Location: Grand Cayman, Cayman Islands
CIK: 0001515070 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 15, 2019
Total Value: $804M (15.8% shares, 84.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WORLD WRESTLING ENTMT INC | 21,000,000 | $74.45M | 9.3% | $3.55 | — | NOTE 3.375% 12/1 | 98156QAB4 |
| — | RENEWABLE ENERGY GROUP INC | 29,000,000 | $61.64M | 7.7% | $2.00 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | WRIGHT MED GROUP N V | 35,000,000 | $54.53M | 6.8% | $1.41 | — | NOTE 2.250% 11/1 | 98236JAB4 |
| — | EURONET WORLDWIDE INC | 25,981,000 | $51.38M | 6.4% | $1.50 | — | NOTE 1.500% 10/0 | 298736AH2 |
| — | MICROCHIP TECHNOLOGY INC | 28,340,000 | $46.5M | 5.8% | $1.57 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | LGI HOMES INC | 15,710,000 | $44.29M | 5.5% | $2.01 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | ALLEGHENY TECHNOLOGIES INC | 21,756,000 | $41.66M | 5.2% | $1.67 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | NIGHTSTAR THERAPEUTICS PLC | 1,600,000 | $40.59M | 5.0% | $19.27 | — | ADR | 65413A101 |
| — | REPLIGEN CORP | 20,000,000 | $38.04M | 4.7% | $1.42 | — | NOTE 2.125% 6/0 | 759916AA7 |
| — | CORENERGY INFRASTRUCTURE TR | 27,127,000 | $30.95M | 3.8% | $1.12 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | UNISYS CORP | 21,500,000 | $30.23M | 3.8% | $1.71 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | TELADOC HEALTH INC | 19,000,000 | $28.41M | 3.5% | $2.08 | — | NOTE 3.000% 12/1 | 87918AAB1 |
| — | ROYAL GOLD INC | 27,500,000 | $27.75M | 3.5% | $1.01 | — | NOTE 2.875% 6/1 | 780287AA6 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 851,631 | $26.8M | 3.3% | $30.63 | — | SPON ADS | 05280R100 |
| — | LIBERTY MEDIA CORP | 34,363,000 | $26.05M | 3.2% | $0.65 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | LEXICON PHARMACEUTICALS INC | 14,500,000 | $15.04M | 1.9% | $1.89 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 14,501,000 | $14.43M | 1.8% | $0.96 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | INSULET CORP | 7,500,000 | $12.36M | 1.5% | $1.65 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | INVACARE CORP | 12,595,000 | $11.55M | 1.4% | $1.03 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | NATIONAL CINEMEDIA INC | 1,596,970 | $11.26M | 1.4% | $7.83 | — | COM | 635309107 |
| — | TESLA INC | 10,000,000 | $11M | 1.4% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | GENERAL MTRS CO | 506,197 | $9.84M | 1.2% | $18.35 | — | *W EXP 07/10/201 | 37045V126 |
| — | CARBONITE INC | 7,500,000 | $8.846M | 1.1% | $1.49 | — | NOTE 2.500% 4/0 | 141337AB1 |
| — | ISIS PHARMACEUTICALS INC | 6,500,000 | $8.829M | 1.1% | $1.36 | — | NOTE 1.000% 11/1 | 464337AJ3 |
| — | FIRST MAJESTIC SILVER CORP | 8,000,000 | $7.83M | 1.0% | $0.98 | — | NOTE 1.875% 3/0 | 32076vab9 |
| — | COLFAX CORP | 50,000 | $6.681M | 0.8% | $133.62 | — | UNIT 01/15/2022T | 194014205 |
| — | INTREXON CORP | 10,375,000 | $6.16M | 0.8% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | ZIONS BANCORPORATION N A | 449,793 | $5.843M | 0.7% | $12.56 | — | *W EXP 05/21/202 | 989701115 |
| GPRO | GOPRO INC | 872,200 | $5.669M | 0.7% | $5.66 | -1.1% | CL A | 38268T103 |
| DHT | DHT HOLDINGS INC | 1,256,000 | $5.601M | 0.7% | $2.47 | -0.4% | SHS NEW | Y2065G121 |
| — | INVACARE CORP | 6,064,000 | $5.369M | 0.7% | $1.34 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | TRULIA INC | 2,806,000 | $4.121M | 0.5% | $1.57 | — | NOTE 2.750%12/1 | 897888AB9 |
| — | HARMONIC INC | 3,000,000 | $3.498M | 0.4% | $1.27 | — | NOTE 4.000%12/0 | 413160AB8 |
| ENB | ENBRIDGE INC | 82,000 | $2.973M | 0.4% | $22.89 | 0.0% | COM | 29250N105 |
| NEE | NEXTERA ENERGY INC | 15,200 | $2.938M | 0.4% | $38.59 | 0.0% | COM | 65339F101 |
| — | INOTEK PHARMACEUTICALS CORP | 2,800,000 | $2.83M | 0.4% | $1.25 | — | NOTE 5.750% 8/0 | 45780VAB8 |
| — | CANADIAN PAC RY LTD | 13,500 | $2.785M | 0.3% | $190.16 | — | COM | 13645T100 |
| — | MAGNACHIP SEMICONDUCTOR SA | 2,230,000 | $2.54M | 0.3% | $1.42 | — | NOTE 5.00% 3/0 | 55932XAB0 |
| ADAPY | ADAPTIMMUNE THERAPEUTICS PLC | 500,000 | $2.15M | 0.3% | $10.44 | — | SPONDS ADR | 00653A107 |
| FANG | DIAMONDBACK ENERGY INC | 20,500 | $2.081M | 0.3% | $79.50 | 0.0% | COM | 25278X109 |
| HCC | WARRIOR MET COAL INC | 63,800 | $1.94M | 0.2% | $25.54 | +7.1% | COM | 93627C101 |
| IIPR | INNOVATIVE INDL PPTYS INC | 19,141 | $1.564M | 0.2% | $81.71 | — | COM | 45781V101 |
| TAK | TAKEDA PHARMACEUTICAL CO LTD | 73,661 | $1.5M | 0.2% | $20.36 | — | SPONSORED ADR | 874060205 |
| — | HOSTESS BRANDS INC | 882,467 | $1.147M | 0.1% | $2.26 | — | *W EXP 11/04/202 | 44109J114 |
| MPC | MARATHON PETE CORP | 17,000 | $1.017M | 0.1% | $50.44 | 0.0% | COM | 56585A102 |
| VLO | VALERO ENERGY CORP NEW | 10,000 | $848K | 0.1% | $62.40 | 0.0% | COM | 91913Y100 |
| TMQ | TRILOGY METALS INC NEW | 299,276 | $736K | 0.1% | $1.75 | +25.2% | COM | 89621C105 |
| — | VEON LTD | 22,900 | $25,000 | 0.0% | — | — | Put | 91822M106 |