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 2,001 277,200 SH Put SOLE   277,200 0 0
3-D SYS CORP DEL COM NEW 88554D205 5,184 277,200 SH   SOLE   277,200 0 0
AIR PRODS & CHEMS INC COM 009158106 7,797 54,500 SH   SOLE   54,500 0 0
ALPHABET INC CAP STK CL A 02079K305 9,111 9,800 SH   SOLE   9,800 0 0
ALTABA INC COM 021346101 409 7,500 SH   SOLE   7,500 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 742 51,000 SH Put SOLE   51,000 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 3,151 51,000 SH   SOLE   51,000 0 0
BANC OF CALIFORNIA INC COM 05990K106 4 16,900 SH Put SOLE   16,900 0 0
BANC OF CALIFORNIA INC COM 05990K106 363 16,900 SH   SOLE   16,900 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 1,346 24,770 SH   SOLE   24,770 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 436 10,000 SH   SOLE   10,000 0 0
BOFI HLDG INC COM 05566U108 196 28,300 SH Put SOLE   28,300 0 0
BOFI HLDG INC COM 05566U108 671 28,300 SH   SOLE   28,300 0 0
BOULEVARD ACQUISITION CL A 10157Q102 2,006 200,200 SH   SOLE   200,200 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1 19,100 SH Call SOLE   19,100 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 294 19,100 SH Put SOLE   19,100 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,309 19,100 SH   SOLE   19,100 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 73 24,500 SH Put SOLE   24,500 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 484 24,500 SH   SOLE   24,500 0 0
CARBO CERAMICS INC COM 140781105 669 80,900 SH Put SOLE   80,900 0 0
CARBO CERAMICS INC COM 140781105 554 80,900 SH   SOLE   80,900 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 3,389 3,550,000 SH   SOLE   3,550,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 5,976 5,000,000 SH   SOLE   5,000,000 0 0
CF CORP SHS CL A G20307107 281 25,000 SH   SOLE   25,000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 6,294 146,500 SH   SOLE   146,500 0 0
CHEETAH MOBILE INC ADR 163075104 252 63,000 SH Put SOLE   63,000 0 0
CHEETAH MOBILE INC ADR 163075104 679 63,000 SH   SOLE   63,000 0 0
CLOUDERA INC COM 18914U100 2 56,500 SH Call SOLE   56,500 0 0
CLOUDERA INC COM 18914U100 936 56,500 SH Put SOLE   56,500 0 0
CLOUDERA INC COM 18914U100 905 56,500 SH   SOLE   56,500 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 311 15,900 SH   SOLE   15,900 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 442 46,400 SH   SOLE   46,400 0 0
CURRENCYSHARES EURO TR EURO SHS 23130C108 26 325,100 SH Put SOLE   325,100 0 0
CURRENCYSHARES EURO TR EURO SHS 23130C108 35,917 325,100 SH   SOLE   325,100 0 0
DASEKE INC COM 23753F107 134 12,000 SH   SOLE   12,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 1,060 1,200,000 SH   SOLE   1,200,000 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,094 382,700 SH Put SOLE   382,700 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,145 382,700 SH   SOLE   382,700 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 1,194 119,400 SH   SOLE   119,400 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 3,133 2,700,000 SH   SOLE   2,700,000 0 0
EASTERLY ACQUISITION CORP COM 27616L102 727 72,329 SH   SOLE   72,329 0 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 2,033 201,500 SH   SOLE   201,500 0 0
EXELON CORP COM 30161N101 5,035 139,600 SH   SOLE   139,600 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 770 75,800 SH   SOLE   75,800 0 0
FIREEYE INC COM 31816Q101 514 138,200 SH Put SOLE   138,200 0 0
FIREEYE INC COM 31816Q101 2,102 138,200 SH   SOLE   138,200 0 0
FIRST SOLAR INC COM 336433107 1,244 146,900 SH Put SOLE   146,900 0 0
FIRST SOLAR INC COM 336433107 5,858 146,900 SH   SOLE   146,900 0 0
FITBIT INC CL A 33812L102 2,065 158,000 SH Put SOLE   158,000 0 0
FITBIT INC CL A 33812L102 839 158,000 SH   SOLE   158,000 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,121 11,400 SH   SOLE   11,400 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 1,598 200,000 SH   SOLE   200,000 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 1,382 138,900 SH   SOLE   138,900 0 0
GNC HLDGS INC COM CL A 36191G107 10 18,700 SH Call SOLE   18,700 0 0
GNC HLDGS INC COM CL A 36191G107 79 18,700 SH Put SOLE   18,700 0 0
GNC HLDGS INC COM CL A 36191G107 158 18,700 SH   SOLE   18,700 0 0
GOPRO INC CL A 38268T103 1,620 163,800 SH Put SOLE   163,800 0 0
