CAPSTONE INVESTMENT ADVISORS, LLC Hedge Fund

CIK: 0001426196 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value ($000): $9,916,221 (100.0% shares, 0.0% debt)

Holdings (509)

AAPL APPLE INC 12.8%
Value ($000) $1,269,489 Shares 2,662,800 Est. Cost $13.16 Unrealized +8.5%
AAPL APPLE INC 11.9%
Value ($000) $1,175,808 Shares 2,466,300 Est. Cost $13.16 Unrealized +8.5%
GOOGLE INC-CL A 7.1%
Value ($000) $708,260 Shares 808,600 Est. Cost Unrealized
GOOGLE INC-CL A 5.7%
Value ($000) $565,575 Shares 645,700 Est. Cost Unrealized
EFA ISHARES MSCI EAFE ETF 5.1%
Value ($000) $510,286 Shares 7,998,100 Est. Cost Unrealized
EFA ISHARES MSCI EAFE ETF 5.1%
Value ($000) $508,685 Shares 7,973,000 Est. Cost Unrealized
IBM INTL BUSINESS MACHINES CORP 2.1%
Value ($000) $209,605 Shares 1,131,900 Est. Cost $111.55 Unrealized 0.0%
GLD SPDR GOLD SHARES 1.6%
Value ($000) $154,315 Shares 1,203,900 Est. Cost $119.15 Unrealized
GLD SPDR GOLD SHARES 1.5%
Value ($000) $146,086 Shares 1,139,700 Est. Cost $119.15 Unrealized
AMZN AMAZON.COM INC 1.3%
Value ($000) $133,215 Shares 426,100 Est. Cost Unrealized
EEM ISHARES MSCI EMERGING MARKET 1.3%
Value ($000) $131,858 Shares 3,235,400 Est. Cost $38.56 Unrealized
PRICELINE.COM INC 1.3%
Value ($000) $125,762 Shares 124,400 Est. Cost $943.06 Unrealized
WYNN WYNN RESORTS LTD 0.9%
Value ($000) $93,810 Shares 593,700 Est. Cost $106.96 Unrealized +5.9%
AAPL APPLE INC 0.9%
Value ($000) $90,214 Shares 189,229 Est. Cost $13.16 Unrealized +8.5%
XOM EXXON MOBIL CORP 0.9%
Value ($000) $88,758 Shares 1,031,600 Est. Cost $54.12 Unrealized +0.1%
CMG CHIPOTLE MEXICAN GRILL INC 0.8%
Value ($000) $83,959 Shares 195,800 Est. Cost Unrealized
NFLX NETFLIX INC 0.8%
Value ($000) $79,188 Shares 256,100 Est. Cost Unrealized
PRICELINE.COM INC 0.8%
Value ($000) $77,944 Shares 77,100 Est. Cost $943.06 Unrealized
MCD MCDONALDS CORP 0.7%
Value ($000) $73,667 Shares 765,700 Est. Cost $70.55 Unrealized 0.0%
CSCO CISCO SYSTEMS INC 0.7%
Value ($000) $72,010 Shares 3,073,300 Est. Cost Unrealized
SHIRE PLC-ADR 0.7%
Value ($000) $70,925 Shares 1,768,641 Est. Cost $34.55 Unrealized
IBM INTL BUSINESS MACHINES CORP 0.7%
Value ($000) $70,683 Shares 381,700 Est. Cost $111.55 Unrealized 0.0%
MA MASTERCARD INC-CLASS A 0.7%
Value ($000) $67,143 Shares 99,800 Est. Cost $52.32 Unrealized +11.4%
T AT&T INC 0.6%
Value ($000) $61,714 Shares 1,824,800 Est. Cost $11.14 Unrealized -1.7%
EEM ISHARES MSCI EMERGING MARKET 0.6%
Value ($000) $61,091 Shares 1,499,000 Est. Cost $38.56 Unrealized
PG PROCTER & GAMBLE CO/THE 0.6%
Value ($000) $60,524 Shares 800,700 Est. Cost $55.21 Unrealized +1.8%
C CITIGROUP INC 0.6%
Value ($000) $60,317 Shares 1,243,400 Est. Cost Unrealized
ONYX PHARMACEUTICALS INC 0.6%
Value ($000) $58,359 Shares 468,000 Est. Cost $124.63 Unrealized
META FACEBOOK INC-A 0.5%
Value ($000) $50,973 Shares 1,014,800 Est. Cost $25.44 Unrealized +45.3%
SHIRE PLC-ADR 0.5%
Value ($000) $50,953 Shares 425,000 Est. Cost $34.55 Unrealized
PG PROCTER & GAMBLE CO/THE 0.5%
Value ($000) $50,675 Shares 670,405 Est. Cost $55.21 Unrealized +1.8%
AIG AMERICAN INTERNATIONAL GROUP 0.5%
Value ($000) $49,335 Shares 1,014,500 Est. Cost $32.86 Unrealized +9.6%
JNJ JOHNSON & JOHNSON 0.5%
Value ($000) $47,384 Shares 546,600 Est. Cost $63.54 Unrealized 0.0%
META FACEBOOK INC-A 0.5%
Value ($000) $46,769 Shares 931,100 Est. Cost $25.44 Unrealized +45.3%
COBALT INTERNATIONAL ENERGY 0.5%
Value ($000) $45,471 Shares 1,829,100 Est. Cost $26.57 Unrealized
T AT&T INC 0.5%
Value ($000) $44,754 Shares 1,323,300 Est. Cost $11.14 Unrealized -1.7%
JNJ JOHNSON & JOHNSON 0.4%
Value ($000) $40,874 Shares 471,500 Est. Cost $63.54 Unrealized 0.0%
VODAFONE GROUP PLC-SP ADR 0.4%
Value ($000) $40,274 Shares 1,144,803 Est. Cost $35.18 Unrealized
AIG AMERICAN INTERNATIONAL GROUP 0.4%
Value ($000) $39,059 Shares 803,200 Est. Cost $32.86 Unrealized +9.6%
MCD MCDONALDS CORP 0.4%
Value ($000) $39,013 Shares 405,500 Est. Cost $70.55 Unrealized 0.0%
CAT CATERPILLAR INC 0.4%
Value ($000) $37,671 Shares 451,700 Est. Cost Unrealized
AIG AMERICAN INTERNATIONAL GROUP 0.4%
Value ($000) $36,744 Shares 755,590 Est. Cost $32.86 Unrealized +9.6%
NFLX NETFLIX INC 0.4%
Value ($000) $36,177 Shares 117,000 Est. Cost Unrealized
UPS UNITED PARCEL SERVICE-CL B 0.4%
Value ($000) $35,204 Shares 385,300 Est. Cost Unrealized
GS GOLDMAN SACHS GROUP INC 0.3%
Value ($000) $34,315 Shares 216,900 Est. Cost $120.06 Unrealized +5.9%
CSCO CISCO SYSTEMS INC 0.3%
Value ($000) $32,925 Shares 1,405,200 Est. Cost Unrealized
IBM INTL BUSINESS MACHINES CORP 0.3%
Value ($000) $31,469 Shares 169,941 Est. Cost $111.55 Unrealized 0.0%
CHRW C.H. ROBINSON WORLDWIDE INC 0.3%
Value ($000) $30,414 Shares 510,400 Est. Cost $43.77 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 0.3%
Value ($000) $30,392 Shares 192,100 Est. Cost $120.06 Unrealized +5.9%
EWZ ISHARES MSCI BRAZIL 0.3%
Value ($000) $30,312 Shares 632,700 Est. Cost $47.91 Unrealized
BRK/B BERKSHIRE HATHAWAY INC-CL B 0.3%
Value ($000) $29,977 Shares 264,100 Est. Cost Unrealized
MSFT MICROSOFT CORP 0.3%
Value ($000) $28,870 Shares 867,500 Est. Cost $27.00 Unrealized 0.0%
MMM 3M CO 0.3%
Value ($000) $28,168 Shares 235,900 Est. Cost Unrealized
MARKET VECTORS GOLD MINERS 0.3%
Value ($000) $27,299 Shares 1,091,100 Est. Cost $24.40 Unrealized
AMZN AMAZON.COM INC 0.3%
Value ($000) $27,137 Shares 86,800 Est. Cost Unrealized
BIDU BAIDU INC - SPON ADR 0.3%
Value ($000) $26,287 Shares 169,400 Est. Cost $109.42 Unrealized
PG PROCTER & GAMBLE CO/THE 0.3%
Value ($000) $25,413 Shares 336,200 Est. Cost $55.21 Unrealized +1.8%
KO COCA-COLA CO/THE 0.3%
Value ($000) $25,034 Shares 660,900 Est. Cost $27.85 Unrealized -3.9%
