Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value: $2.592B (81.1% shares, 18.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 4,750,000 | $1.12B | 43.2% | $235.74 | — | — | Put | 78462F953 |
| — | YAHOO INC | 5,110,303 | $237M | 9.2% | $46.41 | $37.64 | — | COM | 984332106 |
| PARR | PAR PACIFIC HOLDINGS INC | 7,016,859 | $116M | 4.5% | $16.49 * | $18.22 | -18.1% | COM NEW | 69888T207 |
| — | C&J ENERGY SVCS INC NEW | 3,106,589 | $106M | 4.1% | $34.05 | $34.05 | — | COM | 12674R100 |
| — | SPDR S&P 500 ETF TR | 350,000 | $82.51M | 3.2% | $235.74 | — | — | Call | 78462F903 |
| — | ISHARES TR | 600,000 | $82.49M | 3.2% | $137.48 | — | — | Put | 464287955 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 2,853,500 | $67.63M | 2.6% | $23.70 * | $9.20 | +12.2% | COM | 42824C109 |
| — | ALLEGHENY TECHNOLOGIES INC | 39,611,000 | $58.77M | 2.3% | $1.48 | $1.14 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | TESLA INC | 24,718,000 | $55.11M | 2.1% | $2.23 | $1.90 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | HORNBECK OFFSHORE SVCS INC | 74,025,000 | $48.12M | 1.9% | $0.65 | $0.59 | — | N NOTE 1.500% 9/0 | 440543AN6 |
| — | VANECK VECTORS ETF TR | 1,373,500 | $42.32M | 1.6% | $30.81 | — | — | Put | 92189F958 |
| RITM | NEW RESIDENTIAL INVT CORP | 2,433,900 | $41.33M | 1.6% | $16.98 | $16.98 | — | COM NEW | 64828T201 |
| — | YAHOO INC | 37,180,000 | $38.53M | 1.5% | $1.04 | $1.01 | — | NOTE 12/0 | 984332AF3 |
| — | JAZZ US HLDGS INC | 11,049,000 | $25.68M | 1.0% | $2.32 | $1.57 | — | NOTE 8.000%12/3 | 47216EAA8 |
| — | NEW YORK MTG TR INC | 24,410,000 | $23.89M | 0.9% | $0.98 | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | SINA CORP | 319,796 | $23.06M | 0.9% | $72.12 | $72.61 | — | ORD | G81477104 |
| — | TWO HBRS INVT CORP | 20,900,000 | $21.46M | 0.8% | $1.03 | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| NXPI | NXP SEMICONDUCTORS N V | 205,000 | $21.22M | 0.8% | $103.50 * | $88.31 | +1.8% | COM | N6596X109 |
| — | ENCORE CAP GROUP INC | 20,500,000 | $19.33M | 0.7% | $0.94 | $1.11 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | SPDR SERIES TRUST | 500,000 | $18.61M | 0.7% | $37.23 | — | — | Put | 78464A958 |
| — | MTGE INVT CORP | 1,108,976 | $18.57M | 0.7% | $16.75 | $15.70 | — | COM | 55378A105 |
| — | PDL BIOPHARMA INC | 20,461,000 | $17.93M | 0.7% | $0.88 | $0.80 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | GOGO INC | 21,525,000 | $17.84M | 0.7% | $0.83 | $0.67 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | CORENERGY INFRASTRUCTURE TR | 15,348,000 | $17.09M | 0.7% | $1.11 | $0.88 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | BLACKSTONE MTG TR INC | 14,300,000 | $16.38M | 0.6% | $1.15 | $1.12 | — | NOTE 5.250%12/0 | 09257WAA8 |
| TLT | ISHARES TR | 130,000 | $15.69M | 0.6% | $120.71 | $120.71 | — | 20 YR TR BD ETF | 464287432 |
| — | SAEXPLORATION HLDGS INC | 2,609,039 | $15.55M | 0.6% | $5.96 | $8.22 | — | COM NEW | 78636X204 |
| — | LIBERTY MEDIA CORP | 23,632,000 | $14.45M | 0.6% | $0.61 | $0.62 | — | DEB 4.000%11/1 | 530715AG6 |
| — | HARMONIC INC | 11,500,000 | $14.32M | 0.6% | $1.25 | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | KEY ENERGY SVCS INC DEL | 540,698 | $12.55M | 0.5% | $23.22 | $31.81 | — | COM | 49309J103 |
| — | DELL TECHNOLOGIES INC | 192,704 | $12.35M | 0.5% | $64.08 | $47.80 | — | COM CL V | 24703L103 |
| — | AK STL CORP | 7,000,000 | $11.07M | 0.4% | $1.58 | $1.92 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | BASIC ENERGY SVCS INC NEW | 301,104 | $10.04M | 0.4% | $33.36 | $35.35 | — | COM NEW | 06985P209 |
| — | NOVAVAX INC | 17,895,000 | $8.209M | 0.3% | $0.46 | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | GSV CAP CORP | 8,245,000 | $8.142M | 0.3% | $0.99 | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| — | GREEN PLAINS INC | 6,000,000 | $7.928M | 0.3% | $1.32 | $1.35 | — | NOTE 3.250%10/0 | 393222AD6 |
