CIK: 0001301396 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 1, 2019
Total Value ($000): $176,444 (33.2% shares, 66.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PDL BIOPHARMA INC | 10,344,000 | $9,921 | 5.6% | $0.96 | — | NOTE 2.750%12/0 | 69329YAJ3 |
| — | TEAM INC | 7,500,000 | $8,288 | 4.7% | $1.11 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | AMAG PHARMACEUTICALS INC | 9,400,000 | $7,732 | 4.4% | $0.94 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| IQ 3.75 12/01/23 REGS | IQIYI INC | 7,700,000 | $7,671 | 4.3% | $1.00 | — | DEBT 3.750%12/0 | G4939KAA4 |
| — | OPKO HEALTH INC | 7,500,000 | $6,204 | 3.5% | $0.92 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | ASSERTIO THERAPEUTICS INC | 8,078,000 | $5,958 | 3.4% | $0.70 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | DISH NETWORK CORP | 6,388,000 | $5,853 | 3.3% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | THERAVANCE BIOPHARMA INC | 6,000,000 | $5,565 | 3.2% | $1.16 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | INTERCEPT PHARMACEUTICALS IN | 4,985,000 | $4,480 | 2.5% | $0.95 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| — | LIGAND PHARMACEUTICALS INC | 5,350,000 | $4,459 | 2.5% | $0.84 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | APOLLO COML REAL EST FIN INC | 4,335,000 | $4,433 | 2.5% | $0.97 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | MEDICINES CO | 3,500,000 | $4,218 | 2.4% | $1.04 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | TESLA INC | 4,000,000 | $4,063 | 2.3% | $0.98 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | MICROCHIP TECHNOLOGY INC | 3,100,000 | $3,989 | 2.3% | $1.19 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | RADIUS HEALTH INC | 4,000,000 | $3,636 | 2.1% | $0.91 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | VEONEER INCORPORATED | 3,500,000 | $3,450 | 2.0% | $1.04 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| — | INFINERA CORPORATION | 3,750,000 | $3,253 | 1.8% | $0.81 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | FORUM MERGER II CORP | 286,115 | $3,061 | 1.7% | $10.70 | — | UNIT 09/30/2025 | 34985B202 |
| — | GX ACQUISITION CORP | 300,000 | $3,060 | 1.7% | $10.05 | — | UNIT 05/24/2026 | 36251A206 |
| — | TUSCAN HLDGS CORP II | 300,000 | $3,015 | 1.7% | $10.05 | — | UNIT 04/01/2026 | 90070A202 |
| — | SWITCHBACK ENERGY ACQUISITIO | 294,105 | $2,941 | 1.7% | $10.00 | — | UNIT 99/99/9999 | 87105M201 |
| QD 1 07/01/26 REGS | QUDIAN INC | 3,000,000 | $2,882 | 1.6% | $1.02 | — | DEBT 1.000% 7/0 | G7314VAA8 |
| — | NANTHEALTH INC | 4,140,000 | $2,661 | 1.5% | $0.68 | — | NOTE 5.500%12/1 | 630104AB3 |
| AGG | ISHARES TR | 23,000 | $2,603 | 1.5% | $106.48 | — | CORE US AGGBD ET | 464287226 |
| — | PURE ACQUISITION CORP | 240,000 | $2,575 | 1.5% | $10.38 | — | UNIT 04/13/2023 | 74621Q205 |
| PDD 0 10/01/24 REGS | PINDUODUO INC | 2,500,000 | $2,549 | 1.4% | $1.02 | — | DEBT 10/0 | G7115TAA4 |
| — | ENCORE CAP GROUP INC | 2,500,000 | $2,528 | 1.4% | $1.07 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | DD3 ACQUISITION CORP | 242,100 | $2,513 | 1.4% | $10.07 | — | UNIT 10/12/2023 | G2692M129 |
