Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	10,500,000	$1.247B	49.0%	—	—	Call	78463V107
IWM	ISHARES TR	1,500,000	$206M	8.1%	$135.88	—	Put	464287655
—	AK STL CORP	58,757,000	$93.13M	3.7%	$1.70	—	Note	001546AP5
—	STARWOOD PPTY TR INC	73,699,000	$80.54M	3.2%	$1.08	—	Note	85571BAA3
—	ADVANCED MICRO DEVICES INC	35,750,000	$70.61M	2.8%	$1.46	—	Note	007903BD8
—	TESLA INC	61,000,000	$63.54M	2.5%	$1.04	—	Note	88160RAD3
—	TESLA INC	61,250,000	$61.24M	2.4%	$0.92	—	Note	88160RAB7
—	WEATHERFORD INTL LTD	35,500,000	$45.67M	1.8%	$1.11	—	Note	947075AH0
—	SILVER STD RES INC	43,911,000	$43.16M	1.7%	$0.95	—	Note	82823LAC0
SFL 3.25 02/01/18	SHIP FINANCE INTERNATIONAL L	33,568,000	$36.39M	1.4%	$1.06	—	Note	G81075AE6
—	REDWOOD TR INC	33,849,000	$34.15M	1.3%	$0.98	—	Note	758075AB1
TSLA	TESLA INC	119,800	$33.34M	1.3%	—	—	Put	88160R101
SPY	SPDR S&P 500 ETF TR	126,500	$29.82M	1.2%	$235.74	—	TR UNIT	78462F103
EWG	ISHARES	1,000,000	$28.75M	1.1%	—	—	Put	464286806
XLF	SELECT SECTOR SPDR TR	1,000,000	$23.73M	0.9%	$23.58	—	Call	81369Y605
XLE	SELECT SECTOR SPDR TR	312,500	$21.84M	0.9%	$68.19	—	SBI INT-ENERGY	81369Y506
—	TWO HBRS INVT CORP	20,000,000	$20.49M	0.8%	$1.02	—	Note	90187BAA9
—	CTRIP COM INTL LTD	15,000,000	$19.69M	0.8%	$1.16	—	Note	22943FAD2
XLI	SELECT SECTOR SPDR TR	298,900	$19.45M	0.8%	$65.06	—	SBI INT-INDS	81369Y704
IWM	ISHARES TR	140,000	$19.25M	0.8%	$135.88	—	RUSSELL 2000 ETF	464287655
—	CTRIP COM INTL LTD	15,000,000	$16.63M	0.7%	$1.03	—	Note	22943FAF7
EPI	WISDOMTREE TR	662,475	$15.99M	0.6%	$21.17	—	INDIA ERNGS FD	97717W422
INDA	ISHARES TR	505,100	$15.9M	0.6%	$27.95	—	MSCI INDIA ETF	46429B598
XLF	SELECT SECTOR SPDR TR	640,900	$15.21M	0.6%	$23.58	—	SBI INT-FINL	81369Y605
—	VIPSHOP HLDGS LTD	15,000,000	$15.16M	0.6%	$1.05	—	Note	92763WAA1
—	SOLARCITY CORP	15,381,000	$14.93M	0.6%	$1.09	—	Note	83416TAA8
—	SPDR SERIES TRUST	370,000	$13.85M	0.5%	$39.86	—	S&P OILGAS EXP	78464A730
—	BLACKSTONE MTG TR INC	10,460,000	$12.04M	0.5%	$1.11	—	Note	09257WAA8
—	RTW HLDGS INC	11,500,000	$11.85M	0.5%	$0.97	—	Note	749772AB5
EEM	ISHARES TR	290,000	$11.42M	0.4%	$39.39	—	MSCI EMG MKT ETF	464287234
EWJ	ISHARES INC	200,000	$10.3M	0.4%	$51.50	—	Call	46434G822
