Chief Compliance Officer

0001481986-14-000008.txt : 20140815 0001481986-14-000008.hdr.sgml : 20140815 20140814173306 ACCESSION NUMBER: 0001481986-14-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140815 DATE AS OF CHANGE: 20140814 EFFECTIVENESS DATE: 20140815 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DRW Securities, LLC CENTRAL INDEX KEY: 0001481986 IRS NUMBER: 364202848 STATE OF INCORPORATION: IL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13722 FILM NUMBER: 141044461 BUSINESS ADDRESS: STREET 1: 540 WEST MADISON STREET STREET 2: SUITE 2500 CITY: CHICAGO STATE: IL ZIP: 60661 BUSINESS PHONE: 312-542-1000 MAIL ADDRESS: STREET 1: 540 WEST MADISON STREET STREET 2: SUITE 2500 CITY: CHICAGO STATE: IL ZIP: 60661 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001481986 XXXXXXXX 06-30-2014 06-30-2014 DRW Securities, LLC

540 WEST MADISON STREET SUITE 2500 CHICAGO IL 60661

13F HOLDINGS REPORT 028-13722 N Robert Armour Chief Compliance Officer (312) 542-3231 Robert Armour Chicago IL 08-14-2014 2 122 545959 false 2 DRW Investments, LLC 3 DRW Commodities, LLC INFORMATION TABLE 2 compliance.xml ADVISORSHARES TR PERITUS HG YLD 00768Y503 1586 29760 SH OTR 1 0 0 0 ALBANY MOLECULAR RESH INC COM 012423109 4225 210000 SH OTR 1 0 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 5079 32503 SH OTR 1 0 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1478 12900 SH OTR 1 0 0 0 ALTISOURCE RESIDENTIAL CORP CL B 02153W100 1816 69750 SH OTR 1 0 0 0 AMERICAN CAP MTG INVT CORP COM 02504A104 901 45000 SH OTR 1 0 0 0 APPLE INC COM 037833100 6702 72114 SH OTR 1 0 0 0 APPLE INC COM 037833100 6700 72100 SH Put OTR 1 0 0 0 APPLIED MATLS INC COM 038222105 45 2000 SH Put OTR 1 0 0 0 ARADIGM CORP COM NO PAR NEW 038505400 241 27200 SH OTR 1 0 0 0 ARDMORE SHIPPING CORP COM Y0207T100 1259 91000 SH OTR 1 0 0 0 BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 1058 36984 SH OTR 1 0 0 0 BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 2860 100000 SH Put OTR 1,2 0 0 0 BIOGEN IDEC INC COM 09062X103 9995 31700 SH OTR 1 0 0 0 BLACKROCK MUNIYLD INVST QLTY COM 09254T100 134 10000 SH OTR 1 0 0 0 BLACKROCK REAL ASSET EQUITY COM 09254B109 224 23806 SH OTR 1 0 0 0 BLACKROCK UTIL & INFRASTRCTU COM 09248D104 367 17515 SH OTR 1 0 0 0 BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 3391 162480 SH OTR 1 0 0 0 CBOE HLDGS INC COM 12503M108 1061 21554 SH OTR 1,2 0 0 0 CITRIX SYS INC COM 177376100 1407 22500 SH Put OTR 1 0 0 0 CITRIX SYS INC COM 177376100 1877 30000 SH Call OTR 1 0 0 0 CLAYMORE EXCHANGE TRD FD TR GUGG ENH SHT DUR 18383M654 1295 25739 SH OTR 1 0 0 0 CREDIT SUISSE AG NASSAU BRH EXCHTRADE SHTERM 22539T613 313 105097 SH OTR 1 0 0 0 CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 20642 458918 SH OTR 1,2 0 0 0 DHT HOLDINGS INC SHS NEW Y2065G121 569 79000 SH OTR 1 0 0 0 DIGI INTL INC COM 253798102 119 12650 SH OTR 1 0 0 0 EATON VANCE MUN BD FD COM 27827X101 539 43332 SH OTR 1 0 0 0 ECHELON CORP COM 27874N105 59 24200 SH OTR 1 0 0 0 EXFO INC SUB VTG SHS 302046107 86 18000 SH OTR 1 0 0 0 