CIK: 0001386462 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 14, 2019
Total Value ($000): $990,325 (96.8% shares, 3.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,838,000 | $459,353 | 46.4% | $270.76 | — | Call | 78462F103 |
| EMB | ISHARES TR | 834,193 | $86,681 | 8.8% | $106.58 | — | JPMORGAN USD EMG | 464288281 |
| FXE | INVESCO CURRENCYSHARES EURO | 421,800 | $46,179 | 4.7% | $111.19 | — | Call | 46138K103 |
| TLT | ISHARES TR | 285,000 | $34,630 | 3.5% | $120.59 | — | Call | 464287432 |
| FXI | ISHARES TR | 594,000 | $23,214 | 2.3% | $42.28 | — | Put | 464287184 |
| FXE | INVESCO CURRENCYSHARES EURO | 144,200 | $15,787 | 1.6% | $111.19 | — | Put | 46138K103 |
| — | MICRON TECHNOLOGY INC | 10,000,000 | $11,088 | 1.1% | $1.11 | — | NOTE 3.000%11/1 | 595112AY9 |
| NSC | NORFOLK SOUTHERN CORP | 70,000 | $10,468 | 1.1% | $98.18 | +45.0% | Call | 655844108 |
| MSFT | MICROSOFT CORP | 100,000 | $10,157 | 1.0% | $77.67 | +28.7% | Put | 594918104 |
| FXI | ISHARES TR | 253,272 | $9,898 | 1.0% | $42.28 | — | CHINA LG-CAP ETF | 464287184 |
| — | MICROCHIP TECHNOLOGY INC | 7,000,000 | $9,883 | 1.0% | $1.41 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | HIGHLAND FLOATNG RATE OPPRT | 759,106 | $9,717 | 1.0% | $15.61 | — | SHS BEN INT | 43010E404 |
| MSFT | MICROSOFT CORP | 95,540 | $9,704 | 1.0% | $77.67 | +28.7% | COM | 594918104 |
| — | VISTRA ENERGY CORP | 93,988 | $8,607 | 0.9% | $95.18 | — | UNIT 02/02/2024 | 92840M300 |
| GDX | VANECK VECTORS ETF TR | 400,000 | $8,436 | 0.9% | $21.09 | — | Call | 92189F106 |
| — | DOMINION ENERGY INC | 176,009 | $8,431 | 0.9% | $47.24 | — | UNIT 08/15/2019 | 25746U836 |
| HYG | ISHARES TR | 100,000 | $8,110 | 0.8% | $81.07 | — | Put | 464288513 |
| XLU | SELECT SECTOR SPDR TR | 150,000 | $7,938 | 0.8% | $52.09 | — | Put | 81369Y886 |
| GLD | SPDR GOLD TRUST | 64,000 | $7,760 | 0.8% | $123.81 | — | Call | 78463V107 |
| IWM | ISHARES TR | 51,641 | $6,915 | 0.7% | $133.91 | — | RUSSELL 2000 ETF | 464287655 |
| STZ | CONSTELLATION BRANDS INC | 40,000 | $6,433 | 0.6% | $194.60 | -9.1% | Call | 21036P108 |
| GDX | VANECK VECTORS ETF TR | 300,000 | $6,327 | 0.6% | $21.09 | — | Put | 92189F106 |
| MSFT | MICROSOFT CORP | 60,000 | $6,094 | 0.6% | $77.67 | +28.7% | Call | 594918104 |
| TLT | ISHARES TR | 50,000 | $6,076 | 0.6% | $120.59 | — | 20 YR TR BD ETF | 464287432 |
| — | TOTAL S A | 97,300 | $5,077 | 0.5% | — | — | Call | 89151E109 |
| AAPL | APPLE INC | 31,700 | $5,000 | 0.5% | $42.75 | +7.6% | Call | 037833100 |
