Location: Stamford, CT
CIK: 0001393825 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 11, 2014
Total Value: $2.453B (71.2% shares, 28.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | BARCLAYS BK PLC | 3,590,000 | $153M | 6.2% | $42.55 | — | — | Put | 06742E951 |
| — | RADIAN GROUP INC | 95,833,000 | $136M | 5.6% | $1.42 | $1.26 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | PHH CORP | 55,935,000 | $116M | 4.7% | $2.07 | $1.84 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | HERBALIFE LTD | 1,250,000 | $98.38M | 4.0% | $78.70 | — | — | Call | G4412G901 |
| — | MGIC INVT CORP WIS | 70,024,000 | $97.17M | 4.0% | $1.39 | $1.22 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | DISH NETWORK CORP | 1,388,021 | $80.39M | 3.3% | $57.92 | $43.47 | — | CL A | 25470M109 |
| — | L-3 COMMUNICATIONS CORP | 58,735,000 | $70.69M | 2.9% | $1.20 | $1.17 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | MICRON TECHNOLOGY INC | 29,500,000 | $67.56M | 2.8% | $2.29 | $1.89 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | LINCOLN NATL CORP IND | 1,386,953 | $58.77M | 2.4% | $42.37 | $26.94 | — | *W EXP 07/10/201 | 534187117 |
| — | SPDR S&P 500 ETF TR | 300,000 | $55.4M | 2.3% | $184.67 | — | — | Put | 78462F953 |
| — | HERBALIFE LTD | 700,200 | $55.11M | 2.2% | $78.70 | — | — | Put | G4412G951 |
| TMUS | T-MOBILE US INC | 1,560,000 | $52.48M | 2.1% | $33.64 * | $24.66 | +7.4% | COM | 872590104 |
| — | PRICELINE COM INC | 13,640,000 | $52.12M | 2.1% | $3.82 | $2.73 | — | NOTE 1.250% 3/1 | 741503AN6 |
| — | BANK OF AMERICA CORPORATION | 3,264,100 | $50.82M | 2.1% | $15.57 | — | — | Put | 060505954 |
| — | DOLE FOOD CO INC NEW | 3,643,946 | $49.74M | 2.0% | $13.65 | $13.27 | — | COM | 256603101 |
| VZ | VERIZON COMMUNICATIONS INC | 1,012,060 | $49.73M | 2.0% | $49.14 * | $26.60 | +0.1% | COM | 92343V104 |
| — | DISH NETWORK CORP | 797,300 | $46.18M | 1.9% | $57.92 | — | — | Call | 25470M909 |
| — | BANK OF AMERICA CORPORATION | 2,750,000 | $42.82M | 1.7% | $15.57 | — | — | Call | 060505904 |
| — | BLACKBERRY LTD | 5,663,500 | $42.19M | 1.7% | $7.45 | — | — | Put | 09228F953 |
| — | ANADARKO PETE CORP | 520,000 | $41.25M | 1.7% | $79.32 | — | — | Call | 032511907 |
| — | CHESAPEAKE ENERGY CORP | 40,285,000 | $40.64M | 1.7% | $1.01 | $0.98 | — | NOTE 2.500% 5/1 | 165167CA3 |
| HLF | HERBALIFE LTD | 513,410 | $40.41M | 1.6% | $78.70 * | $31.53 | +9.2% | COM USD SHS | G4412G101 |
| — | TIME WARNER CABLE INC | 279,014 | $37.81M | 1.5% | $135.50 | $127.88 | — | COM | 88732J207 |
