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Share Name | Share Symbol | Market | Type |
---|---|---|---|
Barings Global Short Duration High Yield Fund | NYSE:BGH | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.00 | 0.00% | 14.84 | 0 | 12:43:44 |
KINETICS PORTFOLIOS TRUST - MASTER INVESTMENT PORTFOLIOS
|
||||||||||
The Internet Portfolio
|
||||||||||
Portfolio of Investments - September 30, 2012 (Unaudited)
|
||||||||||
Identifier
|
COMMON STOCKS - 98.30%
|
Shares
|
Value
|
|||||||
Administrative and Support Services - 1.79%
|
||||||||||
CRMZ
|
CreditRiskMonitor.com, Inc.*
|
600 | $ | 1,650 | ||||||
CTRP
|
Ctrip.com International Ltd. - ADR*^
|
6,000 | 101,280 | |||||||
EXPE
|
Expedia, Inc.
|
20,100 | 1,162,584 | |||||||
IILG
|
Interval Leisure Group, Inc.
|
200 | 3,786 | |||||||
TRIP
|
TripAdvisor Inc.*
|
25,160 | 828,519 | |||||||
2,097,819 | ||||||||||
Broadcasting (except Internet) - 32.90%
|
||||||||||
CBS
|
CBS Corporation - Class B
|
48,340 | 1,756,192 | |||||||
DISCA
|
Discovery Communications, Inc. - Class A*^
|
90,412 | 5,391,268 | |||||||
LBTYK
|
Liberty Global, Inc. - Series C*
|
96,000 | 5,416,320 | |||||||
LMCA
|
Liberty Media Corporation - Liberty Capital - Series A*^
|
109,499 | 11,406,511 | |||||||
SNI
|
Scripps Networks Interactive - Class A
|
65,000 | 3,979,950 | |||||||
SIRI
|
Sirius XM Radio, Inc.*
|
46,000 | 119,600 | |||||||
VIAB
|
Viacom Inc. - Class B
|
100,000 | 5,359,000 | |||||||
TWX
|
Time Warner, Inc.^
|
80,000 | 3,626,400 | |||||||
DIS
|
The Walt Disney Company^
|
29,691 | 1,552,245 | |||||||
38,607,486 | ||||||||||
Computer and Electronic Product Manufacturing - 3.65%
|
||||||||||
AAPL
|
Apple, Inc.
|
5,000 | 3,336,300 | |||||||
QCOM
|
QUALCOMM Inc.
|
15,000 | 937,350 | |||||||
ZNGA
|
Zynga, Inc. - Class A*
|
2,000 | 5,680 | |||||||
4,279,330 | ||||||||||
Credit Intermediation and Related Activities - 0.13%
|
||||||||||
TREE
|
Tree.com, Inc.*
|
10,033 | 157,217 | |||||||
Data Processing, Hosting and Related Services - 0.14%
|
||||||||||
CSGP
|
CoStar Group, Inc.*
|
2,000 | 163,080 | |||||||
Data Processor - 4.39%
|
||||||||||
MA
|
Mastercard, Inc. - Class A
|
5,000 | 2,257,400 | |||||||
VRSK
|
Verisk Analytics, Inc. - Class A*
|
10,000 | 476,100 | |||||||
V |
Visa, Inc. - Class A^
|
18,000 | 2,417,040 | |||||||
5,150,540 | ||||||||||
Defense - 3.59%
|
||||||||||
CACI
|
CACI International, Inc. - Class A*^
|
48,000 | 2,485,920 | |||||||
MANT
|
ManTech International Corporation - Class A^
|
72,000 | 1,728,000 | |||||||
4,213,920 | ||||||||||
E-Commerce - 2.70%
|
||||||||||
IACI
|
IAC/InterActiveCorp
|
60,740 | 3,162,124 | |||||||
Gaming - 1.14%
|
||||||||||
200 HK
|
Melco International Development Limited
|
1,500,000 | 1,340,590 | |||||||
Global Exchanges - 1.43%
|
||||||||||
EXAE GA
|
Hellenic Exchanges S.A. Holding Clearing Settlement and Registry
|
20,000 | 90,210 | |||||||
JSE SJ
|
JSE Limited
|
51,000 | 422,192 | |||||||
8697 JP
|
Osaka Securities Exchange Co., Ltd.
|
33 | 143,561 | |||||||
SGX SP
|
Singapore Exchange Limited
|
180,000 | 1,026,727 | |||||||
1,682,690 | ||||||||||
Holding Company - 1.37%
|
||||||||||
GBLS BB
|
Groupe Bruxelles Lambert S.A. Strip VVPR*
|
2,000 | 5 | |||||||
IEP
|
Icahn Enterprises LP
|
21,446 | 872,423 | |||||||
JSHLY
|
Jardine Strategic Holdings Limited - ADR
|
1,500 | 102,000 | |||||||
LVNTA
|
Liberty Ventures - Series A*^
|
12,800 | 635,392 | |||||||
1,609,820 | ||||||||||
Motion Picture and Sound Recording Industries - 2.53%
|
||||||||||
DWA
|
DreamWorks Animation SKG, Inc. - Class A*^
|
154,420 | 2,969,497 | |||||||
Motor Vehicle and Parts Dealers - 1.15%
|
||||||||||
AN
|
AutoNation, Inc.*^
|
30,890 | 1,348,966 | |||||||
Non-Store Retailers - 10.88%
|
||||||||||
CPRT
|
Copart, Inc.*
|
40,060 | 1,110,864 | |||||||
EBAY
|
eBay, Inc.*
|
81,290 | 3,935,249 | |||||||
HSNI
|
HSN, Inc.
|
200 | 9,810 | |||||||
LINTA
|
Liberty Interactive Corporation - Class A*
|
174,500 | 3,228,250 | |||||||
OSTK
|
Overstock.com, Inc.*^
|
1,000 | 10,360 | |||||||
RBA
|
Ritchie Bros. Auctioneers, Incorporated^
|
144,000 | 2,769,120 | |||||||
SOHU
|
Sohu.com Inc.*^
|
18,000 | 757,620 | |||||||
BID
|
Sotheby's^
|
30,000 | 945,000 | |||||||
12,766,273 | ||||||||||
Other Exchanges - 0.47%
|
||||||||||
FTIS LI
|
Financial Technologies (India) Ltd. - GDR
|
144,000 | 316,800 | |||||||
URB/A CN
|
Urbana Corporation - Class A*
|
240,000 | 229,478 | |||||||
546,278 | ||||||||||
Other Information Services - 10.01%
|
||||||||||
GOOG
|
Google Inc. - Class A*
|
9,970 | 7,522,365 | |||||||
NTES
|
NetEase.com Inc. - ADR*^
|
11,320 | 635,505 | |||||||
SINA
|
SINA Corporation*
|
40,000 | 2,587,200 | |||||||
YHOO
|
Yahoo! Inc.*
|
60,000 | 958,500 | |||||||
YOKU
|
Youku.com, Inc. - ADR*
|
2,160 | 39,722 | |||||||
11,743,292 | ||||||||||
Performing Arts, Spectator Sports, and Related Industries - 3.77%
|
||||||||||
LYV
|
Live Nation Entertainment, Inc.*^
|
112,724 | 970,554 | |||||||
MSG
|
The Madison Square Garden Company - Class A*
|
85,815 | 3,455,770 | |||||||
4,426,324 | ||||||||||
Professional, Scientific, and Technical Services - 2.17%
|
||||||||||
CTSH
|
Cognizant Technology Solutions Corporation - Class A*
|
20,000 | 1,398,400 | |||||||
ICGE
|
ICG Group Inc.*^
|
15,000 | 152,400 | |||||||
INFY
|
Infosys Technologies Limited - ADR^
|
20,000 | 970,800 | |||||||
MWW
|
Monster Worldwide, Inc.*^
|
2,000 | 14,660 | |||||||
WYY
|
WidePoint Corp.*
|
39,062 | 14,844 | |||||||
2,551,104 | ||||||||||
Rental and Leasing Services - 0.80%
|
||||||||||
CDCO
|
Comdisco Holding Company, Inc.*
|
194,400 | 933,120 | |||||||
Satellite Telecommunications - 7.94%
|
||||||||||
DISH
|
DISH Network Corp. - Class A
|
114,400 | 3,501,784 | |||||||
SATS
|
EchoStar Corporation - Class A*
|
143,480 | 4,112,137 | |||||||
2008 HK
|
Phoenix Satellite Television Holdings Limited
|
4,400,000 | 1,378,892 | |||||||
VSAT
|
ViaSat, Inc.*^
|
8,600 | 321,468 | |||||||
9,314,281 | ||||||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 1.86%
|
||||||||||
COWN
|
Cowen Group, Inc. - Class A*^
|
193,103 | 521,378 | |||||||
ICE
|
IntercontinentalExchange Inc.*
|
11,000 | 1,467,510 | |||||||
MKTX
|
MarketAxess Holdings, Inc.
|
6,000 | 189,600 | |||||||
2,178,488 | ||||||||||
Special Purpose Entity - 0.00%
|
||||||||||
ADPAO
|
Adelphia Contingent Value Vehicle CVV Series ACC-4 Int*+
|
250,827 | - | |||||||
ADPAL
|
Adelphia Recovery Trust Series ACC-6 E/F Int*+
|
4,878,645 | - | |||||||
- | ||||||||||
Telecommunications - 1.99%
|
||||||||||
CHU
|
China Unicom (Hong Kong) Limited - ADR^
|
70,600 | 1,151,486 | |||||||
HTHKY
|
Hutchison Telecommunications Hong Kong Holdings Limited - ADR^
|
2,045,000 | 1,183,949 | |||||||
ICTG
|
ICTC Group Inc.*
|
149 | 4,768 | |||||||
2,340,203 | ||||||||||
U.S. Equity Exchanges - 0.42%
|
||||||||||
NYX
|
NYSE Euronext^
|
19,830 | 488,810 | |||||||
Warehousing and Storage - 1.08%
|
||||||||||
IRM
|
Iron Mountain Incorporated
|
37,147 | 1,267,084 | |||||||
TOTAL COMMON STOCKS
|
||||||||||
(cost $77,891,874 )
|
115,338,336 | |||||||||
ESCROW NOTES - 0.00%
|
Principal Amount
|
|||||||||
Special Purpose Entity - 0.00%
|
||||||||||
006ESCBG1
|
Adelphia Communications Corp.*+
|
$ | 200,000 | - | ||||||
006ESC958
|
Adelphia Communications Corp. Preferred*+
|
190,000 | - | |||||||
TOTAL ESCROW NOTES
|
||||||||||
(cost $0 )
|
- | |||||||||
RIGHTS - 0.81%
|
Shares
|
|||||||||
Non-Store Retailers - 0.03%
|
||||||||||
LVNAR
|
Liberty Ventures
|
|||||||||
Expiration Date: 10/09/2012
|
||||||||||
Strike Price: $35.99*
|
2,908 | 39,379 | ||||||||
Rental and Leasing Services - 0.78%
|
||||||||||
CDCOR
|
Comdisco Holding Company, Inc.
|
|||||||||
Expiration Date: 12/31/2050
|
||||||||||
Strike Price: $1.00*
|
12,240,699 | 918,053 | ||||||||
TOTAL RIGHTS
|
||||||||||
(cost $2,643,576)
|
957,432 | |||||||||
SHORT-TERM INVESTMENTS - 0.84%
|
Principal Amount
|
|||||||||
Commercial Paper - 0.81%
|
||||||||||
U.S. Bank N.A.
|
||||||||||
035017743 |
0.020%, 10/01/2012
|
$ | 955,000 | 955,000 | ||||||
Shares
|
||||||||||
Money Market Funds - 0.03%
|
||||||||||
FIGXX
|
Fidelity Institutional Government Portfolio - Class I, 0.01%
b
|
32,530 | 32,530 | |||||||
TOTAL SHORT-TERM INVESTMENTS
|
987,530 | |||||||||
(cost $987,530)
|
||||||||||
INVESTMENTS PURCHASED WITH THE CASH PROCEEDS FROM SECURITIES LENDING - 28.08%
|
||||||||||
Investment Companies - 28.08%
|
||||||||||
Mount Vernon Securities Lending Trust - Prime Portfolio, 0.29%
b
|
||||||||||
32,949,113 | 32,949,113 | |||||||||
TOTAL INVESTMENTS PURCHASED WITH THE CASH PROCEEDS FROM SECURITIES LENDING
|
||||||||||
(cost $32,949,113)
|
32,949,113 | |||||||||
TOTAL INVESTMENTS - 128.03%
|
||||||||||
(cost $114,472,093)
(a)
|
$ | 150,232,411 | ||||||||
Percentages are stated as a percent of net assets.
|
*
|
- Non-income producing security.
|
|
^
|
- This security or a portion of this security was out on loan at September 30, 2012. Total loaned securities had a market value of $31,776,878 at September 30, 2012.
|
|
+
|
- Security is considered illiquid and was fair valued. The aggregate value of such securities is $0 or 0.00% of net assets.
|
|
b
|
- The rate quoted is the annualized seven-day yield as of September 30, 2012.
|
|
ADR
|
- American Depository Receipt.
|
|
GDR
|
- Global Depository Receipt.
|
@
Because tax adjustments are calculated annually, the above table reflects the tax adjustments outstanding at the Fund's previous fiscal year end.
|
For the previous fiscal year's federal income tax information, please refer to the Notes to Financial Statements section in the Fund's most recent semi-annual or
annual report.
|
*
|
- Non-income producing security.
|
|||||||||
^
|
- This security or a portion of this security was out on loan at September 30, 2012. Total loaned securities had a market value of $1,209,837 at September 30, 2012.
|
|||||||||
+
|
- Security is considered illiquid and was fair valued. The aggregate value of such securities is $0 or 0.00% of net assets.
|
|||||||||
b
|
- The rate quoted is the annualized seven-day yield as of September 30, 2012.
|
|||||||||
#
|
- Contingent value right (Contingent upon profitability of Company).
|
|||||||||
ADR
|
- American Depository Receipt.
|
|||||||||
REIT
|
- Real Estate Investment Trust.
|
@
Because tax adjustments are calculated annually, the above table reflects the tax adjustments outstanding at the Fund's previous fiscal year end.
|
|||||||||
For the previous fiscal year's federal income tax information, please refer to the Notes to Financial Statements section in the Fund's most recent semi-annual or annual report.
|
KINETICS PORTFOLIOS TRUST - MASTER INVESTMENT PORTFOLIOS
|
||||||||||
The Paradigm Portfolio
|
||||||||||
Portfolio of Investments - September 30, 2012 (Unaudited)
|
||||||||||
Identifier
|
COMMON STOCKS - 93.12%
|
Shares
|
Value
|
|||||||
Apparel Manufacturing - 0.02%
|
||||||||||
LVMUY
|
LVMH Moet Hennessy Louis Vuitton SA - ADR^
|
5,200 | $ | 156,364 | ||||||
Asset Management - 6.38%
|
||||||||||
BAM
|
Brookfield Asset Management Inc. - Class A
|
1,273,390 | 43,944,689 | |||||||
DDEJF
|
Dundee Corporation - Class A*
|
26,300 | 658,026 | |||||||
JZCP LN
|
JZ Capital Partners Ltd.
