CAPSTONE INVESTMENT ADVISORS, LLC Hedge Fund

Location: New York, NY

CIK: 0001426196 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value: $3.541B (79.4% shares, 20.6% debt)

Holdings (479)

SPY SPDR S&P 500 ETF TR 14.9%

Value $526M Shares 1,972,571 Est. Cost $266.79 Unrealized —

IWM ISHARES TR 7.8%

Value $276M Shares 1,807,500 Est. Cost $146.67 Unrealized —

— POWERSHARES QQQ TRUST 6.6%

Value $234M Shares 1,500,000 Est. Cost $153.85 Unrealized —

EEM ISHARES TR 3.2%

Value $113M Shares 2,400,000 Est. Cost — Unrealized —

NXPI NXP SEMICONDUCTORS N V 2.6%

Value $93.46M Shares 798,200 Est. Cost $91.99 Unrealized +11.6%

— INTEL CORP 2.5%

Value $90.04M Shares 40,500,000 Est. Cost $1.75 Unrealized —

— ROCKWELL COLLINS INC 1.7%

Value $61.03M Shares 450,000 Est. Cost $134.69 Unrealized —

C CITIGROUP INC 1.7%

Value $60.7M Shares 815,700 Est. Cost $56.47 Unrealized +0.0%

T AT&T INC 1.5%

Value $53.3M Shares 1,371,100 Est. Cost $15.25 Unrealized 0.0%

— TIME WARNER INC 1.4%

Value $51.22M Shares 560,000 Est. Cost $100.83 Unrealized —

— MERCADOLIBRE INC 1.3%

Value $46.15M Shares 18,411,000 Est. Cost $2.21 Unrealized —

JNJ JOHNSON & JOHNSON 1.3%

Value $44.39M Shares 317,718 Est. Cost $110.61 Unrealized +0.3%

EFA ISHARES TR 1.2%

Value $42.35M Shares 602,400 Est. Cost $65.90 Unrealized —

— WHITING PETE CORP NEW 1.1%

Value $39.41M Shares 42,600,000 Est. Cost $0.85 Unrealized —

— TESLA INC 1.1%

Value $37.93M Shares 35,000,000 Est. Cost $1.14 Unrealized —

— IMPAX LABORATORIES INC 1.0%

Value $36.27M Shares 37,200,000 Est. Cost $0.97 Unrealized —

— POWERSHARES QQQ TRUST 1.0%

Value $35.06M Shares 225,080 Est. Cost $153.85 Unrealized —

— MONSANTO CO NEW 1.0%

Value $34.45M Shares 295,000 Est. Cost $117.57 Unrealized —

— SOLARCITY CORP 0.9%

Value $33.33M Shares 33,500,000 Est. Cost $0.99 Unrealized —

MCD MCDONALDS CORP 0.9%

Value $33.05M Shares 192,000 Est. Cost $138.18 Unrealized +0.3%

— CEMEX SAB DE CV 0.9%

Value $32.32M Shares 31,748,000 Est. Cost $1.02 Unrealized —

TSLA TESLA INC 0.9%

Value $32.22M Shares 103,500 Est. Cost $22.80 Unrealized -4.6%

FXI ISHARES TR 0.9%

Value $31.39M Shares 680,000 Est. Cost $39.70 Unrealized —

T AT&T INC 0.9%

Value $30.25M Shares 778,200 Est. Cost $15.25 Unrealized 0.0%

— VECTOR GROUP LTD 0.9%

Value $30.17M Shares 19,000,000 Est. Cost $1.51 Unrealized —

— AETNA INC NEW 0.8%

Value $27.06M Shares 150,005 Est. Cost $179.33 Unrealized —

— NAVISTAR INTL CORP NEW 0.8%

Value $26.61M Shares 24,500,000 Est. Cost $0.98 Unrealized —

SPY SPDR S&P 500 ETF TR 0.7%

Value $25.35M Shares 95,000 Est. Cost $266.79 Unrealized —

— HERBALIFE LTD 0.7%

Value $24.18M Shares 24,000,000 Est. Cost $0.99 Unrealized —

EWY ISHARES INC 0.7%

Value $23.45M Shares 312,900 Est. Cost $68.98 Unrealized —

— CEMEX SAB DE CV 0.7%

Value $23.34M Shares 22,500,000 Est. Cost $1.05 Unrealized —

— TESLA INC 0.7%

Value $23.28M Shares 22,000,000 Est. Cost $1.03 Unrealized —

GLD SPDR GOLD TRUST 0.7%

Value $23.21M Shares 187,700 Est. Cost $123.65 Unrealized —

— BROOKDALE SR LIVING INC 0.6%

Value $22.95M Shares 22,941,000 Est. Cost $1.03 Unrealized —

— GRANITE PT MTG TR INC 0.6%

Value $22.44M Shares 22,500,000 Est. Cost $1.00 Unrealized —

— TIME WARNER INC 0.6%

Value $22.39M Shares 244,750 Est. Cost $100.83 Unrealized —

— MEDICINES CO 0.6%

Value $22.26M Shares 24,215,000 Est. Cost $1.05 Unrealized —

— CALPINE CORP 0.6%

Value $21.56M Shares 1,425,309 Est. Cost $14.66 Unrealized —

— TWO HBRS INVT CORP 0.6%

Value $21.24M Shares 20,000,000 Est. Cost $1.06 Unrealized —

— PATTERN ENERGY GROUP INC 0.6%

Value $21.14M Shares 20,740,000 Est. Cost $1.02 Unrealized —

— CTRIP COM INTL LTD 0.6%

Value $21.12M Shares 20,000,000 Est. Cost $1.16 Unrealized —

FXI ISHARES TR 0.6%

Value $20.98M Shares 454,400 Est. Cost $39.70 Unrealized —

— ALON USA ENERGY INC 0.6%

Value $20.43M Shares 15,329,000 Est. Cost $1.17 Unrealized —

— REDWOOD TR INC 0.5%

Value $19.35M Shares 20,000,000 Est. Cost $1.00 Unrealized —

— CLOVIS ONCOLOGY INC 0.5%

Value $19.01M Shares 14,074,000 Est. Cost $1.38 Unrealized —

TLT ISHARES TR 0.5%

Value $18.39M Shares 145,000 Est. Cost $122.99 Unrealized —

GDX VANECK VECTORS ETF TR 0.5%

Value $17.99M Shares 774,100 Est. Cost — Unrealized —

— MONSANTO CO NEW 0.5%

Value $17.52M Shares 150,000 Est. Cost $117.57 Unrealized —

— SCRIPPS NETWORKS INTERACT IN 0.5%

Value $17.27M Shares 202,300 Est. Cost $82.78 Unrealized —

— IRONWOOD PHARMACEUTICALS INC 0.5%

Value $16.86M Shares 14,500,000 Est. Cost $1.19 Unrealized —

HUN HUNTSMAN CORP 0.5%

Value $16.71M Shares 502,000 Est. Cost $25.47 Unrealized +20.2%

GLD SPDR GOLD TRUST 0.5%

Value $16.12M Shares 130,377 Est. Cost $123.65 Unrealized —

— NAVISTAR INTL CORP NEW 0.4%

Value $15.53M Shares 15,000,000 Est. Cost $1.04 Unrealized —

— MEDICINES CO 0.4%

Value $15.26M Shares 14,435,000 Est. Cost $1.47 Unrealized —

EFA ISHARES TR 0.4%

Value $14.96M Shares 212,772 Est. Cost $65.90 Unrealized —

— CALATLANTIC GROUP INC 0.4%

Value $14.8M Shares 262,400 Est. Cost $56.39 Unrealized —

— REDWOOD TR INC 0.4%

Value $14.59M Shares 14,500,000 Est. Cost $1.01 Unrealized —

CAT CATERPILLAR INC DEL 0.4%

Value $13.88M Shares 88,100 Est. Cost — Unrealized —

— GENERAL CABLE CORP DEL NEW 0.4%

Value $13.77M Shares 13,000,000 Est. Cost $1.06 Unrealized —

— PRICELINE GRP INC 0.4%

Value $12.43M Shares 9,000,000 Est. Cost $1.38 Unrealized —

GLD SPDR GOLD TRUST 0.3%

Value $12.37M Shares 100,000 Est. Cost $123.65 Unrealized —

— UNISYS CORP 0.3%

Value $11.95M Shares 10,500,000 Est. Cost $1.53 Unrealized —

HYG ISHARES TR 0.3%

Value $11.88M Shares 136,200 Est. Cost $86.84 Unrealized —

— MEDIDATA SOLUTIONS INC 0.3%

Value $11.6M Shares 10,000,000 Est. Cost $1.16 Unrealized —

AAPL APPLE INC 0.3%

Value $11.56M Shares 68,300 Est. Cost $34.25 Unrealized +14.1%

SMH VANECK VECTORS ETF TR 0.3%

Value $11.25M Shares 115,000 Est. Cost — Unrealized —

— BLACKSTONE MTG TR INC 0.3%

Value $11.21M Shares 11,000,000 Est. Cost $1.02 Unrealized —

XME SPDR SERIES TRUST 0.3%

Value $10.91M Shares 300,000 Est. Cost — Unrealized —

NXPI NXP SEMICONDUCTORS N V 0.3%

Value $10.55M Shares 90,100 Est. Cost $91.99 Unrealized +11.6%

EFA ISHARES TR 0.3%

Value $10.55M Shares 150,000 Est. Cost $65.90 Unrealized —

— CALGON CARBON CORP 0.3%

Value $10.42M Shares 489,400 Est. Cost — Unrealized —

— TRIBUNE MEDIA CO 0.3%

Value $10.28M Shares 241,969 Est. Cost $41.43 Unrealized —

— CTRIP COM INTL LTD 0.3%

Value $10.04M Shares 8,500,000 Est. Cost $1.19 Unrealized —

— JEFFERIES GROUP INC NEW 0.3%

Value $10.02M Shares 10,000,000 Est. Cost $1.00 Unrealized —

META FACEBOOK INC 0.3%

Value $10M Shares 56,700 Est. Cost $147.65 Unrealized +18.9%

— CORNERSTONE ONDEMAND INC 0.3%

Value $9.968M Shares 10,000,000 Est. Cost $1.01 Unrealized —

— ORBITAL ATK INC 0.3%

Value $9.858M Shares 74,972 Est. Cost $131.49 Unrealized —

— CITRIX SYS INC 0.3%

Value $9.856M Shares 112,000 Est. Cost $87.45 Unrealized —

XME SPDR SERIES TRUST 0.3%

Value $9.819M Shares 270,000 Est. Cost — Unrealized —

— LIVE NATION ENTERTAINMENT IN 0.3%

Value $9.717M Shares 7,500,000 Est. Cost $1.30 Unrealized —

FEZ SPDR INDEX SHS FDS 0.3%

Value $9.429M Shares 231,633 Est. Cost $40.71 Unrealized —

GOOG ALPHABET INC 0.3%

Value $9.416M Shares 9,000 Est. Cost $50.52 Unrealized 0.0%

— SCRIPPS NETWORKS INTERACT IN 0.3%

Value $9.391M Shares 110,000 Est. Cost $82.78 Unrealized —

— CIENA CORP 0.2%

Value $8.737M Shares 7,500,000 Est. Cost $1.16 Unrealized —

XLP SELECT SECTOR SPDR TR 0.2%

Value $8.533M Shares 150,000 Est. Cost $53.53 Unrealized —

XLP SELECT SECTOR SPDR TR 0.2%

Value $8.533M Shares 150,000 Est. Cost $53.53 Unrealized —

— MICROCHIP TECHNOLOGY INC 0.2%

Value $8.524M Shares 5,000,000 Est. Cost $1.70 Unrealized —

— BARCLAYS BK PLC 0.2%

Value $8.411M Shares 301,300 Est. Cost $27.92 Unrealized —

MSFT MICROSOFT CORP 0.2%

Value $8.346M Shares 97,600 Est. Cost $62.32 Unrealized +20.8%

AMZN AMAZON COM INC 0.2%

Value $7.949M Shares 6,800 Est. Cost $48.95 Unrealized +12.4%

— BROADSOFT INC 0.2%

Value $7.783M Shares 141,783 Est. Cost $54.89 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 0.2%

