CIK: 0001578299 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 14, 2020
Total Value ($000): $1,590,536 (85.9% shares, 14.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 2,650,000 | $682,905 | 42.9% | — | — | Put | 78462F103 |
| — | ALLERGAN PLC | 378,000 | $66,944 | 4.2% | $175.39 | — | SHS | G0177J108 |
| — | EL PASO ELEC CO | 851,163 | $57,845 | 3.6% | $67.70 | — | COM NEW | 283677854 |
| — | TECH DATA CORP | 420,000 | $54,957 | 3.5% | $137.83 | — | COM | 878237106 |
| — | WRIGHT MED GROUP N V | 1,879,557 | $53,849 | 3.4% | $29.05 | — | ORD SHS | N96617118 |
| — | ADVANCED DISP SVCS INC DEL | 1,508,792 | $49,488 | 3.1% | $32.54 | — | COM | 00790X101 |
| — | SEA LTD | 17,000,000 | $39,483 | 2.5% | $2.32 | — | NOTE 2.250% 7/0 | 81141RAB6 |
| — | LIBERTY MEDIA CORP DEL | 40,588,000 | $39,373 | 2.5% | $1.17 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | TIFFANY & CO NEW | 302,800 | $39,213 | 2.5% | $133.65 | — | Call | 886547108 |
| — | ANIXTER INTL INC | 376,900 | $33,118 | 2.1% | $88.09 | — | COM | 035290105 |
| — | WABCO HLDGS INC | 240,074 | $32,422 | 2.0% | $133.44 | — | COM | 92927K102 |
| — | TELADOC HEALTH INC | 10,000,000 | $29,000 | 1.8% | $2.90 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | E TRADE FINANCIAL CORP | 774,749 | $26,589 | 1.7% | $34.32 | — | COM NEW | 269246401 |
| — | SPRINT CORPORATION | 3,000,000 | $25,860 | 1.6% | $8.62 | — | COM | 85207U105 |
| — | FORTY SEVEN INC | 250,000 | $23,855 | 1.5% | $95.42 | — | COM | 34983P104 |
| — | FGL HLDGS | 2,394,584 | $23,467 | 1.5% | $9.80 | — | ORD SHS | G3402M102 |
| — | WORLD WRESTLING ENTMT INC | 13,296,000 | $20,509 | 1.3% | $3.50 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | UNITED TECHNOLOGIES CORP | 210,000 | $19,809 | 1.2% | $94.33 | — | COM | 913017109 |
| — | TESLA INC | 8,350,000 | $15,333 | 1.0% | $1.41 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | KBR INC | 11,450,000 | $12,037 | 0.8% | $1.05 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | INTERCEPT PHARMACEUTICALS IN | 12,500,000 | $11,219 | 0.7% | $0.90 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| — | TIFFANY & CO NEW | 83,481 | $10,811 | 0.7% | $133.65 | — | COM | 886547108 |
| — | TALLGRASS ENERGY LP | 645,000 | $10,617 | 0.7% | $21.66 | — | CLASS A SHS | 874696107 |
| — | ON SEMICONDUCTOR CORP | 10,100,000 | $10,062 | 0.6% | $1.00 | — | NOTE 1.000%12/0 | 682189AK1 |
| HXL | HEXCEL CORP NEW | 263,662 | $9,806 | 0.6% | $64.57 | 0.0% | COM | 428291108 |
| — | WELLPOINT INC | 3,040,000 | $9,662 | 0.6% | $3.78 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | RETROPHIN INC | 11,438,000 | $8,979 | 0.6% | $0.90 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | CINCINNATI BELL INC NEW | 554,086 | $8,112 | 0.5% | $14.64 | — | COM NEW | 171871502 |
| — | CRAFT BREW ALLIANCE INC | 536,355 | $7,992 | 0.5% | $15.53 | — | COM | 224122101 |
| TDS | TELEPHONE & DATA SYS INC | 472,172 | $7,914 | 0.5% | $21.98 | -1.3% | COM NEW | 879433829 |
| — | MEET GROUP INC | 1,250,000 | $7,338 | 0.5% | $5.87 | — | COM | 58513U101 |
| — | QIAGEN NV | 200,000 | $7,312 | 0.5% | $36.56 | — | SHS NEW | N72482123 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 42,900 | $7,287 | 0.5% | $181.50 | 0.0% | SHS | G96629103 |
| — | DELPHI TECHNOLOGIES PL | 855,500 | $6,887 | 0.4% | $8.05 | — | SHS | G2709G107 |
| ATEX | ANTERIX INC | 140,000 | $6,377 | 0.4% | $40.75 | +11.0% | Call | 03676C100 |
| — | CAESARS ENTMT CORP | 5,900,000 | $6,359 | 0.4% | $1.69 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | MUTUALFIRST FINL INC | 213,466 | $6,020 | 0.4% | $38.95 | — | COM | 62845B104 |