FIRST TR EXCNGE TRD ALPHADEX MID CAP VAL FD 33737M201 454 14148 SH OTR 1 0 0 0 FIRST TR HIGH INCOME L/S FD COM 33738E109 367 20223 SH OTR 1 0 0 0 GANNETT INC COM 364730101 2361 75400 SH Call OTR 1 0 0 0 GARRISON CAP INC COM 366554103 7613 497609 SH OTR 3 0 0 0 GENERAL MTRS CO COM 37045V100 436 12003 SH OTR 1 0 0 0 GENERAL MTRS CO COM 37045V100 1997 55000 SH Call OTR 1 0 0 0 IDENTIV INC COM NEW 45170X205 111 10000 SH OTR 1 0 0 0 INTEL CORP COM 458140100 389 12600 SH Call OTR 1 0 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1322 7000 SH Call OTR 1 0 0 0 INTERMUNE INC COM 45884X103 667 15100 SH OTR 1 0 0 0 INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 183 16100 SH OTR 1 0 0 0 INVESCO MUN OPPORTUNITY TR COM 46132C107 181 14400 SH OTR 1 0 0 0 INVESCO MUN TR COM 46131J103 213 17000 SH OTR 1 0 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 250 29600 SH OTR 1 0 0 0 ISHARES 10-20 YR TRS ETF 464288653 1090 8433 SH OTR 1 0 0 0 ISHARES 1-3 YR TR BD ETF 464287457 2903 34325 SH OTR 1 0 0 0 ISHARES 3-7 YR TR BD ETF 464288661 2382 19560 SH OTR 1 0 0 0 ISHARES 7-10 Y TR BD ETF 464287440 738 7126 SH OTR 1 0 0 0 ISHARES CORE TOTUSBD ETF 464287226 435 3975 SH OTR 1 0 0 0 ISHARES IBOXX HI YD ETF 464288513 1419 14907 SH OTR 1 0 0 0 ISHARES MSCI BRZ CAP ETF 464286400 98207 2055400 SH Put OTR 1 0 0 0 ISHARES MSCI BRZ CAP ETF 464286400 14334 300000 SH Call OTR 1 0 0 0 ISHARES MSCI EMG MKT ETF 464287234 11568 267600 SH Put OTR 1 0 0 0 ISHARES MSCI EMG MKT ETF 464287234 23634 546700 SH Call OTR 1 0 0 0 ISHARES SHRT TRS BD ETF 464288679 4671 42363 SH OTR 1 0 0 0 ISHARES TR U.S. TRS BD ETF 46429B267 563 22708 SH OTR 1 0 0 0 ISHARES U.S. MED DVC ETF 464288810 500 4900 SH OTR 1 0 0 0 JIVE SOFTWARE INC COM 47760A108 281 33000 SH OTR 1 0 0 0 JIVE SOFTWARE INC COM 47760A108 213 25000 SH Call OTR 1 0 0 0 LAM RESEARCH CORP COM 512807108 270 4000 SH Put OTR 1 0 0 0 LANTRONIX INC COM NEW 516548203 49 25000 SH OTR 1 0 0 0 LEXMARK INTL NEW CL A 529771107 241 5000 SH Put OTR 1 0 0 0 LEXMARK INTL NEW CL A 529771107 120 2500 SH Call OTR 1 0 0 0 MERITOR INC COM 59001K100 274 21000 SH OTR 1 0 0 0 MERITOR INC COM 59001K100 346 26500 SH Put OTR 1 0 0 0 NL INDS INC COM NEW 629156407 227 24471 SH OTR 1 0 0 0 NORDIC AMERICAN TANKERS LIMI COM G65773106 727 76300 SH Call OTR 1 0 0 0 NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 154 11100 SH OTR 1 0 0 0 NUVEEN DIVERSIFIED COMMODTY COM UT BEN INT 67074P104 514 31600 SH OTR 1 0 0 0 NUVEEN DIVID ADV MUN FD 3 COM SH BEN INT 67070X101 178 13004 SH OTR 1 0 0 0 NUVEEN DIVID ADVANTAGE MUN I COM 67071L106 292 20593 SH OTR 1 0 0 0 NUVEEN MUN OPPORTUNITY FD IN COM 670984103 242 17139 SH OTR 1 0 0 0 NUVEEN PREM INCOME MUN FD COM 67062T100 387 28500 SH OTR 1 0 0 0 NUVEEN PREM INCOME MUN FD 2 COM 67063W102 217 15700 SH OTR 1 0 0 0 NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X100 163 11606 SH OTR 1 0 0 0 OCWEN FINL CORP COM NEW 675746309 371 10000 SH Put OTR 1 0 0 0 OSI SYSTEMS INC COM 671044105 200 3000 SH OTR 1 0 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1511 103300 