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
2U INC COM 90214J101 348 11,572 SH   SOLE   11,572 0 0
3M CO COM 88579Y101 134 753 SH   SOLE   753 0 0
3M CO COM 88579Y101 248 1,400 SH Call SOLE   1,400 0 0
3M CO COM 88579Y101 1,959 11,000 SH Put SOLE   11,000 0 0
ABBOTT LABS COM 002824100 7,445 193,832 SH   SOLE   193,832 0 0
ABBOTT LABS COM 002824100 440 11,500 SH Call SOLE   11,500 0 0
ABBOTT LABS COM 002824100 3,089 80,500 SH Put SOLE   80,500 0 0
ABBVIE INC COM 00287Y109 932 14,900 SH Call SOLE   14,900 0 0
ABBVIE INC COM 00287Y109 1,026 16,400 SH Put SOLE   16,400 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 452 13,663 SH   SOLE   13,663 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 373 3,200 SH Call SOLE   3,200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 46 400 SH Put SOLE   400 0 0
ACCO BRANDS CORP COM 00081T108 232 17,783 SH   SOLE   17,783 0 0
ACTUANT CORP CL A NEW 00508X203 685 26,423 SH   SOLE   26,423 0 0
ACUITY BRANDS INC COM 00508Y102 1,554 6,734 SH   SOLE   6,734 0 0
ADOBE SYS INC COM 00724F101 339 3,300 SH Call SOLE   3,300 0 0
ADOBE SYS INC COM 00724F101 51 500 SH Put SOLE   500 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,927 11,400 SH   SOLE   11,400 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 7,896 5,000,000 SH   SOLE   0 0 0
ADVISORY BRD CO COM 00762W107 233 7,021 SH   SOLE   7,021 0 0
AECOM COM 00766T100 5,943 163,460 SH   SOLE   163,460 0 0
AERCAP HOLDINGS NV SHS N00985106 4,363 104,855 SH   SOLE   104,855 0 0
AES CORP COM 00130H105 1,853 159,538 SH   SOLE   159,538 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,884 12,969 SH   SOLE   12,969 0 0
AFLAC INC COM 001055102 3,528 50,704 SH   SOLE   50,704 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 216 5,200 SH   SOLE   5,200 0 0
AIR LEASE CORP CL A 00912X302 1,122 32,699 SH   SOLE   32,699 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 842 52,775 SH   SOLE   52,775 0 0
AK STL HLDG CORP COM 001547108 300 29,401 SH   SOLE   29,401 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,464 21,967 SH   SOLE   21,967 0 0
ALASKA AIR GROUP INC COM 011659109 425 4,800 SH   SOLE   4,800 0 0
ALERE INC COM 01449J105 351 9,900 SH Call SOLE   9,900 0 0
ALLEGHANY CORP DEL COM 017175100 242 399 SH   SOLE   399 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 361 5,652 SH   SOLE   5,652 0 0
ALLERGAN PLC SHS G0177J108 2,970 14,146 SH   SOLE   14,146 0 0
ALLERGAN PLC SHS G0177J108 2,268 10,800 SH Call SOLE   10,800 0 0
ALLERGAN PLC SHS G0177J108 1,260 6,000 SH Put SOLE   6,000 0 0
ALLIANT ENERGY CORP COM 018802108 534 14,106 SH   SOLE   14,106 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 10,320 192,145 SH   SOLE   192,145 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 281 27,531 SH   SOLE   27,531 0 0
ALLY FINL INC COM 02005N100 3,231 169,916 SH   SOLE   169,916 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 12,139 11,500,000 SH   SOLE   0 0 0
ALPHABET INC CAP STK CL A 02079K305 1,170 1,477 SH   SOLE   1,477 0 0
ALPHABET INC CAP STK CL A 02079K305 1,109 1,400 SH Call SOLE   1,400 0 0
ALPHABET INC CAP STK CL A 02079K305 5,941 7,500 SH Put SOLE   7,500 0 0
ALTRIA GROUP INC COM 02209S103 606 9,000 SH Call SOLE   9,000 0 0
ALTRIA GROUP INC COM 02209S103 1,843 27,300 SH Put SOLE   27,300 0 0
AMAZON COM INC COM 023135106 79,028 105,400 SH Call SOLE   105,400 0 0
AMAZON COM INC COM 023135106 26,234 35,000 SH Put SOLE   35,000 0 0
AMBAC FINL GROUP INC COM NEW 023139884 251 11,167 SH   SOLE   11,167 0 0
AMBARELLA INC SHS G037AX101 281 5,200 SH   SOLE   5,200 0 0
AMC NETWORKS INC CL A 00164V103 1,492 28,508 SH   SOLE   28,508 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,950 63,200 SH   SOLE   63,200 0 0
AMERICAN EXPRESS CO COM 025816109 5 80 SH   SOLE   80 0 0
AMERICAN EXPRESS CO COM 025816109 710 9,600 SH Call SOLE   9,600 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 361 4,100 SH   SOLE   4,100 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 313 4,800 SH Call SOLE   4,800 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 312 4,800 SH Put SOLE   4,800 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 6,703 6,703,000 SH   SOLE   0 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 10,559 10,540,000 SH   SOLE   0 0 0
AMERICAN TOWER CORP NEW COM 03027X100 506 4,800 SH Call SOLE   4,800 0 0
AMERICAN WOODMARK CORP COM 030506109 494 6,576 SH   SOLE   6,576 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 354 4,900 SH   SOLE   4,900 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,721 34,800 SH   SOLE   34,800 0 0
AMETEK INC NEW COM 031100100 1,210 24,903 SH   SOLE   24,903 0 0
AMGEN INC COM 031162100 714 4,900 SH Call SOLE   4,900 0 0
AMGEN INC COM 031162100 1,956 13,400 SH Put SOLE   13,400 0 0
AMGEN INC COM 031162100 788 5,394 SH   SOLE   5,394 0 0
AMKOR TECHNOLOGY INC COM 031652100 270 25,606 SH   SOLE   25,606 0 0
AMYRIS INC NOTE 6.500% 5/1 03236MAC5 2,105 4,000,000 SH   SOLE   0 0 0
ANTERO RES CORP COM 03674X106 2,279 96,401 SH   SOLE   96,401 0 0
ANTHEM INC COM 036752103 1,193 8,300 SH   SOLE   8,300 0 0
AON PLC SHS CL A G0408V102 4,752 42,610 SH   SOLE   42,610 0 0
APOGEE ENTERPRISES INC COM 037598109 396 7,400 SH   SOLE   7,400 0 0
APOLLO ED GROUP INC CL A 037604105 1,083 109,455 SH   SOLE   109,455 0 0
APOLLO INVT CORP COM 03761U106 686 117,200 SH   SOLE   117,200 0 0
APPLE INC COM 037833100 242,037 2,089,774 SH   SOLE   2,089,774 0 0
APPLE INC COM 037833100 77,305 667,500 SH Call SOLE   667,500 0 0
APPLE INC COM 037833100 43,298 373,900 SH Put SOLE   373,900 0 0
AQUA AMERICA INC COM 03836W103 1,947 64,820 SH   SOLE   64,820 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,588 56,711 SH   SOLE   56,711 0 0
ARCHROCK INC COM 03957W106 195 14,793 SH   SOLE   14,793 0 0
ARCONIC INC COM 03965L100 977 52,702 SH   SOLE   52,702 0 0
ARGAN INC COM 04010E109 241 3,426 SH   SOLE   3,426 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 690 10,483 SH   SOLE   10,483 0 0
ASCENA RETAIL GROUP INC COM 04351G101 114 18,441 SH   SOLE   18,441 0 0
AT&T INC COM 00206R102 11,967 281,500 SH Call SOLE   281,500 0 0
AT&T INC COM 00206R102 8,103 190,700 SH Put SOLE   190,700 0 0
B/E AEROSPACE INC COM 073302101 5,693 94,589 SH   SOLE   94,589 0 0
BAIDU INC SPON ADR REP A 056752108 83 505 SH   SOLE   505 0 0
BAIDU INC SPON ADR REP A 056752108 13,708 83,400 SH Call SOLE   83,400 0 0
BAIDU INC SPON ADR REP A 056752108 607 3,700 SH Put SOLE   3,700 0 0
BALL CORP COM 058498106 1,652 22,012 SH   SOLE   22,012 0 0
BANK AMER CORP COM 060505104 1,188 53,900 SH Put SOLE   53,900 0 0
BANK AMER CORP COM 060505104 2,817 127,700 SH Call SOLE   127,700 0 0
BANK NEW YORK MELLON CORP COM 064058100 6,690 141,200 SH   SOLE   141,200 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 45,320 1,776,600 SH Put SOLE   1,776,600 0 0
BARCLAYS BK PLC IPSP CROIL ETN 06738C786 723 114,354 SH   SOLE   114,354 0 0
BARNES & NOBLE INC COM 067774109 274 24,608 SH   SOLE   24,608 0 0
BARNES GROUP INC COM 067806109 459 9,696 SH   SOLE   9,696 0 0
BARRACUDA NETWORKS INC COM 068323104 680 31,766 SH   SOLE   31,766 0 0
BATS GLOBAL MKTS INC COM 05491G109 1,155 34,496 SH   SOLE   34,496 0 0
BAXTER INTL INC COM 071813109 4,993 112,619 SH   SOLE   112,619 0 0
BB&T CORP COM 054937107 3,597 76,500 SH   SOLE   76,500 0 0
BECTON DICKINSON & CO COM 075887109 7,447 44,987 SH   SOLE   44,987 0 0
BELDEN INC COM 077454106 679 9,092 SH   SOLE   9,092 0 0
BEMIS INC COM 081437105 1,448 30,300 SH   SOLE   30,300 0 0
BENCHMARK ELECTRS INC COM 08160H101 208 6,831 SH   SOLE   6,831 0 0
BENEFICIAL BANCORP INC COM 08171T102 573 31,155 SH   SOLE   31,155 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,116 13,000 SH Put SOLE   13,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,408 33,200 SH Call SOLE   33,200 0 0
