Weiss Asset Management LP Quant / Systematic

CIK: 0001357550 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 14, 2015

Total Value ($000): $118,487 (81.2% shares, 18.8% debt)

Holdings (41)

— LIBERTY INTERACTIVE LLC 14.1%

Value ($000) $16,740 Shares 12,000,000 Est. Cost $1.40 Unrealized —

EWY ISHARES 7.9%

Value ($000) $9,369 Shares 163,682 Est. Cost $57.68 Unrealized —

— RAMCO-GERSHENSON PPTYS TR 7.6%

Value ($000) $9,058 Shares 135,000 Est. Cost $66.93 Unrealized —

SA SEABRIDGE GOLD INC 6.0%

Value ($000) $7,051 Shares 1,285,000 Est. Cost $8.98 Unrealized -13.2%

— NUVEEN LG/SHT COMMODITY TOTR 4.8%

Value ($000) $5,721 Shares 344,044 Est. Cost $16.63 Unrealized —

SPPP SPROTT PHYSICAL PLAT PALLAD 4.7%

Value ($000) $5,567 Shares 691,496 Est. Cost $8.51 Unrealized —

— GARNERO GROUP ACQUISITION CO 4.7%

Value ($000) $5,554 Shares 575,000 Est. Cost $9.53 Unrealized —

— COLONY FINL INC 4.6%

Value ($000) $5,406 Shares 5,100,000 Est. Cost $1.06 Unrealized —

— STEIN MART INC 4.2%

Value ($000) $4,980 Shares 400,000 Est. Cost $12.45 Unrealized —

— AURICO GOLD INC 4.1%

Value ($000) $4,801 Shares 1,739,922 Est. Cost $2.76 Unrealized —

— BARINGTON HILCO ACQUISITION 3.7%

Value ($000) $4,364 Shares 457,000 Est. Cost $9.55 Unrealized —

— GLOBAL DEFENSE & NATL SEC SY 3.5%

Value ($000) $4,164 Shares 400,000 Est. Cost $10.32 Unrealized —

— CAPITOL ACQUISITION CORP II 3.4%

Value ($000) $4,044 Shares 400,000 Est. Cost $9.85 Unrealized —

— CAMBRIDGE CAP ACQUISITION CO 3.4%

Value ($000) $4,020 Shares 400,000 Est. Cost $9.87 Unrealized —

— DT ASIA INVTS LTD 3.3%

Value ($000) $3,928 Shares 400,000 Est. Cost $9.70 Unrealized —

— TEMPLETON DRAGON FD INC 2.9%

Value ($000) $3,406 Shares 137,135 Est. Cost $24.04 Unrealized —

— 1347 CAP CORP 2.8%

Value ($000) $3,360 Shares 350,000 Est. Cost $9.56 Unrealized —

— C B PHARMA ACQUISITION CORP 2.2%

Value ($000) $2,634 Shares 268,246 Est. Cost $9.82 Unrealized —

— SWISS HELVETIA FD INC 2.2%

Value ($000) $2,607 Shares 225,911 Est. Cost $11.14 Unrealized —

— LAKE SHORE GOLD CORP 1.5%

Value ($000) $1,758 Shares 2,165,000 Est. Cost $0.67 Unrealized —

— HYDRA INDS ACQUISITION CORP 1.4%

Value ($000) $1,673 Shares 175,000 Est. Cost $9.54 Unrealized —

SVVC FIRSTHAND TECH VALUE FD INC 1.3%

Value ($000) $1,564 Shares 109,040 Est. Cost $22.06 Unrealized -29.7%

— MECHEL OAO 1.0%

Value ($000) $1,240 Shares 1,000,000 Est. Cost $0.68 Unrealized —

— GENERAL MTRS CO 0.8%

Value ($000) $982 Shares 50,000 Est. Cost $19.64 Unrealized —

— RUBICON MINERALS CORP 0.8%

Value ($000) $965 Shares 1,064,100 Est. Cost $0.91 Unrealized —

— THAI FD INC 0.7%

Value ($000) $874 Shares 100,208 Est. Cost $11.80 Unrealized —

— ROYCE MICRO-CAP TR INC 0.6%

Value ($000) $676 Shares 69,148 Est. Cost $10.08 Unrealized —

— NEW GERMANY FD INC 0.4%

Value ($000) $498 Shares 32,130 Est. Cost $14.01 Unrealized —

— NUVEEN DIVERSIFIED COMMODTY 0.3%

Value ($000) $408 Shares 34,503 Est. Cost $11.83 Unrealized —

— FRANKLIN FINL NETWORK INC 0.3%

Value ($000) $315 Shares 15,000 Est. Cost $21.00 Unrealized —

— ADAMS EXPRESS CO 0.2%

Value ($000) $220 Shares 15,788 Est. Cost $13.68 Unrealized —

— ALPHA NATURAL RESOURCES INC 0.1%

Value ($000) $123 Shares 125,000 Est. Cost $0.98 Unrealized —

— 1347 CAP CORP 0.1%

Value ($000) $91 Shares 326,550 Est. Cost $0.36 Unrealized —

— 1347 CAP CORP 0.1%

Value ($000) $75 Shares 326,550 Est. Cost $0.25 Unrealized —

— COMMUNITY HEALTH SYS INC NEW 0.1%

Value ($000) $66 Shares 3,000,000 Est. Cost $0.06 Unrealized —