|
15,200 | 93,762 | |||||||
ONEXF
|
Onex Corporation
|
186,700 | 7,367,182 | |||||||
RCP LN
|
RIT Capital Partners plc
|
30,800 | 564,503 | |||||||
806 HK
|
Value Partners Group Limited
|
3,649,000 | 1,783,546 | |||||||
WETF
|
WisdomTree Investments, Inc.*
|
150,000 | 1,005,000 | |||||||
55,416,708 | ||||||||||
Beverage and Tobacco Product Manufacturing - 0.01%
|
||||||||||
BF/A
|
Brown-Forman Corporation - Class A
|
450 | 28,129 | |||||||
PM
|
Philip Morris International, Inc.
|
750 | 67,455 | |||||||
95,584 | ||||||||||
Broadcasting (except Internet) - 13.66%
|
||||||||||
CBS
|
CBS Corporation - Class B
|
559,720 | 20,334,627 | |||||||
DISCA
|
Discovery Communications, Inc. - Class A*^
|
389,623 | 23,233,220 | |||||||
LMCA
|
Liberty Media Corporation - Liberty Capital - Series A*
|
583,044 | 60,735,693 | |||||||
SNI
|
Scripps Networks Interactive - Class A
|
69,973 | 4,284,447 | |||||||
VIAB
|
Viacom Inc. - Class B
|
188,499 | 10,101,661 | |||||||
118,689,648 | ||||||||||
Building Material and Garden Equipment and Supplies Dealers - 0.04%
|
||||||||||
OSH
|
Orchard Supply Hardware Stores Corporation - Class A*^
|
23,155 | 335,284 | |||||||
Chemical Manufacturing - 1.22%
|
||||||||||
OPK
|
OPKO Health, Inc.*^
|
4,000 | 16,720 | |||||||
SIAL
|
Sigma-Aldrich Corporation^
|
145,815 | 10,494,306 | |||||||
VHI
|
Valhi, Inc.^
|
6,000 | 73,200 | |||||||
10,584,226 | ||||||||||
Clothing and Clothing Accessories Stores - 0.15%
|
||||||||||
LTD
|
Limited Brands, Inc.
|
25,600 | 1,261,056 | |||||||
Construction of Buildings - 0.14%
|
||||||||||
BRP
|
Brookfield Residential Properties Inc.*
|
22,800 | 318,744 | |||||||
LEN
|
Lennar Corporation - Class A^
|
26,300 | 914,451 | |||||||
1,233,195 | ||||||||||
Credit Intermediation and Related Activities - 0.00%
|
||||||||||
UCBHQ
|
UCBH Holdings, Inc.*^+
|
112,751 | - | |||||||
E-Commerce - 0.21%
|
||||||||||
IACI
|
IAC/InterActiveCorp
|
34,800 | 1,811,688 | |||||||
Gaming - 4.37%
|
||||||||||
LVS
|
Las Vegas Sands Corp.
|
365,800 | 16,962,146 | |||||||
MGM
|
MGM Resorts International*
|
481,600 | 5,177,200 | |||||||
WYNN
|
Wynn Resorts Limited
|
137,495 | 15,872,423 | |||||||
38,011,769 | ||||||||||
General Merchandise Stores - 3.84%
|
||||||||||
JCP
|
J.C. Penney Company, Inc.^
|
283,400 | 6,883,786 | |||||||
SCC CN
|
Sears Canada Inc.*
|
306,219 | 3,426,314 | |||||||
SHLD
|
Sears Holdings Corporation*^
|
414,800 | 23,017,252 | |||||||
33,327,352 | ||||||||||
Global Exchanges - 0.74%
|
||||||||||
EXAE GA
|
Hellenic Exchanges S.A. Holding Clearing Settlement and Registry
|
36,000 | 162,379 | |||||||
JSE SJ
|
JSE Limited
|
448,000 | 3,708,663 | |||||||
8697 JP
|
Osaka Securities Exchange Co., Ltd.
|
596 | 2,592,798 | |||||||
6,463,840 | ||||||||||
Holding Company - 9.37%
|
||||||||||
BOL FP
|
Bollore SA
|
5,200 | 1,350,150 | |||||||
1 HK
|
Cheung Kong (Holdings) Limited
|
360,000 | 5,278,790 | |||||||
GBLS BB
|
Groupe Bruxelles Lambert S.A. Strip VVPR*
|
23,520 | 61 | |||||||
IEP
|
Icahn Enterprises LP
|
751,688 | 30,578,668 | |||||||
JSHLY
|
Jardine Strategic Holdings Limited - ADR
|
68,400 | 2,442,816 | |||||||
LUK
|
Leucadia National Corporation^
|
1,700,000 | 38,675,000 | |||||||
LVNTA
|
Liberty Ventures - Series A*^
|
61,500 | 3,052,860 | |||||||
81,378,345 | ||||||||||
Insurance Carriers and Related Activities - 1.20%
|
||||||||||
MKL
|
Markel Corporation*
|
22,732 | 10,422,395 | |||||||
Lessors of Nonresidential Buildings (except Miniwarehouses) - 7.08%
|
||||||||||
ALX
|
Alexander's, Inc. - REIT^
|
5,091 | 2,176,352 | |||||||
HHC
|
The Howard Hughes Corporation*
|
790,180 | 56,142,289 | |||||||
RSE
|
Rouse Properties, Inc.^
|
226,000 | 3,243,100 | |||||||
61,561,741 | ||||||||||
Lessors of Residential Buildings and Dwellings - 1.93%
|
||||||||||
ELS
|
Equity Lifestyle Properties, Inc. - REIT
|
245,870 | 16,748,664 | |||||||
Machinery Manufacturing - 0.07%
|
||||||||||
CFX
|
Colfax Corporation*^
|
17,300 | 634,391 | |||||||
Manufactured Brands - 2.18%
|
||||||||||
JAH
|
Jarden Corporation
|
357,943 | 18,913,708 | |||||||
Merchant Wholesalers, Nondurable Goods - 0.01%
|
||||||||||
GLEN LN
|
Glencore International PLC
|
12,000 | 66,485 | |||||||
NOBGY
|
Noble Group Limited - ADR^
|
1,200 | 25,548 | |||||||
92,033 | ||||||||||
Mining (except Oil and Gas) - 2.66%
|
||||||||||
FNV
|
Franco-Nevada Corporation^
|
392,100 | 23,106,453 | |||||||
Motion Picture and Sound Recording Industries - 4.11%
|
||||||||||
DWA
|
DreamWorks Animation SKG, Inc. - Class A*^
|
1,856,860 | 35,707,418 | |||||||
Motor Vehicle and Parts Dealers - 7.88%
|
||||||||||
AN
|
AutoNation, Inc.*^
|
1,123,100 | 49,045,777 | |||||||
AZO
|
AutoZone, Inc.*
|
52,600 | 19,444,642 | |||||||
68,490,419 | ||||||||||
Non-Store Retailers - 2.42%
|
||||||||||
LINTA
|
Liberty Interactive Corporation - Class A*
|
1,137,800 | 21,049,300 | |||||||
Oil and Gas - 1.49%
|
||||||||||
TPL
|
Texas Pacific Land Trust
|
236,600 | 12,918,360 | |||||||
Oil and Gas Extraction - 4.33%
|
||||||||||
CNQ
|
Canadian Natural Resources Ltd.^
|
408,000 | 12,562,320 | |||||||
CLR
|
Continental Resources, Inc.*
|
112,990 | 8,688,931 | |||||||
TOU CN
|
Tourmaline Oil Corp.*
|
518,690 | 16,192,245 | |||||||
WPX
|
WPX Energy Inc.*^
|
12,000 | 199,080 | |||||||
37,642,576 | ||||||||||
Other Exchanges - 0.04%
|
||||||||||
URB/A CN
|
Urbana Corporation - Class A*
|
398,178 | 380,722 | |||||||
Other Information Services - 0.00%
|
||||||||||
GOOG
|
Google Inc. - Class A*
|
30 | 22,635 | |||||||
Performing Arts, Spectator Sports, and Related Industries - 1.95%
|
||||||||||
LYV
|
Live Nation Entertainment, Inc.*^
|
1,965,200 | 16,920,372 | |||||||
Real Estate - 6.00%
|
||||||||||
CWT-U CN
|
Calloway - REIT
|
23,200 | 704,897 | |||||||
FCE/A
|
Forest City Enterprises, Inc. - Class A*^
|
1,552,242 | 24,603,036 | |||||||
10 HK
|
Hang Lung Group Limited
|
700,000 | 4,437,036 | |||||||
12 HK
|
Henderson Land Development Company Limited
|
2,000,000 | 14,392,479 | |||||||
VNO
|
Vornado Realty Trust - REIT
|
98,869 | 8,013,332 | |||||||
52,150,780 | ||||||||||
Restaurants - 0.10%
|
||||||||||
WEN
|
The Wendy's Company
|
188,200 | 856,310 | |||||||
Satellite Telecommunications - 4.24%
|
||||||||||
DISH
|
DISH Network Corp. - Class A
|
707,870 | 21,667,901 | |||||||
SATS
|
EchoStar Corporation - Class A*
|
508,232 | 14,565,929 | |||||||
LORL
|
Loral Space & Communications Inc.
|
300 | 21,330 | |||||||
VSAT
|
ViaSat, Inc.*^
|
16,800 | 627,984 | |||||||
36,883,144 | ||||||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 2.71%
|
||||||||||
CBOE
|
CBOE Holdings Inc.^
|
801,926 | 23,592,663 | |||||||
Support Activities for Transportation - 2.30%
|
||||||||||
694 HK
|
Beijing Capital International Airport Company Limited - Class H
|
27,459,000 | 18,414,480 | |||||||
357 HK
|
Hainan Meilan International Airport Company Limited - Class H
|
2,578,720 | 1,586,332 | |||||||
20,000,812 | ||||||||||
Utilities - 0.27%
|
||||||||||
BIP
|
Brookfield Infrastructure Partners LP^
|
65,930 | 2,343,811 | |||||||
TOTAL COMMON STOCKS
|
||||||||||
(cost $773,843,752)
|
809,203,766 | |||||||||
PREFERRED STOCKS - 0.01%
|
||||||||||
Building Material and Garden Equipment and Supplies Dealers - 0.01%
|
||||||||||
685691503 |
Orchard Supply Hardware Stores Corporation - Series A*^
|
23,155 | 45,152 | |||||||
TOTAL PREFERRED STOCKS
|
||||||||||
(cost $42,130)
|
45,152 | |||||||||
Principal
|
||||||||||
CONVERTIBLE BONDS - 0.54%
|
Amount
|
Value
|
||||||||
Real Estate - 0.54%
|
||||||||||
345550AK3
|
Forest City Enterprises, Inc.
|
|||||||||
3.625%, 10/15/2014
|
$ | 4,000,000 | 4,725,000 | |||||||
TOTAL CONVERTIBLE BONDS
|
||||||||||
(cost $3,449,321)
|
4,725,000 | |||||||||
CORPORATE BONDS - 0.00%
|
||||||||||
Credit Intermediation and Related Activities - 0.00%
|
||||||||||
317928AA7
|
FINOVA Group, Inc.
|
|||||||||
7.500%, 11/15/2009, Acquired 10/19/2006 - 3/29/2007 at $7,341,784 (Default Effective 4/29/2005)*+
|
9,503,880 | - | ||||||||
TOTAL CORPORATE BONDS
|
||||||||||
(cost $7,341,784)
|
- | |||||||||
RIGHTS - 0.16%
|
Shares
|
|||||||||
General Merchandise Stores - 0.13%
|
||||||||||
812350114 |
Sears Hometown and Outlet Stores Inc.
|
|||||||||
Expiration Date: 10/08/2012
|
||||||||||
Strike Price: $15.00*^
|
414,800 | 1,128,256 | ||||||||
Non-Store Retailers - 0.03%
|
||||||||||
53071M112 |
Liberty Ventures
|
|||||||||
Expiration Date: 10/09/2012
|
||||||||||
Strike Price: $35.99*
|
18,964 | 256,773 | ||||||||
TOTAL RIGHTS
|
||||||||||
(cost $1,099,233)
|
1,385,029 | |||||||||
SHORT-TERM INVESTMENTS - 6.32%
|
Principal Amount
|
|||||||||
Commercial Paper - 4.60%
|
||||||||||
035017743 |
U.S. Bank N.A.
|
$ | 40,000,000 | 40,000,000 | ||||||
0.020%, 10/01/2012
|
||||||||||
Shares
|
||||||||||
Money Market Funds - 1.72%
|
||||||||||
FIGXX
|
Fidelity Institutional Government Portfolio - Class I, 0.01%
b
|
14,965,202 | 14,965,202 | |||||||
TOTAL SHORT-TERM INVESTMENTS
|
||||||||||
(cost $54,965,202)
|
54,965,202 | |||||||||
INVESTMENTS PURCHASED WITH THE CASH PROCEEDS FROM SECURITIES LENDING - 23.69%
|
||||||||||
Investment Companies - 23.69%
|
||||||||||
Mount Vernon Securities Lending Trust - Prime Portfolio, 0.29%
b
|
205,861,814 | 205,861,814 | ||||||||
TOTAL INVESTMENTS PURCHASED WITH THE CASH PROCEEDS FROM SECURITIES LENDING
|
||||||||||
(cost $205,861,814)
|
205,861,814 | |||||||||
TOTAL INVESTMENTS - 123.84%
|
||||||||||
(cost $1,046,603,236)
(a)
|
$ | 1,076,185,963 |
*
|
- Non-income producing security.
|
|||||||||
^
|
- This security or a portion of this security was out on loan at September 30, 2012. Total loaned securities had a market value of $198,525,656 at September 30, 2012.
|
|||||||||
+
|
- Security is considered illiquid. The aggregate value of such securities is $0 or 0.00% of net assets.
|
|||||||||
b
|
- The rate quoted is the annualized seven-day yield as of September 30, 2012.
|
|||||||||
ADR
|
- American Depository Receipt.
|
|||||||||
REIT
|
- Real Estate Investment Trust.
|
@ Because tax adjustments are calculated annually, the above table reflects the tax adjustments outstanding at the Fund's previous fiscal year end. | ||||||||||
For the previous fiscal year's federal income tax information, please refer to the Notes to Financial Statements section in the Fund's most recent semi-annual or annual report. |
*
|
- Non-income producing security.
|
|||||||||
^
|
- This security or a portion of this security was out on loan at September 30, 2012. Total loaned securities had a market value of $6,522,903 at September 30, 2012.
|
|||||||||
b
|
- The rate quoted is the annualized seven-day yield as of September 30, 2012.
