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
3M CO COM 88579Y101 3,392 25,000 SH   SOLE   3,392 0 0
ABBOTT LABS COM 002824100 3,658 95,000 SH   SOLE   3,658 0 0
ABBVIE INC COM 00287Y109 3,598 70,000 SH   SOLE   3,598 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,044 100,000 SH   SOLE   2,044 0 0
AES CORP COM 00130H105 3,641 255,000 SH   SOLE   3,641 0 0
AETNA INC NEW COM 00817Y108 3,936 52,500 SH   SOLE   3,936 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,678 30,000 SH   SOLE   1,678 0 0
ALLSTATE CORP COM 020002101 2,829 50,000 SH   SOLE   2,829 0 0
ALTRIA GROUP INC COM 02209S103 3,743 100,000 SH   SOLE   3,743 0 0
AMERICAN EXPRESS CO COM 025816109 3,151 35,000 SH   SOLE   3,151 0 0
AMERICAN INTL GROUP INC COM 026874784 3,751 75,000 SH   SOLE   3,751 0 0
AMGEN INC COM 031162100 4,317 35,000 SH   SOLE   4,317 0 0
ANADARKO PETE CORP COM 032511107 3,475 41,000 SH   SOLE   3,475 0 0
APACHE CORP COM 037411105 1,244 15,000 SH   SOLE   1,244 0 0
APPLE INC COM 037833100 7,514 14,000 SH   SOLE   7,514 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,254 75,000 SH   SOLE   3,254 0 0
AT&T INC COM 00206R102 5,787 165,000 SH   SOLE   5,787 0 0
BAKER HUGHES INC COM 057224107 3,576 55,000 SH   SOLE   3,576 0 0
BANK NEW YORK MELLON CORP COM 064058100 2,470 70,000 SH   SOLE   2,470 0 0
BANK OF AMERICA CORPORATION COM 060505104 4,300 250,000 SH   SOLE   4,300 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,893 140,000 SH   SOLE   1,893 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 3,377 65,000 SH   SOLE   3,377 0 0
BROADCOM CORP COM 111320107 2,204 70,000 SH   SOLE   2,204 0 0
BUNGE LIMITED COM G16962204 2,957 27,900 SH   SOLE   2,957 0 0
CA INC COM 12673P105 3,562 115,000 SH   SOLE   3,562 0 0
CATERPILLAR INC DEL COM 149123101 1,491 15,000 SH   SOLE   1,491 0 0
CBS CORP NEW COM 124857202 2,781 45,000 SH   SOLE   2,781 0 0
CHEVRON CORP NEW COM 166764100 4,756 40,000 SH   SOLE   4,756 0 0
CIGNA CORPORATION COM 125509109 4,187 50,000 SH   SOLE   4,187 0 0
CISCO SYS INC COM 17275R102 4,930 220,000 SH   SOLE   4,930 0 0
CITIGROUP INC COM 172967424 3,808 80,000 SH   SOLE   3,808 0 0
COCA COLA CO COM 191216100 4,059 105,000 SH   SOLE   4,059 0 0
COMCAST CORP NEW COM 20030N101 3,251 65,000 SH   SOLE   3,251 0 0
CONOCOPHILLIPS COM 20825C104 4,221 60,000 SH   SOLE   4,221 0 0
CORNING INC COM 219350105 2,082 100,000 SH   SOLE   2,082 0 0
CSX CORP COM 126408103 1,738 60,000 SH   SOLE   1,738 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,514 52,500 SH   SOLE   3,514 0 0
DIRECTV COM 25490A309 1,911 25,000 SH   SOLE   1,911 0 0
DISNEY WALT CO COM 254687106 2,802 35,000 SH   SOLE   2,802 0 0
DOVER CORP COM 260003108 3,474 42,500 SH   SOLE   3,474 0 0
DOW CHEM CO COM 260543103 3,158 65,000 SH   SOLE   3,158 0 0
E M C CORP MASS COM 268648102 3,563 130,000 SH   SOLE   3,563 0 0
EATON CORP PLC COM G29183103 4,056 54,000 SH   SOLE   4,056 0 0
EOG RES INC COM 26875P101 1,177 6,000 SH   SOLE   1,177 0 0
