Location: Los Angeles, CA
CIK: 0001317195 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 15, 2020
Total Value: $1.455B (83.9% shares, 16.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | RAYTHEON CO | 2,910,000 | $275M | 18.9% | $94.33 | — | COM NEW | 755111507 |
| — | ALLERGAN PLC | 1,197,300 | $212M | 14.6% | $167.60 | — | SHS | G0177J108 |
| MPC | MARATHON PETE CORP | 3,482,766 | $82.26M | 5.7% | $41.54 | -7.6% | COM | 56585A102 |
| — | SUPER MICRO COMPUTER INC | 3,371,100 | $71.74M | 4.9% | $21.28 | — | COM | 86800U104 |
| — | JACOBS ENGR GROUP INC | 813,633 | $64.5M | 4.4% | $79.27 | — | COM | 469814107 |
| LOW | LOWES COS INC | 614,016 | $52.84M | 3.6% | $95.94 | +2.4% | COM | 548661107 |
| VZ | VERIZON COMMUNICATIONS INC | 875,000 | $47.01M | 3.2% | $41.01 | 0.0% | COM | 92343V104 |
| NG | NOVAGOLD RES INC | 4,539,856 | $33.5M | 2.3% | $4.59 | +86.0% | COM NEW | 66987E206 |
| EXP | EAGLE MATERIALS INC | 500,000 | $29.21M | 2.0% | $83.80 | -7.6% | COM | 26969P108 |
| — | LOGMEIN INC | 350,000 | $29.15M | 2.0% | $83.28 | — | COM | 54142L109 |
| JPM | JPMORGAN CHASE & CO | 319,089 | $28.73M | 2.0% | $103.61 | 0.0% | COM | 46625H100 |
| — | VISHAY INTERTECHNOLOGY INC | 31,000,000 | $27.89M | 1.9% | $0.93 | — | NOTE 2.250% 6/1 | 928298AP3 |
| TFSL | TFS FINL CORP | 1,788,868 | $27.32M | 1.9% | $5.61 | +122.3% | COM | 87240R107 |
| ASH | ASHLAND GLOBAL HLDGS INC | 533,218 | $26.7M | 1.8% | $62.02 | 0.0% | COM | 044186104 |
| HGV | HILTON GRAND VACATIONS INC | 1,630,539 | $25.71M | 1.8% | $31.01 | -11.4% | COM | 43283X105 |
| — | DYCOM INDS INC | 28,429,000 | $24.45M | 1.7% | $0.86 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 26,800,000 | $21.77M | 1.5% | $1.11 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | CREE INC | 23,500,000 | $21.75M | 1.5% | $1.02 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | LIBERTY MEDIA CORP DELAWARE | 662,029 | $20.93M | 1.4% | $30.87 | — | COM C SIRIUSXM | 531229607 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 122,000 | $20.72M | 1.4% | $181.50 | 0.0% | SHS | G96629103 |
| FLR | FLUOR CORP NEW | 2,981,518 | $20.6M | 1.4% | $13.84 | 0.0% | COM | 343412102 |
| — | BLACKSTONE MTG TR INC | 25,000,000 | $19.97M | 1.4% | $1.01 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | PRA GROUP INC | 22,651,000 | $19.83M | 1.4% | $1.05 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | SPLUNK INC | 17,500,000 | $18.84M | 1.3% | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| SRG | SERITAGE GROWTH PPTYS | 1,991,542 | $18.14M | 1.2% | $39.40 | -20.8% | CL A | 81752R100 |
| PCG | PG&E CORP | 1,900,000 | $17.08M | 1.2% | $17.53 | -25.1% | COM | 69331C108 |
| — | PALO ALTO NETWORKS INC | 15,000,000 | $14.38M | 1.0% | $0.96 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | LIBERTY MEDIA CORP DELAWARE | 438,000 | $13.88M | 1.0% | $31.36 | — | COM A SIRIUSXM | 531229409 |
| — | CALAMP CORP | 17,850,000 | $11.71M | 0.8% | $0.82 | — | NOTE 2.000% 8/0 | 128126AD1 |
| — | QIAGEN NV | 275,237 | $11.45M | 0.8% | $41.60 | — | SHS NEW | N72482123 |
| — | AMCI ACQUISITION CORP | 1,100,000 | $10.5M | 0.7% | $9.62 | — | UNIT 01/07/2019 | 00165R119 |
| — | VOCERA COMMUNICATIONS INC | 10,555,000 | $10.48M | 0.7% | $1.19 | — | NOTE 1.500% 5/1 | 92857FAB3 |
