CIK: 0001029160 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 14, 2020
Total Value ($000): $4,482,062 (89.7% shares, 10.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LBRDK | LIBERTY BROADBAND CORP | 5,281,767 | $654,728 | 14.6% | $54.59 | +115.3% | COM SER C | 530307305 |
| IWM | ISHARES TR | 3,500,000 | $501,130 | 11.2% | — | — | Put | 464287655 |
| XLU | SELECT SECTOR SPDR TR | 3,500,000 | $197,505 | 4.4% | $55.41 | — | Call | 81369Y886 |
| LQD | ISHARES TR | 1,382,331 | $185,924 | 4.1% | $132.91 | — | IBOXX INV CP ETF | 464287242 |
| IGSB | ISHARES TR | 2,913,000 | $159,370 | 3.6% | $54.71 | — | SH TR CRPORT ETF | 464288646 |
| TMUS | T-MOBILE US INC | 1,454,600 | $151,497 | 3.4% | $91.69 | +1.0% | COM | 872590104 |
| SLQT | SELECTQUOTE INC | 5,555,556 | $140,722 | 3.1% | $26.84 | 0.0% | COM | 816307300 |
| HAIN | HAIN CELESTIAL GROUP INC | 4,391,753 | $138,384 | 3.1% | $28.92 | 0.0% | COM | 405217100 |
| VICI | VICI PPTYS INC | 6,153,697 | $124,243 | 2.8% | $13.27 | +2.1% | COM | 925652109 |
| PCG | PG&E CORP | 11,784,118 | $104,525 | 2.3% | $10.77 | 0.0% | COM | 69331C108 |
| DHI | D R HORTON INC | 1,796,070 | $99,592 | 2.2% | $42.87 | +6.9% | COM | 23331A109 |
| GEN | NORTONLIFELOCK INC | 4,803,192 | $95,247 | 2.1% | $14.86 | +21.4% | COM | 668771108 |
| — | WAYFAIR INC | 50,252,000 | $89,865 | 2.0% | $1.37 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | DRAFTKINGS INC | 2,479,862 | $82,480 | 1.8% | $33.26 | — | COM CL A | 26142R104 |
| — | ACTIVISION BLIZZARD INC | 1,066,400 | $80,940 | 1.8% | $59.44 | — | COM | 00507V109 |
| — | MICROCHIP TECHNOLOGY INC. | 53,434,000 | $78,019 | 1.7% | $1.22 | — | NOTE 2.250% 2/1 | 595017AH7 |
| TDG | TRANSDIGM GROUP INC | 173,231 | $76,577 | 1.7% | $433.67 | -27.5% | COM | 893641100 |
| OTIS | OTIS WORLDWIDE CORP | 1,212,729 | $68,956 | 1.5% | $47.48 | 0.0% | COM | 68902V107 |
| DRI | DARDEN RESTAURANTS INC | 881,400 | $66,784 | 1.5% | $60.40 | 0.0% | COM | 237194105 |
| GRFS | GRIFOLS S A | 2,692,099 | $49,104 | 1.1% | $19.86 | — | SP ADR REP B NVT | 398438408 |
| GOOGL | ALPHABET INC | 32,875 | $46,618 | 1.0% | $57.46 | +16.5% | CAP STK CL A | 02079K305 |
| — | CAESARS ENTMT CORP | 3,499,528 | $42,449 | 0.9% | $12.31 | — | COM | 127686103 |
| ALC | ALCON AG | 700,762 | $40,168 | 0.9% | $58.18 | -4.1% | ORD SHS | H01301128 |
| LPLA | LPL FINL HLDGS INC | 478,222 | $37,493 | 0.8% | $61.49 | +8.7% | COM | 50212V100 |
| ARMK | ARAMARK | 1,650,400 | $37,250 | 0.8% | $18.53 | -11.9% | COM | 03852U106 |
| SPSB | SPDR SER TR | 1,113,000 | $34,881 | 0.8% | $31.34 | — | PORTFOLIO SHORT | 78464A474 |
