Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Jan 31, 2023
Total Value: $3.919B (23.0% shares, 77.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| GPOR | GULFPORT ENERGY CORP | 2,145,488 | $158M | 4.0% | $73.64 | $64.39 | +14.4% | COMMON SHARES | 402635502 |
| — | PIONEER NAT RES CO | 65,984,000 | $154M | 3.9% | $2.34 | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | EQT CORP | 55,093,000 | $128M | 3.3% | $2.33 | $1.68 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | DANAHER CORPORATION | 85,202 | $116M | 3.0% | $1360.44 | $1584.49 | — | 5% CONV PFD B | 235851409 |
| — | ELEVANCE HEALTH INC | 14,989,000 | $110M | 2.8% | $7.32 | $3.14 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | NICE LTD | 110,686,000 | $105M | 2.7% | $0.95 | $1.18 | — | NOTE 9/1 | 653656AB4 |
| — | MICROCHIP TECHNOLOGY INC. | 80,182,000 | $86.36M | 2.2% | $1.08 | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | DISH NETWORK CORPORATION | 94,119,000 | $85.15M | 2.2% | $0.90 | $0.91 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | BIOMARIN PHARMACEUTICAL INC | 77,043,000 | $83.17M | 2.1% | $1.08 | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | SOUTHWEST AIRLS CO | 66,267,000 | $79.81M | 2.0% | $1.20 | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | HELIX ENERGY SOLUTIONS GRP I | 54,117,000 | $75M | 1.9% | $1.39 | $1.01 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | FORUM ENERGY TECHNOLOGIES IN | 68,269,521 | $73.31M | 1.9% | $1.07 | $0.64 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | FORD MTR CO DEL | 71,947,000 | $68.21M | 1.7% | $0.95 | $1.16 | — | NOTE 3/1 | 345370CZ1 |
| — | VAIL RESORTS INC | 70,395,000 | $65.6M | 1.7% | $0.93 | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | NRG ENERGY INC | 63,138,000 | $62.69M | 1.6% | $0.99 | $1.13 | — | DBCV 2.750% 6/0 | 629377CG5 |
| TALO | TALOS ENERGY INC | 3,314,284 | $62.57M | 1.6% | $18.88 | $32.68 | -42.2% | COM | 87484T108 |
| — | OIL STS INTL INC | 55,853,000 | $60.35M | 1.5% | $1.08 | $0.81 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | PG&E CORP | 409,028 | $59.12M | 1.5% | $144.55 | $98.45 | — | UNIT 08/16/2023 | 69331C140 |
| — | SILICON LABORATORIES INC | 45,460,000 | $56.99M | 1.5% | $1.25 | $1.56 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | BURLINGTON STORES INC | 48,503,000 | $55.99M | 1.4% | $1.15 | $1.58 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | LUMENTUM HLDGS INC | 63,533,000 | $54.76M | 1.4% | $0.86 | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | PERMIAN RESOURCES CORP | 30,764,000 | $52.25M | 1.3% | $1.70 | $1.13 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| NICE | NICE LTD | 269,413 | $51.81M | 1.3% | $192.30 | $210.46 | -8.6% | SPONSORED ADR | 653656108 |
| — | ETSY INC | 55,204,000 | $47.55M | 1.2% | $0.86 | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | DEXCOM INC | 43,122,000 | $47.07M | 1.2% | $1.09 | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | DISH NETWORK CORPORATION | 73,831,000 | $46.41M | 1.2% | $0.63 | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | PALO ALTO NETWORKS INC | 28,786,000 | $45.55M | 1.2% | $1.58 | $1.09 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | TELADOC HEALTH INC | 58,947,000 | $45.54M | 1.2% | $0.77 | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | MGP INGREDIENTS INC NEW | 35,169,000 | $44.42M | 1.1% | $1.26 | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | EXACT SCIENCES CORP | 53,733,000 | $42.35M | 1.1% | $0.79 | $1.30 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | ZILLOW GROUP INC | 43,345,000 | $41.4M | 1.1% | $0.96 | $1.23 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | PALO ALTO NETWORKS INC | 27,155,000 | $40.21M | 1.0% | $1.48 | $1.50 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | AES CORP | 389,379 | $39.84M | 1.0% | $102.31 | $104.53 | — | UNIT 02/15/2024 | 00130H204 |
| — | ILLUMINA INC | 39,730,000 | $38.58M | 1.0% | $0.97 | $1.14 | — | NOTE 8/1 | 452327AK5 |
| — | BK OF AMERICA CORP | 33,019 | $38.37M | 1.0% | $1162.04 | $1448.22 | — | 7.25%CNV PFD L | 060505682 |
| — | WELLS FARGO CO NEW | 30,553 | $36.27M | 0.9% | $1187.22 | $1489.39 | — | PERP PFD CNV A | 949746804 |
| — | CABLE ONE INC | 48,100,000 | $35.93M | 0.9% | $0.75 | $0.86 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | AKAMAI TECHNOLOGIES INC | 37,012,000 | $35.83M | 0.9% | $0.97 | $1.13 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | LIBERTY MEDIA CORP DEL | 28,983,000 | $35.81M | 0.9% | $1.24 | $1.17 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | KKR & CO INC | 617,589 | $35.5M | 0.9% | $57.49 | $93.24 | — | 6% MCONV PFD C | 48251W401 |
| — | SPLUNK INC | 35,954,000 | $34.82M | 0.9% | $0.97 | $1.10 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | VIAVI SOLUTIONS INC | 33,096,000 | $33.34M | 0.9% | $1.01 | $1.15 | — | NOTE 1.000% 3/0 | 925550AB1 |
| IAU | ISHARES GOLD TR | 929,500 | $32.15M | 0.8% | $34.59 | $34.57 | +0.1% | ISHARES NEW | 464285204 |
| — | BOOKING HOLDINGS INC | 22,763,000 | $30.43M | 0.8% | $1.34 | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | BLACKROCK MUN TARGET TERM TR | 1,401,701 | $29.84M | 0.8% | $21.29 | $24.54 | — | COM SHS BEN IN | 09257P105 |
| — | EVERBRIDGE INC | 31,118,000 | $28.33M | 0.7% | $0.91 | $1.31 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | DISH NETWORK CORPORATION | 42,336,000 | $27.22M | 0.7% | $0.64 | $1.01 | — | NOTE 12/1 | 25470MAF6 |
| — | ON SEMICONDUCTOR CORP | 8,933,000 | $26.86M | 0.7% | $3.01 | $1.29 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | NUVASIVE INC | 30,402,000 | $26.69M | 0.7% | $0.88 | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | INTEGRA LIFESCIENCES HLDGS C | 26,735,000 | $26.02M | 0.7% | $0.97 | $1.11 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | BLOCK INC | 31,062,000 | $25.3M | 0.6% | $0.81 | $1.03 | — | NOTE 5/0 | 852234AJ2 |
| — | UBER TECHNOLOGIES INC | 29,544,000 | $25.03M | 0.6% | $0.85 | $0.95 | — | NOTE 12/1 | 90353TAJ9 |
| — | ARES CAPITAL CORP | 23,305,000 | $24.83M | 0.6% | $1.07 | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | CHEESECAKE FACTORY INC | 29,207,000 | $24.03M | 0.6% | $0.82 | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | EURONET WORLDWIDE INC | 25,056,000 | $23.94M | 0.6% | $0.96 | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | SUMMIT HOTEL PPTYS | 27,298,000 | $23.45M | 0.6% | $0.86 | $1.08 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | DATADOG INC | 20,889,000 | $22.9M | 0.6% | $1.10 | $1.40 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | ENPHASE ENERGY INC | 20,205,000 | $22.86M | 0.6% | $1.13 | $1.02 | — | NOTE 3/0 | 29355AAH0 |
