CIK: 0000061227 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Jul 27, 2023
Total Value ($000): $3,576,995 (22.6% shares, 77.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GPOR | GULFPORT ENERGY CORP | 1,603,070 | $168,435 | 4.7% | $64.39 | +44.0% | COMMON SHARES | 402635502 |
| — | NICE LTD | 110,519,000 | $107,568 | 3.0% | $1.18 | — | NOTE 9/1 | 653656AB4 |
| — | EQT CORP | 36,732,000 | $103,511 | 2.9% | $1.68 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | MICROCHIP TECHNOLOGY INC. | 79,227,000 | $89,984 | 2.5% | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | PIONEER NAT RES CO | 36,990,000 | $81,488 | 2.3% | $1.63 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | DISH NETWORK CORPORATION | 89,254,000 | $79,436 | 2.2% | $0.91 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | FORD MTR CO DEL | 70,907,000 | $77,998 | 2.2% | $1.16 | — | NOTE 3/1 | 345370CZ1 |
| — | BIOMARIN PHARMACEUTICAL INC | 76,286,000 | $77,072 | 2.2% | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | SOUTHWEST AIRLS CO | 65,216,000 | $74,994 | 2.1% | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | HELIX ENERGY SOLUTIONS GRP I | 53,364,000 | $70,725 | 2.0% | $1.01 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | PALO ALTO NETWORKS INC | 26,494,000 | $68,292 | 1.9% | $1.50 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | NRG ENERGY INC | 62,878,000 | $66,647 | 1.9% | $1.13 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | VAIL RESORTS INC | 69,715,000 | $62,572 | 1.7% | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | PG&E CORP | 403,751 | $60,535 | 1.7% | $98.45 | — | UNIT 08/16/2023 | 69331C140 |
| — | MGP INGREDIENTS INC NEW | 48,705,000 | $60,220 | 1.7% | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| NICE | NICE LTD | 286,433 | $59,148 | 1.7% | $198.59 | — | SPONSORED ADR | 653656108 |
| — | PERMIAN RESOURCES CORP | 30,370,000 | $58,583 | 1.6% | $1.13 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | OIL STS INTL INC | 55,221,000 | $58,534 | 1.6% | $0.81 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | CONMED CORP | 49,492,000 | $55,481 | 1.6% | $1.12 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | LUMENTUM HLDGS INC | 62,399,000 | $55,336 | 1.5% | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | EXACT SCIENCES CORP | 52,813,000 | $54,272 | 1.5% | $1.30 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | TELADOC HEALTH INC | 57,948,000 | $46,322 | 1.3% | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | DEXCOM INC | 42,218,000 | $45,242 | 1.3% | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | ZILLOW GROUP INC | 42,801,000 | $45,077 | 1.3% | $1.23 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | CHART INDS INC | 15,945,000 | $43,793 | 1.2% | $2.16 | — | NOTE 1.000%11/1 | 16115QAE0 |
| TALO | TALOS ENERGY INC | 3,152,973 | $43,732 | 1.2% | $32.68 | -58.8% | COM | 87484T108 |
| — | BLOCK INC | 45,843,000 | $43,417 | 1.2% | $0.96 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | PATRICK INDS INC | 44,344,000 | $43,235 | 1.2% | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | ETSY INC | 54,204,000 | $42,144 | 1.2% | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | SHIFT4 PMTS INC | 37,738,000 | $41,139 | 1.2% | $1.15 | — | NOTE 12/1 | 82452JAB5 |
| — | KKR & CO INC | 608,607 | $40,285 | 1.1% | $93.24 | — | 6% MCONV PFD C | 48251W401 |
| — | SPLUNK INC | 40,059,000 | $40,148 | 1.1% | $1.01 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | ILLUMINA INC | 39,306,000 | $39,227 | 1.1% | $1.14 | — | NOTE 8/1 | 452327AK5 |
| — | ENPHASE ENERGY INC | 41,163,000 | $38,843 | 1.1% | $1.03 | — | NOTE 3/0 | 29355AAH0 |
