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 243 5,200 SH   SOLE   5,200 0 0
ABBVIE INC COM 00287Y109 688 9,500 SH Call SOLE   9,500 0 0
ABIOMED INC COM 003654100 4,574 31,921 SH   SOLE   31,921 0 0
ACI WORLDWIDE INC COM 004498101 228 10,215 SH   SOLE   10,215 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 6,041 7,000,000 SH   SOLE   7,000,000 0 0
ACUITY BRANDS INC COM 00508Y102 223 1,101 SH   SOLE   1,101 0 0
ADOBE SYS INC COM 00724F101 4,655 32,918 SH   SOLE   32,918 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 326 2,800 SH   SOLE   2,800 0 0
ADVANCED ENERGY INDS COM 007973100 238 3,693 SH   SOLE   3,693 0 0
AECOM COM 00766T100 497 15,398 SH   SOLE   15,398 0 0
AERCAP HOLDINGS NV SHS N00985106 965 20,799 SH   SOLE   20,799 0 0
AES CORP COM 00130H105 1,475 132,796 SH   SOLE   132,796 0 0
AIR PRODS & CHEMS INC COM 009158106 1,002 7,008 SH   SOLE   7,008 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 345 15,843 SH   SOLE   15,843 0 0
AKORN INC COM 009728106 1,677 50,000 SH   SOLE   50,000 0 0
ALASKA AIR GROUP INC COM 011659109 4,730 52,700 SH   SOLE   52,700 0 0
ALBEMARLE CORP COM 012653101 3,556 33,700 SH   SOLE   33,700 0 0
ALCOA CORP COM 013872106 404 12,400 SH   SOLE   12,400 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 273 6,600 SH   SOLE   6,600 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,113 15,000 SH Call SOLE   15,000 0 0
ALLIANT ENERGY CORP COM 018802108 329 8,200 SH   SOLE   8,200 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 69,305 1,310,119 SH   SOLE   1,310,119 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,321 61,900 SH   SOLE   61,900 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 10,356 9,100,000 SH   SOLE   9,100,000 0 0
ALPHABET INC CAP STK CL A 02079K305 1,208 1,300 SH Call SOLE   1,300 0 0
ALPHABET INC CAP STK CL A 02079K305 1,393 1,500 SH Put SOLE   1,500 0 0
ALPHABET INC CAP STK CL C 02079K107 3,634 4,000 SH Call SOLE   4,000 0 0
ALPHABET INC CAP STK CL A 02079K305 6,390 6,874 SH   SOLE   6,874 0 0
ALTABA INC COM 021346101 699 12,834 SH   SOLE   12,834 0 0
ALTABA INC COM 021346101 12,258 225,000 SH Call SOLE   225,000 0 0
ALTRA INDL MOTION CORP COM 02208R106 214 5,400 SH   SOLE   5,400 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 6,248 6,500,000 SH   SOLE   6,500,000 0 0
AMAZON COM INC COM 023135106 15,873 16,398 SH   SOLE   16,398 0 0
AMAZON COM INC COM 023135106 12,100 12,500 SH Call SOLE   12,500 0 0
AMAZON COM INC COM 023135106 36,201 37,400 SH Put SOLE   37,400 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 304 13,400 SH   SOLE   13,400 0 0
AMEREN CORP COM 023608102 245 4,496 SH   SOLE   4,496 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 3,244 32,651 SH   SOLE   32,651 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 8,563 136,977 SH   SOLE   136,977 0 0
AMERIPRISE FINL INC COM 03076C106 5,422 42,600 SH   SOLE   42,600 0 0
AMETEK INC NEW COM 031100100 843 13,932 SH   SOLE   13,932 0 0
AMGEN INC COM 031162100 1,975 11,470 SH   SOLE   11,470 0 0
AMYRIS INC NOTE 6.500% 5/1 03236MAC5 2,790 4,000,000 SH   SOLE   4,000,000 0 0
ANADARKO PETE CORP COM 032511107 997 22,000 SH   SOLE   22,000 0 0
ANSYS INC COM 03662Q105 3,846 31,611 SH   SOLE   31,611 0 0
APPLE INC COM 037833100 280,740 1,949,400 SH Put SOLE   1,949,400 0 0
APPLE INC COM 037833100 56,407 391,700 SH Call SOLE   391,700 0 0
APPLE INC COM 037833100 92,172 639,997 SH   SOLE   639,997 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 230 3,900 SH   SOLE   3,900 0 0
ARCH CAP GROUP LTD ORD G0450A105 2,801 30,027 SH   SOLE   30,027 0 0
ARCONIC INC COM 03965L100 1,719 75,905 SH   SOLE   75,905 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 106 14,288 SH   SOLE   14,288 0 0
ARROW ELECTRS INC COM 042735100 227 2,900 SH   SOLE   2,900 0 0
ASSURANT INC COM 04621X108 515 4,968 SH   SOLE   4,968 0 0
ASTEC INDS INC COM 046224101 266 4,800 SH   SOLE   4,800 0 0
AT&T INC COM 00206R102 104 2,800 SH Call SOLE   2,800 0 0
AT&T INC COM 00206R102 1,320 35,000 SH Put SOLE   35,000 0 0
AT&T INC COM 00206R102 3,779 100,172 SH   SOLE   100,172 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,058 20,300 SH   SOLE   20,300 0 0
AUTODESK INC COM 052769106 4,788 47,500 SH   SOLE   47,500 0 0
AXALTA COATING SYS LTD COM G0750C108 362 11,300 SH   SOLE   11,300 0 0
BALL CORP COM 058498106 609 14,451 SH   SOLE   14,451 0 0
BANK AMER CORP COM 060505104 829 34,200 SH Call SOLE   34,200 0 0
BANK OF THE OZARKS INC COM 063904106 6,425 137,099 SH   SOLE   137,099 0 0
BANKUNITED INC COM 06652K103 2,386 70,800 SH   SOLE   70,800 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 509 39,900 SH Put SOLE   39,900 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 41,294 3,236,300 SH Call SOLE   3,236,300 0 0
BARD C R INC COM 067383109 18,966 60,000 SH   SOLE   60,000 0 0
BEACON ROOFING SUPPLY INC COM 073685109 470 9,603 SH   SOLE   9,603 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 100 600 SH Put SOLE   600 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,742 16,200 SH Call SOLE   16,200 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 485 13,800 SH   SOLE   13,800 0 0
BERRY GLOBAL GROUP INC COM 08579W103 4,312 75,641 SH   SOLE   75,641 0 0
BEST BUY INC COM 086516101 6,161 107,469 SH   SOLE   107,469 0 0
BGC PARTNERS INC CL A 05541T101 194 15,400 SH   SOLE   15,400 0 0
BIG LOTS INC COM 089302103 908 18,800 SH   SOLE   18,800 0 0
