Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 14, 2020
Total Value: $3.008B (79.7% shares, 20.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 4,900,000 | $1.577B | 52.4% | $321.86 | — | — | Put | 78462F953 |
| DELL | DELL TECHNOLOGIES INC | 2,651,352 | $136M | 4.5% | $51.39 * | $25.07 | -4.9% | CL C | 24703L202 |
| — | TESLA INC | 82,400,000 | $125M | 4.1% | $1.51 | $0.99 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | IAC INTERACTIVECORP | 480,463 | $120M | 4.0% | $249.11 | $231.41 | — | COM | 44919P508 |
| MPC | MARATHON PETE CORP | 1,510,662 | $91.02M | 3.0% | $60.25 * | $47.23 | +9.4% | COM | 56585A102 |
| — | BLACKSTONE MTG TR INC | 66,245,000 | $70.32M | 2.3% | $1.06 | $1.01 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | ALLERGAN PLC | 338,987 | $64.8M | 2.2% | $191.17 | $167.98 | — | SHS | G0177J108 |
| — | SPDR GOLD TRUST | 400,000 | $57.16M | 1.9% | $142.90 | — | — | Put | 78463V957 |
| GRFS | GRIFOLS S A | 2,294,792 | $53.45M | 1.8% | $23.29 | $20.54 | — | SP ADR REP B NVT | 398438408 |
| — | INTELSAT S A | 75,848,000 | $49.94M | 1.7% | $0.66 | $1.47 | — | NOTE 4.500% 6/1 | 45790VAB6 |
| — | UNITED TECHNOLOGIES CORP | 279,369 | $41.84M | 1.4% | $149.76 | $138.02 | — | COM | 913017109 |
| — | MICROCHIP TECHNOLOGY INC | 19,125,000 | $41.14M | 1.4% | $2.15 | $1.63 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TESLA INC | 28,893,000 | $40.86M | 1.4% | $1.41 | $1.20 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | APOLLO COML REAL EST FIN INC | 38,737,000 | $38.9M | 1.3% | $1.00 | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | BLACKSTONE MTG TR INC | 25,578,000 | $27.18M | 0.9% | $1.06 | $1.00 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | AMAG PHARMACEUTICALS INC | 30,963,000 | $26.05M | 0.9% | $0.84 | $0.83 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| HEI/A | HEICO CORP NEW | 259,426 | $23.23M | 0.8% | $89.53 * | $104.97 | -10.1% | CL A | 422806208 |
| — | TESLA INC | 17,490,000 | $22.29M | 0.7% | $1.27 | $1.06 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | TESLA INC | 50,000 | $20.92M | 0.7% | $418.34 | — | — | Put | 88160R951 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 7,015,008 | $20.06M | 0.7% | $2.86 * | $4.19 | -39.6% | COM | 18453H106 |
| LQD | ISHARES TR | 156,189 | $19.99M | 0.7% | $127.96 | $127.48 | — | IBOXX INV CP ETF | 464287242 |
| — | ENCORE CAP EUROPE FIN LTD | 18,750,000 | $19.97M | 0.7% | $1.07 | $0.98 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | ENCORE CAP GROUP INC | 18,250,000 | $18.84M | 0.6% | $1.03 | $1.05 | — | NOTE 3.250% 3/1 | 292554AK8 |
| PACDEUR | PACIFIC DRILLING SA LUXEMBOU | 4,311,334 | $17.59M | 0.6% | $4.08 | $13.35 | — | COM | L7257P205 |
| — | NOVAVAX INC | 44,095,000 | $17.42M | 0.6% | $0.40 | $0.52 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | BUNGE LIMITED | 296,640 | $17.07M | 0.6% | $57.55 | $60.55 | — | COM | G16962105 |
| — | INTERXION HOLDING N.V | 193,849 | $16.25M | 0.5% | $83.81 | $83.81 | — | SHS | N47279109 |
