Fortress Investment Group LLC Quant / Systematic

CIK: 0001380393 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $1,044,782 (100.0% shares, 0.0% debt)

Holdings (37)

— VIVINT SMART HOME INC 41.7%

Value ($000) $436,033 Shares 25,160,560 Est. Cost $12.54 Unrealized —

VST VISTRA ENERGY CORP 18.2%

Value ($000) $189,810 Shares 10,193,850 Est. Cost $13.44 Unrealized +23.6%

NFE NEW FORTRESS ENERGY LLC 16.6%

Value ($000) $173,655 Shares 13,399,317 Est. Cost $12.54 Unrealized 0.0%

SPB SPECTRUM BRANDS HLDGS INC NE 15.1%

Value ($000) $158,261 Shares 3,447,963 Est. Cost $84.61 Unrealized -49.8%

— VIVINT SMART HOME INC 1.6%

Value ($000) $16,933 Shares 2,966,667 Est. Cost $1.40 Unrealized —

— FOLEY TRASIMENE ACQUISTN COR 1.5%

Value ($000) $16,005 Shares 1,500,000 Est. Cost $10.67 Unrealized —

— FORTRESS TRANS INFRST INVS L 0.9%

Value ($000) $9,725 Shares 748,644 Est. Cost $18.13 Unrealized —

TREB/U TREBIA ACQUISITION CORP 0.7%

Value ($000) $7,315 Shares 700,000 Est. Cost $10.45 Unrealized —

TDAY GANNETT CO INC 0.6%

Value ($000) $5,907 Shares 4,280,477 Est. Cost $7.33 Unrealized -82.0%

— MEDLEY CAP CORP 0.5%

Value ($000) $5,023 Shares 6,565,675 Est. Cost $2.18 Unrealized —

GLPI GAMING & LEISURE PPTYS INC 0.4%

Value ($000) $4,082 Shares 117,968 Est. Cost $32.39 Unrealized —

— OCWEN FINL CORP 0.4%

Value ($000) $3,854 Shares 5,804,187 Est. Cost $2.07 Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.4%

