13F-HR

Q2 2016

Period Jun 30, 2016Filed Aug 15, 2016View on EDGAR ↗

Compare vs

QoQ YoY

4 quarters back (Q2 2015)

Positions

173

Total value

$4.68B

Top 10 concentration

58.0%

New positions

108

Exited positions· 198 vs. Q2 2015

SPDR S&P 500 ETF TR ($1.82B)
YPF SOCIEDAD ANONIMA ($301.68M)
TIME WARNER CABLE INC ($259.18M)
DOW CHEM CO ($248.69M)
FACEBOOK INC ($222.25M)
CYPRESS SEMICONDUCTOR CORP ($186.59M)
LYONDELLBASELL INDUSTRIES N ($184.45M)
ENDO INTL PLC ($183.18M)
WEBMD HEALTH CORP ($140.86M)
NEXTERA ENERGY INC ($131.6M)
LEVEL 3 COMMUNICATIONS INC ($109.86M)
HERBALIFE LTD ($108.46M)

Holdings · 173

#		Sector	Class
1	SPDR S&P 500 ETF TR 78462F103 · Put	—	TR UNIT	$838.96M	17.94%	4,004,000	+37.2%
2	LIBERTY BROADBAND CORP LBRDK · 530307305	—	COM SER C	$533.52M	11.41%	8,892,050	New
3	JDS UNIPHASE CORP 46612JAF8	—	DBCV 0.625% 8/1	$245.61M	5.25%	250,782,000	+111.8%
4	ISHARES TR 464287655 · Put	—	RUSSELL 2000 ETF	$208.44M	4.46%	1,813,000	New
5	CIENA CORP 171779AE1	—	NOTE 0.875% 6/1	$203.73M	4.36%	205,139,000	+107.7%
6	NUANCE COMMUNICATIONS INC 67020YAF7	—	NOTE 2.750%11/0	$187.62M	4.01%	185,534,000	+7.7%
7	FIREEYE INC 31816QAB7	—	NOTE 1.000% 6/0	$166.24M	3.56%	182,302,000	New
8	ADECOAGRO S A AGRO · L00849106	—	COM	$130.73M	2.80%	11,917,157	-54.0%
9	INVENSENSE INC 46123DAB2	—	NOTE 1.750%11/0	$104.27M	2.23%	111,290,000	+87.0%
10	ROVI CORP 779376AD4	—	NOTE 0.500% 3/0	$93.63M	2.00%	98,560,000	New
11	POLYCOM INC 73172K104	—	COM	$89.23M	1.91%	7,931,566	-25.5%
12	NORTEL NETWORKS CORP NEW 656568AE2	—	NOTE 2.125% 4/1	$86.49M	1.85%	99,123,000	New
13	PROS HOLDINGS INC 74346YAB9	—	NOTE 2.000%12/0	$75.93M	1.62%	84,602,000	New
14	CAESARS ACQUISITION CO 12768T103	—	CL A	$73.04M	1.56%	6,510,083	+3.8%
15	ISHARES TR 464288513 · Put	—	IBOXX HI YD ETF	$69.45M	1.49%	820,000	New
16	ROVI CORP ROVIEUR · 779376102	—	COM	$63.6M	1.36%	4,066,666	+24.5%
17	GAMING & LEISURE PPTYS INC GLPI · 36467J108	Real Estate	COM	$62.12M	1.33%	1,801,471	+45.9%
18	OCLARO INC 67555NAB3	—	NOTE 6.000% 2/1	$62M	1.33%	23,500,000	New
19	TIVO INC 888706AF5	—	NOTE 2.000%10/0	$60.85M	1.30%	62,012,000	New
20	ZOETIS INC ZTS · 98978V103	Health Care	CL A	$59.75M	1.28%	1,258,919	-54.1%
21	CHURCHILL DOWNS INC CHDN · 171484108	Consumer Discretionary	COM	$48.95M	1.05%	387,381	—
22	EBAY INC EBAY · 278642103	Consumer Discretionary	COM	$40.85M	0.87%	1,744,830	-45.5%
23	DISH NETWORK CORP DISH · 25470M109	—	CL A	$38.02M	0.81%	725,489	-44.0%
24	CIT GROUP INC (NYQ) CITUSD · 125581801	—	COM NEW	$37.96M	0.81%	1,189,474	New
25	LINKEDIN CORP 53578AAB4	—	NOTE 0.500%11/0	$37.69M	0.81%	38,000,000	New
26	BROCADE COMMUNICATIONS SYS I 111621AQ1	—	NOTE 1.375% 1/0	$36.68M	0.78%	37,190,000	New
27	KRAFT HEINZ CO KHC · 500754106	Consumer Staples	COM	$33.99M	0.73%	384,133	New