Value $7.703M Shares 120,000 Est. Cost $68.28 Unrealized —

— ACORDA THERAPEUTICS INC 0.2%

Value $7.558M Shares 8,873,000 Est. Cost $0.86 Unrealized —

SLB SCHLUMBERGER LTD 0.2%

Value $7.352M Shares 109,100 Est. Cost $53.10 Unrealized -3.5%

HLF HERBALIFE LTD 0.2%

Value $7.041M Shares 104,000 Est. Cost $21.81 Unrealized +60.6%

— AKORN INC 0.2%

Value $7.009M Shares 217,500 Est. Cost $32.24 Unrealized —

— VIPSHOP HLDGS LTD 0.2%

Value $7M Shares 7,000,000 Est. Cost $1.00 Unrealized —

SHY ISHARES TR 0.2%

Value $6.932M Shares 82,680 Est. Cost $84.44 Unrealized —

— TWENTY FIRST CENTY FOX INC 0.2%

Value $6.814M Shares 197,341 Est. Cost $33.47 Unrealized —

— AKORN INC 0.2%

Value $6.8M Shares 211,000 Est. Cost $32.24 Unrealized —

— RADIUS HEALTH INC 0.2%

Value $6.619M Shares 7,000,000 Est. Cost $0.98 Unrealized —

QCOM QUALCOMM INC 0.2%

Value $6.618M Shares 103,400 Est. Cost $48.08 Unrealized +1.9%

— DISH NETWORK CORP 0.2%

Value $5.968M Shares 125,000 Est. Cost $47.74 Unrealized —

— NUVASIVE INC 0.2%

Value $5.887M Shares 5,000,000 Est. Cost $1.14 Unrealized —

— STARWOOD PPTY TR INC 0.2%

Value $5.616M Shares 5,500,000 Est. Cost $1.00 Unrealized —

Value $5.316M Shares 61,700 Est. Cost $70.10 Unrealized +29.0%

— TRONOX LTD 0.1%

Value $5.287M Shares 257,800 Est. Cost $20.51 Unrealized —

— GLOBAL PARTNER ACQUISITION C 0.1%

Value $5.178M Shares 515,300 Est. Cost $9.85 Unrealized —

— NEWFIELD EXPL CO 0.1%

Value $4.801M Shares 152,272 Est. Cost $29.38 Unrealized —

DPZ DOMINOS PIZZA INC 0.1%

Value $4.724M Shares 25,000 Est. Cost $168.93 Unrealized 0.0%

DPZ DOMINOS PIZZA INC 0.1%

Value $4.724M Shares 25,000 Est. Cost $168.93 Unrealized 0.0%

JPM JPMORGAN CHASE & CO 0.1%

Value $4.554M Shares 42,600 Est. Cost — Unrealized —

— DYNEGY INC NEW DEL 0.1%

Value $4.53M Shares 382,300 Est. Cost $11.85 Unrealized —

EWG ISHARES INC 0.1%

Value $4.495M Shares 136,153 Est. Cost $33.01 Unrealized —

— BARCLAYS BK PLC 0.1%

Value $4.462M Shares 159,824 Est. Cost $27.92 Unrealized —

ECH ISHARES INC 0.1%

Value $4.433M Shares 85,000 Est. Cost $45.95 Unrealized —

— TRONOX LTD 0.1%

Value $4.307M Shares 210,000 Est. Cost $20.51 Unrealized —

JNJ JOHNSON & JOHNSON 0.1%

Value $4.274M Shares 30,600 Est. Cost $110.61 Unrealized +0.3%

EZU ISHARES INC 0.1%

Value $4.274M Shares 98,526 Est. Cost $43.38 Unrealized —

— DISCOVERY COMMUNICATNS NEW 0.1%

Value $4.234M Shares 200,000 Est. Cost — Unrealized —

TD TORONTO DOMINION BK ONT 0.1%

Value $4.077M Shares 69,600 Est. Cost — Unrealized —

CAT CATERPILLAR INC DEL 0.1%

Value $4.065M Shares 25,800 Est. Cost — Unrealized —

— ISHARES GOLD TRUST 0.1%

Value $4.065M Shares 325,000 Est. Cost $12.02 Unrealized —

SLB SCHLUMBERGER LTD 0.1%

Value $4.043M Shares 60,000 Est. Cost $53.10 Unrealized -3.5%

— NAVISTAR INTL CORP NEW 0.1%

Value $3.952M Shares 92,200 Est. Cost $42.86 Unrealized —

— BROADSOFT INC 0.1%

Value $3.715M Shares 2,500,000 Est. Cost $1.49 Unrealized —

DVY ISHARES TR 0.1%

Value $3.669M Shares 37,229 Est. Cost $90.99 Unrealized —

IBM INTERNATIONAL BUSINESS MACHS 0.1%

Value $3.603M Shares 23,500 Est. Cost $104.56 Unrealized -2.3%

— DYNEGY INC NEW DEL 0.1%

Value $3.566M Shares 301,000 Est. Cost $11.85 Unrealized —

XLY SELECT SECTOR SPDR TR 0.1%

Value $3.515M Shares 35,617 Est. Cost $86.73 Unrealized —

— ISHARES INC 0.1%

Value $3.464M Shares 104,614 Est. Cost $28.93 Unrealized —

— AEROJET ROCKETDYNE HLDGS INC 0.1%

Value $3.454M Shares 2,500,000 Est. Cost $1.38 Unrealized —

BABA ALIBABA GROUP HLDG LTD 0.1%

Value $3.448M Shares 20,000 Est. Cost — Unrealized —

— CAVIUM INC 0.1%

Value $3.353M Shares 40,000 Est. Cost $83.83 Unrealized —

XLP SELECT SECTOR SPDR TR 0.1%

Value $3.326M Shares 58,470 Est. Cost $53.53 Unrealized —

BRK/B BERKSHIRE HATHAWAY INC DEL 0.1%

Value $3.21M Shares 16,200 Est. Cost — Unrealized —

QCOM QUALCOMM INC 0.1%

Value $3.201M Shares 50,009 Est. Cost $48.08 Unrealized +1.9%

EWI ISHARES INC 0.1%

Value $3.184M Shares 104,618 Est. Cost $29.90 Unrealized —

XLU SELECT SECTOR SPDR TR 0.1%

Value $3.147M Shares 59,756 Est. Cost $51.31 Unrealized —

MSFT MICROSOFT CORP 0.1%

Value $2.744M Shares 32,100 Est. Cost $62.32 Unrealized +20.8%

— CLEVELAND CLIFFS INC 0.1%

Value $2.743M Shares 2,500,000 Est. Cost $1.10 Unrealized —

IJH ISHARES TR 0.1%

Value $2.664M Shares 14,041 Est. Cost $189.73 Unrealized —

— AMYRIS INC 0.1%

Value $2.62M Shares 4,000,000 Est. Cost $0.63 Unrealized —

AGG ISHARES TR 0.1%

Value $2.614M Shares 23,913 Est. Cost $108.48 Unrealized —

BND VANGUARD BD INDEX FD INC 0.1%

Value $2.614M Shares 32,057 Est. Cost $81.37 Unrealized —

LQD ISHARES TR 0.1%

Value $2.614M Shares 21,508 Est. Cost $120.68 Unrealized —

EWQ ISHARES INC 0.1%

Value $2.547M Shares 81,598 Est. Cost $31.21 Unrealized —

— DEPOMED INC 0.1%

Value $2.544M Shares 3,000,000 Est. Cost $0.85 Unrealized —

— RITE AID CORP 0.1%

Value $2.462M Shares 1,250,000 Est. Cost $1.96 Unrealized —

— MARVELL TECHNOLOGY GROUP LTD 0.1%

Value $2.446M Shares 114,000 Est. Cost $17.89 Unrealized —

AMZN AMAZON COM INC 0.1%

Value $2.419M Shares 2,069 Est. Cost $48.95 Unrealized +12.4%

IWM ISHARES TR 0.1%

Value $2.381M Shares 15,620 Est. Cost $146.67 Unrealized —

— CURRENCYSHARES CDN DLR TR 0.1%

Value $2.355M Shares 30,000 Est. Cost $79.06 Unrealized —

— SPDR SERIES TRUST 0.1%

Value $2.342M Shares 63,796 Est. Cost $36.95 Unrealized —

— MCDERMOTT INTL INC 0.1%

Value $2.304M Shares 350,200 Est. Cost $7.14 Unrealized —

META FACEBOOK INC 0.1%

Value $2.258M Shares 12,800 Est. Cost $147.65 Unrealized +18.9%

GOGO GOGO INC 0.1%

Value $2.256M Shares 200,000 Est. Cost $10.64 Unrealized 0.0%

— CURRENCYSHARES EURO TR 0.1%

Value $2.196M Shares 19,000 Est. Cost $112.74 Unrealized —

SLB SCHLUMBERGER LTD 0.1%

Value $2.157M Shares 32,010 Est. Cost $53.10 Unrealized -3.5%

— DELL TECHNOLOGIES INC 0.1%

Value $2.032M Shares 25,000 Est. Cost $77.20 Unrealized —

T AT&T INC 0.1%

Value $2.027M Shares 52,146 Est. Cost $15.25 Unrealized 0.0%

— PARSLEY ENERGY INC 0.1%

Value $2.007M Shares 68,189 Est. Cost $27.75 Unrealized —

EWW ISHARES INC 0.1%

Value $1.945M Shares 39,461 Est. Cost $54.61 Unrealized —

TEVA TEVA PHARMACEUTICAL INDS LTD 0.1%

Value $1.893M Shares 99,900 Est. Cost — Unrealized —

— CONCHO RES INC 0.1%

Value $1.811M Shares 12,059 Est. Cost $150.18 Unrealized —

UNP UNION PAC CORP 0.1%

Value $1.809M Shares 13,500 Est. Cost $89.26 Unrealized +12.9%

— MACQUARIE INFRASTRUCTURE COR 0.1%

Value $1.797M Shares 28,000 Est. Cost $68.28 Unrealized —

EWT ISHARES INC 0.0%

Value $1.753M Shares 48,438 Est. Cost $36.10 Unrealized —

— GENERAL ELECTRIC CO 0.0%

Value $1.721M Shares 98,700 Est. Cost $27.01 Unrealized —

Value $1.717M Shares 7,300 Est. Cost $144.97 Unrealized 0.0%

AAPL APPLE INC 0.0%

Value $1.692M Shares 10,000 Est. Cost $34.25 Unrealized +14.1%

EWP ISHARES INC 0.0%

Value $1.67M Shares 50,963 Est. Cost $33.33 Unrealized —

HUN HUNTSMAN CORP 0.0%

Value $1.664M Shares 50,000 Est. Cost $25.47 Unrealized +20.2%

CACC CREDIT ACCEP CORP MICH 0.0%

Value $1.617M Shares 5,000 Est. Cost — Unrealized —

GOOGL ALPHABET INC 0.0%

Value $1.579M Shares 1,500 Est. Cost $51.24 Unrealized 0.0%

EWJ ISHARES INC 0.0%

Value $1.53M Shares 25,531 Est. Cost $59.93 Unrealized —

EWZ ISHARES INC 0.0%

Value $1.497M Shares 37,010 Est. Cost $41.10 Unrealized —

HAL HALLIBURTON CO 0.0%

Value $1.466M Shares 30,000 Est. Cost $40.61 Unrealized -7.8%

ORCL ORACLE CORP 0.0%

Value $1.413M Shares 29,900 Est. Cost — Unrealized —

INTC INTEL CORP 0.0%

Value $1.384M Shares 30,000 Est. Cost $34.28 Unrealized +6.6%

GOOGL ALPHABET INC 0.0%

Value $1.369M Shares 1,300 Est. Cost $51.24 Unrealized 0.0%

— CREDIT SUISSE NASSAU BRH 0.0%

Value $1.361M Shares 10,126 Est. Cost $97.53 Unrealized —

IWV ISHARES TR 0.0%

Value $1.358M Shares 8,591 Est. Cost $149.23 Unrealized —

— ECO STIM ENERGY SOLUTIONS IN 0.0%

Value $1.321M Shares 1,048,951 Est. Cost $1.54 Unrealized —

GDX VANECK VECTORS ETF TR 0.0%

Value $1.278M Shares 55,000 Est. Cost — Unrealized —

EMBJ EMBRAER S A 0.0%

Value $1.196M Shares 50,000 Est. Cost — Unrealized —

VST VISTRA ENERGY CORP 0.0%

Value $1.194M Shares 65,200 Est. Cost $16.03 Unrealized 0.0%

— CALLON PETE CO DEL 0.0%

Value $1.191M Shares 98,068 Est. Cost $12.70 Unrealized —

Value $1.176M Shares 5,000 Est. Cost $144.97 Unrealized 0.0%

GOOG ALPHABET INC 0.0%

Value $1.135M Shares 1,085 Est. Cost $50.52 Unrealized 0.0%

MET METLIFE INC 0.0%

Value $1.095M Shares 21,659 Est. Cost $39.89 Unrealized 0.0%

— WABCO HLDGS INC 0.0%

Value $1.056M Shares 7,362 Est. Cost $143.44 Unrealized —

IQV IQVIA HLDGS INC 0.0%

Value $1.037M Shares 10,600 Est. Cost $101.80 Unrealized 0.0%

— VALEANT PHARMACEUTICALS INTL 0.0%

Value $1.024M Shares 49,300 Est. Cost $39.82 Unrealized —

Value $968K Shares 4,116 Est. Cost $144.97 Unrealized 0.0%

RCL ROYAL CARIBBEAN CRUISES LTD 0.0%

Value $959K Shares 8,047 Est. Cost $104.99 Unrealized +8.9%

WMT WAL-MART STORES INC 0.0%

Value $944K Shares 9,563 Est. Cost $22.02 Unrealized +21.8%

MTN VAIL RESORTS INC 0.0%

Value $934K Shares 4,400 Est. Cost $223.89 Unrealized 0.0%

TSLA TESLA INC 0.0%

Value $934K Shares 3,000 Est. Cost $22.80 Unrealized -4.6%

KMI KINDER MORGAN INC DEL 0.0%

Value $903K Shares 50,000 Est. Cost $12.90 Unrealized -11.7%

POST POST HLDGS INC 0.0%

Value $902K Shares 11,393 Est. Cost $53.20 Unrealized 0.0%

ELF E L F BEAUTY INC 0.0%

Value $892K Shares 40,000 Est. Cost $23.08 Unrealized -7.6%

FRCB FIRST REP BK SAN FRANCISCO C 0.0%

Value $890K Shares 10,274 Est. Cost $91.38 Unrealized 0.0%

ETN EATON CORP PLC 0.0%

Value $885K Shares 11,203 Est. Cost $66.26 Unrealized 0.0%

— GNC HLDGS INC 0.0%

Value $881K Shares 2,000,000 Est. Cost $0.61 Unrealized —

KO COCA COLA CO 0.0%

Value $875K Shares 19,100 Est. Cost $34.72 Unrealized +2.6%

GM GENERAL MTRS CO 0.0%

Value $860K Shares 21,000 Est. Cost $37.86 Unrealized 0.0%

AGO ASSURED GUARANTY LTD 0.0%

Value $839K Shares 24,773 Est. Cost $37.09 Unrealized -15.0%

— NATIONAL INSTRS CORP 0.0%

Value $836K Shares 20,099 Est. Cost $41.72 Unrealized —

SRE SEMPRA ENERGY 0.0%

Value $823K Shares 7,700 Est. Cost $44.45 Unrealized +0.2%

— ACORDA THERAPEUTICS INC 0.0%

Value $818K Shares 38,200 Est. Cost — Unrealized —

— CAESARS ENTMT CORP 0.0%

Value $815K Shares 64,485 Est. Cost $12.64 Unrealized —

— CELGENE CORP 0.0%

Value $803K Shares 7,700 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 0.0%

