Location: Grand Cayman, Cayman Islands
CIK: 0001515070 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 13, 2020
Total Value: $1.089B (19.5% shares, 80.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TESLA INC | 45,000,000 | $312M | 28.6% | $1.35 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| GEO | GEO GROUP INC NEW | 100,000 | $103M | 9.4% | — | — | Put | 36162J106 |
| — | DOCUSIGN INC | 23,000,000 | $69.57M | 6.4% | $2.79 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | RENEWABLE ENERGY GROUP INC | 13,525,000 | $67.62M | 6.2% | $2.00 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | TERADYNE INC | 25,000,000 | $64M | 5.9% | $1.78 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | NICE SYS INC | 16,676,000 | $45.45M | 4.2% | $1.81 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | LIBERTY MEDIA CORP DEL | 48,163,000 | $40.75M | 3.7% | $0.67 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | WRIGHT MED GROUP N V | 25,000,000 | $36.26M | 3.3% | $1.42 | — | NOTE 2.250% 11/1 | 98236JAB4 |
| — | J2 GLOBAL INC | 25,000,000 | $28.89M | 2.7% | $1.40 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | TALEND S A | 700,000 | $27.33M | 2.5% | $39.04 | — | ADS | 874224207 |
| — | WORLD WRESTLING ENTMT INC | 15,000,000 | $26.83M | 2.5% | $3.55 | — | NOTE 3.375% 12/1 | 98156QAB4 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 2,150,000 | $25.03M | 2.3% | $18.13 | — | SPON ADS | 05280R100 |
| — | MERCADOLIBRE INC | 7,500,000 | $19.02M | 1.7% | $2.54 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | ALLEGHENY TECHNOLOGIES INC | 17,500,000 | $18.34M | 1.7% | $1.19 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | NUANCE COMMUNICATIONS INC | 12,500,000 | $18.25M | 1.7% | $1.46 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | REALPAGE INC | 10,000,000 | $14.66M | 1.3% | $1.50 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | SPLUNK INC | 10,000,000 | $14.42M | 1.3% | $1.44 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | AKAMAI TECHNOLOGIES INC | 10,000,000 | $12.9M | 1.2% | $1.29 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | INSULET CORP | 5,000,000 | $12.82M | 1.2% | $1.84 | — | NOTE 1.375% 11/1 | 45784PAH4 |
| LYFT | LYFT INC | 450,000 | $12.4M | 1.1% | $50.25 | -40.8% | CL A COM | 55087P104 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 720,591 | $12.33M | 1.1% | $14.65 | +8.1% | SHS | G66721104 |
| — | TRULIA INC | 2,806,000 | $11.86M | 1.1% | $1.57 | — | NOTE 2.750%12/1 | 897888AB9 |
| TAK | TAKEDA PHARMACEUTICAL CO LTD | 653,662 | $11.66M | 1.1% | $17.92 | — | SPONSORED ADS | 874060205 |
| — | FREELINE THERAPEUTICS HLDGS | 730,000 | $11.39M | 1.0% | $15.61 | — | SPONSORED ADS | 35655L107 |
| — | CHENIERE ENERGY INC | 11,900,000 | $8.605M | 0.8% | $0.65 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | CORENERGY INFRASTRUCTURE TR | 10,500,000 | $7.635M | 0.7% | $0.73 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | ZILLOW GROUP INC | 3,041,000 | $7.273M | 0.7% | $2.39 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | MAGNACHIP SEMICONDUCTOR SA | 4,000,000 | $6.802M | 0.6% | $1.41 | — | NOTE 5.00% 3/0 | 55932XAB0 |
| — | COLFAX CORP | 50,000 | $6.728M | 0.6% | $133.62 | — | UNIT 01/15/2022T | 194014205 |
| — | COUPA SOFTWARE INC | 2,500,000 | $4.549M | 0.4% | $1.81 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | LEXICON PHARMACEUTICALS INC | 5,250,000 | $4.207M | 0.4% | $1.89 | — | NOTE 5.250%12/0 | 528872AB0 |
| SSRM | SSR MNG INC | 187,097 | $3.493M | 0.3% | $21.29 | 0.0% | COM | 784730103 |
| — | INTREXON CORP | 8,550,000 | $3.414M | 0.3% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | INSIGHT ENTERPRISES INC | 3,000,000 | $3.151M | 0.3% | $1.05 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | WAYFAIR INC | 1,500,000 | $3.113M | 0.3% | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | AMERICAN ELEC PWR CO INC | 60,000 | $2.951M | 0.3% | $49.18 | — | UNIT 99/99/9999 | 02557T307 |
| — | BLACKROCK CAP ALLOCATION TR | 120,000 | $2.455M | 0.2% | $20.46 | — | COM | 09260U109 |
| — | CAESARS ENTMT CORP | 1,000,000 | $1.989M | 0.2% | $1.73 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | INSEEGO CORP | 2,000,000 | $1.983M | 0.2% | $1.06 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| CXW | CORECIVIC INC | 150,000 | $1.2M | 0.1% | $11.40 | -20.3% | Call | 21871N101 |
| — | GOL LINHAS AEREAS INTLG S A | 172,100 | $1.05M | 0.1% | $10.52 | — | SPON ADR PFD NEW | 38045R206 |
| — | INTEGRA RES CORP | 235,055 | $782K | 0.1% | $3.33 | — | COM NEW | 45826T301 |
| — | HOSTESS BRANDS INC | 882,467 | $724K | 0.1% | $2.26 | — | *W EXP 11/04/202 | 44109J114 |
| — | COLLEGIUM PHARMACEUTICAL INC | 500,000 | $494K | 0.0% | $0.93 | — | NOTE 2.625% 2/1 | 19459JAA2 |
| — | AMERICAN AIRLS GROUP INC | 500,000 | $470K | 0.0% | $0.94 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| SNOW | SNOWFLAKE INC | 80 | $20,000 | 0.0% | $238.10 | 0.0% | CL A | 833445109 |