13F-HR filed by Jefferies Group LLC
Jefferies Group LLC filed this 13F-HR for the quarter ended 2017-03-31, filed 2017-05-15, with 2,281 holding rows worth $13,436,133,000.
- Accession
- 0001085146-17-001347
- Filer
- CIK 1084580
- Filed
- 2017-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2017
A holdings report, 2,281 entries on the cover page, a total value of $13,436,133,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $13,436,133,000 with VALUE read as thousands by filing date, 13F file number 028-10917. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerJEFFERIES LLC028-13184
- included managerJefferies Investment Advisers, LLC028-13965
- included managerJefferies Financial Products, LLC028-17499
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 |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 5,139,900 | $1,211,680,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 4,948,300 | $680,292,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 2,050,300 | $483,338,000 | thousands by filing date | call |
| Knight Capital Group, Inc. | 48244B100 | common stock | 15,935,031 | $284,122,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,564,000 | $215,019,000 | thousands by filing date | call |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 2,800,600 | $208,253,000 | thousands by filing date | put |
| Verizon Communications Inc | 92343V104 | COM | 2,513,600 | $122,538,000 | thousands by filing date | put |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 2,000,000 | $101,240,000 | thousands by filing date | put |
| HUMANA INC COM | 444859102 | Stock | 486,100 | $100,205,000 | thousands by filing date | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 1,110,900 | $97,515,000 | thousands by filing date | put |
| BRITISH AMERN TOB PLC SPONSORED ADR | 110448107 | ADR | 1,436,348 | $95,269,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 448,700 | $92,495,000 | thousands by filing date | call |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 650,600 | $86,126,000 | thousands by filing date | put |
| Verizon Communications Inc | 92343V104 | COM | 1,720,200 | $83,860,000 | thousands by filing date | call |
| ALLERGAN PLC | G0177J108 | SHS | 323,500 | $77,291,000 | thousands by filing date | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 1,922,200 | $75,715,000 | thousands by filing date | call |
| Bristol-Myers Squibb Company | 110122108 | COM | 1,339,200 | $72,826,000 | thousands by filing date | call |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 951,100 | $69,611,000 | thousands by filing date | call |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 1,846,500 | $69,133,000 | thousands by filing date | put |
| Comcast Corp | 20030N101 | COM | 1,824,000 | $68,564,000 | thousands by filing date | put |
| MONSANTO CO NEW | 61166W101 | COM | 571,300 | $64,671,000 | thousands by filing date | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,617,300 | $62,109,000 | thousands by filing date | put |
| Bank of America Corp | 060505104 | COM | 2,557,200 | $60,324,000 | thousands by filing date | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 1,562,300 | $60,133,000 | thousands by filing date | put |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 1,170,100 | $60,038,000 | thousands by filing date | put |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 798,300 | $59,362,000 | thousands by filing date | call |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 1,160,000 | $58,719,000 | thousands by filing date | call |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 5,320,530 | $58,685,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 341,000 | $57,182,000 | thousands by filing date | call |
| Comcast Corp | 20030N101 | COM | 1,478,400 | $55,573,000 | thousands by filing date | call |
| UNITED STATES STL CORP NEW | 912909108 | COM | 1,569,500 | $53,065,000 | thousands by filing date | put |
| Johnson & Johnson | 478160104 | COM | 406,700 | $50,654,000 | thousands by filing date | put |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259206 | SPONS ADR A | 960,256 | $50,634,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 669,500 | $49,001,000 | thousands by filing date | put |
| Comcast Corp | 20030N101 | COM | 1,276,011 | $47,965,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 364,900 | $46,543,000 | thousands by filing date | put |
| AbbVie,Inc. | 00287Y109 | COM | 709,700 | $46,244,000 | thousands by filing date | call |
| Merck & Co.,Inc. | 58933Y105 | COM | 676,900 | $43,010,000 | thousands by filing date | call |
| Johnson & Johnson | 478160104 | COM | 340,600 | $42,422,000 | thousands by filing date | call |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 350,000 | $42,249,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 201,121 | $42,173,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 398,100 | $42,167,000 | thousands by filing date | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 1,065,500 | $41,970,000 | thousands by filing date | put |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 222,900 | $41,511,000 | thousands by filing date | put |
| AT&T Inc | 00206R102 | COM | 989,000 | $41,093,000 | thousands by filing date | put |
| EXXON MOBIL CORP | 30231G102 | COM | 494,300 | $40,538,000 | thousands by filing date | put |
| SYNCHRONYFINL | 87165B103 | STOK | 1,157,000 | $39,685,000 | thousands by filing date | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 450,000 | $39,501,000 | thousands by filing date | call |
| PepsiCo,Inc. | 713448108 | COM | 352,800 | $39,464,000 | thousands by filing date | put |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 2,951,400 | $39,431,000 | thousands by filing date | put |
| LIONS GATE ENTMNT CORP | 535919401 | CL A VTG | 1,438,718 | $38,212,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 462,500 | $38,198,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 263,100 | $37,797,000 | thousands by filing date | call |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 890,300 | $37,517,000 | thousands by filing date | call |