28	ESSENT GROUP LTD ESNT · G3198U102	Financials	COM	$32.31M	0.69%	1,481,278	-66.9%
29	TRAVELPORT WORLDWIDE LTD G9019D104	—	SHS	$30.94M	0.66%	2,400,000	-9.4%
30	SPDR GOLD TRUST GLD · 78463V107	—	GOLD SHS	$30.37M	0.65%	240,000	New
31	PAYPAL HLDGS INC PYPL · 70450Y103	Financials	COM	$29.84M	0.64%	817,413	New
32	NOVATEL WIRELESS INC 66987MAE9	—	NOTE 5.500% 6/1	$28.78M	0.62%	41,155,000	New
33	MODEL N INC 607525102	—	COM	$28.5M	0.61%	2,135,148	New
34	CAESARS ENTMT CORP CZREUR · 127686103	—	COM	$25.39M	0.54%	3,301,393	-30.7%
35	CHINA BIOLOGIC PRODS INC 16938C106	—	COM	$25.17M	0.54%	236,700	New
36	CHIPMOS TECH BERMUDA LTD G2110R114	—	SHS	$24.86M	0.53%	1,372,921	—
37	TWITTER INC 90184LAB8	—	NOTE 0.250% 9/1	$23.95M	0.51%	26,000,000	New
38	MGM RESORTS INTERNATIONAL 552953101 · Put	—	COM	$23.89M	0.51%	1,055,500	New
39	BARRICK GOLD CORP ABX · 067901108	—	COM	$22.87M	0.49%	1,071,074	-43.2%
40	EXAR CORP 300645108	—	COM	$22.82M	0.49%	2,835,194	+8.2%
41	MONDELEZ INTL INC MDLZ · 609207105	Consumer Staples	CL A	$21.51M	0.46%	472,731	-65.0%
42	COMMUNICATIONS SALES&LEAS IN 20341J104	—	COM	$21.12M	0.45%	730,898	New
43	E M C CORP MASS 268648102	—	COM	$20.75M	0.44%	763,569	New
44	ANTHEM INC 036752103 · Call	—	COM	$20.7M	0.44%	157,600	New
45	EXA CORP 300614500	—	COM	$20.66M	0.44%	1,430,000	+4.6%
46	TIME WARNER INC 887317303 · Put	—	COM NEW	$19.78M	0.42%	269,000	New
47	ALLERGAN PLC G0177J108	—	SHS	$18.66M	0.40%	80,735	-49.3%
48	JD COM INC JD · 47215P106	—	SPON ADR CL A	$18.01M	0.39%	848,378	+177.8%
49	GRUPO SUPERVIELLE S A SUPV · 40054A108	—	SPONSORED ADR	$17.52M	0.37%	1,370,089	New
50	MEAD JOHNSON NUTRITION CO 582839106	—	COM	$16.34M	0.35%	180,000	+157.1%
51	ACTIVISION BLIZZARD INC ATVIEUR · 00507V109	—	COM	$15.02M	0.32%	378,981	New
52	WAYFAIR INC 94419L101 · Call	—	CL A	$14.63M	0.31%	375,000	New
53	FIREEYE INC 31816QAD3	—	NOTE 1.625% 6/0	$14.19M	0.30%	16,000,000	New
54	WAYFAIR INC W · 94419L101	—	CL A	$13.75M	0.29%	352,632	+42.4%
55	EDGEWELL PERS CARE CO EPC · 28035Q102	Consumer Staples	COM	$13.69M	0.29%	162,228	+524.0%
56	ABBOTT LABS ABT · 002824100	Health Care	COM	$12.94M	0.28%	329,181	-45.3%
57	BAXTER INTL INC BAX · 071813109	Health Care	COM	$12.86M	0.27%	284,327	New
58	VIOLIN MEMORY INC 92763AAB7	—	NOTE 4.250%10/0	$11.37M	0.24%	25,650,000	New
59	NUCOR CORP NUE · 670346105	Materials	COM	$11.23M	0.24%	227,291	New
60	SYNAPTICS INC SYNA · 87157D109	Information Technology	COM	$10.57M	0.23%	196,666	New
61	COMCAST CORP NEW CMCSA · 20030N101	Communication Services	CL A	$10.56M	0.23%	162,000	New
62	CYBERARK SOFTWARE LTD CYBR · M2682V108	—	SHS	$9.59M	0.21%	197,334	New
63	LIBERTY GLOBAL PLC G5480U120 · Call	—	SHS CL C	$9.55M	0.20%	333,300	New
64	REALOGY HLDGS CORP 75605Y106	—	COM	$9.43M	0.20%	325,000	-70.2%
