Location: Lajolla, CA
CIK: 0001301396 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 12, 2020
Total Value: $176M (37.9% shares, 62.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | INOVIO PHARMACEUTICALS INC | 7,750,000 | $11.05M | 6.3% | $1.43 | — | NOTE 6.500% 3/0 | 45773HAB8 |
| HYG | ISHARES TR | 125,000 | $9.586M | 5.4% | $76.69 | — | IBOXX HI YD ETF | 464288513 |
| — | NANTHEALTH INC | 9,390,000 | $8.196M | 4.7% | $0.74 | — | NOTE 5.500%12/1 | 630104AB3 |
| — | IQIYI INC | 7,200,000 | $7.338M | 4.2% | $1.11 | — | DEBT 3.750%12/0 | 46267XAB4 |
| — | OPKO HEALTH INC | 11,110,000 | $7.293M | 4.1% | $0.85 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | CYTOKINETICS INC | 5,500,000 | $7.25M | 4.1% | $1.32 | — | NOTE 4.000%11/1 | 23282WAA8 |
| — | TESLA INC | 3,500,000 | $6.431M | 3.7% | $0.98 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | RADIUS HEALTH INC | 8,725,000 | $6.359M | 3.6% | $0.83 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | OMEROS CORP | 6,000,000 | $5.481M | 3.1% | $0.91 | — | NOTE 6.250%11/1 | 682143AE2 |
| — | INTERCEPT PHARMACEUTICALS IN | 5,859,000 | $4.758M | 2.7% | $0.82 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | MERIDA MERGER CORP I | 402,300 | $3.898M | 2.2% | $9.74 | — | COM | 58953M106 |
| — | FORUM MERGER II CORP | 331,900 | $3.415M | 1.9% | $10.19 | — | CL A | 34986F103 |
| — | THERAVANCE BIOPHARMA INC | 3,500,000 | $3.391M | 1.9% | $1.14 | — | NOTE 3.250%11/0 | 88339KAA0 |
| JOYY 1.375 06/15/26 REGs | YY INC | 3,500,000 | $3.142M | 1.8% | $0.90 | — | DEBT 1.375% 6/1 | G9887YAC1 |
| — | EVOLENT HEALTH INC | 4,834,000 | $3.059M | 1.7% | $0.70 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | GX ACQUISITION CORP | 300,000 | $3.03M | 1.7% | $10.05 | — | UNIT 05/24/2026 | 36251A206 |
| — | TUSCAN HLDGS CORP II | 300,000 | $3M | 1.7% | $10.05 | — | UNIT 04/01/2026 | 90070A202 |
| — | MICROCHIP TECHNOLOGY INC | 3,100,000 | $2.924M | 1.7% | $1.19 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | PALO ALTO NETWORKS INC | 3,000,000 | $2.895M | 1.6% | $0.96 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | SWITCHBACK ENERGY ACQUISITIO | 294,105 | $2.868M | 1.6% | $10.00 | — | UNIT 99/99/9999 | 87105M201 |
| — | VEONEER INCORPORATED | 3,746 | $2.661M | 1.5% | $1.04 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| — | PURE ACQUISITION CORP | 240,000 | $2.494M | 1.4% | $10.38 | — | UNIT 04/13/2023 | 74621Q205 |
| — | RETROPHIN INC | 3,000,000 | $2.336M | 1.3% | $0.78 | — | NOTE 2.500% 9/1 | 761299AB2 |
| IQ 2 04/01/25 REGS | IQIYI INC | 2,500,000 | $2.201M | 1.2% | $1.02 | — | DEBT 2.000% 4/0 | G4939KAB2 |
| — | ENCORE CAP GROUP INC | 2,500,000 | $2.197M | 1.2% | $1.07 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | GIGCAPITAL2 INC | 198,600 | $2.046M | 1.2% | $10.03 | — | UNIT 02/28/2026 | 375036209 |
| — | LIGAND PHARMACEUTICALS INC | 2,350,000 | $1.968M | 1.1% | $0.84 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | LANDCADIA HLDGS II INC | 199,900 | $1.959M | 1.1% | $10.00 | — | UNIT 05/09/2026 | 51476X204 |
| — | AVADEL FIN CAYMAN LTD | 1,900 | $1.925M | 1.1% | $1013.16 | — | NOTE 4.500% | 05337YAB8 |
| — | CSG SYS INTL INC | 1,874,000 | $1.916M | 1.1% | $1.02 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | DISH NETWORK CORP | 2,288,000 | $1.841M | 1.0% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | DMY TECHNOLOGY GROUP INC | 184,000 | $1.809M | 1.0% | $9.83 | — | UNIT 99/99/9999 | 233253202 |
