CIK: 0001257391 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 13, 2020
Total Value ($000): $2,412,511 (27.6% shares, 72.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TESLA INC | 86,455,000 | $597,619 | 24.8% | $1.25 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | SPDR S&P 500 ETF TR | 400,000 | $133,956 | 5.6% | — | — | Put | 78462F953 |
| — | TESLA INC | 250,000 | $107,253 | 4.4% | — | — | Put | 88160R951 |
| — | HYCROFT MINING HOLDING CORP | 12,099,499 | $101,636 | 4.2% | $8.56 | — | COM CL A | 44862P109 |
| — | WAYFAIR INC | 47,549,000 | $98,548 | 4.1% | $2.07 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | SQUARE INC | 45,684,000 | $98,472 | 4.1% | $2.16 | — | NOTE 0.500% 5/1 | 852234AD5 |
| SEALTD 2.375 12/01/25 REGS | SEA LTD | 41,600,000 | $77,769 | 3.2% | $1.58 | — | DEBT 2.375%12/0 | G7948TAE9 |
| — | NOVAVAX INC | 64,034,000 | $76,615 | 3.2% | $0.64 | — | NOTE 3.750% 2/0 | 670002AB0 |
| NIO 4.5 02/01/24 REGS | NIO INC | 31,000,000 | $73,800 | 3.1% | $0.50 | — | DEBT 4.500% 2/0 | G6525FAA0 |
| MPC | MARATHON PETE CORP | 2,391,876 | $70,178 | 2.9% | $41.35 | -27.1% | COM | 56585A102 |
| — | DEXCOM INC | 27,297,000 | $68,959 | 2.9% | $2.48 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | ZILLOW GROUP INC | 24,250,000 | $57,940 | 2.4% | $2.39 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| GRFS | GRIFOLS S A | 3,126,410 | $54,243 | 2.2% | $20.03 | — | SP ADR REP B NVT | 398438408 |
| SEALTD 1 12/01/24 REGS | SEA LTD | 17,000,000 | $52,402 | 2.2% | $3.08 | — | DEBT 1.000%12/0 | G7948TAC3 |
| — | AMERICAN AIRLS GROUP INC | 44,000,000 | $40,563 | 1.7% | $0.93 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | NEXTERA ENERGY INC | 800,000 | $38,200 | 1.6% | $47.75 | — | UNIT 99/99/9999 | 65339F739 |
| — | SPIRIT AIRLS INC | 25,746,000 | $37,409 | 1.6% | $1.49 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | DISH NETWORK CORPORATION | 37,300,000 | $34,241 | 1.4% | $0.92 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | COUPA SOFTWARE INC | 18,500,000 | $33,705 | 1.4% | $1.82 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | GOGO INC | 17,725,000 | $28,660 | 1.2% | $0.89 | — | NOTE 6.000% 5/1 | 38046CAD1 |
| — | ENCORE CAP EUROPE FIN LTD | 25,850,000 | $28,171 | 1.2% | $1.00 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | IQIYI INC | 27,500,000 | $26,091 | 1.1% | $0.99 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | ENCORE CAP GROUP INC | 21,550,000 | $24,523 | 1.0% | $1.14 | — | NOTE 3.250%10/0 | 292554AM4 |
| — | BHP GROUP PLC | 548,592 | $23,403 | 1.0% | $30.34 | — | SPONSORED ADR | 05545E209 |
| — | TESLA INC | 3,490,000 | $20,766 | 0.9% | $1.06 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | WAYFAIR INC | 8,000,000 | $20,556 | 0.9% | $2.57 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | SPLUNK INC | 13,903,000 | $19,324 | 0.8% | $1.39 | — | NOTE 0.500% 9/1 | 848637AC8 |
| BILI 1.25 06/15/27 REGS | BILIBILI INC | 16,000,000 | $19,243 | 0.8% | $1.27 | — | DEBT 1.250% 6/1 | G10970AA2 |
