0001085146-16-003654.txt : 20160511 0001085146-16-003654.hdr.sgml : 20160511 20160511070434 ACCESSION NUMBER: 0001085146-16-003654 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160511 DATE AS OF CHANGE: 20160511 EFFECTIVENESS DATE: 20160511 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Jefferies Group LLC CENTRAL INDEX KEY: 0001084580 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 954719745 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10917 FILM NUMBER: 161637799 BUSINESS ADDRESS: STREET 1: 520 MADISON AVENUE STREET 2: 12TH FLOOR - LEGAL DEPT. CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-709-6409 MAIL ADDRESS: STREET 1: 520 MADISON AVENUE STREET 2: 12TH FLOOR - LEGAL DEPT. CITY: NEW YORK STATE: NY ZIP: 10022 FORMER COMPANY: FORMER CONFORMED NAME: JEFFERIES GROUP INC /DE/ DATE OF NAME CHANGE: 19990429 FORMER COMPANY: FORMER CONFORMED NAME: JEF HOLDING CO INC DATE OF NAME CHANGE: 19990419 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001084580 XXXXXXXX 03-31-2016 03-31-2016 Jefferies Group LLC

520 MADISON AVENUE 12TH FLOOR - LEGAL DEPT. NEW YORK NY 10022

13F HOLDINGS REPORT 028-10917 N Roland Kelly 310 914-1373 /s/ Roland Kelly Los Angeles CA 05-09-2016 2 2163 17374483 false 1 0001265287 028-13184 JEFFERIES LLC 4 0001492224 028-13965 Jefferies Investment Advisers, LLC INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 2U INCCOM90214J10131614000SHCallDFND114000003-D SYS CORP DELCOM NEW88554D20529318909SHDFND1 418909003M COCOM88579Y101221713304SHDFND413304003M COCOM88579Y101573234400SHCallDFND1 434400003M COCOM88579Y1013832300SHPutDFND423000051JOB INCSP ADR REP COM3168271042006450SHDFND1645000AAC HLDGS INCCOM00030710899050000SHDFND15000000ABBOTT LABSCOM00282410015350SHDFND435000ABBOTT LABSCOM0028241007400176900SHCallDFND1 417690000ABBOTT LABSCOM0028241008617206000SHPutDFND420600000ABBVIE INCCOM00287Y1092253940SHDFND4394000ABBVIE INCCOM00287Y1097403129600SHCallDFND1 412960000ABBVIE INCCOM00287Y1096169108000SHPutDFND1 410800000ACADIA PHARMACEUTICALS INCCOM004225108210075100SHPutDFND17510000ACADIA PHARMACEUTICALS 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A090572207184013459SHDFND1 41345900BIO TECHNE CORPCOM09073M104173618363SHDFND1 41836300BIOGEN INCCOM09062X1036462483SHDFND4248300BIOGEN INCCOM09062X103182700SHCallDFND470000BIOGEN INCCOM09062X103156600SHPutDFND460000BIOMARIN PHARMACEUTICAL INCCOM09061G101258131291SHDFND1 43129100BIOMARIN PHARMACEUTICAL INCNOTE 0.750%10/109061GAE117151480000PRNDFND1148000000BIOSCRIP INCCOM09069N10812860000SHDFND16000000BJS RESTAURANTS INCCOM09180C1062566160SHDFND4616000BLACKBERRY LTDCOM09228F10316920916SHDFND42091600BLACKROCK CAPITAL INVESTMENTNOTE 5.500% 2/1092533AB41313000PRNDFND41300000BLACKSTONE MTG TR INCNOTE 5.250%12/009257WAA81514000SHDFND41400000BLOCK H & R INCCOM093671105247293552SHDFND49355200BLUE BUFFALO PET PRODS INCCOM09531U102191774696SHDFND1 47469600BOEING COCOM097023105410532338SHDFND43233800BOEING COCOM097023105694454700SHCallDFND45470000BOEING COCOM0970231051112087600SHPutDFND48760000BOISE CASCADE CO DELCOM09739D100151072900SHCallDFND17290000BOOT BARN HLDGS 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INCOM11133T1035739663SHDFND4966300BROADSOFT INCNOTE 1.500% 7/011133BAB8289254000PRNDFND1 425400000BROCADE COMMUNICATIONS SYS ICOM NEW1116213061672158000SHCallDFND115800000BROCADE COMMUNICATIONS SYS ICOM NEW1116213062025191417SHDFND1 419141700BROCADE COMMUNICATIONS SYS INOTE 1.375% 1/0111621AQ11515000PRNDFND41500000BROOKDALE SR LIVING INCCOM112463104134984932SHDFND18493200BROOKDALE SR LIVING INCCOM11246310423714900SHPutDFND11490000BROOKLINE BANCORP INC DELCOM11373M10711910832SHDFND41083200BROWN & BROWN INCCOM11523610140111200SHDFND1 41120000BROWN FORMAN CORPCL B115637209249225306SHDFND42530600BRUKER CORPCOM11679410834112184SHDFND41218400BRUNSWICK CORPCOM11704310902SHDFND1200BRUNSWICK CORPCOM1170431094798100000SHCallDFND110000000BUCKEYE PARTNERS L PUNIT LTD PARTN1182301012573789SHDFND4378900BUNGE LIMITEDCOMG16962105247643686SHDFND1 44368600BUNGE LIMITEDCOMG16962105417173600SHCallDFND17360000BURLINGTON STORES INCCOM122017106281250000SHCallDFND15000000BWX TECHNOLOGIES INCCOM05605H10091527278SHDFND42727800CA INCCOM12673P1052678663SHDFND4866300CABELAS INCCOM1268043015371110300SHCallDFND111030000CABELAS INCCOM12680430101SHDFND1100CABLEVISION SYS CORPCL A NY CABLVS12686C10910897330212SHDFND1 433021200CABOT CORPCOM1270551012174496SHDFND4449600CABOT OIL & GAS CORPCOM127097103572500SHCallDFND1250000CABOT OIL & GAS CORPCOM1270971034542200000SHPutDFND120000000CAL MAINE FOODS INCCOM NEW12803020214566280598SHDFND1 428059800CALAMP CORPCOM12812610921712108SHDFND1 41210800CALATLANTIC GROUP INCCOM1281951042688025SHDFND1 4802500CALIFORNIA RES CORPCOM13057Q1071312546SHDFND11254600CAMERON INTERNATIONAL CORPCOM13342B105368454951SHDFND45495100CAMERON INTERNATIONAL CORPCOM13342B105197129400SHPutDFND12940000CAMPBELL SOUP COCOM134429109199531271SHDFND1 43127100CAMPBELL SOUP COCOM134429109731291146400SHPutDFND1114640000CANADIAN SOLAR INCCOM13663510927514261SHDFND41426100CANTEL MEDICAL CORPCOM1380981082142992SHDFND4299200CAPITAL ONE FINL CORPCOM14040H105140320243SHDFND1 42024300CAPITAL ONE FINL CORPCOM14040H105355651300SHPutDFND15130000CARBO CERAMICS INCCOM14078110516611681SHDFND41168100CARDINAL HEALTH INCCOM14149Y108148218089SHDFND1 41808900CARDINAL HEALTH INCCOM14149Y108163920000SHCallDFND12000000CARDTRONICS INCNOTE 1.000%12/014161HAG32223000PRNDFND12300000CARE CAP PPTYS INCCOM1416241062489222SHDFND1 4922200CARLISLE COS INCCOM1423391004684707SHDFND4470700CARMAX INCCOM14313010227793543900SHPutDFND154390000CARMIKE CINEMAS INCCOM14343640075125000SHPutDFND12500000CARMIKE CINEMAS INCCOM143436400872900SHDFND1290000CARNIVAL CORPPAIRED CTF143658300212040182SHDFND1 44018200CARNIVAL CORPPAIRED CTF14365830016300SHCallDFND430000CARNIVAL CORPPAIRED CTF14365830016300SHPutDFND430000CARRIAGE SVCS INCNOTE 2.750% 3/1143905AM911099000PRNDFND19900000CARTER INCCOM146229109126912043SHDFND1 41204300CATERPILLAR INC DELCOM14912310127350SHDFND435000CATERPILLAR INC DELCOM14912310116846220100SHCallDFND1 422010000CATERPILLAR INC DELCOM14912310143207564500SHPutDFND1 456450000CAVIUM INCCOM14964U1083065000SHDFND1500000CAVIUM INCCOM14964U1083555800SHPutDFND1580000CBIZ INCCOM12480510211411264SHDFND41126400CBL & ASSOC PPTYS INCCOM12483010014812400SHDFND11240000CBL & ASSOC PPTYS INCCOM1248301006500SHCallDFND150000CBRE GROUP INCCL A12504L10957019778SHDFND41977800CBS CORP NEWCL B12485720241750SHDFND475000CBS CORP NEWCL B12485720215172275400SHPutDFND127540000CDK GLOBAL INCCOM12508E1012705800SHCallDFND1580000CDK GLOBAL INCCOM12508E1012936290SHDFND1 4629000CELGENE CORPCOM151020104152615243SHDFND41524300CELGENE CORPCOM15102010412591125800SHCallDFND1 412580000CELGENE CORPCOM15102010410660106500SHPutDFND1 410650000CEMEX SAB DE CVNOTE 3.720% 3/1151290BR318392000000PRNDFND1200000000CEMEX SAB DE CVNOTE 3.750% 3/1151290BC685988231000PRNDFND1823100000CEMEX SAB DE CVSPON ADR NEW151290889855117400SHCallDFND111740000CEMEX SAB DE CVSPON ADR NEW151290889395310SHDFND4531000CENOVUS ENERGY INCCOM15135U10931528010SHDFND42801000CENTENE CORP DELCOM15135B101206333500SHDFND1 43350000CENTENE CORP DELCOM15135B10197915900SHCallDFND11590000CENTERPOINT ENERGY INCCOM15189T10781538975SHDFND43897500CENTERPOINT ENERGY INCCOM15189T1075397258000SHCallDFND125800000CENTRAL FD CDA LTDCL A1535011015697475182SHDFND1 447518200CENTURY ALUM COCOM15643110814320281SHDFND42028100CENTURYLINK INCCOM1567001068064252300SHPutDFND125230000CENTURYLINK INCCOM15670010610300SHDFND430000CENTURYLINK INCCOM15670010663920000SHCallDFND12000000CEPHEIDDBCV 1.250% 2/015670RAC1583654000PRNDFND165400000CERNER CORPCOM15678210468712978SHDFND41297800CERNER CORPCOM1567821042224200SHCallDFND1420000CERUS CORPCOM15708510184701428400SHPutDFND1142840000CERUS CORPCOM157085101825139050SHDFND1 413905000CERUS CORPCOM1570851014330730200SHCallDFND173020000CF INDS HLDGS INCCOM125269100172455000SHPutDFND15500000CF INDS HLDGS INCCOM12526910098331364SHDFND13136400CF INDS HLDGS INCCOM1252691004171133100SHCallDFND113310000CHART INDS INCNOTE 2.000% 8/016115QAC41921000PRNDFND42100000CHARTER COMMUNICATIONS INC DCL A NEW16117M30527347135094SHDFND1 413509400CHARTER COMMUNICATIONS INC DCL A NEW16117M305765237800SHCallDFND13780000CHARTER COMMUNICATIONS INC DCL A NEW16117M30532105158600SHPutDFND115860000CHECK POINT SOFTWARE TECH LTORDM224651048289463SHDFND1 4946300CHEMOURS COCOM163851108223100SHPutDFND1310000CHEMOURS COCOM16385110834949901SHDFND14990100CHENIERE ENERGY INCCOM NEW16411R20853015678SHDFND41567800CHENIERE ENERGY INCCOM NEW16411R20813041385500SHCallDFND138550000CHENIERE ENERGY INCCOM NEW16411R2085849172900SHPutDFND117290000CHENIERE ENERGY INCNOTE 4.250% 3/116411RAG410171951000PRNDFND1195100000CHESAPEAKE ENERGY CORPCOM1651671072880699100SHCallDFND169910000CHESAPEAKE ENERGY CORPCOM16516710772081749500SHPutDFND1174950000CHESAPEAKE ENERGY CORPCOM16516710714435000SHDFND13500000CHESAPEAKE ENERGY CORPNOTE 2.250%12/1165167CB1112260000PRNDFND126000000CHESAPEAKE ENERGY CORPNOTE 2.500% 5/1165167CA398155000PRNDFND115500000CHEVRON CORP NEWCOM16676410081850SHDFND485000CHEVRON CORP NEWCOM16676410027227285400SHCallDFND1 428540000CHEVRON CORP NEWCOM16676410078734825300SHPutDFND1 482530000CHICAGO BRIDGE & IRON CO N VCOM16725010958516000SHCallDFND11600000CHICAGO BRIDGE & IRON CO N VCOM167250109144339427SHDFND1 43942700CHINA LIFE INS CO LTDSPON ADR REP H16939P10673960116SHDFND1 46011600CHIPMOS TECH BERMUDA LTDSHSG2110R114136378438SHDFND17843800CHIPOTLE MEXICAN GRILL INCCOM16965610533037014SHDFND4701400CHIPOTLE MEXICAN GRILL INCCOM1696561051742637000SHCallDFND13700000CHIPOTLE MEXICAN GRILL INCCOM16965610540038500SHPutDFND1850000CHOICE HOTELS INTL INCCOM16990510663511756SHDFND1 41175600CHRISTOPHER & BANKS CORPCOM1710461052711088SHDFND41108800CHURCH & DWIGHT INCCOM1713401027518142SHDFND1 4814200CHUYS HLDGS INCCOM171604101712288SHDFND4228800CHUYS HLDGS INCCOM171604101205166000SHCallDFND16600000CIENA CORPCOM NEW17177930937219541SHDFND11954100CIGNA CORPORATIONCOM125509109185313502SHDFND1 41350200CIGNA CORPORATIONCOM125509109470734300SHPutDFND13430000CIMAREX ENERGY COCOM17179810173749SHDFND474900CIMAREX ENERGY COCOM171798101199420500SHCallDFND12050000CINCINNATI BELL INC NEWCOM1718711068121032SHDFND42103200CINCINNATI FINL CORPCOM172062101108816650SHDFND41665000CINEMARK HOLDINGS INCCOM17243V10243412111SHDFND1 41211100CINTAS CORPCOM1729081053423811SHDFND4381100CISCO SYS INCCOM17275R1025350187934SHDFND1 418793400CISCO SYS INCCOM17275R1027704270600SHCallDFND427060000CISCO SYS INCCOM17275R10210915383400SHPutDFND438340000CIT GROUP INCCOM NEW125581801173856000SHPutDFND15600000CIT GROUP INCCOM NEW12558180132310409SHDFND41040900CIT GROUP INCCOM NEW1255818019309300000SHCallDFND130000000CITIGROUP INCCOM NEW1729674248003191700SHPutDFND419170000CITIGROUP INCCOM NEW172967424307073527SHDFND47352700CITIGROUP INCCOM NEW17296742422599541300SHCallDFND1 454130000CITIZENS FINL GROUP INCCOM17461010566631805SHDFND43180500CITRIX SYS INCCOM177376100369647038SHDFND1 44703800CITRIX SYS INCCOM177376100188624000SHCallDFND12400000CLAYMORE EXCHANGE TRD FD TRGUG BULL2018 E18383M530211951003572SHDFND1100357200CLECO CORP NEWCOM12561W10510229185272SHDFND1 418527200CLIFFS NAT RES INCCOM18683K1012909969800SHCallDFND196980000CLIFFS NAT RES INCCOM18683K101442147400SHPutDFND114740000CLOROX CO DELCOM189054109351227857SHDFND1 42785700CLOVIS ONCOLOGY INCCOM18946410032316800SHCallDFND11680000CLOVIS ONCOLOGY INCCOM189464100156781600SHPutDFND18160000CLOVIS ONCOLOGY INCNOTE 2.500% 9/1189464AB611431671000PRNDFND1167100000CLUBCORP HLDGS INCCOM18948M1081863132701SHDFND1 413270100CLUBCORP HLDGS INCCOM18948M10868849000SHPutDFND14900000CME GROUP