CIK: 0000860662 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 14, 2020
Total Value: $731M (72.6% shares, 27.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| IWM | ISHARES TR | 750,000 | $107M | 14.7% | $143.18 | — | — | Put | 464287655 |
| VST | VISTRA ENERGY CORP | 4,918,615 | $91.58M | 12.5% | $18.62 * | $13.44 | +23.6% | COM | 92840M102 |
| — | AMERICAN CAMPUS CMNTYS INC | 1,211,118 | $42.34M | 5.8% | $34.96 | $32.27 | — | COM | 024835100 |
| — | WORLD WRESTLING ENTMT INC | 19,500,000 | $36.35M | 5.0% | $1.86 | $3.53 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | RADIUS HEALTH INC | 41,790,000 | $30.57M | 4.2% | $0.73 | $0.72 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | AMAG PHARMACEUTICALS INC | 39,070,000 | $30.54M | 4.2% | $0.78 | $0.77 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | NORTHERN OIL & GAS INC NEV | 30,675,937 | $25.73M | 3.5% | $0.84 | $2.34 | — | COM | 665531109 |
| — | FINTECH ACQUISITION CORP III | 2,000,000 | $25.13M | 3.4% | $12.57 | $10.00 | — | UNIT 12/01/2023 | 31811A309 |
| — | TIFFANY & CO NEW | 200,000 | $24.39M | 3.3% | $121.94 | $121.94 | — | Call | 886547108 |
| — | PDC ENERGY INC | 20,505,000 | $18.78M | 2.6% | $0.92 | $0.83 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | PALO ALTO NETWORKS INC | 17,500,000 | $18.71M | 2.6% | $1.07 | $1.07 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | HUDSON PAC PPTYS INC | 691,506 | $17.4M | 2.4% | $25.16 | $25.17 | — | COM | 444097109 |
| — | SL GREEN RLTY CORP | 342,428 | $16.88M | 2.3% | $49.29 | $47.75 | — | COM | 78440X101 |
| — | REALPAGE INC | 10,000,000 | $16.1M | 2.2% | $1.61 | $1.37 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | TIFFANY & CO NEW | 125,000 | $15.24M | 2.1% | $121.94 | $121.94 | — | COM | 886547108 |
| — | CAESARS ENTMT CORP | 1,197,870 | $14.53M | 2.0% | $12.13 | $12.13 | — | COM | 127686103 |
| — | DISH NETWORK CORPORATION | 14,350,000 | $13.18M | 1.8% | $0.92 | $0.89 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| BZH | BEAZER HOMES USA INC | 1,158,684 | $11.67M | 1.6% | $10.07 * | $7.99 | 0.0% | COM NEW | 07556Q881 |
| — | SIX FLAGS ENTMT CORP NEW | 531,207 | $10.2M | 1.4% | $19.21 | $19.21 | — | COM | 83001A102 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 50,000 | $9.848M | 1.3% | $196.96 * | $177.44 | 0.0% | SHS | G96629103 |
| EVC | ENTRAVISION COMMUNICATIONS C | 5,911,493 | $8.453M | 1.2% | $1.43 * | $1.93 | -40.9% | CL A | 29382R107 |
| VNO | VORNADO RLTY TR | 209,767 | $8.015M | 1.1% | $38.21 | $37.97 | — | SH BEN INT | 929042109 |
| — | SPARTAN ENERGY ACQUISITION C | 700,000 | $7.735M | 1.1% | $11.05 | $10.15 | — | UNIT 99/99/9999 | 846784114 |
