Current Holdings (from 13F, 13D)

InvestorCapstone Investment Advisors, Llc
Portfolio Value$ 2,848,722,000
Current Positions491
Opened Positions5
Closed Positions341

Capstone Investment Advisors, Llc has disclosed 491 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 2,848,722,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Capstone Investment Advisors, Llc's top holdings are SPDR Gold Shares (NYSE:GLD) , Time Warner, Inc. (NYSE:TWX) , Apple, Inc. (NASDAQ:AAPL) , Intel Corp. 3.25% Bond Due 8/1/2039 (458140AF7) , and NXP Semiconductors N.V. (NASDAQ:NXPI) . Capstone Investment Advisors, Llc's new positions include Redwood Tr Inc Bond (758075AC9) , Kite Pharma, Inc. (NASDAQ:KITE) , VMWare, Inc. (NYSE:VMW) , Market Vectors Semiconductor ETF (NYSE:SMH) , and Goldcorp, Inc. (NYSE:GG) .


All Capstone Investment Advisors, Llc holdings are listed in the following table. This data is sourced from 13D/13G, and 13F filings. Green rows indicate new positions. Red rows indicate closed positions.

This 13F was filed on November 14, 2017. Click the link icon to see the full transaction history.

Reporting PeriodFormSecurity Imputed
Share Price
Prev SharesCurrent SharesChange
(Percent)
Prev Value ($K)Current Value ($K)Change
(Percent)
2017‑09‑30 13F-HR BKD / Brookdale Senior Living, Inc. 10.59 34,361 39,472 14.87 505 418 -17.23
2017‑09‑30 13F-HR 112463AA2 / Brookdale Senior Living, Inc. Bond 21,313,000 21,219 23,811 12.22
2017‑09‑30 13F-HR 670704AG0 / NuVasive, Inc. Bond 0 0 9,705 3,269.79
2017‑09‑30 13F-HR NUVA / NuVasive, Inc. 55.38 0 5,200 0 288 -97.03
2017‑09‑30 13F-HR 85375CBC4 / CalAtlantic Group, Inc. Bond 10,012,000 0 -100.00 10,062 0 -100.00
2017‑09‑30 13F-HR NXPI / NXP Semiconductors N.V. 113.09 10,000,000 650,002 -93.50 11,975 73,508 513.85
2017‑09‑30 13F-HR MELI / MercadoLibre, Inc. 0 -100.00 23,652 0 -100.00
2017‑09‑30 13F-HR 58733RAB8 / MercadoLibre, Inc. Bond 11,300,000 22,939 23,652 3.11
2017‑09‑30 13F-HR 00163UAD8 / AMAG Pharmaceuticals, Inc. Bond 6,500,000 0 -100.00 6,248 0 -100.00
2017‑09‑30 13F-HR 151290BR3 / Cemex S.A.B de C.V. Bond 7,000,000 8,093 2,815 -65.22
2017‑09‑30 13F-HR 584688AG0 / Medicines Company Bond 19,215,000 20,199 25,577 26.63
2017‑09‑30 13F-HR 909214BS6 / Unisys Corp. Bond 10,500,000 0.00 16,071 12,199 -24.09
2017‑09‑30 13F-HR 674215AJ7 / Oasis Petroleum Inc. Bond 1,507,000 0 -100.00 1,481 0 -100.00
2017‑09‑30 13F-HR YHOO / Yahoo! Inc. 66.24 12,834 45,034 250.90 699 2,983 326.75
2017‑09‑30 13F-HR D / Dominion Resources, Inc. 36,640 0 -100.00 2,807 0 -100.00
2017‑09‑30 13F-HR DOW / Dow Chemical Co. (The) Call 69.22 100,100 6,929
2017‑09‑30 13F-HR FBP / First BanCorp 5.12 18,545 38,501 107.61 107 197 84.11
2017‑09‑30 13F-HR HL / Hecla Mining Co. 36,350 0 -100.00 185 0 -100.00
2017‑09‑30 13F-HR MPC / Marathon Petroleum Corp. 56.05 0 19,465 0 1,091
2017‑09‑30 13F-HR SYRG / Synergy Resources Corp. 9.63 28,709 14,747 -48.63 193 142 -26.42
2017‑09‑30 13F-HR VIP / VimpelCom Ltd. 617,868 0 -100.00 2,415 0 -100.00
2017‑09‑30 13F-HR ABY / Abengoa Yield plc 19.63 13,602 267
2017‑09‑30 13F-HR EZU / iShares MSCI Eurozone ETF 80,313 0 -100.00 3,238 0 -100.00
2017‑09‑30 13F-HR SMH / Market Vectors Semiconductor ETF Put 93.32 150,000 13,998
2017‑09‑30 13F-HR 85571BAH8 / Starwood Property Trust Inc Bond 18,000,000 0.00 18,326 8,130 -55.64
2017‑09‑30 13F-HR Y / Alleghany Corp. 553.11 0 499 0 276
2017‑09‑30 13F-HR T / AT & T, Inc. Put 39.16 35,000 185,000 428.57 1,320 7,244 448.79
2017‑09‑30 13F-HR BRK.B / Berkshire Hathaway, Inc. Call 183.21 16,200 16,200 0.00 2,742 2,968 8.24
2017‑09‑30 13F-HR AAPL / Apple, Inc. 154.12 639,997 268,157 -58.10 92,172 41,328 -55.16
2017‑09‑30 13F-HR AGO / Assured Guaranty Ltd. 37.74 0 30,975 0 1,169
2017‑09‑30 13F-HR BHLB / Berkshire Hills Bancorp, Inc. 38.71 13,800 7,594 -44.97 485 294 -39.38
2017‑09‑30 13F-HR AIG / American International Group, Inc. 61.35 136,977 23,700 -82.70 8,563 1,454 -83.02
2017‑09‑30 13F-HR AINV / Apollo Investment Corp. 6.10 0 29,345 0 179
2017‑09‑30 13F-HR AYI / Acuity Brands, Inc. (Holding Company) 171.10 1,101 3,495 217.44 223 598 168.16
2017‑09‑30 13F-HR ALL / Allstate Corp. (The) 91.73 0 2,224 0 204
2017‑09‑30 13F-HR 020520AB8 / Alon USA Energy, Inc. Bond 9,100,000 10,356 13,009 25.62
2017‑09‑30 13F-HR ALR / Alere Inc. Call 50.97 0 23,700 0 1,208
2017‑09‑30 13F-HR GDX / VanEck Vectors Gold Miners ETF Call 22.96 1,796,700 1,796,600 -0.01 39,667 41,242 3.97
2017‑09‑30 13F-HR GDX / VanEck Vectors Gold Miners ETF Put 22.95 1,486,300 640,700 -56.89 32,816 14,705 -55.19
2017‑09‑30 13F-HR USNA / USANA Health Sciences, Inc. 57.65 5,100 294
2017‑09‑30 13F-HR UTHR / United Therapeutics Corp. 117.09 0 5,799 0 679
2017‑09‑30 13F-HR VR / Validus Holdings Ltd. 49.17 12,100 9,600 -20.66 628 472 -24.84
2017‑09‑30 13F-HR VRX / Valeant Pharmaceuticals International, Inc. 14.30 25,000 26,500 6.00 432 379 -12.27
2017‑09‑30 13F-HR VRX / Valeant Pharmaceuticals International, Inc. Put 14.32 46,800 74,600 59.40 808 1,068 32.18
2017‑09‑30 13F-HR SNAP / Snapchat, Inc. 14.54 500,000 7,270
2017‑09‑30 13F-HR EGOV / NIC, Inc. 10,395 0 -100.00 196 0 -100.00
2017‑09‑30 13F-HR SEE / Sealed Air Corp. 42.71 0 20,302 0 867
2017‑09‑30 13F-HR AKRX / Akorn, Inc. Put 33.15 12,400 411
2017‑09‑30 13F-HR ANDV / Andeavor Corp. 102.91 3,304 340
2017‑09‑30 13F-HR BMRN / BioMarin Pharmaceutical, Inc. 93.03 0 14,200 0 1,321
2017‑09‑30 13F-HR CPN / Calpine Corp. Put 14.72 19,700 290
2017‑09‑30 13F-HR CPN / Calpine Corp. Call 14.75 100,000 1,475
2017‑09‑30 13F-HR CRR / Carbo Ceramics Inc. 8.62 50,000 431
2017‑09‑30 13F-HR CDEV / Centennial Resource Development, Inc. 17.89 10,790 193
2017‑09‑30 13F-HR IRBT / iRobot Corp. 76.86 3,500 269
2017‑09‑30 13F-HR LOB / Live Oak Bancshares, Inc 23.40 19,573 458
2017‑09‑30 13F-HR XLE / SPDR Energy Select Sector ETF Put 68.47 0 433,000 0 29,649
2017‑09‑30 13F-HR AAON / AAON, Inc. 34.41 9,473 326
2017‑09‑30 13F-HR T / AT & T, Inc. Call 39.17 2,800 912,800 32,500.00 104 35,750 34,275.00
2017‑09‑30 13F-HR AMP / Ameriprise Financial, Inc. 148.33 42,600 3,000 -92.96 5,422 445 -91.79
2017‑09‑30 13F-HR BAC / Bank of America Corp. Call 25.32 34,200 34,200 0.00 829 866 4.46
2017‑09‑30 13F-HR BARCLAYS BK PLC / IPATH S&P500 VIX Call (06746L422) 39.18 100,000 3,918
2017‑09‑30 13F-HR BRCD / Brocade Communications Systems, Inc. Call 11.95 225,000 2,688
2017‑09‑30 13F-HR CCC / Calgon Carbon Corp. Call 21.40 175,000 3,745
2017‑09‑30 13F-HR RGC / Regal Entertainment Group 15.95 17,300 276
2017‑09‑30 13F-HR COL / Rockwell Collins, Inc. Put 130.71 21,200 2,771
2017‑09‑30 13F-HR SNI / Scripps Networks Interactive, Inc. Call 85.88 75,000 6,441
2017‑09‑30 13F-HR ACIA / Acacia Communications, Inc. 47.10 100,900 4,752
2017‑09‑30 13F-HR BIO / Bio-Rad Laboratories, Inc. 221.54 1,300 288
2017‑09‑30 13F-HR UHAL / AMERCO 374.26 1,523 570
2017‑09‑30 13F-HR AWR / American States Water Co. (Holding Co.) 49.05 4,200 206
2017‑09‑30 13F-HR CXO / Concho Resources, Inc. Call 131.72 9,900 1,304
2017‑09‑30 13F-HR 21925YAB9 / Cornerstone OnDemand, Inc. Bond 1.500% 7/0 6,093
2017‑09‑30 13F-HR XIV / VelocityShares Daily Inverse VIX Short Term ETN S&P 500 VIX STF Index 12/4/2030 97.53 30,433 2,968
2017‑09‑30 13F-HR FXC / CurrencyShares Canadian Dollar Trust 79.06 48,232 3,813
2017‑09‑30 13F-HR DISCK / Discovery Communications, Inc. Call 20.26 136,400 2,763
2017‑09‑30 13F-HR DXC / DXC Technology Company 85.78 6,400 549
2017‑09‑30 13F-HR ELF / e.l.f. Beauty, Inc. 22.53 46,557 1,049
2017‑09‑30 13F-HR ESES / Eco-Stim Energy Solutions Inc. 1.54 1,048,951 1,615
2017‑09‑30 13F-HR ENLC / Enlink Midstream, LLC 17.21 12,899 222
2017‑09‑30 13F-HR EQT / EQT Corp. Call 65.24 50,000 3,262
2017‑09‑30 13F-HR FLXN / Flexion Therapeutics, Inc. Put 24.09 13,200 318
2017‑09‑30 13F-HR GG / Goldcorp, Inc. 12.94 54,622 707
2017‑09‑30 13F-HR GG / Goldcorp, Inc. Put 12.96 930,700 12,060
2017‑09‑30 13F-HR IOSP / Innospec, Inc. 61.64 6,554 404
2017‑09‑30 13F-HR KITE / Kite Pharma, Inc. 179.80 4,900 881
2017‑09‑30 13F-HR KITE / Kite Pharma, Inc. Put 179.46 5,600 1,005
2017‑09‑30 13F-HR KITE / Kite Pharma, Inc. Call 179.80 101,700 18,286
2017‑09‑30 13F-HR MTB / M & T Bank Corp. 160.71 2,601 418
2017‑09‑30 13F-HR MSTR / MicroStrategy, Inc. 127.30 1,956 249
2017‑09‑30 13F-HR MCRN / Milacron Holdings Corp. 16.85 11,989 202
2017‑09‑30 13F-HR NATI / National Instruments Corp. 42.07 5,301 223
2017‑09‑30 13F-HR NTRI / NutriSystem, Inc. 55.79 3,800 212
2017‑09‑30 13F-HR PJT / PJT Partners Inc. 38.24 6,197 237
2017‑09‑30 13F-HR PTLA / Portola Pharmaceuticals, Inc. 53.91 6,548 353
2017‑09‑30 13F-HR QGEN / QIAGEN N.V. 31.50 185,848 5,854
2017‑09‑30 13F-HR 45256BAE1 / Impax Laboratories, Inc. 2% Bond due 2022-06-15 3,615
2017‑09‑30 13F-HR 750469AA6 / Radius Health, Inc. Bond 4,528
2017‑09‑30 13F-HR DOW / Dow Chemical Co. (The) 57.69 52 3
2017‑09‑30 13F-HR 758075AB1 / Redwood Tr Inc Bond 11,636
