Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 14, 2019
Total Value: $2.754B (72.8% shares, 27.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 3,450,000 | $1.024B | 37.2% | $296.77 | — | — | Put | 78462F953 |
| — | ALTABA INC | 7,570,815 | $147M | 5.4% | $19.48 | $64.23 | — | COM | 021346101 |
| DELL | DELL TECHNOLOGIES INC | 2,360,281 | $122M | 4.4% | $51.86 * | $25.22 | -3.7% | CL C | 24703L202 |
| — | INTELSAT S A | 76,348,000 | $112M | 4.1% | $1.47 | $1.47 | — | NOTE 4.500% 6/1 | 45790VAB6 |
| — | TESLA INC | 98,500,000 | $100M | 3.6% | $1.02 | $0.99 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | BLACKSTONE MTG TR INC | 68,445,000 | $71.27M | 2.6% | $1.04 | $1.01 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | IAC INTERACTIVECORP | 273,121 | $59.53M | 2.2% | $217.97 | $217.97 | — | COM | 44919P508 |
| — | ARBOR RLTY TR INC | 49,300,000 | $57.93M | 2.1% | $1.18 | $1.18 | — | NOTE 5.250% 7/0 | 038923AF5 |
| — | ALLERGAN PLC | 338,987 | $57.05M | 2.1% | $168.29 | $167.98 | — | SHS | G0177J108 |
| — | CELGENE CORP | 552,490 | $54.86M | 2.0% | $99.30 | $94.03 | — | COM | 151020104 |
| — | SPDR GOLD TRUST | 380,100 | $52.78M | 1.9% | $138.87 | — | — | Call | 78463V907 |
| — | CONTURA ENERGY INC | 1,784,020 | $49.88M | 1.8% | $27.96 | $65.74 | — | COM | 21241B100 |
| — | TESLA INC | 49,500,000 | $48.29M | 1.8% | $0.98 | $1.06 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| MPC | MARATHON PETE CORP | 780,800 | $47.43M | 1.7% | $60.75 * | $43.09 | 0.0% | COM | 56585A102 |
| GRFS | GRIFOLS S A | 2,187,827 | $43.84M | 1.6% | $20.04 | $20.41 | — | SP ADR REP B NVT | 398438408 |
| — | MICROCHIP TECHNOLOGY INC | 21,125,000 | $40.08M | 1.5% | $1.90 | $1.63 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | APOLLO COML REAL EST FIN INC | 37,906,000 | $38.66M | 1.4% | $1.02 | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | ENCANA CORP | 7,605,040 | $34.98M | 1.3% | $4.60 | $5.66 | — | COM | 292505104 |
| — | TESLA INC | 31,393,000 | $31.84M | 1.2% | $1.01 | $1.20 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | BLACKSTONE MTG TR INC | 28,655,000 | $29.96M | 1.1% | $1.05 | $1.00 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | AMAG PHARMACEUTICALS INC | 35,050,000 | $28.83M | 1.0% | $0.82 | $0.83 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | BUNGE LIMITED | 481,311 | $27.25M | 1.0% | $56.62 | $60.55 | — | COM | G16962105 |
| — | DBX ETF TR | 1,000,000 | $27.09M | 1.0% | $27.09 | — | — | Put | 233051959 |
| LQD | ISHARES TR | 198,256 | $25.27M | 0.9% | $127.48 | $127.48 | — | IBOXX INV CP ETF | 464287242 |
| HEI/A | HEICO CORP NEW | 259,426 | $25.25M | 0.9% | $97.31 * | $104.97 | 0.0% | CL A | 422806208 |
| — | UNITED TECHNOLOGIES CORP | 154,808 | $21.13M | 0.8% | $136.52 | $128.57 | — | COM | 913017109 |
| — | FINISAR CORP | 20,000,000 | $19.94M | 0.7% | $1.00 | $1.00 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | ENCORE CAP EUROPE FIN LTD | 19,250,000 | $19.81M | 0.7% | $1.03 | $0.98 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| QD 1 07/01/26 REGS | QUDIAN INC | 21,000,000 | $19.76M | 0.7% | $0.94 | $1.01 | — | DEBT 1.000% 7/0 | G7314VAA8 |
| — | ENCORE CAP GROUP INC | 18,250,000 | $18.45M | 0.7% | $1.01 | $1.05 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | NOVAVAX INC | 44,095,000 | $18.41M | 0.7% | $0.42 | $0.52 | — | NOTE 3.750% 2/0 | 670002AB0 |
