Location: Stamford, CT
CIK: 0001393825 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 9, 2013
Total Value: $1.883B (76.8% shares, 23.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | RADIAN GROUP INC | 104,833,000 | $132M | 7.0% | $1.26 | $1.26 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | PHH CORP | 46,500,000 | $83.64M | 4.4% | $1.80 | $1.80 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | DISH NETWORK CORP | 1,489,704 | $63.34M | 3.4% | $42.52 | $42.52 | — | CL A | 25470M109 |
| — | PRICELINE COM INC | 21,431,000 | $58.56M | 3.1% | $2.73 | $2.73 | — | NOTE 1.250% 3/1 | 741503AN6 |
| — | BANK OF AMERICA CORPORATION | 4,495,800 | $57.82M | 3.1% | $12.86 | — | — | Put | 060505954 |
| — | CLEARWIRE CORP NEW | 11,540,161 | $57.47M | 3.1% | $4.98 | $4.98 | — | CL A | 18538Q105 |
| — | ELAN PLC | 4,057,129 | $57.37M | 3.0% | $14.14 | $14.14 | — | ADR | 284131208 |
| — | CONSTELLATION BRANDS INC | 1,016,600 | $52.98M | 2.8% | $52.12 | — | — | Call | 21036P908 |
| — | MGIC INVT CORP WIS | 44,561,000 | $50.58M | 2.7% | $1.13 | $1.13 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | LIFE TECHNOLOGIES CORP | 638,650 | $47.27M | 2.5% | $74.01 | $74.01 | — | COM | 53217V109 |
| — | ACTAVIS INC | 371,343 | $46.87M | 2.5% | $126.22 | $126.22 | — | COM | 00507K103 |
| — | VERIZON COMMUNICATIONS INC | 800,000 | $40.27M | 2.1% | $50.34 | — | — | Call | 92343V904 |
| — | LINCOLN NATL CORP IND | 1,461,952 | $39.38M | 2.1% | $26.94 | $26.94 | — | *W EXP 07/10/201 | 534187117 |
| — | ISTAR FINL INC | 32,866,000 | $39.24M | 2.1% | $1.19 | $1.19 | — | NOTE 3.000%11/1 | 45031UBR1 |
| BAC | BANK OF AMERICA CORPORATION | 2,947,463 | $37.9M | 2.0% | $12.86 * | $10.03 | 0.0% | COM | 060505104 |
| — | POWERSHARES QQQ TRUST | 500,000 | $35.6M | 1.9% | $71.21 | — | — | Put | 73935A954 |
| MOS | MOSAIC CO NEW | 639,971 | $34.44M | 1.8% | $53.81 * | $46.26 | 0.0% | COM | 61945C103 |
| — | HESS CORP | 484,577 | $32.22M | 1.7% | $66.49 | $66.49 | — | COM | 42809H107 |
| — | BANK OF AMERICA CORPORATION | 2,400,000 | $30.86M | 1.6% | $12.86 | — | — | Call | 060505904 |
| — | CLEARWIRE CORP NEW | 6,075,900 | $30.26M | 1.6% | $4.98 | — | — | Call | 18538Q905 |
| — | SMITHFIELD FOODS INC | 843,513 | $27.63M | 1.5% | $32.75 | $32.75 | — | COM | 832248108 |
| OXY | OCCIDENTAL PETE CORP DEL | 306,947 | $27.39M | 1.5% | $89.23 * | $57.83 | 0.0% | COM | 674599105 |
| VZ | VERIZON COMMUNICATIONS INC | 534,414 | $26.9M | 1.4% | $50.34 * | $27.04 | 0.0% | COM | 92343V104 |
| — | ANADARKO PETE CORP | 308,400 | $26.5M | 1.4% | $85.93 | — | — | Put | 032511957 |
| — | SPDR S&P 500 ETF TR | 150,000 | $24M | 1.3% | $160.01 | — | — | Put | 78462F953 |
| — | DISH NETWORK CORP | 542,300 | $23.06M | 1.2% | $42.52 | — | — | Call | 25470M909 |
| — | EQUINIX INC | 12,500,000 | $21.09M | 1.1% | $1.69 | $1.69 | — | NOTE 3.000%10/1 | 29444UAG1 |
