13F-HR filed by CITIGROUP INC
CITIGROUP INC filed this 13F-HR for the quarter ended 2015-09-30, filed 2015-11-13, with 7,853 holding rows worth $106,849,433,000.
- Accession
- 0000831001-15-000195
- Filer
- CIK 831001
- Filed
- 2015-11-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2015
A holdings report, 18,418 entries on the cover page, a total value of $106,849,433,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $106,849,433,000 with VALUE read as thousands by filing date, 13F file number 028-02427. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerAcciones y Valores Banamex, S.A. de C.V., Casa de Bolsa, integrante del Grupo Financiero Banamex028-10815
- included managerCiti GSCP Inc.028-16164
- included managerCiti Overseas Investments Bahamas Inc.028-10818
- included managerCitibank (Switzerland)028-04289
- included managerCitibank, N.A.028-04287
- included managerCitibank Canada028-06215
- included managerCitibank Overseas Investment Corp028-05347
- included managerCiticorp028-11520
- included managerCiticorp (Mexico) Holdings LLC028-10819
- included managerCiticorp Banking Corp028-04349
- included managerCiticorp Trust Delaware, National Association028-12382
- included managerCiticorp Trust South Dakota028-12977
- included managerCitigroup Alternative Investments LLC028-10293
- included managerCitigroup Capital Partners Mexico, S. de R.L. de C.V.028-16170
- included managerCitigroup Derivatives Markets Inc.028-11547
- included managerCitigroup Financial Products Inc.028-01114
- included managerCitigroup Global Markets Deutschland AG028-10817
- included managerCitigroup Global Markets Europe Ltd028-04305
- included managerCitigroup Global Markets Finance Corp & Co. beschrankt haftende KG028-10821
- included managerCitigroup Global Markets Holdings Inc.028-01109
- included managerCitigroup Global Markets Inc.028-00541
- included managerCitigroup Global Markets International LLC028-04311
- included managerCitigroup Global Markets Ltd028-04309
- included managerCitigroup Investments Inc.028-10295
- included managerCitigroup Niagra Holdings LLC028-16171
- included managerCitigroup Private Equity LP028-16666
- included managerCOHM Overseas Mexico Holding, S. de R.L. de C.V.028-14268
- included managerGrupo Financiero Banamex, S.A. de C.V.028-10816
- included managerImpulsora de Fondos Banamex, S.A. de C.V., Sociedad Operadora de Sociedades de Inversion028-10822
- included managerNAMGK Mexico Holding, S. de R.L. de C.V.028-16172
- included managerTRV Holdings LLC028-16173
- included managerTRV Investments LLC028-16174
- included managerCitigroup Inc. 028-02427
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| BIOGEN INC COM | 09062X103 | Stock | 109,657 | $31,999,000 | thousands by filing date | |
| VODAFONE GROUP PLC SPONSORED ADR | 92857W308 | ADR | 1,007,717 | $31,984,000 | thousands by filing date | |
| ISHARES RUSSELL MID-CAP GROWTH ETF | 464287481 | ETF | 360,859 | $31,975,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 903,142 | $31,927,000 | thousands by filing date | |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 2,414,834 | $31,900,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 243,600 | $31,765,000 | thousands by filing date | put |
| NEWFIELD EXPL CO | 651290108 | COM | 962,803 | $31,676,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 2,248,930 | $31,666,000 | thousands by filing date | |
| ENBRIDGE INC COM | 29250N105 | Stock | 856,500 | $31,652,000 | thousands by filing date | call |
| BLOCK H & R INC COM | 093671105 | Stock | 872,400 | $31,581,000 | thousands by filing date | call |
| Micron Technology,Inc. | 595112103 | COM | 2,106,000 | $31,548,000 | thousands by filing date | put |
| Tesla Motors, Inc | 88160R101 | COM | 126,818 | $31,500,000 | thousands by filing date | |
| GALLAGHER ARTHUR J & CO COM | 363576109 | Stock | 756,888 | $31,244,000 | thousands by filing date | |
| BROADCOM CORP | 111320107 | CL A | 607,454 | $31,241,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 2,120,724 | $31,153,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 347,614 | $31,008,000 | thousands by filing date | |
| BLACKSTONE MORTGAGE TRUST INC COM CL A | 09257W100 | REIT | 1,129,643 | $30,997,000 | thousands by filing date | |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 640,800 | $30,887,000 | thousands by filing date | call |
| PAYPALHLDGSINC | 70450Y103 | STOK | 989,500 | $30,714,000 | thousands by filing date | put |
| BURLINGTON STORES INC COM | 122017106 | Stock | 600,200 | $30,634,000 | thousands by filing date | put |
| RAYMOND JAMES FINL INC COM | 754730109 | Stock | 616,602 | $30,602,000 | thousands by filing date | |
| SYSCOCORP | 871829107 | COM | 782,883 | $30,508,000 | thousands by filing date | |
| TWO HARBORS INVESTMENT CORP | 90187B101 | COMMON STOCK | 3,457,110 | $30,492,000 | thousands by filing date | |
| Duke Energy Corporation | 26441C204 | COM | 423,700 | $30,481,000 | thousands by filing date | call |
| Lowes Companies,Inc. | 548661107 | COM | 442,200 | $30,476,000 | thousands by filing date | put |
| Mondelez International,Inc. Class A | 609207105 | COM | 726,610 | $30,423,000 | thousands by filing date | |
| TATA MTRS LTD | 876568502 | SPONSORED ADR | 1,351,520 | $30,408,000 | thousands by filing date | |
| ZOETIS INC CL A | 98978V103 | Stock | 736,992 | $30,348,000 | thousands by filing date | |
| T MOBILE US INC | 872590203 | CONV PFD SER A | 437,823 | $30,236,000 | thousands by filing date | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 374,300 | $30,199,000 | thousands by filing date | put |
| E M C CORP MASS | 268648102 | COM | 1,249,200 | $30,180,000 | thousands by filing date | call |
| ENTERPRISE PRODS PARTNERS L | 293792107 | COM | 1,210,937 | $30,152,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 606,477 | $30,033,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 365,200 | $30,027,000 | thousands by filing date | put |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 275,300 | $30,019,000 | thousands by filing date | put |
| Morgan Stanley | 617446448 | COM | 947,200 | $29,838,000 | thousands by filing date | call |
| MAXIM INTEGRATED PRODS INC | 57772K101 | COM | 888,833 | $29,687,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 559,600 | $29,686,000 | thousands by filing date | call |
