CAPSTONE INVESTMENT ADVISORS, LLC Hedge Fund

Location: New York, NY

CIK: 0001426196 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 18, 2014

Total Value: $7.612B (87.8% shares, 12.2% debt)

Holdings (395)

AAPL APPLE INC 13.5%

Value $1.03B Shares 11,084,700 Est. Cost $15.65 Unrealized +19.2%

AAPL APPLE INC 11.4%

Value $867M Shares 9,325,900 Est. Cost $15.65 Unrealized +19.2%

SPY SPDR S&P 500 ETF TRUST 6.4%

Value $485M Shares 2,476,200 Est. Cost $195.72 Unrealized —

EEM ISHARES MSCI EMERGING MARKET 2.1%

Value $159M Shares 3,666,800 Est. Cost $43.22 Unrealized —

CVX CHEVRON CORP 2.1%

Value $157M Shares 1,201,100 Est. Cost — Unrealized —

EEM ISHARES MSCI EMERGING MARKET 1.6%

Value $119M Shares 2,753,700 Est. Cost $43.22 Unrealized —

META FACEBOOK INC-A 1.5%

Value $112M Shares 1,665,600 Est. Cost $61.09 Unrealized 0.0%

HYG ISHARES IBOXX HIGH YIELD COR 1.4%

Value $109M Shares 1,150,000 Est. Cost — Unrealized —

XOM EXXON MOBIL CORP 1.4%

Value $104M Shares 1,033,900 Est. Cost — Unrealized —

IBM INTL BUSINESS MACHINES CORP 1.3%

Value $99.14M Shares 546,900 Est. Cost — Unrealized —

— CEMEX SAB DE CV 1.2%

Value $94.4M Shares 62,150,000 Est. Cost $1.46 Unrealized —

GLD SPDR GOLD SHARES 1.2%

Value $93.28M Shares 728,500 Est. Cost $128.03 Unrealized —

— WESCO INTERNATIONAL INC 1.1%

Value $86.01M Shares 28,000,000 Est. Cost $2.97 Unrealized —

CAT CATERPILLAR INC 1.1%

Value $84.77M Shares 780,100 Est. Cost — Unrealized —

GS GOLDMAN SACHS GROUP INC 1.1%

Value $82.78M Shares 494,400 Est. Cost $133.70 Unrealized -3.7%

SPY SPDR S&P 500 ETF TRUST 1.0%

Value $74.65M Shares 381,410 Est. Cost $195.72 Unrealized —

META FACEBOOK INC-A 0.9%

Value $68.63M Shares 1,019,900 Est. Cost $61.09 Unrealized 0.0%

AMZN AMAZON.COM INC 0.9%

Value $65.51M Shares 201,700 Est. Cost $17.72 Unrealized -10.7%

KO COCA-COLA CO/THE 0.9%

Value $65.41M Shares 1,544,100 Est. Cost — Unrealized —

— TRW AUTOMOTIVE HOLDINGS CORP 0.8%

Value $64.04M Shares 21,115,000 Est. Cost $3.03 Unrealized —

— TESLA MOTORS INC 0.8%

Value $61.95M Shares 64,000,000 Est. Cost $0.94 Unrealized —

— TIME WARNER CABLE 0.8%

Value $61.25M Shares 415,803 Est. Cost $138.63 Unrealized —

TLT ISHARES 20+ YEAR TREASURY BO 0.8%

Value $60.54M Shares 533,300 Est. Cost — Unrealized —

— CEMEX SAB DE CV 0.7%

Value $56.86M Shares 39,000,000 Est. Cost $1.42 Unrealized —

NFLX NETFLIX INC 0.7%

Value $56.48M Shares 128,200 Est. Cost — Unrealized —

— MICRON TECHNOLOGY INC 0.7%

Value $55.66M Shares 16,500,000 Est. Cost $2.75 Unrealized —

T AT&T INC 0.7%

Value $53.79M Shares 1,521,200 Est. Cost $11.19 Unrealized +5.3%

MSFT MICROSOFT CORP 0.7%

Value $49.89M Shares 1,196,500 Est. Cost $30.53 Unrealized +11.2%

HLF HERBALIFE LTD 0.7%

Value $49.86M Shares 772,400 Est. Cost $31.26 Unrealized -1.9%

SPY SPDR S&P 500 ETF TRUST 0.6%

Value $45.52M Shares 232,600 Est. Cost $195.72 Unrealized —

MO ALTRIA GROUP INC 0.6%

Value $44.92M Shares 1,071,100 Est. Cost $16.34 Unrealized +17.5%

— TESLA MOTORS INC 0.6%

Value $44.52M Shares 22,000,000 Est. Cost $1.79 Unrealized —

EFA ISHARES MSCI EAFE ETF 0.6%

Value $43.98M Shares 643,300 Est. Cost — Unrealized —

FXI ISHARES CHINA LARGE-CAP ETF 0.6%

Value $43.59M Shares 1,176,900 Est. Cost $36.94 Unrealized —

BIDU BAIDU INC - SPON ADR 0.6%

Value $43.36M Shares 232,100 Est. Cost $165.69 Unrealized —

— DIRECTV-CLASS A 0.6%

Value $42.97M Shares 505,500 Est. Cost $85.01 Unrealized —

DG DOLLAR GENERAL CORP 0.6%

Value $41.87M Shares 730,000 Est. Cost — Unrealized —

CSCO CISCO SYSTEMS INC 0.5%

Value $41.42M Shares 1,666,900 Est. Cost — Unrealized —

— SAFEWAY INC 0.5%

Value $39.38M Shares 1,146,840 Est. Cost $35.25 Unrealized —

FCX FREEPORT-MCMORAN COPPER 0.5%

Value $39.01M Shares 1,068,800 Est. Cost $26.37 Unrealized +12.1%

— SANDISK CORP 0.5%

Value $38.99M Shares 19,000,000 Est. Cost $1.81 Unrealized —

— MICROCHIP TECHNOLOGY INC 0.5%

Value $38.24M Shares 20,000,000 Est. Cost $1.86 Unrealized —

— HILLSHIRE BRANDS CO/THE 0.5%

Value $37.51M Shares 602,100 Est. Cost $62.30 Unrealized —

AMZN AMAZON.COM INC 0.5%

Value $37.02M Shares 114,000 Est. Cost $17.72 Unrealized -10.7%

JPM JPMORGAN CHASE & CO 0.5%

Value $36.52M Shares 633,800 Est. Cost — Unrealized —

BIDU BAIDU INC - SPON ADR 0.5%

Value $35.48M Shares 189,900 Est. Cost $165.69 Unrealized —

— FOREST LABORATORIES INC 0.5%

Value $34.65M Shares 350,000 Est. Cost $92.73 Unrealized —

COP CONOCOPHILLIPS 0.4%

Value $33.34M Shares 388,900 Est. Cost $53.35 Unrealized 0.0%

— IRON MOUNTAIN INC 0.4%

Value $33.26M Shares 938,200 Est. Cost $27.03 Unrealized —

PG PROCTER & GAMBLE CO/THE 0.4%

Value $32.76M Shares 416,800 Est. Cost $55.21 Unrealized +5.6%

MSFT MICROSOFT CORP 0.4%

Value $31.09M Shares 745,700 Est. Cost $30.53 Unrealized +11.2%

PRGO PERRIGO CO PLC 0.4%

Value $29.89M Shares 205,100 Est. Cost — Unrealized —

— AMERICAN REALTY CAPITAL PROP 0.4%

Value $29.7M Shares 28,500,000 Est. Cost $1.08 Unrealized —

GLD SPDR GOLD SHARES 0.4%

Value $29.6M Shares 231,200 Est. Cost $128.03 Unrealized —

— TIME WARNER CABLE 0.4%

Value $29.52M Shares 200,400 Est. Cost $138.63 Unrealized —

— TWITTER INC 0.4%

Value $29.38M Shares 717,198 Est. Cost $46.45 Unrealized —

AIG AMERICAN INTERNATIONAL GROUP 0.4%

Value $29.28M Shares 536,500 Est. Cost $34.44 Unrealized +17.3%

LOW LOWES COS INC 0.4%

Value $28.88M Shares 601,800 Est. Cost $37.84 Unrealized 0.0%

EFA ISHARES MSCI EAFE ETF 0.4%

Value $28.16M Shares 411,900 Est. Cost — Unrealized —

— DIRECTV-CLASS A 0.4%

Value $28.13M Shares 330,900 Est. Cost $85.01 Unrealized —

META FACEBOOK INC-A 0.4%

Value $27.94M Shares 415,182 Est. Cost $61.09 Unrealized 0.0%

EWZ ISHARES MSCI BRAZIL 0.4%

Value $27.75M Shares 580,900 Est. Cost — Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.4%

