Location: Minneapolis, MN
CIK: 0001257391 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 14, 2018
Total Value: $3.287B (76.5% shares, 23.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 4,250,000 | $1.236B | 37.6% | $290.72 | — | — | Put | 78462F953 |
| — | ALTABA INC | 7,988,860 | $544M | 16.6% | $68.12 | $61.91 | — | COM | 021346101 |
| — | SPDR S&P 500 ETF TR | 600,000 | $174M | 5.3% | $290.72 | — | — | Call | 78462F903 |
| — | TESLA INC | 127,000,000 | $121M | 3.7% | $0.96 | $1.06 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | TESLA INC | 68,843,000 | $70.23M | 2.1% | $1.02 | $1.21 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| PARR | PAR PACIFIC HOLDINGS INC | 3,157,682 | $64.42M | 2.0% | $20.40 * | $18.22 | +0.9% | COM NEW | 69888T207 |
| — | DELL TECHNOLOGIES INC | 642,812 | $62.43M | 1.9% | $97.12 | $68.91 | — | COM CL V | 24703L103 |
| — | TWO HBRS INVT CORP | 58,687,000 | $60.34M | 1.8% | $1.03 | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | HERBALIFE LTD | 44,000,000 | $57.23M | 1.7% | $1.30 | $1.24 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | RESTORATION HARDWARE HLDGS I | 43,335,000 | $53.41M | 1.6% | $1.23 | $1.23 | — | DBCV 7/1 | 761283AC4 |
| — | CAESARS ENTMT CORP | 22,986,560 | $37.44M | 1.1% | $1.63 | $1.93 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | TWENTY FIRST CENTY FOX INC | 785,000 | $36.37M | 1.1% | $46.33 | $46.33 | — | CL A | 90130A101 |
| — | DOWDUPONT INC | 514,960 | $33.12M | 1.0% | $64.31 | $64.31 | — | COM | 26078J100 |
| — | SOLARCITY CORP | 33,475,000 | $32.93M | 1.0% | $0.98 | $0.99 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | SINA CORP | 460,698 | $32.01M | 1.0% | $69.48 | $83.09 | — | ORD | G81477104 |
| — | SEADRILL LTD | 1,274,105 | $31.57M | 1.0% | $24.78 | $24.78 | — | COM | G7998G106 |
| — | UNITED TECHNOLOGIES CORP | 222,488 | $31.11M | 0.9% | $139.81 | $139.81 | — | COM | 913017109 |
| — | RENEWABLE ENERGY GROUP INC | 11,200,000 | $30.56M | 0.9% | $2.73 | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | ALLEGHENY TECHNOLOGIES INC | 12,461,000 | $26.95M | 0.8% | $2.16 | $1.14 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | CORENERGY INFRASTRUCTURE TR | 22,932,000 | $26.56M | 0.8% | $1.16 | $0.97 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | NOVAVAX INC | 42,549,000 | $25.85M | 0.8% | $0.61 | $0.53 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | YAHOO INC | 19,903,000 | $25.29M | 0.8% | $1.27 | $1.06 | — | NOTE 12/0 | 984332AF3 |
| NXPI | NXP SEMICONDUCTORS N V | 286,100 | $24.46M | 0.7% | $85.50 | $95.70 | -10.9% | COM | N6596X109 |
| — | C&J ENERGY SVCS INC NEW | 1,162,816 | $24.19M | 0.7% | $20.80 | $33.70 | — | COM | 12674R100 |
| — | PDL BIOPHARMA INC | 21,681,000 | $21.4M | 0.7% | $0.99 | $0.82 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | TESLA INC | 78,000 | $20.65M | 0.6% | $264.77 | — | — | Put | 88160R951 |
| — | MICROCHIP TECHNOLOGY INC | 13,125,000 | $19.86M | 0.6% | $1.51 | $1.55 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ENCORE CAP GROUP INC | 18,970,000 | $18.87M | 0.6% | $0.99 | $1.15 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | BLACKSTONE MTG TR INC | 18,000,000 | $17.89M | 0.5% | $0.99 | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | BUNGE LIMITED | 226,779 | $15.58M | 0.5% | $68.71 | $73.55 | — | COM | G16962105 |
| MBI | MBIA INC | 1,357,689 | $14.51M | 0.4% | $10.69 * | $4.43 | +0.7% | COM | 55262C100 |
