InvestorCapstone Investment Advisors, Llc
Portfolio Value $ 3,540,763,000
Current Positions434
Opened Positions5
Closed Positions293


Latest Holdings, Performance, AUM (from 13F, 13D)

Capstone Investment Advisors, Llc has disclosed 434 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 3,540,763,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Capstone Investment Advisors, Llc's top holdings are SPDR S&P 500 ETF Trust (NYSE:SPY) , iShares Russell 2000 ETF (NYSE:IWM) , PowerShares QQQ Trust (NASDAQ:QQQ) , iShares MSCI Emerging Markets ETF (NYSE:EEM) , and NXP Semiconductors N.V. (NASDAQ:NXPI) . Capstone Investment Advisors, Llc's new positions include Intel Corp. 3.25% Bond Due 8/1/2039 (458140AF7) , MercadoLibre, Inc. Bond (58733RAB8) , Whiting Petroleum Corp. 1.25% Bond due 2020-04-01 (966387AL6) , Tesla Motors, Inc. Bond 1.25% Due 3/1/2021 (88160RAC5) , and Impax Laboratories, Inc. 2% Bond due 2022-06-15 (45256BAE1) . Capstone Investment Advisors, Llc's top industries are "Non-depository Credit Institutions" (sic 61) , "Miscellaneous Repair Services" (sic 76) , and "Educational Services" (sic 82) .

All Capstone Investment Advisors, Llc holdings are listed in the following tables. Data is sourced from 13D/13G, 13F, and N-Q filings. Green rows indicate new positions. Red rows indicate closed positions.

This is a list of 13D and 13G filings made since the last quarterly 13F report (if any). Click the link icon to see the full transaction history.

File DateFormSecurity Prev
Shares
Current
Shares
Change
(Percent)
Ownership
Change
(Percent)
2018‑02‑14 SC 13G/A GPAC / Global Partner Acquisition Corp. 1,000,000 515,300 -48.47 2.70 -48.08
2018‑02‑14 SC 13G/A EAGL / Double Eagle Acquisition Corp. 0 0.00
2018‑02‑14 SC 13G/A BLVD / Boulevard Acquisition Corp. II 2,325,000 0 -100.00 0.00 -100.00

This form was filed on February 14, 2018. Click the link icon to see the full transaction history.

Reporting Period Form Security Opt Imputed
Share Price
Prev
Shares
Current
Shares
Change
(Percent)
Prev Value
($1000)
Current Value
($1000)
Change
(Percent)
2017-12-31 13F-HR MRVL / Marvell Technology Group Ltd. Call 21.46 0 114,000 0 2,446
2017-12-31 13F-HR 249908AA2 / DepoMed, Inc. 2.5% Bond Due 9/1/2021 3,000,000 3,427 2,544 -25.77
2017-12-31 13F-HR AGG / iShares Core U.S. Aggregate Bond ETF 109.31 27,995 23,913 -14.58 3,067 2,614 -14.77
2017-12-31 13F-HR VSH / Vishay Intertechnology, Inc. 20.73 0 18,672 0 387
2017-12-31 13F-HR WSFSL / WSFS Financial Corp. 47.77 9,002 430
2017-12-31 13F-HR MDR / McDermott International, Inc. 6.55 10,718 15,107 40.95 77 99 28.57
2017-12-31 13F-HR FRC / First Republic Bank (San Francisco, California) 86.63 0 10,274 0 890
2017-12-31 13F-HR OKE / ONEOK, Inc. 53.35 0 8,529 0 455
2017-12-31 13F-HR FUL / Fuller (H.B.) Co. 53.78 0 7,103 0 382
2017-12-31 13F-HR MON / Monsanto Co. 116.78 75,000 150,000 100.00 8,986 17,517 94.94
2017-12-31 13F-HR STL / Sterling Bancorp 24.57 0 16,400 0 403
2017-12-31 13F-HR CYH / Community Health Systems, Inc. 0.01 2,000,000 23 14 -39.13
2017-12-31 13F-HR NDSN / Nordson Corp. 146.25 0 1,600 0 234
2017-12-31 13F-HR VRSK / Verisk Analytics, Inc. 95.73 2,515 2,507 -0.32 209 240 14.83
2017-12-31 13F-HR PFPT / Proofpoint, Inc. 88.47 0 2,272 0 201
2017-12-31 13F-HR 750469AA6 / Radius Health, Inc. Bond 4,528 6,619 46.18
2017-12-31 13F-HR BLL / Ball Corp. 37.77 0 6,645 0 251
2017-12-31 13F-HR GOOGL / Alphabet Inc. Put 1,052.67 1,500 1,500 0.00 1,459 1,579 8.22
2017-12-31 13F-HR PJT / PJT Partners Inc. 6,197 0 -100.00 237 0 -100.00
2017-12-31 13F-HR PTLA / Portola Pharmaceuticals, Inc. 6,548 0 -100.00 353 0 -100.00
2017-12-31 13F-HR QGEN / QIAGEN N.V. 185,848 0 -100.00 5,854 0 -100.00
2017-12-31 13F-HR DOW / Dow Chemical Co. (The) 52 0 -100.00 3 0 -100.00
2017-12-31 13F-HR TCBIP / Texas Capital Bancshares, Inc. 2,411 0 -100.00 206 0 -100.00
2017-12-31 13F-HR TNET / TriNet Group, Inc. 11,695 0 -100.00 393 0 -100.00
2017-12-31 13F-HR UAL / United Continental Holdings, Inc. 6,900 0 -100.00 420 0 -100.00
2017-12-31 13F-HR VMW / VMWare, Inc. Put 150,000 0 -100.00 16,378 0 -100.00
2017-12-31 13F-HR XPER / Xperi Corp 9,800 0 -100.00 247 0 -100.00
2017-12-31 13F-HR YELP / Yelp, Inc. Put 8,000 0 -100.00 345 0 -100.00
2017-12-31 13F-HR YELP / Yelp, Inc. Call 10,000 0 -100.00 430 0 -100.00
2017-12-31 13F-HR VMW / VMWare, Inc. 12,300 0 -100.00 1,343 0 -100.00
2017-12-31 13F-HR WTS / Watts Water Technologies, Inc. 6,289 0 -100.00 435 0 -100.00
2017-12-31 13F-HR SLGN / Silgan Holdings, Inc. 11,500 0 -100.00 338 0 -100.00
2017-12-31 13F-HR FE / FirstEnergy Corp. 18,100 0 -100.00 558 0 -100.00
2017-12-31 13F-HR CBS / CBS Corp. 25,900 0 -100.00 1,502 0 -100.00
2017-12-31 13F-HR MRVL / Marvell Technology Group Ltd. 38,338 0 -100.00 686 0 -100.00
2017-12-31 13F-HR SM / SM Energy Co 14,843 0 -100.00 263 0 -100.00
2017-12-31 13F-HR AFGE / American Financial Group, Inc. (Holding Co.) 1,950 0 -100.00 201 0 -100.00
2017-12-31 13F-HR CAG / ConAgra Foods, Inc. 11,592 0 -100.00 391 0 -100.00
2017-12-31 13F-HR MIK / Michaels Companies Inc. (The) 41,800 0 -100.00 897 0 -100.00
2017-12-31 13F-HR TDC / Teradata Corp. 6,980 0 -100.00 235 0 -100.00
2017-12-31 13F-HR K / Kellogg Co. 24,688 0 -100.00 1,539 0 -100.00
2017-12-31 13F-HR PVH / PVH Corp. 7,103 0 -100.00 895 0 -100.00
2017-12-31 13F-HR FXI / iShares China Large-Cap ETF 12,234 0 -100.00 538 0 -100.00
2017-12-31 13F-HR SYRG / Synergy Resources Corp. Call 90,000 0 -100.00 870 0 -100.00
2017-12-31 13F-HR EEM / iShares MSCI Emerging Markets ETF Call 101,600 0 -100.00 4,551 0 -100.00
2017-12-31 13F-HR PFG / Principal Financial Group, Inc. 8,700 0 -100.00 559 0 -100.00
2017-12-31 13F-HR GSM / Ferroglobe PLC 13,759 0 -100.00 181 0 -100.00
2017-12-31 13F-HR PBCT / People's United Financial, Inc. 16,785 0 -100.00 304 0 -100.00
2017-12-31 13F-HR UTX / United Technologies Corp. 5,888 0 -100.00 683 0 -100.00
2017-12-31 13F-HR UTX / United Technologies Corp. Call 100 0 -100.00 11 0 -100.00
2017-12-31 13F-HR EWW / iShares MSCI Mexico Capped ETF 49.29 236,714 39,461 -83.33 12,926 1,945 -84.95
2017-12-31 13F-HR MTOR / Meritor, Inc. 23.42 0 11,100 0 260
2017-12-31 13F-HR GILD / Gilead Sciences, Inc. 71.45 0 3,275 0 234
2017-12-31 13F-HR GILD / Gilead Sciences, Inc. Call 71.00 1,000 1,000 0.00 81 71 -12.35
2017-12-31 13F-HR GILD / Gilead Sciences, Inc. Put 71.43 2,100 2,100 0.00 170 150 -11.76
2017-12-31 13F-HR OIL / Barclays iPath S&P GSCI Crude Oil Total Return Index ETN due on 8/14/2036 6.54 139,933 104,351 -25.43 752 682 -9.31
2017-12-31 13F-HR 58733RAB8 / MercadoLibre, Inc. Bond 23,652 46,154 95.14
2017-12-31 13F-HR 670704AG0 / NuVasive, Inc. Bond 9,705 5,887 -39.34
2017-12-31 13F-HR 46333XAD0 / Ironwood Pharmaceuticals, Inc. DBCV 2.250% 6/1 17,896 16,856 -5.81
2017-12-31 13F-HR EXLS / ExlService Holdings, Inc. 60.27 8,067 12,311 52.61 470 742 57.87
2017-12-31 13F-HR IWM / iShares Russell 2000 ETF 152.43 24,001 15,620 -34.92 3,556 2,381 -33.04
2017-12-31 13F-HR IWM / iShares Russell 2000 ETF Put 152.46 0 1,807,500 0 275,571
2017-12-31 13F-HR NAV / Navistar International Corp. 42.86 0 2,100 0 90
2017-12-31 13F-HR NAV / Navistar International Corp. Put 42.86 100,200 92,200 -7.98 4,414 3,952 -10.47
2017-12-31 13F-HR INCY / Incyte Corp. 94.44 4,800 2,700 -43.75 560 255 -54.46
2017-12-31 13F-HR FDX / FedEx Corp. 249.13 0 2,300 0 573
2017-12-31 13F-HR 22943FAF7 / Ctrip.com International, Ltd. Bond 1.000% 7/0 25,635 21,124 -17.60
2017-12-31 13F-HR FI / Frank's International NV 6.62 0 24,616 0 163
2017-12-31 13F-HR CPN / Calpine Corp. 15.13 750,000 1,425,309 90.04 11,062 21,564 94.94
2017-12-31 13F-HR MSTR / MicroStrategy, Inc. 130.87 1,956 1,681 -14.06 249 220 -11.65
2017-12-31 13F-HR JPM / JPMorgan Chase & Co. Put 106.90 77,600 42,600 -45.10 7,409 4,554 -38.53
2017-12-31 13F-HR MON / Monsanto Co. Call 116.78 0 295,000 0 34,450
2017-12-31 13F-HR GPAC / Global Partner Acquisition Corp. 10.05 616,227 515,300 -16.38 6,180 5,178 -16.21
