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
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