Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	251,821	$47.09B	26.6%	$173356.58	—	ETF	78462F103
SPY	SPDR S&P 500 ETF TRUST	37,729	$36.4B	20.6%	$173356.58	—	Call	78462F103
SPY	SPDR S&P 500 ETF TRUST	25,332	$29.25B	16.5%	$173356.58	—	Put	78462F103
—	PNC FINANCIAL SERVICES-CW18	185,674	$4.382B	2.5%	$15100.00	—	WTS	693475121
—	TWENTY-FIRST CENTURY FOX - B	140,500	$4.372B	2.5%	$31120.00	—	COM	90130A200
—	COMERICA INC-CW18	184,400	$4.131B	2.3%	$13700.00	—	WTS	200340115
—	TYCO INTERNATIONAL LTD	56,500	$2.396B	1.4%	$42400.00	—	COM	902124106
—	COMCAST CORP-SPECIAL CL A	40,000	$1.951B	1.1%	$48770.00	—	COM	20030N200
MCD	MCDONALD'S CORP	17,600	$1.725B	1.0%	$70.27	0.0%	COM	580135101
CVX	CHEVRON CORP	14,500	$1.724B	1.0%	$70.36	0.0%	COM	166764100
PG	PROCTER & GAMBLE CO/THE	21,300	$1.717B	1.0%	$56.51	0.0%	COM	742718109
ABT	ABBOTT LABORATORIES	41,000	$1.579B	0.9%	$30.73	0.0%	COM	002824100
ESS	ESSEX PROPERTY TRUST INC	8,900	$1.513B	0.9%	$110.41	0.0%	COM	297178105
FDX	FEDEX CORP	8,800	$1.167B	0.7%	$115.12	0.0%	COM	31428X106
—	CAPITAL ONE FINANCIAL C-CW18	25,000	$884M	0.5%	$24230.00	—	WTS	14040H139
—	CHIMERA INVESTMENT CORP	280,000	$857M	0.5%	$3000.00	—	COM	16934Q109
—	BLACKROCK MUNICIPAL TARGET	44,305	$845M	0.5%	$17119.99	—	ETF	09257P105
—	FIRST TRUST INTERMEDIATE DUR	38,000	$841M	0.5%	$21250.00	—	ETF	33718W103
—	LIBERTY GLOBAL PLC-SERIES C	20,000	$814M	0.5%	$40710.00	—	COM	530555309
DE	DEERE & CO	8,500	$772M	0.4%	$70.10	0.0%	COM	244199105
MUB	ISHARES NATIONAL AMT-FREE MU	6,894	$738M	0.4%	$105039.89	—	ETF	464288414
—	NUVEEN INTERMEDIATE DURATION	54,845	$656M	0.4%	$11509.99	—	ETF	670671106
CSCO	CISCO SYSTEMS INC	28,400	$637M	0.4%	$15.30	0.0%	COM	17275R102
VZ	VERIZON COMMUNICATIONS INC	13,300	$633M	0.4%	$25.87	0.0%	COM	92343V104
—	LINN CO LLC	21,824	$590M	0.3%	$27049.99	—	COM	535782106
—	NEUBERGER BERMAN MLP INCOME	32,460	$585M	0.3%	$19089.99	—	ETF	64129H104
TRV	TRAVELERS COS INC/THE	6,800	$579M	0.3%	$64.62	0.0%	COM	89417E109
IYR	ISHARES US REAL ESTATE ETF	8,200	$555M	0.3%	$67670.00	—	ETF	464287739
M	MACY'S INC	9,200	$545M	0.3%	$55.60	0.0%	COM	55616P104
—	DISCOVERY COMMUNICATIONS-C	7,000	$539M	0.3%	$77060.00	—	COM	25470F302
—	EMULEX CORP	67,700	$500M	0.3%	$7338.02	—	COM	292475209
BAC	BANK OF AMERICA CORP	27,600	$475M	0.3%	$10.10	+31.3%	COM	060505104
DAL	DELTA AIR LINES INC	13,600	$471M	0.3%	$27.96	0.0%	COM	247361702
—	TCF FINANCIAL CORP-CW18	144,200	$463M	0.3%	$2020.00	—	WTS	872275128
—	NUVEEN MORTGAGE OPPORTUNITY	17,720	$416M	0.2%	$23139.96	—	ETF	670735109
—	NUVEEN FLOATING RT INC OPP	34,080	$416M	0.2%	$12179.99	—	ETF	6706EN100
MU	MICRON TECHNOLOGY INC	17,500	$414M	0.2%	$23.18	0.0%	COM	595112103
WFC	WELLS FARGO & CO	8,200	$408M	0.2%	$27.36	+22.1%	COM	949746101
—	EATON VANCE FLOAT RT INC TR	25,915	$407M	0.2%	$15270.00	—	ETF	278279104
