Location: Lajolla, CA
CIK: 0001301396 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 13, 2019
Total Value: $177M (24.7% shares, 75.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PDL BIOPHARMA INC | 9,675,000 | $9.846M | 5.6% | $0.89 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | AMAG PHARMACEUTICALS INC | 8,800,000 | $8.067M | 4.6% | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | RESTORATION HARDWARE HLDGS I | 7,000,000 | $7.833M | 4.4% | $1.21 | — | NOTE 6/1 | 761283AD2 |
| — | TWO HBRS INVT CORP | 7,222,000 | $7.072M | 4.0% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | THERAVANCE BIOPHARMA INC | 6,500,000 | $6.703M | 3.8% | $1.16 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | TESLA INC | 5,100,000 | $5.742M | 3.2% | $0.98 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | IRONWOOD PHARMACEUTICALS INC | 6,000,000 | $5.639M | 3.2% | $0.94 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | SOLARCITY CORP | 5,621,000 | $5.276M | 3.0% | $0.88 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | TEAM INC | 4,500,000 | $4.496M | 2.5% | $1.18 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | ASSERTIO THERAPEUTICS INC | 6,500,000 | $4.4M | 2.5% | $0.68 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | DERMIRA INC | 5,592,000 | $4.335M | 2.4% | $0.83 | — | NOTE 3.000% 5/1 | 24983LAB0 |
| — | MICROCHIP TECHNOLOGY INC | 4,400,000 | $4.325M | 2.4% | $1.19 | — | NOTE 2.250% 2/1 | 595017AH7 |
| IQ 3.75 12/01/23 REGS | IQIYI INC | 4,500,000 | $4.307M | 2.4% | $0.96 | — | DEBT 3.750%12/0 | G4939KAA4 |
| — | GRANITE PT MTG TR INC | 3,750,000 | $3.708M | 2.1% | $0.99 | — | NOTE 5.625%12/0 | 38741LAB3 |
| — | EVERBRIDGE INC | 2,000,000 | $3.538M | 2.0% | $1.77 | — | NOTE 1.500%11/0 | 29978AAA2 |
| — | PRETIUM RES INC | 3,892,000 | $3.53M | 2.0% | $0.84 | — | NOTE 2.250% 3/1 | 74139CAB8 |
| — | APOLLO COML REAL EST FIN INC | 3,520,000 | $3.389M | 1.9% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | PURE ACQUISITION CORP | 309,000 | $3.214M | 1.8% | $10.38 | — | UNIT 04/13/2023 | 74621Q205 |
| MOMO 1.25 07/01/25 REGS | MOMO INC | 3,928,000 | $3.064M | 1.7% | $0.93 | — | DEBT 1.250% 7/0 | G6200PAA0 |
| SEALTD 2.25 07/01/23 * | SEA LTD | 3,500,000 | $3.043M | 1.7% | $0.99 | — | DEBT 2.250% 7/0 | G7948TAA7 |
| — | MEDICINES CO | 4,000,000 | $3.035M | 1.7% | $0.98 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | VECTOR GROUP LTD | 3,000,000 | $3.021M | 1.7% | $1.01 | — | FRNT 4/1 | 92240MBC1 |
| — | ENCORE CAP GROUP INC | 3,500,000 | $2.878M | 1.6% | $1.12 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | CTRIP COM INTL LTD | 3,000,000 | $2.786M | 1.6% | $1.10 | — | NOTE 1.990% 7/0 | 22943FAF7 |
| GDSHDG 2 06/01/25 REGS | GDS HLDGS LTD | 3,500,000 | $2.532M | 1.4% | $0.92 | — | DEBT 2.000% 6/0 | G3902LAA7 |
| — | NEW MTN FIN CORP | 2,505,000 | $2.485M | 1.4% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| AGG | ISHARES TR | 23,000 | $2.449M | 1.4% | $106.48 | — | CORE US AGGBD ET | 464287226 |
| — | TESLA INC | 2,000,000 | $2.432M | 1.4% | $1.17 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | DD3 ACQUISITION CORP | 227,000 | $2.275M | 1.3% | $10.02 | — | UNIT 10/12/2023 | G2692M129 |
| — | TILRAY INC | 3,000,000 | $2.156M | 1.2% | $0.72 | — | DEBT 5.000%10/0 | U8961EAA4 |
| — | MTECH ACQUISITION CORP | 203,446 | $2.154M | 1.2% | $10.17 | — | UNIT 01/19/2023 | 55378W206 |
| — | TWELVE SEAS INVESTMENT COMPA | 207,600 | $2.131M | 1.2% | $10.35 | — | UNIT 06/21/2023 | G9145A123 |
| — | GRAF INDL CORP | 200,000 | $2M | 1.1% | $10.00 | — | UNIT 12/31/2025 | 384278206 |
| — | ENDOLOGIX INC | 2,745,000 | $1.963M | 1.1% | $0.98 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | ARYA SCIENCES ACQUISITION CO | 180,699 | $1.868M | 1.1% | $10.34 | — | UNIT 10/04/2023 | G3165V117 |
| — | TKK SYMPHONY ACQUISITION COR | 180,000 | $1.816M | 1.0% | $10.10 | — | UNIT 08/15/2023 | G88950111 |
| — | MEDICINES CO | 2,000,000 | $1.726M | 1.0% | $0.86 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | GSV CAP CORP | 1,937,000 | $1.696M | 1.0% | $0.96 | — | NOTE 4.750% 3/2 | 36191JAC5 |
