Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 2, 2022
Total Value: $3.955B (24.4% shares, 75.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| GPOR | GULFPORT ENERGY CORP | 2,149,088 | $190M | 4.8% | $88.29 | $64.39 | +37.1% | COMMON SHARES | 402635502 |
| — | EQT CORP | 55,310,000 | $153M | 3.9% | $2.76 | $1.68 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | PIONEER NAT RES CO | 66,391,000 | $144M | 3.6% | $2.17 | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | DANAHER CORPORATION | 85,871 | $115M | 2.9% | $1343.89 | $1584.49 | — | 5% CONV PFD B | 235851409 |
| — | NICE LTD | 111,661,000 | $103M | 2.6% | $0.93 | $1.18 | — | NOTE 9/1 | 653656AB4 |
| — | ELEVANCE HEALTH INC | 14,989,000 | $96.97M | 2.5% | $6.47 | $3.14 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | DISH NETWORK CORPORATION | 93,994,000 | $84.19M | 2.1% | $0.90 | $0.91 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | MICROCHIP TECHNOLOGY INC. | 80,622,000 | $82M | 2.1% | $1.02 | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | BIOMARIN PHARMACEUTICAL INC | 77,043,000 | $76.9M | 1.9% | $1.00 | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | SOUTHWEST AIRLS CO | 66,513,000 | $76.15M | 1.9% | $1.14 | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | NRG ENERGY INC | 63,549,000 | $67.93M | 1.7% | $1.07 | $1.13 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | FORUM ENERGY TECHNOLOGIES IN | 68,369,521 | $66.76M | 1.7% | $0.98 | $0.64 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | FORD MTR CO DEL | 72,470,000 | $66.6M | 1.7% | $0.92 | $1.16 | — | NOTE 3/1 | 345370CZ1 |
| — | VAIL RESORTS INC | 70,854,000 | $62M | 1.6% | $0.87 | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | LUMENTUM HLDGS INC | 64,101,000 | $60.05M | 1.5% | $0.94 | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| TALO | TALOS ENERGY INC | 3,351,784 | $55.81M | 1.4% | $16.65 | $32.68 | -49.0% | COM | 87484T108 |
| — | HELIX ENERGY SOLUTIONS GRP I | 54,471,000 | $55.35M | 1.4% | $1.02 | $1.01 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | SILICON LABORATORIES INC | 45,893,000 | $54.52M | 1.4% | $1.19 | $1.56 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | PALO ALTO NETWORKS INC | 28,786,000 | $53.44M | 1.4% | $1.86 | $1.09 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ENVESTNET INC | 53,029,000 | $52.06M | 1.3% | $0.98 | $1.18 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | DISH NETWORK CORPORATION | 74,947,000 | $51.72M | 1.3% | $0.69 | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | RINGCENTRAL INC | 60,588,000 | $51.23M | 1.3% | $0.85 | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | PG&E CORP | 412,184 | $47.32M | 1.2% | $114.80 | $98.45 | — | UNIT 08/16/2023 | 69331C140 |
| — | BURLINGTON STORES INC | 48,952,000 | $46.72M | 1.2% | $0.95 | $1.58 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | PALO ALTO NETWORKS INC | 27,455,000 | $46.51M | 1.2% | $1.69 | $1.50 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | OIL STS INTL INC | 54,851,000 | $44.27M | 1.1% | $0.81 | $0.81 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | TELADOC HEALTH INC | 59,613,000 | $43.85M | 1.1% | $0.74 | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | ETSY INC | 55,204,000 | $42.98M | 1.1% | $0.78 | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | PERMIAN RESOURCES CORP | 30,807,000 | $41.34M | 1.0% | $1.34 | $1.13 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | DEXCOM INC | 43,555,000 | $40.3M | 1.0% | $0.93 | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | ZILLOW GROUP INC | 43,881,000 | $40.07M | 1.0% | $0.91 | $1.23 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | BK OF AMERICA CORP | 32,939 | $38.7M | 1.0% | $1175.02 | $1448.22 | — | 7.25%CNV PFD L | 060505682 |
| — | ILLUMINA INC | 39,730,000 | $38.14M | 1.0% | $0.96 | $1.14 | — | NOTE 8/1 | 452327AK5 |
| — | VIAVI SOLUTIONS INC | 33,239,000 | $37.29M | 0.9% | $1.12 | $1.15 | — | NOTE 1.000% 3/0 | 925550AB1 |
| NICE | NICE LTD | 193,042 | $36.34M | 0.9% | $188.24 | $217.55 | -13.5% | SPONSORED ADR | 653656108 |
| — | WELLS FARGO CO NEW | 30,453 | $35.77M | 0.9% | $1174.63 | $1489.39 | — | PERP PFD CNV A | 949746804 |
| — | CABLE ONE INC | 48,880,000 | $35.39M | 0.9% | $0.72 | $0.86 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | LIBERTY MEDIA CORP DEL | 29,165,000 | $35.05M | 0.9% | $1.20 | $1.17 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | AES CORP | 393,455 | $34.69M | 0.9% | $88.17 | $104.53 | — | UNIT 02/15/2024 | 00130H204 |
| — | EXACT SCIENCES CORP | 54,258,000 | $34.56M | 0.9% | $0.64 | $1.30 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | AKAMAI TECHNOLOGIES INC | 36,882,000 | $34.5M | 0.9% | $0.94 | $1.13 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | SPLUNK INC | 35,954,000 | $34.35M | 0.9% | $0.96 | $1.10 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | KKR & CO INC | 623,702 | $34.03M | 0.9% | $54.55 | $93.24 | — | 6% MCONV PFD C | 48251W401 |
| IAU | ISHARES GOLD TR | 929,500 | $29.31M | 0.7% | $31.53 | $34.57 | -8.8% | ISHARES NEW | 464285204 |
| — | BLACKROCK MUN TARGET TERM TR | 1,401,701 | $28.76M | 0.7% | $20.52 | $24.54 | — | COM SHS BEN IN | 09257P105 |
| — | DISH NETWORK CORPORATION | 42,336,000 | $27.98M | 0.7% | $0.66 | $1.01 | — | NOTE 12/1 | 25470MAF6 |
| — | BOOKING HOLDINGS INC | 22,763,000 | $27.46M | 0.7% | $1.21 | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | EVERBRIDGE INC | 30,889,000 | $27.28M | 0.7% | $0.88 | $1.31 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | NUVASIVE INC | 30,960,000 | $27.05M | 0.7% | $0.87 | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | ON SEMICONDUCTOR CORP | 8,933,000 | $26.96M | 0.7% | $3.02 | $1.29 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | DATADOG INC | 20,889,000 | $24.91M | 0.6% | $1.19 | $1.40 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | UBER TECHNOLOGIES INC | 29,544,000 | $24.67M | 0.6% | $0.83 | $0.95 | — | NOTE 12/1 | 90353TAJ9 |
| — | CHEFS WHSE INC | 24,897,000 | $24.52M | 0.6% | $0.99 | $1.00 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | BLOCK INC | 31,062,000 | $24.4M | 0.6% | $0.79 | $1.03 | — | NOTE 5/0 | 852234AJ2 |
| — | IONIS PHARMACEUTICALS INC | 24,472,000 | $24.28M | 0.6% | $0.99 | $0.93 | — | NOTE 4/0 | 462222AD2 |
