InvestorCapstone Investment Advisors, Llc
Portfolio Value $ 5,230,339,000
Current Positions344
Opened Positions5
Closed Positions289


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

Capstone Investment Advisors, Llc has disclosed 344 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 5,230,339,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Capstone Investment Advisors, Llc's top holdings are iShares Russell 2000 ETF (NYSE:IWM) , PowerShares QQQ Trust (NASDAQ:QQQ) , SPDR S&P 500 ETF Trust (NYSE:SPY) , PowerShares QQQ Trust (NASDAQ:QQQ) , and Alphabet Inc. Class C (NASDAQ:GOOG) . Capstone Investment Advisors, Llc's new positions include ServiceNow, Inc. Bond (81762PAB8) , MercadoLibre, Inc. Bond (58733RAB8) , Tesla Motors, Inc. Convertible Bond 0.250% Due 3/1/2019 (88160RAB7) , NXP Semiconductors N.V. (NASDAQ:NXPI) , and Alon USA Energy, Inc. Bond (020520AB8) .

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 form was filed on May 15, 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)
2018-03-31 13F-HR T / AT & T, Inc. Call 35.65 1,371,100 443,900 -67.62 53,302 15,825 -70.31
2018-03-31 13F-HR GOOGL / Alphabet Inc. Put 1,036.67 1,500 900 -40.00 1,579 933 -40.91
2018-03-31 13F-HR SM / SM Energy Co 18.05 0 20,000 0 361
2018-03-31 13F-HR GOOG / Alphabet Inc. Class C Call 1,031.79 0 12,300 0 12,691
2018-03-31 13F-HR AMGN / Amgen Inc. Put 170.00 0 900 0 153
2018-03-31 13F-HR FXI / iShares China Large-Cap ETF Put 47.24 454,400 1,526,800 236.00 20,978 72,126 243.82
2018-03-31 13F-HR NXPI / NXP Semiconductors N.V. 117.00 798,200 258,724 -67.59 93,461 30,271 -67.61
2018-03-31 13F-HR NXPI / NXP Semiconductors N.V. Call 117.00 90,100 307,000 240.73 10,548 35,919 240.53
2018-03-31 13F-HR BA / Boeing Company (The) Call 330.00 0 100 0 33
2018-03-31 13F-HR PE / Parsley Energy, Inc. 29.00 68,189 49,903 -26.82 2,007 1,447 -27.90
2018-03-31 13F-HR XLP / SPDR Consumer Staples Select Sector ETF Put 52.63 150,000 780,000 420.00 8,533 41,051 381.09
2018-03-31 13F-HR 92763WAA1 / Vipshop Holdings, Inc. Bond 1.08 29,000,000 7,000 31,272 346.74
2018-03-31 13F-HR SPY / SPDR S&P 500 ETF Trust 263.15 1,972,571 828,222 -58.01 526,400 217,947 -58.60
2018-03-31 13F-HR SPY / SPDR S&P 500 ETF Trust Put 263.15 95,000 390,700 311.26 25,350 102,813 305.57
2018-03-31 13F-HR EWH / iShares MSCI Hong Kong ETF 25.31 0 120,488 0 3,050
2018-03-31 13F-HR CVX / Chevron Corp. Call 114.00 0 1,500 0 171
2018-03-31 13F-HR CVX / Chevron Corp. Put 113.94 5,900 3,300 -44.07 738 376 -49.05
2018-03-31 13F-HR ECH / iShares MSCI Chile Capped ETF 53.04 85,000 25,000 -70.59 4,433 1,326 -70.09
2018-03-31 13F-HR NFLX / Netflix, Inc. Call 295.35 0 20,200 0 5,966
2018-03-31 13F-HR CBI / Chicago Bridge & Iron Co., N.V. 14.40 0 145,084 0 2,089
2018-03-31 13F-HR QCOM / QUALCOMM Incorporated Call 55.41 103,400 25,700 -75.15 6,618 1,424 -78.48
2018-03-31 13F-HR QCOM / QUALCOMM Incorporated Put 55.41 0 144,000 0 7,979
2018-03-31 13F-HR MSFT / Microsoft Corp. Call 91.27 32,100 236,500 636.76 2,744 21,585 686.63
2018-03-31 13F-HR MSFT / Microsoft Corp. Put 91.27 97,600 878,900 800.51 8,346 80,217 861.14
2018-03-31 13F-HR AMZN / Amazon.com, Inc. Call 1,447.34 0 65,400 0 94,656
2018-03-31 13F-HR UNP / Union Pacific Corp. Call 135.00 0 600 0 81
2018-03-31 13F-HR XME / SPDR S&P Metals & Mining ETF Call 34.04 300,000 104,800 -65.07 10,910 3,567 -67.31
2018-03-31 13F-HR TSLA / Tesla Motors, Inc. 266.05 3,000 5,311 77.03 934 1,413 51.28
2018-03-31 13F-HR TSLA / Tesla Motors, Inc. Call 266.13 0 15,000 0 3,992
2018-03-31 13F-HR TSLA / Tesla Motors, Inc. Put 266.13 103,500 126,400 22.13 32,223 33,639 4.39
2018-03-31 13F-HR 83416TAA8 / SolarCity Corp 2.75% Bond due 2018-11-01 0.98 39,500,000 33,332 38,760 16.28
2018-03-31 13F-HR CAT / Caterpillar, Inc. Call 147.38 88,100 10,700 -87.85 13,880 1,577 -88.64
2018-03-31 13F-HR NFX / Newfield Exploration Company 24.42 152,272 84,112 -44.76 4,801 2,054 -57.22
2018-03-31 13F-HR MDT / Medtronic plc Put 80.37 0 2,700 0 217
2018-03-31 13F-HR FOX / Twenty-First Century Fox, Inc. 36.69 197,341 214,873 8.88 6,814 7,884 15.70
2018-03-31 13F-HR TROX / Tronox Ltd 18.44 257,800 250,000 -3.03 5,287 4,610 -12.80
2018-03-31 13F-HR GLD / SPDR Gold Shares 125.90 130,377 1,803 -98.62 16,121 227 -98.59
2018-03-31 13F-HR MO / Altria Group, Inc. 62.35 0 9,960 0 621
2018-03-31 13F-HR MO / Altria Group, Inc. Put 62.33 0 24,000 0 1,496
2018-03-31 13F-HR YHOO / Yahoo! Inc. 74.04 10,034 461,137 4,495.74 700 34,143 4,777.57
2018-03-31 13F-HR XOM / Exxon Mobil Corp. Put 74.59 0 19,600 0 1,462
2018-03-31 13F-HR HYG / iShares iBoxx $ High Yield Corporate Bond ETF Put 85.64 136,200 960,000 604.85 11,883 82,214 591.86
2018-03-31 13F-HR HD / Home Depot, Inc. (The) Put 178.46 0 1,300 0 232
2018-03-31 13F-HR 670704AG0 / NuVasive, Inc. Bond 1.10 12,000,000 5,887 13,241 124.92
2018-03-31 13F-HR 58733RAB8 / MercadoLibre, Inc. Bond 2.83 22,500,000 46,154 63,720 38.06
2018-03-31 13F-HR ESRX / Express Scripts Holding Co. 69.08 0 41,360 0 2,857
2018-03-31 13F-HR JNJ / Johnson & Johnson 128.15 317,718 120,812 -61.98 44,391 15,482 -65.12
2018-03-31 13F-HR MA / MasterCard Incorporated Call 176.00 0 500 0 88
2018-03-31 13F-HR AGN / Allergan plc Put 168.30 0 40,000 0 6,732
2018-03-31 13F-HR IBM / International Business Machines Corp. 153.43 2,884 42,247 1,364.88 442 6,482 1,366.52
2018-03-31 13F-HR 63934EAS7 / Navistar International Corp. Bond 4.75% Due 4/15/2019 1.03 37,000,000 26,613 38,156 43.37
2018-03-31 13F-HR WGL / WGL Holdings, Inc. 83.64 0 48,492 0 4,056
2018-03-31 13F-HR SHY / iShares 1-3 Year Treasury Bond ETF 83.56 82,680 13,404 -83.79 6,932 1,120 -83.84
2018-03-31 13F-HR 45256BAE1 / Impax Laboratories, Inc. 2% Bond due 2022-06-15 1.00 29,500,000 36,270 29,362 -19.05
2018-03-31 13F-HR EWP / iShares MSCI Spain Capped ETF 32.51 50,963 100,000 96.22 1,670 3,251 94.67
2018-03-31 13F-HR AGG / iShares Core U.S. Aggregate Bond ETF 107.25 23,913 21,800 -8.84 2,614 2,338 -10.56
2018-03-31 13F-HR TXN / Texas Instruments Inc. Put 103.75 0 1,600 0 166
2018-03-31 13F-HR GG / Goldcorp, Inc. Put 13.82 0 76,200 0 1,053
2018-03-31 13F-HR DIA / SPDR Dow Jones Industrial Average ETF 241.44 0 2,804 0 677
2018-03-31 13F-HR PM / Philip Morris International, Inc. Put 99.41 0 38,700 0 3,847
2018-03-31 13F-HR 249908AA2 / DepoMed, Inc. 2.5% Bond Due 9/1/2021 0.81 3,000,000 2,544 2,444 -3.93
2018-03-31 13F-HR C / Citigroup, Inc. Put 67.50 0 4,000 0 270
2018-03-31 13F-HR SCG / SCANA Corp. 37.55 0 61,625 0 2,314
2018-03-31 13F-HR EWJ / iShares MSCI Japan ETF 25,531 0 -100.00 1,530 0 -100.00
2018-03-31 13F-HR GRMN / Garmin Ltd. 3,832 0 -100.00 228 0 -100.00
