0001103646-17-000004.txt : 20170515 0001103646-17-000004.hdr.sgml : 20170515 20170515142909 ACCESSION NUMBER: 0001103646-17-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170515 DATE AS OF CHANGE: 20170515 EFFECTIVENESS DATE: 20170515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSS LLC/IL CENTRAL INDEX KEY: 0001103646 IRS NUMBER: 364236880 STATE OF INCORPORATION: IL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-15940 FILM NUMBER: 17843332 BUSINESS ADDRESS: STREET 1: 175 WEST JACKSON BLVD STREET 2: SUITE 440 CITY: CHICAGO STATE: IL ZIP: 60604 BUSINESS PHONE: 3125428515 MAIL ADDRESS: STREET 1: 175 WEST JACKSON BLVD STREET 2: SUITE 440 CITY: CHICAGO STATE: IL ZIP: 60604 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001103646 XXXXXXXX 03-31-2017 03-31-2017 CSS LLC/IL

175 WEST JACKSON BLVD SUITE 440 CHICAGO IL 60604

13F HOLDINGS REPORT 028-15940 N Mitchel Bialek 312 542-8575 /s/Mitchel Bialek Chicago IL 04-13-2017 0 627 1669978 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ABBOTT LABSCOM00282410044410000SHPutSOLE-1000000ABERDEEN ASIA PACIFIC INCOMCOM00300910716032000SHSOLE-3200000ABERDEEN AUSTRALIA EQTY FD ICOM00301110312420500SHSOLE-2050000ABERDEEN CHILE FD INCCOM00301W10526237580SHSOLE-3758000ABERDEEN EMERGING MKTS SMALLCOM00301T10272355422SHSOLE-5542200ABERDEEN GTR CHINA FD INCCOM00303110159256555SHSOLE-5655500ABERDEEN INDONESIA FD INCCOM00305P10610614610SHSOLE-1461000ABERDEEN LATIN AMER EQTY FDCOM00306K10641317573SHSOLE-1757300ABERDEEN SINGAPORE FD INCCOM00324410077872755SHSOLE-7275500ACCURAY INCNOTE 3.500% 2/0004397AD710861000000PRNSOLE-100000000ACORDA THERAPEUTICS INCNOTE 1.750% 6/100484MAA436004216000PRNSOLE-421600000ADAM NAT RES FD INCCOM00548F105120261901SHSOLE-6190100ADAMS DIVERSIFIED EQUITY FDCOM00621210469350402SHSOLE-5040200ADVANCED MICRO DEVICES INCCOM00790310733723121SHSOLE-2312100ADVANCED MICRO DEVICES INCCOM00790310714610000SHCallSOLE-1000000ADVANCED MICRO DEVICES INCCOM00790310732722500SHPutSOLE-2250000ADVENT CLAYMORE ENH GRW & INCOM00765E10439046154SHSOLE-4615400AEGERION PHARMACEUTICALS INCNOTE 2.000% 8/100767EAB8528653000PRNSOLE-65300000AES CORPCOM00130H10511310100SHSOLE-1010000AK STL HLDG CORPCOM00154710836150100SHPutSOLE-5010000AK STL HLDG CORPCOM00154710814019415SHSOLE-1941500AKAMAI TECHNOLOGIES INCCOM00971T1012063455SHSOLE-345500AKAMAI TECHNOLOGIES INCCOM00971T1011793000SHCallSOLE-300000ALBANY MOLECULAR RESH INCCOM01242310914010000SHCallSOLE-1000000ALERE INCCOM01449J1053739400SHSOLE-940000ALERE INCPERP PFD CONV SE01449J20419766044SHSOLE-604400ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102183317000SHPutSOLE-1700000ALLEGION PUB LTD COORD SHSG0176J1095807663SHSOLE-766300ALLERGAN PLCPFD CONV SER AG0177J116298352SHSOLE-35200ALLIED WRLD ASSUR COM HLDG ASHSH01531104180033900SHSOLE-3390000ALLSCRIPTS HEALTHCARE SOLUTNNOTE 1.250% 7/001988PAD045304500000PRNSOLE-450000000ALLY FINL INCCOM02005N1005207256147SHSOLE-25614700ALON USA ENERGY INCNOTE 3.000% 9/1020520AB864505860000PRNSOLE-586000000ALPHABET INCCAP STK CL C02079K10713511629SHSOLE-162900ALPINE GLOBAL DYNAMIC DIVD FCOM NEW02082E20533634452SHSOLE-3445200ALPINE GLOBAL PREMIER PPTYSCOM SBI02083A10316528912SHSOLE-2891200ALPINE TOTAL DYNAMIC DIVID FCOM SH BEN INT N0210602071742210875SHSOLE-21087500ALPS ETF TRALERIAN MLP00162Q86613310500SHPutSOLE-1050000AMBAC FINL GROUP INCCOM NEW02313988424513000SHSOLE-1300000AMBAC FINL GROUP INCCOM NEW023139884945000SHPutSOLE-500000AMERICAN AIRLS GROUP INCCOM02376R1021061972510568SHSOLE-251056800AMERICAN AIRLS GROUP INCCOM02376R102221552400SHCallSOLE-5240000AMERICAN AIRLS GROUP INCCOM02376R1027786184000SHPutSOLE-18400000AMERICAN INTL GROUP INC*W EXP 01/19/20202687415632215322SHSOLE-1532200AMERICAN INTL GROUP INCCOM NEW026874784102316390SHSOLE-1639000AMERICAN INTL GROUP INCCOM NEW026874784134221500SHPutSOLE-2150000AMERICAN TOWER CORP NEWDEP PFD CONV SE03027X4072662372SHSOLE-237200AMERICAN TOWER CORP NEWPFD CONV SER A03027X308462340543SHSOLE-4054300ANADARKO PETE CORPCOM032511107110717862SHSOLE-1786200ANADARKO PETE CORPCOM032511107158725600SHPutSOLE-2560000ANGLOGOLD ASHANTI LTDSPONSORED ADR03512820612111200SHSOLE-1120000ANSYS INCCOM03662Q1054113850SHSOLE-385000ANTHEM INCNOTE 2.750%10/194973VBG13032313281000PRNSOLE-1328100000ANWORTH MORTGAGE ASSET CPCOM0373471011830329784SHSOLE-32978400APPLE INCCOM037833100303121100SHSOLE-2110000APTEVO THERAPEUTICS INCCOM03835L108729353977SHSOLE-35397700ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L10415418436SHSOLE-1843600ARCONIC INCCOM03965L100122446500SHCallSOLE-4650000ARCONIC INCCOM03965L10062723800SHPutSOLE-2380000ARCONIC INCPFD CONV B SER 103965L3089439232075SHSOLE-23207500ARMSTRONG WORLD INDS INC