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
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 4,083 4,109,000 PRN   SOLE   4,109,000 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 9,536 9,500,000 PRN   SOLE   9,500,000 0 0
BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 1,598 1,500,000 PRN   SOLE   1,500,000 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 12,200 5,000,000 PRN   SOLE   5,000,000 0 0
COBALT INTL ENERGY INC COM 19075F106 1,835 195,017 SH   SOLE   195,017 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 5,097 7,000,000 PRN   SOLE   7,000,000 0 0
INTEROIL CORP COM 460951106 849 18,400 SH   SOLE   18,400 0 0
INTEROIL CORP NOTE 2.750%11/1 460951AC0 14,987 15,100,000 PRN   SOLE   15,100,000 0 0
KB HOME COM 48666K109 625 40,000 SH   SOLE   40,000 0 0
MBIA INC COM 55262C100 930 100,000 SH   SOLE   100,000 0 0
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 11,573 11,900,000 PRN   SOLE   11,900,000 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 2,494 2,500,000 PRN   SOLE   2,500,000 0 0
OMNICARE INC DBCV 3.250%12/1 681904AL2 3,139 2,860,000 PRN   SOLE   2,860,000 0 0
PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 6,697 5,000,000 PRN   SOLE   5,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 3,324 3,259,000 PRN   SOLE   3,259,000 0 0
RITE AID CORP NOTE 8.500% 5/1 767754BU7 16,806 5,000,000 PRN   SOLE   5,000,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 542 799,076 PRN   SOLE   799,076 0 0
SERVICESOURCE INTL LLC NOTE 1.500% 8/0 81763UAB6 1,852 2,500,000 PRN   SOLE   2,500,000 0 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 8,234 5,000,000 PRN   SOLE   5,000,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 14,490 9,000,000 PRN   SOLE   9,000,000 0 0
TOLL BROTHERS INC COM 889478103 607 15,430 SH   SOLE   15,430 0 0
UNITED STATES STL CORP NEW COM 912909108 366 15,000 SH   SOLE   15,000 0 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 2,316 2,500,000 PRN   SOLE   2,500,000 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 7,048 7,000,000 PRN   SOLE   7,000,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 6,291 900,000 SH   SOLE   900,000 0 0
WYNN RESORTS LTD COM 983134107 1,574 12,500 SH   SOLE   12,500 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 800 65,000 SH   SOLE   65,000 0 0
SEADRILL LIMITED SHS G7945E105 2,525 270,000 SH   SOLE   270,000 0 0
AK STL HLDG CORP COM 001547108 90 400,000 SH Call SOLE   400,000 0 0
COBALT INTL ENERGY INC COM 19075F106 13 41,100 SH Call SOLE   41,100 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 135 300,000 SH Call SOLE   300,000 0 0
THE ADT CORPORATION COM 00101J106 554 365,700 SH Put SOLE   365,700 0 0
ADOBE SYS INC COM 00724F101 71 736,200 SH Put SOLE   736,200 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 77 255,000 SH Put SOLE   255,000 0 0
ALLY FINL INC COM 02005N100 162 157,700 SH Put SOLE   157,700 0 0
AMAZON COM INC COM 023135106 29 15,000 SH Put SOLE   15,000 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 227 579,200 SH Put SOLE   579,200 0 0
ANNALY CAP MGMT INC COM 035710409 58 582,800 SH Put SOLE   582,800 0 0
APPLE INC COM 037833100 26 200,000 SH Put SOLE   200,000 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 18 50,600 SH Put SOLE   50,600 0 0
ASHLAND INC NEW COM 044209104 35 145,000 SH Put SOLE   145,000 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 21 35,000 SH Put SOLE   35,000 0 0
CBS CORP NEW CL B 124857202 36 256,500 SH Put SOLE   256,500 0 0
CIT GROUP INC COM NEW 125581801 441 426,600 SH Put SOLE   426,600 0 0
