CIK: 0001578299 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 16, 2021
Total Value ($000): $3,533,114 (93.6% shares, 6.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 6,000,000 | $2,243,130 | 63.5% | — | — | Put | 78462F103 |
| — | EATON VANCE CORP | 1,325,284 | $90,027 | 2.5% | $67.93 | — | COM NON VTG | 278265103 |
| — | VARIAN MED SYS INC | 510,069 | $89,267 | 2.5% | $172.34 | — | COM | 92220P105 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 301,361 | $63,491 | 1.8% | $181.47 | +5.9% | SHS | G96629103 |
| — | SLACK TECHNOLOGIES INC | 1,175,826 | $49,667 | 1.4% | $42.24 | — | COM CL A | 83088V102 |
| — | MAXIM INTEGRATED PRODS INC | 554,446 | $49,152 | 1.4% | $67.61 | — | COM | 57772K101 |
| — | TIFFANY & CO NEW | 353,372 | $46,451 | 1.3% | $123.36 | — | COM | 886547108 |
| — | XILINX INC | 320,562 | $45,446 | 1.3% | $141.77 | — | COM | 983919101 |
| — | INPHI CORP | 280,641 | $45,034 | 1.3% | $160.47 | — | COM | 45772F107 |
| — | NATIONAL GEN HLDGS CORP | 1,200,240 | $41,024 | 1.2% | $33.75 | — | COM | 636220303 |
| — | ALEXION PHARMACEUTICALS INC | 260,000 | $40,622 | 1.1% | $156.24 | — | COM | 015351109 |
| — | IHS MARKIT LTD | 451,425 | $40,552 | 1.1% | $89.83 | — | SHS | G47567105 |
| — | UNITED STATES STL CORP NEW | 25,400,000 | $38,195 | 1.1% | $1.50 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | WORKDAY INC | 21,000,000 | $35,162 | 1.0% | $1.67 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | EIDOS THERAPEUTICS INC | 239,762 | $31,548 | 0.9% | $131.58 | — | COM | 28249H104 |
| CCL | CARNIVAL CORP | 1,357,400 | $29,395 | 0.8% | — | — | Put | 143658300 |
| — | WAYFAIR INC | 17,271,000 | $29,037 | 0.8% | $2.07 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | WORLD WRESTLING ENTMT INC | 13,296,000 | $26,924 | 0.8% | $3.50 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | DISCOVERY INC | 969,977 | $25,404 | 0.7% | $21.53 | — | COM SER C | 25470F302 |
| — | CINCINNATI BELL INC NEW | 1,654,458 | $25,280 | 0.7% | $14.79 | — | COM NEW | 171871502 |
| Z | ZILLOW GROUP INC | 186,803 | $24,247 | 0.7% | $110.61 | 0.0% | CL C CAP STK | 98954M200 |
| — | REALPAGE INC | 277,199 | $24,183 | 0.7% | $87.24 | — | COM | 75606N109 |
| CNK | CINEMARK HLDGS INC | 1,355,000 | $23,597 | 0.7% | — | — | Put | 17243V102 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 810,000 | $20,594 | 0.6% | — | — | Put | G66721104 |
| — | GUESS INC | 851,800 | $19,272 | 0.5% | — | — | Put | 401617105 |
| — | NUANCE COMMUNICATIONS INC | 7,800,000 | $17,777 | 0.5% | $2.28 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | GUESS INC | 15,065,000 | $16,873 | 0.5% | $0.81 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | NUANCE COMMUNICATIONS INC | 8,600,000 | $16,007 | 0.5% | $1.39 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | BIOTELEMETRY INC | 220,000 | $15,858 | 0.4% | $72.08 | — | COM | 090672106 |
