Location: Stamford, CT
CIK: 0001393825 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 13, 2014
Total Value: $3.231B (71.6% shares, 28.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | MICRON TECHNOLOGY INC | 69,197,000 | $233M | 7.2% | $3.37 | $2.33 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | RADIAN GROUP INC | 108,832,000 | $158M | 4.9% | $1.45 | $1.28 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | ANADARKO PETE CORP | 1,328,600 | $145M | 4.5% | $109.47 | — | — | Call | 032511907 |
| — | PHH CORP | 63,338,000 | $124M | 3.8% | $1.96 | $1.86 | — | NOTE 6.000% 6/1 | 693320AQ6 |
| — | MGIC INVT CORP WIS | 79,225,000 | $119M | 3.7% | $1.50 | $1.25 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | MICRON TECHNOLOGY INC | 37,630,000 | $114M | 3.5% | $3.04 | $2.34 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | SPDR GOLD TRUST | 700,000 | $89.63M | 2.8% | $128.04 | — | — | Call | 78463V907 |
| — | DISH NETWORK CORP | 1,039,600 | $67.66M | 2.1% | $65.08 | — | — | Call | 25470M909 |
| — | DIRECTV | 760,000 | $64.61M | 2.0% | $85.01 | — | — | Call | 25490A909 |
| — | ALLERGAN INC | 373,425 | $63.19M | 2.0% | $169.22 | $167.17 | — | COM | 018490102 |
| — | ACTAVIS PLC | 282,000 | $62.9M | 1.9% | $223.05 | — | — | Call | G0083B908 |
| — | DISH NETWORK CORP | 917,903 | $59.74M | 1.8% | $65.08 | $45.52 | — | CL A | 25470M109 |
| — | SELECT SECTOR SPDR TR | 541,200 | $54.17M | 1.7% | $100.10 | — | — | Call | 81369Y906 |
| — | SELECT SECTOR SPDR TR | 541,200 | $54.17M | 1.7% | $100.10 | — | — | Put | 81369Y956 |
| — | HESS CORP | 513,000 | $50.73M | 1.6% | $98.89 | — | — | Call | 42809H907 |
| — | ISHARES | 420,000 | $49.9M | 1.5% | $118.81 | — | — | Put | 464287955 |
| TRGP | TARGA RES CORP | 343,592 | $47.95M | 1.5% | $139.57 * | $66.73 | 0.0% | COM | 87612G101 |
| — | RITE AID CORP | 16,498,000 | $46.67M | 1.4% | $2.83 | $1.73 | — | NOTE 8.500% 5/1 | 767754BU7 |
| — | CHESAPEAKE ENERGY CORP | 43,505,000 | $45.67M | 1.4% | $1.05 | $0.99 | — | NOTE 2.500% 5/1 | 165167CA3 |
| BAC | BANK OF AMERICA CORPORATION | 2,847,568 | $43.77M | 1.4% | $15.37 * | $11.99 | +2.1% | COM | 060505104 |
| TMUS | T-MOBILE US INC | 1,245,373 | $41.87M | 1.3% | $33.62 * | $25.55 | +22.2% | COM | 872590104 |
| GLD | SPDR GOLD TRUST | 315,400 | $40.38M | 1.2% | $128.04 | $128.04 | — | GOLD SHS | 78463V107 |
| — | SPDR GOLD TRUST | 300,000 | $38.41M | 1.2% | $128.04 | — | — | Put | 78463V957 |
| — | SHIRE PLC | 160,836 | $37.88M | 1.2% | $235.49 | $235.49 | — | SPONSORED ADR | 82481R106 |
| — | BANK OF AMERICA CORPORATION | 2,444,000 | $37.56M | 1.2% | $15.37 | — | — | Put | 060505954 |