INCCOM12572Q105197220535SHDFND42053500CMS ENERGY CORPCOM1258961001423345SHDFND4334500CMS ENERGY CORPCOM1258961006930163300SHCallDFND116330000CNA FINL CORPCOM12611710040812676SHDFND41267600COBALT INTL ENERGY INCCOM19075F10615150700SHCallDFND15070000COBALT INTL ENERGY INCCOM19075F106469157800SHPutDFND115780000COBALT INTL ENERGY INCNOTE 2.625%12/019075FAA431916330000PRNDFND1633000000COBALT INTL ENERGY INCNOTE 3.125% 5/119075FAB218314356000PRNDFND1435600000COCA COLA COCOM19121610019447419200SHCallDFND1 441920000COCA COLA COCOM19121610015536334900SHPutDFND1 433490000COCA COLA COCOM1912161002675746SHDFND4574600COCA COLA ENTERPRISES INC NECOM19122T10913620268421SHDFND1 426842100CODEXIS INCCOM1920051063711800SHDFND11180000COGENT COMMUNICATIONS HLDGSCOM NEW19239V302259SHDFND15900COGENT COMMUNICATIONS HLDGSCOM NEW19239V30250713000SHCallDFND11300000COGNEX CORPCOM1924221032646781SHDFND1 4678100COLGATE PALMOLIVE COCOM19416210310845153500SHCallDFND1 415350000COLGATE PALMOLIVE COCOM194162103305243200SHPutDFND44320000COLGATE PALMOLIVE COCOM194162103199428224SHDFND42822400COLONY CAP INCNOTE 3.875% 1/119624RAB240384504000PRNDFND1 4450400000COLONY CAP INCNOTE 5.000% 4/119624RAA415701750000PRNDFND1175000000COLUMBIA PIPELINE GROUP INCCOM198280109146658387SHDFND1 45838700COLUMBIA PIPELINE GROUP INCCOM19828010962524900SHCallDFND12490000COLUMBIA PIPELINE PARTNERS LCOM UT REPSTG198281107131490000SHCallDFND19000000COLUMBIA PPTY TR INCCOM NEW19828720354424736SHDFND1 42473600COMCAST CORP NEWCL A20030N1017708126200SHCallDFND112620000COMCAST CORP NEWCL A20030N1011011481656000SHPutDFND1165600000COMCAST CORP NEWCL A20030N101400365536SHDFND46553600COMERICA INCCOM2003401072195789SHDFND4578900COMMSCOPE HLDG CO INCCOM20337X10941014702SHDFND1 41470200COMMUNITY HEALTH SYS INC NEWCOM203668108170692140SHDFND1 49214000COMMVAULT SYSTEMS INCCOM204166102571321SHDFND1 4132100COMMVAULT SYSTEMS INCCOM204166102215950000SHCallDFND15000000COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A10212919536SHDFND41953600COMPANHIA PARANAENSE ENERG CSPON ADR PFD20441B40710112760SHDFND41276000COMSCORE INCCOM20564W105993281SHDFND1 4328100COMSCORE INCCOM20564W10535411800SHPutDFND11180000CONCHO RES INCCOM20605P1016576500SHDFND1650000CONCHO RES INCCOM20605P101406240200SHCallDFND14020000CONCHO RES INCCOM20605P10132969326300SHPutDFND132630000CONCORDIA HEALTHCARE CORPCOM2065191002529825SHDFND1982500CONCORDIA HEALTHCARE CORPCOM206519100261000SHCallDFND1100000CONNS INCCOM20824210731225000SHDFND12500000CONOCOPHILLIPSCOM20825C104139034521SHDFND43452100CONOCOPHILLIPSCOM20825C1046536162300SHPutDFND1 416230000CONOCOPHILLIPSCOM20825C10422974570500SHCallDFND1 457050000CONSOL ENERGY INCCOM20854P1098138720800SHCallDFND172080000CONSOL ENERGY INCCOM20854P1094414391000SHPutDFND139100000CONSTELLATION BRANDS INCCL A21036P108716347406SHDFND1 44740600CONSTELLATION BRANDS INCCL A21036P108191912700SHCallDFND11270000CONSTELLIUM NVCL AN22035104856165000SHDFND116500000CONTINENTAL RESOURCES INCCOM212015101106335000SHCallDFND13500000CONTINENTAL RESOURCES INCCOM21201510160720000SHPutDFND12000000COOPER COS INCCOM NEW2166484027705000SHPutDFND1500000COOPER COS INCCOM NEW2166484023572317SHDFND1231700COOPER STD HLDGS INCCOM21676P1032663696SHDFND4369600COPART INCCOM21720410643210598SHDFND41059800CORELOGIC INCCOM21871D1033449912SHDFND4991200COSTCO WHSL CORP NEWCOM22160K105419226600SHPutDFND42660000COSTCO WHSL CORP NEWCOM22160K10512888173SHDFND4817300COSTCO WHSL CORP NEWCOM22160K105182811600SHCallDFND41160000COTY INCCOM CL A22207020345816471SHDFND1 41647100CRANE COCOM2243991053055660SHDFND4566000CREDICORP LTDCOMG2519Y1084053095SHDFND4309500CREDIT ACCEP CORP MICHCOM22531010113187261SHDFND1 4726100CREDIT ACCEP CORP MICHCOM225310101183410100SHPutDFND11010000CREDIT SUISSE AG NASSAU BRHVELSHS DLY SHTRM22539T4231457332000SHDFND133200000CREDIT SUISSE GROUPSPONSORED ADR22540110838827485SHDFND42748500CROSS CTRY HEALTHCARE INCCOM22748310446239726SHDFND13972600CROSS CTRY HEALTHCARE INCCOM2274831042054176600SHCallDFND117660000CROSS CTRY HEALTHCARE INCCOM227483104114398300SHPutDFND19830000CROWN CASTLE INTL CORP NEWCNV PFD STK SR A22822V200267425000SHDFND12500000CROWN CASTLE INTL CORP NEWCOM22822V1016347327SHDFND4732700CROWN CASTLE INTL CORP NEWCOM22822V1015886800SHCallDFND1680000CRYOLIFE INCCOM22890310013112144SHDFND41214400CSRA INCCOM12650T10476128304SHDFND1 42830400CSX CORPCOM12640810384732910SHDFND43291000CTRIP COM INTL LTDAMERICAN DEP SHS22943F10010622240000SHCallDFND124000000CULLEN FROST BANKERS INCCOM229899109121121982SHDFND1 42198200CUMMINS INCCOM23102110611780107150SHDFND1 410715000CUMMINS INCCOM231021106423338500SHPutDFND13850000CURRENCYSHARES EURO TREURO SHS23130C108278025000SHDFND12500000CVR ENERGY INCCOM12662P10876829418SHDFND1 42941800CVS HEALTH CORPCOM126650100616259400SHPutDFND45940000CVS HEALTH CORPCOM1266501003143025SHDFND4302500CVS HEALTH CORPCOM126650100862083100SHCallDFND1 48310000CYPRESS SEMICONDUCTOR CORPCOM2328061092166250157SHDFND1 425015700CYPRESS SEMICONDUCTOR CORPCOM232806109238162750100SHCallDFND1275010000CYTOSORBENTS CORPCOM NEW23283X2062600SHDFND160000CYTOSORBENTS CORPCOM NEW23283X20615138600SHCallDFND13860000D R HORTON INCCOM23331A109169356017SHDFND45601700D R HORTON INCCOM23331A10957419000SHCallDFND11900000DANAHER CORP DELCOM2358511021711800SHPutDFND4180000DANAHER CORP DELCOM2358511023133300SHCallDFND1 4330000DANAHER CORP DELCOM2358511021491575SHDFND4157500DARDEN RESTAURANTS INCCOM237194105297744900SHDFND1 44490000DAVE & BUSTERS ENTMT INCCOM238337109110028375SHDFND1 42837500DAVITA HEALTHCARE PARTNERS ICOM23918K1083825200SHDFND1 4520000DDR CORPCOM23317H10226614959SHDFND41495900DEERE & COCOM244199105248932325SHDFND43232500DEL TACO RESTAURANTS INCCOM24549610411711300SHDFND11130000DELEK LOGISTICS PARTNERS LPCOM UNT RP INT24664T10332710400SHCallDFND11040000DELPHI AUTOMOTIVE PLCSHSG2782310699313238SHDFND41323800DELTA AIR LINES INC DELCOM NEW24736170213445276200SHCallDFND127620000DELTA AIR LINES INC DELCOM NEW247361702571175SHDFND4117500DENTSPLY SIRONA INCCOM24906P109135421975SHDFND1 42197500DEPOMED INCNOTE 2.500% 9/0249908AA268777327000PRNDFND1732700000DESTINATION MATERNITY CORPCOM25065D10030744848SHDFND14484800DESTINATION MATERNITY CORPCOM25065D10057083400SHCallDFND18340000DESTINATION MATERNITY CORPCOM25065D100684100000SHPutDFND110000000DEUTSCHE BANK AGNAMEN AKTD1819089859034699SHDFND43469900DEUTSCHE BK AG LONDON BRHDB INVR JAP GOV25154P17093054900SHDFND15490000DEVON ENERGY CORP NEWCOM25179M103175563974SHDFND46397400DEVRY ED GROUP INCCOM25189310323113376SHDFND41337600DHT HOLDINGS INCDEBT 4.500%10/023335SAB259676054000PRNDFND1605400000DIAMOND OFFSHORE DRILLING INCOM25271C10260427805SHDFND42780500DIAMOND RESORTS INTL INCCOM25272T10438916000SHDFND11600000DIAMOND RESORTS INTL INCCOM25272T1042724112100SHCallDFND111210000DIAMONDBACK ENERGY INCCOM25278X10959767SHDFND476700DIAMONDBACK ENERGY INCCOM25278X109763398900SHCallDFND19890000DIAMONDBACK ENERGY INCCOM25278X10915436200000SHPutDFND120000000DIANA SHIPPING INCCOMY2066G10415557867SHDFND15786700DIANA SHIPPING INCCOMY2066G104394147600SHCallDFND114760000DICKS SPORTING GOODS INCCOM2533931022094474SHDFND1 4447400DIEBOLD INCCOM25365110336112501SHDFND11250100DINEEQUITY INCCOM2544231066046464SHDFND1 4646400DINEEQUITY INCCOM2544231061872000SHPutDFND1200000DIREXION SHS ETF TRDLY EMKT 3X NEW25459Y4703485100000SHPutDFND110000000DIREXION SHS ETF TRDLY R/E BEAR3X25459Y3639126600000SHPutDFND160000000DIREXION SHS ETF TRDLY R/E BEAR3X25459Y3633729245200SHDFND124520000DISCOVER FINL SVCSCOM254709108691350SHDFND4135000DISCOVER FINL SVCSCOM2547091089033177400SHCallDFND117740000DISH NETWORK CORPCL A25470M109394485264SHDFND1 48526400DISH NETWORK CORPCL A25470M1092786000SHCallDFND1600000DISNEY WALT COCOM DISNEY25468710625115252900SHCallDFND1 425290000DISNEY WALT COCOM DISNEY254687106546255000SHPutDFND45500000DISNEY WALT COCOM DISNEY254687106110811159SHDFND41115900DOLBY LABORATORIES INCCOM25659T10746110599SHDFND41059900DOLLAR GEN CORP NEWCOM256677105670478323SHDFND1 47832300DOLLAR GEN CORP NEWCOM25667710518712218600SHCallDFND121860000DOLLAR GEN CORP NEWCOM256677105777290800SHPutDFND19080000DOLLAR TREE INCCOM256746108137316652SHDFND1 41665200DOLLAR TREE INCCOM256746108383446500SHCallDFND14650000DOLLAR TREE INCCOM256746108494860000SHPutDFND16000000DOMINION RES INC VA NEWCOM25746U10934450SHDFND445000DOMINION RES INC VA NEWCOM25746U10917646234900SHCallDFND123490000DOMINION RES INC VA NEWUNIT 04/01/201325746U703203434648SHDFND13464800DOMINION RES INC VA NEWUNIT 99/99/999925746U869256150630SHDFND15063000DOMINOS PIZZA INCCOM25754A2017575744SHDFND1 4574400DOMTAR CORPCOM NEW25755920366916519SHDFND1 41651900DOMTAR CORPCOM NEW25755920371317600SHCallDFND11760000DONNELLEY R R & SONS COCOM25786710122913987SHDFND41398700DOVER CORPCOM2600031085909169SHDFND4916900DOVER CORPCOM260003108353855000SHCallDFND15500000DOW CHEM COCOM26054310312629248300SHCallDFND1 424830000DOW CHEM COCOM26054310357011200SHPutDFND41120000DOW CHEM COCOM260543103483194986SHDFND1 49498600DR PEPPER SNAPPLE GROUP INCCOM26138E109544160848SHDFND1 46084800DRIL-QUIP INCCOM262037104164127100SHDFND12710000DRIL-QUIP INCCOM262037104595398300SHPutDFND19830000DU PONT E I DE NEMOURS & COCOM26353410920326321000SHPutDFND1 432100000DU PONT E I DE NEMOURS & COCOM26353410931989505200SHCallDFND1 450520000DU PONT E I DE NEMOURS & COCOM263534109399863137SHDFND1 46313700DUKE ENERGY CORP NEWCOM NEW26441C20416798208200SHCallDFND1 420820000DUKE ENERGY CORP NEWCOM NEW26441C204376846700SHPutDFND44670000DUKE ENERGY CORP NEWCOM NEW26441C2045156383SHDFND1 4638300DUN & BRADSTREET CORP DEL NECOM26483E1005365198SHDFND4519800DUNKIN BRANDS GROUP INCCOM26550410074615812SHDFND1 41581200E HOUSE CHINA HLDGS LTDADR26852W103855137501SHDFND1 413750100E M C CORP MASSCOM2686481027166268895SHDFND426889500E M C CORP MASSCOM268648102414971557100SHCallDFND1155710000E M C CORP MASSCOM26864810216955636200SHPutDFND163620000E TRADE FINANCIAL CORPCOM NEW269246401131853820SHDFND45382000E TRADE FINANCIAL CORPCOM NEW26924640146819100SHCallDFND11910000E TRADE FINANCIAL CORPCOM NEW26924640117700SHPutDFND170000EAGLE MATERIALS INCCOM26969P108430361380SHDFND1 46138000EAGLE MATERIALS INCCOM26969P10818229260000SHCallDFND126000000EAGLE MATERIALS INCCOM26969P1086459200SHPutDFND1920000EAST WEST BANCORP INCCOM27579R1042236881SHDFND1 4688100EASTMAN CHEM COCOM2774321005297326SHDFND1732600EATON CORP PLCSHSG2918310313200SHDFND420000EATON CORP PLCSHSG291831032193500SHCallDFND1350000EATON VANCE TX MNG BY WRT OPCOM27828Y10839526852SHDFND42685200EBAY INCCOM2786421033648152907SHDFND415290700ECHO GLOBAL LOGISTICS INCNOTE 2.500% 5/027875TAA99796000PRNDFND1 49600000ECOLAB INCCOM278865100460641300SHCallDFND14130000ECOLAB INCCOM2788651005134600SHPutDFND1460000ECOLAB INCCOM27886510033300SHDFND430000E-COMMERCE CHINA DANGDANG INSPN ADS COM A26833A10547967250SHDFND46725000EDGEWELL PERS CARE COCOM28035Q1024265285SHDFND4528500EDWARDS LIFESCIENCES CORPCOM28176E108350739759SHDFND1 43975900EDWARDS LIFESCIENCES CORPCOM28176E108706680100SHCallDFND18010000ELDORADO GOLD CORP NEWCOM28490210310633528SHDFND43352800ELDORADO RESORTS INCCOM28470R10242136781SHDFND13678100ELECTRO SCIENTIFIC INDSCOM2852291009613369SHDFND1 41336900ELECTRONIC ARTS INCCOM285512109339651365SHDFND1 45136500ELECTRONICS FOR IMAGING INCCOM286082102132231193SHDFND1 43119300ELECTRONICS FOR IMAGING INCNOTE 0.750% 9/0286082AC61817000PRNDFND41700000EMERGENT BIOSOLUTIONS INCNOTE 2.875% 1/129089QAB1841643000PRNDFND164300000EMERSON ELEC COCOM2910111047213132638SHDFND1 413263800EMERSON ELEC COCOM291011104178932900SHCallDFND13290000EMPIRE ST RLTY TR INCCL A29210410637821560SHDFND42156000ENCANA CORPCOM2925051041566257100SHCallDFND125710000ENCANA CORPCOM292505104846138900SHPutDFND113890000ENCANA