BIOGEN INC COM 09062X103 3,093 11,400 SH   SOLE   11,400 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 13,812 13,500,000 SH   SOLE   13,500,000 0 0
BLOCK H & R INC COM 093671105 2,067 66,900 SH   SOLE   66,900 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,063 63,400 SH   SOLE   63,400 0 0
BOULEVARD ACQUISITION CL A 10157Q102 23,296 2,325,000 SH   SOLE   2,325,000 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 1,050 13,600 SH   SOLE   13,600 0 0
BRINKER INTL INC COM 109641100 247 6,500 SH   SOLE   6,500 0 0
BROADCOM LTD SHS Y09827109 4,546 19,507 SH   SOLE   19,507 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 30,506 30,000,000 SH   SOLE   30,000,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 21,219 21,313,000 SH   SOLE   21,313,000 0 0
BROOKDALE SR LIVING INC COM 112463104 505 34,361 SH   SOLE   34,361 0 0
BROWN & BROWN INC COM 115236101 589 13,688 SH   SOLE   13,688 0 0
BURLINGTON STORES INC COM 122017106 2,778 30,207 SH   SOLE   30,207 0 0
BWX TECHNOLOGIES INC COM 05605H100 3,450 70,774 SH   SOLE   70,774 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,579 66,681 SH   SOLE   66,681 0 0
CABELAS INC COM 126804301 10,410 175,200 SH Call SOLE   175,200 0 0
CABOT CORP COM 127055101 213 4,000 SH   SOLE   4,000 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 339 4,600 SH   SOLE   4,600 0 0
CALATLANTIC GROUP INC COM 128195104 1,039 29,400 SH   SOLE   29,400 0 0
CALLON PETE CO DEL COM 13123X102 390 36,800 SH Put SOLE   36,800 0 0
CALLON PETE CO DEL COM 13123X102 1,532 144,414 SH   SOLE   144,414 0 0
CALPINE CORP COM NEW 131347304 1,431 105,779 SH   SOLE   105,779 0 0
CAMPBELL SOUP CO COM 134429109 2,560 49,093 SH   SOLE   49,093 0 0
CAPITAL BK FINL CORP CL A COM 139794101 495 13,000 SH   SOLE   13,000 0 0
CARTER INC COM 146229109 3,424 38,500 SH   SOLE   38,500 0 0
CATALENT INC COM 148806102 277 7,900 SH   SOLE   7,900 0 0
CATERPILLAR INC DEL COM 149123101 756 7,042 SH   SOLE   7,042 0 0
CAVCO INDS INC DEL COM 149568107 416 3,214 SH   SOLE   3,214 0 0
CAVIUM INC COM 14964U108 931 15,000 SH   SOLE   15,000 0 0
CBOE HLDGS INC COM 12503M108 4,472 48,935 SH   SOLE   48,935 0 0
CBRE GROUP INC CL A 12504L109 1,313 36,084 SH   SOLE   36,084 0 0
CELGENE CORP COM 151020104 167 1,300 SH Put SOLE   1,300 0 0
CELGENE CORP COM 151020104 233 1,801 SH   SOLE   1,801 0 0
CELGENE CORP COM 151020104 999 7,700 SH Call SOLE   7,700 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 8,093 7,000,000 SH   SOLE   7,000,000 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 378 12,600 SH   SOLE   12,600 0 0
CERNER CORP COM 156782104 2,672 40,211 SH   SOLE   40,211 0 0
CHEGG INC COM 163092109 167 13,600 SH   SOLE   13,600 0 0
CHEMED CORP NEW COM 16359R103 204 1,001 SH   SOLE   1,001 0 0
CHEMOURS CO COM 163851108 3,117 82,200 SH   SOLE   82,200 0 0
CHESAPEAKE ENERGY CORP COM 165167107 124 25,020 SH   SOLE   25,020 0 0
CHEVRON CORP NEW COM 166764100 615 5,900 SH Put SOLE   5,900 0 0
CHEVRON CORP NEW COM 166764100 4,503 43,170 SH   SOLE   43,170 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,664 4,000 SH   SOLE   4,000 0 0
CHURCH & DWIGHT INC COM 171340102 3,071 59,208 SH   SOLE   59,208 0 0
CIGNA CORPORATION COM 125509109 2,445 14,612 SH   SOLE   14,612 0 0
CIMAREX ENERGY CO COM 171798101 2,463 26,202 SH   SOLE   26,202 0 0
CINCINNATI FINL CORP COM 172062101 298 4,120 SH   SOLE   4,120 0 0
CINTAS CORP COM 172908105 796 6,316 SH   SOLE   6,316 0 0
CIRCOR INTL INC COM 17273K109 213 3,600 SH   SOLE   3,600 0 0
CISCO SYS INC COM 17275R102 653 20,900 SH Call SOLE   20,900 0 0
CITIZENS FINL GROUP INC COM 174610105 2,775 77,777 SH   SOLE   77,777 0 0
CITRIX SYS INC COM 177376100 2,172 27,300 SH   SOLE   27,300 0 0
CLEAN HARBORS INC COM 184496107 237 4,249 SH   SOLE   4,249 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 15,403 9,074,000 SH   SOLE   9,074,000 0 0
COCA COLA CO COM 191216100 51 1,141 SH   SOLE   1,141 0 0
COCA COLA CO COM 191216100 102 2,300 SH Call SOLE   2,300 0 0
COCA COLA CO COM 191216100 856 19,100 SH Put SOLE   19,100 0 0
COGNEX CORP COM 192422103 781 9,200 SH   SOLE   9,200 0 0
COHERENT INC COM 192479103 3,490 15,512 SH   SOLE   15,512 0 0
COMCAST CORP NEW CL A 20030N101 49 1,281 SH   SOLE   1,281 0 0
COMCAST CORP NEW CL A 20030N101 762 19,600 SH Put SOLE   19,600 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 39 2,000,000 SH   SOLE   2,000,000 0 0
CONCHO RES INC COM 20605P101 3,891 32,019 SH   SOLE   32,019 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 279 13,000 SH   SOLE   13,000 0 0
CONSTELLATION BRANDS INC CL A 21036P108 345 1,785 SH   SOLE   1,785 0 0
CONTINENTAL RESOURCES INC COM 212015101 206 6,400 SH   SOLE   6,400 0 0
COOPER COS INC COM NEW 216648402 7,719 32,241 SH   SOLE   32,241 0 0
COPA HOLDINGS SA CL A P31076105 538 4,600 SH   SOLE   4,600 0 0
COPART INC COM 217204106 248 7,828 SH   SOLE   7,828 0 0
CORE LABORATORIES N V COM N22717107 1,144 11,300 SH   SOLE   11,300 0 0
COSTCO WHSL CORP NEW COM 22160K105 3,984 24,913 SH   SOLE   24,913 0 0
COTY INC COM CL A 222070203 1,705 90,886 SH   SOLE   90,886 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 10,617 7,500,000 SH   SOLE   7,500,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 30,148 26,060,000 SH   SOLE   26,060,000 0 0
CUMMINS INC COM 231021106 681 4,200 SH   SOLE   4,200 0 0
CURRENCYSHARES EURO TR EURO SHS 23130C108 947 8,576 SH   SOLE   8,576 0 0
DANAHER CORP DEL COM 235851102 6,260 74,183 SH   SOLE   74,183 0 0
DAVITA INC COM 23918K108 1,009 15,588 SH   SOLE   15,588 0 0