| — | MGIC INVT CORP WIS | 32,293,000 | $36.62M | 1.5% | $1.13 | $1.05 | — | NOTE 5.000% 5/0 | 552848AD5 |
| STZ | CONSTELLATION BRANDS INC | 506,007 | $35.61M | 1.5% | $70.38 * | $44.93 | +27.4% | CL A | 21036P108 |
| — | RITE AID CORP | 16,498,000 | $34.04M | 1.4% | $2.06 | $1.73 | — | NOTE 8.500% 5/1 | 767754BU7 |
| — | FOREST LABS INC | 548,759 | $32.94M | 1.3% | $60.03 | $41.75 | — | COM | 345838106 |
| — | PRICELINE COM INC | 25,152 | $29.24M | 1.2% | $1162.41 | $1162.41 | — | COM NEW | 741503403 |
| — | AMERICAN AIRLS GROUP INC | 1,150,000 | $29.04M | 1.2% | $25.25 | — | — | Call | 02376R902 |
| — | ALPHA NATURAL RESOURCES INC | 26,500,000 | $28.5M | 1.2% | $1.08 | $1.08 | — | NOTE 4.875%12/1 | 02076XAF9 |
| — | CHARTER COMMUNICATIONS INC D | 191,047 | $26.13M | 1.1% | $136.76 | $132.93 | — | CL A NEW | 16117M305 |
| — | HESS CORP | 309,926 | $25.72M | 1.0% | $83.00 | $66.49 | — | COM | 42809H107 |
| — | LIFE TECHNOLOGIES CORP | 314,616 | $23.85M | 1.0% | $75.80 | $74.01 | — | COM | 53217V109 |
| CMCSA | COMCAST CORP NEW | 454,947 | $23.64M | 1.0% | $51.96 * | $18.38 | 0.0% | CL A | 20030N101 |
| — | ARRIS GROUP INC NEW | 856,700 | $20.87M | 0.9% | $24.36 | — | — | Put | 04270V956 |
| — | ISHARES | 212,500 | $19.74M | 0.8% | $92.88 | — | — | Put | 464288953 |
| BAC | BANK OF AMERICA CORPORATION | 1,172,200 | $18.25M | 0.7% | $15.57 * | $10.03 | +16.5% | COM | 060505104 |
| AAL | AMERICAN AIRLS GROUP INC | 708,970 | $17.9M | 0.7% | $25.25 * | $21.78 | 0.0% | COM | 02376R102 |
| — | ANADARKO PETE CORP | 224,070 | $17.77M | 0.7% | $79.32 | $85.93 | — | COM | 032511107 |
| — | HERTZ GLOBAL HOLDINGS INC | 615,000 | $17.6M | 0.7% | $28.62 | $28.39 | — | COM | 42805T105 |
| OXY | OCCIDENTAL PETE CORP DEL | 180,789 | $17.19M | 0.7% | $95.10 * | $57.83 | +9.6% | COM | 674599105 |
| — | NEWCASTLE INVT CORP | 2,927,433 | $16.8M | 0.7% | $5.74 | $5.66 | — | COM | 65105M108 |
| — | COLE REAL ESTATE INVTS INC | 1,150,000 | $16.15M | 0.7% | $14.04 | $14.04 | — | COM | 19329V105 |
| — | SCRIPPS NETWORKS INTERACT IN | 180,000 | $15.55M | 0.6% | $86.41 | $86.41 | — | CL A COM | 811065101 |
| — | SPDR S&P 500 ETF TR | 80,000 | $14.77M | 0.6% | $184.68 | — | — | Call | 78462F903 |
| — | SPRINT CORP | 1,277,800 | $13.74M | 0.6% | $10.75 | $9.15 | — | COM SER 1 | 85207U105 |
| — | ISTAR FINL INC | 9,201,000 | $12.63M | 0.5% | $1.37 | $1.19 | — | NOTE 3.000%11/1 | 45031UBR1 |
| NTAP | NETAPP INC | 304,319 | $12.52M | 0.5% | $41.14 * | $26.74 | +12.8% | COM | 64110D104 |
| — | MBIA INC | 1,000,000 | $11.94M | 0.5% | $11.94 | — | — | Call | 55262C900 |
| — | AVAGO TECHNOLOGIES LTD | 215,000 | $11.37M | 0.5% | $52.89 | $52.89 | — | SHS | Y0486S104 |
