The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 | 220 | 1,000 | SH | Put | SOLE | 1,000 | 0 | 0 | |
3M CO | COM | 88579Y101 | 142 | 646 | SH | SOLE | 646 | 0 | 0 | ||
ABLYNX NV | SPONSORED ADR | 00372Y105 | 906 | 16,613 | SH | SOLE | 16,613 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | COM | 00484M106 | 903 | 38,200 | SH | Put | SOLE | 38,200 | 0 | 0 | |
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 7,195 | 7,873,000 | SH | SOLE | 7,873,000 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 58,203 | 344,394 | SH | SOLE | 344,394 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 34,696 | 205,300 | SH | Put | SOLE | 205,300 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 994 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
AKORN INC | COM | 009728106 | 1,911 | 102,163 | SH | SOLE | 102,163 | 0 | 0 | ||
AKORN INC | COM | 009728106 | 1,871 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
ALCOA CORP | COM | 013872106 | 2,087 | 46,423 | SH | SOLE | 46,423 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 1,468 | 8,000 | SH | Call | SOLE | 8,000 | 0 | 0 | |
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 18,648 | 101,600 | SH | Put | SOLE | 101,600 | 0 | 0 | |
ALLERGAN PLC | SHS | G0177J108 | 1,000 | 5,941 | SH | SOLE | 5,941 | 0 | 0 | ||
ALLERGAN PLC | SHS | G0177J108 | 6,732 | 40,000 | SH | Put | SOLE | 40,000 | 0 | 0 | |
ALMOST FAMILY INC | COM | 020409108 | 2,465 | 44,014 | SH | SOLE | 44,014 | 0 | 0 | ||
ALON USA ENERGY INC | NOTE 3.000% 9/1 | 020520AB8 | 39,732 | 25,991,000 | SH | SOLE | 25,991,000 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 933 | 900 | SH | Put | SOLE | 900 | 0 | 0 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 381 | 367 | SH | SOLE | 367 | 0 | 0 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 12,691 | 12,300 | SH | Call | SOLE | 12,300 | 0 | 0 | |
ALPHABET INC | CAP STK CL C | 02079K107 | 28,606 | 27,725 | SH | SOLE | 27,725 | 0 | 0 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 178,190 | 172,700 | SH | Put | SOLE | 172,700 | 0 | 0 | |
ALTABA INC | COM | 021346101 | 34,143 | 461,137 | SH | SOLE | 461,137 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 621 | 9,960 | SH | SOLE | 9,960 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 1,496 | 24,000 | SH | Put | SOLE | 24,000 | 0 | 0 | |
AMAZON COM INC | COM | 023135106 | 94,656 | 65,400 | SH | Call | SOLE | 65,400 | 0 | 0 | |
AMAZON COM INC | COM | 023135106 | 139,379 | 96,300 | SH | Put | SOLE | 96,300 | 0 | 0 | |
AMGEN INC | COM | 031162100 | 76 | 448 | SH | SOLE | 448 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 153 | 900 | SH | Put | SOLE | 900 | 0 | 0 | |
AMTRUST FINL SVCS INC | COM | 032359309 | 2,957 | 240,192 | SH | SOLE | 240,192 | 0 | 0 | ||
AMYRIS INC | NOTE 6.500% 5/1 | 03236MAC5 | 3,702 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 34,445 | 205,300 | SH | Call | SOLE | 205,300 | 0 | 0 | |
APPLE INC | COM | 037833100 | 130,097 | 775,400 | SH | Put | SOLE | 775,400 | 0 | 0 | |
APPLE INC | COM | 037833100 | 34,485 | 205,536 | SH | SOLE | 205,536 | 0 | 0 | ||
APPTIO INC | CL A | 03835C108 | 836 | 29,500 | SH | SOLE | 29,500 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 15,825 | 443,900 | SH | Call | SOLE | 443,900 | 0 | 0 | |
AT&T INC | COM | 00206R102 | 8,905 | 249,800 | SH | Put | SOLE | 249,800 | 0 | 0 | |
AVISTA CORP | COM | 05379B107 | 4,579 | 89,337 | SH | SOLE | 89,337 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 314 | 10,455 | SH | SOLE | 10,455 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 717 | 23,900 | SH | Put | SOLE | 23,900 | 0 | 0 | |
BARCLAYS BK PLC | IPATH S&P500 VIX | 06746L422 | 36,467 | 770,800 | SH | Call | SOLE | 770,800 | 0 | 0 | |
BARCLAYS BK PLC | IPATH S&P500 VIX | 06746L422 | 27,369 | 578,500 | SH | Put | SOLE | 578,500 | 0 | 0 | |
BARCLAYS BK PLC | IPSP CROIL ETN | 06738C786 | 286 | 39,068 | SH | SOLE | 39,068 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 527 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
