CIK: 0001317195 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value ($000): $2,602,816 (94.1% shares, 5.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TIME WARNER INC | 4,605,267 | $471,810 | 18.1% | $98.94 | — | COM NEW | 887317303 |
| — | DELL TECHNOLOGIES INC | 2,909,450 | $224,639 | 8.6% | $59.58 | — | COM CL V | 24703L103 |
| SPY | SPDR S&P 500 ETF TR | 802,000 | $201,486 | 7.7% | $235.74 | — | TR UNIT | 78462F103 |
| NXPI | NXP SEMICONDUCTORS N V | 1,395,254 | $157,789 | 6.1% | $97.57 | +1.6% | COM | N6596X109 |
| SPY | SPDR S&P 500 ETF TR | 566,400 | $142,297 | 5.5% | $235.74 | — | Put | 78462F103 |
| — | HRG GROUP INC | 8,067,421 | $125,932 | 4.8% | $17.84 | — | COM | 40434J100 |
| — | LABORATORY CORP AMER HLDGS | 600,000 | $90,582 | 3.5% | $154.14 | — | COM NEW | 50540R409 |
| SRG | SERITAGE GROWTH PPTYS | 1,803,614 | $83,092 | 3.2% | $39.08 | +13.7% | CL A | 81752R100 |
| — | INVESTORS BANCORP INC NEW | 4,200,000 | $57,288 | 2.2% | $11.30 | — | COM | 46146L101 |
| — | DOWDUPONT INC | 800,000 | $55,384 | 2.1% | $69.23 | — | COM | 26078J100 |
| BIIB | BIOGEN INC | 150,000 | $46,968 | 1.8% | $264.42 | +12.0% | COM | 09062X103 |
| SMH | VANECK VECTORS ETF TR | 500,000 | $46,660 | 1.8% | — | — | Put | 92189F676 |
| MOH | MOLINA HEALTHCARE INC | 627,437 | $43,143 | 1.7% | $65.10 | 0.0% | COM | 60855R100 |
| IWM | ISHARES TR | 280,000 | $41,490 | 1.6% | $145.23 | — | Put | 464287655 |
| IWM | ISHARES TR | 275,712 | $40,855 | 1.6% | $145.23 | — | RUSSELL 2000 ETF | 464287655 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 3,096,032 | $38,236 | 1.5% | $31.35 | — | COM SER A | 531465102 |
| — | CURRENCYSHARES EURO TR | 335,100 | $38,235 | 1.5% | — | — | Put | 23130C108 |
| — | LIBERTY MEDIA CORP DELAWARE | 877,029 | $36,721 | 1.4% | $30.87 | — | COM C SIRIUSXM | 531229607 |
| — | CALPINE CORP | 2,400,000 | $35,400 | 1.4% | $14.75 | — | COM NEW | 131347304 |
| JBGS | JBG SMITH PPTYS | 900,000 | $30,789 | 1.2% | $34.21 | — | COM | 46590V100 |
| KRNY | KEARNY FINL CORP MD | 1,948,562 | $29,910 | 1.1% | $12.82 | +13.6% | COM | 48716P108 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 2,000,914 | $29,433 | 1.1% | $9.43 | +11.9% | COM | 42824C109 |
| ENVA | ENOVA INTL INC | 2,187,007 | $29,415 | 1.1% | $10.75 | +26.4% | COM | 29357K103 |
| TFSL | TFS FINL CORP | 1,788,868 | $28,854 | 1.1% | $5.61 | +53.7% | COM | 87240R107 |
| — | ATHENE HLDG LTD | 522,600 | $28,137 | 1.1% | $53.84 | — | CL A | G0684D107 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 21,000,000 | $26,749 | 1.0% | $1.09 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | CAESARS ACQUISITION CO | 1,244,083 | $26,686 | 1.0% | $14.23 | — | CL A | 12768T103 |
| — | LIBERTY MEDIA CORP DELAWARE | 578,000 | $24,218 | 0.9% | $31.36 | — | COM A SIRIUSXM | 531229409 |
| — | ALON USA ENERGY INC | 19,500,000 | $21,938 | 0.8% | $1.23 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | VWR CORP | 600,000 | $19,866 | 0.8% | $33.01 | — | COM | 91843L103 |
| — | KNOWLES CORP | 15,750,000 | $17,719 | 0.7% | $1.17 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | PARATEK PHARMACEUTICALS INC | 669,000 | $16,792 | 0.6% | $25.10 | — | COM | 699374302 |
| — | ELEVATE CREDIT INC | 2,565,947 | $15,678 | 0.6% | $7.92 | — | COM | 28621V101 |
