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 BOND 007903BD8 3,149 2,000,000 PRN   SOLE 0 2,000,000 0 0
WORKDAY INC NOTE BOND 98138HAC5 4,195 4,000,000 PRN   SOLE 0 4,000,000 0 0
MICRON TECHNOLOGY INC NOTE BOND 595112AX1 16,036 7,000,000 PRN   SOLE 0 7,000,000 0 0
WEBMD HEALTH CORP NOTE BOND 94770VAF9 7,153 7,000,000 PRN   SOLE 0 7,000,000 0 0
PRICELINE GRP INC NOTE BOND 741503AQ9 12,601 8,000,000 PRN   SOLE 0 8,000,000 0 0
WEBMD HEALTH CORP NOTE BOND 94770VAK8 8,466 7,500,000 PRN   SOLE 0 7,500,000 0 0
LIBERTY INTERACTIVE LLC DEB BOND 530610AD6 3,536 3,300,000 PRN   SOLE 0 3,300,000 0 0
CITRIX SYS INC NOTE BOND 177376AD2 12,787 11,000,000 PRN   SOLE 0 11,000,000 0 0
PALO ALTO NETWORKS INC NOTE BOND 697435AB1 12,712 10,000,000 PRN   SOLE 0 10,000,000 0 0
CHENIERE ENERGY INC NOTE BOND 16411RAG4 605 1,000,000 PRN   SOLE 0 1,000,000 0 0
WEATHERFORD INTL LTD NOTE BOND 947075AH0 3,202 3,000,000 PRN   SOLE 0 3,000,000 0 0
SHUTTERFLY INC NOTE BOND 82568PAB2 2,506 2,500,000 PRN   SOLE 0 2,500,000 0 0
HOLOGIC INC FRNT BOND 436440AG6 4,296 3,500,000 PRN   SOLE 0 3,500,000 0 0
GENERAL CABLE CORP DEL NEW FRNT BOND 369300AL2 3,116 4,000,000 PRN   SOLE 0 4,000,000 0 0
EMERGENT BIOSOLUTIONS INC NOTE BOND 29089QAB1 1,667 1,300,000 PRN   SOLE 0 1,300,000 0 0
GREEN PLAINS INC NOTE BOND 393222AD6 5,384 3,750,000 PRN   SOLE 0 3,750,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE BOND 01741RAG7 7,355 5,500,000 PRN   SOLE 0 5,500,000 0 0
MICROCHIP TECHNOLOGY INC NOTE BOND 595017AD6 9,331 7,140,000 PRN   SOLE 0 7,140,000 0 0
TTM TECHNOLOGIES INC NOTE BOND 87305RAD1 763 500,000 PRN   SOLE 0 500,000 0 0
CLOVIS ONCOLOGY INC NOTE BOND 189464AB6 7,188 7,000,000 PRN   SOLE 0 7,000,000 0 0
LIGAND PHARMACEUTICALS INC NOTE BOND 53220KAD0 8,208 5,700,000 PRN   SOLE 0 5,700,000 0 0
OLD REP INTL CORP NOTE BOND 680223AH7 2,510 2,000,000 PRN   SOLE 0 2,000,000 0 0
AK STL CORP NOTE BOND 001546AP5 2,796 1,375,000 PRN   SOLE 0 1,375,000 0 0
RAMBUS INC DEL NOTE BOND 750917AE6 7,425 6,000,000 PRN   SOLE 0 6,000,000 0 0
CARRIAGE SVCS INC NOTE BOND 143905AM9 6,744 5,000,000 PRN   SOLE 0 5,000,000 0 0
AKAMAI TECHNOLOGIES INC BOND 00971TAG6 5,652 5,400,000 PRN   SOLE 0 5,400,000 0 0
ACORDA THERAPEUTICS INC BOND 00484MAA4 3,400 4,500,000 PRN   SOLE 0 4,500,000 0 0
CARDTRONICS INC BOND 14161HAG3 5,294 4,500,000 PRN   SOLE 0 4,500,000 0 0
SALESFORCE COM INC NOTE BOND 79466LAD6 7,162 6,147,000 PRN   SOLE 0 6,147,000 0 0
CARNIVAL PLC ADR STOCK 14365C103 224 4,377 SH   SOLE 0 4,377 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 STOCK 912318201 7,311 782,800 SH   SOLE 0 782,800 0 0