| — | BANK AMERICA CORP | 32,074 | $37,651 | 1.1% | $1448.22 | — | 7.25%CNV PFD L | 060505682 |
| DHR | DANAHER CORPORATION | 150,217 | $36,052 | 1.0% | $208.76 | 0.0% | COM | 235851102 |
| — | AKAMAI TECHNOLOGIES INC | 36,596,000 | $35,525 | 1.0% | $1.13 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | FORUM ENERGY TECHNOLOGIES IN | 35,371,360 | $35,420 | 1.0% | $0.64 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | WELLS FARGO CO NEW | 29,384 | $33,970 | 0.9% | $1489.39 | — | PERP PFD CNV A | 949746804 |
| — | BOOKING HOLDINGS INC | 22,528,000 | $33,878 | 0.9% | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| IAU | ISHARES GOLD TR | 929,500 | $33,825 | 0.9% | $33.71 | — | ISHARES NEW | 464285204 |
| — | DATADOG INC | 26,923,000 | $33,516 | 0.9% | $1.37 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | PACIRA BIOSCIENCES INC | 35,669,000 | $33,172 | 0.9% | $1.04 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | VIAVI SOLUTIONS INC | 32,674,000 | $32,521 | 0.9% | $1.15 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | NEXTERA ENERGY INC | 715,626 | $32,320 | 0.9% | $46.33 | — | UNIT 09/01/2025 | 65339F713 |
| — | CHART INDS INC | 494,856 | $32,235 | 0.9% | $53.46 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | AES CORP | 386,344 | $31,505 | 0.9% | $104.53 | — | UNIT 02/15/2024 | 00130H204 |
| — | DISH NETWORK CORPORATION | 60,770,000 | $31,145 | 0.9% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | MONGODB INC | 15,420,000 | $30,728 | 0.9% | $1.53 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | ZSCALER INC | 25,637,000 | $29,975 | 0.8% | $1.65 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | BLACKROCK MUN TARGET TERM TR | 1,401,701 | $29,127 | 0.8% | $24.54 | — | COM SHS BEN IN | 09257P105 |
| — | EVERBRIDGE INC | 30,356,000 | $27,634 | 0.8% | $1.31 | — | NOTE 0.125%12/1 | 29978AAC8 |
| FET | FORUM ENERGY TECHNOLOGIES IN | 1,061,621 | $27,167 | 0.8% | $29.30 | -19.1% | COM | 34984V209 |
| — | NUVASIVE INC | 29,764,000 | $26,918 | 0.8% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | UBER TECHNOLOGIES INC | 29,188,000 | $26,766 | 0.7% | $0.95 | — | NOTE 12/1 | 90353TAJ9 |
| — | ARRAY TECHNOLOGIES INC | 22,984,000 | $26,336 | 0.7% | $1.11 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | BURLINGTON STORES INC | 25,089,000 | $26,147 | 0.7% | $1.58 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | HAEMONETICS CORP MASS | 29,499,000 | $25,205 | 0.7% | $0.83 | — | NOTE 3/0 | 405024AB6 |
| — | EURONET WORLDWIDE INC | 24,701,000 | $24,222 | 0.7% | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | CHEESECAKE FACTORY INC | 28,640,000 | $24,121 | 0.7% | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | INTEGRA LIFESCIENCES HLDGS C | 26,274,000 | $24,083 | 0.7% | $1.11 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | DROPBOX INC | 24,873,000 | $23,915 | 0.7% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | SUMMIT HOTEL PPTYS | 27,018,000 | $23,085 | 0.6% | $1.08 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | IONIS PHARMACEUTICALS INC | 23,964,000 | $22,702 | 0.6% | $0.93 | — | NOTE 4/0 | 462222AD2 |
| — | WOLFSPEED INC | 28,895,000 | $22,234 | 0.6% | $0.84 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | OMNICELL COM | 20,344,000 | $20,680 | 0.6% | $1.15 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | SOLAREDGE TECHNOLOGIES INC | 16,998,000 | $20,245 | 0.6% | $1.24 | — | NOTE 9/1 | 83417MAD6 |
| — | NCL CORP LTD | 13,896,000 | $19,078 | 0.5% | $1.57 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | GREENBRIER COS INC | 19,278,000 | $19,076 | 0.5% | $0.94 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | SNAP INC | 26,120,000 | $18,637 | 0.5% | $0.71 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | AMERICAN AIRLINES GROUP INC | 14,271,000 | $18,353 | 0.5% | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| CHRD | CHORD ENERGY CORPORATION | 115,748 | $17,802 | 0.5% | $102.32 | +21.7% | COM NEW | 674215207 |
