CIK: 0000860662 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 16, 2020
Total Value: $890M (76.0% shares, 24.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWM | ISHARES TR | 750,000 | $112M | 12.6% | — | — | Put | 464287655 |
| VST | VISTRA CORP | 4,918,615 | $92.77M | 10.4% | $13.44 | +24.4% | COM | 92840M102 |
| — | RADIUS HEALTH INC | 88,885,000 | $73.11M | 8.2% | $0.78 | — | NOTE 3.000% 9/0 | 750469AA6 |
| CPT | CAMDEN PPTY TR | 493,717 | $43.93M | 4.9% | $74.76 | 0.0% | SH BEN INT | 133131102 |
| — | AMERICAN CAMPUS CMNTYS INC | 1,211,118 | $42.29M | 4.8% | $32.27 | — | COM | 024835100 |
| — | AMAG PHARMACEUTICALS INC | 39,070,000 | $38.74M | 4.4% | $0.77 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| SPY | SPDR S&P 500 ETF TR | 75,000 | $25.12M | 2.8% | — | — | Put | 78462F103 |
| — | PDC ENERGY INC | 24,805,000 | $23.52M | 2.6% | $0.85 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 100,000 | $20.88M | 2.3% | $183.68 | +3.4% | SHS | G96629103 |
| NOG | NORTHERN OIL AND GAS INC MN | 3,067,591 | $17.61M | 2.0% | $7.10 | 0.0% | COM | 665531307 |
| — | WORLD WRESTLING ENTMT INC | 9,233,000 | $16.31M | 1.8% | $3.53 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | SL GREEN RLTY CORP | 342,428 | $15.88M | 1.8% | $47.75 | — | COM | 78440X101 |
| — | NEXTERA ENERGY INC | 325,000 | $15.46M | 1.7% | $47.58 | — | UNIT 99/99/9999 | 65339F739 |
| — | PG&E CORP | 156,100 | $15.26M | 1.7% | $97.75 | — | UNIT 99/99/9999 | 69331C140 |
| — | HUDSON PAC PPTYS INC | 691,506 | $15.16M | 1.7% | $25.17 | — | COM | 444097109 |
| — | INSULET CORP | 5,500,000 | $14.07M | 1.6% | $2.17 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | LIVONGO HEALTH INC | 100,353 | $14.05M | 1.6% | $140.05 | — | COM | 539183103 |
| — | WORKDAY INC | 8,500,000 | $13.06M | 1.5% | $1.54 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | FINTECH ACQUISITION CORP III | 1,152,935 | $11.89M | 1.3% | $10.31 | — | COM CL A | 31811A101 |
| PCG | PG&E CORP | 1,220,914 | $11.46M | 1.3% | $9.16 | 0.0% | COM | 69331C108 |
| — | DISH NETWORK CORPORATION | 11,850,000 | $10.88M | 1.2% | $0.89 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| AVB | AVALONBAY CMNTYS INC | 72,566 | $10.84M | 1.2% | $127.04 | -0.3% | COM | 053484101 |
| — | IMMUNOMEDICS INC | 125,000 | $10.63M | 1.2% | $85.03 | — | COM | 452907108 |
| — | BBX CAP CORP NEW | 765,471 | $10.25M | 1.2% | $13.39 | — | CL A | 05491N302 |
| — | MAXIM INTEGRATED PRODS INC | 150,000 | $10.14M | 1.1% | $67.61 | — | COM | 57772K101 |
| BSN/U | BROADSTONE ACQUISITION CORP | 1,000,000 | $9.97M | 1.1% | $9.97 | — | UNIT 99/99/9999 | G1739V118 |
| EVC | ENTRAVISION COMMUNICATIONS C | 5,911,493 | $8.985M | 1.0% | $1.93 | -44.6% | CL A | 29382R107 |
| — | GRUBHUB INC | 123,394 | $8.925M | 1.0% | $72.33 | — | COM | 400110102 |
| — | CF FINANCE ACQUISITION CORP | 800,000 | $8.018M | 0.9% | $10.02 | — | UNIT 08/01/2027 | 15725Q203 |
| — | FTAC OLYMPUS ACQUISITION COR | 800,000 | $8M | 0.9% | $10.00 | — | UNIT 08/24/2025 | G37288118 |