Value $26.81M Shares 548,000 Est. Cost — Unrealized —

XOM EXXON MOBIL CORP 0.3%

Value $26.57M Shares 263,900 Est. Cost — Unrealized —

— ISIS PHARMACEUTICALS INC 0.3%

Value $26.44M Shares 12,000,000 Est. Cost $2.20 Unrealized —

— LAMAR ADVERTISING CO-A 0.3%

Value $26.37M Shares 497,600 Est. Cost $51.87 Unrealized —

— TWITTER INC 0.3%

Value $25.58M Shares 624,400 Est. Cost $46.45 Unrealized —

JNJ JOHNSON & JOHNSON 0.3%

Value $24.86M Shares 237,600 Est. Cost $73.15 Unrealized 0.0%

— IPATH S&P 500 VIX S/T FU ETN 0.3%

Value $24.6M Shares 860,300 Est. Cost — Unrealized —

— TIME WARNER CABLE 0.3%

Value $22.83M Shares 155,000 Est. Cost $138.63 Unrealized —

NFLX NETFLIX INC 0.3%

Value $22.69M Shares 51,500 Est. Cost — Unrealized —

— ALLERGAN INC 0.3%

Value $22.39M Shares 132,300 Est. Cost $111.08 Unrealized —

— XPO LOGISTICS INC 0.3%

Value $22.05M Shares 11,863,000 Est. Cost $1.87 Unrealized —

— SALIX PHARMACEUTICALS LTD 0.3%

Value $21.59M Shares 11,000,000 Est. Cost $1.69 Unrealized —

— AUXILIUM PHARMACEUTICALS INC 0.3%

Value $21.27M Shares 20,000,000 Est. Cost $1.06 Unrealized —

GS GOLDMAN SACHS GROUP INC 0.3%

Value $21.26M Shares 127,000 Est. Cost $133.70 Unrealized -3.7%

— MEDTRONIC INC 0.3%

Value $21.04M Shares 330,000 Est. Cost — Unrealized —

— WL ROSS HOLDING CORP 0.3%

Value $20.62M Shares 1,998,435 Est. Cost $10.32 Unrealized —

— COVIDIEN PLC 0.3%

Value $20.52M Shares 227,500 Est. Cost $90.18 Unrealized —

— YAHOO! INC 0.3%

Value $20.33M Shares 578,848 Est. Cost $35.74 Unrealized —

— INSULET CORP 0.3%

Value $19.94M Shares 18,000,000 Est. Cost $1.11 Unrealized —

— WELLPOINT INC 0.3%

Value $19.23M Shares 12,500,000 Est. Cost $1.54 Unrealized —

— ENERSYS 0.3%

Value $19.09M Shares 11,050,000 Est. Cost $1.74 Unrealized —

C CITIGROUP INC 0.2%

Value $19M Shares 403,400 Est. Cost $36.08 Unrealized -1.9%

— CURRENCYSHARES AUSTRALIAN DO 0.2%

Value $18.88M Shares 200,000 Est. Cost $94.39 Unrealized —

— CHESAPEAKE ENERGY CORP 0.2%

Value $18.83M Shares 17,500,000 Est. Cost $1.08 Unrealized —

— SILVER EAGLE ACQUISITION COR 0.2%

Value $18.05M Shares 1,726,000 Est. Cost $10.06 Unrealized —

— CHESAPEAKE ENERGY CORP 0.2%

Value $17.72M Shares 16,500,000 Est. Cost $1.04 Unrealized —

— AKORN INC 0.2%

Value $17.58M Shares 4,650,000 Est. Cost $2.55 Unrealized —

BP BP PLC-SPONS ADR 0.2%

Value $16.99M Shares 322,100 Est. Cost — Unrealized —

— SPDR S&P OIL & GAS EXP & PR 0.2%

Value $16.75M Shares 203,600 Est. Cost $82.23 Unrealized —

— MYLAN INC 0.2%

Value $16.6M Shares 322,000 Est. Cost $51.56 Unrealized —

PM PHILIP MORRIS INTERNATIONAL 0.2%

Value $16.57M Shares 196,600 Est. Cost $48.02 Unrealized +0.5%

CVX CHEVRON CORP 0.2%

Value $16.53M Shares 126,600 Est. Cost — Unrealized —

TGT TARGET CORP 0.2%

Value $16.52M Shares 285,100 Est. Cost $41.64 Unrealized -0.0%

— CADENCE DESIGN SYS INC 0.2%

Value $16.28M Shares 7,000,000 Est. Cost $2.33 Unrealized —

— IPATH S&P 500 VIX S/T FU ETN 0.2%

Value $15.98M Shares 558,900 Est. Cost — Unrealized —

PEP PEPSICO INC 0.2%

Value $15.83M Shares 177,200 Est. Cost — Unrealized —

AMZN AMAZON.COM INC 0.2%

Value $15.45M Shares 47,563 Est. Cost $17.72 Unrealized -10.7%

ICE INTERCONTINENTAL EXCHANGE IN 0.2%

Value $15.21M Shares 80,500 Est. Cost $33.59 Unrealized 0.0%

MCD MCDONALDS CORP 0.2%

Value $14.57M Shares 144,600 Est. Cost $74.80 Unrealized 0.0%

VOD VODAFONE GROUP PLC-SP ADR 0.2%

Value $14.27M Shares 427,513 Est. Cost $34.13 Unrealized —

T AT&T INC 0.2%

Value $14.21M Shares 401,900 Est. Cost $11.19 Unrealized +5.3%

— RTI INTERNATIONAL METALS INC 0.2%

Value $14.1M Shares 13,500,000 Est. Cost $1.06 Unrealized —

— CAREFUSION CORP 0.2%

Value $13.79M Shares 310,900 Est. Cost $44.34 Unrealized —

F FORD MOTOR CO 0.2%

Value $13.57M Shares 786,934 Est. Cost $9.00 Unrealized -1.5%

— GOOGLE INC-CL A 0.2%

Value $13.33M Shares 22,800 Est. Cost — Unrealized —

UPS UNITED PARCEL SERVICE-CL B 0.2%

Value $13.18M Shares 128,400 Est. Cost — Unrealized —

IBM INTL BUSINESS MACHINES CORP 0.2%

Value $13M Shares 71,700 Est. Cost — Unrealized —

— DOW CHEMICAL CO/THE 0.2%

Value $12.87M Shares 250,000 Est. Cost — Unrealized —

JPM JPMORGAN CHASE & CO 0.2%

Value $12.86M Shares 223,200 Est. Cost — Unrealized —

— TESLA MOTORS INC 0.2%

Value $12.68M Shares 13,000,000 Est. Cost $0.92 Unrealized —

CAT CATERPILLAR INC 0.2%

Value $12.65M Shares 116,400 Est. Cost — Unrealized —

— LORILLARD INC 0.2%

Value $12.48M Shares 204,700 Est. Cost — Unrealized —

— MONSANTO CO 0.2%

Value $12.47M Shares 100,000 Est. Cost — Unrealized —

— HILLSHIRE BRANDS CO/THE 0.2%

Value $12.46M Shares 200,000 Est. Cost $62.30 Unrealized —

— YAHOO! INC 0.2%

Value $12.29M Shares 350,000 Est. Cost $35.74 Unrealized —

LYB LYONDELLBASELL INDU-CL A 0.2%

Value $11.96M Shares 122,500 Est. Cost — Unrealized —

— PRICELINE GROUP INC/THE 0.2%

Value $11.91M Shares 9,900 Est. Cost $1139.84 Unrealized —

— PRICELINE GROUP INC/THE 0.2%

Value $11.8M Shares 9,809 Est. Cost $1139.84 Unrealized —

SLV ISHARES SILVER TRUST 0.1%

Value $11.36M Shares 560,900 Est. Cost — Unrealized —

— TWITTER INC 0.1%

Value $11.22M Shares 273,800 Est. Cost $46.45 Unrealized —

— PRICELINE GROUP INC/THE 0.1%

Value $11.19M Shares 9,300 Est. Cost $1139.84 Unrealized —

— COVIDIEN PLC 0.1%

Value $10.98M Shares 121,800 Est. Cost $90.18 Unrealized —

— TTM TECHNOLOGIES 0.1%

Value $10.95M Shares 10,000,000 Est. Cost $1.10 Unrealized —

— GENCORP INC 0.1%

Value $10.75M Shares 562,819 Est. Cost $16.33 Unrealized —

— AOL INC 0.1%

Value $10.68M Shares 268,300 Est. Cost $43.13 Unrealized —

— RENEWABLE ENERGY GROUP INC 0.1%

Value $10.51M Shares 9,500,000 Est. Cost $1.11 Unrealized —

— AOL INC 0.1%

Value $10.42M Shares 262,000 Est. Cost $43.13 Unrealized —

— WALGREEN CO 0.1%

Value $10.21M Shares 137,800 Est. Cost $74.13 Unrealized —

— SPRINT CORP 0.1%

Value $10.2M Shares 1,195,300 Est. Cost $8.60 Unrealized —

TMUS T-MOBILE US INC 0.1%

Value $9.958M Shares 296,200 Est. Cost $30.88 Unrealized +1.1%

— STARWOOD PROPERTY TRUST INC 0.1%

Value $9.934M Shares 8,640,000 Est. Cost $1.14 Unrealized —

DE DEERE & CO 0.1%

Value $9.879M Shares 109,100 Est. Cost $74.12 Unrealized 0.0%

GLD SPDR GOLD SHARES 0.1%

Value $9.614M Shares 75,093 Est. Cost $128.03 Unrealized —

RIG TRANSOCEAN LTD 0.1%

Value $9.483M Shares 210,600 Est. Cost — Unrealized —

— PROTECTIVE LIFE CORP 0.1%

Value $9.377M Shares 135,265 Est. Cost $69.32 Unrealized —

— NAVISTAR INTERNATIONAL CORP 0.1%

Value $9.37M Shares 250,000 Est. Cost — Unrealized —

— GROUP 1 AUTOMOTIVE INC 0.1%

Value $9.29M Shares 6,500,000 Est. Cost $1.43 Unrealized —

INTC INTEL CORP 0.1%

Value $9.27M Shares 300,000 Est. Cost $18.67 Unrealized +10.8%

— AMERICAN REALTY CAPITAL PROP 0.1%

Value $9.143M Shares 9,000,000 Est. Cost $1.02 Unrealized —

IBB ISHARES NASDAQ BIOTECHNOLOGY 0.1%

Value $8.661M Shares 33,700 Est. Cost $236.30 Unrealized —

CSCO CISCO SYSTEMS INC 0.1%

Value $8.655M Shares 348,300 Est. Cost — Unrealized —

MCD MCDONALDS CORP 0.1%

Value $8.531M Shares 84,687 Est. Cost $74.80 Unrealized 0.0%

— TELEFLEX INC 0.1%

Value $8.328M Shares 4,750,000 Est. Cost $1.78 Unrealized —

— PEPCO HOLDINGS INC 0.1%

Value $8.244M Shares 300,000 Est. Cost $27.48 Unrealized —

C CITIGROUP INC 0.1%

Value $8.242M Shares 175,000 Est. Cost $36.08 Unrealized -1.9%

— SALIX PHARMACEUTICALS LTD 0.1%

Value $7.998M Shares 3,000,000 Est. Cost $2.25 Unrealized —

WYNN WYNN RESORTS LTD 0.1%

Value $7.887M Shares 38,000 Est. Cost — Unrealized —

PM PHILIP MORRIS INTERNATIONAL 0.1%

Value $7.798M Shares 92,500 Est. Cost $48.02 Unrealized +0.5%

GILD GILEAD SCIENCES INC 0.1%

Value $7.768M Shares 93,700 Est. Cost $54.49 Unrealized -0.8%

QCOM QUALCOMM INC 0.1%

Value $7.69M Shares 97,100 Est. Cost — Unrealized —

MRK MERCK & CO. INC. 0.1%

Value $7.514M Shares 129,900 Est. Cost $33.55 Unrealized +13.2%

BA BOEING CO/THE 0.1%

Value $7.404M Shares 58,200 Est. Cost $112.58 Unrealized 0.0%