SH OTR 1 0 0 0 PIMCO ETF TR ENHAN SHRT MAT 72201R833 299 2945 SH OTR 1 0 0 0 PPG INDS INC COM 693506107 2816 13400 SH OTR 1 0 0 0 PROSHARES TR PSHS ULSHT 7-10Y 74347R313 977 36205 SH OTR 1 0 0 0 PROSHARES TR PSHS ULTSH 20YRS 74347B201 1669 27491 SH OTR 1 0 0 0 PROSHARES TR ULTR 7-10 TREA 74347R180 2401 44640 SH OTR 1 0 0 0 PROSHARES TR ULTRA 20YR TRE 74347R172 1749 27275 SH OTR 1 0 0 0 PROSHARES TR II SHT VIX ST TRM 74347W627 19419 220000 SH OTR 2 0 0 0 PROSHARES TR II SHT VIX ST TRM 74347W627 42370 480000 SH Call OTR 2 0 0 0 PROSHARES TR II ULT VIX SHRT TRM 74347W346 2316 87000 SH OTR 2 0 0 0 PROSHARES TR II ULT VIX SHRT TRM 74347W346 14455 543000 SH Call OTR 2 0 0 0 PRUDENTIAL FINL INC COM 744320102 1642 18501 SH OTR 1 0 0 0 PRUDENTIAL SHT DURATION HG Y COM 74442F107 598 33252 SH OTR 1 0 0 0 RETRACTABLE TECHNOLOGIES INC COM 76129W105 127 50800 SH OTR 1 0 0 0 RMG NETWORKS HLDG CORP COM 74966K102 5274 2354650 SH OTR 3 0 0 0 RYDEX ETF TRUST GUG S&P500 EQ WT 78355W833 8643 100000 SH OTR 1 0 0 0 SANDISK CORP COM 80004C101 261 2500 SH Put OTR 1 0 0 0 SANDISK CORP COM 80004C101 2872 27500 SH Call OTR 1 0 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 2702 138994 SH OTR 1 0 0 0 SCHWAB STRATEGIC TR INTRM TRM TRES 808524854 977 18381 SH OTR 1 0 0 0 SCHWAB STRATEGIC TR SHT TM US TRES 808524862 1495 29536 SH OTR 1 0 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 350 3500 SH OTR 1 0 0 0 SIMON PPTY GROUP INC NEW COM 828806109 4423 26600 SH OTR 1 0 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 737 21200 SH Call OTR 1 0 0 0 SIRIUS XM HLDGS INC COM 82968B103 279 80590 SH OTR 1 0 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 82418 421100 SH Put OTR 1 0 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 4502 23000 SH Call OTR 1 0 0 0 SPDR SERIES TRUST BRCLYS 1-3MT ETF 78464A680 2036 44493 SH OTR 1 0 0 0 SYNGENTA AG SPONSORED ADR 87160A100 598 8000 SH OTR 1 0 0 0 SYNGENTA AG SPONSORED ADR 87160A100 1952 26100 SH Put OTR 1 0 0 0 TEXAS INSTRS INC COM 882508104 72 1500 SH Put OTR 1 0 0 0 TORTOISE MLP FD INC COM 89148B101 340 11377 SH OTR 1 0 0 0 TWO HBRS INVT CORP COM 90187B101 1038 99000 SH OTR 1 0 0 0 UNWIRED PLANET INC NEW COM 91531F103 535 240000 SH OTR 1 0 0 0 USA TECHNOLOGIES INC COM NO PAR 90328S500 184 87000 SH OTR 1 0 0 0 VANGUARD BD INDEX FD INC LONG TERM BOND 921937793 431 4796 SH OTR 1 0 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 65816 800492 SH OTR 1 0 0 0 VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 365 3785 SH OTR 1 0 0 0 VANGUARD SCOTTSDALE FDS INT-TERM GOV 92206C706 763 11926 SH OTR 1 0 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 645 7144 SH OTR 1 0 0 0 VANGUARD SCOTTSDALE FDS SHTRM GVT BD ETF 92206C102 1281 21019 SH OTR 1 0 0 0 VEEVA SYS INC CL A COM 922475108 445 17500 SH Put OTR 1 0 0 0 VEEVA SYS INC CL A COM 922475108 255 10000 SH Call OTR 1 0 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 947 10000 SH Call OTR 1 0 0 0 WI-LAN INC COM 928972108 119 35000 SH OTR 1 0 0 0 WINDSTREAM HLDGS INC COM 97382A101 375 110717 SH OTR 1 0 0 0