CIK: 0001426196 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 14, 2015
Total Value ($000): $7,074,607 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 4,810,000 | $603,294 | 8.5% | $22.36 | +27.7% | Put | 037833100 |
| AAPL | APPLE INC | 4,590,300 | $575,738 | 8.1% | $22.36 | +27.7% | Call | 037833100 |
| GLD | SPDR GOLD TRUST | 2,456,600 | $276,048 | 3.9% | $112.36 | — | Call | 78463V107 |
| HYG | ISHARES | 2,830,600 | $251,357 | 3.6% | $90.60 | — | Put | 464288513 |
| GLD | SPDR GOLD TRUST | 2,109,200 | $237,010 | 3.4% | $112.36 | — | Put | 78463V107 |
| AMZN | AMAZON COM INC | 364,400 | $158,182 | 2.2% | — | — | Call | 023135106 |
| FXI | ISHARES TR | 3,244,400 | $149,566 | 2.1% | $44.40 | — | Put | 464287184 |
| EFA | ISHARES TR | 2,196,400 | $139,449 | 2.0% | $63.58 | — | Put | 464287465 |
| BIDU | BAIDU INC | 669,900 | $133,363 | 1.9% | — | — | Call | 056752108 |
| T | AT&T INC | 3,696,700 | $131,306 | 1.9% | — | — | Call | 00206R102 |
| AIG | AMERICAN INTL GROUP INC | 2,117,000 | $130,872 | 1.8% | $34.44 | +32.1% | Call | 026874784 |
| — | OMNICARE INC | 84,000,000 | $120,073 | 1.7% | $1.43 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | DEALERTRACK TECHNOLOGIES INC | 67,738,000 | $114,365 | 1.6% | $1.69 | — | NOTE 1.500% 3/1 | 242309AB8 |
| JNJ | JOHNSON & JOHNSON | 1,006,100 | $98,054 | 1.4% | $75.11 | -0.8% | Put | 478160104 |
| MSFT | MICROSOFT CORP | 2,007,000 | $88,609 | 1.3% | $33.66 | +16.7% | Call | 594918104 |
| AAPL | APPLE INC | 693,417 | $86,971 | 1.2% | $22.36 | +27.7% | COM | 037833100 |
| JNJ | JOHNSON & JOHNSON | 814,500 | $79,381 | 1.1% | $75.11 | -0.8% | Call | 478160104 |
| IBM | INTERNATIONAL BUSINESS MACHS | 483,400 | $78,629 | 1.1% | $98.48 | +4.6% | Call | 459200101 |
| EFA | ISHARES TR | 1,237,196 | $78,549 | 1.1% | $63.58 | — | MSCI EAFE ETF | 464287465 |
| — | JETBLUE AIRWAYS CORP | 17,200,000 | $73,644 | 1.0% | $4.28 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | SUNEDISON INC | 34,000,000 | $71,236 | 1.0% | $1.76 | — | NOTE 2.000%10/0 | 86732YAC3 |
| JPM | JPMORGAN CHASE & CO | 1,005,800 | $68,153 | 1.0% | — | — | Call | 46625H100 |
| EEM | ISHARES TR | 1,700,000 | $67,354 | 1.0% | $40.13 | — | Put | 464287234 |
| AMZN | AMAZON COM INC | 149,700 | $64,983 | 0.9% | — | — | Put | 023135106 |
| — | WESCO INTL INC | 25,614,000 | $61,981 | 0.9% | $2.93 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| SPY | SPDR S&P 500 ETF TR | 299,900 | $61,734 | 0.9% | $203.92 | — | Put | 78462F103 |
| HLF | HERBALIFE LTD | 1,116,466 | $61,506 | 0.9% | $21.69 | +11.6% | COM USD SHS | G4412G101 |
| BIDU | BAIDU INC | 298,600 | $59,445 | 0.8% | — | — | Put | 056752108 |
| — | CEMEX SAB DE CV | 50,000,000 | $59,128 | 0.8% | $1.29 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | OMNICARE INC | 42,900,000 | $53,346 | 0.8% | $1.24 | — | DBCV 3.250%12/1 | 681904AR9 |
| — | MICRON TECHNOLOGY INC | 26,486,000 | $53,257 | 0.8% | $2.94 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | TESLA MTRS INC | 24,000,000 | $52,355 | 0.7% | $2.18 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | CATAMARAN CORP | 850,000 | $51,918 | 0.7% | $60.22 | — | COM | 148887102 |
