13F-HR filed by CAPSTONE INVESTMENT ADVISORS, LLC
CAPSTONE INVESTMENT ADVISORS, LLC filed this 13F-HR for the quarter ended 2018-12-31, filed 2019-02-14, with 1,239 holding rows worth $8,099,651,000.
- Accession
- 0001172661-19-000596
- Filer
- CIK 1426196
- Filed
- 2019-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2018
A holdings report, 1,239 entries on the cover page, a total value of $8,099,651,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $8,099,651,000 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 TR | 464288513 | IBOXX HI YD ETF | 5,425,000 | $439,968,000 | thousands by filing date | put |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 6,675,000 | $392,356,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 1,518,200 | $379,429,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 1,471,500 | $367,757,000 | thousands by filing date | call |
| INVESCO QQQ TR | 46090E103 | COM | 2,294,600 | $353,965,000 | thousands by filing date | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 5,965,000 | $233,112,000 | thousands by filing date | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 5,550,000 | $216,783,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,445,000 | $193,485,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 111,100 | $166,869,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 1,252,700 | $127,237,000 | thousands by filing date | put |
| INVESCO QQQ TR | 46090E103 | COM | 813,500 | $125,491,000 | thousands by filing date | call |
| Apple Inc | 037833100 | COM | 772,200 | $121,807,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 471,023 | $117,718,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 78,100 | $117,304,000 | thousands by filing date | call |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 88,900 | $92,066,000 | thousands by filing date | put |
| HERBALIFE LTD | 42703MAB9 | NOTE 2.000% 8/1 | 57,500,000 | $79,442,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 212,100 | $70,587,000 | thousands by filing date | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 1,802,100 | $70,426,000 | thousands by filing date | call |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 66,500,000 | $69,254,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 477,300 | $62,569,000 | thousands by filing date | put |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 50,000,000 | $56,291,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 1,416,472 | $55,356,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 500,000 | $52,100,000 | thousands by filing date | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 1,325,000 | $51,755,000 | thousands by filing date | call |
| RESTORATION HARDWARE HLDGS I | 761283AD2 | NOTE 6/1 | 40,000,000 | $44,758,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387AL6 | NOTE 1.250% 4/0 | 44,800,000 | $42,467,000 | thousands by filing date | |
| NAVISTAR INTL CORP NEW | 63934EAS7 | NOTE 4.750 4/1 | 41,050,000 | $41,050,000 | thousands by filing date | |
| CAESARS ENTMT CORP | 127686AA1 | NOTE | 32,500,000 | $40,422,000 | thousands by filing date | |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 798,733 | $38,435,000 | thousands by filing date | |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 627,823 | $36,903,000 | thousands by filing date | |
| SHIRE PLC | 82481R106 | COMMON STOCK-FO | 207,197 | $36,061,000 | thousands by filing date | |
| RED HAT INC | 756577102 | COM | 201,345 | $35,364,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 35,000,000 | $34,563,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 267,200 | $34,482,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 218,100 | $34,403,000 | thousands by filing date | call |
| Apple Inc | 037833100 | COM | 214,185 | $33,786,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 711,600 | $33,395,000 | thousands by filing date | call |
| JPMorgan Chase & Co | 46625H100 | COM | 342,000 | $33,386,000 | thousands by filing date | put |
| Intel Corp | 458140100 | COM | 623,300 | $29,251,000 | thousands by filing date | put |
| Procter & Gamble Co | 742718109 | COM | 316,500 | $29,093,000 | thousands by filing date | put |
| ALTABA INC | 021346101 | COM | 501,788 | $29,074,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 26,900 | $28,109,000 | thousands by filing date | put |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 28,000,000 | $28,084,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 1,109,100 | $27,328,000 | thousands by filing date | put |
| Berkshire Hathaway Inc | 084670702 | COM | 132,100 | $26,972,000 | thousands by filing date | put |
| MEDICINES CO | 584688AG0 | NOTE 2.750% 7/1 | 35,500,000 | $26,932,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 560,700 | $26,549,000 | thousands by filing date | put |
| Verizon Communications Inc | 92343V104 | COM | 458,500 | $25,777,000 | thousands by filing date | put |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 533,300 | $25,662,000 | thousands by filing date | put |
| RESTORATION HARDWARE HLDGS I | 761283AC4 | DBCV 7/1 | 22,000,000 | $25,631,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 579,100 | $25,278,000 | thousands by filing date | put |
| Visa Inc | 92826C839 | COM | 190,200 | $25,095,000 | thousands by filing date | put |
| PATTERN ENERGY GROUP INC | 70338PAB6 | NOTE 4.000% 7/1 | 25,000,000 | $24,703,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 319,100 | $24,382,000 | thousands by filing date | put |
| INSULET CORP | 45784PAF8 | NOTE 1.250% 9/1 | 17,000,000 | $24,092,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 94,700 | $23,592,000 | thousands by filing date | put |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 488,400 | $23,502,000 | thousands by filing date | call |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 312,800 | $23,441,000 | thousands by filing date | put |
