Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 15, 2020
Total Value: $1.969B (71.5% shares, 28.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 2,110,000 | $544M | 27.6% | $257.75 | — | — | Put | 78462F953 |
| — | TESLA INC | 120,900,000 | $221M | 11.2% | $1.82 | $1.25 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | SPDR S&P 500 ETF TR | 730,000 | $188M | 9.6% | $257.75 | — | — | Call | 78462F903 |
| — | IAC INTERACTIVECORP | 874,343 | $157M | 8.0% | $179.23 | $207.90 | — | COM | 44919P508 |
| MPC | MARATHON PETE CORP | 4,482,858 | $106M | 5.4% | $23.62 * | $41.35 | -7.2% | COM | 56585A102 |
| — | UNITED TECHNOLOGIES CORP | 960,787 | $90.63M | 4.6% | $94.33 | $107.03 | — | COM | 913017109 |
| — | ALLERGAN PLC | 394,987 | $69.95M | 3.6% | $177.10 | $169.27 | — | SHS | G0177J108 |
| GRFS | GRIFOLS S A | 2,676,278 | $53.9M | 2.7% | $20.14 | $20.48 | — | SP ADR REP B NVT | 398438408 |
| DELL | DELL TECHNOLOGIES INC | 1,354,712 | $53.58M | 2.7% | $39.55 * | $25.07 | -15.7% | CL C | 24703L202 |
| — | TESLA INC | 30,893,000 | $53.09M | 2.7% | $1.72 | $1.23 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | NOVAVAX INC | 61,459,000 | $48.31M | 2.5% | $0.79 | $0.59 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | BLACKSTONE MTG TR INC | 57,813,000 | $45.67M | 2.3% | $0.79 | $1.01 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | MICROCHIP TECHNOLOGY INC | 19,125,000 | $27.4M | 1.4% | $1.43 | $1.63 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TESLA INC | 50,000 | $26.2M | 1.3% | $524.00 | — | — | Put | 88160R951 |
| — | TESLA INC | 14,990,000 | $23.38M | 1.2% | $1.56 | $1.06 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | APOLLO COML REAL EST FIN INC | 30,237,000 | $20.96M | 1.1% | $0.69 | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| LQD | ISHARES TR | 161,000 | $19.89M | 1.0% | $123.51 | $127.36 | — | IBOXX INV CP ETF | 464287242 |
| — | NEXTERA ENERGY INC | 450,000 | $19.84M | 1.0% | $44.09 | $44.09 | — | UNIT 99/99/9999 | 65339F770 |
| NIO 4.5 02/01/24 REGS | NIO INC | 35,000,000 | $17.62M | 0.9% | $0.50 | $0.50 | — | DEBT 4.500% 2/0 | G6525FAA0 |
| — | BHP GROUP PLC | 548,592 | $16.64M | 0.8% | $30.34 | $30.34 | — | SPONSORED ADR | 05545E209 |
| — | INTELSAT S A | 77,139,000 | $15.18M | 0.8% | $0.20 | $1.45 | — | NOTE 4.500% 6/1 | 45790VAB6 |
| — | ENCORE CAP EUROPE FIN LTD | 18,750,000 | $14.25M | 0.7% | $0.76 | $0.98 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | ENCORE CAP GROUP INC | 16,250,000 | $13.91M | 0.7% | $0.86 | $1.05 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | MARATHON PETE CORP | 500,000 | $11.81M | 0.6% | $23.62 | — | — | Call | 56585A902 |