XOM EXXON MOBIL CORP 0.3%
Value ($000) $24,977 Shares 290,300 Est. Cost $54.12 Unrealized +0.1%
EWZ ISHARES MSCI BRAZIL 0.2%
Value ($000) $21,971 Shares 458,600 Est. Cost $47.91 Unrealized
DE DEERE & CO 0.2%
Value ($000) $21,942 Shares 269,600 Est. Cost $66.09 Unrealized -0.2%
DE DEERE & CO 0.2%
Value ($000) $20,876 Shares 256,500 Est. Cost $66.09 Unrealized -0.2%
LIFE TECHNOLOGIES CORP 0.2%
Value ($000) $19,711 Shares 263,412 Est. Cost $74.13 Unrealized
MO ALTRIA GROUP INC 0.2%
Value ($000) $19,473 Shares 566,900 Est. Cost $16.26 Unrealized -0.5%
MRK MERCK & CO. INC. 0.2%
Value ($000) $18,791 Shares 394,700 Est. Cost $30.97 Unrealized 0.0%
KO COCA-COLA CO/THE 0.2%
Value ($000) $18,171 Shares 479,700 Est. Cost $27.85 Unrealized -3.9%
LYB LYONDELLBASELL INDU-CL A 0.2%
Value ($000) $17,597 Shares 240,300 Est. Cost Unrealized
BRK/B BERKSHIRE HATHAWAY INC-CL B 0.2%
Value ($000) $17,230 Shares 151,800 Est. Cost Unrealized
HARRIS TEETER SUPERMARKETS I 0.2%
Value ($000) $17,216 Shares 350,000 Est. Cost $49.19 Unrealized
AMGN AMGEN INC 0.2%
Value ($000) $16,900 Shares 151,000 Est. Cost $76.98 Unrealized 0.0%
WYNN WYNN RESORTS LTD 0.2%
Value ($000) $16,701 Shares 105,700 Est. Cost $106.96 Unrealized +5.9%
MS MORGAN STANLEY 0.2%
Value ($000) $16,364 Shares 607,200 Est. Cost Unrealized
LINKEDIN CORP - A 0.2%
Value ($000) $16,166 Shares 65,700 Est. Cost $246.01 Unrealized
C CITIGROUP INC 0.2%
Value ($000) $16,042 Shares 330,700 Est. Cost Unrealized
WHOLE FOODS MARKET INC 0.2%
Value ($000) $15,894 Shares 271,700 Est. Cost Unrealized
LIFE TECHNOLOGIES CORP 0.2%
Value ($000) $15,714 Shares 210,000 Est. Cost $74.13 Unrealized
MA MASTERCARD INC-CLASS A 0.2%
Value ($000) $15,070 Shares 22,400 Est. Cost $52.32 Unrealized +11.4%
SHIRE PLC-ADR 0.2%
Value ($000) $14,986 Shares 125,000 Est. Cost $34.55 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $14,632 Shares 313,500 Est. Cost $26.95 Unrealized -3.0%
PANERA BREAD COMPANY-CLASS A 0.1%
Value ($000) $14,156 Shares 89,300 Est. Cost $158.50 Unrealized
JPM JPMORGAN CHASE & CO 0.1%
Value ($000) $13,961 Shares 270,100 Est. Cost Unrealized
SHFL ENTERTAINMENT INC 0.1%
Value ($000) $13,782 Shares 600,000 Est. Cost $22.97 Unrealized
BIDU BAIDU INC - SPON ADR 0.1%
Value ($000) $13,454 Shares 86,700 Est. Cost $109.42 Unrealized
TGT TARGET CORP 0.1%
Value ($000) $13,410 Shares 209,600 Est. Cost $47.60 Unrealized -0.9%
CAT CATERPILLAR INC 0.1%
Value ($000) $13,369 Shares 160,300 Est. Cost Unrealized
NV ENERGY INC 0.1%
Value ($000) $12,985 Shares 550,000 Est. Cost $23.50 Unrealized
AMGN AMGEN INC 0.1%
Value ($000) $12,938 Shares 115,600 Est. Cost $76.98 Unrealized 0.0%
T AT&T INC 0.1%
Value ($000) $12,828 Shares 379,331 Est. Cost $11.14 Unrealized -1.7%
SMITHFIELD FOODS INC 0.1%
Value ($000) $12,735 Shares 374,900 Est. Cost $32.75 Unrealized
SOURCEFIRE INC 0.1%
Value ($000) $12,526 Shares 165,000 Est. Cost $75.92 Unrealized
COOPER TIRE & RUBBER 0.1%
Value ($000) $12,504 Shares 406,000 Est. Cost $33.17 Unrealized
LENDER PROCESSING SERVICES 0.1%
Value ($000) $12,476 Shares 375,000 Est. Cost $32.58 Unrealized
XOM EXXON MOBIL CORP 0.1%
Value ($000) $12,404 Shares 144,168 Est. Cost $54.12 Unrealized +0.1%
GREEN MOUNTAIN COFFEE ROASTE 0.1%
Value ($000) $12,105 Shares 160,700 Est. Cost Unrealized
FCX FREEPORT-MCMORAN COPPER 0.1%
Value ($000) $12,074 Shares 365,000 Est. Cost $25.11 Unrealized +2.2%
GENCORP INC 0.1%
Value ($000) $11,999 Shares 748,579 Est. Cost $16.23 Unrealized
MRK MERCK & CO. INC. 0.1%
Value ($000) $11,983 Shares 251,700 Est. Cost $30.97 Unrealized 0.0%
FCX FREEPORT-MCMORAN COPPER 0.1%
Value ($000) $11,892 Shares 359,500 Est. Cost $25.11 Unrealized +2.2%
HEWLETT-PACKARD CO 0.1%
Value ($000) $11,886 Shares 566,300 Est. Cost Unrealized
MSFT MICROSOFT CORP 0.1%
Value ($000) $11,807 Shares 354,800 Est. Cost $27.00 Unrealized 0.0%
SLV ISHARES SILVER TRUST 0.1%
Value ($000) $11,495 Shares 550,000 Est. Cost $20.38 Unrealized
PM PHILIP MORRIS INTERNATIONAL 0.1%
Value ($000) $11,429 Shares 132,000 Est. Cost Unrealized
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $11,272 Shares 241,500 Est. Cost $26.95 Unrealized -3.0%
PEP PEPSICO INC 0.1%
Value ($000) $11,145 Shares 140,200 Est. Cost $56.75 Unrealized 0.0%
MA MASTERCARD INC-CLASS A 0.1%
Value ($000) $11,126 Shares 16,538 Est. Cost $52.32 Unrealized +11.4%
FXI ISHARES CHINA LARGE-CAP ETF 0.1%
Value ($000) $11,124 Shares 300,000 Est. Cost Unrealized
TGT TARGET CORP 0.1%
Value ($000) $10,735 Shares 167,800 Est. Cost $47.60 Unrealized -0.9%
NYSE EURONEXT 0.1%
Value ($000) $10,495 Shares 250,000 Est. Cost $41.50 Unrealized
TXN TEXAS INSTRUMENTS INC 0.1%
Value ($000) $10,382 Shares 257,700 Est. Cost $25.31 Unrealized +9.5%
JPM JPMORGAN CHASE & CO 0.1%
Value ($000) $10,338 Shares 200,000 Est. Cost Unrealized
BA BOEING CO/THE 0.1%
Value ($000) $10,328 Shares 87,900 Est. Cost $80.37 Unrealized +13.9%
SILVER EAGLE ACQUISITION COR 0.1%
Value ($000) $10,150 Shares 1,000,000 Est. Cost $10.15 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $10,130 Shares 217,034 Est. Cost $26.95 Unrealized -3.0%
LINKEDIN CORP - A 0.1%
Value ($000) $9,916 Shares 40,300 Est. Cost $246.01 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.1%
Value ($000) $9,662 Shares 186,900 Est. Cost $47.16 Unrealized 0.0%
MRK MERCK & CO. INC. 0.1%
Value ($000) $9,523 Shares 200,026 Est. Cost $30.97 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 0.1%
Value ($000) $9,482 Shares 25,200 Est. Cost Unrealized
WMS INDUSTRIES INC 0.1%
Value ($000) $9,414 Shares 362,799 Est. Cost $25.66 Unrealized
TXN TEXAS INSTRUMENTS INC 0.1%
Value ($000) $9,359 Shares 232,300 Est. Cost $25.31 Unrealized +9.5%