— DT ASIA INVTS LTD 0.0%

Value ($000) $59 Shares 367,840 Est. Cost $0.24 Unrealized —

— GARNERO GROUP ACQUISITION CO 0.0%

Value ($000) $37 Shares 192,600 Est. Cost $0.28 Unrealized —

— ENSERVCO CORP 0.0%

Value ($000) $33 Shares 19,075 Est. Cost $2.46 Unrealized —

— GARNERO GROUP ACQUISITION CO 0.0%

Value ($000) $31 Shares 284,000 Est. Cost $0.12 Unrealized —

— DT ASIA INVTS LTD 0.0%

Value ($000) $17 Shares 188,600 Est. Cost $0.13 Unrealized —

— CENTER COAST MLP & INFRSTR F 0.0%

Value ($000) $8 Shares 14,506 Est. Cost $0.55 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	LIBERTY INTERACTIVE LLC	12,000,000	$16,740	14.1%	$1.40	—	DEB 0.750% 3/3	530610AC8
EWY	ISHARES	163,682	$9,369	7.9%	$57.68	—	MSCI STH KOR ETF	464286772
—	RAMCO-GERSHENSON PPTYS TR	135,000	$9,058	7.6%	$66.93	—	PERP PFD-D CV	751452608
SA	SEABRIDGE GOLD INC	1,285,000	$7,051	6.0%	$8.98	-13.2%	COM	811916105
—	NUVEEN LG/SHT COMMODITY TOTR	344,044	$5,721	4.8%	$16.63	—	COM UT BEN INT	670731108
SPPP	SPROTT PHYSICAL PLAT PALLAD	691,496	$5,567	4.7%	$8.51	—	UNIT	85207Q104
—	GARNERO GROUP ACQUISITION CO	575,000	$5,554	4.7%	$9.53	—	SHS	G5866L108
—	COLONY FINL INC	5,100,000	$5,406	4.6%	$1.06	—	NOTE 3.875% 1/1	19624RAB2
—	STEIN MART INC	400,000	$4,980	4.2%	$12.45	—	COM	858375108
—	AURICO GOLD INC	1,739,922	$4,801	4.1%	$2.76	—	COM	05155C105
—	BARINGTON HILCO ACQUISITION	457,000	$4,364	3.7%	$9.55	—	COM	06759V101
—	GLOBAL DEFENSE & NATL SEC SY	400,000	$4,164	3.5%	$10.32	—	COM	37953N108
—	CAPITOL ACQUISITION CORP II	400,000	$4,044	3.4%	$9.85	—	COM	14056V105
—	CAMBRIDGE CAP ACQUISITION CO	400,000	$4,020	3.4%	$9.87	—	COM	13215Q106
—	DT ASIA INVTS LTD	400,000	$3,928	3.3%	$9.70	—	SHS	G2615J104
—	TEMPLETON DRAGON FD INC	137,135	$3,406	2.9%	$24.04	—	COM	88018T101
—	1347 CAP CORP	350,000	$3,360	2.8%	$9.56	—	COM	68245V103
—	C B PHARMA ACQUISITION CORP	268,246	$2,634	2.2%	$9.82	—	SHS	G2029P126
—	SWISS HELVETIA FD INC	225,911	$2,607	2.2%	$11.14	—	COM	870875101
—	LAKE SHORE GOLD CORP	2,165,000	$1,758	1.5%	$0.67	—	COM	510728108
—	HYDRA INDS ACQUISITION CORP	175,000	$1,673	1.4%	$9.54	—	COM	448740100
SVVC	FIRSTHAND TECH VALUE FD INC	109,040	$1,564	1.3%	$22.06	-29.7%	COM	33766Y100
—	MECHEL OAO	1,000,000	$1,240	1.0%	$0.68	—	SPONSORED ADR	583840103
—	GENERAL MTRS CO	50,000	$982	0.8%	$19.64	—	*W EXP 07/10/201	37045V126
—	RUBICON MINERALS CORP	1,064,100	$965	0.8%	$0.91	—	COM	780911103
—	THAI FD INC	100,208	$874	0.7%	$11.80	—	COM	882904105
—	ROYCE MICRO-CAP TR INC	69,148	$676	0.6%	$10.08	—	COM	780915104
—	NEW GERMANY FD INC	32,130	$498	0.4%	$14.01	—	COM	644465106
—	NUVEEN DIVERSIFIED COMMODTY	34,503	$408	0.3%	$11.83	—	COM UT BEN INT	67074P104
—	FRANKLIN FINL NETWORK INC	15,000	$315	0.3%	$21.00	—	COM	35352P104
—	ADAMS EXPRESS CO	15,788	$220	0.2%	$13.68	—	COM	006212104
—	ALPHA NATURAL RESOURCES INC	125,000	$123	0.1%	$0.98	—	NOTE 2.375% 4/1	02076XAA0
—	1347 CAP CORP	326,550	$91	0.1%	$0.36	—	RIGHT 07/21/2016	68245V111
—	1347 CAP CORP	326,550	$75	0.1%	$0.25	—	*W EXP 07/15/202	68245V129
—	COMMUNITY HEALTH SYS INC NEW	3,000,000	$66	0.1%	$0.06	—	RIGHT 01/27/2016	203668116
—	DT ASIA INVTS LTD	367,840	$59	0.0%	$0.24	—	RIGHT 03/30/2016	G2615J112
—	GARNERO GROUP ACQUISITION CO	192,600	$37	0.0%	$0.28	—	RIGHT 06/25/2016	G5866L132
—	ENSERVCO CORP	19,075	$33	0.0%	$2.46	—	COM	29358Y102
—	GARNERO GROUP ACQUISITION CO	284,000	$31	0.0%	$0.12	—	*W EXP 06/24/201	G5866L116
—	DT ASIA INVTS LTD	188,600	$17	0.0%	$0.13	—	*W EXP 03/29/202	G2615J138
—	CENTER COAST MLP & INFRSTR F	14,506	$8	0.0%	$0.55	—	RIGHT 04/17/2015	151461118