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
3-D SYS CORP DEL COM NEW 88554D205 6,131 302,700 SH Put SOLE   302,700 0 0
3-D SYS CORP DEL COM NEW 88554D205 2,630 302,700 SH   SOLE   302,700 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 1,732 1,000,000 SH   SOLE   1,000,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,036 48,700 SH   SOLE   48,700 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 1,736 1,700 SH   SOLE   1,700 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 1,239 1,000,000 SH   SOLE   1,000,000 0 0
AMBARELLA INC SHS G037AX101 1,505 27,000 SH   SOLE   27,000 0 0
AMBARELLA INC SHS G037AX101 661 27,000 SH Put SOLE   27,000 0 0
AMGEN INC COM 031162100 2,435 15,000 SH   SOLE   15,000 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 938 7,500 SH   SOLE   7,500 0 0
APPLE INC COM 037833100 43,651 414,700 SH   SOLE   414,700 0 0
APPROACH RESOURCES INC COM 03834A103 155 84,400 SH   SOLE   84,400 0 0
APPROACH RESOURCES INC COM 03834A103 741 84,400 SH Put SOLE   84,400 0 0
BALL CORP COM 058498106 1,636 22,500 SH   SOLE   22,500 0 0
BAXTER INTL INC COM 071813109 954 25,000 SH   SOLE   25,000 0 0
CARNIVAL CORP PAIRED CTF 143658300 7,072 129,800 SH   SOLE   129,800 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 171 200,000 SH   SOLE   200,000 0 0
CHEETAH MOBILE INC ADR 163075104 2,592 161,800 SH   SOLE   161,800 0 0
CHEETAH MOBILE INC ADR 163075104 1,267 161,800 SH Put SOLE   161,800 0 0
CLEAN ENERGY FUELS CORP COM 184499101 104 28,900 SH   SOLE   28,900 0 0
CLEAN ENERGY FUELS CORP COM 184499101 138 28,900 SH Put SOLE   28,900 0 0
CLIFFS NAT RES INC COM 18683K101 375 237,200 SH   SOLE   237,200 0 0
CLIFFS NAT RES INC COM 18683K101 605 237,200 SH Put SOLE   237,200 0 0
CREE INC COM 225447101 3,958 148,400 SH   SOLE   148,400 0 0
CREE INC COM 225447101 1,038 148,400 SH Put SOLE   148,400 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 11,238 130,000 SH   SOLE   130,000 0 0
DOW CHEM CO COM 260543103 9,936 193,000 SH   SOLE   193,000 0 0
EL POLLO LOCO HLDGS INC COM 268603107 171 13,500 SH   SOLE   13,500 0 0
EL POLLO LOCO HLDGS INC COM 268603107 235 13,500 SH Put SOLE   13,500 0 0
ENTERGY CORP NEW COM 29364G103 1,866 27,300 SH   SOLE   27,300 0 0
LAUDER ESTEE COS INC CL A 518439104 3,355 38,100 SH   SOLE   38,100 0 0
FITBIT INC CL A 33812L102 2,009 67,900 SH   SOLE   67,900 0 0
FITBIT INC CL A 33812L102 2,172 67,900 SH Put SOLE   67,900 0 0
FITBIT INC CL A 33812L102 29 67,900 SH Call SOLE   67,900 0 0
GENERAL ELECTRIC CO COM 369604103 4,246 136,300 SH   SOLE   136,300 0 0
GENERAL ELECTRIC CO COM 369604103 87 136,300 SH Call SOLE   136,300 0 0
GOPRO INC CL A 38268T103 4,312 239,400 SH   SOLE   239,400 0 0
GOPRO INC CL A 38268T103 2 239,400 SH Call SOLE   239,400 0 0
GOPRO INC CL A 38268T103 7,238 239,400 SH Put SOLE   239,400 0 0
HALLIBURTON CO COM 406216101 2,723 80,000 SH   SOLE   80,000 0 0
HESS CORP COM 42809H107 2,666 55,000 SH   SOLE   55,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 170 100,000 SH   SOLE   100,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 6,193 45,000 SH   SOLE   45,000 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 156,754 1,300,000 SH   SOLE   1,300,000 0 0
ISHARES TR CORE US AGGBD ET 464287226 3,229 29,900 SH   SOLE   29,900 0 0
ISHARES TR IBOXX INV CP ETF 464287242 14,308 125,500 SH   SOLE   125,500 0 0
PENNEY J C INC COM 708160106 666 100,000 SH   SOLE   100,000 0 0
PENNEY J C INC COM 708160106 641 100,000 SH Put SOLE   100,000 0 0
