Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q2 2022 (← Previous) (Next →)
Filing Date: Aug 3, 2022
Total Value: $4.122B (24.7% shares, 75.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| GPOR | GULFPORT ENERGY CORP | 2,175,700 | $173M | 4.2% | $79.51 | $64.39 | +23.5% | COMMON SHARES | 402635502 |
| — | PIONEER NAT RES CO | 66,638,000 | $144M | 3.5% | $2.17 | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | EQT CORP | 55,447,000 | $131M | 3.2% | $2.36 | $1.68 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | DANAHER CORPORATION | 86,099 | $115M | 2.8% | $1336.52 | $1584.49 | — | 5% CONV PFD B | 235851409 |
| — | NICE LTD | 111,774,000 | $110M | 2.7% | $0.99 | $1.18 | — | NOTE 9/1 | 653656AB4 |
| — | ELEVANCE HEALTH INC | 14,989,000 | $103M | 2.5% | $6.87 | $3.14 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | DISH NETWORK CORPORATION | 91,994,000 | $81.3M | 2.0% | $0.88 | $0.91 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | MICROCHIP TECHNOLOGY INC. | 80,439,000 | $80.4M | 2.0% | $1.00 | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | SOUTHWEST AIRLS CO | 66,566,000 | $78.61M | 1.9% | $1.18 | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | BIOMARIN PHARMACEUTICAL INC | 76,920,000 | $76.83M | 1.9% | $1.00 | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | NRG ENERGY INC | 63,693,000 | $68.65M | 1.7% | $1.08 | $1.13 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | FORD MTR CO DEL | 72,623,000 | $66.56M | 1.6% | $0.92 | $1.16 | — | NOTE 3/1 | 345370CZ1 |
| — | LUMENTUM HLDGS INC | 64,144,000 | $65.99M | 1.6% | $1.03 | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | FORUM ENERGY TECHNOLOGIES IN | 68,369,521 | $64.61M | 1.6% | $0.94 | $0.64 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | VAIL RESORTS INC | 70,934,000 | $62.02M | 1.5% | $0.87 | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | SILICON LABORATORIES INC | 46,078,000 | $59.75M | 1.4% | $1.30 | $1.56 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | PALO ALTO NETWORKS INC | 28,786,000 | $53.58M | 1.3% | $1.86 | $1.09 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ENVESTNET INC | 53,173,000 | $53.3M | 1.3% | $1.00 | $1.18 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | HELIX ENERGY SOLUTIONS GRP I | 54,426,000 | $52.26M | 1.3% | $0.96 | $1.01 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| TALO | TALOS ENERGY INC | 3,351,784 | $51.85M | 1.3% | $15.47 | $32.68 | -52.7% | COM | 87484T108 |
| — | TELADOC HEALTH INC | 69,784,000 | $51.42M | 1.2% | $0.74 | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | RINGCENTRAL INC | 60,738,000 | $49.92M | 1.2% | $0.82 | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | BURLINGTON STORES INC | 48,720,000 | $48.23M | 1.2% | $0.99 | $1.58 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | PALO ALTO NETWORKS INC | 27,523,000 | $47.29M | 1.1% | $1.72 | $1.50 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | DISH NETWORK CORPORATION | 69,328,000 | $46.97M | 1.1% | $0.68 | $0.99 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 37,897,000 | $44.59M | 1.1% | $1.18 | $1.49 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | BROADCOM INC | 29,336 | $44.46M | 1.1% | $1515.58 | $2074.20 | — | 8% MCNV PFD SR A | 11135F200 |