| Bank of America Corp | 060505104 | COM | 1,515,823 | $35,758,000 | thousands by filing date | |
| LIONS GATE ENTMNT CORP | 535919500 | CL B NON VTG | 1,408,979 | $34,351,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 300,700 | $34,096,000 | thousands by filing date | put |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 412,400 | $32,369,000 | thousands by filing date | put |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 312,700 | $32,364,000 | thousands by filing date | call |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 862,000 | $32,273,000 | thousands by filing date | call |
| HUMANA INC COM | 444859102 | Stock | 153,992 | $31,744,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 486,800 | $31,720,000 | thousands by filing date | put |
| Johnson & Johnson | 478160104 | COM | 251,332 | $31,303,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 1,279,900 | $30,193,000 | thousands by filing date | call |
| SPDR SER TR | 78464A870 | S&P BIOTECH | 435,000 | $30,163,000 | thousands by filing date | put |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 2,248,500 | $30,040,000 | thousands by filing date | call |
| Tesla Motors, Inc | 88160R101 | COM | 102,700 | $28,581,000 | thousands by filing date | put |
| ConocoPhillips | 20825C104 | COM | 573,100 | $28,580,000 | thousands by filing date | call |
| UNITED STATES STL CORP NEW | 912909108 | COM | 830,000 | $28,062,000 | thousands by filing date | call |
| Philip Morris International Inc. | 718172109 | COM | 245,500 | $27,717,000 | thousands by filing date | put |
| TIME WARNER INC | 887317303 | COM NEW | 278,396 | $27,202,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 212,500 | $27,104,000 | thousands by filing date | call |
| Eli Lilly and Company | 532457108 | COM | 320,200 | $26,932,000 | thousands by filing date | put |
| Charles Schwab Corp | 808513105 | COM | 657,600 | $26,837,000 | thousands by filing date | call |
| ALLERGAN PLC | G0177J108 | SHS | 112,200 | $26,807,000 | thousands by filing date | put |
| Chevron Corporation | 166764100 | COM | 246,800 | $26,499,000 | thousands by filing date | put |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 198,500 | $26,277,000 | thousands by filing date | call |
| MONSANTO CO NEW | 61166W101 | COM | 230,700 | $26,115,000 | thousands by filing date | call |
| Cisco Systems,Inc. | 17275R102 | COM | 771,789 | $26,086,000 | thousands by filing date | |
| VALVOLINE INC COM | 92047W101 | Stock | 1,053,264 | $25,858,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 306,600 | $25,788,000 | thousands by filing date | call |
| Tesla Motors, Inc | 88160R101 | COM | 92,500 | $25,743,000 | thousands by filing date | call |
| YAHOO INC | 984332106 | COM | 554,388 | $25,729,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 215,900 | $25,632,000 | thousands by filing date | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 643,500 | $24,768,000 | thousands by filing date | call |
| HCA Healthcare Inc | 40412C101 | COM | 277,200 | $24,668,000 | thousands by filing date | put |
| BARCLAYS BK PLC | 06740Q252 | IPATH S&P500 VIX | 1,547,600 | $24,437,000 | thousands by filing date | put |
| Honeywell Technologies | 438516106 | COM | 194,800 | $24,325,000 | thousands by filing date | call |
| Pfizer Inc. | 717081103 | COM | 700,000 | $23,947,000 | thousands by filing date | put |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 300,000 | $23,547,000 | thousands by filing date | call |
| Wells Fargo & Company | 949746101 | COM | 420,600 | $23,411,000 | thousands by filing date | put |
| Berkshire Hathaway Inc | 084670702 | COM | 139,229 | $23,207,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 780,000 | $23,119,000 | thousands by filing date | put |
| Abbott Laboratories | 002824100 | COM | 513,000 | $22,782,000 | thousands by filing date | put |
| KRAFT HEINZ CO COM | 500754106 | Stock | 249,600 | $22,666,000 | thousands by filing date | call |
| Altria Group Inc | 02209S103 | COM | 314,507 | $22,462,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 287,000 | $22,415,000 | thousands by filing date | put |
| Qualcomm Incorporated | 747525103 | COM | 388,600 | $22,282,000 | thousands by filing date | put |
| Home Depot, Inc | 437076102 | COM | 151,500 | $22,245,000 | thousands by filing date | put |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 404,700 | $22,101,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 152,789 | $21,950,000 | thousands by filing date | |
| HC2 HLDGS INC | 404139107 | COM | 3,524,974 | $21,855,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 1,001,000 | $21,762,000 | thousands by filing date | put |
| ACACIA COMMUNICATIONS INC | 00401C108 | COM | 365,700 | $21,437,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 128,400 | $21,067,000 | thousands by filing date | call |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 329,500 | $20,920,000 | thousands by filing date | put |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 189,200 | $20,689,000 | thousands by filing date | put |
| Verizon Communications Inc | 92343V104 | COM | 423,750 | $20,658,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 173,500 | $20,598,000 | thousands by filing date | call |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 167,500 | $20,219,000 | thousands by filing date | put |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 273,616 | $20,026,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 389,699 | $19,995,000 | thousands by filing date | |
| STATE STR SPDR DOW JONES IND | 78467X109 | UT SER 1 | 95,500 | $19,705,000 | thousands by filing date | put |
| TARGET CORP COM | 87612E106 | Stock | 356,400 | $19,670,000 | thousands by filing date | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 280,000 | $19,572,000 | thousands by filing date | put |
| United Parcel Service,Inc. Class B | 911312106 | COM | 180,600 | $19,378,000 | thousands by filing date | call |
| MEAD JOHNSON NUTRITION CO | 582839106 | COM | 213,200 | $18,992,000 | thousands by filing date | call |