JOHNSON & JOHNSON COM 478160104 31,227 304,000 SH   SOLE   304,000 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 1,555 307,900 SH   SOLE   307,900 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 1,858 307,900 SH Put SOLE   307,900 0 0
KING DIGITAL ENTMT PLC ORD SHS G5258J109 1,232 68,900 SH   SOLE   68,900 0 0
KING DIGITAL ENTMT PLC ORD SHS G5258J109 191 68,900 SH Put SOLE   68,900 0 0
LANDS END INC NEW COM 51509F105 1,704 72,700 SH   SOLE   72,700 0 0
LANDS END INC NEW COM 51509F105 488 72,700 SH Put SOLE   72,700 0 0
LAREDO PETROLEUM INC COM 516806106 212 26,500 SH   SOLE   26,500 0 0
LAREDO PETROLEUM INC COM 516806106 191 26,500 SH Put SOLE   26,500 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 986 56,800 SH   SOLE   56,800 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 309 56,800 SH Put SOLE   56,800 0 0
MANNKIND CORP COM 56400P201 86 59,100 SH   SOLE   59,100 0 0
MANNKIND CORP COM 56400P201 257 59,100 SH Put SOLE   59,100 0 0
MASCO CORP COM 574599106 4,273 151,000 SH   SOLE   151,000 0 0
MATTRESS FIRM HLDG CORP COM 57722W106 620 13,900 SH   SOLE   13,900 0 0
MATTRESS FIRM HLDG CORP COM 57722W106 151 13,900 SH Put SOLE   13,900 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 1,550 1,106,000 SH   SOLE   1,106,000 0 0
MERCK & CO INC NEW COM 58933Y105 2,641 50,000 SH   SOLE   50,000 0 0
MERRIMACK PHARMACEUTICALS IN NOTE 4.500% 7/1 590328AA8 296 194,000 SH   SOLE   194,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 51 61,000 SH   SOLE   61,000 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 4,435 104,900 SH   SOLE   104,900 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 1,451 104,900 SH Put SOLE   104,900 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 1,963 1,252,000 SH   SOLE   1,252,000 0 0
MONDELEZ INTL INC CL A 609207105 3,959 88,300 SH   SOLE   88,300 0 0
NIKE INC CL B 654106103 6,838 109,400 SH   SOLE   109,400 0 0
NOODLES & CO CL A 65540B105 77 7,900 SH   SOLE   7,900 0 0
NOODLES & CO CL A 65540B105 161 7,900 SH Put SOLE   7,900 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 711 300,000 SH   SOLE   300,000 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 2,029 2,000,000 SH   SOLE   2,000,000 0 0
NVIDIA CORP COM 67066G104 1,978 60,000 SH   SOLE   60,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 2,004 1,205,000 SH   SOLE   1,205,000 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 670 600,000 SH   SOLE   600,000 0 0
OPKO HEALTH INC COM 68375N103 670 66,700 SH   SOLE   66,700 0 0
OPKO HEALTH INC COM 68375N103 766 66,700 SH Put SOLE   66,700 0 0
ORGANOVO HLDGS INC COM 68620A104 165 66,300 SH   SOLE   66,300 0 0
ORGANOVO HLDGS INC COM 68620A104 444 66,300 SH Put SOLE   66,300 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 6,256 3,759,000 SH   SOLE   3,759,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 2,400 148,600 SH   SOLE   148,600 0 0
PFIZER INC COM 717081103 2,582 80,000 SH   SOLE   80,000 0 0
PG&E CORP COM 69331C108 6,590 123,900 SH   SOLE   123,900 0 0
PIONEER NAT RES CO COM 723787107 5,116 40,800 SH   SOLE   40,800 0 0
POTASH CORP SASK INC COM 73755L107 1,712 100,000 SH   SOLE   100,000 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 130,358 1,165,363 SH   SOLE   1,165,363 0 0
PPL CORP COM 69351T106 6,259 183,400 SH   SOLE   183,400 0 0
PROCTER & GAMBLE CO COM 742718109 15,882 200,000 SH   SOLE   200,000 0 0
QUALCOMM INC COM 747525103 1,999 40,000 SH   SOLE   40,000 0 0
QUANTA SVCS INC COM 74762E102 812 40,100 SH   SOLE   40,100 0 0