| EFA | ISHARES TR | 790,800 | $50,207 | 0.7% | $63.58 | — | Call | 464287465 |
| — | OMNICARE INC | 512,600 | $48,312 | 0.7% | — | — | Call | 681904108 |
| — | DIRECTV | 500,000 | $46,395 | 0.7% | $92.39 | — | Call | 25490A309 |
| — | XPO LOGISTICS INC | 16,463,000 | $46,070 | 0.7% | $2.15 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | DIRECTV | 475,000 | $44,075 | 0.6% | $92.39 | — | COM | 25490A309 |
| — | VERISIGN INC | 22,500,000 | $41,432 | 0.6% | $1.84 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | CENTRAL FD CDA LTD | 3,221,986 | $37,568 | 0.5% | $11.77 | — | CL A | 153501101 |
| — | ANADARKO PETE CORP | 472,400 | $36,875 | 0.5% | $78.05 | — | Call | 032511107 |
| — | ANN INC | 750,200 | $36,227 | 0.5% | $48.29 | — | COM | 035623107 |
| — | OMNICARE INC | 10,000,000 | $35,390 | 0.5% | $3.54 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 22,500,000 | $33,494 | 0.5% | $1.49 | — | NOTE 1.750%12/0 | 874054AC3 |
| PM | PHILIP MORRIS INTL INC | 411,600 | $32,997 | 0.5% | $48.32 | 0.0% | Call | 718172109 |
| — | AVAGO TECHNOLOGIES LTD | 248,200 | $32,993 | 0.5% | — | — | Call | Y0486S104 |
| — | IGATE CORP | 675,000 | $32,190 | 0.5% | $47.69 | — | COM | 45169U105 |
| — | UNITED TECHNOLOGIES CORP | 289,115 | $32,071 | 0.5% | $112.34 | — | COM | 913017109 |
| QCOM | QUALCOMM INC | 508,600 | $31,853 | 0.5% | $51.70 | -2.7% | Put | 747525103 |
| NFLX | NETFLIX INC | 48,200 | $31,664 | 0.4% | $8.27 | +1.2% | Put | 64110L106 |
| — | BROADCOM CORP | 600,000 | $30,894 | 0.4% | $51.49 | — | CL A | 111320107 |
| — | HOSPIRA INC | 340,000 | $30,161 | 0.4% | $87.94 | — | Call | 441060100 |
| INTC | INTEL CORP | 989,300 | $30,089 | 0.4% | $25.27 | -0.7% | Call | 458140100 |
| — | CITY NATL CORP | 330,483 | $29,872 | 0.4% | $89.40 | — | COM | 178566105 |
| C | CITIGROUP INC | 535,800 | $29,597 | 0.4% | $40.40 | +0.4% | Call | 172967424 |
| — | CEMEX SAB DE CV | 26,160,000 | $29,252 | 0.4% | $1.38 | — | NOTE 3.250% 3/1 | 151290BB8 |
| ORCL | ORACLE CORP | 725,000 | $29,217 | 0.4% | $37.00 | 0.0% | Call | 68389X105 |
| META | FACEBOOK INC | 316,700 | $27,161 | 0.4% | $61.09 | +32.8% | Call | 30303M102 |
| — | GENERAL ELECTRIC CO | 985,500 | $26,184 | 0.4% | $24.80 | — | Call | 369604103 |
| CAT | CATERPILLAR INC DEL | 307,800 | $26,107 | 0.4% | $65.86 | 0.0% | Call | 149123101 |
| CSCO | CISCO SYS INC | 950,300 | $26,095 | 0.4% | — | — | Call | 17275R102 |
| — | COCA COLA ENTERPRISES INC NE | 598,100 | $25,981 | 0.4% | $43.44 | — | Call | 19122T109 |
| MSFT | MICROSOFT CORP | 567,200 | $25,041 | 0.4% | $33.66 | +16.7% | Put | 594918104 |
| — | ASSOCIATED ESTATES RLTY CORP | 860,347 | $24,631 | 0.3% | $28.63 | — | COM | 045604105 |
| FXI | ISHARES TR | 522,500 | $24,087 | 0.3% | $44.40 | — | Call | 464287184 |
| — | WL ROSS HLDG CORP | 2,311,435 | $24,062 | 0.3% | $10.00 | — | COM SHS | 92939D104 |
| DIS | DISNEY WALT CO | 207,600 | $23,695 | 0.3% | $81.30 | +23.0% | Call | 254687106 |
| EWY | ISHARES | 419,500 | $23,118 | 0.3% | $55.03 | — | Call | 464286772 |
| DIS | DISNEY WALT CO | 200,000 | $22,828 | 0.3% | $81.30 | +23.0% | Put | 254687106 |
| — | TESARO INC | 12,355,000 | $22,807 | 0.3% | $1.80 | — | NOTE 3.000%10/0 | 881569AA5 |