CORPCOM29250510413421966SHDFND42196600ENCORE CAP GROUP INCCOM292554102160162200SHPutDFND16220000ENCORE CAP GROUP INCNOTE 2.875% 3/1292554AH532344637000PRNDFND1 4463700000ENDO INTL PLCSHSG30401106234283201SHDFND48320100ENDO INTL PLCSHSG30401106123944000SHCallDFND14400000ENDO INTL PLCSHSG3040110652418600SHPutDFND11860000ENDOLOGIX INCNOTE 2.250%12/129266SAA4334446000PRNDFND144600000ENDOLOGIX INCNOTE 3.250%11/029266SAB223102387000PRNDFND1238700000ENDURANCE SPECIALTY HLDGS LTSHSG3039710680412312SHDFND1 41231200ENERGIZER HLDGS INC NEWCOM29272W1093508636SHDFND1 4863600ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V10082221153200SHCallDFND1115320000ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V100293624118100SHPutDFND1411810000ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V100183812577963SHDFND1257796300ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R109145545000SHCallDFND14500000ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R10970221700SHPutDFND12170000ENERGY XXI BERMUDA LTDNOTE 3.000%12/129274UAB72811000000PRNDFND11100000000ENERNOC INCCOM29276410740654258SHDFND15425800ENERNOC INCDBCV 2.250% 8/1292764AB331074360000PRNDFND1436000000ENERSIS AMERICAS S ASPONSORED ADR29274F10483560049SHDFND1 46004900ENOVA INTL INCCOM29357K103631100000SHPutDFND110000000ENOVA INTL INCCOM29357K10352483084SHDFND1 48308400ENSCO PLCSHS CLASS AG3157S1061654159520SHDFND1 415952000ENSCO PLCSHS CLASS AG3157S1061556150000SHPutDFND115000000ENSTAR GROUP LIMITEDSHSG3075P1012001232SHDFND4123200ENTERGY CORP NEWCOM29364G103106413424SHDFND1 41342400ENZO BIOCHEM INCCOM2941001027516400SHDFND11640000EOG RES INCCOM26875P10120540283000SHPutDFND1 428300000EOG RES INCCOM26875P10197313400SHCallDFND1 41340000EOG RES INCCOM26875P101473865279SHDFND1 46527900EP ENERGY CORPCL A26878510261320SHDFND4132000EP ENERGY CORPCL A26878510230567500SHCallDFND16750000EP ENERGY CORPCL A268785102235000SHPutDFND1500000EQT MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B100542672900SHCallDFND17290000EQUIFAX INCCOM2944291057036153SHDFND4615300EQUINIX INCCOM PAR $0.00129444U70017035151SHDFND4515100EQUITY COMWLTHCOM SH BEN INT29462810249017372SHDFND41737200EQUITY LIFESTYLE PPTYS INCCOM29472R1085557634SHDFND4763400EQUITY RESIDENTIALSH BEN INT29476L10713393178500SHCallDFND117850000ERICSSONADR B SEK 1029482160855255012SHDFND45501200ERIE INDTY COCL A29530P1026006454SHDFND1 4645400ESSEX PPTY TR INCCOM29717810521759299SHDFND1 4929900EURONET WORLDWIDE INCNOTE 1.500%10/0298736AH21311000PRNDFND11100000EVEREST RE GROUP LTDCOMG3223R1088894504SHDFND4450400EVERSOURCE ENERGYCOM30040W108385066000SHCallDFND16600000EVERSOURCE ENERGYCOM30040W1082904976SHDFND1 4497600EVERTEC INCCOM30040P10318213024SHDFND41302400EXACT SCIENCES CORPCOM30063P105962142700SHCallDFND114270000EXAMWORKS GROUP INCCOM30066A1054233143212SHDFND1 414321200EXAMWORKS GROUP INCCOM30066A105121841200SHCallDFND14120000EXAMWORKS GROUP INCCOM30066A1053074104000SHPutDFND110400000EXCO RESOURCES INCCOM269279402434439200SHDFND143920000EXCO RESOURCES INCCOM2692794026363700SHCallDFND16370000EXCO RESOURCES INCCOM269279402533538500SHPutDFND153850000EXELIXIS INCNOTE 4.250% 8/130161QAC832843300000PRNDFND1330000000EXELON CORPCOM30161N10132900SHDFND490000EXELON CORPCOM30161N1018757244200SHCallDFND124420000EXELON CORPCOM30161N1015684158500SHPutDFND115850000EXELON CORPUNIT 99/99/999930161N127127625914SHDFND1 42591400EXPEDIA INC DELCOM NEW30212P303274925500SHCallDFND12550000EXPEDIA INC DELCOM NEW30212P303680763134SHDFND46313400EXPRESS INCCOM30219E103133862500SHCallDFND16250000EXPRESS SCRIPTS HLDG COCOM30219G108380955454SHDFND1 45545400EXPRESS SCRIPTS HLDG COCOM30219G10813498196500SHCallDFND1 419650000EXPRESS SCRIPTS HLDG COCOM30219G10812866187300SHPutDFND1 418730000EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20030018397SHDFND41839700EXTRA SPACE STORAGE INCCOM30225T102158116921SHDFND1 41692100EXXON MOBIL CORPCOM30231G10221675259300SHCallDFND1 425930000EXXON MOBIL CORPCOM30231G1021195171429800SHPutDFND1 4142980000EXXON MOBIL CORPCOM30231G10223891285811SHDFND1 428581100EZCORP INCNOTE 2.625% 6/1302301AB21625000PRNDFND12500000FACEBOOK INCCL A30303M102272523881SHDFND42388100FACEBOOK INCCL A30303M10213715120200SHCallDFND1 412020000FACEBOOK INCCL A30303M102198517400SHPutDFND41740000FAIRCHILD SEMICONDUCTOR INTLCOM30372610353726848SHDFND1 42684800FASTENAL COCOM3119001047350150000SHPutDFND115000000FASTENAL COCOM311900104208342512SHDFND1 44251200FEDEX CORPCOM31428X106733945100SHPutDFND44510000FEDEX CORPCOM31428X106323819900SHCallDFND41990000FEDEX CORPCOM31428X1061157671138SHDFND47113800FEI COCOM30241L1095796500SHCallDFND1650000FERROGLOBE PLCSHSG338561081049119019SHDFND111901900FERROGLOBE PLCSHSG338561081762200000SHCallDFND120000000FERROGLOBE PLCSHSG3385610825529000SHPutDFND12900000FIAT CHRYSLER AUTOMOBILES NSHSN317381022902360000SHCallDFND136000000FIAT CHRYSLER AUTOMOBILES NSHSN31738102627700SHDFND1770000FIBRIA CELULOSE S ASP ADR REP COM31573A1099511176SHDFND41117600FIDELITY NATL INFORMATION SVCOM31620M106155024489SHDFND42448900FIFTH THIRD BANCORPCOM3167731002109126390SHDFND1 412639000FIREEYE INCCOM31816Q10158932748SHDFND13274800FIREEYE INCCOM31816Q1017678426800SHCallDFND142680000FIRST DATA CORP NEWCOM CL A32008D106119092000SHDFND19200000FIRST DATA CORP NEWCOM CL A32008D1066029465900SHPutDFND146590000FIRST HORIZON NATL CORPCOM320517105171296SHDFND1 4129600FIRST HORIZON NATL CORPCOM320517105117990000SHCallDFND19000000FIRST NIAGARA FINL GP INCCOM33582V10838039238SHDFND1 43923800FIRST SOLAR INCCOM336433107110216096SHDFND1 41609600FIRST SOLAR INCCOM336433107464967900SHPutDFND16790000FIRSTENERGY CORPCOM33793210791925540SHDFND42554000FIRSTHAND TECH VALUE FD INCCOM33766Y10016622088SHDFND12208800FIRSTMERIT CORPCOM3379151022357111953SHDFND111195300FISERV INCCOM3377381086135971SHDFND4597100FITBIT INCCL A33812L102382500SHPutDFND1250000FITBIT INCCL A33812L1023654241174SHDFND1 424117400FITBIT INCCL A33812L10234122500SHCallDFND12250000FLAMEL TECHNOLOGIES SASPONSORED ADR33848810932329284SHDFND12928400FLEETCOR TECHNOLOGIES INCCOM33904110510106787SHDFND4678700FLEETMATICS GROUP PLCCOMG3556910564915942SHDFND1 41594200FLEETMATICS GROUP PLCCOMG35569105203650000SHPutDFND15000000FLEXTRONICS INTL LTDORDY2573F10215212608SHDFND41260800FLOWERS FOODS INCCOM34349810127414835SHDFND1 41483500FLUIDIGM CORP DELNOTE 2.750% 2/034385PAA6162292000PRNDFND129200000FLUOR CORP NEWCOM343412102237044138SHDFND14413800FLUOR CORP NEWCOM343412102534399500SHPutDFND19950000FORD MTR CO DELCOM PAR $0.01345370860102375804SHDFND47580400FORD MTR CO DELCOM PAR 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7/0422245AB61820000PRNDFND12000000HEARTLAND PMT SYS INCCOM42235N1082612700SHCallDFND1270000HECLA MNG COCOM4227041061946700000SHCallDFND170000000HEICO CORP NEWCL A4228062082725720SHDFND4572000HELIX ENERGY SOLUTIONS GRP ICOM42330P1077413211SHDFND11321100HELIX ENERGY SOLUTIONS GRP ICOM42330P1071798321000SHPutDFND132100000HELMERICH & PAYNE INCCOM423452101259044115SHDFND1 44411500HENRY JACK & ASSOC INCCOM42628110196511415SHDFND41141500HENRY JACK & ASSOC INCCOM426281101422950000SHPutDFND15000000HERBALIFE LTDCOM USD SHSG4412G101507982500SHDFND18250000HERBALIFE LTDCOM USD SHSG4412G10114036228000SHCallDFND122800000HERBALIFE LTDCOM USD SHSG4412G101184730000SHPutDFND13000000HERCULES OFFSHORE INCCOM NEW427093307486202469SHDFND120246900HERON THERAPEUTICS INCCOM427746102129968400SHCallDFND16840000HERSHEY COCOM427866108134614618SHDFND41461800HERSHEY COCOM42786610847279513400SHCallDFND151340000HERTZ GLOBAL HOLDINGS INCCOM42805T105128531220600SHCallDFND1122060000HERTZ GLOBAL HOLDINGS INCCOM42805T10570867267SHDFND16726700HESS CORPCOM42809H107263350000SHPutDFND15000000HESS CORPCOM42809H1074328214SHDFND1 4821400HESS CORPCOM42809H1073005700SHCallDFND1570000HEWLETT PACKARD ENTERPRISE CCOM42824C10943224393SHDFND1 42439300HEWLETT PACKARD ENTERPRISE CCOM42824C1093328187700SHCallDFND118770000HI-CRUSH PARTNERS LPCOM UNIT LTD42833710913427000SHDFND12700000HI-CRUSH PARTNERS LPCOM UNIT LTD4283371097916000SHCallDFND11600000HI-CRUSH PARTNERS LPCOM UNIT LTD4283371099920000SHPutDFND12000000HIGHER ONE HLDGS INCCOM42983D1045313600SHDFND11360000HILL ROM HLDGS INCCOM431475102116223099SHDFND1 42309900HIMAX TECHNOLOGIES INCSPONSORED ADR43289P10620117916SHDFND41791600HOLOGIC INCCOM4364401014098118776SHDFND1 411877600HOLOGIC INCCOM436440101172550000SHCallDFND15000000HOLOGIC INCCOM436440101278180600SHPutDFND18060000HOLOGIC INCFRNT 12/1436440AG652224194000PRNDFND1419400000HOLOGIC INCFRNT 2.000%12/1436440AB7178117000PRNDFND111700000HOME DEPOT INCCOM437076102760857021SHDFND45702100HOME DEPOT INCCOM4370761021096882200SHCallDFND1 48220000HOME DEPOT INCCOM43707610213943104500SHPutDFND410450000HONEYWELL INTL INCCOM43851610678700SHDFND470000HONEYWELL INTL INCCOM43851610619217171500SHCallDFND1 417150000HONEYWELL INTL INCCOM438516106344030700SHPutDFND43070000HORIZON PHARMA INVT LTDNOTE 2.500% 3/144052TAB7108125000PRNDFND112500000HORIZON PHARMA PLCSHSG4617B10525415300SHCallDFND11530000HORMEL FOODS CORPCOM440452100244856617SHDFND45661700HORNBECK OFFSHORE SVCS INC NCOM44054310635635900SHCallDFND13590000HORNBECK OFFSHORE SVCS INC NCOM44054310644644900SHPutDFND14490000HORNBECK OFFSHORE SVCS INC NNOTE 1.500% 9/0440543AN619193152000PRNDFND1315200000HOSPITALITY PPTYS TRCOM SH BEN INT44106M1022158102SHDFND1810200HP INCCOM40434L105302400SHDFND4240000HP INCCOM40434L1059856800000SHCallDFND180000000HRG GROUP INCCOM40434J10044832180SHDFND1 43218000HSBC HLDGS PLCSPON ADR NEW404280406101432594SHDFND1 43259400HUB GROUP INCCL A4433201062024942SHDFND4494200HUMANA INCCOM44485910277955426100SHPutDFND142610000HUMANA INCCOM444859102772842239SHDFND44223900HUMANA INCCOM444859102468425600SHCallDFND12560000HUNTINGTON BANCSHARES INCCOM4461501043474364125SHDFND436412500HUNTINGTON BANCSHARES INCPFD CONV SER A446150401450327SHDFND432700HUNTSMAN CORPCOM44701110768151200SHDFND15120000HUNTSMAN CORPCOM44701110754741100SHCallDFND14110000HUNTSMAN CORPCOM4470111072834213100SHPutDFND121310000HURON CONSULTING GROUP INCCOM4474621024377510SHDFND1751000HURON CONSULTING GROUP INCCOM447462102291050000SHPutDFND15000000HURON CONSULTING GROUP INCNOTE 1.250%10/0447462AB81616000PRNDFND41600000HUTCHINSON TECHNOLOGY INCCOM4484071064010900SHDFND11090000ICONIX BRAND GROUP INCCOM4510551071823226500SHCallDFND122650000ICONIX BRAND GROUP INCCOM4510551071641203800SHPutDFND120380000ICONIX BRAND GROUP INCNOTE 1.500% 3/1451055AF463429153000PRNDFND1915300000ICONIX BRAND GROUP INCNOTE 2.500% 6/0451055AE7149150000PRNDFND115000000IDACORP INCCOM4511071062703626SHDFND1 4362600IDEX CORPCOM45167R1043354036SHDFND4403600IDEXX LABS INCCOM45168D104107413717SHDFND1 41371700IDEXX LABS INCCOM45168D104167621400SHPutDFND12140000IHS INCCL A4517341077335905SHDFND4590500II VI INCCOM90210410825111544SHDFND41154400ILLINOIS TOOL WKS INCCOM45230810941400SHDFND440000ILLINOIS TOOL WKS INCCOM4523081094404300SHCallDFND1430000ILLUMINA INCCOM45232710914498940SHDFND1 4894000IMMUNOMEDICS INCNOTE 4.750% 2/1452907AK4482715000PRNDFND171500000IMPAX LABORATORIES INCCOM45256B101152747700SHPutDFND14770000IMPAX LABORATORIES INCCOM45256B101152747700SHCallDFND14770000IMPAX LABORATORIES INCCOM45256B10133010292SHDFND1 41029200IMS HEALTH HLDGS INCCOM44970B10942616056SHDFND1 41605600INCYTE CORPNOTE 0.375%11/145337CAM4157102000PRNDFND110200000INCYTE CORPNOTE 1.250%11/145337CAN21711000PRNDFND11100000INFINITY PHARMACEUTICALS INCCOM45665G303685130000SHCallDFND113000000INFOSYS LTDSPONSORED ADR45678810834618200SHCallDFND11820000INFOSYS LTDSPONSORED ADR456788108131SHDFND43100ING GROEP N VSPONSORED 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ETF464286400103839479SHDFND43947900ISHARESMSCI BRZ CAP ETF46428640016821639600SHCallDFND1 