CIK: 0000860662 · Show all filings
Period: Q1 2024 (← Previous) (Next →)
Filing Date: May 14, 2024
Total Value: $301M (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 | $59.9M | 19.9% | $6.18 | $10.39 | — | COM | 75605Y106 |
| — | STARWOOD PPTY TR INC | 27,250,000 | $28.89M | 9.6% | $1.06 | $1.05 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | NCL CORP LTD | 17,750,000 | $27.04M | 9.0% | $1.52 | $2.14 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | REALOGY GRP LLC/REALOGY CO | 24,587,000 | $19.49M | 6.5% | $0.79 | $0.78 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | PIONEER NAT RES CO | 70,119 | $18.41M | 6.1% | $262.50 | $238.36 | — | COM | 723787107 |
| — | AMERICAN AIRLINES GROUP INC | 15,000,000 | $17.39M | 5.8% | $1.16 | $1.12 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | MARRIOTT VACATIONS WORLDWIDE | 18,000,000 | $16.88M | 5.6% | $0.94 | $0.89 | — | NOTE 3.250%12/1 | 57164YAF4 |
| NEE | NEXTERA ENERGY INC | 166,200 | $10.62M | 3.5% | $63.91 * | $55.69 | -0.5% | COM | 65339F101 |
| — | CINEMARK HLDGS INC | 7,500,000 | $10.4M | 3.5% | $1.39 | $1.48 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | M D C HLDGS INC | 160,000 | $10.07M | 3.3% | $62.91 | $62.91 | — | COM | 552676108 |
| — | HESS CORP | 55,000 | $8.395M | 2.8% | $152.64 | $144.16 | — | COM | 42809H107 |
| — | WOLFSPEED INC | 14,500,000 | $8.092M | 2.7% | $0.56 | $0.66 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | MASONITE INTL CORP | 55,000 | $7.23M | 2.4% | $131.45 | $131.45 | — | COM | 575385109 |
| — | AG MTG INVT TR INC | 7,130,000 | $7.077M | 2.4% | $0.99 | $0.99 | — | NOTE 6.750% 9/1 | 95790DAD7 |
| — | INSIGHT ACQUISITION CORP | 587,999 | $6.333M | 2.1% | $10.77 | — | — | Call | 45784L118 |
| — | WESTROCK CO | 125,000 | $6.181M | 2.1% | $49.45 | $43.11 | — | COM | 96145D105 |
| — | FUTURE HEALTH ESG CORP | 490,000 | $5.282M | 1.8% | $10.78 | — | — | Call | 36118W110 |
| CPRI | CAPRI HOLDINGS LIMITED | 90,000 | $4.077M | 1.4% | $45.30 * | $46.02 | +3.5% | SHS | G1890L107 |
| — | ENERPLUS CORP | 175,000 | $3.441M | 1.1% | $19.66 | $19.66 | — | COM | 292766102 |
| — | UNITED STATES STL CORP NEW | 72,500 | $2.957M | 1.0% | $40.78 | $48.65 | — | COM | 912909108 |
| — | SHAKE SHACK INC | 3,000,000 | $2.717M | 0.9% | $0.91 | $0.91 | — | NOTE 3/0 | 819047AB7 |
| — | HAWAIIAN HOLDINGS INC | 150,000 | $2M | 0.7% | $13.33 | $13.33 | — | COM | 419879101 |
| MITT | AG MTG INVT TR INC | 288,290 | $1.764M | 0.6% | $6.12 | $10.45 | — | COM NEW | 001228501 |
| — | CORNER GROWTH ACQUISITN CORP | 133,333 | $1.532M | 0.5% | $11.49 | — | — | Call | G2426E120 |
| TGAWF | TARGET GLOBAL ACQUISI I CORP | 133,333 | $1.492M | 0.5% | $11.19 | — | — | Call | G8675N125 |
| — | TWELVE SEAS INVESTMENT CO II | 133,332 | $1.44M | 0.5% | $10.80 | — | — | Call | 90118T114 |
| — | ARES ACQUISITION CORP II | 100,000 | $1.059M | 0.4% | $10.59 | $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 |
| TLSIW | TRISALUS LIFE SCIENCES INC | 95,808 | $934K | 0.3% | $9.75 | — | — | Call | 89680M119 |
| — | PATRIA LATIN AMRCN OPPRNTY A | 75,000 | $847K | 0.3% | $11.29 | — | — | Call | G69454117 |