ACTAVIS PLC 0.1%
Value ($000) $9,172 Shares 63,700 Est. Cost $126.20 Unrealized
INTC INTEL CORP 0.1%
Value ($000) $9,168 Shares 400,000 Est. Cost $16.91 Unrealized 0.0%
MARATHON OIL CORP 0.1%
Value ($000) $9,093 Shares 260,700 Est. Cost $34.86 Unrealized
BAX BAXTER INTERNATIONAL INC 0.1%
Value ($000) $9,025 Shares 137,400 Est. Cost $31.05 Unrealized 0.0%
GENERAL ELECTRIC CO 0.1%
Value ($000) $8,987 Shares 376,200 Est. Cost $23.88 Unrealized
ETN EATON CORP 0.1%
Value ($000) $8,956 Shares 130,100 Est. Cost $46.59 Unrealized +7.2%
VIROPHARMA INC 0.1%
Value ($000) $8,841 Shares 225,200 Est. Cost Unrealized
SLV ISHARES SILVER TRUST 0.1%
Value ($000) $8,826 Shares 422,300 Est. Cost $20.38 Unrealized
EQUINIX INC 0.1%
Value ($000) $8,815 Shares 48,000 Est. Cost $183.60 Unrealized
J.C. PENNEY CO INC 0.1%
Value ($000) $8,808 Shares 1,000,400 Est. Cost $17.07 Unrealized
PM PHILIP MORRIS INTERNATIONAL 0.1%
Value ($000) $8,745 Shares 101,000 Est. Cost Unrealized
MONSANTO CO 0.1%
Value ($000) $8,547 Shares 81,900 Est. Cost Unrealized
NSC NORFOLK SOUTHERN CORP 0.1%
Value ($000) $8,531 Shares 110,300 Est. Cost Unrealized
AMAT APPLIED MATERIALS INC 0.1%
Value ($000) $8,397 Shares 479,000 Est. Cost Unrealized
GENERAL ELECTRIC CO 0.1%
Value ($000) $8,296 Shares 347,300 Est. Cost $23.88 Unrealized
GS GOLDMAN SACHS GROUP INC 0.1%
Value ($000) $8,277 Shares 52,321 Est. Cost $120.06 Unrealized +5.9%
ELAN CORP PLC -SPONS ADR 0.1%
Value ($000) $8,179 Shares 525,000 Est. Cost $15.58 Unrealized
AVAGO TECHNOLOGIES LTD 0.1%
Value ($000) $8,038 Shares 186,600 Est. Cost Unrealized
WYNN WYNN RESORTS LTD 0.1%
Value ($000) $7,797 Shares 49,346 Est. Cost $106.96 Unrealized +5.9%
PBR PETROLEO BRASILEIRO S.A.-ADR 0.1%
Value ($000) $7,631 Shares 492,700 Est. Cost $14.73 Unrealized
BED BATH & BEYOND INC 0.1%
Value ($000) $7,596 Shares 98,200 Est. Cost $70.77 Unrealized
LEAP WIRELESS INTL INC 0.1%
Value ($000) $7,505 Shares 475,000 Est. Cost $14.84 Unrealized
AMAT APPLIED MATERIALS INC 0.1%
Value ($000) $7,210 Shares 411,300 Est. Cost Unrealized
USG CORP 0.1%
Value ($000) $7,142 Shares 249,900 Est. Cost Unrealized
MBI MBIA INC 0.1%
Value ($000) $7,127 Shares 696,709 Est. Cost $5.48 Unrealized +0.2%
MARATHON OIL CORP 0.1%
Value ($000) $7,108 Shares 203,800 Est. Cost $34.86 Unrealized
MCD MCDONALDS CORP 0.1%
Value ($000) $7,101 Shares 73,809 Est. Cost $70.55 Unrealized 0.0%
LYB LYONDELLBASELL INDU-CL A 0.1%
Value ($000) $6,920 Shares 94,500 Est. Cost Unrealized
CHRW C.H. ROBINSON WORLDWIDE INC 0.1%
Value ($000) $6,906 Shares 115,900 Est. Cost $43.77 Unrealized 0.0%
NSC NORFOLK SOUTHERN CORP 0.1%
Value ($000) $6,868 Shares 88,800 Est. Cost Unrealized
ETN EATON CORP 0.1%
Value ($000) $6,849 Shares 99,500 Est. Cost $46.59 Unrealized +7.2%
USG CORP 0.1%
Value ($000) $6,824 Shares 238,800 Est. Cost Unrealized
BA BOEING CO/THE 0.1%
Value ($000) $6,815 Shares 58,000 Est. Cost $80.37 Unrealized +13.9%
NKE NIKE INC -CL B 0.1%
Value ($000) $6,789 Shares 93,465 Est. Cost $27.95 Unrealized 0.0%
ENSCO PLC-CL A 0.1%
Value ($000) $6,761 Shares 125,800 Est. Cost $55.49 Unrealized
PEP PEPSICO INC 0.1%
Value ($000) $6,749 Shares 84,900 Est. Cost $56.75 Unrealized 0.0%
LNC LINCOLN NATIONAL CORP 0.1%
Value ($000) $6,718 Shares 160,000 Est. Cost Unrealized
LNC LINCOLN NATIONAL CORP 0.1%
Value ($000) $6,718 Shares 160,000 Est. Cost Unrealized
MOLEX INC -CL A 0.1%
Value ($000) $6,699 Shares 175,000 Est. Cost $38.28 Unrealized
LVS LAS VEGAS SANDS CORP 0.1%
Value ($000) $6,588 Shares 99,200 Est. Cost Unrealized
F FORD MOTOR CO 0.1%
Value ($000) $6,513 Shares 386,100 Est. Cost $9.02 Unrealized 0.0%
UNP UNION PACIFIC CORP 0.1%
Value ($000) $6,508 Shares 41,900 Est. Cost $60.12 Unrealized 0.0%
ILMN ILLUMINA INC 0.1%
Value ($000) $6,498 Shares 80,400 Est. Cost Unrealized
FXI ISHARES CHINA LARGE-CAP ETF 0.1%
Value ($000) $6,489 Shares 175,000 Est. Cost Unrealized
ORCL ORACLE CORP 0.1%
Value ($000) $6,488 Shares 195,600 Est. Cost Unrealized
AVAGO TECHNOLOGIES LTD 0.1%
Value ($000) $6,474 Shares 150,300 Est. Cost Unrealized
DIS WALT DISNEY CO/THE 0.1%
Value ($000) $6,461 Shares 100,200 Est. Cost $56.68 Unrealized +0.5%
ALLERGAN INC 0.1%
Value ($000) $6,458 Shares 71,400 Est. Cost Unrealized
XLY CONSUMER DISCRETIONARY SELT 0.1%
Value ($000) $6,366 Shares 105,000 Est. Cost Unrealized
LVS LAS VEGAS SANDS CORP 0.1%
Value ($000) $6,303 Shares 94,900 Est. Cost Unrealized
MO ALTRIA GROUP INC 0.1%
Value ($000) $6,269 Shares 182,514 Est. Cost $16.26 Unrealized -0.5%
CMG CHIPOTLE MEXICAN GRILL INC 0.1%
Value ($000) $6,260 Shares 14,600 Est. Cost Unrealized
LEAP WIRELESS INTL INC 0.1%
Value ($000) $6,120 Shares 387,400 Est. Cost $14.84 Unrealized
WYNDHAM WORLDWIDE CORP 0.1%
Value ($000) $6,097 Shares 100,000 Est. Cost $58.96 Unrealized
HAL HALLIBURTON CO 0.1%
Value ($000) $6,018 Shares 125,000 Est. Cost Unrealized
LIFE TECHNOLOGIES CORP 0.1%
Value ($000) $5,986 Shares 80,000 Est. Cost $74.13 Unrealized
HAL HALLIBURTON CO 0.1%
Value ($000) $5,811 Shares 120,700 Est. Cost Unrealized
ISHARES MSCI JAPAN ETF 0.1%
Value ($000) $5,750 Shares 482,400 Est. Cost Unrealized
HIG HARTFORD FINANCIAL SVCS GRP 0.1%
Value ($000) $5,744 Shares 184,600 Est. Cost Unrealized
LAM RESEARCH CORP 0.1%
Value ($000) $5,632 Shares 110,000 Est. Cost Unrealized
LAM RESEARCH CORP 0.1%
Value ($000) $5,632 Shares 110,000 Est. Cost Unrealized
PBR PETROLEO BRASILEIRO S.A.-ADR 0.1%
Value ($000) $5,610 Shares 362,200 Est. Cost $14.73 Unrealized
TDC TERADATA CORP 0.1%
Value ($000) $5,544 Shares 100,000 Est. Cost $58.72 Unrealized 0.0%
TDC TERADATA CORP 0.1%
Value ($000) $5,544 Shares 100,000 Est. Cost $58.72 Unrealized 0.0%
HP HELMERICH & PAYNE 0.1%