BLACKHAWK NETWORK HLDGS INC | COM | 09238e104 | 12,019 | 268,881 | SH | SOLE | 268,881 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 10,858 | 11,000,000 | SH | SOLE | 11,000,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 3,948 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
BLUE BUFFALO PET PRODS INC | COM | 09531U102 | 5,337 | 134,053 | SH | SOLE | 134,053 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 393 | 1,200 | SH | Put | SOLE | 1,200 | 0 | 0 | |
BOEING CO | COM | 097023105 | 205 | 626 | SH | SOLE | 626 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 33 | 100 | SH | Call | SOLE | 100 | 0 | 0 | |
BOOKING HLDGS INC | COM | 09857L108 | 9,813 | 4,717 | SH | SOLE | 4,717 | 0 | 0 | ||
BOOKING HLDGS INC | COM | 09857L108 | 4,993 | 2,400 | SH | Put | SOLE | 2,400 | 0 | 0 | |
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 155 | 2,453 | SH | SOLE | 2,453 | 0 | 0 | ||
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 335 | 5,300 | SH | Put | SOLE | 5,300 | 0 | 0 | |
BROADCOM LTD | SHS | Y09827109 | 7,238 | 30,717 | SH | SOLE | 30,717 | 0 | 0 | ||
BROOKDALE SR LIVING INC | COM | 112463104 | 208 | 30,972 | SH | SOLE | 30,972 | 0 | 0 | ||
BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463AA2 | 24,972 | 24,941,000 | SH | SOLE | 24,941,000 | 0 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 7,394 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
C H ROBINSON WORLDWIDE INC | COM NEW | 12541W209 | 2,615 | 27,900 | SH | Call | SOLE | 27,900 | 0 | 0 | |
CALLON PETE CO DEL | COM | 13123X102 | 904 | 68,268 | SH | SOLE | 68,268 | 0 | 0 | ||
CAPELLA EDUCATION COMPANY | COM | 139594105 | 2,160 | 24,730 | SH | SOLE | 24,730 | 0 | 0 | ||
CATERPILLAR INC DEL | COM | 149123101 | 1,487 | 10,091 | SH | SOLE | 10,091 | 0 | 0 | ||
CATERPILLAR INC DEL | COM | 149123101 | 1,577 | 10,700 | SH | Call | SOLE | 10,700 | 0 | 0 | |
CATERPILLAR INC DEL | COM | 149123101 | 3,743 | 25,400 | SH | Put | SOLE | 25,400 | 0 | 0 | |
CAVIUM INC | COM | 14964U108 | 7,664 | 96,554 | SH | SOLE | 96,554 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 13,858 | 16,000,000 | SH | SOLE | 16,000,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 61 | 537 | SH | SOLE | 537 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 171 | 1,500 | SH | Call | SOLE | 1,500 | 0 | 0 | |
CHEVRON CORP NEW | COM | 166764100 | 376 | 3,300 | SH | Put | SOLE | 3,300 | 0 | 0 | |
CHICAGO BRIDGE & IRON CO N V | COM | 167250109 | 2,089 | 145,084 | SH | SOLE | 145,084 | 0 | 0 | ||
CHICAGO BRIDGE & IRON CO N V | COM | 167250109 | 1,591 | 110,500 | SH | Put | SOLE | 110,500 | 0 | 0 | |
CIENA CORP | NOTE 3.750%10/1 | 171779AJ0 | 13,091 | 9,910,000 | SH | SOLE | 9,910,000 | 0 | 0 | ||
CIGNA CORPORATION | COM | 125509109 | 8,387 | 50,000 | SH | Call | SOLE | 50,000 | 0 | 0 | |
CITIGROUP INC | COM NEW | 172967424 | 165 | 2,441 | SH | SOLE | 2,441 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 270 | 4,000 | SH | Put | SOLE | 4,000 | 0 | 0 | |
CITRIX SYS INC | COM | 177376100 | 464 | 5,000 | SH | Call | SOLE | 5,000 | 0 | 0 | |
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 8,653 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
CLIFTON BANCORP INC | COM | 186873105 | 198 | 12,654 | SH | SOLE | 12,654 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464AB6 | 6,483 | 5,574,000 | SH | SOLE | 5,574,000 | 0 | 0 | ||
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 1,594 | 19,800 | SH | Put | SOLE | 19,800 | 0 | 0 | |
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 2,504 | 31,100 | SH | Call | SOLE | 31,100 | 0 | 0 | |
COMCAST CORP NEW | CL A | 20030N101 | 475 | 13,900 | SH | Put | SOLE | 13,900 | 0 | 0 | |
COMCAST CORP NEW | CL A | 20030N101 | 265 | 7,754 | SH | SOLE | 7,754 | 0 | 0 | ||
COMMERCEHUB INC | COM SER A | 20084V108 | 1,741 | 77,366 | SH | SOLE | 77,366 | 0 | 0 | ||
COMMUNITY HEALTH SYS INC NEW | RIGHT 99/99/9999 | 203668116 | 23 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