463960000ISHARESMSCI BRZ CAP ETF4642864005113194400SHPutDFND1 419440000ISHARESMSCI GERMANY ETF4642868062419350SHDFND4935000ISHARESMSCI JAPAN ETF46428684827724280SHDFND42428000ISHARESMSCI MEX CAP ETF464286822148227600SHPutDFND42760000ISHARESMSCI MEX CAP ETF4642868222775149SHDFND4514900ISHARES SILVER TRUSTISHARES46428Q10917912200SHDFND1 41220000ISHARES SILVER TRUSTISHARES46428Q109421902874000SHCallDFND1287400000ISHARES SILVER TRUSTISHARES46428Q10925017000SHPutDFND41700000ISHARES TR20 YR TR BD ETF46428743226122200000SHPutDFND120000000ISHARES TR20 YR TR BD ETF464287432130610000SHDFND11000000ISHARES TRA RATE CP BD ETF46429B291247847300SHDFND14730000ISHARES TRCHINA LG-CAP ETF46428718413888411300SHPutDFND1 441130000ISHARES TRCHINA LG-CAP ETF464287184273681018SHDFND48101800ISHARES TRCHINA LG-CAP ETF46428718411480340000SHCallDFND1 434000000ISHARES TRCORE MSCI EAFE46432F8423015658SHDFND4565800ISHARES TRCORE 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CORPCOM539830109305613795SHDFND41379500LOCKHEED MARTIN CORPCOM5398301091041147000SHCallDFND1 44700000LOEWS CORPCOM54042410847312372SHDFND1 41237200LORAL SPACE & COMMUNICATNS ICOM5438811062246371SHDFND4637100LOUISIANA PAC CORPCOM546347105103060186SHDFND1 46018600LOUISIANA PAC CORPCOM54634710594255000SHPutDFND15500000LOWES COS INCCOM548661107345545614SHDFND44561400LOWES COS INCCOM54866110719081251900SHPutDFND1 425190000LOWES COS INCCOM54866110729656391500SHCallDFND1 439150000LSB INDS INCCOM50216010458746000SHCallDFND14600000LULULEMON ATHLETICA INCCOM550021109202829954SHDFND1 42995400LULULEMON ATHLETICA INCCOM5500211093395000SHPutDFND1500000LUMBER LIQUIDATORS HLDGS INCCOM55003T1071930147100SHCallDFND114710000LYONDELLBASELL INDUSTRIES NSHS - A -N53745100611971500SHCallDFND17150000LYONDELLBASELL INDUSTRIES NSHS - A -N537451006427500SHPutDFND1750000LYONDELLBASELL INDUSTRIES NSHS - A -N53745100134315693SHDFND41569300M & T BK CORPCOM55261F1049458511SHDFND4851100MA COM TECHNOLOGY SOLUTIONSCOM55405Y10074417000SHCallDFND11700000MACATAWA BK CORPCOM5542251026510400SHDFND11040000MACERICH COCOM554382101279335243SHDFND43524300MACYS INCCOM55616P1042916610SHDFND4661000MAGNA INTL INCCOM55922240161615197SHDFND41519700MAIDEN HOLDINGS LTDSHSG5753U11217613600SHCallDFND11360000MAIDEN HOLDINGS LTDSHSG5753U1121113SHDFND411300MAIN STREET CAPITAL CORPCOM56035L1042387600SHCallDFND1760000MANITOWOC FOODSERVICE INCCOM56356810420614003SHDFND41400300MANITOWOC INCCOM56357110816337695SHDFND13769500MANITOWOC INCCOM5635711081407325000SHPutDFND132500000MANNKIND CORPCOM56400P201324201000SHCallDFND120100000MARATHON OIL CORPCOM5658491061302116900SHPutDFND111690000MARATHON OIL CORPCOM56584910627124300SHDFND12430000MARATHON OIL CORPCOM5658491061287115500SHCallDFND111550000MARATHON PETE CORPCOM56585A102273773615SHDFND1 47361500MARATHON PETE CORPCOM56585A1021865000SHPutDFND1500000MARCUS CORPCOM56633010623012144SHDFND41214400MARKET VECTORS ETF TRGOLD MINER ETF57060U1009985500000SHCallDFND150000000MARKET VECTORS ETF TRMV STEEL INDEX57060U30880032000SHDFND13200000MARKET VECTORS ETF TROIL SVCS ETF57060U1915322200000SHPutDFND120000000MARKET VECTORS ETF TRSEMICONDUCTOR57060U2331332422SHDFND4242200MARKET VECTORS ETF TRSEMICONDUCTOR57060U23328500SHCallDFND450000MARKET VECTORS ETF TRSEMICONDUCTOR57060U233991800SHPutDFND4180000MARRIOTT INTL INC NEWCL A57190320232132451424SHDFND1 445142400MARRIOTT INTL INC NEWCL A57190320237327524400SHPutDFND152440000MARTIN MARIETTA MATLS INCCOM5732841064983125SHDFND1 4312500MARTIN MARIETTA MATLS INCCOM57328410611967500SHCallDFND1750000MARTIN MARIETTA MATLS INCCOM573284106191412000SHPutDFND11200000MARVELL TECHNOLOGY GROUP LTDORDG5876H105142001377300SHCallDFND1137730000MASCO CORPCOM5745991066504206800SHCallDFND120680000MASCO CORPCOM5745991062327376SHDFND4737600MASTERCARD INCCL A57636Q104427145200SHPutDFND44520000MASTERCARD INCCL A57636Q10461650SHDFND465000MASTERCARD INCCL A57636Q104359138000SHCallDFND1 43800000MATCH GROUP INCCOM57665R10624922500SHDFND12250000MATTEL INCCOM5770811023279730SHDFND1 4973000MATTHEWS INTL CORPCL A5771281012314488SHDFND4448800MATTRESS FIRM HLDG CORPCOM57722W106212050000SHDFND15000000MAXIM INTEGRATED PRODS INCCOM57772K10173620000SHCallDFND12000000MAXWELL TECHNOLOGIES INCCOM5777671067011800SHDFND11180000MCCLATCHY COCL A5794891052220947SHDFND12094700MCCORMICK & CO INCCOM NON VTG57978020699510000SHDFND11000000MCDERMOTT INTL INCCOM580037109409100000SHDFND110000000MCDERMOTT INTL INCCOM5800371098220000SHCallDFND12000000MCDERMOTT INTL INCCOM58003710920550000SHPutDFND15000000MCDONALDS CORPCOM5801351015534400SHPutDFND4440000MCDONALDS CORPCOM58013510110638455SHDFND1 4845500MCDONALDS CORPCOM58013510170356559800SHCallDFND1 455980000MCGRAW HILL FINL INCCOM58064510915150SHDFND415000MCGRAW HILL FINL INCCOM58064510914847150000SHCallDFND115000000MCKESSON CORPCOM58155Q103203112913SHDFND1 41291300MCKESSON CORPCOM58155Q10316100SHCallDFND410000MCKESSON CORPCOM58155Q10331200SHPutDFND420000MDU RES GROUP INCCOM55269010943722453SHDFND1 42245300MEAD JOHNSON NUTRITION COCOM58283910646537SHDFND453700MEAD JOHNSON NUTRITION COCOM58283910611123130900SHCallDFND113090000MEDICINES COCOM5846881052879027SHDFND1902700MEDICINES CONOTE 2.500% 1/1584688AE533442933000PRNDFND1293300000MEDICINOVA INCCOM NEW58468P2067410100SHDFND11010000MEDIDATA SOLUTIONS INCCOM58471A105107427744SHDFND12774400MEDIDATA SOLUTIONS INCNOTE 1.000% 8/058471AAB11515000PRNDFND41500000MEDIVATION INCCOM58501N10115318SHDFND431800MEDIVATION INCCOM58501N101229950000SHCallDFND15000000MEDNAX INCCOM58502B10688513696SHDFND1 41369600MEDTRONIC PLCSHSG5960L103623983182SHDFND48318200MEDTRONIC PLCSHSG5960L103716395500SHCallDFND1 49550000MEDTRONIC PLCSHSG5960L1034886500SHPutDFND4650000MEETME INCCOM5851411044917400SHDFND11740000MELCO CROWN ENTMT LTDADR58546410054532987SHDFND43298700MELLANOX TECHNOLOGIES LTDSHSM513631134358000SHDFND1800000MELLANOX TECHNOLOGIES LTDSHSM51363113151627900SHCallDFND12790000MENTOR GRAPHICS CORPCOM58720010636217804SHDFND1 41780400MERCADOLIBRE INCNOTE 2.250% 7/058733RAB868986104000PRNDFND1610400000MERCK & CO INC NEWCOM58933Y105125923800SHPutDFND42380000MERCK & CO INC NEWCOM58933Y1053396400SHCallDFND4640000MERCK & CO INC NEWCOM58933Y10566012478SHDFND1 41247800MERCURY GENL CORP NEWCOM5894001002254059SHDFND1 4405900MERITOR INCCOM59001K1001701211000SHCallDFND121100000MERITOR INCCOM59001K1001249155000SHPutDFND115500000MERITOR INCNOTE 7.875% 3/059001KAC4202174000PRNDFND117400000METLIFE INCCOM59156R1089065206300SHCallDFND1 420630000METLIFE INCCOM59156R1085892134100SHPutDFND413410000METLIFE INCCOM59156R1084564103866SHDFND410386600MFA FINL INCCOM55272X10216624292SHDFND42429200MGIC INVT CORP WISCOM55284810348963700SHDFND16370000MGIC INVT CORP WISNOTE 2.000% 4/0552848AE31512000PRNDFND11200000MGM RESORTS INTERNATIONALCOM55295310178736686SHDFND1 43668600MGM RESORTS INTERNATIONALCOM5529531017718360000SHCallDFND136000000MGM RESORTS INTERNATIONALCOM55295310169932600SHPutDFND13260000MICHAEL KORS HLDGS LTDSHSG607541014357643SHDFND1764300MICHAELS COS INCCOM59408Q106221679237SHDFND1 47923700MICROCHIP TECHNOLOGY INCCOM59501710466013703SHDFND41370300MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD624012350000PRNDFND1235000000MICRON TECHNOLOGY INCCOM595112103100195585SHDFND1 49558500MICRON TECHNOLOGY INCCOM5951121039455903100SHCallDFND190310000MICRON TECHNOLOGY INCNOTE 1.625% 2/1595112AU7127110000PRNDFND111000000MICRON TECHNOLOGY INCNOTE 3.000%11/1595112AY965559543000PRNDFND1954300000MICROSEMI CORPCOM59513710002SHDFND1200MICROSEMI CORPCOM5951371005509143800SHCallDFND114380000MICROSOFT CORPCOM59491810411427206900SHCallDFND1 420690000MICROSOFT CORPCOM5949181046440116600SHPutDFND1 411660000MICROSOFT CORPCOM594918104225640839SHDFND1 44083900MITEK SYS INCCOM NEW6067102007711800SHDFND11180000MITSUBISHI UFJ FINL GROUP INSPONSORED ADR606822104236805159000SHDFND1515900000MIZUHO FINL GROUP INCSPONSORED ADR60687Y1091590540934SHDFND154093400MOHAWK INDS INCCOM608190104291815283SHDFND41528300MOLINA HEALTHCARE INCNOTE 1.125% 1/160855RAC428651736000PRNDFND1173600000MOLSON COORS BREWING COCL B60871R209673370000SHPutDFND17000000MOLSON COORS BREWING COCL B60871R209682870997SHDFND1 47099700MOMO INCADR60879B10756450171SHDFND45017100MONDELEZ INTL INCCL A60920710511419284618SHDFND428461800MONDELEZ INTL INCCL A6092071054305107300SHCallDFND1 410730000MONDELEZ INTL INCCL A60920710561015200SHPutDFND41520000MONSANTO CO NEWCOM61166W1013062923490900SHCallDFND1 4349090000MONSANTO CO NEWCOM61166W10115425175800SHPutDFND1 417580000MONSANTO CO NEWCOM61166W101900901026778SHDFND1 4102677800MONSTER BEVERAGE CORP NEWCOM61174X109372427922SHDFND42792200MONSTER WORLDWIDE INCCOM61174210712638632SHDFND43863200MONSTER WORLDWIDE INCNOTE 3.500%10/1611742AB344664878000PRNDFND1487800000MOODYS CORPCOM6153691056266484SHDFND1 4648400MOODYS CORPCOM615369105100410400SHPutDFND11040000MORGAN STANLEYCOM NEW6174464488406336100SHPutDFND1 433610000MORGAN STANLEYCOM NEW6174464485174206878SHDFND1 420687800MORGAN STANLEYCOM NEW6174464487918316600SHCallDFND1 431660000MORNINGSTAR INCCOM6177001095586321SHDFND1 4632100MOSAIC CO NEWCOM61945C1035565206100SHCallDFND120610000MOSAIC CO NEWCOM61945C103196072600SHPutDFND17260000MSCI INCCOM55354G1002323126SHDFND1 4312600MSG NETWORK INCCL A55357310637921896SHDFND42189600MUELLER INDS INCCOM6247561022418184SHDFND4818400MURPHY OIL CORPCOM62671710250420000SHPutDFND12000000MURPHY OIL CORPCOM62671710273629200SHCallDFND12920000MURPHY USA INCCOM6267551024527359SHDFND4735900NABORS INDUSTRIES LTDSHSG6359F10321423314SHDFND42331400NANOVIRICIDES INCCOM NEW6300872033917600SHDFND11760000NASDAQ INCCOM631103108273041123SHDFND44112300NATIONAL CINEMEDIA INCCOM63530910719813009SHDFND41300900NATIONAL HEALTH INVS INCCOM63633D1042433656SHDFND1 4365600NATIONAL HEALTH INVS INCNOTE 3.250% 4/063633DAE41515000PRNDFND41500000NATIONAL HEALTHCARE CORPCOM6359061002083344SHDFND4334400NATIONAL INSTRS CORPCOM63651810252717513SHDFND41751300NATIONAL OILWELL VARCO INCCOM637071101145546770SHDFND1 44677000NATIONAL PENN BANCSHARES INCCOM63713810849046067SHDFND44606700NATIONAL RETAIL PPTYS INCCOM6374171064579892SHDFND1 4989200NAUTILUS INCCOM63910B102794114SHDFND4411400NAUTILUS INCCOM63910B10245623600SHCallDFND12360000NAVIGANT CONSULTING INCCOM63935N10717511077SHDFND41107700NAVISTAR INTL CORP NEWCOM63934E108110688300SHCallDFND18830000NAVISTAR INTL CORP NEWCOM63934E1085867468600SHPutDFND146860000NAVISTAR INTL CORP NEWCOM63934E10813110427SHDFND1 41042700NAVISTAR INTL CORP NEWNOTE 4.500%10/163934EAQ1101153000PRNDFND115300000NAVISTAR INTL CORP NEWNOTE 4.750% 4/163934EAS7701711847000PRNDFND11184700000NEKTAR THERAPEUTICSCOM64026810870551300SHCallDFND15130000NEKTAR THERAPEUTICSCOM64026810870551300SHPutDFND15130000NETEASE INCSPONSORED ADR64110W1029236425SHDFND4642500NETFLIX INCCOM64110L106790277300SHPutDFND1 47730000NETFLIX INCCOM64110L106404639576SHDFND1 43957600NETFLIX INCCOM64110L106174817100SHCallDFND41710000NETSUITE INCCOM64118Q1072163155SHDFND1 4315500NEVRO CORPCOM64157F10310176SHDFND417600NEVRO CORPCOM64157F103508090300SHCallDFND19030000NEW JERSEY RESCOM646025106325689373SHDFND1 48937300NEW MTN FIN CORPNOTE 5.000% 6/1647551AB61515000PRNDFND41500000NEW YORK & CO INCCOM6492951024912300SHDFND11230000NEWELL RUBBERMAID INCCOM65122910679317900SHPutDFND11790000NEWELL RUBBERMAID INCCOM651229106349178820SHDFND1 47882000NEWFIELD EXPL COCOM65129010873822183SHDFND42218300NEWMONT MINING CORPCOM651639106112742400SHCallDFND14240000NEWMONT MINING CORPCOM6516391061756600SHDFND1 4660000NEWPARK RES INCNOTE 4.000%10/0651718AC2125146000PRNDFND114600000NEXTERA ENERGY INCCOM65339F1013603040SHDFND4304000NEXTERA ENERGY INCCOM65339F1018407100SHCallDFND1 4710000NEXTERA ENERGY INCCOM65339F1014263600SHPutDFND4360000NIELSEN HLDGS PLCSHS EURG6518L10812886244700SHCallDFND124470000NIELSEN