EFTA00604410.pdf

9115117 ADVANCED MICRO DEVICES 20.000 1 1.005 0.46% -4% 260.000 3218.000 I/302018 1300 10.90 003 1111117 BRINKER INTERNATIONAL INC 10,000 4,481 1.38% 33% 5 329.145 $324.200 1/302016 32.3 12.42 14.945 329/17 BROACCOM LID 2.000 8.195 1.55% 51% 485.729 3527.070 12/72017 242.86 263.54 31.341 1013/17 BROACCOM LTD 2.000 8.195 1.55% 51% 499.891 $527.070 1217/2017 249.95 283.54 527.179 91111/17 BRUNSWICK CORP 5.000 7.512 2.91% 4% 268.638 $258.400 1/252018 53.73 51.68 -510.238 021117 BRUNSWICK CORP 10.000 15,024 2.91% -4% 545.926 3516.800 1/202018 54.5928 51.88 -129.128 mama BRUNSWICK CORP 5.000 7.512 2.91% 4% 250.000 $258.400 1/252018 50.0030 51.68 18.400 10/10/17 C.H. ROBINSON WORLDWIDE INC 10.000 1247 0.16% 11% 780.285 $003.080 1/30.2018 78.03 80.39 523.615 10.14/17 CAESARS ENTERTAINMENT CORP 20.000 1,004 0.39% 53% 5 261.000 $260.000 2/102016 13.45 13.00 .59.000 1013/17 CAESARS ENTERTAINMENT CORP 10.000 502 0.39% 53% $ 120.985 3130.030 2(102018 12.0985 13,00 59.015 02017 CAVCO INDUSTRIES INC 3.300 (4,416) -0.88% 53% 5 491.700 3503.910 110/2017 149.00 152.70 512.210 Kona FINANCIAL SELECT SECTOR SPOR 20.000 (3.082) -0.58% 16% 487.600 $534.700 444/4 Na 24.38 26.74 37.103 E02117 FINANCIAL SELECT SECTOR SPCA 80.000 (12.323 45" 16% 2.023.688 $2.138.800 814/4 NIA 25,30 28.74 5115.112 10/24117 FIRST REPUBLIC BANK/CA 1,000 1150) -0.16% 2% 97.300 $93.740 1/122018 97.30 93.74 -53.560 1031/17 GENERAL ELECTRIC CO 25.000 501 0.10% 35% 5 578.800 $499.000 1/192018 23.08 19.96 477.680 1021117 GENERAL ELECTRIC CO 25.000 501 0.10% 35% 551.000 1499.000 1/192018 22.04 19.96 152.003 1901117 GENERAL ELECTRIC CO 25.000 501 0.10% 35% 503.450 1499.000 1/192018 20.14 19.96 -14.450 1023117 GENERAL ELECTRIC CO 22.000 440 0.10% 35% 5 490.182 $439.120 1/192018 22.28 19.96 151.062 1024117 GILEAD SCIENCES INC 4,400 $ 1965) -0,30% 5% 352.214 $323.796 232018 80.05 73.59 -328.418 0123/17 JD.COM INDADR 10.000 4,861 1.27% 51% 5 419.639 $383.800 11/102017 41.96 38.36 136.039 9429/17 JD.COM INDADR 20.000 9.722 1.27% 51% 759.182 $767.200 11/132017 37.96 38.36 Rime 10/3/17 kETEASE INC-ADR 2.000 12899 2.25% 32% 5 542.038 3564.820 11/102017 271.34 282.31 31.932 6137 ON SEMICONDUCTOR CORP 12.000 1.448 0.56% 67% 5 200.038 $256.320 11/1312017 1687 21.36 156.282 9/14117 OUALCOMM INC 5.000 1499) 8.18% -13% 255.380 $273.700 1242018 51.08 54.74 118.320 020/17 OUALCOUM INC 5.000 1499) -0.18% -13% 5 251600 $273.700 1/24/2016 51.92 54.74 114.100 mon7 TERADYNE INC 20,000 3.011 0.35% 69% S 704.832 $654.000 1/24/2018 3524 42.70 $149.168 021/17 VOLKSWAGEN ADSPONS ADR 24.000 (5.724) -0.82% 38% 5 819.535 $925.440 0232018 34.15 38.56 $106.905 9,22/17 Eur04100 Markel Pia Note (18180) 2.500,000 73.5%1731)//145422nd '19 Tx 2.500.000 52.599.353 49181. NIA 3.541.42 3.682.16 $39.33 1C 24 SX7E Market Plus Nob (18 /no) 3.000.000 72% barrer/Apr24 '19 ILL 3.003.030 $2.949.375 WA FL:300i Applicabl 13518 133.64 451.625 9'11;17 BRUNSWICK CORP 5000 N 21041.17 264.287 $285.130 52.86 57.00 520.713 021/17 BEST BUY CO INC 10.000 N 3-0N-17 537.802 $570.7913 51.79 57.08 532.916 9427117 ASCENDIS PHARMA AS. ADR 1800 V ai-Sep-17 35.500 53.550 3550 35,55 150 9127/17 CATALENT INC 1.000 V 27-Sep-17 39.100 $39.150 39.10 1935 $60 9427117 RYB EDUCATION INDADR 500 ai-Sep-17 9,250 $13.089 1150 26.18 $3.839 326/17 CLOUOERA INC 1300 sa-Sop-17 21.385 122885 16.45 17.45 $1.303 12017 PO GROUP HOLDINGS INC 6400 V 10N-17 112.000 $112.256 17.50 17.54 5258 12017 RCKU INC 1800 Y 29-S9617 14,000 126.590 14.00 26,58 512.580 92017 PO GROUP HOLDINGS INC 6400 V 10N-17 112.000 $112.320 17.50 17.55 5320 1£04117 NEW UN( GENETICS CORP 1800 Y 5-04117 10.250 111.258 10.25 11.26 $1.008 10.517 RHYTHM PHARMACEUTICALS INC 1.000 V SON-17 17.000 527.077 17.00 27.08 510.071 101117 SWITCH INC . A 5.000 N 9-04117 119,291 /98.688 23,85 19.74 -520.602 1013/17 REV GROUP INC 2.700 V 13-0N-17 73.575 $73.575 27.25 27.3 $0 1013/17 REV GROUP INC 1800 Y 13-Oct-17 27.250 $27.300 27.25 27,30 550 10111/17 OWIMI INDSPON ADA 5.000 Y 18-Oct-17 120.000 $155.699 24,00 31.18 535.899 1011017 MOSAIC ACOUISMON CORP 6000 V 19-0N-17 60.000 560.900 1900 10.15 1980 1019'17 PATTERN ENERGY GROUP INC 5.000 Y 20-0317 117,000 3118.181 23,40 23.54 14.181 10/1017 1.6DNGODD INC 1.000 V 19-0N-17 24.000 531.150 24.00 31.18 57.158 1019'17 PATTERN ENERGY GROUP INC 5.000 Y 20-0317 117,000 3118.183 23,40 23.54 14.183 102017 SEA LTD-ADR 500 V 20-0N-17 7.500 $7.842 15.00 15.88 5342 182017 RISE EDUCATION CAYMAN • ADR 500 Y 20-0317 7,250 £8.603 14.50 17.21 51.353 182117 HUTCHISON CHINA ME CCIECH.ADR 700 V 26-Oct-17 18.550 520.048 2150 28.64 51.498 1026117 BP MIDSTREAM PARTNERS LP 4.300 V 28-0N-17 77.400 $74.372 16.00 17.30 53.028 182117 ALLISON TRANSMISSION HOLDING 10.000 N 30-0047 408.514 3431.400 40,88 43.14 522.586 326117 ALLISON TRANSMISSION HOLDING 10.000 N 31>Od17 43.814 $431.682 4086 43.17 522.888 10,26117 1341UHAN LCKEY INC 5.000 V 26430.17 210.000 3207.246 42.00 41.45 42234 10,27/17 FORESCOUT TECHNOLOGIES INC 2.000 V 27.0ct.i 7 44.000 $51.3113 2200 25.50 87.008 10,27/17 NEVA RESOURCES SA 1800 V 274301.17 16.000 $46.700 16,00 16.70 1703 11/1/17 ODNSTELLIUM NV- CLASS A 8.500 V 1.Nav-17 93.500 $96.560 11.00 11.36 53.060 11/1/17 ALTAN ENGINEERING INC - A 3,200 V 1.Nav-17 41.600 551.084 1900 17.15 513.284 EFTA00604410 914117 Ncnerrter 17 Puts on °Cal US (50) 50.00 111172017 $1.5442 50.0640 4320 $ 1250,000) $7.421 9(14117 November 17 CPN on OCOM US (50) 52.50 11/172017 51.5168 52.5450 412.725 $ 1262.500) -55.141 5,20(12 Ncnerrter 17 Puts on OCOM US (50) 50.00 11(17/2017 $1.1554 50.0620 4320 $ (250.000) $5.477 9.20/17 Noverrber 17 CPN on OCOM US (50) 55.00 11/17/2017 50.8824 508620 -54.320 $ (275.0020 $112 927/17 Decenter 17 