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 19,878 16,623,000 PRN   SOLE   16,623,000 0 0
ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 4,721 4,500,000 PRN   SOLE   4,500,000 0 0
AVIS BUDGET GROUP COM 053774105 1,874 40,000 SH   SOLE   40,000 0 0
CANADIAN SOLAR INC NOTE 4.250% 2/1 136635AE9 13,523 13,660,000 PRN   SOLE   13,660,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 2,802 3,000,000 PRN   SOLE   3,000,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 3,926 3,800,000 PRN   SOLE   3,800,000 0 0
CENTURYLINK INC COM 156700106 596 36,300 SH   SOLE   36,300 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 813 205,272 SH   SOLE   205,272 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 2,423 2,500,000 PRN   SOLE   2,500,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 5,455 49,406 SH   SOLE   49,406 0 0
FREEPORT-MCMORAN INC CL B 35671D857 879 50,000 SH   SOLE   50,000 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 378 51,000 SH   SOLE   51,000 0 0
GNC HLDGS INC COM CL A 36191G107 5,173 1,340,283 SH   SOLE   1,340,283 0 0
GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 9,454 13,351,000 PRN   SOLE   13,351,000 0 0
GAMESTOP CORP NEW CL A 36467W109 3,487 276,286 SH   SOLE   276,286 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 6,675 7,500,000 PRN   SOLE   7,500,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 46,735 38,500,000 PRN   SOLE   38,500,000 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 1,092 55,000 SH   SOLE   55,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934EAQ1 5,579 5,495,000 PRN   SOLE   5,495,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 27,328 26,500,000 PRN   SOLE   26,500,000 0 0
PENNEY J C INC COM 708160106 1,488 492,800 SH   SOLE   492,800 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 449 68,600 SH   SOLE   68,600 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 9,352 9,135,000 PRN   SOLE   9,135,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 6,639 6,614,000 PRN   SOLE   6,614,000 0 0
RITE AID CORP COM 767754104 126 75,000 SH   SOLE   75,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 638 1,510,000 SH   SOLE   1,510,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 15,533 15,829,000 PRN   SOLE   15,829,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,297 53,472 SH   SOLE   53,472 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 9,992 10,000,000 PRN   SOLE   10,000,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 20,906 21,000,000 PRN   SOLE   21,000,000 0 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 4,975 5,000,000 PRN   SOLE   5,000,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 929 14,572 SH   SOLE   14,572 0 0
WHITING PETE CORP NEW COM NEW 966387409 1,210 35,750 SH   SOLE   35,750 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 1,892 2,000,000 PRN   SOLE   2,000,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 15,527 15,264,000 PRN   SOLE   15,264,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 1,500 655,000 SH   SOLE   655,000 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,046 72,245 SH   SOLE   72,245 0 0
AVON PRODS INC COM 054303102 1,799 633,600 SH Call SOLE   633,600 0 0
BROOKDALE SR LIVING INC COM 112463104 714 67,400 SH Call SOLE   67,400 0 0
CANADIAN SOLAR INC COM 136635109 231 13,700 SH Call SOLE   13,700 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 1,247 168,000 SH Call SOLE   168,000 0 0
GNC HLDGS INC COM CL A 36191G107 362 93,800 SH Call SOLE   93,800 0 0
NAVISTAR INTL CORP NEW COM 63934E108 2,204 50,000 SH Call SOLE   50,000 0 0
PANDORA MEDIA INC COM 698354107 126 16,400 SH Call SOLE   16,400 0 0
RH COM 74967X103 5,626 80,000 SH Call SOLE   80,000 0 0
RITE AID CORP COM 767754104 672 400,000 SH Call SOLE   400,000 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 557 22,800 SH Call SOLE   22,800 0 0
HERBALIFE LTD COM USD SHS G4412G101 2,591 76,400 SH Call SOLE   76,400 0 0
AK STL HLDG CORP COM 001547108 7,938 1,420,000 SH Put SOLE   1,420,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 36,787 213,000 SH Put SOLE   213,000 0 0
