CIK: 0001317195 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 16, 2015
Total Value ($000): $2,033,093 (89.2% shares, 10.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,700,000 | $325,771 | 16.0% | — | — | Call | 78462F103 |
| — | CURRENCYSHARES EURO TR | 1,288,800 | $141,227 | 6.9% | — | — | Put | 23130C108 |
| TLT | ISHARES TR | 947,300 | $117,029 | 5.8% | — | — | Call | 464287432 |
| — | INVESTORS BANCORP INC NEW | 8,989,604 | $110,932 | 5.5% | $11.19 | — | COM | 46146L101 |
| CMCSA | COMCAST CORP NEW | 1,725,000 | $98,118 | 4.8% | $23.05 | +1.3% | CL A | 20030N101 |
| PFE | PFIZER INC | 2,224,000 | $69,856 | 3.4% | $20.73 | -0.6% | COM | 717081103 |
| — | TREEHOUSE FOODS INC | 850,000 | $66,122 | 3.3% | — | — | Call | 89469A104 |
| TFSL | TFS FINL CORP | 3,745,000 | $64,601 | 3.2% | $5.61 | +59.4% | COM | 87240R107 |
| ARMK | ARAMARK | 2,172,303 | $64,387 | 3.2% | $20.02 | +0.5% | COM | 03852U106 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 2,845,032 | $63,074 | 3.1% | $32.01 | — | COM SER A | 531465102 |
| PFE | PFIZER INC | 2,000,000 | $62,820 | 3.1% | $20.73 | -0.6% | Call | 717081103 |
| AMAT | APPLIED MATLS INC | 4,050,000 | $59,495 | 2.9% | $20.29 | -27.4% | COM | 038222105 |
| WMB | WILLIAMS COS INC DEL | 1,500,000 | $55,275 | 2.7% | — | — | Call | 969457100 |
| IWM | ISHARES TR | 500,000 | $54,600 | 2.7% | — | — | Call | 464287655 |
| — | ALON USA ENERGY INC | 36,500,000 | $49,521 | 2.4% | $1.27 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | STILLWATER MNG CO | 48,145,000 | $49,227 | 2.4% | $1.10 | — | NOTE 1.750%10/1 | 86074QAL6 |
| ABBV | ABBVIE INC | 900,000 | $48,969 | 2.4% | $42.52 | 0.0% | COM | 00287Y109 |
| CAT | CATERPILLAR INC DEL | 730,000 | $47,713 | 2.3% | — | — | Put | 149123101 |
| AER | AERCAP HOLDINGS NV | 1,168,000 | $44,664 | 2.2% | $45.93 | -5.3% | SHS | N00985106 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,006,831 | $34,695 | 1.7% | $45.39 | — | COM SER C | 531229300 |
| TAP | MOLSON COORS BREWING CO | 387,038 | $32,132 | 1.6% | $57.14 | -1.6% | CL B | 60871R209 |
| — | SMART & FINAL STORES INC | 1,989,649 | $31,257 | 1.5% | $15.72 | — | COM | 83190B101 |
| TMUS | T MOBILE US INC | 761,000 | $30,295 | 1.5% | $34.61 | +11.4% | COM | 872590104 |
| — | ALLERGAN PLC | 109,000 | $29,627 | 1.5% | $303.46 | — | SHS | G0177J108 |
| — | MSG NETWORK INC | 394,982 | $28,494 | 1.4% | $72.14 | — | CL A | 553573106 |
| — | NII HLDGS INC | 4,007,912 | $26,092 | 1.3% | $6.51 | — | COM PAR $0.001 | 62913F508 |
| — | ALTRA INDL MOTION CORP | 21,700,000 | $22,668 | 1.1% | $1.17 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 25,000,000 | $20,231 | 1.0% | $0.98 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | THERAVANCE INC | 2,742,302 | $19,690 | 1.0% | $13.07 | — | COM | 88338T104 |
| — | LIBERTY MEDIA CORP DELAWARE | 528,000 | $18,860 | 0.9% | $108.50 | — | CL A | 531229102 |
| SRG | SERITAGE GROWTH PPTYS | 500,000 | $18,625 | 0.9% | $36.75 | 0.0% | CL A | 81752R100 |
| — | NEWPARK RES INC | 19,676,000 | $18,594 | 0.9% | $1.23 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | BLUCORA INC | 17,310,000 | $16,494 | 0.8% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | PHOTRONICS INC | 12,655,000 | $13,902 | 0.7% | $1.12 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | NOBLE ENERGY INC | 404,600 | $12,211 | 0.6% | — | — | Put | 655044105 |
| — | SUNEDISON SEMICONDUCTOR LTD | 959,880 | $10,117 | 0.5% | $22.00 | — | SHS | Y8213L102 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 11,250,000 | $9,437 | 0.5% | $1.16 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | MARVELL TECHNOLOGY GROUP LTD | 1,000,000 | $9,050 | 0.4% | $9.05 | — | ORD | G5876H105 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 5,000,000 | $5,233 | 0.3% | $1.14 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | APOLLO COML REAL EST FIN INC | 5,000,000 | $4,959 | 0.2% | $0.99 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| MTG | MGIC INVT CORP WIS | 496,400 | $4,597 | 0.2% | $9.02 | +17.5% | COM | 552848103 |
| ENVA | ENOVA INTL INC | 420,123 | $4,294 | 0.2% | $14.41 | 0.0% | COM | 29357K103 |
| — | ENVESTNET INC | 4,553,000 | $4,023 | 0.2% | $1.05 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | GARNERO GROUP ACQUISITION CO | 377,675 | $3,743 | 0.2% | $9.61 | — | SHS | G5866L108 |
| — | RENEWABLE ENERGY GROUP INC | 3,500,000 | $3,098 | 0.2% | $1.11 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | BOULDER BRANDS INC | 265,000 | $2,170 | 0.1% | $8.19 | — | COM | 101405108 |
| — | EZCORP INC | 2,000,000 | $1,444 | 0.1% | $0.72 | — | NOTE 2.125% 6/1 | 302301AB2 |
| EMB | ISHARES TR | 12,300 | $1,309 | 0.1% | — | — | Put | 464288281 |
| — | BOSTON PRIVATE FINL HLDGS IN | 223,853 | $1,249 | 0.1% | $4.06 | — | *W EXP 11/21/201 | 101119113 |
| — | INVENSENSE INC | 1,000,000 | $908 | 0.0% | $0.98 | — | NOTE 1.750%11/0 | 46123DAB2 |
| — | GARNERO GROUP ACQUISITION CO | 490,200 | $108 | 0.0% | $0.18 | — | RIGHT 06/25/2016 | G5866L132 |
| — | PERNIX THERAPEUTICS HLDGS IN | 15,000 | $47 | 0.0% | $5.93 | — | COM | 71426V108 |
| — | GARNERO GROUP ACQUISITION CO | 302,320 | $39 | 0.0% | $0.12 | — | *W EXP 06/24/201 | G5866L116 |