| — | ZILLOW GROUP INC | 44,048,000 | $41.67M | 1.0% | $0.95 | $1.23 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | ETSY INC | 55,204,000 | $40.71M | 1.0% | $0.74 | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | DEXCOM INC | 43,739,000 | $40.2M | 1.0% | $0.92 | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | PG&E CORP | 413,498 | $39.72M | 1.0% | $96.05 | $98.45 | — | UNIT 99/99/9999 | 69331C140 |
| — | BK OF AMERICA CORP | 32,852 | $39.62M | 1.0% | $1206.11 | $1448.22 | — | 7.25%CNV PFD L | 060505682 |
| — | CENTENNIAL RESOURCE DEV INC | 30,807,000 | $38.62M | 0.9% | $1.25 | $1.13 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | ILLUMINA INC | 39,730,000 | $37.96M | 0.9% | $0.96 | $1.14 | — | NOTE 8/1 | 452327AK5 |
| — | VIAVI SOLUTIONS INC | 33,312,000 | $37.67M | 0.9% | $1.13 | $1.15 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | EXACT SCIENCES CORP | 54,416,000 | $37.62M | 0.9% | $0.69 | $1.30 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| NICE | NICE LTD | 193,048 | $37.15M | 0.9% | $192.45 | $217.55 | -11.5% | SPONSORED ADR | 653656108 |
| — | KKR & CO INC | 627,171 | $37.13M | 0.9% | $59.20 | $93.24 | — | 6% MCONV PFD C | 48251W401 |
| — | AKAMAI TECHNOLOGIES INC | 36,882,000 | $36.83M | 0.9% | $1.00 | $1.13 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | WELLS FARGO CO NEW | 30,132 | $36.41M | 0.9% | $1208.35 | $1492.74 | — | PERP PFD CNV A | 949746804 |
| — | LIBERTY MEDIA CORP DEL | 20,247,000 | $34.99M | 0.8% | $1.73 | $1.19 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | SPLUNK INC | 35,829,000 | $34.47M | 0.8% | $0.96 | $1.10 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | LIBERTY MEDIA CORP DEL | 29,277,000 | $34.39M | 0.8% | $1.17 | $1.17 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | AES CORP | 395,451 | $34.16M | 0.8% | $86.38 | $104.53 | — | UNIT 99/99/9999 | 00130H204 |
| — | BLACKROCK MUN TARGET TERM TR | 1,495,247 | $33.12M | 0.8% | $22.15 | $24.54 | — | COM SHS BEN IN | 09257P105 |
| — | CABLE ONE INC | 39,220,000 | $33.06M | 0.8% | $0.84 | $0.90 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| IAU | ISHARES GOLD TR | 929,500 | $31.89M | 0.8% | $34.31 | $34.57 | -0.7% | ISHARES NEW | 464285204 |
| — | WORKDAY INC | 29,220,000 | $30.61M | 0.7% | $1.05 | $1.43 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | DISH NETWORK CORPORATION | 42,198,000 | $29.75M | 0.7% | $0.71 | $1.01 | — | NOTE 12/1 | 25470MAF6 |
| — | SHOPIFY INC | 35,260,000 | $29.53M | 0.7% | $0.84 | $1.18 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | NUVASIVE INC | 31,058,000 | $27.68M | 0.7% | $0.89 | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | CHEFS WHSE INC | 24,897,000 | $27.64M | 0.7% | $1.11 | $1.00 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | BOOKING HOLDINGS INC | 22,765,000 | $27.4M | 0.7% | $1.20 | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | EVERBRIDGE INC | 30,611,000 | $26.75M | 0.6% | $0.87 | $1.31 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | DATADOG INC | 20,890,000 | $26.52M | 0.6% | $1.27 | $1.40 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | EURONET WORLDWIDE INC | 25,058,000 | $25.59M | 0.6% | $1.02 | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | INTEGRA LIFESCIENCES HLDGS C | 26,862,000 | $25.24M | 0.6% | $0.94 | $1.11 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | ARES CAPITAL CORP | 24,105,000 | $25.16M | 0.6% | $1.04 | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | BLOCK INC | 31,381,000 | $24.98M | 0.6% | $0.80 | $1.03 | — | NOTE 5/0 | 852234AJ2 |
