GOLDENTREE ASSET MANAGEMENT LP Quant / Systematic

CIK: 0001278951 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 15, 2017

Total Value ($000): $804,325 (100.0% shares, 0.0% debt)

Holdings (23)

— SPDR S&P 500 ETF TR 44.2%

Value ($000) $355,388 Shares 1,579,500 Est. Cost — Unrealized —

— CALPINE CORP 8.8%

Value ($000) $70,792 Shares 6,193,521 Est. Cost $14.11 Unrealized —

— EAGLE BULK SHIPPING INC 8.1%

Value ($000) $64,902 Shares 11,094,484 Est. Cost $5.88 Unrealized —

TROW PRICE T ROWE GROUP INC 5.5%

Value ($000) $44,289 Shares 588,485 Est. Cost $50.63 Unrealized 0.0%

PENN PENN NATL GAMING INC 3.5%

Value ($000) $28,530 Shares 2,068,879 Est. Cost $13.97 Unrealized -2.4%

DAL DELTA AIR LINES INC DEL 3.5%

Value ($000) $28,430 Shares 577,955 Est. Cost $35.59 Unrealized +15.0%

— TRIBUNE MEDIA CO 3.1%

Value ($000) $24,717 Shares 706,405 Est. Cost $40.53 Unrealized —

— LIBERTY INTERACTIVE CORP 2.7%

Value ($000) $21,645 Shares 1,083,330 Est. Cost $20.01 Unrealized —

ALLY ALLY FINL INC 2.7%

Value ($000) $21,570 Shares 1,134,053 Est. Cost $14.81 Unrealized 0.0%

— FAIRPOINT COMMUNICATIONS INC 2.3%

Value ($000) $18,719 Shares 1,001,041 Est. Cost $15.23 Unrealized —

AGO ASSURED GUARANTY LTD 2.2%

Value ($000) $17,878 Shares 472,720 Est. Cost $28.80 Unrealized 0.0%

VVV VALVOLINE INC 2.2%

Value ($000) $17,750 Shares 824,811 Est. Cost $21.19 Unrealized 0.0%

DHI D R HORTON INC 2.0%

Value ($000) $16,294 Shares 596,177 Est. Cost $25.80 Unrealized 0.0%

— MICHAELS COS INC 2.0%

Value ($000) $16,053 Shares 785,000 Est. Cost $20.45 Unrealized —

XBI SPDR SERIES TRUST 1.8%

Value ($000) $14,800 Shares 250,000 Est. Cost $59.20 Unrealized —

LEN LENNAR CORP 1.8%

Value ($000) $14,378 Shares 334,926 Est. Cost $36.93 Unrealized 0.0%

BAC BANK AMER CORP 1.1%

Value ($000) $9,033 Shares 407,995 Est. Cost $15.68 Unrealized 0.0%

HUN HUNTSMAN CORP 1.0%

Value ($000) $8,261 Shares 432,975 Est. Cost $15.84 Unrealized +14.6%

OSG AMBAC FINL GROUP INC 0.6%

Value ($000) $4,780 Shares 212,244 Est. Cost $19.92 Unrealized +9.7%

— NATIONSTAR MTG HLDGS INC 0.3%

Value ($000) $2,111 Shares 116,875 Est. Cost $18.06 Unrealized —

NRP NATURAL RESOURCE PARTNERS L 0.2%

Value ($000) $1,909 Shares 59,101 Est. Cost $27.90 Unrealized —

— KADMON HLDGS INC 0.1%

Value ($000) $1,115 Shares 208,333 Est. Cost $7.34 Unrealized —

— FORTRESS INVESTMENT GROUP LL 0.1%

Value ($000) $981 Shares 201,828 Est. Cost $7.36 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	1,579,500	$355,388	44.2%	—	—	Put	78462F953
—	CALPINE CORP	6,193,521	$70,792	8.8%	$14.11	—	COM NEW	131347304
—	EAGLE BULK SHIPPING INC	11,094,484	$64,902	8.1%	$5.88	—	SHS NEW	Y2187A143
TROW	PRICE T ROWE GROUP INC	588,485	$44,289	5.5%	$50.63	0.0%	COM	74144T108
PENN	PENN NATL GAMING INC	2,068,879	$28,530	3.5%	$13.97	-2.4%	COM	707569109
DAL	DELTA AIR LINES INC DEL	577,955	$28,430	3.5%	$35.59	+15.0%	COM NEW	247361702
—	TRIBUNE MEDIA CO	706,405	$24,717	3.1%	$40.53	—	CL A	896047503
—	LIBERTY INTERACTIVE CORP	1,083,330	$21,645	2.7%	$20.01	—	QVC GP COM SER A	53071M104
ALLY	ALLY FINL INC	1,134,053	$21,570	2.7%	$14.81	0.0%	COM	02005N100
—	FAIRPOINT COMMUNICATIONS INC	1,001,041	$18,719	2.3%	$15.23	—	COM NEW	305560302
AGO	ASSURED GUARANTY LTD	472,720	$17,878	2.2%	$28.80	0.0%	COM	G0585R106
VVV	VALVOLINE INC	824,811	$17,750	2.2%	$21.19	0.0%	COM	92047W101
DHI	D R HORTON INC	596,177	$16,294	2.0%	$25.80	0.0%	COM	23331A109
—	MICHAELS COS INC	785,000	$16,053	2.0%	$20.45	—	COM	59408Q106
XBI	SPDR SERIES TRUST	250,000	$14,800	1.8%	$59.20	—	S&P BIOTECH	78464A870
LEN	LENNAR CORP	334,926	$14,378	1.8%	$36.93	0.0%	CL A	526057104
BAC	BANK AMER CORP	407,995	$9,033	1.1%	$15.68	0.0%	COM	060505104
HUN	HUNTSMAN CORP	432,975	$8,261	1.0%	$15.84	+14.6%	COM	447011107
OSG	AMBAC FINL GROUP INC	212,244	$4,780	0.6%	$19.92	+9.7%	COM NEW	023139884
—	NATIONSTAR MTG HLDGS INC	116,875	$2,111	0.3%	$18.06	—	COM	63861C109
NRP	NATURAL RESOURCE PARTNERS L	59,101	$1,909	0.2%	$27.90	—	COM UNIT LTD PAR	63900P608
—	KADMON HLDGS INC	208,333	$1,115	0.1%	$7.34	—	COM	48283N106
—	FORTRESS INVESTMENT GROUP LL	201,828	$981	0.1%	$7.36	—	CL A	34958B106