Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value: $3.416B (82.9% shares, 17.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 4,450,000 | $1.118B | 32.7% | $251.23 | — | — | Put | 78462F953 |
| — | SPDR S&P 500 ETF TR | 1,950,000 | $490M | 14.3% | $251.23 | — | — | Call | 78462F903 |
| — | ALTABA INC | 5,637,847 | $373M | 10.9% | $66.24 | $54.48 | — | COM | 021346101 |
| PARR | PAR PACIFIC HOLDINGS INC | 5,333,567 | $111M | 3.2% | $20.80 * | $18.22 | -0.5% | COM NEW | 69888T207 |
| — | TESLA INC | 69,000,000 | $84.74M | 2.5% | $1.23 | $1.23 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | C&J ENERGY SVCS INC NEW | 2,615,941 | $78.4M | 2.3% | $29.97 | $33.92 | — | COM | 12674R100 |
| — | BONANZA CREEK ENERGY INC | 2,320,588 | $76.56M | 2.2% | $32.99 | $31.71 | — | COM NEW | 097793400 |
| — | ALLEGHENY TECHNOLOGIES INC | 33,111,000 | $60.59M | 1.8% | $1.83 | $1.14 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | SINA CORP | 501,702 | $57.52M | 1.7% | $114.65 | $82.83 | — | ORD | G81477104 |
| — | DELL TECHNOLOGIES INC | 661,140 | $51.05M | 1.5% | $77.21 | $63.61 | — | COM CL V | 24703L103 |
| — | ULTRA PETROLEUM CORP | 5,639,667 | $48.9M | 1.4% | $8.67 | $10.85 | — | COM NEW | 903914208 |
| — | POWERSHARES QQQ TRUST | 300,000 | $43.63M | 1.3% | $145.45 | — | — | Put | 73935A954 |
| — | TESLA INC | 38,000,000 | $42.8M | 1.3% | $1.13 | $1.15 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | RENEWABLE ENERGY GROUP INC | 30,900,000 | $40.46M | 1.2% | $1.31 | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | YAHOO INC | 28,593,000 | $37.1M | 1.1% | $1.30 | $1.06 | — | NOTE 12/0 | 984332AF3 |
| — | CTRIP COM INTL LTD | 25,000,000 | $34.52M | 1.0% | $1.38 | $1.41 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | TESLA INC | 31,000,000 | $34.04M | 1.0% | $1.10 | $1.13 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| NXPI | NXP SEMICONDUCTORS N V | 300,000 | $33.93M | 1.0% | $113.09 * | $92.27 | +7.4% | COM | N6596X109 |
| — | RH | 447,500 | $31.47M | 0.9% | $70.32 | — | — | Put | 74967X953 |
| — | ENSCO PLC | 4,201,705 | $25.08M | 0.7% | $5.97 | $5.97 | — | SHS CLASS A | G3157S106 |
| — | TIME WARNER INC | 240,420 | $24.63M | 0.7% | $102.45 | $100.41 | — | COM NEW | 887317303 |
| — | BASIC ENERGY SVCS INC NEW | 1,264,508 | $24.41M | 0.7% | $19.30 | $22.65 | — | COM NEW | 06985P209 |
| — | PDL BIOPHARMA INC | 22,309,000 | $24.18M | 0.7% | $1.08 | $0.82 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | VANECK VECTORS ETF TR | 1,000,000 | $22.96M | 0.7% | $22.96 | — | — | Call | 92189F906 |
| — | SPDR SERIES TRUST | 500,000 | $19.91M | 0.6% | $39.82 | — | — | Put | 78464A958 |
| — | ENCORE CAP GROUP INC | 17,000,000 | $19.44M | 0.6% | $1.14 | $1.11 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | GENERAL MTRS CO | 480,000 | $19.38M | 0.6% | $40.38 | — | — | Put | 37045V950 |
| — | CORENERGY INFRASTRUCTURE TR | 15,448,000 | $17.9M | 0.5% | $1.16 | $0.88 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | NEW YORK MTG TR INC | 17,810,000 | $17.74M | 0.5% | $1.00 | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | MICROCHIP TECHNOLOGY INC | 10,125,000 | $17.67M | 0.5% | $1.74 | $1.50 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | NEW RESIDENTIAL INVT CORP | 1,000,000 | $16.73M | 0.5% | $16.73 | — | — | Call | 64828T901 |