| — | GDS HLDGS LTD | 2,175,000 | $2,255 | 1.3% | $0.99 | — | DEBT 2.000% 6/0 | 36165LAB4 |
| — | TWELVE SEAS INVESTMENT COMPA | 206,600 | $2,240 | 1.3% | $10.35 | — | UNIT 06/21/2023 | G9145A123 |
| IQ 2 04/01/25 REGS | IQIYI INC | 2,500,000 | $2,168 | 1.2% | $1.03 | — | DEBT 2.000% 4/0 | G4939KAB2 |
| — | SPLUNK INC | 2,000,000 | $2,149 | 1.2% | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | GIGCAPITAL2 INC | 198,600 | $2,046 | 1.2% | $10.03 | — | UNIT 02/28/2026 | 375036209 |
| — | LANDCADIA HLDGS II INC | 199,900 | $2,019 | 1.1% | $10.00 | — | UNIT 05/09/2026 | 51476X204 |
| — | NETFIN ACQUISITION CORP | 175,000 | $1,766 | 1.0% | $10.09 | — | UNIT 08/01/2024 | G6455A123 |
| — | CLARIVATE ANALYTICS PLC | 295,633 | $1,741 | 1.0% | $4.75 | — | *W EXP 11/09/201 | G21810117 |
| — | CHURCHILL CAP CORP II | 155,713 | $1,637 | 0.9% | $10.26 | — | UNIT 99/99/9999 | 17143G205 |
| — | THUNDER BRDG ACQUISTION II L | 150,000 | $1,527 | 0.9% | $10.18 | — | UNIT 99/99/9999 | G8857S124 |
| — | PIVOTAL INVT CORP II | 150,000 | $1,527 | 0.9% | $10.18 | — | UNIT 06/01/2025 | 72582K209 |
| — | LF CAP ACQUISITION CORP | 137,903 | $1,460 | 0.8% | $10.07 | — | UNIT 06/19/2025 | 50200K207 |
| — | ARYA SCIENCES ACQUISITION CO | 131,999 | $1,447 | 0.8% | $10.34 | — | UNIT 10/04/2023 | G3165V117 |
| — | ALLEGRO MERGER CORP | 126,509 | $1,337 | 0.8% | $10.27 | — | UNIT 12/31/2023 | 01749N301 |
| — | TIBERIUS ACQUISITION CORP | 116,000 | $1,311 | 0.7% | $10.09 | — | UNIT 02/28/2021 | 88633A206 |
| — | AMCI ACQUISITION CORP | 123,700 | $1,280 | 0.7% | $9.95 | — | UNIT 01/07/2019 | 00165R200 |
| — | FELLAZO INC | 125,000 | $1,245 | 0.7% | $9.96 | — | UNIT 99/99/9999 | G3362K104 |
| — | TKK SYMPHONY ACQUISITION COR | 116,000 | $1,199 | 0.7% | $10.10 | — | UNIT 08/15/2023 | G88950111 |
| — | ENCORE CAP GROUP INC | 1,200,000 | $1,174 | 0.7% | $0.98 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | PARATEK PHARMACEUTICALS INC | 1,600,000 | $1,157 | 0.7% | $0.72 | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | CSG SYS INTL INC | 1,011,000 | $1,143 | 0.6% | $1.11 | — | NOTE 4.250% 3/1 | 126349AF6 |
| BKLN | INVESCO EXCHNG TRADED FD TR | 50,000 | $1,130 | 0.6% | $21.78 | — | SR LN ETF | 46138G508 |
| — | HOSTESS BRANDS INC | 638,600 | $1,092 | 0.6% | $1.39 | — | *W EXP 11/04/202 | 44109J114 |
| — | MFA FINL INC | 1,043,000 | $1,070 | 0.6% | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | ACT II GLOBAL ACQUISITION CO | 100,000 | $1,038 | 0.6% | $10.12 | — | UNIT 04/30/2026 | G0080J112 |
| — | TRINITY MERGER CORP | 99,068 | $1,034 | 0.6% | $10.44 | — | COM CL A | 89653L106 |
| — | HAYMAKER ACQUISITION CORP II | 100,000 | $1,033 | 0.6% | $10.21 | — | UNIT 10/31/2026 | 42087L200 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,000,000 | $997 | 0.6% | $0.94 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| VV | VANGUARD INDEX FDS | 7,200 | $982 | 0.6% | $114.86 | — | LARGE CAP ETF | 922908637 |
| — | TENZING ACQUISITION CORP | 79,300 | $831 | 0.5% | $10.06 | — | UNIT 08/24/2024 | G8708A124 |