GAP	GAP INC/THE	9,300	$373M	0.2%	$27.08	0.0%	COM	364760108
OMC	OMNICOM GROUP	5,000	$363M	0.2%	$49.73	0.0%	COM	681919106
—	ENLINK MIDSTREAM LLC	10,500	$356M	0.2%	$33940.00	—	COM	29336T100
URI	UNITED RENTALS INC	3,700	$351M	0.2%	$82.10	0.0%	COM	911363109
—	TRW AUTOMOTIVE HOLDINGS CORP	4,300	$351M	0.2%	$81620.00	—	COM	87264S106
—	NEW MEDIA INVESTMENT GROUP	23,100	$347M	0.2%	$15020.00	—	COM	64704V106
GME	GAMESTOP CORP-CLASS A	8,400	$345M	0.2%	$6.93	0.0%	COM	36467W109
—	JOHNSON CONTROLS INC	7,200	$341M	0.2%	$47320.00	—	COM	478366107
OGS	ONE GAS INC	9,300	$334M	0.2%	$34.23	0.0%	COM	68235P108
—	STARWOOD WAYPOINT RESIDE	11,243	$324M	0.2%	$28789.91	—	COM	85571W109
—	BROOKFIELD MORTGAGE OPPORTUN	19,000	$320M	0.2%	$16570.00	—	ETF	112792106
—	NEWCASTLE INVESTMENT CORP	67,800	$319M	0.2%	$4700.00	—	COM	65105M108
JPM	JPMORGAN CHASE & CO	5,200	$316M	0.2%	$36.24	+16.1%	COM	46625H100
—	LABORATORY CRP OF AMER HLDGS	3,200	$314M	0.2%	$98210.00	—	COM	50540R409
—	FOREST LABORATORIES INC	3,385	$312M	0.2%	$92269.72	—	COM	345838106
LMT	LOCKHEED MARTIN CORP	1,900	$310M	0.2%	$113.36	0.0%	COM	539830109
GNW	GENWORTH FINANCIAL INC-CL A	17,400	$309M	0.2%	$16.05	0.0%	COM	37247D106
HII	HUNTINGTON INGALLS INDUSTRIE	3,000	$307M	0.2%	$78.33	0.0%	COM	446413106
MUSA	MURPHY USA INC	7,550	$306M	0.2%	$38.02	+3.4%	COM	626755102
AIZ	ASSURANT INC	4,300	$279M	0.2%	$51.93	0.0%	COM	04621X108
C	CITIGROUP INC	5,700	$271M	0.2%	$35.87	+3.4%	COM	172967424
MPC	MARATHON PETROLEUM CORP	3,100	$270M	0.2%	$30.73	0.0%	COM	56585A102
UIS	UNISYS CORP	8,700	$265M	0.1%	$32.24	0.0%	COM	909214306
—	UNIT CORP	4,000	$262M	0.1%	$65380.00	—	COM	909218109
—	AETNA INC	3,460	$259M	0.1%	$74969.95	—	COM	00817Y108
PMT	PENNYMAC MORTGAGE INVESTMENT	10,800	$258M	0.1%	$21261.11	—	COM	70931T103
—	AMR CORP	22,500	$256M	0.1%	$11390.00	—	COM	001765106
CROX	CROCS INC	16,100	$251M	0.1%	$15.31	0.0%	COM	227046109
—	GANNETT CO	9,100	$251M	0.1%	$27600.00	—	COM	364730101
—	INVESCO MORTGAGE CAPITAL	15,000	$247M	0.1%	$16560.00	—	COM	46131B100
—	DOMTAR CORP	2,200	$247M	0.1%	$112220.00	—	COM	257559203
—	MARVELL TECHNOLOGY GROUP LTD	15,400	$243M	0.1%	$15750.00	—	COM	G5876H105
—	COHEN & STEERS LIMITED DURAT	10,160	$242M	0.1%	$22619.98	—	ETF	19248C105
—	XEROX CORP	21,065	$238M	0.1%	$11299.98	—	COM	984121103
ILMN	ILLUMINA INC	1,600	$238M	0.1%	$146.95	0.0%	COM	452327109
ICE	INTERCONTINENTALEXCHANGE GRO	1,200	$237M	0.1%	$36.26	0.0%	COM	45866F104
—	DIRECTV	3,101	$237M	0.1%	$76419.87	—	COM	25490A309
NOC	NORTHROP GRUMMAN CORP	1,900	$234M	0.1%	$97.12	0.0%	COM	666807102
—	TECH DATA CORP	3,800	$232M	0.1%	$60960.00	—	COM	878237106
—	WESTERN REFINING INC	6,000	$232M	0.1%	$38600.00	—	COM	959319104
DOV	DOVER CORP	2,800	$229M	0.1%	$50.30	0.0%	COM	260003108
