Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 14, 2018
Total Value: $3.097B (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 | 3,770,000 | $1.023B | 33.0% | $271.28 | — | — | Put | 78462F953 |
| — | ALTABA INC | 9,655,384 | $707M | 22.8% | $73.21 | $61.91 | — | COM | 021346101 |
| — | TESLA INC | 119,500,000 | $134M | 4.3% | $1.12 | $1.07 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | TESLA INC | 61,343,000 | $74.15M | 2.4% | $1.21 | $1.23 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | DELL TECHNOLOGIES INC | 843,867 | $71.37M | 2.3% | $84.58 | $68.91 | — | COM CL V | 24703L103 |
| PARR | PAR PACIFIC HOLDINGS INC | 3,908,094 | $67.92M | 2.2% | $17.38 * | $18.22 | -2.5% | COM NEW | 69888T207 |
| — | SPDR S&P 500 ETF TR | 250,000 | $67.82M | 2.2% | $271.28 | — | — | Call | 78462F903 |
| NXPI | NXP SEMICONDUCTORS N V | 534,759 | $58.43M | 1.9% | $109.27 * | $95.70 | +2.4% | COM | N6596X109 |
| — | NXP SEMICONDUCTORS N V | 530,500 | $57.97M | 1.9% | $109.27 | — | — | Put | N6596X959 |
| — | HERBALIFE LTD | 30,500,000 | $39.45M | 1.3% | $1.29 | $1.22 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | CAESARS ENTMT CORP | 22,986,560 | $39.09M | 1.3% | $1.70 | $1.93 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | RENEWABLE ENERGY GROUP INC | 21,200,000 | $37.75M | 1.2% | $1.78 | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | SINA CORP | 384,698 | $32.58M | 1.1% | $84.69 | $85.78 | — | ORD | G81477104 |
| — | TESLA INC | 25,500,000 | $28.1M | 0.9% | $1.10 | $1.13 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | YAHOO INC | 19,903,000 | $27.15M | 0.9% | $1.36 | $1.06 | — | NOTE 12/0 | 984332AF3 |
| — | C&J ENERGY SVCS INC NEW | 1,142,816 | $26.97M | 0.9% | $23.60 | $33.92 | — | COM | 12674R100 |
| T | AT&T INC | 832,901 | $26.74M | 0.9% | $32.11 * | $14.53 | 0.0% | COM | 00206R102 |
| — | CORENERGY INFRASTRUCTURE TR | 22,932,000 | $26.51M | 0.9% | $1.16 | $0.97 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | AVAYA HLDGS CORP | 1,196,914 | $24.03M | 0.8% | $20.08 | $22.40 | — | COM | 05351X101 |
| — | ALLEGHENY TECHNOLOGIES INC | 12,461,000 | $23.62M | 0.8% | $1.90 | $1.14 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | MICROCHIP TECHNOLOGY INC | 13,125,000 | $22.9M | 0.7% | $1.74 | $1.55 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | AT&T INC | 656,400 | $21.08M | 0.7% | $32.11 | — | — | Put | 00206R952 |
| — | BLACKSTONE MTG TR INC | 18,300,000 | $20.9M | 0.7% | $1.14 | $1.12 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | PDL BIOPHARMA INC | 22,181,000 | $20.36M | 0.7% | $0.92 | $0.82 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | BUNGE LIMITED | 288,479 | $20.11M | 0.6% | $69.71 | $73.55 | — | COM | G16962105 |
| — | ENCORE CAP GROUP INC | 18,970,000 | $19.21M | 0.6% | $1.01 | $1.15 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | TESLA INC | 55,000 | $18.86M | 0.6% | $342.95 | — | — | Put | 88160R951 |
| — | TERADYNE INC | 14,024,000 | $18.67M | 0.6% | $1.33 | $1.52 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | SOLARCITY CORP | 18,000,000 | $17.82M | 0.6% | $0.99 | $0.99 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | BONANZA CREEK ENERGY INC | 457,300 | $17.32M | 0.6% | $37.87 | $31.71 | — | COM NEW | 097793400 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 13,000,000 | $17.23M | 0.6% | $1.33 | $1.33 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | ENCORE CAP GROUP INC | 16,173,000 | $16.23M | 0.5% | $1.00 | $1.10 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | GGP INC | 760,707 | $15.54M | 0.5% | $20.43 | $20.43 | — | COM | 36174X101 |
