13F-HR filed by CITADEL ADVISORS LLC
CITADEL ADVISORS LLC filed this 13F-HR for the quarter ended 2016-12-31, filed 2017-02-10, with 7,173 holding rows worth $99,007,951,000.
- Accession
- 0000950123-17-001508
- Filer
- CIK 1423053
- Filed
- 2017-02-10
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2016
A holdings report, 9,327 entries on the cover page, a total value of $99,007,951,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $99,007,951,000 with VALUE read as thousands by filing date, 13F file number 028-13183. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerCALC III LP 028-15591
- included managerCitadel Advisors II LLC 028-15515
- included managerCALC IV LP 028-13182
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 |
|---|---|---|---|---|---|---|
| IMPERVA INC | 45321L100 | COM | 994,610 | $38,193,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 435,475 | $38,082,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 546,000 | $38,073,000 | thousands by filing date | call |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 336,056 | $38,068,000 | thousands by filing date | |
| YELP INC CL A | 985817105 | Stock | 993,420 | $37,879,000 | thousands by filing date | |
| KLX INC | 482539103 | COM | 839,026 | $37,848,000 | thousands by filing date | |
| CHOICE HOTELS INTL INC | 169905106 | COM | 673,197 | $37,733,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 162,000 | $37,678,000 | thousands by filing date | put |
| VULCAN MATLS CO COM | 929160109 | Stock | 300,985 | $37,668,000 | thousands by filing date | |
| EAGLE MATLS INC COM | 26969P108 | Stock | 381,826 | $37,621,000 | thousands by filing date | |
| ACCURAY INC | 004397AF2 | NOTE 3.500% 2/0 | 35,071,000 | $37,547,000 | thousands by filing date | principal |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 2,846,200 | $37,541,000 | thousands by filing date | put |
| WESTROCK CO | 96145D105 | COM | 738,836 | $37,511,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 3,087,995 | $37,457,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 429,000 | $37,426,000 | thousands by filing date | put |
| Oracle Corporation | 68389X105 | COM | 969,605 | $37,282,000 | thousands by filing date | |
| DOMINOS PIZZA INC COM | 25754A201 | Stock | 233,944 | $37,253,000 | thousands by filing date | |
| LIBERTY INTERACTIVE LLC | 530610AD6 | NOTE 1.750% 9/1 | 34,500,000 | $37,167,000 | thousands by filing date | principal |
| Home Depot, Inc | 437076102 | COM | 277,155 | $37,161,000 | thousands by filing date | |
| DENTSPLY SIRONA INC | 24906P109 | COM | 640,981 | $37,004,000 | thousands by filing date | |
| HERSHEY CO COM | 427866108 | Stock | 356,515 | $36,874,000 | thousands by filing date | |
| HUNTINGTON INGALLS INDS INC COM | 446413106 | Stock | 199,417 | $36,731,000 | thousands by filing date | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 96,500 | $36,722,000 | thousands by filing date | put |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 1,016,397 | $36,703,000 | thousands by filing date | |
| JETBLUE AWYS CORP | 477143101 | COM | 1,636,790 | $36,697,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 354,500 | $36,528,000 | thousands by filing date | call |
| DOLLAR GEN CORP COM | 256677105 | Stock | 493,000 | $36,517,000 | thousands by filing date | call |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 553,500 | $36,149,000 | thousands by filing date | call |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 35,457,000 | $36,003,000 | thousands by filing date | principal |
| SWAY 4.5 10/17 | 85571WAD1 | Bond 30/360P2 U | 33,500,000 | $35,858,000 | thousands by filing date | principal |
| FLEETCOR TECHNOLOGIES INC | 339041105 | COM | 253,372 | $35,857,000 | thousands by filing date | |
| TRIVAGO N V SPON ADS A SHS N | 89686D105 | ADR | 3,044,287 | $35,770,000 | thousands by filing date | |
| PROSHARES TR II SHT | 74347W627 | VIX ST TRM | 392,900 | $35,746,000 | thousands by filing date | put |
| Salesforce.com, Inc | 79466L302 | COM | 521,400 | $35,695,000 | thousands by filing date | call |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 304,500 | $35,614,000 | thousands by filing date | put |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 516,100 | $35,580,000 | thousands by filing date | call |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 1,028,208 | $35,494,000 | thousands by filing date | |
| GRAPHIC PACKAGING HLDG CO COM | 388689101 | Stock | 2,841,290 | $35,459,000 | thousands by filing date | |
| HUDSON PAC PPTYS INC | 444097109 | COM | 1,017,818 | $35,399,000 | thousands by filing date | |
| STERICYCLE INC | 858912108 | COM | 458,154 | $35,297,000 | thousands by filing date | |
| ZAYO GROUP HLDGS INC COM | 98919V105 | Stock | 1,073,405 | $35,272,000 | thousands by filing date | |
| HESS CORP | 42809H107 | COM | 565,700 | $35,238,000 | thousands by filing date | call |
| INFINERA CORPORATION | 45667GAB9 | DBCV 1.750% 6/0 | 33,898,000 | $35,148,000 | thousands by filing date | principal |
| ENERGIZER HLDGS INC COM | 29272W109 | Stock | 786,491 | $35,085,000 | thousands by filing date | |
| KEYW HLDG CORP | 493723AA8 | NOTE 2.500 7/1 | 34,855,000 | $34,969,000 | thousands by filing date | principal |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 1,156,243 | $34,792,000 | thousands by filing date | |
| CAVIUM INC | 14964U108 | COM | 556,919 | $34,774,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 201,300 | $34,757,000 | thousands by filing date | call |
| ConocoPhillips | 20825C104 | COM | 692,700 | $34,732,000 | thousands by filing date | call |
| TARGA RES CORP COM | 87612G101 | Stock | 617,411 | $34,619,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 353,100 | $34,607,000 | thousands by filing date | call |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 194,446 | $34,548,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 549,500 | $34,410,000 | thousands by filing date | put |
| FOOT LOCKER INC | 344849104 | COM | 484,700 | $34,361,000 | thousands by filing date | call |
| METLIFE INC COM | 59156R108 | Stock | 636,900 | $34,323,000 | thousands by filing date | put |
