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 |
AK STL CORP | NOTE 5.000%11/1 | 001546AP5 | 1,346 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 3,087 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 10,391 | 10,314,000 | PRN | SOLE | 10,314,000 | 0 | 0 | ||
ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353AH4 | 5,279 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
AVIS BUDGET GROUP | COM | 053774105 | 1,903 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
BROADSOFT INC | NOTE 1.500% 7/0 | 11133BAB8 | 7,661 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463AA2 | 15,572 | 15,591,000 | PRN | SOLE | 15,591,000 | 0 | 0 | ||
CIT GROUP INC | COM NEW | 125581801 | 1,962 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
CANADIAN SOLAR INC | NOTE 4.250% 2/1 | 136635AE9 | 13,336 | 13,660,000 | PRN | SOLE | 13,660,000 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 12,602 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167107 | 3,270 | 760,500 | SH | SOLE | 760,500 | 0 | 0 | ||
COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 573 | 74,572 | SH | SOLE | 74,572 | 0 | 0 | ||
DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 2,478 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
FREEPORT-MCMORAN INC | CL B | 35671D857 | 1,404 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
GNC HLDGS INC | COM CL A | 36191G107 | 2,888 | 326,698 | SH | SOLE | 326,698 | 0 | 0 | ||
GNC HLDGS INC | NOTE 1.500% 8/1 | 36191GAB3 | 9,972 | 13,351,000 | PRN | SOLE | 13,351,000 | 0 | 0 | ||
GAMESTOP CORP NEW | CL A | 36467W109 | 2,196 | 106,286 | SH | SOLE | 106,286 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 395 | 9,787 | SH | SOLE | 9,787 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 37,617 | 37,500,000 | PRN | SOLE | 37,500,000 | 0 | 0 | ||
ICONIX BRAND GROUP INC | COM | 451055107 | 673 | 118,357 | SH | SOLE | 118,357 | 0 | 0 | ||
ICONIX BRAND GROUP INC | NOTE 1.500% 3/1 | 451055AF4 | 23,699 | 23,818,000 | PRN | SOLE | 23,818,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.500%10/1 | 63934EAQ1 | 11,991 | 11,475,000 | PRN | SOLE | 11,475,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 26,400 | 24,000,000 | PRN | SOLE | 24,000,000 | 0 | 0 | ||
PENNEY J C INC | COM | 708160106 | 11,136 | 2,922,935 | SH | SOLE | 2,922,935 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 6,563 | 6,438,000 | PRN | SOLE | 6,438,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 9,455 | 9,135,000 | PRN | SOLE | 9,135,000 | 0 | 0 | ||
RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 14,438 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
SANOFI | RIGHT 12/31/2020 | 80105N113 | 544 | 1,510,000 | SH | SOLE | 1,510,000 | 0 | 0 | ||
SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 15,799 | 15,829,000 | PRN | SOLE | 15,829,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 685 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 2,193 | 133,472 | SH | SOLE | 133,472 | 0 | 0 | ||
TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 11,006 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
TOLL BROTHERS INC | COM | 889478103 | 415 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 8,550 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 8,240 | 8,250,000 | PRN | SOLE | 8,250,000 | 0 | 0 | ||
WHITING PETE CORP NEW | COM | 966387102 | 781 | 143,000 | SH | SOLE | 143,000 | 0 | 0 | ||
YANDEX NV | NOTE 1.125%12/1 | 98474TAB3 | 14,491 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
WEATHERFORD INTL PLC | ORD SHS | G48833100 | 2,702 | 590,000 | SH | SOLE | 590,000 | 0 | 0 | ||
MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 299 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
TRANSOCEAN LTD | REG SHS | H8817H100 | 1,883 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