| NFLX | NETFLIX INC | 34,500 | $22,664 | 0.3% | $8.27 | +1.2% | Call | 64110L106 |
| — | YAHOO INC | 566,538 | $22,259 | 0.3% | $39.28 | — | COM | 984332106 |
| — | YAHOO INC | 565,000 | $22,198 | 0.3% | $39.28 | — | Put | 984332106 |
| — | AMERICAN RLTY CAP PPTYS INC | 23,000,000 | $21,697 | 0.3% | $0.94 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | FAMILY DLR STORES INC | 275,000 | $21,672 | 0.3% | $79.23 | — | COM | 307000109 |
| — | DRESSER-RAND GROUP INC | 250,000 | $21,295 | 0.3% | $84.13 | — | COM | 261608103 |
| EEM | ISHARES TR | 530,740 | $21,027 | 0.3% | $40.13 | — | MSCI EMG MKT ETF | 464287234 |
| — | CTRIP COM INTL LTD | 18,000,000 | $20,611 | 0.3% | $1.06 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | HOSPIRA INC | 225,000 | $19,959 | 0.3% | $87.94 | — | COM | 441060100 |
| CSCO | CISCO SYS INC | 718,200 | $19,721 | 0.3% | — | — | Put | 17275R102 |
| ORCL | ORACLE CORP | 489,000 | $19,706 | 0.3% | $37.00 | 0.0% | Put | 68389X105 |
| JPM | JPMORGAN CHASE & CO | 288,900 | $19,575 | 0.3% | — | — | Put | 46625H100 |
| — | BIOMARIN PHARMACEUTICAL INC | 12,500,000 | $19,431 | 0.3% | $1.55 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | CLECO CORP NEW | 350,000 | $18,847 | 0.3% | $54.34 | — | COM | 12561W105 |
| — | DRESSER-RAND GROUP INC | 221,000 | $18,824 | 0.3% | $84.13 | — | Call | 261608103 |
| NFLX | NETFLIX INC | 28,400 | $18,657 | 0.3% | $8.27 | +1.2% | COM | 64110L106 |
| C | CITIGROUP INC | 327,500 | $18,091 | 0.3% | $40.40 | +0.4% | Put | 172967424 |
| — | CHESAPEAKE ENERGY CORP | 19,000,000 | $18,052 | 0.3% | $1.07 | — | NOTE 2.500% 5/1 | 165167CA3 |
| IBM | INTERNATIONAL BUSINESS MACHS | 110,400 | $17,957 | 0.3% | $98.48 | +4.6% | Put | 459200101 |
| — | SIGMA ALDRICH CORP | 125,000 | $17,418 | 0.2% | $136.76 | — | COM | 826552101 |
| — | QUINPARIO ACQUISITION CORP 2 | 1,750,000 | $17,395 | 0.2% | $9.80 | — | COM | 74874U101 |
| — | COCA COLA ENTERPRISES INC NE | 389,174 | $16,905 | 0.2% | $43.44 | — | COM | 19122T109 |
| — | ALON USA ENERGY INC | 12,000,000 | $16,858 | 0.2% | $1.27 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | SUSQUEHANNA BANCSHARES INC P | 1,182,309 | $16,694 | 0.2% | $13.64 | — | COM | 869099101 |
| — | STARWOOD PPTY TR INC | 16,500,000 | $16,653 | 0.2% | $1.04 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | TERRAPIN 3 ACQUISITION CORP | 1,623,036 | $16,473 | 0.2% | $10.00 | — | COM CL A | 88104P104 |
| — | POLYPORE INTL INC | 275,000 | $16,467 | 0.2% | $58.90 | — | COM | 73179V103 |
| — | MICRON TECHNOLOGY INC | 17,700,000 | $16,063 | 0.2% | $1.19 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | BARCLAYS BK PLC | 786,000 | $15,798 | 0.2% | $20.00 | — | Put | 06742E711 |
| — | PALL CORP | 124,113 | $15,445 | 0.2% | $124.44 | — | COM | 696429307 |
| SPY | SPDR S&P 500 ETF TR | 75,000 | $15,438 | 0.2% | $203.92 | — | Call | 78462F103 |
| — | COCA COLA ENTERPRISES INC NE | 354,700 | $15,408 | 0.2% | $43.44 | — | Put | 19122T109 |
| — | HCC INS HLDGS INC | 200,000 | $15,367 | 0.2% | $76.82 | — | Call | 404132102 |
| — | ALEXION PHARMACEUTICALS INC | 85,000 | $15,365 | 0.2% | — | — | Put | 015351109 |
| — | ALTERA CORP | 300,000 | $15,360 | 0.2% | $51.20 | — | COM | 021441100 |
