13F-HR filed by CAPSTONE INVESTMENT ADVISORS, LLC
CAPSTONE INVESTMENT ADVISORS, LLC filed this 13F-HR for the quarter ended 2018-03-31, filed 2018-05-15, with 344 holding rows worth $5,230,339,000.
- Accession
- 0001172661-18-001215
- Filer
- CIK 1426196
- Filed
- 2018-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2018
A holdings report, 344 entries on the cover page, a total value of $5,230,339,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $5,230,339,000 with VALUE read as thousands by filing date, 13F file number 028-13005. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| iShares Russell 2000 ETF | 464287655 | SHS | 2,700,000 | $409,941,000 | thousands by filing date | put |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 1,470,100 | $235,407,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 828,222 | $217,947,000 | thousands by filing date | |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 1,253,000 | $200,643,000 | thousands by filing date | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 172,700 | $178,190,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 96,300 | $139,379,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 775,400 | $130,097,000 | thousands by filing date | put |
| TIME WARNER INC | 887317303 | COM NEW | 1,220,000 | $115,388,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 435,600 | $114,628,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 390,700 | $102,813,000 | thousands by filing date | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 604,800 | $96,641,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 65,400 | $94,656,000 | thousands by filing date | call |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 72,000,000 | $89,457,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 960,000 | $82,214,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 878,900 | $80,217,000 | thousands by filing date | put |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 35,043,000 | $78,402,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 549,824 | $74,144,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 1,526,800 | $72,126,000 | thousands by filing date | put |
| MERCADOLIBRE INC | 58733RAB8 | NOTE 2.250 7/0 | 22,500,000 | $63,720,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 1,282,300 | $60,576,000 | thousands by filing date | call |
| AETNA INC NEW | 00817Y108 | COM | 344,394 | $58,203,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 750,000 | $56,587,000 | thousands by filing date | call |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 1,085,400 | $54,845,000 | thousands by filing date | call |
| Johnson & Johnson | 478160104 | COM | 420,400 | $53,874,000 | thousands by filing date | put |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 52,500,000 | $52,459,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 417,000 | $48,660,000 | thousands by filing date | call |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 402,800 | $47,128,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 780,000 | $41,051,000 | thousands by filing date | put |
| ALON USA ENERGY INC | 020520AB8 | NOTE 3.000% 9/1 | 25,991,000 | $39,732,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 39,500,000 | $38,760,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 800,000 | $38,624,000 | thousands by filing date | put |
| NAVISTAR INTL CORP NEW | 63934EAS7 | NOTE 4.750 4/1 | 37,000,000 | $38,156,000 | thousands by filing date | |
| BARCLAYS BK PLC | 06746L422 | IPATH S&P500 VIX | 770,800 | $36,467,000 | thousands by filing date | call |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 307,000 | $35,919,000 | thousands by filing date | call |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 279,300 | $35,133,000 | thousands by filing date | put |
| AETNA INC NEW | 00817Y108 | COM | 205,300 | $34,696,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 205,536 | $34,485,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 205,300 | $34,445,000 | thousands by filing date | call |
| ALTABA INC | 021346101 | COM | 461,137 | $34,143,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387AL6 | NOTE 1.250% 4/0 | 36,000,000 | $34,065,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 126,400 | $33,639,000 | thousands by filing date | put |
