InvestorCapstone Investment Advisors, Llc
Portfolio Value $ 6,516,623,000
Current Positions685
Opened Positions5
Closed Positions105


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

Capstone Investment Advisors, Llc - Portfolio Value

Capstone Investment Advisors, Llc has disclosed 685 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 6,516,623,000 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) , iShares iBoxx $ High Yield Corporate Bond ETF (NYSE:HYG) , Alphabet Inc. Class C (NASDAQ:GOOG) , iShares MSCI EAFE ETF (NYSE:EFA) , and iShares MSCI EAFE ETF (NYSE:EFA) . Capstone Investment Advisors, Llc's new positions include Vectren Corp. (NYSE:VVC) , Citrix Systems, Inc. 0.5% Convertible Bond due 2019-04-15 (177376AD2) , Enterprise Products Partners L.P. (NYSE:EPD) , Symantec Corp. (NASDAQ:SYMC) , and Johnson Controls International plc (NYSE:JCI) .

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 August 13, 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)
2018-06-30 13F-HR ATVI / Activision Blizzard, Inc. Call 76.36 5,500 420
2018-06-30 13F-HR ATVI / Activision Blizzard, Inc. Put 76.31 14,100 1,076
2018-06-30 13F-HR AKRX / Akorn, Inc. Call 16.60 10,000 166
2018-06-30 13F-HR APC / Anadarko Petroleum Corp. Put 73.24 14,200 1,040
2018-06-30 13F-HR AON / Aon Plc Call 135.00 200 27
2018-06-30 13F-HR AON / Aon Plc Put 137.14 8,400 1,152
2018-06-30 13F-HR CF / CF Industries Holding, Inc. Call 44.40 131,600 5,843
2018-06-30 13F-HR CF / CF Industries Holding, Inc. Put 44.40 78,200 3,472
2018-06-30 13F-HR CHFN / Charter Financial Corp. 24.14 42,132 1,017
2018-06-30 13F-HR CHESAPEAKE ENERGY CORP / NOTE 5.500% 9/1 (165167CY1) 1.02 21,000,000 21,394
2018-06-30 13F-HR CXO / Concho Resources, Inc. Put 138.35 15,800 2,186
2018-06-30 13F-HR DUK / Duke Energy Corp. Put 79.09 16,500 1,305
2018-06-30 13F-HR GIS / General Mills, Inc. Call 44.44 1,800 80
2018-06-30 13F-HR GIS / General Mills, Inc. Put 44.29 3,500 155
2018-06-30 13F-HR GOLAR LNG LTD / NOTE 2.750% 2/1 (38046YAB7) 1.10 13,245,000 14,516
2018-06-30 13F-HR GT / Goodyear Tire & Rubber Co. (The) Put 23.29 100,000 2,329
2018-06-30 13F-HR GOPRO INC / NOTE 3.500% 4/1 (38268TAB9) 0.93 1,000,000 928
2018-06-30 13F-HR INTU / Intuit Inc. Put 204.44 900 184
2018-06-30 13F-HR ISRG / Intuitive Surgical, Inc. Put 478.33 1,800 861
2018-06-30 13F-HR KMB / Kimberly-Clark Corp. Call 105.00 200 21
2018-06-30 13F-HR KMB / Kimberly-Clark Corp. Put 105.34 7,300 769
2018-06-30 13F-HR KHC / Kraft Heinz Company Put 62.80 12,500 785
2018-06-30 13F-HR EL / Estee Lauder Companies, Inc. (THE) Put 142.86 1,400 200
2018-06-30 13F-HR MAR / Marriott International, Inc. Put 126.67 3,900 494
2018-06-30 13F-HR MICROCHIP TECHNOLOGY INC / NOTE 2.250% 2/1 (595017AH7) 1.19 7,500,000 8,943
2018-06-30 13F-HR 682189AK1 / ON Semiconductor Corporation 1% Bond due 2020-12-01 1.32 5,000,000 6,590
2018-06-30 13F-HR PSX / Phillips 66 Put 112.40 2,500 281
2018-06-30 13F-HR PRU / Prudential Financial, Inc. Put 93.53 1,700 159
2018-06-30 13F-HR PSA / Public Storage Put 226.92 1,300 295
2018-06-30 13F-HR SHW / Sherwin-Williams Co. (The) Put 407.69 1,300 530
2018-06-30 13F-HR LUV / Southwest Airlines Co. Call 50.71 1,400 71
2018-06-30 13F-HR LUV / Southwest Airlines Co. Put 50.91 15,400 784
2018-06-30 13F-HR FEZ / SPDR Euro STOXX 50 ETF Call 38.33 246,200 9,437
2018-06-30 13F-HR SPLK / Splunk Inc. Call 99.20 5,000 496
2018-06-30 13F-HR TMO / Thermo Fisher Scientific, Inc. Call 207.22 1,800 373
2018-06-30 13F-HR W / Wayfair, Inc. Put 118.74 15,100 1,793
2018-06-30 13F-HR SHW / Sherwin-Williams Co. (The) 0.00 0 1 0 0
2018-06-30 13F-HR UNP / Union Pacific Corp. Put 141.67 1,600 20,300 1,168.75 215 2,876 1,237.67
2018-06-30 13F-HR RSPP / RSP Permian, Inc. 44.02 73,511 41,091 -44.10 3,446 1,809 -47.50
2018-06-30 13F-HR HLF / Herbalife Ltd. 63,402 0 -100.00 6,180 0 -100.00
2018-06-30 13F-HR XOP / SPDR S&P Oil & Gas Exploration & Production ETF Call 39,700 0 -100.00 1,398 0 -100.00
2018-06-30 13F-HR MMM / 3M Co. Call 196.67 0 1,500 0 295
2018-06-30 13F-HR ABT / Abbott Laboratories 61.01 0 13,948 0 851
2018-06-30 13F-HR ABT / Abbott Laboratories Call 60.91 0 3,300 0 201
2018-06-30 13F-HR ABT / Abbott Laboratories Put 60.99 0 49,500 0 3,019
2018-06-30 13F-HR ADBE / Adobe Systems, Inc. 243.68 0 2,729 0 665
2018-06-30 13F-HR ACN / Accenture plc Put 163.58 0 17,900 0 2,928
2018-06-30 13F-HR ABBV / AbbVie Inc. 92.69 0 9,311 0 863
2018-06-30 13F-HR 00484MAA4 / Acorda Therapeutics, Inc. Bond 1.750% 6/1 0.97 7,873,000 18,373,000 133.37 7,195 17,848 148.06
2018-06-30 13F-HR CTSH / Cognizant Technology Solutions Corp. Call 31,100 0 -100.00 2,504 0 -100.00
2018-06-30 13F-HR CHUBK / Commercehub Inc 77,366 0 -100.00 1,741 0 -100.00
2018-06-30 13F-HR FXY / CurrencyShares Japanese Yen Trust 15,000 0 -100.00 1,352 0 -100.00
2018-06-30 13F-HR DPS / Dr. Pepper Snapple Group, Inc. Call 250,100 0 -100.00 29,607 0 -100.00
2018-06-30 13F-HR HDNG / Hardinge, Inc. 24,020 0 -100.00 440 0 -100.00
2018-06-30 13F-HR IPCC / Infinity Property & Casualty Corp. 19,091 0 -100.00 2,260 0 -100.00
2018-06-30 13F-HR EWH / iShares MSCI Hong Kong ETF Put 350,000 0 -100.00 8,859 0 -100.00
2018-06-30 13F-HR EWH / iShares MSCI Hong Kong ETF Call 350,000 0 -100.00 8,859 0 -100.00
2018-06-30 13F-HR OA / Orbital ATK, Inc. Call 250,000 0 -100.00 33,153 0 -100.00
2018-06-30 13F-HR XLK / SPDR Technology Select Sector ETF 25,001 0 -100.00 1,636 0 -100.00
2018-06-30 13F-HR XLK / SPDR Technology Select Sector ETF Put 135,000 0 -100.00 8,832 0 -100.00
2018-06-30 13F-HR 81762PAB8 / ServiceNow, Inc. Bond 35,043,000 0 -100.00 78,402 0 -100.00
2018-06-30 13F-HR HTM / U.S. Geothermal Inc. 28,056 0 -100.00 150 0 -100.00
2018-06-30 13F-HR ACOR / Acorda Therapeutics, Inc. Put 28.70 38,200 131,700 244.76 903 3,780 318.60
2018-06-30 13F-HR ADI / Analog Devices, Inc. 96.07 3,279 315
2018-06-30 13F-HR ADI / Analog Devices, Inc. Put 95.95 8,400 806
2018-06-30 13F-HR ANTM / Anthem, Inc. Put 238.08 5,200 1,238
2018-06-30 13F-HR GOOGL / Alphabet Inc. Call 1,130.00 0 600 0 678
2018-06-30 13F-HR GOOG / Alphabet Inc. Class C 1,115.67 27,725 20,186 -27.19 28,606 22,521 -21.27
2018-06-30 13F-HR GOOG / Alphabet Inc. Class C Call 1,115.65 12,300 26,200 113.01 12,691 29,230 130.32
2018-06-30 13F-HR AXP / American Express Co. 97.95 0 3,910 0 383
2018-06-30 13F-HR AXP / American Express Co. Call 97.78 0 1,800 0 176
2018-06-30 13F-HR AXP / American Express Co. Put 97.98 0 17,300 0 1,695
2018-06-30 13F-HR AMGN / Amgen Inc. 184.71 448 1,635 264.96 76 302 297.37
2018-06-30 13F-HR AMGN / Amgen Inc. Put 184.59 900 13,500 1,400.00 153 2,492 1,528.76
2018-06-30 13F-HR AMT / American Tower Corp. (REIT) 144.23 0 2,281 0 329
2018-06-30 13F-HR ADBE / Adobe Systems, Inc. Call 244.00 0 2,500 0 610
2018-06-30 13F-HR ADBE / Adobe Systems, Inc. Put 243.83 0 16,700 0 4,072
2018-06-30 13F-HR AKRX / Akorn, Inc. 16.59 102,163 179,233 75.44 1,911 2,973 55.57
2018-06-30 13F-HR AKRX / Akorn, Inc. Put 16.59 100,000 100,000 0.00 1,871 1,659 -11.33
2018-06-30 13F-HR AMZN / Amazon.com, Inc. 1,699.77 0 5,549 0 9,432
2018-06-30 13F-HR AMZN / Amazon.com, Inc. Call 1,699.80 65,400 15,000 -77.06 94,656 25,497 -73.06
2018-06-30 13F-HR AMZN / Amazon.com, Inc. Put 1,699.80 96,300 83,900 -12.88 139,379 142,613 2.32
2018-06-30 13F-HR BABA / Alibaba Group Holding Limited Call 185.56 8,000 10,800 35.00 1,468 2,004 36.51
2018-06-30 13F-HR BABA / Alibaba Group Holding Limited Put 185.53 101,600 101,600 0.00 18,648 18,850 1.08
2018-06-30 13F-HR APC / Anadarko Petroleum Corp. 73.23 0 18,668 0 1,367
2018-06-30 13F-HR MO / Altria Group, Inc. 56.78 9,960 35,190 253.31 621 1,998 221.74
2018-06-30 13F-HR MO / Altria Group, Inc. Call 56.76 0 13,900 0 789
2018-06-30 13F-HR YHOO / Yahoo! Inc. 73.21 5,000,000 831,434 -83.37 6,832 60,869 790.94
2018-06-30 13F-HR AGN / Allergan plc 166.63 5,941 4,339 -26.97 1,000 723 -27.70
2018-06-30 13F-HR AIG / American International Group, Inc. Put 53.04 0 4,600 0 244
