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
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 4,275 4,500,000 PRN   SOLE   4,500,000 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 773 150,000 SH   SOLE   150,000 0 0
BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 1,543 1,500,000 PRN   SOLE   1,500,000 0 0
CATERPILLAR INC DEL COM 149123101 2,935 44,900 SH   SOLE   44,900 0 0
CENTURYLINK INC COM 156700106 754 30,000 SH   SOLE   30,000 0 0
COBALT INTL ENERGY INC COM 19075F106 2,407 340,000 SH   SOLE   340,000 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 4,988 7,000,000 PRN   SOLE   7,000,000 0 0
DBX ETF TR DBXTR HAR CS 300 233051879 647 20,000 SH   SOLE   20,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 449 10,000 SH   SOLE   10,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 727 75,000 SH   SOLE   75,000 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 475 100,000 SH   SOLE   100,000 0 0
GENERAL ELECTRIC CO COM 369604103 12,610 500,000 SH   SOLE   500,000 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 3,394 52,000 SH   SOLE   52,000 0 0
INTEROIL CORP COM 460951106 674 20,000 SH   SOLE   20,000 0 0
INTEROIL CORP NOTE 2.750%11/1 460951AC0 15,015 15,100,000 PRN   SOLE   15,100,000 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 4,516 5,000,000 PRN   SOLE   5,000,000 0 0
KB HOME COM 48666K109 542 40,000 SH   SOLE   40,000 0 0
LINEAR TECHNOLOGY CORP COM 535678106 404 10,000 SH   SOLE   10,000 0 0
MBIA INC COM 55262C100 3,040 500,000 SH   SOLE   500,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 1,384 75,000 SH   SOLE   75,000 0 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 6,382 6,362,000 PRN   SOLE   6,362,000 0 0
MICRON TECHNOLOGY INC COM 595112103 3,146 210,000 SH   SOLE   210,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1,399 110,000 SH   SOLE   110,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934EAQ1 2,758 3,743,000 PRN   SOLE   3,743,000 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 5,116 5,000,000 PRN   SOLE   5,000,000 0 0
PHH CORP COM NEW 693320202 353 25,000 SH   SOLE   25,000 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 218 50,000 SH   SOLE   50,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 7,053 5,000,000 PRN   SOLE   5,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 6,282 6,259,000 PRN   SOLE   6,259,000 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 1,504 50,000 SH   SOLE   50,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 233 1,223,054 SH   SOLE   1,223,054 0 0
SERVICESOURCE INTL LLC NOTE 1.500% 8/0 81763UAB6 2,088 2,500,000 PRN   SOLE   2,500,000 0 0
SINA CORP NOTE 1.000%12/0 82922RAD5 6,937 7,293,000 PRN   SOLE   7,293,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 18,326 9,000,000 PRN   SOLE   9,000,000 0 0
TOLL BROTHERS INC COM 889478103 528 15,430 SH   SOLE   15,430 0 0
UNITED STATES STL CORP NEW COM 912909108 313 30,000 SH   SOLE   30,000 0 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 3,299 3,500,000 PRN   SOLE   3,500,000 0 0
WEBMD HEALTH CORP COM 94770V102 233 5,859 SH   SOLE   5,859 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 7,031 7,000,000 PRN   SOLE   7,000,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 5,143 806,100 SH   SOLE   806,100 0 0
WYNN RESORTS LTD COM 983134107 2,661 50,100 SH   SOLE   50,100 0 0
YY INC ADS REPCOM CLA 98426T106 3,272 60,000 SH   SOLE   60,000 0 0
YY INC NOTE 2.250% 4/0 98426TAB2 7,979 8,500,000 PRN   SOLE   8,500,000 0 0
YELP INC CL A 985817105 1,300 60,000 SH   SOLE   60,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 1,526 180,000 SH   SOLE   180,000 0 0
SEADRILL LIMITED SHS G7945E105 6,490 1,100,000 SH   SOLE   1,100,000 0 0
AK STL HLDG CORP COM 001547108 40 500,000 SH Call SOLE   500,000 0 0
COBALT INTL ENERGY INC COM 19075F106 2 41,100 SH Call SOLE   41,100 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 45 300,000 SH Call SOLE   300,000 0 0
TECK RESOURCES LTD CL B 878742204 29 200,000 SH Call SOLE   200,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 40 721,800 SH Call SOLE   721,800 0 0
THE ADT CORPORATION COM 00101J106 370 375,700 SH Put SOLE   375,700 0 0
ADOBE SYS INC COM 00724F101 22 736,200 SH Put SOLE   736,200 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 690 403,000 SH Put SOLE   403,000 0 0
ALLY FINL INC COM 02005N100 426 557,700 SH Put SOLE   557,700 0 0
AMAZON COM INC COM 023135106 117 22,500 SH Put SOLE   22,500 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 210 129,300 SH Put SOLE   129,300 0 0
APPLE INC COM 037833100 32 200,000 SH Put SOLE   200,000 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2,927 2,150,800 SH Put SOLE   2,150,800 0 0
ASHLAND INC NEW COM 044209104 52 145,000 SH Put SOLE   145,000 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 28 35,000 SH Put SOLE   35,000 0 0
