Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 15, 2018
Total Value: $3.371B (77.9% shares, 22.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 4,732,200 | $1.245B | 36.9% | $263.15 | — | — | Put | 78462F953 |
| — | ALTABA INC | 7,806,452 | $578M | 17.1% | $74.04 | $59.24 | — | COM | 021346101 |
| — | TESLA INC | 106,000,000 | $105M | 3.1% | $0.99 | $1.06 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | SPDR S&P 500 ETF TR | 400,000 | $105M | 3.1% | $263.15 | — | — | Call | 78462F903 |
| — | TIME WARNER INC | 892,240 | $84.39M | 2.5% | $94.58 | $93.48 | — | COM NEW | 887317303 |
| — | DELL TECHNOLOGIES INC | 951,126 | $69.63M | 2.1% | $73.21 | $68.91 | — | COM CL V | 24703L103 |
| PARR | PAR PACIFIC HOLDINGS INC | 3,958,094 | $67.96M | 2.0% | $17.17 * | $18.22 | -1.0% | COM NEW | 69888T207 |
| — | TESLA INC | 63,843,000 | $66.51M | 2.0% | $1.04 | $1.23 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | ISHARES TR | 400,000 | $60.73M | 1.8% | $151.83 | — | — | Put | 464287955 |
| — | CAESARS ENTMT CORP | 31,686,560 | $55.23M | 1.6% | $1.74 | $1.93 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | TWO HBRS INVT CORP | 51,523,000 | $53.82M | 1.6% | $1.04 | $1.06 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | C&J ENERGY SVCS INC NEW | 2,029,484 | $52.4M | 1.6% | $25.82 | $33.92 | — | COM | 12674R100 |
| NXPI | NXP SEMICONDUCTORS N V | 385,280 | $45.08M | 1.3% | $117.00 * | $94.82 | +13.1% | COM | N6596X109 |
| — | RENEWABLE ENERGY GROUP INC | 31,200,000 | $42.09M | 1.2% | $1.35 | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | ALLEGHENY TECHNOLOGIES INC | 21,961,000 | $40.02M | 1.2% | $1.82 | $1.14 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | SINA CORP | 364,698 | $38.03M | 1.1% | $104.27 | $85.84 | — | ORD | G81477104 |
| — | BONANZA CREEK ENERGY INC | 1,252,061 | $34.7M | 1.0% | $27.71 | $31.71 | — | COM NEW | 097793400 |
| — | ARBOR RLTY TR INC | 29,358,000 | $31.85M | 0.9% | $1.08 | $1.08 | — | NOTE 6.500%10/0 | 038923AA6 |
| — | CTRIP COM INTL LTD | 25,000,000 | $30.44M | 0.9% | $1.22 | $1.41 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | AVAYA HLDGS CORP | 1,281,111 | $28.7M | 0.9% | $22.40 | $22.40 | — | COM | 05351X101 |
| — | TESLA INC | 28,500,000 | $28.41M | 0.8% | $1.00 | $1.13 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | YAHOO INC | 19,903,000 | $27.81M | 0.8% | $1.40 | $1.06 | — | NOTE 12/0 | 984332AF3 |
| — | AT&T INC | 692,100 | $24.67M | 0.7% | $35.65 | — | — | Put | 00206R952 |
| — | MICROCHIP TECHNOLOGY INC | 13,125,000 | $23.27M | 0.7% | $1.77 | $1.55 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TERADYNE INC | 15,024,000 | $22.91M | 0.7% | $1.52 | $1.52 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | PDL BIOPHARMA INC | 21,684,000 | $22.07M | 0.7% | $1.02 | $0.82 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | BLACKSTONE MTG TR INC | 18,300,000 | $20.76M | 0.6% | $1.13 | $1.12 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | ENCORE CAP GROUP INC | 17,000,000 | $19.8M | 0.6% | $1.16 | $1.16 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | BUNGE LIMITED | 261,904 | $19.36M | 0.6% | $73.94 | $73.94 | — | COM | G16962105 |