BERRY PLASTICS GROUP INC COM 08579W103 1,351 27,738 SH   SOLE   27,738 0 0
BEST BUY INC COM 086516101 6,176 144,750 SH   SOLE   144,750 0 0
BIG LOTS INC COM 089302103 341 6,800 SH   SOLE   6,800 0 0
BIO TECHNE CORP COM 09073M104 713 6,943 SH   SOLE   6,943 0 0
BIOGEN INC COM 09062X103 1 6 SH   SOLE   6 0 0
BIOGEN INC COM 09062X103 425 1,500 SH Call SOLE   1,500 0 0
BIOGEN INC COM 09062X103 113 400 SH Put SOLE   400 0 0
BOB EVANS FARMS INC COM 096761101 335 6,300 SH   SOLE   6,300 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 331 9,200 SH   SOLE   9,200 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 174 10,540 SH   SOLE   10,540 0 0
BOULEVARD ACQUISITION CL A 10157Q102 23,064 2,325,000 SH   SOLE   2,325,000 0 0
BOX INC CL A 10316T104 639 46,133 SH   SOLE   46,133 0 0
BP PLC SPONSORED ADR 055622104 1,543 41,300 SH Call SOLE   41,300 0 0
BRADY CORP CL A 104674106 385 10,269 SH   SOLE   10,269 0 0
BRINKS CO COM 109696104 869 21,078 SH   SOLE   21,078 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 390 6,700 SH Call SOLE   6,700 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,599 27,400 SH Put SOLE   27,400 0 0
BROADCOM LTD SHS Y09827109 1,750 9,901 SH   SOLE   9,901 0 0
BROADCOM LTD SHS Y09827109 494 2,800 SH Put SOLE   2,800 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 3,503 280,500 SH   SOLE   280,500 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 35,198 34,958,000 SH   SOLE   0 0 0
BROOKDALE SR LIVING INC COM 112463104 403 32,500 SH   SOLE   32,500 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 12,210 12,500,000 SH   SOLE   0 0 0
BROWN FORMAN CORP CL B 115637209 2,016 44,900 SH   SOLE   44,900 0 0
BRUKER CORP COM 116794108 235 11,100 SH   SOLE   11,100 0 0
BUNGE LIMITED COM G16962105 2,548 35,277 SH   SOLE   35,277 0 0
BURLINGTON STORES INC COM 122017106 1,185 13,990 SH   SOLE   13,990 0 0
BWX TECHNOLOGIES INC COM 05605H100 758 19,100 SH   SOLE   19,100 0 0
CABELAS INC COM 126804301 10,737 183,400 SH Call SOLE   183,400 0 0
CABELAS INC COM 126804301 5 100 SH Put SOLE   100 0 0
CABOT CORP COM 127055101 338 6,700 SH   SOLE   6,700 0 0
CABOT OIL & GAS CORP COM 127097103 465 19,947 SH   SOLE   19,947 0 0
CAESARS ACQUISITION CO CL A 12768T103 204 15,149 SH   SOLE   15,149 0 0
CAESARS ENTMT CORP COM 127686103 113 13,347 SH   SOLE   13,347 0 0
CALERES INC COM 129500104 525 16,000 SH   SOLE   16,000 0 0
CALLON PETE CO DEL COM 13123X102 414 26,939 SH   SOLE   26,939 0 0
CALLON PETE CO DEL COM 13123X102 256 16,700 SH Call SOLE   16,700 0 0
CALPINE CORP COM NEW 131347304 584 51,110 SH   SOLE   51,110 0 0
CAMPBELL SOUP CO COM 134429109 780 12,902 SH   SOLE   12,902 0 0
CANTEL MEDICAL CORP COM 138098108 583 7,409 SH   SOLE   7,409 0 0
CAPITAL BK FINL CORP CL A COM 139794101 412 10,519 SH   SOLE   10,519 0 0
CAPITAL ONE FINL CORP COM 14040H105 431 4,951 SH   SOLE   4,951 0 0
CAPITOL FED FINL INC COM 14057J101 561 34,100 SH   SOLE   34,100 0 0
CARMAX INC COM 143130102 4,108 63,800 SH   SOLE   63,800 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 754 14,500 SH   SOLE   14,500 0 0
CARRIZO OIL & GAS INC COM 144577103 534 14,300 SH   SOLE   14,300 0 0
CASCADE BANCORP COM NEW 147154207 1,140 140,515 SH   SOLE   140,515 0 0
CATERPILLAR INC DEL COM 149123101 231 2,500 SH Call SOLE   2,500 0 0
CELANESE CORP DEL COM SER A 150870103 2,267 28,800 SH   SOLE   28,800 0 0
CELGENE CORP COM 151020104 2,222 19,200 SH   SOLE   19,200 0 0
CELGENE CORP COM 151020104 1,318 11,400 SH Call SOLE   11,400 0 0
CELGENE CORP COM 151020104 2,368 20,500 SH Put SOLE   20,500 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 1,609 1,500,000 SH   SOLE   0 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 33,806 30,000,000 SH   SOLE   0 0 0
CENTENE CORP DEL COM 15135B101 1,633 28,901 SH   SOLE   28,901 0 0
CENTERPOINT ENERGY INC COM 15189T107 2,167 87,981 SH   SOLE   87,981 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 200 6,500 SH   SOLE   6,500 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 203 6,465 SH   SOLE   6,465 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 459 1,600 SH Call SOLE   1,600 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 114 400 SH Put SOLE   400 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 409 4,850 SH   SOLE   4,850 0 0
CHEESECAKE FACTORY INC COM 163072101 754 12,600 SH   SOLE   12,600 0 0
CHEMICAL FINL CORP COM 163731102 503 9,299 SH   SOLE   9,299 0 0
CHEMOURS CO COM 163851108 415 18,800 SH   SOLE   18,800 0 0
CHEMTURA CORP COM NEW 163893209 1,019 30,700 SH   SOLE   30,700 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 12,166 12,001,000 SH   SOLE   0 0 0
CHEVRON CORP NEW COM 166764100 1,797 15,300 SH Put SOLE   15,300 0 0
CHEVRON CORP NEW COM 166764100 4,430 37,641 SH   SOLE   37,641 0 0
CHEVRON CORP NEW COM 166764100 2,788 23,700 SH Call SOLE   23,700 0 0
CHICOS FAS INC COM 168615102 356 24,808 SH   SOLE   24,808 0 0
CHILDRENS PL INC COM 168905107 292 2,900 SH   SOLE   2,900 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 540 5,026 SH   SOLE   5,026 0 0
CHUBB LIMITED COM H1467J104 607 4,600 SH   SOLE   4,600 0 0
CHUBB LIMITED COM H1467J104 237 1,800 SH Call SOLE   1,800 0 0
CHUBB LIMITED COM H1467J104 92 700 SH Put SOLE   700 0 0
CIENA CORP COM NEW 171779309 789 32,358 SH   SOLE   32,358 0 0
CINEMARK HOLDINGS INC COM 17243V102 993 25,900 SH   SOLE   25,900 0 0
CIRCOR INTL INC COM 17273K109 272 4,200 SH   SOLE   4,200 0 0
CISCO SYS INC COM 17275R102 12,247 405,400 SH Call SOLE   405,400 0 0
CISCO SYS INC COM 17275R102 14,503 480,100 SH Put SOLE   480,100 0 0
CISCO SYS INC COM 17275R102 9,047 299,393 SH   SOLE   299,393 0 0
CITIGROUP INC COM NEW 172967424 918 15,500 SH Call SOLE   15,500 0 0
CITIGROUP INC COM NEW 172967424 2,095 35,300 SH Put SOLE   35,300 0 0
CITIZENS FINL GROUP INC COM 174610105 620 17,410 SH   SOLE   17,410 0 0
CLARCOR INC COM 179895107 1,004 12,177 SH   SOLE   12,177 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 2,657 2,574,000 SH   SOLE   0 0 0
CMS ENERGY CORP COM 125896100 611 14,697 SH   SOLE   14,697 0 0
CNO FINL GROUP INC COM 12621E103 381 19,900 SH   SOLE   19,900 0 0
COACH INC COM 189754104 1,743 49,800 SH   SOLE   49,800 0 0
COBALT INTL ENERGY INC COM 19075F106 35 28,872 SH   SOLE   28,872 0 0
COBALT INTL ENERGY INC COM 19075F106 54 45,000 SH Put SOLE   45,000 0 0
COCA COLA CO COM 191216100 3,026 73,100 SH Put SOLE   73,100 0 0
COCA COLA CO COM 191216100 4,205 101,442 SH   SOLE   101,442 0 0
COCA COLA CO COM 191216100 309 7,500 SH Call SOLE   7,500 0 0
COHEN & STEERS INC COM 19247A100 379 11,300 SH   SOLE   11,300 0 0
COLGATE PALMOLIVE CO COM 194162103 261 4,000 SH Call SOLE   4,000 0 0
COLGATE PALMOLIVE CO COM 194162103 242 3,700 SH Put SOLE   3,700 0 0
COLGATE PALMOLIVE CO COM 194162103 2,877 43,972 SH   SOLE   43,972 0 0
COMCAST CORP NEW CL A 20030N101 702 10,200 SH Call SOLE   10,200 0 0
COMCAST CORP NEW CL A 20030N101 2,269 32,900 SH Put SOLE   32,900 0 0
COMFORT SYS USA INC COM 199908104 201 6,061 SH   SOLE   6,061 0 0
COMMSCOPE HLDG CO INC COM 20337X109 1,043 28,039 SH   SOLE   28,039 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 9 2,000,000 SH   SOLE   2,000,000 0 0
COMMVAULT SYSTEMS INC COM 204166102 755 14,701 SH   SOLE   14,701 0 0
CONAGRA BRANDS INC COM 205887102 1,278 32,329 SH   SOLE   32,329 0 0
CONCHO RES INC COM 20605P101 4,242 31,998 SH   SOLE   31,998 0 0
CONOCOPHILLIPS COM 20825C104 410 8,200 SH Put SOLE   8,200 0 0
CONOCOPHILLIPS COM 20825C104 150 3,000 SH Call SOLE   3,000 0 0
CONOCOPHILLIPS COM 20825C104 1,269 25,327 SH   SOLE   25,327 0 0
CONSTELLATION BRANDS INC CL A 21036P108 2,514 16,400 SH   SOLE   16,400 0 0
CONVERGYS CORP COM 212485106 208 8,500 SH   SOLE   8,500 0 0
COPA HOLDINGS SA CL A P31076105 208 2,300 SH   SOLE   2,300 0 0
CORCEPT THERAPEUTICS INC COM 218352102 210 29,000 SH   SOLE   29,000 0 0