| — | SOUTHWEST AIRLS CO | 27,500,000 | $32,970 | 0.7% | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| BK | BANK NEW YORK MELLON CORP | 826,218 | $31,933 | 0.7% | $33.44 | -7.1% | COM | 064058100 |
| — | E TRADE FINANCIAL CORP | 591,500 | $29,415 | 0.7% | $38.77 | — | COM NEW | 269246401 |
| PTON | PELOTON INTERACTIVE INC | 508,953 | $29,402 | 0.7% | $27.58 | +50.1% | CL A COM | 70614W100 |
| BAC | BK OF AMERICA CORP | 1,188,255 | $28,221 | 0.6% | $20.57 | 0.0% | COM | 060505104 |
| MS | MORGAN STANLEY | 582,263 | $28,123 | 0.6% | $35.21 | 0.0% | COM NEW | 617446448 |
| MUB | ISHARES TR | 241,400 | $27,858 | 0.6% | $113.01 | — | NATIONAL MUN ETF | 464288414 |
| C | CITIGROUP INC | 515,302 | $26,332 | 0.6% | $38.68 | 0.0% | COM NEW | 172967424 |
| SE | SEA LTD | 244,500 | $26,220 | 0.6% | $107.24 | — | SPONSORED ADS | 81141R100 |
| — | TD AMERITRADE HLDG CORP | 700,656 | $25,490 | 0.6% | $40.14 | — | COM | 87236Y108 |
| — | LEGG MASON INC | 512,053 | $25,475 | 0.6% | $48.85 | — | COM | 524901105 |
| JPM | JPMORGAN CHASE & CO | 258,252 | $24,291 | 0.5% | $81.74 | 0.0% | COM | 46625H100 |
| GS | GOLDMAN SACHS GROUP INC | 120,745 | $23,862 | 0.5% | $174.41 | -5.9% | COM | 38141G104 |
| — | CYTOKINETICS INC | 10,000,000 | $23,643 | 0.5% | $1.30 | — | NOTE 4.000%11/1 | 23282WAA8 |
| PNC | PNC FINL SVCS GROUP INC | 217,276 | $22,860 | 0.5% | $85.95 | 0.0% | COM | 693475105 |
| AGNC | AGNC INVT CORP | 1,764,581 | $22,763 | 0.5% | $15.54 | — | COM | 00123Q104 |
| USB | US BANCORP DEL | 614,294 | $22,618 | 0.5% | $27.85 | 0.0% | COM NEW | 902973304 |
| XOP | SPDR SER TR | 400,000 | $20,872 | 0.5% | $52.20 | — | Put | 78468R556 |
| WFC | WELLS FARGO CO NEW | 762,819 | $19,528 | 0.4% | $23.98 | 0.0% | COM | 949746101 |
| TFC | TRUIST FINL CORP | 498,669 | $18,725 | 0.4% | $27.74 | 0.0% | COM | 89832Q109 |
| — | GAIN CAP HLDGS INC | 18,582,000 | $18,538 | 0.4% | $0.92 | — | NOTE 5.000% 8/1 | 36268WAF7 |
| — | FOCUS FINL PARTNERS INC | 503,112 | $16,628 | 0.4% | $29.33 | — | COM CL A | 34417P100 |
| PFSI | PENNYMAC FINL SVCS INC NEW | 381,593 | $15,947 | 0.4% | $29.47 | 0.0% | COM | 70932M107 |
| — | EVOLENT HEALTH INC | 24,117,000 | $15,405 | 0.3% | $0.70 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | VEONEER INC | 18,300,000 | $15,279 | 0.3% | $1.02 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| — | TIFFANY & CO NEW | 125,000 | $15,243 | 0.3% | $133.65 | — | Put | 886547108 |
| — | TIMKENSTEEL CORP | 17,115,000 | $14,414 | 0.3% | $0.93 | — | NOTE 6.000% 6/0 | 887399AA1 |
| — | BENEFITFOCUS INC | 18,116,000 | $14,276 | 0.3% | $0.87 | — | NOTE 1.250%12/1 | 08180DAB2 |
