CIK: 0001301396 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 11, 2020
Total Value ($000): $257,130 (22.1% shares, 77.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | INOVIO PHARMACEUTICALS INC | 6,625,000 | $32,980 | 12.8% | $1.43 | — | NOTE 6.500% 3/0 | 45773HAB8 |
| — | OPKO HEALTH INC | 13,593,000 | $14,168 | 5.5% | $0.89 | — | NOTE 4.500% 2/1 | 68375NAD5 |
| — | INTERCEPT PHARMACEUTICALS IN | 15,359,000 | $11,558 | 4.5% | $0.78 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | CYTOKINETICS INC | 4,500,000 | $10,689 | 4.2% | $1.32 | — | NOTE 4.000%11/1 | 23282WAA8 |
| SEALTD 2.375 12/01/25 REGS | SEA LTD | 7,000,000 | $9,698 | 3.8% | $1.39 | — | DEBT 2.375%12/0 | G7948TAE9 |
| — | NANTHEALTH INC | 10,090,000 | $9,092 | 3.5% | $0.75 | — | NOTE 5.500%12/1 | 630104AB3 |
| — | BILIBILI INC | 3,500,000 | $6,700 | 2.6% | $1.91 | — | NOTE 1.375% 4/0 | 090040AB2 |
| AGG | ISHARES TR | 54,600 | $6,454 | 2.5% | $118.21 | — | CORE US AGGBD ET | 464287226 |
| — | RADIUS HEALTH INC | 8,675,000 | $6,346 | 2.5% | $0.83 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | OMEROS CORP | 6,000,000 | $6,216 | 2.4% | $0.91 | — | NOTE 6.250%11/1 | 682143AE2 |
| — | INFINERA CORPORATION | 7,250,000 | $6,167 | 2.4% | $0.85 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | LIGAND PHARMACEUTICALS INC | 6,350,000 | $5,569 | 2.2% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | NEVRO CORP | 4,000,000 | $5,426 | 2.1% | $1.36 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | IQIYI INC | 4,700,000 | $5,154 | 2.0% | $1.11 | — | DEBT 3.750%12/0 | 46267XAB4 |
| — | VEONEER INCORPORATED | 6,246,000 | $5,112 | 2.0% | $0.82 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| — | MICROCHIP TECHNOLOGY INC | 3,100,000 | $4,517 | 1.8% | $1.19 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | RETROPHIN INC | 5,000,000 | $4,124 | 1.6% | $0.80 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | GOSSAMER BIO INC | 4,000,000 | $4,004 | 1.6% | $1.00 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | ENCORE CAP GROUP INC | 4,000,000 | $3,862 | 1.5% | $1.03 | — | NOTE 3.250% 3/1 | 292554AK8 |
| JOYY 1.375 06/15/26 REGs | YY INC | 3,500,000 | $3,854 | 1.5% | $0.90 | — | DEBT 1.375% 6/1 | G9887YAC1 |
| — | SPIRIT AIRLS INC | 2,500,000 | $3,755 | 1.5% | $1.50 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | MERIDA MERGER CORP I | 373,902 | $3,661 | 1.4% | $9.74 | — | COM | 58953M106 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3,455 | 1.3% | $0.86 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | XERIS PHARMACEUTICALS INC | 3,250,000 | $3,202 | 1.2% | $0.99 | — | NOTE 5.000% 7/1 | 98422LAA5 |
| — | GX ACQUISITION CORP | 300,000 | $3,117 | 1.2% | $10.05 | — | UNIT 05/24/2026 | 36251A206 |
| — | FUSION ACQUISITION CORP | 300,000 | $3,048 | 1.2% | $10.16 | — | UNIT 99/99/9999 | 36118H204 |
| — | TUSCAN HLDGS CORP II | 300,000 | $3,030 | 1.2% | $10.05 | — | UNIT 04/01/2026 | 90070A202 |
| — | SWITCHBACK ENERGY ACQUISTN C | 294,105 | $3,023 | 1.2% | $10.00 | — | UNIT 99/99/9999 | 87105M201 |
| — | EVOLENT HEALTH INC | 3,408,000 | $2,967 | 1.2% | $0.87 | — | NOTE 2.000%12/0 | 30050BAB7 |
| — | DISH NETWORK CORP | 3,000,000 | $2,685 | 1.0% | $0.87 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | DISH NETWORK CORP | 2,788,000 | $2,561 | 1.0% | $0.96 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | GIGCAPITAL2 INC | 198,600 | $2,135 | 0.8% | $10.03 | — | UNIT 02/28/2026 | 375036209 |
| — | APPLIED OPTOELECTRONICS INC | 2,500,000 | $2,130 | 0.8% | $0.85 | — | NOTE 5.000% 3/1 | 03823UAB8 |
