0001103646-18-000009.txt : 20180515 0001103646-18-000009.hdr.sgml : 20180515 20180515143304 ACCESSION NUMBER: 0001103646-18-000009 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180331 FILED AS OF DATE: 20180515 DATE AS OF CHANGE: 20180515 EFFECTIVENESS DATE: 20180515 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: 18835425 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 03-31-2018 03-31-2018 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 05-14-2018 0 520 2011638 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 51JOB INCNOTE 3.250% 4/1316827AC881014000000PRNSOLE-400000000ABERDEEN ASIA PACIFIC INCOMCOM00300910715232000SHSOLE-3200000ABERDEEN CHILE FD INCCOM00301W1051555172143SHSOLE-17214300ABERDEEN EMERGING MKTS SMALLCOM00301T1021934130663SHSOLE-13066300ABERDEEN GTR CHINA FD INCCOM0030311011754130111SHSOLE-13011100ABERDEEN INDONESIA FD INCCOM00305P106961131892SHSOLE-13189200ABERDEEN LATIN AMER EQTY FDCOM00306K106258294319SHSOLE-9431900ABERDEEN SINGAPORE FD INCCOM0032441002968223799SHSOLE-22379900ACCO BRANDS CORPCOM00081T10813410700SHSOLE-1070000ACORDA THERAPEUTICS INCCOM00484M10670729900SHCallSOLE-2990000ACORDA THERAPEUTICS INCCOM00484M106104944400SHPutSOLE-4440000ACORDA THERAPEUTICS INCNOTE 1.750% 6/100484MAA434613776000PRNSOLE-377600000ADAM NAT RES FD INCCOM00548F105113962585SHSOLE-6258500ADAMS DIVERSIFIED EQUITY FDCOM00621210480954758SHSOLE-5475800ADVANCED MICRO DEVICES INCCOM0079031071201119500SHPutSOLE-11950000ADVANCED MICRO DEVICES INCNOTE 2.125% 9/0007903BD8126068590000PRNSOLE-859000000ADVENT CLAYMORE ENH GRW & INCOM00765E10426933993SHSOLE-3399300AEGERION PHARMACEUTICALS INCNOTE 2.000% 8/100767EAB8503653000PRNSOLE-65300000AKORN INCCOM0097281061156120SHSOLE-612000AKORN INCCOM0097281061206400SHPutSOLE-640000ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1029185000SHCallSOLE-500000ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1021683091700SHPutSOLE-9170000ALLEGION PUB LTD COORD SHSG0176J1096547663SHSOLE-766300ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10824720000SHCallSOLE-2000000ALLSCRIPTS HEALTHCARE SOLUTNNOTE 1.250% 7/001988PAD050375002000PRNSOLE-500200000ALLY FINL INCCOM02005N100178365644SHSOLE-6564400ALMOST FAMILY INCCOM02040910888515788SHSOLE-1578800ALPHABET INCCAP STK CL A02079K305311300SHSOLE-30000ALPHABET INCCAP STK CL C02079K10710621029SHSOLE-102900ALPINE GLOBAL DYNAMIC DIVD FCOM 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CORPNOTE 4.500% 1/1232806AM12115000PRNSOLE-1500000DELL TECHNOLOGIES INCCOM CL V24703L10322074301525SHSOLE-30152500DEPOMED INCNOTE 2.500% 9/0249908AA237964636000PRNSOLE-463600000DERMIRA INCCOM24983L10413617000SHCallSOLE-1700000DERMIRA INCCOM24983L104648000SHPutSOLE-800000DEUTSCHE MULTI-MKT INCOME TRSHS25160E10235940861SHSOLE-4086100DEUTSCHE STRATEGIC