Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 14, 2020
Total Value: $1.8B (47.7% shares, 52.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TESLA INC | 89,706,000 | $315M | 17.5% | $3.51 | $1.25 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | IAC INTERACTIVECORP | 806,798 | $261M | 14.5% | $323.40 | $207.90 | — | COM | 44919P508 |
| MPC | MARATHON PETE CORP | 3,277,913 | $123M | 6.8% | $37.38 * | $41.35 | -34.3% | COM | 56585A102 |
| — | DEXCOM INC | 48,226,000 | $120M | 6.6% | $2.48 | $2.48 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | SPDR S&P 500 ETF TR | 380,000 | $117M | 6.5% | $308.36 | — | — | Put | 78462F953 |
| — | HYCROFT MINING HOLDING CORP | 12,099,499 | $104M | 5.8% | $8.56 | $8.56 | — | COM CL A | 44862P109 |
| — | TESLA INC | 23,393,000 | $77.51M | 4.3% | $3.31 | $1.23 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | NOVAVAX INC | 59,534,000 | $56.57M | 3.1% | $0.95 | $0.59 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | TESLA INC | 50,000 | $53.99M | 3.0% | $1079.82 | — | — | Put | 88160R951 |
| GRFS | GRIFOLS S A | 2,676,278 | $48.81M | 2.7% | $18.24 | $20.48 | — | SP ADR REP B NVT | 398438408 |
| — | MICROCHIP TECHNOLOGY INC. | 19,125,000 | $42.66M | 2.4% | $2.23 | $1.63 | — | NOTE 1.625% 2/1 | 595017AD6 |
| SEALTD 2.375 12/01/25 REGS | SEA LTD | 25,100,000 | $34.77M | 1.9% | $1.39 | $1.39 | — | DEBT 2.375%12/0 | G7948TAE9 |
| NIO 4.5 02/01/24 REGS | NIO INC | 31,000,000 | $30.63M | 1.7% | $0.99 | $0.50 | — | DEBT 4.500% 2/0 | G6525FAA0 |
| — | AMERICAN AIRLS GROUP INC | 31,000,000 | $29.14M | 1.6% | $0.94 | $0.94 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | SPIRIT AIRLS INC | 19,110,000 | $28.7M | 1.6% | $1.50 | $1.50 | — | NOTE 4.750% 5/1 | 848577AA0 |
| DELL | DELL TECHNOLOGIES INC | 517,591 | $28.44M | 1.6% | $54.94 * | $25.07 | -17.8% | CL C | 24703L202 |
| — | IQIYI INC | 24,500,000 | $24.29M | 1.3% | $0.99 | $0.99 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| BILI 1.25 06/15/27 REGS | BILIBILI INC | 18,500,000 | $23.53M | 1.3% | $1.27 | $1.27 | — | DEBT 1.250% 6/1 | G10970AA2 |
| — | BHP GROUP PLC | 548,592 | $22.57M | 1.3% | $41.15 | $30.34 | — | SPONSORED ADR | 05545E209 |
| — | ENCORE CAP EUROPE FIN LTD | 21,155,000 | $20.39M | 1.1% | $0.96 | $0.97 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | MARATHON PETE CORP | 500,000 | $18.69M | 1.0% | $37.38 | — | — | Call | 56585A902 |
| — | ENCORE CAP GROUP INC | 18,750,000 | $18.11M | 1.0% | $0.97 | $1.04 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | INPHI CORP | 8,250,000 | $17.28M | 1.0% | $2.10 | $2.10 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | APOLLO COML REAL EST FIN INC | 18,056,000 | $15.69M | 0.9% | $0.87 | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | AMAG PHARMACEUTICALS INC | 14,018,000 | $10.96M | 0.6% | $0.78 | $0.82 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | UNITED STATES STL CORP NEW | 1,500,000 | $10.83M | 0.6% | $7.22 | — | — | Put | 912909958 |
| — | TESLA INC | 3,490,000 | $10.46M | 0.6% | $3.00 | $1.06 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | INTERCEPT PHARMACEUTICALS IN | 12,900,000 | $9.708M | 0.5% | $0.75 | $0.75 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | GOGO INC | 12,725,000 | $8.855M | 0.5% | $0.70 | $0.60 | — | NOTE 6.000% 5/1 | 38046CAD1 |
| — | CARNIVAL CORP | 500,000 | $8.21M | 0.5% | $16.42 | — | — | Put | 143658950 |
| OTIS | OTIS WORLDWIDE CORP | 127,804 | $7.267M | 0.4% | $56.86 * | $47.48 | 0.0% | COM | 68902V107 |
| CARR | CARRIER GLOBAL CORPORATION | 307,602 | $6.835M | 0.4% | $22.22 * | $17.13 | 0.0% | COM | 14448C104 |
| — | MICROCHIP TECHNOLOGY INC. | 4,500,000 | $6.638M | 0.4% | $1.48 | $1.03 | — | NOTE 1.625% 2/1 | 595017AF1 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 713,434 | $5.422M | 0.3% | $7.60 * | $8.33 | -30.7% | COM | 024061103 |
| THC | TENET HEALTHCARE CORP | 295,236 | $5.347M | 0.3% | $18.11 * | $26.72 | -26.3% | COM NEW | 88033G407 |
