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

Location: Chicago, IL

CIK: 0001132716 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value: $4.807T

Holdings (418)

— GILEAD S 2.6%

Value $125.7B Shares 45,150,000 Share Price $2784.70 Est. Cost/Share $2269.21 Unrealized @ Report Date —

— MYLAN IN 2.1%

Value $101.6B Shares 35,000,000 Share Price $2901.49 Est. Cost/Share $2370.66 Unrealized @ Report Date —

— TERADYNE 2.1%

Value $101.4B Shares 33,500,000 Share Price $3027.40 Est. Cost/Share $3224.71 Unrealized @ Report Date —

— GILEAD S 2.0%

Value $94.15B Shares 34,000,000 Share Price $2769.09 Est. Cost/Share $2281.99 Unrealized @ Report Date —

— LIFE TEC 2.0%

Value $93.89B Shares 1,254,694 Share Price $74829.40 Est. Cost/Share $74829.40 Unrealized @ Report Date —

PM PHILIP M 1.8%

Value $88.15B Shares 1,017,968 Share Price $86590.15 * Est. Cost/Share $48.72 Unrealized @ Report Date -2.8%

HUM HUMANA I 1.7%

Value $81.59B Shares 874,175 Share Price $93330.28 * Est. Cost/Share $75.39 Unrealized @ Report Date +10.0%

MSFT MICROSOF 1.3%

Value $64.58B Shares 1,938,838 Share Price $33310.16 * Est. Cost/Share $26.80 Unrealized @ Report Date +0.8%

MDLZ MONDELEZ 1.3%

Value $61.66B Shares 1,962,274 Share Price $31420.18 * Est. Cost/Share $23.16 Unrealized @ Report Date +2.4%

— ONYX PHA 1.3%

Value $60.45B Shares 484,886 Share Price $124670.54 Est. Cost/Share $121548.52 Unrealized @ Report Date —

CL COLGATE 1.2%

Value $59.45B Shares 1,002,498 Share Price $59299.87 * Est. Cost/Share $44.56 Unrealized @ Report Date 0.0%

— TESLA MT 1.2%

Value $59.22B Shares 35,000,000 Share Price $1692.09 Est. Cost/Share $1659.31 Unrealized @ Report Date —

EL LAUDER E 1.2%

Value $58.74B Shares 840,359 Share Price $69899.89 * Est. Cost/Share $58.22 Unrealized @ Report Date -0.5%

— NIELSEN 1.1%

Value $53.79B Shares 1,475,842 Share Price $36449.70 Est. Cost/Share $33792.88 Unrealized @ Report Date —

— VERISIGN 1.1%

Value $51.67B Shares 33,000,000 Share Price $1565.88 Est. Cost/Share $1415.90 Unrealized @ Report Date —

SPG SIMON PP 1.0%

Value $49.89B Shares 336,574 Share Price $148228.92 * Est. Cost/Share $80.96 Unrealized @ Report Date 0.0%

— TELEFLEX 1.0%

Value $49.38B Shares 35,000,000 Share Price $1410.71 Est. Cost/Share $1383.98 Unrealized @ Report Date —

— MCGRAW H 1.0%

Value $46.65B Shares 711,160 Share Price $65590.02 Est. Cost/Share $56707.10 Unrealized @ Report Date —

— NOBLE CO 1.0%

Value $45.7B Shares 1,210,000 Share Price $37770.25 Est. Cost/Share $37579.69 Unrealized @ Report Date —

TSM TAIWAN S 0.9%

Value $45.13B Shares 2,660,700 Share Price $16959.82 Est. Cost/Share $16959.82 Unrealized @ Report Date —

— ELAN PLC 0.9%

Value $44.4B Shares 2,850,000 Share Price $15580.00 Est. Cost/Share $15580.00 Unrealized @ Report Date —

— DEAN FOO 0.9%

Value $41.85B Shares 2,168,498 Share Price $19299.99 Est. Cost/Share $19299.99 Unrealized @ Report Date —

WMT WAL-MART 0.9%

Value $41.72B Shares 564,058 Share Price $73960.48 * Est. Cost/Share $19.98 Unrealized @ Report Date -1.0%

— ASHLAND 0.9%

Value $41.46B Shares 448,279 Share Price $92480.35 Est. Cost/Share $83499.80 Unrealized @ Report Date —

— WHITEWAV 0.9%

Value $41.23B Shares 2,064,413 Share Price $19969.84 Est. Cost/Share $18203.67 Unrealized @ Report Date —

M MACYS IN 0.9%

Value $41.02B Shares 947,899 Share Price $43270.43 * Est. Cost/Share $46.71 Unrealized @ Report Date 0.0%

— GENCORP 0.8%

Value $40.83B Shares 22,500,000 Share Price $1814.44 Est. Cost/Share $1827.59 Unrealized @ Report Date —

BHP BHP BILL 0.8%

Value $39.75B Shares 597,774 Share Price $66500.05 Est. Cost/Share $66500.05 Unrealized @ Report Date —

ADBE ADOBE SY 0.8%

Value $39.73B Shares 765,000 Share Price $51939.87 * Est. Cost/Share $44.54 Unrealized @ Report Date +7.1%

VTR VENTAS I 0.8%

Value $38.83B Shares 631,392 Share Price $61500.62 * Est. Cost/Share $48.14 Unrealized @ Report Date -10.9%

MAA MID-AMER 0.8%

Value $38.51B Shares 616,133 Share Price $62499.49 * Est. Cost/Share $43.63 Unrealized @ Report Date -5.0%

— STARWOOD 0.8%

Value $37.99B Shares 571,790 Share Price $66449.22 Est. Cost/Share $65186.37 Unrealized @ Report Date —

KO COCA COL 0.8%

Value $37.73B Shares 996,108 Share Price $37880.43 * Est. Cost/Share $27.85 Unrealized @ Report Date -3.9%

— WESCO IN 0.8%

Value $37.1B Shares 13,500,000 Share Price $2748.15 Est. Cost/Share $2460.52 Unrealized @ Report Date —

— KRAFT FO 0.8%

Value $36.91B Shares 703,924 Share Price $52440.32 Est. Cost/Share $52440.32 Unrealized @ Report Date —

— CHESAPEA 0.8%

Value $36.74B Shares 35,471,000 Share Price $1035.89 Est. Cost/Share $1003.78 Unrealized @ Report Date —

KRC KILROY R 0.8%

Value $36.56B Shares 732,025 Share Price $49950.48 Est. Cost/Share $51908.32 Unrealized @ Report Date —

— HOSPIRA 0.8%

Value $36.27B Shares 924,704 Share Price $39220.12 Est. Cost/Share $38724.54 Unrealized @ Report Date —

RLJ RLJ LODG 0.7%

Value $35.7B Shares 1,519,998 Share Price $23490.16 Est. Cost/Share $22489.90 Unrealized @ Report Date —

— U S AIRW 0.7%

Value $34.69B Shares 1,829,825 Share Price $18959.74 Est. Cost/Share $16419.92 Unrealized @ Report Date —

RWT REDWOOD 0.7%

Value $34.44B Shares 1,749,002 Share Price $19690.09 Est. Cost/Share $18426.88 Unrealized @ Report Date —

SJM SMUCKER 0.7%

Value $34.43B Shares 327,787 Share Price $105040.77 * Est. Cost/Share $75.72 Unrealized @ Report Date 0.0%

— SBA COMM 0.7%

Value $34.05B Shares 423,131 Share Price $80459.72 Est. Cost/Share $77419.33 Unrealized @ Report Date —

— NATIONAL 0.7%

Value $33.43B Shares 427,952 Share Price $78109.23 Est. Cost/Share $71843.37 Unrealized @ Report Date —

— AVON PRO 0.7%

Value $32.8B Shares 1,592,102 Share Price $20599.81 Est. Cost/Share $21030.06 Unrealized @ Report Date —

JPM JPMORGAN 0.7%

Value $32.03B Shares 619,691 Share Price $51690.28 * Est. Cost/Share $36.96 Unrealized @ Report Date +4.2%

— MICROCHI 0.7%

Value $31.33B Shares 20,000,000 Share Price $1566.50 Est. Cost/Share $1475.15 Unrealized @ Report Date —

ELS EQUITY L 0.6%

Value $30.96B Shares 906,008 Share Price $34169.68 Est. Cost/Share $52983.28 Unrealized @ Report Date —

— FOOT LOC 0.6%

Value $30.89B Shares 910,000 Share Price $33939.56 Est. Cost/Share $35130.35 Unrealized @ Report Date —

SCHW SCHWAB C 0.6%

Value $30.82B Shares 1,457,812 Share Price $21139.90 * Est. Cost/Share $16.97 Unrealized @ Report Date +10.7%

— AMERICAN 0.6%

Value $29.32B Shares 858,424 Share Price $34149.79 Est. Cost/Share $34682.27 Unrealized @ Report Date —

DKS DICKS SP 0.6%

Value $28.36B Shares 531,376 Share Price $53380.28 * Est. Cost/Share $37.36 Unrealized @ Report Date 0.0%

GAP GAP INC 0.6%

Value $28.3B Shares 702,462 Share Price $40279.76 * Est. Cost/Share $28.58 Unrealized @ Report Date 0.0%

DAL DELTA AI 0.6%

Value $27.2B Shares 1,152,818 Share Price $23590.02 * Est. Cost/Share $18.04 Unrealized @ Report Date 0.0%

— BEAZER H 0.6%

Value $26.73B Shares 913,100 Share Price $29279.38 Est. Cost/Share $28984.78 Unrealized @ Report Date —

— SBA COMM 0.6%

Value $26.59B Shares 10,000,000 Share Price $2658.50 Est. Cost/Share $2458.30 Unrealized @ Report Date —

ADM ARCHER D 0.6%

Value $26.52B Shares 720,000 Share Price $36840.28 * Est. Cost/Share $23.37 Unrealized @ Report Date +9.7%

AMT AMERICAN 0.5%

Value $26.04B Shares 351,304 Share Price $74129.53 * Est. Cost/Share $55.17 Unrealized @ Report Date -1.8%

— LIBERTY 0.5%

Value $25.88B Shares 726,954 Share Price $35600.60 Est. Cost/Share $35600.60 Unrealized @ Report Date —

CAT CATERPIL 0.5%

Value $25.66B Shares 307,837 Share Price $83368.80 * Est. Cost/Share $61.61 Unrealized @ Report Date +0.1%

MYGN MYRIAD G 0.5%

Value $25.6B Shares 1,089,206 Share Price $23499.69 * Est. Cost/Share $28.81 Unrealized @ Report Date -1.4%

— SOVRAN S 0.5%

Value $25.43B Shares 335,999 Share Price $75678.80 Est. Cost/Share $66568.77 Unrealized @ Report Date —

FCX FREEPORT 0.5%

Value $24.74B Shares 747,972 Share Price $33080.12 * Est. Cost/Share $25.63 Unrealized @ Report Date +0.1%

HD HOME DEP 0.5%

Value $23.98B Shares 316,146 Share Price $75851.03 * Est. Cost/Share $56.05 Unrealized @ Report Date +3.2%

— VODAFONE 0.5%

Value $22.66B Shares 644,248 Share Price $35180.55 Est. Cost/Share $33262.56 Unrealized @ Report Date —

CE CELANESE 0.5%

Value $22.45B Shares 425,365 Share Price $52789.96 * Est. Cost/Share $38.35 Unrealized @ Report Date +1.3%

RHP RYMAN HO 0.4%

Value $20.49B Shares 593,800 Share Price $34509.94 Est. Cost/Share $36707.84 Unrealized @ Report Date —

— PHH CORP 0.4%

Value $20.44B Shares 10,000,000 Share Price $2043.90 Est. Cost/Share $1800.20 Unrealized @ Report Date —

NWSA NEWS COR 0.4%

Value $20.04B Shares 1,248,088 Share Price $16059.77 * Est. Cost/Share $14.03 Unrealized @ Report Date 0.0%

NWL NEWELL R 0.4%

Value $20.02B Shares 727,876 Share Price $27500.56 * Est. Cost/Share $16.79 Unrealized @ Report Date +0.8%

C CITIGROU 0.4%

Value $19.94B Shares 411,004 Share Price $48510.48 * Est. Cost/Share $35.93 Unrealized @ Report Date +4.7%

CPT CAMDEN P 0.4%

Value $19.86B Shares 323,166 Share Price $61439.01 * Est. Cost/Share $42.93 Unrealized @ Report Date -3.7%

— DCT INDU 0.4%

Value $19.63B Shares 2,729,998 Share Price $7190.12 Est. Cost/Share $7150.13 Unrealized @ Report Date —

— FEDERAL 0.4%

Value $19.6B Shares 193,222 Share Price $101448.08 Est. Cost/Share $103650.98 Unrealized @ Report Date —

PG PROCTER 0.4%

Value $19.47B Shares 257,586 Share Price $75590.29 * Est. Cost/Share $55.00 Unrealized @ Report Date +2.2%

SPY SPDR S&P 0.4%

Value $19.35B Shares 115,176 Share Price $168012.43 Est. Cost/Share $168012.44 Unrealized @ Report Date —

— UNITED T 0.4%

Value $18.7B Shares 11,000,000 Share Price $1700.09 Est. Cost/Share $1455.09 Unrealized @ Report Date —

— LINKEDIN 0.4%

Value $18.68B Shares 75,925 Share Price $246058.61 Est. Cost/Share $246058.61 Unrealized @ Report Date —

— HUDSON C 0.4%

Value $18.06B Shares 1,995,600 Share Price $9050.41 Est. Cost/Share $9050.41 Unrealized @ Report Date —

— PACWEST 0.4%

Value $17.87B Shares 520,174 Share Price $34359.66 Est. Cost/Share $34359.66 Unrealized @ Report Date —

— THOMPSON 0.4%

Value $17.34B Shares 924,544 Share Price $18758.44 Est. Cost/Share $16381.48 Unrealized @ Report Date —

— VIACOM I 0.4%

Value $17.3B Shares 206,976 Share Price $83579.74 Est. Cost/Share $83579.74 Unrealized @ Report Date —

— AUXILIUM 0.4%

Value $17.13B Shares 16,500,000 Share Price $1037.94 Est. Cost/Share $990.04 Unrealized @ Report Date —

PVH PVH CORP 0.4%

Value $16.95B Shares 142,828 Share Price $118688.21 * Est. Cost/Share $119.27 Unrealized @ Report Date +5.7%

— EQUINIX 0.4%

Value $16.89B Shares 7,500,000 Share Price $2251.87 Est. Cost/Share $2267.87 Unrealized @ Report Date —

DTE DTE ENER 0.3%

Value $16.66B Shares 252,569 Share Price $65981.97 * Est. Cost/Share $38.06 Unrealized @ Report Date 0.0%

LNT ALLIANT 0.3%

Value $16.35B Shares 330,000 Share Price $49551.52 * Est. Cost/Share $16.91 Unrealized @ Report Date +1.4%