| — | SPDR S&P 500 ETF TR | 191,000 | $37.38M | 1.2% | $195.72 | — | — | Put | 78462F953 |
| — | MARKET VECTORS ETF TR | 1,394,200 | $36.88M | 1.1% | $26.45 | — | — | Call | 57060U900 |
| — | HERTZ GLOBAL HOLDINGS INC | 1,286,022 | $36.05M | 1.1% | $28.03 | $28.15 | — | COM | 42805T105 |
| AZN | ASTRAZENECA PLC | 479,514 | $35.63M | 1.1% | $74.31 | $74.31 | — | SPONSORED ADR | 046353108 |
| — | MARKET VECTORS ETF TR | 1,344,200 | $35.55M | 1.1% | $26.45 | — | — | Put | 57060U950 |
| — | HILLSHIRE BRANDS CO | 562,000 | $35.01M | 1.1% | $62.30 | — | — | Call | 432589909 |
| — | HERTZ GLOBAL HOLDINGS INC | 1,200,000 | $33.64M | 1.0% | $28.03 | — | — | Put | 42805T955 |
| — | FAMILY DLR STORES INC | 503,179 | $33.28M | 1.0% | $66.14 | $63.11 | — | COM | 307000109 |
| — | FAMILY DLR STORES INC | 500,000 | $33.07M | 1.0% | $66.14 | — | — | Call | 307000909 |
| — | ACTAVIS PLC | 140,953 | $31.44M | 1.0% | $223.05 | $205.85 | — | SHS | G0083B108 |
| — | ISHARES | 315,000 | $29.99M | 0.9% | $95.20 | — | — | Put | 464288953 |
| — | INTERMUNE INC | 650,839 | $28.73M | 0.9% | $44.15 | $32.70 | — | COM | 45884X103 |
| — | COVIDIEN PLC | 293,100 | $26.43M | 0.8% | $90.18 | — | — | Call | G2554F903 |
| — | ALPHA NATURAL RESOURCES INC | 31,640,000 | $24.53M | 0.8% | $0.78 | $0.91 | — | NOTE 4.875%12/1 | 02076XAF9 |
| — | CHARTER COMMUNICATIONS INC D | 145,964 | $23.12M | 0.7% | $158.38 | $126.64 | — | CL A NEW | 16117M305 |
| — | VALEANT PHARMACEUTICALS INTL | 182,500 | $23.02M | 0.7% | $126.12 | — | — | Call | 91911K902 |
| INTC | INTEL CORP | 737,000 | $22.77M | 0.7% | $30.90 * | $20.69 | 0.0% | COM | 458140100 |
| — | GLOBALSTAR INC | 5,339,179 | $22.69M | 0.7% | $4.25 | $4.25 | — | COM | 378973408 |
| — | MYLAN INC | 400,000 | $20.62M | 0.6% | $51.56 | — | — | Call | 628530907 |
| — | CONTINENTAL AIRLS INC | 9,300,000 | $20.36M | 0.6% | $2.19 | $2.37 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | PERRIGO CO PLC | 137,200 | $20M | 0.6% | $145.76 | — | — | Call | G97822903 |
| — | COMMONWEALTH REIT | 751,002 | $19.77M | 0.6% | $26.32 | $25.53 | — | COM SH BEN INT | 203233101 |
| — | FUSION-IO INC | 1,737,519 | $19.63M | 0.6% | $11.30 | $11.30 | — | COM | 36112J107 |
| — | POWERSHARES QQQ TRUST | 200,000 | $18.78M | 0.6% | $93.91 | — | — | Put | 73935A954 |
| — | CBS CORP NEW | 300,000 | $18.64M | 0.6% | $62.14 | — | — | Call | 124857902 |
| — | MGIC INVT CORP WIS | 15,467,000 | $18M | 0.6% | $1.16 | $1.05 | — | NOTE 5.000% 5/0 | 552848AD5 |
| DG | DOLLAR GEN CORP NEW | 311,683 | $17.88M | 0.6% | $57.36 * | $50.40 | -1.3% | COM | 256677105 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 338,627 | $17.75M | 0.5% | $52.42 | $52.84 | — | ADR | 881624209 |
