The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | 2,916 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 582 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| AEGION CORP | COM | 00770F104 | 1,604 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
| AFFILIATED MANAGERS GROUP | COM | 008252108 | 6,558 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 17,910 | 300,000 | SH | Call | SOLE | 300,000 | 0 | 0 | |
| AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 2,576 | 2,600,000 | PRN | SOLE | 2,600,000 | 0 | 0 | ||
| ALCOA CORP | COM | 013872106 | 413 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 17,738 | 164,500 | SH | SOLE | 164,500 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 3,253 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
| ALPHABET INC | CAP STK CL C | 02079K107 | 6,471 | 7,800 | SH | SOLE | 7,800 | 0 | 0 | ||
| ANADARKO PETE CORP | COM | 032511107 | 10,540 | 170,000 | SH | SOLE | 170,000 | 0 | 0 | ||
| APACHE CORP | COM | 037411105 | 30,834 | 600,000 | SH | Call | SOLE | 600,000 | 0 | 0 | |
| ARCH COAL INC | CL A | 039380407 | 3,516 | 51,000 | SH | SOLE | 51,000 | 0 | 0 | ||
| BAIDU INC | SPON ADR REP A | 056752108 | 4,313 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| BANK AMER CORP | COM | 060505104 | 1,355 | 57,450 | SH | SOLE | 57,450 | 0 | 0 | ||
| BANK AMER CORP | COM | 060505104 | 51,898 | 2,200,000 | SH | Call | SOLE | 2,200,000 | 0 | 0 | |
| BANK AMER CORP | *W EXP 01/16/201 | 060505146 | 5,876 | 520,000 | SH | SOLE | 520,000 | 0 | 0 | ||
| BANK AMER CORP | *W EXP 10/28/201 | 060505153 | 2,839 | 3,092,800 | SH | SOLE | 3,092,800 | 0 | 0 | ||
| BARRICK GOLD CORP | COM | 067901108 | 5,697 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| BOEING CO | COM | 097023105 | 987 | 5,580 | SH | SOLE | 5,580 | 0 | 0 | ||
| BOSTON PRIVATE FINL HLDGS IN | COM | 101119105 | 2,712 | 165,390 | SH | SOLE | 165,390 | 0 | 0 | ||
| BOSTON PRIVATE FINL HLDGS IN | *W EXP 11/21/201 | 101119113 | 1,427 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
| CABOT OIL & GAS CORP | COM | 127097103 | 3,347 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
| CARRIZO OIL & GAS INC | COM | 144577103 | 401 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
| CLIFFS NAT RES INC | COM | 18683K101 | 5,254 | 640,000 | SH | SOLE | 640,000 | 0 | 0 | ||
| COHERENT INC | COM | 192479103 | 308 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
| COMMVAULT SYSTEMS INC | COM | 204166102 | 508 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| CONOCOPHILLIPS | COM | 20825C104 | 5,984 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
| CONTINENTAL RESOURCES INC | COM | 212015101 | 273 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
| COTY INC | COM CL A | 222070203 | 10,878 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| CRESCENT PT ENERGY CORP | COM | 22576C101 | 2,541 | 235,000 | SH | SOLE | 235,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | AMERICAN DEP SHS | 22943F100 | 8,356 | 170,000 | SH | SOLE | 170,000 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 6,408 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| DEVON ENERGY CORP NEW | COM | 25179M103 | 417 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| DISNEY WALT CO | COM DISNEY | 254687106 | 22,678 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
| EAGLE MATERIALS INC | COM | 26969P108 | 3,691 | 38,000 | SH | SOLE | 38,000 | 0 | 0 | ||
| ENCANA CORP | COM | 292505104 | 5,855 | 500,000 | SH | Call | SOLE | 500,000 | 0 | 0 | |
| EXXON MOBIL CORP | COM | 30231G102 | 8,611 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
| FIREEYE INC | COM | 31816Q101 | 7,944 | 630,000 | SH | SOLE | 630,000 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 13,360 | 1,000,000 | SH | Call | SOLE | 1,000,000 | 0 | 0 | |
| GENERAL DYNAMICS CORP | COM | 369550108 | 18,720 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| HALLIBURTON CO | COM | 406216101 | 901 | 18,300 | SH | SOLE | 18,300 | 0 | 0 | ||
| HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 4,807 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| HESS CORP | COM | 42809H107 | 57,852 | 1,200,000 | SH | Call | SOLE | 1,200,000 | 0 | 0 | |
| HESS CORP | COM | 42809H107 | 11,570 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
| HOME DEPOT INC | COM | 437076102 | 3,671 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 6,135 | 6,700,000 | PRN | SOLE | 6,700,000 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 12,798 | 75,000 | SH | Call | SOLE | 75,000 | 0 | 0 | |
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 3,179 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 9,131 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 12,291 | 70,580 | SH | SOLE | 70,580 | 0 | 0 | ||
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 23,634 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 41,244 | 300,000 | SH | Call | SOLE | 300,000 | 0 | 0 | |
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 6,449 | 6,700,000 | PRN | SOLE | 6,700,000 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 6,766 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| JACOBS ENGR GROUP INC DEL | COM | 469814107 | 5,528 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | COM | 477143101 | 8,244 | 400,000 | SH | Call | SOLE | 400,000 | 0 | 0 | |
