CAPSTONE INVESTMENT ADVISORS, LLC Hedge Fund

Location: New York, NY

CIK: 0001426196 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value: $5.23B (100.0% shares, 0.0% debt)

Holdings (344)

IWM ISHARES TR 7.8%

Value $410M Shares 2,700,000 Est. Cost $146.67 Unrealized —

— POWERSHARES QQQ TRUST 4.5%

Value $235M Shares 1,470,100 Est. Cost $153.85 Unrealized —

SPY SPDR S&P 500 ETF TR 4.2%

Value $218M Shares 828,222 Est. Cost $266.79 Unrealized —

— POWERSHARES QQQ TRUST 3.8%

Value $201M Shares 1,253,000 Est. Cost $153.85 Unrealized —

GOOG ALPHABET INC 3.4%

Value $178M Shares 172,700 Est. Cost $54.62 Unrealized +0.3%

AMZN AMAZON COM INC 2.7%

Value $139M Shares 96,300 Est. Cost $48.95 Unrealized +46.1%

AAPL APPLE INC 2.5%

Value $130M Shares 775,400 Est. Cost $40.34 Unrealized +0.2%

— TIME WARNER INC 2.2%

Value $115M Shares 1,220,000 Est. Cost $100.83 Unrealized —

SPY SPDR S&P 500 ETF TR 2.2%

Value $115M Shares 435,600 Est. Cost $266.79 Unrealized —

SPY SPDR S&P 500 ETF TR 2.0%

Value $103M Shares 390,700 Est. Cost $266.79 Unrealized —

META FACEBOOK INC 1.8%

Value $96.64M Shares 604,800 Est. Cost $177.99 Unrealized +0.2%

AMZN AMAZON COM INC 1.8%

Value $94.66M Shares 65,400 Est. Cost $48.95 Unrealized +46.1%

— NXP SEMICONDUCTORS N V 1.7%

Value $89.46M Shares 72,000,000 Est. Cost $1.24 Unrealized —

HYG ISHARES TR 1.6%

Value $82.21M Shares 960,000 Est. Cost $86.84 Unrealized —

MSFT MICROSOFT CORP 1.5%

Value $80.22M Shares 878,900 Est. Cost $84.31 Unrealized 0.0%

— SERVICENOW INC 1.5%

Value $78.4M Shares 35,043,000 Est. Cost $2.24 Unrealized —

— ROCKWELL COLLINS INC 1.4%

Value $74.14M Shares 549,824 Est. Cost $134.72 Unrealized —

FXI ISHARES TR 1.4%

Value $72.13M Shares 1,526,800 Est. Cost — Unrealized —

— MERCADOLIBRE INC 1.2%

Value $63.72M Shares 22,500,000 Est. Cost $2.33 Unrealized —

FXI ISHARES TR 1.2%

Value $60.58M Shares 1,282,300 Est. Cost — Unrealized —

— AETNA INC NEW 1.1%

Value $58.2M Shares 344,394 Est. Cost $173.50 Unrealized —

EWY ISHARES INC 1.1%

Value $56.59M Shares 750,000 Est. Cost $68.98 Unrealized —

XLU SELECT SECTOR SPDR TR 1.0%

Value $54.84M Shares 1,085,400 Est. Cost $51.31 Unrealized —

JNJ JOHNSON & JOHNSON 1.0%

Value $53.87M Shares 420,400 Est. Cost $110.61 Unrealized -2.0%

— TESLA INC 1.0%

Value $52.46M Shares 52,500,000 Est. Cost $1.01 Unrealized —

— MONSANTO CO NEW 0.9%

Value $48.66M Shares 417,000 Est. Cost $117.57 Unrealized —

NXPI NXP SEMICONDUCTORS N V 0.9%

Value $47.13M Shares 402,800 Est. Cost $91.99 Unrealized +16.6%

XLP SELECT SECTOR SPDR TR 0.8%

Value $41.05M Shares 780,000 Est. Cost $53.10 Unrealized —

— ALON USA ENERGY INC 0.8%

Value $39.73M Shares 25,991,000 Est. Cost $1.32 Unrealized —

— SOLARCITY CORP 0.7%

Value $38.76M Shares 39,500,000 Est. Cost $0.99 Unrealized —

EEM ISHARES TR 0.7%

Value $38.62M Shares 800,000 Est. Cost $48.28 Unrealized —

— NAVISTAR INTL CORP NEW 0.7%

Value $38.16M Shares 37,000,000 Est. Cost $0.99 Unrealized —

— BARCLAYS BK PLC 0.7%

Value $36.47M Shares 770,800 Est. Cost $27.92 Unrealized —

NXPI NXP SEMICONDUCTORS N V 0.7%

Value $35.92M Shares 307,000 Est. Cost $91.99 Unrealized +16.6%

GLD SPDR GOLD TRUST 0.7%

Value $35.13M Shares 279,300 Est. Cost $123.65 Unrealized —

— AETNA INC NEW 0.7%

Value $34.7M Shares 205,300 Est. Cost $173.50 Unrealized —

AAPL APPLE INC 0.7%

Value $34.48M Shares 205,536 Est. Cost $40.34 Unrealized +0.2%

AAPL APPLE INC 0.7%

Value $34.45M Shares 205,300 Est. Cost $40.34 Unrealized +0.2%

— ALTABA INC 0.7%

Value $34.14M Shares 461,137 Est. Cost $73.80 Unrealized —

— WHITING PETE CORP NEW 0.7%

Value $34.06M Shares 36,000,000 Est. Cost $0.85 Unrealized —

TSLA TESLA INC 0.6%

Value $33.64M Shares 126,400 Est. Cost $22.45 Unrealized -2.0%

— ORBITAL ATK INC 0.6%

Value $33.15M Shares 250,000 Est. Cost $131.72 Unrealized —

— TEVA PHARMACEUTICAL FIN LLC 0.6%

Value $32.92M Shares 37,354,000 Est. Cost $0.88 Unrealized —

— VIPSHOP HLDGS LTD 0.6%

Value $31.27M Shares 29,000,000 Est. Cost $1.06 Unrealized —

JNJ JOHNSON & JOHNSON 0.6%

Value $30.86M Shares 240,800 Est. Cost $110.61 Unrealized -2.0%

NXPI NXP SEMICONDUCTORS N V 0.6%

Value $30.27M Shares 258,724 Est. Cost $91.99 Unrealized +16.6%

— DR PEPPER SNAPPLE GROUP INC 0.6%

Value $29.61M Shares 250,100 Est. Cost — Unrealized —

— IMPAX LABORATORIES INC 0.6%

Value $29.36M Shares 29,500,000 Est. Cost $0.97 Unrealized —

META FACEBOOK INC 0.6%

Value $28.79M Shares 180,200 Est. Cost $177.99 Unrealized +0.2%

GOOG ALPHABET INC 0.5%

Value $28.61M Shares 27,725 Est. Cost $54.62 Unrealized +0.3%

— DOWDUPONT INC 0.5%

Value $27.54M Shares 432,300 Est. Cost $57.69 Unrealized —

— BARCLAYS BK PLC 0.5%

Value $27.37M Shares 578,500 Est. Cost $27.92 Unrealized —

— VECTOR GROUP LTD 0.5%

Value $27.27M Shares 19,000,000 Est. Cost $1.51 Unrealized —

GLD SPDR GOLD TRUST 0.5%

Value $25.16M Shares 200,000 Est. Cost $123.65 Unrealized —

— REDWOOD TR INC 0.5%

Value $25.13M Shares 25,000,000 Est. Cost $1.01 Unrealized —

— BROOKDALE SR LIVING INC 0.5%

Value $24.97M Shares 24,941,000 Est. Cost $1.02 Unrealized —

— CTRIP COM INTL LTD 0.5%

Value $24.4M Shares 20,000,000 Est. Cost $1.21 Unrealized —

— MEDICINES CO 0.5%

Value $24.13M Shares 25,000,000 Est. Cost $1.05 Unrealized —

— VALIDUS HOLDINGS LTD 0.5%

Value $24.07M Shares 356,881 Est. Cost $67.31 Unrealized —

— PATTERN ENERGY GROUP INC 0.4%

Value $22.55M Shares 22,740,000 Est. Cost $1.01 Unrealized —

— TWO HBRS INVT CORP 0.4%

Value $22.51M Shares 21,500,000 Est. Cost $1.06 Unrealized —

— GRANITE PT MTG TR INC 0.4%

Value $22.14M Shares 22,500,000 Est. Cost $1.00 Unrealized —

— MICROSEMI CORP 0.4%

Value $21.89M Shares 338,287 Est. Cost $64.72 Unrealized —

META FACEBOOK INC 0.4%

Value $21.72M Shares 135,916 Est. Cost $177.99 Unrealized +0.2%

MSFT MICROSOFT CORP 0.4%

Value $21.59M Shares 236,500 Est. Cost $84.31 Unrealized 0.0%

— DST SYS INC DEL 0.4%

Value $20.37M Shares 243,537 Est. Cost $83.65 Unrealized —

— CORNERSTONE ONDEMAND INC 0.4%

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

— REDWOOD TR INC 0.4%

Value $19.44M Shares 20,000,000 Est. Cost $1.00 Unrealized —

— XL GROUP LTD 0.4%

Value $19.43M Shares 351,667 Est. Cost $55.26 Unrealized —

BABA ALIBABA GROUP HLDG LTD 0.4%

Value $18.65M Shares 101,600 Est. Cost — Unrealized —

— GOLAR LNG LTD 0.3%

Value $17.93M Shares 17,500,000 Est. Cost $1.02 Unrealized —

PG PROCTER AND GAMBLE CO 0.3%

Value $17.84M Shares 225,000 Est. Cost $67.87 Unrealized 0.0%

WMT WALMART INC 0.3%

Value $16.58M Shares 186,400 Est. Cost $22.02 Unrealized +28.7%

T AT&T INC 0.3%

Value $15.82M Shares 443,900 Est. Cost $15.25 Unrealized +3.7%

— POWERSHARES QQQ TRUST 0.3%

Value $15.77M Shares 98,471 Est. Cost $153.85 Unrealized —

JNJ JOHNSON & JOHNSON 0.3%

Value $15.48M Shares 120,812 Est. Cost $110.61 Unrealized -2.0%

— NAVISTAR INTL CORP NEW 0.3%

Value $15.23M Shares 15,000,000 Est. Cost $1.04 Unrealized —

IBM INTERNATIONAL BUSINESS MACHS 0.3%

Value $15.16M Shares 98,800 Est. Cost $107.11 Unrealized +0.2%

— MEDICINES CO 0.3%

Value $15.02M Shares 13,000,000 Est. Cost $1.47 Unrealized —

— TESLA INC 0.3%

Value $14.93M Shares 15,000,000 Est. Cost $1.14 Unrealized —

— IRONWOOD PHARMACEUTICALS INC 0.3%

