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 2,109 254,900 SH Put SOLE   254,900 0 0
3-D SYS CORP DEL COM NEW 88554D205 3,388 254,900 SH   SOLE   254,900 0 0
3M CO COM 88579Y101 1,686 9,439 SH   SOLE   9,439 0 0
ALPHABET INC CAP STK CL A 02079K305 4,596 5,800 SH   SOLE   5,800 0 0
AMBARELLA INC SHS G037AX101 8 11,100 SH Put SOLE   11,100 0 0
AMBARELLA INC SHS G037AX101 601 11,100 SH   SOLE   11,100 0 0
AMERICAN CAP LTD COM 02503Y103 3,584 200,000 SH   SOLE   200,000 0 0
AMERICAN EXPRESS CO COM 025816109 699 9,439 SH   SOLE   9,439 0 0
AMPLIFY SNACK BRANDS COM 03211L102 406 60,500 SH Put SOLE   60,500 0 0
AMPLIFY SNACK BRANDS COM 03211L102 533 60,500 SH   SOLE   60,500 0 0
ANNALY CAP MGMT INC COM 035710409 10,459 1,049,000 SH   SOLE   1,049,000 0 0
ANTHEM INC COM 036752103 1,351 9,400 SH   SOLE   9,400 0 0
APPLE INC COM 037833100 1,093 9,439 SH   SOLE   9,439 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,753 60,300 SH   SOLE   60,300 0 0
BANK NEW YORK MELLON CORP COM 064058100 971 20,500 SH   SOLE   20,500 0 0
BANK AMER CORP COM 060505104 891 40,300 SH   SOLE   40,300 0 0
BOEING CO COM 097023105 1,469 9,439 SH   SOLE   9,439 0 0
BOULEVARD ACQUISITION CL A 10157Q102 2,802 283,300 SH   SOLE   283,300 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,788 24,400 SH   SOLE   24,400 0 0
CABOT OIL & GAS CORP COM 127097103 1,666 71,300 SH   SOLE   71,300 0 0
CANADIAN SOLAR INC COM 136635109 550 75,900 SH Put SOLE   75,900 0 0
CANADIAN SOLAR INC COM 136635109 924 75,900 SH   SOLE   75,900 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 18,643 358,100 SH   SOLE   358,100 0 0
CATERPILLAR INC DEL COM 149123101 875 9,439 SH   SOLE   9,439 0 0
CELGENE CORP COM 151020104 15,163 131,000 SH   SOLE   131,000 0 0
CF CORP SHS CL A G20307107 253 25,400 SH   SOLE   25,400 0 0
SCHWAB CHARLES CORP NEW COM 808513105 14,809 375,200 SH   SOLE   375,200 0 0
CHESAPEAKE ENERGY CORP COM 165167107 11,351 1,617,000 SH   SOLE   1,617,000 0 0
CHEVRON CORP NEW COM 166764100 34,997 297,339 SH   SOLE   297,339 0 0
CHIMERA INVT CORP COM NEW 16934Q208 9,055 532,000 SH   SOLE   532,000 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,231 50,500 SH Put SOLE   50,500 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 19,055 50,500 SH   SOLE   50,500 0 0
CISCO SYS INC COM 17275R102 144 79,439 SH Put SOLE   79,439 0 0
CISCO SYS INC COM 17275R102 2,401 79,439 SH   SOLE   79,439 0 0
CITIGROUP INC COM NEW 172967424 1,159 19,500 SH   SOLE   19,500 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 638 1,700,000 SH   SOLE   1,700,000 0 0
COCA COLA CO COM 191216100 391 9,439 SH   SOLE   9,439 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 241 27,800 SH   SOLE   27,800 0 0
CORNING INC COM 219350105 9,997 411,900 SH   SOLE   411,900 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 2,900 2,511,000 SH   SOLE   2,511,000 0 0
CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A102 177 132,100 SH Put SOLE   132,100 0 0
CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A102 10,901 132,100 SH   SOLE   132,100 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 1,698 171,500 SH   SOLE   171,500 0 0
DOW CHEM CO COM 260543103 18,883 330,000 SH   SOLE   330,000 0 0
DTE ENERGY CO COM 233331107 1,379 14,000 SH   SOLE   14,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 693 9,439 SH   SOLE   9,439 0 0
EASTERLY ACQUISITION CORP COM 27616L102 714 72,439 SH   SOLE   72,439 0 0
EASTMAN CHEM CO COM 277432100 4,197 55,800 SH   SOLE   55,800 0 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 990 100,000 SH   SOLE   100,000 0 0
EMERSON ELEC CO COM 291011104 3,033 54,400 SH   SOLE   54,400 0 0
