Pine River Capital Management L.P. Hedge Fund

CIK: 0001288136 · Show all filings

Period: Q2 2013 (← Previous) (Next →)

Filing Date: Aug 12, 2014

Total Value: $6.793B

Holdings (454)

SPY SPDR S&P 500 ETF TRUST 11.6%

Value $785M Shares 4,893,800 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TRUST 3.4%

Value $233M Shares 1,450,000 Est. Cost — Unrealized —

— LIFE TECHNOLOGIES CORP 3.0%

Value $201M Shares 2,721,400 Est. Cost $74.00 Unrealized —

— ANNALY CAPITAL MGMT 2.5%

Value $167M Shares 165,597,000 Est. Cost $1.01 Unrealized —

— GENERAL MOTORS CO 2.3%

Value $158M Shares 9,577,705 Est. Cost $16.49 Unrealized —

— OCWEN FINANCIAL CORP 2.2%

Value $151M Shares 3,669,116 Est. Cost $41.22 Unrealized —

PFE PFIZER INC 1.6%

Value $108M Shares 3,845,000 Est. Cost $16.46 Unrealized 0.0%

— AMERICAN CAPITAL LTD 1.4%

Value $95.76M Shares 7,557,950 Est. Cost $12.67 Unrealized —

— VODAFONE GROUP PLC-SP ADR 1.3%

Value $88.15M Shares 3,066,500 Est. Cost — Unrealized —

AAPL APPLE INC 1.3%

Value $85.29M Shares 215,100 Est. Cost $13.16 Unrealized 0.0%

PFE PFIZER INC 1.0%

Value $70.91M Shares 2,531,738 Est. Cost $16.46 Unrealized 0.0%

— KNIGHT CAPITAL GROUP INC 1.0%

Value $68.16M Shares 68,500,000 Est. Cost $0.99 Unrealized —

AAPL APPLE INC 0.9%

Value $63.6M Shares 160,400 Est. Cost $13.16 Unrealized 0.0%

— AMERICAN CAPITAL MORTGAGE IN 0.9%

Value $62.97M Shares 3,503,152 Est. Cost $17.97 Unrealized —

— CYS INVESTMENTS INC 0.9%

Value $61.1M Shares 6,634,232 Est. Cost $9.21 Unrealized —

— SIGMA-ALDRICH 0.9%

Value $61.05M Shares 759,100 Est. Cost — Unrealized —

— SPRINT NEXTEL CORP 0.9%

Value $60.65M Shares 8,639,117 Est. Cost $7.02 Unrealized —

— REDWOOD TRUST INC 0.8%

Value $57.42M Shares 57,700,000 Est. Cost $1.10 Unrealized —

EFA ISHARES MSCI EAFE ETF 0.8%

Value $57.3M Shares 1,000,000 Est. Cost — Unrealized —

— ANWORTH MORTGAGE ASSET CORP 0.8%

Value $54.69M Shares 9,765,815 Est. Cost $5.60 Unrealized —

— NEW RESIDENTIAL INVESTMENT 0.8%

Value $54.68M Shares 8,112,823 Est. Cost $6.74 Unrealized —

— WALTER INVESTMENT MANAGEMENT 0.8%

Value $54.04M Shares 1,598,486 Est. Cost $33.81 Unrealized —

TD TORONTO-DOMINION BANK 0.8%

Value $52.8M Shares 625,100 Est. Cost — Unrealized —

— GENERAL MOTORS CO 0.7%

Value $50.31M Shares 2,096,328 Est. Cost $24.00 Unrealized —

JNJ JOHNSON &; JOHNSON 0.7%

Value $50.19M Shares 584,600 Est. Cost — Unrealized —

— ARMOUR RESIDENTIAL REIT INC 0.7%

Value $49.07M Shares 10,418,348 Est. Cost $4.71 Unrealized —

— CLEARWIRE CORP-CLASS A 0.7%

Value $46.4M Shares 9,290,032 Est. Cost $4.99 Unrealized —

— GENERAL ELECTRIC CO 0.7%

Value $45.25M Shares 1,951,100 Est. Cost — Unrealized —

LNC LINCOLN NATIONAL CORP 0.7%

Value $45.2M Shares 1,239,293 Est. Cost $22.50 Unrealized 0.0%

— SUNTRUST BANKS INC 0.7%

Value $44.8M Shares 1,418,868 Est. Cost $31.57 Unrealized —

— ANNALY CAPITAL MANAGEMENT IN 0.7%

Value $44.27M Shares 3,522,200 Est. Cost — Unrealized —

— SMITHFIELD FOODS INC 0.6%

Value $43.8M Shares 1,337,411 Est. Cost $32.75 Unrealized —

— DOMINION RESOURCES INC 0.6%

Value $42M Shares 25,000,000 Est. Cost $1.68 Unrealized —

— AETNA INC 0.6%

Value $41.99M Shares 660,842 Est. Cost $63.54 Unrealized —

— SANDISK CORP 0.6%

Value $41.99M Shares 687,237 Est. Cost $61.10 Unrealized —

— OFFICE DEPOT INC 0.6%

Value $40.37M Shares 10,431,229 Est. Cost $3.87 Unrealized —

XOM EXXON MOBIL CORP 0.6%

Value $40.24M Shares 445,400 Est. Cost $53.69 Unrealized 0.0%

RY ROYAL BANK OF CANADA 0.6%

Value $39.51M Shares 644,700 Est. Cost $59.71 Unrealized 0.0%

CMA COMERICA INC 0.6%

Value $39.2M Shares 984,066 Est. Cost $24.17 Unrealized 0.0%

— AMTRUST FINANCIAL SERVIC 0.6%

Value $37.73M Shares 26,900,000 Est. Cost $1.42 Unrealized —

— PHH CORP 0.5%

Value $36.06M Shares 20,000,000 Est. Cost $1.80 Unrealized —

— DISCOVER FINANCIAL SERVICES 0.5%

Value $35.35M Shares 741,956 Est. Cost $47.64 Unrealized —

MHK MOHAWK INDUSTRIES INC 0.5%

Value $34.82M Shares 309,538 Est. Cost $112.71 Unrealized 0.0%

XOM EXXON MOBIL CORP 0.5%

Value $34.41M Shares 380,900 Est. Cost $53.69 Unrealized 0.0%

— LIFE TECHNOLOGIES CORP 0.5%

Value $34.19M Shares 462,012 Est. Cost $74.00 Unrealized —

ZTS ZOETIS INC 0.5%

Value $34.18M Shares 1,106,600 Est. Cost $29.32 Unrealized 0.0%

— HEARTLAND PAYMENT SYSTEMS IN 0.5%

Value $33.65M Shares 903,477 Est. Cost $37.25 Unrealized —

IBM INTL BUSINESS MACHINES CORP 0.5%

Value $33.41M Shares 174,800 Est. Cost — Unrealized —

— CMS ENERGY CORP 0.5%

Value $33.22M Shares 16,685,000 Est. Cost $1.99 Unrealized —

— NATL RETAIL PROPERTIES 0.5%

Value $33.16M Shares 24,455,000 Est. Cost $1.36 Unrealized —

— TD AMERITRADE HOLDING CORP 0.5%

Value $33.06M Shares 1,361,071 Est. Cost $24.29 Unrealized —

PRU PRUDENTIAL FINANCIAL INC 0.5%

Value $32.6M Shares 446,428 Est. Cost $38.68 Unrealized 0.0%

FXI ISHARES CHINA LARGE-CAP ETF 0.5%

Value $32.52M Shares 1,000,000 Est. Cost — Unrealized —

— WALTER INVESTMENT MGMT 0.5%

Value $31.33M Shares 31,138,000 Est. Cost $1.01 Unrealized —

— SPRINT NEXTEL CORP 0.5%

Value $30.77M Shares 4,383,000 Est. Cost $7.02 Unrealized —

— TYSON FOODS INC 0.5%

Value $30.66M Shares 20,000,000 Est. Cost $1.53 Unrealized —

ZTS ZOETIS INC 0.4%

Value $30.29M Shares 980,665 Est. Cost $29.32 Unrealized 0.0%

EFA ISHARES MSCI EAFE ETF 0.4%

Value $28.66M Shares 500,100 Est. Cost — Unrealized —

— AMERICAN CAPITAL AGENCY CORP 0.4%

Value $28.47M Shares 1,237,138 Est. Cost $23.01 Unrealized —

— HOME LOAN SERVICING SOLUTION 0.4%

Value $28.24M Shares 1,177,882 Est. Cost $23.97 Unrealized —

— TESLA MOTORS INC 0.4%

Value $28.08M Shares 25,000,000 Est. Cost $1.12 Unrealized —

SLB SCHLUMBERGER LTD 0.4%

Value $27.98M Shares 390,454 Est. Cost $52.90 Unrealized 0.0%

— PEOPLE'S UNITED FINANCIAL 0.4%

Value $26.82M Shares 1,800,000 Est. Cost $14.90 Unrealized —

MSFT MICROSOFT CORP 0.4%

Value $25.57M Shares 740,400 Est. Cost $26.70 Unrealized 0.0%

KO COCA-COLA CO/THE 0.4%

Value $25.25M Shares 629,400 Est. Cost $27.85 Unrealized 0.0%

— ARBITRON INC 0.4%

Value $24.12M Shares 519,307 Est. Cost $46.45 Unrealized —

— APOLLO RESIDENTIAL MORTGAGE 0.4%

Value $23.89M Shares 1,449,642 Est. Cost $16.48 Unrealized —

ALL ALLSTATE CORP 0.4%

Value $23.82M Shares 494,966 Est. Cost $37.12 Unrealized 0.0%

— MYLAN INC 0.3%

Value $23.71M Shares 10,000,000 Est. Cost $2.37 Unrealized —

CM CAN IMPERIAL BK OF COMMERCE 0.3%

Value $23.33M Shares 312,500 Est. Cost — Unrealized —

CVX CHEVRON CORP 0.3%

Value $23.17M Shares 195,800 Est. Cost $71.30 Unrealized 0.0%

— STERLITE INDUSTRIES LTD 0.3%

Value $23.08M Shares 23,700,000 Est. Cost $0.97 Unrealized —

XLF FINANCIAL SELECT SECTOR SPDR 0.3%

Value $22.75M Shares 1,170,000 Est. Cost — Unrealized —

EVTC EVERTEC INC 0.3%

Value $22.43M Shares 1,021,043 Est. Cost $17.87 Unrealized 0.0%

WFC WELLS FARGO & CO 0.3%

Value $22.37M Shares 542,000 Est. Cost — Unrealized —

JNJ JOHNSON &; JOHNSON 0.3%

Value $22.26M Shares 259,300 Est. Cost — Unrealized —

USB US BANCORP 0.3%

Value $21.93M Shares 606,550 Est. Cost $22.41 Unrealized 0.0%

LOW LOWE'S COS INC 0.3%

Value $21.81M Shares 533,200 Est. Cost $32.16 Unrealized 0.0%

AVB AVALONBAY COMMUNITIES INC 0.3%

Value $21.74M Shares 161,150 Est. Cost $87.72 Unrealized 0.0%

PFE PFIZER INC 0.3%

Value $21.08M Shares 752,400 Est. Cost $16.46 Unrealized 0.0%

PG PROCTER &; GAMBLE CO/THE 0.3%

Value $20.94M Shares 272,000 Est. Cost $55.00 Unrealized 0.0%

— IPATH S&;P 500 VIX S/T FU ETN 0.3%

Value $20.71M Shares 1,000,000 Est. Cost $20.71 Unrealized —

— IPATH S&;P 500 VIX S/T FU ETN 0.3%

Value $20.71M Shares 1,000,000 Est. Cost $20.71 Unrealized —

TGT TARGET CORP 0.3%

Value $20.66M Shares 300,000 Est. Cost — Unrealized —

ZTS ZOETIS INC 0.3%

Value $20.37M Shares 659,300 Est. Cost $29.32 Unrealized 0.0%

— ANADARKO PETROLEUM CORP 0.3%

Value $20.24M Shares 235,503 Est. Cost $85.93 Unrealized —

— SCORPIO TANKERS INC 0.3%

Value $19.89M Shares 2,215,324 Est. Cost $8.98 Unrealized —

MSFT MICROSOFT CORP 0.3%

Value $19.89M Shares 575,900 Est. Cost $26.70 Unrealized 0.0%

— CIENA CORP 0.3%

Value $19.83M Shares 15,300,000 Est. Cost $1.19 Unrealized —

PSA PUBLIC STORAGE 0.3%

Value $19.66M Shares 128,205 Est. Cost $97.16 Unrealized 0.0%

JPM JPMORGAN CHASE &; CO 0.3%

Value $19.56M Shares 370,500 Est. Cost — Unrealized —

T AT&;T INC 0.3%

Value $19.54M Shares 552,000 Est. Cost $11.40 Unrealized 0.0%

HAL HALLIBURTON CO 0.3%

Value $19.5M Shares 467,456 Est. Cost $33.21 Unrealized 0.0%

BMO BANK OF MONTREAL 0.3%

Value $19.06M Shares 312,500 Est. Cost — Unrealized —

PG PROCTER & GAMBLE CO/THE 0.3%

Value $18.89M Shares 245,300 Est. Cost $55.00 Unrealized 0.0%

— LIBERTY INTERACTIVE LLC 0.3%

Value $18.71M Shares 36,500,000 Est. Cost $0.51 Unrealized —

CVX CHEVRON CORP 0.3%

Value $18.44M Shares 155,784 Est. Cost $71.30 Unrealized 0.0%

SEIC SEI INVESTMENTS COMPANY 0.3%

Value $18.25M Shares 641,811 Est. Cost $24.76 Unrealized 0.0%

WMT WAL-MART STORES INC 0.3%

Value $18.21M Shares 244,400 Est. Cost $19.98 Unrealized 0.0%

T AT&;T INC 0.3%

Value $18.02M Shares 508,900 Est. Cost $11.40 Unrealized 0.0%

HUM HUMANA INC 0.3%

Value $17.87M Shares 211,744 Est. Cost $71.14 Unrealized 0.0%

— GENERAL ELECTRIC CO 0.3%

Value $17.84M Shares 769,400 Est. Cost — Unrealized —

MRK MERCK &; CO. INC. 0.3%

Value $17.76M Shares 382,300 Est. Cost — Unrealized —

CUBE CUBESMART 0.3%

Value $17.51M Shares 1,095,873 Est. Cost $15.98 Unrealized —

— GOOGLE INC-CL A 0.3%

Value $17.43M Shares 19,800 Est. Cost $880.60 Unrealized —

IBM INTL BUSINESS MACHINES CORP 0.3%

Value $17.37M Shares 90,900 Est. Cost — Unrealized —

WFC WELLS FARGO & CO 0.3%

Value $17.19M Shares 416,400 Est. Cost — Unrealized —

— PROSPECT CAPITAL CORP 0.3%

Value $17.07M Shares 15,707,000 Est. Cost $1.09 Unrealized —

— US AIRWAYS GROUP INC 0.2%

Value $16.46M Shares 1,002,700 Est. Cost $16.42 Unrealized —

— RAIT FINANCIAL TRUST 0.2%

Value $16.42M Shares 13,184,000 Est. Cost $1.25 Unrealized —

EVR EVERCORE PARTNERS INC-CL A 0.2%

Value $15.01M Shares 382,190 Est. Cost $29.51 Unrealized 0.0%

IVZ INVESCO LTD 0.2%

Value $14.88M Shares 468,000 Est. Cost $18.88 Unrealized 0.0%

— US AIRWAYS GROUP INC 0.2%

Value $14.82M Shares 902,700 Est. Cost $16.42 Unrealized —

JPM JPMORGAN CHASE &; CO 0.2%

Value $14.78M Shares 280,000 Est. Cost — Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.2%