SPLUNK INC COM STOCK 848637104 24 481 SH   SOLE 0 481 0 0
MICROSOFT CORP COM STOCK 594918104 99 1,609 SH   SOLE 0 1,609 0 0
NEUBERGER BERMAN RE ES SEC F COM STOCK 64190A103 262 48,878 SH   SOLE 0 48,878 0 0
METLIFE INC COM STOCK 59156R108 754 14,000 SH   SOLE 0 14,000 0 0
VALSPAR CORP COM STOCK 920355104 518 5,000 SH   SOLE 0 5,000 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US STOCK 922042775 66 1,500 SH   SOLE 0 1,500 0 0
KKR CO L P DEL COM UNITS STOCK 48248M102 1,231 80,000 SH   SOLE 0 80,000 0 0
TWENTY FIRST CENTY FOX INC CL B STOCK 90130A200 725 26,641 SH   SOLE 0 26,641 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP STOCK 531229706 29 1,458 SH   SOLE 0 1,458 0 0
ON SEMICONDUCTOR CORP NOTE STOCK 682189AK1 5,529 5,388,000 SH   SOLE 0 5,388,000 0 0
AMAZON COM INC COM STOCK 023135106 66 89 SH   SOLE 0 89 0 0
HERBALIFE LTD COM USD SHS STOCK G4412G101 215 4,471 SH   SOLE 0 4,471 0 0
ISHARES TR TIPS BD ETF STOCK 464287176 113 1,000 SH   SOLE 0 1,000 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT STOCK 73936Q769 94 4,040 SH   SOLE 0 4,040 0 0
DYNEGY INC NEW DEL UNIT STOCK 26817R405 7,449 120,000 SH   SOLE 0 120,000 0 0
LIBERTY MEDIA CORP DELAWARE COM A MEDIA GRP STOCK 531229870 114 3,646 SH   SOLE 0 3,646 0 0
ABERDEEN CHILE FD INC COM STOCK 00301W105 50 8,550 SH   SOLE 0 8,550 0 0
UNITED STATES OIL FUND LP UNITS STOCK 91232N108 15,623 1,333,062 SH   SOLE 0 1,333,062 0 0
FACEBOOK INC CL A STOCK 30303M102 166 1,444 SH   SOLE 0 1,444 0 0
UNDER ARMOUR INC CL C STOCK 904311206 55 2,219 SH   SOLE 0 2,219 0 0
ELECTRONIC ARTS INC COM STOCK 285512109 19 242 SH   SOLE 0 242 0 0
LIVE NATION ENTERTAINMENT IN COM STOCK 538034109 1,226 46,100 SH   SOLE 0 46,100 0 0
BLACKROCK DEBT STRAT FD INC COM NEW STOCK 09255R202 1,812 159,806 SH   SOLE 0 159,806 0 0
SAP SE SPON ADR STOCK 803054204 1 15 SH   SOLE 0 15 0 0
IMMUNOMEDICS INC COM STOCK 452907108 18 5,000 SH   SOLE 0 5,000 0 0
ISHARES TR NA TEC-SFTWR ETF STOCK 464287515 145 1,334 SH   SOLE 0 1,334 0 0
ISHARES TR U.S. TECH ETF STOCK 464287721 615 5,115 SH   SOLE 0 5,115 0 0
CHINA CORD BLOOD CORP SHS STOCK G21107100 29 4,790 SH   SOLE 0 4,790 0 0
RITE AID CORP COM STOCK 767754104 1,570 190,639 SH   SOLE 0 190,639 0 0
ISHARES TR RUS 2000 GRW ETF STOCK 464287648 54 355 SH   SOLE 0 355 0 0
NEWS CORP NEW CL A STOCK 65249B109 106 9,327 SH   SOLE 0 9,327 0 0
NEXTERA ENERGY INC STOCK 65339F820 2,435 50,000 SH   SOLE 0 50,000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY STOCK 81369Y506 667 8,857 SH   SOLE 0 8,857 0 0
SPDR GOLD TRUST GOLD SHS STOCK 78463V107 9,481 86,500 SH   SOLE 0 86,500 0 0
