Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 3, 2016
Total Value: $3.426B (80.8% shares, 19.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 4,100,000 | $843M | 24.6% | $205.56 | — | — | Put | 78462F953 |
| — | SPDR S&P 500 ETF TR | 3,850,000 | $791M | 23.1% | $205.56 | — | — | Call | 78462F903 |
| — | ISHARES TR | 1,700,000 | $188M | 5.5% | $110.62 | — | — | Put | 464287955 |
| PARR | PAR PACIFIC HOLDINGS INC | 7,846,023 | $147M | 4.3% | $18.76 * | $18.31 | +17.2% | COM NEW | 69888T207 |
| — | TELEFLEX INC | 50,273,000 | $128M | 3.7% | $2.55 | $2.10 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | TESLA MTRS INC | 61,483,000 | $113M | 3.3% | $1.84 | $1.76 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | CURRENCYSHARES EURO TR | 900,000 | $100M | 2.9% | $111.18 | — | — | Put | 23130C958 |
| — | YAHOO INC | 2,105,162 | $77.49M | 2.3% | $36.81 | $32.94 | — | COM | 984332106 |
| — | TWO HBRS INVT CORP | 9,064,748 | $71.97M | 2.1% | $7.94 | $8.04 | — | COM | 90187B101 |
| — | AMERICAN CAP LTD | 3,868,667 | $58.96M | 1.7% | $15.24 | $13.49 | — | COM | 02503Y103 |
| — | ISHARES TR | 500,000 | $55.31M | 1.6% | $110.62 | — | — | Call | 464287905 |
| — | SANDISK CORP | 26,748,000 | $42.18M | 1.2% | $1.58 | $1.58 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | E M C CORP MASS | 1,527,856 | $40.72M | 1.2% | $26.65 | $24.76 | — | COM | 268648102 |
| — | BANK AMER CORP | 3,000,000 | $40.56M | 1.2% | $13.52 | — | — | Put | 060505954 |
| HUM | HUMANA INC | 175,507 | $32.11M | 0.9% | $182.95 * | $163.87 | -2.3% | COM | 444859102 |
| — | ENCORE CAP GROUP INC | 30,776,000 | $30.43M | 0.9% | $0.99 | $1.50 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | ISIS PHARMACEUTICALS INC DEL | 11,246,000 | $28.05M | 0.8% | $2.49 | $2.42 | — | NOTE 2.750%10/0 | 464337AG9 |
| — | PACIRA PHARMACEUTICALS INC | 12,194,000 | $26.95M | 0.8% | $2.21 | $3.41 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | AMERICAN CAP MTG INVT CORP | 1,621,576 | $23.8M | 0.7% | $14.68 | $15.45 | — | COM | 02504A104 |
| — | ENCORE CAP GROUP INC | 30,450,000 | $23.47M | 0.7% | $0.77 | $1.11 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | FACEBOOK INC | 200,000 | $22.82M | 0.7% | $114.10 | — | — | Call | 30303M902 |
| — | CORENERGY INFRASTRUCTURE TR | 29,125,000 | $22.68M | 0.7% | $0.78 | $0.87 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | BAXALTA INC | 500,000 | $20.2M | 0.6% | $40.40 | $40.40 | — | COM | 07177M103 |
| ALLY | ALLY FINL INC | 1,050,711 | $19.67M | 0.6% | $18.72 * | $17.87 | -26.4% | COM | 02005N100 |
| — | AMERICAN CAPITAL AGENCY CORP | 1,049,763 | $19.56M | 0.6% | $18.63 | $18.91 | — | COM | 02503X105 |
| — | CORSICANTO LTD | 23,370,000 | $19.18M | 0.6% | $0.82 | $0.86 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | ALLERGAN PLC | 69,200 | $18.55M | 0.5% | $268.03 | $291.72 | — | SHS | G0177J108 |
| — | PDL BIOPHARMA INC | 19,730,000 | $17.82M | 0.5% | $0.90 | $0.83 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | TIME WARNER CABLE INC | 86,765 | $17.75M | 0.5% | $204.62 | $176.64 | — | COM | 88732J207 |