| — | COUPA SOFTWARE INC | 23,573,000 | $22.78M | 0.6% | $0.97 | $1.09 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | DROPBOX INC | 25,192,000 | $22.57M | 0.6% | $0.90 | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | IONIS PHARMACEUTICALS INC | 24,332,000 | $22.56M | 0.6% | $0.93 | $0.93 | — | NOTE 4/0 | 462222AD2 |
| BAC | BANK AMERICA CORP | 666,299 | $22.07M | 0.6% | $33.12 * | $22.91 | +33.6% | COM | 060505104 |
| — | PACIRA BIOSCIENCES INC | 24,013,000 | $21.75M | 0.6% | $0.91 | $1.09 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | SOLAREDGE TECHNOLOGIES INC | 17,028,000 | $21.23M | 0.5% | $1.25 | $1.24 | — | NOTE 9/1 | 83417MAD6 |
| — | BLOCK INC | 26,497,000 | $20.1M | 0.5% | $0.76 | $1.07 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | ZSCALER INC | 18,732,000 | $19.76M | 0.5% | $1.05 | $1.83 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,707,583 | $19.42M | 0.5% | $11.37 | $14.63 | — | COM | 670657105 |
| — | LIVE NATION ENTERTAINMENT IN | 17,778,000 | $18.99M | 0.5% | $1.07 | $1.25 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| CHRD | CHORD ENERGY CORPORATION | 138,062 | $18.89M | 0.5% | $136.81 * | $102.32 | +9.6% | COM NEW | 674215207 |
| — | MONGODB INC | 15,580,000 | $18.33M | 0.5% | $1.18 | $1.53 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | ZYNGA INC | 18,473,000 | $18.29M | 0.5% | $0.99 | $0.92 | — | NOTE 12/1 | 98986TAD0 |
| — | BECTON DICKINSON & CO | 351,597 | $17.65M | 0.5% | $50.21 | $52.62 | — | 6% DP CONV PFD B | 075887406 |
| — | GREENBRIER COS INC | 19,398,000 | $17.2M | 0.4% | $0.89 | $0.94 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | RAMBUS INC DEL | 8,927,000 | $16.86M | 0.4% | $1.89 | $0.93 | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | HAEMONETICS CORP MASS | 20,012,000 | $16.64M | 0.4% | $0.83 | $0.82 | — | NOTE 3/0 | 405024AB6 |
| — | CHEGG INC | 20,144,000 | $16M | 0.4% | $0.79 | $0.99 | — | NOTE 9/0 | 163092AF6 |
| — | AMERICAN AIRLINES GROUP INC | 14,496,000 | $15.35M | 0.4% | $1.06 | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | SNAP INC | 21,781,000 | $15.32M | 0.4% | $0.70 | $0.70 | — | NOTE 5/0 | 83304AAF3 |
| — | INFINERA CORP | 12,063,000 | $13.48M | 0.3% | $1.12 | $1.45 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 1,297,034 | $13.32M | 0.3% | $10.27 | $13.55 | — | COM | 09255C106 |
| — | OKTA INC | 14,814,000 | $13.09M | 0.3% | $0.88 | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | NEXTERA ENERGY INC | 254,846 | $12.92M | 0.3% | $50.71 | $43.65 | — | UNIT 03/01/2023 | 65339F770 |
| — | IMPINJ INC | 10,180,000 | $12.27M | 0.3% | $1.21 | $1.21 | — | NOTE 1.125% 5/1 | 453204AD1 |
| GLD | SPDR GOLD TR | 70,336 | $11.93M | 0.3% | $169.64 | $114.62 | +48.0% | GOLD SHS | 78463V107 |
| XMQTX | BLACKROCK MUNIYIELD QUALITY | 1,146,255 | $11.71M | 0.3% | $10.22 | $12.97 | — | COM | 09254G108 |
| — | PEBBLEBROOK HOTEL TR | 13,786,000 | $11.37M | 0.3% | $0.82 | $1.17 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,648,000 | $11.3M | 0.3% | $1.06 | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,003,043 | $11.1M | 0.3% | $11.07 | $13.76 | — | COM | 09254X101 |
| — | BLACKROCK MUNIYIELD MICH QU | 992,834 | $11.01M | 0.3% | $11.09 | $14.50 | — | COM | 09254V105 |
