Location: Lajolla, CA
CIK: 0001301396 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 13, 2018
Total Value: $168M (3.1% shares, 96.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LGI HOMES INC | 8,143,000 | $28.36M | 16.8% | $1.81 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | PDL BIOPHARMA INC | 8,735,000 | $8.495M | 5.0% | $0.83 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | TWO HBRS INVT CORP | 7,250,000 | $7.712M | 4.6% | $1.05 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | CARRIAGE SVCS INC | 5,826,000 | $7.265M | 4.3% | $1.24 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | CAESARS ENTMT CORP | 3,645,000 | $7.067M | 4.2% | $1.94 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | TTM TECHNOLOGIES INC | 4,020,000 | $6.899M | 4.1% | $1.51 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | RENEWABLE ENERGY GROUP INC | 5,000,000 | $6.406M | 3.8% | $1.35 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | ARBOR RLTY TR INC | 5,687,000 | $6.163M | 3.7% | $1.06 | — | NOTE 6.500%10/0 | 038923AA6 |
| — | IGI LABORATORIES INC | 6,243,000 | $5.494M | 3.3% | $0.99 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | CTRIP COM INTL LTD | 5,000,000 | $5.27M | 3.1% | $1.10 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | SUCAMPO PHARMACEUTICALS INC | 4,000,000 | $4.871M | 2.9% | $1.22 | — | NOTE 3.250%12/1 | 864909AB2 |
| — | TESLA INC | 4,500,000 | $4.869M | 2.9% | $0.98 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | DEPOMED INC | 5,500,000 | $4.633M | 2.8% | $0.90 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | APOLLO COML REAL EST FIN INC | 4,170,000 | $4.571M | 2.7% | $1.09 | — | 5.500% 3/1 | 03762UAA3 |
| — | AMAG PHARMACEUTICALS INC | 5,250,000 | $4.54M | 2.7% | $0.94 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | SOLARCITY CORP | 4,299,000 | $3.998M | 2.4% | $0.88 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | ACORDA THERAPEUTICS INC | 4,586,000 | $3.904M | 2.3% | $0.82 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | THERAVANCE BIOPHARMA INC | 3,500,000 | $3.842M | 2.3% | $1.24 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | M/I HOMES INC | 3,500,000 | $3.8M | 2.3% | $1.09 | — | NOTE 3.000% 3/0 | 55292PAB1 |
| — | ENDOLOGIX INC | 3,900,000 | $3.544M | 2.1% | $0.99 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | ENCORE CAP GROUP INC | 2,869,000 | $3.201M | 1.9% | $1.03 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | TELADOC INC | 2,500,000 | $2.814M | 1.7% | $1.13 | — | NOTE 3.000%12/1 | 87918AAA3 |
| — | MICROCHIP TECHNOLOGY INC | 1,500,000 | $2.558M | 1.5% | $1.75 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | GRANITE PT MTG TR INC | 2,500,000 | $2.491M | 1.5% | $1.00 | — | NOTE 5.625%12/0 | 38741LAB3 |
| — | RADIUS HEALTH INC | 2,500,000 | $2.372M | 1.4% | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | SILVER STD RES INC | 2,250,000 | $2.219M | 1.3% | $0.98 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | GREEN PLAINS INC | 2,000,000 | $1.896M | 1.1% | $1.03 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | TUTOR PERINI CORP | 1,660,000 | $1.84M | 1.1% | $1.14 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | PANDORA MEDIA INC | 2,000,000 | $1.778M | 1.1% | $0.89 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | NEW MTN FIN CORP | 1,625,000 | $1.674M | 1.0% | $1.03 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | PTC THERAPEUTICS INC | 2,000,000 | $1.556M | 0.9% | $0.80 | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | BLACK RIDGE ACQUISITION CORP | 140,000 | $1.419M | 0.8% | $10.14 | — | UNIT 10/05/2022 | 09216T206 |
| — | LAYNE CHRISTENSEN CO | 1,000,000 | $1.244M | 0.7% | $1.25 | — | NOTE 8.000% 5/0 | 521050AD6 |
| — | INVACARE CORP | 1,000,000 | $1.237M | 0.7% | $1.24 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | AEGERION PHARMACEUTICALS INC | 1,500,000 | $1.216M | 0.7% | $0.69 | — | NOTE 2.000% 8/1 | 00767EAB8 |
| — | FORUM MERGER CORP | 98,100 | $1.069M | 0.6% | $10.19 | — | UNIT 06/01/2024 | 34985B202 |
| — | JEFFERIES GROUP INC NEW | 1,000,000 | $1M | 0.6% | $1.00 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | RENEWABLE ENERGY GROUP INC | 877,000 | $922K | 0.5% | $1.05 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | INDUSTREA ACQUISITION CORP | 80,000 | $804K | 0.5% | $10.11 | — | UNIT 07/21/2024 | 45579J203 |
| — | PENSARE ACQUISITION CORP | 72,100 | $744K | 0.4% | $10.33 | — | UNIT 07/27/2022 | 70957E204 |
| — | KEYW HLDG CORP | 795,000 | $732K | 0.4% | $0.97 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | MODERN MEDIA ACQUISITION | 60,000 | $631K | 0.4% | $10.27 | — | UNIT 99/99/9999 | 60765P202 |
| — | TESLA INC | 500,000 | $582K | 0.3% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | HOSTESS BRANDS INC | 200,000 | $463K | 0.3% | $2.31 | — | *W EXP 11/04/202 | 44109J114 |
| — | WILLSCOT CORP | 100,000 | $144K | 0.1% | $1.44 | — | *W EXP 09/10/202 | 971375118 |