| — | BASIC ENERGY SVCS INC NEW | 1,264,508 | $18.26M | 0.5% | $14.44 | $22.65 | — | COM NEW | 06985P209 |
| — | CORENERGY INFRASTRUCTURE TR | 15,448,000 | $18.03M | 0.5% | $1.17 | $0.88 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | NOVAVAX INC | 24,049,000 | $16.88M | 0.5% | $0.70 | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | SOLARCITY CORP | 17,000,000 | $16.64M | 0.5% | $0.98 | $0.99 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | ENCORE CAP GROUP INC | 14,500,000 | $16.56M | 0.5% | $1.14 | $1.11 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | AT&T INC | 420,000 | $14.97M | 0.4% | $35.65 | — | — | Call | 00206R902 |
| — | TESLA INC | 55,000 | $14.64M | 0.4% | $266.13 | — | — | Put | 88160R951 |
| — | AETNA INC NEW | 84,100 | $14.21M | 0.4% | $169.00 | $180.39 | — | COM | 00817Y108 |
| — | NEW YORK MTG TR INC | 11,558,000 | $11.7M | 0.3% | $1.01 | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | VANECK VECTORS ETF TR | 426,985 | $10.19M | 0.3% | $23.87 | $26.05 | — | OIL SVCS ETF | 92189F718 |
| RITM | NEW RESIDENTIAL INVT CORP | 603,378 | $9.926M | 0.3% | $16.45 | $16.69 | — | COM NEW | 64828T201 |
| — | HARMONIC INC | 9,950,000 | $9.763M | 0.3% | $0.98 | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | GOPRO INC | 11,500,000 | $9.718M | 0.3% | $0.85 | $0.96 | — | NOTE 3.500% 4/1 | 38268IAA5 |
| — | HERBALIFE LTD | 8,000,000 | $9.691M | 0.3% | $1.21 | $1.00 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | RH | 97,500 | $9.29M | 0.3% | $95.28 | — | — | Put | 74967X953 |
| — | CHIMERA INVT CORP | 483,031 | $8.41M | 0.2% | $17.41 | $17.41 | — | COM NEW | 16934Q208 |
| — | GSV CAP CORP | 8,245,000 | $8.338M | 0.2% | $1.01 | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| — | AMYRIS INC | 9,136,000 | $8.308M | 0.2% | $0.91 | $0.91 | — | NOTE 9.500% 4/1 | 03236MAG6 |
| — | TWITTER INC | 8,000,000 | $7.693M | 0.2% | $0.96 | $0.95 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| OSG | AMBAC FINL GROUP INC | 415,100 | $6.509M | 0.2% | $15.68 | $15.46 | 0.0% | COM NEW | 023139884 |
| — | SAFEGUARD SCIENTIFICS INC | 5,516,000 | $5.627M | 0.2% | $1.02 | $1.31 | — | DBCV 5.250% 5/1 | 786449AK4 |
| — | CIGNA CORPORATION | 29,650 | $4.973M | 0.1% | $167.72 | $167.72 | — | COM | 125509109 |
| — | BLACKSTONE MTG TR INC | 5,000,000 | $4.911M | 0.1% | $0.98 | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | MCDERMOTT INTL INC | 777,900 | $4.737M | 0.1% | $6.09 | $6.09 | — | COM | 580037109 |
| — | SENSEONICS HLDGS INC | 4,250,000 | $4.565M | 0.1% | $1.07 | $1.07 | — | NOTE 5.250% 2/0 | 81727UAA3 |
| THC | TENET HEALTHCARE CORP | 182,821 | $4.433M | 0.1% | $24.25 * | $16.91 | +17.8% | COM NEW | 88033G407 |
| — | GOLAR LNG LTD | 4,200,000 | $4.281M | 0.1% | $1.02 | $1.02 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | EXPRESS SCRIPTS HLDG CO | 60,200 | $4.159M | 0.1% | $69.09 | $69.09 | — | COM | 30219G108 |
| VICI | VICI PPTYS INC | 218,697 | $4.007M | 0.1% | $18.32 * | $13.09 | 0.0% | COM | 925652109 |
| GOGO | GOGO INC | 456,575 | $3.94M | 0.1% | $8.63 * | $11.56 | -16.6% | COM | 38046C109 |