| HLF | HERBALIFE NUTRITION LTD | 77,600 | $4,575 | 0.5% | — | — | Put | G4412G101 |
| BMY | BRISTOL MYERS SQUIBB CO | 85,000 | $4,418 | 0.4% | $41.33 | -0.8% | Put | 110122108 |
| — | ZIONS BANCORPORATION N A | 396,767 | $3,730 | 0.4% | $5.16 | — | *W EXP 05/21/202 | 989701115 |
| XBI | SPDR SERIES TRUST | 50,000 | $3,588 | 0.4% | $71.77 | — | Put | 78464A870 |
| XLP | SELECT SECTOR SPDR TR | 70,000 | $3,555 | 0.4% | $51.53 | — | Put | 81369Y308 |
| — | CF FIN ACQUISITION CORP | 345,600 | $3,456 | 0.3% | $10.00 | — | UNIT 04/30/2025 | 12528N206 |
| EWZ | ISHARES INC | 90,000 | $3,438 | 0.3% | $34.60 | — | Put | 464286400 |
| NEM | NEWMONT MINING CORP | 97,200 | $3,368 | 0.3% | $27.06 | -3.7% | Call | 651639106 |
| META | FACEBOOK INC | 25,000 | $3,277 | 0.3% | $179.55 | -19.9% | Put | 30303M102 |
| D | DOMINION ENERGY INC | 45,100 | $3,223 | 0.3% | — | — | Call | 25746U109 |
| — | ASA GOLD AND PRECIOUS MTLS L | 336,335 | $3,182 | 0.3% | $9.80 | — | SHS | G3156P103 |
| AAPL | APPLE INC | 20,000 | $3,155 | 0.3% | $42.75 | +7.6% | Put | 037833100 |
| XOM | EXXON MOBIL CORP | 45,000 | $3,069 | 0.3% | — | — | Put | 30231G102 |
| BAC | BANK AMER CORP | 120,000 | $2,957 | 0.3% | $24.85 | -8.3% | Put | 060505104 |
| EFA | ISHARES TR | 50,000 | $2,939 | 0.3% | $64.90 | — | MSCI EAFE ETF | 464287465 |
| EFA | ISHARES TR | 50,000 | $2,939 | 0.3% | $64.90 | — | Put | 464287465 |
| GDXJ | VANECK VECTORS ETF TR | 96,786 | $2,925 | 0.3% | $29.61 | — | JR GOLD MINERS E | 92189F791 |
| META | FACEBOOK INC | 22,000 | $2,884 | 0.3% | $179.55 | -19.9% | CL A | 30303M102 |
| — | PGIM SHORT DURATION HIGH YIE | 217,075 | $2,828 | 0.3% | $13.33 | — | COM | 69346H100 |
| CSCO | CISCO SYS INC | 65,000 | $2,816 | 0.3% | — | — | Call | 17275R102 |
| — | SERVICENOW INC | 2,000,000 | $2,805 | 0.3% | $1.40 | — | NOTE 6/0 | 81762PAC6 |
| NKE | NIKE INC | 37,500 | $2,780 | 0.3% | $62.23 | +9.5% | Call | 654106103 |
| — | BARRICK GOLD CORP | 199,100 | $2,696 | 0.3% | $11.30 | — | Call | 067901108 |
| XLU | SELECT SECTOR SPDR TR | 50,000 | $2,646 | 0.3% | $52.09 | — | Call | 81369Y886 |
| — | REALPAGE INC | 2,000,000 | $2,584 | 0.3% | $1.29 | — | NOTE 1.500%11/1 | 75606NAB5 |
| SLB | SCHLUMBERGER LTD | 65,538 | $2,365 | 0.2% | $40.92 | -1.8% | COM | 806857108 |
| SLB | SCHLUMBERGER LTD | 65,000 | $2,345 | 0.2% | $40.92 | -1.8% | Put | 806857108 |
| VST | VISTRA ENERGY CORP | 100,300 | $2,296 | 0.2% | — | — | Call | 92840M102 |