HLDGS PLCSHS EURG6518L10879915174SHDFND41517400NII HLDGS INCCOM PAR $0.00162913F5082392432500SHDFND143250000NIKE INCCL B654106103173328197SHDFND1 42819700NIKE INCCL B654106103263742900SHCallDFND44290000NIKE INCCL B6541061037450121200SHPutDFND1 412120000NISOURCE INCCOM65473P10592639297SHDFND43929700NISOURCE INCCOM65473P105196783500SHCallDFND18350000NOBLE CORP PLCSHS USDG654311013317320500SHCallDFND132050000NOBLE CORP PLCSHS USDG654311012704261300SHPutDFND126130000NOBLE CORP PLCSHS USDG6543110110610200SHDFND11020000NOBLE ENERGY INCCOM65504410572223000SHDFND12300000NOKIA CORPSPONSORED ADR654902204137612328416SHDFND1 4232841600NORDSON CORPCOM6556631025907760SHDFND4776000NORDSTROM INCCOM65566410062110862SHDFND11086200NORDSTROM INCCOM6556641002063600SHCallDFND1360000NORTHERN TIER ENERGY LPCOM UN REPR PART66582610339116584SHDFND41658400NORTHERN TR CORPCOM665859104183128101SHDFND42810100NORTHROP GRUMMAN CORPCOM666807102285014400SHPutDFND11440000NORTHROP GRUMMAN CORPCOM6668071021577379700SHCallDFND17970000NORTHROP GRUMMAN CORPCOM6668071029264678SHDFND4467800NORTHSTAR ASSET MGMT GROUP ICOM66705Y1044540400000SHCallDFND140000000NORTHWESTERN CORPCOM NEW6680743055208415SHDFND1 4841500NORWEGIAN CRUISE LINE HLDGSSHSG66721104529795800SHDFND19580000NOVAGOLD RES INCCOM NEW66987E20611422675SHDFND42267500NOVARTIS A GSPONSORED ADR66987V1092213050SHDFND4305000NOVATEL WIRELESS INCCOM NEW66987M604909513473SHDFND151347300NOVATEL WIRELESS INCDEBT 5.500% 6/166987MAD1914000PRNDFND11400000NOVO-NORDISK A SADR6701002054177703SHDFND4770300NRG ENERGY INCCOM NEW6293775081695130278SHDFND1 413027800NUCOR CORPCOM670346105236550000SHCallDFND15000000NUCOR CORPCOM6703461054730100000SHPutDFND110000000NUVASIVE INCCOM670704105111923008SHDFND1 42300800NVIDIA CORPCOM67066G10410383291400SHCallDFND129140000NVIDIA CORPCOM67066G104161345265SHDFND14526500NVR INCCOM62944T105636367SHDFND1 436700NXP SEMICONDUCTORS N VCOMN6596X109447255158SHDFND1 45515800NXP SEMICONDUCTORS N VCOMN6596X10985910600SHCallDFND11060000O REILLY AUTOMOTIVE INC NEWCOM67103H10710783940SHDFND4394000O REILLY AUTOMOTIVE INC NEWCOM67103H10714235200SHCallDFND1520000OCCIDENTAL PETE CORP DELCOM6745991052744000SHPutDFND4400000OCCIDENTAL PETE CORP DELCOM67459910571110389SHDFND41038900OCCIDENTAL PETE CORP DELCOM6745991057856114800SHCallDFND1 411480000OCEANEERING INTL INCCOM67523210272921922SHDFND42192200OCWEN FINL CORPCOM NEW6757463095321573SHDFND12157300OFFICE DEPOT INCCOM6762201061146161339SHDFND1 416133900OFFICE DEPOT INCCOM67622010689691263300SHCallDFND1126330000OFFICE DEPOT INCCOM6762201062982420000SHPutDFND142000000OLD REP INTL CORPCOM6802231042283124903SHDFND1 412490300OLD REP INTL CORPCOM680223104109760000SHCallDFND16000000OLD REP INTL CORPNOTE 3.750% 3/1680223AH7439352000PRNDFND135200000OLIN CORPCOM PAR $168066520502SHDFND1200OLIN CORPCOM PAR $168066520550529100SHCallDFND12910000OMEGA HEALTHCARE INVS INCCOM6819361002015688SHDFND1 4568800OMNICOM GROUP INCCOM6819191066167397SHDFND4739700OMNICOM GROUP INCCOM681919106263831700SHCallDFND13170000ON SEMICONDUCTOR CORPNOTE 2.625%12/1682189AH814041297000PRNDFND1129700000ONEOK INC NEWCOM6826801031495000SHDFND1500000ONEOK INC NEWCOM68268010397932800SHPutDFND13280000ONEOK PARTNERS LPUNIT LTD PARTN68268N10333410649SHDFND41064900OPKO HEALTH INCCOM68375N1032909280000SHPutDFND128000000OPKO HEALTH INCCOM68375N103686526SHDFND1 4652600OPKO HEALTH INCCOM68375N1039959958500SHCallDFND195850000ORACLE CORPCOM68389X10510336252642SHDFND425264200ORACLE CORPCOM68389X1054848118500SHCallDFND411850000ORACLE CORPCOM68389X10527962683500SHPutDFND1 468350000ORBITAL ATK INCCOM68557N10371820SHDFND482000ORBITAL ATK INCCOM68557N103384344200SHCallDFND14420000OSI SYSTEMS INCCOM671044105108516563SHDFND1 41656300OSI SYSTEMS INCCOM671044105100915400SHPutDFND11540000OUTERWALL INCCOM690070107354195731SHDFND19573100OUTERWALL INCCOM690070107643631740000SHCallDFND1174000000OUTERWALL INCCOM690070107145739400SHPutDFND13940000OUTFRONT MEDIA INCCOM69007J1061255915SHDFND1 4591500OUTFRONT MEDIA INCCOM69007J10655926500SHCallDFND12650000OWENS ILL INCCOM NEW69076840355134536SHDFND13453600PACIRA PHARMACEUTICALS INCCOM6951271001062000SHCallDFND1200000PACIRA PHARMACEUTICALS INCCOM6951271001593000SHPutDFND1300000PALO ALTO NETWORKS INCCOM6974351054342660SHDFND1 4266000PAN AMERICAN SILVER CORPCOM69790010834631812SHDFND43181200PANGAEA LOGISTICS SOLUTION LSHSG6891L105312135984SHDFND113598400PARAMOUNT GROUP INCCOM69924R10834321487SHDFND1 42148700PAREXEL INTL CORPCOM6994621073124971SHDFND4497100PARKER HANNIFIN CORPCOM7010941046605942SHDFND1 4594200PARSLEY ENERGY INCCL A70187710279135000SHDFND13500000PATRIOT NATL INCCOM70338T1027710000SHDFND11000000PATTERN ENERGY GROUP INCCL A70338P10033817700SHDFND11770000PATTERSON COMPANIES INCCOM70339510396820794SHDFND1 42079400PATTERSON UTI ENERGY INCCOM703481101362037SHDFND4203700PATTERSON UTI ENERGY INCCOM7034811013172180000SHCallDFND118000000PATTERSON UTI ENERGY INCCOM7034811011762100000SHPutDFND110000000PAYCHEX INCCOM70432610781415076SHDFND41507600PAYPAL HLDGS INCCOM70450Y1034439115000SHCallDFND111500000PAYPAL HLDGS INCCOM70450Y10315440400000SHPutDFND140000000PAYPAL HLDGS INCCOM70450Y103139936233SHDFND1 43623300PBF ENERGY INCCL A69318G10661818600SHPutDFND11860000PBF ENERGY INCCL A69318G10661218447SHDFND1 41844700PEABODY ENERGY CORPCOM NEW70454920340291736700SHCallDFND1173670000PEABODY ENERGY CORPCOM NEW70454920337751627000SHPutDFND1162700000PEABODY ENERGY CORPSDCV 4.750%12/1704549AG9112178000PRNDFND1217800000PEGASYSTEMS INCCOM70557310327010648SHDFND41064800PENNEY J C INCCOM7081601066300569600SHPutDFND156960000PENNEY J C INCCOM70816010626524004SHDFND12400400PENNYMAC CORPNOTE 5.375% 5/070932AAB91416000SHDFND41600000PENTAIR PLCSHSG7S00T1045887108500SHCallDFND110850000PENTAIR PLCSHSG7S00T10411129205100SHPutDFND120510000PENTAIR PLCSHSG7S00T10420074369954SHDFND136995400PEOPLES UNITED FINANCIAL INCCOM71270410515910000SHDFND11000000PEPSICO INCCOM71344810887845SHDFND484500PEPSICO INCCOM713448108467345600SHCallDFND1 44560000PEPSICO INCCOM7134481087076900SHPutDFND4690000PERKINELMER INCCOM714046109102320675SHDFND42067500PERRIGO CO PLCSHSG978221034143235SHDFND1 4323500PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V408759130000SHPutDFND113000000PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V40817630148SHDFND13014800PFIZER INCCOM717081103415361401341SHDFND1 4140134100PFIZER INCCOM717081103361641220100SHCallDFND1 4122010000PFIZER INCCOM7170811031260974254300SHPutDFND1 4425430000PG&E CORPCOM69331C10818292306300SHCallDFND130630000PG&E CORPCOM69331C10817873299275SHDFND1 429927500PHILIP MORRIS INTL INCCOM71817210910802110100SHPutDFND411010000PHILIP MORRIS INTL INCCOM71817210912676129200SHCallDFND1 412920000PHILIP MORRIS INTL INCCOM7181721091281302SHDFND4130200PHILLIPS 66COM718546104237927473SHDFND42747300PHILLIPS 66COM718546104270231200SHCallDFND1 43120000PHILLIPS 66COM7185461042512900SHPutDFND4290000PIEDMONT NAT GAS INCCOM7201861055419037SHDFND4903700PIEDMONT OFFICE REALTY TR INCOM CL A72019020669634282SHDFND1 43428200PILGRIMS PRIDE CORP NEWCOM72147K108114345000SHDFND14500000PINNACLE ENTMT INCCOM72345610979222571SHDFND1 42257100PIONEER NAT RES COCOM72378710727923198400SHCallDFND119840000PIONEER NAT RES COCOM72378710747275335900SHPutDFND133590000PIONEER NAT RES COCOM723787107430730600SHDFND1 43060000PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN72650310542420201SHDFND42020100PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031053187152000SHCallDFND115200000PLAINS GP HLDGS L PSHS A REP LTPN72651A1085227601500SHPutDFND160150000PLAINS GP HLDGS L PSHS A REP LTPN72651A1083545407900SHDFND140790000PLANET PAYMENT INCSHSU726031185315000SHDFND11500000PNC FINL SVCS GROUP INCCOM693475105579868562SHDFND46856200PNC FINL SVCS GROUP INCCOM6934751051101300SHCallDFND4130000PNC FINL SVCS GROUP INCCOM6934751052282700SHPutDFND4270000POPEYES LA KITCHEN INCCOM7328721063166072SHDFND4607200PORTFOLIO RECOVERY ASSOCS INNOTE 3.000% 8/073640QAB155496944000PRNDFND1 4694400000POST PPTYS INCCOM7374641072544252SHDFND1 4425200POTASH CORP SASK INCCOM73755L10710390610513SHDFND1 461051300POTASH CORP SASK INCCOM73755L1071973115900SHCallDFND111590000POTASH CORP SASK INCCOM73755L10763837500SHPutDFND13750000POWERSHARES ETF TR IIBUILD AMER ETF73937B40797332213SHDFND43221300POWERSHARES ETF TR IIDWA TACT MLT73937B3994034157886SHDFND115788600POWERSHARES QQQ TRUSTUNIT SER 173935A104375534384SHDFND43438400POWERSHARES QQQ TRUSTUNIT SER 173935A104406237200SHCallDFND43720000POWERSHARES QQQ TRUSTUNIT SER 173935A1042305982111700SHPutDFND1 4211170000PPL CORPCOM69351T106138036242SHDFND43624200PRA GROUP INCCOM69354N10644115000SHDFND11500000PRA GROUP INCCOM69354N10681427700SHCallDFND12770000PRA GROUP INCCOM69354N106252886000SHPutDFND18600000PRAXAIR INCCOM74005P104203717800SHDFND1 41780000PRAXAIR INCCOM74005P104501343800SHCallDFND14380000PRECISION DRILLING CORPCOM 201074022D30811128140SHDFND42814000PREMIER INCCL A74051N1022888621SHDFND4862100PRESBIA PLCSHSG7234P1002185498780SHDFND149878000PRICE T ROWE GROUP INCCOM74144T1087279891SHDFND4989100PRICELINE GRP INCCOM NEW7415034031340510400SHPutDFND41040000PRICELINE GRP INCCOM NEW74150340358204515SHDFND4451500PRICELINE GRP INCCOM NEW7415034034047331400SHCallDFND1 43140000PRICELINE GRP INCNOTE 0.350% 6/1741503AS553394440000PRNDFND1444000000PRICELINE GRP INCNOTE 1.000% 3/1741503AQ971524997000PRNDFND1499700000PRINCIPAL FINL GROUP INCCOM74251V10286721985SHDFND42198500PROASSURANCE CORPCOM74267C10693018388SHDFND41838800PROCTER & GAMBLE COCOM74271810917367211000SHPutDFND1 421100000PROCTER & GAMBLE COCOM742718109515362600SHCallDFND1 46260000PROCTER & GAMBLE COCOM742718109699184931SHDFND1 48493100PROGRESSIVE CORP OHIOCOM743315103286381478SHDFND48147800PROLOGIS INCCOM74340W103123427941SHDFND42794100PROLOGIS INCCOM74340W103280563500SHCallDFND16350000PROOFPOINT INCNOTE 1.250%12/1743424AB930402069000PRNDFND1206900000PROSHARES TRSHRT HGH YIELD74347R13178628348SHDFND42834800PROSHARES TRULTPRO SHT RUSS74348A3358433300000SHPutDFND130000000PROSHARES TRULTPRO SHT RUSS74348A33528110000SHDFND11000000PROSHARES TRULTRAPRO SH NW1474348A4182487134500SHDFND113450000PROSHARES TRULTRAPRO SH NW1474348A4189245500000SHPutDFND150000000PROSHARES TRULTRAPRO SHORT S74348A44253918600SHDFND11860000PROSHARES TRULTRAPRO SHORT S74348A442405861400000SHPutDFND1140000000PROSHARES TR IIULT VIX SHRT74347W3122477128142SHDFND112814200PROSHARES TR IIULT VIX SHRT74347W312133469000SHCallDFND16900000PROSHARES TR IIULT VIX SHRT74347W31238720000SHPutDFND12000000PROSPECT CAPITAL CORPORATIONCOM74348T1021886259400SHPutDFND125940000PRUDENTIAL FINL INCCOM7443201022873980SHDFND4398000PRUDENTIAL FINL INCCOM7443201029056125400SHCallDFND112540000PTC INCCOM69370C10043713188SHDFND1 41318800PUBLIC STORAGECOM74460D1091553SHDFND45300PUBLIC STORAGECOM74460D1095792100SHCallDFND1210000PUBLIC SVC ENTERPRISE GROUPCOM744573106711500SHDFND4150000PUBLIC SVC ENTERPRISE GROUPCOM74457310614034297700SHCallDFND129770000PULTE GROUP INCCOM74586710128715321SHDFND41532100PURE STORAGE INCCL A74624M102165881211661SHDFND1121166100PVH CORPCOM693656100455245951SHDFND14595100PVH CORPCOM693656100251625400SHCallDFND12540000QIAGEN NVREG SHSN72482107159971583SHDFND1 47158300QIHOO 360 TECHNOLOGY CO LTDADS74734M109355147000SHPutDFND14700000QIHOO 360 TECHNOLOGY CO LTDNOTE 0.500% 8/174734MAE91071110854000PRNDFND11085400000QIHOO 360 TECHNOLOGY CO LTDNOTE 1.750% 8/174734MAF669677064000PRNDFND1706400000QIHOO 360 TECHNOLOGY CO LTDNOTE 2.500% 9/174734MAB520012013000PRNDFND1201300000QLOGIC CORPCOM7472771012388177700SHCallDFND117770000QLOGIC CORPCOM747277101523902SHDFND4390200QLT INCCOM746927102419215951SHDFND121595100QORVO INCCOM74736K10172014274SHDFND41427400QUALCOMM