2017-12-31 13F-HR NBIX / Neurocrine Biosciences, Inc. 77.45 0 6,469 0 501
2017-12-31 13F-HR PTEN / Patterson-UTI Energy, Inc. 22.97 29,744 8,444 -71.61 622 194 -68.81
2017-12-31 13F-HR PTEN / Patterson-UTI Energy, Inc. Call 22.98 0 23,500 0 540
2017-12-31 13F-HR UTX / United Technologies Corp. Put 1,100 0 -100.00 127 0 -100.00
2017-12-31 13F-HR PEP / PepsiCo, Inc. 8,753 0 -100.00 975 0 -100.00
2017-12-31 13F-HR PEP / PepsiCo, Inc. Put 500 0 -100.00 55 0 -100.00
2017-12-31 13F-HR F / Ford Motor Co. 5,100 0 -100.00 61 0 -100.00
2017-12-31 13F-HR F / Ford Motor Co. Call 45,000 0 -100.00 537 0 -100.00
2017-12-31 13F-HR F / Ford Motor Co. Put 50,000 0 -100.00 598 0 -100.00
2017-12-31 13F-HR CHE / Chemed Corp. 1,200 0 -100.00 242 0 -100.00
2017-12-31 13F-HR TRCO / Tribune Media Company Put 5,000 0 -100.00 204 0 -100.00
2017-12-31 13F-HR VMC / Vulcan Materials Co. (Holding Co.) 6,763 0 -100.00 808 0 -100.00
2017-12-31 13F-HR GRUB / GrubHub Inc. 10,460 0 -100.00 550 0 -100.00
2017-12-31 13F-HR MLM / Martin Marietta Materials, Inc. 3,700 0 -100.00 763 0 -100.00
2017-12-31 13F-HR AGCO / AGCO Corp. 5,600 0 -100.00 413 0 -100.00
2017-12-31 13F-HR XLP / SPDR Consumer Staples Select Sector ETF Put 56.89 0 150,000 0 8,533
2017-12-31 13F-HR RUSHA / Rush Enterprises, Inc. 50.69 0 5,386 0 273
2017-12-31 13F-HR KMB / Kimberly-Clark Corp. 9,302 0 -100.00 1,094 0 -100.00
2017-12-31 13F-HR PRAH / PRA Health Sciences, Inc. 9,560 0 -100.00 728 0 -100.00
2017-12-31 13F-HR ILMN / Illumina, Inc. 4,209 0 -100.00 838 0 -100.00
2017-12-31 13F-HR VIAV / Viavi Solutions Inc. 14,556 0 -100.00 137 0 -100.00
2017-12-31 13F-HR NFLX / Netflix, Inc. Call 82,200 0 -100.00 14,902 0 -100.00
2017-12-31 13F-HR SNI / Scripps Networks Interactive, Inc. 85.37 37,145 110,000 196.14 3,190 9,391 194.39
2017-12-31 13F-HR SNI / Scripps Networks Interactive, Inc. Call 85.38 75,000 202,300 169.73 6,441 17,272 168.16
2017-12-31 13F-HR TXMD / TherapeuticsMD, Inc. 6.03 100,000 100,800 0.80 529 608 14.93
2017-12-31 13F-HR NFLX / Netflix, Inc. Put 116,800 0 -100.00 21,175 0 -100.00
2017-12-31 13F-HR DATA / Tableau Software, Inc. 7,186 0 -100.00 538 0 -100.00
2017-12-31 13F-HR XLE / SPDR Energy Select Sector ETF Call 950,900 0 -100.00 65,112 0 -100.00
2017-12-31 13F-HR GPN / Global Payments, Inc. 6,611 0 -100.00 628 0 -100.00
2017-12-31 13F-HR AER / AerCap Holdings N.V. 5,465 0 -100.00 279 0 -100.00
2017-12-31 13F-HR TAP / Molson Coors Brewing Co. 6,300 0 -100.00 514 0 -100.00
2017-12-31 13F-HR LEN / Lennar Corp. 24,500 0 -100.00 1,293 0 -100.00
2017-12-31 13F-HR APOG / Apogee Enterprises, Inc. 6,100 0 -100.00 294 0 -100.00
2017-12-31 13F-HR CLX / Clorox Company (The) 5,100 0 -100.00 672 0 -100.00
2017-12-31 13F-HR ACM / AECOM 6,480 0 -100.00 238 0 -100.00
2017-12-31 13F-HR BID / Sotheby's 7,700 0 -100.00 355 0 -100.00
2017-12-31 13F-HR MSFT / Microsoft Corp. 1,274 0 -100.00 94 0 -100.00
2017-12-31 13F-HR ABCO / Advisory Board Co. (The) 115,000 0 -100.00 6,166 0 -100.00
2017-12-31 13F-HR PCBK / Pacific Continental Corp. 42,325 0 -100.00 1,140 0 -100.00
2017-12-31 13F-HR EWN / iShares MSCI Netherlands ETF 27,163 0 -100.00 852 0 -100.00
2017-12-31 13F-HR SLM / SLM Corp. (Sallie Mae) 14,600 0 -100.00 167 0 -100.00
2017-12-31 13F-HR TRTN / Triton International Limited 7,500 0 -100.00 249 0 -100.00
2017-12-31 13F-HR CTAS / Cintas Corp. 2,800 0 -100.00 403 0 -100.00
2017-12-31 13F-HR GLOG / GasLog Ltd. 11,173 0 -100.00 194 0 -100.00
2017-12-31 13F-HR SBNYW / Signature Bank 9,280 0 -100.00 1,188 0 -100.00
2017-12-31 13F-HR SPB / Spectrum Brands Holdings, Inc. 8,100 0 -100.00 857 0 -100.00
2017-12-31 13F-HR ALK / Alaska Air Group, Inc. 18,000 0 -100.00 1,372 0 -100.00
2017-12-31 13F-HR NFX / Newfield Exploration Company Put 25,000 0 -100.00 741 0 -100.00
2017-12-31 13F-HR FGL / Fidelity & Guaranty Life 86,640 0 -100.00 2,690 0 -100.00
2017-12-31 13F-HR YELP / Yelp, Inc. 1,800 0 -100.00 77 0 -100.00
2017-12-31 13F-HR EWT / iShares MSCI Taiwan ETF 36.19 306,696 48,438 -84.21 11,071 1,753 -84.17
2017-12-31 13F-HR TCPC / TCP Capital Corp. 15.26 0 32,238 0 492
2017-12-31 13F-HR HRB / Block (H.&R.), Inc. 26.22 0 16,097 0 422
2017-12-31 13F-HR SBNB / Scorpio Tankers Inc. 3.03 0 37,660 0 114
2017-12-31 13F-HR SO / Southern Co. (The) 48.03 8,529 7,267 -14.80 419 349 -16.71
2017-12-31 13F-HR ANSS / ANSYS, Inc. 147.32 0 3,326 0 490
2017-12-31 13F-HR XOM / Exxon Mobil Corp. 83.60 3,272 4,713 44.04 268 394 47.01
2017-12-31 13F-HR XOM / Exxon Mobil Corp. Call 80.00 100 100 0.00 8 8 0.00
2017-12-31 13F-HR PPL / PPL Corp. 30.93 0 7,500 0 232
2017-12-31 13F-HR LULU / lululemon athletica inc. Put 17,200 0 -100.00 1,069 0 -100.00
2017-12-31 13F-HR HON / Honeywell International, Inc. 1,129 0 -100.00 160 0 -100.00
2017-12-31 13F-HR TMHC / Taylor Morrison Home Corp. 16,036 0 -100.00 353 0 -100.00
2017-12-31 13F-HR PBH / Prestige Brands Holdings, Inc. 8,186 0 -100.00 410 0 -100.00
2017-12-31 13F-HR FANG / Diamondback Energy, Inc. 3,000 0 -100.00 293 0 -100.00
2017-12-31 13F-HR HOLX / Hologic, Inc. 12,736 0 -100.00 467 0 -100.00
2017-12-31 13F-HR VRSN / VeriSign, Inc. 2,200 0 -100.00 234 0 -100.00
2017-12-31 13F-HR ADSK / Autodesk, Inc. 9,405 0 -100.00 1,055 0 -100.00
2017-12-31 13F-HR VZ / Verizon Communications, Inc. Put 71,500 0 -100.00 3,536 0 -100.00
2017-12-31 13F-HR BKU / BankUnited, Inc. 7,944 0 -100.00 282 0 -100.00
2017-12-31 13F-HR VZ / Verizon Communications, Inc. Call 345,900 0 -100.00 17,115 0 -100.00
2017-12-31 13F-HR C / Citigroup, Inc. Call 47,000 0 -100.00 3,418 0 -100.00
2017-12-31 13F-HR C / Citigroup, Inc. Put 37,000 0 -100.00 2,691 0 -100.00
2017-12-31 13F-HR VWR / VWR Corporation 200,000 0 -100.00 6,622 0 -100.00
2017-12-31 13F-HR ANET / Arista Networks, Inc. 1,271 0 -100.00 240 0 -100.00
2017-12-31 13F-HR WETF / WisdomTree Investments, Inc. 27,283 0 -100.00 277 0 -100.00
2017-12-31 13F-HR BCR / Bard (C.R.), Inc. 56,629 0 -100.00 18,149 0 -100.00
2017-12-31 13F-HR DLPH / Delphi Automotive Plc 2,100 0 -100.00 206 0 -100.00
2017-12-31 13F-HR GWRE / Guidewire Software, Inc. 9,400 0 -100.00 731 0 -100.00
2017-12-31 13F-HR W / Wayfair, Inc. 27,000 0 -100.00 1,819 0 -100.00
2017-12-31 13F-HR PACW / PacWest Bancorp 12,700 0 -100.00 641 0 -100.00
2017-12-31 13F-HR EW / Edwards Lifesciences Corp. 15,197 0 -100.00 1,661 0 -100.00
2017-12-31 13F-HR TLT / iShares 20+ Year Treasury Bond ETF Call 217,800 0 -100.00 27,168 0 -100.00
2017-12-31 13F-HR TLT / iShares 20+ Year Treasury Bond ETF Put 258,800 0 -100.00 32,286 0 -100.00
2017-12-31 13F-HR JBL / Jabil Circuit, Inc. 24,300 0 -100.00 693 0 -100.00
2017-12-31 13F-HR PNW / Pinnacle West Capital Corp. 5,500 0 -100.00 465 0 -100.00
2017-12-31 13F-HR SPN / Superior Energy Services, Inc. 22,109 0 -100.00 236 0 -100.00
2017-12-31 13F-HR JOE / St. Joe Co. (THE) 12,773 0 -100.00 240 0 -100.00
2017-12-31 13F-HR PG / Procter & Gamble Co. (The) Call 300,000 0 -100.00 27,294 0 -100.00
2017-12-31 13F-HR PG / Procter & Gamble Co. (The) Put 200,000 0 -100.00 18,196 0 -100.00
2017-12-31 13F-HR CO / China Cord Blood Corp. 11,345 0 -100.00 126 0 -100.00
2017-12-31 13F-HR TRMK / Trustmark Corp. 9,101 0 -100.00 301 0 -100.00
2017-12-31 13F-HR ACXM / Acxiom Corp. 8,264 0 -100.00 203 0 -100.00
2017-12-31 13F-HR JPM / JPMorgan Chase & Co. Call 44,900 0 -100.00 4,287 0 -100.00
2017-12-31 13F-HR WDAY / Workday, Inc. 9,000 0 -100.00 948 0 -100.00
2017-12-31 13F-HR PCLN / The Priceline Group Inc. 2,200 0 -100.00 4,027 0 -100.00
2017-12-31 13F-HR PRLB / Proto Labs, Inc. 2,700 0 -100.00 216 0 -100.00
2017-12-31 13F-HR RE / Everest RE Group, Ltd. (Holding Co.) 3,500 0 -100.00 799 0 -100.00
2017-12-31 13F-HR CSRA / CSRA Inc. 6,861 0 -100.00 221 0 -100.00
2017-12-31 13F-HR NWL / Newell Brands Inc. 20,918 0 -100.00 892 0 -100.00
2017-12-31 13F-HR CIEN / Ciena Corp. 11,555 0 -100.00 253 0 -100.00
