Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: Apr 27, 2023
Total Value: $3.642B (25.2% shares, 74.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GPOR | GULFPORT ENERGY CORP | 2,102,790 | $168M | 4.6% | $64.39 | +12.6% | COMMON SHARES | 402635502 |
| — | DANAHER CORPORATION | 85,206 | $109M | 3.0% | $1584.49 | — | 5% CONV PFD B | 235851409 |
| — | NICE LTD | 110,976,000 | $107M | 2.9% | $1.18 | — | NOTE 9/1 | 653656AB4 |
| — | MICROCHIP TECHNOLOGY INC. | 79,568,000 | $89.18M | 2.4% | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | EQT CORP | 36,803,000 | $81.22M | 2.2% | $1.68 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | BIOMARIN PHARMACEUTICAL INC | 76,393,000 | $80.06M | 2.2% | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | DISH NETWORK CORPORATION | 88,754,000 | $78.88M | 2.2% | $0.91 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | PIONEER NAT RES CO | 35,131,000 | $75.15M | 2.1% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | SOUTHWEST AIRLS CO | 65,468,000 | $74.6M | 2.0% | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | HELIX ENERGY SOLUTIONS GRP I | 53,468,000 | $73.35M | 2.0% | $1.01 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | FORD MTR CO DEL | 71,119,000 | $71.37M | 2.0% | $1.16 | — | NOTE 3/1 | 345370CZ1 |
| — | NRG ENERGY INC | 63,145,000 | $65.16M | 1.8% | $1.13 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | PALO ALTO NETWORKS INC | 28,278,000 | $63.43M | 1.7% | $1.09 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | VAIL RESORTS INC | 69,950,000 | $62.78M | 1.7% | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | OIL STS INTL INC | 55,306,000 | $61.77M | 1.7% | $0.81 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | PG&E CORP | 407,511 | $57.89M | 1.6% | $98.45 | — | UNIT 08/16/2023 | 69331C140 |
| — | PERMIAN RESOURCES CORP | 30,410,000 | $56.43M | 1.5% | $1.13 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | BURLINGTON STORES INC | 48,219,000 | $55.79M | 1.5% | $1.58 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | LUMENTUM HLDGS INC | 62,729,000 | $54.54M | 1.5% | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | PALO ALTO NETWORKS INC | 26,642,000 | $53.83M | 1.5% | $1.50 | — | NOTE 0.375% 6/0 | 697435AF2 |
| NICE | NICE LTD | 234,388 | $53.65M | 1.5% | $196.83 | — | SPONSORED ADR | 653656108 |
| TALO | TALOS ENERGY INC | 3,282,811 | $48.72M | 1.3% | $32.68 | -47.3% | COM | 87484T108 |
| — | EXACT SCIENCES CORP | 53,074,000 | $46.84M | 1.3% | $1.30 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | DEXCOM INC | 42,481,000 | $45.68M | 1.3% | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | ETSY INC | 54,314,000 | $45.23M | 1.2% | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | TELADOC HEALTH INC | 58,287,000 | $45.21M | 1.2% | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | SHIFT4 PMTS INC | 37,754,000 | $44.27M | 1.2% | $1.15 | — | NOTE 12/1 | 82452JAB5 |
| — | ZILLOW GROUP INC | 43,056,000 | $44.18M | 1.2% | $1.23 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | BLOCK INC | 46,003,000 | $44.17M | 1.2% | $0.96 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | ENPHASE ENERGY INC | 41,368,000 | $42.68M | 1.2% | $1.03 | — | NOTE 3/0 | 29355AAH0 |
| — | MGP INGREDIENTS INC NEW | 34,802,000 | $41.12M | 1.1% | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | PATRICK INDS INC | 44,662,000 | $40.51M | 1.1% | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | KKR & CO INC | 614,934 | $39.05M | 1.1% | $93.24 | — | 6% MCONV PFD C | 48251W401 |
| — | ILLUMINA INC | 39,440,000 | $38.65M | 1.1% | $1.14 | — | NOTE 8/1 | 452327AK5 |
| — | SILICON LABORATORIES INC | 25,022,000 | $37.47M | 1.0% | $1.56 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | BANK AMERICA CORP | 32,088 | $37.41M | 1.0% | $1448.22 | — | 7.25%CNV PFD L | 060505682 |
| — | AES CORP | 388,822 | $35.02M | 1.0% | $104.53 | — | UNIT 02/15/2024 | 00130H204 |