Value $800K Shares 3,000 Est. Cost $266.79 Unrealized —

IVZ INVESCO LTD 0.0%

Value $798K Shares 21,856 Est. Cost $24.58 Unrealized 0.0%

CMCSA COMCAST CORP NEW 0.0%

Value $784K Shares 19,600 Est. Cost $29.92 Unrealized +2.6%

AN AUTONATION INC 0.0%

Value $769K Shares 15,000 Est. Cost $50.73 Unrealized 0.0%

DG DOLLAR GEN CORP NEW 0.0%

Value $762K Shares 8,200 Est. Cost $77.43 Unrealized 0.0%

ICLR ICON PLC 0.0%

Value $757K Shares 6,750 Est. Cost $115.23 Unrealized 0.0%

PTC PTC INC 0.0%

Value $744K Shares 12,259 Est. Cost $62.10 Unrealized 0.0%

TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.0%

Value $743K Shares 6,777 Est. Cost $109.19 Unrealized 0.0%

EXLS EXLSERVICE HOLDINGS INC 0.0%

Value $742K Shares 12,311 Est. Cost $11.55 Unrealized +5.7%

CVX CHEVRON CORP NEW 0.0%

Value $738K Shares 5,900 Est. Cost $78.41 Unrealized +6.6%

— GRACE W R & CO DEL NEW 0.0%

Value $736K Shares 10,500 Est. Cost $70.10 Unrealized —

ALGN ALIGN TECHNOLOGY INC 0.0%

Value $733K Shares 3,299 Est. Cost $227.14 Unrealized 0.0%

BRSL INTERNATIONAL GAME TECHNOLOG 0.0%

Value $732K Shares 27,622 Est. Cost $15.88 Unrealized 0.0%

— VALEANT PHARMACEUTICALS INTL 0.0%

Value $727K Shares 35,000 Est. Cost $39.82 Unrealized —

SNPS SYNOPSYS INC 0.0%

Value $724K Shares 8,500 Est. Cost $86.51 Unrealized 0.0%

EWS ISHARES INC 0.0%

Value $721K Shares 27,810 Est. Cost $24.43 Unrealized —

— SPLUNK INC 0.0%

Value $704K Shares 8,500 Est. Cost $66.37 Unrealized —

— ALTABA INC 0.0%

Value $700K Shares 10,034 Est. Cost $62.88 Unrealized —

— MEDICINES CO 0.0%

Value $683K Shares 25,000 Est. Cost — Unrealized —

SWKS SKYWORKS SOLUTIONS INC 0.0%

Value $683K Shares 7,200 Est. Cost $80.50 Unrealized +8.0%

— BARCLAYS BK PLC 0.0%

Value $682K Shares 104,351 Est. Cost $5.37 Unrealized —

EGBN EAGLE BANCORP INC MD 0.0%

Value $678K Shares 11,723 Est. Cost $49.99 Unrealized 0.0%

KHC KRAFT HEINZ CO 0.0%

Value $676K Shares 8,700 Est. Cost $60.74 Unrealized -12.1%

HRL HORMEL FOODS CORP 0.0%

Value $673K Shares 18,514 Est. Cost $27.28 Unrealized 0.0%

EWY ISHARES INC 0.0%

Value $666K Shares 8,894 Est. Cost $68.98 Unrealized —

HII HUNTINGTON INGALLS INDS INC 0.0%

Value $662K Shares 2,811 Est. Cost $199.61 Unrealized 0.0%

— NUANCE COMMUNICATIONS INC 0.0%

Value $654K Shares 40,000 Est. Cost $16.35 Unrealized —

HAL HALLIBURTON CO 0.0%

Value $650K Shares 13,316 Est. Cost $40.61 Unrealized -7.8%

— JACOBS ENGR GROUP INC DEL 0.0%

Value $646K Shares 9,800 Est. Cost $65.92 Unrealized —

— APACHE CORP 0.0%

Value $642K Shares 15,220 Est. Cost $43.22 Unrealized —

KEYS KEYSIGHT TECHNOLOGIES INC 0.0%

Value $640K Shares 15,406 Est. Cost $40.96 Unrealized +5.5%

— THIRD PT REINS LTD 0.0%

Value $635K Shares 43,346 Est. Cost $14.65 Unrealized —

CCK CROWN HOLDINGS INC 0.0%

Value $624K Shares 11,101 Est. Cost $56.20 Unrealized 0.0%

NTNX NUTANIX INC 0.0%

Value $620K Shares 17,600 Est. Cost $30.30 Unrealized 0.0%

PPG PPG INDS INC 0.0%

Value $619K Shares 5,300 Est. Cost $99.02 Unrealized 0.0%

FSS FEDERAL SIGNAL CORP 0.0%

Value $618K Shares 30,768 Est. Cost $19.49 Unrealized 0.0%

— AON PLC 0.0%

Value $615K Shares 4,591 Est. Cost $133.96 Unrealized —

— THERAPEUTICSMD INC 0.0%

Value $608K Shares 100,800 Est. Cost $5.27 Unrealized —

IBM INTERNATIONAL BUSINESS MACHS 0.0%

Value $598K Shares 3,900 Est. Cost $104.56 Unrealized -2.3%

EEFT EURONET WORLDWIDE INC 0.0%

Value $597K Shares 7,087 Est. Cost $92.55 Unrealized 0.0%

— BERRY GLOBAL GROUP INC 0.0%

Value $597K Shares 10,181 Est. Cost $54.38 Unrealized —

BIGGQ BIG LOTS INC 0.0%

Value $578K Shares 10,300 Est. Cost $43.42 Unrealized 0.0%

FDX FEDEX CORP 0.0%

Value $573K Shares 2,300 Est. Cost $199.05 Unrealized 0.0%

PTEN PATTERSON UTI ENERGY INC 0.0%

Value $540K Shares 23,500 Est. Cost $23.36 Unrealized -11.3%

— EL PASO ELEC CO 0.0%

Value $539K Shares 9,739 Est. Cost $55.34 Unrealized —

OSIS OSI SYSTEMS INC 0.0%

Value $519K Shares 8,066 Est. Cost $84.03 Unrealized 0.0%

PFE PFIZER INC 0.0%

Value $517K Shares 14,300 Est. Cost $21.08 Unrealized +12.9%

— TE CONNECTIVITY LTD 0.0%

Value $513K Shares 5,398 Est. Cost $95.04 Unrealized —

— VANECK VECTORS ETF TR 0.0%

Value $512K Shares 24,165 Est. Cost $22.29 Unrealized —

CFR CULLEN FROST BANKERS INC 0.0%

Value $511K Shares 5,400 Est. Cost $75.74 Unrealized 0.0%

— CARBO CERAMICS INC 0.0%

Value $509K Shares 50,000 Est. Cost $8.62 Unrealized —

VAC MARRIOTT VACATIONS WRLDWDE C 0.0%

Value $509K Shares 3,769 Est. Cost $115.11 Unrealized +14.6%

— LEUCADIA NATL CORP 0.0%

Value $509K Shares 19,231 Est. Cost $25.99 Unrealized —

— FOOT LOCKER INC 0.0%

Value $503K Shares 10,730 Est. Cost $46.88 Unrealized —

YUM YUM BRANDS INC 0.0%

Value $502K Shares 6,155 Est. Cost $68.23 Unrealized 0.0%

NBIX NEUROCRINE BIOSCIENCES INC 0.0%

Value $501K Shares 6,469 Est. Cost $68.21 Unrealized 0.0%

BDX BECTON DICKINSON & CO 0.0%

Value $494K Shares 2,309 Est. Cost $171.06 Unrealized +8.4%

— TCP CAP CORP 0.0%

Value $492K Shares 32,238 Est. Cost $15.26 Unrealized —

— NOBLE ENERGY INC 0.0%

Value $491K Shares 16,850 Est. Cost $29.14 Unrealized —

SANM SANMINA CORPORATION 0.0%

Value $490K Shares 14,878 Est. Cost $34.93 Unrealized 0.0%

— ANSYS INC 0.0%

Value $490K Shares 3,326 Est. Cost $147.32 Unrealized —

NGVT INGEVITY CORP 0.0%

Value $486K Shares 6,900 Est. Cost $72.15 Unrealized 0.0%

LYV LIVE NATION ENTERTAINMENT IN 0.0%

Value $482K Shares 11,346 Est. Cost $43.52 Unrealized 0.0%

UPS UNITED PARCEL SERVICE INC 0.0%

Value $479K Shares 4,022 Est. Cost $86.27 Unrealized 0.0%

FBIN FORTUNE BRANDS HOME & SEC IN 0.0%

Value $471K Shares 6,882 Est. Cost $50.19 Unrealized 0.0%

MHK MOHAWK INDS INC 0.0%

Value $469K Shares 1,700 Est. Cost $248.97 Unrealized +7.8%

— PACIFIC PREMIER BANCORP 0.0%

Value $468K Shares 11,720 Est. Cost $39.93 Unrealized —

GD GENERAL DYNAMICS CORP 0.0%

Value $467K Shares 2,300 Est. Cost $170.35 Unrealized 0.0%

SCI SERVICE CORP INTL 0.0%

Value $459K Shares 12,300 Est. Cost $34.83 Unrealized +2.7%

AAPL APPLE INC 0.0%

Value $459K Shares 2,718 Est. Cost $34.25 Unrealized +14.1%

EXC EXELON CORP 0.0%

Value $458K Shares 11,623 Est. Cost $20.00 Unrealized +8.3%

OKE ONEOK INC NEW 0.0%

Value $455K Shares 8,529 Est. Cost $32.07 Unrealized 0.0%

— MICHAEL KORS HLDGS LTD 0.0%

Value $452K Shares 7,191 Est. Cost $62.86 Unrealized —

ACGL ARCH CAP GROUP LTD 0.0%

Value $444K Shares 4,900 Est. Cost $30.41 Unrealized 0.0%

IBM INTERNATIONAL BUSINESS MACHS 0.0%

Value $442K Shares 2,884 Est. Cost $104.56 Unrealized -2.3%

— CITRIX SYS INC 0.0%

Value $440K Shares 5,000 Est. Cost $87.45 Unrealized —

CSX CSX CORP 0.0%

Value $440K Shares 8,005 Est. Cost $15.87 Unrealized 0.0%

MU MICRON TECHNOLOGY INC 0.0%

Value $439K Shares 10,700 Est. Cost $42.03 Unrealized 0.0%

— FS INVT CORP 0.0%

Value $438K Shares 59,600 Est. Cost $7.35 Unrealized —

HYG ISHARES TR 0.0%

Value $436K Shares 5,000 Est. Cost $86.84 Unrealized —

SBUX STARBUCKS CORP 0.0%

Value $435K Shares 7,576 Est. Cost $47.41 Unrealized 0.0%

MCO MOODYS CORP 0.0%

Value $430K Shares 2,918 Est. Cost $136.31 Unrealized 0.0%

WSFS WSFS FINL CORP 0.0%

Value $430K Shares 9,002 Est. Cost $49.31 Unrealized 0.0%

ORCL ORACLE CORP 0.0%

Value $429K Shares 9,100 Est. Cost — Unrealized —

GDOT GREEN DOT CORP 0.0%

Value $427K Shares 7,100 Est. Cost $58.65 Unrealized 0.0%

CCL CARNIVAL CORP 0.0%

Value $424K Shares 6,400 Est. Cost $60.75 Unrealized 0.0%

HRB BLOCK H & R INC 0.0%

Value $422K Shares 16,097 Est. Cost $18.93 Unrealized 0.0%

LAD LITHIA MTRS INC 0.0%

Value $420K Shares 3,698 Est. Cost $116.29 Unrealized 0.0%

MGM MGM RESORTS INTERNATIONAL 0.0%

Value $414K Shares 12,400 Est. Cost $30.79 Unrealized 0.0%

DGX QUEST DIAGNOSTICS INC 0.0%

Value $413K Shares 4,200 Est. Cost $80.65 Unrealized 0.0%

TPH TRI POINTE GROUP INC 0.0%

Value $413K Shares 23,089 Est. Cost $14.88 Unrealized +13.2%

REGN REGENERON PHARMACEUTICALS 0.0%

Value $412K Shares 1,096 Est. Cost $417.56 Unrealized -3.5%

— VECTOR GROUP LTD 0.0%

Value $409K Shares 18,300 Est. Cost $22.35 Unrealized —

— STERLING BANCORP DEL 0.0%

Value $403K Shares 16,400 Est. Cost $24.57 Unrealized —

NCLH NORWEGIAN CRUISE LINE HLDGS 0.0%

Value $399K Shares 7,500 Est. Cost $55.94 Unrealized -1.1%

— LHC GROUP INC 0.0%

Value $397K Shares 6,487 Est. Cost $61.20 Unrealized —

OGE OGE ENERGY CORP 0.0%

Value $395K Shares 12,021 Est. Cost $35.32 Unrealized 0.0%

RIG TRANSOCEAN LTD 0.0%

Value $395K Shares 36,989 Est. Cost $10.38 Unrealized 0.0%

XOM EXXON MOBIL CORP 0.0%

Value $394K Shares 4,713 Est. Cost $55.56 Unrealized +2.8%

— NEKTAR THERAPEUTICS 0.0%

Value $394K Shares 6,600 Est. Cost $59.70 Unrealized —

KN KNOWLES CORP 0.0%

Value $391K Shares 26,705 Est. Cost $15.63 Unrealized 0.0%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $387K Shares 18,672 Est. Cost $18.20 Unrealized 0.0%