2017-12-31 13F-HR AMD / Advanced Micro Devices, Inc. 24,300 0 -100.00 309 0 -100.00
2017-12-31 13F-HR NSIT / Insight Enterprises, Inc. 6,068 0 -100.00 278 0 -100.00
2017-12-31 13F-HR STRP / Straight Path Communications Inc. Call 75,100 0 -100.00 13,568 0 -100.00
2017-12-31 13F-HR FTV / Fortive Corporation 4,610 0 -100.00 326 0 -100.00
2017-12-31 13F-HR WSTC / West Corp. 13,902 0 -100.00 326 0 -100.00
2017-12-31 13F-HR XL / XL Group Ltd. 21,714 0 -100.00 856 0 -100.00
2017-12-31 13F-HR ALSN / Allison Transmission Holdings, Inc. 22,917 0 -100.00 860 0 -100.00
2017-12-31 13F-HR JNJ / Johnson & Johnson Call 600 0 -100.00 78 0 -100.00
2017-12-31 13F-HR AMG / Affiliated Managers Group, Inc. 1,985 0 -100.00 376 0 -100.00
2017-12-31 13F-HR ECL / Ecolab, Inc. 3,363 0 -100.00 432 0 -100.00
2017-12-31 13F-HR PWR / Quanta Services, Inc. 10,412 0 -100.00 389 0 -100.00
2017-12-31 13F-HR FDS / FactSet Research Systems, Inc. 4,784 0 -100.00 861 0 -100.00
2017-12-31 13F-HR TDS / Telephone and Data Systems, Inc. 9,455 0 -100.00 263 0 -100.00
2017-12-31 13F-HR BK / Bank of New York Mellon Corp. (The) 4,000 0 -100.00 212 0 -100.00
2017-12-31 13F-HR CBM / Cambrex Corp. 4,800 0 -100.00 264 0 -100.00
2017-12-31 13F-HR GS / Goldman Sachs Group, Inc. (The) Call 21,500 0 -100.00 5,099 0 -100.00
2017-12-31 13F-HR GS / Goldman Sachs Group, Inc. (The) Put 18,000 0 -100.00 4,269 0 -100.00
2017-12-31 13F-HR SCHW / Schwab Charles Corp 10,076 0 -100.00 440 0 -100.00
2017-12-31 13F-HR MATW / Matthews International Corp. 3,380 0 -100.00 210 0 -100.00
2017-12-31 13F-HR VRTX / Vertex Pharmaceuticals Inc. 2,600 0 -100.00 395 0 -100.00
2017-12-31 13F-HR UNP / Union Pacific Corp. 276 0 -100.00 32 0 -100.00
2017-12-31 13F-HR SRCL / Stericycle, Inc. 7,383 0 -100.00 528 0 -100.00
2017-12-31 13F-HR ESV / Ensco plc 10,800 0 -100.00 64 0 -100.00
2017-12-31 13F-HR SLV / iShares Silver Trust 93,339 0 -100.00 1,469 0 -100.00
2017-12-31 13F-HR PINC / Premier, Inc. 17,791 0 -100.00 579 0 -100.00
2017-12-31 13F-HR TDG / Transdigm Group, Inc. 804 0 -100.00 205 0 -100.00
2017-12-31 13F-HR ZBH / Zimmer Biomet Holdings, Inc 5,592 0 -100.00 654 0 -100.00
2017-12-31 13F-HR SONC / Sonic Corp. 13,932 0 -100.00 354 0 -100.00
2017-12-31 13F-HR PZZA / Papa John's International, Inc. 5,400 0 -100.00 394 0 -100.00
2017-12-31 13F-HR SIG / Signet Jewelers Ltd. 5,700 0 -100.00 379 0 -100.00
2017-12-31 13F-HR TGT / Target Corp. 11,047 0 -100.00 651 0 -100.00
2017-12-31 13F-HR WGL / WGL Holdings, Inc. 60,000 0 -100.00 5,052 0 -100.00
2017-12-31 13F-HR NCR / NCR Corp. 6,200 0 -100.00 232 0 -100.00
2017-12-31 13F-HR V / Visa, Inc. 4,365 0 -100.00 459 0 -100.00
2017-12-31 13F-HR BLVD / Boulevard Acquisition Corp. II 2,325,000 0 -100.00 23,250 0 -100.00
2017-12-31 13F-HR MUSA / Murphy USA Inc. 4,200 0 -100.00 289 0 -100.00
2017-12-31 13F-HR OMC / Omnicom Group, Inc. 4,306 0 -100.00 318 0 -100.00
2017-12-31 13F-HR RGA / Reinsurance Group of America, Inc. 2,800 0 -100.00 390 0 -100.00
2017-12-31 13F-HR RP / RealPage, Inc. 11,192 0 -100.00 446 0 -100.00
2017-12-31 13F-HR CSGP / Costar Group, Inc. 296.92 3,706 1,300 -64.92 994 386 -61.17
2017-12-31 13F-HR LIVN / LivaNova PLC 3,900 0 -100.00 273 0 -100.00
2017-12-31 13F-HR PMC / PharMerica Corp. 150,000 0 -100.00 4,395 0 -100.00
2017-12-31 13F-HR COL / Rockwell Collins, Inc. 135.62 85,000 450,000 429.41 11,110 61,029 449.32
2017-12-31 13F-HR HSIC / Henry Schein, Inc. 6,716 0 -100.00 550 0 -100.00
2017-12-31 13F-HR MKC / McCormick & Co., Inc. 3,910 0 -100.00 401 0 -100.00
2017-12-31 13F-HR HIG / Hartford Financial Services Group, Inc. (The) 7,036 0 -100.00 390 0 -100.00
2017-12-31 13F-HR GG / Goldcorp, Inc. Call 834,400 0 -100.00 10,811 0 -100.00
2017-12-31 13F-HR KHC / Kraft Heinz Company 77.70 26,380 8,700 -67.02 2,045 676 -66.94
2017-12-31 13F-HR 758075AC9 / Redwood Tr Inc Bond 19,975 19,350 -3.13
2017-12-31 13F-HR GRA / Grace (W. R.) & Co. 70.10 0 10,500 0 736
2017-12-31 13F-HR KSU / Kansas City Southern 105.00 5,400 2,600 -51.85 586 273 -53.41
2017-12-31 13F-HR 90187BAA9 / Two Harbors Investment Corp. Fixed Income 0 0 21,237
2017-12-31 13F-HR EWJ / iShares MSCI Japan ETF 59.93 0 25,531 0 1,530
2017-12-31 13F-HR UPS / United Parcel Service, Inc. 119.09 0 4,022 0 479
2017-12-31 13F-HR IJH / iShares Core S&P MidCap ETF 189.73 0 14,041 0 2,664
2017-12-31 13F-HR 09257WAB6 / Blackstone 4.375 05may22 Bond 12,640 11,213 -11.29
2017-12-31 13F-HR XONE / The ExOne Company 8.40 20,000 20,000 0.00 227 168 -25.99
2017-12-31 13F-HR MXIM / Maxim Integrated Products, Inc 52.25 0 4,000 0 209
2017-12-31 13F-HR TPH / Tri Pointe Homes, Inc. 17.89 12,761 23,089 80.93 176 413 134.66
2017-12-31 13F-HR IVZ / Invesco Ltd. 36.51 0 21,856 0 798
2017-12-31 13F-HR DOW / Dow Chemical Co. (The) Call 100,100 0 -100.00 6,929 0 -100.00
2017-12-31 13F-HR GWB / Great Western Bancorp, Inc. 39.72 0 7,200 0 286
2017-12-31 13F-HR GDOT / Green Dot Corp. 60.14 0 7,100 0 427
2017-12-31 13F-HR NUVA / NuVasive, Inc. 5,200 0 -100.00 288 0 -100.00
2017-12-31 13F-HR FBP / First BanCorp 38,501 0 -100.00 197 0 -100.00
2017-12-31 13F-HR MPC / Marathon Petroleum Corp. 19,465 0 -100.00 1,091 0 -100.00
2017-12-31 13F-HR SYRG / Synergy Resources Corp. 14,747 0 -100.00 142 0 -100.00
2017-12-31 13F-HR ABY / Abengoa Yield plc 13,602 0 -100.00 267 0 -100.00
2017-12-31 13F-HR Y / Alleghany Corp. 499 0 -100.00 276 0 -100.00
2017-12-31 13F-HR AIG / American International Group, Inc. 23,700 0 -100.00 1,454 0 -100.00
2017-12-31 13F-HR AYI / Acuity Brands, Inc. (Holding Company) 3,495 0 -100.00 598 0 -100.00
2017-12-31 13F-HR ALL / Allstate Corp. (The) 2,224 0 -100.00 204 0 -100.00
2017-12-31 13F-HR ALR / Alere Inc. Call 23,700 0 -100.00 1,208 0 -100.00
2017-12-31 13F-HR USNA / USANA Health Sciences, Inc. 5,100 0 -100.00 294 0 -100.00
2017-12-31 13F-HR UTHR / United Therapeutics Corp. 5,799 0 -100.00 679 0 -100.00
2017-12-31 13F-HR SNAP / Snapchat, Inc. 500,000 0 -100.00 7,270 0 -100.00
2017-12-31 13F-HR SEE / Sealed Air Corp. 20,302 0 -100.00 867 0 -100.00
2017-12-31 13F-HR ANDV / Andeavor Corp. 3,304 0 -100.00 340 0 -100.00
2017-12-31 13F-HR BMRN / BioMarin Pharmaceutical, Inc. 14,200 0 -100.00 1,321 0 -100.00
2017-12-31 13F-HR CPN / Calpine Corp. Put 19,700 0 -100.00 290 0 -100.00
2017-12-31 13F-HR CPN / Calpine Corp. Call 100,000 0 -100.00 1,475 0 -100.00
2017-12-31 13F-HR CDEV / Centennial Resource Development, Inc. 10,790 0 -100.00 193 0 -100.00
2017-12-31 13F-HR IRBT / iRobot Corp. 3,500 0 -100.00 269 0 -100.00
2017-12-31 13F-HR BKD / Brookdale Senior Living, Inc. 9.69 39,472 30,972 -21.53 418 300 -28.23
2017-12-31 13F-HR GD / General Dynamics Corp. 203.04 0 2,300 0 467
2017-12-31 13F-HR ACOR / Acorda Therapeutics, Inc. Put 21.41 38,200 818
2017-12-31 13F-HR AEROJET ROCKETDYNE HLDGS INC / NOTE 2.250%12/1 (007800AB1) 3,454
2017-12-31 13F-HR ALRM / Alarm.com Holdings, Inc. 37.73 6,600 249
2017-12-31 13F-HR GOOG / Alphabet Inc. Class C Put 1,046.22 9,000 9,416
2017-12-31 13F-HR ATH / Athene Holding Ltd 51.67 4,200 217
2017-12-31 13F-HR BARCLAYS BK PLC / IPATH S&P500 VIX (06746L422) Call 27.84 11,100 309
2017-12-31 13F-HR BARCLAYS BK PLC / IPATH S&P500 VIX (06746L422) 27.92 159,824 4,462
2017-12-31 13F-HR BARCLAYS BK PLC / IPATH S&P500 VIX (06746L422) Put 27.92 301,300 8,411
2017-12-31 13F-HR BEL / Belmond Ltd. 12.19 15,335 187
2017-12-31 13F-HR BSFT / BroadSoft, Inc. Call 54.00 500 27
2017-12-31 13F-HR 112463AA2 / Brookdale Senior Living, Inc. Bond 23,811 22,955 -3.59
2017-12-31 13F-HR CSFL / Centerstate Banks, Inc. 25.71 11,200 288
2017-12-31 13F-HR 171779AJ0 / Ciena Corp. Bond 8,737
2017-12-31 13F-HR CTXS / Citrix Systems, Inc. Call 88.00 0 5,000 0 440
2017-12-31 13F-HR CLEVELAND CLIFFS INC / DBCV 1.500% 1/1 (185899AA9) 2,743
2017-12-31 13F-HR GLW / Corning, Inc. 31.92 7,142 228
2017-12-31 13F-HR CACC / Credit Acceptance Corp. Put 323.40 5,000 1,617
2017-12-31 13F-HR PLAY / Dave & Buster's Entertainment, Inc. 55.00 4,400 242