| — | ZSCALER INC | 18,732,000 | $23.95M | 0.6% | $1.28 | $1.83 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | ARES CAPITAL CORP | 23,305,000 | $23.9M | 0.6% | $1.03 | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | INTEGRA LIFESCIENCES HLDGS C | 27,278,000 | $23.89M | 0.6% | $0.88 | $1.11 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | PACIRA BIOSCIENCES INC | 23,996,000 | $23.67M | 0.6% | $0.99 | $1.09 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | CHEESECAKE FACTORY INC | 29,912,000 | $23.23M | 0.6% | $0.78 | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | ENPHASE ENERGY INC | 19,951,000 | $23.12M | 0.6% | $1.16 | $1.02 | — | NOTE 3/0 | 29355AAH0 |
| — | EURONET WORLDWIDE INC | 25,056,000 | $22.77M | 0.6% | $0.91 | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | SUMMIT HOTEL PPTYS | 27,298,000 | $22.77M | 0.6% | $0.83 | $1.08 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | DROPBOX INC | 24,972,000 | $21.35M | 0.5% | $0.85 | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | LIVE NATION ENTERTAINMENT IN | 17,778,000 | $21.1M | 0.5% | $1.19 | $1.25 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| BAC | BK OF AMERICA CORP | 666,299 | $20.12M | 0.5% | $30.20 * | $22.91 | +21.1% | COM | 060505104 |
| CHRD | CHORD ENERGY CORPORATION | 147,062 | $20.11M | 0.5% | $136.77 * | $102.32 | +7.1% | COM NEW | 674215207 |
| XMUIX | BLACKROCK MUNICIPAL INCOME | 1,786,845 | $19.41M | 0.5% | $10.86 | $14.25 | — | COM | 09253X102 |
| — | BLOCK INC | 26,497,000 | $19.08M | 0.5% | $0.72 | $1.07 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | ZENDESK INC | 19,009,000 | $18.76M | 0.5% | $0.99 | $1.42 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | SOLAREDGE TECHNOLOGIES INC | 17,028,000 | $18.62M | 0.5% | $1.09 | $1.24 | — | NOTE 9/1 | 83417MAD6 |
| — | ZYNGA INC | 18,473,000 | $18.4M | 0.5% | $1.00 | $0.92 | — | NOTE 12/1 | 98986TAD0 |
| — | COUPA SOFTWARE INC | 23,573,000 | $18.23M | 0.5% | $0.77 | $1.09 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | MONGODB INC | 15,580,000 | $18.23M | 0.5% | $1.17 | $1.53 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,707,583 | $18.1M | 0.5% | $10.60 | $14.63 | — | COM | 670657105 |
| — | STANLEY BLACK & DECKER INC | 367,400 | $17.93M | 0.5% | $48.81 | $109.40 | — | UNIT 11/15/2022 | 854502846 |
| — | BECTON DICKINSON & CO | 360,230 | $16.92M | 0.4% | $46.97 | $52.62 | — | 6% DP CONV PFD B | 075887406 |
| — | HAEMONETICS CORP MASS | 20,012,000 | $16.01M | 0.4% | $0.80 | $0.82 | — | NOTE 3/0 | 405024AB6 |
| — | CHEGG INC | 20,144,000 | $15.39M | 0.4% | $0.76 | $0.99 | — | NOTE 9/0 | 163092AF6 |
| — | GREENBRIER COS INC | 19,398,000 | $15.31M | 0.4% | $0.79 | $0.94 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | SNAP INC | 21,781,000 | $15.13M | 0.4% | $0.69 | $0.70 | — | NOTE 5/0 | 83304AAF3 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 1,395,023 | $14.98M | 0.4% | $10.74 | $13.93 | — | COM | 09254L107 |
| — | AMERICAN AIRLINES GROUP INC | 14,496,000 | $14.69M | 0.4% | $1.01 | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,209,076 | $14.19M | 0.4% | $11.74 | $13.76 | — | COM | 09254X101 |
| — | BLACKROCK MUNIYIELD MICH QU | 1,124,821 | $13.93M | 0.4% | $12.38 | $14.50 | — | COM | 09254V105 |
| ACWX | ISHARES TR | 340,154 | $13.61M | 0.3% | $40.01 | $44.50 | -10.1% | MSCI ACWI EX US | 464288240 |
| — | NEXTERA ENERGY INC | 264,695 | $13.18M | 0.3% | $49.78 | $43.65 | — | UNIT 03/01/2023 | 65339F770 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 1,297,034 | $12.71M | 0.3% | $9.80 | $13.55 | — | COM | 09255C106 |
