Location: St Helier, Jersey
CIK: 0001610880 · Show all filings
Period: Q3 2014 (Next →)
Filing Date: Dec 23, 2014
Total Value: $2.663B (82.3% shares, 17.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 2,959,400 | $583M | 21.9% | $197.02 | — | Put | 78462F103 |
| IWM | ISHARES TR | 1,495,000 | $163M | 6.1% | $109.35 | — | RUSSELL 2000 ETF | 464287655 |
| EWZ | ISHARES | 3,356,500 | $146M | 5.5% | — | — | Call | 464286400 |
| XLI | SELECT SECTOR SPDR TR | 1,000,000 | $53.15M | 2.0% | — | — | Put | 81369Y704 |
| ALLY | ALLY FINL INC | 2,156,216 | $49.9M | 1.9% | $18.25 | 0.0% | COM | 02005N100 |
| — | CEMEX SAB DE CV | 31,201,000 | $47.41M | 1.8% | $1.52 | — | NOTE 3.750% 3/1 | 151290BC6 |
| ALLY | ALLY FINL INC | 1,750,000 | $40.49M | 1.5% | $18.25 | 0.0% | Call | 02005N100 |
| — | SANDISK CORP | 19,866,000 | $38.37M | 1.4% | $1.93 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | MICRON TECHNOLOGY INC | 8,915,000 | $38.28M | 1.4% | $4.29 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | WELLPOINT INC | 21,417,000 | $35.27M | 1.3% | $1.65 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | TESLA MTRS INC | 24,495,000 | $30.67M | 1.2% | $1.25 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| HON | HONEYWELL INTL INC | 205,521 | $19.14M | 0.7% | $67.11 | 0.0% | COM | 438516106 |
| — | TYSON FOODS INC | 369,050 | $18.59M | 0.7% | $50.36 | — | UNIT 99/99/9999 | 902494301 |
| — | SPIRIT RLTY CAP INC NEW | 19,795,000 | $18.5M | 0.7% | $0.93 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | SPANSION LLC | 10,268,000 | $18.08M | 0.7% | $1.76 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| GLD | SPDR GOLD TRUST | 146,000 | $16.97M | 0.6% | — | — | Call | 78463V107 |
| — | AMERICAN RLTY CAP PPTYS INC | 15,500,000 | $16.23M | 0.6% | $1.05 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | J2 GLOBAL INC | 5,740,000 | $16.21M | 0.6% | $2.82 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | TTM TECHNOLOGIES INC | 9,536,000 | $15.26M | 0.6% | $1.60 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | TESARO INC | 14,500,000 | $15.07M | 0.6% | $1.04 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | TESLA MTRS INC | 6,750,000 | $15.04M | 0.6% | $2.23 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| BXP | BOSTON PROPERTIES INC | 125,112 | $14.48M | 0.5% | $74.26 | 0.0% | COM | 101121101 |
| — | COLONY FINL INC | 12,175,000 | $14.28M | 0.5% | $1.17 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| IWM | ISHARES TR | 125,000 | $13.67M | 0.5% | $109.35 | — | Put | 464287655 |
| GM | GENERAL MTRS CO | 414,600 | $13.24M | 0.5% | — | — | Call | 37045V100 |
| EEM | ISHARES TR | 300,000 | $12.47M | 0.5% | — | — | Call | 464287234 |
| CCS | CENTURY CMNTYS INC | 707,454 | $12.27M | 0.5% | $18.84 | 0.0% | COM | 156504300 |
| — | MOLINA HEALTHCARE INC | 13,819,000 | $12.05M | 0.5% | $0.87 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | ALCOA INC | 704,473 | $11.34M | 0.4% | $16.09 | — | COM | 013817101 |
| AMH | AMERICAN HOMES 4 RENT | 633,388 | $10.7M | 0.4% | $16.89 | — | CL A | 02665T306 |
| — | ICONIX BRAND GROUP INC | 10,000,000 | $10.6M | 0.4% | $1.06 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | ELECTRONIC ARTS INC | 8,000,000 | $10.41M | 0.4% | $1.30 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | BAKER HUGHES INC | 159,020 | $10.35M | 0.4% | $65.06 | — | COM | 057224107 |
| — | ICONIX BRAND GROUP INC | 7,244,000 | $10.3M | 0.4% | $1.42 | — | NOTE 1.500% 3/1 | 451055AF4 |
| KRG | KITE RLTY GROUP TR | 425,000 | $10.3M | 0.4% | $24.24 | — | COM NEW | 49803T300 |
| APD | AIR PRODS & CHEMS INC | 79,093 | $10.3M | 0.4% | $92.44 | 0.0% | COM | 009158106 |
| — | TELEFLEX INC | 5,662,000 | $10.26M | 0.4% | $1.81 | — | NOTE 3.875% 8/0 | 879369AA4 |
| EQR | EQUITY RESIDENTIAL | 165,000 | $10.16M | 0.4% | $36.93 | 0.0% | SH BEN INT | 29476L107 |
| — | PENNEY J C INC | 1,000,000 | $10.04M | 0.4% | — | — | Call | 708160106 |
| CMI | CUMMINS INC | 74,078 | $9.777M | 0.4% | $106.06 | 0.0% | COM | 231021106 |
| — | CADENCE DESIGN SYSTEM INC | 4,000,000 | $9.4M | 0.4% | $2.35 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| SLB | SCHLUMBERGER LTD | 91,867 | $9.342M | 0.4% | $79.49 | 0.0% | COM | 806857108 |
| — | SUNTRUST BKS INC | 240,271 | $9.138M | 0.3% | $38.03 | — | COM | 867914103 |
| — | AMERICAN CAMPUS CMNTYS INC | 236,500 | $8.62M | 0.3% | $36.45 | — | COM | 024835100 |
| — | ALTRA INDL MOTION CORP | 6,270,000 | $8.511M | 0.3% | $1.36 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | SPIRIT RLTY CAP INC NEW | 775,000 | $8.502M | 0.3% | $10.97 | — | COM | 84860W102 |
| — | ENCORE CAP GROUP INC | 7,373,000 | $8.436M | 0.3% | $1.14 | — | NOTE 3.000% 7/0 | 292554AF9 |
| JPM | JPMORGAN CHASE & CO | 138,122 | $8.32M | 0.3% | $43.13 | 0.0% | COM | 46625H100 |
| — | DEPOMED INC | 7,500,000 | $7.97M | 0.3% | $1.06 | — | NOTE 2.500% 9/0 | 249908AA2 |
| SIG | SIGNET JEWELERS LIMITED | 69,959 | $7.969M | 0.3% | $89.82 | 0.0% | SHS | G81276100 |
| TSN | TYSON FOODS INC | 200,611 | $7.898M | 0.3% | $29.61 | 0.0% | CL A | 902494103 |
| SOCL | GLOBAL X FDS | 400,000 | $7.7M | 0.3% | — | — | Put | 37950E416 |
| — | DCT INDUSTRIAL TRUST INC | 1,025,000 | $7.698M | 0.3% | $7.51 | — | COM | 233153105 |
| — | XL GROUP PLC | 229,330 | $7.607M | 0.3% | $33.17 | — | SHS | G98290102 |