DEERE & CO COM 244199105 4,413 35,711 SH   SOLE   35,711 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 4,452 50,801 SH   SOLE   50,801 0 0
DELUXE CORP COM 248019101 712 10,300 SH   SOLE   10,300 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,302 103,300 SH   SOLE   103,300 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 114 10,600 SH   SOLE   10,600 0 0
DIAMONDBACK ENERGY INC COM 25278X109 910 10,253 SH   SOLE   10,253 0 0
DISCOVER FINL SVCS COM 254709108 236 3,810 SH   SOLE   3,810 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 825 31,946 SH   SOLE   31,946 0 0
DISH NETWORK CORP CL A 25470M109 771 12,300 SH   SOLE   12,300 0 0
DOLBY LABORATORIES INC COM 25659T107 1,150 23,500 SH   SOLE   23,500 0 0
DOLLAR GEN CORP NEW COM 256677105 5,630 78,099 SH   SOLE   78,099 0 0
DOLLAR TREE INC COM 256746108 1,166 16,685 SH   SOLE   16,685 0 0
DOMINION ENERGY INC COM 25746U109 2,807 36,640 SH   SOLE   36,640 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 29,928 2,992,800 SH   SOLE   2,992,800 0 0
DOVER CORP COM 260003108 317 3,961 SH   SOLE   3,961 0 0
DOW CHEM CO COM 260543103 6,012 95,327 SH   SOLE   95,327 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 732 8,040 SH   SOLE   8,040 0 0
DRIL-QUIP INC COM 262037104 512 10,500 SH   SOLE   10,500 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 2,638 24,400 SH   SOLE   24,400 0 0
EAGLE MATERIALS INC COM 26969P108 2,532 27,400 SH   SOLE   27,400 0 0
EATON CORP PLC SHS G29183103 747 9,600 SH   SOLE   9,600 0 0
EATON VANCE CORP COM NON VTG 278265103 1,140 24,100 SH   SOLE   24,100 0 0
EBIX INC COM NEW 278715206 236 4,391 SH   SOLE   4,391 0 0
EDGEWELL PERS CARE CO COM 28035Q102 510 6,716 SH   SOLE   6,716 0 0
EDISON INTL COM 281020107 1,237 15,833 SH   SOLE   15,833 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,583 13,395 SH   SOLE   13,395 0 0
ELECTRONIC ARTS INC COM 285512109 4,843 45,814 SH   SOLE   45,814 0 0
EMERSON ELEC CO COM 291011104 441 7,412 SH   SOLE   7,412 0 0
ENDO INTL PLC SHS G30401106 148 13,256 SH   SOLE   13,256 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 235 4,900 SH   SOLE   4,900 0 0
ENSCO PLC SHS CLASS A G3157S106 176 34,200 SH   SOLE   34,200 0 0
ENTEGRIS INC COM 29362U104 538 24,519 SH   SOLE   24,519 0 0
EQUIFAX INC COM 294429105 648 4,722 SH   SOLE   4,722 0 0
EVEREST RE GROUP LTD COM G3223R108 1,643 6,456 SH   SOLE   6,456 0 0
EXACT SCIENCES CORP COM 30063P105 336 9,500 SH   SOLE   9,500 0 0
EXONE CO COM 302104104 229 20,000 SH   SOLE   20,000 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 286 21,300 SH   SOLE   21,300 0 0
EXXON MOBIL CORP COM 30231G102 8 100 SH Call SOLE   100 0 0
EXXON MOBIL CORP COM 30231G102 3,295 40,820 SH   SOLE   40,820 0 0
FACEBOOK INC CL A 30303M102 4,195 27,800 SH Call SOLE   27,800 0 0
FACEBOOK INC CL A 30303M102 4,854 32,154 SH   SOLE   32,154 0 0
FACEBOOK INC CL A 30303M102 25,633 169,800 SH Put SOLE   169,800 0 0
FACTSET RESH SYS INC COM 303075105 913 5,500 SH   SOLE   5,500 0 0
FAIR ISAAC CORP COM 303250104 572 4,105 SH   SOLE   4,105 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 85 22,000 SH   SOLE   22,000 0 0
FASTENAL CO COM 311900104 3,791 87,100 SH   SOLE   87,100 0 0
FIDELITY & GTY LIFE COM 315785105 2,690 86,640 SH   SOLE   86,640 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 693 8,119 SH   SOLE   8,119 0 0
FINANCIAL ENGINES INC COM 317485100 629 17,200 SH   SOLE   17,200 0 0
FINISAR CORP COM NEW 31787A507 207 8,000 SH   SOLE   8,000 0 0
FIRST BANCORP P R COM NEW 318672706 107 18,545 SH   SOLE   18,545 0 0
FIRST HORIZON NATL CORP COM 320517105 1,306 75,000 SH   SOLE   75,000 0 0
FIRST SOLAR INC COM 336433107 626 15,700 SH   SOLE   15,700 0 0
FIRSTENERGY CORP COM 337932107 1,891 64,870 SH   SOLE   64,870 0 0
FITBIT INC CL A 33812L102 136 25,700 SH   SOLE   25,700 0 0
FIVE BELOW INC COM 33829M101 227 4,600 SH   SOLE   4,600 0 0
FLIR SYS INC COM 302445101 1,348 38,899 SH   SOLE   38,899 0 0
FLOWSERVE CORP COM 34354P105 441 9,500 SH   SOLE   9,500 0 0
FNB CORP PA COM 302520101 1,506 106,379 SH   SOLE   106,379 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,487 132,961 SH   SOLE   132,961 0 0
FORTINET INC COM 34959E109 423 11,300 SH   SOLE   11,300 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 1,997 250,000 SH   SOLE   250,000 0 0
FRANKS INTL N V COM N33462107 101 12,200 SH   SOLE   12,200 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 168 145,539 SH   SOLE   145,539 0 0
GENERAL ELECTRIC CO COM 369604103 216 8,000 SH Put SOLE   8,000 0 0
GENERAL ELECTRIC CO COM 369604103 2,665 98,700 SH Call SOLE   98,700 0 0
GENERAL ELECTRIC CO COM 369604103 4,509 166,940 SH   SOLE   166,940 0 0
GENERAL MLS INC COM 370334104 2,803 50,611 SH   SOLE   50,611 0 0
GENERAL MTRS CO COM 37045V100 449 12,867 SH   SOLE   12,867 0 0
GENERAL MTRS CO COM 37045V100 1,047 30,000 SH Call SOLE   30,000 0 0
GENERAL MTRS CO COM 37045V100 2,095 60,000 SH Put SOLE   60,000 0 0
GILEAD SCIENCES INC COM 375558103 70 1,000 SH Call SOLE   1,000 0 0
GILEAD SCIENCES INC COM 375558103 148 2,100 SH Put SOLE   2,100 0 0
GILEAD SCIENCES INC COM 375558103 1,294 18,283 SH   SOLE   18,283 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 9,947 999,703 SH   SOLE   999,703 0 0
GLOBAL PMTS INC COM 37940X102 1,031 11,423 SH   SOLE   11,423 0 0
GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 2,345 3,500,000 SH   SOLE   3,500,000 0 0
GNC HLDGS INC COM CL A 36191G107 168 20,000 SH   SOLE   20,000 0 0