2018-06-30 13F-HR APD / Air Products & Chemicals, Inc. 155.74 0 1,175 0 183
2018-06-30 13F-HR APD / Air Products & Chemicals, Inc. Call 155.00 0 400 0 62
2018-06-30 13F-HR APD / Air Products & Chemicals, Inc. Put 155.79 0 1,900 0 296
2018-06-30 13F-HR ANTM / Anthem, Inc. 238.13 0 1,432 0 341
2018-06-30 13F-HR 03236MAC5 / Amyris, Inc. Bond 6.5% Due 5/1/2019 0.99 4,000,000 4,000,000 0.00 3,702 3,965 7.10
2018-06-30 13F-HR AA / Alcoa Corp. 46.89 46,423 30,623 -34.03 2,087 1,436 -31.19
2018-06-30 13F-HR ANDV / Andeavor Corp. 131.16 0 15,157 0 1,988
2018-06-30 13F-HR ADSK / Autodesk, Inc. Put 131.18 3,400 446
2018-06-30 13F-HR CAR / Avis Budget Group, Inc. Call 32.50 212,700 6,913
2018-06-30 13F-HR BARCLAYS BK PLC / IPATH S&P500 VIX (06746L422) Put 37.00 485,000 17,945
2018-06-30 13F-HR BARCLAYS BK PLC / IPATH S&P500 VIX (06746L422) Call 37.00 246,800 9,132
2018-06-30 13F-HR BDX / Becton Dickinson & Co. Put 239.58 9,500 2,276
2018-06-30 13F-HR BLK / BlackRock, Inc. Put 498.94 4,700 2,345
2018-06-30 13F-HR BLK / BlackRock, Inc. Call 500.00 200 100
2018-06-30 13F-HR BLACKSTONE MTG TR INC / NOTE 4.750% 3/1 (09257WAC4) 0.97 4,000,000 3,897
2018-06-30 13F-HR BSX / Boston Scientific Corp. Put 32.80 5,000 164
2018-06-30 13F-HR BOX / Box, Inc. Call 24.98 60,000 1,499
2018-06-30 13F-HR CAESARS ENTMT CORP / NOTE 5.000%10/0 (127686AA1) 1.71 22,500,000 38,538
2018-06-30 13F-HR BDX / Becton Dickinson & Co. 239.89 0 1,434 0 344
2018-06-30 13F-HR BA / Boeing Company (The) 335.60 626 5,289 744.89 205 1,775 765.85
2018-06-30 13F-HR BA / Boeing Company (The) Call 335.38 100 2,600 2,500.00 33 872 2,542.42
2018-06-30 13F-HR CAR / Avis Budget Group, Inc. 32.50 0 79,197 0 2,574
2018-06-30 13F-HR BKD / Brookdale Senior Living, Inc. 9.10 30,972 30,972 0.00 208 282 35.58
2018-06-30 13F-HR BKNG / Booking Holdings Inc. 2,027.20 4,717 2,500 -47.00 9,813 5,068 -48.35
2018-06-30 13F-HR AVGO / Broadcom Limited 242.67 30,717 5,081 -83.46 7,238 1,233 -82.96
2018-06-30 13F-HR AVGO / Broadcom Limited Call 242.22 0 900 0 218
2018-06-30 13F-HR AVGO / Broadcom Limited Put 242.63 0 13,700 0 3,324
2018-06-30 13F-HR BMY / Bristol-Myers Squibb Co. Call 55.35 0 9,900 0 548
2018-06-30 13F-HR BMY / Bristol-Myers Squibb Co. Put 55.34 5,300 37,300 603.77 335 2,064 516.12
2018-06-30 13F-HR BSX / Boston Scientific Corp. 32.97 0 1,577 0 52
2018-06-30 13F-HR BAC / Bank of America Corp. Call 28.19 0 39,200 0 1,105
2018-06-30 13F-HR BAC / Bank of America Corp. Put 28.19 23,900 259,300 984.94 717 7,310 919.53
2018-06-30 13F-HR ADSK / Autodesk, Inc. 130.81 0 1,055 0 138
2018-06-30 13F-HR BIIB / Biogen Inc. 290.14 0 1,906 0 553
2018-06-30 13F-HR BIIB / Biogen Inc. Call 290.00 0 800 0 232
2018-06-30 13F-HR BIIB / Biogen Inc. Put 290.21 0 9,500 0 2,757
2018-06-30 13F-HR CPLA / Capella Education Co. 98.69 24,730 26,599 7.56 2,160 2,625 21.53
2018-06-30 13F-HR AMAT / Applied Materials, Inc. 46.16 0 15,316 0 707
2018-06-30 13F-HR AMAT / Applied Materials, Inc. Call 46.15 0 9,100 0 420
2018-06-30 13F-HR AMAT / Applied Materials, Inc. Put 46.18 0 29,300 0 1,353
2018-06-30 13F-HR BLK / BlackRock, Inc. 499.13 0 2,288 0 1,142
2018-06-30 13F-HR AVA / Avista Corp. 52.66 89,337 116,452 30.35 4,579 6,132 33.92
2018-06-30 13F-HR 09061GAE1 / BioMarin Pharmaceutical Inc. Bond 0.75% 10/15/2018 1.06 0 10,000,000 0 10,622
2018-06-30 13F-HR CI / Cigna Corp. Put 170.00 700 119
2018-06-30 13F-HR 177376AD2 / Citrix Systems, Inc. 0.5% Convertible Bond due 2019-04-15 1.45 14,674,000 21,343
2018-06-30 13F-HR CLEVELAND CLIFFS INC / DBCV 1.500% 1/1 (185899AA9) 1.23 13,000,000 15,999
2018-06-30 13F-HR CLOVIS ONCOLOGY INC / NOTE 1.250% 5/0 (189464AC4) 0.92 6,000,000 5,544
2018-06-30 13F-HR CME / CME Group, Inc. Put 163.88 12,100 1,983
2018-06-30 13F-HR COBZ / CoBiz Financial, Inc. 21.48 114,476 2,459
2018-06-30 13F-HR CB / Chubb Ltd Put 127.03 0 15,800 0 2,007
2018-06-30 13F-HR CXO / Concho Resources, Inc. Call 138.37 0 30,000 0 4,151
2018-06-30 13F-HR CI / Cigna Corp. 170.82 0 281 0 48
2018-06-30 13F-HR CELG / Celgene Corp. 79.43 0 32,230 0 2,560
2018-06-30 13F-HR CELG / Celgene Corp. Call 79.47 0 9,400 0 747
2018-06-30 13F-HR CELG / Celgene Corp. Put 79.42 0 148,200 0 11,770
2018-06-30 13F-HR CVX / Chevron Corp. 126.37 537 6,932 1,190.88 61 876 1,336.07
2018-06-30 13F-HR CVX / Chevron Corp. Put 126.43 3,300 54,100 1,539.39 376 6,840 1,719.15
2018-06-30 13F-HR 189464AB6 / Clovis Oncology, Inc. 2.5% 9/15/2021 1.08 5,574,000 5,574,000 0.00 6,483 6,020 -7.14
2018-06-30 13F-HR CMCSA / Comcast Corp. Call 32.81 0 62,300 0 2,044
2018-06-30 13F-HR CMCSA / Comcast Corp. Put 32.81 13,900 144,900 942.45 475 4,754 900.84
2018-06-30 13F-HR 171779AJ0 / Ciena Corp. Bond 1.33 9,910,000 8,510,000 -14.13 13,091 11,281 -13.83
2018-06-30 13F-HR CAT / Caterpillar, Inc. 135.67 10,091 21,633 114.38 1,487 2,935 97.38
2018-06-30 13F-HR CAT / Caterpillar, Inc. Call 135.62 10,700 3,200 -70.09 1,577 434 -72.48
2018-06-30 13F-HR KO / Coca Cola Co. 43.88 0 26,483 0 1,162
2018-06-30 13F-HR KO / Coca Cola Co. Call 43.84 0 7,300 0 320
2018-06-30 13F-HR KO / Coca Cola Co. Put 43.86 0 96,900 0 4,250
2018-06-30 13F-HR CF / CF Industries Holding, Inc. 47.62 0 42 0 2
2018-06-30 13F-HR C / Citigroup, Inc. Call 66.93 0 25,700 0 1,720
2018-06-30 13F-HR C / Citigroup, Inc. Put 66.92 4,000 126,800 3,070.00 270 8,485 3,042.59
2018-06-30 13F-HR 171779AK7 / Ciena Corp. 4% Bond 1.41 0 25,000,000 0 35,334
2018-06-30 13F-HR CHTR / Charter Communications, Inc. Put 293.16 0 7,600 0 2,228
2018-06-30 13F-HR CYH / Community Health Systems, Inc. 0.01 2,000,000 2,000,000 0.00 23 20 -13.04
2018-06-30 13F-HR CAVM / Cavium, Inc. 86.49 96,554 42,177 -56.32 7,664 3,648 -52.40
2018-06-30 13F-HR CL / Colgate-Palmolive Co. 64.86 0 6,953 0 451
2018-06-30 13F-HR CL / Colgate-Palmolive Co. Put 64.82 0 13,700 0 888
2018-06-30 13F-HR CTWSP / Connecticut Water Service, Inc. 65.32 40,092 2,619
2018-06-30 13F-HR STZ / Constellation Brands, Inc. Put 218.85 2,600 569
2018-06-30 13F-HR CCI / Crown Castle International Corp. 108.11 1,702 184
2018-06-30 13F-HR CCI / Crown Castle International Corp. Put 107.78 6,300 679
2018-06-30 13F-HR CSX / CSX Corp. Call 63.68 1,900 121
2018-06-30 13F-HR CSX / CSX Corp. Put 63.80 12,900 823
2018-06-30 13F-HR CMI / Cummins, Inc. Put 133.10 2,900 386
2018-06-30 13F-HR DHR / Danaher Corp. Put 98.68 14,400 1,421
2018-06-30 13F-HR DK / Delek US Holdings, Inc. 50.18 47,214 2,369
2018-06-30 13F-HR DAL / Delta Air Lines, Inc. Put 49.55 13,400 664
2018-06-30 13F-HR DISH / DISH Network Corp. Put 33.60 20,000 672
2018-06-30 13F-HR DOW / Dow Chemical Co. (The) Put 65.91 46,000 3,032
2018-06-30 13F-HR DVMT / Dell Technologies Inc. 84.58 90,000 125,000 38.89 6,589 10,573 60.46
2018-06-30 13F-HR DVMT / Dell Technologies Inc. Put 84.58 119,600 161,000 34.62 8,756 13,617 55.52
2018-06-30 13F-HR STZ / Constellation Brands, Inc. 218.66 0 997 0 218
2018-06-30 13F-HR COP / ConocoPhillips 69.69 0 5,424 0 378
2018-06-30 13F-HR COP / ConocoPhillips Call 69.57 0 7,000 0 487
2018-06-30 13F-HR COP / ConocoPhillips Put 69.63 0 38,000 0 2,646
2018-06-30 13F-HR CMI / Cummins, Inc. 133.06 0 2,172 0 289
2018-06-30 13F-HR DHR / Danaher Corp. Call 98.78 0 4,100 0 405
2018-06-30 13F-HR DOW / Dow Chemical Co. (The) 65.88 52 10,079 19,282.69 3 664 22,033.33
2018-06-30 13F-HR DIS / The Walt Disney Co. 104.84 1,188 15,548 1,208.75 119 1,630 1,269.75
2018-06-30 13F-HR DIS / The Walt Disney Co. Call 105.00 0 2,600 0 273
2018-06-30 13F-HR DE / Deere & Co. 139.80 0 8,562 0 1,197
2018-06-30 13F-HR DE / Deere & Co. Call 140.00 0 200 0 28
2018-06-30 13F-HR DE / Deere & Co. Put 140.00 0 1,400 0 196
2018-06-30 13F-HR DUK / Duke Energy Corp. 79.00 0 4,671 0 369
2018-06-30 13F-HR DISH / DISH Network Corp. 33.60 0 17,500 0 588
2018-06-30 13F-HR DISH / DISH Network Corp. Call 33.61 0 75,000 0 2,521
2018-06-30 13F-HR DPZ / Dominos Pizza Inc. Put 282.18 0 29,300 0 8,268
2018-06-30 13F-HR COTV / Cotiviti Holdings, Inc. 44.13 0 141,018 0 6,223