| — | QUESTCOR PHARMACEUTICALS INC | 190,000 | $17.57M | 0.5% | $92.49 | $92.49 | — | COM | 74835Y101 |
| — | DIRECTV | 200,000 | $17M | 0.5% | $85.01 | — | — | Put | 25490A959 |
| — | MYLAN INC | 328,250 | $16.93M | 0.5% | $51.56 | $48.83 | — | COM | 628530107 |
| — | B/E AEROSPACE INC | 181,295 | $16.77M | 0.5% | $92.49 | $92.49 | — | COM | 073302101 |
| — | REYNOLDS AMERICAN INC | 273,300 | $16.49M | 0.5% | $60.35 | $57.09 | — | COM | 761713106 |
| — | CHARTER COMMUNICATIONS INC D | 100,000 | $15.84M | 0.5% | $158.38 | — | — | Call | 16117M905 |
| — | RIVERBED TECHNOLOGY INC | 738,649 | $15.24M | 0.5% | $20.63 | $19.74 | — | COM | 768573107 |
| — | DICKS SPORTING GOODS INC | 310,000 | $14.43M | 0.4% | $46.56 | — | — | Call | 253393902 |
| — | HESS CORP | 140,000 | $13.85M | 0.4% | $98.89 | $70.18 | — | COM | 42809H107 |
| — | INTERMUNE INC | 307,600 | $13.58M | 0.4% | $44.15 | — | — | Call | 45884X903 |
| — | SPDR S&P MIDCAP 400 ETF TR | 45,000 | $11.72M | 0.4% | $260.56 | — | — | Put | 78467Y957 |
| — | TYSON FOODS INC | 300,000 | $11.26M | 0.3% | $37.54 | — | — | Call | 902494903 |
| — | NUANCE COMMUNICATIONS INC | 10,800,000 | $10.85M | 0.3% | $1.00 | $1.00 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | COMCAST CORP NEW | 200,000 | $10.74M | 0.3% | $53.68 | — | — | Put | 20030N951 |
| — | BP PLC | 200,000 | $10.55M | 0.3% | $52.75 | — | — | Put | 055622954 |
| — | ALTRIA GROUP INC | 250,000 | $10.48M | 0.3% | $41.94 | — | — | Call | 02209S903 |
| — | MYLAN INC | 200,000 | $10.31M | 0.3% | $51.56 | — | — | Put | 628530957 |
| — | JUNIPER NETWORKS INC | 412,952 | $10.13M | 0.3% | $24.54 | $25.76 | — | COM | 48203R104 |
| — | OPENTABLE INC | 97,600 | $10.11M | 0.3% | $103.60 | $103.60 | — | COM | 68372A104 |
| — | HILLSHIRE BRANDS CO | 155,000 | $9.657M | 0.3% | $62.30 | — | — | Put | 432589959 |
| — | VALEANT PHARMACEUTICALS INTL | 76,200 | $9.61M | 0.3% | $126.12 | $127.76 | — | COM | 91911K102 |
| — | VECTOR GROUP LTD | 7,000,000 | $9.333M | 0.3% | $1.33 | $1.36 | — | FRNT 1/1 | 92240MAY4 |
| — | VRINGO INC | 2,714,694 | $9.284M | 0.3% | $3.42 | $3.42 | — | COM | 92911N104 |
| IWD | ISHARES | 91,000 | $9.216M | 0.3% | $101.27 | $101.27 | — | RUS 1000 VAL ETF | 464287598 |
| GILD | GILEAD SCIENCES INC | 105,400 | $8.739M | 0.3% | $82.91 * | $54.08 | 0.0% | COM | 375558103 |
| — | ENVISION HEALTHCARE HLDGS IN | 225,422 | $8.095M | 0.3% | $35.91 | $34.31 | — | COM | 29413U103 |
| — | LORILLARD INC | 126,406 | $7.707M | 0.2% | $60.97 | $54.08 | — | COM | 544147101 |
| — | INTERCONTINENTAL EXCHANGE IN | 40,000 | $7.556M | 0.2% | $188.90 | — | — | Put | 45866F954 |