| ORBITAL ATK INC | 68557N103 | COM | 250,000 | $33,153,000 | thousands by filing date | call |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 37,354,000 | $32,925,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 29,000,000 | $31,272,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 240,800 | $30,859,000 | thousands by filing date | call |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 258,724 | $30,271,000 | thousands by filing date | |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 250,100 | $29,607,000 | thousands by filing date | call |
| IMPAX LABORATORIES INC | 45256BAE1 | NOTE 2.000% 6/1 | 29,500,000 | $29,362,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 180,200 | $28,794,000 | thousands by filing date | call |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 27,725 | $28,606,000 | thousands by filing date | |
| DOWDUPONT INC | 26078J100 | COM | 432,300 | $27,542,000 | thousands by filing date | call |
| BARCLAYS BK PLC | 06746L422 | IPATH S&P500 VIX | 578,500 | $27,369,000 | thousands by filing date | put |
| VECTOR GROUP LTD | 92240MAY4 | CORPORATE OBLIG | 19,000,000 | $27,265,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 200,000 | $25,158,000 | thousands by filing date | call |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 25,000,000 | $25,125,000 | thousands by filing date | |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 24,941,000 | $24,972,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 20,000,000 | $24,400,000 | thousands by filing date | |
| MEDICINES CO | 584688AG0 | NOTE 2.750% 7/1 | 25,000,000 | $24,128,000 | thousands by filing date | |
| VALIDUS HOLDINGS LTD | G9319H102 | COM SHS | 356,881 | $24,072,000 | thousands by filing date | |
| PATTERN ENERGY GROUP INC | 70338PAB6 | NOTE 4.000% 7/1 | 22,740,000 | $22,545,000 | thousands by filing date | |
| TWO HARBORS INVENTMENT CORPO | 90187BAA9 | NOTE 6.250% 1/1 | 21,500,000 | $22,510,000 | thousands by filing date | |
| GPMT 5.625 22 | 38741LAB3 | Bond 30/360P2 U | 22,500,000 | $22,145,000 | thousands by filing date | |
| MICROSEMI CORP | 595137100 | COM | 338,287 | $21,894,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 135,916 | $21,718,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 236,500 | $21,585,000 | thousands by filing date | call |
| DST SYS INC DEL | 233326107 | COM | 243,537 | $20,372,000 | thousands by filing date | |
| CORNERSTONE ONDEMAND INC | 21925YAB9 | NOTE 1.500% 7/0 | 20,000,000 | $20,005,000 | thousands by filing date | |
| REDWOOD TRUST INC | 758075AC9 | BOND | 20,000,000 | $19,436,000 | thousands by filing date | |
| XL GROUP LTD | G98294104 | COM | 351,667 | $19,433,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 101,600 | $18,648,000 | thousands by filing date | put |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 17,500,000 | $17,925,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 225,000 | $17,838,000 | thousands by filing date | put |
| Walmart Inc. | 931142103 | COM | 186,400 | $16,584,000 | thousands by filing date | put |
| AT&T Inc | 00206R102 | COM | 443,900 | $15,825,000 | thousands by filing date | call |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 98,471 | $15,768,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 120,812 | $15,482,000 | thousands by filing date | |
| NAVISTAR INTL CORP NEW | 63934EAQ1 | NOTE 4.500%10/1 | 15,000,000 | $15,229,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 98,800 | $15,159,000 | thousands by filing date | call |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 13,000,000 | $15,018,000 | thousands by filing date | |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 15,000,000 | $14,933,000 | thousands by filing date | |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 12,000,000 | $14,185,000 | thousands by filing date | |
| CHESAPEAKE ENERGY CORP | 165167CY1 | NOTE 5.500% 9/1 | 16,000,000 | $13,858,000 | thousands by filing date | |
| UNISYS CORP | 909214BS6 | NOTE 5.500% 3/0 | 10,500,000 | $13,845,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 914,800 | $13,777,000 | thousands by filing date | put |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 7,500,000 | $13,316,000 | thousands by filing date | |
| NUVASIVE INC | 670704AG0 | NOTE 2.250% 3/1 | 12,000,000 | $13,241,000 | thousands by filing date | |
| CIENA CORP | 171779AJ0 | NOTE 3.750%10/1 | 9,910,000 | $13,091,000 | thousands by filing date | |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 12,000,000 | $12,711,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 12,300 | $12,691,000 | thousands by filing date | call |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 250,500 | $12,658,000 | thousands by filing date | put |
