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 COM 007903107 56 200,000 SH Call SOLE   200,000 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 1,081 1,418,900 SH Put SOLE   1,418,900 0 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 10,194 10,200,000 PRN   SOLE   10,200,000 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 6,087 241,050 SH   SOLE   241,050 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 989 946,300 SH Put SOLE   946,300 0 0
ANADARKO PETE CORP COM 032511107 0 60,000 SH Call SOLE   60,000 0 0
ANNALY CAP MGMT INC COM 035710409 3,436 5,383,400 SH Put SOLE   5,383,400 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 35,459 35,000,000 PRN   SOLE   35,000,000 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 296 16,600 SH   SOLE   16,600 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 16 1,588,700 SH Put SOLE   1,588,700 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 10,144 10,000,000 PRN   SOLE   10,000,000 0 0
BALLY TECHNOLOGIES INC COM 05874B107 31 305,000 SH Put SOLE   305,000 0 0
BEST BUY INC COM 086516101 27 2,055,000 SH Put SOLE   2,055,000 0 0
BLOCK H & R INC COM 093671105 36 1,454,600 SH Put SOLE   1,454,600 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 60 300,000 SH Call SOLE   300,000 0 0
CIT GROUP INC COM NEW 125581801 103 44,000 SH Call SOLE   44,000 0 0
CIT GROUP INC COM NEW 125581801 121 2,314,800 SH Put SOLE   2,314,800 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 9,397 5,000,000 PRN   SOLE   5,000,000 0 0
CELGENE CORP RIGHT 12/31/2030 151020112 41 15,000 SH   SOLE   15,000 0 0
CELSION CORPORATION COM PAR $0.01 15117N404 6 49,500 SH Call SOLE   49,500 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 535 3,346,200 SH Put SOLE   3,346,200 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 13,063 11,000,000 PRN   SOLE   11,000,000 0 0
CENTURYLINK INC COM 156700106 282 8,840 SH   SOLE   8,840 0 0
CENTURYLINK INC COM 156700106 3 102,600 SH Call SOLE   102,600 0 0
CHESAPEAKE ENERGY CORP COM 165167107 163 2,303,700 SH Put SOLE   2,303,700 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 4,203 4,000,000 PRN   SOLE   4,000,000 0 0
CIENA CORP COM NEW 171779309 4 100,000 SH Call SOLE   100,000 0 0
CIENA CORP COM NEW 171779309 103 556,600 SH Put SOLE   556,600 0 0
COBALT INTL ENERGY INC COM 19075F106 256 121,500 SH Put SOLE   121,500 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 1,771 2,000,000 PRN   SOLE   2,000,000 0 0
CONSTELLATION BRANDS INC CL A 21036P108 0 50,000 SH Call SOLE   50,000 0 0
CONSTELLATION BRANDS INC CL A 21036P108 0 163,700 SH Put SOLE   163,700 0 0
COOPER STD HLDGS INC COM 21676P103 3,292 67,036 SH   SOLE   67,036 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 30,242 17,500,000 PRN   SOLE   17,500,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 230 6,278,400 SH Put SOLE   6,278,400 0 0
DONNELLEY R R & SONS CO COM 257867101 23 905,500 SH Put SOLE   905,500 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 159 561,400 SH Put SOLE   561,400 0 0
EXPEDIA INC DEL COM NEW 30212P303 652 9,360 SH   SOLE   9,360 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 25 46,000 SH Call SOLE   46,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 14 169,100 SH Put SOLE   169,100 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 837 180,000 SH   SOLE   180,000 0 0
GALENA BIOPHARMA INC COM 363256108 213 300,000 SH Call SOLE   300,000 0 0
GENERAL MTRS CO COM 37045V100 176 120,000 SH Call SOLE   120,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7 741,400 SH Put SOLE   741,400 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 24 974,800 SH Put SOLE   974,800 0 0
HCA HOLDINGS INC COM 40412C101 1 20,000 SH Put SOLE   20,000 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 13 506,500 SH Put SOLE   506,500 0 0
