CIK: 0001086762 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 17, 2015
Total Value ($000): $822,998 (99.1% shares, 0.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| DAL | DELTA AIR LINES INC DEL | 1,093,966 | $53,812 | 6.5% | $22.05 | +67.0% | COM NEW | 247361702 |
| GLD | SPDR GOLD TRUST | 461,900 | $52,463 | 6.4% | $117.68 | — | GOLD SHS | 78463V107 |
| — | E TRADE FINANCIAL CORP | 1,917,053 | $46,498 | 5.6% | $22.66 | — | COM NEW | 269246401 |
| — | VCA INC | 899,053 | $43,847 | 5.3% | $42.67 | — | COM | 918194101 |
| OPLN | KAR AUCTION SVCS INC | 1,235,950 | $42,826 | 5.2% | $11.72 | +3.4% | COM | 48238T109 |
| HIG | HARTFORD FINL SVCS GROUP INC | 693,296 | $28,904 | 3.5% | $22.47 | +39.2% | COM | 416515104 |
| LUV | SOUTHWEST AIRLS CO | 611,200 | $25,866 | 3.1% | $32.93 | 0.0% | COM | 844741108 |
| — | ENDO INTL PLC | 309,500 | $22,321 | 2.7% | $69.12 | — | SHS | G30401106 |
| — | SUNEDISON INC | 1,068,370 | $20,844 | 2.5% | $18.06 | — | COM | 86732Y109 |
| — | ACTAVIS PLC | 80,000 | $20,593 | 2.5% | $236.54 | — | SHS | G0083B108 |
| AER | AERCAP HOLDINGS NV | 501,000 | $19,449 | 2.4% | $41.53 | -2.1% | SHS | N00985106 |
| — | COLONY FINL INC | 815,558 | $19,427 | 2.4% | $22.91 | — | COM | 19624R106 |
| HCA | HCA HOLDINGS INC | 257,000 | $18,861 | 2.3% | $61.43 | +6.3% | COM | 40412C101 |
| APD | AIR PRODS & CHEMS INC | 127,900 | $18,447 | 2.2% | $96.23 | 0.0% | COM | 009158106 |
| — | CBS CORP NEW | 328,000 | $18,152 | 2.2% | $55.34 | — | CL B | 124857202 |
| VC | VISTEON CORP | 169,270 | $18,088 | 2.2% | $43.05 | +29.2% | COM NEW | 92839U206 |
| AXTA | AXALTA COATING SYS LTD | 694,000 | $18,058 | 2.2% | $24.63 | 0.0% | COM | G0750C108 |
| — | DELPHI AUTOMOTIVE PLC | 247,000 | $17,962 | 2.2% | $72.72 | — | SHS | G27823106 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 327,000 | $16,046 | 1.9% | $45.64 | 0.0% | COM | 70959W103 |
| MTG | MGIC INVT CORP WIS | 1,650,805 | $15,386 | 1.9% | $8.17 | +7.5% | COM | 552848103 |
| — | TRW AUTOMOTIVE HLDGS CORP | 141,997 | $14,604 | 1.8% | $71.48 | — | COM | 87264S106 |
| — | HERTZ GLOBAL HOLDINGS INC | 578,000 | $14,415 | 1.8% | $25.51 | — | COM | 42805T105 |
| — | GULFPORT ENERGY CORP | 344,264 | $14,370 | 1.7% | $46.84 | — | COM NEW | 402635304 |
| HUN | HUNTSMAN CORP | 548,161 | $12,487 | 1.5% | $24.25 | 0.0% | COM | 447011107 |
| JPM | JPMORGAN CHASE & CO | 193,000 | $12,078 | 1.5% | $44.70 | 0.0% | COM | 46625H100 |
| AAL | AMERICAN AIRLS GROUP INC | 224,000 | $12,013 | 1.5% | $40.79 | 0.0% | COM | 02376R102 |
| GT | GOODYEAR TIRE & RUBR CO | 400,000 | $11,428 | 1.4% | $24.75 | 0.0% | COM | 382550101 |
| — | BAKER HUGHES INC | 200,000 | $11,214 | 1.4% | $56.07 | — | COM | 057224107 |
| AN | AUTONATION INC | 177,000 | $10,693 | 1.3% | $55.98 | 0.0% | COM | 05329W102 |
| CAR | AVIS BUDGET GROUP | 150,000 | $9,950 | 1.2% | $54.35 | 0.0% | COM | 053774105 |
