Location: Los Angeles, CA
CIK: 0001317195 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 14, 2013
Total Value: $4.308B (95.2% shares, 4.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,980,000 | $318M | 7.4% | — | — | Put | 78462F103 |
| MOS | MOSAIC CO NEW | 4,000,000 | $215M | 5.0% | — | — | Call | 61945C103 |
| XLI | SELECT SECTOR SPDR TR | 5,000,000 | $213M | 4.9% | — | — | Put | 81369Y704 |
| XLF | SELECT SECTOR SPDR TR | 10,000,000 | $194M | 4.5% | — | — | Put | 81369Y605 |
| — | SPRINT NEXTEL CORP | 26,000,000 | $183M | 4.2% | $7.02 | — | COM SER 1 | 852061100 |
| XLE | SELECT SECTOR SPDR TR | 2,200,000 | $172M | 4.0% | — | — | Put | 81369Y506 |
| XLU | SELECT SECTOR SPDR TR | 4,000,000 | $151M | 3.5% | $37.63 | — | Put | 81369Y886 |
| — | HESS CORP | 2,250,200 | $150M | 3.5% | $66.49 | — | COM | 42809H107 |
| XLP | SELECT SECTOR SPDR TR | 3,550,000 | $141M | 3.3% | — | — | Put | 81369Y308 |
| GLD | SPDR GOLD TRUST | 1,150,000 | $137M | 3.2% | — | — | Call | 78463V107 |
| STZ | CONSTELLATION BRANDS INC | 2,400,000 | $125M | 2.9% | $43.15 | 0.0% | CL A | 21036P108 |
| — | BARRICK GOLD CORP | 7,750,000 | $122M | 2.8% | $15.74 | — | Call | 067901108 |
| TMUS | T-MOBILE US INC | 4,000,000 | $99.24M | 2.3% | $19.37 | 0.0% | COM | 872590104 |
| MDY | SPDR S&P MIDCAP 400 ETF TR | 450,000 | $94.55M | 2.2% | — | — | Put | 78467Y107 |
| — | TYCO INTERNATIONAL LTD | 2,500,000 | $82.38M | 1.9% | $32.95 | — | SHS | H89128104 |
| — | YAHOO INC | 3,207,712 | $80.61M | 1.9% | $25.13 | — | COM | 984332106 |
| GM | GENERAL MTRS CO | 2,307,300 | $76.86M | 1.8% | — | — | Put | 37045V100 |
| UNH | UNITEDHEALTH GROUP INC | 1,100,000 | $72.03M | 1.7% | $50.75 | 0.0% | COM | 91324P102 |
| XLV | SELECT SECTOR SPDR TR | 1,500,000 | $71.42M | 1.7% | — | — | Put | 81369Y209 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 1,125,200 | $70.48M | 1.6% | $29.46 | 0.0% | CL A | 192446102 |
| TFSL | TFS FINL CORP | 6,000,000 | $67.2M | 1.6% | $5.61 | 0.0% | COM | 87240R107 |
| — | LIBERTY MEDIA CORP DELAWARE | 527,000 | $66.8M | 1.6% | $126.76 | — | CL A | 531229102 |
| PENN | PENN NATL GAMING INC | 1,250,000 | $66.15M | 1.5% | $12.65 | 0.0% | COM | 707569109 |
| — | TYCO INTERNATIONAL LTD | 2,000,000 | $65.9M | 1.5% | $32.95 | — | Call | H89128104 |
| NOC | NORTHROP GRUMMAN CORP | 750,000 | $62.1M | 1.4% | — | — | Call | 666807102 |
| XLK | SELECT SECTOR SPDR TR | 2,000,000 | $61.17M | 1.4% | — | — | Put | 81369Y803 |
| XLY | SELECT SECTOR SPDR TR | 1,000,000 | $56.4M | 1.3% | — | — | Put | 81369Y407 |
| OXY | OCCIDENTAL PETE CORP DEL | 575,000 | $51.31M | 1.2% | $57.83 | 0.0% | COM | 674599105 |
| — | TOWER GROUP INTL LTD | 2,400,000 | $49.22M | 1.1% | $20.51 | — | COM | G8988C105 |
| — | ELAN PLC | 3,275,000 | $46.31M | 1.1% | $14.14 | — | ADR | 284131208 |
| — | AMERICAN CAPITAL AGENCY CORP | 2,000,000 | $46.02M | 1.1% | $22.99 | — | Put | 02503X105 |
| A | AGILENT TECHNOLOGIES INC | 1,050,000 | $44.9M | 1.0% | $27.97 | 0.0% | COM | 00846U101 |
| — | TALISMAN ENERGY INC | 3,800,000 | $43.34M | 1.0% | $11.41 | — | COM | 87425E103 |
| — | BARRICK GOLD CORP | 2,700,000 | $42.5M | 1.0% | $15.74 | — | COM | 067901108 |
| PFE | PFIZER INC | 1,400,000 | $39.21M | 0.9% | $16.46 | 0.0% | Put | 717081103 |
| PFE | PFIZER INC | 1,399,115 | $39.19M | 0.9% | $16.46 | 0.0% | COM | 717081103 |
| GD | GENERAL DYNAMICS CORP | 500,000 | $39.16M | 0.9% | — | — | Call | 369550108 |
| XLU | SELECT SECTOR SPDR TR | 1,040,382 | $39.15M | 0.9% | $37.63 | — | SBI INT-UTILS | 81369Y886 |