| NMRK | NEWMARK GROUP INC | 2,330,000 | $9.903M | 0.7% | $9.21 | 0.0% | CL A | 65158N102 |
| TDC | TERADATA CORP DEL | 466,604 | $9.561M | 0.7% | $23.04 | 0.0% | COM | 88076W103 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 51,747 | $9.461M | 0.7% | $212.55 | 0.0% | CL B NEW | 084670702 |
| — | APOLLO COML REAL EST FIN INC | 14,104,000 | $9.309M | 0.6% | $0.85 | — | NOTE 5.375% 10/1 | 03762UAC9 |
| — | PLAYA HOTELS & RESORTS NV | 5,289,993 | $9.257M | 0.6% | $9.95 | — | SHS | N70544106 |
| — | CURO GROUP HLDGS CORP | 1,676,966 | $8.888M | 0.6% | $12.99 | — | COM | 23131L107 |
| — | ALTAIR ENGR INC | 7,089,000 | $6.296M | 0.4% | $0.89 | — | NOTE 0.250% 6/0 | 021369AA1 |
| CNNE | CANNAE HLDGS INC | 178,359 | $5.973M | 0.4% | $35.29 | 0.0% | COM | 13765N107 |
| DY | DYCOM INDS INC | 230,008 | $5.9M | 0.4% | $35.35 | 0.0% | COM | 267475101 |
| — | BRISTOL MYERS SQUIBB CO | 1,286,200 | $4.888M | 0.3% | $3.01 | — | RIGHT 99/99/9999 | 110122157 |
| — | NEWPARK RES INC | 6,500,000 | $4.826M | 0.3% | $1.20 | — | NOTE 4.000%12/0 | 651718AE8 |
| — | TEAM INC | 6,500,000 | $4.625M | 0.3% | $1.19 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | OPKO HEALTH INC | 7,000,000 | $4.585M | 0.3% | $0.95 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | CLOVIS ONCOLOGY INC | 6,750,000 | $4.303M | 0.3% | $0.42 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | HIGHLAND INCOME FUND | 401,304 | $3.423M | 0.2% | $12.33 | — | HIGHLAND INCOME | 43010E404 |
| — | FTI CONSULTING INC | 2,500,000 | $3.302M | 0.2% | $1.32 | — | NOTE 2.000% 8/1 | 302941AP4 |
| FNF | FIDELITY NATIONAL FINANCIAL | 126,939 | $3.158M | 0.2% | $29.98 | 0.0% | FNF GROUP COM | 31620R303 |
| NXE | NEXGEN ENERGY LTD | 4,091,500 | $3.141M | 0.2% | $1.71 | -41.6% | COM | 65340P106 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 1,667,173 | $3.001M | 0.2% | $31.35 | — | COM SER A | 531465102 |
| PCG | PG&E CORP | 300,000 | $2.697M | 0.2% | $17.53 | -25.1% | Put | 69331C108 |
| — | APOLLO COML REAL EST FIN INC | 3,650,000 | $2.564M | 0.2% | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | REDWOOD TR INC | 3,250,000 | $1.873M | 0.1% | $1.02 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | PATRICK INDS INC | 2,000,000 | $1.557M | 0.1% | $0.78 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | LF CAP ACQUISITION CORP | 143,800 | $1.48M | 0.1% | $9.58 | — | CL A | 50200K108 |
| PEGA | PEGASYSTEMS INC | 12,200 | $869K | 0.1% | $41.96 | 0.0% | COM | 705573103 |
| — | NETFIN ACQUISITION CORP | 200,000 | $78,000 | 0.0% | $0.30 | — | *W EXP 08/01/202 | G6455A115 |
| — | LF CAP ACQUISITION CORP | 306,062 | $68,000 | 0.0% | $0.34 | — | *W EXP 06/22/202 | 50200K116 |
| — | MONOCLE ACQUISITION CORP | 200,000 | $60,000 | 0.0% | $0.36 | — | *W EXP 12/06/202 | 609754114 |
| — | FORUM MERGER II CORP | 200,000 | $54,000 | 0.0% | $0.44 | — | *W EXP 09/30/202 | 34986F111 |
| — | MEGALITH FINL ACQUISITION CO | 200,000 | $44,000 | 0.0% | $0.30 | — | *W EXP 08/26/202 | 58518F117 |
| — | TRIDENT ACQUISITIONS CORP | 172,140 | $16,000 | 0.0% | $0.15 | — | *W EXP 05/09/202 | 89615T114 |
| — | ALLEGRO MERGER CORP | 100,000 | $5,000 | 0.0% | $0.18 | — | *W EXP 01/06/202 | 01749N111 |