Location: Grand Cayman, Cayman Islands
CIK: 0001515070 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 14, 2023
Total Value: $699M (48.9% shares, 51.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| EXEEW | CHESAPEAKE ENERGY CORP | 1,224,755 | $103M | 14.8% | $50.30 | — | *W EXP 02/09/202 | 165167164 |
| — | ENVISTA HOLDINGS CORPORATION | 56,000,000 | $94.44M | 13.5% | $2.15 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | WORLD WRESTLING ENTMT INC | 15,000,000 | $41.72M | 6.0% | $3.55 | — | NOTE 3.375% 12/1 | 98156QAB4 |
| — | PALO ALTO NETWORKS INC | 25,000,000 | $36.9M | 5.3% | $1.40 | — | NOTE 0.375% 6/0 | 697435AF2 |
| LYFT | LYFT INC | 3,250,000 | $35.81M | 5.1% | $20.28 | -40.5% | CL A COM | 55087P104 |
| PATH | UIPATH INC | 2,815,530 | $35.79M | 5.1% | $22.09 | -44.0% | CL A | 90364P105 |
| — | NICE SYS INC | 13,495,000 | $31.12M | 4.5% | $2.07 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| TAK | TAKEDA PHARMACEUTICAL CO LTD | 1,903,662 | $29.7M | 4.2% | $16.23 | — | SPONSORED ADS | 874060205 |
| CRWD | CROWDSTRIKE HLDGS INC | 250,000 | $26.32M | 3.8% | $155.35 | -11.9% | CL A | 22788C105 |
| — | NCL CORP LTD | 18,312,000 | $21.55M | 3.1% | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | GUARDANT HEALTH INC | 31,114,000 | $19.7M | 2.8% | $0.84 | — | NOTE 11/1 | 40131MAB5 |
| — | BALLYS CORPORATION | 936,884 | $18.16M | 2.6% | $38.29 | — | COM | 05875B106 |
| — | LITHIUM AMERS CORP NEW | 22,500,000 | $18.07M | 2.6% | $0.80 | — | NOTE 1.750% 1/1 | 53680QAA6 |
| CXM | SPRINKLR INC | 2,197,855 | $17.96M | 2.6% | $11.31 | -23.5% | CL A | 85208T107 |
| — | ANTERO RESOURCES CORP | 2,500,000 | $17.86M | 2.6% | $4.38 | — | NOTE 4.250% 9/0 | 03674XAM8 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 8,300,000 | $15.77M | 2.3% | $6.44 | — | SPON ADS | 05280R100 |
| — | EAGLE BULK SHIPPING INC | 7,031,000 | $11.75M | 1.7% | $1.42 | — | NOTE 5.000% 8/0 | 269442AB5 |
| — | CUTERA INC | 7,750,000 | $11.44M | 1.6% | $2.17 | — | NOTE 2.250% 3/1 | 232109AB4 |
| HTZWW | HERTZ GLOBAL HLDGS INC | 1,462,077 | $10.9M | 1.6% | $10.17 | — | *W EXP 06/30/205 | 42806J148 |
| — | ATI INC | 4,000,000 | $8.074M | 1.2% | $1.83 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | MICROSTRATEGY INC | 17,000,000 | $8.038M | 1.1% | $1.55 | — | NOTE 0.750%12/1 | 594972AC5 |
| HYG | ISHARES TR | 100,920 | $7.431M | 1.1% | $73.63 | — | IBOXX HI YD ETF | 464288513 |
| SNOW | SNOWFLAKE INC | 50,000 | $7.177M | 1.0% | $209.17 | -27.1% | CL A | 833445109 |
| — | CORENERGY INFRASTRUCTURE TR | 9,773,000 | $7.058M | 1.0% | $0.75 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | SPOTIFY USA INC | 7,275,000 | $5.87M | 0.8% | $0.86 | — | NOTE 3/1 | 84921RAB6 |
| — | COINBASE GLOBAL INC | 10,000,000 | $5.741M | 0.8% | $0.56 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| — | BRIDGEBIO PHARMA INC | 10,000,000 | $4.624M | 0.7% | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | 2U INC | 7,000,000 | $4.548M | 0.7% | $1.65 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| — | AHREN ACQUISITION CORP | 350,000 | $3.582M | 0.5% | $9.92 | — | CLASS A ORD SHS | G01322109 |
| GDXJ | VANECK ETF TRUST | 99,930 | $3.563M | 0.5% | $35.65 | — | JUNIOR GOLD MINE | 92189F791 |
| — | HESKA CORP | 3,250,000 | $3.388M | 0.5% | $2.27 | — | NOTE 3.750% 9/1 | 42805EAB4 |
| SDRL | SEADRILL 2021 LTD | 98,457 | $3.214M | 0.5% | $30.69 | 0.0% | COM | G7997W102 |
| — | COLLIERS INTL GROUP INC | 1,500,000 | $2.519M | 0.4% | $2.02 | — | NOTE 4.000% 6/0 | 194693AB3 |
| — | AURORA CANNABIS INC | 2,000,000 | $1.936M | 0.3% | $0.78 | — | NOTE 5.500% 2/2 | 05156XAG3 |
