Location: Lajolla, CA
CIK: 0001301396 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 14, 2018
Total Value: $138M (17.0% shares, 83.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PDL BIOPHARMA INC | 9,735,000 | $9.971M | 7.2% | $0.85 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | AMAG PHARMACEUTICALS INC | 7,550,000 | $7.804M | 5.7% | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | CARRIAGE SVCS INC | 5,826,000 | $7.647M | 5.5% | $1.24 | — | NOTE 2.750% 3/1 | 143905AM9 |
| SPY | SPDR S&P 500 ETF TR | 28,000 | $7.368M | 5.3% | $263.14 | — | TR UNIT | 78462F103 |
| — | TWO HBRS INVT CORP | 6,750,000 | $7.037M | 5.1% | $1.05 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | RENEWABLE ENERGY GROUP INC | 5,000,000 | $6.76M | 4.9% | $1.35 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | ARBOR RLTY TR INC | 5,687,000 | $6.188M | 4.5% | $1.06 | — | NOTE 6.500%10/0 | 038923AA6 |
| — | CAESARS ENTMT CORP | 3,469,000 | $6.058M | 4.4% | $1.94 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | CTRIP COM INTL LTD | 5,000,000 | $5.397M | 3.9% | $1.10 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | MICROCHIP TECHNOLOGY Inc | 4,400,000 | $5.313M | 3.9% | $1.21 | — | SDCV 2.250% 2/1 | 595017AG9 |
| — | TESLA INC | 4,500,000 | $4.471M | 3.2% | $0.98 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | APOLLO COML REAL EST FIN INC | 4,170,000 | $4.462M | 3.2% | $1.09 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | DEPOMED INC | 4,500,000 | $3.69M | 2.7% | $0.90 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | ENCORE CAP GROUP INC | 3,119,000 | $3.583M | 2.6% | $1.04 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | THERAVANCE BIOPHARMA INC | 3,500,000 | $3.567M | 2.6% | $1.24 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | ENDOLOGIX INC | 4,150,000 | $3.537M | 2.6% | $0.98 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | ENCORE CAP GROUP INC | 3,000,000 | $3.508M | 2.5% | $1.17 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | SOLARCITY CORP | 3,756,000 | $3.441M | 2.5% | $0.88 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | PRETIUM RES INC | 3,700,000 | $3.08M | 2.2% | $0.83 | — | NOTE 2.250% 3/1 | 74139CAB8 |
| — | MICROCHIP TECHNOLOGY Inc | 1,500,000 | $2.663M | 1.9% | $1.75 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | MTECH ACQUISITION CORP | 250,000 | $2.543M | 1.8% | $10.17 | — | UNIT 01/19/2023 | 55378W206 |
| — | GRANITE PT MTG TR INC | 2,500,000 | $2.456M | 1.8% | $1.00 | — | NOTE 5.625%12/0 | 38741LAB3 |
| — | GREEN PLAINS INC | 2,030,000 | $1.937M | 1.4% | $1.03 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | NANTHEALTH INC | 2,500,000 | $1.766M | 1.3% | $0.71 | — | NOTE 5.500%12/1 | 630104AB3 |
| — | VECTOR GROUP LTD | 1,500,000 | $1.649M | 1.2% | $1.10 | — | FRNT | 92240MBC1 |
| LQD | ISHARES TR | 14,000 | $1.643M | 1.2% | $117.36 | — | IBOXX INV CP ETF | 464287242 |
| — | TIBERIUS ACQUISITION CORP | 150,000 | $1.514M | 1.1% | $10.09 | — | UNIT 02/28/2021 | 88633A206 |
| — | BLACK RIDGE ACQUISITION CORP | 140,000 | $1.459M | 1.1% | $10.14 | — | UNIT 10/05/2022 | 09216T206 |
| NXPI | NXP SEMICONDUCTORS N V | 12,000 | $1.404M | 1.0% | $107.24 | 0.0% | COM | N6596X109 |
| QCOM | QUALCOMM INC | 25,000 | $1.385M | 1.0% | $51.91 | 0.0% | COM | 747525103 |
| — | GORDON POINTE ACQUISITION CO | 125,000 | $1.291M | 0.9% | $10.33 | — | UNIT 01/18/2023 | 382788206 |
| — | GSV CAP CORP | 1,250,000 | $1.263M | 0.9% | $1.01 | — | NOTE 4.750% 3/2 | 36191JAC5 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,000,000 | $1.181M | 0.9% | $1.18 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | NEW MTN FIN CORP | 1,125,000 | $1.152M | 0.8% | $1.03 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | MUDRICK CAP ACQUISITION CORP | 100,000 | $1.022M | 0.7% | $10.22 | — | UNIT 02/01/2023 | 624745204 |
| — | RENEWABLE ENERGY GROUP INC | 877,000 | $972K | 0.7% | $1.05 | — | NOTE 2.750% 6/1 | 75972AAA1 |
| — | PTC THERAPEUTICS INC | 1,000,000 | $935K | 0.7% | $0.80 | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | INDUSTREA ACQUISITION CORP | 80,000 | $832K | 0.6% | $10.11 | — | UNIT 07/21/2024 | 45579J203 |
| — | INSEEGO CORP | 1,000,000 | $805K | 0.6% | $0.81 | — | NOTE 5.500% 6/1 | 45782BAA2 |
| — | PENSARE ACQUISITION CORP | 72,100 | $752K | 0.5% | $10.33 | — | UNIT 07/27/2022 | 70957E204 |
| — | MODERN MEDIA ACQUISITION | 60,000 | $637K | 0.5% | $10.27 | — | UNIT 99/99/9999 | 60765P202 |
| — | TESLA INC | 500,000 | $523K | 0.4% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | MEDICINES CO | 500,000 | $481K | 0.3% | $0.96 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | HOSTESS BRANDS INC | 200,000 | $472K | 0.3% | $2.31 | — | *W EXP 11/04/202 | 44109J114 |
| — | INSMED INC | 500,000 | $444K | 0.3% | $0.89 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | PANDORA MEDIA INC | 400,000 | $367K | 0.3% | $0.89 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | SIMPLY GOOD FOODS CO | 100,000 | $355K | 0.3% | $3.55 | — | *W EXP 07/07/202 | 82900L110 |
| — | WILLSCOT CORP | 200,000 | $334K | 0.2% | $1.55 | — | *W EXP 09/10/202 | 971375118 |
| — | BLACKSTONE MTG TR INC | 300,000 | $296K | 0.2% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | MTECH ACQUISITION CORP | 30,000 | $287K | 0.2% | $9.57 | — | COM CLASS A | 55378W107 |
| — | FORUM MERGER CORP | 74,050 | $88,000 | 0.1% | $1.19 | — | *W EXP 06/01/202 | 34985B111 |