Indaba Capital Management, L.P. Quant / Systematic

Location: San Francisco, CA

CIK: 0001524362 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value: $280M (86.2% shares, 13.8% debt)

Holdings (17)

— YAHOO INC 30.9%

Value $86.5M Shares 2,302,900 Est. Cost $41.58 Unrealized —

— LIBERTY INTERACTIVE CORP 14.6%

Value $40.92M Shares 1,103,959 Est. Cost $38.49 Unrealized —

— NEW YORK REIT INC 14.1%

Value $39.35M Shares 4,253,879 Est. Cost $10.13 Unrealized —

— FOREST CITY RLTY TR INC 8.0%

Value $22.5M Shares 1,008,517 Est. Cost $22.31 Unrealized —

— IMPERIAL HLDGS INC 4.9%

Value $13.79M Shares 16,000,000 Est. Cost $1.23 Unrealized —

BXP BOSTON PROPERTIES INC 4.5%

Value $12.53M Shares 95,000 Est. Cost — Unrealized —

— FORESTAR GROUP INC 4.4%

Value $12.37M Shares 13,500,000 Est. Cost $0.92 Unrealized —

— OFFICE DEPOT INC 3.7%

Value $10.36M Shares 3,130,000 Est. Cost $3.31 Unrealized —

— BLUCORA INC 3.6%

Value $9.999M Shares 10,810,000 Est. Cost $0.92 Unrealized —

— INFOBLOX INC 3.5%

Value $9.784M Shares 521,549 Est. Cost $18.76 Unrealized —

— SL GREEN RLTY CORP 2.4%

Value $6.654M Shares 62,500 Est. Cost — Unrealized —

— EVERI HLDGS INC 1.3%

Value $3.716M Shares 3,231,411 Est. Cost $1.15 Unrealized —

LXU LSB INDS INC 1.3%

Value $3.586M Shares 296,876 Est. Cost $9.97 Unrealized 0.0%

— TITAN MACHY INC 0.9%

Value $2.476M Shares 3,000,000 Est. Cost $0.73 Unrealized —

STKL SUNOPTA INC 0.8%

Value $2.228M Shares 531,846 Est. Cost $4.63 Unrealized 0.0%

— GNC HLDGS INC 0.7%

Value $1.926M Shares 79,300 Est. Cost — Unrealized —

— OHA INVT CORP 0.4%

Value $1.188M Shares 612,125 Est. Cost $4.69 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	YAHOO INC	2,302,900	$86.5M	30.9%	$41.58	—	COM	984332106
—	LIBERTY INTERACTIVE CORP	1,103,959	$40.92M	14.6%	$38.49	—	LBT VENT COM A	53071M880
—	NEW YORK REIT INC	4,253,879	$39.35M	14.1%	$10.13	—	COM	64976L109
—	FOREST CITY RLTY TR INC	1,008,517	$22.5M	8.0%	$22.31	—	COM CL A	345605109
—	IMPERIAL HLDGS INC	16,000,000	$13.79M	4.9%	$1.23	—	NOTE 8.500% 02/15/19	452834AE4
BXP	BOSTON PROPERTIES INC	95,000	$12.53M	4.5%	—	—	Put	101121101
—	FORESTAR GROUP INC	13,500,000	$12.37M	4.4%	$0.92	—	NOTE 3.750% 03/01/20	346232AB7
—	OFFICE DEPOT INC	3,130,000	$10.36M	3.7%	$3.31	—	COM	676220106
—	BLUCORA INC	10,810,000	$9.999M	3.6%	$0.92	—	NOTE 4.250% 04/01/19	095229AB6
—	INFOBLOX INC	521,549	$9.784M	3.5%	$18.76	—	COM	45672H104
—	SL GREEN RLTY CORP	62,500	$6.654M	2.4%	—	—	Put	78440X101
—	EVERI HLDGS INC	3,231,411	$3.716M	1.3%	$1.15	—	COM	30034T103
LXU	LSB INDS INC	296,876	$3.586M	1.3%	$9.97	0.0%	COM	502160104
—	TITAN MACHY INC	3,000,000	$2.476M	0.9%	$0.73	—	NOTE 3.750% 05/01/19	88830RAB7
STKL	SUNOPTA INC	531,846	$2.228M	0.8%	$4.63	0.0%	COM	8676EP108
—	GNC HLDGS INC	79,300	$1.926M	0.7%	—	—	Call	36191G107
—	OHA INVT CORP	612,125	$1.188M	0.4%	$4.69	—	COM	67091U102