ARISTEIA CAPITAL, L.L.C. Quant / Systematic

CIK: 0001080171 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $873,762 (69.5% shares, 30.5% debt)

Holdings (42)

— YAHOO INC 30.4%

Value ($000) $265,936 Shares 6,877,053 Est. Cost $38.73 Unrealized —

— SINA CORP 10.5%

Value ($000) $91,493 Shares 1,505,066 Est. Cost $60.66 Unrealized —

— MERCADOLIBRE INC 7.5%

Value ($000) $65,299 Shares 47,316,000 Est. Cost $1.27 Unrealized —

— TESLA MTRS INC 7.1%

Value ($000) $61,983 Shares 71,200,000 Est. Cost $0.87 Unrealized —

— SINA CORP 5.0%

Value ($000) $43,842 Shares 721,200 Est. Cost $60.66 Unrealized —

BABA ALIBABA GROUP HLDG LTD 3.1%

Value ($000) $27,195 Shares 309,700 Est. Cost $105.79 Unrealized —

— MIDSTATES PETE CO INC 2.6%

Value ($000) $23,128 Shares 1,115,163 Est. Cost $20.74 Unrealized —

— SILVER STD RES INC 2.6%

Value ($000) $23,007 Shares 24,797,000 Est. Cost $0.93 Unrealized —

— STARWOOD PPTY TR INC 2.5%

Value ($000) $22,253 Shares 19,811,000 Est. Cost $1.10 Unrealized —

— IAC INTERACTIVECORP 2.5%

Value ($000) $22,029 Shares 340,004 Est. Cost $55.18 Unrealized —

— ZIONS BANCORPORATION 2.1%

Value ($000) $18,532 Shares 1,577,179 Est. Cost $5.84 Unrealized —

HPE HEWLETT PACKARD ENTERPRISE C 2.1%

Value ($000) $18,512 Shares 800,000 Est. Cost $10.23 Unrealized 0.0%

HLF HERBALIFE LTD 1.8%

Value ($000) $15,335 Shares 318,555 Est. Cost $22.35 Unrealized +22.1%

— AK STL CORP 1.4%

Value ($000) $11,828 Shares 5,743,000 Est. Cost $1.12 Unrealized —

— LIBERTY MEDIA CORP 1.3%

Value ($000) $11,673 Shares 19,434,000 Est. Cost $0.66 Unrealized —

— TRONOX LTD 1.2%

Value ($000) $10,797 Shares 1,047,217 Est. Cost $5.86 Unrealized —

— MOLINA HEALTHCARE INC 1.2%

Value ($000) $10,053 Shares 7,000,000 Est. Cost $1.44 Unrealized —

— RED HAT INC 1.1%

Value ($000) $9,779 Shares 140,300 Est. Cost $74.56 Unrealized —

— LIBERTY MEDIA CORP 1.0%

Value ($000) $9,150 Shares 15,492,000 Est. Cost $0.61 Unrealized —

GLD SPDR GOLD TRUST 1.0%

Value ($000) $8,769 Shares 80,000 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 1.0%

