Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Jul 27, 2016
Total Value: $3.78B (83.4% shares, 16.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 7,017,900 | $1.47B | 38.9% | $209.53 | — | — | Put | 78462F953 |
| — | SPDR S&P 500 ETF TR | 3,550,000 | $744M | 19.7% | $209.53 | — | — | Call | 78462F903 |
| — | ISHARES TR | 1,100,000 | $126M | 3.3% | $114.97 | — | — | Put | 464287955 |
| PARR | PAR PACIFIC HOLDINGS INC | 7,846,023 | $120M | 3.2% | $15.34 * | $18.31 | -6.7% | COM NEW | 69888T207 |
| — | YAHOO INC | 2,855,162 | $107M | 2.8% | $37.56 | $34.16 | — | COM | 984332106 |
| — | POWERSHARES QQQ TRUST | 850,000 | $91.41M | 2.4% | $107.54 | — | — | Put | 73935A954 |
| — | TESLA MTRS INC | 36,483,000 | $61.68M | 1.6% | $1.69 | $1.76 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | ISHARES TR | 500,000 | $57.48M | 1.5% | $114.97 | — | — | Call | 464287905 |
| — | E M C CORP MASS | 1,914,856 | $52.03M | 1.4% | $27.17 | $25.24 | — | COM | 268648102 |
| — | WHITING PETE CORP NEW | 56,200,000 | $50.16M | 1.3% | $0.89 | $0.89 | — | DBCV 1.250% 4/0 | 966387AU6 |
| — | LINKEDIN CORP | 50,000,000 | $49.34M | 1.3% | $0.99 | $0.99 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | HUTCHINSON TECHNOLOGY INC | 37,500,000 | $41.83M | 1.1% | $1.12 | $1.12 | — | NOTE 8.500%10/3 | 448407AL0 |
| — | TWO HBRS INVT CORP | 4,833,470 | $41.38M | 1.1% | $8.56 | $8.04 | — | COM | 90187B101 |
| — | XILINX INC | 25,344,000 | $40.79M | 1.1% | $1.61 | $1.62 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | ALLEGHENY TECHNOLOGIES INC | 36,250,000 | $38.24M | 1.0% | $1.06 | $1.06 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | AMERICAN CAP MTG INVT CORP | 2,140,385 | $33.8M | 0.9% | $15.79 | $15.53 | — | COM | 02504A104 |
| — | ENCORE CAP GROUP INC | 30,776,000 | $30.14M | 0.8% | $0.98 | $1.50 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | YAHOO INC | 750,000 | $28.17M | 0.7% | $37.56 | — | — | Put | 984332956 |
| — | PDL BIOPHARMA INC | 27,730,000 | $26.27M | 0.7% | $0.95 | $0.86 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | CORENERGY INFRASTRUCTURE TR | 26,125,000 | $25.95M | 0.7% | $0.99 | $0.87 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | ISHARES TR | 750,000 | $25.66M | 0.7% | $34.22 | — | — | Put | 464287954 |
| — | ENCORE CAP GROUP INC | 30,450,000 | $23.54M | 0.6% | $0.77 | $1.11 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | COBALT INTL ENERGY INC | 62,567,000 | $23.46M | 0.6% | $0.38 | $0.45 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | GOGO INC | 33,740,000 | $22.48M | 0.6% | $0.67 | $0.67 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | CORSICANTO LTD | 18,370,000 | $18.66M | 0.5% | $1.02 | $0.86 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | WHITING PETE CORP NEW | 19,495,000 | $18.42M | 0.5% | $0.95 | $0.95 | — | NOTE 5.750% 3/1 | 966387AV4 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 929,325 | $16.98M | 0.4% | $18.27 * | $7.76 | 0.0% | COM | 42824C109 |
| — | SPDR SERIES TRUST | 500,000 | $16.77M | 0.4% | $33.54 | — | — | Put | 78464A958 |