META FACEBOOK 0.3%

Value $16.33B Shares 325,050 Share Price $50241.50 * Est. Cost/Share $25.44 Unrealized @ Report Date +45.3%

RF REGIONS 0.3%

Value $16.12B Shares 1,740,998 Share Price $9260.21 * Est. Cost/Share $6.54 Unrealized @ Report Date 0.0%

— MICRON T 0.3%

Value $16.1B Shares 8,642,000 Share Price $1862.99 Est. Cost/Share $1862.99 Unrealized @ Report Date —

— XPO LOGI 0.3%

Value $16.04B Shares 11,000,000 Share Price $1458.55 Est. Cost/Share $1305.28 Unrealized @ Report Date —

CVS CVS CARE 0.3%

Value $16.02B Shares 282,281 Share Price $56748.42 * Est. Cost/Share $41.44 Unrealized @ Report Date +3.2%

— DEVELOPE 0.3%

Value $15.87B Shares 14,000,000 Share Price $1133.71 Est. Cost/Share $1170.23 Unrealized @ Report Date —

— COLONIAL 0.3%

Value $15.74B Shares 699,999 Share Price $22490.03 Est. Cost/Share $24120.16 Unrealized @ Report Date —

— PENNSYLV 0.3%

Value $15.71B Shares 839,999 Share Price $18700.02 Est. Cost/Share $18880.03 Unrealized @ Report Date —

AEE AMEREN C 0.3%

Value $15.68B Shares 450,000 Share Price $34840.00 * Est. Cost/Share $23.28 Unrealized @ Report Date +0.3%

— MICRON T 0.3%

Value $15.27B Shares 8,000,000 Share Price $1908.63 Est. Cost/Share $1908.63 Unrealized @ Report Date —

RL RALPH LA 0.3%

Value $15.24B Shares 92,538 Share Price $164732.33 * Est. Cost/Share $138.80 Unrealized @ Report Date -0.9%

— LUCENT T 0.3%

Value $15.16B Shares 15,470,000 Share Price $980.03 Est. Cost/Share $969.17 Unrealized @ Report Date —

DUK DUKE ENE 0.3%

Value $15.03B Shares 225,000 Share Price $66782.22 * Est. Cost/Share $41.39 Unrealized @ Report Date -1.4%

— CYTEC IN 0.3%

Value $15.01B Shares 184,544 Share Price $81357.29 Est. Cost/Share $81357.29 Unrealized @ Report Date —

— NORTHEAS 0.3%

Value $14.98B Shares 363,049 Share Price $41250.63 Est. Cost/Share $41250.63 Unrealized @ Report Date —

— PARKWAY 0.3%

Value $14.93B Shares 839,999 Share Price $17770.26 Est. Cost/Share $16924.47 Unrealized @ Report Date —

— TYCO INT 0.3%

Value $14.8B Shares 423,009 Share Price $34980.34 Est. Cost/Share $34980.34 Unrealized @ Report Date —

— HUDSON P 0.3%

Value $14.67B Shares 754,458 Share Price $19449.72 Est. Cost/Share $21222.51 Unrealized @ Report Date —

CMS CMS ENER 0.3%

Value $14.41B Shares 547,500 Share Price $26319.63 * Est. Cost/Share $18.95 Unrealized @ Report Date -1.8%

— BIOMED R 0.3%

Value $14.31B Shares 769,998 Share Price $18589.66 Est. Cost/Share $20086.66 Unrealized @ Report Date —

— SVB FINL 0.3%

Value $14.22B Shares 164,647 Share Price $86372.66 Est. Cost/Share $85531.10 Unrealized @ Report Date —

— MENTOR G 0.3%

Value $14.21B Shares 10,887,000 Share Price $1305.59 Est. Cost/Share $1238.09 Unrealized @ Report Date —

AKR ACADIA R 0.3%

Value $14.15B Shares 573,555 Share Price $24679.41 Est. Cost/Share $24679.41 Unrealized @ Report Date —

— COCA COL 0.3%

Value $13.87B Shares 345,001 Share Price $40208.58 Est. Cost/Share $35159.77 Unrealized @ Report Date —

— RACKSPAC 0.3%

Value $13.53B Shares 256,469 Share Price $52758.81 Est. Cost/Share $52758.81 Unrealized @ Report Date —

— WESTAR E 0.3%

Value $13.38B Shares 436,500 Share Price $30650.63 Est. Cost/Share $31871.27 Unrealized @ Report Date —

ROST ROSS STO 0.3%

Value $13.32B Shares 182,945 Share Price $72797.84 * Est. Cost/Share $30.20 Unrealized @ Report Date 0.0%

SBNY SIGNATUR 0.3%

Value $12.88B Shares 140,717 Share Price $91517.02 Est. Cost/Share $85567.04 Unrealized @ Report Date —

— VIROPHAR 0.3%

Value $12.87B Shares 6,000,000 Share Price $2144.83 Est. Cost/Share $2144.83 Unrealized @ Report Date —

AAT AMERICAN 0.3%

Value $12.81B Shares 420,000 Share Price $30509.52 Est. Cost/Share $30860.77 Unrealized @ Report Date —

— HOWARD H 0.3%

Value $12.59B Shares 111,999 Share Price $112367.07 Est. Cost/Share $112088.24 Unrealized @ Report Date —

— FIRSTMER 0.3%

Value $12.55B Shares 578,126 Share Price $21709.80 Est. Cost/Share $21709.80 Unrealized @ Report Date —

PCG PG&E COR 0.3%

Value $12.48B Shares 304,981 Share Price $40920.58 * Est. Cost/Share $38.88 Unrealized @ Report Date -4.9%

TOL TOLL BRO 0.3%

Value $12.45B Shares 383,812 Share Price $32429.94 * Est. Cost/Share $33.49 Unrealized @ Report Date -3.4%

HIW HIGHWOOD 0.3%

Value $12.36B Shares 350,000 Share Price $35311.43 Est. Cost/Share $35440.82 Unrealized @ Report Date —

— RETAIL O 0.3%

Value $12.09B Shares 874,999 Share Price $13819.44 Est. Cost/Share $13873.38 Unrealized @ Report Date —

NEE NEXTERA 0.3%

Value $12.02B Shares 150,000 Share Price $80160.00 * Est. Cost/Share $14.20 Unrealized @ Report Date +4.6%

ED CONSOLID 0.2%

Value $11.99B Shares 217,500 Share Price $55140.23 * Est. Cost/Share $36.36 Unrealized @ Report Date 0.0%

BKU BANKUNIT 0.2%

Value $11.91B Shares 381,792 Share Price $31189.76 * Est. Cost/Share $19.96 Unrealized @ Report Date +3.6%

CMC COMMERCI 0.2%

Value $11.9B Shares 702,363 Share Price $16949.92 * Est. Cost/Share $11.60 Unrealized @ Report Date +3.2%

RSG REPUBLIC 0.2%

Value $11.72B Shares 351,480 Share Price $33358.94 * Est. Cost/Share $26.75 Unrealized @ Report Date 0.0%

D DOMINION 0.2%

Value $11.38B Shares 182,103 Share Price $62481.12 * Est. Cost/Share $34.53 Unrealized @ Report Date +2.3%

— LEVEL 3 0.2%

Value $11.37B Shares 9,275,000 Share Price $1225.55 Est. Cost/Share $1187.33 Unrealized @ Report Date —

LSTR LANDSTAR 0.2%

Value $11.17B Shares 199,466 Share Price $55979.47 Est. Cost/Share $55979.46 Unrealized @ Report Date —

— EDUCATIO 0.2%

Value $11B Shares 1,208,450 Share Price $9100.09 Est. Cost/Share $9100.09 Unrealized @ Report Date —

— LENDER P 0.2%

Value $10.98B Shares 330,000 Share Price $33269.70 Est. Cost/Share $33269.69 Unrealized @ Report Date —

SRE SEMPRA E 0.2%

Value $10.91B Shares 127,500 Share Price $85600.00 * Est. Cost/Share $28.04 Unrealized @ Report Date +3.4%

KEY KEYCORP 0.2%

Value $10.81B Shares 948,255 Share Price $11399.89 * Est. Cost/Share $7.17 Unrealized @ Report Date +5.5%

— D R HORT 0.2%

Value $10.67B Shares 7,000,000 Share Price $1524.00 Est. Cost/Share $1662.00 Unrealized @ Report Date —

URI UNITED R 0.2%

Value $10.58B Shares 181,546 Share Price $58288.26 * Est. Cost/Share $51.55 Unrealized @ Report Date +4.2%

SLGN SILGAN H 0.2%

Value $10.49B Shares 223,211 Share Price $47000.37 * Est. Cost/Share $24.02 Unrealized @ Report Date 0.0%

— DISH NET 0.2%

Value $10.31B Shares 229,054 Share Price $45011.22 Est. Cost/Share $43871.37 Unrealized @ Report Date —

LTC LTC PPTY 0.2%

Value $10.15B Shares 267,356 Share Price $37979.32 Est. Cost/Share $38689.32 Unrealized @ Report Date —

RRX REGAL BE 0.2%

Value $10.09B Shares 148,593 Share Price $67930.52 * Est. Cost/Share $66.43 Unrealized @ Report Date 0.0%

— SNYDERS- 0.2%

Value $10.07B Shares 348,906 Share Price $28850.18 Est. Cost/Share $28410.32 Unrealized @ Report Date —

— MERRIMAC 0.2%

Value $10B Shares 11,000,000 Share Price $909.18 Est. Cost/Share $909.18 Unrealized @ Report Date —

— INTERMUN 0.2%

Value $9.902B Shares 11,000,000 Share Price $900.18 Est. Cost/Share $824.92 Unrealized @ Report Date —

— CTRIP CO 0.2%

Value $9.886B Shares 169,199 Share Price $58428.24 Est. Cost/Share $58428.24 Unrealized @ Report Date —

AWK AMERICAN 0.2%

Value $9.814B Shares 237,750 Share Price $41278.65 * Est. Cost/Share $31.91 Unrealized @ Report Date +0.6%

— TIME WAR 0.2%

Value $9.685B Shares 86,786 Share Price $111596.34 Est. Cost/Share $111596.34 Unrealized @ Report Date —

CLDT CHATHAM 0.2%

Value $9.577B Shares 536,242 Share Price $17859.47 Est. Cost/Share $17210.92 Unrealized @ Report Date —

— INTERXIO 0.2%

Value $9.563B Shares 429,998 Share Price $22239.64 Est. Cost/Share $26130.79 Unrealized @ Report Date —

— ROCK-TEN 0.2%

Value $9.532B Shares 94,122 Share Price $101272.82 Est. Cost/Share $101272.81 Unrealized @ Report Date —

— PRAXAIR 0.2%

Value $9.389B Shares 78,108 Share Price $120205.36 Est. Cost/Share $115157.73 Unrealized @ Report Date —

NRG NRG ENER 0.2%

Value $9.224B Shares 337,500 Share Price $27330.37 * Est. Cost/Share $20.46 Unrealized @ Report Date +0.9%

— IHS INC 0.2%

Value $9.176B Shares 80,360 Share Price $114186.16 Est. Cost/Share $114186.16 Unrealized @ Report Date —

— ALLIANT 0.2%

Value $9.176B Shares 7,000,000 Share Price $1310.86 Est. Cost/Share $1310.86 Unrealized @ Report Date —

— AMERICAN 0.2%

Value $9.163B Shares 666,364 Share Price $13750.74 Est. Cost/Share $13750.74 Unrealized @ Report Date —

— ANNALY C 0.2%

Value $9.141B Shares 9,000,000 Share Price $1015.67 Est. Cost/Share $1008.67 Unrealized @ Report Date —

— WARNER C 0.2%

Value $9.14B Shares 400,000 Share Price $22850.00 Est. Cost/Share $22850.00 Unrealized @ Report Date —

MS MORGAN S 0.2%

Value $9.083B Shares 337,035 Share Price $26949.72 * Est. Cost/Share $17.33 Unrealized @ Report Date +13.4%

— APOLLO G 0.2%

Value $9.036B Shares 434,197 Share Price $20810.83 Est. Cost/Share $18596.87 Unrealized @ Report Date —

KMI KINDER M 0.2%

Value $8.851B Shares 248,822 Share Price $35571.61 * Est. Cost/Share $20.18 Unrealized @ Report Date 0.0%

— UNS ENER 0.2%

Value $8.741B Shares 187,500 Share Price $46618.67 Est. Cost/Share $45210.71 Unrealized @ Report Date —

— EQUINIX 0.2%

Value $8.657B Shares 5,200,000 Share Price $1664.81 Est. Cost/Share $1683.38 Unrealized @ Report Date —

— HOME PRO 0.2%

Value $8.648B Shares 149,752 Share Price $57748.81 Est. Cost/Share $65371.75 Unrealized @ Report Date —

— WRIGHT M 0.2%

Value $8.58B Shares 7,000,000 Share Price $1225.71 Est. Cost/Share $1225.71 Unrealized @ Report Date —

FRCB FIRST RE 0.2%

Value $8.548B Shares 183,306 Share Price $46632.41 * Est. Cost/Share $35.36 Unrealized @ Report Date +14.9%

— SANDISK 0.2%

Value $7.934B Shares 6,000,000 Share Price $1322.33 Est. Cost/Share $1340.35 Unrealized @ Report Date —

EWBC EAST WES 0.2%

Value $7.908B Shares 247,499 Share Price $31951.64 * Est. Cost/Share $22.90 Unrealized @ Report Date 0.0%

— MATTRESS 0.2%

Value $7.489B Shares 235,515 Share Price $31798.40 Est. Cost/Share $40299.13 Unrealized @ Report Date —

INTC INTEL CO 0.2%

Value $7.449B Shares 325,000 Share Price $22920.00 * Est. Cost/Share $16.91 Unrealized @ Report Date 0.0%

WFC WELLS FA 0.2%

Value $7.4B Shares 179,086 Share Price $41320.93 * Est. Cost/Share $30.19 Unrealized @ Report Date 0.0%

WERN WERNER E 0.2%

Value $7.377B Shares 316,190 Share Price $23330.91 * Est. Cost/Share $23.90 Unrealized @ Report Date 0.0%

— RAMCO-GE 0.1%

Value $7.191B Shares 466,666 Share Price $15409.31 Est. Cost/Share $15529.85 Unrealized @ Report Date —

— HEALTH M 0.1%

Value $7.133B Shares 557,300 Share Price $12799.21 Est. Cost/Share $12799.21 Unrealized @ Report Date —

— DELL INC 0.1%

Value $6.965B Shares 505,845 Share Price $13769.04 Est. Cost/Share $13350.00 Unrealized @ Report Date —

AVB AVALONBA 0.1%

Value $6.965B Shares 54,805 Share Price $127086.94 * Est. Cost/Share $87.52 Unrealized @ Report Date -0.3%