| CVS Health Corporation | 126650100 | COM | 307,300 | $29,648,000 | thousands by filing date | call |
| Abbott Laboratories | 002824100 | COM | 736,599 | $29,626,000 | thousands by filing date | |
| CHICAGO BRIDGE & IRON CO NV | 167250109 | N Y REGISTRY SH | 746,000 | $29,586,000 | thousands by filing date | call |
| Honeywell Technologies | 438516106 | COM | 311,409 | $29,487,000 | thousands by filing date | |
| PUBLIC STORAGE COM | 74460D109 | REIT | 139,092 | $29,436,000 | thousands by filing date | |
| VEREIT INC | 92339V100 | COM | 3,810,955 | $29,420,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 393,604 | $29,176,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 420,200 | $29,175,000 | thousands by filing date | call |
| PRICELINE GRP INC | 741503403 | COM NEW | 23,575 | $29,158,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 363,400 | $28,829,000 | thousands by filing date | put |
| FIDELITY NATIONAL FINANCIAL | 31620RAE5 | NOTE 4.250% 8/1 | 15,520,000 | $28,770,000 | thousands by filing date | principal |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 234,700 | $28,549,000 | thousands by filing date | put |
| Altria Group Inc | 02209S103 | COM | 523,100 | $28,457,000 | thousands by filing date | call |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 3,872,300 | $28,384,000 | thousands by filing date | put |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 447,289 | $28,383,000 | thousands by filing date | |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 1,035,837 | $28,321,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 240,600 | $28,314,000 | thousands by filing date | put |
| Danaher Corporation | 235851102 | COM | 331,500 | $28,247,000 | thousands by filing date | call |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 339,867 | $28,244,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 103,848 | $28,228,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 304,300 | $28,221,000 | thousands by filing date | call |
| CARRIZO OIL & GAS INC | 144577103 | COM | 919,292 | $28,076,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 256,300 | $27,947,000 | thousands by filing date | call |
| DISCOVER FINL SVCS | 254709108 | COM | 536,465 | $27,891,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 254,300 | $27,823,000 | thousands by filing date | call |
| iShares Core MSCI Emerging Markets ETF | 46434G103 | SHS | 694,591 | $27,708,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 347,893 | $27,598,000 | thousands by filing date | |
| UNITED STATES STL CORP NEW | 912909108 | COM | 2,644,300 | $27,554,000 | thousands by filing date | put |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 330,800 | $27,489,000 | thousands by filing date | call |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 740,097 | $27,448,000 | thousands by filing date | |
| APARTMENT INVT & MGMT CO | 03748R101 | CL A | 740,641 | $27,418,000 | thousands by filing date | |
| ISHARES INC | 464286509 | MSCI CDA ETF | 1,190,932 | $27,392,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 988,732 | $27,368,000 | thousands by filing date | |
| HESS CORP | 42809H107 | COM | 546,000 | $27,333,000 | thousands by filing date | call |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 399,385 | $27,311,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 1,855,900 | $27,263,000 | thousands by filing date | call |
| POWERSHS DB US DOLLAR INDEX DO | 73936D107 | COM | 1,084,000 | $27,208,000 | thousands by filing date | call |
| EOG RES INC COM | 26875P101 | Stock | 372,800 | $27,140,000 | thousands by filing date | put |
| MARATHON PETE CORP COM | 56585A102 | Stock | 585,604 | $27,130,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 689,800 | $27,013,000 | thousands by filing date | put |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 695,482 | $27,005,000 | thousands by filing date | |
| HERBALIFE LTD | G4412G101 | COM SHS | 495,500 | $27,005,000 | thousands by filing date | put |
| OCCIDENTAL PETE CORP | 674599105 | COM | 408,200 | $27,003,000 | thousands by filing date | put |
| OCH ZIFF CAP MGMT GROUP CL A | 67551U105 | COM | 3,092,774 | $27,000,000 | thousands by filing date | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 146,947 | $26,997,000 | thousands by filing date | |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 151,800 | $26,968,000 | thousands by filing date | put |
| Medtronic Plc | G5960L103 | COM | 401,865 | $26,901,000 | thousands by filing date | call |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 324,000 | $26,898,000 | thousands by filing date | put |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 146,400 | $26,897,000 | thousands by filing date | put |
| SAP SE SPON ADR | 803054204 | ADR | 413,718 | $26,806,000 | thousands by filing date | |
| TURQUOISE HILL RESOURCES LTD | 900435108 | COMMON STOCK-FO | 10,531,187 | $26,784,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 128,888 | $26,721,000 | thousands by filing date | |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 467,935 | $26,606,000 | thousands by filing date | |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 2,010,600 | $26,560,000 | thousands by filing date | call |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 376,900 | $26,526,000 | thousands by filing date | call |
| Visa Inc | 92826C839 | COM | 380,600 | $26,513,000 | thousands by filing date | call |
| VIACOM INC | 92553P201 | CL B | 608,465 | $26,255,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 525,000 | $26,192,000 | thousands by filing date | call |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 689,100 | $26,164,000 | thousands by filing date | call |
| DOLLAR TREE INC COM | 256746108 | Stock | 391,833 | $26,119,000 | thousands by filing date | |
| AIR PRODS & CHEMS INC | 009158106 | COM | 204,513 | $26,091,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 95,838 | $26,050,000 | thousands by filing date | put |
| American Tower Corporation | 03027X100 | COM | 295,082 | $25,961,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 243,489 | $25,907,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 405,200 | $25,714,000 | thousands by filing date | call |
| PORTOLA PHARMACEUTICALS INC COM | 737010108 | Stock | 600,721 | $25,603,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 950,300 | $25,601,000 | thousands by filing date | call |
