Location: Grand Cayman, Cayman Islands
CIK: 0001515070 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: May 17, 2021
Total Value: $1.399B (21.5% shares, 78.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TESLA INC | 22,500,000 | $242M | 17.3% | $1.35 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | CLEVELAND-CLIFFS INC NEW | 42,376,000 | $111M | 7.9% | $2.11 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | TERADYNE INC | 25,000,000 | $96.33M | 6.9% | $1.78 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | RENEWABLE ENERGY GROUP INC | 13,525,000 | $82.72M | 5.9% | $2.00 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | SNAP INC | 32,000,000 | $75.58M | 5.4% | $2.28 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | J2 GLOBAL INC | 39,000,000 | $69.43M | 5.0% | $1.49 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | LIBERTY MEDIA CORP DEL | 51,843,000 | $52.36M | 3.7% | $0.69 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | NICE SYS INC | 13,495,000 | $35.32M | 2.5% | $2.07 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | WORLD WRESTLING ENTMT INC | 15,000,000 | $33.95M | 2.4% | $3.55 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | FIRST MAJESTIC SILVER CORP | 17,953,000 | $29.65M | 2.1% | $1.65 | — | NOTE 1.875% 3/0 | 32076VAB9 |
| — | ALLEGHENY TECHNOLOGIES INC | 17,500,000 | $28.19M | 2.0% | $1.19 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | AKAMAI TECHNOLOGIES INC | 20,000,000 | $24.25M | 1.7% | $1.25 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | TALEND S A | 371,621 | $23.65M | 1.7% | $39.02 | — | ADS | 874224207 |
| — | NUANCE COMMUNICATIONS INC | 12,500,000 | $23.18M | 1.7% | $1.46 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | REALPAGE INC | 10,000,000 | $20.93M | 1.5% | $1.50 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | UNITED STATES STL CORP NEW | 9,350,000 | $20.53M | 1.5% | $1.72 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | BALLYS CORPORATION | 309,500 | $20.11M | 1.4% | $64.98 | — | COM | 05875B106 |
| — | SPLUNK INC | 15,000,000 | $17.76M | 1.3% | $1.41 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | BANDWIDTH INC. | 11,165,000 | $17.11M | 1.2% | $1.53 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | ISIS PHARMACEUTICALS INC DEL | 14,055,000 | $14.32M | 1.0% | $1.07 | — | NOTE 1.000%11/1 | 464337AJ3 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 2,435,714 | $13.96M | 1.0% | $16.67 | — | SPON ADS | 05280R100 |
| — | LIGAND PHARMACEUTICALS INC | 12,000,000 | $12.46M | 0.9% | $1.04 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| TAK | TAKEDA PHARMACEUTICAL CO LTD | 589,390 | $10.76M | 0.8% | $18.07 | — | SPONSORED ADS | 874060205 |
| — | KKR ACQUISITION HOLDING I CO | 1,049,802 | $10.51M | 0.8% | $10.01 | — | UNIT 99/99/9999 | 48253T208 |
