CIK: 0000860662 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 14, 2020
Total Value ($000): $1,340,743 (90.6% shares, 9.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,750,000 | $451,063 | 33.6% | — | — | Put | 78462F103 |
| LQD | ISHARES TR | 4,554,300 | $351,000 | 26.2% | $127.49 | — | Put | 464287242 |
| VST | VISTRA ENERGY CORP | 4,918,615 | $78,501 | 5.9% | $13.44 | +32.2% | COM | 92840M102 |
| SPY | SPDR S&P 500 ETF TR | 300,000 | $77,325 | 5.8% | — | — | Call | 78462F103 |
| — | ALLERGAN PLC | 225,000 | $39,848 | 3.0% | $168.05 | — | SHS | G0177J108 |
| — | WORLD WRESTLING ENTMT INC | 19,500,000 | $29,324 | 2.2% | $3.53 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | AMAG PHARMACEUTICALS INC | 34,070,000 | $26,241 | 2.0% | $0.77 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | FINTECH ACQUISITION CORP III | 2,000,000 | $20,460 | 1.5% | $10.00 | — | UNIT 12/01/2023 | 31811A309 |
| — | NORTHERN OIL & GAS INC NEV | 30,675,937 | $20,341 | 1.5% | $2.34 | — | COM | 665531109 |
| — | PDC ENERGY INC | 17,200,000 | $14,029 | 1.0% | $0.82 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | TD AMERITRADE HLDG CORP | 400,000 | $13,864 | 1.0% | $34.66 | — | COM | 87236Y108 |
| — | REALPAGE INC | 10,000,000 | $13,663 | 1.0% | $1.37 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | AMERICAN CAMPUS CMNTYS INC | 451,118 | $12,519 | 0.9% | $27.75 | — | COM | 024835100 |
| — | FAR PT ACQUISITION CORP | 1,200,000 | $12,144 | 0.9% | $10.12 | — | COM CL A | 30734W109 |
| — | DISH NETWORK CORPORATION | 13,350,000 | $10,838 | 0.8% | $0.88 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | RADIUS HEALTH INC | 14,540,000 | $10,270 | 0.8% | $0.71 | — | NOTE 3.000% 9/0 | 750469AA6 |
| EVC | ENTRAVISION COMMUNICATIONS C | 4,753,325 | $9,649 | 0.7% | $2.13 | -28.8% | CL A | 29382R107 |
| — | NEBULA ACQUISITION CORP | 799,998 | $8,120 | 0.6% | $9.65 | — | COM CLASS A | 629076100 |
| — | CF FIN ACQUISITION CORP | 700,000 | $7,658 | 0.6% | $10.00 | — | UNIT 04/30/2025 | 12528N206 |
| — | SPARTAN ENERGY ACQUISITION C | 700,000 | $7,350 | 0.5% | $10.15 | — | UNIT 99/99/9999 | 846784114 |
| — | INSULET CORP | 3,000,000 | $5,511 | 0.4% | $1.84 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | BECTON DICKINSON & CO | 100,000 | $5,466 | 0.4% | $54.66 | — | PFD SHS CONV A | 075887208 |
| — | ACAMAR PARTNERS ACQSITION CO | 500,000 | $4,950 | 0.4% | $10.00 | — | UNIT 12/30/2025 | 004285201 |
| — | CROWN CASTLE INTL CORP NEW | 3,500 | $4,525 | 0.3% | $1292.86 | — | 6.875% CON PFD A | 22822V309 |