EQUITY ONE COM 294752100 3,520 114,700 SH   SOLE   114,700 0 0
EVERBANK FINL CORP COM 29977G102 1,945 100,000 SH   SOLE   100,000 0 0
EXXON MOBIL CORP COM 30231G102 852 9,439 SH   SOLE   9,439 0 0
FASTENAL CO COM 311900104 911 19,400 SH   SOLE   19,400 0 0
FEDEX CORP COM 31428X106 1,303 7,000 SH   SOLE   7,000 0 0
FIRST SOLAR INC COM 336433107 3,693 314,000 SH Put SOLE   314,000 0 0
FIRST SOLAR INC COM 336433107 10,076 314,000 SH   SOLE   314,000 0 0
FITBIT INC CL A 33812L102 2 371,400 SH Call SOLE   371,400 0 0
FITBIT INC CL A 33812L102 5,341 371,400 SH Put SOLE   371,400 0 0
FITBIT INC CL A 33812L102 2,719 371,400 SH   SOLE   371,400 0 0
FRANKS INTL N V COM N33462107 776 63,000 SH   SOLE   63,000 0 0
FRANKS INTL N V COM N33462107 492 63,000 SH Put SOLE   63,000 0 0
GENERAL DYNAMICS CORP COM 369550108 1,485 8,600 SH   SOLE   8,600 0 0
GENERAL ELECTRIC CO COM 369604103 298 9,439 SH   SOLE   9,439 0 0
GERDAU S A SPON ADR REP PFD 373737105 756 240,900 SH   SOLE   240,900 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 679 68,358 SH   SOLE   68,358 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,260 9,439 SH   SOLE   9,439 0 0
GOPRO INC CL A 38268T103 3 95,000 SH Call SOLE   95,000 0 0
GOPRO INC CL A 38268T103 1,568 95,000 SH Put SOLE   95,000 0 0
GOPRO INC CL A 38268T103 827 95,000 SH   SOLE   95,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 541 25,000 SH   SOLE   25,000 0 0
HENNESSY CAP ACQUISITION COR COM 42588J100 4,036 400,000 SH   SOLE   400,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 2,493 2,750,000 SH   SOLE   2,750,000 0 0
HERITAGE OAKS BANCORP COM 42724R107 493 40,000 SH   SOLE   40,000 0 0
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 693 35,000 SH   SOLE   35,000 0 0
HOME DEPOT INC COM 437076102 1,266 9,439 SH   SOLE   9,439 0 0
ILLINOIS TOOL WKS INC COM 452308109 5,560 45,400 SH   SOLE   45,400 0 0
INTEL CORP SDCV 12/1 458140AD2 25,327 18,800,000 SH   SOLE   18,800,000 0 0
INTEL CORP COM 458140100 342 9,439 SH   SOLE   9,439 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 292 325,000 SH   SOLE   325,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,567 9,439 SH   SOLE   9,439 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 382 25,000 SH   SOLE   25,000 0 0
ISHARES TR 20 YR TR BD ETF 464287432 35,739 300,000 SH   SOLE   300,000 0 0
ISHARES MSCI MEX CAP ETF 464286822 11,876 270,100 SH   SOLE   270,100 0 0
ISHARES TR NA NAT RES 464287374 1,143 31,800 SH   SOLE   31,800 0 0
JOHNSON & JOHNSON COM 478160104 17,286 150,039 SH   SOLE   150,039 0 0
JPMORGAN CHASE & CO COM 46625H100 814 9,439 SH   SOLE   9,439 0 0
JUNO THERAPEUTICS INC COM 48205A109 501 24,400 SH Put SOLE   24,400 0 0
JUNO THERAPEUTICS INC COM 48205A109 460 24,400 SH   SOLE   24,400 0 0
KB HOME COM 48666K109 847 53,600 SH   SOLE   53,600 0 0
KINDER MORGAN INC DEL COM 49456B101 824 39,800 SH   SOLE   39,800 0 0
LANNET INC COM 516012101 373 44,800 SH Put SOLE   44,800 0 0
LANNET INC COM 516012101 988 44,800 SH   SOLE   44,800 0 0
LENDINGCLUB CORP COM 52603A109 1,678 524,900 SH Put SOLE   524,900 0 0
LENDINGCLUB CORP COM 52603A109 2,756 524,900 SH   SOLE   524,900 0 0
LINE CORP SPONSORED ADR 53567X101 124 14,900 SH Put SOLE   14,900 0 0
LINE CORP SPONSORED ADR 53567X101 507 14,900 SH   SOLE   14,900 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 956 11,700 SH   SOLE   11,700 0 0
MANNKIND CORP COM 56400P201 676 123,800 SH Put SOLE   123,800 0 0
MANNKIND CORP COM 56400P201 79 123,800 SH   SOLE   123,800 0 0
MARATHON OIL CORP COM 565849106 10,123 584,800 SH   SOLE   584,800 0 0
MARATHON PETE CORP COM 56585A102 10,755 213,600 SH   SOLE   213,600 0 0
MCDONALDS CORP COM 580135101 1,149 9,439 SH   SOLE   9,439 0 0