| MARKET VECTORS ETF TR | 57060U506 | RUSSIA ETF | 1,630,100 | $25,593,000 | thousands by filing date | put |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 335,500 | $25,568,000 | thousands by filing date | put |
| Costco Wholesale Corporation | 22160K105 | COM | 176,800 | $25,560,000 | thousands by filing date | call |
| IRON MTN INC DEL COM | 46284V101 | REIT | 823,840 | $25,556,000 | thousands by filing date | call |
| APOLLO RESIDENTIAL MORTGAGE | 03763V102 | COM | 2,014,445 | $25,503,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 285,900 | $25,502,000 | thousands by filing date | put |
| BLOCK H & R INC COM | 093671105 | Stock | 703,200 | $25,456,000 | thousands by filing date | put |
| Coca-Cola Company | 191216100 | COM | 633,763 | $25,426,000 | thousands by filing date | |
| SPDR S&P Midcap 400 ETF Trust | 78467Y107 | SHS | 102,110 | $25,415,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A797 | ST STR SP BANK | 759,889 | $25,259,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 417,660 | $25,224,000 | thousands by filing date | |
| DCP MIDSTREAM LP | 23311P100 | COM UT LTD PTN | 1,042,020 | $25,196,000 | thousands by filing date | |
| AMERICAN CAPITAL AGENCY CORP | 02503X105 | COMMON STOCK | 1,344,300 | $25,139,000 | thousands by filing date | call |
| AMERIPRISE FINL INC COM | 03076C106 | Stock | 228,766 | $24,964,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 276,437 | $24,914,000 | thousands by filing date | |
| FLAGSTAR BANK NATIONAL ASSOC | 64944P307 | UNIT 05/07/2051 | 498,139 | $24,907,000 | thousands by filing date | |
| BAKER HUGHES INC | 057224107 | COM | 476,255 | $24,784,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 358,667 | $24,720,000 | thousands by filing date | |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 760,829 | $24,718,000 | thousands by filing date | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 82,976 | $24,682,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 5,645,574 | $24,558,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 492,100 | $24,551,000 | thousands by filing date | put |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 644,900 | $24,486,000 | thousands by filing date | put |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 177,415 | $24,474,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 207,000 | $24,360,000 | thousands by filing date | call |
| GENESIS ENERGY L.P. | 371927104 | UNIT LTD PARTN | 635,286 | $24,356,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 316,300 | $24,304,000 | thousands by filing date | call |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 590,100 | $24,301,000 | thousands by filing date | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 683,827 | $24,255,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 499,800 | $24,140,000 | thousands by filing date | put |
| MICHAEL KORS HLDGS LTD | G60754101 | SHS | 570,700 | $24,107,000 | thousands by filing date | put |
| FEDEX CORP COM | 31428X106 | Stock | 167,200 | $24,074,000 | thousands by filing date | call |
| MACYS INC COM | 55616P104 | Stock | 468,600 | $24,048,000 | thousands by filing date | put |
| ANHEUSER BUSCH INBEV SA NV SPONSORED ADR | 03524A108 | ADR | 226,075 | $24,036,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 484,500 | $23,992,000 | thousands by filing date | put |
| HERBALIFE LTD | G4412G101 | COM SHS | 436,000 | $23,762,000 | thousands by filing date | call |
| SPDR S&P Homebuilders ETF | 78464A888 | SHS | 692,800 | $23,715,000 | thousands by filing date | call |
| TESORO CORP | 881609101 | COM | 243,400 | $23,668,000 | thousands by filing date | call |
| COTERRA ENERGY INC COM | 127097103 | Stock | 1,078,800 | $23,583,000 | thousands by filing date | call |
| PHILLIPS 66 COM | 718546104 | Stock | 306,400 | $23,544,000 | thousands by filing date | put |
| TARGA RES CORP COM | 87612G101 | Stock | 454,752 | $23,429,000 | thousands by filing date | |
| NORTHERN TIER ENERGY LP | 665826103 | COM UN REPR PART | 1,027,366 | $23,424,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 173,300 | $23,399,000 | thousands by filing date | call |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 50,302 | $23,398,000 | thousands by filing date | |
| iShares Silver Trust | 46428Q109 | COM | 1,685,200 | $23,374,000 | thousands by filing date | put |
| iShares Msci Singapore | 464286673 | MSCI SINGAPORE | 2,294,987 | $23,339,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 212,762 | $23,278,000 | thousands by filing date | |
| ISHARESRUSSELL1000GROWTHETF | 464287614 | STOK | 249,882 | $23,238,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 349,000 | $23,226,000 | thousands by filing date | call |
| VALE S A | 91912E105 | SPONSORED ADS | 5,524,000 | $23,201,000 | thousands by filing date | put |
| Lockheed Martin Corporation | 539830109 | COM | 111,800 | $23,177,000 | thousands by filing date | put |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 1,377,604 | $23,034,000 | thousands by filing date | |
| LENNAR CORP CL A | 526057104 | Stock | 477,600 | $22,987,000 | thousands by filing date | call |
| RSP PERMIAN INC | 74978Q105 | COM | 1,134,126 | $22,966,000 | thousands by filing date | |
| CYTEC INDS INC | 232820100 | COM | 310,390 | $22,922,000 | thousands by filing date | |
| iShares S&P Small-Cap 600 Value ETF | 464287879 | SHS | 218,041 | $22,848,000 | thousands by filing date | |
| CARLYLE GROUP L P | 14309L102 | COM UTS LTD PTN | 1,358,256 | $22,819,000 | thousands by filing date | |
| EMERSON ELEC CO COM | 291011104 | Stock | 515,749 | $22,780,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 209,274 | $22,765,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 276,825 | $22,761,000 | thousands by filing date | |
| ALLY FINL INC COM | 02005N100 | Stock | 1,115,300 | $22,730,000 | thousands by filing date | call |
| ALLSTATE CORP COM | 020002101 | Stock | 389,692 | $22,695,000 | thousands by filing date | |
| LENNAR CORP CL A | 526057104 | Stock | 471,100 | $22,674,000 | thousands by filing date | put |
| WISDOMTREE EUROPE HEDGED EQUITY FUND | 97717X701 | ETF | 413,800 | $22,615,000 | thousands by filing date | call |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 3,231,172 | $22,586,000 | thousands by filing date | call |
| COTERRA ENERGY INC COM | 127097103 | Stock | 1,027,583 | $22,462,000 | thousands by filing date | |