| — | PINNACLE FOODS INC DEL | 227,701 | $7.491M | 0.2% | $32.90 | $32.90 | — | COM | 72348P104 |
| — | ISHARES | 200,000 | $7.408M | 0.2% | $37.04 | — | — | Call | 464287904 |
| SNN | SMITH & NEPHEW PLC | 81,108 | $7.241M | 0.2% | $89.28 | $89.28 | — | SPDN ADR NEW | 83175M205 |
| — | SYSCO CORP | 186,100 | $6.969M | 0.2% | $37.45 | — | — | Put | 871829957 |
| HRB | BLOCK H & R INC | 200,073 | $6.706M | 0.2% | $33.52 * | $19.51 | 0.0% | COM | 093671105 |
| — | VODAFONE GROUP PLC NEW | 200,000 | $6.678M | 0.2% | $33.39 | — | — | Call | 92857W908 |
| STZ | CONSTELLATION BRANDS INC | 74,016 | $6.523M | 0.2% | $88.13 * | $44.93 | +57.2% | CL A | 21036P108 |
| SWK | STANLEY BLACK & DECKER INC | 73,326 | $6.439M | 0.2% | $87.81 * | $59.39 | +6.9% | COM | 854502101 |
| ALKS | ALKERMES PLC | 125,000 | $6.291M | 0.2% | $50.33 * | $46.12 | 0.0% | SHS | G01767105 |
| — | CITRIX SYS INC | 100,152 | $6.265M | 0.2% | $62.55 | $57.43 | — | COM | 177376100 |
| — | ALEXION PHARMACEUTICALS INC | 40,000 | $6.25M | 0.2% | $156.25 | $116.16 | — | COM | 015351109 |
| CWGL | CRIMSON WINE GROUP LTD | 684,523 | $6.194M | 0.2% | $9.05 * | $8.36 | +5.8% | COM | 22662X100 |
| — | GENERAL MTRS CO | 166,000 | $6.026M | 0.2% | $36.30 | — | — | Call | 37045V900 |
| — | OREXIGEN THERAPEUTICS INC | 922,664 | $5.702M | 0.2% | $6.18 | $5.75 | — | COM | 686164104 |
| SLM | SLM CORP | 679,704 | $5.648M | 0.2% | $8.31 * | $8.81 | 0.0% | COM | 78442P106 |
| — | HERTZ GLOBAL HOLDINGS INC | 200,000 | $5.606M | 0.2% | $28.03 | — | — | Call | 42805T905 |
| XPO | XPO LOGISTICS INC | 191,700 | $5.486M | 0.2% | $28.62 * | $9.98 | -8.4% | COM | 983793100 |
| — | COCA COLA ENTERPRISES INC NE | 112,000 | $5.351M | 0.2% | $47.78 | $46.12 | — | COM | 19122T109 |
| — | TIME WARNER INC | 76,000 | $5.339M | 0.2% | $70.25 | $70.25 | — | COM NEW | 887317303 |
| — | DENTSPLY INTL INC NEW | 110,200 | $5.218M | 0.2% | $47.35 | — | — | Put | 249030957 |
| — | LEVY ACQUISITION CORP | 525,000 | $5.093M | 0.2% | $9.70 | $9.65 | — | COM | 52748T104 |
| — | ANADARKO PETE CORP | 45,400 | $4.97M | 0.2% | $109.47 | — | — | Put | 032511957 |
| — | CAPITOL ACQUISITION CORP II | 500,000 | $4.91M | 0.2% | $9.82 | $9.69 | — | COM | 14056V105 |
| PRGO | PERRIGO CO PLC | 33,316 | $4.856M | 0.2% | $145.76 * | $157.83 | -10.2% | SHS | G97822103 |
| — | RESTORATION HARDWARE HLDGS I | 50,000 | $4.653M | 0.1% | $93.06 | — | — | Call | 761283900 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 50,000 | $4.571M | 0.1% | $91.42 | $90.07 | -0.1% | COM | 90384S303 |
| — | ROCKWOOD HLDGS INC | 55,000 | $4.179M | 0.1% | $75.98 | $75.98 | — | COM | 774415103 |
| — | GLOBAL DEFENSE & NATL SEC SY | 400,000 | $4.092M | 0.1% | $10.23 | $10.05 | — | COM | 37953N108 |