ICE INTERCONTINENTAL EXCHANGE IN 0.1%

Value $7.385M Shares 39,100 Est. Cost $33.59 Unrealized 0.0%

— KEURIG GREEN MOUNTAIN INC 0.1%

Value $7.277M Shares 58,400 Est. Cost — Unrealized —

— QUESTCOR PHARMACEUTICALS 0.1%

Value $7.121M Shares 77,000 Est. Cost $92.46 Unrealized —

— RITE AID CORP 0.1%

Value $7.067M Shares 2,500,000 Est. Cost $2.50 Unrealized —

COP CONOCOPHILLIPS 0.1%

Value $7.029M Shares 81,995 Est. Cost $53.35 Unrealized 0.0%

— INTL GAME TECHNOLOGY 0.1%

Value $6.954M Shares 437,100 Est. Cost $18.14 Unrealized —

ATI ALLEGHENY TECHNOLOGIES INC 0.1%

Value $6.945M Shares 153,992 Est. Cost $38.68 Unrealized 0.0%

— SINA CORP 0.1%

Value $6.669M Shares 134,000 Est. Cost $60.40 Unrealized —

C CITIGROUP INC 0.1%

Value $6.558M Shares 139,255 Est. Cost $36.08 Unrealized -1.9%

FDX FEDEX CORP 0.1%

Value $6.312M Shares 41,700 Est. Cost — Unrealized —

TSLA TESLA MOTORS INC 0.1%

Value $6.217M Shares 25,900 Est. Cost $13.95 Unrealized 0.0%

SONY SONY CORP-SPONSORED ADR 0.1%

Value $6.065M Shares 361,700 Est. Cost $19.12 Unrealized —

— DOW CHEMICAL CO/THE 0.1%

Value $6.056M Shares 117,700 Est. Cost — Unrealized —

— DEALERTRACK TECHNOLOGIES INC 0.1%

Value $6.038M Shares 4,500,000 Est. Cost $1.34 Unrealized —

— CHART INDUSTRIES INC 0.1%

Value $5.977M Shares 4,277,000 Est. Cost $1.35 Unrealized —

TMUS T-MOBILE US INC 0.1%

Value $5.964M Shares 177,406 Est. Cost $30.88 Unrealized +1.1%

— MICROS SYSTEMS INC 0.1%

Value $5.963M Shares 87,822 Est. Cost $67.90 Unrealized —

T AT&T INC 0.1%

Value $5.852M Shares 165,526 Est. Cost $11.19 Unrealized +5.3%

DIS WALT DISNEY CO/THE 0.1%

Value $5.838M Shares 68,100 Est. Cost — Unrealized —

HLF HERBALIFE LTD 0.1%

Value $5.7M Shares 88,305 Est. Cost $31.26 Unrealized -1.9%

— HILLSHIRE BRANDS CO/THE 0.1%

Value $5.607M Shares 90,000 Est. Cost $62.30 Unrealized —

JNJ JOHNSON & JOHNSON 0.1%

Value $5.523M Shares 52,800 Est. Cost $73.15 Unrealized 0.0%

MSFT MICROSOFT CORP 0.1%

Value $5.459M Shares 130,932 Est. Cost $30.53 Unrealized +11.2%

VZ VERIZON COMMUNICATIONS INC 0.1%

Value $5.431M Shares 111,000 Est. Cost — Unrealized —

— SINA CORP 0.1%

Value $5.405M Shares 108,600 Est. Cost $60.40 Unrealized —

— ROI ACQUISITION CORP II 0.1%

Value $5.37M Shares 525,000 Est. Cost $10.09 Unrealized —

CMCSA COMCAST CORP-CLASS A 0.1%

Value $5.368M Shares 100,000 Est. Cost — Unrealized —

HLF HERBALIFE LTD 0.1%

Value $5.357M Shares 83,000 Est. Cost $31.26 Unrealized -1.9%

— MERCADOLIBRE INC 0.1%

Value $5.247M Shares 5,000,000 Est. Cost $1.05 Unrealized —

— INTERMUNE INC 0.1%

Value $5.243M Shares 3,500,000 Est. Cost $1.50 Unrealized —

PLD PROLOGIS INC 0.1%

Value $5.085M Shares 123,800 Est. Cost $27.56 Unrealized +5.5%

— HENNESSY CAPITAL ACQUISITION 0.1%

Value $5.04M Shares 500,000 Est. Cost $10.06 Unrealized —

— SPIRIT REALTY CAPITAL INC 0.1%

Value $5.008M Shares 5,000,000 Est. Cost $1.00 Unrealized —

PM PHILIP MORRIS INTERNATIONAL 0.1%

Value $4.963M Shares 58,874 Est. Cost $48.02 Unrealized +0.5%

IYT ISHARES TRANSPORTATION AVERA 0.1%

Value $4.866M Shares 33,100 Est. Cost $146.78 Unrealized —

— DISH NETWORK CORP-A 0.1%

Value $4.849M Shares 74,519 Est. Cost $62.76 Unrealized —

— ROCKWOOD HOLDINGS INC 0.1%

Value $4.794M Shares 63,100 Est. Cost $74.39 Unrealized —

— JIVE SOFTWARE INC 0.1%

Value $4.791M Shares 563,000 Est. Cost $9.69 Unrealized —

— HEWLETT-PACKARD CO 0.1%

Value $4.577M Shares 135,900 Est. Cost — Unrealized —

MRK MERCK & CO. INC. 0.1%

Value $4.55M Shares 78,660 Est. Cost $33.55 Unrealized +13.2%

— J.C. PENNEY CO INC 0.1%

Value $4.539M Shares 501,600 Est. Cost $8.62 Unrealized —

— WALGREEN CO 0.1%

Value $4.507M Shares 60,800 Est. Cost $74.13 Unrealized —

— ACE LTD 0.1%

Value $4.459M Shares 43,000 Est. Cost — Unrealized —

VRTX VERTEX PHARMACEUTICALS INC 0.1%

Value $4.402M Shares 46,500 Est. Cost — Unrealized —

MO ALTRIA GROUP INC 0.1%

Value $4.386M Shares 104,600 Est. Cost $16.34 Unrealized +17.5%

— MARKET VECTORS GOLD MINERS 0.1%

Value $4.38M Shares 165,600 Est. Cost $23.60 Unrealized —

— COBALT INTERNATIONAL ENERGY 0.1%

Value $4.312M Shares 4,000,000 Est. Cost $1.08 Unrealized —

— DOMTAR CORP 0.1%

Value $4.285M Shares 100,000 Est. Cost $59.91 Unrealized —

— CHINA MOBILE LTD-SPON ADR 0.1%

Value $4.224M Shares 86,900 Est. Cost $45.57 Unrealized —

— CUBIST PHARMACEUTICALS INC 0.1%

Value $4.15M Shares 59,400 Est. Cost $72.15 Unrealized —

KO COCA-COLA CO/THE 0.1%

Value $4.121M Shares 97,300 Est. Cost — Unrealized —

BIDU BAIDU INC - SPON ADR 0.1%

Value $4.064M Shares 21,757 Est. Cost $165.69 Unrealized —

SLV ISHARES SILVER TRUST 0.1%

Value $4.05M Shares 200,000 Est. Cost — Unrealized —

— CHINA MOBILE LTD-SPON ADR 0.1%

Value $4.044M Shares 83,200 Est. Cost $45.57 Unrealized —

— NEWFIELD EXPLORATION CO 0.1%

Value $4.044M Shares 91,500 Est. Cost — Unrealized —

— ADT CORP/THE-WHEN ISSUE 0.1%

Value $4.039M Shares 115,600 Est. Cost $40.08 Unrealized —

— ALLERGAN INC 0.1%

Value $3.976M Shares 23,500 Est. Cost $111.08 Unrealized —

COST COSTCO WHOLESALE CORP 0.1%

Value $3.811M Shares 33,100 Est. Cost $91.81 Unrealized 0.0%

— WEB.COM GROUP INC 0.0%

Value $3.769M Shares 3,500,000 Est. Cost $1.08 Unrealized —

— INTELSAT SA 0.0%

Value $3.768M Shares 200,000 Est. Cost $18.84 Unrealized —

VOD VODAFONE GROUP PLC-SP ADR 0.0%

Value $3.736M Shares 111,900 Est. Cost $34.13 Unrealized —

AZN ASTRAZENECA PLC-SPONS ADR 0.0%

Value $3.73M Shares 50,200 Est. Cost — Unrealized —

ON ON SEMICONDUCTOR CORPORATION 0.0%

Value $3.695M Shares 404,800 Est. Cost $9.11 Unrealized 0.0%

— HUDSON CITY BANCORP INC 0.0%

Value $3.693M Shares 375,715 Est. Cost $9.43 Unrealized —

FCX FREEPORT-MCMORAN COPPER 0.0%

Value $3.617M Shares 99,100 Est. Cost $26.37 Unrealized +12.1%

— COMVERSE INC 0.0%

Value $3.564M Shares 133,600 Est. Cost $29.76 Unrealized —

— HARVEST NATURAL RESOURCES IN 0.0%

Value $3.559M Shares 713,300 Est. Cost $3.59 Unrealized —

— MYLAN INC 0.0%

Value $3.49M Shares 67,691 Est. Cost $51.56 Unrealized —

KR KROGER CO 0.0%

Value $3.46M Shares 70,000 Est. Cost — Unrealized —

— SOLAZYME INC 0.0%

Value $3.447M Shares 3,000,000 Est. Cost $1.15 Unrealized —

BA BOEING CO/THE 0.0%

Value $3.426M Shares 26,932 Est. Cost $112.58 Unrealized 0.0%

INTC INTEL CORP 0.0%

Value $3.414M Shares 110,500 Est. Cost $18.67 Unrealized +10.8%

— DOMTAR CORP 0.0%

Value $3.093M Shares 72,200 Est. Cost $59.91 Unrealized —

— QUESTCOR PHARMACEUTICALS 0.0%

Value $3.005M Shares 32,500 Est. Cost $92.46 Unrealized —

COST COSTCO WHOLESALE CORP 0.0%

Value $2.948M Shares 25,600 Est. Cost $91.81 Unrealized 0.0%

— CINCINNATI BELL INC 0.0%

Value $2.947M Shares 750,000 Est. Cost $3.13 Unrealized —

— COCA-COLA ENTERPRISES 0.0%

Value $2.924M Shares 61,208 Est. Cost $47.77 Unrealized —

— CAREFUSION CORP 0.0%

Value $2.833M Shares 63,900 Est. Cost $44.34 Unrealized —

MA MASTERCARD INC-CLASS A 0.0%

Value $2.829M Shares 38,508 Est. Cost $63.61 Unrealized +8.9%

RIG TRANSOCEAN LTD 0.0%

Value $2.827M Shares 62,800 Est. Cost — Unrealized —

AFL AFLAC INC 0.0%

Value $2.819M Shares 45,300 Est. Cost — Unrealized —

— DU PONT (E.I.) DE NEMOURS 0.0%

Value $2.794M Shares 42,700 Est. Cost — Unrealized —

— B/E AEROSPACE INC 0.0%

Value $2.793M Shares 30,204 Est. Cost $92.47 Unrealized —

— CAREFUSION CORP 0.0%

Value $2.758M Shares 62,200 Est. Cost $44.34 Unrealized —

TGT TARGET CORP 0.0%

Value $2.752M Shares 47,500 Est. Cost $41.64 Unrealized -0.0%

TTWO TAKE-TWO INTERACTIVE SOFTWRE 0.0%

Value $2.722M Shares 122,400 Est. Cost $17.32 Unrealized +18.2%

RYN RAYONIER INC 0.0%

Value $2.701M Shares 76,000 Est. Cost $41.44 Unrealized —

— ROYAL GOLD INC 0.0%

Value $2.69M Shares 2,500,000 Est. Cost $1.08 Unrealized —

— WELLCARE HEALTH PLANS INC 0.0%

Value $2.598M Shares 34,800 Est. Cost — Unrealized —

MRK MERCK & CO. INC. 0.0%

Value $2.58M Shares 44,600 Est. Cost $33.55 Unrealized +13.2%

COP CONOCOPHILLIPS 0.0%