| — | CEMEX SAB DE CV | 5,000,000 | $7.274M | 0.3% | $1.45 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | TRIQUINT SEMICONDUCTOR INC | 376,938 | $7.188M | 0.3% | $19.07 | — | COM | 89674K103 |
| IYR | ISHARES TR | 102,800 | $7.114M | 0.3% | $69.20 | — | Call | 464287739 |
| — | COUSINS PPTYS INC | 590,000 | $7.051M | 0.3% | $11.95 | — | COM | 222795106 |
| — | CYRUSONE INC | 290,000 | $6.972M | 0.3% | $24.04 | — | COM | 23283R100 |
| NMIH | NMI HLDGS INC | 805,863 | $6.971M | 0.3% | $9.76 | 0.0% | CL A | 629209305 |
| — | PARKWAY PPTYS INC | 370,000 | $6.949M | 0.3% | $18.78 | — | COM | 70159Q104 |
| — | WEBMD HEALTH CORP | 4,000,000 | $6.916M | 0.3% | $1.73 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 229,100 | $6.527M | 0.2% | $25.08 | 0.0% | COM | 01973R101 |
| WMB | WILLIAMS COS INC DEL | 115,200 | $6.376M | 0.2% | $30.23 | 0.0% | COM | 969457100 |
| AXP | AMERICAN EXPRESS CO | 71,970 | $6.3M | 0.2% | $76.50 | 0.0% | COM | 025816109 |
| — | DIRECTV | 71,188 | $6.159M | 0.2% | $86.52 | — | COM | 25490A309 |
| SUI | SUN CMNTYS INC | 121,679 | $6.145M | 0.2% | $50.50 | — | COM | 866674104 |
| — | SOVRAN SELF STORAGE INC | 82,500 | $6.135M | 0.2% | $74.36 | — | COM | 84610H108 |
| — | ENERSYS | 3,753,000 | $6.101M | 0.2% | $1.63 | — | NOTE 3.375% 6/0 | 29275YAA0 |
| — | AMERICAN RLTY CAP PPTYS INC | 500,000 | $6.03M | 0.2% | $12.06 | — | COM | 02917T104 |
| — | URS CORP NEW | 104,072 | $5.996M | 0.2% | $57.61 | — | COM | 903236107 |
| C | CITIGROUP INC | 115,516 | $5.986M | 0.2% | $37.42 | 0.0% | COM NEW | 172967424 |
| UNP | UNION PAC CORP | 54,954 | $5.958M | 0.2% | $80.32 | 0.0% | COM | 907818108 |
| — | HUDSON PAC PPTYS INC | 240,000 | $5.918M | 0.2% | $24.66 | — | COM | 444097109 |
| — | POST PPTYS INC | 115,000 | $5.904M | 0.2% | $51.34 | — | COM | 737464107 |
| VOYA | VOYA FINL INC | 147,241 | $5.757M | 0.2% | $33.96 | 0.0% | COM | 929089100 |
| VMC | VULCAN MATLS CO | 95,053 | $5.725M | 0.2% | $57.55 | 0.0% | COM | 929160109 |
| — | EDUCATION RLTY TR INC | 555,000 | $5.705M | 0.2% | $10.28 | — | COM | 28140H104 |
| PTEN | PATTERSON UTI ENERGY INC | 174,862 | $5.688M | 0.2% | $33.96 | 0.0% | COM | 703481101 |
| OHI | OMEGA HEALTHCARE INVS INC | 161,700 | $5.529M | 0.2% | $34.19 | — | COM | 681936100 |
| — | E M C CORP MASS | 188,837 | $5.525M | 0.2% | $29.26 | — | COM | 268648102 |
| TLT | ISHARES TR | 47,500 | $5.523M | 0.2% | — | — | Put | 464287432 |
| — | DISCOVER FINL SVCS | 85,526 | $5.507M | 0.2% | $64.39 | — | COM | 254709108 |
| — | GOLDCORP INC NEW | 238,111 | $5.484M | 0.2% | $23.03 | — | COM | 380956409 |
| — | ITT CORP NEW | 122,000 | $5.483M | 0.2% | $44.94 | — | COM NEW | 450911201 |
| — | B/E AEROSPACE INC | 65,125 | $5.467M | 0.2% | $83.95 | — | COM | 073302101 |
| PRU | PRUDENTIAL FINL INC | 61,565 | $5.414M | 0.2% | $54.95 | 0.0% | COM | 744320102 |
| HIG | HARTFORD FINL SVCS GROUP INC | 145,032 | $5.402M | 0.2% | $28.47 | 0.0% | COM | 416515104 |
| CCJ | CAMECO CORP | 300,000 | $5.298M | 0.2% | $17.33 | 0.0% | Call | 13321L108 |
| — | DISCOVERY COMMUNICATNS NEW | 139,739 | $5.282M | 0.2% | $37.80 | — | COM SER A | 25470F104 |
| KRE | SPDR SERIES TRUST | 135,606 | $5.134M | 0.2% | $37.86 | — | S&P REGL BKG | 78464A698 |
| HUN | HUNTSMAN CORP | 196,200 | $5.099M | 0.2% | $27.26 | 0.0% | COM | 447011107 |
| AKAM | AKAMAI TECHNOLOGIES INC | 84,996 | $5.083M | 0.2% | $60.11 | 0.0% | COM | 00971T101 |
| SPY | SPDR S&P 500 ETF TR | 25,800 | $5.083M | 0.2% | $197.02 | — | TR UNIT | 78462F103 |
| — | COCA COLA ENTERPRISES INC NE | 112,169 | $4.976M | 0.2% | $44.36 | — | COM | 19122T109 |
| — | RAIT FINANCIAL TRUST | 5,000,000 | $4.911M | 0.2% | $0.98 | — | NOTE 4.000%10/0 | 749227AB0 |
| IYR | ISHARES TR | 70,944 | $4.909M | 0.2% | $69.20 | — | U.S. REAL ES ETF | 464287739 |
| — | TWITTER INC | 94,138 | $4.856M | 0.2% | $51.58 | — | COM | 90184L102 |
| — | ROCKWOOD HLDGS INC | 62,891 | $4.808M | 0.2% | $76.45 | — | COM | 774415103 |
| TMUS | T-MOBILE US INC | 165,900 | $4.79M | 0.2% | $29.73 | 0.0% | COM | 872590104 |
| — | WASHINGTON PRIME GROUP INC | 270,000 | $4.72M | 0.2% | $17.48 | — | COM | 939647103 |
| XLF | SELECT SECTOR SPDR TR | 200,000 | $4.634M | 0.2% | — | — | Put | 81369Y605 |
| — | RETAIL PPTYS AMER INC | 312,500 | $4.572M | 0.2% | $14.63 | — | CL A | 76131V202 |
| NGD | NEW GOLD INC CDA | 900,000 | $4.545M | 0.2% | — | — | Call | 644535106 |
| — | BARCLAYS BK PLC | 145,200 | $4.527M | 0.2% | $31.18 | — | Put | 06742E711 |
| EOG | EOG RES INC | 45,690 | $4.524M | 0.2% | $79.33 | 0.0% | COM | 26875P101 |
| CRM | SALESFORCE COM INC | 78,427 | $4.512M | 0.2% | $55.64 | 0.0% | COM | 79466L302 |
| — | TE CONNECTIVITY LTD | 81,111 | $4.485M | 0.2% | $55.29 | — | REG SHS | H84989104 |
| — | EXTERRAN HLDGS INC | 100,000 | $4.431M | 0.2% | $44.31 | — | Call | 30225X103 |
| CSL | CARLISLE COS INC | 54,960 | $4.418M | 0.2% | $72.08 | 0.0% | COM | 142339100 |
| — | HEWLETT PACKARD CO | 123,689 | $4.387M | 0.2% | $35.47 | — | COM | 428236103 |
| FITB | FIFTH THIRD BANCORP | 216,000 | $4.324M | 0.2% | $13.93 | 0.0% | COM | 316773100 |
| SIG | SIGNET JEWELERS LIMITED | 37,500 | $4.272M | 0.2% | $89.82 | 0.0% | Call | G81276100 |
| — | LEXMARK INTL NEW | 100,000 | $4.25M | 0.2% | $42.50 | — | CL A | 529771107 |
| AVB | AVALONBAY CMNTYS INC | 30,000 | $4.229M | 0.2% | $101.55 | 0.0% | COM | 053484101 |
| — | EXTERRAN HLDGS INC | 95,325 | $4.224M | 0.2% | $44.31 | — | COM | 30225X103 |