| — | WESTERN ASSET MTG CAP CORP | 19,200,000 | $13,603 | 0.3% | $1.01 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | COLLEGIUM PHARMACEUTICAL INC | 14,990,000 | $13,524 | 0.3% | $0.92 | — | NOTE 2.625% 2/1 | 19459JAA2 |
| — | GOGO INC | 18,255,000 | $13,010 | 0.3% | $0.59 | — | NOTE 6.000% 5/1 | 38046CAD1 |
| LPRO | OPEN LENDING CORP | 800,000 | $12,080 | 0.3% | $11.33 | 0.0% | COM CL A | 68373J104 |
| — | OMEROS CORP | 11,600,000 | $12,024 | 0.3% | $0.94 | — | NOTE 6.250%11/1 | 682143AE2 |
| — | INVACARE CORP | 14,500,000 | $11,988 | 0.3% | $0.87 | — | NOTE 5.000%11/1 | 461203AJ0 |
| — | INVACARE CORP | 13,500,000 | $11,758 | 0.3% | $0.87 | — | NOTE 5.000%11/1 | 461203AL5 |
| MTG | MGIC INVT CORP WIS | 1,349,085 | $11,049 | 0.2% | $7.48 | 0.0% | COM | 552848103 |
| RNR | RENAISSANCERE HOLDINGS LTD | 59,360 | $10,152 | 0.2% | $164.13 | 0.0% | COM | G7496G103 |
| AMT | AMERICAN TOWER CORP NEW | 38,350 | $9,915 | 0.2% | $208.21 | +1.1% | COM | 03027X100 |
| — | PORTOLA PHARMACEUTICALS INC | 535,000 | $9,625 | 0.2% | $17.99 | — | COM | 737010108 |
| CHTR | CHARTER COMMUNICATIONS INC N | 18,300 | $9,334 | 0.2% | $507.25 | 0.0% | CL A | 16119P108 |
| EAT | BRINKER INTL INC | 386,334 | $9,272 | 0.2% | $21.46 | 0.0% | COM | 109641100 |
| XLF | SELECT SECTOR SPDR TR | 391,000 | $9,048 | 0.2% | $23.14 | — | SBI INT-FINL | 81369Y605 |
| — | GREEN PLAINS INC | 11,050,000 | $8,902 | 0.2% | $0.82 | — | NOTE 4.125% 9/0 | 393222AF1 |
| OMF | ONEMAIN HLDGS INC | 361,438 | $8,870 | 0.2% | $22.77 | 0.0% | COM | 68268W103 |
| EQH | EQUITABLE HLDGS INC | 456,826 | $8,812 | 0.2% | $18.74 | -17.4% | COM | 29452E101 |
| — | ZILLOW GROUP INC | 7,500,000 | $8,778 | 0.2% | $1.17 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | CHENIERE ENERGY INC | 13,625,000 | $8,648 | 0.2% | $0.65 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| BXMT | BLACKSTONE MTG TR INC | 355,000 | $8,552 | 0.2% | $24.09 | — | COM CL A | 09257W100 |
| — | GREENLIGHT CAP RE LTD | 10,250,000 | $8,373 | 0.2% | $0.84 | — | NOTE 4.000% 8/0 | 395366AB3 |
| AAMI | BRIGHTSPHERE INVT GROUP INC | 662,801 | $8,259 | 0.2% | $8.35 | -3.0% | COM | 10948W103 |
| VST | VISTRA ENERGY CORP | 430,000 | $8,007 | 0.2% | $21.92 | -24.2% | COM | 92840M102 |
| SBAC | SBA COMMUNICATIONS CORP NEW | 26,400 | $7,865 | 0.2% | $267.80 | +2.3% | CL A | 78410G104 |
| GM | GENERAL MTRS CO | 297,500 | $7,527 | 0.2% | $23.47 | 0.0% | COM | 37045V100 |
| — | RESOURCE CAP CORP | 9,941,000 | $7,474 | 0.2% | $0.90 | — | NOTE 4.500% 8/1 | 76120WAC8 |
| — | GRUBHUB INC | 105,433 | $7,412 | 0.2% | $70.30 | — | COM | 400110102 |
| — | APTIV PLC | 95,000 | $7,402 | 0.2% | $77.92 | — | SHS | G6095L109 |
