Location: Grand Cayman, Cayman Islands
CIK: 0001515070 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 14, 2018
Total Value: $731M (19.7% shares, 80.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LIGAND PHARMACEUTICALS INC | 29,500,000 | $81.25M | 11.1% | $1.90 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | MICROCHIP TECHNOLOGY INC | 29,340,000 | $51.84M | 7.1% | $1.57 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | MERCADOLIBRE INC | 20,000,000 | $47.58M | 6.5% | $1.87 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | LGI HOMES INC | 16,710,000 | $44.91M | 6.1% | $2.01 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | ARRIS INTL INC | 1,750,000 | $42.78M | 5.9% | $23.63 | — | SHS | G0551A103 |
| — | ALLEGHENY TECHNOLOGIES INC | 21,756,000 | $41.8M | 5.7% | $1.67 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | SHIRE PLC | 198,897 | $33.57M | 4.6% | $162.05 | — | SPONSORED ADR | 82481R106 |
| — | MICRON TECHNOLOGY INC | 17,500,000 | $31.48M | 4.3% | $1.44 | — | NOTE 3.000% 11/1 | 595112AY9 |
| — | REPLIGEN CORP | 20,000,000 | $31.06M | 4.2% | $1.42 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | B2GOLD CORP | 26,874,000 | $27.11M | 3.7% | $0.95 | — | NOTE 3.250% 10/0 | 11777QAB6 |
| — | RENEWABLE ENERGY GROUP INC | 14,500,000 | $25.97M | 3.6% | $1.35 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | UNISYS CORP | 16,500,000 | $25.04M | 3.4% | $1.55 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | LEXICON PHARMACEUTICALS INC | 14,500,000 | $23.42M | 3.2% | $1.89 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | ZIONS BANCORPORATION | 927,762 | $18.83M | 2.6% | $12.56 | — | *W EXP 05/22/202 | 989701115 |
| — | PALO ALTO NETWORKS INC | 10,000,000 | $18.58M | 2.5% | $1.86 | — | NOTE 7/0 | 697435AB1 |
| — | INVACARE CORP | 14,000,000 | $18.45M | 2.5% | $1.03 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | WRIGHT MED GROUP N V | 13,000,000 | $17.41M | 2.4% | $1.38 | — | NOTE 2.250% 11/1 | 98236JAB4 |
| — | CARBONITE INC | 10,000,000 | $14.91M | 2.0% | $1.49 | — | NOTE 2.500% 4/0 | 141337AB1 |
| — | LIBERTY MEDIA CORP | 20,000,000 | $13.04M | 1.8% | $0.65 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | INVACARE CORP | 9,564,000 | $12.83M | 1.8% | $1.34 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | TESLA INC | 10,000,000 | $12.2M | 1.7% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | CORENERGY INFRASTRUCTURE TR | 8,447,000 | $9.809M | 1.3% | $1.15 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | NATIONAL CINEMEDIA INC | 1,030,973 | $8.661M | 1.2% | $8.40 | — | COM | 635309107 |
| — | INOTEK PHARMACEUTICALS CORP | 7,700,000 | $7.875M | 1.1% | $1.25 | — | NOTE 5.750% 8/0 | 45780VAB8 |
| — | TRULIA INC | 2,806,000 | $7.002M | 1.0% | $1.57 | — | NOTE 2.750%12/1 | 897888AB9 |
| DHT | DHT HOLDINGS INC | 1,474,600 | $6.916M | 0.9% | $2.47 | -9.7% | SHS NEW | Y2065G121 |
| — | MEDICINES CO | 5,000,000 | $6.148M | 0.8% | $1.58 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | GOPRO INC | 6,500,000 | $6.141M | 0.8% | $0.94 | — | NOTE 3.500% 4/1 | 38268TAB9 |
| GPRO | GOPRO INC | 818,900 | $5.274M | 0.7% | $5.67 | -1.8% | CL A | 38268T103 |
| — | CARRIAGE SVCS INC | 3,900,000 | $4.702M | 0.6% | $1.30 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | GENERAL MTRS CO | 192,357 | $4.338M | 0.6% | $22.55 | — | *W EXP 07/10/201 | 37045V126 |
| MPC | MARATHON PETE CORP | 51,500 | $3.613M | 0.5% | $60.02 | 0.0% | COM | 56585A102 |
| — | MAGNACHIP SEMICONDUCTOR SA | 2,230,000 | $3.198M | 0.4% | $1.42 | — | NOTE 5.00% 3/0 | 55932XAB0 |
| NEE | NEXTERA ENERGY INC | 19,000 | $3.174M | 0.4% | $33.41 | 0.0% | COM | 65339F101 |
| — | HARMONIC INC | 3,000,000 | $3.134M | 0.4% | $1.27 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | NEWFIELD EXPL CO | 89,000 | $2.692M | 0.4% | $30.25 | — | COM | 651290108 |
| CNQ | CANADIAN NAT RES LTD | 68,000 | $2.457M | 0.3% | $11.72 | 0.0% | COM | 136385101 |
| HP | HELMERICH & PAYNE INC | 29,000 | $1.849M | 0.3% | $68.04 | 0.0% | COM | 423452101 |
| — | MAXAR TECHNOLOGIES LTD | 35,737 | $1.805M | 0.2% | $50.51 | — | COM | 57778L103 |
| VET | VERMILION ENERGY INC | 44,760 | $1.616M | 0.2% | $34.60 | 0.0% | COM | 923725105 |
| — | HOSTESS BRANDS INC | 882,467 | $1.5M | 0.2% | $2.26 | — | *W EXP 11/04/202 | 44109J114 |
| — | SIMPLY GOOD FOODS CO | 255,696 | $1.061M | 0.1% | $3.86 | — | COM | 82900L110 |
| — | NEVRO CORP | 11,400 | $910K | 0.1% | $104.39 | — | COM | 64157F103 |
| AQN | ALGONQUIN PWR UTILS CORP | 70,000 | $677K | 0.1% | $6.65 | 0.0% | COM | 015857105 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 25,000 | $670K | 0.1% | $26.80 | — | SPON ADS | 05280R100 |
| — | HALCON RES CORP | 100,000 | $439K | 0.1% | $4.39 | — | COM PAR NEW | 40537Q605 |
| — | CANOPY GROWTH CORP | 11,400 | $334K | 0.0% | $29.30 | — | COM | 138035100 |
| — | WRIGHT MED GROUP N V | 238,994 | $329K | 0.0% | $1.14 | — | RIGHT 03/01/2019 | N96617126 |
| TMQ | TRILOGY METALS INC NEW | 158,174 | $282K | 0.0% | $1.36 | 0.0% | COM | 89621C105 |
| CVE | CENOVUS ENERGY INC | 25,000 | $260K | 0.0% | — | — | Put | 15135U109 |
| — | ASSOCIATED BANC CORP | 14,525 | $117K | 0.0% | $6.13 | — | *W EXP 11/21/201 | 045487113 |