| BLACKROCK INC CL A COM | 09247X101 | COM | 89,569 | $34,084,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 577,100 | $33,974,000 | thousands by filing date | call |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 496,600 | $33,928,000 | thousands by filing date | put |
| NUANCE COMMUNICATIONS INC | 67020Y100 | COM | 2,276,924 | $33,926,000 | thousands by filing date | |
| NUVASIVE INC | 670704105 | COM | 502,721 | $33,863,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 238,300 | $33,839,000 | thousands by filing date | put |
| LULULEMON ATHLETICA INC | 550021109 | COM | 520,400 | $33,821,000 | thousands by filing date | call |
| ACUSHNET HLDGS CORP | 005098108 | COM | 1,715,547 | $33,814,000 | thousands by filing date | |
| PVH CORPORATION COM | 693656100 | Stock | 373,297 | $33,686,000 | thousands by filing date | |
| DUKE REALTY CORP | 264411505 | COM NEW | 1,265,785 | $33,619,000 | thousands by filing date | |
| BOOZ ALLEN HAMILTON HLDG CORP CL A | 099502106 | Stock | 930,015 | $33,545,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 611,591 | $33,545,000 | thousands by filing date | |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 1,317,700 | $33,522,000 | thousands by filing date | call |
| KROGER CO COM | 501044101 | Stock | 971,000 | $33,509,000 | thousands by filing date | call |
| SIX FLAGS ENTERTAINMENT CORP | 83001A102 | COM | 558,605 | $33,495,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 963,400 | $33,440,000 | thousands by filing date | put |
| MOBILEYE NV XXXMANDATORY MERGER EFF: 06/03/18 | N51488117 | FOREIGN ORDINARIES | 875,019 | $33,356,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 184,700 | $33,259,000 | thousands by filing date | put |
| TWO HARBORS INVESTMENT CORP | 90187B101 | COMMON STOCK | 3,808,484 | $33,210,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 440,100 | $33,065,000 | thousands by filing date | call |
| BUNGE LTD | G16962105 | COM | 456,222 | $32,958,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 300,400 | $32,930,000 | thousands by filing date | put |
| CURRENCYSHARES EURO TRUST | 23130C108 | COMMON STOCK | 321,800 | $32,907,000 | thousands by filing date | call |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 1,583,444 | $32,793,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 227,531 | $32,713,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 483,200 | $32,674,000 | thousands by filing date | call |
| US FOODS HLDG CORP COM | 912008109 | Stock | 1,185,678 | $32,582,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 442,700 | $32,561,000 | thousands by filing date | put |
| ZELTIQ AESTHETICS INC | 98933Q108 | COM | 746,105 | $32,471,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 438,400 | $32,446,000 | thousands by filing date | call |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 295,655 | $32,409,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 28,000,000 | $32,405,000 | thousands by filing date | principal |
| VANECK ETF TRUST | 92189F676 | COM | 450,500 | $32,274,000 | thousands by filing date | put |
| SHOPIFY INC | 82509L107 | CL A SUB VTG SHS | 749,038 | $32,111,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 1,965,357 | $32,036,000 | thousands by filing date | |
| CROWN CASTLE INC COM | 22822V101 | REIT | 369,020 | $32,019,000 | thousands by filing date | |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 27,650,000 | $31,859,000 | thousands by filing date | principal |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 2,187,400 | $31,761,000 | thousands by filing date | put |
| INCYTE CORP | 45337CAN2 | NOTE 1.250%11/1 | 15,500,000 | $31,706,000 | thousands by filing date | principal |
| MAXIM INTEGRATED PRODS INC | 57772K101 | COM | 821,532 | $31,686,000 | thousands by filing date | |
| PRIVATEBANCORP INC | 742962103 | COM | 581,469 | $31,510,000 | thousands by filing date | |
| WASTE CONNECTIONS INC COM | 94106B101 | Stock | 399,056 | $31,361,000 | thousands by filing date | |
| SCRIPPS NETWORKS INTERACT IN | 811065101 | CL A COM | 438,850 | $31,321,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 371,365 | $31,224,000 | thousands by filing date | |
| ILLUMINA INC | 452327109 | COM | 243,316 | $31,154,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 601,900 | $31,124,000 | thousands by filing date | call |
| STATE STREET SPDR ETF S&P RETAIL | 78464A714 | ETF | 705,900 | $31,109,000 | thousands by filing date | put |
| GOLDCORP INC NEW | 380956409 | COM | 2,287,400 | $31,109,000 | thousands by filing date | call |
| PACIRA PHARMACEUTICALS INC | 695127AB6 | NOTE 3.250 2/0 | 22,050,000 | $31,019,000 | thousands by filing date | principal |
| REALTY INCOME CORP COM | 756109104 | REIT | 538,342 | $30,944,000 | thousands by filing date | |
| HUBBELL INC COM | 443510607 | Stock | 264,672 | $30,888,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 925,100 | $30,843,000 | thousands by filing date | put |
| VITAMIN SHOPPE INC | 92849EAB7 | NOTE 2.25012/0 | 33,000,000 | $30,661,000 | thousands by filing date | principal |
| PROSHARES TR II SHT | 74347W627 | VIX ST TRM | 336,200 | $30,587,000 | thousands by filing date | call |
| SILVER WHEATON CORP | 828336107 | COM | 1,578,400 | $30,494,000 | thousands by filing date | put |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 445,900 | $30,464,000 | thousands by filing date | call |
| BUFFALO WILD WINGS INC | 119848109 | COMMON STOCK | 196,878 | $30,398,000 | thousands by filing date | |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 550,600 | $30,283,000 | thousands by filing date | |
| LEXICON PHARMACEUTICALS INC | 528872AB0 | NOTE | 16,800,000 | $30,248,000 | thousands by filing date | principal |
| Adobe Inc | 00724F101 | COM | 293,700 | $30,236,000 | thousands by filing date | put |
| KEYCORP COM | 493267108 | Stock | 1,654,425 | $30,226,000 | thousands by filing date | |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 32,500,000 | $30,139,000 | thousands by filing date | principal |
| TCF FINL CORP | 872275102 | COM | 1,538,333 | $30,136,000 | thousands by filing date | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 367,163 | $30,123,000 | thousands by filing date | |