AVON PRODS INC | COM | 054303102 | 1,212 | 520,000 | SH | Call | SOLE | 520,000 | 0 | 0 | |
FRONTIER COMMUNICATIONS CORP | COM NEW | 35906A306 | 2,193 | 186,000 | SH | Call | SOLE | 186,000 | 0 | 0 | |
GNC HLDGS INC | COM CL A | 36191G107 | 1,253 | 141,700 | SH | Call | SOLE | 141,700 | 0 | 0 | |
HERC HLDGS INC | COM | 42704L104 | 786 | 16,000 | SH | Call | SOLE | 16,000 | 0 | 0 | |
HERTZ GLOBAL HLDGS INC | COM | 42806J106 | 1,207 | 54,000 | SH | Call | SOLE | 54,000 | 0 | 0 | |
PENNEY J C INC | COM | 708160106 | 2,762 | 725,000 | SH | Call | SOLE | 725,000 | 0 | 0 | |
RITE AID CORP | COM | 767754104 | 784 | 400,000 | SH | Call | SOLE | 400,000 | 0 | 0 | |
TECK RESOURCES LTD | CL B | 878742204 | 791 | 37,500 | SH | Call | SOLE | 37,500 | 0 | 0 | |
VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 3,153 | 220,000 | SH | Call | SOLE | 220,000 | 0 | 0 | |
VALE S A | ADR | 91912E105 | 5,035 | 500,000 | SH | Call | SOLE | 500,000 | 0 | 0 | |
YPF SOCIEDAD ANONIMA | SPON ADR CL D | 984245100 | 223 | 10,000 | SH | Call | SOLE | 10,000 | 0 | 0 | |
NABORS INDUSTRIES LTD | SHS | G6359F103 | 1,614 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
SEADRILL LIMITED | SHS | G7945E105 | 207 | 591,100 | SH | Call | SOLE | 591,100 | 0 | 0 | |
TRANSOCEAN LTD | REG SHS | H8817H100 | 4,304 | 400,000 | SH | Call | SOLE | 400,000 | 0 | 0 | |
ADOBE SYS INC | COM | 00724F101 | 22,004 | 147,500 | SH | Put | SOLE | 147,500 | 0 | 0 | |
ALLY FINL INC | COM | 02005N100 | 47,195 | 1,945,400 | SH | Put | SOLE | 1,945,400 | 0 | 0 | |
AMAZON COM INC | COM | 023135106 | 16,824 | 17,500 | SH | Put | SOLE | 17,500 | 0 | 0 | |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 182,571 | 3,844,400 | SH | Put | SOLE | 3,844,400 | 0 | 0 | |
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 7,941 | 451,700 | SH | Put | SOLE | 451,700 | 0 | 0 | |
ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 12,313 | 478,005 | SH | Put | SOLE | 478,005 | 0 | 0 | |
AUTODESK INC | COM | 052769106 | 10,103 | 90,000 | SH | Put | SOLE | 90,000 | 0 | 0 | |
BROOKDALE SR LIVING INC | COM | 112463104 | 16,204 | 1,528,700 | SH | Put | SOLE | 1,528,700 | 0 | 0 | |
CIT GROUP INC | COM NEW | 125581801 | 85,994 | 1,753,200 | SH | Put | SOLE | 1,753,200 | 0 | 0 | |
CANADIAN SOLAR INC | COM | 136635109 | 21,133 | 1,254,900 | SH | Put | SOLE | 1,254,900 | 0 | 0 | |
CATERPILLAR INC DEL | COM | 149123101 | 3,330 | 26,700 | SH | Put | SOLE | 26,700 | 0 | 0 | |
CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 30,465 | 3,355,128 | SH | Put | SOLE | 3,355,128 | 0 | 0 | |
CENTURYLINK INC | COM | 156700106 | 15,812 | 836,600 | SH | Put | SOLE | 836,600 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | COM | 165167107 | 5,407 | 1,257,400 | SH | Put | SOLE | 1,257,400 | 0 | 0 | |
CLEVELAND CLIFFS INC | COM | 185899101 | 16,564 | 2,316,600 | SH | Put | SOLE | 2,316,600 | 0 | 0 | |
COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 77 | 10,000 | SH | Put | SOLE | 10,000 | 0 | 0 | |
CONSTELLATION BRANDS INC | CL A | 21036P108 | 8,636 | 43,300 | SH | Put | SOLE | 43,300 | 0 | 0 | |
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 3,911 | 81,100 | SH | Put | SOLE | 81,100 | 0 | 0 | |
FACEBOOK INC | CL A | 30303M102 | 34,789 | 203,600 | SH | Put | SOLE | 203,600 | 0 | 0 | |
FREEPORT-MCMORAN INC | CL B | 35671D857 | 69,995 | 4,985,400 | SH | Put | SOLE | 4,985,400 | 0 | 0 | |
GNC HLDGS INC | COM CL A | 36191G107 | 18,785 | 2,125,000 | SH | Put | SOLE | 2,125,000 | 0 | 0 | |
GAMESTOP CORP NEW | CL A | 36467W109 | 8,809 | 426,400 | SH | Put | SOLE | 426,400 | 0 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 37,977 | 940,500 | SH | Put | SOLE | 940,500 | 0 | 0 | |
IAC INTERACTIVECORP | COM | 44919P508 | 87,421 | 743,500 | SH | Put | SOLE | 743,500 | 0 | 0 | |