| Procter & Gamble Co | 742718109 | COM | 159,500 | $12,645,000 | thousands by filing date | call |
| ORBITAL ATK INC | 68557N103 | COM | 94,420 | $12,521,000 | thousands by filing date | |
| MULESOFT INC | 625207105 | CL A | 279,840 | $12,307,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 230,000 | $12,105,000 | thousands by filing date | call |
| BLACKHAWK NETWORK HOLDING INC | 09238E104 | COMMON STOCK | 268,881 | $12,019,000 | thousands by filing date | |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAB6 | NOTE 4.375% 5/0 | 11,000,000 | $10,858,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 662,173 | $9,972,000 | thousands by filing date | |
| ORBOTECH LTD | M75253100 | ORD | 159,784 | $9,935,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 64,100 | $9,835,000 | thousands by filing date | put |
| Booking Holdings Inc. | 09857L108 | COM | 4,717 | $9,813,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 200,000 | $9,656,000 | thousands by filing date | call |
| Microsoft Corp | 594918104 | COM | 99,485 | $9,080,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AH7 | NOTE 2.250% 2/1 | 7,500,000 | $8,972,000 | thousands by filing date | |
| EXACT SCIENCES CORP | 30063PAA3 | NOTE 1.000% 1/1 | 10,000,000 | $8,934,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 249,800 | $8,905,000 | thousands by filing date | put |
| ISHARES INC MSCI HONG KG ETF | 464286871 | MSCI HONG KG ETF | 350,000 | $8,859,000 | thousands by filing date | put |
| ISHARES INC MSCI HONG KG ETF | 464286871 | MSCI HONG KG ETF | 350,000 | $8,859,000 | thousands by filing date | call |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 135,000 | $8,832,000 | thousands by filing date | put |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 119,600 | $8,756,000 | thousands by filing date | put |
| CLEVELAND CLIFFS INC | 185899AA9 | DBCV 1.500% 1/1 | 8,000,000 | $8,653,000 | thousands by filing date | |
| MDSO 1 8/01/18 | 58471AAB1 | Bond 30/360P2 U | 7,500,000 | $8,456,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 50,000 | $8,387,000 | thousands by filing date | call |
| TRIBUNE COMPANY | 896047503 | COMMON | 206,496 | $8,365,000 | thousands by filing date | |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 70,000 | $8,299,000 | thousands by filing date | call |
| Qualcomm Incorporated | 747525103 | COM | 144,000 | $7,979,000 | thousands by filing date | put |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 214,873 | $7,884,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 31,000 | $7,808,000 | thousands by filing date | put |
| INSULET CORP | 45784PAF8 | NOTE 1.250% 9/1 | 5,000,000 | $7,766,000 | thousands by filing date | |
| CAVIUM INC | 14964U108 | COM | 96,554 | $7,664,000 | thousands by filing date | |
| BUNGE LTD | G16962105 | COM | 100,000 | $7,394,000 | thousands by filing date | call |
| VMWARE, INC. | 928563402 | CL A COM | 60,000 | $7,276,000 | thousands by filing date | put |
| STEWART INFORMATION SVCS COR | 860372101 | COM | 165,222 | $7,260,000 | thousands by filing date | |
| BROADCOM LTD | Y09827109 | SHS | 30,717 | $7,238,000 | thousands by filing date | |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 7,873,000 | $7,195,000 | thousands by filing date | |
| RH | 74967X103 | COM | 71,300 | $6,793,000 | thousands by filing date | put |
| ALLERGAN PLC | G0177J108 | SHS | 40,000 | $6,732,000 | thousands by filing date | put |
| HERBALIFE LTD | 42703MAB9 | NOTE 2.000% 8/1 | 5,500,000 | $6,676,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 90,000 | $6,589,000 | thousands by filing date | |
| CLOVIS ONCOLOGY INC | 189464AB6 | NOTE 2.500% 9/1 | 5,574,000 | $6,483,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 42,247 | $6,482,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 25,000 | $6,297,000 | thousands by filing date | call |
| HERBALIFE LTD | G4412G101 | COM SHS | 63,402 | $6,180,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 67,600 | $6,014,000 | thousands by filing date | call |
| Netflix, Inc | 64110L106 | COM | 20,200 | $5,966,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 112,780 | $5,936,000 | thousands by filing date | |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 50,000 | $5,928,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 5,500,000 | $5,555,000 | thousands by filing date | |