Value $14.19M Shares 12,000,000 Est. Cost $1.19 Unrealized —

— CHESAPEAKE ENERGY CORP 0.3%

Value $13.86M Shares 16,000,000 Est. Cost $0.87 Unrealized —

— UNISYS CORP 0.3%

Value $13.85M Shares 10,500,000 Est. Cost $1.53 Unrealized —

KMI KINDER MORGAN INC DEL 0.3%

Value $13.78M Shares 914,800 Est. Cost $11.13 Unrealized -0.5%

— MICROCHIP TECHNOLOGY INC 0.3%

Value $13.32M Shares 7,500,000 Est. Cost $1.73 Unrealized —

— NUVASIVE INC 0.3%

Value $13.24M Shares 12,000,000 Est. Cost $1.12 Unrealized —

— CIENA CORP 0.3%

Value $13.09M Shares 9,910,000 Est. Cost $1.20 Unrealized —

— GENERAL CABLE CORP DEL NEW 0.2%

Value $12.71M Shares 12,000,000 Est. Cost $1.06 Unrealized —

GOOG ALPHABET INC 0.2%

Value $12.69M Shares 12,300 Est. Cost $54.62 Unrealized +0.3%

XLU SELECT SECTOR SPDR TR 0.2%

Value $12.66M Shares 250,500 Est. Cost $51.31 Unrealized —

PG PROCTER AND GAMBLE CO 0.2%

Value $12.64M Shares 159,500 Est. Cost $67.87 Unrealized 0.0%

— ORBITAL ATK INC 0.2%

Value $12.52M Shares 94,420 Est. Cost $131.72 Unrealized —

— MULESOFT INC 0.2%

Value $12.31M Shares 279,840 Est. Cost $43.98 Unrealized —

XLP SELECT SECTOR SPDR TR 0.2%

Value $12.11M Shares 230,000 Est. Cost $53.10 Unrealized —

— BLACKHAWK NETWORK HLDGS INC 0.2%

Value $12.02M Shares 268,881 Est. Cost $44.70 Unrealized —

— BLACKSTONE MTG TR INC 0.2%

Value $10.86M Shares 11,000,000 Est. Cost $1.02 Unrealized —

KMI KINDER MORGAN INC DEL 0.2%

Value $9.972M Shares 662,173 Est. Cost $11.13 Unrealized -0.5%

— ORBOTECH LTD 0.2%

Value $9.935M Shares 159,784 Est. Cost $62.18 Unrealized —

IBM INTERNATIONAL BUSINESS MACHS 0.2%

Value $9.835M Shares 64,100 Est. Cost $107.11 Unrealized +0.2%

BKNG BOOKING HLDGS INC 0.2%

Value $9.813M Shares 4,717 Est. Cost $1933.58 Unrealized 0.0%

EEM ISHARES TR 0.2%

Value $9.656M Shares 200,000 Est. Cost $48.28 Unrealized —

MSFT MICROSOFT CORP 0.2%

Value $9.08M Shares 99,485 Est. Cost $84.31 Unrealized 0.0%

— MICROCHIP TECHNOLOGY INC 0.2%

Value $8.972M Shares 7,500,000 Est. Cost $1.20 Unrealized —

— EXACT SCIENCES CORP 0.2%

Value $8.934M Shares 10,000,000 Est. Cost $0.89 Unrealized —

T AT&T INC 0.2%

Value $8.905M Shares 249,800 Est. Cost $15.25 Unrealized +3.7%

EWH ISHARES INC 0.2%

Value $8.859M Shares 350,000 Est. Cost $25.31 Unrealized —

EWH ISHARES INC 0.2%

Value $8.859M Shares 350,000 Est. Cost $25.31 Unrealized —

XLK SELECT SECTOR SPDR TR 0.2%

Value $8.832M Shares 135,000 Est. Cost $65.44 Unrealized —

— DELL TECHNOLOGIES INC 0.2%

Value $8.756M Shares 119,600 Est. Cost $74.32 Unrealized —

— CLEVELAND CLIFFS INC 0.2%

Value $8.653M Shares 8,000,000 Est. Cost $1.09 Unrealized —

— MEDIDATA SOLUTIONS INC 0.2%

Value $8.456M Shares 7,500,000 Est. Cost $1.16 Unrealized —

— CIGNA CORPORATION 0.2%

Value $8.387M Shares 50,000 Est. Cost — Unrealized —

— TRIBUNE MEDIA CO 0.2%

Value $8.365M Shares 206,496 Est. Cost $41.43 Unrealized —

— VERISIGN INC 0.2%

Value $8.299M Shares 70,000 Est. Cost $118.56 Unrealized —

QCOM QUALCOMM INC 0.2%

Value $7.979M Shares 144,000 Est. Cost $48.08 Unrealized +8.0%

— TWENTY FIRST CENTY FOX INC 0.2%

Value $7.884M Shares 214,873 Est. Cost $33.74 Unrealized —

GS GOLDMAN SACHS GROUP INC 0.1%

Value $7.808M Shares 31,000 Est. Cost $218.41 Unrealized 0.0%

— INSULET CORP 0.1%

Value $7.766M Shares 5,000,000 Est. Cost $1.55 Unrealized —

— CAVIUM INC 0.1%

Value $7.664M Shares 96,554 Est. Cost $81.22 Unrealized —

— BUNGE LIMITED 0.1%

Value $7.394M Shares 100,000 Est. Cost — Unrealized —

— VMWARE INC 0.1%

Value $7.276M Shares 60,000 Est. Cost $121.30 Unrealized —

STC STEWART INFORMATION SVCS COR 0.1%

Value $7.26M Shares 165,222 Est. Cost $43.07 Unrealized 0.0%

— BROADCOM LTD 0.1%

Value $7.238M Shares 30,717 Est. Cost $235.17 Unrealized —

— ACORDA THERAPEUTICS INC 0.1%

Value $7.195M Shares 7,873,000 Est. Cost $0.86 Unrealized —

Value $6.793M Shares 71,300 Est. Cost $70.10 Unrealized +26.5%

— ALLERGAN PLC 0.1%

Value $6.732M Shares 40,000 Est. Cost $168.32 Unrealized —

— HERBALIFE LTD 0.1%

Value $6.676M Shares 5,500,000 Est. Cost $0.99 Unrealized —

— DELL TECHNOLOGIES INC 0.1%

Value $6.589M Shares 90,000 Est. Cost $74.32 Unrealized —

— CLOVIS ONCOLOGY INC 0.1%

Value $6.483M Shares 5,574,000 Est. Cost $1.38 Unrealized —

IBM INTERNATIONAL BUSINESS MACHS 0.1%

Value $6.482M Shares 42,247 Est. Cost $107.11 Unrealized +0.2%

GS GOLDMAN SACHS GROUP INC 0.1%

Value $6.297M Shares 25,000 Est. Cost $218.41 Unrealized 0.0%

HLF HERBALIFE LTD 0.1%

Value $6.18M Shares 63,402 Est. Cost $42.34 Unrealized +0.2%

WMT WALMART INC 0.1%

Value $6.014M Shares 67,600 Est. Cost $22.02 Unrealized +28.7%

NFLX NETFLIX INC 0.1%

Value $5.966M Shares 20,200 Est. Cost $17.44 Unrealized +56.1%

XLP SELECT SECTOR SPDR TR 0.1%

Value $5.936M Shares 112,780 Est. Cost $53.10 Unrealized —

— VERISIGN INC 0.1%

Value $5.928M Shares 50,000 Est. Cost $118.56 Unrealized —

— RADIUS HEALTH INC 0.1%

Value $5.555M Shares 5,500,000 Est. Cost $0.98 Unrealized —

— BLUE BUFFALO PET PRODS INC 0.1%

Value $5.337M Shares 134,053 Est. Cost $39.81 Unrealized —

LQD ISHARES TR 0.1%

Value $5.189M Shares 44,203 Est. Cost $118.99 Unrealized —

— NXSTAGE MEDICAL INC 0.1%

Value $5.016M Shares 201,760 Est. Cost $24.86 Unrealized —

BKNG BOOKING HLDGS INC 0.1%

Value $4.993M Shares 2,400 Est. Cost $1933.58 Unrealized 0.0%

— CSRA INC 0.1%

Value $4.936M Shares 119,713 Est. Cost $41.23 Unrealized —

HLF HERBALIFE LTD 0.1%

Value $4.757M Shares 48,800 Est. Cost $42.34 Unrealized +0.2%

— TRONOX LTD 0.1%

Value $4.61M Shares 250,000 Est. Cost $20.51 Unrealized —

— TRONOX LTD 0.1%

Value $4.61M Shares 250,000 Est. Cost $20.51 Unrealized —

AVA AVISTA CORP 0.1%

Value $4.579M Shares 89,337 Est. Cost $36.12 Unrealized 0.0%

EWA ISHARES INC 0.1%

Value $4.554M Shares 206,834 Est. Cost $22.02 Unrealized —

EWL ISHARES INC 0.1%

Value $4.456M Shares 129,643 Est. Cost $34.42 Unrealized —

— OCLARO INC 0.1%

Value $4.267M Shares 446,292 Est. Cost $9.56 Unrealized —

EWG ISHARES INC 0.1%

Value $4.101M Shares 128,000 Est. Cost $33.01 Unrealized —

— WGL HLDGS INC 0.1%

Value $4.056M Shares 48,492 Est. Cost $83.64 Unrealized —

TSLA TESLA INC 0.1%

Value $3.992M Shares 15,000 Est. Cost $22.45 Unrealized -2.0%

TD TORONTO DOMINION BK ONT 0.1%

Value $3.957M Shares 69,600 Est. Cost — Unrealized —

— BLACKSTONE MTG TR INC 0.1%

Value $3.948M Shares 4,000,000 Est. Cost $0.99 Unrealized —

PM PHILIP MORRIS INTL INC 0.1%

Value $3.847M Shares 38,700 Est. Cost $68.83 Unrealized -0.2%

CAT CATERPILLAR INC DEL 0.1%

Value $3.743M Shares 25,400 Est. Cost $133.07 Unrealized 0.0%

— AMYRIS INC 0.1%

Value $3.702M Shares 4,000,000 Est. Cost $0.63 Unrealized —

— TWENTY FIRST CENTY FOX INC 0.1%

Value $3.669M Shares 100,000 Est. Cost $33.74 Unrealized —

UAL UNITED CONTL HLDGS INC 0.1%

Value $3.654M Shares 52,600 Est. Cost $69.09 Unrealized 0.0%

XME SPDR SERIES TRUST 0.1%

Value $3.567M Shares 104,800 Est. Cost — Unrealized —

— INSMED INC 0.1%

Value $3.537M Shares 4,000,000 Est. Cost $0.88 Unrealized —

SLB SCHLUMBERGER LTD 0.1%

Value $3.505M Shares 54,110 Est. Cost $54.18 Unrealized +2.9%

— RSP PERMIAN INC 0.1%

Value $3.446M Shares 73,511 Est. Cost $46.88 Unrealized —

— KAPSTONE PAPER & PACKAGING C 0.1%