| — | POTASH CORP SASK INC | 343,389 | $11.32M | 0.5% | $32.96 | $31.66 | — | COM | 73755L107 |
| — | BARCLAYS BK PLC | 260,000 | $11.06M | 0.5% | $42.55 | — | — | Call | 06742E901 |
| — | ALEXION PHARMACEUTICALS INC | 78,700 | $10.47M | 0.4% | $133.06 | $116.16 | — | COM | 015351109 |
| — | T-MOBILE US INC | 308,800 | $10.39M | 0.4% | $33.64 | — | — | Call | 872590904 |
| MOS | MOSAIC CO NEW | 207,886 | $9.827M | 0.4% | $47.27 * | $46.26 | -21.4% | COM | 61945C103 |
| NWSA | NEWS CORP NEW | 519,218 | $9.356M | 0.4% | $18.02 * | $14.03 | +8.0% | CL A | 65249B109 |
| — | FOREST LABS INC | 150,000 | $9.005M | 0.4% | $60.03 | — | — | Call | 345838906 |
| — | BROOKFIELD OFFICE PPTYS INC | 450,000 | $8.663M | 0.4% | $19.25 | $19.25 | — | COM | 112900105 |
| — | CABLEVISION SYS CORP | 468,484 | $8.4M | 0.3% | $17.93 | $16.84 | — | CL A NY CABLVS | 12686C109 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 471,520 | $8.223M | 0.3% | $17.44 | $16.96 | — | SPONSORED ADR | 874039100 |
| — | MICRON TECHNOLOGY INC | 3,500,000 | $8.131M | 0.3% | $2.32 | $1.91 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | VIVUS INC | 850,000 | $7.718M | 0.3% | $9.08 | — | — | Call | 928551900 |
| — | INGERSOLL-RAND PLC | 124,891 | $7.693M | 0.3% | $61.60 | $61.60 | — | SHS | G47791101 |
| MBI | MBIA INC | 641,987 | $7.665M | 0.3% | $11.94 * | $5.48 | -8.2% | COM | 55262C100 |
| NOK | NOKIA CORP | 923,325 | $7.488M | 0.3% | $8.11 | $6.51 | — | SPONSORED ADR | 654902204 |
| ABEV | AMBEV SA | 1,003,810 | $7.378M | 0.3% | $7.35 | $7.35 | — | SPONSORED ADR | 02319V103 |
| — | HARTFORD FINL SVCS GROUP INC | 263,081 | $7.243M | 0.3% | $27.53 | $21.90 | — | *W EXP 06/26/201 | 416515120 |
| — | JOS A BANK CLOTHIERS INC | 125,000 | $6.841M | 0.3% | $54.73 | $54.73 | — | COM | 480838101 |
| — | EQUINIX INC | 38,115 | $6.764M | 0.3% | $177.46 | $177.46 | — | COM NEW | 29444U502 |
| — | BRE PROPERTIES INC | 115,393 | $6.313M | 0.3% | $54.71 | $54.71 | — | CL A | 05564E106 |
| — | LEAP WIRELESS INTL INC | 5,948,000 | $6.052M | 0.2% | $1.02 | $1.01 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | SOLTA MED INC | 1,931,431 | $5.698M | 0.2% | $2.95 | $2.95 | — | COM | 83438K103 |
| — | TALISMAN ENERGY INC | 485,000 | $5.65M | 0.2% | $11.65 | $11.65 | — | COM | 87425E103 |
| — | OREXIGEN THERAPEUTICS INC | 1,002,405 | $5.644M | 0.2% | $5.63 | $5.75 | — | COM | 686164104 |
| — | COOPER TIRE & RUBR CO | 230,000 | $5.529M | 0.2% | $24.04 | — | — | Put | 216831957 |
| — | LEVY ACQUISITION CORP | 525,000 | $5.255M | 0.2% | $10.01 | $10.01 | — | UNIT 99/99/9999 | 52748T203 |
