0000905148-11-001518.txt : 20110815 0000905148-11-001518.hdr.sgml : 20110815 20110815161056 ACCESSION NUMBER: 0000905148-11-001518 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110815 DATE AS OF CHANGE: 20110815 EFFECTIVENESS DATE: 20110815 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Jabre Capital Partners S.A. CENTRAL INDEX KEY: 0001429895 IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13038 FILM NUMBER: 111036403 BUSINESS ADDRESS: STREET 1: 1 RUE DES MOULINS CITY: GENEVA STATE: V8 ZIP: 1204 BUSINESS PHONE: 41 22 556 2255 MAIL ADDRESS: STREET 1: 1 RUE DES MOULINS CITY: GENEVA STATE: V8 ZIP: 1204 13F-HR 1 efc11-490_fm13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2011 ------------- Check here if Amendment []; Amendment Number: -------------- This Amendment (Check only one.): [] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Jabre Capital Partners S.A. Address: 1 Rue des Moulins 1204 Geneva, Switzerland Form 13F File Number: 028-13038 --------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons Signing this Report on Behalf of Reporting Manager: Name: Emma Love Title: Head of Compliance Phone: + 41 22 556 2255 Signature, Place, and Date of Signing: /s/ Emma Love Geneva, Switzerland August 15, 2011 -------------------------------- -------------------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ------------------- Form 13F Information Table Entry Total: 125 ------------------- Form 13F Information Table Value Total: $2,434,726 ------------------- (in thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. None
JABRE CAPITAL PARTNERS S.A. FORM 13F INFORMATION TABLE Quarter Ended June 30, 2011 ------------------------------------------------------------------------------------------------------------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------- ADVANCED MICRO DEVICES INC COM 007903107 8,738 1,250,000 SH SOLE 1,250,000 ADVANCED MICRO DEVICES INC COM 007903107 29,358 4,200,000 SH CALL SOLE 4,200,000 ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 17,938 14,000,000 PRN SOLE NONE ALLIANCE DATA SYSTEMS CORP NOTE 4.750% 5/1 018581AC2 31,263 15,000,000 PRN SOLE NONE ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 8,488 7,500,000 PRN SOLE NONE ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 5,869 5,000,000 PRN SOLE NONE ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q206 29,211 589,000 PRN SOLE NONE ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 25,254 600,000 SH PUT SOLE 600,000 APACHE CORP PFD CONV SER D 037411808 26,410 400,000 PRN SOLE NONE ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 44,651 42,000,000 PRN SOLE NONE ARCHER DANIELS MIDLAND CO COM 039483102 30,150 1,000,000 SH CALL SOLE 1,000,000 BANK OF AMERICA CORPORATION *W EXP 01/16/201 060505146 21,329 3,850,000 SH SOLE 3,850,000 BANK OF AMERICA CORPORATION *W EXP 10/28/201 060505153 14,450 8,304,800 SH SOLE 8,304,800 BANK OF AMERICA CORPORATION COM 060505104 27,400 2,500,000 SH SOLE 2,500,000 BANK OF AMERICA CORPORATION COM 060505104 54,800 5,000,000 SH CALL SOLE 5,000,000 BHP BILLITON PLC SPONSORED ADR 05545E209 4,639 59,151 SH SOLE 59,151 BJS WHOLESALE CLUB INC COM 05548J106 5,035 100,000 SH SOLE 100,000 BLACKROCK INC COM 09247X101 17,263 90,000 SH SOLE 90,000 BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 1,260 600,000 SH SOLE 600,000 BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 15,513 15,000,000 PRN SOLE NONE BUCYRUS INTL INC NEW COM 118759109 5,500 60,000 SH SOLE 60,000 CAPITAL ONE FINL CORP COM 14040H105 36,169 700,000 SH CALL SOLE 700,000 CEPHALON INC NOTE 2.500% 5/0 156708AR0 56,217 45,500,000 PRN SOLE NONE CEPHALON INC COM 156708109 24,344 304,686 SH SOLE 304,686 CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE9 