TSN	TYSON FOODS INC-CL A	5,000	$220M	0.1%	$29.21	0.0%	COM	902494103
—	VOYA EMERGING MARKETS HIGH I	18,330	$219M	0.1%	$11949.97	—	ETF	92912P108
GLPI	GAMING AND LEISURE PROPERTIE	6,000	$219M	0.1%	$50810.00	—	COM	36467J108
—	MARKET VECTORS OIL SERVICE E	4,300	$216M	0.1%	$50330.00	—	ETF	57060U191
—	SMITH & WESSON HOLDING CORP	14,800	$216M	0.1%	$14620.00	—	COM	831756101
UNM	UNUM GROUP	6,100	$215M	0.1%	$34.13	0.0%	COM	91529Y106
THG	HANOVER INSURANCE GROUP INC/	3,500	$215M	0.1%	$42.06	0.0%	COM	410867105
—	ALTISOURCE ASSET MANAGEMENT	200	$215M	0.1%	$1074650.00	—	COM	02153X108
KFY	KORN/FERRY INTERNATIONAL	7,200	$214M	0.1%	$22.02	0.0%	COM	500643200
—	GAMCO NATURAL RESOURCES GOLD	20,585	$213M	0.1%	$10019.97	—	ETF	36465E101
—	COMPUTER SCIENCES CORP	3,500	$213M	0.1%	$60820.00	—	COM	205363104
NFLX	NETFLIX INC	600	$211M	0.1%	$5.73	0.0%	COM	64110L106
ANDE	ANDERSONS INC/THE	3,500	$207M	0.1%	$44.15	0.0%	COM	034164103
SNX	SYNNEX CORP	3,400	$206M	0.1%	$26.30	0.0%	COM	87162W100
—	COCA-COLA ENTERPRISES	4,300	$205M	0.1%	$47760.00	—	COM	19122T109
KR	KROGER CO	4,700	$205M	0.1%	$15.90	0.0%	COM	501044101
—	COMMONWEALTH REIT	7,800	$205M	0.1%	$26300.00	—	COM	203233101
DLX	DELUXE CORP	3,900	$205M	0.1%	$32.31	0.0%	COM	248019101
—	HEALTH NET INC	6,000	$204M	0.1%	$34010.00	—	COM	42222G108
—	AMTRUST FINANCIAL SERVICES	5,386	$203M	0.1%	$37609.91	—	COM	032359309
VLO	VALERO ENERGY CORP	3,800	$202M	0.1%	$32.81	0.0%	COM	91913Y100
—	QUESTCOR PHARMACEUTICALS	3,100	$201M	0.1%	$64930.00	—	COM	74835Y101
—	WESTERN ASSET EMERGING MARKE	16,060	$198M	0.1%	$11839.98	—	ETF	95766E103
—	AMERICAN REALTY CAPITAL PROP	13,770	$193M	0.1%	$14019.97	—	COM	02917T104
—	SUPERVALU INC	27,900	$191M	0.1%	$7020.65	—	COM	868536103
—	OFFICE DEPOT INC	46,188	$191M	0.1%	$4963.81	—	COM	676220106
—	HUDSON CITY BANCORP INC	18,900	$186M	0.1%	$9175.00	—	COM	443683107
—	RDA MICROELECTRON-SPON ADR	10,100	$181M	0.1%	$17930.00	—	COM	749394102
SANM	SANMINA CORP	10,300	$180M	0.1%	$16.76	0.0%	COM	801056102
—	MERITOR INC	14,200	$174M	0.1%	$12250.00	—	COM	59001K100
—	INOVIO PHARMACEUTICALS INC	50,900	$169M	0.1%	$3330.00	—	COM	45773H102
—	INVESCO AD MIT II	14,820	$163M	0.1%	$10519.98	—	ETF	46132E103
HBAN	HUNTINGTON BANCSHARES INC	16,300	$163M	0.1%	$5.74	+5.3%	COM	446150104
—	BROCADE COMMUNICATIONS SYS	15,300	$162M	0.1%	$10610.00	—	COM	111621306
—	BLACKROCK MUNIHOLDINGS QU II	12,580	$160M	0.1%	$12089.98	—	ETF	09254C107
—	DEAN FOODS CO	10,300	$159M	0.1%	$15460.00	—	COM	242370203
—	DWS MULTI-MARKET INCOME TRUS	16,025	$152M	0.1%	$9389.95	—	ETF	23338L108
—	SELECT MEDICAL HOLDINGS CORP	11,600	$144M	0.1%	$12450.00	—	COM	816196109
—	WILSHIRE BANCORP INC	13,000	$144M	0.1%	$11100.00	—	COM	97186T108
RF	REGIONS FINANCIAL CORP	12,900	$143M	0.1%	$7.08	0.0%	COM	7591EP100