CSM on SPY US 500 254.00 12(152017 526180 $5641:0 $202.020 $ 12.700.000 $151.100 927117 Decenter 17 CNN on SPY US 620 255.00 12/152017 52.0900 548550 $301.010 $ 15.81M00 $171,430 9,29/17 Decenter 17 Puts on »SOUS (20) 240.00 12(15/2017 $11.9210 $4.19:0 -$8.300 $ 640.000) $15.542 929/17 Decenter 17 Calls onAVGO US (20) 250.00 12(15/2017 $10.3825 519/020 -$39.91:0 $ (500.000) 418.135 102117 Decenter 17 Pu1s on FXE US 3.300 111.00 12/15,2017 93.6000 50.4300 $141.900 $ 36.630000 456.120 102117 Noyerrter 17 Calls on F US 5,000 13.00 11(1712017 93.1100 100193 $7,51:0 -$47.500 10(13/17 December 17 Pos on AVO° US (20) 240.00 12/152017 57.6575 $4.151:0 -$8.300 $ 1480.000) $7,915 10113/17 Decenter I7 CSM onAVGO US (20) 260.00 121152017 $7.9475 $13.651:0 -$27.300 $ (520.000) 411.905 10(13/17 January 18 Cal9on TWX US ID 100.00 1/1920111 54.5000 $1.2950 $1195 $ 100.000 10113117 January 18 Gans an TNX US 500 100.00 1/192018 $(11500 $12950 $69.750 $ 5.000.000 4177.750 10113/17 EEM (46.66) Oularorna IVM (149.391 ATM 29-046-17 1.32% 1.45% 5290.000 $ 20.0000)0 $28,01:0 10(15117 Januari, 189915 on JO US (280) 37.00 1/1920141 518600 $1.6850 .$47.180 $ (1,036.000) 10/18/17 January 18 Gans on JO US 280 40.00 1/192018 $2.6766 11.8320 $51.240 $ L120.000 -$23.710 10116/17 January 18 Ca19on JO US (280) 44.00 1/19,2015 51.3185 saam -$22.960 $ (1.232.000) $13.958 10/17(17 January 18 Puls on FXE US 2600 112.00 1/192018 93.9000 $1.0650 $276.920 $ 29.120.000 $42.9120 1024/17 Decent., 17 Puls on GILD US (60) 75.00 12/152017 51.1818 $3,551:0 -$21200 $ (450.000) 414.161 1024(17 Decenter 17 Cr/Is on GILD US (80) 85.00 121152017 $1.3445 382103 -$1260 $ (510.000) $6.1307 1024(17 Docent., 17 PuN on GILD US (65) 75.00 12/152017 51.1812 $3,551:0 -$23.075 $ (487.500) -$15.397 1024(17 Decenter 17 Calls on OILD US (65) 52.50 12/152017 82.0992 $03700 -$2.406 $ 1536150) $11.240 102917 Decenter 17 Puts on AMO US 13.00 12(152017 93.BØ 522450 -567,350 $ 390 -$42,750 Trode Date A,suT bse ,5,110.1 Contract,. Slete Exp.ty InMal Ptem Clos , 9 Vak* Cloaing Date C14 nl c..s 9'19'17 RTY 41440404) CuIparoms SPX (2506.65) ATM 15.0“.17 1.55% 3.15% $1.355 10-0c1.17 5160.0® 820, 17 Ocloter 17 Puls on AØ US (200) 13.00 10202017 S0.7Ø 500000 SO 10202017 $15.020 9427117 Oclober 17 CPN on KRE US 500 53.00 10202017 51.0600 II 5500 $78.000 20909-17 $25.000 927117 October 17 CdIs on NEW US 770 64.00 10202017 50.6100 $1.1503 $88.550 913c4.17 $41.580 9727117 Oclober 17 Puts on HE DJ US 770 64.00 10032017 93.6900 $00000 93 20-041-17 453.130 1011(1/17 Ncnerrter 17 CdIs on 11NX US 1.000 100.00 11(172017 $96000 508100 $61,020 30-0c1.17 4399.020 10'10'17 November 17 CNN onTNX US (1.000) 105.00 111172017 51.0900 $00300 -53.020 30-041-17 $186.020 lal 71 7 January 18 Puls on FXE US 191 112.00 1/192018 93.6900 $1.201:0 $22.920 30-0c1.17 $5.921 2917 JPMORGAN FLOAT RATE