Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Jul 27, 2023
Total Value: $3.577B (22.6% shares, 77.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| GPOR | GULFPORT ENERGY CORP | 1,603,070 | $168M | 4.7% | $105.07 | $64.39 | +63.2% | COMMON SHARES | 402635502 |
| — | NICE LTD | 110,519,000 | $108M | 3.0% | $0.97 | $1.18 | — | NOTE 9/1 | 653656AB4 |
| — | EQT CORP | 36,732,000 | $104M | 2.9% | $2.82 | $1.68 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | MICROCHIP TECHNOLOGY INC. | 79,227,000 | $89.98M | 2.5% | $1.14 | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | PIONEER NAT RES CO | 36,990,000 | $81.49M | 2.3% | $2.20 | $1.63 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | DISH NETWORK CORPORATION | 89,254,000 | $79.44M | 2.2% | $0.89 | $0.91 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | FORD MTR CO DEL | 70,907,000 | $78M | 2.2% | $1.10 | $1.16 | — | NOTE 3/1 | 345370CZ1 |
| — | BIOMARIN PHARMACEUTICAL INC | 76,286,000 | $77.07M | 2.2% | $1.01 | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | SOUTHWEST AIRLS CO | 65,216,000 | $74.99M | 2.1% | $1.15 | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | HELIX ENERGY SOLUTIONS GRP I | 53,364,000 | $70.73M | 2.0% | $1.33 | $1.01 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | PALO ALTO NETWORKS INC | 26,494,000 | $68.29M | 1.9% | $2.58 | $1.50 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | NRG ENERGY INC | 62,878,000 | $66.65M | 1.9% | $1.06 | $1.13 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | VAIL RESORTS INC | 69,715,000 | $62.57M | 1.7% | $0.90 | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | PG&E CORP | 403,751 | $60.54M | 1.7% | $149.93 | $98.45 | — | UNIT 08/16/2023 | 69331C140 |
| — | MGP INGREDIENTS INC NEW | 48,705,000 | $60.22M | 1.7% | $1.24 | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| NICE | NICE LTD | 286,433 | $59.15M | 1.7% | $206.50 | $209.70 | -1.5% | SPONSORED ADR | 653656108 |
| — | PERMIAN RESOURCES CORP | 30,370,000 | $58.58M | 1.6% | $1.93 | $1.13 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | OIL STS INTL INC | 55,221,000 | $58.53M | 1.6% | $1.06 | $0.81 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | CONMED CORP | 49,492,000 | $55.48M | 1.6% | $1.12 | $1.12 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | LUMENTUM HLDGS INC | 62,399,000 | $55.34M | 1.5% | $0.89 | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | EXACT SCIENCES CORP | 52,813,000 | $54.27M | 1.5% | $1.03 | $1.30 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | TELADOC HEALTH INC | 57,948,000 | $46.32M | 1.3% | $0.80 | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | DEXCOM INC | 42,218,000 | $45.24M | 1.3% | $1.07 | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | ZILLOW GROUP INC | 42,801,000 | $45.08M | 1.3% | $1.05 | $1.23 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | CHART INDS INC | 15,945,000 | $43.79M | 1.2% | $2.75 | $2.16 | — | NOTE 1.000%11/1 | 16115QAE0 |
| TALO | TALOS ENERGY INC | 3,152,973 | $43.73M | 1.2% | $13.87 | $32.68 | -57.6% | COM | 87484T108 |
