Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 14, 2018
Total Value: $3.55B (78.0% shares, 22.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 4,700,000 | $1.254B | 35.3% | $266.86 | — | — | Put | 78462F953 |
| — | ALTABA INC | 6,897,507 | $482M | 13.6% | $69.85 | $57.29 | — | COM | 021346101 |
| — | SPDR S&P 500 ETF TR | 520,000 | $139M | 3.9% | $266.86 | — | — | Call | 78462F903 |
| — | POWERSHARES QQQ TRUST | 700,000 | $109M | 3.1% | $155.76 | — | — | Put | 73935A954 |
| — | TIME WARNER INC | 1,071,990 | $98.06M | 2.8% | $91.47 | $93.48 | — | COM NEW | 887317303 |
| — | TESLA INC | 69,000,000 | $80.26M | 2.3% | $1.16 | $1.23 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| PARR | PAR PACIFIC HOLDINGS INC | 4,110,213 | $79.25M | 2.2% | $19.28 * | $18.22 | +11.2% | COM NEW | 69888T207 |
| — | C&J ENERGY SVCS INC NEW | 2,366,978 | $79.22M | 2.2% | $33.47 | $33.92 | — | COM | 12674R100 |
| — | DELL TECHNOLOGIES INC | 941,026 | $76.49M | 2.2% | $81.28 | $68.87 | — | COM CL V | 24703L103 |
| — | CAESARS ENTMT CORP | 39,386,560 | $76.19M | 2.1% | $1.93 | $1.93 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | TESLA INC | 57,000,000 | $61.63M | 1.7% | $1.08 | $1.12 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | SINA CORP | 606,342 | $60.82M | 1.7% | $100.31 | $85.84 | — | ORD | G81477104 |
| — | ALLEGHENY TECHNOLOGIES INC | 29,461,000 | $54.5M | 1.5% | $1.85 | $1.14 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | TWO HBRS INVT CORP | 49,922,000 | $52.89M | 1.5% | $1.06 | $1.06 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | BONANZA CREEK ENERGY INC | 1,725,717 | $47.61M | 1.3% | $27.59 | $31.71 | — | COM NEW | 097793400 |
| — | RYLAND GROUP INC | 47,000,000 | $47.35M | 1.3% | $1.01 | $1.01 | — | NOTE 0.250% 6/0 | 783764AS2 |
| NXPI | NXP SEMICONDUCTORS N V | 363,980 | $42.62M | 1.2% | $117.09 * | $94.09 | +9.1% | COM | N6596X109 |
| — | RENEWABLE ENERGY GROUP INC | 31,400,000 | $40.07M | 1.1% | $1.28 | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | ISHARES TR | 250,000 | $38.12M | 1.1% | $152.46 | — | — | Put | 464287955 |
| — | AT&T INC | 920,000 | $35.77M | 1.0% | $38.88 | — | — | Call | 00206R902 |
| — | ULTRA PETROLEUM CORP | 3,638,436 | $32.96M | 0.9% | $9.06 | $10.85 | — | COM NEW | 903914208 |
| — | TESLA INC | 31,000,000 | $32.72M | 0.9% | $1.06 | $1.13 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | HERBALIFE LTD | 30,000,000 | $30.15M | 0.8% | $1.00 | $1.00 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | BASIC ENERGY SVCS INC NEW | 1,264,508 | $29.68M | 0.8% | $23.47 | $22.65 | — | COM NEW | 06985P209 |
| — | CTRIP COM INTL LTD | 25,000,000 | $29.47M | 0.8% | $1.18 | $1.41 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | YAHOO INC | 19,903,000 | $26.83M | 0.8% | $1.35 | $1.06 | — | NOTE 12/0 | 984332AF3 |
| — | MICROCHIP TECHNOLOGY INC | 13,125,000 | $22.34M | 0.6% | $1.70 | $1.55 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | SPDR SERIES TRUST | 500,000 | $22.13M | 0.6% | $44.26 | — | — | Put | 78464A958 |