| UNITED STATES OIL FUND LP | 91232N108 | UNITS | 2,568,700 | $30,105,000 | thousands by filing date | call |
| Applied Materials,Inc. | 038222105 | COM | 931,000 | $30,043,000 | thousands by filing date | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 346,700 | $30,007,000 | thousands by filing date | put |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 244,941 | $29,995,000 | thousands by filing date | |
| CYPRESS SEMICONDUCTOR CORP | 232806109 | COM | 2,616,358 | $29,931,000 | thousands by filing date | |
| XPO INC COM | 983793100 | Stock | 693,164 | $29,917,000 | thousands by filing date | |
| FIRST SOLAR INC COM | 336433107 | Stock | 932,264 | $29,916,000 | thousands by filing date | |
| XEROX CORP | 984121103 | COM | 3,423,760 | $29,890,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 474,045 | $29,685,000 | thousands by filing date | |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR | 82706C108 | ADR | 693,250 | $29,450,000 | thousands by filing date | |
| AMTRUST FINL SVCS INC | 032359309 | COM | 1,074,022 | $29,407,000 | thousands by filing date | |
| PROSHARES TR | 74347B201 | PSHS ULTSH 20YRS | 720,300 | $29,403,000 | thousands by filing date | call |
| AETNA INC NEW | 00817Y108 | COM | 237,000 | $29,390,000 | thousands by filing date | put |
| Vanguard Total World Stock ETF | 922042742 | SHS | 479,179 | $29,230,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 409,890 | $29,197,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 405,895 | $29,066,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 571,686 | $29,059,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 514,724 | $29,010,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 419,444 | $28,853,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 364,394 | $28,754,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 120,065 | $28,750,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 512,825 | $28,713,000 | thousands by filing date | |
| PG&E CORP COM | 69331C108 | Stock | 471,105 | $28,629,000 | thousands by filing date | |
| ISHARES TR | 464287689 | RUSSELL 3000 ETF | 215,147 | $28,610,000 | thousands by filing date | |
| INTERXION HOLDING N.V | N47279109 | SHS | 807,647 | $28,324,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 829,200 | $28,251,000 | thousands by filing date | put |
| PALO ALTO NETWORKS INC | 697435105 | COM | 225,600 | $28,212,000 | thousands by filing date | put |
| Abbott Laboratories | 002824100 | COM | 733,900 | $28,189,000 | thousands by filing date | put |
| KOHLS CORP | 500255104 | COM | 570,400 | $28,166,000 | thousands by filing date | call |
| WPX ENERGY INC | 98212B103 | COM | 1,931,289 | $28,139,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 576,303 | $28,009,000 | thousands by filing date | |
| HD SUPPLY HLDGS INC | 40416M105 | COM | 658,478 | $27,992,000 | thousands by filing date | |
| EDISON INTL COM | 281020107 | Stock | 388,339 | $27,956,000 | thousands by filing date | |
| ARRIS INTL INC SHS | G0551A103 | SHS | 927,485 | $27,946,000 | thousands by filing date | |
| TERNIUM SA | 880890108 | SPONSORED ADS | 1,155,456 | $27,904,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 724,600 | $27,861,000 | thousands by filing date | call |
| ENDOLOGIX INC | 29266SAB2 | NOTE 3.25011/0 | 31,800,000 | $27,808,000 | thousands by filing date | principal |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 964,500 | $27,807,000 | thousands by filing date | call |
| ISHARES TR | 464287101 | S&P 100 ETF | 279,917 | $27,796,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 181,300 | $27,795,000 | thousands by filing date | put |
| GOGO INC | 38046CAB5 | NOTE 3.750 3/0 | 37,200,000 | $27,782,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 23,845,000 | $27,749,000 | thousands by filing date | principal |
| SUN CMNTYS INC COM | 866674104 | REIT | 361,853 | $27,721,000 | thousands by filing date | |
| DOMINOS PIZZA INC COM | 25754A201 | Stock | 174,000 | $27,707,000 | thousands by filing date | put |
| AMPHENOL CORP NEW | 032095101 | COM | 412,225 | $27,702,000 | thousands by filing date | |
| BARRICK GOLD CORP | 067901108 | COM | 1,732,400 | $27,684,000 | thousands by filing date | put |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 1,027,647 | $27,665,000 | thousands by filing date | |
| SILVER WHEATON CORP | 828336107 | COM | 1,431,200 | $27,650,000 | thousands by filing date | call |
| Global Eagle Entertainment | 37951DAB8 | CONV BOND | 35,145,000 | $27,611,000 | thousands by filing date | principal |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 907,400 | $27,594,000 | thousands by filing date | put |
| AKORN INC | 009728106 | COM | 1,263,296 | $27,578,000 | thousands by filing date | |
| FIRST SOLAR INC COM | 336433107 | Stock | 858,600 | $27,552,000 | thousands by filing date | call |
| FEDEX CORP COM | 31428X106 | Stock | 147,800 | $27,521,000 | thousands by filing date | |
| MANULIFE FINL CORP | 56501R106 | COM | 1,545,895 | $27,504,000 | thousands by filing date | |
| ENVESTNET INC | 29404KAA4 | NOTE 1.75012/1 | 28,760,000 | $27,481,000 | thousands by filing date | principal |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 241,400 | $27,346,000 | thousands by filing date | put |
| TWITTER INC | 90184L102 | COM | 1,672,800 | $27,267,000 | thousands by filing date | call |
| LEUCADIA NATL CORP | 527288104 | COM | 1,172,593 | $27,263,000 | thousands by filing date | |
| AMTRUST FINL SVCS INC | 032359AG6 | NOTE 2.750%12/1 | 31,500,000 | $27,182,000 | thousands by filing date | principal |
| SPECTRANETICS CORP | 84760CAA5 | MTNF 2.625% 6/0 | 26,150,000 | $27,089,000 | thousands by filing date | principal |
| HUDBAY MINERALS INC COM | 443628102 | Stock | 4,739,263 | $27,083,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 1,306,700 | $27,062,000 | thousands by filing date | put |
| ANHEUSER BUSCH INBEV SA NV SPONSORED ADR | 03524A108 | ADR | 256,500 | $27,046,000 | thousands by filing date | put |
| COWEN INC | 223622AB7 | NOTE 3.000 3/1 | 27,000,000 | $27,045,000 | thousands by filing date | principal |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 150,000 | $27,010,000 | thousands by filing date | call |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 328,700 | $26,967,000 | thousands by filing date | put |