| — | TEVA PHARMACEUTICAL FIN LLC | 16,000,000 | $15.17M | 0.5% | $0.95 | $0.91 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | OASIS PETE INC NEW | 19,465,000 | $15.11M | 0.5% | $0.78 | $0.75 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | CONTURA ENERGY INC | 1,652,836 | $14.96M | 0.5% | $9.05 | $65.74 | — | COM | 21241B100 |
| NIO 4.5 02/01/24 REGS | NIO INC | 28,000,000 | $14.91M | 0.5% | $0.53 | $0.50 | — | DEBT 4.500% 2/0 | G6525FAA0 |
| DNR 6.375 12/31/24 REGS | DENBURY RES INC DEL | 19,885,000 | $13.8M | 0.5% | $0.69 | $0.63 | — | DEBT 6.375%12/3 | U2481AAK4 |
| PARR | PAR PACIFIC HOLDINGS INC | 548,164 | $12.74M | 0.4% | $23.24 * | $19.65 | +21.4% | COM NEW | 69888T207 |
| — | APOLLO COML REAL EST FIN INC | 12,048,000 | $12.21M | 0.4% | $1.01 | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| GLD | SPDR GOLD TRUST | 70,000 | $10M | 0.3% | $142.90 | $142.90 | — | GOLD SHS | 78463V107 |
| — | VEDANTA LTD | 1,115,050 | $9.623M | 0.3% | $8.63 | $9.38 | — | SPONSORED ADR | 92242Y100 |
| QD 1 07/01/26 REGS | QUDIAN INC | 10,500,000 | $7.764M | 0.3% | $0.74 | $1.01 | — | DEBT 1.000% 7/0 | G7314VAA8 |
| — | INTREXON CORP | 12,100,000 | $7.252M | 0.2% | $0.60 | $0.83 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | SANOFI | 6,956,279 | $5.984M | 0.2% | $0.86 | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | TILRAY INC | 11,400,000 | $5.928M | 0.2% | $0.52 | $0.52 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | DOMINION ENERGY INC | 50,000 | $5.35M | 0.2% | $107.00 | $107.00 | — | UNIT 99/99/9999 | 25746U133 |
| — | DONNELLEY R R & SONS CO | 1,268,405 | $5.01M | 0.2% | $3.95 | $4.31 | — | COM | 257867200 |
| CAR | AVIS BUDGET GROUP INC | 152,512 | $4.917M | 0.2% | $32.24 * | $33.72 | -15.5% | COM | 053774105 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 428,249 | $4.608M | 0.2% | $10.76 * | $10.11 | -5.9% | COM | 024061103 |
| — | PARKER DRILLING CO | 200,309 | $4.507M | 0.1% | $22.50 | $20.28 | — | COM | 701081507 |
| — | PROTALIX BIOTHERAPEUTICS INC | 5,000,000 | $4.345M | 0.1% | $0.87 | $0.87 | — | NOTE 7.500%11/1 | 74365AAD3 |
| — | GREEN PLAINS INC | 4,500,000 | $4.196M | 0.1% | $0.93 | $0.87 | — | NOTE 4.125% 9/0 | 393222AF1 |
| THC | TENET HEALTHCARE CORP | 105,738 | $4.021M | 0.1% | $38.03 * | $23.15 | +29.4% | COM NEW | 88033G407 |
| — | TENNECO INC | 303,000 | $3.969M | 0.1% | $13.10 | $11.52 | — | CL A VTG COM STK | 880349105 |
| RYAAY | RYANAIR HLDGS PLC | 41,255 | $3.614M | 0.1% | $87.60 | $87.60 | — | SPONSORED ADS | 783513203 |
| MBI | MBIA INC | 350,000 | $3.255M | 0.1% | $9.30 * | $4.23 | -1.8% | COM | 55262C100 |
| — | INVACARE CORP | 3,325,000 | $3.237M | 0.1% | $0.97 | $0.72 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | APHRIA INC | 600,000 | $3.132M | 0.1% | $5.22 | — | — | Put | 03765K954 |
| LNWO | SCIENTIFIC GAMES CORP | 114,672 | $3.071M | 0.1% | $26.78 * | $20.69 | +24.5% | COM | 80874P109 |
| BZH | BEAZER HOMES USA INC | 201,423 | $2.846M | 0.1% | $14.13 * | $12.83 | +18.1% | COM NEW | 07556Q881 |
| — | AEGERION PHARMACEUTICALS INC | 2,818,723 | $2.678M | 0.1% | $0.95 | $0.95 | — | NOTE 5.000% 4/0 | 00767EAC6 |