MEDIA GEN INC NEW COM 58441K100 565 30,000 SH   SOLE   30,000 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 2,616 2,180,000 SH   SOLE   2,180,000 0 0
MERCK & CO INC COM 58933Y105 556 9,439 SH   SOLE   9,439 0 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 55 55,000 SH   SOLE   55,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 6,242 4,800,000 SH   SOLE   4,800,000 0 0
MICROSOFT CORP COM 594918104 587 9,439 SH   SOLE   9,439 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 4,235 111,100 SH   SOLE   111,100 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 654 111,100 SH Put SOLE   111,100 0 0
MORGAN STANLEY COM NEW 617446448 1,956 46,300 SH   SOLE   46,300 0 0
NATIONAL BEVERAGE CORP COM 635017106 147 19,200 SH Put SOLE   19,200 0 0
NATIONAL BEVERAGE CORP COM 635017106 981 19,200 SH   SOLE   19,200 0 0
NIKE INC CL B 654106103 3,824 75,239 SH   SOLE   75,239 0 0
NORTHERN TR CORP COM 665859104 917 10,300 SH   SOLE   10,300 0 0
NUTANIX INC CL A 67059N108 718 68,900 SH Put SOLE   68,900 0 0
NUTANIX INC CL A 67059N108 1,830 68,900 SH   SOLE   68,900 0 0
OMNICOM GROUP INC COM 681919106 3,898 45,800 SH   SOLE   45,800 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 18,814 15,427,000 SH   SOLE   15,427,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 319 25,000 SH   SOLE   25,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 114 25,000 SH Call SOLE   25,000 0 0
ORACLE CORP COM 68389X105 14,799 384,900 SH   SOLE   384,900 0 0
ORIGO ACQUISITION CORP SHS G67789126 1,042 100,200 SH   SOLE   100,200 0 0
PACE HLDGS CORP CL A G6865N103 1,493 147,500 SH   SOLE   147,500 0 0
PACIRA PHARMACEUTICALS INC NOTE 3.250% 2/0 695127AB6 4,914 3,500,000 SH   SOLE   3,500,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 1,305 1,026,000 SH   SOLE   1,026,000 0 0
PANDORA MEDIA INC COM 698354107 752 274,100 SH Put SOLE   274,100 0 0
PANDORA MEDIA INC COM 698354107 3,574 274,100 SH   SOLE   274,100 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 1,546 1,500,000 SH   SOLE   1,500,000 0 0
PARKER HANNIFIN CORP COM 701094104 3,598 25,700 SH   SOLE   25,700 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,063 105,100 SH   SOLE   105,100 0 0
PFIZER INC COM 717081103 24,657 759,139 SH   SOLE   759,139 0 0
PLUG POWER INC COM NEW 72919P202 116 50,000 SH Put SOLE   50,000 0 0
PLUG POWER INC COM NEW 72919P202 60 50,000 SH   SOLE   50,000 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 146,065 1,232,828 SH   SOLE   1,232,828 0 0
PRICELINE GRP INC COM NEW 741503403 4,032 2,750 SH   SOLE   2,750 0 0
PROCTER AND GAMBLE CO COM 742718109 32,467 386,139 SH   SOLE   386,139 0 0
RED HAT INC COM 756577102 4,043 58,000 SH   SOLE   58,000 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 1,908 211,900 SH Put SOLE   211,900 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 6,505 211,900 SH   SOLE   211,900 0 0
REYNOLDS AMERICAN INC COM 761713106 700 12,500 SH   SOLE   12,500 0 0
ROBERT HALF INTL INC COM 770323103 2,385 48,900 SH   SOLE   48,900 0 0
ROYAL GOLD INC COM 780287108 950 15,000 SH   SOLE   15,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 1,483 1,275,000 SH   SOLE   1,275,000 0 0
SEMPRA ENERGY COM 816851109 795 7,900 SH   SOLE   7,900 0 0
SHAKE SHACK INC CL A 819047101 337 17,200 SH Put SOLE   17,200 0 0
SHAKE SHACK INC CL A 819047101 616 17,200 SH   SOLE   17,200 0 0