| — | CHENIERE ENERGY INC | 20,000,000 | $15,063 | 0.2% | $0.80 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | KYTHERA BIOPHARMACEUTICALS I | 200,000 | $15,062 | 0.2% | $75.31 | — | COM | 501570105 |
| — | WALGREENS BOOTS ALLIANCE INC | 176,853 | $14,933 | 0.2% | $84.62 | — | COM | 931427108 |
| — | CHESAPEAKE ENERGY CORP | 15,700,000 | $14,855 | 0.2% | $1.00 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | STARWOOD PPTY TR INC | 14,000,000 | $14,741 | 0.2% | $1.09 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | TIME WARNER CABLE INC | 80,700 | $14,378 | 0.2% | $140.64 | — | Put | 88732J207 |
| — | ALLERGAN PLC | 45,000 | $13,655 | 0.2% | — | — | Call | G0177J108 |
| — | TIME WARNER CABLE INC | 75,800 | $13,505 | 0.2% | $140.64 | — | Call | 88732J207 |
| QCOM | QUALCOMM INC | 215,600 | $13,503 | 0.2% | $51.70 | -2.7% | Call | 747525103 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 100,000 | $12,768 | 0.2% | $138.76 | — | MAN COV SEC 16 | N31738110 |
| CL | COLGATE PALMOLIVE CO | 194,804 | $12,742 | 0.2% | $51.16 | +3.5% | COM | 194162103 |
| HLF | HERBALIFE LTD | 230,700 | $12,709 | 0.2% | $21.69 | +11.6% | Call | G4412G101 |
| — | CIENA CORP | 9,000,000 | $12,613 | 0.2% | $1.29 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | VIDEOCON D2H LTD | 1,000,000 | $12,610 | 0.2% | $12.61 | — | ADR | 92657J101 |
| — | PALL CORP | 100,000 | $12,445 | 0.2% | $124.44 | — | Call | 696429307 |
| — | CATAMARAN CORP | 192,100 | $11,733 | 0.2% | $60.22 | — | Call | 148887102 |
| CAT | CATERPILLAR INC DEL | 136,800 | $11,603 | 0.2% | $65.86 | 0.0% | Put | 149123101 |
| — | SPIRIT RLTY CAP INC NEW | 12,500,000 | $11,572 | 0.2% | $0.96 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| PM | PHILIP MORRIS INTL INC | 143,700 | $11,520 | 0.2% | $48.32 | 0.0% | Put | 718172109 |
| WM | WASTE MGMT INC DEL | 233,900 | $10,841 | 0.2% | $40.91 | 0.0% | Call | 94106L109 |
| TSLA | TESLA MTRS INC | 40,000 | $10,730 | 0.2% | — | — | Put | 88160R101 |
| — | RTI INTL METALS INC | 10,000,000 | $10,277 | 0.1% | $1.10 | — | NOTE 3.000%12/0 | 74973WAA5 |
| IWM | ISHARES TR | 81,800 | $10,213 | 0.1% | — | — | Put | 464287655 |
| — | UNITED TECHNOLOGIES CORP | 91,000 | $10,094 | 0.1% | $112.34 | — | Call | 913017109 |
| V | VISA INC | 150,000 | $10,072 | 0.1% | $62.92 | 0.0% | Call | 92826C839 |
| AIG | AMERICAN INTL GROUP INC | 161,700 | $9,996 | 0.1% | $34.44 | +32.1% | Put | 026874784 |
| — | ALERE INC | 8,000,000 | $9,994 | 0.1% | $1.25 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| C | CITIGROUP INC | 174,154 | $9,620 | 0.1% | $40.40 | +0.4% | COM NEW | 172967424 |
| — | ORBITZ WORLDWIDE INC | 827,300 | $9,447 | 0.1% | $11.66 | — | Call | 68557K109 |
| — | BARCLAYS BK PLC | 467,300 | $9,392 | 0.1% | $20.00 | — | Call | 06742E711 |
| — | KRAFT FOODS GROUP INC | 105,800 | $9,008 | 0.1% | — | — | Put | 50076Q106 |
| — | SPIRIT RLTY CAP INC NEW | 9,500,000 | $8,924 | 0.1% | $0.96 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| IYR | ISHARES TR | 125,000 | $8,912 | 0.1% | — | — | Call | 464287739 |
| — | CATAMARAN CORP | 145,400 | $8,881 | 0.1% | $60.22 | — | Put | 148887102 |