2018-06-30 13F-HR COST / Costco Wholesale Corp. 208.97 0 2,565 0 536
2018-06-30 13F-HR COST / Costco Wholesale Corp. Call 210.00 0 200 0 42
2018-06-30 13F-HR COST / Costco Wholesale Corp. Put 208.95 0 13,300 0 2,779
2018-06-30 13F-HR CLR / Continental Resources, Inc. 64.77 0 19,700 0 1,276
2018-06-30 13F-HR CVS / CVS Health Corporation Call 64.35 0 59,500 0 3,829
2018-06-30 13F-HR CVS / CVS Health Corporation Put 64.34 0 22,600 0 1,454
2018-06-30 13F-HR CSX / CSX Corp. 63.69 0 2,198 0 140
2018-06-30 13F-HR SATS / EchoStar Corp. Call 44.38 17,600 781
2018-06-30 13F-HR ECL / Ecolab, Inc. Call 140.62 1,600 225
2018-06-30 13F-HR ECL / Ecolab, Inc. Put 140.00 500 70
2018-06-30 13F-HR EHIC / eHi Car Services Ltd. 12.96 113,016 1,465
2018-06-30 13F-HR EMR / Emerson Electric Co. Call 69.10 6,700 463
2018-06-30 13F-HR EMR / Emerson Electric Co. Put 69.17 10,900 754
2018-06-30 13F-HR ENB / Enbridge Inc. Put 35.69 75,000 2,677
2018-06-30 13F-HR EGC / Energy XXI Gulf Coast, Inc. 8.84 453,200 4,006
2018-06-30 13F-HR EPD / Enterprise Products Partners L.P. Call 27.67 755,000 20,891
2018-06-30 13F-HR EVHC / Envision Healthcare Holdings, Inc. Put 45.00 200 9
2018-06-30 13F-HR EQIX / Equinix, Inc. Put 430.00 1,600 688
2018-06-30 13F-HR EXACT SCIENCES CORP / DBCV 1.000% 1/1 (30063PAA3) 1.05 12,500,000 13,178
2018-06-30 13F-HR ESRX / Express Scripts Holding Co. Put 77.27 1,100 85
2018-06-30 13F-HR FDX / FedEx Corp. Call 227.50 400 91
2018-06-30 13F-HR FBNK / First Connecticut Bancorp, Inc. 30.60 41,668 1,275
2018-06-30 13F-HR FISV / Fiserv, Inc. Put 74.29 2,100 156
2018-06-30 13F-HR FLEXION THERAPEUTICS INC / NOTE 3.375% 5/0 (33938JAB2) 1.22 4,500,000 5,508
2018-06-30 13F-HR FNBG / FNB Bancorp 36.70 7,220 265
2018-06-30 13F-HR FMI / Foundation Medicine, Inc. 136.70 22,567 3,085
2018-06-30 13F-HR GPS / Gap, Inc. (The) Put 32.40 25,000 810
2018-06-30 13F-HR EMR / Emerson Electric Co. 62.50 0 32 0 2
2018-06-30 13F-HR EBAY / eBay, Inc. Call 36.21 0 5,800 0 210
2018-06-30 13F-HR FCX / Freeport-McMoRan Inc. Call 17.26 0 136,700 0 2,359
2018-06-30 13F-HR FCX / Freeport-McMoRan Inc. Put 17.26 0 137,900 0 2,380
2018-06-30 13F-HR FB / Facebook, Inc. 194.32 135,916 169,016 24.35 21,718 32,843 51.22
2018-06-30 13F-HR FB / Facebook, Inc. Call 194.30 180,200 25,100 -86.07 28,794 4,877 -83.06
2018-06-30 13F-HR EOG / EOG Resources, Inc. 124.73 0 1,411 0 176
2018-06-30 13F-HR EOG / EOG Resources, Inc. Call 124.44 0 1,800 0 224
2018-06-30 13F-HR EOG / EOG Resources, Inc. Put 124.45 0 11,900 0 1,481
2018-06-30 13F-HR EXC / Exelon Corp. 42.61 0 1,596 0 68
2018-06-30 13F-HR DUK / Duke Energy Corp. Call 79.09 0 1,100 0 87
2018-06-30 13F-HR FISV / Fiserv, Inc. 74.19 0 620 0 46
2018-06-30 13F-HR XOM / Exxon Mobil Corp. 82.72 7,891 25,857 227.68 589 2,139 263.16
2018-06-30 13F-HR XOM / Exxon Mobil Corp. Put 82.73 19,600 138,000 604.08 1,462 11,417 680.92
2018-06-30 13F-HR FDX / FedEx Corp. 226.98 0 5,049 0 1,146
2018-06-30 13F-HR FDX / FedEx Corp. Put 227.01 0 9,700 0 2,202
2018-06-30 13F-HR F / Ford Motor Co. Call 11.09 0 22,900 0 254
2018-06-30 13F-HR EQIX / Equinix, Inc. 431.03 0 174 0 75
2018-06-30 13F-HR EQIX / Equinix, Inc. Call 430.00 0 200 0 86
2018-06-30 13F-HR EVHC / Envision Healthcare Holdings, Inc. 44.01 0 625,509 0 27,529
2018-06-30 13F-HR GRANITE PT MTG TR INC / NOTE 5.625%12/0 (38741LAB3) 1.02 20,500,000 20,896
2018-06-30 13F-HR GBNK / Guaranty Bancorp 29.80 53,695 1,600
2018-06-30 13F-HR HPQ / HP Inc. Call 25.00 200 5
2018-06-30 13F-HR ICONIX BRAND GROUP INC / NOTE 5.750% 8/1 (451055AG2) 0.66 4,000,000 2,636
2018-06-30 13F-HR IILG / Interval Leisure Group, Inc. 33.02 84,785 2,800
2018-06-30 13F-HR ILMN / Illumina, Inc. Put 279.41 1,700 475
2018-06-30 13F-HR INSMED INC / NOTE 1.750% 1/1 (457669AA7) 0.92 4,000,000 3,687
2018-06-30 13F-HR INSULET CORP / NOTE 1.250% 9/1 (45784PAF8) 1.52 18,000,000 27,401
2018-06-30 13F-HR INTC / Intel Corp. Call 49.70 0 23,400 0 1,163
2018-06-30 13F-HR ILMN / Illumina, Inc. 278.46 0 571 0 159
2018-06-30 13F-HR HAL / Halliburton Co. 45.07 40,116 34,190 -14.77 1,883 1,541 -18.16
2018-06-30 13F-HR HAL / Halliburton Co. Call 45.00 0 1,800 0 81
2018-06-30 13F-HR GT / Goodyear Tire & Rubber Co. (The) 23.29 0 35,000 0 815
2018-06-30 13F-HR GM / General Motors Company Call 39.38 0 17,600 0 693
2018-06-30 13F-HR GM / General Motors Company Put 39.41 0 25,500 0 1,005
2018-06-30 13F-HR GD / General Dynamics Corp. Call 186.67 0 300 0 56
2018-06-30 13F-HR HON / Honeywell International, Inc. 144.13 0 5,294 0 763
2018-06-30 13F-HR HON / Honeywell International, Inc. Call 144.00 0 2,000 0 288
2018-06-30 13F-HR HON / Honeywell International, Inc. Put 144.07 0 15,000 0 2,161
2018-06-30 13F-HR GE / General Electric Co. 13.61 0 208,956 0 2,844
2018-06-30 13F-HR GE / General Electric Co. Put 13.61 0 794,100 0 10,808
2018-06-30 13F-HR HD / Home Depot, Inc. (The) 195.08 631 6,669 956.89 112 1,301 1,061.61
2018-06-30 13F-HR HD / Home Depot, Inc. (The) Call 195.71 0 700 0 137
2018-06-30 13F-HR GILD / Gilead Sciences, Inc. 70.85 1,746 24,812 1,321.08 132 1,758 1,231.82
2018-06-30 13F-HR GILD / Gilead Sciences, Inc. Call 70.81 0 3,700 0 262
2018-06-30 13F-HR GS / Goldman Sachs Group, Inc. (The) 220.62 7,836 8,585 9.56 1,974 1,894 -4.05
2018-06-30 13F-HR IDRA / Idera Pharmaceuticals, Inc. 1.32 424,597 707,128 66.54 781 933 19.46
2018-06-30 13F-HR HLF / Herbalife Ltd. Put 53.73 48,800 15,000 -69.26 4,757 806 -83.06
2018-06-30 13F-HR GNW / Genworth Financial, Inc. 4.50 461,700 642,518 39.16 1,307 2,891 121.19
2018-06-30 13F-HR GIS / General Mills, Inc. 44.54 0 696 0 31
2018-06-30 13F-HR 42703MAB9 / Herbalife Ltd. 2.0% Bond due 2019-08-15 1.30 5,500,000 43,825,000 696.82 6,676 56,792 750.69
2018-06-30 13F-HR INVESCO QQQ TR / UNIT SER 1 (46090E103) Call 171.65 1,082,300 185,777
2018-06-30 13F-HR INVESCO QQQ TR / UNIT SER 1 (46090E103) Put 171.65 1,413,500 242,627
2018-06-30 13F-HR INVESCO QQQ TR / UNIT SER 1 (46090E103) 171.58 2,576 442
2018-06-30 13F-HR JCI / Johnson Controls International plc Call 33.45 300,000 10,035
2018-06-30 13F-HR JCI / Johnson Controls International plc Put 33.45 374,000 12,510
2018-06-30 13F-HR FXI / iShares China Large-Cap ETF Call 42.97 1,282,300 2,073,400 61.69 60,576 89,094 47.08
2018-06-30 13F-HR FXI / iShares China Large-Cap ETF Put 42.97 1,526,800 3,281,700 114.94 72,126 141,015 95.51
2018-06-30 13F-HR EEM / iShares MSCI Emerging Markets ETF Put 43.33 800,000 96,200 -87.97 38,624 4,168 -89.21
2018-06-30 13F-HR EFA / iShares MSCI EAFE ETF 66.97 20,691 292,745 1,314.84 1,442 19,605 1,259.57
2018-06-30 13F-HR EFA / iShares MSCI EAFE ETF Put 66.97 0 3,160,500 0 211,659
2018-06-30 13F-HR EWY / iShares MSCI South Korea Capped ETF 67.71 0 19,908 0 1,348
2018-06-30 13F-HR FM / iShares MSCI Frontier 100 ETF 28.84 37,321 9,918 -73.43 1,310 286 -78.17
2018-06-30 13F-HR INTU / Intuit Inc. 202.90 0 345 0 70
2018-06-30 13F-HR LQD / iShares iBoxx $ Investment Grade Corporate Bond ETF 114.57 44,203 32,757 -25.89 5,189 3,753 -27.67
2018-06-30 13F-HR EWW / iShares MSCI Mexico Capped ETF Call 47.13 0 17,100 0 806
2018-06-30 13F-HR EWW / iShares MSCI Mexico Capped ETF Put 47.14 0 24,100 0 1,136
2018-06-30 13F-HR JCI / Johnson Controls International plc 33.45 0 91,178 0 3,050
2018-06-30 13F-HR EWI / iShares MSCI Italy Capped ETF 28.88 0 43,797 0 1,265
2018-06-30 13F-HR HYG / iShares iBoxx $ High Yield Corporate Bond ETF Put 85.08 960,000 4,000,000 316.67 82,214 340,320 313.94
2018-06-30 13F-HR IWM / iShares Russell 2000 ETF 163.77 9,031 163,216 1,707.29 1,371 26,730 1,849.67
2018-06-30 13F-HR JPM / JPMorgan Chase & Co. 104.21 4,747 44,556 838.61 522 4,643 789.46
2018-06-30 13F-HR JPM / JPMorgan Chase & Co. Put 104.20 9,900 93,200 841.41 1,089 9,711 791.74
2018-06-30 13F-HR EWT / iShares MSCI Taiwan ETF 35.99 0 10,669 0 384
2018-06-30 13F-HR JNJ / Johnson & Johnson 121.33 120,812 43,170 -64.27 15,482 5,238 -66.17
2018-06-30 13F-HR JNJ / Johnson & Johnson Put 121.34 420,400 79,600 -81.07 53,874 9,659 -82.07