Value $14.17M Shares 281,400 Est. Cost $27.04 Unrealized 0.0%

— APOLLO INVESTMENT CORP 0.2%

Value $14M Shares 1,809,317 Est. Cost $7.74 Unrealized —

CSCO CISCO SYSTEMS INC 0.2%

Value $13.99M Shares 574,800 Est. Cost — Unrealized —

— PRICELINE.COM INC 0.2%

Value $13.93M Shares 16,853 Est. Cost $826.68 Unrealized —

KO COCA-COLA CO/THE 0.2%

Value $13.83M Shares 344,800 Est. Cost $27.85 Unrealized 0.0%

— GOOGLE INC-CL A 0.2%

Value $13.73M Shares 15,600 Est. Cost $880.60 Unrealized —

CVX CHEVRON CORP 0.2%

Value $13.63M Shares 115,200 Est. Cost $71.30 Unrealized 0.0%

VZ VERIZON COMMUNICATIONS INC 0.2%

Value $13.62M Shares 270,600 Est. Cost $27.04 Unrealized 0.0%

— NOBLE ENERGY INC 0.2%

Value $13.2M Shares 219,779 Est. Cost $60.04 Unrealized —

— BIOMARIN PHARMACEUTICAL 0.2%

Value $13.09M Shares 4,700,000 Est. Cost $2.78 Unrealized —

— US AIRWAYS GROUP INC 0.2%

Value $13.04M Shares 793,900 Est. Cost $16.42 Unrealized —

BAC BANK OF AMERICA CORP 0.2%

Value $12.77M Shares 992,700 Est. Cost — Unrealized —

MRK MERCK &; CO. INC. 0.2%

Value $12.75M Shares 274,500 Est. Cost — Unrealized —

T AT&;T INC 0.2%

Value $12.54M Shares 354,314 Est. Cost $11.40 Unrealized 0.0%

PEP PEPSICO INC 0.2%

Value $12.47M Shares 152,500 Est. Cost $56.00 Unrealized 0.0%

AAPL APPLE INC 0.2%

Value $12.46M Shares 31,419 Est. Cost $13.16 Unrealized 0.0%

C CITIGROUP INC 0.2%

Value $12.35M Shares 257,500 Est. Cost — Unrealized —

HD HOME DEPOT INC 0.2%

Value $12.19M Shares 157,400 Est. Cost — Unrealized —

— AMERICAN CAMPUS COMMUNITIES 0.2%

Value $11.9M Shares 292,700 Est. Cost $40.66 Unrealized —

— DRESSER-RAND GROUP INC 0.2%

Value $11.8M Shares 196,821 Est. Cost $59.98 Unrealized —

LEN LENNAR CORP-A 0.2%

Value $11.75M Shares 326,011 Est. Cost $34.18 Unrealized 0.0%

INTC INTEL CORP 0.2%

Value $11.72M Shares 483,600 Est. Cost — Unrealized —

— MORGANS HOTEL GROUP CO 0.2%

Value $11.63M Shares 1,442,890 Est. Cost $8.06 Unrealized —

PEP PEPSICO INC 0.2%

Value $11.47M Shares 140,300 Est. Cost $56.00 Unrealized 0.0%

CMCSA COMCAST CORP-CLASS A 0.2%

Value $11.2M Shares 268,200 Est. Cost $15.62 Unrealized 0.0%

USB US BANCORP 0.2%

Value $11.16M Shares 308,800 Est. Cost $22.41 Unrealized 0.0%

DIS WALT DISNEY CO/THE 0.2%

Value $11.13M Shares 176,200 Est. Cost — Unrealized —

BRK/B BERKSHIRE HATHAWAY INC-CL B 0.2%

Value $11.1M Shares 99,200 Est. Cost — Unrealized —

BRK/B BERKSHIRE HATHAWAY INC-CL B 0.2%

Value $11.05M Shares 98,700 Est. Cost — Unrealized —

MRSH MARSH &; MCLENNAN COS 0.2%

Value $11M Shares 275,500 Est. Cost $31.19 Unrealized 0.0%

CSCO CISCO SYSTEMS INC 0.2%

Value $10.99M Shares 451,700 Est. Cost — Unrealized —

MAS MASCO CORP 0.2%

Value $10.96M Shares 562,300 Est. Cost $14.92 Unrealized 0.0%

QCOM QUALCOMM INC 0.2%

Value $10.94M Shares 179,000 Est. Cost $45.06 Unrealized 0.0%

KBH KB HOME 0.2%

Value $10.92M Shares 556,300 Est. Cost $19.18 Unrealized 0.0%

INTC INTEL CORP 0.2%

Value $10.83M Shares 447,000 Est. Cost — Unrealized —

— GENCORP INC 0.2%

Value $10.73M Shares 5,792,000 Est. Cost $1.85 Unrealized —

BAC BANK OF AMERICA CORP 0.2%

Value $10.58M Shares 822,600 Est. Cost — Unrealized —

C CITIGROUP INC 0.2%

Value $10.56M Shares 220,200 Est. Cost — Unrealized —

— COBALT INTERNATIONAL ENERGY 0.2%

Value $10.39M Shares 391,128 Est. Cost $26.57 Unrealized —

— CHINA MOBILE LTD-SPON ADR 0.2%

Value $10.35M Shares 200,000 Est. Cost — Unrealized —

— CHINA MOBILE LTD-SPON ADR 0.2%

Value $10.35M Shares 200,000 Est. Cost — Unrealized —

DIS WALT DISNEY CO/THE 0.2%

Value $10.28M Shares 162,800 Est. Cost — Unrealized —

— COLONY FINANCIAL INC 0.2%

Value $10.22M Shares 10,000,000 Est. Cost $1.02 Unrealized —

AMZN AMAZON.COM INC 0.1%

Value $9.996M Shares 36,000 Est. Cost — Unrealized —

BZH BEAZER HOMES USA INC 0.1%

Value $9.713M Shares 554,415 Est. Cost $18.22 Unrealized 0.0%

CMCSA COMCAST CORP-CLASS A 0.1%

Value $9.377M Shares 224,600 Est. Cost $15.62 Unrealized 0.0%

ORCL ORACLE CORP 0.1%

Value $9.323M Shares 303,600 Est. Cost $27.58 Unrealized 0.0%

BNS BANK OF NOVA SCOTIA 0.1%

Value $9.128M Shares 162,500 Est. Cost — Unrealized —

— HAWAIIAN TELCOM HOLDCO INC 0.1%

Value $9.082M Shares 361,003 Est. Cost $25.16 Unrealized —

HD HOME DEPOT INC 0.1%

Value $8.995M Shares 116,100 Est. Cost — Unrealized —

CNA CNA FINANCIAL CORP 0.1%

Value $8.921M Shares 273,473 Est. Cost $13.70 Unrealized 0.0%

QCOM QUALCOMM INC 0.1%

Value $8.914M Shares 145,900 Est. Cost $45.06 Unrealized 0.0%

GTLS CHART INDUSTRIES INC 0.1%

Value $8.736M Shares 92,843 Est. Cost $87.43 Unrealized 0.0%

— HORNBECK OFFSHORE SERVICES 0.1%

Value $8.675M Shares 162,146 Est. Cost $53.50 Unrealized —

— CIMAREX ENERGY CO 0.1%

Value $8.624M Shares 132,686 Est. Cost $65.00 Unrealized —

AMZN AMAZON.COM INC 0.1%

Value $8.58M Shares 30,900 Est. Cost — Unrealized —

— APACHE CORP 0.1%

Value $8.495M Shares 101,331 Est. Cost $83.83 Unrealized —

MCD MCDONALD'S CORP 0.1%

Value $8.426M Shares 85,100 Est. Cost $71.80 Unrealized 0.0%

WMT WAL-MART STORES INC 0.1%

Value $8.417M Shares 113,000 Est. Cost $19.98 Unrealized 0.0%

— UNITED TECHNOLOGIES CORP 0.1%

Value $8.15M Shares 87,700 Est. Cost — Unrealized —

— SUPERIOR ENERGY SERVICES INC 0.1%

Value $8.052M Shares 310,406 Est. Cost $25.94 Unrealized —

PM PHILIP MORRIS INTERNATIONAL 0.1%

Value $7.909M Shares 91,300 Est. Cost $49.85 Unrealized 0.0%

— PGT INC 0.1%

Value $7.886M Shares 909,635 Est. Cost $8.67 Unrealized —

PM PHILIP MORRIS INTERNATIONAL 0.1%

Value $7.873M Shares 90,900 Est. Cost $49.85 Unrealized 0.0%

MS MORGAN STANLEY 0.1%

Value $7.719M Shares 316,000 Est. Cost — Unrealized —

SLB SCHLUMBERGER LTD 0.1%

Value $7.652M Shares 106,800 Est. Cost $52.90 Unrealized 0.0%

— ACTAVIS INC 0.1%

Value $7.633M Shares 60,469 Est. Cost $126.23 Unrealized —

SLB SCHLUMBERGER LTD 0.1%

Value $7.602M Shares 106,100 Est. Cost $52.90 Unrealized 0.0%

— ASIAINFO-LINKAGE INC 0.1%

Value $7.424M Shares 643,297 Est. Cost $11.54 Unrealized —

MO ALTRIA GROUP INC 0.1%

Value $7.372M Shares 210,700 Est. Cost $16.28 Unrealized 0.0%

AXP AMERICAN EXPRESS CO 0.1%

Value $7.125M Shares 95,300 Est. Cost — Unrealized —

EARN ELLINGTON RESIDENTIAL MORTGA 0.1%

Value $7.116M Shares 398,658 Est. Cost $17.85 Unrealized —

AMGN AMGEN INC 0.1%

Value $7.094M Shares 71,900 Est. Cost $73.34 Unrealized 0.0%

GS GOLDMAN SACHS GROUP INC 0.1%

Value $7.064M Shares 46,700 Est. Cost — Unrealized —

SM SM ENERGY CO 0.1%

Value $7.063M Shares 117,757 Est. Cost $54.11 Unrealized 0.0%

SLRC SOLAR CAPITAL LTD 0.1%

Value $6.97M Shares 301,879 Est. Cost $7.36 Unrealized 0.0%

— ARES CAPITAL CORP 0.1%

Value $6.924M Shares 6,500,000 Est. Cost $1.07 Unrealized —

Value $6.889M Shares 63,000 Est. Cost — Unrealized —

AMGN AMGEN INC 0.1%

Value $6.848M Shares 69,400 Est. Cost $73.34 Unrealized 0.0%

— HEARTWARE INTERNATIONAL INC 0.1%

Value $6.783M Shares 71,320 Est. Cost $95.11 Unrealized —

ORCL ORACLE CORP 0.1%

Value $6.772M Shares 220,500 Est. Cost $27.58 Unrealized 0.0%

— SAFEGUARD SCIENTIFICS IN 0.1%

Value $6.635M Shares 6,000,000 Est. Cost $1.11 Unrealized —

HYG ISHARES IBOXX HIGH YIELD COR 0.1%

