Location: Greenwich, CT
CIK: 0001080171 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 17, 2020
Total Value: $1.957B (53.5% shares, 46.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | IAC INTERACTIVECORP | 2,181,338 | $705M | 36.1% | — | — | COM | 44919P508 |
| — | DISH NETWORK CORPORATION | 191,971,000 | $177M | 9.0% | — | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | EXACT SCIENCES CORP | 128,584,000 | $124M | 6.3% | — | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | ZILLOW GROUP INC | 69,386,000 | $81.02M | 4.1% | — | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | SOUTHWEST AIRLS CO | 61,500,000 | $73.65M | 3.8% | — | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | TWITTER INC | 61,061,000 | $57.67M | 2.9% | — | — | NOTE 0.250% 6/1 | 90184LAF9 |
| GLD | SPDR GOLD TR | 344,000 | $57.58M | 2.9% | — | — | Put | 78463V107 |
| — | EXACT SCIENCES CORP | 51,692,000 | $53.81M | 2.7% | — | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | PALO ALTO NETWORKS INC | 48,325,000 | $51.78M | 2.6% | — | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | OPKO HEALTH INC | 43,635,000 | $45.7M | 2.3% | — | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | AMERICAN AIRLS GROUP INC | 37,500,000 | $35.44M | 1.8% | — | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | MICROCHIP TECHNOLOGY INC. | 20,912,000 | $30.9M | 1.6% | — | — | NOTE 1.625% 2/1 | 595017AF1 |
| AM | ANTERO MIDSTREAM CORP | 5,533,532 | $28.22M | 1.4% | — | — | COM | 03676B102 |
| — | ON SEMICONDUCTOR CORP | 23,648,000 | $27.61M | 1.4% | — | — | NOTE 1.000%12/0 | 682189AK1 |
| CCL | CARNIVAL CORP | 1,555,260 | $25.54M | 1.3% | — | — | UNIT 99/99/9999 | 143658300 |
| — | JAZZ INVESTMENTS I LTD | 27,400,000 | $25.16M | 1.3% | — | — | NOTE 1.500% 8/1 | 472145AD3 |
| AGNC | AGNC INVT CORP | 1,805,445 | $23.29M | 1.2% | — | — | COM | 00123Q104 |
| — | RADIUS HEALTH INC | 31,050,000 | $22.87M | 1.2% | — | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | PENN NATL GAMING INC | 13,000,000 | $19.54M | 1.0% | — | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | BLACKSTONE MTG TR INC | 20,739,000 | $19.17M | 1.0% | — | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | LIBERTY MEDIA CORP DEL | 17,000,000 | $17.93M | 0.9% | — | — | NOTE 1.375%10/1 | 531229AB8 |
| — | BRISTOL-MYERS SQUIBB CO | 3,756,272 | $13.45M | 0.7% | — | — | RIGHT 99/99/9999 | 110122157 |
| — | TILRAY INC | 27,000,000 | $12.49M | 0.6% | — | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | NIO INC | 11,000,000 | $10.81M | 0.6% | — | — | NOTE 4.500% 2/0 | 62914VAB2 |
| — | SUSTAINABLE OPPORTNTS ACQ CO | 975,000 | $9.848M | 0.5% | — | — | UNIT 99/99/9999 | G8598Y125 |
| M | MACYS INC | 1,400,000 | $9.632M | 0.5% | — | — | Put | 55616P104 |
| — | HOSTESS BRANDS INC | 10,054,001 | $8.646M | 0.4% | — | — | *W EXP 11/04/202 | 44109J114 |
| CUK | CARNIVAL PLC | 639,421 | $8.044M | 0.4% | — | — | ADR | 14365C103 |
| — | NEOGENOMICS INC | 7,000,000 | $7.525M | 0.4% | — | — | NOTE 1.250% 5/0 | 64049MAA8 |
