CIK: 0001080171 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 15, 2020
Total Value ($000): $1,184,377 (51.5% shares, 48.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | IAC INTERACTIVECORP | 2,070,596 | $371,113 | 31.3% | $218.99 | — | COM | 44919P508 |
| — | MICROCHIP TECHNOLOGY INC | 140,830,000 | $145,544 | 12.3% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | DISH NETWORK CORPORATION | 118,309,000 | $95,872 | 8.1% | $0.91 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| GLD | SPDR GOLD TRUST | 600,000 | $88,830 | 7.5% | $148.05 | — | Put | 78463V107 |
| — | EXACT SCIENCES CORP | 60,500,000 | $47,768 | 4.0% | $0.79 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | TESLA INC | 26,000,000 | $47,494 | 4.0% | $1.00 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | ON SEMICONDUCTOR CORP | 31,148,000 | $31,020 | 2.6% | $1.37 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | PALO ALTO NETWORKS INC | 26,575,000 | $25,716 | 2.2% | $0.97 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | TWITTER INC | 28,061,000 | $25,234 | 2.1% | $1.02 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | BLACKSTONE MTG TR INC | 28,508,000 | $22,664 | 1.9% | $1.04 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | OPKO HEALTH INC | 32,710,000 | $21,638 | 1.8% | $0.86 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | ZILLOW GROUP INC | 19,698,000 | $19,873 | 1.7% | $1.01 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | BRISTOL-MYERS SQUIBB CO | 5,225,000 | $19,855 | 1.7% | $3.01 | — | RIGHT 99/99/9999 | 110122157 |
| TMUS | T MOBILE US INC | 235,120 | $19,727 | 1.7% | $81.74 | 0.0% | COM | 872590104 |
| — | BLACKSTONE MTG TR INC | 23,439,000 | $18,517 | 1.6% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | LIBERTY MEDIA CORP DEL | 17,000,000 | $16,108 | 1.4% | $1.14 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | CLEVELAND CLIFFS INC | 14,500,000 | $10,317 | 0.9% | $1.20 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | LIBERTY MEDIA CORP | 13,547,000 | $7,654 | 0.6% | $0.67 | — | DEB 4.000%11/1 | 530715AG6 |
| GLNG | GOLAR LNG LTD | 780,200 | $6,148 | 0.5% | — | — | Put | G9456A100 |
| — | NUANCE COMMUNICATIONS INC | 6,000,000 | $5,749 | 0.5% | $0.96 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | HOSTESS BRANDS INC | 10,022,126 | $5,713 | 0.5% | $2.31 | — | *W EXP 11/04/202 | 44109J114 |
| — | EXACT SCIENCES CORP | 6,537,000 | $5,525 | 0.5% | $0.85 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | INTERPRIVATE ACQUISITION COR | 500,000 | $4,945 | 0.4% | $9.89 | — | UNIT 10/29/2024 | 46064A202 |
| GNRUQ | GREENROSE ACQUISITION CORP | 500,000 | $4,850 | 0.4% | $9.70 | — | UNIT 02/28/2024 | 395392202 |
| XLK | SELECT SECTOR SPDR TR | 59,900 | $4,814 | 0.4% | — | — | Call | 81369Y803 |