| EXXON MOBIL CORP | 30231G102 | COM | 342,700 | $23,369,000 | thousands by filing date | put |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 27,000,000 | $23,299,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 532,000 | $23,052,000 | thousands by filing date | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 171,987 | $22,546,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 202,900 | $22,073,000 | thousands by filing date | put |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 202,200 | $21,530,000 | thousands by filing date | put |
| Eli Lilly and Company | 532457108 | COM | 183,300 | $21,211,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 206,900 | $21,015,000 | thousands by filing date | call |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 14,674,000 | $20,872,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 63,800 | $20,576,000 | thousands by filing date | put |
| Walt Disney Co | 254687106 | COM | 185,500 | $20,340,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 13,464 | $20,223,000 | thousands by filing date | |
| ATHENAHEALTH INC | 04685W103 | COMMON STOCK | 147,360 | $19,441,000 | thousands by filing date | |
| Booking Holdings Inc. | 09857L108 | COM | 10,900 | $18,774,000 | thousands by filing date | put |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 250,000 | $18,735,000 | thousands by filing date | call |
| AT&T Inc | 00206R102 | COM | 646,800 | $18,460,000 | thousands by filing date | put |
| Starbucks Corporation | 855244109 | COM | 281,700 | $18,141,000 | thousands by filing date | put |
| MasterCard, Inc | 57636Q104 | COM | 93,900 | $17,714,000 | thousands by filing date | put |
| REDWOOD TRUST INC | 758075AC9 | BOND | 19,159,000 | $17,602,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 100,400 | $17,251,000 | thousands by filing date | put |
| Walmart Inc. | 931142103 | COM | 179,800 | $16,748,000 | thousands by filing date | put |
| Tesla Motors, Inc | 88160R101 | COM | 50,000 | $16,640,000 | thousands by filing date | call |
| LINDE PLC | G5494J103 | SHS | 105,900 | $16,525,000 | thousands by filing date | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 415,563 | $16,232,000 | thousands by filing date | |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 17,500,000 | $16,162,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 308,400 | $16,055,000 | thousands by filing date | put |
| Wells Fargo & Company | 949746101 | COM | 344,200 | $15,861,000 | thousands by filing date | put |
| Caterpillar Inc. | 149123101 | COM | 119,000 | $15,121,000 | thousands by filing date | put |
| Netflix, Inc | 64110L106 | COM | 55,900 | $14,962,000 | thousands by filing date | put |
| Qualcomm Incorporated | 747525103 | COM | 260,900 | $14,848,000 | thousands by filing date | put |
| Berkshire Hathaway Inc | 084670702 | COM | 72,600 | $14,823,000 | thousands by filing date | call |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 15,500,000 | $14,568,000 | thousands by filing date | |
| BLOCK INC CL A | 852234103 | Stock | 258,000 | $14,471,000 | thousands by filing date | put |
| Amgen Inc. | 031162100 | COM | 72,200 | $14,055,000 | thousands by filing date | put |
| AbbVie,Inc. | 00287Y109 | COM | 151,900 | $14,004,000 | thousands by filing date | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 106,100 | $13,909,000 | thousands by filing date | call |
| Comcast Corp | 20030N101 | COM | 408,200 | $13,899,000 | thousands by filing date | put |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 183,221 | $13,731,000 | thousands by filing date | |
| CLEVELAND CLIFFS INC | 185899AA9 | DBCV 1.500% 1/1 | 11,998,000 | $13,389,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 74,800 | $13,282,000 | thousands by filing date | put |
| Broadcom Inc. | 11135F101 | COM | 52,200 | $13,273,000 | thousands by filing date | put |
| Coca-Cola Company | 191216100 | COM | 278,400 | $13,182,000 | thousands by filing date | call |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 600,000 | $13,158,000 | thousands by filing date | put |
| Southern Company | 842587107 | COM | 296,700 | $13,031,000 | thousands by filing date | call |
| PepsiCo,Inc. | 713448108 | COM | 117,800 | $13,015,000 | thousands by filing date | put |
| GENERAL ELEC CO | 369604103 | COM | 1,699,600 | $12,866,000 | thousands by filing date | put |
| Cigna Corporation | 125523100 | COM | 67,300 | $12,782,000 | thousands by filing date | put |
| DOWDUPONT INC | 26078J100 | COM | 236,200 | $12,632,000 | thousands by filing date | put |
| Medtronic Plc | G5960L103 | COM | 138,400 | $12,589,000 | thousands by filing date | put |
| KROGER CO COM | 501044101 | Stock | 454,900 | $12,510,000 | thousands by filing date | put |
| NVIDIA Corp | 67066G104 | COM | 93,500 | $12,482,000 | thousands by filing date | put |
| UnitedHealth Group Inc | 91324P102 | COM | 49,200 | $12,257,000 | thousands by filing date | call |
| PRECIGEN INC | 46122TAA0 | NOTE 3.500% 7/0 | 17,500,000 | $12,249,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 247,500 | $12,224,000 | thousands by filing date | put |
| BIOGEN INC COM | 09062X103 | Stock | 40,400 | $12,157,000 | thousands by filing date | put |
| International Business Machines Corporation | 459200101 | COM | 106,100 | $12,060,000 | thousands by filing date | put |
| Bristol-Myers Squibb Company | 110122108 | COM | 229,600 | $11,935,000 | thousands by filing date | put |
| PAYPALHLDGSINC | 70450Y103 | STOK | 140,900 | $11,848,000 | thousands by filing date | put |
| Salesforce.com, Inc | 79466L302 | COM | 85,100 | $11,656,000 | thousands by filing date | put |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 13,873,000 | $11,548,000 | thousands by filing date | |
| TRIBUNE COMPANY | 896047503 | COMMON | 254,235 | $11,537,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 86,300 | $11,402,000 | thousands by filing date | put |
| DUN & BRADSTREET CORP DEL NE | 26483E100 | COM | 79,322 | $11,322,000 | thousands by filing date | |