— SOUTH ST CORP 0.0%

Value $387K Shares 4,443 Est. Cost $87.10 Unrealized —

CSGP COSTAR GROUP INC 0.0%

Value $386K Shares 1,300 Est. Cost $27.75 Unrealized +5.6%

— BROADCOM LTD 0.0%

Value $386K Shares 1,503 Est. Cost $226.12 Unrealized —

FUL FULLER H B CO 0.0%

Value $382K Shares 7,103 Est. Cost $50.07 Unrealized 0.0%

— HALYARD HEALTH INC 0.0%

Value $382K Shares 8,280 Est. Cost $45.40 Unrealized —

CPRT COPART INC 0.0%

Value $375K Shares 8,690 Est. Cost $9.73 Unrealized 0.0%

BSX BOSTON SCIENTIFIC CORP 0.0%

Value $375K Shares 15,165 Est. Cost $27.58 Unrealized 0.0%

EXP EAGLE MATERIALS INC 0.0%

Value $373K Shares 3,300 Est. Cost $104.03 Unrealized 0.0%

CMI CUMMINS INC 0.0%

Value $370K Shares 2,100 Est. Cost $138.21 Unrealized 0.0%

WST WEST PHARMACEUTICAL SVSC INC 0.0%

Value $370K Shares 3,760 Est. Cost $95.48 Unrealized 0.0%

— MB FINANCIAL INC NEW 0.0%

Value $369K Shares 8,300 Est. Cost $44.46 Unrealized —

KR KROGER CO 0.0%

Value $368K Shares 13,441 Est. Cost $19.60 Unrealized 0.0%

ROP ROPER TECHNOLOGIES INC 0.0%

Value $368K Shares 1,422 Est. Cost $244.69 Unrealized 0.0%

DLTR DOLLAR TREE INC 0.0%

Value $367K Shares 3,420 Est. Cost $77.19 Unrealized +26.6%

— SUCAMPO PHARMACEUTICALS INC 0.0%

Value $362K Shares 20,200 Est. Cost — Unrealized —

MZTI LANCASTER COLONY CORP 0.0%

Value $361K Shares 2,800 Est. Cost $126.19 Unrealized 0.0%

ETR ENTERGY CORP NEW 0.0%

Value $360K Shares 4,425 Est. Cost $30.90 Unrealized 0.0%

ICE INTERCONTINENTAL EXCHANGE IN 0.0%

Value $359K Shares 5,100 Est. Cost $61.83 Unrealized 0.0%

EOG EOG RES INC 0.0%

Value $356K Shares 3,300 Est. Cost $75.40 Unrealized 0.0%

LGND LIGAND PHARMACEUTICALS INC 0.0%

Value $355K Shares 2,599 Est. Cost $86.68 Unrealized 0.0%

NOVT NOVANTA INC 0.0%

Value $352K Shares 7,052 Est. Cost $48.73 Unrealized 0.0%

SO SOUTHERN CO 0.0%

Value $349K Shares 7,267 Est. Cost $34.32 Unrealized +6.2%

EWL ISHARES INC 0.0%

Value $347K Shares 9,775 Est. Cost $35.03 Unrealized —

GNRC GENERAC HLDGS INC 0.0%

Value $347K Shares 7,014 Est. Cost $49.67 Unrealized 0.0%

HXL HEXCEL CORP NEW 0.0%

Value $345K Shares 5,583 Est. Cost $60.79 Unrealized 0.0%

— FORWARD AIR CORP 0.0%

Value $344K Shares 6,000 Est. Cost $57.33 Unrealized —

— FLEETCOR TECHNOLOGIES INC 0.0%

Value $342K Shares 1,781 Est. Cost $192.03 Unrealized —

— NOBLE CORP PLC 0.0%

Value $342K Shares 75,700 Est. Cost $4.52 Unrealized —

YUMC YUM CHINA HLDGS INC 0.0%

Value $336K Shares 8,400 Est. Cost $41.14 Unrealized 0.0%

KMI KINDER MORGAN INC DEL 0.0%

Value $334K Shares 18,525 Est. Cost $12.90 Unrealized -11.7%

— GENERAL ELECTRIC CO 0.0%

Value $333K Shares 19,107 Est. Cost $27.01 Unrealized —

DORM DORMAN PRODUCTS INC 0.0%

Value $330K Shares 5,400 Est. Cost $67.80 Unrealized 0.0%

ISRG INTUITIVE SURGICAL INC 0.0%

Value $329K Shares 903 Est. Cost $125.15 Unrealized 0.0%

YEXT YEXT INC 0.0%

Value $329K Shares 27,400 Est. Cost $13.20 Unrealized -5.0%

— LILIS ENERGY INC 0.0%

Value $327K Shares 63,996 Est. Cost $4.27 Unrealized —

— FIRST DATA CORP NEW 0.0%

Value $327K Shares 19,590 Est. Cost $17.64 Unrealized —

— FIBROGEN INC 0.0%

Value $327K Shares 6,900 Est. Cost $47.39 Unrealized —

MGRC MCGRATH RENTCORP 0.0%

Value $326K Shares 6,956 Est. Cost $46.26 Unrealized 0.0%

KO COCA COLA CO 0.0%

Value $323K Shares 7,051 Est. Cost $34.72 Unrealized +2.6%

SAIC SCIENCE APPLICATNS INTL CP N 0.0%

Value $323K Shares 4,220 Est. Cost $72.33 Unrealized 0.0%

DIOD DIODES INC 0.0%

Value $318K Shares 11,101 Est. Cost $31.06 Unrealized 0.0%

LZB LA Z BOY INC 0.0%

Value $316K Shares 10,145 Est. Cost $28.85 Unrealized 0.0%

— BARCLAYS BK PLC 0.0%

Value $309K Shares 11,100 Est. Cost $27.92 Unrealized —

NOC NORTHROP GRUMMAN CORP 0.0%

Value $309K Shares 1,008 Est. Cost $263.02 Unrealized 0.0%

EQT EQT CORP 0.0%

Value $307K Shares 5,400 Est. Cost $31.36 Unrealized -3.5%

— DISH NETWORK CORP 0.0%

Value $306K Shares 6,410 Est. Cost $47.74 Unrealized —

— TARO PHARMACEUTICAL INDS LTD 0.0%

Value $303K Shares 2,900 Est. Cost $104.48 Unrealized —

SWX SOUTHWEST GAS HOLDINGS INC 0.0%

Value $302K Shares 3,758 Est. Cost $79.99 Unrealized +1.5%

BKD BROOKDALE SR LIVING INC 0.0%

Value $300K Shares 30,972 Est. Cost $13.54 Unrealized -24.7%

PRGO PERRIGO CO PLC 0.0%

Value $296K Shares 3,403 Est. Cost $71.71 Unrealized +19.8%

— ENVISION HEALTHCARE CORP 0.0%

Value $293K Shares 8,500 Est. Cost $44.91 Unrealized —

— SUMMIT MATLS INC 0.0%

Value $292K Shares 9,300 Est. Cost $31.40 Unrealized —

CVCO CAVCO INDS INC DEL 0.0%

Value $290K Shares 1,903 Est. Cost $150.20 Unrealized 0.0%

MS MORGAN STANLEY 0.0%

Value $290K Shares 5,530 Est. Cost $39.73 Unrealized 0.0%

UIS UNISYS CORP 0.0%

Value $290K Shares 35,700 Est. Cost — Unrealized —

— WEATHERFORD INTL PLC 0.0%

Value $288K Shares 69,093 Est. Cost $4.17 Unrealized —

— CENTERSTATE BK CORP 0.0%

Value $288K Shares 11,200 Est. Cost $25.71 Unrealized —

— GREAT WESTN BANCORP INC 0.0%

Value $286K Shares 7,200 Est. Cost $39.72 Unrealized —

— ARRIS INTL INC 0.0%

Value $282K Shares 11,000 Est. Cost $25.64 Unrealized —

MTG MGIC INVT CORP WIS 0.0%

Value $276K Shares 19,600 Est. Cost $14.06 Unrealized 0.0%

BBT BERKSHIRE HILLS BANCORP INC 0.0%

Value $274K Shares 7,500 Est. Cost $27.79 Unrealized +7.1%

— KANSAS CITY SOUTHERN 0.0%

Value $273K Shares 2,600 Est. Cost $108.52 Unrealized —

SJM SMUCKER J M CO 0.0%

Value $273K Shares 2,200 Est. Cost $85.77 Unrealized 0.0%

OLN OLIN CORP 0.0%

Value $273K Shares 7,700 Est. Cost $28.32 Unrealized 0.0%

RUSHA RUSH ENTERPRISES INC 0.0%

Value $273K Shares 5,386 Est. Cost $21.72 Unrealized 0.0%

THO THOR INDS INC 0.0%

Value $271K Shares 1,800 Est. Cost $117.35 Unrealized 0.0%

WAL WESTERN ALLIANCE BANCORP 0.0%

Value $271K Shares 4,800 Est. Cost $48.33 Unrealized 0.0%

FLEX FLEX LTD 0.0%

Value $269K Shares 15,006 Est. Cost $13.52 Unrealized 0.0%

NFLX NETFLIX INC 0.0%

Value $268K Shares 1,400 Est. Cost $17.44 Unrealized +10.4%

TSN TYSON FOODS INC 0.0%

Value $267K Shares 3,300 Est. Cost $61.44 Unrealized 0.0%

EWBC EAST WEST BANCORP INC 0.0%

Value $261K Shares 4,305 Est. Cost $48.95 Unrealized 0.0%

BWA BORGWARNER INC 0.0%

Value $260K Shares 5,100 Est. Cost $40.72 Unrealized 0.0%

— MERITOR INC 0.0%

Value $260K Shares 11,100 Est. Cost $23.42 Unrealized —

CNP CENTERPOINT ENERGY INC 0.0%

Value $260K Shares 9,185 Est. Cost $22.74 Unrealized 0.0%

AME AMETEK INC NEW 0.0%

Value $259K Shares 3,575 Est. Cost $55.63 Unrealized +18.6%

XLE SELECT SECTOR SPDR TR 0.0%

Value $257K Shares 3,561 Est. Cost $72.17 Unrealized —

INCY INCYTE CORP 0.0%

Value $255K Shares 2,700 Est. Cost $126.52 Unrealized -17.4%

JBTM JOHN BEAN TECHNOLOGIES CORP 0.0%

Value $254K Shares 2,300 Est. Cost $105.95 Unrealized 0.0%

— APOLLO INVT CORP 0.0%

Value $254K Shares 44,878 Est. Cost $5.95 Unrealized —

PM PHILIP MORRIS INTL INC 0.0%

Value $253K Shares 2,400 Est. Cost $69.58 Unrealized 0.0%

TXNM PNM RES INC 0.0%

Value $252K Shares 6,254 Est. Cost $42.90 Unrealized 0.0%

BALL BALL CORP 0.0%

Value $251K Shares 6,645 Est. Cost $37.09 Unrealized 0.0%

— U S SILICA HLDGS INC 0.0%

Value $250K Shares 7,700 Est. Cost $32.47 Unrealized —

— IMPAX LABORATORIES INC 0.0%

Value $249K Shares 15,000 Est. Cost $16.60 Unrealized —

ALRM ALARM COM HLDGS INC 0.0%

Value $249K Shares 6,600 Est. Cost $43.17 Unrealized 0.0%

ROST ROSS STORES INC 0.0%

Value $249K Shares 3,108 Est. Cost $57.27 Unrealized +12.6%

META FACEBOOK INC 0.0%

Value $247K Shares 1,400 Est. Cost $147.65 Unrealized +18.9%

MASI MASIMO CORP 0.0%

Value $245K Shares 2,900 Est. Cost $86.74 Unrealized 0.0%

PLAY DAVE & BUSTERS ENTMT INC 0.0%

Value $242K Shares 4,400 Est. Cost $50.99 Unrealized 0.0%

DAR DARLING INGREDIENTS INC 0.0%

Value $241K Shares 13,298 Est. Cost $17.28 Unrealized 0.0%

— SANDY SPRING BANCORP INC 0.0%

Value $241K Shares 6,200 Est. Cost $38.87 Unrealized —

VRSK VERISK ANALYTICS INC 0.0%

Value $240K Shares 2,507 Est. Cost $79.19 Unrealized +9.2%

LITE LUMENTUM HLDGS INC 0.0%

Value $239K Shares 4,899 Est. Cost $55.75 Unrealized 0.0%

— NOVAVAX INC 0.0%

Value $236K Shares 500,000 Est. Cost $0.47 Unrealized —

— SERVICEMASTER GLOBAL HLDGS I 0.0%

Value $235K Shares 4,600 Est. Cost $51.09 Unrealized —

NDSN NORDSON CORP 0.0%

Value $234K Shares 1,600 Est. Cost $117.82 Unrealized 0.0%

GILD GILEAD SCIENCES INC 0.0%

Value $234K Shares 3,275 Est. Cost $55.90 Unrealized 0.0%

EXPD EXPEDITORS INTL WASH INC 0.0%

Value $232K Shares 3,600 Est. Cost $55.46 Unrealized 0.0%

PPL PPL CORP 0.0%

Value $232K Shares 7,500 Est. Cost $24.88 Unrealized 0.0%

EWD ISHARES INC 0.0%

Value $231K Shares 6,838 Est. Cost $33.78 Unrealized —

ECPG ENCORE CAP GROUP INC 0.0%

Value $231K Shares 5,501 Est. Cost $45.68 Unrealized 0.0%

— XILINX INC 0.0%

Value $229K Shares 3,400 Est. Cost $67.35 Unrealized —

PSMT PRICESMART INC 0.0%

Value $229K Shares 2,660 Est. Cost $76.63 Unrealized 0.0%

GLW CORNING INC 0.0%

Value $228K Shares 7,142 Est. Cost $25.23 Unrealized 0.0%

GRMN GARMIN LTD 0.0%

Value $228K Shares 3,832 Est. Cost $48.04 Unrealized 0.0%

DVN DEVON ENERGY CORP NEW 0.0%

Value $227K Shares 5,500 Est. Cost $26.85 Unrealized 0.0%

IWB ISHARES TR 0.0%

Value $225K Shares 1,518 Est. Cost $135.12 Unrealized —

— INGERSOLL-RAND PLC 0.0%

Value $222K Shares 2,500 Est. Cost $88.80 Unrealized —

MSTR MICROSTRATEGY INC 0.0%

Value $220K Shares 1,681 Est. Cost $14.54 Unrealized -7.7%

MTW MANITOWOC CO INC 0.0%

Value $219K Shares 5,581 Est. Cost $38.67 Unrealized 0.0%

— ATHENE HLDG LTD 0.0%

Value $217K Shares 4,200 Est. Cost $51.67 Unrealized —

— VALIDUS HOLDINGS LTD 0.0%

Value $216K Shares 4,612 Est. Cost $56.35 Unrealized —

HON HONEYWELL INTL INC 0.0%

Value $214K Shares 1,400 Est. Cost $98.75 Unrealized +14.8%

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $212K Shares 9,200 Est. Cost $23.04 Unrealized —