| — | LIV CAP ACQUISITION CORP | 180,000 | $1.764M | 1.0% | $10.06 | — | UNIT 99/99/9999 | G5510C124 |
| — | PURE STORAGE INC | 2,000,000 | $1.738M | 1.0% | $0.87 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | CHURCHILL CAP CORP II | 155,713 | $1.61M | 0.9% | $10.26 | — | UNIT 99/99/9999 | 17143G205 |
| — | THUNDER BRDG ACQUISTION II L | 150,000 | $1.528M | 0.9% | $10.18 | — | UNIT 99/99/9999 | G8857S124 |
| — | CHURCHILL CAP CORP II | 150,000 | $1.5M | 0.9% | $10.00 | — | UNIT 03/01/2027 | 17144C203 |
| — | ARYA SCIENCES ACQUISITION CO | 131,981 | $1.452M | 0.8% | $10.34 | — | UNIT 10/04/2023 | G3165V117 |
| — | GALILEO ACQUISITION CORP | 150,000 | $1.44M | 0.8% | $10.28 | — | UNIT 99/99/9999 | G3770A128 |
| — | YUNHONG INTL | 150,000 | $1.425M | 0.8% | $9.50 | — | UNIT 99/99/9999 | G98882114 |
| — | INTERPRIVATE ACQUISITION COR | 143,800 | $1.422M | 0.8% | $9.89 | — | UNIT 10/29/2024 | 46064A202 |
| — | LF CAP ACQUISITION CORP | 137,903 | $1.416M | 0.8% | $10.07 | — | UNIT 06/19/2025 | 50200K207 |
| — | AGBA ACQUISITION LTD | 130,000 | $1.329M | 0.8% | $10.29 | — | UNIT 05/10/2024 | G0120M133 |
| — | AMCI ACQUISITION CORP | 123,700 | $1.274M | 0.7% | $9.95 | — | UNIT 01/07/2019 | 00165R200 |
| — | FELLAZO INC | 125,000 | $1.269M | 0.7% | $9.96 | — | UNIT 99/99/9999 | G3362K104 |
| — | EXACT SCIENCES CORP | 1,500,000 | $1.185M | 0.7% | $0.79 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | NEXTERA ENERGY INC | 25,000 | $1.09M | 0.6% | $43.60 | — | UNIT 99/99/9999 | 65339F770 |
| — | ACT II GLOBAL ACQUISITION CO | 100,000 | $1.059M | 0.6% | $10.12 | — | UNIT 04/30/2026 | G0080J112 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,000,000 | $1.059M | 0.6% | $0.94 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | COLONY STARWOOD HOMES | 1,000,000 | $1.055M | 0.6% | $1.05 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | NUVASIVE INC | 1,000,000 | $1.047M | 0.6% | $1.05 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | HAYMAKER ACQUISITION CORP II | 100,000 | $1.01M | 0.6% | $10.21 | — | UNIT 10/31/2026 | 42087L200 |
| — | FINSERV ACQUISITION CORP | 100,000 | $1.008M | 0.6% | $10.23 | — | UNIT 12/31/2026 | 318085206 |
| — | SCVX CORP | 100,000 | $997K | 0.6% | $9.97 | — | UNIT 99/99/9999 | G79448109 |
| — | UNION ACQUISITION CORP II | 100,000 | $976K | 0.6% | $10.19 | — | UNIT 99/99/9999 | G9402Q118 |
| — | AMAG PHARMACEUTICALS INC | 1,150,000 | $878K | 0.5% | $0.92 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | INTERCEPT PHARMACEUTICALS IN | 985,000 | $863K | 0.5% | $0.95 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| BKLN | INVESCO EXCHNG TRADED FD TR | 40,000 | $818K | 0.5% | $21.78 | — | SR LN ETF | 46138G508 |
| — | DISH NETWORK CORP | 1,000,000 | $817K | 0.5% | $0.82 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | HEALTHCARE MERGER CORP | 75,000 | $773K | 0.4% | $10.35 | — | UNIT 12/17/2021 | 42227L201 |
| — | APEX TECHNOLOGY ACQUISITN CO | 75,000 | $761K | 0.4% | $10.19 | — | UNIT 06/11/2026 | 03768F201 |
| — | NETFIN ACQUISITION CORP | 75,000 | $755K | 0.4% | $10.09 | — | UNIT 08/01/2024 | G6455A123 |
| — | JAZZ INVESTMENTS I LTD | 800,000 | $701K | 0.4% | $0.88 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | NIO INC | 1,500,000 | $696K | 0.4% | $0.46 | — | NOTE 4.500% 2/0 | 62914VAB2 |
| — | WESTERN ASSET MTG CAP CORP | 1,750,000 | $667K | 0.4% | $1.01 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | INFINERA CORPORATION | 750,000 | $638K | 0.4% | $0.81 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | TUSCAN HOLDINGS CORP | 59,100 | $598K | 0.3% | $10.43 | — | UNIT 99/99/9999 | 90069K203 |
