CIK: 0000860662 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: May 14, 2024
Total Value: $316M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | ANYWHERE REAL ESTATE INC | 9,692,993 | $78.61M | 24.9% | $8.11 | $10.39 | — | COM | 75605Y106 |
| — | NCL CORP LTD | 18,250,000 | $27.46M | 8.7% | $1.50 | $2.14 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | STARWOOD PPTY TR INC | 19,500,000 | $20.95M | 6.6% | $1.07 | $1.04 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | REALOGY GRP LLC/REALOGY CO | 23,827,000 | $18.68M | 5.9% | $0.78 | $0.78 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | AMERICAN AIRLINES GROUP INC | 15,000,000 | $16.61M | 5.3% | $1.11 | $1.12 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | MARRIOTT VACATIONS WORLDWIDE | 17,500,000 | $15.48M | 4.9% | $0.88 | $0.88 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | SPLUNK INC | 75,000 | $11.43M | 3.6% | $152.35 | $152.35 | — | COM | 848637104 |
| — | PIONEER NAT RES CO | 45,000 | $10.12M | 3.2% | $224.88 | $224.88 | — | COM | 723787107 |
| NEE | NEXTERA ENERGY INC | 166,200 | $10.09M | 3.2% | $60.74 * | $55.69 | -4.0% | COM | 65339F101 |
| — | WOLFSPEED INC | 12,000,000 | $8.178M | 2.6% | $0.68 | $0.68 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | HESS CORP | 55,000 | $7.929M | 2.5% | $144.16 | $144.16 | — | COM | 42809H107 |
| — | TEXTAINER GROUP HOLDINGS LTD | 150,000 | $7.38M | 2.3% | $49.20 | $49.20 | — | SHS | G8766E109 |
| — | DISH NETWORK CORPORATION | 12,605,000 | $6.681M | 2.1% | $0.53 | $0.90 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | INSIGHT ACQUISITION CORP | 587,999 | $6.345M | 2.0% | $10.79 | — | — | Call | 45784L118 |
| — | KARUNA THERAPEUTICS INC | 20,000 | $6.33M | 2.0% | $316.51 | $316.51 | — | COM | 48576A100 |
| — | ALTERYX INC | 120,000 | $5.659M | 1.8% | $47.16 | $47.16 | — | COM CL A | 02156B103 |
| — | FUTURE HEALTH ESG CORP | 490,000 | $5.228M | 1.7% | $10.67 | — | — | Call | 36118W110 |
| — | UNITED STATES STL CORP NEW | 87,500 | $4.257M | 1.3% | $48.65 | $48.65 | — | COM | 912909108 |
| — | CINEMARK HLDGS INC | 3,500,000 | $4.228M | 1.3% | $1.21 | $1.59 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | WESTROCK CO | 100,000 | $4.152M | 1.3% | $41.52 | $41.52 | — | COM | 96145D105 |
| — | PHYSICIANS RLTY TR | 279,000 | $3.713M | 1.2% | $13.31 | $13.31 | — | COM | 71943U104 |
| — | BLUEGREEN VACATIONS HLDG COR | 45,000 | $3.38M | 1.1% | $75.12 | $75.12 | — | CLASS A | 096308101 |
| CPRI | CAPRI HOLDINGS LIMITED | 63,752 | $3.203M | 1.0% | $50.24 | $45.35 | +10.0% | SHS | G1890L107 |
| — | AMEDISYS INC | 26,057 | $2.477M | 0.8% | $95.06 | $95.06 | — | COM | 023436108 |
| — | IMMUNOGEN INC | 80,000 | $2.372M | 0.8% | $29.65 | $29.65 | — | COM | 45253H101 |
| XOM | EXXON MOBIL CORP | 23,435 | $2.343M | 0.7% | $99.98 * | $97.59 | 0.0% | COM | 30231G102 |
| MITT | AG MTG INVT TR INC | 288,290 | $1.825M | 0.6% | $6.33 | $10.45 | — | COM NEW | 001228501 |
| — | LUMENTUM HLDGS INC | 2,000,000 | $1.574M | 0.5% | $0.79 | $0.79 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | CORNER GROWTH ACQUISITN CORP | 133,333 | $1.549M | 0.5% | $11.62 | — | — | Call | G2426E120 |
| TGAWF | TARGET GLOBAL ACQUISI I CORP | 133,333 | $1.472M | 0.5% | $11.04 | — | — | Call | G8675N125 |
| — | TWELVE SEAS INVESTMENT CO II | 133,332 | $1.408M | 0.4% | $10.56 | — | — | Call | 90118T114 |
| — | LUMENTUM HLDGS INC | 1,500,000 | $1.337M | 0.4% | $0.89 | $0.84 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | FRONTIER INVESTMENT CORP | 99,999 | $1.32M | 0.4% | $13.20 | — | — | Call | G36816125 |
