CIK: 0001515070 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 14, 2023
Total Value ($000): $699,022 (48.9% shares, 51.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| EXEEW | CHESAPEAKE ENERGY CORP | 1,224,755 | $103,124 | 14.8% | $50.30 | — | *W EXP 02/09/202 | 165167164 |
| — | ENVISTA HOLDINGS CORPORATION | 56,000,000 | $94,436 | 13.5% | $2.15 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | WORLD WRESTLING ENTMT INC | 15,000,000 | $41,723 | 6.0% | $3.55 | — | NOTE 3.375% 12/1 | 98156QAB4 |
| — | PALO ALTO NETWORKS INC | 25,000,000 | $36,899 | 5.3% | $1.40 | — | NOTE 0.375% 6/0 | 697435AF2 |
| LYFT | LYFT INC | 3,250,000 | $35,815 | 5.1% | $20.28 | -40.5% | CL A COM | 55087P104 |
| PATH | UIPATH INC | 2,815,530 | $35,785 | 5.1% | $22.09 | -44.0% | CL A | 90364P105 |
| — | NICE SYS INC | 13,495,000 | $31,116 | 4.5% | $2.07 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| TAK | TAKEDA PHARMACEUTICAL CO LTD | 1,903,662 | $29,697 | 4.2% | $16.23 | — | SPONSORED ADS | 874060205 |
| CRWD | CROWDSTRIKE HLDGS INC | 250,000 | $26,323 | 3.8% | $155.35 | -11.9% | CL A | 22788C105 |
| — | NCL CORP LTD | 18,312,000 | $21,554 | 3.1% | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | GUARDANT HEALTH INC | 31,114,000 | $19,700 | 2.8% | $0.84 | — | NOTE 11/1 | 40131MAB5 |
| — | BALLYS CORPORATION | 936,884 | $18,157 | 2.6% | $38.29 | — | COM | 05875B106 |
| — | LITHIUM AMERS CORP NEW | 22,500,000 | $18,069 | 2.6% | $0.80 | — | NOTE 1.750% 1/1 | 53680QAA6 |
| CXM | SPRINKLR INC | 2,197,855 | $17,956 | 2.6% | $11.31 | -23.5% | CL A | 85208T107 |
| — | ANTERO RESOURCES CORP | 2,500,000 | $17,864 | 2.6% | $4.38 | — | NOTE 4.250% 9/0 | 03674XAM8 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 8,300,000 | $15,770 | 2.3% | $6.44 | — | SPON ADS | 05280R100 |
| — | EAGLE BULK SHIPPING INC | 7,031,000 | $11,752 | 1.7% | $1.42 | — | NOTE 5.000% 8/0 | 269442AB5 |
| — | CUTERA INC | 7,750,000 | $11,444 | 1.6% | $2.17 | — | NOTE 2.250% 3/1 | 232109AB4 |
| HTZWW | HERTZ GLOBAL HLDGS INC | 1,462,077 | $10,900 | 1.6% | $10.17 | — | *W EXP 06/30/205 | 42806J148 |
| — | ATI INC | 4,000,000 | $8,074 | 1.2% | $1.83 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | MICROSTRATEGY INC | 17,000,000 | $8,038 | 1.1% | $1.55 | — | NOTE 0.750%12/1 | 594972AC5 |
| HYG | ISHARES TR | 100,920 | $7,431 | 1.1% | $73.63 | — | IBOXX HI YD ETF | 464288513 |
| SNOW | SNOWFLAKE INC | 50,000 | $7,177 | 1.0% | $209.17 | -27.1% | CL A | 833445109 |
| — | CORENERGY INFRASTRUCTURE TR | 9,773,000 | $7,058 | 1.0% | $0.75 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| — | SPOTIFY USA INC | 7,275,000 | $5,870 | 0.8% | $0.86 | — | NOTE 3/1 | 84921RAB6 |
| — | COINBASE GLOBAL INC | 10,000,000 | $5,741 | 0.8% | $0.56 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| — | BRIDGEBIO PHARMA INC | 10,000,000 | $4,624 | 0.7% | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | 2U INC | 7,000,000 | $4,548 | 0.7% | $1.65 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| — | AHREN ACQUISITION CORP | 350,000 | $3,582 | 0.5% | $9.92 | — | CLASS A ORD SHS | G01322109 |
| GDXJ | VANECK ETF TRUST | 99,930 | $3,563 | 0.5% | $35.65 | — | JUNIOR GOLD MINE | 92189F791 |
| — | HESKA CORP | 3,250,000 | $3,388 | 0.5% | $2.27 | — | NOTE 3.750% 9/1 | 42805EAB4 |
| SDRL | SEADRILL 2021 LTD | 98,457 | $3,214 | 0.5% | $30.69 | 0.0% | COM | G7997W102 |
| — | COLLIERS INTL GROUP INC | 1,500,000 | $2,519 | 0.4% | $2.02 | — | NOTE 4.000% 6/0 | 194693AB3 |