CONCHO RES INC | COM | 20605P101 | 2,556 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 20,005 | 20,000,000 | SH | SOLE | 20,000,000 | 0 | 0 | ||
CREDIT ACCEP CORP MICH | COM | 225310101 | 1,652 | 5,000 | SH | Put | SOLE | 5,000 | 0 | 0 | |
CSRA INC | COM | 12650T104 | 4,936 | 119,713 | SH | SOLE | 119,713 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 24,400 | 20,000,000 | SH | SOLE | 20,000,000 | 0 | 0 | ||
CURRENCYSHARES CDN DLR TR | CDN DOLLAR SHS | 23129X105 | 218 | 2,843 | SH | SOLE | 2,843 | 0 | 0 | ||
CURRENCYSHARES EURO TR | EURO SHS | 23130C108 | 2,248 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
CURRENCYSHS JAPANESE YEN TR | JAPANESE YEN | 23130A102 | 1,352 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 6,589 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 1,838 | 25,100 | SH | Call | SOLE | 25,100 | 0 | 0 | |
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 8,756 | 119,600 | SH | Put | SOLE | 119,600 | 0 | 0 | |
DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 2,444 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 119 | 1,188 | SH | SOLE | 1,188 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 261 | 2,600 | SH | Put | SOLE | 2,600 | 0 | 0 | |
DOWDUPONT INC | COM | 26078J100 | 27,542 | 432,300 | SH | Call | SOLE | 432,300 | 0 | 0 | |
DOWDUPONT INC | COM | 26078J100 | 3 | 52 | SH | SOLE | 52 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC | COM | 26138e109 | 29,607 | 250,100 | SH | Call | SOLE | 250,100 | 0 | 0 | |
DST SYS INC DEL | COM | 233326107 | 20,372 | 243,537 | SH | SOLE | 243,537 | 0 | 0 | ||
DYNEGY INC NEW DEL | COM | 26817R108 | 2,865 | 211,940 | SH | SOLE | 211,940 | 0 | 0 | ||
ECO STIM ENERGY SOLUTIONS IN | COM | 27888D101 | 1,001 | 1,053,709 | SH | SOLE | 1,053,709 | 0 | 0 | ||
ENSCO PLC | SHS CLASS A | G3157S106 | 188 | 42,800 | SH | SOLE | 42,800 | 0 | 0 | ||
ETSY INC | COM | 29786A106 | 906 | 32,300 | SH | SOLE | 32,300 | 0 | 0 | ||
EXACT SCIENCES CORP | DBCV 1.000% 1/1 | 30063PAA3 | 8,934 | 10,000,000 | SH | SOLE | 10,000,000 | 0 | 0 | ||
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 2,857 | 41,360 | SH | SOLE | 41,360 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 179 | 2,400 | SH | Call | SOLE | 2,400 | 0 | 0 | |
EXXON MOBIL CORP | COM | 30231G102 | 1,462 | 19,600 | SH | Put | SOLE | 19,600 | 0 | 0 | |
EXXON MOBIL CORP | COM | 30231G102 | 589 | 7,891 | SH | SOLE | 7,891 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 28,794 | 180,200 | SH | Call | SOLE | 180,200 | 0 | 0 | |
FACEBOOK INC | CL A | 30303M102 | 96,641 | 604,800 | SH | Put | SOLE | 604,800 | 0 | 0 | |
FACEBOOK INC | CL A | 30303M102 | 21,718 | 135,916 | SH | SOLE | 135,916 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | COM | 369300108 | 1,134 | 38,310 | SH | SOLE | 38,310 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 12,711 | 12,000,000 | SH | SOLE | 12,000,000 | 0 | 0 | ||
GENWORTH FINL INC | COM CL A | 37247D106 | 1,307 | 461,700 | SH | SOLE | 461,700 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 132 | 1,746 | SH | SOLE | 1,746 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 264 | 3,500 | SH | Put | SOLE | 3,500 | 0 | 0 | |
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 17,925 | 17,500,000 | SH | SOLE | 17,500,000 | 0 | 0 | ||
GOLDCORP INC NEW | COM | 380956409 | 567 | 41,045 | SH | SOLE | 41,045 | 0 | 0 | ||
GOLDCORP INC NEW | COM | 380956409 | 1,053 | 76,200 | SH | Put | SOLE | 76,200 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,974 | 7,836 | SH | SOLE | 7,836 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 6,297 | 25,000 | SH | Call | SOLE | 25,000 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 7,808 | 31,000 | SH | Put | SOLE | 31,000 | 0 | 0 | |
GRANITE PT MTG TR INC | NOTE 5.625%12/0 | 38741LAB3 | 22,145 | 22,500,000 | SH | SOLE | 22,500,000 | 0 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 1,883 | 40,116 | SH | SOLE | 40,116 | 0 | 0 | ||