| — | REPLIGEN CORP | 10,600,000 | $14,443 | 0.6% | $1.24 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | BLACKSTONE MTG TR INC | 14,075,000 | $14,198 | 0.5% | $1.01 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| INVA | INNOVIVA INC | 975,005 | $13,767 | 0.5% | $10.97 | +20.5% | COM | 45781M101 |
| TLT | ISHARES TR | 103,000 | $12,850 | 0.5% | $123.63 | — | Call | 464287432 |
| — | DYNEGY INC NEW DEL | 1,310,392 | $12,829 | 0.5% | $9.93 | — | COM | 26817R108 |
| — | TUTOR PERINI CORP | 10,868,000 | $12,729 | 0.5% | $1.17 | — | NOTE 2.875% 6/1 | 901109AD0 |
| VST | VISTRA ENERGY CORP | 670,000 | $12,522 | 0.5% | $13.44 | +9.7% | COM | 92840M102 |
| — | REDWOOD TR INC | 12,500,000 | $12,441 | 0.5% | $1.00 | — | NOTE 4.750% 8/1 | 758075AC9 |
| UAL | UNITED CONTL HLDGS INC | 175,000 | $10,654 | 0.4% | — | — | Call | 910047109 |
| — | BROADSOFT INC | 210,971 | $10,612 | 0.4% | $50.30 | — | COM | 11133B409 |
| — | IMPAX LABORATORIES INC | 518,821 | $10,532 | 0.4% | $20.30 | — | COM | 45256B101 |
| — | ENSCO PLC | 1,760,000 | $10,507 | 0.4% | $5.16 | — | SHS CLASS A | G3157S106 |
| NG | NOVAGOLD RES INC | 2,469,547 | $10,175 | 0.4% | $4.84 | -10.7% | COM NEW | 66987E206 |
| — | SOLARCITY CORP | 10,000,000 | $9,925 | 0.4% | $1.00 | — | NOTE 2.750%11/0 | 83416TAA8 |
| MDY | SPDR S&P MIDCAP 400 ETF TR | 28,900 | $9,431 | 0.4% | $326.33 | — | UTSER1 S&PDCRP | 78467Y107 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 9,114,000 | $8,658 | 0.3% | $1.11 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | PQ GROUP HLDGS INC | 436,000 | $7,521 | 0.3% | $17.25 | — | COM | 73943T103 |
| — | PLAYA HOTELS & RESORTS NV | 700,000 | $7,301 | 0.3% | $11.52 | — | SHS | N70544106 |
| — | SMART & FINAL STORES INC | 920,283 | $7,224 | 0.3% | $13.41 | — | COM | 83190B101 |
| HCC | WARRIOR MET COAL INC | 304,996 | $7,189 | 0.3% | $17.37 | +32.1% | COM | 93627C101 |
| — | INFINERA CORPORATION | 761,949 | $6,758 | 0.3% | $8.98 | — | COM | 45667G103 |
| ICHR | ICHOR HOLDINGS | 224,412 | $6,014 | 0.2% | $21.90 | 0.0% | SHS | G4740B105 |
| — | KOSMOS ENERGY LTD | 750,000 | $5,970 | 0.2% | $6.66 | — | SHS | G5315B107 |
| XRT | SPDR SERIES TRUST | 130,000 | $5,430 | 0.2% | $41.77 | — | S&P RETAIL ETF | 78464A714 |
| NGD | NEW GOLD INC CDA | 1,284,316 | $4,765 | 0.2% | $3.56 | -3.1% | COM | 644535106 |
| ROK | ROCKWELL AUTOMATION INC | 25,000 | $4,455 | 0.2% | — | — | Put | 773903109 |
| — | CARRIZO OIL & GAS INC | 250,000 | $4,283 | 0.2% | $17.33 | — | COM | 144577103 |
| — | PHOTRONICS INC | 3,629,000 | $4,034 | 0.2% | $1.18 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | WESTERN ASSET MTG CAP CORP | 4,000,000 | $4,003 | 0.2% | $1.00 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | ENCORE CAP GROUP INC | 3,000,000 | $3,441 | 0.1% | $1.15 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | CIENA CORP | 2,493,000 | $3,306 | 0.1% | $1.33 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | SHILOH INDS INC | 239,382 | $2,490 | 0.1% | $10.40 | — | COM | 824543102 |
| RNGR | RANGER ENERGY SVCS INC | 139,239 | $2,047 | 0.1% | $14.31 | 0.0% | COM CL A | 75282U104 |
| — | GOLDCORP INC NEW | 150,000 | $1,944 | 0.1% | $12.96 | — | COM | 380956409 |
| — | SECOO HLDG LTD | 150,000 | $1,335 | 0.1% | $8.90 | — | ADR | 81367P101 |
| — | TITAN MACHY INC | 1,000,000 | $995 | 0.0% | $0.97 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | TINTRI INC | 295,212 | $927 | 0.0% | $7.27 | — | COM | 88770Q105 |
| — | NII HLDGS INC | 2,000,000 | $920 | 0.0% | $4.83 | — | COM PAR | 62913F508 |