Value $2.563M Shares 29,900 Est. Cost $53.35 Unrealized 0.0%

WYNN WYNN RESORTS LTD 0.0%

Value $2.511M Shares 12,100 Est. Cost — Unrealized —

SBUX STARBUCKS CORP 0.0%

Value $2.507M Shares 32,400 Est. Cost $31.21 Unrealized -7.5%

TGT TARGET CORP 0.0%

Value $2.474M Shares 42,703 Est. Cost $41.64 Unrealized -0.0%

— DIRECTV-CLASS A 0.0%

Value $2.431M Shares 28,600 Est. Cost $85.01 Unrealized —

SAN BANCO SANTANDER SA-SPON ADR 0.0%

Value $2.413M Shares 231,600 Est. Cost — Unrealized —

— ELIZABETH ARDEN INC 0.0%

Value $2.399M Shares 112,000 Est. Cost $21.42 Unrealized —

MCD MCDONALDS CORP 0.0%

Value $2.397M Shares 23,800 Est. Cost $74.80 Unrealized 0.0%

— SPRINT CORP 0.0%

Value $2.304M Shares 270,199 Est. Cost $8.60 Unrealized —

— JOS A BANK CLOTHIERS INC 0.0%

Value $2.274M Shares 35,000 Est. Cost $64.27 Unrealized —

— SINA CORP 0.0%

Value $2.242M Shares 45,049 Est. Cost $60.40 Unrealized —

NXST NEXSTAR BROADCASTING GROUP-A 0.0%

Value $2.224M Shares 43,110 Est. Cost $32.01 Unrealized 0.0%

— NABORS INDUSTRIES LTD 0.0%

Value $2.217M Shares 75,500 Est. Cost — Unrealized —

JNJ JOHNSON & JOHNSON 0.0%

Value $2.159M Shares 20,641 Est. Cost $73.15 Unrealized 0.0%

LBTYAUSD LIBERTY GLOBAL PLC-A 0.0%

Value $2.144M Shares 48,500 Est. Cost — Unrealized —

— VALEANT PHARMACEUTICALS INTE 0.0%

Value $2.144M Shares 17,000 Est. Cost $131.80 Unrealized —

EEM ISHARES MSCI EMERGING MARKET 0.0%

Value $2.132M Shares 49,327 Est. Cost $43.22 Unrealized —

LOW LOWES COS INC 0.0%

Value $2.125M Shares 44,292 Est. Cost $37.84 Unrealized 0.0%

— J.C. PENNEY CO INC 0.0%

Value $2.123M Shares 234,600 Est. Cost $8.62 Unrealized —

— TALISMAN ENERGY INC 0.0%

Value $2.12M Shares 200,000 Est. Cost $11.06 Unrealized —

LOW LOWES COS INC 0.0%

Value $2.111M Shares 44,000 Est. Cost $37.84 Unrealized 0.0%

AFL AFLAC INC 0.0%

Value $2.085M Shares 33,500 Est. Cost — Unrealized —

GME GAMESTOP CORP-CLASS A 0.0%

Value $2.023M Shares 50,000 Est. Cost $7.13 Unrealized 0.0%

NEM NEWMONT MINING CORP 0.0%

Value $1.908M Shares 75,000 Est. Cost — Unrealized —

NEM NEWMONT MINING CORP 0.0%

Value $1.908M Shares 75,000 Est. Cost — Unrealized —

PEP PEPSICO INC 0.0%

Value $1.84M Shares 20,600 Est. Cost — Unrealized —

NXST NEXSTAR BROADCASTING GROUP-A 0.0%

Value $1.801M Shares 34,900 Est. Cost $32.01 Unrealized 0.0%

CMG CHIPOTLE MEXICAN GRILL INC 0.0%

Value $1.777M Shares 3,000 Est. Cost — Unrealized —

ABT ABBOTT LABORATORIES 0.0%

Value $1.772M Shares 43,349 Est. Cost $31.39 Unrealized +0.3%

— MICROS SYSTEMS INC 0.0%

Value $1.738M Shares 25,600 Est. Cost $67.90 Unrealized —

— SIRIUS XM HOLDINGS INC 0.0%

Value $1.73M Shares 500,000 Est. Cost $3.20 Unrealized —

HLX HELIX ENERGY SOLUTIONS GROUP 0.0%

Value $1.708M Shares 65,000 Est. Cost $23.79 Unrealized 0.0%

— CURRENCYSHARES AUSTRALIAN DO 0.0%

Value $1.699M Shares 18,000 Est. Cost $94.39 Unrealized —

ORCL ORACLE CORP 0.0%

Value $1.698M Shares 41,900 Est. Cost — Unrealized —

EXPE EXPEDIA INC 0.0%

Value $1.653M Shares 21,000 Est. Cost — Unrealized —

— DU PONT (E.I.) DE NEMOURS 0.0%

Value $1.636M Shares 25,000 Est. Cost — Unrealized —

— CEPHEID INC 0.0%

Value $1.6M Shares 33,400 Est. Cost $51.56 Unrealized —

— OUTERWALL INC 0.0%

Value $1.578M Shares 26,600 Est. Cost $72.45 Unrealized —

MTZ MASTEC INC 0.0%

Value $1.541M Shares 50,000 Est. Cost $37.68 Unrealized 0.0%

— J.C. PENNEY CO INC 0.0%

Value $1.536M Shares 169,803 Est. Cost $8.62 Unrealized —

— HUDSON CITY BANCORP INC 0.0%

Value $1.492M Shares 151,800 Est. Cost $9.43 Unrealized —

QCOM QUALCOMM INC 0.0%

Value $1.473M Shares 18,600 Est. Cost — Unrealized —

— MOMENTA PHARMACEUTICALS INC 0.0%

Value $1.362M Shares 112,800 Est. Cost $11.64 Unrealized —

EMR EMERSON ELECTRIC CO 0.0%

Value $1.36M Shares 20,500 Est. Cost $49.13 Unrealized 0.0%

TSLA TESLA MOTORS INC 0.0%

Value $1.36M Shares 5,667 Est. Cost $13.95 Unrealized 0.0%

— RESTORATION HARDWARE HOLDING 0.0%

Value $1.358M Shares 14,600 Est. Cost $93.01 Unrealized —

— FINISAR CORPORATION 0.0%

Value $1.289M Shares 65,300 Est. Cost $26.51 Unrealized —

DHR DANAHER CORP 0.0%

Value $1.288M Shares 16,366 Est. Cost $31.10 Unrealized 0.0%

DIS WALT DISNEY CO/THE 0.0%

Value $1.286M Shares 15,000 Est. Cost — Unrealized —

PG PROCTER & GAMBLE CO/THE 0.0%

Value $1.241M Shares 15,800 Est. Cost $55.21 Unrealized +5.6%

— TWENTY-FIRST CENTURY FOX-A 0.0%

Value $1.225M Shares 34,870 Est. Cost $35.13 Unrealized —

— ELIZABETH ARDEN INC 0.0%

Value $1.218M Shares 56,900 Est. Cost $21.42 Unrealized —

AIG AMERICAN INTERNATIONAL GROUP 0.0%

Value $1.211M Shares 22,200 Est. Cost $34.44 Unrealized +17.3%

HON HONEYWELL INTERNATIONAL INC 0.0%

Value $1.208M Shares 13,000 Est. Cost — Unrealized —

MO ALTRIA GROUP INC 0.0%

Value $1.199M Shares 28,593 Est. Cost $16.34 Unrealized +17.5%

PODD INSULET CORP 0.0%

Value $1.193M Shares 30,100 Est. Cost $38.43 Unrealized 0.0%

— UNITED STATES STEEL CORP 0.0%

Value $1.171M Shares 45,000 Est. Cost — Unrealized —

— UNITED TECHNOLOGIES CORP 0.0%

Value $1.154M Shares 10,000 Est. Cost — Unrealized —

— WHOLE FOODS MARKET INC 0.0%

Value $1.12M Shares 29,000 Est. Cost — Unrealized —

— NEWFIELD EXPLORATION CO 0.0%

Value $1.105M Shares 25,000 Est. Cost — Unrealized —

— CENTRAL FUND CANADA LTD-A 0.0%

Value $1.103M Shares 75,895 Est. Cost $14.53 Unrealized —

AKAM AKAMAI TECHNOLOGIES INC 0.0%

Value $1.099M Shares 18,000 Est. Cost $55.61 Unrealized 0.0%

MS MORGAN STANLEY 0.0%

Value $1.063M Shares 32,900 Est. Cost $22.71 Unrealized 0.0%

— LAMAR ADVERTISING CO-A 0.0%

Value $1.06M Shares 20,000 Est. Cost $51.87 Unrealized —

— WALGREEN CO 0.0%

Value $1.047M Shares 14,124 Est. Cost $74.13 Unrealized —

ICE INTERCONTINENTAL EXCHANGE IN 0.0%

Value $1.038M Shares 5,500 Est. Cost $33.59 Unrealized 0.0%

VIPS VIPSHOP HOLDINGS LTD - ADS 0.0%

Value $1.032M Shares 5,500 Est. Cost $187.54 Unrealized —

SLB SCHLUMBERGER LTD 0.0%

Value $1.026M Shares 8,700 Est. Cost $74.85 Unrealized 0.0%

EXPE EXPEDIA INC 0.0%

Value $1.023M Shares 13,000 Est. Cost — Unrealized —

— LEAP TAKEOVER 0.0%

Value $1.01M Shares 400,000 Est. Cost $2.38 Unrealized —

— COBALT INTERNATIONAL ENERGY 0.0%

Value $990K Shares 54,000 Est. Cost $16.89 Unrealized —

— MONSTER WORLDWIDE INC 0.0%

Value $957K Shares 146,400 Est. Cost $7.00 Unrealized —

LVS LAS VEGAS SANDS CORP 0.0%

Value $952K Shares 12,500 Est. Cost — Unrealized —

HON HONEYWELL INTERNATIONAL INC 0.0%

Value $929K Shares 10,000 Est. Cost — Unrealized —

SRPT SAREPTA THERAPEUTICS INC 0.0%

Value $926K Shares 31,100 Est. Cost $31.61 Unrealized 0.0%

— GOLDCORP INC 0.0%

Value $923K Shares 33,100 Est. Cost — Unrealized —

— COMVERSE INC 0.0%

Value $907K Shares 34,000 Est. Cost $29.76 Unrealized —

— B/E AEROSPACE INC 0.0%

Value $860K Shares 9,300 Est. Cost $92.47 Unrealized —

— MALLINCKRODT PLC 0.0%

Value $856K Shares 10,700 Est. Cost — Unrealized —

SRPT SAREPTA THERAPEUTICS INC 0.0%

Value $854K Shares 28,700 Est. Cost $31.61 Unrealized 0.0%

SONY SONY CORP-SPONSORED ADR 0.0%

Value $838K Shares 50,000 Est. Cost $19.12 Unrealized —

UNH UNITEDHEALTH GROUP INC 0.0%

Value $834K Shares 10,206 Est. Cost $65.19 Unrealized 0.0%

— LEVEL 3 COMMUNICATIONS INC 0.0%

Value $829K Shares 18,900 Est. Cost $43.87 Unrealized —

— API TECHNOLOGIES CORP 0.0%

Value $813K Shares 296,989 Est. Cost $2.80 Unrealized —

— IRON MOUNTAIN INC 0.0%

Value $797K Shares 22,500 Est. Cost $27.03 Unrealized —

TXN TEXAS INSTRUMENTS INC 0.0%

Value $774K Shares 16,200 Est. Cost $34.00 Unrealized 0.0%

— MYLAN INC 0.0%

Value $773K Shares 15,000 Est. Cost $51.56 Unrealized —

ZBH ZIMMER HOLDINGS INC 0.0%

Value $768K Shares 7,400 Est. Cost $88.67 Unrealized 0.0%

COST COSTCO WHOLESALE CORP 0.0%

Value $740K Shares 6,429 Est. Cost $91.81 Unrealized 0.0%

— ANADARKO PETROLEUM CORP 0.0%

Value $733K Shares 6,700 Est. Cost $98.62 Unrealized —

VRTX VERTEX PHARMACEUTICALS INC 0.0%

Value $729K Shares 7,700 Est. Cost — Unrealized —