2018-03-31 13F-HR HYG / iShares iBoxx $ High Yield Corporate Bond ETF 5,000 0 -100.00 436 0 -100.00
2018-03-31 13F-HR LZB / La-Z-Boy, Inc. 10,145 0 -100.00 316 0 -100.00
2018-03-31 13F-HR OSIS / OSI Systems, Inc. 8,066 0 -100.00 519 0 -100.00
2018-03-31 13F-HR MIC / Macquarie Infrastructure Company LLC 28,000 0 -100.00 1,797 0 -100.00
2018-03-31 13F-HR PPBI / Pacific Premier Bancorp, Inc. 11,720 0 -100.00 468 0 -100.00
2018-03-31 13F-HR KEYS / Keysight Technologies Inc. 15,406 0 -100.00 640 0 -100.00
2018-03-31 13F-HR BIG / Big Lots, Inc. 10,300 0 -100.00 578 0 -100.00
2018-03-31 13F-HR MMM / 3M Co. 219.81 4,116 646 -84.31 968 142 -85.33
2018-03-31 13F-HR MMM / 3M Co. Put 220.00 7,300 1,000 -86.30 1,717 220 -87.19
2018-03-31 13F-HR AKAM / Akamai Technologies, Inc. 71.00 0 14,000 0 994
2018-03-31 13F-HR GOOG / Alphabet Inc. Class C 1,031.78 1,085 27,725 2,455.30 1,135 28,606 2,420.35
2018-03-31 13F-HR AMGN / Amgen Inc. 169.64 0 448 0 76
2018-03-31 13F-HR BARCLAYS BK PLC / IPATH S&P500 VIX (06746L422) Call 47.31 770,800 36,467
2018-03-31 13F-HR BARCLAYS BK PLC / IPATH S&P500 VIX (06746L422) Put 47.31 578,500 27,369
2018-03-31 13F-HR 09257WAB6 / Blackstone 4.375 05may22 Bond 0.99 11,000,000 11,213 10,858 -3.17
2018-03-31 13F-HR BLACKSTONE MTG TR INC / NOTE 4.750% 3/1 (09257WAC4) 0.99 4,000,000 3,948
2018-03-31 13F-HR BA / Boeing Company (The) 327.48 0 626 0 205
2018-03-31 13F-HR BA / Boeing Company (The) Put 327.50 0 1,200 0 393
2018-03-31 13F-HR BUFF / Blue Buffalo Pet Products, Inc. 39.81 0 134,053 0 5,337
2018-03-31 13F-HR 112463AA2 / Brookdale Senior Living, Inc. Bond 1.00 24,941,000 22,955 24,972 8.79
2018-03-31 13F-HR CVX / Chevron Corp. 113.59 485 537 10.72 60 61 1.67
2018-03-31 13F-HR CLEVELAND CLIFFS INC / DBCV 1.500% 1/1 (185899AA9) 1.08 8,000,000 8,653
2018-03-31 13F-HR CXO / Concho Resources, Inc. 150.35 12,059 17,000 40.97 1,811 2,556 41.14
2018-03-31 13F-HR 21925YAB9 / Cornerstone OnDemand, Inc. Bond 1.500% 7/0 1.00 20,000,000 9,968 20,005 100.69
2018-03-31 13F-HR DVMT / Dell Technologies Inc. 73.21 25,000 90,000 260.00 2,032 6,589 224.26
2018-03-31 13F-HR DVMT / Dell Technologies Inc. Call 73.23 0 25,100 0 1,838
2018-03-31 13F-HR DVMT / Dell Technologies Inc. Put 73.21 0 119,600 0 8,756
2018-03-31 13F-HR DIS / The Walt Disney Co. 100.17 0 1,188 0 119
2018-03-31 13F-HR DIS / The Walt Disney Co. Put 100.38 0 2,600 0 261
2018-03-31 13F-HR DST / DST Systems, Inc. 83.65 0 243,537 0 20,372
2018-03-31 13F-HR ESES / Eco-Stim Energy Solutions Inc. 0.95 1,048,951 1,053,709 0.45 1,321 1,001 -24.22
2018-03-31 13F-HR FB / Facebook, Inc. 159.79 1,400 135,916 9,608.29 247 21,718 8,692.71
2018-03-31 13F-HR FB / Facebook, Inc. Call 159.79 12,800 180,200 1,307.81 2,258 28,794 1,175.20
2018-03-31 13F-HR GRANITE PT MTG TR INC / NOTE 5.625%12/0 (38741LAB3) 0.98 22,500,000 22,145
2018-03-31 13F-HR HLF / Herbalife Ltd. 97.47 300 63,402 21,034.00 20 6,180 30,800.00
2018-03-31 13F-HR HLF / Herbalife Ltd. Put 97.48 104,000 48,800 -53.08 7,041 4,757 -32.44
2018-03-31 13F-HR 46333XAD0 / Ironwood Pharmaceuticals, Inc. DBCV 2.250% 6/1 1.18 12,000,000 16,856 14,185 -15.85
2018-03-31 13F-HR FM / iShares MSCI Frontier 100 ETF 35.10 104,614 37,321 -64.33 3,464 1,310 -62.18
2018-03-31 13F-HR EWD / iShares MSCI Sweden ETF 33.47 6,838 13,444 96.61 231 450 94.81
2018-03-31 13F-HR IWV / iShares Russell 3000 ETF 156.43 8,591 4,200 -51.11 1,358 657 -51.62
2018-03-31 13F-HR IWM / iShares Russell 2000 ETF Put 151.83 1,807,500 2,700,000 49.38 275,571 409,941 48.76
2018-03-31 13F-HR KMI / Kinder Morgan, Inc. 15.06 18,525 662,173 3,474.48 334 9,972 2,885.63
2018-03-31 13F-HR MDT / Medtronic plc 80.41 0 1,169 0 94
2018-03-31 13F-HR 670002AB0 / Novavax, Inc. Bond 3.75% Due 2/1/2023 0.71 1,250,000 236 890 277.12
2018-03-31 13F-HR XLP / SPDR Consumer Staples Select Sector ETF Call 52.63 150,000 230,000 53.33 8,533 12,105 41.86
2018-03-31 13F-HR XLU / SPDR Utilities Select Sector ETF 50.56 59,756 11,491 -80.77 3,147 581 -81.54
2018-03-31 13F-HR XLU / SPDR Utilities Select Sector ETF Call 50.53 0 1,085,400 0 54,845
2018-03-31 13F-HR XLU / SPDR Utilities Select Sector ETF Put 50.53 0 250,500 0 12,658
2018-03-31 13F-HR XME / SPDR S&P Metals & Mining ETF 0.00 1 1 0.00 0 0
2018-03-31 13F-HR 88160RAB7 / Tesla Motors, Inc. Convertible Bond 0.250% Due 3/1/2019 1.00 52,500,000 23,278 52,459 125.36
2018-03-31 13F-HR 88160RAC5 / Tesla Motors, Inc. Bond 1.25% Due 3/1/2021 1.00 15,000,000 37,931 14,933 -60.63
2018-03-31 13F-HR WMT / Walmart, Inc. Call 88.96 67,600 6,014
2018-03-31 13F-HR WMT / Walmart, Inc. 89.05 9,563 6,491 -32.12 944 578 -38.77
2018-03-31 13F-HR RAD / Rite Aid Corp. 1.68 100,000 100,000 0.00 197 168 -14.72
2018-03-31 13F-HR RAD / Rite Aid Corp. Call 1.68 1,250,000 1,250,000 0.00 2,462 2,100 -14.70
2018-03-31 13F-HR VMW / VMWare, Inc. 121.30 0 10,000 0 1,213
2018-03-31 13F-HR VMW / VMWare, Inc. Put 121.27 0 60,000 0 7,276
2018-03-31 13F-HR T / AT & T, Inc. Put 35.65 778,200 249,800 -67.90 30,251 8,905 -70.56
2018-03-31 13F-HR GOOGL / Alphabet Inc. 1,038.15 100 367 267.00 105 381 262.86
2018-03-31 13F-HR GOOG / Alphabet Inc. Class C Put 1,031.79 9,000 172,700 1,818.89 9,416 178,190 1,792.42
2018-03-31 13F-HR GDX / VanEck Vectors Gold Miners ETF 21.97 0 5,326 0 117
2018-03-31 13F-HR GDX / VanEck Vectors Gold Miners ETF Call 22.00 774,100 10,000 -98.71 17,989 220 -98.78
2018-03-31 13F-HR GDX / VanEck Vectors Gold Miners ETF Put 21.99 55,000 40,800 -25.82 1,278 897 -29.81
2018-03-31 13F-HR IAU / iShares Gold Trust 12.73 325,000 200,000 -38.46 4,065 2,546 -37.37
2018-03-31 13F-HR FXI / iShares China Large-Cap ETF Call 47.24 680,000 1,282,300 88.57 31,395 60,576 92.95
2018-03-31 13F-HR EEM / iShares MSCI Emerging Markets ETF 48.28 0 30,554 0 1,475
2018-03-31 13F-HR EEM / iShares MSCI Emerging Markets ETF Call 48.28 0 200,000 0 9,656
2018-03-31 13F-HR EEM / iShares MSCI Emerging Markets ETF Put 48.28 2,400,000 800,000 -66.67 113,088 38,624 -65.85
2018-03-31 13F-HR KMI / Kinder Morgan, Inc. Put 15.06 50,000 914,800 1,729.60 903 13,777 1,425.69
2018-03-31 13F-HR AET / Aetna, Inc. 169.00 150,005 344,394 129.59 27,059 58,203 115.10
2018-03-31 13F-HR EFA / iShares MSCI EAFE ETF 69.69 212,772 20,691 -90.28 14,959 1,442 -90.36
2018-03-31 13F-HR EFA / iShares MSCI EAFE ETF Call 69.67 602,400 40,000 -93.36 42,354 2,787 -93.42
2018-03-31 13F-HR BMRN / BioMarin Pharmaceutical, Inc. 81.08 0 6,500 0 527
2018-03-31 13F-HR XLE / SPDR Energy Select Sector ETF 67.45 3,561 8,895 149.79 257 600 133.46
2018-03-31 13F-HR XLP / SPDR Consumer Staples Select Sector ETF 52.63 58,470 112,780 92.89 3,326 5,936 78.47
