Location: Lajolla, CA
CIK: 0001301396 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 12, 2017
Total Value: $125M (4.3% shares, 95.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TTM TECHNOLOGIES INC | 6,020,000 | $10.64M | 8.5% | $1.51 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | LGI HOMES INC | 5,693,000 | $9.386M | 7.5% | $1.43 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | PDL BIOPHARMA INC | 8,575,000 | $7.546M | 6.0% | $0.82 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | CARRIAGE SVCS INC | 5,000,000 | $6.523M | 5.2% | $1.24 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | SOLARCITY CORP | 7,189,000 | $6.425M | 5.1% | $0.88 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | APOLLO COML REAL EST FIN INC | 5,670,000 | $6.22M | 5.0% | $1.09 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | TESLA INC | 6,000,000 | $5.892M | 4.7% | $0.98 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ENDOLOGIX INC | 5,575,000 | $5.504M | 4.4% | $1.00 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | SPECTRUM PHARMACEUTICALS INC | 4,469,000 | $4.564M | 3.6% | $0.91 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | TOLL BROS FIN CORP | 4,298,000 | $4.276M | 3.4% | $0.99 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | CHESAPEAKE ENERGY CORP | 4,000,000 | $4.153M | 3.3% | $1.04 | — | NOTE 5.500% 9/1 | 165167CR6 |
| — | CTRIP COM INTL LTD | 3,500,000 | $3.883M | 3.1% | $1.08 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | ENCORE CAP GROUP INC | 3,865,000 | $3.683M | 2.9% | $1.00 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | ALBANY MOLECULAR RESH INC | 3,325,000 | $3.637M | 2.9% | $1.21 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | THERAVANCE BIOPHARMA INC | 2,500,000 | $3.18M | 2.5% | $1.20 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | PANDORA MEDIA INC | 3,000,000 | $2.999M | 2.4% | $1.00 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | CONVERGYS CORP | 1,500,000 | $2.972M | 2.4% | $1.98 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | KEYW HLDG CORP | 3,000,000 | $2.903M | 2.3% | $0.97 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | INTERCEPT PHARMACEUTICALS IN | 3,000,000 | $2.804M | 2.2% | $1.12 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | VERISIGN INC | 1,000,000 | $2.554M | 2.0% | $2.55 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | ACORDA THERAPEUTICS INC | 3,000,000 | $2.547M | 2.0% | $0.80 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | SILVER STD RES INC | 2,250,000 | $2.208M | 1.8% | $0.92 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | VECTOR GROUP LTD | 1,817,000 | $2.061M | 1.6% | $1.10 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | IGI LABORATORIES INC | 2,000,000 | $2.005M | 1.6% | $0.98 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | DEPOMED INC | 2,000,000 | $1.884M | 1.5% | $0.94 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | TWO HBRS INVT CORP | 1,750,000 | $1.795M | 1.4% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| SPY | SPDR S&P 500 ETF TR | 7,500 | $1.768M | 1.4% | $205.47 | — | TR UNIT | 78462F103 |
| VTI | VANGUARD INDEX FDS | 14,000 | $1.698M | 1.4% | $105.41 | — | TOTAL STK MKT | 922908769 |
| — | ARBOR RLTY TR INC | 1,500,000 | $1.579M | 1.3% | $1.02 | — | NOTE 6.500%10/0 | 038923AA6 |
| — | SEACOR HOLDINGS INC | 1,500,000 | $1.526M | 1.2% | $1.03 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | ALLEGHENY TECHNOLOGIES INC | 850,000 | $1.263M | 1.0% | $1.37 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| AAPL | APPLE INC | 8,700 | $1.25M | 1.0% | $26.09 | +16.7% | COM | 037833100 |
| — | AEGERION PHARMACEUTICALS INC | 1,500,000 | $1.221M | 1.0% | $0.69 | — | NOTE 2.000% 8/1 | 00767EAB8 |
| — | NEW MTN FIN CORP | 808,000 | $836K | 0.7% | $1.03 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | KLR ENERGY ACQUISITION CORP | 70,138 | $724K | 0.6% | $10.32 | — | CL A | 49877M108 |
| — | TESLA INC | 500,000 | $519K | 0.4% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | COBALT INTL ENERGY INC | 1,000,000 | $340K | 0.3% | $0.58 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | COBALT INTL ENERGY INC | 500,000 | $119K | 0.1% | $0.68 | — | NOTE 3.125% 5/1 | 19075FAB2 |