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 3,614 25,000 SH   SOLE   3,614 0 0
ABBOTT LABS COM 002824100 3,706 90,000 SH   SOLE   3,706 0 0
ABBVIE INC COM 00287Y109 4,267 75,000 SH   SOLE   4,267 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,481 110,000 SH   SOLE   2,481 0 0
AES CORP COM 00130H105 4,282 275,000 SH   SOLE   4,282 0 0
AETNA INC NEW COM 00817Y108 3,282 40,000 SH   SOLE   3,282 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,748 30,000 SH   SOLE   1,748 0 0
ALLSTATE CORP COM 020002101 2,956 50,000 SH   SOLE   2,956 0 0
ALTRIA GROUP INC COM 02209S103 3,765 90,000 SH   SOLE   3,765 0 0
AMAZON COM INC COM 023135106 2,825 8,500 SH   SOLE   2,825 0 0
AMERICAN ELEC PWR INC COM 025537101 1,932 35,000 SH   SOLE   1,932 0 0
AMERICAN EXPRESS CO COM 025816109 4,291 45,000 SH   SOLE   4,291 0 0
AMERICAN INTL GROUP INC COM 026874784 2,769 50,000 SH   SOLE   2,769 0 0
AMGEN INC COM 031162100 5,173 43,000 SH   SOLE   5,173 0 0
ANADARKO PETE CORP COM 032511107 2,460 22,500 SH   SOLE   2,460 0 0
APPLE INC COM 037833100 8,417 90,000 SH   SOLE   8,417 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,588 80,000 SH   SOLE   3,588 0 0
AT&T INC COM 00206R102 3,903 110,000 SH   SOLE   3,903 0 0
BAKER HUGHES INC COM 057224107 2,609 35,000 SH   SOLE   2,609 0 0
BANK NEW YORK MELLON CORP COM 064058100 2,653 70,000 SH   SOLE   2,653 0 0
BANK OF AMERICA CORPORATION COM 060505104 4,992 320,000 SH   SOLE   4,992 0 0
BED BATH & BEYOND INC COM 075896100 2,749 47,500 SH   SOLE   2,749 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,897 300,000 SH   SOLE   3,897 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 3,609 75,000 SH   SOLE   3,609 0 0
BUNGE LIMITED COM G16962204 5,170 50,000 SH   SOLE   5,170 0 0
CA INC COM 12673P105 4,251 145,000 SH   SOLE   4,251 0 0
CARDINAL HEALTH INC COM 14149Y108 1,392 20,000 SH   SOLE   1,392 0 0
CATERPILLAR INC DEL COM 149123101 1,638 15,000 SH   SOLE   1,638 0 0
CBS CORP NEW COM 124857202 3,933 62,500 SH   SOLE   3,933 0 0
CENTERPOINT ENERGY INC COM 15189T107 508 20,000 SH   SOLE   508 0 0
CF INDS HLDGS INC COM 125269100 2,807 11,500 SH   SOLE   2,807 0 0
CHEVRON CORP NEW COM 166764100 3,916 30,000 SH   SOLE   3,916 0 0
CIGNA CORPORATION COM 125509109 1,389 15,000 SH   SOLE   1,389 0 0
CISCO SYS INC COM 17275R102 4,514 180,000 SH   SOLE   4,514 0 0
CITIGROUP INC COM 172967424 3,797 80,000 SH   SOLE   3,797 0 0
COCA COLA CO COM 191216100 3,383 80,000 SH   SOLE   3,383 0 0
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 1,494 30,000 SH   SOLE   1,494 0 0
COMCAST CORP NEW COM 20030N101 4,058 75,000 SH   SOLE   4,058 0 0
CONAGRA FOODS INC COM 205887102 1,956 65,000 SH   SOLE   1,956 0 0
CONOCOPHILLIPS COM 20825C104 2,583 30,000 SH   SOLE   2,583 0 0
CORNING INC COM 219350105 1,656 75,000 SH   SOLE   1,656 0 0
CSX CORP COM 126408103 3,252 105,000 SH   SOLE   3,252 0 0
DEVON ENERGY CORP NEW COM 25179M103 1,977 25,000 SH   SOLE   1,977 0 0
DIRECTV COM 25490A309 3,839 45,000 SH   SOLE   3,839 0 0
DISNEY WALT CO COM 254687106 2,594 30,000 SH   SOLE   2,594 0 0
DOVER CORP COM 260003108 2,275 25,000 SH   SOLE   2,275 0 0
DOW CHEM CO COM 260543103 3,350 65,000 SH   SOLE   3,350 0 0
E M C CORP MASS COM 268648102 4,524 170,000 SH   SOLE   4,524 0 0
EATON CORP PLC COM G29183103 4,177 54,000 SH   SOLE   4,177 0 0
EOG RES INC COM 26875P101 1,399 12,000 SH   SOLE   1,399 0 0