INCCOM7475251034839448SHDFND4944800QUALCOMM INCCOM74752510323340456400SHCallDFND1 445640000QUALCOMM INCCOM7475251036459126300SHPutDFND412630000QUANEX BUILDING PRODUCTS CORCOM74761910478845398SHDFND1 44539800QUEST DIAGNOSTICS INCCOM74834L100648190700SHCallDFND19070000QUEST DIAGNOSTICS INCCOM74834L1007139979SHDFND4997900QUINTILES TRANSNATIO HLDGS ICOM74876Y1013535415SHDFND4541500QUOTIENT TECHNOLOGY INCCOM74911910327025440SHDFND1 42544000RADIUS HEALTH INCCOM NEW750469207331040SHDFND1104000RADIUS HEALTH INCCOM NEW750469207110035000SHCallDFND13500000RADIUS HEALTH INCCOM NEW750469207125840000SHPutDFND14000000RALPH LAUREN CORPCL A751212101348836236SHDFND1 43623600RALPH LAUREN CORPCL A751212101447646500SHCallDFND14650000RALPH LAUREN CORPCL A751212101305131700SHPutDFND13170000RANGE RES CORPCOM75281A109401871241100SHCallDFND1124110000RANGE RES CORPCOM75281A1093934121500SHPutDFND112150000RAPTOR PHARMACEUTICAL CORPCOM75382F1061773385495SHDFND138549500RAPTOR PHARMACEUTICAL CORPCOM75382F1062560556600SHPutDFND155660000RAYONIER INCCOM75490710325710413SHDFND1 41041300RAYTHEON COCOM NEW755111507479139071SHDFND43907100RAYTHEON COCOM NEW75511150720234165000SHCallDFND116500000REALOGY HLDGS CORPCOM75605Y1063635100673SHDFND110067300REALOGY HLDGS CORPCOM75605Y106205556900SHPutDFND15690000REALPAGE INCCOM75606N10925312144SHDFND41214400RED HAT INCCOM75657710211899159695SHDFND1 415969500RED HAT INCCOM756577102112515100SHCallDFND11510000REDWOOD TR INCNOTE 4.625% 4/1758075AB1439468000PRNDFND146800000REGAL ENTMT GROUPCL A758766109104649500SHDFND14950000REGENERON PHARMACEUTICALSCOM75886F10725547085SHDFND4708500REGIONS FINL CORP NEWCOM7591EP1003818486395SHDFND1 448639500REINSURANCE GROUP AMER INCCOM NEW759351604525554600SHCallDFND15460000REINSURANCE GROUP AMER INCCOM NEW75935160425264SHDFND1 426400RELIANCE STEEL & ALUMINUM COCOM7595091022984300SHPutDFND1430000RELIANCE STEEL & ALUMINUM COCOM7595091021952814SHDFND4281400RELIANCE STEEL & ALUMINUM COCOM75950910287912700SHCallDFND11270000RENAISSANCERE HOLDINGS LTDCOMG7496G1037256054SHDFND1 4605400RENTECH NITROGEN PARTNERS LCOM UNIT7601131001741152623SHDFND115262300REPUBLIC FIRST BANCORP INCCOM7604161075212300SHDFND11230000REPUBLIC SVCS INCCOM76075910089918869SHDFND1 41886900RESMED INCCOM76115210759210246SHDFND1 41024600RESOURCE CAP CORPNOTE 6.000%12/076120WAA21617000SHDFND41700000RESTORATION HARDWARE HLDGS ICOM761283100264063000SHDFND16300000RESTORATION HARDWARE HLDGS ICOM7612831005908141000SHPutDFND114100000RETAIL PPTYS AMER INCCL A76131V20256735754SHDFND1 43575400RETROPHIN INCCOM761299106114884055SHDFND1 48405500RETROPHIN INCCOM761299106118286500SHCallDFND18650000RETROPHIN INCCOM7612991062049150000SHPutDFND115000000REYNOLDS AMERICAN INCCOM761713106413082100SHCallDFND18210000REYNOLDS AMERICAN INCCOM7617131065407107476SHDFND410747600RIO TINTO PLCSPONSORED ADR76720410067824000SHPutDFND12400000RIO TINTO PLCSPONSORED ADR76720410025030885400SHCallDFND188540000RIO TINTO PLCSPONSORED ADR7672041002689470SHDFND4947000RITE AID CORPCOM767754104872107013SHDFND1 410701300RITE AID CORPCOM767754104143961766400SHCallDFND1176640000RITE AID CORPCOM7677541047683942700SHPutDFND194270000ROCKWELL AUTOMATION INCCOM77390310986754SHDFND475400ROCKWELL AUTOMATION INCCOM773903109224119700SHCallDFND11970000ROCKWELL MED INCCOM77437410237550000SHDFND15000000ROLLINS INCCOM77571110434012543SHDFND41254300ROPER TECHNOLOGIES INCCOM77669610616819200SHCallDFND1920000ROPER TECHNOLOGIES INCCOM7766961062121158SHDFND4115800ROSS STORES INCCOM778296103195433742SHDFND43374200ROVI CORPCOM779376102157676829SHDFND17682900ROWAN COMPANIES PLCSHS CL AG7665A10116710395SHDFND41039500ROYAL CARIBBEAN CRUISES LTDCOMV7780T103306437300SHCallDFND13730000ROYAL CARIBBEAN CRUISES LTDCOMV7780T103306437300SHPutDFND13730000ROYAL CARIBBEAN CRUISES LTDCOMV7780T103735489518SHDFND1 48951800ROYAL DUTCH SHELL PLCSPONS ADR A7802592062364881SHDFND1 4488100ROYAL GOLD INCCOM7802871084548851SHDFND1 4885100RPC INCCOM74966010632823111SHDFND42311100RPM INTL INCCOM74968510354811581SHDFND41158100RPM INTL INCCOM7496851036882145400SHCallDFND114540000RPM INTL INCCOM749685103220646600SHPutDFND14660000RTW HLDGS INCNOTE 5.625%11/1749772AB5263288000PRNDFND1 428800000RYLAND GROUP INCNOTE 0.250% 6/0783764AS2910000PRNDFND41000000RYLAND GROUP INCNOTE 1.625% 5/1783764AQ65545000PRNDFND14500000SABRE CORPCOM78573M10448816887SHDFND41688700SALESFORCE COM INCCOM79466L302145419694SHDFND11969400SALESFORCE COM INCCOM79466L30213467182400SHCallDFND1 418240000SALESFORCE COM INCCOM79466L30214419195300SHPutDFND1 419530000SALESFORCE COM INCNOTE 0.250% 4/079466LAD697807903000PRNDFND1790300000SALLY BEAUTY HLDGS INCCOM79546E104116535981SHDFND1 43598100SANDISK CORPCOM80004C10154702719000SHPutDFND171900000SANDISK CORPCOM80004C101645784870SHDFND1 48487000SANDISK CORPCOM80004C10161450807700SHCallDFND180770000SANDISK CORPNOTE 1.500% 8/180004CAD3319202000PRNDFND120200000SANDSTORM GOLD LTDCOM NEW80013R2066620000SHDFND42000000SANOFISPONSORED ADR80105N10567516796SHDFND41679600SANTANDER CONSUMER USA HDG ICOM80283M10111911300SHDFND11130000SAP SESPON ADR8030542041932405SHDFND4240500SAP SESPON ADR8030542047249000SHPutDFND1900000SAREPTA THERAPEUTICS INCCOM803607100226001157779SHDFND1115777900SAREPTA THERAPEUTICS INCCOM8036071003728191000SHCallDFND119100000SAREPTA THERAPEUTICS INCCOM803607100225201153700SHPutDFND1115370000SCANA CORP NEWCOM80589M102133719063SHDFND41906300SCHLUMBERGER LTDCOM806857108428558100SHPutDFND1 45810000SCHLUMBERGER LTDCOM8068571081572124SHDFND4212400SCHLUMBERGER LTDCOM8068571088621116900SHCallDFND1 411690000SCHOLASTIC CORPCOM8070661053098265SHDFND1 4826500SCHWAB CHARLES CORP NEWCOM8085131053360119899SHDFND411989900SCHWAB CHARLES CORP NEWCOM8085131054483160000SHCallDFND116000000SCHWEITZER-MAUDUIT INTL INCCOM80854110635411238SHDFND1 41123800SCIENTIFIC GAMES CORPCL A80874P1091582167736SHDFND1 416773600SCIENTIFIC GAMES CORPCL A80874P1093423363000SHCallDFND136300000SCOTTS MIRACLE GRO COCL A8101861065958183SHDFND4818300SCRIPPS NETWORKS INTERACT INCL A COM81106510194314390SHDFND1 41439000SEACOR HOLDINGS INCCOM81190410169012676SHDFND11267600SEADRILL LIMITEDSHSG7945E105719218000SHCallDFND121800000SEADRILL LIMITEDSHSG7945E1052274689200SHPutDFND168920000SEADRILL LIMITEDSHSG7945E1051221371725SHDFND137172500SEAGATE TECHNOLOGY PLCSHSG7945M107521497SHDFND1 4149700SEAGATE TECHNOLOGY PLCSHSG7945M10745113100SHCallDFND11310000SEAGATE TECHNOLOGY PLCSHSG7945M1073445100000SHPutDFND110000000SEALED AIR CORP NEWCOM81211K10069714519SHDFND41451900SEATTLE GENETICS INCCOM8125781023509100000SHCallDFND110000000SEATTLE GENETICS INCCOM8125781023509100000SHPutDFND110000000SEAWORLD ENTMT INCCOM81282V10098146590SHDFND1 44659000SEAWORLD ENTMT INCCOM81282V10092944100SHCallDFND14410000SECOND SIGHT MED PRODS INCCOM81362J10012125000SHDFND12500000SEI INVESTMENTS COCOM784117103129930174SHDFND1 43017400SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4073724700SHPutDFND4470000SELECT SECTOR SPDR TRSBI CONS DISCR81369Y407625779100SHCallDFND1 47910000SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4075196557SHDFND1 4655700SELECT SECTOR SPDR TRSBI CONS STPLS81369Y3081306502462300SHPutDFND1246230000SELECT SECTOR SPDR TRSBI CONS STPLS81369Y3086633125000SHCallDFND112500000SELECT SECTOR SPDR TRSBI CONS STPLS81369Y3082093930SHDFND4393000SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y20913292196100SHPutDFND1 419610000SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2097164105700SHCallDFND110570000SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2098640127466SHDFND1 412746600SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y506355357416SHDFND45741600SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y50616487266400SHCallDFND1 426640000SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y5068306134200SHPutDFND1 413420000SELECT SECTOR SPDR TRSBI INT-FINL81369Y605673012991171SHDFND1 4299117100SELECT SECTOR SPDR TRSBI INT-FINL81369Y6052979132400SHCallDFND413240000SELECT SECTOR SPDR TRSBI INT-FINL81369Y605828183680800SHPutDFND1 4368080000SELECT SECTOR SPDR TRSBI INT-INDS81369Y704423876400SHCallDFND1 47640000SELECT SECTOR SPDR TRSBI INT-INDS81369Y70427574497100SHPutDFND1 449710000SELECT SECTOR SPDR TRSBI INT-INDS81369Y7049588172850SHDFND1 417285000SELECT SECTOR SPDR TRSBI INT-UTILS81369Y886314663400SHDFND1 46340000SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88624750498800SHCallDFND1 449880000SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88641954845500SHPutDFND1 484550000SELECT SECTOR SPDR TRSBI MATERIALS81369Y100108624230SHDFND1 42423000SELECT SECTOR SPDR TRSBI MATERIALS81369Y10014756329300SHCallDFND1 432930000SELECT SECTOR SPDR TRSBI MATERIALS81369Y1006874153400SHPutDFND415340000SELECT SECTOR SPDR TRTECHNOLOGY81369Y8031553500SHCallDFND4350000SELECT SECTOR SPDR TRTECHNOLOGY81369Y803237153455SHDFND45345500SEMPRA ENERGYCOM8168511099759373SHDFND4937300SEMPRA ENERGYCOM8168511094164000SHPutDFND1400000SENSATA TECHNOLOGIES HLDG NVSHSN7902X106151238940SHDFND1 43894000SERITAGE GROWTH PPTYSCL A81752R1003156300SHDFND1630000SERVICEMASTER GLOBAL HLDGS ICOM81761R1097423197000SHCallDFND119700000SERVICENOW INCCOM81762P102127920902SHDFND12090200SHAKE SHACK INCCL A819047101174546758SHDFND14675800SHERWIN WILLIAMS COCOM8243481069583364SHDFND1 4336400SHERWIN WILLIAMS COCOM824348106313111000SHPutDFND11100000SHIRE PLCSPONSORED ADR82481R10675120437000SHPutDFND143700000SHIRE PLCSPONSORED ADR82481R10627048157350SHDFND115735000SHIRE PLCSPONSORED ADR82481R1061612493800SHCallDFND19380000SHUTTERFLY INCNOTE 0.250% 5/182568PAB2672671000PRNDFND167100000SIGNET JEWELERS LIMITEDSHSG8127610054623440400SHCallDFND144040000SIGNET JEWELERS LIMITEDSHSG8127610018518149300SHPutDFND114930000SIGNET JEWELERS LIMITEDSHSG8127610023739191399SHDFND1 419139900SILGAN HOLDINGS INCCOM8270481095765108425SHDFND1 410842500SILGAN HOLDINGS INCCOM827048109154229000SHCallDFND12900000SILVER STD RES INCCOM82823L10618633463SHDFND43346300SILVER WHEATON CORPCOM8283361072852172000SHCallDFND117200000SIMON PPTY GROUP INC NEWCOM8288061093321600SHPutDFND4160000SIMON PPTY GROUP INC NEWCOM82880610942200SHCallDFND420000SIMON PPTY GROUP INC NEWCOM828806109276113293SHDFND41329300SINCLAIR BROADCAST GROUP INCCL A82922610983827251SHDFND12725100SINCLAIR BROADCAST GROUP INCCL A8292261096396208000SHCallDFND120800000SIX FLAGS ENTMT CORP NEWCOM83001A10279114260SHDFND41426000SK TELECOM LTDSPONSORED ADR78440P108165SHDFND46500SK TELECOM LTDSPONSORED ADR78440P108186492400SHCallDFND19240000SKECHERS U S A INCCL A8305661052367750SHDFND1 4775000SKYWORKS SOLUTIONS INCCOM83088M1023194100SHCallDFND1410000SL GREEN RLTY CORPCOM78440X101105910935SHDFND1 41093500SLM CORPCOM78442P10613320889SHDFND12088900SMITH A OCOM8318652092022645SHDFND1 4264500SMUCKER J M COCOM NEW83269640511548888SHDFND1 4888800SNAP ON INCCOM8330341017865007SHDFND4500700SNYDERS-LANCE INCCOM8335511042166869SHDFND1 4686900SOLARCITY CORPCOM83416T100177072000SHCallDFND17200000SOLARCITY CORPCOM83416T100104742600SHPutDFND14260000SOLARCITY CORPCOM83416T10056322915SHDFND1 42291500SONIC CORPCOM8354511054072115827SHDFND111582700SONIC CORPCOM8354511058765249300SHCallDFND124930000SONIC CORPCOM83545110517531498600SHPutDFND149860000SONOCO PRODS COCOM8354951023216605SHDFND4660500SONOCO PRODS COCOM83549510277716000SHCallDFND11600000SONY CORPADR NEW83569930734013223SHDFND41322300SOTHEBYSCOM83589810701SHDFND1100SOTHEBYSCOM8358981072673100000SHCallDFND110000000SOUTHERN COCOM842587107116922600SHCallDFND42260000SOUTHERN COCOM842587107185735900SHPutDFND43590000SOUTHERN COCOM84258710741800SHDFND480000SOUTHWESTERN ENERGY COCOM84546710981761013100SHCallDFND1101310000SOUTHWESTERN ENERGY COCOM84546710960575000SHPutDFND17500000SPDR DOW JONES INDL AVRG ETFUT SER 178467X109706640000SHCallDFND44000000SPDR