| — | BILL COM HLDGS INC | 10,524,000 | $10.82M | 0.3% | $1.03 | $1.71 | — | NOTE 12/0 | 090043AB6 |
| — | DIGITALOCEAN HLDGS INC | 13,610,000 | $10.24M | 0.3% | $0.75 | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | CABLE ONE INC | 12,500,000 | $9.881M | 0.3% | $0.79 | $0.79 | — | NOTE 3/1 | 12685JAE5 |
| — | GUARDANT HEALTH INC | 15,572,000 | $9.762M | 0.2% | $0.63 | $1.01 | — | NOTE 11/1 | 40131MAB5 |
| — | PDC ENERGY INC | 153,669 | $9.755M | 0.2% | $63.48 | $72.68 | — | COM | 69327R101 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 972,655 | $9.532M | 0.2% | $9.80 | $13.04 | — | COM | 09255E102 |
| — | PARSONS CORP DEL | 8,232,000 | $9.397M | 0.2% | $1.14 | $1.01 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | FIVE9 INC | 10,128,000 | $9.303M | 0.2% | $0.92 | $1.35 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | NCL CORP LTD | 8,233,000 | $8.344M | 0.2% | $1.01 | $1.71 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| KOS | KOSMOS ENERGY LTD | 1,267,346 | $8.06M | 0.2% | $6.36 | $5.46 | +16.6% | COM | 500688106 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 775,232 | $7.954M | 0.2% | $10.26 | $13.57 | — | COM | 670656107 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 638,616 | $7.753M | 0.2% | $12.14 | $16.00 | — | COM | 09253N104 |
| — | INTERDIGITAL INC | 7,805,000 | $7.507M | 0.2% | $0.96 | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | JETBLUE AIRWAYS CORP | 10,078,000 | $7.398M | 0.2% | $0.73 | $0.74 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | ENVESTNET INC | 7,055,000 | $7.315M | 0.2% | $1.04 | $1.18 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | CONMED CORP | 6,287,000 | $7.124M | 0.2% | $1.13 | $1.08 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | ETSY INC | 4,585,000 | $7.082M | 0.2% | $1.54 | $1.58 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | BENTLEY SYS INC | 7,449,000 | $6.831M | 0.2% | $0.92 | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | MARRIOTT VACATIONS WORLDWIDE | 6,844,000 | $6.707M | 0.2% | $0.98 | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | BRIDGEBIO PHARMA INC | 14,611,000 | $6.575M | 0.2% | $0.45 | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | Q2 HLDGS INC | 7,840,000 | $6.492M | 0.2% | $0.83 | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | SHIFT4 PMTS INC | 6,460,000 | $6.432M | 0.2% | $1.00 | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| — | RINGCENTRAL INC | 7,236,000 | $6.215M | 0.2% | $0.86 | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | ROYAL CARIBBEAN GROUP | 6,060,000 | $6.013M | 0.2% | $0.99 | $1.36 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | PATRICK INDS INC | 6,050,000 | $5.993M | 0.2% | $0.99 | $0.92 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | ALARM COM HLDGS INC | 7,280,000 | $5.947M | 0.2% | $0.82 | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 517,097 | $5.755M | 0.1% | $11.13 | $14.14 | — | COM | 670972108 |
| — | NCL CORP LTD | 4,824,000 | $5.655M | 0.1% | $1.17 | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| XPMAX | PIONEER MUNICIPAL HIGH INCOM | 674,002 | $5.459M | 0.1% | $8.10 | $10.93 | — | COM | 723762100 |
