The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 4,303 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| BLACKROCK INVT QUALITY MUN T | COM | 09247D105 | 364 | 24,400 | SH | SOLE | 24,400 | 0 | 0 | ||
| CATERPILLAR INC DEL | COM | 149123101 | 788 | 5,000 | SH | Call | SOLE | 5,000 | 0 | 0 | |
| CATERPILLAR INC DEL | COM | 149123101 | 788 | 5,000 | SH | Put | SOLE | 5,000 | 0 | 0 | |
| CITIGROUP INC | COM NEW | 172967424 | 670 | 9,000 | SH | Call | SOLE | 9,000 | 0 | 0 | |
| CITIGROUP INC | COM NEW | 172967424 | 558 | 7,500 | SH | Put | SOLE | 7,500 | 0 | 0 | |
| COSTCO WHSL CORP NEW | COM | 22160K105 | 744 | 4,000 | SH | Call | SOLE | 4,000 | 0 | 0 | |
| COSTCO WHSL CORP NEW | COM | 22160K105 | 1,303 | 7,000 | SH | Put | SOLE | 7,000 | 0 | 0 | |
| FRANKLIN FINL NETWORK INC | COM | 35352P104 | 6,581 | 193,000 | SH | SOLE | 193,000 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 379 | 20,000 | SH | Put | SOLE | 20,000 | 0 | 0 | |
| INVESCO HIGH INCOME TR II | COM | 46131F101 | 2,107 | 143,246 | SH | SOLE | 143,246 | 0 | 0 | ||
| INVESCO MUN OPPORTUNITY TR | COM | 46132C107 | 2,135 | 172,200 | SH | SOLE | 172,200 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 5,291 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 3,448 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
| MORGAN STANLEY | COM NEW | 617446448 | 1,968 | 37,500 | SH | Put | SOLE | 37,500 | 0 | 0 | |
| MORGAN STANLEY | COM NEW | 617446448 | 1,705 | 32,500 | SH | Call | SOLE | 32,500 | 0 | 0 | |
| NEWMONT MINING CORP | COM | 651639106 | 338 | 9,000 | SH | Call | SOLE | 9,000 | 0 | 0 | |
| NEWMONT MINING CORP | COM | 651639106 | 356 | 9,500 | SH | Put | SOLE | 9,500 | 0 | 0 | |
| NUCOR CORP | COM | 670346105 | 1,971 | 31,000 | SH | Call | SOLE | 31,000 | 0 | 0 | |
| NUCOR CORP | COM | 670346105 | 1,908 | 30,000 | SH | Put | SOLE | 30,000 | 0 | 0 | |
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 5,888 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | 2,580 | 183,527 | SH | SOLE | 183,527 | 0 | 0 | ||
| NVIDIA CORP | COM | 67066G104 | 890 | 4,600 | SH | Call | SOLE | 4,600 | 0 | 0 | |
| NVIDIA CORP | COM | 67066G104 | 1,336 | 6,900 | SH | Put | SOLE | 6,900 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 130,095 | 487,500 | SH | Put | SOLE | 487,500 | 0 | 0 | |
| SPDR SERIES TRUST | S&P BIOTECH | 78464A870 | 2,122 | 25,000 | SH | Put | SOLE | 25,000 | 0 | 0 | |
| WYNN RESORTS LTD | COM | 983134107 | 2,023 | 12,000 | SH | Put | SOLE | 12,000 | 0 | 0 | |
| WYNN RESORTS LTD | COM | 983134107 | 2,023 | 12,000 | SH | Call | SOLE | 12,000 | 0 | 0 | |