| — | PACIRA BIOSCIENCES INC | 23,996,000 | $24.91M | 0.6% | $1.04 | $1.09 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | STANLEY BLACK & DECKER INC | 367,400 | $24.88M | 0.6% | $67.73 | $109.40 | — | UNIT 11/15/2022 | 854502846 |
| — | ROYAL CARIBBEAN GROUP | 25,037,000 | $24M | 0.6% | $0.96 | $1.36 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | UBER TECHNOLOGIES INC | 29,547,000 | $23.72M | 0.6% | $0.80 | $0.95 | — | NOTE 12/1 | 90353TAJ9 |
| XMUIX | BLACKROCK MUNICIPAL INCOME | 1,951,300 | $23.24M | 0.6% | $11.91 | $14.25 | — | COM | 09253X102 |
| — | SUMMIT HOTEL PPTYS | 27,298,000 | $23.2M | 0.6% | $0.85 | $1.08 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | CHEESECAKE FACTORY INC | 30,136,000 | $23.08M | 0.6% | $0.77 | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | LIVE NATION ENTERTAINMENT IN | 17,780,000 | $23.04M | 0.6% | $1.30 | $1.25 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | ZSCALER INC | 18,734,000 | $22.77M | 0.6% | $1.22 | $1.83 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | DROPBOX INC | 24,972,000 | $21.96M | 0.5% | $0.88 | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | ON SEMICONDUCTOR CORP | 8,933,000 | $21.82M | 0.5% | $2.44 | $1.29 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | MONGODB INC | 15,534,000 | $21.78M | 0.5% | $1.40 | $1.53 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| BAC | BK OF AMERICA CORP | 666,299 | $20.74M | 0.5% | $31.13 * | $22.91 | +24.0% | COM | 060505104 |
| — | SOLAREDGE TECHNOLOGIES INC | 17,030,000 | $20.55M | 0.5% | $1.21 | $1.24 | — | NOTE 9/1 | 83417MAD6 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,707,583 | $20.06M | 0.5% | $11.75 | $14.63 | — | COM | 670657105 |
| — | ENPHASE ENERGY INC | 19,951,000 | $19.87M | 0.5% | $1.00 | $1.02 | — | NOTE 3/0 | 29355AAH0 |
| — | BLOCK INC | 26,497,000 | $19.56M | 0.5% | $0.74 | $1.07 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 1,599,281 | $19.14M | 0.5% | $11.97 | $13.93 | — | COM | 09254L107 |
| — | IONIS PHARMACEUTICALS INC | 20,373,000 | $18.63M | 0.5% | $0.91 | $0.91 | — | NOTE 4/0 | 462222AD2 |
| — | ZYNGA INC | 18,473,000 | $18.57M | 0.5% | $1.01 | $0.92 | — | NOTE 12/1 | 98986TAD0 |
| — | ZENDESK INC | 18,917,000 | $18.42M | 0.4% | $0.97 | $1.42 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | WHITING PETE CORP NEW | 269,285 | $18.32M | 0.4% | $68.03 | $17.29 | — | COM NEW | 966387508 |
| — | GREENBRIER COS INC | 19,400,000 | $18.14M | 0.4% | $0.94 | $0.94 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,364,586 | $18M | 0.4% | $13.19 | $13.76 | — | COM | 09254X101 |
| — | BECTON DICKINSON & CO | 362,373 | $18M | 0.4% | $49.67 | $52.62 | — | 6% DP CONV PFD B | 075887406 |
| — | COUPA SOFTWARE INC | 23,576,000 | $17.8M | 0.4% | $0.75 | $1.09 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | AMERICAN AIRLINES GROUP INC | 14,496,000 | $15.3M | 0.4% | $1.06 | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | BLACKROCK MUNIYIELD MICH QU | 1,163,655 | $15.3M | 0.4% | $13.15 | $14.50 | — | COM | 09254V105 |
| — | SNAP INC | 21,781,000 | $15.19M | 0.4% | $0.70 | $0.70 | — | NOTE 5/0 | 83304AAF3 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 1,373,290 | $15.09M | 0.4% | $10.99 | $13.55 | — | COM | 09255C106 |
