CALL OPTIONS WRITTEN
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|
Abbott Laboratories
|
|
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929
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Expiration May 2013, Exercise Price: $34.00
|
|
$
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147,711
|
|
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|
|
AbbVie, Inc.
|
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|
929
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|
Expiration May 2013, Exercise Price: $35.00
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536,962
|
|
|
|
|
American International Group, Inc.
|
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5,532
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|
Expiration April 2013, Exercise Price: $37.00
|
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|
1,128,528
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|
|
2,350
|
|
Expiration May 2013, Exercise Price: $35.00
|
|
|
994,050
|
|
|
17,022
|
|
Expiration May 2013, Exercise Price: $36.00
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|
5,702,370
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|
Anadarko Petroleum Corporation
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|
|
|
|
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545
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|
Expiration May 2013, Exercise Price: $72.50
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|
831,125
|
|
|
546
|
|
Expiration May 2013, Exercise Price: $75.00
|
|
|
727,545
|
|
|
2,624
|
|
Expiration May 2013, Exercise Price: $80.00
|
|
|
2,269,760
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|
|
1,113
|
|
Expiration August 2013, Exercise Price: $72.50
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|
1,850,362
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|
AT&T, Inc.
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|
|
|
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3,769
|
|
Expiration April 2013, Exercise Price: $35.00
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646,383
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|
|
773
|
|
Expiration June 2013, Exercise Price: $36.00
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88,895
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|
|
|
|
BB&T Corporation
|
|
|
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|
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1,819
|
|
Expiration June 2013, Exercise Price: $30.00
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331,967
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|
|
|
|
Berry Petroleum Company
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|
|
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7,146
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|
Expiration April 2013, Exercise Price: $45.00
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1,125,495
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|
BP plc - ADR
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|
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7,480
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|
Expiration April 2013, Exercise Price: $43.00
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299,200
|
|
|
11,847
|
|
Expiration April 2013, Exercise Price: $44.00
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201,399
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CBS Corporation Class B (non-voting)
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10,421
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|
Expiration June 2013, Exercise Price: $40.00
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7,346,805
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CenturyLink, Inc.
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|
|
|
|
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17,627
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|
Expiration July 2013, Exercise Price: $34.00
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3,349,130
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|
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Chesapeake Energy Corporation
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|
|
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14,570
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|
Expiration April 2013, Exercise Price: $17.00
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|
5,026,650
|
|
|
9,220
|
|
Expiration April 2013, Exercise Price: $18.00
|
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|
2,286,560
|
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|
Clearwire Corporation Class A
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|
|
|
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2,304
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|
Expiration June 2013, Exercise Price: $3.00
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69,120
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|
Constellation Brands, Inc. Class A
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|
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9,770
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|
Expiration July 2013, Exercise Price: $45.00
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5,324,650
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|
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|
|
Corrections Corporation of America
|
|
|
|
|
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1,739
|
|
Expiration June 2013, Exercise Price: $33.00
|
|
|
1,060,790
|
|
|
7,358
|
|
Expiration June 2013, Exercise Price: $34.00
|
|
|
3,752,580
|
|
|
1,359
|
|
Expiration June 2013, Exercise Price: $35.00
|
|
|
553,113
|
|
|
4,975
|
|
Expiration September 2013, Exercise Price: $37.00
|
|
|
1,567,125
|
|
|
|
|
Dean Foods Company
|
|
|
|
|
|
5,512
|
|
Expiration June 2013, Exercise Price: $15.00
|
|
|
1,846,520
|
|
|
18,903
|
|
Expiration June 2013, Exercise Price: $16.00
|
|
|
4,725,750
|
|
|
16,667
|
|
Expiration June 2013, Exercise Price: $17.00
|
|
|
2,916,725
|
|
|
|
|
Dole Food Company, Inc.
|
|
|
|
|
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6,973
|
|
Expiration April 2013, Exercise Price: $10.00
|
|
|
627,570
|
|
|
3,737
|
|
Expiration April 2013, Exercise Price: $11.00
|
|
|
74,740
|
|
|
24,426
|
|
Expiration July 2013, Exercise Price: $10.00
|
|
|
3,175,380
|
|
|
|
|
Eli Lilly & Company
|
|
|
|
|
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8,125
|
|
Expiration April 2013, Exercise Price: $52.50
|
|
|
3,534,375
|
|
|
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|
Freeport-McMoRan Copper & Gold, Inc.
|
|
|
|
|
|
10,134
|
|
Expiration May 2013, Exercise Price: $31.00
|
|
|
2,503,098
|
|
|
3,290
|
|
Expiration June 2013, Exercise Price: $31.00
|
|
|
898,170
|
|
|
|
|
General Motors Co.
|
|
|
|
|
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7,379
|
|
Expiration June 2013, Exercise Price: $25.00
|
|
|
2,398,175
|
|
|
4,869
|
|
Expiration June 2013, Exercise Price: $26.00
|
|
|
1,217,250
|
|
|
3,095
|
|
Expiration June 2013, Exercise Price: $27.00
|
|
|
569,480
|
|
|
3,678
|
|
Expiration June 2013, Exercise Price: $29.00
|
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319,986
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|
|
7,157
|
|
Expiration September 2013, Exercise Price: $27.00
|
|
|
1,850,085
|
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|
Genworth Financial, Inc.