65	AMAZON COM INC AMZN · 023135106	Consumer Discretionary	COM	$8.97M	0.19%	12,537	New
66	APPLIED MATLS INC AMAT · 038222105	Information Technology	COM	$8.96M	0.19%	373,596	New
67	58 COM INC WUBAUSD · 31680Q104	—	SPON ADR REP A	$8.61M	0.18%	187,526	+3806.8%
68	AMERICAN AIRLS GROUP INC AAL · 02376R102	Industrials	COM	$8.38M	0.18%	296,018	-76.6%
69	CONSOL ENERGY INC 20854P109 · Put	—	COM	$8.05M	0.17%	500,000	New
70	MAKEMYTRIP LIMITED MAURITIUS MMYT · V5633W109	—	SHS	$7.94M	0.17%	534,258	New
71	NVIDIA CORP NVDA · 67066G104	Information Technology	COM	$7.68M	0.16%	163,322	New
72	IXIA 45071R109	—	COM	$7.04M	0.15%	717,238	New
73	ALLOT COMMUNICATIONS LTD ALLT · M0854Q105	—	SHS	$6.86M	0.15%	1,394,483	New
74	HUMANA INC HUM · 444859102	Health Care	COM	$6.81M	0.15%	37,833	New
75	POWER INTEGRATIONS INC POWI · 739276103	Information Technology	COM	$6.64M	0.14%	132,671	New
76	SPDR S&P 500 ETF TR SPY · 78462F103	—	TR UNIT	$6.47M	0.14%	30,900	+63.9%
77	CHARTER COMMUNICATIONS INC N CHTR · 16119P108	Communication Services	CL A	$6.32M	0.14%	27,627	New
78	VMWARE INC VMWEUR · 928563402	—	CL A COM	$5.89M	0.13%	102,870	New
79	QLOGIC CORP 747277101	—	COM	$5.85M	0.13%	396,666	New
80	LOWES COS INC LOW · 548661107	Consumer Discretionary	COM	$5.83M	0.12%	73,695	-29.9%
81	QUANTUM CORP QUBT · 747906204	—	COM DSSG	$5.32M	0.11%	12,666,666	+136.0%
82	TIME WARNER INC TWXCHF · 887317303	—	COM NEW	$5.15M	0.11%	70,000	New
83	LINKEDIN CORP 53578A108	—	COM CL A	$4.94M	0.11%	26,126	New
84	AMERICAN AIRLS GROUP INC 02376R102 · Call	—	COM	$4.72M	0.10%	166,700	New
85	BANK AMER CORP BAC · 060505104	Financials	COM	$4.67M	0.10%	351,975	New
86	LIBERTY GLOBAL PLC LBTYA · G5480U138	—	LILAC SHS CL A	$4.47M	0.10%	138,400	New
87	SIGMA DESIGNS INC 826565103	—	COM	$4.22M	0.09%	655,629	New
88	CVS HEALTH CORP CVS · 126650100	Health Care	COM	$3.94M	0.08%	41,175	New
89	NETSUITE INC 64118QAB3	—	NOTE 0.250% 6/0	$3.94M	0.08%	4,000,000	New
90	SPIRIT AIRLS INC SAVEEUR · 848577102	—	COM	$3.88M	0.08%	86,400	New
91	LIONS GATE ENTMNT CORP 535919203	—	COM NEW	$3.83M	0.08%	189,187	+22.6%
92	NXP SEMICONDUCTORS N V NXPI · N6596X109	Information Technology	COM	$3.8M	0.08%	48,446	-31.0%
93	GIGPEAK INC 37518Q109	—	COM	$3.77M	0.08%	1,923,366	New
94	MAXLINEAR INC MXL · 57776J100	Information Technology	CL A	$3.76M	0.08%	209,184	-92.0%
95	VIPSHOP HLDGS LTD VIPS · 92763W103	—	SPONSORED ADR	$3.53M	0.08%	315,837	-93.3%
96	ABEONA THERAPEUTICS INC ABEO · 00289Y107	—	COM	$3.45M	0.07%	1,462,122	+59.5%
97	AETNA INC NEW 00817Y108	—	COM	$3.43M	0.07%	28,104	New
98	PAMPA ENERGIA S A PAM · 697660207	—	SPONS ADR LVL I	$3.39M	0.07%	123,977	New
99	COTIVITI HLDGS INC 22164K101	—	COM	$3.38M	0.07%	160,000	New
100	WHIRLPOOL CORP WHR · 963320106	Consumer Discretionary	COM	$3.33M	0.07%	20,000	New
101	MONSANTO CO NEW 61166W101 · Call	—	COM	$3.1M	0.07%	30,000	New