Value $6.622M Shares 72,860 Est. Cost $90.89 Unrealized —

— CHINA UNICOM HONG KONG-ADR 0.1%

Value $6.57M Shares 500,000 Est. Cost — Unrealized —

GILD GILEAD SCIENCES INC 0.1%

Value $6.401M Shares 124,800 Est. Cost $36.21 Unrealized 0.0%

— KOSMOS ENERGY LTD 0.1%

Value $6.393M Shares 629,213 Est. Cost $10.16 Unrealized —

AXP AMERICAN EXPRESS CO 0.1%

Value $6.392M Shares 85,500 Est. Cost — Unrealized —

OII OCEANEERING INTL INC 0.1%

Value $6.377M Shares 88,315 Est. Cost $69.83 Unrealized 0.0%

— MEMSIC INC 0.1%

Value $6.334M Shares 1,544,914 Est. Cost $4.10 Unrealized —

— CHEMED CORP 0.1%

Value $6.325M Shares 6,000,000 Est. Cost $1.05 Unrealized —

— UNITED TECHNOLOGIES CORP 0.1%

Value $6.263M Shares 67,400 Est. Cost — Unrealized —

— IPATH S&;P 500 VIX S/T FU ETN 0.1%

Value $6.214M Shares 300,000 Est. Cost $20.71 Unrealized —

— GULFMARK OFFSHORE INC-CL A 0.1%

Value $6.207M Shares 137,655 Est. Cost $45.09 Unrealized —

GILD GILEAD SCIENCES INC 0.1%

Value $6.191M Shares 120,700 Est. Cost $36.21 Unrealized 0.0%

— HEALTHSOUTH CORP 0.1%

Value $6.135M Shares 213,009 Est. Cost $28.80 Unrealized —

OXY OCCIDENTAL PETROLEUM CORP 0.1%

Value $6.132M Shares 68,700 Est. Cost — Unrealized —

MCD MCDONALD'S CORP 0.1%

Value $6.109M Shares 61,700 Est. Cost $71.80 Unrealized 0.0%

CTRA CABOT OIL &; GAS CORP 0.1%

Value $6.034M Shares 84,962 Est. Cost $24.86 Unrealized 0.0%

COP CONOCOPHILLIPS 0.1%

Value $5.931M Shares 98,000 Est. Cost $39.96 Unrealized 0.0%

COP CONOCOPHILLIPS 0.1%

Value $5.893M Shares 97,400 Est. Cost $39.96 Unrealized 0.0%

ARCC ARES CAPITAL CORP 0.1%

Value $5.875M Shares 341,598 Est. Cost $5.23 Unrealized 0.0%

Value $5.839M Shares 53,400 Est. Cost — Unrealized —

— LJ INTERNATIONAL INC 0.1%

Value $5.804M Shares 2,946,050 Est. Cost $1.93 Unrealized —

— SOUTHWESTERN ENERGY CO 0.1%

Value $5.797M Shares 158,696 Est. Cost $36.53 Unrealized —

ABBV ABBVIE INC 0.1%

Value $5.75M Shares 139,100 Est. Cost — Unrealized —

OXY OCCIDENTAL PETROLEUM CORP 0.1%

Value $5.676M Shares 63,600 Est. Cost — Unrealized —

UNP UNION PACIFIC CORP 0.1%

Value $5.647M Shares 36,600 Est. Cost — Unrealized —

UNP UNION PACIFIC CORP 0.1%

Value $5.647M Shares 36,600 Est. Cost — Unrealized —

CVS CVS CAREMARK CORP 0.1%

Value $5.598M Shares 97,900 Est. Cost — Unrealized —

CVS CVS CAREMARK CORP 0.1%

Value $5.593M Shares 97,800 Est. Cost — Unrealized —

PG PROCTER &; GAMBLE CO/THE 0.1%

Value $5.591M Shares 72,625 Est. Cost $55.00 Unrealized 0.0%

— PERFORMANT FINANCIAL CORP 0.1%

Value $5.586M Shares 482,017 Est. Cost $11.59 Unrealized —

GS GOLDMAN SACHS GROUP INC 0.1%

Value $5.551M Shares 36,700 Est. Cost — Unrealized —

KO COCA-COLA CO/THE 0.1%

Value $5.468M Shares 136,313 Est. Cost $27.85 Unrealized 0.0%

WMT WAL-MART STORES INC 0.1%

Value $5.444M Shares 73,080 Est. Cost $19.98 Unrealized 0.0%

— YONGYE INTERNATIONAL INC 0.1%

Value $5.437M Shares 1,016,095 Est. Cost $5.32 Unrealized —

— SPREADTRUM COMMUNICATI-ADR 0.1%

Value $5.349M Shares 203,773 Est. Cost $26.25 Unrealized —

— TAMINCO CORP 0.1%

Value $5.261M Shares 257,999 Est. Cost $20.39 Unrealized —

PM PHILIP MORRIS INTERNATIONAL 0.1%

Value $5.26M Shares 60,722 Est. Cost $49.85 Unrealized 0.0%

— STONE ENERGY CORP 0.1%

Value $5.242M Shares 237,966 Est. Cost $22.03 Unrealized —

V VISA INC-CLASS A SHARES 0.1%

Value $5.098M Shares 27,900 Est. Cost — Unrealized —

— QIWI PLC-SPONSORED ADR 0.1%

Value $5.068M Shares 218,411 Est. Cost $23.20 Unrealized —

— MOLSON COORS BREWING CO 0.1%

Value $5.031M Shares 5,000,000 Est. Cost $1.01 Unrealized —

V VISA INC-CLASS A SHARES 0.1%

Value $5.007M Shares 27,400 Est. Cost — Unrealized —

ORCL ORACLE CORP 0.1%

Value $4.954M Shares 161,302 Est. Cost $27.58 Unrealized 0.0%

— TRINA SOLAR LTD 0.1%

Value $4.945M Shares 5,000,000 Est. Cost $0.99 Unrealized —

MLCO MELCO CROWN ENTERTAINME-ADR 0.1%

Value $4.856M Shares 217,000 Est. Cost $22.36 Unrealized —

— WHITEWAVE FOODS CO-CL B 0.1%

Value $4.844M Shares 318,615 Est. Cost $15.20 Unrealized —

— PETROCHINA CO LTD -ADR 0.1%

Value $4.801M Shares 43,378 Est. Cost $110.68 Unrealized —

ABBV ABBVIE INC 0.1%

Value $4.77M Shares 115,400 Est. Cost — Unrealized —

BIDU BAIDU INC - SPON ADR 0.1%

Value $4.73M Shares 50,000 Est. Cost $94.60 Unrealized —

— NEW ORIENTAL EDUCATIO-SP ADR 0.1%

Value $4.524M Shares 204,273 Est. Cost $22.15 Unrealized —

GASS STEALTHGAS INC 0.1%

Value $4.387M Shares 398,810 Est. Cost $10.55 Unrealized 0.0%

RNR RENAISSANCERE HOLDINGS LTD 0.1%

Value $4.337M Shares 49,974 Est. Cost $88.61 Unrealized 0.0%

— XILINX INC 0.1%

Value $4.309M Shares 3,000,000 Est. Cost $1.44 Unrealized —

— MFA FINANCIAL INC 0.1%

Value $4.243M Shares 502,136 Est. Cost $8.45 Unrealized —

— BGS ACQUISITION CORP 0.1%

Value $4.165M Shares 411,500 Est. Cost $10.12 Unrealized —

— ALLEGHENY TECHNOLOGIES 0.1%

Value $4.137M Shares 4,000,000 Est. Cost $1.03 Unrealized —

CLDT CHATHAM LODGING TRUST 0.1%

Value $4.064M Shares 236,595 Est. Cost $17.18 Unrealized —

BMY BRISTOL-MYERS SQUIBB CO 0.1%

Value $3.978M Shares 89,000 Est. Cost — Unrealized —

EBAY EBAY INC 0.1%

Value $3.967M Shares 76,700 Est. Cost $20.18 Unrealized 0.0%

BMY BRISTOL-MYERS SQUIBB CO 0.1%

Value $3.951M Shares 88,400 Est. Cost — Unrealized —

CMCSA COMCAST CORP-CLASS A 0.1%

Value $3.901M Shares 93,443 Est. Cost $15.62 Unrealized 0.0%

— CHINA PETROLEUM &; CHEM-ADR 0.1%

Value $3.89M Shares 42,513 Est. Cost $91.50 Unrealized —

MO ALTRIA GROUP INC 0.1%

Value $3.852M Shares 110,100 Est. Cost $16.28 Unrealized 0.0%

— CATAMARAN CORP 0.1%

Value $3.846M Shares 78,893 Est. Cost $48.75 Unrealized —

— CIS ACQUISITION LTD-CLASS A 0.1%

Value $3.823M Shares 380,000 Est. Cost $10.06 Unrealized —

QCOM QUALCOMM INC 0.1%

Value $3.755M Shares 61,462 Est. Cost $45.06 Unrealized 0.0%

SONY SONY CORP-SPONSORED ADR 0.1%

Value $3.721M Shares 175,640 Est. Cost $21.19 Unrealized —

— KEY ENERGY SERVICES INC 0.1%

Value $3.713M Shares 624,042 Est. Cost $5.95 Unrealized —

— EXPRESS SCRIPTS HOLDING CO 0.1%

Value $3.696M Shares 59,867 Est. Cost $61.74 Unrealized —

— BIOAMBER INC 0.1%

Value $3.655M Shares 537,500 Est. Cost $6.80 Unrealized —

PGR PROGRESSIVE CORP 0.1%

Value $3.597M Shares 141,494 Est. Cost $17.04 Unrealized 0.0%

USB US BANCORP 0.1%

Value $3.591M Shares 99,300 Est. Cost $22.41 Unrealized 0.0%

GLD SPDR GOLD TRUST 0.1%

Value $3.574M Shares 30,000 Est. Cost — Unrealized —

— GLOBAL BRASS &; COPPER HOLDIN 0.1%

Value $3.574M Shares 269,900 Est. Cost $13.24 Unrealized —

GLD SPDR GOLD TRUST 0.1%

Value $3.574M Shares 30,000 Est. Cost — Unrealized —

— COLLABRIUM JAPAN ACQUISITION 0.1%

Value $3.536M Shares 350,011 Est. Cost $10.10 Unrealized —

— INVESTMENT TECHNOLOGY GROUP 0.1%

Value $3.495M Shares 250,000 Est. Cost — Unrealized —

— DRIL-QUIP INC 0.1%

Value $3.483M Shares 38,573 Est. Cost $90.30 Unrealized —

— BLACKROCK CORPORATE HY FD VI 0.1%

Value $3.462M Shares 289,026 Est. Cost $11.98 Unrealized —

— OMNICOM GROUP INC 0.1%

Value $3.444M Shares 3,000,000 Est. Cost $1.15 Unrealized —

— MARATHON OIL CORP 0.1%

Value $3.428M Shares 99,133 Est. Cost $34.58 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.0%