| — | SNAP INC | 21,611,000 | $16,100 | 0.5% | $0.70 | — | NOTE 5/0 | 83304AAF3 |
| — | ARES CAPITAL CORP | 15,430,000 | $15,459 | 0.4% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | OKTA INC | 14,225,000 | $12,931 | 0.4% | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 1,111,764 | $11,651 | 0.3% | $13.55 | — | COM | 09255C106 |
| — | PEBBLEBROOK HOTEL TR | 13,479,000 | $11,409 | 0.3% | $1.17 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | BRIDGEBIO PHARMA INC | 14,404,000 | $11,346 | 0.3% | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,003,043 | $11,204 | 0.3% | $13.76 | — | COM | 09254X101 |
| — | INFINERA CORP | 12,023,000 | $11,176 | 0.3% | $1.45 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | GUARDANT HEALTH INC | 15,292,000 | $11,010 | 0.3% | $1.01 | — | NOTE 11/1 | 40131MAB5 |
| — | BILL HOLDINGS INC | 10,455,000 | $10,983 | 0.3% | $1.71 | — | NOTE 12/0 | 090043AB6 |
| — | IMPINJ INC | 10,010,000 | $10,873 | 0.3% | $1.21 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | DIGITALOCEAN HLDGS INC | 13,140,000 | $10,329 | 0.3% | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | NUVEEN AMT FREE QLTY MUN INC | 930,320 | $10,168 | 0.3% | $14.63 | — | COM | 670657105 |
| XMQTX | BLACKROCK MUNIYIELD QUALITY | 992,093 | $9,980 | 0.3% | $12.97 | — | COM | 09254G108 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,123,000 | $9,944 | 0.3% | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | CABLE ONE INC | 12,000,000 | $9,870 | 0.3% | $0.79 | — | NOTE 3/1 | 12685JAE5 |
| GLD | SPDR GOLD TR | 55,336 | $9,865 | 0.3% | $112.08 | — | GOLD SHS | 78463V107 |
| — | INTERDIGITAL INC | 7,700,000 | $9,341 | 0.3% | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | PARSONS CORP DEL | 8,066,000 | $9,272 | 0.3% | $1.01 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | CONMED CORP | 6,020,000 | $9,260 | 0.3% | $1.08 | — | NOTE 2.625% 2/0 | 207410AF8 |
| KOS | KOSMOS ENERGY LTD | 1,503,656 | $9,007 | 0.3% | $5.75 | +13.3% | COM | 500688106 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 814,624 | $8,252 | 0.2% | $13.04 | — | COM | 09255E102 |
| — | JETBLUE AIRWAYS CORP | 9,875,000 | $8,159 | 0.2% | $0.74 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | BENTLEY SYS INC | 7,674,000 | $7,931 | 0.2% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | NCL CORP LTD | 4,733,000 | $7,835 | 0.2% | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | DROPBOX INC | 7,960,000 | $7,502 | 0.2% | $0.94 | — | NOTE 3/0 | 26210CAC8 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 638,616 | $7,427 | 0.2% | $16.00 | — | COM | 09253N104 |
| — | BLACKROCK MUNIYIELD MICH QU | 664,819 | $7,346 | 0.2% | $14.50 | — | COM | 09254V105 |
| — | Q2 HLDGS INC | 7,685,000 | $6,678 | 0.2% | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | CABLE ONE INC | 8,727,000 | $6,567 | 0.2% | $0.86 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | MARRIOTT VACATIONS WORLDWIDE | 6,727,000 | $6,266 | 0.2% | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | ALARM COM HLDGS INC | 7,280,000 | $6,238 | 0.2% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 561,758 | $5,814 | 0.2% | $13.57 | — | COM | 670656107 |
| — | WESTERN DIGITAL CORP. | 5,370,000 | $5,233 | 0.1% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | EXPEDIA GROUP INC | 5,896,000 | $5,181 | 0.1% | $1.21 | — | NOTE 2/1 | 30212PBE4 |