| — | BLOCK INC | 45,843,000 | $43.42M | 1.2% | $0.95 | $0.96 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | PATRICK INDS INC | 44,344,000 | $43.24M | 1.2% | $0.97 | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | ETSY INC | 54,204,000 | $42.14M | 1.2% | $0.78 | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | SHIFT4 PMTS INC | 37,738,000 | $41.14M | 1.2% | $1.09 | $1.15 | — | NOTE 12/1 | 82452JAB5 |
| — | KKR & CO INC | 608,607 | $40.28M | 1.1% | $66.19 | $93.24 | — | 6% MCONV PFD C | 48251W401 |
| — | SPLUNK INC | 40,059,000 | $40.15M | 1.1% | $1.00 | $1.01 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | ILLUMINA INC | 39,306,000 | $39.23M | 1.1% | $1.00 | $1.14 | — | NOTE 8/1 | 452327AK5 |
| — | ENPHASE ENERGY INC | 41,163,000 | $38.84M | 1.1% | $0.94 | $1.03 | — | NOTE 3/0 | 29355AAH0 |
| — | BANK AMERICA CORP | 32,074 | $37.65M | 1.1% | $1173.87 | $1448.22 | — | 7.25%CNV PFD L | 060505682 |
| DHR | DANAHER CORPORATION | 150,217 | $36.05M | 1.0% | $240.00 * | $208.76 | +0.6% | COM | 235851102 |
| — | AKAMAI TECHNOLOGIES INC | 36,596,000 | $35.53M | 1.0% | $0.97 | $1.13 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | FORUM ENERGY TECHNOLOGIES IN | 35,371,360 | $35.42M | 1.0% | $1.00 | $0.64 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | WELLS FARGO CO NEW | 29,384 | $33.97M | 0.9% | $1156.07 | $1489.39 | — | PERP PFD CNV A | 949746804 |
| — | BOOKING HOLDINGS INC | 22,528,000 | $33.88M | 0.9% | $1.50 | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| IAU | ISHARES GOLD TR | 929,500 | $33.82M | 0.9% | $36.39 | $34.57 | +5.3% | ISHARES NEW | 464285204 |
| — | DATADOG INC | 26,923,000 | $33.52M | 0.9% | $1.24 | $1.37 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | PACIRA BIOSCIENCES INC | 35,669,000 | $33.17M | 0.9% | $0.93 | $1.04 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | VIAVI SOLUTIONS INC | 32,674,000 | $32.52M | 0.9% | $1.00 | $1.15 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | NEXTERA ENERGY INC | 715,626 | $32.32M | 0.9% | $45.16 | $46.33 | — | UNIT 09/01/2025 | 65339F713 |
| — | CHART INDS INC | 494,856 | $32.23M | 0.9% | $65.14 | $53.46 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | AES CORP | 386,344 | $31.51M | 0.9% | $81.55 | $104.53 | — | UNIT 02/15/2024 | 00130H204 |
| — | DISH NETWORK CORPORATION | 60,770,000 | $31.14M | 0.9% | $0.51 | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | MONGODB INC | 15,420,000 | $30.73M | 0.9% | $1.99 | $1.53 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | ZSCALER INC | 25,637,000 | $29.97M | 0.8% | $1.17 | $1.65 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | BLACKROCK MUN TARGET TERM TR | 1,401,701 | $29.13M | 0.8% | $20.78 | $24.54 | — | COM SHS BEN IN | 09257P105 |
| — | EVERBRIDGE INC | 30,356,000 | $27.63M | 0.8% | $0.91 | $1.31 | — | NOTE 0.125%12/1 | 29978AAC8 |
| FET | FORUM ENERGY TECHNOLOGIES IN | 1,061,621 | $27.17M | 0.8% | $25.59 | $29.30 | -12.7% | COM | 34984V209 |
| — | NUVASIVE INC | 29,764,000 | $26.92M | 0.8% | $0.90 | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | UBER TECHNOLOGIES INC | 29,188,000 | $26.77M | 0.7% | $0.92 | $0.95 | — | NOTE 12/1 | 90353TAJ9 |
| — | ARRAY TECHNOLOGIES INC | 22,984,000 | $26.34M | 0.7% | $1.15 | $1.11 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | BURLINGTON STORES INC | 25,089,000 | $26.15M | 0.7% | $1.04 | $1.58 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | HAEMONETICS CORP MASS | 29,499,000 | $25.2M | 0.7% | $0.85 | $0.83 | — | NOTE 3/0 | 405024AB6 |