Value $3.351M Shares 66,571 Est. Cost $27.04 Unrealized 0.0%

SVA SINOVAC BIOTECH LTD 0.0%

Value $3.326M Shares 846,554 Est. Cost $3.72 Unrealized 0.0%

— NEW ORIENTAL EDUCATIO-SP ADR 0.0%

Value $3.323M Shares 150,000 Est. Cost $22.15 Unrealized —

UNH UNITEDHEALTH GROUP INC 0.0%

Value $3.274M Shares 50,000 Est. Cost — Unrealized —

UNH UNITEDHEALTH GROUP INC 0.0%

Value $3.268M Shares 49,900 Est. Cost — Unrealized —

AMGN AMGEN INC 0.0%

Value $3.247M Shares 32,908 Est. Cost $73.34 Unrealized 0.0%

EBAY EBAY INC 0.0%

Value $3.242M Shares 62,700 Est. Cost $20.18 Unrealized 0.0%

— IAC/INTERACTIVECORP 0.0%

Value $3.225M Shares 67,780 Est. Cost $47.58 Unrealized —

MLCO MELCO CROWN ENTERTAINME-ADR 0.0%

Value $3.207M Shares 143,426 Est. Cost $22.36 Unrealized —

MD MEDNAX INC 0.0%

Value $3.181M Shares 34,735 Est. Cost $44.76 Unrealized 0.0%

MMS MAXIMUS INC 0.0%

Value $3.123M Shares 41,930 Est. Cost $38.24 Unrealized 0.0%

— ARGO GROUP INTERNATIONAL 0.0%

Value $3.106M Shares 73,260 Est. Cost $42.40 Unrealized —

— ICONIX BRAND GROUP INC 0.0%

Value $3.097M Shares 105,300 Est. Cost $29.41 Unrealized —

SSNC SS&C TECHNOLOGIES HOLDINGS 0.0%

Value $3.018M Shares 91,732 Est. Cost $15.56 Unrealized 0.0%

— EDWARDS GROUP LTD-SPON ADR 0.0%

Value $2.998M Shares 352,727 Est. Cost $8.50 Unrealized —

PSEC PROSPECT CAPITAL CORP 0.0%

Value $2.97M Shares 274,978 Est. Cost $2.26 Unrealized 0.0%

— FIRST TRUST STRAT HIGH INC 2 0.0%

Value $2.961M Shares 188,042 Est. Cost $15.75 Unrealized —

— HEALTH INSURANCE INNOVATIO-A 0.0%

Value $2.893M Shares 275,000 Est. Cost $13.84 Unrealized —

— RED HAT INC 0.0%

Value $2.823M Shares 59,033 Est. Cost $47.82 Unrealized —

— HMS HOLDINGS CORP 0.0%

Value $2.785M Shares 119,556 Est. Cost $23.29 Unrealized —

— CAMPUS CREST COMMUNITIES INC 0.0%

Value $2.778M Shares 240,650 Est. Cost $11.54 Unrealized —

BA BOEING CO/THE 0.0%

Value $2.715M Shares 26,500 Est. Cost — Unrealized —

— WESTERN ASSET HIGH YIELD DEF 0.0%

Value $2.639M Shares 149,290 Est. Cost $17.68 Unrealized —

— FIRST TRUST HIGH INCOME LONG 0.0%

Value $2.596M Shares 147,826 Est. Cost $17.56 Unrealized —

— TETRAPHASE PHARMACEUTICALS I 0.0%

Value $2.557M Shares 363,667 Est. Cost $7.03 Unrealized —

— GOOGLE INC-CL A 0.0%

Value $2.537M Shares 2,881 Est. Cost $880.60 Unrealized —

CX CEMEX SAB-SPONS ADR PART CER 0.0%

Value $2.531M Shares 239,200 Est. Cost $10.58 Unrealized —

— UBIQUITI NETWORKS INC 0.0%

Value $2.52M Shares 143,698 Est. Cost $17.54 Unrealized —

— INFINITY CROSS BORDER ACQUIS 0.0%

Value $2.47M Shares 315,000 Est. Cost $7.84 Unrealized —

— AQUASITION CORP 0.0%

Value $2.469M Shares 249,900 Est. Cost $9.00 Unrealized —

— WESTERN ASSET HIGH INCOME OP 0.0%

Value $2.462M Shares 414,458 Est. Cost $5.94 Unrealized —

— SIMCERE PHARMACEUTICAL-ADR 0.0%

Value $2.411M Shares 254,299 Est. Cost $9.48 Unrealized —

— FIFTH STREET FINANCE CORP 0.0%

Value $2.399M Shares 229,569 Est. Cost $10.45 Unrealized —

— MARIN SOFTWARE INC 0.0%

Value $2.315M Shares 226,000 Est. Cost $10.24 Unrealized —

MCD MCDONALD'S CORP 0.0%

Value $2.307M Shares 23,302 Est. Cost $71.80 Unrealized 0.0%

— BLACKROCK CORPORATE HY FD 5 0.0%

Value $2.307M Shares 188,671 Est. Cost $12.23 Unrealized —

BA BOEING CO/THE 0.0%

Value $2.234M Shares 21,800 Est. Cost — Unrealized —

XOM EXXON MOBIL CORP 0.0%

Value $2.231M Shares 24,688 Est. Cost $53.69 Unrealized 0.0%

EBAY EBAY INC 0.0%

Value $2.215M Shares 42,824 Est. Cost $20.18 Unrealized 0.0%

— PACTERA TECHNOLOGY-ADR 0.0%

Value $2.192M Shares 324,612 Est. Cost $6.75 Unrealized —

— TOWERSTREAM CORP 0.0%

Value $2.191M Shares 859,041 Est. Cost $2.55 Unrealized —

— ADVANCED MICRO DEVICES 0.0%

Value $2.069M Shares 2,030,000 Est. Cost $1.02 Unrealized —

— PEOPLE'S UNITED FINANCIAL 0.0%

Value $2.069M Shares 138,856 Est. Cost $14.90 Unrealized —

— DFC GLOBAL CORP 0.0%

Value $1.948M Shares 141,000 Est. Cost $13.82 Unrealized —

— EDGEN GROUP INC 0.0%

Value $1.914M Shares 300,000 Est. Cost $6.38 Unrealized —

— AK STEEL HOLDING CORP 0.0%

Value $1.802M Shares 592,600 Est. Cost $3.04 Unrealized —

HASI HANNON ARMSTRONG SUSTAINABLE 0.0%

Value $1.782M Shares 150,000 Est. Cost $5.91 Unrealized 0.0%

— PERICOM SEMICONDUCTOR CORP 0.0%

Value $1.78M Shares 250,000 Est. Cost $7.12 Unrealized —

— MEDIVATION INC 0.0%

Value $1.727M Shares 35,100 Est. Cost $49.20 Unrealized —

LVS LAS VEGAS SANDS CORP 0.0%

Value $1.711M Shares 32,322 Est. Cost $38.99 Unrealized 0.0%

NTAP NETAPP INC 0.0%

Value $1.696M Shares 44,884 Est. Cost $26.74 Unrealized 0.0%

— CYAN INC 0.0%

Value $1.637M Shares 156,620 Est. Cost $10.45 Unrealized —

— RITE AID CORP 0.0%

Value $1.632M Shares 1,150,000 Est. Cost $1.42 Unrealized —

— INCONTACT INC 0.0%

Value $1.627M Shares 197,921 Est. Cost $8.22 Unrealized —

— WELLPOINT INC 0.0%

Value $1.621M Shares 19,798 Est. Cost $81.88 Unrealized —

— ST JUDE MEDICAL INC 0.0%

Value $1.598M Shares 35,021 Est. Cost $45.63 Unrealized —

— THORATEC CORP 0.0%

Value $1.591M Shares 50,802 Est. Cost $31.32 Unrealized —

— CAMELOT INFORMATION SYS-ADS 0.0%

Value $1.585M Shares 910,973 Est. Cost $1.74 Unrealized —

RY ROYAL BANK OF CANADA 0.0%

Value $1.554M Shares 25,361 Est. Cost $59.71 Unrealized 0.0%

— ECOTALITY INC (LEGENDED) 0.0%

Value $1.55M Shares 1,000,000 Est. Cost $1.55 Unrealized —

— QUICKSILVER RESOURCES INC 0.0%

Value $1.532M Shares 911,657 Est. Cost $1.68 Unrealized —

HOLX HOLOGIC INC 0.0%

Value $1.531M Shares 79,356 Est. Cost $20.89 Unrealized 0.0%

FFIV F5 NETWORKS INC 0.0%

Value $1.53M Shares 22,240 Est. Cost $76.95 Unrealized 0.0%

— ACTIVISION BLIZZARD INC 0.0%

Value $1.497M Shares 105,000 Est. Cost $14.26 Unrealized —

— CHART ACQUISITION CORP 0.0%

Value $1.494M Shares 148,400 Est. Cost $9.54 Unrealized —

CTSH COGNIZANT TECH SOLUTIONS-A 0.0%

Value $1.459M Shares 23,286 Est. Cost $29.46 Unrealized 0.0%

UPS UNITED PARCEL SERVICE-CL B 0.0%

Value $1.436M Shares 16,600 Est. Cost — Unrealized —

TTWO TAKE-TWO INTERACTIVE SOFTWRE 0.0%

Value $1.412M Shares 94,300 Est. Cost $15.66 Unrealized 0.0%

— ZYNGA INC - CL A 0.0%

Value $1.39M Shares 500,000 Est. Cost $2.78 Unrealized —

FSP FRANKLIN STREET PROPERTIES C 0.0%

Value $1.371M Shares 103,837 Est. Cost $13.20 Unrealized —

TITN TITAN MACHINERY INC 0.0%

Value $1.364M Shares 69,500 Est. Cost $22.00 Unrealized 0.0%

OFS OFS CAPITAL CORP 0.0%

Value $1.358M Shares 114,098 Est. Cost $12.74 Unrealized 0.0%

GBX GREENBRIER COMPANIES INC 0.0%

Value $1.304M Shares 53,488 Est. Cost $17.07 Unrealized 0.0%

— NEUBERGER BERMAN HIGH YIELD 0.0%

Value $1.289M Shares 100,567 Est. Cost $12.82 Unrealized —

ACIC UNITED INSURANCE HOLDINGS CO 0.0%

Value $1.259M Shares 180,229 Est. Cost $4.61 Unrealized 0.0%

KNOP KNOT OFFSHORE PARTNERS LP 0.0%

Value $1.241M Shares 56,345 Est. Cost $8.03 Unrealized 0.0%

— AMBIT BIOSCIENCES CORP 0.0%

Value $1.219M Shares 174,100 Est. Cost $7.00 Unrealized —

— BALTIC TRADING LTD 0.0%

Value $1.205M Shares 325,000 Est. Cost $3.71 Unrealized —

AIG AMERICAN INTERNATIONAL GROUP 0.0%

Value $1.202M Shares 26,900 Est. Cost — Unrealized —

AIG AMERICAN INTERNATIONAL GROUP 0.0%

Value $1.202M Shares 26,900 Est. Cost — Unrealized —

— NQ MOBILE INC - ADR 0.0%

Value $1.178M Shares 145,853 Est. Cost $8.08 Unrealized —

— ANDINA ACQUISITION CORP 0.0%

Value $1.163M Shares 116,944 Est. Cost $9.94 Unrealized —

— INLAND REAL ESTATE CORP 0.0%

Value $1.148M Shares 1,059,000 Est. Cost $1.08 Unrealized —

CAT CATERPILLAR INC 0.0%

Value $1.13M Shares 13,700 Est. Cost — Unrealized —

UPS UNITED PARCEL SERVICE-CL B 0.0%

Value $1.116M Shares 12,900 Est. Cost — Unrealized —

— MAST THERAPEUTICS INC 0.0%

Value $1.106M Shares 2,578,486 Est. Cost $0.51 Unrealized —

— WELLCARE HEALTH PLANS INC 0.0%

Value $1.105M Shares 19,889 Est. Cost $55.56 Unrealized —

— BROADSOFT INC 0.0%

Value $1.099M Shares 39,843 Est. Cost $27.58 Unrealized —

— BLUCORA INC 0.0%

Value $1.096M Shares 59,100 Est. Cost $18.54 Unrealized —

PHM PULTEGROUP INC 0.0%

Value $1.057M Shares 55,735 Est. Cost $17.74 Unrealized 0.0%

TMO THERMO FISHER SCIENTIFIC INC 0.0%

Value $1.044M Shares 12,339 Est. Cost $79.76 Unrealized 0.0%

— MEDTRONIC INC 0.0%

Value $1.023M Shares 19,882 Est. Cost $51.45 Unrealized —

— MGIC INVESTMENT CORP 0.0%

Value $1.02M Shares 1,000,000 Est. Cost $1.02 Unrealized —

— RACKSPACE HOSTING INC 0.0%

Value $1.012M Shares 26,697 Est. Cost $37.91 Unrealized —

— GLOBAL POWER EQUIPMENT GROUP 0.0%

Value $985K Shares 61,139 Est. Cost $16.11 Unrealized —

PEP PEPSICO INC 0.0%

Value $960K Shares 11,734 Est. Cost $56.00 Unrealized 0.0%

BKD BROOKDALE SENIOR LIVING INC 0.0%

Value $946K Shares 35,800 Est. Cost $27.55 Unrealized 0.0%

MO ALTRIA GROUP INC 0.0%

Value $927K Shares 26,502 Est. Cost $16.28 Unrealized 0.0%

BFAM BRIGHT HORIZONS FAMILY SOLUT 0.0%

Value $902K Shares 25,978 Est. Cost $29.87 Unrealized +13.0%

— BIOSCRIP INC 0.0%

Value $876K Shares 53,079 Est. Cost $16.50 Unrealized —

CIEN CIENA CORP 0.0%

Value $841K Shares 43,296 Est. Cost $16.65 Unrealized 0.0%

— MOSYS INC 0.0%

Value $834K Shares 207,349 Est. Cost $4.02 Unrealized —