| — | YAHOO INC | 101,507 | $4.136M | 0.2% | $40.75 | — | COM | 984332106 |
| — | FOREST CITY ENTERPRISES INC | 1,051,000 | $4.134M | 0.2% | $3.93 | — | NOTE 3.625% 8/1 | 345550AR8 |
| — | PHYSICIANS RLTY TR | 300,000 | $4.116M | 0.2% | $13.72 | — | COM | 71943U104 |
| ALLE | ALLEGION PUB LTD CO | 86,000 | $4.097M | 0.2% | $46.37 | 0.0% | ORD SHS | G0176J109 |
| — | TRW AUTOMOTIVE HLDGS CORP | 40,402 | $4.091M | 0.2% | $101.26 | — | COM | 87264S106 |
| — | YAHOO INC | 100,000 | $4.075M | 0.2% | $40.75 | — | Call | 984332106 |
| — | CONCUR TECHNOLOGIES INC | 32,054 | $4.065M | 0.2% | $126.82 | — | COM | 206708109 |
| — | TIME WARNER CABLE INC | 28,065 | $4.027M | 0.2% | $143.49 | — | COM | 88732J207 |
| AOS | SMITH A O | 85,000 | $4.019M | 0.2% | $20.27 | 0.0% | COM | 831865209 |
| — | RADIOSHACK CORP | 4,009,600 | $3.97M | 0.1% | — | — | Call | 750438103 |
| — | MONSANTO CO NEW | 35,101 | $3.949M | 0.1% | $112.50 | — | COM | 61166W101 |
| WCC | WESCO INTL INC | 50,000 | $3.913M | 0.1% | $80.41 | 0.0% | COM | 95082P105 |
| — | BARCLAYS BK PLC | 125,000 | $3.897M | 0.1% | $31.18 | — | IPATH S&P500 VIX | 06742E711 |
| — | ENCANA CORP | 182,741 | $3.876M | 0.1% | $21.21 | — | COM | 292505104 |
| AEM | AGNICO EAGLE MINES LTD | 133,227 | $3.868M | 0.1% | $30.61 | 0.0% | COM | 008474108 |
| KEY | KEYCORP NEW | 290,154 | $3.868M | 0.1% | $8.82 | 0.0% | COM | 493267108 |
| LII | LENNOX INTL INC | 50,000 | $3.844M | 0.1% | $73.67 | 0.0% | COM | 526107107 |
| IBM | INTERNATIONAL BUSINESS MACHS | 20,000 | $3.797M | 0.1% | — | — | Call | 459200101 |
| MA | MASTERCARD INC | 51,321 | $3.794M | 0.1% | $71.09 | 0.0% | CL A | 57636Q104 |
| — | GOOGLE INC | 6,383 | $3.756M | 0.1% | $588.44 | — | CL A | 38259P508 |
| FNF | FIDELITY NATIONAL FINANCIAL | 133,326 | $3.698M | 0.1% | $12.73 | 0.0% | FNF GROUP COM | 31620R303 |
| — | SPIRIT RLTY CAP INC NEW | 3,637,000 | $3.696M | 0.1% | $1.02 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | VALSPAR CORP | 46,680 | $3.687M | 0.1% | $78.98 | — | COM | 920355104 |
| AMAT | APPLIED MATLS INC | 169,533 | $3.664M | 0.1% | $19.16 | 0.0% | COM | 038222105 |
| MHK | MOHAWK INDS INC | 27,159 | $3.662M | 0.1% | $137.51 | 0.0% | COM | 608190104 |
| EA | ELECTRONIC ARTS INC | 101,637 | $3.619M | 0.1% | $35.43 | 0.0% | COM | 285512109 |
| STT | STATE STR CORP | 48,914 | $3.601M | 0.1% | $52.07 | 0.0% | COM | 857477103 |
| CME | CME GROUP INC | 45,000 | $3.598M | 0.1% | $47.90 | 0.0% | COM | 12572Q105 |
| FUL | FULLER H B CO | 89,700 | $3.561M | 0.1% | $39.41 | 0.0% | Call | 359694106 |
| VZ | VERIZON COMMUNICATIONS INC | 70,830 | $3.541M | 0.1% | $27.80 | 0.0% | COM | 92343V104 |
| CSX | CSX CORP | 108,889 | $3.491M | 0.1% | $8.62 | 0.0% | COM | 126408103 |
| CRI | CARTER INC | 45,000 | $3.488M | 0.1% | $58.59 | 0.0% | COM | 146229109 |
| — | WHITEWAVE FOODS CO | 95,678 | $3.476M | 0.1% | $36.33 | — | COM | 966244105 |
| EL | LAUDER ESTEE COS INC | 46,372 | $3.465M | 0.1% | $65.10 | 0.0% | CL A | 518439104 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 25,000 | $3.454M | 0.1% | — | — | Put | 084670702 |
| — | ANADARKO PETE CORP | 34,048 | $3.454M | 0.1% | $101.45 | — | COM | 032511107 |
| — | COVIDIEN PLC | 39,900 | $3.452M | 0.1% | $86.48 | — | Put | G2554F953 |
| — | SPDR SERIES TRUST | 50,000 | $3.442M | 0.1% | $68.79 | — | Put | 78464A730 |
| VC | VISTEON CORP | 35,000 | $3.404M | 0.1% | $57.69 | 0.0% | COM NEW | 92839U206 |
| ORCL | ORACLE CORP | 88,300 | $3.38M | 0.1% | $34.22 | 0.0% | COM | 68389X105 |
| — | INFORMATICA CORP | 98,697 | $3.379M | 0.1% | $34.24 | — | COM | 45666Q102 |
| — | HUBBELL INC | 28,000 | $3.375M | 0.1% | $120.54 | — | CL B | 443510201 |
| — | INTERNATIONAL RECTIFIER CORP | 84,799 | $3.328M | 0.1% | $39.25 | — | COM | 460254105 |
| AMG | AFFILIATED MANAGERS GROUP | 16,564 | $3.319M | 0.1% | $197.54 | 0.0% | COM | 008252108 |
| ADBE | ADOBE SYS INC | 47,842 | $3.31M | 0.1% | $70.88 | 0.0% | COM | 00724F101 |
| — | CIMAREX ENERGY CO | 25,960 | $3.285M | 0.1% | $126.54 | — | COM | 171798101 |
| MET | METLIFE INC | 61,099 | $3.282M | 0.1% | $33.28 | 0.0% | COM | 59156R108 |
| — | AK STL CORP | 1,500,000 | $3.277M | 0.1% | $2.18 | — | NOTE 5.000%11/1 | 001546AP5 |
| RF | REGIONS FINL CORP NEW | 325,000 | $3.263M | 0.1% | $6.91 | 0.0% | COM | 7591EP100 |
| WAB | WABTEC CORP | 40,090 | $3.249M | 0.1% | $77.54 | 0.0% | COM | 929740108 |
| — | SHIRE PLC | 12,500 | $3.238M | 0.1% | $259.07 | — | Put | 82481R106 |
| — | LIBERTY MEDIA CORP | 5,000,000 | $3.221M | 0.1% | $0.64 | — | DEB 3.750% 2/1 | 530715AL5 |
| ELS | EQUITY LIFESTYLE PPTYS INC | 75,000 | $3.177M | 0.1% | $42.36 | — | COM | 29472R108 |
| — | MARKET VECTORS ETF TR | 141,000 | $3.154M | 0.1% | $22.37 | — | RUSSIA ETF | 57060U506 |
| CVLT | COMMVAULT SYSTEMS INC | 62,500 | $3.15M | 0.1% | $51.51 | 0.0% | COM | 204166102 |
| — | CHESAPEAKE ENERGY CORP | 3,000,000 | $3.147M | 0.1% | $1.05 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | SALIX PHARMACEUTICALS INC | 20,000 | $3.125M | 0.1% | $156.35 | — | Call | 795435106 |
| — | BARCLAYS BK PLC | 100,000 | $3.118M | 0.1% | $31.18 | — | Call | 06742E711 |
| NEE | NEXTERA ENERGY INC | 33,027 | $3.101M | 0.1% | $17.92 | 0.0% | COM | 65339F101 |
| — | SHIRE PLC | 11,800 | $3.057M | 0.1% | $259.07 | — | SPONSORED ADR | 82481R106 |
| AGO | ASSURED GUARANTY LTD | 137,750 | $3.053M | 0.1% | $19.13 | 0.0% | COM | G0585R106 |