GNC HLDGS INC COM CL A 36191G107 544 64,800 SH Put SOLE   64,800 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 692 3,121 SH   SOLE   3,121 0 0
GOLUB CAP BDC INC COM 38173M102 250 13,120 SH   SOLE   13,120 0 0
GRUBHUB INC COM 400110102 470 10,800 SH   SOLE   10,800 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 817 11,898 SH   SOLE   11,898 0 0
HAEMONETICS CORP COM 405024100 292 7,414 SH   SOLE   7,414 0 0
HALLIBURTON CO COM 406216101 1,708 40,000 SH   SOLE   40,000 0 0
HARLEY DAVIDSON INC COM 412822108 2,852 52,798 SH   SOLE   52,798 0 0
HCA HEALTHCARE INC COM 40412C101 1,471 16,871 SH   SOLE   16,871 0 0
HEALTHCARE SVCS GRP INC COM 421906108 245 5,232 SH   SOLE   5,232 0 0
HEALTHEQUITY INC COM 42226A107 677 13,600 SH   SOLE   13,600 0 0
HECLA MNG CO COM 422704106 185 36,350 SH   SOLE   36,350 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 13,039 12,500,000 SH   SOLE   12,500,000 0 0
HERBALIFE LTD COM USD SHS G4412G101 5,077 71,200 SH Put SOLE   71,200 0 0
HERBALIFE LTD COM USD SHS G4412G101 18,089 253,600 SH   SOLE   253,600 0 0
HERSHEY CO COM 427866108 861 8,021 SH   SOLE   8,021 0 0
HILLTOP HOLDINGS INC COM 432748101 256 9,800 SH   SOLE   9,800 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 5,826 94,200 SH   SOLE   94,200 0 0
HOME DEPOT INC COM 437076102 45 300 SH Call SOLE   300 0 0
HOME DEPOT INC COM 437076102 5,929 38,651 SH   SOLE   38,651 0 0
HONEYWELL INTL INC COM 438516106 186 1,400 SH Put SOLE   1,400 0 0
HONEYWELL INTL INC COM 438516106 1,838 13,794 SH   SOLE   13,794 0 0
HOSTESS BRANDS INC CL A 44109J106 193 12,000 SH   SOLE   12,000 0 0
HSN INC COM 404303109 283 8,900 SH   SOLE   8,900 0 0
HUBSPOT INC COM 443573100 414 6,300 SH   SOLE   6,300 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 453 2,437 SH   SOLE   2,437 0 0
HUNTSMAN CORP COM 447011107 3,876 150,000 SH   SOLE   150,000 0 0
HUNTSMAN CORP COM 447011107 6,780 262,400 SH Put SOLE   262,400 0 0
HUNTSMAN CORP COM 447011107 9,627 372,600 SH Call SOLE   372,600 0 0
HYATT HOTELS CORP COM CL A 448579102 747 13,300 SH   SOLE   13,300 0 0
IBERIABANK CORP COM 450828108 1,299 15,950 SH   SOLE   15,950 0 0
IDEXX LABS INC COM 45168D104 3,297 20,426 SH   SOLE   20,426 0 0
IHS MARKIT LTD SHS G47567105 3,264 74,123 SH   SOLE   74,123 0 0
ILLUMINA INC COM 452327109 2,837 16,352 SH   SOLE   16,352 0 0
IMAX CORP COM 45245E109 308 14,000 SH   SOLE   14,000 0 0
INDEPENDENT BK GROUP INC COM 45384B106 297 5,000 SH   SOLE   5,000 0 0
INTEL CORP SDCV 12/1 458140AD2 52,374 40,000,000 SH   SOLE   40,000,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 81,000 48,961,000 SH   SOLE   48,961,000 0 0
INTEL CORP COM 458140100 1,868 55,394 SH   SOLE   55,394 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 232 1,919 SH   SOLE   1,919 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 121 793 SH   SOLE   793 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 599 3,900 SH Put SOLE   3,900 0 0
INVESTORS BANCORP INC NEW COM 46146L101 392 29,400 SH   SOLE   29,400 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 13,431 10,000,000 SH   SOLE   10,000,000 0 0
ISHARES MSCI FRANCE ETF 464286707 250 8,727 SH   SOLE   8,727 0 0
ISHARES MSCI STH KOR ETF 464286772 1,019 15,041 SH   SOLE   15,041 0 0
ISHARES MSCI NETHERL ETF 464286814 584 20,188 SH   SOLE   20,188 0 0
ISHARES MSCI BRZ CAP ETF 464286400 734 21,525 SH   SOLE   21,525 0 0
ISHARES MSCI CH CAP ETF 464286640 1,886 45,266 SH   SOLE   45,266 0 0
ISHARES MSCI EURZONE ETF 464286608 3,238 80,313 SH   SOLE   80,313 0 0
ISHARES MSCI AUST ETF 464286103 1,816 83,792 SH   SOLE   83,792 0 0
ISHARES MSCI HONG KG ETF 464286871 2,272 96,991 SH   SOLE   96,991 0 0
ISHARES MSCI FRNTR100ETF 464286145 4,681 163,798 SH   SOLE   163,798 0 0
ISHARES MSCI SPAN CP ETF 464286764 8,453 257,413 SH   SOLE   257,413 0 0
ISHARES GOLD TRUST ISHARES 464285105 3,229 270,448 SH   SOLE   270,448 0 0
ISHARES INC MSCI MLY ETF NEW 46434G814 784 24,751 SH   SOLE   24,751 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 1,686 31,438 SH   SOLE   31,438 0 0
ISHARES INC MSCI ITL ETF NEW 46434G830 1,228 44,204 SH   SOLE   44,204 0 0
ISHARES TR RUS 1000 ETF 464287622 237 1,757 SH   SOLE   1,757 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 563 4,000 SH   SOLE   4,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 268 6,500 SH Put SOLE   6,500 0 0
ISHARES TR CORE S&P SCP ETF 464287804 647 9,236 SH   SOLE   9,236 0 0
ISHARES TR IBOXX HI YD ETF 464288513 965 10,924 SH   SOLE   10,924 0 0
ISHARES TR IBOXX INV CP ETF 464287242 3,780 31,370 SH   SOLE   31,370 0 0
ISHARES TR SELECT DIVID ETF 464287168 5,006 54,295 SH   SOLE   54,295 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 2,488 62,672 SH   SOLE   62,672 0 0
ISHARES TR CORE US AGGBD ET 464287226 9,807 89,556 SH   SOLE   89,556 0 0
ISHARES TR MSCI EAFE ETF 464287465 6,917 106,090 SH   SOLE   106,090 0 0
ISHARES TR 1-3 YR TR BD ETF 464287457 9,808 116,092 SH   SOLE   116,092 0 0
ISHARES TR 20 YR TR BD ETF 464287432 26,798 214,200 SH Put SOLE   214,200 0 0
ISHARES TR 20 YR TR BD ETF 464287432 26,845 214,558 SH   SOLE   214,558 0 0
ISHARES TR 20 YR TR BD ETF 464287432 50,356 402,500 SH Call SOLE   402,500 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 18,688 451,600 SH Call SOLE   451,600 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 19,234 484,500 SH Call SOLE   484,500 0 0
ISHARES TR MSCI EAFE ETF 464287465 35,858 550,000 SH Put SOLE   550,000 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 22,321 669,718 SH   SOLE   669,718 0 0