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|
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38,475
|
|
Expiration June 2013, Exercise Price: $8.00
|
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8,445,263
|
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H.J. Heinz Company
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|
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|
|
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18,674
|
|
Expiration June 2013, Exercise Price: $75.00
|
|
|
186,740
|
|
|
1,634
|
|
Expiration September 2013, Exercise Price: $75.00
|
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24,510
|
|
|
|
|
Hess Corporation
|
|
|
|
|
|
15,114
|
|
Expiration May 2013, Exercise Price: $65.00
|
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11,373,285
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|
Huntsman Corporation
|
|
|
|
|
|
6
|
|
Expiration May 2013, Exercise Price: $14.00
|
|
|
2,754
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|
|
8,389
|
|
Expiration May 2013, Exercise Price: $16.00
|
|
|
2,369,893
|
|
|
5,382
|
|
Expiration May 2013, Exercise Price: $17.00
|
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|
1,076,400
|
|
|
2,780
|
|
Expiration May 2013, Exercise Price: $18.00
|
|
|
375,300
|
|
|
3,614
|
|
Expiration August 2013, Exercise Price: $18.00
|
|
|
704,730
|
|
|
|
|
Ingersoll-Rand plc
|
|
|
|
|
|
3,657
|
|
Expiration September 2013, Exercise Price: $52.50
|
|
|
1,810,215
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|
|
|
IntercontinentalExchange, Inc.
|
|
|
|
|
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2,576
|
|
Expiration June 2013, Exercise Price: $110.00
|
|
|
13,670,832
|
|
|
271
|
|
Expiration June 2013, Exercise Price: $120.00
|
|
|
1,167,197
|
|
|
|
|
KeyCorp
|
|
|
|
|
|
33,059
|
|
Expiration June 2013, Exercise Price: $9.00
|
|
|
3,520,784
|
|
|
|
|
Lamar Advertising Company Class A
|
|
|
|
|
|
2,623
|
|
Expiration July 2013, Exercise Price: $37.00
|
|
|
3,252,520
|
|
|
|
|
Liberty Global, Inc. Class A
|
|
|
|
|
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1,738
|
|
Expiration July 2013, Exercise Price: $55.00
|
|
|
3,197,920
|
|
|
2,826
|
|
Expiration July 2013, Exercise Price: $60.00
|
|
|
3,956,400
|
|
|
|
|
M & T Bank Corporation
|
|
|
|
|
|
47
|
|
Expiration April 2013, Exercise Price: $85.00
|
|
|
85,352
|
|
|
3,268
|
|
Expiration April 2013, Exercise Price: $95.00
|
|
|
2,666,688
|
|
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McGraw-Hill Companies, Inc.
|
|
|
|
|
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1,451
|
|
Expiration April 2013, Exercise Price: $43.00
|
|
|
1,317,508
|
|
|
7,343
|
|
Expiration May 2013, Exercise Price: $40.00
|
|
|
8,885,030
|
|
|
3,481
|
|
Expiration May 2013, Exercise Price: $42.50
|
|
|
3,411,380
|
|
|
|
|
McMoRan Exploration Co.
|
|
|
|
|
|
22,245
|
|
Expiration May 2013, Exercise Price: $16.00
|
|
|
1,201,230
|
|
|
|
|
Merck & Co., Inc.
|
|
|
|
|
|
5
|
|
Expiration April 2013, Exercise Price: $41.00
|
|
|
1,638
|
|
|
|
|
MetroPCS Communications, Inc.
|
|
|
|
|
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21,459
|
|
Expiration May 2013, Exercise Price: $9.00
|
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4,366,907
|
|
|
81,955
|
|
Expiration May 2013, Exercise Price: $10.00
|
|
|
10,244,375
|
|
|
16,991
|
|
Expiration August 2013, Exercise Price: $10.00
|
|
|
2,548,650
|
|
|
|
|
Murphy Oil Corporation
|
|
|
|
|
|
1,766
|
|
Expiration April 2013, Exercise Price: $55.00
|
|
|
1,541,718
|
|
|
2,161
|
|
Expiration April 2013, Exercise Price: $57.50
|
|
|
1,361,430
|
|
|
3,649
|
|
Expiration April 2013, Exercise Price: $60.00
|
|
|
1,423,110
|
|
|
|
|
Navistar International Corporation
|
|
|
|
|
|
7,222
|
|
Expiration April 2013, Exercise Price: $16.00
|
|
|
13,411,254
|
|
|
|
|
News Corporation Class A
|
|
|
|
|
|
871
|
|
Expiration April 2013, Exercise Price: $24.00
|
|
|
570,505
|
|
|
|
|
OfficeMax, Inc.
