The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AGILENT TECHNOLOGIES INC | COM | 00846U101 | 44,898 | 1,050,000 | SH | SOLE | 1,050,000 | 0 | 0 | ||
AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 46,020 | 2,000,000 | SH | Put | SOLE | 2,000,000 | 0 | 0 | |
AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 25,289 | 1,100,000 | SH | SOLE | 1,100,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 23,792 | 60,000 | SH | Put | SOLE | 60,000 | 0 | 0 | |
APPLE INC | COM | 037833100 | 16,178 | 40,800 | SH | SOLE | 40,800 | 0 | 0 | ||
ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 476 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
BALLY TECHNOLOGIES INC | COM | 05874B107 | 11,284 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BARNES GROUP INC | NOTE 3.375% 3/1 | 067806AD1 | 17,108 | 15,096,000 | PRN | SOLE | 0 | 0 | 0 | ||
BARRICK GOLD CORP | COM | 067901108 | 121,985 | 7,750,000 | SH | Call | SOLE | 7,750,000 | 0 | 0 | |
BARRICK GOLD CORP | COM | 067901108 | 35,415 | 2,250,000 | SH | Put | SOLE | 2,250,000 | 0 | 0 | |
BARRICK GOLD CORP | COM | 067901108 | 42,498 | 2,700,000 | SH | SOLE | 2,700,000 | 0 | 0 | ||
BOSTON PRIVATE FINL HLDGS IN | *W EXP 11/21/201 | 101119113 | 1,169 | 287,889 | SH | SOLE | 287,889 | 0 | 0 | ||
COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 38,225 | 36,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 70,483 | 1,125,200 | SH | SOLE | 1,125,200 | 0 | 0 | ||
COMMONWEALTH REIT | COM SH BEN INT | 203233101 | 27,744 | 1,200,000 | SH | SOLE | 1,200,000 | 0 | 0 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 125,088 | 2,400,000 | SH | SOLE | 2,400,000 | 0 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 15,544 | 830,800 | SH | Put | SOLE | 830,800 | 0 | 0 | |
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 25,439 | 364,598 | SH | SOLE | 364,598 | 0 | 0 | ||
E TRADE FINANCIAL CORP | NOTE 8/3 | 269246AZ7 | 17,435 | 14,247,000 | PRN | SOLE | 0 | 0 | 0 | ||
ELAN PLC | ADR | 284131208 | 46,309 | 3,275,000 | SH | SOLE | 3,275,000 | 0 | 0 | ||
ENERSYS | NOTE 3.375% 6/0 | 29275YAA0 | 23,958 | 18,206,000 | PRN | SOLE | 0 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 30,880 | 1,000,000 | SH | Put | SOLE | 1,000,000 | 0 | 0 | |
EXELON CORP | COM | 30161N101 | 30,880 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
FOREST CITY ENTERPRISES INC | NOTE 4.250% 8/1 | 345550AP2 | 11,290 | 10,050,000 | PRN | SOLE | 0 | 0 | 0 | ||
GENCORP INC | SDCV 4.062%12/3 | 368682AN0 | 30,389 | 16,400,000 | PRN | SOLE | 0 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 39,165 | 500,000 | SH | Call | SOLE | 500,000 | 0 | 0 | |
GENERAL ELECTRIC CO | COM | 369604103 | 5,798 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 76,856 | 2,307,300 | SH | Put | SOLE | 2,307,300 | 0 | 0 | |
GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 1,211 | 73,355 | SH | SOLE | 73,355 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 149,616 | 2,250,200 | SH | SOLE | 2,250,200 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 6,077 | 31,800 | SH | Put | SOLE | 31,800 | 0 | 0 | |
ISHARES SILVER TRUST | ISHARES | 46428Q109 | 9,485 | 500,000 | SH | Call | SOLE | 500,000 | 0 | 0 | |
ISHARES SILVER TRUST | ISHARES | 46428Q109 | 9,485 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
ISHARES SILVER TRUST | ISHARES | 46428Q109 | 9,485 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 | 464287655 | 19,400 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
ISHARES TR | DJ US REAL EST | 464287739 | 16,608 | 250,000 | SH | Put | SOLE | 250,000 | 0 | 0 | |
LEUCADIA NATL CORP | NOTE 3.750% 4/1 | 527288AX2 | 3,643 | 2,890,000 | PRN | SOLE | 0 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | CL A | 531229102 | 66,803 | 527,000 | SH | SOLE | 527,000 | 0 | 0 | ||
