Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	236,678	$43.71B	33.3%	$172483.00	—	ETF	78462F103
SPY	SPDR S&P 500 ETF TRUST	18,909	$26.2B	20.0%	$172483.00	—	Call	78462F103
SPY	SPDR S&P 500 ETF TRUST	859	$3.652B	2.8%	$172483.00	—	Put	78462F103
—	COMERICA INC-CW18	184,400	$3.513B	2.7%	$13700.00	—	WTS	200340115
—	PNC FINANCIAL SERVICES-CW18	185,674	$3.296B	2.5%	$15100.00	—	WTS	693475121
—	MARKET VECTORS GOLD MINERS	90,000	$1.902B	1.4%	$21130.00	—	ETF	57060U100
CAT	CATERPILLAR INC	17,350	$1.576B	1.2%	$62.36	+0.5%	COM	149123101
—	HCP INC	33,700	$1.224B	0.9%	$36320.00	—	COM	40414L109
—	UNITED TECHNOLOGIES CORP	10,600	$1.206B	0.9%	$113800.00	—	COM	913017109
—	BLACKROCK MUNICIPAL TARGET	70,405	$1.205B	0.9%	$17119.99	—	ETF	09257P105
—	PEOPLE'S UNITED FINANCIAL	76,800	$1.161B	0.9%	$15120.00	—	COM	712704105
EWZ	ISHARES MSCI BRAZIL CAPPED E	25,000	$1.117B	0.9%	$44680.00	—	ETF	464286400
—	AMR CORP	90,000	$1.025B	0.8%	$11390.00	—	COM	001765106
—	FIRST TRUST INTERMEDIATE DUR	44,300	$941M	0.7%	$21250.00	—	ETF	33718W103
—	CAPITAL ONE FINANCIAL C-CW18	25,000	$886M	0.7%	$24230.00	—	WTS	14040H139
—	CHIMERA INVESTMENT CORP	280,000	$868M	0.7%	$3000.00	—	COM	16934Q109
—	NUVEEN INTERMEDIATE DURATION	62,845	$723M	0.6%	$11509.99	—	ETF	670671106
—	RED HAT INC	12,800	$717M	0.5%	$56040.00	—	COM	756577102
MUB	ISHARES NATIONAL AMT-FREE MU	6,894	$715M	0.5%	$105039.89	—	ETF	464288414
—	JOY GLOBAL INC	12,200	$714M	0.5%	$58490.00	—	COM	481165108
BRO	BROWN & BROWN INC	22,000	$691M	0.5%	$14.08	0.0%	COM	115236101
DHI	DR HORTON INC	30,500	$681M	0.5%	$16.97	0.0%	COM	23331A109
—	ALLERGAN INC	6,100	$678M	0.5%	$111080.00	—	COM	018490102
TDC	TERADATA CORP	14,300	$651M	0.5%	$45.33	0.0%	COM	88076W103
DLR	DIGITAL REALTY TRUST INC	13,200	$648M	0.5%	$31.09	0.0%	COM	253868103
CCL	CARNIVAL CORP	15,800	$635M	0.5%	$29.26	0.0%	COM	143658300
—	CITRIX SYSTEMS INC	10,000	$633M	0.5%	$63250.00	—	COM	177376100
SCCO	SOUTHERN COPPER CORP	22,000	$632M	0.5%	$17.42	0.0%	COM	84265V105
—	NEUBERGER BERMAN MLP INCOME	32,460	$620M	0.5%	$19089.99	—	ETF	64129H104
—	CENTURYLINK INC	19,300	$615M	0.5%	$31850.00	—	COM	156700106
EXPE	EXPEDIA INC	8,800	$613M	0.5%	$54.93	0.0%	COM	30212P303
—	NUANCE COMMUNICATIONS INC	39,700	$603M	0.5%	$15200.00	—	COM	67020Y100
DDS	DILLARDS INC-CL A	6,200	$603M	0.5%	$64.16	0.0%	COM	254067101
IBM	INTL BUSINESS MACHINES CORP	3,200	$600M	0.5%	$114.46	-7.0%	COM	459200101
NEM	NEWMONT MINING CORP	26,000	$599M	0.5%	$20.86	-5.4%	COM	651639106