| — | CHEGG INC | 20,149,000 | $15.08M | 0.4% | $0.75 | $0.99 | — | NOTE 9/0 | 163092AF6 |
| XMQTX | BLACKROCK MUNIYIELD QUALITY | 1,216,218 | $13.94M | 0.3% | $11.46 | $12.97 | — | COM | 09254G108 |
| — | NEXTERA ENERGY INC | 270,489 | $13.43M | 0.3% | $49.65 | $43.65 | — | UNIT 99/99/9999 | 65339F770 |
| — | PEBBLEBROOK HOTEL TR | 14,647,000 | $13.07M | 0.3% | $0.89 | $1.17 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | OKTA INC | 14,814,000 | $13.05M | 0.3% | $0.88 | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| GLD | SPDR GOLD TR | 75,336 | $12.69M | 0.3% | $168.46 | $114.62 | +47.0% | GOLD SHS | 78463V107 |
| — | INFINERA CORP | 12,063,000 | $12.15M | 0.3% | $1.01 | $1.45 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | BIOMARIN PHARMACEUTICAL INC | 11,419,000 | $11.3M | 0.3% | $0.99 | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 1,011,219 | $10.79M | 0.3% | $10.67 | $13.04 | — | COM | 09255E102 |
| — | RAMBUS INC DEL | 8,927,000 | $10.73M | 0.3% | $1.20 | $0.93 | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | BILL COM HLDGS INC | 10,526,000 | $10.59M | 0.3% | $1.01 | $1.71 | — | NOTE 12/0 | 090043AB6 |
| — | FIVE9 INC | 10,128,000 | $9.906M | 0.2% | $0.98 | $1.35 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 759,388 | $9.637M | 0.2% | $12.69 | $16.00 | — | COM | 09253N104 |
| — | GUARDANT HEALTH INC | 15,358,000 | $9.561M | 0.2% | $0.62 | $1.02 | — | NOTE 11/1 | 40131MAB5 |
| — | PDC ENERGY INC | 153,669 | $9.468M | 0.2% | $61.61 | $72.68 | — | COM | 69327R101 |
| — | DELAWARE INVTS NATL MUN INCO | 817,042 | $9.241M | 0.2% | $11.31 | $13.32 | — | SH BEN INT | 24610T108 |
| XPMAX | PIONEER MUNICIPAL HIGH INCOM | 1,003,451 | $8.76M | 0.2% | $8.73 | $10.93 | — | COM | 723762100 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 791,405 | $8.745M | 0.2% | $11.05 | $13.57 | — | COM | 670656107 |
| — | PARSONS CORP DEL | 8,232,000 | $8.689M | 0.2% | $1.06 | $1.01 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | CONMED CORP | 6,783,000 | $8.195M | 0.2% | $1.21 | $1.08 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | BRIDGEBIO PHARMA INC | 14,611,000 | $8.091M | 0.2% | $0.55 | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | NCL CORP LTD | 8,233,000 | $7.955M | 0.2% | $0.97 | $1.71 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | HAEMONETICS CORP MASS | 10,012,000 | $7.885M | 0.2% | $0.79 | $0.84 | — | NOTE 3/0 | 405024AB6 |
| — | INTERDIGITAL INC | 7,805,000 | $7.674M | 0.2% | $0.98 | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | JETBLUE AIRWAYS CORP | 10,078,000 | $7.462M | 0.2% | $0.74 | $0.74 | — | NOTE 0.500% 4/0 | 477143AP6 |
| XMHIX | PIONEER MUNICIPAL HIGH INCOM | 787,359 | $7.307M | 0.2% | $9.28 | $11.60 | — | COM SHS | 723763108 |
| — | HALOZYME THERAPEUTICS INC | 7,716,000 | $6.846M | 0.2% | $0.89 | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | Q2 HLDGS INC | 7,840,000 | $6.542M | 0.2% | $0.83 | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | BENTLEY SYS INC | 7,449,000 | $6.454M | 0.2% | $0.87 | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | PATRICK INDS INC | 6,477,000 | $6.341M | 0.2% | $0.98 | $0.92 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 517,097 | $6.303M | 0.2% | $12.19 | $14.14 | — | COM | 670972108 |