| — | LEO HOLDINGS CORP | 400,000 | $4,120 | 0.3% | $9.68 | — | *W EXP 07/31/202 | G5463L113 |
| — | MELLANOX TECHNOLOGIES LTD | 33,900 | $4,113 | 0.3% | — | — | Call | M51363113 |
| — | FAR PT ACQUISITION CORP | 399,999 | $4,048 | 0.3% | $10.12 | — | *W EXP 06/01/202 | 30734W117 |
| ET | ENERGY TRANSFER LP | 863,200 | $3,971 | 0.3% | $15.84 | — | COM UT LTD PTN | 29273V100 |
| — | US ECOLOGY INC | 123,381 | $3,751 | 0.3% | $57.91 | — | *W EXP 10/17/202 | 91734M111 |
| — | SL GREEN RLTY CORP | 85,093 | $3,668 | 0.3% | $43.11 | — | COM | 78440X101 |
| — | BBX CAP CORP NEW | 1,463,611 | $3,381 | 0.3% | $7.37 | — | CL A | 05491N104 |
| — | CONYERS PK II ACQUISITION CO | 300,000 | $3,200 | 0.2% | $10.65 | — | UNIT 99/99/9999 | 212896203 |
| — | AMCI ACQUISITION CORP | 300,000 | $3,090 | 0.2% | $9.95 | — | UNIT 01/07/2019 | 00165R200 |
| — | COLLIER CREEK HOLDINGS | 300,000 | $3,063 | 0.2% | $10.05 | — | UNIT 99/99/9999 | G22707122 |
| — | RMG ACQUISITION CORP | 300,000 | $3,036 | 0.2% | $10.03 | — | UNIT 99/99/9999 | 749641205 |
| — | FALCON MINERALS CORP | 1,400,000 | $3,010 | 0.2% | $11.00 | — | *W EXP 07/21/202 | 30607B208 |
| — | ACT II GLOBAL ACQUISITION CO | 300,000 | $2,961 | 0.2% | $10.12 | — | CL A SHS | G0080J104 |
| — | TORTOISE ACQUISITION CORP | 300,000 | $2,910 | 0.2% | $9.99 | — | UNIT 03/04/2024 | 89154L209 |
| — | AKAMAI TECHNOLOGIES INC | 2,500,000 | $2,790 | 0.2% | $1.12 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | ATLAS TECHNICAL CONSULTANTS | 299,006 | $2,568 | 0.2% | $8.59 | — | *W EXP 11/26/202 | 049430119 |
| — | PROTALIX BIOTHERAPEUTICS INC | 2,879,000 | $2,563 | 0.2% | $0.90 | — | NOTE 7.500%11/1 | 74365AAD3 |
| — | EXACT SCIENCES CORP | 3,000,000 | $2,521 | 0.2% | $0.84 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | TEEKAY CORPORATION | 3,000,000 | $2,471 | 0.2% | $0.78 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | ACCEL ENTERTAINMENT INC | 316,666 | $2,375 | 0.2% | $12.50 | — | *W EXP 11/20/202 | 00436Q114 |
| — | FORTIVE CORP | 2,500,000 | $2,317 | 0.2% | $0.93 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | ACCELERATE DIAGNOSTICS INC | 4,000,000 | $2,168 | 0.2% | $0.84 | — | NOTE 2.500% 3/1 | 00430HAB8 |
| — | VECTOIQ ACQUISITION CORP | 200,000 | $2,128 | 0.2% | $9.58 | — | *W EXP 05/11/202 | 92243N111 |
| — | GRAF INDL CORP | 200,000 | $2,090 | 0.2% | $10.01 | — | UNIT 12/31/2025 | 384278206 |
| — | GORES METROPOULOS INC | 200,000 | $2,066 | 0.2% | $10.24 | — | UNIT 99/99/9999 | 382872208 |
| — | GX ACQUISITION CORP | 200,000 | $2,020 | 0.2% | $10.05 | — | UNIT 05/24/2026 | 36251A206 |