— YINGLI GREEN ENERGY HOLD-ADR 0.0%

Value $821K Shares 253,505 Est. Cost $3.24 Unrealized —

— INFORMATICA CORP 0.0%

Value $810K Shares 23,162 Est. Cost $34.97 Unrealized —

— CONSTANT CONTACT INC 0.0%

Value $807K Shares 50,223 Est. Cost $16.07 Unrealized —

— SUNTECH POWER HLDGS CO 0.0%

Value $795K Shares 3,000,000 Est. Cost $0.27 Unrealized —

— WESTERN ASSET MANAGED HIGH Y 0.0%

Value $791K Shares 135,460 Est. Cost $5.84 Unrealized —

TTMI TTM TECHNOLOGIES 0.0%

Value $776K Shares 92,464 Est. Cost $7.77 Unrealized 0.0%

ADSK AUTODESK INC 0.0%

Value $776K Shares 22,877 Est. Cost $37.26 Unrealized 0.0%

GILD GILEAD SCIENCES INC 0.0%

Value $765K Shares 14,913 Est. Cost $36.21 Unrealized 0.0%

— QIHOO 360 TECHNOLOGY CO-ADR 0.0%

Value $738K Shares 15,972 Est. Cost $46.21 Unrealized —

— MANAGED HI YLD PLUS FUND INC 0.0%

Value $734K Shares 366,765 Est. Cost $2.00 Unrealized —

— HMS HOLDINGS CORP 0.0%

Value $699K Shares 30,000 Est. Cost $23.29 Unrealized —

— ISOFTSTONE HOLDINGS LTD-ADS 0.0%

Value $684K Shares 132,500 Est. Cost $5.16 Unrealized —

MSTR MICROSTRATEGY INC-CL A 0.0%

Value $662K Shares 7,614 Est. Cost $9.35 Unrealized 0.0%

— HELIOS ADVANTAGE INCOME FUND 0.0%

Value $645K Shares 77,625 Est. Cost $8.31 Unrealized —

— ALTISOURCE RESIDENTIAL CORP 0.0%

Value $612K Shares 36,654 Est. Cost $16.70 Unrealized —

FTNT FORTINET INC 0.0%

Value $606K Shares 34,636 Est. Cost $3.73 Unrealized 0.0%

— HELIOS MULTI-SECTOR HIGH INC 0.0%

Value $600K Shares 105,025 Est. Cost $5.71 Unrealized —

— EINSTEIN NOAH RESTAURANT GRO 0.0%

Value $599K Shares 42,188 Est. Cost $14.20 Unrealized —

— GIANT INTERACTIVE GROUP-ADR 0.0%

Value $599K Shares 74,790 Est. Cost $8.01 Unrealized —

TAL TAL EDUCATION GROUP- ADR 0.0%

Value $578K Shares 55,200 Est. Cost $10.47 Unrealized —

— ZHONGPIN INC 0.0%

Value $571K Shares 42,500 Est. Cost — Unrealized —

— TIBCO SOFTWARE INC 0.0%

Value $563K Shares 26,308 Est. Cost $21.40 Unrealized —

— QLIK TECHNOLOGIES INC 0.0%

Value $540K Shares 19,082 Est. Cost $28.30 Unrealized —

— MORGAN STANLEY EAST EUROPE 0.0%

Value $536K Shares 33,139 Est. Cost $16.17 Unrealized —

— JA SOLAR HOLDINGS CO LTD-ADR 0.0%

Value $533K Shares 74,000 Est. Cost $7.20 Unrealized —

— LE GAGA HOLDINGS LTD-ADR 0.0%

Value $528K Shares 142,950 Est. Cost $3.69 Unrealized —

UHS UNIVERSAL HEALTH SERVICES-B 0.0%

Value $527K Shares 7,866 Est. Cost $62.83 Unrealized 0.0%

— PROSPECT CAPITAL CORP 0.0%

Value $518K Shares 500,000 Est. Cost $1.04 Unrealized —

— DENALI FUND/THE 0.0%

Value $508K Shares 26,099 Est. Cost $19.46 Unrealized —

CAT CATERPILLAR INC 0.0%

Value $495K Shares 6,000 Est. Cost — Unrealized —

RLI RLI CORP 0.0%

Value $495K Shares 6,472 Est. Cost $11.16 Unrealized 0.0%

— EMERITUS CORP 0.0%

Value $452K Shares 19,474 Est. Cost $23.21 Unrealized —

— SINCLAIR BROADCAST GROUP -A 0.0%

Value $433K Shares 14,747 Est. Cost $29.36 Unrealized —

— HELIOS HIGH INCOME FUND INC 0.0%

Value $431K Shares 52,874 Est. Cost $8.15 Unrealized —

— CHANGYOU.COM LTD-ADR 0.0%

Value $426K Shares 14,000 Est. Cost $30.43 Unrealized —

— ROYCE FOCUS TRUST INC 0.0%

Value $400K Shares 57,342 Est. Cost $6.98 Unrealized —

— SILVER STANDARD RESOURCES 0.0%

Value $380K Shares 60,000 Est. Cost $6.33 Unrealized —

— ATLAS FINANCIAL HOLDINGS INC 0.0%

Value $378K Shares 42,209 Est. Cost $8.96 Unrealized —

— XUEDA EDUCATION GR-SPON ADR 0.0%

Value $362K Shares 111,467 Est. Cost $3.25 Unrealized —

— NUVEEN SELECT QUALTY MUNI FD 0.0%

Value $349K Shares 25,700 Est. Cost $13.58 Unrealized —

— UNIVERSAL BUSINESS PAYMENT S 0.0%

Value $334K Shares 111,234 Est. Cost $3.00 Unrealized —

— HOVNANIAN ENTERPRISES-A 0.0%

Value $321K Shares 57,220 Est. Cost $5.61 Unrealized —

— TRINA SOLAR LTD-SPON ADR 0.0%

Value $307K Shares 51,550 Est. Cost $5.96 Unrealized —

— BIOAMBER INC 0.0%

Value $293K Shares 532,000 Est. Cost $0.55 Unrealized —

— INVESCO QUALITY MUNI INC TR 0.0%

Value $270K Shares 22,300 Est. Cost $12.11 Unrealized —

MSFT MICROSOFT CORP 0.0%

Value $252K Shares 7,300 Est. Cost $26.70 Unrealized 0.0%

— SOHU.COM INC 0.0%

Value $246K Shares 4,000 Est. Cost $61.50 Unrealized —

— AIR METHODS CORP 0.0%

Value $246K Shares 7,265 Est. Cost $33.86 Unrealized —

COP CONOCOPHILLIPS 0.0%

Value $241K Shares 3,978 Est. Cost $39.96 Unrealized 0.0%

XMUIX BLACKROCK MUNI INTERM DURATI 0.0%

Value $234K Shares 15,884 Est. Cost $14.73 Unrealized —

— MACQUARIE GLOBAL INFR TOT RT 0.0%

Value $231K Shares 11,302 Est. Cost $20.44 Unrealized —

— PARKERVISION INC 0.0%

Value $228K Shares 50,000 Est. Cost $4.56 Unrealized —

— NUVEEN QUALITY INCOME MUNI 0.0%

Value $228K Shares 16,900 Est. Cost $13.49 Unrealized —

— CIS ACQUISITION LTD-CLASS A 0.0%

Value $225K Shares 774,600 Est. Cost $0.29 Unrealized —

— WUXI PHARMATECH CAYMAN-ADR 0.0%

Value $212K Shares 10,100 Est. Cost $20.99 Unrealized —

— INFINITY CROSS BORDER ACQUIS 0.0%

Value $199K Shares 315,000 Est. Cost $0.63 Unrealized —

— EATON VANCE NATIONAL MUNICIP 0.0%

Value $197K Shares 10,000 Est. Cost $19.70 Unrealized —

— MFS INVESTMENT GRADE MUNICIP 0.0%

Value $194K Shares 20,800 Est. Cost $9.33 Unrealized —

— NUVEEN MD PREMIUM INC MUNI 0.0%

Value $192K Shares 14,350 Est. Cost $13.38 Unrealized —

— NUVEEN MUNI ADVANTAGE FUND 0.0%

Value $186K Shares 13,800 Est. Cost $13.48 Unrealized —

— FEDERATED PREMIER INT MUNI 0.0%

Value $174K Shares 13,345 Est. Cost $13.04 Unrealized —

— BLUE WOLF MONGOLIA HOLDINGS 0.0%

Value $146K Shares 581,400 Est. Cost $0.25 Unrealized —

— BGS ACQUISITION CORP 0.0%

Value $135K Shares 676,000 Est. Cost $0.20 Unrealized —

— COLLABRIUM JAPAN ACQUISITION 0.0%

Value $109K Shares 350,000 Est. Cost $0.31 Unrealized —

— PROSPECT GLOBAL RESOURCES IN 0.0%

Value $81,000 Shares 1,003,211 Est. Cost $0.08 Unrealized —

— CHART ACQUISITION CORP 0.0%

Value $77,000 Shares 148,400 Est. Cost $0.44 Unrealized —

— ANDINA ACQUISITION CORP 0.0%

Value $71,000 Shares 295,100 Est. Cost $0.24 Unrealized —

— PRIME ACQUISITION CORP 0.0%

Value $68,000 Shares 181,000 Est. Cost $0.38 Unrealized —

— AQUASITION CORP 0.0%

Value $62,000 Shares 256,600 Est. Cost $0.03 Unrealized —

— NAUTILUS MARINE ACQUISITION 0.0%

Value $55,000 Shares 696,915 Est. Cost $0.08 Unrealized —

— CHINA XD PLASTICS CO LTD 0.0%

Value $53,000 Shares 13,000 Est. Cost $4.08 Unrealized —

— ARMOUR RESIDENTIAL REIT INC 0.0%

Value $50,000 Shares 5,036,672 Est. Cost $0.01 Unrealized —

— CHINA HYDROELECTRIC CP-ADS 0.0%

Value $22,000 Shares 649,292 Est. Cost $0.03 Unrealized —

— CRUMBS BAKE SHOP INC 0.0%

Value $9,000 Shares 95,609 Est. Cost $0.09 Unrealized —

— RESOLUTE ENERGY CORP 0.0%

Value $7,000 Shares 19,466 Est. Cost $0.36 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	4,893,800	$785M	11.6%	—	—	PUT	78462F103
SPY	SPDR S&P 500 ETF TRUST	1,450,000	$233M	3.4%	—	—	CALL	78462F103
—	LIFE TECHNOLOGIES CORP	2,721,400	$201M	3.0%	$74.00	—	CALL	53217V109
—	ANNALY CAPITAL MGMT	165,597,000	$167M	2.5%	$1.01	—	—	035710AB8
—	GENERAL MOTORS CO	9,577,705	$158M	2.3%	$16.49	—	—	37045V126
—	OCWEN FINANCIAL CORP	3,669,116	$151M	2.2%	$41.22	—	—	675746309
PFE	PFIZER INC	3,845,000	$108M	1.6%	$16.46	0.0%	PUT	717081103
—	AMERICAN CAPITAL LTD	7,557,950	$95.76M	1.4%	$12.67	—	—	02503Y103
—	VODAFONE GROUP PLC-SP ADR	3,066,500	$88.15M	1.3%	—	—	CALL	92857W209
AAPL	APPLE INC	215,100	$85.29M	1.3%	$13.16	0.0%	CALL	037833100
PFE	PFIZER INC	2,531,738	$70.91M	1.0%	$16.46	0.0%	—	717081103
—	KNIGHT CAPITAL GROUP INC	68,500,000	$68.16M	1.0%	$0.99	—	—	499005AE6
AAPL	APPLE INC	160,400	$63.6M	0.9%	$13.16	0.0%	PUT	037833100
—	AMERICAN CAPITAL MORTGAGE IN	3,503,152	$62.97M	0.9%	$17.97	—	—	02504A104
—	CYS INVESTMENTS INC	6,634,232	$61.1M	0.9%	$9.21	—	—	12673A108
—	SIGMA-ALDRICH	759,100	$61.05M	0.9%	—	—	CALL	826552101
—	SPRINT NEXTEL CORP	8,639,117	$60.65M	0.9%	$7.02	—	—	852061100
—	REDWOOD TRUST INC	57,700,000	$57.42M	0.8%	$1.10	—	—	758075AB1
EFA	ISHARES MSCI EAFE ETF	1,000,000	$57.3M	0.8%	—	—	PUT	464287465
—	ANWORTH MORTGAGE ASSET CORP	9,765,815	$54.69M	0.8%	$5.60	—	—	037347101
—	NEW RESIDENTIAL INVESTMENT	8,112,823	$54.68M	0.8%	$6.74	—	—	64828T102
—	WALTER INVESTMENT MANAGEMENT	1,598,486	$54.04M	0.8%	$33.81	—	—	93317W102
TD	TORONTO-DOMINION BANK	625,100	$52.8M	0.8%	—	—	PUT	891160509
—	GENERAL MOTORS CO	2,096,328	$50.31M	0.7%	$24.00	—	—	37045V118
JNJ	JOHNSON &; JOHNSON	584,600	$50.19M	0.7%	—	—	CALL	478160104
—	ARMOUR RESIDENTIAL REIT INC	10,418,348	$49.07M	0.7%	$4.71	—	—	042315101
—	CLEARWIRE CORP-CLASS A	9,290,032	$46.4M	0.7%	$4.99	—	—	18538Q105
—	GENERAL ELECTRIC CO	1,951,100	$45.25M	0.7%	—	—	CALL	369604103
LNC	LINCOLN NATIONAL CORP	1,239,293	$45.2M	0.7%	$22.50	0.0%	—	534187109
—	SUNTRUST BANKS INC	1,418,868	$44.8M	0.7%	$31.57	—	—	867914103
—	ANNALY CAPITAL MANAGEMENT IN	3,522,200	$44.27M	0.7%	—	—	CALL	035710409
—	SMITHFIELD FOODS INC	1,337,411	$43.8M	0.6%	$32.75	—	—	832248108
—	DOMINION RESOURCES INC	25,000,000	$42M	0.6%	$1.68	—	—	25746UAT6
—	AETNA INC	660,842	$41.99M	0.6%	$63.54	—	—	00817Y108
—	SANDISK CORP	687,237	$41.99M	0.6%	$61.10	—	—	80004C101
—	OFFICE DEPOT INC	10,431,229	$40.37M	0.6%	$3.87	—	—	676220106
XOM	EXXON MOBIL CORP	445,400	$40.24M	0.6%	$53.69	0.0%	CALL	30231G102