2017‑09‑30 13F-HR 758075AC9 / Redwood Tr Inc Bond 19,975
2017‑09‑30 13F-HR TCBIP / Texas Capital Bancshares, Inc. 85.44 2,411 206
2017‑09‑30 13F-HR TNET / TriNet Group, Inc. 33.60 11,695 393
2017‑09‑30 13F-HR UIS / Unisys Corp. Put 8.49 35,700 303
2017‑09‑30 13F-HR UAL / United Continental Holdings, Inc. 60.87 6,900 420
2017‑09‑30 13F-HR VMW / VMWare, Inc. Put 109.19 150,000 16,378
2017‑09‑30 13F-HR XPER / Xperi Corp 25.20 9,800 247
2017‑09‑30 13F-HR YELP / Yelp, Inc. Put 43.12 8,000 345
2017‑09‑30 13F-HR YELP / Yelp, Inc. Call 43.00 10,000 430
2017‑09‑30 13F-HR YEXT / Yext, Inc. 13.28 25,000 332
2017‑09‑30 13F-HR RAD / Rite Aid Corp. 1.96 0 100,000 0 196
2017‑09‑30 13F-HR RAD / Rite Aid Corp. Call 1.96 1,650,000 1,250,000 -24.24 4,867 2,450 -49.66
2017‑09‑30 13F-HR VMW / VMWare, Inc. 109.19 4,100 12,300 200.00 358 1,343 275.14
2017‑09‑30 13F-HR WTS / Watts Water Technologies, Inc. 69.17 0 6,289 0 435
2017‑09‑30 13F-HR SLGN / Silgan Holdings, Inc. 29.39 0 11,500 0 338
2017‑09‑30 13F-HR AME / Ametek, Inc. 65.93 13,932 5,324 -61.79 843 351 -58.36
2017‑09‑30 13F-HR FE / FirstEnergy Corp. 30.83 64,870 18,100 -72.10 1,891 558 -70.49
2017‑09‑30 13F-HR CBS / CBS Corp. 57.99 0 25,900 0 1,502
2017‑09‑30 13F-HR MRVL / Marvell Technology Group Ltd. 17.89 0 38,338 0 686
2017‑09‑30 13F-HR SM / SM Energy Co 17.72 21,543 14,843 -31.10 356 263 -26.12
2017‑09‑30 13F-HR AFGE / American Financial Group, Inc. (Holding Co.) 103.08 32,651 1,950 -94.03 3,244 201 -93.80
2017‑09‑30 13F-HR BRK.B / Berkshire Hathaway, Inc. Put 181.67 600 600 0.00 100 109 9.00
2017‑09‑30 13F-HR CAG / ConAgra Foods, Inc. 33.73 0 11,592 0 391
2017‑09‑30 13F-HR MIK / Michaels Companies Inc. (The) 21.46 0 41,800 0 897
2017‑09‑30 13F-HR VAC / Marriott Vacations Worldwide Corp 124.51 0 10,200 0 1,270
2017‑09‑30 13F-HR TDC / Teradata Corp. 33.67 0 6,980 0 235
2017‑09‑30 13F-HR PAH / Platform Specialty Products Corp. 11.08 0 14,798 0 164
2017‑09‑30 13F-HR JNK / SPDR Barclays High Yield Bond ETF 37.32 61,253 146,598 139.33 2,278 5,471 140.17
2017‑09‑30 13F-HR K / Kellogg Co. 62.34 17,574 24,688 40.48 1,220 1,539 26.15
2017‑09‑30 13F-HR PVH / PVH Corp. 126.00 33,229 7,103 -78.62 3,804 895 -76.47
2017‑09‑30 13F-HR IAU / iShares Gold Trust 12.31 270,448 546,523 102.08 3,229 6,727 108.33
2017‑09‑30 13F-HR INTC / Intel Corp. 38.05 55,394 9,751 -82.40 1,868 371 -80.14
2017‑09‑30 13F-HR 670002AB0 / Novavax, Inc. Bond 3.75% Due 2/1/2023 500,000 221 227 2.71
2017‑09‑30 13F-HR FXI / iShares China Large-Cap ETF 43.98 62,672 12,234 -80.48 2,488 538 -78.38
2017‑09‑30 13F-HR FXI / iShares China Large-Cap ETF Call 44.04 484,500 292,900 -39.55 19,234 12,898 -32.94
2017‑09‑30 13F-HR FXI / iShares China Large-Cap ETF Put 44.04 1,402,500 1,053,900 -24.86 55,687 46,409 -16.66
2017‑09‑30 13F-HR SYRG / Synergy Resources Corp. Call 9.67 90,000 870
2017‑09‑30 13F-HR SMH / Market Vectors Semiconductor ETF 0.00 1 0
2017‑09‑30 13F-HR EEM / iShares MSCI Emerging Markets ETF Call 44.79 451,600 101,600 -77.50 18,688 4,551 -75.65
2017‑09‑30 13F-HR EEM / iShares MSCI Emerging Markets ETF Put 44.81 6,500 1,006,500 15,384.62 268 45,101 16,728.73
2017‑09‑30 13F-HR KMI / Kinder Morgan, Inc. 19.17 24,076 52,846 119.50 461 1,013 119.74
2017‑09‑30 13F-HR AET / Aetna, Inc. 158.95 0 7,405 0 1,177
2017‑09‑30 13F-HR EFA / iShares MSCI EAFE ETF 68.48 106,090 247,156 132.97 6,917 16,925 144.69
2017‑09‑30 13F-HR EFA / iShares MSCI EAFE ETF Call 68.47 850,000 545,400 -35.84 55,418 37,344 -32.61
2017‑09‑30 13F-HR EFA / iShares MSCI EAFE ETF Put 68.47 550,000 415,000 -24.55 35,858 28,415 -20.76
2017‑09‑30 13F-HR PFG / Principal Financial Group, Inc. 64.25 0 8,700 0 559
2017‑09‑30 13F-HR EWY / iShares MSCI South Korea Capped ETF 69.06 15,041 238,040 1,482.61 1,019 16,439 1,513.25
2017‑09‑30 13F-HR EWY / iShares MSCI South Korea Capped ETF Call 69.06 0 253,000 0 17,472
2017‑09‑30 13F-HR EWY / iShares MSCI South Korea Capped ETF Put 69.06 0 250,000 0 17,265
2017‑09‑30 13F-HR GSM / Ferroglobe PLC 13.16 0 13,759 0 181
2017‑09‑30 13F-HR PBCT / People's United Financial, Inc. 18.11 35,565 16,785 -52.80 628 304 -51.59
2017‑09‑30 13F-HR UTX / United Technologies Corp. 116.00 0 5,888 0 683
2017‑09‑30 13F-HR UTX / United Technologies Corp. Call 110.00 0 100 0 11
2017‑09‑30 13F-HR UTX / United Technologies Corp. Put 115.45 0 1,100 0 127
2017‑09‑30 13F-HR NXPI / NXP Semiconductors N.V. Call 113.05 33,400 28,200 -15.57 3,655 3,188 -12.78
2017‑09‑30 13F-HR PEP / PepsiCo, Inc. 111.39 16,000 8,753 -45.29 1,847 975 -47.21
2017‑09‑30 13F-HR PEP / PepsiCo, Inc. Put 110.00 500 500 0.00 57 55 -3.51
2017‑09‑30 13F-HR COL / Rockwell Collins, Inc. 130.71 0 85,000 0 11,110
2017‑09‑30 13F-HR FM / iShares MSCI Frontier 100 ETF 31.33 163,798 223,760 36.61 4,681 7,010 49.75
2017‑09‑30 13F-HR PE / Parsley Energy, Inc. 26.33 111,431 78,996 -29.11 3,092 2,080 -32.73
2017‑09‑30 13F-HR F / Ford Motor Co. 11.96 132,961 5,100 -96.16 1,487 61 -95.90
2017‑09‑30 13F-HR F / Ford Motor Co. Call 11.93 0 45,000 0 537
2017‑09‑30 13F-HR F / Ford Motor Co. Put 11.96 0 50,000 0 598
2017‑09‑30 13F-HR XLP / SPDR Consumer Staples Select Sector ETF 53.97 73,916 127,580 72.60 4,060 6,886 69.61
2017‑09‑30 13F-HR XLY / SPDR Consumer Discretionary Select Sector ETF 90.07 45,139 71,188 57.71 4,045 6,412 58.52
2017‑09‑30 13F-HR CHE / Chemed Corp. 201.67 1,001 1,200 19.88 204 242 18.63
2017‑09‑30 13F-HR TRCO / Tribune Media Company 40.85 106,607 150,538 41.21 4,346 6,150 41.51
2017‑09‑30 13F-HR TRCO / Tribune Media Company Put 40.80 5,000 5,000 0.00 203 204 0.49
2017‑09‑30 13F-HR VMC / Vulcan Materials Co. (Holding Co.) 119.47 2,100 6,763 222.05 266 808 203.76
2017‑09‑30 13F-HR CTXS / Citrix Systems, Inc. 76.78 27,300 7,346 -73.09 2,172 564 -74.03
2017‑09‑30 13F-HR GRUB / GrubHub Inc. 52.58 10,800 10,460 -3.15 470 550 17.02
2017‑09‑30 13F-HR EWZ / iShares MSCI Brazil Capped ETF 41.69 21,525 154,605 618.26 734 6,445 778.07
2017‑09‑30 13F-HR KMB / Kimberly-Clark Corp. 117.61 0 9,302 0 1,094
2017‑09‑30 13F-HR PRAH / PRA Health Sciences, Inc. 76.15 0 9,560 0 728
2017‑09‑30 13F-HR CVX / Chevron Corp. 116.88 43,170 231 -99.46 4,503 27 -99.40
2017‑09‑30 13F-HR CVX / Chevron Corp. Put 117.46 5,900 5,900 0.00 615 693 12.68
2017‑09‑30 13F-HR ECH / iShares MSCI Chile Capped ETF 48.61 45,266 117,789 160.22 1,886 5,726 203.61
2017‑09‑30 13F-HR XLU / SPDR Utilities Select Sector ETF 53.04 64,038 107,817 68.36 3,327 5,719 71.90
2017‑09‑30 13F-HR ILMN / Illumina, Inc. 199.10 16,352 4,209 -74.26 2,837 838 -70.46
2017‑09‑30 13F-HR LQD / iShares iBoxx $ Investment Grade Corporate Bond ETF 121.16 31,370 5,307 -83.08 3,780 643 -82.99
2017‑09‑30 13F-HR FDC / First Data Corporation 17.97 0 14,465 0 260
2017‑09‑30 13F-HR VIAV / Viavi Solutions Inc. 9.41 126,912 14,556 -88.53 1,336 137 -89.75
2017‑09‑30 13F-HR 189464AB6 / Clovis Oncology, Inc. 2.5% 9/15/2021 9,074,000 15,403 14,030 -8.91
2017‑09‑30 13F-HR 88160RAB7 / Tesla Motors, Inc. Convertible Bond 0.250% Due 3/1/2019 45,000,000 51,525 35,770 -30.58
2017‑09‑30 13F-HR NFLX / Netflix, Inc. 181.29 0 12,113 0 2,196
2017‑09‑30 13F-HR NFLX / Netflix, Inc. Call 181.29 0 82,200 0 14,902
2017‑09‑30 13F-HR NFLX / Netflix, Inc. Put 181.29 0 116,800 0 21,175
2017‑09‑30 13F-HR DATA / Tableau Software, Inc. 74.87 0 7,186 0 538
2017‑09‑30 13F-HR IWV / iShares Russell 3000 ETF 149.23 0 13,563 0 2,024
2017‑09‑30 13F-HR XLE / SPDR Energy Select Sector ETF Call 68.47 0 950,900 0 65,112
2017‑09‑30 13F-HR 111621AQ1 / Brocade Communications Systems, Inc. 1.375% Bond Due 1/1/2020 30,000,000 30,506 40,810 33.78
2017‑09‑30 13F-HR 458140AF7 / Intel Corp. 3.25% Bond Due 8/1/2039 48,961,000 81,000 140,712 73.72
2017‑09‑30 13F-HR GPN / Global Payments, Inc. 94.99 11,423 6,611 -42.13 1,031 628 -39.09
2017‑09‑30 13F-HR AER / AerCap Holdings N.V. 51.05 20,799 5,465 -73.72 965 279 -71.09
2017‑09‑30 13F-HR FB / Facebook, Inc. 170.87 32,154 4,600 -85.69 4,854 786 -83.81
2017‑09‑30 13F-HR FB / Facebook, Inc. Call 170.78 27,800 12,800 -53.96 4,195 2,186 -47.89
2017‑09‑30 13F-HR FB / Facebook, Inc. Put 170.75 169,800 6,700 -96.05 25,633 1,144 -95.54
2017‑09‑30 13F-HR CMCSA / Comcast Corp. 37.80 1,281 635 -50.43 49 24 -51.02
2017‑09‑30 13F-HR CMCSA / Comcast Corp. Put 38.47 19,600 19,600 0.00 762 754 -1.05
2017‑09‑30 13F-HR TAP / Molson Coors Brewing Co. 81.59 14,100 6,300 -55.32 1,217 514 -57.76
2017‑09‑30 13F-HR QCOM / QUALCOMM Incorporated 51.70 0 6,886 0 356
2017‑09‑30 13F-HR QCOM / QUALCOMM Incorporated Call 51.76 0 3,400 0 176
2017‑09‑30 13F-HR LEN / Lennar Corp. 52.78 57,400 24,500 -57.32 3,060 1,293 -57.75
2017‑09‑30 13F-HR APOG / Apogee Enterprises, Inc. 48.20 0 6,100 0 294
2017‑09‑30 13F-HR SNI / Scripps Networks Interactive, Inc. 85.88 59,900 37,145 -37.99 4,091 3,190 -22.02
2017‑09‑30 13F-HR TXMD / TherapeuticsMD, Inc. 5.29 100,000 100,000 0.00 527 529 0.38
2017‑09‑30 13F-HR CLX / Clorox Company (The) 131.76 0 5,100 0 672
