Location: New York, NY
CIK: 0001578299 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 13, 2020
Total Value: $2.249B (89.4% shares, 10.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 3,600,000 | $1.111B | 49.4% | — | — | Put | 78462F103 |
| — | EL PASO ELEC CO | 1,679,640 | $113M | 5.0% | $67.35 | — | COM NEW | 283677854 |
| — | ADVANCED DISP SVCS INC DEL | 2,982,273 | $89.97M | 4.0% | $31.37 | — | COM | 00790X101 |
| — | WRIGHT MED GROUP N V | 2,933,981 | $87.2M | 3.9% | $29.29 | — | ORD SHS | N96617118 |
| — | TIFFANY & CO NEW | 685,881 | $83.64M | 3.7% | $123.36 | — | COM | 886547108 |
| — | TECH DATA CORP | 540,000 | $78.25M | 3.5% | $139.40 | — | COM | 878237106 |
| — | WAYFAIR INC | 25,500,000 | $48.74M | 2.2% | $1.91 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| ORLY | OREILLY AUTOMOTIVE INC | 111,000 | $46.77M | 2.1% | — | — | Call | 67103H107 |
| — | TESLA INC | 12,850,000 | $45.18M | 2.0% | $2.15 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 222,800 | $43.88M | 2.0% | $178.22 | -0.4% | SHS | G96629103 |
| — | E TRADE FINANCIAL CORP | 772,209 | $38.4M | 1.7% | $34.32 | — | COM NEW | 269246401 |
| — | LIBERTY MEDIA CORP DEL | 28,838,000 | $30.64M | 1.4% | $1.17 | — | NOTE 1.375%10/1 | 531229AB8 |
| AMGN | AMGEN INC | 129,000 | $30.4M | 1.4% | — | — | Put | 031162100 |
| — | CINCINNATI BELL INC NEW | 1,856,297 | $27.57M | 1.2% | $14.79 | — | COM NEW | 171871502 |
| — | WORLD WRESTLING ENTMT INC | 13,296,000 | $24.86M | 1.1% | $3.50 | — | NOTE 3.375%12/1 | 98156QAB4 |
| ATEX | ANTERIX INC | 530,200 | $24.05M | 1.1% | — | — | Call | 03676C100 |
| — | LEGG MASON INC | 431,950 | $21.49M | 1.0% | $49.50 | — | COM | 524901105 |
| — | DELPHI TECHNOLOGIES PL | 1,499,950 | $21.31M | 0.9% | $10.70 | — | SHS | G2709G107 |
| — | PORTOLA PHARMACEUTICALS INC | 1,172,623 | $21.09M | 0.9% | $17.99 | — | COM | 737010108 |
| — | TELADOC HEALTH INC | 5,000,000 | $17.83M | 0.8% | $2.90 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 787,150 | $17.21M | 0.8% | $21.34 | — | SHS CL A | G5480U104 |
| CCL | CARNIVAL CORP | 966,300 | $15.85M | 0.7% | — | — | Put | 143658300 |
| — | MEET GROUP INC | 2,479,000 | $15.47M | 0.7% | $6.05 | — | COM | 58513U101 |
| — | NUANCE COMMUNICATIONS INC | 12,000,000 | $14.21M | 0.6% | $1.18 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | ON SEMICONDUCTOR CORP | 12,000,000 | $14.05M | 0.6% | $1.02 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | WELLPOINT INC | 3,040,000 | $11.19M | 0.5% | $3.78 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | QIAGEN NV | 288,634 | $11.07M | 0.5% | $37.11 | — | SHS NEW | N72482123 |
| — | CAESARS ENTMT CORP | 900,000 | $10.92M | 0.5% | $9.83 | — | COM | 127686103 |
| TDS | TELEPHONE & DATA SYS INC | 507,258 | $10.08M | 0.4% | $21.79 | -12.3% | COM NEW | 879433829 |
| — | CRAFT BREW ALLIANCE INC | 595,000 | $9.157M | 0.4% | $15.51 | — | COM | 224122101 |
| — | DISCOVERY INC | 402,059 | $7.744M | 0.3% | $22.49 | — | COM SER C | 25470F302 |
| — | CLEVELAND CLIFFS INC | 8,000,000 | $7.32M | 0.3% | $0.93 | — | DBCV 1.500% 1/1 | 185899AA9 |
| VAC | MARRIOTT VACTINS WORLDWID CO | 71,200 | $5.851M | 0.3% | $81.45 | 0.0% | Put | 57164Y107 |
