CIK: 0001317195 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 16, 2016
Total Value ($000): $2,394,904 (89.6% shares, 10.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,608,700 | $330,620 | 13.8% | $205.52 | — | Put | 78462F103 |
| — | ITC HLDGS CORP | 3,034,411 | $132,209 | 5.5% | $42.67 | — | COM | 465685105 |
| — | TIME WARNER CABLE INC | 580,719 | $118,827 | 5.0% | $188.57 | — | COM | 88732J207 |
| — | CURRENCYSHARES EURO TR | 944,900 | $105,054 | 4.4% | — | — | Put | 23130C108 |
| — | E M C CORP MASS | 3,738,968 | $99,643 | 4.2% | $26.23 | — | COM | 268648102 |
| TAP | MOLSON COORS BREWING CO | 935,000 | $89,928 | 3.8% | $69.85 | 0.0% | CL B | 60871R209 |
| PFE | PFIZER INC | 2,518,310 | $74,643 | 3.1% | $20.25 | -7.8% | COM | 717081103 |
| — | BAXALTA INC | 1,791,000 | $72,356 | 3.0% | $40.40 | — | COM | 07177M103 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 3,096,032 | $68,608 | 2.9% | $31.35 | — | COM SER A | 531465102 |
| HUM | HUMANA INC | 366,100 | $66,978 | 2.8% | $161.69 | -1.0% | COM | 444859102 |
| — | STARWOOD HOTELS&RESORTS WRLD | 800,000 | $66,744 | 2.8% | $83.43 | — | COM | 85590A401 |
| SRG | SERITAGE GROWTH PPTYS | 1,248,111 | $62,368 | 2.6% | $36.59 | +5.2% | CL A | 81752R100 |
| SPY | SPDR S&P 500 ETF TR | 300,857 | $61,832 | 2.6% | $205.52 | — | TR UNIT | 78462F103 |
| ARMK | ARAMARK | 1,772,303 | $58,699 | 2.5% | $20.02 | +1.5% | COM | 03852U106 |
| — | RITE AID CORP | 6,485,000 | $52,853 | 2.2% | $7.84 | — | COM | 767754104 |
| — | STILLWATER MNG CO | 48,145,000 | $51,725 | 2.2% | $1.10 | — | NOTE 1.750%10/1 | 86074QAL6 |
| HYG | ISHARES TR | 616,300 | $50,346 | 2.1% | — | — | Call | 464288513 |
| — | INVESTORS BANCORP INC NEW | 4,000,000 | $46,560 | 1.9% | $11.19 | — | COM | 46146L101 |
| INVA | INNOVIVA INC | 3,664,758 | $46,139 | 1.9% | $10.97 | 0.0% | COM | 45781M101 |
| TFSL | TFS FINL CORP | 2,315,000 | $40,212 | 1.7% | $5.61 | +62.6% | COM | 87240R107 |
| — | WHITEWAVE FOODS CO | 950,200 | $38,616 | 1.6% | $40.64 | — | COM | 966244105 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,006,831 | $38,350 | 1.6% | $45.39 | — | COM SER C | 531229300 |
| — | MARKET VECTORS ETF TR | 1,810,500 | $36,156 | 1.5% | — | — | Call | 57060U100 |
| — | ALON USA ENERGY INC | 36,500,000 | $35,669 | 1.5% | $1.27 | — | NOTE 3.000% 9/1 | 020520AB8 |
| CAT | CATERPILLAR INC DEL | 457,800 | $35,040 | 1.5% | — | — | Put | 149123101 |
| — | TREEHOUSE FOODS INC | 385,000 | $33,399 | 1.4% | $83.82 | — | COM | 89469A104 |
| — | ENDO INTL PLC | 1,164,200 | $32,772 | 1.4% | $50.87 | — | SHS | G30401106 |
| CFG | CITIZENS FINL GROUP INC | 1,303,310 | $27,304 | 1.1% | $14.70 | 0.0% | COM | 174610105 |
| — | ALTRA INDL MOTION CORP | 21,700,000 | $24,871 | 1.0% | $1.17 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| — | NII HLDGS INC | 4,007,912 | $22,164 | 0.9% | $6.51 | — | COM PAR $0.001 | 62913F508 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 24,750,000 | $21,044 | 0.9% | $0.97 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | LIBERTY MEDIA CORP DELAWARE | 528,000 | $20,397 | 0.9% | $108.50 | — | CL A | 531229102 |
| — | PHOTRONICS INC | 15,936,000 | $18,972 | 0.8% | $1.17 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | DYNEGY INC NEW DEL | 1,200,000 | $17,244 | 0.7% | $13.40 | — | COM | 26817R108 |
| — | NEWPARK RES INC | 19,676,000 | $17,062 | 0.7% | $1.23 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | INTEGRATED DEVICE TECHNOLOGY | 17,500,000 | $16,385 | 0.7% | $1.01 | — | NOTE 0.875%11/1 | 458118AB2 |
| ASML | ASML HOLDING N V | 159,700 | $16,032 | 0.7% | — | — | Put | N07059210 |
| — | SMART & FINAL STORES INC | 914,619 | $14,817 | 0.6% | $15.72 | — | COM | 83190B101 |
| INTC | INTEL CORP | 431,000 | $13,943 | 0.6% | — | — | Put | 458140100 |
| H | HYATT HOTELS CORP | 274,254 | $13,573 | 0.6% | $42.00 | 0.0% | COM CL A | 448579102 |
| XLV | SELECT SECTOR SPDR TR | 200,000 | $13,556 | 0.6% | — | — | Put | 81369Y209 |