Value ($000) $5,516 Shares 80,000 Est. Cost Unrealized
HP HELMERICH & PAYNE 0.1%
Value ($000) $5,516 Shares 80,000 Est. Cost Unrealized
ADT CORP/THE-WHEN ISSUE 0.1%
Value ($000) $5,419 Shares 133,300 Est. Cost $40.08 Unrealized
BLACKROCK INC 0.1%
Value ($000) $5,412 Shares 20,000 Est. Cost Unrealized
BLACKROCK INC 0.1%
Value ($000) $5,412 Shares 20,000 Est. Cost Unrealized
ROI ACQUISITION CORP II 0.1%
Value ($000) $5,297 Shares 525,000 Est. Cost $10.09 Unrealized
KO COCA-COLA CO/THE 0.1%
Value ($000) $5,286 Shares 139,552 Est. Cost $27.85 Unrealized -3.9%
FCX FREEPORT-MCMORAN COPPER 0.1%
Value ($000) $5,283 Shares 159,708 Est. Cost $25.11 Unrealized +2.2%
V VISA INC-CLASS A SHARES 0.1%
Value ($000) $5,274 Shares 27,600 Est. Cost $40.02 Unrealized +5.8%
SRPT SAREPTA THERAPEUTICS INC 0.1%
Value ($000) $5,218 Shares 110,500 Est. Cost $35.76 Unrealized +7.7%
DIS WALT DISNEY CO/THE 0.1%
Value ($000) $5,172 Shares 80,199 Est. Cost $56.68 Unrealized +0.5%
MAKO SURGICAL CORP 0.1%
Value ($000) $5,164 Shares 175,000 Est. Cost $29.51 Unrealized
US AIRWAYS GROUP INC 0.1%
Value ($000) $5,132 Shares 270,700 Est. Cost Unrealized
UNP UNION PACIFIC CORP 0.1%
Value ($000) $5,064 Shares 32,600 Est. Cost $60.12 Unrealized 0.0%
TDC TERADATA CORP 0.1%
Value ($000) $5,056 Shares 91,207 Est. Cost $58.72 Unrealized 0.0%
NKE NIKE INC -CL B 0.1%
Value ($000) $5,055 Shares 69,600 Est. Cost $27.95 Unrealized 0.0%
COMVERSE INC 0.1%
Value ($000) $5,014 Shares 156,935 Est. Cost $29.76 Unrealized
SWKS SKYWORKS SOLUTIONS INC 0.1%
Value ($000) $4,968 Shares 200,000 Est. Cost Unrealized
IRON MOUNTAIN INC 0.0%
Value ($000) $4,879 Shares 180,600 Est. Cost $26.60 Unrealized
EMR EMERSON ELECTRIC CO 0.0%
Value ($000) $4,787 Shares 74,000 Est. Cost Unrealized
KMB KIMBERLY-CLARK CORP 0.0%
Value ($000) $4,711 Shares 50,000 Est. Cost Unrealized
KMB KIMBERLY-CLARK CORP 0.0%
Value ($000) $4,711 Shares 50,000 Est. Cost Unrealized
GREEN MOUNTAIN COFFEE ROASTE 0.0%
Value ($000) $4,700 Shares 62,400 Est. Cost Unrealized
QCOM QUALCOMM INC 0.0%
Value ($000) $4,672 Shares 69,400 Est. Cost Unrealized
URI UNITED RENTALS INC 0.0%
Value ($000) $4,663 Shares 80,000 Est. Cost $53.73 Unrealized 0.0%
URI UNITED RENTALS INC 0.0%
Value ($000) $4,663 Shares 80,000 Est. Cost $53.73 Unrealized 0.0%
LINEAR TECHNOLOGY CORP 0.0%
Value ($000) $4,660 Shares 117,500 Est. Cost Unrealized
JONES GROUP INC/THE 0.0%
Value ($000) $4,644 Shares 309,400 Est. Cost Unrealized
ABT ABBOTT LABORATORIES 0.0%
Value ($000) $4,639 Shares 139,800 Est. Cost $27.71 Unrealized 0.0%
ENSCO PLC-CL A 0.0%
Value ($000) $4,633 Shares 86,200 Est. Cost $55.49 Unrealized
HIG HARTFORD FINANCIAL SVCS GRP 0.0%
Value ($000) $4,608 Shares 148,100 Est. Cost Unrealized
INTC INTEL CORP 0.0%
Value ($000) $4,584 Shares 200,000 Est. Cost $16.91 Unrealized 0.0%
VODAFONE GROUP PLC-SP ADR 0.0%
Value ($000) $4,555 Shares 129,500 Est. Cost $35.18 Unrealized
SAFEWAY INC 0.0%
Value ($000) $4,478 Shares 140,000 Est. Cost Unrealized
SAFEWAY INC 0.0%
Value ($000) $4,478 Shares 140,000 Est. Cost Unrealized
NKE NIKE INC -CL B 0.0%
Value ($000) $4,445 Shares 61,200 Est. Cost $27.95 Unrealized 0.0%
EMR EMERSON ELECTRIC CO 0.0%
Value ($000) $4,444 Shares 68,700 Est. Cost Unrealized
FIDELITY NATIONAL FINL-A 0.0%
Value ($000) $4,399 Shares 165,400 Est. Cost Unrealized
F FORD MOTOR CO 0.0%
Value ($000) $4,374 Shares 259,300 Est. Cost $9.02 Unrealized 0.0%
AKAM AKAMAI TECHNOLOGIES INC 0.0%
Value ($000) $4,208 Shares 81,400 Est. Cost $47.16 Unrealized 0.0%
QCOM QUALCOMM INC 0.0%
Value ($000) $4,200 Shares 62,400 Est. Cost Unrealized
ABT ABBOTT LABORATORIES 0.0%
Value ($000) $4,165 Shares 125,500 Est. Cost $27.71 Unrealized 0.0%
ORCL ORACLE CORP 0.0%
Value ($000) $4,156 Shares 125,300 Est. Cost Unrealized
CL COLGATE-PALMOLIVE CO 0.0%
Value ($000) $4,151 Shares 70,000 Est. Cost Unrealized
CL COLGATE-PALMOLIVE CO 0.0%
Value ($000) $4,151 Shares 70,000 Est. Cost Unrealized
COP CONOCOPHILLIPS 0.0%
Value ($000) $4,038 Shares 58,100 Est. Cost Unrealized
DELPHI AUTOMOTIVE PLC 0.0%
Value ($000) $3,949 Shares 67,600 Est. Cost Unrealized
OUTERWALL INC 0.0%
Value ($000) $3,922 Shares 78,400 Est. Cost Unrealized
MARKET VECTORS GOLD MINERS 0.0%
Value ($000) $3,910 Shares 156,300 Est. Cost $24.40 Unrealized
DE DEERE & CO 0.0%
Value ($000) $3,894 Shares 47,848 Est. Cost $66.09 Unrealized -0.2%
SUNTRUST BANKS INC 0.0%
Value ($000) $3,890 Shares 120,000 Est. Cost Unrealized
SUNTRUST BANKS INC 0.0%
Value ($000) $3,890 Shares 120,000 Est. Cost Unrealized
YUM YUM! BRANDS INC 0.0%
Value ($000) $3,862 Shares 54,100 Est. Cost Unrealized
TALISMAN ENERGY INC 0.0%
Value ($000) $3,845 Shares 334,400 Est. Cost $11.50 Unrealized
V VISA INC-CLASS A SHARES 0.0%
Value ($000) $3,763 Shares 19,694 Est. Cost $40.02 Unrealized +5.8%
ISHARES MSCI JAPAN ETF 0.0%
Value ($000) $3,750 Shares 314,600 Est. Cost Unrealized
AXP AMERICAN EXPRESS CO 0.0%
Value ($000) $3,647 Shares 48,300 Est. Cost $63.24 Unrealized 0.0%
BAX BAXTER INTERNATIONAL INC 0.0%
Value ($000) $3,639 Shares 55,400 Est. Cost $31.05 Unrealized 0.0%
HUDSON CITY BANCORP INC 0.0%
Value ($000) $3,616 Shares 400,000 Est. Cost $9.04 Unrealized
TGT TARGET CORP 0.0%
Value ($000) $3,606 Shares 56,366 Est. Cost $47.60 Unrealized -0.9%
GM GENERAL MOTORS CO 0.0%
Value ($000) $3,597 Shares 100,000 Est. Cost Unrealized
GM GENERAL MOTORS CO 0.0%
Value ($000) $3,597 Shares 100,000 Est. Cost Unrealized
JIVE SOFTWARE INC 0.0%
Value ($000) $3,581 Shares 286,500 Est. Cost $12.48 Unrealized
SLB SCHLUMBERGER LTD 0.0%
Value ($000) $3,534 Shares 40,000 Est. Cost Unrealized
COOPER TIRE & RUBBER 0.0%
Value ($000) $3,505 Shares 113,820 Est. Cost $33.17 Unrealized