2018-03-31 13F-HR SPY / SPDR S&P 500 ETF Trust Call 263.15 3,000 435,600 14,420.00 800 114,628 14,228.50
2018-03-31 13F-HR XLY / SPDR Consumer Discretionary Select Sector ETF 101.32 35,617 14,439 -59.46 3,515 1,463 -58.38
2018-03-31 13F-HR TRCO / Tribune Media Company 40.51 241,969 206,496 -14.66 10,276 8,365 -18.60
2018-03-31 13F-HR 92343EAD4 / VeriSign, Inc. SDCV 3.250% 8/1 118.56 0 50,000 0 5,928
2018-03-31 13F-HR EWZ / iShares MSCI Brazil Capped ETF 44.92 37,010 12,133 -67.22 1,497 545 -63.59
2018-03-31 13F-HR LQD / iShares iBoxx $ Investment Grade Corporate Bond ETF 117.39 21,508 44,203 105.52 2,614 5,189 98.51
2018-03-31 13F-HR 189464AB6 / Clovis Oncology, Inc. 2.5% 9/15/2021 1.16 5,574,000 19,008 6,483 -65.89
2018-03-31 13F-HR NFLX / Netflix, Inc. 288.14 1,400 59 -95.79 268 17 -93.66
2018-03-31 13F-HR NFLX / Netflix, Inc. Put 296.00 0 500 0 148
2018-03-31 13F-HR VR / Validus Holdings Ltd. 67.45 4,612 356,881 7,638.10 216 24,072 11,044.44
2018-03-31 13F-HR 62952QAB6 / NXP Semiconductors N.V. Bond 1.24 10,000,000 72,000,000 620.00 11,975 89,457 647.03
2018-03-31 13F-HR FB / Facebook, Inc. Put 159.79 56,700 604,800 966.67 10,002 96,641 866.22
2018-03-31 13F-HR QCOM / QUALCOMM Incorporated 71.43 50,009 14 -99.97 3,201 1 -99.97
2018-03-31 13F-HR CMCSA / Comcast Corp. 34.18 40 7,754 19,285.00 1 265 26,400.00
2018-03-31 13F-HR CMCSA / Comcast Corp. Put 34.17 19,600 13,900 -29.08 784 475 -39.41
2018-03-31 13F-HR PG / Procter & Gamble Co. (The) 79.27 0 15,807 0 1,253
2018-03-31 13F-HR PG / Procter & Gamble Co. (The) Call 79.28 0 159,500 0 12,645
2018-03-31 13F-HR PG / Procter & Gamble Co. (The) Put 79.28 0 225,000 0 17,838
2018-03-31 13F-HR COL / Rockwell Collins, Inc. 134.85 450,000 549,824 22.18 61,029 74,144 21.49
2018-03-31 13F-HR MSFT / Microsoft Corp. 91.27 0 99,485 0 9,080
2018-03-31 13F-HR BKD / Brookdale Senior Living, Inc. 6.72 30,972 30,972 0.00 300 208 -30.67
2018-03-31 13F-HR 171779AJ0 / Ciena Corp. Bond 1.32 9,910,000 8,737 13,091 49.83
2018-03-31 13F-HR ORCL / Oracle Corp. 45.74 0 35,000 0 1,601
2018-03-31 13F-HR ORCL / Oracle Corp. Call 45.76 9,100 32,800 260.44 429 1,501 249.88
2018-03-31 13F-HR ORCL / Oracle Corp. Put 45.74 29,900 35,000 17.06 1,413 1,601 13.31
2018-03-31 13F-HR AKRX / Akorn, Inc. 18.71 211,000 102,163 -51.58 6,800 1,911 -71.90
2018-03-31 13F-HR AKRX / Akorn, Inc. Put 18.71 217,500 100,000 -54.02 7,009 1,871 -73.31
2018-03-31 13F-HR AMZN / Amazon.com, Inc. Put 1,447.34 6,800 96,300 1,316.18 7,949 139,379 1,653.42
2018-03-31 13F-HR 020520AB8 / Alon USA Energy, Inc. Bond 1.53 25,991,000 20,435 39,732 94.43
2018-03-31 13F-HR UNP / Union Pacific Corp. 135.51 0 214 0 29
2018-03-31 13F-HR UNP / Union Pacific Corp. Put 134.38 13,500 1,600 -88.15 1,809 215 -88.11
2018-03-31 13F-HR BABA / Alibaba Group Holding Limited Call 183.50 0 8,000 0 1,468
2018-03-31 13F-HR BABA / Alibaba Group Holding Limited Put 183.54 20,000 101,600 408.00 3,448 18,648 440.84
2018-03-31 13F-HR AFSI / AmTrust Financial Services, Inc. 12.31 0 240,192 0 2,957
2018-03-31 13F-HR CAT / Caterpillar, Inc. 147.36 0 10,091 0 1,487
2018-03-31 13F-HR CAT / Caterpillar, Inc. Put 147.36 25,800 25,400 -1.55 4,065 3,743 -7.92
2018-03-31 13F-HR MDT / Medtronic plc Call 80.24 0 25,000 0 2,006
2018-03-31 13F-HR TROX / Tronox Ltd Put 18.44 210,000 250,000 19.05 4,307 4,610 7.04
2018-03-31 13F-HR LLEX / Lilis Energy, Inc. 3.97 63,996 229,159 258.08 327 910 178.29
2018-03-31 13F-HR V / Visa, Inc. 119.50 0 1,364 0 163
2018-03-31 13F-HR V / Visa, Inc. Put 119.70 0 3,300 0 395
2018-03-31 13F-HR GLD / SPDR Gold Shares Call 125.79 100,000 200,000 100.00 12,365 25,158 103.46
2018-03-31 13F-HR GLD / SPDR Gold Shares Put 125.79 187,700 279,300 48.80 23,207 35,133 51.39
2018-03-31 13F-HR XL / XL Group Ltd. 55.26 0 351,667 0 19,433
2018-03-31 13F-HR BMY / Bristol-Myers Squibb Co. 63.19 0 2,453 0 155
2018-03-31 13F-HR BMY / Bristol-Myers Squibb Co. Put 63.21 0 5,300 0 335
2018-03-31 13F-HR SMH / Market Vectors Semiconductor ETF 0.00 1 1 0.00 0 0
2018-03-31 13F-HR SMH / Market Vectors Semiconductor ETF Put 104.28 115,000 29,200 -74.61 11,247 3,045 -72.93
2018-03-31 13F-HR CHRW / C.H. Robinson Worldwide, Inc. Call 93.73 0 27,900 0 2,615
2018-03-31 13F-HR EWA / iShares MSCI Australia ETF 22.02 0 206,834 0 4,554
2018-03-31 13F-HR TWX / Time Warner, Inc. 94.57 244,750 30,136 -87.69 22,387 2,850 -87.27
2018-03-31 13F-HR TWX / Time Warner, Inc. Call 94.58 560,000 1,220,000 117.86 51,222 115,388 125.27
2018-03-31 13F-HR 750469AA6 / Radius Health, Inc. Bond 1.01 5,500,000 6,619 5,555 -16.07
2018-03-31 13F-HR RH / Restoration Hardware Holdings, Inc. Put 95.27 61,700 71,300 15.56 5,316 6,793 27.78
2018-03-31 13F-HR XOM / Exxon Mobil Corp. 74.64 4,713 7,891 67.43 394 589 49.49
2018-03-31 13F-HR XOM / Exxon Mobil Corp. Call 74.58 100 2,400 2,300.00 8 179 2,137.50
2018-03-31 13F-HR FXE / CurrencyShares Euro Trust 118.32 19,000 19,000 0.00 2,196 2,248 2.37
2018-03-31 13F-HR 584688AE5 / Medicines Company 2.500% Bond 1.16 13,000,000 15,255 15,018 -1.55
2018-03-31 13F-HR NVDA / NVIDIA Corp. 231.95 0 1,039 0 241
2018-03-31 13F-HR 584688AG0 / Medicines Company Bond 0.97 25,000,000 22,262 24,128 8.38
2018-03-31 13F-HR HD / Home Depot, Inc. (The) 177.50 0 631 0 112
2018-03-31 13F-HR DYN / Dynegy Inc. 13.52 301,000 211,940 -29.59 3,566 2,865 -19.66
2018-03-31 13F-HR 595017AD6 / Microchip Technology Inc. 1.625% Convertible Bond due 2025-12-15 1.78 7,500,000 8,524 13,316 56.22
2018-03-31 13F-HR MDR / McDermott International, Inc. 6.09 15,107 100,000 561.94 99 609 515.15
2018-03-31 13F-HR GILD / Gilead Sciences, Inc. 75.60 3,275 1,746 -46.69 234 132 -43.59
2018-03-31 13F-HR GILD / Gilead Sciences, Inc. Put 75.43 2,100 3,500 66.67 150 264 76.00
2018-03-31 13F-HR OIL / Barclays iPath S&P GSCI Crude Oil Total Return Index ETN due on 8/14/2036 7.32 104,351 39,068 -62.56 682 286 -58.06
2018-03-31 13F-HR IWM / iShares Russell 2000 ETF 151.81 15,620 9,031 -42.18 2,381 1,371 -42.42
2018-03-31 13F-HR BAC / Bank of America Corp. 30.03 0 10,455 0 314
2018-03-31 13F-HR BAC / Bank of America Corp. Put 30.00 0 23,900 0 717
2018-03-31 13F-HR JPM / JPMorgan Chase & Co. 109.96 0 4,747 0 522
2018-03-31 13F-HR JPM / JPMorgan Chase & Co. Put 110.00 42,600 9,900 -76.76 4,554 1,089 -76.09
2018-03-31 13F-HR MON / Monsanto Co. Call 116.69 295,000 417,000 41.36 34,450 48,660 41.25
2018-03-31 13F-HR 63934EAQ1 / Navistar International Corp. Bond 4.50% Due 10/15/2018 1.02 15,000,000 15,534 15,229 -1.96
2018-03-31 13F-HR PTEN / Patterson-UTI Energy, Inc. 17.53 8,444 9,698 14.85 194 170 -12.37
