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 |
| CARDTRONICS INC NOTE 1.00012/0 | BOND | 14161HAG3 | 7,802 | 7,215,000 | PRN | SOLE | 0 | 7,215,000 | 0 | 0 | |
| ADVANCED MICRO DEVICES INC NOTE 2.125 9/0 | BOND | 007903BD8 | 17,656 | 8,950,000 | PRN | SOLE | 0 | 8,950,000 | 0 | 0 | |
| CARRIAGE SVCS INC NOTE 2.750 3/1 | BOND | 143905AM9 | 6,493 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| CITRIX SYS INC NOTE 0.500 4/1 | BOND | 177376AD2 | 3,773 | 3,000,000 | PRN | SOLE | 0 | 3,000,000 | 0 | 0 | |
| DEPOMED INC NOTE 2.500 9/0 | BOND | 249908AA2 | 7,494 | 8,000,000 | PRN | SOLE | 0 | 8,000,000 | 0 | 0 | |
| EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 | BOND | 29089QAB1 | 1,556 | 1,300,000 | PRN | SOLE | 0 | 1,300,000 | 0 | 0 | |
| EURONET WORLDWIDE INC NOTE 1.50010/0 | BOND | 298736AH2 | 7,936 | 6,277,000 | PRN | SOLE | 0 | 6,277,000 | 0 | 0 | |
| EZCORP INC NOTE 2.625 6/1 | BOND | 302301AB2 | 4,639 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| HEALTHSOUTH CORP DEBT 2.00012/0 | BOND | 421924BL4 | 6,080 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| HERBALIFE LTD NOTE 2.000 8/1 | BOND | 42703MAB9 | 3,813 | 4,000,000 | PRN | SOLE | 0 | 4,000,000 | 0 | 0 | |
| HOLOGIC INC FRNT 12/1 | BOND | 436440AG6 | 4,330 | 3,500,000 | PRN | SOLE | 0 | 3,500,000 | 0 | 0 | |
| INTEL CORP SDCV 12/1 | BOND | 458140AD2 | 12,239 | 9,010,000 | PRN | SOLE | 0 | 9,010,000 | 0 | 0 | |
| IRONWOOD PHARMACEUTICALS INC DBCV 2.250 6/1 | BOND | 46333XAD0 | 6,225 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| J2 GLOBAL INC NOTE 3.250 6/1 | BOND | 48123VAC6 | 6,753 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| ALLEGHENY TECHNOLOGIES INC NOTE 4.750 7/0 | BOND | 01741RAG7 | 4,195 | 2,830,000 | PRN | SOLE | 0 | 2,830,000 | 0 | 0 | |
| LIGAND PHARMACEUTICALS INC NOTE 0.750 8/1 | BOND | 53220KAD0 | 8,490 | 5,700,000 | PRN | SOLE | 0 | 5,700,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC NOTE 1.625 2/1 | BOND | 595017AD6 | 5,191 | 3,640,000 | PRN | SOLE | 0 | 3,640,000 | 0 | 0 | |
| MOLINA HEALTHCARE INC NOTE 1.125 1/1 | BOND | 60855RAC4 | 18,498 | 14,500,000 | PRN | SOLE | 0 | 14,500,000 | 0 | 0 | |
| PALO ALTO NETWORKS INC NOTE 7/0 | BOND | 697435AB1 | 14,905 | 12,500,000 | PRN | SOLE | 0 | 12,500,000 | 0 | 0 | |
| PANDORA MEDIA INC NOTE 1.75012/0 | BOND | 698354AB3 | 3,482 | 3,500,000 | PRN | SOLE | 0 | 3,500,000 | 0 | 0 | |
| RAMBUS INC DEL NOTE 1.125 8/1 | BOND | 750917AE6 | 8,979 | 7,500,000 | PRN | SOLE | 0 | 7,500,000 | 0 | 0 | |
| SALESFORCE COM INC NOTE 0.250 4/0 | BOND | 79466LAD6 | 12,405 | 9,647,000 | PRN | SOLE | 0 | 9,647,000 | 0 | 0 | |