CORELOGIC INC COM 21871D103 950 25,800 SH   SOLE   25,800 0 0
COSTCO WHSL CORP NEW COM 22160K105 384 2,400 SH Call SOLE   2,400 0 0
COSTCO WHSL CORP NEW COM 22160K105 512 3,200 SH Put SOLE   3,200 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 2,187 13,100 SH   SOLE   13,100 0 0
CRANE CO COM 224399105 995 13,800 SH   SOLE   13,800 0 0
CREDICORP LTD COM G2519Y108 2,262 14,332 SH   SOLE   14,332 0 0
CROWN HOLDINGS INC COM 228368106 916 17,442 SH   SOLE   17,442 0 0
CST BRANDS INC COM 12646R105 4,793 99,548 SH   SOLE   99,548 0 0
CSX CORP COM 126408103 4,832 134,486 SH   SOLE   134,486 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 2,320 2,000,000 SH   SOLE   0 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 5,237 5,000,000 SH   SOLE   0 0 0
CULLEN FROST BANKERS INC COM 229899109 758 8,600 SH   SOLE   8,600 0 0
CVS HEALTH CORP COM 126650100 501 6,360 SH   SOLE   6,360 0 0
CVS HEALTH CORP COM 126650100 1,086 13,800 SH Call SOLE   13,800 0 0
CVS HEALTH CORP COM 126650100 945 12,000 SH Put SOLE   12,000 0 0
D R HORTON INC COM 23331A109 412 15,100 SH   SOLE   15,100 0 0
DANAHER CORP DEL COM 235851102 341 4,400 SH Call SOLE   4,400 0 0
DARDEN RESTAURANTS INC COM 237194105 1,549 21,301 SH   SOLE   21,301 0 0
DARLING INGREDIENTS INC COM 237266101 733 56,793 SH   SOLE   56,793 0 0
DEERE & CO COM 244199105 14,476 140,500 SH Put SOLE   140,500 0 0
DEERE & CO COM 244199105 11,797 114,498 SH   SOLE   114,498 0 0
DEERE & CO COM 244199105 90,617 879,500 SH Call SOLE   879,500 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 2,748 50,000 SH   SOLE   50,000 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,232 18,300 SH   SOLE   18,300 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,272 46,200 SH   SOLE   46,200 0 0
DENNYS CORP COM 24869P104 220 17,200 SH   SOLE   17,200 0 0
DENTSPLY SIRONA INC COM 24906P109 1,794 31,092 SH   SOLE   31,092 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 3,427 3,000,000 SH   SOLE   0 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,573 15,573 SH   SOLE   15,573 0 0
DIGITALGLOBE INC COM NEW 25389M877 484 16,903 SH   SOLE   16,903 0 0
DISH NETWORK CORP CL A 25470M109 434 7,500 SH   SOLE   7,500 0 0
DISNEY WALT CO COM DISNEY 254687106 3,704 35,542 SH   SOLE   35,542 0 0
DISNEY WALT CO COM DISNEY 254687106 3,645 35,000 SH Call SOLE   35,000 0 0
DISNEY WALT CO COM DISNEY 254687106 2,446 23,500 SH Put SOLE   23,500 0 0
DOLBY LABORATORIES INC COM 25659T107 948 21,000 SH   SOLE   21,000 0 0
DOLLAR TREE INC COM 256746108 3,662 47,449 SH   SOLE   47,449 0 0
DOMINOS PIZZA INC COM 25754A201 3,174 19,937 SH   SOLE   19,937 0 0
DONALDSON INC COM 257651109 3,318 78,855 SH   SOLE   78,855 0 0
DONNELLEY R R & SONS CO COM 257867200 290 17,815 SH   SOLE   17,815 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 29,850 3,000,000 SH   SOLE   3,000,000 0 0
DOVER CORP COM 260003108 1,071 14,300 SH   SOLE   14,300 0 0
DOW CHEM CO COM 260543103 32 567 SH   SOLE   567 0 0
DOW CHEM CO COM 260543103 382 6,700 SH Put SOLE   6,700 0 0
DSW INC CL A 23334L102 602 26,599 SH   SOLE   26,599 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 33 458 SH   SOLE   458 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 585 8,000 SH Put SOLE   8,000 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 523 6,742 SH   SOLE   6,742 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 690 8,900 SH Call SOLE   8,900 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 271 7,827 SH   SOLE   7,827 0 0
EARTHLINK HLDGS CORP COM 27033X101 324 57,624 SH   SOLE   57,624 0 0
EASTMAN CHEM CO COM 277432100 3,865 51,400 SH   SOLE   51,400 0 0
EATON VANCE CORP COM NON VTG 278265103 925 22,100 SH   SOLE   22,100 0 0
EBAY INC COM 278642103 0 23 SH   SOLE   23 0 0
EBAY INC COM 278642103 1,632 55,000 SH Call SOLE   55,000 0 0
EBIX INC COM NEW 278715206 219 3,849 SH   SOLE   3,849 0 0
EDGEWELL PERS CARE CO COM 28035Q102 7,220 98,923 SH   SOLE   98,923 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1,025 23,385 SH   SOLE   23,385 0 0
ELLIE MAE INC COM 28849P100 334 4,000 SH   SOLE   4,000 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 28,728 310,913 SH   SOLE   310,913 0 0
ENSCO PLC SHS CLASS A G3157S106 166 17,100 SH   SOLE   17,100 0 0
ENTEGRIS INC COM 29362U104 668 37,345 SH   SOLE   37,345 0 0
EOG RES INC COM 26875P101 3,898 38,562 SH   SOLE   38,562 0 0
EOG RES INC COM 26875P101 291 2,900 SH Call SOLE   2,900 0 0
EOG RES INC COM 26875P101 151 1,500 SH Put SOLE   1,500 0 0
EQT CORP COM 26884L109 1,216 18,600 SH   SOLE   18,600 0 0
ESSENT GROUP LTD COM G3198U102 381 11,801 SH   SOLE   11,801 0 0
EURONET WORLDWIDE INC COM 298736109 896 12,383 SH   SOLE   12,383 0 0
EVEREST RE GROUP LTD COM G3223R108 735 3,400 SH   SOLE   3,400 0 0
EXELIXIS INC COM 30161Q104 439 29,500 SH   SOLE   29,500 0 0
EXPEDIA INC DEL COM NEW 30212P303 3,055 26,970 SH   SOLE   26,970 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,807 26,273 SH   SOLE   26,273 0 0
EXXON MOBIL CORP COM 30231G102 2,912 32,263 SH   SOLE   32,263 0 0
EXXON MOBIL CORP COM 30231G102 2,688 29,800 SH Call SOLE   29,800 0 0
EXXON MOBIL CORP COM 30231G102 2,832 31,400 SH Put SOLE   31,400 0 0
FACEBOOK INC CL A 30303M102 2,368 20,600 SH Call SOLE   20,600 0 0
FACEBOOK INC CL A 30303M102 3,586 31,200 SH Put SOLE   31,200 0 0
FACEBOOK INC CL A 30303M102 640 5,567 SH   SOLE   5,567 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 179 15,200 SH   SOLE   15,200 0 0
FEDERAL SIGNAL CORP COM 313855108 424 27,224 SH   SOLE   27,224 0 0
FEDERATED INVS INC PA CL B 314211103 887 31,400 SH   SOLE   31,400 0 0
FERROGLOBE PLC SHS G33856108 349 32,300 SH   SOLE   32,300 0 0
FIDELITY & GTY LIFE COM 315785105 954 40,284 SH   SOLE   40,284 0 0
FIFTH THIRD BANCORP COM 316773100 296 11,000 SH   SOLE   11,000 0 0
FINISAR CORP COM NEW 31787A507 1,041 34,400 SH   SOLE   34,400 0 0
FINISH LINE INC CL A 317923100 308 16,400 SH   SOLE   16,400 0 0
FIREEYE INC COM 31816Q101 227 19,100 SH   SOLE   19,100 0 0
FIRST AMERN FINL CORP COM 31847R102 1,533 41,875 SH   SOLE   41,875 0 0
FIRST BANCORP P R COM NEW 318672706 123 18,714 SH   SOLE   18,714 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 711 50,183 SH   SOLE   50,183 0 0
FIRSTCASH INC COM 33767D105 667 14,200 SH   SOLE   14,200 0 0
FIRSTENERGY CORP COM 337932107 7,464 241,027 SH   SOLE   241,027 0 0
FITBIT INC CL A 33812L102 108 14,800 SH   SOLE   14,800 0 0
FIVE BELOW INC COM 33829M101 441 11,045 SH   SOLE   11,045 0 0
FLEX LTD ORD Y2573F102 2,686 186,962 SH   SOLE   186,962 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,159 95,614 SH   SOLE   95,614 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 46 3,800 SH Call SOLE   3,800 0 0
FORTINET INC COM 34959E109 1,620 53,804 SH   SOLE   53,804 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,085 20,300 SH   SOLE   20,300 0 0
FRANKS INTL N V COM N33462107 348 28,300 SH   SOLE   28,300 0 0
FREEPORT-MCMORAN INC CL B 35671D857 421 31,928 SH   SOLE   31,928 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 998 16,473 SH   SOLE   16,473 0 0
G & K SVCS INC CL A 361268105 997 10,341 SH   SOLE   10,341 0 0
GALLAGHER ARTHUR J & CO COM 363576109 602 11,600 SH   SOLE   11,600 0 0
GARMIN LTD SHS H2906T109 470 9,700 SH   SOLE   9,700 0 0
GARTNER INC COM 366651107 1,662 16,453 SH   SOLE   16,453 0 0
GASLOG LTD SHS G37585109 162 10,120 SH   SOLE   10,120 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 1,100 41,147 SH   SOLE   41,147 0 0
GENERAL DYNAMICS CORP COM 369550108 395 2,300 SH Call SOLE   2,300 0 0
GENERAL DYNAMICS CORP COM 369550108 120 700 SH Put SOLE   700 0 0
GENERAL ELECTRIC CO COM 369604103 4,446 140,800 SH Call SOLE   140,800 0 0
GENERAL ELECTRIC CO COM 369604103 2,285 72,400 SH Put SOLE   72,400 0 0
GENERAL MTRS CO COM 37045V100 1,105 31,720 SH   SOLE   31,720 0 0
GENERAL MTRS CO COM 37045V100 268 7,700 SH Call SOLE   7,700 0 0