| — | SPIRIT AIRLS INC | 7,250,000 | $15,574 | 0.4% | $1.95 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | LIBERTY MEDIA CORP DEL | 11,498,000 | $14,568 | 0.4% | $1.17 | — | NOTE 1.375%10/1 | 531229AB8 |
| NIO | NIO INC | 292,500 | $14,255 | 0.4% | — | — | Put | 62914V106 |
| BIIB | BIOGEN INC | 52,200 | $12,772 | 0.4% | — | — | Call | 09062X103 |
| TDS | TELEPHONE & DATA SYS INC | 617,088 | $11,459 | 0.3% | $21.65 | -15.1% | COM NEW | 879433829 |
| — | SPIRIT AIRLS INC | 463,700 | $11,340 | 0.3% | — | — | Put | 848577102 |
| BKNG | BOOKING HOLDINGS INC | 5,000 | $11,126 | 0.3% | $1689.97 | +12.4% | Put | 09857L108 |
| — | BMC STK HLDGS INC | 172,988 | $9,286 | 0.3% | $53.68 | — | COM | 05591B109 |
| — | CORELOGIC INC | 116,765 | $9,028 | 0.3% | $72.55 | — | COM | 21871D103 |
| RCL | ROYAL CARIBBEAN GROUP | 116,500 | $8,701 | 0.2% | $57.86 | +18.4% | COM | V7780T103 |
| — | RAPID7 INC | 4,000,000 | $8,685 | 0.2% | $2.17 | — | NOTE 1.250% 8/0 | 753422AB0 |
| BKNG | BOOKING HOLDINGS INC | 3,814 | $8,495 | 0.2% | $1689.97 | +12.4% | COM | 09857L108 |
| — | UNITED STATES STL CORP NEW | 494,000 | $8,287 | 0.2% | — | — | Put | 912909108 |
| — | WPX ENERGY INC | 1,002,098 | $8,167 | 0.2% | $8.15 | — | COM | 98212B103 |
| MNST | MONSTER BEVERAGE CORP NEW | 86,500 | $7,996 | 0.2% | $39.50 | +6.4% | Put | 61174X109 |
| — | ACACIA COMMUNICATIONS INC | 100,000 | $7,296 | 0.2% | $72.96 | — | COM | 00401C108 |
| ETSY | ETSY INC | 39,200 | $6,974 | 0.2% | $150.38 | 0.0% | COM | 29786A106 |
| DD | DUPONT DE NEMOURS INC | 80,000 | $5,689 | 0.2% | $23.71 | 0.0% | COM | 26614N102 |
| W | WAYFAIR INC | 22,000 | $4,966 | 0.1% | — | — | Put | 94419L101 |
| — | WATFORD HLDGS LTD | 141,366 | $4,891 | 0.1% | $34.60 | — | SHS | G94787101 |
| FCNCA | FIRST CTZNS BANCSHARES INC N | 8,265 | $4,746 | 0.1% | $495.92 | 0.0% | CL A | 31946M103 |
| — | NORBORD INC | 78,297 | $4,303 | 0.1% | $54.96 | — | COM NEW | 65548P403 |
| — | PALO ALTO NETWORKS INC | 3,000,000 | $4,223 | 0.1% | $1.41 | — | NOTE 0.750% 7/0 | 697435AD7 |
| UA | UNDER ARMOUR INC | 270,646 | $4,027 | 0.1% | $12.23 | +9.4% | CL C | 904311206 |
| BLMN | BLOOMIN BRANDS INC | 193,000 | $3,749 | 0.1% | — | — | Put | 094235108 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 145,780 | $3,531 | 0.1% | $21.34 | — | SHS CL A | G5480U104 |
| — | MOTIVE CAPITAL CORP | 300,000 | $3,162 | 0.1% | $10.54 | — | UNIT 99/99/9999 | G6293A129 |
| — | CONX CORP | 300,000 | $3,150 | 0.1% | $10.50 | — | UNIT 10/30/2027 | 212873202 |
| — | CBRE ACQUISITION HLDGS INC | 300,000 | $3,135 | 0.1% | $10.45 | — | UNIT 99/99/9999 | 12510J205 |
| — | GOLDEN FALCON ACQUISITION CO | 300,000 | $3,120 | 0.1% | $10.40 | — | UNIT 99/99/9999 | 38102H208 |
| — | TS INNOVATION ACQUISITN CORP | 300,000 | $3,093 | 0.1% | $10.31 | — | UNIT 99/99/9999 | 87284T209 |