DELL TECHNOLOGIES INC COM CL V STOCK 24703L103 9 173 SH   SOLE 0 173 0 0
FIESTA RESTAURANT GROUP INC COM STOCK 31660B101 121 4,062 SH   SOLE 0 4,062 0 0
ISHARES TR 20 YR TR BD ETF STOCK 464287432 6,074 50,990 SH   SOLE 0 50,990 0 0
LIBERTY BROADBAND CORP COM SER A STOCK 530307107 2,122 29,293 SH   SOLE 0 29,293 0 0
WHITEWAVE FOODS CO COM STOCK 966244105 2,790 50,195 SH   SOLE 0 50,195 0 0
STILLWATER MNG CO COM STOCK 86074Q102 1,234 76,609 SH   SOLE 0 76,609 0 0
SOUTHWESTERN ENERGY CO DEP STOCK 845467208 383 15,000 SH   SOLE 0 15,000 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE STOCK 03027X407 2,015 19,500 SH   SOLE 0 19,500 0 0
TEAM HEALTH HOLDINGS INC COM STOCK 87817A107 1,367 31,464 SH   SOLE 0 31,464 0 0
GILEAD SCIENCES INC COM STOCK 375558103 3,580 50,000 SH   SOLE 0 50,000 0 0
GDL FUND COM SH BEN IT STOCK 361570104 272 27,740 SH   SOLE 0 27,740 0 0
SELECT SECTOR SPDR TR SBI INT-INDS STOCK 81369Y704 7,721 124,100 SH   SOLE 0 124,100 0 0
JP ENERGY PARTNERS LP UNT REPST LTD STOCK 46643C109 235 23,302 SH   SOLE 0 23,302 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET STOCK 92189F676 78 1,093 SH   SOLE 0 1,093 0 0
REYNOLDS AMERICAN INC COM STOCK 761713106 1,921 34,296 SH   SOLE 0 34,296 0 0
ST JUDE MED INC COM STOCK 790849103 2,548 31,782 SH   SOLE 0 31,782 0 0
DISCOVERY COMMUNICATNS NEW COM SER C STOCK 25470F302 32 1,209 SH   SOLE 0 1,209 0 0
ISHARES TR RUSSELL 2000 ETF STOCK 464287655 89 660 SH   SOLE 0 660 0 0
UNILEVER N V N Y SHS NEW STOCK 904784709 334 8,152 SH   SOLE 0 8,152 0 0
LIBERTY GLOBAL PLC SHS CL A STOCK G5480U104 10 330 SH   SOLE 0 330 0 0
INTEL CORP COM STOCK 458140100 24 684 SH   SOLE 0 684 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM STOCK 531229409 449 13,013 SH   SOLE 0 13,013 0 0
ISHARES TR U.S. MED DVC ETF STOCK 464288810 173 1,300 SH   SOLE 0 1,300 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A STOCK 531465102 71 4,758 SH   SOLE 0 4,758 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM STOCK 53046P109 600 15,148 SH   SOLE 0 15,148 0 0
TAIWAN FD INC COM STOCK 874036106 33 2,099 SH   SOLE 0 2,099 0 0
SELECT SECTOR SPDR TR SBI INT-FINL STOCK 81369Y605 3,764 161,900 SH   SOLE 0 161,900 0 0
WISDOMTREE TR EM LCL DEBT FD STOCK 97717X867 640 17,900 SH   SOLE 0 17,900 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A STOCK G5480U138 39 1,786 SH   SOLE 0 1,786 0 0
DTE ENERGY CO UNIT STOCK 233331883 3,180 60,000 SH   SOLE 0 60,000 0 0
ALPHABET INC CAP STK CL A STOCK 02079K305 32 41 SH   SOLE 0 41 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF STOCK 92189F106 4,016 192,000 SH   SOLE 0 192,000 0 0
