CIK: 0001080171 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 18, 2020
Total Value ($000): $1,513,249 (44.6% shares, 55.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | IAC INTERACTIVECORP | 1,557,059 | $387,879 | 25.6% | $232.10 | — | COM | 44919P508 |
| — | MICROCHIP TECHNOLOGY INC | 163,298,000 | $233,108 | 15.4% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | TESLA INC | 107,500,000 | $162,790 | 10.8% | $1.00 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | DISH NETWORK CORP | 91,222,000 | $88,327 | 5.8% | $0.94 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| XLE | SELECT SECTOR SPDR TR | 1,300,000 | $78,052 | 5.2% | $60.04 | — | Put | 81369Y506 |
| — | ON SEMICONDUCTOR CORP | 53,148,000 | $72,361 | 4.8% | $1.37 | — | NOTE 1.000%12/0 | 682189AK1 |
| GLD | SPDR GOLD TRUST | 400,000 | $57,160 | 3.8% | — | — | Put | 78463V107 |
| — | TWITTER INC | 57,500,000 | $55,703 | 3.7% | $1.02 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | ZILLOW GROUP INC | 27,690,000 | $31,045 | 2.1% | $1.01 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | BLACKSTONE MTG TR INC | 27,260,000 | $29,074 | 1.9% | $1.05 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | CLARIVATE ANALYTICS PLC | 4,948,728 | $28,604 | 1.9% | $5.31 | — | *W EXP 05/13/202 | G21810117 |
| — | CLEVELAND CLIFFS INC | 22,000,000 | $26,353 | 1.7% | $1.20 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | BLACKSTONE MTG TR INC | 19,749,000 | $21,221 | 1.4% | $1.01 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | OPKO HEALTH INC | 26,450,000 | $20,818 | 1.4% | $0.91 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| VALPQ | VALARIS PLC | 2,850,000 | $18,696 | 1.2% | — | — | Put | G9402V109 |
| — | HOSTESS BRANDS INC | 10,001,786 | $18,653 | 1.2% | $2.31 | — | *W EXP 11/04/202 | 44109J114 |
| — | CLOVIS ONCOLOGY INC | 27,963,000 | $17,966 | 1.2% | $0.64 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | LIBERTY MEDIA CORP DELAWARE | 12,500,000 | $16,851 | 1.1% | $1.20 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | BRISTOL MYERS SQUIBB CO | 5,591,743 | $16,831 | 1.1% | $3.01 | — | RIGHT 99/99/9999 | 110122157 |
| — | RADIUS HEALTH INC | 16,500,000 | $14,015 | 0.9% | $0.78 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | LIBERTY MEDIA CORP | 17,053,000 | $11,980 | 0.8% | $0.67 | — | DEB 4.000%11/1 | 530715AG6 |
| XLE | SELECT SECTOR SPDR TR | 189,723 | $11,391 | 0.8% | $60.04 | — | ENERGY | 81369Y506 |
| — | CHESAPEAKE ENERGY CORP | 21,000,000 | $10,214 | 0.7% | $0.84 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | TRANSOCEAN INC | 10,000,000 | $10,013 | 0.7% | $0.82 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | NEBULA ACQUISITION CORP | 880,024 | $9,275 | 0.6% | $10.49 | — | COM CLASS A | 629076100 |
| — | LIBERTY MEDIA CORP | 11,000,000 | $7,631 | 0.5% | $0.65 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | AVAYA HLDGS CORP | 7,500,000 | $6,694 | 0.4% | $0.89 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | SUPERIOR ENERGY SVCS INC | 951,914 | $4,769 | 0.3% | $5.01 | — | COM NEW | 868157306 |
| GDX | VANECK VECTORS ETF TRUST | 150,000 | $4,392 | 0.3% | — | — | Put | 92189F106 |
| EEFT | EURONET WORLDWIDE INC | 24,800 | $3,907 | 0.3% | $127.04 | +18.8% | COM | 298736109 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 354,122 | $3,810 | 0.3% | $11.67 | -18.4% | COM | 024061103 |
| ILMN | ILLUMINA INC | 11,100 | $3,682 | 0.2% | $311.09 | -2.6% | COM | 452327109 |
| — | MOSAIC ACQUISITION CORP | 327,431 | $3,368 | 0.2% | $10.33 | — | COM CL A | 61946M100 |
| — | EVERBRIDGE INC | 38,100 | $2,975 | 0.2% | $78.08 | — | COM | 29978A104 |
| OI | O-I GLASS INC | 236,250 | $2,818 | 0.2% | $9.90 | 0.0% | COM | 67098H104 |
| OPK | OPKO HEALTH INC | 1,810,746 | $2,662 | 0.2% | $1.67 | 0.0% | COM | 68375N103 |
| — | PURE ACQUISITION CORP | 250,100 | $2,594 | 0.2% | $10.37 | — | CL A | 74621Q106 |
| — | CORNERSTONE BLDG BRANDS INC | 295,000 | $2,510 | 0.2% | $7.63 | — | COM | 21925D109 |
| — | MFA FINL INC | 2,000,000 | $2,094 | 0.1% | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | QEP RES INC | 388,100 | $1,746 | 0.1% | $4.15 | — | COM | 74733V100 |
| — | AMC ENTMT HLDGS INC | 230,270 | $1,667 | 0.1% | $10.32 | — | CL A COM | 00165C104 |
| — | GS ACQUISITION HLDGS CORP | 510,300 | $1,176 | 0.1% | $2.30 | — | *W EXP 06/12/202 | 36255F110 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 12,400 | $1,048 | 0.1% | $92.68 | -18.5% | COM | 09061G101 |
| — | MATCH GROUP INC | 12,665 | $1,040 | 0.1% | $71.44 | — | COM | 57665R106 |
| NIO | NIO INC | 246,600 | $991 | 0.1% | $2.55 | — | SPON ADS | 62914V106 |
| — | MCDERMOTT INTL INC | 1,198,424 | $811 | 0.1% | $2.02 | — | COM | 580037703 |
| — | INTELSAT S A | 1,000,000 | $668 | 0.0% | $0.67 | — | NOTE 4.500% 6/1 | 45790VAB6 |
| — | CHESAPEAKE ENERGY CORP | 750,000 | $619 | 0.0% | $0.83 | — | COM | 165167107 |
| — | VIRGIN GALACTIC HOLDINGS INC | 135,038 | $452 | 0.0% | $3.35 | — | *W EXP 11/25/202 | 92766K114 |
| — | NEBULA ACQUISITION CORP | 276,341 | $359 | 0.0% | $1.30 | — | *W EXP 03/12/202 | 629076118 |
| — | US ECOLOGY INC | 11,524 | $134 | 0.0% | $11.63 | — | *W EXP 10/17/202 | 91734M111 |
| — | PURE ACQUISITION CORP | 125,050 | $123 | 0.0% | $0.98 | — | *W EXP 04/17/202 | 74621Q114 |
| — | MOSAIC ACQUISITION CORP | 74,181 | $72 | 0.0% | $1.15 | — | *W EXP 10/23/202 | 61946M118 |
| — | KALEYRA INC | 50,000 | $57 | 0.0% | $1.14 | — | *W EXP 12/12/202 | 483379111 |