Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 14, 2017
Total Value: $2.484B (75.3% shares, 24.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 1,700,000 | $411M | 16.5% | $241.80 | — | — | Put | 78462F953 |
| — | ALTABA INC | 7,058,872 | $385M | 15.5% | $54.48 | $54.48 | — | COM | 021346101 |
| PARR | PAR PACIFIC HOLDINGS INC | 6,771,243 | $122M | 4.9% | $18.04 * | $18.22 | -7.7% | COM NEW | 69888T207 |
| — | SPDR S&P 500 ETF TR | 500,000 | $121M | 4.9% | $241.80 | — | — | Call | 78462F903 |
| — | C&J ENERGY SVCS INC NEW | 2,534,142 | $86.84M | 3.5% | $34.27 | $34.05 | — | COM | 12674R100 |
| — | POWERSHARES QQQ TRUST | 600,000 | $82.58M | 3.3% | $137.64 | — | — | Put | 73935A954 |
| — | BONANZA CREEK ENERGY INC | 2,319,411 | $73.55M | 3.0% | $31.71 | $31.71 | — | COM NEW | 097793400 |
| — | YAHOO INC | 62,180,000 | $70.69M | 2.8% | $1.14 | $1.06 | — | NOTE 12/0 | 984332AF3 |
| — | ISHARES TR | 500,000 | $70.46M | 2.8% | $140.92 | — | — | Put | 464287955 |
| — | ULTRA PETROLEUM CORP | 5,639,667 | $61.19M | 2.5% | $10.85 | $10.85 | — | COM NEW | 903914208 |
| — | ALLEGHENY TECHNOLOGIES INC | 39,611,000 | $56.42M | 2.3% | $1.42 | $1.14 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| NXPI | NXP SEMICONDUCTORS N V | 483,685 | $52.94M | 2.1% | $109.45 * | $92.27 | +3.2% | COM | N6596X109 |
| — | RENEWABLE ENERGY GROUP INC | 34,900,000 | $47.53M | 1.9% | $1.36 | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | TESLA INC | 30,000,000 | $37.69M | 1.5% | $1.26 | $1.23 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | CTRIP COM INTL LTD | 25,000,000 | $35.33M | 1.4% | $1.41 | $1.41 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | SINA CORP | 404,721 | $34.39M | 1.4% | $84.97 | $75.20 | — | ORD | G81477104 |
| — | ISHARES TR | 500,000 | $32.6M | 1.3% | $65.20 | — | — | Call | 464287905 |
| — | TESLA INC | 25,000,000 | $28.88M | 1.2% | $1.16 | $1.16 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | TWO HBRS INVT CORP | 26,976,000 | $28.38M | 1.1% | $1.05 | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | TIME WARNER INC | 275,420 | $27.66M | 1.1% | $100.41 | $100.41 | — | COM NEW | 887317303 |
| — | JAZZ US HLDGS INC | 11,049,000 | $26.71M | 1.1% | $2.42 | $1.57 | — | NOTE 8.000%12/3 | 47216EAA8 |
| — | DELL TECHNOLOGIES INC | 399,025 | $24.38M | 1.0% | $61.11 | $54.68 | — | COM CL V | 24703L103 |
| — | TESLA INC | 21,000,000 | $23.99M | 1.0% | $1.14 | $1.14 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | PDL BIOPHARMA INC | 25,181,000 | $22.66M | 0.9% | $0.90 | $0.82 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | MTGE INVT CORP | 1,163,518 | $21.87M | 0.9% | $18.80 | $15.85 | — | COM | 55378A105 |
| — | SPDR SERIES TRUST | 500,000 | $19.27M | 0.8% | $38.53 | — | — | Put | 78464A958 |
| — | CHIMERA INVT CORP | 1,000,000 | $18.63M | 0.7% | $18.63 | — | — | Put | 16934Q958 |
| — | ENCORE CAP GROUP INC | 17,000,000 | $18.15M | 0.7% | $1.07 | $1.11 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | NEW YORK MTG TR INC | 17,910,000 | $18.04M | 0.7% | $1.01 | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | CORENERGY INFRASTRUCTURE TR | 15,348,000 | $17.12M | 0.7% | $1.12 | $0.88 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | GENERAL MTRS CO | 480,000 | $16.77M | 0.7% | $34.93 | — | — | Put | 37045V950 |