HARDINGE INC | COM | 412324303 | 440 | 24,020 | SH | SOLE | 24,020 | 0 | 0 | ||
HERBALIFE LTD | COM USD SHS | G4412G101 | 4,757 | 48,800 | SH | Put | SOLE | 48,800 | 0 | 0 | |
HERBALIFE LTD | COM USD SHS | G4412G101 | 6,180 | 63,402 | SH | SOLE | 63,402 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 6,676 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 112 | 631 | SH | SOLE | 631 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 232 | 1,300 | SH | Put | SOLE | 1,300 | 0 | 0 | |
ICONIX BRAND GROUP INC | NOTE 5.750% 8/1 | 451055AG2 | 933 | 1,005,000 | SH | SOLE | 1,005,000 | 0 | 0 | ||
IDERA PHARMACEUTICALS INC | COM NEW | 45168K306 | 781 | 424,597 | SH | SOLE | 424,597 | 0 | 0 | ||
IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 29,362 | 29,500,000 | SH | SOLE | 29,500,000 | 0 | 0 | ||
INFINITY PPTY & CAS CORP | COM | 45665Q103 | 2,260 | 19,091 | SH | SOLE | 19,091 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 3,537 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.250% 9/1 | 45784PAF8 | 7,766 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 15,159 | 98,800 | SH | Call | SOLE | 98,800 | 0 | 0 | |
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 9,835 | 64,100 | SH | Put | SOLE | 64,100 | 0 | 0 | |
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 6,482 | 42,247 | SH | SOLE | 42,247 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 14,185 | 12,000,000 | SH | SOLE | 12,000,000 | 0 | 0 | ||
ISHARES GOLD TRUST | ISHARES | 464285105 | 2,546 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ISHARES INC | MSCI AUST ETF | 464286103 | 4,554 | 206,834 | SH | SOLE | 206,834 | 0 | 0 | ||
ISHARES INC | MSCI BRAZIL ETF | 464286400 | 545 | 12,133 | SH | SOLE | 12,133 | 0 | 0 | ||
ISHARES INC | MSCI CHILE ETF | 464286640 | 1,326 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ISHARES INC | MSCI FRNTR100ETF | 464286145 | 1,310 | 37,321 | SH | SOLE | 37,321 | 0 | 0 | ||
ISHARES INC | MSCI GERMANY ETF | 464286806 | 4,101 | 128,000 | SH | SOLE | 128,000 | 0 | 0 | ||
ISHARES INC | MSCI HONG KG ETF | 464286871 | 8,859 | 350,000 | SH | Put | SOLE | 350,000 | 0 | 0 | |
ISHARES INC | MSCI HONG KG ETF | 464286871 | 8,859 | 350,000 | SH | Call | SOLE | 350,000 | 0 | 0 | |
ISHARES INC | MSCI HONG KG ETF | 464286871 | 3,050 | 120,488 | SH | SOLE | 120,488 | 0 | 0 | ||
ISHARES INC | MSCI MLY ETF NEW | 46434G814 | 214 | 5,930 | SH | SOLE | 5,930 | 0 | 0 | ||
ISHARES INC | MSCI SPAIN ETF | 464286764 | 3,251 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ISHARES INC | MSCI STH KOR ETF | 464286772 | 56,587 | 750,000 | SH | Call | SOLE | 750,000 | 0 | 0 | |
ISHARES INC | MSCI SWEDEN ETF | 464286756 | 450 | 13,444 | SH | SOLE | 13,444 | 0 | 0 | ||
ISHARES INC | MSCI SWITZERLAND | 464286749 | 4,456 | 129,643 | SH | SOLE | 129,643 | 0 | 0 | ||
ISHARES SILVER TRUST | ISHARES | 46428Q109 | 383 | 24,870 | SH | SOLE | 24,870 | 0 | 0 | ||
ISHARES SILVER TRUST | ISHARES | 46428Q109 | 154 | 10,000 | SH | Call | SOLE | 10,000 | 0 | 0 | |
ISHARES SILVER TRUST | ISHARES | 46428Q109 | 496 | 32,200 | SH | Put | SOLE | 32,200 | 0 | 0 | |
ISHARES TR | 1 3 YR TREAS BD | 464287457 | 1,120 | 13,404 | SH | SOLE | 13,404 | 0 | 0 | ||
ISHARES TR | 20 YR TR BD ETF | 464287432 | 1,384 | 11,353 | SH | SOLE | 11,353 | 0 | 0 | ||
ISHARES TR | CHINA LG-CAP ETF | 464287184 | 60,576 | 1,282,300 | SH | Call | SOLE | 1,282,300 | 0 | 0 | |
ISHARES TR | CHINA LG-CAP ETF | 464287184 | 72,126 | 1,526,800 | SH | Put | SOLE | 1,526,800 | 0 | 0 | |
ISHARES TR | CORE US AGGBD ET | 464287226 | 2,338 | 21,800 | SH | SOLE | 21,800 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 82,214 | 960,000 | SH | Put | SOLE | 960,000 | 0 | 0 | |
ISHARES TR | IBOXX INV CP ETF | 464287242 | 5,189 | 44,203 | SH | SOLE | 44,203 | 0 | 0 | ||
ISHARES TR | MSCI EAFE ETF | 464287465 | 2,787 | 40,000 | SH | Call | SOLE | 40,000 | 0 | 0 | |
ISHARES TR | MSCI EAFE ETF | 464287465 | 1,442 | 20,691 | SH | SOLE | 20,691 | 0 | 0 | ||