| — | RH | 97,500 | $13.62M | 0.4% | $139.70 | — | — | Put | 74967X953 |
| — | BASIC ENERGY SVCS INC NEW | 1,164,508 | $12.94M | 0.4% | $11.11 | $22.65 | — | COM NEW | 06985P209 |
| — | NOVAVAX INC | 22,049,000 | $12.82M | 0.4% | $0.58 | $0.46 | — | NOTE 3.750% 2/0 | 670002AB0 |
| OSG | AMBAC FINL GROUP INC | 630,936 | $12.52M | 0.4% | $19.85 * | $16.49 | +12.0% | COM NEW | 023139884 |
| — | REDWOOD TR INC | 11,000,000 | $10.88M | 0.4% | $0.99 | $0.99 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | GOPRO INC | 11,500,000 | $10.64M | 0.3% | $0.93 | $0.96 | — | NOTE 3.500% 4/1 | 38268IAA5 |
| — | CIGNA CORPORATION | 59,400 | $10.1M | 0.3% | $169.95 | $168.84 | — | COM | 125509109 |
| OPLN | KAR AUCTION SVCS INC | 184,000 | $10.08M | 0.3% | $54.80 * | $20.38 | 0.0% | COM | 48238T109 |
| GRFS | GRIFOLS S A | 422,201 | $9.077M | 0.3% | $21.50 | $21.50 | — | SP ADR REP B NVT | 398438408 |
| — | GSV CAP CORP | 8,245,000 | $8.338M | 0.3% | $1.01 | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| ABR | ARBOR RLTY TR INC | 793,294 | $8.274M | 0.3% | $10.43 | $10.43 | — | COM | 038923108 |
| — | HARMONIC INC | 7,950,000 | $8.262M | 0.3% | $1.04 | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | NORTHERN OIL & GAS INC NEV | 2,544,668 | $8.016M | 0.3% | $3.15 | $3.15 | — | COM | 665531109 |
| — | REPLIGEN CORP | 5,000,000 | $7.714M | 0.2% | $1.54 | $1.54 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | NEW YORK MTG TR INC | 7,558,000 | $7.476M | 0.2% | $0.99 | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | VANECK VECTORS ETF TR | 276,985 | $7.276M | 0.2% | $26.27 | $26.05 | — | OIL SVCS ETF | 92189F718 |
| — | AMYRIS INC | 7,136,000 | $7.109M | 0.2% | $1.00 | $0.91 | — | NOTE 9.500% 4/1 | 03236MAG6 |
| RITM | NEW RESIDENTIAL INVT CORP | 389,278 | $6.808M | 0.2% | $17.49 | $16.69 | — | COM NEW | 64828T201 |
| — | AEGERION PHARMACEUTICALS INC | 9,500,000 | $6.165M | 0.2% | $0.65 | $0.65 | — | NOTE 2.000% 8/1 | 00767EAB8 |
| — | SOUTH JERSEY INDS INC | 109,000 | $5.974M | 0.2% | $54.81 | $54.81 | — | UNIT 99/99/9999 | 838518116 |
| — | HORNBECK OFFSHORE SVCS INC | 6,900,000 | $5.865M | 0.2% | $0.85 | $0.85 | — | N NOTE 1.500% 9/0 | 440543AN6 |
| — | CTRIP COM INTL LTD | 4,500,000 | $5.495M | 0.2% | $1.22 | $1.41 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | TWITTER INC | 5,500,000 | $5.333M | 0.2% | $0.97 | $0.95 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | BLACKSTONE MTG TR INC | 5,500,000 | $5.33M | 0.2% | $0.97 | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | SAEXPLORATION HLDGS INC | 2,609,039 | $4.201M | 0.1% | $1.61 | $8.22 | — | COM NEW | 78636X204 |
| THC | TENET HEALTHCARE CORP | 118,695 | $3.985M | 0.1% | $33.57 * | $16.91 | +83.9% | COM NEW | 88033G407 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 230,157 | $3.581M | 0.1% | $15.56 * | $16.52 | -2.7% | COM | 024061103 |
| — | SANOFI | 6,956,279 | $3.478M | 0.1% | $0.50 | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | SHIRE PLC | 18,700 | $3.157M | 0.1% | $168.82 | $168.82 | — | SPONSORED ADR | 82481R106 |
| — | PARKER DRILLING CO | 6,562,037 | $2.494M | 0.1% | $0.38 | $0.44 | — | COM | 701081101 |