SL GREEN RLTY CORP COM 78440X101 2,463 22,900 SH   SOLE   22,900 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 1,450 50,000 SH   SOLE   50,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 734 28,960 SH   SOLE   28,960 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 39,186 327,247 SH   SOLE   327,247 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 921 8,400 SH   SOLE   8,400 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,498,910 6,711,166 SH   SOLE   6,711,166 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 36 6,711,166 SH Call SOLE   6,711,166 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,940 6,711,166 SH Put SOLE   6,711,166 0 0
SQUARE INC CL A 852234103 682 50,000 SH   SOLE   50,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 8,834 8,129,000 SH   SOLE   8,129,000 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 5,077 4,000,000 SH   SOLE   4,000,000 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 1,016 75,000 SH   SOLE   75,000 0 0
SUNPOWER CORP COM 867652406 2,790 170,500 SH Put SOLE   170,500 0 0
SUNPOWER CORP COM 867652406 1,127 170,500 SH   SOLE   170,500 0 0
SUNTRUST BKS INC COM 867914103 1,201 21,900 SH   SOLE   21,900 0 0
TARGET CORP COM 87612E106 18,000 249,200 SH   SOLE   249,200 0 0
TESLA MTRS INC COM 88160R101 674 36,000 SH Put SOLE   36,000 0 0
TESLA MTRS INC COM 88160R101 7,693 36,000 SH   SOLE   36,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,360 92,700 SH   SOLE   92,700 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,156 9,439 SH   SOLE   9,439 0 0
TIME WARNER INC COM NEW 887317303 4,247 44,000 SH   SOLE   44,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 620 168,400 SH Put SOLE   168,400 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,482 168,400 SH   SOLE   168,400 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 218 170,000 SH   SOLE   170,000 0 0
TWILIO INC CL A 90138F102 7 38,200 SH Call SOLE   38,200 0 0
TWILIO INC CL A 90138F102 2,760 38,200 SH Put SOLE   38,200 0 0
TWILIO INC CL A 90138F102 1,102 38,200 SH   SOLE   38,200 0 0
UNDER ARMOUR INC CL A 904311107 11 226,500 SH Call SOLE   226,500 0 0
UNDER ARMOUR INC CL A 904311107 2,552 226,500 SH Put SOLE   226,500 0 0
UNDER ARMOUR INC CL A 904311107 6,580 226,500 SH   SOLE   226,500 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,035 9,439 SH   SOLE   9,439 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,511 9,439 SH   SOLE   9,439 0 0
AXAR ACQUISITION CORP UNIT 12/31/2022X 05455L201 173 17,300 SH   SOLE   17,300 0 0
DOMINION RES INC VA NEW UNIT 08/15/2019 25746U836 9,037 179,393 SH   SOLE   179,393 0 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 5,993 104,330 SH   SOLE   104,330 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 504 9,439 SH   SOLE   9,439 0 0
VIACOM INC NEW CL B 92553P201 927 26,400 SH   SOLE   26,400 0 0
VISA INC COM CL A 92826C839 1,985 25,439 SH   SOLE   25,439 0 0
WAL-MART STORES INC COM 931142103 652 9,439 SH   SOLE   9,439 0 0
DISNEY WALT CO COM DISNEY 254687106 984 9,439 SH   SOLE   9,439 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 17,688 17,350,000 SH   SOLE   17,350,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 18 96,600 SH Call SOLE   96,600 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,335 96,600 SH Put SOLE   96,600 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,106 96,600 SH   SOLE   96,600 0 0
WELLS FARGO & CO NEW COM 949746101 1,058 19,200 SH   SOLE   19,200 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 7,365 3,506,000 SH   SOLE   3,506,000 0 0
XPO LOGISTICS INC COM 983793100 1 21,500 SH Put SOLE   21,500 0 0
XPO LOGISTICS INC COM 983793100 928 21,500 SH   SOLE   21,500 0 0
YADKIN FINL CORP COM 984305102 2,741 80,000 SH   SOLE   80,000 0 0
YAHOO INC COM 984332106 4,041 104,500 SH   SOLE   104,500 0 0
YAHOO INC COM 984332106 52 104,500 SH Call SOLE   104,500 0 0
YAHOO INC COM 984332106 1,476 104,500 SH Put SOLE   104,500 0 0