| Vanguard Small-Cap ETF | 922908751 | SHS | 207,720 | $22,424,000 | thousands by filing date | |
| PARKWAY PPTYS INC | 70159Q104 | COM | 1,440,288 | $22,410,000 | thousands by filing date | |
| HCP INC | 40414L109 | COM | 596,682 | $22,226,000 | thousands by filing date | |
| TRINITY INDS INC | 896522109 | COM | 977,462 | $22,159,000 | thousands by filing date | |
| Automatic Data Processing,Inc. | 053015103 | COM | 274,918 | $22,094,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 1,474,031 | $22,081,000 | thousands by filing date | |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 580,179 | $22,029,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 331,100 | $21,929,000 | thousands by filing date | call |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 488,400 | $21,929,000 | thousands by filing date | put |
| SWIFT TRANSPORTATION CO | 87074U101 | COM | 1,453,200 | $21,827,000 | thousands by filing date | call |
| E M C CORP MASS | 268648102 | COM | 902,200 | $21,797,000 | thousands by filing date | put |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 385,837 | $21,784,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 545,041 | $21,746,000 | thousands by filing date | |
| SKYWORKS SOLUTIONS INC COM | 83088M102 | Stock | 258,200 | $21,743,000 | thousands by filing date | put |
| MONSANTO CO NEW | 61166W101 | COM | 254,300 | $21,702,000 | thousands by filing date | put |
| VALE S A | 91912E105 | SPONSORED ADS | 5,162,300 | $21,681,000 | thousands by filing date | call |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 380,400 | $21,630,000 | thousands by filing date | call |
| ISHARES TR | 464287192 | US TRSPRTION | 154,346 | $21,594,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 252,441 | $21,510,000 | thousands by filing date | |
| UBS GROUP AG SHS | H42097107 | Stock | 1,165,515 | $21,487,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 418,800 | $21,485,000 | thousands by filing date | call |
| LOUISIANA PAC CORP COM | 546347105 | Stock | 1,504,380 | $21,422,000 | thousands by filing date | |
| VELOCITYSHARES INV VIX SH-TM | 22542D795 | INVR | 879,476 | $21,415,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 254,676 | $21,230,000 | thousands by filing date | |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 786,617 | $21,222,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 398,200 | $21,125,000 | thousands by filing date | put |
| UNITED RENTALS INC COM | 911363109 | Stock | 349,600 | $20,993,000 | thousands by filing date | put |
| VODAFONE GROUP PLC SPONSORED ADR | 92857W308 | ADR | 660,414 | $20,961,000 | thousands by filing date | call |
| TRANSCANADA CORP | 89353D107 | COM | 664,400 | $20,911,000 | thousands by filing date | call |
| NIELSEN HOLDINGS PLC | G6518L108 | SHS EUR | 470,000 | $20,901,000 | thousands by filing date | put |
| KROGER CO COM | 501044101 | Stock | 579,100 | $20,888,000 | thousands by filing date | put |
| AXALTA COATING SYS LTD COM | G0750C108 | Stock | 822,112 | $20,833,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 1,286,100 | $20,668,000 | thousands by filing date | call |
| TWITTER INC | 90184L102 | COM | 763,800 | $20,577,000 | thousands by filing date | put |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 554,400 | $20,563,000 | thousands by filing date | call |
| Intuit Inc. | 461202103 | COM | 231,400 | $20,537,000 | thousands by filing date | put |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 235,800 | $20,531,000 | thousands by filing date | put |
| WESTLAKE CORPORATION | 960413102 | COM | 395,583 | $20,526,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 552,600 | $20,496,000 | thousands by filing date | put |
| PANDORA MEDIA INC | 698354107 | COM | 960,400 | $20,495,000 | thousands by filing date | put |
| 3M CO COM | 88579Y101 | Stock | 144,411 | $20,472,000 | thousands by filing date | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 766,786 | $20,410,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 280,200 | $20,399,000 | thousands by filing date | call |
| ARAMARK COM | 03852U106 | Stock | 687,582 | $20,381,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 324,900 | $20,342,000 | thousands by filing date | call |
| CME Group Inc. Class A | 12572Q105 | COM | 218,700 | $20,282,000 | thousands by filing date | put |
| LINKEDIN CORP | 53578A108 | COM | 106,403 | $20,230,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 149,000 | $20,118,000 | thousands by filing date | put |
| INGERSOLL-RAND PLC | G47791101 | SHS | 392,818 | $19,942,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W422 | INDIA ERNGS FD | 997,200 | $19,864,000 | thousands by filing date | call |
| MCKESSON CORP COM | 58155Q103 | Stock | 107,300 | $19,854,000 | thousands by filing date | put |
| SPDR S&P Homebuilders ETF | 78464A888 | SHS | 578,400 | $19,799,000 | thousands by filing date | put |
| STAG INDUSTRIAL INC | 85254J102 | COM | 1,081,716 | $19,698,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 109,982 | $19,687,000 | thousands by filing date | |
| Plains Group Hldgs LP | 72651A108 | UT LTD PTNR | 1,122,766 | $19,649,000 | thousands by filing date | |
| Duke Energy Corporation | 26441C204 | COM | 270,915 | $19,490,000 | thousands by filing date | |
| PLUM CREEK TIMBER CO INC | 729251108 | COM | 493,038 | $19,480,000 | thousands by filing date | |
| ISTAR INC | 45031U101 | COMMON STOCK | 1,541,344 | $19,390,000 | thousands by filing date | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 217,436 | $19,371,000 | thousands by filing date | |
| ALTERA CORP | 021441100 | COM | 385,677 | $19,316,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 520,100 | $19,306,000 | thousands by filing date | call |
| BAXALTA INC | 07177M103 | COM | 608,700 | $19,181,000 | thousands by filing date | call |
| ISHARES TR | 464288752 | US HOME CONS ETF | 733,282 | $19,139,000 | thousands by filing date | |
| CHORD ENERGY CORPORATION | 674215108 | COMMON STOCK | 2,196,090 | $19,063,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 193,576 | $19,022,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 137,400 | $18,955,000 | thousands by filing date | put |
| MACERICH CO | 554382101 | COM | 246,382 | $18,927,000 | thousands by filing date | |
| SOLARCITY CORP | 83416T100 | COM | 442,800 | $18,912,000 | thousands by filing date | call |
