Location: Lajolla, CA
CIK: 0001301396 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Mar 4, 2019
Total Value: $172M (21.5% shares, 78.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AMAG PHARMACEUTICALS INC | 8,800,000 | $9.187M | 5.3% | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | RESTORATION HARDWARE HLDGS I | 7,000,000 | $8.442M | 4.9% | $1.21 | — | NOTE 6/1 | 761283AD2 |
| — | TWO HBRS INVT CORP | 7,750,000 | $7.976M | 4.6% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | THERAVANCE BIOPHARMA INC | 6,500,000 | $7.702M | 4.5% | $1.16 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | PDL BIOPHARMA INC | 7,175,000 | $7.034M | 4.1% | $0.85 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | RENEWABLE ENERGY GROUP INC | 2,500,000 | $6.816M | 4.0% | $1.35 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | TESLA INC | 5,100,000 | $4.888M | 2.8% | $0.98 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | CTRIP COM INTL LTD | 5,000,000 | $4.877M | 2.8% | $1.10 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | INTERCEPT PHARMACEUTICALS IN | 4,800,000 | $4.843M | 2.8% | $0.09 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | SOLARCITY CORP | 5,479,000 | $4.769M | 2.8% | $0.88 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | MICROCHIP TECHNOLOGY INC | 4,400,000 | $4.648M | 2.7% | $1.19 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | DERMIRA INC | 5,140,000 | $4.288M | 2.5% | $0.83 | — | NOTE 3.000% 5/1 | 24983LAB0 |
| — | FORUM MERGER II CORP | 405,615 | $4.101M | 2.4% | $10.11 | — | UNIT 09/30/2025 | 34986F202 |
| — | CAESARS ENTMT CORP | 2,469,000 | $4.03M | 2.3% | $1.94 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | TEAM INC | 3,000,000 | $3.796M | 2.2% | $1.27 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | MEDICINES CO | 4,000,000 | $3.666M | 2.1% | $0.98 | — | NOTE 2.750% 7/1 | 584688AG0 |
| SEALTD 2.25 07/01/23 * | SEA LTD | 3,500,000 | $3.456M | 2.0% | $0.99 | — | DEBT 2.250% 7/0 | G7948TAA7 |
| — | PRETIUM RES INC | 3,767,000 | $3.328M | 1.9% | $0.84 | — | NOTE 2.250% 3/1 | 74139CAB8 |
| GDSHDG 2 06/01/25 REGS | GDS HLDGS LTD | 3,500,000 | $3.231M | 1.9% | $0.92 | — | DEBT 2.000% 6/0 | G3902LAA7 |
| — | CM SEVEN STAR ACQUISITION CO | 287,500 | $3.162M | 1.8% | $11.00 | — | UNIT 08/21/2022 | G2345N128 |
| LQD | ISHARES TR | 27,400 | $3.149M | 1.8% | $116.08 | — | IBOXX INV CP ETF | 464287242 |
| — | ENCORE CAP GROUP INC | 3,119,000 | $3.134M | 1.8% | $1.04 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | PURE ACQUISITION CORP | 299,000 | $3.102M | 1.8% | $10.37 | — | UNIT 04/13/2023 | 74621Q205 |
| — | ENCORE CAP GROUP INC | 3,000,000 | $3.007M | 1.7% | $1.17 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | NXP SEMICONDUCTORS N V | 2,850,000 | $2.965M | 1.7% | $1.04 | — | NOTE 1.000%12/0 | 62952QAB6 |
| MOMO 1.25 07/01/25 REGS | MOMO INC | 3,000,000 | $2.915M | 1.7% | $0.97 | — | DEBT 1.250% 7/0 | G6200PAA0 |
| — | ENDOLOGIX INC | 4,150,000 | $2.866M | 1.7% | $0.98 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | MTECH ACQUISITION CORP | 214,745 | $2.555M | 1.5% | $10.17 | — | UNIT 01/19/2023 | 55378W206 |
| — | NEW MTN FIN CORP | 2,500,000 | $2.516M | 1.5% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | MICROCHIP TECHNOLOGY INC | 1,500,000 | $2.273M | 1.3% | $1.75 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TWELVE SEAS INVESTMENT COMPA | 209,000 | $2.163M | 1.3% | $10.35 | — | UNIT 06/21/2023 | G9145A123 |