| — | TERRAFORM PWR INC | 354,913 | $3.808M | 0.1% | $10.73 | $11.96 | — | COM CL A | 88104R209 |
| — | KEY ENERGY SVCS INC DEL | 308,106 | $3.611M | 0.1% | $11.72 | $28.00 | — | COM | 49309J103 |
| — | SAEXPLORATION HLDGS INC | 2,609,039 | $3.522M | 0.1% | $1.35 | $8.22 | — | COM NEW | 78636X204 |
| — | ULTRA PETROLEUM CORP | 796,536 | $3.322M | 0.1% | $4.17 | $10.85 | — | COM NEW | 903914208 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 203,698 | $3.1M | 0.1% | $15.22 * | $16.58 | -0.9% | COM | 024061103 |
| LADR | LADDER CAP CORP | 200,502 | $3.024M | 0.1% | $15.08 | $15.08 | — | CL A | 505743104 |
| — | SANOFI | 6,956,279 | $2.94M | 0.1% | $0.42 | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | UNISYS CORP | 2,000,000 | $2.627M | 0.1% | $1.31 | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| BZH | BEAZER HOMES USA INC | 110,592 | $1.764M | 0.1% | $15.95 * | $17.80 | -0.5% | COM NEW | 07556Q881 |
| NRG | NRG ENERGY INC | 57,489 | $1.755M | 0.1% | $30.53 * | $22.60 | +1.6% | COM NEW | 629377508 |
| CAR | AVIS BUDGET GROUP | 32,716 | $1.532M | 0.0% | $46.83 * | $42.80 | 0.0% | COM | 053774105 |
| — | AK STL HLDG CORP | 248,337 | $1.125M | 0.0% | $4.53 | $4.53 | — | COM | 001547108 |
| — | HERTZ GLOBAL HLDGS INC | 51,153 | $1.015M | 0.0% | $19.84 | $17.47 | — | COM | 42806J106 |
| WDC | WESTERN DIGITAL CORP | 10,700 | $987K | 0.0% | $92.24 * | $61.52 | 0.0% | COM | 958102105 |
| KBH | KB HOME | 29,700 | $845K | 0.0% | $28.45 | $27.10 | +3.3% | COM | 48666K109 |
| — | CONSTELLIUM NV | 73,552 | $798K | 0.0% | $10.85 | $6.74 | — | CL A | N22035104 |
| AES | AES CORP | 62,529 | $711K | 0.0% | $11.37 * | $8.18 | +0.1% | COM | 00130H105 |
| — | DYNEGY INC NEW DEL | 36,979 | $500K | 0.0% | $13.52 | $13.52 | — | COM | 26817R108 |
| TGNA | TEGNA INC | 39,307 | $448K | 0.0% | $11.40 * | $13.35 | +2.3% | COM | 87901J105 |
| AMKR | AMKOR TECHNOLOGY INC | 39,900 | $404K | 0.0% | $10.13 * | $9.04 | +7.3% | COM | 031652100 |
| — | PARKER DRILLING CO | 603,153 | $383K | 0.0% | $0.63 | $0.99 | — | COM | 701081101 |
| — | SUPERVALU INC | 24,498 | $373K | 0.0% | $15.23 | $15.23 | — | COM | 868536301 |
| — | VIACOM INC NEW | 11,640 | $362K | 0.0% | $31.10 | $31.10 | — | CL B | 92553P201 |
| — | MCCLATCHY CO | 35,153 | $325K | 0.0% | $9.25 | $8.93 | — | CL A NEW | 579489303 |
| — | MERITOR INC | 15,572 | $320K | 0.0% | $20.55 | $20.55 | — | COM | 59001K100 |
| NWL | NEWELL BRANDS INC | 11,900 | $303K | 0.0% | $25.46 * | $19.61 | 0.0% | COM | 651229106 |
| — | ISTAR INC | 22,088 | $225K | 0.0% | $10.19 | $10.19 | — | COM | 45031U101 |
| URI | UNITED RENTALS INC | 1,269 | $219K | 0.0% | $172.58 | $147.40 | +16.7% | COM | 911363109 |
| — | APACHE CORP | 5,600 | $215K | 0.0% | $38.39 | $38.39 | — | COM | 037411105 |
| R | RYDER SYS INC | 2,919 | $212K | 0.0% | $72.63 * | $81.68 | -1.4% | COM | 783549108 |
| — | MTGE INVT CORP | 11,117 | $199K | 0.0% | $17.90 | $15.85 | — | COM | 55378A105 |
| — | XERIUM TECHNOLOGIES INC | 29,663 | $191K | 0.0% | $6.44 | $6.44 | — | COM NEW | 98416J118 |
| — | BARRICK GOLD CORP | 10,601 | $132K | 0.0% | $12.45 | $14.43 | — | COM | 067901108 |