| TECHNIPFMC PLC | 30249U101 | COM | 609,997 | $18,909,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 507,919 | $18,853,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 519,500 | $18,739,000 | thousands by filing date | call |
| CTRIP COM INTL LTD | 22943F100 | AMERICAN DEP SHS | 296,400 | $18,726,000 | thousands by filing date | put |
| BP PLC SPONSORED ADR | 055622104 | ADR | 611,067 | $18,676,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 319,800 | $18,657,000 | thousands by filing date | put |
| SEMPRA COM | 816851109 | Stock | 192,312 | $18,600,000 | thousands by filing date | |
| ISHARES RUSSELL 1000 VALUE ETF | 464287598 | ETF | 199,394 | $18,599,000 | thousands by filing date | |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 284,700 | $18,597,000 | thousands by filing date | call |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 541,498 | $18,591,000 | thousands by filing date | |
| AGL RES INC | 001204106 | COM | 304,220 | $18,570,000 | thousands by filing date | |
| QUANTA SVCS INC | 74762E102 | COM | 765,564 | $18,534,000 | thousands by filing date | |
| STATE STREET | 78464A425 | EXCHANGE TRADED | 757,419 | $18,451,000 | thousands by filing date | |
| QUESTAR CORP | 748356102 | COM | 950,044 | $18,441,000 | thousands by filing date | |
| Ashland | 044209104 | Common | 183,200 | $18,433,000 | thousands by filing date | put |
| Lockheed Martin Corporation | 539830109 | COM | 88,900 | $18,429,000 | thousands by filing date | call |
| YAHOO INC | 984332106 | COM | 636,000 | $18,387,000 | thousands by filing date | call |
| Accenture Plc Class A | G1151C101 | COM | 186,800 | $18,355,000 | thousands by filing date | call |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 380,500 | $18,340,000 | thousands by filing date | put |
| MACYS INC COM | 55616P104 | Stock | 357,100 | $18,326,000 | thousands by filing date | call |
| HOLLYFRONTIER CORP | 436106108 | COM | 374,000 | $18,266,000 | thousands by filing date | call |
| POPULAR INC | 733174700 | COM NEW | 601,437 | $18,181,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 502,600 | $18,154,000 | thousands by filing date | call |
| NORDSTROM INC | 655664100 | COM | 253,100 | $18,149,000 | thousands by filing date | put |
| D R HORTON INC COM | 23331A109 | Stock | 617,900 | $18,142,000 | thousands by filing date | call |
| TUMI HLDGS INC | 89969Q104 | COM | 1,029,234 | $18,135,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 1,866,200 | $18,084,000 | thousands by filing date | call |
| WP GLIMCHER IN | 92939N102 | COM | 1,550,466 | $18,079,000 | thousands by filing date | |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 115,274 | $18,028,000 | thousands by filing date | |
| SanDisk Corporation | 80004C101 | COM | 331,100 | $17,989,000 | thousands by filing date | put |
| BAKER HUGHES INC | 057224107 | COM | 345,600 | $17,985,000 | thousands by filing date | put |
| HEWLETT PACKARD CO | 428236103 | COM | 702,100 | $17,981,000 | thousands by filing date | put |
| MYLAN NV | N59465109 | SHS EURO | 446,100 | $17,960,000 | thousands by filing date | put |
| ALCOA INC | 013817101 | COM | 1,859,267 | $17,960,000 | thousands by filing date | |
| PENNEY J C INC | 708160106 | COM | 1,928,000 | $17,911,000 | thousands by filing date | put |
| Mondelez International,Inc. Class A | 609207105 | COM | 427,300 | $17,891,000 | thousands by filing date | put |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 100,615 | $17,876,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 662,320 | $17,842,000 | thousands by filing date | |
| ALLIANCEBERNSTEIN INCOME FUN | 01881E101 | COM | 2,269,816 | $17,841,000 | thousands by filing date | |
| MARKET VECTORS ETF TR | 57060U506 | RUSSIA ETF | 1,136,134 | $17,837,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 446,000 | $17,804,000 | thousands by filing date | call |
| Lowes Companies,Inc. | 548661107 | COM | 256,900 | $17,706,000 | thousands by filing date | call |
| D R HORTON INC COM | 23331A109 | Stock | 603,000 | $17,704,000 | thousands by filing date | put |
| TIFFANY & CO NEW | 886547108 | COM | 229,011 | $17,684,000 | thousands by filing date | |
| LAZARD LTD-CLASS A | G54050102 | SHS A | 406,147 | $17,586,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 950,900 | $17,544,000 | thousands by filing date | call |
| BP PLC SPONSORED ADR | 055622104 | ADR | 572,800 | $17,505,000 | thousands by filing date | put |
| FIRST TR EXCHANGE-TRADED FD | 33733E302 | DJ INTERNT IDX | 264,623 | $17,484,000 | thousands by filing date | |
| ILLUMINA INC | 452327109 | COM | 99,307 | $17,462,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 266,540 | $17,421,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 319,700 | $17,392,000 | thousands by filing date | put |
| Medtronic Plc | G5960L103 | COM | 259,675 | $17,382,000 | thousands by filing date | put |
| SKECHERS U S A INC | 830566105 | CL A | 129,300 | $17,337,000 | thousands by filing date | put |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 194,300 | $17,311,000 | thousands by filing date | put |
| KELLANOVA | 487836108 | COM | 260,100 | $17,310,000 | thousands by filing date | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 141,300 | $17,279,000 | thousands by filing date | call |
| COMCAST CORP NEW | 20030N200 | CL A SPL | 301,233 | $17,243,000 | thousands by filing date | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 333,200 | $17,179,000 | thousands by filing date | put |
| UNITED RENTALS INC COM | 911363109 | Stock | 286,000 | $17,174,000 | thousands by filing date | call |
| FLUOR CORP | 343412102 | COM | 405,400 | $17,169,000 | thousands by filing date | put |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 827,217 | $17,163,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 248,200 | $17,141,000 | thousands by filing date | call |
| TIME WARNER INC | 887317303 | COM NEW | 249,200 | $17,133,000 | thousands by filing date | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 205,200 | $17,091,000 | thousands by filing date | call |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 206,975 | $17,036,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 245,223 | $16,990,000 | thousands by filing date | |
| STANDARD PAC CORP NEW | 85375C101 | COM | 2,118,787 | $16,951,000 | thousands by filing date | |
