The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 968 4,116 SH   SOLE   4,116 0 0
3M CO COM 88579Y101 1,176 5,000 SH Call SOLE   5,000 0 0
3M CO COM 88579Y101 1,717 7,300 SH Put SOLE   7,300 0 0
ACORDA THERAPEUTICS INC COM 00484M106 818 38,200 SH Put SOLE   38,200 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 7,558 8,873,000 PRN   SOLE   8,873,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 3,454 2,500,000 PRN   SOLE   2,500,000 0 0
AETNA INC NEW COM 00817Y108 27,059 150,005 SH   SOLE   150,005 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 212 9,200 SH   SOLE   9,200 0 0
AKORN INC COM 009728106 6,800 211,000 SH   SOLE   211,000 0 0
AKORN INC COM 009728106 7,009 217,500 SH Put SOLE   217,500 0 0
ALARM COM HLDGS INC COM 011642105 249 6,600 SH   SOLE   6,600 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,448 20,000 SH Put SOLE   20,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 733 3,299 SH   SOLE   3,299 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 20,435 15,329,000 PRN   SOLE   15,329,000 0 0
ALPHABET INC CAP STK CL A 02079K305 105 100 SH   SOLE   100 0 0
ALPHABET INC CAP STK CL A 02079K305 1,369 1,300 SH Call SOLE   1,300 0 0
ALPHABET INC CAP STK CL A 02079K305 1,579 1,500 SH Put SOLE   1,500 0 0
ALPHABET INC CAP STK CL C 02079K107 1,135 1,085 SH   SOLE   1,085 0 0
ALPHABET INC CAP STK CL C 02079K107 9,416 9,000 SH Put SOLE   9,000 0 0
ALTABA INC COM 021346101 700 10,034 SH   SOLE   10,034 0 0
AMAZON COM INC COM 023135106 2,419 2,069 SH   SOLE   2,069 0 0
AMAZON COM INC COM 023135106 7,949 6,800 SH Put SOLE   6,800 0 0
AMETEK INC NEW COM 031100100 259 3,575 SH   SOLE   3,575 0 0
AMYRIS INC NOTE 6.500% 5/1 03236MAC5 2,620 4,000,000 PRN   SOLE   4,000,000 0 0
ANSYS INC COM 03662Q105 490 3,326 SH   SOLE   3,326 0 0
AON PLC SHS CL A G0408V102 615 4,591 SH   SOLE   4,591 0 0
APACHE CORP COM 037411105 642 15,220 SH   SOLE   15,220 0 0
APOLLO INVT CORP COM 03761U106 254 44,878 SH   SOLE   44,878 0 0
APPLE INC COM 037833100 459 2,718 SH   SOLE   2,718 0 0
APPLE INC COM 037833100 1,692 10,000 SH Call SOLE   10,000 0 0
APPLE INC COM 037833100 11,557 68,300 SH Put SOLE   68,300 0 0
ARCH CAP GROUP LTD ORD G0450A105 444 4,900 SH   SOLE   4,900 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 132 12,845 SH   SOLE   12,845 0 0
ARRIS INTL INC SHS G0551A103 282 11,000 SH   SOLE   11,000 0 0
ASSURED GUARANTY LTD COM G0585R106 839 24,773 SH   SOLE   24,773 0 0
AT&T INC COM 00206R102 2,027 52,146 SH   SOLE   52,146 0 0
AT&T INC COM 00206R102 30,251 778,200 SH Put SOLE   778,200 0 0
AT&T INC COM 00206R102 53,302 1,371,100 SH Call SOLE   1,371,100 0 0
ATHENE HLDG LTD CL A G0684D107 217 4,200 SH   SOLE   4,200 0 0
AUTONATION INC COM 05329W102 769 15,000 SH   SOLE   15,000 0 0
BALL CORP COM 058498106 251 6,645 SH   SOLE   6,645 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 309 11,100 SH Call SOLE   11,100 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 4,462 159,824 SH   SOLE   159,824 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 8,411 301,300 SH Put SOLE   301,300 0 0
BARCLAYS BK PLC IPSP CROIL ETN 06738C786 682 104,351 SH   SOLE   104,351 0 0
BECTON DICKINSON & CO COM 075887109 494 2,309 SH   SOLE   2,309 0 0
BELMOND LTD CL A G1154H107 187 15,335 SH   SOLE   15,335 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 118 600 SH Put SOLE   600 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,210 16,200 SH Call SOLE   16,200 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 274 7,500 SH   SOLE   7,500 0 0
BERRY GLOBAL GROUP INC COM 08579W103 597 10,181 SH   SOLE   10,181 0 0
BIG LOTS INC COM 089302103 578 10,300 SH   SOLE   10,300 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 11,213 11,000,000 PRN   SOLE   11,000,000 0 0
BLOCK H & R INC COM 093671105 422 16,097 SH   SOLE   16,097 0 0
BORGWARNER INC COM 099724106 260 5,100 SH   SOLE   5,100 0 0
BOSTON SCIENTIFIC CORP COM 101137107 375 15,165 SH   SOLE   15,165 0 0
BROADCOM LTD SHS Y09827109 386 1,503 SH   SOLE   1,503 0 0
BROADSOFT INC COM 11133B409 27 500 SH Call SOLE   500 0 0
BROADSOFT INC COM 11133B409 7,783 141,783 SH   SOLE   141,783 0 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 3,715 2,500,000 PRN   SOLE   2,500,000 0 0
BROOKDALE SR LIVING INC COM 112463104 300 30,972 SH   SOLE   30,972 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 22,955 22,941,000 PRN   SOLE   22,941,000 0 0