2018-06-30 13F-HR SHY / iShares 1-3 Year Treasury Bond ETF 83.34 13,404 7,715 -42.44 1,120 643 -42.59
2018-06-30 13F-HR AGG / iShares Core U.S. Aggregate Bond ETF 106.33 21,800 50,936 133.65 2,338 5,416 131.65
2018-06-30 13F-HR EWS / iShares MSCI Singapore ETF 23.99 0 36,269 0 870
2018-06-30 13F-HR TLT / iShares 20+ Year Treasury Bond ETF 121.73 11,353 71,521 529.97 1,384 8,706 529.05
2018-06-30 13F-HR TLT / iShares 20+ Year Treasury Bond ETF Call 121.69 0 18,300 0 2,227
2018-06-30 13F-HR EWH / iShares MSCI Hong Kong ETF 24.21 120,488 77,582 -35.61 3,050 1,878 -38.43
2018-06-30 13F-HR DVY / iShares Select Dividend ETF 97.75 16,820 16,461 -2.13 1,600 1,609 0.56
2018-06-30 13F-HR EWQ / iShares MSCI France ETF 30.55 0 14,270 0 436
2018-06-30 13F-HR MKC / McCormick & Co., Inc. Put 116.08 25,000 2,902
2018-06-30 13F-HR MCK / McKesson Corp. Put 133.18 2,200 293
2018-06-30 13F-HR LRCX / Lam Research Corp. Call 173.33 0 300 0 52
2018-06-30 13F-HR LRCX / Lam Research Corp. Put 172.93 0 4,100 0 709
2018-06-30 13F-HR KHC / Kraft Heinz Company 62.80 0 2,500 0 157
2018-06-30 13F-HR KMI / Kinder Morgan, Inc. 17.99 662,173 834 -99.87 9,972 15 -99.85
2018-06-30 13F-HR KMI / Kinder Morgan, Inc. Put 17.67 914,800 17,600 -98.08 13,777 311 -97.74
2018-06-30 13F-HR KMB / Kimberly-Clark Corp. 105.26 0 2,242 0 236
2018-06-30 13F-HR LOW / Lowe's Companies, Inc. 95.69 0 4,013 0 384
2018-06-30 13F-HR LOW / Lowe's Companies, Inc. Call 95.71 0 2,100 0 201
2018-06-30 13F-HR LOW / Lowe's Companies, Inc. Put 95.58 0 26,900 0 2,571
2018-06-30 13F-HR MAR / Marriott International, Inc. 126.75 0 1,862 0 236
2018-06-30 13F-HR MAR / Marriott International, Inc. Call 127.50 0 400 0 51
2018-06-30 13F-HR MMC / Marsh & McLennan Companies, Inc. 82.38 0 522 0 43
2018-06-30 13F-HR MDT / Medtronic plc 85.61 1,169 35,173 2,908.81 94 3,011 3,103.19
2018-06-30 13F-HR MDT / Medtronic plc Put 85.61 2,700 32,100 1,088.89 217 2,748 1,166.36
2018-06-30 13F-HR MCD / McDonald's Corp. 156.64 0 8,791 0 1,377
2018-06-30 13F-HR MCD / McDonald's Corp. Call 155.00 0 200 0 31
2018-06-30 13F-HR MCD / McDonald's Corp. Put 156.70 0 19,700 0 3,087
2018-06-30 13F-HR MRK / Merck & Co., Inc. 60.71 0 17,575 0 1,067
2018-06-30 13F-HR LMT / Lockheed Martin Corp. 295.41 0 5,748 0 1,698
2018-06-30 13F-HR LMT / Lockheed Martin Corp. Call 300.00 0 100 0 30
2018-06-30 13F-HR MCK / McKesson Corp. 132.96 0 1,083 0 144
2018-06-30 13F-HR CALL / magicJack VocalTec Ltd. 8.49 33,969 50,974 50.06 285 433 51.93
2018-06-30 13F-HR 584688AG0 / Medicines Company Bond 1.01 25,000,000 30,500,000 22.00 24,128 30,820 27.74
2018-06-30 13F-HR 58733RAB8 / MercadoLibre, Inc. Bond 2.37 22,500,000 22,500,000 0.00 63,720 53,435 -16.14
2018-06-30 13F-HR LLY / Eli Lilly & Co. 85.32 0 3,106 0 265
2018-06-30 13F-HR JPM / JPMorgan Chase & Co. Call 104.22 0 13,500 0 1,407
2018-06-30 13F-HR MA / MasterCard Incorporated 196.54 434 3,760 766.36 76 739 872.37
2018-06-30 13F-HR MKC / McCormick & Co., Inc. 105.26 0 19 0 2
2018-06-30 13F-HR MU / Micron Technology, Inc. Put 52.43 37,900 1,987
2018-06-30 13F-HR MDB / MongoDB Inc 49.60 17,600 873
2018-06-30 13F-HR MCO / Moody's Corp. Put 170.50 4,000 682
2018-06-30 13F-HR NEE / NextEra Energy, Inc. Put 167.03 19,500 3,257
2018-06-30 13F-HR NSC / Norfolk Southern Corp. Put 150.77 1,300 196
2018-06-30 13F-HR NSC / Norfolk Southern Corp. Call 151.25 800 121
2018-06-30 13F-HR NOC / Northrop Grumman Corp. Put 307.78 4,500 1,385
2018-06-30 13F-HR MU / Micron Technology, Inc. 52.32 0 3,593 0 188
2018-06-30 13F-HR MS / Morgan Stanley 47.38 0 23,384 0 1,108
2018-06-30 13F-HR MS / Morgan Stanley Call 47.39 0 44,100 0 2,090
2018-06-30 13F-HR NSC / Norfolk Southern Corp. 151.66 0 211 0 32
2018-06-30 13F-HR NEE / NextEra Energy, Inc. 166.94 0 4,211 0 703
2018-06-30 13F-HR NEE / NextEra Energy, Inc. Call 167.50 0 800 0 134
2018-06-30 13F-HR MDLZ / Mondelez International, Inc. 41.02 0 20,455 0 839
2018-06-30 13F-HR MDLZ / Mondelez International, Inc. Call 41.18 0 1,700 0 70
2018-06-30 13F-HR MDLZ / Mondelez International, Inc. Put 41.01 0 53,500 0 2,194
2018-06-30 13F-HR NFLX / Netflix, Inc. 391.09 59 1,391 2,257.63 17 544 3,100.00
2018-06-30 13F-HR NFLX / Netflix, Inc. Call 391.54 20,200 2,600 -87.13 5,966 1,018 -82.94
2018-06-30 13F-HR NFLX / Netflix, Inc. Put 391.45 500 17,200 3,340.00 148 6,733 4,449.32
2018-06-30 13F-HR MSFT / Microsoft Corp. 98.61 99,485 98,748 -0.74 9,080 9,738 7.25
2018-06-30 13F-HR MSFT / Microsoft Corp. Call 98.61 236,500 28,000 -88.16 21,585 2,761 -87.21
2018-06-30 13F-HR MSFT / Microsoft Corp. Put 98.61 878,900 886,500 0.86 80,217 87,418 8.98
2018-06-30 13F-HR NKE / Nike, Inc. 73.53 0 68 0 5
2018-06-30 13F-HR NKE / Nike, Inc. Call 79.68 0 155,800 0 12,414
2018-06-30 13F-HR NKE / Nike, Inc. Put 79.69 0 47,900 0 3,817
2018-06-30 13F-HR MCO / Moody's Corp. 170.91 0 1,100 0 188
2018-06-30 13F-HR NBR / Nabors Industries Ltd. 6.42 0 41,600 0 267
2018-06-30 13F-HR MRK / Merck & Co., Inc. Call 60.64 0 7,800 0 473
2018-06-30 13F-HR MRK / Merck & Co., Inc. Put 60.70 0 73,900 0 4,486
2018-06-30 13F-HR NVDA / NVIDIA Corp. 236.91 1,039 33,869 3,159.77 241 8,024 3,229.46
2018-06-30 13F-HR NVDA / NVIDIA Corp. Put 236.90 3,000 53,200 1,673.33 695 12,603 1,713.38
2018-06-30 13F-HR 670704AG0 / NuVasive, Inc. Bond 1.09 12,000,000 12,000,000 0.00 13,241 13,033 -1.57
2018-06-30 13F-HR 63934EAQ1 / Navistar International Corp. Bond 4.50% Due 10/15/2018 1.01 15,000,000 11,000,000 -26.67 15,229 11,078 -27.26
2018-06-30 13F-HR 595112AY9 / Micron Technology, Inc. Bond 1.80 0 87,250,000 0 157,343
2018-06-30 13F-HR 63934EAS7 / Navistar International Corp. Bond 4.75% Due 4/15/2019 1.03 37,000,000 33,050,000 -10.68 38,156 34,143 -10.52
2018-06-30 13F-HR NYLD / NRG Yield, Inc. 17.22 23,700 23,700 0.00 403 408 1.24
2018-06-30 13F-HR NOC / Northrop Grumman Corp. 307.61 0 2,877 0 885
2018-06-30 13F-HR PYPL / PayPal Holdings, Inc. Put 83.27 55,300 4,605
2018-06-30 13F-HR PSX / Phillips 66 Call 112.27 2,200 247
2018-06-30 13F-HR PXD / Pioneer Natural Resources Co. Call 190.00 600 114
2018-06-30 13F-HR PXD / Pioneer Natural Resources Co. Put 189.25 4,000 757
2018-06-30 13F-HR PPG / PPG Industries, Inc. Put 103.78 4,500 467
2018-06-30 13F-HR TROW / Price (T.) Rowe Group, Inc. Put 116.00 2,000 232
2018-06-30 13F-HR TROW / Price (T.) Rowe Group, Inc. Call 120.00 100 12
2018-06-30 13F-HR PLD / Prologis, Inc. Put 65.66 15,900 1,044
2018-06-30 13F-HR 74346YAB9 / Pros Holdings, Inc. Bond 1.20 5,000,000 5,989
2018-06-30 13F-HR PE / Parsley Energy, Inc. 30.28 49,903 66,803 33.87 1,447 2,023 39.81
2018-06-30 13F-HR PFE / Pfizer, Inc. 36.28 5,216 42,392 712.73 185 1,538 731.35
2018-06-30 13F-HR PFE / Pfizer, Inc. Call 36.30 0 5,400 0 196
2018-06-30 13F-HR PFE / Pfizer, Inc. Put 36.28 14,500 121,800 740.00 515 4,419 758.06
2018-06-30 13F-HR PNC / PNC Financial Services Group, Inc. (The) 135.04 0 7,842 0 1,059
2018-06-30 13F-HR PNC / PNC Financial Services Group, Inc. (The) Call 135.38 0 1,300 0 176
2018-06-30 13F-HR PNC / PNC Financial Services Group, Inc. (The) Put 135.10 0 14,500 0 1,959
2018-06-30 13F-HR OXY / Occidental Petroleum Corp. 83.69 0 14,326 0 1,199
2018-06-30 13F-HR OXY / Occidental Petroleum Corp. Call 83.75 0 1,600 0 134
2018-06-30 13F-HR OXY / Occidental Petroleum Corp. Put 83.71 0 13,200 0 1,105
2018-06-30 13F-HR 62952QAB6 / NXP Semiconductors N.V. Bond 1.21 72,000,000 63,500,000 -11.81 89,457 76,554 -14.42
2018-06-30 13F-HR PG / Procter & Gamble Co. (The) Call 78.04 159,500 9,700 -93.92 12,645 757 -94.01
2018-06-30 13F-HR PG / Procter & Gamble Co. (The) Put 78.06 225,000 106,600 -52.62 17,838 8,321 -53.35
2018-06-30 13F-HR ORCL / Oracle Corp. Call 43.95 32,800 4,300 -86.89 1,501 189 -87.41
2018-06-30 13F-HR ORCL / Oracle Corp. Put 44.06 35,000 73,900 111.14 1,601 3,256 103.37
2018-06-30 13F-HR PPG / PPG Industries, Inc. 103.69 0 1,842 0 191
2018-06-30 13F-HR PYPL / PayPal Holdings, Inc. 83.30 0 6,927 0 577
2018-06-30 13F-HR PYPL / PayPal Holdings, Inc. Call 83.30 0 11,200 0 933