|
|||||||||
ADR
|
- American Depository Receipt
|
|||||||||
@
Because tax adjustments are calculated annually, the above table reflects the tax adjustments outstanding at the Fund's previous fiscal year end.
|
For the previous fiscal year's federal income tax information, please refer to the Notes to Financial Statements section in the Fund's most recent semi-annual or annual report.
|
*
|
- Non-income producing security.
|
|||||||||
^
|
- This security or a portion of this security was out on loan at September 30, 2012. Total loaned securities had a market value of $18,614,129 at September 30, 2012.
|
|||||||||
+
|
- Security is considered illiquid. The aggregate value of such securities is $0 or 0.00% of net assets.
|
|||||||||
b
|
- The rate quoted is the annualized seven-day yield as of September 30, 2012.
|
|||||||||
ADR
|
- American Depository Receipt.
|
|||||||||
REIT
|
- Real Estate Investment Trust.
|
|||||||||
@ Because tax adjustments are calculated annually, the above table reflects the tax adjustments outstanding at the Fund's previous fiscal year end. | ||||||||
For the previous fiscal year's federal income tax information, please refer to the Notes to Financial Statements section in the Fund's most recent semi-annual or annual report. |
*
|
- Non-income producing security.
|
|||||||||
^
|
- This security or a portion of this security was out on loan at September 30, 2012. Total loaned securities had a market value of $9,469,401 at September 30, 2012.
|
|||||||||
+
|
- Security is considered illiquid and was fair valued. The aggregate value of such securities is $0 or 0.00% of net assets.
|
|||||||||
b
|
- The rate quoted is the annualized seven-day yield as of September 30, 2012.
|
|||||||||
ADR
|
- American Depository Receipt.
|
|||||||||
GDR
|
- Global Depository Receipt.
|
|||||||||
REIT
|
- Real Estate Investment Trust.
|
@
Because tax adjustments are calculated annually, the above table reflects the tax adjustments outstanding at the Fund's previous fiscal year end.
|
||||||||
For the previous fiscal year's federal income tax information, please refer to the Notes to Financial Statements section in the Fund's most recent semi-annual or annual report.
|
*
|
- Non-income producing security.
|
|||||||||
^
|
- This security or a portion of this security was out on loan at September 30, 2012. Total loaned securities had a market value of $315,789 at September 30, 2012.
|
|||||||||
#
|
- All or a portion of the shares have been committed as collateral for written option contracts.
|
|||||||||
b
|
- The rate quoted is the annualized seven-day yield as of September 30, 2012.
|
@ Because tax adjustments are calculated annually, the above table reflects the tax adjustments outstanding at the Fund's previous fiscal year end. |
For the previous fiscal year's federal income tax information, please refer to the Notes to Financial Statements section in the Fund's most recent semi-annual or annual report. |
Disclosures about Derivative Instruments and Hedging Activities
at September 30, 2012
|
The Portfolio has adopted enhanced disclosure regarding derivatives and hedging activity intended to improve financial reporting of derivative instruments
by enabling investors to understand how and why an entity uses derivatives, how derivatives are accounted for, and how derivative instruments affect
an entity’s results of operations and financial position.
|
|
As Would Be Reflected in the Statement of Assets and Liabilities
|
The following is a summary of the fair values of derivative instruments as of September 30, 2012:
|
■
|
- Restricted Security restricted to institutional investors (144a Securities); the percentage of net assets comprised of 144a securities was 24.48%.
|
|||||||||
#
|
- All or a portion of the shares have been committed as collateral for written option contracts.
|
|||||||||
^
|
- This security or a portion of this security was out on loan at September 30, 2012. Total loaned securities had a market value of $42,912 at Septemeber 30, 2012.
|
|||||||||
b
|
- The rate quoted is the annualized seven-day yield as of September 30, 2012.
|
|||||||||
*
|
- The security missed January 1, 2012 interest payment and has ceased to accrue income. A forbearance agreement is currently in place.
|
|||||||||
@ Because tax adjustments are calculated annually, the above table reflects the tax adjustments outstanding at the Fund's previous fiscal year end. | |||||||||
For the previous fiscal year's federal income tax information, please refer to the Notes to Financial Statements section in the Fund's most recent semi-annual or annual report. |
KINETICS PORTFOLIOS TRUST - MASTER INVESTMENT PORTFOLIOS
|
||||||||||
The Multi-Disciplinary Portfolio
|
||||||||||
Portfolio of Options Written - September 30, 2012 (Unaudited)
|
||||||||||
Identifier
|
PUT OPTIONS WRITTEN
|
Contracts*
|
Value
|
|||||||
Accommodation
|
||||||||||
Royal Caribbean Cruises Ltd.
|
||||||||||
RCL 130119P00023000
|
Expiration: January 2013, Exercise Price: $23.00
|
30 | $ | 1,365 | ||||||
RCL 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
42 | 3,108 | |||||||
4,473 | ||||||||||
Administrative and Support Services
|
||||||||||
Expedia, Inc.
|
||||||||||
EXPE1 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
45 | 563 | |||||||
EXPE 140118P00050000
|
Expiration: January 2014, Exercise Price: $50.00
|
2 | 1,560 | |||||||
2,123 | ||||||||||
Asset Management
|
||||||||||
Affiliated Managers Group, Inc.
|
||||||||||
AMG 121222P00090000
|
Expiration: December 2012, Exercise Price: $90.00
|
17 | 723 | |||||||
AllianceBernstein Holding LP
|
||||||||||
AB 121020P00012500
|
Expiration: October 2012, Exercise Price: $12.50
|
45 | 563 | |||||||
BlackRock, Inc.
|
||||||||||
BLK 130119P00150000
|
Expiration: January 2013, Exercise Price: $150.00
|
5 | 1,125 | |||||||
BLK 130119P00160000
|
Expiration: January 2013, Exercise Price: $160.00
|
3 | 1,140 | |||||||
BLK 130119P00165000
|
Expiration: January 2013, Exercise Price: $165.00
|
3 | 1,500 | |||||||
BLK 140118P00160000
|
Expiration: January 2014, Exercise Price: $160.00
|
15 | 28,275 | |||||||
The Blackstone Group LP
|
||||||||||
BX 130119P00010000
|
Expiration: January 2013, Exercise Price: $10.00
|
144 | 1,224 | |||||||
BX 130119P00017500
|
Expiration: January 2013, Exercise Price: $17.50
|
21 | 7,298 | |||||||
BX 140118P00010000
|
Expiration: January 2014, Exercise Price: $10.00
|
200 | 17,900 | |||||||
Brookfield Asset Management Inc. - Class A
|
||||||||||
BAM 121222P00030000
|
Brookfield Asset Management Inc. - Class A
|
40 | 1,200 | |||||||
BAM 130316P00030000
|
Expiration: March 2013, Exercise Price: $30.00
|
25 | 1,687 | |||||||
Cohen & Steers, Inc.
|
||||||||||
CNS 121222P00025000
|
Expiration: December 2012, Exercise Price: $25.00
|
30 | 1,875 | |||||||
Federated Investors, Inc. - Class B
|
||||||||||
FII 121020P00017500
|
Expiration: October 2012, Exercise Price: $17.50
|
87 | 653 | |||||||
FII 121020P00020000
|
Expiration: October 2012, Exercise Price: $20.00
|
71 | 2,307 | |||||||
FII 130119P00017500
|
Expiration: January 2013, Exercise Price: $17.50
|
25 | 1,375 | |||||||
Franklin Resources, Inc.
|
||||||||||
BEN 130119P00093000
|
Expiration: January 2013, Exercise Price: $93.00
|
2 | 115 | |||||||
BEN 130119P00095000
|
Expiration: January 2013, Exercise Price: $95.00
|
10 | 650 | |||||||
BEN 130119P00110000
|
Expiration: January 2013, Exercise Price: $110.00
|
10 | 1,950 | |||||||
KKR & Co. L.P.
|
||||||||||
KKR 130119P00011000
|
Expiration: January 2013, Exercise Price: $11.00
|
120 | 1,500 | |||||||
Legg Mason, Inc.
|
||||||||||
LM 130119P00023000
|
Expiration: January 2013, Exercise Price: $23.00
|
99 | 11,385 | |||||||
LM 130119P00024000
|
Expiration: January 2013, Exercise Price: $24.00
|
6 | 930 | |||||||
LM 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
63 | 12,600 | |||||||
LM 130216P00020000
|
Expiration: February 2013, Exercise Price: $20.00
|
5 | 337 | |||||||
LM 140118P00023000
|
Expiration: January 2014, Exercise Price: $23.00
|
44 | 15,180 | |||||||
Oaktree Capital Group LLC
|
||||||||||
OAK 130119P00030000
|
Expiration: January 2013, Exercise Price: $30.00
|
25 | 437 | |||||||
113,929 | ||||||||||
Beverage and Tobacco Product Manufacturing
|
||||||||||
PepsiCo, Inc.
|
||||||||||
PEP 130119P00052500
|
Expiration: January 2013, Exercise Price: $52.50
|
10 | 110 | |||||||
PEP 130119P00057500
|
Expiration: January 2013, Exercise Price: $57.50
|
19 | 342 | |||||||
PEP 130119P00060000
|
Expiration: January 2013, Exercise Price: $60.00
|
20 | 480 | |||||||
PEP 140118P00060000
|
Expiration: January 2014, Exercise Price: $60.00
|
25 | 6,400 | |||||||
Philip Morris International, Inc.
|
||||||||||
PM 130119P00090000
|
Expiration: January 2013, Exercise Price: $90.00
|
2 | 740 | |||||||
PM 130316P00087500
|
Expiration: March 2013, Exercise Price: $87.50
|
22 | 7,590 | |||||||
PM 140118P00087500
|
Expiration: January 2014, Exercise Price: $87.50
|
20 | 17,600 | |||||||
PM 140118P00090000
|
Expiration: January 2014, Exercise Price: $90.00
|
1 | 1,015 | |||||||
34,277 | ||||||||||
Broadcasting (except Internet)
|
||||||||||
Cablevision Systems Corporation - Class A
|
||||||||||
CVC 130119P00013000
|
Expiration: January 2013, Exercise Price: $13.00
|
50 | 1,250 | |||||||
Comcast Corporation - Class A
|
||||||||||
CMCSA 130119P00020000
|
Expiration: January 2013, Exercise Price: $20.00
|
115 | 575 | |||||||
CMCSA 130119P00022500
|
Expiration: January 2013, Exercise Price: $22.50
|
8 | 64 | |||||||
CMCSK 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
24 | 240 | |||||||
Discovery Communications, Inc. - Class A
|
||||||||||
DISCA 121020P00045000
|
Expiration: October 2012, Exercise Price: $45.00
|
20 | 50 | |||||||
Liberty Media Corporation - Liberty Capital - Series A
|
||||||||||
LMCA 130119P00095000
|
Expiration: January 2013, Exercise Price: $95.00
|
1 | 243 | |||||||
Time Warner Cable Inc.
|
||||||||||
TWC 130119P00050000
|
Expiration: January 2013, Exercise Price: $50.00
|
17 | 127 | |||||||
TWC 130119P00055000
|
Expiration: January 2013, Exercise Price: $55.00
|
21 | 210 | |||||||
TWC 130119P00070000
|
Expiration: January 2013, Exercise Price: $70.00
|
16 | 360 | |||||||
Time Warner, Inc.
|
||||||||||
TWX 140118P00035000
|
Expiration: January 2014, Exercise Price: $35.00
|
59 | 12,302 | |||||||
TWX 140118P00040000
|
Expiration: January 2014, Exercise Price: $40.00
|
47 | 16,215 | |||||||
Viacom Inc. - Class B
|
||||||||||
VIAB 130119P00045000
|
Expiration: January 2013, Exercise Price: $45.00
|
4 | 230 | |||||||
VIAB 140118P00045000
|
Expiration: January 2014, Exercise Price: $45.00
|
30 | 10,950 | |||||||
VIAB 140118P00047000
|
Expiration: January 2014, Exercise Price: $47.00
|
43 | 18,705 | |||||||
The Walt Disney Company
|
||||||||||
DIS 130119P00030000
|
Expiration: January 2013, Exercise Price: $30.00
|
15 | 90 | |||||||
DIS 130119P00035000
|
Expiration: January 2013, Exercise Price: $35.00
|
52 | 572 | |||||||
DIS 140118P00040000
|
Expiration: January 2014, Exercise Price: $40.00
|
25 | 5,238 | |||||||
DIS 140118P00045000
|
Expiration: January 2014, Exercise Price: $45.00
|
2 | 680 | |||||||
68,101 | ||||||||||
Building Material and Garden Equipment and Supplies Dealers
|
||||||||||
Lowes Companies, Inc.
|
||||||||||
LOW 130119P00024000
|
Expiration: January 2013, Exercise Price: $24.00
|
6 | 192 | |||||||
LOW 140118P00023000
|
Expiration: January 2014, Exercise Price: $23.00
|
25 | 4,062 | |||||||
LOW 140118P00025000
|
Expiration: January 2014, Exercise Price: $25.00
|
4 | 870 | |||||||
5,124 | ||||||||||
Chemical Manufacturing
|
||||||||||
The Clorox Company
|
||||||||||
CLX 130119P00062500
|
Expiration: January 2013, Exercise Price: $62.50
|
60 | 2,250 | |||||||
The Estee Lauder Companies Inc. - Class A
|
||||||||||
EL 130119P00040000
|
Expiration: January 2013, Exercise Price: $40.00
|
54 | 810 | |||||||
EL 130119P00046250
|
Expiration: January 2013, Exercise Price: $46.25
|
4 | 140 | |||||||
EL 130119P00055000
|
Expiration: January 2013, Exercise Price: $55.00
|
9 | 1,237 | |||||||
EL 140118P00047500
|
Expiration: January 2014, Exercise Price: $47.50
|
29 | 9,135 | |||||||
LyondellBasell Industries NV - Class A
|
||||||||||
LYB 130119P00032000
|
Expiration: January 2013, Exercise Price: $32.00
|
42 | 1,155 | |||||||
LYB 130119P00033500
|
Expiration: January 2013, Exercise Price: $33.50
|
20 | 550 | |||||||
LYB 130119P00035500
|
Expiration: January 2013, Exercise Price: $35.50
|
12 | 450 | |||||||
Monsanto Company
|
||||||||||
MON 130119P00085000
|
Expiration: January 2013, Exercise Price: $85.00
|
2 | 549 | |||||||
MON 140118P00085000
|
Expiration: January 2014, Exercise Price: $85.00
|
1 | 955 | |||||||
OPKO Health, Inc.