| JPMORGAN CHASE & CO | COM | 46625H100 | 7,510 | 85,500 | SH | SOLE | 85,500 | 0 | 0 | ||
| LAMB WESTON HLDGS INC | COM | 513272104 | 2,103 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEB 1.750% 9/3 | 530610AD6 | 3,940 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| LOCKHEED MARTIN CORP | COM | 539830109 | 6,369 | 23,800 | SH | SOLE | 23,800 | 0 | 0 | ||
| MANITOWOC INC | COM | 563571108 | 684 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
| MEAD JOHNSON NUTRITION CO | COM | 582839106 | 2,672 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 7,175 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| MITEL NETWORKS CORP | COM | 60671Q104 | 431 | 62,172 | SH | SOLE | 62,172 | 0 | 0 | ||
| MOBILE TELESYSTEMS PJSC | SPONSORED ADR | 607409109 | 6,931 | 628,346 | SH | SOLE | 628,346 | 0 | 0 | ||
| MONEYGRAM INTL INC | COM NEW | 60935Y208 | 1,674 | 99,597 | SH | SOLE | 99,597 | 0 | 0 | ||
| MONSANTO CO NEW | COM | 61166W101 | 20,376 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
| MORGAN STANLEY | COM NEW | 617446448 | 5,569 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
| NETAPP INC | COM | 64110D104 | 502 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
| NEWFIELD EXPL CO | COM | 651290108 | 5,167 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
| NVIDIA CORP | COM | 67066G104 | 545 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| OCLARO INC | COM NEW | 67555N206 | 1,964 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| OLIN CORP | COM PAR $1 | 680665205 | 4,766 | 145,000 | SH | SOLE | 145,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | COM | 697435105 | 6,186 | 54,900 | SH | SOLE | 54,900 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 7,743 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 7,812 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| PROOFPOINT INC | COM | 743424103 | 446 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
| SAGE THERAPEUTICS INC | COM | 78667J108 | 1,564 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 6,444 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | COM | 803607100 | 444 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 12,664 | 1,550,000 | SH | SOLE | 1,550,000 | 0 | 0 | ||
| SPLUNK INC | COM | 848637104 | 2,180 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| STEEL DYNAMICS INC | COM | 858119100 | 2,607 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 2,259 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 7,813 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| SUNTRUST BKS INC | *W EXP 11/14/201 | 867914111 | 9,953 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| SYNAPTICS INC | COM | 87157D109 | 495 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| TAHOE RES INC | COM | 873868103 | 9,146 | 1,138,000 | SH | SOLE | 1,138,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 19,268 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| TCF FINL CORP | *W EXP 11/14/201 | 872275128 | 3,761 | 1,671,502 | SH | SOLE | 1,671,502 | 0 | 0 | ||
| TEREX CORP NEW | COM | 880779103 | 5,338 | 170,000 | SH | SOLE | 170,000 | 0 | 0 | ||
| TRACTOR SUPPLY CO | COM | 892356106 | 5,862 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
| TWILIO INC | CL A | 90138F102 | 4,764 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
| TWITTER INC | COM | 90184L102 | 10,166 | 680,000 | SH | SOLE | 680,000 | 0 | 0 | ||
| UNDER ARMOUR INC | CL C | 904311206 | 9,150 | 500,000 | SH | Call | SOLE | 500,000 | 0 | 0 | |
| UNION PAC CORP | COM | 907818108 | 5,136 | 48,490 | SH | SOLE | 48,490 | 0 | 0 | ||
| UNITED STATES OIL FUND LP | UNITS | 91232N108 | 15,960 | 1,500,000 | SH | Call | SOLE | 1,500,000 | 0 | 0 | |
| VIRTU FINL INC | CL A | 928254101 | 595 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| VOYA FINL INC | COM | 929089100 | 6,453 | 170,000 | SH | SOLE | 170,000 | 0 | 0 | ||
| VULCAN MATLS CO | COM | 929160109 | 3,614 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| WASHINGTON FED INC | *W EXP 11/14/201 | 938824117 | 3,261 | 200,656 | SH | SOLE | 200,656 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 5,101 | 4,300,000 | PRN | SOLE | 4,300,000 | 0 | 0 | ||
| WELLS FARGO & CO NEW | COM | 949746101 | 11,132 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| WHITING PETE CORP NEW | COM | 966387102 | 16,555 | 1,750,000 | SH | Call | SOLE | 1,750,000 | 0 | 0 | |
| WISDOMTREE INVTS INC | COM | 97717P104 | 3,360 | 370,000 | SH | SOLE | 370,000 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 9,565 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 13,122 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| YAMANA GOLD INC | COM | 98462Y100 | 1,519 | 550,000 | SH | SOLE | 550,000 | 0 | 0 | ||
| ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 365 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 6,906 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| ZTO EXPRESS CAYMAN INC | SPONSORED ADR | 98980A105 | 4,712 | 360,000 | SH | SOLE | 360,000 | 0 | 0 | ||