| — | ZILLOW GROUP INC | 5,000,000 | $10.4M | 0.7% | $2.08 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | FORTRESS VALUE ACQUISI CORP | 1,016,018 | $10.06M | 0.7% | $9.90 | — | UNIT 03/31/2028 | 34964K207 |
| — | FREELINE THERAPEUTICS HLDGS | 750,000 | $9.225M | 0.7% | $15.68 | — | SPONSORED ADS | 35655L107 |
| — | ZILLOW GROUP INC | 3,041,000 | $9.115M | 0.7% | $2.39 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | COLFAX CORP | 50,000 | $9.035M | 0.6% | $133.62 | — | UNIT 01/15/2022T | 194014205 |
| — | COUPA SOFTWARE INC | 5,000,000 | $8.511M | 0.6% | $2.00 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | BYTE ACQUISITION CORP | 850,000 | $8.5M | 0.6% | $10.00 | — | UNIT 03/18/2029 | G1R25Q121 |
| — | CORENERGY INFRASTRUCTURE TR | 8,500,000 | $7.894M | 0.6% | $0.73 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | ACCELERATE ACQUISITION CORP | 750,000 | $7.448M | 0.5% | $9.93 | — | UNIT 99/99/9999 | 00439D201 |
| — | VIRGIN GROUP ACQUISIT CORP I | 750,000 | $7.448M | 0.5% | $9.93 | — | UNIT 99/99/9999 | G9460K110 |
| — | VECTOR ACQUISITION CORP II | 750,000 | $7.425M | 0.5% | $9.90 | — | CL A SHS | G9460A104 |
| — | G SQUARED ASCEND I INC | 750,000 | $7.35M | 0.5% | $9.80 | — | SHS CL A | G4204R109 |
| — | INTREXON CORP | 8,550,000 | $7.321M | 0.5% | $1.19 | — | NOTE 3.500% 7/0 | 46122TAA0 |
| — | PERIDOT ACQUISITION CORP II | 700,000 | $6.958M | 0.5% | $9.94 | — | UNIT 99/99/9999 | G7008B113 |
| — | LONGVIEW ACQUISITION CORP II | 650,000 | $6.526M | 0.5% | $10.04 | — | UNIT 99/99/9999 | 54319Q204 |
| — | WARBURG PINCUS CAPTAL CORP I | 650,000 | $6.487M | 0.5% | $9.98 | — | UNIT 99/99/9999 | G9460M116 |
| — | TCW SPECIAL PURPOSE ACQU COR | 650,000 | $6.468M | 0.5% | $9.95 | — | UNIT 99/99/9999 | 87301L205 |
| MP | MP MATERIALS CORP | 178,600 | $6.421M | 0.5% | $36.97 | 0.0% | COM CL A | 553368101 |
| — | PATHFINDER ACQUISITION CORP | 635,619 | $6.293M | 0.4% | $9.90 | — | UNIT 02/17/2026 | G04119114 |
| — | FORTUNA SILVER MINES INC | 4,150,000 | $6.165M | 0.4% | $1.78 | — | SDCV 4.650%10/3 | 349915AA6 |
| — | INDEPENDENCE HOLDINGS CORP | 600,000 | $6M | 0.4% | $10.00 | — | UNIT 03/02/2026 | G4761A119 |
| — | FTAC HERA ACQUISITION CORP | 600,000 | $5.994M | 0.4% | $9.99 | — | UNIT 02/28/2026 | G3728Y129 |
| — | LEXICON PHARMACEUTICALS INC | 5,250,000 | $5.802M | 0.4% | $1.89 | — | NOTE 5.250%12/0 | 528872AB0 |
| — | ROSS ACQUISITION CORP II | 575,493 | $5.732M | 0.4% | $9.96 | — | UNIT 99/99/9999 | G7641C122 |
| — | GORES HOLDINGS VII INC | 573,700 | $5.714M | 0.4% | $9.96 | — | UNIT 02/12/2028 | 38286T200 |
| — | AGILE GROWTH CORP | 556,632 | $5.527M | 0.4% | $9.93 | — | UNIT 03/09/2026 | G01202129 |
| — | SANDBRIDGE X2 CORP | 550,000 | $5.495M | 0.4% | $9.99 | — | UNIT 99/99/9999 | 799792205 |
| — | SILVER SPIKE ACQUISITN CORP | 530,200 | $5.273M | 0.4% | $9.95 | — | UNIT 02/26/2026 | G8201H121 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL LTD | 5,000,000 | $5.083M | 0.4% | $1.02 | — | 5.75 10/15/1 | G81075AF3 |