CBS CORP NEW CL B 124857202 231 329,700 SH Put SOLE   329,700 0 0
CIT GROUP INC COM NEW 125581801 672 639,500 SH Put SOLE   639,500 0 0
CATERPILLAR INC DEL COM 149123101 1,343 227,500 SH Put SOLE   227,500 0 0
CENTURYLINK INC COM 156700106 2,444 758,100 SH Put SOLE   758,100 0 0
CLIFFS NAT RES INC COM 18683K101 636 497,000 SH Put SOLE   497,000 0 0
COBALT INTL ENERGY INC COM 19075F106 4,363 1,567,800 SH Put SOLE   1,567,800 0 0
CONSTELLATION BRANDS INC CL A 21036P108 51 507,900 SH Put SOLE   507,900 0 0
DBX ETF TR DBXTR HAR CS 300 233051879 609 160,200 SH Put SOLE   160,200 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 135 102,300 SH Put SOLE   102,300 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 141 1,209,500 SH Put SOLE   1,209,500 0 0
FACEBOOK INC CL A 30303M102 120 1,616,600 SH Put SOLE   1,616,600 0 0
58 COM INC SPON ADR REP A 31680Q104 105 100,000 SH Put SOLE   100,000 0 0
GENERAL ELECTRIC CO COM 369604103 5,063 500,000 SH Put SOLE   500,000 0 0
GENWORTH FINL INC COM CL A 37247D106 17 12,000 SH Put SOLE   12,000 0 0
GRACE W R & CO DEL NEW COM 38388F108 140 80,000 SH Put SOLE   80,000 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 1,720 400,000 SH Put SOLE   400,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 109 40,000 SH Put SOLE   40,000 0 0
INTEROIL CORP COM 460951106 839 1,230,000 SH Put SOLE   1,230,000 0 0
INVENSENSE INC COM 46123D205 417 757,500 SH Put SOLE   757,500 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 146 25,000 SH Put SOLE   25,000 0 0
KB HOME COM 48666K109 836 876,200 SH Put SOLE   876,200 0 0
KROGER CO COM 501044101 127 270,000 SH Put SOLE   270,000 0 0
L BRANDS INC COM 501797104 73 58,500 SH Put SOLE   58,500 0 0
LENNAR CORP CL A 526057104 143 172,400 SH Put SOLE   172,400 0 0
LINEAR TECHNOLOGY CORP COM 535678106 108 122,100 SH Put SOLE   122,100 0 0
MBIA INC COM 55262C100 2,062 674,400 SH Put SOLE   674,400 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,022 1,870,400 SH Put SOLE   1,870,400 0 0
MCDONALDS CORP COM 580135101 15 298,000 SH Put SOLE   298,000 0 0
MELCO CROWN ENTMT LTD ADR 585464100 290 400,000 SH Put SOLE   400,000 0 0
MERITAGE HOMES CORP COM 59001A102 424 266,000 SH Put SOLE   266,000 0 0
MICRON TECHNOLOGY INC COM 595112103 1,321 2,480,700 SH Put SOLE   2,480,700 0 0
MONDELEZ INTL INC CL A 609207105 171 422,900 SH Put SOLE   422,900 0 0
NAVISTAR INTL CORP NEW COM 63934E108 3,110 1,219,600 SH Put SOLE   1,219,600 0 0
NETFLIX INC COM 64110L106 634 2,750,000 SH Put SOLE   2,750,000 0 0
NIKE INC CL B 654106103 161 111,400 SH Put SOLE   111,400 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 207 521,500 SH Put SOLE   521,500 0 0
PHH CORP COM NEW 693320202 309 117,000 SH Put SOLE   117,000 0 0
PALO ALTO NETWORKS INC COM 697435105 71 181,300 SH Put SOLE   181,300 0 0
PENNEY J C INC COM 708160106 1,043 4,236,900 SH Put SOLE   4,236,900 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3,335 4,567,500 SH Put SOLE   4,567,500 0 0
PRICELINE GRP INC COM NEW 741503403 119 18,500 SH Put SOLE   18,500 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 564 1,411,000 SH Put SOLE   1,411,000 0 0
REALOGY HLDGS CORP COM 75605Y106 6 20,000 SH Put SOLE   20,000 0 0
SALESFORCE COM INC COM 79466L302 186 233,800 SH Put SOLE   233,800 0 0
SOTHEBYS COM 835898107 380 220,800 SH Put SOLE   220,800 0 0
TESORO CORP COM 881609101 144 122,300 SH Put SOLE   122,300 0 0
TESLA MTRS INC COM 88160R101 18 622,600 SH Put SOLE   622,600 0 0
U S G CORP COM NEW 903293405 222 174,400 SH Put SOLE   174,400 0 0
UNDER ARMOUR INC CL A 904311107 242 378,600 SH Put SOLE   378,600 0 0
UNITED CONTL HLDGS INC COM 910047109 1,563 253,600 SH Put SOLE   253,600 0 0
UNITED STATES STL CORP NEW COM 912909108 2,299 753,300 SH Put SOLE   753,300 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 509 25,000 SH Put SOLE   25,000 0 0
VEREIT INC COM 92339V100 386 1,110,200 SH Put SOLE   1,110,200 0 0
VISA INC COM CL A 92826C839 43 742,000 SH Put SOLE   742,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 95 189,900 SH Put SOLE   189,900 0 0
WEBMD HEALTH CORP COM 94770V102 160 210,500 SH Put SOLE   210,500 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 5,022 3,083,500 SH Put SOLE   3,083,500 0 0
WYNN RESORTS LTD COM 983134107 4,249 51,100 SH Put SOLE   51,100 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 209 68,500 SH Put SOLE   68,500 0 0
YY INC ADS REPCOM CLA 98426T106 2,321 893,500 SH Put SOLE   893,500 0 0
YAHOO INC COM 984332106 172 686,200 SH Put SOLE   686,200 0 0
YELP INC CL A 985817105 888 150,000 SH Put SOLE   150,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 20 20,100 SH Put SOLE   20,100 0 0
SEADRILL LIMITED SHS G7945E105 17,054 3,379,700 SH Put SOLE   3,379,700 0 0
SINA CORP ORD G81477104 826 484,100 SH Put SOLE   484,100 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 53 25,000 SH Put SOLE   25,000 0 0