| LNC | LINCOLN NATL CORP IND | 56,611 | $3.033M | 0.1% | $35.63 | 0.0% | COM | 534187109 |
| — | APOLLO COML REAL EST FIN INC | 2,878,000 | $3.015M | 0.1% | $1.05 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | LIBERTY MEDIA CORP | 4,500,000 | $3.014M | 0.1% | $0.67 | — | DEB 4.000%11/1 | 530715AG6 |
| TXN | TEXAS INSTRS INC | 62,745 | $2.992M | 0.1% | $35.14 | 0.0% | COM | 882508104 |
| ACM | AECOM TECHNOLOGY CORP DELAWA | 88,578 | $2.99M | 0.1% | $34.15 | 0.0% | COM | 00766T100 |
| — | CANADIAN PAC RY LTD | 14,341 | $2.975M | 0.1% | $207.45 | — | COM | 13645T100 |
| — | GENESEE & WYO INC | 31,086 | $2.963M | 0.1% | $95.32 | — | CL A | 371559105 |
| — | JUNIPER NETWORKS INC | 133,073 | $2.948M | 0.1% | $22.15 | — | COM | 48203R104 |
| HAL | HALLIBURTON CO | 45,548 | $2.938M | 0.1% | $55.20 | 0.0% | COM | 406216101 |
| RL | RALPH LAUREN CORP | 17,704 | $2.916M | 0.1% | $131.91 | 0.0% | CL A | 751212101 |
| — | PENNSYLVANIA RL ESTATE INVT | 145,000 | $2.891M | 0.1% | $19.94 | — | SH BEN INT | 709102107 |
| XLP | SELECT SECTOR SPDR TR | 63,221 | $2.852M | 0.1% | $45.11 | — | SBI CONS STPLS | 81369Y308 |
| TAP | MOLSON COORS BREWING CO | 38,249 | $2.847M | 0.1% | $55.38 | 0.0% | CL B | 60871R209 |
| WDC | WESTERN DIGITAL CORP | 29,087 | $2.831M | 0.1% | $62.41 | 0.0% | COM | 958102105 |
| DB | DEUTSCHE BANK AG | 81,008 | $2.824M | 0.1% | $26.07 | 0.0% | NAMEN AKT | D18190898 |
| — | GRACE W R & CO DEL NEW | 30,925 | $2.812M | 0.1% | $90.93 | — | COM | 38388F108 |
| — | MAGICJACK VOCALTEC LTD | 281,755 | $2.775M | 0.1% | $9.85 | — | SHS | M6787E101 |
| — | SOLARCITY CORP | 46,300 | $2.759M | 0.1% | $59.59 | — | COM | 83416T100 |
| — | ALCATEL-LUCENT | 910,000 | $2.757M | 0.1% | $3.03 | — | SPONSORED ADR | 013904305 |
| TMUS | T-MOBILE US INC | 95,000 | $2.743M | 0.1% | $29.73 | 0.0% | Put | 872590104 |
| TMUS | T-MOBILE US INC | 95,000 | $2.743M | 0.1% | $29.73 | 0.0% | Call | 872590104 |
| NFLX | NETFLIX INC | 6,000 | $2.707M | 0.1% | — | — | Call | 64110L106 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 37,400 | $2.699M | 0.1% | $65.72 | 0.0% | COM | 09061G101 |
| — | EXELIXIS INC | 2,091,000 | $2.669M | 0.1% | $1.28 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| FSLR | FIRST SOLAR INC | 40,151 | $2.642M | 0.1% | $67.69 | 0.0% | COM | 336433107 |
| ELME | WASHINGTON REAL ESTATE INVT | 103,100 | $2.617M | 0.1% | — | — | Call | 939653101 |
| FLS | FLOWSERVE CORP | 36,987 | $2.608M | 0.1% | $59.57 | 0.0% | COM | 34354P105 |
| LSTR | LANDSTAR SYS INC | 35,547 | $2.566M | 0.1% | $72.19 | — | COM | 515098101 |
| — | MARATHON OIL CORP | 67,565 | $2.54M | 0.1% | $37.59 | — | COM | 565849106 |
| CMP | COMPASS MINERALS INTL INC | 29,900 | $2.52M | 0.1% | $63.23 | 0.0% | COM | 20451N101 |
| AAL | AMERICAN AIRLS GROUP INC | 70,531 | $2.502M | 0.1% | $37.15 | 0.0% | COM | 02376R102 |
| PAAS | PAN AMERICAN SILVER CORP | 227,700 | $2.5M | 0.1% | — | — | Call | 697900108 |
| ODFL | OLD DOMINION FGHT LINES INC | 35,000 | $2.472M | 0.1% | $21.18 | 0.0% | COM | 679580100 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 122,360 | $2.469M | 0.1% | $20.18 | — | SPONSORED ADR | 874039100 |
| HLF | HERBALIFE LTD | 55,966 | $2.449M | 0.1% | $26.72 | 0.0% | COM USD SHS | G4412G101 |
| BC | BRUNSWICK CORP | 58,000 | $2.444M | 0.1% | $35.13 | 0.0% | COM | 117043109 |
| STZ | CONSTELLATION BRANDS INC | 27,811 | $2.424M | 0.1% | $74.44 | 0.0% | CL A | 21036P108 |
| UVV | UNIVERSAL CORP VA | 54,500 | $2.419M | 0.1% | $51.56 | 0.0% | COM | 913456109 |
| AN | AUTONATION INC | 47,414 | $2.385M | 0.1% | $54.77 | 0.0% | COM | 05329W102 |
| — | WPX ENERGY INC | 99,137 | $2.385M | 0.1% | $24.06 | — | COM | 98212B103 |
| SWK | STANLEY BLACK & DECKER INC | 26,834 | $2.383M | 0.1% | $66.98 | 0.0% | COM | 854502101 |
| — | ROCKET FUEL INC | 150,000 | $2.37M | 0.1% | — | — | Call | 773111109 |
| — | CREDIT SUISSE GROUP | 85,000 | $2.349M | 0.1% | $27.64 | — | SPONSORED ADR | 225401108 |
| — | PROTECTIVE LIFE CORP | 33,315 | $2.312M | 0.1% | $69.40 | — | COM | 743674103 |
| — | RICE ENERGY INC | 86,543 | $2.302M | 0.1% | $26.60 | — | COM | 762760106 |
| DLTR | DOLLAR TREE INC | 40,247 | $2.257M | 0.1% | $55.13 | 0.0% | COM | 256746108 |
| — | SVB FINL GROUP | 20,000 | $2.242M | 0.1% | $112.10 | — | COM | 78486Q101 |
| RS | RELIANCE STEEL & ALUMINUM CO | 32,500 | $2.223M | 0.1% | $71.07 | 0.0% | COM | 759509102 |
| ANF | ABERCROMBIE & FITCH CO | 60,912 | $2.214M | 0.1% | $31.98 | 0.0% | CL A | 002896207 |
| — | ENERGIZER HLDGS INC | 17,780 | $2.191M | 0.1% | $123.23 | — | COM | 29266R108 |
| MLM | MARTIN MARIETTA MATLS INC | 16,741 | $2.159M | 0.1% | $117.60 | 0.0% | COM | 573284106 |
| BLMN | BLOOMIN BRANDS INC | 117,000 | $2.146M | 0.1% | $14.12 | 0.0% | COM | 094235108 |
| HBM | HUDBAY MINERALS INC | 249,992 | $2.14M | 0.1% | $10.00 | 0.0% | COM | 443628102 |
| — | CITRIX SYS INC | 29,921 | $2.135M | 0.1% | $71.35 | — | COM | 177376100 |
| DHR | DANAHER CORP DEL | 28,084 | $2.134M | 0.1% | $31.17 | 0.0% | COM | 235851102 |
| SRE | SEMPRA ENERGY | 20,140 | $2.122M | 0.1% | $36.16 | 0.0% | COM | 816851109 |
| — | CHESAPEAKE ENERGY CORP | 2,000,000 | $2.094M | 0.1% | $1.05 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | SOLAZYME INC | 280,481 | $2.092M | 0.1% | $7.46 | — | COM | 83415T101 |
| TRIP | TRIPADVISOR INC | 22,863 | $2.09M | 0.1% | $88.04 | 0.0% | COM | 896945201 |