| — | OFFICE DEPOT INC | 1,011,300 | $8,757 | 0.1% | $8.71 | — | Put | 676220106 |
| META | FACEBOOK INC | 101,000 | $8,662 | 0.1% | $61.09 | +32.8% | Put | 30303M102 |
| — | OFFICE DEPOT INC | 1,000,000 | $8,660 | 0.1% | $8.71 | — | COM | 676220106 |
| AMAT | APPLIED MATLS INC | 450,000 | $8,649 | 0.1% | $20.94 | -14.0% | Call | 038222105 |
| — | BGC PARTNERS INC | 8,126,000 | $8,572 | 0.1% | $1.05 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | NETSUITE INC | 8,070,000 | $8,436 | 0.1% | $1.05 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| PRGO | PERRIGO CO PLC | 45,000 | $8,317 | 0.1% | $190.62 | 0.0% | SHS | G97822103 |
| — | AK STL CORP | 8,000,000 | $8,119 | 0.1% | $1.69 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | ON SEMICONDUCTOR CORP | 6,500,000 | $8,078 | 0.1% | $1.24 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | CBS CORP NEW | 144,300 | $8,008 | 0.1% | $55.31 | — | Call | 124857202 |
| DE | DEERE & CO | 80,900 | $7,851 | 0.1% | $75.36 | 0.0% | Put | 244199105 |
| PG | PROCTER & GAMBLE CO | 100,000 | $7,824 | 0.1% | $60.20 | -0.4% | Put | 742718109 |
| PG | PROCTER & GAMBLE CO | 99,300 | $7,769 | 0.1% | $60.20 | -0.4% | Call | 742718109 |
| — | INSULET CORP | 8,000,000 | $7,741 | 0.1% | $1.03 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | GENERAL ELECTRIC CO | 284,300 | $7,553 | 0.1% | $24.80 | — | Put | 369604103 |
| — | WALGREENS BOOTS ALLIANCE INC | 89,400 | $7,548 | 0.1% | $84.62 | — | Put | 931427108 |
| — | CBS CORP NEW | 135,000 | $7,492 | 0.1% | $55.31 | — | Put | 124857202 |
| V | VISA INC | 105,550 | $7,087 | 0.1% | $62.92 | 0.0% | COM CL A | 92826C839 |
| — | AMERICAN RLTY CAP PPTYS INC | 7,500,000 | $7,029 | 0.1% | $0.98 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | VIACOM INC NEW | 106,000 | $6,851 | 0.1% | $64.56 | — | Put | 92553P201 |
| NOK | NOKIA CORP | 993,200 | $6,803 | 0.1% | $6.85 | — | SPONSORED ADR | 654902204 |
| GLD | SPDR GOLD TRUST | 60,358 | $6,782 | 0.1% | $112.36 | — | GOLD SHS | 78463V107 |
| CL | COLGATE PALMOLIVE CO | 99,000 | $6,475 | 0.1% | $51.16 | +3.5% | Put | 194162103 |
| BABA | ALIBABA GROUP HLDG LTD | 77,600 | $6,384 | 0.1% | $83.23 | — | Put | 01609W102 |
| — | L-3 COMMUNICATIONS HLDGS INC | 55,000 | $6,235 | 0.1% | — | — | Put | 502424104 |
| — | BAKER HUGHES INC | 100,000 | $6,170 | 0.1% | $62.55 | — | COM | 057224107 |
| — | MYLAN N V | 89,493 | $6,072 | 0.1% | $67.85 | — | SHS EURO | N59465109 |
| ZTS | ZOETIS INC | 125,000 | $6,027 | 0.1% | — | — | Call | 98978V103 |
| HLF | HERBALIFE LTD | 107,500 | $5,922 | 0.1% | $21.69 | +11.6% | Put | G4412G101 |
| PG | PROCTER & GAMBLE CO | 75,057 | $5,872 | 0.1% | $60.20 | -0.4% | COM | 742718109 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $5,840 | 0.1% | $1.10 | — | NOTE 1.750%12/1 | 87305RAD1 |
| ILMN | ILLUMINA INC | 26,600 | $5,808 | 0.1% | $181.11 | +7.8% | COM | 452327109 |
| — | ROCK-TENN CO | 95,000 | $5,719 | 0.1% | $60.20 | — | CL A | 772739207 |
| — | RECEPTOS INC | 30,000 | $5,701 | 0.1% | — | — | Call | 756207106 |
| — | CHESAPEAKE ENERGY CORP | 5,500,000 | $5,468 | 0.1% | $1.01 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | ROI ACQUISITION CORP II | 525,000 | $5,381 | 0.1% | $9.86 | — | COM | 74966G101 |