LEN LENNAR C 0.1%

Value $6.938B Shares 196,000 Share Price $35397.96 * Est. Cost/Share $34.18 Unrealized @ Report Date -14.4%

— CROWN CA 0.1%

Value $6.938B Shares 95,000 Share Price $73031.58 Est. Cost/Share $72469.21 Unrealized @ Report Date —

— MB FINAN 0.1%

Value $6.911B Shares 244,717 Share Price $28240.78 Est. Cost/Share $28240.78 Unrealized @ Report Date —

NBHC NATIONAL 0.1%

Value $6.834B Shares 332,694 Share Price $20541.40 * Est. Cost/Share $14.46 Unrealized @ Report Date +9.1%

VZ VERIZON 0.1%

Value $6.815B Shares 146,055 Share Price $46660.50 * Est. Cost/Share $26.74 Unrealized @ Report Date -2.3%

— CALPINE 0.1%

Value $6.745B Shares 347,167 Share Price $19428.69 Est. Cost/Share $19428.69 Unrealized @ Report Date —

— PENNEY J 0.1%

Value $6.615B Shares 750,000 Share Price $8820.00 Est. Cost/Share $17080.14 Unrealized @ Report Date —

HYG ISHARES 0.1%

Value $6.548B Shares 71,500 Share Price $91580.42 Est. Cost/Share $91425.50 Unrealized @ Report Date —

— JOY GLOB 0.1%

Value $6.438B Shares 126,132 Share Price $51041.77 Est. Cost/Share $48528.53 Unrealized @ Report Date —

OGE OGE ENER 0.1%

Value $6.334B Shares 175,500 Share Price $36091.17 * Est. Cost/Share $36.14 Unrealized @ Report Date 0.0%

ASB ASSOCIAT 0.1%

Value $6.327B Shares 408,470 Share Price $15489.51 * Est. Cost/Share $11.10 Unrealized @ Report Date 0.0%

PNW PINNACLE 0.1%

Value $6.322B Shares 115,500 Share Price $54735.93 * Est. Cost/Share $35.40 Unrealized @ Report Date -2.4%

— POST PPT 0.1%

Value $6.303B Shares 140,000 Share Price $45021.43 Est. Cost/Share $49490.49 Unrealized @ Report Date —

AEP AMERICAN 0.1%

Value $6.249B Shares 144,151 Share Price $43350.38 * Est. Cost/Share $28.51 Unrealized @ Report Date 0.0%

— ASHFORD 0.1%

Value $6.047B Shares 490,000 Share Price $12340.82 Est. Cost/Share $11701.47 Unrealized @ Report Date —

DEI DOUGLAS 0.1%

Value $5.968B Shares 254,300 Share Price $23468.34 Est. Cost/Share $23578.52 Unrealized @ Report Date —

AAPL APPLE IN 0.1%

Value $5.949B Shares 12,478 Share Price $476759.10 * Est. Cost/Share $14.28 Unrealized @ Report Date 0.0%

— EXELIXIS 0.1%

Value $5.89B Shares 5,000,000 Share Price $1178.00 Est. Cost/Share $961.27 Unrealized @ Report Date —

NOK NOKIA CO 0.1%

Value $5.859B Shares 900,000 Share Price $6510.00 Est. Cost/Share $3739.84 Unrealized @ Report Date —

— EMERALD 0.1%

Value $5.824B Shares 810,000 Share Price $7190.12 Est. Cost/Share $7067.86 Unrealized @ Report Date —

— INTERNAT 0.1%

Value $5.72B Shares 302,178 Share Price $18929.24 Est. Cost/Share $17823.90 Unrealized @ Report Date —

GEF GREIF IN 0.1%

Value $5.708B Shares 116,417 Share Price $49030.64 * Est. Cost/Share $34.02 Unrealized @ Report Date 0.0%

CACI CACI INT 0.1%

Value $5.691B Shares 82,345 Share Price $69111.66 * Est. Cost/Share $66.75 Unrealized @ Report Date 0.0%

— CEDAR RE 0.1%

Value $5.634B Shares 1,087,696 Share Price $5179.76 Est. Cost/Share $5180.41 Unrealized @ Report Date —

— HILLSHIR 0.1%

Value $5.533B Shares 180,000 Share Price $30738.89 Est. Cost/Share $33079.25 Unrealized @ Report Date —

SWK STANLEY 0.1%

Value $5.437B Shares 60,034 Share Price $90565.35 * Est. Cost/Share $62.68 Unrealized @ Report Date 0.0%

— MEADOWBR 0.1%

Value $5.391B Shares 829,415 Share Price $6499.76 Est. Cost/Share $8029.80 Unrealized @ Report Date —

OC OWENS CO 0.1%

Value $5.37B Shares 141,391 Share Price $37979.79 * Est. Cost/Share $39.00 Unrealized @ Report Date 0.0%

— SPREADTR 0.1%

Value $5.333B Shares 175,052 Share Price $30465.23 Est. Cost/Share $30465.23 Unrealized @ Report Date —

GME GAMESTOP 0.1%

Value $5.312B Shares 106,988 Share Price $49650.43 * Est. Cost/Share $6.27 Unrealized @ Report Date +36.1%

LPX LOUISIAN 0.1%

Value $5.273B Shares 299,789 Share Price $17589.04 * Est. Cost/Share $16.53 Unrealized @ Report Date 0.0%

— EQUINIX 0.1%

Value $5.271B Shares 28,700 Share Price $183658.54 Est. Cost/Share $184722.60 Unrealized @ Report Date —

— WALTER I 0.1%

Value $5.253B Shares 5,000,000 Share Price $1050.60 Est. Cost/Share $1011.91 Unrealized @ Report Date —

HLF HERBALIF 0.1%

Value $5.233B Shares 75,000 Share Price $69773.33 * Est. Cost/Share $20.94 Unrealized @ Report Date +46.1%

VNO VORNADO 0.1%

Value $5.146B Shares 61,214 Share Price $84065.74 Est. Cost/Share $84065.73 Unrealized @ Report Date —

NEM NEWMONT 0.1%

Value $5.145B Shares 183,100 Share Price $28099.40 * Est. Cost/Share $22.61 Unrealized @ Report Date 0.0%

— DOLE FOO 0.1%

Value $5.107B Shares 374,944 Share Price $13620.70 Est. Cost/Share $13620.70 Unrealized @ Report Date —

REG REGENCY 0.1%

Value $5.003B Shares 103,477 Share Price $48348.91 * Est. Cost/Share $31.77 Unrealized @ Report Date 0.0%

ADP AUTOMATI 0.1%

Value $4.886B Shares 67,500 Share Price $72385.19 * Est. Cost/Share $48.32 Unrealized @ Report Date 0.0%

— SAFEGUAR 0.1%

Value $4.868B Shares 310,290 Share Price $15688.55 Est. Cost/Share $16043.02 Unrealized @ Report Date —

— TRULIA I 0.1%

Value $4.779B Shares 101,608 Share Price $47033.70 Est. Cost/Share $47033.70 Unrealized @ Report Date —

UCB UNITED C 0.1%

Value $4.773B Shares 318,170 Share Price $15001.41 * Est. Cost/Share $11.45 Unrealized @ Report Date +26.8%

— RITE AID 0.1%

Value $4.76B Shares 1,000,000 Share Price $4760.00 Est. Cost/Share $4760.00 Unrealized @ Report Date —

— HERTZ GL 0.1%

Value $4.603B Shares 207,700 Share Price $22161.77 Est. Cost/Share $24165.09 Unrealized @ Report Date —

— BOISE IN 0.1%

Value $4.537B Shares 360,111 Share Price $12598.89 Est. Cost/Share $8539.97 Unrealized @ Report Date —

— RYLAND G 0.1%

Value $4.525B Shares 5,000,000 Share Price $905.00 Est. Cost/Share $900.50 Unrealized @ Report Date —

— HALCON R 0.1%

Value $4.43B Shares 1,000,000 Share Price $4430.00 Est. Cost/Share $5033.09 Unrealized @ Report Date —

— MAIDEN H 0.1%

Value $4.429B Shares 374,999 Share Price $11810.70 Est. Cost/Share $11220.27 Unrealized @ Report Date —

ZION ZIONS BA 0.1%

Value $4.411B Shares 160,885 Share Price $27417.10 * Est. Cost/Share $26.15 Unrealized @ Report Date +11.6%

MAS MASCO CO 0.1%

Value $4.409B Shares 207,200 Share Price $21278.96 * Est. Cost/Share $14.83 Unrealized @ Report Date 0.0%

MHK MOHAWK I 0.1%

Value $4.266B Shares 32,749 Share Price $130263.52 * Est. Cost/Share $121.93 Unrealized @ Report Date 0.0%

— CLIFFS N 0.1%

Value $4.258B Shares 207,730 Share Price $20497.76 Est. Cost/Share $20497.76 Unrealized @ Report Date —

GM GENERAL 0.1%

Value $4.257B Shares 1,010,470 Share Price $4212.89 * Est. Cost/Share $23.62 Unrealized @ Report Date +13.2%

— BELO COR 0.1%

Value $4.11B Shares 300,000 Share Price $13700.00 Est. Cost/Share $13700.00 Unrealized @ Report Date —

PENN PENN NAT 0.1%

Value $4.069B Shares 73,502 Share Price $55359.04 * Est. Cost/Share $12.65 Unrealized @ Report Date -4.8%

— LEAP WIR 0.1%

Value $3.948B Shares 250,000 Share Price $15792.00 Est. Cost/Share $15792.00 Unrealized @ Report Date —

— MICRON T 0.1%

Value $3.812B Shares 3,000,000 Share Price $1270.67 Est. Cost/Share $1138.32 Unrealized @ Report Date —

— SANDISK 0.1%

Value $3.767B Shares 63,303 Share Price $59507.45 Est. Cost/Share $59507.45 Unrealized @ Report Date —

— AIRTRAN 0.1%

Value $3.728B Shares 2,500,000 Share Price $1491.20 Est. Cost/Share $1416.40 Unrealized @ Report Date —

USB US BANCO 0.1%

Value $3.658B Shares 100,000 Share Price $36580.00 * Est. Cost/Share $22.41 Unrealized @ Report Date +8.6%

KIM KIMCO RL 0.1%

Value $3.575B Shares 177,154 Share Price $20180.18 * Est. Cost/Share $11.87 Unrealized @ Report Date 0.0%

— INTERPUB 0.1%

Value $3.554B Shares 206,857 Share Price $17180.95 * Est. Cost/Share $10.53 Unrealized @ Report Date 0.0%

FRME FIRST ME 0.1%

Value $3.505B Shares 202,246 Share Price $17330.38 * Est. Cost/Share $11.60 Unrealized @ Report Date +11.7%

PLD PROLOGIS 0.1%

Value $3.476B Shares 92,397 Share Price $37620.27 * Est. Cost/Share $26.02 Unrealized @ Report Date 0.0%

— MONSANTO 0.1%

Value $3.47B Shares 33,243 Share Price $104382.88 Est. Cost/Share $98799.69 Unrealized @ Report Date —

— UNITED S 0.1%

Value $3.423B Shares 166,222 Share Price $20592.94 Est. Cost/Share $20592.94 Unrealized @ Report Date —

RDN RADIAN G 0.1%

Value $3.413B Shares 245,000 Share Price $13930.61 * Est. Cost/Share $11.02 Unrealized @ Report Date 0.0%

— CHEMTURA 0.1%

Value $3.386B Shares 147,288 Share Price $22988.97 Est. Cost/Share $22988.97 Unrealized @ Report Date —

— CAMERON 0.1%

Value $3.38B Shares 57,906 Share Price $58370.46 Est. Cost/Share $58370.46 Unrealized @ Report Date —

AAP ADVANCE 0.1%

Value $3.281B Shares 39,685 Share Price $82676.07 * Est. Cost/Share $72.11 Unrealized @ Report Date -1.1%

— CAPITAL 0.1%

Value $3.145B Shares 148,713 Share Price $21148.12 Est. Cost/Share $23900.97 Unrealized @ Report Date —

— CBS CORP 0.1%

Value $3.133B Shares 56,804 Share Price $55154.57 Est. Cost/Share $55154.57 Unrealized @ Report Date —

— NORTHSTA 0.1%

Value $3.042B Shares 327,778 Share Price $9280.67 Est. Cost/Share $9100.46 Unrealized @ Report Date —

TRNO TERRENO 0.1%

Value $2.984B Shares 168,000 Share Price $17761.90 Est. Cost/Share $18211.07 Unrealized @ Report Date —

— UIL HLDG 0.1%

Value $2.788B Shares 75,000 Share Price $37173.33 Est. Cost/Share $37173.33 Unrealized @ Report Date —

DIS DISNEY W 0.1%

Value $2.747B Shares 42,597 Share Price $64488.11 * Est. Cost/Share $56.11 Unrealized @ Report Date +1.5%

APD AIR PROD 0.1%

Value $2.677B Shares 25,124 Share Price $106551.50 * Est. Cost/Share $70.09 Unrealized @ Report Date 0.0%

NUE NUCOR CO 0.1%

Value $2.627B Shares 53,595 Share Price $49015.77 * Est. Cost/Share $34.54 Unrealized @ Report Date 0.0%

— GT ADVAN 0.1%

Value $2.614B Shares 2,000,000 Share Price $1307.00 Est. Cost/Share $868.57 Unrealized @ Report Date —

— ALON USA 0.1%

Value $2.537B Shares 248,500 Share Price $10209.26 Est. Cost/Share $10209.26 Unrealized @ Report Date —

NSC NORFOLK 0.1%

Value $2.518B Shares 32,558 Share Price $77338.90 * Est. Cost/Share $57.67 Unrealized @ Report Date -1.2%

— FIRST NI 0.1%

Value $2.502B Shares 241,241 Share Price $10371.37 Est. Cost/Share $10371.37 Unrealized @ Report Date —

EVR EVERCORE 0.1%

Value $2.481B Shares 50,390 Share Price $49235.96 * Est. Cost/Share $29.51 Unrealized @ Report Date +19.4%

— CBL & AS 0.1%

Value $2.464B Shares 129,023 Share Price $19097.37 Est. Cost/Share $19097.37 Unrealized @ Report Date —

CCL CARNIVAL 0.1%

Value $2.448B Shares 75,000 Share Price $32640.00 * Est. Cost/Share $29.88 Unrealized @ Report Date 0.0%

— SANOFI 0.1%

Value $2.43B Shares 1,203,178 Share Price $2019.65 Est. Cost/Share $1900.37 Unrealized @ Report Date —

— WCI CMNT 0.1%

Value $2.416B Shares 140,000 Share Price $17257.14 Est. Cost/Share $17257.14 Unrealized @ Report Date —

HTLD HEARTLAN 0.0%

Value $2.359B Shares 166,223 Share Price $14191.78 * Est. Cost/Share $14.17 Unrealized @ Report Date +1.3%