| — | NOVAVAX INC | 35,549,000 | $16.55M | 0.5% | $0.47 | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | BLACKSTONE MTG TR INC | 14,300,000 | $16.33M | 0.5% | $1.14 | $1.12 | — | NOTE 5.250%12/0 | 09257WAA8 |
| RYAAY | RYANAIR HLDGS PLC | 150,678 | $15.88M | 0.5% | $105.42 | $90.09 | — | SPONSORED ADR NE | 783513203 |
| — | SOLARCITY CORP | 14,000,000 | $13.9M | 0.4% | $0.99 | $0.99 | — | NOTE 2.750%11/0 | 83416TAA8 |
| RITM | NEW RESIDENTIAL INVT CORP | 828,668 | $13.86M | 0.4% | $16.73 | $16.98 | — | COM NEW | 64828T201 |
| GOGO | GOGO INC | 951,262 | $11.23M | 0.3% | $11.81 * | $11.78 | +8.3% | COM | 38046C109 |
| — | AT&T INC | 270,000 | $10.58M | 0.3% | $39.17 | — | — | Put | 00206R952 |
| — | TESLA INC | 30,000 | $10.23M | 0.3% | $341.10 | — | — | Put | 88160R951 |
| — | CAESARS ACQUISITION CO | 460,909 | $9.886M | 0.3% | $21.45 | $21.45 | — | CL A | 12768T103 |
| — | KEY ENERGY SVCS INC DEL | 742,706 | $9.781M | 0.3% | $13.17 | $28.00 | — | COM | 49309J103 |
| — | LIBERTY MEDIA CORP | 12,779,000 | $9.073M | 0.3% | $0.71 | $0.62 | — | DEB 4.000%11/1 | 530715AG6 |
| — | NETFLIX INC | 50,000 | $9.068M | 0.3% | $181.36 | — | — | Put | 64110L956 |
| — | HARMONIC INC | 9,950,000 | $8.843M | 0.3% | $0.89 | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | FORD MTR CO DEL | 720,000 | $8.618M | 0.3% | $11.97 | — | — | Put | 345370950 |
| — | WESTERN ASSET MTG CAP CORP | 8,500,000 | $8.505M | 0.2% | $1.00 | $1.00 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | DISH NETWORK CORP | 7,500,000 | $8.391M | 0.2% | $1.12 | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | GSV CAP CORP | 8,245,000 | $8.276M | 0.2% | $1.00 | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| — | MTGE INVT CORP | 398,072 | $7.723M | 0.2% | $19.40 | $15.85 | — | COM | 55378A105 |
| — | COMSTOCK RES INC | 9,653,923 | $7.723M | 0.2% | $0.80 | $0.84 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | ARBOR RLTY TR INC | 7,000,000 | $7.477M | 0.2% | $1.07 | $1.07 | — | NOTE 6.500%10/0 | 038923AA6 |
| — | GOGO INC | 7,525,000 | $6.881M | 0.2% | $0.91 | $0.67 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | PRICELINE GRP INC | 3,700 | $6.774M | 0.2% | $1830.81 | $1830.81 | — | COM NEW | 741503403 |
| — | SAEXPLORATION HLDGS INC | 2,609,039 | $6.549M | 0.2% | $2.51 | $8.22 | — | COM NEW | 78636X204 |
| THC | TENET HEALTHCARE CORP | 359,582 | $5.908M | 0.2% | $16.43 * | $17.77 | -4.6% | COM NEW | 88033G407 |
| — | COWEN INC | 5,538,000 | $5.811M | 0.2% | $1.05 | $1.17 | — | NOTE 3.000% | 223622AB7 |
| — | CITRIX SYS INC | 5,000,000 | $5.8M | 0.2% | $1.16 | $1.20 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | UNISYS CORP | 5,000,000 | $5.784M | 0.2% | $1.16 | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | TWITTER INC | 6,000,000 | $5.685M | 0.2% | $0.95 | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | SAFEGUARD SCIENTIFICS INC | 5,416,000 | $5.565M | 0.2% | $1.03 | $1.32 | — | DBCV 5.250% 5/1 | 786449AK4 |