| AKAMAI TECHNOLOGIES INC DBCV 2/1 | BOND | 00971TAG6 | 5,346 | 5,400,000 | PRN | SOLE | 0 | 5,400,000 | 0 | 0 | |
| TESLA INC NOTE 1.250 3/0 | BOND | 88160RAC5 | 4,897 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| THERAVANCE INC NOTE 2.125 1/1 | BOND | 88338TAB0 | 4,695 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250 7/0 | BOND | 01988PAD0 | 3,011 | 3,000,000 | PRN | SOLE | 0 | 3,000,000 | 0 | 0 | |
| TWITTER INC NOTE 1.000 9/1 | BOND | 90184LAD4 | 1,820 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
| WEBMD HEALTH CORP NOTE 2.500 1/3 | BOND | 94770VAF9 | 9,662 | 9,500,000 | PRN | SOLE | 0 | 9,500,000 | 0 | 0 | |
| WEBMD HEALTH CORP NOTE 1.50012/0 | BOND | 94770VAK8 | 6,498 | 5,500,000 | PRN | SOLE | 0 | 5,500,000 | 0 | 0 | |
| WORKDAY INC NOTE 0.750 7/1 | BOND | 98138HAC5 | 5,700 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| BARCLAYS BK PLC IPATH S&P500 VIX | OPTION | 06740Q252 | 365 | 20,000 | SH | Call | SOLE | 0 | 20,000 | 0 | 0 |
| BARCLAYS BK PLC IPATH S&P500 VIX | OPTION | 06740Q252 | 2,172 | 5,000 | SH | Put | SOLE | 0 | 5,000 | 0 | 0 |
| SPDR GOLD TRUST GOLD SHS | OPTION | 78463V107 | 13 | 500 | SH | Call | SOLE | 0 | 500 | 0 | 0 |
| ADVANCED MICRO DEVICES INC COM | OPTION | 007903107 | 4 | 1,000 | SH | Put | SOLE | 0 | 1,000 | 0 | 0 |
| ALIBABA GROUP HLDG LTD SPONSORED ADS | OPTION | 01609W102 | 32 | 200 | SH | Call | SOLE | 0 | 200 | 0 | 0 |
| BARCLAYS BK PLC IPATH S&P500 VIX | OPTION | 06740Q252 | 940 | 20,000 | SH | Put | SOLE | 0 | 20,000 | 0 | 0 |
| BARCLAYS BK PLC IPATH S&P500 VIX | OPTION | 06740Q252 | 2 | 500 | SH | Call | SOLE | 0 | 500 | 0 | 0 |
| BARCLAYS BK PLC IPATH S&P500 VIX | OPTION | 06740Q252 | 3 | 892 | SH | Call | SOLE | 0 | 892 | 0 | 0 |
| BARCLAYS BK PLC IPATH S&P500 VIX | OPTION | 06740Q252 | 6 | 1,602 | SH | Call | SOLE | 0 | 1,602 | 0 | 0 |
| BARCLAYS BK PLC IPATH S&P500 VIX | OPTION | 06740Q252 | 5 | 1,888 | SH | Call | SOLE | 0 | 1,888 | 0 | 0 |
| BARCLAYS BK PLC IPATH S&P500 VIX | OPTION | 06740Q252 | 7 | 1,921 | SH | Call | SOLE | 0 | 1,921 | 0 | 0 |
| DIREXION SHS ETF TR DLY FIN BULL NEW | OPTION | 25459Y694 | 180 | 2,200 | SH | Call | SOLE | 0 | 2,200 | 0 | 0 |
| DIREXION SHS ETF TR DLY FIN BULL NEW | OPTION | 25459Y694 | 946 | 2,200 | SH | Put | SOLE | 0 | 2,200 | 0 | 0 |
| MICROSOFT CORP COM | OPTION | 594918104 | 6 | 150 | SH | Call | SOLE | 0 | 150 | 0 | 0 |
| POWERSHARES QQQ TRUST UNIT SER 1 | OPTION | 73935A104 | 11 | 600 | SH | Put | SOLE | 0 | 600 | 0 | 0 |
| PROSHARES TR II SHT VIX ST TRM | OPTION | 74347W627 | 765 | 500 | SH | Call | SOLE | 0 | 500 | 0 | 0 |