| — | COBALT INTL ENERGY INC | 36,000,000 | $38.23M | 0.9% | $1.06 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | BARRICK GOLD CORP | 2,250,000 | $35.41M | 0.8% | $15.74 | — | Put | 067901108 |
| — | TYCO INTERNATIONAL LTD | 1,000,000 | $32.95M | 0.8% | $32.95 | — | Put | H89128104 |
| EXC | EXELON CORP | 1,000,000 | $30.88M | 0.7% | $15.41 | 0.0% | COM | 30161N101 |
| EXC | EXELON CORP | 1,000,000 | $30.88M | 0.7% | $15.41 | 0.0% | Put | 30161N101 |
| — | GENCORP INC | 16,400,000 | $30.39M | 0.7% | $1.85 | — | SDCV 4.062%12/3 | 368682AN0 |
| — | STILLWATER MNG CO | 26,931,000 | $28.11M | 0.7% | $1.04 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | COMMONWEALTH REIT | 1,200,000 | $27.74M | 0.6% | $23.12 | — | COM SH BEN INT | 203233101 |
| — | DISCOVERY COMMUNICATNS NEW | 364,598 | $25.44M | 0.6% | $69.77 | — | COM SER C | 25470F302 |
| — | AMERICAN CAPITAL AGENCY CORP | 1,100,000 | $25.29M | 0.6% | $22.99 | — | COM | 02503X105 |
| — | ENERSYS | 18,206,000 | $23.96M | 0.6% | $1.32 | — | NOTE 3.375% 6/0 | 29275YAA0 |
| AAPL | APPLE INC | 60,000 | $23.79M | 0.6% | $13.16 | 0.0% | Put | 037833100 |
| IWM | ISHARES TR | 200,000 | $19.4M | 0.5% | — | — | Put | 464287655 |
| — | U S AIRWAYS GROUP INC | 1,175,500 | $19.3M | 0.4% | — | — | Put | 90341W108 |
| — | NEWPARK RES INC | 14,832,000 | $19.03M | 0.4% | $1.28 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | E TRADE FINANCIAL CORP | 14,247,000 | $17.43M | 0.4% | $1.22 | — | NOTE 8/3 | 269246AZ7 |
| — | BARNES GROUP INC | 15,096,000 | $17.11M | 0.4% | $1.13 | — | NOTE 3.375% 3/1 | 067806AD1 |
| IYR | ISHARES TR | 250,000 | $16.61M | 0.4% | — | — | Put | 464287739 |
| AAPL | APPLE INC | 40,800 | $16.18M | 0.4% | $13.16 | 0.0% | COM | 037833100 |
| DAL | DELTA AIR LINES INC DEL | 830,800 | $15.54M | 0.4% | — | — | Put | 247361702 |
| XRT | SPDR SERIES TRUST | 200,000 | $15.32M | 0.4% | — | — | Put | 78464A714 |
| — | SUNPOWER CORP | 10,000,000 | $11.74M | 0.3% | $1.17 | — | DBCV 4.500% 3/1 | 867652AE9 |
| — | FOREST CITY ENTERPRISES INC | 10,050,000 | $11.29M | 0.3% | $1.12 | — | NOTE 4.250% 8/1 | 345550AP2 |
| — | BALLY TECHNOLOGIES INC | 200,000 | $11.28M | 0.3% | $56.42 | — | COM | 05874B107 |
| MGM | MGM RESORTS INTERNATIONAL | 670,000 | $9.903M | 0.2% | — | — | Put | 552953101 |
| SLV | ISHARES SILVER TRUST | 500,000 | $9.485M | 0.2% | $18.97 | — | Put | 46428Q109 |
| SLV | ISHARES SILVER TRUST | 500,000 | $9.485M | 0.2% | $18.97 | — | ISHARES | 46428Q109 |
| SLV | ISHARES SILVER TRUST | 500,000 | $9.485M | 0.2% | $18.97 | — | Call | 46428Q109 |
| MAR | MARRIOTT INTL INC NEW | 200,000 | $8.074M | 0.2% | — | — | Put | 571903202 |
| IBM | INTERNATIONAL BUSINESS MACHS | 31,800 | $6.077M | 0.1% | — | — | Put | 459200101 |
| — | GENERAL ELECTRIC CO | 250,000 | $5.798M | 0.1% | $23.19 | — | COM | 369604103 |
| — | LEUCADIA NATL CORP | 2,890,000 | $3.643M | 0.1% | $1.26 | — | NOTE 3.750% 4/1 | 527288AX2 |
| — | SUNPOWER CORP | 2,925,000 | $3.122M | 0.1% | $1.07 | — | DBCV 4.750% 4/1 | 867652AC3 |
| — | MGIC INVT CORP WIS | 2,500,000 | $2.563M | 0.1% | $1.03 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | GENERAL MTRS CO | 73,355 | $1.211M | 0.0% | $16.51 | — | *W EXP 07/10/201 | 37045V126 |
| — | BOSTON PRIVATE FINL HLDGS IN | 287,889 | $1.169M | 0.0% | $4.06 | — | *W EXP 11/21/201 | 101119113 |
| — | ARRAY BIOPHARMA INC | 500,000 | $476K | 0.0% | $0.95 | — | NOTE 3.000% 6/0 | 04269XAA3 |