| — | OKTA INC | 14,814,000 | $12.44M | 0.3% | $0.84 | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | PEBBLEBROOK HOTEL TR | 14,462,000 | $12.37M | 0.3% | $0.86 | $1.17 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | RAMBUS INC DEL | 8,927,000 | $12.16M | 0.3% | $1.36 | $0.93 | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | BILL COM HLDGS INC | 10,524,000 | $11.6M | 0.3% | $1.10 | $1.71 | — | NOTE 12/0 | 090043AB6 |
| XMQTX | BLACKROCK MUNIYIELD QUALITY | 1,146,255 | $11.5M | 0.3% | $10.03 | $12.97 | — | COM | 09254G108 |
| — | GUARDANT HEALTH INC | 15,572,000 | $11.41M | 0.3% | $0.73 | $1.01 | — | NOTE 11/1 | 40131MAB5 |
| — | BIOMARIN PHARMACEUTICAL INC | 11,171,000 | $11.07M | 0.3% | $0.99 | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | INFINERA CORP | 12,063,000 | $11.06M | 0.3% | $0.92 | $1.45 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| GLD | SPDR GOLD TR | 70,336 | $10.88M | 0.3% | $154.67 | $114.62 | +34.9% | GOLD SHS | 78463V107 |
| — | FIVE9 INC | 10,128,000 | $9.211M | 0.2% | $0.91 | $1.35 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 972,655 | $9.172M | 0.2% | $9.43 | $13.04 | — | COM | 09255E102 |
| — | DELAWARE INVTS NATL MUN INCO | 817,042 | $8.898M | 0.2% | $10.89 | $13.32 | — | SH BEN INT | 24610T108 |
| — | PDC ENERGY INC | 153,669 | $8.881M | 0.2% | $57.79 | $72.68 | — | COM | 69327R101 |
| — | BRIDGEBIO PHARMA INC | 14,611,000 | $8.749M | 0.2% | $0.60 | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | PARSONS CORP DEL | 8,232,000 | $8.512M | 0.2% | $1.03 | $1.01 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| AVGO | BROADCOM INC | 18,771 | $8.334M | 0.2% | $443.98 * | $48.08 | -12.4% | COM | 11135F101 |
| — | NCL CORP LTD | 8,233,000 | $8.122M | 0.2% | $0.99 | $1.71 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 775,232 | $7.613M | 0.2% | $9.82 | $13.57 | — | COM | 670656107 |
| — | INTERDIGITAL INC | 7,805,000 | $7.327M | 0.2% | $0.94 | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | CONMED CORP | 6,619,000 | $7.255M | 0.2% | $1.10 | $1.08 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | JETBLUE AIRWAYS CORP | 10,078,000 | $7.205M | 0.2% | $0.71 | $0.74 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 638,616 | $7.184M | 0.2% | $11.25 | $16.00 | — | COM | 09253N104 |
| XPMAX | PIONEER MUNICIPAL HIGH INCOM | 902,007 | $6.81M | 0.2% | $7.55 | $10.93 | — | COM | 723762100 |
| — | HALOZYME THERAPEUTICS INC | 7,716,000 | $6.568M | 0.2% | $0.85 | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| KOS | KOSMOS ENERGY LTD | 1,267,346 | $6.552M | 0.2% | $5.17 | $5.46 | -5.2% | COM | 500688106 |
| — | ROYAL CARIBBEAN GROUP | 6,613,000 | $6.431M | 0.2% | $0.97 | $1.36 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | ETSY INC | 4,796,000 | $6.393M | 0.2% | $1.33 | $1.58 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | MARRIOTT VACATIONS WORLDWIDE | 6,828,000 | $6.309M | 0.2% | $0.92 | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | BENTLEY SYS INC | 7,449,000 | $6.253M | 0.2% | $0.84 | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | Q2 HLDGS INC | 7,840,000 | $6.237M | 0.2% | $0.80 | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | PATRICK INDS INC | 6,326,000 | $6.187M | 0.2% | $0.98 | $0.92 | — | DBCV 1.000% 2/0 | 703343AB9 |