CATERPILLAR INC DEL COM 149123101 405 81,100 SH Put SOLE   81,100 0 0
CENTURYLINK INC COM 156700106 473 292,200 SH Put SOLE   292,200 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,236 436,400 SH Put SOLE   436,400 0 0
CIENA CORP COM NEW 171779309 24 300,000 SH Put SOLE   300,000 0 0
COBALT INTL ENERGY INC COM 19075F106 3,129 1,319,600 SH Put SOLE   1,319,600 0 0
CONSTELLATION BRANDS INC CL A 21036P108 144 507,900 SH Put SOLE   507,900 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 149 102,300 SH Put SOLE   102,300 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 234 1,209,500 SH Put SOLE   1,209,500 0 0
FACEBOOK INC CL A 30303M102 101 1,576,600 SH Put SOLE   1,576,600 0 0
GENWORTH FINL INC COM CL A 37247D106 10 12,000 SH Put SOLE   12,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 97 16,000 SH Put SOLE   16,000 0 0
INTEROIL CORP COM 460951106 1,004 1,170,400 SH Put SOLE   1,170,400 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 41 10,000 SH Put SOLE   10,000 0 0
KB HOME COM 48666K109 139 176,200 SH Put SOLE   176,200 0 0
L BRANDS INC COM 501797104 63 58,500 SH Put SOLE   58,500 0 0
LENNAR CORP CL A 526057104 107 172,400 SH Put SOLE   172,400 0 0
LINEAR TECHNOLOGY CORP COM 535678106 85 122,100 SH Put SOLE   122,100 0 0
MBIA INC COM 55262C100 912 683,600 SH Put SOLE   683,600 0 0
MGM RESORTS INTERNATIONAL COM 552953101 1,316 1,788,600 SH Put SOLE   1,788,600 0 0
MCDONALDS CORP COM 580135101 44 298,000 SH Put SOLE   298,000 0 0
MERITAGE HOMES CORP COM 59001A102 7 11,000 SH Put SOLE   11,000 0 0
MICRON TECHNOLOGY INC COM 595112103 94 2,280,700 SH Put SOLE   2,280,700 0 0
NETFLIX INC COM 64110L106 9 300,000 SH Put SOLE   300,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 46 121,500 SH Put SOLE   121,500 0 0
PHH CORP COM NEW 693320202 94 103,000 SH Put SOLE   103,000 0 0
PALO ALTO NETWORKS INC COM 697435105 0 156,300 SH Put SOLE   156,300 0 0
PENNEY J C INC COM 708160106 1,800 4,043,900 SH Put SOLE   4,043,900 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,032 1,576,700 SH Put SOLE   1,576,700 0 0
PRICELINE GRP INC COM NEW 741503403 12 8,500 SH Put SOLE   8,500 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 144 480,500 SH Put SOLE   480,500 0 0
REALOGY HLDGS CORP COM 75605Y106 29 20,000 SH Put SOLE   20,000 0 0
SALESFORCE COM INC COM 79466L302 25 143,800 SH Put SOLE   143,800 0 0
TESORO CORP COM 881609101 191 122,300 SH Put SOLE   122,300 0 0
TESLA MTRS INC COM 88160R101 39 622,600 SH Put SOLE   622,600 0 0
U S G CORP COM NEW 903293405 235 174,400 SH Put SOLE   174,400 0 0
UNDER ARMOUR INC CL A 904311107 17 117,900 SH Put SOLE   117,900 0 0
UNITED CONTL HLDGS INC COM 910047109 988 176,400 SH Put SOLE   176,400 0 0
UNITED STATES STL CORP NEW COM 912909108 315 147,400 SH Put SOLE   147,400 0 0
VISA INC COM CL A 92826C839 26 742,000 SH Put SOLE   742,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2 94,700 SH Put SOLE   94,700 0 0
WEBMD HEALTH CORP COM 94770V102 178 155,500 SH Put SOLE   155,500 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 12,925 2,662,300 SH Put SOLE   2,662,300 0 0
WYNN RESORTS LTD COM 983134107 1,269 66,100 SH Put SOLE   66,100 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 190 68,500 SH Put SOLE   68,500 0 0
YAHOO INC COM 984332106 40 686,200 SH Put SOLE   686,200 0 0
YELP INC CL A 985817105 158 150,000 SH Put SOLE   150,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 9 20,100 SH Put SOLE   20,100 0 0
SEADRILL LIMITED SHS G7945E105 10,292 2,376,200 SH Put SOLE   2,376,200 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 71 25,000 SH Put SOLE   25,000 0 0