| BLUE BUFFALO PET PRODS INC | 09531U102 | COM | 134,053 | $5,337,000 | thousands by filing date | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 44,203 | $5,189,000 | thousands by filing date | |
| NXSTAGE MEDICAL INC | 67072V103 | COMMON STOCK | 201,760 | $5,016,000 | thousands by filing date | |
| Booking Holdings Inc. | 09857L108 | COM | 2,400 | $4,993,000 | thousands by filing date | put |
| CSRA INC | 12650T104 | COM | 119,713 | $4,936,000 | thousands by filing date | |
| HERBALIFE LTD | G4412G101 | COM SHS | 48,800 | $4,757,000 | thousands by filing date | put |
| TRONOX LTD | Q9235V101 | SHS CL A | 250,000 | $4,610,000 | thousands by filing date | |
| TRONOX LTD | Q9235V101 | SHS CL A | 250,000 | $4,610,000 | thousands by filing date | put |
| AVISTA CORP COM | 05379B107 | Stock | 89,337 | $4,579,000 | thousands by filing date | |
| ISHARES INC | 464286103 | MSCI AUST ETF | 206,834 | $4,554,000 | thousands by filing date | |
| ISHARES INC | 464286749 | MSCI SWITZERLAND | 129,643 | $4,456,000 | thousands by filing date | |
| OCLARO INC | 67555N206 | COM | 446,292 | $4,267,000 | thousands by filing date | |
| ISHARES INC MSCI GERMANY ETF | 464286806 | MSCI GERMANY ETF | 128,000 | $4,101,000 | thousands by filing date | |
| WGL HLDGS INC | 92924F106 | COM | 48,492 | $4,056,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 15,000 | $3,992,000 | thousands by filing date | call |
| TORONTO DOMINION BK ONT COM NEW | 891160509 | Stock | 69,600 | $3,957,000 | thousands by filing date | put |
| BLACKSTONE MTG TR INC | 09257WAC4 | NOTE 4.750% 3/1 | 4,000,000 | $3,948,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 38,700 | $3,847,000 | thousands by filing date | put |
| Caterpillar Inc. | 149123101 | COM | 25,400 | $3,743,000 | thousands by filing date | put |
| AMYRIS INC | 03236MAC5 | NOTE 6.500 5/1 | 4,000,000 | $3,702,000 | thousands by filing date | |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 100,000 | $3,669,000 | thousands by filing date | call |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 52,600 | $3,654,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 104,800 | $3,567,000 | thousands by filing date | call |
| INSMED INC | 457669AA7 | NOTE 1.750% 1/1 | 4,000,000 | $3,537,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 54,110 | $3,505,000 | thousands by filing date | |
| RSP PERMIAN INC | 74978Q105 | COM | 73,511 | $3,446,000 | thousands by filing date | |
| KAPSTONE PAPER AND PACKAGING C | 48562P103 | COM | 96,254 | $3,302,000 | thousands by filing date | |
| ISHARES INC MSCI SPAIN ETF | 464286764 | MSCI SPAIN ETF | 100,000 | $3,251,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 3,500,000 | $3,146,000 | thousands by filing date | |
| ISHARES INC MSCI HONG KG ETF | 464286871 | MSCI HONG KG ETF | 120,488 | $3,050,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F676 | COM | 29,200 | $3,045,000 | thousands by filing date | put |
| PINNACLE ENTMT INC NEW | 72348Y105 | COM | 100,330 | $3,025,000 | thousands by filing date | |
| Vanguard Total Bond Market ETF | 921937835 | SHS | 37,226 | $2,975,000 | thousands by filing date | |
| AMTRUST FINL SVCS INC | 032359309 | COM | 240,192 | $2,957,000 | thousands by filing date | |
| DYNEGY INC NEW DEL | 26817R108 | COM | 211,940 | $2,865,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 41,360 | $2,857,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 30,136 | $2,850,000 | thousands by filing date | |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 40,000 | $2,787,000 | thousands by filing date | call |
| U S G CORP | 903293405 | COM NEW | 68,200 | $2,757,000 | thousands by filing date | call |
| SENSEONICS HLDGS INC | 81727UAA3 | NOTE 5.250% 2/0 | 2,500,000 | $2,698,000 | thousands by filing date | |
| C H ROBINSON WORLDWIDE IN COM NEW | 12541W209 | Stock | 27,900 | $2,615,000 | thousands by filing date | call |
| Concho Resources Inc. | 20605P101 | COM | 17,000 | $2,556,000 | thousands by filing date | |
| iShares Gold Trust | 464285105 | ISHARES | 200,000 | $2,546,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 31,100 | $2,504,000 | thousands by filing date | call |
| ALMOST FAMILY INC | 020409108 | COM | 44,014 | $2,465,000 | thousands by filing date | |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 3,000,000 | $2,444,000 | thousands by filing date | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 21,800 | $2,338,000 | thousands by filing date | |