SGMO SANGAMO 0.0%

Value $2.358B Shares 225,000 Share Price $10480.00 * Est. Cost/Share $9.93 Unrealized @ Report Date 0.0%

ELME WASHINGT 0.0%

Value $2.246B Shares 88,889 Share Price $25267.47 Est. Cost/Share $25267.47 Unrealized @ Report Date —

IYR ISHARES 0.0%

Value $2.233B Shares 35,000 Share Price $63800.00 Est. Cost/Share $65151.56 Unrealized @ Report Date —

— CAPITALS 0.0%

Value $2.148B Shares 180,866 Share Price $11876.20 Est. Cost/Share $11876.19 Unrealized @ Report Date —

— HEALTHCA 0.0%

Value $2.147B Shares 92,912 Share Price $23107.89 Est. Cost/Share $23107.89 Unrealized @ Report Date —

DLR DIGITAL 0.0%

Value $2.124B Shares 40,000 Share Price $53100.00 * Est. Cost/Share $39.68 Unrealized @ Report Date -11.7%

PSA PUBLIC S 0.0%

Value $2.087B Shares 12,996 Share Price $160587.87 * Est. Cost/Share $97.16 Unrealized @ Report Date +1.3%

SIG SIGNET J 0.0%

Value $2.073B Shares 28,931 Share Price $71653.24 * Est. Cost/Share $57.15 Unrealized @ Report Date 0.0%

— WESTERN 0.0%

Value $1.936B Shares 64,431 Share Price $30047.65 Est. Cost/Share $28925.21 Unrealized @ Report Date —

SCI SERVICE 0.0%

Value $1.862B Shares 100,000 Share Price $18620.00 * Est. Cost/Share $18.60 Unrealized @ Report Date 0.0%

— HESS COR 0.0%

Value $1.838B Shares 23,760 Share Price $77356.90 Est. Cost/Share $66490.23 Unrealized @ Report Date —

ACN ACCENTUR 0.0%

Value $1.834B Shares 24,900 Share Price $73654.62 * Est. Cost/Share $63.81 Unrealized @ Report Date -6.7%

— SPRINT C 0.0%

Value $1.679B Shares 270,372 Share Price $6209.96 Est. Cost/Share $6209.96 Unrealized @ Report Date —

NNN NATIONAL 0.0%

Value $1.591B Shares 50,000 Share Price $31820.00 Est. Cost/Share $31820.00 Unrealized @ Report Date —

— COOPER T 0.0%

Value $1.541B Shares 50,003 Share Price $30818.15 Est. Cost/Share $30818.15 Unrealized @ Report Date —

— NUANCE C 0.0%

Value $1.523B Shares 1,500,000 Share Price $1015.33 Est. Cost/Share $1034.67 Unrealized @ Report Date —

— ALCOA IN 0.0%

Value $1.484B Shares 182,746 Share Price $8120.56 Est. Cost/Share $8120.56 Unrealized @ Report Date —

DHI D R HORT 0.0%

Value $1.457B Shares 75,000 Share Price $19426.67 * Est. Cost/Share $21.23 Unrealized @ Report Date -18.1%

— WESTPORT 0.0%

Value $1.451B Shares 60,000 Share Price $24183.33 Est. Cost/Share $24183.33 Unrealized @ Report Date —

— SUNSHINE 0.0%

Value $1.448B Shares 125,000 Share Price $11584.00 Est. Cost/Share $5369.64 Unrealized @ Report Date —

— DEALERTR 0.0%

Value $1.292B Shares 1,000,000 Share Price $1292.00 Est. Cost/Share $1146.40 Unrealized @ Report Date —

— AMARIN C 0.0%

Value $1.264B Shares 200,000 Share Price $6320.00 Est. Cost/Share $5800.00 Unrealized @ Report Date —

OFG OFG BANC 0.0%

Value $1.214B Shares 75,000 Share Price $16186.67 * Est. Cost/Share $16.55 Unrealized @ Report Date +8.2%

— BROADSOF 0.0%

Value $1.11B Shares 1,000,000 Share Price $1110.00 Est. Cost/Share $1026.00 Unrealized @ Report Date —

FHN FIRST HO 0.0%

Value $1.099B Shares 100,000 Share Price $10990.00 * Est. Cost/Share $8.12 Unrealized @ Report Date 0.0%

— INTEL CO 0.0%

Value $1.085B Shares 1,000,000 Share Price $1085.00 Est. Cost/Share $1091.00 Unrealized @ Report Date —

— ANTARES 0.0%

Value $1.08B Shares 266,000 Share Price $4060.15 Est. Cost/Share $4160.00 Unrealized @ Report Date —

— LINEAR T 0.0%

Value $1.067B Shares 1,000,000 Share Price $1067.00 Est. Cost/Share $1046.00 Unrealized @ Report Date —

— ACCURAY 0.0%

Value $1.052B Shares 1,000,000 Share Price $1052.00 Est. Cost/Share $963.78 Unrealized @ Report Date —

— NOVAVAX 0.0%

Value $1.048B Shares 331,628 Share Price $3160.17 Est. Cost/Share $3160.17 Unrealized @ Report Date —

— FIFTH ST 0.0%

Value $1.029B Shares 100,000 Share Price $10290.00 Est. Cost/Share $10290.00 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 —

— NAVISTAR 0.0%

Value $1.018B Shares 1,000,000 Share Price $1018.00 Est. Cost/Share $970.26 Unrealized @ Report Date —

— INTEGRA 0.0%

Value $1.016B Shares 1,000,000 Share Price $1016.00 Est. Cost/Share $977.33 Unrealized @ Report Date —

— GENERAL 0.0%

Value $1.008B Shares 20,000 Share Price $50400.00 Est. Cost/Share $47900.00 Unrealized @ Report Date —

— DIAMOND 0.0%

Value $990M Shares 42,000 Share Price $23571.43 Est. Cost/Share $20747.25 Unrealized @ Report Date —

— NUVASIVE 0.0%

Value $980M Shares 1,000,000 Share Price $980.00 Est. Cost/Share $991.00 Unrealized @ Report Date —

— WEBMD HE 0.0%

Value $947M Shares 1,000,000 Share Price $947.00 Est. Cost/Share $930.00 Unrealized @ Report Date —

— TIBCO SO 0.0%

Value $944M Shares 925,000 Share Price $1020.54 Est. Cost/Share $977.30 Unrealized @ Report Date —

— RDA MICR 0.0%

Value $923M Shares 60,400 Share Price $15281.46 Est. Cost/Share $15281.46 Unrealized @ Report Date —

— ROADRUNN 0.0%

Value $847M Shares 30,000 Share Price $28233.33 Est. Cost/Share $28233.33 Unrealized @ Report Date —

NBIX NEUROCRI 0.0%

Value $837M Shares 73,900 Share Price $11326.12 * Est. Cost/Share $13.75 Unrealized @ Report Date 0.0%

SEIC SEI INVE 0.0%

Value $828M Shares 26,800 Share Price $30895.52 * Est. Cost/Share $26.47 Unrealized @ Report Date 0.0%

— SEQUENOM 0.0%

Value $801M Shares 300,000 Share Price $2670.00 Est. Cost/Share $4209.30 Unrealized @ Report Date —

— GALENA B 0.0%

Value $793M Shares 349,400 Share Price $2269.61 Est. Cost/Share $2269.61 Unrealized @ Report Date —

— E TRADE 0.0%

Value $783M Shares 470,000 Share Price $1665.96 Est. Cost/Share — Unrealized @ Report Date —

— COACH IN 0.0%

Value $778M Shares 14,263 Share Price $54546.73 Est. Cost/Share $54546.73 Unrealized @ Report Date —

EARN ELLINGTO 0.0%

Value $768M Shares 50,000 Share Price $15360.00 Est. Cost/Share $16600.00 Unrealized @ Report Date —

— STARWOOD 0.0%

Value $759M Shares 220,000 Share Price $3450.00 Est. Cost/Share $65186.37 Unrealized @ Report Date —

ROST ROSS STO 0.0%

Value $755M Shares 200,000 Share Price $3775.00 * Est. Cost/Share $30.20 Unrealized @ Report Date 0.0%

— ROSETTA 0.0%

Value $730M Shares 45,000 Share Price $16222.22 Est. Cost/Share $14742.86 Unrealized @ Report Date —

— ENERGIZE 0.0%

Value $715M Shares 7,844 Share Price $91152.47 Est. Cost/Share $91152.48 Unrealized @ Report Date —

— COBALT I 0.0%

Value $708M Shares 28,486 Share Price $24854.31 Est. Cost/Share $26217.71 Unrealized @ Report Date —

— FAMILY D 0.0%

Value $656M Shares 350,000 Share Price $1874.29 Est. Cost/Share $62311.46 Unrealized @ Report Date —

— SPEED CO 0.0%

Value $656M Shares 200,000 Share Price $3280.00 Est. Cost/Share $3280.00 Unrealized @ Report Date —

TLT ISHARES 0.0%

Value $591M Shares 585,000 Share Price $1010.26 Est. Cost/Share $110435.30 Unrealized @ Report Date —

— CAPSTONE 0.0%

Value $590M Shares 500,000 Share Price $1180.00 Est. Cost/Share $1180.00 Unrealized @ Report Date —

— KALOBIOS 0.0%

Value $565M Shares 125,000 Share Price $4520.00 Est. Cost/Share $5155.26 Unrealized @ Report Date —

AGIO AGIOS PH 0.0%

Value $559M Shares 20,000 Share Price $27950.00 * Est. Cost/Share $27.61 Unrealized @ Report Date 0.0%

CX CEMEX SA 0.0%

Value $559M Shares 50,000 Share Price $11180.00 Est. Cost/Share $11180.00 Unrealized @ Report Date —

— NANOSPHE 0.0%

Value $550M Shares 275,000 Share Price $2000.00 Est. Cost/Share $2000.00 Unrealized @ Report Date —

— STONE EN 0.0%

Value $547M Shares 500,000 Share Price $1094.00 Est. Cost/Share $930.00 Unrealized @ Report Date —

— COBALT I 0.0%

Value $529M Shares 500,000 Share Price $1058.00 Est. Cost/Share $1061.08 Unrealized @ Report Date —

TEX TEREX CO 0.0%

Value $521M Shares 15,516 Share Price $33578.24 * Est. Cost/Share $30.31 Unrealized @ Report Date 0.0%

— GREENBRI 0.0%

Value $518M Shares 480,000 Share Price $1079.17 Est. Cost/Share $1033.33 Unrealized @ Report Date —

KO COCA COL 0.0%

Value $512M Shares 1,000,000 Share Price $512.00 * Est. Cost/Share $27.85 Unrealized @ Report Date -3.9%

— ROYAL GO 0.0%

Value $482M Shares 500,000 Share Price $964.00 Est. Cost/Share $916.18 Unrealized @ Report Date —

— WINTHROP 0.0%

Value $474M Shares 42,500 Share Price $11152.94 Est. Cost/Share $11152.94 Unrealized @ Report Date —

— PARAGON 0.0%

Value $464M Shares 80,337 Share Price $5775.67 Est. Cost/Share $5775.67 Unrealized @ Report Date —

— NUVERRA 0.0%

Value $458M Shares 200,000 Share Price $2290.00 Est. Cost/Share $2900.00 Unrealized @ Report Date —

— HEALTH C 0.0%

Value $434M Shares 7,500 Share Price $57866.67 Est. Cost/Share $57866.67 Unrealized @ Report Date —

— WALGREEN 0.0%

Value $428M Shares 200,000 Share Price $2140.00 Est. Cost/Share — Unrealized @ Report Date —

— TOWERSTR 0.0%

Value $421M Shares 147,100 Share Price $2862.00 Est. Cost/Share $2550.00 Unrealized @ Report Date —

GS GOLDMAN 0.0%

Value $395M Shares 50,000 Share Price $7900.00 Est. Cost/Share — Unrealized @ Report Date —

— COCA COL 0.0%

Value $380M Shares 200,000 Share Price $1900.00 Est. Cost/Share $35159.77 Unrealized @ Report Date —

WSM WILLIAMS 0.0%

Value $380M Shares 200,000 Share Price $1900.00 Est. Cost/Share — Unrealized @ Report Date —

— BALTIC T 0.0%

Value $367M Shares 75,000 Share Price $4893.33 Est. Cost/Share $4893.33 Unrealized @ Report Date —

HYG ISHARES 0.0%

Value $358M Shares 270,000 Share Price $1325.93 Est. Cost/Share $91425.50 Unrealized @ Report Date —

— CENVEO C 0.0%

Value $356M Shares 350,000 Share Price $1017.14 Est. Cost/Share $891.43 Unrealized @ Report Date —

— SYNERGY 0.0%

Value $324M Shares 70,936 Share Price $4567.50 Est. Cost/Share $4320.00 Unrealized @ Report Date —

— RYLAND G 0.0%

Value $322M Shares 158,800 Share Price $2027.71 Est. Cost/Share — Unrealized @ Report Date —

MDLZ MONDELEZ 0.0%

Value $320M Shares 400,000 Share Price $800.00 * Est. Cost/Share $23.16 Unrealized @ Report Date +2.4%

— THERAPEU 0.0%

Value $293M Shares 100,000 Share Price $2930.00 Est. Cost/Share $2930.00 Unrealized @ Report Date —

— ANTHERA 0.0%

Value $291M Shares 72,500 Share Price $4013.79 Est. Cost/Share $4013.79 Unrealized @ Report Date —

PG PROCTER 0.0%

Value $280M Shares 100,000 Share Price $2800.00 * Est. Cost/Share $55.00 Unrealized @ Report Date +2.2%

M MACYS IN 0.0%

Value $265M Shares 200,000 Share Price $1325.00 * Est. Cost/Share $46.71 Unrealized @ Report Date 0.0%

— MERU NET 0.0%

Value $262M Shares 80,000 Share Price $3275.00 Est. Cost/Share $4029.63 Unrealized @ Report Date —

— MANNKIND 0.0%

Value $223M Shares 100,000 Share Price $2230.00 Est. Cost/Share — Unrealized @ Report Date —

— REGULUS 0.0%

Value $220M Shares 23,295 Share Price $9444.09 Est. Cost/Share $9444.09 Unrealized @ Report Date —

C CITIGROU 0.0%

Value $195M Shares 385,000 Share Price $506.49 * Est. Cost/Share $35.93 Unrealized @ Report Date +4.7%

STZ CONSTELL 0.0%

Value $190M Shares 200,000 Share Price $950.00 Est. Cost/Share — Unrealized @ Report Date —

WY WEYERHAE 0.0%

Value $188M Shares 175,000 Share Price $1074.29 Est. Cost/Share — Unrealized @ Report Date —

— ISIS PHA 0.0%

Value $180M Shares 50,000 Share Price $3600.00 Est. Cost/Share — Unrealized @ Report Date —