| — | ENCORE CAP GROUP INC | 16,250,000 | $17,538 | 0.7% | $1.04 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | WIX COM LTD | 8,978,000 | $16,831 | 0.7% | $1.87 | — | NOTE 7/0 | 92940WAB5 |
| — | INPHI CORP | 8,250,000 | $16,578 | 0.7% | $2.10 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | UNITED STATES STL CORP NEW | 2,000,000 | $14,680 | 0.6% | — | — | Put | 912909958 |
| — | MARATHON PETE CORP | 500,000 | $14,670 | 0.6% | — | — | Call | 56585A902 |
| — | IAC INTERACTIVECORP NEW | 118,215 | $14,160 | 0.6% | $119.78 | — | COM | 44891N109 |
| — | SPLUNK INC | 9,500,000 | $13,711 | 0.6% | $1.44 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | TESLA INC | 2,000,000 | $13,079 | 0.5% | $1.23 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | VEONEER INC | 13,350,000 | $13,058 | 0.5% | $0.98 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| — | AMERICAN AIRLS GROUP INC | 1,000,000 | $12,290 | 0.5% | — | — | Put | 02376R952 |
| — | AMAG PHARMACEUTICALS INC | 12,518,000 | $11,239 | 0.5% | $0.82 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | INTERCEPT PHARMACEUTICALS IN | 13,900,000 | $11,175 | 0.5% | $0.76 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | INFINERA CORP | 10,000,000 | $9,228 | 0.4% | $0.88 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | NABORS INDS INC NEW | 33,849,000 | $9,055 | 0.4% | $0.27 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | OMEROS CORP | 10,500,000 | $8,897 | 0.4% | $0.85 | — | NOTE 5.250% 2/1 | 682143AG7 |
| — | CLOVIS ONCOLOGY INC | 9,300,000 | $8,861 | 0.4% | $0.95 | — | NOTE 4.500% 8/0 | 189464AE0 |
| — | PG&E CORP | 90,000 | $8,828 | 0.4% | $98.09 | — | UNIT 99/99/9999 | 69331C140 |
| — | CHEGG INC | 5,200,000 | $7,912 | 0.3% | $1.52 | — | NOTE 0.125% 3/1 | 163092AD1 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 1,340,528 | $7,735 | 0.3% | $7.78 | -8.0% | COM | 024061103 |
| — | APOLLO COML REAL EST FIN INC | 7,756,000 | $7,235 | 0.3% | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | BILIBILI INC | 4,000,000 | $7,058 | 0.3% | $1.76 | — | NOTE 1.375% 4/0 | 090040AB2 |
| — | INTREXON CORP | 13,600,000 | $6,528 | 0.3% | $0.79 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | CONTURA ENERGY INC | 832,650 | $6,095 | 0.3% | $65.74 | — | COM | 21241B100 |
| — | AEGERION PHARMACEUTICALS INC | 4,898,060 | $5,853 | 0.2% | $1.19 | — | NOTE 5.000% 4/0 | 00767EAC6 |
| — | ZENDESK INC | 3,304,000 | $5,660 | 0.2% | $1.71 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| THC | TENET HEALTHCARE CORP | 229,463 | $5,624 | 0.2% | $26.72 | -4.4% | COM NEW | 88033G407 |
| — | WHITING PETE CORP NEW | 312,738 | $5,407 | 0.2% | $17.29 | — | COM NEW | 966387508 |
| — | PROTALIX BIOTHERAPEUTICS INC | 5,000,000 | $4,566 | 0.2% | $0.87 | — | NOTE 7.500%11/1 | 74365AAD3 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 4,312,514 | $4,313 | 0.2% | $4.19 | -74.4% | COM | 18453H106 |
| — | HOPE BANCORP INC | 5,000,000 | $4,078 | 0.2% | $0.82 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | TILRAY INC | 9,400,000 | $3,760 | 0.2% | $0.52 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | DONNELLEY R R & SONS CO | 2,428,035 | $3,545 | 0.1% | $2.43 | — | COM | 257867200 |