| — | CLEARWIRE CORP NEW | 4,180,400 | $20.82M | 1.1% | $4.98 | — | — | Put | 18538Q955 |
| TMUS | T-MOBILE US INC | 838,160 | $20.8M | 1.1% | $24.81 * | $19.37 | 0.0% | COM | 872590104 |
| — | ANADARKO PETE CORP | 236,066 | $20.29M | 1.1% | $85.93 | $85.93 | — | COM | 032511107 |
| — | MGIC INVT CORP WIS | 19,282,000 | $19.74M | 1.0% | $1.02 | $1.02 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | ISHARES TR IBOXX H/Y | 215,000 | $19.54M | 1.0% | $90.88 | — | — | Put | 464288953 |
| — | SELECT SECTOR SPDR TR | 1,000,000 | $19.49M | 1.0% | $19.49 | — | — | Put | 81369Y955 |
| — | COMMONWEALTH REIT | 837,236 | $19.36M | 1.0% | $23.12 | $23.12 | — | COM SH BEN INT | 203233101 |
| — | EXACTTARGET INC | 563,516 | $19M | 1.0% | $33.72 | $33.72 | — | COM | 30064K105 |
| — | DOLE FOOD CO INC NEW | 1,486,387 | $18.95M | 1.0% | $12.75 | $12.75 | — | COM | 256603101 |
| — | ELAN PLC | 1,330,300 | $18.81M | 1.0% | $14.14 | — | — | Call | 284131908 |
| NTAP | NETAPP INC | 491,419 | $18.57M | 1.0% | $37.78 * | $26.74 | 0.0% | COM | 64110D104 |
| MBI | MBIA INC | 1,261,398 | $16.79M | 0.9% | $13.31 * | $5.48 | 0.0% | COM | 55262C100 |
| — | MYLAN INC | 522,840 | $16.22M | 0.9% | $31.03 | $31.03 | — | COM | 628530107 |
| — | AMERICAN RLTY CAP PPTYS INC | 1,042,371 | $15.91M | 0.8% | $15.26 | $15.26 | — | COM | 02917T104 |
| STZ | CONSTELLATION BRANDS INC | 300,600 | $15.67M | 0.8% | $52.12 * | $43.15 | 0.0% | CL A | 21036P108 |
| — | LIBERTY GLOBAL INC | 201,000 | $14.89M | 0.8% | $74.08 | — | — | Put | 530555951 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 199,987 | $14.81M | 0.8% | $74.08 | $74.08 | — | SHS CL A | G5480U104 |
| — | FOREST LABS INC | 343,712 | $14.09M | 0.7% | $41.00 | $41.00 | — | COM | 345838106 |
| — | GARDNER DENVER INC | 187,307 | $14.08M | 0.7% | $75.18 | $75.18 | — | COM | 365558105 |
| — | LEAP WIRELESS INTL INC | 13,948,000 | $14.06M | 0.7% | $1.01 | $1.01 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | STEWART ENTERPRISES INC | 984,314 | $12.88M | 0.7% | $13.09 | $13.09 | — | CL A | 860370105 |
| — | NYSE EURONEXT | 299,753 | $12.41M | 0.7% | $41.40 | $41.40 | — | COM | 629491101 |
| — | RITE AID CORP | 8,249,000 | $11.72M | 0.6% | $1.42 | $1.42 | — | NOTE 8.500% 5/1 | 767754BU7 |
| — | HARTFORD FINL SVCS GROUP INC | 499,852 | $10.95M | 0.6% | $21.90 | $21.90 | — | *W EXP 06/26/201 | 416515120 |
| — | BMC SOFTWARE INC | 234,597 | $10.59M | 0.6% | $45.14 | $45.14 | — | COM | 055921100 |
| — | DELL INC | 791,100 | $10.56M | 0.6% | $13.35 | — | — | Call | 24702R901 |
| — | OPTIMER PHARMACEUTICALS INC | 714,087 | $10.33M | 0.5% | $14.47 | $14.47 | — | COM | 68401H104 |
| — | VANGUARD HEALTH SYS INC | 476,975 | $9.892M | 0.5% | $20.74 | $20.74 | — | COM | 922036207 |
| — | DIRECTV | 150,000 | $9.243M | 0.5% | $61.62 | — | — | Call | 25490A909 |
| — | VIVUS INC | 650,000 | $8.177M | 0.4% | $12.58 | — | — | Call | 928551900 |
