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
AK STL CORP NOTE 5.000%11/1 001546AP5 1,346 1,000,000 PRN   SOLE   1,000,000 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,087 65,000 SH   SOLE   65,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 10,391 10,314,000 PRN   SOLE   10,314,000 0 0
ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 5,279 4,500,000 PRN   SOLE   4,500,000 0 0
AVIS BUDGET GROUP COM 053774105 1,903 50,000 SH   SOLE   50,000 0 0
BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 7,661 6,000,000 PRN   SOLE   6,000,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 15,572 15,591,000 PRN   SOLE   15,591,000 0 0
CIT GROUP INC COM NEW 125581801 1,962 40,000 SH   SOLE   40,000 0 0
CANADIAN SOLAR INC NOTE 4.250% 2/1 136635AE9 13,336 13,660,000 PRN   SOLE   13,660,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 12,602 11,000,000 PRN   SOLE   11,000,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 3,270 760,500 SH   SOLE   760,500 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 573 74,572 SH   SOLE   74,572 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 2,478 2,500,000 PRN   SOLE   2,500,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,404 100,000 SH   SOLE   100,000 0 0
GNC HLDGS INC COM CL A 36191G107 2,888 326,698 SH   SOLE   326,698 0 0
GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 9,972 13,351,000 PRN   SOLE   13,351,000 0 0
GAMESTOP CORP NEW CL A 36467W109 2,196 106,286 SH   SOLE   106,286 0 0
GENERAL MTRS CO COM 37045V100 395 9,787 SH   SOLE   9,787 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 37,617 37,500,000 PRN   SOLE   37,500,000 0 0
ICONIX BRAND GROUP INC COM 451055107 673 118,357 SH   SOLE   118,357 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 23,699 23,818,000 PRN   SOLE   23,818,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934EAQ1 11,991 11,475,000 PRN   SOLE   11,475,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 26,400 24,000,000 PRN   SOLE   24,000,000 0 0
PENNEY J C INC COM 708160106 11,136 2,922,935 SH   SOLE   2,922,935 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 6,563 6,438,000 PRN   SOLE   6,438,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 9,455 9,135,000 PRN   SOLE   9,135,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 14,438 15,000,000 PRN   SOLE   15,000,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 544 1,510,000 SH   SOLE   1,510,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 15,799 15,829,000 PRN   SOLE   15,829,000 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 685 800,000 PRN   SOLE   800,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,193 133,472 SH   SOLE   133,472 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 11,006 10,000,000 PRN   SOLE   10,000,000 0 0
TOLL BROTHERS INC COM 889478103 415 10,000 SH   SOLE   10,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 8,550 9,000,000 PRN   SOLE   9,000,000 0 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 8,240 8,250,000 PRN   SOLE   8,250,000 0 0
WHITING PETE CORP NEW COM 966387102 781 143,000 SH   SOLE   143,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 14,491 14,500,000 PRN   SOLE   14,500,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 2,702 590,000 SH   SOLE   590,000 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 299 8,000 SH   SOLE   8,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,883 175,000 SH   SOLE   175,000 0 0
AVON PRODS INC COM 054303102 1,212 520,000 SH Call SOLE   520,000 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 2,193 186,000 SH Call SOLE   186,000 0 0
GNC HLDGS INC COM CL A 36191G107 1,253 141,700 SH Call SOLE   141,700 0 0