DOW JONES INDL AVRG ETFUT SER 178467X109579432800SHPutDFND43280000SPDR GOLD TRUSTGOLD SHS78463V10738353326024SHDFND1 432602400SPDR GOLD TRUSTGOLD SHS78463V10753432454200SHPutDFND1 445420000SPDR GOLD TRUSTGOLD SHS78463V1073040882584900SHCallDFND1 4258490000SPDR S&P 500 ETF TRTR UNIT78462F10389934437594SHDFND1 443759400SPDR S&P 500 ETF TRTR UNIT78462F1035969532904600SHCallDFND1 4290460000SPDR S&P 500 ETF TRTR UNIT78462F10315818467696800SHPutDFND1 4769680000SPDR SERIES TRUSTBRC HGH YLD BD78464A417171350000SHPutDFND15000000SPDR SERIES TRUSTBRC HGH YLD BD78464A41734310000SHDFND11000000SPDR SERIES TRUSTLNG TRM CORP BD78464A367114528694SHDFND12869400SPDR SERIES TRUSTS&P BIOTECH78464A870492195255SHDFND1 49525500SPDR SERIES TRUSTS&P BIOTECH78464A8706778131200SHPutDFND113120000SPDR SERIES TRUSTS&P BK ETF78464A7977444245100SHPutDFND124510000SPDR SERIES TRUSTS&P BK ETF78464A797236978000SHCallDFND17800000SPDR SERIES TRUSTS&P BK ETF78464A7974335142750SHDFND114275000SPDR SERIES TRUSTS&P CAP MKTS78464A771102426300SHDFND12630000SPDR SERIES TRUSTS&P HOMEBUILD78464A8888798260000SHCallDFND126000000SPDR SERIES TRUSTS&P METALS MNG78464A7556138300000SHCallDFND130000000SPDR SERIES TRUSTS&P METALS MNG78464A7552140104600SHPutDFND110460000SPDR SERIES TRUSTS&P OILGAS EXP78464A730426721406000SHPutDFND1140600000SPDR SERIES TRUSTS&P OILGAS EXP78464A7306683220200SHCallDFND122020000SPDR SERIES TRUSTS&P OILGAS EXP78464A7306875226530SHDFND122653000SPDR SERIES TRUSTS&P REGL BKG78464A6988480225300SHCallDFND122530000SPDR SERIES TRUSTS&P REGL BKG78464A69859115700SHDFND1 41570000SPDR SERIES TRUSTS&P REGL BKG78464A6989918263500SHPutDFND126350000SPDR SERIES TRUSTS&P RETAIL ETF78464A7145269114100SHCallDFND111410000SPDR SERIES TRUSTS&P RETAIL ETF78464A714834801807700SHPutDFND1180770000SPECTRANETICS CORPMTNF 2.625% 6/084760CAA512871617000PRNDFND1161700000SPECTRUM BRANDS HLDGS INCCOM84763R1015885385SHDFND4538500SPECTRUM PHARMACEUTICALS INCNOTE 2.750%12/184763AAB4219248000PRNDFND124800000SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410947110375SHDFND41037500SPIRIT RLTY CAP INC NEWNOTE 2.875% 5/184860WAA01421314209000PRNDFND11420900000SPIRIT RLTY CAP INC NEWNOTE 3.750% 5/184860WAB898749822000PRNDFND1982200000SPLUNK INCCOM848637104195740000SHCallDFND14000000SPLUNK INCCOM84863710435718SHDFND471800SPRINT CORPCOM SER 185207U1052041586561SHDFND1 458656100SPRINT CORPCOM SER 185207U1052216636800SHPutDFND163680000SPROUTS FMRS MKT INCCOM85208M102134346254SHDFND1 44625400SQUARE INCCL A8522341038763573477SHDFND157347700ST JOE COCOM79014810019711458SHDFND41145800ST JUDE MED INCCOM790849103330059994SHDFND1 45999400STANLEY BLACK & DECKER INCCOM8545021012872727SHDFND4272700STAPLES INCCOM855030102432753923400SHCallDFND1392340000STAPLES INCCOM85503010273966956SHDFND16695600STARBUCKS CORPCOM855244109189231700SHPutDFND43170000STARBUCKS CORPCOM855244109209535098SHDFND43509800STARBUCKS CORPCOM855244109136722900SHCallDFND42290000STARWOOD HOTELS&RESORTS WRLDCOM85590A401515561790SHDFND1 46179000STARWOOD HOTELS&RESORTS WRLDCOM85590A401814397600SHCallDFND19760000STARWOOD HOTELS&RESORTS WRLDCOM85590A401131815800SHPutDFND11580000STARWOOD PPTY TR INCNOTE 4.550% 3/085571BAA324432437000PRNDFND1243700000STATE STR CORPCOM857477103392667091SHDFND46709100STEEL DYNAMICS INCCOM8581191003377150000SHPutDFND115000000STEEL DYNAMICS INCCOM8581191005772256400SHCallDFND125640000STEEL DYNAMICS INCCOM85811910024010676SHDFND41067600STIFEL FINL CORPCOM860630102481619SHDFND1 4161900STIFEL FINL CORPCOM86063010272524500SHCallDFND12450000STMICROELECTRONICS N VNY REGISTRY86101210210619020SHDFND41902000STONE ENERGY CORPNOTE 1.750% 3/0861642AN637128000PRNDFND112800000STORE CAP CORPCOM8621211002057920SHDFND4792000STRYKER CORPCOM8636671016015600SHDFND1 4560000STRYKER CORPCOM863667101107310000SHCallDFND11000000SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M209223663721465SHDFND1372146500SUN HYDRAULICS CORPCOM8669421052427304SHDFND4730400SUNCOR ENERGY INC NEWCOM86722410759322350SHDFND1 42235000SUNEDISON INCCOM86732Y109119220063SHDFND122006300SUNEDISON INCCOM86732Y109313579100SHCallDFND157910000SUNEDISON INCCOM86732Y109423782500SHPutDFND178250000SUNEDISON INCNOTE 2.375% 4/186732YAH25185000PRNDFND118500000SUNPOWER CORPDBCV 0.750% 6/0867652AG410091000PRNDFND19100000SUNPOWER CORPDBCV 0.875% 6/0867652AJ87088000PRNDFND1 48800000SUNTRUST BKS INCCOM867914103150341658SHDFND44165800SUNTRUST BKS INCCOM86791410314400SHCallDFND140000SUPERIOR ENERGY SVCS INCCOM86815710882961900SHCallDFND16190000SUPERIOR INDS INTL INCCOM86816810532314608SHDFND41460800SVB FINL GROUPCOM78486Q1016636500SHCallDFND1650000SVB FINL GROUPCOM78486Q1016636500SHPutDFND1650000SVB FINL GROUPCOM78486Q1012272225SHDFND1 4222500SYMANTEC CORPCOM8715031083193173708SHDFND417370800SYNCHRONOSS TECHNOLOGIES INCNOTE 0.750% 8/187157BAA13031000PRNDFND1 43100000SYNCHRONY FINLCOM87165B103213374426SHDFND47442600SYNCHRONY FINLCOM87165B1033949137800SHPutDFND113780000SYNGENTA AGSPONSORED ADR87160A1005807000SHPutDFND1700000SYNOPSYS INCCOM87160710753511040SHDFND1 41104000SYNTA PHARMACEUTICALS CORPCOM87162T20624100000SHDFND110000000SYNTEL INCCOM87162H1034318624SHDFND4862400SYNTHETIC BIOLOGICS INCCOM87164U1025623600SHDFND12360000SYSCO CORPCOM87182910760512950SHDFND1 41295000T MOBILE US INCCOM872590104235361443SHDFND1 46144300TABLEAU SOFTWARE INCCL A87336U1056431140203SHDFND1 414020300TAILORED BRANDS INCCOM87403A10754830600SHCallDFND13060000TAKE-TWO INTERACTIVE SOFTWARCOM8740541093128274SHDFND1827400TAKE-TWO INTERACTIVE SOFTWARNOTE 1.750%12/0874054AC33116000PRNDFND11600000TAL ED GROUPADS REPSTG COM8740801042384800SHDFND1480000TANGER FACTORY OUTLET CTRS ICOM875465106124534216SHDFND1 43421600TARGET CORPCOM87612E1069405114300SHCallDFND411430000TARGET CORPCOM87612E10610869132100SHPutDFND413210000TARGET CORPCOM87612E1063954800SHDFND4480000TASER INTL INCCOM87651B10420010200SHCallDFND11020000TCP CAP CORPNOTE 5.250%12/187238QAB91414000PRNDFND41400000TE CONNECTIVITY LTDREG SHSH8498910498215863SHDFND41586300TECK RESOURCES LTDCL B87874220464584700SHCallDFND18470000TECK RESOURCES LTDCL B8787422046088800000SHPutDFND180000000TECK RESOURCES LTDCL B87874220470492459SHDFND1 49245900TECO ENERGY INCCOM87237510059221510SHDFND1 42151000TEEKAY TANKERS LTDCL AY8565N1024111088SHDFND41108800TEGNA INCCOM87901J105121851925SHDFND1 45192500TELECOM ITALIA S P A NEWSPON ADR ORD87927Y10254050000SHDFND15000000TELECOM ITALIA S P A NEWSPON ADR SVGS87927Y20130234200SHDFND13420000TELEFLEX INCCOM8793691066294006SHDFND1 4400600TELEPHONE & DATA SYS INCCOM NEW87943382960220001SHDFND12000100TENARIS S ASPONSORED ADR88031M10931012500SHCallDFND11250000TENARIS S ASPONSORED ADR88031M10974330000SHPutDFND13000000TENET HEALTHCARE CORPCOM NEW88033G407218075351SHDFND17535100TERADYNE INCCOM88077010261928665SHDFND1 42866500TERADYNE INCCOM88077010286440000SHCallDFND14000000TEREX CORP NEWCOM8807791032551102514SHDFND1 410251400TEREX CORP NEWCOM88077910315719631800SHCallDFND163180000TERRAFORM PWR INCCL A COM88104R10042949600SHCallDFND14960000TESARO INCNOTE 3.000%10/0881569AA5382260000PRNDFND126000000TESLA MTRS INCCOM88160R10151951226100SHPutDFND122610000TESLA MTRS INCCOM88160R10124671107371SHDFND1 410737100TESLA MTRS INCCOM88160R1011146649900SHCallDFND14990000TESLA MTRS INCNOTE 1.250% 3/088160RAC583749754000PRNDFND1975400000TESORO CORPCOM881609101387145007SHDFND1 44500700TESORO CORPCOM8816091014134800SHCallDFND1480000TESORO CORPCOM8816091016457500SHPutDFND1750000TESSERA TECHNOLOGIES INCCOM88164L1002407745SHDFND4774500TEVA PHARMACEUTICAL INDS LTDADR881624209316859213SHDFND15921300TEXAS INSTRS INCCOM8825081043105400SHPutDFND4540000TEXAS INSTRS INCCOM8825081041412460SHDFND4246000TEXAS INSTRS INCCOM882508104135523600SHCallDFND42360000TFS FINL CORPCOM87240R10780046074SHDFND44607400THE ADT CORPORATIONCOM00101J1066768164032SHDFND1 416403200THE ADT CORPORATIONCOM00101J10632439786200SHCallDFND178620000THE ADT CORPORATIONCOM00101J1066890167000SHPutDFND116700000THE ONE GROUP HOSPITALITY INCOM88338K1032500833258SHDFND183325800THERAPEUTICSMD INCCOM88338N10712920088SHDFND1 42008800THERMO FISHER SCIENTIFIC INCCOM88355610285600SHDFND460000THERMO FISHER SCIENTIFIC INCCOM88355610211758300SHCallDFND4830000THERMO FISHER SCIENTIFIC INCCOM88355610210767600SHPutDFND4760000THOMSON REUTERS CORPCOM88490310551812797SHDFND41279700THOR INDS INCCOM88516010167310556SHDFND1 41055600THOR INDS INCCOM88516010177812200SHCallDFND11220000TIDEWATER INCCOM88642310210315136SHDFND41513600TIME WARNER CABLE INCCOM88732J207370418100SHPutDFND11810000TIME WARNER CABLE INCCOM88732J2071105354018SHDFND1 45401800TIME WARNER CABLE INCCOM88732J207716235000SHCallDFND13500000TIME WARNER INCCOM NEW88731730341243568472SHDFND1 456847200TIME WARNER INCCOM NEW88731730341745575400SHCallDFND1 457540000TIME WARNER INCCOM NEW88731730366753920100SHPutDFND1 492010000TIVO INCCOM8887061082336245654SHDFND1 424565400TIVO INCNOTE 2.000%10/0888706AF536403872000PRNDFND1387200000TJX COS INC NEWCOM8725401096668500SHPutDFND4850000TJX COS INC NEWCOM8725401091652100SHCallDFND4210000TJX COS INC NEWCOM8725401097669779SHDFND4977900TOLL BROS FIN CORPNOTE 0.500% 9/188947EAM21718000PRNDFND41800000TOLL BROTHERS INCCOM889478103168257002SHDFND15700200TORCHMARK CORPCOM89102710484015505SHDFND1 41550500TORO COCOM8910921087759003SHDFND4900300TORONTO DOMINION BK ONTCOM NEW89116050971816759SHDFND41675900TOTAL S ASPONSORED ADR89151E109841856SHDFND4185600TOTAL S ASPONSORED ADR89151E10916129355100SHCallDFND135510000TOTAL SYS SVCS INCCOM891906109861800SHCallDFND1180000TOTAL SYS SVCS INCCOM8919061091483102SHDFND4310200TOWER SEMICONDUCTOR LTDSHS NEWM879152741248103011SHDFND110301100TOWER SEMICONDUCTOR LTDSHS NEWM879152741719141800SHCallDFND114180000TOWER SEMICONDUCTOR LTDSHS NEWM879152741719141800SHPutDFND114180000TOYOTA MOTOR CORPSP ADR REP2COM8923313073873637SHDFND4363700TRACTOR SUPPLY COCOM8923561063353703SHDFND4370300TRANSDIGM GROUP INCCOM893641100462721000SHPutDFND12100000TRANSDIGM GROUP INCCOM89364110011505221SHDFND1 4522100TRANSOCEAN LTDREG SHSH8817H1002716297116SHDFND1 429711600TRANSOCEAN LTDREG SHSH8817H10022925000SHCallDFND12500000TRANSOCEAN LTDREG SHSH8817H100107181172600SHPutDFND1117260000TRAVELERS COMPANIES INCCOM89417E1092281950SHDFND4195000TRAVELERS COMPANIES INCCOM89417E109304626100SHCallDFND12610000TRI POINTE GROUP INCCOM87265H10901SHDFND1100TRI POINTE GROUP INCCOM87265H1095041427900SHCallDFND142790000TRIMBLE NAVIGATION LTDCOM89623910028811603SHDFND41160300TRINA SOLAR LIMITEDSPON ADR89628E10445245442SHDFND44544200TRINITY INDS INCCOM89652210932717866SHDFND1 41786600TRIPADVISOR INCCOM896945201536780708SHDFND1 48070800TRIPADVISOR INCCOM896945201650497800SHPutDFND19780000TRONOX LTDSHS CL AQ9235V10163399000SHPutDFND19900000TRONOX LTDSHS CL AQ9235V1011176SHDFND417600TRONOX LTDSHS CL AQ9235V10151180000SHCallDFND18000000TTM TECHNOLOGIES INCNOTE 1.750%12/187305RAD11921000PRNDFND42100000TUPPERWARE BRANDS CORPCOM899896104238341103SHDFND14110300TUPPERWARE BRANDS CORPCOM899896104183831700SHCallDFND13170000TWENTY FIRST CENTY FOX INCCL A90130A10128310150SHDFND41015000TWENTY FIRST CENTY FOX INCCL A90130A101471700SHCallDFND1170000TWITTER INCCOM90184L10260636635SHDFND13663500TWITTER INCCOM90184L102115069500SHCallDFND16950000TWITTER INCNOTE 0.250% 9/190184LAB864397339000PRNDFND1733900000TYCO INTL PLCSHSG91442106331090165SHDFND1 49016500TYCO INTL PLCSHSG91442106263671800SHCallDFND17180000TYSON FOODS INCCL A90249410399714949SHDFND1 41494900TYSON FOODS INCCL A90249410313759206400SHCallDFND120640000U S G CORPCOM NEW9032934053236130449SHDFND1 413044900U S G CORPCOM NEW9032934054791193100SHCallDFND119310000UDR INCCOM9026531043849963SHDFND4996300UGI CORP NEWCOM9026811053839503SHDFND4950300ULTA SALON COSMETCS & FRAG ICOM90384S303247412771SHDFND1 