— MAXIM INTEGRATED PRODS INC 0.0%

Value $209K Shares 4,000 Est. Cost $52.25 Unrealized —

— WALGREENS BOOTS ALLIANCE INC 0.0%

Value $208K Shares 2,874 Est. Cost $80.20 Unrealized —

TMO THERMO FISHER SCIENTIFIC INC 0.0%

Value $208K Shares 1,100 Est. Cost $187.44 Unrealized 0.0%

PEN PENUMBRA INC 0.0%

Value $207K Shares 2,207 Est. Cost $99.19 Unrealized 0.0%

— VALEANT PHARMACEUTICALS INTL 0.0%

Value $207K Shares 10,000 Est. Cost $39.82 Unrealized —

— UNIT CORP 0.0%

Value $204K Shares 9,302 Est. Cost $21.93 Unrealized —

PCTY PAYLOCITY HLDG CORP 0.0%

Value $202K Shares 4,300 Est. Cost $48.50 Unrealized 0.0%

SON SONOCO PRODS CO 0.0%

Value $201K Shares 3,800 Est. Cost $39.65 Unrealized 0.0%

— PROOFPOINT INC 0.0%

Value $201K Shares 2,272 Est. Cost $88.47 Unrealized —

DRI DARDEN RESTAURANTS INC 0.0%

Value $201K Shares 2,100 Est. Cost $67.47 Unrealized 0.0%

ONB OLD NATL BANCORP IND 0.0%

Value $198K Shares 11,400 Est. Cost $17.98 Unrealized 0.0%

— RITE AID CORP 0.0%

Value $197K Shares 100,000 Est. Cost $1.96 Unrealized —

PTEN PATTERSON UTI ENERGY INC 0.0%

Value $194K Shares 8,444 Est. Cost $23.36 Unrealized -11.3%

— EXTRACTION OIL AND GAS INC 0.0%

Value $190K Shares 13,300 Est. Cost $14.29 Unrealized —

— GNC HLDGS INC 0.0%

Value $187K Shares 51,000 Est. Cost — Unrealized —

— BELMOND LTD 0.0%

Value $187K Shares 15,335 Est. Cost $12.19 Unrealized —

— KOSMOS ENERGY LTD 0.0%

Value $185K Shares 27,127 Est. Cost $6.82 Unrealized —

— EXONE CO 0.0%

Value $168K Shares 20,000 Est. Cost $11.45 Unrealized —

— FRANKS INTL N V 0.0%

Value $163K Shares 24,616 Est. Cost $6.62 Unrealized —

RMBS RAMBUS INC DEL 0.0%

Value $152K Shares 10,698 Est. Cost $12.28 Unrealized +17.1%

— QUOTIENT TECHNOLOGY INC 0.0%

Value $151K Shares 12,897 Est. Cost $11.71 Unrealized —

GILD GILEAD SCIENCES INC 0.0%

Value $150K Shares 2,100 Est. Cost $55.90 Unrealized 0.0%

OPK OPKO HEALTH INC 0.0%

Value $144K Shares 29,500 Est. Cost $5.80 Unrealized 0.0%

— GENERAL ELECTRIC CO 0.0%

Value $138K Shares 8,000 Est. Cost $27.01 Unrealized —

— GULFPORT ENERGY CORP 0.0%

Value $137K Shares 10,755 Est. Cost $12.74 Unrealized —

— CELGENE CORP 0.0%

Value $134K Shares 1,300 Est. Cost — Unrealized —

ARCO ARCOS DORADOS HOLDINGS INC 0.0%

Value $132K Shares 12,845 Est. Cost $8.69 Unrealized 0.0%

Value $129K Shares 1,500 Est. Cost $70.10 Unrealized +29.0%

— GLOBALSTAR INC 0.0%

Value $128K Shares 97,802 Est. Cost $1.34 Unrealized —

— PLATFORM SPECIALTY PRODS COR 0.0%

Value $127K Shares 12,814 Est. Cost $11.08 Unrealized —

— SIRIUS XM HLDGS INC 0.0%

Value $121K Shares 22,607 Est. Cost $5.52 Unrealized —

BRK/B BERKSHIRE HATHAWAY INC DEL 0.0%

Value $118K Shares 600 Est. Cost — Unrealized —

— SCORPIO TANKERS INC 0.0%

Value $114K Shares 37,660 Est. Cost $3.03 Unrealized —

GOOGL ALPHABET INC 0.0%

Value $105K Shares 100 Est. Cost $51.24 Unrealized 0.0%

KO COCA COLA CO 0.0%

Value $104K Shares 2,300 Est. Cost $34.72 Unrealized +2.6%

— MCDERMOTT INTL INC 0.0%

Value $99,000 Shares 15,107 Est. Cost $7.14 Unrealized —

— ZYNGA INC 0.0%

Value $91,000 Shares 22,973 Est. Cost $3.96 Unrealized —

— NAVISTAR INTL CORP NEW 0.0%

Value $90,000 Shares 2,100 Est. Cost $42.86 Unrealized —

DPZ DOMINOS PIZZA INC 0.0%

Value $75,000 Shares 400 Est. Cost $168.93 Unrealized 0.0%

GILD GILEAD SCIENCES INC 0.0%

Value $71,000 Shares 1,000 Est. Cost $55.90 Unrealized 0.0%

CVX CHEVRON CORP NEW 0.0%

Value $60,000 Shares 485 Est. Cost $78.41 Unrealized +6.6%

— BROADSOFT INC 0.0%

Value $27,000 Shares 500 Est. Cost $54.89 Unrealized —

HLF HERBALIFE LTD 0.0%

Value $20,000 Shares 300 Est. Cost $21.81 Unrealized +60.6%

— COMMUNITY HEALTH SYS INC NEW 0.0%

Value $14,000 Shares 2,000,000 Est. Cost $0.06 Unrealized —

XOM EXXON MOBIL CORP 0.0%

Value $8,000 Shares 100 Est. Cost $55.56 Unrealized +2.8%

EWY ISHARES INC 0.0%

Value $7,000 Shares 100 Est. Cost $68.98 Unrealized —

CMCSA COMCAST CORP NEW 0.0%

Value $1,000 Shares 40 Est. Cost $29.92 Unrealized +2.6%

PFE PFIZER INC 0.0%

Value $1,000 Shares 34 Est. Cost $21.08 Unrealized +12.9%

XME SPDR SERIES TRUST 0.0%

Value $0 Shares 1 Est. Cost — Unrealized —

SMH VANECK VECTORS ETF TR 0.0%

Value $0 Shares 1 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,972,571	$526M	14.9%	$266.79	—	TR UNIT	78462F103
IWM	ISHARES TR	1,807,500	$276M	7.8%	$146.67	—	Put	464287655
—	POWERSHARES QQQ TRUST	1,500,000	$234M	6.6%	$153.85	—	Put	73935A104
EEM	ISHARES TR	2,400,000	$113M	3.2%	—	—	Put	464287234
NXPI	NXP SEMICONDUCTORS N V	798,200	$93.46M	2.6%	$91.99	+11.6%	COM	N6596X109
—	INTEL CORP	40,500,000	$90.04M	2.5%	$1.75	—	SDCV 3.250% 8/0	458140AF7
—	ROCKWELL COLLINS INC	450,000	$61.03M	1.7%	$134.69	—	COM	774341101
C	CITIGROUP INC	815,700	$60.7M	1.7%	$56.47	+0.0%	COM NEW	172967424
T	AT&T INC	1,371,100	$53.3M	1.5%	$15.25	0.0%	Call	00206R102
—	TIME WARNER INC	560,000	$51.22M	1.4%	$100.83	—	Call	887317303
—	MERCADOLIBRE INC	18,411,000	$46.15M	1.3%	$2.21	—	NOTE 2.250% 7/0	58733RAB8
JNJ	JOHNSON & JOHNSON	317,718	$44.39M	1.3%	$110.61	+0.3%	COM	478160104
EFA	ISHARES TR	602,400	$42.35M	1.2%	$65.90	—	Call	464287465
—	WHITING PETE CORP NEW	42,600,000	$39.41M	1.1%	$0.85	—	NOTE 1.250% 4/0	966387AL6
—	TESLA INC	35,000,000	$37.93M	1.1%	$1.14	—	NOTE 1.250% 3/0	88160RAC5
—	IMPAX LABORATORIES INC	37,200,000	$36.27M	1.0%	$0.97	—	NOTE 2.000% 6/1	45256BAE1
—	POWERSHARES QQQ TRUST	225,080	$35.06M	1.0%	$153.85	—	UNIT SER 1	73935A104
—	MONSANTO CO NEW	295,000	$34.45M	1.0%	$117.57	—	Call	61166W101
—	SOLARCITY CORP	33,500,000	$33.33M	0.9%	$0.99	—	NOTE 2.750%11/0	83416TAA8
MCD	MCDONALDS CORP	192,000	$33.05M	0.9%	$138.18	+0.3%	COM	580135101
—	CEMEX SAB DE CV	31,748,000	$32.32M	0.9%	$1.02	—	NOTE 3.750% 3/1	151290BC6
TSLA	TESLA INC	103,500	$32.22M	0.9%	$22.80	-4.6%	Put	88160R101
FXI	ISHARES TR	680,000	$31.39M	0.9%	$39.70	—	Call	464287184
T	AT&T INC	778,200	$30.25M	0.9%	$15.25	0.0%	Put	00206R102
—	VECTOR GROUP LTD	19,000,000	$30.17M	0.9%	$1.51	—	FRNT 1/1	92240MAY4
—	AETNA INC NEW	150,005	$27.06M	0.8%	$179.33	—	COM	00817Y108
—	NAVISTAR INTL CORP NEW	24,500,000	$26.61M	0.8%	$0.98	—	NOTE 4.750% 4/1	63934EAS7
SPY	SPDR S&P 500 ETF TR	95,000	$25.35M	0.7%	$266.79	—	Put	78462F103
—	HERBALIFE LTD	24,000,000	$24.18M	0.7%	$0.99	—	NOTE 2.000% 8/1	42703MAB9
EWY	ISHARES INC	312,900	$23.45M	0.7%	$68.98	—	Call	464286772
—	CEMEX SAB DE CV	22,500,000	$23.34M	0.7%	$1.05	—	NOTE 3.720% 3/1	151290BR3
—	TESLA INC	22,000,000	$23.28M	0.7%	$1.03	—	NOTE 0.250% 3/0	88160RAB7
GLD	SPDR GOLD TRUST	187,700	$23.21M	0.7%	$123.65	—	Put	78463V107
—	BROOKDALE SR LIVING INC	22,941,000	$22.95M	0.6%	$1.03	—	NOTE 2.750% 6/1	112463AA2
—	GRANITE PT MTG TR INC	22,500,000	$22.44M	0.6%	$1.00	—	NOTE 5.625%12/0	38741LAB3
—	TIME WARNER INC	244,750	$22.39M	0.6%	$100.83	—	COM NEW	887317303
—	MEDICINES CO	24,215,000	$22.26M	0.6%	$1.05	—	NOTE 2.750% 7/1	584688AG0
—	CALPINE CORP	1,425,309	$21.56M	0.6%	$14.66	—	COM NEW	131347304
—	TWO HBRS INVT CORP	20,000,000	$21.24M	0.6%	$1.06	—	NOTE 6.250% 1/1	90187BAA9
—	PATTERN ENERGY GROUP INC	20,740,000	$21.14M	0.6%	$1.02	—	NOTE 4.000% 7/1	70338PAB6
—	CTRIP COM INTL LTD	20,000,000	$21.12M	0.6%	$1.16	—	NOTE 1.000% 7/0	22943FAF7
FXI	ISHARES TR	454,400	$20.98M	0.6%	$39.70	—	Put	464287184
—	ALON USA ENERGY INC	15,329,000	$20.43M	0.6%	$1.17	—	NOTE 3.000% 9/1	020520AB8
—	REDWOOD TR INC	20,000,000	$19.35M	0.5%	$1.00	—	NOTE 4.750% 8/1	758075AC9
—	CLOVIS ONCOLOGY INC	14,074,000	$19.01M	0.5%	$1.38	—	NOTE 2.500% 9/1	189464AB6
TLT	ISHARES TR	145,000	$18.39M	0.5%	$122.99	—	20 YR TR BD ETF	464287432
GDX	VANECK VECTORS ETF TR	774,100	$17.99M	0.5%	—	—	Call	92189F106
—	MONSANTO CO NEW	150,000	$17.52M	0.5%	$117.57	—	COM	61166W101
—	SCRIPPS NETWORKS INTERACT IN	202,300	$17.27M	0.5%	$82.78	—	Call	811065101
—	IRONWOOD PHARMACEUTICALS INC	14,500,000	$16.86M	0.5%	$1.19	—	DBCV 2.250% 6/1	46333XAD0
HUN	HUNTSMAN CORP	502,000	$16.71M	0.5%	$25.47	+20.2%	Put	447011107
GLD	SPDR GOLD TRUST	130,377	$16.12M	0.5%	$123.65	—	GOLD SHS	78463V107
—	NAVISTAR INTL CORP NEW	15,000,000	$15.53M	0.4%	$1.04	—	NOTE 4.500%10/1	63934EAQ1
—	MEDICINES CO	14,435,000	$15.26M	0.4%	$1.47	—	NOTE 2.500% 1/1	584688AE5
EFA	ISHARES TR	212,772	$14.96M	0.4%	$65.90	—	MSCI EAFE ETF	464287465
—	CALATLANTIC GROUP INC	262,400	$14.8M	0.4%	$56.39	—	COM	128195104
—	REDWOOD TR INC	14,500,000	$14.59M	0.4%	$1.01	—	NOTE 4.625% 4/1	758075AB1
CAT	CATERPILLAR INC DEL	88,100	$13.88M	0.4%	—	—	Call	149123101
—	GENERAL CABLE CORP DEL NEW	13,000,000	$13.77M	0.4%	$1.06	—	FRNT 4.500%11/1	369300AL2
—	PRICELINE GRP INC	9,000,000	$12.43M	0.4%	$1.38	—	NOTE 0.350% 6/1	741503AS5
GLD	SPDR GOLD TRUST	100,000	$12.37M	0.3%	$123.65	—	Call	78463V107
—	UNISYS CORP	10,500,000	$11.95M	0.3%	$1.53	—	NOTE 5.500% 3/0	909214BS6
HYG	ISHARES TR	136,200	$11.88M	0.3%	$86.84	—	Put	464288513
—	MEDIDATA SOLUTIONS INC	10,000,000	$11.6M	0.3%	$1.16	—	NOTE 1.000% 8/0	58471AAB1
AAPL	APPLE INC	68,300	$11.56M	0.3%	$34.25	+14.1%	Put	037833100
SMH	VANECK VECTORS ETF TR	115,000	$11.25M	0.3%	—	—	Put	92189F676
—	BLACKSTONE MTG TR INC	11,000,000	$11.21M	0.3%	$1.02	—	NOTE 4.375% 5/0	09257WAB6
XME	SPDR SERIES TRUST	300,000	$10.91M	0.3%	—	—	Call	78464A755
