CIK: 0001135778 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 14, 2013
Total Value ($000): $1,456,578 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GNW | GENWORTH FINL INC | 5,745,900 | $65,561 | 4.5% | $10.41 | 0.0% | COM CL A | 37247D106 |
| — | GROUPON INC | 6,888,300 | $58,895 | 4.0% | $8.55 | — | COM CL A | 399473107 |
| DAL | DELTA AIR LINES INC DEL | 2,842,800 | $53,189 | 3.7% | $14.99 | 0.0% | COM NEW | 247361702 |
| MTG | MGIC INVT CORP WIS | 8,637,700 | $52,431 | 3.6% | $5.69 | 0.0% | COM | 552848103 |
| UAL | UNITED CONTL HLDGS INC | 1,640,100 | $51,319 | 3.5% | $31.81 | 0.0% | COM | 910047109 |
| BAC | BANK OF AMERICA CORPORATION | 3,826,900 | $49,214 | 3.4% | $10.03 | 0.0% | COM | 060505104 |
| PHM | PULTE GROUP INC | 2,460,100 | $46,669 | 3.2% | $17.74 | 0.0% | COM | 745867101 |
| NFLX | NETFLIX INC | 219,900 | $46,419 | 3.2% | $2.97 | 0.0% | COM | 64110L106 |
| — | SEAGATE TECHNOLOGY PLC | 984,050 | $44,115 | 3.0% | $44.83 | — | SHS | G7945M107 |
| — | PANDORA MEDIA INC | 2,299,200 | $42,306 | 2.9% | $18.40 | — | COM | 698354107 |
| HIG | HARTFORD FINL SVCS GROUP INC | 1,366,700 | $42,259 | 2.9% | $22.20 | 0.0% | COM | 416515104 |
| AGO | ASSURED GUARANTY LTD | 1,913,400 | $42,210 | 2.9% | $17.51 | 0.0% | COM | G0585R106 |
| C | CITIGROUP INC | 847,400 | $40,650 | 2.8% | $35.76 | 0.0% | COM NEW | 172967424 |
| BYD | BOYD GAMING CORP | 3,498,800 | $39,537 | 2.7% | $10.59 | 0.0% | COM | 103304101 |
| — | U S AIRWAYS GROUP INC | 2,405,400 | $39,497 | 2.7% | $16.42 | — | COM | 90341W108 |
| — | ELLINGTON FINANCIAL LLC | 1,598,947 | $36,472 | 2.5% | $22.81 | — | COM | 288522303 |
| — | JPMORGAN CHASE & CO | 2,286,200 | $35,665 | 2.4% | $15.60 | — | *W EXP 10/28/201 | 46634E114 |
| — | NII HLDGS INC | 4,865,600 | $32,405 | 2.2% | $6.66 | — | CL B NEW | 62913F201 |
| BBY | BEST BUY INC | 1,175,400 | $32,124 | 2.2% | $16.63 | 0.0% | COM | 086516101 |
| — | CIGNA CORPORATION | 437,400 | $31,708 | 2.2% | $72.49 | — | COM | 125509109 |
| AMZN | AMAZON COM INC | 109,370 | $30,371 | 2.1% | $13.32 | 0.0% | COM | 023135106 |
| — | QUESTCOR PHARMACEUTICALS INC | 628,700 | $28,569 | 2.0% | $45.44 | — | COM | 74835Y101 |
| AAPL | APPLE INC | 71,090 | $28,190 | 1.9% | $13.16 | 0.0% | COM | 037833100 |
| ARCC | ARES CAP CORP | 1,631,388 | $28,060 | 1.9% | $5.23 | 0.0% | COM | 04010L103 |
| KBH | KB HOME | 1,421,400 | $27,903 | 1.9% | $19.18 | 0.0% | COM | 48666K109 |
| LEN | LENNAR CORP | 732,600 | $26,403 | 1.8% | $34.18 | 0.0% | CL A | 526057104 |
| F | FORD MTR CO DEL | 1,597,110 | $24,708 | 1.7% | $7.61 | 0.0% | COM PAR $0.01 | 345370860 |
| — | CHESAPEAKE ENERGY CORP | 1,202,700 | $24,512 | 1.7% | $20.38 | — | COM | 165167107 |
| — | E TRADE FINANCIAL CORP | 1,882,750 | $23,836 | 1.6% | $12.66 | — | COM NEW | 269246401 |
| OLED | UNIVERSAL DISPLAY CORP | 776,300 | $21,822 | 1.5% | $28.09 | 0.0% | COM | 91347P105 |
| — | SPRINT NEXTEL CORP | 2,952,100 | $20,724 | 1.4% | $7.02 | — | COM SER 1 | 852061100 |