| — | TIBERIUS ACQUISITION CORP | 151,000 | $1.542M | 0.9% | $10.09 | — | UNIT 02/28/2021 | 88633A206 |
| — | THUNDER BRIDGE ACQUISITION L | 150,000 | $1.527M | 0.9% | $10.16 | — | UNIT 01/01/2025 | G8857R118 |
| — | AMCI ACQUISITION CORP | 150,000 | $1.493M | 0.8% | $9.95 | — | UNIT 01/07/2019 | 00165R200 |
| — | LF CAP ACQUISITION CORP | 139,090 | $1.409M | 0.8% | $10.07 | — | UNIT 06/19/2025 | 50200K207 |
| — | GORDON POINTE ACQUISITION CO | 125,000 | $1.297M | 0.7% | $10.33 | — | UNIT 01/18/2023 | 382788206 |
| — | ALLEGRO MERGER CORP | 125,509 | $1.295M | 0.7% | $10.27 | — | UNIT 12/31/2023 | 01749N301 |
| — | TRINITY MERGER CORP | 121,868 | $1.259M | 0.7% | $10.06 | — | UNIT 05/11/2025 | 89653L205 |
| — | NANTHEALTH INC | 2,140,000 | $1.239M | 0.7% | $0.70 | — | NOTE 5.500%12/1 | 630104AB3 |
| — | NOVAVAX INC | 2,000,000 | $1.225M | 0.7% | $0.62 | — | NOTE 3.750% 2/0 | 670002AB0 |
| SPYV | SPDR SERIES TRUST | 45,000 | $1.222M | 0.7% | $27.16 | — | PRTFLO S&P500 VL | 78464A508 |
| — | AEGERION PHARMACEUTICALS INC | 1,500,000 | $1.138M | 0.6% | $0.76 | — | NOTE 2.000% 8/1 | 00767EAB8 |
| BKLN | INVESCO EXCHNG TRADED FD TR | 50,000 | $1.089M | 0.6% | $21.78 | — | SR LN ETF | 46138G508 |
| — | NEW YORK MTG TR INC | 1,090,000 | $1.076M | 0.6% | $0.99 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | CLOVIS ONCOLOGY INC | 1,500,000 | $1.054M | 0.6% | $0.70 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | BLACK RIDGE ACQUISITION CORP | 100,900 | $1.054M | 0.6% | $10.14 | — | UNIT 10/05/2022 | 09216T206 |
| — | ENCORE CAP GROUP INC | 1,119,000 | $1.015M | 0.6% | $1.04 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | TENZING ACQUISITION CORP | 100,000 | $1.007M | 0.6% | $10.06 | — | UNIT 08/24/2024 | G8708A124 |
| TLT | ISHARES TR | 8,000 | $972K | 0.5% | $121.50 | — | 20 YR TR BD ETF | 464287432 |
| — | CHASERG TECHNLGY ACQUISITN C | 94,000 | $939K | 0.5% | $9.99 | — | UNIT 09/30/2023 | 16166A202 |
| — | INTERCEPT PHARMACEUTICALS IN | 1,000,000 | $926K | 0.5% | $0.09 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| VTI | VANGUARD INDEX FDS | 6,800 | $868K | 0.5% | $127.65 | — | TOTAL STK MKT | 922908769 |
| VV | VANGUARD INDEX FDS | 7,200 | $827K | 0.5% | $114.86 | — | LARGE CAP ETF | 922908637 |
| — | FINTECH ACQUISITION CORP III | 80,000 | $800K | 0.5% | $10.00 | — | UNIT 12/01/2023 | 31811A309 |
| — | HL ACQUISITIONS CORP | 74,600 | $772K | 0.4% | $10.27 | — | UNIT 06/21/2023 | G4603R114 |
| — | MAGNOLIA OIL & GAS CORP | 252,100 | $764K | 0.4% | $3.03 | — | *W EXP 07/31/202 | 559663117 |
| LQD | ISHARES TR | 6,400 | $722K | 0.4% | $116.08 | — | IBOXX INV CP ETF | 464287242 |
| HYG | ISHARES TR | 8,600 | $697K | 0.4% | $81.05 | — | IBOXX HI YD ETF | 464288513 |
| — | FORUM MERGER II CORP | 69,385 | $670K | 0.4% | $9.56 | — | CL A | 34986F103 |
| — | LONGEVITY ACQUISITION CORP | 65,000 | $661K | 0.4% | $10.25 | — | UNIT 08/29/2024 | G56372108 |
| — | MTECH ACQUISITION CORP | 63,394 | $640K | 0.4% | $10.10 | — | COM CLASS A | 55378W107 |
| — | PENSARE ACQUISITION CORP | 51,700 | $545K | 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 | $415K | 0.2% | $10.85 | — | UNIT 99/99/9999 | 60765P202 |
| — | INFINERA CORPORATION | 500,000 | $364K | 0.2% | $1.02 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | CF FIN ACQUISITION CORP | 36,400 | $364K | 0.2% | $10.00 | — | UNIT 04/30/2025 | 12528N206 |
| SPY | SPDR S&P 500 ETF TR | 1,200 | $300K | 0.2% | $263.14 | — | TR UNIT | 78462F103 |
| — | BLACKSTONE MTG TR INC | 300,000 | $298K | 0.2% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | NOVELION THERAPEUTICS INC | 63,734 | $54,000 | 0.0% | $2.97 | — | COM NEW | 67001K202 |
| — | SPIRIT RLTY CAP INC NEW | 30,000 | $30,000 | 0.0% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | BISON CAP ACQUISITION CORP | 100,000 | $20,000 | 0.0% | $0.52 | — | *W EXP 06/20/202 | G1142P112 |
| — | MTECH ACQUISITION CORP | 9,500 | $6,000 | 0.0% | $0.94 | — | *W EXP 08/01/202 | 55378W115 |
| — | BLACK RIDGE ACQUISITION CORP | 10,000 | $3,000 | 0.0% | $0.30 | — | *W EXP 07/10/202 | 09216T115 |