| — | BLACKROCK INNOVATION AND GRW | 250,000 | $5.075M | 0.4% | $20.30 | — | SHS BEN INT | 09260Q108 |
| — | AUSTERLITZ ACQUISITION CORP II | 500,000 | $5.015M | 0.4% | $10.03 | — | UNIT 99/99/9999 | G0633U119 |
| — | DHB CAPITAL CORP | 456,483 | $4.528M | 0.3% | $9.92 | — | UNIT 03/31/2028 | 23291W208 |
| — | INSIGHT ENTERPRISES INC | 3,000,000 | $4.413M | 0.3% | $1.05 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | GORES TECHNOLOGY PARTNERS II | 440,922 | $4.4M | 0.3% | $9.98 | — | UNIT 03/16/2028 | 38287L206 |
| — | CATCHA INVESTMENT CORP | 407,868 | $4.058M | 0.3% | $9.95 | — | UNIT 99/99/9999 | G1962Y128 |
| — | KHOSLA VENTURES ACQUT CO III | 400,000 | $3.984M | 0.3% | $9.96 | — | COM CL A | 482506102 |
| — | LANDCADIA HOLDINGS IV INC | 400,000 | $3.96M | 0.3% | $9.90 | — | UNIT 05/01/2025 | 51477A203 |
| — | TAILWIND INTERNATNAL ACQ COR | 400,000 | $3.956M | 0.3% | $9.89 | — | UNIT 99/99/9999 | G8662F127 |
| — | TWO | 350,000 | $3.483M | 0.2% | $9.95 | — | COM CL A | G9152V101 |
| — | NEXTGEN ACQUISITION CORP II | 350,000 | $3.465M | 0.2% | $9.90 | — | UNIT 03/23/2026 | G65317110 |
| — | MICROCHIP TECHNOLOGY INC. | 1,000,000 | $3.464M | 0.2% | $3.46 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TB SA ACQUISITION CORP | 350,000 | $3.448M | 0.2% | $9.85 | — | UNIT 03/25/2028 | G8657L113 |
| — | OKTA INC | 2,500,000 | $3.375M | 0.2% | $1.49 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | WAYFAIR INC | 1,500,000 | $3.355M | 0.2% | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | AUSTERLITZ ACQUISITION CORP I | 325,000 | $3.263M | 0.2% | $10.04 | — | UNIT 99/99/9999 | G0633D117 |
| — | AURORA CANNABIS INC | 3,550,000 | $3.128M | 0.2% | $0.78 | — | NOTE 5.500% 2/2 | 05156XAG3 |
| — | TWELVE SEAS INVESTMENT CO II | 314,936 | $3.102M | 0.2% | $9.85 | — | UNIT 99/99/9999 | 90118T205 |
| — | WARBURG PINCUS CAPTAL CORP I | 273,488 | $2.757M | 0.2% | $10.08 | — | UNIT 99/99/9999 | G9461D123 |
| — | GORES HLDGS VIII INC | 274,100 | $2.741M | 0.2% | $10.00 | — | UNIT 02/01/2028 | 382863207 |
| — | CHURCHILL CAPITAL CORP VII | 248,282 | $2.475M | 0.2% | $9.97 | — | UNIT 99/99/9999 | 17144M201 |
| — | INTEGRA RES CORP | 830,055 | $2.247M | 0.2% | $3.20 | — | COM NEW | 45826T301 |
| — | INSEEGO CORP | 2,000,000 | $2.157M | 0.2% | $1.06 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| — | DRAGONEER GROWTH OPT CORP II | 200,000 | $2.022M | 0.1% | $10.11 | — | CL A SHS | G28315102 |
| — | REINVENT TECHNOLOGY PARTNERS | 200,100 | $2.009M | 0.1% | $10.04 | — | UNIT 03/12/2026 | G7484L114 |
| SSRM | SSR MNG INC | 109,423 | $1.563M | 0.1% | $21.29 | -23.2% | COM | 784730103 |
| — | GIGCAPITAL4 INC | 150,000 | $1.481M | 0.1% | $9.87 | — | UNIT 99/99/9999 | 37518G200 |
| — | GOL LINHAS AEREAS INTELIGENT | 172,100 | $1.317M | 0.1% | $10.52 | — | SPON ADR PFD NEW | 38045R206 |
| — | HOSTESS BRANDS INC | 882,467 | $1.28M | 0.1% | $2.26 | — | *W EXP 11/04/202 | 44109J114 |
