CIK: 0001393825 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 13, 2013
Total Value ($000): $2,707,638 (76.4% shares, 23.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 1,990,000 | $334,519 | 12.4% | — | — | Put | 78462F953 |
| — | RADIAN GROUP INC | 95,833,000 | $136,116 | 5.0% | $1.26 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | PHH CORP | 52,500,000 | $107,188 | 4.0% | $1.83 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | BARCLAYS BK PLC | 5,500,000 | $80,850 | 3.0% | — | — | Put | 06740C958 |
| — | SMITHFIELD FOODS INC | 2,200,000 | $74,734 | 2.8% | — | — | Call | 832248908 |
| — | PRICELINE COM INC | 21,431,000 | $71,499 | 2.6% | $2.73 | — | NOTE 1.250% 3/1 | 741503AN6 |
| — | ONYX PHARMACEUTICALS INC | 523,700 | $65,305 | 2.4% | — | — | Call | 683399909 |
| — | BANK OF AMERICA CORPORATION | 4,495,800 | $62,042 | 2.3% | — | — | Put | 060505954 |
| — | MICRON TECHNOLOGY INC | 31,000,000 | $59,247 | 2.2% | $1.91 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | DISH NETWORK CORP | 1,302,658 | $58,633 | 2.2% | $42.52 | — | CL A | 25470M109 |
| — | MGIC INVT CORP WIS | 45,786,000 | $58,327 | 2.2% | $1.14 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | MICRON TECHNOLOGY INC | 29,500,000 | $55,873 | 2.1% | $1.89 | — | NOTE 3.125% 5/0 | 595112AX1 |
| VZ | VERIZON COMMUNICATIONS INC | 1,029,090 | $48,017 | 1.8% | $26.60 | -1.8% | COM | 92343V104 |
| — | LINCOLN NATL CORP IND | 1,404,285 | $45,920 | 1.7% | $26.94 | — | *W EXP 07/10/201 | 534187117 |
| — | HERBALIFE LTD | 605,800 | $42,267 | 1.6% | — | — | Put | G4412G951 |
| — | DOLE FOOD CO INC NEW | 2,862,289 | $38,984 | 1.4% | $13.17 | — | COM | 256603101 |
| — | ISTAR FINL INC | 30,500,000 | $38,029 | 1.4% | $1.19 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | BANK OF AMERICA CORPORATION | 2,750,000 | $37,950 | 1.4% | — | — | Call | 060505904 |
| — | OFFICE DEPOT INC | 7,813,812 | $37,741 | 1.4% | $4.80 | — | COM | 676220106 |
| — | ANADARKO PETE CORP | 400,000 | $37,196 | 1.4% | — | — | Put | 032511957 |
| — | DISH NETWORK CORP | 824,000 | $37,088 | 1.4% | — | — | Call | 25470M909 |
| — | ACTAVIS INC | 251,247 | $36,180 | 1.3% | $126.22 | — | COM | 00507K103 |
| STZ | CONSTELLATION BRANDS INC | 622,083 | $35,708 | 1.3% | $44.93 | +3.7% | CL A | 21036P108 |
| — | HERBALIFE LTD | 449,700 | $31,376 | 1.2% | — | — | Call | G4412G901 |
| BAC | BANK OF AMERICA CORPORATION | 2,189,056 | $30,209 | 1.1% | $10.03 | +12.0% | COM | 060505104 |