| STATE STR SPDR DOW JONES IND | 78467X109 | UT SER 1 | 91,400 | $18,859,000 | thousands by filing date | call |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 293,277 | $18,793,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 135,322 | $18,604,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 332,300 | $18,496,000 | thousands by filing date | call |
| Oracle Corporation | 68389X105 | COM | 410,789 | $18,325,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 143,454 | $18,298,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 303,700 | $18,167,000 | thousands by filing date | call |
| Bristol-Myers Squibb Company | 110122108 | COM | 333,400 | $18,130,000 | thousands by filing date | put |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 166,700 | $17,975,000 | thousands by filing date | call |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 282,300 | $17,923,000 | thousands by filing date | call |
| ROCKWELL COLLINS INC | 774341101 | COM | 184,100 | $17,887,000 | thousands by filing date | call |
| ConocoPhillips | 20825C104 | COM | 357,200 | $17,814,000 | thousands by filing date | put |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 342,900 | $17,594,000 | thousands by filing date | call |
| VALE S A | 91912E105 | SPONSORED ADS | 1,846,700 | $17,544,000 | thousands by filing date | put |
| BAKER HUGHES INC | 057224107 | COM | 292,200 | $17,479,000 | thousands by filing date | call |
| Lowes Companies,Inc. | 548661107 | COM | 210,900 | $17,338,000 | thousands by filing date | put |
| AT&T Inc | 00206R102 | COM | 412,600 | $17,144,000 | thousands by filing date | call |
| Cisco Systems,Inc. | 17275R102 | COM | 507,200 | $17,143,000 | thousands by filing date | call |
| CENTURYLINK INC | 156700106 | COM | 725,200 | $17,093,000 | thousands by filing date | call |
| International Business Machines Corporation | 459200101 | COM | 97,660 | $17,007,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 73,800 | $16,953,000 | thousands by filing date | put |
| McDonalds Corporation | 580135101 | COM | 130,800 | $16,953,000 | thousands by filing date | call |
| Procter & Gamble Co | 742718109 | COM | 188,686 | $16,953,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 156,300 | $16,854,000 | thousands by filing date | put |
| Merck & Co.,Inc. | 58933Y105 | COM | 264,100 | $16,781,000 | thousands by filing date | put |
| Vanguard Real Estate | 922908553 | SHS | 200,000 | $16,518,000 | thousands by filing date | call |
| MARATHON PETE CORP COM | 56585A102 | Stock | 323,800 | $16,365,000 | thousands by filing date | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 71,100 | $16,333,000 | thousands by filing date | call |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 1,482,292 | $16,310,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 381,500 | $16,191,000 | thousands by filing date | put |
| RANGE RES CORP COM | 75281A109 | Stock | 555,500 | $16,165,000 | thousands by filing date | call |
| PepsiCo,Inc. | 713448108 | COM | 142,600 | $15,951,000 | thousands by filing date | call |
| MARATHON PETE CORP COM | 56585A102 | Stock | 315,100 | $15,925,000 | thousands by filing date | call |
| McDonalds Corporation | 580135101 | COM | 121,500 | $15,748,000 | thousands by filing date | put |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 16,035,000 | $15,740,000 | thousands by filing date | principal |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 371,100 | $15,698,000 | thousands by filing date | put |
| Charles Schwab Corp | 808513105 | COM | 381,400 | $15,565,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 520,300 | $15,505,000 | thousands by filing date | call |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 70,200 | $15,455,000 | thousands by filing date | put |
| GENERAL MILLS INC COM | 370334104 | Stock | 259,875 | $15,335,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 638,000 | $15,140,000 | thousands by filing date | call |
| AT&T Inc | 00206R102 | COM | 362,762 | $15,073,000 | thousands by filing date | |
| SPDR SER TR | 78464A870 | S&P BIOTECH | 216,500 | $15,012,000 | thousands by filing date | call |
| MOODYS CORP COM | 615369105 | Stock | 133,700 | $14,980,000 | thousands by filing date | put |
| Boeing Company | 097023105 | COM | 84,200 | $14,892,000 | thousands by filing date | put |
| T-Mobile US,Inc. | 872590104 | COM | 230,400 | $14,882,000 | thousands by filing date | call |
| 3M CO COM | 88579Y101 | Stock | 77,200 | $14,771,000 | thousands by filing date | put |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 10,333,000 | $14,745,000 | thousands by filing date | principal |
| ARGAN INC | 04010E109 | COM | 222,500 | $14,718,000 | thousands by filing date | call |
| UnitedHealth Group Inc | 91324P102 | COM | 89,700 | $14,712,000 | thousands by filing date | call |
| SMUCKER J M CO | 832696405 | COM NEW | 111,435 | $14,607,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 133,800 | $14,575,000 | thousands by filing date | call |
| Mondelez International,Inc. Class A | 609207105 | COM | 338,193 | $14,569,000 | thousands by filing date | |
| MOODYS CORP COM | 615369105 | Stock | 129,220 | $14,478,000 | thousands by filing date | |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 14,100,000 | $14,404,000 | thousands by filing date | principal |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 76,863 | $14,389,000 | thousands by filing date | |
| HERTZ GLOBAL HLDGS INC | 42806J106 | COM | 818,063 | $14,349,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 178,100 | $14,348,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 99,200 | $14,251,000 | thousands by filing date | put |
| Medtronic Plc | G5960L103 | COM | 176,751 | $14,239,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 84,500 | $14,170,000 | thousands by filing date | put |
| Cisco Systems,Inc. | 17275R102 | COM | 417,500 | $14,112,000 | thousands by filing date | put |
