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 |
| ALPHABET INC | CAP STK CL C | 02079K107 | 11,024 | 10,645 | SH | SOLE | 10,645 | 0 | 0 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 10,966 | 10,494 | SH | SOLE | 10,494 | 0 | 0 | ||
| AMAZON COM INC | COM | 023135106 | 10,252 | 6,826 | SH | SOLE | 6,826 | 0 | 0 | ||
| ANNALY CAP MGMT INC | COM | 035710409 | 963 | 98,100 | SH | SOLE | 98,100 | 0 | 0 | ||
| ANNALY CAP MGMT INC | COM | 035710409 | 1,318 | 134,200 | SH | Put | SOLE | 134,200 | 0 | 0 | |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 10,516 | 51,504 | SH | SOLE | 51,504 | 0 | 0 | ||
| CIGNA CORP NEW | COM | 125523100 | 5,284 | 27,822 | SH | SOLE | 27,822 | 0 | 0 | ||
| CITIGROUP INC | COM NEW | 172967424 | 8,780 | 168,646 | SH | SOLE | 168,646 | 0 | 0 | ||
| FACEBOOK INC | CL A | 30303M102 | 9,806 | 74,801 | SH | SOLE | 74,801 | 0 | 0 | ||
| GENERAL ELECTRIC CO | COM | 369604103 | 4,977 | 657,500 | SH | Put | SOLE | 657,500 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 3,456 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| ISHARES TR | BARCLAYS 7 10 YR | 464287440 | 62,520 | 600,000 | SH | Put | SOLE | 600,000 | 0 | 0 | |
| ISHARES TR | BARCLAYS 7 10 YR | 464287440 | 114,099 | 1,095,000 | SH | Call | SOLE | 1,095,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 36,008 | 444,000 | SH | Put | SOLE | 444,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 143,385 | 1,768,000 | SH | Call | SOLE | 1,768,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 29,679 | 21,036,000 | PRN | SOLE | 21,036,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 27,094 | 24,500,000 | PRN | SOLE | 24,500,000 | 0 | 0 | ||
| PROCTER AND GAMBLE CO | COM | 742718109 | 11,302 | 122,958 | SH | SOLE | 122,958 | 0 | 0 | ||
| PROSHARES TR II | ULTRA VIX SHORT | 74347W148 | 17,090 | 209,100 | SH | Call | SOLE | 209,100 | 0 | 0 | |
| PROSHARES TR II | ULTRA VIX SHORT | 74347W148 | 80,447 | 984,300 | SH | Put | SOLE | 984,300 | 0 | 0 | |
| SCHLUMBERGER LTD | COM | 806857108 | 5,881 | 163,000 | SH | Call | SOLE | 163,000 | 0 | 0 | |
| TESLA INC | COM | 88160R101 | 23,296 | 70,000 | SH | Put | SOLE | 70,000 | 0 | 0 | |
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 5,212 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 3,378 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 11,511 | 240,923 | SH | SOLE | 240,923 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 11,093 | 197,308 | SH | SOLE | 197,308 | 0 | 0 | ||