NEWCOM04247X1024519800SHSOLE-980000ARRAY BIOPHARMA INCCOM04269X1051088121800SHPutSOLE-12180000ARRAY BIOPHARMA INCNOTE 3.000% 6/004269XAA31676011774000PRNSOLE-1177400000ASA GOLD AND PRECIOUS MTLS LSHSG3156P103113193753SHSOLE-9375300ASCENA RETAIL GROUP INCCOM04351G1018319452SHSOLE-1945200ASHFORD HOSPITALITY TR INCCOM SHS04410310911117381SHSOLE-1738100ASIA PAC FD INCCOM04490110697479665SHSOLE-7966500ASIA TIGERS FD INCCOM04516T10518115872SHSOLE-1587200ASSOCIATED BANC CORP*W EXP 11/21/2010454871131217227545SHSOLE-22754500ASTERIAS BIOTHERAPEUTICS INC*W EXP 09/29/20104624N11546108542SHSOLE-10854200ASTERIAS BIOTHERAPEUTICS INCCOM SER A04624N1074814000SHCallSOLE-1400000ASTERIAS BIOTHERAPEUTICS INCCOM SER A04624N1078224000SHPutSOLE-2400000ASTERIAS BIOTHERAPEUTICS INCCOM SER A04624N107278040SHSOLE-804000ATLANTICUS HLDGS CORPCOM04914Y102278104410SHSOLE-10441000AWARE INC MASSCOM05453N10011624737SHSOLE-2473700B/E AEROSPACE INCCOM073302101323550461SHSOLE-5046100B2GOLD CORPNOTE 3.250%10/011777QAB656185283000PRNSOLE-528300000BAKER HUGHES INCCOM057224107107417950SHSOLE-1795000BANC OF CALIFORNIA INCCOM05990K106149072000SHPutSOLE-7200000BANK AMER CORP*W EXP 10/28/201060505153536584473SHSOLE-58447300BANK AMER CORPCOM060505104103543864SHSOLE-4386400BANK AMER CORPCOM0605051041185000SHPutSOLE-500000BARCLAYS BK PLCIPSP CROIL ETN06738C7862663477327SHSOLE-47732700BARCLAYS PLCADR06738E20455148981SHSOLE-4898100BARRICK GOLD CORPCOM06790110839720901SHSOLE-2090100BCE INCCOM NEW05534B7604169400SHPutSOLE-940000BCE INCCOM NEW05534B760497SHSOLE-9700BEL FUSE INCCL A077347201169774839SHSOLE-7483900BERKSHIRE HATHAWAY INC DELCL B NEW08467070212227333SHSOLE-733300BIO RAD LABS INCCL B090572108445822310SHSOLE-2231000BIOMARIN PHARMACEUTICAL INCCOM09061G1013393863SHSOLE-386300BIOMARIN PHARMACEUTICAL INCCOM09061G101189721600SHCallSOLE-2160000BLACK HILLS CORPUNIT 99/99/999909211312535188480437SHSOLE-48043700BLACKBERRY LTDCOM09228F10313217000SHSOLE-1700000BLACKBERRY LTDCOM09228F10315520000SHPutSOLE-2000000BLACKROCK ENERGY & RES TRCOM09250U10136126262SHSOLE-2626200BLACKROCK ENHANCED EQT DIV TCOM09251A10472484630SHSOLE-8463000BLUCORA INCCOM0952291002249130000SHPutSOLE-13000000BLUCORA INCNOTE 4.250% 4/0095229AB61071610636000PRNSOLE-1063600000BOSTON PRIVATE FINL HLDGS IN*W EXP 11/21/2011011191136504708356SHSOLE-70835600BOULDER GROWTH & INCOME FD ICOM1015071016303677749SHSOLE-67774900BRIDGEPOINT ED INCCOM10807M10526224511SHSOLE-2451100BROADSOFT INCNOTE 1.500% 7/011133BAB8843750000PRNSOLE-75000000BROCADE COMMUNICATIONS SYS INOTE 1.375% 1/0111621AQ11522915055000PRNSOLE-1505500000BROOKDALE SR LIVING INCNOTE 2.750% 6/1112463AA224632500000PRNSOLE-250000000BROOKFIELD REAL ASSETS INCOMSHS BEN INT112830104144363350SHSOLE-6335000BUFFALO WILD WINGS INCCOM1198481094893200SHSOLE-320000CABELAS INCCOM126804301167831600SHPutSOLE-3160000CABELAS INCCOM126804301189235625SHSOLE-3562500CABELAS INCCOM1268043013616800SHCallSOLE-680000CAESARS ACQUISITION COCL A12768T10317611457SHSOLE-1145700CAESARS ENTMT CORPCOM1276861036848717100SHPutSOLE-71710000CARRIZO OIL & GAS INCCOM1445771032298000SHSOLE-800000CARRIZO OIL & GAS INCCOM14457710350217500SHCallSOLE-1750000CATERPILLAR INC DELCOM1491231013714000SHCallSOLE-400000CATERPILLAR INC DELCOM149123101114212300SHPutSOLE-1230000CBOE HLDGS INCCOM12503M1082062546SHSOLE-254600CBOE HLDGS INCCOM12503M1082032500SHPutSOLE-250000CBOE HLDGS INCCOM12503M1084866000SHCallSOLE-600000CECO ENVIRONMENTAL CORPCOM12514110130328783SHSOLE-2878300CELGENE CORPRIGHT 12/31/20301510201121917278SHSOLE-1727800CEMEX SAB DE CVSPON ADR NEW15129088912213500SHSOLE-1350000CENTRAL EUR RUSS & TURK FD ICOM15343610057327359SHSOLE-2735900CENTRAL FD CDA LTDCL A15350110187267840SHSOLE-6784000CENTRAL SECS CORPCOM15512310281834136SHSOLE-3413600CHANTICLEER HLDGS INCCOM PAR $.0001 N15930P404822728SHSOLE-2272800CHEMTURA CORPCOM NEW1638932092637868SHSOLE-786800CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q1012628114SHSOLE-811400CHESAPEAKE ENERGY CORPCOM16516710728748256SHSOLE-4825600CHESAPEAKE ENERGY CORPCOM1651671071097184700SHPutSOLE-18470000CHINA FD INCCOM16937310754532774SHSOLE-3277400CHIPMOS TECHNOLOGIES INCSPONSORED ADR16965P10336820748SHSOLE-2074800CITIGROUP INCCOM NEW17296742489114901SHSOLE-1490100CITIGROUP INCCOM NEW1729674242995000SHPutSOLE-500000CITRIX SYS INCCOM1773761002252701SHSOLE-270100CIVEO CORP CDACOM17878Y1088428221SHSOLE-2822100CLEAN ENERGY FUELS CORPCOM1844991018031400SHPutSOLE-3140000CLEAN ENERGY FUELS CORPCOM184499101114236SHSOLE-423600CLOVIS ONCOLOGY INCCOM18946410067410600SHCallSOLE-1060000CLOVIS ONCOLOGY INCCOM189464100355355800SHPutSOLE-5580000CLOVIS ONCOLOGY INCNOTE 2.500% 9/1189464AB61995115450000PRNSOLE-1545000000COBALT