| — | BIOMARIN PHARMACEUTICAL INC | 5,000,000 | $5.066M | 0.1% | $1.01 | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| GRFS | GRIFOLS S A | 218,665 | $4.787M | 0.1% | $21.89 | $21.89 | — | SP ADR REP B NVT | 398438408 |
| — | GNC HLDGS INC | 500,000 | $4.42M | 0.1% | $8.84 | — | — | Put | 36191G957 |
| — | COMSTOCK RES INC | 5,156,479 | $4.074M | 0.1% | $0.79 | $0.83 | — | NOTE 9.500% 6/1 | 205768AN4 |
| — | DYNEGY INC NEW DEL | 410,267 | $4.017M | 0.1% | $9.79 | $9.06 | — | COM | 26817R108 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 503,782 | $3.869M | 0.1% | $7.68 | $7.57 | +2.9% | COM | 203668108 |
| HUN | HUNTSMAN CORP | 138,958 | $3.81M | 0.1% | $27.42 * | $26.65 | 0.0% | COM | 447011107 |
| CLF | CLEVELAND CLIFFS INC | 448,100 | $3.204M | 0.1% | $7.15 | $7.07 | 0.0% | COM | 185899101 |
| — | SANOFI | 7,181,707 | $2.585M | 0.1% | $0.36 | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | TRANSOCEAN LTD | 200,000 | $2.152M | 0.1% | $10.76 | — | — | Put | H8817H950 |
| — | RAIT FINANCIAL TRUST | 2,000,000 | $1.84M | 0.1% | $0.92 | $0.92 | — | NOTE 4.000%10/0 | 749227AB0 |
| OSG | AMBAC FINL GROUP INC | 92,969 | $1.605M | 0.0% | $17.26 * | $18.56 | -0.5% | COM NEW | 023139884 |
| — | CONSTELLIUM NV | 133,552 | $1.369M | 0.0% | $10.25 | $6.74 | — | CL A | N22035104 |
| — | VALEANT PHARMACEUTICALS INTL | 66,414 | $952K | 0.0% | $14.33 | $14.33 | — | COM | 91911K102 |
| — | IAC INTERACTIVECORP | 7,400 | $870K | 0.0% | $117.57 | $117.57 | — | COM | 44919P508 |
| — | INVESCO MORTGAGE CAPITAL INC | 43,833 | $751K | 0.0% | $17.13 | $16.71 | — | COM | 46131B100 |
| BZH | BEAZER HOMES USA INC | 33,600 | $630K | 0.0% | $18.75 * | $15.20 | 0.0% | COM NEW | 07556Q881 |
| — | PENNEY J C INC | 154,288 | $588K | 0.0% | $3.81 | $4.65 | — | COM | 708160106 |
| AMKR | AMKOR TECHNOLOGY INC | 49,906 | $527K | 0.0% | $10.56 * | $8.92 | 0.0% | COM | 031652100 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 28,523 | $501K | 0.0% | $17.56 * | $15.37 | 0.0% | COM | 024061103 |
| — | COBALT INTL ENERGY INC | 2,000,000 | $500K | 0.0% | $0.25 | $0.26 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | VEDANTA LTD | 25,036 | $485K | 0.0% | $19.37 | $10.37 | — | SPONSORED ADR | 92242Y100 |
| — | HERTZ GLOBAL HLDGS INC | 18,053 | $404K | 0.0% | $22.38 | $11.49 | — | COM | 42806J106 |
| — | NABORS INDUSTRIES LTD | 47,699 | $385K | 0.0% | $8.07 | $8.10 | — | SHS | G6359F103 |
| M | MACYS INC | 15,446 | $337K | 0.0% | $21.82 | $21.99 | 0.0% | COM | 55616P104 |
| AES | AES CORP | 27,019 | $298K | 0.0% | $11.03 * | $8.22 | 0.0% | COM | 00130H105 |
| GT | GOODYEAR TIRE & RUBR CO | 8,100 | $269K | 0.0% | $33.21 * | $32.50 | 0.0% | COM | 382550101 |
| — | SOUTHWESTERN ENERGY CO | 42,800 | $262K | 0.0% | $6.12 | $10.82 | — | COM | 845467109 |
| TGNA | TEGNA INC | 19,600 | $261K | 0.0% | $13.32 | $13.41 | 0.0% | COM | 87901J105 |
| GAP | GAP INC | 8,789 | $260K | 0.0% | $29.58 * | $18.35 | 0.0% | DEL COM | 364760108 |
| KSS | KOHLS CORP | 5,684 | $259K | 0.0% | $45.57 * | $41.00 | 0.0% | COM | 500255104 |
| DVN | DEVON ENERGY CORP NEW | 6,840 | $251K | 0.0% | $36.70 * | $22.96 | 0.0% | COM | 25179M103 |
| — | OASIS PETE INC NEW | 20,559 | $187K | 0.0% | $9.10 | $14.25 | — | COM | 674215108 |