EXXON MOBIL CORP COM 30231G102 7,095 70,000 SH   SOLE   7,095 0 0
FEDEX CORP COM 31428X106 1,524 10,000 SH   SOLE   1,524 0 0
FIFTH THIRD BANCORP COM 316773100 3,446 160,000 SH   SOLE   3,446 0 0
FIRSTENERGY CORP COM 337932107 3,740 110,000 SH   SOLE   3,740 0 0
FORD MTR CO DEL COM 345370860 4,130 240,000 SH   SOLE   4,130 0 0
GENERAL DYNAMICS CORP COM 369550108 2,562 22,000 SH   SOLE   2,562 0 0
GENERAL ELECTRIC CO COM 369604103 7,260 275,000 SH   SOLE   7,260 0 0
GENERAL MTRS CO COM 37045V100 4,511 120,000 SH   SOLE   4,511 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,668 10,000 SH   SOLE   1,668 0 0
GOOGLE INC COM 38259P508 4,140 7,000 SH   SOLE   4,140 0 0
GOOGLE INC COM 38259P706 3,496 6,000 SH   SOLE   3,496 0 0
HARTFORD FINL SVCS GROUP INC C COM 416515104 3,643 100,000 SH   SOLE   3,643 0 0
HESS CORP COM 42809H107 1,494 15,000 SH   SOLE   1,494 0 0
HEWLETT PACKARD CO COM 428236103 3,760 110,000 SH   SOLE   3,760 0 0
HONEYWELL INTL INC COM 438516106 3,311 35,000 SH   SOLE   3,311 0 0
INTEL CORP COM 458140100 4,647 150,000 SH   SOLE   4,647 0 0
INTERNATIONAL BUSINESS MACHS C COM 459200101 4,193 22,500 SH   SOLE   4,193 0 0
JOHNSON & JOHNSON COM 478160104 6,617 62,500 SH   SOLE   6,617 0 0
JOHNSON CTLS INC COM 478366107 4,078 80,000 SH   SOLE   4,078 0 0
JPMORGAN CHASE & CO. COM 46625H100 5,757 100,000 SH   SOLE   5,757 0 0
KEYCORP NEW COM 493267108 2,520 175,000 SH   SOLE   2,520 0 0
KROGER CO COM 501044101 248 5,000 SH   SOLE   248 0 0
LILLY ELI & CO COM 532457108 3,750 60,000 SH   SOLE   3,750 0 0
LOWES COS INC COM 548661107 1,444 30,000 SH   SOLE   1,444 0 0
MACYS INC COM 55616P104 1,760 30,000 SH   SOLE   1,760 0 0
MARATHON OIL CORP COM 565849106 3,181 80,000 SH   SOLE   3,181 0 0
MCDONALDS CORP COM 580135101 3,030 30,000 SH   SOLE   3,030 0 0
MEDTRONIC INC COM 585055106 3,835 60,000 SH   SOLE   3,835 0 0
MERCK & CO INC NEW COM 58933Y105 4,388 75,000 SH   SOLE   4,388 0 0
METLIFE INC COM 59156R108 3,933 70,000 SH   SOLE   3,933 0 0
MICRON TECHNOLOGY INC COM 595112103 680 20,000 SH   SOLE   680 0 0
MICROSOFT CORP COM 594918104 6,909 165,000 SH   SOLE   6,909 0 0
MONDELEZ INTL INC COM 609207105 1,325 35,000 SH   SOLE   1,325 0 0
MORGAN STANLEY COM 617446448 4,202 130,000 SH   SOLE   4,202 0 0
MOSAIC CO NEW COM 61945C103 1,481 30,000 SH   SOLE   1,481 0 0
MURPHY OIL CORP COM 626717102 2,332 35,000 SH   SOLE   2,332 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,121 50,000 SH   SOLE   4,121 0 0
NETAPP INC COM 64110D104 3,661 100,000 SH   SOLE   3,661 0 0
NEWMONT MINING CORP COM 651639106 4,264 170,000 SH   SOLE   4,264 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,372 28,000 SH   SOLE   3,372 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,906 38,000 SH   SOLE   3,906 0 0
OMNICOM GROUP INC COM 681919106 2,872 40,000 SH   SOLE   2,872 0 0
ORACLE CORP COM 68389X105 4,689 115,000 SH   SOLE   4,689 0 0
PACCAR INC COM 693718108 1,269 20,000 SH   SOLE   1,269 0 0
PARKER HANNIFIN CORP COM 701094104 1,903 15,000 SH   SOLE   1,903 0 0
PEPSICO INC COM 713448108 3,342 37,500 SH   SOLE   3,342 0 0
PFIZER INC COM 717081103 6,467 215,000 SH   SOLE   6,467 0 0
PHILIP MORRIS INTL INC COM 718172109 1,684 20,000 SH   SOLE   1,684 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,860 32,000 SH   SOLE   2,860 0 0
PRAXAIR INC COM 74005P104 2,325 17,500 SH   SOLE   2,325 0 0
