Location: Rosemary Beach, FL
CIK: 0001316187 · Show all filings
Period: Q3 2026 (← Previous)
Filing Date: Oct 21, 2026
Total Value: $1.092B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | NEBIUS GROUP N.V. | 10,000,000 | $18.36M | 1.7% | $1.84 | $1.84 | — | NOTE 2.750% 9/1 | 63954QAH9 |
| — | ASTRONICS CORP | 11,010,000 | $17.7M | 1.6% | $1.61 | $1.61 | — | NOTE 1/1 | 046433AF5 |
| — | APPLIED OPTOELECTRONICS INC | 7,000,000 | $16.94M | 1.6% | $2.42 | $2.42 | — | NOTE 2.750% 1/1 | 03823UAF9 |
| — | ALIBABA GROUP HLDG LTD | 12,500,000 | $15.59M | 1.4% | $1.25 | $1.25 | — | NOTE 0.500% 6/0 | 01609WBG6 |
| — | COMMVAULT SYS INC | 14,000,000 | $13.13M | 1.2% | $0.94 | $0.94 | — | NOTE 9/1 | 204166AB8 |
| — | PITNEY BOWES INC | 10,000,000 | $12.53M | 1.1% | $1.25 | $1.25 | — | NOTE 1.500% 8/1 | 724479AS9 |
| — | CAMTEK LTD | 7,400,000 | $11.58M | 1.1% | $1.57 | $1.57 | — | NOTE 9/1 | 13469VAD0 |
| — | DOORDASH INC | 11,000,000 | $10.51M | 1.0% | $0.96 | $0.96 | — | NOTE 5/1 | 25809KAB1 |
| — | FIRSTENERGY CORP | 10,000,000 | $10.37M | 0.9% | $1.04 | $1.04 | — | NOTE 3.875% 1/1 | 337932AV9 |
| — | CENTERPOINT ENERGY INC | 10,300,000 | $10.15M | 0.9% | $0.99 | $0.99 | — | NOTE 3.000% 8/0 | 15189TBR7 |
| — | TEMPUS AI INC | 8,000,000 | $10.08M | 0.9% | $1.26 | $1.26 | — | NOTE 0.750% 7/1 | 88023BAE3 |
| — | WILLIS LEASE FIN CORP | 10,500,000 | $9.469M | 0.9% | $0.90 | $0.90 | — | NOTE 2.500% 5/1 | 970646AA3 |
| — | COHEN & STEERS QUALITY INCOM | 833,385 | $9.084M | 0.8% | $10.90 | $10.90 | — | COM | 19247L106 |
| — | COINBASE GLOBAL INC | 11,000,000 | $9.075M | 0.8% | $0.82 | $0.82 | — | NOTE 10/0 | 19260QAK3 |
| — | EURONET WORLDWIDE INC | 9,000,000 | $7.706M | 0.7% | $0.86 | $0.86 | — | NOTE 0.625%10/0 | 298736AN9 |
| — | WISDOMTREE INC | 5,000,000 | $7.253M | 0.7% | $1.45 | $1.45 | — | NOTE 4.625% 8/1 | 97717PAK0 |
| — | ZSCALER INC | 7,500,000 | $7.068M | 0.6% | $0.94 | $0.94 | — | NOTE 7/1 | 98980GAD4 |
| — | NUVEEN PFD & INCOME OPPORTUN | 972,216 | $6.631M | 0.6% | $6.82 | $6.82 | — | COM | 67073B106 |
| — | NCL CORP LTD | 7,515,000 | $6.278M | 0.6% | $0.84 | $0.84 | — | NOTE 0.750% 9/1 | 62886HBX8 |
| — | WIX COM LTD | 7,500,000 | $6.195M | 0.6% | $0.83 | $0.83 | — | NOTE 9/1 | 92940WAF6 |
| — | RIVIAN AUTOMOTIVE INC | 5,610,000 | $5.626M | 0.5% | $1.00 | $1.00 | — | NOTE 3.625%10/1 | 76954AAD5 |
| — | EVOLENT HEALTH INC | 7,500,000 | $5.089M | 0.5% | $0.68 | $0.68 | — | NOTE 4.500% 8/1 | 30050BAK7 |
| — | ENOVIS CORPORATION | 5,000,000 | $4.78M | 0.4% | $0.96 | $0.96 | — | NOTE 3.875%10/1 | 194014AB2 |
| — | VIRTUS DIVIDEND INTEREST & P | 313,719 | $4.721M | 0.4% | $15.05 | $15.05 | — | COM | 92840R101 |
| — | XAI FLOATING RATE & ALTER IN | 239,902 | $4.611M | 0.4% | $19.22 | $19.22 | — | COM SHS BENF INT | 98400T304 |
