Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 13, 2020
Total Value: $2.413B (27.6% shares, 72.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TESLA INC | 86,455,000 | $598M | 24.8% | $6.91 | $1.25 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | SPDR S&P 500 ETF TR | 400,000 | $134M | 5.6% | $334.89 | — | — | Put | 78462F953 |
| — | TESLA INC | 250,000 | $107M | 4.4% | $429.01 | — | — | Put | 88160R951 |
| — | HYCROFT MINING HOLDING CORP | 12,099,499 | $102M | 4.2% | $8.40 | $8.56 | — | COM CL A | 44862P109 |
| — | WAYFAIR INC | 47,549,000 | $98.55M | 4.1% | $2.07 | $2.07 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | SQUARE INC | 45,684,000 | $98.47M | 4.1% | $2.16 | $2.16 | — | NOTE 0.500% 5/1 | 852234AD5 |
| SEALTD 2.375 12/01/25 REGS | SEA LTD | 41,600,000 | $77.77M | 3.2% | $1.87 | $1.58 | — | DEBT 2.375%12/0 | G7948TAE9 |
| — | NOVAVAX INC | 64,034,000 | $76.61M | 3.2% | $1.20 | $0.64 | — | NOTE 3.750% 2/0 | 670002AB0 |
| NIO 4.5 02/01/24 REGS | NIO INC | 31,000,000 | $73.8M | 3.1% | $2.38 | $0.50 | — | DEBT 4.500% 2/0 | G6525FAA0 |
| MPC | MARATHON PETE CORP | 2,391,876 | $70.18M | 2.9% | $29.34 * | $41.35 | -27.1% | COM | 56585A102 |
| — | DEXCOM INC | 27,297,000 | $68.96M | 2.9% | $2.53 | $2.48 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | ZILLOW GROUP INC | 24,250,000 | $57.94M | 2.4% | $2.39 | $2.39 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| GRFS | GRIFOLS S A | 3,126,410 | $54.24M | 2.2% | $17.35 | $20.03 | — | SP ADR REP B NVT | 398438408 |
| SEALTD 1 12/01/24 REGS | SEA LTD | 17,000,000 | $52.4M | 2.2% | $3.08 | $3.08 | — | DEBT 1.000%12/0 | G7948TAC3 |
| — | AMERICAN AIRLS GROUP INC | 44,000,000 | $40.56M | 1.7% | $0.92 | $0.93 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | NEXTERA ENERGY INC | 800,000 | $38.2M | 1.6% | $47.75 | $47.75 | — | UNIT 99/99/9999 | 65339F739 |
| — | SPIRIT AIRLS INC | 25,746,000 | $37.41M | 1.6% | $1.45 | $1.49 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | DISH NETWORK CORPORATION | 37,300,000 | $34.24M | 1.4% | $0.92 | $0.92 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | COUPA SOFTWARE INC | 18,500,000 | $33.7M | 1.4% | $1.82 | $1.82 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | GOGO INC | 17,725,000 | $28.66M | 1.2% | $1.62 | $0.89 | — | NOTE 6.000% 5/1 | 38046CAD1 |
| — | ENCORE CAP EUROPE FIN LTD | 25,850,000 | $28.17M | 1.2% | $1.09 | $1.00 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | IQIYI INC | 27,500,000 | $26.09M | 1.1% | $0.95 | $0.99 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | ENCORE CAP GROUP INC | 21,550,000 | $24.52M | 1.0% | $1.14 | $1.14 | — | NOTE 3.250%10/0 | 292554AM4 |
| — | BHP GROUP PLC | 548,592 | $23.4M | 1.0% | $42.66 | $30.34 | — | SPONSORED ADR | 05545E209 |
| — | TESLA INC | 3,490,000 | $20.77M | 0.9% | $5.95 | $1.06 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | WAYFAIR INC | 8,000,000 | $20.56M | 0.9% | $2.57 | $2.57 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | SPLUNK INC | 13,903,000 | $19.32M | 0.8% | $1.39 | $1.39 | — | NOTE 0.500% 9/1 | 848637AC8 |
| BILI 1.25 06/15/27 REGS | BILIBILI INC | 16,000,000 | $19.24M | 0.8% | $1.20 | $1.27 | — | DEBT 1.250% 6/1 | G10970AA2 |
| — | ENCORE CAP GROUP INC | 16,250,000 | $17.54M | 0.7% | $1.08 | $1.04 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | WIX COM LTD | 8,978,000 | $16.83M | 0.7% | $1.87 | $1.87 | — | NOTE 7/0 | 92940WAB5 |