CAESARS ENTMT CORP COM 127686103 815 64,485 SH   SOLE   64,485 0 0
CALATLANTIC GROUP INC COM 128195104 14,796 262,400 SH   SOLE   262,400 0 0
CALGON CARBON CORP COM 129603106 10,423 489,400 SH Call SOLE   489,400 0 0
CALLON PETE CO DEL COM 13123X102 1,191 98,068 SH   SOLE   98,068 0 0
CALPINE CORP COM NEW 131347304 21,564 1,425,309 SH   SOLE   1,425,309 0 0
CARBO CERAMICS INC COM 140781105 509 50,000 SH   SOLE   50,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 424 6,400 SH   SOLE   6,400 0 0
CATERPILLAR INC DEL COM 149123101 4,065 25,800 SH Put SOLE   25,800 0 0
CATERPILLAR INC DEL COM 149123101 13,880 88,100 SH Call SOLE   88,100 0 0
CAVCO INDS INC DEL COM 149568107 290 1,903 SH   SOLE   1,903 0 0
CAVIUM INC COM 14964U108 3,353 40,000 SH   SOLE   40,000 0 0
CELGENE CORP COM 151020104 134 1,300 SH Put SOLE   1,300 0 0
CELGENE CORP COM 151020104 803 7,700 SH Call SOLE   7,700 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 23,343 22,500,000 PRN   SOLE   22,500,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 32,323 31,748,000 PRN   SOLE   31,748,000 0 0
CENTERPOINT ENERGY INC COM 15189T107 260 9,185 SH   SOLE   9,185 0 0
CENTERSTATE BK CORP COM 15201P109 288 11,200 SH   SOLE   11,200 0 0
CHEVRON CORP NEW COM 166764100 60 485 SH   SOLE   485 0 0
CHEVRON CORP NEW COM 166764100 738 5,900 SH Put SOLE   5,900 0 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 8,737 7,500,000 PRN   SOLE   7,500,000 0 0
CITIGROUP INC COM NEW 172967424 60,696 815,700 SH   SOLE   815,700 0 0
CITRIX SYS INC COM 177376100 440 5,000 SH Call SOLE   5,000 0 0
CITRIX SYS INC COM 177376100 9,856 112,000 SH   SOLE   112,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 2,743 2,500,000 PRN   SOLE   2,500,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 19,008 14,074,000 PRN   SOLE   14,074,000 0 0
COCA COLA CO COM 191216100 104 2,300 SH Call SOLE   2,300 0 0
COCA COLA CO COM 191216100 323 7,051 SH   SOLE   7,051 0 0
COCA COLA CO COM 191216100 875 19,100 SH Put SOLE   19,100 0 0
COMCAST CORP NEW CL A 20030N101 1 40 SH   SOLE   40 0 0
COMCAST CORP NEW CL A 20030N101 784 19,600 SH Put SOLE   19,600 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 14 2,000,000 SH   SOLE   2,000,000 0 0
CONCHO RES INC COM 20605P101 1,811 12,059 SH   SOLE   12,059 0 0
COPART INC COM 217204106 375 8,690 SH   SOLE   8,690 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 9,968 10,000,000 PRN   SOLE   10,000,000 0 0
CORNING INC COM 219350105 228 7,142 SH   SOLE   7,142 0 0
COSTAR GROUP INC COM 22160N109 386 1,300 SH   SOLE   1,300 0 0
CREDIT ACCEP CORP MICH COM 225310101 1,617 5,000 SH Put SOLE   5,000 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 1,361 10,126 SH   SOLE   10,126 0 0
CROWN HOLDINGS INC COM 228368106 624 11,101 SH   SOLE   11,101 0 0
CSX CORP COM 126408103 440 8,005 SH   SOLE   8,005 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 21,124 20,000,000 PRN   SOLE   20,000,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 10,040 8,500,000 PRN   SOLE   8,500,000 0 0
CULLEN FROST BANKERS INC COM 229899109 511 5,400 SH   SOLE   5,400 0 0
CUMMINS INC COM 231021106 370 2,100 SH   SOLE   2,100 0 0
CURRENCYSHARES CDN DLR TR CDN DOLLAR SHS 23129X105 2,355 30,000 SH   SOLE   30,000 0 0
CURRENCYSHARES EURO TR EURO SHS 23130C108 2,196 19,000 SH   SOLE   19,000 0 0
DARDEN RESTAURANTS INC COM 237194105 201 2,100 SH   SOLE   2,100 0 0
DARLING INGREDIENTS INC COM 237266101 241 13,298 SH   SOLE   13,298 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 242 4,400 SH   SOLE   4,400 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 2,032 25,000 SH   SOLE   25,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 2,544 3,000,000 PRN   SOLE   3,000,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 227 5,500 SH   SOLE   5,500 0 0
DIODES INC COM 254543101 318 11,101 SH   SOLE   11,101 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 4,234 200,000 SH Call SOLE   200,000 0 0
DISH NETWORK CORP CL A 25470M109 306 6,410 SH   SOLE   6,410 0 0
DISH NETWORK CORP CL A 25470M109 5,968 125,000 SH Call SOLE   125,000 0 0
DOLLAR GEN CORP NEW COM 256677105 762 8,200 SH   SOLE   8,200 0 0
DOLLAR TREE INC COM 256746108 367 3,420 SH   SOLE   3,420 0 0
DOMINOS PIZZA INC COM 25754A201 75 400 SH   SOLE   400 0 0
DOMINOS PIZZA INC COM 25754A201 4,724 25,000 SH Call SOLE   25,000 0 0