| Merck & Co.,Inc. | 58933Y105 | COM | 218,896 | $13,909,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 78,154 | $13,822,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 1,033,298 | $13,805,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 121,300 | $13,611,000 | thousands by filing date | put |
| Intuit Inc. | 461202103 | COM | 116,784 | $13,546,000 | thousands by filing date | |
| Southern Company | 842587107 | COM | 271,891 | $13,535,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 162,838 | $13,449,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 151,200 | $13,437,000 | thousands by filing date | put |
| REPLIGEN CORP | 759916AA7 | NOTE 2.125% 6/0 | 10,500,000 | $13,352,000 | thousands by filing date | principal |
| CHEMOURS CO COM | 163851108 | Stock | 345,500 | $13,302,000 | thousands by filing date | call |
| Coca-Cola Company | 191216100 | COM | 311,800 | $13,233,000 | thousands by filing date | call |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 315,800 | $13,175,000 | thousands by filing date | put |
| CENTURYLINK INC | 156700106 | COM | 556,659 | $13,120,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 89,200 | $13,097,000 | thousands by filing date | call |
| SPRINT CORP | 85207U105 | COM SER 1 | 1,496,600 | $12,990,000 | thousands by filing date | call |
| CVS Health Corporation | 126650100 | COM | 164,500 | $12,913,000 | thousands by filing date | call |
| HALLIBURTON CO COM | 406216101 | Stock | 260,268 | $12,808,000 | thousands by filing date | |
| NAVISTAR INTL CORP NEW | 63934EAS7 | NOTE 4.750 4/1 | 13,174,000 | $12,779,000 | thousands by filing date | principal |
| EXXON MOBIL CORP | 30231G102 | COM | 155,391 | $12,744,000 | thousands by filing date | |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 299,566 | $12,624,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 244,236 | $12,578,000 | thousands by filing date | |
| VANECK VECTORS ETF TR | 92189F718 | OIL SVCS ETF | 403,800 | $12,441,000 | thousands by filing date | call |
| VALE S A | 91912E105 | SPONSORED ADS | 1,308,200 | $12,428,000 | thousands by filing date | call |
| ROSS STORES INC COM | 778296103 | Stock | 188,667 | $12,427,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 159,072 | $12,424,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 141,000 | $12,385,000 | thousands by filing date | put |
| Texas Instruments Incorporated | 882508104 | COM | 153,641 | $12,377,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 75,148 | $12,330,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 108,919 | $12,330,000 | thousands by filing date | |
| TECK RESOURCES LTD CL B | 878742204 | Stock | 560,800 | $12,282,000 | thousands by filing date | put |
| YUM BRANDS INC COM | 988498101 | Stock | 190,499 | $12,173,000 | thousands by filing date | |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 126,800 | $12,136,000 | thousands by filing date | call |
| Citigroup Inc. | 172967424 | COM | 202,800 | $12,131,000 | thousands by filing date | put |
| UNILEVER N V | 904784709 | N Y SHS NEW | 242,700 | $12,057,000 | thousands by filing date | call |
| Schlumberger Limited | 806857108 | COM | 153,800 | $12,012,000 | thousands by filing date | call |
| Pfizer Inc. | 717081103 | COM | 349,700 | $11,963,000 | thousands by filing date | call |
| VANECK ETF TRUST | 92189F676 | COM | 150,000 | $11,957,000 | thousands by filing date | put |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 351,600 | $11,947,000 | thousands by filing date | call |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 221,300 | $11,798,000 | thousands by filing date | put |
| BP PLC SPONSORED ADR | 055622104 | ADR | 342,994 | $11,790,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 10,340,000 | $11,747,000 | thousands by filing date | principal |
| Microsoft Corp | 594918104 | COM | 178,100 | $11,730,000 | thousands by filing date | put |
| ALERE INC | 01449J105 | COM | 294,800 | $11,712,000 | thousands by filing date | put |
| 3M CO COM | 88579Y101 | Stock | 61,100 | $11,690,000 | thousands by filing date | call |
| EXXON MOBIL CORP | 30231G102 | COM | 142,500 | $11,686,000 | thousands by filing date | call |
| MACYS INC COM | 55616P104 | Stock | 392,325 | $11,629,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 141,400 | $11,624,000 | thousands by filing date | call |
| Procter & Gamble Co | 742718109 | COM | 128,800 | $11,573,000 | thousands by filing date | call |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259206 | SPONS ADR A | 216,800 | $11,432,000 | thousands by filing date | call |
| Honeywell Technologies | 438516106 | COM | 91,200 | $11,388,000 | thousands by filing date | put |
| Walt Disney Co | 254687106 | COM | 100,064 | $11,346,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 758,700 | $11,343,000 | thousands by filing date | call |
| FORD MTR CO COM | 345370860 | Stock | 973,789 | $11,335,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 57,900 | $11,299,000 | thousands by filing date | put |
| Philip Morris International Inc. | 718172109 | COM | 99,800 | $11,267,000 | thousands by filing date | call |
| LENNAR CORP CL A | 526057104 | Stock | 218,000 | $11,159,000 | thousands by filing date | call |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 260,200 | $11,006,000 | thousands by filing date | call |
| TIME WARNER INC | 887317303 | COM NEW | 112,500 | $10,992,000 | thousands by filing date | put |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 1,848,900 | $10,982,000 | thousands by filing date | put |
| OUTFRONT MEDIA INC | 69007J106 | COM | 411,400 | $10,923,000 | thousands by filing date | put |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 113,799 | $10,892,000 | thousands by filing date | |
| QUEST DIAGNOSTICS INC COM | 74834L100 | Stock | 110,888 | $10,888,000 | thousands by filing date | |
| CARMAX INC COM | 143130102 | Stock | 183,220 | $10,850,000 | thousands by filing date | |
| SCANA CORP NEW | 80589M102 | COM | 165,502 | $10,816,000 | thousands by filing date | |
| KATE SPADE & COMPANY | 485865109 | COMMON STOCK | 465,000 | $10,802,000 | thousands by filing date | call |