| PROSHARES TR II ULTA BLMBG 2017 | OPTION | 74347W247 | 840 | 3,000 | SH | Call | SOLE | 0 | 3,000 | 0 | 0 |
| SELECT SECTOR SPDR TR SBI INT-ENERGY | OPTION | 81369Y506 | 107 | 1,017 | SH | Call | SOLE | 0 | 1,017 | 0 | 0 |
| SELECT SECTOR SPDR TR SBI INT-ENERGY | OPTION | 81369Y506 | 870 | 3,000 | SH | Put | SOLE | 0 | 3,000 | 0 | 0 |
| SELECT SECTOR SPDR TR SBI INT-FINL | OPTION | 81369Y605 | 590 | 10,000 | SH | Put | SOLE | 0 | 10,000 | 0 | 0 |
| SELECT SECTOR SPDR TR SBI INT-INDS | OPTION | 81369Y704 | 405 | 3,000 | SH | Put | SOLE | 0 | 3,000 | 0 | 0 |
| SPDR GOLD TRUST GOLD SHS | OPTION | 78463V107 | 770 | 2,000 | SH | Call | SOLE | 0 | 2,000 | 0 | 0 |
| CARNIVAL PLC ADR | STOCK | 14365C103 | 253 | 4,377 | SH | SOLE | 0 | 4,377 | 0 | 0 | |
| CREDIT SUISSE NASSAU BRH INVRS VIX STERM | STOCK | 22542D795 | 2,921 | 40,000 | SH | SOLE | 0 | 40,000 | 0 | 0 | |
| DISCOVERY COMMUNICATNS NEW COM SER A | STOCK | 25470F104 | 1,822 | 62,656 | SH | SOLE | 0 | 62,656 | 0 | 0 | |
| DOMINION RES INC VA NEW UNIT 08/15/2019 | STOCK | 25746U836 | 13,639 | 270,000 | SH | SOLE | 0 | 270,000 | 0 | 0 | |
| DYNEGY INC NEW DEL UNIT 07/01/20191 | STOCK | 26817R405 | 6,451 | 110,000 | SH | SOLE | 0 | 110,000 | 0 | 0 | |
| ETF MANAGERS TR PUREFUNDS ISE CY | STOCK | 26924G201 | 75 | 2,563 | SH | SOLE | 0 | 2,563 | 0 | 0 | |
| BLACKROCK DEBT STRAT FD INC COM NEW | STOCK | 09255R202 | 839 | 72,878 | SH | SOLE | 0 | 72,878 | 0 | 0 | |
| FACEBOOK INC CL A | STOCK | 30303M102 | 441 | 3,108 | SH | SOLE | 0 | 3,108 | 0 | 0 | |
| FORTRESS INVESTMENT GROUP LL CL A | STOCK | 34958B106 | 596 | 75,000 | SH | SOLE | 0 | 75,000 | 0 | 0 | |
| FRONTIER COMMUNICATIONS CORP PFD CONV SER-A | STOCK | 35906A207 | 3,717 | 76,000 | SH | SOLE | 0 | 76,000 | 0 | 0 | |
| HERTZ GLOBAL HLDGS INC COM | STOCK | 42806J106 | 526 | 30,000 | SH | SOLE | 0 | 30,000 | 0 | 0 | |
| ADOBE SYS INC COM | STOCK | 00724F101 | 6 | 50 | SH | SOLE | 0 | 50 | 0 | 0 | |
| HEWLETT PACKARD ENTERPRISE C COM | STOCK | 42824C109 | 22 | 969 | SH | SOLE | 0 | 969 | 0 | 0 | |
| LENDINGCLUB CORP COM | STOCK | 52603A109 | 439 | 80,000 | SH | SOLE | 0 | 80,000 | 0 | 0 | |
| LIBERTY INTERACTIVE CORP LBT VEN COM A NE | STOCK | 53071M856 | 270 | 6,073 | SH | SOLE | 0 | 6,073 | 0 | 0 | |
| AMERICAN TOWER CORP NEW DEP PFD CONV SE | STOCK | 03027X407 | 2,234 | 20,000 | SH | SOLE | 0 | 20,000 | 0 | 0 | |
| MONEYGRAM INTL INC COM NEW | STOCK | 60935Y208 | 418 | 24,875 | SH | SOLE | 0 | 24,875 | 0 | 0 | |
| NEUBERGER BERMAN RE ES SEC F COM | STOCK | 64190A103 | 163 | 30,795 | SH | SOLE | 0 | 30,795 | 0 | 0 | |
| NEXTERA ENERGY INC UNIT 09/01/2019 | STOCK | 65339F820 | 17,689 | 350,000 | SH | SOLE | 0 | 350,000 | 0 | 0 | |