2018-03-31 13F-HR PTEN / Patterson-UTI Energy, Inc. Call 17.53 23,500 15,000 -36.17 540 263 -51.30
2018-03-31 13F-HR CSRA / CSRA Inc. 41.23 0 119,713 0 4,936
2018-03-31 13F-HR CYH / Community Health Systems, Inc. 0.01 2,000,000 2,000,000 0.00 14 23 64.29
2018-03-31 13F-HR CTXS / Citrix Systems, Inc. Call 92.80 5,000 5,000 0.00 440 464 5.45
2018-03-31 13F-HR BGC / General Cable Corp. 29.60 0 38,310 0 1,134
2018-03-31 13F-HR GS / Goldman Sachs Group, Inc. (The) 251.91 0 7,836 0 1,974
2018-03-31 13F-HR GS / Goldman Sachs Group, Inc. (The) Call 251.88 0 25,000 0 6,297
2018-03-31 13F-HR GS / Goldman Sachs Group, Inc. (The) Put 251.87 0 31,000 0 7,808
2018-03-31 13F-HR JNJ / Johnson & Johnson Call 128.15 0 240,800 0 30,859
2018-03-31 13F-HR JNJ / Johnson & Johnson Put 128.15 30,600 420,400 1,273.86 4,274 53,874 1,160.51
2018-03-31 13F-HR XOP / SPDR S&P Oil & Gas Exploration & Production ETF 0.00 0 1 0 0
2018-03-31 13F-HR XOP / SPDR S&P Oil & Gas Exploration & Production ETF Call 35.21 0 39,700 0 1,398
2018-03-31 13F-HR MA / MasterCard Incorporated 175.12 0 434 0 76
2018-03-31 13F-HR MA / MasterCard Incorporated Put 175.22 0 2,300 0 403
2018-03-31 13F-HR RSX / VanEck Vectors ETF TR 22.77 24,165 15,238 -36.94 512 347 -32.23
2018-03-31 13F-HR AAPL / Apple, Inc. 167.78 2,718 205,536 7,462.03 459 34,485 7,413.07
2018-03-31 13F-HR AAPL / Apple, Inc. Call 167.78 10,000 205,300 1,953.00 1,692 34,445 1,935.76
2018-03-31 13F-HR AAPL / Apple, Inc. Put 167.78 68,300 775,400 1,035.29 11,557 130,097 1,025.70
2018-03-31 13F-HR NUAN / Nuance Communications, Inc. 15.76 40,000 45,000 12.50 654 709 8.41
2018-03-31 13F-HR BND / Vanguard Total Bond Market ETF 79.92 32,057 37,226 16.12 2,614 2,975 13.81
2018-03-31 13F-HR ESV / Ensco plc 4.39 0 42,800 0 188
2018-03-31 13F-HR SLV / iShares Silver Trust 15.40 0 24,870 0 383
2018-03-31 13F-HR SLV / iShares Silver Trust Call 15.40 0 10,000 0 154
2018-03-31 13F-HR SLV / iShares Silver Trust Put 15.40 0 32,200 0 496
2018-03-31 13F-HR 00484MAA4 / Acorda Therapeutics, Inc. Bond 1.750% 6/1 0.91 7,873,000 7,558 7,195 -4.80
2018-03-31 13F-HR ZEN / Zendesk, Inc. 47.87 0 41,800 0 2,001
2018-03-31 13F-HR PFE / Pfizer, Inc. 35.47 34 5,216 15,241.18 1 185 18,400.00
2018-03-31 13F-HR PFE / Pfizer, Inc. Put 35.52 14,300 14,500 1.40 517 515 -0.39
2018-03-31 13F-HR 58471AAB1 / Medidata Solutions, Inc. Bond 1.13 7,500,000 11,600 8,456 -27.10
2018-03-31 13F-HR AGN / Allergan plc 168.32 0 5,941 0 1,000
2018-03-31 13F-HR IBM / International Business Machines Corp. Call 153.43 23,500 98,800 320.43 3,603 15,159 320.73
2018-03-31 13F-HR IBM / International Business Machines Corp. Put 153.43 3,900 64,100 1,543.59 598 9,835 1,544.65
2018-03-31 13F-HR EWM / iShares MSCI Malaysia ETF 36.09 0 5,930 0 214
2018-03-31 13F-HR CAVM / Cavium, Inc. 79.38 40,000 96,554 141.38 3,353 7,664 128.57
2018-03-31 13F-HR MSCC / Microsemi Corp. 64.72 0 338,287 0 21,894
2018-03-31 13F-HR MSCC / Microsemi Corp. Put 64.00 0 500 0 32
2018-03-31 13F-HR TD / Toronto-Dominion Bank (ON) Put 56.85 69,600 69,600 0.00 4,077 3,957 -2.94
2018-03-31 13F-HR 758075AC9 / Redwood Tr Inc Bond 0.97 20,000,000 19,350 19,436 0.44
2018-03-31 13F-HR 947075AH0 / Weatherford International plc Bond 0.90 0 3,500,000 0 3,146
2018-03-31 13F-HR RSPP / RSP Permian, Inc. 46.88 0 73,511 0 3,446
2018-03-31 13F-HR EWY / iShares MSCI South Korea Capped ETF Call 75.45 312,900 750,000 139.69 23,445 56,587 141.36
2018-03-31 13F-HR TXN / Texas Instruments Inc. 104.48 0 670 0 70
2018-03-31 13F-HR EWL / iShares MSCI Switzerland Capped ETF 34.37 9,775 129,643 1,226.27 347 4,456 1,184.15
2018-03-31 13F-HR CPE / Callon Petroleum Co. 13.24 98,068 68,268 -30.39 1,191 904 -24.10
2018-03-31 13F-HR 92240MAY4 / Vector Group, Ltd. 2.5% Bond Due 1/15/2019 1.44 19,000,000 19,000,000 0.00 30,174 27,265 -9.64
2018-03-31 13F-HR GG / Goldcorp, Inc. 13.81 0 41,045 0 567
2018-03-31 13F-HR SLB / Schlumberger Ltd. 64.78 32,010 54,110 69.04 2,157 3,505 62.49
2018-03-31 13F-HR UAL / United Continental Holdings, Inc. 69.47 0 52,600 0 3,654
2018-03-31 13F-HR FXC / CurrencyShares Canadian Dollar Trust 76.68 30,000 2,843 -90.52 2,355 218 -90.74
2018-03-31 13F-HR PM / Philip Morris International, Inc. 99.40 2,400 16,247 576.96 253 1,615 538.34
2018-03-31 13F-HR PM / Philip Morris International, Inc. Call 99.29 0 2,800 0 278
2018-03-31 13F-HR FEZ / SPDR Euro STOXX 50 ETF 40.25 231,633 23,923 -89.67 9,429 963 -89.79
2018-03-31 13F-HR QQQ / PowerShares QQQ Trust 160.13 225,080 98,471 -56.25 35,058 15,768 -55.02
2018-03-31 13F-HR QQQ / PowerShares QQQ Trust Call 160.13 0 1,470,100 0 235,407
2018-03-31 13F-HR QQQ / PowerShares QQQ Trust Put 160.13 1,500,000 1,253,000 -16.47 233,640 200,643 -14.12
2018-03-31 13F-HR OA / Orbital ATK, Inc. 132.61 74,972 94,420 25.94 9,858 12,521 27.01
2018-03-31 13F-HR HAL / Halliburton Co. 46.94 13,316 40,116 201.26 650 1,883 189.69
2018-03-31 13F-HR 758075AB1 / Redwood Tr Inc Bond 1.00 25,000,000 14,590 25,125 72.21
2018-03-31 13F-HR 90187BAA9 / Two Harbors Investment Corp. Fixed Income 1.05 21,500,000 21,237 22,510 5.99
2018-03-31 13F-HR AVA / Avista Corp. 51.26 0 89,337 0 4,579
2018-03-31 13F-HR 03236MAC5 / Amyris, Inc. Bond 6.5% Due 5/1/2019 0.93 4,000,000 2,620 3,702 41.30
2018-03-31 13F-HR 369300AL2 / General Cable Corp. Bond 1.06 13,000,000 12,000,000 -7.69 13,771 12,711 -7.70
2018-03-31 13F-HR 966387AL6 / Whiting Petroleum Corp. 1.25% Bond due 2020-04-01 0.95 36,000,000 39,405 34,065 -13.55
2018-03-31 13F-HR CACC / Credit Acceptance Corp. Put 330.40 5,000 5,000 0.00 1,617 1,652 2.16
2018-03-31 13F-HR WFC / Wells Fargo & Co. 52.27 0 3,099 0 162
2018-03-31 13F-HR WFC / Wells Fargo & Co. Put 52.39 0 4,600 0 241
2018-03-31 13F-HR DOW / Dow Chemical Co. (The) 57.69 0 52 0 3
2018-03-31 13F-HR DOW / Dow Chemical Co. (The) Call 63.71 0 432,300 0 27,542
2018-03-31 13F-HR ACOR / Acorda Therapeutics, Inc. Put 23.64 38,200 38,200 0.00 818 903 10.39
2018-03-31 13F-HR HAWK / Blackhawk Network Holdings, Inc. 44.70 0 268,881 0 12,019
2018-03-31 13F-HR C / Citigroup, Inc. 67.60 815,700 2,441 -99.70 60,696 165 -99.73
2018-03-31 13F-HR DVY / iShares Select Dividend ETF 95.12 37,229 16,820 -54.82 3,669 1,600 -56.39
2018-03-31 13F-HR TLT / iShares 20+ Year Treasury Bond ETF 121.91 145,000 11,353 -92.17 18,394 1,384 -92.48
2018-03-31 13F-HR AA / Alcoa Corp. 44.96 0 46,423 0 2,087
2018-03-31 13F-HR EWG / iShares MSCI Germany ETF 32.04 136,153 128,000 -5.99 4,495 4,101 -8.77
2018-03-31 13F-HR 22943FAD2 / Ctrip.com International, Ltd. Bond 1.250%10/1 1.22 20,000,000 10,040 24,400 143.03
2018-03-31 13F-HR 70338PAB6 / Pattern Energy Group Inc. Bond 0.99 22,740,000 21,141 22,545 6.64
