CIK: 0000860662 · Show all filings
Period: Q4 2024 (← Previous) (Next →)
Filing Date: Feb 14, 2025
Total Value: $505M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | CINEMARK HLDGS INC | 19,500,000 | $42.32M | 8.4% | $2.17 | $1.87 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | STARWOOD PPTY TR INC | 39,250,000 | $40.77M | 8.1% | $1.04 | $1.04 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | HEWLETT PACKARD ENTERPRISE C | 650,000 | $40.16M | 7.9% | $61.78 | $61.16 | — | 7.625 MAND CONV | 42824C208 |
| — | ANYWHERE REAL ESTATE INC | 9,692,993 | $31.99M | 6.3% | $3.30 | $10.39 | — | COM | 75605Y106 |
| — | AMERICAN AIRLINES GROUP INC | 27,000,000 | $31.54M | 6.2% | $1.17 | $1.11 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | EVERGY INC | 25,000,000 | $27.14M | 5.4% | $1.09 | $1.09 | — | NOTE 4.500%12/1 | 30034WAD8 |
| — | PG&E CORP | 500,000 | $24.92M | 4.9% | $49.84 | $49.84 | — | PFD CONV SER A | 69331C306 |
| — | CENTERPOINT ENERGY INC | 21,500,000 | $21.96M | 4.3% | $1.02 | $1.02 | — | NOTE 4.250% 8/1 | 15189TBD8 |
| — | REALOGY GRP LLC/REALOGY CO | 24,587,000 | $21.76M | 4.3% | $0.89 | $0.78 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | MARRIOTT VACATIONS WORLDWIDE | 21,000,000 | $19.59M | 3.9% | $0.93 | $0.89 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | PG&E CORP | 15,500,000 | $16.81M | 3.3% | $1.08 | $1.08 | — | NOTE 4.250%12/0 | 69331CAL2 |
| — | NEXTERA ENERGY INC | 350,000 | $14.41M | 2.9% | $41.17 | $41.17 | — | UNIT 09/01/2025 | 65339F713 |
| — | BOFA FIN LLC | 14,133,000 | $14.39M | 2.8% | $1.02 | $1.08 | — | MTNF 0.600% 5/2 | 09709UV70 |
| — | BOEING CO | 225,000 | $13.68M | 2.7% | $60.80 | $60.80 | — | DEP CONV PFD A | 097023204 |
| — | ARES MANAGEMENT CORPORATION | 220,000 | $12.31M | 2.4% | $55.94 | $55.94 | — | 6.75 SE B PFD | 03990B309 |
| — | KELLANOVA | 149,800 | $12.13M | 2.4% | $80.97 * | $78.18 | 0.0% | COM | 487836108 |
| — | JUNIPER NETWORKS INC | 305,000 | $11.42M | 2.3% | $37.45 | $38.65 | — | COM | 48203R104 |
| — | HESS CORP | 80,000 | $10.64M | 2.1% | $133.01 | $143.22 | — | COM | 42809H107 |
| — | SUMMIT MATLS INC | 205,000 | $10.37M | 2.1% | $50.60 | $50.60 | — | CL A | 86614U100 |
| — | ETSY INC | 12,000,000 | $9.813M | 1.9% | $0.82 | $0.82 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | HALOZYME THERAPEUTICS INC | 8,750,000 | $9.436M | 1.9% | $1.08 | $1.13 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | PPL CAP FDG INC | 7,500,000 | $7.822M | 1.5% | $1.04 | $1.04 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | AKAMAI TECHNOLOGIES INC | 8,000,000 | $7.8M | 1.5% | $0.98 | $0.98 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | SMARTSHEET INC | 120,000 | $6.724M | 1.3% | $56.03 | $55.88 | — | COM CL A | 83200N103 |
