Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Jan 30, 2017
Total Value: $2.533B (80.8% shares, 19.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 2,860,000 | $639M | 25.2% | — | — | Put | 78462F953 |
| — | SPDR S&P 500 ETF TR | 1,900,000 | $425M | 16.8% | — | — | Call | 78462F903 |
| — | ISHARES TR | 1,600,000 | $216M | 8.5% | — | — | Put | 464287955 |
| — | YAHOO INC | 4,932,603 | $191M | 7.5% | $37.32 | — | COM | 984332106 |
| PARR | PAR PACIFIC HOLDINGS INC | 7,157,688 | $104M | 4.1% | $18.22 | -21.7% | COM NEW | 69888T207 |
| — | ALLEGHENY TECHNOLOGIES INC | 48,750,000 | $65.14M | 2.6% | $1.14 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | BASIC ENERGY SVCS INC NEW | 1,798,813 | $63.59M | 2.5% | $35.35 | — | COM NEW | 06985P209 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 2,315,947 | $53.59M | 2.1% | $8.94 | +14.5% | COM | 42824C109 |
| — | HORNBECK OFFSHORE SVCS INC | 70,823,000 | $50.24M | 2.0% | $0.59 | — | N NOTE 1.500% 9/0 | 440543AN6 |
| — | VANECK VECTORS ETF TR | 1,000,000 | $33.35M | 1.3% | — | — | Put | 92189F958 |
| — | YAHOO INC | 32,930,000 | $32.54M | 1.3% | $1.01 | — | NOTE 12/0 | 984332AF3 |
| — | ENCORE CAP GROUP INC | 28,776,000 | $30.81M | 1.2% | $1.50 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | INTEROIL CORP | 637,971 | $30.36M | 1.2% | $47.97 | — | COM | 460951106 |
| — | TESLA MTRS INC | 17,146,000 | $29.77M | 1.2% | $1.76 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | YAHOO INC | 750,000 | $29M | 1.1% | — | — | Put | 984332956 |
| — | COBALT INTL ENERGY INC | 58,107,000 | $22.81M | 0.9% | $0.45 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | PDL BIOPHARMA INC | 27,961,000 | $22.46M | 0.9% | $0.80 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | MTGE INVT CORP | 1,414,713 | $22.21M | 0.9% | $15.70 | — | COM | 55378A105 |
| — | KEY ENERGY SVCS INC DEL | 657,085 | $20.9M | 0.8% | $31.81 | — | COM | 49309J103 |
| NXPI | NXP SEMICONDUCTORS N V | 205,000 | $20.09M | 0.8% | $88.31 | 0.0% | COM | N6596X109 |
| — | ENCORE CAP GROUP INC | 21,500,000 | $20.08M | 0.8% | $1.11 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | SAEXPLORATION HLDGS INC | 2,609,039 | $19.05M | 0.8% | $8.22 | — | COM NEW | 78636X204 |
| — | JAZZ US HLDGS INC | 9,506,000 | $18.53M | 0.7% | $1.45 | — | NOTE 8.000%12/3 | 47216EAA8 |
| — | CORENERGY INFRASTRUCTURE TR | 16,348,000 | $18.33M | 0.7% | $0.88 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | SPDR SERIES TRUST | 500,000 | $16.93M | 0.7% | — | — | Put | 78464A958 |
| — | GOGO INC | 22,225,000 | $16.53M | 0.7% | $0.67 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | BLACKSTONE MTG TR INC | 14,300,000 | $15.95M | 0.6% | $1.12 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | HARMONIC INC | 14,000,000 | $15.64M | 0.6% | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | CABELAS INC | 247,470 | $14.49M | 0.6% | $58.55 | — | COM | 126804301 |
| — | SANDRIDGE ENERGY INC | 11,500,000 | $14.32M | 0.6% | $1.25 | — | NOTE 10/0 | 80007PBC2 |
| — | LIBERTY MEDIA CORP | 22,907,000 | $13.63M | 0.5% | $0.62 | — | DEB 4.000%11/1 | 530715AG6 |
| — | TITAN MACHY INC | 15,191,000 | $13.48M | 0.5% | $0.72 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | AMERICAN CAP LTD | 631,357 | $11.31M | 0.4% | $13.57 | — | COM | 02503Y103 |
| — | ALIBABA GROUP HLDG LTD | 122,500 | $10.76M | 0.4% | — | — | Put | 01609W952 |
| — | DELL TECHNOLOGIES INC | 192,704 | $10.59M | 0.4% | $47.80 | — | COM CL V | 24703L103 |
| — | COWEN GROUP INC NEW | 10,538,000 | $10.51M | 0.4% | $1.17 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | REYNOLDS AMERICAN INC | 184,000 | $10.31M | 0.4% | $56.04 | — | COM | 761713106 |