AMAZON COM INC COM 023135106 35,666 37,100 SH Put SOLE   37,100 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 34,843 733,700 SH Put SOLE   733,700 0 0
APPLE INC COM 037833100 40,611 263,500 SH Put SOLE   263,500 0 0
AVON PRODS INC COM 054303102 1,152 494,600 SH Put SOLE   494,600 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 31,702 950,000 SH Put SOLE   950,000 0 0
PRICELINE GRP INC COM 741503403 32,955 18,000 SH Put SOLE   18,000 0 0
BROOKDALE SR LIVING INC COM 112463104 1,445 215,300 SH Put SOLE   215,300 0 0
CSX CORP COM 126408103 18,573 342,300 SH Put SOLE   342,300 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 14,775 1,195,600 SH Put SOLE   1,195,600 0 0
CANADIAN SOLAR INC COM 136635109 21,857 1,337,000 SH Put SOLE   1,337,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 2,815 425,200 SH Put SOLE   425,200 0 0
CENTURYLINK INC COM 156700106 24,379 1,408,100 SH Put SOLE   1,408,100 0 0
CHEVRON CORP NEW COM 166764100 34,663 295,000 SH Put SOLE   295,000 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 3,529 755,700 SH Put SOLE   755,700 0 0
CONSTELLATION BRANDS INC CL A 21036P108 32,032 160,600 SH Put SOLE   160,600 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 31,955 605,900 SH Put SOLE   605,900 0 0
DISH NETWORK CORP CL A 25470M109 10,346 192,100 SH Put SOLE   192,100 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
ENERGEN CORP COM 29265N108 3,638 65,900 SH Put SOLE   65,900 0 0
EXPEDIA INC DEL COM NEW 30212P303 41,527 288,500 SH Put SOLE   288,500 0 0
GNC HLDGS INC COM CL A 36191G107 14,733 3,689,000 SH Put SOLE   3,689,000 0 0
GAMESTOP CORP NEW CL A 36467W109 6,358 464,300 SH Put SOLE   464,300 0 0
GENERAL ELECTRIC CO COM 369604103 6,045 250,000 SH Put SOLE   250,000 0 0
GOGO INC COM 38046C109 10,054 1,163,200 SH Put SOLE   1,163,200 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 32,294 465,000 SH Put SOLE   465,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 18,460 268,700 SH Put SOLE   268,700 0 0
LAUDER ESTEE COS INC CL A 518439104 38,413 356,200 SH Put SOLE   356,200 0 0
LAYNE CHRISTENSEN CO COM 521050104 3,742 258,500 SH Put SOLE   258,500 0 0
MBIA INC COM 55262C100 180 20,400 SH Put SOLE   20,400 0 0
MATTEL INC COM 577081102 352 25,000 SH Put SOLE   25,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 34,148 976,500 SH Put SOLE   976,500 0 0
NVIDIA CORP COM 67066G104 38,704 216,500 SH Put SOLE   216,500 0 0
OCWEN FINL CORP COM NEW 675746309 610 148,000 SH Put SOLE   148,000 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 13,880 2,109,200 SH Put SOLE   2,109,200 0 0
RH COM 74967X103 151,190 1,787,100 SH Put SOLE   1,787,100 0 0
RENT A CTR INC NEW COM 76009N100 762 76,100 SH Put SOLE   76,100 0 0
SCHLUMBERGER LTD COM 806857108 27,360 392,200 SH Put SOLE   392,200 0 0
SOUTHWEST AIRLS CO COM 844741108 31,461 562,000 SH Put SOLE   562,000 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 2,807 127,600 SH Put SOLE   127,600 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 5,578 231,100 SH Put SOLE   231,100 0 0
TESLA INC COM 88160R101 173,405 544,420 SH Put SOLE   544,420 0 0
TEXTRON INC COM 883203101 43,104 800,000 SH Put SOLE   800,000 0 0
UNITED STATES STL CORP NEW COM 912909108 904 25,700 SH Put SOLE   25,700 0 0
UNITI GROUP INC COM 91325V108 13,092 814,400 SH Put SOLE   814,400 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 29,478 1,861,900 SH Put SOLE   1,861,900 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 18,503 121,700 SH Put SOLE   121,700 0 0
VISA INC COM CL A 92826C839 44,653 424,300 SH Put SOLE   424,300 0 0
WEB COM GROUP INC COM 94733A104 3,620 200,000 SH Put SOLE   200,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 118,029 1,852,300 SH Put SOLE   1,852,300 0 0
WHITING PETE CORP NEW COM NEW 966387409 4,841 146,600 SH Put SOLE   146,600 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 4,921 226,800 SH Put SOLE   226,800 0 0
HERBALIFE LTD COM USD SHS G4412G101 67,929 1,570,800 SH Put SOLE   1,570,800 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 31,444 1,343,700 SH Put SOLE   1,343,700 0 0
YANDEX N V SHS CLASS A N97284108 30,574 775,000 SH Put SOLE   775,000 0 0
TEEKAY CORPORATION COM Y8564W103 654 79,900 SH Put SOLE   79,900 0 0