| — | PRICELINE GRP INC | 2,000,000 | $2,125 | 0.8% | $1.06 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | PDL BIOPHARMA INC | 700,172 | $2,038 | 0.8% | $2.91 | — | COM | 69329Y104 |
| — | CSG SYS INTL INC | 1,969,000 | $2,001 | 0.8% | $1.02 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | DMY TECHNOLOGY GROUP INC | 184,000 | $1,947 | 0.8% | $9.83 | — | UNIT 99/99/9999 | 233253202 |
| — | EXACT SCIENCES CORP | 2,000,000 | $1,912 | 0.7% | $0.83 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | CHURCHILL CAP CORP II | 155,713 | $1,897 | 0.7% | $10.26 | — | UNIT 99/99/9999 | 17143G205 |
| — | LIV CAP ACQUISITION CORP | 180,000 | $1,845 | 0.7% | $10.06 | — | UNIT 99/99/9999 | G5510C124 |
| — | GALILEO ACQUISITION CORP | 175,000 | $1,810 | 0.7% | $10.29 | — | UNIT 99/99/9999 | G3770A128 |
| — | CHURCHILL CAP CORP II | 150,000 | $1,697 | 0.7% | $10.00 | — | UNIT 03/01/2027 | 17144C203 |
| — | THERAVANCE BIOPHARMA INC | 1,750,000 | $1,685 | 0.7% | $1.14 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | THUNDER BRDG ACQUISTION II L | 150,000 | $1,575 | 0.6% | $10.18 | — | UNIT 99/99/9999 | G8857S124 |
| — | LANDCADIA HLDGS II INC | 95,922 | $1,568 | 0.6% | $16.35 | — | CL A | 51476X105 |
| — | NIO INC | 1,500,000 | $1,466 | 0.6% | $0.46 | — | NOTE 4.500% 2/0 | 62914VAB2 |
| — | INTERPRIVATE ACQUISITION COR | 143,800 | $1,461 | 0.6% | $9.89 | — | UNIT 10/29/2024 | 46064A202 |
| — | INSMED INC | 1,500,000 | $1,458 | 0.6% | $0.97 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | INTERCEPT PHARMACEUTICALS IN | 1,985,000 | $1,424 | 0.6% | $0.83 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| — | AGBA ACQUISITION LTD | 130,000 | $1,388 | 0.5% | $10.29 | — | UNIT 05/10/2024 | G0120M133 |
| — | AMERICAN AIRLS GROUP INC | 1,450,000 | $1,363 | 0.5% | $0.94 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | SEACOR HOLDINGS INC | 1,750,000 | $1,310 | 0.5% | $0.75 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | WESTERN ASSET MTG CAP CORP | 1,800,000 | $1,278 | 0.5% | $1.01 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | HAYMAKER ACQUISITION CORP II | 100,000 | $1,095 | 0.4% | $10.21 | — | UNIT 10/31/2026 | 42087L200 |
| — | NUVASIVE INC | 1,000,000 | $1,091 | 0.4% | $1.05 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | REALPAGE INC | 1,000,000 | $1,075 | 0.4% | $1.07 | — | NOTE 1.500% 5/1 | 75606NAC3 |
| — | FINSERV ACQUISITION CORP | 100,000 | $1,050 | 0.4% | $10.23 | — | UNIT 12/31/2026 | 318085206 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,000,000 | $1,047 | 0.4% | $0.94 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | SCVX CORP | 100,000 | $1,036 | 0.4% | $9.97 | — | UNIT 99/99/9999 | G79448109 |
| — | UNION ACQUISITION CORP II | 100,000 | $1,023 | 0.4% | $10.19 | — | UNIT 99/99/9999 | G9402Q118 |
| — | VERTIV HOLDINGS CO | 250,000 | $998 | 0.4% | $2.10 | — | *W EXP 06/12/202 | 92537N116 |
| — | IQIYI INC | 1,000,000 | $992 | 0.4% | $0.99 | — | DEBT 2.000% 4/0 | 46267XAD0 |
| — | NETFIN ACQUISITION CORP | 75,000 | $944 | 0.4% | $10.09 | — | UNIT 08/01/2024 | G6455A123 |
| — | EVOLENT HEALTH INC | 1,500,000 | $936 | 0.4% | $0.70 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | AMAG PHARMACEUTICALS INC | 1,150,000 | $899 | 0.3% | $0.92 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | APEX TECHNOLOGY ACQUISITN CO | 75,000 | $861 | 0.3% | $10.19 | — | UNIT 06/11/2026 | 03768F201 |
| — | HEALTHCARE MERGER CORP | 75,000 | $788 | 0.3% | $10.35 | — | UNIT 12/17/2021 | 42227L201 |
| — | FINTECH ACQUISITION CORP III | 55,200 | $694 | 0.3% | $10.00 | — | UNIT 12/01/2023 | 31811A309 |