ISHARES TR MSCI EAFE ETF 464287465 55,418 850,000 SH Call SOLE   850,000 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 55,687 1,402,500 SH Put SOLE   1,402,500 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 756 13,900 SH   SOLE   13,900 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 342 2,200 SH   SOLE   2,200 0 0
JETBLUE AIRWAYS CORP COM 477143101 205 9,001 SH   SOLE   9,001 0 0
JOHNSON & JOHNSON COM 478160104 79 600 SH Call SOLE   600 0 0
JOHNSON & JOHNSON COM 478160104 359 2,720 SH   SOLE   2,720 0 0
JOHNSON & JOHNSON COM 478160104 4,047 30,600 SH Put SOLE   30,600 0 0
JPMORGAN CHASE & CO COM 46625H100 1 15 SH   SOLE   15 0 0
JPMORGAN CHASE & CO COM 46625H100 356 3,900 SH Call SOLE   3,900 0 0
JPMORGAN CHASE & CO COM 46625H100 3,892 42,600 SH Put SOLE   42,600 0 0
JUNIPER NETWORKS INC COM 48203R104 4,793 171,938 SH   SOLE   171,938 0 0
KAR AUCTION SVCS INC COM 48238T109 1,540 36,700 SH   SOLE   36,700 0 0
KB HOME COM 48666K109 479 20,000 SH   SOLE   20,000 0 0
KELLOGG CO COM 487836108 1,220 17,574 SH   SOLE   17,574 0 0
KENNAMETAL INC COM 489170100 377 10,100 SH   SOLE   10,100 0 0
KINDER MORGAN INC DEL COM 49456B101 461 24,076 SH   SOLE   24,076 0 0
KNOLL INC COM NEW 498904200 300 14,991 SH   SOLE   14,991 0 0
KRAFT HEINZ CO COM 500754106 10,092 117,848 SH   SOLE   117,848 0 0
L3 TECHNOLOGIES INC COM 502413107 1,807 10,817 SH   SOLE   10,817 0 0
LA Z BOY INC COM 505336107 380 11,700 SH   SOLE   11,700 0 0
LAM RESEARCH CORP COM 512807108 3,846 27,200 SH   SOLE   27,200 0 0
LEGGETT & PLATT INC COM 524660107 593 11,297 SH   SOLE   11,297 0 0
LEIDOS HLDGS INC COM 525327102 4,959 95,952 SH   SOLE   95,952 0 0
LENNAR CORP CL A 526057104 3,060 57,400 SH   SOLE   57,400 0 0
LEUCADIA NATL CORP COM 527288104 4,782 182,813 SH   SOLE   182,813 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,930 100,000 SH   SOLE   100,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 5,967 11,000,000 SH   SOLE   11,000,000 0 0
LILIS ENERGY INC COM NEW 532403201 130 26,646 SH   SOLE   26,646 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 424 12,186 SH   SOLE   12,186 0 0
LKQ CORP COM 501889208 3,037 92,189 SH   SOLE   92,189 0 0
LOEWS CORP COM 540424108 1,797 38,400 SH   SOLE   38,400 0 0
LOWES COS INC COM 548661107 930 12,000 SH   SOLE   12,000 0 0
LULULEMON ATHLETICA INC COM 550021109 405 6,800 SH   SOLE   6,800 0 0
LULULEMON ATHLETICA INC COM 550021109 7,608 127,600 SH Put SOLE   127,600 0 0
LULULEMON ATHLETICA INC COM 550021109 30,409 509,800 SH Call SOLE   509,800 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 623 7,947 SH   SOLE   7,947 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 609 13,610 SH   SOLE   13,610 0 0
MARATHON OIL CORP COM 565849106 625 52,800 SH   SOLE   52,800 0 0
MARKEL CORP COM 570535104 487 500 SH   SOLE   500 0 0
MARRIOTT INTL INC NEW CL A 571903202 4,516 45,021 SH   SOLE   45,021 0 0
MARSH & MCLENNAN COS INC COM 571748102 366 4,700 SH   SOLE   4,700 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,759 12,400 SH   SOLE   12,400 0 0
MATSON INC COM 57686G105 336 11,200 SH   SOLE   11,200 0 0
MATTHEWS INTL CORP CL A 577128101 214 3,498 SH   SOLE   3,498 0 0
MAXLINEAR INC COM 57776J100 337 12,100 SH   SOLE   12,100 0 0
MCDERMOTT INTL INC COM 580037109 86 12,026 SH   SOLE   12,026 0 0
MCKESSON CORP COM 58155Q103 3,399 20,662 SH   SOLE   20,662 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 26,002 19,935,000 SH   SOLE   19,935,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 20,199 19,215,000 SH   SOLE   19,215,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 22,939 11,300,000 SH   SOLE   11,300,000 0 0
MERCADOLIBRE INC COM 58733R102 752 3,000 SH   SOLE   3,000 0 0
MERCK & CO INC COM 58933Y105 3,259 50,858 SH   SOLE   50,858 0 0
MERIDIAN BANCORP INC MD COM 58958U103 169 10,000 SH   SOLE   10,000 0 0
MERITOR INC COM 59001K100 349 21,034 SH   SOLE   21,034 0 0
MGE ENERGY INC COM 55277P104 226 3,520 SH   SOLE   3,520 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,803 36,328 SH   SOLE   36,328 0 0
MICROSOFT CORP COM 594918104 3,865 56,100 SH Put SOLE   56,100 0 0
MICROSOFT CORP COM 594918104 3,988 57,870 SH   SOLE   57,870 0 0
MICROSOFT CORP COM 594918104 13,353 193,800 SH Call SOLE   193,800 0 0
MIDDLEBY CORP COM 596278101 644 5,300 SH   SOLE   5,300 0 0
MILLER HERMAN INC COM 600544100 581 19,117 SH   SOLE   19,117 0 0
MINERALS TECHNOLOGIES INC COM 603158106 212 2,900 SH   SOLE   2,900 0 0
MKS INSTRUMENT INC COM 55306N104 309 4,600 SH   SOLE   4,600 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 48,571 773,430 SH   SOLE   773,430 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 57,040 908,300 SH Put SOLE   908,300 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,297 33,210 SH   SOLE   33,210 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,217 14,100 SH   SOLE   14,100 0 0
MONSANTO CO NEW COM 61166W101 13,611 115,000 SH   SOLE   115,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,180 23,770 SH   SOLE   23,770 0 0
MOODYS CORP COM 615369105 380 3,123 SH   SOLE   3,123 0 0
MSC INDL DIRECT INC CL A 553530106 878 10,217 SH   SOLE   10,217 0 0
MSG NETWORK INC CL A 553573106 413 18,413 SH   SOLE   18,413 0 0
MULTI COLOR CORP COM 625383104 249 3,060 SH   SOLE   3,060 0 0
MYLAN N V SHS EURO N59465109 2,278 58,700 SH   SOLE   58,700 0 0
NABORS INDUSTRIES LTD SHS G6359F103 165 20,300 SH   SOLE   20,300 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 22,496 23,000,000 SH   SOLE   23,000,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 2,627 100,200 SH Put SOLE   100,200 0 0