| INVESCO QQQ TR | 46090E103 | COM | 72,729 | $11,219,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 80,900 | $11,183,000 | thousands by filing date | put |
| Elevance Health, Inc. | 036752103 | COM | 42,500 | $11,162,000 | thousands by filing date | put |
| 3M CO COM | 88579Y101 | Stock | 58,200 | $11,089,000 | thousands by filing date | put |
| Oracle Corporation | 68389X105 | COM | 240,000 | $10,836,000 | thousands by filing date | put |
| NIKE,Inc. Class B | 654106103 | COM | 143,700 | $10,654,000 | thousands by filing date | put |
| Caterpillar Inc. | 149123101 | COM | 83,700 | $10,636,000 | thousands by filing date | call |
| Eli Lilly and Company | 532457108 | COM | 90,900 | $10,519,000 | thousands by filing date | call |
| Costco Wholesale Corporation | 22160K105 | COM | 51,100 | $10,410,000 | thousands by filing date | put |
| American Tower Corporation | 03027X100 | COM | 65,800 | $10,409,000 | thousands by filing date | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 9,900 | $10,345,000 | thousands by filing date | call |
| ARRIS INTL INC SHS | G0551A103 | SHS | 336,561 | $10,289,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 339,000 | $10,241,000 | thousands by filing date | call |
| Adobe Inc | 00724F101 | COM | 44,200 | $10,000,000 | thousands by filing date | put |
| Texas Instruments Incorporated | 882508104 | COM | 104,200 | $9,847,000 | thousands by filing date | put |
| UNISYS CORP | 909214BS6 | NOTE 5.500% 3/0 | 7,000,000 | $9,808,000 | thousands by filing date | |
| CEMEX SAB DE CV | 151290BR3 | NOTE 3.720% 3/1 | 10,000,000 | $9,777,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 210,100 | $9,765,000 | thousands by filing date | put |
| Abbott Laboratories | 002824100 | COM | 131,800 | $9,533,000 | thousands by filing date | put |
| LINDE PLC | G5494J103 | SHS | 61,000 | $9,518,000 | thousands by filing date | put |
| NextEra Energy,Inc. | 65339F101 | COM | 53,900 | $9,369,000 | thousands by filing date | put |
| BANK OZK LITTLE ROCK ARK COM | 06417N103 | Stock | 406,700 | $9,285,000 | thousands by filing date | put |
| CHESAPEAKE ENERGY CORP | 165167CY1 | NOTE 5.500% 9/1 | 11,500,000 | $9,285,000 | thousands by filing date | |
| ARCONIC INC | 03965L100 | COM | 545,300 | $9,194,000 | thousands by filing date | call |
| Philip Morris International Inc. | 718172109 | COM | 136,700 | $9,126,000 | thousands by filing date | put |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 10,000,000 | $9,075,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 205,600 | $8,974,000 | thousands by filing date | call |
| TERADYNE INC | 880770AG7 | NOTE | 7,500,000 | $8,911,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 27,500 | $8,869,000 | thousands by filing date | call |
| Gilead Sciences,Inc. | 375558103 | COM | 140,700 | $8,801,000 | thousands by filing date | put |
| American Tower Corporation | 03027X100 | COM | 54,900 | $8,685,000 | thousands by filing date | call |
| JPMorgan Chase & Co | 46625H100 | COM | 88,900 | $8,678,000 | thousands by filing date | call |
| Intuitive Surgical,Inc. | 46120E602 | COM | 18,000 | $8,621,000 | thousands by filing date | put |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 29,900 | $8,521,000 | thousands by filing date | put |
| Netflix, Inc | 64110L106 | COM | 31,700 | $8,485,000 | thousands by filing date | call |
| BLACKROCK INC CL A COM | 09247X101 | COM | 21,500 | $8,446,000 | thousands by filing date | put |
| NUVASIVE INC | 670704AG0 | NOTE 2.250% 3/1 | 8,000,000 | $8,440,000 | thousands by filing date | |
| BARCLAYS BK PLC | 06746L422 | IPATH S&P500 VIX | 180,000 | $8,438,000 | thousands by filing date | call |
| JOHNSON CTLS INTL PLC SHS | G51502105 | Stock | 281,900 | $8,358,000 | thousands by filing date | call |
| Bank of America Corp | 060505104 | COM | 338,756 | $8,347,000 | thousands by filing date | |
| NUTRI SYS INC NEW | 67069D108 | COM | 190,029 | $8,338,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 125,700 | $8,236,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 80,362 | $8,162,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 83,382 | $8,140,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 62,800 | $8,104,000 | thousands by filing date | call |
| TRAVELPORT WORLDWIDE LTD | G9019D104 | SHS | 517,850 | $8,089,000 | thousands by filing date | |
| TILRAY INC | 88688T100 | COM CL 2 | 114,100 | $8,049,000 | thousands by filing date | put |
| Lockheed Martin Corporation | 539830109 | COM | 30,500 | $7,986,000 | thousands by filing date | put |
| ConocoPhillips | 20825C104 | COM | 126,000 | $7,856,000 | thousands by filing date | put |
| TESARO INC | 881569107 | COM | 105,634 | $7,843,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 195,300 | $7,818,000 | thousands by filing date | put |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 56,500 | $7,744,000 | thousands by filing date | put |
| CLOVIS ONCOLOGY INC | 189464AB6 | NOTE 2.500% 9/1 | 9,074,000 | $7,622,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 99,500 | $7,603,000 | thousands by filing date | call |
| Home Depot, Inc | 437076102 | COM | 43,300 | $7,440,000 | thousands by filing date | call |
| Lowes Companies,Inc. | 548661107 | COM | 80,400 | $7,426,000 | thousands by filing date | put |
| Wells Fargo & Company | 949746101 | COM | 160,400 | $7,391,000 | thousands by filing date | call |
| ILLUMINA INC | 452327109 | COM | 24,400 | $7,318,000 | thousands by filing date | put |
| Procter & Gamble Co | 742718109 | COM | 78,900 | $7,252,000 | thousands by filing date | call |
| ISTAR INC | 45031UCB5 | NOTE 3.125% 9/1 | 8,000,000 | $7,228,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 43,100 | $7,200,000 | thousands by filing date | put |
| United Parcel Service,Inc. Class B | 911312106 | COM | 73,000 | $7,120,000 | thousands by filing date | put |
| HUMANA INC COM | 444859102 | Stock | 24,700 | $7,076,000 | thousands by filing date | put |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 5,000,000 | $7,067,000 | thousands by filing date | |
