Location: New York, NY
CIK: 0001578299 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 12, 2020
Total Value: $4.316B (94.4% shares, 5.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 8,500,000 | $2.847B | 66.0% | — | — | Put | 78462F103 |
| — | LIVONGO HEALTH INC | 689,883 | $96.62M | 2.2% | $140.05 | — | COM | 539183103 |
| — | E TRADE FINANCIAL CORP | 1,878,466 | $94.02M | 2.2% | $43.58 | — | COM NEW | 269246401 |
| — | ADVANCED DISP SVCS INC DEL | 3,054,610 | $92.34M | 2.1% | $31.34 | — | COM | 00790X101 |
| — | WRIGHT MED GROUP N V | 2,722,000 | $83.13M | 1.9% | $29.29 | — | ORD SHS | N96617118 |
| — | VARIAN MED SYS INC | 451,872 | $77.72M | 1.8% | $172.00 | — | COM | 92220P105 |
| — | NUANCE COMMUNICATIONS INC | 52,028,000 | $75.77M | 1.8% | $1.39 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | TIFFANY & CO NEW | 635,881 | $73.67M | 1.7% | $123.36 | — | COM | 886547108 |
| — | WAYFAIR INC | 33,500,000 | $69.41M | 1.6% | $2.07 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | TD AMERITRADE HLDG CORP | 1,541,424 | $60.35M | 1.4% | $39.15 | — | COM | 87236Y108 |
| — | IMMUNOMEDICS INC | 700,000 | $59.52M | 1.4% | $85.03 | — | COM | 452907108 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 274,772 | $57.38M | 1.3% | $180.43 | +5.3% | SHS | G96629103 |
| — | NATIONAL GEN HLDGS CORP | 1,268,434 | $42.81M | 1.0% | $33.75 | — | COM | 636220303 |
| — | MAXIM INTEGRATED PRODS INC | 627,823 | $42.45M | 1.0% | $67.61 | — | COM | 57772K101 |
| ATEX | ANTERIX INC | 974,400 | $31.92M | 0.7% | — | — | Call | 03676C100 |
| — | CINCINNATI BELL INC NEW | 1,871,457 | $28.07M | 0.7% | $14.79 | — | COM NEW | 171871502 |
| — | NOBLE ENERGY INC | 3,243,039 | $27.73M | 0.6% | $8.55 | — | COM | 655044105 |
| — | MOMENTA PHARMACEUTICALS INC | 494,260 | $25.94M | 0.6% | $52.48 | — | COM | 60877T100 |
| — | WORLD WRESTLING ENTMT INC | 13,296,000 | $23.5M | 0.5% | $3.50 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | GUESS INC | 24,800,000 | $19.98M | 0.5% | $0.81 | — | NOTE 2.000% 4/1 | 401617AD7 |
| CCL | CARNIVAL CORP | 1,247,800 | $18.95M | 0.4% | — | — | Put | 143658300 |
| VAC | MARRIOTT VACTINS WORLDWID CO | 196,700 | $17.87M | 0.4% | $82.60 | +9.9% | Put | 57164Y107 |
| — | STAMPS COM INC | 73,600 | $17.75M | 0.4% | $240.96 | — | Put | 852857200 |
| — | DISCOVERY INC | 861,988 | $16.89M | 0.4% | $20.95 | — | COM SER C | 25470F302 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 800,000 | $16.81M | 0.4% | $21.34 | — | SHS CL A | G5480U104 |
| RCL | ROYAL CARIBBEAN GROUP | 257,800 | $16.69M | 0.4% | $57.86 | 0.0% | COM | V7780T103 |
| — | ROSETTA STONE INC | 546,658 | $16.39M | 0.4% | $29.98 | — | COM | 777780107 |
| ZG | ZILLOW GROUP INC | 159,850 | $16.23M | 0.4% | $77.86 | 0.0% | CL A | 98954M101 |
| — | CLEVELAND-CLIFFS INC NEW | 15,500,000 | $16M | 0.4% | $0.98 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | LIBERTY MEDIA CORP DEL | 13,838,000 | $15.14M | 0.4% | $1.17 | — | NOTE 1.375%10/1 | 531229AB8 |
| MNST | MONSTER BEVERAGE CORP NEW | 174,400 | $13.98M | 0.3% | $39.50 | 0.0% | Put | 61174X109 |
| — | DELPHI TECHNOLOGIES PL | 750,000 | $12.53M | 0.3% | $10.70 | — | SHS | G2709G107 |
| TDS | TELEPHONE & DATA SYS INC | 623,194 | $11.49M | 0.3% | $21.65 | -2.8% | COM NEW | 879433829 |
| — | WELLPOINT INC | 3,040,000 | $11.41M | 0.3% | $3.78 | — | NOTE 2.750%10/1 | 94973VBG1 |
| ROST | ROSS STORES INC | 117,500 | $10.97M | 0.3% | — | — | Call | 778296103 |
| — | GCI LIBERTY INC | 130,970 | $10.73M | 0.2% | $81.96 | — | COM CLASS A | 36164V305 |