GENERAL MTRS CO COM 37045V100 181 5,200 SH Put SOLE   5,200 0 0
GENESEE & WYO INC CL A 371559105 742 10,703 SH   SOLE   10,703 0 0
GENOMIC HEALTH INC COM 37244C101 346 11,797 SH   SOLE   11,797 0 0
GENPACT LIMITED SHS G3922B107 714 29,372 SH   SOLE   29,372 0 0
GENWORTH FINL INC COM CL A 37247D106 784 205,973 SH   SOLE   205,973 0 0
GIBRALTAR INDS INC COM 374689107 463 11,138 SH   SOLE   11,138 0 0
GIGAMON INC COM 37518B102 764 16,784 SH   SOLE   16,784 0 0
GILEAD SCIENCES INC COM 375558103 4,776 66,695 SH   SOLE   66,695 0 0
GILEAD SCIENCES INC COM 375558103 377 5,300 SH Call SOLE   5,300 0 0
GILEAD SCIENCES INC COM 375558103 2,075 29,000 SH Put SOLE   29,000 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 9,940 1,000,000 SH   SOLE   1,000,000 0 0
GLOBAL PMTS INC COM 37940X102 1,332 19,200 SH   SOLE   19,200 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,241 5,200 SH Call SOLE   5,200 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 691 2,900 SH Put SOLE   2,900 0 0
GRACE W R & CO DEL NEW COM 38388F108 588 8,700 SH   SOLE   8,700 0 0
GRACO INC COM 384109104 299 3,600 SH   SOLE   3,600 0 0
GRAN TIERRA ENERGY INC COM 38500T101 386 127,852 SH   SOLE   127,852 0 0
GRAND CANYON ED INC COM 38526M106 557 9,535 SH   SOLE   9,535 0 0
GRANITE CONSTR INC COM 387328107 1,039 18,900 SH   SOLE   18,900 0 0
GREAT PLAINS ENERGY INC COM 391164100 1,750 63,999 SH   SOLE   63,999 0 0
GREEN DOT CORP CL A 39304D102 531 22,585 SH   SOLE   22,585 0 0
GREEN PLAINS INC COM 393222104 220 7,900 SH   SOLE   7,900 0 0
GROUPON INC COM 399473107 202 61,128 SH   SOLE   61,128 0 0
GUESS INC COM 401617105 124 10,300 SH   SOLE   10,300 0 0
GULFPORT ENERGY CORP COM NEW 402635304 411 19,000 SH   SOLE   19,000 0 0
HALLIBURTON CO COM 406216101 819 15,153 SH   SOLE   15,153 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 197 19,990 SH   SOLE   19,990 0 0
HALYARD HEALTH INC COM 40650V100 467 12,650 SH   SOLE   12,650 0 0
HANESBRANDS INC COM 410345102 5,569 258,228 SH   SOLE   258,228 0 0
HARLEY DAVIDSON INC COM 412822108 851 14,601 SH   SOLE   14,601 0 0
HARMAN INTL INDS INC COM 413086109 18,096 162,800 SH Call SOLE   162,800 0 0
HARMAN INTL INDS INC COM 413086109 28,804 259,130 SH   SOLE   259,130 0 0
HARRIS CORP DEL COM 413875105 1,987 19,399 SH   SOLE   19,399 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 953 20,000 SH   SOLE   20,000 0 0
HASBRO INC COM 418056107 1,392 17,900 SH   SOLE   17,900 0 0
HEADWATERS INC COM 42210P102 1,281 54,479 SH   SOLE   54,479 0 0
HEALTHSOUTH CORP DEBT 2.000%12/0 421924BL4 2,971 2,500,000 SH   SOLE   0 0 0
HECLA MNG CO COM 422704106 257 49,100 SH   SOLE   49,100 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 494 56,100 SH   SOLE   56,100 0 0
HELMERICH & PAYNE INC COM 423452101 2,112 27,299 SH   SOLE   27,299 0 0
HENNESSY CAP ACQUISITION COR COM 42588J100 9,790 971,288 SH   SOLE   971,288 0 0
HERBALIFE LTD COM USD SHS G4412G101 16,387 340,416 SH   SOLE   340,416 0 0
HERCULES CAPITAL INC COM 427096508 562 39,884 SH   SOLE   39,884 0 0
HERITAGE OAKS BANCORP COM 42724R107 186 15,121 SH   SOLE   15,121 0 0
HESS CORP COM 42809H107 280 4,500 SH   SOLE   4,500 0 0
HEXCEL CORP NEW COM 428291108 504 9,800 SH   SOLE   9,800 0 0
HIBBETT SPORTS INC COM 428567101 282 7,581 SH   SOLE   7,581 0 0
HOLOGIC INC COM 436440101 1,585 39,507 SH   SOLE   39,507 0 0
HOME DEPOT INC COM 437076102 1,298 9,700 SH Call SOLE   9,700 0 0
HOME DEPOT INC COM 437076102 1,809 13,500 SH Put SOLE   13,500 0 0
HONEYWELL INTL INC COM 438516106 100 868 SH   SOLE   868 0 0
HONEYWELL INTL INC COM 438516106 265 2,300 SH Call SOLE   2,300 0 0
HONEYWELL INTL INC COM 438516106 1,075 9,300 SH Put SOLE   9,300 0 0
HORMEL FOODS CORP COM 440452100 2,672 76,769 SH   SOLE   76,769 0 0
HSN INC COM 404303109 279 8,158 SH   SOLE   8,158 0 0
HUBSPOT INC COM 443573100 507 10,794 SH   SOLE   10,794 0 0
HUMANA INC COM 444859102 18,769 92,000 SH Call SOLE   92,000 0 0
HURON CONSULTING GROUP INC COM 447462102 680 13,441 SH   SOLE   13,441 0 0
HYATT HOTELS CORP COM CL A 448579102 3,917 70,898 SH   SOLE   70,898 0 0
IAC INTERACTIVECORP COM 44919P508 943 14,556 SH   SOLE   14,556 0 0
ICON PLC SHS G4705A100 2,511 33,394 SH   SOLE   33,394 0 0
IDEX CORP COM 45167R104 1,045 11,612 SH   SOLE   11,612 0 0
IMAX CORP COM 45245E109 290 9,254 SH   SOLE   9,254 0 0
INDEPENDENT BK GROUP INC COM 45384B106 349 5,600 SH   SOLE   5,600 0 0
INFINERA CORPORATION COM 45667G103 223 26,273 SH   SOLE   26,273 0 0
INGERSOLL-RAND PLC SHS G47791101 968 12,900 SH   SOLE   12,900 0 0
INGREDION INC COM 457187102 736 5,893 SH   SOLE   5,893 0 0
INOVALON HLDGS INC COM CL A 45781D101 300 29,189 SH   SOLE   29,189 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 110 12,011 SH   SOLE   12,011 0 0
INTEL CORP COM 458140100 954 26,306 SH   SOLE   26,306 0 0
INTEL CORP COM 458140100 807 22,300 SH Call SOLE   22,300 0 0
INTEL CORP COM 458140100 2,913 80,400 SH Put SOLE   80,400 0 0
INTEL CORP SDCV 12/1 458140AD2 13,531 10,000,000 SH   SOLE   0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 26,475 15,000,000 SH   SOLE   0 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 445 12,194 SH   SOLE   12,194 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 5,377 6,000,000 SH   SOLE   0 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,117 19,800 SH   SOLE   19,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 38 233 SH   SOLE   233 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 24,698 148,800 SH Call SOLE   148,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,537 15,300 SH Put SOLE   15,300 0 0
INTERSIL CORP CL A 46069S109 1,024 45,924 SH   SOLE   45,924 0 0
INTREXON CORP COM 46122T102 357 14,700 SH   SOLE   14,700 0 0
INTUIT COM 461202103 412 3,600 SH   SOLE   3,600 0 0
INVENSENSE INC COM 46123D205 997 78,023 SH   SOLE   78,023 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 998 1,000,000 SH   SOLE   0 0 0
INVESCO LTD SHS G491BT108 2,195 72,379 SH   SOLE   72,379 0 0
INVESTORS BANCORP INC NEW COM 46146L101 1,787 128,134 SH   SOLE   128,134 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,559 32,614 SH   SOLE   32,614 0 0
IPG PHOTONICS CORP COM 44980X109 1,208 12,238 SH   SOLE   12,238 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 174 11,393 SH   SOLE   11,393 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 5,746 5,000,000 SH   SOLE   0 0 0
ISHARES MSCI CDA ETF 464286509 2,193 83,894 SH   SOLE   83,894 0 0
ISHARES MSCI CH CAP ETF 464286640 415 11,108 SH   SOLE   11,108 0 0
ISHARES MSCI FRNTR100ETF 464286145 425 17,117 SH   SOLE   17,117 0 0
ISHARES MSCI HONG KG ETF 464286871 1,158 59,495 SH   SOLE   59,495 0 0
ISHARES GOLD TRUST ISHARES 464285105 840 75,894 SH   SOLE   75,894 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 218 4,481 SH   SOLE   4,481 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 860 43,175 SH   SOLE   43,175 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 3,547 120,803 SH   SOLE   120,803 0 0
ISHARES TR 1-3 YR TR BD ETF 464287457 14,530 172,066 SH   SOLE   172,066 0 0
ISHARES TR 20 YR TR BD ETF 464287432 12,151 102,000 SH Call SOLE   102,000 0 0
ISHARES TR 20 YR TR BD ETF 464287432 4,561 38,287 SH   SOLE   38,287 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 7,679 221,235 SH   SOLE   221,235 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 25,902 746,300 SH Put SOLE   746,300 0 0
ISHARES TR IBOXX HI YD ETF 464288513 4,327 50,000 SH Put SOLE   50,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 3,705 42,814 SH   SOLE   42,814 0 0
ISHARES TR IBOXX INV CP ETF 464287242 11,696 99,818 SH   SOLE   99,818 0 0
ISHARES TR MSCI EAFE ETF 464287465 4,785 82,900 SH Put SOLE   82,900 0 0
