CIK: 0001317195 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value ($000): $2,215,484 (90.0% shares, 10.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,450,800 | $303,906 | 13.7% | $207.30 | — | Put | 78462F103 |
| — | E M C CORP MASS | 5,346,220 | $145,257 | 6.6% | $26.52 | — | COM | 268648102 |
| SPY | SPDR S&P 500 ETF TR | 547,480 | $114,683 | 5.2% | $207.30 | — | TR UNIT | 78462F103 |
| TAP | MOLSON COORS BREWING CO | 935,000 | $94,557 | 4.3% | $69.85 | +10.7% | CL B | 60871R209 |
| — | ITC HLDGS CORP | 1,528,842 | $71,580 | 3.2% | $42.67 | — | COM | 465685105 |
| SRG | SERITAGE GROWTH PPTYS | 1,383,111 | $68,934 | 3.1% | $37.59 | +24.4% | CL A | 81752R100 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 3,096,032 | $67,741 | 3.1% | $31.35 | — | COM SER A | 531465102 |
| HUM | HUMANA INC | 366,100 | $65,854 | 3.0% | $161.69 | +1.5% | COM | 444859102 |
| IWM | ISHARES TR | 544,700 | $62,630 | 2.8% | $114.98 | — | RUSSELL 2000 ETF | 464287655 |
| ARMK | ARAMARK | 1,772,303 | $59,230 | 2.7% | $20.02 | +6.9% | COM | 03852U106 |
| GDX | VANECK VECTORS ETF TR | 1,810,500 | $50,151 | 2.3% | — | — | Call | 92189F106 |
| — | STILLWATER MNG CO | 42,532,000 | $48,340 | 2.2% | $1.10 | — | NOTE 1.750%10/1 | 86074QAL6 |
| MDY | SPDR S&P MIDCAP 400 ETF TR | 173,345 | $47,190 | 2.1% | $272.23 | — | UTSER1 S&PDCRP | 78467Y107 |
| — | POWERSHS DB US DOLLAR INDEX | 1,881,500 | $46,736 | 2.1% | — | — | Call | 73936D107 |
| KRE | SPDR SERIES TRUST | 1,198,200 | $46,011 | 2.1% | — | — | Put | 78464A698 |
| — | INVESTORS BANCORP INC NEW | 4,000,000 | $44,320 | 2.0% | $11.19 | — | COM | 46146L101 |
| CFG | CITIZENS FINL GROUP INC | 2,003,310 | $40,026 | 1.8% | $14.96 | +3.3% | COM | 174610105 |
| TFSL | TFS FINL CORP | 2,315,000 | $39,864 | 1.8% | $5.61 | +70.6% | COM | 87240R107 |
| — | TREEHOUSE FOODS INC | 385,000 | $39,520 | 1.8% | $83.82 | — | COM | 89469A104 |
| — | CURRENCYSHS JAPANESE YEN TR | 400,000 | $37,432 | 1.7% | — | — | Put | 23130A102 |
| INVA | INNOVIVA INC | 3,345,566 | $35,229 | 1.6% | $10.97 | +7.8% | COM | 45781M101 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,006,831 | $31,081 | 1.4% | $30.87 | — | COM C SIRIUSXM | 531229607 |
| IWM | ISHARES TR | 270,000 | $31,045 | 1.4% | $114.98 | — | Put | 464287655 |
| — | CURRENCYSHARES EURO TR | 282,400 | $30,547 | 1.4% | — | — | Put | 23130C108 |
| TXN | TEXAS INSTRS INC | 432,500 | $27,096 | 1.2% | — | — | Put | 882508104 |
| — | ALTRA INDL MOTION CORP | 21,700,000 | $24,781 | 1.1% | $1.17 | — | NOTE 2.750% 3/0 | 02208RAE6 |
| KRNY | KEARNY FINL CORP MD | 1,948,562 | $24,513 | 1.1% | $12.82 | 0.0% | COM | 48716P108 |