Value ($000) $8,769 Shares 80,000 Est. Cost — Unrealized —

SFL 5.75 10/15/21 SHIP FINANCE INTERNATIONAL L 1.0%

Value ($000) $8,537 Shares 8,500,000 Est. Cost $1.00 Unrealized —

— WEBMD HEALTH CORP 0.9%

Value ($000) $7,916 Shares 7,000,000 Est. Cost $1.27 Unrealized —

— SUNPOWER CORP 0.8%

Value ($000) $7,182 Shares 10,150,000 Est. Cost $0.71 Unrealized —

— HERBALIFE LTD 0.8%

Value ($000) $7,105 Shares 7,756,000 Est. Cost $0.91 Unrealized —

— SEADRILL LIMITED 0.8%

Value ($000) $7,093 Shares 2,080,028 Est. Cost $3.28 Unrealized —

— COBALT INTL ENERGY INC 0.8%

Value ($000) $6,863 Shares 5,625,346 Est. Cost $1.22 Unrealized —

— ISIS PHARMACEUTICALS INC DEL 0.7%

Value ($000) $6,093 Shares 6,000,000 Est. Cost $0.71 Unrealized —

— VERSO CORP 0.7%

Value ($000) $5,771 Shares 812,789 Est. Cost $6.45 Unrealized —

— ACCURAY INC 0.6%

Value ($000) $5,095 Shares 4,800,000 Est. Cost $1.77 Unrealized —

— GNC HLDGS INC 0.5%

Value ($000) $4,528 Shares 410,100 Est. Cost — Unrealized —

— MATCH GROUP INC 0.5%

Value ($000) $4,013 Shares 234,692 Est. Cost $17.10 Unrealized —

UIS UNISYS CORP 0.4%

Value ($000) $3,513 Shares 235,000 Est. Cost $7.66 Unrealized +65.9%

— ALLERGAN PLC 0.4%

Value ($000) $3,361 Shares 16,002 Est. Cost $230.46 Unrealized —

— CONSTELLIUM NV 0.3%

Value ($000) $2,972 Shares 503,678 Est. Cost $7.20 Unrealized —

— ALLEGHENY TECHNOLOGIES INC 0.3%

Value ($000) $2,677 Shares 2,000,000 Est. Cost $1.34 Unrealized —

— HORNBECK OFFSHORE SVCS INC N 0.3%

Value ($000) $2,519 Shares 3,500,000 Est. Cost $0.64 Unrealized —

TER TERADYNE INC 0.3%

Value ($000) $2,471 Shares 97,300 Est. Cost $22.54 Unrealized 0.0%

Z ZILLOW GROUP INC 0.3%

Value ($000) $2,440 Shares 66,900 Est. Cost $35.24 Unrealized 0.0%

— COBALT INTL ENERGY INC 0.2%

Value ($000) $2,057 Shares 7,088,000 Est. Cost $0.55 Unrealized —

— COBALT INTL ENERGY INC 0.2%

Value ($000) $2,000 Shares 5,000,000 Est. Cost $0.60 Unrealized —

— INTELSAT S A 0.0%

Value ($000) $194 Shares 72,741 Est. Cost $2.67 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	YAHOO INC	6,877,053	$265,936	30.4%	$38.73	—	COM	984332106
—	SINA CORP	1,505,066	$91,493	10.5%	$60.66	—	ORD	G81477104
—	MERCADOLIBRE INC	47,316,000	$65,299	7.5%	$1.27	—	NOTE 2.250% 7/0	58733RAB8
—	TESLA MTRS INC	71,200,000	$61,983	7.1%	$0.87	—	NOTE 1.250% 3/0	88160RAC5
—	SINA CORP	721,200	$43,842	5.0%	$60.66	—	Put	G81477104
BABA	ALIBABA GROUP HLDG LTD	309,700	$27,195	3.1%	$105.79	—	SPONSORED ADS	01609W102
—	MIDSTATES PETE CO INC	1,115,163	$23,128	2.6%	$20.74	—	COM PAR	59804T407