| — | FORUM ENERGY TECHNOLOGIES IN | 35,371,360 | $34.87M | 1.0% | $0.64 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| IAU | ISHARES GOLD TR | 929,500 | $34.74M | 1.0% | $33.71 | — | ISHARES NEW | 464285204 |
| — | CHART INDS INC | 15,965,000 | $34.51M | 0.9% | $2.16 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | WELLS FARGO CO NEW | 29,334 | $33.98M | 0.9% | $1489.39 | — | PERP PFD CNV A | 949746804 |
| — | BOOKING HOLDINGS INC | 22,563,000 | $33.9M | 0.9% | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | AKAMAI TECHNOLOGIES INC | 36,656,000 | $33.85M | 0.9% | $1.13 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | NEXTERA ENERGY INC | 720,776 | $33.36M | 0.9% | $46.33 | — | UNIT 09/01/2025 | 65339F713 |
| — | VIAVI SOLUTIONS INC | 32,762,000 | $33.28M | 0.9% | $1.15 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | DISH NETWORK CORPORATION | 61,425,000 | $31.94M | 0.9% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | BLACKROCK MUN TARGET TERM TR | 1,401,701 | $30.44M | 0.8% | $24.54 | — | COM SHS BEN IN | 09257P105 |
| FET | FORUM ENERGY TECHNOLOGIES IN | 1,116,196 | $28.38M | 0.8% | $29.30 | 0.0% | COM | 34984V209 |
| — | EVERBRIDGE INC | 30,448,000 | $27.72M | 0.8% | $1.31 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | NUVASIVE INC | 30,063,000 | $26.6M | 0.7% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | CHART INDS INC | 493,899 | $26.4M | 0.7% | $53.46 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | INTEGRA LIFESCIENCES HLDGS C | 26,495,000 | $25.86M | 0.7% | $1.11 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | UBER TECHNOLOGIES INC | 29,188,000 | $25.82M | 0.7% | $0.95 | — | NOTE 12/1 | 90353TAJ9 |
| — | SPLUNK INC | 25,584,000 | $24.81M | 0.7% | $1.02 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | WOLFSPEED INC | 29,133,000 | $24.37M | 0.7% | $0.84 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | EURONET WORLDWIDE INC | 24,766,000 | $24.08M | 0.7% | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | CHEESECAKE FACTORY INC | 28,935,000 | $24.04M | 0.7% | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | ARES CAPITAL CORP | 23,305,000 | $23.58M | 0.6% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | SUMMIT HOTEL PPTYS | 27,018,000 | $23.25M | 0.6% | $1.08 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | DATADOG INC | 20,649,000 | $22.39M | 0.6% | $1.40 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | SOLAREDGE TECHNOLOGIES INC | 17,028,000 | $22.15M | 0.6% | $1.24 | — | NOTE 9/1 | 83417MAD6 |
| — | IONIS PHARMACEUTICALS INC | 24,061,000 | $21.94M | 0.6% | $0.93 | — | NOTE 4/0 | 462222AD2 |
| — | PACIRA BIOSCIENCES INC | 23,853,000 | $21.93M | 0.6% | $1.09 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | DROPBOX INC | 24,531,000 | $21.43M | 0.6% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | MONGODB INC | 15,420,000 | $19.98M | 0.5% | $1.53 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | ZSCALER INC | 18,547,000 | $19.65M | 0.5% | $1.83 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | ARRAY TECHNOLOGIES INC | 16,762,000 | $18.51M | 0.5% | $1.10 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | SNAP INC | 26,120,000 | $18.45M | 0.5% | $0.71 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| CHRD | CHORD ENERGY CORPORATION | 136,562 | $18.38M | 0.5% | $102.32 | +10.0% | COM NEW | 674215207 |
| — | ZYNGA INC | 18,040,000 | $18.21M | 0.5% | $0.92 | — | NOTE 12/1 | 98986TAD0 |
| — | BECTON DICKINSON & CO | 351,857 | $17.56M | 0.5% | $52.62 | — | 6% DP CONV PFD B | 075887406 |
| — | HAEMONETICS CORP MASS | 19,791,000 | $16.89M | 0.5% | $0.82 | — | NOTE 3/0 | 405024AB6 |
| — | AMERICAN AIRLINES GROUP INC | 14,271,000 | $16.56M | 0.5% | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | GREENBRIER COS INC | 19,278,000 | $16.45M | 0.5% | $0.94 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | SNAP INC | 21,611,000 | $15.85M | 0.4% | $0.70 | — | NOTE 5/0 | 83304AAF3 |