Value ($000) $3,853 Shares 518,545 Est. Cost $13.84 Unrealized —

— PARATEK PHARMACEUTICALS INC 0.2%

Value ($000) $2,264 Shares 433,804 Est. Cost $15.17 Unrealized —

— GS ACQUISITION HLDGS CORP II 0.2%

Value ($000) $2,102 Shares 200,000 Est. Cost $10.51 Unrealized —

MPC MARATHON PETE CORP 0.1%

Value ($000) $1,401 Shares 37,473 Est. Cost $54.25 Unrealized -49.9%

— MOGO INC 0.1%

Value ($000) $1,273 Shares 1,351,003 Est. Cost $2.91 Unrealized —

— FINTECH ACQUISITION CORP III 0.1%

Value ($000) $1,177 Shares 511,746 Est. Cost $0.91 Unrealized —

— TRINE ACQUISITION CORP 0.1%

Value ($000) $766 Shares 494,571 Est. Cost $0.75 Unrealized —

— SPARTAN ENERGY ACQUISITION C 0.1%

Value ($000) $737 Shares 409,420 Est. Cost $0.97 Unrealized —

— CRESCENT ACQUISITION CORP 0.1%

Value ($000) $689 Shares 459,695 Est. Cost $0.65 Unrealized —

— NEW SR INVT GROUP INC 0.1%

Value ($000) $626 Shares 172,848 Est. Cost $10.68 Unrealized —

— GORES METROPOULOS INC 0.1%

Value ($000) $605 Shares 306,715 Est. Cost $1.26 Unrealized —

— DIAMONDPEAK HLDGS COR 0.1%

Value ($000) $540 Shares 306,719 Est. Cost $0.80 Unrealized —

— ACAMAR PARTNERS ACQSITION CO 0.0%

Value ($000) $369 Shares 283,333 Est. Cost $0.75 Unrealized —

— DRIVE SHACK INC 0.0%

Value ($000) $320 Shares 172,848 Est. Cost $3.76 Unrealized —

— INSURANCE ACQUISITION CORP 0.0%

Value ($000) $288 Shares 79,332 Est. Cost $0.85 Unrealized —

— CONYERS PK II ACQUISITION CO 0.0%

Value ($000) $202 Shares 92,192 Est. Cost $1.87 Unrealized —

— SUPERCOM LTD NEW 0.0%

Value ($000) $171 Shares 106,705 Est. Cost $1.79 Unrealized —

— NEW PROVIDENCE ACQUISITION 0.0%

Value ($000) $161 Shares 161,146 Est. Cost $0.90 Unrealized —

— PIVOTAL INVT CORP II 0.0%

Value ($000) $158 Shares 199,752 Est. Cost $1.07 Unrealized —

— RMG ACQUISITION CORP 0.0%

Value ($000) $151 Shares 153,359 Est. Cost $0.94 Unrealized —

— FAR PT ACQUISITION CORP 0.0%

Value ($000) $137 Shares 273,478 Est. Cost $1.65 Unrealized —

AVTR AVANTOR INC 0.0%

Value ($000) $103 Shares 6,068 Est. Cost $16.28 Unrealized 0.0%

— CHURCHILL CAP CORP II 0.0%

Value ($000) $67 Shares 23,333 Est. Cost $1.50 Unrealized —

— PALATIN TECHNOLOGIES INC 0.0%

Value ($000) $11 Shares 21,612 Est. Cost $0.79 Unrealized —

— MARATHON PATENT GROUP INC 0.0%

Value ($000) $8 Shares 8,401 Est. Cost $2.86 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	VIVINT SMART HOME INC	25,160,560	$436,033	41.7%	$12.54	—	COM CL A	928542109
VST	VISTRA ENERGY CORP	10,193,850	$189,810	18.2%	$13.44	+23.6%	COM	92840M102
NFE	NEW FORTRESS ENERGY LLC	13,399,317	$173,655	16.6%	$12.54	0.0%	CL A SHS RP LLC	644393100
SPB	SPECTRUM BRANDS HLDGS INC NE	3,447,963	$158,261	15.1%	$84.61	-49.8%	COM	84790A105
—	VIVINT SMART HOME INC	2,966,667	$16,933	1.6%	$1.40	—	*W EXP 01/17/202	928542117
—	FOLEY TRASIMENE ACQUISTN COR	1,500,000	$16,005	1.5%	$10.67	—	UNIT 99/99/9999	34431F203
—	FORTRESS TRANS INFRST INVS L	748,644	$9,725	0.9%	$18.13	—	COM REP LTD LIAB	34960P101
TREB/U	TREBIA ACQUISITION CORP	700,000	$7,315	0.7%	$10.45	—	UNIT 99/99/9999	G9027T125
TDAY	GANNETT CO INC	4,280,477	$5,907	0.6%	$7.33	-82.0%	COM	36472T109
—	MEDLEY CAP CORP	6,565,675	$5,023	0.5%	$2.18	—	COM	58503F106
GLPI	GAMING & LEISURE PPTYS INC	117,968	$4,082	0.4%	$32.39	—	COM	36467J108
—	OCWEN FINL CORP	5,804,187	$3,854	0.4%	$2.07	—	COM NEW	675746309
RITM	NEW RESIDENTIAL INVT CORP	518,545	$3,853	0.4%	$13.84	—	COM NEW	64828T201
—	PARATEK PHARMACEUTICALS INC	433,804	$2,264	0.2%	$15.17	—	COM	699374302
—	GS ACQUISITION HLDGS CORP II	200,000	$2,102	0.2%	$10.51	—	UNIT 99/99/9999	36258Q204
MPC	MARATHON PETE CORP	37,473	$1,401	0.1%	$54.25	-49.9%	COM	56585A102
—	MOGO INC	1,351,003	$1,273	0.1%	$2.91	—	COM	60800C109
—	FINTECH ACQUISITION CORP III	511,746	$1,177	0.1%	$0.91	—	*W EXP 12/01/202	31811A119
—	TRINE ACQUISITION CORP	494,571	$766	0.1%	$0.75	—	*W EXP 03/31/202	89628U116
—	SPARTAN ENERGY ACQUISITION C	409,420	$737	0.1%	$0.97	—	*W EXP 08/27/202	846784122
—	CRESCENT ACQUISITION CORP	459,695	$689	0.1%	$0.65	—	*W EXP 03/08/202	22564L113
—	NEW SR INVT GROUP INC	172,848	$626	0.1%	$10.68	—	COM	648691103
—	GORES METROPOULOS INC	306,715	$605	0.1%	$1.26	—	*W EXP 01/28/202	382872117
—	DIAMONDPEAK HLDGS COR	306,719	$540	0.1%	$0.80	—	*W EXP 02/22/202	25280H118
—	ACAMAR PARTNERS ACQSITION CO	283,333	$369	0.0%	$0.75	—	*W EXP 02/26/202	004285110
—	DRIVE SHACK INC	172,848	$320	0.0%	$3.76	—	COM	262077100
—	INSURANCE ACQUISITION CORP	79,332	$288	0.0%	$0.85	—	*W EXP 03/31/202	457867117
—	CONYERS PK II ACQUISITION CO	92,192	$202	0.0%	$1.87	—	*W EXP 07/18/202	212896112
—	SUPERCOM LTD NEW	106,705	$171	0.0%	$1.79	—	SHS NEW	M87095119
—	NEW PROVIDENCE ACQUISITION	161,146	$161	0.0%	$0.90	—	*W EXP 09/11/202	64822P114
—	PIVOTAL INVT CORP II	199,752	$158	0.0%	$1.07	—	*W EXP 06/01/202	72582K118
—	RMG ACQUISITION CORP	153,359	$151	0.0%	$0.94	—	*W EXP 02/21/202	749641114
—	FAR PT ACQUISITION CORP	273,478	$137	0.0%	$1.65	—	*W EXP 06/01/202	30734W117
AVTR	AVANTOR INC	6,068	$103	0.0%	$16.28	0.0%	COM	05352A100
—	CHURCHILL CAP CORP II	23,333	$67	0.0%	$1.50	—	*W EXP 07/02/202	17143G114
—	PALATIN TECHNOLOGIES INC	21,612	$11	0.0%	$0.79	—	COM PAR $ .01	696077403
—	MARATHON PATENT GROUP INC	8,401	$8	0.0%	$2.86	—	COM	56585W401