| — | AKAMAI TECHNOLOGIES INC | 5,184,000 | $5.446M | 0.1% | $1.05 | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | EXPEDIA GROUP INC | 6,213,000 | $5.442M | 0.1% | $0.88 | $1.21 | — | NOTE 2/1 | 30212PBE4 |
| — | WESTERN DIGITAL CORP. | 5,622,000 | $5.383M | 0.1% | $0.96 | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | BLACKROCK MUNIYILD QULT FD I | 460,649 | $5.344M | 0.1% | $11.60 | $16.64 | — | COM | 09254F100 |
| CWB | SPDR SER TR | 70,790 | $4.555M | 0.1% | $64.34 | $65.11 | -1.2% | BBG CONV SEC ETF | 78464A359 |
| XENWX | EATON VANCE NEW YORK MUN BD | 494,730 | $4.458M | 0.1% | $9.01 | $14.03 | — | COM | 27827Y109 |
| — | DELAWARE INVTS NATL MUN INCO | 423,080 | $4.387M | 0.1% | $10.37 | $13.32 | — | SH BEN INT | 24610T108 |
| — | SPLUNK INC | 4,471,000 | $4.209M | 0.1% | $0.94 | $1.23 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | OMNICELL COM | 4,784,000 | $4.196M | 0.1% | $0.88 | $1.60 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| XMHIX | PIONEER MUNICIPAL HIGH INCOM | 456,702 | $3.919M | 0.1% | $8.58 | $11.60 | — | COM SHS | 723763108 |
| — | BLOCK INC | 3,923,000 | $3.732M | 0.1% | $0.95 | $0.94 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | SPIRIT AIRLS INC | 4,630,000 | $3.728M | 0.1% | $0.81 | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | SABRE GLBL INC | 3,235,000 | $3.484M | 0.1% | $1.08 | $1.83 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | SNAP INC | 2,997,000 | $2.539M | 0.1% | $0.85 | $2.87 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | SHIFT4 PMTS INC | 2,797,000 | $2.368M | 0.1% | $0.85 | $0.77 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | NUVEEN QUALITY MUNCP INCOME | 188,362 | $2.223M | 0.1% | $11.80 | $16.01 | — | COM | 67066V101 |
| — | MFS MUN INCOME TR | 333,155 | $1.726M | 0.0% | $5.18 | $7.19 | — | SH BEN INT | 552738106 |
| — | DWS MUN INCOME TR | 179,378 | $1.544M | 0.0% | $8.61 | $11.01 | — | COM | 233368109 |
| CRC | CALIFORNIA RES CORP | 33,073 | $1.439M | 0.0% | $43.51 * | $19.01 | +110.0% | COM STOCK | 13057Q305 |
| XBNYX | BLACKROCK N Y MUN INCOME TRU | 105,138 | $1.059M | 0.0% | $10.07 | $13.78 | — | SH BEN INT | 09248L106 |
| — | ARRAY TECHNOLOGIES INC | 937,000 | $957K | 0.0% | $1.02 | $1.02 | — | NOTE 1.000%12/0 | 04271TAB6 |
| MBB | ISHARES TR | 9,050 | $839K | 0.0% | $92.75 | $101.61 | -8.7% | MBS ETF | 464288588 |
| — | INVESCO PA VALUE MUN INC TR | 78,503 | $769K | 0.0% | $9.80 | $12.71 | — | COM | 46132K109 |
| IEI | ISHARES TR | 6,190 | $711K | 0.0% | $114.89 | $118.22 | -2.8% | 3 7 YR TREAS BD | 464288661 |
| — | EATON VANCE MUN BD FD | 60,261 | $626K | 0.0% | $10.39 | $12.63 | — | COM | 27827X101 |
| — | GRANITE PT MTG TR INC | 622,000 | $609K | 0.0% | $0.98 | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | OIL STS INTL INC | 560,000 | $558K | 0.0% | $1.00 | $0.89 | — | NOTE 1.500% 2/1 | 678026AH8 |
| LQD | ISHARES TR | 5,280 | $557K | 0.0% | $105.43 | $129.93 | -18.9% | IBOXX INV CP ETF | 464287242 |
| — | INSULET CORP | 379,000 | $537K | 0.0% | $1.42 | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | JAZZ INVESTMENTS I LTD | 394,000 | $470K | 0.0% | $1.19 | $1.12 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | NEXTERA ENERGY INC | 8,540 | $430K | 0.0% | $50.31 | $50.31 | — | UNIT 09/01/2025 | 65339F713 |