| — | CHASERG TECHNLGY ACQUISITN C | 77,232 | $823 | 0.5% | $9.99 | — | UNIT 09/30/2023 | 16166A202 |
| LQD | ISHARES TR | 6,400 | $816 | 0.5% | $116.08 | — | IBOXX INV CP ETF | 464287242 |
| — | HL ACQUISITIONS CORP | 75,073 | $799 | 0.5% | $10.27 | — | UNIT 06/21/2023 | G4603R114 |
| — | APEX TECHNOLOGY ACQUISITN CO | 75,000 | $764 | 0.4% | $10.19 | — | UNIT 06/11/2026 | 03768F201 |
| — | TILRAY INC | 1,150,000 | $745 | 0.4% | $0.65 | — | DEBT 5.000%10/0 | 88688TAA8 |
| — | PDL BIOPHARMA INC | 700,000 | $674 | 0.4% | $0.89 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | TUSCAN HOLDINGS CORP | 59,100 | $632 | 0.4% | $10.43 | — | UNIT 99/99/9999 | 90069K203 |
| — | FINTECH ACQUISITION CORP III | 55,200 | $590 | 0.3% | $10.00 | — | UNIT 12/01/2023 | 31811A309 |
| TLT | ISHARES TR | 4,000 | $572 | 0.3% | $121.50 | — | 20 YR TR BD ETF | 464287432 |
| — | LONGEVITY ACQUISITION CORP | 51,500 | $560 | 0.3% | $10.25 | — | UNIT 08/29/2024 | G56372108 |
| — | FORUM MERGER II CORP | 45,785 | $463 | 0.3% | $9.56 | — | CL A | 34986F103 |
| — | MUDRICK CAP ACQUISITION CORP | 39,900 | $433 | 0.2% | $10.27 | — | UNIT 02/01/2023 | 624745204 |
| — | INTERCEPT PHARMACEUTICALS IN | 500,000 | $430 | 0.2% | $0.86 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| VTI | VANGUARD INDEX FDS | 1,700 | $257 | 0.1% | $127.65 | — | TOTAL STK MKT | 922908769 |
| — | RANPAK HLDGS CORP | 295,100 | $221 | 0.1% | $1.07 | — | *W EXP 06/03/202 | 75321W111 |
| — | PIVOTAL ACQUISITION CORP | 160,599 | $215 | 0.1% | $1.35 | — | *W EXP 12/01/202 | 72583A119 |
| — | PRETIUM RES INC | 185,000 | $195 | 0.1% | $0.84 | — | NOTE 2.250% 3/1 | 74139CAB8 |
| — | PIVOTAL ACQUISITION CORP | 12,029 | $122 | 0.1% | $10.14 | — | CL A COM | 72583A101 |
| BBCP | CONCRETE PUMPING HLDGS INC | 30,140 | $120 | 0.1% | $3.74 | 0.0% | COM | 206704108 |
| — | KAIXIN AUTO HLDGS | 60,290 | $109 | 0.1% | $2.21 | — | SHS | G5223X100 |
| — | SENTINEL ENERGY SVCS INC | 170,401 | $68 | 0.0% | $0.68 | — | *W EXP 11/02/202 | 81728P113 |
| AGAE | ALLIED ESPORTS ENTMT INC | 9,120 | $48 | 0.0% | $6.90 | 0.0% | COM | 019170109 |
| — | GRAF INDL CORP | 107,500 | $42 | 0.0% | $0.39 | — | *W EXP 12/31/202 | 384278115 |
| — | GORDON POINTE ACQUISITION CO | 91,600 | $37 | 0.0% | $0.34 | — | *W EXP 07/30/202 | 382788115 |
| — | AKERNA CORP | 35,864 | $26 | 0.0% | $2.97 | — | *W EXP 06/17/202 | 00973W110 |
| — | AKAZOO SA | 4,000 | $25 | 0.0% | $6.25 | — | SHS | L0164E108 |
| — | LF CAP ACQUISITION CORP | 59,500 | $19 | 0.0% | $0.32 | — | *W EXP 06/22/202 | 50200K116 |
| — | PENSARE ACQUISITION CORP | 51,700 | $16 | 0.0% | $0.17 | — | RIGHT 99/99/9999 | 70957E121 |
| — | AKAZOO SA | 20,000 | $15 | 0.0% | $0.75 | — | *W EXP 09/11/202 | L0164E116 |
| — | PENSARE ACQUISITION CORP | 25,850 | $6 | 0.0% | $0.15 | — | *W EXP 07/27/202 | 70957E113 |
| — | XYNOMIC PHARMACUTCLS HLDNG I | 63,000 | $5 | 0.0% | $0.21 | — | *W EXP 05/15/202 | 98421X110 |
| — | TWELVE SEAS INVESTMENT COMPA | 1,400 | $1 | 0.0% | — | — | RIGHT 12/22/2019 | G9145A131 |
| — | TWELVE SEAS INVESTMENT COMPA | 1,400 | $0 | 0.0% | — | — | *W EXP 12/22/202 | G9145A115 |