| — | MGIC INVT CORP WIS | 27,782,000 | $30,087 | 1.1% | $1.04 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | CHESAPEAKE ENERGY CORP | 29,285,000 | $28,722 | 1.1% | $0.97 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | MOSAIC CO NEW | 623,800 | $26,836 | 1.0% | — | — | Call | 61945C903 |
| — | LIFE TECHNOLOGIES CORP | 355,016 | $26,566 | 1.0% | $74.01 | — | COM | 53217V109 |
| HLF | HERBALIFE LTD | 364,758 | $25,449 | 0.9% | $30.35 | +0.8% | COM USD SHS | G4412G101 |
| — | FOREST LABS INC | 591,043 | $25,291 | 0.9% | $41.75 | — | COM | 345838106 |
| — | HESS CORP | 321,584 | $24,871 | 0.9% | $66.49 | — | COM | 42809H107 |
| — | U S AIRWAYS GROUP INC | 1,215,500 | $23,046 | 0.9% | — | — | Call | 90341W908 |
| — | AMGEN INC | 200,000 | $22,388 | 0.8% | — | — | Call | 031162900 |
| — | NYSE EURONEXT | 515,391 | $21,636 | 0.8% | $41.64 | — | COM | 629491101 |
| — | MBIA INC | 2,100,000 | $21,483 | 0.8% | — | — | Call | 55262C900 |
| — | L-3 COMMUNICATIONS CORP | 19,500,000 | $21,267 | 0.8% | $1.09 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | ANADARKO PETE CORP | 225,366 | $20,957 | 0.8% | $85.93 | — | COM | 032511107 |
| — | ALEXION PHARMACEUTICALS INC | 177,839 | $20,658 | 0.8% | $116.16 | — | COM | 015351109 |
| — | MOSAIC CO NEW | 468,800 | $20,168 | 0.7% | — | — | Put | 61945C953 |
| OXY | OCCIDENTAL PETE CORP DEL | 214,076 | $20,025 | 0.7% | $57.83 | +2.4% | COM | 674599105 |
| — | VODAFONE GROUP PLC NEW | 555,000 | $19,525 | 0.7% | $35.18 | — | SPONS ADR NEW | 92857W209 |
| — | RITE AID CORP | 9,849,000 | $19,489 | 0.7% | $1.51 | — | NOTE 8.500% 5/1 | 767754BU7 |
| — | ISHARES | 212,500 | $19,461 | 0.7% | — | — | Put | 464288953 |
| — | COMMONWEALTH REIT | 808,288 | $17,710 | 0.7% | $23.12 | — | COM SH BEN INT | 203233101 |
| NTAP | NETAPP INC | 411,419 | $17,535 | 0.6% | $26.74 | +15.2% | COM | 64110D104 |
| MOS | MOSAIC CO NEW | 402,323 | $17,308 | 0.6% | $46.26 | -21.4% | COM | 61945C103 |
| — | FOREST LABS INC | 400,000 | $17,116 | 0.6% | — | — | Call | 345838906 |
| — | HALLIBURTON CO | 300,000 | $14,445 | 0.5% | — | — | Put | 406216951 |
| — | BLACKBERRY LTD | 1,800,400 | $14,304 | 0.5% | — | — | Put | 09228F953 |
| — | LENDER PROCESSING SVCS INC | 413,797 | $13,767 | 0.5% | $32.83 | — | COM | 52602E102 |
| — | LEAP WIRELESS INTL INC | 12,948,000 | $13,239 | 0.5% | $1.01 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | DELL INC | 931,600 | $12,828 | 0.5% | — | — | Call | 24702R901 |
| — | ISHARES | 120,000 | $12,793 | 0.5% | — | — | Put | 464287955 |
| — | CABLEVISION SYS CORP | 749,497 | $12,622 | 0.5% | $16.84 | — | CL A NY CABLVS | 12686C109 |