INCOME TRSHS25160F10913110702SHSOLE-1070200DHT HOLDINGS INCDEBT 4.500%10/023335SAB219482000000PRNSOLE-200000000DISCOVERY COMMUNICATNS NEWCOM SER A25470F10406SHSOLE-600DISCOVERY COMMUNICATNS NEWCOM SER B25470F203932511SHSOLE-251100DISCOVERY COMMUNICATNS NEWCOM SER C25470F30210629544513SHSOLE-54451300DISCOVERY COMMUNICATNS NEWCOM SER C25470F302432200SHPutSOLE-220000DIVIDEND & INCOME FUNDCOM NEW25538A20490572070SHSOLE-7207000DR PEPPER SNAPPLE GROUP INCCOM26138E109837370729SHSOLE-7072900DRIVE SHACK INCCOM2620771007014549SHSOLE-1454900DYCOM INDS INCNOTE 0.750% 9/1267475AB742043308000PRNSOLE-330800000DYNEGY INC NEW 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LLCCOM40382910488143003SHSOLE-4300300HALCON RES CORP*W EXP 09/09/20240537Q1181222145SHSOLE-2214500HALCON RES CORPCOM PAR NEW40537Q60516032857SHSOLE-3285700HARMONIC INCCOM4131601024612176SHSOLE-1217600HARTFORD FINL SVCS GROUP INC*W EXP 06/26/2014165151201794175SHSOLE-417500HARTFORD FINL SVCS GROUP INCCOM41651510410672207142SHSOLE-20714200HEALTHWAYS INCNOTE 1.500% 7/0422245AB6189009250000PRNSOLE-925000000HERBALIFE LTDCOM USD SHSG4412G10114221145900SHPutSOLE-14590000HERBALIFE LTDNOTE 2.000% 8/142703MAB91734914316000PRNSOLE-1431600000HEWLETT PACKARD ENTERPRISE CCOM42824C109135477191SHSOLE-7719100HILTON GRAND VACATIONS INCCOM43283X1052656150SHSOLE-615000HORIZON PHARMA INVT LTDNOTE 2.500% 3/144052TAB726772900000PRNSOLE-290000000HORIZON PHARMA PLCSHSG4617B10554038000SHPutSOLE-3800000HRG GROUP INCCOM40434J10044527000SHSOLE-2700000HUMANA INCCOM4448591024301600SHSOLE-160000HUMANA INCCOM4448591024301600SHPutSOLE-160000IAC INTERACTIVECORPCOM44919P508532334039SHSOLE-3403900IKANG HEALTHCARE GROUP 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2/048666KAS839783500000PRNSOLE-350000000KINDER MORGAN INC DELCOM49456B101101467379SHSOLE-6737900KINGSWAY FINL SVCS INCCOM NEW49690420217744251SHSOLE-4425100KKR INCOME OPPORTUNITIES FDCOM48249T10629018260SHSOLE-1826000KLONDEX MNS LTDCOM498696103489208258SHSOLE-20825800KOREA FDCOM NEW50063420966316248SHSOLE-1624800LAM RESEARCH CORPCOM512807108185908SHSOLE-90800LAM RESEARCH CORPCOM5128071087113500SHPutSOLE-350000LATIN AMERN DISCOVERY FD INCCOM51828C10653343458SHSOLE-4345800LATTICE SEMICONDUCTOR CORPCOM51841510417531400SHSOLE-3140000LAYNE CHRISTENSEN CONOTE 4.250%11/1521050AB021212100000PRNSOLE-210000000LAYNE CHRISTENSEN CONOTE 8.000% 5/0521050AD695137250000PRNSOLE-725000000LENNAR CORPCL B526057302428289777SHSOLE-8977700LIBERTY BROADBAND CORPCOM SER A530307107478356407SHSOLE-5640700LIBERTY BROADBAND CORPCOM SER C530307305137716075SHSOLE-1607500LIBERTY EXPEDIA HOLDINGSSER A COM53046P1091844692SHSOLE-469200LIBERTY EXPEDIA HOLDINGSSER B COM53046P20851412437SHSOLE-1243700LIBERTY GLOBAL PLCSHS CL BG5480U1122919194SHSOLE-919400LIBERTY GLOBAL PLCSHS CL