| AbbVie,Inc. | 00287Y109 | COM | 164,928 | $10,747,000 | thousands by filing date | |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 128,645 | $10,684,000 | thousands by filing date | |
| RPM INTL INC COM | 749685103 | Stock | 191,900 | $10,560,000 | thousands by filing date | call |
| Abbott Laboratories | 002824100 | COM | 236,500 | $10,503,000 | thousands by filing date | call |
| GENERAL MTRS CO COM | 37045V100 | Stock | 296,137 | $10,471,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 56,200 | $10,466,000 | thousands by filing date | call |
| Amgen Inc. | 031162100 | COM | 63,200 | $10,369,000 | thousands by filing date | put |
| ACADIA PHARMACEUTICALS INC | 004225108 | COM | 301,000 | $10,348,000 | thousands by filing date | put |
| UnitedHealth Group Inc | 91324P102 | COM | 62,959 | $10,326,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 221,700 | $10,320,000 | thousands by filing date | call |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 115,287 | $10,320,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 143,000 | $10,307,000 | thousands by filing date | call |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 55,000 | $10,296,000 | thousands by filing date | call |
| ARGAN INC | 04010E109 | COM | 155,400 | $10,280,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 55,197 | $10,279,000 | thousands by filing date | |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 7,974,000 | $10,275,000 | thousands by filing date | principal |
| ICON 1.5 3/18 | 451055AF4 | Bond 30/360P2 U | 10,750,000 | $10,235,000 | thousands by filing date | principal |
| T-Mobile US,Inc. | 872590104 | COM | 158,100 | $10,212,000 | thousands by filing date | put |
| CSX Corporation | 126408103 | COM | 217,258 | $10,113,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 175,900 | $10,086,000 | thousands by filing date | call |
| BARRICK GOLD CORP | 067901108 | COM | 530,100 | $10,067,000 | thousands by filing date | call |
| Walmart Inc. | 931142103 | COM | 139,500 | $10,055,000 | thousands by filing date | put |
| CREDIT ACCEP CORP MICH | 225310101 | COM | 50,405 | $10,051,000 | thousands by filing date | |
| AIR PRODS & CHEMS INC | 009158106 | COM | 73,909 | $9,999,000 | thousands by filing date | |
| SMUCKER J M CO | 832696405 | COM NEW | 75,900 | $9,949,000 | thousands by filing date | put |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 41,600 | $9,894,000 | thousands by filing date | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 415,123 | $9,851,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 75,500 | $9,825,000 | thousands by filing date | put |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 94,385 | $9,769,000 | thousands by filing date | |
| WW GRAINGER INC COM | 384802104 | Stock | 41,882 | $9,748,000 | thousands by filing date | |
| RANGE RES CORP COM | 75281A109 | Stock | 334,500 | $9,734,000 | thousands by filing date | put |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 249,813 | $9,723,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 146,792 | $9,668,000 | thousands by filing date | |
| HERTZ GLOBAL HLDGS INC | 42806J106 | COM | 550,200 | $9,651,000 | thousands by filing date | call |
| ARVINMERITOR INC | 043353AH4 | CORPORATE OBLIG | 9,142,000 | $9,553,000 | thousands by filing date | principal |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 86,995 | $9,513,000 | thousands by filing date | |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 152,116 | $9,475,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 41,173 | $9,458,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 83,400 | $9,457,000 | thousands by filing date | call |
| Analog Devices,Inc. | 032654105 | COM | 114,245 | $9,362,000 | thousands by filing date | |
| SYSCOCORP | 871829107 | COM | 179,733 | $9,332,000 | thousands by filing date | |
| SPDR S&P Homebuilders ETF | 78464A888 | SHS | 250,000 | $9,308,000 | thousands by filing date | call |
| L BRANDS INC | 501797104 | COM | 196,615 | $9,261,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 145,286 | $9,231,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 102,400 | $9,201,000 | thousands by filing date | put |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 7,118,000 | $9,177,000 | thousands by filing date | principal |
| USBANCORPDEL | 902973304 | COM NEW | 176,200 | $9,074,000 | thousands by filing date | put |
| Intel Corp | 458140100 | COM | 250,406 | $9,032,000 | thousands by filing date | |
| VECTOR GROUP LTD | 92240MAY4 | CORPORATE OBLIG | 6,176,000 | $8,966,000 | thousands by filing date | principal |
| iShares MSCI Mexico ETF | 464286822 | SHS | 174,700 | $8,939,000 | thousands by filing date | call |
| BB & T CORP | 054937107 | COM | 199,953 | $8,938,000 | thousands by filing date | |
| DAVITA INC COM | 23918K108 | Stock | 131,400 | $8,931,000 | thousands by filing date | call |
| MEAD JOHNSON NUTRITION CO | 582839106 | COM | 100,000 | $8,908,000 | thousands by filing date | put |
| Boeing Company | 097023105 | COM | 50,300 | $8,896,000 | thousands by filing date | call |
| SUMITOMO MITSUI FIN GRP INC | 86562M209 | SPONSORED ADR | 1,225,575 | $8,885,000 | thousands by filing date | |
| GOLAR LNG LTD | G9456A100 | SHS | 317,900 | $8,879,000 | thousands by filing date | put |
| WHITING PETE CORP NEW | 966387102 | COM | 932,400 | $8,821,000 | thousands by filing date | call |
| SIRIUS XM HOLDINGS INC | 82968B103 | COM | 1,709,557 | $8,804,000 | thousands by filing date | |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 139,472 | $8,790,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 196,500 | $8,784,000 | thousands by filing date | call |
| EXELON CORP COM | 30161N101 | Stock | 243,200 | $8,750,000 | thousands by filing date | call |
| TRACTOR SUPPLY CO COM | 892356106 | Stock | 126,808 | $8,746,000 | thousands by filing date | |
| CLIFFS NATURAL RESOURCES | 18683K101 | COMMON STOCK | 1,050,400 | $8,624,000 | thousands by filing date | put |
| Adobe Inc | 00724F101 | COM | 66,000 | $8,589,000 | thousands by filing date | call |