| — | PDL BIOPHARMA INC | 21,804,000 | $20.97M | 0.6% | $0.96 | $0.82 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | GENERAL MTRS CO | 480,000 | $19.68M | 0.6% | $40.99 | — | — | Put | 37045V950 |
| — | ENCORE CAP GROUP INC | 17,000,000 | $18.83M | 0.5% | $1.11 | $1.11 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | CORENERGY INFRASTRUCTURE TR | 15,448,000 | $18.42M | 0.5% | $1.19 | $0.88 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | ARBOR RLTY TR INC | 15,750,000 | $17M | 0.5% | $1.08 | $1.07 | — | NOTE 6.500%10/0 | 038923AA6 |
| — | BLACKSTONE MTG TR INC | 14,300,000 | $16.79M | 0.5% | $1.17 | $1.12 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | NOVAVAX INC | 33,049,000 | $15.45M | 0.4% | $0.47 | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | AETNA INC NEW | 83,435 | $15.05M | 0.4% | $180.39 | $180.39 | — | COM | 00817Y108 |
| — | NEW YORK MTG TR INC | 14,158,000 | $14.42M | 0.4% | $1.02 | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | SOLARCITY CORP | 14,000,000 | $13.89M | 0.4% | $0.99 | $0.99 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | TWITTER INC | 14,000,000 | $13.37M | 0.4% | $0.95 | $0.95 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | VANECK VECTORS ETF TR | 426,985 | $11.12M | 0.3% | $26.05 | $26.05 | — | OIL SVCS ETF | 92189F718 |
| — | AT&T INC | 270,000 | $10.5M | 0.3% | $38.88 | — | — | Put | 00206R952 |
| — | CTRIP COM INTL LTD | 9,500,000 | $10.01M | 0.3% | $1.05 | $1.05 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | HARMONIC INC | 9,950,000 | $9.975M | 0.3% | $1.00 | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | GOPRO INC | 10,000,000 | $9.813M | 0.3% | $0.98 | $0.98 | — | NOTE 3.500% 4/1 | 38268IAA5 |
| — | TESLA INC | 30,000 | $9.341M | 0.3% | $311.37 | — | — | Put | 88160R951 |
| — | KEY ENERGY SVCS INC DEL | 742,706 | $8.757M | 0.2% | $11.79 | $28.00 | — | COM | 49309J103 |
| — | COMSTOCK RES INC | 9,510,617 | $8.702M | 0.2% | $0.91 | $0.87 | — | NOTE 9.500% 6/1 | 205768AN4 |
| — | RH | 97,500 | $8.405M | 0.2% | $86.21 | — | — | Put | 74967X953 |
| — | GSV CAP CORP | 8,245,000 | $8.276M | 0.2% | $1.00 | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| THC | TENET HEALTHCARE CORP | 469,529 | $7.118M | 0.2% | $15.16 * | $16.91 | -16.8% | COM NEW | 88033G407 |
| — | COMSTOCK RES INC | 6,778,005 | $6.202M | 0.2% | $0.92 | $0.84 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | SAEXPLORATION HLDGS INC | 2,609,039 | $5.74M | 0.2% | $2.20 | $8.22 | — | COM NEW | 78636X204 |
| — | UNISYS CORP | 5,000,000 | $5.666M | 0.2% | $1.13 | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | SAFEGUARD SCIENTIFICS INC | 5,516,000 | $5.616M | 0.2% | $1.02 | $1.31 | — | DBCV 5.250% 5/1 | 786449AK4 |
| — | CLEVELAND CLIFFS INC | 5,000,000 | $5.475M | 0.2% | $1.09 | $1.09 | — | DBCV 1.500% 1/1 | 185899AA9 |
| RITM | NEW RESIDENTIAL INVT CORP | 277,198 | $4.956M | 0.1% | $17.88 | $16.98 | — | COM NEW | 64828T201 |
| — | LIBERTY MEDIA CORP | 7,029,000 | $4.885M | 0.1% | $0.69 | $0.62 | — | DEB 4.000%11/1 | 530715AG6 |
| GOGO | GOGO INC | 409,916 | $4.624M | 0.1% | $11.28 * | $11.78 | -9.7% | COM | 38046C109 |