CG5480U12046915410SHSOLE-1541000LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M104135453780SHSOLE-5378000LIBERTY INTERACTIVE CORPQVC GP COM SER B53071M203129252110SHSOLE-5211000LIBERTY MEDIA CORP DELAWARECOM A BRAVES GRP531229706172275743SHSOLE-7574300LIBERTY MEDIA CORP DELAWARECOM A SIRIUSXM53122940912729309690SHSOLE-30969000LIBERTY MEDIA CORP DELAWARECOM B SIRIUSXM531229508270960912SHSOLE-6091200LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296075487134294SHSOLE-13429400LIBERTY MEDIA CORP DELAWARECOM SER A FRMLA531229870134245815SHSOLE-4581500LIBERTY MEDIA CORP DELAWAREDEB 2.250% 9/3531229AE220842000000PRNSOLE-200000000LIBERTY TRIPADVISOR HLDGS INCOM SER A53146510211911068SHSOLE-1106800LIBERTY TRIPADVISOR HLDGS INCOM SER A531465102868000SHPutSOLE-800000LIBERTY TRIPADVISOR HLDGS INCOM SER B53146520118316700SHSOLE-1670000LIFEVANTAGE CORPCOM NEW53222K2054713092SHSOLE-1309200LIGAND PHARMACEUTICALS INCNOTE 0.750% 8/153220KAD0158857221000PRNSOLE-722100000LINCOLN NATL CORP INDCOM5341871097336100411SHSOLE-10041100LULULEMON ATHLETICA INCCOM5500211096066800SHSOLE-680000LUMENTUM HLDGS INCCOM55024U1092503918SHSOLE-391800MACQUARIE GLBL INFRA TOTL RECOM55608D1012828127379SHSOLE-12737900MADISON SQUARE GARDEN CO NEWCL A55825T1036672712SHSOLE-271200MAINSOURCE FINANCIAL GP INCCOM56062Y102172342397SHSOLE-4239700MARRIOTT INTL INC NEWCL A5719032023802794SHSOLE-279400MCEWEN MNG INCCOM58039P10713263646SHSOLE-6364600MEDICINES COCOM584688105131740000SHPutSOLE-4000000MEDICINES CONOTE 2.500% 1/1584688AE51265110983000PRNSOLE-1098300000MEDIDATA SOLUTIONS INCNOTE 1.000% 8/058471AAB189828000000PRNSOLE-800000000MEREDITH CORPCOM5894331014418188SHSOLE-818800MEXICO EQUITY & INCOME FDCOM59283410542238548SHSOLE-3854800MICRO FOCUS INTERNATIONAL PLSPON ADR NEW59483730492165629SHSOLE-6562900MICROCHIP TECHNOLOGY INCCOM5950171041191300SHSOLE-130000MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD6109646198000PRNSOLE-619800000MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AF189127500000PRNSOLE-750000000MICRON TECHNOLOGY INCCOM5951121031563000SHSOLE-300000MICRON TECHNOLOGY INCCOM5951121032615000SHCallSOLE-500000MICRON TECHNOLOGY INCNOTE 3.000%11/1595112AY97284640515000PRNSOLE-4051500000MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX14522865000PRNSOLE-86500000MIDATECH PHARMA PLCSPONSORED ADR59564R1042631287SHSOLE-3128700MIDSTATES PETE CO INCCOM PAR59804T4072099157536SHSOLE-15753600MITEL NETWORKS CORPCOM60671Q10411712598SHSOLE-1259800MOLINA HEALTHCARE INCNOTE 1.125% 1/160855RAC46359331576000PRNSOLE-3157600000MONSANTO CO NEWCOM61166W101274223500SHSOLE-2350000MONSANTO CO NEWCOM61166W10112100SHPutSOLE-10000MORGAN STANLEY ASIA PAC FD ICOM61744U106153584310SHSOLE-8431000MORGAN STANLEY CHINA A SH FDCOM61746810347719169SHSOLE-1916900MORGAN STANLEY EMER MKTS