| META | FACEBOOK INC | 97,000 | $11,068 | 0.5% | — | — | Put | 30303M102 |
| NG | NOVAGOLD RES INC | 1,980,000 | $9,979 | 0.4% | $4.60 | 0.0% | COM NEW | 66987E206 |
| — | PRICELINE GRP INC | 7,700 | $9,925 | 0.4% | — | — | Put | 741503403 |
| — | CIT GROUP INC | 300,030 | $9,310 | 0.4% | $31.03 | — | COM NEW | 125581801 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 11,250,000 | $9,057 | 0.4% | $1.16 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| CRM | SALESFORCE COM INC | 118,600 | $8,756 | 0.4% | — | — | Put | 79466L302 |
| AMZN | AMAZON COM INC | 14,200 | $8,430 | 0.4% | — | — | Put | 023135106 |
| — | MENTOR GRAPHICS CORP | 8,000,000 | $8,388 | 0.4% | $1.05 | — | SDCV 4.000% 4/0 | 587200AK2 |
| NVDA | NVIDIA CORP | 220,400 | $7,853 | 0.3% | — | — | Put | 67066G104 |
| — | BLUCORA INC | 10,410,000 | $7,816 | 0.3% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| IYR | ISHARES TR | 91,700 | $7,140 | 0.3% | — | — | Put | 464287739 |
| — | GLOBAL EAGLE ENTMT INC | 7,450,000 | $5,860 | 0.2% | $0.79 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| — | OFFICE DEPOT INC | 800,000 | $5,680 | 0.2% | $7.10 | — | COM | 676220106 |
| BBCN 6 11/13/20 REGS | BLACKBERRY LTD | 5,000,000 | $5,346 | 0.2% | $1.07 | — | DBCV 6.000%11/1 | C10268AA5 |
| — | APOLLO COML REAL EST FIN INC | 5,135,000 | $5,194 | 0.2% | $1.00 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | TIVO INC | 536,539 | $5,102 | 0.2% | $9.51 | — | COM | 888706108 |
| — | BROADSOFT INC | 4,268,000 | $4,852 | 0.2% | $1.14 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | MANITOWOC INC | 1,100,000 | $4,763 | 0.2% | $4.33 | — | COM | 563571108 |
| ADSK | AUTODESK INC | 76,400 | $4,455 | 0.2% | — | — | Put | 052769106 |
| — | GOLDCORP INC NEW | 269,200 | $4,369 | 0.2% | $12.81 | — | COM | 380956409 |
| — | OVERSEAS SHIPHOLDING GROUP I | 2,200,000 | $4,136 | 0.2% | $1.88 | — | COM CL A | 69036R301 |
| — | VWR CORP | 150,000 | $4,059 | 0.2% | $27.06 | — | COM | 91843L103 |
| — | STARWOOD PPTY TR INC | 4,000,000 | $3,956 | 0.2% | $0.99 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | STAPLES INC | 314,020 | $3,464 | 0.1% | $11.03 | — | COM | 855030102 |
| — | GARNERO GROUP ACQUISITION CO | 328,388 | $3,261 | 0.1% | $9.61 | — | SHS | G5866L108 |
| — | FRESH MKT INC | 109,800 | $3,133 | 0.1% | $28.53 | — | COM | 35804H106 |
| — | RENEWABLE ENERGY GROUP INC | 3,500,000 | $2,929 | 0.1% | $1.11 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | SERVICESOURCE INTL INC | 3,250,000 | $2,628 | 0.1% | $0.81 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | COLUMBIA PIPELINE GROUP INC | 100,000 | $2,510 | 0.1% | $25.10 | — | COM | 198280109 |
| — | CARRIAGE SVCS INC | 2,095,000 | $2,318 | 0.1% | $1.11 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | VERINT SYS INC | 2,500,000 | $2,215 | 0.1% | $0.89 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| GLPI | GAMING & LEISURE PPTYS INC | 70,000 | $2,164 | 0.1% | $30.91 | — | COM | 36467J108 |
| NGD | NEW GOLD INC CDA | 468,253 | $1,747 | 0.1% | $2.98 | 0.0% | COM | 644535106 |
| — | NUVASIVE INC | 27,000 | $1,314 | 0.1% | $48.67 | — | COM | 670704105 |
| AGI | ALAMOS GOLD INC NEW | 247,700 | $1,310 | 0.1% | $3.84 | 0.0% | COM CL A | 011532108 |
| ENVA | ENOVA INTL INC | 205,916 | $1,299 | 0.1% | $14.41 | -58.5% | COM | 29357K103 |
| — | ANACOR PHARMACEUTICALS INC | 24,000 | $1,283 | 0.1% | $53.46 | — | COM | 032420101 |
| — | EZCORP INC | 1,800,000 | $1,134 | 0.0% | $0.72 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | BOSTON PRIVATE FINL HLDGS IN | 223,853 | $1,092 | 0.0% | $4.06 | — | *W EXP 11/21/201 | 101119113 |
| — | INVENSENSE INC | 1,000,000 | $922 | 0.0% | $0.98 | — | NOTE 1.750%11/0 | 46123DAB2 |
| — | TERRAFORM PWR INC | 103,000 | $891 | 0.0% | — | — | Put | 88104R100 |
| — | GARNERO GROUP ACQUISITION CO | 398,710 | $68 | 0.0% | $0.18 | — | RIGHT 06/25/2016 | G5866L132 |
| — | GARNERO GROUP ACQUISITION CO | 212,124 | $18 | 0.0% | $0.12 | — | *W EXP 06/24/201 | G5866L116 |