| — | INPHI CORP | 8,250,000 | $16.58M | 0.7% | $2.01 | $2.10 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | UNITED STATES STL CORP NEW | 2,000,000 | $14.68M | 0.6% | $7.34 | — | — | Put | 912909958 |
| — | MARATHON PETE CORP | 500,000 | $14.67M | 0.6% | $29.34 | — | — | Call | 56585A902 |
| — | IAC INTERACTIVECORP NEW | 118,215 | $14.16M | 0.6% | $119.78 | $119.78 | — | COM | 44891N109 |
| — | SPLUNK INC | 9,500,000 | $13.71M | 0.6% | $1.44 | $1.44 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | TESLA INC | 2,000,000 | $13.08M | 0.5% | $6.54 | $1.23 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | VEONEER INC | 13,350,000 | $13.06M | 0.5% | $0.98 | $0.98 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| — | AMERICAN AIRLS GROUP INC | 1,000,000 | $12.29M | 0.5% | $12.29 | — | — | Put | 02376R952 |
| — | AMAG PHARMACEUTICALS INC | 12,518,000 | $11.24M | 0.5% | $0.90 | $0.82 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | INTERCEPT PHARMACEUTICALS IN | 13,900,000 | $11.18M | 0.5% | $0.80 | $0.76 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | INFINERA CORP | 10,000,000 | $9.228M | 0.4% | $0.92 | $0.88 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | NABORS INDS INC NEW | 33,849,000 | $9.055M | 0.4% | $0.27 | $0.27 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | OMEROS CORP | 10,500,000 | $8.897M | 0.4% | $0.85 | $0.85 | — | NOTE 5.250% 2/1 | 682143AG7 |
| — | CLOVIS ONCOLOGY INC | 9,300,000 | $8.861M | 0.4% | $0.95 | $0.95 | — | NOTE 4.500% 8/0 | 189464AE0 |
| — | PG&E CORP | 90,000 | $8.828M | 0.4% | $98.09 | $98.09 | — | UNIT 99/99/9999 | 69331C140 |
| — | CHEGG INC | 5,200,000 | $7.912M | 0.3% | $1.52 | $1.52 | — | NOTE 0.125% 3/1 | 163092AD1 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 1,340,528 | $7.735M | 0.3% | $5.77 * | $7.78 | -8.0% | COM | 024061103 |
| — | APOLLO COML REAL EST FIN INC | 7,756,000 | $7.235M | 0.3% | $0.93 | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | BILIBILI INC | 4,000,000 | $7.058M | 0.3% | $1.76 | $1.76 | — | NOTE 1.375% 4/0 | 090040AB2 |
| — | INTREXON CORP | 13,600,000 | $6.528M | 0.3% | $0.48 | $0.79 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | CONTURA ENERGY INC | 832,650 | $6.095M | 0.3% | $7.32 | $65.74 | — | COM | 21241B100 |
| — | AEGERION PHARMACEUTICALS INC | 4,898,060 | $5.853M | 0.2% | $1.19 | $1.19 | — | NOTE 5.000% 4/0 | 00767EAC6 |
| — | ZENDESK INC | 3,304,000 | $5.66M | 0.2% | $1.71 | $1.71 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| THC | TENET HEALTHCARE CORP | 229,463 | $5.624M | 0.2% | $24.51 * | $26.72 | -4.4% | COM NEW | 88033G407 |
| — | WHITING PETE CORP NEW | 312,738 | $5.407M | 0.2% | $17.29 | $17.29 | — | COM NEW | 966387508 |
| — | PROTALIX BIOTHERAPEUTICS INC | 5,000,000 | $4.566M | 0.2% | $0.91 | $0.87 | — | NOTE 7.500%11/1 | 74365AAD3 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 4,312,514 | $4.313M | 0.2% | $1.00 * | $4.19 | -74.4% | COM | 18453H106 |
| — | HOPE BANCORP INC | 5,000,000 | $4.078M | 0.2% | $0.82 | $0.82 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | TILRAY INC | 9,400,000 | $3.76M | 0.2% | $0.40 | $0.52 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | DONNELLEY R R & SONS CO | 2,428,035 | $3.545M | 0.1% | $1.46 | $2.43 | — | COM | 257867200 |
| — | AMRYT PHARMA PLC | 271,624 | $3.341M | 0.1% | $12.30 | $12.30 | — | SPONSORED ADS | 03217L106 |
