Location: Minneapolis, MN
CIK: 0000724683 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 14, 2022
Total Value: $124M (8.6% shares, 91.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ELEVANCE HEALTH INC | 4,883,000 | $31.57M | 25.5% | $6.46 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 7,250,000 | $11.64M | 9.4% | $1.61 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | TERADYNE INC | 4,000,000 | $8.954M | 7.2% | $2.59 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | ARBOR REALTY TRUST INC | 7,745,000 | $7.623M | 6.2% | $0.99 | — | NOTE 4.750%11/0 | 038923AP3 |
| — | BLACKSTONE MORTGAGE TRUST IN | 7,722,000 | $7.616M | 6.2% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | DTE ENERGY CO | 145,319 | $7.286M | 5.9% | $51.31 | — | UNIT 11/01/2022 | 233331842 |
| — | NOVAVAX INC | 7,233,000 | $7.07M | 5.7% | $0.99 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | HOPE BANCORP INC | 7,415,000 | $7.067M | 5.7% | $0.96 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | STARWOOD PPTY TR INC | 6,626,000 | $6.423M | 5.2% | $0.97 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | WEIBO CORP | 5,916,000 | $5.842M | 4.7% | $0.98 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | DIGITALBRIDGE GROUP INC | 5,514,000 | $5.429M | 4.4% | $0.98 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | KKR REAL ESTATE FIN TR INC | 5,289,000 | $5.223M | 4.2% | $0.98 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | SUPERNUS PHARMACEUTICALS | 3,300,000 | $3.201M | 2.6% | $0.96 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | NUTANIX INC | 1,888,000 | $1.819M | 1.5% | $0.96 | — | NOTE 1/1 | 67059NAB4 |
| — | H WORLD GROUP LTD | 1,500,000 | $1.471M | 1.2% | $0.98 | — | NOTE 0.375%11/0 | 16949NAC3 |
| — | ILLUMINA INC | 1,290,000 | $1.232M | 1.0% | $0.96 | — | NOTE 8/1 | 452327AK5 |
| — | HARPOON THERAPEUTICS INC | 580,815 | $563K | 0.5% | $0.97 | — | COM | 41358P106 |
| — | INNOVIVA INC | 500,000 | $491K | 0.4% | $0.98 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | ATLANTIC AVE ACQUISITION COR | 25,000 | $251K | 0.2% | $9.88 | — | COM CL A | 04906P101 |
| — | HEALTHCARE SERVICES ACQU COR | 25,000 | $249K | 0.2% | $9.80 | — | COM CL A | 42227K104 |
| SLAMF | SLAM CORP | 25,100 | $249K | 0.2% | $9.74 | +1.3% | CL A SHS | G8210L105 |
| — | ABG ACQUISITION CORP I | 25,000 | $248K | 0.2% | $9.80 | — | CL A SHS | G00496102 |
| — | TWO | 25,003 | $247K | 0.2% | $9.80 | — | COM CL A | G9152V101 |
| — | LERER HIPPEAU ACQUISITION CO | 25,026 | $246K | 0.2% | $9.75 | — | CL A | 526749106 |
| — | COLOMBIER ACQUISITION CORP | 25,000 | $244K | 0.2% | $9.68 | — | CL A | 19533H108 |
| — | DA32 LIFE SCNCE TEC ACQSTN C | 25,003 | $243K | 0.2% | $9.76 | — | CLASS A COM | 23312M106 |
| — | VECTOR ACQUISITION CORP II | 16,888 | $168K | 0.1% | $9.77 | — | CL A SHS | G9460A104 |
| — | VEECO INSTRS INC DEL | 160,000 | $158K | 0.1% | $0.99 | — | NOTE 2.700% 1/1 | 922417AD2 |
| OPFI | OPPFI INC | 59,438 | $137K | 0.1% | $4.24 | -32.7% | COM CL A | 68386H103 |
| — | US WELL SERVICES INC | 24,255 | $123K | 0.1% | $5.07 | — | CL A NEW 2022 | 91274U309 |
| STTK | SHATTUCK LABS INC | 39,467 | $107K | 0.1% | $27.08 | -86.1% | COM | 82024L103 |
| — | REDWOOD TRUST INC | 100,000 | $98,000 | 0.1% | $0.98 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | NEW RELIC INC | 62,000 | $60,000 | 0.0% | $0.97 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | FINTECH EVOLUTION ACQUIS GRO | 5,705 | $57,000 | 0.0% | $9.82 | — | SHS CL A | G3R19A104 |
| — | BCLS ACQUISITION CORP | 5,603 | $56,000 | 0.0% | $9.82 | — | COM CL A | G0904B105 |
| — | BITE ACQUISITION CORP | 5,200 | $51,000 | 0.0% | $9.81 | — | COMMON STOCK | 09175K105 |
| REEWF | CARTESIAN GROWTH CORP II | 402,500 | $40,000 | 0.0% | $0.12 | — | *W EXP 07/12/202 | G19305120 |
| OPFI/WS | OPPFI INC | 29,719 | $7,000 | 0.0% | $0.50 | — | *W EXP 07/20/202 | 68386H111 |
| FTCHQ | FARFETCH LTD | 17 | $0 | 0.0% | $8.88 | 0.0% | ORD SH CL A | 30744W107 |