| — | MARRIOTT VACATIONS WORLDWIDE | 6,828,000 | $6.23M | 0.2% | $0.91 | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | OMNICELL COM | 4,784,000 | $6.111M | 0.1% | $1.28 | $1.60 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | AKAMAI TECHNOLOGIES INC | 5,572,000 | $6.101M | 0.1% | $1.09 | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | ALARM COM HLDGS INC | 7,280,000 | $5.98M | 0.1% | $0.82 | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | BLACKROCK MUNIYILD QULT FD I | 468,775 | $5.949M | 0.1% | $12.69 | $16.64 | — | COM | 09254F100 |
| — | EXPEDIA GROUP INC | 6,216,000 | $5.641M | 0.1% | $0.91 | $1.21 | — | NOTE 2/1 | 30212PBE4 |
| — | ETSY INC | 4,909,000 | $5.548M | 0.1% | $1.13 | $1.58 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | WESTERN DIGITAL CORP. | 5,626,000 | $5.373M | 0.1% | $0.96 | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | NCL CORP LTD | 4,824,000 | $5.37M | 0.1% | $1.11 | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | SHIFT4 PMTS INC | 6,460,000 | $5.21M | 0.1% | $0.81 | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| KOS | KOSMOS ENERGY LTD | 795,257 | $4.923M | 0.1% | $6.19 | $5.10 | +21.4% | COM | 500688106 |
| — | SPLUNK INC | 4,964,000 | $4.653M | 0.1% | $0.94 | $1.23 | — | NOTE 1.125% 9/1 | 848637AD6 |
| XENWX | EATON VANCE NEW YORK MUN BD | 494,730 | $4.606M | 0.1% | $9.31 | $14.03 | — | COM | 27827Y109 |
| — | SPIRIT AIRLS INC | 5,009,000 | $4.516M | 0.1% | $0.90 | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | INVESCO PA VALUE MUN INC TR | 373,920 | $3.911M | 0.1% | $10.46 | $12.71 | — | COM | 46132K109 |
| — | BLOCK INC | 4,109,000 | $3.852M | 0.1% | $0.94 | $0.94 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | SABRE GLBL INC | 3,235,000 | $3.374M | 0.1% | $1.04 | $1.83 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | RBC BEARINGS INC | 34,465 | $3.29M | 0.1% | $95.46 | $110.51 | — | 5% CNV PFD SR A | 75524B203 |
| CRC | CALIFORNIA RES CORP | 84,448 | $3.251M | 0.1% | $38.50 * | $19.01 | +84.0% | COM STOCK | 13057Q305 |
| — | MARRIOTT VACATIONS WORLDWIDE | 3,245,000 | $3.231M | 0.1% | $1.00 | $0.91 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | SNAP INC | 3,299,000 | $3.128M | 0.1% | $0.95 | $2.87 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | NUVEEN QUALITY MUNCP INCOME | 188,362 | $2.349M | 0.1% | $12.47 | $16.01 | — | COM | 67066V101 |
| — | DWS MUN INCOME TR | 223,391 | $2.099M | 0.1% | $9.40 | $11.01 | — | COM | 233368109 |
| — | INVESCO QUALITY MUN INCOME T | 192,750 | $1.968M | 0.0% | $10.21 | $12.73 | — | COM | 46133G107 |
| — | MFS MUN INCOME TR | 333,155 | $1.812M | 0.0% | $5.44 | $7.19 | — | SH BEN INT | 552738106 |
| XBNYX | BLACKROCK N Y MUN INCOME TRU | 105,138 | $1.158M | 0.0% | $11.01 | $13.78 | — | SH BEN INT | 09248L106 |
| XBFZX | BLACKROCK CALIF MUN INCOME T | 60,663 | $687K | 0.0% | $11.32 | $14.75 | — | SH BEN INT | 09248E102 |
| MBB | ISHARES TR | 6,927 | $675K | 0.0% | $97.44 | $104.17 | -6.4% | MBS ETF | 464288588 |
| — | EATON VANCE MUN BD FD | 60,261 | $645K | 0.0% | $10.70 | $12.63 | — | COM | 27827X101 |
| — | GRANITE PT MTG TR INC | 650,000 | $635K | 0.0% | $0.98 | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| LQD | ISHARES TR | 5,280 | $581K | 0.0% | $110.04 | $129.93 | -15.3% | IBOXX INV CP ETF | 464287242 |