| — | COMMUNITY HEALTH SYS INC NEW | 300,000 | $12,450 | 0.5% | — | — | Call | 203668908 |
| — | ARRIS GROUP INC NEW | 712,000 | $12,147 | 0.4% | — | — | Put | 04270V956 |
| — | ALEXION PHARMACEUTICALS INC | 100,000 | $11,616 | 0.4% | — | — | Put | 015351959 |
| — | BOISE INC | 900,998 | $11,353 | 0.4% | $12.60 | — | COM | 09746Y105 |
| — | MYLAN INC | 288,986 | $11,031 | 0.4% | $31.03 | — | COM | 628530107 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 261,861 | $10,867 | 0.4% | $35.46 | 0.0% | COM | 203668108 |
| — | FOREST LABS INC | 250,000 | $10,698 | 0.4% | — | — | Put | 345838956 |
| — | STEWART ENTERPRISES INC | 813,918 | $10,695 | 0.4% | $13.09 | — | CL A | 860370105 |
| — | NEWCASTLE INVT CORP | 1,847,433 | $10,383 | 0.4% | $5.62 | — | COM | 65105M108 |
| TMUS | T-MOBILE US INC | 399,472 | $10,374 | 0.4% | $19.37 | +21.9% | COM | 872590104 |
| — | RUE21 INC | 254,400 | $10,262 | 0.4% | — | — | Put | 781295950 |
| — | TIME WARNER CABLE INC | 90,800 | $10,133 | 0.4% | $112.08 | — | COM | 88732J207 |
| NWSA | NEWS CORP NEW | 600,418 | $9,643 | 0.4% | $14.03 | 0.0% | CL A | 65249B109 |
| — | LINN ENERGY LLC | 367,500 | $9,526 | 0.4% | — | — | Call | 536020900 |
| — | OCCIDENTAL PETE CORP DEL | 100,000 | $9,354 | 0.3% | — | — | Call | 674599905 |
| — | BANK OF AMERICA CORPORATION | 1,526,202 | $9,295 | 0.3% | $5.56 | — | *W EXP 01/16/201 | 060505146 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 529,800 | $8,985 | 0.3% | $16.96 | — | SPONSORED ADR | 874039100 |
| — | CHARTER COMMUNICATIONS INC D | 65,733 | $8,858 | 0.3% | $125.63 | — | CL A NEW | 16117M305 |
| — | VIVUS INC | 944,600 | $8,804 | 0.3% | — | — | Call | 928551900 |
| — | ACTIVE NETWORK INC | 600,000 | $8,586 | 0.3% | $14.31 | — | COM | 00506D100 |
| — | DOLE FOOD CO INC NEW | 619,700 | $8,440 | 0.3% | — | — | Put | 256603951 |
| — | POTASH CORP SASK INC | 264,649 | $8,278 | 0.3% | $31.28 | — | COM | 73755L107 |
| — | HARTFORD FINL SVCS GROUP INC | 362,238 | $8,096 | 0.3% | $21.90 | — | *W EXP 06/26/201 | 416515120 |
| — | GANNETT INC | 300,000 | $8,037 | 0.3% | — | — | Put | 364730951 |
| — | ISHARES | 292,000 | $7,379 | 0.3% | — | — | Put | 464286953 |
| — | SHIRE PLC | 60,861 | $7,297 | 0.3% | $119.90 | — | SPONSORED ADR | 82481R106 |
| — | U S AIRWAYS GROUP INC | 371,151 | $7,037 | 0.3% | $17.80 | — | COM | 90341W108 |
| MBI | MBIA INC | 669,181 | $6,846 | 0.3% | $5.48 | +0.2% | COM | 55262C100 |
| NOK | NOKIA CORP | 1,013,300 | $6,597 | 0.2% | $6.51 | — | SPONSORED ADR | 654902204 |