| NEW MTN FIN CORP | 647551AB6 | NOTE 5.000 6/1 | 26,165,000 | $26,967,000 | thousands by filing date | principal |
| AMAG PHARMACEUTICALS INC | 00163UAA4 | NOTE 2.500 2/1 | 19,000,000 | $26,904,000 | thousands by filing date | principal |
| FORTERRA INC | 34960W106 | COM | 1,241,513 | $26,891,000 | thousands by filing date | |
| Marsh & McLennan Companies,Inc. | 571748102 | COM | 394,966 | $26,696,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 582,800 | $26,616,000 | thousands by filing date | call |
| iShares MSCI Mexico ETF | 464286822 | SHS | 604,300 | $26,571,000 | thousands by filing date | call |
| DEUTSCHE BK AG NAMEN AKT | D18190898 | Stock | 1,463,300 | $26,485,000 | thousands by filing date | put |
| ISHARES MSCI EAFE MIN VOL FACTOR ETF | 46429B689 | ETF | 431,209 | $26,399,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 185,600 | $26,355,000 | thousands by filing date | call |
| AVEXIS INC | 05366U100 | COM | 551,726 | $26,334,000 | thousands by filing date | |
| BARRICK GOLD CORP | 067901108 | COM | 1,645,500 | $26,295,000 | thousands by filing date | call |
| MCCORMICK & CO INC COM NON VTG | 579780206 | Stock | 279,210 | $26,059,000 | thousands by filing date | |
| VANECK VECTORS ETF TR | 92189F718 | OIL SVCS ETF | 778,700 | $25,970,000 | thousands by filing date | call |
| TWITTER INC | 90184LAB8 | NOTE 0.250% 9/1 | 27,500,000 | $25,829,000 | thousands by filing date | principal |
| DAUCH CORP | 024061103 | COM | 1,337,520 | $25,814,000 | thousands by filing date | |
| CLOROX CO DEL | 189054109 | COM | 214,781 | $25,778,000 | thousands by filing date | |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 1,774,482 | $25,765,000 | thousands by filing date | |
| ARRAY BIOPHARMA INC | 04269XAA3 | NOTE 3.000% 6/0 | 18,306,000 | $25,712,000 | thousands by filing date | principal |
| COLUCID PHARMACEUTICALS INC | 19716T101 | COM | 704,458 | $25,643,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 542,200 | $25,495,000 | thousands by filing date | call |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 716,198 | $25,483,000 | thousands by filing date | |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 118,300 | $25,475,000 | thousands by filing date | put |
| FORTINET INC COM | 34959E109 | Stock | 844,568 | $25,438,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 186,000 | $25,421,000 | thousands by filing date | put |
| NUCOR CORP COM | 670346105 | Stock | 426,800 | $25,403,000 | thousands by filing date | put |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 776,600 | $25,387,000 | thousands by filing date | put |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 333,800 | $25,248,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F791 | JUNIOR GOLD MINE | 800,000 | $25,240,000 | thousands by filing date | put |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 471,300 | $25,172,000 | thousands by filing date | call |
| GENERAL ELEC CO | 369604103 | COM | 795,400 | $25,135,000 | thousands by filing date | call |
| LULULEMON ATHLETICA INC | 550021109 | COM | 385,848 | $25,076,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 287,200 | $25,055,000 | thousands by filing date | call |
| BEST BUY INC COM | 086516101 | Stock | 585,700 | $24,992,000 | thousands by filing date | put |
| ATKORE INC | 047649108 | COMMON STOCK | 1,044,211 | $24,967,000 | thousands by filing date | |
| STATE STR SPDR DOW JONES IND | 78467X109 | UT SER 1 | 126,231 | $24,932,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 348,900 | $24,852,000 | thousands by filing date | call |
| POWERSHS DB US DOLLAR INDEX DO | 73936D107 | COM | 933,400 | $24,698,000 | thousands by filing date | call |
| OSHKOSH CORP COM | 688239201 | Stock | 382,063 | $24,685,000 | thousands by filing date | |
| Southern Company | 842587107 | COM | 501,800 | $24,684,000 | thousands by filing date | call |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 595,800 | $24,684,000 | thousands by filing date | put |
| PAYPALHLDGSINC | 70450Y103 | STOK | 624,300 | $24,641,000 | thousands by filing date | call |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 516,500 | $24,611,000 | thousands by filing date | put |
| PHILLIPS 66 COM | 718546104 | Stock | 284,800 | $24,610,000 | thousands by filing date | put |
| TECHNIPFMC PLC | 30249U101 | COM | 691,342 | $24,563,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 344,200 | $24,517,000 | thousands by filing date | put |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 249,436 | $24,510,000 | thousands by filing date | |
| INTEGRATED DEVICE TECHNOLOGY INC | 458118106 | COMMON STOCK | 1,040,326 | $24,510,000 | thousands by filing date | |
| AMERIPRISE FINL INC COM | 03076C106 | Stock | 220,919 | $24,508,000 | thousands by filing date | |
| CRESCENT PT ENERGY CORP | 22576C101 | COM | 1,804,115 | $24,500,000 | thousands by filing date | |
| OPEN TEXT CORP COM | 683715106 | Stock | 395,931 | $24,472,000 | thousands by filing date | |
| BJS RESTAURANTS INC | 09180C106 | COM | 622,640 | $24,470,000 | thousands by filing date | |
| MATTEL INC | 577081102 | COM | 887,820 | $24,459,000 | thousands by filing date | |
| LIBERTY TRIPADVISOR HLDGS IN | 531465102 | COM SER A | 1,623,970 | $24,441,000 | thousands by filing date | |
| CLIFFS NATURAL RESOURCES | 18683K101 | COMMON STOCK | 2,904,213 | $24,424,000 | thousands by filing date | |
| GOLDCORP INC NEW | 380956409 | COM | 1,794,400 | $24,404,000 | thousands by filing date | put |
| BROADCOM LTD | Y09827109 | SHS | 137,200 | $24,253,000 | thousands by filing date | call |
| BOTTOMLINE TECH DEL INC | 101388AA4 | NOTE 1.500%12/0 | 23,463,000 | $24,149,000 | thousands by filing date | principal |
| BEACON ROOFING SUPPLY INC | 073685109 | COM | 523,368 | $24,112,000 | thousands by filing date | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 2,126,200 | $24,111,000 | thousands by filing date | call |
| Amgen Inc. | 031162100 | COM | 164,794 | $24,095,000 | thousands by filing date | |
| MACQUARIE INFRASTRUCTURE HOLDI | 55608B105 | COMMON UNITS | 294,076 | $24,026,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 378,400 | $24,017,000 | thousands by filing date | put |