| CNK | CINEMARK HLDGS INC | 900,000 | $9.004M | 0.2% | — | — | Put | 17243V102 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 510,000 | $8.729M | 0.2% | — | — | Put | G66721104 |
| BKNG | BOOKING HOLDINGS INC | 5,000 | $8.548M | 0.2% | $1689.97 | +2.2% | Put | 09857L108 |
| — | STAMPS COM INC | 33,500 | $8.077M | 0.2% | $240.96 | — | Call | 852857200 |
| BKNG | BOOKING HOLDINGS INC | 4,675 | $7.997M | 0.2% | $1689.97 | +2.2% | COM | 09857L108 |
| — | GUESS INC | 675,000 | $7.847M | 0.2% | — | — | Put | 401617105 |
| — | REALPAGE INC | 5,000,000 | $7.331M | 0.2% | $1.47 | — | NOTE 1.500%11/1 | 75606NAB5 |
| CLF | CLEVELAND-CLIFFS INC NEW | 1,101,000 | $7.063M | 0.2% | — | — | Put | 185899101 |
| EMBJ | EMBRAER S.A. | 1,573,100 | $6.945M | 0.2% | — | — | Call | 29082A107 |
| MNST | MONSTER BEVERAGE CORP NEW | 83,777 | $6.719M | 0.2% | $39.50 | 0.0% | COM | 61174X109 |
| NIO | NIO INC | 292,500 | $6.202M | 0.1% | — | — | Put | 62914V106 |
| — | CRAFT BREW ALLIANCE INC | 349,966 | $5.778M | 0.1% | $15.51 | — | COM | 224122101 |
| AEO | AMERICAN EAGLE OUTFITTERS IN | 305,500 | $4.523M | 0.1% | — | — | Put | 02553E106 |
| — | CORELOGIC INC | 57,000 | $3.857M | 0.1% | $67.54 | — | COM | 21871D103 |
| — | AKCEA THERAPEUTICS INC | 206,864 | $3.753M | 0.1% | $18.14 | — | COM | 00972L107 |
| — | PDC ENERGY INC | 297,900 | $3.692M | 0.1% | — | — | Call | 69327R101 |
| — | UNITED STATES STL CORP NEW | 485,500 | $3.561M | 0.1% | — | — | Put | 912909108 |
| — | STAMPS COM INC | 14,297 | $3.445M | 0.1% | $240.96 | — | COM NEW | 852857200 |
| DELL | DELL TECHNOLOGIES INC | 50,683 | $3.431M | 0.1% | $28.60 | 0.0% | CL C | 24703L202 |
| BLMN | BLOOMIN BRANDS INC | 190,000 | $2.9M | 0.1% | — | — | Put | 094235108 |
| — | SPIRIT AIRLS INC | 2,000,000 | $2.89M | 0.1% | $1.45 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | TAUBMAN CTRS INC | 80,560 | $2.682M | 0.1% | $37.56 | — | COM | 876664103 |
| AMCX | AMC NETWORKS INC | 100,000 | $2.471M | 0.1% | $24.01 | 0.0% | CL A | 00164V103 |
| — | CEL-SCI CORP | 169,200 | $2.154M | 0.0% | $12.72 | — | Put | 150837607 |
| BJRI | BJS RESTAURANTS INC | 68,000 | $2.001M | 0.0% | — | — | Call | 09180C106 |
| — | HUDSON LTD | 212,500 | $1.615M | 0.0% | $7.60 | — | COM CL A | G46408103 |
| — | SPIRIT AIRLS INC | 100,000 | $1.61M | 0.0% | $1.45 | — | Put | 848577AA0 |
| — | FALCON CAPITAL ACQUISITN COR | 150,000 | $1.544M | 0.0% | $10.29 | — | UNIT 08/20/2027 | 30606L207 |
| — | VESPER HEALTHCARE ACQSTN COR | 150,000 | $1.5M | 0.0% | $10.00 | — | UNIT 99/99/9999 | 92538T203 |
| OSG | AMBAC FINL GROUP INC | 100,000 | $1.277M | 0.0% | — | — | Call | 023139884 |
| RCL | ROYAL CARIBBEAN GROUP | 19,000 | $1.229M | 0.0% | $57.86 | 0.0% | Put | V7780T103 |
| — | MICROCHIP TECHNOLOGY INC. | 530,000 | $1.179M | 0.0% | $2.24 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TORTOISE ACQUISITION CORP | 100,000 | $1.088M | 0.0% | $10.88 | — | CL A | 89154L100 |
| — | SOGOU INC | 100,000 | $889K | 0.0% | $8.89 | — | ADR REPSTG A | 83409V104 |
| VAC | MARRIOTT VACTINS WORLDWID CO | 9,261 | $841K | 0.0% | $82.60 | +9.9% | COM | 57164Y107 |
| UA | UNDER ARMOUR INC | 78,000 | $768K | 0.0% | $9.39 | 0.0% | CL C | 904311206 |
| — | BRISTOL-MYERS SQUIBB CO | 301,615 | $679K | 0.0% | $2.96 | — | RIGHT 99/99/9999 | 110122157 |
| — | CANTEL MED CORP | 10,000 | $439K | 0.0% | — | — | Put | 138098108 |
| BURL | BURLINGTON STORES INC | 1,500 | $309K | 0.0% | — | — | Put | 122017106 |
| — | CEL-SCI CORP | 12,500 | $159K | 0.0% | $12.72 | — | COM PAR NEW | 150837607 |
| — | PERCEPTRON INC | 10,000 | $68,000 | 0.0% | $6.80 | — | COM | 71361F100 |
| ENTX | ENTERA BIO LTD | 344,256 | $48,000 | 0.0% | — | — | Call | M40527109 |