CIK: 0000860662 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 16, 2021
Total Value: $1.116B (81.3% shares, 18.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 846,300 | $316M | 28.4% | — | — | Put | 78462F103 |
| VST | VISTRA CORP | 4,918,615 | $96.7M | 8.7% | $13.44 | +23.8% | COM | 92840M102 |
| CPT | CAMDEN PPTY TR | 881,607 | $88.09M | 7.9% | $77.64 | +4.7% | SH BEN INT | 133131102 |
| — | RADIUS HEALTH INC | 89,885,000 | $80.34M | 7.2% | $0.78 | — | NOTE 3.000% 9/0 | 750469AA6 |
| AVB | AVALONBAY CMNTYS INC | 319,221 | $51.21M | 4.6% | $131.69 | +1.0% | COM | 053484101 |
| — | INSULET CORP | 12,500,000 | $34.33M | 3.1% | $2.49 | — | NOTE 1.375%11/1 | 45784PAH4 |
| NOG | NORTHERN OIL AND GAS INC MN | 3,067,591 | $26.87M | 2.4% | $7.10 | -12.8% | COM | 665531307 |
| — | NEXTERA ENERGY INC | 501,600 | $25.77M | 2.3% | $48.92 | — | UNIT 99/99/9999 | 65339F739 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 100,000 | $21.07M | 1.9% | $183.68 | +4.6% | SHS | G96629103 |
| — | WORKDAY INC | 11,500,000 | $19.22M | 1.7% | $1.57 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | PG&E CORP | 156,100 | $19.14M | 1.7% | $97.75 | — | UNIT 99/99/9999 | 69331C140 |
| — | WORLD WRESTLING ENTMT INC | 9,233,000 | $18.73M | 1.7% | $3.53 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | XILINX INC | 125,000 | $17.72M | 1.6% | $141.77 | — | COM | 983919101 |
| — | HUDSON PAC PPTYS INC | 691,506 | $16.61M | 1.5% | $25.17 | — | COM | 444097109 |
| — | AMERICAN CAMPUS CMNTYS INC | 367,661 | $15.72M | 1.4% | $32.27 | — | COM | 024835100 |
| — | REALPAGE INC | 7,015,000 | $14.64M | 1.3% | $1.57 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | VARIAN MED SYS INC | 81,127 | $14.2M | 1.3% | $175.01 | — | COM | 92220P105 |
| — | SL GREEN RLTY CORP | 235,969 | $14.06M | 1.3% | $47.75 | — | COM | 78440X101 |
| — | MAXIM INTEGRATED PRODS INC | 150,000 | $13.3M | 1.2% | $67.61 | — | COM | 57772K101 |
| EVC | ENTRAVISION COMMUNICATIONS C | 4,653,208 | $12.8M | 1.1% | $1.93 | -5.2% | CL A | 29382R107 |
| — | BLUEGREEN VACATIONS HLDG COR | 765,471 | $10.36M | 0.9% | $13.53 | — | CLASS A | 096308101 |
| PCG | PG&E CORP | 770,058 | $9.595M | 0.9% | $9.16 | +22.1% | COM | 69331C108 |
| — | DISH NETWORK CORPORATION | 9,350,000 | $8.913M | 0.8% | $0.89 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | PAYA HOLDINGS INC | 626,125 | $8.503M | 0.8% | $13.58 | — | *W EXP 10/16/202 | 70434P111 |
| — | AKAMAI TECHNOLOGIES INC | 6,000,000 | $7.426M | 0.7% | $1.25 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | CBRE ACQUISITION HLDGS INC | 710,000 | $7.42M | 0.7% | $10.45 | — | UNIT 99/99/9999 | 12510J205 |
| — | SLACK TECHNOLOGIES INC | 175,000 | $7.392M | 0.7% | $42.24 | — | COM CL A | 83088V102 |
| — | CONX CORP | 700,000 | $7.315M | 0.7% | $10.45 | — | UNIT 10/30/2027 A | 212873202 |
| — | FTAC OLYMPUS ACQUISITION COR | 627,415 | $6.82M | 0.6% | $10.00 | — | UNIT 08/24/2025 | G37288118 |