| — | AURORA CANNABIS INC | 2,000,000 | $1,936 | 0.3% | $0.78 | — | NOTE 5.500% 2/2 | 05156XAG3 |
| — | FREELINE THERAPEUTICS HLDGS | 4,000,000 | $1,900 | 0.3% | $4.11 | — | SPONSORED ADS | 35655L107 |
| OKTA | OKTA INC | 25,000 | $1,708 | 0.2% | $86.03 | -33.6% | CL A | 679295105 |
| — | LAZARD GROWTH ACQUISITION CO | 165,380 | $1,670 | 0.2% | $9.78 | — | CL A ORD SHS | G54035103 |
| — | ROSS ACQUISITION CORP II | 150,493 | $1,523 | 0.2% | $9.74 | — | SHS CL A | G7641C106 |
| — | APOLLO STRATEGIC GRWT CPTL I | 149,123 | $1,494 | 0.2% | $9.74 | — | SHS CL A | G0412A102 |
| — | WARBURG PINCUS CAPTAL CORP I | 147,000 | $1,483 | 0.2% | $9.88 | — | SHS CL A | G9460M108 |
| — | CAZOO GROUP LTD | 8,735,220 | $1,370 | 0.2% | $1.02 | — | COM | G2007L105 |
| IAG | IAMGOLD CORP | 500,100 | $1,290 | 0.2% | — | — | Put | 450913108 |
| — | INFORMATICA INC | 79,187 | $1,290 | 0.2% | $16.29 | — | COM CL A | 45674M101 |
| — | ALBEMARLE CORP | 286,881 | $1,267 | 0.2% | $4.42 | — | COM | 000000000 |
| SLAMF | SLAM CORP | 115,082 | $1,163 | 0.2% | $9.75 | +2.6% | CL A SHS | G8210L105 |
| — | INSEEGO CORP | 2,000,000 | $1,041 | 0.1% | $1.06 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| — | SVF INVESTMENT CORP | 100,000 | $1,011 | 0.1% | $10.05 | — | CL A SHS | G8601L102 |
| TECK | TECK RESOURCES LTD | 26,130 | $988 | 0.1% | $33.74 | +2.6% | CL B | 878742204 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 96,487 | $975 | 0.1% | $9.86 | +1.6% | SHS CL A | G50737108 |
| — | CHURCHILL CAPITAL CORP V | 78,396 | $779 | 0.1% | $9.91 | — | COM CL A | 17144T107 |
| — | WARBURG PINCUS CAPTAL CORP I | 70,488 | $712 | 0.1% | $9.87 | — | SHS CL A | G9461D107 |
| — | PANACEA ACQUISITION CORP II | 59,681 | $600 | 0.1% | $10.02 | — | CL A SHS | G6882C106 |
| — | NEW VISTA ACQUISITION CORP | 52,821 | $533 | 0.1% | $9.67 | — | CL A SHS | G6529L105 |
| BLUAF | BLUERIVER ACQUISITION CORP | 50,004 | $505 | 0.1% | $9.73 | +2.7% | SHS CL A | G1261Q107 |
| GEO | GEO GROUP INC NEW | 25,000 | $274 | 0.0% | — | — | Call | 36162J106 |
| — | MSD ACQUISITION CORP | 24,300 | $245 | 0.0% | $9.84 | — | CLASS A ORD SHS | G5709C109 |
| — | INTEGRA RES CORP | 311,664 | $197 | 0.0% | $2.91 | — | COM NEW | 45826T301 |
| — | GOL LINHAS AEREAS INTELIGENT | 25,553 | $68 | 0.0% | $9.84 | — | SPON ADR PFD NEW | 38045R206 |
| SKILW | SKILLSOFT CORP | 450,630 | $57 | 0.0% | $1.85 | — | *W EXP 06/11/202 | 83066P119 |
| — | AHREN ACQUISITION CORP | 175,000 | $15 | 0.0% | $0.30 | — | *W EXP 12/09/202 | G01322125 |
| — | APOLLO STRATEGIC GRWT CPTL I | 29,824 | $4 | 0.0% | $1.31 | — | *W EXP 02/12/202 | G0412A128 |
| — | ROSS ACQUISITION CORP II | 50,164 | $3 | 0.0% | $0.96 | — | *W EXP 02/01/202 | G7641C114 |
| — | ALLEGO N V | 24,328 | $2 | 0.0% | $1.07 | — | *W EXP 03/16/202 | N0796A118 |
| — | SLAM CORP | 25,020 | $2 | 0.0% | $1.08 | — | *W EXP 02/23/202 | G8210L121 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 24,121 | $2 | 0.0% | $1.24 | — | *W EXP 01/30/202 | G50737124 |
| SONWQ | SONDER HOLDINGS INC | 18,898 | $2 | 0.0% | $0.74 | — | *W EXP 01/18/202 | 83542D110 |
| SBIGW | SPRINGBIG HOLDINGS INC | 50,000 | $1 | 0.0% | $0.10 | — | *W EXP 06/14/202 | 85021Q116 |
| — | NEW VISTA ACQUISITION CORP | 17,607 | $1 | 0.0% | $1.02 | — | *W EXP 02/01/202 | G6529L121 |
| DCFWQ | TRITIUM DCFD LIMITED | 3,333 | $1 | 0.0% | $0.29 | — | *W EXP 01/13/202 | Q9225T116 |
| BLUAW | BLUERIVER ACQUISITION CORP | 16,639 | $0 | 0.0% | $0.96 | — | *W EXP 01/04/202 | G1261Q115 |
| — | LAZARD GROWTH ACQUISITION CO | 33,075 | $0 | 0.0% | $1.15 | — | *W EXP 02/10/202 | G54035111 |