| — | TIFFANY & CO NEW | 64,425 | $7.464M | 0.8% | $121.94 | — | COM | 886547108 |
| — | REALPAGE INC | 5,015,000 | $7.353M | 0.8% | $1.37 | — | NOTE 1.500%11/1 | 75606NAB5 |
| PCG | PG&E CORP | 775,000 | $7.277M | 0.8% | $9.16 | 0.0% | Put | 69331C108 |
| VNO | VORNADO RLTY TR | 209,767 | $7.071M | 0.8% | $37.97 | — | SH BEN INT | 929042109 |
| — | COHN ROBBINS HOLDINGS CORP | 700,000 | $7.063M | 0.8% | $10.09 | — | UNIT 08/11/2025 | G23726121 |
| — | FINTECH ACQUISITION CORP III | 626,125 | $6.455M | 0.7% | $10.31 | — | *W EXP 12/01/202 | 31811A119 |
| QGEN 1 11/13/24 | QIAGEN NV | 5,000,000 | $6.348M | 0.7% | $1.27 | — | DEBT 1.000%11/1 | N72482AT4 |
| — | CHURCHILL CAPITAL CORP IV | 600,000 | $6.012M | 0.7% | $10.02 | — | UNIT 99/99/9999 | 171439201 |
| — | GO ACQUISITION CORP | 500,000 | $5.04M | 0.6% | $10.08 | — | UNIT 08/31/2027 | 362019200 |
| — | TAUBMAN CTRS INC | 150,000 | $4.994M | 0.6% | $37.76 | — | COM | 876664103 |
| — | AG MTG INVT TR INC | 1,769,870 | $4.885M | 0.5% | $6.39 | — | COM | 001228105 |
| PDAC/U | PERIDOT ACQUISITION CORP | 450,000 | $4.493M | 0.5% | $9.98 | — | UNIT 99/99/9999 | G7008A123 |
| — | PALO ALTO NETWORKS INC | 3,798,000 | $4.281M | 0.5% | $1.07 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | CC NEUBERGER PRIN HLDGS II | 400,000 | $4.132M | 0.5% | $10.33 | — | UNIT 99/99/9999 | G3166T129 |
| — | UTZ BRANDS INC | 218,375 | $3.909M | 0.4% | $17.90 | — | *W EXP 08/28/202 | 918090119 |
| ASPL/U | ASPIRATIONAL CONSUMER LIFEST | 375,000 | $3.75M | 0.4% | $10.00 | — | UNIT 99/99/9999 | G05436129 |
| — | REDBALL ACQUISITION CORP | 350,000 | $3.7M | 0.4% | $10.57 | — | UNIT 99/99/9999 | G7417R121 |
| — | GORES HLDGS V INC | 350,000 | $3.623M | 0.4% | $10.35 | — | UNIT 99/99/9999 | 382864205 |
| — | WRIGHT MED GROUP N V | 100,000 | $3.054M | 0.3% | $30.54 | — | ORD SHS | N96617118 |
| HOV | HOVNANIAN ENTERPRISES INC | 89,213 | $2.901M | 0.3% | $19.91 | +38.9% | CL A NEW | 442487401 |
| — | AKAMAI TECHNOLOGIES INC | 2,000,000 | $2.572M | 0.3% | $1.29 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | EXECUTIVE NETWORK PARTNERING | 100,000 | $2.525M | 0.3% | $25.25 | — | UNIT 99/99/9999 | 30158L209 |
| — | ARCLIGHT CLEAN TRANSITION CO | 250,000 | $2.51M | 0.3% | $10.04 | — | UNIT 09/21/2025 | G04561117 |
| — | ACAMAR PARTNERS ACQSITION CO | 236,792 | $2.484M | 0.3% | $10.00 | — | UNIT 12/30/2025 | 004285201 |
| — | IMMUNOMEDICS INC | 27,500 | $2.338M | 0.3% | $85.03 | — | Call | 452907108 |
| — | HOLICITY INC | 200,000 | $2.07M | 0.2% | $10.35 | — | UNIT 08/05/2025 | 435063201 |
| — | VESPER HEALTHCARE ACQSTN COR | 200,000 | $2.052M | 0.2% | $10.26 | — | UNIT 99/99/9999 | 92538T203 |
| — | STAR PEAK ENERGY TRANSITION | 200,000 | $2.05M | 0.2% | $10.25 | — | UNIT 99/99/9999 | 855185203 |
| — | HORIZON ACQUISITION CORP | 196,530 | $2.045M | 0.2% | $10.41 | — | UNIT 99/99/9999 | G46049121 |
| — | VECTOR ACQUISITION CORP | 200,000 | $2.028M | 0.2% | $10.14 | — | UNIT 09/30/2027 | G9442R100 |
