CIK: 0001515070 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 14, 2020
Total Value ($000): $750,970 (13.3% shares, 86.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TESLA INC | 45,000,000 | $158,124 | 21.1% | $1.35 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | TERADYNE INC | 25,000,000 | $67,264 | 9.0% | $1.78 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | MICROCHIP TECHNOLOGY INC | 28,340,000 | $63,508 | 8.5% | $1.57 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | RENEWABLE ENERGY GROUP INC | 18,525,000 | $44,031 | 5.9% | $2.00 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | WORLD WRESTLING ENTMT INC | 21,000,000 | $39,249 | 5.2% | $3.55 | — | NOTE 3.375% 12/1 | 98156QAB4 |
| — | LIBERTY MEDIA CORP | 48,163,000 | $36,996 | 4.9% | $0.67 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | WRIGHT MED GROUP N V | 25,000,000 | $35,477 | 4.7% | $1.42 | — | NOTE 2.250% 11/1 | 98236JAB4 |
| — | NICE SYS INC | 15,081,000 | $34,701 | 4.6% | $1.71 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 2,150,000 | $34,465 | 4.6% | $18.13 | — | SPON ADS | 05280R100 |
| — | DHT HOLDINGS INC | 27,000,000 | $29,280 | 3.9% | $1.41 | — | NOTE 4.500% 8/1 | 23335SAD8 |
| — | J2 GLOBAL INC | 25,000,000 | $27,343 | 3.6% | $1.40 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| LYFT | LYFT INC | 750,000 | $24,758 | 3.3% | $50.25 | -37.1% | CL A COM | 55087P104 |
| — | DOCUSIGN INC | 9,000,000 | $21,924 | 2.9% | $2.44 | — | NOTE 0.500% 9/1 | 256163AB2 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 1,000,000 | $16,430 | 2.2% | $14.65 | 0.0% | SHS | G66721104 |
| — | REALPAGE INC | 10,000,000 | $16,151 | 2.2% | $1.50 | — | NOTE 1.500%11/1 | 75606NAB5 |
| TAK | TAKEDA PHARMACEUTICAL CO LTD | 653,662 | $11,720 | 1.6% | $17.92 | — | SPONSORED ADS | 874060205 |
| — | INSULET CORP | 5,000,000 | $10,657 | 1.4% | $1.84 | — | NOTE 1.375% 11/1 | 45784PAH4 |
| — | CHENIERE ENERGY INC | 14,447,000 | $9,351 | 1.2% | $0.65 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | INOVIO PHARMACEUTICALS INC | 1,500,000 | $7,588 | 1.0% | $1.49 | — | NOTE 6.500% 3/0 | 45773HAB8 |
| — | LEXICON PHARMACEUTICALS INC | 14,500,000 | $7,387 | 1.0% | $1.89 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | TRULIA INC | 2,806,000 | $6,745 | 0.9% | $1.57 | — | NOTE 2.750%12/1 | 897888AB9 |
| — | COLFAX CORP | 50,000 | $6,104 | 0.8% | $133.62 | — | UNIT 01/15/2022T | 194014205 |
| — | MAGNACHIP SEMICONDUCTOR SA | 4,000,000 | $5,492 | 0.7% | $1.41 | — | NOTE 5.00% 3/0 | 55932XAB0 |
| BHP | BHP GROUP LTD | 104,700 | $5,207 | 0.7% | $37.94 | — | SPON ADS | 088606108 |
| — | COUPA SOFTWARE INC | 2,500,000 | $4,535 | 0.6% | $1.81 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | ALLEGHENY TECHNOLOGIES INC | 3,992,000 | $4,366 | 0.6% | $1.67 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | INVACARE CORP | 4,000,000 | $3,976 | 0.5% | $1.03 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | INTREXON CORP | 8,550,000 | $3,783 | 0.5% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | AURORA CANNABIS INC | 4,550,000 | $2,291 | 0.3% | $0.50 | — | NOTE 5.500% 2/2 | 05156XAG3 |
| — | INSEEGO CORP | 2,000,000 | $2,127 | 0.3% | $1.06 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| CCL | CARNIVAL CORP | 117,500 | $1,929 | 0.3% | $35.30 | -57.6% | UNIT 99/99/9999 | 143658300 |
| — | CAESARS ENTMT CORP | 1,000,000 | $1,708 | 0.2% | $1.73 | — | NOTE 5.000%10/0 | 127686AA1 |
| GDXJ | VANECK VECTORS ETF TR | 32,146 | $1,594 | 0.2% | $31.48 | — | JR GOLD MINERS E | 92189F791 |
| — | GOL LINHAS AEREAS INTLG S A | 172,100 | $1,167 | 0.2% | $10.52 | — | SPON ADR PFD NEW | 38045R206 |
| CXW | CORECIVIC INC | 95,000 | $889 | 0.1% | $11.40 | 0.0% | Put | 21871N101 |
| — | HOSTESS BRANDS INC | 882,467 | $759 | 0.1% | $2.26 | — | *W EXP 11/04/202 | 44109J114 |
| — | REALPAGE INC | 500,000 | $541 | 0.1% | $1.08 | — | NOTE 1.500% 5/1 | 75606NAC3 |
| CXW | CORECIVIC INC | 55,000 | $515 | 0.1% | $11.40 | 0.0% | COM | 21871N101 |
| — | COLLEGIUM PHARMACEUTICAL INC | 500,000 | $456 | 0.1% | $0.93 | — | NOTE 2.625% 2/1 | 19459JAA2 |
| — | AURORA CANNABIS INC | 20,808 | $258 | 0.0% | $4.39 | — | COM | 05156X108 |
| PGEN | PRECIGEN INC | 18,634 | $93 | 0.0% | $4.32 | -21.2% | COM | 74017N105 |
| — | INVACARE CORP | 4,900 | $31 | 0.0% | $6.33 | — | COM | 461203101 |