| — | ETSY INC | 4,359,000 | $5,157 | 0.1% | $1.58 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | AKAMAI TECHNOLOGIES INC | 4,655,000 | $4,967 | 0.1% | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | LIBERTY MEDIA CORP DEL | 4,293,000 | $4,965 | 0.1% | $1.17 | — | NOTE 1.375%10/1 | 531229AB8 |
| XENWX | EATON VANCE NEW YORK MUN BD | 446,890 | $4,201 | 0.1% | $14.03 | — | COM | 27827Y109 |
| — | BLACKROCK MUNIYILD QULT FD I | 357,837 | $4,140 | 0.1% | $16.64 | — | COM | 09254F100 |
| XPMAX | PIONEER MUNICIPAL HIGH INCOM | 517,619 | $4,089 | 0.1% | $10.93 | — | COM | 723762100 |
| — | DELAWARE INVTS NATL MUN INCO | 401,695 | $4,033 | 0.1% | $13.32 | — | SH BEN INT | 24610T108 |
| — | SPIRIT AIRLS INC | 4,343,000 | $3,509 | 0.1% | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| XMHIX | PIONEER MUNICIPAL HIGH INCOM | 360,887 | $3,078 | 0.1% | $11.60 | — | COM SHS | 723763108 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 233,310 | $2,622 | 0.1% | $14.14 | — | COM | 670972108 |
| — | SNAP INC | 2,758,000 | $2,544 | 0.1% | $2.87 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | SABRE GLBL INC | 3,165,000 | $2,503 | 0.1% | $1.83 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | MFS MUN INCOME TR | 333,155 | $1,699 | 0.0% | $7.19 | — | SH BEN INT | 552738106 |
| LQD | ISHARES TR | 14,280 | $1,544 | 0.0% | $115.92 | — | IBOXX INV CP ETF | 464287242 |
| — | DWS MUN INCOME TR | 176,016 | $1,515 | 0.0% | $11.01 | — | COM | 233368109 |
| NINEQ | NINE ENERGY SERVICE INC | 297,225 | $1,138 | 0.0% | $10.34 | -62.7% | COM | 65441V101 |
| MBB | ISHARES TR | 9,050 | $844 | 0.0% | $100.60 | — | MBS ETF | 464288588 |
| XBNYX | BLACKROCK N Y MUN INCOME TRU | 78,984 | $817 | 0.0% | $13.78 | — | SH BEN INT | 09248L106 |
| — | GRANITE PT MTG TR INC | 614,000 | $602 | 0.0% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | INVESCO PA VALUE MUN INC TR | 60,475 | $596 | 0.0% | $12.71 | — | COM | 46132K109 |
| — | BLACKLINE INC | 480,000 | $409 | 0.0% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| VST | VISTRA CORP | 13,918 | $365 | 0.0% | $17.11 | +38.0% | COM | 92840M102 |
| IEI | ISHARES TR | 3,080 | $355 | 0.0% | $116.26 | — | 3 7 YR TREAS BD | 464288661 |
| — | COINBASE GLOBAL INC | 464,000 | $351 | 0.0% | $0.56 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| QYLD | GLOBAL X FDS | 19,046 | $338 | 0.0% | $22.43 | — | NASDAQ 100 COVER | 37954Y483 |
| — | ALLIANCEBERNSTEIN GLOBAL HIG | 27,416 | $273 | 0.0% | $9.78 | — | COM | 01879R106 |
| TLT | ISHARES TR | 2,535 | $261 | 0.0% | $99.56 | — | 20 YR TR BD ETF | 464287432 |
| — | DOUBLELINE INCOME SOLUTIONS | 21,256 | $253 | 0.0% | $12.15 | — | COM | 258622109 |
| — | NUVEEN CR STRATEGIES INCOME | 49,712 | $251 | 0.0% | $5.20 | — | COM SHS | 67073D102 |
| — | PGIM GLOBAL HIGH YIELD FD FO | 22,844 | $251 | 0.0% | $11.48 | — | COM | 69346J106 |
| — | BLACKROCK CR ALLOCATION INCO | 24,340 | $247 | 0.0% | $10.90 | — | COM | 092508100 |
| XNBOX | NEUBERGER BERMAN N Y MUN FD | 25,745 | $245 | 0.0% | $12.51 | — | COM | 64124K102 |
| ZROZ | PIMCO ETF TR | 2,310 | $213 | 0.0% | $95.78 | — | 25YR+ ZERO U S | 72201R882 |
| — | EXACT SCIENCES CORP | 162,000 | $175 | 0.0% | $0.70 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | WORKIVA INC | 120,000 | $169 | 0.0% | $1.14 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | RINGCENTRAL INC | 140,000 | $129 | 0.0% | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | CARNIVAL CORP | 19,000 | $38 | 0.0% | $1.25 | — | NOTE 5.750%10/0 | 143658BT8 |
| — | CHEGG INC | 45,000 | $34 | 0.0% | $0.99 | — | NOTE 9/0 | 163092AF6 |
| — | HALOZYME THERAPEUTICS INC | 38,000 | $32 | 0.0% | $0.87 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | CHEFS WHSE INC | 27,000 | $29 | 0.0% | $1.00 | — | NOTE 1.875%12/0 | 163086AB7 |