|
||||||||||
OPK 121222P00004000
|
Expiration: December 2012, Exercise Price: $4.00
|
335 | 11,725 | |||||||
The Procter & Gamble Company
|
||||||||||
PG 130119P00057500
|
Expiration: January 2013, Exercise Price: $57.50
|
30 | 780 | |||||||
PG 130119P00060000
|
Expiration: January 2013, Exercise Price: $60.00
|
35 | 1,295 | |||||||
PG 140118P00057500
|
Expiration: January 2014, Exercise Price: $57.50
|
4 | 828 | |||||||
Sigma-Aldrich Corporation
|
||||||||||
SIAL 121020P00065000
|
Expiration: October 2012, Exercise Price: $65.00
|
44 | 550 | |||||||
SIAL 130119P00065000
|
Expiration: January 2013, Exercise Price: $65.00
|
6 | 690 | |||||||
33,099 | ||||||||||
Clothing and Clothing Accessories Stores
|
||||||||||
Limited Brands, Inc.
|
||||||||||
LTD 130119P00045000
|
Expiration: January 2013, Exercise Price: $45.00
|
2 | 300 | |||||||
LTD 140118P00044000
|
Expiration: January 2014, Exercise Price: $44.00
|
15 | 7,650 | |||||||
LTD 140118P00047000
|
Expiration: January 2014, Exercise Price: $47.00
|
2 | 1,290 | |||||||
Tiffany & Company
|
||||||||||
TIF 130119P00040000
|
Expiration: January 2013, Exercise Price: $40.00
|
27 | 459 | |||||||
TIF 130119P00047500
|
Expiration: January 2013, Exercise Price: $47.50
|
21 | 1,355 | |||||||
TIF 130119P00050000
|
Expiration: January 2013, Exercise Price: $50.00
|
15 | 1,432 | |||||||
TIF 130119P00052500
|
Expiration: January 2013, Exercise Price: $52.50
|
26 | 3,653 | |||||||
TIF 130216P00047500
|
Expiration: February 2013, Exercise Price: $47.50
|
20 | 1,800 | |||||||
TIF 140118P00045000
|
Expiration: January 2014, Exercise Price: $45.00
|
22 | 7,700 | |||||||
TIF 140118P00057500
|
Expiration: January 2014, Exercise Price: $57.50
|
2 | 1,620 | |||||||
27,259 | ||||||||||
Computer and Electronic Product Manufacturing
|
||||||||||
Anaren, Inc.
|
||||||||||
ANEN 121020P00017500
|
Expiration: October 2012, Exercise Price: $17.50
|
113 | 28,250 | |||||||
Rockwell Collins, Inc.
|
||||||||||
COL 121020P00050000
|
Expiration: October 2012, Exercise Price: $50.00
|
20 | 450 | |||||||
COL 130119P00045000
|
Expiration: January 2013, Exercise Price: $45.00
|
15 | 863 | |||||||
29,563 | ||||||||||
Construction of Buildings
|
||||||||||
Lennar Corporation - Class A
|
||||||||||
LEN 130119P00029000
|
Expiration: January 2013, Exercise Price: $29.00
|
4 | 416 | |||||||
LEN 140118P00030000
|
Expiration: January 2014, Exercise Price: $30.00
|
3 | 1,282 | |||||||
1,698 | ||||||||||
Couriers and Messengers
|
||||||||||
FedEx Corp.
|
||||||||||
FDX 130119P00075000
|
Expiration: January 2013, Exercise Price: $75.00
|
13 | 1,671 | |||||||
FDX 130119P00080000
|
Expiration: January 2013, Exercise Price: $80.00
|
31 | 7,564 | |||||||
FDX 140118P00075000
|
Expiration: January 2014, Exercise Price: $75.00
|
10 | 6,525 | |||||||
FDX 140118P00077500
|
Expiration: January 2014, Exercise Price: $77.50
|
10 | 7,425 | |||||||
United Parcel Service - Class B
|
||||||||||
UPS 130119P00060000
|
Expiration: January 2013, Exercise Price: $60.00
|
12 | 426 | |||||||
UPS 130119P00065000
|
Expiration: January 2013, Exercise Price: $65.00
|
12 | 1,044 | |||||||
UPS 130119P00070000
|
Expiration: January 2013, Exercise Price: $70.00
|
23 | 5,060 | |||||||
UPS 130119P00075000
|
Expiration: January 2013, Exercise Price: $75.00
|
10 | 4,950 | |||||||
UPS 140118P00070000
|
Expiration: January 2014, Exercise Price: $70.00
|
11 | 7,837 | |||||||
UPS 140118P00072500
|
Expiration: January 2014, Exercise Price: $72.50
|
4 | 3,360 | |||||||
45,862 | ||||||||||
Credit Intermediation and Related Activities
|
||||||||||
American Express Company
|
||||||||||
AXP 130119P00045000
|
Expiration: January 2013, Exercise Price: $45.00
|
18 | 630 | |||||||
Annaly Capital Management Inc.
|
||||||||||
NLY 130119P00015000
|
Expiration: January 2013, Exercise Price: $15.00
|
105 | 1,943 | |||||||
Bank of America Corporation
|
||||||||||
BAC 130119P00005000
|
Expiration: January 2013, Exercise Price: $5.00
|
60 | 210 | |||||||
BAC 130119P00007500
|
Expiration: January 2013, Exercise Price: $7.50
|
135 | 3,443 | |||||||
The Bank Of New York Mellon Corporation
|
||||||||||
BK 130119P00020000
|
Expiration: January 2013, Exercise Price: $20.00
|
100 | 4,700 | |||||||
BK 130119P00022000
|
Expiration: January 2013, Exercise Price: $22.00
|
84 | 8,652 | |||||||
M&T Bank Corporation
|
||||||||||
MTB 130119P00070000
|
Expiration: January 2013, Exercise Price: $70.00
|
15 | 375 | |||||||
MTB 130119P00075000
|
Expiration: January 2013, Exercise Price: $75.00
|
19 | 855 | |||||||
MTB 130119P00080000
|
Expiration: January 2013, Exercise Price: $80.00
|
17 | 1,190 | |||||||
MTB 130119P00085000
|
Expiration: January 2013, Exercise Price: $85.00
|
6 | 780 | |||||||
Northern Trust Corp.
|
||||||||||
NTRS 130119P00035000
|
Expiration: January 2013, Exercise Price: $35.00
|
6 | 150 | |||||||
NTRS 130119P00040000
|
Expiration: January 2013, Exercise Price: $40.00
|
41 | 2,767 | |||||||
NTRS 140118P00040000
|
Expiration: January 2014, Exercise Price: $40.00
|
30 | 9,750 | |||||||
State Street Corporation
|
||||||||||
STT 130119P00030000
|
Expiration: January 2013, Exercise Price: $30.00
|
10 | 210 | |||||||
STT 130119P00035000
|
Expiration: January 2013, Exercise Price: $35.00
|
62 | 3,162 | |||||||
STT 130119P00037000
|
Expiration: January 2013, Exercise Price: $37.00
|
10 | 780 | |||||||
STT 130119P00042000
|
Expiration: January 2013, Exercise Price: $42.00
|
11 | 2,563 | |||||||
STT 140118P00035000
|
Expiration: January 2014, Exercise Price: $35.00
|
11 | 3,492 | |||||||
U.S. Bancorp
|
||||||||||
USB 130119P00020000
|
Expiration: January 2013, Exercise Price: $20.00
|
40 | 140 | |||||||
USB 130119P00022000
|
Expiration: January 2013, Exercise Price: $22.00
|
40 | 240 | |||||||
Wells Fargo & Company
|
||||||||||
WFC 130119P00033000
|
Expiration: January 2013, Exercise Price: $33.00
|
4 | 464 | |||||||
WFC 140118P00030000
|
Expiration: January 2014, Exercise Price: $30.00
|
30 | 8,355 | |||||||
WFC 140118P00032000
|
Expiration: January 2014, Exercise Price: $32.00
|
3 | 1,065 | |||||||
55,916 | ||||||||||
Data Processing, Hosting and Related Services
|
||||||||||
CoreLogic, Inc.
|
||||||||||
CLGX 121020P00012500
|
Expiration: October 2012, Exercise Price: $12.50
|
80 | 600 | |||||||
Defense
|
||||||||||
CACI International Inc. - Class A
|
||||||||||
CACI 121222P00050000
|
Expiration: December 2012, Exercise Price: $50.00
|
24 | 4,920 | |||||||
CACI 130316P00050000
|
Expiration: March 2013, Exercise Price: $50.00
|
75 | 24,750 | |||||||
Northrop Grumman Corporation
|
||||||||||
NOC 130119P00050000
|
Expiration: January 2013, Exercise Price: $50.00
|
22 | 550 | |||||||
NOC 130119P00052500
|
Expiration: January 2013, Exercise Price: $52.50
|
5 | 162 | |||||||
NOC 130119P00055000
|
Expiration: January 2013, Exercise Price: $55.00
|
22 | 990 | |||||||
NOC 130216P00057500
|
Expiration: February 2013, Exercise Price: $57.50
|
4 | 370 | |||||||
NOC 140118P00060000
|
Expiration: January 2014, Exercise Price: $60.00
|
20 | 10,000 | |||||||
41,742 | ||||||||||
Depository Credit Intermediation
|
||||||||||
HDFC Bank Ltd. - ADR
|
||||||||||
HDB 121020P00030000
|
Expiration: October 2012, Exercise Price: $30.00
|
38 | 855 | |||||||
E-Commerce
|
||||||||||
IAC/InterActiveCorp
|
||||||||||
IACI 121020P00040000
|
Expiration: October 2012, Exercise Price: $40.00
|
20 | 100 | |||||||
IACI 130119P00040000
|
Expiration: January 2013, Exercise Price: $40.00
|
53 | 2,252 | |||||||
IACI 130119P00050000
|
Expiration: January 2013, Exercise Price: $50.00
|
2 | 475 | |||||||
2,827 | ||||||||||
Fabricated Metal Product Manufacturing
|
||||||||||
Danaher Corporation
|
||||||||||
DHR 130119P00052500
|
Expiration: January 2013, Exercise Price: $52.50
|
2 | 300 | |||||||
DHR 140118P00052500
|
Expiration: January 2014, Exercise Price: $52.50
|
2 | 1,020 | |||||||
McDermott International, Inc.
|
||||||||||
MDR 130119P00007500
|
Expiration: January 2013, Exercise Price: $7.50
|
200 | 1,500 | |||||||
MDR 130119P00009000
|
Expiration: January 2013, Exercise Price: $9.00
|
121 | 2,722 | |||||||
MDR 130119P00010000
|
Expiration: January 2013, Exercise Price: $10.00
|
155 | 6,200 | |||||||
11,742 | ||||||||||
Food Manufacturing
|
||||||||||
Archer-Daniels-Midland Company
|
||||||||||
ADM 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
152 | 9,728 | |||||||
ADM 130119P00028000
|
Expiration: January 2013, Exercise Price: $28.00
|
5 | 950 | |||||||
ADM 140118P00023000
|
Expiration: January 2014, Exercise Price: $23.00
|
10 | 1,845 | |||||||
ADM 140118P00025000
|
Expiration: January 2014, Exercise Price: $25.00
|
11 | 2,871 | |||||||
Bunge Limited
|
||||||||||
BG 130119P00055000
|
Expiration: January 2013, Exercise Price: $55.00
|
31 | 1,473 | |||||||
BG 130119P00065000
|
Expiration: January 2013, Exercise Price: $65.00
|
6 | 1,500 | |||||||
BG 140118P00055000
|
Expiration: January 2014, Exercise Price: $55.00
|
46 | 17,480 | |||||||
BG 140118P00062500
|
Expiration: January 2014, Exercise Price: $62.50
|
1 | 635 | |||||||
ConAgra Foods, Inc.
|
||||||||||
CAG 130119P00023000
|
Expiration: January 2013, Exercise Price: $23.00
|
12 | 120 | |||||||
CAG 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
102 | 2,805 | |||||||
Dean Foods Company
|
||||||||||
DF 130119P00007500
|
Expiration: January 2013, Exercise Price: $7.50
|
40 | 400 | |||||||
Kellogg Company
|
||||||||||
K 130119P00047500 |
Expiration: January 2013, Exercise Price: $47.50
|
62 | 2,480 | |||||||
Kraft Foods Group, Inc.
|
||||||||||
KFT 130119P00040000
|
Expiration: January 2013, Exercise Price: $40.00
|
4 | 430 | |||||||
KFT 140118P00035000
|
Expiration: January 2014, Exercise Price: $35.00
|
30 | 3,690 | |||||||
KFT 140118P00040000
|
Expiration: January 2014, Exercise Price: $40.00
|
2 | 569 | |||||||
Mead Johnson Nutrition Company
|
||||||||||
MJN 130119P00070000
|
Expiration: January 2013, Exercise Price: $70.00
|
15 | 4,462 | |||||||
MJN 130216P00070000
|
Expiration: February 2013, Exercise Price: $70.00
|
20 | 7,050 | |||||||
MJN 140118P00070000
|
Expiration: January 2014, Exercise Price: $70.00
|
12 | 10,020 | |||||||
Unilever NV
|
||||||||||
UN 121117P00030000
|
Expiration: November 2012, Exercise Price: $30.00
|
41 | 513 | |||||||
UN 130216P00030000
|
Expiration: February 2013, Exercise Price: $30.00
|
10 | 300 | |||||||
69,321 | ||||||||||
Food Services and Drinking Places
|
||||||||||
Starbucks Corporation
|
||||||||||
SBUX 140118P00035000
|
Expiration: January 2014, Exercise Price: $35.00
|
118 | 20,945 | |||||||
SBUX 140118P00045000
|
Expiration: January 2014, Exercise Price: $45.00
|
2 | 930 | |||||||
21,875 | ||||||||||
Funds, Trusts, and Other Financial Vehicles
|
||||||||||
Entertainment Properties Trust
|
||||||||||
EPR 121020P00045000
|
Expiration: October 2012, Exercise Price: $45.00
|
20 | 2,200 | |||||||
iShares MSCI Japan Index Fund
|
||||||||||
EWJ 130119P00009000
|
Expiration: January 2013, Exercise Price: $9.00
|
443 | 14,176 | |||||||
EWJ 140118P00009000
|
Expiration: January 2014, Exercise Price: $9.00
|
110 | 9,350 | |||||||
iShares Russell 2000 Value Index Fund
|
||||||||||
IWM 130119P00077000
|
Expiration: January 2013, Exercise Price: $77.00
|
2 | 370 | |||||||
IWM 130216P00069000
|
Expiration: February 2013, Exercise Price: $69.00
|
25 | 2,475 | |||||||
IWM 140118P00079000
|
Expiration: January 2014, Exercise Price: $79.00
|
1 | 856 | |||||||
Market Vectors Gold Miners ETF
|
||||||||||
GDX 130119P00040000
|
Expiration: January 2013, Exercise Price: $40.00
|
47 | 1,739 | |||||||
GDX 130119P00043000
|
Expiration: January 2013, Exercise Price: $43.00
|
23 | 1,506 | |||||||
GDX 130119P00045000
|
Expiration: January 2013, Exercise Price: $45.00
|
11 | 1,056 | |||||||
GDX 130119P00050000
|
Expiration: January 2013, Exercise Price: $50.00
|
14 | 3,185 | |||||||
GDX 140118P00040000
|
Expiration: January 2014, Exercise Price: $40.00
|
5 | 1,438 | |||||||
Market Vectors Junior Gold Miners ETF
|
||||||||||
GDXJ 130119P00020630
|
Expiration: January 2013, Exercise Price: $20.63
|
10 | 800 | |||||||
GDXJ 130119P00021630
|
Expiration: January 2013, Exercise Price: $21.63
|
30 | 3,150 | |||||||
GDXJ 130119P00024630
|
Expiration: January 2013, Exercise Price: $24.63
|
15 | 3,450 | |||||||
GDXJ 130119P00027630
|
Expiration: January 2013, Exercise Price: $27.63
|
15 | 6,300 | |||||||
SPDR S&P 500 EFT Trust
|
||||||||||
SPY 130119P00138000
|
Expiration: January 2013, Exercise Price: $138.00
|
2 | 631 | |||||||
SPY 130316P00139000
|
Expiration: March 2013, Exercise Price: $139.00
|
10 | 5,155 | |||||||
SPY 140118P00138000
|
Expiration: January 2014, Exercise Price: $138.00
|
20 | 23,750 | |||||||
SPY 141220P00140000
|
Expiration: December 2014, Exercise Price: $140.00
|
1 | 1,877 | |||||||
83,464 | ||||||||||
Gaming
|
||||||||||
Las Vegas Sands Corp.