| — | PACIRA PHARMACEUTICALS INC | 10,500,000 | $15.56M | 0.4% | $1.48 | $3.41 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | ARMOUR RESIDENTIAL REIT INC | 766,827 | $15.34M | 0.4% | $20.00 | $20.00 | — | COM NEW | 042315507 |
| ALLY | ALLY FINL INC | 890,450 | $15.2M | 0.4% | $17.07 * | $17.87 | -26.2% | COM | 02005N100 |
| — | ST JUDE MED INC | 190,075 | $14.83M | 0.4% | $78.00 | $78.00 | — | COM | 790849103 |
| — | COWEN GROUP INC NEW | 16,000,000 | $14.36M | 0.4% | $0.90 | $1.17 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | INTEROIL CORP | 297,567 | $13.39M | 0.4% | $45.00 | $45.00 | — | COM | 460951106 |
| — | LIBERTY MEDIA CORP | 22,907,000 | $13.23M | 0.3% | $0.58 | $0.62 | — | DEB 4.000%11/1 | 530715AG6 |
| — | JAZZ US HLDGS INC | 8,779,000 | $12.55M | 0.3% | $1.43 | $1.40 | — | NOTE 8.000%12/3 | 47216EAA8 |
| — | VERISIGN INC | 4,850,000 | $12.21M | 0.3% | $2.52 | $2.56 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | OFFICE DEPOT INC | 3,683,893 | $12.19M | 0.3% | $3.31 | $4.26 | — | COM | 676220106 |
| — | ALLERGAN PLC | 50,849 | $11.75M | 0.3% | $231.10 | $291.72 | — | SHS | G0177J108 |
| — | NVIDIA CORP | 4,850,000 | $11.3M | 0.3% | $2.33 | $1.67 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | TITAN MACHY INC | 13,008,000 | $10.41M | 0.3% | $0.80 | $0.69 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | AMERICAN CAP LTD | 617,357 | $9.773M | 0.3% | $15.83 | $13.49 | — | COM | 02503Y103 |
| — | AMERICAN CAPITAL AGENCY CORP | 471,427 | $9.344M | 0.2% | $19.82 | $18.91 | — | COM | 02503X105 |
| — | INVESCO MORTGAGE CAPITAL INC | 682,545 | $9.344M | 0.2% | $13.69 | $12.32 | — | COM | 46131B100 |
| — | APOLLO RESIDENTIAL MTG INC | 696,165 | $9.329M | 0.2% | $13.40 | $12.65 | — | COM | 03763V102 |
| — | GREEN PLAINS INC | 8,000,000 | $8.925M | 0.2% | $1.12 | $1.35 | — | NOTE 3.250%10/0 | 393222AD6 |
| — | CONOCOPHILLIPS | 200,000 | $8.72M | 0.2% | $43.60 | — | — | Put | 20825C954 |
| — | ENCORE CAP GROUP INC | 12,212,000 | $8.625M | 0.2% | $0.71 | $0.89 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | GAMING & LEISURE PPTYS INC | 220,000 | $7.586M | 0.2% | $34.48 | — | — | Put | 36467J958 |
| — | GSV CAP CORP | 8,245,000 | $7.503M | 0.2% | $0.91 | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| — | SAFEGUARD SCIENTIFICS INC | 7,316,000 | $7.247M | 0.2% | $0.99 | $1.32 | — | DBCV 5.250% 5/1 | 786449AK4 |
| — | AMERICAN AIRLS GROUP INC | 250,000 | $7.078M | 0.2% | $28.31 | — | — | Call | 02376R902 |
| — | ISHARES TR | 200,000 | $6.844M | 0.2% | $34.22 | — | — | Call | 464287904 |
| HUM | HUMANA INC | 35,007 | $6.297M | 0.2% | $179.88 * | $163.87 | +0.2% | COM | 444859102 |
| — | NATIONSTAR MTG HLDGS INC | 544,146 | $6.127M | 0.2% | $11.26 | $19.80 | — | COM | 63861C109 |
| — | LAYNE CHRISTENSEN CO | 5,700,000 | $5.753M | 0.2% | $1.01 | $0.99 | — | NOTE 8.000% 5/0 | 521050AD6 |
| — | CLIFFS NAT RES INC | 1,000,000 | $5.67M | 0.1% | $5.67 | — | — | Call | 18683K901 |
| — | TWITTER INC | 6,000,000 | $5.498M | 0.1% | $0.92 | $0.88 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | IMPERIAL HLDGS INC | 6,300,000 | $5.379M | 0.1% | $0.85 | $1.14 | — | NOTE 8.500% 2/1 | 452834AE4 |