ISHARES TR MSCI EAFE ETF 464287465 4,605 79,800 SH Call SOLE   79,800 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 6,187 176,800 SH Put SOLE   176,800 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 16,335 466,800 SH Call SOLE   466,800 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,317 37,639 SH   SOLE   37,639 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 3,360 109,496 SH   SOLE   109,496 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 72,103 534,700 SH Put SOLE   534,700 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 5,663 42,000 SH Call SOLE   42,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 269 1,999 SH   SOLE   1,999 0 0
ISHARES TR SELECT DIVID ETF 464287168 3,122 35,250 SH   SOLE   35,250 0 0
ISHARES TR U.S. REAL ES ETF 464287739 2,939 38,200 SH Put SOLE   38,200 0 0
J2 GLOBAL INC COM 48123V102 971 11,875 SH   SOLE   11,875 0 0
JABIL CIRCUIT INC COM 466313103 2,977 125,796 SH   SOLE   125,796 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,785 31,320 SH   SOLE   31,320 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 883 10,280 SH   SOLE   10,280 0 0
JOHNSON & JOHNSON COM 478160104 2,563 22,255 SH   SOLE   22,255 0 0
JOHNSON & JOHNSON COM 478160104 126 1,100 SH Call SOLE   1,100 0 0
JOHNSON & JOHNSON COM 478160104 6,955 60,400 SH Put SOLE   60,400 0 0
JOHNSON CTLS INTL PLC SHS G51502105 8,265 200,657 SH   SOLE   200,657 0 0
JONES LANG LASALLE INC COM 48020Q107 600 5,947 SH   SOLE   5,947 0 0
JOY GLOBAL INC COM 481165108 1,048 37,446 SH   SOLE   37,446 0 0
JPMORGAN CHASE & CO COM 46625H100 655 7,602 SH   SOLE   7,602 0 0
JPMORGAN CHASE & CO COM 46625H100 6,174 71,600 SH Put SOLE   71,600 0 0
JPMORGAN CHASE & CO COM 46625H100 7,563 87,700 SH Call SOLE   87,700 0 0
JUNIPER NETWORKS INC COM 48203R104 345 12,212 SH   SOLE   12,212 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 483 5,700 SH   SOLE   5,700 0 0
KB HOME COM 48666K109 694 43,951 SH   SOLE   43,951 0 0
KELLOGG CO COM 487836108 5,012 68,000 SH   SOLE   68,000 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 268 7,352 SH   SOLE   7,352 0 0
KIRBY CORP COM 497266106 360 5,414 SH   SOLE   5,414 0 0
KLX INC COM 482539103 1,042 23,121 SH   SOLE   23,121 0 0
KNIGHT TRANSN INC COM 499064103 335 10,152 SH   SOLE   10,152 0 0
KOHLS CORP COM 500255104 2,365 47,900 SH   SOLE   47,900 0 0
KORN FERRY INTL COM NEW 500643200 915 31,100 SH   SOLE   31,100 0 0
KRAFT HEINZ CO COM 500754106 384 4,400 SH Call SOLE   4,400 0 0
L BRANDS INC COM 501797104 467 7,102 SH   SOLE   7,102 0 0
LAS VEGAS SANDS CORP COM 517834107 3,525 66,000 SH   SOLE   66,000 0 0
LAZARD LTD SHS A G54050102 1,166 28,393 SH   SOLE   28,393 0 0
LEAR CORP COM NEW 521865204 1,641 12,400 SH   SOLE   12,400 0 0
LENDINGCLUB CORP COM 52603A109 117 22,400 SH   SOLE   22,400 0 0
LEUCADIA NATL CORP COM 527288104 1,119 48,141 SH   SOLE   48,141 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 8,094 143,624 SH   SOLE   143,624 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 3,887 7,300,000 SH   SOLE   0 0 0
LIFELOCK INC COM 53224V100 1,003 41,958 SH   SOLE   41,958 0 0
LIFEPOINT HEALTH INC COM 53219L109 1,079 19,008 SH   SOLE   19,008 0 0
LILLY ELI & CO COM 532457108 563 7,700 SH Call SOLE   7,700 0 0
LILLY ELI & CO COM 532457108 278 3,800 SH Put SOLE   3,800 0 0
LINCOLN NATL CORP IND COM 534187109 2,093 31,588 SH   SOLE   31,588 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2,577 41,345 SH   SOLE   41,345 0 0
LIVANOVA PLC SHS G5509L101 415 9,248 SH   SOLE   9,248 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,756 103,622 SH   SOLE   103,622 0 0
LKQ CORP COM 501889208 3,302 107,747 SH   SOLE   107,747 0 0
LOCKHEED MARTIN CORP COM 539830109 215 861 SH   SOLE   861 0 0
LOCKHEED MARTIN CORP COM 539830109 74 300 SH Call SOLE   300 0 0
LOCKHEED MARTIN CORP COM 539830109 846 3,400 SH Put SOLE   3,400 0 0
LOUISIANA PAC CORP COM 546347105 374 19,799 SH   SOLE   19,799 0 0
LOWES COS INC COM 548661107 294 4,137 SH   SOLE   4,137 0 0
LOWES COS INC COM 548661107 448 6,300 SH Put SOLE   6,300 0 0
LULULEMON ATHLETICA INC COM 550021109 1,598 24,600 SH   SOLE   24,600 0 0
M D C HLDGS INC COM 552676108 521 20,334 SH   SOLE   20,334 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 3,754 45,958 SH   SOLE   45,958 0 0
MACYS INC COM 55616P104 4,322 120,694 SH   SOLE   120,694 0 0
MADDEN STEVEN LTD COM 556269108 625 17,495 SH   SOLE   17,495 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 222 12,727 SH   SOLE   12,727 0 0
MANITOWOC FOODSERVICE INC COM 563568104 639 33,069 SH   SOLE   33,069 0 0
MANPOWERGROUP INC COM 56418H100 311 3,500 SH   SOLE   3,500 0 0
MARATHON OIL CORP COM 565849106 1,916 110,731 SH   SOLE   110,731 0 0
MARKETAXESS HLDGS INC COM 57060D108 1,602 10,909 SH   SOLE   10,909 0 0
MARTIN MARIETTA MATLS INC COM 573284106 243 1,100 SH   SOLE   1,100 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,417 246,361 SH   SOLE   246,361 0 0
MASIMO CORP COM 574795100 307 4,557 SH   SOLE   4,557 0 0
MASONITE INTL CORP NEW COM 575385109 932 14,173 SH   SOLE   14,173 0 0
MASTERCARD INCORPORATED CL A 57636Q104 3,886 37,646 SH   SOLE   37,646 0 0
MASTERCARD INCORPORATED CL A 57636Q104 908 8,800 SH Call SOLE   8,800 0 0
MASTERCARD INCORPORATED CL A 57636Q104 535 5,200 SH Put SOLE   5,200 0 0
MATADOR RES CO COM 576485205 407 15,800 SH   SOLE   15,800 0 0
MATTEL INC COM 577081102 6,380 231,612 SH   SOLE   231,612 0 0
MAXLINEAR INC CL A 57776J100 255 11,735 SH   SOLE   11,735 0 0
MBIA INC COM 55262C100 222 20,818 SH   SOLE   20,818 0 0
MCDERMOTT INTL INC COM 580037109 266 36,070 SH   SOLE   36,070 0 0
MCDONALDS CORP COM 580135101 1,203 9,900 SH Call SOLE   9,900 0 0
MCDONALDS CORP COM 580135101 1,593 13,100 SH Put SOLE   13,100 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 212 3,000 SH Call SOLE   3,000 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 10,195 8,470,000 SH   SOLE   0 0 0
MEDTRONIC PLC SHS G5960L103 3,889 54,606 SH   SOLE   54,606 0 0
MEDTRONIC PLC SHS G5960L103 1,299 18,300 SH Call SOLE   18,300 0 0
MEDTRONIC PLC SHS G5960L103 1,530 21,500 SH Put SOLE   21,500 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 708 17,319 SH   SOLE   17,319 0 0
MENTOR GRAPHICS CORP COM 587200106 1,002 27,178 SH   SOLE   27,178 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 13,241 7,100,000 SH   SOLE   0 0 0
MERCHANTS BANCSHARES COM 588448100 1,262 23,292 SH   SOLE   23,292 0 0
MERCK & CO INC COM 58933Y105 5,169 87,806 SH   SOLE   87,806 0 0
MERCK & CO INC COM 58933Y105 104 1,800 SH Call SOLE   1,800 0 0
MERCK & CO INC COM 58933Y105 2,257 38,400 SH Put SOLE   38,400 0 0
MERITOR INC COM 59001K100 801 64,500 SH   SOLE   64,500 0 0
METHODE ELECTRS INC COM 591520200 580 14,033 SH   SOLE   14,033 0 0
METLIFE INC COM 59156R108 793 14,717 SH   SOLE   14,717 0 0
METLIFE INC COM 59156R108 387 7,200 SH Put SOLE   7,200 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,516 10,790 SH   SOLE   10,790 0 0
MGE ENERGY INC COM 55277P104 274 4,200 SH   SOLE   4,200 0 0
MGM RESORTS INTERNATIONAL COM 552953101 973 33,757 SH   SOLE   33,757 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 5,372 83,745 SH   SOLE   83,745 0 0
MICRON TECHNOLOGY INC COM 595112103 1,955 89,190 SH   SOLE   89,190 0 0
MICROSOFT CORP COM 594918104 4,856 78,200 SH Put SOLE   78,200 0 0
MICROSOFT CORP COM 594918104 127,519 2,052,132 SH   SOLE   2,052,132 0 0
MICROSOFT CORP COM 594918104 13,951 224,600 SH Call SOLE   224,600 0 0
MINERALS TECHNOLOGIES INC COM 603158106 316 4,100 SH   SOLE   4,100 0 0
MOHAWK INDS INC COM 608190104 5,692 28,508 SH   SOLE   28,508 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,714 27,900 SH   SOLE   27,900 0 0
MONDELEZ INTL INC CL A 609207105 197 4,500 SH Call SOLE   4,500 0 0
MONDELEZ INTL INC CL A 609207105 207 4,700 SH Put SOLE   4,700 0 0
MONSANTO CO NEW COM 61166W101 1,112 10,572 SH   SOLE   10,572 0 0
MONSANTO CO NEW COM 61166W101 4,797 45,600 SH Call SOLE   45,600 0 0