NBT BANCORP INC COM 628778102 243 6,593 SH   SOLE   6,593 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 312 6,800 SH   SOLE   6,800 0 0
NEVRO CORP COM 64157F103 282 3,800 SH   SOLE   3,800 0 0
NEW JERSEY RES COM 646025106 306 7,717 SH   SOLE   7,717 0 0
NEWELL BRANDS INC COM 651229106 5,421 101,102 SH   SOLE   101,102 0 0
NEWFIELD EXPL CO COM 651290108 5,129 180,230 SH   SOLE   180,230 0 0
NEWMARKET CORP COM 651587107 276 600 SH   SOLE   600 0 0
NIC INC COM 62914B100 196 10,395 SH   SOLE   10,395 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 2,530 65,465 SH   SOLE   65,465 0 0
NIKE INC CL B 654106103 1,240 21,025 SH   SOLE   21,025 0 0
NOBLE CORP PLC SHS USD G65431101 139 38,400 SH   SOLE   38,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 947 7,785 SH   SOLE   7,785 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 221 500,000 SH   SOLE   500,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,270 73,000 SH   SOLE   73,000 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 11,975 10,000,000 SH   SOLE   10,000,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 3,655 33,400 SH Call SOLE   33,400 0 0
NXP SEMICONDUCTORS N V COM N6596X109 70,442 643,600 SH   SOLE   643,600 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 5,929 27,106 SH   SOLE   27,106 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 1,481 1,507,000 SH   SOLE   1,507,000 0 0
OGE ENERGY CORP COM 670837103 1,265 36,362 SH   SOLE   36,362 0 0
OLD REP INTL CORP COM 680223104 2,099 107,508 SH   SOLE   107,508 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 566 13,300 SH   SOLE   13,300 0 0
OM ASSET MGMT PLC SHS G67506108 267 18,020 SH   SOLE   18,020 0 0
OPKO HEALTH INC COM 68375N103 88 13,500 SH   SOLE   13,500 0 0
ORACLE CORP COM 68389X105 456 9,100 SH Call SOLE   9,100 0 0
ORACLE CORP COM 68389X105 1,498 29,900 SH Put SOLE   29,900 0 0
ORACLE CORP COM 68389X105 5,541 110,529 SH   SOLE   110,529 0 0
OSI SYSTEMS INC COM 671044105 412 5,493 SH   SOLE   5,493 0 0
OWENS & MINOR INC NEW COM 690732102 201 6,275 SH   SOLE   6,275 0 0
PACCAR INC COM 693718108 1,598 24,201 SH   SOLE   24,201 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 1,095 42,892 SH   SOLE   42,892 0 0
PACWEST BANCORP DEL COM 695263103 3,815 81,700 SH   SOLE   81,700 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 9,001 6,842,000 SH   SOLE   6,842,000 0 0
PANDORA MEDIA INC COM 698354107 74 8,300 SH   SOLE   8,300 0 0
PANDORA MEDIA INC COM 698354107 312 35,000 SH Call SOLE   35,000 0 0
PANERA BREAD CO CL A 69840W108 395 1,258 SH   SOLE   1,258 0 0
PANERA BREAD CO CL A 69840W108 409 1,300 SH Call SOLE   1,300 0 0
PANERA BREAD CO CL A 69840W108 34,610 110,000 SH Put SOLE   110,000 0 0
PAPA JOHNS INTL INC COM 698813102 416 5,803 SH   SOLE   5,803 0 0
PAREXEL INTL CORP COM 699462107 6,692 77,000 SH   SOLE   77,000 0 0
PARSLEY ENERGY INC CL A 701877102 3,092 111,431 SH   SOLE   111,431 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 11,639 11,000,000 SH   SOLE   11,000,000 0 0
PATTERSON UTI ENERGY INC COM 703481101 871 43,144 SH   SOLE   43,144 0 0
PAYCHEX INC COM 704326107 566 9,952 SH   SOLE   9,952 0 0
PAYCOM SOFTWARE INC COM 70432V102 205 3,000 SH   SOLE   3,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 628 35,565 SH   SOLE   35,565 0 0
PEPSICO INC COM 713448108 57 500 SH Put SOLE   500 0 0
PEPSICO INC COM 713448108 1,847 16,000 SH   SOLE   16,000 0 0
PERRIGO CO PLC SHS G97822103 4,376 57,945 SH   SOLE   57,945 0 0
PFIZER INC COM 717081103 231 6,893 SH   SOLE   6,893 0 0
PFIZER INC COM 717081103 480 14,300 SH Put SOLE   14,300 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,231 56,183 SH   SOLE   56,183 0 0
PINNACLE FOODS INC DEL COM 72348P104 623 10,500 SH   SOLE   10,500 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 795 30,412 SH   SOLE   30,412 0 0
POPULAR INC COM NEW 733174700 358 8,600 SH   SOLE   8,600 0 0
POST HLDGS INC COM 737446104 1,798 23,161 SH   SOLE   23,161 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 33,506 243,439 SH   SOLE   243,439 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 42,457 308,500 SH Call SOLE   308,500 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 91,521 665,000 SH Put SOLE   665,000 0 0
PPL CORP COM 69351T106 707 18,311 SH   SOLE   18,311 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 237 4,506 SH   SOLE   4,506 0 0
PRIMERICA INC COM 74164M108 283 3,743 SH   SOLE   3,743 0 0
PROCTER AND GAMBLE CO COM 742718109 5,166 59,279 SH   SOLE   59,279 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 12,542 5,634,000 SH   SOLE   5,634,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 3,359 52,300 SH   SOLE   52,300 0 0
PROVIDENT FINL SVCS INC COM 74386T105 251 9,928 SH   SOLE   9,928 0 0
PRUDENTIAL FINL INC COM 744320102 1,827 16,900 SH   SOLE   16,900 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,449 80,198 SH   SOLE   80,198 0 0
PVH CORP COM 693656100 3,804 33,229 SH   SOLE   33,229 0 0
QUAD / GRAPHICS INC COM CL A 747301109 290 12,668 SH   SOLE   12,668 0 0
QUANTA SVCS INC COM 74762E102 319 9,700 SH   SOLE   9,700 0 0
RAMBUS INC DEL COM 750917106 661 57,865 SH   SOLE   57,865 0 0
RED HAT INC COM 756577102 6,793 70,948 SH   SOLE   70,948 0 0
REGENERON PHARMACEUTICALS COM 75886F107 442 900 SH   SOLE   900 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 222 1,600 SH   SOLE   1,600 0 0
REYNOLDS AMERICAN INC COM 761713106 26,018 400,035 SH   SOLE   400,035 0 0