| — | FOSTER WHEELER AG | 120,000 | $4.088M | 0.1% | $34.07 | $34.07 | — | COM | H27178104 |
| — | TW TELECOM INC | 100,000 | $4.031M | 0.1% | $40.31 | $40.31 | — | COM | 87311L104 |
| — | ASHLAND INC NEW | 37,000 | $4.023M | 0.1% | $108.73 | $108.73 | — | COM | 044209104 |
| — | TALISMAN ENERGY INC | 372,467 | $3.948M | 0.1% | $10.60 | $10.99 | — | COM | 87425E103 |
| — | TEAM HEALTH HOLDINGS INC | 78,800 | $3.935M | 0.1% | $49.94 | $44.82 | — | COM | 87817A107 |
| — | ROI ACQUISITION CORP II | 400,000 | $3.932M | 0.1% | $9.83 | $9.50 | — | COM | 74966G101 |
| — | TRI POINTE HOMES INC | 250,000 | $3.93M | 0.1% | $15.72 | — | — | Call | 87265H909 |
| — | SILVER EAGLE ACQUISITION COR | 400,000 | $3.904M | 0.1% | $9.76 | $9.65 | — | COM | 827694100 |
| — | CHICOS FAS INC | 225,000 | $3.816M | 0.1% | $16.96 | $16.96 | — | COM | 168615102 |
| — | STARZ | 127,000 | $3.783M | 0.1% | $29.79 | $29.79 | — | COM SER A | 85571Q102 |
| — | FOREST LABS INC | 36,082 | $3.572M | 0.1% | $99.00 | $41.75 | — | COM | 345838106 |
| — | TARGA RES CORP | 25,000 | $3.489M | 0.1% | $139.56 | — | — | Call | 87612G901 |
| — | PINNACLE FOODS INC DEL | 100,000 | $3.29M | 0.1% | $32.90 | — | — | Call | 72348P904 |
| VNDA | VANDA PHARMACEUTICALS INC | 201,909 | $3.267M | 0.1% | $16.18 * | $14.22 | -6.3% | COM | 921659108 |
| — | CENVEO INC | 835,000 | $3.098M | 0.1% | $3.71 | $3.24 | — | COM | 15670S105 |
| — | ALKERMES PLC | 61,500 | $3.095M | 0.1% | $50.33 | — | — | Put | G01767955 |
| — | TWENTY FIRST CENTY FOX INC | 84,386 | $2.889M | 0.1% | $34.24 | $34.24 | — | CL B | 90130A200 |
| — | INTERNATIONAL GAME TECHNOLOG | 176,523 | $2.808M | 0.1% | $15.91 | $15.91 | — | COM | 459902102 |
| — | SPIRIT RLTY CAP INC NEW | 2,500,000 | $2.515M | 0.1% | $1.01 | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| PKX | POSCO | 32,428 | $2.414M | 0.1% | $74.44 | $74.44 | — | SPONSORED ADR | 693483109 |
| NOK | NOKIA CORP | 304,983 | $2.306M | 0.1% | $7.56 | $6.90 | — | SPONSORED ADR | 654902204 |
| — | SPIRIT RLTY CAP INC NEW | 200,000 | $2.272M | 0.1% | $11.36 | $11.36 | — | COM | 84860W102 |
| — | GENTIVA HEALTH SERVICES INC | 150,000 | $2.259M | 0.1% | $15.06 | $15.06 | — | COM | 37247A102 |
| — | SK TELECOM LTD | 93,305 | $2.1M | 0.1% | $22.51 | $22.51 | — | SPONSORED ADR | 78440P108 |
| — | A H BELO CORP | 177,040 | $2.098M | 0.1% | $11.85 | $7.92 | — | COM CL A | 001282102 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 84,520 | $1.808M | 0.1% | $21.39 | $16.96 | — | SPONSORED ADR | 874039100 |
| NWSA | NEWS CORP NEW | 100,000 | $1.794M | 0.1% | $17.94 * | $14.03 | +8.1% | CL A | 65249B109 |
