CIK: 0001317195 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value ($000): $2,709,109 (91.5% shares, 8.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 2,839,000 | $578,787 | 21.4% | — | — | Put | 78462F103 |
| SPY | SPDR S&P 500 ETF TR | 800,000 | $163,096 | 6.0% | — | — | Call | 78462F103 |
| SIG | SIGNET JEWELERS LIMITED | 1,000,000 | $123,690 | 4.6% | — | — | Call | G81276100 |
| TLT | ISHARES TR | 791,900 | $95,487 | 3.5% | $120.58 | — | Call | 464287432 |
| — | TIME WARNER CABLE INC | 489,719 | $90,887 | 3.4% | $185.59 | — | COM | 88732J207 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 2,896,032 | $87,866 | 3.2% | $31.99 | — | COM SER A | 531465102 |
| — | INVESTORS BANCORP INC NEW | 6,989,604 | $86,951 | 3.2% | $11.19 | — | COM | 46146L101 |
| HUM | HUMANA INC | 445,000 | $79,437 | 2.9% | $161.69 | 0.0% | COM | 444859102 |
| — | CURRENCYSHARES EURO TR | 667,700 | $71,043 | 2.6% | — | — | Put | 23130C108 |
| PFE | PFIZER INC | 1,935,500 | $62,478 | 2.3% | $20.73 | -1.7% | COM | 717081103 |
| — | BROADCOM CORP | 1,064,000 | $61,520 | 2.3% | $57.82 | — | CL A | 111320107 |
| CMCSA | COMCAST CORP NEW | 1,025,000 | $57,841 | 2.1% | $23.05 | +3.1% | CL A | 20030N101 |
| ARMK | ARAMARK | 1,772,303 | $57,157 | 2.1% | $20.02 | +0.8% | COM | 03852U106 |
| TFSL | TFS FINL CORP | 3,000,000 | $56,490 | 2.1% | $5.61 | +73.6% | COM | 87240R107 |
| IWM | ISHARES TR | 500,000 | $56,255 | 2.1% | — | — | Call | 464287655 |
| — | ALLERGAN PLC | 179,210 | $56,003 | 2.1% | $307.00 | — | SHS | G0177J108 |
| SYF | SYNCHRONY FINL | 1,748,000 | $53,157 | 2.0% | $25.00 | 0.0% | COM | 87165B103 |
| — | RITE AID CORP | 6,485,000 | $50,842 | 1.9% | $7.84 | — | COM | 767754104 |
| — | ENDO INTL PLC | 800,000 | $48,976 | 1.8% | $61.22 | — | SHS | G30401106 |
| ABBV | ABBVIE INC | 800,000 | $47,392 | 1.7% | $42.52 | -10.7% | COM | 00287Y109 |
| — | STILLWATER MNG CO | 48,145,000 | $45,853 | 1.7% | $1.10 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | ALON USA ENERGY INC | 36,500,000 | $43,177 | 1.6% | $1.27 | — | NOTE 3.000% 9/1 | 020520AB8 |
| SRG | SERITAGE GROWTH PPTYS | 1,072,500 | $43,136 | 1.6% | $36.28 | -1.1% | CL A | 81752R100 |
| — | E M C CORP MASS | 1,600,000 | $41,088 | 1.5% | $25.68 | — | COM | 268648102 |
| AMAT | APPLIED MATLS INC | 2,079,200 | $38,819 | 1.4% | $20.29 | -24.0% | COM | 038222105 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,006,831 | $38,340 | 1.4% | $45.39 | — | COM SER C | 531229300 |
| — | THERAVANCE INC | 3,538,858 | $37,300 | 1.4% | $12.50 | — | COM | 88338T104 |
| TLT | ISHARES TR | 289,634 | $34,924 | 1.3% | $120.58 | — | 20+ YR TR BD ETF | 464287432 |
| INTC | INTEL CORP | 1,000,000 | $34,450 | 1.3% | — | — | Put | 458140100 |
| AER | AERCAP HOLDINGS NV | 660,300 | $28,499 | 1.1% | $45.93 | -10.3% | SHS | N00985106 |
| — | ITC HLDGS CORP | 630,405 | $24,743 | 0.9% | $39.25 | — | COM | 465685105 |
| — | ALTRA INDL MOTION CORP | 21,700,000 | $23,574 | 0.9% | $1.17 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | PHOTRONICS INC | 17,255,000 | $22,992 | 0.8% | $1.17 | — | NOTE 3.250% 4/0 | 719405AK8 |
| CAT | CATERPILLAR INC DEL | 338,000 | $22,970 | 0.8% | — | — | Put | 149123101 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 27,500,000 | $22,872 | 0.8% | $0.97 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | AMERICAN CAP LTD | 1,566,737 | $21,605 | 0.8% | $13.79 | — | COM | 02503Y103 |
