Ruby on Rails Rollback except a given model

I am running on Rails 3.2.22 and I can't get transaction/rollback working. This code should always print "WORLD" but actually, it will never work if raise is called. But according to Rails doc, it should always reach there. My question is - is there a way how to save @pb status into a database? If I decide to save the status before rollback, it will not save. If I save it after raise, it will not execute. Is there a way around that?

    @pb = ProgressBar.create(..)
    ..
    def import(user)
    Thread.new do
      ActiveRecord::Base.transaction do
        errs = operation(user)
        Rails.logger.info "HELLO"
        if errs.any?
          raise ActiveRecord::Rollback
        end
      end
      Rails.logger.info "WORLD"
      @pb.failed_import
    end
  end