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 |
ACACIA COMMUNICATIONS INC | COM | 00401C108 | 290 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 4,622 | 73,000 | SH | SOLE | 73,000 | 0 | 0 | ||
ACUITY BRANDS INC | COM | 00508Y102 | 264 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 9,406 | 915,000 | SH | SOLE | 915,000 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 16,962 | 1,650,000 | SH | Call | SOLE | 1,650,000 | 0 | 0 | |
AGIOS PHARMACEUTICALS INC | COM | 00847X104 | 1,944 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
AGNICO EAGLE MINES LTD | COM | 008474108 | 11,545 | 250,000 | SH | Call | SOLE | 250,000 | 0 | 0 | |
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 4,186 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 21,578 | 125,142 | SH | SOLE | 125,142 | 0 | 0 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 5,964 | 5,700 | SH | SOLE | 5,700 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | COM | 00163U106 | 1,063 | 80,216 | SH | SOLE | 80,216 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 4,737 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 7,602 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 1,692 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 13,061 | 255,500 | SH | SOLE | 255,500 | 0 | 0 | ||
BANK AMER CORP | *W EXP 01/16/201 | 060505146 | 2,458 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
BANK AMER CORP | *W EXP 10/28/201 | 060505153 | 4,066 | 1,900,000 | SH | SOLE | 1,900,000 | 0 | 0 | ||
BARRICK GOLD CORP | COM | 067901108 | 11,576 | 800,000 | SH | Call | SOLE | 800,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 7,000 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
CAESARS ENTMT CORP | COM | 127686103 | 12,460 | 985,000 | SH | SOLE | 985,000 | 0 | 0 | ||
CITIGROUP INC | *W EXP 01/04/201 | 172967226 | 7,533 | 75,250,000 | SH | SOLE | 75,250,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 1,945 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 2,734 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COM | 204166102 | 236 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
COTY INC | COM CL A | 222070203 | 2,984 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
CRESCENT PT ENERGY CORP | COM | 22576C101 | 1,146 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
CRITEO S A | SPONS ADS | 226718104 | 312 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
CTRIP COM INTL LTD | AMERICAN DEP SHS | 22943F100 | 3,087 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943FAM2 | 4,818 | 4,700,000 | PRN | SOLE | 4,700,000 | 0 | 0 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 5,453 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
EBAY INC | COM | 278642103 | 264 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 263 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 5,155 | 6,100,000 | PRN | SOLE | 6,100,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 3,706 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
FIREEYE INC | COM | 31816Q101 | 4,970 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
FLUOR CORP NEW | COM | 343412102 | 5,165 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
FORMFACTOR INC | COM | 346375108 | 235 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
FREEPORT-MCMORAN INC | CL B | 35671D857 | 1,896 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
GGP INC | COM | 36174X101 | 702 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
GRUPO TELEVISA SA | SPON ADR REP ORD | 40049J206 | 3,734 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
HANESBRANDS INC | COM | 410345102 | 293 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 237 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 6,696 | 7,200,000 | PRN | SOLE | 7,200,000 | 0 | 0 | ||
HUTCHISON CHINA MEDITECH LTD | SPONSORED ADR | 44842L103 | 1,343 | 34,058 | SH | SOLE | 34,058 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 2,185 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 5,121 | 5,100,000 | PRN | SOLE | 5,100,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.250% 9/1 | 45784PAF8 | 4,576 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 5,978 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
ISHARES INC | MSCI BRAZIL ETF | 464286400 | 5,645 | 139,556 | SH | SOLE | 139,556 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 3,167 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
ITT INC | COM | 45073V108 | 2,935 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 6,225 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
KEYSIGHT TECHNOLOGIES INC | COM | 49338L103 | 250 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
KRATOS DEFENSE & SEC SOLUTIO | COM NEW | 50077B207 | 1,430 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | DEB 2.250% 9/3 | 531229AE2 | 5,734 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | COM | 55024U109 | 2,837 | 58,010 | SH | SOLE | 58,010 | 0 | 0 | ||
MCCORMICK & CO INC | COM NON VTG | 579780206 | 30,573 | 300,000 | SH | Put | SOLE | 300,000 | 0 | 0 | |
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 3,182 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 288 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 6,416 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
MKS INSTRUMENT INC | COM | 55306N104 | 284 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
MONSANTO CO NEW | COM | 61166W101 | 8,175 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
MOSAIC CO NEW | COM | 61945C103 | 1,796 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 4,799 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
NEW ORIENTAL ED & TECH GRP I | SPON ADR | 647581107 | 2,707 | 28,801 | SH | SOLE | 28,801 | 0 | 0 | ||
NOVANTA INC | COM | 67000B104 | 200 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 5,863 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
NVIDIA CORP | COM | 67066G104 | 4,586 | 23,700 | SH | SOLE | 23,700 | 0 | 0 | ||
OVERSTOCK COM INC DEL | COM | 690370101 | 288 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 5,470 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
PROOFPOINT INC | COM | 743424103 | 266 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 11,204 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 2,372 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
RITE AID CORP | COM | 767754104 | 2,758 | 1,400,000 | SH | Call | SOLE | 1,400,000 | 0 | 0 | |
RSP PERMIAN INC | COM | 74978Q105 | 509 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
SAGE THERAPEUTICS INC | COM | 78667J108 | 313 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 7,675 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
SHOPIFY INC | CL A | 82509L107 | 3,828 | 37,900 | SH | SOLE | 37,900 | 0 | 0 | ||
SNAP ON INC | COM | 833034101 | 859 | 4,928 | SH | SOLE | 4,928 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COM | 845467109 | 5,022 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 295 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 8,663 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
SUNTRUST BKS INC | *W EXP 11/14/201 | 867914111 | 15,683 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
SYNCHRONY FINL | COM | 87165B103 | 9,653 | 250,000 | SH | Call | SOLE | 250,000 | 0 | 0 | |
TCF FINL CORP | *W EXP 11/14/201 | 872275128 | 6,519 | 1,671,502 | SH | SOLE | 1,671,502 | 0 | 0 | ||
TECK RESOURCES LTD | CL B | 878742204 | 916 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 3,790 | 250,000 | SH | Call | SOLE | 250,000 | 0 | 0 | |
TERADYNE INC | COM | 880770102 | 3,140 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 4,731 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 8,232 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
TWILIO INC | CL A | 90138F102 | 1,062 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
TWITTER INC | COM | 90184L102 | 6,171 | 257,000 | SH | SOLE | 257,000 | 0 | 0 | ||
ULTA BEAUTY INC | COM | 90384S303 | 268 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
UNIVERSAL DISPLAY CORP | COM | 91347P105 | 276 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 4,369 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | COM | 925550105 | 6,039 | 691,000 | SH | SOLE | 691,000 | 0 | 0 | ||
VIPSHOP HLDGS LTD | SPONSORED ADR | 92763W103 | 2,344 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 4,400 | 4,200,000 | PRN | SOLE | 4,200,000 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 5,764 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
WESTERN UN CO | COM | 959802109 | 228 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 8,200 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
ZENDESK INC | COM | 98936J101 | 271 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 11,280 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
ZTO EXPRESS CAYMAN INC | SPONSORED ADR | 98980A105 | 7,925 | 500,000 | SH | SOLE | 500,000 | 0 | 0 |