2017-12-31 13F-HR DISH / DISH Network Corp. 47.74 0 6,410 0 306
2017-12-31 13F-HR DISH / DISH Network Corp. Call 47.74 100,000 125,000 25.00 5,423 5,968 10.05
2017-12-31 13F-HR DVN / Devon Energy Corp. 41.27 0 5,500 0 227
2017-12-31 13F-HR DPZ / Dominos Pizza Inc. Call 188.96 25,000 4,724
2017-12-31 13F-HR DPZ / Dominos Pizza Inc. Put 188.96 25,000 4,724
2017-12-31 13F-HR DYN / Dynegy Inc. Put 11.85 382,300 4,530
2017-12-31 13F-HR EE / El Paso Electric Co. 55.34 9,739 539
2017-12-31 13F-HR ERJ / Embraer S.A. Call 23.92 50,000 1,196
2017-12-31 13F-HR ECPG / Encore Capital Group, Inc. 41.99 5,501 231
2017-12-31 13F-HR EVHC / Envision Healthcare Holdings, Inc. Call 34.47 8,500 293
2017-12-31 13F-HR FB / Facebook, Inc. Call 176.41 12,800 12,800 0.00 2,186 2,258 3.29
2017-12-31 13F-HR FB / Facebook, Inc. Put 176.40 6,700 56,700 746.27 1,144 10,002 774.30
2017-12-31 13F-HR FGEN / FibroGen, Inc. 47.39 6,900 327
2017-12-31 13F-HR FWRD / Forward Air Corp. 57.33 6,000 344
2017-12-31 13F-HR GNRC / Generac Holding Inc. 49.47 0 7,014 0 347
2017-12-31 13F-HR 369300AL2 / General Cable Corp. Bond 1.06 13,000,000 13,771
2017-12-31 13F-HR 36191GAB3 / GNC Holdings, Inc. Bond 1.500% 8/1 1,867 881 -52.81
2017-12-31 13F-HR GOGO / Gogo Inc. 11.28 200,000 2,256
2017-12-31 13F-HR GRANITE PT MTG TR INC / NOTE 5.625%12/0 (38741LAB3) 22,443
2017-12-31 13F-HR HAL / Halliburton Co. (Holding Company) Call 48.87 30,000 1,466
2017-12-31 13F-HR GPOR / Gulfport Energy Corp. 12.74 0 10,755 0 137
2017-12-31 13F-HR 42703MAB9 / Herbalife Ltd. 2.0% Bond due 2019-08-15 10,031 24,179 141.04
2017-12-31 13F-HR HXL / Hexcel Corp. 61.79 0 5,583 0 345
2017-12-31 13F-HR HLF / Herbalife Ltd. 66.67 300 300 0.00 20 20 0.00
2017-12-31 13F-HR LOB / Live Oak Bancshares, Inc 19,573 0 -100.00 458 0 -100.00
2017-12-31 13F-HR XLE / SPDR Energy Select Sector ETF Put 433,000 0 -100.00 29,649 0 -100.00
2017-12-31 13F-HR AAON / AAON, Inc. 9,473 0 -100.00 326 0 -100.00
2017-12-31 13F-HR AMP / Ameriprise Financial, Inc. 3,000 0 -100.00 445 0 -100.00
2017-12-31 13F-HR BAC / Bank of America Corp. Call 34,200 0 -100.00 866 0 -100.00
2017-12-31 13F-HR BRCD / Brocade Communications Systems, Inc. Call 225,000 0 -100.00 2,688 0 -100.00
2017-12-31 13F-HR RGC / Regal Entertainment Group 17,300 0 -100.00 276 0 -100.00
2017-12-31 13F-HR COL / Rockwell Collins, Inc. Put 21,200 0 -100.00 2,771 0 -100.00
2017-12-31 13F-HR ACIA / Acacia Communications, Inc. 100,900 0 -100.00 4,752 0 -100.00
2017-12-31 13F-HR BIO / Bio-Rad Laboratories, Inc. 1,300 0 -100.00 288 0 -100.00
2017-12-31 13F-HR UHAL / AMERCO 1,523 0 -100.00 570 0 -100.00
2017-12-31 13F-HR AWR / American States Water Co. (Holding Co.) 4,200 0 -100.00 206 0 -100.00
2017-12-31 13F-HR UIS / Unisys Corp. Put 8.12 35,700 35,700 0.00 303 290 -4.29
2017-12-31 13F-HR REGN / Regeneron Pharmaceuticals, Inc. 375.91 500 1,096 119.20 223 412 84.75
2017-12-31 13F-HR LLEX / Lilis Energy, Inc. 5.11 63,146 63,996 1.35 282 327 15.96
2017-12-31 13F-HR WBC / Wabco Holdings, Inc. 143.44 0 7,362 0 1,056
2017-12-31 13F-HR SJM / Smucker (J.M.) Co. 124.09 0 2,200 0 273
2017-12-31 13F-HR MGM / MGM Resorts International 33.39 0 12,400 0 414
2017-12-31 13F-HR SWKS / Skyworks Solutions, Inc. 94.86 9,900 7,200 -27.27 1,008 683 -32.24
2017-12-31 13F-HR LNC.WS / Lincoln National Corp. 4,199 0 -100.00 308 0 -100.00
2017-12-31 13F-HR TCB / TCF Financial Corp. 12,381 0 -100.00 210 0 -100.00
2017-12-31 13F-HR HUB.A / Hubbell Inc 8,810 0 -100.00 1,022 0 -100.00
2017-12-31 13F-HR MCHP / Microchip Technology Inc. 37,707 0 -100.00 3,385 0 -100.00
2017-12-31 13F-HR EA / Electronic Arts Inc. 2,010 0 -100.00 237 0 -100.00
2017-12-31 13F-HR EVHC / Envision Healthcare Holdings, Inc. 23,291 0 -100.00 1,046 0 -100.00
2017-12-31 13F-HR MAS / Masco Corp. 40,514 0 -100.00 1,580 0 -100.00
2017-12-31 13F-HR OMCL / Omnicell, Inc. 3,920 0 -100.00 200 0 -100.00
2017-12-31 13F-HR CTLT / Catalent Inc. 7,004 0 -100.00 279 0 -100.00
2017-12-31 13F-HR LAZ / Lazard Ltd. 11,700 0 -100.00 529 0 -100.00
2017-12-31 13F-HR RLI / RLI Corp. 3,795 0 -100.00 217 0 -100.00
2017-12-31 13F-HR PRXL / PAREXEL International Corp. 133,437 0 -100.00 11,753 0 -100.00
2017-12-31 13F-HR RLGY / Realogy Holdings Corp. 14,500 0 -100.00 477 0 -100.00
2017-12-31 13F-HR ABBV / AbbVie Inc. Call 9,500 0 -100.00 843 0 -100.00
2017-12-31 13F-HR WFC / Wells Fargo & Co. 6,991 0 -100.00 385 0 -100.00
2017-12-31 13F-HR EWH / iShares MSCI Hong Kong ETF 308,055 0 -100.00 7,605 0 -100.00
2017-12-31 13F-HR ZG / Zillow Group, Inc. 6,086 0 -100.00 244 0 -100.00
2017-12-31 13F-HR EXPE / Expedia, Inc. 6,400 0 -100.00 921 0 -100.00
2017-12-31 13F-HR WLL / Whiting Petroleum Corp. 24,085 0 -100.00 131 0 -100.00
2017-12-31 13F-HR IDCC / InterDigital, Inc. 2,817 0 -100.00 207 0 -100.00
2017-12-31 13F-HR FIG / Fortress Investment Group LLC 168,414 0 -100.00 1,342 0 -100.00
2017-12-31 13F-HR ALKS / Alkermes plc 6,698 0 -100.00 340 0 -100.00
2017-12-31 13F-HR DAL / Delta Air Lines, Inc. 7,200 0 -100.00 347 0 -100.00
2017-12-31 13F-HR CGNX / Cognex Corp. 2,200 0 -100.00 242 0 -100.00
2017-12-31 13F-HR SBH / Sally Beauty Holdings, Inc. 17,300 0 -100.00 338 0 -100.00
2017-12-31 13F-HR WMB / Williams Companies, Inc. (The) 22,406 0 -100.00 672 0 -100.00
2017-12-31 13F-HR LOGM / LogMein, Inc. 2,300 0 -100.00 253 0 -100.00
2017-12-31 13F-HR SFM / Sprouts Farmers Market, Inc. 14,358 0 -100.00 269 0 -100.00
2017-12-31 13F-HR BKH / Black Hills Corp. (Holding Co.) 4,500 0 -100.00 309 0 -100.00
2017-12-31 13F-HR MSI / Motorola Solutions, Inc. 6,200 0 -100.00 526 0 -100.00
2017-12-31 13F-HR ST / Sensata Techologies Holdings NV 6,100 0 -100.00 293 0 -100.00
2017-12-31 13F-HR ETFC / E*TRADE Financial, Inc. 6,894 0 -100.00 300 0 -100.00
2017-12-31 13F-HR HZNP / Horizon Pharma plc 13,000 0 -100.00 164 0 -100.00
2017-12-31 13F-HR KMX / CarMax, Inc. 5,600 0 -100.00 424 0 -100.00
2017-12-31 13F-HR AHL / Aspen Insurance Holdings, Ltd. 9,900 0 -100.00 399 0 -100.00
2017-12-31 13F-HR WMGIZ / Wright Medical Group N.V. 15,575 0 -100.00 402 0 -100.00
2017-12-31 13F-HR JBLU / JetBlue Airways Corp. 23,498 0 -100.00 435 0 -100.00
2017-12-31 13F-HR LH / Laboratory Corp. of America Holdings 11,315 0 -100.00 1,708 0 -100.00
2017-12-31 13F-HR CVLT / CommVault Systems, Inc. 3,801 0 -100.00 231 0 -100.00
2017-12-31 13F-HR LPNT / LifePoint Health, Inc. 6,316 0 -100.00 365 0 -100.00
2017-12-31 13F-HR COST / Costco Wholesale Corp. 4,096 0 -100.00 672 0 -100.00
2017-12-31 13F-HR BWXT / BWX Technologies, Inc. 8,500 0 -100.00 476 0 -100.00
2017-12-31 13F-HR ATO / Atmos Energy Corp. 7,400 0 -100.00 620 0 -100.00
2017-12-31 13F-HR ISRG / Intuitive Surgical, Inc. 364.34 0 903 0 329
2017-12-31 13F-HR XLE / SPDR Energy Select Sector ETF 72.17 0 3,561 0 257
2017-12-31 13F-HR NXPI / NXP Semiconductors N.V. 117.09 650,002 798,200 22.80 73,508 93,461 27.14
2017-12-31 13F-HR NXPI / NXP Semiconductors N.V. Call 117.07 28,200 90,100 219.50 3,188 10,548 230.87
2017-12-31 13F-HR ESES / Eco-Stim Energy Solutions Inc. 1.26 1,048,951 1,048,951 0.00 1,615 1,321 -18.20
2017-12-31 13F-HR FM / iShares MSCI Frontier 100 ETF 33.11 223,760 104,614 -53.25 7,010 3,464 -50.58
2017-12-31 13F-HR ORCL / Oracle Corp. Call 47.14 9,100 9,100 0.00 439 429 -2.28
2017-12-31 13F-HR ORCL / Oracle Corp. Put 47.26 29,900 29,900 0.00 1,445 1,413 -2.21
2017-12-31 13F-HR AKRX / Akorn, Inc. 32.23 1,300 211,000 16,130.77 43 6,800 15,713.95
2017-12-31 13F-HR AKRX / Akorn, Inc. Put 32.23 12,400 217,500 1,654.03 411 7,009 1,605.35
2017-12-31 13F-HR AMZN / Amazon.com, Inc. 1,169.16 1,718 2,069 20.43 1,651 2,419 46.52
2017-12-31 13F-HR AMZN / Amazon.com, Inc. Put 1,168.97 1,300 6,800 423.08 1,248 7,949 536.94
2017-12-31 13F-HR CAKE / Cheesecake Factory Incorporated (THE) 12,700 0 -100.00 534 0 -100.00
2017-12-31 13F-HR RSPP / RSP Permian, Inc. 10,396 0 -100.00 359 0 -100.00
2017-12-31 13F-HR INCR / INC Research Holdings, Inc. 4,699 0 -100.00 245 0 -100.00
