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 | 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 |