RY	ROYAL BANK OF CANADA	644,700	$39.51M	0.6%	$59.71	0.0%	PUT	780087102
CMA	COMERICA INC	984,066	$39.2M	0.6%	$24.17	0.0%	—	200340107
—	AMTRUST FINANCIAL SERVIC	26,900,000	$37.73M	0.6%	$1.42	—	—	032359AC5
—	PHH CORP	20,000,000	$36.06M	0.5%	$1.80	—	—	693320AQ6
—	DISCOVER FINANCIAL SERVICES	741,956	$35.35M	0.5%	$47.64	—	—	254709108
MHK	MOHAWK INDUSTRIES INC	309,538	$34.82M	0.5%	$112.71	0.0%	—	608190104
XOM	EXXON MOBIL CORP	380,900	$34.41M	0.5%	$53.69	0.0%	PUT	30231G102
—	LIFE TECHNOLOGIES CORP	462,012	$34.19M	0.5%	$74.00	—	—	53217V109
ZTS	ZOETIS INC	1,106,600	$34.18M	0.5%	$29.32	0.0%	PUT	98978V103
—	HEARTLAND PAYMENT SYSTEMS IN	903,477	$33.65M	0.5%	$37.25	—	—	42235N108
IBM	INTL BUSINESS MACHINES CORP	174,800	$33.41M	0.5%	—	—	CALL	459200101
—	CMS ENERGY CORP	16,685,000	$33.22M	0.5%	$1.99	—	—	125896BD1
—	NATL RETAIL PROPERTIES	24,455,000	$33.16M	0.5%	$1.36	—	—	637417AC0
—	TD AMERITRADE HOLDING CORP	1,361,071	$33.06M	0.5%	$24.29	—	—	87236Y108
PRU	PRUDENTIAL FINANCIAL INC	446,428	$32.6M	0.5%	$38.68	0.0%	—	744320102
FXI	ISHARES CHINA LARGE-CAP ETF	1,000,000	$32.52M	0.5%	—	—	CALL	464287184
—	WALTER INVESTMENT MGMT	31,138,000	$31.33M	0.5%	$1.01	—	—	93317WAA0
—	SPRINT NEXTEL CORP	4,383,000	$30.77M	0.5%	$7.02	—	CALL	852061100
—	TYSON FOODS INC	20,000,000	$30.66M	0.5%	$1.53	—	—	902494AP8
ZTS	ZOETIS INC	980,665	$30.29M	0.4%	$29.32	0.0%	—	98978V103
EFA	ISHARES MSCI EAFE ETF	500,100	$28.66M	0.4%	—	—	CALL	464287465
—	AMERICAN CAPITAL AGENCY CORP	1,237,138	$28.47M	0.4%	$23.01	—	—	02503X105
—	HOME LOAN SERVICING SOLUTION	1,177,882	$28.24M	0.4%	$23.97	—	—	G6648D109
—	TESLA MOTORS INC	25,000,000	$28.08M	0.4%	$1.12	—	—	88160RAA9
SLB	SCHLUMBERGER LTD	390,454	$27.98M	0.4%	$52.90	0.0%	—	806857108
—	PEOPLE'S UNITED FINANCIAL	1,800,000	$26.82M	0.4%	$14.90	—	PUT	712704105
MSFT	MICROSOFT CORP	740,400	$25.57M	0.4%	$26.70	0.0%	PUT	594918104
KO	COCA-COLA CO/THE	629,400	$25.25M	0.4%	$27.85	0.0%	CALL	191216100
—	ARBITRON INC	519,307	$24.12M	0.4%	$46.45	—	—	03875Q108
—	APOLLO RESIDENTIAL MORTGAGE	1,449,642	$23.89M	0.4%	$16.48	—	—	03763V102
ALL	ALLSTATE CORP	494,966	$23.82M	0.4%	$37.12	0.0%	—	020002101
—	MYLAN INC	10,000,000	$23.71M	0.3%	$2.37	—	—	628530AJ6
CM	CAN IMPERIAL BK OF COMMERCE	312,500	$23.33M	0.3%	—	—	PUT	136069101
CVX	CHEVRON CORP	195,800	$23.17M	0.3%	$71.30	0.0%	CALL	166764100
—	STERLITE INDUSTRIES LTD	23,700,000	$23.08M	0.3%	$0.97	—	—	859737AB4
XLF	FINANCIAL SELECT SECTOR SPDR	1,170,000	$22.75M	0.3%	—	—	PUT	81369Y605
EVTC	EVERTEC INC	1,021,043	$22.43M	0.3%	$17.87	0.0%	—	30040P103
WFC	WELLS FARGO & CO	542,000	$22.37M	0.3%	—	—	CALL	949746101
JNJ	JOHNSON &; JOHNSON	259,300	$22.26M	0.3%	—	—	PUT	478160104
USB	US BANCORP	606,550	$21.93M	0.3%	$22.41	0.0%	—	902973304
LOW	LOWE'S COS INC	533,200	$21.81M	0.3%	$32.16	0.0%	—	548661107
AVB	AVALONBAY COMMUNITIES INC	161,150	$21.74M	0.3%	$87.72	0.0%	—	053484101
PFE	PFIZER INC	752,400	$21.08M	0.3%	$16.46	0.0%	CALL	717081103
PG	PROCTER &; GAMBLE CO/THE	272,000	$20.94M	0.3%	$55.00	0.0%	CALL	742718109
—	IPATH S&;P 500 VIX S/T FU ETN	1,000,000	$20.71M	0.3%	$20.71	—	PUT	06740C188
—	IPATH S&;P 500 VIX S/T FU ETN	1,000,000	$20.71M	0.3%	$20.71	—	CALL	06740C188
TGT	TARGET CORP	300,000	$20.66M	0.3%	—	—	PUT	87612E106
ZTS	ZOETIS INC	659,300	$20.37M	0.3%	$29.32	0.0%	CALL	98978V103
—	ANADARKO PETROLEUM CORP	235,503	$20.24M	0.3%	$85.93	—	—	032511107
—	SCORPIO TANKERS INC	2,215,324	$19.89M	0.3%	$8.98	—	—	Y7542C106
MSFT	MICROSOFT CORP	575,900	$19.89M	0.3%	$26.70	0.0%	CALL	594918104
—	CIENA CORP	15,300,000	$19.83M	0.3%	$1.19	—	—	171779AK7
PSA	PUBLIC STORAGE	128,205	$19.66M	0.3%	$97.16	0.0%	—	74460D109
JPM	JPMORGAN CHASE &; CO	370,500	$19.56M	0.3%	—	—	CALL	46625H100
T	AT&;T INC	552,000	$19.54M	0.3%	$11.40	0.0%	CALL	00206R102
HAL	HALLIBURTON CO	467,456	$19.5M	0.3%	$33.21	0.0%	—	406216101
BMO	BANK OF MONTREAL	312,500	$19.06M	0.3%	—	—	PUT	063671101
PG	PROCTER & GAMBLE CO/THE	245,300	$18.89M	0.3%	$55.00	0.0%	PUT	742718109
—	LIBERTY INTERACTIVE LLC	36,500,000	$18.71M	0.3%	$0.51	—	—	530715AN1
CVX	CHEVRON CORP	155,784	$18.44M	0.3%	$71.30	0.0%	—	166764100
SEIC	SEI INVESTMENTS COMPANY	641,811	$18.25M	0.3%	$24.76	0.0%	—	784117103
WMT	WAL-MART STORES INC	244,400	$18.21M	0.3%	$19.98	0.0%	CALL	931142103
T	AT&;T INC	508,900	$18.02M	0.3%	$11.40	0.0%	PUT	00206R102
HUM	HUMANA INC	211,744	$17.87M	0.3%	$71.14	0.0%	—	444859102
—	GENERAL ELECTRIC CO	769,400	$17.84M	0.3%	—	—	PUT	369604103
MRK	MERCK &; CO. INC.	382,300	$17.76M	0.3%	—	—	CALL	58933Y105
CUBE	CUBESMART	1,095,873	$17.51M	0.3%	$15.98	—	—	229663109
—	GOOGLE INC-CL A	19,800	$17.43M	0.3%	$880.60	—	CALL	38259P508
IBM	INTL BUSINESS MACHINES CORP	90,900	$17.37M	0.3%	—	—	PUT	459200101
WFC	WELLS FARGO & CO	416,400	$17.19M	0.3%	—	—	PUT	949746101
—	PROSPECT CAPITAL CORP	15,707,000	$17.07M	0.3%	$1.09	—	—	74348TAC6
—	US AIRWAYS GROUP INC	1,002,700	$16.46M	0.2%	$16.42	—	PUT	90341W108
—	RAIT FINANCIAL TRUST	13,184,000	$16.42M	0.2%	$1.25	—	—	749227AA2
EVR	EVERCORE PARTNERS INC-CL A	382,190	$15.01M	0.2%	$29.51	0.0%	—	29977A105
IVZ	INVESCO LTD	468,000	$14.88M	0.2%	$18.88	0.0%	—	G491BT108
—	US AIRWAYS GROUP INC	902,700	$14.82M	0.2%	$16.42	—	—	90341W108
JPM	JPMORGAN CHASE &; CO	280,000	$14.78M	0.2%	—	—	PUT	46625H100
VZ	VERIZON COMMUNICATIONS INC	281,400	$14.17M	0.2%	$27.04	0.0%	CALL	92343V104
—	APOLLO INVESTMENT CORP	1,809,317	$14M	0.2%	$7.74	—	—	03761U106
CSCO	CISCO SYSTEMS INC	574,800	$13.99M	0.2%	—	—	CALL	17275R102
—	PRICELINE.COM INC	16,853	$13.93M	0.2%	$826.68	—	—	741503403
KO	COCA-COLA CO/THE	344,800	$13.83M	0.2%	$27.85	0.0%	PUT	191216100
—	GOOGLE INC-CL A	15,600	$13.73M	0.2%	$880.60	—	PUT	38259P508
CVX	CHEVRON CORP	115,200	$13.63M	0.2%	$71.30	0.0%	PUT	166764100
VZ	VERIZON COMMUNICATIONS INC	270,600	$13.62M	0.2%	$27.04	0.0%	PUT	92343V104
—	NOBLE ENERGY INC	219,779	$13.2M	0.2%	$60.04	—	—	655044105
—	BIOMARIN PHARMACEUTICAL	4,700,000	$13.09M	0.2%	$2.78	—	—	09061GAD3
—	US AIRWAYS GROUP INC	793,900	$13.04M	0.2%	$16.42	—	CALL	90341W108
BAC	BANK OF AMERICA CORP	992,700	$12.77M	0.2%	—	—	CALL	060505104
MRK	MERCK &; CO. INC.	274,500	$12.75M	0.2%	—	—	PUT	58933Y105
T	AT&;T INC	354,314	$12.54M	0.2%	$11.40	0.0%	—	00206R102
PEP	PEPSICO INC	152,500	$12.47M	0.2%	$56.00	0.0%	CALL	713448108
AAPL	APPLE INC	31,419	$12.46M	0.2%	$13.16	0.0%	—	037833100
C	CITIGROUP INC	257,500	$12.35M	0.2%	—	—	CALL	172967424
HD	HOME DEPOT INC	157,400	$12.19M	0.2%	—	—	CALL	437076102
—	AMERICAN CAMPUS COMMUNITIES	292,700	$11.9M	0.2%	$40.66	—	—	024835100
—	DRESSER-RAND GROUP INC	196,821	$11.8M	0.2%	$59.98	—	—	261608103
LEN	LENNAR CORP-A	326,011	$11.75M	0.2%	$34.18	0.0%	—	526057104
INTC	INTEL CORP	483,600	$11.72M	0.2%	—	—	CALL	458140100
—	MORGANS HOTEL GROUP CO	1,442,890	$11.63M	0.2%	$8.06	—	—	61748W108
PEP	PEPSICO INC	140,300	$11.47M	0.2%	$56.00	0.0%	PUT	713448108
CMCSA	COMCAST CORP-CLASS A	268,200	$11.2M	0.2%	$15.62	0.0%	CALL	20030N101
USB	US BANCORP	308,800	$11.16M	0.2%	$22.41	0.0%	CALL	902973304
DIS	WALT DISNEY CO/THE	176,200	$11.13M	0.2%	—	—	CALL	254687106
BRK/B	BERKSHIRE HATHAWAY INC-CL B	99,200	$11.1M	0.2%	—	—	CALL	084670702
BRK/B	BERKSHIRE HATHAWAY INC-CL B	98,700	$11.05M	0.2%	—	—	PUT	084670702
MRSH	MARSH &; MCLENNAN COS	275,500	$11M	0.2%	$31.19	0.0%	—	571748102
CSCO	CISCO SYSTEMS INC	451,700	$10.99M	0.2%	—	—	PUT	17275R102
MAS	MASCO CORP	562,300	$10.96M	0.2%	$14.92	0.0%	—	574599106
QCOM	QUALCOMM INC	179,000	$10.94M	0.2%	$45.06	0.0%	CALL	747525103
KBH	KB HOME	556,300	$10.92M	0.2%	$19.18	0.0%	—	48666K109
INTC	INTEL CORP	447,000	$10.83M	0.2%	—	—	PUT	458140100
—	GENCORP INC	5,792,000	$10.73M	0.2%	$1.85	—	—	368682AN0
BAC	BANK OF AMERICA CORP	822,600	$10.58M	0.2%	—	—	PUT	060505104
C	CITIGROUP INC	220,200	$10.56M	0.2%	—	—	PUT	172967424
—	COBALT INTERNATIONAL ENERGY	391,128	$10.39M	0.2%	$26.57	—	—	19075F106
—	CHINA MOBILE LTD-SPON ADR	200,000	$10.35M	0.2%	—	—	CALL	16941M109
—	CHINA MOBILE LTD-SPON ADR	200,000	$10.35M	0.2%	—	—	PUT	16941M109
DIS	WALT DISNEY CO/THE	162,800	$10.28M	0.2%	—	—	PUT	254687106
—	COLONY FINANCIAL INC	10,000,000	$10.22M	0.2%	$1.02	—	—	19624RAA4
AMZN	AMAZON.COM INC	36,000	$9.996M	0.1%	—	—	CALL	023135106
BZH	BEAZER HOMES USA INC	554,415	$9.713M	0.1%	$18.22	0.0%	—	07556Q881
CMCSA	COMCAST CORP-CLASS A	224,600	$9.377M	0.1%	$15.62	0.0%	PUT	20030N101
ORCL	ORACLE CORP	303,600	$9.323M	0.1%	$27.58	0.0%	CALL	68389X105
BNS	BANK OF NOVA SCOTIA	162,500	$9.128M	0.1%	—	—	PUT	064149107
—	HAWAIIAN TELCOM HOLDCO INC	361,003	$9.082M	0.1%	$25.16	—	—	420031106
HD	HOME DEPOT INC	116,100	$8.995M	0.1%	—	—	PUT	437076102
CNA	CNA FINANCIAL CORP	273,473	$8.921M	0.1%	$13.70	0.0%	—	126117100
QCOM	QUALCOMM INC	145,900	$8.914M	0.1%	$45.06	0.0%	PUT	747525103
GTLS	CHART INDUSTRIES INC	92,843	$8.736M	0.1%	$87.43	0.0%	—	16115Q308
—	HORNBECK OFFSHORE SERVICES	162,146	$8.675M	0.1%	$53.50	—	—	440543106
—	CIMAREX ENERGY CO	132,686	$8.624M	0.1%	$65.00	—	—	171798101
AMZN	AMAZON.COM INC	30,900	$8.58M	0.1%	—	—	PUT	023135106
—	APACHE CORP	101,331	$8.495M	0.1%	$83.83	—	—	037411105
MCD	MCDONALD'S CORP	85,100	$8.426M	0.1%	$71.80	0.0%	CALL	580135101
WMT	WAL-MART STORES INC	113,000	$8.417M	0.1%	$19.98	0.0%	PUT	931142103
—	UNITED TECHNOLOGIES CORP	87,700	$8.15M	0.1%	—	—	CALL	913017109
—	SUPERIOR ENERGY SERVICES INC	310,406	$8.052M	0.1%	$25.94	—	—	868157108
PM	PHILIP MORRIS INTERNATIONAL	91,300	$7.909M	0.1%	$49.85	0.0%	CALL	718172109