| — | EXACT SCIENCES CORP | 13,000,000 | $10.2M | 0.5% | $0.78 | $0.78 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | AMAG PHARMACEUTICALS INC | 10,768,000 | $8.294M | 0.4% | $0.77 | $0.83 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | GOGO INC | 12,725,000 | $7.635M | 0.4% | $0.60 | $0.60 | — | NOTE 6.000% 5/1 | 38046CAD1 |
| — | INTREXON CORP | 12,100,000 | $5.959M | 0.3% | $0.49 | $0.83 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 1,283,694 | $4.634M | 0.2% | $3.61 * | $8.33 | -10.7% | COM | 024061103 |
| — | MICROCHIP TECHNOLOGY INC | 4,500,000 | $4.619M | 0.2% | $1.03 | $1.03 | — | NOTE 1.625% 2/1 | 595017AF1 |
| CAR | AVIS BUDGET GROUP | 322,336 | $4.48M | 0.2% | $13.90 * | $30.94 | -8.1% | COM | 053774105 |
| — | PROTALIX BIOTHERAPEUTICS INC | 5,000,000 | $4.452M | 0.2% | $0.89 | $0.87 | — | NOTE 7.500%11/1 | 74365AAD3 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 6,768,716 | $4.332M | 0.2% | $0.64 * | $4.19 | -49.3% | COM | 18453H106 |
| THC | TENET HEALTHCARE CORP | 296,236 | $4.266M | 0.2% | $14.40 * | $26.72 | +7.4% | COM NEW | 88033G407 |
| DNR 6.375 12/31/24 REGS | DENBURY RES INC DEL | 19,885,000 | $3.977M | 0.2% | $0.20 | $0.63 | — | DEBT 6.375%12/3 | U2481AAK4 |
| — | TILRAY INC | 11,400,000 | $3.603M | 0.2% | $0.32 | $0.52 | — | NOTE 5.000%10/0 | 88688TAB6 |
| BZH | BEAZER HOMES USA INC | 537,423 | $3.461M | 0.2% | $6.44 * | $12.55 | -1.3% | COM NEW | 07556Q881 |
| — | INVACARE CORP | 3,325,000 | $3.161M | 0.2% | $0.95 | $0.72 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | OASIS PETROLEUM INC | 26,313,000 | $3.023M | 0.2% | $0.11 | $0.59 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | CONTURA ENERGY INC | 1,205,671 | $2.833M | 0.1% | $2.35 | $65.74 | — | COM | 21241B100 |
| — | AEGERION PHARMACEUTICALS INC | 2,860,433 | $2.717M | 0.1% | $0.95 | $0.95 | — | NOTE 5.000% 4/0 | 00767EAC6 |
| — | LIBERTY MEDIA CORP | 3,466,000 | $2.426M | 0.1% | $0.70 | $0.70 | — | DEB 4.000%11/1 | 530715AG6 |
| PARR | PAR PACIFIC HOLDINGS INC | 330,086 | $2.344M | 0.1% | $7.10 * | $19.65 | -14.9% | COM NEW | 69888T207 |
| — | DONNELLEY R R & SONS CO | 2,400,421 | $2.301M | 0.1% | $0.96 | $2.73 | — | COM | 257867200 |
| OI | O-I GLASS INC | 288,243 | $2.049M | 0.1% | $7.11 * | $10.45 | +4.4% | COM | 67098H104 |
| — | APHRIA INC | 600,000 | $1.836M | 0.1% | $3.06 | — | — | Put | 03765K954 |
| — | TENNECO INC | 458,000 | $1.649M | 0.1% | $3.60 | $8.84 | — | CL A VTG COM STK | 880349105 |
| CSTM | CONSTELLIUM SE | 278,019 | $1.448M | 0.1% | $5.21 * | $11.88 | -9.5% | CL A SHS | F21107101 |
| — | NIELSEN HLDGS PLC | 98,700 | $1.238M | 0.1% | $12.54 | $22.02 | — | SHS EUR | G6518L108 |
| — | QURATE RETAIL INC | 198,307 | $1.211M | 0.1% | $6.11 | $7.11 | — | COM SER A | 74915M100 |