| — | SPLUNK INC | 5,000,000 | $7.346M | 1.0% | $1.47 | $1.47 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | INSULET CORP | 3,000,000 | $6.35M | 0.9% | $2.12 | $1.84 | — | NOTE 1.375%11/1 | 45784PAH4 |
| ET | ENERGY TRANSFER LP | 863,200 | $6.146M | 0.8% | $7.12 | $15.84 | — | COM UT LTD PTN | 29273V100 |
| — | CF FIN ACQUISITION CORP | 525,000 | $5.696M | 0.8% | $10.85 | $10.85 | — | *W EXP 04/30/202 | 12528N115 |
| — | TAUBMAN CTRS INC | 150,000 | $5.664M | 0.8% | $37.76 | $37.76 | — | COM | 876664103 |
| — | ACAMAR PARTNERS ACQSITION CO | 500,000 | $5.195M | 0.7% | $10.39 | $10.00 | — | UNIT 12/30/2025 | 004285201 |
| — | NEXTERA ENERGY INC | 100,000 | $4.87M | 0.7% | $48.70 | $48.70 | — | UNIT 09/01/2022S | 65339F796 |
| — | AMERICAN AIRLS GROUP INC | 5,000,000 | $4.701M | 0.6% | $0.94 | $0.94 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | FALCON MINERALS CORP | 1,400,000 | $4.48M | 0.6% | $3.20 | $11.00 | — | *W EXP 07/21/202 | 30607B208 |
| — | RH | 3,000,000 | $4.197M | 0.6% | $1.40 | $1.40 | — | NOTE 6/1 | 74967XAA1 |
| — | US ECOLOGY INC | 123,381 | $4.18M | 0.6% | $33.88 | $57.91 | — | *W EXP 10/17/202 | 91734M111 |
| — | LEO HOLDINGS CORP | 400,000 | $4.16M | 0.6% | $10.40 | $9.68 | — | *W EXP 07/31/202 | G5463L113 |
| — | BBX CAP CORP NEW | 1,630,578 | $4.142M | 0.6% | $2.54 | $6.88 | — | CL A | 05491N104 |
| — | FAR PT ACQUISITION CORP | 399,999 | $4.096M | 0.6% | $10.24 | $10.12 | — | *W EXP 06/01/202 | 30734W117 |
| — | CONYERS PK II ACQUISITION CO | 300,000 | $3.6M | 0.5% | $12.00 | $10.65 | — | UNIT 99/99/9999 | 212896203 |
| — | BOSTON SCIENTIFIC CORP | 33,200 | $3.48M | 0.5% | $104.82 | $104.82 | — | 5.50% CNV PFD A | 101137206 |
| — | RMG ACQUISITION CORP | 300,000 | $3.144M | 0.4% | $10.48 | $10.03 | — | UNIT 99/99/9999 | 749641205 |
| HOV | HOVNANIAN ENTERPRISES INC | 131,803 | $3.083M | 0.4% | $23.39 * | $19.91 | -24.0% | CL A NEW | 442487401 |
| — | ACCELERATE DIAGNOSTICS INC | 4,000,000 | $2.836M | 0.4% | $0.71 | $0.84 | — | NOTE 2.500% 3/1 | 00430HAB8 |
| — | GRAF INDL CORP | 200,000 | $2.78M | 0.4% | $13.90 | $13.90 | — | *W EXP 12/31/202 | 384278115 |
| — | PROTALIX BIOTHERAPEUTICS INC | 2,879,000 | $2.61M | 0.4% | $0.91 | $0.90 | — | NOTE 7.500%11/1 | 74365AAD3 |
| — | TEEKAY CORPORATION | 3,000,000 | $2.46M | 0.3% | $0.82 | $0.78 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | NESCO HLDGS INC | 571,666 | $2.298M | 0.3% | $4.02 | $5.98 | — | *W EXP 01/01/202 | 64083J112 |
| — | SPIRIT AIRLS INC | 1,500,000 | $2.253M | 0.3% | $1.50 | $1.50 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | GORES METROPOULOS INC | 200,000 | $2.252M | 0.3% | $11.26 | $10.24 | — | UNIT 99/99/9999 | 382872208 |