| — | OIL STS INTL INC | 560,000 | $545K | 0.0% | $0.97 | $0.89 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | INSULET CORP | 381,000 | $436K | 0.0% | $1.14 | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | CNX RES CORP | 273,000 | $400K | 0.0% | $1.47 | $1.30 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| HYG | ISHARES TR | 4,820 | $355K | 0.0% | $73.65 | $85.65 | -14.1% | IBOXX HI YD ETF | 464288513 |
| — | AIRBNB INC | 422,000 | $352K | 0.0% | $0.83 | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | JAZZ INVESTMENTS I LTD | 297,000 | $350K | 0.0% | $1.18 | $1.13 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | BOSTON SCIENTIFIC CORP | 3,421 | $348K | 0.0% | $101.72 | $114.12 | — | 5.50% CNV PFD A | 101137206 |
| QYLD | GLOBAL X FDS | 19,246 | $336K | 0.0% | $17.46 | $22.37 | -21.9% | NASDAQ 100 COVER | 37954Y483 |
| — | TYLER TEX INDPT SCH DIST | 340,000 | $320K | 0.0% | $0.94 | $1.04 | — | NOTE 0.250% 3/1 | 902252AB1 |
| VST | VISTRA CORP | 13,918 | $318K | 0.0% | $22.85 * | $17.11 | +25.9% | COM | 92840M102 |
| BAB | INVESCO EXCH TRADED FD TR II | 10,580 | $293K | 0.0% | $27.69 | $31.22 | -11.2% | TAXABLE MUN BD | 46138G805 |
| — | INVESCO SR INCOME TR | 73,504 | $286K | 0.0% | $3.89 | $3.89 | — | COM | 46131H107 |
| IEI | ISHARES TR | 2,400 | $286K | 0.0% | $119.17 | $119.52 | -0.2% | 3 7 YR TREAS BD | 464288661 |
| — | ALTERYX INC | 313,000 | $277K | 0.0% | $0.88 | $0.94 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | BLACKROCK MUN INCOME QUALITY | 21,958 | $272K | 0.0% | $12.39 | $15.11 | — | COM | 092479104 |
| — | ALLIANCEBERNSTEIN GLOBAL HIG | 27,704 | $271K | 0.0% | $9.78 | $9.78 | — | COM | 01879R106 |
| — | TWITTER INC | 275,000 | $270K | 0.0% | $0.98 | $0.98 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | BLACKROCK CR ALLOCATION INCO | 24,596 | $268K | 0.0% | $10.90 | $10.90 | — | COM | 092508100 |
| — | PGIM GLOBAL HIGH YIELD FD FO | 23,084 | $265K | 0.0% | $11.48 | $11.48 | — | COM | 69346J106 |
| — | COINBASE GLOBAL INC | 468,000 | $264K | 0.0% | $0.56 | $0.56 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| — | DOUBLELINE INCOME SOLUTIONS | 21,480 | $261K | 0.0% | $12.15 | $12.15 | — | COM | 258622109 |
| — | NUVEEN CR STRATEGIES INCOME | 50,228 | $261K | 0.0% | $5.20 | $5.20 | — | COM SHS | 67073D102 |
| — | DICKS SPORTING GOODS INC | 107,000 | $256K | 0.0% | $2.39 | $3.67 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | ENVISTA HOLDINGS CORPORATION | 133,000 | $255K | 0.0% | $1.92 | $2.08 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| XNBOX | NEUBERGER BERMAN N Y MUN FD | 25,745 | $254K | 0.0% | $9.87 | $12.51 | — | COM | 64124K102 |
| — | TESLA INC | 22,000 | $238K | 0.0% | $10.82 | $0.99 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | TWITTER INC | 260,000 | $231K | 0.0% | $0.89 | $0.85 | — | NOTE 3/1 | 90184LAN2 |
| — | MICROSTRATEGY INC | 500,000 | $221K | 0.0% | $0.44 | $0.72 | — | NOTE 2/1 | 594972AE1 |