| CLOVIS ONCOLOGY INC | 189464AC4 | NOTE 1.250% 5/0 | 10,000,000 | $7,029,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 162,100 | $7,024,000 | thousands by filing date | call |
| NVIDIA Corp | 67066G104 | COM | 52,550 | $7,015,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 60,000 | $7,015,000 | thousands by filing date | put |
| Visa Inc | 92826C839 | COM | 52,700 | $6,953,000 | thousands by filing date | call |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 6,631 | $6,867,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 36,500 | $6,866,000 | thousands by filing date | put |
| Accenture Plc Class A | G1151C101 | COM | 48,500 | $6,839,000 | thousands by filing date | put |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 161,749 | $6,792,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 889,881 | $6,736,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 61,900 | $6,734,000 | thousands by filing date | call |
| AT&T Inc | 00206R102 | COM | 234,800 | $6,701,000 | thousands by filing date | call |
| Citigroup Inc. | 172967424 | COM | 128,376 | $6,683,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 117,200 | $6,670,000 | thousands by filing date | call |
| FLEXION THERAPEUTICS INC | 33938JAB2 | NOTE | 8,000,000 | $6,618,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 96,300 | $6,567,000 | thousands by filing date | call |
| MasterCard, Inc | 57636Q104 | COM | 34,800 | $6,565,000 | thousands by filing date | call |
| Duke Energy Corporation | 26441C204 | COM | 75,400 | $6,507,000 | thousands by filing date | put |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 7,000,000 | $6,501,000 | thousands by filing date | |
| ENTERPRISE PRODS PARTNERS L | 293792107 | COM | 262,600 | $6,457,000 | thousands by filing date | call |
| Bank of America Corp | 060505104 | COM | 259,400 | $6,392,000 | thousands by filing date | call |
| AT&T Inc | 00206R102 | COM | 221,247 | $6,314,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 109,900 | $6,265,000 | thousands by filing date | put |
| BLOCK INC CL A | 852234103 | Stock | 110,335 | $6,189,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 75,800 | $6,147,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 5,900 | $6,110,000 | thousands by filing date | call |
| VANECK ETF TRUST | 92189F676 | COM | 70,000 | $6,110,000 | thousands by filing date | put |
| ORBOTECH LTD | M75253100 | ORD | 107,111 | $6,056,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 100,200 | $5,964,000 | thousands by filing date | put |
| American Express Company | 025816109 | COM | 61,800 | $5,891,000 | thousands by filing date | put |
| Oracle Corporation | 68389X105 | COM | 130,200 | $5,879,000 | thousands by filing date | call |
| BARCLAYS BK PLC | 06746L422 | IPATH S&P500 VIX | 125,000 | $5,860,000 | thousands by filing date | put |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 23,900 | $5,853,000 | thousands by filing date | put |
| Deere & Company | 244199105 | COM | 38,800 | $5,788,000 | thousands by filing date | put |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 150,000 | $5,730,000 | thousands by filing date | put |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 150,000 | $5,730,000 | thousands by filing date | call |
| CAMECO CORP COM | 13321L108 | Stock | 500,000 | $5,675,000 | thousands by filing date | put |
| CAMECO CORP COM | 13321L108 | Stock | 500,000 | $5,675,000 | thousands by filing date | call |
| Morgan Stanley | 617446448 | COM | 143,100 | $5,674,000 | thousands by filing date | put |
| EXXON MOBIL CORP | 30231G102 | COM | 82,766 | $5,644,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 118,766 | $5,624,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 122,100 | $5,580,000 | thousands by filing date | put |
| TESARO INC | 881569107 | COM | 74,000 | $5,495,000 | thousands by filing date | put |
| TJX Companies Inc | 872540109 | COM | 122,300 | $5,472,000 | thousands by filing date | put |
| Broadcom Inc. | 11135F101 | COM | 21,400 | $5,442,000 | thousands by filing date | call |
| Micron Technology,Inc. | 595112103 | COM | 170,300 | $5,404,000 | thousands by filing date | put |
| PROS HOLDINGS INC | 74346YAB9 | NOTE 2.00012/0 | 5,000,000 | $5,344,000 | thousands by filing date | |
| TEAM INC | 878155AE0 | NOTE 5.000% 8/0 | 5,339,000 | $5,334,000 | thousands by filing date | |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 77,600 | $5,302,000 | thousands by filing date | put |
| Comcast Corp | 20030N101 | COM | 154,400 | $5,257,000 | thousands by filing date | call |
| VANECK ETF TRUST | 92189F676 | COM | 60,001 | $5,237,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 50,500 | $5,208,000 | thousands by filing date | put |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 71,000 | $5,203,000 | thousands by filing date | call |
| Starbucks Corporation | 855244109 | COM | 80,064 | $5,156,000 | thousands by filing date | |
| ESTERLINE TECHNOLOGIES CORP | 297425100 | COM | 42,337 | $5,142,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 40,352 | $5,128,000 | thousands by filing date | |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 53,700 | $5,126,000 | thousands by filing date | call |
| Booking Holdings Inc. | 09857L108 | COM | 2,959 | $5,097,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 140,500 | $5,069,000 | thousands by filing date | put |
| CSX Corporation | 126408103 | COM | 80,100 | $4,977,000 | thousands by filing date | put |
| GRANITE PT MTG TR INC | 38741LAC1 | NOTE 6.375%10/0 | 5,000,000 | $4,944,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 44,700 | $4,938,000 | thousands by filing date | call |
| FEDEX CORP COM | 31428X106 | Stock | 30,200 | $4,872,000 | thousands by filing date | put |
| Union Pacific Corporation | 907818108 | COM | 35,100 | $4,852,000 | thousands by filing date | call |
| KROGER CO COM | 501044101 | Stock | 176,219 | $4,846,000 | thousands by filing date | |