| — | TESLA MTRS INC | 25,000 | $5.307M | 0.1% | $212.28 | — | — | Put | 88160R951 |
| — | NII HLDGS INC | 1,542,257 | $4.904M | 0.1% | $3.18 | $6.51 | — | COM PAR $0.001 | 62913F508 |
| — | MGM RESORTS INTERNATIONAL | 200,000 | $4.526M | 0.1% | $22.63 | — | — | Put | 552953951 |
| — | TRINA SOLAR LIMITED | 5,000,000 | $4.263M | 0.1% | $0.85 | $0.97 | — | NOTE 4.000%10/1 | 89628EAE4 |
| — | DENBURY RES INC | 1,176,120 | $4.222M | 0.1% | $3.59 | $3.59 | — | COM NEW | 247916208 |
| — | CYPRESS SEMICONDUCTOR CORP | 368,750 | $3.89M | 0.1% | $10.55 | $10.55 | — | COM | 232806109 |
| — | SANOFI | 16,160,449 | $3.879M | 0.1% | $0.24 | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | ADVANCED MICRO DEVICES INC | 750,000 | $3.855M | 0.1% | $5.14 | — | — | Call | 007903907 |
| JKS 4 02/01/19 REGS | JINKOSOLAR HLDG CO LTD | 3,600,000 | $3.332M | 0.1% | $0.93 | $0.88 | — | DEBT 4.000% 2/0 | G51385AA3 |
| — | ENERNOC INC | 4,500,000 | $3.206M | 0.1% | $0.71 | $0.68 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | MEDIA GEN INC NEW | 179,300 | $3.082M | 0.1% | $17.19 | $17.19 | — | COM | 58441K100 |
| — | MYLAN N V | 70,000 | $3.027M | 0.1% | $43.24 | — | — | Call | N59465909 |
| — | GENERAL CABLE CORP DEL NEW | 5,000,000 | $2.866M | 0.1% | $0.57 | $0.57 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | COMPANHIA BRASILEIRA DE | 161,680 | $2.352M | 0.1% | $14.55 | $13.91 | — | DIST SPN ADR PFD CL A | 20440T201 |
| — | AEGERION PHARMACEUTICALS INC | 3,910,000 | $2.229M | 0.1% | $0.57 | $0.53 | — | NOTE 2.000% 8/1 | 00767EAB8 |
| OSG | AMBAC FINL GROUP INC | 123,546 | $2.034M | 0.1% | $16.46 * | $22.88 | -29.9% | COM NEW | 023139884 |
| — | BOYD GAMING CORP | 110,000 | $2.024M | 0.1% | $18.40 | — | — | Put | 103304951 |
| — | ABBOTT LABS | 50,000 | $1.966M | 0.1% | $39.32 | — | — | Put | 002824950 |
| C | CITIGROUP INC | 38,636 | $1.638M | 0.0% | $42.40 * | $33.10 | 0.0% | COM NEW | 172967424 |
| — | TETRALOGIC PHARMACEUTICALS | 10,804,000 | $1.634M | 0.0% | $0.15 | $0.51 | — | C NOTE 8.000% 6/1 | 88165UAB5 |
| BAC | BANK AMER CORP | 120,200 | $1.595M | 0.0% | $13.27 * | $10.86 | +4.5% | COM | 060505104 |
| — | GOL LINHAS AEREAS INTLG S A | 141,014 | $1.493M | 0.0% | $10.59 | $7.53 | — | SPON ADR PFD NEW | 38045R206 |
| — | OCWEN FINL CORP | 356,849 | $610K | 0.0% | $1.71 | $8.54 | — | COM NEW | 675746309 |
| RVP | RETRACTABLE TECHNOLOGIES INC | 170,801 | $430K | 0.0% | $2.52 | $4.12 | -39.5% | COM | 76129W105 |
| — | AMBAC FINL GROUP INC | 47,701 | $356K | 0.0% | $7.46 | $7.60 | — | *W EXP 04/30/202 | 023139116 |
| — | AG MTG INVT TR INC | 18,709 | $270K | 0.0% | $14.43 | $13.10 | — | COM | 001228105 |
| — | USA TECHNOLOGIES INC | 15,493 | $270K | 0.0% | $17.43 | $18.09 | — | CONV PFD SER A | 90328S203 |
| GOGO | GOGO INC | 28,146 | $236K | 0.0% | $8.38 * | $18.62 | -46.5% | COM | 38046C109 |
| — | CASTLE A M & CO | 122,736 | $201K | 0.0% | $1.64 | $1.64 | — | COM | 148411101 |
| — | STONEGATE MTG CORP | 20,146 | $68,000 | 0.0% | $3.38 | $15.89 | — | COM | 86181Q300 |
| — | FIVE OAKS INVT CORP | 11,900 | $65,000 | 0.0% | $5.46 | $5.63 | — | COM | 33830W106 |