| — | BLACKBERRY LTD | 677,500 | $5.047M | 0.2% | $7.45 | — | — | Call | 09228F903 |
| — | NOKIA CORP | 600,000 | $4.866M | 0.2% | $8.11 | — | — | Call | 654902904 |
| — | CAPITOL ACQUISITION CORP II | 500,000 | $4.85M | 0.2% | $9.70 | $9.69 | — | COM | 14056V105 |
| — | POWERSHARES QQQ TRUST | 50,000 | $4.398M | 0.2% | $87.96 | — | — | Put | 73935A954 |
| — | COMMONWEALTH REIT | 182,736 | $4.26M | 0.2% | $23.31 | $23.12 | — | COM SH BEN INT | 203233101 |
| — | DOCUMENT SEC SYS INC | 2,049,402 | $4.242M | 0.2% | $2.07 | $1.14 | — | COM | 25614T101 |
| — | RUCKUS WIRELESS INC | 283,307 | $4.023M | 0.2% | $14.20 | $15.51 | — | COM | 781220108 |
| — | GLOBAL DEFENSE & NATL SEC SY | 400,000 | $4.02M | 0.2% | $10.05 | $10.05 | — | COM | 37953N108 |
| — | SILVER EAGLE ACQUISITION COR | 400,000 | $3.86M | 0.2% | $9.65 | $9.65 | — | COM | 827694100 |
| — | ROI ACQUISITION CORP II | 400,000 | $3.8M | 0.2% | $9.50 | $9.50 | — | COM | 74966G101 |
| — | ISHARES | 150,000 | $3.656M | 0.1% | $24.37 | — | — | Put | 464286953 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 92,168 | $3.619M | 0.1% | $39.27 * | $35.46 | -3.1% | COM | 203668108 |
| — | ALKERMES PLC | 80,001 | $3.253M | 0.1% | $40.66 | $40.66 | — | SHS | 01642T108 |
| AGO | ASSURED GUARANTY LTD | 130,399 | $3.076M | 0.1% | $23.59 * | $17.63 | 0.0% | COM | G0585R106 |
| — | DENDREON CORP | 1,010,000 | $3.02M | 0.1% | $2.99 | — | — | Put | 24823Q957 |
| — | CABLEVISION SYS CORP | 150,000 | $2.69M | 0.1% | $17.93 | — | — | Call | 12686C909 |
| — | OFFICE DEPOT INC | 481,863 | $2.549M | 0.1% | $5.29 | $4.80 | — | COM | 676220106 |
| — | GLEACHER & CO INC | 242,178 | $2.516M | 0.1% | $10.39 | $13.29 | — | COM NEW | 377341201 |
| — | EXPRESS SCRIPTS HLDG CO | 35,200 | $2.472M | 0.1% | $70.23 | $66.14 | — | COM | 30219G108 |
| GME | GAMESTOP CORP NEW | 50,100 | $2.468M | 0.1% | $49.26 * | $9.20 | 0.0% | CL A | 36467W109 |
| — | WHITEWAVE FOODS CO | 107,100 | $2.457M | 0.1% | $22.94 | $21.40 | — | COM CL A | 966244105 |
| — | INTERMUNE INC | 164,448 | $2.422M | 0.1% | $14.73 | $14.73 | — | COM | 45884X103 |
| — | LAS VEGAS SANDS CORP | 30,000 | $2.366M | 0.1% | $78.87 | — | — | Put | 517834957 |
| — | STAPLES INC | 145,000 | $2.304M | 0.1% | $15.89 | $15.89 | — | COM | 855030102 |
| — | TWENTY FIRST CENTY FOX INC | 65,000 | $2.249M | 0.1% | $34.60 | $34.23 | — | CL B | 90130A200 |
| — | COCA COLA ENTERPRISES INC NE | 50,600 | $2.233M | 0.1% | $44.13 | $44.13 | — | COM | 19122T109 |
| BK | BANK NEW YORK MELLON CORP | 57,937 | $2.024M | 0.1% | $34.93 * | $24.30 | 0.0% | COM | 064058100 |