| — | XILINX INC | 10,470,000 | $17.21M | 0.5% | $1.64 | $1.64 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | JAZZ US HLDGS INC | 11,779,000 | $16.55M | 0.5% | $1.40 | $1.40 | — | NOTE 8.000%12/3 | 47216EAA8 |
| — | CONOCOPHILLIPS | 400,000 | $16.11M | 0.5% | $40.27 | — | — | Put | 20825C954 |
| — | THE ADT CORPORATION | 372,000 | $15.35M | 0.4% | $41.26 | $41.26 | — | COM | 00101J106 |
| — | COWEN GROUP INC NEW | 16,000,000 | $14.84M | 0.4% | $0.93 | $1.17 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | INTEGRA LIFESCIENCES HLDGS | 10,657,000 | $13.79M | 0.4% | $1.29 | $1.19 | — | C NOTE 1.625%12/1 | 457985AK5 |
| RYAAY | RYANAIR HLDGS PLC | 156,033 | $13.39M | 0.4% | $85.82 | $86.46 | — | SPONSORED ADR NE | 783513203 |
| — | LIBERTY MEDIA CORP | 22,907,000 | $12.94M | 0.4% | $0.56 | $0.62 | — | DEB 4.000%11/1 | 530715AG6 |
| — | VERISIGN INC | 4,850,000 | $12.54M | 0.4% | $2.59 | $2.56 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | RITE AID CORP | 1,264,756 | $10.31M | 0.3% | $8.15 | $8.15 | — | COM | 767754104 |
| — | AMERICAN AIRLS GROUP INC | 250,000 | $10.25M | 0.3% | $41.01 | — | — | Call | 02376R902 |
| — | CIGNA CORPORATION | 73,563 | $10.1M | 0.3% | $137.24 | $135.02 | — | COM | 125509109 |
| — | TITAN MACHY INC | 13,008,000 | $10.05M | 0.3% | $0.77 | $0.69 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | HATTERAS FINL CORP | 687,098 | $9.826M | 0.3% | $14.30 | $14.30 | — | COM | 41902R103 |
| — | CHARTER COMMUNICATIONS INC D | 48,400 | $9.798M | 0.3% | $202.44 | — | — | Put | 16117M955 |
| — | INVESCO MORTGAGE CAPITAL INC | 787,644 | $9.594M | 0.3% | $12.18 | $12.32 | — | COM | 46131B100 |
| — | HERBALIFE LTD | 9,440,000 | $9.08M | 0.3% | $0.96 | $0.82 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | NII HLDGS INC | 1,601,157 | $8.854M | 0.3% | $5.53 | $6.51 | — | COM PAR $0.001 | 62913F508 |
| — | NVIDIA CORP | 4,850,000 | $8.654M | 0.3% | $1.78 | $1.67 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | ENCORE CAP GROUP INC | 12,212,000 | $8.411M | 0.2% | $0.69 | $0.89 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | COBALT INTL ENERGY INC | 16,375,000 | $8.167M | 0.2% | $0.50 | $0.67 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | APOLLO RESIDENTIAL MTG INC | 599,074 | $8.04M | 0.2% | $13.42 | $12.53 | — | COM | 03763V102 |
| BAC | BANK AMER CORP | 591,400 | $7.996M | 0.2% | $13.52 * | $10.86 | 0.0% | COM | 060505104 |
| — | GREEN PLAINS INC | 8,000,000 | $7.935M | 0.2% | $0.99 | $1.35 | — | NOTE 3.250%10/0 | 393222AD6 |
| — | SAFEGUARD SCIENTIFICS INC | 7,316,000 | $7.874M | 0.2% | $1.08 | $1.32 | — | DBCV 5.250% 5/1 | 786449AK4 |
| — | LAYNE CHRISTENSEN CO | 7,700,000 | $7.623M | 0.2% | $0.99 | $0.99 | — | NOTE 8.000% 5/0 | 521050AD6 |
| — | GSV CAP CORP | 8,245,000 | $7.549M | 0.2% | $0.92 | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| — | OCWEN FINL CORP | 2,998,500 | $7.406M | 0.2% | $2.47 | $8.54 | — | COM NEW | 675746309 |
| — | OFFICE DEPOT INC | 910,054 | $6.461M | 0.2% | $7.10 | $7.15 | — | COM | 676220106 |