| — | LIVE NATION ENTERTAINMENT IN | 7,000,000 | $7,146 | 0.2% | $1.02 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| CRWD | CROWDSTRIKE HLDGS INC | 69,200 | $6,940 | 0.2% | $80.20 | 0.0% | CL A | 22788C105 |
| — | XERIS PHARMACEUTICALS INC | 7,000,000 | $6,939 | 0.2% | $0.99 | — | NOTE 5.000% 7/1 | 98422LAA5 |
| NI | NISOURCE INC | 300,000 | $6,822 | 0.2% | $22.67 | -12.0% | COM | 65473P105 |
| — | APPLIED OPTOELECTRONICS INC | 8,000,000 | $6,816 | 0.2% | $0.74 | — | NOTE 5.000% 3/1 | 03823UAB8 |
| FE | FIRSTENERGY CORP | 175,000 | $6,787 | 0.2% | $35.80 | -8.9% | COM | 337932107 |
| KKR | KKR & CO INC | 214,538 | $6,625 | 0.1% | $25.08 | +1.5% | COM | 48251W104 |
| — | BGC PARTNERS INC | 2,411,698 | $6,608 | 0.1% | $5.19 | — | CL A | 05541T101 |
| — | ELDORADO RESORTS INC | 160,000 | $6,410 | 0.1% | $40.06 | — | COM | 28470R102 |
| PANW | PALO ALTO NETWORKS INC | 27,801 | $6,385 | 0.1% | $35.23 | 0.0% | COM | 697435105 |
| — | SIRIUS XM HOLDINGS INC | 1,050,000 | $6,164 | 0.1% | $5.87 | — | COM | 82968B103 |
| EVRG | EVERGY INC | 100,000 | $5,929 | 0.1% | $52.03 | -9.0% | COM | 30034W106 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 551,130 | $5,914 | 0.1% | $10.73 | — | NY REGISTRY SH | 03938L203 |
| — | UNISYS CORP | 4,500,000 | $5,616 | 0.1% | $1.38 | — | NOTE 5.500% 3/0 | 909214BS6 |
| DD | DUPONT DE NEMOURS INC | 100,000 | $5,313 | 0.1% | — | — | Call | 26614N102 |
| SU | SUNCOR ENERGY INC NEW | 300,000 | $5,058 | 0.1% | $13.72 | 0.0% | COM | 867224107 |
| OBDC | OWL ROCK CAPITAL CORPORATION | 400,162 | $4,934 | 0.1% | $7.95 | -17.0% | COM | 69121K104 |
| CME | CME GROUP INC | 30,028 | $4,881 | 0.1% | $105.25 | +37.1% | COM | 12572Q105 |
| ETR | ENTERGY CORP NEW | 50,000 | $4,691 | 0.1% | $47.77 | -17.3% | COM | 29364G103 |
| SLB | SCHLUMBERGER LTD | 250,000 | $4,598 | 0.1% | $15.47 | 0.0% | COM | 806857108 |
| — | SPLUNK INC | 21,500 | $4,272 | 0.1% | $198.70 | — | COM | 848637104 |
| — | GOLDEN STAR RES LTD CDA | 4,365,000 | $4,222 | 0.1% | $1.00 | — | NOTE 7.000% 8/1 | 38119TAG9 |
| — | GCI LIBERTY INC | 58,854 | $4,186 | 0.1% | $71.13 | — | COM CLASS A | 36164V305 |
| — | LANNET INC | 500,000 | $3,630 | 0.1% | — | — | Put | 516012101 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 81,700 | $3,527 | 0.1% | $57.06 | — | COM UNIT RP LP | 559080106 |
| EPD | ENTERPRISE PRODS PARTNERS L | 190,000 | $3,452 | 0.1% | $24.59 | — | COM | 293792107 |
| ET | ENERGY TRANSFER LP | 477,750 | $3,402 | 0.1% | $13.09 | — | COM UT LTD PTN | 29273V100 |
| — | COLONY CAP INC | 3,500,000 | $3,266 | 0.1% | $0.83 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| AVTR | AVANTOR INC | 182,284 | $3,099 | 0.1% | $15.92 | +2.3% | COM | 05352A100 |
| NAVI | NAVIENT CORPORATION | 421,142 | $2,961 | 0.1% | $12.41 | -40.0% | COM | 63938C108 |