| CAR | AVIS BUDGET GROUP | 72,059 | $2.342M | 0.1% | $32.50 * | $42.02 | -1.5% | COM | 053774105 |
| — | EXPRESS SCRIPTS HLDG CO | 30,000 | $2.316M | 0.1% | $77.20 | $69.09 | — | COM | 30219G108 |
| GOGO | GOGO INC | 456,575 | $2.219M | 0.1% | $4.86 * | $11.56 | -42.2% | COM | 38046C109 |
| — | CHIMERA INVT CORP | 115,192 | $2.106M | 0.1% | $18.28 | $17.41 | — | COM NEW | 16934Q208 |
| BZH | BEAZER HOMES USA INC | 115,385 | $1.702M | 0.1% | $14.75 * | $17.70 | -13.1% | COM NEW | 07556Q881 |
| — | CYS INVTS INC | 209,150 | $1.569M | 0.1% | $7.50 | $7.50 | — | COM | 12673A108 |
| NRG | NRG ENERGY INC | 50,992 | $1.565M | 0.1% | $30.69 * | $22.60 | +18.6% | COM NEW | 629377508 |
| — | NABORS INDUSTRIES LTD | 239,560 | $1.536M | 0.0% | $6.41 | $6.41 | — | SHS | G6359F103 |
| TMUS | T MOBILE US INC | 24,797 | $1.482M | 0.0% | $59.77 * | $57.20 | 0.0% | COM | 872590104 |
| WDC | WESTERN DIGITAL CORP | 16,900 | $1.308M | 0.0% | $77.40 * | $60.40 | -3.2% | COM | 958102105 |
| — | WESTROCK CO | 15,564 | $887K | 0.0% | $56.99 | $56.99 | — | COM | 96145D105 |
| PCG | PG&E CORP | 20,000 | $851K | 0.0% | $42.55 | $42.86 | 0.0% | COM | 69331C108 |
| AMKR | AMKOR TECHNOLOGY INC | 98,468 | $846K | 0.0% | $8.59 | $8.72 | -2.5% | COM | 031652100 |
| — | MERITOR INC | 39,890 | $821K | 0.0% | $20.58 | $20.57 | — | COM | 59001K100 |
| — | HERTZ GLOBAL HLDGS INC | 51,153 | $785K | 0.0% | $15.35 | $17.47 | — | COM | 42806J106 |
| — | CONSTELLIUM NV | 73,552 | $758K | 0.0% | $10.31 | $6.74 | — | CL A | N22035104 |
| MBI | MBIA INC | 82,515 | $746K | 0.0% | $9.04 * | $3.94 | 0.0% | COM | 55262C100 |
| AES | AES CORP | 52,934 | $710K | 0.0% | $13.41 * | $8.18 | +14.6% | COM | 00130H105 |
| NWL | NEWELL BRANDS INC | 24,895 | $642K | 0.0% | $25.79 * | $18.88 | -3.5% | COM | 651229106 |
| R | RYDER SYS INC | 8,224 | $591K | 0.0% | $71.86 * | $74.21 | -5.5% | COM | 783549108 |
| — | VIACOM INC NEW | 16,573 | $500K | 0.0% | $30.17 | $30.82 | — | CL B | 92553P201 |
| — | DOMTAR CORP | 9,496 | $453K | 0.0% | $47.70 | $47.70 | — | COM NEW | 257559203 |
| CPB | CAMPBELL SOUP CO | 10,648 | $432K | 0.0% | $40.57 * | $30.19 | 0.0% | COM | 134429109 |
| — | SUPERVALU INC | 21,048 | $432K | 0.0% | $20.52 | $15.23 | — | COM | 868536301 |
| — | APACHE CORP | 9,066 | $424K | 0.0% | $46.77 | $41.59 | — | COM | 037411105 |
| KR | KROGER CO | 13,520 | $385K | 0.0% | $28.48 * | $21.37 | 0.0% | COM | 501044101 |
| OLN | OLIN CORP | 12,938 | $372K | 0.0% | $28.75 * | $25.07 | 0.0% | COM PAR $1 | 680665205 |
| GPRO | GOPRO INC | 51,500 | $332K | 0.0% | $6.45 * | $5.57 | 0.0% | CL A | 38268T103 |
| DVN | DEVON ENERGY CORP NEW | 7,107 | $312K | 0.0% | $43.90 * | $27.59 | 0.0% | COM | 25179M103 |
| ARW | ARROW ELECTRS INC | 3,854 | $290K | 0.0% | $75.25 | $76.09 | 0.0% | COM | 042735100 |
| WIX | WIX COM LTD | 2,100 | $211K | 0.0% | $100.48 * | $89.15 | 0.0% | SHS | M98068105 |
| NGVT | INGEVITY CORP | 2,592 | $210K | 0.0% | $81.02 | $79.47 | 0.0% | COM | 45688C107 |
| TGT | TARGET CORP | 2,735 | $208K | 0.0% | $76.05 * | $59.64 | 0.0% | COM | 87612E106 |
| — | DITECH HLDG CORP | 37,514 | $196K | 0.0% | $5.22 | $5.22 | — | COM | 25501G105 |
| — | BARRICK GOLD CORP | 10,601 | $139K | 0.0% | $13.11 | $14.43 | — | COM | 067901108 |
| — | MDC PARTNERS INC | 15,000 | $69,000 | 0.0% | $4.60 | $4.60 | — | CL A SUB VTG | 552697104 |