CIK: 0000860662 · Show all filings
Period: Q1 2025 (← Previous) (Next →)
Filing Date: May 15, 2025
Total Value: $576M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | CINEMARK HLDGS INC | 29,500,000 | $51.43M | 8.9% | $1.74 | $1.83 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | STARWOOD PPTY TR INC | 44,250,000 | $46.7M | 8.1% | $1.06 | $1.04 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | EVERGY INC | 35,000,000 | $41.13M | 7.1% | $1.18 | $1.11 | — | NOTE 4.500%12/1 | 30034WAD8 |
| — | ANYWHERE REAL ESTATE INC | 9,692,993 | $32.28M | 5.6% | $3.33 | $10.39 | — | COM | 75605Y106 |
| — | AMERICAN AIRLINES GROUP INC | 32,000,000 | $32M | 5.6% | $1.00 | $1.09 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | HEWLETT PACKARD ENTERPRISE C | 650,000 | $31.14M | 5.4% | $47.90 | $61.16 | — | 7.625 MAND CONV | 42824C208 |
| — | PG&E CORP | 650,000 | $28.6M | 5.0% | $44.00 | $48.49 | — | PFD CONV SER A | 69331C306 |
| — | MARRIOTT VACATIONS WORLDWIDE | 26,000,000 | $24.05M | 4.2% | $0.93 | $0.90 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | BOFA FIN LLC | 24,133,000 | $23.99M | 4.2% | $0.99 | $1.05 | — | MTNF 0.600% 5/2 | 09709UV70 |
| — | REALOGY GRP LLC/REALOGY CO | 21,587,000 | $20.03M | 3.5% | $0.93 | $0.78 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | CENTERPOINT ENERGY INC | 18,500,000 | $20.02M | 3.5% | $1.08 | $1.02 | — | NOTE 4.250% 8/1 | 15189TBD8 |
| — | AKAMAI TECHNOLOGIES INC | 18,000,000 | $17.1M | 3.0% | $0.95 | $0.96 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | PG&E CORP | 14,500,000 | $15.32M | 2.7% | $1.06 | $1.08 | — | NOTE 4.250%12/0 | 69331CAL2 |
| — | AMERICAN WTR CAP CORP | 15,000,000 | $15.31M | 2.7% | $1.02 | $1.02 | — | NOTE 3.625% 6/1 | 03040WBE4 |
| — | KKR & CO INC | 310,000 | $15.15M | 2.6% | $48.88 | $48.88 | — | 6.25 CON SER D | 48251W500 |
| — | HALOZYME THERAPEUTICS INC | 11,250,000 | $14.39M | 2.5% | $1.28 | $1.16 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | NEXTERA ENERGY INC | 350,000 | $14.29M | 2.5% | $40.83 | $41.17 | — | UNIT 09/01/2025 | 65339F713 |
| — | DUKE ENERGY CORP NEW | 13,000,000 | $14.09M | 2.4% | $1.08 | $1.07 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | KELLANOVA | 152,776 | $12.6M | 2.2% | $82.49 * | $78.21 | +2.3% | COM | 487836108 |
| — | HESS CORP | 70,000 | $11.18M | 1.9% | $159.73 | $143.22 | — | COM | 42809H107 |
| — | ARES MANAGEMENT CORPORATION | 220,000 | $10.49M | 1.8% | $47.68 | $55.94 | — | 6.75 SE B PFD | 03990B309 |
| — | ETSY INC | 12,000,000 | $10.18M | 1.8% | $0.85 | $0.82 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | FRONTIER COMMUNICATIONS PARE | 275,000 | $9.861M | 1.7% | $35.86 | $35.86 | — | COM | 35909D109 |
| — | EVERI HLDGS INC | 650,000 | $8.886M | 1.5% | $13.67 | $13.58 | — | COM | 30034T103 |
| — | PPL CAP FDG INC | 7,500,000 | $8.393M | 1.5% | $1.12 | $1.04 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | TRIUMPH GROUP INC NEW | 265,000 | $6.715M | 1.2% | $25.34 | $25.34 | — | COM | 896818101 |