RH COM 74967X103 2,399 37,200 SH Put SOLE   37,200 0 0
RITE AID CORP COM 767754104 1,032 350,000 SH Put SOLE   350,000 0 0
RITE AID CORP COM 767754104 4,867 1,650,000 SH Call SOLE   1,650,000 0 0
ROBERT HALF INTL INC COM 770323103 527 11,000 SH   SOLE   11,000 0 0
ROSS STORES INC COM 778296103 6,247 108,222 SH   SOLE   108,222 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 262 2,404 SH   SOLE   2,404 0 0
RSP PERMIAN INC COM 74978Q105 1,801 55,824 SH   SOLE   55,824 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 19,090 17,810,000 SH   SOLE   17,810,000 0 0
SABRE CORP COM 78573M104 5,899 271,000 SH   SOLE   271,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 13,249 10,000,000 SH   SOLE   10,000,000 0 0
SANCHEZ ENERGY CORP COM 79970Y105 1,436 200,000 SH   SOLE   200,000 0 0
SANDERSON FARMS INC COM 800013104 231 2,000 SH   SOLE   2,000 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 209 16,381 SH   SOLE   16,381 0 0
SCHLUMBERGER LTD COM 806857108 473 7,192 SH   SOLE   7,192 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 253 6,800 SH   SOLE   6,800 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4,091 59,900 SH   SOLE   59,900 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,542 39,800 SH   SOLE   39,800 0 0
SEATTLE GENETICS INC COM 812578102 1,640 31,700 SH   SOLE   31,700 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 697 10,743 SH   SOLE   10,743 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 4,045 45,139 SH   SOLE   45,139 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3,327 64,038 SH   SOLE   64,038 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 4,060 73,916 SH   SOLE   73,916 0 0
SILICON LABORATORIES INC COM 826919102 462 6,771 SH   SOLE   6,771 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 3,844 64,500 SH   SOLE   64,500 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,208 12,600 SH   SOLE   12,600 0 0
SLM CORP COM 78442P106 2,224 193,392 SH   SOLE   193,392 0 0
SM ENERGY CO COM 78454L100 356 21,543 SH   SOLE   21,543 0 0
SMUCKER J M CO COM NEW 832696405 1,822 15,400 SH   SOLE   15,400 0 0
SNAP ON INC COM 833034101 5,742 36,344 SH   SOLE   36,344 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 20,012 20,000,000 SH   SOLE   20,000,000 0 0
SONOCO PRODS CO COM 835495102 3,349 65,132 SH   SOLE   65,132 0 0
SOUTHERN CO COM 842587107 6,921 144,567 SH   SOLE   144,567 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 284 3,890 SH   SOLE   3,890 0 0
SOUTHWESTERN ENERGY CO COM 845467109 325 53,568 SH   SOLE   53,568 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,421 6,664 SH   SOLE   6,664 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 800 6,784 SH   SOLE   6,784 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 34,579 293,000 SH Put SOLE   293,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 96,302 816,000 SH Call SOLE   816,000 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 7,829 203,531 SH   SOLE   203,531 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,070 29,242 SH   SOLE   29,242 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 36,270 150,000 SH Put SOLE   150,000 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 2,278 61,253 SH   SOLE   61,253 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 3,013 24,100 SH   SOLE   24,100 0 0
SPIRIT AIRLS INC COM 848577102 2,969 57,500 SH   SOLE   57,500 0 0
SRC ENERGY INC COM 78470V108 193 28,709 SH   SOLE   28,709 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 10,062 10,012,000 SH   SOLE   10,012,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,139 8,100 SH   SOLE   8,100 0 0
STAPLES INC COM 855030102 17,368 1,724,800 SH   SOLE   1,724,800 0 0
STARBUCKS CORP COM 855244109 9,287 159,270 SH   SOLE   159,270 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 18,326 18,000,000 SH   SOLE   18,000,000 0 0
STERICYCLE INC COM 858912108 3,336 43,716 SH   SOLE   43,716 0 0
STERLING BANCORP DEL COM 85917A100 217 9,342 SH   SOLE   9,342 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 13,492 75,100 SH Call SOLE   75,100 0 0
SUNTRUST BKS INC COM 867914103 255 4,500 SH   SOLE   4,500 0 0
SYNNEX CORP COM 87162W100 335 2,800 SH   SOLE   2,800 0 0
T MOBILE US INC COM 872590104 3,576 59,000 SH   SOLE   59,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2,905 39,600 SH   SOLE   39,600 0 0
TARGET CORP COM 87612E106 1,343 25,700 SH   SOLE   25,700 0 0
TCF FINL CORP COM 872275102 356 22,386 SH   SOLE   22,386 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,821 22,104 SH   SOLE   22,104 0 0
TERADYNE INC COM 880770102 1,642 54,700 SH   SOLE   54,700 0 0
TERRAFORM GLOBAL INC CL A 88104M101 240 47,635 SH   SOLE   47,635 0 0
TERRAVIA HLDGS INC NOTE 5.000%10/0 83415TAC5 814 2,202,000 SH   SOLE   2,202,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 51,525 45,000,000 SH   SOLE   45,000,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 31,125 26,890,000 SH   SOLE   26,890,000 0 0
TESLA INC COM 88160R101 26,577 73,500 SH Put SOLE   73,500 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 3,319 99,900 SH Call SOLE   99,900 0 0
TEXAS INSTRS INC COM 882508104 138 1,800 SH Call SOLE   1,800 0 0
TEXAS INSTRS INC COM 882508104 207 2,700 SH Put SOLE   2,700 0 0
TEXAS INSTRS INC COM 882508104 4,502 58,527 SH   SOLE   58,527 0 0
TEXTRON INC COM 883203101 1,681 35,700 SH   SOLE   35,700 0 0
THERAPEUTICSMD INC COM 88338N107 527 100,000 SH   SOLE   100,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,727 38,560 SH   SOLE   38,560 0 0