| — | RITE AID CORP | 3,115,387 | $23,334 | 1.1% | $7.84 | — | COM | 767754104 |
| GLD | SPDR GOLD TRUST | 182,400 | $23,068 | 1.0% | — | — | Call | 78463V107 |
| — | ALON USA ENERGY INC | 26,500,000 | $23,032 | 1.0% | $1.27 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | DYNEGY INC NEW DEL | 1,300,000 | $22,412 | 1.0% | $13.70 | — | COM | 26817R108 |
| WMB | WILLIAMS COS INC DEL | 1,000,000 | $21,630 | 1.0% | $11.96 | 0.0% | COM | 969457100 |
| BBCN 6 11/13/20 REGS | BLACKBERRY LTD | 19,605,000 | $20,204 | 0.9% | $1.04 | — | DBCV 6.000%11/1 | C10268AA5 |
| — | RESTORATION HARDWARE HLDGS I | 700,000 | $20,076 | 0.9% | $28.68 | — | COM | 761283100 |
| TDC | TERADATA CORP DEL | 800,000 | $20,056 | 0.9% | $26.54 | 0.0% | COM | 88076W103 |
| — | LIBERTY MEDIA CORP DELAWARE | 628,000 | $19,694 | 0.9% | $31.36 | — | COM A SIRIUSXM | 531229409 |
| — | CALAMP CORP | 18,446,000 | $17,076 | 0.8% | $0.93 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | INTEGRATED DEVICE TECHNOLOGY | 17,500,000 | $17,002 | 0.8% | $1.01 | — | NOTE 0.875%11/1 | 458118AB2 |
| ASML | ASML HOLDING N V | 159,700 | $15,844 | 0.7% | — | — | Put | N07059210 |
| — | NEWPARK RES INC | 16,426,000 | $15,402 | 0.7% | $1.23 | — | NOTE 4.000%10/0 | 651718AC2 |
| CAT | CATERPILLAR INC DEL | 187,800 | $14,237 | 0.6% | — | — | Put | 149123101 |
| INTC | INTEL CORP | 431,000 | $14,137 | 0.6% | — | — | Put | 458140100 |
| — | ENDO INTL PLC | 900,000 | $14,031 | 0.6% | $50.87 | — | SHS | G30401106 |
| H | HYATT HOTELS CORP | 274,254 | $13,477 | 0.6% | $42.00 | +10.1% | COM CL A | 448579102 |
| — | NII HLDGS INC | 4,007,912 | $12,745 | 0.6% | $6.51 | — | COM PAR $0.001 | 62913F508 |
| — | PANDORA MEDIA INC | 1,000,000 | $12,450 | 0.6% | $12.45 | — | COM | 698354107 |
| — | SMART & FINAL STORES INC | 830,069 | $12,360 | 0.6% | $15.72 | — | COM | 83190B101 |
| NG | NOVAGOLD RES INC | 1,917,623 | $11,736 | 0.5% | $4.60 | +29.6% | COM NEW | 66987E206 |
| — | MENTOR GRAPHICS CORP | 10,000,000 | $10,982 | 0.5% | $1.06 | — | SDCV 4.000% 4/0 | 587200AK2 |
| ATKR | ATKORE INTL GROUP INC | 650,000 | $10,400 | 0.5% | $15.59 | 0.0% | COM | 047649108 |
| — | MONSANTO CO NEW | 100,000 | $10,341 | 0.5% | $103.41 | — | COM | 61166W101 |
| — | PHOTRONICS INC | 7,788,000 | $8,643 | 0.4% | $1.17 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | GLOBAL EAGLE ENTMT INC | 10,000,000 | $7,413 | 0.3% | $0.78 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| — | HANESBRANDS INC | 294,100 | $7,391 | 0.3% | — | — | Put | 410345102 |
| — | NORTHSTAR ASSET MGMT GROUP I | 700,000 | $7,147 | 0.3% | $10.21 | — | COM | 66705Y104 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 8,500,000 | $6,769 | 0.3% | $1.16 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | ECLIPSE RES CORP | 1,700,000 | $5,678 | 0.3% | $3.34 | — | COM | 27890G100 |