| IQ | IQIYI INC | 150,000 | $2,231 | 0.2% | $14.93 | — | Put | 46267X108 |
| — | ANADARKO PETE CORP | 50,000 | $2,192 | 0.2% | $54.76 | — | Put | 032511107 |
| BKLN | INVESCO EXCHNG TRADED FD TR | 100,000 | $2,178 | 0.2% | $21.79 | — | Put | 46138G508 |
| XBI | SPDR SERIES TRUST | 30,000 | $2,153 | 0.2% | $71.77 | — | S&P BIOTECH | 78464A870 |
| — | UBS AG LONDON BRH | 176,707 | $2,110 | 0.2% | $11.94 | — | ETRACS MTH 2XLV | 90270L842 |
| — | CHESAPEAKE ENERGY CORP | 2,500,000 | $2,034 | 0.2% | $0.81 | — | NOTE 5.500% 9/1 | 165167CY1 |
| EEM | ISHARES TR | 50,000 | $1,953 | 0.2% | $39.06 | — | Call | 464287234 |
| EEM | ISHARES TR | 50,000 | $1,953 | 0.2% | $39.06 | — | Put | 464287234 |
| — | ANADARKO PETE CORP | 41,000 | $1,797 | 0.2% | $54.76 | — | COM | 032511107 |
| AAL | AMERICAN AIRLS GROUP INC | 55,000 | $1,766 | 0.2% | $34.21 | 0.0% | Put | 02376R102 |
| PSLV | SPROTT PHYSICAL SILVER TR | 298,491 | $1,669 | 0.2% | $5.59 | — | TR UNIT | 85207K107 |
| — | SIRIUS XM HLDGS INC | 286,800 | $1,638 | 0.2% | — | — | Put | 82968B103 |
| XLP | SELECT SECTOR SPDR TR | 32,000 | $1,625 | 0.2% | $51.53 | — | SBI CONS STPLS | 81369Y308 |
| RGLD | ROYAL GOLD INC | 18,800 | $1,610 | 0.2% | — | — | Call | 780287108 |
| BMY | BRISTOL MYERS SQUIBB CO | 30,300 | $1,575 | 0.2% | $41.33 | -0.8% | COM | 110122108 |
| PANW | PALO ALTO NETWORKS INC | 8,300 | $1,563 | 0.2% | — | — | Put | 697435105 |
| NKE | NIKE INC | 20,000 | $1,483 | 0.1% | $62.23 | +9.5% | Put | 654106103 |
| — | MELLANOX TECHNOLOGIES LTD | 15,995 | $1,478 | 0.1% | $92.40 | — | SHS | M51363113 |
| — | VANECK VECTORS ETF TR | 100,000 | $1,403 | 0.1% | — | — | Call | 92189F718 |
| — | DYCOM INDS INC | 1,500,000 | $1,392 | 0.1% | $0.93 | — | NOTE 0.750% 9/1 | 267475AB7 |
| XLU | SELECT SECTOR SPDR TR | 25,500 | $1,349 | 0.1% | $52.09 | — | SBI INT-UTILS | 81369Y886 |
| NKE | NIKE INC | 18,000 | $1,335 | 0.1% | $62.23 | +9.5% | CL B | 654106103 |
| — | ANGLOGOLD ASHANTI LTD | 106,000 | $1,330 | 0.1% | — | — | Call | 035128206 |
| VAC | MARRIOTT VACATIONS WRLDWDE C | 18,060 | $1,273 | 0.1% | $83.32 | 0.0% | COM | 57164Y107 |
| — | CTRIP COM INTL LTD | 45,000 | $1,218 | 0.1% | $37.16 | — | Call | 22943F100 |
| TLT | ISHARES TR | 10,000 | $1,215 | 0.1% | $120.59 | — | Put | 464287432 |
| CCK | CROWN HOLDINGS INC | 27,780 | $1,155 | 0.1% | $43.94 | 0.0% | COM | 228368106 |
| DY | DYCOM INDS INC | 20,000 | $1,081 | 0.1% | — | — | Put | 267475101 |
| USFD | US FOODS HLDG CORP | 33,585 | $1,063 | 0.1% | $30.84 | 0.0% | COM | 912008109 |