—	PGT INC	909,635	$7.886M	0.1%	$8.67	—	—	69336V101
PM	PHILIP MORRIS INTERNATIONAL	90,900	$7.873M	0.1%	$49.85	0.0%	PUT	718172109
MS	MORGAN STANLEY	316,000	$7.719M	0.1%	—	—	PUT	617446448
SLB	SCHLUMBERGER LTD	106,800	$7.652M	0.1%	$52.90	0.0%	CALL	806857108
—	ACTAVIS INC	60,469	$7.633M	0.1%	$126.23	—	—	00507K103
SLB	SCHLUMBERGER LTD	106,100	$7.602M	0.1%	$52.90	0.0%	PUT	806857108
—	ASIAINFO-LINKAGE INC	643,297	$7.424M	0.1%	$11.54	—	—	04518A104
MO	ALTRIA GROUP INC	210,700	$7.372M	0.1%	$16.28	0.0%	CALL	02209S103
AXP	AMERICAN EXPRESS CO	95,300	$7.125M	0.1%	—	—	CALL	025816109
EARN	ELLINGTON RESIDENTIAL MORTGA	398,658	$7.116M	0.1%	$17.85	—	—	288578107
AMGN	AMGEN INC	71,900	$7.094M	0.1%	$73.34	0.0%	CALL	031162100
GS	GOLDMAN SACHS GROUP INC	46,700	$7.064M	0.1%	—	—	CALL	38141G104
SM	SM ENERGY CO	117,757	$7.063M	0.1%	$54.11	0.0%	—	78454L100
SLRC	SOLAR CAPITAL LTD	301,879	$6.97M	0.1%	$7.36	0.0%	—	83413U100
—	ARES CAPITAL CORP	6,500,000	$6.924M	0.1%	$1.07	—	—	04010LAD5
MMM	3M CO	63,000	$6.889M	0.1%	—	—	CALL	88579Y101
AMGN	AMGEN INC	69,400	$6.848M	0.1%	$73.34	0.0%	PUT	031162100
—	HEARTWARE INTERNATIONAL INC	71,320	$6.783M	0.1%	$95.11	—	—	422368100
ORCL	ORACLE CORP	220,500	$6.772M	0.1%	$27.58	0.0%	PUT	68389X105
—	SAFEGUARD SCIENTIFICS IN	6,000,000	$6.635M	0.1%	$1.11	—	—	786449AJ7
HYG	ISHARES IBOXX HIGH YIELD COR	72,860	$6.622M	0.1%	$90.89	—	—	464288513
—	CHINA UNICOM HONG KONG-ADR	500,000	$6.57M	0.1%	—	—	CALL	16945R104
GILD	GILEAD SCIENCES INC	124,800	$6.401M	0.1%	$36.21	0.0%	CALL	375558103
—	KOSMOS ENERGY LTD	629,213	$6.393M	0.1%	$10.16	—	—	G5315B107
AXP	AMERICAN EXPRESS CO	85,500	$6.392M	0.1%	—	—	PUT	025816109
OII	OCEANEERING INTL INC	88,315	$6.377M	0.1%	$69.83	0.0%	—	675232102
—	MEMSIC INC	1,544,914	$6.334M	0.1%	$4.10	—	—	586264103
—	CHEMED CORP	6,000,000	$6.325M	0.1%	$1.05	—	—	16359RAC7
—	UNITED TECHNOLOGIES CORP	67,400	$6.263M	0.1%	—	—	PUT	913017109
—	IPATH S&;P 500 VIX S/T FU ETN	300,000	$6.214M	0.1%	$20.71	—	—	06740C188
—	GULFMARK OFFSHORE INC-CL A	137,655	$6.207M	0.1%	$45.09	—	—	402629208
GILD	GILEAD SCIENCES INC	120,700	$6.191M	0.1%	$36.21	0.0%	PUT	375558103
—	HEALTHSOUTH CORP	213,009	$6.135M	0.1%	$28.80	—	—	421924309
OXY	OCCIDENTAL PETROLEUM CORP	68,700	$6.132M	0.1%	—	—	CALL	674599105
MCD	MCDONALD'S CORP	61,700	$6.109M	0.1%	$71.80	0.0%	PUT	580135101
CTRA	CABOT OIL &; GAS CORP	84,962	$6.034M	0.1%	$24.86	0.0%	—	127097103
COP	CONOCOPHILLIPS	98,000	$5.931M	0.1%	$39.96	0.0%	CALL	20825C104
COP	CONOCOPHILLIPS	97,400	$5.893M	0.1%	$39.96	0.0%	PUT	20825C104
ARCC	ARES CAPITAL CORP	341,598	$5.875M	0.1%	$5.23	0.0%	—	04010L103
MMM	3M CO	53,400	$5.839M	0.1%	—	—	PUT	88579Y101
—	LJ INTERNATIONAL INC	2,946,050	$5.804M	0.1%	$1.93	—	—	G55312105
—	SOUTHWESTERN ENERGY CO	158,696	$5.797M	0.1%	$36.53	—	—	845467109
ABBV	ABBVIE INC	139,100	$5.75M	0.1%	—	—	CALL	00287Y109
OXY	OCCIDENTAL PETROLEUM CORP	63,600	$5.676M	0.1%	—	—	PUT	674599105
UNP	UNION PACIFIC CORP	36,600	$5.647M	0.1%	—	—	PUT	907818108
UNP	UNION PACIFIC CORP	36,600	$5.647M	0.1%	—	—	CALL	907818108
CVS	CVS CAREMARK CORP	97,900	$5.598M	0.1%	—	—	CALL	126650100
CVS	CVS CAREMARK CORP	97,800	$5.593M	0.1%	—	—	PUT	126650100
PG	PROCTER &; GAMBLE CO/THE	72,625	$5.591M	0.1%	$55.00	0.0%	—	742718109
—	PERFORMANT FINANCIAL CORP	482,017	$5.586M	0.1%	$11.59	—	—	71377E105
GS	GOLDMAN SACHS GROUP INC	36,700	$5.551M	0.1%	—	—	PUT	38141G104
KO	COCA-COLA CO/THE	136,313	$5.468M	0.1%	$27.85	0.0%	—	191216100
WMT	WAL-MART STORES INC	73,080	$5.444M	0.1%	$19.98	0.0%	—	931142103
—	YONGYE INTERNATIONAL INC	1,016,095	$5.437M	0.1%	$5.32	—	—	98607B106
—	SPREADTRUM COMMUNICATI-ADR	203,773	$5.349M	0.1%	$26.25	—	—	849415203
—	TAMINCO CORP	257,999	$5.261M	0.1%	$20.39	—	—	87509U106
PM	PHILIP MORRIS INTERNATIONAL	60,722	$5.26M	0.1%	$49.85	0.0%	—	718172109
—	STONE ENERGY CORP	237,966	$5.242M	0.1%	$22.03	—	—	861642106
V	VISA INC-CLASS A SHARES	27,900	$5.098M	0.1%	—	—	CALL	92826C839
—	QIWI PLC-SPONSORED ADR	218,411	$5.068M	0.1%	$23.20	—	—	74735M108
—	MOLSON COORS BREWING CO	5,000,000	$5.031M	0.1%	$1.01	—	—	60871RAA8
V	VISA INC-CLASS A SHARES	27,400	$5.007M	0.1%	—	—	PUT	92826C839
ORCL	ORACLE CORP	161,302	$4.954M	0.1%	$27.58	0.0%	—	68389X105
—	TRINA SOLAR LTD	5,000,000	$4.945M	0.1%	$0.99	—	—	89628EAA2
MLCO	MELCO CROWN ENTERTAINME-ADR	217,000	$4.856M	0.1%	$22.36	—	CALL	585464100
—	WHITEWAVE FOODS CO-CL B	318,615	$4.844M	0.1%	$15.20	—	—	966244204
—	PETROCHINA CO LTD -ADR	43,378	$4.801M	0.1%	$110.68	—	—	71646E100
ABBV	ABBVIE INC	115,400	$4.77M	0.1%	—	—	PUT	00287Y109
BIDU	BAIDU INC - SPON ADR	50,000	$4.73M	0.1%	$94.60	—	—	056752108
—	NEW ORIENTAL EDUCATIO-SP ADR	204,273	$4.524M	0.1%	$22.15	—	—	647581107
GASS	STEALTHGAS INC	398,810	$4.387M	0.1%	$10.55	0.0%	—	Y81669106
RNR	RENAISSANCERE HOLDINGS LTD	49,974	$4.337M	0.1%	$88.61	0.0%	—	G7496G103
—	XILINX INC	3,000,000	$4.309M	0.1%	$1.44	—	—	983919AF8
—	MFA FINANCIAL INC	502,136	$4.243M	0.1%	$8.45	—	—	55272X102
—	BGS ACQUISITION CORP	411,500	$4.165M	0.1%	$10.12	—	—	G1082J100
—	ALLEGHENY TECHNOLOGIES	4,000,000	$4.137M	0.1%	$1.03	—	—	01741RAD4
CLDT	CHATHAM LODGING TRUST	236,595	$4.064M	0.1%	$17.18	—	—	16208T102
BMY	BRISTOL-MYERS SQUIBB CO	89,000	$3.978M	0.1%	—	—	CALL	110122108
EBAY	EBAY INC	76,700	$3.967M	0.1%	$20.18	0.0%	CALL	278642103
BMY	BRISTOL-MYERS SQUIBB CO	88,400	$3.951M	0.1%	—	—	PUT	110122108
CMCSA	COMCAST CORP-CLASS A	93,443	$3.901M	0.1%	$15.62	0.0%	—	20030N101
—	CHINA PETROLEUM &; CHEM-ADR	42,513	$3.89M	0.1%	$91.50	—	—	16941R108
MO	ALTRIA GROUP INC	110,100	$3.852M	0.1%	$16.28	0.0%	PUT	02209S103
—	CATAMARAN CORP	78,893	$3.846M	0.1%	$48.75	—	—	148887102
—	CIS ACQUISITION LTD-CLASS A	380,000	$3.823M	0.1%	$10.06	—	—	G21490209
QCOM	QUALCOMM INC	61,462	$3.755M	0.1%	$45.06	0.0%	—	747525103
SONY	SONY CORP-SPONSORED ADR	175,640	$3.721M	0.1%	$21.19	—	—	835699307
—	KEY ENERGY SERVICES INC	624,042	$3.713M	0.1%	$5.95	—	—	492914106
—	EXPRESS SCRIPTS HOLDING CO	59,867	$3.696M	0.1%	$61.74	—	—	30219G108
—	BIOAMBER INC	537,500	$3.655M	0.1%	$6.80	—	—	09072Q106
PGR	PROGRESSIVE CORP	141,494	$3.597M	0.1%	$17.04	0.0%	—	743315103
USB	US BANCORP	99,300	$3.591M	0.1%	$22.41	0.0%	PUT	902973304
GLD	SPDR GOLD TRUST	30,000	$3.574M	0.1%	—	—	CALL	78463V107
—	GLOBAL BRASS &; COPPER HOLDIN	269,900	$3.574M	0.1%	$13.24	—	—	37953G103
GLD	SPDR GOLD TRUST	30,000	$3.574M	0.1%	—	—	PUT	78463V107
—	COLLABRIUM JAPAN ACQUISITION	350,011	$3.536M	0.1%	$10.10	—	—	G2266G102
—	INVESTMENT TECHNOLOGY GROUP	250,000	$3.495M	0.1%	—	—	CALL	46145F105
—	DRIL-QUIP INC	38,573	$3.483M	0.1%	$90.30	—	—	262037104
—	BLACKROCK CORPORATE HY FD VI	289,026	$3.462M	0.1%	$11.98	—	—	09255P107
—	OMNICOM GROUP INC	3,000,000	$3.444M	0.1%	$1.15	—	—	681919AV8
—	MARATHON OIL CORP	99,133	$3.428M	0.1%	$34.58	—	—	565849106
VZ	VERIZON COMMUNICATIONS INC	66,571	$3.351M	0.0%	$27.04	0.0%	—	92343V104
SVA	SINOVAC BIOTECH LTD	846,554	$3.326M	0.0%	$3.72	0.0%	—	P8696W104
—	NEW ORIENTAL EDUCATIO-SP ADR	150,000	$3.323M	0.0%	$22.15	—	PUT	647581107
UNH	UNITEDHEALTH GROUP INC	50,000	$3.274M	0.0%	—	—	CALL	91324P102
UNH	UNITEDHEALTH GROUP INC	49,900	$3.268M	0.0%	—	—	PUT	91324P102
AMGN	AMGEN INC	32,908	$3.247M	0.0%	$73.34	0.0%	—	031162100
EBAY	EBAY INC	62,700	$3.242M	0.0%	$20.18	0.0%	PUT	278642103
—	IAC/INTERACTIVECORP	67,780	$3.225M	0.0%	$47.58	—	—	44919P508
MLCO	MELCO CROWN ENTERTAINME-ADR	143,426	$3.207M	0.0%	$22.36	—	—	585464100
MD	MEDNAX INC	34,735	$3.181M	0.0%	$44.76	0.0%	—	58502B106
MMS	MAXIMUS INC	41,930	$3.123M	0.0%	$38.24	0.0%	—	577933104
—	ARGO GROUP INTERNATIONAL	73,260	$3.106M	0.0%	$42.40	—	—	G0464B107
—	ICONIX BRAND GROUP INC	105,300	$3.097M	0.0%	$29.41	—	—	451055107
SSNC	SS&C TECHNOLOGIES HOLDINGS	91,732	$3.018M	0.0%	$15.56	0.0%	—	78467J100
—	EDWARDS GROUP LTD-SPON ADR	352,727	$2.998M	0.0%	$8.50	—	—	281736108
PSEC	PROSPECT CAPITAL CORP	274,978	$2.97M	0.0%	$2.26	0.0%	—	74348T102
—	FIRST TRUST STRAT HIGH INC 2	188,042	$2.961M	0.0%	$15.75	—	—	337353304
—	HEALTH INSURANCE INNOVATIO-A	275,000	$2.893M	0.0%	$13.84	—	—	42225K106
—	RED HAT INC	59,033	$2.823M	0.0%	$47.82	—	—	756577102
—	HMS HOLDINGS CORP	119,556	$2.785M	0.0%	$23.29	—	—	40425J101
—	CAMPUS CREST COMMUNITIES INC	240,650	$2.778M	0.0%	$11.54	—	—	13466Y105
BA	BOEING CO/THE	26,500	$2.715M	0.0%	—	—	CALL	097023105
—	WESTERN ASSET HIGH YIELD DEF	149,290	$2.639M	0.0%	$17.68	—	—	95768B107
—	FIRST TRUST HIGH INCOME LONG	147,826	$2.596M	0.0%	$17.56	—	—	33738E109
—	TETRAPHASE PHARMACEUTICALS I	363,667	$2.557M	0.0%	$7.03	—	—	88165N105
—	GOOGLE INC-CL A	2,881	$2.537M	0.0%	$880.60	—	—	38259P508
CX	CEMEX SAB-SPONS ADR PART CER	239,200	$2.531M	0.0%	$10.58	—	—	151290889
—	UBIQUITI NETWORKS INC	143,698	$2.52M	0.0%	$17.54	—	—	90347A100
—	INFINITY CROSS BORDER ACQUIS	315,000	$2.47M	0.0%	$7.84	—	—	G4772R101
—	AQUASITION CORP	249,900	$2.469M	0.0%	$9.00	—	—	Y0192H103
—	WESTERN ASSET HIGH INCOME OP	414,458	$2.462M	0.0%	$5.94	—	—	95766K109
—	SIMCERE PHARMACEUTICAL-ADR	254,299	$2.411M	0.0%	$9.48	—	—	82859P104
—	FIFTH STREET FINANCE CORP	229,569	$2.399M	0.0%	$10.45	—	—	31678A103
—	MARIN SOFTWARE INC	226,000	$2.315M	0.0%	$10.24	—	—	56804T106
MCD	MCDONALD'S CORP	23,302	$2.307M	0.0%	$71.80	0.0%	—	580135101
—	BLACKROCK CORPORATE HY FD 5	188,671	$2.307M	0.0%	$12.23	—	—	09255N102
BA	BOEING CO/THE	21,800	$2.234M	0.0%	—	—	PUT	097023105