| — | HAYMAKER ACQUISITION CORP II | 200,000 | $2,020 | 0.2% | $10.21 | — | UNIT 10/31/2026 | 42087L200 |
| — | SILVER SPIKE ACQUISITION COR | 200,000 | $1,990 | 0.1% | $10.09 | — | UNIT 99/99/9999 | G8136L122 |
| — | NESCO HLDGS INC | 571,666 | $1,875 | 0.1% | $5.98 | — | *W EXP 01/01/202 | 64083J112 |
| AVGO | BROADCOM INC | 7,625 | $1,808 | 0.1% | $24.28 | 0.0% | COM | 11135F101 |
| TMUS | T MOBILE US INC | 20,511 | $1,721 | 0.1% | $81.74 | 0.0% | COM | 872590104 |
| — | LANDCADIA HLDGS II INC | 175,000 | $1,715 | 0.1% | $10.00 | — | UNIT 05/09/2026 | 51476X204 |
| — | NEW FRONTIER HEALTH CORP | 200,000 | $1,650 | 0.1% | $10.00 | — | *W EXP 11/30/202 | G6461G114 |
| — | ACT II GLOBAL ACQUISITION CO | 150,000 | $1,481 | 0.1% | $10.12 | — | *W EXP 04/30/202 | G0080J120 |
| — | MARRIOTT VACTINS WORLDWID CO | 1,750,000 | $1,362 | 0.1% | $0.78 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | ARYA SCIENCES ACQUISITION CO | 100,000 | $1,100 | 0.1% | $10.34 | — | UNIT 10/04/2023 | G3165V117 |
| — | AG MTG INVT TR INC | 400,000 | $1,096 | 0.1% | $18.81 | — | COM | 001228105 |
| HOV | HOVNANIAN ENTERPRISES INC | 131,803 | $1,086 | 0.1% | $19.91 | +9.2% | CL A NEW | 442487401 |
| — | CHURCHILL CAP CORP II | 100,000 | $1,034 | 0.1% | $10.15 | — | UNIT 99/99/9999 | 17143G205 |
| — | HENNESSY CAP ACQUSTION CORP | 100,000 | $1,029 | 0.1% | $10.08 | — | UNIT 99/99/9999 | 42589C203 |
| — | GORES HLDGS IV INC | 100,000 | $1,007 | 0.1% | $10.07 | — | UNIT 02/01/2023 | 382865202 |
| — | CHURCHILL CAP CORP III | 100,000 | $1,000 | 0.1% | $10.00 | — | UNIT 03/01/2027 | 17144C203 |
| — | FLYING EAGLE ACQUISITION COR | 100,000 | $997 | 0.1% | $9.97 | — | UNIT 99/99/9999 | 34407Y202 |
| — | SWITCHBACK ENERGY ACQUISTN C | 100,000 | $975 | 0.1% | $10.00 | — | UNIT 99/99/9999 | 87105M201 |
| — | DIAMOND EAGLE ACQUISITION CO | 74,999 | $925 | 0.1% | $10.69 | — | *W EXP 06/30/202 | 25258L117 |
| VNO | VORNADO RLTY TR | 25,000 | $905 | 0.1% | $36.20 | — | SH BEN INT | 929042109 |
| — | GRID DYNAMICS HLDGS INC | 100,000 | $800 | 0.1% | $8.00 | — | *W EXP 03/05/202 | 39813G117 |
| — | HUDSON PAC PPTYS INC | 28,550 | $724 | 0.1% | $25.36 | — | COM | 444097109 |
| — | VERTIV HOLDINGS CO | 45,333 | $392 | 0.0% | $8.65 | — | *W EXP 06/12/202 | 92537N116 |
| — | PAE INC | 50,000 | $325 | 0.0% | $6.50 | — | *W EXP 09/11/202 | 69290Y117 |
| — | TARGET HOSPITALITY CORP | 149,999 | $298 | 0.0% | $9.50 | — | *W EXP 03/15/202 | 87615L115 |
| — | U S WELL SVCS INC | 800,000 | $240 | 0.0% | $6.50 | — | *W EXP 03/15/202 | 91274U119 |
| — | CHESAPEAKE ENERGY CORP | 750,000 | $130 | 0.0% | — | — | Call | 165167107 |