2018-06-30 13F-HR OCLR / Oclaro, Inc 8.93 446,292 326,342 -26.88 4,267 2,914 -31.71
2018-06-30 13F-HR OAS / Oasis Petroleum Inc. 12.98 37,000 41,000 10.81 527 532 0.95
2018-06-30 13F-HR NXTM / NxStage Medical, Inc. 27.90 201,760 214,674 6.40 5,016 5,989 19.40
2018-06-30 13F-HR ORBK / Orbotech Ltd. 61.80 159,784 289,042 80.90 9,935 17,863 79.80
2018-06-30 13F-HR TROW / Price (T.) Rowe Group, Inc. 115.75 0 959 0 111
2018-06-30 13F-HR JCP / J.C. Penney Co., Inc. 2.34 0 248,000 0 580
2018-06-30 13F-HR PM / Philip Morris International, Inc. Put 80.73 38,700 51,800 33.85 3,847 4,182 8.71
2018-06-30 13F-HR PHH / PHH Corp. 10.86 188,228 61,147 -67.51 1,969 664 -66.28
2018-06-30 13F-HR RTN / Raytheon Co. Put 193.17 10,400 2,009
2018-06-30 13F-HR RTN / Raytheon Co. Call 193.75 800 155
2018-06-30 13F-HR RHT / Red Hat, Inc. Put 134.29 4,200 564
2018-06-30 13F-HR RHT / Red Hat, Inc. Call 130.00 100 13
2018-06-30 13F-HR RCII / Rent-A-Center, Inc. 14.72 256,096 3,770
2018-06-30 13F-HR ROP / Roper Technologies, Inc. Call 280.00 100 28
2018-06-30 13F-HR CRM / Salesforce.com, Inc. Put 136.42 21,200 2,892
2018-06-30 13F-HR SENSEONICS HLDGS INC / NOTE 5.250% 2/0 (81727UAA3) 1.43 1,000,000 1,430
2018-06-30 13F-HR CRM / Salesforce.com, Inc. 136.34 0 3,352 0 457
2018-06-30 13F-HR CRM / Salesforce.com, Inc. Call 136.50 0 2,000 0 273
2018-06-30 13F-HR SCHW / Schwab Charles Corp 51.15 0 9,619 0 492
2018-06-30 13F-HR XLP / SPDR Consumer Staples Select Sector ETF 51.57 112,780 2,928 -97.40 5,936 151 -97.46
2018-06-30 13F-HR XLP / SPDR Consumer Staples Select Sector ETF Call 51.53 230,000 669,800 191.22 12,105 34,515 185.13
2018-06-30 13F-HR XLY / SPDR Consumer Discretionary Select Sector ETF 109.29 14,439 11,575 -19.84 1,463 1,265 -13.53
2018-06-30 13F-HR QCOM / QUALCOMM Incorporated 56.15 14 14,728 105,100.00 1 827 82,600.00
2018-06-30 13F-HR QCOM / QUALCOMM Incorporated Call 56.00 25,700 3,000 -88.33 1,424 168 -88.20
2018-06-30 13F-HR QCOM / QUALCOMM Incorporated Put 56.13 144,000 43,100 -70.07 7,979 2,419 -69.68
2018-06-30 13F-HR COL / Rockwell Collins, Inc. 134.68 549,824 395,471 -28.07 74,144 53,262 -28.16
2018-06-30 13F-HR SRE / Sempra Energy 116.42 0 481 0 56
2018-06-30 13F-HR 750469AA6 / Radius Health, Inc. Bond 0.93 5,500,000 5,500,000 0.00 5,555 5,130 -7.65
2018-06-30 13F-HR RH / Restoration Hardware Holdings, Inc. Put 139.70 71,300 40,300 -43.48 6,793 5,630 -17.12
2018-06-30 13F-HR ROP / Roper Technologies, Inc. 275.56 0 1,027 0 283
2018-06-30 13F-HR RHT / Red Hat, Inc. 134.50 0 3,130 0 421
2018-06-30 13F-HR RTN / Raytheon Co. 193.18 0 7,097 0 1,371
2018-06-30 13F-HR RRC / Range Resources Corp. 16.73 0 60,000 0 1,004
2018-06-30 13F-HR 758075AC9 / Redwood Tr Inc Bond 0.97 20,000,000 20,000,000 0.00 19,436 19,442 0.03
2018-06-30 13F-HR SLB / Schlumberger Ltd. 67.02 54,110 82,925 53.25 3,505 5,558 58.57
2018-06-30 13F-HR SLB / Schlumberger Ltd. Call 67.03 0 81,900 0 5,490
2018-06-30 13F-HR SLB / Schlumberger Ltd. Put 67.03 0 74,700 0 5,007
2018-06-30 13F-HR SYK / Stryker Corp. Put 168.79 5,800 979
2018-06-30 13F-HR SYMC / Symantec Corp. Call 20.65 759,900 15,692
2018-06-30 13F-HR TEL / TE Connectivity Ltd. Call 90.00 300 27
2018-06-30 13F-HR TEL / TE Connectivity Ltd. Put 90.10 9,600 865
2018-06-30 13F-HR TERADYNE INC / NOTE 1.250%12/1 (880770AG7) 1.33 20,000,000 26,672
2018-06-30 13F-HR SBUX / Starbucks Corp. Call 48.89 0 7,200 0 352
2018-06-30 13F-HR SBUX / Starbucks Corp. Put 48.85 0 38,200 0 1,866
2018-06-30 13F-HR JNK / SPDR Barclays High Yield Bond ETF 35.48 0 102,130 0 3,624
2018-06-30 13F-HR SYY / SYSCO Corp. Put 68.28 0 2,900 0 198
2018-06-30 13F-HR LUV / Southwest Airlines Co. 50.84 0 6,019 0 306
2018-06-30 13F-HR TXN / Texas Instruments Inc. 110.30 670 7,226 978.51 70 797 1,038.57
2018-06-30 13F-HR SPY / SPDR S&P 500 ETF Trust 271.28 828,222 514,222 -37.91 217,947 139,498 -35.99
2018-06-30 13F-HR SPY / SPDR S&P 500 ETF Trust Put 271.28 390,700 323,600 -17.17 102,813 87,786 -14.62
2018-06-30 13F-HR 88160RAB7 / Tesla Motors, Inc. Convertible Bond 0.250% Due 3/1/2019 1.10 52,500,000 78,819,000 50.13 52,459 86,956 65.76
2018-06-30 13F-HR SHPG / Shire Plc. 168.80 0 303,176 0 51,176
2018-06-30 13F-HR SHPG / Shire Plc. Put 168.80 0 225,000 0 37,980
2018-06-30 13F-HR 88163VAE9 / Teva Pharmaceutical Fin Llc Bond 0.93 37,354,000 23,000,000 -38.43 32,925 21,433 -34.90
2018-06-30 13F-HR FEZ / SPDR Euro STOXX 50 ETF 38.32 23,923 8,978 -62.47 963 344 -64.28
2018-06-30 13F-HR TSLA / Tesla Motors, Inc. Put 342.95 126,400 98,000 -22.47 33,639 33,609 -0.09
2018-06-30 13F-HR S / Sprint Corporation 5.44 0 341,449 0 1,857
2018-06-30 13F-HR GLD / SPDR Gold Shares Call 118.65 200,000 208,500 4.25 25,158 24,739 -1.67
2018-06-30 13F-HR XOP / SPDR S&P Oil & Gas Exploration & Production ETF 43.26 1 2,196 219,500.00 0 95
2018-06-30 13F-HR TGT / Target Corp. 76.21 0 4,868 0 371
2018-06-30 13F-HR TGT / Target Corp. Put 76.09 0 16,900 0 1,286
2018-06-30 13F-HR STC / Stewart Information Services Corp. 43.07 165,222 80,888 -51.04 7,260 3,484 -52.01
2018-06-30 13F-HR SPG / Simon Property Group, Inc. 170.55 0 1,202 0 205
2018-06-30 13F-HR SPG / Simon Property Group, Inc. Put 170.25 0 4,000 0 681
2018-06-30 13F-HR DIA / SPDR Dow Jones Industrial Average ETF 242.66 2,804 3,540 26.25 677 859 26.88
2018-06-30 13F-HR TRXC / TransEnterix, Inc. 4.36 150,000 654
2018-06-30 13F-HR TRIP / TripAdvisor, Inc. Call 55.71 52,500 2,925
2018-06-30 13F-HR TRIP / TripAdvisor, Inc. Put 55.71 72,500 4,039
2018-06-30 13F-HR USG / USG Corp. 43.12 68,483 2,953
2018-06-30 13F-HR VLO / Valero Energy Corp. Call 110.00 200 22
2018-06-30 13F-HR VVC / Vectren Corp. 71.45 370,427 26,467
2018-06-30 13F-HR VZ / Verizon Communications, Inc. 50.30 0 35,509 0 1,786
2018-06-30 13F-HR 92763WAA1 / Vipshop Holdings, Inc. Bond 0.99 29,000,000 38,000,000 31.03 31,272 37,529 20.01
2018-06-30 13F-HR TRCO / Tribune Media Company 38.27 206,496 269,812 30.66 8,365 10,326 23.44
2018-06-30 13F-HR VR / Validus Holdings Ltd. 67.60 356,881 125,999 -64.69 24,072 8,518 -64.61
2018-06-30 13F-HR USG / USG Corp. Call 43.12 68,200 138,200 102.64 2,757 5,959 116.14
2018-06-30 13F-HR UNP / Union Pacific Corp. 141.56 214 1,653 672.43 29 234 706.90
2018-06-30 13F-HR UNP / Union Pacific Corp. Call 141.73 600 7,500 1,150.00 81 1,063 1,212.35
2018-06-30 13F-HR X / United States Steel Corp. 34.74 0 43,892 0 1,525
2018-06-30 13F-HR X / United States Steel Corp. Call 34.75 0 89,100 0 3,096
2018-06-30 13F-HR X / United States Steel Corp. Put 34.75 0 132,100 0 4,590
2018-06-30 13F-HR FOX / Twenty-First Century Fox, Inc. Call 49.69 100,000 466,700 366.70 3,669 23,190 532.05
2018-06-30 13F-HR V / Visa, Inc. 132.45 1,364 12,344 804.99 163 1,635 903.07
2018-06-30 13F-HR V / Visa, Inc. Call 132.35 0 1,700 0 225
2018-06-30 13F-HR UTX / United Technologies Corp. Put 125.04 0 25,800 0 3,226
2018-06-30 13F-HR TMO / Thermo Fisher Scientific, Inc. 207.21 0 3,856 0 799
2018-06-30 13F-HR USB / U.S. Bancorp 50.06 0 11,406 0 571
2018-06-30 13F-HR USB / U.S. Bancorp Call 50.00 0 13,400 0 670
2018-06-30 13F-HR USB / U.S. Bancorp Put 50.03 0 31,000 0 1,551
2018-06-30 13F-HR TJX / TJX Companies, Inc. (The) 95.32 0 2,885 0 275
2018-06-30 13F-HR TJX / TJX Companies, Inc. (The) Put 95.16 0 12,600 0 1,199
2018-06-30 13F-HR TROX / Tronox Ltd 19.68 250,000 125,000 -50.00 4,610 2,460 -46.64
2018-06-30 13F-HR BND / Vanguard Total Bond Market ETF 79.19 37,226 69,578 86.91 2,975 5,510 85.21
2018-06-30 13F-HR PAY / VeriFone Systems, Inc 22.82 0 182,215 0 4,158
2018-06-30 13F-HR VLO / Valero Energy Corp. 110.88 0 3,779 0 419
2018-06-30 13F-HR 92240MAY4 / Vector Group, Ltd. 2.5% Bond Due 1/15/2019 1.33 19,000,000 19,000,000 0.00 27,265 25,334 -7.08
2018-06-30 13F-HR UAL / United Continental Holdings, Inc. 69.71 52,600 20,600 -60.84 3,654 1,436 -60.70
2018-06-30 13F-HR TOL / Toll Brothers, Inc. 37.02 0 15,100 0 559
2018-06-30 13F-HR UNH / UnitedHealth Group Inc. 245.31 0 3,946 0 968