WHOLE FOODS MARKET INC 0.0%
Value ($000) $3,492 Shares 59,700 Est. Cost Unrealized
XME SPDR S&P METALS & MINING ETF 0.0%
Value ($000) $3,459 Shares 94,400 Est. Cost Unrealized
ELAN CORP PLC -SPONS ADR 0.0%
Value ($000) $3,447 Shares 221,300 Est. Cost $15.58 Unrealized
SLV ISHARES SILVER TRUST 0.0%
Value ($000) $3,388 Shares 162,145 Est. Cost $20.38 Unrealized
MARKET VECTORS RUSSIA ETF 0.0%
Value ($000) $3,381 Shares 120,000 Est. Cost $25.14 Unrealized
DELL INC 0.0%
Value ($000) $3,367 Shares 244,900 Est. Cost $13.35 Unrealized
ALKS ALKERMES PLC 0.0%
Value ($000) $3,362 Shares 100,000 Est. Cost Unrealized
ALKS ALKERMES PLC 0.0%
Value ($000) $3,362 Shares 100,000 Est. Cost Unrealized
FMC TECHNOLOGIES INC 0.0%
Value ($000) $3,325 Shares 60,000 Est. Cost Unrealized
FMC TECHNOLOGIES INC 0.0%
Value ($000) $3,325 Shares 60,000 Est. Cost Unrealized
LUMBER LIQUIDATORS HOLDINGS 0.0%
Value ($000) $3,274 Shares 30,700 Est. Cost $106.50 Unrealized
MO ALTRIA GROUP INC 0.0%
Value ($000) $3,228 Shares 94,000 Est. Cost $16.26 Unrealized -0.5%
CONTINENTAL RESOURCES INC/OK 0.0%
Value ($000) $3,217 Shares 30,000 Est. Cost Unrealized
CONTINENTAL RESOURCES INC/OK 0.0%
Value ($000) $3,217 Shares 30,000 Est. Cost Unrealized
MEDTRONIC INC 0.0%
Value ($000) $3,195 Shares 60,000 Est. Cost Unrealized
PNC PNC FINANCIAL SERVICES GROUP 0.0%
Value ($000) $3,166 Shares 43,700 Est. Cost $51.33 Unrealized 0.0%
MONSTER BEVERAGE CORP 0.0%
Value ($000) $3,135 Shares 60,000 Est. Cost $52.24 Unrealized
MONSTER BEVERAGE CORP 0.0%
Value ($000) $3,135 Shares 60,000 Est. Cost $52.24 Unrealized
TSLA TESLA MOTORS INC 0.0%
Value ($000) $3,132 Shares 16,200 Est. Cost Unrealized
BB BLACKBERRY LTD 0.0%
Value ($000) $3,089 Shares 388,900 Est. Cost Unrealized
UPS UNITED PARCEL SERVICE-CL B 0.0%
Value ($000) $3,070 Shares 33,600 Est. Cost Unrealized
XHB SPDR S&P HOMEBUILDERS ETF 0.0%
Value ($000) $3,059 Shares 100,000 Est. Cost $29.42 Unrealized
XHB SPDR S&P HOMEBUILDERS ETF 0.0%
Value ($000) $3,059 Shares 100,000 Est. Cost $29.42 Unrealized
AGO ASSURED GUARANTY LTD 0.0%
Value ($000) $3,050 Shares 162,692 Est. Cost $17.07 Unrealized 0.0%
DOMTAR CORP 0.0%
Value ($000) $3,046 Shares 38,356 Est. Cost $77.59 Unrealized
PBR PETROLEO BRASILEIRO S.A.-ADR 0.0%
Value ($000) $3,038 Shares 196,127 Est. Cost $14.73 Unrealized
MET METLIFE INC 0.0%
Value ($000) $3,037 Shares 64,700 Est. Cost Unrealized
YUM YUM! BRANDS INC 0.0%
Value ($000) $3,012 Shares 42,200 Est. Cost Unrealized
LINKEDIN CORP - A 0.0%
Value ($000) $3,005 Shares 12,215 Est. Cost $246.01 Unrealized
CIMAREX ENERGY CO 0.0%
Value ($000) $2,892 Shares 30,000 Est. Cost Unrealized
CIMAREX ENERGY CO 0.0%
Value ($000) $2,892 Shares 30,000 Est. Cost Unrealized
CAR AVIS BUDGET GROUP INC 0.0%
Value ($000) $2,883 Shares 100,000 Est. Cost $28.40 Unrealized 0.0%
CAR AVIS BUDGET GROUP INC 0.0%
Value ($000) $2,883 Shares 100,000 Est. Cost $28.40 Unrealized 0.0%
DEX MEDIA INC 0.0%
Value ($000) $2,860 Shares 352,700 Est. Cost $8.10 Unrealized
EWZ ISHARES MSCI BRAZIL 0.0%
Value ($000) $2,844 Shares 59,366 Est. Cost $47.91 Unrealized
IP INTERNATIONAL PAPER CO 0.0%
Value ($000) $2,840 Shares 63,400 Est. Cost $26.87 Unrealized 0.0%
NTAP NETAPP INC 0.0%
Value ($000) $2,838 Shares 66,600 Est. Cost Unrealized
MS MORGAN STANLEY 0.0%
Value ($000) $2,829 Shares 105,000 Est. Cost Unrealized
NABORS INDUSTRIES LTD 0.0%
Value ($000) $2,794 Shares 174,000 Est. Cost $16.06 Unrealized
BROADCOM CORP-CL A 0.0%
Value ($000) $2,791 Shares 107,271 Est. Cost $26.52 Unrealized
R RYDER SYSTEM INC 0.0%
Value ($000) $2,776 Shares 46,500 Est. Cost $60.09 Unrealized -0.1%
BROADCOM CORP-CL A 0.0%
Value ($000) $2,771 Shares 106,500 Est. Cost $26.52 Unrealized
SBUX STARBUCKS CORP 0.0%
Value ($000) $2,770 Shares 36,000 Est. Cost Unrealized
PRICELINE.COM INC 0.0%
Value ($000) $2,745 Shares 2,716 Est. Cost $943.06 Unrealized
AMP AMERIPRISE FINANCIAL INC 0.0%
Value ($000) $2,732 Shares 30,000 Est. Cost $68.12 Unrealized 0.0%
AMP AMERIPRISE FINANCIAL INC 0.0%
Value ($000) $2,732 Shares 30,000 Est. Cost $68.12 Unrealized 0.0%
MARKET VECTORS OIL SERVICE E 0.0%
Value ($000) $2,730 Shares 58,000 Est. Cost Unrealized
BAC BANK OF AMERICA CORP 0.0%
Value ($000) $2,704 Shares 196,000 Est. Cost Unrealized
ALTERA CORP 0.0%
Value ($000) $2,697 Shares 72,600 Est. Cost Unrealized
COP CONOCOPHILLIPS 0.0%
Value ($000) $2,696 Shares 38,800 Est. Cost Unrealized
XLK TECHNOLOGY SELECT SECT SPDR 0.0%
Value ($000) $2,691 Shares 84,000 Est. Cost Unrealized
PFE PFIZER INC 0.0%
Value ($000) $2,688 Shares 93,600 Est. Cost Unrealized
TSLA TESLA MOTORS INC 0.0%
Value ($000) $2,668 Shares 13,800 Est. Cost Unrealized
GWW WW GRAINGER INC 0.0%
Value ($000) $2,617 Shares 10,000 Est. Cost Unrealized
GWW WW GRAINGER INC 0.0%
Value ($000) $2,617 Shares 10,000 Est. Cost Unrealized
VARIAN MEDICAL SYSTEMS INC 0.0%
Value ($000) $2,615 Shares 35,000 Est. Cost Unrealized
VARIAN MEDICAL SYSTEMS INC 0.0%
Value ($000) $2,615 Shares 35,000 Est. Cost Unrealized
R RYDER SYSTEM INC 0.0%
Value ($000) $2,608 Shares 43,700 Est. Cost $60.09 Unrealized -0.1%
NABORS INDUSTRIES LTD 0.0%
Value ($000) $2,593 Shares 161,500 Est. Cost $16.06 Unrealized
MEDTRONIC INC 0.0%
Value ($000) $2,577 Shares 48,400 Est. Cost Unrealized
COF CAPITAL ONE FINANCIAL CORP 0.0%
Value ($000) $2,564 Shares 37,300 Est. Cost Unrealized
BAC BANK OF AMERICA CORP 0.0%
Value ($000) $2,553 Shares 185,000 Est. Cost Unrealized
XME SPDR S&P METALS & MINING ETF 0.0%
Value ($000) $2,543 Shares 69,400 Est. Cost Unrealized
EOG EOG RESOURCES INC 0.0%
Value ($000) $2,539 Shares 15,000 Est. Cost Unrealized
EOG EOG RESOURCES INC 0.0%
Value ($000) $2,539 Shares 15,000 Est. Cost Unrealized