|
||||||||||
LVS 130119P00035000
|
Expiration: January 2013, Exercise Price: $35.00
|
36 | 2,268 | |||||||
LVS 130119P00040000
|
Expiration: January 2013, Exercise Price: $40.00
|
22 | 3,278 | |||||||
LVS 140118P00030000
|
Expiration: January 2014, Exercise Price: $30.00
|
70 | 18,130 | |||||||
LVS 140118P00035000
|
Expiration: January 2014, Exercise Price: $35.00
|
32 | 12,960 | |||||||
LVS 140118P00038000
|
Expiration: January 2014, Exercise Price: $38.00
|
3 | 1,530 | |||||||
Wynn Resorts Limited
|
||||||||||
WYNN 140118P00070000
|
Expiration: January 2014, Exercise Price: $70.00
|
46 | 14,950 | |||||||
WYNN 140118P00075000
|
Expiration: January 2014, Exercise Price: $75.00
|
12 | 4,920 | |||||||
WYNN 140118P00080000
|
Expiration: January 2014, Exercise Price: $80.00
|
8 | 4,220 | |||||||
WYNN 140118P00095000
|
Expiration: January 2014, Exercise Price: $95.00
|
4 | 3,860 | |||||||
66,116 | ||||||||||
General Merchandise Stores
|
||||||||||
J.C. Penney Company, Inc.
|
||||||||||
JCP 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
32 | 9,920 | |||||||
JCP 130119P00029000
|
Expiration: January 2013, Exercise Price: $29.00
|
35 | 20,300 | |||||||
JCP 140118P00018000
|
Expiration: January 2014, Exercise Price: $18.00
|
20 | 5,630 | |||||||
Sears Holdings Corporation
|
||||||||||
SHLD1 130119P00055000
|
Expiration: January 2013, Exercise Price: $55.00
|
12 | 7,740 | |||||||
SHLD2 140118P00035000
|
Expiration: January 2014, Exercise Price: $35.00
|
14 | 8,330 | |||||||
SHLD2 140118P00052500
|
Expiration: January 2014, Exercise Price: $52.50
|
27 | 37,327 | |||||||
SHLD2 140621P00052500
|
Expiration: June 2014, Exercise Price: $52.50
|
2 | 3,235 | |||||||
92,482 | ||||||||||
Holding Company
|
||||||||||
Berkshire Hathaway Inc. - Class B
|
||||||||||
BRKB 130119P00070000
|
Expiration: January 2013, Exercise Price: $70.00
|
10 | 285 | |||||||
BRKB 130119P00072500
|
Expiration: January 2013, Exercise Price: $72.50
|
31 | 1,070 | |||||||
BRKB 130119P00075000
|
Expiration: January 2013, Exercise Price: $75.00
|
14 | 602 | |||||||
BRKB 140118P00080000
|
Expiration: January 2014, Exercise Price: $80.00
|
14 | 5,810 | |||||||
Leucadia National Corporation
|
||||||||||
LUK 121222P00020000
|
Expiration: December 2012, Exercise Price: $20.00
|
55 | 2,337 | |||||||
LUK 121222P00022500
|
Expiration: December 2012, Exercise Price: $22.50
|
13 | 1,690 | |||||||
LUK 130316P00022500
|
Expiration: March 2013, Exercise Price: $22.50
|
100 | 18,250 | |||||||
30,044 | ||||||||||
Insurance Carriers and Related Activities
|
||||||||||
American International Group, Inc.
|
||||||||||
AIG 130119P00022500
|
Expiration: January 2013, Exercise Price: $22.50
|
30 | 495 | |||||||
AIG 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
93 | 3,069 | |||||||
AIG 130119P00030000
|
Expiration: January 2013, Exercise Price: $30.00
|
30 | 3,495 | |||||||
China Life Insurance Co., Ltd. - ADR
|
||||||||||
LFC 130119P00035000
|
Expiration: January 2013, Exercise Price: $35.00
|
32 | 1,840 | |||||||
Loews Corporation
|
||||||||||
L 121222P00035000 |
Expiration: December 2012, Exercise Price: $35.00
|
15 | 338 | |||||||
L 130316P00035000 |
Expiration: March 2013, Exercise Price: $35.00
|
6 | 300 | |||||||
L 130316P00040000 |
Expiration: March 2013, Exercise Price: $40.00
|
40 | 5,900 | |||||||
Marsh & McLennan Companies, Inc.
|
||||||||||
MMC 130119P00030000
|
Expiration: January 2013, Exercise Price: $30.00
|
70 | 2,275 | |||||||
MMC 140118P00025000
|
Expiration: January 2014, Exercise Price: $25.00
|
16 | 1,360 | |||||||
The Progressive Corporation
|
||||||||||
PGR 130119P00017500
|
Expiration: January 2013, Exercise Price: $17.50
|
29 | 435 | |||||||
PGR 130119P00020000
|
Expiration: January 2013, Exercise Price: $20.00
|
40 | 2,300 | |||||||
PGR 130216P00019000
|
Expiration: February 2013, Exercise Price: $19.00
|
36 | 1,710 | |||||||
PGR 130216P00020000
|
Expiration: February 2013, Exercise Price: $20.00
|
110 | 8,800 | |||||||
32,317 | ||||||||||
Lessors of Nonfinancial Intangible Assets (except Copyrighted Works)
|
||||||||||
Hugoton Royalty Trust
|
||||||||||
HGT 121117P00012500
|
Expiration: November 2012, Exercise Price: $12.50
|
70 | 41,300 | |||||||
HGT 130216P00007500
|
Expiration: February 2013, Exercise Price: $7.50
|
70 | 9,100 | |||||||
San Juan Basin Royalty Trust
|
||||||||||
SJT 121020P00015000
|
Expiration: October 2012, Exercise Price: $15.00
|
153 | 18,360 | |||||||
SJT 130119P00012500
|
Expiration: January 2013, Exercise Price: $12.50
|
15 | 1,162 | |||||||
SJT 130420P00012500
|
Expiration: April 2013, Exercise Price: $12.50
|
100 | 10,000 | |||||||
79,922 | ||||||||||
Lessors of Nonresidential Buildings (except Miniwarehouses)
|
||||||||||
The Howard Hughes Corporation
|
||||||||||
HHC 121020P00055000
|
Expiration: October 2012, Exercise Price: $55.00
|
18 | 135 | |||||||
HHC 130119P00055000
|
Expiration: January 2013, Exercise Price: $55.00
|
2 | 105 | |||||||
240 | ||||||||||
Machinery Manufacturing
|
||||||||||
Lindsay Corporation
|
||||||||||
LNN 130316P00060000
|
Expiration: March 2013, Exercise Price: $60.00
|
60 | 15,900 | |||||||
Management of Companies and Enterprises
|
||||||||||
The Goldman Sachs Group, Inc.
|
||||||||||
GS 130119P00090000
|
Expiration: January 2013, Exercise Price: $90.00
|
5 | 640 | |||||||
GS 130119P00095000
|
Expiration: January 2013, Exercise Price: $95.00
|
11 | 2,030 | |||||||
JPMorgan Chase & Co.
|
||||||||||
JPM 130119P00028000
|
Expiration: January 2013, Exercise Price: $28.00
|
15 | 307 | |||||||
JPM 130119P00034000
|
Expiration: January 2013, Exercise Price: $34.00
|
11 | 693 | |||||||
JPM 130119P00037000
|
Expiration: January 2013, Exercise Price: $37.00
|
21 | 2,541 | |||||||
JPM 140118P00030000
|
Expiration: January 2014, Exercise Price: $30.00
|
100 | 21,100 | |||||||
JPM 140118P00035000
|
Expiration: January 2014, Exercise Price: $35.00
|
12 | 4,320 | |||||||
31,631 | ||||||||||
Manufactured Brands
|
||||||||||
Jarden Corporation
|
||||||||||
JAH 130119P00035000
|
Expiration: January 2013, Exercise Price: $35.00
|
10 | 175 | |||||||
Merchant Wholesalers, Nondurable Goods
|
||||||||||
Molson Coors Brewing Company - Class B
|
||||||||||
TAP 130119P00040000
|
Expiration: January 2013, Exercise Price: $40.00
|
6 | 360 | |||||||
Mining (except Oil and Gas)
|
||||||||||
Barrick Gold Corporation
|
||||||||||
ABX 130119P00038000
|
Expiration: January 2013, Exercise Price: $38.00
|
30 | 4,380 | |||||||
ABX 130119P00040000
|
Expiration: January 2013, Exercise Price: $40.00
|
53 | 11,607 | |||||||
ABX 130119P00043000
|
Expiration: January 2013, Exercise Price: $43.00
|
8 | 2,960 | |||||||
ABX 140118P00035000
|
Expiration: January 2014, Exercise Price: $35.00
|
11 | 4,235 | |||||||
ABX 140118P00040000
|
Expiration: January 2014, Exercise Price: $40.00
|
25 | 15,375 | |||||||
ABX 140118P00045000
|
Expiration: January 2014, Exercise Price: $45.00
|
9 | 8,168 | |||||||
Cameco Corporation
|
||||||||||
CCJ 130119P00015000
|
Expiration: January 2013, Exercise Price: $15.00
|
14 | 315 | |||||||
CCJ 130119P00018000
|
Expiration: January 2013, Exercise Price: $18.00
|
99 | 8,662 | |||||||
CCJ 130119P00020000
|
Expiration: January 2013, Exercise Price: $20.00
|
51 | 9,053 | |||||||
CCJ 130119P00021000
|
Expiration: January 2013, Exercise Price: $21.00
|
4 | 960 | |||||||
CCJ 130119P00022000
|
Expiration: January 2013, Exercise Price: $22.00
|
40 | 12,600 | |||||||
Freeport-McMoRan Copper & Gold Inc.
|
||||||||||
FCX 130119P00029500
|
Expiration: January 2013, Exercise Price: $29.50
|
30 | 1,410 | |||||||
FCX 130119P00033000
|
Expiration: January 2013, Exercise Price: $33.00
|
65 | 6,630 | |||||||
FCX 130119P00035000
|
Expiration: January 2013, Exercise Price: $35.00
|
11 | 1,678 | |||||||
FCX 140118P00035000
|
Expiration: January 2014, Exercise Price: $35.00
|
2 | 1,070 | |||||||
Harry Winston Diamond Corporation
|
||||||||||
HWD 121117P00012500
|
Expiration: November 2012, Exercise Price: $12.50
|
163 | 18,338 | |||||||
HWD 130216P00010000
|
Expiration: February 2013, Exercise Price: $10.00
|
155 | 8,525 | |||||||
HWD 130216P00012500
|
Expiration: February 2013, Exercise Price: $12.50
|
100 | 15,250 | |||||||
HWD 130518P00010000
|
Expiration: May 2013, Exercise Price: $10.00
|
30 | 2,100 | |||||||
Newmont Mining Corporation
|
||||||||||
NEM 130119P00046000
|
Expiration: January 2013, Exercise Price: $46.00
|
29 | 1,929 | |||||||
NEM 130119P00050000
|
Expiration: January 2013, Exercise Price: $50.00
|
5 | 697 | |||||||
NEM 130119P00052500
|
Expiration: January 2013, Exercise Price: $52.50
|
39 | 8,365 | |||||||
NEM 130119P00060000
|
Expiration: January 2013, Exercise Price: $60.00
|
10 | 6,100 | |||||||
NEM 140118P00050000
|
Expiration: January 2014, Exercise Price: $50.00
|
18 | 10,980 | |||||||
NovaGold Resources Inc.
|
||||||||||
NG 140118P00005000
|
Expiration: January 2014, Exercise Price: $5.00
|
420 | 51,450 | |||||||
NG1 140118P00005000
|
Expiration: January 2014, Exercise Price: $5.00
|
150 | 16,125 | |||||||
NG1 140118P00007000
|
Expiration: January 2014, Exercise Price: $7.00
|
285 | 67,687 | |||||||
Rio Tinto PLC - ADR
|
||||||||||
RIO 130119P00050000
|
Expiration: January 2013, Exercise Price: $50.00
|
22 | 12,320 | |||||||
RIO 130119P00052500
|
Expiration: January 2013, Exercise Price: $52.50
|
20 | 14,700 | |||||||
RIO 130119P00060000
|
Expiration: January 2013, Exercise Price: $60.00
|
12 | 16,020 | |||||||
RIO 140118P00032500
|
Expiration: January 2014, Exercise Price: $32.50
|
35 | 10,937 | |||||||
Royal Gold, Inc.
|
||||||||||
RGLD 130119P00060000
|
Expiration: January 2013, Exercise Price: $60.00
|
4 | 30 | |||||||
RGLD 130119P00062500
|
Expiration: January 2013, Exercise Price: $62.50
|
4 | 60 | |||||||
Vale SA
|
||||||||||
VALE 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
80 | 60,800 | |||||||
411,516 | ||||||||||
Miscellaneous Manufacturing
|
||||||||||
3M Co.
|
||||||||||
MMM 130119P00065000
|
Expiration: January 2013, Exercise Price: $65.00
|
10 | 170 | |||||||
MMM 130119P00067500
|
Expiration: January 2013, Exercise Price: $67.50
|
23 | 494 | |||||||
International Game Technology
|
||||||||||
IGT 130119P00011000
|
Expiration: January 2013, Exercise Price: $11.00
|
95 | 3,088 | |||||||
IGT 130119P00012500
|
Expiration: January 2013, Exercise Price: $12.50
|
118 | 9,145 | |||||||
IGT 130119P00015000
|
Expiration: January 2013, Exercise Price: $15.00
|
81 | 18,630 | |||||||
31,527 | ||||||||||
Motion Picture and Sound Recording Industries
|
||||||||||
DreamWorks Animation SKG, Inc. - Class A
|
||||||||||
DWA 121222P00017500
|
Expiration: December 2012, Exercise Price: $17.50
|
80 | 5,600 | |||||||
DWA 130316P00017500
|
Expiration: March 2013, Exercise Price: $17.50
|
196 | 22,540 | |||||||
28,140 | ||||||||||
Motor Vehicle and Parts Dealers
|
||||||||||
AutoNation, Inc.
