Location: Grand Cayman, Cayman Islands
CIK: 0001515070 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 14, 2019
Total Value: $689M (12.0% shares, 88.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WORLD WRESTLING ENTMT INC | 21,000,000 | $62.77M | 9.1% | $3.55 | — | NOTE 3.375% 12/1 | 98156QAB4 |
| — | WRIGHT MED GROUP N V | 40,000,000 | $59.44M | 8.6% | $1.42 | — | NOTE 2.250% 11/1 | 98236JAB4 |
| — | LGI HOMES INC | 15,710,000 | $52.29M | 7.6% | $2.01 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | MICROCHIP TECHNOLOGY INC | 28,340,000 | $49.85M | 7.2% | $1.57 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | RENEWABLE ENERGY GROUP INC | 29,000,000 | $46.1M | 6.7% | $2.00 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | ALLEGHENY TECHNOLOGIES INC | 21,756,000 | $41.34M | 6.0% | $1.67 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | CORENERGY INFRASTRUCTURE TR | 28,962,000 | $35.07M | 5.1% | $1.13 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | LIBERTY MEDIA CORP | 34,363,000 | $31.29M | 4.5% | $0.65 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | TESLA INC | 30,000,000 | $29.58M | 4.3% | $0.99 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | UNISYS CORP | 21,500,000 | $26.72M | 3.9% | $1.71 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | NICE SYS INC | 15,081,000 | $25.79M | 3.7% | $1.71 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | REPLIGEN CORP | 6,000,000 | $16.29M | 2.4% | $1.42 | — | NOTE 2.125% 6/0 | 759916AA7 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 1,000,000 | $16.1M | 2.3% | $28.47 | — | SPON ADS | 05280R100 |
| — | LEXICON PHARMACEUTICALS INC | 14,500,000 | $15.9M | 2.3% | $1.89 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | REALPAGE INC | 10,000,000 | $15M | 2.2% | $1.50 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | TELADOC HEALTH INC | 7,108,000 | $12.1M | 1.8% | $2.08 | — | NOTE 3.000% 12/1 | 87918AAB1 |
| — | GENERAL MTRS CO | 573,906 | $11.63M | 1.7% | $18.57 | — | *W EXP 07/10/201 | 37045V126 |
| — | NATIONAL CINEMEDIA INC | 1,718,511 | $11.27M | 1.6% | $7.74 | — | COM | 635309107 |
| — | INVACARE CORP | 12,595,000 | $10.28M | 1.5% | $1.03 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | ISIS PHARMACEUTICALS INC DEL | 8,500,000 | $10.08M | 1.5% | $1.32 | — | NOTE 1.000% 11/1 | 464337AJ3 |
| — | CARBONITE INC | 7,500,000 | $9.099M | 1.3% | $1.49 | — | NOTE 2.500% 4/0 | 141337AB1 |
| — | TERADYNE INC | 5,000,000 | $8.135M | 1.2% | $1.63 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 7,001,000 | $6.974M | 1.0% | $0.96 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | MAGNACHIP SEMICONDUCTOR SA | 4,856,000 | $6.77M | 1.0% | $1.41 | — | NOTE 5.00% 3/0 | 55932XAB0 |
| DHT | DHT HOLDINGS INC | 1,100,000 | $6.501M | 0.9% | $2.47 | +28.1% | SHS NEW | Y2065G121 |
| — | COLFAX CORP | 50,000 | $6.331M | 0.9% | $133.62 | — | UNIT 01/15/2022T | 194014205 |
| — | INTREXON CORP | 8,550,000 | $6.275M | 0.9% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| HCC | WARRIOR MET COAL INC | 239,300 | $6.251M | 0.9% | $27.70 | +2.8% | COM | 93627C101 |
| — | ZIONS BANCORPORATION N A | 396,562 | $5.383M | 0.8% | $12.56 | — | *W EXP 05/21/202 | 989701115 |
| — | TRULIA INC | 2,806,000 | $5.372M | 0.8% | $1.57 | — | NOTE 2.750%12/1 | 897888AB9 |
| — | INVACARE CORP | 6,064,000 | $4.533M | 0.7% | $1.34 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | HARMONIC INC | 3,000,000 | $3.52M | 0.5% | $1.27 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | J2 GLOBAL INC | 2,500,000 | $3.495M | 0.5% | $1.40 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| TAK | TAKEDA PHARMACEUTICAL CO LTD | 178,962 | $3.168M | 0.5% | $18.80 | — | SPONSORED ADS | 874060205 |
| — | INOTEK PHARMACEUTICALS CORP | 2,800,000 | $2.895M | 0.4% | $1.25 | — | NOTE 5.750% 8/0 | 45780VAB8 |
| CNI | CANADIAN NATL RY CO | 27,700 | $2.564M | 0.4% | $81.05 | 0.0% | COM | 136375102 |
| PNW | PINNACLE WEST CAP CORP | 24,000 | $2.258M | 0.3% | $72.15 | 0.0% | COM | 723484101 |
| ENB | ENBRIDGE INC | 60,000 | $2.162M | 0.3% | $22.89 | +2.6% | COM | 29250N105 |
| FE | FIRSTENERGY CORP | 50,500 | $2.162M | 0.3% | $32.05 | 0.0% | COM | 337932107 |
| ADAPY | ADAPTIMMUNE THERAPEUTICS PLC | 500,000 | $2.01M | 0.3% | $10.44 | — | SPONDS ADR | 00653A107 |
| LMT | LOCKHEED MARTIN CORP | 5,200 | $1.89M | 0.3% | $279.77 | 0.0% | COM | 539830109 |
| FANG | DIAMONDBACK ENERGY INC | 17,000 | $1.852M | 0.3% | $79.50 | +2.1% | COM | 25278X109 |
| — | CAESARS ENTMT CORP | 1,000,000 | $1.729M | 0.3% | $1.73 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | HOSTESS BRANDS INC | 882,467 | $1.677M | 0.2% | $2.26 | — | *W EXP 11/04/202 | 44109J114 |
| TAC | TRANSALTA CORP | 200,000 | $1.301M | 0.2% | $6.73 | 0.0% | COM | 89346D107 |
| HAL | HALLIBURTON CO | 52,000 | $1.182M | 0.2% | $22.70 | 0.0% | COM | 406216101 |
| — | FIRST MAJESTIC SILVER CORP | 1,000,000 | $1.109M | 0.2% | $1.11 | — | NOTE 1.875% 3/0 | 32076VAB9 |
| EPAM | EPAM SYS INC | 5,500 | $952K | 0.1% | $172.23 | 0.0% | COM | 29414B104 |
| TMQ | TRILOGY METALS INC NEW | 299,276 | $883K | 0.1% | $1.75 | +51.0% | COM | 89621C105 |
| — | NEW ORIENTAL ED & TECH GRP I | 6,000 | $579K | 0.1% | $96.50 | — | SPON ADR | 647581107 |
| — | ENCANA CORP | 100,000 | $513K | 0.1% | $5.13 | — | COM | 292505104 |
| — | INTREXON CORP | 43,634 | $334K | 0.0% | $7.65 | — | COM | 46122T102 |
| — | MCEWEN MNG INC | 200,000 | $65,000 | 0.0% | — | — | Put | 58039P107 |
| — | VEON LTD | 62,000 | $22,000 | 0.0% | — | — | Put | 91822M106 |
| HL | HECLA MNG CO | 150,000 | $14,000 | 0.0% | — | — | Put | 422704106 |