| GM | GENERAL MTRS CO | 594,016 | $19,787 | 1.4% | $23.62 | 0.0% | COM | 37045V100 |
| TER | TERADYNE INC | 1,093,350 | $19,211 | 1.3% | $15.29 | 0.0% | COM | 880770102 |
| — | PENNYMAC FINL SVCS INC | 874,700 | $18,605 | 1.3% | $21.27 | — | CL A | 70932B101 |
| AAPL | APPLE INC | 736,500 | $18,265 | 1.3% | $13.16 | 0.0% | Call | 037833100 |
| RDN | RADIAN GROUP INC | 1,544,600 | $17,949 | 1.2% | $9.97 | 0.0% | COM | 750236101 |
| MSFT | MICROSOFT CORP | 464,700 | $16,054 | 1.1% | $26.70 | 0.0% | COM | 594918104 |
| MS | MORGAN STANLEY | 656,050 | $16,028 | 1.1% | $17.33 | 0.0% | COM NEW | 617446448 |
| — | LEVEL 3 COMMUNICATIONS INC | 759,900 | $16,019 | 1.1% | $21.08 | — | COM NEW | 52729N308 |
| — | MARKET LEADER INC | 1,259,600 | $13,478 | 0.9% | $10.70 | — | COM | 57056R103 |
| — | MARVELL TECHNOLOGY GROUP LTD | 1,038,700 | $12,164 | 0.8% | $11.71 | — | ORD | G5876H105 |
| — | APOLLO INVT CORP | 1,509,200 | $11,682 | 0.8% | $7.74 | — | COM | 03761U106 |
| NXPI | NXP SEMICONDUCTORS N V | 373,500 | $11,586 | 0.8% | $26.01 | 0.0% | COM | N6596X109 |
| — | INVESCO MORTGAGE CAPITAL INC | 601,400 | $9,960 | 0.7% | $16.56 | — | COM | 46131B100 |
| — | DENDREON CORP | 2,405,400 | $9,911 | 0.7% | $4.12 | — | COM | 24823Q107 |
| — | AMERICAN CAPITAL AGENCY CORP | 407,725 | $9,382 | 0.6% | $23.01 | — | COM | 02503X105 |
| — | HATTERAS FINL CORP | 330,200 | $8,137 | 0.6% | $24.64 | — | COM | 41902R103 |
| — | APOLLO GROUP INC | 437,300 | $7,749 | 0.5% | $17.72 | — | CL A | 037604105 |
| — | NORTHSTAR RLTY FIN CORP | 823,300 | $7,493 | 0.5% | $9.10 | — | COM | 66704R100 |
| TMHC | TAYLOR MORRISON HOME CORP | 285,760 | $6,967 | 0.5% | $25.23 | 0.0% | CL A | 87724P106 |
| — | AMERICAN CAP MTG INVT CORP | 328,000 | $5,896 | 0.4% | $17.98 | — | COM | 02504A104 |
| — | NEWCASTLE INVT CORP | 893,600 | $4,674 | 0.3% | $5.23 | — | COM | 65105M108 |
| — | NEW RESIDENTIAL INVT CORP | 390,700 | $2,634 | 0.2% | $6.74 | — | COM | 64828T102 |
| — | CHIMERA INVT CORP | 343,360 | $1,031 | 0.1% | $3.00 | — | COM | 16934Q109 |
| — | DONNELLEY R R & SONS CO | 65,000 | $911 | 0.1% | $14.02 | — | COM | 257867101 |
| — | BG MEDICINE INC | 684,236 | $911 | 0.1% | $1.33 | — | COM | 08861T107 |
| PNNT | PENNANTPARK INVT CORP | 78,860 | $872 | 0.1% | $2.41 | 0.0% | COM | 708062104 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 49,000 | $859 | 0.1% | $7.10 | 0.0% | SH BEN INT | 20451Q104 |
| MCD | MCDONALDS CORP | 8,500 | $842 | 0.1% | $71.80 | 0.0% | COM | 580135101 |
| — | DR PEPPER SNAPPLE GROUP INC | 18,000 | $827 | 0.1% | $45.94 | — | COM | 26138E109 |
| — | KKR & CO L P DEL | 40,900 | $805 | 0.1% | $19.68 | — | COM UNITS | 48248M102 |
| PBI | PITNEY BOWES INC | 53,600 | $787 | 0.1% | $14.77 | 0.0% | COM | 724479100 |
| — | OCH ZIFF CAP MGMT GROUP | 75,100 | $785 | 0.1% | $10.45 | — | CL A | 67551U105 |
| EAT | BRINKER INTL INC | 19,000 | $750 | 0.1% | $32.07 | 0.0% | COM | 109641100 |