| — | RESTORATION HARDWARE HLDGS I | 875,000 | $1,022 | 0.1% | $1.24 | — | DBCV 7/1 | 761283AC4 |
| XLP | SELECT SECTOR SPDR TR | 20,000 | $1,016 | 0.1% | $51.53 | — | Call | 81369Y308 |
| GM | GENERAL MTRS CO | 30,000 | $1,004 | 0.1% | $33.08 | -5.3% | Call | 37045V100 |
| — | BLACKROCK RES & COMM STRAT T | 133,228 | $941 | 0.1% | $7.06 | — | SHS | 09257A108 |
| SLB | SCHLUMBERGER LTD | 25,500 | $920 | 0.1% | $40.92 | -1.8% | Call | 806857108 |
| — | DEL TACO RESTAURANTS INC | 807,155 | $896 | 0.1% | $3.72 | — | *W EXP 06/30/202 | 245496112 |
| NWL | NEWELL BRANDS INC | 48,000 | $892 | 0.1% | — | — | Call | 651229106 |
| EWZ | ISHARES INC | 22,000 | $840 | 0.1% | $34.60 | — | MSCI BRAZIL ETF | 464286400 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 56,980 | $834 | 0.1% | $10.61 | 0.0% | SHS USD | G4863A108 |
| — | FIRST DATA CORP NEW | 46,725 | $790 | 0.1% | $16.91 | — | COM CL A | 32008D106 |
| — | VOYA PRIME RATE TR | 175,671 | $789 | 0.1% | $5.13 | — | SH BEN INT | 92913A100 |
| — | REALPAGE INC | 15,445 | $744 | 0.1% | $48.17 | — | COM | 75606N109 |
| DAL | DELTA AIR LINES INC DEL | 14,750 | $736 | 0.1% | $47.08 | +8.5% | COM NEW | 247361702 |
| — | TURQUOISE HILL RES LTD | 425,000 | $701 | 0.1% | $2.46 | — | Put | 900435108 |
| KR | KROGER CO | 25,000 | $688 | 0.1% | $24.89 | 0.0% | Call | 501044101 |
| KR | KROGER CO | 25,000 | $688 | 0.1% | $24.89 | 0.0% | Put | 501044101 |
| — | MAGNOLIA OIL & GAS CORP | 225,458 | $683 | 0.1% | $3.03 | — | *W EXP 07/31/202 | 559663117 |
| — | WILLSCOT CORP | 69,280 | $653 | 0.1% | $9.43 | — | COM | 971375126 |
| — | FLEXION THERAPEUTICS INC | 803,000 | $648 | 0.1% | $0.81 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| AAPL | APPLE INC | 4,000 | $631 | 0.1% | $42.75 | +7.6% | COM | 037833100 |
| FXI | ISHARES TR | 16,000 | $625 | 0.1% | $42.28 | — | Call | 464287184 |
| — | TURQUOISE HILL RES LTD | 375,000 | $619 | 0.1% | $2.46 | — | COM | 900435108 |
| — | VIRTUS INVT PARTNERS INC | 8,000 | $609 | 0.1% | $98.77 | — | PFD CV SER D | 92828Q208 |
| HYG | ISHARES TR | 7,500 | $608 | 0.1% | $81.07 | — | IBOXX HI YD ETF | 464288513 |
| — | HOSTESS BRANDS INC | 645,847 | $600 | 0.1% | $2.55 | — | *W EXP 11/04/202 | 44109J114 |
| D | DOMINION ENERGY INC | 8,200 | $586 | 0.1% | — | — | Put | 25746U109 |
| HGV | HILTON GRAND VACATIONS INC | 19,530 | $515 | 0.1% | $29.01 | 0.0% | COM | 43283X105 |
| — | INVESCO SR INCOME TR | 130,854 | $512 | 0.1% | $4.42 | — | COM | 46131H107 |