| OVV | OVINTIV INC | 383,255 | $3.127M | 0.1% | $8.16 * | $9.76 | +5.7% | COM | 69047Q102 |
| OI | O-I GLASS INC | 287,018 | $3.04M | 0.1% | $10.59 | $10.36 | +3.2% | COM | 67098H104 |
| — | REALPAGE INC | 2,000,000 | $2.933M | 0.1% | $1.47 | $1.47 | — | NOTE 1.500%11/1 | 75606NAB5 |
| BZH | BEAZER HOMES USA INC | 216,356 | $2.856M | 0.1% | $13.20 * | $12.55 | -6.9% | COM NEW | 07556Q881 |
| — | INVACARE CORP | 3,325,000 | $2.849M | 0.1% | $0.86 | $0.85 | — | NOTE 5.000%11/1 | 461203AL5 |
| GOLLBZ 3.75 07/15/24 REGS | GOL EQUITY FIN | 4,000,000 | $2.497M | 0.1% | $0.62 | $0.48 | — | DEBT 3.750% 7/1 | L4441GAA8 |
| — | APACHE CORP | 262,773 | $2.488M | 0.1% | $9.47 | $12.85 | — | COM | 037411105 |
| CSTM | CONSTELLIUM SE | 303,019 | $2.379M | 0.1% | $7.85 * | $11.52 | -28.3% | CL A SHS | F21107101 |
| — | FORUM MERGER II CORP | 254,000 | $2.253M | 0.1% | $8.87 | — | — | Call | 34986F111 |
| VISN | COMMSCOPE HLDG CO INC | 245,021 | $2.205M | 0.1% | $9.00 * | $9.42 | 0.0% | COM | 20337X109 |
| — | CORNERSTONE BLDG BRANDS INC | 244,481 | $1.951M | 0.1% | $7.98 | $7.68 | — | COM | 21925D109 |
| — | NIELSEN HLDGS PLC | 108,700 | $1.541M | 0.1% | $14.18 | $21.33 | — | SHS EUR | G6518L108 |
| — | CHIMERA INVT CORP | 180,000 | $1.476M | 0.1% | $8.20 | $9.61 | — | COM NEW | 16934Q208 |
| — | HYCROFT MINING HOLDING CORP | 913,017 | $1.433M | 0.1% | $1.57 | — | — | Call | 44862P117 |
| — | MACYS INC | 250,000 | $1.425M | 0.1% | $5.70 | — | — | Put | 55616P954 |
| DXC | DXC TECHNOLOGY CO | 65,861 | $1.176M | 0.0% | $17.86 * | $20.02 | -8.9% | COM | 23355L106 |
| GT | GOODYEAR TIRE & RUBR CO | 137,356 | $1.054M | 0.0% | $7.67 * | $10.56 | -12.2% | COM | 382550101 |
| DVN | DEVON ENERGY CORP NEW | 110,500 | $1.045M | 0.0% | $9.46 * | $8.39 | -5.8% | COM | 25179M103 |
| — | CLEVELAND-CLIFFS INC NEW | 1,000,000 | $1.033M | 0.0% | $1.03 | $0.91 | — | DBCV 1.500% 1/1 | 185899AA9 |
| HAL | HALLIBURTON CO | 74,182 | $894K | 0.0% | $12.05 * | $15.62 | -15.7% | COM | 406216101 |
| R | RYDER SYS INC | 19,258 | $813K | 0.0% | $42.22 * | $49.85 | -18.9% | COM | 783549108 |
| MGM | MGM RESORTS INTERNATIONAL | 32,514 | $707K | 0.0% | $21.74 * | $18.63 | +6.3% | COM | 552953101 |
| CLA/U | COLONNADE ACQUISITION CORP | 68,200 | $679K | 0.0% | $9.96 | $9.96 | — | UNIT 99/99/9999 | G2283K128 |
| TECK | TECK RESOURCES LTD | 38,267 | $533K | 0.0% | $13.93 * | $9.18 | +29.0% | CL B | 878742204 |
| — | TENNECO INC | 70,000 | $486K | 0.0% | $6.94 | $6.94 | — | CL A VTG COM STK | 880349105 |
| — | VIACOMCBS INC | 17,070 | $478K | 0.0% | $28.00 | $17.09 | — | CL B | 92556H206 |
| BHC | BAUSCH HEALTH COS INC | 30,315 | $471K | 0.0% | $15.54 * | $21.11 | -18.4% | COM | 071734107 |
| — | ENTERCOM COMMUNICATIONS CORP | 290,474 | $468K | 0.0% | $1.61 | $2.70 | — | CL A | 293639100 |
| CAR | AVIS BUDGET GROUP | 16,207 | $427K | 0.0% | $26.35 * | $28.61 | 0.0% | COM | 053774105 |
| — | LANDCADIA HLDGS II INC | 80,000 | $351K | 0.0% | $4.39 | — | — | Call | 51476X113 |
| — | SPARTAN ENERGY ACQUISITION C | 55,000 | $241K | 0.0% | $4.38 | — | — | Call | 846784122 |
| — | UTZ BRANDS INC | 30,000 | $196K | 0.0% | $6.53 | — | — | Call | 918090119 |
| IHRT | IHEARTMEDIA INC | 17,458 | $142K | 0.0% | $8.13 * | $8.51 | 0.0% | COM CL A | 45174J509 |
| — | TENZING ACQUISITION CORP | 60,000 | $31,000 | 0.0% | $0.52 | — | — | Call | G8708A108 |