ICONIX BRAND GROUP INC | COM | 451055107 | 25,337 | 4,452,900 | SH | Put | SOLE | 4,452,900 | 0 | 0 | |
JABIL CIRCUIT INC | COM | 466313103 | 303 | 10,600 | SH | Put | SOLE | 10,600 | 0 | 0 | |
JINKOSOLAR HLDG CO LTD | SPONSORED ADR | 47759T100 | 1,148 | 46,000 | SH | Put | SOLE | 46,000 | 0 | 0 | |
KB HOME | COM | 48666K109 | 17,460 | 723,900 | SH | Put | SOLE | 723,900 | 0 | 0 | |
KROGER CO | COM | 501044101 | 602 | 30,000 | SH | Put | SOLE | 30,000 | 0 | 0 | |
LENNAR CORP | CL A | 526057104 | 1,665 | 31,600 | SH | Put | SOLE | 31,600 | 0 | 0 | |
NATIONSTAR MTG HLDGS INC | COM | 63861C109 | 4,364 | 235,000 | SH | Put | SOLE | 235,000 | 0 | 0 | |
NAVISTAR INTL CORP NEW | COM | 63934E108 | 231,420 | 5,251,200 | SH | Put | SOLE | 5,251,200 | 0 | 0 | |
NAVIENT CORP | COM | 63938C108 | 15,335 | 1,021,000 | SH | Put | SOLE | 1,021,000 | 0 | 0 | |
NIKE INC | CL B | 654106103 | 5,185 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 25,033 | 1,592,400 | SH | Put | SOLE | 1,592,400 | 0 | 0 | |
OCWEN FINL CORP | COM NEW | 675746309 | 509 | 148,000 | SH | Put | SOLE | 148,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | COM | 697435105 | 6,124 | 42,500 | SH | Put | SOLE | 42,500 | 0 | 0 | |
PENNEY J C INC | COM | 708160106 | 18,890 | 4,958,000 | SH | Put | SOLE | 4,958,000 | 0 | 0 | |
PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 3,053 | 304,100 | SH | Put | SOLE | 304,100 | 0 | 0 | |
PIONEER NAT RES CO | COM | 723787107 | 4,426 | 30,000 | SH | Put | SOLE | 30,000 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | COM | 74348T102 | 25,170 | 3,745,500 | SH | Put | SOLE | 3,745,500 | 0 | 0 | |
RH | COM | 74967X103 | 124,734 | 1,773,800 | SH | Put | SOLE | 1,773,800 | 0 | 0 | |
SALESFORCE COM INC | COM | 79466L302 | 5,082 | 54,400 | SH | Put | SOLE | 54,400 | 0 | 0 | |
SCIENTIFIC GAMES CORP | CL A | 80874P109 | 4,585 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 7,620 | 463,800 | SH | Put | SOLE | 463,800 | 0 | 0 | |
TESLA MTRS INC | COM | 88160R101 | 295,325 | 865,801 | SH | Put | SOLE | 865,801 | 0 | 0 | |
TWITTER INC | COM | 90184L102 | 5,567 | 330,000 | SH | Put | SOLE | 330,000 | 0 | 0 | |
ULTA SALON COSMETCS & FRAG I | COM | 90384S303 | 6,714 | 29,700 | SH | Put | SOLE | 29,700 | 0 | 0 | |
UNITED CONTL HLDGS INC | COM | 910047109 | 62,158 | 1,021,000 | SH | Put | SOLE | 1,021,000 | 0 | 0 | |
UNITED STATES STL CORP NEW | COM | 912909108 | 30,384 | 1,184,100 | SH | Put | SOLE | 1,184,100 | 0 | 0 | |
VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 15,005 | 1,047,100 | SH | Put | SOLE | 1,047,100 | 0 | 0 | |
VEREIT INC | COM | 92339V100 | 29,492 | 3,557,500 | SH | Put | SOLE | 3,557,500 | 0 | 0 | |
WEIGHT WATCHERS INTL INC NEW | COM | 948626106 | 58,536 | 1,344,100 | SH | Put | SOLE | 1,344,100 | 0 | 0 | |
WHITING PETE CORP NEW | COM | 966387102 | 393 | 18,000 | SH | Put | SOLE | 18,000 | 0 | 0 | |
WORKDAY INC | CL A | 98138H101 | 4,911 | 46,600 | SH | Put | SOLE | 46,600 | 0 | 0 | |
YPF SOCIEDAD ANONIMA | SPON ADR CL D | 984245100 | 7,475 | 335,500 | SH | Put | SOLE | 335,500 | 0 | 0 | |
HERBALIFE LTD | COM USD SHS | G4412G101 | 77,448 | 1,141,800 | SH | Put | SOLE | 1,141,800 | 0 | 0 | |
WEATHERFORD INTL PLC | ORD SHS | G48833100 | 46 | 10,000 | SH | Put | SOLE | 10,000 | 0 | 0 | |
MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 23,409 | 626,400 | SH | Put | SOLE | 626,400 | 0 | 0 | |
SEADRILL LIMITED | SHS | G7945E105 | 53 | 152,600 | SH | Put | SOLE | 152,600 | 0 | 0 | |
TRANSOCEAN LTD | REG SHS | H8817H100 | 23,357 | 2,170,700 | SH | Put | SOLE | 2,170,700 | 0 | 0 | |
AERCAP HOLDINGS NV | SHS | N00985106 | 34,131 | 667,800 | SH | Put | SOLE | 667,800 | 0 | 0 | |
YANDEX N V | SHS CLASS A | N97284108 | 51,639 | 1,567,200 | SH | Put | SOLE | 1,567,200 | 0 | 0 |