|
||||||||||
AN 121020P00029000
|
Expiration: October 2012, Exercise Price: $29.00
|
80 | 600 | |||||||
Non-Store Retailers
|
||||||||||
Amazon.com, Inc.
|
||||||||||
AMZN 130119P00150000
|
Expiration: January 2013, Exercise Price: $150.00
|
5 | 300 | |||||||
AMZN 130119P00165000
|
Expiration: January 2013, Exercise Price: $165.00
|
2 | 185 | |||||||
AMZN 130119P00170000
|
Expiration: January 2013, Exercise Price: $170.00
|
2 | 212 | |||||||
AMZN 130119P00180000
|
Expiration: January 2013, Exercise Price: $180.00
|
4 | 592 | |||||||
eBay, Inc.
|
||||||||||
EBAY 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
60 | 630 | |||||||
EBAY 130119P00043000
|
Expiration: January 2013, Exercise Price: $43.00
|
2 | 278 | |||||||
EBAY 140118P00045000
|
Expiration: January 2014, Exercise Price: $45.00
|
2 | 1,210 | |||||||
Liberty Interactive Corporation - Class A
|
||||||||||
LINTA 121020P00017000
|
Expiration: October 2012, Exercise Price: $17.00
|
6 | 60 | |||||||
Sotheby's
|
||||||||||
BID 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
55 | 5,088 | |||||||
BID 130119P00030000
|
Expiration: January 2013, Exercise Price: $30.00
|
45 | 10,350 | |||||||
BID 140118P00023000
|
Expiration: January 2014, Exercise Price: $23.00
|
20 | 5,400 | |||||||
24,305 | ||||||||||
Oil and Gas and Consumable Fuels
|
||||||||||
China Petroleum and Chemical Corporation - ADR
|
||||||||||
SNP 121020P00100000
|
Expiration: October 2012, Exercise Price: $100.00
|
37 | 28,675 | |||||||
PetroChina Company Ltd. - ADR
|
||||||||||
PTR 130119P00115000
|
Expiration: January 2013, Exercise Price: $115.00
|
14 | 3,745 | |||||||
PTR 130119P00125000
|
Expiration: January 2013, Exercise Price: $125.00
|
16 | 8,640 | |||||||
41,060 | ||||||||||
Oil and Gas Extraction
|
||||||||||
Canadian Natural Resources Ltd.
|
||||||||||
CNQ 130119P00030000
|
Expiration: January 2013, Exercise Price: $30.00
|
78 | 15,990 | |||||||
CNQ 130119P00031000
|
Expiration: January 2013, Exercise Price: $31.00
|
13 | 3,315 | |||||||
CNQ 130119P00033000
|
Expiration: January 2013, Exercise Price: $33.00
|
26 | 9,620 | |||||||
CNQ 130119P00037000
|
Expiration: January 2013, Exercise Price: $37.00
|
12 | 8,040 | |||||||
CNQ 140118P00028000
|
Expiration: January 2014, Exercise Price: $28.00
|
25 | 10,250 | |||||||
CNQ 140118P00030000
|
Expiration: January 2014, Exercise Price: $30.00
|
3 | 1,500 | |||||||
Cenovus Energy Inc.
|
||||||||||
CVE 130316P00030000
|
Expiration: March 2013, Exercise Price: $30.00
|
100 | 12,750 | |||||||
CNOOC Ltd. - ADR
|
||||||||||
CEO 121222P00175000
|
Expiration: December 2012, Exercise Price: $175.00
|
3 | 720 | |||||||
CEO 121222P00180000
|
Expiration: December 2012, Exercise Price: $180.00
|
5 | 1,700 | |||||||
CEO 130316P00180000
|
Expiration: March 2013, Exercise Price: $180.00
|
22 | 14,850 | |||||||
Encana Corporation
|
||||||||||
ECA 130119P00017500
|
Expiration: January 2013, Exercise Price: $17.50
|
205 | 7,688 | |||||||
ECA 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
13 | 4,940 | |||||||
ECA 140118P00018000
|
Expiration: January 2014, Exercise Price: $18.00
|
50 | 10,750 | |||||||
ECA 140118P00020000
|
Expiration: January 2014, Exercise Price: $20.00
|
9 | 2,722 | |||||||
ECA 140118P00022000
|
Expiration: January 2014, Exercise Price: $22.00
|
5 | 2,050 | |||||||
EXCO Resources, Inc.
|
||||||||||
XCO 130316P00006000
|
Expiration: March 2013, Exercise Price: $6.00
|
250 | 8,125 | |||||||
Occidental Petroleum Corporation
|
||||||||||
OXY 140118P00055000
|
Expiration: January 2014, Exercise Price: $55.00
|
82 | 25,010 | |||||||
Penn West Petroleum Ltd.
|
||||||||||
PWE 121222P00012000
|
Expiration: December 2012, Exercise Price: $12.00
|
110 | 2,750 | |||||||
PWE 121222P00014000
|
Expiration: December 2012, Exercise Price: $14.00
|
172 | 13,760 | |||||||
PWE 130316P00013000
|
Expiration: March 2013, Exercise Price: $13.00
|
60 | 5,400 | |||||||
Petroleo Brasileiro S.A. - ADR
|
||||||||||
PBR 130119P00023000
|
Expiration: January 2013, Exercise Price: $23.00
|
41 | 7,606 | |||||||
PBR 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
101 | 31,310 | |||||||
PBR 130119P00035000
|
Expiration: January 2013, Exercise Price: $35.00
|
8 | 9,920 | |||||||
Sasol Ltd. - ADR
|
||||||||||
SSL 121222P00040000
|
Expiration: December 2012, Exercise Price: $40.00
|
24 | 3,780 | |||||||
SSL 121222P00045000
|
Expiration: December 2012, Exercise Price: $45.00
|
15 | 5,100 | |||||||
SSL 130316P00040000
|
Expiration: March 2013, Exercise Price: $40.00
|
50 | 8,500 | |||||||
StatoilHydro ASA - ADR
|
||||||||||
STO 130119P00022500
|
Expiration: January 2013, Exercise Price: $22.50
|
24 | 900 | |||||||
Suncor Energy, Inc.
|
||||||||||
SU 130119P00028000
|
Expiration: January 2013, Exercise Price: $28.00
|
9 | 576 | |||||||
SU 130119P00030000
|
Expiration: January 2013, Exercise Price: $30.00
|
6 | 666 | |||||||
SU 130119P00032000
|
Expiration: January 2013, Exercise Price: $32.00
|
85 | 15,555 | |||||||
SU 140118P00025000
|
Expiration: January 2014, Exercise Price: $25.00
|
12 | 2,574 | |||||||
SU 140118P00030000
|
Expiration: January 2014, Exercise Price: $30.00
|
43 | 16,985 | |||||||
Total SA - ADR
|
||||||||||
TOT 130119P00045000
|
Expiration: January 2013, Exercise Price: $45.00
|
84 | 9,030 | |||||||
TOT 140118P00040000
|
Expiration: January 2014, Exercise Price: $40.00
|
14 | 3,815 | |||||||
TOT 140118P00042500
|
Expiration: January 2014, Exercise Price: $42.50
|
16 | 5,840 | |||||||
WPX Energy Inc.
|
||||||||||
WPX 130119P00015000
|
Expiration: January 2013, Exercise Price: $15.00
|
141 | 11,632 | |||||||
WPX 140118P00012500
|
Expiration: January 2014, Exercise Price: $12.50
|
100 | 21,000 | |||||||
316,719 | ||||||||||
Performing Arts, Spectator Sports, and Related Industries
|
||||||||||
The Madison Square Garden Company
|
||||||||||
MSG 130216P00037000
|
Expiration: February 2013, Exercise Price: $37.00
|
2 | 350 | |||||||
Personal and Laundry Services
|
||||||||||
Weight Watchers International, Inc.
|
||||||||||
WTW 121020P00065000
|
Expiration: October 2012, Exercise Price: $65.00
|
40 | 48,800 | |||||||
Petroleum and Coal Products Manufacturing
|
||||||||||
Exxon Mobile Corporation
|
||||||||||
XOM 130119P00085000
|
Expiration: January 2013, Exercise Price: $85.00
|
2 | 239 | |||||||
XOM 140118P00082500
|
Expiration: January 2014, Exercise Price: $82.50
|
20 | 10,750 | |||||||
XOM 140118P00087500
|
Expiration: January 2014, Exercise Price: $87.50
|
1 | 723 | |||||||
11,712 | ||||||||||
Pharmaceuticals and Biotechnology
|
||||||||||
Novartis AG - ADR
|
||||||||||
NVS 130119P00047500
|
Expiration: January 2013, Exercise Price: $47.50
|
22 | 220 | |||||||
NVS 130119P00050000
|
Expiration: January 2013, Exercise Price: $50.00
|
20 | 300 | |||||||
NVS 130119P00052500
|
Expiration: January 2013, Exercise Price: $52.50
|
30 | 600 | |||||||
Sanofi - ADR
|
||||||||||
SNY 121222P00034000
|
Expiration: December 2012, Exercise Price: $34.00
|
79 | 1,383 | |||||||
SNY 130316P00040000
|
Expiration: March 2013, Exercise Price: $40.00
|
35 | 5,075 | |||||||
7,578 | ||||||||||
Pipeline Transportation
|
||||||||||
The Williams Companies, Inc.
|
||||||||||
WMB1 130119P00020000
|
Expiration: January 2013, Exercise Price: $20.00
|
80 | 1,040 | |||||||
WMB1 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
15 | 360 | |||||||
WMB 130216P00025000
|
Expiration: February 2013, Exercise Price: $25.00
|
65 | 1,268 | |||||||
2,668 | ||||||||||
Primary Metal Manufacturing
|
||||||||||
Commercial Metals Company
|
||||||||||
CMC 130316P00012000
|
Expiration: March 2013, Exercise Price: $12.00
|
230 | 19,550 | |||||||
Mueller Industries, Inc.
|
||||||||||
MLI 121222P00035000
|
Expiration: December 2012, Exercise Price: $35.00
|
20 | 3,100 | |||||||
MLI 130316P00045000
|
Expiration: March 2013, Exercise Price: $45.00
|
15 | 4,500 | |||||||
27,150 | ||||||||||
Professional, Scientific, and Technical Services
|
||||||||||
Automatic Data Processing, Inc.
|
||||||||||
ADP 130119P00050000
|
Expiration: January 2013, Exercise Price: $50.00
|
32 | 1,120 | |||||||
ADP 140118P00052500
|
Expiration: January 2014, Exercise Price: $52.50
|
3 | 1,080 | |||||||
2,200 | ||||||||||
Publishing Industries (except Internet)
|
||||||||||
News Corporation - Class A
|
||||||||||
NWSA 130119P00017500
|
Expiration: January 2013, Exercise Price: $17.50
|
225 | 1,687 | |||||||
Rail Transportation
|
||||||||||
Canadian National Railway Company
|
||||||||||
CNI 130119P00075000
|
Expiration: January 2013, Exercise Price: $75.00
|
6 | 480 | |||||||
CNI 130420P00080000
|
Expiration: April 2013, Exercise Price: $80.00
|
42 | 12,075 | |||||||
Canadian Pacific Railway Limited
|
||||||||||
CP 121222P00065000
|
Expiration: December 2012, Exercise Price: $65.00
|
26 | 845 | |||||||
CP 121222P00070000
|
Expiration: December 2012, Exercise Price: $70.00
|
30 | 1,800 | |||||||
CP 130316P00075000
|
Expiration: March 2013, Exercise Price: $75.00
|
15 | 3,675 | |||||||
CSX Corporation
|
||||||||||
CSX 130119P00020000
|
Expiration: January 2013, Exercise Price: $20.00
|
178 | 15,753 | |||||||
CSX 140118P00017500
|
Expiration: January 2014, Exercise Price: $17.50
|
36 | 5,994 | |||||||
CSX 140118P00020000
|
Expiration: January 2014, Exercise Price: $20.00
|
45 | 12,150 | |||||||
Norfolk Southern Corporation
|
||||||||||
NSC 130119P00062500
|
Expiration: January 2013, Exercise Price: $62.50
|
15 | 4,200 | |||||||
NSC 130119P00065000
|
Expiration: January 2013, Exercise Price: $65.00
|
32 | 13,120 | |||||||
NSC 130119P00070000
|
Expiration: January 2013, Exercise Price: $70.00
|
15 | 11,400 | |||||||
NSC 140118P00065000
|
Expiration: January 2014, Exercise Price: $65.00
|
15 | 14,475 | |||||||
Union Pacific Corporation
|
||||||||||
UNP 130119P00090000
|
Expiration: January 2013, Exercise Price: $90.00
|
4 | 180 | |||||||
UNP 130119P00097500
|
Expiration: January 2013, Exercise Price: $97.50
|
7 | 623 | |||||||
UNP 130119P00100000
|
Expiration: January 2013, Exercise Price: $100.00
|
26 | 2,938 | |||||||
UNP 140118P00095000
|
Expiration: January 2014, Exercise Price: $95.00
|
11 | 7,205 | |||||||
UNP 140118P00100000
|
Expiration: January 2014, Exercise Price: $100.00
|
5 | 3,975 | |||||||
110,888 | ||||||||||
Real Estate
|
||||||||||
Boston Properties, Inc.
|
||||||||||
BXP 130119P00077500
|
Expiration: January 2013, Exercise Price: $77.50
|
2 | 55 | |||||||
BXP 130119P00095000
|
Expiration: January 2013, Exercise Price: $95.00
|
8 | 700 | |||||||
CBRE Group, Inc. - Class A
|
||||||||||
CBG 121222P00017000
|
Expiration: December 2012, Exercise Price: $17.00
|
105 | 8,137 | |||||||
CBG 130316P00014000
|
Expiration: March 2013, Exercise Price: $14.00
|
60 | 3,150 | |||||||
General Growth Properties, Inc.
|
||||||||||
GGP 130119P00015000
|
Expiration: January 2013, Exercise Price: $15.00
|
90 | 1,710 | |||||||
Jones Lang LaSalle Inc.