| — | AMRYT PHARMA PLC | 271,624 | $3,341 | 0.1% | $12.30 | — | SPONSORED ADS | 03217L106 |
| OVV | OVINTIV INC | 383,255 | $3,127 | 0.1% | $9.76 | +5.7% | COM | 69047Q102 |
| OI | O-I GLASS INC | 287,018 | $3,040 | 0.1% | $10.36 | +3.2% | COM | 67098H104 |
| — | REALPAGE INC | 2,000,000 | $2,933 | 0.1% | $1.47 | — | NOTE 1.500%11/1 | 75606NAB5 |
| BZH | BEAZER HOMES USA INC | 216,356 | $2,856 | 0.1% | $12.55 | -6.9% | COM NEW | 07556Q881 |
| — | INVACARE CORP | 3,325,000 | $2,849 | 0.1% | $0.85 | — | NOTE 5.000%11/1 | 461203AL5 |
| GOLLBZ 3.75 07/15/24 REGS | GOL EQUITY FIN | 4,000,000 | $2,497 | 0.1% | $0.48 | — | DEBT 3.750% 7/1 | L4441GAA8 |
| — | APACHE CORP | 262,773 | $2,488 | 0.1% | $12.85 | — | COM | 037411105 |
| CSTM | CONSTELLIUM SE | 303,019 | $2,379 | 0.1% | $11.52 | -28.3% | CL A SHS | F21107101 |
| — | FORUM MERGER II CORP | 254,000 | $2,253 | 0.1% | — | — | Call | 34986F111 |
| VISN | COMMSCOPE HLDG CO INC | 245,021 | $2,205 | 0.1% | $9.42 | 0.0% | COM | 20337X109 |
| — | CORNERSTONE BLDG BRANDS INC | 244,481 | $1,951 | 0.1% | $7.68 | — | COM | 21925D109 |
| — | NIELSEN HLDGS PLC | 108,700 | $1,541 | 0.1% | $21.33 | — | SHS EUR | G6518L108 |
| — | CHIMERA INVT CORP | 180,000 | $1,476 | 0.1% | $9.61 | — | COM NEW | 16934Q208 |
| — | HYCROFT MINING HOLDING CORP | 913,017 | $1,433 | 0.1% | — | — | Call | 44862P117 |
| — | MACYS INC | 250,000 | $1,425 | 0.1% | — | — | Put | 55616P954 |
| DXC | DXC TECHNOLOGY CO | 65,861 | $1,176 | 0.0% | $20.02 | -8.9% | COM | 23355L106 |
| GT | GOODYEAR TIRE & RUBR CO | 137,356 | $1,054 | 0.0% | $10.56 | -12.2% | COM | 382550101 |
| DVN | DEVON ENERGY CORP NEW | 110,500 | $1,045 | 0.0% | $8.39 | -5.8% | COM | 25179M103 |
| — | CLEVELAND-CLIFFS INC NEW | 1,000,000 | $1,033 | 0.0% | $0.91 | — | DBCV 1.500% 1/1 | 185899AA9 |
| HAL | HALLIBURTON CO | 74,182 | $894 | 0.0% | $15.62 | -15.7% | COM | 406216101 |
| R | RYDER SYS INC | 19,258 | $813 | 0.0% | $49.85 | -18.9% | COM | 783549108 |
| MGM | MGM RESORTS INTERNATIONAL | 32,514 | $707 | 0.0% | $18.63 | +6.3% | COM | 552953101 |
| CLA/U | COLONNADE ACQUISITION CORP | 68,200 | $679 | 0.0% | $9.96 | — | UNIT 99/99/9999 | G2283K128 |
| TECK | TECK RESOURCES LTD | 38,267 | $533 | 0.0% | $9.18 | +29.0% | CL B | 878742204 |
| — | TENNECO INC | 70,000 | $486 | 0.0% | $6.94 | — | CL A VTG COM STK | 880349105 |
| — | VIACOMCBS INC | 17,070 | $478 | 0.0% | $17.09 | — | CL B | 92556H206 |
| BHC | BAUSCH HEALTH COS INC | 30,315 | $471 | 0.0% | $21.11 | -18.4% | COM | 071734107 |
| — | ENTERCOM COMMUNICATIONS CORP | 290,474 | $468 | 0.0% | $2.70 | — | CL A | 293639100 |
| CAR | AVIS BUDGET GROUP | 16,207 | $427 | 0.0% | $28.61 | 0.0% | COM | 053774105 |
| — | LANDCADIA HLDGS II INC | 80,000 | $351 | 0.0% | — | — | Call | 51476X113 |
| — | SPARTAN ENERGY ACQUISITION C | 55,000 | $241 | 0.0% | — | — | Call | 846784122 |
| — | UTZ BRANDS INC | 30,000 | $196 | 0.0% | — | — | Call | 918090119 |
| IHRT | IHEARTMEDIA INC | 17,458 | $142 | 0.0% | $8.51 | 0.0% | COM CL A | 45174J509 |
| — | TENZING ACQUISITION CORP | 60,000 | $31 | 0.0% | — | — | Call | G8708A108 |