| — | GENERAL MTRS CO | 28,059 | $446 | 0.0% | $22.65 | — | *W EXP 07/10/201 | 37045V126 |
| — | NUVEEN CR STRATEGIES INCM FD | 59,271 | $439 | 0.0% | $8.22 | — | COM SHS | 67073D102 |
| CRD/B | CRAWFORD & CO | 47,975 | $432 | 0.0% | $7.16 | +4.1% | CL B | 224633107 |
| BKLN | INVESCO EXCHNG TRADED FD TR | 19,000 | $414 | 0.0% | $21.79 | — | SR LN ETF | 46138G508 |
| IP | INTL PAPER CO | 10,000 | $404 | 0.0% | $39.21 | -22.3% | COM | 460146103 |
| — | INVESCO DYNAMIC CR OPP FD | 38,218 | $392 | 0.0% | $11.70 | — | COM | 46132R104 |
| — | GENERAL ELECTRIC CO | 50,000 | $379 | 0.0% | — | — | Call | 369604103 |
| — | ZAYO GROUP HLDGS INC | 16,000 | $365 | 0.0% | $22.81 | — | COM | 98919V105 |
| — | CONSTELLIUM NV | 51,335 | $359 | 0.0% | $6.99 | — | CL A | N22035104 |
| EZA | ISHARES INC | 6,946 | $350 | 0.0% | $70.00 | — | MSCI STH AFR ETF | 464286780 |
| — | VMWARE INC | 2,505 | $344 | 0.0% | $137.33 | — | CL A COM | 928563402 |
| CUK | CARNIVAL PLC | 6,979 | $340 | 0.0% | $63.08 | — | ADR | 14365C103 |
| XPO | XPO LOGISTICS INC | 5,670 | $323 | 0.0% | $27.71 | 0.0% | COM | 983793100 |
| AAL | AMERICAN AIRLS GROUP INC | 10,000 | $321 | 0.0% | $34.21 | 0.0% | COM | 02376R102 |
| FCX | FREEPORT-MCMORAN INC | 30,000 | $309 | 0.0% | $15.42 | -30.8% | CL B | 35671D857 |
| — | ENSCO JERSEY FIN LTD | 450,000 | $291 | 0.0% | $0.65 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 25,000 | $278 | 0.0% | $16.07 | -16.8% | COM | 024061103 |
| SPY | SPDR S&P 500 ETF TR | 1,019 | $255 | 0.0% | $270.76 | — | TR UNIT | 78462F103 |
| DBX | DROPBOX INC | 11,980 | $245 | 0.0% | $23.05 | 0.0% | CL A | 26210C104 |
| — | FORTIVE CORP | 264 | $240 | 0.0% | $1070.82 | — | 5% PFD CNV SER A | 34959J207 |
| GDX | VANECK VECTORS ETF TR | 8,250 | $174 | 0.0% | $21.09 | — | GOLD MINERS ETF | 92189F106 |
| EEM | ISHARES TR | 4,250 | $166 | 0.0% | $39.06 | — | MSCI EMG MKT ETF | 464287234 |
| STZ | CONSTELLATION BRANDS INC | 1,000 | $161 | 0.0% | $194.60 | -9.1% | CL A | 21036P108 |
| — | ABERDEEN TOTAL DYNAMIC DIVD | 21,691 | $156 | 0.0% | $7.19 | — | COM SH BEN INT | 00326L100 |
| IQ | IQIYI INC | 7,500 | $112 | 0.0% | $14.93 | — | SPONSORED ADS | 46267X108 |
| — | FALCON MINERALS CORP | 178,524 | $107 | 0.0% | $1.70 | — | *W EXP 07/21/202 | 30607B208 |
| KR | KROGER CO | 3,300 | $91 | 0.0% | $24.89 | 0.0% | COM | 501044101 |
| GLD | SPDR GOLD TRUST | 105 | $13 | 0.0% | $123.81 | — | GOLD SHS | 78463V107 |
| ZION | ZIONS BANCORPORATION N A | 124 | $5 | 0.0% | $46.61 | 0.0% | COM | 989701107 |