| — | BELO CORP | 577,828 | $8.061M | 0.4% | $13.95 | $13.95 | — | COM SER A | 080555105 |
| — | CHESAPEAKE ENERGY CORP | 7,585,000 | $7.076M | 0.4% | $0.93 | $0.93 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | BANK OF AMERICA CORPORATION | 1,278,249 | $6.979M | 0.4% | $5.46 | $5.46 | — | *W EXP 01/16/201 | 060505146 |
| — | CHARTER COMMUNICATIONS INC D | 55,000 | $6.812M | 0.4% | $123.85 | $123.85 | — | CL A NEW | 16117M305 |
| — | VIVUS INC | 523,941 | $6.591M | 0.3% | $12.58 | $12.58 | — | COM | 928551100 |
| — | LENDER PROCESSING SVCS INC | 200,000 | $6.47M | 0.3% | $32.35 | $32.35 | — | COM | 52602E102 |
| — | ACTAVIS INC | 50,000 | $6.311M | 0.3% | $126.22 | — | — | Put | 00507K953 |
| — | DISCOVERY COMMUNICATNS NEW | 87,309 | $6.082M | 0.3% | $69.66 | $69.66 | — | COM SER C | 25470F302 |
| — | CAPLEASE INC | 700,000 | $5.908M | 0.3% | $8.44 | $8.44 | — | COM | 140288101 |
| — | COMMONWEALTH REIT | 248,500 | $5.745M | 0.3% | $23.12 | — | — | Put | 203233951 |
| — | HERBALIFE LTD | 125,500 | $5.665M | 0.3% | $45.14 | — | — | Call | G4412G901 |
| — | SPRINT NEXTEL CORP | 806,469 | $5.661M | 0.3% | $7.02 | $7.02 | — | COM SER 1 | 852061100 |
| A | AGILENT TECHNOLOGIES INC | 131,842 | $5.638M | 0.3% | $42.76 * | $27.97 | 0.0% | COM | 00846U101 |
| — | TIME WARNER CABLE INC | 50,000 | $5.624M | 0.3% | $112.48 | $112.48 | — | COM | 88732J207 |
| — | STEC INC | 801,890 | $5.389M | 0.3% | $6.72 | $6.72 | — | COM | 784774101 |
| — | ARRIS GROUP INC NEW | 367,200 | $5.269M | 0.3% | $14.35 | — | — | Put | 04270V956 |
| — | CAPITOL ACQUISITION CORP II | 500,000 | $5.045M | 0.3% | $10.09 | $10.09 | — | UNIT 99/99/9999 | 14056V204 |
| — | MPG OFFICE TR INC | 1,602,100 | $5.031M | 0.3% | $3.14 | $3.14 | — | COM | 553274101 |
| — | KANDI TECHNOLOGIES GROUP INC | 881,608 | $4.955M | 0.3% | $5.62 | $5.62 | — | COM | 483709101 |
| — | SCANSOFT INC | 250,000 | $4.6M | 0.2% | $18.40 | — | — | Call | 67020Y900 |
| — | NETAPP INC | 100,000 | $3.778M | 0.2% | $37.78 | — | — | Call | 64110D904 |
| — | JIVE SOFTWARE INC | 207,106 | $3.763M | 0.2% | $18.17 | $18.17 | — | COM | 47760A108 |
| — | VALEANT PHARMACEUTICALS INTL | 42,600 | $3.667M | 0.2% | $86.08 | $86.08 | — | COM | 91911K102 |
| — | HEIDRICK & STRUGGLES INTL IN | 217,226 | $3.632M | 0.2% | $16.72 | $16.72 | — | COM | 422819102 |
| — | KEYNOTE SYS INC | 170,088 | $3.361M | 0.2% | $19.76 | $19.76 | — | COM | 493308100 |
| — | NEWS CORP | 218,300 | $3.34M | 0.2% | $15.30 | $15.30 | — | CL A | 65248E104 |
| — | MARKET LEADER INC | 309,173 | $3.308M | 0.2% | $10.70 | $10.70 | — | COM | 57056R103 |
| — | CEMEX SAB DE CV | 311,000 | $3.29M | 0.2% | $10.58 | — | — | Put | 151290959 |
| MUFG | MITSUBISHI UFJ FINL GROUP IN | 505,600 | $3.14M | 0.2% | $6.21 | $6.21 | — | SPONSORED ADR | 606822104 |
| — | GLEACHER & CO INC | 201,405 | $2.796M | 0.1% | $13.88 | $13.88 | — | COM NEW | 377341201 |