—	SUNPOWER CORP	13,000,000	$10.19M	0.4%	$0.71	—	DBCV 4.000% 1/1	867652AL3
XLP	SELECT SECTOR SPDR TR	176,500	$9.633M	0.4%	$54.58	—	SBI CONS STPLS	81369Y308
ANW 4 11/01/18	AEGEAN MARINE PETE NETWORK I	7,500,000	$8.331M	0.3%	$0.80	—	Note	Y0020QAA9
—	SEADRILL LIMITED	3,282,400	$5.416M	0.2%	—	—	Put	G7945E105
XLB	SELECT SECTOR SPDR TR	102,800	$5.388M	0.2%	$52.41	—	SBI MATERIALS	81369Y100
—	SUNPOWER CORP	5,500,000	$5.1M	0.2%	$0.92	—	DBCV 0.750% 6/0	867652AG4
XME	SPDR SERIES TRUST	150,000	$4.563M	0.2%	$30.42	—	S&P METALS MNG	78464A755
XLV	SELECT SECTOR SPDR TR	56,100	$4.172M	0.2%	$74.37	—	SBI HEALTHCARE	81369Y209
—	TWENTY FIRST CENTY FOX INC	128,600	$4.165M	0.2%	$31.18	—	CL A	90130A101
SBUX	STARBUCKS CORP	70,800	$4.134M	0.2%	$46.79	0.0%	COM	855244109
UNP	UNION PAC CORP	39,000	$4.131M	0.2%	$85.86	+2.1%	COM	907818108
MET	METLIFE INC	78,200	$4.131M	0.2%	$35.32	0.0%	COM	59156R108
XLK	SELECT SECTOR SPDR TR	77,300	$4.121M	0.2%	$53.31	—	TECHNOLOGY	81369Y803
TXN	TEXAS INSTRS INC	50,900	$4.101M	0.2%	$60.64	0.0%	COM	882508104
OXY	OCCIDENTAL PETE CORP DEL	64,600	$4.093M	0.2%	$52.10	0.0%	COM	674599105
MS	MORGAN STANLEY	95,400	$4.087M	0.2%	$34.36	0.0%	COM	617446448
CAT	CATERPILLAR INC DEL	44,000	$4.081M	0.2%	$77.69	0.0%	COM	149123101
KO	COCA COLA CO	96,000	$4.074M	0.2%	$31.52	0.0%	COM	191216100
—	TIME WARNER INC	41,600	$4.065M	0.2%	$97.72	—	COM	887317303
XOM	EXXON MOBIL CORP	49,400	$4.051M	0.2%	$56.11	0.0%	COM	30231G102
MA	MASTERCARD INCORPORATED	36,000	$4.049M	0.2%	$104.26	0.0%	CL A	57636Q104
—	MONSANTO CO NEW	35,600	$4.03M	0.2%	$113.20	—	COM	61166W101
ABBV	ABBVIE INC	61,800	$4.027M	0.2%	$43.48	0.0%	COM	00287Y109
V	VISA INC	45,300	$4.026M	0.2%	$80.89	0.0%	COM CL A	92826C839
—	ANADARKO PETE CORP	64,800	$4.018M	0.2%	$62.01	—	COM	032511107
JNJ	JOHNSON & JOHNSON	31,800	$3.961M	0.2%	$93.39	0.0%	COM	478160104
UNH	UNITEDHEALTH GROUP INC	24,000	$3.936M	0.2%	$142.11	0.0%	COM	91324P102
CME	CME GROUP INC	30,000	$3.564M	0.1%	$39.16	+123.6%	COM	12572Q105
XLU	SELECT SECTOR SPDR TR	65,300	$3.351M	0.1%	$51.32	—	SBI INT-UTILS	81369Y886
VC	VISTEON CORP	31,100	$3.046M	0.1%	$72.53	+26.4%	COM	92839U206
BCO	BRINKS CO	53,200	$2.844M	0.1%	$33.75	+31.3%	COM	109696104
DAN	DANA INCORPORATED	134,400	$2.595M	0.1%	$12.34	+30.2%	COM	235825205