| — | FIAT CHRYSLER AUTOMOBILES N | 350,000 | $5,085 | 0.1% | $14.53 | — | SHS | N31738102 |
| — | ELECTRUM SPL ACQUISITION COR | 500,000 | $5,010 | 0.1% | $10.02 | — | UNIT 99/99/9999 | G3105C120 |
| — | VIPSHOP HLDGS LTD | 3,500,000 | $4,450 | 0.1% | $1.27 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | HOSPIRA INC | 49,500 | $4,391 | 0.1% | $87.94 | — | Put | 441060100 |
| RSG | REPUBLIC SVCS INC | 111,500 | $4,367 | 0.1% | $33.30 | 0.0% | Call | 760759100 |
| — | RENEWABLE ENERGY GROUP INC | 4,021,000 | $4,305 | 0.1% | $1.11 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | WHOLE FOODS MKT INC | 107,000 | $4,220 | 0.1% | $39.31 | — | Call | 966837106 |
| CL | COLGATE PALMOLIVE CO | 63,800 | $4,173 | 0.1% | $51.16 | +3.5% | Call | 194162103 |
| CX | CEMEX SAB DE CV | 424,566 | $3,889 | 0.1% | $9.47 | — | SPON ADR NEW | 151290889 |
| IBM | INTERNATIONAL BUSINESS MACHS | 23,792 | $3,870 | 0.1% | $98.48 | +4.6% | COM | 459200101 |
| — | AFFYMETRIX INC | 2,000,000 | $3,868 | 0.1% | $1.93 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | REYNOLDS AMERICAN INC | 51,600 | $3,852 | 0.1% | — | — | Put | 761713106 |
| — | HCC INS HLDGS INC | 50,000 | $3,841 | 0.1% | $76.82 | — | COM | 404132102 |
| — | WALGREENS BOOTS ALLIANCE INC | 44,600 | $3,766 | 0.1% | $84.62 | — | Call | 931427108 |
| — | COBALT INTL ENERGY INC | 5,000,000 | $3,716 | 0.1% | $0.83 | — | NOTE 2.625%12/0 | 19075FAA4 |
| CVX | CHEVRON CORP NEW | 36,500 | $3,521 | 0.0% | — | — | Call | 166764100 |
| NKE | NIKE INC | 32,600 | $3,521 | 0.0% | — | — | Put | 654106103 |
| T | AT&T INC | 97,800 | $3,473 | 0.0% | — | — | Put | 00206R102 |
| NKE | NIKE INC | 32,100 | $3,467 | 0.0% | — | — | Call | 654106103 |
| — | MARVELL TECHNOLOGY GROUP LTD | 252,152 | $3,324 | 0.0% | $14.55 | — | ORD | G5876H105 |
| — | WYNDHAM WORLDWIDE CORP | 40,000 | $3,276 | 0.0% | — | — | Put | 98310W108 |
| — | DEALERTRACK TECHNOLOGIES INC | 51,898 | $3,258 | 0.0% | $62.78 | — | COM | 242309102 |
| — | NAVISTAR INTL CORP NEW | 3,500,000 | $3,015 | 0.0% | $0.86 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| RSG | REPUBLIC SVCS INC | 75,300 | $2,949 | 0.0% | $33.30 | 0.0% | Put | 760759100 |
| — | MARVELL TECHNOLOGY GROUP LTD | 222,400 | $2,932 | 0.0% | $14.55 | — | Call | G5876H105 |
| CAT | CATERPILLAR INC DEL | 33,946 | $2,879 | 0.0% | $65.86 | 0.0% | COM | 149123101 |
| JNJ | JOHNSON & JOHNSON | 29,493 | $2,874 | 0.0% | $75.11 | -0.8% | COM | 478160104 |
| KMI | KINDER MORGAN INC DEL | 74,135 | $2,846 | 0.0% | $24.13 | +0.8% | COM | 49456B101 |
| WFC | WELLS FARGO & CO NEW | 50,600 | $2,845 | 0.0% | — | — | Put | 949746101 |
| CMCSA | COMCAST CORP NEW | 45,000 | $2,706 | 0.0% | $22.98 | 0.0% | CL A | 20030N101 |
| — | CBS CORP NEW | 48,186 | $2,674 | 0.0% | $55.31 | — | CL B | 124857202 |
| SBUX | STARBUCKS CORP | 49,609 | $2,659 | 0.0% | $40.92 | 0.0% | COM | 855244109 |
| — | MARVELL TECHNOLOGY GROUP LTD | 201,600 | $2,658 | 0.0% | $14.55 | — | Put | G5876H105 |
| — | VIACOM INC NEW | 40,000 | $2,585 | 0.0% | $64.56 | — | Call | 92553P201 |
| PM | PHILIP MORRIS INTL INC | 31,801 | $2,549 | 0.0% | $48.32 | 0.0% | COM | 718172109 |