Value $3.302M Shares 96,254 Est. Cost $34.31 Unrealized —

EWP ISHARES INC 0.1%

Value $3.251M Shares 100,000 Est. Cost $32.93 Unrealized —

— WEATHERFORD INTL LTD 0.1%

Value $3.146M Shares 3,500,000 Est. Cost $0.90 Unrealized —

EWH ISHARES INC 0.1%

Value $3.05M Shares 120,488 Est. Cost $25.31 Unrealized —

SMH VANECK VECTORS ETF TR 0.1%

Value $3.045M Shares 29,200 Est. Cost — Unrealized —

— PINNACLE ENTMT INC NEW 0.1%

Value $3.025M Shares 100,330 Est. Cost $30.15 Unrealized —

BND VANGUARD BD INDEX FD INC 0.1%

Value $2.975M Shares 37,226 Est. Cost $81.17 Unrealized —

— AMTRUST FINL SVCS INC 0.1%

Value $2.957M Shares 240,192 Est. Cost $12.31 Unrealized —

— DYNEGY INC NEW DEL 0.1%

Value $2.865M Shares 211,940 Est. Cost $11.85 Unrealized —

— EXPRESS SCRIPTS HLDG CO 0.1%

Value $2.857M Shares 41,360 Est. Cost $69.08 Unrealized —

— TIME WARNER INC 0.1%

Value $2.85M Shares 30,136 Est. Cost $100.83 Unrealized —

EFA ISHARES TR 0.1%

Value $2.787M Shares 40,000 Est. Cost $65.90 Unrealized —

— U S G CORP 0.1%

Value $2.757M Shares 68,200 Est. Cost — Unrealized —

— SENSEONICS HLDGS INC 0.1%

Value $2.698M Shares 2,500,000 Est. Cost $1.08 Unrealized —

CHRW C H ROBINSON WORLDWIDE INC 0.0%

Value $2.615M Shares 27,900 Est. Cost — Unrealized —

— CONCHO RES INC 0.0%

Value $2.556M Shares 17,000 Est. Cost $150.23 Unrealized —

— ISHARES GOLD TRUST 0.0%

Value $2.546M Shares 200,000 Est. Cost $12.02 Unrealized —

CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.0%

Value $2.504M Shares 31,100 Est. Cost — Unrealized —

— ALMOST FAMILY INC 0.0%

Value $2.465M Shares 44,014 Est. Cost $56.00 Unrealized —

— DEPOMED INC 0.0%

Value $2.444M Shares 3,000,000 Est. Cost $0.85 Unrealized —

AGG ISHARES TR 0.0%

Value $2.338M Shares 21,800 Est. Cost $108.48 Unrealized —

— SCANA CORP NEW 0.0%

Value $2.314M Shares 61,625 Est. Cost $37.55 Unrealized —

— INFINITY PPTY & CAS CORP 0.0%

Value $2.26M Shares 19,091 Est. Cost $118.38 Unrealized —

— CURRENCYSHARES EURO TR 0.0%

Value $2.248M Shares 19,000 Est. Cost $112.74 Unrealized —

— CAPELLA EDUCATION COMPANY 0.0%

Value $2.16M Shares 24,730 Est. Cost $87.34 Unrealized —

— RITE AID CORP 0.0%

Value $2.1M Shares 1,250,000 Est. Cost $1.96 Unrealized —

— CHICAGO BRIDGE & IRON CO N V 0.0%

Value $2.089M Shares 145,084 Est. Cost $14.40 Unrealized —

AA ALCOA CORP 0.0%

Value $2.087M Shares 46,423 Est. Cost $47.30 Unrealized 0.0%

— NEWFIELD EXPL CO 0.0%

Value $2.054M Shares 84,112 Est. Cost $29.38 Unrealized —

MDT MEDTRONIC PLC 0.0%

Value $2.006M Shares 25,000 Est. Cost $67.32 Unrealized 0.0%

— ZENDESK INC 0.0%

Value $2.001M Shares 41,800 Est. Cost $47.87 Unrealized —

GS GOLDMAN SACHS GROUP INC 0.0%

Value $1.974M Shares 7,836 Est. Cost $218.41 Unrealized 0.0%

— PHH CORP 0.0%

Value $1.969M Shares 188,228 Est. Cost $10.46 Unrealized —

— AKORN INC 0.0%

Value $1.911M Shares 102,163 Est. Cost $32.24 Unrealized —

HAL HALLIBURTON CO 0.0%

Value $1.883M Shares 40,116 Est. Cost $41.60 Unrealized +1.2%

— AKORN INC 0.0%

Value $1.871M Shares 100,000 Est. Cost $32.24 Unrealized —

— DELL TECHNOLOGIES INC 0.0%

Value $1.838M Shares 25,100 Est. Cost $74.32 Unrealized —

— COMMERCEHUB INC 0.0%

Value $1.741M Shares 77,366 Est. Cost $22.50 Unrealized —

CACC CREDIT ACCEP CORP MICH 0.0%

Value $1.652M Shares 5,000 Est. Cost — Unrealized —

XLK SELECT SECTOR SPDR TR 0.0%

Value $1.636M Shares 25,001 Est. Cost $65.44 Unrealized —

PM PHILIP MORRIS INTL INC 0.0%

Value $1.615M Shares 16,247 Est. Cost $68.83 Unrealized -0.2%

ORCL ORACLE CORP 0.0%

Value $1.601M Shares 35,000 Est. Cost $44.25 Unrealized 0.0%

ORCL ORACLE CORP 0.0%

Value $1.601M Shares 35,000 Est. Cost $44.25 Unrealized 0.0%

DVY ISHARES TR 0.0%

Value $1.6M Shares 16,820 Est. Cost $90.99 Unrealized —

CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.0%

Value $1.594M Shares 19,800 Est. Cost — Unrealized —

— CHICAGO BRIDGE & IRON CO N V 0.0%

Value $1.591M Shares 110,500 Est. Cost $14.40 Unrealized —

CAT CATERPILLAR INC DEL 0.0%

Value $1.577M Shares 10,700 Est. Cost $133.07 Unrealized 0.0%

ORCL ORACLE CORP 0.0%

Value $1.501M Shares 32,800 Est. Cost $44.25 Unrealized 0.0%

MO ALTRIA GROUP INC 0.0%

Value $1.496M Shares 24,000 Est. Cost $36.57 Unrealized 0.0%

CAT CATERPILLAR INC DEL 0.0%

Value $1.487M Shares 10,091 Est. Cost $133.07 Unrealized 0.0%

EEM ISHARES TR 0.0%

Value $1.475M Shares 30,554 Est. Cost $48.28 Unrealized —

BABA ALIBABA GROUP HLDG LTD 0.0%

Value $1.468M Shares 8,000 Est. Cost — Unrealized —

XLY SELECT SECTOR SPDR TR 0.0%

Value $1.463M Shares 14,439 Est. Cost $86.73 Unrealized —

XOM EXXON MOBIL CORP 0.0%

Value $1.462M Shares 19,600 Est. Cost $55.63 Unrealized +0.2%

— PARSLEY ENERGY INC 0.0%

Value $1.447M Shares 49,903 Est. Cost $27.75 Unrealized —

EFA ISHARES TR 0.0%

Value $1.442M Shares 20,691 Est. Cost $65.90 Unrealized —

QCOM QUALCOMM INC 0.0%

Value $1.424M Shares 25,700 Est. Cost $48.08 Unrealized +8.0%

TSLA TESLA INC 0.0%

Value $1.413M Shares 5,311 Est. Cost $22.45 Unrealized -2.0%

— SPDR SERIES TRUST 0.0%

Value $1.398M Shares 39,700 Est. Cost — Unrealized —

TLT ISHARES TR 0.0%

Value $1.384M Shares 11,353 Est. Cost $122.99 Unrealized —

IWM ISHARES TR 0.0%

Value $1.371M Shares 9,031 Est. Cost $146.67 Unrealized —

— CURRENCYSHS JAPANESE YEN TR 0.0%

Value $1.352M Shares 15,000 Est. Cost $90.13 Unrealized —

ECH ISHARES INC 0.0%

Value $1.326M Shares 25,000 Est. Cost $45.95 Unrealized —

— ISHARES INC 0.0%

Value $1.31M Shares 37,321 Est. Cost $28.93 Unrealized —

GNW GENWORTH FINL INC 0.0%

Value $1.307M Shares 461,700 Est. Cost $3.00 Unrealized 0.0%

PG PROCTER AND GAMBLE CO 0.0%

Value $1.253M Shares 15,807 Est. Cost $67.87 Unrealized 0.0%

— XL GROUP LTD 0.0%

Value $1.243M Shares 22,500 Est. Cost $55.26 Unrealized —

— VMWARE INC 0.0%

Value $1.213M Shares 10,000 Est. Cost $121.30 Unrealized —

— GENERAL CABLE CORP DEL NEW 0.0%

Value $1.134M Shares 38,310 Est. Cost $29.60 Unrealized —

SHY ISHARES TR 0.0%

Value $1.12M Shares 13,404 Est. Cost $84.44 Unrealized —

JPM JPMORGAN CHASE & CO 0.0%

Value $1.089M Shares 9,900 Est. Cost $91.43 Unrealized 0.0%

— GOLDCORP INC NEW 0.0%

Value $1.053M Shares 76,200 Est. Cost $13.81 Unrealized —

— ECO STIM ENERGY SOLUTIONS IN 0.0%

Value $1.001M Shares 1,053,709 Est. Cost $1.54 Unrealized —

— ALLERGAN PLC 0.0%

Value $1M Shares 5,941 Est. Cost $168.32 Unrealized —

AKAM AKAMAI TECHNOLOGIES INC 0.0%

Value $994K Shares 14,000 Est. Cost $68.09 Unrealized 0.0%

FEZ SPDR INDEX SHS FDS 0.0%

Value $963K Shares 23,923 Est. Cost $40.71 Unrealized —

GOOGL ALPHABET INC 0.0%

Value $933K Shares 900 Est. Cost $54.00 Unrealized +1.9%

— ICONIX BRAND GROUP INC 0.0%

Value $933K Shares 1,005,000 Est. Cost $0.93 Unrealized —

— JA SOLAR HOLDINGS CO LTD 0.0%

Value $914K Shares 139,397 Est. Cost $6.56 Unrealized —

— LILIS ENERGY INC 0.0%

Value $910K Shares 229,159 Est. Cost $4.05 Unrealized —

ETSY ETSY INC 0.0%

Value $906K Shares 32,300 Est. Cost $22.47 Unrealized 0.0%

— ABLYNX NV 0.0%

Value $906K Shares 16,613 Est. Cost $54.54 Unrealized —

— CALLON PETE CO DEL 0.0%

Value $904K Shares 68,268 Est. Cost $12.70 Unrealized —

— ACORDA THERAPEUTICS INC 0.0%

Value $903K Shares 38,200 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 0.0%