NXPI	NXP SEMICONDUCTORS N V	90,100	$10.55M	0.3%	$91.99	+11.6%	Call	N6596X109
EFA	ISHARES TR	150,000	$10.55M	0.3%	$65.90	—	Put	464287465
—	CALGON CARBON CORP	489,400	$10.42M	0.3%	—	—	Call	129603106
—	TRIBUNE MEDIA CO	241,969	$10.28M	0.3%	$41.43	—	CL A	896047503
—	CTRIP COM INTL LTD	8,500,000	$10.04M	0.3%	$1.19	—	NOTE 1.250%10/1	22943FAD2
—	JEFFERIES GROUP INC NEW	10,000,000	$10.02M	0.3%	$1.00	—	DBCV 3.875%11/0	472319AG7
META	FACEBOOK INC	56,700	$10M	0.3%	$147.65	+18.9%	Put	30303M102
—	CORNERSTONE ONDEMAND INC	10,000,000	$9.968M	0.3%	$1.01	—	NOTE 1.500% 7/0	21925YAB9
—	ORBITAL ATK INC	74,972	$9.858M	0.3%	$131.49	—	COM	68557N103
—	CITRIX SYS INC	112,000	$9.856M	0.3%	$87.45	—	COM	177376100
XME	SPDR SERIES TRUST	270,000	$9.819M	0.3%	—	—	Put	78464A755
—	LIVE NATION ENTERTAINMENT IN	7,500,000	$9.717M	0.3%	$1.30	—	DBCV 2.500% 5/1	538034AJ8
FEZ	SPDR INDEX SHS FDS	231,633	$9.429M	0.3%	$40.71	—	EURO STOXX 50	78463X202
GOOG	ALPHABET INC	9,000	$9.416M	0.3%	$50.52	0.0%	Put	02079K107
—	SCRIPPS NETWORKS INTERACT IN	110,000	$9.391M	0.3%	$82.78	—	CL A COM	811065101
—	CIENA CORP	7,500,000	$8.737M	0.2%	$1.16	—	NOTE 3.750%10/1	171779AJ0
XLP	SELECT SECTOR SPDR TR	150,000	$8.533M	0.2%	$53.53	—	Put	81369Y308
XLP	SELECT SECTOR SPDR TR	150,000	$8.533M	0.2%	$53.53	—	Call	81369Y308
—	MICROCHIP TECHNOLOGY INC	5,000,000	$8.524M	0.2%	$1.70	—	NOTE 1.625% 2/1	595017AD6
—	BARCLAYS BK PLC	301,300	$8.411M	0.2%	$27.92	—	Put	06746L422
MSFT	MICROSOFT CORP	97,600	$8.346M	0.2%	$62.32	+20.8%	Put	594918104
AMZN	AMAZON COM INC	6,800	$7.949M	0.2%	$48.95	+12.4%	Put	023135106
—	BROADSOFT INC	141,783	$7.783M	0.2%	$54.89	—	COM	11133B409
—	MACQUARIE INFRASTRUCTURE COR	120,000	$7.703M	0.2%	$68.28	—	Put	55608B105
—	ACORDA THERAPEUTICS INC	8,873,000	$7.558M	0.2%	$0.86	—	NOTE 1.750% 6/1	00484MAA4
SLB	SCHLUMBERGER LTD	109,100	$7.352M	0.2%	$53.10	-3.5%	Put	806857108
HLF	HERBALIFE LTD	104,000	$7.041M	0.2%	$21.81	+60.6%	Put	G4412G101
—	AKORN INC	217,500	$7.009M	0.2%	$32.24	—	Put	009728106
—	VIPSHOP HLDGS LTD	7,000,000	$7M	0.2%	$1.00	—	NOTE 1.500% 3/1	92763WAA1
SHY	ISHARES TR	82,680	$6.932M	0.2%	$84.44	—	1 3 YR TREAS BD	464287457
—	TWENTY FIRST CENTY FOX INC	197,341	$6.814M	0.2%	$33.47	—	CL A	90130A101
—	AKORN INC	211,000	$6.8M	0.2%	$32.24	—	COM	009728106
—	RADIUS HEALTH INC	7,000,000	$6.619M	0.2%	$0.98	—	NOTE 3.000% 9/0	750469AA6
QCOM	QUALCOMM INC	103,400	$6.618M	0.2%	$48.08	+1.9%	Call	747525103
—	DISH NETWORK CORP	125,000	$5.968M	0.2%	$47.74	—	Call	25470M109
—	NUVASIVE INC	5,000,000	$5.887M	0.2%	$1.14	—	NOTE 2.250% 3/1	670704AG0
—	STARWOOD PPTY TR INC	5,500,000	$5.616M	0.2%	$1.00	—	NOTE 4.375% 4/0	85571BAH8
RH	RH	61,700	$5.316M	0.2%	$70.10	+29.0%	Put	74967X103
—	TRONOX LTD	257,800	$5.287M	0.1%	$20.51	—	SHS CL A	Q9235V101
—	GLOBAL PARTNER ACQUISITION C	515,300	$5.178M	0.1%	$9.85	—	COM	37954X105
—	NEWFIELD EXPL CO	152,272	$4.801M	0.1%	$29.38	—	COM	651290108
DPZ	DOMINOS PIZZA INC	25,000	$4.724M	0.1%	$168.93	0.0%	Put	25754A201
DPZ	DOMINOS PIZZA INC	25,000	$4.724M	0.1%	$168.93	0.0%	Call	25754A201
JPM	JPMORGAN CHASE & CO	42,600	$4.554M	0.1%	—	—	Put	46625H100
—	DYNEGY INC NEW DEL	382,300	$4.53M	0.1%	$11.85	—	Put	26817R108
EWG	ISHARES INC	136,153	$4.495M	0.1%	$33.01	—	MSCI GERMANY ETF	464286806
—	BARCLAYS BK PLC	159,824	$4.462M	0.1%	$27.92	—	IPATH S&P500 VIX	06746L422
ECH	ISHARES INC	85,000	$4.433M	0.1%	$45.95	—	MSCI CHILE ETF	464286640
—	TRONOX LTD	210,000	$4.307M	0.1%	$20.51	—	Put	Q9235V101
JNJ	JOHNSON & JOHNSON	30,600	$4.274M	0.1%	$110.61	+0.3%	Put	478160104
EZU	ISHARES INC	98,526	$4.274M	0.1%	$43.38	—	MSCI EURZONE ETF	464286608
—	DISCOVERY COMMUNICATNS NEW	200,000	$4.234M	0.1%	—	—	Call	25470F302
TD	TORONTO DOMINION BK ONT	69,600	$4.077M	0.1%	—	—	Put	891160509
CAT	CATERPILLAR INC DEL	25,800	$4.065M	0.1%	—	—	Put	149123101
—	ISHARES GOLD TRUST	325,000	$4.065M	0.1%	$12.02	—	ISHARES	464285105
SLB	SCHLUMBERGER LTD	60,000	$4.043M	0.1%	$53.10	-3.5%	Call	806857108
—	NAVISTAR INTL CORP NEW	92,200	$3.952M	0.1%	$42.86	—	Put	63934E108
—	BROADSOFT INC	2,500,000	$3.715M	0.1%	$1.49	—	NOTE 1.000% 9/0	11133BAD4
DVY	ISHARES TR	37,229	$3.669M	0.1%	$90.99	—	SELECT DIVID ETF	464287168
IBM	INTERNATIONAL BUSINESS MACHS	23,500	$3.603M	0.1%	$104.56	-2.3%	Call	459200101
—	DYNEGY INC NEW DEL	301,000	$3.566M	0.1%	$11.85	—	COM	26817R108
XLY	SELECT SECTOR SPDR TR	35,617	$3.515M	0.1%	$86.73	—	SBI CONS DISCR	81369Y407
—	ISHARES INC	104,614	$3.464M	0.1%	$28.93	—	MSCI FRNTR100ETF	464286145
—	AEROJET ROCKETDYNE HLDGS INC	2,500,000	$3.454M	0.1%	$1.38	—	NOTE 2.250%12/1	007800AB1
BABA	ALIBABA GROUP HLDG LTD	20,000	$3.448M	0.1%	—	—	Put	01609W102
—	CAVIUM INC	40,000	$3.353M	0.1%	$83.83	—	COM	14964U108
XLP	SELECT SECTOR SPDR TR	58,470	$3.326M	0.1%	$53.53	—	SBI CONS STPLS	81369Y308
BRK/B	BERKSHIRE HATHAWAY INC DEL	16,200	$3.21M	0.1%	—	—	Call	084670702
QCOM	QUALCOMM INC	50,009	$3.201M	0.1%	$48.08	+1.9%	COM	747525103
EWI	ISHARES INC	104,618	$3.184M	0.1%	$29.90	—	MSCI ITALY ETF	46434G830
XLU	SELECT SECTOR SPDR TR	59,756	$3.147M	0.1%	$51.31	—	SBI INT-UTILS	81369Y886
MSFT	MICROSOFT CORP	32,100	$2.744M	0.1%	$62.32	+20.8%	Call	594918104
—	CLEVELAND CLIFFS INC	2,500,000	$2.743M	0.1%	$1.10	—	DBCV 1.500% 1/1	185899AA9
IJH	ISHARES TR	14,041	$2.664M	0.1%	$189.73	—	CORE S&P MCP ETF	464287507
—	AMYRIS INC	4,000,000	$2.62M	0.1%	$0.63	—	NOTE 6.500% 5/1	03236MAC5
AGG	ISHARES TR	23,913	$2.614M	0.1%	$108.48	—	CORE US AGGBD ET	464287226
BND	VANGUARD BD INDEX FD INC	32,057	$2.614M	0.1%	$81.37	—	TOTAL BND MRKT	921937835
LQD	ISHARES TR	21,508	$2.614M	0.1%	$120.68	—	IBOXX INV CP ETF	464287242
EWQ	ISHARES INC	81,598	$2.547M	0.1%	$31.21	—	MSCI FRANCE ETF	464286707
—	DEPOMED INC	3,000,000	$2.544M	0.1%	$0.85	—	NOTE 2.500% 9/0	249908AA2
—	RITE AID CORP	1,250,000	$2.462M	0.1%	$1.96	—	Call	767754104
—	MARVELL TECHNOLOGY GROUP LTD	114,000	$2.446M	0.1%	$17.89	—	Call	G5876H105
AMZN	AMAZON COM INC	2,069	$2.419M	0.1%	$48.95	+12.4%	COM	023135106
IWM	ISHARES TR	15,620	$2.381M	0.1%	$146.67	—	RUSSELL 2000 ETF	464287655
—	CURRENCYSHARES CDN DLR TR	30,000	$2.355M	0.1%	$79.06	—	CDN DOLLAR SHS	23129X105
—	SPDR SERIES TRUST	63,796	$2.342M	0.1%	$36.95	—	BLOOMBERG BRCLYS	78464A417
—	MCDERMOTT INTL INC	350,200	$2.304M	0.1%	$7.14	—	Call	580037109
META	FACEBOOK INC	12,800	$2.258M	0.1%	$147.65	+18.9%	Call	30303M102
GOGO	GOGO INC	200,000	$2.256M	0.1%	$10.64	0.0%	COM	38046C109
—	CURRENCYSHARES EURO TR	19,000	$2.196M	0.1%	$112.74	—	EURO SHS	23130C108
SLB	SCHLUMBERGER LTD	32,010	$2.157M	0.1%	$53.10	-3.5%	COM	806857108
—	DELL TECHNOLOGIES INC	25,000	$2.032M	0.1%	$77.20	—	COM CL V	24703L103
T	AT&T INC	52,146	$2.027M	0.1%	$15.25	0.0%	COM	00206R102
—	PARSLEY ENERGY INC	68,189	$2.007M	0.1%	$27.75	—	CL A	701877102
EWW	ISHARES INC	39,461	$1.945M	0.1%	$54.61	—	MSCI MEXICO ETF	464286822
TEVA	TEVA PHARMACEUTICAL INDS LTD	99,900	$1.893M	0.1%	—	—	Call	881624209
—	CONCHO RES INC	12,059	$1.811M	0.1%	$150.18	—	COM	20605P101
UNP	UNION PAC CORP	13,500	$1.809M	0.1%	$89.26	+12.9%	Put	907818108
—	MACQUARIE INFRASTRUCTURE COR	28,000	$1.797M	0.1%	$68.28	—	COM	55608B105
EWT	ISHARES INC	48,438	$1.753M	0.0%	$36.10	—	MSCI TAIWAN ETF	46434G772
—	GENERAL ELECTRIC CO	98,700	$1.721M	0.0%	$27.01	—	Call	369604103
MMM	3M CO	7,300	$1.717M	0.0%	$144.97	0.0%	Put	88579Y101
AAPL	APPLE INC	10,000	$1.692M	0.0%	$34.25	+14.1%	Call	037833100
EWP	ISHARES INC	50,963	$1.67M	0.0%	$33.33	—	MSCI SPAIN ETF	464286764
HUN	HUNTSMAN CORP	50,000	$1.664M	0.0%	$25.47	+20.2%	COM	447011107
CACC	CREDIT ACCEP CORP MICH	5,000	$1.617M	0.0%	—	—	Put	225310101
GOOGL	ALPHABET INC	1,500	$1.579M	0.0%	$51.24	0.0%	Put	02079K305
EWJ	ISHARES INC	25,531	$1.53M	0.0%	$59.93	—	MSCI JPN ETF NEW	46434G822
EWZ	ISHARES INC	37,010	$1.497M	0.0%	$41.10	—	MSCI BRAZIL ETF	464286400
HAL	HALLIBURTON CO	30,000	$1.466M	0.0%	$40.61	-7.8%	Call	406216101
ORCL	ORACLE CORP	29,900	$1.413M	0.0%	—	—	Put	68389X105
INTC	INTEL CORP	30,000	$1.384M	0.0%	$34.28	+6.6%	COM	458140100
GOOGL	ALPHABET INC	1,300	$1.369M	0.0%	$51.24	0.0%	Call	02079K305
—	CREDIT SUISSE NASSAU BRH	10,126	$1.361M	0.0%	$97.53	—	INVRS VIX STERM	22542D795
IWV	ISHARES TR	8,591	$1.358M	0.0%	$149.23	—	RUSSELL 3000 ETF	464287689
—	ECO STIM ENERGY SOLUTIONS IN	1,048,951	$1.321M	0.0%	$1.54	—	COM	27888D101
GDX	VANECK VECTORS ETF TR	55,000	$1.278M	0.0%	—	—	Put	92189F106
EMBJ	EMBRAER S A	50,000	$1.196M	0.0%	—	—	Call	29082A107
VST	VISTRA ENERGY CORP	65,200	$1.194M	0.0%	$16.03	0.0%	COM	92840M102
—	CALLON PETE CO DEL	98,068	$1.191M	0.0%	$12.70	—	COM	13123X102
MMM	3M CO	5,000	$1.176M	0.0%	$144.97	0.0%	Call	88579Y101
GOOG	ALPHABET INC	1,085	$1.135M	0.0%	$50.52	0.0%	CAP STK CL C	02079K107
MET	METLIFE INC	21,659	$1.095M	0.0%	$39.89	0.0%	COM	59156R108
—	WABCO HLDGS INC	7,362	$1.056M	0.0%	$143.44	—	COM	92927K102
IQV	IQVIA HLDGS INC	10,600	$1.037M	0.0%	$101.80	0.0%	COM	46266C105
—	VALEANT PHARMACEUTICALS INTL	49,300	$1.024M	0.0%	$39.82	—	Put	91911K102
MMM	3M CO	4,116	$968K	0.0%	$144.97	0.0%	COM	88579Y101
RCL	ROYAL CARIBBEAN CRUISES LTD	8,047	$959K	0.0%	$104.99	+8.9%	COM	V7780T103
WMT	WAL-MART STORES INC	9,563	$944K	0.0%	$22.02	+21.8%	COM	931142103
MTN	VAIL RESORTS INC	4,400	$934K	0.0%	$223.89	0.0%	COM	91879Q109
TSLA	TESLA INC	3,000	$934K	0.0%	$22.80	-4.6%	COM	88160R101
KMI	KINDER MORGAN INC DEL	50,000	$903K	0.0%	$12.90	-11.7%	Put	49456B101