| — | U S AIRWAYS GROUP INC | 170,000 | $2.791M | 0.1% | $16.42 | $16.42 | — | COM | 90341W108 |
| — | RUE21 INC | 66,200 | $2.755M | 0.1% | $41.62 | $41.62 | — | COM | 781295100 |
| — | MBIA INC | 200,000 | $2.662M | 0.1% | $13.31 | — | — | Call | 55262C900 |
| — | IRON MTN INC | 90,000 | $2.395M | 0.1% | $26.61 | $26.61 | — | COM | 462846106 |
| — | FIDELITY NATIONAL FINANCIAL | 91,000 | $2.167M | 0.1% | $23.81 | — | — | Put | 31620R955 |
| — | LINN ENERGY LLC | 65,000 | $2.157M | 0.1% | $33.18 | — | — | Call | 536020900 |
| — | CABLEVISION SYS CORP | 125,000 | $2.103M | 0.1% | $16.82 | $16.82 | — | CL A NY CABLVS | 12686C109 |
| — | FOREST LABS INC | 50,000 | $2.05M | 0.1% | $41.00 | — | — | Call | 345838906 |
| HMC | HONDA MOTOR LTD | 53,731 | $2.001M | 0.1% | $37.24 | $37.24 | — | AMERN SHS | 438128308 |
| TM | TOYOTA MOTOR CORP | 15,382 | $1.856M | 0.1% | $120.66 | $120.66 | — | SP ADR REP2COM | 892331307 |
| — | A H BELO CORP | 250,000 | $1.715M | 0.1% | $6.86 | $6.86 | — | COM CL A | 001282102 |
| — | DOCUMENT SEC SYS INC | 721,700 | $1.66M | 0.1% | $2.30 | — | — | Put | 25614T951 |
| — | LAS VEGAS SANDS CORP | 30,000 | $1.588M | 0.1% | $52.93 | — | — | Put | 517834957 |
| — | HEALTH MGMT ASSOC INC NEW | 100,000 | $1.572M | 0.1% | $15.72 | $15.72 | — | CL A | 421933102 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 33,714 | $1.543M | 0.1% | $45.77 * | $31.36 | 0.0% | SHS | G0692U109 |
| — | XL GROUP PLC | 50,197 | $1.522M | 0.1% | $30.32 | $30.32 | — | SHS | G98290102 |
| EG | EVEREST RE GROUP LTD | 11,868 | $1.522M | 0.1% | $128.24 * | $99.45 | 0.0% | COM | G3223R108 |
| ACGL | ARCH CAP GROUP LTD | 29,026 | $1.492M | 0.1% | $51.40 * | $16.55 | 0.0% | ORD | G0450A105 |
| — | OREXIGEN THERAPEUTICS INC | 250,000 | $1.463M | 0.1% | $5.85 | $5.85 | — | COM | 686164104 |
| — | PARTNERRE LTD | 16,094 | $1.457M | 0.1% | $90.53 | $90.53 | — | COM | G6852T105 |
| — | SPRINT NEXTEL CORP | 200,000 | $1.404M | 0.1% | $7.02 | — | — | Call | 852061900 |
| — | PETROCHINA CO LTD | 12,500 | $1.383M | 0.1% | $110.64 | — | — | Call | 71646E900 |
| RNR | RENAISSANCERE HOLDINGS LTD | 14,926 | $1.295M | 0.1% | $86.76 * | $88.61 | 0.0% | COM | G7496G103 |
| — | VALIDUS HOLDINGS LTD | 34,868 | $1.259M | 0.1% | $36.11 | $36.11 | — | COM SHS | G9319H102 |
| GTN | GRAY TELEVISION INC | 172,200 | $1.24M | 0.1% | $7.20 * | $5.99 | 0.0% | COM | 389375106 |
| — | HARTFORD FINL SVCS GROUP INC | 39,500 | $1.221M | 0.1% | $30.91 | — | — | Put | 416515954 |
| — | PETROCHINA CO LTD | 10,700 | $1.184M | 0.1% | $110.65 | $110.65 | — | SPONSORED ADR | 71646E100 |
| ALL | ALLSTATE CORP | 24,482 | $1.178M | 0.1% | $48.12 * | $37.12 | 0.0% | COM | 020002101 |
| CX | CEMEX SAB DE CV | 110,012 | $1.164M | 0.1% | $10.58 | $10.58 | — | SPON ADR NEW | 151290889 |
| MTB | M & T BK CORP | 10,386 | $1.161M | 0.1% | $111.79 * | $72.91 | 0.0% | COM | 55261F104 |
