CIK: 0001278960 · Show all filings
Period: Q3 2025 (← Previous) (Next →)
Filing Date: Nov 13, 2025
Total Value ($000): $1,044,225 (29.4% shares, 70.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| HYG | ISHARES TR | 1,600,000 | $129,904 | 12.4% | — | — | Put | 464288513 |
| HYG | ISHARES TR | 1,000,000 | $81,190 | 7.8% | — | — | Call | 464288513 |
| — | SEAGATE HDD CAYMAN | 15,438,000 | $44,510 | 4.3% | $1.31 | — | NOTE 3.500% 6/0 | 81180WBL4 |
| — | Ast Spacemobile Inc | 20,755,000 | $43,576 | 4.2% | $2.06 | — | Note 4.250 03/01 | 00217DAA8 |
| — | WESTERN DIGITAL CORP | 10,695,000 | $34,317 | 3.3% | $1.45 | — | NOTE 3.000%11/1 | 958102AT2 |
| — | TYLER TEX INDPT SCH DIST | 29,147,000 | $32,043 | 3.1% | $1.20 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | PORCH GROUP INC | 19,500,000 | $29,199 | 2.8% | $1.30 | — | DEBT 9.000% 5/1 | 733245AD6 |
| — | IAC FinanceCo 2, Inc. | 29,192,000 | $28,427 | 2.7% | $0.97 | — | Note 0.875 06/15 | 44932FAA5 |
| — | JBT MAREL CORPORATION | 27,300,000 | $27,608 | 2.6% | $1.01 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | FORD MTR CO | 26,750,000 | $27,134 | 2.6% | $1.01 | — | NOTE 3/1 | 345370CZ1 |
| — | COINBASE GLOBAL INC | 23,727,000 | $26,411 | 2.5% | $1.03 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| LCID | LUCID GROUP INC | 1,094,700 | $26,043 | 2.5% | — | — | Put | 549498202 |
| — | EVERGY INC | 20,096,000 | $25,247 | 2.4% | $1.18 | — | NOTE 4.500%12/1 | 30034WAD8 |
| — | UBER TECHNOLOGIES INC | 16,500,000 | $24,286 | 2.3% | $1.47 | — | NOTE 0.875%12/0 | 90353TAM2 |
| IWM | ISHARES TR | 100,000 | $24,196 | 2.3% | — | — | Call | 464287655 |
| — | LIVE NATION ENTERTAINMENT IN | 13,632,000 | $22,102 | 2.1% | $1.60 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | VISHAY INTERTECHNOLOGY INC | 22,720,000 | $20,662 | 2.0% | $0.91 | — | NOTE 2.250% 9/1 | 928298AR9 |
| — | NUTANIX INC | 15,000,000 | $20,654 | 2.0% | $1.41 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | ECHOSTAR CORP | 8,038,496 | $19,813 | 1.9% | $1.06 | — | NOTE 3.875%11/3 | 278768AB2 |
| — | VIAVI SOLUTIONS INC | 18,533,000 | $19,603 | 1.9% | $1.02 | — | NOTE 1.625% 3/1 | 925550AH8 |
| — | ON SEMICONDUCTOR CORP | 16,571,000 | $18,911 | 1.8% | $1.20 | — | NOTE 5/0 | 682189AS4 |
| — | PENGUIN SOLUTIONS INC | 15,635,000 | $18,660 | 1.8% | $1.19 | — | NOTE 2.000% 8/1 | 83205YAE4 |
| — | COLLEGIUM PHARMACEUTICAL INC | 14,800,000 | $17,546 | 1.7% | $1.07 | — | NOTE 2.875% 2/1 | 19459JAC8 |
| — | PELOTON INTERACTIVE INC | 7,120,000 | $15,909 | 1.5% | $2.23 | — | NOTE 5.500%12/0 | 70614WAD2 |
| — | SEMTECH CORP | 8,000,000 | $15,856 | 1.5% | $0.86 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | FIVE9 INC | 16,780,000 | $14,829 | 1.4% | $0.88 | — | NOTE 1.000% 3/1 | 338307AF8 |
| — | FLUOR CORP | 12,444,000 | $14,769 | 1.4% | $1.16 | — | NOTE 1.125% 8/1 | 343412AJ1 |
| — | AKAMAI TECHNOLOGIES INC | 15,282,000 | $14,385 | 1.4% | $0.95 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | Porch Group Inc | 12,523,000 | $12,948 | 1.2% | $0.67 | — | Note 6.750 10/1 | 733245AC8 |
| — | PACIRA BIOSCIENCES INC | 11,525,000 | $11,685 | 1.1% | $0.98 | — | NOTE 2.125% 5/1 | 695127AJ9 |