| — | CHEGG INC | 19,679,000 | $15.64M | 0.4% | $0.99 | — | NOTE 9/0 | 163092AF6 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,330,320 | $14.79M | 0.4% | $14.63 | — | COM | 670657105 |
| — | INFINERA CORP | 12,063,000 | $14.78M | 0.4% | $1.45 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | IMPINJ INC | 10,010,000 | $14.26M | 0.4% | $1.21 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 1,285,954 | $13.68M | 0.4% | $13.55 | — | COM | 09255C106 |
| — | OKTA INC | 14,280,000 | $12.94M | 0.4% | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| XMQTX | BLACKROCK MUNIYIELD QUALITY | 1,128,935 | $11.71M | 0.3% | $12.97 | — | COM | 09254G108 |
| — | PEBBLEBROOK HOTEL TR | 13,702,000 | $11.63M | 0.3% | $1.17 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,003,043 | $11.48M | 0.3% | $13.76 | — | COM | 09254X101 |
| KOS | KOSMOS ENERGY LTD | 1,503,656 | $11.19M | 0.3% | $5.75 | +27.4% | COM | 500688106 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,450,000 | $10.72M | 0.3% | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | BRIDGEBIO PHARMA INC | 14,404,000 | $10.67M | 0.3% | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | DIGITALOCEAN HLDGS INC | 13,185,000 | $10.42M | 0.3% | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | GUARDANT HEALTH INC | 15,334,000 | $10.36M | 0.3% | $1.01 | — | NOTE 11/1 | 40131MAB5 |
| GLD | SPDR GOLD TR | 55,336 | $10.14M | 0.3% | $112.08 | — | GOLD SHS | 78463V107 |
| — | CABLE ONE INC | 12,250,000 | $9.726M | 0.3% | $0.79 | — | NOTE 3/1 | 12685JAE5 |
| — | BILL HOLDINGS INC | 10,485,000 | $9.641M | 0.3% | $1.71 | — | NOTE 12/0 | 090043AB6 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 947,433 | $9.616M | 0.3% | $13.04 | — | COM | 09255E102 |
| — | FIVE9 INC | 9,978,000 | $9.21M | 0.3% | $1.35 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | PARSONS CORP DEL | 8,094,000 | $8.96M | 0.2% | $1.01 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | BLACKROCK MUNIYIELD MICH QU | 792,834 | $8.872M | 0.2% | $14.50 | — | COM | 09254V105 |
| — | NCL CORP LTD | 8,024,000 | $8.678M | 0.2% | $1.71 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | INTERDIGITAL INC | 7,700,000 | $7.989M | 0.2% | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 638,616 | $7.695M | 0.2% | $16.00 | — | COM | 09253N104 |
| — | JETBLUE AIRWAYS CORP | 9,909,000 | $7.65M | 0.2% | $0.74 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | CONMED CORP | 6,198,000 | $7.615M | 0.2% | $1.08 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | BENTLEY SYS INC | 7,694,000 | $7.324M | 0.2% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | ENVESTNET INC | 7,169,000 | $7.098M | 0.2% | $1.18 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 638,062 | $6.744M | 0.2% | $13.57 | — | COM | 670656107 |
| — | CABLE ONE INC | 9,014,000 | $6.589M | 0.2% | $0.86 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | MARRIOTT VACATIONS WORLDWIDE | 6,727,000 | $6.545M | 0.2% | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | RINGCENTRAL INC | 7,342,000 | $6.465M | 0.2% | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | ETSY INC | 4,486,000 | $6.416M | 0.2% | $1.58 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | Q2 HLDGS INC | 7,710,000 | $6.241M | 0.2% | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | ROYAL CARIBBEAN GROUP | 6,142,000 | $6.222M | 0.2% | $1.36 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | ALARM COM HLDGS INC | 7,305,000 | $6.2M | 0.2% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | NCL CORP LTD | 4,733,000 | $5.784M | 0.2% | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | BLACKROCK MUNIYILD QULT FD I | 460,649 | $5.454M | 0.1% | $16.64 | — | COM | 09254F100 |
| — | EXPEDIA GROUP INC | 5,911,000 | $5.321M | 0.1% | $1.21 | — | NOTE 2/1 | 30212PBE4 |