| MANULIFE FINL CORP | 56501R106 | COM | 1,099,922 | $16,931,000 | thousands by filing date | |
| DDR CORP | 251591AX1 | NOTE | 15,952,000 | $16,929,000 | thousands by filing date | principal |
| MARKET VECTORS ETF TR | 57060U191 | OIL SVCS ETF | 614,900 | $16,897,000 | thousands by filing date | call |
| HUDSON CITY BANCORP | 443683107 | COM | 1,661,308 | $16,895,000 | thousands by filing date | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 327,600 | $16,891,000 | thousands by filing date | call |
| DOLLAR GEN CORP COM | 256677105 | Stock | 233,100 | $16,886,000 | thousands by filing date | put |
| WYNN RESORTS LTD | 983134107 | COM | 317,600 | $16,871,000 | thousands by filing date | call |
| EQUITY RESIDENTIAL | 29476L107 | SH BEN INT | 224,361 | $16,855,000 | thousands by filing date | |
| TOYOTA MOTOR CORP ADS | 892331307 | ADR | 143,200 | $16,794,000 | thousands by filing date | put |
| BEST BUY INC COM | 086516101 | Stock | 451,400 | $16,756,000 | thousands by filing date | put |
| MAGELLAN MIDSTREAM PARTNERS, L | 559080106 | COM UNIT RP LP | 278,456 | $16,738,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 219,512 | $16,729,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 1,075,100 | $16,556,000 | thousands by filing date | call |
| HESS CORP | 42809H107 | COM | 327,600 | $16,400,000 | thousands by filing date | put |
| FIRST TR EXCHANGE TRADED FD | 33738R605 | DORSEY WRT 5 ETF | 747,201 | $16,386,000 | thousands by filing date | |
| GOLAR LNG LTD | G9456A100 | SHS | 587,040 | $16,367,000 | thousands by filing date | |
| iShares Core S&P Small-Cap ETF | 464287804 | SHS | 153,209 | $16,327,000 | thousands by filing date | |
| M.D.C. HOLDINGS INC | 552676108 | COM | 622,200 | $16,289,000 | thousands by filing date | call |
| WESTERN GAS PARTNERS LP | 958254104 | COM UNIT LP IN | 347,194 | $16,255,000 | thousands by filing date | |
| MATTEL INC | 577081102 | COM | 770,900 | $16,235,000 | thousands by filing date | put |
| STAPLES INC | 855030102 | COM | 1,381,513 | $16,205,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 1,146,900 | $16,149,000 | thousands by filing date | put |
| Charles Schwab Corp | 808513105 | COM | 564,184 | $16,114,000 | thousands by filing date | |
| KEURIG GREEN MTN INC | 49271M100 | COM | 308,600 | $16,091,000 | thousands by filing date | call |
| PANDORA MEDIA INC | 698354107 | COM | 753,100 | $16,071,000 | thousands by filing date | call |
| SOUTHWESTERN ENERGY CO DEP SHS 120 B | 845467208 | Convertible Preferred | 514,103 | $15,978,000 | thousands by filing date | |
| CEDAR FAIR L P | 150185106 | DEPOSITRY UNIT | 303,395 | $15,962,000 | thousands by filing date | |
| MYLAN NV | N59465109 | SHS EURO | 394,900 | $15,899,000 | thousands by filing date | call |
| CUMMINS INC COM | 231021106 | Stock | 146,400 | $15,896,000 | thousands by filing date | call |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 150,700 | $15,872,000 | thousands by filing date | put |
| SKECHERS U S A INC | 830566105 | CL A | 117,907 | $15,810,000 | thousands by filing date | |
| BAXALTA INC | 07177M103 | COM | 501,700 | $15,809,000 | thousands by filing date | put |
| TESARO INC | 881569107 | COM | 393,636 | $15,785,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 267,597 | $15,780,000 | thousands by filing date | |
| HSBC HLDGS PLC SPON ADR NEW | 404280406 | ADR | 415,936 | $15,755,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 1,071,900 | $15,747,000 | thousands by filing date | put |
| Intuit Inc. | 461202103 | COM | 177,396 | $15,744,000 | thousands by filing date | |
| QIHOO 360 TECHNOLOGY CO LTD | 74734M109 | COMMON STOCK-FO | 328,900 | $15,731,000 | thousands by filing date | put |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 315,700 | $15,690,000 | thousands by filing date | call |
| POLARIS INC COM | 731068102 | Stock | 130,812 | $15,680,000 | thousands by filing date | |
| HARLEY DAVIDSON INC COM | 412822108 | Stock | 284,900 | $15,641,000 | thousands by filing date | put |
| EQUINIX INC | 29444UAH9 | CNV | 4,577,000 | $15,596,000 | thousands by filing date | principal |
| Honeywell Technologies | 438516106 | COM | 164,500 | $15,576,000 | thousands by filing date | call |
| CIGNA CORPORATION | 125509109 | COM | 115,132 | $15,546,000 | thousands by filing date | |
| PINNACLE WEST CAP CORP | 723484101 | COM | 241,700 | $15,503,000 | thousands by filing date | |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 87,100 | $15,474,000 | thousands by filing date | call |
| TENARIS S A SPONSORED ADS | 88031M109 | ADR | 641,371 | $15,464,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 405,700 | $15,433,000 | thousands by filing date | call |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 150,500 | $15,423,000 | thousands by filing date | put |
| CLOROX CO DEL | 189054109 | COM | 133,400 | $15,412,000 | thousands by filing date | put |
| STANCORP FINL GROUP INC | 852891100 | COM | 134,945 | $15,411,000 | thousands by filing date | |
| JARDEN CORP | 471109108 | COM | 314,152 | $15,355,000 | thousands by filing date | |
| CABLE ONE INC | 12685J105 | COM | 36,538 | $15,325,000 | thousands by filing date | |
| Tortoise North Amer Pipleline | 611776204 | COM | 778,983 | $15,284,000 | thousands by filing date | |
| Duke Energy Corporation | 26441C204 | COM | 211,400 | $15,208,000 | thousands by filing date | put |
| LULULEMON ATHLETICA INC | 550021109 | COM | 299,700 | $15,180,000 | thousands by filing date | call |
| POWERSHS DB US DOLLAR INDEX DO | 73936D107 | COM | 604,800 | $15,180,000 | thousands by filing date | put |
| ONEOK PARTNERS LP LTD PARTN | 68268N103 | UNIT | 518,637 | $15,176,000 | thousands by filing date | |
| CHEETAH MOBILE INC SPONSORED ADS | 163075104 | ADR | 1,046,330 | $15,130,000 | thousands by filing date | |
| American Tower Corporation | 03027X100 | COM | 171,500 | $15,089,000 | thousands by filing date | call |
| CANADIANNATLRYCOF | 136375102 | STOK | 266,913 | $15,086,000 | thousands by filing date | |
| Intuitive Surgical,Inc. | 46120E602 | COM | 32,800 | $15,074,000 | thousands by filing date | call |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 2,054,900 | $15,062,000 | thousands by filing date | call |
| CHINA MOBILE LIMITED | 16941M109 | SPONSORED ADR | 252,833 | $15,043,000 | thousands by filing date | |
