The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 5,037 | 6,650,000 | PRN | SOLE | 6,650,000 | 0 | 0 | ||
ADVANCE AUTO PARTS INC | COM | 00751Y106 | 6,765 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 2,835 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
AEGION CORP | COM | 00770F104 | 1,422 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COM | 008252108 | 43,590 | 300,000 | SH | Call | SOLE | 300,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 1,354 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 7,025 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
ALLY FINL INC | COM | 02005N100 | 3,804 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 6,946 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
ANADARKO PETE CORP | COM | 032511107 | 8,368 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
ARCH COAL INC | CL A | 039380407 | 2,342 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
AUTODESK INC | COM | 052769106 | 5,551 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
BANK AMER CORP | *W EXP 01/16/201 | 060505146 | 8,397 | 843,950 | SH | SOLE | 843,950 | 0 | 0 | ||
BANK AMER CORP | *W EXP 10/28/201 | 060505153 | 3,785 | 3,942,800 | SH | SOLE | 3,942,800 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 589 | 26,650 | SH | SOLE | 26,650 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 701 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
BOSTON PRIVATE FINL HLDGS IN | *W EXP 11/21/201 | 101119113 | 4,959 | 474,522 | SH | SOLE | 474,522 | 0 | 0 | ||
BUFFALO WILD WINGS INC | COM | 119848109 | 6,176 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
CENTURY ALUM CO | COM | 156431108 | 3,638 | 425,000 | SH | SOLE | 425,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167107 | 1,404 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 10,028 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 12,809 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
COTY INC | COM CL A | 222070203 | 14,282 | 780,000 | SH | SOLE | 780,000 | 0 | 0 | ||
CRESCENT PT ENERGY CORP | COM | 22576C101 | 3,047 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | COM | 232806109 | 6,406 | 560,000 | SH | SOLE | 560,000 | 0 | 0 | ||
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 5,497 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 9,629 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
DOVER CORP | COM | 260003108 | 26,226 | 350,000 | SH | Call | SOLE | 350,000 | 0 | 0 | |
DOW CHEM CO | COM | 260543103 | 57,220 | 1,000,000 | SH | Call | SOLE | 1,000,000 | 0 | 0 | |
EAGLE MATERIALS INC | COM | 26969P108 | 4,927 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
FIREEYE INC | COM | 31816Q101 | 9,044 | 760,000 | SH | SOLE | 760,000 | 0 | 0 | ||
GAMESTOP CORP NEW | CL A | 36467W109 | 1,895 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
GATX CORP | COM | 361448103 | 1,232 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 28,644 | 400,000 | SH | Call | SOLE | 400,000 | 0 | 0 | |
GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 2,616 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
GRAPHIC PACKAGING HLDG CO | COM | 388689101 | 1,248 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 6,229 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
HILTON WORLDWIDE HLDGS INC | COM | 43300A104 | 19,040 | 700,000 | SH | Call | SOLE | 700,000 | 0 | 0 | |
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 6,585 | 6,900,000 | PRN | SOLE | 6,900,000 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 12,804 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 3,605 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 9,511 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 15,354 | 92,500 | SH | SOLE | 92,500 | 0 | 0 | ||
ISHARES TR | CHINA LG-CAP ETF | 464287184 | 171 | 4,925 | SH | SOLE | 4,925 | 0 | 0 | ||
ISHARES TR | CHINA LG-CAP ETF | 464287184 | 27,768 | 800,000 | SH | Put | SOLE | 800,000 | 0 | 0 | |
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 10,503 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 6,395 | 6,250,000 | PRN | SOLE | 6,250,000 | 0 | 0 | ||