| — | INFINERA CORP | 6,000,000 | $5.104M | 0.3% | $0.85 | $0.85 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | INTREXON CORP | 12,100,000 | $4.719M | 0.3% | $0.39 | $0.83 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | OASIS PETROLEUM INC | 30,863,000 | $4.71M | 0.3% | $0.15 | $0.52 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | PROTALIX BIOTHERAPEUTICS INC | 5,000,000 | $4.533M | 0.3% | $0.91 | $0.87 | — | NOTE 7.500%11/1 | 74365AAD3 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 4,276,217 | $4.447M | 0.2% | $1.04 * | $4.19 | -77.6% | COM | 18453H106 |
| — | TILRAY INC | 9,400,000 | $4.254M | 0.2% | $0.45 | $0.52 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | XERIS PHARMACEUTICALS INC | 4,000,000 | $3.941M | 0.2% | $0.99 | $0.99 | — | NOTE 5.000% 7/1 | 98422LAA5 |
| — | EXACT SCIENCES CORP | 4,000,000 | $3.823M | 0.2% | $0.96 | $0.78 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | WIX COM LTD | 1,866,000 | $3.463M | 0.2% | $1.86 | $1.86 | — | NOTE 7/0 | 92940WAB5 |
| — | CONTURA ENERGY INC | 1,000,343 | $3.041M | 0.2% | $3.04 | $65.74 | — | COM | 21241B100 |
| BZH | BEAZER HOMES USA INC | 299,935 | $3.02M | 0.2% | $10.07 * | $12.55 | -36.3% | COM NEW | 07556Q881 |
| — | APACHE CORP | 220,773 | $2.98M | 0.2% | $13.50 | $13.50 | — | COM | 037411105 |
| — | INVACARE CORP | 3,325,000 | $2.816M | 0.2% | $0.85 | $0.85 | — | NOTE 5.000%11/1 | 461203AL5 |
| OI | O-I GLASS INC | 298,714 | $2.682M | 0.1% | $8.98 * | $10.36 | -25.3% | COM | 67098H104 |
| — | DONNELLEY R R & SONS CO | 1,850,857 | $2.203M | 0.1% | $1.19 | $2.73 | — | COM | 257867200 |
| CSTM | CONSTELLIUM SE | 273,019 | $2.097M | 0.1% | $7.68 * | $11.88 | -38.8% | CL A SHS | F21107101 |
| GOLLBZ 3.75 07/15/24 REGS | GOL EQUITY FIN | 4,000,000 | $1.923M | 0.1% | $0.48 | $0.48 | — | DEBT 3.750% 7/1 | L4441GAA8 |
| — | NUANCE COMMUNICATIONS INC | 1,500,000 | $1.77M | 0.1% | $1.18 | $1.18 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | CHIMERA INVT CORP | 180,000 | $1.73M | 0.1% | $9.61 | $9.61 | — | COM NEW | 16934Q208 |
| — | NIELSEN HLDGS PLC | 103,700 | $1.541M | 0.1% | $14.86 | $21.67 | — | SHS EUR | G6518L108 |
| HAL | HALLIBURTON CO | 108,182 | $1.404M | 0.1% | $12.98 * | $15.62 | -37.4% | COM | 406216101 |
| DVN | DEVON ENERGY CORP NEW | 115,500 | $1.31M | 0.1% | $11.34 * | $8.39 | 0.0% | COM | 25179M103 |
| GT | GOODYEAR TIRE & RUBR CO | 140,356 | $1.255M | 0.1% | $8.94 * | $10.56 | -28.0% | COM | 382550101 |
| — | HYCROFT MINING HOLDING CORP | 913,017 | $1.141M | 0.1% | $1.25 | — | — | Call | 44862P117 |
| DXC | DXC TECHNOLOGY CO | 65,861 | $1.087M | 0.1% | $16.50 * | $20.02 | -20.5% | COM | 23355L106 |
| — | ROTH CH ACQUISITION I CO | 99,846 | $1.003M | 0.1% | $10.05 | $10.05 | — | UNIT 01/28/2025 | 778675207 |
| MGM | MGM RESORTS INTERNATIONAL | 54,514 | $916K | 0.1% | $16.80 * | $18.63 | -13.4% | COM | 552953101 |
| — | CLEVELAND CLIFFS INC | 1,000,000 | $910K | 0.1% | $0.91 | $0.91 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | CORNERSTONE BLDG BRANDS INC | 140,698 | $853K | 0.0% | $6.06 | $7.46 | — | COM | 21925D109 |
| R | RYDER SYS INC | 19,258 | $722K | 0.0% | $37.49 * | $49.85 | -33.4% | COM | 783549108 |
| TECK | TECK RESOURCES LTD | 68,267 | $711K | 0.0% | $10.41 * | $9.18 | 0.0% | CL B | 878742204 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 65,300 | $665K | 0.0% | $10.18 * | $8.67 | 0.0% | COM | 01741R102 |
| OVV | OVINTIV INC | 64,000 | $611K | 0.0% | $9.55 * | $6.97 | 0.0% | COM | 69047Q102 |
| BHC | BAUSCH HEALTH COS INC | 30,315 | $554K | 0.0% | $18.27 * | $21.11 | -16.5% | COM | 071734107 |
| — | VIACOMCBS INC | 21,070 | $491K | 0.0% | $23.30 | $17.09 | — | CL B | 92556H206 |
| — | ENTERCOM COMMUNICATIONS CORP | 290,474 | $401K | 0.0% | $1.38 | $2.70 | — | CL A | 293639100 |
| AER | AERCAP HOLDINGS NV | 11,470 | $353K | 0.0% | $30.78 * | $28.14 | 0.0% | SHS | N00985106 |