| — | AK STL CORP | 5,000,000 | $10.31M | 0.4% | $2.06 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | LEVEL 3 COMMUNICATIONS INC | 182,695 | $10.3M | 0.4% | $56.36 | — | COM NEW | 52729N308 |
| — | AMTRUST FINL SVCS INC | 12,000,000 | $10.18M | 0.4% | $0.86 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | ARCH COAL INC | 112,070 | $8.747M | 0.3% | $78.05 | — | CL A | 039380407 |
| — | GREEN PLAINS INC | 6,000,000 | $8.633M | 0.3% | $1.35 | — | NOTE 3.250%10/0 | 393222AD6 |
| — | SINA CORP | 134,706 | $8.189M | 0.3% | $73.28 | — | ORD | G81477104 |
| — | GSV CAP CORP | 8,245,000 | $7.637M | 0.3% | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| — | SAFEGUARD SCIENTIFICS INC | 7,316,000 | $7.572M | 0.3% | $1.32 | — | DBCV 5.250% 5/1 | 786449AK4 |
| ALLY | ALLY FINL INC | 397,550 | $7.561M | 0.3% | $17.87 | -17.1% | COM | 02005N100 |
| — | CLIFFS NAT RES INC | 804,492 | $6.766M | 0.3% | $7.10 | — | COM | 18683K101 |
| — | TWITTER INC | 7,000,000 | $6.545M | 0.3% | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | ENCORE CAP GROUP INC | 7,462,000 | $6.52M | 0.3% | $0.88 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | MGM RESORTS INTERNATIONAL | 200,000 | $5.766M | 0.2% | — | — | Put | 552953951 |
| — | TIME WARNER INC | 56,500 | $5.454M | 0.2% | $96.53 | — | COM NEW | 887317303 |
| IWM | ISHARES TR | 40,000 | $5.394M | 0.2% | $134.85 | — | RUSSELL 2000 ETF | 464287655 |
| — | TESLA MTRS INC | 25,000 | $5.342M | 0.2% | — | — | Put | 88160R951 |
| — | HARMAN INTL INDS INC | 46,000 | $5.113M | 0.2% | $111.15 | — | COM | 413086109 |
| — | B/E AEROSPACE INC | 84,600 | $5.092M | 0.2% | $60.19 | — | COM | 073302101 |
| — | MEDIA GEN INC NEW | 266,193 | $5.012M | 0.2% | $17.59 | — | COM | 58441K100 |
| RYAAY | RYANAIR HLDGS PLC | 55,792 | $4.645M | 0.2% | $75.03 | — | SPONSORED ADR NE | 783513203 |
| — | TRINA SOLAR LIMITED | 5,000,000 | $4.619M | 0.2% | $0.97 | — | NOTE 4.000%10/1 | 89628EAE4 |
| — | COBALT INTL ENERGY INC | 15,679,000 | $4.39M | 0.2% | $0.28 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | SANOFI | 11,189,907 | $4.252M | 0.2% | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | ENERNOC INC | 4,250,000 | $3.358M | 0.1% | $0.68 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | JONES ENERGY INC | 668,150 | $3.341M | 0.1% | $5.00 | — | COM CL A | 48019R108 |
| — | SUCAMPO PHARMACEUTICALS INC | 2,840,000 | $3.025M | 0.1% | $1.07 | — | DBCV 3.250%12/1 | 864909AA4 |
| — | TRANSOCEAN LTD | 200,000 | $2.948M | 0.1% | — | — | Put | H8817H950 |
| GOGO | GOGO INC | 240,864 | $2.221M | 0.1% | $10.89 | -9.4% | COM | 38046C109 |
| — | BOYD GAMING CORP | 110,000 | $2.219M | 0.1% | — | — | Put | 103304951 |
| — | NII HLDGS INC | 865,158 | $1.86M | 0.1% | $6.51 | — | COM PAR $0.001 | 62913F508 |
| — | COMSTOCK RES INC | 2,039,000 | $1.774M | 0.1% | $0.87 | — | NOTE 7.750% 4/0 | 205768AM6 |
| SD | SANDRIDGE ENERGY INC | 69,386 | $1.634M | 0.1% | $23.46 | 0.0% | COM NEW | 80007P869 |
| XLU | SELECT SECTOR SPDR TR | 25,000 | $1.214M | 0.0% | $48.56 | — | SBI INT-UTILS | 81369Y886 |
| — | COMPANHIA BRASILEIRA DE | 71,068 | $1.176M | 0.0% | $13.91 | — | DIST SPN ADR PFD CL A | 20440T201 |
| — | VEDANTA LTD | 75,036 | $932K | 0.0% | $10.37 | — | SPONSORED ADR | 92242Y100 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 159,400 | $891K | 0.0% | $6.94 | 0.0% | COM | 203668108 |
| — | SOUTHWESTERN ENERGY CO | 42,800 | $463K | 0.0% | $10.82 | — | COM | 845467109 |
| — | FLOTEK INDS INC DEL | 16,600 | $156K | 0.0% | $14.54 | — | COM | 343389102 |
| — | CHESAPEAKE ENERGY CORP | 12,841 | $90,000 | 0.0% | $7.01 | — | COM | 165167107 |