ITT INC | COM | 45073V108 | 3,857 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 6,619 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 17,871 | 207,100 | SH | SOLE | 207,100 | 0 | 0 | ||
KBR INC | COM | 48242W106 | 2,504 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
KKR & CO L P DEL | COM UNITS | 48248M102 | 5,387 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
LIBERTY INTERACTIVE LLC | DEB 1.750% 9/3 | 530610AD6 | 3,231 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 700 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
MARRIOTT INTL INC NEW | CL A | 571903202 | 6,614 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 6,484 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 5,158 | 5,200,000 | PRN | SOLE | 5,200,000 | 0 | 0 | ||
MOBILE TELESYSTEMS PJSC | SPONSORED ADR | 607409109 | 2,492 | 273,499 | SH | SOLE | 273,499 | 0 | 0 | ||
MONSANTO CO NEW | COM | 61166W101 | 23,146 | 220,000 | SH | SOLE | 220,000 | 0 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 8,873 | 210,000 | SH | SOLE | 210,000 | 0 | 0 | ||
NEWFIELD EXPL CO | COM | 651290108 | 7,695 | 190,000 | SH | SOLE | 190,000 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 3,050 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 6,353 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
PROGRESSIVE CORP OHIO | COM | 743315103 | 7,100 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
REYNOLDS AMERICAN INC | COM | 761713106 | 7,565 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
ROBERT HALF INTL INC | COM | 770323103 | 6,829 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 5,819 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 23,250 | 1,000,000 | SH | Put | SOLE | 1,000,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 33,999 | 700,000 | SH | Put | SOLE | 700,000 | 0 | 0 | |
SOUTHWESTERN ENERGY CO | COM | 845467109 | 6,276 | 580,000 | SH | SOLE | 580,000 | 0 | 0 | ||
STEEL DYNAMICS INC | COM | 858119100 | 2,846 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 2,543 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 8,490 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
SUNTRUST BKS INC | *W EXP 11/14/201 | 867914111 | 9,960 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
TAHOE RES INC | COM | 873868103 | 8,823 | 940,000 | SH | SOLE | 940,000 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 16,026 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
TCF FINL CORP | *W EXP 11/14/201 | 872275128 | 5,850 | 1,671,502 | SH | SOLE | 1,671,502 | 0 | 0 | ||
TEREX CORP NEW | COM | 880779103 | 37,836 | 1,200,000 | SH | Call | SOLE | 1,200,000 | 0 | 0 | |
TRACTOR SUPPLY CO | COM | 892356106 | 8,339 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
TWITTER INC | COM | 90184L102 | 11,084 | 680,000 | SH | SOLE | 680,000 | 0 | 0 | ||
TWITTER INC | COM | 90184L102 | 19,560 | 1,200,000 | SH | Call | SOLE | 1,200,000 | 0 | 0 | |
UNION PAC CORP | COM | 907818108 | 8,958 | 86,400 | SH | SOLE | 86,400 | 0 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 3,167 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
VANECK VECTORS ETF TR | RUSSIA ETF | 92189F403 | 15,145 | 713,708 | SH | SOLE | 713,708 | 0 | 0 | ||
VIACOM INC NEW | CL B | 92553P201 | 9,828 | 280,000 | SH | SOLE | 280,000 | 0 | 0 | ||
VOYA FINL INC | COM | 929089100 | 2,745 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
WASHINGTON FED INC | *W EXP 11/14/201 | 938824117 | 4,368 | 253,656 | SH | SOLE | 253,656 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 4,864 | 4,300,000 | PRN | SOLE | 4,300,000 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 13,226 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
WISDOMTREE INVTS INC | COM | 97717P104 | 4,010 | 360,000 | SH | SOLE | 360,000 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 11,045 | 10,550,000 | PRN | SOLE | 10,550,000 | 0 | 0 | ||
WRIGHT MED GROUP N V | ORD SHS 0.03 PAR | N96617118 | 4,251 | 185,000 | SH | SOLE | 185,000 | 0 | 0 | ||
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 13,626 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
YAMANA GOLD INC | COM | 98462Y100 | 1,650 | 590,000 | SH | SOLE | 590,000 | 0 | 0 | ||
ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 7,050 | 600,000 | SH | SOLE | 600,000 | 0 | 0 |