Location: Grand Cayman, Cayman Islands
CIK: 0001515070 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 14, 2019
Total Value: $561M (20.9% shares, 79.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WORLD WRESTLING ENTMT INC | 21,000,000 | $61.98M | 11.1% | $3.55 | — | NOTE 3.375% 12/1 | 98156QAB4 |
| — | MICROCHIP TECHNOLOGY INC | 28,340,000 | $53.99M | 9.6% | $1.57 | — | NOTE 1.625% 2/1 | 595017AD6 |
| LYFT | LYFT INC | 1,100,000 | $44.92M | 8.0% | $54.63 | 0.0% | CL A COM | 55087P104 |
| — | RENEWABLE ENERGY GROUP INC | 29,000,000 | $44.26M | 7.9% | $2.00 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | ALLEGHENY TECHNOLOGIES INC | 21,756,000 | $34.37M | 6.1% | $1.67 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | WRIGHT MED GROUP N V | 27,500,000 | $32.46M | 5.8% | $1.42 | — | NOTE 2.250% 11/1 | 98236JAB4 |
| — | LIBERTY MEDIA CORP | 34,363,000 | $31.68M | 5.6% | $0.65 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | TESLA INC | 30,000,000 | $30.8M | 5.5% | $0.99 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | NICE SYS INC | 15,081,000 | $26.93M | 4.8% | $1.71 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | OMNOVA SOLUTIONS INC | 2,000,000 | $20.14M | 3.6% | $10.07 | — | COM | 682129101 |
| — | TERADYNE INC | 10,000,000 | $19.07M | 3.4% | $1.77 | — | NOTE 1.250%12/1 | 880770AG7 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 1,300,000 | $16.15M | 2.9% | $24.77 | — | SPON ADS | 05280R100 |
| — | REALPAGE INC | 10,000,000 | $15.87M | 2.8% | $1.50 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | TELADOC HEALTH INC | 7,108,000 | $12.2M | 2.2% | $2.08 | — | NOTE 3.000% 12/1 | 87918AAB1 |
| — | NATIONAL CINEMEDIA INC | 1,370,701 | $11.24M | 2.0% | $7.74 | — | COM | 635309107 |
| — | ISIS PHARMACEUTICALS INC DEL | 8,500,000 | $9.718M | 1.7% | $1.32 | — | NOTE 1.000% 11/1 | 464337AJ3 |
| — | LEXICON PHARMACEUTICALS INC | 14,500,000 | $9.538M | 1.7% | $1.89 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | INSULET CORP | 5,000,000 | $9.221M | 1.6% | $1.84 | — | NOTE 1.375% 11/1 | 45784PAH4 |
| — | J2 GLOBAL INC | 5,900,000 | $8.435M | 1.5% | $1.42 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| TAK | TAKEDA PHARMACEUTICAL CO LTD | 397,662 | $6.84M | 1.2% | $17.92 | — | SPONSORED ADS | 874060205 |
| — | MAGNACHIP SEMICONDUCTOR SA | 4,856,000 | $6.728M | 1.2% | $1.41 | — | NOTE 5.00% 3/0 | 55932XAB0 |
| — | COLFAX CORP | 50,000 | $6.519M | 1.2% | $133.62 | — | UNIT 01/15/2022T | 194014205 |
| — | HARMONIC INC | 4,500,000 | $5.927M | 1.1% | $1.29 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | INTREXON CORP | 8,550,000 | $5.394M | 1.0% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | INVACARE CORP | 6,064,000 | $5.135M | 0.9% | $1.34 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | ZIONS BANCORPORATION N A | 341,557 | $4.076M | 0.7% | $12.56 | — | *W EXP 05/21/202 | 989701115 |
| — | INVACARE CORP | 4,000,000 | $3.751M | 0.7% | $1.03 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | TRULIA INC | 2,806,000 | $3.657M | 0.7% | $1.57 | — | NOTE 2.750%12/1 | 897888AB9 |
| — | REPLIGEN CORP | 3,000,000 | $3.012M | 0.5% | $1.00 | — | NOTE 0.375% 7/1 | 759916AB5 |
| AWK | AMERICAN WTR WKS CO INC NEW | 17,500 | $2.174M | 0.4% | $107.02 | 0.0% | COM | 030420103 |
| — | CAESARS ENTMT CORP | 1,000,000 | $1.727M | 0.3% | $1.73 | — | NOTE 5.000%10/0 | 127686AA1 |
| LMT | LOCKHEED MARTIN CORP | 4,200 | $1.638M | 0.3% | $279.77 | +13.1% | COM | 539830109 |
| — | HOSTESS BRANDS INC | 882,467 | $1.509M | 0.3% | $2.26 | — | *W EXP 11/04/202 | 44109J114 |
| VLO | VALERO ENERGY CORP NEW | 13,500 | $1.151M | 0.2% | $62.46 | 0.0% | COM | 91913Y100 |
| — | AURORA CANNABIS INC | 249,702 | $1.096M | 0.2% | $4.39 | — | COM | 05156X108 |
| PII | POLARIS INC | 11,300 | $995K | 0.2% | $86.72 | 0.0% | COM | 731068102 |
| — | INOTEK PHARMACEUTICALS CORP | 1,000,000 | $991K | 0.2% | $1.25 | — | NOTE 5.750% 8/0 | 45780VAB8 |
| HXL | HEXCEL CORP NEW | 12,000 | $986K | 0.2% | $81.69 | 0.0% | COM | 428291108 |
| NOC | NORTHROP GRUMMAN CORP | 2,500 | $937K | 0.2% | $318.69 | 0.0% | COM | 666807102 |
| ADAPY | ADAPTIMMUNE THERAPEUTICS PLC | 500,000 | $755K | 0.1% | $10.44 | — | SPONDS ADR | 00653A107 |
| LXRX | LEXICON PHARMACEUTICALS INC | 202,887 | $611K | 0.1% | $3.10 | 0.0% | COM NEW | 528872302 |
| EPAM | EPAM SYS INC | 3,000 | $547K | 0.1% | $172.23 | +9.3% | COM | 29414B104 |
| — | GOL LINHAS AEREAS INTLG S A | 35,000 | $541K | 0.1% | $15.46 | — | SPON ADR PFD NEW | 38045R206 |
| ESNT | ESSENT GROUP LTD | 9,500 | $453K | 0.1% | $42.83 | 0.0% | COM | G3198U102 |
| — | INTREXON CORP | 43,634 | $250K | 0.0% | $7.65 | — | COM | 46122T102 |
| UIS | UNISYS CORP | 32,885 | $244K | 0.0% | $8.89 | 0.0% | COM NEW | 909214306 |
| TMQ | TRILOGY METALS INC NEW | 124,276 | $206K | 0.0% | $1.75 | +15.1% | COM | 89621C105 |