DOMINOS PIZZA INC COM 25754A201 4,724 25,000 SH Put SOLE   25,000 0 0
DORMAN PRODUCTS INC COM 258278100 330 5,400 SH   SOLE   5,400 0 0
DYNEGY INC NEW DEL COM 26817R108 3,566 301,000 SH   SOLE   301,000 0 0
DYNEGY INC NEW DEL COM 26817R108 4,530 382,300 SH Put SOLE   382,300 0 0
E L F BEAUTY INC COM 26856L103 892 40,000 SH   SOLE   40,000 0 0
EAGLE BANCORP INC MD COM 268948106 678 11,723 SH   SOLE   11,723 0 0
EAGLE MATERIALS INC COM 26969P108 373 3,300 SH   SOLE   3,300 0 0
EAST WEST BANCORP INC COM 27579R104 261 4,305 SH   SOLE   4,305 0 0
EATON CORP PLC SHS G29183103 885 11,203 SH   SOLE   11,203 0 0
ECO STIM ENERGY SOLUTIONS IN COM 27888D101 1,321 1,048,951 SH   SOLE   1,048,951 0 0
EL PASO ELEC CO COM NEW 283677854 539 9,739 SH   SOLE   9,739 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 1,196 50,000 SH Call SOLE   50,000 0 0
ENCORE CAP GROUP INC COM 292554102 231 5,501 SH   SOLE   5,501 0 0
ENTERGY CORP NEW COM 29364G103 360 4,425 SH   SOLE   4,425 0 0
ENVISION HEALTHCARE CORP COM 29414D100 293 8,500 SH Call SOLE   8,500 0 0
EOG RES INC COM 26875P101 356 3,300 SH   SOLE   3,300 0 0
EQT CORP COM 26884L109 307 5,400 SH   SOLE   5,400 0 0
EURONET WORLDWIDE INC COM 298736109 597 7,087 SH   SOLE   7,087 0 0
EXELON CORP COM 30161N101 458 11,623 SH   SOLE   11,623 0 0
EXLSERVICE HOLDINGS INC COM 302081104 742 12,311 SH   SOLE   12,311 0 0
EXONE CO COM 302104104 168 20,000 SH   SOLE   20,000 0 0
EXPEDITORS INTL WASH INC COM 302130109 232 3,600 SH   SOLE   3,600 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 190 13,300 SH   SOLE   13,300 0 0
EXXON MOBIL CORP COM 30231G102 8 100 SH Call SOLE   100 0 0
EXXON MOBIL CORP COM 30231G102 394 4,713 SH   SOLE   4,713 0 0
FACEBOOK INC CL A 30303M102 247 1,400 SH   SOLE   1,400 0 0
FACEBOOK INC CL A 30303M102 2,258 12,800 SH Call SOLE   12,800 0 0
FACEBOOK INC CL A 30303M102 10,002 56,700 SH Put SOLE   56,700 0 0
FEDERAL SIGNAL CORP COM 313855108 618 30,768 SH   SOLE   30,768 0 0
FEDEX CORP COM 31428X106 573 2,300 SH   SOLE   2,300 0 0
FIBROGEN INC COM 31572Q808 327 6,900 SH   SOLE   6,900 0 0
FIRST DATA CORP NEW COM CL A 32008D106 327 19,590 SH   SOLE   19,590 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 890 10,274 SH   SOLE   10,274 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 342 1,781 SH   SOLE   1,781 0 0
FLEX LTD ORD Y2573F102 269 15,006 SH   SOLE   15,006 0 0
FOOT LOCKER INC COM 344849104 503 10,730 SH   SOLE   10,730 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 471 6,882 SH   SOLE   6,882 0 0
FORWARD AIR CORP COM 349853101 344 6,000 SH   SOLE   6,000 0 0
FRANKS INTL N V COM N33462107 163 24,616 SH   SOLE   24,616 0 0
FS INVT CORP COM 302635107 438 59,600 SH   SOLE   59,600 0 0
FULLER H B CO COM 359694106 382 7,103 SH   SOLE   7,103 0 0
GARMIN LTD SHS H2906T109 228 3,832 SH   SOLE   3,832 0 0
GENERAC HLDGS INC COM 368736104 347 7,014 SH   SOLE   7,014 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 13,771 13,000,000 SH   SOLE   13,000,000 0 0
GENERAL DYNAMICS CORP COM 369550108 467 2,300 SH   SOLE   2,300 0 0
GENERAL ELECTRIC CO COM 369604103 138 8,000 SH Put SOLE   8,000 0 0
GENERAL ELECTRIC CO COM 369604103 333 19,107 SH   SOLE   19,107 0 0
GENERAL ELECTRIC CO COM 369604103 1,721 98,700 SH Call SOLE   98,700 0 0
GENERAL MTRS CO COM 37045V100 860 21,000 SH   SOLE   21,000 0 0
GILEAD SCIENCES INC COM 375558103 71 1,000 SH Call SOLE   1,000 0 0
GILEAD SCIENCES INC COM 375558103 150 2,100 SH Put SOLE   2,100 0 0
GILEAD SCIENCES INC COM 375558103 234 3,275 SH   SOLE   3,275 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 5,178 515,300 SH   SOLE   515,300 0 0
GLOBALSTAR INC COM 378973408 128 97,802 SH   SOLE   97,802 0 0
GNC HLDGS INC COM CL A 36191G107 187 51,000 SH Put SOLE   51,000 0 0
GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 881 2,000,000 PRN   SOLE   2,000,000 0 0
GOGO INC COM 38046C109 2,256 200,000 SH   SOLE   200,000 0 0
GRACE W R & CO DEL NEW COM 38388F108 736 10,500 SH   SOLE   10,500 0 0
GRANITE PT MTG TR INC NOTE 5.625%12/0 38741LAB3 22,443 22,500,000 PRN   SOLE   22,500,000 0 0
GREAT WESTN BANCORP INC COM 391416104 286 7,200 SH   SOLE   7,200 0 0
GREEN DOT CORP CL A 39304D102 427 7,100 SH   SOLE   7,100 0 0
GULFPORT ENERGY CORP COM NEW 402635304 137 10,755 SH   SOLE   10,755 0 0
HALLIBURTON CO COM 406216101 650 13,316 SH   SOLE   13,316 0 0