EWJ	ISHARES INC	50,000	$2.575M	0.1%	$51.50	—	MSCI JPN ETF	46434G822
—	MARVELL TECHNOLOGY GROUP LTD	168,300	$2.568M	0.1%	$13.55	—	ORD	G5876H105
—	PINNACLE FOODS INC DEL	44,300	$2.564M	0.1%	$51.45	—	COM	72348P104
—	TABLEAU SOFTWARE INC	51,300	$2.542M	0.1%	$42.14	—	CL A	87336U105
—	CDK GLOBAL INC	39,000	$2.535M	0.1%	$57.14	—	COM	12508E101
GDX	VANECK VECTORS ETF TR	100,000	$2.281M	0.1%	$22.81	—	GOLD MINERS ETF	92189F106
—	ANALOGIC CORP	29,000	$2.201M	0.1%	$82.97	—	COM PAR $0.05	032657207
CNA	CNA FINL CORP	48,400	$2.138M	0.1%	$18.36	+23.9%	COM	126117100
—	TRIUMPH GROUP INC NEW	82,411	$2.122M	0.1%	$27.59	—	COM	896818101
FLS	FLOWSERVE CORP	43,000	$2.082M	0.1%	$40.40	0.0%	COM	34354P105
—	UNIVAR INC	65,998	$2.023M	0.1%	$24.83	—	COM	91336L107
—	GUESS INC	179,700	$2.004M	0.1%	$13.36	—	COM	401617105
FFIV	F5 NETWORKS INC	13,900	$1.982M	0.1%	$142.67	0.0%	COM	315616102
—	SUNPOWER CORP	305,000	$1.861M	0.1%	—	—	Put	867652406
RL	RALPH LAUREN CORP	22,000	$1.796M	0.1%	$82.32	-16.1%	CL A	751212101
—	ACTUANT CORP	66,900	$1.763M	0.1%	$24.91	—	CL A	00508X203
WGO	WINNEBAGO INDS INC	56,500	$1.653M	0.1%	$23.64	+35.0%	COM	974637100
—	SUNPOWER CORP	2,000,000	$1.522M	0.1%	$0.67	—	DBCV 0.875% 6/0	867652AJ8
HAL	HALLIBURTON CO	29,500	$1.452M	0.1%	$45.14	0.0%	COM	406216101
KRE	SPDR SERIES TRUST	24,000	$1.311M	0.1%	$54.63	—	S&P REGL BKG	78464A698
—	TERRAFORM PWR INC	105,000	$1.299M	0.1%	$12.37	—	CL A COM	88104R100
—	SUPERVALU INC	311,300	$1.202M	0.0%	$4.87	—	COM	868536103
PTEN	PATTERSON UTI ENERGY INC	48,000	$1.165M	0.0%	$26.97	0.0%	COM	703481101
—	SILVER SPRING NETWORKS INC	96,419	$1.089M	0.0%	$13.54	—	COM	82817Q103
—	FRANCESCAS HLDGS CORP	70,500	$1.082M	0.0%	$18.03	—	COM	351793104
XHB	SPDR SERIES TRUST	25,000	$931K	0.0%	$37.24	—	S&P HOMEBUILD	78464A888
—	REVLON INC	24,425	$680K	0.0%	$30.89	—	CL A	761525609
—	LEE ENTERPRISES INC	151,128	$393K	0.0%	$2.90	—	COM	523768109
—	U S SILICA HLDGS INC	8,000	$384K	0.0%	$48.00	—	COM	90346E103
—	KEANE GROUP INC	16,000	$229K	0.0%	$14.31	—	COM	48669A108
—	NORTH ATLANTIC DRILLING LTD	135,500	$229K	0.0%	—	—	Put	G6613P129
—	ROWAN COMPANIES PLC	13,200	$206K	0.0%	$15.61	—	SHS CL A	G7665A101
—	PRECISION DRILLING CORP	20,000	$94,000	0.0%	$4.70	—	COM 2010	74022D308