PROCTER & GAMBLE CO COM 742718109 4,559 57,500 SH   SOLE   4,559 0 0
PRUDENTIAL FINL INC COM 744320102 3,426 38,000 SH   SOLE   3,426 0 0
QUALCOMM INC COM 747525103 1,595 20,000 SH   SOLE   1,595 0 0
RAYTHEON CO COM 755111507 2,328 25,000 SH   SOLE   2,328 0 0
REGIONS FINL CORP NEW COM 7591EP100 3,497 325,000 SH   SOLE   3,497 0 0
SCHLUMBERGER LTD COM 806857108 1,179 10,000 SH   SOLE   1,179 0 0
SEAGATE TECHNOLOGY PLC COM G7945M107 4,416 75,000 SH   SOLE   4,416 0 0
STAPLES INC COM 855030102 2,863 260,000 SH   SOLE   2,863 0 0
STATE STR CORP COM 857477103 1,692 25,000 SH   SOLE   1,692 0 0
STRYKER CORP COM 863667101 2,138 25,000 SH   SOLE   2,138 0 0
SUNTRUST BKS INC COM 867914103 2,006 50,000 SH   SOLE   2,006 0 0
SYMANTEC CORP COM 871503108 4,118 180,000 SH   SOLE   4,118 0 0
TEXAS INSTRS INC COM 882508104 2,909 60,000 SH   SOLE   2,909 0 0
TEXTRON INC COM 883203101 577 15,000 SH   SOLE   577 0 0
TIME WARNER INC COM 887317303 2,470 35,000 SH   SOLE   2,470 0 0
T-MOBILE US INC COM 872590104 1,002 30,000 SH   SOLE   1,002 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,428 15,000 SH   SOLE   1,428 0 0
TYCO INTERNATIONAL LTD COM H89128104 2,294 50,000 SH   SOLE   2,294 0 0
TYSON FOODS INC COM 902494103 3,787 100,000 SH   SOLE   3,787 0 0
UNITED TECHNOLOGIES CORP COM 913017117 4,905 75,000 SH   SOLE   4,905 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,228 15,000 SH   SOLE   1,228 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,019 60,000 SH   SOLE   3,019 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,678 115,000 SH   SOLE   5,678 0 0
VIACOM INC NEW COM 92553P201 3,040 35,000 SH   SOLE   3,040 0 0
VISA INC COM 92826C839 3,000 14,000 SH   SOLE   3,000 0 0
WAL-MART STORES INC COM 931142103 6,022 80,000 SH   SOLE   6,022 0 0
WELLPOINT INC COM 94973V107 2,168 20,000 SH   SOLE   2,168 0 0
WELLS FARGO & CO NEW COM 949746101 5,404 102,500 SH   SOLE   5,404 0 0
WESTERN DIGITAL CORP COM 958102105 1,181 12,500 SH   SOLE   1,181 0 0
WHIRLPOOL CORP COM 963320106 2,979 21,000 SH   SOLE   2,979 0 0
XEROX CORP COM 984121103 3,714 300,000 SH   SOLE   3,714 0 0
APOLLO COML REAL EST FIN INC S NOTE 03762UAA3 1,590 1,500,000 PRN   SOLE   1,590 0 0
ASCENT CAP GROUP INC NOTE 043632AA6 1,407 1,500,000 PRN   SOLE   1,407 0 0
BLUCORA INC NOTE 095229AA8 1,656 1,500,000 PRN   SOLE   1,656 0 0
CHESAPEAKE ENERGY CORP NOTE 165167CB1 1,476 1,525,000 PRN   SOLE   1,476 0 0
EMERGENT BIOSOLUTIONS INC NOTE 29089QAA3 1,180 1,100,000 PRN   SOLE   1,180 0 0
HERBALIFE LTD NOTE 42703MAA1 935 1,000,000 PRN   SOLE   935 0 0
INTEGRA LIFESCIENCES HLDGS CP NOTE 457985AK5 1,738 1,601,000 PRN   SOLE   1,738 0 0
OMNICARE INC NOTE 681904AQ1 570 500,000 PRN   SOLE   570 0 0
PDL BIOPHARMA INC NOTE 69329YAF1 1,719 1,500,000 PRN   SOLE   1,719 0 0
RTI INTL METALS INC NOTE 74973WAB3 252 250,000 PRN   SOLE   252 0 0
SEACOR HOLDINGS INC NOTE 81170YAA7 1,480 1,500,000 PRN   SOLE   1,480 0 0
TPG SPECIALTY LENDING INC NOTE 87265KAA0 1,255 1,250,000 PRN   SOLE   1,255 0 0
VISHAY INTERTECHNOLOGY INC NOTE 928298AJ7 1,466 1,500,000 PRN   SOLE   1,466 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 25 500,000 SH Put SOLE   25 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 102 1,450,000 SH Put SOLE   102 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 432 1,200,000 SH Put SOLE   432 0 0