EXELON CORP COM 30161N101 2,014 60,000 SH   SOLE   2,014 0 0
EXXON MOBIL CORP COM 30231G102 6,838 70,000 SH   SOLE   6,838 0 0
FEDEX CORP COM 31428X106 1,988 15,000 SH   SOLE   1,988 0 0
FIFTH THIRD BANCORP COM 316773100 2,754 120,000 SH   SOLE   2,754 0 0
FIRSTENERGY CORP COM 337932107 2,722 80,000 SH   SOLE   2,722 0 0
FORD MTR CO DEL COM 345370860 4,134 265,000 SH   SOLE   4,134 0 0
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 3,803 115,000 SH   SOLE   3,803 0 0
GENERAL DYNAMICS CORP COM 369550108 2,941 27,000 SH   SOLE   2,941 0 0
GENERAL ELECTRIC CO COM 369604103 5,696 220,000 SH   SOLE   5,696 0 0
GENERAL MTRS CO COM 37045V100 3,958 115,000 SH   SOLE   3,958 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,769 23,000 SH   SOLE   3,769 0 0
GOOGLE INC COM 38259P508 6,687 6,000 SH   SOLE   6,687 0 0
HARTFORD FINL SVCS GROUP INC C COM 416515104 3,527 100,000 SH   SOLE   3,527 0 0
HESS CORP COM 42809H107 3,522 42,500 SH   SOLE   3,522 0 0
HEWLETT PACKARD CO COM 428236103 3,560 110,000 SH   SOLE   3,560 0 0
HONEYWELL INTL INC COM 438516106 3,247 35,000 SH   SOLE   3,247 0 0
INTEL CORP COM 458140100 4,388 170,000 SH   SOLE   4,388 0 0
INTERNATIONAL BUSINESS MACHS C COM 459200101 3,850 20,000 SH   SOLE   3,850 0 0
INTL PAPER CO COM 460146103 3,556 77,500 SH   SOLE   3,556 0 0
JOHNSON & JOHNSON COM 478160104 6,139 62,500 SH   SOLE   6,139 0 0
JOHNSON CTLS INC COM 478366107 3,786 80,000 SH   SOLE   3,786 0 0
JPMORGAN CHASE & CO. COM 46625H100 4,250 70,000 SH   SOLE   4,250 0 0
KEYCORP NEW COM 493267108 2,136 150,000 SH   SOLE   2,136 0 0
KROGER CO COM 501044101 1,964 45,000 SH   SOLE   1,964 0 0
LILLY ELI & CO COM 532457108 3,532 60,000 SH   SOLE   3,532 0 0
MARATHON OIL CORP COM 565849106 2,842 80,000 SH   SOLE   2,842 0 0
MCDONALDS CORP COM 580135101 2,941 30,000 SH   SOLE   2,941 0 0
MEDTRONIC INC COM 585055106 3,692 60,000 SH   SOLE   3,692 0 0
MERCK & CO INC NEW COM 58933Y105 3,974 70,000 SH   SOLE   3,974 0 0
METLIFE INC COM 59156R108 3,432 65,000 SH   SOLE   3,432 0 0
MICRON TECHNOLOGY INC COM 595112103 1,183 50,000 SH   SOLE   1,183 0 0
MICROSOFT CORP COM 594918104 6,353 155,000 SH   SOLE   6,353 0 0
MONDELEZ INTL INC COM 609207105 1,037 30,000 SH   SOLE   1,037 0 0
MORGAN STANLEY COM 617446448 3,740 120,000 SH   SOLE   3,740 0 0
MURPHY OIL CORP COM 626717102 3,457 55,000 SH   SOLE   3,457 0 0
NETAPP INC COM 64110D104 3,137 85,000 SH   SOLE   3,137 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,701 30,000 SH   SOLE   3,701 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,621 38,000 SH   SOLE   3,621 0 0
OMNICOM GROUP INC COM 681919106 2,360 32,500 SH   SOLE   2,360 0 0
ORACLE CORP COM 68389X105 4,705 115,000 SH   SOLE   4,705 0 0
PACCAR INC COM 693718108 1,349 20,000 SH   SOLE   1,349 0 0
PARKER HANNIFIN CORP COM 701094104 1,796 15,000 SH   SOLE   1,796 0 0
PEPSICO INC COM 713448108 3,966 47,500 SH   SOLE   3,966 0 0
PFIZER INC COM 717081103 5,139 160,000 SH   SOLE   5,139 0 0
