Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q2 2026 (← Previous) (Next →)
Filing Date: Jul 28, 2026
Total Value: $2.985B (27.2% shares, 72.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | WESTERN DIGITAL CORP | 8,952,000 | $151M | 5.1% | $16.85 | $1.32 | — | NOTE 3.000%11/1 | 958102AT2 |
| — | ALPHABET INC | 2,427,303 | $123M | 4.1% | $50.53 | $50.53 | — | DEP SHS RP1/20 A | 02079K404 |
| — | MKS INC. | 36,470,000 | $107M | 3.6% | $2.95 | $0.99 | — | NOTE 1.250% 6/0 | 55306NAB0 |
| — | LUMENTUM HLDGS INC | 12,884,000 | $84.11M | 2.8% | $6.53 | $0.97 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | LANTHEUS HLDGS INC | 50,863,000 | $74M | 2.5% | $1.45 | $1.13 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | HEWLETT PACKARD ENTERPRISE C | 601,263 | $70.21M | 2.4% | $116.77 | $54.39 | — | 7.625 MAND CONV | 42824C208 |
| — | CABLE ONE INC | 89,888,000 | $58.78M | 2.0% | $0.65 | $0.77 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | QXO INC | 1,169,488 | $57.41M | 1.9% | $49.09 | $60.15 | — | 5.50 DEP PFD | 82846H504 |
| — | BOEING CO | 828,674 | $56.17M | 1.9% | $67.78 | $63.28 | — | DEP CONV PFD A | 097023204 |
| — | TETRA TECH INC NEW | 52,445,000 | $55.27M | 1.9% | $1.05 | $1.31 | — | DBCV 2.250% 8/1 | 88162GAB9 |
| — | UBER TECHNOLOGIES INC | 45,364,000 | $54.33M | 1.8% | $1.20 | $1.12 | — | NOTE 0.875%12/0 | 90353TAM2 |
| — | SNOWFLAKE INC | 32,541,000 | $54.16M | 1.8% | $1.66 | $1.49 | — | NOTE 10/0 | 833445AB5 |
| — | CHEFS WHSE INC | 23,710,000 | $53.04M | 1.8% | $2.24 | $1.01 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | ETSY INC | 49,886,000 | $50.89M | 1.7% | $1.02 | $1.04 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | NEXTERA ENERGY INC | 940,950 | $50.46M | 1.7% | $53.63 | $51.86 | — | UNIT 06/01/2027 | 65339F663 |
| — | PG&E CORP | 46,453,000 | $47.53M | 1.6% | $1.02 | $1.09 | — | NOTE 4.250%12/0 | 69331CAL2 |
| — | MICROCHIP TECHNOLOGY INC. | 603,491 | $46.45M | 1.6% | $76.97 | $52.97 | — | DEP SHS REPSTG | 595017302 |
| — | BLACKROCK MUN TARGET TERM TR | 1,967,980 | $44.77M | 1.5% | $22.75 | $23.75 | — | COM SHS BEN IN | 09257P105 |
| — | INTEGER HLDGS CORP | 45,243,000 | $43.94M | 1.5% | $0.97 | $0.96 | — | DBCV 1.875% 3/1 | 45826HAD1 |
| — | APOLLO GLOBAL MGMT INC | 713,153 | $43.46M | 1.5% | $60.94 | $54.97 | — | SER A MAND CNV | 03769M304 |
| — | LIBERTY MEDIA CORP DEL | 33,894,000 | $42.05M | 1.4% | $1.24 | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | POST HLDGS INC | 40,161,000 | $41.66M | 1.4% | $1.04 | $1.03 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | MERIT MED SYS INC | 38,073,000 | $41.08M | 1.4% | $1.08 | $1.08 | — | NOTE 3.000% 2/0 | 589889AB0 |
| — | AKAMAI TECHNOLOGIES INC | 34,024,000 | $40.84M | 1.4% | $1.20 | $1.10 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | ON SEMICONDUCTOR CORP | 21,949,000 | $39.96M | 1.3% | $1.82 | $1.19 | — | NOTE 5/0 | 682189AS4 |