| GLNG | GOLAR LNG LTD | 995,400 | $7.207M | 0.4% | — | — | Put | G9456A100 |
| XLK | SELECT SECTOR SPDR TR | 59,900 | $6.259M | 0.3% | — | — | Call | 81369Y803 |
| XLK | SELECT SECTOR SPDR TR | 59,900 | $6.259M | 0.3% | — | — | Put | 81369Y803 |
| IPOC/U | SOCIAL CAP HEDSPIA HLDG CO I | 500,000 | $5.935M | 0.3% | — | — | UNIT 99/99/9999 | G8251K123 |
| — | FOLEY TRASIMENE ACQUISTN COR | 525,000 | $5.602M | 0.3% | — | — | UNIT 99/99/9999 | 34431F203 |
| XLV | SELECT SECTOR SPDR TR | 54,000 | $5.404M | 0.3% | — | — | Call | 81369Y209 |
| XLV | SELECT SECTOR SPDR TR | 54,000 | $5.404M | 0.3% | — | — | Put | 81369Y209 |
| — | INTERPRIVATE ACQUISITION COR | 500,000 | $5.08M | 0.3% | — | — | UNIT 10/29/2024 | 46064A202 |
| — | KENSINGTON CAP ACQUISITION C | 500,000 | $5.01M | 0.3% | — | — | UNIT 07/01/2027 | 490073202 |
| GNRUQ | GREENROSE ACQUISITION CORP | 500,000 | $5.005M | 0.3% | — | — | UNIT 02/28/2024 | 395392202 |
| — | HUDSON EXECUTIVE INVT CORP | 467,900 | $4.796M | 0.2% | — | — | UNIT 06/21/2025 | 443761200 |
| — | LONGVIEW ACQUISITION CORP | 450,000 | $4.545M | 0.2% | — | — | UNIT 99/99/9999 | 543195200 |
| — | FORTRESS VALUE ACQUISITION C | 440,150 | $4.534M | 0.2% | — | — | UNIT 99/99/9999 | 34962V205 |
| — | VERTIV HOLDINGS CO | 1,068,148 | $4.262M | 0.2% | — | — | *W EXP 06/12/202 | 92537N116 |
| XLC | SELECT SECTOR SPDR TR | 76,800 | $4.15M | 0.2% | — | — | Call | 81369Y852 |
| XLC | SELECT SECTOR SPDR TR | 76,800 | $4.15M | 0.2% | — | — | Put | 81369Y852 |
| JWS/U | JAWS ACQUISITION CORP | 391,900 | $4.088M | 0.2% | — | — | UNIT 99/99/9999 | G50744120 |
| — | GOLAR LNG LTD | 5,500,000 | $4.077M | 0.2% | — | — | NOTE 2.750% 2/1 | 38046YAB7 |
| GDX | VANECK VECTORS ETF TR | 106,000 | $3.888M | 0.2% | — | — | Put | 92189F106 |
| XLF | SELECT SECTOR SPDR TR | 161,800 | $3.744M | 0.2% | — | — | Put | 81369Y605 |
| XLF | SELECT SECTOR SPDR TR | 161,800 | $3.744M | 0.2% | — | — | Call | 81369Y605 |
| — | CORNERSTONE BLDG BRANDS INC | 613,640 | $3.719M | 0.2% | — | — | COM | 21925D109 |
| — | SM ENERGY CO | 3,430,000 | $3.2M | 0.2% | — | — | NOTE 1.500% 7/0 | 78454LAM2 |
| TREB/U | TREBIA ACQUISITION CORP | 300,000 | $3.135M | 0.2% | — | — | UNIT 99/99/9999 | G9027T125 |
| — | CHURCHILL CAP CORP III | 275,000 | $3.11M | 0.2% | — | — | UNIT 03/01/2027 | 17144C203 |
| — | CLOVIS ONCOLOGY INC | 4,963,000 | $3.079M | 0.2% | — | — | NOTE 1.250% 5/0 | 189464AC4 |
| XLI | SELECT SECTOR SPDR TR | 43,100 | $2.961M | 0.2% | — | — | Put | 81369Y704 |
| XLI | SELECT SECTOR SPDR TR | 43,100 | $2.961M | 0.2% | — | — | Call | 81369Y704 |
| XLP | SELECT SECTOR SPDR TR | 44,800 | $2.627M | 0.1% | — | — | Put | 81369Y308 |
| XLP | SELECT SECTOR SPDR TR | 44,800 | $2.627M | 0.1% | — | — | Call | 81369Y308 |
| — | GIGCAPITAL3 INC | 250,000 | $2.51M | 0.1% | — | — | UNIT 99/99/9999 | 37519D206 |
| — | ZILLOW GROUP INC | 2,325,000 | $2.421M | 0.1% | — | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | BLACKSTONE MTG TR INC | 2,330,000 | $2.196M | 0.1% | — | — | NOTE 4.375% 5/0 | 09257WAB6 |