| EOG RES INC COM | 26875P101 | Stock | 236,989 | $23,959,000 | thousands by filing date | |
| FCB Financial Holdings Inc Cla | 30255G103 | COM | 497,390 | $23,726,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 489,900 | $23,692,000 | thousands by filing date | put |
| GOLAR LNG LTD | G9456A100 | SHS | 1,029,820 | $23,624,000 | thousands by filing date | |
| RESOLUTE ENERGY CORP | 76116A306 | COM NEW | 571,319 | $23,533,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 657,100 | $23,531,000 | thousands by filing date | put |
| TESORO CORP | 881609101 | COM | 268,800 | $23,507,000 | thousands by filing date | put |
| UNITED STATES OIL FUND LP | 91232N108 | UNITS | 2,003,400 | $23,480,000 | thousands by filing date | put |
| HILL ROM HLDGS INC | 431475102 | COM | 418,095 | $23,472,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435105 | COM | 187,200 | $23,409,000 | thousands by filing date | call |
| CIT GROUP INC COM NEW | 125581801 | Stock | 547,954 | $23,387,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 452,100 | $23,378,000 | thousands by filing date | put |
| AETNA INC NEW | 00817Y108 | COM | 188,400 | $23,363,000 | thousands by filing date | call |
| L BRANDS INC | 501797104 | COM | 354,688 | $23,352,000 | thousands by filing date | |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 240,447 | $23,340,000 | thousands by filing date | |
| BROADSOFT INC | 11133B409 | COM | 565,523 | $23,328,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 509,800 | $23,283,000 | thousands by filing date | put |
| VIAVI SOLUTIONS INC | 925550105 | COM | 2,844,407 | $23,267,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AU7 | COM | 11,488,000 | $23,255,000 | thousands by filing date | principal |
| PLAINS GP HLDGS L P | 72651A207 | LTD PARTNR INT A | 668,852 | $23,197,000 | thousands by filing date | |
| NUVASIVE INC | 670704AC9 | CORPORATE OBLIG | 14,311,000 | $23,186,000 | thousands by filing date | principal |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 640,300 | $23,121,000 | thousands by filing date | call |
| ISHARES TR | 464287630 | RUS 2000 VAL ETF | 194,264 | $23,105,000 | thousands by filing date | |
| iShares MSCI Japan ETF | 46434G822 | SHS | 472,200 | $23,072,000 | thousands by filing date | put |
| Altria Group Inc | 02209S103 | COM | 340,909 | $23,052,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 949,400 | $23,041,000 | thousands by filing date | call |
| PTC INC COM | 69370C100 | Stock | 496,912 | $22,992,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J116 | PFD CONV SER A | 30,000 | $22,903,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 332,800 | $22,893,000 | thousands by filing date | put |
| HERBALIFE LTD | G4412G101 | COM SHS | 475,200 | $22,876,000 | thousands by filing date | put |
| iShares Silver Trust | 46428Q109 | COM | 1,511,800 | $22,843,000 | thousands by filing date | put |
| Southern Company | 842587107 | COM | 463,800 | $22,815,000 | thousands by filing date | put |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 289,400 | $22,794,000 | thousands by filing date | put |
| WHIRLPOOL CORP COM | 963320106 | Stock | 125,400 | $22,794,000 | thousands by filing date | put |
| CSX Corporation | 126408103 | COM | 632,500 | $22,726,000 | thousands by filing date | put |
| AGNICO EAGLE MINES LTD COM | 008474108 | Stock | 540,800 | $22,714,000 | thousands by filing date | put |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 200,300 | $22,690,000 | thousands by filing date | call |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 1,095,500 | $22,688,000 | thousands by filing date | call |
| SKYWORKS SOLUTIONS INC COM | 83088M102 | Stock | 303,261 | $22,641,000 | thousands by filing date | |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 1,557,100 | $22,609,000 | thousands by filing date | call |
| EXELON CORP COM | 30161N101 | Stock | 636,937 | $22,605,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 305,400 | $22,602,000 | thousands by filing date | put |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 286,900 | $22,596,000 | thousands by filing date | call |
| VANECK VECTORS ETF TR | 92189F718 | OIL SVCS ETF | 675,900 | $22,541,000 | thousands by filing date | put |
| BROADSOFT INC | 11133BAB8 | NOTE 1.500% 7/0 | 19,582,000 | $22,519,000 | thousands by filing date | principal |
| CENCORA INC COM | 03073E105 | Stock | 287,606 | $22,488,000 | thousands by filing date | |
| AUTONATION INC COM | 05329W102 | Stock | 461,548 | $22,454,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 649,426 | $22,392,000 | thousands by filing date | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 290,975 | $22,387,000 | thousands by filing date | |
| CAMDEN PPTY TR SH BEN INT | 133131102 | REIT | 266,220 | $22,381,000 | thousands by filing date | |
| CACI INTL INC CL A | 127190304 | Stock | 179,442 | $22,305,000 | thousands by filing date | |
| POTASH CORP OF SASKATCHEWAN | 73755L107 | COMMON STOCK-FO | 1,232,992 | $22,305,000 | thousands by filing date | |
| SNAP ON INC COM | 833034101 | Stock | 130,074 | $22,277,000 | thousands by filing date | |
| WBMD 1.5 12/20 | 94770VAK8 | Bond 30/360P2 U | 19,700,000 | $22,266,000 | thousands by filing date | principal |
| SUNTRUST BANKS INC | 867914103 | COM | 405,600 | $22,247,000 | thousands by filing date | put |
| PAYPALHLDGSINC | 70450Y103 | STOK | 563,500 | $22,241,000 | thousands by filing date | put |
| NUCOR CORP COM | 670346105 | Stock | 373,500 | $22,231,000 | thousands by filing date | call |
| ZIONS BANCORPORATION | 989701115 | WARRANT | 1,900,000 | $22,221,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 144,600 | $22,169,000 | thousands by filing date | call |
| SILGAN HLDGS INC | 827048109 | COM | 433,032 | $22,163,000 | thousands by filing date | |
| RAMBUS INC | 750917AE6 | CNV | 17,848,000 | $22,120,000 | thousands by filing date | principal |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 955,798 | $22,117,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 518,200 | $22,111,000 | thousands by filing date | call |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 99,800 | $22,108,000 | thousands by filing date | call |
