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Short Dividend 15 Split Corp II (TSX: DF)


Sharad

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Please note that this is a short term opportunity, based on a short-term catalyst that was triggered earlier this week

 

I'm shorting a split share, Dividend 15 Split Corp II, ticker symbol DF on the TSX. The premise is simple. Currently the premium to NAV is about 50-55%. While split shares always have some premium to NAV, the price usually collapses when the dividend is halted. This is exactly what happened this month, as NAV fell below $5 for the class A share, DF. For some reason, the stock remains up, but past history shows, the premium quickly closes towards NAV (i.e. the stock drops precipitously when investors realize no dividend is coming). This should happen at some point in the next week or two. If you take a look at LFE on the TSX, its NAV is about the same as DF, and yet its stock trades a full $2 below DF. It's unbelievable.

 

I'd like anyone's comments on this one. I have seen that in the past split shares are taken behind the woodshed whenever they halt dividends. Why shouldn't that be the case this time?

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Interesting. I have asked for shares available to short and nothing at my broker. Maybe that there is a supply/demand game going on.

 

Cardboard

 

I agree there's gaming probably happening. I'm pretty sure fiduciary rules are different here in Canada than in the US, and Chinese walls are paper thin. Can't say for sure, but it sure feels like it.

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  • 1 month later...

Please note that this is a short term opportunity, based on a short-term catalyst that was triggered earlier this week

 

I'm shorting a split share, Dividend 15 Split Corp II, ticker symbol DF on the TSX. The premise is simple. Currently the premium to NAV is about 50-55%. While split shares always have some premium to NAV, the price usually collapses when the dividend is halted. This is exactly what happened this month, as NAV fell below $5 for the class A share, DF. For some reason, the stock remains up, but past history shows, the premium quickly closes towards NAV (i.e. the stock drops precipitously when investors realize no dividend is coming). This should happen at some point in the next week or two. If you take a look at LFE on the TSX, its NAV is about the same as DF, and yet its stock trades a full $2 below DF. It's unbelievable.

 

I'd like anyone's comments on this one. I have seen that in the past split shares are taken behind the woodshed whenever they halt dividends. Why shouldn't that be the case this time?

This was an excellent call - thanks for pointing it out!

 

 

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Did anybody actually manage to short?

 

I have been short the whole time, but not without a lot of heartburn. I guess brokers are able to define its own terms for what they'll allow to short and when they'll call the shares back (sorry, I'm very much an amateur investor, with no formal training), but I maxed out the short at every opportunity I could. I am still short, but the position is about 1/3 what I had at the maximum (the risk reward is no longer as profound as it was in February/early March). It has been a great hedge against the rest of the market turbulence. I think the price of the share will fall towards $5 (NAV per class A share is well below $5), and then I'll exit the remaining position.

 

I hope somebody was able to join me on this one. It has enabled my portfolio to be very green on the year...

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  • 2 weeks later...

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