INTL ENERGY INCCOM19075F1061222200SHCallSOLE-2220000COBALT INTL ENERGY INCNOTE 3.125% 5/119075FAB24722000000PRNSOLE-200000000COHEN & STEERS CLOSED END OPCOM19248P10617113781SHSOLE-1378100COMCAST CORP NEWCL A20030N1012937800SHSOLE-780000COMERICA INCCOM200340107472568901SHSOLE-6890100COMMERCEHUB INCCOM SER A20084V10820313114SHSOLE-1311400COMMUNITY HEALTH SYS INC NEWRIGHT 99/99/99992036681161159104SHSOLE-15910400CONDUENT INCCOM20678710337522340SHSOLE-2234000CONOCOPHILLIPSCOM20825C10456911414SHSOLE-1141400CONOCOPHILLIPSCOM20825C1041753500SHPutSOLE-350000CONSTELLATION BRANDS INCCL B21036P2075533400SHSOLE-340000CONTINENTAL RESOURCES INCCOM2120151013688100SHSOLE-810000CONTINENTAL RESOURCES INCCOM2120151012595700SHPutSOLE-570000CORNERSTONE STRATEGIC VALUECOM21924B30238023502SHSOLE-2350200COTY INCCOM CL A2220702034581252658SHSOLE-25265800COUSINS PPTYS INCCOM22279510621626080SHSOLE-2608000COVISINT CORPCOM22357R1035928578SHSOLE-2857800CROWN CASTLE INTL CORP NEWCOM22822V1013063239SHSOLE-323900CSX CORPCOM12640810353511500SHSOLE-1150000CSX CORPCOM126408103102422000SHPutSOLE-2200000CTRIP COM INTL LTDAMERICAN DEP SHS22943F1001974000SHCallSOLE-400000CTRIP COM INTL LTDAMERICAN DEP SHS22943F100378076900SHPutSOLE-7690000CTRIP COM INTL LTDNOTE 1.250%10/122943FAD21926514681000PRNSOLE-1468100000CTRIP COM INTL LTDNOTE 1.990% 7/022943FAH357855000000PRNSOLE-500000000CUSHING ENERGY INCOMECOM SH BEN INT23162T10227829540SHSOLE-2954000CVR ENERGY INCCOM12662P10823711797SHSOLE-1179700DEERE & COCOM24419910555506SHSOLE-50600DEERE & COCOM2441991057947300SHPutSOLE-730000DELL TECHNOLOGIES INCCOM CL V24703L10397515215SHSOLE-1521500DENBURY RES INCCOM NEW24791620811645000SHSOLE-4500000DEPOMED INCNOTE 2.500% 9/0249908AA2258275000PRNSOLE-27500000DEUTSCHE BANK AGNAMEN AKTD181908986538380966SHSOLE-38096600DEUTSCHE BANK AGNAMEN AKTD1819089810602617800SHPutSOLE-61780000DEUTSCHE BK AGRIGHT 04/06/2017D1T769565742188333SHSOLE-18833300DEUTSCHE GLOBAL HIGH INCOMECOM25158V10813315708SHSOLE-1570800DEUTSCHE HIGH INCOME OPPORTCOM25158Y10292362990SHSOLE-6299000DEUTSCHE MULTI-MKT INCOME TRSHS25160E10228532763SHSOLE-3276300DEVON ENERGY CORP NEWCOM25179M1032295500SHSOLE-550000DHT HOLDINGS INCDEBT 4.500%10/023335SAB238933900000PRNSOLE-390000000DIAMONDBACK ENERGY INCCOM25278X1098628313SHSOLE-831300DIAMONDBACK ENERGY INCCOM25278X1095195000SHPutSOLE-500000DIVERSIFIED REAL ASSET INC FCOM SHS25533B10881847158SHSOLE-4715800DIVIDEND & INCOME FUNDCOM NEW25538A20478264828SHSOLE-6482800DOMINION RES INC VA NEWUNIT 08/15/201925746U836315662369SHSOLE-6236900DOMINION RES INC VA NEWUNIT 99/99/999925746U86987917507SHSOLE-1750700DONNELLEY R R & SONS COCOM25786720024019834SHSOLE-1983400DOW CHEM COCOM260543103417665717SHSOLE-6571700DRIVE SHACK INCCOM2620771006014549SHSOLE-1454900DYNEGY INC NEW DELUNIT 07/01/2019126817R4052574374SHSOLE-437400E TRADE FINANCIAL CORPCOM NEW269246401222463737SHSOLE-6373700E TRADE FINANCIAL CORPCOM NEW26924640134910000SHPutSOLE-1000000EAGLE CAP GROWTH FD INCCOM26945110017023037SHSOLE-2303700EASTERLY ACQUISITION CORPCOM27616L10227927991SHSOLE-2799100ECA MARCELLUS TR ICOM UNIT26827L1095324649SHSOLE-2464900ELDORADO GOLD CORP NEWCOM28490210311734300SHSOLE-3430000ENERGEN CORPCOM29265N10860511100SHCallSOLE-1110000ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V10070635800SHSOLE-3580000ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R10936510000SHSOLE-1000000ENERNOC INCCOM29276410712921500SHSOLE-2150000ENVISION HEALTHCARE CORPPFD CNV 5.25% A129414D209495543436SHSOLE-4343600EPR PPTYSPFD C CNV 5.75%26884U2082588932SHSOLE-893200EQT CORPCOM26884L10980013100SHCallSOLE-1310000EQT CORPCOM26884L1091161900SHSOLE-190000EXELIXIS INCCOM30161Q10454225000SHPutSOLE-2500000EXELIXIS INCCOM30161Q1045465252175SHSOLE-25217500EXELIXIS INCCOM30161Q10443320000SHCallSOLE-2000000EXELON CORPCOM30161N1011965454SHSOLE-545400EXELON CORPCOM30161N101143940000SHPutSOLE-4000000EXELON CORPUNIT 99/99/999930161N1275770116697SHSOLE-11669700EXXON MOBIL CORPCOM30231G1024205121SHSOLE-512100EXXON MOBIL CORPCOM30231G102821000SHCallSOLE-100000EXXON MOBIL CORPCOM30231G10231378SHPutSOLE-37800FASTENAL COCOM3119001042585000SHPutSOLE-500000FBR & COCOM NEW30247C40073240567SHSOLE-4056700FIDELITY SOUTHERN CORP NEWCOM31639410548021454SHSOLE-2145400FIELDPOINT PETROLEUM CORPCOM31657010045102694SHSOLE-10269400FINISAR CORPNOTE 0.500%12/131787AAM350514486000PRNSOLE-448600000FIREEYE INCCOM31816Q10117714016SHSOLE-1401600FIRST TR ABERDEEN GLBL OPP FCOM SHS33731910722419274SHSOLE-1927400FLUIDIGM CORP DELCOM34385P1085710000SHCallSOLE-1000000FLUIDIGM CORP DELCOM34385P1089116000SHPutSOLE-1600000FLUIDIGM CORP DELNOTE 2.750% 2/034385PAA67781143000PRNSOLE-114300000FORD MTR CO DELCOM PAR $0.0134537086023720323SHSOLE-2032300FORD MTR CO DELCOM PAR $0.01345370860585000SHPutSOLE-500000FOREST CITY RLTY TR INCCOM CL B345605208103836683SHSOLE-3668300FOUNDATION MEDICINE INCCOM35046510039312186SHSOLE-1218600FRANKLIN UNVL TRSH BEN INT35514510310615157SHSOLE-1515700FRONTIER COMMUNICATIONS CORPCOM35906A1087032500SHSOLE-3250000FRONTIER COMMUNICATIONS CORPCOM35906A108457214100SHPutSOLE-21410000FRONTIER COMMUNICATIONS CORPPFD CONV SER-A35906A207199240358SHSOLE-4035800FRONTLINE LTDSHS NEWG3682E19211216600SHSOLE-1660000FTD COS INCCOM30281V10831615697SHSOLE-1569700GABELLI DIVD & INCOME TRCOM36242H10428813817SHSOLE-1381700GABELLI GLB SML & MD CP VALCOM36249W10432828754SHSOLE-2875400GABELLI GLOBL UTIL & INCOMECOM SH BEN INT36242L1053124168159SHSOLE-16815900GABELLI HLTHCARE & WELLNESSSHS36246K10372872856SHSOLE-7285600GAMING & LEISURE PPTYS INCCOM36467J1082246700SHSOLE-670000GDL FUNDCOM SH BEN IT36157010490291669SHSOLE-9166900GENERAL AMERN INVS INCCOM36880210484725269SHSOLE-2526900GENERAL CABLE CORP DEL NEWFRNT 4.500%11/1369300AL222042838000PRNSOLE-283800000GENERAL MOLY INCCOM370373102611837SHSOLE-1183700GENERAL MTRS COCOM37045V1007870222559SHSOLE-22255900GENERAL MTRS COCOM37045V1001775000SHCallSOLE-500000GENERAL MTRS COCOM37045V100295283500SHPutSOLE-8350000GENIE ENERGY LTDCL B37228420817724432SHSOLE-2443200GLOBAL EAGLE ENTMT INCCOM37951D10210834000SHSOLE-3400000GLOBAL X FDSMSCI GREECE ETF37950E3661159145598SHSOLE-14559800GNC HLDGS INCCOM CL A36191G1077910700SHSOLE-1070000GNC HLDGS INCCOM CL A36191G10761583500SHPutSOLE-8350000GNC HLDGS INCNOTE 1.500% 8/136191GAB36081000000PRNSOLE-100000000GOGO INCCOM38046C10922020000SHPutSOLE-2000000GOGO INCCOM38046C10913312100SHSOLE-1210000GROUPON INCCOM3994731079825000SHSOLE-2500000GSI TECHNOLOGYCOM36241U1069811222SHSOLE-1122200GYRODYNE LLCCOM40382910490143503SHSOLE-4350300HALCON RES CORP*W EXP 09/09/20240537Q1183922145SHSOLE-2214500HALCON RES CORPCOM PAR NEW40537Q6051135147405SHSOLE-14740500HALLIBURTON COCOM406216101130926600SHSOLE-2660000HALLIBURTON COCOM406216101147630000SHPutSOLE-3000000HARMONIC INCCOM4131601027212176SHSOLE-1217600HARTFORD FINL SVCS GROUP INCCOM41651510411688243142SHSOLE-24314200HEALTHSOUTH CORPDEBT 2.000%12/0421924BL41408811500000PRNSOLE-1150000000HEALTHWAYS INCNOTE 1.500% 7/0422245AB650193250000PRNSOLE-325000000HELIX ENERGY SOLUTIONS GRP ICOM42330P10711715000SHSOLE-1500000HELMERICH & PAYNE INCCOM4234521015067600SHPutSOLE-760000HERBALIFE LTDCOM USD SHSG4412G101497085500SHPutSOLE-8550000HERBALIFE LTDNOTE 2.000% 8/142703MAB976888033000PRNSOLE-803300000HERSHEY COCOM4278661083613300SHSOLE-330000HERSHEY COCOM4278661081641500SHPutSOLE-150000HEWLETT PACKARD ENTERPRISE CCOM42824C1095219220191SHSOLE-22019100HEWLETT PACKARD ENTERPRISE CCOM42824C10923913500SHPutSOLE-1350000HOLOGIC INCDEBT 2.000% 3/0436440AC579735711000PRNSOLE-571100000HOLOGIC INCFRNT 12/1436440AG61671413464000PRNSOLE-1346400000HORIZON PHARMA PLCSHSG4617B10561041287SHSOLE-4128700HORIZON PHARMA PLCSHSG4617B1053200SHPutSOLE-20000HRG GROUP INCCOM40434J1002671138210SHSOLE-13821000HSBC HLDGS PLCSPON ADR NEW4042804062045000SHPutSOLE-500000HUMANA INCCOM44485910215877700SHSOLE-770000HUNTINGTON BANCSHARES INCCOM44615010424718452SHSOLE-1845200ICONIX BRAND GROUP INCCOM451055107243198SHSOLE-319800ICONIX BRAND GROUP INCCOM45105510738351000SHPutSOLE-5100000ICONIX BRAND GROUP INCNOTE 1.500% 3/1451055AF4150158000PRNSOLE-15800000IKANG HEALTHCARE GROUP INCSPONSORED ADR45174L1082326159331SHSOLE-15933100ILLUMINA INCCOM45232710911126515SHSOLE-651500IMMUNOMEDICS INCCOM452907108726112100SHPutSOLE-11210000IMMUNOMEDICS INCNOTE 4.750% 2/1452907AK414081000000PRNSOLE-100000000IMPAX LABORATORIES INCNOTE 2.000% 6/145256BAE18221000000PRNSOLE-100000000INCYTE CORPCOM45337C102564642236SHSOLE-4223600INCYTE CORPCOM45337C102193814500SHCallSOLE-1450000INCYTE CORPCOM45337C102529239600SHPutSOLE-3960000INDIA FD INCCOM454089103103940920SHSOLE-4092000INSULET CORPCOM45784P10186220000SHPutSOLE-2000000INTEL CORPCOM4581401002567100SHPutSOLE-710000INTEL CORPSDCV 12/1458140AD22074415239000PRNSOLE-1523900000INTEL CORPSDCV 3.250% 8/0458140AF72513114400000PRNSOLE-1440000000INTERCEPT PHARMACEUTICALS INCOM45845P1083623200SHSOLE-320000INTERCEPT PHARMACEUTICALS INCOM45845P1089628500SHPutSOLE-850000INVACARE CORPNOTE 5.000% 2/1461203AF810111000000PRNSOLE-100000000INVESCO MORTGAGE CAPITAL INCCOM46131B1001912124000SHSOLE-12400000IONIS PHARMACEUTICALS INCCOM46222210041110232SHSOLE-1023200IRONWOOD PHARMACEUTICALS INCDBCV 2.250% 6/146333XAD082576620000PRNSOLE-662000000ISHARES TR20 YR TR BD ETF464287432175014500SHSOLE-1450000ISHARES TRCHINA LG-CAP ETF46428718498725700SHPutSOLE-2570000ISHARES TRIBOXX HI YD ETF4642885132192500SHPutSOLE-250000ISHARES