The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 BOND 007903BD8 13,022 12,000,000 PRN   SOLE 0 12,000,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 BOND 16411RAG4 1,579 2,500,000 PRN   SOLE 0 2,500,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 BOND 177376AD2 12,526 11,000,000 PRN   SOLE 0 11,000,000 0 0
ILLUMINA INC NOTE 6/1 BOND 452327AF6 2,082 2,000,000 PRN   SOLE 0 2,000,000 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 BOND 530610AD6 5,273 5,000,000 PRN   SOLE 0 5,000,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 BOND 595112AX1 13,311 7,000,000 PRN   SOLE 0 7,000,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 BOND 697435AB1 11,446 7,500,000 PRN   SOLE 0 7,500,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 BOND 741503AQ9 22,161 14,000,000 PRN   SOLE 0 14,000,000 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 BOND 82568PAB2 2,453 2,500,000 PRN   SOLE 0 2,500,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 4.500%10/1 BOND 85571WAD1 7,506 7,000,000 PRN   SOLE 0 7,000,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 BOND 947075AH0 5,648 5,000,000 PRN   SOLE 0 5,000,000 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 BOND 94770VAK8 2,871 2,500,000 PRN   SOLE 0 2,500,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 BOND 94770VAF9 7,261 7,000,000 PRN   SOLE 0 7,000,000 0 0
WORKDAY INC NOTE 0.750% 7/1 BOND 98138HAC5 3,687 3,000,000 PRN   SOLE 0 3,000,000 0 0
XILINX INC NOTE 2.625% 6/1 BOND 983919AF8 20,523 10,908,000 PRN   SOLE 0 10,908,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 BOND 00484MAA4 3,670 4,500,000 PRN   SOLE 0 4,500,000 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 BOND 00971TAG6 6,265 6,400,000 PRN   SOLE 0 6,400,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 BOND 14161HAG3 6,881 6,500,000 PRN   SOLE 0 6,500,000 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 BOND 143905AM9 2,342 2,000,000 PRN   SOLE 0 2,000,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 BOND 369300AL2 2,675 4,000,000 PRN   SOLE 0 4,000,000 0 0
GREEN PLAINS INC NOTE 3.250%10/0 BOND 393222AD6 5,176 3,750,000 PRN   SOLE 0 3,750,000 0 0
HOLOGIC INC FRNT 12/1 BOND 436440AG6 6,766 5,500,000 PRN   SOLE 0 5,500,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 BOND 458660AD9 2,070 1,700,000 PRN   SOLE 0 1,700,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 BOND 53220KAD0 5,377 3,700,000 PRN   SOLE 0 3,700,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 BOND 595112AV5 6,168 3,500,000 PRN   SOLE 0 3,500,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 BOND 60855RAC4 17,465 11,500,000 PRN   SOLE 0 11,500,000 0 0
RAMBUS INC DEL NOTE 1.125% 8/1 BOND 750917AE6 7,082 6,000,000 PRN   SOLE 0 6,000,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 BOND 79466LAD6 12,725 10,647,000 PRN   SOLE 0 10,647,000 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 BOND 81170YAB5 3,677 4,500,000 PRN   SOLE 0 4,500,000 0 0
SPANSION LLC NOTE 2.000% 9/0 BOND 84649PAL9 10,452 4,500,000 PRN   SOLE 0 4,500,000 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 BOND 85375CBC4 1,559 1,500,000 PRN   SOLE 0 1,500,000 0 0
TESARO INC NOTE 3.000%10/0 BOND 881569AA5 5,885 2,000,000 PRN   SOLE 0 2,000,000 0 0
* ALIBABA GROUP HLDG LTD SPONSORED ADS STOCK 01609W102 10 102 SH   SOLE 0 102 0 0