| PRICELINE GRP INC | 741503403 | COM NEW | 15,076 | $22,102,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 191,300 | $22,066,000 | thousands by filing date | put |
| LIBERTY MEDIA CORP DEL | 531229607 | COM C SIRIUSXM | 650,002 | $22,048,000 | thousands by filing date | |
| DEUTSCHE BK AG NAMEN AKT | D18190898 | Stock | 1,217,000 | $22,027,000 | thousands by filing date | call |
| SUMMIT MATERIALS INC CLASS A | 86614U100 | CL A | 923,792 | $21,977,000 | thousands by filing date | |
| HYATT HOTELS CORP COM CL A | 448579102 | Stock | 396,110 | $21,889,000 | thousands by filing date | |
| STIFEL FINL CORP | 860630102 | COM | 436,198 | $21,788,000 | thousands by filing date | |
| ESTERLINE TECHNOLOGIES CORP | 297425100 | COM | 243,786 | $21,746,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 438,900 | $21,743,000 | thousands by filing date | put |
| DOMINOS PIZZA INC COM | 25754A201 | Stock | 136,400 | $21,720,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 266,400 | $21,685,000 | thousands by filing date | call |
| ASTORIA FINANCIAL CORP | 046265104 | COMMON STOCK | 1,161,914 | $21,670,000 | thousands by filing date | |
| HSBC HLDGS PLC SPON ADR NEW | 404280406 | ADR | 539,100 | $21,661,000 | thousands by filing date | put |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 316,695 | $21,636,000 | thousands by filing date | |
| L BRANDS INC | 501797104 | COM | 328,300 | $21,615,000 | thousands by filing date | put |
| Honeywell Technologies | 438516106 | COM | 185,600 | $21,502,000 | thousands by filing date | put |
| Taser Intl Inc | 87651B104 | COM | 886,940 | $21,499,000 | thousands by filing date | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 488,400 | $21,475,000 | thousands by filing date | put |
| AUTODESK INC COM | 052769106 | Stock | 289,781 | $21,446,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 385,800 | $21,439,000 | thousands by filing date | call |
| YAHOO INC | 984332106 | COM | 554,200 | $21,431,000 | thousands by filing date | put |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 655,000 | $21,412,000 | thousands by filing date | call |
| PACCAR INC COM | 693718108 | Stock | 334,888 | $21,399,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 202,300 | $21,358,000 | thousands by filing date | call |
| EXELIXIS INC COM | 30161Q104 | Stock | 1,428,998 | $21,306,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 875,900 | $21,258,000 | thousands by filing date | put |
| Medtronic Plc | G5960L103 | COM | 298,300 | $21,248,000 | thousands by filing date | call |
| MOSAIC CO COM | 61945C103 | Stock | 724,300 | $21,244,000 | thousands by filing date | put |
| TEREX CORP NEW COM | 880779103 | Stock | 672,888 | $21,216,000 | thousands by filing date | |
| Waste Management, Inc. | 94106L109 | COM | 298,377 | $21,158,000 | thousands by filing date | |
| VITAL ENERGY INC | 516806106 | COMMON STOCK | 1,488,128 | $21,042,000 | thousands by filing date | |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 21,100,000 | $20,962,000 | thousands by filing date | principal |
| CME Group Inc. Class A | 12572Q105 | COM | 181,675 | $20,957,000 | thousands by filing date | |
| VEECO INSTRS INC DEL COM | 922417100 | Stock | 716,425 | $20,884,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222AD6 | NOTE 3.250%10/0 | 14,500,000 | $20,862,000 | thousands by filing date | principal |
| QUANTA SVCS INC | 74762E102 | COM | 598,437 | $20,856,000 | thousands by filing date | |
| iShares Silver Trust | 46428Q109 | COM | 1,380,200 | $20,855,000 | thousands by filing date | call |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 719,500 | $20,743,000 | thousands by filing date | put |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 241,580 | $20,723,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 680,700 | $20,700,000 | thousands by filing date | call |
| MICROSEMI CORP | 595137100 | COM | 383,155 | $20,678,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 674,651 | $20,638,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 173,109 | $20,622,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 240,100 | $20,596,000 | thousands by filing date | call |
| UNDER ARMOUR INC | 904311107 | CL A | 706,400 | $20,521,000 | thousands by filing date | put |
| CSX Corporation | 126408103 | COM | 571,000 | $20,516,000 | thousands by filing date | call |
| NOKIA CORP | 654902204 | SPONSORED ADR | 4,243,595 | $20,412,000 | thousands by filing date | |
| DECKERS OUTDOOR CORP | 243537107 | COM | 368,172 | $20,393,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 906,900 | $20,351,000 | thousands by filing date | put |
| CENTENE CORP DEL COM | 15135B101 | Stock | 360,100 | $20,349,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 567,600 | $20,326,000 | thousands by filing date | call |
| L BRANDS INC | 501797104 | COM | 308,700 | $20,325,000 | thousands by filing date | call |
| WHOLE FOODS MKT INC | 966837106 | COM | 660,100 | $20,305,000 | thousands by filing date | put |
| SPARK THERAPEUTICS INC | 84652J103 | COM | 406,912 | $20,305,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 194,800 | $20,271,000 | thousands by filing date | call |
| YAHOO INC | 984332106 | COM | 523,100 | $20,228,000 | thousands by filing date | call |
| CIT GROUP INC COM NEW | 125581801 | Stock | 472,400 | $20,162,000 | thousands by filing date | call |
| LITHIA MTRS INC COM | 536797103 | Stock | 207,815 | $20,123,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 171,600 | $20,100,000 | thousands by filing date | put |
| HOWARD HUGHES CORPORATION | 44267D107 | COMMON STOCK | 176,110 | $20,094,000 | thousands by filing date | |
| BLACKSTONE GROUP LP | 09253U108 | COM UNIT LTD | 743,000 | $20,083,000 | thousands by filing date | put |
| SYSCOCORP | 871829107 | COM | 362,600 | $20,078,000 | thousands by filing date | call |
| OFFICE DEPOT INC | 676220106 | COM | 4,438,440 | $20,061,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 426,629 | $20,060,000 | thousands by filing date | |
| ASBURY AUTOMOTIVE GROUP INC COM | 043436104 | Stock | 324,884 | $20,045,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 232,218 | $20,038,000 | thousands by filing date | |