MARRIOTT INTL INC NEW | CL A | 571903202 | 8,074 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
MGIC INVT CORP WIS | NOTE 5.000% 5/0 | 552848AD5 | 2,563 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 9,903 | 670,000 | SH | Put | SOLE | 670,000 | 0 | 0 | |
MOSAIC CO NEW | COM | 61945C103 | 215,240 | 4,000,000 | SH | Call | SOLE | 4,000,000 | 0 | 0 | |
NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 19,032 | 14,832,000 | PRN | SOLE | 0 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 62,100 | 750,000 | SH | Call | SOLE | 750,000 | 0 | 0 | |
OCCIDENTAL PETE CORP DEL | COM | 674599105 | 51,307 | 575,000 | SH | SOLE | 575,000 | 0 | 0 | ||
PENN NATL GAMING INC | COM | 707569109 | 66,150 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 39,214 | 1,400,000 | SH | Put | SOLE | 1,400,000 | 0 | 0 | |
PFIZER INC | COM | 717081103 | 39,189 | 1,399,115 | SH | SOLE | 1,399,115 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 71,415 | 1,500,000 | SH | Put | SOLE | 1,500,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 140,829 | 3,550,000 | SH | Put | SOLE | 3,550,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 56,400 | 1,000,000 | SH | Put | SOLE | 1,000,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 172,260 | 2,200,000 | SH | Put | SOLE | 2,200,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 194,450 | 10,000,000 | SH | Put | SOLE | 10,000,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 213,200 | 5,000,000 | SH | Put | SOLE | 5,000,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 61,170 | 2,000,000 | SH | Put | SOLE | 2,000,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 150,520 | 4,000,000 | SH | Put | SOLE | 4,000,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 39,150 | 1,040,382 | SH | SOLE | 1,040,382 | 0 | 0 | ||
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 136,977 | 1,150,000 | SH | Call | SOLE | 1,150,000 | 0 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 317,632 | 1,980,000 | SH | Put | SOLE | 1,980,000 | 0 | 0 | |
SPDR S&P MIDCAP 400 ETF TR | UTSER1 S&PDCRP | 78467Y107 | 94,545 | 450,000 | SH | Put | SOLE | 450,000 | 0 | 0 | |
SPDR SERIES TRUST | S&P RETAIL ETF | 78464A714 | 15,322 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
SPRINT NEXTEL CORP | COM SER 1 | 852061100 | 182,520 | 26,000,000 | SH | SOLE | 26,000,000 | 0 | 0 | ||
STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 28,113 | 26,931,000 | PRN | SOLE | 0 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.500% 3/1 | 867652AE9 | 11,743 | 10,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.750% 4/1 | 867652AC3 | 3,122 | 2,925,000 | PRN | SOLE | 0 | 0 | 0 | ||
TALISMAN ENERGY INC | COM | 87425E103 | 43,342 | 3,800,000 | SH | SOLE | 3,800,000 | 0 | 0 | ||
TFS FINL CORP | COM | 87240R107 | 67,200 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
T-MOBILE US INC | COM | 872590104 | 99,240 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
U S AIRWAYS GROUP INC | COM | 90341W108 | 19,302 | 1,175,500 | SH | Put | SOLE | 1,175,500 | 0 | 0 | |
UNITEDHEALTH GROUP INC | COM | 91324P102 | 72,028 | 1,100,000 | SH | SOLE | 1,100,000 | 0 | 0 | ||
YAHOO INC | COM | 984332106 | 80,610 | 3,207,712 | SH | SOLE | 3,207,712 | 0 | 0 | ||
TOWER GROUP INTL LTD | COM | G8988C105 | 49,224 | 2,400,000 | SH | SOLE | 2,400,000 | 0 | 0 | ||
TYCO INTERNATIONAL LTD | SHS | H89128104 | 65,900 | 2,000,000 | SH | Call | SOLE | 2,000,000 | 0 | 0 | |
TYCO INTERNATIONAL LTD | SHS | H89128104 | 32,950 | 1,000,000 | SH | Put | SOLE | 1,000,000 | 0 | 0 | |
TYCO INTERNATIONAL LTD | SHS | H89128104 | 82,375 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 |