Location: Grand Cayman, Cayman Islands
CIK: 0001515070 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 14, 2019
Total Value: $634M (21.1% shares, 78.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | RENEWABLE ENERGY GROUP INC | 29,000,000 | $71.17M | 11.2% | $2.00 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | WRIGHT MED GROUP N V | 30,000,000 | $41.45M | 6.5% | $1.39 | — | NOTE 2.250% 11/1 | 98236JAB4 |
| — | MICROCHIP TECHNOLOGY INC | 28,340,000 | $40.12M | 6.3% | $1.57 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ALLEGHENY TECHNOLOGIES INC | 21,756,000 | $37.08M | 5.8% | $1.67 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | REPLIGEN CORP | 20,000,000 | $34.02M | 5.4% | $1.42 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | LGI HOMES INC | 15,710,000 | $33.26M | 5.2% | $2.01 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | EURONET WORLDWIDE INC | 22,669,000 | $32.35M | 5.1% | $1.43 | — | NOTE 1.500% 10/0 | 298736AH2 |
| — | UNISYS CORP | 21,500,000 | $30.41M | 4.8% | $1.71 | — | NOTE 5.500% 3/0 | 909214BS6 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 800,000 | $26.27M | 4.1% | $30.58 | — | SPON ADS | 05280R100 |
| — | TELADOC HEALTH INC | 19,000,000 | $26.16M | 4.1% | $2.08 | — | NOTE 3.000% 12/1 | 87918AAB1 |
| — | SHIRE PLC | 148,598 | $25.86M | 4.1% | $162.05 | — | SPONSORED ADR | 82481R106 |
| — | CORENERGY INFRASTRUCTURE TR | 22,727,000 | $23.88M | 3.8% | $1.12 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | LIBERTY MEDIA CORP | 34,363,000 | $22.14M | 3.5% | $0.65 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | MICRON TECHNOLOGY INC | 17,500,000 | $19.49M | 3.1% | $1.44 | — | NOTE 3.000% 11/1 | 595112AY9 |
| SPY | SPDR S&P 500 ETF TR | 65,000 | $16.25M | 2.6% | — | — | Call | 78462F103 |
| — | LEXICON PHARMACEUTICALS INC | 14,500,000 | $16.21M | 2.6% | $1.89 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 14,501,000 | $13.95M | 2.2% | $0.96 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | TESLA INC | 10,000,000 | $12.24M | 1.9% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | NATIONAL CINEMEDIA INC | 1,533,456 | $9.937M | 1.6% | $7.86 | — | COM | 635309107 |
| — | NIGHTSTAR THERAPEUTICS PLC | 850,000 | $9.792M | 1.5% | $13.88 | — | ADR | 65413A101 |
| — | INVACARE CORP | 12,595,000 | $9.267M | 1.5% | $1.03 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | CARBONITE INC | 7,500,000 | $9.014M | 1.4% | $1.49 | — | NOTE 2.500% 4/0 | 141337AB1 |
| — | INOTEK PHARMACEUTICALS CORP | 7,700,000 | $7.469M | 1.2% | $1.25 | — | NOTE 5.750% 8/0 | 45780VAB8 |
| — | INTREXON CORP | 10,500,000 | $7.379M | 1.2% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| GDXJ | VANECK VECTORS ETF TR | 170,550 | $5.154M | 0.8% | $30.22 | — | JR GOLD MINERS E | 92189F791 |
| DHT | DHT HOLDINGS INC | 1,150,000 | $4.508M | 0.7% | $2.47 | +6.7% | SHS NEW | Y2065G121 |
| — | ZIONS BANCORPORATION N A | 449,793 | $4.228M | 0.7% | $12.56 | — | *W EXP 05/21/202 | 989701115 |
| GDX | VANECK VECTORS ETF TR | 190,500 | $4.018M | 0.6% | $21.09 | — | GOLD MINERS ETF | 92189F106 |
| — | INVACARE CORP | 6,064,000 | $3.978M | 0.6% | $1.34 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | GENERAL MTRS CO | 249,389 | $3.963M | 0.6% | $17.22 | — | *W EXP 07/10/201 | 37045V126 |
| HCC | WARRIOR MET COAL INC | 164,000 | $3.954M | 0.6% | $25.54 | 0.0% | COM | 93627C101 |
| — | TRULIA INC | 2,806,000 | $3.834M | 0.6% | $1.57 | — | NOTE 2.750%12/1 | 897888AB9 |
| GPRO | GOPRO INC | 872,200 | $3.698M | 0.6% | $5.66 | -1.1% | CL A | 38268T103 |
| — | HARMONIC INC | 3,000,000 | $3.203M | 0.5% | $1.27 | — | NOTE 4.000%12/0 | 413160AB8 |
| ADAPY | ADAPTIMMUNE THERAPEUTICS PLC | 500,000 | $2.875M | 0.5% | $10.44 | — | SPONDS ADR | 00653A107 |
| PNW | PINNACLE WEST CAP CORP | 28,500 | $2.428M | 0.4% | $64.12 | 0.0% | COM | 723484101 |
| — | MAGNACHIP SEMICONDUCTOR SA | 2,230,000 | $2.368M | 0.4% | $1.42 | — | NOTE 5.00% 3/0 | 55932XAB0 |
| EOG | EOG RES INC | 21,000 | $1.831M | 0.3% | $80.67 | 0.0% | COM | 26875P101 |
| CNI | CANADIAN NATL RY CO | 20,700 | $1.535M | 0.2% | $72.47 | 0.0% | COM | 136375102 |
| — | PIONEER NAT RES CO | 11,000 | $1.447M | 0.2% | $131.55 | — | COM | 723787107 |
| — | CANADIAN PAC RY LTD | 7,600 | $1.35M | 0.2% | $177.63 | — | COM | 13645T100 |
| PBA | PEMBINA PIPELINE CORP | 41,500 | $1.233M | 0.2% | $23.15 | -3.5% | COM | 706327103 |
| FTS | FORTIS INC | 32,500 | $1.085M | 0.2% | $24.61 | +4.4% | COM | 349553107 |
| — | HOSTESS BRANDS INC | 882,467 | $820K | 0.1% | $2.26 | — | *W EXP 11/04/202 | 44109J114 |
| PICK | ISHARES INC | 25,400 | $685K | 0.1% | $26.97 | — | MSCI GBL ETF NEW | 46434G848 |
| — | SIBANYE STILLWATER | 99,000 | $280K | 0.0% | $2.83 | — | SPONSORED ADR | 825724206 |
| TMQ | TRILOGY METALS INC NEW | 158,174 | $274K | 0.0% | $1.36 | +49.3% | COM | 89621C105 |
| — | WRIGHT MED GROUP N V | 238,694 | $3,000 | 0.0% | $1.14 | — | RIGHT 03/01/2019 | N96617126 |