| HOG | HARLEY DAVIDSON INC | 123,400 | $5,590 | 0.3% | — | — | Put | 412822108 |
| SWKS | SKYWORKS SOLUTIONS INC | 84,000 | $5,316 | 0.2% | — | — | Put | 83088M102 |
| — | TIVO INC | 536,539 | $5,312 | 0.2% | $9.51 | — | COM | 888706108 |
| — | CARRIAGE SVCS INC | 4,277,000 | $5,048 | 0.2% | $1.14 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | SOUTHWESTERN ENERGY CO | 400,000 | $5,032 | 0.2% | $12.58 | — | COM | 845467109 |
| — | LIBERTY MEDIA CORP DELAWARE | 251,704 | $4,775 | 0.2% | $18.97 | — | COM C MEDIA GRP | 531229854 |
| STKL | SUNOPTA INC | 1,000,000 | $4,190 | 0.2% | $4.63 | 0.0% | COM | 8676EP108 |
| ADSK | AUTODESK INC | 76,400 | $4,136 | 0.2% | — | — | Put | 052769106 |
| — | OVERSEAS SHIPHOLDING GROUP I | 366,665 | $4,119 | 0.2% | $11.23 | — | CL A NEW | 69036R863 |
| — | INTERACTIVE INTELLIGENCE GRO | 3,950,000 | $3,750 | 0.2% | $0.95 | — | NOTE 1.250% 6/0 | 45841VAB5 |
| CCEP | COCA COLA EUROPEAN PARTNERS | 100,000 | $3,569 | 0.2% | $28.83 | 0.0% | SHS | G25839104 |
| — | INVENSENSE INC | 3,500,000 | $3,259 | 0.1% | $0.94 | — | NOTE 1.750%11/0 | 46123DAB2 |
| — | REPLIGEN CORP | 3,000,000 | $3,252 | 0.1% | $1.08 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | AVID TECHNOLOGY INC | 4,500,000 | $3,041 | 0.1% | $0.68 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | BROADSOFT INC | 2,480,000 | $2,875 | 0.1% | $1.14 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | COLUMBIA PIPELINE GROUP INC | 100,000 | $2,549 | 0.1% | $25.10 | — | COM | 198280109 |
| — | LIBERTY MEDIA CORP DELAWARE | 172,822 | $2,534 | 0.1% | $14.66 | — | COM C BRAVES GRP | 531229888 |
| — | LIBERTY MEDIA CORP DELAWARE | 131,997 | $2,526 | 0.1% | $19.14 | — | COM A MEDIA GRP | 531229870 |
| — | MCEWEN MNG INC | 553,437 | $2,131 | 0.1% | $3.85 | — | COM | 58039P107 |
| ENVA | ENOVA INTL INC | 264,185 | $1,944 | 0.1% | $12.79 | -44.7% | COM | 29357K103 |
| UAL | UNITED CONTL HLDGS INC | 30,000 | $1,231 | 0.1% | $47.32 | 0.0% | COM | 910047109 |
| — | BOSTON PRIVATE FINL HLDGS IN | 223,853 | $1,202 | 0.1% | $4.06 | — | *W EXP 11/21/201 | 101119113 |
| — | LIBERTY MEDIA CORP DELAWARE | 52,795 | $794 | 0.0% | $15.04 | — | COM A BRAVES GRP | 531229706 |
| — | INVENSENSE INC | 27,300 | $167 | 0.0% | — | — | Call | 46123D205 |
| — | MANITOWOC INC | 16,092 | $88 | 0.0% | $4.33 | — | COM | 563571108 |
| — | GARNERO GROUP ACQUISITION CO | 336,685 | $30 | 0.0% | $0.18 | — | RIGHT 06/25/2016 | G5866L132 |
| — | GARNERO GROUP ACQUISITION CO | 76,989 | $3 | 0.0% | $0.12 | — | *W EXP 06/24/201 | G5866L116 |