| BLEUW | BLEUACACIA LTD | 75,000 | $799K | 0.3% | $10.65 | — | — | Call | G11728113 |
| — | QUADRO ACQUISITION ONE CORP | 66,666 | $731K | 0.2% | $10.97 | — | — | Call | G52807115 |
| — | EXCELFIN ACQUISITION CORP | 50,000 | $547K | 0.2% | $10.93 | — | — | Call | 30069X110 |
| HYAC/U | HAYMAKER ACQUISITION CORP IV | 50,000 | $523K | 0.2% | $10.45 | $10.45 | — | UNIT 99/99/9999 | G4375F124 |
| EVTWF | VERTICAL AEROSPACE LTD | 400,000 | $456K | 0.2% | $1.14 | — | — | Call | G9471C115 |
| CMCAW | CAPITALWORKS EMNG MKTS ACQST | 37,500 | $413K | 0.1% | $11.01 | — | — | Call | G1889L126 |
| — | RCF ACQUISITION CORP | 33,100 | $368K | 0.1% | $11.11 | — | — | Call | G7330C110 |
| PAYO | PAYONEER GLOBAL INC | 83,946 | $326K | 0.1% | $3.89 * | $9.72 | -49.9% | COM | 70451X104 |
| — | THUNDER BRDG CAP PRTNRS IV I | 30,000 | $309K | 0.1% | $10.30 | — | — | Call | 88605L115 |
| — | MOUNTAIN & CO I ACQUISITN CO | 25,000 | $287K | 0.1% | $11.49 | — | — | Call | G6301J112 |
| — | AP ACQUISITION CORP | 25,000 | $282K | 0.1% | $11.28 | — | — | Call | G04058114 |
| — | DP CAP ACQUISITION CORP I | 25,000 | $275K | 0.1% | $11.00 | — | — | Call | G2R05B126 |
| FBYDW | FALCONS BEYOND GLOBAL INC | 25,000 | $256K | 0.1% | $10.25 | — | — | Call | 306121112 |
| CTSWF | CACTUS ACQUISITION CORP 1 LT | 20,000 | $222K | 0.1% | $11.10 | — | — | Call | G1745A124 |
| MDAIW | SPECTRAL AI INC | 99,999 | $213K | 0.1% | $2.13 | — | — | Call | 84757T113 |
| — | ZURA BIO LTD | 75,000 | $193K | 0.1% | $2.57 | — | — | Call | G9TY5A119 |
| LZM/WS | LIFEZONE METALS LIMITED | 25,000 | $192K | 0.1% | $7.67 | — | — | Call | G5568L117 |
| LOTWW | LOTUS TECHNOLOGY INC | 25,000 | $171K | 0.1% | $6.82 | — | — | Call | 54572F119 |
| PGYWW | PAGAYA TECHNOLOGIES LTD | 199,999 | $168K | 0.1% | $0.84 | — | — | Call | M7S64L107 |
| RDZNW | ROADZEN INC | 25,000 | $163K | 0.1% | $6.50 | — | — | Call | G7606H116 |
| OCSAW | OCULIS HOLDING AG | 13,333 | $161K | 0.1% | $12.05 | — | — | Call | H5870P110 |
| RMGWF | RMG ACQUISITION CORP III | 15,000 | $150K | 0.0% | $10.00 | — | — | Call | G76088122 |
| DRTSW | ALPHA TAU MEDICAL LTD | 50,000 | $148K | 0.0% | $2.95 | — | — | Call | M0740A116 |
| — | CHURCHILL CAPITAL CORP VII | 10,000 | $107K | 0.0% | $10.70 | — | — | Call | 17144M110 |
| — | TERRAN ORBITAL CORPORATION | 66,666 | $87,332 | 0.0% | $1.31 | — | — | Call | 88105P111 |
| BBAI/WS | BIGBEAR AI HLDGS INC | 33,333 | $68,333 | 0.0% | $2.05 | — | — | Call | 08975B117 |
| AUROW | AURORA INNOVATION INC | 22,499 | $63,447 | 0.0% | $2.82 | — | — | Call | 051774115 |
| XBPEW | XBP EUROPE HOLDINGS INC | 25,000 | $51,500 | 0.0% | $2.06 | — | — | Call | 98400V119 |
| LANV/WS | LANVIN GROUP HOLDINGS LIMITE | 20,000 | $28,400 | 0.0% | $1.42 | — | — | Call | G5380J118 |
| PIIIW | P3 HEALTH PARTNERS INC | 16,666 | $17,166 | 0.0% | $1.03 | — | — | Call | 744413113 |
| SPWRW | COMPLETE SOLARIA INC | 25,000 | $15,025 | 0.0% | $0.60 | — | — | Call | 20460L112 |
| — | BLEUACACIA LTD | 150,000 | $7,065 | 0.0% | $0.05 | — | — | Call | G11728139 |
| MVLAW | MOVELLA HOLDINGS INC | 14,000 | $874 | 0.0% | $0.06 | — | — | Call | 62459N113 |