CIK: 0001421306 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 14, 2017
Total Value ($000): $2,418,648 (93.4% shares, 6.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 7,713,000 | $1,724,087 | 71.3% | — | — | Put | 78462F103 |
| IWM | ISHARES TR | 900,000 | $121,365 | 5.0% | — | — | Put | 464287655 |
| — | LIBERTY MEDIA CORP | 110,155,000 | $62,926 | 2.6% | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | ADVANCED MICRO DEVICES INC | 30,389,000 | $48,091 | 2.0% | $1.14 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | LIBERTY MEDIA CORP | 57,407,000 | $33,870 | 1.4% | $0.66 | — | DEB 4.000%11/1 | 530715AG6 |
| — | ENERGY TRANSFER PRTNRS L P | 870,000 | $31,155 | 1.3% | — | — | Call | 29273R109 |
| M | MACYS INC | 650,000 | $23,277 | 1.0% | — | — | Call | 55616P104 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 3,130,000 | $19,406 | 0.8% | $10.07 | -32.4% | COM | 55933J203 |
| — | PINNACLE ENTMT INC NEW | 1,125,000 | $16,313 | 0.7% | $12.34 | — | COM | 72348Y105 |
| — | FERRO CORP | 1,135,276 | $16,269 | 0.7% | $10.91 | — | COM | 315405100 |
| — | ARCONIC INC | 874,500 | $16,213 | 0.7% | $18.54 | — | COM | 03965L100 |
| — | ROWAN COMPANIES PLC | 775,000 | $14,640 | 0.6% | $18.89 | — | SHS CL A | G7665A101 |
| OEC | ORION ENGINEERED CARBONS S A | 765,182 | $14,424 | 0.6% | $16.72 | +14.1% | COM | L72967109 |
| — | ARCONIC INC | 1,500,000 | $13,944 | 0.6% | $18.54 | — | Call | 03965L100 |
| — | OCLARO INC | 1,490,000 | $13,336 | 0.6% | $2.23 | — | COM NEW | 67555N206 |
| — | SINCLAIR BROADCAST GROUP INC | 390,000 | $13,007 | 0.5% | $28.07 | — | CL A | 829226109 |
| GTN | GRAY TELEVISION INC | 1,100,000 | $11,935 | 0.5% | $11.25 | -12.7% | COM | 389375106 |
| AMD | ADVANCED MICRO DEVICES INC | 1,000,000 | $11,340 | 0.5% | — | — | Put | 007903107 |
| — | AK STL HLDG CORP | 1,100,000 | $11,231 | 0.5% | — | — | Call | 001547108 |
| SEM | SELECT MED HLDGS CORP | 825,000 | $10,931 | 0.5% | $5.99 | +7.0% | COM | 81619Q105 |
| WMB | WILLIAMS COS INC DEL | 340,000 | $10,588 | 0.4% | $17.01 | +9.0% | COM | 969457100 |
| — | RITE AID CORP | 1,250,000 | $10,300 | 0.4% | $7.80 | — | COM | 767754104 |
| — | ALLEGHENY TECHNOLOGIES INC | 7,500,000 | $10,125 | 0.4% | $1.23 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| RRC | RANGE RES CORP | 293,000 | $10,067 | 0.4% | $38.77 | -7.7% | COM | 75281A109 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 575,000 | $9,160 | 0.4% | $16.62 | 0.0% | COM | 01741R102 |
| LNG | CHENIERE ENERGY INC | 212,000 | $8,783 | 0.4% | $42.38 | -4.7% | COM NEW | 16411R208 |
| — | SOUTHWESTERN ENERGY CO | 795,000 | $8,602 | 0.4% | $11.96 | — | COM | 845467109 |
| LYB | LYONDELLBASELL INDUSTRIES N | 100,000 | $8,578 | 0.4% | — | — | Put | N53745100 |
| — | ARCH COAL INC | 106,500 | $8,312 | 0.3% | $78.05 | — | CL A | 039380407 |
| — | PARKER DRILLING CO | 3,175,000 | $8,255 | 0.3% | $2.20 | — | COM | 701081101 |
| HAL | HALLIBURTON CO | 150,000 | $8,114 | 0.3% | $37.26 | +11.9% | COM | 406216101 |
| — | SEMGROUP CORP | 191,500 | $7,995 | 0.3% | $32.56 | — | CL A | 81663A105 |
| — | DYNEGY INC NEW DEL | 937,830 | $7,934 | 0.3% | $14.02 | — | COM | 26817R108 |
| — | ANADARKO PETE CORP | 112,500 | $7,845 | 0.3% | $63.79 | — | COM | 032511107 |
| — | CONSOL ENERGY INC | 418,000 | $7,620 | 0.3% | $16.09 | — | COM | 20854P109 |
| THC | TENET HEALTHCARE CORP | 490,000 | $7,272 | 0.3% | $17.94 | 0.0% | COM NEW | 88033G407 |
| LNWO | SCIENTIFIC GAMES CORP | 500,000 | $7,000 | 0.3% | $9.81 | +39.4% | Call | 80874P109 |
| — | RADIO ONE INC | 2,051,946 | $5,951 | 0.2% | $3.11 | — | CL D NON VTG | 75040P405 |
| — | SANOFI | 12,268,815 | $4,663 | 0.2% | $0.27 | — | RIGHT 12/31/2020 | 80105N113 |
| LNTH | LANTHEUS HLDGS INC | 450,000 | $3,870 | 0.2% | $2.30 | +288.6% | COM | 516544103 |
| — | ASCENT CAP GROUP INC | 5,210,000 | $3,862 | 0.2% | $0.69 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | HALCON RES CORP | 375,000 | $3,503 | 0.1% | $9.38 | — | COM PAR NEW | 40537Q605 |
| — | CENVEO INC | 480,000 | $3,355 | 0.1% | $6.99 | — | COM NEW | 15670S402 |
| SD | SANDRIDGE ENERGY INC | 126,325 | $2,975 | 0.1% | $23.46 | 0.0% | COM NEW | 80007P869 |
| — | DELL TECHNOLOGIES INC | 54,000 | $2,968 | 0.1% | $54.96 | — | COM CL V | 24703L103 |
| TPB | TURNING PT BRANDS INC | 224,000 | $2,744 | 0.1% | $13.27 | 0.0% | COM | 90041L105 |
| BONTQ | BON-TON STORES INC | 1,723,356 | $2,533 | 0.1% | $5.33 | -70.0% | COM | 09776J101 |
| — | ASCENT CAP GROUP INC | 140,000 | $2,276 | 0.1% | $14.81 | — | COM SER A | 043632108 |
| — | KINDRED HEALTHCARE INC | 253,722 | $1,991 | 0.1% | $19.47 | — | COM | 494580103 |
| AA | ALCOA CORP | 55,166 | $1,549 | 0.1% | $25.90 | 0.0% | COM | 013872106 |
| ASIX | ADVANSIX INC | 67,000 | $1,483 | 0.1% | $16.41 | 0.0% | COM | 00773T101 |
| — | TRECORA RES | 44,400 | $615 | 0.0% | $13.85 | — | COM | 894648104 |