| — | FINTECH ACQUISITION CORP III | 55,200 | $565K | 0.3% | $10.00 | — | UNIT 12/01/2023 | 31811A309 |
| — | LONGEVITY ACQUISITION CORP | 51,200 | $548K | 0.3% | $10.25 | — | UNIT 08/29/2024 | G56372108 |
| QD 1 07/01/26 REGS | QUDIAN INC | 1,000,000 | $543K | 0.3% | $1.02 | — | DEBT 1.000% 7/0 | G7314VAA8 |
| — | VERTIV HOLDINGS CO | 250,000 | $526K | 0.3% | $2.10 | — | *W EXP 06/12/202 | 92537N116 |
| — | STABLE RD ACQUISITION CORP | 50,000 | $503K | 0.3% | $10.30 | — | UNIT 05/15/2026 | 85236Q208 |
| — | FLYING EAGLE ACQUISITION COR | 50,000 | $499K | 0.3% | $9.98 | — | UNIT 99/99/9999 | 34407Y202 |
| — | PROPTECH ACQUISITION CORPORA | 50,000 | $497K | 0.3% | $10.24 | — | UNIT 10/01/2026 | 74349F200 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 50,000 | $476K | 0.3% | $10.06 | — | UNIT 12/01/2026 | 03212A204 |
| — | AEGERION PHARMACEUTICALS INC | 498,000 | $425K | 0.2% | $0.95 | — | NOTE 5.000% 4/0 | 00767EAC6 |
| — | HOSTESS BRANDS INC | 688,600 | $419K | 0.2% | $1.34 | — | *W EXP 11/04/202 | 44109J114 |
| — | TILRAY INC | 1,300,000 | $396K | 0.2% | $0.52 | — | DEBT 5.000%10/0 | 88688TAB6 |
| — | GRID DYNAMICS HLDGS INC | 146,124 | $260K | 0.1% | $1.78 | — | *W EXP 03/05/202 | 39813G117 |
| — | KALEYRA INC | 251,065 | $242K | 0.1% | $1.13 | — | *W EXP 12/12/202 | 483379111 |
| — | RANPAK HLDGS CORP | 225,100 | $240K | 0.1% | $1.07 | — | *W EXP 06/03/202 | 75321W111 |
| VTI | VANGUARD INDEX FDS | 1,700 | $219K | 0.1% | $127.65 | — | TOTAL STK MKT | 922908769 |
| — | BROOGE HLDGS LTD | 158,000 | $104K | 0.1% | $0.66 | — | *W EXP 12/20/202 | G1611B115 |
| — | MERIDA MERGER CORP I | 201,150 | $72,000 | 0.0% | $0.50 | — | *W EXP 11/07/202 | 58953M114 |
| — | FORUM MERGER II CORP | 286,115 | $60,000 | 0.0% | $0.21 | — | *W EXP 09/30/202 | 34986F111 |
| — | THERATECHNOLOGIES INC | 69,000 | $52,000 | 0.0% | $0.80 | — | NOTE 5.750% 6/3 | 88338HAA8 |
| — | PIVOTAL INVT CORP II | 50,000 | $35,000 | 0.0% | $0.70 | — | *W EXP 06/01/202 | 72582K118 |
| — | KAIXIN AUTO HLDGS | 22,776 | $20,000 | 0.0% | $2.21 | — | SHS | G5223X100 |
| — | GORDON POINTE ACQUISITION CO | 91,600 | $20,000 | 0.0% | $0.34 | — | *W EXP 07/30/202 | 382788115 |
| — | GRAF INDL CORP | 107,500 | $20,000 | 0.0% | $0.39 | — | *W EXP 12/31/202 | 384278115 |
| — | LF CAP ACQUISITION CORP | 59,500 | $18,000 | 0.0% | $0.32 | — | *W EXP 06/22/202 | 50200K116 |
| — | ALLEGRO MERGER CORP | 195,207 | $18,000 | 0.0% | $0.32 | — | RIGHT 12/31/2023 | 01749N129 |
| AGAE | ALLIED ESPORTS ENTMT INC | 9,120 | $14,000 | 0.0% | $6.90 | -65.9% | COM | 019170109 |
| — | ALLEGRO MERGER CORP | 190,907 | $13,000 | 0.0% | $0.18 | — | *W EXP 01/06/202 | 01749N111 |
| — | HL ACQUISITIONS CORP | 75,073 | $11,000 | 0.0% | $0.35 | — | *W EXP 06/21/202 | G4603R122 |
| — | MUDRICK CAP ACQUISITION CORP | 36,800 | $10,000 | 0.0% | $0.27 | — | *W EXP 02/12/202 | 624745113 |
| — | TENZING ACQUISITION CORP | 39,300 | $7,000 | 0.0% | $10.06 | — | UNIT 08/24/2024 | G8708A124 |
| — | HL ACQUISITIONS CORP | 75,073 | $6,000 | 0.0% | $0.25 | — | RIGHT 07/17/2023 | G4603R130 |
| — | PENSARE ACQUISITION CORP | 51,700 | $6,000 | 0.0% | $0.17 | — | RIGHT 99/99/9999 | 70957E121 |
| — | AKAZOO SA | 20,000 | $5,000 | 0.0% | $0.75 | — | *W EXP 09/11/202 | L0164E116 |
| — | PENSARE ACQUISITION CORP | 25,850 | $4,000 | 0.0% | $0.15 | — | *W EXP 07/27/202 | 70957E113 |