| XMHIX | PIONEER MUNICIPAL HIGH INCOM | 740,248 | $6.077M | 0.2% | $8.21 | $11.60 | — | COM SHS | 723763108 |
| — | ALARM COM HLDGS INC | 7,280,000 | $5.988M | 0.2% | $0.82 | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | SHIFT4 PMTS INC | 6,460,000 | $5.734M | 0.1% | $0.89 | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 517,097 | $5.673M | 0.1% | $10.97 | $14.14 | — | COM | 670972108 |
| — | AKAMAI TECHNOLOGIES INC | 5,453,000 | $5.543M | 0.1% | $1.02 | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | EXPEDIA GROUP INC | 6,213,000 | $5.405M | 0.1% | $0.87 | $1.21 | — | NOTE 2/1 | 30212PBE4 |
| — | NCL CORP LTD | 4,824,000 | $5.383M | 0.1% | $1.12 | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | WESTERN DIGITAL CORP. | 5,622,000 | $5.353M | 0.1% | $0.95 | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | OMNICELL COM | 4,784,000 | $5.1M | 0.1% | $1.07 | $1.60 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | BLACKROCK MUNIYILD QULT FD I | 460,649 | $5.09M | 0.1% | $11.05 | $16.64 | — | COM | 09254F100 |
| — | SPLUNK INC | 4,842,000 | $4.26M | 0.1% | $0.88 | $1.23 | — | NOTE 1.125% 9/1 | 848637AD6 |
| XENWX | EATON VANCE NEW YORK MUN BD | 494,730 | $4.181M | 0.1% | $8.45 | $14.03 | — | COM | 27827Y109 |
| — | SPIRIT AIRLS INC | 4,905,000 | $4.177M | 0.1% | $0.85 | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | BLOCK INC | 4,080,000 | $3.698M | 0.1% | $0.91 | $0.94 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | SABRE GLBL INC | 3,235,000 | $3.118M | 0.1% | $0.96 | $1.83 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | UPSTART HLDGS INC | 5,020,000 | $2.796M | 0.1% | $0.56 | $0.56 | — | NOTE 0.250% 8/1 | 91680MAB3 |
| — | INVESCO PA VALUE MUN INC TR | 287,761 | $2.778M | 0.1% | $9.65 | $12.71 | — | COM | 46132K109 |
| — | SNAP INC | 3,229,000 | $2.777M | 0.1% | $0.86 | $2.87 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | SHIFT4 PMTS INC | 2,797,000 | $2.149M | 0.1% | $0.77 | $0.77 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | NUVEEN QUALITY MUNCP INCOME | 188,362 | $2.072M | 0.1% | $11.00 | $16.01 | — | COM | 67066V101 |
| — | INVESCO QUALITY MUN INCOME T | 192,750 | $1.76M | 0.0% | $9.13 | $12.73 | — | COM | 46133G107 |
| CRC | CALIFORNIA RES CORP | 43,073 | $1.655M | 0.0% | $38.42 * | $19.01 | +84.3% | COM STOCK | 13057Q305 |
| — | MFS MUN INCOME TR | 333,155 | $1.612M | 0.0% | $4.84 | $7.19 | — | SH BEN INT | 552738106 |
| — | DWS MUN INCOME TR | 179,378 | $1.492M | 0.0% | $8.32 | $11.01 | — | COM | 233368109 |
| XBNYX | BLACKROCK N Y MUN INCOME TRU | 105,138 | $1.028M | 0.0% | $9.78 | $13.78 | — | SH BEN INT | 09248L106 |
| MBB | ISHARES TR | 7,400 | $678K | 0.0% | $91.62 | $103.70 | -11.7% | MBS ETF | 464288588 |
| — | GRANITE PT MTG TR INC | 650,000 | $643K | 0.0% | $0.99 | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| IEI | ISHARES TR | 5,190 | $593K | 0.0% | $114.26 | $118.90 | -3.9% | 3 7 YR TREAS BD | 464288661 |
| — | EATON VANCE MUN BD FD | 60,261 | $583K | 0.0% | $9.67 | $12.63 | — | COM | 27827X101 |
| — | OIL STS INTL INC | 560,000 | $545K | 0.0% | $0.97 | $0.89 | — | NOTE 1.500% 2/1 | 678026AH8 |
| LQD | ISHARES TR | 5,280 | $541K | 0.0% | $102.46 | $129.93 | -21.2% | IBOXX INV CP ETF | 464287242 |