20,607 23,000,000 PRN SOLE NONE CISCO SYS INC COM 17275R102 60,879 3,900,000 SH CALL SOLE 3,900,000 CITIGROUP INC *W EXP 01/04/201 172967226 14,511 21,000,000 SH SOLE 21,000,000 CITIGROUP INC *W EXP 10/28/201 172967234 1,830 15,914,400 SH SOLE 15,914,400 CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 14,398 10,000,000 PRN SOLE NONE CORNING INC COM 219350105 22,688 1,250,000 SH CALL SOLE 1,250,000 CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 6,981 5,000,000 PRN SOLE NONE DEERE & CO COM 244199105 41,225 500,000 SH CALL SOLE 500,000 DENDREON CORP NOTE 2.875% 1/1 24823QAC1 16,685 15,000,000 PRN SOLE NONE DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 4,292 58,200 SH SOLE 58,200 DPL INC COM 233293109 6,032 200,000 SH SOLE 200,000 DREAMWORKS ANIMATION SKG INC CL A 26153C103 1,809 90,000 SH SOLE 90,000 E M C CORP MASS NOTE 1.750%12/0 268648AK8 13,727 8,000,000 PRN SOLE NONE E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 3,825 330,000 SH SOLE 330,000 EXCO RESOURCES INC COM 269279402 10,660 603,954 SH SOLE 603,954 FORD MTR CO DEL *W EXP 01/01/201 345370134 84,356 16,098,500 SH SOLE 16,098,500 FREEPORT-MCMORAN COPPER & GO COM 35671D857 63,480 1,200,000 SH CALL SOLE 1,200,000 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 8,133 7,500,000 PRN SOLE NONE GENERAL ELECTRIC CO COM 369604103 20,746 1,100,000 SH SOLE 1,100,000 GENERAL ELECTRIC CO COM 369604103 18,860 1,000,000 SH CALL SOLE 1,000,000 GENERAL MTRS CO *W EXP 07/10/201 37045V126 13,541 850,000 SH SOLE 850,000 HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 11,687 450,000 PRN SOLE NONE HEARTWARE INTL INC NOTE 3.500%12/1 422368AA8 8,364 8,000,000 PRN SOLE NONE INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 25,619 10,000,000 PRN SOLE NONE INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 22,035 18,350,000 PRN SOLE NONE INTEROIL CORP NOTE 2.750%11/1 460951AC0 5,794 6,500,000 PRN SOLE NONE ISHARES TR FTSE CHINA25 IDX 464287184 20,053 466,890 SH SOLE 466,890 ISHARES TR FTSE CHINA25 IDX 464287184 53,688 1,250,000 SH CALL SOLE 1,250,000 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 26,351 24,000,000 PRN SOLE NONE JANUS CAP GROUP INC COM 47102X105 33,512 3,550,000 SH SOLE 3,550,000 JINKOSOLAR HLDG CO LTD NOTE 4.000% 5/1 47759TAA8 11,334 12,500,000 PRN SOLE NONE JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 85,464 6,344,800 SH SOLE 6,344,800 JUNIPER NETWORKS INC COM 48203R104 23,625 750,000 SH SOLE 750,000 JUNIPER NETWORKS INC COM 48203R104 18,900 600,000 SH CALL SOLE 600,000 KELLOGG CO COM 487836108 22,128 400,000 SH CALL SOLE 400,000 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 33,597 33,500,000 PRN SOLE NONE L-1 IDENTITY SOLUTIONS INC COM 50212A106 738 62,822 SH SOLE 62,822 LAWSON SOFTWARE INC NEW COM 52078P102 8,078 720,000 SH SOLE 720,000 LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 5,357 5,000,000 PRN SOLE NONE LUBRIZOL CORP COM 549271104 550 4,099 SH SOLE 4,099 MARSHALL & ILSLEY CORP NEW COM 571837103 11,636 1,460,000 SH SOLE 1,460,000 MECHEL OAO SPON ADR PFD 583840509 1,822 211,107 SH SOLE 211,107 MECHEL OAO SPONSORED ADR 583840103 2,031 85,000 SH SOLE 85,000 METLIFE INC UNIT 99/99/9999 59156R116 37,049 33,750,000 PRN SOLE NONE METLIFE INC COM 59156R108 26,322 600,000 SH CALL SOLE 600,000 MF GLOBAL HLDGS LTD NOTE 1.875% 2/0 55277JAA6 15,951 16,000,000 PRN SOLE NONE MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 8,208 7,500,000 PRN SOLE NONE MICRON TECHNOLOGY INC NOTE 4.250%10/1 595112AJ2 6,539 4,000,000 PRN SOLE NONE MOLSON COORS BREWING CO CL B 60871R209 224 5,000 SH SOLE 5,000 MOSAIC CO NEW COM 61945C103 13,546 200,000 SH CALL SOLE 200,000 MOSAIC CO NEW COM 61945C103 35,558 525,000 SH SOLE 