| — | TERRAFORM PWR INC | 369,702 | $4.422M | 0.1% | $11.96 | $11.96 | — | COM CL A | 88104R209 |
| — | BANK AMER CORP | 125,000 | $3.69M | 0.1% | $29.52 | — | — | Call | 060505904 |
| — | BRISTOW GROUP INC | 3,000,000 | $3.309M | 0.1% | $1.10 | $1.10 | — | NOTE 4.500% 6/0 | 110394AF0 |
| CLF | CLEVELAND CLIFFS INC | 431,100 | $3.108M | 0.1% | $7.21 * | $7.07 | -10.9% | COM | 185899101 |
| GRFS | GRIFOLS S A | 118,665 | $2.72M | 0.1% | $22.92 | $21.89 | — | SP ADR REP B NVT | 398438408 |
| — | SANOFI | 6,956,279 | $2.643M | 0.1% | $0.38 | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | WEATHERFORD INTL PLC | 586,421 | $2.445M | 0.1% | $4.17 | $4.17 | — | ORD SHS | G48833100 |
| — | TRANSOCEAN LTD | 200,000 | $2.136M | 0.1% | $10.68 | — | — | Put | H8817H950 |
| — | GNC HLDGS INC | 500,000 | $1.845M | 0.1% | $3.69 | — | — | Put | 36191G957 |
| BZH | BEAZER HOMES USA INC | 73,107 | $1.404M | 0.0% | $19.20 * | $17.84 | +12.6% | COM NEW | 07556Q881 |
| NRG | NRG ENERGY INC | 47,133 | $1.342M | 0.0% | $28.47 * | $22.53 | 0.0% | COM NEW | 629377508 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 76,314 | $1.3M | 0.0% | $17.03 * | $16.83 | +5.2% | COM | 024061103 |
| — | CONSTELLIUM NV | 108,552 | $1.21M | 0.0% | $11.15 | $6.74 | — | CL A | N22035104 |
| — | GOGO INC | 1,000,000 | $912K | 0.0% | $0.91 | $0.67 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | DONNELLEY R R & SONS CO | 79,497 | $739K | 0.0% | $9.30 | $9.30 | — | COM | 257867200 |
| — | HERTZ GLOBAL HLDGS INC | 31,153 | $688K | 0.0% | $22.08 | $15.95 | — | COM | 42806J106 |
| — | PARKER DRILLING CO | 580,025 | $580K | 0.0% | $1.00 | $1.00 | — | COM | 701081101 |
| — | JONES ENERGY INC | 515,700 | $567K | 0.0% | $1.10 | $1.10 | — | COM CL A | 48019R108 |
| — | VEDANTA LTD | 25,036 | $522K | 0.0% | $20.85 | $10.37 | — | SPONSORED ADR | 92242Y100 |
| TGNA | TEGNA INC | 32,292 | $455K | 0.0% | $14.09 * | $13.29 | -1.5% | COM | 87901J105 |
| OLN | OLIN CORP | 11,887 | $423K | 0.0% | $35.59 * | $28.32 | 0.0% | COM PAR $1 | 680665205 |
| — | AMC ENTMT HLDGS INC | 27,472 | $415K | 0.0% | $15.11 | $15.11 | — | CL A COM | 00165C104 |
| AES | AES CORP | 37,506 | $406K | 0.0% | $10.82 * | $8.18 | -1.4% | COM | 00130H105 |
| KBH | KB HOME | 12,112 | $387K | 0.0% | $31.95 * | $25.81 | 0.0% | COM | 48666K109 |
| — | MCCLATCHY CO | 38,953 | $348K | 0.0% | $8.93 | $8.93 | — | CL A NEW | 579489303 |
| — | EVERBRIDGE INC | 11,403 | $339K | 0.0% | $29.73 | $29.73 | — | COM | 29978A104 |
| AMKR | AMKOR TECHNOLOGY INC | 33,654 | $338K | 0.0% | $10.04 | $8.92 | +11.8% | COM | 031652100 |
| — | MTGE INVT CORP | 17,717 | $328K | 0.0% | $18.51 | $15.85 | — | COM | 55378A105 |
| URI | UNITED RENTALS INC | 1,680 | $289K | 0.0% | $172.02 * | $147.40 | 0.0% | COM | 911363109 |
| R | RYDER SYS INC | 3,060 | $258K | 0.0% | $84.31 * | $81.68 | 0.0% | COM | 783549108 |
| — | SOUTHWESTERN ENERGY CO | 42,800 | $239K | 0.0% | $5.58 | $10.82 | — | COM | 845467109 |
| — | BARRICK GOLD CORP | 10,601 | $153K | 0.0% | $14.43 | $14.43 | — | COM | 067901108 |
| — | SANCHEZ ENERGY CORP | 20,000 | $106K | 0.0% | $5.30 | $5.30 | — | COM | 79970Y105 |