TRMSCI EMG MKT ETF46428723442910900SHPutSOLE-1090000ISHARES TRMSCI UK ETF NEW46435G3342527750SHSOLE-775000ISIS PHARMACEUTICALS INC DELNOTE 1.000%11/1464337AJ317231788000PRNSOLE-178800000JAKKS PAC INCCOM47012E1069717689SHSOLE-1768900JANUS CAP GROUP INCCOM47102X10519915100SHSOLE-1510000JAPAN SMALLER CAPTLZTN FD INCOM47109U10427525402SHSOLE-2540200JPMORGAN CHASE & COCOM46625H1002643000SHPutSOLE-300000JPMORGAN CHASE & COCOM46625H100125214256SHSOLE-1425600JPMORGAN CHINA REGION FD INCCOM48126T10481744575SHSOLE-4457500KCG HLDGS INCCL A48244B100177699629SHSOLE-9962900KCG HLDGS INCCL A48244B10012700SHPutSOLE-70000KEYCORP NEWCOM49326710824513761SHSOLE-1376100KEYCORP NEWCOM493267108895000SHPutSOLE-500000KINDER MORGAN INC DEL*W EXP 05/25/20149456B119104115256SHSOLE-411525600KINDER MORGAN INC DELCOM49456B1014870224033SHSOLE-22403300KINDER MORGAN INC DELCOM49456B1012859131500SHPutSOLE-13150000KINGSWAY FINL SVCS INCCOM NEW49690420220735632SHSOLE-3563200KOREA EQUITY FD INCCOM50063B10439044340SHSOLE-4434000KOSMOS ENERGY LTDSHSG5315B10711417100SHSOLE-1710000LAM RESEARCH CORPCOM5128071086425000SHCallSOLE-500000LAM RESEARCH CORPCOM512807108192615000SHPutSOLE-1500000LAM RESEARCH CORPNOTE 1.250% 5/1512807AL2106145016000PRNSOLE-501600000LATTICE SEMICONDUCTOR CORPCOM51841510419027400SHSOLE-2740000LENNAR CORPCL B526057302280467082SHSOLE-6708200LIBERTY ALL STAR EQUITY FDSH BEN INT53015810414626734SHSOLE-2673400LIBERTY ALL-STAR GROWTH FD ICOM52990010217538630SHSOLE-3863000LIBERTY BROADBAND CORPCOM SER A530307107480056407SHSOLE-5640700LIBERTY BROADBAND CORPCOM SER C530307305138916075SHSOLE-1607500LIBERTY EXPEDIA HOLDINGSSER A COM53046P1092816186SHSOLE-618600LIBERTY EXPEDIA HOLDINGSSER B COM53046P20856812437SHSOLE-1243700LIBERTY GLOBAL PLCSHS CL BG5480U1123399194SHSOLE-919400LIBERTY GLOBAL PLCSHS CL CG5480U12054015410SHSOLE-1541000LIBERTY INTERACTIVE CORPLBT VEN COM A NE53071M856192943365SHSOLE-4336500LIBERTY INTERACTIVE CORPLBT VEN COM B NE53071M86492720440SHSOLE-2044000LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M10486543195SHSOLE-4319500LIBERTY INTERACTIVE CORPQVC GP COM SER B53071M203105052110SHSOLE-5211000LIBERTY MEDIA CORP DELAWARECOM A BRAVES GRP53122970686336019SHSOLE-3601900LIBERTY MEDIA CORP DELAWARECOM A SIRIUSXM5312294098662222557SHSOLE-22255700LIBERTY MEDIA CORP DELAWARECOM B SIRIUSXM531229508240760604SHSOLE-6060400LIBERTY MEDIA CORP DELAWARECOM C BRAVES GRP53122988837916011SHSOLE-1601100LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296076444166160SHSOLE-16616000LIBERTY MEDIA CORP DELAWARECOM SER A FRMLA53122987052616077SHSOLE-1607700LIBERTY TRIPADVISOR HLDGS INCOM SER A53146510215611068SHSOLE-1106800LIBERTY TRIPADVISOR HLDGS INCOM SER B53146520123916700SHSOLE-1670000LIFEVANTAGE CORPCOM NEW53222K2057013092SHSOLE-1309200LIGAND PHARMACEUTICALS INCNOTE 0.750% 8/153220KAD076175105000PRNSOLE-510500000LINCOLN NATL CORP IND*W EXP 07/10/20153418711718849339815SHSOLE-33981500LOCKHEED MARTIN CORPCOM5398301095362000SHPutSOLE-200000LOCKHEED MARTIN CORPCOM5398301098163051SHSOLE-305100LSC COMMUNICATIONS INCCOM50218P10764325556SHSOLE-2555600LULULEMON ATHLETICA INCCOM5500211093536800SHSOLE-680000M/I HOMES INCNOTE 3.000% 3/055292PAB1221218000PRNSOLE-21800000M/I HOMES INCNOTE 3.250% 9/155292PAA324822250000PRNSOLE-225000000MACQUARIE GLBL INFRA TOTL RECOM55608D1013094135387SHSOLE-13538700MADISON SQUARE GARDEN CO NEWCL A55825T1037213608SHSOLE-360800MARATHON PETE CORPCOM56585A1023617134SHSOLE-713400MARATHON PETE CORPCOM56585A1025100SHCallSOLE-10000MARATHON PETE CORPCOM56585A102216842900SHPutSOLE-4290000MARRIOTT INTL INC NEWCL A5719032026967394SHSOLE-739400MARRIOTT INTL INC NEWCL A5719032023774000SHPutSOLE-400000MATADOR RES COCOM5764852051717200SHSOLE-720000MATADOR RES COCOM57648520545219000SHCallSOLE-1900000MCEWEN MNG INCCOM58039P10719363646SHSOLE-6364600MEDICINES COCOM58468810553811000SHCallSOLE-1100000MEDICINES CONOTE 2.500% 1/1584688AE559513769000PRNSOLE-376900000MEDIDATA SOLUTIONS INCNOTE 1.000% 8/058471AAB119961750000PRNSOLE-175000000MEREDITH CORPCOM5894331015949188SHSOLE-918800MEXICO EQUITY & INCOME FDCOM59283410537534510SHSOLE-3451000MGIC INVT CORP WISNOTE 2.000% 4/0552848AE3105297276000PRNSOLE-727600000MGM RESORTS INTERNATIONALCOM55295310155120100SHPutSOLE-2010000MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD62868820000000PRNSOLE-2000000000MICRON TECHNOLOGY INCNOTE 1.625% 2/1595112AU763062387000PRNSOLE-238700000MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX173202465000PRNSOLE-246500000MIDATECH PHARMA PLCSPONSORED ADR59564R10410741287SHSOLE-4128700MIDSTATES PETE CO INCCOM PAR59804T407117263500SHSOLE-6350000MITEL NETWORKS CORPCOM60671Q10411416408SHSOLE-1640800MKS