CIK: 0001080171 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 17, 2020
Total Value ($000): $1,956,708 (53.5% shares, 46.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | IAC INTERACTIVECORP | 2,181,338 | $705,445 | 36.1% | $224.29 | — | COM | 44919P508 |
| — | DISH NETWORK CORPORATION | 191,971,000 | $176,827 | 9.0% | $0.91 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | EXACT SCIENCES CORP | 128,584,000 | $123,537 | 6.3% | $0.88 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | ZILLOW GROUP INC | 69,386,000 | $81,023 | 4.1% | $1.17 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | SOUTHWEST AIRLS CO | 61,500,000 | $73,646 | 3.8% | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | TWITTER INC | 61,061,000 | $57,675 | 2.9% | $0.98 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| GLD | SPDR GOLD TR | 344,000 | $57,575 | 2.9% | $148.05 | — | Put | 78463V107 |
| — | EXACT SCIENCES CORP | 51,692,000 | $53,809 | 2.7% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | PALO ALTO NETWORKS INC | 48,325,000 | $51,779 | 2.6% | $1.01 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | OPKO HEALTH INC | 43,635,000 | $45,700 | 2.3% | $0.91 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | AMERICAN AIRLS GROUP INC | 37,500,000 | $35,443 | 1.8% | $0.95 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | MICROCHIP TECHNOLOGY INC. | 20,912,000 | $30,898 | 1.6% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| AM | ANTERO MIDSTREAM CORP | 5,533,532 | $28,221 | 1.4% | $2.62 | +0.1% | COM | 03676B102 |
| — | ON SEMICONDUCTOR CORP | 23,648,000 | $27,607 | 1.4% | $1.37 | — | NOTE 1.000%12/0 | 682189AK1 |
| CCL | CARNIVAL CORP | 1,555,260 | $25,537 | 1.3% | $14.98 | 0.0% | UNIT 99/99/9999 | 143658300 |
| — | JAZZ INVESTMENTS I LTD | 27,400,000 | $25,155 | 1.3% | $0.91 | — | NOTE 1.500% 8/1 | 472145AD3 |
| AGNC | AGNC INVT CORP | 1,805,445 | $23,290 | 1.2% | $12.90 | — | COM | 00123Q104 |
| — | RADIUS HEALTH INC | 31,050,000 | $22,871 | 1.2% | $0.74 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | PENN NATL GAMING INC | 13,000,000 | $19,537 | 1.0% | $1.50 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | BLACKSTONE MTG TR INC | 20,739,000 | $19,171 | 1.0% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | LIBERTY MEDIA CORP DEL | 17,000,000 | $17,925 | 0.9% | $1.14 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | BRISTOL-MYERS SQUIBB CO | 3,756,272 | $13,447 | 0.7% | $3.01 | — | RIGHT 99/99/9999 | 110122157 |
| — | TILRAY INC | 27,000,000 | $12,488 | 0.6% | $0.39 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | NIO INC | 11,000,000 | $10,808 | 0.6% | $0.98 | — | NOTE 4.500% 2/0 | 62914VAB2 |
| — | SUSTAINABLE OPPORTNTS ACQ CO | 975,000 | $9,848 | 0.5% | $10.10 | — | UNIT 99/99/9999 | G8598Y125 |
| M | MACYS INC | 1,400,000 | $9,632 | 0.5% | — | — | Put | 55616P104 |
| — | HOSTESS BRANDS INC | 10,054,001 | $8,646 | 0.4% | $2.31 | — | *W EXP 11/04/202 | 44109J114 |
| CUK | CARNIVAL PLC | 639,421 | $8,044 | 0.4% | $12.58 | — | ADR | 14365C103 |
| — | NEOGENOMICS INC | 7,000,000 | $7,525 | 0.4% | $1.07 | — | NOTE 1.250% 5/0 | 64049MAA8 |