— BIOAMBER 0.0%

Value $177M Shares 36,168 Share Price $4893.83 Est. Cost/Share $6800.00 Unrealized @ Report Date —

— CYTORI T 0.0%

Value $175M Shares 75,000 Share Price $2333.33 Est. Cost/Share $2300.00 Unrealized @ Report Date —

NRG NRG ENER 0.0%

Value $173M Shares 105,000 Share Price $1647.62 * Est. Cost/Share $20.46 Unrealized @ Report Date +0.9%

HD HOME DEP 0.0%

Value $169M Shares 100,000 Share Price $1690.00 * Est. Cost/Share $56.05 Unrealized @ Report Date +3.2%

IYR ISHARES 0.0%

Value $148M Shares 100,000 Share Price $1480.00 Est. Cost/Share $65151.56 Unrealized @ Report Date —

DKS DICKS SP 0.0%

Value $145M Shares 100,000 Share Price $1450.00 * Est. Cost/Share $37.36 Unrealized @ Report Date 0.0%

— YAMANA G 0.0%

Value $140M Shares 13,464 Share Price $10398.10 Est. Cost/Share $9510.31 Unrealized @ Report Date —

GAP GAP INC 0.0%

Value $140M Shares 300,000 Share Price $466.67 * Est. Cost/Share $28.58 Unrealized @ Report Date 0.0%

SHW SHERWIN 0.0%

Value $130M Shares 33,300 Share Price $3903.90 Est. Cost/Share — Unrealized @ Report Date —

PNC PNC FINL 0.0%

Value $128M Shares 74,900 Share Price $1708.95 Est. Cost/Share — Unrealized @ Report Date —

KMI KINDER M 0.0%

Value $123M Shares 25,000 Share Price $4920.00 * Est. Cost/Share $20.18 Unrealized @ Report Date 0.0%

— ONCOLYTI 0.0%

Value $122M Shares 50,000 Share Price $2440.00 Est. Cost/Share $2880.00 Unrealized @ Report Date —

WMT WAL-MART 0.0%

Value $116M Shares 100,000 Share Price $1160.00 * Est. Cost/Share $19.98 Unrealized @ Report Date -1.0%

LEN LENNAR C 0.0%

Value $107M Shares 50,000 Share Price $2140.00 * Est. Cost/Share $34.18 Unrealized @ Report Date -14.4%

UAA UNDER AR 0.0%

Value $102M Shares 400,000 Share Price $255.00 Est. Cost/Share — Unrealized @ Report Date —

PM PHILIP M 0.0%

Value $100M Shares 50,000 Share Price $2000.00 * Est. Cost/Share $48.72 Unrealized @ Report Date -2.8%

CHD CHURCH & 0.0%

Value $98M Shares 100,000 Share Price $980.00 Est. Cost/Share — Unrealized @ Report Date —

XLP SELECT S 0.0%

Value $89M Shares 50,000 Share Price $1780.00 Est. Cost/Share — Unrealized @ Report Date —

— MAST THE 0.0%

Value $88M Shares 200,000 Share Price $440.00 Est. Cost/Share $428.98 Unrealized @ Report Date —

— BIOAMBER 0.0%

Value $80M Shares 100,000 Share Price $800.00 Est. Cost/Share $6800.00 Unrealized @ Report Date —

PM PHILIP M 0.0%

Value $79M Shares 50,000 Share Price $1580.00 * Est. Cost/Share $48.72 Unrealized @ Report Date -2.8%

SPY SPDR S&P 0.0%

Value $73M Shares 110,000 Share Price $663.64 Est. Cost/Share $168012.44 Unrealized @ Report Date —

— CUI GLOB 0.0%

Value $72M Shares 12,500 Share Price $5760.00 Est. Cost/Share $5560.00 Unrealized @ Report Date —

— L BRANDS 0.0%

Value $70M Shares 200,000 Share Price $350.00 Est. Cost/Share $49252.42 Unrealized @ Report Date —

KBH KB HOME 0.0%

Value $69M Shares 235,400 Share Price $293.12 Est. Cost/Share — Unrealized @ Report Date —

GD GENERAL 0.0%

Value $67M Shares 25,000 Share Price $2680.00 Est. Cost/Share — Unrealized @ Report Date —

LMT LOCKHEED 0.0%

Value $66M Shares 25,000 Share Price $2640.00 Est. Cost/Share — Unrealized @ Report Date —

— AMARIN C 0.0%

Value $66M Shares 151,100 Share Price $436.80 Est. Cost/Share $5800.00 Unrealized @ Report Date —

NOC NORTHROP 0.0%

Value $64M Shares 25,000 Share Price $2560.00 * Est. Cost/Share $62.64 Unrealized @ Report Date +19.5%

— RAYTHEON 0.0%

Value $60M Shares 25,000 Share Price $2400.00 Est. Cost/Share — Unrealized @ Report Date —

PVH PVH CORP 0.0%

Value $60M Shares 100,000 Share Price $600.00 * Est. Cost/Share $119.27 Unrealized @ Report Date +5.7%

JPM JPMORGAN 0.0%

Value $58M Shares 300,000 Share Price $193.33 * Est. Cost/Share $36.96 Unrealized @ Report Date +4.2%

— DISCOVER 0.0%

Value $58M Shares 43,200 Share Price $1342.59 Est. Cost/Share — Unrealized @ Report Date —

MGM MGM RESO 0.0%

Value $58M Shares 150,000 Share Price $386.67 Est. Cost/Share — Unrealized @ Report Date —

— PLURISTE 0.0%

Value $54M Shares 175,000 Share Price $308.57 Est. Cost/Share — Unrealized @ Report Date —

MS MORGAN S 0.0%

Value $52M Shares 150,000 Share Price $346.67 * Est. Cost/Share $17.33 Unrealized @ Report Date +13.4%

— WRIGHT M 0.0%

Value $50M Shares 50,000 Share Price $1000.00 Est. Cost/Share — Unrealized @ Report Date —

RIO RIO TINT 0.0%

Value $48M Shares 30,000 Share Price $1600.00 Est. Cost/Share — Unrealized @ Report Date —

— ANNALY C 0.0%

Value $39M Shares 343,100 Share Price $113.67 Est. Cost/Share — Unrealized @ Report Date —

— DFC GLOB 0.0%

Value $34M Shares 100,000 Share Price $340.00 Est. Cost/Share — Unrealized @ Report Date —

NKE NIKE INC 0.0%

Value $31M Shares 150,000 Share Price $206.67 * Est. Cost/Share $26.53 Unrealized @ Report Date +5.3%

CL COLGATE 0.0%

Value $31M Shares 100,000 Share Price $310.00 * Est. Cost/Share $44.56 Unrealized @ Report Date 0.0%

— AVON PRO 0.0%

Value $30M Shares 100,000 Share Price $300.00 Est. Cost/Share $21030.06 Unrealized @ Report Date —

XLU SELECT S 0.0%

Value $28M Shares 120,000 Share Price $233.33 Est. Cost/Share — Unrealized @ Report Date —

— NATIONAL 0.0%

Value $24M Shares 20,000 Share Price $1200.00 Est. Cost/Share $71843.37 Unrealized @ Report Date —

DE DEERE & 0.0%

Value $22M Shares 25,000 Share Price $880.00 * Est. Cost/Share $68.04 Unrealized @ Report Date -3.1%

PEP PEPSICO 0.0%

Value $21M Shares 200,000 Share Price $105.00 * Est. Cost/Share $56.00 Unrealized @ Report Date +1.4%

— ENERGIZE 0.0%

Value $19M Shares 150,000 Share Price $126.67 Est. Cost/Share $91152.48 Unrealized @ Report Date —

— SEQUENOM 0.0%

Value $16M Shares 50,000 Share Price $320.00 Est. Cost/Share $4209.30 Unrealized @ Report Date —

XLU SELECT S 0.0%

Value $14M Shares 200,000 Share Price $70.00 Est. Cost/Share — Unrealized @ Report Date —

IP INTL PAP 0.0%

Value $13M Shares 20,000 Share Price $650.00 * Est. Cost/Share $25.91 Unrealized @ Report Date +3.7%

HAL HALLIBUR 0.0%

Value $12M Shares 20,000 Share Price $600.00 * Est. Cost/Share $33.21 Unrealized @ Report Date +12.4%

— SPDR SER 0.0%

Value $10M Shares 25,000 Share Price $400.00 Est. Cost/Share — Unrealized @ Report Date —

XRT SPDR SER 0.0%

Value $10M Shares 50,000 Share Price $200.00 Est. Cost/Share — Unrealized @ Report Date —

— THOMPSON 0.0%

Value $8M Shares 30,000 Share Price $266.67 Est. Cost/Share — Unrealized @ Report Date —

— BAKER HU 0.0%

Value $7M Shares 20,000 Share Price $350.00 Est. Cost/Share $46130.94 Unrealized @ Report Date —

KMB KIMBERLY 0.0%

Value $7M Shares 25,000 Share Price $280.00 * Est. Cost/Share $63.06 Unrealized @ Report Date -3.1%

— NOBLE CO 0.0%

Value $6M Shares 25,000 Share Price $240.00 Est. Cost/Share $37579.69 Unrealized @ Report Date —

— DU PONT 0.0%

Value $5M Shares 130,000 Share Price $38.46 Est. Cost/Share — Unrealized @ Report Date —

— MCDERMOT 0.0%

Value $2M Shares 20,000 Share Price $100.00 Est. Cost/Share — Unrealized @ Report Date —

— HEWLETT 0.0%

Value $1M Shares 51,600 Share Price $19.38 Est. Cost/Share $24799.76 Unrealized @ Report Date —