| CLF | CLEVELAND-CLIFFS INC NEW | 204,700 | $2,981 | 0.1% | — | — | Put | 185899101 |
| — | FRONT YD RESIDENTIAL CORP | 160,000 | $2,592 | 0.1% | $16.20 | — | COM | 35904G107 |
| — | PIONEER NAT RES CO | 22,400 | $2,551 | 0.1% | $113.88 | — | COM | 723787107 |
| — | WELLPOINT INC | 500,000 | $2,246 | 0.1% | $3.78 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | CORELOGIC INC | 27,700 | $2,142 | 0.1% | $72.55 | — | Call | 21871D103 |
| — | HIGHLAND TRANSCEND PARTNERS | 200,000 | $2,100 | 0.1% | $10.50 | — | UNIT 99/99/9999 | G44690116 |
| — | ALTIMAR ACQUISITION CORP | 166,446 | $1,894 | 0.1% | $11.38 | — | SHS CL A | G03707109 |
| — | LIVENT CORP | 100,000 | $1,885 | 0.1% | — | — | Put | 53814L108 |
| AEO | AMERICAN EAGLE OUTFITTERS IN | 90,300 | $1,813 | 0.1% | — | — | Put | 02553E106 |
| — | FALCON CAPITAL ACQUISITN COR | 150,000 | $1,581 | 0.0% | $10.54 | — | COM CL A | 30606L108 |
| EMBJ | EMBRAER S.A. | 230,600 | $1,569 | 0.0% | — | — | Call | 29082A107 |
| ATEX | ANTERIX INC | 41,200 | $1,551 | 0.0% | — | — | Call | 03676C100 |
| — | SENIOR CONNECT ACQUISITN COR | 150,000 | $1,547 | 0.0% | $10.31 | — | UNIT 12/09/2023 | 81723H207 |
| — | TCF FINL CORP | 40,000 | $1,481 | 0.0% | $37.02 | — | COM | 872307103 |
| RCL | ROYAL CARIBBEAN GROUP | 19,200 | $1,433 | 0.0% | $57.86 | +18.4% | Put | V7780T103 |
| — | DRAFTKINGS INC | 25,000 | $1,164 | 0.0% | — | — | Call | 26142R104 |
| — | HEALTH ASSURN ACQUISITION CO | 100,000 | $1,135 | 0.0% | $11.35 | — | UNIT 99/99/9999 | 42226W208 |
| — | TORTOISE ACQUISITION CORP II | 100,000 | $1,128 | 0.0% | $11.28 | — | UNIT 06/14/2027 | G89554110 |
| — | RMG ACQUISITION CORP II | 100,000 | $1,110 | 0.0% | $11.10 | — | UNIT 12/09/2025 | G76083115 |
| MNST | MONSTER BEVERAGE CORP NEW | 11,437 | $1,058 | 0.0% | $39.50 | +6.4% | COM | 61174X109 |
| IIAC/U | INVESTINDUSTRIAL ACQUISITION | 100,000 | $1,028 | 0.0% | $10.28 | — | UNIT 99/99/9999 | G4771L121 |
| — | CANTEL MED CORP | 10,000 | $790 | 0.0% | — | — | Put | 138098108 |
| — | CARDTRONICS PLC | 20,000 | $706 | 0.0% | $35.30 | — | SHS CL A | G1991C105 |
| DELL | DELL TECHNOLOGIES INC | 9,541 | $699 | 0.0% | $28.60 | +11.6% | CL C | 24703L202 |
| — | TILRAY INC | 50,000 | $413 | 0.0% | $8.26 | — | COM CL 2 | 88688T100 |
| BURL | BURLINGTON STORES INC | 1,500 | $392 | 0.0% | — | — | Put | 122017106 |
| — | APHRIA INC | 50,000 | $346 | 0.0% | $6.92 | — | COM | 03765K104 |
| — | ALTIMAR ACQUISITION CORP | 100,000 | $276 | 0.0% | — | — | Call | G03707117 |
| — | BRISTOL-MYERS SQUIBB CO | 400,000 | $276 | 0.0% | $2.40 | — | RIGHT 99/99/9999 | 110122157 |
| — | FALCON CAPITAL ACQUISITN COR | 50,000 | $108 | 0.0% | — | — | Call | 30606L116 |
| — | TORTOISE ACQUISITION CORP II | 25,000 | $71 | 0.0% | — | — | Call | G89554128 |
| GNW | GENWORTH FINL INC | 10,000 | $38 | 0.0% | $4.11 | 0.0% | COM CL A | 37247D106 |