| — | BLACKSTONE MTG TR INC | 14,300,000 | $16.55M | 0.7% | $1.16 | $1.12 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | TWITTER INC | 18,000,000 | $16.47M | 0.7% | $0.92 | $0.92 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | LIBERTY MEDIA CORP | 24,182,000 | $16.2M | 0.7% | $0.67 | $0.62 | — | DEB 4.000%11/1 | 530715AG6 |
| RYAAY | RYANAIR HLDGS PLC | 148,232 | $15.95M | 0.6% | $107.61 | $89.83 | — | SPONSORED ADR NE | 783513203 |
| — | NEW RESIDENTIAL INVT CORP | 1,000,000 | $15.56M | 0.6% | $15.56 | — | — | Call | 64828T901 |
| — | MICROCHIP TECHNOLOGY INC | 10,125,000 | $15.23M | 0.6% | $1.50 | $1.50 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | IMMUNOGEN INC | 8,000,000 | $14.63M | 0.6% | $1.83 | $1.83 | — | NOTE 4.500% 7/0 | 45253HAB7 |
| — | KEY ENERGY SVCS INC DEL | 694,398 | $13.36M | 0.5% | $19.24 | $29.03 | — | COM | 49309J103 |
| — | HARMONIC INC | 11,500,000 | $13.25M | 0.5% | $1.15 | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| RITM | NEW RESIDENTIAL INVT CORP | 828,668 | $12.89M | 0.5% | $15.56 | $16.98 | — | COM NEW | 64828T201 |
| — | VANECK VECTORS ETF TR | 500,000 | $12.39M | 0.5% | $24.79 | $24.79 | — | OIL SVCS ETF | 92189F718 |
| — | VANECK VECTORS ETF TR | 500,000 | $12.39M | 0.5% | $24.79 | — | — | Put | 92189F958 |
| — | GOGO INC | 13,000,000 | $11.79M | 0.5% | $0.91 | $0.67 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | TESLA INC | 30,000 | $10.85M | 0.4% | $361.60 | — | — | Put | 88160R951 |
| — | NOVAVAX INC | 24,595,000 | $10.54M | 0.4% | $0.43 | $0.45 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | AT&T INC | 270,000 | $10.19M | 0.4% | $37.73 | — | — | Put | 00206R952 |
| — | UNISYS CORP | 6,500,000 | $9.917M | 0.4% | $1.53 | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | ADVANCED MICRO DEVICES INC | 5,000,000 | $8.756M | 0.4% | $1.75 | $1.75 | — | NOTE 2.125% 9/0 | 007903BD8 |
| GOGO | GOGO INC | 755,662 | $8.713M | 0.4% | $11.53 * | $11.53 | +5.6% | COM | 38046C109 |
| — | SAEXPLORATION HLDGS INC | 2,609,039 | $8.466M | 0.3% | $3.24 | $8.22 | — | COM NEW | 78636X204 |
| — | GSV CAP CORP | 8,245,000 | $8.101M | 0.3% | $0.98 | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| — | FORD MTR CO DEL | 720,000 | $8.057M | 0.3% | $11.19 | — | — | Put | 345370950 |
| — | NETFLIX INC | 50,000 | $7.471M | 0.3% | $149.42 | — | — | Put | 64110L956 |
| — | COMSTOCK RES INC | 9,653,923 | $7.434M | 0.3% | $0.77 | $0.84 | — | NOTE 7.750% 4/0 | 205768AM6 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 426,750 | $7.08M | 0.3% | $16.59 * | $9.20 | +16.7% | COM | 42824C109 |
| — | BASIC ENERGY SVCS INC NEW | 263,578 | $6.563M | 0.3% | $24.90 | $35.35 | — | COM NEW | 06985P209 |
| — | CITRIX SYS INC | 5,000,000 | $6.003M | 0.2% | $1.20 | $1.20 | — | NOTE 0.500% 4/1 | 177376AD2 |
| THC | TENET HEALTHCARE CORP | 302,151 | $5.844M | 0.2% | $19.34 * | $17.93 | -2.7% | COM NEW | 88033G407 |