| QD 1 07/01/26 REGS | QUDIAN INC | 1,000,000 | $661 | 0.3% | $1.02 | — | DEBT 1.000% 7/0 | G7314VAA8 |
| — | TUSCAN HOLDINGS CORP | 59,100 | $632 | 0.2% | $10.43 | — | UNIT 99/99/9999 | 90069K203 |
| — | HOSTESS BRANDS INC | 688,600 | $592 | 0.2% | $1.34 | — | *W EXP 11/04/202 | 44109J114 |
| — | TILRAY INC | 1,300,000 | $588 | 0.2% | $0.52 | — | DEBT 5.000%10/0 | 88688TAB6 |
| — | ZILLOW GROUP INC | 500,000 | $581 | 0.2% | $1.16 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | PROPTECH ACQUISITION CORPORA | 50,000 | $530 | 0.2% | $10.24 | — | UNIT 10/01/2026 | 74349F200 |
| — | STABLE RD ACQUISITION CORP | 50,000 | $512 | 0.2% | $10.30 | — | UNIT 05/15/2026 | 85236Q208 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 50,000 | $510 | 0.2% | $10.06 | — | UNIT 12/01/2026 | 03212A204 |
| — | PAE INC | 211,187 | $509 | 0.2% | $2.41 | — | *W EXP 09/11/202 | 69290Y117 |
| — | FORUM MERGER II CORP | 91,115 | $428 | 0.2% | $0.21 | — | *W EXP 09/30/202 | 34986F111 |
| — | LANDCADIA HLDGS II INC | 66,632 | $360 | 0.1% | $5.40 | — | *W EXP 05/09/202 | 51476X113 |
| — | FLYING EAGLE ACQUISITION COR | 30,000 | $350 | 0.1% | $9.98 | — | UNIT 99/99/9999 | 34407Y202 |
| — | RANPAK HLDGS CORP | 225,100 | $331 | 0.1% | $1.07 | — | *W EXP 06/03/202 | 75321W111 |
| — | LF CAP ACQUISITION CORP | 197,403 | $278 | 0.1% | $1.08 | — | *W EXP 06/22/202 | 50200K116 |
| — | SUNPOWER CORP | 339,000 | $272 | 0.1% | $0.80 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | GRAF INDL CORP | 107,500 | $245 | 0.1% | $0.39 | — | *W EXP 12/31/202 | 384278115 |
| — | GRID DYNAMICS HLDGS INC | 146,124 | $234 | 0.1% | $1.78 | — | *W EXP 03/05/202 | 39813G117 |
| — | EVOFEM BIOSCIENCES INC | 61,883 | $175 | 0.1% | $2.83 | — | COM | 30048L104 |
| — | COLLECTIVE GROWTH CORP | 16,693 | $159 | 0.1% | $9.52 | — | UNIT 04/29/2025 | 19424L200 |
| — | KALEYRA INC | 197,831 | $129 | 0.1% | $1.13 | — | *W EXP 12/12/202 | 483379111 |
| — | GORDON POINTE ACQUISITION CO | 51,600 | $112 | 0.0% | $0.34 | — | *W EXP 07/30/202 | 382788115 |
| — | HL ACQUISITIONS CORP | 45,073 | $102 | 0.0% | $0.35 | — | *W EXP 06/21/202 | G4603R122 |
| — | MERIDA MERGER CORP I | 201,150 | $101 | 0.0% | $0.50 | — | *W EXP 11/07/202 | 58953M114 |
| — | BROOGE HLDGS LTD | 158,000 | $77 | 0.0% | $0.66 | — | *W EXP 12/20/202 | G1611B115 |
| — | HL ACQUISITIONS CORP | 75,073 | $71 | 0.0% | $0.25 | — | RIGHT 07/17/2023 | G4603R130 |
| — | AMCI ACQUISITION CORP | 123,700 | $68 | 0.0% | $0.55 | — | *W EXP 05/20/202 | 00165R119 |
| — | HYCROFT MINING HOLDING CORP | 45,500 | $57 | 0.0% | $1.25 | — | *W EXP 02/12/202 | 44862P117 |
| — | GS ACQUISITION HLDGS CORP II | 5,000 | $53 | 0.0% | $10.60 | — | UNIT 99/99/9999 | 36258Q204 |
| — | THERATECHNOLOGIES INC | 69,000 | $50 | 0.0% | $0.80 | — | NOTE 5.750% 6/3 | 88338HAA8 |
| — | PIVOTAL INVT CORP II | 50,000 | $40 | 0.0% | $0.70 | — | *W EXP 06/01/202 | 72582K118 |
| — | AEGERION PHARMACEUTICALS INC | 33,000 | $30 | 0.0% | $0.95 | — | NOTE 5.000% 4/0 | 00767EAC6 |
| — | WHOLE EARTH BRANDS INC | 16,800 | $19 | 0.0% | $1.13 | — | *W EXP 06/25/202 | 96684W126 |
| — | TENZING ACQUISITION CORP | 39,300 | $18 | 0.0% | $10.06 | — | UNIT 08/24/2024 | G8708A124 |
| — | LONGEVITY ACQUISITION CORP | 51,200 | $10 | 0.0% | $0.20 | — | RIGHT 07/31/2020 | G56372124 |
| — | LONGEVITY ACQUISITION CORP | 51,200 | $10 | 0.0% | $0.20 | — | *W EXP 07/31/202 | G56372116 |
| — | AKAZOO SA | 20,000 | $0 | 0.0% | $0.75 | — | *W EXP 09/11/202 | L0164E116 |
| — | LF CAP ACQUISITION CORP | 12 | $0 | 0.0% | $10.07 | — | UNIT 06/19/2025 | 50200K207 |