2017‑09‑30 13F-HR ACM / AECOM 36.73 15,398 6,480 -57.92 497 238 -52.11
2017‑09‑30 13F-HR CSGP / Costar Group, Inc. 268.21 0 3,706 0 994
2017‑09‑30 13F-HR BID / Sotheby's 46.10 0 7,700 0 355
2017‑09‑30 13F-HR MSFT / Microsoft Corp. 73.78 57,870 1,274 -97.80 3,988 94 -97.64
2017‑09‑30 13F-HR MSFT / Microsoft Corp. Call 74.38 193,800 12,100 -93.76 13,353 900 -93.26
2017‑09‑30 13F-HR MSFT / Microsoft Corp. Put 74.43 56,100 20,100 -64.17 3,865 1,496 -61.29
2017‑09‑30 13F-HR EXC / Exelon Corp. 37.65 0 11,528 0 434
2017‑09‑30 13F-HR ORCL / Oracle Corp. Call 48.24 9,100 9,100 0.00 456 439 -3.73
2017‑09‑30 13F-HR ORCL / Oracle Corp. Put 48.33 29,900 29,900 0.00 1,498 1,445 -3.54
2017‑09‑30 13F-HR AKRX / Akorn, Inc. 33.08 50,000 1,300 -97.40 1,677 43 -97.44
2017‑09‑30 13F-HR ABCO / Advisory Board Co. (The) 53.62 0 115,000 0 6,166
2017‑09‑30 13F-HR AMZN / Amazon.com, Inc. 961.00 16,398 1,718 -89.52 15,873 1,651 -89.60
2017‑09‑30 13F-HR AMZN / Amazon.com, Inc. Put 960.00 37,400 1,300 -96.52 36,201 1,248 -96.55
2017‑09‑30 13F-HR PCBK / Pacific Continental Corp. 26.93 42,892 42,325 -1.32 1,095 1,140 4.11
2017‑09‑30 13F-HR HLF / Herbalife Ltd. 66.67 253,600 300 -99.88 18,089 20 -99.89
2017‑09‑30 13F-HR HLF / Herbalife Ltd. Put 67.81 71,200 62,700 -11.94 5,077 4,252 -16.25
2017‑09‑30 13F-HR EWN / iShares MSCI Netherlands ETF 31.37 20,188 27,163 34.55 584 852 45.89
2017‑09‑30 13F-HR SLM / SLM Corp. (Sallie Mae) 11.44 193,392 14,600 -92.45 2,224 167 -92.49
2017‑09‑30 13F-HR TRTN / Triton International Limited 33.20 0 7,500 0 249
2017‑09‑30 13F-HR CTAS / Cintas Corp. 143.93 6,316 2,800 -55.67 796 403 -49.37
2017‑09‑30 13F-HR GLOG / GasLog Ltd. 17.36 0 11,173 0 194
2017‑09‑30 13F-HR HYH / Halyard Health, Inc. 45.01 0 5,443 0 245
2017‑09‑30 13F-HR SBNYW / Signature Bank 128.02 0 9,280 0 1,188
2017‑09‑30 13F-HR TSLA / Tesla Motors, Inc. 340.91 0 2,376 0 810
2017‑09‑30 13F-HR TSLA / Tesla Motors, Inc. Put 341.09 73,500 73,500 0.00 26,577 25,070 -5.67
2017‑09‑30 13F-HR SPB / Spectrum Brands Holdings, Inc. 105.80 24,100 8,100 -66.39 3,013 857 -71.56
2017‑09‑30 13F-HR 83416TAA8 / SolarCity Corp 2.75% Bond due 2018-11-01 20,000,000 20,012 32,439 62.10
2017‑09‑30 13F-HR ALK / Alaska Air Group, Inc. 76.22 52,700 18,000 -65.84 4,730 1,372 -70.99
2017‑09‑30 13F-HR NFX / Newfield Exploration Company 29.67 180,230 106,348 -40.99 5,129 3,155 -38.49
2017‑09‑30 13F-HR NFX / Newfield Exploration Company Put 29.64 0 25,000 0 741
2017‑09‑30 13F-HR KO / Coca Cola Co. 44.96 1,141 19,083 1,572.48 51 858 1,582.35
2017‑09‑30 13F-HR KO / Coca Cola Co. Call 44.78 2,300 2,300 0.00 102 103 0.98
2017‑09‑30 13F-HR 63934EAS7 / Navistar International Corp. Bond 4.75% Due 4/15/2019 23,000,000 22,496 22,000 -2.20
2017‑09‑30 13F-HR KO / Coca Cola Co. Put 44.97 19,100 19,100 0.00 856 859 0.35
2017‑09‑30 13F-HR SRE / Sempra Energy 113.68 0 1,900 0 216
2017‑09‑30 13F-HR FGL / Fidelity & Guaranty Life 31.05 86,640 86,640 0.00 2,690 2,690 0.00
2017‑09‑30 13F-HR YELP / Yelp, Inc. 42.78 0 1,800 0 77
2017‑09‑30 13F-HR NCLH / Norwegian Cruise Line Holdings Ltd 54.05 0 30,900 0 1,670
2017‑09‑30 13F-HR REGN / Regeneron Pharmaceuticals, Inc. 446.00 900 500 -44.44 442 223 -49.55
2017‑09‑30 13F-HR LLEX / Lilis Energy, Inc. 4.47 26,646 63,146 136.98 130 282 116.92
2017‑09‑30 13F-HR MCD / McDonald's Corp. 156.65 0 9,052 0 1,418
2017‑09‑30 13F-HR SODA / SodaStream International Ltd. 66.39 0 3,600 0 239
2017‑09‑30 13F-HR CPN / Calpine Corp. 14.75 105,779 750,000 609.03 1,431 11,062 673.03
2017‑09‑30 13F-HR MTW / Manitowoc Co., Inc. (The) 8.98 0 35,200 0 316
2017‑09‑30 13F-HR GLD / SPDR Gold Shares Call 121.58 816,000 1,529,700 87.46 96,302 185,980 93.12
2017‑09‑30 13F-HR GLD / SPDR Gold Shares Put 121.50 293,000 10,000 -96.59 34,579 1,215 -96.49
2017‑09‑30 13F-HR ITT / ITT Inc. 44.24 0 9,200 0 407
2017‑09‑30 13F-HR RGEN / Repligen Corp. 38.29 0 13,763 0 527
2017‑09‑30 13F-HR IWM / iShares Russell 2000 ETF 148.16 4,000 24,001 500.02 563 3,556 531.62
2017‑09‑30 13F-HR IWM / iShares Russell 2000 ETF Call 148.16 0 50,000 0 7,408
2017‑09‑30 13F-HR SCI / Service Corp. International 34.44 0 10,800 0 372
2017‑09‑30 13F-HR WHR / Whirlpool Corp. 183.56 0 1,095 0 201
2017‑09‑30 13F-HR MIC / Macquarie Infrastructure Company LLC 72.07 7,947 8,200 3.18 623 591 -5.14
2017‑09‑30 13F-HR MATX / Matson, Inc. 28.16 11,200 10,300 -8.04 336 290 -13.69
2017‑09‑30 13F-HR PF / Pinnacle Foods, Inc. 57.14 10,500 18,500 76.19 623 1,057 69.66
2017‑09‑30 13F-HR IEX / IDEX Corp. 121.32 0 3,396 0 412
2017‑09‑30 13F-HR EVTC / Evertec, Inc. 15.84 0 40,400 0 640
2017‑09‑30 13F-HR TWX / Time Warner, Inc. 102.45 240,000 495,604 106.50 24,098 50,774 110.70
2017‑09‑30 13F-HR TWX / Time Warner, Inc. Call 102.45 1,245,000 1,441,100 15.75 125,009 147,638 18.10
2017‑09‑30 13F-HR TWX / Time Warner, Inc. Put 102.45 200,000 312,900 56.45 20,082 32,056 59.63
2017‑09‑30 13F-HR CBF / Capital Bank Financial Corp. 41.05 13,000 125,000 861.54 495 5,131 936.57
2017‑09‑30 13F-HR MRK / Merck & Co., Inc. 63.89 50,858 3,600 -92.92 3,259 230 -92.94
2017‑09‑30 13F-HR RH / Restoration Hardware Holdings, Inc. 70.00 0 1,100 0 77
2017‑09‑30 13F-HR RH / Restoration Hardware Holdings, Inc. Put 70.28 37,200 61,700 65.86 2,399 4,336 80.74
2017‑09‑30 13F-HR BRKL / Brookline Bancorp, Inc. 15.44 0 13,600 0 210
2017‑09‑30 13F-HR RPM / RPM International, Inc. 51.28 0 10,549 0 541
2017‑09‑30 13F-HR AKS / AK Steel Holding Corp. 5.59 0 34,000 0 190
2017‑09‑30 13F-HR FXE / CurrencyShares Euro Trust 114.09 8,576 23,288 171.55 947 2,657 180.57
2017‑09‑30 13F-HR 584688AE5 / Medicines Company 2.500% Bond 19,935,000 26,002 24,621 -5.31
2017‑09‑30 13F-HR R / Ryder System, Inc. 84.29 0 2,800 0 236
2017‑09‑30 13F-HR DY / Dycom Industries, Inc. 85.76 0 4,116 0 353
2017‑09‑30 13F-HR LULU / lululemon athletica inc. 62.12 6,800 3,300 -51.47 405 205 -49.38
2017‑09‑30 13F-HR LULU / lululemon athletica inc. Call 62.20 509,800 118,700 -76.72 30,409 7,383 -75.72
2017‑09‑30 13F-HR EWI / iShares MSCI Italy Capped ETF 31.36 44,204 108,391 145.21 1,228 3,399 176.79
2017‑09‑30 13F-HR LULU / lululemon athletica inc. Put 62.15 127,600 17,200 -86.52 7,608 1,069 -85.95
2017‑09‑30 13F-HR HON / Honeywell International, Inc. 141.72 13,794 1,129 -91.82 1,838 160 -91.29
2017‑09‑30 13F-HR HON / Honeywell International, Inc. Put 141.43 1,400 1,400 0.00 186 198 6.45
2017‑09‑30 13F-HR 36191GAB3 / GNC Holdings, Inc. Bond 1.500% 8/1 3,500,000 2,345 1,867 -20.38
2017‑09‑30 13F-HR TMHC / Taylor Morrison Home Corp. 22.01 0 16,036 0 353
2017‑09‑30 13F-HR SWKS / Skyworks Solutions, Inc. 101.82 12,600 9,900 -21.43 1,208 1,008 -16.56
2017‑09‑30 13F-HR PRGO / Perrigo Company plc 84.59 57,945 5,651 -90.25 4,376 478 -89.08
2017‑09‑30 13F-HR MDCO / Medicines Company Put 37.04 0 25,000 0 926
2017‑09‑30 13F-HR PBH / Prestige Brands Holdings, Inc. 50.09 4,506 8,186 81.67 237 410 73.00
2017‑09‑30 13F-HR BERY / Berry Plastics Group, Inc. 56.64 75,641 18,396 -75.68 4,312 1,042 -75.83
2017‑09‑30 13F-HR GE / General Electric Co. 24.18 166,940 29,241 -82.48 4,509 707 -84.32
2017‑09‑30 13F-HR GE / General Electric Co. Call 24.16 98,700 98,700 0.00 2,665 2,385 -10.51
2017‑09‑30 13F-HR GE / General Electric Co. Put 24.00 8,000 8,000 0.00 216 192 -11.11
2017‑09‑30 13F-HR HOLX / Hologic, Inc. 36.67 0 12,736 0 467
2017‑09‑30 13F-HR EQT / EQT Corp. 65.23 0 30,800 0 2,009
2017‑09‑30 13F-HR VRSN / VeriSign, Inc. 106.36 0 2,200 0 234
2017‑09‑30 13F-HR FANG / Diamondback Energy, Inc. 97.67 10,253 3,000 -70.74 910 293 -67.80
2017‑09‑30 13F-HR ADSK / Autodesk, Inc. 112.17 47,500 9,405 -80.20 4,788 1,055 -77.97
2017‑09‑30 13F-HR BKU / BankUnited, Inc. 35.50 70,800 7,944 -88.78 2,386 282 -88.18
2017‑09‑30 13F-HR VZ / Verizon Communications, Inc. Call 49.48 0 345,900 0 17,115
2017‑09‑30 13F-HR VZ / Verizon Communications, Inc. Put 49.45 0 71,500 0 3,536
2017‑09‑30 13F-HR C / Citigroup, Inc. 41.67 0 24 0 1
2017‑09‑30 13F-HR C / Citigroup, Inc. Call 72.72 0 47,000 0 3,418
2017‑09‑30 13F-HR C / Citigroup, Inc. Put 72.73 0 37,000 0 2,691
2017‑09‑30 13F-HR VWR / VWR Corporation 33.11 89,602 200,000 123.21 2,957 6,622 123.94
2017‑09‑30 13F-HR ANET / Arista Networks, Inc. 188.83 0 1,271 0 240
2017‑09‑30 13F-HR WETF / WisdomTree Investments, Inc. 10.15 0 27,283 0 277
2017‑09‑30 13F-HR DISH / DISH Network Corp. Call 54.23 0 100,000 0 5,423
2017‑09‑30 13F-HR BCR / Bard (C.R.), Inc. 320.49 60,000 56,629 -5.62 18,966 18,149 -4.31
2017‑09‑30 13F-HR MDR / McDermott International, Inc. 7.18 12,026 10,718 -10.88 86 77 -10.47
2017‑09‑30 13F-HR DLPH / Delphi Automotive Plc 98.10 50,801 2,100 -95.87 4,452 206 -95.37
2017‑09‑30 13F-HR EWW / iShares MSCI Mexico Capped ETF 54.61 0 236,714 0 12,926
2017‑09‑30 13F-HR GWRE / Guidewire Software, Inc. 77.77 11,898 9,400 -21.00 817 731 -10.53
2017‑09‑30 13F-HR W / Wayfair, Inc. 67.37 3,635 27,000 642.78 279 1,819 551.97