| ADP | AUTOMATIC DATA PROCESSING IN | 24,893 | $2.068M | 0.1% | $56.27 | 0.0% | COM | 053015103 |
| GWW | GRAINGER W W INC | 8,195 | $2.062M | 0.1% | $203.85 | 0.0% | COM | 384802104 |
| MSTR | MICROSTRATEGY INC | 15,749 | $2.061M | 0.1% | $13.91 | 0.0% | CL A NEW | 594972408 |
| — | BROADCOM CORP | 50,274 | $2.032M | 0.1% | $40.42 | — | CL A | 111320107 |
| WT | WISDOMTREE INVTS INC | 178,500 | $2.031M | 0.1% | $11.38 | 0.0% | COM | 97717P104 |
| — | BALLY TECHNOLOGIES INC | 25,100 | $2.026M | 0.1% | $80.72 | — | COM | 05874B107 |
| — | RED HAT INC | 35,915 | $2.017M | 0.1% | $56.16 | — | COM | 756577102 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 59,415 | $2.014M | 0.1% | $33.90 | — | COM SER A | 531465102 |
| RF | REGIONS FINL CORP NEW | 200,000 | $2.008M | 0.1% | $6.91 | 0.0% | Call | 7591EP100 |
| DOV | DOVER CORP | 24,880 | $1.999M | 0.1% | $57.43 | 0.0% | COM | 260003108 |
| — | FORUM ENERGY TECHNOLOGIES IN | 65,000 | $1.99M | 0.1% | $30.62 | — | COM | 34984V100 |
| EWBC | EAST WEST BANCORP INC | 58,061 | $1.974M | 0.1% | $26.77 | 0.0% | COM | 27579R104 |
| — | ALPHA NATURAL RESOURCES INC | 500,000 | $1.959M | 0.1% | $3.92 | — | NOTE 4.875%12/1 | 02076XAF9 |
| GNW | GENWORTH FINL INC | 149,268 | $1.955M | 0.1% | $14.46 | 0.0% | COM CL A | 37247D106 |
| — | TIM HORTONS INC | 24,549 | $1.935M | 0.1% | $78.82 | — | COM | 88706M103 |
| — | FIREEYE INC | 62,329 | $1.905M | 0.1% | $30.56 | — | COM | 31816Q101 |
| INFY | INFOSYS LTD | 30,000 | $1.815M | 0.1% | $60.50 | — | SPONSORED ADR | 456788108 |
| — | DRESSER-RAND GROUP INC | 22,005 | $1.81M | 0.1% | $82.25 | — | COM | 261608103 |
| — | CARRIZO OIL & GAS INC | 33,385 | $1.797M | 0.1% | $53.83 | — | COM | 144577103 |
| — | ALLERGAN INC | 10,000 | $1.782M | 0.1% | — | — | Put | 018490102 |
| XHB | SPDR SERIES TRUST | 60,000 | $1.775M | 0.1% | — | — | Call | 78464A888 |
| TSN | TYSON FOODS INC | 45,000 | $1.772M | 0.1% | $29.61 | 0.0% | Call | 902494103 |
| PAYX | PAYCHEX INC | 39,943 | $1.765M | 0.1% | $29.74 | 0.0% | COM | 704326107 |
| — | AK STL HLDG CORP | 220,000 | $1.762M | 0.1% | $8.01 | — | Call | 001547108 |
| — | SPANSION INC | 77,190 | $1.759M | 0.1% | $22.79 | — | COM CL A NEW | 84649R200 |
| — | AMTRUST FINL SVCS INC | 1,000,000 | $1.756M | 0.1% | $1.76 | — | NOTE 5.500%12/1 | 032359AC5 |
| NKE | NIKE INC | 19,643 | $1.752M | 0.1% | $34.38 | 0.0% | CL B | 654106103 |
| DB | DEUTSCHE BANK AG | 50,000 | $1.743M | 0.1% | $26.07 | 0.0% | Call | D18190898 |
| HCA | HCA HOLDINGS INC | 24,182 | $1.705M | 0.1% | $61.43 | 0.0% | COM | 40412C101 |
| GAP | GAP INC DEL | 40,829 | $1.702M | 0.1% | $28.69 | 0.0% | COM | 364760108 |
| FUL | FULLER H B CO | 42,400 | $1.683M | 0.1% | $39.41 | 0.0% | COM | 359694106 |
| — | ACCURAY INC | 1,000,000 | $1.665M | 0.1% | $1.67 | — | NOTE 3.500% 2/0 | 004397AD7 |
| KMT | KENNAMETAL INC | 40,000 | $1.652M | 0.1% | $32.24 | 0.0% | COM | 489170100 |
| BSBR | BANCO SANTANDER BRASIL S A | 250,000 | $1.635M | 0.1% | $6.54 | — | ADS REP 1 UNIT | 05967A107 |
| — | TUMI HLDGS INC | 80,000 | $1.628M | 0.1% | $20.35 | — | COM | 89969Q104 |
| CMC | COMMERCIAL METALS CO | 94,788 | $1.618M | 0.1% | $13.76 | 0.0% | COM | 201723103 |
| FANG | DIAMONDBACK ENERGY INC | 21,609 | $1.616M | 0.1% | $62.67 | 0.0% | COM | 25278X109 |
| AMZN | AMAZON COM INC | 5,000 | $1.612M | 0.1% | $16.63 | 0.0% | COM | 023135106 |
| ROP | ROPER INDS INC NEW | 10,977 | $1.606M | 0.1% | $137.24 | 0.0% | COM | 776696106 |
| — | BASIC ENERGY SVCS INC NEW | 73,170 | $1.587M | 0.1% | $21.69 | — | COM | 06985P100 |
| — | MEADOWBROOK INS GROUP INC | 1,500,000 | $1.527M | 0.1% | $1.02 | — | DBCV 5.000% 3/1 | 58319PAC2 |
| NTAP | NETAPP INC | 35,067 | $1.506M | 0.1% | $30.14 | 0.0% | COM | 64110D104 |
| — | GULFPORT ENERGY CORP | 27,707 | $1.48M | 0.1% | $53.42 | — | COM NEW | 402635304 |
| FDX | FEDEX CORP | 9,047 | $1.461M | 0.1% | $129.06 | 0.0% | COM | 31428X106 |
| PPL | PPL CORP | 44,206 | $1.452M | 0.1% | $18.79 | 0.0% | COM | 69351T106 |
| — | AK STL HLDG CORP | 180,000 | $1.442M | 0.1% | $8.01 | — | COM | 001547108 |
| — | MARKET VECTORS ETF TR | 42,743 | $1.437M | 0.1% | $33.62 | — | JR GOLD MINERS E | 57061R544 |
| BTG | B2GOLD CORP | 700,000 | $1.421M | 0.1% | $2.01 | 0.0% | COM | 11777Q209 |
| D | DOMINION RES INC VA NEW | 20,541 | $1.419M | 0.1% | $42.63 | 0.0% | COM | 25746U109 |
| TRV | TRAVELERS COMPANIES INC | 15,000 | $1.409M | 0.1% | — | — | Put | 89417E109 |
| — | REYNOLDS AMERICAN INC | 23,807 | $1.405M | 0.1% | $59.02 | — | COM | 761713106 |
| CF | CF INDS HLDGS INC | 5,000 | $1.396M | 0.1% | $37.05 | 0.0% | COM | 125269100 |
| — | MARKETO INC | 43,200 | $1.395M | 0.1% | $32.29 | — | COM | 57063L107 |
| LECO | LINCOLN ELEC HLDGS INC | 20,000 | $1.383M | 0.1% | $69.60 | 0.0% | COM | 533900106 |
| GS | GOLDMAN SACHS GROUP INC | 7,500 | $1.377M | 0.1% | — | — | Put | 38141G104 |
| OXY | OCCIDENTAL PETE CORP DEL | 14,212 | $1.366M | 0.1% | $68.03 | 0.0% | COM | 674599105 |
| RJF | RAYMOND JAMES FINANCIAL INC | 25,000 | $1.34M | 0.1% | $29.62 | 0.0% | COM | 754730109 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 13,945 | $1.337M | 0.1% | $77.18 | 0.0% | COM | 459506101 |
| — | WESTERN REFNG INC | 31,700 | $1.331M | 0.0% | $41.99 | — | COM | 959319104 |
| — | YRC WORLDWIDE INC | 65,000 | $1.321M | 0.0% | $20.32 | — | COM PAR $.01 | 984249607 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 40,000 | $1.321M | 0.0% | $33.02 | — | COM NEW | 049164205 |