| RITM | NEW RESIDENTIAL INVT CORP | 1,166,718 | $18.29M | 0.7% | $15.68 | $14.72 | — | COM NEW | 64828T201 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 7,115,008 | $17.93M | 0.7% | $2.52 * | $4.19 | -25.2% | COM | 18453H106 |
| PACDEUR | PACIFIC DRILLING SA LUXEMBOU | 4,477,111 | $17.51M | 0.6% | $3.91 | $13.35 | — | COM | L7257P205 |
| — | TEVA PHARMACEUTICAL FIN LLC | 16,000,000 | $14.49M | 0.5% | $0.91 | $0.91 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | APOLLO COML REAL EST FIN INC | 13,348,000 | $13.65M | 0.5% | $1.02 | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | TESLA INC | 50,000 | $12.04M | 0.4% | $240.88 | — | — | Put | 88160R951 |
| — | C&J ENERGY SVCS INC NEW | 1,035,798 | $11.11M | 0.4% | $10.73 | $30.79 | — | COM | 12674R100 |
| — | REDWOOD TR INC | 10,620,000 | $10.78M | 0.4% | $1.02 | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | VEDANTA LTD | 1,115,050 | $9.679M | 0.4% | $8.68 | $9.38 | — | SPONSORED ADR | 92242Y100 |
| PARR | PAR PACIFIC HOLDINGS INC | 409,351 | $9.358M | 0.3% | $22.86 * | $18.22 | +21.4% | COM NEW | 69888T207 |
| DNR 6.375 12/31/24 REGS | DENBURY RES INC DEL | 15,994,000 | $9.306M | 0.3% | $0.58 | $0.62 | — | DEBT 6.375%12/3 | U2481AAK4 |
| — | OASIS PETE INC NEW | 12,400,000 | $9.18M | 0.3% | $0.74 | $0.74 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| NIO 4.5 02/01/24 REGS | NIO INC | 30,500,000 | $8.518M | 0.3% | $0.28 | $0.50 | — | DEBT 4.500% 2/0 | G6525FAA0 |
| — | INTREXON CORP | 11,000,000 | $6.71M | 0.2% | $0.61 | $0.86 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | PARKER DRILLING CO | 339,530 | $6.424M | 0.2% | $18.92 | $20.28 | — | COM | 701081507 |
| THC | TENET HEALTHCARE CORP | 255,916 | $5.661M | 0.2% | $22.12 * | $23.15 | -8.0% | COM NEW | 88033G407 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 649,920 | $5.342M | 0.2% | $8.22 * | $10.11 | -10.1% | COM | 024061103 |
| LNWO | SCIENTIFIC GAMES CORP | 260,172 | $5.295M | 0.2% | $20.35 * | $20.69 | -4.7% | COM | 80874P109 |
| — | ACORDA THERAPEUTICS INC | 6,750,000 | $5.281M | 0.2% | $0.78 | $0.78 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | ALTISOURCE PORTFOLIO SOLNS S | 252,866 | $5.113M | 0.2% | $20.22 | $22.49 | — | REG SHS | L0175J104 |
| CAR | AVIS BUDGET GROUP INC | 177,553 | $5.018M | 0.2% | $28.26 * | $33.72 | -13.6% | COM | 053774105 |
| — | TENNECO INC | 389,071 | $4.871M | 0.2% | $12.52 | $11.52 | — | CL A VTG COM STK | 880349105 |
| — | DONNELLEY R R & SONS CO | 1,274,977 | $4.807M | 0.2% | $3.77 | $4.31 | — | COM | 257867200 |
| — | TILRAY INC | 7,400,000 | $4.796M | 0.2% | $0.65 | $0.76 | — | DEBT 5.000%10/0 | U8961EAA4 |
| — | INFINERA CORPORATION | 5,053,000 | $4.384M | 0.2% | $0.87 | $0.68 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | MESA AIR GROUP INC | 624,158 | $4.21M | 0.2% | $6.75 | $8.34 | — | COM NEW | 590479135 |
| BZH | BEAZER HOMES USA INC | 275,846 | $4.11M | 0.1% | $14.90 * | $12.83 | -6.1% | COM NEW | 07556Q881 |
| — | SANOFI | 6,956,279 | $3.965M | 0.1% | $0.57 | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | APHRIA INC | 600,000 | $3.114M | 0.1% | $5.19 | — | — | Put | 03765K954 |
| — | INVACARE CORP | 3,325,000 | $3.107M | 0.1% | $0.93 | $0.72 | — | NOTE 5.000% 2/1 | 461203AF8 |
| RH | RH | 15,137 | $2.586M | 0.1% | $170.84 * | $142.38 | 0.0% | COM | 74967X103 |
