CIK: 0000860662 · Show all filings
Period: Q1 2025 (← Previous) (Next →)
Filing Date: May 15, 2025
Total Value ($000): $576,289 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CINEMARK HLDGS INC | 29,500,000 | $51,433 | 8.9% | $1.83 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | STARWOOD PPTY TR INC | 44,250,000 | $46,704 | 8.1% | $1.04 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | EVERGY INC | 35,000,000 | $41,132 | 7.1% | $1.11 | — | NOTE 4.500%12/1 | 30034WAD8 |
| — | ANYWHERE REAL ESTATE INC | 9,692,993 | $32,278 | 5.6% | $10.39 | — | COM | 75605Y106 |
| — | AMERICAN AIRLINES GROUP INC | 32,000,000 | $32,000 | 5.6% | $1.09 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | HEWLETT PACKARD ENTERPRISE C | 650,000 | $31,135 | 5.4% | $61.16 | — | 7.625 MAND CONV | 42824C208 |
| — | PG&E CORP | 650,000 | $28,600 | 5.0% | $48.49 | — | PFD CONV SER A | 69331C306 |
| — | MARRIOTT VACATIONS WORLDWIDE | 26,000,000 | $24,050 | 4.2% | $0.90 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | BOFA FIN LLC | 24,133,000 | $23,988 | 4.2% | $1.05 | — | MTNF 0.600% 5/2 | 09709UV70 |
| — | REALOGY GRP LLC/REALOGY CO | 21,587,000 | $20,033 | 3.5% | $0.78 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | CENTERPOINT ENERGY INC | 18,500,000 | $20,017 | 3.5% | $1.02 | — | NOTE 4.250% 8/1 | 15189TBD8 |
| — | AKAMAI TECHNOLOGIES INC | 18,000,000 | $17,100 | 3.0% | $0.96 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | PG&E CORP | 14,500,000 | $15,319 | 2.7% | $1.08 | — | NOTE 4.250%12/0 | 69331CAL2 |
| — | AMERICAN WTR CAP CORP | 15,000,000 | $15,315 | 2.7% | $1.02 | — | NOTE 3.625% 6/1 | 03040WBE4 |
| — | KKR & CO INC | 310,000 | $15,153 | 2.6% | $48.88 | — | 6.25 CON SER D | 48251W500 |
| — | HALOZYME THERAPEUTICS INC | 11,250,000 | $14,387 | 2.5% | $1.16 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | NEXTERA ENERGY INC | 350,000 | $14,291 | 2.5% | $41.17 | — | UNIT 09/01/2025 | 65339F713 |
| — | DUKE ENERGY CORP NEW | 13,000,000 | $14,089 | 2.4% | $1.07 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | KELLANOVA | 152,776 | $12,602 | 2.2% | $78.21 | +2.3% | COM | 487836108 |
| — | HESS CORP | 70,000 | $11,181 | 1.9% | $143.22 | — | COM | 42809H107 |
| — | ARES MANAGEMENT CORPORATION | 220,000 | $10,490 | 1.8% | $55.94 | — | 6.75 SE B PFD | 03990B309 |
| — | ETSY INC | 12,000,000 | $10,182 | 1.8% | $0.82 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | FRONTIER COMMUNICATIONS PARE | 275,000 | $9,862 | 1.7% | $35.86 | — | COM | 35909D109 |
| — | EVERI HLDGS INC | 650,000 | $8,886 | 1.5% | $13.58 | — | COM | 30034T103 |
| — | PPL CAP FDG INC | 7,500,000 | $8,393 | 1.5% | $1.04 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | TRIUMPH GROUP INC NEW | 265,000 | $6,715 | 1.2% | $25.34 | — | COM | 896818101 |