| — | ACTAVIS INC | 9,000 | $1.136M | 0.1% | $126.22 | — | — | Call | 00507K903 |
| TRV | TRAVELERS COMPANIES INC | 13,676 | $1.093M | 0.1% | $79.92 * | $63.44 | 0.0% | COM | 89417E109 |
| — | DOLE FOOD CO INC NEW | 84,200 | $1.074M | 0.1% | $12.76 | — | — | Put | 256603951 |
| — | HAWAIIAN TELCOM HOLDCO INC | 40,905 | $1.029M | 0.1% | $25.16 | $25.16 | — | COM | 420031106 |
| — | CHUBB CORP | 12,071 | $1.022M | 0.1% | $84.67 | $84.67 | — | COM | 171232101 |
| — | ACE LTD | 11,412 | $1.021M | 0.1% | $89.47 | $89.47 | — | SHS | H0023R105 |
| NTTYY | NIPPON TELEG & TEL CORP | 37,297 | $970K | 0.1% | $26.01 | $26.01 | — | SPONSORED ADR | 654624105 |
| — | CHINA PETE & CHEM CORP | 10,180 | $931K | 0.0% | $91.45 | $91.45 | — | SPON ADR H SHS | 16941R108 |
| — | OFFICE DEPOT INC | 217,302 | $841K | 0.0% | $3.87 | $3.87 | — | COM | 676220106 |
| — | MULTIBAND CORP | 262,929 | $833K | 0.0% | $3.17 | $3.17 | — | COM NEW | 62544X209 |
| — | NEWS CORP | 50,000 | $769K | 0.0% | $15.38 | $15.38 | — | CL B | 65248E203 |
| — | LIFE TECHNOLOGIES CORP | 10,000 | $740K | 0.0% | $74.00 | — | — | Call | 53217V909 |
| — | BGS ACQUISITION CORP | 59,200 | $598K | 0.0% | $10.10 | $10.10 | — | SH | G1082J100 |
| — | CHINA LIFE INS CO LTD | 16,667 | $581K | 0.0% | $34.86 | $34.86 | — | SPON ADR REP H | 16939P106 |
| — | PANASONIC CORP | 63,198 | $511K | 0.0% | $8.09 | $8.09 | — | ADR | 69832A205 |
| TWI | TITAN INTL INC ILL | 28,700 | $484K | 0.0% | $16.86 * | $20.56 | 0.0% | COM | 88830M102 |
| — | HARBINGER GROUP INC | 63,375 | $478K | 0.0% | $7.54 | $7.54 | — | COM | 41146A106 |
| — | AETNA INC NEW | 6,819 | $433K | 0.0% | $63.50 | $63.50 | — | COM | 00817Y108 |
| NMR | NOMURA HLDGS INC | 58,060 | $432K | 0.0% | $7.44 | $7.44 | — | SPONSORED ADR | 65535H208 |
| HLF | HERBALIFE LTD | 8,705 | $393K | 0.0% | $45.15 * | $20.94 | 0.0% | COM USD SHS | G4412G101 |
| — | PACIFIC ETHANOL INC | 65,659 | $261K | 0.0% | $3.98 | $3.98 | — | COM NEW | 69423U206 |
| — | WPCS INTL INC | 55,688 | $244K | 0.0% | $4.38 | $4.38 | — | COM PAR $.0001 | 92931L302 |
| — | SPHERIX INC | 51,653 | $230K | 0.0% | $4.45 | $4.45 | — | COM PAR $.01 | 84842R304 |
| SPY | SPDR S&P 500 ETF TR | 1,268 | $203K | 0.0% | $160.09 | $160.09 | — | TR UNIT | 78462F103 |
| — | AU OPTRONICS CORP | 18,351 | $63,000 | 0.0% | $3.43 | $3.43 | — | SPONSORED ADR | 002255107 |
| — | UNWIRED PLANET INC NEW | 27,100 | $53,000 | 0.0% | $1.96 | $1.96 | — | COM | 91531F103 |
| — | CYTORI THERAPEUTICS INC | 15,978 | $37,000 | 0.0% | $2.32 | $2.32 | — | COM | 23283K105 |
| BLDP | BALLARD PWR SYS INC NEW | 11,200 | $20,000 | 0.0% | $1.79 * | $1.28 | 0.0% | COM | 058586108 |
| — | CELSION CORPORATION | 10,600 | $11,000 | 0.0% | $1.04 | $1.04 | — | COM NEW | 15117N305 |
| — | AASTROM BIOSCIENCES INC | 18,118 | $7,000 | 0.0% | $0.39 | $0.39 | — | COM NEW | 00253U305 |
| — | T3 MOTION INC | 13,850 | $0 | 0.0% | $0.00 | — | — | *W EXP 05/13/201 | 89853X124 |