2017‑09‑30 13F-HR GILD / Gilead Sciences, Inc. Call 81.00 1,000 1,000 0.00 70 81 15.71
2017‑09‑30 13F-HR GILD / Gilead Sciences, Inc. Put 80.95 2,100 2,100 0.00 148 170 14.86
2017‑09‑30 13F-HR PACW / PacWest Bancorp 50.47 81,700 12,700 -84.46 3,815 641 -83.20
2017‑09‑30 13F-HR OIL / Barclays iPath S&P GSCI Crude Oil Total Return Index ETN due on 8/14/2036 5.37 0 139,933 0 752
2017‑09‑30 13F-HR 46333XAD0 / Ironwood Pharmaceuticals, Inc. DBCV 2.250% 6/1 10,000,000 13,431 17,896 33.24
2017‑09‑30 13F-HR EXLS / ExlService Holdings, Inc. 58.26 0 8,067 0 470
2017‑09‑30 13F-HR EW / Edwards Lifesciences Corp. 109.30 13,395 15,197 13.45 1,583 1,661 4.93
2017‑09‑30 13F-HR NAV / Navistar International Corp. Put 44.05 100,200 100,200 0.00 2,627 4,414 68.02
2017‑09‑30 13F-HR TLT / iShares 20+ Year Treasury Bond ETF 124.76 214,558 199,328 -7.10 26,845 24,868 -7.36
2017‑09‑30 13F-HR TLT / iShares 20+ Year Treasury Bond ETF Call 124.74 402,500 217,800 -45.89 50,356 27,168 -46.05
2017‑09‑30 13F-HR TLT / iShares 20+ Year Treasury Bond ETF Put 124.75 214,200 258,800 20.82 26,798 32,286 20.48
2017‑09‑30 13F-HR INCY / Incyte Corp. 116.67 0 4,800 0 560
2017‑09‑30 13F-HR JBL / Jabil Circuit, Inc. 28.52 0 24,300 0 693
2017‑09‑30 13F-HR PNW / Pinnacle West Capital Corp. 84.55 0 5,500 0 465
2017‑09‑30 13F-HR SPN / Superior Energy Services, Inc. 10.67 0 22,109 0 236
2017‑09‑30 13F-HR 22943FAF7 / Ctrip.com International, Ltd. Bond 1.000% 7/0 26,060,000 30,148 25,635 -14.97
2017‑09‑30 13F-HR JOE / St. Joe Co. (THE) 18.79 0 12,773 0 240
2017‑09‑30 13F-HR PG / Procter & Gamble Co. (The) Call 90.98 0 300,000 0 27,294
2017‑09‑30 13F-HR PG / Procter & Gamble Co. (The) Put 90.98 0 200,000 0 18,196
2017‑09‑30 13F-HR CO / China Cord Blood Corp. 11.11 0 11,345 0 126
2017‑09‑30 13F-HR TRMK / Trustmark Corp. 33.07 0 9,101 0 301
2017‑09‑30 13F-HR ACXM / Acxiom Corp. 24.56 0 8,264 0 203
2017‑09‑30 13F-HR JPM / JPMorgan Chase & Co. Call 95.48 3,900 44,900 1,051.28 356 4,287 1,104.21
2017‑09‑30 13F-HR JPM / JPMorgan Chase & Co. Put 95.48 42,600 77,600 82.16 3,892 7,409 90.36
2017‑09‑30 13F-HR GPAC / Global Partner Acquisition Corp. 10.03 999,703 616,227 -38.36 9,947 6,180 -37.87
2017‑09‑30 13F-HR WDAY / Workday, Inc. 105.33 41,699 9,000 -78.42 4,044 948 -76.56
2017‑09‑30 13F-HR PCLN / The Priceline Group Inc. 1,830.45 0 2,200 0 4,027
2017‑09‑30 13F-HR PRLB / Proto Labs, Inc. 80.00 0 2,700 0 216
2017‑09‑30 13F-HR HYG / iShares iBoxx $ High Yield Corporate Bond ETF 88.54 10,924 4,574 -58.13 965 405 -58.03
2017‑09‑30 13F-HR PTEN / Patterson-UTI Energy, Inc. 20.91 43,144 29,744 -31.06 871 622 -28.59
2017‑09‑30 13F-HR RE / Everest RE Group, Ltd. (Holding Co.) 228.29 6,456 3,500 -45.79 1,643 799 -51.37
2017‑09‑30 13F-HR GOOGL / Alphabet Inc. Call 973.08 1,300 1,300 0.00 1,208 1,265 4.72
2017‑09‑30 13F-HR GOOGL / Alphabet Inc. Put 972.67 1,500 1,500 0.00 1,393 1,459 4.74
2017‑09‑30 13F-HR CSRA / CSRA Inc. 32.21 0 6,861 0 221
2017‑09‑30 13F-HR NWL / Newell Brands Inc. 42.64 101,102 20,918 -79.31 5,421 892 -83.55
2017‑09‑30 13F-HR CYH / Community Health Systems, Inc. 2,000,000 39 23 -41.03
2017‑09‑30 13F-HR CIEN / Ciena Corp. 21.90 0 11,555 0 253
2017‑09‑30 13F-HR AMD / Advanced Micro Devices, Inc. 12.72 0 24,300 0 309
2017‑09‑30 13F-HR VRSK / Verisk Analytics, Inc. 83.10 0 2,515 0 209
2017‑09‑30 13F-HR NSIT / Insight Enterprises, Inc. 45.81 0 6,068 0 278
2017‑09‑30 13F-HR STRP / Straight Path Communications Inc. Call 180.67 75,100 75,100 0.00 13,492 13,568 0.56
2017‑09‑30 13F-HR FTV / Fortive Corporation 70.72 0 4,610 0 326
2017‑09‑30 13F-HR WSTC / West Corp. 23.45 739,705 13,902 -98.12 17,249 326 -98.11
2017‑09‑30 13F-HR XL / XL Group Ltd. 39.42 0 21,714 0 856
2017‑09‑30 13F-HR ALSN / Allison Transmission Holdings, Inc. 37.53 61,900 22,917 -62.98 2,321 860 -62.95
2017‑09‑30 13F-HR JNJ / Johnson & Johnson 129.96 2,720 13,081 380.92 359 1,700 373.54
2017‑09‑30 13F-HR JNJ / Johnson & Johnson Call 130.00 600 600 0.00 79 78 -1.27
2017‑09‑30 13F-HR JNJ / Johnson & Johnson Put 130.00 30,600 30,600 0.00 4,047 3,978 -1.70
2017‑09‑30 13F-HR AMG / Affiliated Managers Group, Inc. 189.42 0 1,985 0 376
2017‑09‑30 13F-HR ECL / Ecolab, Inc. 128.46 0 3,363 0 432
2017‑09‑30 13F-HR PWR / Quanta Services, Inc. 37.36 9,700 10,412 7.34 319 389 21.94
2017‑09‑30 13F-HR FDS / FactSet Research Systems, Inc. 179.97 5,500 4,784 -13.02 913 861 -5.70
2017‑09‑30 13F-HR SO / Southern Co. (The) 49.13 144,567 8,529 -94.10 6,921 419 -93.95
2017‑09‑30 13F-HR TDS / Telephone and Data Systems, Inc. 27.82 0 9,455 0 263
2017‑09‑30 13F-HR BK / Bank of New York Mellon Corp. (The) 53.00 0 4,000 0 212
2017‑09‑30 13F-HR CBM / Cambrex Corp. 55.00 0 4,800 0 264
2017‑09‑30 13F-HR XOM / Exxon Mobil Corp. 81.91 40,820 3,272 -91.98 3,295 268 -91.87
2017‑09‑30 13F-HR XOM / Exxon Mobil Corp. Call 80.00 100 100 0.00 8 8 0.00
2017‑09‑30 13F-HR GS / Goldman Sachs Group, Inc. (The) Call 237.16 0 21,500 0 5,099
2017‑09‑30 13F-HR GS / Goldman Sachs Group, Inc. (The) Put 237.17 0 18,000 0 4,269
2017‑09‑30 13F-HR SCHW / Schwab Charles Corp 43.67 0 10,076 0 440
2017‑09‑30 13F-HR MATW / Matthews International Corp. 62.13 3,498 3,380 -3.37 214 210 -1.87
2017‑09‑30 13F-HR RMBS / Rambus, Inc. 13.35 57,865 12,211 -78.90 661 163 -75.34
2017‑09‑30 13F-HR 530715AN1 / Liberty Media, Bond 3.5%, Due 1/15/2031 11,000,000 5,967 4,148 -30.48
2017‑09‑30 13F-HR VRTX / Vertex Pharmaceuticals Inc. 151.92 0 2,600 0 395
2017‑09‑30 13F-HR WBA / Walgreens Boots Alliance, Inc. 77.19 48,731 16,894 -65.33 3,816 1,304 -65.83
2017‑09‑30 13F-HR RSX / VanEck Vectors ETF TR 22.29 0 121,192 0 2,701
2017‑09‑30 13F-HR SWX / Southwest Gas Corp. 77.60 3,890 11,095 185.22 284 861 203.17
2017‑09‑30 13F-HR AAPL / Apple, Inc. Call 154.04 391,700 71,200 -81.82 56,407 10,968 -80.56
2017‑09‑30 13F-HR AAPL / Apple, Inc. Put 154.11 1,949,400 913,200 -53.15 280,740 140,731 -49.87
2017‑09‑30 13F-HR UNP / Union Pacific Corp. 115.94 38,090 276 -99.28 4,148 32 -99.23
2017‑09‑30 13F-HR UNP / Union Pacific Corp. Put 115.85 13,500 13,500 0.00 1,468 1,564 6.54
2017‑09‑30 13F-HR SRCL / Stericycle, Inc. 71.52 43,716 7,383 -83.11 3,336 528 -84.17
2017‑09‑30 13F-HR ESV / Ensco plc 5.93 34,200 10,800 -68.42 176 64 -63.64
2017‑09‑30 13F-HR SLV / iShares Silver Trust 15.74 0 93,339 0 1,469
2017‑09‑30 13F-HR EWT / iShares MSCI Taiwan ETF 36.10 0 306,696 0.00 0 11,071
2017‑09‑30 13F-HR BND / Vanguard Total Bond Market ETF 81.95 119,882 37,449 -68.76 9,809 3,069 -68.71
2017‑09‑30 13F-HR 00484MAA4 / Acorda Therapeutics, Inc. Bond 1.750% 6/1 7,000,000 6,041 4,537 -24.90
2017‑09‑30 13F-HR SPLK / Splunk Inc. 66.37 0 9,100 0 604
2017‑09‑30 13F-HR PINC / Premier, Inc. 32.54 0 17,791 0 579
2017‑09‑30 13F-HR PFE / Pfizer, Inc. 35.40 6,893 678 -90.16 231 24 -89.61
2017‑09‑30 13F-HR PFE / Pfizer, Inc. Put 35.66 14,300 14,300 0.00 480 510 6.25
2017‑09‑30 13F-HR TDG / Transdigm Group, Inc. 254.98 0 804 0 205
2017‑09‑30 13F-HR ZBH / Zimmer Biomet Holdings, Inc 116.95 0 5,592 0 654
2017‑09‑30 13F-HR DVMT / Dell Technologies Inc. 77.20 0 50,000 0 3,860
2017‑09‑30 13F-HR LUK / Leucadia National Corp. 25.22 182,813 29,299 -83.97 4,782 739 -84.55
2017‑09‑30 13F-HR 88160RAC5 / Tesla Motors, Inc. Bond 1.25% Due 3/1/2021 26,890,000 31,125 28,218 -9.34
2017‑09‑30 13F-HR IBM / International Business Machines Corp. 145.05 793 586 -26.10 121 85 -29.75
2017‑09‑30 13F-HR IBM / International Business Machines Corp. Call 145.00 0 35,800 0 5,191
2017‑09‑30 13F-HR IBM / International Business Machines Corp. Put 145.00 3,900 35,400 807.69 599 5,133 756.93
2017‑09‑30 13F-HR SONC / Sonic Corp. 25.41 0 13,932 0 354
2017‑09‑30 13F-HR PZZA / Papa John's International, Inc. 72.96 5,803 5,400 -6.94 416 394 -5.29
2017‑09‑30 13F-HR SIG / Signet Jewelers Ltd. 66.49 0 5,700 0 379
2017‑09‑30 13F-HR TGT / Target Corp. 58.93 25,700 11,047 -57.02 1,343 651 -51.53
2017‑09‑30 13F-HR WGL / WGL Holdings, Inc. 84.20 90,806 60,000 -33.93 7,575 5,052 -33.31
2017‑09‑30 13F-HR SHY / iShares 1-3 Year Treasury Bond ETF 84.45 116,092 164,236 41.47 9,808 13,869 41.40
2017‑09‑30 13F-HR MHK / Mohawk Industries, Inc. 247.41 0 5,800 0 1,435
2017‑09‑30 13F-HR NCR / NCR Corp. 37.42 0 6,200 0 232
2017‑09‑30 13F-HR EWP / iShares MSCI Spain Capped ETF 33.74 257,413 562,871 118.66 8,453 18,991 124.67
2017‑09‑30 13F-HR V / Visa, Inc. 105.15 0 4,365 0 459
2017‑09‑30 13F-HR BLVD / Boulevard Acquisition Corp. II 10.00 2,325,000 2,325,000 0.00 23,296 23,250 -0.20
2017‑09‑30 13F-HR EWM / iShares MSCI Malaysia ETF 32.38 24,751 41,752 68.69 784 1,352 72.45
2017‑09‑30 13F-HR CALD / Callidus Software, Inc. 24.64 0 11,200 0 276
2017‑09‑30 13F-HR G / Genpact Ltd. 28.72 0 24,203 0 695
2017‑09‑30 13F-HR AGG / iShares Core U.S. Aggregate Bond ETF 109.56 89,556 27,995 -68.74 9,807 3,067 -68.73
2017‑09‑30 13F-HR H / Hyatt Hotels Corp. 61.63 13,300 4,089 -69.26 747 252 -66.27
2017‑09‑30 13F-HR MKTX / MarketAxess Holdings, Inc. 184.49 0 4,900 0 904