| URI | UNITED RENTALS INC | 11,589 | $1.193M | 0.1% | $102.94 * | $126.34 | +1.6% | COM | 911363109 |
| DRI | DARDEN RESTAURANTS INC | 19,713 | $1.074M | 0.1% | $54.48 * | $82.77 | 0.0% | COM | 237194105 |
| HAL | HALLIBURTON CO | 144,182 | $988K | 0.1% | $6.85 * | $15.62 | 0.0% | COM | 406216101 |
| AMKR | AMKOR TECHNOLOGY INC | 121,041 | $943K | 0.0% | $7.79 * | $9.92 | +2.1% | COM | 031652100 |
| R | RYDER SYS INC | 35,258 | $932K | 0.0% | $26.43 * | $49.85 | -15.5% | COM | 783549108 |
| PACDEUR | PACIFIC DRILLING SA LUXEMBOU | 1,519,857 | $654K | 0.0% | $0.43 | $13.35 | — | COM | L7257P205 |
| — | CORNERSTONE BLDG BRANDS INC | 140,698 | $642K | 0.0% | $4.56 | $7.46 | — | COM | 21925D109 |
| M | MACYS INC | 111,580 | $548K | 0.0% | $4.91 * | $14.48 | -6.4% | COM | 55616P104 |
| LNWO | SCIENTIFIC GAMES CORP | 54,568 | $529K | 0.0% | $9.69 * | $20.69 | -1.1% | COM | 80874P109 |
| — | ENTERCOM COMMUNICATIONS CORP | 299,144 | $512K | 0.0% | $1.71 | $2.70 | — | CL A | 293639100 |
| GT | GOODYEAR TIRE & RUBR CO | 86,356 | $503K | 0.0% | $5.82 * | $12.41 | -12.0% | COM | 382550101 |
| BYD | BOYD GAMING CORP | 33,262 | $480K | 0.0% | $14.43 * | $24.58 | 0.0% | COM | 103304101 |
| IP | INTL PAPER CO | 12,618 | $393K | 0.0% | $31.15 * | $29.98 | -4.9% | COM | 460146103 |
| — | NORDSTROM INC | 25,430 | $390K | 0.0% | $15.34 | $21.80 | — | COM | 655664100 |
| TOL | TOLL BROTHERS INC | 19,045 | $367K | 0.0% | $19.27 * | $37.84 | 0.0% | COM | 889478103 |
| DXC | DXC TECHNOLOGY CO | 26,934 | $351K | 0.0% | $13.03 * | $25.96 | 0.0% | COM | 23355L106 |
| — | REALOGY HLDGS CORP | 96,383 | $290K | 0.0% | $3.01 | $5.28 | — | COM | 75605Y106 |
| BHC | BAUSCH HEALTH COS INC | 16,315 | $253K | 0.0% | $15.51 * | $24.11 | 0.0% | COM | 071734107 |
| LOW | LOWES COS INC | 2,785 | $240K | 0.0% | $86.18 * | $98.27 | 0.0% | COM | 548661107 |
| DE | DEERE & CO | 1,739 | $240K | 0.0% | $138.01 * | $144.84 | +0.6% | COM | 244199105 |
| — | VIRGIN GALACTIC HOLDINGS INC | 30,000 | $224K | 0.0% | $7.47 | — | — | Call | 92766K114 |
| IIIV | I3 VERTICALS INC | 11,378 | $217K | 0.0% | $19.07 * | $28.15 | 0.0% | COM CL A | 46571Y107 |
| — | VIACOMCBS INC | 14,070 | $197K | 0.0% | $14.00 | $14.00 | — | CL B | 92556H206 |
| MGM | MGM RESORTS INTERNATIONAL | 14,514 | $171K | 0.0% | $11.78 * | $25.54 | 0.0% | COM | 552953101 |
| — | SAEXPLORATION HLDGS INC | 160,480 | $165K | 0.0% | $1.03 | $9.01 | — | COM PAR | 78636X873 |
| — | ISTAR INC | 15,363 | $163K | 0.0% | $10.61 | $12.30 | — | COM | 45031U101 |
| — | MERITOR INC | 11,268 | $149K | 0.0% | $13.22 | $13.22 | — | COM | 59001K100 |
| CNQ | CANADIAN NAT RES LTD | 10,757 | $146K | 0.0% | $13.57 * | $8.74 | 0.0% | COM | 136385101 |
| OLN | OLIN CORP | 11,830 | $138K | 0.0% | $11.67 * | $15.22 | -14.4% | COM PAR $1 | 680665205 |