* ALPHABET INC CAP STK CL A STOCK 02079K305 34 43 SH   SOLE 0 43 0 0
* AMAZON COM INC COM STOCK 023135106 22 27 SH   SOLE 0 27 0 0
* AMERICAN CAP LTD COM STOCK 02503Y103 3,390 200,498 SH   SOLE 0 200,498 0 0
* APIGEE CORP COM STOCK 03765N108 495 28,500 SH   SOLE 0 28,500 0 0
* BAIDU INC SPON ADR REP A STOCK 056752108 39 219 SH   SOLE 0 219 0 0
* BARCLAYS BK PLC IPATH S&P500 VIX STOCK 06740Q252 2,623 77,011 SH   SOLE 0 77,011 0 0
* BLACKSTONE GROUP L P COM UNIT LTD STOCK 09253U108 612 24,000 SH   SOLE 0 24,000 0 0
* CARMIKE CINEMAS INC COM STOCK 143436400 912 27,919 SH   SOLE 0 27,919 0 0
* CARNIVAL PLC ADR STOCK 14365C103 214 4,377 SH   SOLE 0 4,377 0 0
* CVENT INC COM STOCK 23247G109 1,149 36,235 SH   SOLE 0 36,235 0 0
* DELL TECHNOLOGIES INC COM CL V STOCK 24703L103 2,558 53,516 SH   SOLE 0 53,516 0 0
* DISCOVERY COMMUNICATNS NEW COM SER C STOCK 25470F302 31 1,209 SH   SOLE 0 1,209 0 0
* FACEBOOK INC CL A STOCK 30303M102 20 160 SH   SOLE 0 160 0 0
* FIDELITY & GTY LIFE COM STOCK 315785105 228 9,841 SH   SOLE 0 9,841 0 0
* HERBALIFE LTD COM USD SHS STOCK G4412G101 541 8,732 SH   SOLE 0 8,732 0 0
* INGRAM MICRO INC CL A STOCK 457153104 534 15,000 SH   SOLE 0 15,000 0 0
* ISHARES TR IBOXX HI YD ETF STOCK 464288513 1,426 16,349 SH   SOLE 0 16,349 0 0
* ISHARES TR NASDQ BIOTEC ETF STOCK 464287556 245 849 SH   SOLE 0 849 0 0
* ISHARES TR TIPS BD ETF STOCK 464287176 116 1,000 SH   SOLE 0 1,000 0 0
* ISHARES TR U.S. TECH ETF STOCK 464287721 131 1,101 SH   SOLE 0 1,101 0 0
* JOY GLOBAL INC COM STOCK 481165108 297 10,731 SH   SOLE 0 10,731 0 0
* KLA-TENCOR CORP COM STOCK 482480100 2,072 29,725 SH   SOLE 0 29,725 0 0
* LEXMARK INTL INC CL A STOCK 529771107 1,011 25,308 SH   SOLE 0 25,308 0 0
* LIBERTY BROADBAND CORP COM SER A STOCK 530307107 1,528 21,781 SH   SOLE 0 21,781 0 0
* LIBERTY INTERACTIVE CORP LBT VENT COM A STOCK 53071M880 761 19,100 SH   SOLE 0 19,100 0 0
* LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP STOCK 531229706 25 1,458 SH   SOLE 0 1,458 0 0
* LIBERTY MEDIA CORP DELAWARE COM A MEDIA GRP STOCK 531229870 104 3,646 SH   SOLE 0 3,646 0 0
* LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM STOCK 531229409 495 14,585 SH   SOLE 0 14,585 0 0
* LIBERTY TRIPADVISOR HLDGS IN COM SER A STOCK 531465102 192 8,811 SH   SOLE 0 8,811 0 0
* LINKEDIN CORP COM CL A STOCK 53578A108 5,733 30,000 SH   SOLE 0 30,000 0 0
* MONSANTO CO NEW COM STOCK 61166W101 766 7,500 SH   SOLE 0 7,500 0 0
* NEWS CORP NEW CL A STOCK 65249B109 130 9,327 SH   SOLE 0 9,327 0 0
* RACKSPACE HOSTING INC COM STOCK 750086100 950 30,000 SH   SOLE 0 30,000 0 0
* RITE AID CORP COM STOCK 767754104 1,115 145,000 SH   SOLE 0 145,000 0 0
* SELECT SECTOR SPDR TR RL EST SEL SEC STOCK 81369Y860 2,922 89,192 SH   SOLE 0 89,192 0 0
* SELECT SECTOR SPDR TR SBI INT-ENERGY STOCK 81369Y506 27,043 383,000 SH   SOLE 0 383,000 0 0
* SELECT SECTOR SPDR TR SBI INT-FINL STOCK 81369Y605 12,371 641,000 SH   SOLE 0 641,000 0 0
* SELECT SECTOR SPDR TR SBI INT-INDS STOCK 81369Y704 13,485 231,000 SH   SOLE 0 231,000 0 0
* SPDR GOLD TRUST GOLD SHS STOCK 78463V107 3,078 24,500 SH   SOLE 0 24,500 0 0
* ST JUDE MED INC COM STOCK 790849103 4,177 52,382 SH   SOLE 0 52,382 0 0
* STARZ COM SER A STOCK 85571Q102 18 594 SH   SOLE 0 594 0 0