|
|
|
|
|
|
19,287
|
|
Expiration August 2013, Exercise Price: $11.00
|
|
|
2,507,310
|
|
|
6,796
|
|
Expiration August 2013, Exercise Price: $12.00
|
|
|
509,700
|
|
|
|
|
Pfizer, Inc.
|
|
|
|
|
|
604
|
|
Expiration April 2013, Exercise Price: $26.00
|
|
|
172,744
|
|
|
10,314
|
|
Expiration April 2013, Exercise Price: $27.00
|
|
|
1,933,875
|
|
|
7,181
|
|
Expiration June 2013, Exercise Price: $27.00
|
|
|
1,472,105
|
|
|
|
|
SLM Corporation
|
|
|
|
|
|
6,667
|
|
Expiration April 2013, Exercise Price: $16.00
|
|
|
2,986,816
|
|
|
7,322
|
|
Expiration April 2013, Exercise Price: $17.00
|
|
|
2,562,700
|
|
|
5,738
|
|
Expiration July 2013, Exercise Price: $18.00
|
|
|
1,546,391
|
|
|
|
|
Sprint Nextel Corporation
|
|
|
|
|
|
17,788
|
|
Expiration May 2013, Exercise Price: $5.50
|
|
|
1,271,842
|
|
|
|
|
TNT Express NV
|
|
|
|
|
|
21,305
|
|
Expiration April 2013, Exercise Price: EUR 5.60 (a)
|
|
|
546,196
|
|
|
|
|
Tyco International Ltd.
|
|
|
|
|
|
1,161
|
|
Expiration April 2013, Exercise Price: $29.00
|
|
|
357,007
|
|
|
|
|
Valero Energy Corporation
|
|
|
|
|
|
2,947
|
|
Expiration June 2013, Exercise Price: $32.00
|
|
|
4,030,022
|
|
|
2,059
|
|
Expiration June 2013, Exercise Price: $39.00
|
|
|
1,472,185
|
|
|
2,039
|
|
Expiration June 2013, Exercise Price: $42.00
|
|
|
999,110
|
|
|
|
|
Verizon Communications, Inc.
|
|
|
|
|
|
5,491
|
|
Expiration July 2013, Exercise Price: $42.00
|
|
|
3,926,065
|
|
|
1,164
|
|
Expiration July 2013, Exercise Price: $43.00
|
|
|
715,860
|
|
|
2,688
|
|
Expiration July 2013, Exercise Price: $45.00
|
|
|
1,115,520
|
|
|
|
|
Vivendi SA
|
|
|
|
|
|
5,334
|
|
Expiration May 2013, Exercise Price: EUR 16.00 (a)
|
|
|
485,458
|
|
|
|
|
Williams Companies, Inc.
|
|
|
|
|
|
14,924
|
|
Expiration May 2013, Exercise Price: $34.00
|
|
|
5,633,810
|
|
|
|
|
Xstrata plc
|
|
|
|
|
|
2,560
|
|
Expiration April 2013, Exercise Price: GBP 11.00 (a)(b)
|
|
|
505,677
|
|
|
|
|
|
|
|
216,797,490
|
|
PUT OPTIONS WRITTEN
|
|
|
|
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|
SPDR S&P 500 ETF Trust
|
|
|
|
|
|
6,505
|
|
Expiration May 2013, Exercise Price: $148.00
|
|
|
507,390
|
|
|
|
|
Sprint Nextel Corporation
|
|
|
|
|
|
9,394
|
|
Expiration January 2014, Exercise Price: $4.00
|
|
|
140,910
|
|
|
|
|
|
|
|
648,300
|
|
|
|
|
TOTAL OPTIONS WRITTEN
|
|
|
|
|
|
|
|
(Premiums received $148,026,893)
|
|
$
|
217,445,790
|
|
|
|
|
|
|
|
|
|
ADR -
|
|
American Depository Receipt
|
|
|
|
|
ETF -
|
|
Exchange-Traded Fund
|
|
|
|
|
EUR -
|
|
Euro
|
|
|
|
|
GBP -
|
|
British Pound
|
|
|
|
|
plc -
|
|
Public Limited Company
|
|
|
|
|
(a)
|
|
Level 2 Security. Please see footnote (1) on the schedule of investments for more information.
|
|
(b)
|
|
1000 shares per contract.
|
|
|
|
|