| MO | ALTRIA GROUP INC | 51,470 | $2,517 | 0.0% | $21.59 | +17.0% | COM | 02209S103 |
| — | SHUTTERFLY INC | 52,600 | $2,514 | 0.0% | — | — | Call | 82568P304 |
| — | AMYRIS INC | 4,000,000 | $2,510 | 0.0% | $0.63 | — | NOTE 6.500% 5/1 | 03236MAC5 |
| — | BIO-REFERENCE LABS INC | 60,200 | $2,483 | 0.0% | — | — | Put | 09057G602 |
| — | BAKER HUGHES INC | 37,500 | $2,313 | 0.0% | $62.55 | — | Call | 057224107 |
| — | ORBITZ WORLDWIDE INC | 200,000 | $2,284 | 0.0% | $11.66 | — | COM | 68557K109 |
| GS | GOLDMAN SACHS GROUP INC | 9,986 | $2,084 | 0.0% | $149.80 | +9.9% | COM | 38141G104 |
| — | DISCOVERY COMMUNICATNS NEW | 62,500 | $2,078 | 0.0% | — | — | Put | 25470F104 |
| GS | GOLDMAN SACHS GROUP INC | 9,900 | $2,067 | 0.0% | $149.80 | +9.9% | Put | 38141G104 |
| META | FACEBOOK INC | 23,893 | $2,049 | 0.0% | $61.09 | +32.8% | CL A | 30303M102 |
| — | WHOLE FOODS MKT INC | 50,000 | $1,971 | 0.0% | $39.31 | — | Put | 966837106 |
| HUM | HUMANA INC | 10,100 | $1,931 | 0.0% | — | — | Call | 444859102 |
| — | ANADARKO PETE CORP | 24,266 | $1,894 | 0.0% | $78.05 | — | COM | 032511107 |
| — | SIRIUS XM HLDGS INC | 500,000 | $1,865 | 0.0% | $3.43 | — | COM | 82968B103 |
| — | COBALT INTL ENERGY INC | 2,500,000 | $1,825 | 0.0% | $0.74 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| INTC | INTEL CORP | 60,000 | $1,824 | 0.0% | $25.27 | -0.7% | Put | 458140100 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 3,000 | $1,814 | 0.0% | — | — | Call | 169656105 |
| — | POLYPORE INTL INC | 29,900 | $1,790 | 0.0% | $58.90 | — | Call | 73179V103 |
| IYR | ISHARES TR | 25,000 | $1,782 | 0.0% | — | — | Put | 464287739 |
| — | SOLAZYME INC | 3,000,000 | $1,767 | 0.0% | $1.15 | — | NOTE 5.000%10/0 | 83415TAC5 |
| RYN | RAYONIER INC | 67,850 | $1,733 | 0.0% | $38.35 | — | COM | 754907103 |
| AER | AERCAP HOLDINGS NV | 37,000 | $1,694 | 0.0% | $46.65 | 0.0% | SHS | N00985106 |
| INTC | INTEL CORP | 54,261 | $1,650 | 0.0% | $25.27 | -0.7% | COM | 458140100 |
| ORCL | ORACLE CORP | 39,690 | $1,599 | 0.0% | $37.00 | 0.0% | COM | 68389X105 |
| PEP | PEPSICO INC | 17,000 | $1,586 | 0.0% | $67.14 | +3.2% | Call | 713448108 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 2,500 | $1,512 | 0.0% | — | — | Put | 169656105 |
| — | ALCATEL-LUCENT | 400,000 | $1,448 | 0.0% | $3.62 | — | SPONSORED ADR | 013904305 |
| — | THE ADT CORPORATION | 43,000 | $1,443 | 0.0% | — | — | Put | 00101J106 |
| PEP | PEPSICO INC | 15,000 | $1,400 | 0.0% | $67.14 | +3.2% | Put | 713448108 |
| — | CALIFORNIA RES CORP | 222,200 | $1,342 | 0.0% | $6.03 | — | Call | 13057Q107 |
| BABA | ALIBABA GROUP HLDG LTD | 16,000 | $1,316 | 0.0% | $83.23 | — | Call | 01609W102 |
| — | SANDISK CORP | 21,700 | $1,263 | 0.0% | $63.57 | — | Put | 80004C101 |
| — | MEAD JOHNSON NUTRITION CO | 14,000 | $1,263 | 0.0% | — | — | Call | 582839106 |
| GM | GENERAL MTRS CO | 37,270 | $1,242 | 0.0% | $27.84 | 0.0% | COM | 37045V100 |
| BKD | BROOKDALE SR LIVING INC | 34,835 | $1,208 | 0.0% | $36.87 | 0.0% | COM | 112463104 |
| DE | DEERE & CO | 12,200 | $1,184 | 0.0% | $75.36 | 0.0% | Call | 244199105 |
| GILD | GILEAD SCIENCES INC | 10,000 | $1,170 | 0.0% | $75.98 | 0.0% | COM | 375558103 |
