Location: Lajolla, CA
CIK: 0001301396 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 7, 2020
Total Value: $200M (33.8% shares, 66.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AMAG PHARMACEUTICALS INC | 11,900,000 | $10.01M | 5.0% | $0.92 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | IQIYI INC | 8,700,000 | $9.644M | 4.8% | $1.11 | — | DEBT 3.750%12/0 | 46267XAB4 |
| — | THERAVANCE BIOPHARMA INC | 7,500,000 | $7.863M | 3.9% | $1.14 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | OPKO HEALTH INC | 9,000,000 | $7.039M | 3.5% | $0.90 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | ASSERTIO THERAPEUTICS INC | 9,328,000 | $6.971M | 3.5% | $0.70 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | MEDICINES CO | 4,000,000 | $6.968M | 3.5% | $1.13 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | DISH NETWORK CORP | 6,388,000 | $6.145M | 3.1% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | TESLA INC | 4,000,000 | $6.047M | 3.0% | $0.98 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | TEAM INC | 5,000,000 | $5.222M | 2.6% | $1.11 | — | NOTE 5.000% 8/0 | 878155AE0 |
| PDD 0 10/01/24 REGS | PINDUODUO INC | 4,500,000 | $5.161M | 2.6% | $1.08 | — | DEBT 10/0 | G7115TAA4 |
| — | RADIUS HEALTH INC | 5,725,000 | $4.849M | 2.4% | $0.89 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | INTERCEPT PHARMACEUTICALS IN | 3,485,000 | $4.611M | 2.3% | $0.95 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| — | MICROCHIP TECHNOLOGY INC | 3,100,000 | $4.503M | 2.3% | $1.19 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | APOLLO COML REAL EST FIN INC | 4,394,000 | $4.453M | 2.2% | $0.97 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | NANTHEALTH INC | 6,490,000 | $4.429M | 2.2% | $0.68 | — | NOTE 5.500%12/1 | 630104AB3 |
| — | INFINERA CORPORATION | 3,750,000 | $3.959M | 2.0% | $0.81 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | MERIDA MERGER CORP I | 402,300 | $3.918M | 2.0% | $9.74 | — | COM | 58953M106 |
| — | VEONEER INCORPORATED | 3,500,000 | $3.581M | 1.8% | $1.04 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| IQ 2 04/01/25 REGS | IQIYI INC | 3,500,000 | $3.474M | 1.7% | $1.02 | — | DEBT 2.000% 4/0 | G4939KAB2 |
| — | EVOLENT HEALTH INC | 4,834,000 | $3.372M | 1.7% | $0.70 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | GX ACQUISITION CORP | 300,000 | $3.105M | 1.6% | $10.05 | — | UNIT 05/24/2026 | 36251A206 |
| — | FORUM MERGER II CORP | 286,115 | $3.053M | 1.5% | $10.70 | — | UNIT 09/30/2025 | 34985B202 |
| — | TUSCAN HLDGS CORP II | 300,000 | $3.027M | 1.5% | $10.05 | — | UNIT 04/01/2026 | 90070A202 |
| — | SWITCHBACK ENERGY ACQUISITIO | 294,105 | $2.959M | 1.5% | $10.00 | — | UNIT 99/99/9999 | 87105M201 |
| — | GDS HLDGS LTD | 2,175,000 | $2.629M | 1.3% | $0.99 | — | DEBT 2.000% 6/0 | 36165LAB4 |
| — | DD3 ACQUISITION CORP | 242,100 | $2.615M | 1.3% | $10.07 | — | UNIT 10/12/2023 | G2692M129 |
| — | PURE ACQUISITION CORP | 240,000 | $2.592M | 1.3% | $10.38 | — | UNIT 04/13/2023 | 74621Q205 |
| AGG | ISHARES TR | 23,000 | $2.585M | 1.3% | $106.48 | — | CORE US AGGBD ET | 464287226 |
| — | ENCORE CAP GROUP INC | 2,500,000 | $2.581M | 1.3% | $1.07 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | PDL BIOPHARMA INC | 713,782 | $2.316M | 1.2% | $3.24 | — | COM | 69329Y104 |
| QD 1 07/01/26 REGS | QUDIAN INC | 3,000,000 | $2.218M | 1.1% | $1.02 | — | DEBT 1.000% 7/0 | G7314VAA8 |