2018-03-31 13F-HR AVGO / Broadcom Limited 235.63 1,503 30,717 1,943.71 386 7,238 1,775.13
2018-03-31 13F-HR GNW / Genworth Financial, Inc. 2.83 0 461,700 0 1,307
2018-03-31 13F-HR 909214BS6 / Unisys Corp. Bond 1.32 10,500,000 11,950 13,845 15.86
2018-03-31 13F-HR 42703MAB9 / Herbalife Ltd. 2.0% Bond due 2019-08-15 1.21 5,500,000 24,179 6,676 -72.39
2018-03-31 13F-HR MRVL / Marvell Technology Group Ltd. Call 114,000 0 -100.00 2,446 0 -100.00
2018-03-31 13F-HR VSH / Vishay Intertechnology, Inc. 18,672 0 -100.00 387 0 -100.00
2018-03-31 13F-HR WSFSL / WSFS Financial Corp. 9,002 0 -100.00 430 0 -100.00
2018-03-31 13F-HR FRC / First Republic Bank (San Francisco, California) 10,274 0 -100.00 890 0 -100.00
2018-03-31 13F-HR OKE / ONEOK, Inc. 8,529 0 -100.00 455 0 -100.00
2018-03-31 13F-HR FUL / Fuller (H.B.) Co. 7,103 0 -100.00 382 0 -100.00
2018-03-31 13F-HR MON / Monsanto Co. 150,000 0 -100.00 17,517 0 -100.00
2018-03-31 13F-HR STL / Sterling Bancorp 16,400 0 -100.00 403 0 -100.00
2018-03-31 13F-HR NDSN / Nordson Corp. 1,600 0 -100.00 234 0 -100.00
2018-03-31 13F-HR VRSK / Verisk Analytics, Inc. 2,507 0 -100.00 240 0 -100.00
2018-03-31 13F-HR PFPT / Proofpoint, Inc. 2,272 0 -100.00 201 0 -100.00
2018-03-31 13F-HR BLL / Ball Corp. 6,645 0 -100.00 251 0 -100.00
2018-03-31 13F-HR EWW / iShares MSCI Mexico Capped ETF 39,461 0 -100.00 1,945 0 -100.00
2018-03-31 13F-HR MTOR / Meritor, Inc. 11,100 0 -100.00 260 0 -100.00
2018-03-31 13F-HR GILD / Gilead Sciences, Inc. Call 1,000 0 -100.00 71 0 -100.00
2018-03-31 13F-HR EXLS / ExlService Holdings, Inc. 12,311 0 -100.00 742 0 -100.00
2018-03-31 13F-HR NAV / Navistar International Corp. 2,100 0 -100.00 90 0 -100.00
2018-03-31 13F-HR NAV / Navistar International Corp. Put 92,200 0 -100.00 3,952 0 -100.00
2018-03-31 13F-HR INCY / Incyte Corp. 2,700 0 -100.00 255 0 -100.00
2018-03-31 13F-HR FDX / FedEx Corp. 2,300 0 -100.00 573 0 -100.00
2018-03-31 13F-HR FI / Frank's International NV 24,616 0 -100.00 163 0 -100.00
2018-03-31 13F-HR CPN / Calpine Corp. 1,425,309 0 -100.00 21,564 0 -100.00
2018-03-31 13F-HR MSTR / MicroStrategy, Inc. 1,681 0 -100.00 220 0 -100.00
2018-03-31 13F-HR GPAC / Global Partner Acquisition Corp. 515,300 0 -100.00 5,178 0 -100.00
2018-03-31 13F-HR NBIX / Neurocrine Biosciences, Inc. 6,469 0 -100.00 501 0 -100.00
2018-03-31 13F-HR RUSHA / Rush Enterprises, Inc. 5,386 0 -100.00 273 0 -100.00
2018-03-31 13F-HR SNI / Scripps Networks Interactive, Inc. 110,000 0 -100.00 9,391 0 -100.00
2018-03-31 13F-HR SNI / Scripps Networks Interactive, Inc. Call 202,300 0 -100.00 17,272 0 -100.00
2018-03-31 13F-HR TXMD / TherapeuticsMD, Inc. 100,800 0 -100.00 608 0 -100.00
2018-03-31 13F-HR EWT / iShares MSCI Taiwan ETF 48,438 0 -100.00 1,753 0 -100.00
2018-03-31 13F-HR TCPC / TCP Capital Corp. 32,238 0 -100.00 492 0 -100.00
2018-03-31 13F-HR HRB / Block (H.&R.), Inc. 16,097 0 -100.00 422 0 -100.00
2018-03-31 13F-HR SBNB / Scorpio Tankers Inc. 37,660 0 -100.00 114 0 -100.00
2018-03-31 13F-HR SO / Southern Co. (The) 7,267 0 -100.00 349 0 -100.00
2018-03-31 13F-HR ANSS / ANSYS, Inc. 3,326 0 -100.00 490 0 -100.00
2018-03-31 13F-HR PPL / PPL Corp. 7,500 0 -100.00 232 0 -100.00
2018-03-31 13F-HR CSGP / Costar Group, Inc. 1,300 0 -100.00 386 0 -100.00
2018-03-31 13F-HR KHC / Kraft Heinz Company 8,700 0 -100.00 676 0 -100.00
2018-03-31 13F-HR GRA / Grace (W. R.) & Co. 10,500 0 -100.00 736 0 -100.00
2018-03-31 13F-HR KSU / Kansas City Southern 2,600 0 -100.00 273 0 -100.00
2018-03-31 13F-HR UPS / United Parcel Service, Inc. 4,022 0 -100.00 479 0 -100.00
2018-03-31 13F-HR IJH / iShares Core S&P MidCap ETF 14,041 0 -100.00 2,664 0 -100.00
2018-03-31 13F-HR XONE / The ExOne Company 20,000 0 -100.00 168 0 -100.00
2018-03-31 13F-HR MXIM / Maxim Integrated Products, Inc 4,000 0 -100.00 209 0 -100.00
2018-03-31 13F-HR TPH / Tri Pointe Homes, Inc. 23,089 0 -100.00 413 0 -100.00
2018-03-31 13F-HR IVZ / Invesco Ltd. 21,856 0 -100.00 798 0 -100.00
2018-03-31 13F-HR GWB / Great Western Bancorp, Inc. 7,200 0 -100.00 286 0 -100.00
2018-03-31 13F-HR GDOT / Green Dot Corp. 7,100 0 -100.00 427 0 -100.00
2018-03-31 13F-HR GD / General Dynamics Corp. 2,300 0 -100.00 467 0 -100.00
2018-03-31 13F-HR ALRM / Alarm.com Holdings, Inc. 6,600 0 -100.00 249 0 -100.00
2018-03-31 13F-HR ATH / Athene Holding Ltd 4,200 0 -100.00 217 0 -100.00
2018-03-31 13F-HR BARCLAYS BK PLC / IPATH S&P500 VIX (06746L422) 159,824 0 -100.00 4,462 0
2018-03-31 13F-HR BEL / Belmond Ltd. 15,335 0 -100.00 187 0 -100.00
2018-03-31 13F-HR BSFT / BroadSoft, Inc. Call 500 0 -100.00 27 0 -100.00
2018-03-31 13F-HR CSFL / Centerstate Banks, Inc. 11,200 0 -100.00 288 0 -100.00
2018-03-31 13F-HR GLW / Corning, Inc. 7,142 0 -100.00 228 0 -100.00
2018-03-31 13F-HR PLAY / Dave & Buster's Entertainment, Inc. 4,400 0 -100.00 242 0 -100.00
2018-03-31 13F-HR DISH / DISH Network Corp. 6,410 0 -100.00 306 0 -100.00
2018-03-31 13F-HR DISH / DISH Network Corp. Call 125,000 0 -100.00 5,968 0 -100.00
2018-03-31 13F-HR DVN / Devon Energy Corp. 5,500 0 -100.00 227 0 -100.00
2018-03-31 13F-HR DPZ / Dominos Pizza Inc. Call 25,000 0 -100.00 4,724 0 -100.00
2018-03-31 13F-HR DPZ / Dominos Pizza Inc. Put 25,000 0 -100.00 4,724 0 -100.00
2018-03-31 13F-HR DYN / Dynegy Inc. Put 382,300 0 -100.00 4,530 0 -100.00
2018-03-31 13F-HR EE / El Paso Electric Co. 9,739 0 -100.00 539 0 -100.00
2018-03-31 13F-HR ERJ / Embraer S.A. Call 50,000 0 -100.00 1,196 0 -100.00
2018-03-31 13F-HR ECPG / Encore Capital Group, Inc. 5,501 0 -100.00 231 0 -100.00
2018-03-31 13F-HR EVHC / Envision Healthcare Holdings, Inc. Call 8,500 0 -100.00 293 0 -100.00
2018-03-31 13F-HR FGEN / FibroGen, Inc. 6,900 0 -100.00 327 0 -100.00
2018-03-31 13F-HR FWRD / Forward Air Corp. 6,000 0 -100.00 344 0 -100.00
2018-03-31 13F-HR GNRC / Generac Holding Inc. 7,014 0 -100.00 347 0 -100.00
2018-03-31 13F-HR GOGO / Gogo Inc. 200,000 0 -100.00 2,256 0 -100.00
2018-03-31 13F-HR HAL / Halliburton Co. Call 30,000 0 -100.00 1,466 0 -100.00
2018-03-31 13F-HR GPOR / Gulfport Energy Corp. 10,755 0 -100.00 137 0 -100.00
2018-03-31 13F-HR HXL / Hexcel Corp. 5,583 0 -100.00 345 0 -100.00
2018-03-31 13F-HR UIS / Unisys Corp. Put 35,700 0 -100.00 290 0 -100.00
2018-03-31 13F-HR REGN / Regeneron Pharmaceuticals, Inc. 1,096 0 -100.00 412 0 -100.00
2018-03-31 13F-HR WBC / Wabco Holdings, Inc. 7,362 0 -100.00 1,056 0 -100.00
2018-03-31 13F-HR SJM / Smucker (J.M.) Co. 2,200 0 -100.00 273 0 -100.00
2018-03-31 13F-HR MGM / MGM Resorts International 12,400 0 -100.00 414 0 -100.00
2018-03-31 13F-HR SWKS / Skyworks Solutions, Inc. 7,200 0 -100.00 683 0 -100.00