HALLIBURTON CO COM 406216101 1,466 30,000 SH Call SOLE   30,000 0 0
HALYARD HEALTH INC COM 40650V100 382 8,280 SH   SOLE   8,280 0 0
HERBALIFE LTD COM USD SHS G4412G101 20 300 SH   SOLE   300 0 0
HERBALIFE LTD COM USD SHS G4412G101 7,041 104,000 SH Put SOLE   104,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 24,179 24,000,000 PRN   SOLE   24,000,000 0 0
HEXCEL CORP NEW COM 428291108 345 5,583 SH   SOLE   5,583 0 0
HONEYWELL INTL INC COM 438516106 214 1,400 SH Put SOLE   1,400 0 0
HORMEL FOODS CORP COM 440452100 673 18,514 SH   SOLE   18,514 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 662 2,811 SH   SOLE   2,811 0 0
HUNTSMAN CORP COM 447011107 1,664 50,000 SH   SOLE   50,000 0 0
HUNTSMAN CORP COM 447011107 16,711 502,000 SH Put SOLE   502,000 0 0
ICON PLC SHS G4705A100 757 6,750 SH   SOLE   6,750 0 0
IMPAX LABORATORIES INC COM 45256B101 249 15,000 SH   SOLE   15,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 36,270 37,200,000 PRN   SOLE   37,200,000 0 0
INCYTE CORP COM 45337C102 255 2,700 SH   SOLE   2,700 0 0
INGERSOLL-RAND PLC SHS G47791101 222 2,500 SH   SOLE   2,500 0 0
INGEVITY CORP COM 45688C107 486 6,900 SH   SOLE   6,900 0 0
INTEL CORP COM 458140100 1,384 30,000 SH   SOLE   30,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 90,036 40,500,000 SH   SOLE   40,500,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 359 5,100 SH   SOLE   5,100 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 442 2,884 SH   SOLE   2,884 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 598 3,900 SH Put SOLE   3,900 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,603 23,500 SH Call SOLE   23,500 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 732 27,622 SH   SOLE   27,622 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 329 903 SH   SOLE   903 0 0
INVESCO LTD SHS G491BT108 798 21,856 SH   SOLE   21,856 0 0
IQVIA HLDGS INC COM 46266C105 1,037 10,600 SH   SOLE   10,600 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 16,856 14,500,000 PRN   SOLE   14,500,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 4,065 325,000 SH   SOLE   325,000 0 0
ISHARES INC MSCI STH KOR ETF 464286772 7 100 SH Put SOLE   100 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 1,497 37,010 SH   SOLE   37,010 0 0
ISHARES INC MSCI CHILE ETF 464286640 4,433 85,000 SH   SOLE   85,000 0 0
ISHARES INC MSCI EURZONE ETF 464286608 4,274 98,526 SH   SOLE   98,526 0 0
ISHARES INC MSCI FRANCE ETF 464286707 2,547 81,598 SH   SOLE   81,598 0 0
ISHARES INC MSCI FRNTR100ETF 464286145 3,464 104,614 SH   SOLE   104,614 0 0
ISHARES INC MSCI GERMANY ETF 464286806 4,495 136,153 SH   SOLE   136,153 0 0
ISHARES INC MSCI ITALY ETF 46434G830 3,184 104,618 SH   SOLE   104,618 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 1,530 25,531 SH   SOLE   25,531 0 0
ISHARES INC MSCI MEXICO ETF 464286822 1,945 39,461 SH   SOLE   39,461 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 721 27,810 SH   SOLE   27,810 0 0
ISHARES INC MSCI SPAIN ETF 464286764 1,670 50,963 SH   SOLE   50,963 0 0
ISHARES INC MSCI STH KOR ETF 464286772 666 8,894 SH   SOLE   8,894 0 0
ISHARES INC MSCI STH KOR ETF 464286772 23,445 312,900 SH Call SOLE   312,900 0 0
ISHARES INC MSCI SWEDEN ETF 464286756 231 6,838 SH   SOLE   6,838 0 0
ISHARES INC MSCI SWITZERLAND 464286749 347 9,775 SH   SOLE   9,775 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 1,753 48,438 SH   SOLE   48,438 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 6,932 82,680 SH   SOLE   82,680 0 0
ISHARES TR 20 YR TR BD ETF 464287432 18,394 145,000 SH   SOLE   145,000 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 20,978 454,400 SH Put SOLE   454,400 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 31,395 680,000 SH Call SOLE   680,000 0 0
ISHARES TR CORE S&P MCP ETF 464287507 2,664 14,041 SH   SOLE   14,041 0 0
ISHARES TR CORE US AGGBD ET 464287226 2,614 23,913 SH   SOLE   23,913 0 0
ISHARES TR IBOXX HI YD ETF 464288513 436 5,000 SH   SOLE   5,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 11,883 136,200 SH Put SOLE   136,200 0 0
ISHARES TR IBOXX INV CP ETF 464287242 2,614 21,508 SH   SOLE   21,508 0 0
ISHARES TR MSCI EAFE ETF 464287465 10,546 150,000 SH Put SOLE   150,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 14,959 212,772 SH   SOLE   212,772 0 0
ISHARES TR MSCI EAFE ETF 464287465 42,354 602,400 SH Call SOLE   602,400 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 113,088 2,400,000 SH Put SOLE   2,400,000 0 0