| GREENHILL & CO INC COM | 395259104 | Stock | 528,039 | $15,034,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 81,102 | $15,006,000 | thousands by filing date | |
| BAKER HUGHES INC | 057224107 | COM | 287,800 | $14,977,000 | thousands by filing date | call |
| COMMVAULT SYS INC COM | 204166102 | Stock | 440,489 | $14,959,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 184,479 | $14,935,000 | thousands by filing date | |
| SILVER BAY REALTY TRUST CORP | 82735Q102 | COMMON STOCK | 931,915 | $14,920,000 | thousands by filing date | |
| CONSOLIDATED EDISON INC | 209115104 | COM | 222,900 | $14,901,000 | thousands by filing date | put |
| CITRIX SYSTEMS INC | 177376100 | COM | 214,100 | $14,833,000 | thousands by filing date | put |
| EMERSON ELEC CO COM | 291011104 | Stock | 335,600 | $14,824,000 | thousands by filing date | put |
| SEADRILL ORD | G7945E105 | COM | 2,542,117 | $14,802,000 | thousands by filing date | |
| PENNSYLVANIA RL ESTATE INVT | 709102107 | SH BEN INT | 745,705 | $14,787,000 | thousands by filing date | |
| NOVO-NORDISK A S ADR | 670100205 | ADR | 272,419 | $14,777,000 | thousands by filing date | |
| FOOT LOCKER INC | 344849104 | COM | 204,900 | $14,747,000 | thousands by filing date | call |
| UGI CORP NEW COM | 902681105 | Stock | 423,000 | $14,729,000 | thousands by filing date | call |
| Hubbell Inc Class B | 443510201 | COM | 173,171 | $14,710,000 | thousands by filing date | |
| CHICAGO BRIDGE & IRON CO NV | 167250109 | N Y REGISTRY SH | 370,698 | $14,702,000 | thousands by filing date | |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 908,944 | $14,680,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 793,700 | $14,644,000 | thousands by filing date | put |
| BCE INC COM NEW | 05534B760 | Stock | 359,030 | $14,627,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 167,821 | $14,612,000 | thousands by filing date | |
| GOLDCORP INC NEW | 380956409 | COM | 1,168,200 | $14,577,000 | thousands by filing date | put |
| CHURCH & DWIGHT CO INC COM | 171340102 | Stock | 173,117 | $14,524,000 | thousands by filing date | |
| LIONS GATE ENTMNT CORP | 535919203 | COM NEW | 394,319 | $14,511,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 900,200 | $14,466,000 | thousands by filing date | put |
| GOLDCORP INC NEW | 380956409 | COM | 1,157,420 | $14,442,000 | thousands by filing date | |
| DIAGEO PLC SPON ADR NEW | 25243Q205 | ADR | 133,574 | $14,398,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 572,293 | $14,376,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 363,600 | $14,362,000 | thousands by filing date | call |
| WEBMD HEALTH CORP | 94770VAH5 | NOTE 2.250% 3/3 | 14,320,000 | $14,311,000 | thousands by filing date | principal |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 103,700 | $14,306,000 | thousands by filing date | call |
| TJX Companies Inc | 872540109 | COM | 200,004 | $14,284,000 | thousands by filing date | |
| SKYWORKS SOLUTIONS INC COM | 83088M102 | Stock | 169,400 | $14,265,000 | thousands by filing date | call |
| CORNING INC | 219350105 | COM | 832,383 | $14,251,000 | thousands by filing date | |
| PINNACLE ENTMT INC | 723456109 | COM | 420,200 | $14,220,000 | thousands by filing date | call |
| SEMPRA COM | 816851109 | Stock | 146,700 | $14,189,000 | thousands by filing date | call |
| CENTURYLINK INC | 156700106 | COM | 564,100 | $14,170,000 | thousands by filing date | put |
| LULULEMON ATHLETICA INC | 550021109 | COM | 279,600 | $14,162,000 | thousands by filing date | put |
| CARDINAL HEALTH INC | 14149Y108 | COM | 184,247 | $14,153,000 | thousands by filing date | |
| CBRE GROUP INC CL A | 12504L109 | Stock | 441,351 | $14,123,000 | thousands by filing date | |
| ISHARES TR | 464287101 | S&P 100 ETF | 166,510 | $14,116,000 | thousands by filing date | |
| ALCOA INC | 013817101 | COM | 1,460,928 | $14,112,000 | thousands by filing date | put |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 141,300 | $14,064,000 | thousands by filing date | put |
| CIT GROUP INC COM NEW | 125581801 | Stock | 351,244 | $14,060,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 144,407 | $14,042,000 | thousands by filing date | |
| Vanguard Consumer Staples ETF | 92204A207 | SHS | 115,786 | $14,040,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 140,700 | $14,004,000 | thousands by filing date | call |
| BLACKSTONE STRATEGIC CREDIT FU | 09257R101 | COM SHS BEN IN | 984,947 | $13,996,000 | thousands by filing date | |
| TE CONNECTIVITY LTD | H84989104 | SHS | 233,227 | $13,968,000 | thousands by filing date | |
| EQUITY ONE | 294752100 | COM | 573,807 | $13,967,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 99,567 | $13,940,000 | thousands by filing date | |
| BARRICK GOLD CORP | 067901108 | COM | 2,197,662 | $13,917,000 | thousands by filing date | |
| RACKSPACE HOSTING INC | 750086100 | COM | 563,200 | $13,900,000 | thousands by filing date | call |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 9,212,000 | $13,887,000 | thousands by filing date | principal |
| LINKEDIN CORP | 53578A108 | COM | 72,600 | $13,803,000 | thousands by filing date | call |
| AVALONBAY CMNTYS INC COM | 053484101 | REIT | 78,680 | $13,755,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 131,995 | $13,748,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A789 | ST STR SP INS | 203,099 | $13,713,000 | thousands by filing date | |
| FIDELITY MERRIMACK STR TR | 316188101 | CORP BOND ETF | 283,483 | $13,706,000 | thousands by filing date | |
| STERICYCLE INC | 858912207 | DEP PFD A 1/10 | 134,687 | $13,700,000 | thousands by filing date | |
| WYNN RESORTS LTD | 983134107 | COM | 257,800 | $13,694,000 | thousands by filing date | put |
| SOHU.COM INC | 83408W103 | COMMON STOCK | 331,097 | $13,674,000 | thousands by filing date | |
| ROSS STORES INC COM | 778296103 | Stock | 281,100 | $13,625,000 | thousands by filing date | put |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 268,540 | $13,609,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 475,527 | $13,553,000 | thousands by filing date | |
| TIFFANY & CO NEW | 886547108 | COM | 175,500 | $13,552,000 | thousands by filing date | put |
| AMSURG CORP | 03232P504 | PFD CNV SR A-1 % | 91,978 | $13,521,000 | thousands by filing date | |
| MELCO RESORTS & ENTERTAINMENT | 585464100 | ADR | 980,738 | $13,495,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78468R408 | ST TERM HIGH ETF | 499,865 | $13,466,000 | thousands by filing date | |