2017‑09‑30 13F-HR RCL / Royal Caribbean Cruises Ltd. 118.49 2,404 7,410 208.24 262 878 235.11
2017‑09‑30 13F-HR CLR / Continental Resources, Inc. 38.52 6,400 5,400 -15.62 206 208 0.97
2017‑09‑30 13F-HR APD / Air Products & Chemicals, Inc. 151.20 7,008 8,234 17.49 1,002 1,245 24.25
2017‑09‑30 13F-HR L / Loews Corp. 47.82 38,400 12,651 -67.05 1,797 605 -66.33
2017‑09‑30 13F-HR AXE / Anixter International, Inc. 84.81 0 5,035 0 427
2017‑09‑30 13F-HR AIZ / Assurant, Inc. 95.52 4,968 2,900 -41.63 515 277 -46.21
2017‑09‑30 13F-HR SPY / SPDR S&P 500 ETF Trust 251.10 29,242 4,106 -85.96 7,070 1,031 -85.42
2017‑09‑30 13F-HR FCX / Freeport-McMoRan Inc. 14.04 0 56,287 0 790
2017‑09‑30 13F-HR BPOP / Popular, Inc. 35.91 8,600 27,791 223.15 358 998 178.77
2017‑09‑30 13F-HR IWB / iShares Russell 1000 ETF 139.53 1,757 1,849 5.24 237 258 8.86
2017‑09‑30 13F-HR KHC / Kraft Heinz Company 77.52 117,848 26,380 -77.62 10,092 2,045 -79.74
2017‑09‑30 13F-HR KSU / Kansas City Southern 108.52 0 5,400 0 586
2017‑09‑30 13F-HR 458140AD2 / Intel Corp. 2.95% Bond Due 12/15/2035 40,000,000 52,374 60,562 15.63
2017‑09‑30 13F-HR CAKE / Cheesecake Factory Incorporated (THE) 42.05 0 12,700 0 534
2017‑09‑30 13F-HR RSPP / RSP Permian, Inc. 34.53 55,824 10,396 -81.38 1,801 359 -80.07
2017‑09‑30 13F-HR BDX / Becton Dickinson & Co. 195.78 0 5,113 0 1,001
2017‑09‑30 13F-HR INCR / INC Research Holdings, Inc. 52.14 0 4,699 0 245
2017‑09‑30 13F-HR UBNT / Ubiquiti Networks, Inc. 56.00 0 7,000 0 392
2017‑09‑30 13F-HR HUN / Huntsman Corp. 27.42 150,000 239,900 59.93 3,876 6,578 69.71
2017‑09‑30 13F-HR HUN / Huntsman Corp. Call 27.42 372,600 125,000 -66.45 9,627 3,427 -64.40
2017‑09‑30 13F-HR HUN / Huntsman Corp. Put 27.42 262,400 475,000 81.02 6,780 13,024 92.09
2017‑09‑30 13F-HR MUSA / Murphy USA Inc. 68.81 0 4,200 0 289
2017‑09‑30 13F-HR EWL / iShares MSCI Switzerland Capped ETF 35.03 0 397,389 0 13,920
2017‑09‑30 13F-HR DLTR / Dollar Tree, Inc. 86.72 16,685 7,784 -53.35 1,166 675 -42.11
2017‑09‑30 13F-HR CPE / Callon Petroleum Co. 11.23 144,414 156,138 8.12 1,532 1,754 14.49
2017‑09‑30 13F-HR 92240MAY4 / Vector Group, Ltd. 2.5% Bond Due 1/15/2019 1.48 14,836,000 16,500,000 11.22 21,781 24,389 11.97
2017‑09‑30 13F-HR KEYS / Keysight Technologies Inc. 41.65 0 33,089 0 1,378
2017‑09‑30 13F-HR OMC / Omnicom Group, Inc. 73.85 0 4,306 0 318
2017‑09‑30 13F-HR RGA / Reinsurance Group of America, Inc. 139.29 0 2,800 0 390
2017‑09‑30 13F-HR RP / RealPage, Inc. 39.85 0 11,192 0 446
2017‑09‑30 13F-HR LIVN / LivaNova PLC 70.00 0 3,900 0 273
2017‑09‑30 13F-HR PMC / PharMerica Corp. 29.30 0 150,000 0 4,395
2017‑09‑30 13F-HR MON / Monsanto Co. 119.81 115,000 75,000 -34.78 13,611 8,986 -33.98
2017‑09‑30 13F-HR HSIC / Henry Schein, Inc. 81.89 0 6,716 0 550
2017‑09‑30 13F-HR MKC / McCormick & Co., Inc. 102.56 0 3,910 0 401
2017‑09‑30 13F-HR HIG / Hartford Financial Services Group, Inc. (The) 55.43 0 7,036 0 390
2017‑09‑30 13F-HR GG / Goldcorp, Inc. Call 12.96 0 834,400 0 10,811
2017‑09‑30 13F-HR WMT / Wal-Mart Stores, Inc. 78.08 110,472 11,924 -89.21 8,360 931 -88.86
2017‑09‑30 13F-HR FNGN / Financial Engines, Inc. 34.68 17,200 9,603 -44.17 629 333 -47.06
2017‑09‑30 13F-HR SLB / Schlumberger Ltd. 69.76 7,192 50,000 595.22 473 3,488 637.42
2017‑09‑30 13F-HR 29089QAB1 / Emergent Biosolutions, Inc. Bond 0 0 3,604
2017‑09‑30 13F-HR EWS / iShares MSCI Singapore ETF 24.43 0 215,243 0.00 0 5,258
2017‑09‑30 13F-HR DIA / SPDR Dow Jones Industrial Average ETF 223.82 6,664 31,235 368.71 1,421 6,991 391.98
2017‑09‑30 13F-HR APC / Anadarko Petroleum Corp. 48.83 22,000 17,919 -18.55 997 875 -12.24
2017‑09‑30 13F-HR LKQ / LKQ Corp. 35.95 92,189 19,415 -78.94 3,037 698 -77.02
2017‑09‑30 13F-HR QQQ / PowerShares QQQ Trust 145.42 243,439 23,216 -90.46 33,506 3,376 -89.92
2017‑09‑30 13F-HR VNTV / Vantiv, Inc. 70.40 0 7,798 0 549
2017‑09‑30 13F-HR CACQ / Caesars Acquisition Co. 21.41 0 13,309 0 285
2017‑09‑30 13F-HR HAL / Halliburton Co. (Holding Company) 46.03 40,000 66,915 67.29 1,708 3,080 80.33
2017‑09‑30 13F-HR SNA / Snap-On Inc. 148.94 36,344 5,398 -85.15 5,742 804 -86.00
2017‑09‑30 13F-HR LNC.WS / Lincoln National Corp. 73.35 0 4,199 0 308
2017‑09‑30 13F-HR TCB / TCF Financial Corp. 16.96 22,386 12,381 -44.69 356 210 -41.01
2017‑09‑30 13F-HR HUB.A / Hubbell Inc 116.00 0 8,810 0 1,022
2017‑09‑30 13F-HR MCHP / Microchip Technology Inc. 89.77 36,328 37,707 3.80 2,803 3,385 20.76
2017‑09‑30 13F-HR EA / Electronic Arts Inc. 117.91 45,814 2,010 -95.61 4,843 237 -95.11
2017‑09‑30 13F-HR APA / Apache Corp. 45.70 0 4,508 0 206
2017‑09‑30 13F-HR 03236MAC5 / Amyris, Inc. Bond 6.5% Due 5/1/2019 4,000,000 2,790 2,740 -1.79
2017‑09‑30 13F-HR EVHC / Envision Healthcare Holdings, Inc. 44.91 0 23,291 0 1,046
2017‑09‑30 13F-HR MAS / Masco Corp. 39.00 0 40,514 0 1,580
2017‑09‑30 13F-HR SIRI / Sirius XM Holdings Inc. 5.52 0 266,156 0 1,469
2017‑09‑30 13F-HR OMCL / Omnicell, Inc. 51.02 0 3,920 0 200
2017‑09‑30 13F-HR CTLT / Catalent Inc. 39.83 7,900 7,004 -11.34 277 279 0.72
2017‑09‑30 13F-HR LAZ / Lazard Ltd. 45.21 0 11,700 0 529
2017‑09‑30 13F-HR RLI / RLI Corp. 57.18 0 3,795 0 217
2017‑09‑30 13F-HR 966387AL6 / Whiting Petroleum Corp. 1.25% Bond due 2020-04-01 38,000,000 32,300 35,043 8.49
2017‑09‑30 13F-HR PRXL / PAREXEL International Corp. 88.08 77,000 133,437 73.29 6,692 11,753 75.63
2017‑09‑30 13F-HR RLGY / Realogy Holdings Corp. 32.90 0 14,500 0 477
2017‑09‑30 13F-HR ABBV / AbbVie Inc. Call 88.74 9,500 9,500 0.00 688 843 22.53
2017‑09‑30 13F-HR CELG / Celgene Corp. Call 145.71 7,700 7,700 0.00 999 1,122 12.31
2017‑09‑30 13F-HR CELG / Celgene Corp. Put 145.38 1,300 1,300 0.00 167 189 13.17
2017‑09‑30 13F-HR WFC / Wells Fargo & Co. 55.07 0 6,991 0 385
2017‑09‑30 13F-HR EWH / iShares MSCI Hong Kong ETF 24.69 96,991 308,055 217.61 2,272 7,605 234.73
2017‑09‑30 13F-HR MLM / Martin Marietta Materials, Inc. 206.22 12,400 3,700 -70.16 2,759 763 -72.35
2017‑09‑30 13F-HR ZG / Zillow Group, Inc. 40.09 0 6,086 0 244
2017‑09‑30 13F-HR EXPE / Expedia, Inc. 143.91 0 6,400 0 921
2017‑09‑30 13F-HR WLL / Whiting Petroleum Corp. 5.44 44,584 24,085 -45.98 245 131 -46.53
2017‑09‑30 13F-HR GNC / GNC Holdings, Inc. Put 8.84 64,800 50,000 -22.84 544 442 -18.75
2017‑09‑30 13F-HR DVY / iShares Select Dividend ETF 93.65 54,295 78,100 43.84 5,006 7,314 46.10
2017‑09‑30 13F-HR IDCC / InterDigital, Inc. 73.48 0 2,817 0 207
2017‑09‑30 13F-HR FIG / Fortress Investment Group LLC 7.97 250,000 168,414 -32.63 1,997 1,342 -32.80
2017‑09‑30 13F-HR ALKS / Alkermes plc 50.76 0 6,698 0 340
2017‑09‑30 13F-HR DAL / Delta Air Lines, Inc. 48.19 0 7,200 0 347
2017‑09‑30 13F-HR CGNX / Cognex Corp. 110.00 9,200 2,200 -76.09 781 242 -69.01
2017‑09‑30 13F-HR SBH / Sally Beauty Holdings, Inc. 19.54 0 17,300 0 338
2017‑09‑30 13F-HR WMB / Williams Companies, Inc. (The) 29.99 0 22,406 0 672
2017‑09‑30 13F-HR 22943FAD2 / Ctrip.com International, Ltd. Bond 1.250%10/1 7,500,000 10,617 1,383 -86.97
2017‑09‑30 13F-HR LOGM / LogMein, Inc. 110.00 0 2,300 0 253
2017‑09‑30 13F-HR AVGO / Broadcom Limited 242.32 19,507 2,703 -86.14 4,546 655 -85.59
2017‑09‑30 13F-HR TEVA / Teva Pharmaceutical Industries Ltd. Call 17.60 99,900 99,900 0.00 3,319 1,758 -47.03
2017‑09‑30 13F-HR SFM / Sprouts Farmers Market, Inc. 18.74 0 14,358 0 269
2017‑09‑30 13F-HR BKH / Black Hills Corp. (Holding Co.) 68.67 0 4,500 0 309
2017‑09‑30 13F-HR ROST / Ross Stores, Inc. 64.52 108,222 8,276 -92.35 6,247 534 -91.45
2017‑09‑30 13F-HR MSI / Motorola Solutions, Inc. 84.84 0 6,200 0 526
2017‑09‑30 13F-HR ST / Sensata Techologies Holdings NV 48.03 0 6,100 0 293
2017‑09‑30 13F-HR GSAT / Globalstar, Inc. 1.57 0 10,859 0 17
2017‑09‑30 13F-HR AGCO / AGCO Corp. 73.75 0 5,600 0 413
2017‑09‑30 13F-HR ETFC / E*TRADE Financial, Inc. 43.52 0 6,894 0 300
2017‑09‑30 13F-HR HZNP / Horizon Pharma plc 12.62 0 13,000 0 164
2017‑09‑30 13F-HR KMX / CarMax, Inc. 75.71 0 5,600 0 424
2017‑09‑30 13F-HR AHL / Aspen Insurance Holdings, Ltd. 40.30 0 9,900 0 399
2017‑09‑30 13F-HR WMGIZ / Wright Medical Group N.V. 25.81 8,300 15,575 87.65 228 402 76.32
2017‑09‑30 13F-HR XONE / The ExOne Company 11.35 20,000 20,000 0.00 229 227 -0.87
2017‑09‑30 13F-HR JBLU / JetBlue Airways Corp. 18.51 9,001 23,498 161.06 205 435 112.20
2017‑09‑30 13F-HR LH / Laboratory Corp. of America Holdings 150.95 0 11,315 0 1,708
2017‑09‑30 13F-HR CVLT / CommVault Systems, Inc. 60.77 0 3,801 0 231
2017‑09‑30 13F-HR TPH / Tri Pointe Homes, Inc. 13.79 0 12,761 0 176
2017‑09‑30 13F-HR 42703MAB9 / Herbalife Ltd. 2.0% Bond due 2019-08-15 12,500,000 13,039 10,031 -23.07
2017‑09‑30 13F-HR LPNT / LifePoint Health, Inc. 57.79 0 6,316 0 365
2017‑09‑30 13F-HR COST / Costco Wholesale Corp. 164.06 24,913 4,096 -83.56 3,984 672 -83.13
2017‑09‑30 13F-HR BWXT / BWX Technologies, Inc. 56.00 70,774 8,500 -87.99 3,450 476 -86.20
2017‑09‑30 13F-HR ATO / Atmos Energy Corp. 83.78 0 7,400 0 620
2017‑09‑30 13F-HR TWOU / 2U, Inc. 5,200 0 -100.00 243 0 -100.00