| — | HAYMAKER ACQUISITION CORP II | 200,000 | $2.19M | 0.3% | $10.95 | $10.21 | — | UNIT 10/31/2026 | 42087L200 |
| — | GX ACQUISITION CORP | 200,000 | $2.078M | 0.3% | $10.39 | $10.05 | — | UNIT 05/24/2026 | 36251A206 |
| — | SILVER SPIKE ACQUISITION COR | 200,000 | $2.056M | 0.3% | $10.28 | $10.09 | — | UNIT 99/99/9999 | G8136L122 |
| — | ATLAS TECHNICAL CONSULTANTS | 299,006 | $1.957M | 0.3% | $6.55 | $8.59 | — | *W EXP 11/26/202 | 049430119 |
| — | NEW FRONTIER HEALTH CORP | 200,000 | $1.656M | 0.2% | $8.28 | $10.00 | — | *W EXP 11/30/202 | G6461G114 |
| — | ISIS PHARMACEUTICALS INC DEL | 1,500,000 | $1.654M | 0.2% | $1.10 | $1.10 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | GOSSAMER BIO INC | 1,500,000 | $1.502M | 0.2% | $1.00 | $1.00 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | COLLIER CREEK HOLDINGS | 100,000 | $1.37M | 0.2% | $13.70 | $13.70 | — | *W EXP 99/99/999 | G22707114 |
| AVB | AVALONBAY CMNTYS INC | 8,296 | $1.283M | 0.2% | $154.65 * | $129.64 | 0.0% | COM | 053484101 |
| — | AG MTG INVT TR INC | 400,000 | $1.276M | 0.2% | $3.19 | $18.81 | — | COM | 001228105 |
| — | CHURCHILL CAP CORP II | 100,000 | $1.218M | 0.2% | $12.18 | $10.15 | — | UNIT 99/99/9999 | 17143G205 |
| — | WHOLE EARTH BRANDS INC | 150,000 | $1.211M | 0.2% | $8.07 | $8.07 | — | *W EXP 06/25/202 | 96684W126 |
| — | FLYING EAGLE ACQUISITION COR | 100,000 | $1.165M | 0.2% | $11.65 | $9.97 | — | UNIT 99/99/9999 | 34407Y202 |
| — | HENNESSY CAP ACQUSTION CORP | 100,000 | $1.15M | 0.2% | $11.50 | $10.08 | — | UNIT 99/99/9999 | 42589C203 |
| — | CHURCHILL CAP CORP III | 100,000 | $1.131M | 0.2% | $11.31 | $10.00 | — | UNIT 03/01/2027 | 17144C203 |
| — | CC NEUBERGER PRINCIPAL HLDNG | 100,000 | $1.06M | 0.1% | $10.60 | $10.60 | — | UNIT 99/99/9999 | G1992Y106 |
| — | GORES HLDGS IV INC | 100,000 | $1.04M | 0.1% | $10.40 | $10.07 | — | UNIT 02/01/2023 | 382865202 |
| — | SWITCHBACK ENERGY ACQUISTN C | 100,000 | $1.028M | 0.1% | $10.28 | $10.00 | — | UNIT 99/99/9999 | 87105M201 |
| — | ARYA SCIENCES ACQUISITION CO | 50,000 | $787K | 0.1% | $15.74 | $15.74 | — | *W EXP 10/10/202 | G3165V125 |
| — | GRID DYNAMICS HLDGS INC | 100,000 | $690K | 0.1% | $6.90 | $8.00 | — | *W EXP 03/05/202 | 39813G117 |
| — | GS ACQUISITION HLDGS CORP II | 50,000 | $526K | 0.1% | $10.52 | $10.52 | — | UNIT 99/99/9999 | 36258Q204 |
| — | U S WELL SVCS INC | 800,000 | $390K | 0.1% | $0.49 | $6.50 | — | *W EXP 03/15/202 | 91274U119 |
| — | TARGET HOSPITALITY CORP | 149,999 | $253K | 0.0% | $1.69 | $9.50 | — | *W EXP 03/15/202 | 87615L115 |