| — | ARES ACQUISITION CORP II | 100,000 | $1.05M | 0.3% | $10.50 | $10.25 | — | UNIT 99/99/9999 | G33033112 |
| — | NABORS ENERGY TRANSITION COR | 100,000 | $1.048M | 0.3% | $10.48 | $10.26 | — | UNIT 99/99/9999 | G6363K122 |
| — | PATRIA LATIN AMRCN OPPRNTY A | 75,000 | $833K | 0.3% | $11.10 | — | — | Call | G69454117 |
| TLSIW | TRISALUS LIFE SCIENCES INC | 95,808 | $810K | 0.3% | $8.45 | — | — | Call | 89680M119 |
| BLEUW | BLEUACACIA LTD | 75,000 | $806K | 0.3% | $10.75 | — | — | Call | G11728113 |
| — | QUADRO ACQUISITION ONE CORP | 66,666 | $723K | 0.2% | $10.84 | — | — | Call | G52807115 |
| — | EXCELFIN ACQUISITION CORP | 50,000 | $536K | 0.2% | $10.71 | — | — | Call | 30069X110 |
| HYAC/U | HAYMAKER ACQUISITION CORP IV | 50,000 | $517K | 0.2% | $10.33 | $10.45 | — | UNIT 99/99/9999 | G4375F124 |
| CMCAW | CAPITALWORKS EMNG MKTS ACQST | 37,500 | $408K | 0.1% | $10.88 | — | — | Call | G1889L126 |
| — | RCF ACQUISITION CORP | 33,100 | $363K | 0.1% | $10.98 | — | — | Call | G7330C110 |
| — | ZURA BIO LTD | 75,000 | $350K | 0.1% | $4.67 | — | — | Call | G9TY5A119 |
| PAYO | PAYONEER GLOBAL INC | 83,946 | $350K | 0.1% | $4.17 * | $9.72 | -43.3% | COM | 70451X104 |
| FBYDW | FALCONS BEYOND GLOBAL INC | 25,000 | $308K | 0.1% | $12.30 | — | — | Call | 306121112 |
| — | THUNDER BRDG CAP PRTNRS IV I | 30,000 | $307K | 0.1% | $10.22 | — | — | Call | 88605L115 |
| — | MOUNTAIN & CO I ACQUISITN CO | 25,000 | $283K | 0.1% | $11.30 | — | — | Call | G6301J112 |
| — | AP ACQUISITION CORP | 25,000 | $278K | 0.1% | $11.13 | — | — | Call | G04058114 |
| PGYWW | PAGAYA TECHNOLOGIES LTD | 199,999 | $276K | 0.1% | $1.38 | — | — | Call | M7S64L107 |
| EVTWF | VERTICAL AEROSPACE LTD | 400,000 | $275K | 0.1% | $0.69 | — | — | Call | G9471C115 |
| — | DP CAP ACQUISITION CORP I | 25,000 | $272K | 0.1% | $10.89 | — | — | Call | G2R05B126 |
| — | L CATTERTON ASIA ACQUISITION | 25,000 | $270K | 0.1% | $10.78 | — | — | Call | G5346G117 |
| MDAIW | SPECTRAL AI INC | 99,999 | $246K | 0.1% | $2.46 | — | — | Call | 84757T113 |
| — | SPIRIT RLTY CAP INC NEW | 5,546 | $242K | 0.1% | $43.69 | $43.69 | — | COM NEW | 84860W300 |
| LZM/WS | LIFEZONE METALS LIMITED | 25,000 | $226K | 0.1% | $9.04 | — | — | Call | G5568L117 |
| CTSWF | CACTUS ACQUISITION CORP 1 LT | 20,000 | $219K | 0.1% | $10.93 | — | — | Call | G1745A124 |
| RMGWF | RMG ACQUISITION CORP III | 15,000 | $157K | 0.0% | $10.45 | — | — | Call | G76088122 |
| DRTSW | ALPHA TAU MEDICAL LTD | 50,000 | $151K | 0.0% | $3.01 | — | — | Call | M0740A116 |
| OCSAW | OCULIS HOLDING AG | 13,333 | $150K | 0.0% | $11.23 | — | — | Call | H5870P110 |
| XBPEW | XBP EUROPE HOLDINGS INC | 25,000 | $133K | 0.0% | $5.30 | — | — | Call | 98400V119 |
| RDZNW | ROADZEN INC | 25,000 | $127K | 0.0% | $5.09 | — | — | Call | G7606H116 |
| — | CHURCHILL CAPITAL CORP VII | 10,000 | $105K | 0.0% | $10.50 | — | — | Call | 17144M110 |
| AUROW | AURORA INNOVATION INC | 22,499 | $98,321 | 0.0% | $4.37 | — | — | Call | 051774115 |
| — | TERRAN ORBITAL CORPORATION | 66,666 | $75,999 | 0.0% | $1.14 | — | — | Call | 88105P111 |
| BBAI/WS | BIGBEAR AI HLDGS INC | 33,333 | $71,333 | 0.0% | $2.14 | — | — | Call | 08975B117 |
| LANV/WS | LANVIN GROUP HOLDINGS LIMITE | 20,000 | $59,000 | 0.0% | $2.95 | — | — | Call | G5380J118 |
| SPWRW | COMPLETE SOLARIA INC | 25,000 | $40,125 | 0.0% | $1.60 | — | — | Call | 20460L112 |
| PIIIW | P3 HEALTH PARTNERS INC | 16,666 | $23,499 | 0.0% | $1.41 | — | — | Call | 744413113 |
| MVLAW | MOVELLA HOLDINGS INC | 14,000 | $8,470 | 0.0% | $0.60 | — | — | Call | 62459N113 |
| — | BLEUACACIA LTD | 150,000 | $7,500 | 0.0% | $0.05 | — | — | Call | G11728139 |