| NORTHSTAR REIT | 66704R704 | Common Stock | 1,090,100 | $13,463,000 | thousands by filing date | put |
| DOLLAR GEN CORP COM | 256677105 | Stock | 185,800 | $13,459,000 | thousands by filing date | call |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 802,900 | $13,424,000 | thousands by filing date | put |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 126,242 | $13,422,000 | thousands by filing date | |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 903,576 | $13,419,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 238,800 | $13,404,000 | thousands by filing date | put |
| CBS CORP NEW | 124857202 | CL B | 335,400 | $13,383,000 | thousands by filing date | put |
| USBANCORPDEL | 902973304 | COM NEW | 325,800 | $13,361,000 | thousands by filing date | call |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 126,523 | $13,326,000 | thousands by filing date | |
| COACH INC | 189754104 | COM | 458,700 | $13,271,000 | thousands by filing date | call |
| Elevance Health, Inc. | 036752103 | COM | 94,700 | $13,258,000 | thousands by filing date | put |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 193,900 | $13,258,000 | thousands by filing date | call |
| L BRANDS INC | 501797104 | COM | 147,100 | $13,258,000 | thousands by filing date | call |
| Eaton Corp. Plc | G29183103 | COM | 258,100 | $13,241,000 | thousands by filing date | put |
| PAYPALHLDGSINC | 70450Y103 | STOK | 426,560 | $13,240,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 89,900 | $13,238,000 | thousands by filing date | call |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 125,500 | $13,218,000 | thousands by filing date | call |
| ISHARES TR | 464287101 | S&P 100 ETF | 155,900 | $13,217,000 | thousands by filing date | put |
| EMERSON ELEC CO COM | 291011104 | Stock | 299,200 | $13,215,000 | thousands by filing date | call |
| YUM BRANDS INC COM | 988498101 | Stock | 165,268 | $13,214,000 | thousands by filing date | |
| TOLL BROTHERS INC COM | 889478103 | Stock | 385,700 | $13,207,000 | thousands by filing date | call |
| CHARTER COMMUNICATION - A | 16117M305 | COM | 75,000 | $13,189,000 | thousands by filing date | put |
| SUNEDISON INC | 86732Y109 | COM | 1,827,700 | $13,123,000 | thousands by filing date | put |
| HUMANA INC COM | 444859102 | Stock | 73,200 | $13,103,000 | thousands by filing date | put |
| GAMESTOP CORP | 36467W109 | CL A | 317,800 | $13,097,000 | thousands by filing date | put |
| Western Midstream Partners | 95825r103 | COM | 331,939 | $13,089,000 | thousands by filing date | |
| VANGUARD SCOTTSDALE FDS | 92206C409 | COM | 164,121 | $13,082,000 | thousands by filing date | |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 193,000 | $13,076,000 | thousands by filing date | put |
| GAMESTOP CORP | 36467W109 | CL A | 317,100 | $13,068,000 | thousands by filing date | call |
| XILINX INC | 983919101 | COM | 307,200 | $13,025,000 | thousands by filing date | call |
| WHOLE FOODS MKT INC | 966837106 | COM | 411,500 | $13,024,000 | thousands by filing date | put |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 290,000 | $13,021,000 | thousands by filing date | call |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 222,938 | $13,006,000 | thousands by filing date | |
| CENCORA INC COM | 03073E105 | Stock | 136,885 | $13,003,000 | thousands by filing date | |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 495,732 | $12,919,000 | thousands by filing date | |
| ARMOUR RESIDENTIAL REIT INC | 042315507 | COM NEW | 644,248 | $12,911,000 | thousands by filing date | |
| BXP INC COM | 101121101 | REIT | 109,000 | $12,906,000 | thousands by filing date | call |
| NOBLE CORP PLC | G65431101 | SHS USD | 1,182,300 | $12,898,000 | thousands by filing date | put |
| MOBILEYE NV XXXMANDATORY MERGER EFF: 06/03/18 | N51488117 | FOREIGN ORDINARIES | 283,500 | $12,894,000 | thousands by filing date | put |
| MARKET VECTORS ETF TR | 57060U506 | RUSSIA ETF | 819,200 | $12,861,000 | thousands by filing date | call |
| QIHOO 360 TECHNOLOGY CO LTD | 74734M109 | COMMON STOCK-FO | 268,400 | $12,837,000 | thousands by filing date | call |
| ISHARES TR | 464288687 | COM | 332,454 | $12,833,000 | thousands by filing date | |
| SEMGROUP CORP | 81663A105 | CL A | 296,798 | $12,833,000 | thousands by filing date | |
| BAXTER INTL INC | 071813109 | COM | 390,606 | $12,832,000 | thousands by filing date | |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 793,400 | $12,813,000 | thousands by filing date | put |
| UTI WORLDWIDE INC (UTIW) 68.97 | 90349LAB0 | CONV | 17,368,000 | $12,809,000 | thousands by filing date | principal |
| GLAXOSMITHKLINE PLC-ADR | 37733W105 | SPONSORED ADR | 332,933 | $12,801,000 | thousands by filing date | |
| CONTINENTAL RES INC | 212015101 | COM | 441,100 | $12,778,000 | thousands by filing date | put |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 167,100 | $12,766,000 | thousands by filing date | call |
| NOVARTIS AG SPONSORED ADR | 66987V109 | ADR | 138,865 | $12,763,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 183,685 | $12,754,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 86,494 | $12,737,000 | thousands by filing date | |
| GLAXOSMITHKLINE PLC-ADR | 37733W105 | SPONSORED ADR | 330,400 | $12,704,000 | thousands by filing date | call |
| ISHARES INC MSCI HONG KG ETF | 464286871 | MSCI HONG KG ETF | 662,855 | $12,674,000 | thousands by filing date | |
| BAXALTA INC | 07177M103 | COM | 401,073 | $12,637,000 | thousands by filing date | |
| SERVICEMASTER GLOBAL HOLDING | 81761R109 | COMMON STOCK | 375,097 | $12,584,000 | thousands by filing date | |
| DIAMOND OFFSHORE DRILLING IN | 25271C102 | COM | 726,200 | $12,564,000 | thousands by filing date | put |
| NEWELL BRANDS INC COM | 651229106 | Stock | 316,083 | $12,552,000 | thousands by filing date | |
| ISHARES TR | 464288182 | MSCI AC ASIA ETF | 237,879 | $12,547,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 464,225 | $12,486,000 | thousands by filing date | |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 101,990 | $12,471,000 | thousands by filing date | |
| CHAMBERS STR PPTYS | 157842105 | COM | 1,921,042 | $12,468,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000831001-15-000195 | this filing | 2015-11-13 | acceptance time not in the bulk data set |