| — | ALEXION PHARMACEUTICALS INC | 55,000 | $6,389 | 0.2% | — | — | Call | 015351909 |
| — | COMMUNITY HEALTH SYS INC NEW | 150,000 | $6,225 | 0.2% | — | — | Put | 203668958 |
| — | DIRECTV | 100,000 | $5,975 | 0.2% | — | — | Put | 25490A959 |
| — | VIROPHARMA INC | 151,800 | $5,966 | 0.2% | $39.30 | — | COM | 928241108 |
| — | AMERICAN RLTY CAP PPTYS INC | 476,640 | $5,815 | 0.2% | $15.26 | — | COM | 02917T104 |
| — | FIDELITY NATIONAL FINANCIAL | 200,000 | $5,320 | 0.2% | — | — | Put | 31620R955 |
| — | CAPITOL ACQUISITION CORP II | 500,000 | $4,845 | 0.2% | $9.69 | — | COM | 14056V105 |
| — | BERRY PETE CO | 104,528 | $4,508 | 0.2% | $43.13 | — | CL A | 085789105 |
| — | PENNEY J C INC | 502,422 | $4,431 | 0.2% | $8.82 | — | COM | 708160106 |
| — | CNOOC LTD | 21,180 | $4,274 | 0.2% | $201.79 | — | SPONSORED ADR | 126132109 |
| — | BLACKBERRY LTD | 500,000 | $3,973 | 0.1% | — | — | Call | 09228F903 |
| — | DOCUMENT SEC SYS INC | 3,423,199 | $3,902 | 0.1% | $1.14 | — | COM | 25614T101 |
| — | TEVA PHARMACEUTICAL INDS LTD | 100,000 | $3,778 | 0.1% | — | — | Put | 881624959 |
| — | SOURCEFIRE INC | 49,406 | $3,751 | 0.1% | $75.92 | — | COM | 83616T108 |
| — | ASSURED GUARANTY LTD | 200,000 | $3,750 | 0.1% | — | — | Call | G0585R906 |
| — | NEXSTAR BROADCASTING GROUP I | 83,500 | $3,716 | 0.1% | — | — | Call | 65336K903 |
| — | CEMEX SAB DE CV | 311,000 | $3,477 | 0.1% | — | — | Put | 151290959 |
| — | ISHARES | 87,800 | $3,440 | 0.1% | — | — | Call | 464287904 |
| — | IPATH S&P500 VIX | 200,000 | $2,940 | 0.1% | $14.70 | — | COM | 06740C188 |
| — | HEALTH MGMT ASSOC INC NEW | 227,945 | $2,918 | 0.1% | $14.08 | — | CL A | 421933102 |
| — | SPRINT CORP | 450,000 | $2,795 | 0.1% | $6.21 | — | COM SER 1 | 85207U105 |
| — | GLEACHER & CO INC | 201,405 | $2,769 | 0.1% | $13.88 | — | COM NEW | 377341201 |
| — | DRAGONWAVE INC | 1,316,059 | $2,606 | 0.1% | $1.98 | — | COM | 26144M103 |
| — | MBIA INC | 250,000 | $2,558 | 0.1% | — | — | Put | 55262C950 |
| — | VIVUS INC | 268,367 | $2,501 | 0.1% | $12.58 | — | COM | 928551100 |
| NWS | NEWS CORP NEW | 150,000 | $2,465 | 0.1% | $14.24 | 0.0% | CL B | 65249B208 |
| — | RUCKUS WIRELESS INC | 141,307 | $2,378 | 0.1% | $16.83 | — | COM | 781220108 |
| — | OREXIGEN THERAPEUTICS INC | 372,405 | $2,287 | 0.1% | $5.95 | — | COM | 686164104 |
| — | CONSTELLATION BRANDS INC | 39,600 | $2,273 | 0.1% | — | — | Call | 21036P908 |
| — | NTT DOCOMO INC | 130,492 | $2,117 | 0.1% | $16.22 | — | SPONS ADR | 62942M201 |