| — | CNX RES CORP | 273,000 | $402K | 0.0% | $1.47 | $1.30 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | DICKS SPORTING GOODS INC | 107,000 | $400K | 0.0% | $3.74 | $3.67 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | BOSTON SCIENTIFIC CORP | 3,400 | $391K | 0.0% | $115.10 | $114.12 | — | 5.50% CNV PFD A | 101137206 |
| — | UNITY SOFTWARE INC | 500,000 | $377K | 0.0% | $0.75 | $0.75 | — | NOTE 11/1 | 91332UAB7 |
| — | AIRBNB INC | 418,000 | $345K | 0.0% | $0.83 | $0.97 | — | NOTE 3/1 | 009066AB7 |
| VST | VISTRA CORP | 13,918 | $323K | 0.0% | $23.20 * | $17.11 | +29.8% | COM | 92840M102 |
| — | TYLER TEX INDPT SCH DIST | 340,000 | $318K | 0.0% | $0.93 | $1.04 | — | NOTE 0.250% 3/1 | 902252AB1 |
| QYLD | GLOBAL X FDS | 19,246 | $306K | 0.0% | $15.91 | $22.37 | -28.9% | NASDAQ 100 COVER | 37954Y483 |
| — | CYBERARK SOFTWARE LTD | 279,000 | $297K | 0.0% | $1.06 | $1.11 | — | NOTE 11/1 | 23248VAB1 |
| — | SAREPTA THERAPEUTICS INC | 250,000 | $289K | 0.0% | $1.16 | $1.04 | — | DEBT 1.250% 9/1 | 803607AC4 |
| — | ALTERYX INC | 309,000 | $285K | 0.0% | $0.92 | $0.94 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | INVESCO SR INCOME TR | 73,504 | $282K | 0.0% | $3.83 | $3.89 | — | COM | 46131H107 |
| BAB | INVESCO EXCH TRADED FD TR II | 10,580 | $272K | 0.0% | $25.71 | $31.22 | -17.6% | TAXABLE MUN BD | 46138G805 |
| — | COINBASE GLOBAL INC | 468,000 | $267K | 0.0% | $0.57 | $0.56 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| — | NUVEEN CR STRATEGIES INCOME | 50,228 | $256K | 0.0% | $5.09 | $5.20 | — | COM SHS | 67073D102 |
| — | ALLIANCEBERNSTEIN GLOBAL HIG | 27,704 | $255K | 0.0% | $9.22 | $9.78 | — | COM | 01879R106 |
| — | SAREPTA THERAPEUTICS INC | 135,000 | $253K | 0.0% | $1.87 | $1.84 | — | DBCV 1.500%11/1 | 803607AB6 |
| TLT | ISHARES TR | 2,535 | $252K | 0.0% | $99.56 | $100.76 | -1.2% | 20 YR TR BD ETF | 464287432 |
| — | PGIM GLOBAL HIGH YIELD FD FO | 23,084 | $250K | 0.0% | $10.84 | $11.48 | — | COM | 69346J106 |
| — | BLACKROCK CR ALLOCATION INCO | 24,596 | $248K | 0.0% | $10.10 | $10.90 | — | COM | 092508100 |
| XNBOX | NEUBERGER BERMAN N Y MUN FD | 25,745 | $243K | 0.0% | $9.43 | $12.51 | — | COM | 64124K102 |
| — | DOUBLELINE INCOME SOLUTIONS | 21,480 | $238K | 0.0% | $11.09 | $12.15 | — | COM | 258622109 |
| — | ENVISTA HOLDINGS CORPORATION | 132,000 | $222K | 0.0% | $1.68 | $2.08 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | AFFIRM HLDGS INC | 400,000 | $222K | 0.0% | $0.56 | $0.56 | — | NOTE 11/1 | 00827BAB2 |
| — | CERIDIAN HCM HLDG INC | 250,000 | $220K | 0.0% | $0.88 | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | VERINT SYSTEMS INC | 250,000 | $219K | 0.0% | $0.88 | $0.84 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | VISHAY INTERTECHNOLOGY INC | 215,000 | $208K | 0.0% | $0.97 | $0.95 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | JAMF HLDG CORP | 250,000 | $207K | 0.0% | $0.83 | $0.82 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | CLOUDFLARE INC | 250,000 | $205K | 0.0% | $0.82 | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| — | PELOTON INTERACTIVE INC | 272,000 | $194K | 0.0% | $0.71 | $0.83 | — | NOTE 2/1 | 70614WAB6 |