PHILIP MORRIS INTL INC COM 718172109 2,865 35,000 SH   SOLE   2,865 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,784 32,000 SH   SOLE   2,784 0 0
PRAXAIR INC COM 74005P104 655 5,000 SH   SOLE   655 0 0
PROCTER & GAMBLE CO COM 742718109 4,635 57,500 SH   SOLE   4,635 0 0
PROGRESSIVE CORP OHIO COM 743315103 3,633 150,000 SH   SOLE   3,633 0 0
PRUDENTIAL FINL INC COM 744320102 3,809 45,000 SH   SOLE   3,809 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,778 160,000 SH   SOLE   1,778 0 0
SEAGATE TECHNOLOGY PLC COM G7945M107 1,685 30,000 SH   SOLE   1,685 0 0
STAPLES INC COM 855030102 2,948 260,000 SH   SOLE   2,948 0 0
STATE STR CORP COM 857477103 3,478 50,000 SH   SOLE   3,478 0 0
STRYKER CORP COM 863667101 2,037 25,000 SH   SOLE   2,037 0 0
SUNTRUST BKS INC COM 867914103 1,990 50,000 SH   SOLE   1,990 0 0
SYMANTEC CORP COM 871503108 3,595 180,000 SH   SOLE   3,595 0 0
TEXAS INSTRS INC COM 882508104 1,886 40,000 SH   SOLE   1,886 0 0
TIME WARNER INC COM 887317303 3,299 50,500 SH   SOLE   3,299 0 0
TRAVELERS COMPANIES INC COM 89417E109 3,404 40,000 SH   SOLE   3,404 0 0
TYCO INTERNATIONAL LTD COM H89128104 1,696 40,000 SH   SOLE   1,696 0 0
UNITED TECHNOLOGIES CORP COM 913017117 3,495 52,500 SH   SOLE   3,495 0 0
UNITEDHEALTH GROUP INC COM 91324P102 615 7,500 SH   SOLE   615 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 4,995 105,000 SH   SOLE   4,995 0 0
VIACOM INC NEW COM 92553P201 2,975 35,000 SH   SOLE   2,975 0 0
WAL-MART STORES INC COM 931142103 5,732 75,000 SH   SOLE   5,732 0 0
WELLPOINT INC COM 94973V107 1,991 20,000 SH   SOLE   1,991 0 0
WELLS FARGO & CO NEW COM 949746101 4,974 100,000 SH   SOLE   4,974 0 0
WHIRLPOOL CORP COM 963320106 3,737 25,000 SH   SOLE   3,737 0 0
XEROX CORP COM 984121103 3,673 325,000 SH   SOLE   3,673 0 0
APOLLO COML REAL EST FIN INC S NOTE 03762UAA3 1,023 1,000,000 PRN   SOLE   1,023 0 0
ASCENT CAP GROUP INC NOTE 043632AA6 1,001 1,000,000 PRN   SOLE   1,001 0 0
CHESAPEAKE ENERGY CORP NOTE 165167CB1 943 1,000,000 PRN   SOLE   943 0 0
EMERGENT BIOSOLUTIONS INC NOTE 29089QAA3 1,078 1,000,000 PRN   SOLE   1,078 0 0
HERBALIFE LTD NOTE 42703MAA1 863 1,000,000 PRN   SOLE   863 0 0
INTEGRA LIFESCIENCES HLDGS CP NOTE 457985AK5 1,710 1,601,000 PRN   SOLE   1,710 0 0
JARDEN CORP NOTE 471109AK4 998 1,000,000 PRN   SOLE   998 0 0
NATIONAL HEALTH INVS INC NOTE 63633DAE4 999 1,000,000 PRN   SOLE   999 0 0
NAVISTAR INTL CORP NEW NOTE 63934EAR9 1,003 1,000,000 PRN   SOLE   1,003 0 0
NRG YIELD INC NOTE 62942XAA6 1,028 1,000,000 PRN   SOLE   1,028 0 0
OMNICARE INC NOTE 681904AQ1 1,014 1,000,000 PRN   SOLE   1,014 0 0
RTI INTL METALS INC NOTE 74973WAB3 988 1,000,000 PRN   SOLE   988 0 0
SEACOR HOLDINGS INC NOTE 81170YAA7 1,479 1,500,000 PRN   SOLE   1,479 0 0
UTI WORLDWIDE INC NOTE 90349LAA2 1,070 1,000,000 PRN   SOLE   1,070 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 684 1,200,000 SH Put SOLE   684 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 804 1,200,000 SH Put SOLE   804 0 0