Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 14, 2019
Total Value: $2.834B (80.1% shares, 19.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 2,300,000 | $674M | 23.8% | $293.00 | — | — | Put | 78462F953 |
| — | ALTABA INC | 9,554,256 | $663M | 23.4% | $69.37 | $64.23 | — | COM | 021346101 |
| — | CONTURA ENERGY INC | 2,284,020 | $119M | 4.2% | $51.90 | $65.74 | — | COM | 21241B100 |
| — | TESLA INC | 86,500,000 | $84.96M | 3.0% | $0.98 | $0.98 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | BLACKSTONE MTG TR INC | 68,545,000 | $71.44M | 2.5% | $1.04 | $1.01 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | SPDR GOLD TRUST | 500,000 | $66.6M | 2.4% | $133.20 | — | — | Call | 78463V907 |
| PACDEUR | PACIFIC DRILLING SA LUXEMBOU | 4,602,111 | $57.99M | 2.0% | $12.60 | $13.35 | — | COM | L7257P205 |
| — | CELGENE CORP | 616,804 | $57.02M | 2.0% | $92.44 | $94.03 | — | COM | 151020104 |
| — | DBX ETF TR | 2,000,000 | $56.32M | 2.0% | $28.16 | — | — | Put | 233051959 |
| DELL | DELL TECHNOLOGIES INC | 989,600 | $50.27M | 1.8% | $50.80 * | $26.51 | +7.9% | CL C | 24703L202 |
| — | TESLA INC | 52,000,000 | $49.27M | 1.7% | $0.95 | $1.06 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ANADARKO PETE CORP | 635,505 | $44.84M | 1.6% | $70.56 | $70.56 | — | COM | 032511107 |
| — | ENCANA CORP | 8,620,513 | $44.22M | 1.6% | $5.13 | $5.66 | — | COM | 292505104 |
| GRFS | GRIFOLS S A | 1,781,227 | $37.58M | 1.3% | $21.10 | $20.49 | — | SP ADR REP B NVT | 398438408 |
| — | MICROCHIP TECHNOLOGY INC | 21,125,000 | $36.99M | 1.3% | $1.75 | $1.63 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | BUNGE LIMITED | 572,133 | $31.87M | 1.1% | $55.71 | $60.55 | — | COM | G16962105 |
| PARR | PAR PACIFIC HOLDINGS INC | 1,500,936 | $30.8M | 1.1% | $20.52 * | $18.22 | +7.0% | COM NEW | 69888T207 |
| — | TESLA INC | 29,893,000 | $29.45M | 1.0% | $0.99 | $1.21 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | SPDR S&P 500 ETF TR | 100,000 | $29.3M | 1.0% | $293.00 | — | — | Call | 78462F903 |
| — | BLACKSTONE MTG TR INC | 27,347,000 | $28.48M | 1.0% | $1.04 | $1.00 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | REDWOOD TR INC | 26,386,000 | $26.24M | 0.9% | $0.99 | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | APOLLO COML REAL EST FIN INC | 25,327,000 | $25.32M | 0.9% | $1.00 | $0.99 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| DVA | DAVITA INC | 403,381 | $22.69M | 0.8% | $56.26 * | $54.64 | -5.2% | COM | 23918K108 |
| — | ALLERGAN PLC | 121,700 | $20.38M | 0.7% | $167.43 | $167.43 | — | SHS | G0177J108 |
| — | UNITED TECHNOLOGIES CORP | 149,333 | $19.44M | 0.7% | $130.20 | $128.28 | — | COM | 913017109 |
| — | AMAG PHARMACEUTICALS INC | 24,250,000 | $19.41M | 0.7% | $0.80 | $0.83 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | ENCORE CAP GROUP INC | 19,250,000 | $19.36M | 0.7% | $1.01 | $1.05 | — | NOTE 3.250% 3/1 | 292554AK8 |
| QD 1 07/01/26 REGS | QUDIAN INC | 19,000,000 | $19.35M | 0.7% | $1.02 | $1.02 | — | DEBT 1.000% 7/0 | G7314VAA8 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 3,814,369 | $18M | 0.6% | $4.72 * | $5.11 | 0.0% | COM | 18453H106 |
| — | NOVAVAX INC | 44,095,000 | $17.35M | 0.6% | $0.39 | $0.52 | — | NOTE 3.750% 2/0 | 670002AB0 |
| RITM | NEW RESIDENTIAL INVT CORP | 1,114,483 | $17.15M | 0.6% | $15.39 | $14.67 | — | COM NEW | 64828T201 |