POST	POST HLDGS INC	11,393	$902K	0.0%	$53.20	0.0%	COM	737446104
ELF	E L F BEAUTY INC	40,000	$892K	0.0%	$23.08	-7.6%	COM	26856L103
FRCB	FIRST REP BK SAN FRANCISCO C	10,274	$890K	0.0%	$91.38	0.0%	COM	33616C100
ETN	EATON CORP PLC	11,203	$885K	0.0%	$66.26	0.0%	SHS	G29183103
—	GNC HLDGS INC	2,000,000	$881K	0.0%	$0.61	—	NOTE 1.500% 8/1	36191GAB3
KO	COCA COLA CO	19,100	$875K	0.0%	$34.72	+2.6%	Put	191216100
GM	GENERAL MTRS CO	21,000	$860K	0.0%	$37.86	0.0%	COM	37045V100
AGO	ASSURED GUARANTY LTD	24,773	$839K	0.0%	$37.09	-15.0%	COM	G0585R106
—	NATIONAL INSTRS CORP	20,099	$836K	0.0%	$41.72	—	COM	636518102
SRE	SEMPRA ENERGY	7,700	$823K	0.0%	$44.45	+0.2%	COM	816851109
—	ACORDA THERAPEUTICS INC	38,200	$818K	0.0%	—	—	Put	00484M106
—	CAESARS ENTMT CORP	64,485	$815K	0.0%	$12.64	—	COM	127686103
—	CELGENE CORP	7,700	$803K	0.0%	—	—	Call	151020104
SPY	SPDR S&P 500 ETF TR	3,000	$800K	0.0%	$266.79	—	Call	78462F103
IVZ	INVESCO LTD	21,856	$798K	0.0%	$24.58	0.0%	SHS	G491BT108
CMCSA	COMCAST CORP NEW	19,600	$784K	0.0%	$29.92	+2.6%	Put	20030N101
AN	AUTONATION INC	15,000	$769K	0.0%	$50.73	0.0%	COM	05329W102
DG	DOLLAR GEN CORP NEW	8,200	$762K	0.0%	$77.43	0.0%	COM	256677105
ICLR	ICON PLC	6,750	$757K	0.0%	$115.23	0.0%	SHS	G4705A100
PTC	PTC INC	12,259	$744K	0.0%	$62.10	0.0%	COM	69370C100
TTWO	TAKE-TWO INTERACTIVE SOFTWAR	6,777	$743K	0.0%	$109.19	0.0%	COM	874054109
EXLS	EXLSERVICE HOLDINGS INC	12,311	$742K	0.0%	$11.55	+5.7%	COM	302081104
CVX	CHEVRON CORP NEW	5,900	$738K	0.0%	$78.41	+6.6%	Put	166764100
—	GRACE W R & CO DEL NEW	10,500	$736K	0.0%	$70.10	—	COM	38388F108
ALGN	ALIGN TECHNOLOGY INC	3,299	$733K	0.0%	$227.14	0.0%	COM	016255101
BRSL	INTERNATIONAL GAME TECHNOLOG	27,622	$732K	0.0%	$15.88	0.0%	SHS USD	G4863A108
—	VALEANT PHARMACEUTICALS INTL	35,000	$727K	0.0%	$39.82	—	COM	91911K102
SNPS	SYNOPSYS INC	8,500	$724K	0.0%	$86.51	0.0%	COM	871607107
EWS	ISHARES INC	27,810	$721K	0.0%	$24.43	—	MSCI SINGPOR ETF	46434G780
—	SPLUNK INC	8,500	$704K	0.0%	$66.37	—	COM	848637104
—	ALTABA INC	10,034	$700K	0.0%	$62.88	—	COM	021346101
—	MEDICINES CO	25,000	$683K	0.0%	—	—	Put	584688105
SWKS	SKYWORKS SOLUTIONS INC	7,200	$683K	0.0%	$80.50	+8.0%	COM	83088M102
—	BARCLAYS BK PLC	104,351	$682K	0.0%	$5.37	—	IPSP CROIL ETN	06738C786
EGBN	EAGLE BANCORP INC MD	11,723	$678K	0.0%	$49.99	0.0%	COM	268948106
KHC	KRAFT HEINZ CO	8,700	$676K	0.0%	$60.74	-12.1%	COM	500754106
HRL	HORMEL FOODS CORP	18,514	$673K	0.0%	$27.28	0.0%	COM	440452100
EWY	ISHARES INC	8,894	$666K	0.0%	$68.98	—	MSCI STH KOR ETF	464286772
HII	HUNTINGTON INGALLS INDS INC	2,811	$662K	0.0%	$199.61	0.0%	COM	446413106
—	NUANCE COMMUNICATIONS INC	40,000	$654K	0.0%	$16.35	—	COM	67020Y100
HAL	HALLIBURTON CO	13,316	$650K	0.0%	$40.61	-7.8%	COM	406216101
—	JACOBS ENGR GROUP INC DEL	9,800	$646K	0.0%	$65.92	—	COM	469814107
—	APACHE CORP	15,220	$642K	0.0%	$43.22	—	COM	037411105
KEYS	KEYSIGHT TECHNOLOGIES INC	15,406	$640K	0.0%	$40.96	+5.5%	COM	49338L103
—	THIRD PT REINS LTD	43,346	$635K	0.0%	$14.65	—	COM	G8827U100
CCK	CROWN HOLDINGS INC	11,101	$624K	0.0%	$56.20	0.0%	COM	228368106
NTNX	NUTANIX INC	17,600	$620K	0.0%	$30.30	0.0%	CL A	67059N108
PPG	PPG INDS INC	5,300	$619K	0.0%	$99.02	0.0%	COM	693506107
FSS	FEDERAL SIGNAL CORP	30,768	$618K	0.0%	$19.49	0.0%	COM	313855108
—	AON PLC	4,591	$615K	0.0%	$133.96	—	SHS CL A	G0408V102
—	THERAPEUTICSMD INC	100,800	$608K	0.0%	$5.27	—	COM	88338N107
IBM	INTERNATIONAL BUSINESS MACHS	3,900	$598K	0.0%	$104.56	-2.3%	Put	459200101
EEFT	EURONET WORLDWIDE INC	7,087	$597K	0.0%	$92.55	0.0%	COM	298736109
—	BERRY GLOBAL GROUP INC	10,181	$597K	0.0%	$54.38	—	COM	08579W103
BIGGQ	BIG LOTS INC	10,300	$578K	0.0%	$43.42	0.0%	COM	089302103
FDX	FEDEX CORP	2,300	$573K	0.0%	$199.05	0.0%	COM	31428X106
PTEN	PATTERSON UTI ENERGY INC	23,500	$540K	0.0%	$23.36	-11.3%	Call	703481101
—	EL PASO ELEC CO	9,739	$539K	0.0%	$55.34	—	COM NEW	283677854
OSIS	OSI SYSTEMS INC	8,066	$519K	0.0%	$84.03	0.0%	COM	671044105
PFE	PFIZER INC	14,300	$517K	0.0%	$21.08	+12.9%	Put	717081103
—	TE CONNECTIVITY LTD	5,398	$513K	0.0%	$95.04	—	REG SHS	H84989104
—	VANECK VECTORS ETF TR	24,165	$512K	0.0%	$22.29	—	RUSSIA ETF	92189F403
CFR	CULLEN FROST BANKERS INC	5,400	$511K	0.0%	$75.74	0.0%	COM	229899109
—	CARBO CERAMICS INC	50,000	$509K	0.0%	$8.62	—	COM	140781105
VAC	MARRIOTT VACATIONS WRLDWDE C	3,769	$509K	0.0%	$115.11	+14.6%	COM	57164Y107
—	LEUCADIA NATL CORP	19,231	$509K	0.0%	$25.99	—	COM	527288104
—	FOOT LOCKER INC	10,730	$503K	0.0%	$46.88	—	COM	344849104
YUM	YUM BRANDS INC	6,155	$502K	0.0%	$68.23	0.0%	COM	988498101
NBIX	NEUROCRINE BIOSCIENCES INC	6,469	$501K	0.0%	$68.21	0.0%	COM	64125C109
BDX	BECTON DICKINSON & CO	2,309	$494K	0.0%	$171.06	+8.4%	COM	075887109
—	TCP CAP CORP	32,238	$492K	0.0%	$15.26	—	COM	87238Q103
—	NOBLE ENERGY INC	16,850	$491K	0.0%	$29.14	—	COM	655044105
SANM	SANMINA CORPORATION	14,878	$490K	0.0%	$34.93	0.0%	COM	801056102
—	ANSYS INC	3,326	$490K	0.0%	$147.32	—	COM	03662Q105
NGVT	INGEVITY CORP	6,900	$486K	0.0%	$72.15	0.0%	COM	45688C107
LYV	LIVE NATION ENTERTAINMENT IN	11,346	$482K	0.0%	$43.52	0.0%	COM	538034109
UPS	UNITED PARCEL SERVICE INC	4,022	$479K	0.0%	$86.27	0.0%	CL B	911312106
FBIN	FORTUNE BRANDS HOME & SEC IN	6,882	$471K	0.0%	$50.19	0.0%	COM	34964C106
MHK	MOHAWK INDS INC	1,700	$469K	0.0%	$248.97	+7.8%	COM	608190104
—	PACIFIC PREMIER BANCORP	11,720	$468K	0.0%	$39.93	—	COM	69478X105
GD	GENERAL DYNAMICS CORP	2,300	$467K	0.0%	$170.35	0.0%	COM	369550108
SCI	SERVICE CORP INTL	12,300	$459K	0.0%	$34.83	+2.7%	COM	817565104
AAPL	APPLE INC	2,718	$459K	0.0%	$34.25	+14.1%	COM	037833100
EXC	EXELON CORP	11,623	$458K	0.0%	$20.00	+8.3%	COM	30161N101
OKE	ONEOK INC NEW	8,529	$455K	0.0%	$32.07	0.0%	COM	682680103
—	MICHAEL KORS HLDGS LTD	7,191	$452K	0.0%	$62.86	—	SHS	G60754101
ACGL	ARCH CAP GROUP LTD	4,900	$444K	0.0%	$30.41	0.0%	ORD	G0450A105
IBM	INTERNATIONAL BUSINESS MACHS	2,884	$442K	0.0%	$104.56	-2.3%	COM	459200101
—	CITRIX SYS INC	5,000	$440K	0.0%	$87.45	—	Call	177376100
CSX	CSX CORP	8,005	$440K	0.0%	$15.87	0.0%	COM	126408103
MU	MICRON TECHNOLOGY INC	10,700	$439K	0.0%	$42.03	0.0%	COM	595112103
—	FS INVT CORP	59,600	$438K	0.0%	$7.35	—	COM	302635107
HYG	ISHARES TR	5,000	$436K	0.0%	$86.84	—	IBOXX HI YD ETF	464288513
SBUX	STARBUCKS CORP	7,576	$435K	0.0%	$47.41	0.0%	COM	855244109
MCO	MOODYS CORP	2,918	$430K	0.0%	$136.31	0.0%	COM	615369105
WSFS	WSFS FINL CORP	9,002	$430K	0.0%	$49.31	0.0%	COM	929328102
ORCL	ORACLE CORP	9,100	$429K	0.0%	—	—	Call	68389X105
GDOT	GREEN DOT CORP	7,100	$427K	0.0%	$58.65	0.0%	CL A	39304D102
CCL	CARNIVAL CORP	6,400	$424K	0.0%	$60.75	0.0%	UNIT 99/99/9999	143658300
HRB	BLOCK H & R INC	16,097	$422K	0.0%	$18.93	0.0%	COM	093671105
LAD	LITHIA MTRS INC	3,698	$420K	0.0%	$116.29	0.0%	CL A	536797103
MGM	MGM RESORTS INTERNATIONAL	12,400	$414K	0.0%	$30.79	0.0%	COM	552953101
DGX	QUEST DIAGNOSTICS INC	4,200	$413K	0.0%	$80.65	0.0%	COM	74834L100
TPH	TRI POINTE GROUP INC	23,089	$413K	0.0%	$14.88	+13.2%	COM	87265H109
REGN	REGENERON PHARMACEUTICALS	1,096	$412K	0.0%	$417.56	-3.5%	COM	75886F107
—	VECTOR GROUP LTD	18,300	$409K	0.0%	$22.35	—	COM	92240M108
—	STERLING BANCORP DEL	16,400	$403K	0.0%	$24.57	—	COM	85917A100
NCLH	NORWEGIAN CRUISE LINE HLDGS	7,500	$399K	0.0%	$55.94	-1.1%	SHS	G66721104
—	LHC GROUP INC	6,487	$397K	0.0%	$61.20	—	COM	50187A107
OGE	OGE ENERGY CORP	12,021	$395K	0.0%	$35.32	0.0%	COM	670837103
RIG	TRANSOCEAN LTD	36,989	$395K	0.0%	$10.38	0.0%	REG SHS	H8817H100
XOM	EXXON MOBIL CORP	4,713	$394K	0.0%	$55.56	+2.8%	COM	30231G102
—	NEKTAR THERAPEUTICS	6,600	$394K	0.0%	$59.70	—	COM	640268108
KN	KNOWLES CORP	26,705	$391K	0.0%	$15.63	0.0%	COM	49926D109
VSH	VISHAY INTERTECHNOLOGY INC	18,672	$387K	0.0%	$18.20	0.0%	COM	928298108
—	SOUTH ST CORP	4,443	$387K	0.0%	$87.10	—	COM	840441109
CSGP	COSTAR GROUP INC	1,300	$386K	0.0%	$27.75	+5.6%	COM	22160N109
—	BROADCOM LTD	1,503	$386K	0.0%	$226.12	—	SHS	Y09827109
FUL	FULLER H B CO	7,103	$382K	0.0%	$50.07	0.0%	COM	359694106
—	HALYARD HEALTH INC	8,280	$382K	0.0%	$45.40	—	COM	40650V100
CPRT	COPART INC	8,690	$375K	0.0%	$9.73	0.0%	COM	217204106
BSX	BOSTON SCIENTIFIC CORP	15,165	$375K	0.0%	$27.58	0.0%	COM	101137107
EXP	EAGLE MATERIALS INC	3,300	$373K	0.0%	$104.03	0.0%	COM	26969P108
CMI	CUMMINS INC	2,100	$370K	0.0%	$138.21	0.0%	COM	231021106
WST	WEST PHARMACEUTICAL SVSC INC	3,760	$370K	0.0%	$95.48	0.0%	COM	955306105
—	MB FINANCIAL INC NEW	8,300	$369K	0.0%	$44.46	—	COM	55264U108
KR	KROGER CO	13,441	$368K	0.0%	$19.60	0.0%	COM	501044101
ROP	ROPER TECHNOLOGIES INC	1,422	$368K	0.0%	$244.69	0.0%	COM	776696106
DLTR	DOLLAR TREE INC	3,420	$367K	0.0%	$77.19	+26.6%	COM	256746108
—	SUCAMPO PHARMACEUTICALS INC	20,200	$362K	0.0%	—	—	Call	864909106
MZTI	LANCASTER COLONY CORP	2,800	$361K	0.0%	$126.19	0.0%	COM	513847103
ETR	ENTERGY CORP NEW	4,425	$360K	0.0%	$30.90	0.0%	COM	29364G103
ICE	INTERCONTINENTAL EXCHANGE IN	5,100	$359K	0.0%	$61.83	0.0%	COM	45866F104
EOG	EOG RES INC	3,300	$356K	0.0%	$75.40	0.0%	COM	26875P101
LGND	LIGAND PHARMACEUTICALS INC	2,599	$355K	0.0%	$86.68	0.0%	COM NEW	53220K504
NOVT	NOVANTA INC	7,052	$352K	0.0%	$48.73	0.0%	COM	67000B104
SO	SOUTHERN CO	7,267	$349K	0.0%	$34.32	+6.2%	COM	842587107
EWL	ISHARES INC	9,775	$347K	0.0%	$35.03	—	MSCI SWITZERLAND	464286749
GNRC	GENERAC HLDGS INC	7,014	$347K	0.0%	$49.67	0.0%	COM	368736104