2017‑09‑30 13F-HR AAP / Advance Auto Parts, Inc. 2,800 0 -100.00 326 0 -100.00
2017‑09‑30 13F-HR FOX / Twenty-First Century Fox, Inc. 26.35 0 25,500 0 672
2017‑09‑30 13F-HR 70338PAB6 / Pattern Energy Group Inc. Bond 11,000,000 11,639 21,918 88.32
2017‑09‑30 13F-HR 09257WAB6 / Blackstone 4.375 05may22 Bond 13,500,000 0.00 13,812 12,640 -8.49
2017‑09‑30 13F-HR AEIS / Advanced Energy Industries, Inc. 3,693 0 -100.00 238 0 -100.00
2017‑09‑30 13F-HR ADBE / Adobe Systems, Inc. 32,918 0 -100.00 4,655 0 -100.00
2017‑09‑30 13F-HR ARH.PRC / Arch Capital Group Ltd. 30,027 0 -100.00 2,801 0 -100.00
2017‑09‑30 13F-HR HRB / Block (H.&R.), Inc. 66,900 0 -100.00 2,067 0 -100.00
2017‑09‑30 13F-HR BFAM / Bright Horizons Family Solutions, Inc. 13,600 0 -100.00 1,050 0 -100.00
2017‑09‑30 13F-HR BAH / Booz Allen Hamilton Holding Corp. 63,400 0 -100.00 2,063 0 -100.00
2017‑09‑30 13F-HR CELG / Celgene Corp. 1,801 0 -100.00 233 0 -100.00
2017‑09‑30 13F-HR STZ / Constellation Brands, Inc. 1,785 0 -100.00 345 0 -100.00
2017‑09‑30 13F-HR CPRT / Copart, Inc. 7,828 0 -100.00 248 0 -100.00
2017‑09‑30 13F-HR CXO / Concho Resources, Inc. 32,019 0 -100.00 3,891 0 -100.00
2017‑09‑30 13F-HR EAGLU / Double Eagle Acquisition Corp. 2,992,800 0 -100.00 29,928 0 -100.00
2017‑09‑30 13F-HR DPS / Dr. Pepper Snapple Group, Inc. 8,040 0 -100.00 732 0 -100.00
2017‑09‑30 13F-HR EMR / Emerson Electric Co. 7,412 0 -100.00 441 0 -100.00
2017‑09‑30 13F-HR FAST / Fastenal Co. 87,100 0 -100.00 3,791 0 -100.00
2017‑09‑30 13F-HR FICO / Fair Isaac Corp. 4,105 0 -100.00 572 0 -100.00
2017‑09‑30 13F-HR FSLR / First Solar, Inc. 15,700 0 -100.00 626 0 -100.00
2017‑09‑30 13F-HR FTR / Frontier Communications Corp. 145,539 0 -100.00 168 0 -100.00
2017‑09‑30 13F-HR GNC / GNC Holdings, Inc. 20,000 0 -100.00 168 0 -100.00
2017‑09‑30 13F-HR HOG / Harley-Davidson, Inc. 52,798 0 -100.00 2,852 0 -100.00
2017‑09‑30 13F-HR HUBS / HubSpot, Inc. 6,300 0 -100.00 414 0 -100.00
2017‑09‑30 13F-HR ICPT / Intercept Pharmaceuticals, Inc. 1,919 0 -100.00 232 0 -100.00
2017‑09‑30 13F-HR MNK / Maillinckrodt plc. 13,610 0 -100.00 609 0 -100.00
2017‑09‑30 13F-HR MKSI / MKS Instruments, Inc. 4,600 0 -100.00 309 0 -100.00
2017‑09‑30 13F-HR MOH / Molina Healthcare, Inc. 33,210 0 -100.00 2,297 0 -100.00
2017‑09‑30 13F-HR NSC / Norfolk Southern Corp. 7,785 0 -100.00 947 0 -100.00
2017‑09‑30 13F-HR OLLI / Ollie's Bargain Outlet Holdings, Inc. 13,300 0 -100.00 566 0 -100.00
2017‑09‑30 13F-HR PNRA / Panera Bread Co. Put 110,000 0 -100.00 34,610 0 -100.00
2017‑09‑30 13F-HR PRI / Primerica, Inc. 3,743 0 -100.00 283 0 -100.00
2017‑09‑30 13F-HR XLE / SPDR Energy Select Sector ETF 10,743 0 -100.00 697 0 -100.00
2017‑09‑30 13F-HR SAFM / Sanderson Farms, Inc. 2,000 0 -100.00 231 0 -100.00
2017‑09‑30 13F-HR SNX / SYNNEX Corp. 2,800 0 -100.00 335 0 -100.00
2017‑09‑30 13F-HR TSCO / Tractor Supply Co. 17,100 0 -100.00 926 0 -100.00
2017‑09‑30 13F-HR NVRO / Nevro Corp. 3,800 0 -100.00 282 0 -100.00
2017‑09‑30 13F-HR THO / Thor Industries, Inc. 5,400 0 -100.00 564 0 -100.00
2017‑09‑30 13F-HR PG / Procter & Gamble Co. (The) 59,279 0 -100.00 5,166 0 -100.00
2017‑09‑30 13F-HR MNST / Monster Beverage Corporation New 23,770 0 -100.00 1,180 0 -100.00
2017‑09‑30 13F-HR CMI / Cummins, Inc. 4,200 0 -100.00 681 0 -100.00
2017‑09‑30 13F-HR DWDP / DowDuPont Inc. 95,327 0 -100.00 6,012 0 -100.00
2017‑09‑30 13F-HR EWJ / iShares MSCI Japan ETF 31,438 0 -100.00 1,686 0 -100.00
2017‑09‑30 13F-HR PAYC / Paycom Software, Inc. 3,000 0 -100.00 205 0 -100.00
2017‑09‑30 13F-HR WU / Western Union Co. (The) 190,510 0 -100.00 3,629 0 -100.00
2017‑09‑30 13F-HR 83415TAC5 / TerraVia Holdings, Inc. 5% Bond due 2019-10-01 2,202,000 0 -100.00 814 0 -100.00
2017‑09‑30 13F-HR JPM / JPMorgan Chase & Co. 15 0 -100.00 1 0 -100.00
2017‑09‑30 13F-HR BGCP / BGC Partners, Inc. 15,400 0 -100.00 194 0 -100.00
2017‑09‑30 13F-HR ALB / Albemarle Corp. 33,700 0 -100.00 3,556 0 -100.00
2017‑09‑30 13F-HR DO / Diamond Offshore Drilling, Inc. 10,600 0 -100.00 114 0 -100.00
2017‑09‑30 13F-HR JAZZ / Jazz Pharmaceuticals, Inc. 2,200 0 -100.00 342 0 -100.00
2017‑09‑30 13F-HR GS / Goldman Sachs Group, Inc. (The) 3,121 0 -100.00 692 0 -100.00
2017‑09‑30 13F-HR TRMB / Trimble Navigation Ltd. 22,400 0 -100.00 799 0 -100.00
2017‑09‑30 13F-HR IDXX / IDEXX Laboratories, Inc. 20,426 0 -100.00 3,297 0 -100.00
2017‑09‑30 13F-HR MSM / MSC Industrial Direct Co., Inc. 10,217 0 -100.00 878 0 -100.00
2017‑09‑30 13F-HR WST / West Pharmaceutical Services, Inc. 21,760 0 -100.00 2,056 0 -100.00
2017‑09‑30 13F-HR ARCO / Arcos Dorados Holdings, Inc. 14,288 0 -100.00 106 0 -100.00
2017‑09‑30 13F-HR ABMD / ABIOMED, Inc. 31,921 0 -100.00 4,574 0 -100.00
2017‑09‑30 13F-HR ACIW / ACI Worldwide, Inc. 10,215 0 -100.00 228 0 -100.00
2017‑09‑30 13F-HR BABA / Alibaba Group Holding Limited Call 15,000 0 -100.00 2,113 0 -100.00
2017‑09‑30 13F-HR GOOG / Alphabet Inc. Class C Call 4,000 0 -100.00 3,634 0 -100.00
2017‑09‑30 13F-HR AIMC / Altra Industrial Motion Corp. 5,400 0 -100.00 214 0 -100.00
2017‑09‑30 13F-HR AEE / Ameren Corp. 4,496 0 -100.00 245 0 -100.00
2017‑09‑30 13F-HR LNT / Alliant Energy Corp. 8,200 0 -100.00 329 0 -100.00
2017‑09‑30 13F-HR ATSG / Air Transport Services Group, Inc. 15,843 0 -100.00 345 0 -100.00
2017‑09‑30 13F-HR ALEX / Alexander & Baldwin, Inc. 6,600 0 -100.00 273 0 -100.00
2017‑09‑30 13F-HR AWH / Allied World Assurance Company Holding AG 1,310,119 0 -100.00 69,305 0 -100.00
2017‑09‑30 13F-HR AMC / AMC Entertainment Holdings, Inc. 13,400 0 -100.00 304 0 -100.00
2017‑09‑30 13F-HR AES / AES Corp. (The) 132,796 0 -100.00 1,475 0 -100.00
2017‑09‑30 13F-HR ANSS / ANSYS, Inc. 31,611 0 -100.00 3,846 0 -100.00
2017‑09‑30 13F-HR AIT / Applied Industrial Technologies, Inc. 3,900 0 -100.00 230 0 -100.00
2017‑09‑30 13F-HR ARW / Arrow Electronics, Inc. 2,900 0 -100.00 227 0 -100.00
2017‑09‑30 13F-HR T / AT & T, Inc. 100,172 0 -100.00 3,779 0 -100.00
2017‑09‑30 13F-HR BCS / Barclays Bank Plc Call 3,236,300 0 -100.00 41,294 0 -100.00
2017‑09‑30 13F-HR AAWW / Atlas Air Worldwide Holdings, Inc. 20,300 0 -100.00 1,058 0 -100.00
2017‑09‑30 13F-HR AXTA / Axalta Coating Systems Ltd. 11,300 0 -100.00 362 0 -100.00
2017‑09‑30 13F-HR BLL / Ball Corp. 14,451 0 -100.00 609 0 -100.00
2017‑09‑30 13F-HR AA / Alcoa Corp. 12,400 0 -100.00 404 0 -100.00
2017‑09‑30 13F-HR YHOO / Yahoo! Inc. Call 225,000 0 -100.00 12,258 0 -100.00
2017‑09‑30 13F-HR AATDF / AA LTD 75,905 0 -100.00 1,719 0 -100.00
2017‑09‑30 13F-HR EV / Eaton Vance Corp. 24,100 0 -100.00 1,140 0 -100.00
2017‑09‑30 13F-HR UA / Under Armour, Inc., Class C 10,029 0 -100.00 218 0 -100.00
2017‑09‑30 13F-HR ASTE / Astec Industries, Inc. 4,800 0 -100.00 266 0 -100.00
2017‑09‑30 13F-HR BECN / Beacon Roofing Supply, Inc. 9,603 0 -100.00 470 0 -100.00
2017‑09‑30 13F-HR BIG / Big Lots, Inc. 18,800 0 -100.00 908 0 -100.00
2017‑09‑30 13F-HR BBY / Best Buy Co., Inc. 107,469 0 -100.00 6,161 0 -100.00
2017‑09‑30 13F-HR OZRK / Bank of the Ozarks, Inc. 137,099 0 -100.00 6,425 0 -100.00
2017‑09‑30 13F-HR BIIB / Biogen Inc. 11,400 0 -100.00 3,093 0 -100.00
2017‑09‑30 13F-HR CAB / Cabela's Incorporated Call 175,200 0 -100.00 10,410 0 -100.00
2017‑09‑30 13F-HR CCMP / Cabot Microelectronics Corp. 4,600 0 -100.00 339 0 -100.00
2017‑09‑30 13F-HR CPE / Callon Petroleum Co. Put 36,800 0 -100.00 390 0 -100.00
2017‑09‑30 13F-HR BURL / Burlington Stores, Inc. 30,207 0 -100.00 2,778 0 -100.00
2017‑09‑30 13F-HR CPB / Campbell Soup Co. 49,093 0 -100.00 2,560 0 -100.00
2017‑09‑30 13F-HR CBT / Cabot Corp. 4,000 0 -100.00 213 0 -100.00
2017‑09‑30 13F-HR CHRW / C.H. Robinson Worldwide, Inc. 66,681 0 -100.00 4,579 0 -100.00
2017‑09‑30 13F-HR CAT / Caterpillar, Inc. 7,042 0 -100.00 756 0 -100.00
2017‑09‑30 13F-HR CVCO / Cavco Industries, Inc. 3,214 0 -100.00 416 0 -100.00
2017‑09‑30 13F-HR CRI / Carter's, Inc. 38,500 0 -100.00 3,424 0 -100.00
2017‑09‑30 13F-HR BRO / Brown & Brown, Inc. 13,688 0 -100.00 589 0 -100.00
2017‑09‑30 13F-HR CHGG / Chegg, Inc. 13,600 0 -100.00 167 0 -100.00
2017‑09‑30 13F-HR CBG / CBRE Group, Inc. 36,084 0 -100.00 1,313 0 -100.00
2017‑09‑30 13F-HR CENT / Central Garden & Pet Co. 12,600 0 -100.00 378 0 -100.00
2017‑09‑30 13F-HR CHK / Chesapeake Energy Corp. 25,020 0 -100.00 124 0 -100.00
2017‑09‑30 13F-HR CAVM / Cavium, Inc. 15,000 0 -100.00 931 0 -100.00
2017‑09‑30 13F-HR CC / Chemours Company (The) 82,200 0 -100.00 3,117 0 -100.00
2017‑09‑30 13F-HR CBOE / CBOE Holdings, Inc. 48,935 0 -100.00 4,472 0 -100.00
2017‑09‑30 13F-HR CERN / Cerner Corp. 40,211 0 -100.00 2,672 0 -100.00
2017‑09‑30 13F-HR CMG / Chipotle Mexican Grill, Inc. 4,000 0 -100.00 1,664 0 -100.00
2017‑09‑30 13F-HR CSCO / Cisco Systems, Inc. Call 20,900 0 -100.00 653 0 -100.00
2017‑09‑30 13F-HR CINF / Cincinnati Financial Corp. 4,120 0 -100.00 298 0 -100.00
2017‑09‑30 13F-HR CLH / Clean Harbors, Inc. 4,249 0 -100.00 237 0 -100.00