|
||||||||||
JLL 121222P00060000
|
Expiration: December 2012, Exercise Price: $60.00
|
6 | 465 | |||||||
JLL 121222P00070000
|
Expiration: December 2012, Exercise Price: $70.00
|
4 | 1,010 | |||||||
JLL 130316P00060000
|
Expiration: March 2013, Exercise Price: $60.00
|
15 | 2,925 | |||||||
Vornado Realty Trust - REIT
|
||||||||||
VNO 130119P00070000
|
Expiration: January 2013, Exercise Price: $70.00
|
11 | 770 | |||||||
VNO 130119P00080000
|
Expiration: January 2013, Exercise Price: $80.00
|
33 | 10,230 | |||||||
VNO 130316P00075000
|
Expiration: March 2013, Exercise Price: $75.00
|
6 | 1,470 | |||||||
VNO 140118P00080000
|
Expiration: January 2014, Exercise Price: $80.00
|
1 | 960 | |||||||
Washington - REIT
|
||||||||||
WRE 121020P00025000
|
Expiration: October 2012, Exercise Price: $25.00
|
30 | 225 | |||||||
WRE 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
30 | 1,650 | |||||||
33,457 | ||||||||||
Restaurants
|
||||||||||
The Wendy's Company
|
||||||||||
WEN 130119P00005000
|
Expiration: January 2013, Exercise Price: $5.00
|
750 | 45,000 | |||||||
WEN 130216P00005000
|
Expiration: February 2013, Exercise Price: $5.00
|
170 | 10,625 | |||||||
55,625 | ||||||||||
Satellite Telecommunication
|
||||||||||
DISH Network Corp. - Class A
|
||||||||||
DISH 130119P00026000
|
Expiration: January 2013, Exercise Price: $26.00
|
25 | 1,937 | |||||||
DISH 140118P00030000
|
Expiration: January 2014, Exercise Price: $30.00
|
3 | 1,500 | |||||||
3,437 | ||||||||||
Securities, Commodity Contracts, and Other Financial Investments and Related Activities
|
||||||||||
CBOE Holdings Inc.
|
||||||||||
CBOE 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
122 | 2,745 | |||||||
CBOE 140118P00025000
|
Expiration: January 2014, Exercise Price: $25.00
|
25 | 3,438 | |||||||
CBOE 140118P00027000
|
Expiration: January 2014, Exercise Price: $27.00
|
60 | 12,300 | |||||||
The Charles Schwab Corporation
|
||||||||||
SCHW 130119P00010000
|
Expiration: January 2013, Exercise Price: $10.00
|
50 | 500 | |||||||
SCHW 130119P00012500
|
Expiration: January 2013, Exercise Price: $12.50
|
201 | 13,567 | |||||||
SCHW 130119P00015000
|
Expiration: January 2013, Exercise Price: $15.00
|
50 | 12,000 | |||||||
CME Group Inc.
|
||||||||||
CME 130119P00044000
|
Expiration: January 2013, Exercise Price: $44.00
|
10 | 300 | |||||||
CME 130119P00048000
|
Expiration: January 2013, Exercise Price: $48.00
|
40 | 2,400 | |||||||
CME 130119P00052000
|
Expiration: January 2013, Exercise Price: $52.00
|
30 | 3,450 | |||||||
CME 140118P00048000
|
Expiration: January 2014, Exercise Price: $48.00
|
10 | 4,100 | |||||||
CME 140118P00052000
|
Expiration: January 2014, Exercise Price: $52.00
|
2 | 1,100 | |||||||
Interactive Brokers Group, Inc. - Class A
|
||||||||||
IBKR 130119P00013210
|
Expiration: January 2013, Exercise Price: $13.21
|
50 | 1,875 | |||||||
IBKR 140118P00013000
|
Expiration: January 2014, Exercise Price: $13.00
|
180 | 20,700 | |||||||
Invesco Ltd.
|
||||||||||
IVZ 130119P00019000
|
Expiration: January 2013, Exercise Price: $19.00
|
55 | 1,238 | |||||||
IVZ 130420P00023000
|
Expiration: April 2013, Exercise Price: $23.00
|
47 | 7,402 | |||||||
87,115 | ||||||||||
Support Activities for Mining
|
||||||||||
Halliburton Company
|
||||||||||
HAL 130119P00032000
|
Expiration: January 2013, Exercise Price: $32.00
|
11 | 1,804 | |||||||
HAL 130119P00035000
|
Expiration: January 2013, Exercise Price: $35.00
|
70 | 21,350 | |||||||
HAL 140118P00030000
|
Expiration: January 2014, Exercise Price: $30.00
|
45 | 16,650 | |||||||
39,804 | ||||||||||
Support Activities for Transportation
|
||||||||||
The Brink's Company
|
||||||||||
BCO 130316P00025000
|
Expiration: March 2013, Exercise Price: $25.00
|
150 | 30,000 | |||||||
Expeditors International of Washington, Inc.
|
||||||||||
EXPD 130119P00037500
|
Expiration: January 2013, Exercise Price: $37.50
|
78 | 21,450 | |||||||
EXPD 130119P00040000
|
Expiration: January 2013, Exercise Price: $40.00
|
53 | 23,850 | |||||||
Grupo Aeroportuario del Pacifico SAB de CV - ADR
|
||||||||||
PAC 121020P00035000
|
Expiration: October 2012, Exercise Price: $35.00
|
25 | 313 | |||||||
75,613 | ||||||||||
Telecommunications
|
||||||||||
China Unicom (Hong Kong) Limited - ADR
|
||||||||||
CHU 121020P00016000
|
Expiration: October 2012, Exercise Price: $16.00
|
57 | 1,995 | |||||||
DIRECTV
|
||||||||||
DTV 140118P00050000
|
Expiration: January 2014, Exercise Price: $50.00
|
2 | 1,020 | |||||||
Verizon Communications Inc.
|
||||||||||
VZ 130119P00044000
|
Expiration: January 2013, Exercise Price: $44.00
|
4 | 526 | |||||||
VZ 130420P00040000
|
Expiration: April 2013, Exercise Price: $40.00
|
45 | 4,343 | |||||||
VZ 140118P00040000
|
Expiration: January 2014, Exercise Price: $40.00
|
28 | 7,868 | |||||||
VZ 140118P00042000
|
Expiration: January 2014, Exercise Price: $42.00
|
23 | 8,280 | |||||||
Vodafone Group PLC - ADR
|
||||||||||
VOD1 130119P00022500
|
Expiration: January 2013, Exercise Price: $22.50
|
45 | 337 | |||||||
VOD 130119P00023000
|
Expiration: January 2013, Exercise Price: $23.00
|
49 | 613 | |||||||
VOD 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
43 | 860 | |||||||
VOD1 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
25 | 500 | |||||||
VOD 130119P00026000
|
Expiration: January 2013, Exercise Price: $26.00
|
3 | 112 | |||||||
VOD 140118P00023000
|
Expiration: January 2014, Exercise Price: $23.00
|
22 | 2,750 | |||||||
29,204 | ||||||||||
Transportation Equipment Manufacturing
|
||||||||||
The Boeing Company
|
||||||||||
BA 130119P00065000
|
Expiration: January 2013, Exercise Price: $65.00
|
5 | 910 | |||||||
BA 130119P00067500
|
Expiration: January 2013, Exercise Price: $67.50
|
19 | 5,007 | |||||||
BA 130119P00070000
|
Expiration: January 2013, Exercise Price: $70.00
|
7 | 2,625 | |||||||
BA 130216P00067500
|
Expiration: February 2013, Exercise Price: $67.50
|
2 | 670 | |||||||
BA 140118P00062500
|
Expiration: January 2014, Exercise Price: $62.50
|
31 | 18,057 | |||||||
BA 140118P00070000
|
Expiration: January 2014, Exercise Price: $70.00
|
12 | 11,070 | |||||||
BA 140118P00072500
|
Expiration: January 2014, Exercise Price: $72.50
|
1 | 1,060 | |||||||
Federal-Mogul Corporation
|
||||||||||
FDML 121020P00012500
|
Expiration: October 2012, Exercise Price: $12.50
|
72 | 23,940 | |||||||
FDML 121020P00015000
|
Expiration: October 2012, Exercise Price: $15.00
|
50 | 29,250 | |||||||
FDML 130420P00010000
|
Expiration: April 2013, Exercise Price: $10.00
|
180 | 27,450 | |||||||
General Dynamics Corporation
|
||||||||||
GD 130119P00062500
|
Expiration: January 2013, Exercise Price: $62.50
|
22 | 4,015 | |||||||
GD 130119P00065000
|
Expiration: January 2013, Exercise Price: $65.00
|
30 | 8,100 | |||||||
GD 140118P00060000
|
Expiration: January 2014, Exercise Price: $60.00
|
10 | 5,550 | |||||||
Lear Corporation
|
||||||||||
LEA 130316P00035000
|
Expiration: March 2013, Exercise Price: $35.00
|
30 | 7,425 | |||||||
Oshkosh Corporation
|
||||||||||
OSK 130119P00019000
|
Expiration: January 2013, Exercise Price: $19.00
|
20 | 600 | |||||||
OSK 130119P00020000
|
Expiration: January 2013, Exercise Price: $20.00
|
75 | 3,000 | |||||||
OSK 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
85 | 12,113 | |||||||
Toyota Motor Corporation - ADR
|
||||||||||
TM 130119P00067500
|
Expiration: January 2013, Exercise Price: $67.50
|
21 | 1,754 | |||||||
TM 130119P00070000
|
Expiration: January 2013, Exercise Price: $70.00
|
11 | 1,325 | |||||||
TM 130119P00072500
|
Expiration: January 2013, Exercise Price: $72.50
|
10 | 1,725 | |||||||
TM 140118P00070000
|
Expiration: January 2014, Exercise Price: $70.00
|
16 | 9,640 | |||||||
TM 140118P00075000
|
Expiration: January 2014, Exercise Price: $75.00
|
14 | 10,150 | |||||||
185,436 | ||||||||||
U.S. Equity Exchanges
|
||||||||||
The NASDAQ OMX Group, Inc.
|
||||||||||
NDAQ 130119P00022000
|
Expiration: January 2013, Exercise Price: $22.00
|
55 | 4,400 | |||||||
NDAQ 130119P00024000
|
Expiration: January 2013, Exercise Price: $24.00
|
32 | 5,520 | |||||||
NDAQ 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
66 | 15,510 | |||||||
NDAQ 140118P00020000
|
Expiration: January 2014, Exercise Price: $20.00
|
30 | 6,300 | |||||||
NYSE Euronext
|
||||||||||
NYX 130119P00023000
|
Expiration: January 2013, Exercise Price: $23.00
|
16 | 1,240 | |||||||
NYX 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
141 | 22,701 | |||||||
NYX 140118P00023000
|
Expiration: January 2014, Exercise Price: $23.00
|
16 | 4,656 | |||||||
NYX 140118P00025000
|
Expiration: January 2014, Exercise Price: $25.00
|
4 | 1,590 | |||||||
61,917 | ||||||||||
Utilities
|
||||||||||
Cadiz Inc.
|
||||||||||
CDZI 121117P00007500
|
Expiration: November 2012, Exercise Price: $7.50
|
232 | 6,380 | |||||||
CDZI 121117P00010000
|
Expiration: November 2012, Exercise Price: $10.00
|
45 | 5,288 | |||||||
FirstEnergy Corp.
|
||||||||||
FE 130119P00035000
|
Expiration: January 2013, Exercise Price: $35.00
|
10 | 100 | |||||||
FE 130119P00038000
|
Expiration: January 2013, Exercise Price: $38.00
|
28 | 630 | |||||||
FE 130119P00040000
|
Expiration: January 2013, Exercise Price: $40.00
|
45 | 1,800 | |||||||
FE 130119P00043000
|
Expiration: January 2013, Exercise Price: $43.00
|
31 | 3,720 | |||||||
FE 140118P00040000
|
Expiration: January 2014, Exercise Price: $40.00
|
13 | 4,193 | |||||||
Huaneng Power International, Inc. - ADR
|
||||||||||
HNP 121117P00020000
|
Expiration: November 2012, Exercise Price: $20.00
|
165 | 7,425 | |||||||
HNP 121117P00022500
|
Expiration: November 2012, Exercise Price: $22.50
|
11 | 2,310 | |||||||
HNP 130216P00025000
|
Expiration: February 2013, Exercise Price: $25.00
|
10 | 625 | |||||||
National Grid PLC - ADR
|
||||||||||
NGG 121222P00050000
|
Expiration: December 2012, Exercise Price: $50.00
|
20 | 850 | |||||||
NGG 130316P00050000
|
Expiration: March 2013, Exercise Price: $50.00
|
20 | 1,850 | |||||||
PICO Holdings, Inc.
|
||||||||||
PICO 121020P00022500
|
Expiration: October 2012, Exercise Price: $22.50
|
137 | 4,452 | |||||||
Utilities Select Sector SPDR Fund
|
||||||||||
XLU 130119P00030000
|
Expiration: January 2013, Exercise Price: $30.00
|
30 | 240 | |||||||
XLU 130119P00031000
|
Expiration: January 2013, Exercise Price: $31.00
|
12 | 2,550 | |||||||
XLU 130119P00032000
|
Expiration: January 2013, Exercise Price: $32.00
|
50 | 1,075 | |||||||
Veolia Environnement - ADR
|
||||||||||
VE 121020P00012500
|
Expiration: October 2012, Exercise Price: $12.50
|
219 | 36,682 | |||||||
VE 130119P00010000
|
Expiration: January 2013, Exercise Price: $10.00
|
25 | 1,250 | |||||||
VE 130420P00010000
|
Expiration: April 2013, Exercise Price: $10.00
|
140 | 10,850 | |||||||
92,270 | ||||||||||
Waste Management and Remediation Services
|
||||||||||
Republic Services, Inc.
|
||||||||||
RSG 121020P00025000
|
Expiration: October 2012, Exercise Price: $25.00
|
100 | 750 | |||||||
RSG 121020P00030000
|
Expiration: October 2012, Exercise Price: $30.00
|
7 | 1,855 | |||||||
RSG 130119P00025000
|
Expiration: January 2013, Exercise Price: $25.00
|
42 | 1,785 | |||||||
Waste Management, Inc.
|
||||||||||
WM 130119P00030000
|
Expiration: January 2013, Exercise Price: $30.00
|
83 | 5,188 | |||||||
WM 140118P00025000
|
Expiration: January 2014, Exercise Price: $25.00
|
35 | 4,200 | |||||||
WM 140118P00030000
|
Expiration: January 2014, Exercise Price: $30.00
|
57 | 15,817 | |||||||
29,595 | ||||||||||
Water Transportation
|
||||||||||
Carnival Corporation
|
||||||||||
CCL 130119P00023000
|
Expiration: January 2013, Exercise Price: $23.00
|
60 | 450 | |||||||
TOTAL PUT OPTIONS WRITTEN
|
||||||||||
(premiums received ($4,535,171))
|
$ | 2,763,860 |
*
|
- 100 Shares Per Contract.
|
||
ADR
|
- American Depository Receipt.
|
||
ETF
|
- Exchange Traded Fund.
|
||
REIT
|
- Real Estate Investment Trust.
|
Disclosures about Derivative Instruments and Hedging Activities
at September 30, 2012
|
The Portfolio has adopted enhanced disclosure regarding derivatives and hedging activity intended to improve financial reporting of derivative instruments by enabling investors to understand how and why an entity uses derivatives, how derivatives are accounted for, and how derivative instruments affect an entity’s results of operations and financial position. |
As Would Be Reflected in the Statement of Assets and Liabilities |
The following is a summary of the fair values of derivative instruments as of September 30, 2012: |
Equity Contracts
|
Assets
|
Liabilities
|
||||
Description
|
Fair Value
|
Description
|
Fair Value
|
|||
Written Options
|
Written option
contracts, at value
|
|||||
Total
|
-
|
$ 2,763,860
|
||||
$ -
|
$ 2,763,860
|
Summary of Fair Value Exposure
at September 30, 2012
|
Various inputs are used in determining the value of the Master Portfolios' investments. These inputs are summarized in the three broad levels listed below:
|
Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that a Master Portfolio has the ability to access.
|
|||||||||
Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may
include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves,
default rates and similar data.
|
|||||||||
|
|||||||||
Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing a Master Portfolio's own assumptions
about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.
|
The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security,
whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security.