| — | WESTERN DIGITAL CORP. | 5,407,000 | $5.239M | 0.1% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | AKAMAI TECHNOLOGIES INC | 4,803,000 | $4.83M | 0.1% | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| XENWX | EATON VANCE NEW YORK MUN BD | 494,730 | $4.809M | 0.1% | $14.03 | — | COM | 27827Y109 |
| — | LIBERTY MEDIA CORP DEL | 4,419,000 | $4.792M | 0.1% | $1.17 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | DELAWARE INVTS NATL MUN INCO | 423,080 | $4.514M | 0.1% | $13.32 | — | SH BEN INT | 24610T108 |
| — | OMNICELL COM | 4,689,000 | $4.333M | 0.1% | $1.60 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| XPMAX | PIONEER MUNICIPAL HIGH INCOM | 522,410 | $4.299M | 0.1% | $10.93 | — | COM | 723762100 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 336,051 | $3.841M | 0.1% | $14.14 | — | COM | 670972108 |
| XMHIX | PIONEER MUNICIPAL HIGH INCOM | 429,137 | $3.815M | 0.1% | $11.60 | — | COM SHS | 723763108 |
| — | SPIRIT AIRLS INC | 4,482,000 | $3.61M | 0.1% | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | SABRE GLBL INC | 3,175,000 | $2.874M | 0.1% | $1.83 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | SNAP INC | 2,846,000 | $2.607M | 0.1% | $2.87 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| NINEQ | NINE ENERGY SERVICE INC | 358,250 | $1.992M | 0.1% | $10.34 | 0.0% | COM | 65441V101 |
| — | MFS MUN INCOME TR | 333,155 | $1.779M | 0.0% | $7.19 | — | SH BEN INT | 552738106 |
| — | DWS MUN INCOME TR | 179,378 | $1.596M | 0.0% | $11.01 | — | COM | 233368109 |
| LQD | ISHARES TR | 14,280 | $1.565M | 0.0% | $115.92 | — | IBOXX INV CP ETF | 464287242 |
| XBNYX | BLACKROCK N Y MUN INCOME TRU | 105,138 | $1.093M | 0.0% | $13.78 | — | SH BEN INT | 09248L106 |
| MBB | ISHARES TR | 9,050 | $857K | 0.0% | $100.60 | — | MBS ETF | 464288588 |
| — | INVESCO PA VALUE MUN INC TR | 65,824 | $661K | 0.0% | $12.71 | — | COM | 46132K109 |
| — | GRANITE PT MTG TR INC | 614,000 | $587K | 0.0% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | BOSTON SCIENTIFIC CORP | 3,400 | $411K | 0.0% | $114.12 | — | 5.50% CNV PFD A | 101137206 |
| — | BLACKLINE INC | 480,000 | $409K | 0.0% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| IEI | ISHARES TR | 3,080 | $362K | 0.0% | $116.26 | — | 3 7 YR TREAS BD | 464288661 |
| VST | VISTRA CORP | 13,918 | $334K | 0.0% | $17.11 | +29.9% | COM | 92840M102 |
| QYLD | GLOBAL X FDS | 19,046 | $327K | 0.0% | $22.43 | — | NASDAQ 100 COVER | 37954Y483 |
| — | EATON VANCE MUN BD FD | 29,175 | $303K | 0.0% | $12.63 | — | COM | 27827X101 |
| — | COINBASE GLOBAL INC | 464,000 | $299K | 0.0% | $0.56 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| TLT | ISHARES TR | 2,535 | $270K | 0.0% | $99.56 | — | 20 YR TR BD ETF | 464287432 |
| — | ALLIANCEBERNSTEIN GLOBAL HIG | 27,416 | $266K | 0.0% | $9.78 | — | COM | 01879R106 |
| — | NUVEEN CR STRATEGIES INCOME | 49,712 | $254K | 0.0% | $5.20 | — | COM SHS | 67073D102 |
| — | PGIM GLOBAL HIGH YIELD FD FO | 22,844 | $251K | 0.0% | $11.48 | — | COM | 69346J106 |
| — | BLACKROCK CR ALLOCATION INCO | 24,340 | $250K | 0.0% | $10.90 | — | COM | 092508100 |
| XNBOX | NEUBERGER BERMAN N Y MUN FD | 25,745 | $248K | 0.0% | $12.51 | — | COM | 64124K102 |
| — | DOUBLELINE INCOME SOLUTIONS | 21,256 | $242K | 0.0% | $12.15 | — | COM | 258622109 |
| ZROZ | PIMCO ETF TR | 2,310 | $221K | 0.0% | $95.78 | — | 25YR+ ZERO U S | 72201R882 |
| — | WORKIVA INC | 120,000 | $170K | 0.0% | $1.14 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | EXACT SCIENCES CORP | 162,000 | $152K | 0.0% | $0.70 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | CHEFS WHSE INC | 27,000 | $28,310 | 0.0% | $1.00 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | HALOZYME THERAPEUTICS INC | 28,000 | $23,870 | 0.0% | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | CARNIVAL CORP | 19,000 | $23,788 | 0.0% | $1.25 | — | NOTE 5.750%10/0 | 143658BT8 |