| M/I HOMES INC | 55292PAA3 | NOTE 3.250% 9/1 | 17,500,000 | $19,942,000 | thousands by filing date | principal |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 345,316 | $19,935,000 | thousands by filing date | |
| KRAFT HEINZ CO COM | 500754106 | Stock | 228,000 | $19,909,000 | thousands by filing date | put |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 2,183,024 | $19,909,000 | thousands by filing date | |
| PANERA BREAD CO | 69840W108 | CL A | 97,000 | $19,894,000 | thousands by filing date | put |
| Honeywell Technologies | 438516106 | COM | 171,700 | $19,891,000 | thousands by filing date | call |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 74,708 | $19,826,000 | thousands by filing date | |
| PROSHARES TR | 74347X831 | ULTRAPRO QQQ | 155,800 | $19,822,000 | thousands by filing date | put |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 89,300 | $19,783,000 | thousands by filing date | put |
| F5 INC COM | 315616102 | Stock | 136,532 | $19,759,000 | thousands by filing date | |
| NOVATEL WIRELESS INC | 66987MAE9 | CONV | 21,200,000 | $19,720,000 | thousands by filing date | principal |
| AGNICO EAGLE MINES LTD COM | 008474108 | Stock | 468,900 | $19,694,000 | thousands by filing date | call |
| SKYWORKS SOLUTIONS INC COM | 83088M102 | Stock | 263,300 | $19,658,000 | thousands by filing date | put |
| MONSANTO CO NEW | 61166W101 | COM | 186,800 | $19,653,000 | thousands by filing date | put |
| EBAY INC. COM | 278642103 | Stock | 660,700 | $19,617,000 | thousands by filing date | call |
| ECHO GLOBAL LOGISTICS INC | 27875T101 | COM | 782,763 | $19,608,000 | thousands by filing date | |
| FIRST SOLAR INC COM | 336433107 | Stock | 611,000 | $19,607,000 | thousands by filing date | put |
| CANADIAN PACIFIC RAILWAYS | 13645T100 | COM | 137,144 | $19,579,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311107 | CL A | 673,200 | $19,557,000 | thousands by filing date | call |
| CMS ENERGY CORP COM | 125896100 | Stock | 469,001 | $19,520,000 | thousands by filing date | |
| TEXAS CAP BANCSHARES INC | 88224Q107 | COM | 248,947 | $19,517,000 | thousands by filing date | |
| AUTOHOME INC SP ADS RP CL A | 05278C107 | ADR | 771,783 | $19,511,000 | thousands by filing date | |
| INTERDIGITAL INC COM | 45867G101 | Stock | 213,100 | $19,467,000 | thousands by filing date | put |
| CUMMINS INC COM | 231021106 | Stock | 142,400 | $19,462,000 | thousands by filing date | call |
| CARDTRONICS INC | 14161HAG3 | NOTE 1.000%12/0 | 16,431,000 | $19,388,000 | thousands by filing date | principal |
| ANHEUSER BUSCH INBEV SA NV SPONSORED ADR | 03524A108 | ADR | 183,400 | $19,338,000 | thousands by filing date | call |
| CHEESECAKE FACTORY INC | 163072101 | COM | 322,714 | $19,324,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 398,800 | $19,286,000 | thousands by filing date | call |
| CUMMINS INC COM | 231021106 | Stock | 141,028 | $19,275,000 | thousands by filing date | |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 178,100 | $19,248,000 | thousands by filing date | put |
| Automatic Data Processing,Inc. | 053015103 | COM | 187,200 | $19,240,000 | thousands by filing date | put |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 318,041 | $19,232,000 | thousands by filing date | |
| TSL 3.5 06/19 | 89628EAC8 | Bond30E/360P2 U | 20,000,000 | $19,187,000 | thousands by filing date | principal |
| INVESCO MORTGAGE CAPITAL INC | 46131B100 | COM | 1,310,604 | $19,134,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 198,200 | $19,132,000 | thousands by filing date | put |
| INTRA-CELLULAR THERAPIES INC | 46116X101 | COMMON STOCK | 1,263,482 | $19,066,000 | thousands by filing date | |
| VMWARE, INC. | 928563402 | CL A COM | 241,200 | $18,990,000 | thousands by filing date | put |
| HASBRO INC COM | 418056107 | Stock | 242,549 | $18,868,000 | thousands by filing date | |
| INPHI CORP | 45772F107 | COM | 422,557 | $18,854,000 | thousands by filing date | |
| PNC FINANCIAL SERVICES GROUP | 693475121 | CMN | 380,889 | $18,854,000 | thousands by filing date | |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 493,900 | $18,852,000 | thousands by filing date | call |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 493,700 | $18,845,000 | thousands by filing date | put |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 122,884 | $18,839,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 273,800 | $18,835,000 | thousands by filing date | call |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 453,300 | $18,780,000 | thousands by filing date | call |
| AK STEEL HOLDING CORP | 001547108 | COM | 1,839,200 | $18,778,000 | thousands by filing date | call |
| HERBALIFE LTD | G4412G101 | COM SHS | 390,000 | $18,775,000 | thousands by filing date | call |
| PULTE GROUP INC COM | 745867101 | Stock | 1,019,396 | $18,736,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 216,300 | $18,721,000 | thousands by filing date | call |
| Waste Management, Inc. | 94106L109 | COM | 262,600 | $18,621,000 | thousands by filing date | put |
| METTLER TOLEDO INTERNATIONAL COM | 592688105 | Stock | 44,318 | $18,550,000 | thousands by filing date | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 513,400 | $18,539,000 | thousands by filing date | put |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 555,900 | $18,534,000 | thousands by filing date | call |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 417,300 | $18,503,000 | thousands by filing date | call |
| THOR INDS INC | 885160101 | COM | 184,086 | $18,418,000 | thousands by filing date | |
| DDR CORP | 23317H102 | COM | 1,206,096 | $18,417,000 | thousands by filing date | |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 100,432 | $18,388,000 | thousands by filing date | |
| INFINERA CORP | 45667G103 | COMMON STOCK | 2,164,108 | $18,374,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 644,758 | $18,363,000 | thousands by filing date | |
| VWR CORP | 91843L103 | COM | 731,775 | $18,317,000 | thousands by filing date | |
| WESCO INTL INC COM | 95082P105 | Stock | 275,061 | $18,305,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 508,051 | $18,194,000 | thousands by filing date | |