FDCOM61744G10784145628SHSOLE-4562800MORGAN STANLEY INDIA INVS FDCOM61745C10548615983SHSOLE-1598300MVC CAPITAL INCCOM55382910257858290SHSOLE-5829000NATIONAL RESH CORPCL B637372301385377322SHSOLE-7732200NAVIOS MARITIME HLDGS INCSPN ADR RP PFD G63938Y10030224822SHSOLE-2482200NAVIOS MARITIME HLDGS INCSPON ADR PFD H63938Y30849841180SHSOLE-4118000NAVISTAR INTL CORP NEWCOM63934E1083068760SHSOLE-876000NETFLIX INCCOM64110L1067382500SHPutSOLE-250000NEW GERMANY FD INCCOM64446510679640746SHSOLE-4074600NEW IRELAND FUND INCCOM6456731042808233068SHSOLE-23306800NEW SR INVT GROUP INCCOM64869110313816836SHSOLE-1683600NEW YORK CMNTY BANCORP INCCOM64944510323217837SHSOLE-1783700NEW YORK REIT INCCOM NEW64976L20853925080SHSOLE-2508000NEWMONT MINING CORPCOM651639106171944000SHSOLE-4400000NEWS CORP NEWCL A65249B10966041800SHSOLE-4180000NEXTERA ENERGY INCUNIT 08/31/201865339F846564677529SHSOLE-7752900NII HLDGS INCCOM PAR62913F50865973126746SHSOLE-312674600NOBLE ENERGY INCCOM655044105135544714SHSOLE-4471400NOVAVAX INCNOTE 3.750% 2/0670002AB0426594000PRNSOLE-59400000NUVECTRA CORPCOM67075N10823217836SHSOLE-1783600NUVEEN GLOBAL HIGH INCOME FDSHS67075G10357335566SHSOLE-3556600NUVEEN NEW JERSEY QULT MUN FCOM67069Y10221816709SHSOLE-1670900NUVEEN REAL ASSET INM AND GWCOM67074Y10566340893SHSOLE-4089300NXP SEMICONDUCTORS N VCOMN6596X109242220700SHCallSOLE-2070000NXP SEMICONDUCTORS N VCOMN6596X109593250700SHPutSOLE-5070000NXP SEMICONDUCTORS N VCOMN6596X109185215826SHSOLE-1582600NXP SEMICONDUCTORS N VDBCV 1.000%12/062952QAB63516528250000PRNSOLE-2825000000OCCIDENTAL PETE CORP DELCOM6745991055468400SHSOLE-840000OFFICE DEPOT INCCOM67622010612357257SHSOLE-5725700ON SEMICONDUCTOR CORPCOM6821891051255100SHSOLE-510000ON SEMICONDUCTOR CORPNOTE 1.000%12/0682189AK189036245000PRNSOLE-624500000OPKO HEALTH INCCOM68375N10331000SHPutSOLE-100000OPKO HEALTH INCCOM68375N1039931144SHSOLE-3114400OSI SYSTEMS INCCOM671044105671028SHSOLE-102800OSI SYSTEMS INCCOM671044105139721400SHPutSOLE-2140000OSI SYSTEMS INCNOTE 1.250% 9/0671044AD731813500000PRNSOLE-350000000PALO ALTO NETWORKS INCNOTE 7/0697435AB176674633000PRNSOLE-463300000PANDORA MEDIA INCCOM698354107741147400SHPutSOLE-14740000PANDORA MEDIA INCNOTE 1.750%12/0698354AB325652800000PRNSOLE-280000000PENNANTPARK FLOATING RATE CACOM70806A106125695954SHSOLE-9595400PENNEY J C INCCOM7081601063010000SHCallSOLE-1000000PENNEY J C INCCOM7081601068127000SHSOLE-2700000PIMCO INCOME STRATEGY FUND ICOM72201J10427025852SHSOLE-2585200PINNACLE ENTMT INC NEWCOM72348Y10571723783SHSOLE-2378300PRETIUM RES INCCOM74139C102477000SHSOLE-700000PRETIUM RES INCCOM74139C10222934500SHPutSOLE-3450000PROCTER AND GAMBLE COCOM7427181095857373SHSOLE-737300PROS HOLDINGS INCNOTE 2.000%12/074346YAB928442500000PRNSOLE-250000000PROSHARES TRSHRT 20+YR TRE74347X849113550000SHCallSOLE-5000000QAD