| GLNG | GOLAR LNG LTD | 995,400 | $7,207 | 0.4% | — | — | Put | G9456A100 |
| XLK | SELECT SECTOR SPDR TR | 59,900 | $6,259 | 0.3% | — | — | Call | 81369Y803 |
| XLK | SELECT SECTOR SPDR TR | 59,900 | $6,259 | 0.3% | — | — | Put | 81369Y803 |
| IPOC/U | SOCIAL CAP HEDSPIA HLDG CO I | 500,000 | $5,935 | 0.3% | $11.87 | — | UNIT 99/99/9999 | G8251K123 |
| — | FOLEY TRASIMENE ACQUISTN COR | 525,000 | $5,602 | 0.3% | $10.67 | — | UNIT 99/99/9999 | 34431F203 |
| XLV | SELECT SECTOR SPDR TR | 54,000 | $5,404 | 0.3% | — | — | Put | 81369Y209 |
| XLV | SELECT SECTOR SPDR TR | 54,000 | $5,404 | 0.3% | — | — | Call | 81369Y209 |
| — | INTERPRIVATE ACQUISITION COR | 500,000 | $5,080 | 0.3% | $9.89 | — | UNIT 10/29/2024 | 46064A202 |
| — | KENSINGTON CAP ACQUISITION C | 500,000 | $5,010 | 0.3% | $10.02 | — | UNIT 07/01/2027 | 490073202 |
| GNRUQ | GREENROSE ACQUISITION CORP | 500,000 | $5,005 | 0.3% | $9.70 | — | UNIT 02/28/2024 | 395392202 |
| — | HUDSON EXECUTIVE INVT CORP | 467,900 | $4,796 | 0.2% | $10.25 | — | UNIT 06/21/2025 | 443761200 |
| — | LONGVIEW ACQUISITION CORP | 450,000 | $4,545 | 0.2% | $10.10 | — | UNIT 99/99/9999 | 543195200 |
| — | FORTRESS VALUE ACQUISITION C | 440,150 | $4,534 | 0.2% | $10.30 | — | UNIT 99/99/9999 | 34962V205 |
| — | VERTIV HOLDINGS CO | 1,068,148 | $4,262 | 0.2% | $2.71 | — | *W EXP 06/12/202 | 92537N116 |
| XLC | SELECT SECTOR SPDR TR | 76,800 | $4,150 | 0.2% | — | — | Put | 81369Y852 |
| XLC | SELECT SECTOR SPDR TR | 76,800 | $4,150 | 0.2% | — | — | Call | 81369Y852 |
| JWS/U | JAWS ACQUISITION CORP | 391,900 | $4,088 | 0.2% | $10.43 | — | UNIT 99/99/9999 | G50744120 |
| — | GOLAR LNG LTD | 5,500,000 | $4,077 | 0.2% | $0.64 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| GDX | VANECK VECTORS ETF TR | 106,000 | $3,888 | 0.2% | — | — | Put | 92189F106 |
| XLF | SELECT SECTOR SPDR TR | 161,800 | $3,744 | 0.2% | — | — | Call | 81369Y605 |
| XLF | SELECT SECTOR SPDR TR | 161,800 | $3,744 | 0.2% | — | — | Put | 81369Y605 |
| — | CORNERSTONE BLDG BRANDS INC | 613,640 | $3,719 | 0.2% | $6.80 | — | COM | 21925D109 |
| — | SM ENERGY CO | 3,430,000 | $3,200 | 0.2% | $0.93 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| TREB/U | TREBIA ACQUISITION CORP | 300,000 | $3,135 | 0.2% | $10.45 | — | UNIT 99/99/9999 | G9027T125 |
| — | CHURCHILL CAP CORP III | 275,000 | $3,110 | 0.2% | $10.00 | — | UNIT 03/01/2027 | 17144C203 |
| — | CLOVIS ONCOLOGY INC | 4,963,000 | $3,079 | 0.2% | $0.64 | — | NOTE 1.250% 5/0 | 189464AC4 |
| XLI | SELECT SECTOR SPDR TR | 43,100 | $2,961 | 0.2% | — | — | Call | 81369Y704 |
| XLI | SELECT SECTOR SPDR TR | 43,100 | $2,961 | 0.2% | — | — | Put | 81369Y704 |
| XLP | SELECT SECTOR SPDR TR | 44,800 | $2,627 | 0.1% | — | — | Call | 81369Y308 |
| XLP | SELECT SECTOR SPDR TR | 44,800 | $2,627 | 0.1% | — | — | Put | 81369Y308 |
| — | GIGCAPITAL3 INC | 250,000 | $2,510 | 0.1% | $10.04 | — | UNIT 99/99/9999 | 37519D206 |
| — | ZILLOW GROUP INC | 2,325,000 | $2,421 | 0.1% | $1.04 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | BLACKSTONE MTG TR INC | 2,330,000 | $2,196 | 0.1% | $1.04 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| HUBS | HUBSPOT INC | 9,600 | $2,154 | 0.1% | $179.84 | 0.0% | COM | 443573100 |