INSTRUMENT INCCOM55306N1043094500SHSOLE-450000MOBILEYE N V AMSTELVEENORD SHSN51488117248140400SHCallSOLE-4040000MOBILEYE N V AMSTELVEENORD SHSN5148811786014000SHPutSOLE-1400000MOBILEYE N V AMSTELVEENORD SHSN514881171472400SHSOLE-240000MOLINA HEALTHCARE INCCOM60855R10068415000SHPutSOLE-1500000MOLINA HEALTHCARE INCDBCV 1.625% 8/160855RAD210651000000PRNSOLE-100000000MOLINA HEALTHCARE INCNOTE 1.125% 1/160855RAC41670513076000PRNSOLE-1307600000MONSANTO CO NEWCOM61166W10111100SHPutSOLE-10000MONSANTO CO NEWCOM61166W101294326000SHSOLE-2600000MONSANTO CO NEWCOM61166W1012262000SHCallSOLE-200000MORGAN STANLEY ASIA PAC FD ICOM61744U106128483656SHSOLE-8365600MORGAN STANLEY EMER MKTS FDCOM61744G10759840551SHSOLE-4055100MORGAN STANLEY INDIA INVS FDCOM61745C10550415983SHSOLE-1598300MTGE INVT CORPCOM55378A10530218000SHSOLE-1800000MV OIL TRTR UNITS553859109731119835SHSOLE-11983500NABORS INDUSTRIES LTDSHSG6359F10339230000SHCallSOLE-3000000NATIONAL CINEMEDIA INCCOM63530910712610000SHSOLE-1000000NATIONAL OILWELL VARCO INCCOM6370711012005000SHSOLE-500000NAVIOS MARITIME HLDGS INCSPON ADR PFD H63938Y30889656945SHSOLE-5694500NAVIOS MARITIME HOLDINGS INCCOMY621961032212000SHPutSOLE-1200000NCR CORP NEWCOM62886E108186940900SHPutSOLE-4090000NCR CORP NEWCOM62886E108992165SHSOLE-216500NEUBERGER BERMAN RE ES SEC FCOM64190A1031875352521SHSOLE-35252100NEUSTAR INCCL A64126X20141812600SHSOLE-1260000NEUSTAR INCCL A64126X2011665000SHPutSOLE-500000NEVSUN RES LTDCOM64156L1014416994SHSOLE-1699400NEW GERMANY FD INCCOM64446510667545714SHSOLE-4571400NEW IRELAND FUND INCCOM645673104100379234SHSOLE-7923400NEW SR INVT GROUP INCCOM64869110317216836SHSOLE-1683600NEW YORK CMNTY BANCORP INCCOM64944510331922837SHSOLE-2283700NEW YORK REIT INCCOM64976L10977179600SHSOLE-7960000NEWFIELD EXPL COCOM65129010873820000SHSOLE-2000000NEWFIELD EXPL COCOM6512901081624400SHCallSOLE-440000NEWFIELD EXPL COCOM65129010873820000SHPutSOLE-2000000NEWMONT MINING CORPCOM651639106163049473SHSOLE-4947300NEWMONT MINING CORPCOM65163910685325900SHCallSOLE-2590000NEWPARK RES INCNOTE 4.000%10/0651718AC262046097000PRNSOLE-609700000NEWS CORP NEWCL A65249B109127598100SHSOLE-9810000NEXPOINT CR STRATEGIES FDCOM NEW65340G20527311926SHSOLE-1192600NICHOLAS FINANCIAL INCCOM NEW65373J20913812961SHSOLE-1296100NII HLDGS INCCOM PAR $0.00162913F50886000SHCallSOLE-600000NII HLDGS INCCOM PAR $0.00162913F50844613431488SHSOLE-343148800NOBLE CORP PLCSHS USDG654311019114770SHSOLE-1477000NOKIA CORPSPONSORED ADR65490220413625000SHSOLE-2500000NORTEL INVERSORA S ASPON ADR PFD B6565674015960229215SHSOLE-22921500NOVAVAX INCNOTE 3.750% 2/0670002AB05921294000PRNSOLE-129400000NRG YIELD INCCL A NEW62942X30637121354SHSOLE-2135400NUVASIVE INCNOTE 2.750% 7/0670704AC948322724000PRNSOLE-272400000NUVECTRA CORPCOM67075N10859086391SHSOLE-8639100NUVEEN GLOBAL HIGH INCOME FDSHS67075G10358635566SHSOLE-3556600NVIDIA CORPNOTE 1.000%12/067066GAC8135572500000PRNSOLE-250000000NXP SEMICONDUCTORS N VCOMN6596X10952500SHCallSOLE-50000NXP SEMICONDUCTORS N VCOMN6596X109527951000SHPutSOLE-5100000NXP SEMICONDUCTORS N VDBCV 1.000%12/062952QAB62112218240000PRNSOLE-1824000000OCCIDENTAL PETE CORP DELCOM674599105124219601SHSOLE-1960100OCCIDENTAL PETE CORP DELCOM674599105423266800SHCallSOLE-6680000OCCIDENTAL PETE CORP DELCOM6745991055969400SHPutSOLE-940000OCEANEERING INTL INCCOM675232102194471800SHPutSOLE-7180000OCEANEERING INTL INCCOM67523210264223700SHSOLE-2370000OFFICE DEPOT INCCOM67622010639083557SHSOLE-8355700OLD NATL BANCORP INDCOM68003310727916099SHSOLE-1609900OLIN CORPCOM PAR $16806652053249858SHSOLE-985800OLIN CORPCOM PAR $16806652051815500SHPutSOLE-550000ONEOK PARTNERS LPUNIT LTD PARTN68268N103108020000SHSOLE-2000000OPKO HEALTH INCCOM68375N10324931144SHSOLE-3114400OPKO HEALTH INCCOM68375N10381000SHPutSOLE-100000PALO ALTO NETWORKS INCCOM69743510511101SHSOLE-10100PALO ALTO NETWORKS INCCOM6974351053493100SHCallSOLE-310000PANDORA MEDIA INCCOM69835410728223853SHSOLE-2385300PANDORA MEDIA INCCOM6983541073547300300SHPutSOLE-30030000PANDORA MEDIA INCCOM698354107302500SHCallSOLE-250000PANDORA MEDIA INCNOTE 1.750%12/0698354AB330053000000PRNSOLE-300000000PARSLEY ENERGY INCCL A7018771022939000SHSOLE-900000PBF ENERGY INCCL A69318G106163973900SHCallSOLE-7390000PENNANTPARK FLOATING RATE CACOM70806A106133895954SHSOLE-9595400PENNEY J C INCCOM70816010615725500SHSOLE-2550000PENNEY J C INCCOM70816010612320000SHCallSOLE-2000000PIMCO INCOME STRATEGY FUND ICOM72201J10451451152SHSOLE-5115200PINNACLE ENTMT INC NEWCOM72348Y10550325783SHSOLE-2578300PNC FINL SVCS GROUP INCCOM693475105188015638SHSOLE-1563800PRICELINE GRP INCNOTE 1.000% 3/1741503AQ91931910255000PRNSOLE-1025500000PRIVATEBANCORP INCCOM7429621034167000SHSOLE-700000PROCTER