| — | AERIE PHARMACEUTICALS INC | 126,130 | $2.424M | 0.1% | $19.22 | $19.22 | — | COM | 00771V108 |
| — | GREEN PLAINS INC | 2,500,000 | $2.04M | 0.1% | $0.82 | $0.82 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | VERASTEM INC | 4,500,000 | $2M | 0.1% | $0.44 | $0.52 | — | NOTE 5.000%11/0 | 92337CAA2 |
| IHRT | IHEARTMEDIA INC | 129,888 | $1.948M | 0.1% | $15.00 * | $14.60 | 0.0% | COM CL A | 45174J509 |
| — | CONSTELLIUM SE | 153,019 | $1.945M | 0.1% | $12.71 | $7.73 | — | CL A | N22035104 |
| PBI | PITNEY BOWES INC | 390,323 | $1.784M | 0.1% | $4.57 * | $4.01 | 0.0% | COM | 724479100 |
| — | NIELSEN HLDGS PLC | 81,700 | $1.736M | 0.1% | $21.25 | $23.33 | — | SHS EUR | G6518L108 |
| — | ARDAGH GROUP S A | 109,956 | $1.724M | 0.1% | $15.68 | $13.00 | — | CL A | L0223L101 |
| — | HI CRUSH INC | 950,000 | $1.653M | 0.1% | $1.74 | — | — | Put | 428337959 |
| MBI | MBIA INC | 166,260 | $1.535M | 0.1% | $9.23 * | $4.31 | -5.4% | COM | 55262C100 |
| ASHR | DBX ETF TR | 50,000 | $1.355M | 0.0% | $27.10 | $28.16 | — | XTRACK HRVST CSI | 233051879 |
| APLS | APELLIS PHARMACEUTICALS INC | 52,645 | $1.268M | 0.0% | $24.09 * | $27.52 | 0.0% | COM | 03753U106 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 317,393 | $1.143M | 0.0% | $3.60 * | $2.61 | 0.0% | COM | 203668108 |
| UNFI | UNITED NAT FOODS INC | 62,900 | $725K | 0.0% | $11.53 * | $9.55 | 0.0% | COM | 911163103 |
| — | ENTERCOM COMMUNICATIONS CORP | 197,367 | $659K | 0.0% | $3.34 | $3.34 | — | CL A | 293639100 |
| URI | UNITED RENTALS INC | 5,138 | $640K | 0.0% | $124.56 * | $117.42 | 0.0% | COM | 911363109 |
| GT | GOODYEAR TIRE & RUBR CO | 43,390 | $625K | 0.0% | $14.40 * | $13.32 | 0.0% | COM | 382550101 |
| R | RYDER SYS INC | 11,983 | $620K | 0.0% | $51.74 | $67.65 | -22.8% | COM | 783549108 |
| — | CONSOLIDATED COMM HLDGS INC | 127,371 | $606K | 0.0% | $4.76 | $4.92 | — | COM | 209034107 |
| — | MCDERMOTT INTL INC | 250,000 | $505K | 0.0% | $2.02 | — | — | Put | 580037953 |
| GAP | GAP INC | 28,952 | $503K | 0.0% | $17.37 * | $14.23 | 0.0% | COM | 364760108 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 35,072 | $498K | 0.0% | $14.20 * | $10.31 | -13.6% | SHS USD | G4863A108 |
| — | CINCINNATI BELL INC NEW | 89,530 | $454K | 0.0% | $5.07 | $5.01 | — | COM NEW | 171871502 |
| IP | INTL PAPER CO | 10,755 | $450K | 0.0% | $41.84 * | $31.79 | -7.7% | COM | 460146103 |
| — | TAILORED BRANDS INC | 101,906 | $448K | 0.0% | $4.40 | $7.33 | — | COM | 87403A107 |
| M | MACYS INC | 25,193 | $391K | 0.0% | $15.52 * | $18.52 | 0.0% | COM | 55616P104 |
| KR | KROGER CO | 12,018 | $310K | 0.0% | $25.79 * | $21.07 | -3.7% | COM | 501044101 |
| — | SAEXPLORATION HLDGS INC | 160,480 | $297K | 0.0% | $1.85 | $9.01 | — | COM PAR | 78636X873 |
| HAL | HALLIBURTON CO | 14,646 | $276K | 0.0% | $18.84 * | $24.63 | -25.8% | COM | 406216101 |
| DE | DEERE & CO | 1,484 | $250K | 0.0% | $168.46 * | $144.51 | +1.0% | COM | 244199105 |
| AAL | AMERICAN AIRLS GROUP INC | 8,820 | $238K | 0.0% | $26.98 * | $29.02 | 0.0% | COM | 02376R102 |
| DRI | DARDEN RESTAURANTS INC | 1,977 | $234K | 0.0% | $118.36 * | $102.22 | 0.0% | COM | 237194105 |
| EMN | EASTMAN CHEMICAL CO | 3,040 | $224K | 0.0% | $73.68 * | $56.99 | 0.0% | COM | 277432100 |
| — | ISTAR INC | 16,081 | $210K | 0.0% | $13.06 | $13.06 | — | COM | 45031U101 |
| AMKR | AMKOR TECHNOLOGY INC | 15,500 | $141K | 0.0% | $9.10 * | $7.99 | 0.0% | COM | 031652100 |