GOPRO INC CL A 38268T103 1,332 163,800 SH   SOLE   163,800 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 197 45,500 SH Put SOLE   45,500 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 523 45,500 SH   SOLE   45,500 0 0
INFOSYS LTD SPONSORED ADR 456788108 234 15,600 SH   SOLE   15,600 0 0
INTEL CORP SDCV 12/1 458140AD2 34,848 26,662,000 SH   SOLE   26,662,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 10,794 8,910,000 SH   SOLE   8,910,000 0 0
ISHARES TR 20 YR TR BD ETF 464287432 37,536 300,000 SH   SOLE   300,000 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 457 11,500 SH   SOLE   11,500 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 12 11,500 SH Put SOLE   11,500 0 0
PENNEY J C INC COM 708160106 2 78,500 SH Call SOLE   78,500 0 0
PENNEY J C INC COM 708160106 103 78,500 SH Put SOLE   78,500 0 0
PENNEY J C INC COM 708160106 79 17,000 SH   SOLE   17,000 0 0
KINDER MORGAN INC DEL COM 49456B101 862 45,000 SH   SOLE   45,000 0 0
LENNAR CORP CL A 526057104 533 10,000 SH   SOLE   10,000 0 0
MATCH GROUP INC COM 57665R106 86 10,500 SH Put SOLE   10,500 0 0
MATCH GROUP INC COM 57665R106 182 10,500 SH   SOLE   10,500 0 0
MAZOR ROBOTICS LTD SPONSORED ADS 57886P103 174 24,500 SH Put SOLE   24,500 0 0
MAZOR ROBOTICS LTD SPONSORED ADS 57886P103 847 24,500 SH   SOLE   24,500 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 9,294 6,203,000 SH   SOLE   6,203,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 10,740 3,910,000 SH   SOLE   3,910,000 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 2,826 45,000 SH   SOLE   45,000 0 0
MODERN MEDIA ACQUISITION COM 60765P103 977 100,000 SH   SOLE   100,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 3,500 3,500,000 SH   SOLE   3,500,000 0 0
NORDSTROM INC COM 655664100 341 78,500 SH Put SOLE   78,500 0 0
NORDSTROM INC COM 655664100 3,755 78,500 SH   SOLE   78,500 0 0
NUTANIX INC CL A 67059N108 406 65,600 SH Put SOLE   65,600 0 0
NUTANIX INC CL A 67059N108 1,322 65,600 SH   SOLE   65,600 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 3,462 2,500,000 SH   SOLE   2,500,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,094 10,000 SH   SOLE   10,000 0 0
OASIS PETE INC NEW COM 674215108 431 53,500 SH   SOLE   53,500 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 463 9,700 SH   SOLE   9,700 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 10,393 7,916,000 SH   SOLE   7,916,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 476 500,000 SH   SOLE   500,000 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,987 248,700 SH   SOLE   248,700 0 0
PFIZER INC COM 717081103 11,857 353,000 SH   SOLE   353,000 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 700 5,001,733 SH Call SOLE   5,001,733 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 687,490 5,001,733 SH   SOLE   5,001,733 0 0
RED HAT INC COM 756577102 2,219 23,174 SH   SOLE   23,174 0 0
RH COM 74967X103 95 50,000 SH Put SOLE   50,000 0 0
RH COM 74967X103 3,226 50,000 SH   SOLE   50,000 0 0
ROYAL GOLD INC COM 780287108 625 8,000 SH   SOLE   8,000 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 63 58,000 SH   SOLE   58,000 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 6 300,000 SH   SOLE   300,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 6,603 4,984,000 SH   SOLE   4,984,000 0 0
SANCHEZ ENERGY CORP COM 79970Y105 16 13,600 SH Put SOLE   13,600 0 0
SANCHEZ ENERGY CORP COM 79970Y105 98 13,600 SH   SOLE   13,600 0 0
SEABRIDGE GOLD INC COM 811916105 282 38,300 SH Put SOLE   38,300 0 0
SEABRIDGE GOLD INC COM 811916105 414 38,300 SH   SOLE   38,300 0 0
SEMPRA ENERGY COM 816851109 5,446 48,300 SH   SOLE   48,300 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 3,808 2,600,000 SH   SOLE   2,600,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 482 10,000 SH   SOLE   10,000 0 0
SNAP INC CL A 83304A106 11 75,000 SH Call SOLE   75,000 0 0
SNAP INC CL A 83304A106 6,674 75,000 SH Put SOLE   75,000 0 0
SNAP INC CL A 83304A106 1,333 75,000 SH   SOLE   75,000 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 3,888 152,166 SH   SOLE   152,166 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 106,191 498,043 SH   SOLE   498,043 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 932 7,900 SH   SOLE   7,900 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 726,842 3,006,330 SH   SOLE   3,006,330 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 150 3,006,330 SH Call SOLE   3,006,330 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 0 3,006,330 SH Put SOLE   3,006,330 0 0