MONSANTO CO NEW COM 61166W101 756 7,200 SH Put SOLE   7,200 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 17,736 400,000 SH Call SOLE   400,000 0 0
MOODYS CORP COM 615369105 1,621 17,200 SH   SOLE   17,200 0 0
MORGAN STANLEY COM NEW 617446448 333 7,900 SH Call SOLE   7,900 0 0
MORGAN STANLEY COM NEW 617446448 320 7,600 SH Put SOLE   7,600 0 0
MOSAIC CO NEW COM 61945C103 224 7,665 SH   SOLE   7,665 0 0
MSA SAFETY INC COM 553498106 780 11,252 SH   SOLE   11,252 0 0
MSCI INC COM 55354G100 306 3,887 SH   SOLE   3,887 0 0
MTS SYS CORP COM 553777103 266 4,701 SH   SOLE   4,701 0 0
MULTI COLOR CORP COM 625383104 302 3,900 SH   SOLE   3,900 0 0
MURPHY USA INC COM 626755102 276 4,498 SH   SOLE   4,498 0 0
MYRIAD GENETICS INC COM 62855J104 646 38,782 SH   SOLE   38,782 0 0
NASDAQ INC COM 631103108 808 12,049 SH   SOLE   12,049 0 0
NATIONAL BEVERAGE CORP COM 635017106 408 8,000 SH   SOLE   8,000 0 0
NATIONAL CINEMEDIA INC COM 635309107 451 30,625 SH   SOLE   30,625 0 0
NATUS MEDICAL INC DEL COM 639050103 868 24,962 SH   SOLE   24,962 0 0
NAVIGANT CONSULTING INC COM 63935N107 1,760 67,254 SH   SOLE   67,254 0 0
NAVISTAR INTL CORP NEW COM 63934E108 103 3,300 SH   SOLE   3,300 0 0
NAVISTAR INTL CORP NEW COM 63934E108 7,428 236,900 SH Put SOLE   236,900 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 21,835 22,000,000 SH   SOLE   0 0 0
NCI BUILDING SYS INC COM NEW 628852204 313 20,063 SH   SOLE   20,063 0 0
NCR CORP NEW COM 62886E108 728 17,952 SH   SOLE   17,952 0 0
NEENAH PAPER INC COM 640079109 385 4,519 SH   SOLE   4,519 0 0
NETAPP INC COM 64110D104 2,732 77,477 SH   SOLE   77,477 0 0
NETFLIX INC COM 64110L106 14,083 113,757 SH   SOLE   113,757 0 0
NETFLIX INC COM 64110L106 4,326 35,000 SH Call SOLE   35,000 0 0
NETFLIX INC COM 64110L106 12,756 103,100 SH Put SOLE   103,100 0 0
NEVRO CORP COM 64157F103 356 4,900 SH   SOLE   4,900 0 0
NEW RELIC INC COM 64829B100 889 31,499 SH   SOLE   31,499 0 0
NEW YORK TIMES CO CL A 650111107 194 14,587 SH   SOLE   14,587 0 0
NEWELL BRANDS INC COM 651229106 5,349 119,816 SH   SOLE   119,816 0 0
NEWS CORP NEW CL A 65249B109 570 49,787 SH   SOLE   49,787 0 0
NEXTERA ENERGY INC COM 65339F101 5,189 43,440 SH   SOLE   43,440 0 0
NEXTERA ENERGY INC COM 65339F101 11 100 SH Call SOLE   100 0 0
NIC INC COM 62914B100 219 9,173 SH   SOLE   9,173 0 0
NIKE INC CL B 654106103 466 9,200 SH Put SOLE   9,200 0 0
NIKE INC CL B 654106103 437 8,616 SH   SOLE   8,616 0 0
NIKE INC CL B 654106103 50 1,000 SH Call SOLE   1,000 0 0
NOBLE ENERGY INC COM 655044105 2,423 63,684 SH   SOLE   63,684 0 0
NORDSON CORP COM 655663102 1,637 14,617 SH   SOLE   14,617 0 0
NORDSTROM INC COM 655664100 3,306 68,988 SH   SOLE   68,988 0 0
NORTHROP GRUMMAN CORP COM 666807102 4,793 20,612 SH   SOLE   20,612 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 513 34,400 SH   SOLE   34,400 0 0
NRG ENERGY INC COM NEW 629377508 1,304 106,435 SH   SOLE   106,435 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 855 17,900 SH   SOLE   17,900 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,630 176,526 SH   SOLE   176,526 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 15,590 16,000,000 SH   SOLE   0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 29,549 301,500 SH Call SOLE   301,500 0 0
NXP SEMICONDUCTORS N V COM N6596X109 38,146 389,215 SH   SOLE   389,215 0 0
OASIS PETE INC NEW COM 674215108 310 20,512 SH   SOLE   20,512 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 6,287 4,507,000 SH   SOLE   0 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 245 3,451 SH   SOLE   3,451 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 42 600 SH Call SOLE   600 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 405 5,700 SH Put SOLE   5,700 0 0
OLD DOMINION FGHT LINES INC COM 679580100 1,070 12,478 SH   SOLE   12,478 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 398 13,998 SH   SOLE   13,998 0 0
OM ASSET MGMT PLC SHS G67506108 351 24,250 SH   SOLE   24,250 0 0
ORACLE CORP COM 68389X105 591 15,393 SH   SOLE   15,393 0 0
ORACLE CORP COM 68389X105 470 12,300 SH Call SOLE   12,300 0 0
ORACLE CORP COM 68389X105 2,657 69,200 SH Put SOLE   69,200 0 0
OWENS ILL INC COM NEW 690768403 273 15,709 SH   SOLE   15,709 0 0
PACE HLDGS CORP CL A G6865N103 17,209 1,700,553 SH   SOLE   1,700,553 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 11,329 11,000,000 SH   SOLE   0 0 0
PAPA JOHNS INTL INC COM 698813102 239 2,800 SH   SOLE   2,800 0 0
PARK NATL CORP COM 700658107 610 5,100 SH   SOLE   5,100 0 0
PARTY CITY HOLDCO INC COM 702149105 190 13,447 SH   SOLE   13,447 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 8,239 8,500,000 SH   SOLE   0 0 0
PAYCOM SOFTWARE INC COM 70432V102 236 5,200 SH   SOLE   5,200 0 0
PAYPAL HLDGS INC COM 70450Y103 3,183 80,667 SH   SOLE   80,667 0 0
PAYPAL HLDGS INC COM 70450Y103 437 11,100 SH Call SOLE   11,100 0 0
PENNEY J C INC COM 708160106 226 27,200 SH   SOLE   27,200 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 202 3,900 SH   SOLE   3,900 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 4,101 211,831 SH   SOLE   211,831 0 0
PEPSICO INC COM 713448108 4,592 43,892 SH   SOLE   43,892 0 0
PEPSICO INC COM 713448108 176 1,700 SH Call SOLE   1,700 0 0
PEPSICO INC COM 713448108 2,969 28,400 SH Put SOLE   28,400 0 0
PERRIGO CO PLC SHS G97822103 3,454 41,500 SH   SOLE   41,500 0 0
PFIZER INC COM 717081103 3,345 103,100 SH Put SOLE   103,100 0 0
PFIZER INC COM 717081103 808 24,900 SH Call SOLE   24,900 0 0
PFIZER INC COM 717081103 1,129 34,762 SH   SOLE   34,762 0 0
PHILIP MORRIS INTL INC COM 718172109 1,365 14,920 SH   SOLE   14,920 0 0
PHILIP MORRIS INTL INC COM 718172109 2,294 25,100 SH Call SOLE   25,100 0 0
PHILIP MORRIS INTL INC COM 718172109 1,233 13,500 SH Put SOLE   13,500 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,016 53,510 SH   SOLE   53,510 0 0
PIONEER NAT RES CO COM 723787107 883 4,908 SH   SOLE   4,908 0 0
PITNEY BOWES INC COM 724479100 583 38,388 SH   SOLE   38,388 0 0
PNC FINL SVCS GROUP INC COM 693475105 421 3,600 SH Call SOLE   3,600 0 0
PNC FINL SVCS GROUP INC COM 693475105 175 1,500 SH Put SOLE   1,500 0 0
PNM RES INC COM 69349H107 479 13,974 SH   SOLE   13,974 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 9,573 80,800 SH Put SOLE   80,800 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 4,638 39,149 SH   SOLE   39,149 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 98,124 828,200 SH Call SOLE   828,200 0 0
PPG INDS INC COM 693506107 5,483 57,869 SH   SOLE   57,869 0 0
PRA HEALTH SCIENCES INC COM 69354M108 496 9,000 SH   SOLE   9,000 0 0
PRAXAIR INC COM 74005P104 667 5,700 SH   SOLE   5,700 0 0
PRICELINE GRP INC COM NEW 741503403 2,590 1,767 SH   SOLE   1,767 0 0
PRICELINE GRP INC COM NEW 741503403 293 200 SH Call SOLE   200 0 0
PRICELINE GRP INC COM NEW 741503403 146 100 SH Put SOLE   100 0 0
PRICESMART INC COM 741511109 400 4,799 SH   SOLE   4,799 0 0
PRIMERICA INC COM 74164M108 628 9,084 SH   SOLE   9,084 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,789 65,500 SH   SOLE   65,500 0 0
PRIVATEBANCORP INC COM 742962103 5,419 100,000 SH   SOLE   100,000 0 0
PROCTER AND GAMBLE CO COM 742718109 1,357 16,145 SH   SOLE   16,145 0 0
PROCTER AND GAMBLE CO COM 742718109 31,192 371,000 SH Call SOLE   371,000 0 0
PROCTER AND GAMBLE CO COM 742718109 3,032 36,100 SH Put SOLE   36,100 0 0
PROGRESSIVE CORP OHIO COM 743315103 587 16,561 SH   SOLE   16,561 0 0
PROOFPOINT INC COM 743424103 282 4,000 SH   SOLE   4,000 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 11,009 6,014,000 SH   SOLE   0 0 0
PRUDENTIAL FINL INC COM 744320102 280 2,700 SH   SOLE   2,700 0 0
PTC INC COM 69370C100 4,198 90,731 SH   SOLE   90,731 0 0
PULTE GROUP INC COM 745867101 1,527 83,106 SH   SOLE   83,106 0 0
PVH CORP COM 693656100 2,499 27,700 SH   SOLE   27,700 0 0
QUALCOMM INC COM 747525103 720 11,043 SH   SOLE   11,043 0 0