Value $897K Shares 40,800 Est. Cost $21.97 Unrealized —

— NOVAVAX INC 0.0%

Value $890K Shares 1,250,000 Est. Cost $0.62 Unrealized —

— VERISIGN INC 0.0%

Value $889K Shares 7,500 Est. Cost $118.56 Unrealized —

— APPTIO INC 0.0%

Value $836K Shares 29,500 Est. Cost $28.34 Unrealized —

— IDERA PHARMACEUTICALS INC 0.0%

Value $781K Shares 424,597 Est. Cost $1.84 Unrealized —

BAC BANK AMER CORP 0.0%

Value $717K Shares 23,900 Est. Cost $26.06 Unrealized 0.0%

— NUANCE COMMUNICATIONS INC 0.0%

Value $709K Shares 45,000 Est. Cost $16.28 Unrealized —

NVDA NVIDIA CORP 0.0%

Value $695K Shares 3,000 Est. Cost $5.81 Unrealized 0.0%

DIA SPDR DOW JONES INDL AVRG ETF 0.0%

Value $677K Shares 2,804 Est. Cost $241.44 Unrealized —

IWV ISHARES TR 0.0%

Value $657K Shares 4,200 Est. Cost $149.23 Unrealized —

MO ALTRIA GROUP INC 0.0%

Value $621K Shares 9,960 Est. Cost $36.57 Unrealized 0.0%

— MCDERMOTT INTL INC 0.0%

Value $609K Shares 100,000 Est. Cost $6.25 Unrealized —

XLE SELECT SECTOR SPDR TR 0.0%

Value $600K Shares 8,895 Est. Cost $69.34 Unrealized —

XOM EXXON MOBIL CORP 0.0%

Value $589K Shares 7,891 Est. Cost $55.63 Unrealized +0.2%

XLU SELECT SECTOR SPDR TR 0.0%

Value $581K Shares 11,491 Est. Cost $51.31 Unrealized —

WMT WALMART INC 0.0%

Value $578K Shares 6,491 Est. Cost $22.02 Unrealized +28.7%

— GOLDCORP INC NEW 0.0%

Value $567K Shares 41,045 Est. Cost $13.81 Unrealized —

EWZ ISHARES INC 0.0%

Value $545K Shares 12,133 Est. Cost $41.10 Unrealized —

BMRN BIOMARIN PHARMACEUTICAL INC 0.0%

Value $527K Shares 6,500 Est. Cost $85.82 Unrealized 0.0%

JPM JPMORGAN CHASE & CO 0.0%

Value $522K Shares 4,747 Est. Cost $91.43 Unrealized 0.0%

PFE PFIZER INC 0.0%

Value $515K Shares 14,500 Est. Cost $24.22 Unrealized +0.1%

SLV ISHARES SILVER TRUST 0.0%

Value $496K Shares 32,200 Est. Cost $15.40 Unrealized —

CMCSA COMCAST CORP NEW 0.0%

Value $475K Shares 13,900 Est. Cost $31.78 Unrealized +0.0%

— CITRIX SYS INC 0.0%

Value $464K Shares 5,000 Est. Cost $87.45 Unrealized —

EWD ISHARES INC 0.0%

Value $450K Shares 13,444 Est. Cost $33.63 Unrealized —

— HARDINGE INC 0.0%

Value $440K Shares 24,020 Est. Cost $18.32 Unrealized —

— NRG YIELD INC 0.0%

Value $403K Shares 23,700 Est. Cost $17.00 Unrealized —

MA MASTERCARD INCORPORATED 0.0%

Value $403K Shares 2,300 Est. Cost $163.70 Unrealized 0.0%

V VISA INC 0.0%

Value $395K Shares 3,300 Est. Cost $114.76 Unrealized 0.0%

BA BOEING CO 0.0%

Value $393K Shares 1,200 Est. Cost $322.88 Unrealized 0.0%

SLV ISHARES SILVER TRUST 0.0%

Value $383K Shares 24,870 Est. Cost $15.40 Unrealized —

GOOGL ALPHABET INC 0.0%

Value $381K Shares 367 Est. Cost $54.00 Unrealized +1.9%

CVX CHEVRON CORP NEW 0.0%

Value $376K Shares 3,300 Est. Cost $79.05 Unrealized +7.6%

SM SM ENERGY CO 0.0%

Value $361K Shares 20,000 Est. Cost $19.42 Unrealized 0.0%

— VANECK VECTORS ETF TR 0.0%

Value $347K Shares 15,238 Est. Cost $22.29 Unrealized —

BMY BRISTOL MYERS SQUIBB CO 0.0%

Value $335K Shares 5,300 Est. Cost $48.10 Unrealized 0.0%

BAC BANK AMER CORP 0.0%

Value $314K Shares 10,455 Est. Cost $26.06 Unrealized 0.0%

— BARCLAYS BK PLC 0.0%

Value $286K Shares 39,068 Est. Cost $5.37 Unrealized —

— MAGICJACK VOCALTEC LTD 0.0%

Value $285K Shares 33,969 Est. Cost $8.39 Unrealized —

PM PHILIP MORRIS INTL INC 0.0%

Value $278K Shares 2,800 Est. Cost $68.83 Unrealized -0.2%

C CITIGROUP INC 0.0%

Value $270K Shares 4,000 Est. Cost $56.47 Unrealized +2.1%

CMCSA COMCAST CORP NEW 0.0%

Value $265K Shares 7,754 Est. Cost $31.78 Unrealized +0.0%

GILD GILEAD SCIENCES INC 0.0%

Value $264K Shares 3,500 Est. Cost $55.90 Unrealized +5.4%

PTEN PATTERSON UTI ENERGY INC 0.0%

Value $263K Shares 15,000 Est. Cost $23.04 Unrealized -9.4%

DIS DISNEY WALT CO 0.0%

Value $261K Shares 2,600 Est. Cost $100.96 Unrealized 0.0%

WFC WELLS FARGO CO NEW 0.0%

Value $241K Shares 4,600 Est. Cost $47.72 Unrealized 0.0%

NVDA NVIDIA CORP 0.0%

Value $241K Shares 1,039 Est. Cost $5.81 Unrealized 0.0%

HD HOME DEPOT INC 0.0%

Value $232K Shares 1,300 Est. Cost $154.72 Unrealized 0.0%

GLD SPDR GOLD TRUST 0.0%

Value $227K Shares 1,803 Est. Cost $123.65 Unrealized —

Value $220K Shares 1,000 Est. Cost $144.97 Unrealized +3.6%

GDX VANECK VECTORS ETF TR 0.0%

Value $220K Shares 10,000 Est. Cost $21.97 Unrealized —

— CURRENCYSHARES CDN DLR TR 0.0%

Value $218K Shares 2,843 Est. Cost $79.06 Unrealized —

MDT MEDTRONIC PLC 0.0%

Value $217K Shares 2,700 Est. Cost $67.32 Unrealized 0.0%

UNP UNION PAC CORP 0.0%

Value $215K Shares 1,600 Est. Cost $113.06 Unrealized 0.0%

EWM ISHARES INC 0.0%

Value $214K Shares 5,930 Est. Cost $36.09 Unrealized —

BKD BROOKDALE SR LIVING INC 0.0%

Value $208K Shares 30,972 Est. Cost $13.54 Unrealized -37.6%

BA BOEING CO 0.0%

Value $205K Shares 626 Est. Cost $322.88 Unrealized 0.0%

— CLIFTON BANCORP INC 0.0%

Value $198K Shares 12,654 Est. Cost $15.65 Unrealized —

— ENSCO PLC 0.0%

Value $188K Shares 42,800 Est. Cost $4.39 Unrealized —

PFE PFIZER INC 0.0%

Value $185K Shares 5,216 Est. Cost $24.22 Unrealized +0.1%

XOM EXXON MOBIL CORP 0.0%

Value $179K Shares 2,400 Est. Cost $55.63 Unrealized +0.2%

CVX CHEVRON CORP NEW 0.0%

Value $171K Shares 1,500 Est. Cost $79.05 Unrealized +7.6%

PTEN PATTERSON UTI ENERGY INC 0.0%

Value $170K Shares 9,698 Est. Cost $23.04 Unrealized -9.4%

— RITE AID CORP 0.0%

Value $168K Shares 100,000 Est. Cost $1.96 Unrealized —

TXN TEXAS INSTRS INC 0.0%

Value $166K Shares 1,600 Est. Cost $86.84 Unrealized 0.0%

C CITIGROUP INC 0.0%

Value $165K Shares 2,441 Est. Cost $56.47 Unrealized +2.1%

V VISA INC 0.0%

Value $163K Shares 1,364 Est. Cost $114.76 Unrealized 0.0%

WFC WELLS FARGO CO NEW 0.0%

Value $162K Shares 3,099 Est. Cost $47.72 Unrealized 0.0%

BMY BRISTOL MYERS SQUIBB CO 0.0%

Value $155K Shares 2,453 Est. Cost $48.10 Unrealized 0.0%

SLV ISHARES SILVER TRUST 0.0%

Value $154K Shares 10,000 Est. Cost $15.40 Unrealized —

AMGN AMGEN INC 0.0%

Value $153K Shares 900 Est. Cost $144.43 Unrealized 0.0%

— U S GEOTHERMAL INC 0.0%

Value $150K Shares 28,056 Est. Cost $5.35 Unrealized —

NFLX NETFLIX INC 0.0%

Value $148K Shares 500 Est. Cost $17.44 Unrealized +56.1%

Value $142K Shares 646 Est. Cost $144.97 Unrealized +3.6%

GILD GILEAD SCIENCES INC 0.0%

Value $132K Shares 1,746 Est. Cost $55.90 Unrealized +5.4%