| — | PEBBLEBROOK HOTEL TR | 6,000,000 | $6.38M | 0.6% | $1.06 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | PALO ALTO NETWORKS INC | 3,798,000 | $5.357M | 0.5% | $1.07 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | AG MTG INVT TR INC | 1,769,870 | $5.221M | 0.5% | $6.39 | — | COM | 001228105 |
| — | CF ACQUISITION CORP IV | 500,000 | $5.145M | 0.5% | $10.29 | — | UNIT 12/31/2027 | 12520T201 |
| — | CARNEY TECHNOLOGY ACQU CORP | 500,000 | $5.13M | 0.5% | $10.26 | — | UNIT 12/10/2025 | 143636207 |
| EEFT | EURONET WORLDWIDE INC | 31,500 | $4.565M | 0.4% | $116.41 | 0.0% | COM | 298736109 |
| — | SOUTHWEST AIRLS CO | 3,000,000 | $4.358M | 0.4% | $1.45 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | GORES HLDGS V INC | 400,000 | $4.16M | 0.4% | $10.40 | — | COM CL A | 382864106 |
| — | SCION TECH GROWTH I | 400,000 | $4.128M | 0.4% | $10.32 | — | UNIT 12/17/2025 | G31067120 |
| — | FITBIT INC | 597,100 | $4.06M | 0.4% | $6.80 | — | Put | 33812L102 |
| — | CHURCHILL CAPITAL CORP IV | 400,000 | $4.004M | 0.4% | $10.01 | — | CL A | 171439102 |
| — | FTI CONSULTING INC | 3,000,000 | $3.749M | 0.3% | $1.25 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | FITBIT INC | 511,932 | $3.481M | 0.3% | $6.80 | — | CL A | 33812L102 |
| — | MEDTECH ACQUISITION CORP | 300,000 | $3.15M | 0.3% | $10.50 | — | UNIT 12/18/2025 | 58507N204 |
| — | SENIOR CONNECT ACQUISITN COR | 277,727 | $2.858M | 0.3% | $10.29 | — | UNIT 12/09/2023 | 81723H207 |
| — | GORES HLDGS V INC | 247,730 | $2.668M | 0.2% | $10.35 | — | UNIT 99/99/9999 | 382864205 |
| — | PERIPHAS CAPITAL PARTNERING | 100,000 | $2.611M | 0.2% | $26.11 | — | UNIT 99/99/9999 | 713895209 |
| ASPL/U | ASPIRATIONAL CONSUMER LIFEST | 245,725 | $2.568M | 0.2% | $10.00 | — | UNIT 99/99/9999 | G05436129 |
| QGEN 1 11/13/24 | QIAGEN NV | 2,000,000 | $2.567M | 0.2% | $1.27 | — | DEBT 1.000%11/1 | N72482AT4 |
| — | NEXTERA ENERGY INC | 50,000 | $2.488M | 0.2% | $49.76 | — | UNIT 99/99/9999 | 65339F770 |
| — | GLOBAL BLUE GROUP HOLDING AG | 189,373 | $2.462M | 0.2% | $6.95 | — | *W EXP 08/28/202 | H33700115 |
| — | ROMEO POWER INC | 107,449 | $2.417M | 0.2% | $22.49 | — | *W EXP 02/21/202 | 776153116 |
| — | VECTOR ACQUISITION CORP | 200,000 | $2.15M | 0.2% | $10.14 | — | UNIT 09/30/2027 | G9442R100 |
| FOUR | SHIFT4 PMTS INC | 28,000 | $2.111M | 0.2% | $59.82 | 0.0% | CL A | 82452J109 |
| — | ATLAS CREST INVT CORP | 200,000 | $2.11M | 0.2% | $10.55 | — | UNIT 99/99/9999 | 049284201 |
| GCMGW | GCM GROSVENOR INC | 152,957 | $2.037M | 0.2% | $13.32 | — | *W EXP 11/17/202 | 36831E116 |
| BDX | BECTON DICKINSON & CO | 7,500 | $1.877M | 0.2% | $214.58 | 0.0% | COM | 075887109 |
| — | SCIPLAY CORPORATION | 131,500 | $1.821M | 0.2% | $15.38 | — | CL A | 809087109 |
| — | GO ACQUISITION CORP | 150,000 | $1.595M | 0.1% | $10.08 | — | UNIT 08/31/2027 | 362019200 |
| — | RECHARGE ACQUISITION CORP | 146,973 | $1.573M | 0.1% | $10.70 | — | UNIT 99/99/9999 | 756229209 |
| — | HOLICITY INC | 150,000 | $1.558M | 0.1% | $10.35 | — | UNIT 08/05/2025 | 435063201 |
| — | NAVSIGHT HLDGS INC | 150,000 | $1.545M | 0.1% | $10.06 | — | UNIT 99/99/9999 | 639358209 |
