Location: New York, NY
CIK: 0001449434 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 16, 2015
Total Value: $4.074B (96.1% shares, 3.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| NCLH | Norwegian Cruise Lines Holdings Ltd. | 41,274,810 | $2.364B | 58.0% | $33.28 | +77.0% | SHS | G66721104 |
| — | EP Energy | 112,596,207 | $580M | 14.2% | $19.57 | — | CL A | 268785102 |
| — | Caesars Acquisition Company | 27,995,124 | $199M | 4.9% | $12.06 | — | CL A | 12768T103 |
| — | Caesars Entertainment Corp. | 26,495,304 | $156M | 3.8% | $13.70 | — | COM | 127686103 |
| HYG | iShares iBoxx High Yield Corporate Bond | 1,492,500 | $124M | 3.1% | — | — | Put | 464288513 |
| SPY | SPDR S&P 500 ETF Trust | 437,500 | $83.84M | 2.1% | — | — | Put | 78462F103 |
| IWM | iShares Russell 2000 ETF | 400,000 | $43.68M | 1.1% | — | — | Put | 464287655 |
| — | Winthrop Realty Trust | 2,902,172 | $41.67M | 1.0% | $14.99 | — | SH BEN INT NEW | 976391300 |
| HYG | iShares iBoxx High Yield Corporate Bond | 500,000 | $41.65M | 1.0% | — | — | Call | 464288513 |
| — | Genco Shipping & Trading Ltd | 10,240,593 | $40.04M | 1.0% | $3.91 | — | SHS NEW | Y2685T115 |
| — | iStar Inc | 23,678,000 | $27.1M | 0.7% | $1.27 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | Walter Investment Management Corp. | 34,342,000 | $25.25M | 0.6% | $0.95 | — | NOTE 4.500%11/0 | 93317WAA0 |
| AMD | Advanced Micro Devices Inc | 13,788,300 | $23.72M | 0.6% | — | — | Put | 007903107 |
| CACC | Credit Acceptance Corporation | 91,600 | $18.03M | 0.4% | — | — | Put | 225310101 |
| — | iStar Inc | 1,286,637 | $16.19M | 0.4% | $12.83 | — | COM | 45031U101 |
| — | Bed Bath & Beyond Inc. | 250,000 | $14.26M | 0.3% | — | — | Put | 075896100 |
| — | WELLPOINT INC | 7,000,000 | $13.22M | 0.3% | $2.20 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | GILEAD SCIENCES INC | 3,000,000 | $12.87M | 0.3% | $3.30 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | NOVELLUS SYSTEMS, INC. | 6,400,000 | $12.56M | 0.3% | $1.68 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | Peabody Energy Corporation | 7,050,000 | $9.729M | 0.2% | — | — | Put | 704549104 |
| ARI | Apollo Commercial Real Estate Finance Inc | 601,309 | $9.447M | 0.2% | $16.10 | — | COM | 03762U105 |
| — | FIDELITY NATIONAL FINANCIAL IN | 4,600,000 | $9.283M | 0.2% | $1.64 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| OLN | Olin Corp | 540,800 | $9.091M | 0.2% | — | — | Put | 680665205 |
| GAP | The Gap, Inc. | 300,000 | $8.55M | 0.2% | — | — | Put | 364760108 |
| — | Walter Investment Management Corp. | 500,000 | $8.125M | 0.2% | — | — | Put | 93317W102 |
| — | PRICELINE GROUP INC | 5,300,000 | $7.476M | 0.2% | $1.38 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | XILINX INC | 5,000,000 | $7.475M | 0.2% | $1.60 | — | NOTE 2.625% 6/1 | 983919AF8 |
| MGM | MGM Resorts International | 400,000 | $7.38M | 0.2% | — | — | Call | 552953101 |
| — | INTEL CORPORATION | 6,000,000 | $7.301M | 0.2% | $1.12 | — | SDCV 12/1 | 458140AD2 |
| CM | Canadian Imperial Bank of Commerce | 99,100 | $7.131M | 0.2% | — | — | Put | 136069101 |
| — | Endo International PLC | 100,000 | $6.928M | 0.2% | — | — | Call | G30401106 |
| — | iStar Inc | 500,000 | $6.29M | 0.2% | $12.83 | — | Call | 45031U101 |
| — | Cheniere Energy Inc | 10,000,000 | $6.276M | 0.2% | $0.63 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | Arch Coal Inc | 1,893,900 | $6.25M | 0.2% | — | — | Put | 039380308 |
| — | CONSOL Energy Inc | 600,000 | $5.88M | 0.1% | — | — | Put | 20854P109 |
| — | Univar Inc. | 317,774 | $5.768M | 0.1% | $26.03 | — | COM | 91336L107 |
| DLX | Deluxe Corp | 100,000 | $5.574M | 0.1% | — | — | Put | 248019101 |
| — | Staples Inc | 465,248 | $5.457M | 0.1% | $15.94 | — | COM | 855030102 |