| XLK | SELECT SECTOR SPDR TR | 59,900 | $4,814 | 0.4% | — | — | Put | 81369Y803 |
| XLV | SELECT SECTOR SPDR TR | 54,000 | $4,783 | 0.4% | — | — | Put | 81369Y209 |
| XLV | SELECT SECTOR SPDR TR | 54,000 | $4,783 | 0.4% | — | — | Call | 81369Y209 |
| — | TILRAY INC | 14,750,000 | $4,735 | 0.4% | $0.32 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | JAZZ INVESTMENTS I LTD | 5,000,000 | $4,390 | 0.4% | $0.88 | — | NOTE 1.500% 8/1 | 472145AD3 |
| GLD | SPDR GOLD TRUST | 26,166 | $3,874 | 0.3% | $148.05 | — | GOLD SHS | 78463V107 |
| — | RADIUS HEALTH INC | 5,250,000 | $3,734 | 0.3% | $0.78 | — | NOTE 3.000% 9/0 | 750469AA6 |
| AM | ANTERO MIDSTREAM CORP | 1,700,500 | $3,571 | 0.3% | $2.61 | 0.0% | COM | 03676B102 |
| — | GOLAR LNG LTD | 5,500,000 | $3,523 | 0.3% | $0.64 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| GDX | VANECK VECTORS ETF TR | 150,000 | $3,456 | 0.3% | — | — | Put | 92189F106 |
| XLC | SELECT SECTOR SPDR TR | 76,800 | $3,398 | 0.3% | — | — | Call | 81369Y852 |
| XLC | SELECT SECTOR SPDR TR | 76,800 | $3,398 | 0.3% | — | — | Put | 81369Y852 |
| XLF | SELECT SECTOR SPDR TR | 161,800 | $3,369 | 0.3% | — | — | Put | 81369Y605 |
| XLF | SELECT SECTOR SPDR TR | 161,800 | $3,369 | 0.3% | — | — | Call | 81369Y605 |
| — | CLOVIS ONCOLOGY INC | 4,963,000 | $3,007 | 0.3% | $0.64 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | CHURCHILL CAP CORP III | 275,000 | $2,750 | 0.2% | $10.00 | — | UNIT 03/01/2027 | 17144C203 |
| — | CYTOKINETICS INC | 2,000,000 | $2,643 | 0.2% | $1.32 | — | NOTE 4.000%11/1 | 23282WAA8 |
| — | PURE ACQUISITION CORP | 250,100 | $2,599 | 0.2% | $10.37 | — | CL A | 74621Q106 |
| XLI | SELECT SECTOR SPDR TR | 43,100 | $2,543 | 0.2% | — | — | Call | 81369Y704 |
| XLI | SELECT SECTOR SPDR TR | 43,100 | $2,543 | 0.2% | — | — | Put | 81369Y704 |
| XLP | SELECT SECTOR SPDR TR | 44,800 | $2,440 | 0.2% | — | — | Put | 81369Y308 |
| XLP | SELECT SECTOR SPDR TR | 44,800 | $2,440 | 0.2% | — | — | Call | 81369Y308 |
| — | CHESAPEAKE ENERGY CORP | 32,100,000 | $2,376 | 0.2% | $0.57 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | NUVASIVE INC | 44,600 | $2,259 | 0.2% | $50.65 | — | COM | 670704105 |
| — | DFP HEALTHCARE ACQUISITNS CO | 200,000 | $1,970 | 0.2% | $9.85 | — | UNIT 03/31/2025 | 23343Q209 |
| OI | O-I GLASS INC | 269,392 | $1,915 | 0.2% | $10.03 | +8.8% | COM | 67098H104 |
| — | FLYING EAGLE ACQUISITION COR | 175,000 | $1,745 | 0.1% | $9.97 | — | UNIT 99/99/9999 | 34407Y202 |
| — | LIBERTY MEDIA CORP | 2,500,000 | $1,634 | 0.1% | $0.65 | — | DEB 3.750% 2/1 | 530715AL5 |
| BAND | BANDWIDTH INC | 22,000 | $1,480 | 0.1% | $68.17 | 0.0% | COM CL A | 05988J103 |
| — | CORNERSTONE BLDG BRANDS INC | 300,159 | $1,369 | 0.1% | $7.58 | — | COM | 21925D109 |
| — | GORES HLDGS IV INC | 125,000 | $1,259 | 0.1% | $10.07 | — | UNIT 02/01/2023 | 382865202 |