HERC HLDGS INC COM 42704L104 786 16,000 SH Call SOLE   16,000 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 1,207 54,000 SH Call SOLE   54,000 0 0
PENNEY J C INC COM 708160106 2,762 725,000 SH Call SOLE   725,000 0 0
RITE AID CORP COM 767754104 784 400,000 SH Call SOLE   400,000 0 0
TECK RESOURCES LTD CL B 878742204 791 37,500 SH Call SOLE   37,500 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 3,153 220,000 SH Call SOLE   220,000 0 0
VALE S A ADR 91912E105 5,035 500,000 SH Call SOLE   500,000 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 223 10,000 SH Call SOLE   10,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,614 200,000 SH Call SOLE   200,000 0 0
SEADRILL LIMITED SHS G7945E105 207 591,100 SH Call SOLE   591,100 0 0
TRANSOCEAN LTD REG SHS H8817H100 4,304 400,000 SH Call SOLE   400,000 0 0
ADOBE SYS INC COM 00724F101 22,004 147,500 SH Put SOLE   147,500 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADR 01609W102 36,787 213,000 SH Put SOLE   213,000 0 0
ALLY FINL INC COM 02005N100 47,195 1,945,400 SH Put SOLE   1,945,400 0 0
AMAZON COM INC COM 023135106 16,824 17,500 SH Put SOLE   17,500 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 182,571 3,844,400 SH Put SOLE   3,844,400 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 7,941 451,700 SH Put SOLE   451,700 0 0
APPLE INC COM 037833100 40,611 263,500 SH Put SOLE   263,500 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 12,313 478,005 SH Put SOLE   478,005 0 0
AUTODESK INC COM 052769106 10,103 90,000 SH Put SOLE   90,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 31,702 950,000 SH Put SOLE   950,000 0 0
BROOKDALE SR LIVING INC COM 112463104 16,204 1,528,700 SH Put SOLE   1,528,700 0 0
CIT GROUP INC COM NEW 125581801 85,994 1,753,200 SH Put SOLE   1,753,200 0 0
CSX CORP COM 126408103 18,031 332,300 SH Put SOLE   332,300 0 0
CANADIAN SOLAR INC COM 136635109 21,133 1,254,900 SH Put SOLE   1,254,900 0 0
CATERPILLAR INC DEL COM 149123101 3,330 26,700 SH Put SOLE   26,700 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 30,465 3,355,128 SH Put SOLE   3,355,128 0 0
CENTURYLINK INC COM 156700106 15,812 836,600 SH Put SOLE   836,600 0 0
CHESAPEAKE ENERGY CORP COM 165167107 5,407 1,257,400 SH Put SOLE   1,257,400 0 0
CHEVRON CORP NEW COM 166764100 34,663 295,000 SH Put SOLE   295,000 0 0
CLEVELAND CLIFFS INC COM 185899101 16,564 2,316,600 SH Put SOLE   2,316,600 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 77 10,000 SH Put SOLE   10,000 0 0
CONSTELLATION BRANDS INC CL A 21036P108 8,636 43,300 SH Put SOLE   43,300 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 31,955 605,900 SH Put SOLE   605,900 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,911 81,100 SH Put SOLE   81,100 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 39,275 468,000 SH Put SOLE   468,000 0 0
EBAY INC COM 278642103 33,891 881,200 SH Put SOLE   881,200 0 0
EXPEDIA INC DEL COM NEW 30212P303 41,527 288,500 SH Put SOLE   288,500 0 0
FACEBOOK INC CL A 30303M102 34,789 203,600 SH Put SOLE   203,600 0 0
FREEPORT-MCMORAN INC CL B 35671D857 69,995 4,985,400 SH Put SOLE   4,985,400 0 0
GNC HLDGS INC COM CL A 36191G107 18,785 2,125,000 SH Put SOLE   2,125,000 0 0
GAMESTOP CORP NEW CL A 36467W109 8,809 426,400 SH Put SOLE   426,400 0 0
GENERAL ELECTRIC CO COM 369604103 34,336 1,420,000 SH Put SOLE   1,420,000 0 0
GENERAL MTRS CO COM 37045V100 37,977 940,500 SH Put SOLE   940,500 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 32,294 465,000 SH Put SOLE   465,000 0 0
IAC INTERACTIVECORP COM 44919P508 87,421 743,500 SH Put SOLE   743,500 0 0