To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more
judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3.
|
The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value
hierarchy within which the fair value measurement falls in its entirety, is determined based on the lowest level input that is significant to the fair value
measurement in its entirety.
|
Assets^
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||||
Common Stocks
|
$ | 114,398,798 | $ | 939,538 | (1) | $ | – | * (2) | $ | 115,338,336 | ||||||||
Escrow Notes
|
– | – | – | * | – | |||||||||||||
Rights
|
957,432 | – | – | 957,432 | ||||||||||||||
Short-Term Investments
|
32,530 | 955,000 | + | – | 987,530 | |||||||||||||
Investments Purchased with the Cash
|
||||||||||||||||||
Proceeds from Securities Lending
|
32,949,113 | – | – | 32,949,113 | ||||||||||||||
Total Investments in Securities
|
$ | 148,337,873 | $ | 1,894,538 | $ | – | * | $ | 150,232,411 |
(2) The Common Stocks Level 3 balance consists of the market value of the associated Level 3 investments in the following industry: | |||||||
Special Purpose Entity |
$ –
|
*
|
Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:
|
Description
|
Investments in Securities
|
|||
Balance as of December 31, 2011
|
$ | 25 | ||
Accrued discounts/premiums
|
- | |||
Realized gain (loss)
|
- | |||
Change in unrealized appreciation (depreciation)
|
(25 | ) | ||
Net purchases
|
- | |||
Net sales
|
- | |||
Transfer in and/or out of Level 3
|
- | |||
Balance as of September 30, 2012
|
$ | - | * |
Description
|
Fair Value at 9/30/2012
|
Valuation Techniques
|
Unobservable Input
|
Range
|
||||||||
Common Stocks
|
$ | - | * |
Conservative Value Assigned Pending Bankruptcy Litigation Proceedings/Market Comparables
|
No active market
|
$ | 0.00-$0.00 | |||||
Escrow Notes
|
- | * |
Conservative Value Assigned Pending Bankruptcy Litigation Proceedings/Market Comparables
|
No active market
|
$ | 0.00-$0.00 | ||||||
There is no active market for the Level 3 securities, so a conservative value is being assigned until such time as a market exists
|
Assets^
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
Common Stocks
|
$ | 5,960,336 | $ | – | $ | – | $ | 5,960,336 | ||||||||
Preferred Stocks
|
257 | – | – | 257 | ||||||||||||
Rights
|
7,956 | – | – | * | 7,956 | |||||||||||
Warrants
|
312 | – | – | 312 | ||||||||||||
Short-Term Investments
|
259,000 | 280,000 | + | – | 539,000 | |||||||||||
Investments Purchased with the Cash
|
||||||||||||||||
Proceeds from Securities Lending
|
1,252,834 | – | – | 1,252,834 | ||||||||||||
Total Investments in Securities
|
$ | 7,480,695 | $ | 280,000 | $ | – | * | $ | 7,760,695 |
For the period ended September 30, 2012, there were no transfers into or out of Level 1 or Level 2.
|
|||||
Transfers between levels are recognized at the end of the reporting period.
|
Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:
|
Description
|
Investments in Securities
|
|||
Balance as of December 31, 2011
|
$ | 2,226 | ||
Accrued discounts/premiums
|
- | |||
Realized gain (loss)
|
- | |||
Change in unrealized appreciation (depreciation)
|
(315 | ) | ||
Net purchases
|
- | * | ||
Net sales
|
- | |||
Transfer in and/or out of Level 3
|
(1,911 | ) | ||
Balance as of September 30, 2012
|
$ | - | * |
Transfers were made out of Level 3 into Level 1 due to an increase in market activity.
|
Description
|
Fair Value at 9/30/2012
|
Valuation Techniques
|
Unobservable Input
|
Range
|
|||||||
Rights
|
$ | - |
Conservative Value Assigned/Market Comparables
|
No active market/Market Comparables
|
$ | 0.00-$0.00 |
There is no active market for the Level 3 securities, so a conservative value is being assigned until such time as a market exists
|
Assets^
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||||||
Common Stocks
|
$ | 809,178,218 | $ | 25,548 | (1) | $ | – | *(2) | $ | 809,203,766 | ||||||||||
Preferred Stocks
|
45,152 | – | – | 45,152 | ||||||||||||||||
Convertible Bonds
|
– | 4,725,000 | – | 4,725,000 | ||||||||||||||||
Corporate Bonds
|
– | – | – | * | – | |||||||||||||||
Rights
|
1,385,029 | – | – | 1,385,029 | ||||||||||||||||
Short-Term Investments
|
14,965,202 | 40,000,000 | + | – | 54,965,202 | |||||||||||||||
Investments Purchased with the Cash
|
||||||||||||||||||||
Proceeds from Securities Lending
|
205,861,814 | – | – | 205,861,814 | ||||||||||||||||
Total Investments in Securities
|
$ | 1,031,435,415 | $ | 44,750,548 | $ | – | * | $ | 1,076,185,963 |
(1) The Common Stocks Level 2 balance consists of the market value of the associated Level 2 investments in the following industries: | ||||
Merchant Wholesalers, Nondurable Goods | $ | 25,548 | ||
(2) The Common Stocks Level 3 balance consists of the market value of the associated Level 3 investments in the following industry: | ||||
Credit Intermediation and Related Activities | $ | – | * | |
Transfers out of Level 2 into Level 3 | $ | – | * |
Transfers were made out of Level 2 and into Level 3 due to a decrease in market activity.
|
Transfers between levels are recognized at the end of the reporting period.
|
Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:
|
Description
|
Investments in
Securities
|
|||
Balance as of December 31, 2011
|
$ | 390,177 | ||
Accrued discounts/premiums
|
- | |||
Realized gain (loss)
|
- | |||
Change in unrealized appreciation (depreciation)
|
(54,893 | ) | ||
Net purchases
|
- | |||
Net sales
|
- | |||
Transfer in and/or out of Level 3
|
(335,284 | ) | ||
Balance as of September 30, 2012
|
$ | - | * |
Transfers were made out of Level 3 into Level 1 due to an increase in market activity.
|
Description
|
Fair Value at 9/30/2012
|
Valuation Techniques
|
Unobservable Input
|
Range
|
||||||||
Common Stocks
|
$ | - | * |
Delisted-Acquired by the U.S. Government/Market Comparables
|
No active market/Market Comparables
|
$ | 0.00-$0.00 | |||||
Corporate Bonds
|
$ | - | * |
Defaulted/Market Comparables
|
No active market/Market Comparables
|
$ | 0.00-$0.00 |
There is no active market for the Level 3 securities, so a conservative value is being assigned until such time as a market exists
|
Assets^
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
Common Stocks
|
$ | 19,025,099 | $ | – | $ | – | $ | 19,025,099 | ||||||||
Rights
|
26,104 | 840 | – | 26,944 | ||||||||||||
Short-Term Investments
|
37,749 | 185,000 | + | – | 222,749 | |||||||||||
Investments Purchased with the Cash
|
||||||||||||||||
Proceeds from Securities Lending
|
6,971,137 | – | – | 6,971,137 | ||||||||||||
Total Investments in Securities
|
$ | 26,060,089 | $ | 185,840 | $ | – | $ | 26,245,929 |
For the period ended September 30, 2012, there were no transfers into or out of Level 1 or Level 2.
|
|||||||||
Transfers between levels are recognized at the end of the reporting period.
|
Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:
|
Description
|
Investments in
Securities
|
|||
Balance as of December 31, 2011
|
$ | - | * | |
Accrued discounts/premiums
|
- | |||
Realized gain (loss)
|
- | |||
Change in unrealized appreciation (depreciation)
|
- | |||
Net purchases
|
- | |||
Net sales
|
- | * | ||
Transfer in and/or out of Level 3
|
- | |||
Balance as of September 30, 2012
|
$ | - |
Assets^
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
Common Stocks
|
$ | 79,846,058 | $ | 1,867,039 | (1) | $ | – | $ | 81,713,097 | |||||||
Corporate Bonds
|
– | – | – | * | – | |||||||||||
Rights
|
422,610 | – | – | 422,610 | ||||||||||||
Short-Term Investments
|
22,670 | 180,000 | + | – | 202,670 | |||||||||||
Investments Purchased with the Cash
|
||||||||||||||||
Proceeds from Securities Lending
|
19,614,449 | – | – | 19,614,449 | ||||||||||||
Total Investments in Securities
|
$ | 99,905,787 | $ | 2,047,039 | $ | – | * | $ | 101,952,826 |
Transfers were made into Level 2 from Level 1 due to a lack of market activity.
|
|||||||||
Transfers were made out of Level 2 and into Level 1 due to an increase in market activity.
|
|||||||||
Transfers between levels are recognized at the end of the reporting period.
|
Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:
|
Description
|
Investments in Securities
|
|||
Balance as of December 31, 2011
|
$ | 3 | ||
Accrued discounts/premiums
|
- | |||
Realized gain (loss)
|
- | |||
Change in unrealized appreciation (depreciation)
|
(3 | ) | ||
Net purchases
|
- | |||
Net sales
|
- | |||
Transfer in and/or out of Level 3
|
- | |||
Balance as of September 30, 2012
|
$ | - | * |
Description
|
Fair Value at 9/30/2012
|
Valuation Techniques
|
Unobservable Input
|
Range
|
||||||||
Corporate Bonds
|
$ | - | * |
Defaulted/Market Comparables
|
No active market/Market Comparables
|
$ | 0.00-$0.00 |
There is no active market for the Level 3 securities, so a conservative value is being assigned until such time as a market exists
|
Assets^
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
Common Stocks
|
$ | 38,310,857 | $ | 692,352 | (1) | $ | – | * (2) | $ | 39,003,209 | ||||||
Mutual Funds
|
8,679 | – | – | 8,679 | ||||||||||||
Rights
|
12,680 | – | – | 12,680 | ||||||||||||
Short-Term Investments
|
2,123,000 | 2,145,000 | + | – | 4,268,000 | |||||||||||
Investments Purchased with the Cash
|
||||||||||||||||
Proceeds from Securities Lending
|
9,842,689 | – | – | 9,842,689 | ||||||||||||
Total Investments in Securities
|
$ | 50,297,905 | $ | 2,837,352 | $ | – | * | $ | 53,135,257 |
Transfers between levels are recognized at the end of the reporting period.
|
|||||||||
Transfers were made out of Level 2 and into Level 1 due to an increase in market activity.
|
|||||||||
Transfers were made out of Level 2 and into Level 3 due to a decrease in market activity.
|
Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:
|
Description
|
Investments in Securities
|
|||
Balance as of December 31, 2011
|
$ | - | ||
Accrued discounts/premiums
|
- | |||
Realized gain (loss)
|
- | |||
Change in unrealized appreciation (depreciation)
|
- | |||
Net purchases
|
- | |||
Net sales
|
- | |||
Transfer in and/or out of Level 3
|
- | * | ||
Balance as of September 30, 2012
|
$ | - | * |
Description
|
Fair Value at 9/30/2012
|
Valuation Techniques
|
Unobservable Input
|
Range
|
||||||||
Common Stocks
|
$ | - | * |
Delisted-Acquired by the U.S. Government/Market Comparables
|
No active market/Market Comparables
|
$ | 0.00-$0.00 |
There is no active market for the Level 3 securities, so a conservative value is being assigned until such time as a market exists
|
Assets^
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
Common Stocks
|
$ | 748,861 | $ | – | $ | – | $ | 748,861 | ||||||||
Convertible Bonds
|
– | 2,993,305 | – | 2,993,305 | ||||||||||||
Corporate Bonds
|
– | 3,798,364 | – | 3,798,364 | ||||||||||||
Warrants
|
596 | – | – | 596 | ||||||||||||
Short-Term Investments
|
33,000 | – | – | 33,000 | ||||||||||||
Investments Purchased with the Cash
|
||||||||||||||||
Proceeds from Securities Lending
|
361,957 | – | – | 361,957 | ||||||||||||
Total Investments in Securities
|
$ | 1,144,414 | $ | 6,791,669 | $ | – | $ | 7,936,083 |
Liabilities
|
||||||||||||||||
Written Options
|
$ | – | $ | 61,393 | $ | – | $ | 61,393 | ||||||||
Transfers out of Level 2 into Level 1
|
$ | 596 | ||||||||||||||
Transfers between levels are recognized at the end of the reporting period.
|
Assets^
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
Convertible Bonds
|
$ | – | $ | 31,129,484 | $ | – | $ | 31,129,484 | ||||||||
Corporate Bonds
|
– | 12,941,414 | – | 12,941,414 | ||||||||||||
Municipal Bonds
|
– | 770,000 | – | 770,000 | ||||||||||||
Exchange Traded Funds
|
1,240,662 | – | – | 1,240,662 | ||||||||||||
Mutual Funds
|
238,021 | – | – | 238,021 | ||||||||||||
Short-Term Investments
|
670,000 | 685,000 | + | – | 1,355,000 | |||||||||||
Investments Purchased with the Cash
|
||||||||||||||||
Proceeds from Securities Lending
|
44,800 | – | – | 44,800 | ||||||||||||
Total Investments in Securities
|
$ | 2,193,483 | $ | 45,525,898 | $ | – | $ | 47,719,381 |
Liabilities
|
||||||||||||||||||
Put Options Written
|
$ | – | $ | 2,763,860 | $ | – | $ | 2,763,860 | ||||||||||
For the period ended September 30, 2012, there were no transfers into or out of Level 1 or Level 2.
|
||||||||||||||||||
Transfers between levels are recognized at the end of the reporting period.
|
||||||||||||||||||
* |
Amount is less than $0.50.
|
|||||||||||||||||
^
|
See Portfolio of Investments for breakout of investments by industry classification.
|
|||||||||||||||||
+ |
Priced at amortized cost.
|
(a)
|
The Registrant’s President/Chief Executive Officer and Treasurer/Chief Financial Officer have concluded that the Registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “1940 Act”)) are effective as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rule 15d-15(b) under the Securities Exchange Act of 1934, as amended.
|
(b)
|
There were no changes in the Registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the Registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.
|
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