2018-06-30 13F-HR UNH / UnitedHealth Group Inc. Put 245.32 0 15,600 0 3,827
2018-06-30 13F-HR 909214BS6 / Unisys Corp. Bond 1.51 10,500,000 10,500,000 0.00 13,845 15,805 14.16
2018-06-30 13F-HR WDC / Western Digital Corp. Put 77.38 4,200 325
2018-06-30 13F-HR WY / Weyerhaeuser Co. Call 36.52 4,600 168
2018-06-30 13F-HR WY / Weyerhaeuser Co. Put 36.44 11,800 430
2018-06-30 13F-HR WY / Weyerhaeuser Co. 36.23 1,242 45
2018-06-30 13F-HR WHITING PETE CORP NEW / (966387409) 52.73 15,209 802
2018-06-30 13F-HR WMB / Williams Companies, Inc. (The) Put 27.11 69,200 1,876
2018-06-30 13F-HR XCRA / Xcerra Corp 13.97 221,233 3,091
2018-06-30 13F-HR XRM / Xerium Technologies, Inc. 13.23 50,930 674
2018-06-30 13F-HR XL / XL Group Ltd. Call 55.95 110,000 6,155
2018-06-30 13F-HR RAD / Rite Aid Corp. 1.73 100,000 100,000 0.00 168 173 2.98
2018-06-30 13F-HR RAD / Rite Aid Corp. Call 1.73 1,250,000 1,250,000 0.00 2,100 2,163 3.00
2018-06-30 13F-HR T / AT & T, Inc. 32.11 0 61,920 0 1,988
2018-06-30 13F-HR T / AT & T, Inc. Call 32.11 443,900 309,900 -30.19 15,825 9,951 -37.12
2018-06-30 13F-HR T / AT & T, Inc. Put 32.11 249,800 202,900 -18.78 8,905 6,515 -26.84
2018-06-30 13F-HR CB / Chubb Ltd 121.95 0 82 0 10
2018-06-30 13F-HR CB / Chubb Ltd Call 126.98 0 8,600 0 1,092
2018-06-30 13F-HR GOOGL / Alphabet Inc. 1,129.25 367 1,501 308.99 381 1,695 344.88
2018-06-30 13F-HR GOOGL / Alphabet Inc. Put 1,129.19 900 21,000 2,233.33 933 23,713 2,441.59
2018-06-30 13F-HR DAL / Delta Air Lines, Inc. 49.56 0 6,901 0 342
2018-06-30 13F-HR ESRX / Express Scripts Holding Co. 77.21 41,360 309,635 648.63 2,857 23,907 736.79
2018-06-30 13F-HR LRCX / Lam Research Corp. 172.87 0 2,042 0 353
2018-06-30 13F-HR WMT / Walmart, Inc. Put 85.65 186,400 57,200 -69.31 16,584 4,899 -70.46
2018-06-30 13F-HR WDC / Western Digital Corp. 77.28 0 1,954 0 151
2018-06-30 13F-HR WM / Waste Management, Inc. 81.32 0 2,730 0 222
2018-06-30 13F-HR WM / Waste Management, Inc. Call 82.00 0 500 0 41
2018-06-30 13F-HR WM / Waste Management, Inc. Put 81.38 0 8,700 0 708
2018-06-30 13F-HR WFC / Wells Fargo & Co. 55.44 3,099 18,417 494.29 162 1,021 530.25
2018-06-30 13F-HR WFC / Wells Fargo & Co. Call 55.46 0 18,300 0 1,015
2018-06-30 13F-HR WPX / WPX Energy, Inc. 18.02 0 48,000 0 865
2018-06-30 13F-HR 947075AH0 / Weatherford International plc Bond 0.99 3,500,000 9,500,000 171.43 3,146 9,373 197.93
2018-06-30 13F-HR 966387AL6 / Whiting Petroleum Corp. 1.25% Bond due 2020-04-01 0.96 36,000,000 40,000,000 11.11 34,065 38,277 12.36
2018-06-30 13F-HR ZG / Zillow Group, Inc. 59.07 0 30,200 0 1,784
2018-06-30 13F-HR PXD / Pioneer Natural Resources Co. 189.21 0 1,279 0 242
2018-06-30 13F-HR MMM / 3M Co. 196.73 646 7,533 1,066.10 142 1,482 943.66
2018-06-30 13F-HR MMM / 3M Co. Put 196.72 1,000 13,700 1,270.00 220 2,695 1,125.00
2018-06-30 13F-HR DVMT / Dell Technologies Inc. Call 84.58 25,100 50,000 99.20 1,838 4,229 130.09
2018-06-30 13F-HR GOOG / Alphabet Inc. Class C Put 1,115.65 172,700 197,100 14.13 178,190 219,895 23.40
2018-06-30 13F-HR SBUX / Starbucks Corp. 48.84 0 26,026 0 1,271
2018-06-30 13F-HR KHC / Kraft Heinz Company Call 63.33 0 900 0 57
2018-06-30 13F-HR WMT / Walmart, Inc. 85.64 6,491 17,620 171.45 578 1,509 161.07
2018-06-30 13F-HR WMT / Walmart, Inc. Call 85.64 67,600 9,400 -86.09 6,014 805 -86.61
2018-06-30 13F-HR SYY / SYSCO Corp. 68.47 0 701 0 48
2018-06-30 13F-HR EBAY / eBay, Inc. 36.27 0 11,663 0 423
2018-06-30 13F-HR IAU / iShares Gold Trust 12.02 200,000 150,000 -25.00 2,546 1,803 -29.18
2018-06-30 13F-HR INTC / Intel Corp. 49.71 0 65,902 0 3,276
2018-06-30 13F-HR INTC / Intel Corp. Put 49.71 0 159,200 0 7,914
2018-06-30 13F-HR 670002AB0 / Novavax, Inc. Bond 3.75% Due 2/1/2023 0.59 1,250,000 1,250,000 0.00 890 739 -16.97
2018-06-30 13F-HR AMGN / Amgen Inc. Call 184.58 0 2,400 0 443
2018-06-30 13F-HR FXI / iShares China Large-Cap ETF 42.97 0 999,733 0 42,959
2018-06-30 13F-HR EEM / iShares MSCI Emerging Markets ETF Call 43.33 200,000 1,370,900 585.45 9,656 59,401 515.17
2018-06-30 13F-HR KMI / Kinder Morgan, Inc. Call 17.70 1,900 10,000 426.32 29 177 510.34
2018-06-30 13F-HR AET / Aetna, Inc. 183.50 344,394 309,692 -10.08 58,203 56,828 -2.36
2018-06-30 13F-HR AET / Aetna, Inc. Put 183.50 205,300 138,000 -32.78 34,696 25,323 -27.01
2018-06-30 13F-HR MU / Micron Technology, Inc. Call 52.44 0 17,200 0 902
2018-06-30 13F-HR EL / Estee Lauder Companies, Inc. (THE) 142.86 0 651 0 93
2018-06-30 13F-HR AMT / American Tower Corp. (REIT) Call 140.00 0 100 0 14
2018-06-30 13F-HR AON / Aon Plc 137.25 0 3,723 0 511
2018-06-30 13F-HR EFA / iShares MSCI EAFE ETF Call 66.97 40,000 2,539,100 6,247.75 2,787 170,044 6,001.33
2018-06-30 13F-HR CI / Cigna Corp. Call 169.95 50,000 100,400 100.80 8,387 17,063 103.45
2018-06-30 13F-HR TXN / Texas Instruments Inc. Call 110.00 0 1,300 0 143
2018-06-30 13F-HR TXN / Texas Instruments Inc. Put 110.24 1,600 29,000 1,712.50 166 3,197 1,825.90
2018-06-30 13F-HR MS / Morgan Stanley Put 47.39 0 50,200 0 2,379
2018-06-30 13F-HR XLE / SPDR Energy Select Sector ETF 75.90 8,895 12,345 38.79 600 937 56.17
2018-06-30 13F-HR XLE / SPDR Energy Select Sector ETF Call 75.94 0 304,200 0 23,101
2018-06-30 13F-HR XLE / SPDR Energy Select Sector ETF Put 75.93 0 54,100 0 4,108
2018-06-30 13F-HR ISRG / Intuitive Surgical, Inc. 479.05 0 549 0 263
2018-06-30 13F-HR NXPI / NXP Semiconductors N.V. 109.27 258,724 269,910 4.32 30,271 29,493 -2.57
2018-06-30 13F-HR NXPI / NXP Semiconductors N.V. Call 109.27 307,000 71,000 -76.87 35,919 7,758 -78.40
2018-06-30 13F-HR NXPI / NXP Semiconductors N.V. Put 109.27 402,800 235,000 -41.66 47,128 25,678 -45.51
2018-06-30 13F-HR TAP / Molson Coors Brewing Co. Put 68.04 0 25,000 0 1,701
2018-06-30 13F-HR PEP / PepsiCo, Inc. 108.83 0 7,709 0 839
2018-06-30 13F-HR PEP / PepsiCo, Inc. Call 108.75 0 4,000 0 435
2018-06-30 13F-HR PEP / PepsiCo, Inc. Put 108.87 0 34,500 0 3,756
2018-06-30 13F-HR ESES / Eco-Stim Energy Solutions Inc. 0.65 1,053,709 1,053,709 0.00 1,001 685 -31.57
2018-06-30 13F-HR BA / Boeing Company (The) Put 335.53 1,200 17,900 1,391.67 393 6,006 1,428.24
2018-06-30 13F-HR VZ / Verizon Communications, Inc. Call 50.39 0 5,100 0 257
2018-06-30 13F-HR VZ / Verizon Communications, Inc. Put 50.31 0 116,300 0 5,851
2018-06-30 13F-HR SPY / SPDR S&P 500 ETF Trust Call 271.29 435,600 30,900 -92.91 114,628 8,383 -92.69
2018-06-30 13F-HR CVX / Chevron Corp. Call 126.46 1,500 13,000 766.67 171 1,644 861.40
2018-06-30 13F-HR DHR / Danaher Corp. 98.69 0 2,604 0 257
2018-06-30 13F-HR DOW / Dow Chemical Co. (The) Call 65.95 432,300 8,400 -98.06 27,542 554 -97.99
2018-06-30 13F-HR HAL / Halliburton Co. Put 45.06 0 25,700 0 1,158
2018-06-30 13F-HR JASO / JA Solar Holdings Co., Ltd. 6.81 139,397 228,356 63.82 914 1,555 70.13
2018-06-30 13F-HR FB / Facebook, Inc. Put 194.32 604,800 825,900 36.56 96,641 160,489 66.07
2018-06-30 13F-HR CMCSA / Comcast Corp. 32.96 7,754 2,336 -69.87 265 77 -70.94
2018-06-30 13F-HR DIS / The Walt Disney Co. Put 104.81 2,600 55,100 2,019.23 261 5,775 2,112.64
2018-06-30 13F-HR PG / Procter & Gamble Co. (The) 78.06 15,807 39,381 149.14 1,253 3,074 145.33
2018-06-30 13F-HR ORCL / Oracle Corp. 44.07 35,000 31,018 -11.38 1,601 1,367 -14.62
2018-06-30 13F-HR AFSI / AmTrust Financial Services, Inc. 14.57 240,192 229,491 -4.46 2,957 3,344 13.09
2018-06-30 13F-HR CME / CME Group, Inc. 163.99 0 4,610 0 756
2018-06-30 13F-HR 83416TAA8 / SolarCity Corp 2.75% Bond due 2018-11-01 0.99 39,500,000 41,500,000 5.06 38,760 41,188 6.26
2018-06-30 13F-HR CAT / Caterpillar, Inc. Put 135.67 25,400 26,800 5.51 3,743 3,636 -2.86
2018-06-30 13F-HR NFX / Newfield Exploration Company 30.24 84,112 31,412 -62.65 2,054 950 -53.75
2018-06-30 13F-HR MDT / Medtronic plc Call 86.00 25,000 500 -98.00 2,006 43 -97.86
2018-06-30 13F-HR GD / General Dynamics Corp. 186.35 0 4,996 0 931
2018-06-30 13F-HR GD / General Dynamics Corp. Put 186.41 0 6,400 0 1,193
2018-06-30 13F-HR FOX / Twenty-First Century Fox, Inc. 49.69 214,873 124,385 -42.11 7,884 6,181 -21.60