AMT AMERICAN TOWER CORP 0.0%

Value $719K Shares 8,000 Est. Cost $65.68 Unrealized 0.0%

— EQUINIX INC 0.0%

Value $708K Shares 3,373 Est. Cost $180.08 Unrealized —

MU MICRON TECHNOLOGY INC 0.0%

Value $705K Shares 21,424 Est. Cost $23.18 Unrealized +14.8%

CHRW C.H. ROBINSON WORLDWIDE INC 0.0%

Value $688K Shares 10,800 Est. Cost — Unrealized —

COF CAPITAL ONE FINANCIAL CORP 0.0%

Value $673K Shares 8,156 Est. Cost $61.60 Unrealized +2.4%

— CHIPMOS TECHNOLOGIES BERMUDA 0.0%

Value $668K Shares 27,697 Est. Cost $19.24 Unrealized —

— LEVEL 3 COMMUNICATIONS INC 0.0%

Value $658K Shares 15,000 Est. Cost $43.87 Unrealized —

IBB ISHARES NASDAQ BIOTECHNOLOGY 0.0%

Value $642K Shares 2,500 Est. Cost $236.30 Unrealized —

— TW TELECOM INC 0.0%

Value $604K Shares 15,000 Est. Cost $40.27 Unrealized —

DE DEERE & CO 0.0%

Value $584K Shares 6,457 Est. Cost $74.12 Unrealized 0.0%

VIPS VIPSHOP HOLDINGS LTD - ADS 0.0%

Value $557K Shares 2,970 Est. Cost $187.54 Unrealized —

MET METLIFE INC 0.0%

Value $555K Shares 10,000 Est. Cost $31.84 Unrealized 0.0%

— COCA-COLA ENTERPRISES 0.0%

Value $549K Shares 11,500 Est. Cost $47.77 Unrealized —

CL COLGATE-PALMOLIVE CO 0.0%

Value $533K Shares 7,826 Est. Cost $51.23 Unrealized 0.0%

— MARKET VECTORS GOLD MINERS 0.0%

Value $529K Shares 20,000 Est. Cost $23.60 Unrealized —

TSN TYSON FOODS INC-CL A 0.0%

Value $514K Shares 13,700 Est. Cost — Unrealized —

— EQUINIX INC 0.0%

Value $504K Shares 2,400 Est. Cost $180.08 Unrealized —

— COBALT INTERNATIONAL ENERGY 0.0%

Value $498K Shares 27,200 Est. Cost $16.89 Unrealized —

MTZ MASTEC INC 0.0%

Value $490K Shares 15,924 Est. Cost $37.68 Unrealized 0.0%

F FORD MOTOR CO 0.0%

Value $462K Shares 26,800 Est. Cost $9.00 Unrealized -1.5%

TMO THERMO FISHER SCIENTIFIC INC 0.0%

Value $460K Shares 3,900 Est. Cost $113.45 Unrealized 0.0%

BA BOEING CO/THE 0.0%

Value $458K Shares 3,600 Est. Cost $112.58 Unrealized 0.0%

NKE NIKE INC -CL B 0.0%

Value $454K Shares 5,855 Est. Cost $32.14 Unrealized 0.0%

— MERRIMACK PHARMACEUTICALS IN 0.0%

Value $398K Shares 54,709 Est. Cost $7.27 Unrealized —

— DEX MEDIA INC 0.0%

Value $389K Shares 35,000 Est. Cost $9.20 Unrealized —

— KEURIG GREEN MOUNTAIN INC 0.0%

Value $386K Shares 3,100 Est. Cost — Unrealized —

MCK MCKESSON CORP 0.0%

Value $374K Shares 2,013 Est. Cost $163.23 Unrealized 0.0%

OXY OCCIDENTAL PETROLEUM CORP 0.0%

Value $370K Shares 3,606 Est. Cost $66.18 Unrealized 0.0%

— WHOLE FOODS MARKET INC 0.0%

Value $366K Shares 9,500 Est. Cost — Unrealized —

— YAHOO! INC 0.0%

Value $351K Shares 10,000 Est. Cost $35.74 Unrealized —

— IDENIX PHARMACEUTICALS INC 0.0%

Value $342K Shares 14,200 Est. Cost $24.08 Unrealized —

NUS NU SKIN ENTERPRISES INC - A 0.0%

Value $332K Shares 4,500 Est. Cost — Unrealized —

— IDENIX PHARMACEUTICALS INC 0.0%

Value $301K Shares 12,500 Est. Cost $24.08 Unrealized —

IYT ISHARES TRANSPORTATION AVERA 0.0%

Value $299K Shares 2,037 Est. Cost $146.78 Unrealized —

LAB FLUIDIGM CORP 0.0%

Value $294K Shares 10,000 Est. Cost $32.04 Unrealized 0.0%

TTWO TAKE-TWO INTERACTIVE SOFTWRE 0.0%

Value $289K Shares 13,000 Est. Cost $17.32 Unrealized +18.2%

CVS CVS CAREMARK CORP 0.0%

Value $263K Shares 3,500 Est. Cost $54.89 Unrealized 0.0%

PNC PNC FINANCIAL SERVICES GROUP 0.0%

Value $260K Shares 2,924 Est. Cost $59.77 Unrealized 0.0%

AXP AMERICAN EXPRESS CO 0.0%

Value $259K Shares 2,740 Est. Cost $76.40 Unrealized 0.0%

— SIRIUS XM HOLDINGS INC 0.0%

Value $259K Shares 75,000 Est. Cost $3.20 Unrealized —

— CHICOS FAS INC 0.0%

Value $254K Shares 15,000 Est. Cost — Unrealized —

BP BP PLC-SPONS ADR 0.0%

Value $253K Shares 4,800 Est. Cost — Unrealized —

— ELIZABETH ARDEN INC 0.0%

Value $248K Shares 11,600 Est. Cost $21.42 Unrealized —

NXST NEXSTAR BROADCASTING GROUP-A 0.0%

Value $247K Shares 4,800 Est. Cost $32.01 Unrealized 0.0%

— SEVENTY SEVEN ENERGY INC 0.0%

Value $223K Shares 9,500 Est. Cost $23.47 Unrealized —

— SPDR S&P OIL & GAS EXP & PR 0.0%

Value $212K Shares 2,578 Est. Cost $82.23 Unrealized —

FXI ISHARES CHINA LARGE-CAP ETF 0.0%

Value $206K Shares 5,577 Est. Cost $36.94 Unrealized —

— MOMENTA PHARMACEUTICALS INC 0.0%

Value $192K Shares 15,900 Est. Cost $11.64 Unrealized —

F FORD MOTOR CO 0.0%

Value $172K Shares 10,000 Est. Cost $9.00 Unrealized -1.5%

— SANOFI CVR 0.0%

Value $150K Shares 300,000 Est. Cost $1.93 Unrealized —

— COMMUNITY HEALTH SYSTEMS-CVR 0.0%

Value $133K Shares 2,000,000 Est. Cost $0.06 Unrealized —

— ADT CORP/THE-WHEN ISSUE 0.0%

Value $122K Shares 3,500 Est. Cost $40.08 Unrealized —

— ROCKWOOD HOLDINGS INC 0.0%

Value $83,000 Shares 1,100 Est. Cost $74.39 Unrealized —

— COCA-COLA ENTERPRISES 0.0%

Value $57,000 Shares 1,200 Est. Cost $47.77 Unrealized —

MET METLIFE INC 0.0%

Value $45,000 Shares 816 Est. Cost $31.84 Unrealized 0.0%

— VALEANT PHARMACEUTICALS INTE 0.0%

Value $37,000 Shares 300 Est. Cost $131.80 Unrealized —

MPAA MOTORCAR PARTS OF AMERICA IN 0.0%

Value $0 Shares 12,600 Est. Cost — Unrealized —

— SINCLAIR BROADCAST GROUP -A 0.0%

Value $0 Shares 49,900 Est. Cost — Unrealized —

— CASH AMERICA INTL INC 0.0%

Value $0 Shares 209,900 Est. Cost — Unrealized —

— MF GLOBAL HOLDINGS LTD 0.0%

Value $0 Shares 25,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	11,084,700	$1.03B	13.5%	$15.65	+19.2%	Put	037833100
AAPL	APPLE INC	9,325,900	$867M	11.4%	$15.65	+19.2%	Call	037833100
SPY	SPDR S&P 500 ETF TRUST	2,476,200	$485M	6.4%	$195.72	—	Put	78462F103
EEM	ISHARES MSCI EMERGING MARKET	3,666,800	$159M	2.1%	$43.22	—	Call	464287234
CVX	CHEVRON CORP	1,201,100	$157M	2.1%	—	—	Call	166764100
EEM	ISHARES MSCI EMERGING MARKET	2,753,700	$119M	1.6%	$43.22	—	Put	464287234
META	FACEBOOK INC-A	1,665,600	$112M	1.5%	$61.09	0.0%	Put	30303M102
HYG	ISHARES IBOXX HIGH YIELD COR	1,150,000	$109M	1.4%	—	—	Put	464288513
XOM	EXXON MOBIL CORP	1,033,900	$104M	1.4%	—	—	Call	30231G102
IBM	INTL BUSINESS MACHINES CORP	546,900	$99.14M	1.3%	—	—	Call	459200101
—	CEMEX SAB DE CV	62,150,000	$94.4M	1.2%	$1.46	—	BOND	151290BC6
GLD	SPDR GOLD SHARES	728,500	$93.28M	1.2%	$128.03	—	Put	78463V107
—	WESCO INTERNATIONAL INC	28,000,000	$86.01M	1.1%	$2.97	—	BOND	95082PAH8
CAT	CATERPILLAR INC	780,100	$84.77M	1.1%	—	—	Call	149123101
GS	GOLDMAN SACHS GROUP INC	494,400	$82.78M	1.1%	$133.70	-3.7%	Call	38141G104
SPY	SPDR S&P 500 ETF TRUST	381,410	$74.65M	1.0%	$195.72	—	COMMON	78462F103
META	FACEBOOK INC-A	1,019,900	$68.63M	0.9%	$61.09	0.0%	Call	30303M102
AMZN	AMAZON.COM INC	201,700	$65.51M	0.9%	$17.72	-10.7%	Put	023135106
KO	COCA-COLA CO/THE	1,544,100	$65.41M	0.9%	—	—	Call	191216100
—	TRW AUTOMOTIVE HOLDINGS CORP	21,115,000	$64.04M	0.8%	$3.03	—	BOND	87264MAH2
—	TESLA MOTORS INC	64,000,000	$61.95M	0.8%	$0.94	—	BOND	88160RAC5
—	TIME WARNER CABLE	415,803	$61.25M	0.8%	$138.63	—	COMMON	88732J207
TLT	ISHARES 20+ YEAR TREASURY BO	533,300	$60.54M	0.8%	—	—	Call	464287432
—	CEMEX SAB DE CV	39,000,000	$56.86M	0.7%	$1.42	—	BOND	151290BB8
NFLX	NETFLIX INC	128,200	$56.48M	0.7%	—	—	Call	64110L106
—	MICRON TECHNOLOGY INC	16,500,000	$55.66M	0.7%	$2.75	—	BOND	595112AX1
T	AT&T INC	1,521,200	$53.79M	0.7%	$11.19	+5.3%	Call	00206R102
MSFT	MICROSOFT CORP	1,196,500	$49.89M	0.7%	$30.53	+11.2%	Call	594918104
HLF	HERBALIFE LTD	772,400	$49.86M	0.7%	$31.26	-1.9%	Call	G4412G101
SPY	SPDR S&P 500 ETF TRUST	232,600	$45.52M	0.6%	$195.72	—	Call	78462F103
MO	ALTRIA GROUP INC	1,071,100	$44.92M	0.6%	$16.34	+17.5%	Call	02209S103
—	TESLA MOTORS INC	22,000,000	$44.52M	0.6%	$1.79	—	BOND	88160RAA9
EFA	ISHARES MSCI EAFE ETF	643,300	$43.98M	0.6%	—	—	Put	464287465
FXI	ISHARES CHINA LARGE-CAP ETF	1,176,900	$43.59M	0.6%	$36.94	—	Call	464287184
BIDU	BAIDU INC - SPON ADR	232,100	$43.36M	0.6%	$165.69	—	Call	056752108
—	DIRECTV-CLASS A	505,500	$42.97M	0.6%	$85.01	—	COMMON	25490A309
DG	DOLLAR GENERAL CORP	730,000	$41.87M	0.6%	—	—	Call	256677105
CSCO	CISCO SYSTEMS INC	1,666,900	$41.42M	0.5%	—	—	Call	17275R102
—	SAFEWAY INC	1,146,840	$39.38M	0.5%	$35.25	—	COMMON	786514208