| GLOBAL PMTS INC | 37940X102 | COM | 106,186 | $8,567,000 | thousands by filing date | |
| RH | 74967X103 | COM | 185,200 | $8,567,000 | thousands by filing date | put |
| Starbucks Corporation | 855244109 | COM | 146,600 | $8,560,000 | thousands by filing date | put |
| Costco Wholesale Corporation | 22160K105 | COM | 50,887 | $8,533,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 359,412 | $8,518,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 165,100 | $8,503,000 | thousands by filing date | call |
| United Parcel Service,Inc. Class B | 911312106 | COM | 79,200 | $8,498,000 | thousands by filing date | put |
| V F CORP COM | 918204108 | Stock | 154,000 | $8,465,000 | thousands by filing date | put |
| MAGELLAN MIDSTREAM PARTNERS, L | 559080106 | COM UNIT RP LP | 109,900 | $8,452,000 | thousands by filing date | put |
| STATE STREET SPDR ETF S&P RETAIL | 78464A714 | ETF | 199,845 | $8,441,000 | thousands by filing date | |
| ISHARES TR | 464287713 | US TELECOM ETF | 260,000 | $8,408,000 | thousands by filing date | put |
| YAHOO INC | 984332AF3 | NOTE 12/0 | 8,049,000 | $8,340,000 | thousands by filing date | principal |
| AK STEEL HOLDING CORP | 001547108 | COM | 1,157,500 | $8,322,000 | thousands by filing date | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 54,147 | $8,317,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 300,000 | $8,220,000 | thousands by filing date | put |
| JPMorgan Chase & Co | 46625H100 | COM | 93,468 | $8,210,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 65,444 | $8,172,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 55,179 | $8,156,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 74,506 | $8,116,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 187,600 | $8,082,000 | thousands by filing date | put |
| CSX Corporation | 126408103 | COM | 173,500 | $8,076,000 | thousands by filing date | put |
| iShares MSCI Mexico ETF | 464286822 | SHS | 155,700 | $7,967,000 | thousands by filing date | put |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 70,800 | $7,944,000 | thousands by filing date | call |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 45,900 | $7,896,000 | thousands by filing date | put |
| NAVISTAR INTERNATIONAL | 63934E108 | COMMON STOCK | 320,000 | $7,878,000 | thousands by filing date | put |
| STMICROELECTRONICS N V NY REGISTRY | 861012102 | ADR | 509,100 | $7,871,000 | thousands by filing date | call |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 165,900 | $7,842,000 | thousands by filing date | call |
| Oracle Corporation | 68389X105 | COM | 175,500 | $7,829,000 | thousands by filing date | put |
| GOLAR LNG LTD | G9456A100 | SHS | 280,010 | $7,821,000 | thousands by filing date | |
| AMBARELLA INC | G037AX101 | SHS | 142,700 | $7,807,000 | thousands by filing date | call |
| Bristol-Myers Squibb Company | 110122108 | COM | 143,350 | $7,795,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 59,100 | $7,779,000 | thousands by filing date | put |
| VANECK VECTORS ETF TR | 92189F718 | OIL SVCS ETF | 250,000 | $7,703,000 | thousands by filing date | put |
| CHECK POINT SOFTWARE TECH LTD ORD | M22465104 | Stock | 75,000 | $7,700,000 | thousands by filing date | put |
| TYSON FOODS INC CL A | 902494103 | Stock | 124,549 | $7,686,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 120,100 | $7,610,000 | thousands by filing date | call |
| AC IMMUNE SA | H00263105 | SHS | 734,100 | $7,605,000 | thousands by filing date | |
| MOBILEYE NV XXXMANDATORY MERGER EFF: 06/03/18 | N51488117 | FOREIGN ORDINARIES | 123,500 | $7,583,000 | thousands by filing date | call |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 34,399 | $7,573,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 105,900 | $7,563,000 | thousands by filing date | put |
| TESARO INC | 881569107 | COM | 49,000 | $7,540,000 | thousands by filing date | put |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 90,000 | $7,530,000 | thousands by filing date | put |
| Morgan Stanley | 617446448 | COM | 175,216 | $7,506,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 4,200 | $7,476,000 | thousands by filing date | call |
| LKQ CORP COM | 501889208 | Stock | 255,177 | $7,469,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 1,754,500 | $7,457,000 | thousands by filing date | call |
| ACADIA PHARMACEUTICALS INC | 004225108 | COM | 216,900 | $7,457,000 | thousands by filing date | call |
| TARGET CORP COM | 87612E106 | Stock | 134,663 | $7,432,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 52,200 | $7,415,000 | thousands by filing date | call |
| ALLERGAN PLC | G0177J108 | SHS | 30,967 | $7,399,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 49,997 | $7,341,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 75,000 | $7,287,000 | thousands by filing date | |
| II VI INC | 902104108 | COM | 201,400 | $7,260,000 | thousands by filing date | call |
| CVS Health Corporation | 126650100 | COM | 91,500 | $7,183,000 | thousands by filing date | put |
| Micron Technology,Inc. | 595112103 | COM | 248,400 | $7,179,000 | thousands by filing date | call |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 155,900 | $7,165,000 | thousands by filing date | put |
| FOOT LOCKER INC | 344849104 | COM | 95,761 | $7,164,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 8,079 | $7,162,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 1,677,667 | $7,130,000 | thousands by filing date | |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 643,400 | $7,097,000 | thousands by filing date | call |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 208,500 | $7,085,000 | thousands by filing date | put |
| RIO TINTO PLC SPONSORED ADR | 767204100 | ADR | 174,000 | $7,078,000 | thousands by filing date | call |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 32,000 | $7,045,000 | thousands by filing date | call |
| INTERDIGITAL INC | 458660AD9 | NOTE 1.500% 3/0 | 5,353,000 | $6,998,000 | thousands by filing date | principal |
| FIRST DATA CORP NEW COM CL A | 32008D106 | Stock | 450,300 | $6,980,000 | thousands by filing date | put |