ICONIX BRAND GROUP INC COM 451055107 25,337 4,452,900 SH Put SOLE   4,452,900 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 18,460 268,700 SH Put SOLE   268,700 0 0
JABIL CIRCUIT INC COM 466313103 303 10,600 SH Put SOLE   10,600 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 1,148 46,000 SH Put SOLE   46,000 0 0
KB HOME COM 48666K109 17,460 723,900 SH Put SOLE   723,900 0 0
KROGER CO COM 501044101 602 30,000 SH Put SOLE   30,000 0 0
LAUDER ESTEE COS INC CL A 518439104 38,413 356,200 SH Put SOLE   356,200 0 0
LENNAR CORP CL A 526057104 1,665 31,600 SH Put SOLE   31,600 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 4,364 235,000 SH Put SOLE   235,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 231,420 5,251,200 SH Put SOLE   5,251,200 0 0
NAVIENT CORP COM 63938C108 15,335 1,021,000 SH Put SOLE   1,021,000 0 0
NIKE INC CL B 654106103 5,185 100,000 SH Put SOLE   100,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 25,033 1,592,400 SH Put SOLE   1,592,400 0 0
NVIDIA CORP COM 67066G104 35,128 196,500 SH Put SOLE   196,500 0 0
OCWEN FINL CORP COM NEW 675746309 509 148,000 SH Put SOLE   148,000 0 0
PALO ALTO NETWORKS INC COM 697435105 6,124 42,500 SH Put SOLE   42,500 0 0
PENNEY J C INC COM 708160106 18,890 4,958,000 SH Put SOLE   4,958,000 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3,053 304,100 SH Put SOLE   304,100 0 0
PIONEER NAT RES CO COM 723787107 4,426 30,000 SH Put SOLE   30,000 0 0
PRICELINE GRP INC COM 741503403 32,955 18,000 SH Put SOLE   18,000 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 25,170 3,745,500 SH Put SOLE   3,745,500 0 0
RH COM 74967X103 124,734 1,773,800 SH Put SOLE   1,773,800 0 0
SALESFORCE COM INC COM 79466L302 5,082 54,400 SH Put SOLE   54,400 0 0
SCHLUMBERGER LTD COM 806857108 27,360 392,200 SH Put SOLE   392,200 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 4,585 100,000 SH Put SOLE   100,000 0 0
SOUTHWEST AIRLS CO COM 844741108 31,461 562,000 SH Put SOLE   562,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 7,620 463,800 SH Put SOLE   463,800 0 0
TESLA MTRS INC COM 88160R101 295,325 865,801 SH Put SOLE   865,801 0 0
TEXTRON INC COM 883203101 43,104 800,000 SH Put SOLE   800,000 0 0
TWITTER INC COM 90184L102 5,567 330,000 SH Put SOLE   330,000 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 6,714 29,700 SH Put SOLE   29,700 0 0
UNITED CONTL HLDGS INC COM 910047109 62,158 1,021,000 SH Put SOLE   1,021,000 0 0
UNITED STATES STL CORP NEW COM 912909108 30,384 1,184,100 SH Put SOLE   1,184,100 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 15,005 1,047,100 SH Put SOLE   1,047,100 0 0
VEREIT INC COM 92339V100 29,492 3,557,500 SH Put SOLE   3,557,500 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 18,503 121,700 SH Put SOLE   121,700 0 0
VISA INC COM CL A 92826C839 34,024 323,300 SH Put SOLE   323,300 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 58,536 1,344,100 SH Put SOLE   1,344,100 0 0
WHITING PETE CORP NEW COM 966387102 393 18,000 SH Put SOLE   18,000 0 0
WORKDAY INC CL A 98138H101 4,911 46,600 SH Put SOLE   46,600 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 7,475 335,500 SH Put SOLE   335,500 0 0
HERBALIFE LTD COM USD SHS G4412G101 77,448 1,141,800 SH Put SOLE   1,141,800 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 46 10,000 SH Put SOLE   10,000 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 23,409 626,400 SH Put SOLE   626,400 0 0
SEADRILL LIMITED SHS G7945E105 53 152,600 SH Put SOLE   152,600 0 0
TRANSOCEAN LTD REG SHS H8817H100 23,357 2,170,700 SH Put SOLE   2,170,700 0 0
AERCAP HOLDINGS NV SHS N00985106 34,131 667,800 SH Put SOLE   667,800 0 0
YANDEX N V SHS CLASS A N97284108 51,639 1,567,200 SH Put SOLE   1,567,200 0 0