| ESNT | ESSENT GROUP LTD | 373,000 | $9,590 | 1.2% | $21.30 | 0.0% | COM | G3198U102 |
| PRU | PRUDENTIAL FINL INC | 102,300 | $9,254 | 1.1% | $52.91 | +0.4% | COM | 744320102 |
| NXST | NEXSTAR BROADCASTING GROUP I | 171,823 | $8,899 | 1.1% | $34.01 | +2.5% | CL A | 65336K103 |
| — | ALLERGAN INC | 41,562 | $8,836 | 1.1% | $212.60 | — | COM | 018490102 |
| AR | ANTERO RES CORP | 209,087 | $8,485 | 1.0% | $58.10 | -17.5% | COM | 03674X106 |
| BXMT | BLACKSTONE MTG TR INC | 254,378 | $7,413 | 0.9% | $28.75 | — | COM CL A | 09257W100 |
| DXJ | WISDOMTREE TR | 150,000 | $7,385 | 0.9% | $49.23 | — | JAPN HEDGE EQT | 97717W851 |
| — | MEMORIAL RESOURCE DEV CORP | 399,472 | $7,202 | 0.9% | $18.03 | — | COM | 58605Q109 |
| EMN | EASTMAN CHEM CO | 94,000 | $7,131 | 0.9% | $55.62 | 0.0% | COM | 277432100 |
| EOG | EOG RES INC | 76,700 | $7,062 | 0.9% | $63.19 | +7.7% | COM | 26875P101 |
| STWD | STARWOOD PPTY TR INC | 297,552 | $6,915 | 0.8% | $24.06 | — | COM | 85571B105 |
| PSX | PHILLIPS 66 | 95,000 | $6,812 | 0.8% | $49.15 | 0.0% | COM | 718546104 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 200,000 | $6,780 | 0.8% | $22.50 | +17.4% | COM | 01973R101 |
| — | ALPHA NATURAL RESOURCES INC | 6,805,000 | $6,577 | 0.8% | $0.91 | — | NOTE 2.375% 4/1 | 02076XAA0 |
| MOS | MOSAIC CO NEW | 130,000 | $5,935 | 0.7% | $35.46 | 0.0% | COM | 61945C103 |
| — | PEABODY ENERGY CORP | 731,000 | $5,658 | 0.7% | $7.74 | — | COM | 704549104 |
| — | MERITOR INC | 282,605 | $4,281 | 0.5% | $15.15 | — | COM | 59001K100 |
| — | CONTINENTAL BLDG PRODS INC | 208,000 | $3,688 | 0.4% | $17.73 | — | COM | 211171103 |
| — | DISH NETWORK CORP | 50,000 | $3,645 | 0.4% | $72.90 | — | CL A | 25470M109 |
| — | BONANZA CREEK ENERGY INC | 150,000 | $3,600 | 0.4% | $57.19 | — | COM | 097793103 |
| RDN | RADIAN GROUP INC | 212,000 | $3,545 | 0.4% | $11.56 | +15.2% | COM | 750236101 |
| — | AMERICAN CAPITAL AGENCY CORP | 144,737 | $3,160 | 0.4% | $21.49 | — | COM | 02503X105 |
| RYAM | RAYONIER ADVANCED MATLS INC | 132,994 | $2,966 | 0.4% | $26.45 | 0.0% | COM | 75508B104 |
| — | ANADARKO PETE CORP | 32,500 | $2,681 | 0.3% | $82.49 | — | COM | 032511107 |
| VALE | VALE S A | 321,000 | $2,626 | 0.3% | $8.18 | — | ADR | 91912E105 |
| — | PLATINUM UNDERWRITER HLDGS L | 30,000 | $2,203 | 0.3% | $73.43 | — | COM | G7127P100 |
| — | CLIFFS NAT RES INC | 297,917 | $2,127 | 0.3% | $7.14 | — | COM | 18683K101 |
| C | CITIGROUP INC | 32,000 | $1,732 | 0.2% | $39.54 | 0.0% | COM NEW | 172967424 |
| — | ARCH COAL INC | 920,605 | $1,639 | 0.2% | $1.78 | — | COM | 039380100 |
| — | ATWOOD OCEANICS INC | 50,000 | $1,419 | 0.2% | $28.38 | — | COM | 050095108 |
| — | ALPHA NATURAL RESOURCES INC | 2,000,000 | $999 | 0.1% | $0.50 | — | NOTE 3.750%12/1 | 02076XAE2 |
| — | RESOURCE AMERICA INC | 96,000 | $868 | 0.1% | $9.10 | — | CL A | 761195205 |
| — | TALISMAN ENERGY INC | 100,000 | $783 | 0.1% | $8.65 | — | COM | 87425E103 |