| — | HUBSPOT INC | 157,000 | $194K | 0.0% | $1.23 | $2.12 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | IRONWOOD PHARMACEUTICALS INC | 174,000 | $191K | 0.0% | $1.10 | $1.09 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | CONFLUENT INC | 250,000 | $190K | 0.0% | $0.76 | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | RAPID7 INC | 240,000 | $189K | 0.0% | $0.79 | $1.25 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | MICROSTRATEGY INC | 500,000 | $187K | 0.0% | $0.37 | $0.72 | — | NOTE 2/1 | 594972AE1 |
| — | WAYFAIR INC | 280,000 | $184K | 0.0% | $0.66 | $1.00 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | IONIS PHARMACEUTICALS INC | 198,000 | $181K | 0.0% | $0.91 | $0.96 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | INSMED INC | 187,000 | $176K | 0.0% | $0.94 | $0.94 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | AMERICAN EAGLE OUTFITTERS IN | 98,000 | $173K | 0.0% | $1.77 | $4.37 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | CRACKER BARREL OLD CTRY STOR | 200,000 | $172K | 0.0% | $0.86 | $0.81 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | BLACKLINE INC | 200,000 | $171K | 0.0% | $0.86 | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | LCI INDS | 200,000 | $170K | 0.0% | $0.85 | $1.10 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | KARYOPHARM THERAPEUTICS INC | 221,000 | $168K | 0.0% | $0.76 | $1.09 | — | NOTE 3.000%10/1 | 48576UAA4 |
| — | TERADYNE INC | 60,000 | $165K | 0.0% | $2.75 | $1.45 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | ITRON INC | 200,000 | $165K | 0.0% | $0.82 | $0.85 | — | NOTE 3/1 | 465741AN6 |
| — | BENTLEY SYS INC | 200,000 | $164K | 0.0% | $0.82 | $0.76 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | EVOLENT HEALTH INC | 150,000 | $163K | 0.0% | $1.09 | $0.71 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | BILL COM HLDGS INC | 200,000 | $159K | 0.0% | $0.80 | $0.80 | — | NOTE 4/0 | 090043AD2 |
| — | PURE STORAGE INC | 139,000 | $150K | 0.0% | $1.08 | $1.34 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | WAYFAIR INC | 255,000 | $146K | 0.0% | $0.57 | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | LIVEPERSON INC | 200,000 | $144K | 0.0% | $0.72 | $0.85 | — | NOTE 12/1 | 538146AD3 |
| — | BIGCOMMERCE HLDGS INC | 200,000 | $143K | 0.0% | $0.71 | $0.73 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | REALOGY GRP LLC/REALOGY CO | 200,000 | $141K | 0.0% | $0.70 | $0.73 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | NCL CORP LTD | 200,000 | $137K | 0.0% | $0.68 | $0.68 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | EXACT SCIENCES CORP | 162,000 | $134K | 0.0% | $0.83 | $0.70 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | FTI CONSULTING INC | 85,000 | $134K | 0.0% | $1.58 | $1.23 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | NOVOCURE LTD | 150,000 | $134K | 0.0% | $0.89 | $0.92 | — | NOTE 11/0 | 67011XAB9 |
| — | BOX INC | 100,000 | $132K | 0.0% | $1.32 | $1.27 | — | NOTE 1/1 | 10316TAB0 |
| — | TRANSOCEAN INC | 135,000 | $131K | 0.0% | $0.97 | $1.18 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | IRONWOOD PHARMACEUTICALS INC | 120,000 | $129K | 0.0% | $1.08 | $1.12 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | INSIGHT ENTERPRISES INC | 85,000 | $128K | 0.0% | $1.51 | $1.06 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | INFINERA CORP | 130,000 | $128K | 0.0% | $0.98 | $0.96 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | DRAFTKINGS INC NEW | 200,000 | $126K | 0.0% | $0.63 | $0.72 | — | NOTE 3/1 | 26142RAB0 |