| — | CITRIX SYS INC | 16,200 | $1,136 | 0.0% | $68.73 | — | COM | 177376100 |
| VYX | NCR CORP NEW | 36,500 | $1,098 | 0.0% | — | — | Call | 62886E108 |
| WFC | WELLS FARGO & CO NEW | 18,800 | $1,057 | 0.0% | — | — | Call | 949746101 |
| — | SOUTHWESTERN ENERGY CO | 45,000 | $1,022 | 0.0% | $22.71 | — | COM | 845467109 |
| — | THE ADT CORPORATION | 30,000 | $1,007 | 0.0% | — | — | Call | 00101J106 |
| — | OMNICARE INC | 10,000 | $942 | 0.0% | — | — | Put | 681904108 |
| — | LIFEPOINT HEALTH INC | 10,500 | $912 | 0.0% | $86.86 | — | COM | 53219L109 |
| — | CALIFORNIA RES CORP | 143,500 | $866 | 0.0% | $6.03 | — | Put | 13057Q107 |
| — | CALIFORNIA RES CORP | 139,553 | $842 | 0.0% | $6.03 | — | COM | 13057Q107 |
| SBUX | STARBUCKS CORP | 15,000 | $804 | 0.0% | $40.92 | 0.0% | Call | 855244109 |
| SBUX | STARBUCKS CORP | 15,000 | $804 | 0.0% | $40.92 | 0.0% | Put | 855244109 |
| — | VIACOM INC NEW | 11,431 | $738 | 0.0% | $64.56 | — | CL B | 92553P201 |
| — | TWITTER INC | 19,800 | $717 | 0.0% | $36.11 | — | Put | 90184L102 |
| DE | DEERE & CO | 7,209 | $699 | 0.0% | $75.36 | 0.0% | COM | 244199105 |
| EWY | ISHARES | 12,500 | $688 | 0.0% | $55.03 | — | Put | 464286772 |
| EWY | ISHARES | 9,922 | $546 | 0.0% | $55.03 | — | MSCI STH KOR ETF | 464286772 |
| PEP | PEPSICO INC | 5,581 | $520 | 0.0% | $67.14 | +3.2% | COM | 713448108 |
| — | HORNBECK OFFSHORE SVCS INC N | 25,200 | $517 | 0.0% | $24.66 | — | COM | 440543106 |
| MSFT | MICROSOFT CORP | 11,463 | $506 | 0.0% | $33.66 | +16.7% | COM | 594918104 |
| AMAT | APPLIED MATLS INC | 25,000 | $480 | 0.0% | $20.94 | -14.0% | COM | 038222105 |
| — | POLYPORE INTL INC | 6,600 | $395 | 0.0% | $58.90 | — | Put | 73179V103 |
| RSG | REPUBLIC SVCS INC | 9,037 | $353 | 0.0% | $33.30 | 0.0% | COM | 760759100 |
| — | YAHOO INC | 8,500 | $333 | 0.0% | $39.28 | — | Call | 984332106 |
| ADBE | ADOBE SYS INC | 4,100 | $332 | 0.0% | $74.59 | +4.6% | Put | 00724F101 |
| ADBE | ADOBE SYS INC | 4,103 | $332 | 0.0% | $74.59 | +4.6% | COM | 00724F101 |
| — | TWITTER INC | 7,616 | $275 | 0.0% | $36.11 | — | COM | 90184L102 |
| — | WHOLE FOODS MKT INC | 6,309 | $248 | 0.0% | $39.31 | — | COM | 966837106 |
| — | TWITTER INC | 6,300 | $228 | 0.0% | $36.11 | — | Call | 90184L102 |
| — | OREXIGEN THERAPEUTICS INC | 41,400 | $204 | 0.0% | $4.26 | — | COM | 686164104 |
| — | CHESAPEAKE ENERGY CORP | 15,624 | $174 | 0.0% | $16.33 | — | COM | 165167107 |
| — | SHUTTERFLY INC | 3,600 | $172 | 0.0% | — | — | Put | 82568P304 |
| — | JOURNAL MEDIA GROUP INC | 15,000 | $124 | 0.0% | $8.27 | — | COM | 48114A109 |
| QCOM | QUALCOMM INC | 1,895 | $118 | 0.0% | $51.70 | -2.7% | COM | 747525103 |
| — | TIME WARNER CABLE INC | 500 | $89 | 0.0% | $140.64 | — | COM | 88732J207 |
| — | BARCLAYS BK PLC | 3,100 | $62 | 0.0% | $20.00 | — | IPATH S&P500 VIX | 06742E711 |
| — | COMMUNITY HEALTH SYS INC NEW | 2,000,000 | $28 | 0.0% | $0.06 | — | RIGHT 01/27/2016 | 203668116 |
| WM | WASTE MGMT INC DEL | 400 | $18 | 0.0% | $40.91 | 0.0% | Put | 94106L109 |
| WM | WASTE MGMT INC DEL | 271 | $12 | 0.0% | $40.91 | 0.0% | COM | 94106L109 |
| CX | CEMEX SAB DE CV | 1,040 | $9 | 0.0% | $9.47 | — | Put | 151290889 |