URBN	URBAN OUTFITTERS INC	16,100	$597M	0.5%	$37.45	0.0%	COM	917047102
VMI	VALMONT INDUSTRIES	3,900	$582M	0.4%	$141.23	0.0%	COM	920253101
—	DIAMOND OFFSHORE DRILLING	10,200	$581M	0.4%	$56920.00	—	COM	25271C102
—	COACH INC	10,300	$578M	0.4%	$56130.00	—	COM	189754104
—	ANNALY CAPITAL MANAGEMENT IN	57,700	$575M	0.4%	$9970.00	—	COM	035710409
CPT	CAMDEN PROPERTY TRUST	10,100	$574M	0.4%	$37.89	0.0%	COM	133131102
EXC	EXELON CORP	20,700	$567M	0.4%	$13.04	0.0%	COM	30161N101
ISRG	INTUITIVE SURGICAL INC	1,400	$538M	0.4%	$42.08	0.0%	COM	46120E602
CFR	CULLEN/FROST BANKERS INC	7,200	$536M	0.4%	$50.20	0.0%	COM	229899109
—	CBL & ASSOCIATES PROPERTIES	29,400	$528M	0.4%	$17960.00	—	COM	124830100
MCHP	MICROCHIP TECHNOLOGY INC	11,400	$510M	0.4%	$16.17	0.0%	COM	595017104
—	TCF FINANCIAL CORP-CW18	144,200	$476M	0.4%	$2020.00	—	WTS	872275128
ATR	APTARGROUP INC	6,700	$454M	0.3%	$53.66	0.0%	COM	038336103
GLPI	GAMING AND LEISURE PROPERTIE	8,300	$422M	0.3%	$50810.00	—	COM	36467J108
BAC	BANK OF AMERICA CORP	27,000	$420M	0.3%	$10.03	+16.5%	COM	060505104
—	DOUBLELINE INCOME SOLUTIONS	19,700	$415M	0.3%	$21090.00	—	ETF	258622109
—	NUVEEN FLOATING RT INC OPP	34,080	$415M	0.3%	$12179.99	—	ETF	6706EN100
—	DENTSPLY INTERNATIONAL INC	8,500	$412M	0.3%	$48480.00	—	COM	249030107
—	NUVEEN MORTGAGE OPPORTUNITY	17,720	$410M	0.3%	$23139.96	—	ETF	670735109
FOSL	FOSSIL GROUP INC	3,400	$408M	0.3%	$123.42	0.0%	COM	34988V106
NWSA	NEWS CORP - CLASS A	22,350	$403M	0.3%	$14.03	+8.0%	COM	65249B109
—	EATON VANCE FLOAT RT INC TR	25,915	$396M	0.3%	$15270.00	—	ETF	278279104
RPM	RPM INTERNATIONAL INC	9,500	$394M	0.3%	$38.93	0.0%	COM	749685103
ORI	OLD REPUBLIC INTL CORP	22,400	$387M	0.3%	$7.12	0.0%	COM	680223104
WFC	WELLS FARGO & CO	8,200	$372M	0.3%	$27.36	+12.4%	COM	949746101
—	MARKET VECTORS GOLD MINERS	1,609	$372M	0.3%	$21130.00	—	Call	57060U100
C	CITIGROUP INC	7,100	$370M	0.3%	$35.87	+5.0%	COM	172967424
BKH	BLACK HILLS CORP	6,400	$336M	0.3%	$33.02	0.0%	COM	092113109
—	SEARS HOLDINGS CORP	6,700	$329M	0.3%	$49040.00	—	COM	812350106
—	BROOKFIELD MORTGAGE OPPORTUN	19,000	$315M	0.2%	$16570.00	—	ETF	112792106
WST	WEST PHARMACEUTICAL SERVICES	6,400	$314M	0.2%	$44.20	0.0%	COM	955306105
MUSA	MURPHY USA INC	7,550	$314M	0.2%	$38.02	+8.4%	COM	626755102
JPM	JPMORGAN CHASE & CO	5,200	$304M	0.2%	$36.24	+9.4%	COM	46625H100
—	COHEN & STEERS LIMITED DURAT	13,360	$302M	0.2%	$22619.98	—	ETF	19248C105
FUL	H.B. FULLER CO.	5,200	$271M	0.2%	$41.82	0.0%	COM	359694106
—	GAMCO GLOBAL GOLD NATURAL RE	28,900	$261M	0.2%	$9020.00	—	ETF	36465A109