THOR INDS INC COM 885160101 564 5,400 SH   SOLE   5,400 0 0
TIME WARNER INC COM NEW 887317303 20,082 200,000 SH Put SOLE   200,000 0 0
TIME WARNER INC COM NEW 887317303 24,098 240,000 SH   SOLE   240,000 0 0
TIME WARNER INC COM NEW 887317303 125,009 1,245,000 SH Call SOLE   1,245,000 0 0
TOLL BROTHERS INC COM 889478103 1,856 46,996 SH   SOLE   46,996 0 0
TOTAL SYS SVCS INC COM 891906109 413 7,100 SH   SOLE   7,100 0 0
TRACTOR SUPPLY CO COM 892356106 926 17,100 SH   SOLE   17,100 0 0
TRANSOCEAN LTD REG SHS H8817H100 251 30,500 SH   SOLE   30,500 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 144 10,500 SH   SOLE   10,500 0 0
TRIBUNE MEDIA CO CL A 896047503 203 5,000 SH Put SOLE   5,000 0 0
TRIBUNE MEDIA CO CL A 896047503 4,346 106,607 SH   SOLE   106,607 0 0
TRIMAS CORP COM NEW 896215209 412 19,780 SH   SOLE   19,780 0 0
TRIMBLE INC COM 896239100 799 22,400 SH   SOLE   22,400 0 0
TRIPADVISOR INC COM 896945201 809 21,200 SH   SOLE   21,200 0 0
TUPPERWARE BRANDS CORP COM 899896104 365 5,200 SH   SOLE   5,200 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 10,531 10,000,000 SH   SOLE   10,000,000 0 0
U S SILICA HLDGS INC COM 90346E103 440 12,400 SH   SOLE   12,400 0 0
ULTA BEAUTY INC COM 90384S303 6,005 20,900 SH   SOLE   20,900 0 0
UNDER ARMOUR INC CL A 904311107 218 10,029 SH   SOLE   10,029 0 0
UNION PAC CORP COM 907818108 1,468 13,500 SH Put SOLE   13,500 0 0
UNION PAC CORP COM 907818108 4,148 38,090 SH   SOLE   38,090 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 16,071 10,500,000 SH   SOLE   10,500,000 0 0
UNITED BANKSHARES INC WEST V COM 909907107 458 11,700 SH   SOLE   11,700 0 0
UNITED PARCEL SERVICE INC CL B 911312106 752 6,805 SH   SOLE   6,805 0 0
UNITED STATES STL CORP NEW COM 912909108 60 2,736 SH   SOLE   2,736 0 0
UNITED STATES STL CORP NEW COM 912909108 1,438 65,000 SH Put SOLE   65,000 0 0
UNIVAR INC COM 91336L107 1,719 58,876 SH   SOLE   58,876 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 4,118 37,700 SH   SOLE   37,700 0 0
UNIVERSAL FST PRODS INC COM 913543104 576 6,600 SH   SOLE   6,600 0 0
US FOODS HLDG CORP COM 912008109 875 32,147 SH   SOLE   32,147 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 432 25,000 SH   SOLE   25,000 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 808 46,800 SH Put SOLE   46,800 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 628 12,100 SH   SOLE   12,100 0 0
VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 867 35,001 SH   SOLE   35,001 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 32,816 1,486,300 SH Put SOLE   1,486,300 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 39,667 1,796,700 SH Call SOLE   1,796,700 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 9,809 119,882 SH   SOLE   119,882 0 0
VCA INC COM 918194101 18,462 200,000 SH   SOLE   200,000 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 21,781 14,836,000 SH   SOLE   14,836,000 0 0
VEEVA SYS INC CL A COM 922475108 3,151 51,400 SH   SOLE   51,400 0 0
VEON LTD SPONSORED ADR 91822M106 2,415 617,868 SH   SOLE   617,868 0 0
VIACOM INC NEW CL B 92553P201 716 21,349 SH   SOLE   21,349 0 0
VIAVI SOLUTIONS INC COM 925550105 1,336 126,912 SH   SOLE   126,912 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 390 23,500 SH   SOLE   23,500 0 0
VISTEON CORP COM NEW 92839U206 224 2,200 SH   SOLE   2,200 0 0
VMWARE INC CL A COM 928563402 358 4,100 SH   SOLE   4,100 0 0
VULCAN MATLS CO COM 929160109 266 2,100 SH   SOLE   2,100 0 0
VWR CORP COM 91843L103 2,957 89,602 SH   SOLE   89,602 0 0
WAGEWORKS INC COM 930427109 283 4,216 SH   SOLE   4,216 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,816 48,731 SH   SOLE   48,731 0 0
WAL-MART STORES INC COM 931142103 8,360 110,472 SH   SOLE   110,472 0 0
WATERS CORP COM 941848103 238 1,300 SH   SOLE   1,300 0 0
WAYFAIR INC CL A 94419L101 279 3,635 SH   SOLE   3,635 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 151 39,062 SH   SOLE   39,062 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 222 57,600 SH Call SOLE   57,600 0 0
WEBMD HEALTH CORP COM 94770V102 5,042 86,000 SH Call SOLE   86,000 0 0
WEC ENERGY GROUP INC COM 92939U106 576 9,400 SH   SOLE   9,400 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 646 3,600 SH   SOLE   3,600 0 0
WENDYS CO COM 95058W100 673 43,400 SH   SOLE   43,400 0 0
WESCO INTL INC COM 95082P105 360 6,300 SH   SOLE   6,300 0 0
WEST CORP COM 952355204 17,249 739,705 SH   SOLE   739,705 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 2,056 21,760 SH   SOLE   21,760 0 0
WESTERN UN CO COM 959802109 3,629 190,510 SH   SOLE   190,510 0 0
WGL HLDGS INC COM 92924F106 7,575 90,806 SH   SOLE   90,806 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 32,300 38,000,000 SH   SOLE   38,000,000 0 0
WHITING PETE CORP NEW COM 966387102 245 44,584 SH   SOLE   44,584 0 0
WHOLE FOODS MKT INC COM 966837106 16,646 395,300 SH   SOLE   395,300 0 0
WILLIAMS SONOMA INC COM 969904101 630 12,998 SH   SOLE   12,998 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 11,188 215,154 SH   SOLE   215,154 0 0
WIX COM LTD SHS M98068105 208 3,000 SH   SOLE   3,000 0 0
WORKDAY INC CL A 98138H101 4,044 41,699 SH   SOLE   41,699 0 0
WORLD FUEL SVCS CORP COM 981475106 400 10,420 SH   SOLE   10,420 0 0
WPX ENERGY INC COM 98212B103 164 17,000 SH   SOLE   17,000 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 228 8,300 SH   SOLE   8,300 0 0
ZYNGA INC CL A 98986T108 159 43,713 SH   SOLE   43,713 0 0