QUALCOMM INC COM 747525103 247 3,800 SH Call SOLE   3,800 0 0
QUALCOMM INC COM 747525103 2,436 37,400 SH Put SOLE   37,400 0 0
QUALYS INC COM 74758T303 409 12,923 SH   SOLE   12,923 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 14,925 1,500,000 SH   SOLE   1,500,000 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 1,209 15,900 SH   SOLE   15,900 0 0
RAMBUS INC DEL COM 750917106 284 20,675 SH   SOLE   20,675 0 0
READING INTERNATIONAL INC CL A 755408101 524 31,597 SH   SOLE   31,597 0 0
REALPAGE INC COM 75606N109 401 13,391 SH   SOLE   13,391 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 390 3,100 SH   SOLE   3,100 0 0
REPLIGEN CORP COM 759916109 243 7,900 SH   SOLE   7,900 0 0
RESMED INC COM 761152107 888 14,316 SH   SOLE   14,316 0 0
REVLON INC CL A NEW 761525609 420 14,423 SH   SOLE   14,423 0 0
RITE AID CORP COM 767754104 1,153 140,000 SH   SOLE   140,000 0 0
RITE AID CORP COM 767754104 6,322 767,400 SH Call SOLE   767,400 0 0
RITE AID CORP COM 767754104 979 118,900 SH Put SOLE   118,900 0 0
ROCKWELL COLLINS INC COM 774341101 2,402 25,900 SH Call SOLE   25,900 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,508 13,700 SH   SOLE   13,700 0 0
ROSS STORES INC COM 778296103 1,620 24,703 SH   SOLE   24,703 0 0
RPC INC COM 749660106 679 34,288 SH   SOLE   34,288 0 0
RYDER SYS INC COM 783549108 2,784 37,400 SH   SOLE   37,400 0 0
S&P GLOBAL INC COM 78409V104 6,978 64,888 SH   SOLE   64,888 0 0
SABRE CORP COM 78573M104 217 8,713 SH   SOLE   8,713 0 0
SALESFORCE COM INC COM 79466L302 7,747 113,167 SH   SOLE   113,167 0 0
SALESFORCE COM INC COM 79466L302 464 6,800 SH Call SOLE   6,800 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 576 42,701 SH   SOLE   42,701 0 0
SBA COMMUNICATIONS CORP COM 78388J106 764 7,400 SH   SOLE   7,400 0 0
SCHEIN HENRY INC COM 806407102 7,943 52,358 SH   SOLE   52,358 0 0
SCHLUMBERGER LTD COM 806857108 2,695 32,107 SH   SOLE   32,107 0 0
SCHLUMBERGER LTD COM 806857108 159 1,900 SH Call SOLE   1,900 0 0
SCHLUMBERGER LTD COM 806857108 1,652 19,700 SH Put SOLE   19,700 0 0
SCHOLASTIC CORP COM 807066105 413 8,705 SH   SOLE   8,705 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,706 43,228 SH   SOLE   43,228 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 628 13,800 SH   SOLE   13,800 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 222 20,640 SH   SOLE   20,640 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,079 12,732 SH   SOLE   12,732 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,672 17,502 SH   SOLE   17,502 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 528 7,400 SH   SOLE   7,400 0 0
SEALED AIR CORP NEW COM 81211K100 1,976 43,600 SH   SOLE   43,600 0 0
SEARS HLDGS CORP COM 812350106 117 12,696 SH   SOLE   12,696 0 0
SEASPAN CORP SHS Y75638109 335 36,702 SH   SOLE   36,702 0 0
SEATTLE GENETICS INC COM 812578102 216 4,100 SH   SOLE   4,100 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2,098 25,786 SH   SOLE   25,786 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,019 39,050 SH   SOLE   39,050 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 4,195 55,704 SH   SOLE   55,704 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 16,764 222,600 SH Call SOLE   222,600 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 19,400 257,600 SH Put SOLE   257,600 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,650 33,989 SH   SOLE   33,989 0 0
SEMPRA ENERGY COM 816851109 1,177 11,700 SH   SOLE   11,700 0 0
SHAKE SHACK INC CL A 819047101 396 11,080 SH   SOLE   11,080 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,251 14,993 SH   SOLE   14,993 0 0
SILGAN HOLDINGS INC COM 827048109 646 12,635 SH   SOLE   12,635 0 0
SIMON PPTY GROUP INC NEW COM 828806109 154 872 SH   SOLE   872 0 0
SIMON PPTY GROUP INC NEW COM 828806109 248 1,400 SH Call SOLE   1,400 0 0
SIMON PPTY GROUP INC NEW COM 828806109 176 1,000 SH Put SOLE   1,000 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,134 254,856 SH   SOLE   254,856 0 0
SJW GROUP COM 784305104 352 6,300 SH   SOLE   6,300 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 398 5,341 SH   SOLE   5,341 0 0
SM ENERGY CO COM 78454L100 1,870 54,243 SH   SOLE   54,243 0 0
SMART & FINAL STORES INC COM 83190B101 188 13,358 SH   SOLE   13,358 0 0
SOLAZYME INC NOTE 5.000%10/0 83415TAC5 964 2,202,000 SH   SOLE   0 0 0
SOTHEBYS COM 835898107 438 11,000 SH   SOLE   11,000 0 0
SOUTHERN CO COM 842587107 72 1,500 SH Call SOLE   1,500 0 0
SOUTHERN CO COM 842587107 388 7,900 SH Put SOLE   7,900 0 0
SOUTHERN CO COM 842587107 4,079 82,941 SH   SOLE   82,941 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 283 7,520 SH   SOLE   7,520 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 279 9,653 SH   SOLE   9,653 0 0
SOUTHWESTERN ENERGY CO COM 845467109 754 69,747 SH   SOLE   69,747 0 0
SPARTANNASH CO COM 847215100 292 7,402 SH   SOLE   7,402 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,614 29,592 SH   SOLE   29,592 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,989 8,900 SH Call SOLE   8,900 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 46,917 209,900 SH Put SOLE   209,900 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 5,420 148,724 SH   SOLE   148,724 0 0
SPIRE INC COM 84857L101 948 14,700 SH   SOLE   14,700 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,123 36,400 SH   SOLE   36,400 0 0
SPIRIT AIRLS INC COM 848577102 673 11,642 SH   SOLE   11,642 0 0
SPLUNK INC COM 848637104 260 5,097 SH   SOLE   5,097 0 0
SPROUTS FMRS MKT INC COM 85208M102 566 29,930 SH   SOLE   29,930 0 0
SQUARE INC CL A 852234103 365 26,822 SH   SOLE   26,822 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,896 66,303 SH   SOLE   66,303 0 0
ST JOE CO COM 790148100 510 26,854 SH   SOLE   26,854 0 0
STANLEY BLACK & DECKER INC COM 854502101 575 5,019 SH   SOLE   5,019 0 0
STAPLES INC COM 855030102 108 12,000 SH   SOLE   12,000 0 0
STARBUCKS CORP COM 855244109 9,088 163,701 SH   SOLE   163,701 0 0
STARBUCKS CORP COM 855244109 177 3,200 SH Call SOLE   3,200 0 0
STARBUCKS CORP COM 855244109 693 12,500 SH Put SOLE   12,500 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 5,658 5,500,000 SH   SOLE   0 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 8,755 8,000,000 SH   SOLE   0 0 0
STATE BK FINL CORP COM 856190103 249 9,300 SH   SOLE   9,300 0 0
STEEL DYNAMICS INC COM 858119100 391 11,000 SH   SOLE   11,000 0 0
STEPAN CO COM 858586100 373 4,589 SH   SOLE   4,589 0 0
STERICYCLE INC COM 858912108 4,012 52,080 SH   SOLE   52,080 0 0
STILLWATER MNG CO COM 86074Q102 936 58,162 SH   SOLE   58,162 0 0
STRATASYS LTD SHS M85548101 304 18,440 SH   SOLE   18,440 0 0
SUNTRUST BKS INC COM 867914103 3,554 64,800 SH   SOLE   64,800 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 680 17,759 SH   SOLE   17,759 0 0
SYNERGY RES CORP COM 87164P103 126 14,200 SH   SOLE   14,200 0 0
SYNGENTA AG SPONSORED ADR 87160A100 9,316 117,852 SH   SOLE   117,852 0 0
SYNGENTA AG SPONSORED ADR 87160A100 6,078 76,900 SH Call SOLE   76,900 0 0
SYNTEL INC COM 87162H103 421 21,300 SH   SOLE   21,300 0 0
SYSCO CORP COM 871829107 1,234 22,298 SH   SOLE   22,298 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,657 33,620 SH   SOLE   33,620 0 0
TARGET CORP COM 87612E106 5,588 77,369 SH   SOLE   77,369 0 0
TASER INTL INC COM 87651B104 324 13,400 SH   SOLE   13,400 0 0
TCF FINL CORP COM 872275102 284 14,542 SH   SOLE   14,542 0 0
TCP CAP CORP COM 87238Q103 174 10,323 SH   SOLE   10,323 0 0
TEAM INC COM 878155100 238 6,082 SH   SOLE   6,082 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 509 34,301 SH   SOLE   34,301 0 0
TERADYNE INC COM 880770102 1,086 42,784 SH   SOLE   42,784 0 0
TESARO INC COM 881569107 511 3,800 SH   SOLE   3,800 0 0
TESLA MTRS INC COM 88160R101 10,183 47,656 SH   SOLE   47,656 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 9,324 10,000,000 SH   SOLE   0 0 0