| — | TESLA INC | 2,000,000 | $2.052M | 1.2% | $1.17 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | INFINERA CORPORATION | 2,000,000 | $2.031M | 1.2% | $1.02 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | NEW MTN FIN CORP | 2,000,000 | $2.02M | 1.2% | $1.01 | — | NOTE 5.000% 6/1 | 647551AB6 |
| — | TKK SYMPHONY ACQUISITION COR | 180,000 | $1.818M | 1.1% | $10.10 | — | UNIT 08/15/2023 | G88950111 |
| — | TIBERIUS ACQUISITION CORP | 150,000 | $1.538M | 0.9% | $10.09 | — | UNIT 02/28/2021 | 88633A206 |
| — | THUNDER BRIDGE ACQUISITION L | 150,000 | $1.524M | 0.9% | $10.16 | — | UNIT 01/01/2025 | G8857R118 |
| — | LF CAP ACQUISITION CORP | 139,090 | $1.408M | 0.8% | $10.07 | — | UNIT 06/19/2025 | 50200K207 |
| — | GSV CAP CORP | 1,392,000 | $1.346M | 0.8% | $1.00 | — | NOTE 4.750% 3/2 | 36191JAC5 |
| — | NANTHEALTH INC | 2,100,000 | $1.314M | 0.8% | $0.71 | — | NOTE 5.500%12/1 | 630104AB3 |
| — | GORDON POINTE ACQUISITION CO | 125,000 | $1.313M | 0.8% | $10.33 | — | UNIT 01/18/2023 | 382788206 |
| — | ACORDA THERAPEUTICS INC | 1,528,000 | $1.302M | 0.8% | $0.85 | — | NOTE 1.75% 6/1 | 00484MAA4 |
| — | ALLEGRO MERGER CORP | 126,000 | $1.294M | 0.8% | $10.27 | — | UNIT 12/31/2023 | 01749N301 |
| — | TRINITY MERGER CORP | 121,868 | $1.253M | 0.7% | $10.06 | — | UNIT 05/11/2025 | 89653L205 |
| — | NOVAVAX INC | 2,000,000 | $1.234M | 0.7% | $0.62 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | AEGERION PHARMACEUTICALS INC | 1,500,000 | $1.14M | 0.7% | $0.76 | — | NOTE 2.000% 8/1 | 00767EAB8 |
| — | BLACK RIDGE ACQUISITION CORP | 100,900 | $1.126M | 0.7% | $10.14 | — | UNIT 10/05/2022 | 09216T206 |
| — | ENCORE CAP EUROPE FIN LTD | 1,000,000 | $1.028M | 0.6% | $1.03 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | BRISTOW GROUP INC | 1,000,000 | $1.015M | 0.6% | $1.01 | — | NOTE 4.500% 6/0 | 110394AF0 |
| — | TENZING ACQUISITION CORP | 100,000 | $1.006M | 0.6% | $10.06 | — | UNIT 08/24/2024 | G8708A124 |
| — | ROVI CORP | 1,000,000 | $955K | 0.6% | $0.95 | — | NOTE 0.500% 3/0 | 779376AD4 |
| SPY | SPDR S&P 500 ETF TR | 3,250 | $945K | 0.5% | $263.14 | — | TR UNIT | 78462F103 |
| — | CALAMP CORP | 893,000 | $939K | 0.5% | $1.07 | — | NOTE 1.625% 5/1 | 128126AB5 |
| — | INDUSTREA ACQUISITION CORP | 80,000 | $890K | 0.5% | $10.11 | — | UNIT 07/21/2024 | 45579J203 |
| — | NEW YORK MTG TR INC | 827,000 | $819K | 0.5% | $0.99 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | HL ACQUISITIONS CORP | 75,000 | $770K | 0.4% | $10.27 | — | UNIT 06/21/2023 | G4603R114 |
| — | RADIUS HEALTH INC | 1,000,000 | $769K | 0.4% | $0.77 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | LONGEVITY ACQUISITION CORP | 65,000 | $666K | 0.4% | $10.25 | — | UNIT 08/29/2024 | G56372108 |
| — | FORUM MERGER II CORP | 69,385 | $663K | 0.4% | $9.56 | — | CL A | 34986F103 |
| — | PENSARE ACQUISITION CORP | 51,700 | $553K | 0.3% | $10.33 | — | UNIT 07/27/2022 | 70957E204 |
| — | MUDRICK CAP ACQUISITION CORP | 50,000 | $515K | 0.3% | $10.27 | — | UNIT 02/01/2023 | 624745204 |
| — | MODERN MEDIA ACQUISITION | 40,000 | $434K | 0.3% | $10.85 | — | UNIT 99/99/9999 | 60765P202 |
| — | HOSTESS BRANDS INC | 300,000 | $317K | 0.2% | $1.90 | — | *W EXP 11/04/202 | 44109J114 |
| — | VECTOR GROUP LTD | 3,000 | $313K | 0.2% | $1.07 | — | FRNT | 92240MBC1 |
| — | BLACKSTONE MTG TR INC | 300,000 | $299K | 0.2% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| SMPL | SIMPLY GOOD FOODS CO | 10,200 | $198K | 0.1% | $17.39 | 0.0% | COM | 82900L102 |
| — | NOVELION THERAPEUTICS INC | 63,734 | $189K | 0.1% | $2.97 | — | COM NEW | 67001K202 |
| — | BISON CAP ACQUISITION CORP | 100,000 | $52,000 | 0.0% | $0.52 | — | *W EXP 06/20/202 | G1142P112 |
| — | MTECH ACQUISITION CORP | 6,500 | $7,000 | 0.0% | $1.08 | — | *W EXP 08/01/202 | 55378W115 |