| — | SUPERIOR ENERGY SVCS INC | 773,883 | $1,138 | 0.1% | $5.01 | — | COM NEW | 868157306 |
| — | VERTIV HOLDINGS CO | 626,191 | $1,127 | 0.1% | $1.80 | — | *W EXP 06/12/202 | 92537N116 |
| — | AKAMAI TECHNOLOGIES INC | 1,000,000 | $1,121 | 0.1% | $1.12 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| XLU | SELECT SECTOR SPDR TR | 20,200 | $1,119 | 0.1% | — | — | Put | 81369Y886 |
| XLU | SELECT SECTOR SPDR TR | 20,200 | $1,119 | 0.1% | — | — | Call | 81369Y886 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 276,502 | $998 | 0.1% | $11.67 | -36.3% | COM | 024061103 |
| — | PAE INC | 650,000 | $969 | 0.1% | $1.49 | — | *W EXP 09/11/202 | 69290Y117 |
| XLRE | SELECT SECTOR SPDR TR | 30,000 | $930 | 0.1% | — | — | Put | 81369Y860 |
| XLRE | SELECT SECTOR SPDR TR | 30,000 | $930 | 0.1% | — | — | Call | 81369Y860 |
| XLE | SELECT SECTOR SPDR TR | 28,700 | $834 | 0.1% | $60.04 | — | Put | 81369Y506 |
| XLE | SELECT SECTOR SPDR TR | 28,700 | $834 | 0.1% | $60.04 | — | Call | 81369Y506 |
| — | SCVX CORP | 75,000 | $748 | 0.1% | $9.97 | — | UNIT 99/99/9999 | G79448109 |
| XLB | SELECT SECTOR SPDR TR | 16,600 | $748 | 0.1% | — | — | Put | 81369Y100 |
| XLB | SELECT SECTOR SPDR TR | 16,600 | $748 | 0.1% | — | — | Call | 81369Y100 |
| — | DMY TECHNOLOGY GROUP INC | 75,000 | $737 | 0.1% | $9.83 | — | UNIT 99/99/9999 | 233253202 |
| NIO | NIO INC | 246,600 | $686 | 0.1% | $2.55 | — | SPON ADS | 62914V106 |
| — | CITIC CAPITAL ACQUISITION CO | 69,000 | $683 | 0.1% | $9.90 | — | UNIT 99/99/9999 | G21513125 |
| — | AMC ENTMT HLDGS INC | 200,000 | $632 | 0.1% | $10.32 | — | CL A COM | 00165C104 |
| XLY | SELECT SECTOR SPDR TR | 4,500 | $441 | 0.0% | — | — | Call | 81369Y407 |
| XLY | SELECT SECTOR SPDR TR | 4,500 | $441 | 0.0% | — | — | Put | 81369Y407 |
| — | RANPAK HLDGS CORP | 375,000 | $431 | 0.0% | $1.15 | — | *W EXP 06/03/202 | 75321W111 |
| GT | GOODYEAR TIRE & RUBR CO | 65,750 | $383 | 0.0% | $10.92 | 0.0% | COM | 382550101 |
| — | DIAMOND EAGLE ACQUISITION CO | 132,833 | $380 | 0.0% | $2.86 | — | *W EXP 06/30/202 | 25258L117 |
| — | NEBULA ACQUISITION CORP | 276,341 | $279 | 0.0% | $1.30 | — | *W EXP 03/12/202 | 629076118 |
| CMLS | CUMULUS MEDIA INC | 49,780 | $270 | 0.0% | $11.98 | 0.0% | COM CLASS A | 231082801 |
| VALPQ | VALARIS PLC | 500,000 | $225 | 0.0% | — | — | Put | G9402V109 |
| — | MICHAELS COS INC | 112,000 | $181 | 0.0% | $1.62 | — | COM | 59408Q106 |
| OPK | OPKO HEALTH INC | 127,519 | $171 | 0.0% | $1.67 | -6.4% | COM | 68375N103 |
| — | PURE ACQUISITION CORP | 125,050 | $130 | 0.0% | $0.98 | — | *W EXP 04/17/202 | 74621Q114 |
| — | US ECOLOGY INC | 11,524 | $44 | 0.0% | $11.63 | — | *W EXP 10/17/202 | 91734M111 |
| — | KALEYRA INC | 50,000 | $43 | 0.0% | $1.14 | — | *W EXP 12/12/202 | 483379111 |