HYG ISHARES IBOXX HIGH YIELD COR 0.0%
Value ($000) $2,518 Shares 27,500 Est. Cost Unrealized
LINEAR TECHNOLOGY CORP 0.0%
Value ($000) $2,514 Shares 63,400 Est. Cost Unrealized
PANDORA MEDIA INC 0.0%
Value ($000) $2,513 Shares 100,000 Est. Cost Unrealized
PNC PNC FINANCIAL SERVICES GROUP 0.0%
Value ($000) $2,499 Shares 34,500 Est. Cost $51.33 Unrealized 0.0%
EQT EQT CORP 0.0%
Value ($000) $2,466 Shares 27,800 Est. Cost Unrealized
GENERAL ELECTRIC CO 0.0%
Value ($000) $2,355 Shares 98,612 Est. Cost $23.88 Unrealized
BROADCOM CORP-CL A 0.0%
Value ($000) $2,352 Shares 90,400 Est. Cost $26.52 Unrealized
MANITOWOC COMPANY INC 0.0%
Value ($000) $2,339 Shares 119,600 Est. Cost $19.53 Unrealized
PPG PPG INDUSTRIES INC 0.0%
Value ($000) $2,338 Shares 14,000 Est. Cost $59.61 Unrealized +8.4%
PPG PPG INDUSTRIES INC 0.0%
Value ($000) $2,338 Shares 14,000 Est. Cost $59.61 Unrealized +8.4%
ALTERA CORP 0.0%
Value ($000) $2,333 Shares 62,800 Est. Cost Unrealized
EQT EQT CORP 0.0%
Value ($000) $2,324 Shares 26,200 Est. Cost Unrealized
TROW T ROWE PRICE GROUP INC 0.0%
Value ($000) $2,301 Shares 32,000 Est. Cost $47.53 Unrealized 0.0%
TROW T ROWE PRICE GROUP INC 0.0%
Value ($000) $2,301 Shares 32,000 Est. Cost $47.53 Unrealized 0.0%
PEP PEPSICO INC 0.0%
Value ($000) $2,271 Shares 28,573 Est. Cost $56.75 Unrealized 0.0%
PIONEER NATURAL RESOURCES CO 0.0%
Value ($000) $2,265 Shares 12,000 Est. Cost Unrealized
HSBC HSBC HOLDINGS PLC-SPONS ADR 0.0%
Value ($000) $2,251 Shares 41,500 Est. Cost $54.05 Unrealized
SLB SCHLUMBERGER LTD 0.0%
Value ($000) $2,209 Shares 25,000 Est. Cost Unrealized
EXPE EXPEDIA INC 0.0%
Value ($000) $2,186 Shares 42,200 Est. Cost $49.75 Unrealized 0.0%
LORILLARD INC 0.0%
Value ($000) $2,149 Shares 48,000 Est. Cost Unrealized
NTAP NETAPP INC 0.0%
Value ($000) $2,131 Shares 50,000 Est. Cost Unrealized
TTWO TAKE-TWO INTERACTIVE SOFTWRE 0.0%
Value ($000) $2,089 Shares 115,000 Est. Cost $17.49 Unrealized 0.0%
MONSTER BEVERAGE CORP 0.0%
Value ($000) $2,084 Shares 39,890 Est. Cost $52.24 Unrealized
TE CONNECTIVITY LTD 0.0%
Value ($000) $2,071 Shares 40,000 Est. Cost Unrealized
TE CONNECTIVITY LTD 0.0%
Value ($000) $2,071 Shares 40,000 Est. Cost Unrealized
IP INTERNATIONAL PAPER CO 0.0%
Value ($000) $2,060 Shares 46,000 Est. Cost $26.87 Unrealized 0.0%
TOL TOLL BROTHERS INC 0.0%
Value ($000) $2,026 Shares 62,500 Est. Cost $33.07 Unrealized -2.2%
BARNES & NOBLE INC 0.0%
Value ($000) $2,021 Shares 156,200 Est. Cost $12.93 Unrealized
BIDU BAIDU INC - SPON ADR 0.0%
Value ($000) $2,015 Shares 12,985 Est. Cost $109.42 Unrealized
BERRY PLASTICS GROUP INC 0.0%
Value ($000) $1,996 Shares 100,000 Est. Cost $19.96 Unrealized
BA BOEING CO/THE 0.0%
Value ($000) $1,985 Shares 16,894 Est. Cost $80.37 Unrealized +13.9%
THC TENET HEALTHCARE CORP 0.0%
Value ($000) $1,960 Shares 47,600 Est. Cost Unrealized
PFE PFIZER INC 0.0%
Value ($000) $1,959 Shares 68,200 Est. Cost Unrealized
MANITOWOC COMPANY INC 0.0%
Value ($000) $1,944 Shares 99,400 Est. Cost $19.53 Unrealized
STZ CONSTELLATION BRANDS INC-A 0.0%
Value ($000) $1,899 Shares 33,100 Est. Cost Unrealized
TRIP TRIPADVISOR INC-W/I 0.0%
Value ($000) $1,895 Shares 25,000 Est. Cost Unrealized
BOISE INC 0.0%
Value ($000) $1,890 Shares 150,000 Est. Cost $12.60 Unrealized
CHRW C.H. ROBINSON WORLDWIDE INC 0.0%
Value ($000) $1,870 Shares 31,395 Est. Cost $43.77 Unrealized 0.0%
THC TENET HEALTHCARE CORP 0.0%
Value ($000) $1,849 Shares 44,900 Est. Cost Unrealized
NABORS INDUSTRIES LTD 0.0%
Value ($000) $1,845 Shares 114,887 Est. Cost $16.06 Unrealized
ROWAN COMPANIES PLC-A 0.0%
Value ($000) $1,839 Shares 50,100 Est. Cost Unrealized
TOL TOLL BROTHERS INC 0.0%
Value ($000) $1,832 Shares 56,508 Est. Cost $33.07 Unrealized -2.2%
VRSN VERISIGN INC 0.0%
Value ($000) $1,811 Shares 35,600 Est. Cost $47.86 Unrealized 0.0%
HEWLETT-PACKARD CO 0.0%
Value ($000) $1,805 Shares 86,000 Est. Cost Unrealized
EEM ISHARES MSCI EMERGING MARKET 0.0%
Value ($000) $1,793 Shares 44,016 Est. Cost $38.56 Unrealized
EMN EASTMAN CHEMICAL CO 0.0%
Value ($000) $1,791 Shares 23,000 Est. Cost Unrealized
J.C. PENNEY CO INC 0.0%
Value ($000) $1,782 Shares 202,400 Est. Cost $17.07 Unrealized
NUANCE COMMUNICATIONS INC 0.0%
Value ($000) $1,780 Shares 95,300 Est. Cost $18.37 Unrealized
KMX CARMAX INC 0.0%
Value ($000) $1,778 Shares 36,700 Est. Cost Unrealized
VODAFONE GROUP PLC-SP ADR 0.0%
Value ($000) $1,759 Shares 50,000 Est. Cost $35.18 Unrealized
IP INTERNATIONAL PAPER CO 0.0%
Value ($000) $1,716 Shares 38,323 Est. Cost $26.87 Unrealized 0.0%
BK BANK OF NEW YORK MELLON CORP 0.0%
Value ($000) $1,702 Shares 56,400 Est. Cost Unrealized
PANERA BREAD COMPANY-CLASS A 0.0%
Value ($000) $1,696 Shares 10,700 Est. Cost $158.50 Unrealized
ATI ALLEGHENY TECHNOLOGIES INC 0.0%
Value ($000) $1,678 Shares 55,000 Est. Cost Unrealized
MSFT MICROSOFT CORP 0.0%
Value ($000) $1,664 Shares 50,000 Est. Cost $27.00 Unrealized 0.0%
NATIONSTAR MORTGAGE HOLDINGS 0.0%
Value ($000) $1,647 Shares 29,300 Est. Cost Unrealized
PANERA BREAD COMPANY-CLASS A 0.0%
Value ($000) $1,636 Shares 10,322 Est. Cost $158.50 Unrealized
RYLAND GROUP INC/THE 0.0%
Value ($000) $1,621 Shares 40,000 Est. Cost $40.21 Unrealized
RYLAND GROUP INC/THE 0.0%
Value ($000) $1,621 Shares 40,000 Est. Cost $40.21 Unrealized
MARKET VECTORS OIL SERVICE E 0.0%
Value ($000) $1,614 Shares 34,300 Est. Cost Unrealized
INTC INTEL CORP 0.0%
Value ($000) $1,602 Shares 69,910 Est. Cost $16.91 Unrealized 0.0%
R RYDER SYSTEM INC 0.0%
Value ($000) $1,598 Shares 26,775 Est. Cost $60.09 Unrealized -0.1%
PEABODY ENERGY CORP 0.0%
Value ($000) $1,554 Shares 90,100 Est. Cost $14.63 Unrealized
VMC VULCAN MATERIALS CO 0.0%