| — | HASHICORP INC | 180,217 | $6.165M | 1.2% | $34.21 | $33.71 | — | COM CL A | 418100103 |
| — | HAEMONETICS CORP MASS | 6,000,000 | $5.648M | 1.1% | $0.94 | $0.94 | — | NOTE 3/0 | 405024AB6 |
| — | DUKE ENERGY CORP NEW | 5,000,000 | $5.125M | 1.0% | $1.02 | $1.06 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | ZUORA INC | 500,000 | $4.96M | 1.0% | $9.92 | $9.92 | — | COM CL A | 98983V106 |
| — | EVERI HLDGS INC | 350,000 | $4.729M | 0.9% | $13.51 | $13.51 | — | COM | 30034T103 |
| — | ALNYLAM PHARMACEUTICALS INC | 3,500,000 | $3.72M | 0.7% | $1.06 | $1.06 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 90,000 | $3.067M | 0.6% | $34.08 | $32.51 | — | COM CL A | 848574109 |
| MITT | AG MTG INVT TR INC | 288,290 | $1.917M | 0.4% | $6.65 | $10.45 | — | COM NEW | 001228501 |
| AMODW | ALPHA MODUS HLDGS INC | 587,999 | $1.764M | 0.3% | $3.00 | — | — | Call | 020952115 |
| — | ARCADIUM LITHIUM PLC | 300,000 | $1.539M | 0.3% | $5.13 | $5.13 | — | COM SHS | G0508H110 |
| KDK | ARES ACQUISITION CORP II | 100,000 | $1.098M | 0.2% | $10.98 | $10.83 | — | SHS CLASS A | G33033104 |
| — | NABORS ENERGY TRANSITION COR | 100,000 | $1.08M | 0.2% | $10.80 | $10.66 | — | CL A | G6363K106 |
| — | SURMODICS INC | 25,000 | $990K | 0.2% | $39.60 | $41.67 | — | COM | 868873100 |
| PAYO | PAYONEER GLOBAL INC | 83,946 | $674K | 0.1% | $8.03 * | $9.72 | -1.7% | COM | 70451X104 |
| KDKRW | ARES ACQUISITION CORP II | 50,000 | $549K | 0.1% | $10.98 | — | — | Call | G33033120 |
| — | NABORS ENERGY TRANSITION COR | 50,000 | $540K | 0.1% | $10.80 | — | — | Call | G6363K114 |
| BDMDW | BAIRD MED INVT HLDGS LTD | 50,000 | $380K | 0.1% | $7.60 | — | — | Call | G0705H111 |
| MDAIW | SPECTRAL AI INC | 99,999 | $283K | 0.1% | $2.83 | — | — | Call | 84757T113 |
| HYAC/WS | HAYMAKER ACQUISITION CORP IV | 25,000 | $269K | 0.1% | $10.77 | — | — | Call | G4375F116 |
| CNCKW | COINCHECK GROUP NV | 30,000 | $267K | 0.1% | $8.89 | — | — | Call | N20967100 |
| FBYDW | FALCONS BEYOND GLOBAL INC | 25,000 | $200K | 0.0% | $7.99 | — | — | Call | 306121112 |
| LZM/WS | LIFEZONE METALS LIMITED | 25,000 | $174K | 0.0% | $6.95 | — | — | Call | G5568L117 |
| LOTWW | LOTUS TECHNOLOGY INC | 25,000 | $90,250 | 0.0% | $3.61 | — | — | Call | 54572F119 |
| RDZNW | ROADZEN INC | 25,000 | $54,500 | 0.0% | $2.18 | — | — | Call | G7606H116 |
| TLSI | TRISALUS LIFE SCIENCES INC | 10,854 | $54,379 | 0.0% | $5.01 * | $5.30 | -20.2% | COM | 89680M101 |
| SPWRW | COMPLETE SOLARIA INC | 25,000 | $44,750 | 0.0% | $1.79 | — | — | Call | 20460L112 |
| LANV/WS | LANVIN GROUP HOLDINGS LIMITE | 20,000 | $40,200 | 0.0% | $2.01 | — | — | Call | G5380J118 |
| XBPEW | XBP EUROPE HOLDINGS INC | 25,000 | $27,250 | 0.0% | $1.09 | — | — | Call | 98400V119 |
| PIIIW | P3 HEALTH PARTNERS INC | 16,666 | $3,748 | 0.0% | $0.22 | — | — | Call | 744413113 |