CIK: 0000860662 · Show all filings
Period: Q2 2025 (← Previous) (Next →)
Filing Date: Aug 14, 2025
Total Value: $751M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | STARWOOD PPTY TR INC | 44,250,000 | $47.26M | 6.3% | $1.07 | $1.04 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | EVERGY INC | 40,000,000 | $46.78M | 6.2% | $1.17 | $1.12 | — | NOTE 4.500%12/1 | 30034WAD8 |
| — | UGI CORP NEW | 33,000,000 | $45.47M | 6.1% | $1.38 | $1.38 | — | NOTE 5.000% 6/0 | 902681AB1 |
| — | WEC ENERGY GROUP INC | 39,000,000 | $44.91M | 6.0% | $1.15 | $1.15 | — | NOTE 4.375% 6/0 | 92939UAR7 |
| — | PG&E CORP | 45,000,000 | $44.65M | 5.9% | $0.99 | $1.02 | — | NOTE 4.250%12/0 | 69331CAL2 |
| — | HEWLETT PACKARD ENTERPRISE C | 650,000 | $38.36M | 5.1% | $59.01 | $61.16 | — | 7.625 MAND CONV | 42824C208 |
| — | SOUTHERN CO | 33,000,000 | $36.3M | 4.8% | $1.10 | $1.10 | — | NOTE 4.500% 6/1 | 842587DZ7 |
| — | MIDDLEBY CORP | 32,000,000 | $35.89M | 4.8% | $1.12 | $1.12 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | ANYWHERE REAL ESTATE INC | 9,692,993 | $35.09M | 4.7% | $3.62 | $10.39 | — | COM | 75605Y106 |
| — | BOFA FIN LLC | 34,633,000 | $33.84M | 4.5% | $0.98 | $1.02 | — | MTNF 0.600% 5/2 | 09709UV70 |
| — | MARRIOTT VACATIONS WORLDWIDE | 31,000,000 | $28.86M | 3.8% | $0.93 | $0.90 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | PG&E CORP | 650,000 | $24.56M | 3.3% | $37.78 | $48.49 | — | PFD CONV SER A | 69331C306 |
| — | KKR & CO INC | 410,000 | $21.97M | 2.9% | $53.59 | $50.03 | — | 6.25 CON SER D | 48251W500 |
| — | ANYWHERE REAL ESTATE GROUP L | 21,587,000 | $21.16M | 2.8% | $0.98 | $0.78 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | PINNACLE WEST CAP CORP | 18,500,000 | $20.04M | 2.7% | $1.08 | $1.08 | — | NOTE 4.750% 6/1 | 723484AK7 |
| — | AMERICAN AIRLINES GROUP INC | 19,500,000 | $19.48M | 2.6% | $1.00 | $1.09 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | NEXTERA ENERGY INC | 450,000 | $17.88M | 2.4% | $39.74 | $40.85 | — | UNIT 09/01/2025 | 65339F713 |
| — | DUKE ENERGY CORP NEW | 16,000,000 | $16.93M | 2.3% | $1.06 | $1.07 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | AMERICAN WTR CAP CORP | 15,000,000 | $15.06M | 2.0% | $1.00 | $1.02 | — | NOTE 3.625% 6/1 | 03040WBE4 |
| — | AKAMAI TECHNOLOGIES INC | 15,500,000 | $14.67M | 2.0% | $0.95 | $0.96 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | KELLANOVA | 170,008 | $13.52M | 1.8% | $79.53 | $78.41 | +2.2% | COM | 487836108 |
| — | ETSY INC | 14,445,000 | $12.38M | 1.6% | $0.86 | $0.82 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | ARES MANAGEMENT CORPORATION | 220,000 | $11.96M | 1.6% | $54.37 | $55.94 | — | 6.75 SE B PFD | 03990B309 |
| — | APOLLO GLOBAL MGMT INC | 150,000 | $11.28M | 1.5% | $75.18 | $75.18 | — | SER A MAND CNV | 03769M304 |
| NVRI | ENVIRI CORP | 1,233,435 | $10.71M | 1.4% | $8.68 * | $7.33 | 0.0% | COM | 415864107 |
| — | SKECHERS U S A INC | 160,000 | $10.1M | 1.3% | $63.10 | $63.10 | — | CL A | 830566105 |
| — | HESS CORP | 70,000 | $9.698M | 1.3% | $138.54 | $143.22 | — | COM | 42809H107 |
| — | FRONTIER COMMUNICATIONS PARE | 230,000 | $8.372M | 1.1% | $36.40 | $35.86 | — | COM | 35909D109 |