2018-03-31 13F-HR ISRG / Intuitive Surgical, Inc. 903 0 -100.00 329 0 -100.00
2018-03-31 13F-HR AMZN / Amazon.com, Inc. 2,069 0 -100.00 2,419 0 -100.00
2018-03-31 13F-HR HII / Huntington Ingalls Industries, Inc. 2,811 0 -100.00 662 0 -100.00
2018-03-31 13F-HR IPXL / Impax Laboratories, Inc. 15,000 0 -100.00 249 0 -100.00
2018-03-31 13F-HR NGVT.WI / Ingevity Corporation 6,900 0 -100.00 486 0 -100.00
2018-03-31 13F-HR IQV / IQVIA Holdings Inc. 10,600 0 -100.00 1,037 0 -100.00
2018-03-31 13F-HR KN / Knowles Corp 26,705 0 -100.00 391 0 -100.00
2018-03-31 13F-HR LANC / Lancaster Colony Corp. 2,800 0 -100.00 361 0 -100.00
2018-03-31 13F-HR LHCG / LHC Group, Inc. 6,487 0 -100.00 397 0 -100.00
2018-03-31 13F-HR LITE / Lumentum Holdings Inc. 4,899 0 -100.00 239 0 -100.00
2018-03-31 13F-HR MIC / Macquarie Infrastructure Company LLC Put 120,000 0 -100.00 7,703 0 -100.00
2018-03-31 13F-HR MDR / McDermott International, Inc. Call 350,200 0 -100.00 2,304 0 -100.00
2018-03-31 13F-HR MGRC / McGrath Rent Corp. 6,956 0 -100.00 326 0 -100.00
2018-03-31 13F-HR NKTR / Nektar Therapeutics 6,600 0 -100.00 394 0 -100.00
2018-03-31 13F-HR NOVT / Novanta Inc. 7,052 0 -100.00 352 0 -100.00
2018-03-31 13F-HR NTNX / Nutanix, Inc. 17,600 0 -100.00 620 0 -100.00
2018-03-31 13F-HR ONB / Old National Bancorp 11,400 0 -100.00 198 0 -100.00
2018-03-31 13F-HR PCTY / Paylocity Holding Corporation 4,300 0 -100.00 202 0 -100.00
2018-03-31 13F-HR PEN / Penumbra, Inc. 2,207 0 -100.00 207 0 -100.00
2018-03-31 13F-HR SASR / Sandy Spring Bancorp, Inc. 6,200 0 -100.00 241 0 -100.00
2018-03-31 13F-HR SANM / Sanmina Corp. 14,878 0 -100.00 490 0 -100.00
2018-03-31 13F-HR SCMP / Sucampo Pharmaceuticals, Inc. Call 20,200 0 -100.00 362 0 -100.00
2018-03-31 13F-HR SUM / Summit Materials, Inc. 9,300 0 -100.00 292 0 -100.00
2018-03-31 13F-HR TPRE / Third Point Reinsurance Ltd. 43,346 0 -100.00 635 0 -100.00
2018-03-31 13F-HR UNT / Unit Corp. 9,302 0 -100.00 204 0 -100.00
2018-03-31 13F-HR VSTE / Vistra Energy Corp. 65,200 0 -100.00 1,194 0 -100.00
2018-03-31 13F-HR YUM / Yum! Brands, Inc. 6,155 0 -100.00 502 0 -100.00
2018-03-31 13F-HR YUMC / Yum China Holdings, Inc. 8,400 0 -100.00 336 0 -100.00
2018-03-31 13F-HR ZNGA / Zynga Inc. 22,973 0 -100.00 91 0 -100.00
2018-03-31 13F-HR GOOGL / Alphabet Inc. Call 1,300 0 -100.00 1,369 0 -100.00
2018-03-31 13F-HR T / AT & T, Inc. 52,146 0 -100.00 2,027 0 -100.00
2018-03-31 13F-HR MMM / 3M Co. Call 5,000 0 -100.00 1,176 0 -100.00
2018-03-31 13F-HR XME / SPDR S&P Metals & Mining ETF Put 270,000 0 -100.00 9,819 0 -100.00
2018-03-31 13F-HR SLB / Schlumberger Ltd. Call 60,000 0 -100.00 4,043 0 -100.00
2018-03-31 13F-HR SLB / Schlumberger Ltd. Put 109,100 0 -100.00 7,352 0 -100.00
2018-03-31 13F-HR RMBS / Rambus, Inc. 10,698 0 -100.00 152 0 -100.00
2018-03-31 13F-HR AON / Aon Plc 4,591 0 -100.00 615 0 -100.00
2018-03-31 13F-HR EEFT / Euronet Worldwide, Inc. 7,087 0 -100.00 597 0 -100.00
2018-03-31 13F-HR WBA / Walgreens Boots Alliance, Inc. 2,874 0 -100.00 208 0 -100.00
2018-03-31 13F-HR FBHS / Fortune Brands Home & Security, Inc. 6,882 0 -100.00 471 0 -100.00
2018-03-31 13F-HR SWX / Southwest Gas Corp. 3,758 0 -100.00 302 0 -100.00
2018-03-31 13F-HR ETR / Entergy Corp. 4,425 0 -100.00 360 0 -100.00
2018-03-31 13F-HR TARO / Taro Pharmaceutical Industries, Ltd. 2,900 0 -100.00 303 0 -100.00
2018-03-31 13F-HR KOS / Kosmos Energy Ltd. 27,127 0 -100.00 185 0 -100.00
2018-03-31 13F-HR QUOT / Quotient Technology Inc. 12,897 0 -100.00 151 0 -100.00
2018-03-31 13F-HR ELF / e.l.f. Beauty, Inc. 40,000 0 -100.00 892 0 -100.00
2018-03-31 13F-HR HRL / Hormel Foods Corp. 18,514 0 -100.00 673 0 -100.00
2018-03-31 13F-HR MCD / McDonald's Corp. 192,000 0 -100.00 33,047 0 -100.00
2018-03-31 13F-HR FSIC / FS Investment Corporation 59,600 0 -100.00 438 0 -100.00
2018-03-31 13F-HR FSS / Federal Signal Corp. 30,768 0 -100.00 618 0 -100.00
2018-03-31 13F-HR SCI / Service Corp. International 12,300 0 -100.00 459 0 -100.00
2018-03-31 13F-HR EWI / iShares MSCI Italy Capped ETF 104,618 0 -100.00 3,184 0 -100.00
2018-03-31 13F-HR PNM / PNM Resources, Inc. 6,254 0 -100.00 252 0 -100.00
2018-03-31 13F-HR OPK / Opko Health, Inc. 29,500 0 -100.00 144 0 -100.00
2018-03-31 13F-HR DGX / Quest Diagnostics, Inc. 4,200 0 -100.00 413 0 -100.00
2018-03-31 13F-HR CAA / CalAtlantic Group, Inc. 262,400 0 -100.00 14,796 0 -100.00
2018-03-31 13F-HR CNP / CenterPoint Energy, Inc. 9,185 0 -100.00 260 0 -100.00
2018-03-31 13F-HR RH / Restoration Hardware Holdings, Inc. 1,500 0 -100.00 129 0 -100.00
2018-03-31 13F-HR SLCA / U.S. Silica Holdings, Inc. 7,700 0 -100.00 250 0 -100.00
2018-03-31 13F-HR TTWO / Take-Two Interactive Software, Inc. 6,777 0 -100.00 743 0 -100.00
2018-03-31 13F-HR NE / Noble Corporation plc 75,700 0 -100.00 342 0 -100.00
2018-03-31 13F-HR BSX / Boston Scientific Corp. 15,165 0 -100.00 375 0 -100.00
2018-03-31 13F-HR SSB / South State Corporation 4,443 0 -100.00 387 0 -100.00
2018-03-31 13F-HR NBL / Noble Energy, Inc. 16,850 0 -100.00 491 0 -100.00
2018-03-31 13F-HR MASI / Masimo Corp. 2,900 0 -100.00 245 0 -100.00
2018-03-31 13F-HR KORS / Michael Kors Holdings Ltd. 7,191 0 -100.00 452 0 -100.00
2018-03-31 13F-HR SAIC / Science Applications International Corp. 4,220 0 -100.00 323 0 -100.00
2018-03-31 13F-HR EOG / EOG Resources, Inc. 3,300 0 -100.00 356 0 -100.00
2018-03-31 13F-HR PRGO / Perrigo Company plc 3,403 0 -100.00 296 0 -100.00
2018-03-31 13F-HR XIV / VelocityShares Daily Inverse VIX Short Term ETN S&P 500 VIX STF Index 12/4/2030 10,126 0 -100.00 1,361 0 -100.00
2018-03-31 13F-HR CCL / Carnival Corp. 6,400 0 -100.00 424 0 -100.00
2018-03-31 13F-HR BERY / Berry Plastics Group, Inc. 10,181 0 -100.00 597 0 -100.00
2018-03-31 13F-HR GE / General Electric Co. 19,107 0 -100.00 333 0 -100.00
2018-03-31 13F-HR GE / General Electric Co. Call 98,700 0 -100.00 1,721 0 -100.00
2018-03-31 13F-HR GE / General Electric Co. Put 8,000 0 -100.00 138 0 -100.00
2018-03-31 13F-HR IR / Ingersoll-Rand plc 2,500 0 -100.00 222 0 -100.00
2018-03-31 13F-HR PTC / PTC Inc. 12,259 0 -100.00 744 0 -100.00
2018-03-31 13F-HR CCK / Crown Holdings, Inc. 11,101 0 -100.00 624 0 -100.00
2018-03-31 13F-HR KR / Kroger Co. 13,441 0 -100.00 368 0 -100.00
2018-03-31 13F-HR FLEX / Flextronics International Ltd. 15,006 0 -100.00 269 0 -100.00
2018-03-31 13F-HR DPZ / Dominos Pizza Inc. 400 0 -100.00 75 0 -100.00
2018-03-31 13F-HR ROP / Roper Technologies, Inc. 1,422 0 -100.00 368 0 -100.00
2018-03-31 13F-HR AME / Ametek, Inc. 3,575 0 -100.00 259 0 -100.00
2018-03-31 13F-HR BRK.B / Berkshire Hathaway, Inc. Call 16,200 0 -100.00 3,210 0 -100.00
2018-03-31 13F-HR BRK.B / Berkshire Hathaway, Inc. Put 600 0 -100.00 118 0 -100.00
2018-03-31 13F-HR VAC / Marriott Vacations Worldwide Corp 3,769 0 -100.00 509 0 -100.00
2018-03-31 13F-HR PAH / Platform Specialty Products Corp. 12,814 0 -100.00 127 0 -100.00
2018-03-31 13F-HR THO / Thor Industries, Inc. 1,800 0 -100.00 271 0 -100.00
2018-03-31 13F-HR JNK / SPDR Barclays High Yield Bond ETF 63,796 0 -100.00 2,342 0 -100.00
2018-03-31 13F-HR WFT / Weatherford International plc 69,093 0 -100.00 288 0 -100.00
2018-03-31 13F-HR JBT / John Bean Technologies Corp. 2,300 0 -100.00 254 0 -100.00
2018-03-31 13F-HR INTC / Intel Corp. 30,000 0 -100.00 1,384 0 -100.00
2018-03-31 13F-HR EWBC / East West Bancorp, Inc. 4,305 0 -100.00 261 0 -100.00
2018-03-31 13F-HR MBFI / MB Financial, Inc. 8,300 0 -100.00 369 0 -100.00
2018-03-31 13F-HR CPRT / Copart, Inc. 8,690 0 -100.00 375 0 -100.00
2018-03-31 13F-HR EFA / iShares MSCI EAFE ETF Put 150,000 0 -100.00 10,546 0 -100.00
2018-03-31 13F-HR EXPD / Expeditors International of Washington, Inc. 3,600 0 -100.00 232 0 -100.00
2018-03-31 13F-HR EWY / iShares MSCI South Korea Capped ETF 8,894 0 -100.00 666 0 -100.00
2018-03-31 13F-HR EWY / iShares MSCI South Korea Capped ETF Put 100 0 -100.00 7 0 -100.00
2018-03-31 13F-HR BSFT / BroadSoft, Inc. 141,783 0 -100.00 7,783 0 -100.00
2018-03-31 13F-HR VRX / Valeant Pharmaceuticals International, Inc. 35,000 0 -100.00 727 0 -100.00
2018-03-31 13F-HR VRX / Valeant Pharmaceuticals International, Inc. Call 10,000 0 -100.00 207 0 -100.00
2018-03-31 13F-HR VRX / Valeant Pharmaceuticals International, Inc. Put 49,300 0 -100.00 1,024 0 -100.00
2018-03-31 13F-HR ATSG / Air Transport Services Group, Inc. 9,200 0 -100.00 212 0 -100.00
2018-03-31 13F-HR AN / AutoNation, Inc. 15,000 0 -100.00 769 0 -100.00
2018-03-31 13F-HR DRI / Darden Restaurants, Inc. 2,100 0 -100.00 201 0 -100.00
2018-03-31 13F-HR CTXS / Citrix Systems, Inc. 112,000 0 -100.00 9,856 0 -100.00
2018-03-31 13F-HR WAL / Western Alliance Bancorporation 4,800 0 -100.00 271 0 -100.00
2018-03-31 13F-HR CMI / Cummins, Inc. 2,100 0 -100.00 370 0 -100.00
2018-03-31 13F-HR TSN / Tyson Foods, Inc. 3,300 0 -100.00 267 0 -100.00
2018-03-31 13F-HR FDC / First Data Corporation 19,590 0 -100.00 327 0 -100.00
2018-03-31 13F-HR CCC / Calgon Carbon Corp. Call 489,400 0 -100.00 10,423 0 -100.00
2018-03-31 13F-HR 458140AF7 / Intel Corp. 3.25% Bond Due 8/1/2039 40,500,000 0 -100.00 90,036 0 -100.00
2018-03-31 13F-HR FL / Foot Locker, Inc. 10,730 0 -100.00 503 0 -100.00
2018-03-31 13F-HR ETN / Eaton Corporation 11,203 0 -100.00 885 0 -100.00
2018-03-31 13F-HR EXC / Exelon Corp. 11,623 0 -100.00 458 0 -100.00
2018-03-31 13F-HR FLT / FleetCor Technologies, Inc. 1,781 0 -100.00 342 0 -100.00
2018-03-31 13F-HR CZR / Caesars Entertainment Corporation 64,485 0 -100.00 815 0 -100.00
2018-03-31 13F-HR ICLR / ICON plc 6,750 0 -100.00 757 0 -100.00
2018-03-31 13F-HR SNPS / Synopsys, Inc. 8,500 0 -100.00 724 0 -100.00
2018-03-31 13F-HR HYH / Halyard Health, Inc. 8,280 0 -100.00 382 0 -100.00
2018-03-31 13F-HR PPG / PPG Industries, Inc. 5,300 0 -100.00 619 0 -100.00
2018-03-31 13F-HR MTW / Manitowoc Co., Inc. (The) 5,581 0 -100.00 219 0 -100.00
2018-03-31 13F-HR CFR / Cullen/Frost Bankers, Inc. 5,400 0 -100.00 511 0 -100.00
2018-03-31 13F-HR KO / Coca Cola Co. 7,051 0 -100.00 323 0 -100.00
2018-03-31 13F-HR KO / Coca Cola Co. Call 2,300 0 -100.00 104 0 -100.00
2018-03-31 13F-HR KO / Coca Cola Co. Put 19,100 0 -100.00 875 0 -100.00
2018-03-31 13F-HR SRE / Sempra Energy 7,700 0 -100.00 823 0 -100.00
2018-03-31 13F-HR MET / MetLife, Inc. 21,659 0 -100.00 1,095 0 -100.00
2018-03-31 13F-HR NCLH / Norwegian Cruise Line Holdings Ltd 7,500 0 -100.00 399 0 -100.00
2018-03-31 13F-HR NATI / National Instruments Corp. 20,099 0 -100.00 836 0 -100.00
2018-03-31 13F-HR SPLK / Splunk Inc. 8,500 0 -100.00 704 0 -100.00
2018-03-31 13F-HR AGO / Assured Guaranty Ltd. 24,773 0 -100.00 839 0 -100.00
2018-03-31 13F-HR BHLB / Berkshire Hills Bancorp, Inc. 7,500 0 -100.00 274 0 -100.00
2018-03-31 13F-HR ALGN / Align Technology, Inc. 3,299 0 -100.00 733 0 -100.00
2018-03-31 13F-HR LUK / Leucadia National Corp. 19,231 0 -100.00 509 0 -100.00
2018-03-31 13F-HR JEC / Jacobs Engineering Group, Inc. 9,800 0 -100.00 646 0 -100.00
2018-03-31 13F-HR EQT / EQT Corp. 5,400 0 -100.00 307 0 -100.00
2018-03-31 13F-HR ARRS / ARRIS International plc 11,000 0 -100.00 282 0 -100.00
2018-03-31 13F-HR MHK / Mohawk Industries, Inc. 1,700 0 -100.00 469 0 -100.00
2018-03-31 13F-HR SON / Sonoco Products Co. 3,800 0 -100.00 201 0 -100.00
2018-03-31 13F-HR DORM / Dorman Products, Inc. 5,400 0 -100.00 330 0 -100.00
2018-03-31 13F-HR EXP / Eagle Materials, Inc. 3,300 0 -100.00 373 0 -100.00
2018-03-31 13F-HR LGND / Ligand Pharmaceuticals Incorporated 2,599 0 -100.00 355 0 -100.00
2018-03-31 13F-HR LYV / Live Nation Entertainment, Inc. 11,346 0 -100.00 482 0 -100.00
2018-03-31 13F-HR WST / West Pharmaceutical Services, Inc. 3,760 0 -100.00 370 0 -100.00
2018-03-31 13F-HR AINV / Apollo Investment Corp. 44,878 0 -100.00 254 0 -100.00
2018-03-31 13F-HR RCL / Royal Caribbean Cruises Ltd. 8,047 0 -100.00 959 0 -100.00
2018-03-31 13F-HR TMO / Thermo Fisher Scientific, Inc. 1,100 0 -100.00 208 0 -100.00
2018-03-31 13F-HR OGE / OGE Energy Corp. 12,021 0 -100.00 395 0 -100.00
2018-03-31 13F-HR IWB / iShares Russell 1000 ETF 1,518 0 -100.00 225 0 -100.00
2018-03-31 13F-HR DISCK / Discovery Communications, Inc. Call 200,000 0 -100.00 4,234 0 -100.00
2018-03-31 13F-HR ARCO / Arcos Dorados Holdings, Inc. 12,845 0 -100.00 132 0 -100.00
2018-03-31 13F-HR PSMT / PriceSmart, Inc. 2,660 0 -100.00 229 0 -100.00
2018-03-31 13F-HR BDX / Becton Dickinson & Co. 2,309 0 -100.00 494 0 -100.00
2018-03-31 13F-HR EWS / iShares MSCI Singapore ETF 27,810 0 -100.00 721 0 -100.00
2018-03-31 13F-HR HUN / Huntsman Corp. 50,000 0 -100.00 1,664 0 -100.00
2018-03-31 13F-HR HUN / Huntsman Corp. Put 502,000 0 -100.00 16,711 0 -100.00
2018-03-31 13F-HR DLTR / Dollar Tree, Inc. 3,420 0 -100.00 367 0 -100.00
2018-03-31 13F-HR LAD / Lithia Motors, Inc. 3,698 0 -100.00 420 0 -100.00
2018-03-31 13F-HR XLNX / Xilinx, Inc. 3,400 0 -100.00 229 0 -100.00
2018-03-31 13F-HR SERV / ServiceMaster Global Holdings Inc. 4,600 0 -100.00 235 0 -100.00
2018-03-31 13F-HR SBUX / Starbucks Corp. 7,576 0 -100.00 435 0 -100.00
2018-03-31 13F-HR BWA / BorgWarner, Inc. 5,100 0 -100.00 260 0 -100.00
2018-03-31 13F-HR MTG / MGIC Investment Corp. 19,600 0 -100.00 276 0 -100.00
2018-03-31 13F-HR NOC / Northrop Grumman Corp. 1,008 0 -100.00 309 0 -100.00
2018-03-31 13F-HR CRR / Carbo Ceramics Inc. 50,000 0 -100.00 509 0 -100.00