2017‑09‑30 13F-HR CFG / Citizens Financial Group, Inc. 77,777 0 -100.00 2,775 0 -100.00
2017‑09‑30 13F-HR XEC / Cimarex Energy Co. 26,202 0 -100.00 2,463 0 -100.00
2017‑09‑30 13F-HR CI / Cigna Corp. 14,612 0 -100.00 2,445 0 -100.00
2017‑09‑30 13F-HR CHD / Church & Dwight Co., Inc. 59,208 0 -100.00 3,071 0 -100.00
2017‑09‑30 13F-HR CIR / CIRCOR International, Inc. 3,600 0 -100.00 213 0 -100.00
2017‑09‑30 13F-HR CLB / Core Laboratories N.V. 11,300 0 -100.00 1,144 0 -100.00
2017‑09‑30 13F-HR COHR / Coherent, Inc. 15,512 0 -100.00 3,490 0 -100.00
2017‑09‑30 13F-HR CNSL / Consolidated Communications Holdings, Inc. 13,000 0 -100.00 279 0 -100.00
2017‑09‑30 13F-HR DLB / Dolby Laboratories, Inc. 23,500 0 -100.00 1,150 0 -100.00
2017‑09‑30 13F-HR COO / Cooper Companies, Inc. (The) 32,241 0 -100.00 7,719 0 -100.00
2017‑09‑30 13F-HR CPA / Copa Holdings, S.A. 4,600 0 -100.00 538 0 -100.00
2017‑09‑30 13F-HR DFS / Discover Financial Services 3,810 0 -100.00 236 0 -100.00
2017‑09‑30 13F-HR DG / Dollar General Corp. 78,099 0 -100.00 5,630 0 -100.00
2017‑09‑30 13F-HR DLX / Deluxe Corp. 10,300 0 -100.00 712 0 -100.00
2017‑09‑30 13F-HR DISH / DISH Network Corp. 12,300 0 -100.00 771 0 -100.00
2017‑09‑30 13F-HR DE / Deere & Co. 35,711 0 -100.00 4,413 0 -100.00
2017‑09‑30 13F-HR COTY / Coty, Inc. 90,886 0 -100.00 1,705 0 -100.00
2017‑09‑30 13F-HR DISCA / Discovery Communications, Inc. 31,946 0 -100.00 825 0 -100.00
2017‑09‑30 13F-HR DVA / DaVita HealthCare Partners Inc. 15,588 0 -100.00 1,009 0 -100.00
2017‑09‑30 13F-HR EBIX / Ebix, Inc. 4,391 0 -100.00 236 0 -100.00
2017‑09‑30 13F-HR DOV / Dover Corp. 3,961 0 -100.00 317 0 -100.00
2017‑09‑30 13F-HR DRQ / Dril-Quip, Inc. 10,500 0 -100.00 512 0 -100.00
2017‑09‑30 13F-HR DNB / Dun & Bradstreet Corp. (THE) 24,400 0 -100.00 2,638 0 -100.00
2017‑09‑30 13F-HR ETN / Eaton Corporation 9,600 0 -100.00 747 0 -100.00
2017‑09‑30 13F-HR EXP / Eagle Materials, Inc. 27,400 0 -100.00 2,532 0 -100.00
2017‑09‑30 13F-HR EXAS / EXACT Sciences Corp. 9,500 0 -100.00 336 0 -100.00
2017‑09‑30 13F-HR EFX / Equifax, Inc. 4,722 0 -100.00 648 0 -100.00
2017‑09‑30 13F-HR XOG / Extraction Oil & Gas, Inc. 21,300 0 -100.00 286 0 -100.00
2017‑09‑30 13F-HR ENR / Energizer Holdings, Inc. 4,900 0 -100.00 235 0 -100.00
2017‑09‑30 13F-HR ENTG / Entegris, Inc. 24,519 0 -100.00 538 0 -100.00
2017‑09‑30 13F-HR FTNT / Fortinet, Inc. 11,300 0 -100.00 423 0 -100.00
2017‑09‑30 13F-HR FLS / Flowserve Corp. 9,500 0 -100.00 441 0 -100.00
2017‑09‑30 13F-HR EPC / Edgewell Personal Care Company 6,716 0 -100.00 510 0 -100.00
2017‑09‑30 13F-HR FMSA / Fairmount Santrol Holdings Inc. 22,000 0 -100.00 85 0 -100.00
2017‑09‑30 13F-HR FIS / Fidelity National Information Services, Inc. 8,119 0 -100.00 693 0 -100.00
2017‑09‑30 13F-HR FNSR / Finisar Corporation 8,000 0 -100.00 207 0 -100.00
2017‑09‑30 13F-HR FLIR / FLIR Systems, Inc. 38,899 0 -100.00 1,348 0 -100.00
2017‑09‑30 13F-HR FHN / First Horizon National Corp. 75,000 0 -100.00 1,306 0 -100.00
2017‑09‑30 13F-HR FNB / F.N.B. Corp. 106,379 0 -100.00 1,506 0 -100.00
2017‑09‑30 13F-HR FIVE / Five Below, Inc. 4,600 0 -100.00 227 0 -100.00
2017‑09‑30 13F-HR FIT / Fitbit Inc. 25,700 0 -100.00 136 0 -100.00
2017‑09‑30 13F-HR GM / General Motors Company Call 30,000 0 -100.00 1,047 0 -100.00
2017‑09‑30 13F-HR GM / General Motors Company Put 60,000 0 -100.00 2,095 0 -100.00
2017‑09‑30 13F-HR GM / General Motors Company 12,867 0 -100.00 449 0 -100.00
2017‑09‑30 13F-HR FI / Frank's International NV 12,200 0 -100.00 101 0 -100.00
2017‑09‑30 13F-HR GBDC / Golub Capital BDC, Inc. 13,120 0 -100.00 250 0 -100.00
2017‑09‑30 13F-HR HAE / Haemonetics Corp. 7,414 0 -100.00 292 0 -100.00
2017‑09‑30 13F-HR HQY / HealthEquity, Inc. 13,600 0 -100.00 677 0 -100.00
2017‑09‑30 13F-HR HSY / Hershey Company (The) 8,021 0 -100.00 861 0 -100.00
2017‑09‑30 13F-HR HTH / Hilltop Holdings, Inc. 9,800 0 -100.00 256 0 -100.00
2017‑09‑30 13F-HR HD / Home Depot, Inc. (The) Call 300 0 -100.00 45 0 -100.00
2017‑09‑30 13F-HR TWNK / Hostess Brands, Inc. 12,000 0 -100.00 193 0 -100.00
2017‑09‑30 13F-HR HCSG / Healthcare Services Group, Inc. 5,232 0 -100.00 245 0 -100.00
2017‑09‑30 13F-HR IBKCP / IBERIABANK Corp. 15,950 0 -100.00 1,299 0 -100.00
2017‑09‑30 13F-HR HD / Home Depot, Inc. (The) 38,651 0 -100.00 5,929 0 -100.00
2017‑09‑30 13F-HR INFO / Metro One Telecommunications, Inc. 74,123 0 -100.00 3,264 0 -100.00
2017‑09‑30 13F-HR HLT / Hilton Worldwide Holdings Inc. 94,200 0 -100.00 5,826 0 -100.00
2017‑09‑30 13F-HR HII / Huntington Ingalls Industries, Inc. 2,437 0 -100.00 453 0 -100.00
2017‑09‑30 13F-HR IMAX / Imax Corp. 14,000 0 -100.00 308 0 -100.00
2017‑09‑30 13F-HR HSNI / HSN, Inc. 8,900 0 -100.00 283 0 -100.00
2017‑09‑30 13F-HR IBTX / Independent Bank Group, Inc. 5,000 0 -100.00 297 0 -100.00
2017‑09‑30 13F-HR EWQ / iShares MSCI France ETF 8,727 0 -100.00 250 0 -100.00
2017‑09‑30 13F-HR EWA / iShares MSCI Australia ETF 83,792 0 -100.00 1,816 0 -100.00
2017‑09‑30 13F-HR IJR / iShares Core S&P Small-Cap ETF 9,236 0 -100.00 647 0 -100.00
2017‑09‑30 13F-HR JEC / Jacobs Engineering Group, Inc. 13,900 0 -100.00 756 0 -100.00
2017‑09‑30 13F-HR KMT / Kennametal Inc. 10,100 0 -100.00 377 0 -100.00
2017‑09‑30 13F-HR JNPR / Juniper Networks, Inc. 171,938 0 -100.00 4,793 0 -100.00
2017‑09‑30 13F-HR KAR / Kar Auction Services, Inc. 36,700 0 -100.00 1,540 0 -100.00
2017‑09‑30 13F-HR LLL / L-3 Communications Holdings, Inc. 10,817 0 -100.00 1,807 0 -100.00
2017‑09‑30 13F-HR LEG / Leggett & Platt, Inc. 11,297 0 -100.00 593 0 -100.00
2017‑09‑30 13F-HR LRCX / Lam Research Corp. 27,200 0 -100.00 3,846 0 -100.00
2017‑09‑30 13F-HR LVLT / Level 3 Communications, Inc. 100,000 0 -100.00 5,930 0 -100.00
2017‑09‑30 13F-HR LYV / Live Nation Entertainment, Inc. 12,186 0 -100.00 424 0 -100.00
2017‑09‑30 13F-HR KNL / Knoll, Inc. 14,991 0 -100.00 300 0 -100.00
2017‑09‑30 13F-HR LZB / La-Z-Boy, Inc. 11,700 0 -100.00 380 0 -100.00
2017‑09‑30 13F-HR LOW / Lowe's Companies, Inc. 12,000 0 -100.00 930 0 -100.00
2017‑09‑30 13F-HR LDOS / Leidos Holdings, Inc. 95,952 0 -100.00 4,959 0 -100.00
2017‑09‑30 13F-HR MRO / Marathon Oil Corp. 52,800 0 -100.00 625 0 -100.00
2017‑09‑30 13F-HR MAR / Marriott International, Inc. 45,021 0 -100.00 4,516 0 -100.00
2017‑09‑30 13F-HR MKL / Markel Corp. 500 0 -100.00 487 0 -100.00
2017‑09‑30 13F-HR MMC / Marsh & McLennan Companies, Inc. 4,700 0 -100.00 366 0 -100.00
2017‑09‑30 13F-HR EBSB / Meridian Bancorp, Inc. 10,000 0 -100.00 169 0 -100.00
2017‑09‑30 13F-HR MGEE / MGE Energy, Inc. 3,520 0 -100.00 226 0 -100.00
2017‑09‑30 13F-HR MXL / MaxLinear, Inc. 12,100 0 -100.00 337 0 -100.00
2017‑09‑30 13F-HR MIDD / Middleby Corp. (The) 5,300 0 -100.00 644 0 -100.00
2017‑09‑30 13F-HR MTX / Minerals Technologies, Inc. 2,900 0 -100.00 212 0 -100.00
2017‑09‑30 13F-HR MCK / McKesson Corp. 20,662 0 -100.00 3,399 0 -100.00
2017‑09‑30 13F-HR MTOR / Meritor, Inc. 21,034 0 -100.00 349 0 -100.00
2017‑09‑30 13F-HR EWU / iShares MSCI United Kingdom ETF 669,718 0 -100.00 22,321 0 -100.00
2017‑09‑30 13F-HR MLHR / Herman Miller, Inc. 19,117 0 -100.00 581 0 -100.00
2017‑09‑30 13F-HR MBLY / Mobileye N.V. 773,430 0 -100.00 48,571 0 -100.00
2017‑09‑30 13F-HR MBLY / Mobileye N.V. Put 908,300 0 -100.00 57,040 0 -100.00
2017‑09‑30 13F-HR MCO / Moody's Corp. 3,123 0 -100.00 380 0 -100.00
2017‑09‑30 13F-HR NBTB / NBT Bancorp, Inc. 6,593 0 -100.00 243 0 -100.00
2017‑09‑30 13F-HR NJR / New Jersey Resources Corp. 7,717 0 -100.00 306 0 -100.00
2017‑09‑30 13F-HR NEU / NewMarket Corp. (Holding Company) 600 0 -100.00 276 0 -100.00
2017‑09‑30 13F-HR MSGN / MSG Networks Inc. 18,413 0 -100.00 413 0 -100.00
2017‑09‑30 13F-HR NBR / Nabors Industries Ltd. 20,300 0 -100.00 165 0 -100.00
2017‑09‑30 13F-HR NBIX / Neurocrine Biosciences, Inc. 6,800 0 -100.00 312 0 -100.00
2017‑09‑30 13F-HR LABL / Multi-Color Corp. 3,060 0 -100.00 249 0 -100.00
2017‑09‑30 13F-HR OGE / OGE Energy Corp. 36,362 0 -100.00 1,265 0 -100.00
2017‑09‑30 13F-HR NE / Noble Corporation plc 38,400 0 -100.00 139 0 -100.00
2017‑09‑30 13F-HR NKE / Nike, Inc. 21,025 0 -100.00 1,240 0 -100.00
2017‑09‑30 13F-HR ORLY / O'Reilly Automotive, Inc. 27,106 0 -100.00 5,929 0 -100.00
2017‑09‑30 13F-HR NUAN / Nuance Communications, Inc. 73,000 0 -100.00 1,270 0 -100.00
2017‑09‑30 13F-HR OMI / Owens & Minor, Inc. (Holding Company) 6,275 0 -100.00 201 0 -100.00
2017‑09‑30 13F-HR P / Pandora Media, Inc. Call 35,000 0 -100.00 312 0 -100.00
2017‑09‑30 13F-HR PNRA / Panera Bread Co. 1,258 0 -100.00 395 0 -100.00
2017‑09‑30 13F-HR PNRA / Panera Bread Co. Call 1,300 0 -100.00 409 0 -100.00
2017‑09‑30 13F-HR OSIS / OSI Systems, Inc. 5,493 0 -100.00 412 0 -100.00
2017‑09‑30 13F-HR ORCL / Oracle Corp. 110,529 0 -100.00 5,541 0 -100.00
2017‑09‑30 13F-HR OPK / Opko Health, Inc. 13,500 0 -100.00 88 0 -100.00
2017‑09‑30 13F-HR OMAM / OM Asset Management Plc 18,020 0 -100.00 267 0 -100.00