AND GAMBLE COCOM74271810990510073SHSOLE-1007300PROCTER AND GAMBLE COCOM742718109991100SHPutSOLE-110000PROOFPOINT INCCOM7434241033725000SHCallSOLE-500000QEP RES INCCOM74733V10013710800SHSOLE-1080000RADNET INCCOM7504911026811522SHSOLE-1152200RANGE RES CORPCOM75281A10936412500SHSOLE-1250000RAYONIER ADVANCED MATLS INCCOM75508B10451938600SHPutSOLE-3860000RAYONIER ADVANCED MATLS INCPFD CV SER A75508B203489247278SHSOLE-4727800REALOGY HLDGS CORPCOM75605Y1062026800SHSOLE-680000REGENCY CTRS CORPCOM758849103117717727SHSOLE-1772700RELX NVSPONSORED ADR75955B10229816072SHSOLE-1607200RENT A CTR INC NEWCOM76009N1009010200SHSOLE-1020000RENTECH INCCOM NEW76011220155109933SHSOLE-10993300REPLIGEN CORPNOTE 2.125% 6/0759916AA797387630000PRNSOLE-763000000REYNOLDS AMERICAN INCCOM761713106151224000SHSOLE-2400000RITE AID CORPCOM7677541042944692705SHSOLE-69270500RITE AID CORPCOM767754104587138400SHCallSOLE-13840000RITE AID CORPCOM76775410434782200SHPutSOLE-8220000RMR REAL ESTATE INCOME FUNDCOM76970B10148222967SHSOLE-2296700ROSETTA STONE INCCOM77778010712412700SHSOLE-1270000ROYAL BK SCOTLAND GROUP PLCSPONS ADR 2 ORD78009768916427100SHSOLE-2710000ROYAL DUTCH SHELL PLCSPONS ADR A78025920657210847SHSOLE-1084700ROYCE GLOBAL VALUE TR INCCOM78081T10413014793SHSOLE-1479300ROYCE VALUE TR INCCOM78091010543030711SHSOLE-3071100RPC INCCOM74966010643123532SHSOLE-2353200RSP PERMIAN INCCOM74978Q105145435100SHSOLE-3510000RSP PERMIAN INCCOM74978Q1053157600SHPutSOLE-760000RYANAIR HLDGS PLCSPONSORED ADR NE7835132037208675SHSOLE-867500RYLAND GROUP INCNOTE 1.625% 5/1783764AQ651634100000PRNSOLE-410000000SAFE BULKERS INCCOMY7388L1033716900SHPutSOLE-1690000SALESFORCE COM INCCOM79466L3021271540SHSOLE-154000SALESFORCE COM INCCOM79466L3022062500SHCallSOLE-250000SALESFORCE COM INCCOM79466L3025777000SHPutSOLE-700000SANDISK CORPNOTE 0.500%10/180004CAF8477500000PRNSOLE-50000000SANOFIRIGHT 12/31/202080105N1138871971876SHSOLE-197187600SCHLUMBERGER LTDCOM8068571084956344SHSOLE-634400SCHLUMBERGER LTDCOM8068571086638500SHPutSOLE-850000SCHOLASTIC CORPCOM80706610554812863SHSOLE-1286300SCRIPPS E W CO OHIOCL A NEW8110544022219429SHSOLE-942900SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM320752035000PRNSOLE-203500000SEARS HLDGS CORPCOM81235010671362044SHSOLE-6204400SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y5063705300SHSOLE-530000SELECT SECTOR SPDR TRSBI INT-FINL81369Y6057250305500SHPutSOLE-30550000SERITAGE GROWTH PPTYSCL A81752R1003317662SHSOLE-766200SERVICENOW INCCOM81762P1022002290SHSOLE-229000SHUTTERFLY INCCOM82568P30496620000SHCallSOLE-2000000SHUTTERFLY INCNOTE 0.250% 5/182568PAB21135411338000PRNSOLE-1133800000SIGNATURE BK NEW YORK N Y*W EXP 12/12/20182669G112231519863SHSOLE-1986300SILVER STD RES INCCOM82823L10614613717SHSOLE-1371700SILVER STD RES INCCOM82823L106514800SHPutSOLE-480000SINA CORPORDG8147710412254169906SHSOLE-16990600SIRIUS XM HLDGS INCCOM82968B1037815000SHCallSOLE-1500000SIRIUS XM HLDGS INCCOM82968B10323645700SHPutSOLE-4570000SLM CORPCOM78442P10622418510SHSOLE-1851000SM ENERGY COCOM78454L100146060800SHSOLE-6080000SNAP ON INCCOM8330341018435000SHPutSOLE-500000SOHU COM INCCOM83408W103227357790SHSOLE-5779000SOUTHWESTERN ENERGY COCOM84546710915819362SHSOLE-1936200SOUTHWESTERN ENERGY COCOM84546710932439800SHCallSOLE-3980000SOUTHWESTERN ENERGY COCOM84546710915018300SHPutSOLE-1830000SOUTHWESTERN ENERGY CODEP SHS 1/20 B845467208103752537SHSOLE-5253700SPDR GOLD TRUSTGOLD SHS78463V1078737350SHSOLE-735000SPDR SERIES TRUSTS&P REGL BKG78464A698137625200SHPutSOLE-2520000SPECIAL OPPORTUNITIES FD INCCOM84741T1042763189127SHSOLE-18912700SPECIAL OPPORTUNITIES FD INCPFD CONV SE B84741T30274629212SHSOLE-2921200SPECTRANETICS CORPMTNF 2.625% 6/084760CAA540793550000PRNSOLE-355000000SPIRIT RLTY CAP INC NEWNOTE 3.750% 5/184860WAB824102342000PRNSOLE-234200000SPRINT CORPCOM SER 185207U10568278528SHSOLE-7852800SRC ENERGY INCCOM78470V10811013000SHSOLE-1300000STARWOOD WAYPOINT RESIDENTLNOTE 3.000% 7/085571WAB554954636000PRNSOLE-463600000STEIN MART INCCOM8583751087926400SHSOLE-2640000STERLING BANCORP DELCOM85917A10024110157SHSOLE-1015700SUCAMPO PHARMACEUTICALS INCDBCV 3.250%12/1864909AA419802000000PRNSOLE-200000000SUFFOLK BANCORPCOM864739107244160421SHSOLE-6042100SUNCOR ENERGY INC NEWCOM86722410743714220SHSOLE-1422000SUNPOWER CORPCOM86765240611018106SHSOLE-1810600SUNTRUST BKS INC*W EXP 11/14/201867914111456653441231SHSOLE-344123100SUNTRUST BKS INCCOM86791410382915000SHPutSOLE-1500000SWISS HELVETIA FD INCCOM87087510186874854SHSOLE-7485400T MOBILE US INCCONV PFD SER A872590203694866010SHSOLE-6601000TAHOE RES INCCOM87386810313817200SHSOLE-1720000TAIWAN FD INCCOM874036106105858022SHSOLE-5802200TCF FINL CORP*W EXP 