| — | BEACON ROOFING SUPPLY INC | 49,944 | $6,178 | 1.1% | $123.70 | — | COM | 073685109 |
| — | HAEMONETICS CORP MASS | 6,000,000 | $5,726 | 1.0% | $0.94 | — | NOTE 3/0 | 405024AB6 |
| — | LIVANOVA PLC | 5,500,000 | $5,228 | 0.9% | $0.95 | — | NOTE 2.500% 3/1 | 53802LAB8 |
| — | H & E EQUIPMENT SERVICES INC | 46,884 | $4,444 | 0.8% | $94.79 | — | COM | 404030108 |
| — | FIVE9 INC | 5,000,000 | $4,258 | 0.7% | $0.85 | — | NOTE 1.000% 3/1 | 338307AF8 |
| — | PLAYAGS INC | 210,000 | $2,543 | 0.4% | $12.11 | — | COM | 72814N104 |
| — | AMEDISYS INC | 25,000 | $2,316 | 0.4% | $92.63 | — | COM | 023436108 |
| MITT | AG MTG INVT TR INC | 288,290 | $2,105 | 0.4% | $10.45 | — | COM NEW | 001228501 |
| — | LIBERTY MEDIA CORP DEL | 2,000,000 | $2,073 | 0.4% | $1.04 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | MICROCHIP TECHNOLOGY INC. | 40,000 | $2,000 | 0.3% | $50.00 | — | DEP SHS REPSTG | 595017302 |
| — | SURMODICS INC | 40,000 | $1,221 | 0.2% | $37.49 | — | COM | 868873100 |
| KDK | ARES ACQUISITION CORP II | 100,000 | $1,115 | 0.2% | $10.83 | — | SHS CLASS A | G33033104 |
| — | NABORS ENERGY TRANSITION COR | 100,000 | $1,095 | 0.2% | $10.66 | — | CL A | G6363K106 |
| PAYO | PAYONEER GLOBAL INC | 83,946 | $491 | 0.1% | $9.72 | -4.0% | COM | 70451X104 |
| AMODW | ALPHA MODUS HLDGS INC | 587,999 | $36 | 0.0% | $0.06 | — | *W EXP 12/13/202 | 020952115 |
| FBYDW | FALCONS BEYOND GLOBAL INC | 25,000 | $25 | 0.0% | $1.00 | — | *W EXP 03/16/202 | 306121112 |
| — | NABORS ENERGY TRANSITION COR | 50,000 | $20 | 0.0% | $0.40 | — | *W EXP 09/01/202 | G6363K114 |
| MDAIW | SPECTRAL AI INC | 74,999 | $19 | 0.0% | $0.26 | — | *W EXP 99/99/999 | 84757T113 |
| CNCKW | COINCHECK GROUP NV | 30,000 | $17 | 0.0% | $0.56 | — | *W EXP 12/11/202 | N20967100 |
| KDKRW | ARES ACQUISITION CORP II | 50,000 | $15 | 0.0% | $0.29 | — | *W EXP 99/99/999 | G33033120 |
| LZM/WS | LIFEZONE METALS LIMITED | 25,000 | $12 | 0.0% | $0.46 | — | *W EXP 07/05/202 | G5568L117 |
| HYAC/WS | HAYMAKER ACQUISITION CORP IV | 25,000 | $5 | 0.0% | $0.21 | — | *W EXP 05/31/202 | G4375F116 |
| SPWRW | COMPLETE SOLARIA INC | 25,000 | $5 | 0.0% | $0.20 | — | *W EXP 07/31/202 | 20460L112 |
| BDMDW | BAIRD MED INVT HLDGS LTD | 50,000 | $4 | 0.0% | $0.08 | — | *W EXP 10/01/202 | G0705H111 |
| LOTWW | LOTUS TECHNOLOGY INC | 25,000 | $3 | 0.0% | $0.12 | — | *W EXP 02/22/202 | 54572F119 |
| RDZNW | ROADZEN INC | 25,000 | $1 | 0.0% | $0.06 | — | *W EXP 11/30/202 | G7606H116 |
| XBPEW | XBP EUROPE HOLDINGS INC | 25,000 | $1 | 0.0% | $0.05 | — | *W EXP 11/30/202 | 98400V119 |
| LANV/WS | LANVIN GROUP HOLDINGS LIMITE | 20,000 | $0 | 0.0% | $0.02 | — | *W EXP 01/14/202 | G5380J118 |
| PIIIW | P3 HEALTH PARTNERS INC | 16,666 | $0 | 0.0% | $0.01 | — | *W EXP 11/19/202 | 744413113 |