Value ($000) $1,554 Shares 30,000 Est. Cost Unrealized
VMC VULCAN MATERIALS CO 0.0%
Value ($000) $1,554 Shares 30,000 Est. Cost Unrealized
PEABODY ENERGY CORP 0.0%
Value ($000) $1,552 Shares 90,000 Est. Cost $14.63 Unrealized
HYG ISHARES IBOXX HIGH YIELD COR 0.0%
Value ($000) $1,538 Shares 16,800 Est. Cost Unrealized
ATI ALLEGHENY TECHNOLOGIES INC 0.0%
Value ($000) $1,526 Shares 50,000 Est. Cost Unrealized
DELL INC 0.0%
Value ($000) $1,512 Shares 110,000 Est. Cost $13.35 Unrealized
V VISA INC-CLASS A SHARES 0.0%
Value ($000) $1,490 Shares 7,800 Est. Cost $40.02 Unrealized +5.8%
EMN EASTMAN CHEMICAL CO 0.0%
Value ($000) $1,480 Shares 19,000 Est. Cost Unrealized
MAKO SURGICAL CORP 0.0%
Value ($000) $1,475 Shares 50,000 Est. Cost $29.51 Unrealized
NIELSEN HOLDINGS NV 0.0%
Value ($000) $1,443 Shares 39,600 Est. Cost Unrealized
KMX CARMAX INC 0.0%
Value ($000) $1,429 Shares 29,500 Est. Cost Unrealized
PKG PACKAGING CORP OF AMERICA 0.0%
Value ($000) $1,427 Shares 25,000 Est. Cost Unrealized
M MACYS INC 0.0%
Value ($000) $1,427 Shares 33,000 Est. Cost Unrealized
CINCINNATI BELL INC 0.0%
Value ($000) $1,360 Shares 500,000 Est. Cost $2.86 Unrealized
SEE SEALED AIR CORP 0.0%
Value ($000) $1,359 Shares 50,000 Est. Cost $23.12 Unrealized 0.0%
SEE SEALED AIR CORP 0.0%
Value ($000) $1,359 Shares 50,000 Est. Cost $23.12 Unrealized 0.0%
US AIRWAYS GROUP INC 0.0%
Value ($000) $1,327 Shares 70,000 Est. Cost Unrealized
ACN ACCENTURE PLC-CL A 0.0%
Value ($000) $1,325 Shares 18,000 Est. Cost $62.79 Unrealized -5.2%
BIIB BIOGEN IDEC INC 0.0%
Value ($000) $1,324 Shares 5,500 Est. Cost $223.81 Unrealized 0.0%
WYNDHAM WORLDWIDE CORP 0.0%
Value ($000) $1,317 Shares 21,613 Est. Cost $58.96 Unrealized
WR GRACE & CO 0.0%
Value ($000) $1,311 Shares 15,000 Est. Cost Unrealized
CCL CARNIVAL CORP 0.0%
Value ($000) $1,305 Shares 40,000 Est. Cost $29.88 Unrealized 0.0%
HSBC HSBC HOLDINGS PLC-SPONS ADR 0.0%
Value ($000) $1,302 Shares 24,000 Est. Cost $54.05 Unrealized
MAS MASCO CORP 0.0%
Value ($000) $1,281 Shares 60,200 Est. Cost Unrealized
XLK TECHNOLOGY SELECT SECT SPDR 0.0%
Value ($000) $1,281 Shares 40,000 Est. Cost Unrealized
MET METLIFE INC 0.0%
Value ($000) $1,258 Shares 26,800 Est. Cost Unrealized
LEN LENNAR CORP-A 0.0%
Value ($000) $1,258 Shares 35,559 Est. Cost $30.76 Unrealized -4.9%
LEN LENNAR CORP-A 0.0%
Value ($000) $1,256 Shares 35,500 Est. Cost $30.76 Unrealized -4.9%
F FORD MOTOR CO 0.0%
Value ($000) $1,244 Shares 73,755 Est. Cost $9.02 Unrealized 0.0%
ACN ACCENTURE PLC-CL A 0.0%
Value ($000) $1,243 Shares 16,884 Est. Cost $62.79 Unrealized -5.2%
TJX TJX COMPANIES INC 0.0%
Value ($000) $1,229 Shares 21,800 Est. Cost Unrealized
ONYX PHARMACEUTICALS INC 0.0%
Value ($000) $1,184 Shares 9,500 Est. Cost $124.63 Unrealized
XLE ENERGY SELECT SECTOR SPDR 0.0%
Value ($000) $1,160 Shares 14,000 Est. Cost Unrealized
EXPRESS SCRIPTS HOLDING CO 0.0%
Value ($000) $1,149 Shares 18,600 Est. Cost $61.73 Unrealized
NOBLE CORP 0.0%
Value ($000) $1,133 Shares 30,000 Est. Cost $37.57 Unrealized
SANDISK CORP 0.0%
Value ($000) $1,112 Shares 18,700 Est. Cost Unrealized
TTWO TAKE-TWO INTERACTIVE SOFTWRE 0.0%
Value ($000) $1,090 Shares 60,000 Est. Cost $17.49 Unrealized 0.0%
XLV HEALTH CARE SELECT SECTOR 0.0%
Value ($000) $1,069 Shares 21,140 Est. Cost $50.57 Unrealized
AXP AMERICAN EXPRESS CO 0.0%
Value ($000) $1,059 Shares 14,035 Est. Cost $63.24 Unrealized 0.0%
SANOFI CVR 0.0%
Value ($000) $1,041 Shares 515,599 Est. Cost $1.93 Unrealized
EBAY EBAY INC 0.0%
Value ($000) $1,032 Shares 18,500 Est. Cost Unrealized
UNITED STATES STEEL CORP 0.0%
Value ($000) $1,029 Shares 50,000 Est. Cost Unrealized
MARKET VECTORS RUSSIA ETF 0.0%
Value ($000) $1,023 Shares 36,324 Est. Cost $25.14 Unrealized
DOLE FOOD CO INC 0.0%
Value ($000) $1,021 Shares 75,000 Est. Cost $13.32 Unrealized
AZO AUTOZONE INC 0.0%
Value ($000) $1,014 Shares 2,400 Est. Cost Unrealized
JNJ JOHNSON & JOHNSON 0.0%
Value ($000) $995 Shares 11,481 Est. Cost $63.54 Unrealized 0.0%
VIROPHARMA INC 0.0%
Value ($000) $985 Shares 25,100 Est. Cost Unrealized
DIGITAL GENERATION INC 0.0%
Value ($000) $971 Shares 75,100 Est. Cost $7.37 Unrealized
MOLEX INC 0.0%
Value ($000) $963 Shares 25,000 Est. Cost $38.52 Unrealized
MOLEX INC -CL A 0.0%
Value ($000) $957 Shares 25,000 Est. Cost $38.28 Unrealized
FOSL FOSSIL GROUP INC 0.0%
Value ($000) $941 Shares 8,100 Est. Cost Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.0%
Value ($000) $931 Shares 18,022 Est. Cost $47.16 Unrealized 0.0%
EXPE EXPEDIA INC 0.0%
Value ($000) $931 Shares 17,970 Est. Cost $49.75 Unrealized 0.0%
EQUINIX INC 0.0%
Value ($000) $918 Shares 5,000 Est. Cost $183.60 Unrealized
RYLAND GROUP INC/THE 0.0%
Value ($000) $911 Shares 22,472 Est. Cost $40.21 Unrealized
UNP UNION PACIFIC CORP 0.0%
Value ($000) $889 Shares 5,725 Est. Cost $60.12 Unrealized 0.0%
CCL CARNIVAL CORP 0.0%
Value ($000) $885 Shares 27,125 Est. Cost $29.88 Unrealized 0.0%
NORDION INC 0.0%
Value ($000) $881 Shares 102,160 Est. Cost $7.39 Unrealized
URI UNITED RENTALS INC 0.0%
Value ($000) $879 Shares 15,096 Est. Cost $53.73 Unrealized 0.0%
API TECHNOLOGIES CORP 0.0%
Value ($000) $867 Shares 295,989 Est. Cost $2.80 Unrealized
ABT ABBOTT LABORATORIES 0.0%
Value ($000) $860 Shares 25,928 Est. Cost $27.71 Unrealized 0.0%
MAS MASCO CORP 0.0%
Value ($000) $846 Shares 39,800 Est. Cost Unrealized
DIGITAL GENERATION INC 0.0%
Value ($000) $810 Shares 62,700 Est. Cost $7.37 Unrealized
BIIB BIOGEN IDEC INC 0.0%
Value ($000) $765 Shares 3,179 Est. Cost $223.81 Unrealized 0.0%
BRIGGS & STRATTON 0.0%
Value ($000) $764 Shares 38,000 Est. Cost $19.80 Unrealized
ONYX PHARMACEUTICALS INC 0.0%