INGI 19.837 387e 53.016.063 941 9.43 Souttwitm rundat- PT Fund DEI 016,063 $8.387 Summary OPte. (Q0lItilOPOCO) 5394.054 orhUtuaticaltenons $77.164 Oom (end Inco-ne 572.302 0,4OFlied inrcene 513.956 nul 5557AM EFTA00604411 OPEN FIXED INCOME POSITIONS Trade Date Quantity Issuer Coupon Maturity Next Call Date Yield to Worst Cost Mid Price Total Int Earned Market Value Clean Gain (Loss) Total Return 10/2/17 1.000.000 FRONTIER COMMUNICATIONS 7.125% 3/15/2019 Field Not Appli 6.72% $99.75 100.082 $6,247 $1,011,112 $3,320 $9,567 9114/17 200.000 GENERAL MOTORS FINL CO 5.750% 1, Field Not Applic 9/30/2027 5.16% $100.00 104.87 $1.575 $211,241 $9,740 $11,315 9115117 1.250.000 GENERAL MOTORS FINL CO 5.750% 1, Field Not Applic 9130/2027 5.16% $103.50 104.87 $9,649 $1,320,259 $17,125 $26,774 10/4/17 250.000 PLAINS ALL AMERICAN PIPE 6.13% 1, Field Not Applic 11/15/2022 5.58% $100.00 102.375 $1,259 $257,086 $5,938 $7,196 10/5/17 250.000 PLAINS ALL AMERICAN PIPE 6.13% 1, Field Not Applic 11/15/2022 5.58% $100.55 102.375 $1,217 $257.086 $4,563 $5,779 10/19/17 10.000 TEEKAY LNG PARTNERS 8.50% 1, Field Not Applic 10/15/2027 8.61% $25.00 2428 $873 $248,800 ($1,200) ($327) 10/4/17 1.000.000 PLAINS ALL AMERICAN PIPE 6.13% %. Field Not Applic 11/15/2022 5.58% $100.00 102.375 $5,034 $1,028,344 $23,750 $28.784 10/3/17 1.000.000 FRONTIER COMMUNICATIONS 7.125% 3/15/2019 Field Not Appli 6.72% $100.10 100.082 $6,051 $1.011,112 ($180) $5,871 10/11/17 1.000.000 FRONTIER COMMUNICATIONS 8.500% 4/15/2020 Field Not Appli 9.79% $98.75 97.063 $5.356 $975,824 ($16,870) ($11,514) 10/18/17 1.000.000 SERVICEMASTER COMPANY LL 7.250% 3/1/2038 Field Not Appli 6.84% $104.00 103 $3.178 $1,043,292 ($10,000) ($6,822) 10/19/17 350.000 SERVICEMASTER COMPANY LL 7.250% 3/1/2038 Field Not Appli 6.84% $104.00 103 $1.043 $365,152 ($3,500) ($2,457) 10/20/17 80.000 SERVICEMASTER COMPANY LL 7.250% 3/1/2038 Field Not Appli 6.84% $104.00 103 $222 $83,463 ($800) ($578) 10/31/17 70.000 SERVICEMASTER COMPANY LL 7.250% 3/1/2038 Field Not Appli 6.84% $104.00 103 $42 $73,030 ($700) ($658) 10124/17 2.000.000 EXELA INTERMED/EXELA FIN 10.000% 7/15/2023 7/15/2020 10.91% $97.025 96.125 $5,479 $1,986,389 ($18,000) ($12,521) 10/31/17 2.000.000 JBS INVESTMENTS GMBH 7.250% 4/3/2024 4/3/2019 7.45% $99.065 99.6 $1,192 $2,005,694 $10,700 $11,892 TOTAL FIXED INCOME CLOSED FIXED INCOME POSITIONS 9/26/17 10.000 SPIRIT REALTY CAPITAL IN 6.00% 10/3/2022 9/29/2017 $25.00 25.05 $250,500 $5 $5 10/25/17 10.000 AT&T INC 5.35% 11/1/2066 11/1/2022 30-Oct-17 $25.00 24.96 $330 $249,600 ($400) ($70) 8/2117 100.000 INNOVIVA INC 2.50% 8/15/2025 Field Not Appli 27-Sep•17 $100.000 103.45 $384 $103,450 $3.450 $3.834 9:29(17 1.876.000 TV AZTECA SA DE CV 7.63°. 9'18.'2020 #NIA Field Not 27-Oct-17 $104.00 103.812 $13.717 $642,682 ($3.5271 $10.190 TOTAL FIXED INCOME SOLD $18,958. EFTA00604412