HEWLETT PACKARD CO COM 428236103 6 282,900 SH Put SOLE   282,900 0 0
ISTAR FINL INC COM 45031U101 0 5,697,600 SH Put SOLE   5,697,600 0 0
INTEROIL CORP COM 460951106 2,759 987,100 SH Put SOLE   987,100 0 0
INTEROIL CORP NOTE 2.750%11/1 460951AC0 14,549 15,750,000 PRN   SOLE   15,750,000 0 0
IRON MTN INC COM 462846106 306 240,000 SH Put SOLE   240,000 0 0
LENNAR CORP CL A 526057104 3 136,900 SH Put SOLE   136,900 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,595 48,100 SH   SOLE   48,100 0 0
LEXMARK INTL NEW CL A 529771107 278 7,817 SH   SOLE   7,817 0 0
LEXMARK INTL NEW CL A 529771107 16 235,000 SH Put SOLE   235,000 0 0
LOUISIANA PAC CORP COM 546347105 4 150,000 SH Call SOLE   150,000 0 0
MBIA INC COM 55262C100 763 7,663,300 SH Put SOLE   7,663,300 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2 21,700 SH Put SOLE   21,700 0 0
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 11,915 11,900,000 PRN   SOLE   11,900,000 0 0
MERITOR INC COM 59001K100 113 150,000 SH Call SOLE   150,000 0 0
MORGAN STANLEY COM NEW 617446448 0 10,000 SH Put SOLE   10,000 0 0
NRG ENERGY INC COM NEW 629377508 75 2,988,600 SH Put SOLE   2,988,600 0 0
NUCOR CORP COM 670346105 1 93,900 SH Put SOLE   93,900 0 0
OMNICARE INC DBCV 3.250%12/1 681904AL2 3,071 2,860,000 PRN   SOLE   2,860,000 0 0
PHH CORP COM NEW 693320202 124 991,500 SH Put SOLE   991,500 0 0
PEABODY ENERGY CORP COM 704549104 59 27,400 SH Put SOLE   27,400 0 0
PENNEY J C INC COM 708160106 8,742 5,806,500 SH Put SOLE   5,806,500 0 0
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 6,919 5,000,000 PRN   SOLE   5,000,000 0 0
RADIOSHACK CORP COM 750438103 106 40,900 SH   SOLE   40,900 0 0
RADIOSHACK CORP COM 750438103 0 201,000 SH Call SOLE   201,000 0 0
RITE AID CORP NOTE 8.500% 5/1 767754BU7 14,459 7,019,000 PRN   SOLE   7,019,000 0 0
ROSETTA STONE INC COM 777780107 542 44,379 SH   SOLE   44,379 0 0
SLM CORP COM 78442P106 0 2,250,300 SH Put SOLE   2,250,300 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 395 3,400 SH   SOLE   3,400 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 641 813,300 SH Put SOLE   813,300 0 0
SAFEWAY INC COM NEW 786514208 0 185,500 SH Put SOLE   185,500 0 0
SANOFI RIGHT 12/31/2020 80105N113 204 599,076 SH   SOLE   599,076 0 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 13,119 5,000,000 PRN   SOLE   5,000,000 0 0
TESLA MTRS INC COM 88160R101 0 100,000 SH Put SOLE   100,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 11,110 8,000,000 PRN   SOLE   8,000,000 0 0
3-D SYS CORP DEL COM NEW 88554D205 3 38,100 SH Put SOLE   38,100 0 0
TOLL BROTHERS INC COM 889478103 571 15,430 SH   SOLE   15,430 0 0
UNITED CONTL HLDGS INC COM 910047109 0 2,375,200 SH Put SOLE   2,375,200 0 0
UNITED STATES STL CORP NEW COM 912909108 695 23,550 SH   SOLE   23,550 0 0
UNITED STATES STL CORP NEW COM 912909108 0 2,856,400 SH Put SOLE   2,856,400 0 0
VALE S A ADR 91912E105 0 18,000 SH Put SOLE   18,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 0 150,000 SH Put SOLE   150,000 0 0
WAL-MART STORES INC COM 931142103 0 400,000 SH Call SOLE   400,000 0 0
WALTER ENERGY INC COM 93317Q105 0 300,500 SH Put SOLE   300,500 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 688 20,900 SH   SOLE   20,900 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 0 173,400 SH Put SOLE   173,400 0 0
WINDSTREAM HLDGS INC COM 97382A101 0 105,400 SH Put SOLE   105,400 0 0
NABORS INDUSTRIES LTD SHS G6359F103 398 23,400 SH   SOLE   23,400 0 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1,061 68,500 SH   SOLE   68,500 0 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 0 50,000 SH Call SOLE   50,000 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3 349,400 SH Put SOLE   349,400 0 0