| — | FREELINE THERAPEUTICS HLDGS | 4,000,000 | $1.9M | 0.3% | $4.11 | — | SPONSORED ADS | 35655L107 |
| OKTA | OKTA INC | 25,000 | $1.708M | 0.2% | $86.03 | -33.6% | CL A | 679295105 |
| — | LAZARD GROWTH ACQUISITION CO | 165,380 | $1.67M | 0.2% | $9.78 | — | CL A ORD SHS | G54035103 |
| — | ROSS ACQUISITION CORP II | 150,493 | $1.523M | 0.2% | $9.74 | — | SHS CL A | G7641C106 |
| — | APOLLO STRATEGIC GRWT CPTL I | 149,123 | $1.494M | 0.2% | $9.74 | — | SHS CL A | G0412A102 |
| — | WARBURG PINCUS CAPTAL CORP I | 147,000 | $1.483M | 0.2% | $9.88 | — | SHS CL A | G9460M108 |
| — | CAZOO GROUP LTD | 8,735,220 | $1.37M | 0.2% | $1.02 | — | COM | G2007L105 |
| IAG | IAMGOLD CORP | 500,100 | $1.29M | 0.2% | — | — | Put | 450913108 |
| — | INFORMATICA INC | 79,187 | $1.29M | 0.2% | $16.29 | — | COM CL A | 45674M101 |
| — | ALBEMARLE CORP | 286,881 | $1.267M | 0.2% | $4.42 | — | COM | 000000000 |
| SLAMF | SLAM CORP | 115,082 | $1.163M | 0.2% | $9.75 | +2.6% | CL A SHS | G8210L105 |
| — | INSEEGO CORP | 2,000,000 | $1.041M | 0.1% | $1.06 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| — | SVF INVESTMENT CORP | 100,000 | $1.011M | 0.1% | $10.05 | — | CL A SHS | G8601L102 |
| TECK | TECK RESOURCES LTD | 26,130 | $988K | 0.1% | $33.74 | +2.6% | CL B | 878742204 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 96,487 | $975K | 0.1% | $9.86 | +1.6% | SHS CL A | G50737108 |
| — | CHURCHILL CAPITAL CORP V | 78,396 | $779K | 0.1% | $9.91 | — | COM CL A | 17144T107 |
| — | WARBURG PINCUS CAPTAL CORP I | 70,488 | $712K | 0.1% | $9.87 | — | SHS CL A | G9461D107 |
| — | PANACEA ACQUISITION CORP II | 59,681 | $600K | 0.1% | $10.02 | — | CL A SHS | G6882C106 |
| — | NEW VISTA ACQUISITION CORP | 52,821 | $533K | 0.1% | $9.67 | — | CL A SHS | G6529L105 |
| BLUAF | BLUERIVER ACQUISITION CORP | 50,004 | $505K | 0.1% | $9.73 | +2.7% | SHS CL A | G1261Q107 |
| GEO | GEO GROUP INC NEW | 25,000 | $274K | 0.0% | — | — | Call | 36162J106 |
| — | MSD ACQUISITION CORP | 24,300 | $245K | 0.0% | $9.84 | — | CLASS A ORD SHS | G5709C109 |
| — | INTEGRA RES CORP | 311,664 | $197K | 0.0% | $2.91 | — | COM NEW | 45826T301 |
| — | GOL LINHAS AEREAS INTELIGENT | 25,553 | $68,227 | 0.0% | $9.84 | — | SPON ADR PFD NEW | 38045R206 |
| SKILW | SKILLSOFT CORP | 450,630 | $57,185 | 0.0% | $1.85 | — | *W EXP 06/11/202 | 83066P119 |
| — | AHREN ACQUISITION CORP | 175,000 | $14,875 | 0.0% | $0.30 | — | *W EXP 12/09/202 | G01322125 |
| — | APOLLO STRATEGIC GRWT CPTL I | 29,824 | $4,175 | 0.0% | $1.31 | — | *W EXP 02/12/202 | G0412A128 |
| — | ROSS ACQUISITION CORP II | 50,164 | $2,513 | 0.0% | $0.96 | — | *W EXP 02/01/202 | G7641C114 |
| — | ALLEGO N V | 24,328 | $2,433 | 0.0% | $1.07 | — | *W EXP 03/16/202 | N0796A118 |
| — | SLAM CORP | 25,020 | $2,202 | 0.0% | $1.08 | — | *W EXP 02/23/202 | G8210L121 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 24,121 | $1,568 | 0.0% | $1.24 | — | *W EXP 01/30/202 | G50737124 |
| SONWQ | SONDER HOLDINGS INC | 18,898 | $1,527 | 0.0% | $0.74 | — | *W EXP 01/18/202 | 83542D110 |
| SBIGW | SPRINGBIG HOLDINGS INC | 50,000 | $1,055 | 0.0% | $0.10 | — | *W EXP 06/14/202 | 85021Q116 |
| — | NEW VISTA ACQUISITION CORP | 17,607 | $1,016 | 0.0% | $1.02 | — | *W EXP 02/01/202 | G6529L121 |
| DCFWQ | TRITIUM DCFD LIMITED | 3,333 | $977 | 0.0% | $0.29 | — | *W EXP 01/13/202 | Q9225T116 |
| BLUAW | BLUERIVER ACQUISITION CORP | 16,639 | $265 | 0.0% | $0.96 | — | *W EXP 01/04/202 | G1261Q115 |
| — | LAZARD GROWTH ACQUISITION CO | 33,075 | $198 | 0.0% | $1.15 | — | *W EXP 02/10/202 | G54035111 |