| — | MANDIANT INC | 200,000 | $219K | 0.0% | $1.09 | $1.14 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | RAPID7 INC | 240,000 | $217K | 0.0% | $0.90 | $1.25 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | HUBSPOT INC | 157,000 | $203K | 0.0% | $1.29 | $2.12 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | CERIDIAN HCM HLDG INC | 250,000 | $198K | 0.0% | $0.79 | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | IRONWOOD PHARMACEUTICALS INC | 174,000 | $190K | 0.0% | $1.09 | $1.09 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | WAYFAIR INC | 283,000 | $188K | 0.0% | $0.66 | $1.00 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | LCI INDS | 200,000 | $182K | 0.0% | $0.91 | $1.10 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | IONIS PHARMACEUTICALS INC | 198,000 | $175K | 0.0% | $0.88 | $0.96 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | PELOTON INTERACTIVE INC | 272,000 | $173K | 0.0% | $0.64 | $0.83 | — | NOTE 2/1 | 70614WAB6 |
| — | CYBERARK SOFTWARE LTD | 162,000 | $172K | 0.0% | $1.06 | $1.09 | — | NOTE 11/1 | 23248VAB1 |
| — | EVOLENT HEALTH INC | 150,000 | $170K | 0.0% | $1.13 | $0.71 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | SAREPTA THERAPEUTICS INC | 136,000 | $170K | 0.0% | $1.25 | $1.84 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | TERADYNE INC | 60,000 | $170K | 0.0% | $2.83 | $1.45 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | WAYFAIR INC | 256,000 | $165K | 0.0% | $0.64 | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | CRACKER BARREL OLD CTRY STOR | 200,000 | $163K | 0.0% | $0.81 | $0.81 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | KARYOPHARM THERAPEUTICS INC | 221,000 | $163K | 0.0% | $0.74 | $1.09 | — | NOTE 3.000%10/1 | 48576UAA4 |
| — | ITRON INC | 200,000 | $160K | 0.0% | $0.80 | $0.85 | — | NOTE 3/1 | 465741AN6 |
| — | BLACKLINE INC | 200,000 | $159K | 0.0% | $0.80 | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | FTI CONSULTING INC | 86,000 | $156K | 0.0% | $1.81 | $1.23 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | PURE STORAGE INC | 139,000 | $156K | 0.0% | $1.12 | $1.34 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | REALOGY GRP LLC/REALOGY CO | 200,000 | $147K | 0.0% | $0.73 | $0.73 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | AMERICAN EAGLE OUTFITTERS IN | 98,000 | $147K | 0.0% | $1.50 | $4.37 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | LIVEPERSON INC | 200,000 | $145K | 0.0% | $0.72 | $0.85 | — | NOTE 12/1 | 538146AD3 |
| — | LIVENT CORP | 52,000 | $142K | 0.0% | $2.73 | $3.12 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | BEYOND MEAT INC | 339,000 | $131K | 0.0% | $0.39 | $0.60 | — | NOTE 3/1 | 08862EAB5 |
| — | TRANSOCEAN INC | 135,000 | $130K | 0.0% | $0.96 | $1.18 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | NOVOCURE LTD | 150,000 | $130K | 0.0% | $0.87 | $0.92 | — | NOTE 11/0 | 67011XAB9 |
| — | VISHAY INTERTECHNOLOGY INC | 135,000 | $128K | 0.0% | $0.95 | $0.94 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | IRONWOOD PHARMACEUTICALS INC | 120,000 | $127K | 0.0% | $1.06 | $1.12 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | DRAFTKINGS INC NEW | 200,000 | $124K | 0.0% | $0.62 | $0.72 | — | NOTE 3/1 | 26142RAB0 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 55,000 | $122K | 0.0% | $2.22 | $1.95 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | INFINERA CORP | 130,000 | $119K | 0.0% | $0.92 | $0.96 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | II-VI INC | 106,000 | $118K | 0.0% | $1.11 | $1.16 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | PENN NATL GAMING INC | 80,000 | $118K | 0.0% | $1.48 | $3.74 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | APELLIS PHARMACEUTICALS INC | 79,000 | $118K | 0.0% | $1.49 | $1.23 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | NEW RELIC INC | 120,000 | $116K | 0.0% | $0.97 | $1.07 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | BOX INC | 100,000 | $114K | 0.0% | $1.14 | $1.27 | — | NOTE 1/1 | 10316TAB0 |
| — | INSIGHT ENTERPRISES INC | 85,000 | $114K | 0.0% | $1.34 | $1.06 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | REPLIGEN CORP | 74,000 | $113K | 0.0% | $1.53 | $2.52 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | LYFT INC | 131,000 | $112K | 0.0% | $0.85 | $1.71 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | ALLEGHENY TECHNOLOGIES INC | 70,000 | $111K | 0.0% | $1.59 | $1.85 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | GUIDEWIRE SOFTWARE INC | 120,000 | $111K | 0.0% | $0.93 | $1.01 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | CREDIT SUISSE AG NASSAU BRH | 13,965 | $109K | 0.0% | $7.81 | $8.52 | — | X LINK GOLD SHS | 22542D480 |
| — | CARNIVAL CORP | 88,000 | $99,000 | 0.0% | $1.13 | $2.11 | — | NOTE 5.750% 4/0 | 143658BE1 |
| — | BLACKLINE INC | 90,000 | $99,000 | 0.0% | $1.10 | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | CLOVIS ONCOLOGY INC | 140,000 | $99,000 | 0.0% | $0.71 | $0.87 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | PENNYMAC CORP | 100,000 | $97,000 | 0.0% | $0.97 | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | INVITAE CORP | 120,000 | $95,000 | 0.0% | $0.79 | $1.63 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | VEECO INSTRS INC DEL | 95,000 | $94,000 | 0.0% | $0.99 | $0.98 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | ROYAL CARIBBEAN GROUP | 103,000 | $94,000 | 0.0% | $0.91 | $1.18 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | INSMED INC | 95,000 | $89,000 | 0.0% | $0.94 | $0.91 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | WORKIVA INC | 80,000 | $87,000 | 0.0% | $1.09 | $1.00 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | OSI SYSTEMS INC | 87,000 | $87,000 | 0.0% | $1.00 | $1.12 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | UNITED STATES STL CORP | 54,000 | $85,000 | 0.0% | $1.57 | $1.50 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | AVAYA HLDGS CORP | 85,000 | $83,000 | 0.0% | $0.98 | $0.86 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | BLOOMIN BRANDS INC | 51,000 | $81,000 | 0.0% | $1.59 | $2.43 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | NANOSTRING TECHNOLOGIES INC | 100,000 | $80,000 | 0.0% | $0.80 | $1.58 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | WINNEBAGO INDS INC | 75,000 | $77,000 | 0.0% | $1.03 | $1.19 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | REDWOOD TRUST INC | 80,000 | $76,000 | 0.0% | $0.95 | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | AIR TRANS SVCS GROUP INC | 65,000 | $70,000 | 0.0% | $1.08 | $0.97 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | AERIE PHARMACEUTICALS INC | 76,000 | $65,000 | 0.0% | $0.86 | $0.82 | — | NOTE 1.500%10/0 | 00771VAB4 |
| — | DOCUSIGN INC | 60,000 | $61,000 | 0.0% | $1.02 | $1.24 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | Q2 HLDGS INC | 70,000 | $59,000 | 0.0% | $0.84 | $1.33 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | TABULA RASA HEALTHCARE INC | 75,000 | $52,000 | 0.0% | $0.69 | $1.01 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | 8X8 INC NEW | 50,000 | $43,000 | 0.0% | $0.86 | $0.88 | — | NOTE 0.500% 2/0 | 282914AB6 |