| DDOG | DATADOG INC | 32,429 | $2,820 | 0.1% | $60.88 | 0.0% | CL A COM | 23804L103 |
| — | UNITED STATES STL CORP NEW | 379,225 | $2,738 | 0.1% | $7.22 | — | COM | 912909108 |
| — | COUPA SOFTWARE INC | 9,800 | $2,715 | 0.1% | $277.04 | — | COM | 22266L106 |
| — | INVACARE CORP | 2,973,000 | $2,493 | 0.1% | $0.85 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | AMERICAN AIRLS GROUP INC | 2,500,000 | $2,355 | 0.1% | $0.94 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| ZS | ZSCALER INC | 20,600 | $2,256 | 0.1% | $83.11 | 0.0% | COM | 98980G102 |
| — | INSEEGO CORP | 1,835,000 | $1,943 | 0.0% | $1.06 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| BWA | BORGWARNER INC | 53,836 | $1,900 | 0.0% | $24.21 | 0.0% | COM | 099724106 |
| PFF | ISHARES TR | 54,500 | $1,888 | 0.0% | $34.64 | — | PFD AND INCM SEC | 464288687 |
| XOP | SPDR SER TR | 25,000 | $1,305 | 0.0% | $52.20 | — | S&P OILGAS EXP | 78468R556 |
| — | ZENDESK INC | 14,300 | $1,266 | 0.0% | $88.53 | — | COM | 98936J101 |
| BV | BRIGHTVIEW HLDGS INC | 100,000 | $1,120 | 0.0% | $12.11 | 0.0% | COM | 10948C107 |
| — | EQUITRANS MIDSTREAM CORP | 134,200 | $1,115 | 0.0% | $8.31 | — | COM | 294600101 |
| HUBS | HUBSPOT INC | 4,770 | $1,070 | 0.0% | $179.84 | 0.0% | COM | 443573100 |
| WES | WESTERN MIDSTREAM PARTNERS L | 94,550 | $949 | 0.0% | $31.36 | — | COM UNIT LP INT | 958669103 |
| — | TIFFANY & CO NEW | 7,500 | $915 | 0.0% | $133.65 | — | COM | 886547108 |
| — | LIVENT CORP | 132,355 | $815 | 0.0% | $6.16 | — | COM | 53814L108 |
| GOGO | GOGO INC | 250,000 | $790 | 0.0% | — | — | Put | 38046C109 |
| — | TAUBMAN CTRS INC | 20,000 | $755 | 0.0% | $41.88 | — | COM | 876664103 |
| — | XERIS PHARMACEUTICALS INC | 200,000 | $532 | 0.0% | $2.66 | — | COM | 98422L107 |
| BAND | BANDWIDTH INC | 3,400 | $432 | 0.0% | $68.17 | +48.1% | COM CL A | 05988J103 |
| — | BRISTOL-MYERS SQUIBB CO | 75,000 | $269 | 0.0% | $3.59 | — | RIGHT 99/99/9999 | 110122157 |
| — | INOVIO PHARMACEUTICALS INC | 7,979 | $215 | 0.0% | $26.95 | — | COM NEW | 45773H201 |
| — | MONTAGE RES CORP | 51,877 | $205 | 0.0% | $15.04 | — | COM | 61179L100 |
| DNR 6.375 12/31/24 REGS | DENBURY RES INC DEL | 1,348,000 | $199 | 0.0% | $0.65 | — | DEBT 6.375%12/3 | U2481AAK4 |
| EGLE 5 08/01/24 REGS | EAGLE BULK SHIPPING INC | 225,000 | $151 | 0.0% | $1.07 | — | DEBT 5.000% 8/0 | Y21898AA2 |
| — | CLOVIS ONCOLOGY INC | 14,473 | $98 | 0.0% | $6.36 | — | COM | 189464100 |
| — | FALCON MINERALS CORP | 1,072,500 | $97 | 0.0% | $0.99 | — | *W EXP 07/21/202 | 30607B208 |
| — | T-MOBILE US INC | 105,399 | $18 | 0.0% | $0.17 | — | RIGHT 07/27/2020 | 872590112 |