| SCANA CORP NEW | 80589M102 | COM | 61,625 | $2,314,000 | thousands by filing date | |
| INFINITY PROPERTY & CASUALTY | 45665Q103 | COMMON STOCK | 19,091 | $2,260,000 | thousands by filing date | |
| CURRENCYSHARES EURO TRUST | 23130C108 | COMMON STOCK | 19,000 | $2,248,000 | thousands by filing date | |
| CAPELLA EDUCATION CO | 139594105 | COM | 24,730 | $2,160,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 1,250,000 | $2,100,000 | thousands by filing date | call |
| CHICAGO BRIDGE & IRON CO NV | 167250109 | N Y REGISTRY SH | 145,084 | $2,089,000 | thousands by filing date | |
| ALCOA CORP COM | 013872106 | Stock | 46,423 | $2,087,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 84,112 | $2,054,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 25,000 | $2,006,000 | thousands by filing date | call |
| ZENDESK INC | 98936J101 | COM | 41,800 | $2,001,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 7,836 | $1,974,000 | thousands by filing date | |
| PHH CORP | 693320202 | COM NEW | 188,228 | $1,969,000 | thousands by filing date | |
| AKORN INC | 009728106 | COM | 102,163 | $1,911,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 40,116 | $1,883,000 | thousands by filing date | |
| AKORN INC | 009728106 | COM | 100,000 | $1,871,000 | thousands by filing date | put |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 25,100 | $1,838,000 | thousands by filing date | call |
| COMMERCEHUB INC | 20084V108 | COM SER A | 77,366 | $1,741,000 | thousands by filing date | |
| CREDIT ACCEP CORP MICH | 225310101 | COM | 5,000 | $1,652,000 | thousands by filing date | put |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 25,001 | $1,636,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 16,247 | $1,615,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 35,000 | $1,601,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 35,000 | $1,601,000 | thousands by filing date | put |
| ISHARES TR | 464287168 | COM | 16,820 | $1,600,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 19,800 | $1,594,000 | thousands by filing date | put |
| CHICAGO BRIDGE & IRON CO NV | 167250109 | N Y REGISTRY SH | 110,500 | $1,591,000 | thousands by filing date | put |
| Caterpillar Inc. | 149123101 | COM | 10,700 | $1,577,000 | thousands by filing date | call |
| Oracle Corporation | 68389X105 | COM | 32,800 | $1,501,000 | thousands by filing date | call |
| Altria Group Inc | 02209S103 | COM | 24,000 | $1,496,000 | thousands by filing date | put |
| Caterpillar Inc. | 149123101 | COM | 10,091 | $1,487,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 30,554 | $1,475,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 8,000 | $1,468,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 14,439 | $1,463,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 19,600 | $1,462,000 | thousands by filing date | put |
| PARSLEY ENERGY INC | 701877102 | CL A | 49,903 | $1,447,000 | thousands by filing date | |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 20,691 | $1,442,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 25,700 | $1,424,000 | thousands by filing date | call |
| Tesla Motors, Inc | 88160R101 | COM | 5,311 | $1,413,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 39,700 | $1,398,000 | thousands by filing date | call |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 11,353 | $1,384,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 9,031 | $1,371,000 | thousands by filing date | |
| CURRENCYSHS JAPANESE YEN TR | 23130A102 | JAPANESE YEN | 15,000 | $1,352,000 | thousands by filing date | |
| ISHARES INC MSCI CHILE ETF | 464286640 | MSCI CHILE ETF | 25,000 | $1,326,000 | thousands by filing date | |
| iShares MSCI Frontier 100 | 464286145 | cs | 37,321 | $1,310,000 | thousands by filing date | |
| GENWORTH FINL INC | 37247D106 | COM SHS | 461,700 | $1,307,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 15,807 | $1,253,000 | thousands by filing date | |
| XL GROUP LTD | G98294104 | COM | 22,500 | $1,243,000 | thousands by filing date | put |
| VMWARE, INC. | 928563402 | CL A COM | 10,000 | $1,213,000 | thousands by filing date | |
| GENERAL CABLE CORP DEL NEW | 369300108 | COM | 38,310 | $1,134,000 | thousands by filing date | |
| ISHARES TR | 464287457 | COM | 13,404 | $1,120,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 9,900 | $1,089,000 | thousands by filing date | put |
| GOLDCORP INC NEW | 380956409 | COM | 76,200 | $1,053,000 | thousands by filing date | put |