525,000 NATIONAL SEMICONDUCTOR CORP COM 637640103 16,292 662,000 SH SOLE 662,000 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 19,663 15,000,000 PRN SOLE NONE NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 69,413 53,000,000 PRN SOLE NONE NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 13,500 10,000,000 PRN SOLE NONE NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 9,890 8,000,000 PRN SOLE NONE NEWMONT MINING CORP COM 651639106 3,508 65,000 SH SOLE 65,000 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 9,607 951,208 SH SOLE 951,208 NVIDIA CORP COM 67066G104 15,935 1,000,000 SH CALL SOLE 1,000,000 NYSE EURONEXT COM 629491101 13,850 404,140 SH SOLE 404,140 OCCIDENTAL PETE CORP DEL COM 674599105 1,030 9,900 SH SOLE 9,900 OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 5,518 5,500,000 PRN SOLE NONE OMNICARE INC NOTE 3.750%12/1 681904AN8 62,368 46,500,000 PRN SOLE NONE PEABODY ENERGY CORP COM 704549104 1,473 25,000 SH SOLE 25,000 PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 7,452 600,000 SH SOLE 600,000 POTASH CORP SASK INC COM 73755L107 7,585 133,094 SH SOLE 133,094 PPL CORP UNIT 99/99/9999S 69351T114 10,944 200,000 PRN SOLE NONE PROSPECT CAPITAL CORPORATION COM 74348T102 8,422 833,000 SH SOLE 833,000 RESEARCH IN MOTION LTD COM 760975102 43,275 1,500,000 SH CALL SOLE 1,500,000 ROVI CORP NOTE 2.625% 2/1 779376AB8 26,036 19,000,000 PRN SOLE NONE SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 27,309 15,000,000 PRN SOLE NONE SANDISK CORP NOTE 1.500% 8/1 80004CAD3 9,389 8,800,000 PRN SOLE NONE SANDISK CORP COM 80004C101 2,075 50,000 SH SOLE 50,000 SANOFI RIGHT 12/31/2020 80105N113 1,730 717,767 SH SOLE 717,767 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 11,068 10,000,000 PRN SOLE NONE SESI L L C FRNT 1.500%12/1 78412FAH7 26,536 26,057,000 PRN SOLE NONE SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 1,008 110,000 SH SOLE 110,000 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 30,466 25,870,000 PRN SOLE NONE SRA INTL INC CL A 78464R105 3,820 123,560 SH SOLE 123,560 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 8,404 7,000,000 PRN SOLE NONE SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 9,130 7,500,000 PRN SOLE NONE TARGET CORP COM 87612E106 23,455 500,000 SH CALL SOLE 500,000 TCF FINL CORP *W EXP 11/14/201 872275128 6,749 1,687,300 SH SOLE 1,687,300 TELEFLEX INC NOTE 3.875% 8/0 879369AA4 14,105 12,000,000 PRN SOLE NONE TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 22,747 12,000,000 PRN SOLE NONE UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 11,200 7,000,000 PRN SOLE NONE UNITED STATES STL CORP NEW COM 912909108 46,040 1,000,000 SH CALL SOLE 1,000,000 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 9,238 190,000 SH SOLE 190,000 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 1,536 25,000 SH SOLE 25,000 VERIGY LTD SHS Y93691106 674 45,000 SH SOLE 45,000 VERINT SYS INC COM 92343X100 2,593 70,000 SH SOLE 70,000 VERIZON COMMUNICATIONS INC COM 92343V104 37,230 1,000,000 SH CALL SOLE 1,000,000 VERTEX PHARMACEUTICALS INC NOTE 3.350%10/0 92532FAN0 12,638 10,000,000 PRN SOLE NONE VIMPELCOM LTD SPONSORED ADR 92719A106 7,151 560,400 SH SOLE 560,400 WASHINGTON FED INC *W EXP 11/14/201 938824117 1,307 247,156 SH SOLE 247,156 WEBSTER FINL CORP CONN *W EXP 11/21/201 947890117 3,682 515,000 SH SOLE 515,000 WELLS FARGO & CO NEW *W EXP 10/28/201 949746119 66,486 7,149,000 SH SOLE 7,149,000 XILINX INC COM 983919101 18,235 500,000 SH CALL SOLE 500,000 YAHOO INC COM 984332106 52,514 3,491,610 SH SOLE 3,491,610 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 50,006 1,110,000 SH SOLE 1,110,000 ZIONS BANCORPORATION *W EXP 05/22/202 989701115 4,170 600,000 SH SOLE 600,000