— MANNKIND 0.0%

Value $0 Shares 24,200 Share Price $0.00 Est. Cost/Share — Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	GILEAD S	45,150,000	$125.7B	2.6%	$2784.70	$2269.21	—	NOTE1	375558AN3
—	MYLAN IN	35,000,000	$101.6B	2.1%	$2901.49	$2370.66	—	NOTE3	628530AJ6
—	TERADYNE	33,500,000	$101.4B	2.1%	$3027.40	$3224.71	—	NOTE4	880770AE2
—	GILEAD S	34,000,000	$94.15B	2.0%	$2769.09	$2281.99	—	NOTE1	375558AP8
—	LIFE TEC	1,254,694	$93.89B	2.0%	$74829.40	$74829.40	—	COM	53217V109
PM	PHILIP M	1,017,968	$88.15B	1.8%	$86590.15 *	$48.72	-2.8%	COM	718172109
HUM	HUMANA I	874,175	$81.59B	1.7%	$93330.28 *	$75.39	+10.0%	COM	444859102
MSFT	MICROSOF	1,938,838	$64.58B	1.3%	$33310.16 *	$26.80	+0.8%	COM	594918104
MDLZ	MONDELEZ	1,962,274	$61.66B	1.3%	$31420.18 *	$23.16	+2.4%	CLA	609207105
—	ONYX PHA	484,886	$60.45B	1.3%	$124670.54	$121548.52	—	COM	683399109
CL	COLGATE	1,002,498	$59.45B	1.2%	$59299.87 *	$44.56	0.0%	COM	194162103
—	TESLA MT	35,000,000	$59.22B	1.2%	$1692.09	$1659.31	—	NOTE1	88160RAA9
EL	LAUDER E	840,359	$58.74B	1.2%	$69899.89 *	$58.22	-0.5%	CLA	518439104
—	NIELSEN	1,475,842	$53.79B	1.1%	$36449.70	$33792.88	—	COM	N63218106
—	VERISIGN	33,000,000	$51.67B	1.1%	$1565.88	$1415.90	—	SDCV3	92343EAD4
SPG	SIMON PP	336,574	$49.89B	1.0%	$148228.92 *	$80.96	0.0%	COM	828806109
—	TELEFLEX	35,000,000	$49.38B	1.0%	$1410.71	$1383.98	—	NOTE3	879369AA4
—	MCGRAW H	711,160	$46.65B	1.0%	$65590.02	$56707.10	—	COM	580645109
—	NOBLE CO	1,210,000	$45.7B	1.0%	$37770.25	$37579.69	—	NAMEN	H5833N103
TSM	TAIWAN S	2,660,700	$45.13B	0.9%	$16959.82	$16959.82	—	SPONS	874039100
—	ELAN PLC	2,850,000	$44.4B	0.9%	$15580.00	$15580.00	—	ADR	284131208
—	DEAN FOO	2,168,498	$41.85B	0.9%	$19299.99	$19299.99	—	COMNE	242370203
WMT	WAL-MART	564,058	$41.72B	0.9%	$73960.48 *	$19.98	-1.0%	COM	931142103
—	ASHLAND	448,279	$41.46B	0.9%	$92480.35	$83499.80	—	COM	044209104
—	WHITEWAV	2,064,413	$41.23B	0.9%	$19969.84	$18203.67	—	COMCL	966244105
M	MACYS IN	947,899	$41.02B	0.9%	$43270.43 *	$46.71	0.0%	COM	55616P104
—	GENCORP	22,500,000	$40.83B	0.8%	$1814.44	$1827.59	—	SDCV4	368682AN0
BHP	BHP BILL	597,774	$39.75B	0.8%	$66500.05	$66500.05	—	SPONS	088606108
ADBE	ADOBE SY	765,000	$39.73B	0.8%	$51939.87 *	$44.54	+7.1%	COM	00724F101
VTR	VENTAS I	631,392	$38.83B	0.8%	$61500.62 *	$48.14	-10.9%	COM	92276F100
MAA	MID-AMER	616,133	$38.51B	0.8%	$62499.49 *	$43.63	-5.0%	COM	59522J103
—	STARWOOD	571,790	$37.99B	0.8%	$66449.22	$65186.37	—	COM	85590A401
KO	COCA COL	996,108	$37.73B	0.8%	$37880.43 *	$27.85	-3.9%	COM	191216100
—	WESCO IN	13,500,000	$37.1B	0.8%	$2748.15	$2460.52	—	DBCV6	95082PAH8
—	KRAFT FO	703,924	$36.91B	0.8%	$52440.32	$52440.32	—	COM	50076Q106
—	CHESAPEA	35,471,000	$36.74B	0.8%	$1035.89	$1003.78	—	NOTE2	165167BW6
KRC	KILROY R	732,025	$36.56B	0.8%	$49950.48	$51908.32	—	COM	49427F108
—	HOSPIRA	924,704	$36.27B	0.8%	$39220.12	$38724.54	—	COM	441060100
RLJ	RLJ LODG	1,519,998	$35.7B	0.7%	$23490.16	$22489.90	—	COM	74965L101
—	U S AIRW	1,829,825	$34.69B	0.7%	$18959.74	$16419.92	—	COM	90341W108
RWT	REDWOOD	1,749,002	$34.44B	0.7%	$19690.09	$18426.88	—	COM	758075402
SJM	SMUCKER	327,787	$34.43B	0.7%	$105040.77 *	$75.72	0.0%	COMNE	832696405
—	SBA COMM	423,131	$34.05B	0.7%	$80459.72	$77419.33	—	COM	78388J106
—	NATIONAL	427,952	$33.43B	0.7%	$78109.23	$71843.37	—	COM	637071101
—	AVON PRO	1,592,102	$32.8B	0.7%	$20599.81	$21030.06	—	COM	054303102
JPM	JPMORGAN	619,691	$32.03B	0.7%	$51690.28 *	$36.96	+4.2%	COM	46625H100
—	MICROCHI	20,000,000	$31.33B	0.7%	$1566.50	$1475.15	—	SDCV2	595017AB0
ELS	EQUITY L	906,008	$30.96B	0.6%	$34169.68	$52983.28	—	COM	29472R108
—	FOOT LOC	910,000	$30.89B	0.6%	$33939.56	$35130.35	—	COM	344849104
SCHW	SCHWAB C	1,457,812	$30.82B	0.6%	$21139.90 *	$16.97	+10.7%	COM	808513105
—	AMERICAN	858,424	$29.32B	0.6%	$34149.79	$34682.27	—	COM	024835100
DKS	DICKS SP	531,376	$28.36B	0.6%	$53380.28 *	$37.36	0.0%	COM	253393102
GAP	GAP INC	702,462	$28.3B	0.6%	$40279.76 *	$28.58	0.0%	COM	364760108
DAL	DELTA AI	1,152,818	$27.2B	0.6%	$23590.02 *	$18.04	0.0%	COMNE	247361702
—	BEAZER H	913,100	$26.73B	0.6%	$29279.38	$28984.78	—	UNIT9	07556Q709
—	SBA COMM	10,000,000	$26.59B	0.6%	$2658.50	$2458.30	—	NOTE4	78388JAM8
ADM	ARCHER D	720,000	$26.52B	0.6%	$36840.28 *	$23.37	+9.7%	COM	039483102
AMT	AMERICAN	351,304	$26.04B	0.5%	$74129.53 *	$55.17	-1.8%	COM	03027X100
—	LIBERTY	726,954	$25.88B	0.5%	$35600.60	$35600.60	—	SHBEN	531172104
CAT	CATERPIL	307,837	$25.66B	0.5%	$83368.80 *	$61.61	+0.1%	COM	149123101
MYGN	MYRIAD G	1,089,206	$25.6B	0.5%	$23499.69 *	$28.81	-1.4%	COM	62855J104
—	SOVRAN S	335,999	$25.43B	0.5%	$75678.80	$66568.77	—	COM	84610H108
FCX	FREEPORT	747,972	$24.74B	0.5%	$33080.12 *	$25.63	+0.1%	COM	35671D857
HD	HOME DEP	316,146	$23.98B	0.5%	$75851.03 *	$56.05	+3.2%	COM	437076102
—	VODAFONE	644,248	$22.66B	0.5%	$35180.55	$33262.56	—	SPONS	92857W209
CE	CELANESE	425,365	$22.45B	0.5%	$52789.96 *	$38.35	+1.3%	COMSE	150870103
RHP	RYMAN HO	593,800	$20.49B	0.4%	$34509.94	$36707.84	—	COM	78377T107
—	PHH CORP	10,000,000	$20.44B	0.4%	$2043.90	$1800.20	—	NOTE6	693320AQ6
NWSA	NEWS COR	1,248,088	$20.04B	0.4%	$16059.77 *	$14.03	0.0%	CLA	65249B109
NWL	NEWELL R	727,876	$20.02B	0.4%	$27500.56 *	$16.79	+0.8%	COM	651229106
C	CITIGROU	411,004	$19.94B	0.4%	$48510.48 *	$35.93	+4.7%	COMNE	172967424
CPT	CAMDEN P	323,166	$19.86B	0.4%	$61439.01 *	$42.93	-3.7%	SHBEN	133131102
—	DCT INDU	2,729,998	$19.63B	0.4%	$7190.12	$7150.13	—	COM	233153105
—	FEDERAL	193,222	$19.6B	0.4%	$101448.08	$103650.98	—	SHBEN	313747206
PG	PROCTER	257,586	$19.47B	0.4%	$75590.29 *	$55.00	+2.2%	COM	742718109
SPY	SPDR S&P	115,176	$19.35B	0.4%	$168012.43	$168012.44	—	TRUNI	78462F103
—	UNITED T	11,000,000	$18.7B	0.4%	$1700.09	$1455.09	—	NOTE1	91307CAF9
—	LINKEDIN	75,925	$18.68B	0.4%	$246058.61	$246058.61	—	COMCL	53578A108
—	HUDSON C	1,995,600	$18.06B	0.4%	$9050.41	$9050.41	—	COM	443683107
—	PACWEST	520,174	$17.87B	0.4%	$34359.66	$34359.66	—	COM	695263103
—	THOMPSON	924,544	$17.34B	0.4%	$18758.44	$16381.48	—	UNIT9	884768300
—	VIACOM I	206,976	$17.3B	0.4%	$83579.74	$83579.74	—	CLB	92553P201
—	AUXILIUM	16,500,000	$17.13B	0.4%	$1037.94	$990.04	—	NOTE1	05334DAA5
PVH	PVH CORP	142,828	$16.95B	0.4%	$118688.21 *	$119.27	+5.7%	COM	693656100
—	EQUINIX	7,500,000	$16.89B	0.4%	$2251.87	$2267.87	—	NOTE4	29444UAH9
DTE	DTE ENER	252,569	$16.66B	0.3%	$65981.97 *	$38.06	0.0%	COM	233331107
LNT	ALLIANT	330,000	$16.35B	0.3%	$49551.52 *	$16.91	+1.4%	COM	018802108
META	FACEBOOK	325,050	$16.33B	0.3%	$50241.50 *	$25.44	+45.3%	CLA	30303M102
RF	REGIONS	1,740,998	$16.12B	0.3%	$9260.21 *	$6.54	0.0%	COM	7591EP100
—	MICRON T	8,642,000	$16.1B	0.3%	$1862.99	$1862.99	—	NOTE1	595112AQ6
—	XPO LOGI	11,000,000	$16.04B	0.3%	$1458.55	$1305.28	—	NOTE4	983793AA8
CVS	CVS CARE	282,281	$16.02B	0.3%	$56748.42 *	$41.44	+3.2%	COM	126650100
—	DEVELOPE	14,000,000	$15.87B	0.3%	$1133.71	$1170.23	—	NOTE1	251591AX1
—	COLONIAL	699,999	$15.74B	0.3%	$22490.03	$24120.16	—	COMSH	195872106
—	PENNSYLV	839,999	$15.71B	0.3%	$18700.02	$18880.03	—	SHBEN	709102107
AEE	AMEREN C	450,000	$15.68B	0.3%	$34840.00 *	$23.28	+0.3%	COM	023608102
—	MICRON T	8,000,000	$15.27B	0.3%	$1908.63	$1908.63	—	NOTE2	595112AW3
RL	RALPH LA	92,538	$15.24B	0.3%	$164732.33 *	$138.80	-0.9%	CLA	751212101
—	LUCENT T	15,470,000	$15.16B	0.3%	$980.03	$969.17	—	DBCV2	549463AG2
DUK	DUKE ENE	225,000	$15.03B	0.3%	$66782.22 *	$41.39	-1.4%	COMNE	26441C204
—	CYTEC IN	184,544	$15.01B	0.3%	$81357.29	$81357.29	—	COM	232820100
—	NORTHEAS	363,049	$14.98B	0.3%	$41250.63	$41250.63	—	COM	664397106
—	PARKWAY	839,999	$14.93B	0.3%	$17770.26	$16924.47	—	COM	70159Q104
—	TYCO INT	423,009	$14.8B	0.3%	$34980.34	$34980.34	—	SHS	H89128104
—	HUDSON P	754,458	$14.67B	0.3%	$19449.72	$21222.51	—	COM	444097109
CMS	CMS ENER	547,500	$14.41B	0.3%	$26319.63 *	$18.95	-1.8%	COM	125896100
—	BIOMED R	769,998	$14.31B	0.3%	$18589.66	$20086.66	—	COM	09063H107
—	SVB FINL	164,647	$14.22B	0.3%	$86372.66	$85531.10	—	COM	78486Q101
—	MENTOR G	10,887,000	$14.21B	0.3%	$1305.59	$1238.09	—	SDCV4	587200AK2
AKR	ACADIA R	573,555	$14.15B	0.3%	$24679.41	$24679.41	—	COMSH	004239109
—	COCA COL	345,001	$13.87B	0.3%	$40208.58	$35159.77	—	COM	19122T109
—	RACKSPAC	256,469	$13.53B	0.3%	$52758.81	$52758.81	—	COM	750086100
—	WESTAR E	436,500	$13.38B	0.3%	$30650.63	$31871.27	—	COM	95709T100
ROST	ROSS STO	182,945	$13.32B	0.3%	$72797.84 *	$30.20	0.0%	COM	778296103
SBNY	SIGNATUR	140,717	$12.88B	0.3%	$91517.02	$85567.04	—	COM	82669G104
—	VIROPHAR	6,000,000	$12.87B	0.3%	$2144.83	$2144.83	—	NOTE2	928241AH1
AAT	AMERICAN	420,000	$12.81B	0.3%	$30509.52	$30860.77	—	COM	024013104
—	HOWARD H	111,999	$12.59B	0.3%	$112367.07	$112088.24	—	COM	44267D107
—	FIRSTMER	578,126	$12.55B	0.3%	$21709.80	$21709.80	—	COM	337915102
PCG	PG&E COR	304,981	$12.48B	0.3%	$40920.58 *	$38.88	-4.9%	COM	69331C108
TOL	TOLL BRO	383,812	$12.45B	0.3%	$32429.94 *	$33.49	-3.4%	COM	889478103
HIW	HIGHWOOD	350,000	$12.36B	0.3%	$35311.43	$35440.82	—	COM	431284108
—	RETAIL O	874,999	$12.09B	0.3%	$13819.44	$13873.38	—	COM	76131N101
NEE	NEXTERA	150,000	$12.02B	0.3%	$80160.00 *	$14.20	+4.6%	COM	65339F101
ED	CONSOLID	217,500	$11.99B	0.2%	$55140.23 *	$36.36	0.0%	COM	209115104
BKU	BANKUNIT	381,792	$11.91B	0.2%	$31189.76 *	$19.96	+3.6%	COM	06652K103
CMC	COMMERCI	702,363	$11.9B	0.2%	$16949.92 *	$11.60	+3.2%	COM	201723103
RSG	REPUBLIC	351,480	$11.72B	0.2%	$33358.94 *	$26.75	0.0%	COM	760759100
D	DOMINION	182,103	$11.38B	0.2%	$62481.12 *	$34.53	+2.3%	COM	25746U109
—	LEVEL 3	9,275,000	$11.37B	0.2%	$1225.55	$1187.33	—	NOTE7	52729NBP4
LSTR	LANDSTAR	199,466	$11.17B	0.2%	$55979.47	$55979.46	—	COM	515098101
—	EDUCATIO	1,208,450	$11B	0.2%	$9100.09	$9100.09	—	COM	28140H104
—	LENDER P	330,000	$10.98B	0.2%	$33269.70	$33269.69	—	COM	52602E102
