CIK: 0001086762 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 12, 2016
Total Value ($000): $779,638 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| DAL | DELTA AIR LINES INC DEL | 917,068 | $46,486 | 6.0% | $26.80 | +62.9% | COM NEW | 247361702 |
| — | COLONY CAP INC | 2,256,502 | $43,957 | 5.6% | $23.10 | — | CL A | 19624R106 |
| — | ALLERGAN PLC | 125,758 | $39,299 | 5.0% | $300.51 | — | SHS | G0177J108 |
| PPG | PPG INDS INC | 390,876 | $38,626 | 5.0% | $88.18 | -4.7% | COM | 693506107 |
| GOOG | ALPHABET INC | 47,700 | $36,199 | 4.6% | $35.61 | 0.0% | CAP STK CL C | 02079K107 |
| BSX | BOSTON SCIENTIFIC CORP | 1,752,000 | $32,307 | 4.1% | $16.23 | +10.4% | COM | 101137107 |
| MTG | MGIC INVT CORP WIS | 3,483,725 | $30,761 | 3.9% | $9.15 | +2.5% | COM | 552848103 |
| — | E TRADE FINANCIAL CORP | 1,036,077 | $30,709 | 3.9% | $22.66 | — | COM NEW | 269246401 |
| AN | AUTONATION INC | 478,197 | $28,529 | 3.7% | $59.37 | +4.3% | COM | 05329W102 |
| TMO | THERMO FISHER SCIENTIFIC INC | 179,300 | $25,434 | 3.3% | $126.53 | +2.3% | COM | 883556102 |
| — | CIGNA CORPORATION | 170,355 | $24,928 | 3.2% | $151.27 | — | COM | 125509109 |
| ELV | ANTHEM INC | 174,438 | $24,324 | 3.1% | $124.54 | -4.0% | COM | 036752103 |
| AGO | ASSURED GUARANTY LTD | 897,124 | $23,711 | 3.0% | $22.09 | +2.1% | COM | G0585R106 |
| FDX | FEDEX CORP | 155,830 | $23,217 | 3.0% | $138.32 | -4.3% | COM | 31428X106 |
| STWD | STARWOOD PPTY TR INC | 1,061,852 | $21,832 | 2.8% | $22.07 | — | COM | 85571B105 |
| — | DOW CHEM CO | 410,000 | $21,107 | 2.7% | $46.75 | — | COM | 260543103 |
| — | CALPINE CORP | 1,276,155 | $18,466 | 2.4% | $14.47 | — | COM NEW | 131347304 |
| AER | AERCAP HOLDINGS NV | 426,853 | $18,423 | 2.4% | $42.44 | -2.9% | SHS | N00985106 |
| DXJ | WISDOMTREE TR | 349,000 | $17,478 | 2.2% | $52.02 | — | JAPN HEDGE EQT | 97717W851 |
| RDN | RADIAN GROUP INC | 1,297,500 | $17,374 | 2.2% | $13.12 | -7.6% | COM | 750236101 |
| BXMT | BLACKSTONE MTG TR INC | 644,038 | $17,234 | 2.2% | $27.50 | — | COM CL A | 09257W100 |
| — | AETNA INC NEW | 149,002 | $16,110 | 2.1% | $108.12 | — | COM | 00817Y108 |
| EOG | EOG RES INC | 222,500 | $15,751 | 2.0% | $62.20 | -3.9% | COM | 26875P101 |
| HIG | HARTFORD FINL SVCS GROUP INC | 344,200 | $14,959 | 1.9% | $27.80 | +32.7% | COM | 416515104 |
| — | ACE LTD | 127,200 | $14,863 | 1.9% | $116.85 | — | SHS | H0023R105 |
| MOS | MOSAIC CO NEW | 525,229 | $14,491 | 1.9% | $28.26 | -7.4% | COM | 61945C103 |
| LUV | SOUTHWEST AIRLS CO | 235,000 | $10,119 | 1.3% | $33.40 | +17.8% | COM | 844741108 |
| — | DIAMOND RESORTS INTL INC | 355,854 | $9,078 | 1.2% | $25.45 | — | COM | 25272T104 |
| CF | CF INDS HLDGS INC | 202,000 | $8,244 | 1.1% | $35.35 | 0.0% | COM | 125269100 |
| GS | GOLDMAN SACHS GROUP INC | 45,400 | $8,182 | 1.0% | $152.11 | -0.6% | COM | 38141G104 |
| — | VALEANT PHARMACEUTICALS INTL | 70,641 | $7,181 | 0.9% | $101.65 | — | COM | 91911K102 |
| — | MFA FINL INC | 1,087,000 | $7,174 | 0.9% | $6.93 | — | COM | 55272X102 |
| — | TRAVELPORT WORLDWIDE LTD | 552,500 | $7,127 | 0.9% | $12.90 | — | SHS | G9019D104 |
| BAX | BAXTER INTL INC | 182,000 | $6,943 | 0.9% | $31.05 | 0.0% | COM | 071813109 |
| — | SANDISK CORP | 82,110 | $6,240 | 0.8% | $73.35 | — | COM | 80004C101 |
| HAL | HALLIBURTON CO | 169,000 | $5,753 | 0.7% | $30.98 | 0.0% | COM | 406216101 |
| — | PIONEER NAT RES CO | 40,000 | $5,015 | 0.6% | $125.38 | — | COM | 723787107 |
| MGA | MAGNA INTL INC | 114,000 | $4,624 | 0.6% | $40.13 | -13.9% | COM | 559222401 |
| MBI | MBIA INC | 635,000 | $4,115 | 0.5% | $2.83 | +4.6% | COM | 55262C100 |
| — | GNC HLDGS INC | 108,000 | $3,350 | 0.4% | $31.02 | — | COM CL A | 36191G107 |
| — | SUNEDISON INC | 6,000,000 | $3,257 | 0.4% | $0.54 | — | NOTE 2.000%10/0 | 86732YAC3 |
| — | ENDO INTL PLC | 52,000 | $3,183 | 0.4% | $72.22 | — | SHS | G30401106 |
| AAP | ADVANCE AUTO PARTS INC | 20,000 | $3,010 | 0.4% | $152.05 | 0.0% | COM | 00751Y106 |
| — | TEEKAY TANKERS LTD | 432,044 | $2,972 | 0.4% | $6.88 | — | CL A | Y8565N102 |
| — | YAHOO INC | 88,000 | $2,927 | 0.4% | $33.26 | — | COM | 984332106 |
| — | TEEKAY OFFSHORE PARTNERS L P | 411,168 | $2,664 | 0.3% | $6.48 | — | PARTNERSHIP UN | Y8565J101 |
| — | SPIRIT AIRLS INC | 57,500 | $2,291 | 0.3% | $62.10 | — | COM | 848577102 |
| IP | INTL PAPER CO | 60,000 | $2,262 | 0.3% | $24.89 | 0.0% | COM | 460146103 |
| AIG | AMERICAN INTL GROUP INC | 31,400 | $1,946 | 0.2% | $46.50 | +1.8% | COM NEW | 026874784 |
| STLD | STEEL DYNAMICS INC | 100,000 | $1,787 | 0.2% | $14.45 | 0.0% | COM | 858119100 |
| — | GENER8 MARITIME INC | 188,217 | $1,779 | 0.2% | $9.45 | — | COM | Y26889108 |
| VLO | VALERO ENERGY CORP NEW | 19,800 | $1,400 | 0.2% | $36.56 | +24.5% | COM | 91913Y100 |
| — | MENS WEARHOUSE INC | 30,000 | $440 | 0.1% | $42.52 | — | COM | 587118100 |