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 1,475 | 30,554 | SH | SOLE | 30,554 | 0 | 0 | ||
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 38,624 | 800,000 | SH | Put | SOLE | 800,000 | 0 | 0 | |
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 9,656 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 1,371 | 9,031 | SH | SOLE | 9,031 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 409,941 | 2,700,000 | SH | Put | SOLE | 2,700,000 | 0 | 0 | |
ISHARES TR | RUSSELL 3000 ETF | 464287689 | 657 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
ISHARES TR | SELECT DIVID ETF | 464287168 | 1,600 | 16,820 | SH | SOLE | 16,820 | 0 | 0 | ||
JA SOLAR HOLDINGS CO LTD | SPON ADR REP5ORD | 466090206 | 914 | 139,397 | SH | SOLE | 139,397 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 53,874 | 420,400 | SH | Put | SOLE | 420,400 | 0 | 0 | |
JOHNSON & JOHNSON | COM | 478160104 | 30,859 | 240,800 | SH | Call | SOLE | 240,800 | 0 | 0 | |
JOHNSON & JOHNSON | COM | 478160104 | 15,482 | 120,812 | SH | SOLE | 120,812 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 522 | 4,747 | SH | SOLE | 4,747 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 1,089 | 9,900 | SH | Put | SOLE | 9,900 | 0 | 0 | |
KAPSTONE PAPER & PACKAGING C | COM | 48562P103 | 3,302 | 96,254 | SH | SOLE | 96,254 | 0 | 0 | ||
KINDER MORGAN INC DEL | COM | 49456B101 | 9,972 | 662,173 | SH | SOLE | 662,173 | 0 | 0 | ||
KINDER MORGAN INC DEL | COM | 49456B101 | 29 | 1,900 | SH | Call | SOLE | 1,900 | 0 | 0 | |
KINDER MORGAN INC DEL | COM | 49456B101 | 13,777 | 914,800 | SH | Put | SOLE | 914,800 | 0 | 0 | |
LILIS ENERGY INC | COM NEW | 532403201 | 910 | 229,159 | SH | SOLE | 229,159 | 0 | 0 | ||
MAGICJACK VOCALTEC LTD | SHS | M6787E101 | 285 | 33,969 | SH | SOLE | 33,969 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 76 | 434 | SH | SOLE | 434 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 88 | 500 | SH | Call | SOLE | 500 | 0 | 0 | |
MASTERCARD INCORPORATED | CL A | 57636Q104 | 403 | 2,300 | SH | Put | SOLE | 2,300 | 0 | 0 | |
MCDERMOTT INTL INC | COM | 580037109 | 609 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 15,018 | 13,000,000 | SH | SOLE | 13,000,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 24,128 | 25,000,000 | SH | SOLE | 25,000,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 8,456 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
MEDTRONIC PLC | SHS | G5960L103 | 217 | 2,700 | SH | Put | SOLE | 2,700 | 0 | 0 | |
MEDTRONIC PLC | SHS | G5960L103 | 94 | 1,169 | SH | SOLE | 1,169 | 0 | 0 | ||
MEDTRONIC PLC | SHS | G5960L103 | 2,006 | 25,000 | SH | Call | SOLE | 25,000 | 0 | 0 | |
MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 63,720 | 22,500,000 | SH | SOLE | 22,500,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 13,316 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | SDCV 2.250% 2/1 | 595017AH7 | 8,972 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
MICROSEMI CORP | COM | 595137100 | 21,894 | 338,287 | SH | SOLE | 338,287 | 0 | 0 | ||
MICROSEMI CORP | COM | 595137100 | 32 | 500 | SH | Put | SOLE | 500 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 9,080 | 99,485 | SH | SOLE | 99,485 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 21,585 | 236,500 | SH | Call | SOLE | 236,500 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 80,217 | 878,900 | SH | Put | SOLE | 878,900 | 0 | 0 | |
MONSANTO CO NEW | COM | 61166W101 | 48,660 | 417,000 | SH | Call | SOLE | 417,000 | 0 | 0 | |
MULESOFT INC | CL A | 625207105 | 12,307 | 279,840 | SH | SOLE | 279,840 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.500%10/1 | 63934EAQ1 | 15,229 | 15,000,000 | SH | SOLE | 15,000,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 38,156 | 37,000,000 | SH | SOLE | 37,000,000 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 17 | 59 | SH | SOLE | 59 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 5,966 | 20,200 | SH | Call | SOLE | 20,200 | 0 | 0 | |