| — | BEACON ROOFING SUPPLY INC | 49,944 | $6.178M | 1.1% | $123.70 | $123.70 | — | COM | 073685109 |
| — | HAEMONETICS CORP MASS | 6,000,000 | $5.726M | 1.0% | $0.95 | $0.94 | — | NOTE 3/0 | 405024AB6 |
| — | LIVANOVA PLC | 5,500,000 | $5.228M | 0.9% | $0.95 | $0.95 | — | NOTE 2.500% 3/1 | 53802LAB8 |
| — | H & E EQUIPMENT SERVICES INC | 46,884 | $4.444M | 0.8% | $94.79 | $94.79 | — | COM | 404030108 |
| — | FIVE9 INC | 5,000,000 | $4.258M | 0.7% | $0.85 | $0.85 | — | NOTE 1.000% 3/1 | 338307AF8 |
| — | PLAYAGS INC | 210,000 | $2.543M | 0.4% | $12.11 | $12.11 | — | COM | 72814N104 |
| — | AMEDISYS INC | 25,000 | $2.316M | 0.4% | $92.63 | $92.63 | — | COM | 023436108 |
| MITT | AG MTG INVT TR INC | 288,290 | $2.105M | 0.4% | $7.30 | $10.45 | — | COM NEW | 001228501 |
| — | LIBERTY MEDIA CORP DEL | 2,000,000 | $2.073M | 0.4% | $1.04 | $1.04 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | MICROCHIP TECHNOLOGY INC. | 40,000 | $2M | 0.3% | $50.00 | $50.00 | — | DEP SHS REPSTG | 595017302 |
| — | SURMODICS INC | 40,000 | $1.221M | 0.2% | $30.53 | $37.49 | — | COM | 868873100 |
| KDK | ARES ACQUISITION CORP II | 100,000 | $1.115M | 0.2% | $11.15 | $10.83 | — | SHS CLASS A | G33033104 |
| — | NABORS ENERGY TRANSITION COR | 100,000 | $1.095M | 0.2% | $10.95 | $10.66 | — | CL A | G6363K106 |
| PAYO | PAYONEER GLOBAL INC | 83,946 | $491K | 0.1% | $5.85 * | $9.72 | -4.0% | COM | 70451X104 |
| AMODW | ALPHA MODUS HLDGS INC | 587,999 | $35,574 | 0.0% | $0.06 | $0.06 | — | *W EXP 12/13/202 | 020952115 |
| FBYDW | FALCONS BEYOND GLOBAL INC | 25,000 | $25,000 | 0.0% | $1.00 | $1.00 | — | *W EXP 03/16/202 | 306121112 |
| — | NABORS ENERGY TRANSITION COR | 50,000 | $19,850 | 0.0% | $0.40 | $0.40 | — | *W EXP 09/01/202 | G6363K114 |
| MDAIW | SPECTRAL AI INC | 74,999 | $19,260 | 0.0% | $0.26 | $0.26 | — | *W EXP 99/99/999 | 84757T113 |
| CNCKW | COINCHECK GROUP NV | 30,000 | $16,848 | 0.0% | $0.56 | $0.56 | — | *W EXP 12/11/202 | N20967100 |
| KDKRW | ARES ACQUISITION CORP II | 50,000 | $14,500 | 0.0% | $0.29 | $0.29 | — | *W EXP 99/99/999 | G33033120 |
| LZM/WS | LIFEZONE METALS LIMITED | 25,000 | $11,500 | 0.0% | $0.46 | $0.46 | — | *W EXP 07/05/202 | G5568L117 |
| HYAC/WS | HAYMAKER ACQUISITION CORP IV | 25,000 | $5,238 | 0.0% | $0.21 | $0.21 | — | *W EXP 05/31/202 | G4375F116 |
| SPWRW | COMPLETE SOLARIA INC | 25,000 | $5,000 | 0.0% | $0.20 | $0.20 | — | *W EXP 07/31/202 | 20460L112 |
| BDMDW | BAIRD MED INVT HLDGS LTD | 50,000 | $3,755 | 0.0% | $0.08 | $0.08 | — | *W EXP 10/01/202 | G0705H111 |
| LOTWW | LOTUS TECHNOLOGY INC | 25,000 | $3,055 | 0.0% | $0.12 | $0.12 | — | *W EXP 02/22/202 | 54572F119 |
| RDZNW | ROADZEN INC | 25,000 | $1,403 | 0.0% | $0.06 | $0.06 | — | *W EXP 11/30/202 | G7606H116 |
| XBPEW | XBP EUROPE HOLDINGS INC | 25,000 | $1,173 | 0.0% | $0.05 | $0.05 | — | *W EXP 11/30/202 | 98400V119 |
| LANV/WS | LANVIN GROUP HOLDINGS LIMITE | 20,000 | $396 | 0.0% | $0.02 | $0.02 | — | *W EXP 01/14/202 | G5380J118 |
| PIIIW | P3 HEALTH PARTNERS INC | 16,666 | $200 | 0.0% | $0.01 | $0.01 | — | *W EXP 11/19/202 | 744413113 |