| — | INSULET CORP | 379,000 | $449K | 0.0% | $1.18 | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | JAZZ INVESTMENTS I LTD | 394,000 | $424K | 0.0% | $1.08 | $1.12 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | CNX RES CORP | 273,000 | $379K | 0.0% | $1.39 | $1.30 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | DICKS SPORTING GOODS INC | 107,000 | $350K | 0.0% | $3.27 | $3.67 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | BOSTON SCIENTIFIC CORP | 3,400 | $349K | 0.0% | $102.65 | $114.12 | — | 5.50% CNV PFD A | 101137206 |
| — | AIRBNB INC | 418,000 | $348K | 0.0% | $0.83 | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | TYLER TEX INDPT SCH DIST | 340,000 | $323K | 0.0% | $0.95 | $1.04 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | CYBERARK SOFTWARE LTD | 279,000 | $319K | 0.0% | $1.14 | $1.11 | — | NOTE 11/1 | 23248VAB1 |
| — | COINBASE GLOBAL INC | 468,000 | $311K | 0.0% | $0.66 | $0.56 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| BIL | SPDR SER TR | 3,300 | $302K | 0.0% | $91.52 | $91.47 | +0.1% | BLOOMBERG 1-3 MO | 78468R663 |
| QYLD | GLOBAL X FDS | 19,246 | $301K | 0.0% | $15.64 | $22.37 | -30.0% | NASDAQ 100 COVER | 37954Y483 |
| VST | VISTRA CORP | 13,918 | $292K | 0.0% | $20.98 * | $17.11 | +16.6% | COM | 92840M102 |
| — | TWITTER INC | 275,000 | $280K | 0.0% | $1.02 | $0.98 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | ALTERYX INC | 309,000 | $278K | 0.0% | $0.90 | $0.94 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | INVESCO SR INCOME TR | 73,504 | $273K | 0.0% | $3.71 | $3.89 | — | COM | 46131H107 |
| BAB | INVESCO EXCH TRADED FD TR II | 10,580 | $271K | 0.0% | $25.61 | $31.22 | -17.8% | TAXABLE MUN BD | 46138G805 |
| — | SAREPTA THERAPEUTICS INC | 250,000 | $259K | 0.0% | $1.04 | $1.04 | — | DEBT 1.250% 9/1 | 803607AC4 |
| — | NUVEEN CR STRATEGIES INCOME | 50,228 | $257K | 0.0% | $5.12 | $5.20 | — | COM SHS | 67073D102 |
| — | ALLIANCEBERNSTEIN GLOBAL HIG | 27,704 | $246K | 0.0% | $8.88 | $9.78 | — | COM | 01879R106 |
| — | PGIM GLOBAL HIGH YIELD FD FO | 23,084 | $244K | 0.0% | $10.57 | $11.48 | — | COM | 69346J106 |
| — | BLACKROCK MUN INCOME QUALITY | 21,958 | $241K | 0.0% | $10.98 | $15.11 | — | COM | 092479104 |
| — | TWITTER INC | 260,000 | $239K | 0.0% | $0.92 | $0.85 | — | NOTE 3/1 | 90184LAN2 |
| XNBOX | NEUBERGER BERMAN N Y MUN FD | 25,745 | $238K | 0.0% | $9.24 | $12.51 | — | COM | 64124K102 |
| — | BLACKROCK CR ALLOCATION INCO | 24,596 | $235K | 0.0% | $9.55 | $10.90 | — | COM | 092508100 |
| — | DOUBLELINE INCOME SOLUTIONS | 21,480 | $232K | 0.0% | $10.80 | $12.15 | — | COM | 258622109 |
| — | MICROSTRATEGY INC | 500,000 | $228K | 0.0% | $0.46 | $0.72 | — | NOTE 2/1 | 594972AE1 |
| — | SAREPTA THERAPEUTICS INC | 135,000 | $225K | 0.0% | $1.67 | $1.84 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | ENVISTA HOLDINGS CORPORATION | 132,000 | $218K | 0.0% | $1.65 | $2.08 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | VERINT SYSTEMS INC | 250,000 | $209K | 0.0% | $0.84 | $0.84 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | JAMF HLDG CORP | 250,000 | $204K | 0.0% | $0.82 | $0.82 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | CERIDIAN HCM HLDG INC | 250,000 | $203K | 0.0% | $0.81 | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | CLOUDFLARE INC | 250,000 | $196K | 0.0% | $0.78 | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| — | EVOLENT HEALTH INC | 150,000 | $190K | 0.0% | $1.27 | $0.71 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | WAYFAIR INC | 280,000 | $189K | 0.0% | $0.68 | $1.00 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | LIVENT CORP | 52,000 | $188K | 0.0% | $3.62 | $3.12 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | HUBSPOT INC | 157,000 | $186K | 0.0% | $1.18 | $2.12 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | PELOTON INTERACTIVE INC | 272,000 | $185K | 0.0% | $0.68 | $0.83 | — | NOTE 2/1 | 70614WAB6 |
| — | RAPID7 INC | 240,000 | $183K | 0.0% | $0.76 | $1.25 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | INSMED INC | 187,000 | $183K | 0.0% | $0.98 | $0.94 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | IONIS PHARMACEUTICALS INC | 198,000 | $180K | 0.0% | $0.91 | $0.96 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | KARYOPHARM THERAPEUTICS INC | 221,000 | $179K | 0.0% | $0.81 | $1.09 | — | NOTE 3.000%10/1 | 48576UAA4 |
| — | IRONWOOD PHARMACEUTICALS INC | 174,000 | $178K | 0.0% | $1.02 | $1.09 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | LCI INDS | 200,000 | $172K | 0.0% | $0.86 | $1.10 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | CRACKER BARREL OLD CTRY STOR | 200,000 | $167K | 0.0% | $0.83 | $0.81 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | BLACKLINE INC | 200,000 | $163K | 0.0% | $0.81 | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | WAYFAIR INC | 255,000 | $160K | 0.0% | $0.63 | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | PURE STORAGE INC | 139,000 | $157K | 0.0% | $1.13 | $1.34 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | ITRON INC | 200,000 | $157K | 0.0% | $0.79 | $0.85 | — | NOTE 3/1 | 465741AN6 |
| — | APELLIS PHARMACEUTICALS INC | 79,000 | $154K | 0.0% | $1.95 | $1.23 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | BENTLEY SYS INC | 200,000 | $152K | 0.0% | $0.76 | $0.76 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | BIGCOMMERCE HLDGS INC | 200,000 | $147K | 0.0% | $0.73 | $0.73 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | TERADYNE INC | 60,000 | $142K | 0.0% | $2.37 | $1.45 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | FTI CONSULTING INC | 85,000 | $141K | 0.0% | $1.66 | $1.23 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | REALOGY GRP LLC/REALOGY CO | 200,000 | $141K | 0.0% | $0.70 | $0.73 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | LIVEPERSON INC | 200,000 | $137K | 0.0% | $0.69 | $0.85 | — | NOTE 12/1 | 538146AD3 |
| — | NOVOCURE LTD | 150,000 | $136K | 0.0% | $0.91 | $0.92 | — | NOTE 11/0 | 67011XAB9 |
| — | AMERICAN EAGLE OUTFITTERS IN | 98,000 | $134K | 0.0% | $1.37 | $4.37 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | DRAFTKINGS INC NEW | 200,000 | $131K | 0.0% | $0.66 | $0.72 | — | NOTE 3/1 | 26142RAB0 |