| — | TEVA PHARMACEUTICAL FINANCE CO | 3,800,000 | $5.173M | 0.1% | $1.07 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | Frontier Communications Corporation | 1,000,000 | $4.75M | 0.1% | $4.95 | — | Put | 35906A108 |
| BKD | Brookdale Senior Living Inc | 206,250 | $4.736M | 0.1% | $29.53 | 0.0% | COM | 112463104 |
| — | Sprint Corporation | 1,130,000 | $4.339M | 0.1% | — | — | Put | 85207U105 |
| — | JEFFERIES GROUP LLC | 4,100,000 | $4.182M | 0.1% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |
| LNWO | Scientific Games Corporation | 398,400 | $4.163M | 0.1% | — | — | Call | 80874P109 |
| — | PROSPECT CAPITAL CORP | 3,800,000 | $3.814M | 0.1% | $1.05 | — | NOTE 5.375%10/1 | 74348TAK8 |
| THC | Tenet Healthcare Corporation | 100,000 | $3.692M | 0.1% | $51.67 | 0.0% | Call | 88033G407 |
| THC | Tenet Healthcare Corporation | 100,000 | $3.692M | 0.1% | $51.67 | 0.0% | COM NEW | 88033G407 |
| MOH | Molina Healthcare Inc | 52,500 | $3.615M | 0.1% | — | — | Call | 60855R100 |
| — | BGC PARTNERS INC | 3,200,000 | $3.316M | 0.1% | $1.04 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | Cenveo Corporation | 3,500,000 | $3.183M | 0.1% | $0.95 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | AIRTRAN HOLDINGS, INC. | 1,150,000 | $3.109M | 0.1% | $5.11 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | Staples Inc | 250,000 | $2.933M | 0.1% | $15.94 | — | Call | 855030102 |
| — | ING Groep N.V. | 3,000,000 | $2.921M | 0.1% | $0.97 | — | DBCV 6.000%12/2 | 456837AE3 |
| — | JC Penney Co Inc | 294,000 | $2.731M | 0.1% | — | — | Put | 708160106 |
| GTN | Gray Television Inc | 208,700 | $2.663M | 0.1% | — | — | Call | 389375106 |
| — | BlackRock Corporate High Yield | 250,950 | $2.477M | 0.1% | $9.87 | — | COM | 09255P107 |
| — | Anadarko Petroleum Corporation | 40,000 | $2.416M | 0.1% | — | — | Call | 032511107 |
| — | Seadrill Ltd | 400,000 | $2.36M | 0.1% | — | — | Put | G7945E105 |
| — | Apollo Residential Mortgage Inc | 185,085 | $2.343M | 0.1% | $16.72 | — | COM | 03763V102 |
| — | AK Steel Holding Corporation | 878,500 | $2.117M | 0.1% | — | — | Put | 001547108 |
| — | ARES CAPITAL CORPORATION | 2,000,000 | $2.018M | 0.0% | $1.08 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | Vince Holding Corp | 550,000 | $1.887M | 0.0% | — | — | Call | 92719W108 |
| — | Phoenix Cos Inc/The | 56,000 | $1.847M | 0.0% | $32.98 | — | COM NEW | 71902E604 |
| WU | Western Union Co/The | 100,000 | $1.836M | 0.0% | — | — | Put | 959802109 |
| GGB | Gerdau SA | 1,325,000 | $1.815M | 0.0% | — | — | Call | 373737105 |
| PBF | PBF Energy Inc | 62,500 | $1.764M | 0.0% | — | — | Put | 69318G106 |
| — | Apollo Senior Floating Rate Fund Inc | 100,000 | $1.568M | 0.0% | $16.63 | — | COM | 037636107 |
| — | OLD REPUBLIC INTERNATIONAL COR | 1,300,000 | $1.508M | 0.0% | $1.25 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | NEWMONT MINING CORP | 1,350,000 | $1.347M | 0.0% | $1.03 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | WP GLIMCHER, Inc. | 108,600 | $1.266M | 0.0% | — | — | Put | 92939N102 |
| — | Chesapeake Energy Corporation | 150,000 | $1.1M | 0.0% | — | — | Put | 165167107 |
| RIG | Transocean Ltd | 75,000 | $969K | 0.0% | — | — | Put | H8817H100 |
| — | CBL & Associates Properties, Inc | 66,000 | $908K | 0.0% | — | — | Put | 124830100 |
| — | RELM WIRELESS CORP | 188,971 | $831K | 0.0% | $3.00 | — | COM | 759525108 |
| — | Radio One, Inc. | 372,504 | $793K | 0.0% | $2.26 | — | CL D NON VTG | 75040P405 |
| — | Peabody Energy Corporation | 555,600 | $767K | 0.0% | — | — | Call | 704549104 |
| — | Cumulus Media Inc | 750,000 | $528K | 0.0% | $0.70 | — | CL A | 231082108 |
| LEA | Lear Corp | 1,505 | $164K | 0.0% | $94.96 | -9.1% | COM NEW | 521865204 |
| — | Lee Enterprises Inc | 56,059 | $117K | 0.0% | $3.68 | — | COM | 523768109 |