| — | DWS MUN INCOME TR | 564,047 | $4.569M | 0.4% | $8.10 | $8.10 | — | COM | 233368109 |
| DHY | UBS ASSET MGMT HIGH YIELD CR | 266,775 | $4.268M | 0.4% | $16.00 | $16.00 | — | SHS BEN INT NEW | 22544F202 |
| — | RIVERNORTH OPPORTUNITIES FD | 245,750 | $2.541M | 0.2% | $10.34 | $10.34 | — | COM | 76881Y109 |
| — | BLACKROCK MUNIASSETS FD INC | 257,502 | $2.459M | 0.2% | $9.55 | $9.55 | — | COM | 09254J102 |
| — | ABERDEEN MULTI-MARKET INCOME | 546,980 | $2.341M | 0.2% | $4.28 | $4.28 | — | SH BEN INT | 552737108 |
| — | GAMCO GLOBAL GOLD NAT RES & | 352,464 | $1.861M | 0.2% | $5.28 | $5.28 | — | COM SH BEN INT | 36465A109 |
| — | COINBASE GLOBAL INC | 2,000,000 | $1.795M | 0.2% | $0.90 | $0.90 | — | NOTE 10/0 | 19260QAH0 |
| — | EVOLENT HEALTH INC | 2,000,000 | $1.415M | 0.1% | $0.71 | $0.71 | — | NOTE 3.500%12/0 | 30050BAH4 |
| — | SABA CAPITAL INCOME & OPPORT | 33,469 | $267K | 0.0% | $7.97 | $7.97 | — | COM NEW | 880198205 |
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | NUVATION BIO INC | 5,500,000 (+1000.0%) | $5.631M (+985.0%) | 0.5% | $1.02 | $1.03 | — | NOTE 0.750% 7/0 | 67080NAA9 |
| — | VOYA ASIA PAC HIGH DIV EQT I | 661,356 (+693.3%) | $5.879M (+660.8%) | 0.5% | $8.89 | $8.94 | — | COM | 92912J102 |
| — | SNOWFLAKE INC | 5,000,000 (+25.0%) | $11.08M (+56.6%) | 1.0% | $2.22 | $1.86 | — | NOTE 10/0 | 833445AD1 |
| — | GRANITE CONSTR INC | 17,500,000 (+16.7%) | $27.51M (-12.6%) | 2.5% | $1.57 | $1.39 | — | NOTE 3.250% 6/1 | 387328AF4 |
| — | RAPID7 INC | 11,250,000 (+38.5%) | $10.98M (+40.4%) | 1.0% | $0.98 | $0.92 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | PACIRA BIOSCIENCES INC | 11,500,000 (+27.8%) | $11.31M (+25.1%) | 1.0% | $0.98 | $0.98 | — | NOTE 2.125% 5/1 | 695127AJ9 |
| — | GLOBAL PMTS INC | 12,037,000 (+26.2%) | $10.73M (+24.9%) | 1.0% | $0.89 | $0.92 | — | NOTE 1.500% 3/0 | 37940XAU6 |
| — | NORTHERN OIL & GAS INC | 16,000,000 (+10.3%) | $15.92M (+14.8%) | 1.5% | $1.00 | $1.03 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | WORKIVA INC | 7,000,000 (+40.0%) | $6.691M (+42.9%) | 0.6% | $0.96 | $0.96 | — | NOTE 1.250% 8/1 | 98139AAD7 |
| — | DOUBLELINE OPPORTUNISTIC CR | 216,749 (+235.3%) | $2.937M (+215.9%) | 0.3% | $13.55 | $13.86 | — | COM | 258623107 |
| — | VOYA EMERGING MKTS HIGH DIVI | 788,634 (+53.1%) | $5.97M (+48.6%) | 0.5% | $7.57 | $7.72 | — | COM | 92912P108 |
| — | ADVENT CONV & INCOME FD | 248,033 (+261.6%) | $2.842M (+216.4%) | 0.3% | $11.46 | $11.52 | — | COM | 00764C109 |
| — | SUPER MICRO COMPUTER INC | 9,735,000 (+8.2%) | $9.954M (+24.1%) | 0.9% | $1.02 | $0.90 | — | NOTE 6/1 | 86800UAF1 |
| — | GUIDEWIRE SOFTWARE INC | 13,500,000 (+12.5%) | $13.22M (+14.8%) | 1.2% | $0.98 | $1.07 | — | NOTE 1.250%11/0 | 40171VAC4 |
