Location: Grand Cayman, Cayman Islands
CIK: 0001515070 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 14, 2018
Total Value: $836M (21.0% shares, 79.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LIGAND PHARMACEUTICALS INC | 29,500,000 | $101M | 12.1% | $1.90 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | RENEWABLE ENERGY GROUP INC | 24,250,000 | $66.4M | 7.9% | $1.91 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | TELADOC HEALTH INC | 23,500,000 | $48.77M | 5.8% | $2.08 | — | NOTE 3.000% 12/1 | 87918AAB1 |
| — | UNISYS CORP | 21,500,000 | $47.75M | 5.7% | $1.71 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | ALLEGHENY TECHNOLOGIES INC | 21,756,000 | $47.5M | 5.7% | $1.67 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | ARRIS INTL INC | 1,750,000 | $45.48M | 5.4% | $23.63 | — | SHS | G0551A103 |
| — | MICROCHIP TECHNOLOGY INC | 29,340,000 | $44.44M | 5.3% | $1.57 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | REPLIGEN CORP | 20,000,000 | $35.7M | 4.3% | $1.42 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | LGI HOMES INC | 15,710,000 | $34.93M | 4.2% | $2.01 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | MICRON TECHNOLOGY INC | 17,500,000 | $27.33M | 3.3% | $1.44 | — | NOTE 3.000% 11/1 | 595112AY9 |
| — | MERCADOLIBRE INC | 10,000,000 | $27.05M | 3.2% | $1.87 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | SHIRE PLC | 148,598 | $26.94M | 3.2% | $162.05 | — | SPONSORED ADR | 82481R106 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 790,150 | $24.23M | 2.9% | $30.55 | — | SPON ADS | 05280R100 |
| — | WRIGHT MED GROUP N V | 15,500,000 | $22.54M | 2.7% | $1.39 | — | NOTE 2.250% 11/1 | 98236JAB4 |
| — | LEXICON PHARMACEUTICALS INC | 14,500,000 | $21.78M | 2.6% | $1.89 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | ZIONS BANCORPORATION | 927,762 | $16.61M | 2.0% | $12.56 | — | *W EXP 05/22/202 | 989701115 |
| — | CORENERGY INFRASTRUCTURE TR | 14,050,000 | $16.59M | 2.0% | $1.16 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | CARBONITE INC | 10,000,000 | $15.14M | 1.8% | $1.49 | — | NOTE 2.500% 4/0 | 141337AB1 |
| — | INVACARE CORP | 13,595,000 | $14.86M | 1.8% | $1.03 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | LIBERTY MEDIA CORP | 20,000,000 | $14.04M | 1.7% | $0.65 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | INTREXON CORP | 10,750,000 | $12.83M | 1.5% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | NATIONAL CINEMEDIA INC | 1,065,041 | $11.28M | 1.3% | $8.47 | — | COM | 635309107 |
| — | INVACARE CORP | 9,564,000 | $10.81M | 1.3% | $1.34 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | TESLA INC | 10,000,000 | $10.23M | 1.2% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | INOTEK PHARMACEUTICALS CORP | 7,700,000 | $8.592M | 1.0% | $1.25 | — | NOTE 5.750% 8/0 | 45780VAB8 |