INCCL B74727D207115036746SHSOLE-3674600QIWI PLCSPON ADR REP B74735M108174491248SHSOLE-9124800RADIUS HEALTH INCNOTE 3.000% 9/0750469AA615151500000PRNSOLE-150000000RADNET INCCOM75049110216611522SHSOLE-1152200REAVES UTIL INCOME FDCOM SH BEN INT7561581014191148449SHSOLE-14844900REGENCY CTRS CORPCOM75884910395716227SHSOLE-1622700RENEWABLE ENERGY GROUP INCNOTE 4.000% 6/175972AAC716901250000PRNSOLE-125000000REPLIGEN CORPNOTE 2.125% 6/0759916AA754224197000PRNSOLE-419700000RHCOM74967X103750978800SHPutSOLE-7880000RITE AID CORPCOM76775410432701946649SHSOLE-194664900RITE AID CORPCOM767754104223133100SHPutSOLE-13310000RITE AID CORPCOM7677541046135800SHCallSOLE-3580000RLJ LODGING TRCUM CONV PFD A74965L200106842152SHSOLE-4215200RMR REAL ESTATE INCOME FUNDCOM76970B101118270891SHSOLE-7089100ROSEHILL RES INC*W EXP 09/16/2027773851134857536SHSOLE-5753600ROYAL BK SCOTLAND GROUP PLCSPONS ADR 2 ORD7800976899012100SHSOLE-1210000ROYAL DUTCH SHELL PLCSPONS ADR A78025920670211011SHSOLE-1101100ROYCE GLOBAL VALUE TR INCCOM78081T10414012693SHSOLE-1269300ROYCE VALUE TR INCCOM78091010522714563SHSOLE-1456300RTI INTL METALS INCNOTE 1.625%10/174973WAB352565000000PRNSOLE-500000000RYANAIR HLDGS PLCSPONSORED ADR NE7835132036014896SHSOLE-489600SALESFORCE COM INCCOM79466L3022912500SHPutSOLE-250000SANDISK CORPNOTE 0.500%10/180004CAF8541530000PRNSOLE-53000000SANOFIRIGHT 12/31/202080105N1138131922109SHSOLE-192210900SAREPTA THERAPEUTICS INCCOM803607100126017000SHPutSOLE-1700000SCANA CORP NEWCOM80589M1024744126346SHSOLE-12634600SCHOLASTIC CORPCOM80706610548012363SHSOLE-1236300SEARS HLDGS CORP*W EXP 12/15/201812350155028SHSOLE-2800SEARS HLDGS CORPCOM81235010612747523SHSOLE-4752300SELECT SECTOR SPDR TRENERGY81369Y5063575300SHSOLE-530000SELECT SECTOR SPDR TRSBI INT-FINL81369Y6057306265000SHPutSOLE-26500000SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88675815000SHPutSOLE-1500000SELECT SECTOR SPDR TRSBI MATERIALS81369Y100571000SHSOLE-100000SEMPRA ENERGY6% PFD CONV A8168514064003905SHSOLE-390500SERITAGE GROWTH PPTYSCL A81752R1002727662SHSOLE-766200SERVICENOW INCNOTE 11/081762PAB82687412000000PRNSOLE-1200000000SHUTTERFLY INCNOTE 0.250% 5/182568PAB22716421468000PRNSOLE-2146800000SIBANYE STILLWATERSPONSORED ADR825724206801200700SHSOLE-20070000SIGNATURE BK NEW YORK N Y*W EXP 12/12/20182669G112221919863SHSOLE-1986300SINA CORPORDG8147710431303300207SHSOLE-30020700SIRIUS XM HLDGS INCCOM82968B10325741300SHPutSOLE-4130000SLM CORPCOM78442P10620718510SHSOLE-1851000SOCKET MOBILE INCCOM NEW83368E20018958441SHSOLE-5844100SOHU COM INCCOM83408W103203365751SHSOLE-6575100SPARTON CORPCOM84723510898656637SHSOLE-5663700SPDR GOLD TRUSTGOLD SHS78463V1078817000SHSOLE-700000SPDR S&P 500 ETF TRTR UNIT78462F1036582500SHSOLE-250000SPDR SERIES TRUSTS&P REGL BKG78464A69860910085SHSOLE-1008500SPDR SERIES TRUSTS&P