Institution Information
Reportee Signature Date Report period Total Entries Total AUM($)
MARBLE RIDGE CAPITAL LP 11-13-2019 09-30-2019 12 308,723,000
Institutional Holdings
Issuer Class Position Value Shares Portfolio Percentage (%) Previous Percentage (%) Shares Delta Shares Delta(%) Date Reported
ISHARES TR IBOXX HI YD ETF 1 $148,189,000 1,700,000 48.00 23.70 300,000 21.43 09-30-2019
ISHARES TR RUSSELL 2000 ETF 2 $45,402,000 300,000 14.71 15.85 -225,000 -42.86 09-30-2019
SPDR S&P 500 ETF TR TR UNIT 3 $44,516,000 150,000 14.42 39.82 -550,000 -78.57 09-30-2019
SPDR SERIES TRUST S&P RETAIL ETF 4 $25,458,000 600,000 8.25 7.73 -340,200 -36.18 09-30-2019
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 Liquidated $0 0 4.58 20.98 9,500,000 56.06 09-30-2019
ROAN RES INC CL A COM Liquidated $0 0 30.25 3,734,527 +Inf 06-30-2019
SPRINT CORPORATION COM Liquidated $0 0 2.55 2,000,000 +Inf 09-30-2019
INTELSAT S A NOTE 4.500% 6/1 8 $12,540,000 550,000 4.06 550,000 +Inf 09-30-2019
SPDR SERIES TRUST S&P METALS MNG 9 $8,908,000 350,000 2.89 350,000 +Inf 09-30-2019
CLOVIS ONCOLOGY INC COM Liquidated $0 0 1.44 500,000 +Inf 09-30-2019
UNITI GROUP INC COM 11 $6,561,000 845,000 2.13 0.65 495,000 141.43 09-30-2019
AVON PRODS INC COM Liquidated $0 0 1.18 1,560,304 +Inf 09-30-2019
HIGHLAND FLOATNG RATE OPPRT SHS BEN INT Liquidated $0 0 7.37 400,000 +Inf 06-30-2019
HIGHLAND INCOME FUND HIGHLAND INCOME 14 $5,543,000 415,215 1.80 0.54 215,215 107.61 09-30-2019
CLEARWAY ENERGY INC CL C Liquidated $0 0 7.01 350,000 +Inf 06-30-2019
DEUTSCHE BANK AG NAMEN AKT 16 $5,250,000 700,000 1.70 700,000 +Inf 09-30-2019
MATTEL INC COM 17 $4,556,000 400,000 1.48 400,000 +Inf 09-30-2019
ATLANTICA YIELD PLC SHS Liquidated $0 0 0.66 150,000 +Inf 09-30-2019
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 Liquidated $0 0 3.11 3,000,000 +Inf 06-30-2019
AMBAC FINL GROUP INC COM NEW Liquidated $0 0 0.42 127,571 +Inf 09-30-2019
PG&E CORP COM 21 $1,800,000 180,000 0.58 0.89 -20,000 -10.00 09-30-2019
SPDR SERIES TRUST S&P OILGAS EXP Liquidated $0 0 0.33 910,000 +Inf 06-30-2019
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