| — | REPLIGEN CORP | 6,500,000 (+8.3%) | $7.557M (+23.1%) | 0.7% | $1.16 | $1.03 | — | NOTE 1.000%12/1 | 759916AD1 |
| — | A10 NETWORKS INC | 13,000,000 (+18.2%) | $17.24M (-7.5%) | 1.6% | $1.33 | $1.64 | — | NOTE 2.750% 4/0 | 002121AB7 |
| — | GUGGENHEIM STRATEGIC OPPORTU | 154,082 (+936.1%) | $1.311M (+707.4%) | 0.1% | $8.51 | $8.75 | — | COM SBI | 40167F101 |
| — | LCI INDS | 14,000,000 (+21.7%) | $13.92M (+8.2%) | 1.3% | $0.99 | $1.14 | — | NOTE 3.000% 3/0 | 501812AD3 |
| — | CRACKER BARREL OLD CTRY STOR | 15,000,000 (+7.1%) | $15.04M (+5.0%) | 1.4% | $1.00 | $1.02 | — | NOTE 1.750% 9/1 | 22410JAD8 |
| — | TETRA TECH INC NEW | 17,726,000 (+2.9%) | $18.82M (+3.8%) | 1.7% | $1.06 | $1.24 | — | DBCV 2.250% 8/1 | 88162GAB9 |
| — | GABELLI EQUITY TR INC | 1,531,228 (+1.5%) | $8.024M (-6.0%) | 0.7% | $5.24 | $5.65 | — | COM | 362397101 |
| — | LIBERTY ALL-STAR GROWTH FD I | 195,627 (+74.2%) | $988K (+60.8%) | 0.1% | $5.05 | $5.29 | — | COM | 529900102 |
| — | NEUBERGER HIGH YIELD ST FD I | 880,503 (+10.0%) | $4.772M (-4.5%) | 0.4% | $5.42 | $6.17 | — | COM | 64128C106 |
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | APPLIED OPTOELECTRONICS INC | 7,000,000 | $25.01M | 2.3% | $3.57 | $0.83 | — | — | 03823UAE2 |
| — | ENCORE CAP GROUP INC | 11,250,000 | $17.13M | 1.6% | $1.52 | $0.92 | — | — | 292554AP7 |
| — | PENGUIN SOLUTIONS INC | 5,000,000 | $14.14M | 1.3% | $2.83 | $2.83 | — | — | 83205YAE4 |
| — | VEECO INSTRS INC DEL | 4,500,000 | $11.95M | 1.1% | $2.66 | $1.72 | — | — | 922417AJ9 |
| — | UPWORK INC | 8,640,000 | $8.587M | 0.8% | $0.99 | $0.76 | — | — | 91688FAB0 |
| — | NUVEEN S&P 500 DYNAMIC OVERW | 421,986 | $7.866M | 0.7% | $18.64 | $16.07 | — | — | 6706EW100 |
| — | EVOLENT HEALTH INC | 7,500,000 | $5.853M | 0.5% | $0.78 | $0.94 | — | — | 30050BAJ0 |
| — | CREDIT SUISSE HIGH YIELD CRE | 3,002,193 | $5.344M | 0.5% | $1.78 | $1.78 | — | — | 22544F103 |
| IYR | ISHARES TR | 42,258 | $4.321M | 0.4% | $102.25 * | $101.47 | -6.3% | — | 464287739 |
| — | COINBASE GLOBAL INC | 2,837,000 | $2.544M | 0.2% | $0.90 | $1.26 | — | — | 19260QAF4 |
| — | ALPHATEC HLDGS INC | 2,512,000 | $2.49M | 0.2% | $0.99 | $0.92 | — | — | 02081GAB8 |
| — | CELCUITY INC | 2,000,000 | $2.271M | 0.2% | $1.14 | $1.14 | — | — | 15102KAB6 |
| — | HANCOCK JOHN PREM DIVID FD | 87,415 | $1.132M | 0.1% | $12.95 | $13.10 | — | — | 41013T105 |
| — | BLACKROCK FLOATING RATE INC | 94,792 | $1.01M | 0.1% | $10.66 | $11.30 | — | — | 091941104 |
| — | FIRST TR SR FLTG RATE INCOME | 66,089 | $638K | 0.1% | $9.66 | $9.66 | — | — | 33733U108 |
| — | SABA CAPITAL INCOME & OPRNT | 57,853 | $380K | 0.0% | $6.57 | $6.97 | — | — | 78518H202 |
| — | ABRDN NATL MUN INCOME FD | 11,856 | $123K | 0.0% | $10.37 | $10.37 | — | — | 24610T108 |
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | HALOZYME THERAPEUTICS INC | 5,246,000 (-62.5%) | $10.35M (-49.3%) | 0.9% | $1.97 | $0.98 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | TORTOISE ENERGY INFRSTRCTR C | 131,269 (-61.2%) | $5.026M (-65.3%) | 0.5% | $38.29 | $42.87 | — | COM | 89147L886 |
| — | INTEGER HLDGS CORP | 10,000,000 (-50.0%) | $10.16M (-47.2%) | 0.9% | $1.02 | $0.96 | — | DBCV 1.875% 3/1 | 45826HAD1 |
| — | GREENBRIER COS INC | 5,000,000 (-57.6%) | $5.215M (-61.3%) | 0.5% | $1.04 | $0.98 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | FLUENCE ENERGY INC | 10,000,000 (-16.7%) | $7.55M (-50.9%) | 0.7% | $0.76 | $1.21 | — | NOTE 2.250% 6/1 | 34379VAB9 |
| — | ON SEMICONDUCTOR CORP | 10,168,000 (-22.8%) | $10.78M (-32.2%) | 1.0% | $1.06 | $0.98 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | VARONIS SYS INC | 11,500,000 (-23.3%) | $11.28M (-22.3%) | 1.0% | $0.98 | $1.04 | — | NOTE 1.000% 9/1 | 922280AD4 |
| — | ALKAMI TECHNOLOGY INC | 5,000,000 (-37.5%) | $4.358M (-42.4%) | 0.4% | $0.87 | $0.90 | — | NOTE 1.500% 3/1 | 01644JAB4 |
| — | NUVEEN CR STRATEGIES INCOME | 412,003 (-55.8%) | $1.957M (-56.8%) | 0.2% | $4.75 | $5.35 | — | COM SHS | 67073D102 |
| — | FLUOR CORP | 14,000,000 (-6.0%) | $17.26M (-12.4%) | 1.6% | $1.23 | $1.22 | — | NOTE 1.125% 8/1 | 343412AJ1 |
| — | BLACKROCK ENERGY & RES TR | 59,911 (-72.3%) | $1.012M (-68.4%) | 0.1% | $16.90 | $17.31 | — | COM | 09250U101 |
| — | BOX INC | 8,000,000 (-23.8%) | $8.233M (-19.5%) | 0.8% | $1.03 | $0.97 | — | NOTE 1.500% 9/1 | 10316TAD6 |
| — | DATADOG INC | 6,000,000 (-19.1%) | $8.644M (-17.8%) | 0.8% | $1.44 | $1.00 | — | NOTE 12/0 | 23804LAD5 |
| — | LIBERTY ALL STAR EQUITY FD | 1,873,982 (-13.9%) | $10.81M (-14.5%) | 1.0% | $5.77 | $6.34 | — | SH BEN INT | 530158104 |
| — | CLOUDFLARE INC | 10,000,000 (-9.1%) | $15.75M (+13.0%) | 1.4% | $1.58 | $1.27 | — | NOTE 6/1 | 18915MAF4 |
| — | NUTANIX INC | 7,511,000 (-24.9%) | $8.144M (-17.4%) | 0.7% | $1.08 | $0.96 | — | NOTE 0.500%12/1 | 67059NAK4 |
| — | PARSONS CORP DEL | 15,000,000 (-5.3%) | $14.12M (-9.5%) | 1.3% | $0.94 | $1.01 | — | NOTE 2.625% 3/0 | 70202LAD4 |
| — | NEUBERGER R/EST SECS INC FD | 1,441,840 (-15.9%) | $3.749M (-27.8%) | 0.3% | $2.60 | $2.87 | — | COM | 64190A103 |
| — | BENTLEY SYS INC | 10,024,000 (-12.8%) | $9.682M (-12.2%) | 0.9% | $0.97 | $0.78 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | NUVEEN REAL ASSET INCOME & G | 190,013 (-26.3%) | $2.046M (-38.8%) | 0.2% | $10.77 | $12.30 | — | COM | 67074Y105 |
| — | FS CREDIT OPPORTUNITIES CORP | 389,666 (-29.4%) | $2.011M (-27.0%) | 0.2% | $5.16 | $5.81 | — | COMMON STOCK | 30290Y101 |
| — | INVESCO SR INCOME TR | 516,822 (-29.9%) | $1.494M (-32.5%) | 0.1% | $2.89 | $3.28 | — | COM | 46131H107 |
| — | WESTERN ASSET HIGH YIELD OPP | 200,003 (-18.7%) | $1.972M (-24.6%) | 0.2% | $9.86 | $11.12 | — | COM | 95768B107 |
| — | XAI MADISON EQUITY PREMIUM I | 799,455 (-8.3%) | $4.205M (-12.6%) | 0.4% | $5.26 | $5.91 | — | COM | 557437100 |
| — | BLACKROCK FLOATING RATE INCO | 118,515 (-25.4%) | $1.249M (-28.5%) | 0.1% | $10.54 | $11.01 | — | COM | 09255X100 |
| — | RAPID7 INC | 1,482,000 (-25.9%) | $1.319M (-22.0%) | 0.1% | $0.89 | $0.91 | — | NOTE 1.250% 3/1 | 753422AH7 |
| — | WESTERN ASSET HIGH INCOME OP | 307,371 (-17.5%) | $1.002M (-26.1%) | 0.1% | $3.26 | $3.71 | — | COM | 95766K109 |
| — | DESTRA MULTI-ALTERNATIVE FD | 250,228 (-12.0%) | $1.887M (-11.3%) | 0.2% | $7.54 | $7.93 | — | COMMON SHARES | 25065A502 |
| — | HIGH INCOME SECS FD | 21,617 (-64.8%) | $112K (-66.8%) | 0.0% | $5.16 | $6.14 | — | SHS BEN INT | 42968F108 |
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | MKS INC. | 12,292,000 | $22.59M | 2.1% | $1.84 | $0.99 | — | NOTE 1.250% 6/0 | 55306NAB0 |
| — | CIPHER DIGITAL INC | 3,000,000 | $11.11M | 1.0% | $3.70 | $1.84 | — | NOTE 1.750% 5/1 | 17253JAA4 |
| — | VISHAY INTERTECHNOLOGY INC | 8,531,000 | $11.22M | 1.0% | $1.31 | $0.91 | — | NOTE 2.250% 9/1 | 928298AR9 |
| — | T1 ENERGY INC | 7,000,000 | $6.598M | 0.6% | $0.94 | $1.27 | — | NOTE 5.250%12/0 | 35834FAB0 |
| — | CENTURY ALUM CO | 6,938,000 | $13.43M | 1.2% | $1.94 | $1.25 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | PATRICK INDS INC | 10,949,000 | $13.08M | 1.2% | $1.20 | $0.92 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | SEMTECH CORP | 5,500,000 | $26.26M | 2.4% | $4.78 | $0.90 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | T1 ENERGY INC | 3,000,000 | $2.73M | 0.3% | $0.91 | $1.71 | — | NOTE 4.000% 4/1 | 35834FAC8 |
| — | JOBY AVIATION INC | 10,640,000 | $7.632M | 0.7% | $0.72 | $0.88 | — | NOTE 0.750% 2/1 | 47775AAA9 |
| — | LANTHEUS HLDGS INC | 10,600,000 | $13.66M | 1.3% | $1.29 | $1.13 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | LIFE360 INC | 12,457,000 | $11.29M | 1.0% | $0.91 | $1.03 | — | NOTE 6/0 | 532206AC3 |
| — | ANI PHARMACEUTICALS INC | 11,723,000 | $13.75M | 1.3% | $1.17 | $1.40 | — | NOTE 2.250% 9/0 | 00182CAC7 |
| — | OSI SYSTEMS INC | 12,008,000 | $14.68M | 1.3% | $1.22 | $1.45 | — | NOTE 2.250% 8/0 | 671044AF2 |
| — | MERIT MED SYS INC | 15,000,000 | $17.44M | 1.6% | $1.16 | $1.08 | — | NOTE 3.000% 2/0 | 589889AB0 |
| — | ETSY INC | 17,201,000 | $18.96M | 1.7% | $1.10 | $1.16 | — | NOTE 1.000% 6/1 | 29786AAQ9 |
| — | LEMAITRE VASCULAR INC | 14,000,000 | $13.9M | 1.3% | $0.99 | $1.01 | — | NOTE 2.500% 2/0 | 525558AB8 |
| — | JAZZ INVESTMENTS I LTD | 10,000,000 | $16.2M | 1.5% | $1.62 | $1.36 | — | NOTE 3.125% 9/1 | 472145AH4 |
| — | AKAMAI TECHNOLOGIES INC | 9,327,000 | $10.31M | 0.9% | $1.10 | $0.95 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | ALPHATEC HLDGS INC | 14,500,000 | $14.55M | 1.3% | $1.00 | $1.01 | — | NOTE 0.750% 3/1 | 02081GAD4 |
| — | AKAMAI TECHNOLOGIES INC | 6,000,000 | $7.973M | 0.7% | $1.33 | $1.46 | — | NOTE 0.250% 5/1 | 00971TAQ4 |
| — | LIVANOVA PLC | 8,000,000 | $10.2M | 0.9% | $1.28 | $1.01 | — | NOTE 2.500% 3/1 | 53802LAB8 |
| — | WAYFAIR INC | 4,664,000 | $7.678M | 0.7% | $1.65 | $1.14 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | ASTRONICS CORP | 1,000,000 | $3.78M | 0.3% | $3.78 | $2.55 | — | NOTE 5.500% 3/1 | 046433AD0 |
| — | AMC GLOBAL MEDIA INC | 5,500,000 | $6.404M | 0.6% | $1.16 | $0.83 | — | NOTE 4.250% 2/1 | 00164VAJ2 |
| — | SPECTRUM BRANDS INC | 11,411,000 | $11.35M | 1.0% | $0.99 | $0.92 | — | NOTE 3.375% 6/0 | 84762LAZ8 |
| — | SYNAPTICS INC | 2,000,000 | $2.506M | 0.2% | $1.25 | $1.05 | — | NOTE 0.750%12/0 | 87157DAJ8 |
| — | FRESHPET INC | 13,000,000 | $14.69M | 1.3% | $1.13 | $1.43 | — | NOTE 3.000% 4/0 | 358039AB1 |
| — | WINNEBAGO INDS INC | 9,000,000 | $7.987M | 0.7% | $0.89 | $0.87 | — | NOTE 3.250% 1/1 | 974637AF7 |
| — | POST HLDGS INC | 7,500,000 | $7.386M | 0.7% | $0.98 | $1.14 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | ITRON INC | 10,000,000 | $9.633M | 0.9% | $0.96 | $1.17 | — | NOTE 1.375% 7/1 | 465741AQ9 |
| — | BLACKROCK CORPOR HI YLD FD I | 460,607 | $3.611M | 0.3% | $7.84 | $8.52 | — | COM | 09255P107 |
| — | MCEWEN INC. | 4,000,000 | $7.339M | 0.7% | $1.83 | $2.11 | — | NOTE 5.250% 8/1 | 58039PAB3 |
| — | PROGRESS SOFTWARE CORP | 12,335,000 | $12.06M | 1.1% | $0.98 | $1.04 | — | NOTE 3.500% 3/0 | 743312AD2 |
| — | BLACKLINE INC | 11,000,000 | $9.839M | 0.9% | $0.89 | $1.06 | — | NOTE 1.000% 6/0 | 09239BAF6 |
| — | PAGERDUTY INC | 9,000,000 | $8.678M | 0.8% | $0.96 | $0.96 | — | NOTE 1.500%10/1 | 69553PAD2 |
| — | UNITY SOFTWARE INC | 1,000,000 | $1.378M | 0.1% | $1.38 | $0.98 | — | NOTE 3/1 | 91332UAH4 |
| — | ALARM COM HLDGS INC | 11,000,000 | $10.57M | 1.0% | $0.96 | $0.96 | — | NOTE 2.250% 6/0 | 011642AD7 |
| — | PIMCO CORPORATE & INCOME OPP | 116,063 | $1.278M | 0.1% | $11.01 | $12.05 | — | COM | 72201B101 |
| — | REDFIN CORP | 4,925,000 | $4.802M | 0.4% | $0.97 | $0.74 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | WESTERN ASSET GBL HIGH INC F | 68,096 | $371K | 0.0% | $5.45 | $6.57 | — | COM | 95766B109 |
| — | CONMED CORP | 8,000,000 | $7.83M | 0.7% | $0.98 | $1.09 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | ALLIANCEBERNSTEIN GLOBAL HIG | 47,082 | $458K | 0.0% | $9.73 | $10.17 | — | COM | 01879R106 |
| — | GREEN PLAINS INC | 2,668,000 | $2.651M | 0.2% | $0.99 | $1.11 | — | NOTE 2.250% 3/1 | 393222AK0 |