FCX	FREEPORT-MCMORAN COPPER	1,068,800	$39.01M	0.5%	$26.37	+12.1%	Call	35671D857
—	SANDISK CORP	19,000,000	$38.99M	0.5%	$1.81	—	BOND	80004CAD3
—	MICROCHIP TECHNOLOGY INC	20,000,000	$38.24M	0.5%	$1.86	—	BOND	595017AB0
—	HILLSHIRE BRANDS CO/THE	602,100	$37.51M	0.5%	$62.30	—	Put	432589109
AMZN	AMAZON.COM INC	114,000	$37.02M	0.5%	$17.72	-10.7%	Call	023135106
JPM	JPMORGAN CHASE & CO	633,800	$36.52M	0.5%	—	—	Call	46625H100
BIDU	BAIDU INC - SPON ADR	189,900	$35.48M	0.5%	$165.69	—	Put	056752108
—	FOREST LABORATORIES INC	350,000	$34.65M	0.5%	$92.73	—	COMMON	345838106
COP	CONOCOPHILLIPS	388,900	$33.34M	0.4%	$53.35	0.0%	Put	20825C104
—	IRON MOUNTAIN INC	938,200	$33.26M	0.4%	$27.03	—	Call	462846106
PG	PROCTER & GAMBLE CO/THE	416,800	$32.76M	0.4%	$55.21	+5.6%	Call	742718109
MSFT	MICROSOFT CORP	745,700	$31.09M	0.4%	$30.53	+11.2%	Put	594918104
PRGO	PERRIGO CO PLC	205,100	$29.89M	0.4%	—	—	Call	G97822103
—	AMERICAN REALTY CAPITAL PROP	28,500,000	$29.7M	0.4%	$1.08	—	BOND	02917TAB0
GLD	SPDR GOLD SHARES	231,200	$29.6M	0.4%	$128.03	—	Call	78463V107
—	TIME WARNER CABLE	200,400	$29.52M	0.4%	$138.63	—	Put	88732J207
—	TWITTER INC	717,198	$29.38M	0.4%	$46.45	—	COMMON	90184L102
AIG	AMERICAN INTERNATIONAL GROUP	536,500	$29.28M	0.4%	$34.44	+17.3%	COMMON	026874784
LOW	LOWES COS INC	601,800	$28.88M	0.4%	$37.84	0.0%	Put	548661107
EFA	ISHARES MSCI EAFE ETF	411,900	$28.16M	0.4%	—	—	Call	464287465
—	DIRECTV-CLASS A	330,900	$28.13M	0.4%	$85.01	—	Put	25490A309
META	FACEBOOK INC-A	415,182	$27.94M	0.4%	$61.09	0.0%	COMMON	30303M102
EWZ	ISHARES MSCI BRAZIL	580,900	$27.75M	0.4%	—	—	Call	464286400
VZ	VERIZON COMMUNICATIONS INC	548,000	$26.81M	0.4%	—	—	Call	92343V104
XOM	EXXON MOBIL CORP	263,900	$26.57M	0.3%	—	—	Put	30231G102
—	ISIS PHARMACEUTICALS INC	12,000,000	$26.44M	0.3%	$2.20	—	BOND	464337AG9
—	LAMAR ADVERTISING CO-A	497,600	$26.37M	0.3%	$51.87	—	Call	512815101
—	TWITTER INC	624,400	$25.58M	0.3%	$46.45	—	Call	90184L102
JNJ	JOHNSON & JOHNSON	237,600	$24.86M	0.3%	$73.15	0.0%	Call	478160104
—	IPATH S&P 500 VIX S/T FU ETN	860,300	$24.6M	0.3%	—	—	Call	06742E711
—	TIME WARNER CABLE	155,000	$22.83M	0.3%	$138.63	—	Call	88732J207
NFLX	NETFLIX INC	51,500	$22.69M	0.3%	—	—	Put	64110L106
—	ALLERGAN INC	132,300	$22.39M	0.3%	$111.08	—	Call	018490102
—	XPO LOGISTICS INC	11,863,000	$22.05M	0.3%	$1.87	—	BOND	983793AA8
—	SALIX PHARMACEUTICALS LTD	11,000,000	$21.59M	0.3%	$1.69	—	BOND	795435AE6
—	AUXILIUM PHARMACEUTICALS INC	20,000,000	$21.27M	0.3%	$1.06	—	BOND	05334DAA5
GS	GOLDMAN SACHS GROUP INC	127,000	$21.26M	0.3%	$133.70	-3.7%	Put	38141G104
—	MEDTRONIC INC	330,000	$21.04M	0.3%	—	—	Call	585055106
—	WL ROSS HOLDING CORP	1,998,435	$20.62M	0.3%	$10.32	—	COMMON	92939D203
—	COVIDIEN PLC	227,500	$20.52M	0.3%	$90.18	—	COMMON	G2554F113
—	YAHOO! INC	578,848	$20.33M	0.3%	$35.74	—	COMMON	984332106
—	INSULET CORP	18,000,000	$19.94M	0.3%	$1.11	—	BOND	45784PAD3
—	WELLPOINT INC	12,500,000	$19.23M	0.3%	$1.54	—	BOND	94973VBG1
—	ENERSYS	11,050,000	$19.09M	0.3%	$1.74	—	BOND	29275YAA0
C	CITIGROUP INC	403,400	$19M	0.2%	$36.08	-1.9%	Put	172967424
—	CURRENCYSHARES AUSTRALIAN DO	200,000	$18.88M	0.2%	$94.39	—	Put	23129U101
—	CHESAPEAKE ENERGY CORP	17,500,000	$18.83M	0.2%	$1.08	—	BOND	165167CA3
—	SILVER EAGLE ACQUISITION COR	1,726,000	$18.05M	0.2%	$10.06	—	COMMON	827694209
—	CHESAPEAKE ENERGY CORP	16,500,000	$17.72M	0.2%	$1.04	—	BOND	165167BZ9
—	AKORN INC	4,650,000	$17.58M	0.2%	$2.55	—	BOND	009728AB2
BP	BP PLC-SPONS ADR	322,100	$16.99M	0.2%	—	—	Call	055622104
—	SPDR S&P OIL & GAS EXP & PR	203,600	$16.75M	0.2%	$82.23	—	Put	78464A730
—	MYLAN INC	322,000	$16.6M	0.2%	$51.56	—	Call	628530107
PM	PHILIP MORRIS INTERNATIONAL	196,600	$16.57M	0.2%	$48.02	+0.5%	Put	718172109
CVX	CHEVRON CORP	126,600	$16.53M	0.2%	—	—	Put	166764100
TGT	TARGET CORP	285,100	$16.52M	0.2%	$41.64	-0.0%	Call	87612E106
—	CADENCE DESIGN SYS INC	7,000,000	$16.28M	0.2%	$2.33	—	BOND	127387AJ7
—	IPATH S&P 500 VIX S/T FU ETN	558,900	$15.98M	0.2%	—	—	Put	06742E711
PEP	PEPSICO INC	177,200	$15.83M	0.2%	—	—	Call	713448108
AMZN	AMAZON.COM INC	47,563	$15.45M	0.2%	$17.72	-10.7%	COMMON	023135106
ICE	INTERCONTINENTAL EXCHANGE IN	80,500	$15.21M	0.2%	$33.59	0.0%	COMMON	45866F104
MCD	MCDONALDS CORP	144,600	$14.57M	0.2%	$74.80	0.0%	Call	580135101
VOD	VODAFONE GROUP PLC-SP ADR	427,513	$14.27M	0.2%	$34.13	—	COMMON	92857W308
T	AT&T INC	401,900	$14.21M	0.2%	$11.19	+5.3%	Put	00206R102
—	RTI INTERNATIONAL METALS INC	13,500,000	$14.1M	0.2%	$1.06	—	BOND	74973WAA5
—	CAREFUSION CORP	310,900	$13.79M	0.2%	$44.34	—	Call	14170T101
F	FORD MOTOR CO	786,934	$13.57M	0.2%	$9.00	-1.5%	COMMON	345370860
—	GOOGLE INC-CL A	22,800	$13.33M	0.2%	—	—	Call	38259P508
UPS	UNITED PARCEL SERVICE-CL B	128,400	$13.18M	0.2%	—	—	Call	911312106
IBM	INTL BUSINESS MACHINES CORP	71,700	$13M	0.2%	—	—	Put	459200101
—	DOW CHEMICAL CO/THE	250,000	$12.87M	0.2%	—	—	Call	260543103
JPM	JPMORGAN CHASE & CO	223,200	$12.86M	0.2%	—	—	Put	46625H100
—	TESLA MOTORS INC	13,000,000	$12.68M	0.2%	$0.92	—	BOND	88160RAB7
CAT	CATERPILLAR INC	116,400	$12.65M	0.2%	—	—	Put	149123101
—	LORILLARD INC	204,700	$12.48M	0.2%	—	—	Call	544147101
—	MONSANTO CO	100,000	$12.47M	0.2%	—	—	Call	61166W101
—	HILLSHIRE BRANDS CO/THE	200,000	$12.46M	0.2%	$62.30	—	COMMON	432589109
—	YAHOO! INC	350,000	$12.29M	0.2%	$35.74	—	Call	984332106
LYB	LYONDELLBASELL INDU-CL A	122,500	$11.96M	0.2%	—	—	Call	N53745100
—	PRICELINE GROUP INC/THE	9,900	$11.91M	0.2%	$1139.84	—	Put	741503403
—	PRICELINE GROUP INC/THE	9,809	$11.8M	0.2%	$1139.84	—	COMMON	741503403
SLV	ISHARES SILVER TRUST	560,900	$11.36M	0.1%	—	—	Call	46428Q109
—	TWITTER INC	273,800	$11.22M	0.1%	$46.45	—	Put	90184L102
—	PRICELINE GROUP INC/THE	9,300	$11.19M	0.1%	$1139.84	—	Call	741503403
—	COVIDIEN PLC	121,800	$10.98M	0.1%	$90.18	—	Put	G2554F113
—	TTM TECHNOLOGIES	10,000,000	$10.95M	0.1%	$1.10	—	BOND	87305RAD1
—	GENCORP INC	562,819	$10.75M	0.1%	$16.33	—	COMMON	368682100
—	AOL INC	268,300	$10.68M	0.1%	$43.13	—	COMMON	00184X105
—	RENEWABLE ENERGY GROUP INC	9,500,000	$10.51M	0.1%	$1.11	—	BOND	75972AAA1
—	AOL INC	262,000	$10.42M	0.1%	$43.13	—	Call	00184X105
—	WALGREEN CO	137,800	$10.21M	0.1%	$74.13	—	Put	931422109
—	SPRINT CORP	1,195,300	$10.2M	0.1%	$8.60	—	Call	85207U105
TMUS	T-MOBILE US INC	296,200	$9.958M	0.1%	$30.88	+1.1%	Call	872590104
—	STARWOOD PROPERTY TRUST INC	8,640,000	$9.934M	0.1%	$1.14	—	BOND	85571BAB1
DE	DEERE & CO	109,100	$9.879M	0.1%	$74.12	0.0%	Put	244199105
GLD	SPDR GOLD SHARES	75,093	$9.614M	0.1%	$128.03	—	COMMON	78463V107
RIG	TRANSOCEAN LTD	210,600	$9.483M	0.1%	—	—	Put	H8817H100
—	PROTECTIVE LIFE CORP	135,265	$9.377M	0.1%	$69.32	—	COMMON	743674103
—	NAVISTAR INTERNATIONAL CORP	250,000	$9.37M	0.1%	—	—	Put	638901306
—	GROUP 1 AUTOMOTIVE INC	6,500,000	$9.29M	0.1%	$1.43	—	BOND	398905AE9
INTC	INTEL CORP	300,000	$9.27M	0.1%	$18.67	+10.8%	Put	458140100
—	AMERICAN REALTY CAPITAL PROP	9,000,000	$9.143M	0.1%	$1.02	—	BOND	02917TAA2
IBB	ISHARES NASDAQ BIOTECHNOLOGY	33,700	$8.661M	0.1%	$236.30	—	Put	464287556
CSCO	CISCO SYSTEMS INC	348,300	$8.655M	0.1%	—	—	Put	17275R102
MCD	MCDONALDS CORP	84,687	$8.531M	0.1%	$74.80	0.0%	COMMON	580135101
—	TELEFLEX INC	4,750,000	$8.328M	0.1%	$1.78	—	BOND	879369AA4
—	PEPCO HOLDINGS INC	300,000	$8.244M	0.1%	$27.48	—	COMMON	713291102
C	CITIGROUP INC	175,000	$8.242M	0.1%	$36.08	-1.9%	Call	172967424
—	SALIX PHARMACEUTICALS LTD	3,000,000	$7.998M	0.1%	$2.25	—	BOND	795435AC0
WYNN	WYNN RESORTS LTD	38,000	$7.887M	0.1%	—	—	Put	983134107
PM	PHILIP MORRIS INTERNATIONAL	92,500	$7.798M	0.1%	$48.02	+0.5%	Call	718172109
GILD	GILEAD SCIENCES INC	93,700	$7.768M	0.1%	$54.49	-0.8%	Put	375558103
QCOM	QUALCOMM INC	97,100	$7.69M	0.1%	—	—	Put	747525103
MRK	MERCK & CO. INC.	129,900	$7.514M	0.1%	$33.55	+13.2%	Call	58933Y105
BA	BOEING CO/THE	58,200	$7.404M	0.1%	$112.58	0.0%	Put	097023105
ICE	INTERCONTINENTAL EXCHANGE IN	39,100	$7.385M	0.1%	$33.59	0.0%	Call	45866F104
—	KEURIG GREEN MOUNTAIN INC	58,400	$7.277M	0.1%	—	—	Call	49271M100
—	QUESTCOR PHARMACEUTICALS	77,000	$7.121M	0.1%	$92.46	—	Put	74835Y101
—	RITE AID CORP	2,500,000	$7.067M	0.1%	$2.50	—	BOND	767754BU7
COP	CONOCOPHILLIPS	81,995	$7.029M	0.1%	$53.35	0.0%	COMMON	20825C104