SQUARE INC CL A 852234103 411 17,500 SH   SOLE   17,500 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 4,006 4,000,000 SH   SOLE   4,000,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 6,213 44,150 SH   SOLE   44,150 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 6,831 6,311,000 SH   SOLE   6,311,000 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 2,309 50,000 SH   SOLE   50,000 0 0
SUNPOWER CORP COM 867652406 1 170,300 SH Call SOLE   170,300 0 0
SUNPOWER CORP COM 867652406 1,300 170,300 SH Put SOLE   170,300 0 0
SUNPOWER CORP COM 867652406 1,591 170,300 SH   SOLE   170,300 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 5,037 460,000 SH   SOLE   460,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 524 15,000 SH   SOLE   15,000 0 0
TEMPUR SEALY INTL INC COM 88023U101 79 15,200 SH Put SOLE   15,200 0 0
TEMPUR SEALY INTL INC COM 88023U101 812 15,200 SH   SOLE   15,200 0 0
TERRAFORM GLOBAL INC CL A 88104M101 4,001 792,348 SH   SOLE   792,348 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 6,025 4,807,000 SH   SOLE   4,807,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 2,314 2,000,000 SH   SOLE   2,000,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,752 38,700 SH   SOLE   38,700 0 0
TIME WARNER INC COM NEW 887317303 502 5,000 SH   SOLE   5,000 0 0
TOLL BROTHERS INC COM 889478103 759 19,201 SH   SOLE   19,201 0 0
TRIBUNE MEDIA CO CL A 896047503 204 5,000 SH   SOLE   5,000 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 3,355 2,670,000 SH   SOLE   2,670,000 0 0
TWILIO INC CL A 90138F102 76 57,000 SH Call SOLE   57,000 0 0
TWILIO INC CL A 90138F102 1,476 57,000 SH Put SOLE   57,000 0 0
TWILIO INC CL A 90138F102 1,659 57,000 SH   SOLE   57,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 2,284 2,500,000 SH   SOLE   2,500,000 0 0
UBIQUITI NETWORKS INC COM 90347A100 776 91,800 SH Put SOLE   91,800 0 0
UBIQUITI NETWORKS INC COM 90347A100 4,771 91,800 SH   SOLE   91,800 0 0
UNDER ARMOUR INC CL A 904311107 119 106,900 SH Call SOLE   106,900 0 0
UNDER ARMOUR INC CL A 904311107 3,664 106,900 SH Put SOLE   106,900 0 0
UNDER ARMOUR INC CL A 904311107 2,326 106,900 SH   SOLE   106,900 0 0
ANTHEM INC UNIT 05/01/20188 036752202 1,306 25,000 SH   SOLE   25,000 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 1,602 32,000 SH   SOLE   32,000 0 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 622 58,500 SH   SOLE   58,500 0 0
HENNESSY CAP ACQUSTON CORP I UNIT 06/15/2024 42588L204 503 50,000 SH   SOLE   50,000 0 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 1,585 24,826 SH   SOLE   24,826 0 0
SILVER RUN ACQUISITION UNIT 99/99/9999 82812A202 427 40,000 SH   SOLE   40,000 0 0
TPG PACE HLDGS CORP UNIT 99/99/9999 G89827102 241 23,535 SH   SOLE   23,535 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 430 166,200 SH Put SOLE   166,200 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 2,875 166,200 SH   SOLE   166,200 0 0
VTTI ENERGY PARTNERS LP COM UNIT RP LT Y9384M101 3,242 165,000 SH   SOLE   165,000 0 0
VWR CORP COM 91843L103 1,650 50,000 SH   SOLE   50,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 533 137,600 SH   SOLE   137,600 0 0
WEIBO CORP SPONSORED ADR 948596101 106 83,900 SH Put SOLE   83,900 0 0
WEIBO CORP SPONSORED ADR 948596101 5,577 83,900 SH   SOLE   83,900 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 62 82,300 SH Call SOLE   82,300 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 11 82,300 SH Put SOLE   82,300 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 2,750 82,300 SH   SOLE   82,300 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 8,932 135,000 SH   SOLE   135,000 0 0
WEST CORP COM 952355204 4,664 200,000 SH   SOLE   200,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 1,339 1,601,000 SH   SOLE   1,601,000 0 0
WORKDAY INC CL A 98138H101 446 4,600 SH   SOLE   4,600 0 0
XENITH BANKSHARES INC NEW COM NEW 984102202 2,225 71,633 SH   SOLE   71,633 0 0
YAHOO INC NOTE 12/0 984332AF3 2,269 2,000,000 SH   SOLE   2,000,000 0 0
YELP INC CL A 985817105 1,051 35,000 SH   SOLE   35,000 0 0
ZYNGA INC CL A 98986T108 1,089 299,208 SH   SOLE   299,208 0 0