| — | LIVENT CORP | 52,000 | $125K | 0.0% | $2.40 | $3.12 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | APELLIS PHARMACEUTICALS INC | 79,000 | $122K | 0.0% | $1.54 | $1.23 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | NEW RELIC INC | 120,000 | $118K | 0.0% | $0.98 | $1.07 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | REPLIGEN CORP | 73,000 | $117K | 0.0% | $1.61 | $2.52 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | PENN ENTERTAINMENT INC | 79,000 | $117K | 0.0% | $1.48 | $3.74 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | LYFT INC | 131,000 | $116K | 0.0% | $0.89 | $1.71 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | GUIDEWIRE SOFTWARE INC | 120,000 | $112K | 0.0% | $0.93 | $1.01 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | UNITED STATES STL CORP | 54,000 | $108K | 0.0% | $2.00 | $1.50 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | UPWORK INC | 136,000 | $102K | 0.0% | $0.75 | $0.74 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | ROYAL CARIBBEAN GROUP | 103,000 | $101K | 0.0% | $0.98 | $1.18 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | BLACKLINE INC | 90,000 | $100K | 0.0% | $1.11 | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | WORKIVA INC | 80,000 | $99,040 | 0.0% | $1.24 | $1.00 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | INVITAE CORP | 120,000 | $95,100 | 0.0% | $0.79 | $1.63 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | VEECO INSTRS INC DEL | 95,000 | $94,668 | 0.0% | $1.00 | $0.98 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | BLOOMIN BRANDS INC | 51,000 | $93,203 | 0.0% | $1.83 | $2.43 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | PENNYMAC CORP | 100,000 | $89,750 | 0.0% | $0.90 | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | BEYOND MEAT INC | 339,000 | $89,157 | 0.0% | $0.26 | $0.60 | — | NOTE 3/1 | 08862EAB5 |
| — | CARNIVAL CORP | 88,000 | $88,715 | 0.0% | $1.01 | $2.11 | — | NOTE 5.750% 4/0 | 143658BE1 |
| — | NANOSTRING TECHNOLOGIES INC | 100,000 | $81,223 | 0.0% | $0.81 | $1.58 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | WINNEBAGO INDS INC | 75,000 | $79,031 | 0.0% | $1.05 | $1.19 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | REDWOOD TRUST INC | 80,000 | $78,800 | 0.0% | $0.98 | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | Q2 HLDGS INC | 70,000 | $68,644 | 0.0% | $0.98 | $1.33 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | AIR TRANS SVCS GROUP INC | 65,000 | $67,685 | 0.0% | $1.04 | $0.97 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | DOCUSIGN INC | 60,000 | $61,620 | 0.0% | $1.03 | $1.24 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | TABULA RASA HEALTHCARE INC | 75,000 | $58,639 | 0.0% | $0.78 | $1.01 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | MARATHON DIGITAL HOLDINGS IN | 200,000 | $46,632 | 0.0% | $0.23 | $0.23 | — | NOTE 1.000%12/0 | 565788AB2 |
| — | 8X8 INC NEW | 50,000 | $45,750 | 0.0% | $0.92 | $0.88 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | CHEFS WHSE INC | 27,000 | $28,040 | 0.0% | $1.04 | $1.00 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | HALOZYME THERAPEUTICS INC | 28,000 | $27,248 | 0.0% | $0.97 | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |