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
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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
General Motors *W 37045V118 13,147 422,182 SH   SOLE None 422,182 0 0
General Motors *W 37045V126 18,769 811,826 SH   SOLE None 811,826 0 0
Hartford Financial Services Group *W 416515120 1,022 37,105 SH   SOLE None 37,105 0 0
JP Morgan Chase and Co *W 46634E114 602 31,072 SH   SOLE None 31,072 0 0
Aegerion Pharmaceuticals Inc COM 00767E102 852 12,000 SH   SOLE None 12,000 0 0
Amazon Com Inc COM 023135106 399 1,000 SH   SOLE None 1,000 0 0
Apple Inc COM 037833100 21,375 38,100 SH   SOLE None 38,100 0 0
Arbor Realty Trust Inc COM 038923108 318 47,800 SH   SOLE None 47,800 0 0
Archer Daniels Midland Company COM 039483102 3,741 86,200 SH   SOLE None 86,200 0 0
Barrick Gold Corporation COM 067901108 1,763 100,000 SH   SOLE None 100,000 0 0
Chimera Investment Corp COM 16934Q109 217 70,000 SH   SOLE None 70,000 0 0
Facebook Inc COM 30303M102 3,170 58,000 SH   SOLE None 58,000 0 0
Ford Motor Co COM 345370860 1,543 100,000 SH   SOLE None 100,000 0 0
Gilead Sciences Inc COM 375558103 5,889 78,415 SH   SOLE None 78,415 0 0
Intrexon Corporation COM 46122T102 1,071 45,000 SH   SOLE None 45,000 0 0
KeyCorp Common Shares COM 493267108 1,342 100,000 SH   SOLE None 100,000 0 0
LinkedIn Corporation COM 53578A108 2,168 10,000 SH   SOLE None 10,000 0 0
MANNKIND CORP COM 56400P201 260 50,000 SH   SOLE None 50,000 0 0
Medidata Solutions Inc COM 58471A105 1,180 19,500 SH   SOLE None 19,500 0 0
MetLife Inc COM 59156R108 1,078 20,000 SH   SOLE None 20,000 0 0
Nicholas Financial Incorporated COM 65373J209 370 23,500 SH   SOLE None 23,500 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 760 50,000 SH   SOLE None 50,000 0 0
Pandora Media Incorporated COM 698354107 45 1,679 SH   SOLE None 1,679 0 0
Rambus Inc COM 750917106 190 20,082 SH   SOLE None 20,082 0 0
Regions Financial Corporation COM 7591EP100 1,978 200,000 SH   SOLE None 200,000 0 0
Strategic Global Income Fund COM 862719101 17 1,900 SH   SOLE None 1,900 0 0
The Ryland Group Inc COM 783764103 217 5,000 SH   SOLE None 5,000 0 0
Toll Brothers Inc COM 889478103 185 5,000 SH   SOLE None 5,000 0 0
VALERO ENERGY CORP COM 91913Y100 2,040 40,474 SH   SOLE None 40,474 0 0
Virnetx Holding Corporation COM 92823T108 1,280 65,925 SH   SOLE None 65,925 0 0
AGCO CORPORATION Note AGCO 1 1/4 12/15/36 001084AM4 534 370,000 PRN   SOLE None 370,000 0 0
ALLEGHENY TECHNOLOGIES Note ATI 4 1/4 06/01/14 01741RAD4 1,497 1,453,000 PRN   SOLE None 1,453,000 0 0
ALLIANCE DATA SYSTEMS CORPORATION Note ADS 4 3/4 05/15/14 018581AC2 21,690 4,000,000 PRN   SOLE None 4,000,000 0 0
ALLIANT TECHSYSTEMS INCORPORATED Note ATK 3 08/15/24 018804AK0 7,988 5,000,000 PRN   SOLE None 5,000,000 0 0
American Realty Capital Properties Note ARCP 3 08/01/18 02917TAA2 6,000 6,000,000 PRN   SOLE None 6,000,000 0 0
CHART INDUSTRIES INCORPORATED Note GTLS 2 08/01/18 16115QAC4 1,540 1,000,000 PRN   SOLE None 1,000,000 0 0
COMTECH TELECOMMUNICATIONS CORP Note CMTL 3 05/01/29 205826AF7 1,588 1,500,000 PRN   SOLE None 1,500,000 0 0
COVANTA HOLDING CORPORATION Note CVA 3 1/4 06/01/14 22282EAC6 12 10,000 PRN   SOLE None 10,000 0 0
ELECTRONIC ARTS INCORPORATED Note EA 0 3/4 07/15/16 285512AA7 3,188 3,000,000 PRN   SOLE None 3,000,000 0 0
ENDO HEALTH SOLUTIONS INCOPORATED Note ENDP 1 3/4 04/15/15 29264FAB2 5,681 2,500,000 PRN   SOLE None 2,500,000 0 0
GENERAL CABLE CORPORATION Note BGC 4 1/2 11/15/29 369300AL2 1,616 1,500,000 PRN   SOLE None 1,500,000 0 0
Gilead Sciences Inc Note GILD 1 5/8 05/01/16 375558AP8 30 9,000 PRN   SOLE None 9,000 0 0
LEUCADIA NATIONAL CORPORATION Note JEF 3 7/8 11/01/29 472319AG7 586 555,000 PRN   SOLE None 555,000 0 0
LEAP WIRELESS INTERNATIONAL INC Note LEAP 4 1/2 07/15/14 521863AL4 6,936 6,800,000 PRN   SOLE None 6,800,000 0 0
LIVE NATION ENTERTAINMENT Note LYV 2 7/8 07/15/27 538034AB5 2,626 2,590,000 PRN   SOLE None 2,590,000 0 0
MGM RESORTS INTL Note MGM 4 1/4 04/15/15 55303QAE0 13,731 10,000,000 PRN   SOLE None 10,000,000 0 0
Omnicare Inc Note OCR 3 1/4 12/15/35 681904AL2 6,523 6,096,000 PRN   SOLE None 6,096,000 0 0
Rambus Inc Note RMBS 5 06/15/14 750917AC0 2,578 2,531,000 PRN   SOLE None 2,531,000 0 0
Redwood Trust Inc Note RWT 4 5/8 04/15/18 758075AB1 4,924 4,723,000 PRN   SOLE None 4,723,000 0 0
REGIS CORPORATION Note RGS 5 07/15/14 758932AA5 2,104 2,000,000 PRN   SOLE None 2,000,000 0 0
SANDISK CORPORATION Note SNDK 1 1/2 08/15/17 80004CAD3 7,394 5,000,000 PRN   SOLE None 5,000,000 0 0
SUNPOWER CORP Note SPWR 4 1/2 03/15/15 867652AE9 3,259 2,324,000 PRN   SOLE None 2,324,000 0 0
TAKE TWO INTERCATIVE SOFTWARE INC Note TTWO 1 3/4 12/01/16 874054AC3 57 48,000 PRN   SOLE None 48,000 0 0
TESLA MOTORS INC Note TSLA 1 1/2 06/01/18 88160RAA9 17,449 12,500,000 PRN   SOLE None 12,500,000 0 0