| — | DFP HEALTHCARE ACQUISITNS CO | 200,000 | $2,130 | 0.1% | $9.85 | — | UNIT 03/31/2025 | 23343Q209 |
| — | CC NEUBERGER PRINCIPAL HLDNG | 200,000 | $2,120 | 0.1% | $10.60 | — | UNIT 99/99/9999 | G1992Y106 |
| — | GS ACQUISITION HLDGS CORP II | 200,000 | $2,102 | 0.1% | $10.51 | — | UNIT 99/99/9999 | 36258Q204 |
| — | FLYING EAGLE ACQUISITION COR | 175,000 | $2,039 | 0.1% | $9.97 | — | UNIT 99/99/9999 | 34407Y202 |
| PD | PAGERDUTY INC | 56,700 | $1,623 | 0.1% | $24.11 | 0.0% | COM | 69553P100 |
| TROX | TRONOX HOLDINGS PLC | 220,000 | $1,588 | 0.1% | $6.60 | 0.0% | SHS | G9087Q102 |
| — | PAE INC | 650,000 | $1,567 | 0.1% | $1.49 | — | *W EXP 09/11/202 | 69290Y117 |
| — | GORES HLDGS IV INC | 125,000 | $1,300 | 0.1% | $10.07 | — | UNIT 02/01/2023 | 382865202 |
| IPOB/U | SOCIAL CAP HDOSPHIA HLDG CO | 100,000 | $1,256 | 0.1% | $12.56 | — | UNIT 99/99/9999 | G8250T117 |
| XLU | SELECT SECTOR SPDR TR | 20,200 | $1,140 | 0.1% | — | — | Put | 81369Y886 |
| XLU | SELECT SECTOR SPDR TR | 20,200 | $1,140 | 0.1% | — | — | Call | 81369Y886 |
| — | HERTZ GLOBAL HLDGS INC | 800,000 | $1,128 | 0.1% | $1.41 | — | COM | 42806J106 |
| XLE | SELECT SECTOR SPDR TR | 28,700 | $1,086 | 0.1% | — | — | Call | 81369Y506 |
| XLE | SELECT SECTOR SPDR TR | 28,700 | $1,086 | 0.1% | — | — | Put | 81369Y506 |
| — | DMY TECHNOLOGY GROUP INC | 100,100 | $1,059 | 0.1% | $10.02 | — | UNIT 99/99/9999 | 233253202 |
| XLRE | SELECT SECTOR SPDR TR | 30,000 | $1,044 | 0.1% | — | — | Put | 81369Y860 |
| XLRE | SELECT SECTOR SPDR TR | 30,000 | $1,044 | 0.1% | — | — | Call | 81369Y860 |
| LPRO | OPEN LENDING CORP | 63,300 | $956 | 0.0% | $11.33 | 0.0% | COM CL A | 68373J104 |
| XLB | SELECT SECTOR SPDR TR | 16,600 | $935 | 0.0% | — | — | Put | 81369Y100 |
| XLB | SELECT SECTOR SPDR TR | 16,600 | $935 | 0.0% | — | — | Call | 81369Y100 |
| — | OASIS PETROLEUM INC | 4,825,000 | $785 | 0.0% | $0.16 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| OI | O-I GLASS INC | 86,892 | $780 | 0.0% | $10.03 | -22.9% | COM | 67098H104 |
| — | SCVX CORP | 75,000 | $777 | 0.0% | $9.97 | — | UNIT 99/99/9999 | G79448109 |
| — | CITIC CAPITAL ACQUISITION CO | 69,000 | $693 | 0.0% | $9.90 | — | UNIT 99/99/9999 | G21513125 |
| OPK | OPKO HEALTH INC | 193,409 | $660 | 0.0% | $1.87 | +20.0% | COM | 68375N103 |
| — | RANPAK HLDGS CORP | 375,000 | $581 | 0.0% | $1.15 | — | *W EXP 06/03/202 | 75321W111 |
| XLY | SELECT SECTOR SPDR TR | 4,500 | $575 | 0.0% | — | — | Call | 81369Y407 |
| XLY | SELECT SECTOR SPDR TR | 4,500 | $575 | 0.0% | — | — | Put | 81369Y407 |
| — | FUSION ACQUISITION CORP | 50,000 | $508 | 0.0% | $10.16 | — | UNIT 99/99/9999 | 36118H204 |
| VALPQ | VALARIS PLC | 500,000 | $326 | 0.0% | $0.65 | — | Put | G9402V109 |
| VALPQ | VALARIS PLC | 200,000 | $130 | 0.0% | $0.65 | — | SHS CLASS A | G9402V109 |
| — | US ECOLOGY INC | 11,524 | $55 | 0.0% | $11.63 | — | *W EXP 10/17/202 | 91734M111 |
| — | KALEYRA INC | 50,000 | $33 | 0.0% | $1.14 | — | *W EXP 12/12/202 | 483379111 |