2017-12-31 13F-HR UBNT / Ubiquiti Networks, Inc. 7,000 0 -100.00 392 0 -100.00
2017-12-31 13F-HR HUN / Huntsman Corp. Call 125,000 0 -100.00 3,427 0 -100.00
2017-12-31 13F-HR HLF / Herbalife Ltd. Put 67.70 62,700 104,000 65.87 4,252 7,041 65.59
2017-12-31 13F-HR HII / Huntington Ingalls Industries, Inc. 235.50 0 2,811 0 662
2017-12-31 13F-HR IPXL / Impax Laboratories, Inc. 16.60 15,000 249
2017-12-31 13F-HR NGVT.WI / Ingevity Corporation 70.43 6,900 486
2017-12-31 13F-HR IQV / IQVIA Holdings Inc. 97.83 10,600 1,037
2017-12-31 13F-HR FXI / iShares China Large-Cap ETF Put 46.17 1,053,900 454,400 -56.88 46,409 20,978 -54.80
2017-12-31 13F-HR EEM / iShares MSCI Emerging Markets ETF Put 47.12 1,006,500 2,400,000 138.45 45,101 113,088 150.74
2017-12-31 13F-HR EFA / iShares MSCI EAFE ETF 70.31 247,156 212,772 -13.91 16,925 14,959 -11.62
2017-12-31 13F-HR EFA / iShares MSCI EAFE ETF Call 70.31 545,400 602,400 10.45 37,344 42,354 13.42
2017-12-31 13F-HR IWV / iShares Russell 3000 ETF 158.07 13,563 8,591 -36.66 2,024 1,358 -32.91
2017-12-31 13F-HR 472319AG7 / Jefferies Group Inc Bond 10,024
2017-12-31 13F-HR KMI / Kinder Morgan, Inc. Put 18.06 50,000 903
2017-12-31 13F-HR KN / Knowles Corp 14.64 26,705 391
2017-12-31 13F-HR LANC / Lancaster Colony Corp. 128.93 2,800 361
2017-12-31 13F-HR LHCG / LHC Group, Inc. 61.20 6,487 397
2017-12-31 13F-HR 538034AJ8 / Live Nation Entertainment, Inc. 2.5% Due 5/15/2019 9,717
2017-12-31 13F-HR LITE / Lumentum Holdings Inc. 48.79 4,899 239
2017-12-31 13F-HR MIC / Macquarie Infrastructure Company LLC Put 64.19 120,000 7,703
2017-12-31 13F-HR MDR / McDermott International, Inc. Call 6.58 350,200 2,304
2017-12-31 13F-HR MGRC / McGrath Rent Corp. 46.87 6,956 326
2017-12-31 13F-HR 58471AAB1 / Medidata Solutions, Inc. Bond 11,600
2017-12-31 13F-HR 595017AD6 / Microchip Technology Inc. 1.625% Convertible Bond due 2025-12-15 8,524
2017-12-31 13F-HR 63934EAQ1 / Navistar International Corp. Bond 4.50% Due 10/15/2018 15,534
2017-12-31 13F-HR NKTR / Nektar Therapeutics 59.70 6,600 394
2017-12-31 13F-HR NOVT / Novanta Inc. 49.91 7,052 352
2017-12-31 13F-HR NTNX / Nutanix, Inc. 35.23 17,600 620
2017-12-31 13F-HR ONB / Old National Bancorp 17.37 11,400 198
2017-12-31 13F-HR OA / Orbital ATK, Inc. 131.49 74,972 9,858
2017-12-31 13F-HR PCTY / Paylocity Holding Corporation 46.98 4,300 202
2017-12-31 13F-HR PEN / Penumbra, Inc. 93.79 2,207 207
2017-12-31 13F-HR 741503AS5 / The Priceline Group Inc. Bond 12,431
2017-12-31 13F-HR SASR / Sandy Spring Bancorp, Inc. 38.87 6,200 241
2017-12-31 13F-HR SANM / Sanmina Corp. 32.93 14,878 490
2017-12-31 13F-HR XLP / SPDR Consumer Staples Select Sector ETF Call 56.89 150,000 8,533
2017-12-31 13F-HR SCMP / Sucampo Pharmaceuticals, Inc. Call 17.92 20,200 362
2017-12-31 13F-HR SUM / Summit Materials, Inc. 31.40 9,300 292
2017-12-31 13F-HR TPRE / Third Point Reinsurance Ltd. 14.65 43,346 635
2017-12-31 13F-HR TD / Toronto-Dominion Bank (ON) Put 58.58 69,600 4,077
2017-12-31 13F-HR TROX / Tronox Ltd Put 20.51 210,000 4,307
2017-12-31 13F-HR TROX / Tronox Ltd 20.51 257,800 5,287
2017-12-31 13F-HR UNT / Unit Corp. 21.93 9,302 204
2017-12-31 13F-HR VSTE / Vistra Energy Corp. 18.31 65,200 1,194
2017-12-31 13F-HR YUM / Yum! Brands, Inc. 81.56 0 6,155 0 502
2017-12-31 13F-HR YUMC / Yum China Holdings, Inc. 40.00 8,400 336
2017-12-31 13F-HR RAD / Rite Aid Corp. 1.97 100,000 100,000 0.00 196 197 0.51
2017-12-31 13F-HR RAD / Rite Aid Corp. Call 1.97 1,250,000 1,250,000 0.00 2,450 2,462 0.49
2017-12-31 13F-HR T / AT & T, Inc. 38.87 0 52,146 0 2,027
2017-12-31 13F-HR T / AT & T, Inc. Call 38.88 912,800 1,371,100 50.21 35,750 53,302 49.10
2017-12-31 13F-HR T / AT & T, Inc. Put 38.87 185,000 778,200 320.65 7,244 30,251 317.60
2017-12-31 13F-HR ZNGA / Zynga Inc. 3.96 0 22,973 0 91
2017-12-31 13F-HR GOOGL / Alphabet Inc. 1,050.00 0 100 0 105
2017-12-31 13F-HR GOOGL / Alphabet Inc. Call 1,053.08 1,300 1,300 0.00 1,265 1,369 8.22
2017-12-31 13F-HR RMBS / Rambus, Inc. 14.21 12,211 10,698 -12.39 163 152 -6.75
2017-12-31 13F-HR AON / Aon Plc 133.96 0 4,591 0 615
2017-12-31 13F-HR EEFT / Euronet Worldwide, Inc. 84.24 0 7,087 0 597
2017-12-31 13F-HR 151290BR3 / Cemex S.A.B de C.V. Bond 2,815 23,343 729.24
2017-12-31 13F-HR WBA / Walgreens Boots Alliance, Inc. 72.37 16,894 2,874 -82.99 1,304 208 -84.05
2017-12-31 13F-HR FBHS / Fortune Brands Home & Security, Inc. 68.44 0 6,882 0 471
2017-12-31 13F-HR RSX / VanEck Vectors ETF TR 21.19 121,192 24,165 -80.06 2,701 512 -81.04
2017-12-31 13F-HR SWX / Southwest Gas Corp. 80.36 11,095 3,758 -66.13 861 302 -64.92
2017-12-31 13F-HR ETR / Entergy Corp. 81.36 0 4,425 0 360
2017-12-31 13F-HR TARO / Taro Pharmaceutical Industries, Ltd. 104.48 0 2,900 0 303
2017-12-31 13F-HR AAPL / Apple, Inc. 168.87 268,157 2,718 -98.99 41,328 459 -98.89
2017-12-31 13F-HR AAPL / Apple, Inc. Call 169.20 71,200 10,000 -85.96 10,968 1,692 -84.57
2017-12-31 13F-HR AAPL / Apple, Inc. Put 169.21 913,200 68,300 -92.52 140,731 11,557 -91.79
2017-12-31 13F-HR KOS / Kosmos Energy Ltd. 6.82 0 27,127 0 185
2017-12-31 13F-HR NUAN / Nuance Communications, Inc. 16.35 0 40,000 0 654
2017-12-31 13F-HR QUOT / Quotient Technology Inc. 11.71 0 12,897 0 151
2017-12-31 13F-HR ELF / e.l.f. Beauty, Inc. 22.30 46,557 40,000 -14.08 1,049 892 -14.97
2017-12-31 13F-HR BND / Vanguard Total Bond Market ETF 81.54 37,449 32,057 -14.40 3,069 2,614 -14.83
2017-12-31 13F-HR 00484MAA4 / Acorda Therapeutics, Inc. Bond 1.750% 6/1 4,537 7,558 66.59
2017-12-31 13F-HR HRL / Hormel Foods Corp. 36.35 0 18,514 0 673
2017-12-31 13F-HR SODA / SodaStream International Ltd. 3,600 0 -100.00 239 0 -100.00
2017-12-31 13F-HR ITT / ITT Inc. 9,200 0 -100.00 407 0 -100.00
2017-12-31 13F-HR RGEN / Repligen Corp. 13,763 0 -100.00 527 0 -100.00
2017-12-31 13F-HR IWM / iShares Russell 2000 ETF Call 50,000 0 -100.00 7,408 0 -100.00
2017-12-31 13F-HR WHR / Whirlpool Corp. 1,095 0 -100.00 201 0 -100.00
2017-12-31 13F-HR MATX / Matson, Inc. 10,300 0 -100.00 290 0 -100.00
2017-12-31 13F-HR PF / Pinnacle Foods, Inc. 18,500 0 -100.00 1,057 0 -100.00
2017-12-31 13F-HR IEX / IDEX Corp. 3,396 0 -100.00 412 0 -100.00
2017-12-31 13F-HR EVTC / Evertec, Inc. 40,400 0 -100.00 640 0 -100.00
2017-12-31 13F-HR TWX / Time Warner, Inc. Put 312,900 0 -100.00 32,056 0 -100.00
2017-12-31 13F-HR CBF / Capital Bank Financial Corp. 125,000 0 -100.00 5,131 0 -100.00
2017-12-31 13F-HR MRK / Merck & Co., Inc. 3,600 0 -100.00 230 0 -100.00
2017-12-31 13F-HR BRKL / Brookline Bancorp, Inc. 13,600 0 -100.00 210 0 -100.00
2017-12-31 13F-HR RPM / RPM International, Inc. 10,549 0 -100.00 541 0 -100.00
2017-12-31 13F-HR AKS / AK Steel Holding Corp. 34,000 0 -100.00 190 0 -100.00
2017-12-31 13F-HR R / Ryder System, Inc. 2,800 0 -100.00 236 0 -100.00
2017-12-31 13F-HR DY / Dycom Industries, Inc. 4,116 0 -100.00 353 0 -100.00
2017-12-31 13F-HR LULU / lululemon athletica inc. 3,300 0 -100.00 205 0 -100.00
2017-12-31 13F-HR LULU / lululemon athletica inc. Call 118,700 0 -100.00 7,383 0 -100.00
2017-12-31 13F-HR MCD / McDonald's Corp. 172.12 9,052 192,000 2,021.08 1,418 33,047 2,230.54
2017-12-31 13F-HR HAL / Halliburton Co. (Holding Company) 48.81 66,915 13,316 -80.10 3,080 650 -78.90
2017-12-31 13F-HR FSIC / FS Investment Corporation 7.35 0 59,600 0 438
2017-12-31 13F-HR GLD / SPDR Gold Shares 123.65 0 130,377 0 16,121
2017-12-31 13F-HR GLD / SPDR Gold Shares Call 123.65 1,529,700 100,000 -93.46 185,980 12,365 -93.35
2017-12-31 13F-HR GLD / SPDR Gold Shares Put 123.64 10,000 187,700 1,777.00 1,215 23,207 1,810.04
2017-12-31 13F-HR FSS / Federal Signal Corp. 20.09 0 30,768 0 618
2017-12-31 13F-HR SCI / Service Corp. International 37.32 10,800 12,300 13.89 372 459 23.39
2017-12-31 13F-HR EWI / iShares MSCI Italy Capped ETF 30.43 108,391 104,618 -3.48 3,399 3,184 -6.33
2017-12-31 13F-HR CXO / Concho Resources, Inc. Call 9,900 0 -100.00 1,304 0 -100.00
2017-12-31 13F-HR PNM / PNM Resources, Inc. 40.29 0 6,254 0 252