| — | PDC ENERGY INC | 1,562,000 | $1.518M | 0.1% | $0.85 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | CONCORD ACQUISITION CORP | 143,350 | $1.478M | 0.1% | $10.31 | — | UNIT 12/28/2025 | 206071201 |
| — | PROTALIX BIOTHERAPEUTICS INC | 1,397,000 | $1.321M | 0.1% | $0.90 | — | NOTE 7.500%11/1 | 74365AAD3 |
| — | JIYA ACQUISITION CORP | 121,114 | $1.247M | 0.1% | $10.30 | — | COM CL A | 47760M102 |
| — | BLUESCAPE OPPORTUNITIES ACQU | 100,000 | $1.116M | 0.1% | $11.16 | — | UNIT 99/99/9999 | G1195N121 |
| — | INSU ACQUISITION CORP III | 100,000 | $1.057M | 0.1% | $10.57 | — | UNIT 12/31/2026 | 457817302 |
| — | 7GC & CO HOLDINGS INC | 100,000 | $1.055M | 0.1% | $10.55 | — | UNIT 12/23/2025 | 81786A206 |
| — | MOTIVE CAPITAL CORP | 100,000 | $1.054M | 0.1% | $10.54 | — | UNIT 99/99/9999 | G6293A129 |
| — | CORNER GROWTH ACQUISITION CO | 100,000 | $1.045M | 0.1% | $10.45 | — | UNIT 01/01/2027 | G2425N121 |
| — | PMV CONSUMER ACQUISITION COR | 100,000 | $1.03M | 0.1% | $9.99 | — | UNIT 08/31/2027 | 693486201 |
| — | GOLDEN FALCON ACQUISITION CO | 98,431 | $1.024M | 0.1% | $10.40 | — | UNIT 99/99/9999 | 38102H208 |
| — | ACIES ACQUISITION CORP | 93,642 | $1.004M | 0.1% | $10.72 | — | UNIT 11/30/2027 | G0103T121 |
| — | CC NEUBERGER PRIN HLDGS II | 100,000 | $995K | 0.1% | $10.33 | — | UNIT 99/99/9999 | G3166T129 |
| — | PAYA HOLDINGS INC | 97,085 | $989K | 0.1% | $10.19 | — | COM CL A | 70434P103 |
| — | FALCON MINERALS CORP | 311,570 | $981K | 0.1% | $11.00 | — | *W EXP 07/21/202 | 30607B208 |
| — | EXECUTIVE NETWORK PARTNERING | 25,000 | $637K | 0.1% | $25.25 | — | UNIT 99/99/9999 | 30158L209 |
| — | AVANTI ACQUISITION CORP | 50,000 | $542K | 0.0% | $10.84 | — | UNIT 99/99/9999 | G0682V117 |
| — | E MERGE TECHNOLOGY ACQUISITI | 50,000 | $533K | 0.0% | $10.08 | — | UNIT 07/30/2025 | 26873Y203 |
| — | HORIZON ACQUISITION CORP | 50,000 | $528K | 0.0% | $10.41 | — | UNIT 99/99/9999 | G46049121 |
| — | CHURCHILL CAPITAL CORP V | 50,000 | $525K | 0.0% | $10.50 | — | UNIT 99/99/9999 | 17144T206 |
| — | CC NEUBERGER PRIN HLDGS II | 50,000 | $520K | 0.0% | $10.40 | — | SHS CL A | G3166T103 |
| — | STARBOARD VALUE ACQUISITN CO | 48,608 | $501K | 0.0% | $10.10 | — | UNIT 09/10/2025 | 85521J208 |
| — | GX ACQUISITION CORP | 37,502 | $413K | 0.0% | $11.01 | — | *W EXP 05/24/202 | 36251A115 |
| AHCO | ADAPTHEALTH CORP | 10,924 | $410K | 0.0% | $20.99 | +47.4% | COM CL A | 00653Q102 |
| — | HEALTHCARE SERVICES ACQU COR | 32,846 | $336K | 0.0% | $10.23 | — | UNIT 11/18/2023 | 42227K203 |
| — | US WELL SERVICES INC | 800,000 | $331K | 0.0% | $6.50 | — | *W EXP 03/15/202 | 91274U119 |
| — | IMMATICS N.V | 25,075 | $271K | 0.0% | $10.61 | — | *W EXP 07/01/202 | N44445117 |
| — | FRAZIER LIFESCIENCES ACQU CO | 25,000 | $260K | 0.0% | $10.40 | — | UNIT 12/09/2025 | G3710A121 |
| — | VELODYNE LIDAR INC | 9,100 | $208K | 0.0% | $22.86 | — | *W EXP 09/29/202 | 92259F119 |
| — | ADVANTAGE SOLUTIONS INC | 11,229 | $148K | 0.0% | $13.18 | — | *W EXP 07/18/202 | 00791N110 |