2018-06-30 13F-HR PNK / Pinnacle Entertainment, Inc. 33.73 100,330 89,085 -11.21 3,025 3,005 -0.66
2018-06-30 13F-HR LLEX / Lilis Energy, Inc. 5.20 229,159 224,634 -1.97 910 1,168 28.35
2018-06-30 13F-HR V / Visa, Inc. Put 132.45 3,300 62,400 1,790.91 395 8,265 1,992.41
2018-06-30 13F-HR MO / Altria Group, Inc. Put 56.79 24,000 98,900 312.08 1,496 5,617 275.47
2018-06-30 13F-HR BMY / Bristol-Myers Squibb Co. 55.35 2,453 10,099 311.70 155 559 260.65
2018-06-30 13F-HR PF / Pinnacle Foods, Inc. 65.06 0 333,617 0 21,705
2018-06-30 13F-HR ACN / Accenture plc 163.71 0 3,726 0 610
2018-06-30 13F-HR LMT / Lockheed Martin Corp. Put 295.38 0 7,800 0 2,304
2018-06-30 13F-HR YHOO / Yahoo! Inc. 1.37 461,137 5,000,000 984.28 34,143 6,832 -79.99
2018-06-30 13F-HR XOM / Exxon Mobil Corp. Call 82.76 2,400 17,400 625.00 179 1,440 704.47
2018-06-30 13F-HR 584688AE5 / Medicines Company 2.500% Bond 1.22 13,000,000 18,500,000 42.31 15,018 22,570 50.29
2018-06-30 13F-HR NVDA / NVIDIA Corp. Call 236.91 300 46,900 15,533.33 69 11,111 16,002.90
2018-06-30 13F-HR FEZ / SPDR Euro STOXX 50 ETF Put 38.33 0 474,800 0 18,199
2018-06-30 13F-HR BAC / Bank of America Corp. 28.19 10,455 101,028 866.31 314 2,848 807.01
2018-06-30 13F-HR GE / General Electric Co. Call 13.61 0 611,900 0 8,328
2018-06-30 13F-HR HD / Home Depot, Inc. (The) Put 195.10 1,300 35,900 2,661.54 232 7,004 2,918.97
2018-06-30 13F-HR DPZ / Dominos Pizza Inc. Call 282.18 0 37,600 0 10,610
2018-06-30 13F-HR C / Citigroup, Inc. 66.90 2,441 23,468 861.41 165 1,570 851.52
2018-06-30 13F-HR 595017AD6 / Microchip Technology Inc. 1.625% Convertible Bond due 2025-12-15 1.75 7,500,000 11,500,000 53.33 13,316 20,094 50.90
2018-06-30 13F-HR GILD / Gilead Sciences, Inc. Put 70.84 3,500 52,600 1,402.86 264 3,726 1,311.36
2018-06-30 13F-HR 46333XAD0 / Ironwood Pharmaceuticals, Inc. DBCV 2.250% 6/1 1.33 12,000,000 12,000,000 0.00 14,185 15,974 12.61
2018-06-30 13F-HR TMO / Thermo Fisher Scientific, Inc. Put 207.13 0 10,800 0 2,237
2018-06-30 13F-HR IWM / iShares Russell 2000 ETF Put 163.77 2,700,000 4,060,100 50.37 409,941 664,923 62.20
2018-06-30 13F-HR UPS / United Parcel Service, Inc. 106.31 0 5,136 0 546
2018-06-30 13F-HR UPS / United Parcel Service, Inc. Call 106.18 0 3,400 0 361
2018-06-30 13F-HR UPS / United Parcel Service, Inc. Put 106.21 0 16,900 0 1,795
2018-06-30 13F-HR LLY / Eli Lilly & Co. Put 85.31 0 13,000 0 1,109
2018-06-30 13F-HR KS / KapStone Paper & Packaging Corp. 34.50 96,254 147,587 53.33 3,302 5,092 54.21
2018-06-30 13F-HR ABBV / AbbVie Inc. Call 92.70 0 8,900 0 825
2018-06-30 13F-HR ABBV / AbbVie Inc. Put 92.64 0 34,100 0 3,159
2018-06-30 13F-HR F / Ford Motor Co. Put 11.05 0 14,300 0 158
2018-06-30 13F-HR CHTR / Charter Communications, Inc. 293.08 0 3,221 0 944
2018-06-30 13F-HR GLD / SPDR Gold Shares 118.64 1,803 14,911 727.01 227 1,769 679.30
2018-06-30 13F-HR PLD / Prologis, Inc. 65.72 0 5,052 0 332
2018-06-30 13F-HR GS / Goldman Sachs Group, Inc. (The) Call 220.58 25,000 12,100 -51.60 6,297 2,669 -57.61
2018-06-30 13F-HR GS / Goldman Sachs Group, Inc. (The) Put 220.55 31,000 20,100 -35.16 7,808 4,433 -43.22
2018-06-30 13F-HR XL / XL Group Ltd. 55.95 351,667 410,317 16.68 19,433 22,957 18.13
2018-06-30 13F-HR HPQ / HP Inc. 22.69 0 14,675 0 333
2018-06-30 13F-HR HPQ / HP Inc. Put 22.70 0 51,200 0 1,162
2018-06-30 13F-HR XOP / SPDR S&P Oil & Gas Exploration & Production ETF Put 43.06 0 80,000 0 3,445
2018-06-30 13F-HR SO / Southern Co. (The) 46.26 0 4,345 0 201
2018-06-30 13F-HR SO / Southern Co. (The) Call 50.00 0 100 0 5
2018-06-30 13F-HR SO / Southern Co. (The) Put 46.30 0 15,400 0 713
2018-06-30 13F-HR MA / MasterCard Incorporated Call 196.67 500 1,500 200.00 88 295 235.23
2018-06-30 13F-HR MA / MasterCard Incorporated Put 196.51 2,300 25,800 1,021.74 403 5,070 1,158.06
2018-06-30 13F-HR XON / Intrexon Corp. 13.94 0 30,700 0 428
2018-06-30 13F-HR 151290BR3 / Cemex S.A.B de C.V. Bond 1.00 3,505,000 23,343 3,518 -84.93
2018-06-30 13F-HR AAPL / Apple, Inc. 185.12 205,536 56,299 -72.61 34,485 10,422 -69.78
2018-06-30 13F-HR AAPL / Apple, Inc. Call 185.11 205,300 136,100 -33.71 34,445 25,193 -26.86
2018-06-30 13F-HR AAPL / Apple, Inc. Put 185.11 775,400 728,100 -6.10 130,097 134,779 3.60
2018-06-30 13F-HR NUAN / Nuance Communications, Inc. 13.88 45,000 41,500 -7.78 709 576 -18.76
2018-06-30 13F-HR SLV / iShares Silver Trust 15.15 24,870 95,921 285.69 383 1,453 279.37
2018-06-30 13F-HR DVN / Devon Energy Corp. 43.96 0 28,300 0 1,244
2018-06-30 13F-HR HSBC / HSBC Holdings Plc Put 47.14 0 70,900 0 3,342
2018-06-30 13F-HR TEL / TE Connectivity Ltd. 90.14 0 5,214 0 470
2018-06-30 13F-HR CSCO / Cisco Systems, Inc. 43.02 0 55,740 0 2,398
2018-06-30 13F-HR CSCO / Cisco Systems, Inc. Call 43.06 0 17,000 0 732
2018-06-30 13F-HR CSCO / Cisco Systems, Inc. Put 43.03 0 194,100 0 8,352
2018-06-30 13F-HR 58471AAB1 / Medidata Solutions, Inc. Bond 1.39 7,500,000 12,500,000 66.67 8,456 17,426 106.08
2018-06-30 13F-HR 88160RAC5 / Tesla Motors, Inc. Bond 1.25% Due 3/1/2021 1.13 15,000,000 45,000,000 200.00 14,933 50,821 240.33
2018-06-30 13F-HR AGN / Allergan plc Call 166.67 0 300 0 50
2018-06-30 13F-HR AGN / Allergan plc Put 166.71 40,000 45,000 12.50 6,732 7,502 11.44
2018-06-30 13F-HR IBM / International Business Machines Corp. 139.73 42,247 14,764 -65.05 6,482 2,063 -68.17
2018-06-30 13F-HR IBM / International Business Machines Corp. Call 139.70 98,800 37,100 -62.45 15,159 5,183 -65.81
2018-06-30 13F-HR IBM / International Business Machines Corp. Put 139.71 64,100 31,300 -51.17 9,835 4,373 -55.54
2018-06-30 13F-HR STBZ / State Bank Financial Corp. 33.41 0 53,521 0 1,788
2018-06-30 13F-HR AIG / American International Group, Inc. 53.21 0 1,917 0 102
2018-06-30 13F-HR PRU / Prudential Financial, Inc. 93.31 0 718 0 67
2018-06-30 13F-HR WFC / Wells Fargo & Co. Put 55.44 4,600 113,900 2,376.09 241 6,315 2,520.33
2018-06-30 13F-HR PM / Philip Morris International, Inc. 80.75 16,247 38,217 135.22 1,615 3,086 91.08
2018-06-30 13F-HR 249908AA2 / DepoMed, Inc. 2.5% Bond Due 9/1/2021 0.82 3,000,000 8,500,000 183.33 2,444 6,976 185.43
2018-06-30 13F-HR EWG / iShares MSCI Germany ETF 29.98 128,000 63,703 -50.23 4,101 1,910 -53.43
2018-06-30 13F-HR SCG / SCANA Corp. 38.51 61,625 68,702 11.48 2,314 2,646 14.35
2018-06-30 13F-HR 70338PAB6 / Pattern Energy Group Inc. Bond 1.00 22,740,000 22,740,000 0.00 22,545 22,739 0.86
2018-06-30 13F-HR 09257WAB6 / Blackstone 4.375 05may22 Bond 0.99 11,000,000 9,500,000 -13.64 10,858 9,361 -13.79
2018-06-30 13F-HR SM / SM Energy Co 20,000 0 -100.00 361 0 -100.00
2018-06-30 13F-HR XLP / SPDR Consumer Staples Select Sector ETF Put 780,000 0 -100.00 41,051 0 -100.00
2018-06-30 13F-HR ECH / iShares MSCI Chile Capped ETF 25,000 0 -100.00 1,326 0 -100.00
2018-06-30 13F-HR CBI / Chicago Bridge & Iron Co., N.V. 145,084 0 -100.00 2,089 0 -100.00
2018-06-30 13F-HR XME / SPDR S&P Metals & Mining ETF Call 104,800 0 -100.00 3,567 0 -100.00
2018-06-30 13F-HR TSLA / Tesla Motors, Inc. 5,311 0 -100.00 1,413 0 -100.00
2018-06-30 13F-HR TSLA / Tesla Motors, Inc. Call 15,000 0 -100.00 3,992 0 -100.00
2018-06-30 13F-HR WGL / WGL Holdings, Inc. 48,492 0 -100.00 4,056 0 -100.00
2018-06-30 13F-HR 45256BAE1 / Impax Laboratories, Inc. 2% Bond due 2022-06-15 29,500,000 0 -100.00 29,362 0 -100.00
2018-06-30 13F-HR EWP / iShares MSCI Spain Capped ETF 100,000 0 -100.00 3,251 0 -100.00
2018-06-30 13F-HR GG / Goldcorp, Inc. Put 76,200 0 -100.00 1,053 0 -100.00
2018-06-30 13F-HR AKAM / Akamai Technologies, Inc. 14,000 0 -100.00 994 0 -100.00
2018-06-30 13F-HR BUFF / Blue Buffalo Pet Products, Inc. 134,053 0 -100.00 5,337 0 -100.00
2018-06-30 13F-HR 112463AA2 / Brookdale Senior Living, Inc. Bond 24,941,000 0 -100.00 24,972 0 -100.00
2018-06-30 13F-HR CXO / Concho Resources, Inc. 17,000 0 -100.00 2,556 0 -100.00
2018-06-30 13F-HR 21925YAB9 / Cornerstone OnDemand, Inc. Bond 1.500% 7/0 20,000,000 0 -100.00 20,005 0 -100.00