| — | COMPANHIA DE BEBIDAS DAS AME | 55,000 | $2,109 | 0.1% | $38.35 | — | SPON ADR PFD | 20441W203 |
| — | LAS VEGAS SANDS CORP | 30,000 | $1,993 | 0.1% | — | — | Put | 517834957 |
| EG | EVEREST RE GROUP LTD | 13,572 | $1,974 | 0.1% | $100.10 | +4.5% | COM | G3223R108 |
| — | A H BELO CORP | 250,000 | $1,963 | 0.1% | $6.86 | — | COM CL A | 001282102 |
| TMO | THERMO FISHER SCIENTIFIC INC | 20,800 | $1,917 | 0.1% | $86.81 | 0.0% | COM | 883556102 |
| SPY | SPDR S&P 500 ETF TR | 11,400 | $1,916 | 0.1% | $167.18 | — | TR UNIT | 78462F103 |
| — | INTERCONTINENTALEXCHANGE INC | 10,400 | $1,887 | 0.1% | $181.44 | — | COM | 45865V100 |
| ACGL | ARCH CAP GROUP LTD | 33,206 | $1,797 | 0.1% | $16.61 | +2.4% | ORD | G0450A105 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 21,800 | $1,790 | 0.1% | $32.90 | 0.0% | CL A | 192446102 |
| — | XL GROUP PLC | 57,554 | $1,774 | 0.1% | $30.38 | — | SHS | G98290102 |
| — | CBS CORP NEW | 30,600 | $1,688 | 0.1% | $55.16 | — | CL B | 124857202 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 38,881 | $1,684 | 0.1% | $31.40 | +0.7% | SHS | G0692U109 |
| — | PARTNERRE LTD | 18,369 | $1,681 | 0.1% | $90.65 | — | COM | G6852T105 |
| RNR | RENAISSANCERE HOLDINGS LTD | 17,241 | $1,561 | 0.1% | $88.43 | -1.3% | COM | G7496G103 |
| — | HEALTH MGMT ASSOC INC NEW | 118,400 | $1,516 | 0.1% | — | — | Put | 421933952 |
| REEMF | RARE ELEMENT RES LTD | 559,776 | $1,495 | 0.1% | $2.22 | 0.0% | COM | 75381M102 |
| — | VALIDUS HOLDINGS LTD | 40,151 | $1,485 | 0.1% | $36.22 | — | COM SHS | G9319H102 |
| — | VALEANT PHARMACEUTICALS INTL | 13,500 | $1,408 | 0.1% | $86.08 | — | COM | 91911K102 |
| ALL | ALLSTATE CORP | 27,860 | $1,408 | 0.1% | $37.29 | +3.4% | COM | 020002101 |
| TRV | TRAVELERS COMPANIES INC | 15,586 | $1,321 | 0.0% | $63.36 | -0.9% | COM | 89417E109 |
| — | CHUBB CORP | 13,886 | $1,239 | 0.0% | $85.26 | — | COM | 171232101 |
| YZCAY | YANZHOU COAL MNG CO LTD | 129,000 | $1,233 | 0.0% | $9.56 | — | SPON ADR H SHS | 984846105 |
| — | ACE LTD | 13,145 | $1,230 | 0.0% | $90.01 | — | SHS | H0023R105 |
| — | HARTFORD FINL SVCS GROUP INC | 39,500 | $1,229 | 0.0% | — | — | Put | 416515954 |
| — | SPHERIX INC | 142,821 | $1,134 | 0.0% | $6.68 | — | COM PAR $0.01 | 84842R304 |
| MGTI | MGT CAPITAL INVTS INC | 305,624 | $1,127 | 0.0% | $4.19 | 0.0% | COM NEW | 55302P202 |
| — | WHITEWAVE FOODS CO | 55,600 | $1,110 | 0.0% | $19.96 | — | COM CL A | 966244105 |
| — | PERRIGO CO | 9,000 | $1,110 | 0.0% | $123.33 | — | COM | 714290103 |
| — | EXPRESS SCRIPTS HLDG CO | 17,000 | $1,050 | 0.0% | $61.76 | — | COM | 30219G108 |