ISHARES TR RUS 1000 ETF 464287622 225 1,518 SH   SOLE   1,518 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,381 15,620 SH   SOLE   15,620 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 275,571 1,807,500 SH Put SOLE   1,807,500 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 1,358 8,591 SH   SOLE   8,591 0 0
ISHARES TR SELECT DIVID ETF 464287168 3,669 37,229 SH   SOLE   37,229 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 646 9,800 SH   SOLE   9,800 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 10,024 10,000,000 PRN   SOLE   10,000,000 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 254 2,300 SH   SOLE   2,300 0 0
JOHNSON & JOHNSON COM 478160104 4,274 30,600 SH Put SOLE   30,600 0 0
JOHNSON & JOHNSON COM 478160104 44,391 317,718 SH   SOLE   317,718 0 0
JPMORGAN CHASE & CO COM 46625H100 4,554 42,600 SH Put SOLE   42,600 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 273 2,600 SH   SOLE   2,600 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 640 15,406 SH   SOLE   15,406 0 0
KINDER MORGAN INC DEL COM 49456B101 334 18,525 SH   SOLE   18,525 0 0
KINDER MORGAN INC DEL COM 49456B101 903 50,000 SH Put SOLE   50,000 0 0
KNOWLES CORP COM 49926D109 391 26,705 SH   SOLE   26,705 0 0
KOSMOS ENERGY LTD SHS G5315B107 185 27,127 SH   SOLE   27,127 0 0
KRAFT HEINZ CO COM 500754106 676 8,700 SH   SOLE   8,700 0 0
KROGER CO COM 501044101 368 13,441 SH   SOLE   13,441 0 0
LA Z BOY INC COM 505336107 316 10,145 SH   SOLE   10,145 0 0
LANCASTER COLONY CORP COM 513847103 361 2,800 SH   SOLE   2,800 0 0
LEUCADIA NATL CORP COM 527288104 509 19,231 SH   SOLE   19,231 0 0
LHC GROUP INC COM 50187A107 397 6,487 SH   SOLE   6,487 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 355 2,599 SH   SOLE   2,599 0 0
LILIS ENERGY INC COM NEW 532403201 327 63,996 SH   SOLE   63,996 0 0
LITHIA MTRS INC CL A 536797103 420 3,698 SH   SOLE   3,698 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 482 11,346 SH   SOLE   11,346 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 9,717 7,500,000 PRN   SOLE   7,500,000 0 0
LUMENTUM HLDGS INC COM 55024U109 239 4,899 SH   SOLE   4,899 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 1,797 28,000 SH   SOLE   28,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 7,703 120,000 SH Put SOLE   120,000 0 0
MANITOWOC CO INC COM NEW 563571405 219 5,581 SH   SOLE   5,581 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 509 3,769 SH   SOLE   3,769 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,446 114,000 SH Call SOLE   114,000 0 0
MASIMO CORP COM 574795100 245 2,900 SH   SOLE   2,900 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 209 4,000 SH   SOLE   4,000 0 0
MB FINANCIAL INC NEW COM 55264U108 369 8,300 SH   SOLE   8,300 0 0
MCDERMOTT INTL INC COM 580037109 99 15,107 SH   SOLE   15,107 0 0
MCDERMOTT INTL INC COM 580037109 2,304 350,200 SH Call SOLE   350,200 0 0
MCDONALDS CORP COM 580135101 33,047 192,000 SH   SOLE   192,000 0 0
MCGRATH RENTCORP COM 580589109 326 6,956 SH   SOLE   6,956 0 0
MEDICINES CO COM 584688105 683 25,000 SH Put SOLE   25,000 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 15,255 14,435,000 PRN   SOLE   14,435,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 22,262 24,215,000 PRN   SOLE   24,215,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 11,600 10,000,000 PRN   SOLE   10,000,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 46,154 18,411,000 PRN   SOLE   18,411,000 0 0
MERITOR INC COM 59001K100 260 11,100 SH   SOLE   11,100 0 0
METLIFE INC COM 59156R108 1,095 21,659 SH   SOLE   21,659 0 0
MGIC INVT CORP WIS COM 552848103 276 19,600 SH   SOLE   19,600 0 0
MGM RESORTS INTERNATIONAL COM 552953101 414 12,400 SH   SOLE   12,400 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 452 7,191 SH   SOLE   7,191 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 8,524 5,000,000 PRN   SOLE   5,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 439 10,700 SH   SOLE   10,700 0 0
MICROSOFT CORP COM 594918104 2,744 32,100 SH Call SOLE   32,100 0 0
MICROSOFT CORP COM 594918104 8,346 97,600 SH Put SOLE   97,600 0 0
MICROSTRATEGY INC CL A NEW 594972408 220 1,681 SH   SOLE   1,681 0 0
MOHAWK INDS INC COM 608190104 469 1,700 SH   SOLE   1,700 0 0
MONSANTO CO NEW COM 61166W101 17,517 150,000 SH   SOLE   150,000 0 0