DIS DISNEY WALT CO 0.0%

Value $119K Shares 1,188 Est. Cost $100.96 Unrealized 0.0%

GDX VANECK VECTORS ETF TR 0.0%

Value $117K Shares 5,326 Est. Cost $21.97 Unrealized —

HD HOME DEPOT INC 0.0%

Value $112K Shares 631 Est. Cost $154.72 Unrealized 0.0%

MDT MEDTRONIC PLC 0.0%

Value $94,000 Shares 1,169 Est. Cost $67.32 Unrealized 0.0%

MA MASTERCARD INCORPORATED 0.0%

Value $88,000 Shares 500 Est. Cost $163.70 Unrealized 0.0%

UNP UNION PAC CORP 0.0%

Value $81,000 Shares 600 Est. Cost $113.06 Unrealized 0.0%

MA MASTERCARD INCORPORATED 0.0%

Value $76,000 Shares 434 Est. Cost $163.70 Unrealized 0.0%

AMGN AMGEN INC 0.0%

Value $76,000 Shares 448 Est. Cost $144.43 Unrealized 0.0%

TXN TEXAS INSTRS INC 0.0%

Value $70,000 Shares 670 Est. Cost $86.84 Unrealized 0.0%

NVDA NVIDIA CORP 0.0%

Value $69,000 Shares 300 Est. Cost $5.81 Unrealized 0.0%

CVX CHEVRON CORP NEW 0.0%

Value $61,000 Shares 537 Est. Cost $79.05 Unrealized +7.6%

BA BOEING CO 0.0%

Value $33,000 Shares 100 Est. Cost $322.88 Unrealized 0.0%

— MICROSEMI CORP 0.0%

Value $32,000 Shares 500 Est. Cost $64.72 Unrealized —

KMI KINDER MORGAN INC DEL 0.0%

Value $29,000 Shares 1,900 Est. Cost $11.13 Unrealized -0.5%

UNP UNION PAC CORP 0.0%

Value $29,000 Shares 214 Est. Cost $113.06 Unrealized 0.0%

— COMMUNITY HEALTH SYS INC NEW 0.0%

Value $23,000 Shares 2,000,000 Est. Cost $0.06 Unrealized —

NFLX NETFLIX INC 0.0%

Value $17,000 Shares 59 Est. Cost $17.44 Unrealized +56.1%

— DOWDUPONT INC 0.0%

Value $3,000 Shares 52 Est. Cost $57.69 Unrealized —

QCOM QUALCOMM INC 0.0%

Value $1,000 Shares 14 Est. Cost $48.08 Unrealized +8.0%

SMH VANECK VECTORS ETF TR 0.0%

Value $0 Shares 1 Est. Cost — Unrealized —

XME SPDR SERIES TRUST 0.0%

Value $0 Shares 1 Est. Cost — Unrealized —

— SPDR SERIES TRUST 0.0%

Value $0 Shares 1 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	2,700,000	$410M	7.8%	$146.67	—	Put	464287655
—	POWERSHARES QQQ TRUST	1,470,100	$235M	4.5%	$153.85	—	Call	73935A104
SPY	SPDR S&P 500 ETF TR	828,222	$218M	4.2%	$266.79	—	TR UNIT	78462F103
—	POWERSHARES QQQ TRUST	1,253,000	$201M	3.8%	$153.85	—	Put	73935A104
GOOG	ALPHABET INC	172,700	$178M	3.4%	$54.62	+0.3%	Put	02079K107
AMZN	AMAZON COM INC	96,300	$139M	2.7%	$48.95	+46.1%	Put	023135106
AAPL	APPLE INC	775,400	$130M	2.5%	$40.34	+0.2%	Put	037833100
—	TIME WARNER INC	1,220,000	$115M	2.2%	$100.83	—	Call	887317303
SPY	SPDR S&P 500 ETF TR	435,600	$115M	2.2%	$266.79	—	Call	78462F103
SPY	SPDR S&P 500 ETF TR	390,700	$103M	2.0%	$266.79	—	Put	78462F103
META	FACEBOOK INC	604,800	$96.64M	1.8%	$177.99	+0.2%	Put	30303M102
AMZN	AMAZON COM INC	65,400	$94.66M	1.8%	$48.95	+46.1%	Call	023135106
—	NXP SEMICONDUCTORS N V	72,000,000	$89.46M	1.7%	$1.24	—	DBCV 1.000%12/0	62952QAB6
HYG	ISHARES TR	960,000	$82.21M	1.6%	$86.84	—	Put	464288513
MSFT	MICROSOFT CORP	878,900	$80.22M	1.5%	$84.31	0.0%	Put	594918104
—	SERVICENOW INC	35,043,000	$78.4M	1.5%	$2.24	—	NOTE 11/0	81762PAB8
—	ROCKWELL COLLINS INC	549,824	$74.14M	1.4%	$134.72	—	COM	774341101
FXI	ISHARES TR	1,526,800	$72.13M	1.4%	—	—	Put	464287184
—	MERCADOLIBRE INC	22,500,000	$63.72M	1.2%	$2.33	—	NOTE 2.250% 7/0	58733RAB8
FXI	ISHARES TR	1,282,300	$60.58M	1.2%	—	—	Call	464287184
—	AETNA INC NEW	344,394	$58.2M	1.1%	$173.50	—	COM	00817Y108
EWY	ISHARES INC	750,000	$56.59M	1.1%	$68.98	—	Call	464286772
XLU	SELECT SECTOR SPDR TR	1,085,400	$54.84M	1.0%	$51.31	—	Call	81369Y886
JNJ	JOHNSON & JOHNSON	420,400	$53.87M	1.0%	$110.61	-2.0%	Put	478160104
—	TESLA INC	52,500,000	$52.46M	1.0%	$1.01	—	NOTE 0.250% 3/0	88160RAB7
—	MONSANTO CO NEW	417,000	$48.66M	0.9%	$117.57	—	Call	61166W101
NXPI	NXP SEMICONDUCTORS N V	402,800	$47.13M	0.9%	$91.99	+16.6%	Put	N6596X109
XLP	SELECT SECTOR SPDR TR	780,000	$41.05M	0.8%	$53.10	—	Put	81369Y308
—	ALON USA ENERGY INC	25,991,000	$39.73M	0.8%	$1.32	—	NOTE 3.000% 9/1	020520AB8
—	SOLARCITY CORP	39,500,000	$38.76M	0.7%	$0.99	—	NOTE 2.750%11/0	83416TAA8
EEM	ISHARES TR	800,000	$38.62M	0.7%	$48.28	—	Put	464287234
—	NAVISTAR INTL CORP NEW	37,000,000	$38.16M	0.7%	$0.99	—	NOTE 4.750% 4/1	63934EAS7
—	BARCLAYS BK PLC	770,800	$36.47M	0.7%	$27.92	—	Call	06746L422
NXPI	NXP SEMICONDUCTORS N V	307,000	$35.92M	0.7%	$91.99	+16.6%	Call	N6596X109
GLD	SPDR GOLD TRUST	279,300	$35.13M	0.7%	$123.65	—	Put	78463V107
—	AETNA INC NEW	205,300	$34.7M	0.7%	$173.50	—	Put	00817Y108
AAPL	APPLE INC	205,536	$34.48M	0.7%	$40.34	+0.2%	COM	037833100
AAPL	APPLE INC	205,300	$34.45M	0.7%	$40.34	+0.2%	Call	037833100
—	ALTABA INC	461,137	$34.14M	0.7%	$73.80	—	COM	021346101
—	WHITING PETE CORP NEW	36,000,000	$34.06M	0.7%	$0.85	—	NOTE 1.250% 4/0	966387AL6
TSLA	TESLA INC	126,400	$33.64M	0.6%	$22.45	-2.0%	Put	88160R101
—	ORBITAL ATK INC	250,000	$33.15M	0.6%	$131.72	—	Call	68557N103
—	TEVA PHARMACEUTICAL FIN LLC	37,354,000	$32.92M	0.6%	$0.88	—	DBCV 0.250% 2/0	88163VAE9
—	VIPSHOP HLDGS LTD	29,000,000	$31.27M	0.6%	$1.06	—	NOTE 1.500% 3/1	92763WAA1
JNJ	JOHNSON & JOHNSON	240,800	$30.86M	0.6%	$110.61	-2.0%	Call	478160104
NXPI	NXP SEMICONDUCTORS N V	258,724	$30.27M	0.6%	$91.99	+16.6%	COM	N6596X109
—	DR PEPPER SNAPPLE GROUP INC	250,100	$29.61M	0.6%	—	—	Call	26138e109
—	IMPAX LABORATORIES INC	29,500,000	$29.36M	0.6%	$0.97	—	NOTE 2.000% 6/1	45256BAE1
META	FACEBOOK INC	180,200	$28.79M	0.6%	$177.99	+0.2%	Call	30303M102
GOOG	ALPHABET INC	27,725	$28.61M	0.5%	$54.62	+0.3%	CAP STK CL C	02079K107
—	DOWDUPONT INC	432,300	$27.54M	0.5%	$57.69	—	Call	26078J100
—	BARCLAYS BK PLC	578,500	$27.37M	0.5%	$27.92	—	Put	06746L422
—	VECTOR GROUP LTD	19,000,000	$27.27M	0.5%	$1.51	—	FRNT 1/1	92240MAY4
GLD	SPDR GOLD TRUST	200,000	$25.16M	0.5%	$123.65	—	Call	78463V107
—	REDWOOD TR INC	25,000,000	$25.13M	0.5%	$1.01	—	NOTE 4.625% 4/1	758075AB1
—	BROOKDALE SR LIVING INC	24,941,000	$24.97M	0.5%	$1.02	—	NOTE 2.750% 6/1	112463AA2
—	CTRIP COM INTL LTD	20,000,000	$24.4M	0.5%	$1.21	—	NOTE 1.250%10/1	22943FAD2
—	MEDICINES CO	25,000,000	$24.13M	0.5%	$1.05	—	NOTE 2.750% 7/1	584688AG0
—	VALIDUS HOLDINGS LTD	356,881	$24.07M	0.5%	$67.31	—	COM SHS	G9319H102
—	PATTERN ENERGY GROUP INC	22,740,000	$22.55M	0.4%	$1.01	—	NOTE 4.000% 7/1	70338PAB6
—	TWO HBRS INVT CORP	21,500,000	$22.51M	0.4%	$1.06	—	NOTE 6.250% 1/1	90187BAA9
—	GRANITE PT MTG TR INC	22,500,000	$22.14M	0.4%	$1.00	—	NOTE 5.625%12/0	38741LAB3
—	MICROSEMI CORP	338,287	$21.89M	0.4%	$64.72	—	COM	595137100
META	FACEBOOK INC	135,916	$21.72M	0.4%	$177.99	+0.2%	CL A	30303M102