—	INTL GAME TECHNOLOGY	437,100	$6.954M	0.1%	$18.14	—	Call	459902102
ATI	ALLEGHENY TECHNOLOGIES INC	153,992	$6.945M	0.1%	$38.68	0.0%	COMMON	01741R102
—	SINA CORP	134,000	$6.669M	0.1%	$60.40	—	Call	G81477104
C	CITIGROUP INC	139,255	$6.558M	0.1%	$36.08	-1.9%	COMMON	172967424
FDX	FEDEX CORP	41,700	$6.312M	0.1%	—	—	Put	31428X106
TSLA	TESLA MOTORS INC	25,900	$6.217M	0.1%	$13.95	0.0%	Call	88160R101
SONY	SONY CORP-SPONSORED ADR	361,700	$6.065M	0.1%	$19.12	—	Call	835699307
—	DOW CHEMICAL CO/THE	117,700	$6.056M	0.1%	—	—	Put	260543103
—	DEALERTRACK TECHNOLOGIES INC	4,500,000	$6.038M	0.1%	$1.34	—	BOND	242309AB8
—	CHART INDUSTRIES INC	4,277,000	$5.977M	0.1%	$1.35	—	BOND	16115QAC4
TMUS	T-MOBILE US INC	177,406	$5.964M	0.1%	$30.88	+1.1%	COMMON	872590104
—	MICROS SYSTEMS INC	87,822	$5.963M	0.1%	$67.90	—	COMMON	594901100
T	AT&T INC	165,526	$5.852M	0.1%	$11.19	+5.3%	COMMON	00206R102
DIS	WALT DISNEY CO/THE	68,100	$5.838M	0.1%	—	—	Call	254687106
HLF	HERBALIFE LTD	88,305	$5.7M	0.1%	$31.26	-1.9%	COMMON	G4412G101
—	HILLSHIRE BRANDS CO/THE	90,000	$5.607M	0.1%	$62.30	—	Call	432589109
JNJ	JOHNSON & JOHNSON	52,800	$5.523M	0.1%	$73.15	0.0%	Put	478160104
MSFT	MICROSOFT CORP	130,932	$5.459M	0.1%	$30.53	+11.2%	COMMON	594918104
VZ	VERIZON COMMUNICATIONS INC	111,000	$5.431M	0.1%	—	—	Put	92343V104
—	SINA CORP	108,600	$5.405M	0.1%	$60.40	—	Put	G81477104
—	ROI ACQUISITION CORP II	525,000	$5.37M	0.1%	$10.09	—	COMMON	74966G200
CMCSA	COMCAST CORP-CLASS A	100,000	$5.368M	0.1%	—	—	Call	20030N101
HLF	HERBALIFE LTD	83,000	$5.357M	0.1%	$31.26	-1.9%	Put	G4412G101
—	MERCADOLIBRE INC	5,000,000	$5.247M	0.1%	$1.05	—	BOND	58733RAA0
—	INTERMUNE INC	3,500,000	$5.243M	0.1%	$1.50	—	BOND	45884XAE3
PLD	PROLOGIS INC	123,800	$5.085M	0.1%	$27.56	+5.5%	COMMON	74340W103
—	HENNESSY CAPITAL ACQUISITION	500,000	$5.04M	0.1%	$10.06	—	COMMON	425886207
—	SPIRIT REALTY CAPITAL INC	5,000,000	$5.008M	0.1%	$1.00	—	BOND	84860WAA0
PM	PHILIP MORRIS INTERNATIONAL	58,874	$4.963M	0.1%	$48.02	+0.5%	COMMON	718172109
IYT	ISHARES TRANSPORTATION AVERA	33,100	$4.866M	0.1%	$146.78	—	Put	464287192
—	DISH NETWORK CORP-A	74,519	$4.849M	0.1%	$62.76	—	COMMON	25470M109
—	ROCKWOOD HOLDINGS INC	63,100	$4.794M	0.1%	$74.39	—	Call	774415103
—	JIVE SOFTWARE INC	563,000	$4.791M	0.1%	$9.69	—	Call	47760A108
—	HEWLETT-PACKARD CO	135,900	$4.577M	0.1%	—	—	Put	428236103
MRK	MERCK & CO. INC.	78,660	$4.55M	0.1%	$33.55	+13.2%	COMMON	58933Y105
—	J.C. PENNEY CO INC	501,600	$4.539M	0.1%	$8.62	—	Call	708160106
—	WALGREEN CO	60,800	$4.507M	0.1%	$74.13	—	Call	931422109
—	ACE LTD	43,000	$4.459M	0.1%	—	—	Put	H0023R105
VRTX	VERTEX PHARMACEUTICALS INC	46,500	$4.402M	0.1%	—	—	Call	92532F100
MO	ALTRIA GROUP INC	104,600	$4.386M	0.1%	$16.34	+17.5%	Put	02209S103
—	MARKET VECTORS GOLD MINERS	165,600	$4.38M	0.1%	$23.60	—	Call	57060U100
—	COBALT INTERNATIONAL ENERGY	4,000,000	$4.312M	0.1%	$1.08	—	BOND	19075FAB2
—	DOMTAR CORP	100,000	$4.285M	0.1%	$59.91	—	COMMON	257559203
—	CHINA MOBILE LTD-SPON ADR	86,900	$4.224M	0.1%	$45.57	—	Call	16941M109
—	CUBIST PHARMACEUTICALS INC	59,400	$4.15M	0.1%	$72.15	—	COMMON	229678107
KO	COCA-COLA CO/THE	97,300	$4.121M	0.1%	—	—	Put	191216100
BIDU	BAIDU INC - SPON ADR	21,757	$4.064M	0.1%	$165.69	—	COMMON	056752108
SLV	ISHARES SILVER TRUST	200,000	$4.05M	0.1%	—	—	Put	46428Q109
—	CHINA MOBILE LTD-SPON ADR	83,200	$4.044M	0.1%	$45.57	—	Put	16941M109
—	NEWFIELD EXPLORATION CO	91,500	$4.044M	0.1%	—	—	Call	651290108
—	ADT CORP/THE-WHEN ISSUE	115,600	$4.039M	0.1%	$40.08	—	Call	00101J106
—	ALLERGAN INC	23,500	$3.976M	0.1%	$111.08	—	COMMON	018490102
COST	COSTCO WHOLESALE CORP	33,100	$3.811M	0.1%	$91.81	0.0%	Call	22160K105
—	WEB.COM GROUP INC	3,500,000	$3.769M	0.0%	$1.08	—	BOND	94733AAA2
—	INTELSAT SA	200,000	$3.768M	0.0%	$18.84	—	COMMON	L5140P101
VOD	VODAFONE GROUP PLC-SP ADR	111,900	$3.736M	0.0%	$34.13	—	Call	92857W308
AZN	ASTRAZENECA PLC-SPONS ADR	50,200	$3.73M	0.0%	—	—	Call	046353108
ON	ON SEMICONDUCTOR CORPORATION	404,800	$3.695M	0.0%	$9.11	0.0%	COMMON	682189105
—	HUDSON CITY BANCORP INC	375,715	$3.693M	0.0%	$9.43	—	COMMON	443683107
FCX	FREEPORT-MCMORAN COPPER	99,100	$3.617M	0.0%	$26.37	+12.1%	Put	35671D857
—	COMVERSE INC	133,600	$3.564M	0.0%	$29.76	—	COMMON	20585P105
—	HARVEST NATURAL RESOURCES IN	713,300	$3.559M	0.0%	$3.59	—	Call	41754V103
—	MYLAN INC	67,691	$3.49M	0.0%	$51.56	—	COMMON	628530107
KR	KROGER CO	70,000	$3.46M	0.0%	—	—	Call	501044101
—	SOLAZYME INC	3,000,000	$3.447M	0.0%	$1.15	—	BOND	83415TAC5
BA	BOEING CO/THE	26,932	$3.426M	0.0%	$112.58	0.0%	COMMON	097023105
INTC	INTEL CORP	110,500	$3.414M	0.0%	$18.67	+10.8%	COMMON	458140100
—	DOMTAR CORP	72,200	$3.093M	0.0%	$59.91	—	Call	257559203
—	QUESTCOR PHARMACEUTICALS	32,500	$3.005M	0.0%	$92.46	—	COMMON	74835Y101
COST	COSTCO WHOLESALE CORP	25,600	$2.948M	0.0%	$91.81	0.0%	Put	22160K105
—	CINCINNATI BELL INC	750,000	$2.947M	0.0%	$3.13	—	COMMON	171871106
—	COCA-COLA ENTERPRISES	61,208	$2.924M	0.0%	$47.77	—	COMMON	19122T109
—	CAREFUSION CORP	63,900	$2.833M	0.0%	$44.34	—	Put	14170T101
MA	MASTERCARD INC-CLASS A	38,508	$2.829M	0.0%	$63.61	+8.9%	COMMON	57636Q104
RIG	TRANSOCEAN LTD	62,800	$2.827M	0.0%	—	—	Call	H8817H100
AFL	AFLAC INC	45,300	$2.819M	0.0%	—	—	Call	001055102
—	DU PONT (E.I.) DE NEMOURS	42,700	$2.794M	0.0%	—	—	Put	263534109
—	B/E AEROSPACE INC	30,204	$2.793M	0.0%	$92.47	—	COMMON	073302101
—	CAREFUSION CORP	62,200	$2.758M	0.0%	$44.34	—	COMMON	14170T101
TGT	TARGET CORP	47,500	$2.752M	0.0%	$41.64	-0.0%	Put	87612E106
TTWO	TAKE-TWO INTERACTIVE SOFTWRE	122,400	$2.722M	0.0%	$17.32	+18.2%	Call	874054109
RYN	RAYONIER INC	76,000	$2.701M	0.0%	$41.44	—	COMMON	754907103
—	ROYAL GOLD INC	2,500,000	$2.69M	0.0%	$1.08	—	BOND	780287AA6
—	WELLCARE HEALTH PLANS INC	34,800	$2.598M	0.0%	—	—	Call	94946T106
MRK	MERCK & CO. INC.	44,600	$2.58M	0.0%	$33.55	+13.2%	Put	58933Y105
COP	CONOCOPHILLIPS	29,900	$2.563M	0.0%	$53.35	0.0%	Call	20825C104
WYNN	WYNN RESORTS LTD	12,100	$2.511M	0.0%	—	—	Call	983134107
SBUX	STARBUCKS CORP	32,400	$2.507M	0.0%	$31.21	-7.5%	Call	855244109
TGT	TARGET CORP	42,703	$2.474M	0.0%	$41.64	-0.0%	COMMON	87612E106
—	DIRECTV-CLASS A	28,600	$2.431M	0.0%	$85.01	—	Call	25490A309
SAN	BANCO SANTANDER SA-SPON ADR	231,600	$2.413M	0.0%	—	—	Put	05964H105
—	ELIZABETH ARDEN INC	112,000	$2.399M	0.0%	$21.42	—	COMMON	28660G106
MCD	MCDONALDS CORP	23,800	$2.397M	0.0%	$74.80	0.0%	Put	580135101
—	SPRINT CORP	270,199	$2.304M	0.0%	$8.60	—	COMMON	85207U105
—	JOS A BANK CLOTHIERS INC	35,000	$2.274M	0.0%	$64.27	—	Call	480838101
—	SINA CORP	45,049	$2.242M	0.0%	$60.40	—	COMMON	G81477104
NXST	NEXSTAR BROADCASTING GROUP-A	43,110	$2.224M	0.0%	$32.01	0.0%	COMMON	65336K103
—	NABORS INDUSTRIES LTD	75,500	$2.217M	0.0%	—	—	Put	G6359F103
JNJ	JOHNSON & JOHNSON	20,641	$2.159M	0.0%	$73.15	0.0%	COMMON	478160104
LBTYAUSD	LIBERTY GLOBAL PLC-A	48,500	$2.144M	0.0%	—	—	Call	G5480U104
—	VALEANT PHARMACEUTICALS INTE	17,000	$2.144M	0.0%	$131.80	—	COMMON	91911K102
EEM	ISHARES MSCI EMERGING MARKET	49,327	$2.132M	0.0%	$43.22	—	COMMON	464287234
LOW	LOWES COS INC	44,292	$2.125M	0.0%	$37.84	0.0%	COMMON	548661107
—	J.C. PENNEY CO INC	234,600	$2.123M	0.0%	$8.62	—	Put	708160106
—	TALISMAN ENERGY INC	200,000	$2.12M	0.0%	$11.06	—	COMMON	87425E103
LOW	LOWES COS INC	44,000	$2.111M	0.0%	$37.84	0.0%	Call	548661107
AFL	AFLAC INC	33,500	$2.085M	0.0%	—	—	Put	001055102
GME	GAMESTOP CORP-CLASS A	50,000	$2.023M	0.0%	$7.13	0.0%	COMMON	36467W109
NEM	NEWMONT MINING CORP	75,000	$1.908M	0.0%	—	—	Put	651639106
NEM	NEWMONT MINING CORP	75,000	$1.908M	0.0%	—	—	Call	651639106
PEP	PEPSICO INC	20,600	$1.84M	0.0%	—	—	Put	713448108
NXST	NEXSTAR BROADCASTING GROUP-A	34,900	$1.801M	0.0%	$32.01	0.0%	Put	65336K103
CMG	CHIPOTLE MEXICAN GRILL INC	3,000	$1.777M	0.0%	—	—	Put	169656105
ABT	ABBOTT LABORATORIES	43,349	$1.772M	0.0%	$31.39	+0.3%	COMMON	002824100
—	MICROS SYSTEMS INC	25,600	$1.738M	0.0%	$67.90	—	Call	594901100
—	SIRIUS XM HOLDINGS INC	500,000	$1.73M	0.0%	$3.20	—	COMMON	82968B103
HLX	HELIX ENERGY SOLUTIONS GROUP	65,000	$1.708M	0.0%	$23.79	0.0%	COMMON	42330P107
—	CURRENCYSHARES AUSTRALIAN DO	18,000	$1.699M	0.0%	$94.39	—	COMMON	23129U101