| DHT | DHT HOLDINGS INC | 1,470,000 | $6.909M | 0.8% | $2.47 | +3.4% | SHS NEW | Y2065G121 |
| — | TRULIA INC | 2,806,000 | $5.409M | 0.6% | $1.57 | — | NOTE 2.750%12/1 | 897888AB9 |
| — | MEDICINES CO | 5,000,000 | $5.404M | 0.6% | $1.58 | — | NOTE 2.500% 1/1 | 584688AE5 |
| GPRO | GOPRO INC | 697,600 | $5.023M | 0.6% | $5.67 | +12.7% | CL A | 38268T103 |
| — | GOPRO INC | 5,000,000 | $4.875M | 0.6% | $0.94 | — | NOTE 3.500% 4/1 | 38268TAB9 |
| — | NIGHTSTAR THERAPEUTICS PLC | 225,000 | $4.597M | 0.6% | $20.43 | — | ADR | 65413A101 |
| — | CARRIAGE SVCS INC | 3,900,000 | $4.29M | 0.5% | $1.30 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | RETROPHIN INC | 4,000,000 | $4.116M | 0.5% | $1.03 | — | NOTE 2.500% 9/1 | 761299AB2 |
| ADAPY | ADAPTIMMUNE THERAPEUTICS PLC | 300,000 | $4.068M | 0.5% | $13.56 | — | SPONDS ADR | 00653A107 |
| — | HARMONIC INC | 3,000,000 | $3.52M | 0.4% | $1.27 | — | NOTE 4.000%12/0 | 413160AB8 |
| PBA | PEMBINA PIPELINE CORP | 103,000 | $3.502M | 0.4% | $23.15 | 0.0% | COM | 706327103 |
| WPM | WHEATON PRECIOUS METALS CORP | 180,000 | $3.15M | 0.4% | $17.50 | 0.0% | COM | 962879102 |
| — | MAGNACHIP SEMICONDUCTOR SA | 2,230,000 | $3.034M | 0.4% | $1.42 | — | NOTE 5.00% 3/0 | 55932XAB0 |
| — | ENCANA CORP | 225,000 | $2.951M | 0.4% | $13.12 | — | COM | 292505104 |
| — | CRESCENT PT ENERGY CORP | 425,000 | $2.706M | 0.3% | $6.37 | — | COM | 22576C101 |
| SU | SUNCOR ENERGY INC NEW | 65,000 | $2.517M | 0.3% | $30.46 | 0.0% | COM | 867224107 |
| — | PARSLEY ENERGY INC | 83,079 | $2.43M | 0.3% | $29.25 | — | CL A | 701877102 |
| FTS | FORTIS INC | 72,000 | $2.336M | 0.3% | $24.61 | 0.0% | COM | 349553107 |
| VET | VERMILION ENERGY INC | 63,400 | $2.09M | 0.3% | $34.25 | -2.5% | COM | 923725105 |
| CAE | CAE INC | 94,800 | $1.926M | 0.2% | $20.06 | 0.0% | COM | 124765108 |
| — | ENERPLUS CORP | 135,000 | $1.668M | 0.2% | $12.36 | — | COM | 292766102 |
| — | MARATHON OIL CORP | 65,000 | $1.513M | 0.2% | $23.28 | — | COM | 565849106 |
| — | EURONET WORLDWIDE INC | 721,000 | $1.009M | 0.1% | $1.40 | — | NOTE 1.500% 10/0 | 298736AH2 |
| — | HOSTESS BRANDS INC | 882,467 | $935K | 0.1% | $2.26 | — | *W EXP 11/04/202 | 44109J114 |
| — | GENERAL MTRS CO | 49,722 | $820K | 0.1% | $22.55 | — | *W EXP 07/10/201 | 37045V126 |
| BTE | BAYTEX ENERGY CORP | 250,000 | $726K | 0.1% | $2.92 | 0.0% | COM | 07317Q105 |
| AQN | ALGONQUIN PWR UTILS CORP | 55,000 | $569K | 0.1% | $6.65 | +4.8% | COM | 015857105 |
| — | WRIGHT MED GROUP N V | 238,994 | $345K | 0.0% | $1.14 | — | RIGHT 03/01/2019 | N96617126 |
| TMQ | TRILOGY METALS INC NEW | 158,174 | $316K | 0.0% | $1.36 | +36.2% | COM | 89621C105 |
| — | ASSOCIATED BANC CORP | 14,525 | $106K | 0.0% | $6.13 | — | *W EXP 11/21/201 | 045487113 |