| — | TUATARA CAPITAL ACQUISITN CO | 100,000 | $1M | 0.1% | $10.00 | — | UNIT 99/99/9999 | G9118J127 |
| — | COHN ROBBINS HOLDINGS CORP | 96,699 | $951K | 0.1% | $9.83 | — | COM CL A | G23726105 |
| — | AMERICAN AIRLS GROUP INC | 500,000 | $868K | 0.1% | $0.94 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | SPARTAN ACQUISITION CORP III | 86,475 | $867K | 0.1% | $10.03 | — | UNIT 99/99/9999 | 84677R205 |
| — | GORES TECHNOLOGY PARTNERS IN | 81,170 | $813K | 0.1% | $10.02 | — | UNIT 03/16/2028 | 382870202 |
| — | LAZARD GROWTH ACQUISITION CO | 65,674 | $657K | 0.0% | $10.00 | — | UNIT 99/99/9999 | G54035129 |
| — | CHURCHILL CAPITAL CORP V | 62,701 | $619K | 0.0% | $9.87 | — | COM CL A | 17144T107 |
| — | OAK STR HEALTH INC | 11,000 | $597K | 0.0% | $54.27 | — | COM | 67181A107 |
| CNXX | CONX CORP | 54,242 | $541K | 0.0% | $9.97 | — | COM CL A | 212873103 |
| — | BRIDGETOWN 2 HOLDINGS LTD | 52,296 | $536K | 0.0% | $10.25 | — | CL A | G1355V103 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 49,789 | $533K | 0.0% | $10.71 | — | SHS CL A | G8251L105 |
| — | GORES METROPOULOS II INC | 51,742 | $523K | 0.0% | $10.11 | — | UNIT 01/31/2028 | 382873206 |
| — | BRIDGETOWN HOLDINGS LTD | 47,971 | $520K | 0.0% | $10.84 | — | COM CL A | G1355U113 |
| JWSUF | JAWS MUSTANG ACQUISITION COR | 50,763 | $515K | 0.0% | $10.15 | — | UNIT 99/99/9999 | G50737116 |
| — | APOLLO STRATEGIC GRWT CPL I | 51,383 | $513K | 0.0% | $9.98 | — | UNIT 99/99/9999 | G0412A110 |
| — | SVF INVESTMENT CORP | 50,000 | $511K | 0.0% | $10.22 | — | CL A SHS | G8601L102 |
| — | REINVENT TECHNOLOGY PARTNERS | 50,262 | $510K | 0.0% | $10.15 | — | CL A | G7483N129 |
| — | FORTRESS VALUE ACQUIS CORP I | 51,311 | $507K | 0.0% | $9.88 | — | COM CL A | 34964G107 |
| — | NEW VISTA ACQUISITION CORP | 50,196 | $501K | 0.0% | $9.98 | — | UNIT 02/01/2026 | G6529L113 |
| SLMUF | SLAM CORP | 49,980 | $496K | 0.0% | $9.92 | — | UNIT 99/99/9999 | G8210L113 |
| — | REINVENT TECHNOLOGY PARTNERS | 48,761 | $488K | 0.0% | $10.01 | — | SHS CL A | G74847107 |
| PGEN | PRECIGEN INC | 52,277 | $360K | 0.0% | $8.45 | 0.0% | COM | 74017N105 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 28,554 | $313K | 0.0% | $10.96 | — | SHS CL A | G82514103 |
| BLUVF | BLUERIVER ACQUISITION CORP | 29,920 | $298K | 0.0% | $9.96 | — | UNIT 01/04/2026 | G1261Q123 |
| GEO | GEO GROUP INC NEW | 26,000 | $202K | 0.0% | — | — | Call | 36162J106 |
| BLUAF | BLUERIVER ACQUISITION CORP | 20,000 | $194K | 0.0% | $9.70 | 0.0% | SHS CL A | G1261Q107 |
| HL | HECLA MNG CO | 28,155 | $160K | 0.0% | $5.95 | 0.0% | COM | 422704106 |
| — | G SQUARED ASCEND I INC | 150,000 | $143K | 0.0% | $0.95 | — | *W EXP 02/01/202 | G4204R117 |
| ATMR/U | ALTIMAR ACQUISITION CORP II | 10,000 | $102K | 0.0% | $10.20 | — | UNIT 99/99/9999 | G03709113 |
| — | DECARBONIZATION PLUS ACQU II | 10,000 | $101K | 0.0% | $10.10 | — | UNIT 01/19/2026 | 242794204 |