| RH | 74967X103 | COM | 40,300 | $4,829,000 | thousands by filing date | put |
| Adobe Inc | 00724F101 | COM | 21,300 | $4,819,000 | thousands by filing date | call |
| ECOLAB INC COM | 278865100 | Stock | 32,200 | $4,745,000 | thousands by filing date | put |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 44,500 | $4,738,000 | thousands by filing date | call |
| Altria Group Inc | 02209S103 | COM | 95,711 | $4,727,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 28,500 | $4,723,000 | thousands by filing date | put |
| RAYTHEON CO | 755111507 | COM NEW | 30,000 | $4,601,000 | thousands by filing date | put |
| Honeywell Technologies | 438516106 | COM | 34,800 | $4,598,000 | thousands by filing date | call |
| PACIFIC BIOSCIENCES CALIF INC COM | 69404D108 | Stock | 617,892 | $4,572,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 99,005 | $4,562,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 41,600 | $4,561,000 | thousands by filing date | call |
| EMERSON ELEC CO COM | 291011104 | Stock | 76,200 | $4,553,000 | thousands by filing date | call |
| SPRINT CORP | 85207U105 | COM SER 1 | 780,878 | $4,545,000 | thousands by filing date | |
| TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS | 874060205 | ADR | 270,000 | $4,541,000 | thousands by filing date | call |
| Charles Schwab Corp | 808513105 | COM | 109,300 | $4,539,000 | thousands by filing date | put |
| SERITAGE GROWTH PPTYS | 81752R100 | CL A | 140,000 | $4,526,000 | thousands by filing date | put |
| CROWN CASTLE INC COM | 22822V101 | REIT | 41,300 | $4,486,000 | thousands by filing date | put |
| Abbott Laboratories | 002824100 | COM | 61,800 | $4,470,000 | thousands by filing date | call |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 26,600 | $4,469,000 | thousands by filing date | put |
| DOWDUPONT INC | 26078J100 | COM | 83,200 | $4,450,000 | thousands by filing date | call |
| Verizon Communications Inc | 92343V104 | COM | 78,700 | $4,425,000 | thousands by filing date | call |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAB6 | NOTE 4.375% 5/0 | 4,500,000 | $4,401,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 94,377 | $4,387,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 68,200 | $4,371,000 | thousands by filing date | put |
| Amgen Inc. | 031162100 | COM | 22,200 | $4,322,000 | thousands by filing date | call |
| CORNING INC | 219350105 | COM | 142,800 | $4,314,000 | thousands by filing date | put |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 12,500 | $4,304,000 | thousands by filing date | put |
| OCCIDENTAL PETE CORP | 674599105 | COM | 69,700 | $4,278,000 | thousands by filing date | put |
| Intuit Inc. | 461202103 | COM | 21,500 | $4,232,000 | thousands by filing date | put |
| Walmart Inc. | 931142103 | COM | 45,400 | $4,229,000 | thousands by filing date | call |
| Citigroup Inc. | 172967424 | COM | 80,900 | $4,212,000 | thousands by filing date | call |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 11,200 | $4,183,000 | thousands by filing date | put |
| 3M CO COM | 88579Y101 | Stock | 21,900 | $4,173,000 | thousands by filing date | call |
| International Business Machines Corporation | 459200101 | COM | 36,700 | $4,172,000 | thousands by filing date | call |
| PG&E CORP COM | 69331C108 | Stock | 175,500 | $4,168,000 | thousands by filing date | put |
| EOG RES INC COM | 26875P101 | Stock | 47,500 | $4,142,000 | thousands by filing date | put |
| Salesforce.com, Inc | 79466L302 | COM | 29,700 | $4,068,000 | thousands by filing date | call |
| NVIDIA Corp | 67066G104 | COM | 30,400 | $4,058,000 | thousands by filing date | call |
| ENVESTNET INC | 29404KAA4 | NOTE 1.75012/1 | 4,000,000 | $4,054,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 70,400 | $4,037,000 | thousands by filing date | call |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 29,438 | $4,035,000 | thousands by filing date | |
| MYLAN NV | N59465109 | SHS EURO | 147,000 | $4,028,000 | thousands by filing date | put |
| AFLAC INC COM | 001055102 | Stock | 88,200 | $4,018,000 | thousands by filing date | put |
| U S G CORP | 903293405 | COM NEW | 93,725 | $3,998,000 | thousands by filing date | |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 26,700 | $3,993,000 | thousands by filing date | put |
| Chevron Corporation | 166764100 | COM | 36,625 | $3,984,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 34,591 | $3,932,000 | thousands by filing date | |
| INVESTMENT TECHNOLOGY GROUP | 46145F105 | COMMON STOCK | 129,907 | $3,928,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 3,757 | $3,926,000 | thousands by filing date | |
| BLACKSTONE MTG TR INC | 09257WAC4 | NOTE 4.750% 3/1 | 4,000,000 | $3,907,000 | thousands by filing date | |
| EVOLENT HEALTH INC | 30050BAB7 | NOTE 2.000%12/0 | 3,500,000 | $3,890,000 | thousands by filing date | |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 54,400 | $3,887,000 | thousands by filing date | put |
| HP INC COM | 40434L105 | Stock | 189,900 | $3,885,000 | thousands by filing date | put |
| MICROCHIP TECHNOLOGY INC. | 595017AH7 | NOTE 2.250% 2/1 | 3,950,000 | $3,883,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 21,800 | $3,871,000 | thousands by filing date | call |
| Applied Materials,Inc. | 038222105 | COM | 117,300 | $3,840,000 | thousands by filing date | put |
| Southern Company | 842587107 | COM | 86,500 | $3,799,000 | thousands by filing date | put |
| METLIFE INC COM | 59156R108 | Stock | 92,200 | $3,786,000 | thousands by filing date | put |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 80,200 | $3,775,000 | thousands by filing date | put |
| AbbVie,Inc. | 00287Y109 | COM | 40,900 | $3,771,000 | thousands by filing date | call |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 38,700 | $3,768,000 | thousands by filing date | put |
| Progressive Corporation | 743315103 | COM | 62,400 | $3,765,000 | thousands by filing date | put |