XOM	EXXON MOBIL CORP	24,688	$2.231M	0.0%	$53.69	0.0%	—	30231G102
EBAY	EBAY INC	42,824	$2.215M	0.0%	$20.18	0.0%	—	278642103
—	PACTERA TECHNOLOGY-ADR	324,612	$2.192M	0.0%	$6.75	—	—	695255109
—	TOWERSTREAM CORP	859,041	$2.191M	0.0%	$2.55	—	—	892000100
—	ADVANCED MICRO DEVICES	2,030,000	$2.069M	0.0%	$1.02	—	—	007903AL1
—	PEOPLE'S UNITED FINANCIAL	138,856	$2.069M	0.0%	$14.90	—	—	712704105
—	DFC GLOBAL CORP	141,000	$1.948M	0.0%	$13.82	—	—	23324T107
—	EDGEN GROUP INC	300,000	$1.914M	0.0%	$6.38	—	—	28014Q107
—	AK STEEL HOLDING CORP	592,600	$1.802M	0.0%	$3.04	—	—	001547108
HASI	HANNON ARMSTRONG SUSTAINABLE	150,000	$1.782M	0.0%	$5.91	0.0%	—	41068X100
—	PERICOM SEMICONDUCTOR CORP	250,000	$1.78M	0.0%	$7.12	—	—	713831105
—	MEDIVATION INC	35,100	$1.727M	0.0%	$49.20	—	—	58501N101
LVS	LAS VEGAS SANDS CORP	32,322	$1.711M	0.0%	$38.99	0.0%	—	517834107
NTAP	NETAPP INC	44,884	$1.696M	0.0%	$26.74	0.0%	—	64110D104
—	CYAN INC	156,620	$1.637M	0.0%	$10.45	—	—	23247W104
—	RITE AID CORP	1,150,000	$1.632M	0.0%	$1.42	—	—	767754BU7
—	INCONTACT INC	197,921	$1.627M	0.0%	$8.22	—	—	45336E109
—	WELLPOINT INC	19,798	$1.621M	0.0%	$81.88	—	—	94973V107
—	ST JUDE MEDICAL INC	35,021	$1.598M	0.0%	$45.63	—	—	790849103
—	THORATEC CORP	50,802	$1.591M	0.0%	$31.32	—	—	885175307
—	CAMELOT INFORMATION SYS-ADS	910,973	$1.585M	0.0%	$1.74	—	—	13322V105
RY	ROYAL BANK OF CANADA	25,361	$1.554M	0.0%	$59.71	0.0%	—	780087102
—	ECOTALITY INC (LEGENDED)	1,000,000	$1.55M	0.0%	$1.55	—	—	27922Y202
—	QUICKSILVER RESOURCES INC	911,657	$1.532M	0.0%	$1.68	—	—	74837R104
HOLX	HOLOGIC INC	79,356	$1.531M	0.0%	$20.89	0.0%	—	436440101
FFIV	F5 NETWORKS INC	22,240	$1.53M	0.0%	$76.95	0.0%	—	315616102
—	ACTIVISION BLIZZARD INC	105,000	$1.497M	0.0%	$14.26	—	—	00507V109
—	CHART ACQUISITION CORP	148,400	$1.494M	0.0%	$9.54	—	—	161151105
CTSH	COGNIZANT TECH SOLUTIONS-A	23,286	$1.459M	0.0%	$29.46	0.0%	—	192446102
UPS	UNITED PARCEL SERVICE-CL B	16,600	$1.436M	0.0%	—	—	CALL	911312106
TTWO	TAKE-TWO INTERACTIVE SOFTWRE	94,300	$1.412M	0.0%	$15.66	0.0%	—	874054109
—	ZYNGA INC - CL A	500,000	$1.39M	0.0%	$2.78	—	—	98986T108
FSP	FRANKLIN STREET PROPERTIES C	103,837	$1.371M	0.0%	$13.20	—	—	35471R106
TITN	TITAN MACHINERY INC	69,500	$1.364M	0.0%	$22.00	0.0%	—	88830R101
OFS	OFS CAPITAL CORP	114,098	$1.358M	0.0%	$12.74	0.0%	—	67103B100
GBX	GREENBRIER COMPANIES INC	53,488	$1.304M	0.0%	$17.07	0.0%	—	393657101
—	NEUBERGER BERMAN HIGH YIELD	100,567	$1.289M	0.0%	$12.82	—	—	64128C106
ACIC	UNITED INSURANCE HOLDINGS CO	180,229	$1.259M	0.0%	$4.61	0.0%	—	910710102
KNOP	KNOT OFFSHORE PARTNERS LP	56,345	$1.241M	0.0%	$8.03	0.0%	—	Y48125101
—	AMBIT BIOSCIENCES CORP	174,100	$1.219M	0.0%	$7.00	—	—	02318X100
—	BALTIC TRADING LTD	325,000	$1.205M	0.0%	$3.71	—	—	Y0553W103
AIG	AMERICAN INTERNATIONAL GROUP	26,900	$1.202M	0.0%	—	—	PUT	026874784
AIG	AMERICAN INTERNATIONAL GROUP	26,900	$1.202M	0.0%	—	—	CALL	026874784
—	NQ MOBILE INC - ADR	145,853	$1.178M	0.0%	$8.08	—	—	64118U108
—	ANDINA ACQUISITION CORP	116,944	$1.163M	0.0%	$9.94	—	—	G0440W100
—	INLAND REAL ESTATE CORP	1,059,000	$1.148M	0.0%	$1.08	—	—	457461AC5
CAT	CATERPILLAR INC	13,700	$1.13M	0.0%	—	—	CALL	149123101
UPS	UNITED PARCEL SERVICE-CL B	12,900	$1.116M	0.0%	—	—	PUT	911312106
—	MAST THERAPEUTICS INC	2,578,486	$1.106M	0.0%	$0.51	—	—	576314108
—	WELLCARE HEALTH PLANS INC	19,889	$1.105M	0.0%	$55.56	—	—	94946T106
—	BROADSOFT INC	39,843	$1.099M	0.0%	$27.58	—	—	11133B409
—	BLUCORA INC	59,100	$1.096M	0.0%	$18.54	—	—	095229100
PHM	PULTEGROUP INC	55,735	$1.057M	0.0%	$17.74	0.0%	—	745867101
TMO	THERMO FISHER SCIENTIFIC INC	12,339	$1.044M	0.0%	$79.76	0.0%	—	883556102
—	MEDTRONIC INC	19,882	$1.023M	0.0%	$51.45	—	—	585055106
—	MGIC INVESTMENT CORP	1,000,000	$1.02M	0.0%	$1.02	—	—	552848AD5
—	RACKSPACE HOSTING INC	26,697	$1.012M	0.0%	$37.91	—	—	750086100
—	GLOBAL POWER EQUIPMENT GROUP	61,139	$985K	0.0%	$16.11	—	—	37941P306
PEP	PEPSICO INC	11,734	$960K	0.0%	$56.00	0.0%	—	713448108
BKD	BROOKDALE SENIOR LIVING INC	35,800	$946K	0.0%	$27.55	0.0%	—	112463104
MO	ALTRIA GROUP INC	26,502	$927K	0.0%	$16.28	0.0%	—	02209S103
BFAM	BRIGHT HORIZONS FAMILY SOLUT	25,978	$902K	0.0%	$29.87	+13.0%	—	109194100
—	BIOSCRIP INC	53,079	$876K	0.0%	$16.50	—	—	09069N108
CIEN	CIENA CORP	43,296	$841K	0.0%	$16.65	0.0%	—	171779309
—	MOSYS INC	207,349	$834K	0.0%	$4.02	—	—	619718109
—	YINGLI GREEN ENERGY HOLD-ADR	253,505	$821K	0.0%	$3.24	—	—	98584B103
—	INFORMATICA CORP	23,162	$810K	0.0%	$34.97	—	—	45666Q102
—	CONSTANT CONTACT INC	50,223	$807K	0.0%	$16.07	—	—	210313102
—	SUNTECH POWER HLDGS CO	3,000,000	$795K	0.0%	$0.27	—	—	86800CAE4
—	WESTERN ASSET MANAGED HIGH Y	135,460	$791K	0.0%	$5.84	—	—	95766L107
TTMI	TTM TECHNOLOGIES	92,464	$776K	0.0%	$7.77	0.0%	—	87305R109
ADSK	AUTODESK INC	22,877	$776K	0.0%	$37.26	0.0%	—	052769106
GILD	GILEAD SCIENCES INC	14,913	$765K	0.0%	$36.21	0.0%	—	375558103
—	QIHOO 360 TECHNOLOGY CO-ADR	15,972	$738K	0.0%	$46.21	—	—	74734M109
—	MANAGED HI YLD PLUS FUND INC	366,765	$734K	0.0%	$2.00	—	—	561911108
—	HMS HOLDINGS CORP	30,000	$699K	0.0%	$23.29	—	CALL	40425J101
—	ISOFTSTONE HOLDINGS LTD-ADS	132,500	$684K	0.0%	$5.16	—	—	46489B108
MSTR	MICROSTRATEGY INC-CL A	7,614	$662K	0.0%	$9.35	0.0%	—	594972408
—	HELIOS ADVANTAGE INCOME FUND	77,625	$645K	0.0%	$8.31	—	—	42327W206
—	ALTISOURCE RESIDENTIAL CORP	36,654	$612K	0.0%	$16.70	—	—	02153W100
FTNT	FORTINET INC	34,636	$606K	0.0%	$3.73	0.0%	—	34959E109
—	HELIOS MULTI-SECTOR HIGH INC	105,025	$600K	0.0%	$5.71	—	—	42327Y202
—	EINSTEIN NOAH RESTAURANT GRO	42,188	$599K	0.0%	$14.20	—	—	28257U104
—	GIANT INTERACTIVE GROUP-ADR	74,790	$599K	0.0%	$8.01	—	—	374511103
TAL	TAL EDUCATION GROUP- ADR	55,200	$578K	0.0%	$10.47	—	—	874080104
—	ZHONGPIN INC	42,500	$571K	0.0%	—	—	PUT	98952K107
—	TIBCO SOFTWARE INC	26,308	$563K	0.0%	$21.40	—	—	88632Q103
—	QLIK TECHNOLOGIES INC	19,082	$540K	0.0%	$28.30	—	—	74733T105
—	MORGAN STANLEY EAST EUROPE	33,139	$536K	0.0%	$16.17	—	—	616988101
—	JA SOLAR HOLDINGS CO LTD-ADR	74,000	$533K	0.0%	$7.20	—	—	466090206
—	LE GAGA HOLDINGS LTD-ADR	142,950	$528K	0.0%	$3.69	—	—	521168104
UHS	UNIVERSAL HEALTH SERVICES-B	7,866	$527K	0.0%	$62.83	0.0%	—	913903100
—	PROSPECT CAPITAL CORP	500,000	$518K	0.0%	$1.04	—	—	74348TAK8
—	DENALI FUND/THE	26,099	$508K	0.0%	$19.46	—	—	24823A102
CAT	CATERPILLAR INC	6,000	$495K	0.0%	—	—	PUT	149123101
RLI	RLI CORP	6,472	$495K	0.0%	$11.16	0.0%	—	749607107
—	EMERITUS CORP	19,474	$452K	0.0%	$23.21	—	—	291005106
—	SINCLAIR BROADCAST GROUP -A	14,747	$433K	0.0%	$29.36	—	—	829226109
—	HELIOS HIGH INCOME FUND INC	52,874	$431K	0.0%	$8.15	—	—	42327X204
—	CHANGYOU.COM LTD-ADR	14,000	$426K	0.0%	$30.43	—	—	15911M107
—	ROYCE FOCUS TRUST INC	57,342	$400K	0.0%	$6.98	—	—	78080N108
—	SILVER STANDARD RESOURCES	60,000	$380K	0.0%	$6.33	—	—	82823L106
—	ATLAS FINANCIAL HOLDINGS INC	42,209	$378K	0.0%	$8.96	—	—	G06207115
—	XUEDA EDUCATION GR-SPON ADR	111,467	$362K	0.0%	$3.25	—	—	98418W109
—	NUVEEN SELECT QUALTY MUNI FD	25,700	$349K	0.0%	$13.58	—	—	670973106
—	UNIVERSAL BUSINESS PAYMENT S	111,234	$334K	0.0%	$3.00	—	—	913384103
—	HOVNANIAN ENTERPRISES-A	57,220	$321K	0.0%	$5.61	—	—	442487203
—	TRINA SOLAR LTD-SPON ADR	51,550	$307K	0.0%	$5.96	—	—	89628E104
—	BIOAMBER INC	532,000	$293K	0.0%	$0.55	—	—	09072Q114
—	INVESCO QUALITY MUNI INC TR	22,300	$270K	0.0%	$12.11	—	—	46133G107
MSFT	MICROSOFT CORP	7,300	$252K	0.0%	$26.70	0.0%	—	594918104
—	SOHU.COM INC	4,000	$246K	0.0%	$61.50	—	—	83408W103
—	AIR METHODS CORP	7,265	$246K	0.0%	$33.86	—	—	009128307
COP	CONOCOPHILLIPS	3,978	$241K	0.0%	$39.96	0.0%	—	20825C104
XMUIX	BLACKROCK MUNI INTERM DURATI	15,884	$234K	0.0%	$14.73	—	—	09253X102
—	MACQUARIE GLOBAL INFR TOT RT	11,302	$231K	0.0%	$20.44	—	—	55608D101
—	PARKERVISION INC	50,000	$228K	0.0%	$4.56	—	—	701354102
—	NUVEEN QUALITY INCOME MUNI	16,900	$228K	0.0%	$13.49	—	—	670977107
—	CIS ACQUISITION LTD-CLASS A	774,600	$225K	0.0%	$0.29	—	—	G21490118
—	WUXI PHARMATECH CAYMAN-ADR	10,100	$212K	0.0%	$20.99	—	—	929352102
—	INFINITY CROSS BORDER ACQUIS	315,000	$199K	0.0%	$0.63	—	—	G4772R119
—	EATON VANCE NATIONAL MUNICIP	10,000	$197K	0.0%	$19.70	—	—	27829L105
—	MFS INVESTMENT GRADE MUNICIP	20,800	$194K	0.0%	$9.33	—	—	59318B108
—	NUVEEN MD PREMIUM INC MUNI	14,350	$192K	0.0%	$13.38	—	—	67061Q107
—	NUVEEN MUNI ADVANTAGE FUND	13,800	$186K	0.0%	$13.48	—	—	67062H106
—	FEDERATED PREMIER INT MUNI	13,345	$174K	0.0%	$13.04	—	—	31423M105
—	BLUE WOLF MONGOLIA HOLDINGS	581,400	$146K	0.0%	$0.25	—	—	G11962118
—	BGS ACQUISITION CORP	676,000	$135K	0.0%	$0.20	—	—	G1082J118
—	COLLABRIUM JAPAN ACQUISITION	350,000	$109K	0.0%	$0.31	—	—	G2266G110
—	PROSPECT GLOBAL RESOURCES IN	1,003,211	$81,000	0.0%	$0.08	—	—	74348X103
—	CHART ACQUISITION CORP	148,400	$77,000	0.0%	$0.44	—	—	161151113
—	ANDINA ACQUISITION CORP	295,100	$71,000	0.0%	$0.24	—	—	G0440W126
—	PRIME ACQUISITION CORP	181,000	$68,000	0.0%	$0.38	—	—	G72436127
—	AQUASITION CORP	256,600	$62,000	0.0%	$0.03	—	—	Y0192H111
—	NAUTILUS MARINE ACQUISITION	696,915	$55,000	0.0%	$0.08	—	—	Y6255E119
—	CHINA XD PLASTICS CO LTD	13,000	$53,000	0.0%	$4.08	—	—	16948F107
—	ARMOUR RESIDENTIAL REIT INC	5,036,672	$50,000	0.0%	$0.01	—	—	042315119
—	CHINA HYDROELECTRIC CP-ADS	649,292	$22,000	0.0%	$0.03	—	—	G2112E145
—	CRUMBS BAKE SHOP INC	95,609	$9,000	0.0%	$0.09	—	—	228803110
—	RESOLUTE ENERGY CORP	19,466	$7,000	0.0%	$0.36	—	—	76116A116