| HUBS | HUBSPOT INC | 9,600 | $2.154M | 0.1% | — | — | COM | 443573100 |
| — | DFP HEALTHCARE ACQUISITNS CO | 200,000 | $2.13M | 0.1% | — | — | UNIT 03/31/2025 | 23343Q209 |
| — | CC NEUBERGER PRINCIPAL HLDNG | 200,000 | $2.12M | 0.1% | — | — | UNIT 99/99/9999 | G1992Y106 |
| — | GS ACQUISITION HLDGS CORP II | 200,000 | $2.102M | 0.1% | — | — | UNIT 99/99/9999 | 36258Q204 |
| — | FLYING EAGLE ACQUISITION COR | 175,000 | $2.039M | 0.1% | — | — | UNIT 99/99/9999 | 34407Y202 |
| PD | PAGERDUTY INC | 56,700 | $1.623M | 0.1% | — | — | COM | 69553P100 |
| TROX | TRONOX HOLDINGS PLC | 220,000 | $1.588M | 0.1% | — | — | SHS | G9087Q102 |
| — | PAE INC | 650,000 | $1.567M | 0.1% | — | — | *W EXP 09/11/202 | 69290Y117 |
| — | GORES HLDGS IV INC | 125,000 | $1.3M | 0.1% | — | — | UNIT 02/01/2023 | 382865202 |
| IPOB/U | SOCIAL CAP HDOSPHIA HLDG CO | 100,000 | $1.256M | 0.1% | — | — | UNIT 99/99/9999 | G8250T117 |
| XLU | SELECT SECTOR SPDR TR | 20,200 | $1.14M | 0.1% | — | — | Call | 81369Y886 |
| XLU | SELECT SECTOR SPDR TR | 20,200 | $1.14M | 0.1% | — | — | Put | 81369Y886 |
| — | HERTZ GLOBAL HLDGS INC | 800,000 | $1.128M | 0.1% | — | — | COM | 42806J106 |
| XLE | SELECT SECTOR SPDR TR | 28,700 | $1.086M | 0.1% | — | — | Put | 81369Y506 |
| XLE | SELECT SECTOR SPDR TR | 28,700 | $1.086M | 0.1% | — | — | Call | 81369Y506 |
| — | DMY TECHNOLOGY GROUP INC | 100,100 | $1.059M | 0.1% | — | — | UNIT 99/99/9999 | 233253202 |
| XLRE | SELECT SECTOR SPDR TR | 30,000 | $1.044M | 0.1% | — | — | Call | 81369Y860 |
| XLRE | SELECT SECTOR SPDR TR | 30,000 | $1.044M | 0.1% | — | — | Put | 81369Y860 |
| LPRO | OPEN LENDING CORP | 63,300 | $956K | 0.0% | — | — | COM CL A | 68373J104 |
| XLB | SELECT SECTOR SPDR TR | 16,600 | $935K | 0.0% | — | — | Call | 81369Y100 |
| XLB | SELECT SECTOR SPDR TR | 16,600 | $935K | 0.0% | — | — | Put | 81369Y100 |
| — | OASIS PETROLEUM INC | 4,825,000 | $785K | 0.0% | — | — | NOTE 2.625% 9/1 | 674215AJ7 |
| OI | O-I GLASS INC | 86,892 | $780K | 0.0% | — | — | COM | 67098H104 |
| — | SCVX CORP | 75,000 | $777K | 0.0% | — | — | UNIT 99/99/9999 | G79448109 |
| — | CITIC CAPITAL ACQUISITION CO | 69,000 | $693K | 0.0% | — | — | UNIT 99/99/9999 | G21513125 |
| OPK | OPKO HEALTH INC | 193,409 | $660K | 0.0% | — | — | COM | 68375N103 |
| — | RANPAK HLDGS CORP | 375,000 | $581K | 0.0% | — | — | *W EXP 06/03/202 | 75321W111 |
| XLY | SELECT SECTOR SPDR TR | 4,500 | $575K | 0.0% | — | — | Call | 81369Y407 |
| XLY | SELECT SECTOR SPDR TR | 4,500 | $575K | 0.0% | — | — | Put | 81369Y407 |
| — | FUSION ACQUISITION CORP | 50,000 | $508K | 0.0% | — | — | UNIT 99/99/9999 | 36118H204 |
| VALPQ | VALARIS PLC | 500,000 | $326K | 0.0% | — | — | Put | G9402V109 |
| VALPQ | VALARIS PLC | 200,000 | $130K | 0.0% | — | — | SHS CLASS A | G9402V109 |
| — | US ECOLOGY INC | 11,524 | $55,000 | 0.0% | — | — | *W EXP 10/17/202 | 91734M111 |
| — | KALEYRA INC | 50,000 | $33,000 | 0.0% | — | — | *W EXP 12/12/202 | 483379111 |