| — | ENERNOC INC | 8,000,000 | $5.645M | 0.2% | $0.71 | $0.68 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | IMPERIAL HLDGS INC | 6,300,000 | $5.493M | 0.2% | $0.87 | $1.14 | — | NOTE 8.500% 2/1 | 452834AE4 |
| — | NATIONSTAR MTG HLDGS INC | 544,146 | $5.387M | 0.2% | $9.90 | $19.80 | — | COM | 63861C109 |
| — | WHITING PETE CORP | 6,000,000 | $5.036M | 0.1% | $0.84 | $0.84 | — | NEW NOTE 5.000% 3/1 | 966387AR3 |
| — | ALERE INC | 12,800 | $4.797M | 0.1% | $374.77 | $374.77 | — | PERP PFD CONV SE | 01449J204 |
| — | TRINA SOLAR LIMITED | 5,000,000 | $4.478M | 0.1% | $0.90 | $0.97 | — | NOTE 4.000%10/1 | 89628EAE4 |
| — | TWITTER INC | 5,000,000 | $4.378M | 0.1% | $0.88 | $0.88 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | GOL LINHAS AEREAS INTLG S A | 546,290 | $4.114M | 0.1% | $7.53 | $7.53 | — | SPON ADR PFD NEW | 38045R206 |
| — | CHENIERE ENERGY INC | 7,390,000 | $3.852M | 0.1% | $0.52 | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| OSG | AMBAC FINL GROUP INC | 242,569 | $3.833M | 0.1% | $15.80 * | $22.88 | -36.8% | COM NEW | 023139884 |
| — | COMPANHIA BRASILEIRA DE | 241,680 | $3.362M | 0.1% | $13.91 | $13.91 | — | DIST SPN ADR PFD CL A | 20440T201 |
| JKS 4 02/01/19 REGS | JINKOSOLAR HLDG CO LTD | 3,600,000 | $3.173M | 0.1% | $0.88 | $0.88 | — | DEBT 4.000% 2/0 | G51385AA3 |
| — | ALTISOURCE PORTFOLIO SOLNS S | 130,000 | $3.14M | 0.1% | $24.15 | $26.08 | — | REG SHS | L0175J104 |
| — | AEGERION PHARMACEUTICALS INC | 5,910,000 | $3.003M | 0.1% | $0.51 | $0.53 | — | NOTE 2.000% 8/1 | 00767EAB8 |
| — | SUNPOWER CORP | 2,500,000 | $2.753M | 0.1% | $1.10 | $1.48 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | TETRALOGIC PHARMACEUTICALS | 10,804,000 | $2.323M | 0.1% | $0.22 | $0.51 | — | C NOTE 8.000% 6/1 | 88165UAB5 |
| — | CARRIAGE SVCS INC | 2,000,000 | $2.191M | 0.1% | $1.10 | $1.11 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | MYLAN N V | 45,000 | $2.086M | 0.1% | $46.36 | — | — | Call | N59465909 |
| — | SANOFI | 16,160,449 | $1.842M | 0.1% | $0.11 | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | CASTLE A M & CO | 3,855,000 | $1.773M | 0.1% | $0.46 | $1.45 | — | NOTE 7.000%12/1 | 148411AF8 |
| — | STONEGATE MTG CORP | 221,123 | $1.269M | 0.0% | $5.74 | $15.89 | — | COM | 86181Q300 |
| AES | AES CORP | 51,267 | $989K | 0.0% | $19.29 * | $9.34 | -26.0% | COM | 00130H105 |
| — | CHARTER COMMUNICATIONS INC D | 4,476 | $906K | 0.0% | $202.41 | $202.41 | — | CL A NEW | 16117M305 |
| GOGO | GOGO INC | 81,776 | $900K | 0.0% | $11.01 * | $18.62 | -32.0% | COM | 38046C109 |
| — | AMBAC FINL GROUP INC | 74,756 | $524K | 0.0% | $7.01 | $7.60 | — | *W EXP 04/30/202 | 023139116 |
| RVP | RETRACTABLE TECHNOLOGIES INC | 170,801 | $367K | 0.0% | $2.15 * | $4.12 | -36.2% | COM | 76129W105 |
| LNWO | SCIENTIFIC GAMES CORP | 38,460 | $363K | 0.0% | $9.44 * | $13.11 | -43.0% | CL A | 80874P109 |
| — | USA TECHNOLOGIES INC | 16,997 | $291K | 0.0% | $17.12 | $18.09 | — | CONV PFD SER A | 90328S203 |
| — | AG MTG INVT TR INC | 18,709 | $245K | 0.0% | $13.10 | $13.10 | — | COM | 001228105 |
| — | FIVE OAKS INVT CORP | 11,900 | $67,000 | 0.0% | $5.63 | $5.63 | — | COM | 33830W106 |