—	AVID TECHNOLOGY INC	22,500	$137M	0.1%	$6100.00	—	COM	05367P100
—	RITE AID CORP	20,900	$131M	0.1%	$3929.62	—	COM	767754104
—	RF MICRO DEVICES INC	16,400	$129M	0.1%	$5345.00	—	COM	749941100
PSEC	PROSPECT CAPITAL CORP	11,600	$125M	0.1%	$2.55	0.0%	COM	74348T102
—	SYNERGY RESOURCES CORP	11,200	$120M	0.1%	$10750.00	—	COM	87164P103
—	TICC CAPITAL CORP	12,300	$120M	0.1%	$9780.00	—	COM	87244T109
—	GIANT INTERACTIVE GROUP-ADR	10,300	$119M	0.1%	$11240.00	—	COM	374511103
—	CALLON PETROLEUM CO	12,700	$106M	0.1%	$8370.00	—	COM	13123X102
—	ORGANOVO HOLDINGS INC	13,100	$100M	0.1%	$7640.00	—	COM	68620A104
—	APOLLO INVESTMENT CORP	11,800	$98.06M	0.1%	$8310.00	—	COM	03761U106
MTG	MGIC INVESTMENT CORP	11,100	$94.57M	0.1%	$8.70	0.0%	COM	552848103
—	ATMEL CORP	11,000	$91.96M	0.1%	$8360.00	—	COM	049513104
—	SHANDA GAMES LTD-SPONS ADR	14,100	$91.51M	0.1%	$3910.00	—	COM	81941U105
—	NEURALSTEM INC	21,700	$90.92M	0.1%	$4190.00	—	COM	64127R302
—	SIRIUS XM HOLDINGS INC	27,500	$88M	0.0%	$3490.00	—	COM	82968B103
—	YONGYE INTERNATIONAL INC	12,400	$84.44M	0.0%	$5320.00	—	COM	98607B106
—	PARKER DRILLING CO	11,400	$80.83M	0.0%	$5700.00	—	COM	701081101
—	QUICKLOGIC CORP	15,100	$78.67M	0.0%	$5210.00	—	COM	74837P108
—	GLOBAL CASH ACCESS HOLDINGS	10,700	$73.4M	0.0%	$6860.00	—	COM	378967103
—	OCLARO INC	23,400	$72.54M	0.0%	$3100.00	—	COM	67555N206
—	IDERA PHARMACEUTICALS INC	16,600	$67.73M	0.0%	$4080.00	—	COM	45168K306
—	LEE ENTERPRISES	14,500	$64.81M	0.0%	$4470.00	—	COM	523768109
—	ATHERSYS INC	19,500	$63.18M	0.0%	$3240.00	—	COM	04744L106
—	PAIN THERAPEUTICS INC	11,400	$62.7M	0.0%	$5500.00	—	COM	69562K100
—	HANSEN MEDICAL INC	20,600	$53.56M	0.0%	$2600.00	—	COM	411307101
—	DISCOVERY LABORATORIES INC	24,200	$52.03M	0.0%	$2150.00	—	COM	254668403
—	CREDIT SUISSE ASSET MGMT INC	13,905	$50.2M	0.0%	$3559.94	—	ETF	224916106
—	HARVEST NATURAL RESOURCES IN	11,900	$44.74M	0.0%	$3760.00	—	COM	41754V103
—	VITESSE SEMICONDUCTOR CORP	10,200	$42.84M	0.0%	$4200.00	—	COM	928497304
—	NANOVIRICIDES INC	12,100	$38.72M	0.0%	$3200.00	—	COM	630087203
—	MATTSON TECHNOLOGY INC	15,900	$36.89M	0.0%	$2320.00	—	COM	577223100
—	DURECT CORPORATION	27,300	$36.31M	0.0%	$1330.00	—	COM	266605104
—	REXAHN PHARMACEUTICALS INC	32,200	$34.78M	0.0%	$1080.00	—	COM	761640101
—	VALLEY NATIONAL BANCORP-CW18	76,000	$34.2M	0.0%	$700.00	—	WTS	919794131
—	DENDREON CORP	10,500	$31.39M	0.0%	$2990.00	—	COM	24823Q107
—	QUICKSILVER RESOURCES INC	11,000	$28.93M	0.0%	$3070.00	—	COM	74837R104
—	CINEDIGM CORP - A	10,400	$26.62M	0.0%	$2560.00	—	COM	172406100
—	SANOFI CVR	75,800	$23.5M	0.0%	$1900.00	—	COM	80105N113
—	ELEPHANT TALK COMMUNICATIONS	20,700	$21.94M	0.0%	$1060.00	—	COM	286202205
—	STR HOLDINGS INC	11,900	$18.92M	0.0%	$1570.00	—	COM	78478V100
—	CAMAC ENERGY INC	15,260	$11.9M	0.0%	$779.95	—	COM	131745101