| BABA | ALIBABA GROUP HLDG LTD | 98,930 | $16.76M | 0.6% | $169.45 | $169.45 | — | SPONSORED ADS | 01609W102 |
| — | VANECK VECTORS ETF TR | 150,000 | $16.53M | 0.6% | $110.18 | — | — | Put | 92189F956 |
| NIO 4.5 02/01/24 REGS | NIO INC | 30,500,000 | $15.2M | 0.5% | $0.50 | $0.50 | — | DEBT 4.500% 2/0 | G6525FAA0 |
| — | ENCORE CAP EUROPE FIN LTD | 14,500,000 | $14.76M | 0.5% | $1.02 | $0.96 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | C&J ENERGY SVCS INC NEW | 1,228,511 | $14.47M | 0.5% | $11.78 | $30.79 | — | COM | 12674R100 |
| — | PARKER DRILLING CO | 688,417 | $13.96M | 0.5% | $20.28 | $20.28 | — | COM | 701081507 |
| — | APOLLO COML REAL EST FIN INC | 13,348,000 | $13.29M | 0.5% | $1.00 | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | TEVA PHARMACEUTICAL FIN LLC | 14,000,000 | $12.8M | 0.5% | $0.91 | $0.91 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | HERBALIFE LTD | 12,000,000 | $12.35M | 0.4% | $1.03 | $1.24 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | CBS CORP NEW | 241,873 | $12.07M | 0.4% | $49.90 | $49.90 | — | CL B | 124857202 |
| ASHR | DBX ETF TR | 425,000 | $11.97M | 0.4% | $28.16 | $28.16 | — | XTRACK HRVST CSI | 233051879 |
| — | TESLA INC | 50,000 | $11.17M | 0.4% | $223.46 | — | — | Put | 88160R951 |
| — | PDL BIOPHARMA INC | 10,624,000 | $11.15M | 0.4% | $1.05 | $0.82 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | MESA AIR GROUP INC | 1,016,844 | $9.294M | 0.3% | $9.14 | $8.34 | — | COM NEW | 590479135 |
| BMY | BRISTOL MYERS SQUIBB CO | 199,740 | $9.058M | 0.3% | $45.35 * | $36.12 | 0.0% | COM | 110122108 |
| ILMN | ILLUMINA INC | 23,700 | $8.725M | 0.3% | $368.14 * | $314.89 | +0.3% | COM | 452327109 |
| — | OI S A | 4,151,314 | $8.344M | 0.3% | $2.01 | $2.14 | — | SPONSORED ADR NE | 670851500 |
| — | REPLIGEN CORP | 2,968,000 | $8.068M | 0.3% | $2.72 | $1.54 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | INTREXON CORP | 11,000,000 | $7.696M | 0.3% | $0.70 | $0.86 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| LNG 4.875 05/28/21 REGS | CHENIERE ENERGY INC | 6,658,437 | $6.989M | 0.2% | $1.05 | $1.05 | — | DEBT 4.875% 5/2 | U16344AB6 |
| — | TWITTER INC | 7,000,000 | $6.959M | 0.2% | $0.99 | $0.96 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| THC | TENET HEALTHCARE CORP | 299,594 | $6.19M | 0.2% | $20.66 * | $23.15 | -0.4% | COM NEW | 88033G407 |
| CAR | AVIS BUDGET GROUP INC | 168,694 | $5.931M | 0.2% | $35.16 * | $33.96 | -6.1% | COM | 053774105 |
| LNWO | SCIENTIFIC GAMES CORP | 297,237 | $5.891M | 0.2% | $19.82 * | $20.69 | 0.0% | COM | 80874P109 |
| — | ALTISOURCE PORTFOLIO SOLNS S | 284,842 | $5.6M | 0.2% | $19.66 | $22.49 | — | REG SHS | L0175J104 |
| — | INFINERA CORPORATION | 8,000,000 | $5.435M | 0.2% | $0.68 | $0.68 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| DNR 6.375 12/31/24 REGS | DENBURY RES INC DEL | 8,375,000 | $5.404M | 0.2% | $0.65 | $0.65 | — | DEBT 6.375%12/3 | U2481AAK4 |
| — | VEDANTA LTD | 522,900 | $5.318M | 0.2% | $10.17 | $10.17 | — | SPONSORED ADR | 92242Y100 |
| — | ARDAGH GROUP S A | 280,430 | $4.908M | 0.2% | $17.50 | $13.00 | — | CL A | L0223L101 |
| — | HERBALIFE LTD | 5,000,000 | $4.85M | 0.2% | $0.97 | $0.97 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| BZH | BEAZER HOMES USA INC | 483,199 | $4.644M | 0.2% | $9.61 * | $12.83 | -15.0% | COM NEW | 07556Q881 |
| — | TILRAY INC | 5,400,000 | $4.354M | 0.2% | $0.81 | $0.81 | — | DEBT 5.000%10/0 | U8961EAA4 |