REGL BKG78464A69819325320000SHPutSOLE-32000000SPECIAL OPPORTUNITIES FD INCCOM84741T1042844192942SHSOLE-19294200SPECIAL OPPORTUNITIES FD INCPFD CONV SE B84741T30274829220SHSOLE-2922000SPECTRUM PHARMACEUTICALS INCNOTE 2.750%12/184763AAB4149289325000PRNSOLE-932500000SPRINT CORPCOM SER 185207U105493101028SHSOLE-10102800SPROTT PHYSICAL GOLD & SILVETR UNIT85208R1016059458362SHSOLE-45836200SQUARE INCCL A8522341032214500SHCallSOLE-450000SQUARE INCCL A8522341031232500SHPutSOLE-250000SQUARE INCNOTE 0.375% 3/0852234AB954062466000PRNSOLE-246600000STARWOOD WAYPOINT RESIDENTLNOTE 3.000% 7/085571WAB5105128679000PRNSOLE-867900000STELLAR ACQUISITION III INCCOMY8172W10748847172SHSOLE-4717200STERICYCLE INCDEP PFD A 1/108589122075061111921SHSOLE-11192100STEWART INFORMATION SVCS CORCOM86037210174717000SHSOLE-1700000SUNCOR ENERGY INC NEWCOM86722410749114220SHSOLE-1422000SUNPOWER CORPCOM86765240614418106SHSOLE-1810600SUNTRUST BKS INCCOM867914103837521230917SHSOLE-123091700SUNTRUST BKS INCCOM867914103126618600SHCallSOLE-1860000SUNTRUST BKS INCCOM8679141033405000SHPutSOLE-500000SWISS HELVETIA FD INCCOM87087510155145012SHSOLE-4501200T MOBILE US INCCOM8725901042614282SHSOLE-428200TAIWAN FD INCCOM874036106122758022SHSOLE-5802200TCF FINL CORP*W EXP 11/14/2018722751281372230583SHSOLE-23058300TECHNIPFMC PLCCOMG871101052909862SHSOLE-986200TEEKAY CORPORATIONCOMY8564W10336745400SHSOLE-4540000TEEKAY CORPORATIONCOMY8564W10323629300SHPutSOLE-2930000TELECOM ARGENTINA S ASPON ADR REP B8792732094318137818SHSOLE-13781800TELECOM ARGENTINA S ASPON ADR REP B87927320937712000SHPutSOLE-1200000TEMPLETON DRAGON FD INCCOM88018T10184337908SHSOLE-3790800TERADYNE INCNOTE 1.250%12/1880770AG781435342000PRNSOLE-534200000TESARO INCCOM8815691071713000SHCallSOLE-300000TESARO INCNOTE 3.000%10/0881569AA5165669228000PRNSOLE-922800000TESLA INCCOM88160R10127943105000SHPutSOLE-10500000TESLA INCNOTE 0.250% 3/088160RAB71921219260000PRNSOLE-1926000000TEVA PHARMACEUTICAL FIN LLCDBCV 0.250% 2/088163VAE9894610150000PRNSOLE-1015000000TEVA PHARMACEUTICAL INDS LTDSPONSORED ADR8816242092736160000SHPutSOLE-16000000TEVA PHARMACEUTICAL INDS LTDSPONSORED ADR88162420968440000SHCallSOLE-4000000THE CENTRAL AND EASTERN EU ICOM15343610070127359SHSOLE-2735900THERAVANCE BIOPHARMA INCNOTE 3.250%11/088339KAA024382400000PRNSOLE-240000000THERAVANCE INCNOTE 2.125% 1/188338TAB053605000000PRNSOLE-500000000TIME WARNER INCCOM NEW887317303584761820SHSOLE-6182000TIME WARNER INCCOM NEW8873173031611700SHCallSOLE-170000TIMKENSTEEL CORPNOTE 6.000% 6/0887399AA129432000000PRNSOLE-200000000TRANSOCEAN INCDEB 0.500% 1/3893830BJ784717420000PRNSOLE-742000000TRI POINTE GROUP INCCOM87265H10936322126SHSOLE-2212600TRI POINTE GROUP INCCOM87265H10916410000SHPutSOLE-1000000TTM TECHNOLOGIES INCNOTE 1.750%12/187305RAD11415850000PRNSOLE-85000000TURQUOISE