| FDP | FRESH DEL MONTE PRODUCE INC | 70,975 | $2.009M | 0.1% | $28.31 * | $22.51 | 0.0% | ORD | G36738105 |
| — | HARTFORD FINL SVCS GROUP INC | 54,600 | $1.978M | 0.1% | $36.23 | — | — | Put | 416515954 |
| — | VODAFONE GROUP PLC NEW | 50,000 | $1.966M | 0.1% | $39.32 | $35.18 | — | SPONS ADR NEW | 92857W209 |
| — | CUBIST PHARMACEUTICALS INC | 1,449,591 | $1.957M | 0.1% | $1.35 | $1.35 | — | RIGHT 99/99/9999 | 229678123 |
| AER | AERCAP HOLDINGS NV | 50,300 | $1.929M | 0.1% | $38.35 * | $23.18 | 0.0% | SHS | N00985106 |
| — | A H BELO CORP | 250,000 | $1.868M | 0.1% | $7.47 | $6.86 | — | COM CL A | 001282102 |
| — | LINCOLN NATL CORP IND | 34,100 | $1.76M | 0.1% | $51.61 | — | — | Put | 534187959 |
| YZCAY | YANZHOU COAL MNG CO LTD | 167,400 | $1.545M | 0.1% | $9.23 | $9.48 | — | SPON ADR H SHS | 984846105 |
| — | JONES GROUP INC | 100,100 | $1.497M | 0.1% | $14.96 | — | — | Put | 48020T951 |
| — | TIME WARNER CABLE INC | 10,600 | $1.436M | 0.1% | $135.47 | — | — | Call | 88732J907 |
| JBLU | JETBLUE AIRWAYS CORP | 167,001 | $1.428M | 0.1% | $8.55 * | $7.94 | 0.0% | COM | 477143101 |
| VLO | VALERO ENERGY CORP NEW | 26,600 | $1.341M | 0.1% | $50.41 * | $26.85 | 0.0% | COM | 91913Y100 |
| — | TEXAS INDS INC | 19,320 | $1.329M | 0.1% | $68.79 | $68.79 | — | COM | 882491103 |
| — | CENVEO INC | 375,000 | $1.29M | 0.1% | $3.44 | $3.30 | — | COM | 15670S105 |
| — | DRAGONWAVE INC | 841,184 | $1.161M | 0.0% | $1.38 | $1.98 | — | COM | 26144M103 |
| A | AGILENT TECHNOLOGIES INC | 20,250 | $1.158M | 0.0% | $57.19 * | $34.38 | 0.0% | COM | 00846U101 |
| QCOM | QUALCOMM INC | 13,200 | $980K | 0.0% | $74.24 * | $50.36 | 0.0% | COM | 747525103 |
| — | WPCS INTL INC | 426,290 | $972K | 0.0% | $2.28 | $2.55 | — | COM PAR $.0001 | 92931L302 |
| — | CONTINENTAL AIRLS INC | 470,000 | $960K | 0.0% | $2.04 | $2.04 | — | NOTE 4.500% 1/1 | 210795PU8 |
| EG | EVEREST RE GROUP LTD | 5,820 | $907K | 0.0% | $155.84 * | $100.10 | +18.2% | COM | G3223R108 |
| NWS | NEWS CORP NEW | 50,000 | $892K | 0.0% | $17.84 * | $14.24 | +8.0% | CL B | 65249B208 |
| ACGL | ARCH CAP GROUP LTD | 14,158 | $845K | 0.0% | $59.68 * | $16.61 | +9.8% | ORD | G0450A105 |
| — | PARTNERRE LTD | 8,016 | $845K | 0.0% | $105.41 | $90.65 | — | COM | G6852T105 |
| MPC | MARATHON PETE CORP | 9,000 | $826K | 0.0% | $91.78 * | $26.84 | 0.0% | COM | 56585A102 |
| — | XL GROUP PLC | 24,022 | $764K | 0.0% | $31.80 | $30.38 | — | SHS | G98290102 |
| — | LIFE TECHNOLOGIES CORP | 10,000 | $758K | 0.0% | $75.80 | — | — | Call | 53217V909 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 15,345 | $730K | 0.0% | $47.57 * | $31.40 | +8.4% | SHS | G0692U109 |