| — | APOLLO GLOBAL MGMT LLC | 31,000 | $748 | 0.1% | $24.13 | — | CL A SHS | 037612306 |
| — | OAKTREE CAP GROUP LLC | 13,000 | $684 | 0.0% | $52.62 | — | UNIT 99/99/9999 | 674001201 |
| — | WINDSTREAM CORP | 87,000 | $671 | 0.0% | $7.71 | — | COM | 97381W104 |
| — | BLACKROCK KELSO CAPITAL CORP | 70,800 | $663 | 0.0% | $9.36 | — | COM | 092533108 |
| — | MEDLEY CAP CORP | 48,200 | $655 | 0.0% | $13.59 | — | COM | 58503F106 |
| — | WESTERN ASSET HIGH INCM FD I | 70,460 | $650 | 0.0% | $9.23 | — | COM | 95766J102 |
| — | NATIONAL CINEMEDIA INC | 36,000 | $609 | 0.0% | $16.92 | — | COM | 635309107 |
| — | THL CR INC | 40,000 | $608 | 0.0% | $15.20 | — | COM | 872438106 |
| QUAD | QUAD / GRAPHICS INC | 25,000 | $603 | 0.0% | $22.74 | 0.0% | COM CL A | 747301109 |
| RWT | REDWOOD TR INC | 35,000 | $595 | 0.0% | $17.00 | — | COM | 758075402 |
| — | PDL BIOPHARMA INC | 76,400 | $590 | 0.0% | $7.72 | — | COM | 69329Y104 |
| — | BGC PARTNERS INC | 100,000 | $589 | 0.0% | $5.89 | — | CL A | 05541T101 |
| — | HOLLYFRONTIER CORP | 13,500 | $578 | 0.0% | $42.81 | — | COM | 436106108 |
| — | SOLAR SR CAP LTD | 29,400 | $542 | 0.0% | $18.44 | — | COM | 83416M105 |
| — | RESOURCE CAP CORP | 84,100 | $518 | 0.0% | $6.16 | — | COM | 76120W302 |
| — | COLLECTORS UNIVERSE INC | 39,000 | $517 | 0.0% | $13.26 | — | COM NEW | 19421R200 |
| STWD | STARWOOD PPTY TR INC | 20,000 | $495 | 0.0% | $24.75 | — | COM | 85571B105 |
| — | ENERGY TRANSFER PRTNRS L P | 8,800 | $445 | 0.0% | $50.57 | — | UNIT LTD PARTN | 29273R109 |
| — | CAPSTEAD MTG CORP | 35,000 | $424 | 0.0% | $12.11 | — | COM NO PAR | 14067E506 |
| GBDC | GOLUB CAP BDC INC | 23,900 | $419 | 0.0% | $5.68 | 0.0% | COM | 38173M102 |
| — | ROUNDYS INC | 50,000 | $417 | 0.0% | $8.34 | — | COM | 779268101 |
| HLF | HERBALIFE LTD | 9,000 | $407 | 0.0% | $20.94 | 0.0% | COM USD SHS | G4412G101 |
| SLRC | SOLAR CAP LTD | 17,000 | $393 | 0.0% | $7.36 | 0.0% | COM | 83413U100 |
| — | BLACKROCK INC | 1,500 | $386 | 0.0% | $257.33 | — | COM | 09247X101 |
| — | ROYAL BK SCOTLAND GROUP PLC | 15,200 | $364 | 0.0% | $23.95 | — | SP ADR PREF T | 780097713 |
| — | ARMOUR RESIDENTIAL REIT INC | 75,000 | $354 | 0.0% | $4.72 | — | COM | 042315101 |
| — | FRONTIER COMMUNICATIONS CORP | 85,000 | $345 | 0.0% | $4.06 | — | COM | 35906A108 |
| — | ANNALY CAP MGMT INC | 24,743 | $312 | 0.0% | $12.61 | — | COM | 035710409 |
| SAN | BANCO SANTANDER SA | 41,100 | $266 | 0.0% | $6.47 | — | ADR | 05964H105 |
| — | WESTERN ASSET MTG CAP CORP | 14,000 | $245 | 0.0% | $17.50 | — | COM | 95790D105 |
| CHKR | CHESAPEAKE GRANITE WASH TR | 15,000 | $232 | 0.0% | $15.47 | — | COM SH BEN INT | 165185109 |
| — | MCG CAPITAL CORP | 37,500 | $196 | 0.0% | $5.23 | — | COM | 58047P107 |
| — | REALOGY HLDGS CORP | 2,644 | $128 | 0.0% | $48.41 | — | COM | 75605Y106 |
| ARI | APOLLO COML REAL EST FIN INC | 6,600 | $105 | 0.0% | $15.91 | — | COM | 03762U105 |
| AB | ALLIANCEBERNSTEIN HOLDING LP | 3,390 | $71 | 0.0% | $20.94 | — | UNIT LTD PARTN | 01881G106 |