Value ($000) $710 Shares 5,700 Est. Cost $124.63 Unrealized
AMR CORP 0.0%
Value ($000) $708 Shares 172,500 Est. Cost $4.10 Unrealized
BSX BOSTON SCIENTIFIC CORP 0.0%
Value ($000) $664 Shares 56,600 Est. Cost Unrealized
DELPHI AUTOMOTIVE PLC 0.0%
Value ($000) $660 Shares 11,300 Est. Cost Unrealized
EXPRESS SCRIPTS HOLDING CO 0.0%
Value ($000) $645 Shares 10,448 Est. Cost $61.73 Unrealized
ENSCO PLC-CL A 0.0%
Value ($000) $642 Shares 11,957 Est. Cost $55.49 Unrealized
CCL CARNIVAL CORP 0.0%
Value ($000) $639 Shares 19,600 Est. Cost $29.88 Unrealized 0.0%
TROW T ROWE PRICE GROUP INC 0.0%
Value ($000) $635 Shares 8,833 Est. Cost $47.53 Unrealized 0.0%
AMGN AMGEN INC 0.0%
Value ($000) $626 Shares 5,597 Est. Cost $76.98 Unrealized 0.0%
HARVEST NATURAL RESOURCES IN 0.0%
Value ($000) $620 Shares 116,000 Est. Cost $3.10 Unrealized
AXP AMERICAN EXPRESS CO 0.0%
Value ($000) $604 Shares 8,000 Est. Cost $63.24 Unrealized 0.0%
GENCORP INC 0.0%
Value ($000) $597 Shares 37,300 Est. Cost $16.23 Unrealized
SAKS INC 0.0%
Value ($000) $591 Shares 37,100 Est. Cost Unrealized
BSX BOSTON SCIENTIFIC CORP 0.0%
Value ($000) $587 Shares 50,000 Est. Cost Unrealized
SEE SEALED AIR CORP 0.0%
Value ($000) $584 Shares 21,514 Est. Cost $23.12 Unrealized 0.0%
SINA CORP 0.0%
Value ($000) $576 Shares 7,100 Est. Cost $81.02 Unrealized
MANITOWOC COMPANY INC 0.0%
Value ($000) $571 Shares 29,239 Est. Cost $19.53 Unrealized
LUMBER LIQUIDATORS HOLDINGS 0.0%
Value ($000) $523 Shares 4,911 Est. Cost $106.50 Unrealized
WFC WELLS FARGO & CO 0.0%
Value ($000) $501 Shares 12,144 Est. Cost $30.19 Unrealized 0.0%
JIVE SOFTWARE INC 0.0%
Value ($000) $497 Shares 39,800 Est. Cost $12.48 Unrealized
ELAN CORP PLC -SPONS ADR 0.0%
Value ($000) $492 Shares 31,600 Est. Cost $15.58 Unrealized
SBUX STARBUCKS CORP 0.0%
Value ($000) $492 Shares 6,400 Est. Cost Unrealized
SINA CORP 0.0%
Value ($000) $488 Shares 6,023 Est. Cost $81.02 Unrealized
ACN ACCENTURE PLC-CL A 0.0%
Value ($000) $486 Shares 6,600 Est. Cost $62.79 Unrealized -5.2%
PNC PNC FINANCIAL SERVICES GROUP 0.0%
Value ($000) $482 Shares 6,658 Est. Cost $51.33 Unrealized 0.0%
WSM WILLIAMS-SONOMA INC 0.0%
Value ($000) $460 Shares 8,200 Est. Cost Unrealized
NOK NOKIA CORP-SPON ADR 0.0%
Value ($000) $456 Shares 70,200 Est. Cost Unrealized
CVX CHEVRON CORP 0.0%
Value ($000) $449 Shares 3,700 Est. Cost $71.36 Unrealized +2.4%
AMP AMERIPRISE FINANCIAL INC 0.0%
Value ($000) $445 Shares 4,888 Est. Cost $68.12 Unrealized 0.0%
EXPE EXPEDIA INC 0.0%
Value ($000) $445 Shares 8,600 Est. Cost $49.75 Unrealized 0.0%
MARATHON OIL CORP 0.0%
Value ($000) $435 Shares 12,480 Est. Cost $34.86 Unrealized
FAMILY DOLLAR STORES 0.0%
Value ($000) $410 Shares 5,700 Est. Cost Unrealized
IRON MOUNTAIN INC 0.0%
Value ($000) $397 Shares 14,700 Est. Cost $26.60 Unrealized
JIVE SOFTWARE INC 0.0%
Value ($000) $392 Shares 31,400 Est. Cost $12.48 Unrealized
QIHOO 360 TECHNOLOGY CO-ADR 0.0%
Value ($000) $391 Shares 4,700 Est. Cost Unrealized
HARVEST NATURAL RESOURCES IN 0.0%
Value ($000) $350 Shares 65,500 Est. Cost $3.10 Unrealized
BARNES & NOBLE INC 0.0%
Value ($000) $331 Shares 25,597 Est. Cost $12.93 Unrealized
DEX MEDIA INC 0.0%
Value ($000) $312 Shares 38,500 Est. Cost $8.10 Unrealized
CAG CONAGRA FOODS INC 0.0%
Value ($000) $307 Shares 10,150 Est. Cost $17.76 Unrealized 0.0%
CELGENE CORP 0.0%
Value ($000) $292 Shares 1,900 Est. Cost $152.17 Unrealized
BK BANK OF NEW YORK MELLON CORP 0.0%
Value ($000) $280 Shares 9,300 Est. Cost Unrealized
SANDISK CORP 0.0%
Value ($000) $279 Shares 4,700 Est. Cost Unrealized
EBAY EBAY INC 0.0%
Value ($000) $278 Shares 5,000 Est. Cost Unrealized
PERRIGO CO 0.0%
Value ($000) $271 Shares 2,200 Est. Cost Unrealized
HARVEST NATURAL RESOURCES IN 0.0%
Value ($000) $267 Shares 50,000 Est. Cost $3.10 Unrealized
BARNES & NOBLE INC 0.0%
Value ($000) $258 Shares 20,000 Est. Cost $12.93 Unrealized
CAR AVIS BUDGET GROUP INC 0.0%
Value ($000) $251 Shares 8,735 Est. Cost $28.40 Unrealized 0.0%
VRSN VERISIGN INC 0.0%
Value ($000) $250 Shares 4,916 Est. Cost $47.86 Unrealized 0.0%
DEX MEDIA INC 0.0%
Value ($000) $248 Shares 30,632 Est. Cost $8.10 Unrealized
XLP CONSUMER STAPLES SPDR 0.0%
Value ($000) $234 Shares 5,900 Est. Cost $39.66 Unrealized
TIFFANY & CO 0.0%
Value ($000) $229 Shares 3,000 Est. Cost Unrealized
HSBC HSBC HOLDINGS PLC-SPONS ADR 0.0%
Value ($000) $227 Shares 4,200 Est. Cost $54.05 Unrealized
DELL INC 0.0%
Value ($000) $224 Shares 16,333 Est. Cost $13.35 Unrealized
GLOBAL EAGLE ENTERTAINMENT 0.0%
Value ($000) $223 Shares 150,000 Est. Cost $1.49 Unrealized
BED BATH & BEYOND INC 0.0%
Value ($000) $212 Shares 2,753 Est. Cost $70.77 Unrealized
RIG TRANSOCEAN LTD 0.0%
Value ($000) $209 Shares 4,700 Est. Cost Unrealized
LLY ELI LILLY & CO 0.0%
Value ($000) $206 Shares 4,100 Est. Cost $40.99 Unrealized 0.0%
QIHOO 360 TECHNOLOGY CO-ADR 0.0%
Value ($000) $199 Shares 2,400 Est. Cost Unrealized
MBI MBIA INC 0.0%
Value ($000) $143 Shares 14,000 Est. Cost $5.48 Unrealized +0.2%
RIG TRANSOCEAN LTD 0.0%
Value ($000) $124 Shares 2,800 Est. Cost Unrealized
CELGENE CORP 0.0%
Value ($000) $70 Shares 460 Est. Cost $152.17 Unrealized
GENCORP INC 0.0%
Value ($000) $64 Shares 4,000 Est. Cost $16.23 Unrealized
SMITHFIELD FOODS INC 0.0%
Value ($000) $20 Shares 600 Est. Cost $32.75 Unrealized
BED BATH & BEYOND INC 0.0%
Value ($000) $7 Shares 100 Est. Cost $70.77 Unrealized
PATRIOT COAL CORP 0.0%
Value ($000) $3 Shares 26,700 Est. Cost $0.15 Unrealized
CUBIST PHARMACEUTIC-CVR 0.0%
Value ($000) $0 Shares 600 Est. Cost Unrealized
CUBIST PHARMACEUTIC-CVR 0.0%
Value ($000) $0 Shares 27,600 Est. Cost Unrealized
MF GLOBAL HOLDINGS LTD 0.0%
Value ($000) $0 Shares 25,000 Est. Cost Unrealized