| CVS Health Corporation | 126650100 | COM | 57,100 | $3,741,000 | thousands by filing date | call |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 32,500 | $3,703,000 | thousands by filing date | put |
| BAXTER INTL INC | 071813109 | COM | 55,800 | $3,673,000 | thousands by filing date | put |
| ConocoPhillips | 20825C104 | COM | 58,400 | $3,641,000 | thousands by filing date | call |
| PAYPALHLDGSINC | 70450Y103 | STOK | 43,200 | $3,633,000 | thousands by filing date | call |
| AVIS BUDGET GROUP INC | 053774105 | COM | 160,300 | $3,604,000 | thousands by filing date | call |
| NAVIGATORS GROUP INC | 638904102 | COM | 51,816 | $3,601,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 24,100 | $3,595,000 | thousands by filing date | call |
| Johnson & Johnson | 478160104 | COM | 27,756 | $3,582,000 | thousands by filing date | |
| Waste Management, Inc. | 94106L109 | COM | 40,100 | $3,568,000 | thousands by filing date | put |
| TARGET CORP COM | 87612E106 | Stock | 53,700 | $3,549,000 | thousands by filing date | put |
| PHILLIPS 66 COM | 718546104 | Stock | 41,100 | $3,541,000 | thousands by filing date | put |
| GENERAL MTRS CO COM | 37045V100 | Stock | 105,200 | $3,519,000 | thousands by filing date | put |
| Philip Morris International Inc. | 718172109 | COM | 52,281 | $3,490,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 47,000 | $3,485,000 | thousands by filing date | call |
| TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS | 874060205 | ADR | 207,200 | $3,485,000 | thousands by filing date | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 20,800 | $3,475,000 | thousands by filing date | call |
| Automatic Data Processing,Inc. | 053015103 | COM | 26,400 | $3,462,000 | thousands by filing date | put |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 69,000 | $3,443,000 | thousands by filing date | put |
| Cigna Corporation | 125523100 | COM | 17,700 | $3,362,000 | thousands by filing date | call |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 44,200 | $3,330,000 | thousands by filing date | put |
| Gilead Sciences,Inc. | 375558103 | COM | 53,200 | $3,328,000 | thousands by filing date | call |
| Costco Wholesale Corporation | 22160K105 | COM | 16,300 | $3,320,000 | thousands by filing date | call |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 40,700 | $3,319,000 | thousands by filing date | put |
| FINISAR CORP | 31787A507 | COM NEW | 153,521 | $3,316,000 | thousands by filing date | |
| AVISTA CORP COM | 05379B107 | Stock | 77,863 | $3,308,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 26,100 | $3,307,000 | thousands by filing date | put |
| GENERAL MTRS CO COM | 37045V100 | Stock | 98,100 | $3,281,000 | thousands by filing date | call |
| BECTON DICKINSON & CO | 075887109 | COM | 14,500 | $3,267,000 | thousands by filing date | put |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 21,300 | $3,263,000 | thousands by filing date | put |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 20,700 | $3,254,000 | thousands by filing date | put |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 82,400 | $3,247,000 | thousands by filing date | put |
| HUMANA INC COM | 444859102 | Stock | 11,300 | $3,237,000 | thousands by filing date | call |
| INTEGRATED DEVICE TECHNOLOGY INC | 458118106 | COMMON STOCK | 66,731 | $3,232,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 56,552 | $3,224,000 | thousands by filing date | |
| PANDORA MEDIA INC | 698354107 | COM | 394,006 | $3,188,000 | thousands by filing date | |
| HCA Healthcare Inc | 40412C101 | COM | 25,600 | $3,186,000 | thousands by filing date | put |
| Philip Morris International Inc. | 718172109 | COM | 47,700 | $3,184,000 | thousands by filing date | call |
| S&P Global,Inc. | 78409V104 | COM | 18,700 | $3,178,000 | thousands by filing date | put |
| NextEra Energy,Inc. | 65339F101 | COM | 18,100 | $3,146,000 | thousands by filing date | call |
| DEUTSCHE BK AG NAMEN AKT | D18190898 | Stock | 384,500 | $3,134,000 | thousands by filing date | put |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 23,600 | $3,104,000 | thousands by filing date | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 13,600 | $3,044,000 | thousands by filing date | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 18,152 | $3,032,000 | thousands by filing date | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 7,683 | $3,018,000 | thousands by filing date | |
| PPG INDS INC COM | 693506107 | Stock | 29,500 | $3,016,000 | thousands by filing date | put |
| Analog Devices,Inc. | 032654105 | COM | 35,000 | $3,004,000 | thousands by filing date | put |
| MYLAN NV | N59465109 | SHS EURO | 109,600 | $3,003,000 | thousands by filing date | call |
| Starbucks Corporation | 855244109 | COM | 46,300 | $2,982,000 | thousands by filing date | call |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 35,000 | $2,980,000 | thousands by filing date | |
| AMYRIS INC | 03236MAC5 | NOTE 6.500 5/1 | 3,000,000 | $2,970,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 39,600 | $2,969,000 | thousands by filing date | put |
| AUTOZONE INC COM | 053332102 | Stock | 3,500 | $2,934,000 | thousands by filing date | put |
| MYLAN NV | N59465109 | SHS EURO | 106,879 | $2,928,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 46,100 | $2,926,000 | thousands by filing date | put |
| LAM RESEARCH CORP | 512807108 | COM | 21,400 | $2,914,000 | thousands by filing date | put |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 24,100 | $2,886,000 | thousands by filing date | put |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 21,800 | $2,836,000 | thousands by filing date | put |
| ALLERGAN PLC | G0177J108 | SHS | 21,200 | $2,834,000 | thousands by filing date | put |
| INSMED INC | 457669AA7 | NOTE 1.750% 1/1 | 3,935,000 | $2,817,000 | thousands by filing date | |
| ECOLAB INC COM | 278865100 | Stock | 19,000 | $2,800,000 | thousands by filing date | call |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 60,100 | $2,799,000 | thousands by filing date | put |