2018-06-30 13F-HR DST / DST Systems, Inc. 243,537 0 -100.00 20,372 0 -100.00
2018-06-30 13F-HR EWD / iShares MSCI Sweden ETF 13,444 0 -100.00 450 0 -100.00
2018-06-30 13F-HR IWV / iShares Russell 3000 ETF 4,200 0 -100.00 657 0 -100.00
2018-06-30 13F-HR XLU / SPDR Utilities Select Sector ETF 11,491 0 -100.00 581 0 -100.00
2018-06-30 13F-HR XLU / SPDR Utilities Select Sector ETF Call 1,085,400 0 -100.00 54,845 0 -100.00
2018-06-30 13F-HR XLU / SPDR Utilities Select Sector ETF Put 250,500 0 -100.00 12,658 0 -100.00
2018-06-30 13F-HR XME / SPDR S&P Metals & Mining ETF 1 0 -100.00 0 0
2018-06-30 13F-HR VMW / VMWare, Inc. 10,000 0 -100.00 1,213 0 -100.00
2018-06-30 13F-HR VMW / VMWare, Inc. Put 60,000 0 -100.00 7,276 0 -100.00
2018-06-30 13F-HR GDX / VanEck Vectors Gold Miners ETF 5,326 0 -100.00 117 0 -100.00
2018-06-30 13F-HR GDX / VanEck Vectors Gold Miners ETF Call 10,000 0 -100.00 220 0 -100.00
2018-06-30 13F-HR GDX / VanEck Vectors Gold Miners ETF Put 40,800 0 -100.00 897 0 -100.00
2018-06-30 13F-HR EEM / iShares MSCI Emerging Markets ETF 30,554 0 -100.00 1,475 0 -100.00
2018-06-30 13F-HR BMRN / BioMarin Pharmaceutical, Inc. 6,500 0 -100.00 527 0 -100.00
2018-06-30 13F-HR 92343EAD4 / VeriSign, Inc. SDCV 3.250% 8/1 50,000 0 -100.00 5,928 0 -100.00
2018-06-30 13F-HR EWZ / iShares MSCI Brazil Capped ETF 12,133 0 -100.00 545 0 -100.00
2018-06-30 13F-HR 020520AB8 / Alon USA Energy, Inc. Bond 25,991,000 0 -100.00 39,732 0 -100.00
2018-06-30 13F-HR TROX / Tronox Ltd Put 250,000 0 -100.00 4,610 0 -100.00
2018-06-30 13F-HR GLD / SPDR Gold Shares Put 279,300 0 -100.00 35,133 0 -100.00
2018-06-30 13F-HR SMH / Market Vectors Semiconductor ETF 1 0 -100.00 0 0
2018-06-30 13F-HR SMH / Market Vectors Semiconductor ETF Put 29,200 0 -100.00 3,045 0 -100.00
2018-06-30 13F-HR CHRW / C.H. Robinson Worldwide, Inc. Call 27,900 0 -100.00 2,615 0 -100.00
2018-06-30 13F-HR EWA / iShares MSCI Australia ETF 206,834 0 -100.00 4,554 0 -100.00
2018-06-30 13F-HR TWX / Time Warner, Inc. 30,136 0 -100.00 2,850 0 -100.00
2018-06-30 13F-HR TWX / Time Warner, Inc. Call 1,220,000 0 -100.00 115,388 0 -100.00
2018-06-30 13F-HR FXE / CurrencyShares Euro Trust 19,000 0 -100.00 2,248 0 -100.00
2018-06-30 13F-HR DYN / Dynegy Inc. 211,940 0 -100.00 2,865 0 -100.00
2018-06-30 13F-HR MDR / McDermott International, Inc. 100,000 0 -100.00 609 0 -100.00
2018-06-30 13F-HR OIL / Barclays iPath S&P GSCI Crude Oil Total Return Index ETN due on 8/14/2036 39,068 0 -100.00 286 0 -100.00
2018-06-30 13F-HR MON / Monsanto Co. Call 417,000 0 -100.00 48,660 0 -100.00
2018-06-30 13F-HR PTEN / Patterson-UTI Energy, Inc. 9,698 0 -100.00 170 0 -100.00
2018-06-30 13F-HR PTEN / Patterson-UTI Energy, Inc. Call 15,000 0 -100.00 263 0 -100.00
2018-06-30 13F-HR CSRA / CSRA Inc. 119,713 0 -100.00 4,936 0 -100.00
2018-06-30 13F-HR CTXS / Citrix Systems, Inc. Call 5,000 0 -100.00 464 0 -100.00
2018-06-30 13F-HR BGC / General Cable Corp. 38,310 0 -100.00 1,134 0 -100.00
2018-06-30 13F-HR JNJ / Johnson & Johnson Call 240,800 0 -100.00 30,859 0 -100.00
2018-06-30 13F-HR RSX / VanEck Vectors ETF TR 15,238 0 -100.00 347 0 -100.00
2018-06-30 13F-HR ESV / Ensco plc 42,800 0 -100.00 188 0 -100.00
2018-06-30 13F-HR SLV / iShares Silver Trust Call 10,000 0 -100.00 154 0 -100.00
2018-06-30 13F-HR SLV / iShares Silver Trust Put 32,200 0 -100.00 496 0 -100.00
2018-06-30 13F-HR ZEN / Zendesk, Inc. 41,800 0 -100.00 2,001 0 -100.00
2018-06-30 13F-HR EWM / iShares MSCI Malaysia ETF 5,930 0 -100.00 214 0 -100.00
2018-06-30 13F-HR MSCC / Microsemi Corp. 338,287 0 -100.00 21,894 0 -100.00
2018-06-30 13F-HR MSCC / Microsemi Corp. Put 500 0 -100.00 32 0 -100.00
2018-06-30 13F-HR TD / Toronto-Dominion Bank (ON) Put 69,600 0 -100.00 3,957 0 -100.00
2018-06-30 13F-HR EWY / iShares MSCI South Korea Capped ETF Call 750,000 0 -100.00 56,587 0 -100.00
2018-06-30 13F-HR EWL / iShares MSCI Switzerland Capped ETF 129,643 0 -100.00 4,456 0 -100.00
2018-06-30 13F-HR CPE / Callon Petroleum Co. 68,268 0 -100.00 904 0 -100.00
2018-06-30 13F-HR GG / Goldcorp, Inc. 41,045 0 -100.00 567 0 -100.00
2018-06-30 13F-HR FXC / CurrencyShares Canadian Dollar Trust 2,843 0 -100.00 218 0 -100.00
2018-06-30 13F-HR PM / Philip Morris International, Inc. Call 2,800 0 -100.00 278 0 -100.00
2018-06-30 13F-HR QQQ / PowerShares QQQ Trust 98,471 0 -100.00 15,768 0 -100.00
2018-06-30 13F-HR QQQ / PowerShares QQQ Trust Call 1,470,100 0 -100.00 235,407 0 -100.00
2018-06-30 13F-HR QQQ / PowerShares QQQ Trust Put 1,253,000 0 -100.00 200,643 0 -100.00
2018-06-30 13F-HR OA / Orbital ATK, Inc. 94,420 0 -100.00 12,521 0 -100.00
2018-06-30 13F-HR 758075AB1 / Redwood Tr Inc Bond 25,000,000 0 -100.00 25,125 0 -100.00
2018-06-30 13F-HR 90187BAA9 / Two Harbors Investment Corp. Fixed Income 21,500,000 0 -100.00 22,510 0 -100.00
2018-06-30 13F-HR 369300AL2 / General Cable Corp. Bond 12,000,000 0 -100.00 12,711 0 -100.00
2018-06-30 13F-HR CACC / Credit Acceptance Corp. Put 5,000 0 -100.00 1,652 0 -100.00
2018-06-30 13F-HR HAWK / Blackhawk Network Holdings, Inc. 268,881 0 -100.00 12,019 0 -100.00
2018-06-30 13F-HR 22943FAD2 / Ctrip.com International, Ltd. Bond 1.250%10/1 20,000,000 0 -100.00 24,400 0 -100.00
2018-06-30 13F-HR ETSY / Etsy, Inc. 32,300 0 -100.00 906 0 -100.00
2018-06-30 13F-HR MULE / Mulesoft, Inc. 279,840 0 -100.00 12,307 0 -100.00
2018-06-30 13F-HR ABYLY / Ablynx NV 16,613 0 -100.00 906 0 -100.00
2018-06-30 13F-HR AFAM / Almost Family, Inc. 44,014 0 -100.00 2,465 0 -100.00
2018-06-30 13F-HR APTI / Apptio, Inc. 29,500 0 -100.00 836 0 -100.00
2018-06-30 13F-HR BKNG / Booking Holdings Inc. Put 2,400 0 -100.00 4,993 0 -100.00
2018-06-30 13F-HR BG / Bunge Ltd. Call 100,000 0 -100.00 7,394 0 -100.00
2018-06-30 13F-HR CBI / Chicago Bridge & Iron Co., N.V. Put 110,500 0 -100.00 1,591 0 -100.00
2018-06-30 13F-HR CSBK / Clifton Bancorp Inc. 12,654 0 -100.00 198 0 -100.00
2018-06-30 13F-HR CTSH / Cognizant Technology Solutions Corp. Put 19,800 0 -100.00 1,594 0 -100.00
2018-06-30 13F-HR 92343EAD4 / VeriSign, Inc. SDCV 3.250% 8/1 Call 70,000 0 -100.00 8,299 0 -100.00
2018-06-30 13F-HR 92343EAD4 / VeriSign, Inc. SDCV 3.250% 8/1 Put 7,500 0 -100.00 889 0 -100.00
2018-06-30 13F-HR XL / XL Group Ltd. Put 22,500 0 -100.00 1,243 0 -100.00
2018-06-30 13F-HR AMT / American Tower Corp. (REIT) Put 144.22 9,000 1,298
2018-06-30 13F-HR CAR / Avis Budget Group, Inc. Put 32.50 91,200 2,964
2018-06-30 13F-HR SAM / Boston Beer Company, Inc. (THE) Put 299.70 10,000 2,997
2018-06-30 13F-HR CME / CME Group, Inc. Call 164.00 500 82
2018-06-30 13F-HR DAL / Delta Air Lines, Inc. Call 49.58 2,400 119
2018-06-30 13F-HR 24983LAB0 / Dermira Inc Bond 0.83 2,000,000 1,654
2018-06-30 13F-HR EBAY / eBay, Inc. Put 36.24 22,100 801
2018-06-30 13F-HR EXC / Exelon Corp. Put 42.62 6,100 260
2018-06-30 13F-HR HUBS / HubSpot, Inc. Put 125.40 5,000 627
2018-06-30 13F-HR INVESCO CURRENCYSHARES EURO / EURO SHS (46138K103) Put 112.06 950,000 106,457
2018-06-30 13F-HR MMC / Marsh & McLennan Companies, Inc. Put 82.08 2,400 197
2018-06-30 13F-HR MITL / Mitel Networks Corp 10.97 745,304 8,176
2018-06-30 13F-HR PRTK / Paratek Pharmaceuticals, Inc. 10.19 46,600 475
2018-06-30 13F-HR PSA / Public Storage 227.91 215 49
2018-06-30 13F-HR ROP / Roper Technologies, Inc. Put 276.00 3,000 828
2018-06-30 13F-HR SCHW / Schwab Charles Corp Call 51.14 3,500 179
2018-06-30 13F-HR SCHW / Schwab Charles Corp Put 51.10 23,700 1,211
2018-06-30 13F-HR XLI / SPDR Industrial Select Sector ETF 0.00 1 0
2018-06-30 13F-HR XLI / SPDR Industrial Select Sector ETF Put 71.63 14,100 1,010
2018-06-30 13F-HR SRE / Sempra Energy Put 116.00 2,000 232
2018-06-30 13F-HR SRE / Sempra Energy Call 120.00 100 12
2018-06-30 13F-HR SHW / Sherwin-Williams Co. (The) Call 408.33 600 245
2018-06-30 13F-HR SYK / Stryker Corp. 167.61 352 59
2018-06-30 13F-HR SYK / Stryker Corp. Call 168.89 1,800 304
2018-06-30 13F-HR VLO / Valero Energy Corp. Put 110.81 11,100 1,230
2018-06-30 13F-HR WDC / Western Digital Corp. Call 77.22 1,800 139