| QCOM | QUALCOMM INC | 62,500 | $5.699M | 0.3% | — | — | Put | 747525103 |
| — | KBR INC | 4,830,000 | $5.445M | 0.2% | $1.05 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | SEA LTD | 1,000,000 | $5.4M | 0.2% | $2.32 | — | NOTE 2.250% 7/0 | 81141RAB6 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 316,000 | $5.19M | 0.2% | — | — | Put | G66721104 |
| QCOM | QUALCOMM INC | 50,300 | $4.587M | 0.2% | — | — | Call | 747525103 |
| — | CEL SCI CORP | 296,600 | $4.436M | 0.2% | — | — | Put | 150837607 |
| UAA | UNDER ARMOUR INC | 450,000 | $4.383M | 0.2% | $13.51 | -29.8% | CL A | 904311107 |
| ROST | ROSS STORES INC | 50,700 | $4.32M | 0.2% | — | — | Call | 778296103 |
| — | SYNAPTICS INC | 4,000,000 | $4.28M | 0.2% | $1.07 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| NIO | NIO INC | 460,000 | $3.55M | 0.2% | — | — | Put | 62914V106 |
| — | UNITED STATES STL CORP NEW | 485,500 | $3.503M | 0.2% | — | — | Put | 912909108 |
| — | NEVRO CORP | 2,500,000 | $3.427M | 0.2% | $1.37 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| CLF | CLEVELAND CLIFFS INC | 621,000 | $3.425M | 0.2% | — | — | Put | 185899101 |
| BJRI | BJS RESTAURANTS INC | 153,000 | $3.208M | 0.1% | — | — | Call | 09180C106 |
| — | INTERCEPT PHARMACEUTICALS IN | 65,000 | $3.112M | 0.1% | — | — | Put | 45845P108 |
| DKS | DICKS SPORTING GOODS INC | 72,000 | $2.971M | 0.1% | — | — | Put | 253393102 |
| — | NIO INC | 2,559,000 | $2.546M | 0.1% | $0.55 | — | NOTE 4.500% 2/0 | 62914VAB2 |
| — | INTERCEPT PHARMACEUTICALS IN | 3,500,000 | $2.529M | 0.1% | $0.90 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| — | RETROPHIN INC | 124,000 | $2.528M | 0.1% | — | — | Put | 761299106 |
| — | AVADEL PHARMACEUTICALS PLC | 283,000 | $2.287M | 0.1% | — | — | Put | 05337M104 |
| WCC | WESCO INTL INC | 56,800 | $1.994M | 0.1% | — | — | Call | 95082P105 |
| EMBJ | EMBRAER S.A. | 306,500 | $1.831M | 0.1% | — | — | Call | 29082A107 |
| KBR | KBR INC | 77,000 | $1.737M | 0.1% | — | — | Put | 48242W106 |
| — | TAUBMAN CTRS INC | 40,000 | $1.51M | 0.1% | $41.88 | — | COM | 876664103 |
| BLMN | BLOOMIN BRANDS INC | 124,000 | $1.321M | 0.1% | — | — | Put | 094235108 |
| BKNG | BOOKING HOLDINGS INC | 770 | $1.226M | 0.1% | $1497.60 | 0.0% | COM | 09857L108 |
| — | MICROCHIP TECHNOLOGY INC. | 530,000 | $1.185M | 0.1% | $2.24 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | PIONEER NAT RES CO | 11,843 | $1.157M | 0.1% | $97.69 | — | COM | 723787107 |
| HGV | HILTON GRAND VACATIONS INC | 58,000 | $1.134M | 0.1% | — | — | Call | 43283X105 |
| — | CORELOGIC INC | 15,000 | $1.008M | 0.0% | $67.20 | — | COM | 21871D103 |
| AEO | AMERICAN EAGLE OUTFITTERS IN | 83,500 | $910K | 0.0% | — | — | Put | 02553E106 |
| — | BRISTOL-MYERS SQUIBB CO | 200,000 | $716K | 0.0% | $3.33 | — | RIGHT 99/99/9999 | 110122157 |
| — | AMBAC FINL GROUP INC | 49,800 | $714K | 0.0% | — | — | Call | 023139116 |
| VAC | MARRIOTT VACTINS WORLDWID CO | 8,127 | $668K | 0.0% | $81.45 | 0.0% | COM | 57164Y107 |
| BKNG | BOOKING HOLDINGS INC | 200 | $319K | 0.0% | $1497.60 | 0.0% | Put | 09857L108 |
| BURL | BURLINGTON STORES INC | 1,500 | $296K | 0.0% | — | — | Put | 122017106 |
| — | ACORDA THERAPEUTICS INC | 212,400 | $156K | 0.0% | — | — | Put | 00484M106 |