| — | INVACARE CORP | 5,325,000 | $4.293M | 0.2% | $0.81 | $0.72 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | AVAYA HLDGS CORP | 305,912 | $3.643M | 0.1% | $11.91 | $21.62 | — | COM | 05351X101 |
| — | SANOFI | 6,956,279 | $3.617M | 0.1% | $0.52 | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | TENNECO INC | 273,271 | $3.031M | 0.1% | $11.09 | $11.09 | — | CL A VTG COM STK | 880349105 |
| — | NABORS INDUSTRIES LTD | 964,371 | $2.797M | 0.1% | $2.90 | $3.80 | — | SHS | G6359F103 |
| — | MCDERMOTT INTL INC | 250,000 | $2.415M | 0.1% | $9.66 | — | — | Put | 580037953 |
| — | HI CRUSH INC | 950,000 | $2.337M | 0.1% | $2.46 | — | — | Put | 428337959 |
| — | VERASTEM INC | 4,500,000 | $2.329M | 0.1% | $0.52 | $0.52 | — | NOTE 5.000%11/0 | 92337CAA2 |
| — | NIELSEN HLDGS PLC | 81,700 | $1.846M | 0.1% | $22.59 | $23.33 | — | SHS EUR | G6518L108 |
| — | MFA FINL INC | 1,750,000 | $1.758M | 0.1% | $1.00 | $1.00 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| AER | AERCAP HOLDINGS NV | 32,766 | $1.704M | 0.1% | $52.01 * | $48.26 | 0.0% | SHS | N00985106 |
| MBI | MBIA INC | 164,520 | $1.532M | 0.1% | $9.31 * | $4.31 | -5.6% | COM | 55262C100 |
| — | DONNELLEY R R & SONS CO | 774,248 | $1.525M | 0.1% | $1.97 | $4.67 | — | COM | 257867200 |
| — | CONSTELLIUM NV | 143,819 | $1.444M | 0.1% | $10.04 | $7.42 | — | CL A | N22035104 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 110,407 | $1.409M | 0.0% | $12.76 * | $15.12 | -13.9% | COM | 024061103 |
| R | RYDER SYS INC | 21,561 | $1.257M | 0.0% | $58.30 * | $67.65 | -12.0% | COM | 783549108 |
| — | GENERAL ELECTRIC CO | 92,644 | $973K | 0.0% | $10.50 | $8.25 | — | COM | 369604103 |
| CVS | CVS HEALTH CORP | 13,568 | $739K | 0.0% | $54.47 * | $46.37 | -6.0% | COM | 126650100 |
| HAL | HALLIBURTON CO | 31,067 | $706K | 0.0% | $22.73 | $24.63 | -7.9% | COM | 406216101 |
| BYD | BOYD GAMING CORP | 26,122 | $704K | 0.0% | $26.95 * | $24.91 | +4.5% | COM | 103304101 |
| KR | KROGER CO | 30,886 | $671K | 0.0% | $21.73 * | $21.07 | 0.0% | COM | 501044101 |
| — | CONSOLIDATED COMM HLDGS INC | 117,371 | $579K | 0.0% | $4.93 | $4.93 | — | COM | 209034107 |
| DVN | DEVON ENERGY CORP NEW | 20,250 | $578K | 0.0% | $28.54 * | $21.37 | 0.0% | COM | 25179M103 |
| — | SAEXPLORATION HLDGS INC | 160,480 | $578K | 0.0% | $3.60 | $9.01 | — | COM PAR | 78636X873 |
| AES | AES CORP | 32,562 | $546K | 0.0% | $16.77 * | $9.14 | +46.2% | COM | 00130H105 |
| IP | INTL PAPER CO | 12,417 | $538K | 0.0% | $43.33 * | $31.79 | -1.3% | COM | 460146103 |
| — | TAILORED BRANDS INC | 86,906 | $501K | 0.0% | $5.76 | $7.84 | — | COM | 87403A107 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 35,072 | $455K | 0.0% | $12.97 * | $10.31 | -13.1% | SHS USD | G4863A108 |
| DE | DEERE & CO | 2,523 | $418K | 0.0% | $165.68 * | $144.51 | -2.1% | COM | 244199105 |
| TGT | TARGET CORP | 3,670 | $318K | 0.0% | $86.65 * | $63.29 | +7.0% | COM | 87612E106 |
| NOC | NORTHROP GRUMMAN CORP | 957 | $309K | 0.0% | $322.88 * | $243.65 | +9.7% | COM | 666807102 |
| CSX | CSX CORP | 3,297 | $255K | 0.0% | $77.34 * | $21.10 | +11.6% | COM | 126408103 |
| — | CINCINNATI BELL INC NEW | 49,804 | $247K | 0.0% | $4.96 | $4.96 | — | COM NEW | 171871502 |
| UNP | UNION PACIFIC CORP | 1,189 | $201K | 0.0% | $169.05 * | $138.09 | +7.0% | COM | 907818108 |
| — | NIO INC | 50,000 | $128K | 0.0% | $2.56 | — | — | Put | 62914V956 |