| — | GIGCAPITAL2 INC | 198,600 | $2.089M | 1.0% | $10.03 | — | UNIT 02/28/2026 | 375036209 |
| — | LIGAND PHARMACEUTICALS INC | 2,350,000 | $2.028M | 1.0% | $0.84 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | WESTERN ASSET MTG CAP CORP | 2,000,000 | $2.028M | 1.0% | $1.01 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | LANDCADIA HLDGS II INC | 199,900 | $2.025M | 1.0% | $10.00 | — | UNIT 05/09/2026 | 51476X204 |
| — | CLARIVATE ANALYTICS PLC | 295,633 | $1.848M | 0.9% | $4.75 | — | *W EXP 05/13/202 | G21810117 |
| — | LIV CAP ACQUISITION CORP | 180,000 | $1.811M | 0.9% | $10.06 | — | UNIT 99/99/9999 | G5510C124 |
| JOYY 1.375 06/15/26 REGs | YY INC | 2,000,000 | $1.804M | 0.9% | $0.90 | — | DEBT 1.375% 6/1 | G9887YAC1 |
| — | CHURCHILL CAP CORP II | 155,713 | $1.678M | 0.8% | $10.26 | — | UNIT 99/99/9999 | 17143G205 |
| SEALTD 1 12/01/24 REGS | SEA LTD | 1,500,000 | $1.636M | 0.8% | $1.09 | — | DEBT 1.000%12/0 | G7948TAC3 |
| — | THUNDER BRDG ACQUISTION II L | 150,000 | $1.567M | 0.8% | $10.18 | — | UNIT 99/99/9999 | G8857S124 |
| — | QUOTIENT TECHNOLOGY INC | 1,586,000 | $1.559M | 0.8% | $0.98 | — | NOTE 1.750%12/0 | 749119AB9 |
| — | WAYFAIR INC | 1,500,000 | $1.557M | 0.8% | $1.04 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | GALILEO ACQUISITION CORP | 150,000 | $1.542M | 0.8% | $10.28 | — | UNIT 99/99/9999 | G3770A128 |
| — | PIVOTAL INVT CORP II | 150,000 | $1.53M | 0.8% | $10.18 | — | UNIT 06/01/2025 | 72582K209 |
| — | ARYA SCIENCES ACQUISITION CO | 131,999 | $1.518M | 0.8% | $10.34 | — | UNIT 10/04/2023 | G3165V117 |
| — | LF CAP ACQUISITION CORP | 137,903 | $1.462M | 0.7% | $10.07 | — | UNIT 06/19/2025 | 50200K207 |
| — | INTELSAT S A | 2,075,000 | $1.366M | 0.7% | $0.66 | — | NOTE 4.500% 6/1 | 45790VAB6 |
| — | TIBERIUS ACQUISITION CORP | 116,000 | $1.35M | 0.7% | $10.09 | — | UNIT 02/28/2021 | 88633A206 |
| — | AGBA ACQUISITION LTD | 130,000 | $1.338M | 0.7% | $10.29 | — | UNIT 05/10/2024 | G0120M133 |
| — | AMCI ACQUISITION CORP | 123,700 | $1.285M | 0.6% | $9.95 | — | UNIT 01/07/2019 | 00165R200 |
| — | FELLAZO INC | 125,000 | $1.263M | 0.6% | $9.96 | — | UNIT 99/99/9999 | G3362K104 |
| — | HOSTESS BRANDS INC | 638,600 | $1.258M | 0.6% | $1.39 | — | *W EXP 11/04/202 | 44109J114 |
| — | ENCORE CAP GROUP INC | 1,200,000 | $1.178M | 0.6% | $0.98 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,000,000 | $1.164M | 0.6% | $0.94 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| BKLN | INVESCO EXCHNG TRADED FD TR | 50,000 | $1.141M | 0.6% | $21.78 | — | SR LN ETF | 46138G508 |
| VV | VANGUARD INDEX FDS | 7,200 | $1.064M | 0.5% | $114.86 | — | LARGE CAP ETF | 922908637 |
| — | ACT II GLOBAL ACQUISITION CO | 100,000 | $1.06M | 0.5% | $10.12 | — | UNIT 04/30/2026 | G0080J112 |
| — | HAYMAKER ACQUISITION CORP II | 100,000 | $1.05M | 0.5% | $10.21 | — | UNIT 10/31/2026 | 42087L200 |
| — | FINSERV ACQUISITION CORP | 100,000 | $1.023M | 0.5% | $10.23 | — | UNIT 12/31/2026 | 318085206 |
| — | UNION ACQUISITION CORP II | 100,000 | $1.019M | 0.5% | $10.19 | — | UNIT 99/99/9999 | G9402Q118 |
| — | TILRAY INC | 1,950,000 | $1.014M | 0.5% | $0.52 | — | DEBT 5.000%10/0 | 88688TAB6 |
| — | CHASERG TECHNLGY ACQUISITN C | 77,232 | $923K | 0.5% | $9.99 | — | UNIT 09/30/2023 | 16166A202 |
| LQD | ISHARES TR | 6,400 | $819K | 0.4% | $116.08 | — | IBOXX INV CP ETF | 464287242 |
| — | TENZING ACQUISITION CORP | 79,300 | $817K | 0.4% | $10.06 | — | UNIT 08/24/2024 | G8708A124 |