| — | SOLARWINDS INC | 29,000 | $1,017 | 0.0% | $35.07 | — | COM | 83416B109 |
| CX | CEMEX SAB DE CV | 90,320 | $1,010 | 0.0% | $10.58 | — | SPON ADR NEW | 151290889 |
| STXS | STEREOTAXIS INC | 281,262 | $937 | 0.0% | $3.07 | 0.0% | COM NEW | 85916J409 |
| — | PENNEY J C INC | 100,000 | $882 | 0.0% | — | — | Call | 708160906 |
| — | SEMGROUP CORP | 15,300 | $872 | 0.0% | $56.99 | — | CL A | 81663A105 |
| — | CHINA MOBILE LIMITED | 15,000 | $846 | 0.0% | $56.40 | — | SPONSORED ADR | 16941M109 |
| — | THOMAS PPTYS GROUP INC | 113,910 | $765 | 0.0% | $6.72 | — | COM | 884453101 |
| — | LIFE TECHNOLOGIES CORP | 10,000 | $748 | 0.0% | — | — | Call | 53217V909 |
| — | TWENTY FIRST CENTY FOX INC | 20,000 | $668 | 0.0% | $33.40 | — | CL B | 90130A200 |
| — | OREXIGEN THERAPEUTICS INC | 100,000 | $614 | 0.0% | — | — | Call | 686164904 |
| — | BGS ACQUISITION CORP | 59,000 | $591 | 0.0% | $10.10 | — | SH | G1082J100 |
| — | FIRST MARBLEHEAD CORP | 685,405 | $562 | 0.0% | $0.82 | — | COM | 320771108 |
| — | CHINA PETE & CHEM CORP | 6,734 | $527 | 0.0% | $91.45 | — | SPON ADR H SHS | 16941R108 |
| — | HERTZ GLOBAL HOLDINGS INC | 21,600 | $479 | 0.0% | $22.18 | — | COM | 42805T105 |
| — | T-MOBILE US INC | 16,900 | $439 | 0.0% | — | — | Call | 872590904 |
| — | CHINA LIFE INS CO LTD | 10,933 | $425 | 0.0% | $34.86 | — | SPON ADR REP H | 16939P106 |
| TWI | TITAN INTL INC ILL | 28,700 | $420 | 0.0% | $20.56 | -21.3% | COM | 88830M102 |
| — | CENVEO INC | 110,000 | $325 | 0.0% | $2.95 | — | COM | 15670S105 |
| — | DELL INC | 22,400 | $308 | 0.0% | — | — | Put | 24702R951 |
| — | WPCS INTL INC | 55,688 | $156 | 0.0% | $4.38 | — | COM PAR $.0001 | 92931L302 |
| — | REAL GOODS SOLAR INC | 45,691 | $128 | 0.0% | $2.80 | — | CL A | 75601N104 |
| — | EXIDE TECHNOLOGIES | 246,440 | $92 | 0.0% | $0.37 | — | COM NEW | 302051206 |
| — | PAULSON CAP CORP | 143,886 | $47 | 0.0% | $0.33 | — | COM | 703797100 |
| — | EON COMMUNICATIONS CORP | 43,677 | $42 | 0.0% | $0.96 | — | COM NEW | 268763208 |
| — | PROSPECT GLOBAL RES INC | 10,747 | $33 | 0.0% | $3.07 | — | COM NEW | 74348X202 |
| — | CELL THERAPEUTICS INC | 15,000 | $25 | 0.0% | $1.67 | — | COM NPV NEW 2012 | 150934883 |
| BLDP | BALLARD PWR SYS INC NEW | 11,200 | $20 | 0.0% | $1.28 | +39.8% | COM | 058586108 |
| — | CELSION CORPORATION | 12,400 | $14 | 0.0% | $1.05 | — | COM NEW | 15117N305 |
| — | DELCATH SYS INC | 38,293 | $13 | 0.0% | $0.34 | — | COM | 24661P104 |
| — | AASTROM BIOSCIENCES INC | 18,618 | $5 | 0.0% | $0.38 | — | COM NEW | 00253U305 |