HXL	HEXCEL CORP NEW	5,583	$345K	0.0%	$60.79	0.0%	COM	428291108
—	FORWARD AIR CORP	6,000	$344K	0.0%	$57.33	—	COM	349853101
—	FLEETCOR TECHNOLOGIES INC	1,781	$342K	0.0%	$192.03	—	COM	339041105
—	NOBLE CORP PLC	75,700	$342K	0.0%	$4.52	—	SHS USD	G65431101
YUMC	YUM CHINA HLDGS INC	8,400	$336K	0.0%	$41.14	0.0%	COM	98850P109
KMI	KINDER MORGAN INC DEL	18,525	$334K	0.0%	$12.90	-11.7%	COM	49456B101
—	GENERAL ELECTRIC CO	19,107	$333K	0.0%	$27.01	—	COM	369604103
DORM	DORMAN PRODUCTS INC	5,400	$330K	0.0%	$67.80	0.0%	COM	258278100
ISRG	INTUITIVE SURGICAL INC	903	$329K	0.0%	$125.15	0.0%	COM NEW	46120E602
YEXT	YEXT INC	27,400	$329K	0.0%	$13.20	-5.0%	COM	98585N106
—	LILIS ENERGY INC	63,996	$327K	0.0%	$4.27	—	COM NEW	532403201
—	FIRST DATA CORP NEW	19,590	$327K	0.0%	$17.64	—	COM CL A	32008D106
—	FIBROGEN INC	6,900	$327K	0.0%	$47.39	—	COM	31572Q808
MGRC	MCGRATH RENTCORP	6,956	$326K	0.0%	$46.26	0.0%	COM	580589109
KO	COCA COLA CO	7,051	$323K	0.0%	$34.72	+2.6%	COM	191216100
SAIC	SCIENCE APPLICATNS INTL CP N	4,220	$323K	0.0%	$72.33	0.0%	COM	808625107
DIOD	DIODES INC	11,101	$318K	0.0%	$31.06	0.0%	COM	254543101
LZB	LA Z BOY INC	10,145	$316K	0.0%	$28.85	0.0%	COM	505336107
—	BARCLAYS BK PLC	11,100	$309K	0.0%	$27.92	—	Call	06746L422
NOC	NORTHROP GRUMMAN CORP	1,008	$309K	0.0%	$263.02	0.0%	COM	666807102
EQT	EQT CORP	5,400	$307K	0.0%	$31.36	-3.5%	COM	26884L109
—	DISH NETWORK CORP	6,410	$306K	0.0%	$47.74	—	CL A	25470M109
—	TARO PHARMACEUTICAL INDS LTD	2,900	$303K	0.0%	$104.48	—	SHS	M8737E108
SWX	SOUTHWEST GAS HOLDINGS INC	3,758	$302K	0.0%	$79.99	+1.5%	COM	844895102
BKD	BROOKDALE SR LIVING INC	30,972	$300K	0.0%	$13.54	-24.7%	COM	112463104
PRGO	PERRIGO CO PLC	3,403	$296K	0.0%	$71.71	+19.8%	SHS	G97822103
—	ENVISION HEALTHCARE CORP	8,500	$293K	0.0%	$44.91	—	Call	29414D100
—	SUMMIT MATLS INC	9,300	$292K	0.0%	$31.40	—	CL A	86614U100
CVCO	CAVCO INDS INC DEL	1,903	$290K	0.0%	$150.20	0.0%	COM	149568107
MS	MORGAN STANLEY	5,530	$290K	0.0%	$39.73	0.0%	COM NEW	617446448
UIS	UNISYS CORP	35,700	$290K	0.0%	—	—	Put	909214306
—	WEATHERFORD INTL PLC	69,093	$288K	0.0%	$4.17	—	ORD SHS	G48833100
—	CENTERSTATE BK CORP	11,200	$288K	0.0%	$25.71	—	COM	15201P109
—	GREAT WESTN BANCORP INC	7,200	$286K	0.0%	$39.72	—	COM	391416104
—	ARRIS INTL INC	11,000	$282K	0.0%	$25.64	—	SHS	G0551A103
MTG	MGIC INVT CORP WIS	19,600	$276K	0.0%	$14.06	0.0%	COM	552848103
BBT	BERKSHIRE HILLS BANCORP INC	7,500	$274K	0.0%	$27.79	+7.1%	COM	084680107
—	KANSAS CITY SOUTHERN	2,600	$273K	0.0%	$108.52	—	COM NEW	485170302
SJM	SMUCKER J M CO	2,200	$273K	0.0%	$85.77	0.0%	COM NEW	832696405
OLN	OLIN CORP	7,700	$273K	0.0%	$28.32	0.0%	COM PAR $1	680665205
RUSHA	RUSH ENTERPRISES INC	5,386	$273K	0.0%	$21.72	0.0%	CL A	781846209
THO	THOR INDS INC	1,800	$271K	0.0%	$117.35	0.0%	COM	885160101
WAL	WESTERN ALLIANCE BANCORP	4,800	$271K	0.0%	$48.33	0.0%	COM	957638109
FLEX	FLEX LTD	15,006	$269K	0.0%	$13.52	0.0%	ORD	Y2573F102
NFLX	NETFLIX INC	1,400	$268K	0.0%	$17.44	+10.4%	COM	64110L106
TSN	TYSON FOODS INC	3,300	$267K	0.0%	$61.44	0.0%	CL A	902494103
EWBC	EAST WEST BANCORP INC	4,305	$261K	0.0%	$48.95	0.0%	COM	27579R104
BWA	BORGWARNER INC	5,100	$260K	0.0%	$40.72	0.0%	COM	099724106
—	MERITOR INC	11,100	$260K	0.0%	$23.42	—	COM	59001K100
CNP	CENTERPOINT ENERGY INC	9,185	$260K	0.0%	$22.74	0.0%	COM	15189T107
AME	AMETEK INC NEW	3,575	$259K	0.0%	$55.63	+18.6%	COM	031100100
XLE	SELECT SECTOR SPDR TR	3,561	$257K	0.0%	$72.17	—	ENERGY	81369Y506
INCY	INCYTE CORP	2,700	$255K	0.0%	$126.52	-17.4%	COM	45337C102
JBTM	JOHN BEAN TECHNOLOGIES CORP	2,300	$254K	0.0%	$105.95	0.0%	COM	477839104
—	APOLLO INVT CORP	44,878	$254K	0.0%	$5.95	—	COM	03761U106
PM	PHILIP MORRIS INTL INC	2,400	$253K	0.0%	$69.58	0.0%	COM	718172109
TXNM	PNM RES INC	6,254	$252K	0.0%	$42.90	0.0%	COM	69349H107
BALL	BALL CORP	6,645	$251K	0.0%	$37.09	0.0%	COM	058498106
—	U S SILICA HLDGS INC	7,700	$250K	0.0%	$32.47	—	COM	90346E103
—	IMPAX LABORATORIES INC	15,000	$249K	0.0%	$16.60	—	COM	45256B101
ALRM	ALARM COM HLDGS INC	6,600	$249K	0.0%	$43.17	0.0%	COM	011642105
ROST	ROSS STORES INC	3,108	$249K	0.0%	$57.27	+12.6%	COM	778296103
META	FACEBOOK INC	1,400	$247K	0.0%	$147.65	+18.9%	CL A	30303M102
MASI	MASIMO CORP	2,900	$245K	0.0%	$86.74	0.0%	COM	574795100
PLAY	DAVE & BUSTERS ENTMT INC	4,400	$242K	0.0%	$50.99	0.0%	COM	238337109
DAR	DARLING INGREDIENTS INC	13,298	$241K	0.0%	$17.28	0.0%	COM	237266101
—	SANDY SPRING BANCORP INC	6,200	$241K	0.0%	$38.87	—	COM	800363103
VRSK	VERISK ANALYTICS INC	2,507	$240K	0.0%	$79.19	+9.2%	COM	92345Y106
LITE	LUMENTUM HLDGS INC	4,899	$239K	0.0%	$55.75	0.0%	COM	55024U109
—	NOVAVAX INC	500,000	$236K	0.0%	$0.47	—	NOTE 3.750% 2/0	670002AB0
—	SERVICEMASTER GLOBAL HLDGS I	4,600	$235K	0.0%	$51.09	—	COM	81761R109
NDSN	NORDSON CORP	1,600	$234K	0.0%	$117.82	0.0%	COM	655663102
GILD	GILEAD SCIENCES INC	3,275	$234K	0.0%	$55.90	0.0%	COM	375558103
EXPD	EXPEDITORS INTL WASH INC	3,600	$232K	0.0%	$55.46	0.0%	COM	302130109
PPL	PPL CORP	7,500	$232K	0.0%	$24.88	0.0%	COM	69351T106
EWD	ISHARES INC	6,838	$231K	0.0%	$33.78	—	MSCI SWEDEN ETF	464286756
ECPG	ENCORE CAP GROUP INC	5,501	$231K	0.0%	$45.68	0.0%	COM	292554102
—	XILINX INC	3,400	$229K	0.0%	$67.35	—	COM	983919101
PSMT	PRICESMART INC	2,660	$229K	0.0%	$76.63	0.0%	COM	741511109
GLW	CORNING INC	7,142	$228K	0.0%	$25.23	0.0%	COM	219350105
GRMN	GARMIN LTD	3,832	$228K	0.0%	$48.04	0.0%	SHS	H2906T109
DVN	DEVON ENERGY CORP NEW	5,500	$227K	0.0%	$26.85	0.0%	COM	25179M103
IWB	ISHARES TR	1,518	$225K	0.0%	$135.12	—	RUS 1000 ETF	464287622
—	INGERSOLL-RAND PLC	2,500	$222K	0.0%	$88.80	—	SHS	G47791101
MSTR	MICROSTRATEGY INC	1,681	$220K	0.0%	$14.54	-7.7%	CL A NEW	594972408
MTW	MANITOWOC CO INC	5,581	$219K	0.0%	$38.67	0.0%	COM NEW	563571405
—	ATHENE HLDG LTD	4,200	$217K	0.0%	$51.67	—	CL A	G0684D107
—	VALIDUS HOLDINGS LTD	4,612	$216K	0.0%	$56.35	—	COM SHS	G9319H102
HON	HONEYWELL INTL INC	1,400	$214K	0.0%	$98.75	+14.8%	Put	438516106
—	AIR TRANSPORT SERVICES GRP I	9,200	$212K	0.0%	$23.04	—	COM	00922R105
—	MAXIM INTEGRATED PRODS INC	4,000	$209K	0.0%	$52.25	—	COM	57772K101
—	WALGREENS BOOTS ALLIANCE INC	2,874	$208K	0.0%	$80.20	—	COM	931427108
TMO	THERMO FISHER SCIENTIFIC INC	1,100	$208K	0.0%	$187.44	0.0%	COM	883556102
PEN	PENUMBRA INC	2,207	$207K	0.0%	$99.19	0.0%	COM	70975L107
—	VALEANT PHARMACEUTICALS INTL	10,000	$207K	0.0%	$39.82	—	Call	91911K102
—	UNIT CORP	9,302	$204K	0.0%	$21.93	—	COM	909218109
PCTY	PAYLOCITY HLDG CORP	4,300	$202K	0.0%	$48.50	0.0%	COM	70438V106
SON	SONOCO PRODS CO	3,800	$201K	0.0%	$39.65	0.0%	COM	835495102
—	PROOFPOINT INC	2,272	$201K	0.0%	$88.47	—	COM	743424103
DRI	DARDEN RESTAURANTS INC	2,100	$201K	0.0%	$67.47	0.0%	COM	237194105
ONB	OLD NATL BANCORP IND	11,400	$198K	0.0%	$17.98	0.0%	COM	680033107
—	RITE AID CORP	100,000	$197K	0.0%	$1.96	—	COM	767754104
PTEN	PATTERSON UTI ENERGY INC	8,444	$194K	0.0%	$23.36	-11.3%	COM	703481101
—	EXTRACTION OIL AND GAS INC	13,300	$190K	0.0%	$14.29	—	COM	30227M105
—	GNC HLDGS INC	51,000	$187K	0.0%	—	—	Put	36191G107
—	BELMOND LTD	15,335	$187K	0.0%	$12.19	—	CL A	G1154H107
—	KOSMOS ENERGY LTD	27,127	$185K	0.0%	$6.82	—	SHS	G5315B107
—	EXONE CO	20,000	$168K	0.0%	$11.45	—	COM	302104104
—	FRANKS INTL N V	24,616	$163K	0.0%	$6.62	—	COM	N33462107
RMBS	RAMBUS INC DEL	10,698	$152K	0.0%	$12.28	+17.1%	COM	750917106
—	QUOTIENT TECHNOLOGY INC	12,897	$151K	0.0%	$11.71	—	COM	749119103
GILD	GILEAD SCIENCES INC	2,100	$150K	0.0%	$55.90	0.0%	Put	375558103
OPK	OPKO HEALTH INC	29,500	$144K	0.0%	$5.80	0.0%	COM	68375N103
—	GENERAL ELECTRIC CO	8,000	$138K	0.0%	$27.01	—	Put	369604103
—	GULFPORT ENERGY CORP	10,755	$137K	0.0%	$12.74	—	COM NEW	402635304
—	CELGENE CORP	1,300	$134K	0.0%	—	—	Put	151020104
ARCO	ARCOS DORADOS HOLDINGS INC	12,845	$132K	0.0%	$8.69	0.0%	SHS CLASS -A -	G0457F107
RH	RH	1,500	$129K	0.0%	$70.10	+29.0%	COM	74967X103
—	GLOBALSTAR INC	97,802	$128K	0.0%	$1.34	—	COM	378973408
—	PLATFORM SPECIALTY PRODS COR	12,814	$127K	0.0%	$11.08	—	COM	72766Q105
—	SIRIUS XM HLDGS INC	22,607	$121K	0.0%	$5.52	—	COM	82968B103
BRK/B	BERKSHIRE HATHAWAY INC DEL	600	$118K	0.0%	—	—	Put	084670702
—	SCORPIO TANKERS INC	37,660	$114K	0.0%	$3.03	—	SHS	Y7542C106
GOOGL	ALPHABET INC	100	$105K	0.0%	$51.24	0.0%	CAP STK CL A	02079K305
KO	COCA COLA CO	2,300	$104K	0.0%	$34.72	+2.6%	Call	191216100
—	MCDERMOTT INTL INC	15,107	$99,000	0.0%	$7.14	—	COM	580037109
—	ZYNGA INC	22,973	$91,000	0.0%	$3.96	—	CL A	98986T108
—	NAVISTAR INTL CORP NEW	2,100	$90,000	0.0%	$42.86	—	COM	63934E108
DPZ	DOMINOS PIZZA INC	400	$75,000	0.0%	$168.93	0.0%	COM	25754A201
GILD	GILEAD SCIENCES INC	1,000	$71,000	0.0%	$55.90	0.0%	Call	375558103
CVX	CHEVRON CORP NEW	485	$60,000	0.0%	$78.41	+6.6%	COM	166764100
—	BROADSOFT INC	500	$27,000	0.0%	$54.89	—	Call	11133B409
HLF	HERBALIFE LTD	300	$20,000	0.0%	$21.81	+60.6%	COM USD SHS	G4412G101
—	COMMUNITY HEALTH SYS INC NEW	2,000,000	$14,000	0.0%	$0.06	—	RIGHT 99/99/9999	203668116
XOM	EXXON MOBIL CORP	100	$8,000	0.0%	$55.56	+2.8%	Call	30231G102
EWY	ISHARES INC	100	$7,000	0.0%	$68.98	—	Put	464286772
CMCSA	COMCAST CORP NEW	40	$1,000	0.0%	$29.92	+2.6%	CL A	20030N101
PFE	PFIZER INC	34	$1,000	0.0%	$21.08	+12.9%	COM	717081103
XME	SPDR SERIES TRUST	1	$0	0.0%	—	—	S&P METALS MNG	78464A755
SMH	VANECK VECTORS ETF TR	1	$0	0.0%	—	—	SEMICONDUCTOR ET	92189F676