| NVIDIA CORP COM | STOCK | 67066G104 | 1,633 | 15,000 | SH | SOLE | 0 | 15,000 | 0 | 0 | |
| PROSHARES TR II SHT VIX ST TRM | STOCK | 74347W627 | 705 | 5,000 | SH | SOLE | 0 | 5,000 | 0 | 0 | |
| RAYONIER ADVANCED MATLS INC PFD CV SER A | STOCK | 75508B203 | 8,226 | 80,000 | SH | SOLE | 0 | 80,000 | 0 | 0 | |
| SPDR GOLD TRUST GOLD SHS | STOCK | 78463V107 | 7,581 | 63,861 | SH | SOLE | 0 | 63,861 | 0 | 0 | |
| SPDR SERIES TRUST S&P REGL BKG | STOCK | 78464A698 | 49 | 900 | SH | SOLE | 0 | 900 | 0 | 0 | |
| SELECT SECTOR SPDR TR SBI INT-ENERGY | STOCK | 81369Y506 | 9,706 | 138,857 | SH | SOLE | 0 | 138,857 | 0 | 0 | |
| SELECT SECTOR SPDR TR SBI INT-FINL | STOCK | 81369Y605 | 8,113 | 341,900 | SH | SOLE | 0 | 341,900 | 0 | 0 | |
| SELECT SECTOR SPDR TR SBI INT-INDS | STOCK | 81369Y704 | 6,109 | 93,905 | SH | SOLE | 0 | 93,905 | 0 | 0 | |
| SYNGENTA AG SPONSORED ADR | STOCK | 87160A100 | 1,581 | 17,866 | SH | SOLE | 0 | 17,866 | 0 | 0 | |
| TABLEAU SOFTWARE INC CL A | STOCK | 87336U105 | 495 | 10,000 | SH | SOLE | 0 | 10,000 | 0 | 0 | |
| TWENTY FIRST CENTY FOX INC CL B | STOCK | 90130A200 | 877 | 27,606 | SH | SOLE | 0 | 27,606 | 0 | 0 | |
| UNITED STATES OIL FUND LP UNITS | STOCK | 91232N108 | 15,056 | 1,415,062 | SH | SOLE | 0 | 1,415,062 | 0 | 0 | |
| VALEANT PHARMACEUTICALS INTL COM | STOCK | 91911K102 | 551 | 50,000 | SH | SOLE | 0 | 50,000 | 0 | 0 | |
| VANECK VECTORS ETF TR GOLD MINERS ETF | STOCK | 92189F106 | 4,379 | 192,000 | SH | SOLE | 0 | 192,000 | 0 | 0 | |
| VANECK VECTORS ETF TR SEMICONDUCTOR ET | STOCK | 92189F676 | 121 | 1,530 | SH | SOLE | 0 | 1,530 | 0 | 0 | |
| VIRTUS INVT PARTNERS INC PFD CV SER D | STOCK | 92828Q208 | 5,818 | 60,000 | SH | SOLE | 0 | 60,000 | 0 | 0 | |
| BANCO MACRO SA SPON ADR B | STOCK | 05961W105 | 4,807 | 55,450 | SH | SOLE | 0 | 55,450 | 0 | 0 | |
| BARCLAYS BK PLC IPATH S&P500 VIX | STOCK | 06740Q252 | 274 | 17,364 | SH | SOLE | 0 | 17,364 | 0 | 0 | |
| CHINA CORD BLOOD CORP SHS | STOCK | G21107100 | 31 | 4,790 | SH | SOLE | 0 | 4,790 | 0 | 0 | |
| LIBERTY GLOBAL PLC SHS CL A | STOCK | G5480U104 | 1,791 | 49,947 | SH | SOLE | 0 | 49,947 | 0 | 0 | |
| ACCENTURE PLC IRELAND SHS CLASS A | STOCK | G1151C101 | 119 | 1,000 | SH | SOLE | 0 | 1,000 | 0 | 0 | |
| LIBERTY GLOBAL PLC LILAC SHS CL A | STOCK | G5480U138 | 39 | 1,786 | SH | SOLE | 0 | 1,786 | 0 | 0 | |
| STERIS PLC SHS USD | STOCK | G84720104 | 0 | 2 | SH | SOLE | 0 | 2 | 0 | 0 | |
| YANDEX N V SHS CLASS A | STOCK | N97284108 | 1,973 | 90,000 | SH | SOLE | 0 | 90,000 | 0 | 0 | |
| ATHENE HLDG LTD CL A | STOCK | G0684D107 | 647 | 12,951 | SH | SOLE | 0 | 12,951 | 0 | 0 | |