TESORO CORP COM 881609101 1,958 22,400 SH   SOLE   22,400 0 0
TETRA TECH INC NEW COM 88162G103 437 10,128 SH   SOLE   10,128 0 0
TEXAS INSTRS INC COM 882508104 46 633 SH   SOLE   633 0 0
TEXAS INSTRS INC COM 882508104 131 1,800 SH Call SOLE   1,800 0 0
TEXAS INSTRS INC COM 882508104 430 5,900 SH Put SOLE   5,900 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,526 46,256 SH   SOLE   46,256 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 211 1,500 SH Put SOLE   1,500 0 0
THOR INDS INC COM 885160101 1,304 13,035 SH   SOLE   13,035 0 0
TIFFANY & CO NEW COM 886547108 3,590 46,365 SH   SOLE   46,365 0 0
TIME WARNER INC COM NEW 887317303 376 3,900 SH Put SOLE   3,900 0 0
TIME WARNER INC COM NEW 887317303 3,520 36,466 SH   SOLE   36,466 0 0
TIME WARNER INC COM NEW 887317303 15,490 160,500 SH Call SOLE   160,500 0 0
TIVO CORP COM 88870P106 418 20,044 SH   SOLE   20,044 0 0
TJX COS INC NEW COM 872540109 254 3,400 SH Call SOLE   3,400 0 0
TJX COS INC NEW COM 872540109 210 2,800 SH Put SOLE   2,800 0 0
TOLL BROTHERS INC COM 889478103 3,123 100,766 SH   SOLE   100,766 0 0
TORO CO COM 891092108 839 15,000 SH   SOLE   15,000 0 0
TOTAL S A SPONSORED ADR 89151E109 3,524 68,690 SH   SOLE   68,690 0 0
TOTAL SYS SVCS INC COM 891906109 799 16,300 SH   SOLE   16,300 0 0
TRANSOCEAN LTD REG SHS H8817H100 657 44,636 SH   SOLE   44,636 0 0
TRANSUNION COM 89400J107 417 13,495 SH   SOLE   13,495 0 0
TRI POINTE GROUP INC COM 87265H109 381 33,225 SH   SOLE   33,225 0 0
TRITON INTL LTD CL A G9078F107 240 15,250 SH   SOLE   15,250 0 0
TRUECAR INC COM 89785L107 281 22,500 SH   SOLE   22,500 0 0
TTM TECHNOLOGIES INC COM 87305R109 241 17,699 SH   SOLE   17,699 0 0
TUPPERWARE BRANDS CORP COM 899896104 915 17,400 SH   SOLE   17,400 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 24,525 900,000 SH   SOLE   900,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 1,275 8,934 SH   SOLE   8,934 0 0
UBIQUITI NETWORKS INC COM 90347A100 466 8,078 SH   SOLE   8,078 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 4,560 25,012 SH   SOLE   25,012 0 0
UMB FINL CORP COM 902788108 1,169 15,161 SH   SOLE   15,161 0 0
UNION PAC CORP COM 907818108 28 279 SH   SOLE   279 0 0
UNION PAC CORP COM 907818108 590 5,700 SH Call SOLE   5,700 0 0
UNION PAC CORP COM 907818108 2,443 23,600 SH Put SOLE   23,600 0 0
UNITED PARCEL SERVICE INC CL B 911312106 950 8,300 SH Put SOLE   8,300 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,669 23,287 SH   SOLE   23,287 0 0
UNITED PARCEL SERVICE INC CL B 911312106 57 500 SH Call SOLE   500 0 0
UNITED RENTALS INC COM 911363109 1,180 11,180 SH   SOLE   11,180 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 704 60,100 SH Call SOLE   60,100 0 0
UNITED TECHNOLOGIES CORP COM 913017109 556 5,100 SH Call SOLE   5,100 0 0
UNITED TECHNOLOGIES CORP COM 913017109 918 8,400 SH Put SOLE   8,400 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,136 7,100 SH   SOLE   7,100 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,216 7,600 SH Call SOLE   7,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,936 12,100 SH Put SOLE   12,100 0 0
UNIVERSAL ELECTRS INC COM 913483103 731 11,336 SH   SOLE   11,336 0 0
UNIVERSAL FST PRODS INC COM 913543104 418 4,100 SH   SOLE   4,100 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 6,949 65,327 SH   SOLE   65,327 0 0
US BANCORP DEL COM NEW 902973304 950 18,500 SH   SOLE   18,500 0 0
US BANCORP DEL COM NEW 902973304 220 4,300 SH Call SOLE   4,300 0 0
US BANCORP DEL COM NEW 902973304 92 1,800 SH Put SOLE   1,800 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 363 25,000 SH   SOLE   25,000 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,560 107,500 SH Put SOLE   107,500 0 0
VALERO ENERGY CORP NEW COM 91913Y100 355 5,198 SH   SOLE   5,198 0 0
VALLEY NATL BANCORP COM 919794107 861 74,000 SH   SOLE   74,000 0 0
VALSPAR CORP COM 920355104 2,032 19,614 SH   SOLE   19,614 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 23,429 1,120,000 SH Call SOLE   1,120,000 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 24,036 1,149,000 SH Put SOLE   1,149,000 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 819 38,617 SH   SOLE   38,617 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 5,697 70,524 SH   SOLE   70,524 0 0
VASCULAR SOLUTIONS INC COM 92231M109 214 3,817 SH   SOLE   3,817 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 7,812 5,000,000 SH   SOLE   0 0 0
VEEVA SYS INC CL A COM 922475108 3,652 89,748 SH   SOLE   89,748 0 0
VERIFONE SYS INC COM 92342Y109 473 26,683 SH   SOLE   26,683 0 0
VERISIGN INC COM 92343E102 3,659 48,113 SH   SOLE   48,113 0 0
VERISK ANALYTICS INC COM 92345Y106 7,558 93,116 SH   SOLE   93,116 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 4,063 76,200 SH Put SOLE   76,200 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,192 22,339 SH   SOLE   22,339 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 661 12,400 SH Call SOLE   12,400 0 0
VIACOM INC NEW CL B 92553P201 993 28,300 SH   SOLE   28,300 0 0
VIASAT INC COM 92552V100 3,488 52,680 SH   SOLE   52,680 0 0
VIAVI SOLUTIONS INC COM 925550105 548 67,049 SH   SOLE   67,049 0 0
VISA INC COM CL A 92826C839 2,348 30,106 SH   SOLE   30,106 0 0
VISA INC COM CL A 92826C839 17,379 222,800 SH Call SOLE   222,800 0 0
VISA INC COM CL A 92826C839 1,870 24,000 SH Put SOLE   24,000 0 0
VISTEON CORP COM NEW 92839U206 344 4,284 SH   SOLE   4,284 0 0
VONAGE HLDGS CORP COM 92886T201 556 81,300 SH   SOLE   81,300 0 0
VWR CORP COM 91843L103 295 11,800 SH   SOLE   11,800 0 0
WAGEWORKS INC COM 930427109 1,053 14,525 SH   SOLE   14,525 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,984 48,141 SH   SOLE   48,141 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 329 4,000 SH Put SOLE   4,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 331 4,000 SH Call SOLE   4,000 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 918 14,088 SH   SOLE   14,088 0 0
WEC ENERGY GROUP INC COM 92939U106 1,542 26,300 SH   SOLE   26,300 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 2,101 15,328 SH   SOLE   15,328 0 0
WELLS FARGO & CO NEW COM 949746101 2,391 43,404 SH   SOLE   43,404 0 0
WELLS FARGO & CO NEW COM 949746101 1,666 30,300 SH Call SOLE   30,300 0 0
WELLS FARGO & CO NEW COM 949746101 3,713 67,500 SH Put SOLE   67,500 0 0
WESCO INTL INC COM 95082P105 331 4,988 SH   SOLE   4,988 0 0
WESTAR ENERGY INC COM 95709T100 998 17,725 SH   SOLE   17,725 0 0
WEX INC COM 96208T104 2,359 21,142 SH   SOLE   21,142 0 0
WHITEWAVE FOODS CO COM 966244105 753 13,557 SH   SOLE   13,557 0 0
WHITEWAVE FOODS CO COM 966244105 6,643 119,500 SH Call SOLE   119,500 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 14,120 16,000,000 SH   SOLE   0 0 0
WILLIAMS COS INC DEL COM 969457100 1,203 38,632 SH   SOLE   38,632 0 0
WILLIAMS SONOMA INC COM 969904101 2,027 41,889 SH   SOLE   41,889 0 0
WINGSTOP INC COM 974155103 417 14,100 SH   SOLE   14,100 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 8,040 162,299 SH   SOLE   162,299 0 0
WIX COM LTD SHS M98068105 327 7,342 SH   SOLE   7,342 0 0
WOODWARD INC COM 980745103 1,981 28,700 SH   SOLE   28,700 0 0
WPX ENERGY INC COM 98212B103 349 23,980 SH   SOLE   23,980 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 418 18,193 SH   SOLE   18,193 0 0
XPO LOGISTICS INC COM 983793100 551 12,782 SH   SOLE   12,782 0 0
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 15,808 5,988,000 SH   SOLE   0 0 0
YADKIN FINL CORP COM 984305102 1,340 39,131 SH   SOLE   39,131 0 0
ZAYO GROUP HLDGS INC COM 98919V105 3,836 116,758 SH   SOLE   116,758 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 1,890 51,850 SH   SOLE   51,850 0 0
ZOETIS INC CL A 98978V103 1,971 36,838 SH   SOLE   36,838 0 0
ZYNGA INC CL A 98986T108 169 65,970 SH   SOLE   65,970 0 0