| — | SMART & FINAL STORES INC | 1,150,000 | $20,942 | 0.8% | $15.72 | — | COM | 83190B101 |
| — | LIBERTY MEDIA CORP DELAWARE | 528,000 | $20,724 | 0.8% | $108.50 | — | CL A | 531229102 |
| — | NII HLDGS INC | 4,007,912 | $20,240 | 0.7% | $6.51 | — | COM PAR $0.001 | 62913F508 |
| — | NEWPARK RES INC | 19,676,000 | $17,791 | 0.7% | $1.23 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | DYNEGY INC NEW DEL | 1,300,000 | $17,420 | 0.6% | $13.40 | — | COM | 26817R108 |
| — | INTEGRATED DEVICE TECHNOLOGY | 13,500,000 | $13,912 | 0.5% | $1.03 | — | NOTE 0.875%11/1 | 458118AB2 |
| — | BLUCORA INC | 14,560,000 | $12,211 | 0.5% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | TREEHOUSE FOODS INC | 136,091 | $10,678 | 0.4% | $78.46 | — | COM | 89469A104 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 11,250,000 | $9,749 | 0.4% | $1.16 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | NOBLE ENERGY INC | 204,600 | $6,737 | 0.2% | — | — | Put | 655044105 |
| — | VMWARE INC | 100,000 | $5,657 | 0.2% | $56.57 | — | CL A COM | 928563402 |
| — | ISIS PHARMACEUTICALS INC DEL | 5,000,000 | $5,639 | 0.2% | $1.13 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | SUNEDISON SEMICONDUCTOR LTD | 600,000 | $4,704 | 0.2% | $22.00 | — | SHS | Y8213L102 |
| — | APOLLO COML REAL EST FIN INC | 4,381,000 | $4,463 | 0.2% | $0.99 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | GARNERO GROUP ACQUISITION CO | 377,675 | $3,705 | 0.1% | $9.61 | — | SHS | G5866L108 |
| — | RENEWABLE ENERGY GROUP INC | 3,500,000 | $3,016 | 0.1% | $1.11 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | ARES CAP CORP | 2,500,000 | $2,500 | 0.1% | $1.00 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| JKS | JINKOSOLAR HLDG CO LTD | 85,000 | $2,352 | 0.1% | $27.67 | — | SPONSORED ADR | 47759T100 |
| — | GOLDCORP INC NEW | 197,000 | $2,277 | 0.1% | $11.56 | — | COM | 380956409 |
| KMI | KINDER MORGAN INC DEL | 150,000 | $2,238 | 0.1% | $14.29 | 0.0% | COM | 49456B101 |
| — | MIMECAST LTD ORD | 219,896 | $2,111 | 0.1% | $9.60 | — | SHS | G14838109 |
| — | JA SOLAR HOLDINGS CO LTD | 165,000 | $1,601 | 0.1% | $9.70 | — | SPON ADR REP5ORD | 466090206 |
| — | TRINA SOLAR LIMITED | 131,700 | $1,451 | 0.1% | $11.02 | — | SPON ADR | 89628E104 |
| — | EZCORP INC | 2,000,000 | $1,387 | 0.1% | $0.72 | — | NOTE 2.125% 6/1 | 302301AB2 |
| ENVA | ENOVA INTL INC | 205,916 | $1,361 | 0.1% | $14.41 | -35.7% | COM | 29357K103 |
| EMB | ISHARES TR | 12,300 | $1,301 | 0.0% | — | — | Put | 464288281 |
| — | BOSTON PRIVATE FINL HLDGS IN | 223,853 | $1,124 | 0.0% | $4.06 | — | *W EXP 11/21/201 | 101119113 |
| — | INVENSENSE INC | 1,000,000 | $939 | 0.0% | $0.98 | — | NOTE 1.750%11/0 | 46123DAB2 |
| — | RENESOLA LTD | 350,000 | $595 | 0.0% | $1.70 | — | SPONS ADS | 75971T103 |
| MTG | MGIC INVT CORP WIS | 43,800 | $387 | 0.0% | $9.02 | +4.0% | COM | 552848103 |
| — | GARNERO GROUP ACQUISITION CO | 490,200 | $117 | 0.0% | $0.18 | — | RIGHT 06/25/2016 | G5866L132 |
| — | PERNIX THERAPEUTICS HLDGS IN | 15,000 | $44 | 0.0% | $5.93 | — | COM | 71426V108 |
| — | GARNERO GROUP ACQUISITION CO | 302,320 | $39 | 0.0% | $0.12 | — | *W EXP 06/24/201 | G5866L116 |