Location: Lajolla, CA
CIK: 0001301396 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 17, 2017
Total Value: $149M (2.2% shares, 97.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LGI HOMES INC | 7,643,000 | $17.35M | 11.6% | $1.70 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | TTM TECHNOLOGIES INC | 5,520,000 | $9.308M | 6.2% | $1.51 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | PDL BIOPHARMA INC | 8,235,000 | $9.002M | 6.0% | $0.82 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | TWO HBRS INVT CORP | 6,850,000 | $7.36M | 4.9% | $1.05 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | CARRIAGE SVCS INC | 5,500,000 | $6.882M | 4.6% | $1.24 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | ENCORE CAP GROUP INC | 5,869,000 | $6.727M | 4.5% | $1.03 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | SPECTRUM PHARMACEUTICALS INC | 4,519,000 | $6.448M | 4.3% | $0.92 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | RENEWABLE ENERGY GROUP INC | 4,500,000 | $5.905M | 4.0% | $1.36 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | CTRIP COM INTL LTD | 5,000,000 | $5.688M | 3.8% | $1.10 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | TESLA INC | 4,500,000 | $5.072M | 3.4% | $0.98 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | IGI LABORATORIES INC | 4,743,000 | $4.57M | 3.1% | $1.03 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | APOLLO COML REAL EST FIN INC | 4,170,000 | $4.519M | 3.0% | $1.09 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | ARBOR RLTY TR INC | 4,187,000 | $4.464M | 3.0% | $1.05 | — | NOTE 6.500%10/0 | 038923AA6 |
| — | THERAVANCE BIOPHARMA INC | 3,500,000 | $4.288M | 2.9% | $1.24 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | SOLARCITY CORP | 4,299,000 | $4.079M | 2.7% | $0.88 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | RADIUS HEALTH INC | 3,500,000 | $3.531M | 2.4% | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | AMAG PHARMACEUTICALS INC | 3,500,000 | $3.405M | 2.3% | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | DEPOMED INC | 4,500,000 | $3.341M | 2.2% | $0.91 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | ACORDA THERAPEUTICS INC | 3,586,000 | $3.237M | 2.2% | $0.81 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | GENERAL CABLE CORP DEL NEW | 3,500,000 | $3.111M | 2.1% | $0.89 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | SUCAMPO PHARMACEUTICALS INC | 3,000,000 | $3.101M | 2.1% | $1.00 | — | DBCV 3.250%12/1 | 864909AA4 |
| — | WESTERN ASSET MTG CAP CORP | 3,000,000 | $2.993M | 2.0% | $1.00 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | ENDOLOGIX INC | 3,400,000 | $2.939M | 2.0% | $1.00 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | MICROCHIP TECHNOLOGY INC | 1,500,000 | $2.622M | 1.8% | $1.75 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | KEYW HLDG CORP | 2,795,000 | $2.612M | 1.7% | $0.97 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | EMERGENT BIOSOLUTIONS INC | 1,500,000 | $2.165M | 1.4% | $1.44 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | GREEN PLAINS INC | 2,000,000 | $2.061M | 1.4% | $1.03 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | LAYNE CHRISTENSEN CO | 1,000,000 | $1.25M | 0.8% | $1.25 | — | NOTE 8.000% 5/0 | 521050AD6 |
| — | AEGERION PHARMACEUTICALS INC | 1,500,000 | $1.219M | 0.8% | $0.69 | — | NOTE 2.000% 8/1 | 00767EAB8 |
| — | PTC THERAPEUTICS INC | 1,500,000 | $1.208M | 0.8% | $0.81 | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | CITRIX SYS INC | 1,000,000 | $1.165M | 0.8% | $1.17 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | FORUM MERGER CORP | 98,100 | $1.006M | 0.7% | $10.19 | — | UNIT 06/01/2024 | 34985B202 |
| — | ENCORE CAP GROUP INCH5 | 1,000,000 | $998K | 0.7% | $1.00 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | QUIDEL CORP | 650,000 | $988K | 0.7% | $1.52 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | TUTOR PERINI CORP | 800,000 | $939K | 0.6% | $1.17 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | PENSARE ACQUISITION CORP | 85,600 | $884K | 0.6% | $10.33 | — | UNIT 07/27/2022 | 70957E204 |
| — | INDUSTREA ACQUISITION CORP | 80,000 | $809K | 0.5% | $10.11 | — | UNIT 07/21/2024 | 45579J203 |
| — | MODERN MEDIA ACQUISITION | 60,000 | $624K | 0.4% | $10.27 | — | UNIT 99/99/9999 | 60765P202 |
| — | TESLA INC | 500,000 | $614K | 0.4% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | SILVER STD RES INC | 500,000 | $501K | 0.3% | $0.94 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | CHESAPEAKE ENERGY CORP | 500,000 | $460K | 0.3% | $1.04 | — | NOTE 5.500% 9/1 | 165167CR6 |