| ALL | ALLSTATE CORP | 12,484 | $681K | 0.0% | $54.55 * | $37.29 | +10.2% | COM | 020002101 |
| — | SEMGROUP CORP | 10,300 | $672K | 0.0% | $65.24 | $56.99 | — | CL A | 81663A105 |
| RNR | RENAISSANCERE HOLDINGS LTD | 6,710 | $653K | 0.0% | $97.32 * | $88.43 | +5.3% | COM | G7496G103 |
| — | VALIDUS HOLDINGS LTD | 16,079 | $648K | 0.0% | $40.30 | $36.22 | — | COM SHS | G9319H102 |
| TMO | THERMO FISHER SCIENTIFIC INC | 5,800 | $646K | 0.0% | $111.38 * | $86.81 | +10.1% | COM | 883556102 |
| ICE | INTERCONTINENTALEXCHANGE GRO | 2,800 | $630K | 0.0% | $225.00 * | $35.28 | 0.0% | COM | 45866F104 |
| TRV | TRAVELERS COMPANIES INC | 6,891 | $624K | 0.0% | $90.55 * | $63.36 | +5.4% | COM | 89417E109 |
| — | OREXIGEN THERAPEUTICS INC | 100,000 | $563K | 0.0% | $5.63 | — | — | Call | 686164904 |
| — | SPHERIX INC | 261,680 | $552K | 0.0% | $2.11 | $4.60 | — | COM PAR $0.01 | 84842R304 |
| — | CHUBB CORP | 5,624 | $543K | 0.0% | $96.55 | $85.26 | — | COM | 171232101 |
| — | CNOOC LTD | 2,840 | $533K | 0.0% | $187.68 | $201.79 | — | SPONSORED ADR | 126132109 |
| KEP | KOREA ELECTRIC PWR | 30,000 | $498K | 0.0% | $16.60 | $16.60 | — | SPONSORED ADR | 500631106 |
| — | TEAM HEALTH HOLDINGS INC | 10,900 | $496K | 0.0% | $45.50 | $45.50 | — | COM | 87817A107 |
| — | GOODRICH PETE CORP | 25,000 | $426K | 0.0% | $17.04 | — | — | Call | 382410905 |
| VMC | VULCAN MATLS CO | 6,908 | $410K | 0.0% | $59.35 * | $50.25 | 0.0% | COM | 929160109 |
| — | EON COMMUNICATIONS CORP | 140,000 | $349K | 0.0% | $2.49 | $2.02 | — | COM NEW | 268763208 |
| — | FIRST MARBLEHEAD CORP | 34,800 | $257K | 0.0% | $7.39 | $7.39 | — | COM NEW | 320771207 |
| — | SANTARUS INC | 6,500 | $208K | 0.0% | $32.00 | — | — | Call | 802817904 |
| — | ROI ACQUISITION CORP II | 399,600 | $195K | 0.0% | $0.49 | $0.49 | — | *W EXP 99/99/999 | 74966G119 |
| — | CHANTICLEER HLDGS INC | 40,000 | $177K | 0.0% | $4.42 | $4.42 | — | COM PAR $.0001 N | 15930P404 |
| — | VIVUS INC | 19,160 | $174K | 0.0% | $9.08 | $12.58 | — | COM | 928551100 |
| — | FUELCELL ENERGY INC | 95,764 | $135K | 0.0% | $1.41 | $1.41 | — | COM | 35952H106 |
| — | SANOFI | 329,400 | $112K | 0.0% | $0.34 | $0.34 | — | RIGHT 12/31/2020 | 80105N113 |
| — | PAULSON CAP CORP | 143,886 | $47,000 | 0.0% | $0.33 | $0.33 | — | COM | 703797100 |
| — | SILVER EAGLE ACQUISITION COR | 55,000 | $33,000 | 0.0% | $0.60 | $0.60 | — | *W EXP 07/26/202 | 827694118 |
| — | CELL THERAPEUTICS INC | 15,000 | $29,000 | 0.0% | $1.93 | $1.67 | — | COM NPV NEW 2012 | 150934883 |