| — | QEP RES INC | 42,874 | $1.32M | 0.0% | $30.79 | — | COM | 74733V100 |
| ORI | OLD REP INTL CORP | 92,280 | $1.318M | 0.0% | $6.85 | 0.0% | COM | 680223104 |
| — | UNITED TECHNOLOGIES CORP | 12,089 | $1.277M | 0.0% | $105.63 | — | COM | 913017109 |
| — | SPRINT CORP | 200,000 | $1.268M | 0.0% | — | — | Call | 85207U105 |
| — | AVON PRODS INC | 100,000 | $1.26M | 0.0% | — | — | Put | 054303102 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 75,000 | $1.258M | 0.0% | $18.38 | 0.0% | COM | 024061103 |
| AEP | AMERICAN ELEC PWR INC | 23,914 | $1.249M | 0.0% | $35.32 | 0.0% | COM | 025537101 |
| — | ALON USA ENERGY INC | 85,000 | $1.221M | 0.0% | $14.36 | — | COM | 020520102 |
| — | RADIOSHACK CORP | 1,205,000 | $1.193M | 0.0% | — | — | Put | 750438103 |
| ITUB | ITAU UNIBANCO HLDG SA | 85,000 | $1.18M | 0.0% | $13.88 | — | SPON ADR REP PFD | 465562106 |
| — | ROSETTA RESOURCES INC | 26,154 | $1.165M | 0.0% | $44.54 | — | COM | 777779307 |
| ILMN | ILLUMINA INC | 7,100 | $1.164M | 0.0% | $167.17 | 0.0% | COM | 452327109 |
| LEN | LENNAR CORP | 29,444 | $1.143M | 0.0% | $33.61 | 0.0% | CL A | 526057104 |
| — | FEDERAL REALTY INVT TR | 9,560 | $1.132M | 0.0% | $118.41 | — | SH BEN INT NEW | 313747206 |
| POR | PORTLAND GEN ELEC CO | 35,116 | $1.128M | 0.0% | $21.94 | 0.0% | COM NEW | 736508847 |
| HIG | HARTFORD FINL SVCS GROUP INC | 30,000 | $1.118M | 0.0% | $28.47 | 0.0% | Put | 416515104 |
| MDLZ | MONDELEZ INTL INC | 32,574 | $1.116M | 0.0% | $28.32 | 0.0% | CL A | 609207105 |
| EQT | EQT CORP | 12,126 | $1.11M | 0.0% | $48.59 | 0.0% | COM | 26884L109 |
| — | ATWOOD OCEANICS INC | 25,000 | $1.092M | 0.0% | $43.68 | — | COM | 050095108 |
| AIG | AMERICAN INTL GROUP INC | 20,000 | $1.08M | 0.0% | — | — | Put | 026874784 |
| KBR | KBR INC | 57,000 | $1.073M | 0.0% | — | — | Call | 48242W106 |
| — | LAM RESEARCH CORP | 14,351 | $1.072M | 0.0% | $74.70 | — | COM | 512807108 |
| — | PROSPECT CAPITAL CORPORATION | 1,000,000 | $1.069M | 0.0% | $1.07 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | SKILLED HEALTHCARE GROUP INC | 160,051 | $1.056M | 0.0% | $6.60 | — | CL A | 83066R107 |
| — | PROSPECT CAPITAL CORPORATION | 1,000,000 | $1.052M | 0.0% | $1.05 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | HANESBRANDS INC | 9,770 | $1.05M | 0.0% | $107.47 | — | COM | 410345102 |
| PFG | PRINCIPAL FINL GROUP INC | 20,000 | $1.049M | 0.0% | — | — | Put | 74251V102 |
| — | PROSPECT CAPITAL CORPORATION | 1,000,000 | $1.048M | 0.0% | $1.05 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | CALLON PETE CO DEL | 118,400 | $1.043M | 0.0% | $8.81 | — | COM | 13123X102 |
| MS | MORGAN STANLEY | 30,000 | $1.037M | 0.0% | — | — | Put | 617446448 |
| C | CITIGROUP INC | 20,000 | $1.036M | 0.0% | $37.42 | 0.0% | Put | 172967424 |
| — | SIGMA ALDRICH CORP | 7,587 | $1.032M | 0.0% | $136.02 | — | COM | 826552101 |
| MUR | MURPHY OIL CORP | 18,100 | $1.03M | 0.0% | $40.49 | 0.0% | COM | 626717102 |
| HSBC | HSBC HLDGS PLC | 20,000 | $1.018M | 0.0% | — | — | Call | 404280406 |
| — | NORTHSTAR RLTY FIN CORP | 57,570 | $1.017M | 0.0% | $17.67 | — | COM NEW | 66704R704 |
| HBAN | HUNTINGTON BANCSHARES INC | 104,410 | $1.016M | 0.0% | $6.29 | 0.0% | COM | 446150104 |
| — | FOOT LOCKER INC | 18,070 | $1.006M | 0.0% | $55.67 | — | COM | 344849104 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 6,250 | $1.004M | 0.0% | $153.75 | 0.0% | SHS USD | G50871105 |
| — | MOLINA HEALTHCARE INC | 1,000,000 | $1.002M | 0.0% | $1.00 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | DIAMOND FOODS INC | 35,000 | $1.001M | 0.0% | $28.60 | — | COM | 252603105 |
| VOD | VODAFONE GROUP PLC NEW | 30,000 | $987K | 0.0% | $32.90 | — | SPNSR ADR NO PAR | 92857W308 |
| — | RTI INTL METALS INC | 40,000 | $986K | 0.0% | $24.65 | — | COM | 74973W107 |
| FXI | ISHARES TR | 25,000 | $957K | 0.0% | $38.28 | — | CHINA LG-CAP ETF | 464287184 |
| — | PEABODY ENERGY CORP | 77,000 | $953K | 0.0% | — | — | Call | 704549104 |
| — | CNOOC LTD | 5,475 | $945K | 0.0% | $172.60 | — | SPONSORED ADR | 126132109 |
| MTDR | MATADOR RES CO | 36,198 | $936K | 0.0% | $26.35 | 0.0% | COM | 576485205 |
| SEB | SEABOARD CORP | 349 | $934K | 0.0% | $2805.99 | 0.0% | COM | 811543107 |
| AZO | AUTOZONE INC | 1,833 | $934K | 0.0% | $526.64 | 0.0% | COM | 053332102 |
| — | TW TELECOM INC | 22,400 | $932K | 0.0% | $41.61 | — | COM | 87311L104 |
| — | BB&T CORP | 25,000 | $930K | 0.0% | — | — | Call | 054937107 |
| ALL | ALLSTATE CORP | 15,000 | $921K | 0.0% | — | — | Put | 020002101 |
| ALV | AUTOLIV INC | 10,000 | $919K | 0.0% | $56.57 | 0.0% | COM | 052800109 |
| — | CHUBB CORP | 10,000 | $911K | 0.0% | — | — | Put | 171232101 |
| DVN | DEVON ENERGY CORP NEW | 12,993 | $886K | 0.0% | $50.29 | 0.0% | COM | 25179M103 |
| MIDD | MIDDLEBY CORP | 10,000 | $881K | 0.0% | $82.83 | 0.0% | COM | 596278101 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 15,000 | $865K | 0.0% | $53.90 | 0.0% | COM | 88224Q107 |
| LEA | LEAR CORP | 10,000 | $864K | 0.0% | $79.35 | 0.0% | COM NEW | 521865204 |
| — | PDC ENERGY INC | 17,121 | $861K | 0.0% | $50.29 | — | COM | 69327R101 |
| — | QEP RES INC | 27,700 | $853K | 0.0% | $30.79 | — | Call | 74733V100 |
| — | LINEAR TECHNOLOGY CORP | 18,944 | $841K | 0.0% | $44.39 | — | COM | 535678106 |
| CCL | CARNIVAL CORP | 20,664 | $830K | 0.0% | $32.01 | 0.0% | PAIRED CTF | 143658300 |