| — | PPL CAP FDG INC | 7,500,000 | $8.1M | 1.1% | $1.08 | $1.04 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 175,000 | $6.676M | 0.9% | $38.15 | $38.15 | — | COM CL A | 848574109 |
| — | HAEMONETICS CORP MASS | 6,000,000 | $5.782M | 0.8% | $0.96 | $0.94 | — | NOTE 3/0 | 405024AB6 |
| — | EVERI HLDGS INC | 319,924 | $4.556M | 0.6% | $14.24 | $13.58 | — | COM | 30034T103 |
| — | ANSYS INC | 12,500 | $4.39M | 0.6% | $351.22 | $351.22 | — | COM | 03662Q105 |
| — | SPARTANNASH CO | 150,000 | $3.974M | 0.5% | $26.49 | $26.49 | — | COM | 847215100 |
| — | TRIUMPH GROUP INC NEW | 123,370 | $3.177M | 0.4% | $25.75 | $25.34 | — | COM | 896818101 |
| — | INTERPUBLIC GROUP COS INC | 125,000 | $3.06M | 0.4% | $24.48 * | $23.79 | 0.0% | COM | 460690100 |
| — | DEXCOM INC | 3,000,000 | $2.814M | 0.4% | $0.94 | $0.94 | — | NOTE 0.375% 5/1 | 252131AM9 |
| NGL | NGL ENERGY PARTNERS LP | 639,444 | $2.73M | 0.4% | $4.27 | $4.27 | — | COM UNIT REPST | 62913M107 |
| MITT | AG MTG INVT TR INC | 288,290 | $2.177M | 0.3% | $7.55 | $10.45 | — | COM NEW | 001228501 |
| — | PLAYAGS INC | 158,850 | $1.984M | 0.3% | $12.49 | $12.11 | — | COM | 72814N104 |
| — | SURMODICS INC | 40,000 | $1.188M | 0.2% | $29.71 | $37.49 | — | COM | 868873100 |
| — | SHIFT4 PMTS INC | 10,000 | $1.156M | 0.2% | $115.57 | $115.57 | — | 6 SER A CNV PREF | 82452J307 |
| — | NABORS ENERGY TRANSITION COR | 100,000 | $1.11M | 0.1% | $11.10 | $10.66 | — | CL A | G6363K106 |
| HYAC | HAYMAKER ACQUISITION CORP IV | 50,000 | $555K | 0.1% | $11.10 | $11.04 | 0.0% | CLASS A | G4375F108 |
| PAYO | PAYONEER GLOBAL INC | 83,946 | $460K | 0.1% | $5.48 * | $9.72 | -30.2% | COM | 70451X104 |
| AMODW | ALPHA MODUS HLDGS INC | 587,999 | $65,268 | 0.0% | $0.11 | $0.06 | — | Call | 020952115 |
| KDKRW | ARES ACQUISITION CORP II | 50,000 | $55,000 | 0.0% | $1.10 | $0.29 | — | Call | G33033120 |
| MDAIW | SPECTRAL AI INC | 74,999 | $52,499 | 0.0% | $0.70 | $0.26 | — | Call | 84757T113 |
| CNCKW | COINCHECK GROUP NV | 30,000 | $26,100 | 0.0% | $0.87 | $0.56 | — | Call | N20967100 |
| — | NABORS ENERGY TRANSITION COR | 50,000 | $24,055 | 0.0% | $0.48 | $0.40 | — | Call | G6363K114 |
| FBYDW | FALCONS BEYOND GLOBAL INC | 25,000 | $20,250 | 0.0% | $0.81 | $1.00 | — | Call | 306121112 |
| LZM/WS | LIFEZONE METALS LIMITED | 25,000 | $9,675 | 0.0% | $0.39 | $0.46 | — | Call | G5568L117 |
| HYAC/WS | HAYMAKER ACQUISITION CORP IV | 25,000 | $9,000 | 0.0% | $0.36 | $0.21 | — | Call | G4375F116 |
| SPWRW | COMPLETE SOLARIA INC | 25,000 | $8,138 | 0.0% | $0.33 | $0.20 | — | Call | 20460L112 |
| BGLWW | BLUE GOLD LTD | 33,100 | $7,941 | 0.0% | $0.24 | — | — | Call | G1331C112 |
| BDMDW | BAIRD MED INVT HLDGS LTD | 50,000 | $4,005 | 0.0% | $0.08 | $0.08 | — | Call | G0705H111 |
| LOTWW | LOTUS TECHNOLOGY INC | 25,000 | $2,625 | 0.0% | $0.10 | $0.12 | — | Call | 54572F119 |
| XBPEW | XBP EUROPE HOLDINGS INC | 25,000 | $1,365 | 0.0% | $0.05 | $0.05 | — | Call | 98400V119 |
| RDZNW | ROADZEN INC | 25,000 | $1,278 | 0.0% | $0.05 | $0.06 | — | Call | G7606H116 |
| LANV/WS | LANVIN GROUP HOLDINGS LIMITE | 20,000 | $380 | 0.0% | $0.02 | $0.02 | — | Call | G5380J118 |
| PIIIW | P3 HEALTH PARTNERS INC | 16,666 | $187 | 0.0% | $0.01 | $0.01 | — | Call | 744413113 |