| — | TRANSOCEAN INC | 135,000 | $130K | 0.0% | $0.96 | $1.18 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | REPLIGEN CORP | 73,000 | $126K | 0.0% | $1.73 | $2.52 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | VISHAY INTERTECHNOLOGY INC | 135,000 | $126K | 0.0% | $0.93 | $0.94 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | IRONWOOD PHARMACEUTICALS INC | 120,000 | $121K | 0.0% | $1.01 | $1.12 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | INFINERA CORP | 130,000 | $119K | 0.0% | $0.92 | $0.96 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | NEW RELIC INC | 120,000 | $117K | 0.0% | $0.97 | $1.07 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | EXACT SCIENCES CORP | 162,000 | $113K | 0.0% | $0.70 | $0.70 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | LYFT INC | 131,000 | $112K | 0.0% | $0.85 | $1.71 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | BOX INC | 100,000 | $111K | 0.0% | $1.11 | $1.27 | — | NOTE 1/1 | 10316TAB0 |
| — | PENN ENTERTAINMENT INC | 79,000 | $111K | 0.0% | $1.41 | $3.74 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | INSIGHT ENTERPRISES INC | 85,000 | $109K | 0.0% | $1.28 | $1.06 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | GUIDEWIRE SOFTWARE INC | 120,000 | $108K | 0.0% | $0.90 | $1.01 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | BEYOND MEAT INC | 339,000 | $104K | 0.0% | $0.31 | $0.60 | — | NOTE 3/1 | 08862EAB5 |
| — | UPWORK INC | 136,000 | $100K | 0.0% | $0.74 | $0.74 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | CLOVIS ONCOLOGY INC | 140,000 | $99,000 | 0.0% | $0.71 | $0.87 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | ROYAL CARIBBEAN GROUP | 103,000 | $97,000 | 0.0% | $0.94 | $1.18 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | INVITAE CORP | 120,000 | $96,000 | 0.0% | $0.80 | $1.63 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | WORKIVA INC | 80,000 | $94,000 | 0.0% | $1.18 | $1.00 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | PENNYMAC CORP | 100,000 | $94,000 | 0.0% | $0.94 | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | VEECO INSTRS INC DEL | 95,000 | $94,000 | 0.0% | $0.99 | $0.98 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | BLACKLINE INC | 90,000 | $94,000 | 0.0% | $1.04 | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | CARNIVAL CORP | 88,000 | $89,000 | 0.0% | $1.01 | $2.11 | — | NOTE 5.750% 4/0 | 143658BE1 |
| — | BLOOMIN BRANDS INC | 51,000 | $87,000 | 0.0% | $1.71 | $2.43 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | NANOSTRING TECHNOLOGIES INC | 100,000 | $85,000 | 0.0% | $0.85 | $1.58 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | UNITED STATES STL CORP | 54,000 | $83,000 | 0.0% | $1.54 | $1.50 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | REDWOOD TRUST INC | 80,000 | $79,000 | 0.0% | $0.99 | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | WINNEBAGO INDS INC | 75,000 | $79,000 | 0.0% | $1.05 | $1.19 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | AERIE PHARMACEUTICALS INC | 76,000 | $75,000 | 0.0% | $0.99 | $0.82 | — | NOTE 1.500%10/0 | 00771VAB4 |
| — | AIR TRANS SVCS GROUP INC | 65,000 | $65,000 | 0.0% | $1.00 | $0.97 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | TABULA RASA HEALTHCARE INC | 75,000 | $61,000 | 0.0% | $0.81 | $1.01 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | DOCUSIGN INC | 60,000 | $59,000 | 0.0% | $0.98 | $1.24 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | Q2 HLDGS INC | 70,000 | $52,000 | 0.0% | $0.74 | $1.33 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | 8X8 INC NEW | 50,000 | $43,000 | 0.0% | $0.86 | $0.88 | — | NOTE 0.500% 2/0 | 282914AB6 |