| NINE | NINE ENERGY SERVICE INC | 3,011,565 | $39.18M | 1.3% | $13.01 | $8.20 | +58.7% | COMMON STOCK | 65441V200 |
| — | DATADOG INC | 27,438,000 | $39.07M | 1.3% | $1.42 | $1.00 | — | NOTE 12/0 | 23804LAD5 |
| — | REVOLUTION MEDICINES INC | 30,344,000 | $38.07M | 1.3% | $1.25 | $1.25 | — | NOTE 0.500% 5/0 | 76155XAA8 |
| — | FRESHPET INC | 31,800,000 | $36.96M | 1.2% | $1.16 | $1.13 | — | NOTE 3.000% 4/0 | 358039AB1 |
| — | BRIDGEBIO PHARMA INC | 33,259,000 | $36.92M | 1.2% | $1.11 | $0.88 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | IRHYTHM HOLDINGS INC | 32,598,000 | $35.9M | 1.2% | $1.10 | $1.15 | — | NOTE 1.500% 9/0 | 450056AB2 |
| — | LIVE NATION ENTERTAINMENT IN | 29,737,000 | $35.57M | 1.2% | $1.20 | $1.05 | — | NOTE 2.875% 1/1 | 538034BC2 |
| — | PELOTON INTERACTIVE INC | 21,499,000 | $34.87M | 1.2% | $1.62 | $1.37 | — | NOTE 5.500%12/0 | 70614WAD2 |
| — | FLUOR CORP | 26,167,000 | $34.7M | 1.2% | $1.33 | $1.31 | — | NOTE 1.125% 8/1 | 343412AJ1 |
| — | JAZZ INVESTMENTS I LTD | 20,318,000 | $34.66M | 1.2% | $1.71 | $1.71 | — | NOTE 3.125% 9/1 | 472145AH4 |
| — | NORTHERN OIL & GAS INC | 33,241,000 | $31.9M | 1.1% | $0.96 | $1.16 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | AFFIRM HLDGS INC | 27,113,000 | $31.7M | 1.1% | $1.17 | $1.09 | — | NOTE 0.750%12/1 | 00827BAD8 |
| — | CYBERARK SOFTWARE LTD | 19,004,000 | $31.62M | 1.1% | $1.66 | $1.66 | — | NOTE 6/1 | 23248VAD7 |
| — | CLOUDFLARE INC | 24,872,000 | $31.51M | 1.1% | $1.27 | $1.27 | — | NOTE 6/1 | 18915MAF4 |
| — | UNITY SOFTWARE INC | 26,904,000 | $30.46M | 1.0% | $1.13 | $1.00 | — | NOTE 3/1 | 91332UAH4 |
| — | ORACLE CORP | 645,801 | $29.12M | 1.0% | $45.09 | $45.95 | — | 6.5 DEP CUM SR D | 68389X204 |
| — | MERITAGE HOMES CORP | 28,031,000 | $29M | 1.0% | $1.03 | $0.97 | — | NOTE 1.750% 5/1 | 59001ABF8 |
| — | PATRICK INDS INC | 19,118,000 | $28.33M | 0.9% | $1.48 | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | LIBERTY MEDIA CORP DEL | 24,458,000 | $28.08M | 0.9% | $1.15 | $1.23 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | BURLINGTON STORES INC | 17,529,000 | $27.99M | 0.9% | $1.60 | $1.41 | — | NOTE 1.250%12/1 | 122017AD8 |
| — | PROGRESS SOFTWARE CORP | 28,590,000 | $27.47M | 0.9% | $0.96 | $1.08 | — | NOTE 3.500% 3/0 | 743312AD2 |
| — | BANK OF AMER CORP | 20,806 | $26.13M | 0.9% | $1256.04 | $1416.89 | — | 7.25%CNV PFD L | 060505682 |
| — | PARSONS CORP DEL | 26,167,000 | $25.81M | 0.9% | $0.99 | $1.01 | — | NOTE 2.625% 3/0 | 70202LAD4 |
| — | BIOMARIN PHARMACEUTICAL INC | 26,434,000 | $25.74M | 0.9% | $0.97 | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| IAU | ISHARES GOLD TR ⚠ | 328,020 | $24.77M | 0.8% | $75.51 | $34.57 | +118.4% | ISHARES NEW | 464285204 |
| — | DROPBOX INC | 24,323,000 | $24.61M | 0.8% | $1.01 | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | ARROWHEAD PHARMACEUTICALS IN | 20,457,000 | $24.48M | 0.8% | $1.20 | $1.17 | — | NOTE 1/1 | 04280AAC4 |
| — | DOORDASH INC | 24,710,000 | $24.37M | 0.8% | $0.99 | $0.99 | — | NOTE 5/1 | 25809KAB1 |
| — | SYNAPTICS INC | 16,169,000 | $24.04M | 0.8% | $1.49 | $1.06 | — | NOTE 0.750%12/0 | 87157DAJ8 |
| — | GUIDEWIRE SOFTWARE INC | 24,911,000 | $23.98M | 0.8% | $0.96 | $1.10 | — | NOTE 1.250%11/0 | 40171VAC4 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 2,349,687 | $23.85M | 0.8% | $10.15 | $10.57 | — | COM | 09255E102 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 1,982,355 | $23.59M | 0.8% | $11.90 | $13.19 | — | COM | 09253N104 |
| — | RIVIAN AUTOMOTIVE INC | 18,580,000 | $22.06M | 0.7% | $1.19 | $0.82 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | GREENBRIER COS INC | 19,032,000 | $21.77M | 0.7% | $1.14 | $0.94 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | DEXCOM INC | 22,415,000 | $20.92M | 0.7% | $0.93 | $0.94 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | UPSTART HLDGS INC | 25,168,000 | $20.63M | 0.7% | $0.82 | $0.88 | — | NOTE 1.000%11/1 | 91680MAF4 |
| — | BLACKROCK MUNIYILD QULT FD I | 1,594,019 | $18.49M | 0.6% | $11.60 | $12.25 | — | COM | 09254F100 |
| — | SHIFT4 PMTS INC | 19,157,000 | $18.29M | 0.6% | $0.95 | $1.08 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | ARES MANAGEMENT CORPORATION | 479,735 | $18.11M | 0.6% | $37.75 | $55.78 | — | 6.75 SE B PFD | 03990B309 |
| — | ALNYLAM PHARMACEUTICALS INC | 14,834,000 | $17.87M | 0.6% | $1.20 | $0.98 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | WELLS FARGO & CO | 14,748 | $17.11M | 0.6% | $1160.45 | $1489.39 | — | PERP PFD CNV A | 949746804 |
| GPOR | GULFPORT ENERGY CORP | 97,512 | $16.55M | 0.6% | $169.70 | $170.19 | -0.3% | COMMON SHARES | 402635502 |
| — | NUTANIX INC | 16,565,000 | $16.34M | 0.5% | $0.99 | $0.97 | — | NOTE 0.500%12/1 | 67059NAK4 |
| — | WORKIVA INC | 16,585,000 | $15.54M | 0.5% | $0.94 | $0.95 | — | NOTE 1.250% 8/1 | 98139AAD7 |
| — | RUBRIK INC. | 14,825,000 | $15.17M | 0.5% | $1.02 | $1.02 | — | NOTE 6/1 | 781154AD1 |
| TALO | TALOS ENERGY INC | 1,163,908 | $15.03M | 0.5% | $12.91 | $32.68 | -60.5% | COM | 87484T108 |
| — | MGP INGREDIENTS INC NEW | 14,243,000 | $13.86M | 0.5% | $0.97 | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | ADVANCED ENERGY INDS | 4,843,000 | $13.23M | 0.4% | $2.73 | $1.05 | — | NOTE 2.500% 9/1 | 007973AE0 |
| — | BILL HOLDINGS INC | 15,102,000 | $13.08M | 0.4% | $0.87 | $0.92 | — | NOTE 4/0 | 090043AF7 |
| — | ALPHABET INC | 250,000 | $12.6M | 0.4% | $50.39 | $50.39 | — | DEP SHS RP1/20 B | 02079K602 |
| — | GLOBAL PMTS INC | 12,879,000 | $11.59M | 0.4% | $0.90 | $0.95 | — | NOTE 1.500% 3/0 | 37940XAU6 |
| — | NEXTERA ENERGY INC | 228,903 | $10.97M | 0.4% | $47.94 | $47.94 | — | UNIT 02/15/2029 | 65339F655 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 881,952 | $10.86M | 0.4% | $12.31 | $13.30 | — | COM | 09254X101 |
| WBD | WARNER BROS DISCOVERY INC | 358,060 | $9.546M | 0.3% | $26.66 | $18.57 | +43.6% | COM SER A | 934423104 |
| — | LIFE360 INC | 8,870,000 | $9.169M | 0.3% | $1.03 | $1.03 | — | NOTE 6/0 | 532206AC3 |
