2.353B	0.0%	$4209.30	$4209.30	—	COMNE	817337405
—	NAVISTAR	84,001	$2.332B	0.0%	$27761.57	$27761.57	—	COM	63934E108
—	SANOFI	1,215,025	$2.309B	0.0%	$1900.37	$1900.37	—	RIGHT	80105N113
GPK	GRAPHIC	292,613	$2.265B	0.0%	$7740.60 *	$7.63	0.0%	COM	388689101
—	TESLA MT	2,000,000	$2.237B	0.0%	$1118.50	$1118.50	—	NOTE1	88160RAA9
BKU	BANKUNIT	85,000	$2.211B	0.0%	$26011.76 *	$17.43	0.0%	COM	06652K103
TRV	TRAVELER	27,093	$2.165B	0.0%	$79909.94 *	$63.44	0.0%	COM	89417E109
—	AETNA IN	34,000	$2.16B	0.0%	$63529.41	$63529.41	—	COM	00817Y108
ACN	ACCENTUR	30,000	$2.159B	0.0%	$71966.67 *	$63.81	0.0%	SHSCL	G1151C101
CMCSA	COMCAST	50,000	$2.094B	0.0%	$41880.00 *	$15.62	0.0%	CLA	20030N101
XLY	SELECT S	37,000	$2.087B	0.0%	$56405.41	$56405.41	—	SBICO	81369Y407
—	EMERALD	300,000	$2.058B	0.0%	$6860.00	$6860.00	—	COMNE	29101U209
XLV	SELECT S	43,000	$2.047B	0.0%	$47604.65	$47604.65	—	SBIHE	81369Y209
—	AMREIT I	105,491	$2.04B	0.0%	$19338.14	$19338.14	—	CLB	03216B208
AIG	AMERICAN	45,000	$2.012B	0.0%	$44711.11 *	$32.51	0.0%	COMNE	026874784
HOG	HARLEY D	36,500	$2.001B	0.0%	$54821.92 *	$54.04	0.0%	COM	412822108
REGN	REGENERO	8,900	$2.001B	0.0%	$224831.46 *	$231.58	0.0%	COM	75886F107
—	ANTARES	475,000	$1.976B	0.0%	$4160.00	$4160.00	—	COM	036642106
—	MEDIVATI	39,000	$1.919B	0.0%	$49205.13	$49205.13	—	COM	58501N101
—	AUXILIUM	110,000	$1.829B	0.0%	$16627.27	$16627.27	—	COM	05334D107
KMI	KINDER M	359,472	$1.824B	0.0%	$5074.11	—	—	CALL	49456B101
TRNO	TERRENO	98,387	$1.823B	0.0%	$18528.87	$18528.87	—	COM	88146M101
SPY	SPDR S&P	1,640,000	$1.787B	0.0%	$1089.63	—	—	CALL	78462F103
EGBN	EAGLE BA	73,334	$1.641B	0.0%	$22377.07 *	$16.56	0.0%	COM	268948106
—	HEALTH N	51,000	$1.623B	0.0%	$31823.53	$31823.53	—	COM	42222G108
BRC	BRADY CO	51,972	$1.597B	0.0%	$30728.08 *	$24.80	0.0%	CLA	104674106
—	NUANCE C	1,500,000	$1.552B	0.0%	$1034.67	$1034.67	—	NOTE2	67020YAF7
—	SALIX PH	1,000,000	$1.528B	0.0%	$1528.00	$1528.00	—	NOTE2	795435AC0
HYG	ISHARES	16,500	$1.5B	0.0%	$90909.09	$90909.09	—	HIGHY	464288513
MLI	MUELLER	29,250	$1.475B	0.0%	$50427.35 *	$10.20	0.0%	COM	624756102
—	PROGENIC	318,191	$1.419B	0.0%	$4459.59	$4459.59	—	COM	743187106
—	FORESTAR	70,276	$1.41B	0.0%	$20063.75	$20063.75	—	COM	346233109
—	L BRANDS	28,425	$1.4B	0.0%	$49252.42	$49252.42	—	COM	501797104
—	PETSMART	20,383	$1.365B	0.0%	$66967.57	$66967.57	—	COM	716768106
—	PHARMACY	16,800	$1.335B	0.0%	$79464.29	$79464.29	—	COM	716933106
VLO	VALERO E	37,869	$1.317B	0.0%	$34777.79 *	$24.01	0.0%	COM	91913Y100
—	HARVEST	84,608	$1.277B	0.0%	$15093.14	$15093.14	—	COM	41753F109
—	SMITHFIE	200,000	$1.27B	0.0%	$6350.00	—	—	CALL	832248108
—	GOLDCORP	51,039	$1.262B	0.0%	$24726.19	$24726.19	—	COM	380956409
—	AMARIN C	215,000	$1.247B	0.0%	$5800.00	$5800.00	—	SPONS	023111206
SPY	SPDR S&P	1,455,000	$1.246B	0.0%	$856.36	—	—	PUT	78462F103
—	YAMANA G	127,651	$1.214B	0.0%	$9510.31	$9510.31	—	COM	98462Y100
IYR	ISHARES	18,083	$1.201B	0.0%	$66415.97	$66415.97	—	DJUSR	464287739
—	BIODEL I	270,000	$1.129B	0.0%	$4181.48	$4181.48	—	COMNE	09064M204
—	INTEL CO	1,000,000	$1.091B	0.0%	$1091.00	$1091.00	—	SDCV2	458140AD2
WNC	WABASH N	105,515	$1.074B	0.0%	$10178.65 *	$8.07	0.0%	COM	929566107
CNC	CENTENE	20,000	$1.049B	0.0%	$52450.00 *	$12.12	0.0%	COM	15135B101
—	LINEAR T	1,000,000	$1.046B	0.0%	$1046.00	$1046.00	—	NOTE3	535678AC0
—	WESTERN	36,719	$1.031B	0.0%	$28078.11	$28078.11	—	COM	959319104
—	UNITED S	1,000,000	$1.028B	0.0%	$1028.00	$1028.00	—	NOTE4	912909AE8
—	BROADSOF	1,000,000	$1.026B	0.0%	$1026.00	$1026.00	—	NOTE1	11133BAB8
BA	BOEING C	10,000	$1.024B	0.0%	$102400.00 *	$80.37	0.0%	COM	097023105
—	NUVERRA	350,000	$1.015B	0.0%	$2900.00	$2900.00	—	COM	67091K104
—	DUKE REA	64,497	$1.006B	0.0%	$15597.62	$15597.63	—	COMNE	264411505
—	IAC INTE	21,138	$1.005B	0.0%	$47544.71	$47544.71	—	COMPA	44919P508
—	WELLCARE	18,000	$1B	0.0%	$55555.56	$55555.56	—	COM	94946T106
—	NUVASIVE	1,000,000	$991M	0.0%	$991.00	$991.00	—	NOTE2	670704AC9
TLT	ISHARES	130,000	$982M	0.0%	$7553.85	$110435.30	—	PUT	464287432
—	E TRADE	729,100	$978M	0.0%	$1341.38	—	—	CALL	269246401
—	TAKE-TWO	1,000,000	$974M	0.0%	$974.00	$974.00	—	NOTE1	874054AD1
—	GENERAL	20,000	$958M	0.0%	$47900.00	$47900.00	—	JRPFD	37045V209
FAST	FASTENAL	20,601	$945M	0.0%	$45871.56 *	$8.84	0.0%	COM	311900104
—	DIAMOND	45,500	$944M	0.0%	$20747.25	$20747.25	—	COM	252603105
—	LORAL SP	15,652	$939M	0.0%	$59992.33	$59992.33	—	COM	543881106
CYH	COMMUNIT	20,000	$938M	0.0%	$46900.00 *	$37.66	0.0%	COM	203668108
—	SUNSHINE	174,686	$938M	0.0%	$5369.63	$5369.64	—	COM	86782U106
—	OMTHERA	70,000	$931M	0.0%	$13300.00	$13300.00	—	COM	68217A103
—	WEBMD HE	1,000,000	$930M	0.0%	$930.00	$930.00	—	NOTE2	94770VAF9
—	NPS PHAR	60,400	$912M	0.0%	$15099.34	$15099.34	—	COM	62936P103
—	ARRAY BI	200,000	$908M	0.0%	$4540.00	$4540.00	—	COM	04269X105
—	TIBCO SO	925,000	$904M	0.0%	$977.30	$977.30	—	NOTE2	88632QAB9
—	TWO HBRS	87,237	$894M	0.0%	$10247.95	$10247.94	—	COM	90187B101
EPR	EPR PPTY	17,777	$894M	0.0%	$50289.70	$50289.70	—	COMSH	26884U109
—	ARIAD PH	50,000	$874M	0.0%	$17480.00	$17480.00	—	COM	04033A100
—	OPTIMER	60,000	$868M	0.0%	$14466.67	$14466.67	—	COM	68401H104
IYR	ISHARES	100,000	$858M	0.0%	$8580.00	$66415.97	—	PUT	464287739
NOC	NORTHROP	10,000	$828M	0.0%	$82800.00 *	$62.64	0.0%	COM	666807102
—	CEMPRA I	100,000	$783M	0.0%	$7830.00	$7830.00	—	COM	15130J109
—	U S SILI	37,187	$773M	0.0%	$20786.83	$20786.83	—	COM	90346E103
—	ASTEX PH	188,000	$773M	0.0%	$4111.70	$4111.70	—	COM	04624B103
—	SYNERGY	175,000	$756M	0.0%	$4320.00	$4320.00	—	COMNE	871639308
HTLD	HEARTLAN	52,530	$729M	0.0%	$13877.78 *	$13.77	0.0%	COM	422347104
—	INGERSOL	12,971	$720M	0.0%	$55508.44	$55508.44	—	SHS	G47791101
—	DENDREON	168,000	$692M	0.0%	$4119.05	$4119.05	—	COM	24823Q107
—	NABORS I	44,958	$688M	0.0%	$15303.17	$15303.17	—	SHS	G6359F103
WCC	WESCO IN	10,027	$681M	0.0%	$67916.63 *	$69.34	0.0%	COM	95082P105
—	BIOAMBER	100,000	$680M	0.0%	$6800.00	$6800.00	—	COM	09072Q106
FCX	FREEPORT	22,528	$622M	0.0%	$27610.09 *	$24.45	0.0%	COM	35671D857
MITK	MITEK SY	104,584	$604M	0.0%	$5775.26 *	$5.37	0.0%	COMNE	606710200
—	COBALT I	22,739	$604M	0.0%	$26562.29	$26562.29	—	COM	19075F106
—	ISTAR FI	500,000	$594M	0.0%	$1188.00	$1188.00	—	NOTE3	45031UBR1
—	BROOKDAL	500,000	$591M	0.0%	$1182.00	$1182.00	—	NOTE2	112463AA2
—	ONCOLYTI	200,000	$576M	0.0%	$2880.00	$2880.00	—	COM	682310107
GOOD	GLADSTON	30,000	$559M	0.0%	$18633.33	$18633.33	—	COM	376536108
CLX	CLOROX C	300,000	$545M	0.0%	$1816.67	—	—	PUT	189054109
—	MERU NET	135,000	$544M	0.0%	$4029.63	$4029.63	—	COM	59047Q103
—	CALLIDUS	500,000	$533M	0.0%	$1066.00	$1066.00	—	NOTE4	13123EAB0
—	ETFS PLA	4,000	$524M	0.0%	$131000.00	$131000.00	—	SHBEN	26922V101
FITB	FIFTH TH	27,769	$501M	0.0%	$18041.70 *	$11.47	0.0%	COM	316773100
GS	GOLDMAN	71,200	$500M	0.0%	$7022.47	—	—	PUT	38141G104
—	ENDOCYTE	38,000	$499M	0.0%	$13131.58	$13131.58	—	COM	29269A102
—	GREENBRI	480,000	$496M	0.0%	$1033.33	$1033.33	—	NOTE3	393657AH4
DEI	DOUGLAS	18,961	$473M	0.0%	$24945.94	$24945.94	—	COM	25960P109
ANF	ABERCROM	10,429	$472M	0.0%	$45258.41 *	$37.66	0.0%	CLA	002896207
—	FOREST O	114,497	$468M	0.0%	$4087.44	$4087.44	—	COMPA	346091705
—	STONE EN	500,000	$465M	0.0%	$930.00	$930.00	—	NOTE1	861642AN6
—	TOWERSTR	180,000	$459M	0.0%	$2550.00	$2550.00	—	COM	892000100
EARN	ELLINGTO	25,000	$446M	0.0%	$17840.00	$17840.00	—	COMSH	288578107
MRSH	MARSH &	11,154	$445M	0.0%	$39896.00 *	$31.19	0.0%	COM	571748102
DXJ	WISDOMTR	200,000	$430M	0.0%	$2150.00	—	—	CALL	97717W851
SSNC	SS&C TEC	13,033	$429M	0.0%	$32916.44 *	$15.56	0.0%	COM	78467J100
—	UNITED S	22,588	$428M	0.0%	$18948.11	$18948.11	—	UNITP	912318201
—	ACHILLIO	51,000	$417M	0.0%	$8176.47	$8176.47	—	COM	00448Q201
SWKS	SKYWORKS	19,016	$416M	0.0%	$21876.31 *	$17.70	0.0%	COM	83088M102
IMRSQ	IMRIS IN	150,000	$414M	0.0%	$2760.00 *	$2.75	0.0%	COM	45322N105
NKE	NIKE INC	103,100	$407M	0.0%	$3947.62 *	$26.53	0.0%	CALL	654106103
RVTY	PERKINEL	12,212	$397M	0.0%	$32509.01 *	$31.21	0.0%	COM	714046109
—	ANADIGIC	180,000	$396M	0.0%	$2200.00	$2200.00	—	COM	032515108
—	KALOBIOS	69,379	$393M	0.0%	$5664.54	$5664.54	—	COM	48344T100
IYR	ISHARES	450,000	$392M	0.0%	$871.11	$66415.97	—	CALL	464287739
—	EQUINIX	78,600	$388M	0.0%	$4936.39	$184722.60	—	CALL	29444U502
—	SYNERGY	50,000	$366M	0.0%	$7320.00	$7320.00	—	COM	87164P103
—	DYNAVAX	329,100	$362M	0.0%	$1099.97	$1099.97	—	COM	268158102
PEP	PEPSICO	4,397	$360M	0.0%	$81874.01 *	$56.00	0.0%	COM	713448108
—	ETFS PAL	5,400	$349M	0.0%	$64629.63	$64629.63	—	SHBEN	26923A106
AFG	AMERICAN	7,076	$346M	0.0%	$48897.68 *	$21.06	0.0%	COM	025932104
—	MAST THE	794,900	$341M	0.0%	$428.98	$428.98	—	COM	576314108
—	CENVEO C	350,000	$312M	0.0%	$891.43	$891.43	—	NOTE7	15671BAJ0
—	GW PHARM	35,060	$304M	0.0%	$8670.85	$8670.85	—	ADS	36197T103
—	MANNKIND	100,000	$302M	0.0%	$3020.00	—	—	CALL	56400P201
CAT	CATERPIL	115,000	$300M	0.0%	$2608.70 *	$61.55	0.0%	PUT	149123101
—	HORIZON	120,000	$295M	0.0%	$2458.33	$2458.33	—	COM	44047T109
—	MERITOR	39,600	$279M	0.0%	$7045.45	$7045.45	—	COM	59001K100
—	ANTHERA	600,000	$278M	0.0%	$463.33	$463.33	—	COM	03674U102
—	CUI GLOB	50,000	$278M	0.0%	$5560.00	$5560.00	—	COMNE	126576206
ACN	ACCENTUR	30,000	$243M	0.0%	$8100.00 *	$63.81	0.0%	PUT	G1151C101
CMA	COMERICA	250,000	$239M	0.0%	$956.00	—	—	PUT	200340107
—	CYTORI T	100,000	$230M	0.0%	$2300.00	$2300.00	—	COM	23283K105
—	DU PONT	352,800	$220M	0.0%	$623.58	—	—	PUT	263534109
—	TETRAPHA	31,000	$218M	0.0%	$7032.26	$7032.26	—	COM	88165N105
—	EMERITUS	9,133	$212M	0.0%	$23212.53	$23212.53	—	COM	291005106
GM	GENERAL	10,470	$212M	0.0%	$20248.33 *	$23.62	0.0%	CALL	37045V100
KMB	KIMBERLY	300,000	$205M	0.0%	$683.33 *	$63.06	0.0%	PUT	494368103
—	GARDNER	196,100	$202M	0.0%	$1030.09	$75133.77	—	CALL	365558105
TGT	TARGET C	103,500	$187M	0.0%	$1806.76	—	—	PUT	87612E106
—	BARCLAYS	205,000	$186M	0.0%	$907.32	—	—	PUT	06740C188
FHN	FIRST HO	320,000	$184M	0.0%	$575.00	—	—	CALL	320517105
AXP	AMERICAN	100,000	$182M	0.0%	$1820.00	—	—	PUT	025816109
—	NORDSTRO	155,900	$166M	0.0%	$1064.79	—	—	PUT	655664100
—	STARWOOD	50,000	$152M	0.0%	$3040.00	$63190.25	—	CALL	85590A401
—	MILLENNI	16,851	$147M	0.0%	$8723.52	$8723.52	—	COM	60040N105
SHW	SHERWIN	26,500	$146M	0.0%	$5509.43	—	—	PUT	824348106
—	XOMA COR	32,400	$118M	0.0%	$3641.98	$3641.98	—	COM	98419J107
—	SPDR SER	160,700	$107M	0.0%	$665.84	—	—	PUT	78464A730
C	CITIGROU	200,000	$106M	0.0%	$530.00 *	$35.76	0.0%	CALL	172967424
KMB	KIMBERLY	325,000	$105M	0.0%	$323.08 *	$63.06	0.0%	CALL	494368103
—	BED BATH	103,500	$98M	0.0%	$946.86	—	—	PUT	075896100
SCHW	SCHWAB C	180,900	$95M	0.0%	$525.15 *	$15.92	0.0%	PUT	808513105
LEN	LENNAR C	225,000	$93M	0.0%	$413.33 *	$34.18	0.0%	CALL	526057104
—	RACKSPAC	25,000	$91M	0.0%	$3640.00	—	—	CALL	750086100
BK	BANK NEW	125,000	$90M	0.0%	$720.00	—	—	PUT	064058100
—	SAKS INC	500,000	$88M	0.0%	$176.00	—	—	CALL	79377W108
—	AMARIN C	151,100	$79M	0.0%	$522.83	$5800.00	—	CALL	023111206
KBH	KB HOME	30,000	$77M	0.0%	$2566.67	—	—	PUT	48666K109
CTSH	COGNIZAN	98,200	$73M	0.0%	$743.38	—	—	CALL	192446102
KO	COCA COL	1,000,000	$70M	0.0%	$70.00 *	$27.85	0.0%	CALL	191216100
HOLX	HOLOGIC	75,000	$64M	0.0%	$853.33	—	—	CALL	436440101
XLU	SELECT S	200,000	$64M	0.0%	$320.00	—	—	CALL	81369Y886
KRE	SPDR SER	281,600	$64M	0.0%	$227.27	—	—	PUT	78464A698
XLF	SELECT S	300,000	$63M	0.0%	$210.00	$19444.98	—	PUT	81369Y605
EEM	ISHARES	450,800	$61M	0.0%	$135.31	—	—	CALL	464287234
—	ANNALY C	343,100	$57M	0.0%	$166.13	—	—	PUT	035710409
MS	MORGAN S	91,200	$57M	0.0%	$625.00 *	$17.33	0.0%	CALL	617446448
—	SOLAZYME	400,000	$55M	0.0%	$137.50	—	—	PUT	83415T101
—	BIOAMBER	100,000	$54M	0.0%	$540.00	$6800.00	—	CALL	09072Q106
—	PLURISTE	175,000	$49M	0.0%	$280.00	—	—	CALL	72940R102
BBY	BEST BUY	1,000,000	$45M	0.0%	$45.00 *	$16.63	0.0%	PUT	086516101
—	NOBLE CO	100,000	$36M	0.0%	$360.00	$37579.69	—	CALL	H5833N103
IP	INTL PAP	200,000	$34M	0.0%	$170.00 *	$25.91	0.0%	PUT	460146103
TLT	ISHARES	100,000	$24M	0.0%	$240.00	$110435.30	—	CALL	464287432
CPB	CAMPBELL	100,000	$20M	0.0%	$200.00	—	—	CALL	134429109
—	MARKET V	90,000	$20M	0.0%	$222.22	—	—	PUT	57060U191
TOL	TOLL BRO	50,000	$16M	0.0%	$320.00 *	$33.80	0.0%	PUT	889478103
PEP	PEPSICO	100,000	$16M	0.0%	$160.00 *	$56.00	0.0%	CALL	713448108
—	CLEARWIR	300,000	$15M	0.0%	$50.00	—	—	PUT	18538Q105
—	UNITED S	120,000	$14M	0.0%	$116.67	$18948.11	—	CALL	912318201
XLB	SELECT S	50,000	$13M	0.0%	$260.00	—	—	PUT	81369Y100
—	BOISE IN	53,000	$13M	0.0%	$245.28	$8539.97	—	CALL	09746Y105
XLE	SELECT S	50,000	$12M	0.0%	$240.00	—	—	PUT	81369Y506
HAL	HALLIBUR	50,000	$12M	0.0%	$240.00 *	$33.21	0.0%	CALL	406216101
—	BAKER HU	35,200	$12M	0.0%	$340.91	$46130.94	—	CALL	057224107
IWM	ISHARES	10,000	$12M	0.0%	$1200.00	—	—	PUT	464287655
GIS	GENERAL	300,000	$12M	0.0%	$40.00	—	—	CALL	370334104
SRE	SEMPRA E	50,000	$12M	0.0%	$240.00 *	$27.60	0.0%	CALL	816851109
XME	SPDR SER	40,000	$10M	0.0%	$250.00	—	—	PUT	78464A755
HAL	HALLIBUR	40,000	$10M	0.0%	$250.00 *	$33.21	0.0%	PUT	406216101
—	MARKET V	15,900	$7M	0.0%	$440.25	—	—	CALL	57060U191
PTEN	PATTERSO	50,000	$5M	0.0%	$100.00	—	—	CALL	703481101
KEP	KOREA EL	38,200	$3M	0.0%	$78.53	—	—	PUT	500631106
—	WISCONSI	14,000	$3M	0.0%	$214.29	—	—	PUT	976657106
—	CHESAPEA	30,000	$3M	0.0%	$100.00	—	—	CALL	165167107
—	IRON MTN	40,000	$2M	0.0%	$50.00	—	—	CALL	462846106
EIX	EDISON I	100,000	$2M	0.0%	$20.00	—	—	CALL	281020107
FE	FIRSTENE	100,000	$2M	0.0%	$20.00	—	—	CALL	337932107
SLB	SCHLUMBE	12,800	$2M	0.0%	$156.25 *	$52.90	0.0%	PUT	806857108
EWZ	ISHARES	59,700	$1M	0.0%	$16.75	—	—	CALL	464286400
—	HALCON R	15,700	$0	0.0%	$0.00	$5670.96	—	CALL	40537Q209