| — | EURONET WORLDWIDE INC | 24,701,000 | $24.22M | 0.7% | $0.98 | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | CHEESECAKE FACTORY INC | 28,640,000 | $24.12M | 0.7% | $0.84 | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | INTEGRA LIFESCIENCES HLDGS C | 26,274,000 | $24.08M | 0.7% | $0.92 | $1.11 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | DROPBOX INC | 24,873,000 | $23.92M | 0.7% | $0.96 | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | SUMMIT HOTEL PPTYS | 27,018,000 | $23.09M | 0.6% | $0.85 | $1.08 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | IONIS PHARMACEUTICALS INC | 23,964,000 | $22.7M | 0.6% | $0.95 | $0.93 | — | NOTE 4/0 | 462222AD2 |
| — | WOLFSPEED INC | 28,895,000 | $22.23M | 0.6% | $0.77 | $0.84 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | OMNICELL COM | 20,344,000 | $20.68M | 0.6% | $1.02 | $1.15 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | SOLAREDGE TECHNOLOGIES INC | 16,998,000 | $20.24M | 0.6% | $1.19 | $1.24 | — | NOTE 9/1 | 83417MAD6 |
| — | NCL CORP LTD | 13,896,000 | $19.08M | 0.5% | $1.37 | $1.57 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | GREENBRIER COS INC | 19,278,000 | $19.08M | 0.5% | $0.99 | $0.94 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | SNAP INC | 26,120,000 | $18.64M | 0.5% | $0.71 | $0.71 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | AMERICAN AIRLINES GROUP INC | 14,271,000 | $18.35M | 0.5% | $1.29 | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| CHRD | CHORD ENERGY CORPORATION | 115,748 | $17.8M | 0.5% | $153.80 * | $102.32 | +30.4% | COM NEW | 674215207 |
| — | SNAP INC | 21,611,000 | $16.1M | 0.5% | $0.74 | $0.70 | — | NOTE 5/0 | 83304AAF3 |
| — | ARES CAPITAL CORP | 15,430,000 | $15.46M | 0.4% | $1.00 | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | OKTA INC | 14,225,000 | $12.93M | 0.4% | $0.91 | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 1,111,764 | $11.65M | 0.3% | $10.48 | $13.55 | — | COM | 09255C106 |
| — | PEBBLEBROOK HOTEL TR | 13,479,000 | $11.41M | 0.3% | $0.85 | $1.17 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | BRIDGEBIO PHARMA INC | 14,404,000 | $11.35M | 0.3% | $0.79 | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,003,043 | $11.2M | 0.3% | $11.17 | $13.76 | — | COM | 09254X101 |
| — | INFINERA CORP | 12,023,000 | $11.18M | 0.3% | $0.93 | $1.45 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | GUARDANT HEALTH INC | 15,292,000 | $11.01M | 0.3% | $0.72 | $1.01 | — | NOTE 11/1 | 40131MAB5 |
| — | BILL HOLDINGS INC | 10,455,000 | $10.98M | 0.3% | $1.05 | $1.71 | — | NOTE 12/0 | 090043AB6 |
| — | IMPINJ INC | 10,010,000 | $10.87M | 0.3% | $1.09 | $1.21 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | DIGITALOCEAN HLDGS INC | 13,140,000 | $10.33M | 0.3% | $0.79 | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | NUVEEN AMT FREE QLTY MUN INC | 930,320 | $10.17M | 0.3% | $10.93 | $14.63 | — | COM | 670657105 |