| Visa Inc | 92826C839 | COM | 78,400 | $6,967,000 | thousands by filing date | call |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 57,433 | $6,963,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 178,700 | $6,951,000 | thousands by filing date | put |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 29,116 | $6,925,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 85,900 | $6,920,000 | thousands by filing date | call |
| International Business Machines Corporation | 459200101 | COM | 39,700 | $6,913,000 | thousands by filing date | call |
| GREEN PLAINS INC | 393222AD6 | NOTE 3.250%10/0 | 5,165,000 | $6,886,000 | thousands by filing date | principal |
| LANDCADIA HLDGS INC | 51476W206 | UNIT 12/31/2021T | 638,561 | $6,833,000 | thousands by filing date | |
| Intuitive Surgical,Inc. | 46120E602 | COM | 8,900 | $6,822,000 | thousands by filing date | put |
| PRICE T ROWE GROUP INC COM | 74144T108 | Stock | 100,000 | $6,815,000 | thousands by filing date | put |
| BAKER HUGHES INC | 057224107 | COM | 113,718 | $6,803,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 41,400 | $6,790,000 | thousands by filing date | put |
| ENCANA CORP | 292505104 | COM | 576,200 | $6,747,000 | thousands by filing date | call |
| NVIDIA Corp | 67066G104 | COM | 61,800 | $6,732,000 | thousands by filing date | put |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 63,000 | $6,721,000 | thousands by filing date | call |
| GREEN PLAINS PARTNERS LP | 393221106 | COM | 333,000 | $6,693,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 225,000 | $6,669,000 | thousands by filing date | call |
| STATE STREET SPDR ETF S&P RETAIL | 78464A714 | ETF | 157,800 | $6,665,000 | thousands by filing date | put |
| KELLANOVA | 487836108 | COM | 91,778 | $6,664,000 | thousands by filing date | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 133,500 | $6,656,000 | thousands by filing date | put |
| INTL FCSTONE INC | 46116V105 | COM | 175,000 | $6,643,000 | thousands by filing date | call |
| Abbott Laboratories | 002824100 | COM | 148,726 | $6,605,000 | thousands by filing date | |
| PBF ENERGY INC | 69318G106 | CL A | 297,300 | $6,591,000 | thousands by filing date | call |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 105,500 | $6,586,000 | thousands by filing date | call |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 49,900 | $6,568,000 | thousands by filing date | call |
| MERITOR INC | 59001KAC4 | NOTE 7.875% 3/0 | 3,748,000 | $6,540,000 | thousands by filing date | principal |
| Boston Scientific Corporation | 101137107 | COM | 262,562 | $6,530,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 63,000 | $6,521,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 118,200 | $6,451,000 | thousands by filing date | put |
| VERISK ANALYTICS INC COM | 92345Y106 | Stock | 79,219 | $6,428,000 | thousands by filing date | |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 6,282,000 | $6,411,000 | thousands by filing date | principal |
| BARCLAYS BK PLC | 06740Q252 | IPATH S&P500 VIX | 405,900 | $6,409,000 | thousands by filing date | call |
| OMNICOM GROUP INC COM | 681919106 | Stock | 74,330 | $6,408,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 5,000,000 | $6,396,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 5,329,000 | $6,382,000 | thousands by filing date | principal |
| AMC ENTMT HLDGS INC | 00165C104 | CL A COM | 202,600 | $6,372,000 | thousands by filing date | call |
| SUNTRUST BANKS INC | 867914103 | COM | 115,000 | $6,360,000 | thousands by filing date | call |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 7,500 | $6,359,000 | thousands by filing date | put |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 26,700 | $6,350,000 | thousands by filing date | put |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 79,540 | $6,333,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 290,200 | $6,309,000 | thousands by filing date | call |
| Chevron Corporation | 166764100 | COM | 58,700 | $6,303,000 | thousands by filing date | call |
| BP PLC SPONSORED ADR | 055622104 | ADR | 182,500 | $6,300,000 | thousands by filing date | call |
| GENERAL ELEC CO | 369604103 | COM | 210,400 | $6,270,000 | thousands by filing date | put |
| ARCELORMITTAL FUNSPONSORED ADR 1 ADR REPS 1 ORD SHS | 03938L104 | COM | 750,000 | $6,263,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 182,763 | $6,252,000 | thousands by filing date | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 36,300 | $6,245,000 | thousands by filing date | call |
| ALLY FINL INC COM | 02005N100 | Stock | 304,832 | $6,197,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 86,400 | $6,171,000 | thousands by filing date | call |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 51,546 | $6,159,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 137,900 | $6,152,000 | thousands by filing date | call |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 104,379 | $6,149,000 | thousands by filing date | |
| CARMAX INC COM | 143130102 | Stock | 103,200 | $6,112,000 | thousands by filing date | call |
| YUM BRANDS INC COM | 988498101 | Stock | 95,500 | $6,102,000 | thousands by filing date | put |
| ENCORE CAP GROUP INC | 292554AH5 | NOTE 2.875% 3/1 | 6,843,000 | $6,099,000 | thousands by filing date | principal |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 37,600 | $6,094,000 | thousands by filing date | call |
| KROGER CO COM | 501044101 | Stock | 206,600 | $6,093,000 | thousands by filing date | call |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 145,577 | $6,073,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 47,125 | $6,049,000 | thousands by filing date | |
| EXELON CORP COM | 30161N101 | Stock | 165,730 | $5,963,000 | thousands by filing date | |
| BEAZER HOMES USA INC | 07556Q881 | COMMON STOCK | 490,700 | $5,952,000 | thousands by filing date | put |
| EOG RES INC COM | 26875P101 | Stock | 60,907 | $5,941,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 111,400 | $5,939,000 | thousands by filing date | call |