| GRFS | GRIFOLS S A | 665,938 | $14.23M | 0.4% | $21.37 | $21.45 | — | SP ADR REP B NVT | 398438408 |
| — | ENCORE CAP GROUP INC | 14,173,000 | $14.2M | 0.4% | $1.00 | $1.10 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | AVAYA HLDGS CORP | 593,971 | $13.15M | 0.4% | $22.14 | $22.40 | — | COM | 05351X101 |
| OSG | AMBAC FINL GROUP INC | 630,936 | $12.88M | 0.4% | $20.42 * | $16.49 | +26.6% | COM NEW | 023139884 |
| — | REDWOOD TR INC | 13,000,000 | $12.83M | 0.4% | $0.99 | $0.99 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | ENCORE CAP EUROPE FIN LTD | 12,500,000 | $12.79M | 0.4% | $1.02 | $1.02 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | RH | 97,500 | $12.77M | 0.4% | $131.01 | — | — | Put | 74967X953 |
| — | RANDGOLD RES LTD | 146,400 | $10.33M | 0.3% | $70.55 | $70.55 | — | ADR | 752344309 |
| — | AETNA INC NEW | 49,200 | $9.98M | 0.3% | $202.85 | $202.85 | — | COM | 00817Y108 |
| — | LIBERTY MEDIA CORP | 13,600,000 | $9.382M | 0.3% | $0.69 | $0.69 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | HARMONIC INC | 7,950,000 | $9.182M | 0.3% | $1.15 | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | REPLIGEN CORP | 5,000,000 | $8.881M | 0.3% | $1.78 | $1.54 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | ASCENT CAP GROUP INC | 12,430,000 | $8.608M | 0.3% | $0.69 | $0.69 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | BASIC ENERGY SVCS INC NEW | 850,479 | $8.496M | 0.3% | $9.99 | $22.65 | — | COM NEW | 06985P209 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 7,000,000 | $8.449M | 0.3% | $1.21 | $1.33 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| EWZ | ISHARES INC | 228,000 | $7.69M | 0.2% | $33.73 | $33.73 | — | MSCI BRAZIL ETF | 464286400 |
| — | GOPRO INC | 7,500,000 | $7.238M | 0.2% | $0.97 | $0.96 | — | NOTE 3.500% 4/1 | 38268IAA5 |
| — | AMYRIS INC | 7,136,000 | $7.1M | 0.2% | $0.99 | $0.91 | — | NOTE 9.500% 4/1 | 03236MAG6 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 389,285 | $6.789M | 0.2% | $17.44 | $16.80 | +2.4% | COM | 024061103 |
| — | HORNBECK OFFSHORE SVCS INC | 6,900,000 | $6.081M | 0.2% | $0.88 | $0.85 | — | N NOTE 1.500% 9/0 | 440543AN6 |
| — | NORTHERN OIL & GAS INC NEV | 1,374,000 | $5.496M | 0.2% | $4.00 | $3.15 | — | COM | 665531109 |
| — | AEGERION PHARMACEUTICALS INC | 7,200,000 | $5.395M | 0.2% | $0.75 | $0.65 | — | NOTE 2.000% 8/1 | 00767EAB8 |
| — | NEW YORK MTG TR INC | 5,158,000 | $5.135M | 0.2% | $1.00 | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| THC | TENET HEALTHCARE CORP | 178,250 | $5.073M | 0.2% | $28.46 * | $22.29 | +48.1% | COM NEW | 88033G407 |
| — | VANECK VECTORS ETF TR | 176,985 | $4.458M | 0.1% | $25.19 | $26.05 | — | OIL SVCS ETF | 92189F718 |
| — | OI S A | 1,594,210 | $4.352M | 0.1% | $2.73 | $2.73 | — | SPONSORED ADR NE | 670851500 |
| RITM | NEW RESIDENTIAL INVT CORP | 236,035 | $4.206M | 0.1% | $17.82 | $16.69 | — | COM NEW | 64828T201 |
| — | INTREXON CORP | 3,500,000 | $4.165M | 0.1% | $1.19 | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | SANOFI | 6,956,279 | $3.895M | 0.1% | $0.56 | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | TWITTER INC | 4,000,000 | $3.873M | 0.1% | $0.97 | $0.95 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| CAR | AVIS BUDGET GROUP | 118,518 | $3.809M | 0.1% | $32.14 | $37.98 | -16.5% | COM | 053774105 |
| — | SHIRE PLC | 18,700 | $3.39M | 0.1% | $181.28 | $168.82 | — | SPONSORED ADR | 82481R106 |