| RED HAT INC | 756577102 | COM | 15,900 | $2,793,000 | thousands by filing date | put |
| Boeing Company | 097023105 | COM | 8,653 | $2,791,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 363,700 | $2,782,000 | thousands by filing date | put |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 35,200 | $2,778,000 | thousands by filing date | put |
| Lockheed Martin Corporation | 539830109 | COM | 10,450 | $2,736,000 | thousands by filing date | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 25,200 | $2,736,000 | thousands by filing date | put |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 17,000 | $2,734,000 | thousands by filing date | put |
| AUTODESK INC COM | 052769106 | Stock | 21,200 | $2,727,000 | thousands by filing date | put |
| HALLIBURTON CO COM | 406216101 | Stock | 102,300 | $2,719,000 | thousands by filing date | put |
| EBAY INC. COM | 278642103 | Stock | 96,800 | $2,717,000 | thousands by filing date | put |
| Texas Instruments Incorporated | 882508104 | COM | 28,700 | $2,712,000 | thousands by filing date | call |
| YUM BRANDS INC COM | 988498101 | Stock | 29,000 | $2,666,000 | thousands by filing date | put |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 27,900 | $2,663,000 | thousands by filing date | put |
| FEDEX CORP COM | 31428X106 | Stock | 16,401 | $2,646,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 178,511 | $2,617,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 28,700 | $2,611,000 | thousands by filing date | call |
| CUMMINS INC COM | 231021106 | Stock | 19,500 | $2,606,000 | thousands by filing date | put |
| Accenture Plc Class A | G1151C101 | COM | 18,200 | $2,566,000 | thousands by filing date | call |
| Intuit Inc. | 461202103 | COM | 12,800 | $2,520,000 | thousands by filing date | call |
| NXSTAGE MEDICAL INC | 67072V103 | COMMON STOCK | 87,065 | $2,492,000 | thousands by filing date | |
| DOWDUPONT INC | 26078J100 | COM | 46,473 | $2,485,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 41,700 | $2,461,000 | thousands by filing date | put |
| Schlumberger Limited | 806857108 | COM | 67,800 | $2,446,000 | thousands by filing date | call |
| MCKESSON CORP COM | 58155Q103 | Stock | 22,100 | $2,441,000 | thousands by filing date | put |
| EQUINIX INC COM | 29444U700 | REIT | 6,900 | $2,433,000 | thousands by filing date | put |
| GENERAL ELEC CO | 369604103 | COM | 318,400 | $2,410,000 | thousands by filing date | call |
| NEUROCRINE BIOSCIENCES INC | 64125CAD1 | NOTE 2.250% 5/1 | 2,000,000 | $2,392,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 155,100 | $2,385,000 | thousands by filing date | call |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 21,878 | $2,330,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 12,181 | $2,321,000 | thousands by filing date | |
| KRAFT HEINZ CO COM | 500754106 | Stock | 53,800 | $2,316,000 | thousands by filing date | put |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 33,900 | $2,316,000 | thousands by filing date | call |
| American Express Company | 025816109 | COM | 24,200 | $2,307,000 | thousands by filing date | call |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 149,400 | $2,298,000 | thousands by filing date | put |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 19,506 | $2,280,000 | thousands by filing date | |
| EMERSON ELEC CO COM | 291011104 | Stock | 37,800 | $2,259,000 | thousands by filing date | put |
| TAHOE RES INC | 873868103 | COM | 613,500 | $2,239,000 | thousands by filing date | call |
| Home Depot, Inc | 437076102 | COM | 12,976 | $2,230,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 35,585 | $2,226,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 51,200 | $2,218,000 | thousands by filing date | put |
| INGERSOLL-RAND PLC | G47791101 | SHS | 24,300 | $2,217,000 | thousands by filing date | put |
| EXELON CORP COM | 30161N101 | Stock | 48,900 | $2,205,000 | thousands by filing date | put |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 30,000 | $2,198,000 | thousands by filing date | put |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 50,100 | $2,196,000 | thousands by filing date | put |
| Schlumberger Limited | 806857108 | COM | 60,797 | $2,194,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 68,700 | $2,180,000 | thousands by filing date | call |
| GENERAL MILLS INC COM | 370334104 | Stock | 55,900 | $2,177,000 | thousands by filing date | put |
| Honeywell Technologies | 438516106 | COM | 16,461 | $2,175,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 20,100 | $2,172,000 | thousands by filing date | put |
| ROSS STORES INC COM | 778296103 | Stock | 26,100 | $2,172,000 | thousands by filing date | put |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 14,500 | $2,168,000 | thousands by filing date | call |
| ALLSTATE CORP COM | 020002101 | Stock | 26,200 | $2,165,000 | thousands by filing date | put |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 14,500 | $2,163,000 | thousands by filing date | put |
| GENWORTH FINL INC | 37247D106 | COM SHS | 461,700 | $2,152,000 | thousands by filing date | |
| RITHM CAPITAL CORP COM NEW | 64828T201 | REIT | 150,200 | $2,134,000 | thousands by filing date | put |
| CELGENE CORP | 151020104 | COM | 32,700 | $2,096,000 | thousands by filing date | call |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 19,278 | $2,093,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 33,500 | $2,081,000 | thousands by filing date | call |
| ABIOMED INC | 003654100 | COM | 6,400 | $2,080,000 | thousands by filing date | put |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 46,700 | $2,076,000 | thousands by filing date | put |
| Bristol-Myers Squibb Company | 110122108 | COM | 39,900 | $2,074,000 | thousands by filing date | call |
| Eaton Corp. Plc | G29183103 | COM | 30,200 | $2,074,000 | thousands by filing date | put |
| L3 TECHNOLOGIES INC | 502413107 | COM | 11,864 | $2,060,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 64,275 | $2,039,000 | thousands by filing date | |
