Location: Minneapolis, MN
CIK: 0000724683 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 24, 2023
Total Value: $96.55M (2.1% shares, 97.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | NOVAVAX INC | 19,748,000 | $19.59M | 20.3% | $0.99 | $0.99 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 7,250,000 | $12.1M | 12.5% | $1.67 | $1.61 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | KKR REAL ESTATE FIN TR INC | 11,164,000 | $10.96M | 11.3% | $0.98 | $0.98 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | BLACKSTONE MORTGAGE TRUST IN | 9,838,000 | $9.647M | 10.0% | $0.98 | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | HOPE BANCORP INC | 7,919,000 | $7.737M | 8.0% | $0.98 | $0.96 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | STARWOOD PPTY TR INC | 6,639,000 | $6.436M | 6.7% | $0.97 | $0.97 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | DIGITALBRIDGE GROUP INC | 6,184,000 | $6.091M | 6.3% | $0.98 | $0.98 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | INNOVIVA INC | 4,233,000 | $4.228M | 4.4% | $1.00 | $1.00 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | SUPERNUS PHARMACEUTICALS | 4,095,000 | $4.023M | 4.2% | $0.98 | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | APOLLO COML REAL ESTATE FIN | 3,349,000 | $3.257M | 3.4% | $0.97 | $0.97 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | TERADYNE INC | 1,352,000 | $2.852M | 3.0% | $2.11 | $2.59 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | ELEVANCE HEALTH INC | 350,000 | $2.351M | 2.4% | $6.72 | $6.46 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | NUTANIX INC | 1,902,000 | $1.873M | 1.9% | $0.98 | $0.96 | — | NOTE 1/1 | 67059NAB4 |
| — | ILLUMINA INC | 1,290,000 | $1.246M | 1.3% | $0.97 | $0.96 | — | NOTE 8/1 | 452327AK5 |
| — | INTERCEPT PHARMACEUTICALS IN | 1,162,000 | $1.139M | 1.2% | $0.98 | $0.98 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | PATRICK INDS INC | 423,000 | $419K | 0.4% | $0.99 | $0.99 | — | DBCV 1.000% 2/0 | 703343AB9 |
| SLAMF | SLAM CORP | 25,100 | $254K | 0.3% | $10.10 | $9.74 | +2.7% | CL A SHS | G8210L105 |
| — | ABG ACQUISITION CORP I | 25,000 | $252K | 0.3% | $10.09 | $9.80 | — | CL A SHS | G00496102 |
| — | TWO | 25,003 | $252K | 0.3% | $10.08 | $9.80 | — | COM CL A | G9152V101 |
| — | COLOMBIER ACQUISITION CORP | 25,000 | $249K | 0.3% | $9.94 | $9.68 | — | CL A | 19533H108 |
| — | DA32 LIFE SCNCE TEC ACQSTN C | 25,003 | $248K | 0.3% | $9.90 | $9.76 | — | CLASS A COM | 23312M106 |
| — | TILRAY BRANDS INC | 235,000 | $231K | 0.2% | $0.98 | $0.98 | — | NOTE 5.000%10/0 | 88688TAB6 |
| ACDC | PROFRAC HLDG CORP | 8,164 | $206K | 0.2% | $25.20 | $22.09 | +14.1% | CLASS A COM | 74319N100 |
| — | VEECO INSTRS INC DEL | 199,000 | $196K | 0.2% | $0.99 | $0.99 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | VECTOR ACQUISITION CORP II | 16,888 | $171K | 0.2% | $10.10 | $9.77 | — | CL A SHS | G9460A104 |
| OPFI | OPPFI INC | 59,438 | $122K | 0.1% | $2.05 | $4.24 | -51.6% | COM CL A | 68386H103 |
| — | REDWOOD TRUST INC | 100,000 | $99,334 | 0.1% | $0.99 | $0.98 | — | NOTE 4.750% 8/1 | 758075AC9 |
| STTK | SHATTUCK LABS INC | 39,467 | $90,774 | 0.1% | $2.30 | $27.08 | -91.5% | COM | 82024L103 |
| REEWF | CARTESIAN GROWTH CORP II | 402,500 | $90,522 | 0.1% | $0.22 | $0.12 | — | *W EXP 07/12/202 | G19305120 |
| — | NEW RELIC INC | 72,000 | $70,416 | 0.1% | $0.98 | $0.97 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | FINTECH EVOLUTION ACQUIS GRO | 5,705 | $57,621 | 0.1% | $10.10 | $9.82 | — | SHS CL A | G3R19A104 |
| — | LIGAND PHARMACEUTICALS INC | 13,000 | $12,651 | 0.0% | $0.97 | $0.97 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | SILK RD MED INC | 146 | $7,716 | 0.0% | $52.85 | $52.85 | — | COM | 82710M100 |
| OPFI/WS | OPPFI INC | 29,719 | $2,972 | 0.0% | $0.10 | $0.50 | — | *W EXP 07/20/202 | 68386H111 |