MONSANTO CO NEW COM 61166W101 34,450 295,000 SH Call SOLE   295,000 0 0
MOODYS CORP COM 615369105 430 2,918 SH   SOLE   2,918 0 0
MORGAN STANLEY COM NEW 617446448 290 5,530 SH   SOLE   5,530 0 0
NATIONAL INSTRS CORP COM 636518102 836 20,099 SH   SOLE   20,099 0 0
NAVISTAR INTL CORP NEW COM 63934E108 90 2,100 SH   SOLE   2,100 0 0
NAVISTAR INTL CORP NEW COM 63934E108 3,952 92,200 SH Put SOLE   92,200 0 0
NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934EAQ1 15,534 15,000,000 PRN   SOLE   15,000,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 26,613 24,500,000 PRN   SOLE   24,500,000 0 0
NEKTAR THERAPEUTICS COM 640268108 394 6,600 SH   SOLE   6,600 0 0
NETFLIX INC COM 64110L106 268 1,400 SH   SOLE   1,400 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 501 6,469 SH   SOLE   6,469 0 0
NEWFIELD EXPL CO COM 651290108 4,801 152,272 SH   SOLE   152,272 0 0
NOBLE CORP PLC SHS USD G65431101 342 75,700 SH   SOLE   75,700 0 0
NOBLE ENERGY INC COM 655044105 491 16,850 SH   SOLE   16,850 0 0
NORDSON CORP COM 655663102 234 1,600 SH   SOLE   1,600 0 0
NORTHROP GRUMMAN CORP COM 666807102 309 1,008 SH   SOLE   1,008 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 399 7,500 SH   SOLE   7,500 0 0
NOVANTA INC COM 67000B104 352 7,052 SH   SOLE   7,052 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 236 500,000 PRN   SOLE   500,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 654 40,000 SH   SOLE   40,000 0 0
NUTANIX INC CL A 67059N108 620 17,600 SH   SOLE   17,600 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 5,887 5,000,000 PRN   SOLE   5,000,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 10,548 90,100 SH Call SOLE   90,100 0 0
NXP SEMICONDUCTORS N V COM N6596X109 93,461 798,200 SH   SOLE   798,200 0 0
OGE ENERGY CORP COM 670837103 395 12,021 SH   SOLE   12,021 0 0
OLD NATL BANCORP IND COM 680033107 198 11,400 SH   SOLE   11,400 0 0
OLIN CORP COM PAR $1 680665205 273 7,700 SH   SOLE   7,700 0 0
ONEOK INC NEW COM 682680103 455 8,529 SH   SOLE   8,529 0 0
OPKO HEALTH INC COM 68375N103 144 29,500 SH   SOLE   29,500 0 0
ORACLE CORP COM 68389X105 429 9,100 SH Call SOLE   9,100 0 0
ORACLE CORP COM 68389X105 1,413 29,900 SH Put SOLE   29,900 0 0
ORBITAL ATK INC COM 68557N103 9,858 74,972 SH   SOLE   74,972 0 0
OSI SYSTEMS INC COM 671044105 519 8,066 SH   SOLE   8,066 0 0
PACIFIC PREMIER BANCORP COM 69478X105 468 11,720 SH   SOLE   11,720 0 0
PARSLEY ENERGY INC CL A 701877102 2,007 68,189 SH   SOLE   68,189 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 21,141 20,740,000 PRN   SOLE   20,740,000 0 0
PATTERSON UTI ENERGY INC COM 703481101 194 8,444 SH   SOLE   8,444 0 0
PATTERSON UTI ENERGY INC COM 703481101 540 23,500 SH Call SOLE   23,500 0 0
PAYLOCITY HLDG CORP COM 70438V106 202 4,300 SH   SOLE   4,300 0 0
PENUMBRA INC COM 70975L107 207 2,207 SH   SOLE   2,207 0 0
PERRIGO CO PLC SHS G97822103 296 3,403 SH   SOLE   3,403 0 0
PFIZER INC COM 717081103 1 34 SH   SOLE   34 0 0
PFIZER INC COM 717081103 517 14,300 SH Put SOLE   14,300 0 0
PHILIP MORRIS INTL INC COM 718172109 253 2,400 SH   SOLE   2,400 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 127 12,814 SH   SOLE   12,814 0 0
PNM RES INC COM 69349H107 252 6,254 SH   SOLE   6,254 0 0
POST HLDGS INC COM 737446104 902 11,393 SH   SOLE   11,393 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 35,058 225,080 SH   SOLE   225,080 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 233,640 1,500,000 SH Put SOLE   1,500,000 0 0
PPG INDS INC COM 693506107 619 5,300 SH   SOLE   5,300 0 0
PPL CORP COM 69351T106 232 7,500 SH   SOLE   7,500 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 12,431 9,000,000 PRN   SOLE   9,000,000 0 0
PRICESMART INC COM 741511109 229 2,660 SH   SOLE   2,660 0 0
PROOFPOINT INC COM 743424103 201 2,272 SH   SOLE   2,272 0 0
PTC INC COM 69370C100 744 12,259 SH   SOLE   12,259 0 0
QUALCOMM INC COM 747525103 3,201 50,009 SH   SOLE   50,009 0 0
QUALCOMM INC COM 747525103 6,618 103,400 SH Call SOLE   103,400 0 0
QUEST DIAGNOSTICS INC COM 74834L100 413 4,200 SH   SOLE   4,200 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 151 12,897 SH   SOLE   12,897 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 6,619 7,000,000 PRN   SOLE   7,000,000 0 0