| NUCOR CORP COM | 670346105 | Stock | 39,100 | $2,026,000 | thousands by filing date | put |
| Netflix, Inc | 64110L106 | COM | 7,550 | $2,021,000 | thousands by filing date | |
| SENDGRID INC | 816883102 | COM | 46,720 | $2,017,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 34,900 | $2,002,000 | thousands by filing date | put |
| TWITTER INC | 90184L102 | COM | 69,300 | $1,992,000 | thousands by filing date | put |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 148,700 | $1,990,000 | thousands by filing date | put |
| Lowes Companies,Inc. | 548661107 | COM | 21,000 | $1,940,000 | thousands by filing date | call |
| Texas Instruments Incorporated | 882508104 | COM | 20,483 | $1,936,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 19,800 | $1,931,000 | thousands by filing date | call |
| Duke Energy Corporation | 26441C204 | COM | 22,300 | $1,924,000 | thousands by filing date | call |
| Stryker Corporation | 863667101 | COM | 12,200 | $1,912,000 | thousands by filing date | put |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 47,000 | $1,897,000 | thousands by filing date | put |
| STATE STR CORP COM | 857477103 | Stock | 30,000 | $1,892,000 | thousands by filing date | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 15,512 | $1,881,000 | thousands by filing date | |
| FLEETCOR TECHNOLOGIES INC | 339041105 | COM | 10,100 | $1,876,000 | thousands by filing date | put |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 22,500 | $1,871,000 | thousands by filing date | put |
| Concho Resources Inc. | 20605P101 | COM | 18,200 | $1,871,000 | thousands by filing date | put |
| Danaher Corporation | 235851102 | COM | 18,000 | $1,856,000 | thousands by filing date | call |
| Morgan Stanley | 617446448 | COM | 46,700 | $1,852,000 | thousands by filing date | call |
| Accenture Plc Class A | G1151C101 | COM | 13,119 | $1,850,000 | thousands by filing date | |
| Boston Scientific Corporation | 101137107 | COM | 52,300 | $1,848,000 | thousands by filing date | put |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 24,400 | $1,844,000 | thousands by filing date | put |
| HORTONWORKS INC | 440894103 | COM | 126,578 | $1,825,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 52,200 | $1,809,000 | thousands by filing date | put |
| IMPERVA INC | 45321L100 | COM | 32,483 | $1,809,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 75,002 | $1,787,000 | thousands by filing date | |
| Engility Holdings Inc | 29286C107 | COM | 62,650 | $1,783,000 | thousands by filing date | |
| DOLLAR TREE INC COM | 256746108 | Stock | 19,600 | $1,770,000 | thousands by filing date | put |
| Morgan Stanley | 617446448 | COM | 44,531 | $1,766,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 55,000 | $1,766,000 | thousands by filing date | put |
| Elevance Health, Inc. | 036752103 | COM | 6,701 | $1,760,000 | thousands by filing date | |
| EDISON INTL COM | 281020107 | Stock | 31,000 | $1,760,000 | thousands by filing date | put |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 7,176 | $1,757,000 | thousands by filing date | |
| SEMPRA COM | 816851109 | Stock | 16,200 | $1,753,000 | thousands by filing date | put |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 6,115 | $1,743,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 17,000 | $1,742,000 | thousands by filing date | put |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 131,500 | $1,737,000 | thousands by filing date | put |
| SUNTRUST BANKS INC | 867914103 | COM | 34,400 | $1,735,000 | thousands by filing date | put |
| ENCANA CORP | 292505104 | COM | 300,000 | $1,734,000 | thousands by filing date | call |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 22,700 | $1,716,000 | thousands by filing date | call |
| ULTA BEAUTY INC COM | 90384S303 | Stock | 7,000 | $1,714,000 | thousands by filing date | put |
| V F CORP COM | 918204108 | Stock | 23,900 | $1,705,000 | thousands by filing date | put |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 8,100 | $1,696,000 | thousands by filing date | put |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 2,500,000 | $1,692,000 | thousands by filing date | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 4,300 | $1,689,000 | thousands by filing date | call |
| ICONIX BRAND GROUP INC | 451055AG2 | NOTE 5.750% 8/1 | 4,000,000 | $1,670,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 14,800 | $1,667,000 | thousands by filing date | put |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 35,800 | $1,667,000 | thousands by filing date | call |
| SIRIUS XM HOLDINGS INC | 82968B103 | COM | 290,000 | $1,656,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 5,500 | $1,655,000 | thousands by filing date | call |
| Lockheed Martin Corporation | 539830109 | COM | 6,300 | $1,650,000 | thousands by filing date | call |
| Altria Group Inc | 02209S103 | COM | 33,100 | $1,635,000 | thousands by filing date | call |
| NETAPP INC COM | 64110D104 | Stock | 27,300 | $1,629,000 | thousands by filing date | put |
| INCYTE CORP COM | 45337C102 | Stock | 25,500 | $1,622,000 | thousands by filing date | put |
| SCANA CORP NEW | 80589M102 | COM | 33,623 | $1,607,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 64,300 | $1,606,000 | thousands by filing date | call |
| RAYTHEON CO | 755111507 | COM NEW | 10,458 | $1,604,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 2,500,000 | $1,592,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 9,800 | $1,581,000 | thousands by filing date | call |
| CELGENE CORP | 151020104 | COM | 24,670 | $1,581,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 12,300 | $1,558,000 | thousands by filing date | call |
| HERBALIFE LTD | G4412G101 | COM SHS | 26,400 | $1,556,000 | thousands by filing date | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-19-000596 | this filing | 2019-02-14 | acceptance time not in the bulk data set |