—	SILVER STD RES INC	24,797,000	$23,007	2.6%	$0.93	—	NOTE 2.875% 2/0	82823LAC0
—	STARWOOD PPTY TR INC	19,811,000	$22,253	2.5%	$1.10	—	NOTE 4.000% 1/1	85571BAB1
—	IAC INTERACTIVECORP	340,004	$22,029	2.5%	$55.18	—	COM	44919P508
—	ZIONS BANCORPORATION	1,577,179	$18,532	2.1%	$5.84	—	*W EXP 05/22/202	989701115
HPE	HEWLETT PACKARD ENTERPRISE C	800,000	$18,512	2.1%	$10.23	0.0%	COM	42824C109
HLF	HERBALIFE LTD	318,555	$15,335	1.8%	$22.35	+22.1%	COM USD SHS	G4412G101
—	AK STL CORP	5,743,000	$11,828	1.4%	$1.12	—	NOTE 5.000%11/1	001546AP5
—	LIBERTY MEDIA CORP	19,434,000	$11,673	1.3%	$0.66	—	DEB 4.000%11/1	530715AG6
—	TRONOX LTD	1,047,217	$10,797	1.2%	$5.86	—	SHS CL A	Q9235V101
—	MOLINA HEALTHCARE INC	7,000,000	$10,053	1.2%	$1.44	—	NOTE 1.125% 1/1	60855RAC4
—	RED HAT INC	140,300	$9,779	1.1%	$74.56	—	COM	756577102
—	LIBERTY MEDIA CORP	15,492,000	$9,150	1.0%	$0.61	—	DEB 3.750% 2/1	530715AL5
GLD	SPDR GOLD TRUST	80,000	$8,769	1.0%	—	—	Put	78463V107
GLD	SPDR GOLD TRUST	80,000	$8,769	1.0%	—	—	Call	78463V107
SFL 5.75 10/15/21	SHIP FINANCE INTERNATIONAL L	8,500,000	$8,537	1.0%	$1.00	—	NOTE 5.750%10/1	G81075AF3
—	WEBMD HEALTH CORP	7,000,000	$7,916	0.9%	$1.27	—	NOTE 1.500%12/0	94770VAK8
—	SUNPOWER CORP	10,150,000	$7,182	0.8%	$0.71	—	DBCV 4.000% 1/1	867652AL3
—	HERBALIFE LTD	7,756,000	$7,105	0.8%	$0.91	—	NOTE 2.000% 8/1	42703MAB9
—	SEADRILL LIMITED	2,080,028	$7,093	0.8%	$3.28	—	SHS	G7945E105
—	COBALT INTL ENERGY INC	5,625,346	$6,863	0.8%	$1.22	—	COM	19075F106
—	ISIS PHARMACEUTICALS INC DEL	6,000,000	$6,093	0.7%	$0.71	—	NOTE 1.000%11/1	464337AJ3
—	VERSO CORP	812,789	$5,771	0.7%	$6.45	—	CL A	92531L207
—	ACCURAY INC	4,800,000	$5,095	0.6%	$1.77	—	DEBT 3.500% 2/0	004397AF2
—	GNC HLDGS INC	410,100	$4,528	0.5%	—	—	Call	36191G107
—	MATCH GROUP INC	234,692	$4,013	0.5%	$17.10	—	COM	57665R106
UIS	UNISYS CORP	235,000	$3,513	0.4%	$7.66	+65.9%	COM NEW	909214306
—	ALLERGAN PLC	16,002	$3,361	0.4%	$230.46	—	SHS	G0177J108
—	CONSTELLIUM NV	503,678	$2,972	0.3%	$7.20	—	CL A	N22035104
—	ALLEGHENY TECHNOLOGIES INC	2,000,000	$2,677	0.3%	$1.34	—	NOTE 4.750% 7/0	01741RAG7
—	HORNBECK OFFSHORE SVCS INC N	3,500,000	$2,519	0.3%	$0.64	—	NOTE 1.500% 9/0	440543AN6
TER	TERADYNE INC	97,300	$2,471	0.3%	$22.54	0.0%	COM	880770102
Z	ZILLOW GROUP INC	66,900	$2,440	0.3%	$35.24	0.0%	CL C CAP STK	98954M200
—	COBALT INTL ENERGY INC	7,088,000	$2,057	0.2%	$0.55	—	NOTE 3.125% 5/1	19075FAB2
—	COBALT INTL ENERGY INC	5,000,000	$2,000	0.2%	$0.60	—	NOTE 2.625%12/0	19075FAA4
—	INTELSAT S A	72,741	$194	0.0%	$2.67	—	COM	L5140P101