REGENERON PHARMACEUTICALS COM 75886F107 814 1,500 SH   SOLE   1,500 0 0
REYNOLDS AMERICAN INC COM 761713106 4,643 100,600 SH   SOLE   100,600 0 0
ROCKET FUEL INC COM 773111109 127 36,400 SH   SOLE   36,400 0 0
ROCKET FUEL INC COM 773111109 268 36,400 SH Put SOLE   36,400 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 1,939 1,250,000 SH   SOLE   1,250,000 0 0
SEADRILL LIMITED SHS G7945E105 593 175,000 SH   SOLE   175,000 0 0
SEADRILL LIMITED SHS G7945E105 1,942 175,000 SH Put SOLE   175,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,763 157,900 SH   SOLE   157,900 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 21,415 500,000 SH   SOLE   500,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 12,919 298,500 SH   SOLE   298,500 0 0
SOLARCITY CORP COM 83416T100 653 12,800 SH   SOLE   12,800 0 0
SOLARCITY CORP COM 83416T100 1 12,800 SH Put SOLE   12,800 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 107,945 620,411 SH   SOLE   620,411 0 0
SQUARE INC CL A 852234103 279 21,300 SH   SOLE   21,300 0 0
SQUARE INC CL A 852234103 22 21,300 SH Put SOLE   21,300 0 0
STARBUCKS CORP COM 855244109 900 15,000 SH   SOLE   15,000 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 273 15,900 SH   SOLE   15,900 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 807 15,900 SH Put SOLE   15,900 0 0
SUNPOWER CORP COM 867652406 1,531 51,000 SH   SOLE   51,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 933 500,000 SH   SOLE   500,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,133 78,200 SH   SOLE   78,200 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,335 107,800 SH   SOLE   107,800 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,483 107,800 SH Put SOLE   107,800 0 0
ULTRA PETROLEUM CORP COM 903914109 319 127,500 SH   SOLE   127,500 0 0
ULTRA PETROLEUM CORP COM 903914109 1,331 127,500 SH Put SOLE   127,500 0 0
UNI PIXEL INC COM NEW 904572203 38 72,500 SH   SOLE   72,500 0 0
UNI PIXEL INC COM NEW 904572203 825 72,500 SH Put SOLE   72,500 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 1,650 150,000 SH   SOLE   150,000 0 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 2,247 42,930 SH   SOLE   42,930 0 0
VASCO DATA SEC INTL INC COM 92230Y104 438 26,200 SH   SOLE   26,200 0 0
VASCO DATA SEC INTL INC COM 92230Y104 383 26,200 SH Put SOLE   26,200 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 6,995 2,725,000 SH   SOLE   2,725,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 852 10,000 SH   SOLE   10,000 0 0
WAL-MART STORES INC COM 931142103 2,452 40,000 SH   SOLE   40,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,653 72,500 SH   SOLE   72,500 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 4 72,500 SH Call SOLE   72,500 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,396 72,500 SH Put SOLE   72,500 0 0
WELLS FARGO & CO NEW COM 949746101 26,381 485,300 SH   SOLE   485,300 0 0
WESTPORT INNOVATIONS INC COM NEW 960908309 197 97,800 SH   SOLE   97,800 0 0
WESTPORT INNOVATIONS INC COM NEW 960908309 1,282 97,800 SH Put SOLE   97,800 0 0
WORLD ACCEP CORP DEL COM 981419104 2,059 55,500 SH   SOLE   55,500 0 0
WORLD ACCEP CORP DEL COM 981419104 1,418 55,500 SH Put SOLE   55,500 0 0
XCEL ENERGY INC COM 98389B100 5,422 151,000 SH   SOLE   151,000 0 0
XEROX CORP COM 984121103 1,349 126,900 SH   SOLE   126,900 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 87 10,500 SH   SOLE   10,500 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 50 10,500 SH Put SOLE   10,500 0 0