* SYNGENTA AG SPONSORED ADR STOCK 87160A100 360 4,114 SH   SOLE 0 4,114 0 0
* TWENTY FIRST CENTY FOX INC CL A STOCK 90130A101 739 30,533 SH   SOLE 0 30,533 0 0
* UNDER ARMOUR INC CL C STOCK 904311206 507 15,000 SH   SOLE 0 15,000 0 0
* UNILEVER N V N Y SHS NEW STOCK 904784709 375 8,152 SH   SOLE 0 8,152 0 0
* UNITED STATES NATL GAS FUND UNIT PAR $0.001 STOCK 912318201 6,544 782,800 SH   SOLE 0 782,800 0 0
* UNITED STATES OIL FUND LP UNITS STOCK 91232N108 14,570 1,333,062 SH   SOLE 0 1,333,062 0 0
* VANECK VECTORS ETF TR GOLD MINERS ETF STOCK 92189F106 7,717 292,000 SH   SOLE 0 292,000 0 0
* VIRGIN AMER INC COM VTG STOCK 92765X208 481 9,000 SH   SOLE 0 9,000 0 0
* WHITEWAVE FOODS CO COM STOCK 966244105 1,687 31,000 SH   SOLE 0 31,000 0 0
ABERDEEN CHILE FD INC COM STOCK 00301W105 53 8,550 SH   SOLE 0 8,550 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE STOCK 03027X407 6,573 60,000 SH   SOLE 0 60,000 0 0
ANTHEM INC UNIT 05/01/20188 STOCK 036752202 7,030 162,000 SH   SOLE 0 162,000 0 0
BLACK HILLS CORP UNIT 99/99/9999 STOCK 092113125 8,340 121,600 SH   SOLE 0 121,600 0 0
BLACKROCK DEBT STRAT FD INC COM STOCK 09255R103 731 200,500 SH   SOLE 0 200,500 0 0
CHINA CORD BLOOD CORP SHS STOCK G21107100 24 4,790 SH   SOLE 0 4,790 0 0
DOMINION RES INC VA NEW UNIT 08/15/2019 STOCK 25746U836 14,351 285,000 SH   SOLE 0 285,000 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 STOCK 26817R405 7,823 95,000 SH   SOLE 0 95,000 0 0
GDL FUND COM SH BEN IT STOCK 361570104 276 27,740 SH   SOLE 0 27,740 0 0
NEUBERGER BERMAN RE ES SEC F COM STOCK 64190A103 278 48,878 SH   SOLE 0 48,878 0 0
NUVEEN DIVERSIFIED COMMODTY COM UT BEN INT STOCK 67074P104 2,780 306,848 SH   SOLE 0 306,848 0 0
NUVEEN LG/SHT COMMODITY TOTR COM UT BEN INT STOCK 670731108 2,103 159,147 SH   SOLE 0 159,147 0 0
PROOFPOINT INC NOTE 1.250%12/1 STOCK 743424AB9 14,494 7,500,000 SH   SOLE 0 7,500,000 0 0
TAIWAN FD INC COM STOCK 874036106 36 2,099 SH   SOLE 0 2,099 0 0
* JPMORGAN CHASE & CO ALERIAN ML ETN STOCK 46625H365 56 1,800 SH   SOLE 0 1,800 0 0
AMERICAN TOWER CORP NEW PFD CONV SER A STOCK 03027X308 3,326 30,000 SH   SOLE 0 30,000 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 STOCK 25746U869 7,464 150,000 SH   SOLE 0 150,000 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A STOCK 35906A207 10,457 125,000 SH   SOLE 0 125,000 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A STOCK 75508B203 8,312 80,000 SH   SOLE 0 80,000 0 0
STERICYCLE INC DEP PFD A 1/10 STOCK 858912207 6,569 100,000 SH   SOLE 0 100,000 0 0
* BARCLAYS BK PLC IPATH S&P500 VIX OPTION 06740Q252 525 9,303 SH Call SOLE 0 9,303 0 0
* BARCLAYS BK PLC IPATH S&P500 VIX OPTION 06740Q252 2,530 18,268 SH Put SOLE 0 18,268 0 0
* DIREXION SHS ETF TR DAILY GOLD MINER OPTION 25490K570 100 5,000 SH Put SOLE 0 5,000 0 0
* GILEAD SCIENCES INC COM OPTION 375558103 240 1,500 SH Call SOLE 0 1,500 0 0
* SELECT SECTOR SPDR TR SBI INT-ENERGY OPTION 81369Y506 2,158 10,000 SH Put SOLE 0 10,000 0 0
* SELECT SECTOR SPDR TR SBI INT-FINL OPTION 81369Y605 1,761 31,500 SH Put SOLE 0 31,500 0 0
* SELECT SECTOR SPDR TR SBI INT-INDS OPTION 81369Y704 1,516 12,500 SH Put SOLE 0 12,500 0 0
* VANECK VECTORS ETF TR GOLD MINERS ETF OPTION 92189F106 21 891 SH Call SOLE 0 891 0 0
* VANGUARD INDEX FDS REIT ETF OPTION 922908553 80 1,000 SH Call SOLE 0 1,000 0 0