2017‑09‑30 13F-HR PCAR / PACCAR, Inc. 24,201 0 -100.00 1,598 0 -100.00
2017‑09‑30 13F-HR P / Pandora Media, Inc. 8,300 0 -100.00 74 0 -100.00
2017‑09‑30 13F-HR PAYX / Paychex, Inc. 9,952 0 -100.00 566 0 -100.00
2017‑09‑30 13F-HR QQQ / PowerShares QQQ Trust Call 308,500 0 -100.00 42,457 0 -100.00
2017‑09‑30 13F-HR POST / Post Holdings, Inc. 23,161 0 -100.00 1,798 0 -100.00
2017‑09‑30 13F-HR PAGP / Plains GP Holdings LP 30,412 0 -100.00 795 0 -100.00
2017‑09‑30 13F-HR RHT / Red Hat, Inc. 70,948 0 -100.00 6,793 0 -100.00
2017‑09‑30 13F-HR RNR / RenaissanceRe Holdings Ltd. 1,600 0 -100.00 222 0 -100.00
2017‑09‑30 13F-HR 79466LAD6 / Salesforce.com, Inc. 0.25% Convertible Bond due 2018-04-01 10,000,000 0 -100.00 13,249 0 -100.00
2017‑09‑30 13F-HR PB / Prosperity Bancshares, Inc. 52,300 0 -100.00 3,359 0 -100.00
2017‑09‑30 13F-HR SABR / Sabre Corporation 271,000 0 -100.00 5,899 0 -100.00
2017‑09‑30 13F-HR SN / Sanchez Energy Corporation 200,000 0 -100.00 1,436 0 -100.00
2017‑09‑30 13F-HR RHI / Robert Half International, Inc 11,000 0 -100.00 527 0 -100.00
2017‑09‑30 13F-HR 697435AB1 / Palo Alto Networks, Inc. Bond 6,842,000 0 -100.00 9,001 0 -100.00
2017‑09‑30 13F-HR 74973WAB3 / Rti Intl Metals Inc Bond 17,810,000 0 -100.00 19,090 0 -100.00
2017‑09‑30 13F-HR QUAD / Quad/Graphics, Inc. 12,668 0 -100.00 290 0 -100.00
2017‑09‑30 13F-HR PEG / Public Service Enterprise Group, Inc. 80,198 0 -100.00 3,449 0 -100.00
2017‑09‑30 13F-HR PPL / PPL Corp. 18,311 0 -100.00 707 0 -100.00
2017‑09‑30 13F-HR RAI / Reynolds American, Inc. (Holding Co.) 400,035 0 -100.00 26,018 0 -100.00
2017‑09‑30 13F-HR PRU / Prudential Financial, Inc. 16,900 0 -100.00 1,827 0 -100.00
2017‑09‑30 13F-HR SWM / Schweitzer-Mauduit International, Inc. 6,800 0 -100.00 253 0 -100.00
2017‑09‑30 13F-HR SGEN / Seattle Genetics, Inc. 31,700 0 -100.00 1,640 0 -100.00
2017‑09‑30 13F-HR STX / Seagate Technology PLC 39,800 0 -100.00 1,542 0 -100.00
2017‑09‑30 13F-HR SC / Santander Consumer USA Holdings Inc. 16,381 0 -100.00 209 0 -100.00
2017‑09‑30 13F-HR SLAB / Silicon Laboratories, Inc. 6,771 0 -100.00 462 0 -100.00
2017‑09‑30 13F-HR SIX / Six Flags Entertainment Corp 64,500 0 -100.00 3,844 0 -100.00
2017‑09‑30 13F-HR SJM / Smucker (J.M.) Co. 15,400 0 -100.00 1,822 0 -100.00
2017‑09‑30 13F-HR FEZ / SPDR Euro STOXX 50 ETF 203,531 0 -100.00 7,829 0 -100.00
2017‑09‑30 13F-HR SWN / Southwestern Energy Co. 53,568 0 -100.00 325 0 -100.00
2017‑09‑30 13F-HR SAVE / Spirit Airlines, Inc. 57,500 0 -100.00 2,969 0 -100.00
2017‑09‑30 13F-HR GLD / SPDR Gold Shares 6,784 0 -100.00 800 0 -100.00
2017‑09‑30 13F-HR SWK / Stanley Black & Decker, Inc. 8,100 0 -100.00 1,139 0 -100.00
2017‑09‑30 13F-HR STL / Sterling Bancorp 9,342 0 -100.00 217 0 -100.00
2017‑09‑30 13F-HR SPLS / Staples, Inc. 1,724,800 0 -100.00 17,368 0 -100.00
2017‑09‑30 13F-HR TDY / Teledyne Technologies Inc. 22,104 0 -100.00 2,821 0 -100.00
2017‑09‑30 13F-HR GLBL / TerraForm Global, Inc. 47,635 0 -100.00 240 0 -100.00
2017‑09‑30 13F-HR TXN / Texas Instruments Inc. Call 1,800 0 -100.00 138 0 -100.00
2017‑09‑30 13F-HR TXN / Texas Instruments Inc. Put 2,700 0 -100.00 207 0 -100.00
2017‑09‑30 13F-HR TXT / Textron, Inc. 35,700 0 -100.00 1,681 0 -100.00
2017‑09‑30 13F-HR TOL / Toll Brothers, Inc. 46,996 0 -100.00 1,856 0 -100.00
2017‑09‑30 13F-HR TSS / Total System Services, Inc. 7,100 0 -100.00 413 0 -100.00
2017‑09‑30 13F-HR TTWO / Take-Two Interactive Software, Inc. 39,600 0 -100.00 2,905 0 -100.00
2017‑09‑30 13F-HR STI / SunTrust Banks, Inc. 4,500 0 -100.00 255 0 -100.00
2017‑09‑30 13F-HR TER / Teradyne, Inc. 54,700 0 -100.00 1,642 0 -100.00
2017‑09‑30 13F-HR TRS / TriMas Corp. 19,780 0 -100.00 412 0 -100.00
2017‑09‑30 13F-HR SLCA / U.S. Silica Holdings, Inc. 12,400 0 -100.00 440 0 -100.00
2017‑09‑30 13F-HR X / United States Steel Corp. Put 65,000 0 -100.00 1,438 0 -100.00
2017‑09‑30 13F-HR OLED / Universal Display Corp. 37,700 0 -100.00 4,118 0 -100.00
2017‑09‑30 13F-HR USFD / US Foods Holding Corp. 32,147 0 -100.00 875 0 -100.00
2017‑09‑30 13F-HR UFPI / Universal Forest Products, Inc. 6,600 0 -100.00 576 0 -100.00
2017‑09‑30 13F-HR TUP / Tupperware Brands Corp. 5,200 0 -100.00 365 0 -100.00
2017‑09‑30 13F-HR ULTA / Ulta Salon, Cosmetics & Fragrance, Inc. 20,900 0 -100.00 6,005 0 -100.00
2017‑09‑30 13F-HR RIG / Transocean, Inc. 30,500 0 -100.00 251 0 -100.00
2017‑09‑30 13F-HR X / United States Steel Corp. 2,736 0 -100.00 60 0 -100.00
2017‑09‑30 13F-HR UNVR / Univar, Inc. 58,876 0 -100.00 1,719 0 -100.00
2017‑09‑30 13F-HR TRIP / TripAdvisor, Inc. 21,200 0 -100.00 809 0 -100.00
2017‑09‑30 13F-HR TVPT / Travelport Worldwide Ltd. 10,500 0 -100.00 144 0 -100.00
2017‑09‑30 13F-HR VSH / Vishay Intertechnology, Inc. 23,500 0 -100.00 390 0 -100.00
2017‑09‑30 13F-HR VEEV / Veeva Systems Inc. 51,400 0 -100.00 3,151 0 -100.00
2017‑09‑30 13F-HR WOOF / VCA Inc. 200,000 0 -100.00 18,462 0 -100.00
2017‑09‑30 13F-HR VC / Visteon Corp. 2,200 0 -100.00 224 0 -100.00
2017‑09‑30 13F-HR WAGE / WageWorks Inc. 4,216 0 -100.00 283 0 -100.00
2017‑09‑30 13F-HR WCG / Wellcare Health Plans, Inc. 3,600 0 -100.00 646 0 -100.00
2017‑09‑30 13F-HR WAT / Waters Corp. 1,300 0 -100.00 238 0 -100.00
2017‑09‑30 13F-HR WFT / Weatherford International plc 39,062 0 -100.00 151 0 -100.00
2017‑09‑30 13F-HR WFT / Weatherford International plc Call 57,600 0 -100.00 222 0 -100.00
2017‑09‑30 13F-HR WBMD / WebMD Health Corp. Call 86,000 0 -100.00 5,042 0 -100.00
2017‑09‑30 13F-HR WEN / The Wendy's Company 43,400 0 -100.00 673 0 -100.00
2017‑09‑30 13F-HR DXJ / WisdomTree Japan Hedged Equity Fund 215,154 0 -100.00 11,188 0 -100.00
2017‑09‑30 13F-HR WPX / WPX Energy, Inc. 17,000 0 -100.00 164 0 -100.00
2017‑09‑30 13F-HR WIX / Wix.com Ltd. 3,000 0 -100.00 208 0 -100.00
2017‑09‑30 13F-HR WSM / Williams-Sonoma, Inc. 12,998 0 -100.00 630 0 -100.00
2017‑09‑30 13F-HR ZNGA / Zynga Inc. 43,713 0 -100.00 159 0 -100.00
2017‑09‑30 13F-HR WFM / Whole Foods Market, Inc. 395,300 0 -100.00 16,646 0 -100.00
2017‑09‑30 13F-HR INT / World Fuel Services Corporation 10,420 0 -100.00 400 0 -100.00
2017‑09‑30 13F-HR WCC / Wesco International, Inc. 6,300 0 -100.00 360 0 -100.00
2017‑09‑30 13F-HR TXN / Texas Instruments Inc. 58,527 0 -100.00 4,502 0 -100.00
2017‑09‑30 13F-HR ISBC / Investors Bancorp, Inc. 29,400 0 -100.00 392 0 -100.00
2017‑09‑30 13F-HR GILD / Gilead Sciences, Inc. 18,283 0 -100.00 1,294 0 -100.00
2017‑09‑30 13F-HR DHR / Danaher Corp. 74,183 0 -100.00 6,260 0 -100.00
2017‑09‑30 13F-HR TMO / Thermo Fisher Scientific, Inc. 38,560 0 -100.00 6,727 0 -100.00
2017‑09‑30 13F-HR 743424AB9 / Proofpoint, Inc. 1.25% Convertible Bond due 2018-12-15 5,634,000 0 -100.00 12,542 0 -100.00
2017‑09‑30 13F-HR WEC / WEC Energy Group, Inc. 9,400 0 -100.00 576 0 -100.00
2017‑09‑30 13F-HR PFS / Provident Financial Services, Inc. 9,928 0 -100.00 251 0 -100.00
2017‑09‑30 13F-HR PPC / Pilgrim's Pride Corp. 56,183 0 -100.00 1,231 0 -100.00
2017‑09‑30 13F-HR SBUX / Starbucks Corp. 159,270 0 -100.00 9,287 0 -100.00
2017‑09‑30 13F-HR TMUS / T-Mobile US, Inc. 59,000 0 -100.00 3,576 0 -100.00
2017‑09‑30 13F-HR KBH / KB Home 20,000 0 -100.00 479 0 -100.00
2017‑09‑30 13F-HR UPS / United Parcel Service, Inc. 6,805 0 -100.00 752 0 -100.00
2017‑09‑30 13F-HR ORI / Old Republic International Corp. 107,508 0 -100.00 2,099 0 -100.00
2017‑09‑30 13F-HR MYL / Mylan N.V. 58,700 0 -100.00 2,278 0 -100.00
2017‑09‑30 13F-HR VIAB / Viacom, Inc. 21,349 0 -100.00 716 0 -100.00
2017‑09‑30 13F-HR OIH / Market Vectors Oil Service ETF 35,001 0 -100.00 867 0 -100.00
2017‑09‑30 13F-HR GIS / General Mills, Inc. 50,611 0 -100.00 2,803 0 -100.00
2017‑09‑30 13F-HR NLSN / Nielsen Holdings PLC 65,465 0 -100.00 2,530 0 -100.00
2017‑09‑30 13F-HR AMGN / Amgen Inc. 11,470 0 -100.00 1,975 0 -100.00
2017‑09‑30 13F-HR BCS / Barclays Bank Plc Put 39,900 0 -100.00 509 0 -100.00
2017‑09‑30 13F-HR EAT / Brinker International, Inc. 6,500 0 -100.00 247 0 -100.00
2017‑09‑30 13F-HR DVN / Devon Energy Corp. 103,300 0 -100.00 3,302 0 -100.00
2017‑09‑30 13F-HR HCA / HCA Holdings Inc. 16,871 0 -100.00 1,471 0 -100.00
2017‑09‑30 13F-HR EIX / Edison International 15,833 0 -100.00 1,237 0 -100.00
2017‑09‑30 13F-HR ENDP / Endo International plc 13,256 0 -100.00 148 0 -100.00
2017‑09‑30 13F-HR SON / Sonoco Products Co. 65,132 0 -100.00 3,349 0 -100.00
2017‑09‑30 13F-HR UBSI / United Bankshares, Inc. 11,700 0 -100.00 458 0 -100.00
2017‑09‑30 13F-HR 90187BAA9 / Two Harbors Investment Corp. Fixed Income 10,000,000 0 -100.00 10,531 0 -100.00
2017‑09‑30 13F-HR RAD / Rite Aid Corp. Put 350,000 0 -100.00 1,032 0 -100.00
2017‑09‑30 13F-HR AMZN / Amazon.com, Inc. Call 12,500 0 -100.00 12,100 0 -100.00
2017‑09‑30 13F-HR GOOGL / Alphabet Inc. 6,874 0 -100.00 6,390 0 -100.00
2017‑09‑30 13F-HR SPY / SPDR S&P 500 ETF Trust Put 150,000 0 -100.00 36,270 0 -100.00
2017‑09‑30 13F-HR QQQ / PowerShares QQQ Trust Put 665,000 0 -100.00 91,521 0 -100.00