MSFT	MICROSOFT CORP	236,500	$21.59M	0.4%	$84.31	0.0%	Call	594918104
—	DST SYS INC DEL	243,537	$20.37M	0.4%	$83.65	—	COM	233326107
—	CORNERSTONE ONDEMAND INC	20,000,000	$20M	0.4%	$1.00	—	NOTE 1.500% 7/0	21925YAB9
—	REDWOOD TR INC	20,000,000	$19.44M	0.4%	$1.00	—	NOTE 4.750% 8/1	758075AC9
—	XL GROUP LTD	351,667	$19.43M	0.4%	$55.26	—	COM	G98294104
BABA	ALIBABA GROUP HLDG LTD	101,600	$18.65M	0.4%	—	—	Put	01609W102
—	GOLAR LNG LTD	17,500,000	$17.93M	0.3%	$1.02	—	NOTE 2.750% 2/1	38046YAB7
PG	PROCTER AND GAMBLE CO	225,000	$17.84M	0.3%	$67.87	0.0%	Put	742718109
WMT	WALMART INC	186,400	$16.58M	0.3%	$22.02	+28.7%	Put	931142103
T	AT&T INC	443,900	$15.82M	0.3%	$15.25	+3.7%	Call	00206R102
—	POWERSHARES QQQ TRUST	98,471	$15.77M	0.3%	$153.85	—	UNIT SER 1	73935A104
JNJ	JOHNSON & JOHNSON	120,812	$15.48M	0.3%	$110.61	-2.0%	COM	478160104
—	NAVISTAR INTL CORP NEW	15,000,000	$15.23M	0.3%	$1.04	—	NOTE 4.500%10/1	63934EAQ1
IBM	INTERNATIONAL BUSINESS MACHS	98,800	$15.16M	0.3%	$107.11	+0.2%	Call	459200101
—	MEDICINES CO	13,000,000	$15.02M	0.3%	$1.47	—	NOTE 2.500% 1/1	584688AE5
—	TESLA INC	15,000,000	$14.93M	0.3%	$1.14	—	NOTE 1.250% 3/0	88160RAC5
—	IRONWOOD PHARMACEUTICALS INC	12,000,000	$14.19M	0.3%	$1.19	—	DBCV 2.250% 6/1	46333XAD0
—	CHESAPEAKE ENERGY CORP	16,000,000	$13.86M	0.3%	$0.87	—	NOTE 5.500% 9/1	165167CY1
—	UNISYS CORP	10,500,000	$13.85M	0.3%	$1.53	—	NOTE 5.500% 3/0	909214BS6
KMI	KINDER MORGAN INC DEL	914,800	$13.78M	0.3%	$11.13	-0.5%	Put	49456B101
—	MICROCHIP TECHNOLOGY INC	7,500,000	$13.32M	0.3%	$1.73	—	NOTE 1.625% 2/1	595017AD6
—	NUVASIVE INC	12,000,000	$13.24M	0.3%	$1.12	—	NOTE 2.250% 3/1	670704AG0
—	CIENA CORP	9,910,000	$13.09M	0.3%	$1.20	—	NOTE 3.750%10/1	171779AJ0
—	GENERAL CABLE CORP DEL NEW	12,000,000	$12.71M	0.2%	$1.06	—	FRNT 4.500%11/1	369300AL2
GOOG	ALPHABET INC	12,300	$12.69M	0.2%	$54.62	+0.3%	Call	02079K107
XLU	SELECT SECTOR SPDR TR	250,500	$12.66M	0.2%	$51.31	—	Put	81369Y886
PG	PROCTER AND GAMBLE CO	159,500	$12.64M	0.2%	$67.87	0.0%	Call	742718109
—	ORBITAL ATK INC	94,420	$12.52M	0.2%	$131.72	—	COM	68557N103
—	MULESOFT INC	279,840	$12.31M	0.2%	$43.98	—	CL A	625207105
XLP	SELECT SECTOR SPDR TR	230,000	$12.11M	0.2%	$53.10	—	Call	81369Y308
—	BLACKHAWK NETWORK HLDGS INC	268,881	$12.02M	0.2%	$44.70	—	COM	09238e104
—	BLACKSTONE MTG TR INC	11,000,000	$10.86M	0.2%	$1.02	—	NOTE 4.375% 5/0	09257WAB6
KMI	KINDER MORGAN INC DEL	662,173	$9.972M	0.2%	$11.13	-0.5%	COM	49456B101
—	ORBOTECH LTD	159,784	$9.935M	0.2%	$62.18	—	ORD	M75253100
IBM	INTERNATIONAL BUSINESS MACHS	64,100	$9.835M	0.2%	$107.11	+0.2%	Put	459200101
BKNG	BOOKING HLDGS INC	4,717	$9.813M	0.2%	$1933.58	0.0%	COM	09857L108
EEM	ISHARES TR	200,000	$9.656M	0.2%	$48.28	—	Call	464287234
MSFT	MICROSOFT CORP	99,485	$9.08M	0.2%	$84.31	0.0%	COM	594918104
—	MICROCHIP TECHNOLOGY INC	7,500,000	$8.972M	0.2%	$1.20	—	SDCV 2.250% 2/1	595017AH7
—	EXACT SCIENCES CORP	10,000,000	$8.934M	0.2%	$0.89	—	DBCV 1.000% 1/1	30063PAA3
T	AT&T INC	249,800	$8.905M	0.2%	$15.25	+3.7%	Put	00206R102
EWH	ISHARES INC	350,000	$8.859M	0.2%	$25.31	—	Put	464286871
EWH	ISHARES INC	350,000	$8.859M	0.2%	$25.31	—	Call	464286871
XLK	SELECT SECTOR SPDR TR	135,000	$8.832M	0.2%	$65.44	—	Put	81369Y803
—	DELL TECHNOLOGIES INC	119,600	$8.756M	0.2%	$74.32	—	Put	24703L103
—	CLEVELAND CLIFFS INC	8,000,000	$8.653M	0.2%	$1.09	—	DBCV 1.500% 1/1	185899AA9
—	MEDIDATA SOLUTIONS INC	7,500,000	$8.456M	0.2%	$1.16	—	NOTE 1.000% 8/0	58471AAB1
—	CIGNA CORPORATION	50,000	$8.387M	0.2%	—	—	Call	125509109
—	TRIBUNE MEDIA CO	206,496	$8.365M	0.2%	$41.43	—	CL A	896047503
—	VERISIGN INC	70,000	$8.299M	0.2%	$118.56	—	Call	92343EAD4
QCOM	QUALCOMM INC	144,000	$7.979M	0.2%	$48.08	+8.0%	Put	747525103
—	TWENTY FIRST CENTY FOX INC	214,873	$7.884M	0.2%	$33.74	—	CL A	90130A101
GS	GOLDMAN SACHS GROUP INC	31,000	$7.808M	0.1%	$218.41	0.0%	Put	38141G104
—	INSULET CORP	5,000,000	$7.766M	0.1%	$1.55	—	NOTE 1.250% 9/1	45784PAF8
—	CAVIUM INC	96,554	$7.664M	0.1%	$81.22	—	COM	14964U108
—	BUNGE LIMITED	100,000	$7.394M	0.1%	—	—	Call	G16962105
—	VMWARE INC	60,000	$7.276M	0.1%	$121.30	—	Put	928563402
STC	STEWART INFORMATION SVCS COR	165,222	$7.26M	0.1%	$43.07	0.0%	COM	860372101
—	BROADCOM LTD	30,717	$7.238M	0.1%	$235.17	—	SHS	Y09827109
—	ACORDA THERAPEUTICS INC	7,873,000	$7.195M	0.1%	$0.86	—	NOTE 1.750% 6/1	00484MAA4
RH	RH	71,300	$6.793M	0.1%	$70.10	+26.5%	Put	74967X103
—	ALLERGAN PLC	40,000	$6.732M	0.1%	$168.32	—	Put	G0177J108
—	HERBALIFE LTD	5,500,000	$6.676M	0.1%	$0.99	—	NOTE 2.000% 8/1	42703MAB9
—	DELL TECHNOLOGIES INC	90,000	$6.589M	0.1%	$74.32	—	COM CL V	24703L103
—	CLOVIS ONCOLOGY INC	5,574,000	$6.483M	0.1%	$1.38	—	NOTE 2.500% 9/1	189464AB6
IBM	INTERNATIONAL BUSINESS MACHS	42,247	$6.482M	0.1%	$107.11	+0.2%	COM	459200101
GS	GOLDMAN SACHS GROUP INC	25,000	$6.297M	0.1%	$218.41	0.0%	Call	38141G104
HLF	HERBALIFE LTD	63,402	$6.18M	0.1%	$42.34	+0.2%	COM USD SHS	G4412G101
WMT	WALMART INC	67,600	$6.014M	0.1%	$22.02	+28.7%	Call	931142103
NFLX	NETFLIX INC	20,200	$5.966M	0.1%	$17.44	+56.1%	Call	64110L106
XLP	SELECT SECTOR SPDR TR	112,780	$5.936M	0.1%	$53.10	—	SBI CONS STPLS	81369Y308
—	VERISIGN INC	50,000	$5.928M	0.1%	$118.56	—	SDCV 3.250% 8/1	92343EAD4
—	RADIUS HEALTH INC	5,500,000	$5.555M	0.1%	$0.98	—	NOTE 3.000% 9/0	750469AA6
—	BLUE BUFFALO PET PRODS INC	134,053	$5.337M	0.1%	$39.81	—	COM	09531U102
LQD	ISHARES TR	44,203	$5.189M	0.1%	$118.99	—	IBOXX INV CP ETF	464287242
—	NXSTAGE MEDICAL INC	201,760	$5.016M	0.1%	$24.86	—	COM	67072V103
BKNG	BOOKING HLDGS INC	2,400	$4.993M	0.1%	$1933.58	0.0%	Put	09857L108
—	CSRA INC	119,713	$4.936M	0.1%	$41.23	—	COM	12650T104
HLF	HERBALIFE LTD	48,800	$4.757M	0.1%	$42.34	+0.2%	Put	G4412G101
—	TRONOX LTD	250,000	$4.61M	0.1%	$20.51	—	SHS CL A	Q9235V101
—	TRONOX LTD	250,000	$4.61M	0.1%	$20.51	—	Put	Q9235V101
AVA	AVISTA CORP	89,337	$4.579M	0.1%	$36.12	0.0%	COM	05379B107
EWA	ISHARES INC	206,834	$4.554M	0.1%	$22.02	—	MSCI AUST ETF	464286103
EWL	ISHARES INC	129,643	$4.456M	0.1%	$34.42	—	MSCI SWITZERLAND	464286749
—	OCLARO INC	446,292	$4.267M	0.1%	$9.56	—	COM NEW	67555N206
EWG	ISHARES INC	128,000	$4.101M	0.1%	$33.01	—	MSCI GERMANY ETF	464286806
—	WGL HLDGS INC	48,492	$4.056M	0.1%	$83.64	—	COM	92924F106
TSLA	TESLA INC	15,000	$3.992M	0.1%	$22.45	-2.0%	Call	88160R101
TD	TORONTO DOMINION BK ONT	69,600	$3.957M	0.1%	—	—	Put	891160509
—	BLACKSTONE MTG TR INC	4,000,000	$3.948M	0.1%	$0.99	—	NOTE 4.750% 3/1	09257WAC4