NETFLIX INC | COM | 64110L106 | 148 | 500 | SH | Put | SOLE | 500 | 0 | 0 | |
NEWFIELD EXPL CO | COM | 651290108 | 2,054 | 84,112 | SH | SOLE | 84,112 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 890 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
NRG YIELD INC | CL C | 62942X405 | 403 | 23,700 | SH | SOLE | 23,700 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 709 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 13,241 | 12,000,000 | SH | SOLE | 12,000,000 | 0 | 0 | ||
NVIDIA CORP | COM | 67066G104 | 695 | 3,000 | SH | Put | SOLE | 3,000 | 0 | 0 | |
NVIDIA CORP | COM | 67066G104 | 241 | 1,039 | SH | SOLE | 1,039 | 0 | 0 | ||
NVIDIA CORP | COM | 67066G104 | 69 | 300 | SH | Call | SOLE | 300 | 0 | 0 | |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 30,271 | 258,724 | SH | SOLE | 258,724 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 35,919 | 307,000 | SH | Call | SOLE | 307,000 | 0 | 0 | |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 47,128 | 402,800 | SH | Put | SOLE | 402,800 | 0 | 0 | |
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 89,457 | 72,000,000 | SH | SOLE | 72,000,000 | 0 | 0 | ||
NXSTAGE MEDICAL INC | COM | 67072V103 | 5,016 | 201,760 | SH | SOLE | 201,760 | 0 | 0 | ||
OCLARO INC | COM NEW | 67555N206 | 4,267 | 446,292 | SH | SOLE | 446,292 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 1,501 | 32,800 | SH | Call | SOLE | 32,800 | 0 | 0 | |
ORACLE CORP | COM | 68389X105 | 1,601 | 35,000 | SH | Put | SOLE | 35,000 | 0 | 0 | |
ORACLE CORP | COM | 68389X105 | 1,601 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
ORBITAL ATK INC | COM | 68557N103 | 33,153 | 250,000 | SH | Call | SOLE | 250,000 | 0 | 0 | |
ORBITAL ATK INC | COM | 68557N103 | 12,521 | 94,420 | SH | SOLE | 94,420 | 0 | 0 | ||
ORBOTECH LTD | ORD | M75253100 | 9,935 | 159,784 | SH | SOLE | 159,784 | 0 | 0 | ||
PARSLEY ENERGY INC | CL A | 701877102 | 1,447 | 49,903 | SH | SOLE | 49,903 | 0 | 0 | ||
PATTERN ENERGY GROUP INC | NOTE 4.000% 7/1 | 70338PAB6 | 22,545 | 22,740,000 | SH | SOLE | 22,740,000 | 0 | 0 | ||
PATTERSON UTI ENERGY INC | COM | 703481101 | 170 | 9,698 | SH | SOLE | 9,698 | 0 | 0 | ||
PATTERSON UTI ENERGY INC | COM | 703481101 | 263 | 15,000 | SH | Call | SOLE | 15,000 | 0 | 0 | |
PFIZER INC | COM | 717081103 | 185 | 5,216 | SH | SOLE | 5,216 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 515 | 14,500 | SH | Put | SOLE | 14,500 | 0 | 0 | |
PHH CORP | COM NEW | 693320202 | 1,969 | 188,228 | SH | SOLE | 188,228 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 3,847 | 38,700 | SH | Put | SOLE | 38,700 | 0 | 0 | |
PHILIP MORRIS INTL INC | COM | 718172109 | 1,615 | 16,247 | SH | SOLE | 16,247 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 278 | 2,800 | SH | Call | SOLE | 2,800 | 0 | 0 | |
PINNACLE ENTMT INC NEW | COM | 72348Y105 | 3,025 | 100,330 | SH | SOLE | 100,330 | 0 | 0 | ||
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 15,768 | 98,471 | SH | SOLE | 98,471 | 0 | 0 | ||
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 235,407 | 1,470,100 | SH | Call | SOLE | 1,470,100 | 0 | 0 | |
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 200,643 | 1,253,000 | SH | Put | SOLE | 1,253,000 | 0 | 0 | |
PROCTER AND GAMBLE CO | COM | 742718109 | 1,253 | 15,807 | SH | SOLE | 15,807 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 12,645 | 159,500 | SH | Call | SOLE | 159,500 | 0 | 0 | |
PROCTER AND GAMBLE CO | COM | 742718109 | 17,838 | 225,000 | SH | Put | SOLE | 225,000 | 0 | 0 | |
QUALCOMM INC | COM | 747525103 | 1,424 | 25,700 | SH | Call | SOLE | 25,700 | 0 | 0 | |
QUALCOMM INC | COM | 747525103 | 7,979 | 144,000 | SH | Put | SOLE | 144,000 | 0 | 0 | |
QUALCOMM INC | COM | 747525103 | 1 | 14 | SH | SOLE | 14 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 5,555 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.625% 4/1 | 758075AB1 | 25,125 | 25,000,000 | SH | SOLE | 25,000,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 19,436 | 20,000,000 | SH | SOLE | 20,000,000 | 0 | 0 | ||