102	ST JUDE MED INC 790849103	—	COM	$3.03M	0.06%	38,860	New
103	US FOODS HLDG CORP USFD · 912008109	Consumer Staples	COM	$3.03M	0.06%	125,000	New
104	CAVIUM INC 14964U108	—	COM	$2.94M	0.06%	76,180	New
105	CME GROUP INC CME · 12572Q105	Financials	COM	$2.92M	0.06%	30,000	—
106	CENTENE CORP DEL CNC · 15135B101	Health Care	COM	$2.77M	0.06%	38,795	New
107	MONSTER BEVERAGE CORP NEW MNST · 61174X109	Consumer Staples	COM	$2.6M	0.06%	16,200	New
108	VIAVI SOLUTIONS INC VIAV · 925550105	Information Technology	COM	$2.43M	0.05%	366,666	New
109	SERVICEMASTER GLOBAL HLDGS I SERVUSD · 81761R109	—	COM	$2.39M	0.05%	60,000	New
110	MONSANTO CO NEW 61166W101	—	COM	$2.38M	0.05%	23,000	-98.0%
111	INVENSENSE INC 46123D205	—	COM	$2.25M	0.05%	366,666	+607.7%
112	BITAUTO HLDGS LTD BITA · 091727107	—	SPONSORED ADS	$2.18M	0.05%	80,995	-4.8%
113	HAIN CELESTIAL GROUP INC HAIN · 405217100	—	COM	$2.18M	0.05%	43,800	New
114	WALGREENS BOOTS ALLIANCE INC WBA · 931427108	—	COM	$2.13M	0.05%	25,558	-95.4%
115	ANHEUSER BUSCH INBEV SA/NV BUD · 03524A108	—	SPONSORED ADR	$2.09M	0.04%	15,873	-72.8%
116	CORNERSTONE ONDEMAND INC 21925YAB9	—	NOTE 1.500% 7/0	$2.06M	0.04%	2,000,000	-98.0%
117	GENERAL MTRS CO GM · 37045V100	Consumer Discretionary	COM	$1.77M	0.04%	62,373	-94.5%
118	TESLA MTRS INC TSLA · 88160RAC5	Consumer Discretionary	NOTE 1.250% 3/0	$1.65M	0.04%	2,000,000	New
119	HERSHEY CO HSY · 427866108	Consumer Staples	COM	$1.5M	0.03%	13,200	New
120	PINNACLE FOODS INC DEL 72348P104	—	COM	$1.35M	0.03%	29,100	New
121	PROCTER & GAMBLE CO PG · 742718109	Consumer Staples	COM	$1.28M	0.03%	15,100	New
122	BAZAARVOICE INC 073271108	—	COM	$1.23M	0.03%	306,666	New
123	C&J ENERGY SVCS LTD G3164Q101	—	SHS	$1.21M	0.03%	2,000,000	New
124	AUDIOCODES LTD AUDC · M15342104	—	ORD	$1.16M	0.02%	277,188	-1.2%
125	INTERCEPT PHARMACEUTICALS IN ICPTUSD · 45845P108	—	COM	$1.16M	0.02%	8,100	New
126	JAZZ PHARMACEUTICALS PLC JAZZ · G50871105	Health Care	SHS USD	$1.1M	0.02%	7,800	New
127	AKORN INC AKRXEUR · 009728106	—	COM	$1.09M	0.02%	38,400	New
128	PROS HOLDINGS INC PRO · 74346Y103	—	COM	$988K	0.02%	56,666	New
129	PERRIGO CO PLC PRGO · G97822103	Health Care	SHS	$979K	0.02%	10,800	-88.3%
130	VISTEON CORP VC · 92839U206	Consumer Discretionary	COM NEW	$875K	0.02%	13,300	New
131	MEDIVATION INC 58501N101	—	COM	$772K	0.02%	12,800	New
132	SKYWORKS SOLUTIONS INC SWKS · 83088M102	Information Technology	COM	$753K	0.02%	11,900	New
133	ALASKA AIR GROUP INC ALK · 011659109	Industrials	COM	$752K	0.02%	12,900	-87.0%
134	ALLEGION PUB LTD CO ALLE · G0176J109	Industrials	ORD SHS	$734K	0.02%	10,574	-98.8%
135	GSI TECHNOLOGY GSIT · 36241U106	—	COM	$713K	0.02%	171,081	-69.8%
136	DISNEY WALT CO DIS · 254687106	Communication Services	COM DISNEY	$675K	0.01%	6,900	New