PM	PHILIP MORRIS INTL INC	38,700	$3.847M	0.1%	$68.83	-0.2%	Put	718172109
CAT	CATERPILLAR INC DEL	25,400	$3.743M	0.1%	$133.07	0.0%	Put	149123101
—	AMYRIS INC	4,000,000	$3.702M	0.1%	$0.63	—	NOTE 6.500% 5/1	03236MAC5
—	TWENTY FIRST CENTY FOX INC	100,000	$3.669M	0.1%	$33.74	—	Call	90130A101
UAL	UNITED CONTL HLDGS INC	52,600	$3.654M	0.1%	$69.09	0.0%	COM	910047109
XME	SPDR SERIES TRUST	104,800	$3.567M	0.1%	—	—	Call	78464A755
—	INSMED INC	4,000,000	$3.537M	0.1%	$0.88	—	NOTE 1.750% 1/1	457669AA7
SLB	SCHLUMBERGER LTD	54,110	$3.505M	0.1%	$54.18	+2.9%	COM	806857108
—	RSP PERMIAN INC	73,511	$3.446M	0.1%	$46.88	—	COM	74978Q105
—	KAPSTONE PAPER & PACKAGING C	96,254	$3.302M	0.1%	$34.31	—	COM	48562P103
EWP	ISHARES INC	100,000	$3.251M	0.1%	$32.93	—	MSCI SPAIN ETF	464286764
—	WEATHERFORD INTL LTD	3,500,000	$3.146M	0.1%	$0.90	—	NOTE 5.875% 7/0	947075AH0
EWH	ISHARES INC	120,488	$3.05M	0.1%	$25.31	—	MSCI HONG KG ETF	464286871
SMH	VANECK VECTORS ETF TR	29,200	$3.045M	0.1%	—	—	Put	92189F676
—	PINNACLE ENTMT INC NEW	100,330	$3.025M	0.1%	$30.15	—	COM	72348Y105
BND	VANGUARD BD INDEX FD INC	37,226	$2.975M	0.1%	$81.17	—	TOTAL BND MRKT	921937835
—	AMTRUST FINL SVCS INC	240,192	$2.957M	0.1%	$12.31	—	COM	032359309
—	DYNEGY INC NEW DEL	211,940	$2.865M	0.1%	$11.85	—	COM	26817R108
—	EXPRESS SCRIPTS HLDG CO	41,360	$2.857M	0.1%	$69.08	—	COM	30219G108
—	TIME WARNER INC	30,136	$2.85M	0.1%	$100.83	—	COM NEW	887317303
EFA	ISHARES TR	40,000	$2.787M	0.1%	$65.90	—	Call	464287465
—	U S G CORP	68,200	$2.757M	0.1%	—	—	Call	903293405
—	SENSEONICS HLDGS INC	2,500,000	$2.698M	0.1%	$1.08	—	NOTE 5.250% 2/0	81727UAA3
CHRW	C H ROBINSON WORLDWIDE INC	27,900	$2.615M	0.0%	—	—	Call	12541W209
—	CONCHO RES INC	17,000	$2.556M	0.0%	$150.23	—	COM	20605P101
—	ISHARES GOLD TRUST	200,000	$2.546M	0.0%	$12.02	—	ISHARES	464285105
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	31,100	$2.504M	0.0%	—	—	Call	192446102
—	ALMOST FAMILY INC	44,014	$2.465M	0.0%	$56.00	—	COM	020409108
—	DEPOMED INC	3,000,000	$2.444M	0.0%	$0.85	—	NOTE 2.500% 9/0	249908AA2
AGG	ISHARES TR	21,800	$2.338M	0.0%	$108.48	—	CORE US AGGBD ET	464287226
—	SCANA CORP NEW	61,625	$2.314M	0.0%	$37.55	—	COM	80589M102
—	INFINITY PPTY & CAS CORP	19,091	$2.26M	0.0%	$118.38	—	COM	45665Q103
—	CURRENCYSHARES EURO TR	19,000	$2.248M	0.0%	$112.74	—	EURO SHS	23130C108
—	CAPELLA EDUCATION COMPANY	24,730	$2.16M	0.0%	$87.34	—	COM	139594105
—	RITE AID CORP	1,250,000	$2.1M	0.0%	$1.96	—	Call	767754104
—	CHICAGO BRIDGE & IRON CO N V	145,084	$2.089M	0.0%	$14.40	—	COM	167250109
AA	ALCOA CORP	46,423	$2.087M	0.0%	$47.30	0.0%	COM	013872106
—	NEWFIELD EXPL CO	84,112	$2.054M	0.0%	$29.38	—	COM	651290108
MDT	MEDTRONIC PLC	25,000	$2.006M	0.0%	$67.32	0.0%	Call	G5960L103
—	ZENDESK INC	41,800	$2.001M	0.0%	$47.87	—	COM	98936J101
GS	GOLDMAN SACHS GROUP INC	7,836	$1.974M	0.0%	$218.41	0.0%	COM	38141G104
—	PHH CORP	188,228	$1.969M	0.0%	$10.46	—	COM NEW	693320202
—	AKORN INC	102,163	$1.911M	0.0%	$32.24	—	COM	009728106
HAL	HALLIBURTON CO	40,116	$1.883M	0.0%	$41.60	+1.2%	COM	406216101
—	AKORN INC	100,000	$1.871M	0.0%	$32.24	—	Put	009728106
—	DELL TECHNOLOGIES INC	25,100	$1.838M	0.0%	$74.32	—	Call	24703L103
—	COMMERCEHUB INC	77,366	$1.741M	0.0%	$22.50	—	COM SER A	20084V108
CACC	CREDIT ACCEP CORP MICH	5,000	$1.652M	0.0%	—	—	Put	225310101
XLK	SELECT SECTOR SPDR TR	25,001	$1.636M	0.0%	$65.44	—	TECHNOLOGY	81369Y803
PM	PHILIP MORRIS INTL INC	16,247	$1.615M	0.0%	$68.83	-0.2%	COM	718172109
ORCL	ORACLE CORP	35,000	$1.601M	0.0%	$44.25	0.0%	Put	68389X105
ORCL	ORACLE CORP	35,000	$1.601M	0.0%	$44.25	0.0%	COM	68389X105
DVY	ISHARES TR	16,820	$1.6M	0.0%	$90.99	—	SELECT DIVID ETF	464287168
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	19,800	$1.594M	0.0%	—	—	Put	192446102
—	CHICAGO BRIDGE & IRON CO N V	110,500	$1.591M	0.0%	$14.40	—	Put	167250109
CAT	CATERPILLAR INC DEL	10,700	$1.577M	0.0%	$133.07	0.0%	Call	149123101
ORCL	ORACLE CORP	32,800	$1.501M	0.0%	$44.25	0.0%	Call	68389X105
MO	ALTRIA GROUP INC	24,000	$1.496M	0.0%	$36.57	0.0%	Put	02209S103
CAT	CATERPILLAR INC DEL	10,091	$1.487M	0.0%	$133.07	0.0%	COM	149123101
EEM	ISHARES TR	30,554	$1.475M	0.0%	$48.28	—	MSCI EMG MKT ETF	464287234
BABA	ALIBABA GROUP HLDG LTD	8,000	$1.468M	0.0%	—	—	Call	01609W102
XLY	SELECT SECTOR SPDR TR	14,439	$1.463M	0.0%	$86.73	—	SBI CONS DISCR	81369Y407
XOM	EXXON MOBIL CORP	19,600	$1.462M	0.0%	$55.63	+0.2%	Put	30231G102
—	PARSLEY ENERGY INC	49,903	$1.447M	0.0%	$27.75	—	CL A	701877102
EFA	ISHARES TR	20,691	$1.442M	0.0%	$65.90	—	MSCI EAFE ETF	464287465
QCOM	QUALCOMM INC	25,700	$1.424M	0.0%	$48.08	+8.0%	Call	747525103
TSLA	TESLA INC	5,311	$1.413M	0.0%	$22.45	-2.0%	COM	88160R101
—	SPDR SERIES TRUST	39,700	$1.398M	0.0%	—	—	Call	78464A730
TLT	ISHARES TR	11,353	$1.384M	0.0%	$122.99	—	20 YR TR BD ETF	464287432
IWM	ISHARES TR	9,031	$1.371M	0.0%	$146.67	—	RUSSELL 2000 ETF	464287655
—	CURRENCYSHS JAPANESE YEN TR	15,000	$1.352M	0.0%	$90.13	—	JAPANESE YEN	23130A102
ECH	ISHARES INC	25,000	$1.326M	0.0%	$45.95	—	MSCI CHILE ETF	464286640
—	ISHARES INC	37,321	$1.31M	0.0%	$28.93	—	MSCI FRNTR100ETF	464286145
GNW	GENWORTH FINL INC	461,700	$1.307M	0.0%	$3.00	0.0%	COM CL A	37247D106
PG	PROCTER AND GAMBLE CO	15,807	$1.253M	0.0%	$67.87	0.0%	COM	742718109
—	XL GROUP LTD	22,500	$1.243M	0.0%	$55.26	—	Put	G98294104
—	VMWARE INC	10,000	$1.213M	0.0%	$121.30	—	CL A COM	928563402
—	GENERAL CABLE CORP DEL NEW	38,310	$1.134M	0.0%	$29.60	—	COM	369300108
SHY	ISHARES TR	13,404	$1.12M	0.0%	$84.44	—	1 3 YR TREAS BD	464287457
JPM	JPMORGAN CHASE & CO	9,900	$1.089M	0.0%	$91.43	0.0%	Put	46625H100
—	GOLDCORP INC NEW	76,200	$1.053M	0.0%	$13.81	—	Put	380956409
—	ECO STIM ENERGY SOLUTIONS IN	1,053,709	$1.001M	0.0%	$1.54	—	COM	27888D101
—	ALLERGAN PLC	5,941	$1M	0.0%	$168.32	—	SHS	G0177J108
AKAM	AKAMAI TECHNOLOGIES INC	14,000	$994K	0.0%	$68.09	0.0%	COM	00971T101
FEZ	SPDR INDEX SHS FDS	23,923	$963K	0.0%	$40.71	—	EURO STOXX 50	78463X202
GOOGL	ALPHABET INC	900	$933K	0.0%	$54.00	+1.9%	Put	02079K305
—	ICONIX BRAND GROUP INC	1,005,000	$933K	0.0%	$0.93	—	NOTE 5.750% 8/1	451055AG2
—	JA SOLAR HOLDINGS CO LTD	139,397	$914K	0.0%	$6.56	—	SPON ADR REP5ORD	466090206
—	LILIS ENERGY INC	229,159	$910K	0.0%	$4.05	—	COM NEW	532403201
ETSY	ETSY INC	32,300	$906K	0.0%	$22.47	0.0%	COM	29786A106
—	ABLYNX NV	16,613	$906K	0.0%	$54.54	—	SPONSORED ADR	00372Y105
—	CALLON PETE CO DEL	68,268	$904K	0.0%	$12.70	—	COM	13123X102
—	ACORDA THERAPEUTICS INC	38,200	$903K	0.0%	—	—	Put	00484M106