TEXAS INSTRS INC COM STOCK 882508104 23 322 SH   SOLE 0 322 0 0
BERRY PLASTICS GROUP INC COM STOCK 08579W103 304 6,253 SH   SOLE 0 6,253 0 0
STERIS PLC SHS USD STOCK G84720104 0 2 SH   SOLE 0 2 0 0
DOMINION RES INC VA NEW UNIT STOCK 25746U836 9,332 185,000 SH   SOLE 0 185,000 0 0
CABELAS INC COM STOCK 126804301 448 7,663 SH   SOLE 0 7,663 0 0
VANGUARD INDEX FDS REIT ETF STOCK 922908553 1,702 20,629 SH   SOLE 0 20,629 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE STOCK 53071M856 2,640 71,608 SH   SOLE 0 71,608 0 0
STERICYCLE INC DEP PFD STOCK 858912207 316 5,000 SH   SOLE 0 5,000 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A STOCK 75508B203 9,290 80,000 SH   SOLE 0 80,000 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A STOCK 35906A207 10,641 150,000 SH   SOLE 0 150,000 0 0
ALLERGAN PLC PFD CONV SER A STOCK G0177J116 9,535 12,500 SH   SOLE 0 12,500 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE STOCK 03027X407 2,015 19,500 SH   SOLE 0 19,500 0 0
SPDR GOLD TRUST GOLD SHS OPTION 78463V107 417 2,500 SH Put SOLE 0 2,500 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY OPTION 81369Y506 253 5,500 SH Put SOLE 0 5,500 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY OPTION 81369Y506 157 4,500 SH Put SOLE 0 4,500 0 0
SELECT SECTOR SPDR TR SBI INT-FINL OPTION 81369Y605 150 21,500 SH Put SOLE 0 21,500 0 0
SELECT SECTOR SPDR TR SBI INT-FINL OPTION 81369Y605 40 10,000 SH Put SOLE 0 10,000 0 0
BARCLAYS BK PLC IPATH SP500 VIX OPTION 06740Q252 3,429 9,268 SH Put SOLE 0 9,268 0 0
BARCLAYS BK PLC IPATH SP500 VIX OPTION 06740Q252 6 2,000 SH Call SOLE 0 2,000 0 0
BARCLAYS BK PLC IPATH SP500 VIX OPTION 06740Q252 19 1,921 SH Call SOLE 0 1,921 0 0
BARCLAYS BK PLC IPATH SP500 VIX OPTION 06740Q252 15 1,888 SH Call SOLE 0 1,888 0 0
BARCLAYS BK PLC IPATH SP500 VIX OPTION 06740Q252 28 1,602 SH Call SOLE 0 1,602 0 0
BARCLAYS BK PLC IPATH SP500 VIX OPTION 06740Q252 8 892 SH Call SOLE 0 892 0 0
BARCLAYS BK PLC IPATH SP500 VIX OPTION 06740Q252 1 500 SH Call SOLE 0 500 0 0
BARCLAYS BK PLC IPATH SP500 VIX OPTION 06740Q252 8 500 SH Call SOLE 0 500 0 0
BARCLAYS BK PLC IPATH SP500 VIX OPTION 06740Q252 378 2,909 SH Put SOLE 0 2,909 0 0
BARCLAYS BK PLC IPATH SP500 VIX OPTION 06740Q252 230 2,000 SH Put SOLE 0 2,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS OPTION 81369Y704 216 9,000 SH Put SOLE 0 9,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS OPTION 81369Y704 80 3,500 SH Put SOLE 0 3,500 0 0
DIREXION SHS ETF TR DAILY GOLD MINER OPTION 25490K570 150 5,000 SH Put SOLE 0 5,000 0 0
ADVANCED MICRO DEVICES INC COM OPTION 007903107 11 1,000 SH Put SOLE 0 1,000 0 0