| BZH | BEAZER HOMES USA INC | 305,002 | $3.203M | 0.1% | $10.50 * | $14.88 | -11.5% | COM NEW | 07556Q881 |
| — | NABORS INDUSTRIES LTD | 486,984 | $3M | 0.1% | $6.16 | $6.28 | — | SHS | G6359F103 |
| — | DONNELLEY R R & SONS CO | 473,575 | $2.557M | 0.1% | $5.40 | $5.40 | — | COM | 257867200 |
| GOGO | GOGO INC | 456,575 | $2.37M | 0.1% | $5.19 * | $11.56 | -61.7% | COM | 38046C109 |
| ILMN | ILLUMINA INC | 6,300 | $2.312M | 0.1% | $366.98 * | $320.46 | 0.0% | COM | 452327109 |
| NRG | NRG ENERGY INC | 59,158 | $2.213M | 0.1% | $37.41 * | $23.33 | +19.4% | COM NEW | 629377508 |
| — | HI-CRUSH PARTNERS LP | 200,000 | $2.16M | 0.1% | $10.80 | — | — | Put | 428337959 |
| AMKR | AMKOR TECHNOLOGY INC | 241,244 | $1.783M | 0.1% | $7.39 * | $8.25 | -4.0% | COM | 031652100 |
| — | PARKER DRILLING CO | 591,844 | $1.764M | 0.1% | $2.98 | $2.98 | — | COM NEW | 701081408 |
| — | HERTZ GLOBAL HLDGS INC | 95,920 | $1.566M | 0.0% | $16.33 | $16.94 | — | COM | 42806J106 |
| — | APOLLO COML REAL EST FIN INC | 1,500,000 | $1.488M | 0.0% | $0.99 | $0.99 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| TMUS | T MOBILE US INC | 19,288 | $1.354M | 0.0% | $70.20 * | $57.20 | +8.5% | COM | 872590104 |
| — | SAEXPLORATION HLDGS INC | 130,450 | $1.344M | 0.0% | $10.30 | $10.30 | — | COM PAR | 78636X873 |
| — | FRONT YD RESIDENTIAL CORP | 115,000 | $1.248M | 0.0% | $10.85 | $10.85 | — | COM | 35904G107 |
| — | CONSTELLIUM NV | 86,750 | $1.071M | 0.0% | $12.35 | $7.59 | — | CL A | N22035104 |
| TGNA | TEGNA INC | 84,676 | $1.013M | 0.0% | $11.96 * | $11.35 | 0.0% | COM | 87901J105 |
| AES | AES CORP | 67,532 | $945K | 0.0% | $13.99 * | $8.65 | +19.7% | COM | 00130H105 |
| R | RYDER SYS INC | 12,828 | $937K | 0.0% | $73.04 * | $74.93 | +1.7% | COM | 783549108 |
| — | MERITOR INC | 41,937 | $812K | 0.0% | $19.36 | $20.51 | — | COM | 59001K100 |
| WDC | WESTERN DIGITAL CORP | 13,100 | $767K | 0.0% | $58.55 * | $60.40 | -22.4% | COM | 958102105 |
| — | VIACOM INC NEW | 21,748 | $734K | 0.0% | $33.75 | $31.52 | — | CL B | 92553P201 |
| NWL | NEWELL BRANDS INC | 33,240 | $675K | 0.0% | $20.31 * | $18.31 | -9.4% | COM | 651229106 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 31,050 | $669K | 0.0% | $21.55 | $21.55 | — | SPONSORED ADR | 881624209 |
| — | TWO HBRS INVT CORP | 41,394 | $618K | 0.0% | $14.93 | $14.93 | — | COM NEW | 90187B408 |
| KR | KROGER CO | 20,911 | $609K | 0.0% | $29.12 * | $22.80 | +11.5% | COM | 501044101 |
| CPB | CAMPBELL SOUP CO | 16,402 | $601K | 0.0% | $36.64 * | $30.78 | +3.5% | COM | 134429109 |
| — | BONANZA CREEK ENERGY INC | 20,000 | $596K | 0.0% | $29.80 | $31.71 | — | COM NEW | 097793400 |
| — | DOMTAR CORP | 9,496 | $495K | 0.0% | $52.13 | $47.70 | — | COM NEW | 257559203 |
| — | BARRICK GOLD CORP | 42,078 | $466K | 0.0% | $11.07 | $11.92 | — | COM | 067901108 |
| — | GENERAL ELECTRIC CO | 36,790 | $415K | 0.0% | $11.28 | $11.28 | — | COM | 369604103 |
| — | APACHE CORP | 8,313 | $396K | 0.0% | $47.64 | $41.59 | — | COM | 037411105 |
| GPRO | GOPRO INC | 51,500 | $371K | 0.0% | $7.20 * | $5.57 | +14.8% | CL A | 38268T103 |
| KBH | KB HOME | 12,859 | $307K | 0.0% | $23.87 * | $22.60 | 0.0% | COM | 48666K109 |
| ARW | ARROW ELECTRS INC | 4,054 | $299K | 0.0% | $73.75 * | $76.12 | +0.9% | COM | 042735100 |
| DVN | DEVON ENERGY CORP NEW | 7,107 | $284K | 0.0% | $39.96 * | $27.59 | +10.0% | COM | 25179M103 |
| WHR | WHIRLPOOL CORP | 2,058 | $244K | 0.0% | $118.56 * | $132.55 | 0.0% | COM | 963320106 |