ORCL	ORACLE CORP	41,900	$1.698M	0.0%	—	—	Call	68389X105
EXPE	EXPEDIA INC	21,000	$1.653M	0.0%	—	—	Put	30212P303
—	DU PONT (E.I.) DE NEMOURS	25,000	$1.636M	0.0%	—	—	Call	263534109
—	CEPHEID INC	33,400	$1.6M	0.0%	$51.56	—	COMMON	15670R107
—	OUTERWALL INC	26,600	$1.578M	0.0%	$72.45	—	Call	690070107
MTZ	MASTEC INC	50,000	$1.541M	0.0%	$37.68	0.0%	Call	576323109
—	J.C. PENNEY CO INC	169,803	$1.536M	0.0%	$8.62	—	COMMON	708160106
—	HUDSON CITY BANCORP INC	151,800	$1.492M	0.0%	$9.43	—	Put	443683107
QCOM	QUALCOMM INC	18,600	$1.473M	0.0%	—	—	Call	747525103
—	MOMENTA PHARMACEUTICALS INC	112,800	$1.362M	0.0%	$11.64	—	Call	60877T100
EMR	EMERSON ELECTRIC CO	20,500	$1.36M	0.0%	$49.13	0.0%	COMMON	291011104
TSLA	TESLA MOTORS INC	5,667	$1.36M	0.0%	$13.95	0.0%	COMMON	88160R101
—	RESTORATION HARDWARE HOLDING	14,600	$1.358M	0.0%	$93.01	—	COMMON	761283100
—	FINISAR CORPORATION	65,300	$1.289M	0.0%	$26.51	—	COMMON	31787A507
DHR	DANAHER CORP	16,366	$1.288M	0.0%	$31.10	0.0%	COMMON	235851102
DIS	WALT DISNEY CO/THE	15,000	$1.286M	0.0%	—	—	Put	254687106
PG	PROCTER & GAMBLE CO/THE	15,800	$1.241M	0.0%	$55.21	+5.6%	Put	742718109
—	TWENTY-FIRST CENTURY FOX-A	34,870	$1.225M	0.0%	$35.13	—	COMMON	90130A101
—	ELIZABETH ARDEN INC	56,900	$1.218M	0.0%	$21.42	—	Call	28660G106
AIG	AMERICAN INTERNATIONAL GROUP	22,200	$1.211M	0.0%	$34.44	+17.3%	Call	026874784
HON	HONEYWELL INTERNATIONAL INC	13,000	$1.208M	0.0%	—	—	Call	438516106
MO	ALTRIA GROUP INC	28,593	$1.199M	0.0%	$16.34	+17.5%	COMMON	02209S103
PODD	INSULET CORP	30,100	$1.193M	0.0%	$38.43	0.0%	COMMON	45784P101
—	UNITED STATES STEEL CORP	45,000	$1.171M	0.0%	—	—	Call	912909108
—	UNITED TECHNOLOGIES CORP	10,000	$1.154M	0.0%	—	—	Call	913017109
—	WHOLE FOODS MARKET INC	29,000	$1.12M	0.0%	—	—	Call	966837106
—	NEWFIELD EXPLORATION CO	25,000	$1.105M	0.0%	—	—	Put	651290108
—	CENTRAL FUND CANADA LTD-A	75,895	$1.103M	0.0%	$14.53	—	COMMON	153501101
AKAM	AKAMAI TECHNOLOGIES INC	18,000	$1.099M	0.0%	$55.61	0.0%	COMMON	00971T101
MS	MORGAN STANLEY	32,900	$1.063M	0.0%	$22.71	0.0%	COMMON	617446448
—	LAMAR ADVERTISING CO-A	20,000	$1.06M	0.0%	$51.87	—	COMMON	512815101
—	WALGREEN CO	14,124	$1.047M	0.0%	$74.13	—	COMMON	931422109
ICE	INTERCONTINENTAL EXCHANGE IN	5,500	$1.038M	0.0%	$33.59	0.0%	Put	45866F104
VIPS	VIPSHOP HOLDINGS LTD - ADS	5,500	$1.032M	0.0%	$187.54	—	Put	92763W103
SLB	SCHLUMBERGER LTD	8,700	$1.026M	0.0%	$74.85	0.0%	COMMON	806857108
EXPE	EXPEDIA INC	13,000	$1.023M	0.0%	—	—	Call	30212P303
—	LEAP TAKEOVER	400,000	$1.01M	0.0%	$2.38	—	COMMON	521CNT998
—	COBALT INTERNATIONAL ENERGY	54,000	$990K	0.0%	$16.89	—	COMMON	19075F106
—	MONSTER WORLDWIDE INC	146,400	$957K	0.0%	$7.00	—	COMMON	611742107
LVS	LAS VEGAS SANDS CORP	12,500	$952K	0.0%	—	—	Call	517834107
HON	HONEYWELL INTERNATIONAL INC	10,000	$929K	0.0%	—	—	Put	438516106
SRPT	SAREPTA THERAPEUTICS INC	31,100	$926K	0.0%	$31.61	0.0%	COMMON	803607100
—	GOLDCORP INC	33,100	$923K	0.0%	—	—	Call	380956409
—	COMVERSE INC	34,000	$907K	0.0%	$29.76	—	Call	20585P105
—	B/E AEROSPACE INC	9,300	$860K	0.0%	$92.47	—	Call	073302101
—	MALLINCKRODT PLC	10,700	$856K	0.0%	—	—	Call	G5785G107
SRPT	SAREPTA THERAPEUTICS INC	28,700	$854K	0.0%	$31.61	0.0%	Call	803607100
SONY	SONY CORP-SPONSORED ADR	50,000	$838K	0.0%	$19.12	—	COMMON	835699307
UNH	UNITEDHEALTH GROUP INC	10,206	$834K	0.0%	$65.19	0.0%	COMMON	91324P102
—	LEVEL 3 COMMUNICATIONS INC	18,900	$829K	0.0%	$43.87	—	Put	52729N308
—	API TECHNOLOGIES CORP	296,989	$813K	0.0%	$2.80	—	COMMON	00187E203
—	IRON MOUNTAIN INC	22,500	$797K	0.0%	$27.03	—	Put	462846106
TXN	TEXAS INSTRUMENTS INC	16,200	$774K	0.0%	$34.00	0.0%	COMMON	882508104
—	MYLAN INC	15,000	$773K	0.0%	$51.56	—	Put	628530107
ZBH	ZIMMER HOLDINGS INC	7,400	$768K	0.0%	$88.67	0.0%	COMMON	98956P102
COST	COSTCO WHOLESALE CORP	6,429	$740K	0.0%	$91.81	0.0%	COMMON	22160K105
—	ANADARKO PETROLEUM CORP	6,700	$733K	0.0%	$98.62	—	COMMON	032511107
VRTX	VERTEX PHARMACEUTICALS INC	7,700	$729K	0.0%	—	—	Put	92532F100
AMT	AMERICAN TOWER CORP	8,000	$719K	0.0%	$65.68	0.0%	COMMON	03027X100
—	EQUINIX INC	3,373	$708K	0.0%	$180.08	—	COMMON	29444U502
MU	MICRON TECHNOLOGY INC	21,424	$705K	0.0%	$23.18	+14.8%	COMMON	595112103
CHRW	C.H. ROBINSON WORLDWIDE INC	10,800	$688K	0.0%	—	—	Call	12541W209
COF	CAPITAL ONE FINANCIAL CORP	8,156	$673K	0.0%	$61.60	+2.4%	COMMON	14040H105
—	CHIPMOS TECHNOLOGIES BERMUDA	27,697	$668K	0.0%	$19.24	—	COMMON	G2110R114
—	LEVEL 3 COMMUNICATIONS INC	15,000	$658K	0.0%	$43.87	—	COMMON	52729N308
IBB	ISHARES NASDAQ BIOTECHNOLOGY	2,500	$642K	0.0%	$236.30	—	Call	464287556
—	TW TELECOM INC	15,000	$604K	0.0%	$40.27	—	COMMON	87311L104
DE	DEERE & CO	6,457	$584K	0.0%	$74.12	0.0%	COMMON	244199105
VIPS	VIPSHOP HOLDINGS LTD - ADS	2,970	$557K	0.0%	$187.54	—	COMMON	92763W103
MET	METLIFE INC	10,000	$555K	0.0%	$31.84	0.0%	Put	59156R108
—	COCA-COLA ENTERPRISES	11,500	$549K	0.0%	$47.77	—	Call	19122T109
CL	COLGATE-PALMOLIVE CO	7,826	$533K	0.0%	$51.23	0.0%	COMMON	194162103
—	MARKET VECTORS GOLD MINERS	20,000	$529K	0.0%	$23.60	—	Put	57060U100
TSN	TYSON FOODS INC-CL A	13,700	$514K	0.0%	—	—	Call	902494103
—	EQUINIX INC	2,400	$504K	0.0%	$180.08	—	Call	29444U502
—	COBALT INTERNATIONAL ENERGY	27,200	$498K	0.0%	$16.89	—	Call	19075F106
MTZ	MASTEC INC	15,924	$490K	0.0%	$37.68	0.0%	COMMON	576323109
F	FORD MOTOR CO	26,800	$462K	0.0%	$9.00	-1.5%	Call	345370860
TMO	THERMO FISHER SCIENTIFIC INC	3,900	$460K	0.0%	$113.45	0.0%	COMMON	883556102
BA	BOEING CO/THE	3,600	$458K	0.0%	$112.58	0.0%	Call	097023105
NKE	NIKE INC -CL B	5,855	$454K	0.0%	$32.14	0.0%	COMMON	654106103
—	MERRIMACK PHARMACEUTICALS IN	54,709	$398K	0.0%	$7.27	—	COMMON	590328100
—	DEX MEDIA INC	35,000	$389K	0.0%	$9.20	—	Call	25213A107
—	KEURIG GREEN MOUNTAIN INC	3,100	$386K	0.0%	—	—	Put	49271M100
MCK	MCKESSON CORP	2,013	$374K	0.0%	$163.23	0.0%	COMMON	58155Q103
OXY	OCCIDENTAL PETROLEUM CORP	3,606	$370K	0.0%	$66.18	0.0%	COMMON	674599105
—	WHOLE FOODS MARKET INC	9,500	$366K	0.0%	—	—	Put	966837106
—	YAHOO! INC	10,000	$351K	0.0%	$35.74	—	Put	984332106
—	IDENIX PHARMACEUTICALS INC	14,200	$342K	0.0%	$24.08	—	Put	45166R204
NUS	NU SKIN ENTERPRISES INC - A	4,500	$332K	0.0%	—	—	Put	67018T105
—	IDENIX PHARMACEUTICALS INC	12,500	$301K	0.0%	$24.08	—	COMMON	45166R204
IYT	ISHARES TRANSPORTATION AVERA	2,037	$299K	0.0%	$146.78	—	COMMON	464287192
LAB	FLUIDIGM CORP	10,000	$294K	0.0%	$32.04	0.0%	COMMON	34385P108
TTWO	TAKE-TWO INTERACTIVE SOFTWRE	13,000	$289K	0.0%	$17.32	+18.2%	Put	874054109
CVS	CVS CAREMARK CORP	3,500	$263K	0.0%	$54.89	0.0%	COMMON	126650100
PNC	PNC FINANCIAL SERVICES GROUP	2,924	$260K	0.0%	$59.77	0.0%	COMMON	693475105
AXP	AMERICAN EXPRESS CO	2,740	$259K	0.0%	$76.40	0.0%	COMMON	025816109
—	SIRIUS XM HOLDINGS INC	75,000	$259K	0.0%	$3.20	—	Call	82968B103
—	CHICOS FAS INC	15,000	$254K	0.0%	—	—	Call	168615102
BP	BP PLC-SPONS ADR	4,800	$253K	0.0%	—	—	Put	055622104
—	ELIZABETH ARDEN INC	11,600	$248K	0.0%	$21.42	—	Put	28660G106
NXST	NEXSTAR BROADCASTING GROUP-A	4,800	$247K	0.0%	$32.01	0.0%	Call	65336K103
—	SEVENTY SEVEN ENERGY INC	9,500	$223K	0.0%	$23.47	—	COMMON	818097107
—	SPDR S&P OIL & GAS EXP & PR	2,578	$212K	0.0%	$82.23	—	COMMON	78464A730
FXI	ISHARES CHINA LARGE-CAP ETF	5,577	$206K	0.0%	$36.94	—	COMMON	464287184
—	MOMENTA PHARMACEUTICALS INC	15,900	$192K	0.0%	$11.64	—	COMMON	60877T100
F	FORD MOTOR CO	10,000	$172K	0.0%	$9.00	-1.5%	Put	345370860
—	SANOFI CVR	300,000	$150K	0.0%	$1.93	—	COMMON	80105N113
—	COMMUNITY HEALTH SYSTEMS-CVR	2,000,000	$133K	0.0%	$0.06	—	COMMON	203668116
—	ADT CORP/THE-WHEN ISSUE	3,500	$122K	0.0%	$40.08	—	Put	00101J106
—	ROCKWOOD HOLDINGS INC	1,100	$83,000	0.0%	$74.39	—	Put	774415103
—	COCA-COLA ENTERPRISES	1,200	$57,000	0.0%	$47.77	—	Put	19122T109
MET	METLIFE INC	816	$45,000	0.0%	$31.84	0.0%	COMMON	59156R108
—	VALEANT PHARMACEUTICALS INTE	300	$37,000	0.0%	$131.80	—	Put	91911K102
MPAA	MOTORCAR PARTS OF AMERICA IN	12,600	$0	0.0%	—	—	Put	620071100
—	SINCLAIR BROADCAST GROUP -A	49,900	$0	0.0%	—	—	Put	829226109
—	CASH AMERICA INTL INC	209,900	$0	0.0%	—	—	Put	14754D100
—	MF GLOBAL HOLDINGS LTD	25,000	$0	0.0%	—	—	COMMON	55277J108