| NSC | NORFOLK SOUTHERN CORP | 7,419 | $828K | 0.0% | $82.62 | 0.0% | COM | 655844108 |
| NVDA | NVIDIA CORP | 44,760 | $826K | 0.0% | $0.45 | 0.0% | COM | 67066G104 |
| MKC | MCCORMICK & CO INC | 12,046 | $806K | 0.0% | $27.68 | 0.0% | COM NON VTG | 579780206 |
| — | COVIDIEN PLC | 9,251 | $800K | 0.0% | $86.48 | — | PUT | G2554F953 |
| SON | SONOCO PRODS CO | 20,280 | $797K | 0.0% | $27.96 | 0.0% | COM | 835495102 |
| — | TALLGRASS ENERGY PARTNERS LP | 17,418 | $789K | 0.0% | $45.30 | — | COM UNIT | 874697105 |
| — | DRIL-QUIP INC | 8,700 | $778K | 0.0% | $89.43 | — | COM | 262037104 |
| — | TALISMAN ENERGY INC | 89,665 | $776K | 0.0% | $8.65 | — | COM | 87425E103 |
| BK | BANK NEW YORK MELLON CORP | 20,000 | $775K | 0.0% | — | — | Put | 064058100 |
| — | MEADWESTVACO CORP | 18,902 | $774K | 0.0% | $40.95 | — | COM | 583334107 |
| XME | SPDR SERIES TRUST | 21,000 | $773K | 0.0% | $36.81 | — | S&P METALS MNG | 78464A755 |
| KRE | SPDR SERIES TRUST | 20,000 | $757K | 0.0% | $37.86 | — | Put | 78464A698 |
| URI | UNITED RENTALS INC | 6,713 | $746K | 0.0% | $108.94 | 0.0% | COM | 911363109 |
| — | BONANZA CREEK ENERGY INC | 13,031 | $741K | 0.0% | $56.86 | — | COM | 097793103 |
| PFE | PFIZER INC | 25,000 | $739K | 0.0% | — | — | Call | 717081103 |
| BPOP | POPULAR INC | 25,000 | $736K | 0.0% | — | — | Call | 733174700 |
| CNP | CENTERPOINT ENERGY INC | 29,853 | $731K | 0.0% | $16.56 | 0.0% | COM | 15189T107 |
| ATR | APTARGROUP INC | 12,020 | $730K | 0.0% | $54.16 | 0.0% | COM | 038336103 |
| RES | RPC INC | 33,099 | $727K | 0.0% | $19.07 | 0.0% | COM | 749660106 |
| — | WHITING PETE CORP NEW | 9,242 | $717K | 0.0% | $77.58 | — | COM | 966387102 |
| COP | CONOCOPHILLIPS | 9,223 | $706K | 0.0% | $56.68 | 0.0% | COM | 20825C104 |
| — | SEMGROUP CORP | 8,413 | $701K | 0.0% | $83.32 | — | CL A | 81663A105 |
| NTRS | NORTHERN TR CORP | 10,000 | $680K | 0.0% | — | — | Put | 665859104 |
| — | COLONY FINL INC | 30,000 | $671K | 0.0% | $22.37 | — | COM | 19624R106 |
| ABBV | ABBVIE INC | 11,600 | $670K | 0.0% | — | — | Call | 00287Y109 |
| EXC | EXELON CORP | 19,631 | $669K | 0.0% | $15.64 | 0.0% | COM | 30161N101 |
| — | RSP PERMIAN INC | 26,178 | $669K | 0.0% | $25.56 | — | COM | 74978Q105 |
| — | RIVERBED TECHNOLOGY INC | 35,804 | $664K | 0.0% | $18.55 | — | COM | 768573107 |
| RRC | RANGE RES CORP | 9,751 | $661K | 0.0% | $76.29 | 0.0% | COM | 75281A109 |
| BDX | BECTON DICKINSON & CO | 5,720 | $651K | 0.0% | $95.70 | 0.0% | COM | 075887109 |
| — | GOODRICH PETE CORP | 43,786 | $649K | 0.0% | $14.82 | — | COM NEW | 382410405 |
| — | REX ENERGY CORPORATION | 51,000 | $646K | 0.0% | $12.67 | — | COM | 761565100 |
| CMTL | COMTECH TELECOMMUNICATIONS C | 17,351 | $645K | 0.0% | $28.04 | 0.0% | COM NEW | 205826209 |
| MPC | MARATHON PETE CORP | 7,502 | $635K | 0.0% | $30.05 | 0.0% | COM | 56585A102 |
| NI | NISOURCE INC | 15,420 | $632K | 0.0% | $10.70 | 0.0% | COM | 65473P105 |
| AME | AMETEK INC NEW | 12,462 | $626K | 0.0% | $48.07 | 0.0% | COM | 031100100 |
| — | SPDR SERIES TRUST | 9,100 | $626K | 0.0% | $68.79 | — | S&P OILGAS EXP | 78464A730 |
| — | OCWEN FINL CORP | 23,500 | $615K | 0.0% | — | — | Call | 675746309 |
| — | SYNERGY RES CORP | 49,529 | $604K | 0.0% | $12.19 | — | COM | 87164P103 |
| TOL | TOLL BROTHERS INC | 19,300 | $601K | 0.0% | $34.26 | 0.0% | COM | 889478103 |
| — | QUESTAR CORP | 26,920 | $600K | 0.0% | $22.29 | — | COM | 748356102 |
| NDSN | NORDSON CORP | 7,840 | $596K | 0.0% | $69.29 | 0.0% | COM | 655663102 |
| — | SIERRA WIRELESS INC | 22,000 | $588K | 0.0% | $26.73 | — | COM | 826516106 |
| — | CHINA UNICOM (HONG KONG) LTD | 38,600 | $580K | 0.0% | $15.03 | — | SPONSORED ADR | 16945R104 |
| — | RENEWABLE ENERGY GROUP INC | 500,000 | $577K | 0.0% | $1.15 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | KAPSTONE PAPER & PACKAGING C | 20,000 | $559K | 0.0% | $27.95 | — | COM | 48562P103 |
| — | HD SUPPLY HLDGS INC | 20,000 | $545K | 0.0% | $27.25 | — | COM | 40416M105 |
| — | VECTREN CORP | 13,500 | $539K | 0.0% | $39.93 | — | COM | 92240G101 |
| — | WGL HLDGS INC | 12,700 | $535K | 0.0% | $42.13 | — | COM | 92924F106 |
| MDU | MDU RES GROUP INC | 19,180 | $533K | 0.0% | $8.38 | 0.0% | COM | 552690109 |
| MTH | MERITAGE HOMES CORP | 15,000 | $533K | 0.0% | — | — | Call | 59001A102 |
| — | AQUA AMERICA INC | 22,600 | $532K | 0.0% | $23.54 | — | COM | 03836W103 |
| EPD | ENTERPRISE PRODS PARTNERS L | 13,050 | $526K | 0.0% | $40.31 | — | COM | 293792107 |
| GILD | GILEAD SCIENCES INC | 4,866 | $518K | 0.0% | $68.03 | 0.0% | COM | 375558103 |
| EIX | EDISON INTL | 9,224 | $516K | 0.0% | $36.80 | 0.0% | COM | 281020107 |
| — | VITAMIN SHOPPE INC | 11,503 | $511K | 0.0% | $44.42 | — | COM | 92849E101 |
| — | ADVANTAGE OIL & GAS LTD | 100,000 | $509K | 0.0% | $5.09 | — | COM | 00765F101 |
| — | STONE ENERGY CORP | 16,200 | $508K | 0.0% | $31.36 | — | COM | 861642106 |
| — | WALGREEN CO | 8,569 | $508K | 0.0% | $59.28 | — | COM | 931422109 |
| — | SALIX PHARMACEUTICALS INC | 3,230 | $505K | 0.0% | $156.35 | — | COM | 795435106 |
| VYX | NCR CORP NEW | 15,000 | $501K | 0.0% | $20.29 | 0.0% | COM | 62886E108 |
| — | NEW YORK REIT INC | 47,700 | $490K | 0.0% | $10.27 | — | COM | 64976L109 |
| — | SWIFT ENERGY CO | 50,902 | $489K | 0.0% | $9.61 | — | COM | 870738101 |
| — | ENABLE MIDSTREAM PARTNERS LP | 19,639 | $484K | 0.0% | $24.64 | — | COM UNIT RP IN | 292480100 |