RAMBUS INC DEL COM 750917106 152 10,698 SH   SOLE   10,698 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 14,590 14,500,000 PRN   SOLE   14,500,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 19,350 20,000,000 PRN   SOLE   20,000,000 0 0
REGENERON PHARMACEUTICALS COM 75886F107 412 1,096 SH   SOLE   1,096 0 0
RH COM 74967X103 129 1,500 SH   SOLE   1,500 0 0
RH COM 74967X103 5,316 61,700 SH Put SOLE   61,700 0 0
RITE AID CORP COM 767754104 197 100,000 SH   SOLE   100,000 0 0
RITE AID CORP COM 767754104 2,462 1,250,000 SH Call SOLE   1,250,000 0 0
ROCKWELL COLLINS INC COM 774341101 61,029 450,000 SH   SOLE   450,000 0 0
ROPER TECHNOLOGIES INC COM 776696106 368 1,422 SH   SOLE   1,422 0 0
ROSS STORES INC COM 778296103 249 3,108 SH   SOLE   3,108 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 959 8,047 SH   SOLE   8,047 0 0
RUSH ENTERPRISES INC CL A 781846209 273 5,386 SH   SOLE   5,386 0 0
SANDY SPRING BANCORP INC COM 800363103 241 6,200 SH   SOLE   6,200 0 0
SANMINA CORPORATION COM 801056102 490 14,878 SH   SOLE   14,878 0 0
SCHLUMBERGER LTD COM 806857108 2,157 32,010 SH   SOLE   32,010 0 0
SCHLUMBERGER LTD COM 806857108 4,043 60,000 SH Call SOLE   60,000 0 0
SCHLUMBERGER LTD COM 806857108 7,352 109,100 SH Put SOLE   109,100 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 323 4,220 SH   SOLE   4,220 0 0
SCORPIO TANKERS INC SHS Y7542C106 114 37,660 SH   SOLE   37,660 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 9,391 110,000 SH   SOLE   110,000 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 17,272 202,300 SH Call SOLE   202,300 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 257 3,561 SH   SOLE   3,561 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3,515 35,617 SH   SOLE   35,617 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 3,326 58,470 SH   SOLE   58,470 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 8,533 150,000 SH Call SOLE   150,000 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 8,533 150,000 SH Put SOLE   150,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3,147 59,756 SH   SOLE   59,756 0 0
SEMPRA ENERGY COM 816851109 823 7,700 SH   SOLE   7,700 0 0
SERVICE CORP INTL COM 817565104 459 12,300 SH   SOLE   12,300 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 235 4,600 SH   SOLE   4,600 0 0
SIRIUS XM HLDGS INC COM 82968B103 121 22,607 SH   SOLE   22,607 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 683 7,200 SH   SOLE   7,200 0 0
SMUCKER J M CO COM NEW 832696405 273 2,200 SH   SOLE   2,200 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 33,332 33,500,000 PRN   SOLE   33,500,000 0 0
SONOCO PRODS CO COM 835495102 201 3,800 SH   SOLE   3,800 0 0
SOUTH ST CORP COM 840441109 387 4,443 SH   SOLE   4,443 0 0
SOUTHERN CO COM 842587107 349 7,267 SH   SOLE   7,267 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 302 3,758 SH   SOLE   3,758 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 12,365 100,000 SH Call SOLE   100,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 16,121 130,377 SH   SOLE   130,377 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 23,207 187,700 SH Put SOLE   187,700 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 9,429 231,633 SH   SOLE   231,633 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 800 3,000 SH Call SOLE   3,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 25,350 95,000 SH Put SOLE   95,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 526,400 1,972,571 SH   SOLE   1,972,571 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 0 1 SH   SOLE   1 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 2,342 63,796 SH   SOLE   63,796 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 9,819 270,000 SH Put SOLE   270,000 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 10,910 300,000 SH Call SOLE   300,000 0 0
SPLUNK INC COM 848637104 704 8,500 SH   SOLE   8,500 0 0
STARBUCKS CORP COM 855244109 435 7,576 SH   SOLE   7,576 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 5,616 5,500,000 PRN   SOLE   5,500,000 0 0
STERLING BANCORP DEL COM 85917A100 403 16,400 SH   SOLE   16,400 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 362 20,200 SH Call SOLE   20,200 0 0
SUMMIT MATLS INC CL A 86614U100 292 9,300 SH   SOLE   9,300 0 0
SYNOPSYS INC COM 871607107 724 8,500 SH   SOLE   8,500 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 743 6,777 SH   SOLE   6,777 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 303 2,900 SH   SOLE   2,900 0 0