| — | HILLENBRAND INC | 50,000 | $1.631M | 0.1% | $32.62 | — | — | Put | 431571958 |
| RIO | RIO TINTO PLC | 30,000 | $1.628M | 0.1% | $54.27 | $54.27 | — | SPONSORED ADR | 767204100 |
| — | NORDION INC | 115,056 | $1.445M | 0.0% | $12.56 | $12.56 | — | COM | 65563C105 |
| — | FIRST MARBLEHEAD CORP | 273,998 | $1.438M | 0.0% | $5.25 | $5.71 | — | COM NEW | 320771207 |
| — | RACKSPACE HOSTING INC | 41,700 | $1.404M | 0.0% | $33.67 | $33.67 | — | COM | 750086100 |
| — | DRAGONWAVE INC | 661,184 | $1.388M | 0.0% | $2.10 | $1.98 | — | COM | 26144M103 |
| — | MOMENTA PHARMACEUTICALS INC | 100,000 | $1.208M | 0.0% | $12.08 | $12.08 | — | COM | 60877T100 |
| TNET | TRINET GROUP INC | 44,801 | $1.078M | 0.0% | $24.06 * | $22.80 | 0.0% | COM | 896288107 |
| ALK | ALASKA AIR GROUP INC | 10,750 | $1.022M | 0.0% | $95.07 * | $43.26 | 0.0% | COM | 011659109 |
| NWS | NEWS CORP NEW | 50,000 | $873K | 0.0% | $17.46 * | $14.24 | +4.3% | CL B | 65249B208 |
| — | CBS OUTDOOR AMERS INC | 25,000 | $817K | 0.0% | $32.68 | — | — | Call | 14987J906 |
| — | JAKKS PAC INC | 100,000 | $774K | 0.0% | $7.74 | — | — | Call | 47012E906 |
| — | FINJAN HLDGS INC | 245,771 | $731K | 0.0% | $2.97 | $2.97 | — | COM NEW | 31788H303 |
| — | VERTEX ENERGY INC | 75,000 | $683K | 0.0% | $9.11 | $9.11 | — | COM | 92534K107 |
| SPY | SPDR S&P 500 ETF TR | 3,400 | $665K | 0.0% | $195.59 | $195.59 | — | TR UNIT | 78462F103 |
| — | DENTSPLY INTL INC NEW | 13,952 | $661K | 0.0% | $47.38 | $46.05 | — | COM | 249030107 |
| IBN | ICICI BK LTD | 10,000 | $499K | 0.0% | $49.90 | $49.90 | — | ADR | 45104G104 |
| KT | KT CORP | 32,031 | $485K | 0.0% | $15.14 | $15.14 | — | SPONSORED ADR | 48268K101 |
| — | JAKKS PAC INC | 61,400 | $475K | 0.0% | $7.74 | — | — | Put | 47012E956 |
| — | T-MOBILE US INC | 10,900 | $366K | 0.0% | $33.58 | — | — | Call | 872590904 |
| — | TELIK INC | 224,000 | $329K | 0.0% | $1.47 | $1.47 | — | COM NEW | 87959M208 |
| — | ANADARKO PETE CORP | 2,800 | $307K | 0.0% | $109.64 | $85.39 | — | COM | 032511107 |
| — | RUTHIGEN INC | 43,000 | $258K | 0.0% | $6.00 | $6.00 | — | COM | 783330103 |
| — | VERSO PAPER CORP | 100,000 | $210K | 0.0% | $2.10 | $2.89 | — | COM | 92531L108 |
| — | CUBIST PHARMACEUTICALS INC | 1,526,900 | $177K | 0.0% | $0.12 | $1.28 | — | RIGHT 99/99/9999 | 229678123 |
| — | SANOFI | 329,400 | $165K | 0.0% | $0.50 | $0.34 | — | RIGHT 12/31/2020 | 80105N113 |
| — | WPCS INTL INC | 302,800 | $154K | 0.0% | $0.51 | $2.55 | — | COM PAR $.0001 | 92931L302 |
| — | PAULSON CAP DEL CORP | 143,886 | $122K | 0.0% | $0.85 | $0.85 | — | COM | 703797100 |
| — | INVENTERGY GLOBAL INC | 10,071 | $28,000 | 0.0% | $2.78 | $2.78 | — | COM | 46123X102 |