| PARSLEY ENERGY INC | 701877102 | CL A | 515,929 | $18,182,000 | thousands by filing date | |
| OMEGA HEALTHCARE INVS INC COM | 681936100 | REIT | 580,342 | $18,142,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 241,300 | $18,128,000 | thousands by filing date | put |
| COPART INC COM | 217204106 | Stock | 326,905 | $18,114,000 | thousands by filing date | |
| DOLBY LABORATORIES INC COM CL A | 25659T107 | Stock | 400,847 | $18,114,000 | thousands by filing date | |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 337,750 | $18,039,000 | thousands by filing date | |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 83,700 | $18,024,000 | thousands by filing date | call |
| ANHEUSER BUSCH INBEV SA NV SPONSORED ADR | 03524A108 | ADR | 170,562 | $17,984,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 185,400 | $17,897,000 | thousands by filing date | call |
| CENOVUS ENERGY INC | 15135U109 | COM | 1,180,035 | $17,825,000 | thousands by filing date | |
| TIFFANY & CO NEW | 886547108 | COM | 230,000 | $17,809,000 | thousands by filing date | put |
| REPLIGEN CORP | 759916AA7 | NOTE 2.125% 6/0 | 15,103,000 | $17,578,000 | thousands by filing date | principal |
| TRINA SOLAR LIMITED | 89628E104 | SPON ADR | 1,889,600 | $17,573,000 | thousands by filing date | put |
| COMMVAULT SYS INC COM | 204166102 | Stock | 340,758 | $17,515,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 274,900 | $17,489,000 | thousands by filing date | call |
| KILROY REALTY CORP COM | 49427F108 | REIT | 238,790 | $17,484,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 442,600 | $17,469,000 | thousands by filing date | call |
| VANECK ETF TRUST | 92189F791 | JUNIOR GOLD MINE | 551,712 | $17,407,000 | thousands by filing date | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 210,200 | $17,379,000 | thousands by filing date | put |
| RETAIL PPTYS AMER INC | 76131V202 | CL A | 1,133,152 | $17,371,000 | thousands by filing date | |
| ENERGEN CORP | 29265N108 | COM | 300,986 | $17,357,000 | thousands by filing date | |
| QIAGEN NV | N72482107 | COMMON STOCK-FO | 619,249 | $17,351,000 | thousands by filing date | |
| SKYWORKS SOLUTIONS INC COM | 83088M102 | Stock | 231,700 | $17,299,000 | thousands by filing date | call |
| PAYCHEX INC | 704326107 | COM | 283,454 | $17,256,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 157,300 | $17,243,000 | thousands by filing date | call |
| Abbott Laboratories | 002824100 | COM | 447,900 | $17,204,000 | thousands by filing date | call |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 1,166,200 | $17,190,000 | thousands by filing date | put |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 73,700 | $17,142,000 | thousands by filing date | call |
| EASTMAN CHEM CO COM | 277432100 | Stock | 227,695 | $17,125,000 | thousands by filing date | |
| IGI LABORATORIES INC | 449575AB5 | NOTE 3.75012/1 | 18,345,000 | $17,101,000 | thousands by filing date | principal |
| CHICAGO BRIDGE & IRON CO NV | 167250109 | N Y REGISTRY SH | 538,510 | $17,098,000 | thousands by filing date | |
| NOVO-NORDISK A S ADR | 670100205 | ADR | 475,421 | $17,049,000 | thousands by filing date | |
| RED ROBIN GOURMET BURGERS IN | 75689M101 | COM | 302,002 | $17,033,000 | thousands by filing date | |
| BRUNSWICK CORP | 117043109 | COM | 312,258 | $17,031,000 | thousands by filing date | |
| BLOCK H & R INC COM | 093671105 | Stock | 740,129 | $17,016,000 | thousands by filing date | |
| AVALONBAY CMNTYS INC COM | 053484101 | REIT | 95,667 | $16,948,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 482,137 | $16,880,000 | thousands by filing date | |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 190,000 | $16,859,000 | thousands by filing date | call |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 1,134,928 | $16,842,000 | thousands by filing date | |
| MOSAIC CO COM | 61945C103 | Stock | 573,700 | $16,827,000 | thousands by filing date | call |
| Waste Management, Inc. | 94106L109 | COM | 237,100 | $16,813,000 | thousands by filing date | call |
| D R HORTON INC COM | 23331A109 | Stock | 613,320 | $16,762,000 | thousands by filing date | |
| EXTRACTION OIL AND GAS INC | 30227M105 | COM | 836,282 | $16,759,000 | thousands by filing date | |
| HARMAN INTL INDS INC | 413086109 | COM | 150,737 | $16,756,000 | thousands by filing date | |
| MOBILEYE NV XXXMANDATORY MERGER EFF: 06/03/18 | N51488117 | FOREIGN ORDINARIES | 438,400 | $16,712,000 | thousands by filing date | put |
| DIREXION SHARES ETF TRUST | 25459Y694 | CMN | 407,700 | $16,675,000 | thousands by filing date | call |
| ADVANCE AUTO PARTS INC | 00751Y106 | COM | 98,400 | $16,641,000 | thousands by filing date | call |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 313,600 | $16,640,000 | thousands by filing date | call |
| GOODYEAR TIRE & RUBBER CO | 382550101 | COM | 538,908 | $16,637,000 | thousands by filing date | |
| MYLAN NV | N59465109 | SHS EURO | 436,056 | $16,636,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 118,300 | $16,615,000 | thousands by filing date | call |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 200,100 | $16,586,000 | thousands by filing date | put |
| HANCOCK WHITNEY CORPORATION | 410120109 | COM | 384,722 | $16,581,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 268,400 | $16,579,000 | thousands by filing date | put |
| Qualcomm Incorporated | 747525103 | COM | 253,421 | $16,523,000 | thousands by filing date | |
| AMKOR TECHNOLOGY INC COM | 031652100 | Stock | 1,566,023 | $16,522,000 | thousands by filing date | |
| CLOVIS ONCOLOGY INC | 189464AB6 | NOTE 2.500% 9/1 | 16,000,000 | $16,495,000 | thousands by filing date | principal |
| SYSCOCORP | 871829107 | COM | 296,700 | $16,428,000 | thousands by filing date | put |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 1,113,800 | $16,418,000 | thousands by filing date | call |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 292,300 | $16,377,000 | thousands by filing date | put |
| Analog Devices,Inc. | 032654105 | COM | 225,507 | $16,376,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000950123-17-001508 | this filing | 2017-02-10 | acceptance time not in the bulk data set |