2017-12-31 13F-HR OPK / Opko Health, Inc. 4.88 0 29,500 0 144
2017-12-31 13F-HR SMH / Market Vectors Semiconductor ETF 0.00 1 1 0.00 0 0
2017-12-31 13F-HR SMH / Market Vectors Semiconductor ETF Put 97.80 150,000 115,000 -23.33 13,998 11,247 -19.65
2017-12-31 13F-HR DGX / Quest Diagnostics, Inc. 98.33 0 4,200 0 413
2017-12-31 13F-HR CAA / CalAtlantic Group, Inc. 56.39 29,400 262,400 792.52 1,039 14,796 1,324.06
2017-12-31 13F-HR TWX / Time Warner, Inc. 91.47 495,604 244,750 -50.62 50,774 22,387 -55.91
2017-12-31 13F-HR TWX / Time Warner, Inc. Call 91.47 1,441,100 560,000 -61.14 147,638 51,222 -65.31
2017-12-31 13F-HR CNP / CenterPoint Energy, Inc. 28.31 0 9,185 0 260
2017-12-31 13F-HR RH / Restoration Hardware Holdings, Inc. 86.00 1,100 1,500 36.36 77 129 67.53
2017-12-31 13F-HR RH / Restoration Hardware Holdings, Inc. Put 86.16 61,700 61,700 0.00 4,336 5,316 22.60
2017-12-31 13F-HR SLCA / U.S. Silica Holdings, Inc. 32.47 0 7,700 0 250
2017-12-31 13F-HR GRMN / Garmin Ltd. 59.50 0 3,832 0 228
2017-12-31 13F-HR TTWO / Take-Two Interactive Software, Inc. 109.64 0 6,777 0 743
2017-12-31 13F-HR NE / Noble Corporation plc 4.52 0 75,700 0 342
2017-12-31 13F-HR YHOO / Yahoo! Inc. 69.76 45,034 10,034 -77.72 2,983 700 -76.53
2017-12-31 13F-HR BSX / Boston Scientific Corp. 24.73 0 15,165 0 375
2017-12-31 13F-HR SSB / South State Corporation 87.10 0 4,443 0 387
2017-12-31 13F-HR HYG / iShares iBoxx $ High Yield Corporate Bond ETF 87.20 4,574 5,000 9.31 405 436 7.65
2017-12-31 13F-HR HYG / iShares iBoxx $ High Yield Corporate Bond ETF Put 87.25 0 136,200 0 11,883
2017-12-31 13F-HR NBL / Noble Energy, Inc. 29.14 0 16,850 0 491
2017-12-31 13F-HR MASI / Masimo Corp. 84.48 0 2,900 0 245
2017-12-31 13F-HR DXC / DXC Technology Company 6,400 0 -100.00 549 0 -100.00
2017-12-31 13F-HR KORS / Michael Kors Holdings Ltd. 62.86 0 7,191 0 452
2017-12-31 13F-HR SAIC / Science Applications International Corp. 76.54 0 4,220 0 323
2017-12-31 13F-HR FXE / CurrencyShares Euro Trust 115.58 23,288 19,000 -18.41 2,657 2,196 -17.35
2017-12-31 13F-HR 584688AE5 / Medicines Company 2.500% Bond 24,621 15,255 -38.04
2017-12-31 13F-HR EOG / EOG Resources, Inc. 107.88 0 3,300 0 356
2017-12-31 13F-HR PRGO / Perrigo Company plc 86.98 5,651 3,403 -39.78 478 296 -38.08
2017-12-31 13F-HR XIV / VelocityShares Daily Inverse VIX Short Term ETN S&P 500 VIX STF Index 12/4/2030 134.41 30,433 10,126 -66.73 2,968 1,361 -54.14
2017-12-31 13F-HR CCL / Carnival Corp. 66.25 0 6,400 0 424
2017-12-31 13F-HR 584688AG0 / Medicines Company Bond 25,577 22,262 -12.96
2017-12-31 13F-HR BABA / Alibaba Group Holding Limited Put 172.40 0 20,000 0 3,448
2017-12-31 13F-HR BERY / Berry Plastics Group, Inc. 58.64 18,396 10,181 -44.66 1,042 597 -42.71
2017-12-31 13F-HR GE / General Electric Co. 17.43 29,241 19,107 -34.66 707 333 -52.90
2017-12-31 13F-HR GE / General Electric Co. Call 17.44 98,700 98,700 0.00 2,385 1,721 -27.84
2017-12-31 13F-HR GE / General Electric Co. Put 17.25 8,000 8,000 0.00 192 138 -28.12
2017-12-31 13F-HR IR / Ingersoll-Rand plc 88.80 0 2,500 0 222
2017-12-31 13F-HR PTC / PTC Inc. 60.69 0 12,259 0 744
2017-12-31 13F-HR EWD / iShares MSCI Sweden ETF 33.78 0 6,838 0 231
2017-12-31 13F-HR CCK / Crown Holdings, Inc. 56.21 0 11,101 0 624
2017-12-31 13F-HR NFLX / Netflix, Inc. 191.43 12,113 1,400 -88.44 2,196 268 -87.80
2017-12-31 13F-HR KR / Kroger Co. 27.38 0 13,441 0 368
2017-12-31 13F-HR FLEX / Flextronics International Ltd. 17.93 0 15,006 0 269
2017-12-31 13F-HR DPZ / Dominos Pizza Inc. 187.50 0 400 0 75
2017-12-31 13F-HR ROP / Roper Technologies, Inc. 258.79 0 1,422 0 368
2017-12-31 13F-HR DYN / Dynegy Inc. 11.85 0 301,000 0 3,566
2017-12-31 13F-HR LZB / La-Z-Boy, Inc. 31.15 0 10,145 0 316
2017-12-31 13F-HR ENLC / Enlink Midstream, LLC 12,899 0 -100.00 222 0 -100.00
2017-12-31 13F-HR EQT / EQT Corp. Call 50,000 0 -100.00 3,262 0 -100.00
2017-12-31 13F-HR FLXN / Flexion Therapeutics, Inc. Put 13,200 0 -100.00 318 0 -100.00
2017-12-31 13F-HR GG / Goldcorp, Inc. 54,622 0 -100.00 707 0 -100.00
2017-12-31 13F-HR GG / Goldcorp, Inc. Put 930,700 0 -100.00 12,060 0 -100.00
2017-12-31 13F-HR IOSP / Innospec, Inc. 6,554 0 -100.00 404 0 -100.00
2017-12-31 13F-HR KITE / Kite Pharma, Inc. 4,900 0 -100.00 881 0 -100.00
2017-12-31 13F-HR KITE / Kite Pharma, Inc. Put 5,600 0 -100.00 1,005 0 -100.00
2017-12-31 13F-HR KITE / Kite Pharma, Inc. Call 101,700 0 -100.00 18,286 0 -100.00
2017-12-31 13F-HR MTB / M & T Bank Corp. 2,601 0 -100.00 418 0 -100.00
2017-12-31 13F-HR MCRN / Milacron Holdings Corp. 11,989 0 -100.00 202 0 -100.00
2017-12-31 13F-HR NTRI / NutriSystem, Inc. 3,800 0 -100.00 212 0 -100.00
2017-12-31 13F-HR FNGN / Financial Engines, Inc. 9,603 0 -100.00 333 0 -100.00
2017-12-31 13F-HR DIA / SPDR Dow Jones Industrial Average ETF 31,235 0 -100.00 6,991 0 -100.00
2017-12-31 13F-HR APC / Anadarko Petroleum Corp. 17,919 0 -100.00 875 0 -100.00
2017-12-31 13F-HR LKQ / LKQ Corp. 19,415 0 -100.00 698 0 -100.00
2017-12-31 13F-HR VNTV / Vantiv, Inc. 7,798 0 -100.00 549 0 -100.00
2017-12-31 13F-HR CACQ / Caesars Acquisition Co. 13,309 0 -100.00 285 0 -100.00
2017-12-31 13F-HR SNA / Snap-On Inc. 5,398 0 -100.00 804 0 -100.00
2017-12-31 13F-HR AME / Ametek, Inc. 72.45 5,324 3,575 -32.85 351 259 -26.21
2017-12-31 13F-HR MMM / 3M Co. 235.18 0 4,116 0 968
2017-12-31 13F-HR MMM / 3M Co. Call 235.20 0 5,000 0 1,176
2017-12-31 13F-HR MMM / 3M Co. Put 235.21 0 7,300 0 1,717
2017-12-31 13F-HR BRK.B / Berkshire Hathaway, Inc. Call 198.15 16,200 16,200 0.00 2,968 3,210 8.15
2017-12-31 13F-HR BRK.B / Berkshire Hathaway, Inc. Put 196.67 600 600 0.00 109 118 8.26
2017-12-31 13F-HR GOOG / Alphabet Inc. Class C 1,046.08 0 1,085 0 1,135
2017-12-31 13F-HR VAC / Marriott Vacations Worldwide Corp 135.05 10,200 3,769 -63.05 1,270 509 -59.92
2017-12-31 13F-HR PAH / Platform Specialty Products Corp. 9.91 14,798 12,814 -13.41 164 127 -22.56
2017-12-31 13F-HR GDX / VanEck Vectors Gold Miners ETF Call 23.24 1,796,600 774,100 -56.91 41,242 17,989 -56.38
2017-12-31 13F-HR GDX / VanEck Vectors Gold Miners ETF Put 23.24 640,700 55,000 -91.42 14,705 1,278 -91.31
2017-12-31 13F-HR THO / Thor Industries, Inc. 150.56 0 1,800 0 271
2017-12-31 13F-HR JNK / SPDR Barclays High Yield Bond ETF 36.71 146,598 63,796 -56.48 5,471 2,342 -57.19
2017-12-31 13F-HR WFT / Weatherford International plc 4.17 0 69,093 0 288
2017-12-31 13F-HR JBT / John Bean Technologies Corp. 110.43 0 2,300 0 254
2017-12-31 13F-HR IAU / iShares Gold Trust 12.51 546,523 325,000 -40.53 6,727 4,065 -39.57
2017-12-31 13F-HR 151290BC6 / Cemex S.A.B de C.V. Bond 3.750% 3/1 0 0 32,323
2017-12-31 13F-HR INTC / Intel Corp. 46.13 9,751 30,000 207.66 371 1,384 273.05
2017-12-31 13F-HR 670002AB0 / Novavax, Inc. Bond 3.75% Due 2/1/2023 227 236 3.96
2017-12-31 13F-HR FXI / iShares China Large-Cap ETF Call 46.17 292,900 680,000 132.16 12,898 31,395 143.41
2017-12-31 13F-HR OSIS / OSI Systems, Inc. 64.34 0 8,066 0 519
2017-12-31 13F-HR KMI / Kinder Morgan, Inc. 18.03 52,846 18,525 -64.95 1,013 334 -67.03
2017-12-31 13F-HR EWBC / East West Bancorp, Inc. 60.63 0 4,305 0 261
2017-12-31 13F-HR AET / Aetna, Inc. 180.39 7,405 150,005 1,925.73 1,177 27,059 2,198.98
2017-12-31 13F-HR 21925YAB9 / Cornerstone OnDemand, Inc. Bond 1.500% 7/0 6,093 9,968 63.60
2017-12-31 13F-HR MBFI / MB Financial, Inc. 44.46 0 8,300 0 369
2017-12-31 13F-HR CPRT / Copart, Inc. 43.15 0 8,690 0 375
2017-12-31 13F-HR EFA / iShares MSCI EAFE ETF Put 70.31 415,000 150,000 -63.86 28,415 10,546 -62.89
2017-12-31 13F-HR EXPD / Expeditors International of Washington, Inc. 64.44 0 3,600 0 232
2017-12-31 13F-HR EWY / iShares MSCI South Korea Capped ETF 74.88 238,040 8,894 -96.26 16,439 666 -95.95
2017-12-31 13F-HR EWY / iShares MSCI South Korea Capped ETF Call 74.93 253,000 312,900 23.68 17,472 23,445 34.19
2017-12-31 13F-HR EWY / iShares MSCI South Korea Capped ETF Put 70.00 250,000 100 -99.96 17,265 7 -99.96