| — | TWC TECH HLDGS II CORP | 200,000 | $2.024M | 0.2% | $10.12 | — | UNIT 09/10/2025 | 90117G204 |
| — | STARBOARD VALUE ACQUISITN CO | 200,000 | $2.02M | 0.2% | $10.10 | — | UNIT 09/10/2025 | 85521J208 |
| — | FAST ACQUISITION CORP | 195,144 | $1.946M | 0.2% | $9.97 | — | UNIT 99/99/9999 | 311875207 |
| — | AMERICAN ELEC PWR CO INC | 36,281 | $1.775M | 0.2% | $48.92 | — | UNIT 99/99/9999 | 02557T307 |
| — | OMEROS CORP | 2,000,000 | $1.695M | 0.2% | $0.85 | — | NOTE 5.250% 2/1 | 682143AG7 |
| — | CF FIN ACQUISITION CORP | 152,957 | $1.591M | 0.2% | $10.85 | — | *W EXP 04/30/202 | 12528N115 |
| — | FOLEY TRASIMENE ACQUISITION | 150,000 | $1.53M | 0.2% | $10.20 | — | UNIT 99/99/9999 | 344328208 |
| — | RMG ACQUISITION CORP | 141,910 | $1.517M | 0.2% | $10.69 | — | CL A | 749641106 |
| — | E MERGE TECHNOLOGY ACQUISITI | 150,000 | $1.512M | 0.2% | $10.08 | — | UNIT 07/30/2025 | 26873Y203 |
| — | NAVSIGHT HLDGS INC | 150,000 | $1.509M | 0.2% | $10.06 | — | UNIT 99/99/9999 | 639358209 |
| — | PMV CONSUMER ACQUISITION COR | 150,000 | $1.499M | 0.2% | $9.99 | — | UNIT 08/31/2027 | 693486201 |
| — | SCIPLAY CORP | 85,000 | $1.379M | 0.2% | $16.22 | — | CL A | 809087109 |
| — | ATLAS TECHNICAL CONSULTANTS | 149,952 | $1.323M | 0.1% | $8.59 | — | *W EXP 11/26/202 | 049430119 |
| — | GLOBAL BLUE GROUP HOLDING AG | 189,373 | $1.316M | 0.1% | $6.95 | — | *W EXP 08/28/202 | H33700115 |
| — | PROTALIX BIOTHERAPEUTICS INC | 1,397,000 | $1.276M | 0.1% | $0.90 | — | NOTE 7.500%11/1 | 74365AAD3 |
| — | NAVISTAR INTL CORP NEW | 25,000 | $1.089M | 0.1% | $43.56 | — | COM | 63934E108 |
| — | FORTRESS VALUE ACQUISITION I | 100,000 | $1.03M | 0.1% | $10.30 | — | UNIT 08/10/2027 | 349642207 |
| — | DMY TECHNOLOGY GROUP INC II | 100,000 | $1.023M | 0.1% | $10.23 | — | UNIT 99/99/9999 | 233277201 |
| — | PRIME IMPACT ACQUISITION I | 101,827 | $1.02M | 0.1% | $10.02 | — | UNIT 10/01/2030 | G61074111 |
| — | QELL ACQUISITION CORP | 100,000 | $1.016M | 0.1% | $10.16 | — | UNIT 10/01/2025 | G7307X121 |
| — | SILVER SPIKE ACQUISITION COR | 95,027 | $980K | 0.1% | $10.09 | — | UNIT 99/99/9999 | G8136L122 |
| — | GX ACQUISITION CORP | 75,005 | $842K | 0.1% | $10.05 | — | UNIT 05/24/2026 | 36251A206 |
| — | FALCON MINERALS CORP | 311,570 | $760K | 0.1% | $11.00 | — | *W EXP 07/21/202 | 30607B208 |
| — | FALCON CAPITAL ACQUISITN COR | 50,000 | $515K | 0.1% | $10.30 | — | UNIT 08/20/2027 | 30606L207 |
| — | RMG ACQUISITION CORP | 47,303 | $506K | 0.1% | $10.70 | — | *W EXP 02/21/202 | 749641114 |
| — | CONYERS PK II ACQUISITION CO | 44,919 | $456K | 0.1% | $10.15 | — | COM CL A | 212896104 |
| — | IMMATICS N.V | 25,075 | $266K | 0.0% | $10.61 | — | *W EXP 07/01/202 | N44445117 |
| AHCO | ADAPTHEALTH CORP | 10,924 | $238K | 0.0% | $20.99 | 0.0% | COM CL A | 00653Q102 |
| — | U S WELL SVCS INC | 800,000 | $216K | 0.0% | $6.50 | — | *W EXP 03/15/202 | 91274U119 |
| — | CONYERS PK II ACQUISITION CO | 11,229 | $114K | 0.0% | $10.15 | — | *W EXP 07/18/202 | 212896112 |