—	TWITTER INC	4,000	$255M	0.2%	$63650.00	—	COM	901167106
PMT	PENNYMAC MORTGAGE INVESTMENT	10,000	$230M	0.2%	$21050.00	—	COM	70931T103
MSFT	MICROSOFT CORP	6,129	$229M	0.2%	$30.02	0.0%	COM	594918104
—	WGL HOLDINGS INC	5,600	$224M	0.2%	$40060.00	—	COM	92924F106
—	INVESCO MORTGAGE CAPITAL	15,000	$220M	0.2%	$16560.00	—	COM	46131B100
—	ING EMERGING MARKETS HIGH DI	18,330	$215M	0.2%	$11749.97	—	ETF	45685X104
AAL	AMERICAN AIRLINES GROUP INC	300	$208M	0.2%	$21.78	0.0%	Call	02376R102
AAL	AMERICAN AIRLINES GROUP INC	398	$207M	0.2%	$21.78	0.0%	Put	02376R102
—	GAMCO NATURAL RESOURCES GOLD	20,585	$206M	0.2%	$10019.97	—	ETF	36465E101
—	FLAHERTY & CRUMRINE DYNAMIC	9,820	$202M	0.2%	$20529.94	—	ETF	33848W106
MUR	MURPHY OIL CORP	3,100	$201M	0.2%	$37.73	+7.0%	COM	626717102
—	INVESCO TRUST FOR INVESTMEN	15,740	$192M	0.1%	$12179.99	—	ETF	46131M106
—	INVESCO AD MIT II	18,120	$191M	0.1%	$10519.98	—	ETF	46132E103
—	CYS INVESTMENTS INC	25,700	$190M	0.1%	$7410.00	—	COM	12673A108
—	WESTERN ASSET EMERGING MARKE	16,060	$190M	0.1%	$11839.98	—	ETF	95766E103
—	HUDSON CITY BANCORP INC	18,900	$178M	0.1%	$9175.00	—	COM	443683107
—	COLE REAL ESTATE INVESTMENT	12,600	$177M	0.1%	$14040.00	—	COM	19329V105
—	OFFICE DEPOT INC	33,200	$176M	0.1%	$5290.00	—	COM	676220106
—	WALTER ENERGY INC	10,300	$171M	0.1%	$16630.00	—	COM	93317Q105
—	AEROPOSTALE INC	18,700	$170M	0.1%	$9090.00	—	COM	007865108
—	FUSION-IO INC	18,500	$165M	0.1%	$8910.00	—	COM	36112J107
—	MOLYCORP INC	28,800	$162M	0.1%	$5620.00	—	COM	608753109
HL	HECLA MINING CO	51,500	$159M	0.1%	$2.96	-3.5%	COM	422704106
—	ALPHA NATURAL RESOURCES INC	21,400	$153M	0.1%	$7140.00	—	COM	02076X102
—	BLACKROCK MUNIHOLDINGS QU II	12,580	$152M	0.1%	$12089.98	—	ETF	09254C107
—	DFC GLOBAL CORP	13,250	$152M	0.1%	$11449.96	—	COM	23324T107
INFIQ	INFINITY PHARMACEUTICALS INC	10,900	$151M	0.1%	$14.12	0.0%	COM	45665G303
—	DWS MULTI-MARKET INCOME TRUS	16,025	$150M	0.1%	$9389.95	—	ETF	23338L108
EEM	ISHARES MSCI EMERGING MARKET	3,600	$150M	0.1%	$38500.00	—	ETF	464287234
—	ATLANTIC POWER CORP	43,000	$150M	0.1%	$3480.00	—	COM	04878Q863
—	HEALTH MGMT ASSOCIATES INC-A	11,400	$149M	0.1%	$13100.00	—	COM	421933102
—	NII HOLDINGS INC	54,300	$149M	0.1%	$2750.00	—	COM	62913F201
CDE	COEUR MINING INC	13,700	$149M	0.1%	$11.27	0.0%	COM	192108504
ACCO	ACCO BRANDS CORP	22,100	$149M	0.1%	$4.44	0.0%	COM	00081T108
EZPW	EZCORP INC-CL A	12,700	$148M	0.1%	$13.27	0.0%	COM	302301106
—	INVESCO MUNICIPAL OPPORTUNI	12,610	$148M	0.1%	$11709.99	—	ETF	46132C107