RH | COM | 74967X103 | 6,793 | 71,300 | SH | Put | SOLE | 71,300 | 0 | 0 | |
RITE AID CORP | COM | 767754104 | 168 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
RITE AID CORP | COM | 767754104 | 2,100 | 1,250,000 | SH | Call | SOLE | 1,250,000 | 0 | 0 | |
ROCKWELL COLLINS INC | COM | 774341101 | 74,144 | 549,824 | SH | SOLE | 549,824 | 0 | 0 | ||
RSP PERMIAN INC | COM | 74978Q105 | 3,446 | 73,511 | SH | SOLE | 73,511 | 0 | 0 | ||
SCANA CORP NEW | COM | 80589M102 | 2,314 | 61,625 | SH | SOLE | 61,625 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 3,505 | 54,110 | SH | SOLE | 54,110 | 0 | 0 | ||
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 600 | 8,895 | SH | SOLE | 8,895 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 1,463 | 14,439 | SH | SOLE | 14,439 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 41,051 | 780,000 | SH | Put | SOLE | 780,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 5,936 | 112,780 | SH | SOLE | 112,780 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 12,105 | 230,000 | SH | Call | SOLE | 230,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 581 | 11,491 | SH | SOLE | 11,491 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 54,845 | 1,085,400 | SH | Call | SOLE | 1,085,400 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 12,658 | 250,500 | SH | Put | SOLE | 250,500 | 0 | 0 | |
SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 1,636 | 25,001 | SH | SOLE | 25,001 | 0 | 0 | ||
SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 8,832 | 135,000 | SH | Put | SOLE | 135,000 | 0 | 0 | |
SENSEONICS HLDGS INC | NOTE 5.250% 2/0 | 81727UAA3 | 2,698 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 78,402 | 35,043,000 | SH | SOLE | 35,043,000 | 0 | 0 | ||
SM ENERGY CO | COM | 78454L100 | 361 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 38,760 | 39,500,000 | SH | SOLE | 39,500,000 | 0 | 0 | ||
SPDR DOW JONES INDL AVRG ETF | UT SER 1 | 78467X109 | 677 | 2,804 | SH | SOLE | 2,804 | 0 | 0 | ||
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 227 | 1,803 | SH | SOLE | 1,803 | 0 | 0 | ||
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 25,158 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 35,133 | 279,300 | SH | Put | SOLE | 279,300 | 0 | 0 | |
SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 963 | 23,923 | SH | SOLE | 23,923 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 102,813 | 390,700 | SH | Put | SOLE | 390,700 | 0 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 217,947 | 828,222 | SH | SOLE | 828,222 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 114,628 | 435,600 | SH | Call | SOLE | 435,600 | 0 | 0 | |
SPDR SERIES TRUST | S&P METALS MNG | 78464A755 | 3,567 | 104,800 | SH | Call | SOLE | 104,800 | 0 | 0 | |
SPDR SERIES TRUST | S&P METALS MNG | 78464A755 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 1,398 | 39,700 | SH | Call | SOLE | 39,700 | 0 | 0 | |
STEWART INFORMATION SVCS COR | COM | 860372101 | 7,260 | 165,222 | SH | SOLE | 165,222 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 1,413 | 5,311 | SH | SOLE | 5,311 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 3,992 | 15,000 | SH | Call | SOLE | 15,000 | 0 | 0 | |
TESLA INC | COM | 88160R101 | 33,639 | 126,400 | SH | Put | SOLE | 126,400 | 0 | 0 | |
TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 52,459 | 52,500,000 | SH | SOLE | 52,500,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 14,933 | 15,000,000 | SH | SOLE | 15,000,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 32,925 | 37,354,000 | SH | SOLE | 37,354,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 70 | 670 | SH | SOLE | 670 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 166 | 1,600 | SH | Put | SOLE | 1,600 | 0 | 0 | |