41277100ULTRAGENYX PHARMACEUTICAL INCOM90400D108169726800SHCallDFND12680000UNDER ARMOUR INCCL A904311107223226315SHDFND1 42631500UNDER ARMOUR INCCL A904311107135716000SHPutDFND11600000UNILEVER N VN Y SHS NEW9047847092756162SHDFND4616200UNILEVER N VN Y SHS NEW904784709177839800SHCallDFND13980000UNION PAC CORPCOM9078181088202103100SHPutDFND410310000UNION PAC CORPCOM907818108266233465SHDFND1 43346500UNION PAC CORPCOM907818108340542800SHCallDFND44280000UNIT CORPCOM90921810911613200SHDFND41320000UNITED CONTL HLDGS INCCOM910047109389165000SHPutDFND16500000UNITED CONTL HLDGS INCCOM910047109104717497SHDFND1 41749700UNITED NAT FOODS INCCOM911163103184045652SHDFND1 44565200UNITED PARCEL SERVICE INCCL B911312106117711155SHDFND41115500UNITED PARCEL SERVICE INCCL B9113121061024197100SHCallDFND1 49710000UNITED PARCEL SERVICE INCCL B911312106342832500SHPutDFND43250000UNITED STATES CELLULAR CORPCOM9116841082826174SHDFND4617400UNITED STATES NATL GAS FUNDUNIT PAR $0.0019123182013246487400SHCallDFND448740000UNITED STATES NATL GAS FUNDUNIT PAR $0.0019123182012310346900SHPutDFND434690000UNITED STATES OIL FUND LPUNITS91232N1082754283870SHDFND428387000UNITED STATES OIL FUND LPUNITS91232N1087539777200SHCallDFND1 477720000UNITED STATES OIL FUND LPUNITS91232N108250542582900SHPutDFND1 4258290000UNITED STATES STL CORP NEWCOM91290910816910540SHDFND11054000UNITED STATES STL CORP NEWCOM9129091085598348800SHCallDFND134880000UNITED STATES STL CORP NEWCOM912909108246381535100SHPutDFND1153510000UNITED STS BRENT OIL FD LPUNIT91167Q10025120500SHDFND12050000UNITED STS BRENT OIL FD LPUNIT91167Q1001226100000SHPutDFND110000000UNITED TECHNOLOGIES CORPCOM9130171091229731228500SHCallDFND1 4122850000UNITED TECHNOLOGIES CORPCOM91301710910641106300SHPutDFND410630000UNITED TECHNOLOGIES CORPCOM91301710975750SHDFND475000UNITED THERAPEUTICS CORP DELCOM91307C10279707SHDFND1 470700UNITED THERAPEUTICS CORP DELCOM91307C102171615400SHCallDFND11540000UNITEDHEALTH GROUP INCCOM91324P102186914500SHPutDFND41450000UNITEDHEALTH GROUP INCCOM91324P1024933826SHDFND4382600UNITEDHEALTH GROUP INCCOM91324P102920371400SHCallDFND1 47140000UNIVERSAL DISPLAY CORPCOM91347P1055410100000SHCallDFND110000000UNIVERSAL DISPLAY CORPCOM91347P105141326114SHDFND12611400UNUM GROUPCOM91529Y106181458659SHDFND45865900UNUM GROUPCOM91529Y1066042195400SHCallDFND119540000URBAN OUTFITTERS INCCOM917047102185255965SHDFND1 45596500US BANCORP DELCOM NEW902973304137633900SHPutDFND43390000US BANCORP DELCOM NEW90297330442610499SHDFND41049900US BANCORP DELCOM NEW902973304114128100SHCallDFND42810000V F CORPCOM918204108162425083SHDFND42508300VALE S AADR91912E105126593006900SHPutDFND1300690000VALE S AADR91912E10545521081200SHCallDFND1108120000VALEANT PHARMACEUTICALS INTLCOM91911K10289534044SHDFND43404400VALEANT PHARMACEUTICALS INTLCOM91911K102433531648400SHCallDFND1164840000VALEANT PHARMACEUTICALS INTLCOM91911K10214999570300SHPutDFND157030000VALERO ENERGY CORP NEWCOM91913Y10016651259600SHPutDFND125960000VALERO ENERGY CORP NEWCOM91913Y100405163158SHDFND46315800VALERO ENERGY CORP NEWCOM91913Y10051633805000SHCallDFND180500000VALIDUS HOLDINGS LTDCOM SHSG9319H10263713497SHDFND1 41349700VANGUARD INDEX FDSS&P 500 ETF SHS9229083638564540SHDFND4454000VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF9220428742675510SHDFND4551000VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF9219438582306420SHDFND4642000VANGUARD WORLD FDSENERGY ETF92204A306214625000SHDFND12500000VANTIV INCCL A92210H105426379125SHDFND1 47912500VARIAN MED SYS INCCOM92220P105146318282SHDFND41828200VCA INCCOM9181941013706422SHDFND1 4642200VECTOR GROUP LTDFRNT 1/192240MAY4108737275000PRNDFND1727500000VECTOR GROUP LTDNOTE 1.750% 4/192240MBC11180110619000PRNDFND11061900000VECTREN CORPCOM92240G10162312323SHDFND41232300VERINT SYS INCNOTE 1.500% 6/092343XAA852375919000PRNDFND1 4591900000VERISIGN INCCOM92343E102103611704SHDFND41170400VERIZON COMMUNICATIONS INCCOM92343V10458410792SHDFND1 41079200VERIZON COMMUNICATIONS INCCOM92343V10420934387100SHCallDFND1 438710000VERIZON COMMUNICATIONS INCCOM92343V10420594380800SHPutDFND438080000VERTEX PHARMACEUTICALS INCCOM92532F100235429613SHDFND42961300VIACOM INC NEWCL B92553P201191746444SHDFND1 44644400VIOLIN MEMORY INCNOTE 4.250%10/092763AAB7401712110000PRNDFND11211000000VIPSHOP HLDGS LTDSPONSORED ADR92763W103201552SHDFND1155200VIPSHOP HLDGS LTDSPONSORED ADR92763W103103380200SHCallDFND18020000VIRNETX HLDG CORPCOM92823T10811525088SHDFND1 42508800VISA INCCOM CL A92826C8394515900SHPutDFND1 4590000VISA INCCOM CL A92826C839120315729SHDFND41572900VISA INCCOM CL A92826C83981810700SHCallDFND1 41070000VISHAY INTERTECHNOLOGY INCCOM92829810815913023SHDFND1 41302300VISTA OUTDOOR INCCOM92837710093418000SHDFND11800000VITAL THERAPIES INCCOM92847R104333677SHDFND1 4367700VITAL THERAPIES INCCOM92847R10410111100SHCallDFND11110000VMWARE INCCL A COM928563402771477SHDFND1 4147700VMWARE INCCL A COM92856340212769244100SHCallDFND124410000VMWARE INCCL A COM92856340213606260100SHPutDFND126010000VOCERA COMMUNICATIONS INCCOM92857F10713510560SHDFND41056000VORNADO RLTY TRSH BEN INT92904210930316SHDFND431600VORNADO RLTY TRSH BEN INT92904210916846178400SHCallDFND117840000VULCAN MATLS COCOM9291601099749224SHDFND4922400VWR CORPCOM91843L10329010724SHDFND41072400W P CAREY INCCOM92936U1094186711SHDFND1 4671100WABTEC CORPCOM929740108173621900SHCallDFND12190000WALGREENS BOOTS ALLIANCE INCCOM9314271088349900SHPutDFND4990000WALGREENS BOOTS ALLIANCE INCCOM931427108623373989SHDFND47398900WALGREENS BOOTS ALLIANCE INCCOM9314271083454100SHCallDFND4410000WAL-MART STORES INCCOM93114210311821172600SHPutDFND417260000WAL-MART STORES INCCOM9311421031372001SHDFND1 4200100WAL-MART STORES INCCOM931142103502073300SHCallDFND47330000WALTER INVT MGMT CORPNOTE 4.500%11/093317WAA06091042000PRNDFND1104200000WASTE MGMT INC DELCOM94106L10997416508SHDFND1 41650800WATERS CORPCOM9418481033552690SHDFND4269000WATSCO INCCOM9426222006935146SHDFND4514600WEATHERFORD INTL PLCORD SHSG48833100157952030200SHPutDFND1203020000WEATHERFORD INTL PLCORD SHSG4883310069689400SHCallDFND18940000WEATHERFORD INTL PLCORD SHSG4883310023630299SHDFND43029900WEB COM GROUP INCNOTE 1.000% 8/194733AAA2478500000PRNDFND150000000WEBMD HEALTH CORPNOTE 1.500%12/094770VAK873035472000PRNDFND1547200000WEBMD HEALTH CORPNOTE 2.500% 1/394770VAF9514449000PRNDFND144900000WEIBO CORPSPONSORED ADR94859610160133482SHDFND13348200WEINGARTEN RLTY INVSSH BEN INT9487411032877640SHDFND1 4764000WELLCARE HEALTH PLANS INCCOM94946T1064645000SHDFND1500000WELLPOINT INCNOTE 2.750%10/194973VBG154542850000PRNDFND1285000000WELLS FARGO & CO NEWCOM949746101274256700SHPutDFND45670000WELLS FARGO & CO NEWCOM94974610112154251328SHDFND1 425132800WELLS FARGO & CO NEWCOM9497461016944143600SHCallDFND1 414360000WESCO INTL INCCOM95082P1054377993SHDFND1799300WESCO INTL INCCOM95082P105246045000SHPutDFND14500000WESTAR ENERGY INCCOM95709T100251350655SHDFND1 45065500WESTAR ENERGY INCCOM95709T1003226500SHCallDFND1650000WESTAR ENERGY INCCOM95709T100126025400SHPutDFND12540000WESTERN DIGITAL CORPCOM958102105242951411SHDFND1 45141100WESTERN DIGITAL CORPCOM95810210536701776900SHPutDFND177690000WESTERN DIGITAL CORPCOM95810210517526371000SHCallDFND137100000WESTERN UN COCOM95980210924212542SHDFND41254200WESTLAKE CHEM CORPCOM9604131022966400SHDFND1640000WESTLAKE CHEM CORPCOM96041310260213000SHPutDFND11300000WESTROCK COCOM96145D10554613993SHDFND41399300WEYERHAEUSER COCOM962166104652100SHDFND1 4210000WEYERHAEUSER COCOM962166104274888700SHCallDFND18870000WEYERHAEUSER COPREF CONV SER A9621668724889553SHDFND4955300WGL HLDGS INCCOM92924F106126617500SHDFND11750000WHIRLPOOL CORPCOM963320106180310000SHCallDFND11000000WHIRLPOOL CORPCOM963320106180310000SHPutDFND11000000WHIRLPOOL CORPCOM9633201062981650SHDFND1 4165000WHITE MTNS INS GROUP LTDCOMG9618E107523652SHDFND465200WHITEWAVE FOODS COCOM9662441056299155000SHPutDFND115500000WHITEWAVE FOODS COCOM966244105348785800SHDFND18580000WHITEWAVE FOODS COCOM9662441059307229000SHCallDFND122900000WHITING PETE CORP NEWCOM9663871021197150000SHPutDFND115000000WHITING PETE CORP NEWCOM96638710278898800SHCallDFND19880000WHITING PETE CORP NEWCOM96638710247659700SHDFND15970000WHITING PETE CORP NEWNOTE 5.000% 3/1966387AR3338397000PRNDFND139700000WHITING PETE CORP NEWNOTE 5.750% 3/1966387AS128863482000PRNDFND1348200000WHITING PETE CORP NEWNOTE 6.250% 4/0966387AT942015053000PRNDFND1505300000WHITING PETE CORP NEWNOTE 6.500%10/0966387AQ515831900000PRNDFND1190000000WHOLE FOODS MKT INCCOM9668371064044130000SHPutDFND113000000WHOLE FOODS MKT INCCOM9668371063141100953SHDFND1 410095300WILLIAMS COS INC DELCOM9694571002306143500SHPutDFND114350000WILLIAMS COS INC DELCOM96945710041625905SHDFND1 42590500WILLIAMS COS INC DELCOM9694571005821362200SHCallDFND136220000WILLIAMS SONOMA INCCOM969904101184233644SHDFND13364400WILLIAMS SONOMA INCCOM96990410120763379300SHCallDFND137930000WINGSTOP INCCOM97415510371031321SHDFND13132100WINTHROP RLTY TRSH BEN INT NEW976391300104679632SHDFND17963200WISDOMTREE INVTS INCCOM97717P104383344SHDFND1 4334400WISDOMTREE INVTS INCCOM97717P10411810300SHCallDFND11030000WISDOMTREE TREUROPE HEDGED EQ97717X70161411832SHDFND41183200WISDOMTREE TRJAPN HEDGE EQT97717W8515607128283SHDFND1 412828300WISDOMTREE TRJAPN HEDGE EQT97717W851125928800SHCallDFND12880000WISDOMTREE TRJAPN HEDGE EQT97717W85117672404300SHPutDFND140430000WMIH CORPCOM92936P10018578857SHDFND17885700WORKDAY INCCL A98138H101380449500SHPutDFND14950000WORKDAY INCCL A98138H101110SHDFND11000WORLD FUEL SVCS CORPCOM98147510661812727SHDFND1 41272700WP GLIMCHER INCOM92939N10233435200SHCallDFND13520000WP GLIMCHER INCOM92939N10229731302SHDFND13130200WPX ENERGY INCCOM98212B10324535000SHDFND13500000WPX ENERGY INCCOM98212B103734105000SHPutDFND110500000WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE7569629000PRNDFND162900000WRIGHT MED GROUP INCNOTE 2.000% 8/198235TAC120672059000PRNDFND1205900000WYNDHAM WORLDWIDE CORPCOM98310W108220428840SHDFND1 42884000WYNN RESORTS LTDCOM98313410724912266633SHDFND1 426663300WYNN RESORTS LTDCOM98313410722162237200SHPutDFND123720000WYNN RESORTS LTDCOM98313410727534294700SHCallDFND129470000XENOPORT INCNOTE 2.500% 2/098411CAB638725000000PRNDFND1500000000XEROX CORPCOM98412110329426350SHDFND42635000XILINX INCCOM98391910172715335SHDFND1 41533500XL GROUP PLCSHSG98290102145939649SHDFND1 43964900XO GROUP INCCOM98377210416810472SHDFND41047200XOMA CORP DELCOM98419J107193250000SHDFND125000000XPO LOGISTICS INCCOM983793100261085000SHPutDFND18500000XPO LOGISTICS INCCOM9837931003105101127SHDFND1 410112700XPO LOGISTICS INCCOM9837931004197136700SHCallDFND113670000XYLEM INCCOM98419M1002325668SHDFND4566800YAHOO INCCOM98433210617887485931SHDFND148593100YAHOO INCCOM9843321067914215000SHCallDFND121500000YAHOO INCCOM9843321064476121600SHPutDFND112160000YAHOO INCNOTE 12/0984332AF34444000PRNDFND1 44400000YELP INCCL A98581710577038750SHDFND13875000YOUKU TUDOU INCSPONSORED ADR98742U10054319759SHDFND41975900YRC WORLDWIDE INCCOM PAR $.0198424960716818028SHDFND41802800YUM BRANDS INCCOM9884981012843468SHDFND4346800YUM BRANDS INCCOM988498101611474700SHCallDFND17470000YUMA ENERGY INCPFD-A CV 9.25%98872E2077120453SHDFND42045300YY INCADS REPCOM CLA98426T1065098260SHDFND4826000YY INCNOTE 2.250% 4/098426TAB236373727000PRNDFND1372700000ZAFGEN INCCOM98885E10315723559SHDFND12355900ZAFGEN INCCOM98885E10337355900SHCallDFND15590000ZIMMER BIOMET HLDGS INCCOM98956P102144413545SHDFND1 41354500ZIONS BANCORPORATIONCOM989701107135455943SHDFND45594300ZIX CORPCOM98974P1004411105SHDFND41110500ZOES KITCHEN INCCOM98979J1098201SHDFND120100ZOES KITCHEN INCCOM98979J109146637600SHCallDFND13760000ZOGENIX INCCOM NEW98978L20423125000SHPutDFND12500000ZOGENIX INCCOM NEW98978L20417318734SHDFND11873400ZOGENIX INCCOM NEW98978L20423125000SHCallDFND12500000