| ECO STIM ENERGY SOLUTIONS IN | 27888D101 | COM | 1,053,709 | $1,001,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 5,941 | $1,000,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 14,000 | $994,000 | thousands by filing date | |
| SPDR INDEX SHS FDS | 78463X202 | EURO STOXX 50 | 23,923 | $963,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 900 | $933,000 | thousands by filing date | put |
| ICONIX BRAND GROUP INC | 451055AG2 | NOTE 5.750% 8/1 | 1,005,000 | $933,000 | thousands by filing date | |
| JA SOLAR HOLDINGS CO LTD | 466090206 | SPON ADR REP5ORD | 139,397 | $914,000 | thousands by filing date | |
| LILIS ENERGY INC | 532403201 | COM NEW | 229,159 | $910,000 | thousands by filing date | |
| ETSY INC | 29786A106 | COM | 32,300 | $906,000 | thousands by filing date | |
| ABLYNX NV | 00372Y105 | SPONSORED ADR | 16,613 | $906,000 | thousands by filing date | |
| CALLON PETE CO DEL | 13123X102 | COM | 68,268 | $904,000 | thousands by filing date | |
| ACORDA THERAPEUTICS INC | 00484M106 | COM | 38,200 | $903,000 | thousands by filing date | put |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 40,800 | $897,000 | thousands by filing date | put |
| NOVAVAX INC | 670002AB0 | NOTE 3.750% 2/0 | 1,250,000 | $890,000 | thousands by filing date | |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 7,500 | $889,000 | thousands by filing date | put |
| APPTIO INC | 03835C108 | CL A | 29,500 | $836,000 | thousands by filing date | |
| IDERA PHARMACEUTICALS INC | 45168K306 | COM | 424,597 | $781,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 23,900 | $717,000 | thousands by filing date | put |
| NUANCE COMMUNICATIONS INC | 67020Y100 | COM | 45,000 | $709,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 3,000 | $695,000 | thousands by filing date | put |
| STATE STR SPDR DOW JONES IND | 78467X109 | UT SER 1 | 2,804 | $677,000 | thousands by filing date | |
| ISHARES TR | 464287689 | RUSSELL 3000 ETF | 4,200 | $657,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 9,960 | $621,000 | thousands by filing date | |
| MCDERMOTT INTL INC | 580037109 | COM | 100,000 | $609,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 8,895 | $600,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 7,891 | $589,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 11,491 | $581,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 6,491 | $578,000 | thousands by filing date | |
| GOLDCORP INC NEW | 380956409 | COM | 41,045 | $567,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 12,133 | $545,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 6,500 | $527,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 4,747 | $522,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 14,500 | $515,000 | thousands by filing date | put |
| iShares Silver Trust | 46428Q109 | COM | 32,200 | $496,000 | thousands by filing date | put |
| Comcast Corp | 20030N101 | COM | 13,900 | $475,000 | thousands by filing date | put |
| CITRIX SYSTEMS INC | 177376100 | COM | 5,000 | $464,000 | thousands by filing date | call |
| ISHARES INC | 464286756 | MSCI SWEDEN ETF | 13,444 | $450,000 | thousands by filing date | |
| HARDINGE INC | 412324303 | COM | 24,020 | $440,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 2,300 | $403,000 | thousands by filing date | put |
| NRG YIELD INC | 62942X405 | CL C | 23,700 | $403,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 3,300 | $395,000 | thousands by filing date | put |
| Boeing Company | 097023105 | COM | 1,200 | $393,000 | thousands by filing date | put |
| iShares Silver Trust | 46428Q109 | COM | 24,870 | $383,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 367 | $381,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 3,300 | $376,000 | thousands by filing date | put |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 20,000 | $361,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 15,238 | $347,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 5,300 | $335,000 | thousands by filing date | put |
| Bank of America Corp | 060505104 | COM | 10,455 | $314,000 | thousands by filing date | |
| IPATH S&P GSCI CRUDE OIL TOTAL | 06738C786 | EXCHANGE TRADED | 39,068 | $286,000 | thousands by filing date | |
| MAGICJACK VOCALTEC LTD | M6787E101 | SHS | 33,969 | $285,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 2,800 | $278,000 | thousands by filing date | call |
