Location: Boston, MA
CIK: 0001165830 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Jul 21, 2023
Total Value: $161M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ARES CAPITAL CORP | 19,250,000 | $19.19M | 11.9% | $1.10 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | EURONET WORLDWIDE INC | 19,170,000 | $18.61M | 11.6% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | WESTERN DIGITAL CORP. | 18,603,000 | $18.04M | 11.2% | $0.94 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | SOUTHWEST AIRLS CO | 15,617,000 | $17.9M | 11.1% | $1.26 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | BOOKING HOLDINGS INC | 11,941,000 | $17.9M | 11.1% | $1.41 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | ILLUMINA INC | 17,744,000 | $17.62M | 10.9% | $1.15 | — | NOTE 8/1 | 452327AK5 |
| — | EXPEDIA GROUP INC | 19,261,000 | $16.83M | 10.5% | $1.21 | — | NOTE 2/1 | 30212PBE4 |
| — | AKAMAI TECHNOLOGIES INC | 12,635,000 | $13.48M | 8.4% | $1.21 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | ETSY INC | 9,845,000 | $7.581M | 4.7% | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | PENNYMAC CORP | 5,875,000 | $5.522M | 3.4% | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | BLACKSTONE MORTGAGE TRUST IN | 6,000,000 | $5.126M | 3.2% | $0.91 | — | NOTE 5.500% 3/1 | 09257WAE0 |
| — | WELLS FARGO CO NEW | 852 | $982K | 0.6% | $1490.53 | — | PERP PFD CNV A | 949746804 |
| — | BANK AMERICA CORP | 761 | $892K | 0.6% | $1446.59 | — | 7.25%CNV PFD L | 060505682 |
| — | FORD MTR CO DEL | 594,000 | $651K | 0.4% | $1.18 | — | NOTE 3/1 | 345370CZ1 |
| — | VISHAY INTERTECHNOLOGY INC | 300,000 | $328K | 0.2% | $0.99 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | BLOCK INC | 350,000 | $289K | 0.2% | $0.89 | — | NOTE 5/0 | 852234AJ2 |