| — | LEGG MASON INC | 122,480 | $5,983 | 0.4% | $48.85 | — | COM | 524901105 |
| — | TAUBMAN CTRS INC | 140,000 | $5,863 | 0.4% | $41.88 | — | COM | 876664103 |
| — | CLEVELAND CLIFFS INC | 7,500,000 | $5,372 | 0.3% | $0.93 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | WORKDAY INC | 3,305,000 | $5,287 | 0.3% | $2.44 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | WRIGHT MED GROUP N V | 3,500,000 | $4,861 | 0.3% | $1.31 | — | NOTE 2.250%11/1 | 98236JAB4 |
| BJRI | BJS RESTAURANTS INC | 327,700 | $4,533 | 0.3% | — | — | Call | 09180C106 |
| — | LOGMEIN INC | 51,872 | $4,320 | 0.3% | $83.28 | — | COM | 54142L109 |
| — | INTERCEPT PHARMACEUTICALS IN | 63,200 | $3,969 | 0.2% | — | — | Put | 45845P108 |
| — | DISCOVERY INC | 200,000 | $3,508 | 0.2% | $25.75 | — | COM SER C | 25470F302 |
| QCOM | QUALCOMM INC | 50,000 | $3,386 | 0.2% | — | — | Call | 747525103 |
| — | FITBIT INC | 500,000 | $3,335 | 0.2% | $6.66 | — | Put | 33812L102 |
| — | WRIGHT MED GROUP N V | 96,200 | $2,758 | 0.2% | $29.05 | — | Put | N96617118 |
| — | REALPAGE INC | 2,000,000 | $2,730 | 0.2% | $1.36 | — | NOTE 1.500%11/1 | 75606NAB5 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 31,900 | $2,695 | 0.2% | $93.22 | -7.6% | Call | 09061G101 |
| NIO | NIO INC | 945,000 | $2,618 | 0.2% | — | — | Put | 62914V106 |
| — | CAESARS ENTMT CORP | 385,500 | $2,606 | 0.2% | $6.76 | — | COM | 127686103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 30,600 | $2,585 | 0.2% | $93.22 | -7.6% | Put | 09061G101 |
| — | AVADEL PHARMACEUTICALS PLC | 322,400 | $2,560 | 0.2% | — | — | Call | 05337M104 |
| — | RETROPHIN INC | 175,000 | $2,545 | 0.2% | — | — | Put | 761299106 |
| UAA | UNDER ARMOUR INC | 275,000 | $2,533 | 0.2% | $16.07 | 0.0% | CL A | 904311107 |
| — | NIO INC | 4,559,000 | $2,497 | 0.2% | $0.55 | — | NOTE 4.500% 2/0 | 62914VAB2 |
| — | TD AMERITRADE HLDG CORP | 70,000 | $2,426 | 0.2% | $49.70 | — | COM | 87236Y108 |
| — | CYPRESS SEMICONDUCTOR CORP | 100,000 | $2,332 | 0.1% | $23.32 | — | COM | 232806109 |
| ROST | ROSS STORES INC | 23,500 | $2,043 | 0.1% | — | — | Call | 778296103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 23,720 | $2,004 | 0.1% | $93.22 | -7.6% | COM | 09061G101 |
| — | IAC INTERACTIVECORP | 11,000 | $1,974 | 0.1% | $249.11 | — | Put | 44919P508 |
| CLF | CLEVELAND CLIFFS INC | 480,000 | $1,891 | 0.1% | — | — | Put | 185899101 |
| — | NUVASIVE INC | 1,784,000 | $1,864 | 0.1% | $1.33 | — | NOTE 2.250% 3/1 | 670704AG0 |
| KBR | KBR INC | 75,000 | $1,551 | 0.1% | — | — | Put | 48242W106 |
| — | NAVISTAR INTL CORP NEW | 80,000 | $1,319 | 0.1% | $16.49 | — | COM | 63934E108 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 75,855 | $1,252 | 0.1% | $16.51 | — | SHS CL A | G5480U104 |
| — | MR COOPER GROUP INC | 144,000 | $1,050 | 0.1% | $7.32 | — | Call | 62482R107 |
| — | AVADEL PHARMACEUTICALS PLC | 123,000 | $977 | 0.1% | — | — | Put | 05337M104 |
| WCC | WESCO INTL INC | 40,000 | $913 | 0.1% | — | — | Call | 95082P105 |
| APLS | APELLIS PHARMACEUTICALS INC | 29,300 | $778 | 0.0% | $27.68 | +28.3% | Put | 03753U106 |
| — | CAESARS ENTMT CORP | 99,300 | $671 | 0.0% | $6.76 | — | Put | 127686103 |
| — | FITBIT INC | 100,000 | $666 | 0.0% | $6.66 | — | CL A | 33812L102 |
| — | TECH DATA CORP | 3,200 | $418 | 0.0% | $137.83 | — | Call | 878237106 |
| — | BRISTOL-MYERS SQUIBB CO | 100,000 | $380 | 0.0% | $3.07 | — | RIGHT 99/99/9999 | 110122157 |
| — | CYMABAY THERAPEUTICS INC | 201,100 | $294 | 0.0% | — | — | Call | 23257D103 |
| — | ACORDA THERAPEUTICS INC | 208,400 | $196 | 0.0% | — | — | Put | 00484M106 |
| — | MR COOPER GROUP INC | 25,000 | $183 | 0.0% | $7.32 | — | COM | 62482R107 |