2017-12-31 13F-HR BSFT / BroadSoft, Inc. 54.89 0 141,783 0 7,783
2017-12-31 13F-HR VRX / Valeant Pharmaceuticals International, Inc. 20.77 26,500 35,000 32.08 379 727 91.82
2017-12-31 13F-HR VRX / Valeant Pharmaceuticals International, Inc. Call 20.70 0 10,000 0 207
2017-12-31 13F-HR VRX / Valeant Pharmaceuticals International, Inc. Put 20.77 74,600 49,300 -33.91 1,068 1,024 -4.12
2017-12-31 13F-HR ATSG / Air Transport Services Group, Inc. 23.04 0 9,200 0 212
2017-12-31 13F-HR PE / Parsley Energy, Inc. 29.43 78,996 68,189 -13.68 2,080 2,007 -3.51
2017-12-31 13F-HR CXO / Concho Resources, Inc. 150.18 0 12,059 0 1,811
2017-12-31 13F-HR XLP / SPDR Consumer Staples Select Sector ETF 56.88 127,580 58,470 -54.17 6,886 3,326 -51.70
2017-12-31 13F-HR MIC / Macquarie Infrastructure Company LLC 64.18 8,200 28,000 241.46 591 1,797 204.06
2017-12-31 13F-HR 92763WAA1 / Vipshop Holdings, Inc. Bond 0 0 7,000
2017-12-31 13F-HR SPY / SPDR S&P 500 ETF Trust 266.86 4,106 1,972,571 47,941.18 1,031 526,400 50,957.23
2017-12-31 13F-HR SPY / SPDR S&P 500 ETF Trust Call 266.67 0 3,000 0 800
2017-12-31 13F-HR SPY / SPDR S&P 500 ETF Trust Put 266.84 0 95,000 0 25,350
2017-12-31 13F-HR XLY / SPDR Consumer Discretionary Select Sector ETF 98.69 71,188 35,617 -49.97 6,412 3,515 -45.18
2017-12-31 13F-HR AN / AutoNation, Inc. 51.27 0 15,000 0 769
2017-12-31 13F-HR TRCO / Tribune Media Company 42.47 150,538 241,969 60.74 6,150 10,276 67.09
2017-12-31 13F-HR DRI / Darden Restaurants, Inc. 95.71 0 2,100 0 201
2017-12-31 13F-HR CTXS / Citrix Systems, Inc. 88.00 7,346 112,000 1,424.64 564 9,856 1,647.52
2017-12-31 13F-HR WAL / Western Alliance Bancorporation 56.46 0 4,800 0 271
2017-12-31 13F-HR EWZ / iShares MSCI Brazil Capped ETF 40.45 154,605 37,010 -76.06 6,445 1,497 -76.77
2017-12-31 13F-HR 11133BAD4 / BroadSoft, Inc. 1% Bond Due 9/1/2022 0 0 3,715
2017-12-31 13F-HR CMI / Cummins, Inc. 176.19 0 2,100 0 370
2017-12-31 13F-HR CVX / Chevron Corp. 123.71 231 485 109.96 27 60 122.22
2017-12-31 13F-HR CVX / Chevron Corp. Put 125.08 5,900 5,900 0.00 693 738 6.49
2017-12-31 13F-HR ECH / iShares MSCI Chile Capped ETF 52.15 117,789 85,000 -27.84 5,726 4,433 -22.58
2017-12-31 13F-HR TSN / Tyson Foods, Inc. 80.91 0 3,300 0 267
2017-12-31 13F-HR XLU / SPDR Utilities Select Sector ETF 52.66 107,817 59,756 -44.58 5,719 3,147 -44.97
2017-12-31 13F-HR LQD / iShares iBoxx $ Investment Grade Corporate Bond ETF 121.54 5,307 21,508 305.28 643 2,614 306.53
2017-12-31 13F-HR FDC / First Data Corporation 16.69 14,465 19,590 35.43 260 327 25.77
2017-12-31 13F-HR 189464AB6 / Clovis Oncology, Inc. 2.5% 9/15/2021 14,030 19,008 35.48
2017-12-31 13F-HR 88160RAB7 / Tesla Motors, Inc. Convertible Bond 0.250% Due 3/1/2019 35,770 23,278 -34.92
2017-12-31 13F-HR CCC / Calgon Carbon Corp. Call 21.30 175,000 489,400 179.66 3,745 10,423 178.32
2017-12-31 13F-HR VR / Validus Holdings Ltd. 46.83 9,600 4,612 -51.96 472 216 -54.24
2017-12-31 13F-HR 458140AF7 / Intel Corp. 3.25% Bond Due 8/1/2039 2.22 40,500,000 140,712 90,036 -36.01
2017-12-31 13F-HR FB / Facebook, Inc. 176.43 4,600 1,400 -69.57 786 247 -68.58
2017-12-31 13F-HR CMCSA / Comcast Corp. 25.00 635 40 -93.70 24 1 -95.83
2017-12-31 13F-HR CMCSA / Comcast Corp. Put 40.00 19,600 19,600 0.00 754 784 3.98
2017-12-31 13F-HR QCOM / QUALCOMM Incorporated 64.01 6,886 50,009 626.24 356 3,201 799.16
2017-12-31 13F-HR QCOM / QUALCOMM Incorporated Call 64.00 3,400 103,400 2,941.18 176 6,618 3,660.23
2017-12-31 13F-HR FL / Foot Locker, Inc. 46.88 0 10,730 0 503
2017-12-31 13F-HR ETN / Eaton Corporation 79.00 0 11,203 0 885
2017-12-31 13F-HR EXC / Exelon Corp. 39.40 11,528 11,623 0.82 434 458 5.53
2017-12-31 13F-HR MSFT / Microsoft Corp. Call 85.48 12,100 32,100 165.29 900 2,744 204.89
2017-12-31 13F-HR MSFT / Microsoft Corp. Put 85.51 20,100 97,600 385.57 1,496 8,346 457.89
2017-12-31 13F-HR FLT / FleetCor Technologies, Inc. 192.03 0 1,781 0 342
2017-12-31 13F-HR CZR / Caesars Entertainment Corporation 12.64 0 64,485 0 815
2017-12-31 13F-HR 020520AB8 / Alon USA Energy, Inc. Bond 13,009 20,435 57.08
2017-12-31 13F-HR ICLR / ICON plc 112.15 0 6,750 0 757
2017-12-31 13F-HR SNPS / Synopsys, Inc. 85.18 0 8,500 0 724
2017-12-31 13F-HR XME / SPDR S&P Metals & Mining ETF 0.00 0 1 0 0
2017-12-31 13F-HR XME / SPDR S&P Metals & Mining ETF Call 36.37 0 300,000 0 10,910
2017-12-31 13F-HR XME / SPDR S&P Metals & Mining ETF Put 36.37 0 270,000 0 9,819
2017-12-31 13F-HR HYH / Halyard Health, Inc. 46.14 5,443 8,280 52.12 245 382 55.92
2017-12-31 13F-HR PPG / PPG Industries, Inc. 116.79 0 5,300 0 619
2017-12-31 13F-HR TSLA / Tesla Motors, Inc. 311.33 2,376 3,000 26.26 810 934 15.31
2017-12-31 13F-HR TSLA / Tesla Motors, Inc. Put 311.33 73,500 103,500 40.82 25,070 32,223 28.53
2017-12-31 13F-HR 83416TAA8 / SolarCity Corp 2.75% Bond due 2018-11-01 32,439 33,332 2.75
2017-12-31 13F-HR MTW / Manitowoc Co., Inc. (The) 39.24 35,200 5,581 -84.14 316 219 -30.70
2017-12-31 13F-HR CAT / Caterpillar, Inc. Call 157.55 0 88,100 0 13,880
2017-12-31 13F-HR CAT / Caterpillar, Inc. Put 157.56 0 25,800 0 4,065
2017-12-31 13F-HR CFR / Cullen/Frost Bankers, Inc. 94.63 0 5,400 0 511
2017-12-31 13F-HR NFX / Newfield Exploration Company 31.53 106,348 152,272 43.18 3,155 4,801 52.17
2017-12-31 13F-HR KO / Coca Cola Co. 45.81 19,083 7,051 -63.05 858 323 -62.35
2017-12-31 13F-HR KO / Coca Cola Co. Call 45.22 2,300 2,300 0.00 103 104 0.97
2017-12-31 13F-HR KO / Coca Cola Co. Put 45.81 19,100 19,100 0.00 859 875 1.86
2017-12-31 13F-HR SRE / Sempra Energy 106.88 1,900 7,700 305.26 216 823 281.02
2017-12-31 13F-HR MET / MetLife, Inc. 50.56 0 21,659 0 1,095
2017-12-31 13F-HR NCLH / Norwegian Cruise Line Holdings Ltd 53.20 30,900 7,500 -75.73 1,670 399 -76.11
2017-12-31 13F-HR NATI / National Instruments Corp. 41.59 5,301 20,099 279.15 223 836 274.89
2017-12-31 13F-HR SPLK / Splunk Inc. 82.82 9,100 8,500 -6.59 604 704 16.56
2017-12-31 13F-HR AGO / Assured Guaranty Ltd. 33.87 30,975 24,773 -20.02 1,169 839 -28.23
2017-12-31 13F-HR BHLB / Berkshire Hills Bancorp, Inc. 36.53 7,594 7,500 -1.24 294 274 -6.80
2017-12-31 13F-HR PFE / Pfizer, Inc. 29.41 678 34 -94.99 24 1 -95.83
2017-12-31 13F-HR PFE / Pfizer, Inc. Put 36.15 14,300 14,300 0.00 510 517 1.37
2017-12-31 13F-HR ALGN / Align Technology, Inc. 222.19 0 3,299 0 733
2017-12-31 13F-HR DVMT / Dell Technologies Inc. 81.28 50,000 25,000 -50.00 3,860 2,032 -47.36
2017-12-31 13F-HR LUK / Leucadia National Corp. 26.47 29,299 19,231 -34.36 739 509 -31.12
2017-12-31 13F-HR 88160RAC5 / Tesla Motors, Inc. Bond 1.25% Due 3/1/2021 28,218 37,931 34.42
2017-12-31 13F-HR JEC / Jacobs Engineering Group, Inc. 65.92 0 9,800 0 646
2017-12-31 13F-HR IBM / International Business Machines Corp. 153.26 586 2,884 392.15 85 442 420.00
2017-12-31 13F-HR IBM / International Business Machines Corp. Call 153.32 35,800 23,500 -34.36 5,191 3,603 -30.59
2017-12-31 13F-HR IBM / International Business Machines Corp. Put 153.33 35,400 3,900 -88.98 5,133 598 -88.35
2017-12-31 13F-HR EQT / EQT Corp. 56.85 30,800 5,400 -82.47 2,009 307 -84.72
2017-12-31 13F-HR 63934EAS7 / Navistar International Corp. Bond 4.75% Due 4/15/2019 22,000 26,613 20.97
2017-12-31 13F-HR CAVM / Cavium, Inc. 83.83 0 40,000 0 3,353
2017-12-31 13F-HR ARRS / ARRIS International plc 25.64 0 11,000 0 282
2017-12-31 13F-HR JNJ / Johnson & Johnson 139.72 13,081 317,718 2,328.85 1,700 44,391 2,511.24
2017-12-31 13F-HR JNJ / Johnson & Johnson Put 139.67 30,600 30,600 0.00 3,978 4,274 7.44
2017-12-31 13F-HR SHY / iShares 1-3 Year Treasury Bond ETF 83.84 164,236 82,680 -49.66 13,869 6,932 -50.02
2017-12-31 13F-HR MHK / Mohawk Industries, Inc. 275.88 5,800 1,700 -70.69 1,435 469 -67.32
2017-12-31 13F-HR SON / Sonoco Products Co. 52.89 0 3,800 0 201
2017-12-31 13F-HR 45256BAE1 / Impax Laboratories, Inc. 2% Bond due 2022-06-15 3,615 36,270 903.32
2017-12-31 13F-HR DORM / Dorman Products, Inc. 61.11 0 5,400 0 330