| FEDEX CORP COM | 31428X106 | Stock | 30,400 | $5,933,000 | thousands by filing date | call |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 40,955 | $5,924,000 | thousands by filing date | |
| ServiceNow,Inc. | 81762P102 | COM | 67,600 | $5,913,000 | thousands by filing date | put |
| VANECK ETF TRUST | 92189F676 | COM | 73,973 | $5,896,000 | thousands by filing date | |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 200,900 | $5,896,000 | thousands by filing date | call |
| Starbucks Corporation | 855244109 | COM | 100,800 | $5,886,000 | thousands by filing date | call |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 57,200 | $5,867,000 | thousands by filing date | call |
| Deere & Company | 244199105 | COM | 53,801 | $5,857,000 | thousands by filing date | |
| IMMUNOMEDICS INC | 452907AK4 | NOTE 4.750 2/1 | 4,165,000 | $5,851,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AG0 | NOTE 2.250% 3/1 | 4,263,000 | $5,830,000 | thousands by filing date | principal |
| BED BATH & BEYOND INC | 075896100 | COM | 147,575 | $5,823,000 | thousands by filing date | |
| BARCLAYS BK PLC | 06740Q252 | IPATH S&P500 VIX | 367,835 | $5,808,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 83,930 | $5,740,000 | thousands by filing date | |
| TE CONNECTIVITY LTD | H84989104 | SHS | 76,807 | $5,726,000 | thousands by filing date | |
| BLACK HILLS CORP COM | 092113109 | Stock | 85,500 | $5,683,000 | thousands by filing date | put |
| CVS Health Corporation | 126650100 | COM | 72,350 | $5,679,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 63,676 | $5,659,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 90,400 | $5,644,000 | thousands by filing date | put |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 54,968 | $5,638,000 | thousands by filing date | |
| T-Mobile US,Inc. | 872590104 | COM | 86,998 | $5,619,000 | thousands by filing date | |
| GGP INC | 36174X101 | COM | 242,004 | $5,610,000 | thousands by filing date | |
| MACQUARIE INFRASTRUCTURE COR | 55608BAA3 | NOTE 2.875% 7/1 | 4,964,000 | $5,594,000 | thousands by filing date | principal |
| SPECTRANETICS CORP | 84760C107 | COM | 191,100 | $5,566,000 | thousands by filing date | put |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 218,779 | $5,557,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 46,652 | $5,542,000 | thousands by filing date | |
| Mallinckrodt Plc | G5785G107 | SHS | 123,566 | $5,507,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 127,100 | $5,475,000 | thousands by filing date | call |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 4,981,000 | $5,445,000 | thousands by filing date | principal |
| Southern Company | 842587107 | COM | 108,900 | $5,421,000 | thousands by filing date | put |
| Accenture Plc Class A | G1151C101 | COM | 45,192 | $5,418,000 | thousands by filing date | |
| DENTSPLY SIRONA INC | 24906P109 | COM | 86,631 | $5,409,000 | thousands by filing date | |
| Stryker Corporation | 863667101 | COM | 41,000 | $5,398,000 | thousands by filing date | call |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 44,600 | $5,376,000 | thousands by filing date | call |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 44,700 | $5,375,000 | thousands by filing date | call |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 3,957,000 | $5,356,000 | thousands by filing date | principal |
| Morgan Stanley | 617446448 | COM | 125,000 | $5,355,000 | thousands by filing date | call |
| SYMANTEC CORP | 871503108 | COM | 174,300 | $5,348,000 | thousands by filing date | call |
| WESTROCK CO | 96145D105 | COM | 102,700 | $5,343,000 | thousands by filing date | call |
| BED BATH & BEYOND INC | 075896100 | COM | 134,900 | $5,323,000 | thousands by filing date | put |
| FRONTIER COMMUNICATIONS CORP | 35906A108 | COM | 2,484,700 | $5,317,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 97,000 | $5,294,000 | thousands by filing date | call |
| JPMorgan Chase & Co | 46625H100 | COM | 60,200 | $5,288,000 | thousands by filing date | call |
| INCYTE CORP COM | 45337C102 | Stock | 39,531 | $5,284,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 83,141 | $5,279,000 | thousands by filing date | |
| YELP INC CL A | 985817105 | Stock | 160,500 | $5,256,000 | thousands by filing date | call |
| CELGENE CORP | 151020104 | COM | 42,109 | $5,240,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 43,514 | $5,232,000 | thousands by filing date | |
| SAREPTA THERAPEUTICS INC | 803607100 | COM | 176,600 | $5,227,000 | thousands by filing date | call |
| XILINX INC | 983919101 | COM | 90,220 | $5,223,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 65,987 | $5,218,000 | thousands by filing date | |
| QUEST DIAGNOSTICS INC COM | 74834L100 | Stock | 53,100 | $5,214,000 | thousands by filing date | call |
| DOLLAR TREE INC COM | 256746108 | Stock | 66,372 | $5,208,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 56,035 | $5,198,000 | thousands by filing date | |
| WHITEWAVE FOODS COMPANY | 966244105 | COMMON STOCK | 92,522 | $5,195,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 86,974 | $5,192,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 90,564 | $5,182,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 343,919 | $5,142,000 | thousands by filing date | |
| UDR INC COM | 902653104 | REIT | 141,453 | $5,129,000 | thousands by filing date | |
| Boston Scientific Corporation | 101137107 | COM | 206,100 | $5,126,000 | thousands by filing date | call |
| BB & T CORP | 054937107 | COM | 114,400 | $5,114,000 | thousands by filing date | put |
| ALBEMARLE CORP | 012653101 | COM | 48,380 | $5,111,000 | thousands by filing date | |
| HARRIS CORP INC | 413875105 | COM | 45,932 | $5,111,000 | thousands by filing date | |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 357,100 | $5,092,000 | thousands by filing date | call |
| ServiceNow,Inc. | 81762P102 | COM | 58,070 | $5,079,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-17-001347 | this filing | 2017-05-15 | acceptance time not in the bulk data set |