SRE	SEMPRA E	127,500	$10.91B	0.2%	$85600.00 *	$28.04	+3.4%	COM	816851109
KEY	KEYCORP	948,255	$10.81B	0.2%	$11399.89 *	$7.17	+5.5%	COM	493267108
—	D R HORT	7,000,000	$10.67B	0.2%	$1524.00	$1662.00	—	NOTE2	23331ABB4
URI	UNITED R	181,546	$10.58B	0.2%	$58288.26 *	$51.55	+4.2%	COM	911363109
SLGN	SILGAN H	223,211	$10.49B	0.2%	$47000.37 *	$24.02	0.0%	COM	827048109
—	DISH NET	229,054	$10.31B	0.2%	$45011.22	$43871.37	—	CLA	25470M109
LTC	LTC PPTY	267,356	$10.15B	0.2%	$37979.32	$38689.32	—	COM	502175102
RRX	REGAL BE	148,593	$10.09B	0.2%	$67930.52 *	$66.43	0.0%	COM	758750103
—	SNYDERS-	348,906	$10.07B	0.2%	$28850.18	$28410.32	—	COM	833551104
—	MERRIMAC	11,000,000	$10B	0.2%	$909.18	$909.18	—	NOTE4	590328AA8
—	INTERMUN	11,000,000	$9.902B	0.2%	$900.18	$824.92	—	NOTE2	45884XAE3
—	CTRIP CO	169,199	$9.886B	0.2%	$58428.24	$58428.24	—	AMERI	22943F100
AWK	AMERICAN	237,750	$9.814B	0.2%	$41278.65 *	$31.91	+0.6%	COM	030420103
—	TIME WAR	86,786	$9.685B	0.2%	$111596.34	$111596.34	—	COM	88732J207
CLDT	CHATHAM	536,242	$9.577B	0.2%	$17859.47	$17210.92	—	COM	16208T102
—	INTERXIO	429,998	$9.563B	0.2%	$22239.64	$26130.79	—	SHS	N47279109
—	ROCK-TEN	94,122	$9.532B	0.2%	$101272.82	$101272.81	—	CLA	772739207
—	PRAXAIR	78,108	$9.389B	0.2%	$120205.36	$115157.73	—	COM	74005P104
NRG	NRG ENER	337,500	$9.224B	0.2%	$27330.37 *	$20.46	+0.9%	COMNE	629377508
—	IHS INC	80,360	$9.176B	0.2%	$114186.16	$114186.16	—	CLA	451734107
—	ALLIANT	7,000,000	$9.176B	0.2%	$1310.86	$1310.86	—	NOTE3	018804AK0
—	AMERICAN	666,364	$9.163B	0.2%	$13750.74	$13750.74	—	COM	02503Y103
—	ANNALY C	9,000,000	$9.141B	0.2%	$1015.67	$1008.67	—	NOTE5	035710AB8
—	WARNER C	400,000	$9.14B	0.2%	$22850.00	$22850.00	—	SHSA	G94368100
MS	MORGAN S	337,035	$9.083B	0.2%	$26949.72 *	$17.33	+13.4%	COMNE	617446448
—	APOLLO G	434,197	$9.036B	0.2%	$20810.83	$18596.87	—	CLA	037604105
KMI	KINDER M	248,822	$8.851B	0.2%	$35571.61 *	$20.18	0.0%	COM	49456B101
—	UNS ENER	187,500	$8.741B	0.2%	$46618.67	$45210.71	—	COM	903119105
—	EQUINIX	5,200,000	$8.657B	0.2%	$1664.81	$1683.38	—	NOTE3	29444UAG1
—	HOME PRO	149,752	$8.648B	0.2%	$57748.81	$65371.75	—	COM	437306103
—	WRIGHT M	7,000,000	$8.58B	0.2%	$1225.71	$1225.71	—	NOTE2	98235TAC1
FRCB	FIRST RE	183,306	$8.548B	0.2%	$46632.41 *	$35.36	+14.9%	COM	33616C100
—	SANDISK	6,000,000	$7.934B	0.2%	$1322.33	$1340.35	—	NOTE1	80004CAD3
EWBC	EAST WES	247,499	$7.908B	0.2%	$31951.64 *	$22.90	0.0%	COM	27579R104
—	MATTRESS	235,515	$7.489B	0.2%	$31798.40	$40299.13	—	COM	57722W106
INTC	INTEL CO	325,000	$7.449B	0.2%	$22920.00 *	$16.91	0.0%	COM	458140100
WFC	WELLS FA	179,086	$7.4B	0.2%	$41320.93 *	$30.19	0.0%	COM	949746101
WERN	WERNER E	316,190	$7.377B	0.2%	$23330.91 *	$23.90	0.0%	COM	950755108
—	RAMCO-GE	466,666	$7.191B	0.1%	$15409.31	$15529.85	—	COMSH	751452202
—	HEALTH M	557,300	$7.133B	0.1%	$12799.21	$12799.21	—	CLA	421933102
—	DELL INC	505,845	$6.965B	0.1%	$13769.04	$13350.00	—	COM	24702R101
AVB	AVALONBA	54,805	$6.965B	0.1%	$127086.94 *	$87.52	-0.3%	COM	053484101
LEN	LENNAR C	196,000	$6.938B	0.1%	$35397.96 *	$34.18	-14.4%	CLA	526057104
—	CROWN CA	95,000	$6.938B	0.1%	$73031.58	$72469.21	—	COM	228227104
—	MB FINAN	244,717	$6.911B	0.1%	$28240.78	$28240.78	—	COM	55264U108
NBHC	NATIONAL	332,694	$6.834B	0.1%	$20541.40 *	$14.46	+9.1%	CLA	633707104
VZ	VERIZON	146,055	$6.815B	0.1%	$46660.50 *	$26.74	-2.3%	COM	92343V104
—	CALPINE	347,167	$6.745B	0.1%	$19428.69	$19428.69	—	COMNE	131347304
—	PENNEY J	750,000	$6.615B	0.1%	$8820.00	$17080.14	—	COM	708160106
HYG	ISHARES	71,500	$6.548B	0.1%	$91580.42	$91425.50	—	IBOXX	464288513
—	JOY GLOB	126,132	$6.438B	0.1%	$51041.77	$48528.53	—	COM	481165108
OGE	OGE ENER	175,500	$6.334B	0.1%	$36091.17 *	$36.14	0.0%	COM	670837103
ASB	ASSOCIAT	408,470	$6.327B	0.1%	$15489.51 *	$11.10	0.0%	COM	045487105
PNW	PINNACLE	115,500	$6.322B	0.1%	$54735.93 *	$35.40	-2.4%	COM	723484101
—	POST PPT	140,000	$6.303B	0.1%	$45021.43	$49490.49	—	COM	737464107
AEP	AMERICAN	144,151	$6.249B	0.1%	$43350.38 *	$28.51	0.0%	COM	025537101
—	ASHFORD	490,000	$6.047B	0.1%	$12340.82	$11701.47	—	COMSH	044103109
DEI	DOUGLAS	254,300	$5.968B	0.1%	$23468.34	$23578.52	—	COM	25960P109
AAPL	APPLE IN	12,478	$5.949B	0.1%	$476759.10 *	$14.28	0.0%	COM	037833100
—	EXELIXIS	5,000,000	$5.89B	0.1%	$1178.00	$961.27	—	NOTE4	30161QAC8
NOK	NOKIA CO	900,000	$5.859B	0.1%	$6510.00	$3739.84	—	SPONS	654902204
—	EMERALD	810,000	$5.824B	0.1%	$7190.12	$7067.86	—	COMNE	29101U209
—	INTERNAT	302,178	$5.72B	0.1%	$18929.24	$17823.90	—	COM	459902102
GEF	GREIF IN	116,417	$5.708B	0.1%	$49030.64 *	$34.02	0.0%	CLA	397624107
CACI	CACI INT	82,345	$5.691B	0.1%	$69111.66 *	$66.75	0.0%	CLA	127190304
—	CEDAR RE	1,087,696	$5.634B	0.1%	$5179.76	$5180.41	—	COMNE	150602209
—	HILLSHIR	180,000	$5.533B	0.1%	$30738.89	$33079.25	—	COM	432589109
SWK	STANLEY	60,034	$5.437B	0.1%	$90565.35 *	$62.68	0.0%	COM	854502101
—	MEADOWBR	829,415	$5.391B	0.1%	$6499.76	$8029.80	—	COM	58319P108
OC	OWENS CO	141,391	$5.37B	0.1%	$37979.79 *	$39.00	0.0%	COM	690742101
—	SPREADTR	175,052	$5.333B	0.1%	$30465.23	$30465.23	—	ADR	849415203
GME	GAMESTOP	106,988	$5.312B	0.1%	$49650.43 *	$6.27	+36.1%	CLA	36467W109
LPX	LOUISIAN	299,789	$5.273B	0.1%	$17589.04 *	$16.53	0.0%	COM	546347105
—	EQUINIX	28,700	$5.271B	0.1%	$183658.54	$184722.60	—	COMNE	29444U502
—	WALTER I	5,000,000	$5.253B	0.1%	$1050.60	$1011.91	—	NOTE4	93317WAA0
HLF	HERBALIF	75,000	$5.233B	0.1%	$69773.33 *	$20.94	+46.1%	COMUS	G4412G101
VNO	VORNADO	61,214	$5.146B	0.1%	$84065.74	$84065.73	—	SHBEN	929042109
NEM	NEWMONT	183,100	$5.145B	0.1%	$28099.40 *	$22.61	0.0%	COM	651639106
—	DOLE FOO	374,944	$5.107B	0.1%	$13620.70	$13620.70	—	COM	256603101
REG	REGENCY	103,477	$5.003B	0.1%	$48348.91 *	$31.77	0.0%	COM	758849103
ADP	AUTOMATI	67,500	$4.886B	0.1%	$72385.19 *	$48.32	0.0%	COM	053015103
—	SAFEGUAR	310,290	$4.868B	0.1%	$15688.55	$16043.02	—	COMNE	786449207
—	TRULIA I	101,608	$4.779B	0.1%	$47033.70	$47033.70	—	COM	897888103
UCB	UNITED C	318,170	$4.773B	0.1%	$15001.41 *	$11.45	+26.8%	COM	90984P303
—	RITE AID	1,000,000	$4.76B	0.1%	$4760.00	$4760.00	—	COM	767754104
—	HERTZ GL	207,700	$4.603B	0.1%	$22161.77	$24165.09	—	COM	42805T105
—	BOISE IN	360,111	$4.537B	0.1%	$12598.89	$8539.97	—	COM	09746Y105
—	RYLAND G	5,000,000	$4.525B	0.1%	$905.00	$900.50	—	NOTE0	783764AS2
—	HALCON R	1,000,000	$4.43B	0.1%	$4430.00	$5033.09	—	COMNE	40537Q209
—	MAIDEN H	374,999	$4.429B	0.1%	$11810.70	$11220.27	—	SHS	G5753U112
ZION	ZIONS BA	160,885	$4.411B	0.1%	$27417.10 *	$26.15	+11.6%	COM	989701107
MAS	MASCO CO	207,200	$4.409B	0.1%	$21278.96 *	$14.83	0.0%	COM	574599106
MHK	MOHAWK I	32,749	$4.266B	0.1%	$130263.52 *	$121.93	0.0%	COM	608190104
—	CLIFFS N	207,730	$4.258B	0.1%	$20497.76	$20497.76	—	COM	18683K101
GM	GENERAL	1,010,470	$4.257B	0.1%	$4212.89 *	$23.62	+13.2%	CALL	37045V100
—	BELO COR	300,000	$4.11B	0.1%	$13700.00	$13700.00	—	COMSE	080555105
PENN	PENN NAT	73,502	$4.069B	0.1%	$55359.04 *	$12.65	-4.8%	COM	707569109
—	LEAP WIR	250,000	$3.948B	0.1%	$15792.00	$15792.00	—	COMNE	521863308
—	MICRON T	3,000,000	$3.812B	0.1%	$1270.67	$1138.32	—	NOTE1	595112AH6
—	SANDISK	63,303	$3.767B	0.1%	$59507.45	$59507.45	—	COM	80004C101
—	AIRTRAN	2,500,000	$3.728B	0.1%	$1491.20	$1416.40	—	NOTE5	00949PAD0
USB	US BANCO	100,000	$3.658B	0.1%	$36580.00 *	$22.41	+8.6%	COMNE	902973304
KIM	KIMCO RL	177,154	$3.575B	0.1%	$20180.18 *	$11.87	0.0%	COM	49446R109
—	INTERPUB	206,857	$3.554B	0.1%	$17180.95 *	$10.53	0.0%	COM	460690100
FRME	FIRST ME	202,246	$3.505B	0.1%	$17330.38 *	$11.60	+11.7%	COM	320817109
PLD	PROLOGIS	92,397	$3.476B	0.1%	$37620.27 *	$26.02	0.0%	COM	74340W103
—	MONSANTO	33,243	$3.47B	0.1%	$104382.88	$98799.69	—	COM	61166W101
—	UNITED S	166,222	$3.423B	0.1%	$20592.94	$20592.94	—	COM	912909108
RDN	RADIAN G	245,000	$3.413B	0.1%	$13930.61 *	$11.02	0.0%	COM	750236101
—	CHEMTURA	147,288	$3.386B	0.1%	$22988.97	$22988.97	—	COMNE	163893209
—	CAMERON	57,906	$3.38B	0.1%	$58370.46	$58370.46	—	COM	13342B105
AAP	ADVANCE	39,685	$3.281B	0.1%	$82676.07 *	$72.11	-1.1%	COM	00751Y106
—	CAPITAL	148,713	$3.145B	0.1%	$21148.12	$23900.97	—	COM	140475104
—	CBS CORP	56,804	$3.133B	0.1%	$55154.57	$55154.57	—	CLB	124857202
—	NORTHSTA	327,778	$3.042B	0.1%	$9280.67	$9100.46	—	COM	66704R100
TRNO	TERRENO	168,000	$2.984B	0.1%	$17761.90	$18211.07	—	COM	88146M101
—	UIL HLDG	75,000	$2.788B	0.1%	$37173.33	$37173.33	—	COM	902748102
DIS	DISNEY W	42,597	$2.747B	0.1%	$64488.11 *	$56.11	+1.5%	COMDI	254687106
APD	AIR PROD	25,124	$2.677B	0.1%	$106551.50 *	$70.09	0.0%	COM	009158106
NUE	NUCOR CO	53,595	$2.627B	0.1%	$49015.77 *	$34.54	0.0%	COM	670346105
—	GT ADVAN	2,000,000	$2.614B	0.1%	$1307.00	$868.57	—	NOTE3	36191UAA4
—	ALON USA	248,500	$2.537B	0.1%	$10209.26	$10209.26	—	COM	020520102
NSC	NORFOLK	32,558	$2.518B	0.1%	$77338.90 *	$57.67	-1.2%	COM	655844108
—	FIRST NI	241,241	$2.502B	0.1%	$10371.37	$10371.37	—	COM	33582V108
EVR	EVERCORE	50,390	$2.481B	0.1%	$49235.96 *	$29.51	+19.4%	CLASS	29977A105
—	CBL & AS	129,023	$2.464B	0.1%	$19097.37	$19097.37	—	COM	124830100
CCL	CARNIVAL	75,000	$2.448B	0.1%	$32640.00 *	$29.88	0.0%	PAIRE	143658300
—	SANOFI	1,203,178	$2.43B	0.1%	$2019.65	$1900.37	—	RIGHT	80105N113
—	WCI CMNT	140,000	$2.416B	0.1%	$17257.14	$17257.14	—	COMPA	92923C807
HTLD	HEARTLAN	166,223	$2.359B	0.0%	$14191.78 *	$14.17	+1.3%	COM	422347104
SGMO	SANGAMO	225,000	$2.358B	0.0%	$10480.00 *	$9.93	0.0%	COM	800677106
ELME	WASHINGT	88,889	$2.246B	0.0%	$25267.47	$25267.47	—	SHBEN	939653101
IYR	ISHARES	35,000	$2.233B	0.0%	$63800.00	$65151.56	—	U.S.R	464287739
—	CAPITALS	180,866	$2.148B	0.0%	$11876.20	$11876.19	—	COM	14055X102
—	HEALTHCA	92,912	$2.147B	0.0%	$23107.89	$23107.89	—	COM	421946104
DLR	DIGITAL	40,000	$2.124B	0.0%	$53100.00 *	$39.68	-11.7%	COM	253868103