| Citigroup Inc. | 172967424 | COM | 4,000 | $270,000 | thousands by filing date | put |
| Comcast Corp | 20030N101 | COM | 7,754 | $265,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 3,500 | $264,000 | thousands by filing date | put |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 15,000 | $263,000 | thousands by filing date | call |
| Walt Disney Co | 254687106 | COM | 2,600 | $261,000 | thousands by filing date | put |
| NVIDIA Corp | 67066G104 | COM | 1,039 | $241,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 4,600 | $241,000 | thousands by filing date | put |
| Home Depot, Inc | 437076102 | COM | 1,300 | $232,000 | thousands by filing date | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,803 | $227,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 10,000 | $220,000 | thousands by filing date | call |
| 3M CO COM | 88579Y101 | Stock | 1,000 | $220,000 | thousands by filing date | put |
| CURRENCYSHARES CANADIAN DOLLAR TRUST | 23129X105 | COM | 2,843 | $218,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 2,700 | $217,000 | thousands by filing date | put |
| Union Pacific Corporation | 907818108 | COM | 1,600 | $215,000 | thousands by filing date | put |
| ISHARES INC | 46434G814 | MSCI MLY ETF NEW | 5,930 | $214,000 | thousands by filing date | |
| BROOKDALE SR LIVING INC | 112463104 | COM | 30,972 | $208,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 626 | $205,000 | thousands by filing date | |
| CLIFTON BANCORP INC | 186873105 | COM | 12,654 | $198,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 42,800 | $188,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 5,216 | $185,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 2,400 | $179,000 | thousands by filing date | call |
| Chevron Corporation | 166764100 | COM | 1,500 | $171,000 | thousands by filing date | call |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 9,698 | $170,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 100,000 | $168,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 1,600 | $166,000 | thousands by filing date | put |
| Citigroup Inc. | 172967424 | COM | 2,441 | $165,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 1,364 | $163,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 3,099 | $162,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 2,453 | $155,000 | thousands by filing date | |
| iShares Silver Trust | 46428Q109 | COM | 10,000 | $154,000 | thousands by filing date | call |
| Amgen Inc. | 031162100 | COM | 900 | $153,000 | thousands by filing date | put |
| U S GEOTHERMAL INC COM NEW | 90338S201 | Stock | 28,056 | $150,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 500 | $148,000 | thousands by filing date | put |
| 3M CO COM | 88579Y101 | Stock | 646 | $142,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 1,746 | $132,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 1,188 | $119,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 5,326 | $117,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 631 | $112,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 1,169 | $94,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 500 | $88,000 | thousands by filing date | call |
| Union Pacific Corporation | 907818108 | COM | 600 | $81,000 | thousands by filing date | call |
| Amgen Inc. | 031162100 | COM | 448 | $76,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 434 | $76,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 670 | $70,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 300 | $69,000 | thousands by filing date | call |
| Chevron Corporation | 166764100 | COM | 537 | $61,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 100 | $33,000 | thousands by filing date | call |
| MICROSEMI CORP | 595137100 | COM | 500 | $32,000 | thousands by filing date | put |
| Union Pacific Corporation | 907818108 | COM | 214 | $29,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 1,900 | $29,000 | thousands by filing date | call |
| COMMUNITY HEALTH SYS INC NEW | 203668116 | RIGHT 99/99/9999 | 2,000,000 | $23,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 59 | $17,000 | thousands by filing date | |
| DOWDUPONT INC | 26078J100 | COM | 52 | $3,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 14 | $1,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| VANECK ETF TRUST | 92189F676 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-18-001215 | this filing | 2018-05-15 | acceptance time not in the bulk data set |