—	IXIA	10,900	$145M	0.1%	$13310.00	—	COM	45071R109
—	CAMPUS CREST COMMUNITIES INC	15,300	$144M	0.1%	$9410.00	—	COM	13466Y105
—	ARMOUR RESIDENTIAL REIT INC	35,700	$143M	0.1%	$4010.00	—	COM	042315101
—	ARCH COAL INC	32,100	$143M	0.1%	$4450.00	—	COM	039380100
—	ANWORTH MORTGAGE ASSET CORP	33,600	$141M	0.1%	$4210.00	—	COM	037347101
—	GASTAR EXPLORATION INC	20,200	$140M	0.1%	$6920.00	—	COM	36729W202
—	EARTHLINK HOLDINGS CORP	27,500	$139M	0.1%	$5068.98	—	COM	27033X101
—	BIOSCRIP INC	18,800	$139M	0.1%	$7400.00	—	COM	09069N108
—	HALCON RESOURCES CORP	35,734	$138M	0.1%	$3859.99	—	COM	40537Q209
—	SWIFT ENERGY CO	10,200	$138M	0.1%	$13500.00	—	COM	870738101
KEY	KEYCORP	10,100	$136M	0.1%	$8.05	0.0%	COM	493267108
HBAN	HUNTINGTON BANCSHARES INC	13,700	$132M	0.1%	$5.68	0.0%	COM	446150104
—	GIANT INTERACTIVE GROUP-ADR	10,300	$116M	0.1%	$11240.00	—	COM	374511103
EXTR	EXTREME NETWORKS INC	15,800	$110M	0.1%	$6.21	0.0%	COM	30226D106
—	EMULEX CORP	15,300	$110M	0.1%	$7160.00	—	COM	292475209
—	SHANDA GAMES LTD-SPONS ADR	23,100	$106M	0.1%	$3910.00	—	COM	81941U105
EEM	ISHARES MSCI EMERGING MARKET	36	$99.36M	0.1%	$38500.00	—	Put	464287234
EEM	ISHARES MSCI EMERGING MARKET	500	$98.75M	0.1%	$38500.00	—	Call	464287234
—	SIRIUS XM HOLDINGS INC	27,500	$95.97M	0.1%	$3490.00	—	COM	82968B103
—	ABRAXAS PETROLEUM CORP	29,400	$95.87M	0.1%	$3260.99	—	COM	003830106
—	PARKER DRILLING CO	11,400	$92.68M	0.1%	$5700.00	—	COM	701081101
AMKR	AMKOR TECHNOLOGY INC	15,000	$91.95M	0.1%	$4.97	0.0%	COM	031652100
—	RITE AID CORP	18,000	$91.08M	0.1%	$3552.56	—	COM	767754104
—	RF MICRO DEVICES INC	16,400	$84.62M	0.1%	$5345.00	—	COM	749941100
—	SUPERVALU INC	11,200	$81.65M	0.1%	$7290.00	—	COM	868536103
—	YONGYE INTERNATIONAL INC	12,400	$79.36M	0.1%	$5320.00	—	COM	98607B106
AAL	AMERICAN AIRLINES GROUP INC	3,000	$75.75M	0.1%	$21.78	0.0%	COM	02376R102
—	MFS INTERMEDIATE INC TRUST	13,200	$68.38M	0.1%	$5180.00	—	ETF	55273C107
—	CREDIT SUISSE ASSET MGMT INC	13,905	$49.5M	0.0%	$3559.94	—	ETF	224916106
—	VALLEY NATIONAL BANCORP-CW18	76,000	$41.88M	0.0%	$700.00	—	WTS	919794131
—	CAMELOT INFORMATION SYS-ADS	20,500	$41M	0.0%	$2000.00	—	COM	13322V105
—	QUICKSILVER RESOURCES INC	11,000	$33.77M	0.0%	$3070.00	—	COM	74837R104
—	DENDREON CORP	10,500	$31.39M	0.0%	$2990.00	—	COM	24823Q107
—	SANOFI CVR	75,800	$25.77M	0.0%	$1900.00	—	COM	80105N113
—	STR HOLDINGS INC	11,900	$18.68M	0.0%	$1570.00	—	COM	78478V100
IYR	ISHARES US REAL ESTATE ETF	245	$490K	0.0%	—	—	Call	464287739