| XMQTX | BLACKROCK MUNIYIELD QUALITY | 992,093 | $9.98M | 0.3% | $10.06 | $12.97 | — | COM | 09254G108 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,123,000 | $9.944M | 0.3% | $0.98 | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | CABLE ONE INC | 12,000,000 | $9.87M | 0.3% | $0.82 | $0.79 | — | NOTE 3/1 | 12685JAE5 |
| GLD | SPDR GOLD TR | 55,336 | $9.865M | 0.3% | $178.27 | $114.62 | +55.5% | GOLD SHS | 78463V107 |
| — | INTERDIGITAL INC | 7,700,000 | $9.341M | 0.3% | $1.21 | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | PARSONS CORP DEL | 8,066,000 | $9.272M | 0.3% | $1.15 | $1.01 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | CONMED CORP | 6,020,000 | $9.26M | 0.3% | $1.54 | $1.08 | — | NOTE 2.625% 2/0 | 207410AF8 |
| KOS | KOSMOS ENERGY LTD | 1,503,656 | $9.007M | 0.3% | $5.99 | $5.75 | +4.2% | COM | 500688106 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 814,624 | $8.252M | 0.2% | $10.13 | $13.04 | — | COM | 09255E102 |
| — | JETBLUE AIRWAYS CORP | 9,875,000 | $8.159M | 0.2% | $0.83 | $0.74 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | BENTLEY SYS INC | 7,674,000 | $7.931M | 0.2% | $1.03 | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | NCL CORP LTD | 4,733,000 | $7.835M | 0.2% | $1.66 | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | DROPBOX INC | 7,960,000 | $7.502M | 0.2% | $0.94 | $0.94 | — | NOTE 3/0 | 26210CAC8 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 638,616 | $7.427M | 0.2% | $11.63 | $16.00 | — | COM | 09253N104 |
| — | BLACKROCK MUNIYIELD MICH QU | 664,819 | $7.346M | 0.2% | $11.05 | $14.50 | — | COM | 09254V105 |
| — | Q2 HLDGS INC | 7,685,000 | $6.678M | 0.2% | $0.87 | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | CABLE ONE INC | 8,727,000 | $6.567M | 0.2% | $0.75 | $0.86 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | MARRIOTT VACATIONS WORLDWIDE | 6,727,000 | $6.266M | 0.2% | $0.93 | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | ALARM COM HLDGS INC | 7,280,000 | $6.238M | 0.2% | $0.86 | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 561,758 | $5.814M | 0.2% | $10.35 | $13.57 | — | COM | 670656107 |
| — | WESTERN DIGITAL CORP. | 5,370,000 | $5.233M | 0.1% | $0.97 | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | EXPEDIA GROUP INC | 5,896,000 | $5.181M | 0.1% | $0.88 | $1.21 | — | NOTE 2/1 | 30212PBE4 |
| — | ETSY INC | 4,359,000 | $5.157M | 0.1% | $1.18 | $1.58 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | AKAMAI TECHNOLOGIES INC | 4,655,000 | $4.967M | 0.1% | $1.07 | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | LIBERTY MEDIA CORP DEL | 4,293,000 | $4.965M | 0.1% | $1.16 | $1.17 | — | NOTE 1.375%10/1 | 531229AB8 |
| XENWX | EATON VANCE NEW YORK MUN BD | 446,890 | $4.201M | 0.1% | $9.40 | $14.03 | — | COM | 27827Y109 |
| — | BLACKROCK MUNIYILD QULT FD I | 357,837 | $4.14M | 0.1% | $11.57 | $16.64 | — | COM | 09254F100 |
| XPMAX | PIONEER MUNICIPAL HIGH INCOM | 517,619 | $4.089M | 0.1% | $7.90 | $10.93 | — | COM | 723762100 |
| — | DELAWARE INVTS NATL MUN INCO | 401,695 | $4.033M | 0.1% | $10.04 | $13.32 | — | SH BEN INT | 24610T108 |
| — | SPIRIT AIRLS INC | 4,343,000 | $3.509M | 0.1% | $0.81 | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| XMHIX | PIONEER MUNICIPAL HIGH INCOM | 360,887 | $3.078M | 0.1% | $8.53 | $11.60 | — | COM SHS | 723763108 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 233,310 | $2.622M | 0.1% | $11.24 | $14.14 | — | COM | 670972108 |