PSA	PUBLIC S	12,996	$2.087B	0.0%	$160587.87 *	$97.16	+1.3%	COM	74460D109
SIG	SIGNET J	28,931	$2.073B	0.0%	$71653.24 *	$57.15	0.0%	SHS	G81276100
—	WESTERN	64,431	$1.936B	0.0%	$30047.65	$28925.21	—	COM	959319104
SCI	SERVICE	100,000	$1.862B	0.0%	$18620.00 *	$18.60	0.0%	COM	817565104
—	HESS COR	23,760	$1.838B	0.0%	$77356.90	$66490.23	—	COM	42809H107
ACN	ACCENTUR	24,900	$1.834B	0.0%	$73654.62 *	$63.81	-6.7%	SHSCL	G1151C101
—	SPRINT C	270,372	$1.679B	0.0%	$6209.96	$6209.96	—	COMSE	85207U105
NNN	NATIONAL	50,000	$1.591B	0.0%	$31820.00	$31820.00	—	COM	637417106
—	COOPER T	50,003	$1.541B	0.0%	$30818.15	$30818.15	—	COM	216831107
—	NUANCE C	1,500,000	$1.523B	0.0%	$1015.33	$1034.67	—	NOTE2	67020YAF7
—	ALCOA IN	182,746	$1.484B	0.0%	$8120.56	$8120.56	—	COM	013817101
DHI	D R HORT	75,000	$1.457B	0.0%	$19426.67 *	$21.23	-18.1%	COM	23331A109
—	WESTPORT	60,000	$1.451B	0.0%	$24183.33	$24183.33	—	COMNE	960908309
—	SUNSHINE	125,000	$1.448B	0.0%	$11584.00	$5369.64	—	COM	86782U106
—	DEALERTR	1,000,000	$1.292B	0.0%	$1292.00	$1146.40	—	NOTE1	242309AB8
—	AMARIN C	200,000	$1.264B	0.0%	$6320.00	$5800.00	—	SPONS	023111206
OFG	OFG BANC	75,000	$1.214B	0.0%	$16186.67 *	$16.55	+8.2%	COM	67103X102
—	BROADSOF	1,000,000	$1.11B	0.0%	$1110.00	$1026.00	—	NOTE1	11133BAB8
FHN	FIRST HO	100,000	$1.099B	0.0%	$10990.00 *	$8.12	0.0%	COM	320517105
—	INTEL CO	1,000,000	$1.085B	0.0%	$1085.00	$1091.00	—	SDCV2	458140AD2
—	ANTARES	266,000	$1.08B	0.0%	$4060.15	$4160.00	—	COM	036642106
—	LINEAR T	1,000,000	$1.067B	0.0%	$1067.00	$1046.00	—	NOTE3	535678AC0
—	ACCURAY	1,000,000	$1.052B	0.0%	$1052.00	$963.78	—	NOTE3	004397AB1
—	NOVAVAX	331,628	$1.048B	0.0%	$3160.17	$3160.17	—	COM	670002104
—	FIFTH ST	100,000	$1.029B	0.0%	$10290.00	$10290.00	—	COM	31678A103
—	UNITED S	1,000,000	$1.028B	0.0%	$1028.00	$1028.00	—	NOTE4	912909AE8
—	NAVISTAR	1,000,000	$1.018B	0.0%	$1018.00	$970.26	—	NOTE3	63934EAL2
—	INTEGRA	1,000,000	$1.016B	0.0%	$1016.00	$977.33	—	NOTE1	457985AK5
—	GENERAL	20,000	$1.008B	0.0%	$50400.00	$47900.00	—	JRPFD	37045V209
—	DIAMOND	42,000	$990M	0.0%	$23571.43	$20747.25	—	COM	252603105
—	NUVASIVE	1,000,000	$980M	0.0%	$980.00	$991.00	—	NOTE2	670704AC9
—	WEBMD HE	1,000,000	$947M	0.0%	$947.00	$930.00	—	NOTE2	94770VAF9
—	TIBCO SO	925,000	$944M	0.0%	$1020.54	$977.30	—	NOTE2	88632QAB9
—	RDA MICR	60,400	$923M	0.0%	$15281.46	$15281.46	—	SPONS	749394102
—	ROADRUNN	30,000	$847M	0.0%	$28233.33	$28233.33	—	COM	76973Q105
NBIX	NEUROCRI	73,900	$837M	0.0%	$11326.12 *	$13.75	0.0%	COM	64125C109
SEIC	SEI INVE	26,800	$828M	0.0%	$30895.52 *	$26.47	0.0%	COM	784117103
—	SEQUENOM	300,000	$801M	0.0%	$2670.00	$4209.30	—	COMNE	817337405
—	GALENA B	349,400	$793M	0.0%	$2269.61	$2269.61	—	COM	363256108
—	E TRADE	470,000	$783M	0.0%	$1665.96	—	—	CALL	269246401
—	COACH IN	14,263	$778M	0.0%	$54546.73	$54546.73	—	COM	189754104
EARN	ELLINGTO	50,000	$768M	0.0%	$15360.00	$16600.00	—	COMSH	288578107
—	STARWOOD	220,000	$759M	0.0%	$3450.00	$65186.37	—	CALL	85590A401
ROST	ROSS STO	200,000	$755M	0.0%	$3775.00 *	$30.20	0.0%	CALL	778296103
—	ROSETTA	45,000	$730M	0.0%	$16222.22	$14742.86	—	COM	777780107
—	ENERGIZE	7,844	$715M	0.0%	$91152.47	$91152.48	—	COM	29266R108
—	COBALT I	28,486	$708M	0.0%	$24854.31	$26217.71	—	COM	19075F106
—	FAMILY D	350,000	$656M	0.0%	$1874.29	$62311.46	—	PUT	307000109
—	SPEED CO	200,000	$656M	0.0%	$3280.00	$3280.00	—	COM	84764T106
TLT	ISHARES	585,000	$591M	0.0%	$1010.26	$110435.30	—	CALL	464287432
—	CAPSTONE	500,000	$590M	0.0%	$1180.00	$1180.00	—	COM	14067D102
—	KALOBIOS	125,000	$565M	0.0%	$4520.00	$5155.26	—	COM	48344T100
AGIO	AGIOS PH	20,000	$559M	0.0%	$27950.00 *	$27.61	0.0%	COM	00847X104
CX	CEMEX SA	50,000	$559M	0.0%	$11180.00	$11180.00	—	SPONA	151290889
—	NANOSPHE	275,000	$550M	0.0%	$2000.00	$2000.00	—	COM	63009F105
—	STONE EN	500,000	$547M	0.0%	$1094.00	$930.00	—	NOTE1	861642AN6
—	COBALT I	500,000	$529M	0.0%	$1058.00	$1061.08	—	NOTE2	19075FAA4
TEX	TEREX CO	15,516	$521M	0.0%	$33578.24 *	$30.31	0.0%	COM	880779103
—	GREENBRI	480,000	$518M	0.0%	$1079.17	$1033.33	—	NOTE3	393657AH4
KO	COCA COL	1,000,000	$512M	0.0%	$512.00 *	$27.85	-3.9%	CALL	191216100
—	ROYAL GO	500,000	$482M	0.0%	$964.00	$916.18	—	NOTE2	780287AA6
—	WINTHROP	42,500	$474M	0.0%	$11152.94	$11152.94	—	SHBEN	976391300
—	PARAGON	80,337	$464M	0.0%	$5775.67	$5775.67	—	CLANE	69913R408
—	NUVERRA	200,000	$458M	0.0%	$2290.00	$2900.00	—	COM	67091K104
—	HEALTH C	7,500	$434M	0.0%	$57866.67	$57866.67	—	PFDPE	42217K601
—	WALGREEN	200,000	$428M	0.0%	$2140.00	—	—	PUT	931422109
—	TOWERSTR	147,100	$421M	0.0%	$2862.00	$2550.00	—	COM	892000100
GS	GOLDMAN	50,000	$395M	0.0%	$7900.00	—	—	PUT	38141G104
—	COCA COL	200,000	$380M	0.0%	$1900.00	$35159.77	—	CALL	19122T109
WSM	WILLIAMS	200,000	$380M	0.0%	$1900.00	—	—	PUT	969904101
—	BALTIC T	75,000	$367M	0.0%	$4893.33	$4893.33	—	COM	Y0553W103
HYG	ISHARES	270,000	$358M	0.0%	$1325.93	$91425.50	—	PUT	464288513
—	CENVEO C	350,000	$356M	0.0%	$1017.14	$891.43	—	NOTE7	15671BAJ0
—	SYNERGY	70,936	$324M	0.0%	$4567.50	$4320.00	—	COMNE	871639308
—	RYLAND G	158,800	$322M	0.0%	$2027.71	—	—	PUT	783764103
MDLZ	MONDELEZ	400,000	$320M	0.0%	$800.00 *	$23.16	+2.4%	CALL	609207105
—	THERAPEU	100,000	$293M	0.0%	$2930.00	$2930.00	—	COM	88338N107
—	ANTHERA	72,500	$291M	0.0%	$4013.79	$4013.79	—	COMNE	03674U201
PG	PROCTER	100,000	$280M	0.0%	$2800.00 *	$55.00	+2.2%	PUT	742718109
M	MACYS IN	200,000	$265M	0.0%	$1325.00 *	$46.71	0.0%	CALL	55616P104
—	MERU NET	80,000	$262M	0.0%	$3275.00	$4029.63	—	COM	59047Q103
—	MANNKIND	100,000	$223M	0.0%	$2230.00	—	—	CALL	56400P201
—	REGULUS	23,295	$220M	0.0%	$9444.09	$9444.09	—	COM	75915K101
C	CITIGROU	385,000	$195M	0.0%	$506.49 *	$35.93	+4.7%	CALL	172967424
STZ	CONSTELL	200,000	$190M	0.0%	$950.00	—	—	CALL	21036P108
WY	WEYERHAE	175,000	$188M	0.0%	$1074.29	—	—	CALL	962166104
—	ISIS PHA	50,000	$180M	0.0%	$3600.00	—	—	PUT	464330109
—	BIOAMBER	36,168	$177M	0.0%	$4893.83	$6800.00	—	COM	09072Q106
—	CYTORI T	75,000	$175M	0.0%	$2333.33	$2300.00	—	COM	23283K105
NRG	NRG ENER	105,000	$173M	0.0%	$1647.62 *	$20.46	+0.9%	CALL	629377508
HD	HOME DEP	100,000	$169M	0.0%	$1690.00 *	$56.05	+3.2%	CALL	437076102
IYR	ISHARES	100,000	$148M	0.0%	$1480.00	$65151.56	—	CALL	464287739
DKS	DICKS SP	100,000	$145M	0.0%	$1450.00 *	$37.36	0.0%	PUT	253393102
—	YAMANA G	13,464	$140M	0.0%	$10398.10	$9510.31	—	COM	98462Y100
GAP	GAP INC	300,000	$140M	0.0%	$466.67 *	$28.58	0.0%	CALL	364760108
SHW	SHERWIN	33,300	$130M	0.0%	$3903.90	—	—	PUT	824348106
PNC	PNC FINL	74,900	$128M	0.0%	$1708.95	—	—	PUT	693475105
KMI	KINDER M	25,000	$123M	0.0%	$4920.00 *	$20.18	0.0%	CALL	49456B101
—	ONCOLYTI	50,000	$122M	0.0%	$2440.00	$2880.00	—	COM	682310107
WMT	WAL-MART	100,000	$116M	0.0%	$1160.00 *	$19.98	-1.0%	CALL	931142103
LEN	LENNAR C	50,000	$107M	0.0%	$2140.00 *	$34.18	-14.4%	CALL	526057104
UAA	UNDER AR	400,000	$102M	0.0%	$255.00	—	—	PUT	904311107
PM	PHILIP M	50,000	$100M	0.0%	$2000.00 *	$48.72	-2.8%	PUT	718172109
CHD	CHURCH &	100,000	$98M	0.0%	$980.00	—	—	PUT	171340102
XLP	SELECT S	50,000	$89M	0.0%	$1780.00	—	—	PUT	81369Y308
—	MAST THE	200,000	$88M	0.0%	$440.00	$428.98	—	COM	576314108
—	BIOAMBER	100,000	$80M	0.0%	$800.00	$6800.00	—	CALL	09072Q106
PM	PHILIP M	50,000	$79M	0.0%	$1580.00 *	$48.72	-2.8%	CALL	718172109
SPY	SPDR S&P	110,000	$73M	0.0%	$663.64	$168012.44	—	PUT	78462F103
—	CUI GLOB	12,500	$72M	0.0%	$5760.00	$5560.00	—	COMNE	126576206
—	L BRANDS	200,000	$70M	0.0%	$350.00	$49252.42	—	PUT	501797104
KBH	KB HOME	235,400	$69M	0.0%	$293.12	—	—	PUT	48666K109
GD	GENERAL	25,000	$67M	0.0%	$2680.00	—	—	PUT	369550108
LMT	LOCKHEED	25,000	$66M	0.0%	$2640.00	—	—	PUT	539830109
—	AMARIN C	151,100	$66M	0.0%	$436.80	$5800.00	—	CALL	023111206
NOC	NORTHROP	25,000	$64M	0.0%	$2560.00 *	$62.64	+19.5%	PUT	666807102
—	RAYTHEON	25,000	$60M	0.0%	$2400.00	—	—	PUT	755111507
PVH	PVH CORP	100,000	$60M	0.0%	$600.00 *	$119.27	+5.7%	CALL	693656100
JPM	JPMORGAN	300,000	$58M	0.0%	$193.33 *	$36.96	+4.2%	CALL	46625H100
—	DISCOVER	43,200	$58M	0.0%	$1342.59	—	—	CALL	254709108
MGM	MGM RESO	150,000	$58M	0.0%	$386.67	—	—	PUT	552953101
—	PLURISTE	175,000	$54M	0.0%	$308.57	—	—	CALL	72940R102
MS	MORGAN S	150,000	$52M	0.0%	$346.67 *	$17.33	+13.4%	CALL	617446448
—	WRIGHT M	50,000	$50M	0.0%	$1000.00	—	—	CALL	98235T107
RIO	RIO TINT	30,000	$48M	0.0%	$1600.00	—	—	PUT	767204100
—	ANNALY C	343,100	$39M	0.0%	$113.67	—	—	PUT	035710409
—	DFC GLOB	100,000	$34M	0.0%	$340.00	—	—	PUT	23324T107
NKE	NIKE INC	150,000	$31M	0.0%	$206.67 *	$26.53	+5.3%	PUT	654106103
CL	COLGATE	100,000	$31M	0.0%	$310.00 *	$44.56	0.0%	CALL	194162103
—	AVON PRO	100,000	$30M	0.0%	$300.00	$21030.06	—	CALL	054303102
XLU	SELECT S	120,000	$28M	0.0%	$233.33	—	—	CALL	81369Y886
—	NATIONAL	20,000	$24M	0.0%	$1200.00	$71843.37	—	PUT	637071101
DE	DEERE &	25,000	$22M	0.0%	$880.00 *	$68.04	-3.1%	PUT	244199105
PEP	PEPSICO	200,000	$21M	0.0%	$105.00 *	$56.00	+1.4%	CALL	713448108
—	ENERGIZE	150,000	$19M	0.0%	$126.67	$91152.48	—	CALL	29266R108
—	SEQUENOM	50,000	$16M	0.0%	$320.00	$4209.30	—	CALL	817337405
XLU	SELECT S	200,000	$14M	0.0%	$70.00	—	—	PUT	81369Y886
IP	INTL PAP	20,000	$13M	0.0%	$650.00 *	$25.91	+3.7%	PUT	460146103
HAL	HALLIBUR	20,000	$12M	0.0%	$600.00 *	$33.21	+12.4%	PUT	406216101
—	SPDR SER	25,000	$10M	0.0%	$400.00	—	—	PUT	78464A730
XRT	SPDR SER	50,000	$10M	0.0%	$200.00	—	—	PUT	78464A714
—	THOMPSON	30,000	$8M	0.0%	$266.67	—	—	CALL	884768102
—	BAKER HU	20,000	$7M	0.0%	$350.00	$46130.94	—	PUT	057224107
KMB	KIMBERLY	25,000	$7M	0.0%	$280.00 *	$63.06	-3.1%	CALL	494368103
—	NOBLE CO	25,000	$6M	0.0%	$240.00	$37579.69	—	CALL	H5833N103
—	DU PONT	130,000	$5M	0.0%	$38.46	—	—	PUT	263534109
—	MCDERMOT	20,000	$2M	0.0%	$100.00	—	—	CALL	580037109
—	HEWLETT	51,600	$1M	0.0%	$19.38	$24799.76	—	CALL	428236103
—	MANNKIND	24,200	$0	0.0%	$0.00	—	—	PUT	56400P201