TCP CAP CORP COM 87238Q103 492 32,238 SH   SOLE   32,238 0 0
TE CONNECTIVITY LTD REG SHS H84989104 513 5,398 SH   SOLE   5,398 0 0
TESLA INC COM 88160R101 934 3,000 SH   SOLE   3,000 0 0
TESLA INC COM 88160R101 32,223 103,500 SH Put SOLE   103,500 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 23,278 22,000,000 PRN   SOLE   22,000,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 37,931 35,000,000 PRN   SOLE   35,000,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 1,893 99,900 SH Call SOLE   99,900 0 0
THERAPEUTICSMD INC COM 88338N107 608 100,800 SH   SOLE   100,800 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 208 1,100 SH   SOLE   1,100 0 0
THIRD PT REINS LTD COM G8827U100 635 43,346 SH   SOLE   43,346 0 0
THOR INDS INC COM 885160101 271 1,800 SH   SOLE   1,800 0 0
TIME WARNER INC COM NEW 887317303 22,387 244,750 SH   SOLE   244,750 0 0
TIME WARNER INC COM NEW 887317303 51,222 560,000 SH Call SOLE   560,000 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 4,077 69,600 SH Put SOLE   69,600 0 0
TRANSOCEAN LTD REG SHS H8817H100 395 36,989 SH   SOLE   36,989 0 0
TRI POINTE GROUP INC COM 87265H109 413 23,089 SH   SOLE   23,089 0 0
TRIBUNE MEDIA CO CL A 896047503 10,276 241,969 SH   SOLE   241,969 0 0
TRONOX LTD SHS CL A Q9235V101 4,307 210,000 SH Put SOLE   210,000 0 0
TRONOX LTD SHS CL A Q9235V101 5,287 257,800 SH   SOLE   257,800 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 6,814 197,341 SH   SOLE   197,341 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 21,237 20,000,000 PRN   SOLE   20,000,000 0 0
TYSON FOODS INC CL A 902494103 267 3,300 SH   SOLE   3,300 0 0
U S SILICA HLDGS INC COM 90346E103 250 7,700 SH   SOLE   7,700 0 0
UNION PAC CORP COM 907818108 1,809 13,500 SH Put SOLE   13,500 0 0
UNISYS CORP COM NEW 909214306 290 35,700 SH Put SOLE   35,700 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 11,950 10,500,000 PRN   SOLE   10,500,000 0 0
UNIT CORP COM 909218109 204 9,302 SH   SOLE   9,302 0 0
UNITED PARCEL SERVICE INC CL B 911312106 479 4,022 SH   SOLE   4,022 0 0
VAIL RESORTS INC COM 91879Q109 934 4,400 SH   SOLE   4,400 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 207 10,000 SH Call SOLE   10,000 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 727 35,000 SH   SOLE   35,000 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,024 49,300 SH Put SOLE   49,300 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 216 4,612 SH   SOLE   4,612 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 0 1 SH   SOLE   1 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 1,278 55,000 SH Put SOLE   55,000 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 17,989 774,100 SH Call SOLE   774,100 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 512 24,165 SH   SOLE   24,165 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 11,247 115,000 SH Put SOLE   115,000 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 2,614 32,057 SH   SOLE   32,057 0 0
VECTOR GROUP LTD COM 92240M108 409 18,300 SH   SOLE   18,300 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 30,174 19,000,000 SH   SOLE   19,000,000 0 0
VERISK ANALYTICS INC COM 92345Y106 240 2,507 SH   SOLE   2,507 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 7,000 7,000,000 PRN   SOLE   7,000,000 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 387 18,672 SH   SOLE   18,672 0 0
VISTRA ENERGY CORP COM 92840M102 1,194 65,200 SH   SOLE   65,200 0 0
WABCO HLDGS INC COM 92927K102 1,056 7,362 SH   SOLE   7,362 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 208 2,874 SH   SOLE   2,874 0 0
WAL-MART STORES INC COM 931142103 944 9,563 SH   SOLE   9,563 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 288 69,093 SH   SOLE   69,093 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 370 3,760 SH   SOLE   3,760 0 0
WESTERN ALLIANCE BANCORP COM 957638109 271 4,800 SH   SOLE   4,800 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 39,405 42,600,000 PRN   SOLE   42,600,000 0 0
WSFS FINL CORP COM 929328102 430 9,002 SH   SOLE   9,002 0 0
XILINX INC COM 983919101 229 3,400 SH   SOLE   3,400 0 0
YEXT INC COM 98585N106 329 27,400 SH   SOLE   27,400 0 0
YUM BRANDS INC COM 988498101 502 6,155 SH   SOLE   6,155 0 0
YUM CHINA HLDGS INC COM 98850P109 336 8,400 SH   SOLE   8,400 0 0
ZYNGA INC CL A 98986T108 91 22,973 SH   SOLE   22,973 0 0