| — | SNAP INC | 2,758,000 | $2.544M | 0.1% | $0.92 | $2.87 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | SABRE GLBL INC | 3,165,000 | $2.503M | 0.1% | $0.79 | $1.83 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | MFS MUN INCOME TR | 333,155 | $1.699M | 0.0% | $5.10 | $7.19 | — | SH BEN INT | 552738106 |
| LQD | ISHARES TR | 14,280 | $1.544M | 0.0% | $108.14 | $116.29 | -7.0% | IBOXX INV CP ETF | 464287242 |
| — | DWS MUN INCOME TR | 176,016 | $1.515M | 0.0% | $8.61 | $11.01 | — | COM | 233368109 |
| NINEQ | NINE ENERGY SERVICE INC | 297,225 | $1.138M | 0.0% | $3.83 | $10.34 | -62.7% | COM | 65441V101 |
| MBB | ISHARES TR | 9,050 | $844K | 0.0% | $93.26 | $101.61 | -8.2% | MBS ETF | 464288588 |
| XBNYX | BLACKROCK N Y MUN INCOME TRU | 78,984 | $817K | 0.0% | $10.34 | $13.78 | — | SH BEN INT | 09248L106 |
| — | GRANITE PT MTG TR INC | 614,000 | $602K | 0.0% | $0.98 | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | INVESCO PA VALUE MUN INC TR | 60,475 | $596K | 0.0% | $9.86 | $12.71 | — | COM | 46132K109 |
| — | BLACKLINE INC | 480,000 | $409K | 0.0% | $0.85 | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| VST | VISTRA CORP | 13,918 | $365K | 0.0% | $26.25 * | $17.11 | +49.2% | COM | 92840M102 |
| IEI | ISHARES TR | 3,080 | $355K | 0.0% | $115.26 | $118.22 | -2.5% | 3 7 YR TREAS BD | 464288661 |
| — | COINBASE GLOBAL INC | 464,000 | $351K | 0.0% | $0.76 | $0.56 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| QYLD | GLOBAL X FDS | 19,046 | $338K | 0.0% | $17.75 | $22.37 | -20.6% | NASDAQ 100 COVER | 37954Y483 |
| — | ALLIANCEBERNSTEIN GLOBAL HIG | 27,416 | $273K | 0.0% | $9.96 | $9.78 | — | COM | 01879R106 |
| TLT | ISHARES TR | 2,535 | $261K | 0.0% | $102.94 | $100.76 | +2.2% | 20 YR TR BD ETF | 464287432 |
| — | DOUBLELINE INCOME SOLUTIONS | 21,256 | $253K | 0.0% | $11.91 | $12.15 | — | COM | 258622109 |
| — | NUVEEN CR STRATEGIES INCOME | 49,712 | $251K | 0.0% | $5.05 | $5.20 | — | COM SHS | 67073D102 |
| — | PGIM GLOBAL HIGH YIELD FD FO | 22,844 | $251K | 0.0% | $10.97 | $11.48 | — | COM | 69346J106 |
| — | BLACKROCK CR ALLOCATION INCO | 24,340 | $247K | 0.0% | $10.15 | $10.90 | — | COM | 092508100 |
| XNBOX | NEUBERGER BERMAN N Y MUN FD | 25,745 | $245K | 0.0% | $9.53 | $12.51 | — | COM | 64124K102 |
| ZROZ | PIMCO ETF TR | 2,310 | $213K | 0.0% | $92.03 | $93.93 | -2.0% | 25YR+ ZERO U S | 72201R882 |
| — | EXACT SCIENCES CORP | 162,000 | $175K | 0.0% | $1.08 | $0.70 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | WORKIVA INC | 120,000 | $169K | 0.0% | $1.41 | $1.14 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | RINGCENTRAL INC | 140,000 | $129K | 0.0% | $0.92 | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | CARNIVAL CORP | 19,000 | $37,611 | 0.0% | $1.98 | $1.25 | — | NOTE 5.750%10/0 | 143658BT8 |
| — | CHEGG INC | 45,000 | $33,930 | 0.0% | $0.75 | $0.99 | — | NOTE 9/0 | 163092AF6 |
| — | HALOZYME THERAPEUTICS INC | 38,000 | $31,752 | 0.0% | $0.84 | $0.87 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | CHEFS WHSE INC | 27,000 | $28,931 | 0.0% | $1.07 | $1.00 | — | NOTE 1.875%12/0 | 163086AB7 |