2017-12-31 13F-HR EWP / iShares MSCI Spain Capped ETF 32.77 562,871 50,963 -90.95 18,991 1,670 -91.21
2017-12-31 13F-HR EXP / Eagle Materials, Inc. 113.03 0 3,300 0 373
2017-12-31 13F-HR LGND / Ligand Pharmaceuticals Incorporated 136.59 0 2,599 0 355
2017-12-31 13F-HR LYV / Live Nation Entertainment, Inc. 42.48 0 11,346 0 482
2017-12-31 13F-HR WST / West Pharmaceutical Services, Inc. 98.40 0 3,760 0 370
2017-12-31 13F-HR AINV / Apollo Investment Corp. 5.66 29,345 44,878 52.93 179 254 41.90
2017-12-31 13F-HR RCL / Royal Caribbean Cruises Ltd. 119.17 7,410 8,047 8.60 878 959 9.23
2017-12-31 13F-HR TMO / Thermo Fisher Scientific, Inc. 189.09 0 1,100 0 208
2017-12-31 13F-HR OGE / OGE Energy Corp. 32.86 0 12,021 0 395
2017-12-31 13F-HR IWB / iShares Russell 1000 ETF 148.22 1,849 1,518 -17.90 258 225 -12.79
2017-12-31 13F-HR DISCK / Discovery Communications, Inc. Call 21.17 136,400 200,000 46.63 2,763 4,234 53.24
2017-12-31 13F-HR ARCO / Arcos Dorados Holdings, Inc. 10.28 0 12,845 0 132
2017-12-31 13F-HR PSMT / PriceSmart, Inc. 86.09 0 2,660 0 229
2017-12-31 13F-HR BDX / Becton Dickinson & Co. 213.95 5,113 2,309 -54.84 1,001 494 -50.65
2017-12-31 13F-HR EWS / iShares MSCI Singapore ETF 25.93 215,243 27,810 -87.08 5,258 721 -86.29
2017-12-31 13F-HR SLB / Schlumberger Ltd. 67.39 50,000 32,010 -35.98 3,488 2,157 -38.16
2017-12-31 13F-HR SLB / Schlumberger Ltd. Call 67.38 0 60,000 0 4,043
2017-12-31 13F-HR SLB / Schlumberger Ltd. Put 67.39 0 109,100 0 7,352
2017-12-31 13F-HR HUN / Huntsman Corp. 33.28 239,900 50,000 -79.16 6,578 1,664 -74.70
2017-12-31 13F-HR HUN / Huntsman Corp. Put 33.29 475,000 502,000 5.68 13,024 16,711 28.31
2017-12-31 13F-HR EWL / iShares MSCI Switzerland Capped ETF 35.50 397,389 9,775 -97.54 13,920 347 -97.51
2017-12-31 13F-HR DLTR / Dollar Tree, Inc. 107.31 7,784 3,420 -56.06 675 367 -45.63
2017-12-31 13F-HR PPBI / Pacific Premier Bancorp, Inc. 39.93 0 11,720 0 468
2017-12-31 13F-HR CPE / Callon Petroleum Co. 12.14 156,138 98,068 -37.19 1,754 1,191 -32.10
2017-12-31 13F-HR 92240MAY4 / Vector Group, Ltd. 2.5% Bond Due 1/15/2019 1.59 16,500,000 19,000,000 15.15 24,389 30,174 23.72
2017-12-31 13F-HR KEYS / Keysight Technologies Inc. 41.54 33,089 15,406 -53.44 1,378 640 -53.56
2017-12-31 13F-HR BIG / Big Lots, Inc. 56.12 0 10,300 0 578
2017-12-31 13F-HR LAD / Lithia Motors, Inc. 113.57 0 3,698 0 420
2017-12-31 13F-HR XLNX / Xilinx, Inc. 67.35 0 3,400 0 229
2017-12-31 13F-HR SERV / ServiceMaster Global Holdings Inc. 51.09 0 4,600 0 235
2017-12-31 13F-HR SBUX / Starbucks Corp. 57.42 0 7,576 0 435
2017-12-31 13F-HR WMT / Wal-Mart Stores, Inc. 98.71 11,924 9,563 -19.80 931 944 1.40
2017-12-31 13F-HR BWA / BorgWarner, Inc. 50.98 0 5,100 0 260
2017-12-31 13F-HR MTG / MGIC Investment Corp. 14.08 0 19,600 0 276
2017-12-31 13F-HR FXC / CurrencyShares Canadian Dollar Trust 78.50 48,232 30,000 -37.80 3,813 2,355 -38.24
2017-12-31 13F-HR PM / Philip Morris International, Inc. 105.42 0 2,400 0 253
2017-12-31 13F-HR FEZ / SPDR Euro STOXX 50 ETF 40.71 0 231,633 0 9,429
2017-12-31 13F-HR NOC / Northrop Grumman Corp. 306.55 0 1,008 0 309
2017-12-31 13F-HR QQQ / PowerShares QQQ Trust 155.76 23,216 225,080 869.50 3,376 35,058 938.45
2017-12-31 13F-HR QQQ / PowerShares QQQ Trust Put 155.76 0 1,500,000 0 233,640
2017-12-31 13F-HR CRR / Carbo Ceramics Inc. 10.18 50,000 50,000 0.00 431 509 18.10
2017-12-31 13F-HR 758075AB1 / Redwood Tr Inc Bond 11,636 14,590 25.39
2017-12-31 13F-HR MDCO / Medicines Company Put 27.32 25,000 25,000 0.00 926 683 -26.24
2017-12-31 13F-HR APA / Apache Corp. 42.18 4,508 15,220 237.62 206 642 211.65
2017-12-31 13F-HR DIOD / Diodes Incorporated 28.65 0 11,101 0 318
2017-12-31 13F-HR 03236MAC5 / Amyris, Inc. Bond 6.5% Due 5/1/2019 2,740 2,620 -4.38
2017-12-31 13F-HR SIRI / Sirius XM Holdings Inc. 5.35 266,156 22,607 -91.51 1,469 121 -91.76
2017-12-31 13F-HR MTN / Vail Resorts, Inc. 212.27 0 4,400 0 934
2017-12-31 13F-HR UNP / Union Pacific Corp. Put 134.00 13,500 13,500 0.00 1,564 1,809 15.66
2017-12-31 13F-HR MU / Micron Technology, Inc. 41.03 0 10,700 0 439
2017-12-31 13F-HR 966387AL6 / Whiting Petroleum Corp. 1.25% Bond due 2020-04-01 35,043 39,405 12.45
2017-12-31 13F-HR IGT / International Game Technology PLC 26.50 0 27,622 0 732
2017-12-31 13F-HR CELG / Celgene Corp. Call 104.29 7,700 7,700 0.00 1,122 803 -28.43
2017-12-31 13F-HR CELG / Celgene Corp. Put 103.08 1,300 1,300 0.00 189 134 -29.10
2017-12-31 13F-HR DAR / Darling Ingredients Inc. 18.12 0 13,298 0 241
2017-12-31 13F-HR RIG / Transocean, Inc. 10.68 0 36,989 0 395
2017-12-31 13F-HR YEXT / Yext, Inc. 12.01 25,000 27,400 9.60 332 329 -0.90
2017-12-31 13F-HR 85571BAH8 / Starwood Property Trust Inc Bond 8,130 5,616 -30.92
2017-12-31 13F-HR C / Citigroup, Inc. 74.41 24 815,700 3,398,650.00 1 60,696 6,069,500.00
2017-12-31 13F-HR GNC / GNC Holdings, Inc. Put 3.67 50,000 51,000 2.00 442 187 -57.69
2017-12-31 13F-HR CSX / CSX Corp. 54.97 0 8,005 0 440
2017-12-31 13F-HR DVY / iShares Select Dividend ETF 98.55 78,100 37,229 -52.33 7,314 3,669 -49.84
2017-12-31 13F-HR VGR / Vector Group, Ltd. 22.35 0 18,300 0 409
2017-12-31 13F-HR GM / General Motors Company 40.95 0 21,000 0 860
2017-12-31 13F-HR TLT / iShares 20+ Year Treasury Bond ETF 126.86 199,328 145,000 -27.26 24,868 18,394 -26.03
2017-12-31 13F-HR ICE / Intercontinental Exchange, Inc. 70.39 0 5,100 0 359
2017-12-31 13F-HR EGBN / Eagle Bancorp, Inc. 57.84 0 11,723 0 678
2017-12-31 13F-HR OLN / Olin Corp. 35.45 0 7,700 0 273
2017-12-31 13F-HR FOX / Twenty-First Century Fox, Inc. 34.53 25,500 197,341 673.89 672 6,814 913.99
2017-12-31 13F-HR EWQ / iShares MSCI France ETF 31.21 0 81,598 0 2,547
2017-12-31 13F-HR HON / Honeywell International, Inc. Put 152.86 1,400 1,400 0.00 198 214 8.08
2017-12-31 13F-HR EWG / iShares MSCI Germany ETF 33.01 0 136,153 0 4,495
2017-12-31 13F-HR CVCO / Cavco Industries, Inc. 152.39 0 1,903 0 290
2017-12-31 13F-HR 22943FAD2 / Ctrip.com International, Ltd. Bond 1.250%10/1 1,383 10,040 625.96
2017-12-31 13F-HR ARH.PRC / Arch Capital Group Ltd. 90.61 0 4,900 0 444
2017-12-31 13F-HR MCO / Moody's Corp. 147.36 0 2,918 0 430
2017-12-31 13F-HR 70338PAB6 / Pattern Energy Group Inc. Bond 21,918 21,141 -3.55
2017-12-31 13F-HR POST / Post Holdings, Inc. 79.17 0 11,393 0 902
2017-12-31 13F-HR AVGO / Broadcom Limited 256.82 2,703 1,503 -44.40 655 386 -41.07
2017-12-31 13F-HR EZU / iShares MSCI Eurozone ETF 43.38 0 98,526 0 4,274
2017-12-31 13F-HR DG / Dollar General Corp. 92.93 0 8,200 0 762
2017-12-31 13F-HR MS / Morgan Stanley 52.44 0 5,530 0 290
2017-12-31 13F-HR TEVA / Teva Pharmaceutical Industries Ltd. Call 18.95 99,900 99,900 0.00 1,758 1,893 7.68
2017-12-31 13F-HR XOG / Extraction Oil & Gas, Inc. 14.29 0 13,300 0 190
2017-12-31 13F-HR ROST / Ross Stores, Inc. 80.12 8,276 3,108 -62.45 534 249 -53.37
2017-12-31 13F-HR TEL / TE Connectivity Ltd. 95.04 0 5,398 0 513
2017-12-31 13F-HR 909214BS6 / Unisys Corp. Bond 12,199 11,950 -2.04
2017-12-31 13F-HR GSAT / Globalstar, Inc. 1.31 10,859 97,802 800.65 17 128 652.94
2017-12-31 13F-HR EWM / iShares MSCI Malaysia ETF 41,752 0 -100.00 1,352 0 -100.00
2017-12-31 13F-HR CALD / Callidus Software, Inc. 11,200 0 -100.00 276 0 -100.00
2017-12-31 13F-HR G / Genpact Ltd. 24,203 0 -100.00 695 0 -100.00
2017-12-31 13F-HR H / Hyatt Hotels Corp. 4,089 0 -100.00 252 0 -100.00
2017-12-31 13F-HR MKTX / MarketAxess Holdings, Inc. 4,900 0 -100.00 904 0 -100.00
2017-12-31 13F-HR CLR / Continental Resources, Inc. 5,400 0 -100.00 208 0 -100.00
2017-12-31 13F-HR APD / Air Products & Chemicals, Inc. 8,234 0 -100.00 1,245 0 -100.00
2017-12-31 13F-HR L / Loews Corp. 12,651 0 -100.00 605 0 -100.00
2017-12-31 13F-HR AXE / Anixter International, Inc. 5,035 0 -100.00 427 0 -100.00
2017-12-31 13F-HR AIZ / Assurant, Inc. 2,900 0 -100.00 277 0 -100.00
2017-12-31 13F-HR FCX / Freeport-McMoRan Inc. 56,287 0 -100.00 790 0 -100.00
2017-12-31 13F-HR BPOP / Popular, Inc. 27,791 0 -100.00 998 0 -100.00