| — | SAFEGUARD SCIENTIFICS INC | 7,316,000 | $7.417M | 0.3% | $1.01 | $1.32 | — | DBCV 5.250% 5/1 | 786449AK4 |
| RYAAY | RYANAIR HLDGS PLC | 88,970 | $7.383M | 0.3% | $82.98 | $78.00 | — | SPONSORED ADR NE | 783513203 |
| — | COWEN GROUP INC NEW | 7,038,000 | $7.117M | 0.3% | $1.01 | $1.17 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | COMSTOCK RES INC | 8,274,000 | $7.002M | 0.3% | $0.85 | $0.85 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | TESLA INC | 25,000 | $6.958M | 0.3% | $278.32 | — | — | Put | 88160R951 |
| — | GNC HLDGS INC | 10,257,000 | $6.129M | 0.2% | $0.60 | $0.60 | — | NOTE 1.500% 8/1 | 36191GAB3 |
| SD | SANDRIDGE ENERGY INC | 320,716 | $5.93M | 0.2% | $18.49 * | $20.66 | -3.8% | COM NEW | 80007P869 |
| — | INVACARE CORP | 5,500,000 | $5.541M | 0.2% | $1.01 | $1.01 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | HERBALIFE LTD | 5,500,000 | $5.263M | 0.2% | $0.96 | $0.96 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | ENCORE CAP GROUP INC | 4,376,000 | $4.827M | 0.2% | $1.10 | $1.50 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | TWITTER INC | 5,000,000 | $4.694M | 0.2% | $0.94 | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | TESLA INC | 4,000,000 | $4.168M | 0.2% | $1.04 | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | ENCORE CAP GROUP INC | 4,462,000 | $3.893M | 0.2% | $0.87 | $0.88 | — | NOTE 2.875% 3/1 | 292554AH5 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 416,853 | $3.697M | 0.1% | $8.87 * | $7.47 | +4.4% | COM | 203668108 |
| — | CLIFFS NAT RES INC | 450,000 | $3.695M | 0.1% | $8.21 | $7.10 | — | COM | 18683K101 |
| — | GNC HLDGS INC | 500,000 | $3.68M | 0.1% | $7.36 | — | — | Put | 36191G957 |
| GOGO | GOGO INC | 325,789 | $3.584M | 0.1% | $11.00 * | $10.68 | -5.8% | COM | 38046C109 |
| — | ALTISOURCE PORTFOLIO SOLNS S | 95,000 | $3.496M | 0.1% | $36.80 | $36.80 | — | REG SHS | L0175J104 |
| ALLY | ALLY FINL INC | 169,350 | $3.443M | 0.1% | $20.33 * | $17.87 | -8.2% | COM | 02005N100 |
| — | COMSTOCK RES INC | 3,968,000 | $3.398M | 0.1% | $0.86 | $0.86 | — | NOTE 9.500% 6/1 | 205768AN4 |
| — | SANOFI | 7,181,707 | $3.232M | 0.1% | $0.45 | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | TRANSOCEAN LTD | 200,000 | $2.49M | 0.1% | $12.45 | — | — | Put | H8817H950 |
| THC | TENET HEALTHCARE CORP | 132,951 | $2.355M | 0.1% | $17.71 * | $18.55 | 0.0% | COM NEW | 88033G407 |
| AAPL | APPLE INC | 15,000 | $2.155M | 0.1% | $143.67 * | $30.44 | 0.0% | COM | 037833100 |
| — | STARWOOD PPTY TR INC | 2,000,000 | $1.993M | 0.1% | $1.00 | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | TITAN MACHY INC | 2,000,000 | $1.914M | 0.1% | $0.96 | $0.72 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | ENERNOC INC | 2,250,000 | $1.86M | 0.1% | $0.83 | $0.68 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | WINDSTREAM HLDGS INC | 228,744 | $1.247M | 0.0% | $5.45 | $5.45 | — | COM NEW | 97382A200 |
| OSG | AMBAC FINL GROUP INC | 62,080 | $1.171M | 0.0% | $18.86 * | $21.04 | 0.0% | COM NEW | 023139884 |
| AMZN | AMAZON COM INC | 1,000 | $887K | 0.0% | $887.00 * | $41.67 | 0.0% | COM | 023135106 |
| META | FACEBOOK INC | 4,716 | $670K | 0.0% | $142.07 * | $132.71 | 0.0% | CL A | 30303M102 |
| — | OASIS PETE INC NEW | 45,044 | $642K | 0.0% | $14.25 | $14.25 | — | COM | 674215108 |
| — | VEDANTA LTD | 35,036 | $602K | 0.0% | $17.18 | $10.37 | — | SPONSORED ADR | 92242Y100 |
| — | CHESAPEAKE ENERGY CORP | 97,940 | $582K | 0.0% | $5.94 | $6.08 | — | COM | 165167107 |
| — | MCCLATCHY CO | 50,000 | $484K | 0.0% | $9.68 | $9.68 | — | CL A NEW | 579489303 |
| — | CONSTELLIUM NV | 68,966 | $448K | 0.0% | $6.50 | $6.50 | — | CL A | N22035104 |
| — | WEATHERFORD INTL PLC | 53,108 | $353K | 0.0% | $6.65 | $6.65 | — | ORD SHS | G48833100 |
| — | SOUTHWESTERN ENERGY CO | 42,800 | $350K | 0.0% | $8.18 | $10.82 | — | COM | 845467109 |
| — | JAKKS PAC INC | 50,744 | $279K | 0.0% | $5.50 | $5.50 | — | COM | 47012E106 |