2018-03-31 13F-HR MDCO / Medicines Company Put 25,000 0 -100.00 683 0 -100.00
2018-03-31 13F-HR APA / Apache Corp. 15,220 0 -100.00 642 0 -100.00
2018-03-31 13F-HR DIOD / Diodes Incorporated 11,101 0 -100.00 318 0 -100.00
2018-03-31 13F-HR SIRI / Sirius XM Holdings Inc. 22,607 0 -100.00 121 0 -100.00
2018-03-31 13F-HR MTN / Vail Resorts, Inc. 4,400 0 -100.00 934 0 -100.00
2018-03-31 13F-HR MU / Micron Technology, Inc. 10,700 0 -100.00 439 0 -100.00
2018-03-31 13F-HR IGT / International Game Technology PLC 27,622 0 -100.00 732 0 -100.00
2018-03-31 13F-HR CELG / Celgene Corp. Put 1,300 0 -100.00 134 0 -100.00
2018-03-31 13F-HR CELG / Celgene Corp. Call 7,700 0 -100.00 803 0 -100.00
2018-03-31 13F-HR DAR / Darling Ingredients Inc. 13,298 0 -100.00 241 0 -100.00
2018-03-31 13F-HR RIG / Transocean, Inc. 36,989 0 -100.00 395 0 -100.00
2018-03-31 13F-HR YEXT / Yext, Inc. 27,400 0 -100.00 329 0 -100.00
2018-03-31 13F-HR GNC / GNC Holdings, Inc. Put 51,000 0 -100.00 187 0 -100.00
2018-03-31 13F-HR CSX / CSX Corp. 8,005 0 -100.00 440 0 -100.00
2018-03-31 13F-HR VGR / Vector Group, Ltd. 18,300 0 -100.00 409 0 -100.00
2018-03-31 13F-HR GM / General Motors Company 21,000 0 -100.00 860 0 -100.00
2018-03-31 13F-HR ICE / Intercontinental Exchange, Inc. 5,100 0 -100.00 359 0 -100.00
2018-03-31 13F-HR EGBN / Eagle Bancorp, Inc. 11,723 0 -100.00 678 0 -100.00
2018-03-31 13F-HR OLN / Olin Corp. 7,700 0 -100.00 273 0 -100.00
2018-03-31 13F-HR EWQ / iShares MSCI France ETF 81,598 0 -100.00 2,547 0 -100.00
2018-03-31 13F-HR HON / Honeywell International, Inc. Put 1,400 0 -100.00 214 0 -100.00
2018-03-31 13F-HR CVCO / Cavco Industries, Inc. 1,903 0 -100.00 290 0 -100.00
2018-03-31 13F-HR ARH.PRC / Arch Capital Group Ltd. 4,900 0 -100.00 444 0 -100.00
2018-03-31 13F-HR MCO / Moody's Corp. 2,918 0 -100.00 430 0 -100.00
2018-03-31 13F-HR POST / Post Holdings, Inc. 11,393 0 -100.00 902 0 -100.00
2018-03-31 13F-HR EZU / iShares MSCI Eurozone ETF 98,526 0 -100.00 4,274 0 -100.00
2018-03-31 13F-HR DG / Dollar General Corp. 8,200 0 -100.00 762 0 -100.00
2018-03-31 13F-HR MS / Morgan Stanley 5,530 0 -100.00 290 0 -100.00
2018-03-31 13F-HR TEVA / Teva Pharmaceutical Industries Ltd. Call 99,900 0 -100.00 1,893 0 -100.00
2018-03-31 13F-HR XOG / Extraction Oil & Gas, Inc. 13,300 0 -100.00 190 0 -100.00
2018-03-31 13F-HR ROST / Ross Stores, Inc. 3,108 0 -100.00 249 0 -100.00
2018-03-31 13F-HR TEL / TE Connectivity Ltd. 5,398 0 -100.00 513 0 -100.00
2018-03-31 13F-HR GSAT / Globalstar, Inc. 97,802 0 -100.00 128 0 -100.00
2018-03-31 13F-HR ETSY / Etsy, Inc. 28.05 32,300 906
2018-03-31 13F-HR MULE / Mulesoft, Inc. 43.98 279,840 12,307
2018-03-31 13F-HR ABYLY / Ablynx NV 54.54 16,613 906
2018-03-31 13F-HR AET / Aetna, Inc. Put 169.00 205,300 34,696
2018-03-31 13F-HR AFAM / Almost Family, Inc. 56.00 44,014 2,465
2018-03-31 13F-HR APTI / Apptio, Inc. 28.34 29,500 836
2018-03-31 13F-HR BKNG / Booking Holdings Inc. 2,080.35 4,717 9,813
2018-03-31 13F-HR BKNG / Booking Holdings Inc. Put 2,080.42 2,400 4,993
2018-03-31 13F-HR BG / Bunge Ltd. Call 73.94 100,000 7,394
2018-03-31 13F-HR CPLA / Capella Education Co. 87.34 24,730 2,160
2018-03-31 13F-HR CHESAPEAKE ENERGY CORP / NOTE 5.500% 9/1 (165167CY1) 0.87 16,000,000 13,858
2018-03-31 13F-HR CBI / Chicago Bridge & Iron Co., N.V. Put 14.40 110,500 1,591
2018-03-31 13F-HR CI / Cigna Corp. Call 167.74 50,000 8,387
2018-03-31 13F-HR CSBK / Clifton Bancorp Inc. 15.65 12,654 198
2018-03-31 13F-HR CTSH / Cognizant Technology Solutions Corp. Put 80.51 19,800 1,594
2018-03-31 13F-HR CTSH / Cognizant Technology Solutions Corp. Call 80.51 31,100 2,504
2018-03-31 13F-HR CHUBK / Commercehub Inc 22.50 77,366 1,741
2018-03-31 13F-HR FXY / CurrencyShares Japanese Yen Trust 90.13 15,000 1,352
2018-03-31 13F-HR DPS / Dr. Pepper Snapple Group, Inc. Call 118.38 250,100 29,607
2018-03-31 13F-HR EXACT SCIENCES CORP / DBCV 1.000% 1/1 (30063PAA3) 0.89 10,000,000 8,934
2018-03-31 13F-HR GOLAR LNG LTD / NOTE 2.750% 2/1 (38046YAB7) 1.02 17,500,000 17,925
2018-03-31 13F-HR HDNG / Hardinge, Inc. 18.32 24,020 440
2018-03-31 13F-HR ICONIX BRAND GROUP INC / NOTE 5.750% 8/1 (451055AG2) 0.93 1,005,000 933
2018-03-31 13F-HR IDRA / Idera Pharmaceuticals, Inc. 1.84 424,597 781
2018-03-31 13F-HR IPCC / Infinity Property & Casualty Corp. 118.38 19,091 2,260
2018-03-31 13F-HR INSMED INC / NOTE 1.750% 1/1 (457669AA7) 0.88 4,000,000 3,537
2018-03-31 13F-HR INSULET CORP / NOTE 1.250% 9/1 (45784PAF8) 1.55 5,000,000 7,766
2018-03-31 13F-HR EWH / iShares MSCI Hong Kong ETF Put 25.31 350,000 8,859
2018-03-31 13F-HR EWH / iShares MSCI Hong Kong ETF Call 25.31 350,000 8,859
2018-03-31 13F-HR JASO / JA Solar Holdings Co., Ltd. 6.56 139,397 914
2018-03-31 13F-HR KS / KapStone Paper & Packaging Corp. 34.31 96,254 3,302
2018-03-31 13F-HR KMI / Kinder Morgan, Inc. Call 15.26 1,900 29
2018-03-31 13F-HR CALL / magicJack VocalTec Ltd. 8.39 33,969 285
2018-03-31 13F-HR MICROCHIP TECHNOLOGY INC / SDCV 2.250% 2/1 (595017AH7) 1.20 7,500,000 8,972
2018-03-31 13F-HR NYLD / NRG Yield, Inc. 17.00 23,700 403
2018-03-31 13F-HR NVDA / NVIDIA Corp. Put 231.67 3,000 695
2018-03-31 13F-HR NVDA / NVIDIA Corp. Call 230.00 300 69
2018-03-31 13F-HR NXPI / NXP Semiconductors N.V. Put 117.00 402,800 47,128
2018-03-31 13F-HR NXTM / NxStage Medical, Inc. 24.86 201,760 5,016
2018-03-31 13F-HR OCLR / Oclaro, Inc 9.56 446,292 4,267
2018-03-31 13F-HR OA / Orbital ATK, Inc. Call 132.61 250,000 33,153
2018-03-31 13F-HR ORBK / Orbotech Ltd. 62.18 159,784 9,935
2018-03-31 13F-HR PHH / PHH Corp. 10.46 188,228 1,969
2018-03-31 13F-HR PNK / Pinnacle Entertainment, Inc. 30.15 100,330 3,025
2018-03-31 13F-HR XLK / SPDR Technology Select Sector ETF 65.44 25,001 1,636
2018-03-31 13F-HR XLK / SPDR Technology Select Sector ETF Put 65.42 135,000 8,832
2018-03-31 13F-HR SENSEONICS HLDGS INC / NOTE 5.250% 2/0 (81727UAA3) 1.08 2,500,000 2,698
2018-03-31 13F-HR 81762PAB8 / ServiceNow, Inc. Bond 2.24 35,043,000 78,402
2018-03-31 13F-HR STC / Stewart Information Services Corp. 43.94 165,222 7,260
2018-03-31 13F-HR 88163VAE9 / Teva Pharmaceutical Fin Llc Bond 0.88 37,354,000 32,925
2018-03-31 13F-HR FOX / Twenty-First Century Fox, Inc. Call 36.69 100,000 3,669
2018-03-31 13F-HR USG / USG Corp. Call 40.43 68,200 2,757
2018-03-31 13F-HR HTM / U.S. Geothermal Inc. 5.35 28,056 150
2018-03-31 13F-HR 92343EAD4 / VeriSign, Inc. SDCV 3.250% 8/1 Call 118.56 70,000 8,299
2018-03-31 13F-HR 92343EAD4 / VeriSign, Inc. SDCV 3.250% 8/1 Put 118.53 7,500 889
2018-03-31 13F-HR WMT / Walmart, Inc. Put 88.97 186,400 16,584
2018-03-31 13F-HR XL / XL Group Ltd. Put 55.24 22,500 1,243