| — | CERENCE INC | 13,650,000 | $11,322 | 1.1% | $0.73 | — | NOTE 1.500% 7/0 | 156727AD1 |
| VRM | VROOM INC | 414,949 | $11,216 | 1.1% | $26.79 | +2.8% | COM NEW | 92918V307 |
| — | BANDWIDTH INC | 12,500,000 | $10,597 | 1.0% | $0.81 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | EVOLENT HEALTH INC | 10,149,000 | $10,170 | 1.0% | $1.00 | — | DEBT 4.500% 8/1 | 30050BAJ0 |
| — | EVOLENT HEALTH INC | 12,500,000 | $10,070 | 1.0% | $0.81 | — | NOTE 3.500%12/0 | 30050BAH4 |
| — | VERITONE INC | 13,244,000 | $9,999 | 1.0% | $0.54 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | BRIDGEBIO PHARMA INC | 9,450,000 | $9,350 | 0.9% | $0.84 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | AMPHASTAR PHARMACEUTICALS IN | 10,008,000 | $9,113 | 0.9% | $0.90 | — | NOTE 2.000% 3/1 | 03209RAB9 |
| — | LUMENTUM HLDGS INC | 6,502,000 | $9,082 | 0.9% | $1.40 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | 8X8 INC NEW | 9,720,000 | $8,424 | 0.8% | $0.78 | — | NOTE 4.000% 2/0 | 282914AE0 |
| WOLF | WOLFSPEED INC | 286,407 | $8,191 | 0.8% | $25.35 | 0.0% | COMMON STOCK | 97785W106 |
| — | LUMINAR TECHNOLOGIES INC | 21,690,000 | $8,094 | 0.8% | $0.63 | — | DEBT 11.500% 1/1 | 550424AE5 |
| — | HAEMONETICS CORP MASS | 8,440,000 | $7,807 | 0.7% | $0.93 | — | NOTE 2.500% 6/0 | 405024AD2 |
| HLIT | HARMONIC INC | 674,600 | $6,867 | 0.7% | $12.68 | -25.7% | COM | 413160102 |
| ASTS | AST SPACEMOBILE INC | 132,800 | $6,518 | 0.6% | — | — | Put | 00217D100 |
| — | BEYOND MEAT INC | 29,266,000 | $5,841 | 0.6% | $0.36 | — | NOTE 3/1 | 08862EAB5 |
| — | OATLY GROUP AB | 5,052,969 | $4,649 | 0.4% | $0.92 | — | NOTE 9.250% 9/1 | 67421JAC2 |
| — | BENTLEY SYS INC | 4,500,000 | $4,244 | 0.4% | $0.90 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | PG&E CORP | 105,000 | $4,135 | 0.4% | $37.60 | — | PFD CONV SER A | 69331C306 |
| — | INOTIV INC | 17,092,000 | $4,049 | 0.4% | $0.41 | — | NOTE 3.250%10/1 | 45783QAB6 |
| INDI | INDIE SEMICONDUCTOR INC | 901,300 | $3,668 | 0.4% | — | — | Put | 45569U101 |
| — | Qimonda AG | 12,400,000 | $3,348 | 0.3% | $0.51 | — | Note 6.750 03/22 | 74732WAA7 |
| — | LUMINAR TECHNOLOGIES INC | 9,249,000 | $3,107 | 0.3% | $0.70 | — | DEBT 9.000% 1/1 | 550424AD7 |
| — | PATRICK INDS INC | 1,400,000 | $2,279 | 0.2% | $1.49 | — | NOTE 1.750%12/0 | 703343AG8 |
| ARAY | ACCURAY INC | 1,066,054 | $1,780 | 0.2% | $1.51 | -1.7% | COM | 004397105 |
| STNG | SCORPIO TANKERS INC | 30,000 | $1,682 | 0.2% | $39.13 | — | SHS | Y7542C130 |
| — | AVADEL PHARMACEUTICALS PLC | 110,000 | $1,680 | 0.2% | $7.83 | — | COM SHS | G29687103 |
| NEO | NEOGENOMICS INC | 201,313 | $1,554 | 0.1% | $7.00 | 0.0% | COM NEW | 64049M209 |
| GOSS | GOSSAMER BIO INC | 500,000 | $1,315 | 0.1% | $1.47 | +49.9% | COM | 38341P102 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 220,000 | $689 | 0.1% | $18.49 | -81.7% | COM | 55933J203 |
| HTZ | HERTZ GLOBAL HLDGS INC | 100,000 | $680 | 0.1% | — | — | Call | 42806J700 |
| KPTI | KARYOPHARM THERAPEUTICS INC | 40,000 | $262 | 0.0% | $7.50 | -28.3% | COM NEW | 48576U205 |
| AISPW | AIRSHIP AI HLDGS INC | 12,500 | $21 | 0.0% | $1.12 | — | *W EXP 12/21/202 | 008940116 |