| CAH | CARDINAL HEALTH INC | 6,284 | $471K | 0.0% | $53.32 | 0.0% | COM | 14149Y108 |
| UGI | UGI CORP NEW | 13,700 | $467K | 0.0% | $34.01 | 0.0% | COM | 902681105 |
| — | ST JUDE MED INC | 7,491 | $450K | 0.0% | $60.07 | — | COM | 790849103 |
| — | ENERNOC INC | 26,447 | $449K | 0.0% | $16.98 | — | COM | 292764107 |
| — | NUSTAR GP HOLDINGS LLC | 10,196 | $444K | 0.0% | $43.55 | — | UNIT RESTG LLC | 67059L102 |
| — | EQT MIDSTREAM PARTNERS LP | 4,849 | $435K | 0.0% | $89.71 | — | UNIT LTD PARTN | 26885B100 |
| — | SWIFT TRANSN CO | 20,000 | $420K | 0.0% | $21.00 | — | CL A | 87074U101 |
| — | FIDELITY NATIONAL FINANCIAL | 29,426 | $405K | 0.0% | $13.76 | — | FNFV GROUP COM | 31620R402 |
| PNW | PINNACLE WEST CAP CORP | 7,397 | $404K | 0.0% | $35.72 | 0.0% | COM | 723484101 |
| — | NUSTAR ENERGY LP | 6,118 | $403K | 0.0% | $65.87 | — | UNIT COM | 67058H102 |
| — | TRANSCANADA CORP | 7,800 | $402K | 0.0% | $51.54 | — | COM | 89353D107 |
| CAG | CONAGRA FOODS INC | 11,891 | $393K | 0.0% | $16.74 | 0.0% | COM | 205887102 |
| TPH | TRI POINTE HOMES INC | 30,000 | $388K | 0.0% | $14.22 | 0.0% | COM | 87265H109 |
| — | TESCO CORP | 19,500 | $387K | 0.0% | $19.85 | — | COM | 88157K101 |
| — | CLOUD PEAK ENERGY INC | 30,000 | $379K | 0.0% | $12.63 | — | COM | 18911Q102 |
| — | CHEMICAL FINL CORP | 13,923 | $374K | 0.0% | $26.86 | — | COM | 163731102 |
| — | NORTHERN OIL & GAS INC NEV | 26,293 | $374K | 0.0% | $14.22 | — | COM | 665531109 |
| NPKI | NEWPARK RES INC | 30,000 | $373K | 0.0% | $12.33 | 0.0% | COM PAR $.01NEW | 651718504 |
| — | BURGER KING WORLDWIDE INC | 12,500 | $371K | 0.0% | — | — | Put | 121220107 |
| — | MARKWEST ENERGY PARTNERS L P | 4,668 | $359K | 0.0% | $76.91 | — | UNIT LTD PARTN | 570759100 |
| OIS | OIL STS INTL INC | 5,700 | $353K | 0.0% | $62.75 | 0.0% | COM | 678026105 |
| CCJ | CAMECO CORP | 20,000 | $353K | 0.0% | $17.33 | 0.0% | COM | 13321L108 |
| OMC | OMNICOM GROUP INC | 5,115 | $352K | 0.0% | $48.82 | 0.0% | COM | 681919106 |
| — | KODIAK OIL & GAS CORP | 25,900 | $351K | 0.0% | $13.55 | — | COM | 50015Q100 |
| BTE | BAYTEX ENERGY CORP | 9,200 | $348K | 0.0% | $37.50 | 0.0% | COM | 07317Q105 |
| — | DELEK US HLDGS INC | 10,500 | $348K | 0.0% | $33.14 | — | COM | 246647101 |
| — | C&J ENERGY SVCS INC | 11,000 | $336K | 0.0% | $30.55 | — | COM | 12467B304 |
| — | EXTERRAN PARTNERS LP | 11,300 | $331K | 0.0% | $29.29 | — | COM UNITS | 30225N105 |
| — | BLACKROCK INC | 1,000 | $328K | 0.0% | — | — | Put | 09247X101 |
| — | APACHE CORP | 3,484 | $327K | 0.0% | $93.86 | — | COM | 037411105 |
| — | CARBO CERAMICS INC | 5,400 | $320K | 0.0% | $59.26 | — | COM | 140781105 |
| EC | ECOPETROL S A | 10,000 | $313K | 0.0% | $31.30 | — | SPONSORED ADS | 279158109 |
| MAT | MATTEL INC | 10,119 | $310K | 0.0% | $35.38 | 0.0% | COM | 577081102 |
| — | MORGAN STANLEY CHINA A SH FD | 12,000 | $291K | 0.0% | $24.25 | — | COM | 617468103 |
| — | CIVEO CORP | 25,000 | $290K | 0.0% | $11.60 | — | COM | 178787107 |
| PVH | PVH CORP | 2,370 | $287K | 0.0% | $115.28 | 0.0% | COM | 693656100 |
| KOPN | KOPIN CORP | 82,925 | $282K | 0.0% | $3.59 | 0.0% | COM | 500600101 |
| HOG | HARLEY DAVIDSON INC | 4,853 | $282K | 0.0% | $63.94 | 0.0% | COM | 412822108 |
| BAX | BAXTER INTL INC | 3,818 | $274K | 0.0% | $33.43 | 0.0% | COM | 071813109 |
| WAT | WATERS CORP | 2,666 | $264K | 0.0% | $103.09 | 0.0% | COM | 941848103 |
| BKH | BLACK HILLS CORP | 5,460 | $261K | 0.0% | $35.67 | 0.0% | COM | 092113109 |
| — | BEACON ROOFING SUPPLY INC | 10,000 | $255K | 0.0% | $25.50 | — | COM | 073685109 |
| — | MEDTRONIC INC | 4,035 | $250K | 0.0% | $61.96 | — | COM | 585055106 |
| CL | COLGATE PALMOLIVE CO | 3,784 | $247K | 0.0% | $50.68 | 0.0% | COM | 194162103 |
| — | COMPUWARE CORP | 23,300 | $247K | 0.0% | $10.60 | — | COM | 205638109 |
| — | AUXILIUM PHARMACEUTICALS INC | 8,125 | $243K | 0.0% | $29.91 | — | COM | 05334D107 |
| COR | AMERISOURCEBERGEN CORP | 3,113 | $241K | 0.0% | $55.50 | 0.0% | COM | 03073E105 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 934 | $232K | 0.0% | $181.41 | 0.0% | COM | 018581108 |
| TRGP | TARGA RES CORP | 1,700 | $231K | 0.0% | $80.13 | 0.0% | COM | 87612G101 |
| EFX | EQUIFAX INC | 3,078 | $230K | 0.0% | $68.16 | 0.0% | COM | 294429105 |
| — | PRECISION CASTPARTS CORP | 962 | $228K | 0.0% | $237.01 | — | COM | 740189105 |
| — | JACOBS ENGR GROUP INC DEL | 4,603 | $225K | 0.0% | $48.88 | — | COM | 469814107 |
| BIIB | BIOGEN IDEC INC | 674 | $223K | 0.0% | $329.72 | 0.0% | COM | 09062X103 |
| SAIA | SAIA INC | 4,300 | $213K | 0.0% | $47.54 | 0.0% | COM | 78709Y105 |
| RSG | REPUBLIC SVCS INC | 5,373 | $210K | 0.0% | $31.17 | 0.0% | COM | 760759100 |
| SEE | SEALED AIR CORP NEW | 5,989 | $209K | 0.0% | $28.71 | 0.0% | COM | 81211K100 |
| — | H & E EQUIPMENT SERVICES INC | 5,000 | $201K | 0.0% | $40.20 | — | COM | 404030108 |
| — | INTERNATIONAL GAME TECHNOLOG | 11,801 | $199K | 0.0% | $16.86 | — | COM | 459902102 |
| — | MORGANS HOTEL GROUP CO | 22,815 | $184K | 0.0% | $8.06 | — | COM | 61748W108 |
| — | FRONTIER COMMUNICATIONS CORP | 22,051 | $144K | 0.0% | $6.53 | — | COM | 35906A108 |
| — | PENN VA CORP | 10,196 | $130K | 0.0% | $12.75 | — | COM | 707882106 |
| — | THOMPSON CREEK METALS CO INC | 50,000 | $110K | 0.0% | $2.20 | — | COM | 884768102 |
| — | COMMUNITY HEALTH SYS INC NEW | 32,432 | $1,000 | 0.0% | $0.03 | — | RIGHT 01/27/2016 | 203668116 |