| — | COWEN INC | 5,538,000 | $5.676M | 0.2% | $1.02 | $1.17 | — | NOTE 3.000% | 223622AB7 |
| — | SAFEGUARD SCIENTIFICS INC | 5,416,000 | $5.514M | 0.2% | $1.02 | $1.32 | — | DBCV 5.250% 5/1 | 786449AK4 |
| — | WEATHERFORD INTL PLC | 1,350,108 | $5.225M | 0.2% | $3.87 | $3.98 | — | ORD SHS | G48833100 |
| — | LEVEL 3 COMMUNICATIONS INC | 85,150 | $5.049M | 0.2% | $59.30 | $59.30 | — | COM NEW | 52729N308 |
| — | TWITTER INC | 5,000,000 | $4.722M | 0.2% | $0.94 | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| OSG | AMBAC FINL GROUP INC | 254,572 | $4.417M | 0.2% | $17.35 * | $18.56 | -4.3% | COM NEW | 023139884 |
| — | ENCORE CAP GROUP INC | 3,376,000 | $4.338M | 0.2% | $1.28 | $1.50 | — | NOTE 3.000%11/2 | 292554AD4 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 433,241 | $4.315M | 0.2% | $9.96 * | $7.53 | +21.4% | COM | 203668108 |
| — | GNC HLDGS INC | 500,000 | $4.215M | 0.2% | $8.43 | — | — | Put | 36191G957 |
| — | GENERAL MTRS CO | 120,000 | $4.192M | 0.2% | $34.93 | — | — | Call | 37045V900 |
| — | COMSTOCK RES INC | 5,156,479 | $3.919M | 0.2% | $0.76 | $0.83 | — | NOTE 9.500% 6/1 | 205768AN4 |
| TREE | LENDINGTREE INC NEW | 20,480 | $3.527M | 0.1% | $172.22 | $172.22 | — | COM | 52603B107 |
| — | CLIFFS NAT RES INC | 450,000 | $3.114M | 0.1% | $6.92 | $7.10 | — | COM | 18683K101 |
| — | SOLARCITY CORP | 3,000,000 | $2.987M | 0.1% | $1.00 | $1.00 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | SANOFI | 7,181,707 | $2.729M | 0.1% | $0.38 | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | WINDSTREAM HLDGS INC | 429,050 | $1.665M | 0.1% | $3.88 | $4.72 | — | COM NEW | 97382A200 |
| — | TRANSOCEAN LTD | 200,000 | $1.646M | 0.1% | $8.23 | — | — | Put | H8817H950 |
| — | DYNEGY INC NEW DEL | 198,000 | $1.637M | 0.1% | $8.27 | $8.27 | — | COM | 26817R108 |
| WB | WEIBO CORP | 23,139 | $1.538M | 0.1% | $66.47 | $66.47 | — | SPONSORED ADR | 948596101 |
| — | INVESCO MORTGAGE CAPITAL INC | 92,000 | $1.537M | 0.1% | $16.71 | $16.71 | — | COM | 46131B100 |
| ALLY | ALLY FINL INC | 69,350 | $1.449M | 0.1% | $20.89 * | $17.87 | -14.7% | COM | 02005N100 |
| — | FIAT CHRYSLER AUTOMOBILES N | 135,000 | $1.435M | 0.1% | $10.63 | — | — | Call | N31738902 |
| — | CONSTELLIUM NV | 173,552 | $1.198M | 0.0% | $6.90 | $6.74 | — | CL A | N22035104 |
| — | HERTZ GLOBAL HLDGS INC | 69,253 | $796K | 0.0% | $11.49 | $11.49 | — | COM | 42806J106 |
| — | PENNEY J C INC | 154,288 | $717K | 0.0% | $4.65 | $4.65 | — | COM | 708160106 |
| — | TERRAFORM GLOBAL INC | 114,845 | $580K | 0.0% | $5.05 | $5.05 | — | CL A | 88104M101 |
| — | VEDANTA LTD | 35,036 | $544K | 0.0% | $15.53 | $10.37 | — | SPONSORED ADR | 92242Y100 |
| — | COBALT INTL ENERGY INC | 2,000,000 | $520K | 0.0% | $0.26 | $0.26 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | MCCLATCHY CO | 50,000 | $467K | 0.0% | $9.34 | $9.68 | — | CL A NEW | 579489303 |
| — | SOUTHWESTERN ENERGY CO | 42,800 | $260K | 0.0% | $6.07 | $10.82 | — | COM | 845467109 |
| — | NABORS INDUSTRIES LTD | 22,400 | $182K | 0.0% | $8.13 | $8.13 | — | SHS | G6359F103 |
| — | OASIS PETE INC NEW | 20,559 | $166K | 0.0% | $8.07 | $14.25 | — | COM | 674215108 |