TIME WARNER INC | COM NEW | 887317303 | 2,850 | 30,136 | SH | SOLE | 30,136 | 0 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 115,388 | 1,220,000 | SH | Call | SOLE | 1,220,000 | 0 | 0 | |
TORONTO DOMINION BK ONT | COM NEW | 891160509 | 3,957 | 69,600 | SH | Put | SOLE | 69,600 | 0 | 0 | |
TRIBUNE MEDIA CO | CL A | 896047503 | 8,365 | 206,496 | SH | SOLE | 206,496 | 0 | 0 | ||
TRONOX LTD | SHS CL A | Q9235V101 | 4,610 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
TRONOX LTD | SHS CL A | Q9235V101 | 4,610 | 250,000 | SH | Put | SOLE | 250,000 | 0 | 0 | |
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 7,884 | 214,873 | SH | SOLE | 214,873 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 3,669 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 22,510 | 21,500,000 | SH | SOLE | 21,500,000 | 0 | 0 | ||
U S G CORP | COM NEW | 903293405 | 2,757 | 68,200 | SH | Call | SOLE | 68,200 | 0 | 0 | |
U S GEOTHERMAL INC | COM NEW | 90338S201 | 150 | 28,056 | SH | SOLE | 28,056 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 81 | 600 | SH | Call | SOLE | 600 | 0 | 0 | |
UNION PAC CORP | COM | 907818108 | 215 | 1,600 | SH | Put | SOLE | 1,600 | 0 | 0 | |
UNION PAC CORP | COM | 907818108 | 29 | 214 | SH | SOLE | 214 | 0 | 0 | ||
UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 13,845 | 10,500,000 | SH | SOLE | 10,500,000 | 0 | 0 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 3,654 | 52,600 | SH | SOLE | 52,600 | 0 | 0 | ||
VALIDUS HOLDINGS LTD | COM SHS | G9319H102 | 24,072 | 356,881 | SH | SOLE | 356,881 | 0 | 0 | ||
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 117 | 5,326 | SH | SOLE | 5,326 | 0 | 0 | ||
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 220 | 10,000 | SH | Call | SOLE | 10,000 | 0 | 0 | |
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 897 | 40,800 | SH | Put | SOLE | 40,800 | 0 | 0 | |
VANECK VECTORS ETF TR | RUSSIA ETF | 92189F403 | 347 | 15,238 | SH | SOLE | 15,238 | 0 | 0 | ||
VANECK VECTORS ETF TR | SEMICONDUCTOR ET | 92189F676 | 3,045 | 29,200 | SH | Put | SOLE | 29,200 | 0 | 0 | |
VANECK VECTORS ETF TR | SEMICONDUCTOR ET | 92189F676 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
VANGUARD BD INDEX FD INC | TOTAL BND MRKT | 921937835 | 2,975 | 37,226 | SH | SOLE | 37,226 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 27,265 | 19,000,000 | SH | SOLE | 19,000,000 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 5,928 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 8,299 | 70,000 | SH | Call | SOLE | 70,000 | 0 | 0 | |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 889 | 7,500 | SH | Put | SOLE | 7,500 | 0 | 0 | |
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 31,272 | 29,000,000 | SH | SOLE | 29,000,000 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 163 | 1,364 | SH | SOLE | 1,364 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 395 | 3,300 | SH | Put | SOLE | 3,300 | 0 | 0 | |
VMWARE INC | CL A COM | 928563402 | 1,213 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
VMWARE INC | CL A COM | 928563402 | 7,276 | 60,000 | SH | Put | SOLE | 60,000 | 0 | 0 | |
WALMART INC | COM | 931142103 | 6,014 | 67,600 | SH | Call | SOLE | 67,600 | 0 | 0 | |
WALMART INC | COM | 931142103 | 16,584 | 186,400 | SH | Put | SOLE | 186,400 | 0 | 0 | |
WALMART INC | COM | 931142103 | 578 | 6,491 | SH | SOLE | 6,491 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 3,146 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 162 | 3,099 | SH | SOLE | 3,099 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 241 | 4,600 | SH | Put | SOLE | 4,600 | 0 | 0 | |
WGL HLDGS INC | COM | 92924F106 | 4,056 | 48,492 | SH | SOLE | 48,492 | 0 | 0 | ||
WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 34,065 | 36,000,000 | SH | SOLE | 36,000,000 | 0 | 0 | ||
XL GROUP LTD | COM | G98294104 | 19,433 | 351,667 | SH | SOLE | 351,667 | 0 | 0 | ||
XL GROUP LTD | COM | G98294104 | 1,243 | 22,500 | SH | Put | SOLE | 22,500 | 0 | 0 | |
ZENDESK INC | COM | 98936J101 | 2,001 | 41,800 | SH | SOLE | 41,800 | 0 | 0 |