| — | APEX TECHNOLOGY ACQUISITN CO | 75,000 | $785K | 0.4% | $10.19 | — | UNIT 06/11/2026 | 03768F201 |
| — | HEALTHCARE MERGER CORP | 75,000 | $776K | 0.4% | $10.35 | — | UNIT 12/17/2021 | 42227L201 |
| — | NETFIN ACQUISITION CORP | 75,000 | $764K | 0.4% | $10.09 | — | UNIT 08/01/2024 | G6455A123 |
| — | TUSCAN HOLDINGS CORP | 59,100 | $621K | 0.3% | $10.43 | — | UNIT 99/99/9999 | 90069K203 |
| — | FINTECH ACQUISITION CORP III | 55,200 | $597K | 0.3% | $10.00 | — | UNIT 12/01/2023 | 31811A309 |
| — | INTERCEPT PHARMACEUTICALS IN | 553,000 | $558K | 0.3% | $0.87 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| TLT | ISHARES TR | 4,000 | $542K | 0.3% | $121.50 | — | 20 YR TR BD ETF | 464287432 |
| — | LONGEVITY ACQUISITION CORP | 51,500 | $534K | 0.3% | $10.25 | — | UNIT 08/29/2024 | G56372108 |
| — | STABLE RD ACQUISITION CORP | 50,000 | $515K | 0.3% | $10.30 | — | UNIT 05/15/2026 | 85236Q208 |
| — | PROPTECH ACQUISITION CORPORA | 50,000 | $512K | 0.3% | $10.24 | — | UNIT 10/01/2026 | 74349F200 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 50,000 | $503K | 0.3% | $10.06 | — | UNIT 12/01/2026 | 03212A204 |
| — | AEGERION PHARMACEUTICALS INC | 498,000 | $472K | 0.2% | $0.95 | — | NOTE 5.000% 4/0 | 00767EAC6 |
| — | FORUM MERGER II CORP | 45,785 | $467K | 0.2% | $9.56 | — | CL A | 34986F103 |
| — | MUDRICK CAP ACQUISITION CORP | 39,900 | $432K | 0.2% | $10.27 | — | UNIT 02/01/2023 | 624745204 |
| — | KALEYRA INC | 329,396 | $372K | 0.2% | $1.13 | — | *W EXP 12/12/202 | 483379111 |
| — | RANPAK HLDGS CORP | 295,100 | $336K | 0.2% | $1.07 | — | *W EXP 06/03/202 | 75321W111 |
| VTI | VANGUARD INDEX FDS | 1,700 | $278K | 0.1% | $127.65 | — | TOTAL STK MKT | 922908769 |
| BBCP | CONCRETE PUMPING HLDGS INC | 30,140 | $165K | 0.1% | $3.74 | -3.5% | COM | 206704108 |
| — | MERIDA MERGER CORP I | 201,150 | $100K | 0.1% | $0.50 | — | *W EXP 11/07/202 | 58953M114 |
| — | KAIXIN AUTO HLDGS | 52,276 | $98,000 | 0.0% | $2.21 | — | SHS | G5223X100 |
| — | ALLEGRO MERGER CORP | 195,207 | $62,000 | 0.0% | $0.32 | — | RIGHT 12/31/2023 | 01749N129 |
| — | THERATECHNOLOGIES INC | 69,000 | $55,000 | 0.0% | $0.80 | — | NOTE 5.750% 6/3 | 88338HAA8 |
| — | GRAF INDL CORP | 107,500 | $47,000 | 0.0% | $0.39 | — | *W EXP 12/31/202 | 384278115 |
| — | ALLEGRO MERGER CORP | 190,907 | $34,000 | 0.0% | $0.18 | — | *W EXP 01/06/202 | 01749N111 |
| — | GORDON POINTE ACQUISITION CO | 91,600 | $33,000 | 0.0% | $0.34 | — | *W EXP 07/30/202 | 382788115 |
| — | LF CAP ACQUISITION CORP | 59,500 | $28,000 | 0.0% | $0.32 | — | *W EXP 06/22/202 | 50200K116 |
| — | HL ACQUISITIONS CORP | 75,073 | $26,000 | 0.0% | $0.35 | — | *W EXP 06/21/202 | G4603R122 |
| AGAE | ALLIED ESPORTS ENTMT INC | 9,120 | $24,000 | 0.0% | $6.90 | -45.3% | COM | 019170109 |
| — | TKK SYMPHONY ACQUISITION COR | 91,000 | $23,000 | 0.0% | $0.25 | — | RIGHT 02/20/2020 | G88950137 |
| — | AKAZOO SA | 4,000 | $21,000 | 0.0% | $6.25 | — | SHS | L0164E108 |
| — | HL ACQUISITIONS CORP | 75,073 | $19,000 | 0.0% | $0.25 | — | RIGHT 07/17/2023 | G4603R130 |
| — | PENSARE ACQUISITION CORP | 51,700 | $15,000 | 0.0% | $0.17 | — | RIGHT 99/99/9999 | 70957E121 |
| — | AKAZOO SA | 20,000 | $10,000 | 0.0% | $0.75 | — | *W EXP 09/11/202 | L0164E116 |
| — | PENSARE ACQUISITION CORP | 25,850 | $8,000 | 0.0% | $0.15 | — | *W EXP 07/27/202 | 70957E113 |
| — | TKK SYMPHONY ACQUISITION COR | 116,000 | $7,000 | 0.0% | $10.10 | — | UNIT 08/15/2023 | G88950111 |