11/14/201872275128533236683SHSOLE-23668300TECHNIPFMC PLCCOMG8711010540512462SHSOLE-1246200TERRAVIA HLDGS INCCOM88105A1061419000SHPutSOLE-1900000TESARO INCCOM881569107177011500SHPutSOLE-1150000TESARO INCCOM881569107324621100SHCallSOLE-2110000TESARO INCNOTE 3.000%10/0881569AA510415323509000PRNSOLE-2350900000TESLA INCCOM88160R1014441595SHSOLE-159500TESLA INCCOM88160R1018773155SHCallSOLE-315500TESLA INCCOM88160R10145264162667SHPutSOLE-16266700TESLA INCNOTE 0.250% 3/088160RAB71718017177000PRNSOLE-1717700000TESLA INCNOTE 2.375% 3/188160RAD352145000000PRNSOLE-500000000THAI FD INCCOM88290410542349306SHSOLE-4930600THERAVANCE BIOPHARMA INCCOMG8807B10636810000SHPutSOLE-1000000THERAVANCE BIOPHARMA INCNOTE 3.250%11/088339KAA01774614000000PRNSOLE-1400000000THERAVANCE INCNOTE 2.125% 1/188338TAB047575000000PRNSOLE-500000000TIME WARNER INCCOM NEW887317303224923020SHSOLE-2302000TIME WARNER INCCOM NEW8873173031471500SHCallSOLE-150000TIMKENSTEEL CORPNOTE 6.000% 6/0887399AA134952000000PRNSOLE-200000000TRI POINTE GROUP INCCOM87265H1092370189026SHSOLE-18902600TURKISH INVT FD INCCOM90014510334441354SHSOLE-4135400TURQUOISE HILL RES LTDCOM90043510811537601SHSOLE-3760100TWITTER INCCOM90184L10216611100SHSOLE-1110000TWITTER INCCOM90184L102120180400SHPutSOLE-8040000TWITTER INCCOM90184L10226217500SHCallSOLE-1750000TWITTER INCNOTE 0.250% 9/190184LAB842314500000PRNSOLE-450000000TWO HBRS INVT CORPCOM90187B10116917585SHSOLE-1758500TWO HBRS INVT CORPNOTE 6.250% 1/190187BAA977117500000PRNSOLE-750000000TYSON FOODS INCUNIT 99/99/999990249430182112212SHSOLE-1221200UNITED CONTL HLDGS INCCOM9100471096609343SHSOLE-934300UNITEDHEALTH GROUP INCCOM91324P10210656496SHSOLE-649600UNITEDHEALTH GROUP INCCOM91324P102252015366SHPutSOLE-1536600USA TECHNOLOGIES INCCOM NO PAR90328S5004510689SHSOLE-1068900VALLEY NATL BANCORP*W EXP 11/14/20191979413161197424SHSOLE-19742400VEECO INSTRS INC DELNOTE 2.700% 1/1922417AD236463500000PRNSOLE-350000000VERIZON COMMUNICATIONS INCCOM92343V104101020722SHSOLE-2072200VIPSHOP HLDGS LTDNOTE 1.500% 3/192763WAA125262500000PRNSOLE-250000000VIPSHOP HLDGS LTDSPONSORED ADR92763W103107380500SHPutSOLE-8050000VIRTUS INVT PARTNERS INCPFD CV SER D92828Q208691870688SHSOLE-7068800VIRTUS TOTAL RETURN FDCOM92829A10327863606SHSOLE-6360600VMWARE INCCL A COM9285634026457000SHPutSOLE-700000WASHINGTON FED INC*W EXP 11/14/2019388241173389216281SHSOLE-21628100WASHINGTON PRIME GROUP NEWCOM93964W10838043730SHSOLE-4373000WATSCO INCCL B CONV9426221015263671SHSOLE-367100WEBMD HEALTH CORPCOM94770V102282453612SHSOLE-5361200WEBMD HEALTH CORPNOTE 1.500%12/094770VAK860855112000PRNSOLE-511200000WELLS FARGO & CO NEWPERP PFD CNV A949746804273220SHSOLE-22000WELLS FARGO MULTI SECTOR INCCOM94987D10136827608SHSOLE-2760800WELLTOWER INC6.50% PFD PREPET95040Q20324897395004SHSOLE-39500400WENDYS COCOM95058W10019214102SHSOLE-1410200WESTAR ENERGY INCCOM95709T100227942000SHSOLE-4200000WESTERN ASSET CLYM INFL OPPCOM95766R10414913339SHSOLE-1333900WESTERN ASSET EMRG MKT DEBTCOM95766A10151733335SHSOLE-3333500WESTERN REFNG INCCOM95931910472320629SHSOLE-2062900WGL HLDGS INCCOM92924F1065366497SHSOLE-649700WHITEWAVE FOODS COCOM9662441058480151028SHSOLE-15102800WHITEWAVE FOODS COCOM9662441059243164600SHPutSOLE-16460000WHITING PETE CORP NEWCOM96638710219320378SHSOLE-2037800WHITING PETE CORP NEWCOM96638710254757800SHPutSOLE-5780000WILLIAMS CLAYTON ENERGY INCCOM969490101928470290SHSOLE-7029000WILLIAMS COS INC DELCOM96945710035812100SHSOLE-1210000WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1053348191SHSOLE-819100WINDSTREAM HLDGS INCCOM NEW97382A20019635894SHSOLE-3589400WINTRUST FINL CORP*W EXP 12/19/20197650W15761219000SHSOLE-1900000WINTRUST FINL CORPCOM97650W108375954384SHSOLE-5438400WORKDAY INCCL A98138H1015006000SHCallSOLE-600000WORKDAY INCNOTE 0.750% 7/198138HAC522882000000PRNSOLE-200000000WPX ENERGY INCCOM98212B1031269409SHSOLE-940900WPX ENERGY INCCOM98212B10314110500SHPutSOLE-1050000WPX ENERGY INCPFD SER A CV98212B20215401253874SHSOLE-25387400WRIGHT MED GROUP N VRIGHT 03/01/2019N966171268454980SHSOLE-5498000XILINX INCNOTE 2.625% 6/1983919AF8100745000000PRNSOLE-500000000YAHOO INCCOM984332106591681274894SHSOLE-127489400YAMANA GOLD INCCOM98462Y10012946900SHSOLE-4690000YY INCADS REPCOM CLA98426T10646110000SHCallSOLE-1000000ZILLOW GROUP INCCL A98954M10160918017SHSOLE-1801700ZION OIL & GAS INCCOM9896961093629760SHSOLE-2976000ZIONS BANCORPORATION*W EXP 05/22/202989701115538214782209SHSOLE-478220900ZIONS BANCORPORATION*W EXP 11/14/201989701131135111487962SHSOLE-148796200ZIONS BANCORPORATIONCOM98970110799423666SHSOLE-2366600ZIONS BANCORPORATIONCOM989701107105025000SHPutSOLE-2500000ZWEIG FDCOM NEW9898342051363122601SHSOLE-12260100ZYNGA INCCL A98986T1088128400SHSOLE-2840000