GDX	VANECK VECTORS ETF TR	40,800	$897K	0.0%	$21.97	—	Put	92189F106
—	NOVAVAX INC	1,250,000	$890K	0.0%	$0.62	—	NOTE 3.750% 2/0	670002AB0
—	VERISIGN INC	7,500	$889K	0.0%	$118.56	—	Put	92343EAD4
—	APPTIO INC	29,500	$836K	0.0%	$28.34	—	CL A	03835C108
—	IDERA PHARMACEUTICALS INC	424,597	$781K	0.0%	$1.84	—	COM NEW	45168K306
BAC	BANK AMER CORP	23,900	$717K	0.0%	$26.06	0.0%	Put	060505104
—	NUANCE COMMUNICATIONS INC	45,000	$709K	0.0%	$16.28	—	COM	67020Y100
NVDA	NVIDIA CORP	3,000	$695K	0.0%	$5.81	0.0%	Put	67066G104
DIA	SPDR DOW JONES INDL AVRG ETF	2,804	$677K	0.0%	$241.44	—	UT SER 1	78467X109
IWV	ISHARES TR	4,200	$657K	0.0%	$149.23	—	RUSSELL 3000 ETF	464287689
MO	ALTRIA GROUP INC	9,960	$621K	0.0%	$36.57	0.0%	COM	02209S103
—	MCDERMOTT INTL INC	100,000	$609K	0.0%	$6.25	—	COM	580037109
XLE	SELECT SECTOR SPDR TR	8,895	$600K	0.0%	$69.34	—	ENERGY	81369Y506
XOM	EXXON MOBIL CORP	7,891	$589K	0.0%	$55.63	+0.2%	COM	30231G102
XLU	SELECT SECTOR SPDR TR	11,491	$581K	0.0%	$51.31	—	SBI INT-UTILS	81369Y886
WMT	WALMART INC	6,491	$578K	0.0%	$22.02	+28.7%	COM	931142103
—	GOLDCORP INC NEW	41,045	$567K	0.0%	$13.81	—	COM	380956409
EWZ	ISHARES INC	12,133	$545K	0.0%	$41.10	—	MSCI BRAZIL ETF	464286400
BMRN	BIOMARIN PHARMACEUTICAL INC	6,500	$527K	0.0%	$85.82	0.0%	COM	09061G101
JPM	JPMORGAN CHASE & CO	4,747	$522K	0.0%	$91.43	0.0%	COM	46625H100
PFE	PFIZER INC	14,500	$515K	0.0%	$24.22	+0.1%	Put	717081103
SLV	ISHARES SILVER TRUST	32,200	$496K	0.0%	$15.40	—	Put	46428Q109
CMCSA	COMCAST CORP NEW	13,900	$475K	0.0%	$31.78	+0.0%	Put	20030N101
—	CITRIX SYS INC	5,000	$464K	0.0%	$87.45	—	Call	177376100
EWD	ISHARES INC	13,444	$450K	0.0%	$33.63	—	MSCI SWEDEN ETF	464286756
—	HARDINGE INC	24,020	$440K	0.0%	$18.32	—	COM	412324303
—	NRG YIELD INC	23,700	$403K	0.0%	$17.00	—	CL C	62942X405
MA	MASTERCARD INCORPORATED	2,300	$403K	0.0%	$163.70	0.0%	Put	57636Q104
V	VISA INC	3,300	$395K	0.0%	$114.76	0.0%	Put	92826C839
BA	BOEING CO	1,200	$393K	0.0%	$322.88	0.0%	Put	097023105
SLV	ISHARES SILVER TRUST	24,870	$383K	0.0%	$15.40	—	ISHARES	46428Q109
GOOGL	ALPHABET INC	367	$381K	0.0%	$54.00	+1.9%	CAP STK CL A	02079K305
CVX	CHEVRON CORP NEW	3,300	$376K	0.0%	$79.05	+7.6%	Put	166764100
SM	SM ENERGY CO	20,000	$361K	0.0%	$19.42	0.0%	COM	78454L100
—	VANECK VECTORS ETF TR	15,238	$347K	0.0%	$22.29	—	RUSSIA ETF	92189F403
BMY	BRISTOL MYERS SQUIBB CO	5,300	$335K	0.0%	$48.10	0.0%	Put	110122108
BAC	BANK AMER CORP	10,455	$314K	0.0%	$26.06	0.0%	COM	060505104
—	BARCLAYS BK PLC	39,068	$286K	0.0%	$5.37	—	IPSP CROIL ETN	06738C786
—	MAGICJACK VOCALTEC LTD	33,969	$285K	0.0%	$8.39	—	SHS	M6787E101
PM	PHILIP MORRIS INTL INC	2,800	$278K	0.0%	$68.83	-0.2%	Call	718172109
C	CITIGROUP INC	4,000	$270K	0.0%	$56.47	+2.1%	Put	172967424
CMCSA	COMCAST CORP NEW	7,754	$265K	0.0%	$31.78	+0.0%	CL A	20030N101
GILD	GILEAD SCIENCES INC	3,500	$264K	0.0%	$55.90	+5.4%	Put	375558103
PTEN	PATTERSON UTI ENERGY INC	15,000	$263K	0.0%	$23.04	-9.4%	Call	703481101
DIS	DISNEY WALT CO	2,600	$261K	0.0%	$100.96	0.0%	Put	254687106
WFC	WELLS FARGO CO NEW	4,600	$241K	0.0%	$47.72	0.0%	Put	949746101
NVDA	NVIDIA CORP	1,039	$241K	0.0%	$5.81	0.0%	COM	67066G104
HD	HOME DEPOT INC	1,300	$232K	0.0%	$154.72	0.0%	Put	437076102
GLD	SPDR GOLD TRUST	1,803	$227K	0.0%	$123.65	—	GOLD SHS	78463V107
MMM	3M CO	1,000	$220K	0.0%	$144.97	+3.6%	Put	88579Y101
GDX	VANECK VECTORS ETF TR	10,000	$220K	0.0%	$21.97	—	Call	92189F106
—	CURRENCYSHARES CDN DLR TR	2,843	$218K	0.0%	$79.06	—	CDN DOLLAR SHS	23129X105
MDT	MEDTRONIC PLC	2,700	$217K	0.0%	$67.32	0.0%	Put	G5960L103
UNP	UNION PAC CORP	1,600	$215K	0.0%	$113.06	0.0%	Put	907818108
EWM	ISHARES INC	5,930	$214K	0.0%	$36.09	—	MSCI MLY ETF NEW	46434G814
BKD	BROOKDALE SR LIVING INC	30,972	$208K	0.0%	$13.54	-37.6%	COM	112463104
BA	BOEING CO	626	$205K	0.0%	$322.88	0.0%	COM	097023105
—	CLIFTON BANCORP INC	12,654	$198K	0.0%	$15.65	—	COM	186873105
—	ENSCO PLC	42,800	$188K	0.0%	$4.39	—	SHS CLASS A	G3157S106
PFE	PFIZER INC	5,216	$185K	0.0%	$24.22	+0.1%	COM	717081103
XOM	EXXON MOBIL CORP	2,400	$179K	0.0%	$55.63	+0.2%	Call	30231G102
CVX	CHEVRON CORP NEW	1,500	$171K	0.0%	$79.05	+7.6%	Call	166764100
PTEN	PATTERSON UTI ENERGY INC	9,698	$170K	0.0%	$23.04	-9.4%	COM	703481101
—	RITE AID CORP	100,000	$168K	0.0%	$1.96	—	COM	767754104
TXN	TEXAS INSTRS INC	1,600	$166K	0.0%	$86.84	0.0%	Put	882508104
C	CITIGROUP INC	2,441	$165K	0.0%	$56.47	+2.1%	COM NEW	172967424
V	VISA INC	1,364	$163K	0.0%	$114.76	0.0%	COM CL A	92826C839
WFC	WELLS FARGO CO NEW	3,099	$162K	0.0%	$47.72	0.0%	COM	949746101
BMY	BRISTOL MYERS SQUIBB CO	2,453	$155K	0.0%	$48.10	0.0%	COM	110122108
SLV	ISHARES SILVER TRUST	10,000	$154K	0.0%	$15.40	—	Call	46428Q109
AMGN	AMGEN INC	900	$153K	0.0%	$144.43	0.0%	Put	031162100
—	U S GEOTHERMAL INC	28,056	$150K	0.0%	$5.35	—	COM NEW	90338S201
NFLX	NETFLIX INC	500	$148K	0.0%	$17.44	+56.1%	Put	64110L106
MMM	3M CO	646	$142K	0.0%	$144.97	+3.6%	COM	88579Y101
GILD	GILEAD SCIENCES INC	1,746	$132K	0.0%	$55.90	+5.4%	COM	375558103
DIS	DISNEY WALT CO	1,188	$119K	0.0%	$100.96	0.0%	COM DISNEY	254687106
GDX	VANECK VECTORS ETF TR	5,326	$117K	0.0%	$21.97	—	GOLD MINERS ETF	92189F106
HD	HOME DEPOT INC	631	$112K	0.0%	$154.72	0.0%	COM	437076102
MDT	MEDTRONIC PLC	1,169	$94,000	0.0%	$67.32	0.0%	SHS	G5960L103
MA	MASTERCARD INCORPORATED	500	$88,000	0.0%	$163.70	0.0%	Call	57636Q104
UNP	UNION PAC CORP	600	$81,000	0.0%	$113.06	0.0%	Call	907818108
MA	MASTERCARD INCORPORATED	434	$76,000	0.0%	$163.70	0.0%	CL A	57636Q104
AMGN	AMGEN INC	448	$76,000	0.0%	$144.43	0.0%	COM	031162100
TXN	TEXAS INSTRS INC	670	$70,000	0.0%	$86.84	0.0%	COM	882508104
NVDA	NVIDIA CORP	300	$69,000	0.0%	$5.81	0.0%	Call	67066G104
CVX	CHEVRON CORP NEW	537	$61,000	0.0%	$79.05	+7.6%	COM	166764100
BA	BOEING CO	100	$33,000	0.0%	$322.88	0.0%	Call	097023105
—	MICROSEMI CORP	500	$32,000	0.0%	$64.72	—	Put	595137100
KMI	KINDER MORGAN INC DEL	1,900	$29,000	0.0%	$11.13	-0.5%	Call	49456B101
UNP	UNION PAC CORP	214	$29,000	0.0%	$113.06	0.0%	COM	907818108
—	COMMUNITY HEALTH SYS INC NEW	2,000,000	$23,000	0.0%	$0.06	—	RIGHT 99/99/9999	203668116
NFLX	NETFLIX INC	59	$17,000	0.0%	$17.44	+56.1%	COM	64110L106
—	DOWDUPONT INC	52	$3,000	0.0%	$57.69	—	COM	26078J100
QCOM	QUALCOMM INC	14	$1,000	0.0%	$48.08	+8.0%	COM	747525103
SMH	VANECK VECTORS ETF TR	1	$0	0.0%	—	—	SEMICONDUCTOR ET	92189F676
XME	SPDR SERIES TRUST	1	$0	0.0%	—	—	S&P METALS MNG	78464A755
—	SPDR SERIES TRUST	1	$0	0.0%	—	—	S&P OILGAS EXP	78464A730