137	PANDORA MEDIA INC 698354107	—	COM	$635K	0.01%	51,000	New
138	CERNER CORP CERNCHF · 156782104	—	COM	$633K	0.01%	10,800	New
139	SERVICE CORP INTL SCI · 817565104	Consumer Discretionary	COM	$633K	0.01%	23,400	New
140	AUTONATION INC AN · 05329W102	Consumer Discretionary	COM	$620K	0.01%	13,200	New
141	GLOBALSTAR INC GSATUSD · 378973408	—	COM	$605K	0.01%	500,000	—
142	INCYTE CORP INCY · 45337C102	Health Care	COM	$600K	0.01%	7,500	New
143	SEATTLE GENETICS INC SGENEUR · 812578102	—	COM	$594K	0.01%	14,700	New
144	ALLIANCE ONE INTL INC 018772301	—	COM NEW	$556K	0.01%	36,099	-9.8%
145	VERTEX PHARMACEUTICALS INC VRTX · 92532F100	Health Care	COM	$542K	0.01%	6,300	New
146	PILGRIMS PRIDE CORP NEW PPC · 72147K108	Consumer Staples	COM	$476K	0.01%	18,700	New
147	GENCO SHIPPING & TRADING LTD Y2685T115	—	SHS NEW	$426K	0.01%	747,838	New
148	EASTMAN KODAK CO KODK · 277461406	—	COM NEW	$388K	0.01%	24,123	—
149	MID-AMER APT CMNTYS INC MAA · 59522J103	Real Estate	COM	$383K	0.01%	3,600	New
150	VIOLIN MEMORY INC 92763A101	—	COM	$383K	0.01%	416,666	—
151	FOOT LOCKER INC WOO · 344849104	—	COM	$373K	0.01%	6,800	New
152	SYNTEL INC 87162H103	—	COM	$367K	0.01%	8,100	New
153	AVIS BUDGET GROUP CAR · 053774105	Industrials	COM	$348K	0.01%	10,800	New
154	IPG PHOTONICS CORP IPGP · 44980X109	Information Technology	COM	$344K	0.01%	4,300	New
155	SIGNATURE BK NEW YORK N Y SBNY · 82669G104	—	COM	$337K	0.01%	2,700	New
156	LORAL SPACE & COMMUNICATNS I LORLUSD · 543881106	—	COM	$330K	0.01%	9,369	-99.1%
157	BRINKER INTL INC EAT · 109641100	Consumer Discretionary	COM	$319K	0.01%	7,000	New
158	MATTEL INC MAT · 577081102	Consumer Discretionary	COM	$316K	0.01%	10,100	New
159	CARMAX INC KMX · 143130102	Consumer Discretionary	COM	$304K	0.01%	6,200	New
160	CALIX INC CALX · 13100M509	Information Technology	COM	$303K	0.01%	43,872	-96.9%
161	VIACOM INC NEW VIAB · 92553P201	—	CL B	$299K	0.01%	7,200	New
162	TEMPUR SEALY INTL INC SGI · 88023U101	Consumer Discretionary	COM	$293K	0.01%	5,300	New
163	DELTA AIR LINES INC DEL DAL · 247361702	Industrials	COM NEW	$288K	0.01%	7,900	-99.0%
164	ABEONA THERAPEUTICS INC 00289Y115	—	*W EXP 12/19/201	$238K	0.01%	250,000	—
165	SERVICESOURCE INTL INC 81763U100	—	COM	$187K	0.00%	46,460	New
166	DSP GROUP INC DSPGEUR · 23332B106	—	COM	$158K	0.00%	14,872	New
167	FIRST NIAGARA FINL GP INC 33582V108	—	COM	$158K	0.00%	16,200	New
168	KEY ENERGY SVCS INC 492914106	—	COM	$116K	0.00%	500,000	—
169	REX ENERGY CORPORATION 761565100	—	COM	$109K	0.00%	165,000	New
170	TOWERSTREAM CORP 892000100	—	COM	$73K	0.00%	431,800	—
171	BIOAMBER INC 09072Q114	—	*W EXP 05/09/201	$70K	0.00%	194,000	—
172	EASTMAN KODAK CO 277461141	—	*W EXP 09/03/201	$34K	0.00%	8,383	—
173	EASTMAN KODAK CO 277461133	—	*W EXP 09/03/201	$29K	0.00%	8,383	—

Total filing value: $4.68B