| — | GUARDANT HEALTH INC | 7,179,000 | $8.928M | 0.3% | $1.24 | $1.24 | — | NOTE 11/1 | 40131MAB5 |
| — | LIVE NATION ENTERTAINMENT IN | 4,676,000 | $8.33M | 0.3% | $1.78 | $1.20 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | SPECTRUM BRANDS INC | 7,857,000 | $8.208M | 0.3% | $1.04 | $0.91 | — | NOTE 3.375% 6/0 | 84762LAZ8 |
| — | VERTEX INC | 9,152,000 | $8.189M | 0.3% | $0.89 | $1.20 | — | NOTE 0.750% 5/0 | 92538JAB2 |
| — | TELADOC HEALTH INC | 7,505,000 | $7.314M | 0.2% | $0.97 | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | CLOUDFLARE INC | 5,637,000 | $7.243M | 0.2% | $1.28 | $1.01 | — | NOTE 8/1 | 18915MAC1 |
| — | MIRUM PHARMACEUTICALS INC | 1,947,000 | $7.199M | 0.2% | $3.70 | $1.35 | — | NOTE 4.000% 5/0 | 604749AB7 |
| — | WEC ENERGY GROUP INC | 5,162,000 | $6.396M | 0.2% | $1.24 | $1.23 | — | NOTE 4.375% 6/0 | 92939UAR7 |
| — | SOUTHERN CO | 5,569,000 | $6.134M | 0.2% | $1.10 | $1.11 | — | NOTE 4.500% 6/1 | 842587DZ7 |
| — | HALOZYME THERAPEUTICS INC | 5,407,000 | $6.008M | 0.2% | $1.11 | $1.14 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | OSI SYSTEMS INC | 4,485,000 | $5.98M | 0.2% | $1.33 | $1.45 | — | NOTE 2.250% 8/0 | 671044AF2 |
| — | BLACKROCK MUNIYIELD MICH QU | 479,747 | $5.886M | 0.2% | $12.27 | $14.50 | — | COM | 09254V105 |
| GLD | SPDR GOLD TR ⚠ | 15,336 | $5.649M | 0.2% | $368.38 | $114.62 | +221.4% | GOLD SHS | 78463V107 |
| — | FIVE9 INC | 6,155,000 | $5.476M | 0.2% | $0.89 | $0.86 | — | NOTE 1.000% 3/1 | 338307AF8 |
| — | NUTANIX INC | 4,582,000 | $5.164M | 0.2% | $1.13 | $1.21 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | BLACKROCK MUNIYIELD QUALITY | 439,004 | $4.877M | 0.2% | $11.11 | $10.51 | — | COM | 09254E103 |
| — | SOUTHERN CO | 4,815,000 | $4.871M | 0.2% | $1.01 | $1.01 | — | NOTE 3.250% 6/1 | 842587ED5 |
| — | INTEGER HLDGS CORP | 3,756,000 | $4.573M | 0.2% | $1.22 | $1.44 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | ABRDN NATL MUN INCOME FD | 401,695 | $4.166M | 0.1% | $10.37 | $13.32 | — | SH BEN INT | 24610T108 |
| — | IONIS PHARMACEUTICALS INC | 2,414,000 | $3.752M | 0.1% | $1.55 | $1.04 | — | NOTE 1.750% 6/1 | 462222AF7 |
| — | ABERDEEN MUN INCOME FD | 333,822 | $1.876M | 0.1% | $5.62 | $6.77 | — | SH BEN INT | 552738106 |
| — | BLACKROCK MUNIHLDNGS CALI | 128,815 | $1.416M | 0.0% | $10.99 | $10.75 | — | COM | 09254L107 |
| — | EATON VANCE MUN BD FD | 125,764 | $1.253M | 0.0% | $9.96 | $10.17 | — | COM | 27827X101 |
| — | PPL CAP FDG INC | 500,000 | $568K | 0.0% | $1.14 | $0.96 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| SECR | NEW YORK LIFE INVTS ACTIVE E | 11,504 | $292K | 0.0% | $25.38 | $26.14 | -2.9% | MACKAY SECURITI | 45409F686 |
| — | BLACKLINE INC | 295,000 | $272K | 0.0% | $0.92 | $1.07 | — | NOTE 1.000% 6/0 | 09239BAF6 |
| WW | WW INTL INC | 14,371 | $230K | 0.0% | $15.98 | $34.35 | -53.5% | COM NEW | 98262P200 |
| — | CHEGG INC | 45,000 | $43,034 | 0.0% | $0.96 | $0.99 | — | NOTE 9/0 | 163092AF6 |