HILL RES LTDCOM90043510811537601SHSOLE-3760100TWENTY FIRST CENTY FOX INCCL A90130A1013168600SHSOLE-860000TWENTY FIRST CENTY FOX INCCL A90130A1011835000SHCallSOLE-500000TWENTY FIRST CENTY FOX INCCL B90130A200263772500SHSOLE-7250000TWITTER INCNOTE 0.250% 9/190184LAB862336500000PRNSOLE-650000000TWITTER INCNOTE 1.000% 9/190184LAD437414000000PRNSOLE-400000000UNILEVER PLCSPON ADR NEW904767704266447943SHSOLE-4794300VALLEY NATL BANCORP*W EXP 11/14/20191979413120173075SHSOLE-17307500VERISIGN INCSDCV 3.250% 8/192343EAD4141344090000PRNSOLE-409000000VERIZON COMMUNICATIONS INCCOM92343V10477116118SHSOLE-1611800VERIZON COMMUNICATIONS INCCOM92343V10418379SHCallSOLE-37900VERIZON COMMUNICATIONS INCCOM92343V1043767879SHPutSOLE-787900VICI PPTYS INCCOM9256521095173282364SHSOLE-28236400VIPSHOP HLDGS LTDNOTE 1.500% 3/192763WAA192848635000PRNSOLE-863500000VIPSHOP HLDGS LTDSPONSORED ADR92763W10383050000SHPutSOLE-5000000VIRTUS INVT PARTNERS INCPFD CV SER D92828Q208721367636SHSOLE-6763600VISTRA ENERGY CORPCOM92840M10287942181SHSOLE-4218100VISTRA ENERGY CORPCOM92840M102207299500SHCallSOLE-9950000VMWARE INCCL A COM9285634029718000SHCallSOLE-800000VMWARE INCCL A COM92856340236300SHPutSOLE-30000VORNADO RLTY TRSH BEN INT9290421092083100SHSOLE-310000W & T OFFSHORE INCCOM92922P1064410000SHPutSOLE-1000000WASHINGTON PRIME GROUP NEWCOM93964W10829243730SHSOLE-4373000WATSCO INCCL B CONV9426221016623671SHSOLE-367100WAYFAIR INCNOTE 0.375% 9/094419LAA938024000000PRNSOLE-400000000WENDYS COCOM95058W10024714102SHSOLE-1410200WESTAR ENERGY INCCOM95709T100147328000SHSOLE-2800000WESTERN ASSET CLYM INFL OPPCOM95766R10415113382SHSOLE-1338200WESTERN ASSET EMRG MKT DEBTCOM95766A10148733544SHSOLE-3354400WGL HLDGS INCCOM92924F1065456517SHSOLE-651700WILEY JOHN & SONS INCCL B9682233053235075SHSOLE-507500WILLIAMS COS INC DELCOM96945710030112100SHSOLE-1210000WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1052828191SHSOLE-819100WINDSTREAM HLDGS INCCOM NEW97382A2005135894SHSOLE-3589400WINTRUST FINL CORPCOM97650W108104812184SHSOLE-1218400WORKDAY INCCL A98138H1019517480SHSOLE-748000WORKDAY INCCL A98138H1017626000SHPutSOLE-600000WPX ENERGY INCCOM98212B103105871600SHPutSOLE-7160000WPX ENERGY INCPFD SER A CV98212B20218968299635SHSOLE-29963500WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE786758680000PRNSOLE-868000000WRIGHT MED GROUP N VRIGHT 03/01/2019N966171267554980SHSOLE-5498000XPERI CORPCOM98421B10021210004SHSOLE-1000400YAMANA GOLD INCCOM98462Y1003613100SHSOLE-1310000ZENDESK INCCOM98936J101359075000SHSOLE-7500000ZILLOW GROUP INCCL A98954M10175714017SHSOLE-1401700ZION OIL & GAS INCCOM98969610916133726SHSOLE-3372600ZIONS BANCORPORATION*W EXP 05/22/202989701115888434516601SHSOLE-451660100ZIONS BANCORPORATIONCOM989701107124823666SHSOLE-2366600ZYNGA INCCL A98986T10810428400SHSOLE-2840000