| — | WAYFAIR INC | 2,500,000 | $2.591M | 0.1% | $1.04 | $1.04 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | LIBERTY MEDIA CORP | 3,466,000 | $2.418M | 0.1% | $0.70 | $0.70 | — | DEB 4.000%11/1 | 530715AG6 |
| RITM | NEW RESIDENTIAL INVT CORP | 120,000 | $1.933M | 0.1% | $16.11 | $14.72 | — | COM NEW | 64828T201 |
| — | NIELSEN HLDGS PLC | 88,700 | $1.801M | 0.1% | $20.30 | $23.09 | — | SHS EUR | G6518L108 |
| OI | O-I GLASS INC | 131,661 | $1.571M | 0.1% | $11.93 * | $9.90 | 0.0% | COM | 67098H104 |
| CSTM | CONSTELLIUM SE | 103,019 | $1.38M | 0.0% | $13.40 * | $13.80 | 0.0% | CL A SHS | F21107101 |
| IHRT | IHEARTMEDIA INC | 67,350 | $1.138M | 0.0% | $16.90 * | $14.60 | +3.8% | COM CL A | 45174J509 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 76,000 | $1.138M | 0.0% | $14.97 * | $9.98 | -2.9% | SHS USD | G4863A108 |
| — | EVERBRIDGE INC | 12,700 | $992K | 0.0% | $78.11 | $78.11 | — | COM | 29978A104 |
| — | CORNERSTONE BLDG BRANDS INC | 103,136 | $878K | 0.0% | $8.51 | $8.51 | — | COM | 21925D109 |
| — | ENTERCOM COMMUNICATIONS CORP | 181,588 | $843K | 0.0% | $4.64 | $3.34 | — | CL A | 293639100 |
| — | HI CRUSH INC | 950,000 | $839K | 0.0% | $0.88 | — | — | Put | 428337959 |
| GT | GOODYEAR TIRE & RUBR CO | 48,593 | $756K | 0.0% | $15.56 | $13.56 | +15.2% | COM | 382550101 |
| — | QURATE RETAIL INC | 85,921 | $724K | 0.0% | $8.43 | $8.43 | — | COM SER A | 74915M100 |
| — | CLOVIS ONCOLOGY INC | 1,000,000 | $628K | 0.0% | $0.63 | $0.63 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | NABORS INDUSTRIES LTD | 215,050 | $619K | 0.0% | $2.88 | $2.88 | — | SHS | G6359F103 |
| R | RYDER SYS INC | 10,677 | $580K | 0.0% | $54.32 * | $67.65 | -23.1% | COM | 783549108 |
| — | SAEXPLORATION HLDGS INC | 160,480 | $488K | 0.0% | $3.04 | $9.01 | — | COM PAR | 78636X873 |
| — | TAILORED BRANDS INC | 101,906 | $422K | 0.0% | $4.14 | $7.33 | — | COM | 87403A107 |
| GAP | GAP INC | 23,698 | $419K | 0.0% | $17.68 * | $14.23 | -2.7% | COM | 364760108 |
| URI | UNITED RENTALS INC | 2,165 | $361K | 0.0% | $166.74 * | $117.42 | +19.8% | COM | 911363109 |
| KR | KROGER CO | 12,396 | $359K | 0.0% | $28.96 * | $21.14 | +10.0% | COM | 501044101 |
| M | MACYS INC | 20,801 | $354K | 0.0% | $17.02 * | $18.52 | -15.5% | COM | 55616P104 |
| — | VIRGIN GALACTIC HOLDINGS INC | 100,000 | $335K | 0.0% | $3.35 | — | — | Call | 92766K114 |
| — | REALOGY HLDGS CORP | 32,813 | $318K | 0.0% | $9.69 | $9.69 | — | COM | 75605Y106 |
| AMKR | AMKOR TECHNOLOGY INC | 23,436 | $305K | 0.0% | $13.01 * | $9.05 | +22.8% | COM | 031652100 |
| — | CONSOLIDATED COMM HLDGS INC | 76,423 | $297K | 0.0% | $3.89 | $4.92 | — | COM | 209034107 |
| OLN | OLIN CORP | 15,535 | $268K | 0.0% | $17.25 * | $15.22 | 0.0% | COM PAR $1 | 680665205 |
| — | NORDSTROM INC | 6,427 | $263K | 0.0% | $40.92 | $40.92 | — | COM | 655664100 |
| IP | INTL PAPER CO | 5,672 | $261K | 0.0% | $46.02 * | $31.79 | +0.3% | COM | 460146103 |
| DE | DEERE & CO | 1,257 | $218K | 0.0% | $173.43 * | $144.51 | +9.3% | COM | 244199105 |
| — | MCDERMOTT INTL INC | 250,000 | $169K | 0.0% | $0.68 | — | — | Put | 580037953 |
| — | ISTAR INC | 10,581 | $154K | 0.0% | $14.55 | $13.06 | — | COM | 45031U101 |