Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Oct 25, 2023
Total Value: $3.63B (20.1% shares, 79.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GPOR | GULFPORT ENERGY CORP | 1,433,241 | $186M | 5.1% | $64.39 | +72.0% | COMMON SHARES | 402635502 |
| — | HELIX ENERGY SOLUTIONS GRP I | 53,223,000 | $109M | 3.0% | $1.01 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | EQT CORP | 36,578,000 | $101M | 2.8% | $1.68 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | PIONEER NAT RES CO | 36,907,000 | $98.1M | 2.7% | $1.63 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | NICE LTD | 105,239,000 | $95.19M | 2.6% | $1.18 | — | NOTE 9/1 | 653656AB4 |
| — | DISH NETWORK CORPORATION | 89,354,000 | $90.86M | 2.5% | $0.91 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | PERMIAN RESOURCES CORP | 30,370,000 | $84.77M | 2.3% | $1.13 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | MICROCHIP TECHNOLOGY INC. | 75,796,000 | $79.93M | 2.2% | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | HALOZYME THERAPEUTICS INC | 82,571,000 | $77.48M | 2.1% | $0.94 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | BIOMARIN PHARMACEUTICAL INC | 76,286,000 | $74.88M | 2.1% | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | POST HLDGS INC | 69,535,000 | $69.26M | 1.9% | $1.00 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | NRG ENERGY INC | 62,814,000 | $66.87M | 1.8% | $1.13 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | FORD MTR CO DEL | 67,653,000 | $66.77M | 1.8% | $1.16 | — | NOTE 3/1 | 345370CZ1 |
| — | OIL STS INTL INC | 55,221,000 | $63.58M | 1.8% | $0.81 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | SOUTHWEST AIRLS CO | 62,165,000 | $61.91M | 1.7% | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | VAIL RESORTS INC | 69,546,000 | $60.74M | 1.7% | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | APOLLO GLOBAL MGMT INC | 1,102,499 | $60.6M | 1.7% | $54.97 | — | SER A MAND CNV | 03769M304 |
| — | PALO ALTO NETWORKS INC | 25,606,000 | $60.42M | 1.7% | $1.50 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | MGP INGREDIENTS INC NEW | 48,606,000 | $59.65M | 1.6% | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| TALO | TALOS ENERGY INC | 3,152,973 | $58.78M | 1.6% | $32.68 | -50.8% | COM | 87484T108 |
| — | LIBERTY MEDIA CORP DEL | 57,672,000 | $56.4M | 1.6% | $0.98 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | CONMED CORP | 54,453,000 | $52.08M | 1.4% | $1.11 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | LUMENTUM HLDGS INC | 62,243,000 | $50.12M | 1.4% | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | CHART INDS INC | 15,945,000 | $48.85M | 1.3% | $2.16 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | TELADOC HEALTH INC | 57,768,000 | $46.38M | 1.3% | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | SPLUNK INC | 39,956,000 | $45.55M | 1.3% | $1.01 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | EXACT SCIENCES CORP | 50,289,000 | $43.63M | 1.2% | $1.30 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | ZILLOW GROUP INC | 42,633,000 | $43.18M | 1.2% | $1.23 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | BLOCK INC | 45,768,000 | $42.1M | 1.2% | $0.96 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | BOOKING HOLDINGS INC | 22,528,000 | $41.33M | 1.1% | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | AKAMAI TECHNOLOGIES INC | 36,596,000 | $40.94M | 1.1% | $1.13 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | PATRICK INDS INC | 44,108,000 | $40.87M | 1.1% | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | DISH NETWORK CORPORATION | 60,770,000 | $40.65M | 1.1% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ETSY INC | 54,204,000 | $40.61M | 1.1% | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | DEXCOM INC | 40,394,000 | $38.24M | 1.1% | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| DHR | DANAHER CORPORATION | 150,217 | $37.27M | 1.0% | $208.76 | +5.5% | COM | 235851102 |
| — | SHIFT4 PMTS INC | 36,091,000 | $35.66M | 1.0% | $1.15 | — | NOTE 12/1 | 82452JAB5 |
| — | FORUM ENERGY TECHNOLOGIES IN | 35,371,360 | $34.84M | 1.0% | $0.64 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | ENPHASE ENERGY INC | 39,481,000 | $34.81M | 1.0% | $1.03 | — | NOTE 3/0 | 29355AAH0 |
| — | CHART INDS INC | 491,940 | $34.1M | 0.9% | $53.46 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | BANK AMERICA CORP | 31,708 | $33.93M | 0.9% | $1448.22 | — | 7.25%CNV PFD L | 060505682 |
| IAU | ISHARES GOLD TR | 929,500 | $32.52M | 0.9% | $33.71 | — | ISHARES NEW | 464285204 |
| — | ZSCALER INC | 25,852,000 | $31.77M | 0.9% | $1.65 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | VIAVI SOLUTIONS INC | 32,608,000 | $31.57M | 0.9% | $1.15 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | WELLS FARGO CO NEW | 29,075 | $31.51M | 0.9% | $1489.39 | — | PERP PFD CNV A | 949746804 |
| — | PACIRA BIOSCIENCES INC | 35,669,000 | $31.39M | 0.9% | $1.04 | — | NOTE 0.750% 8/0 | 695127AF7 |
| FLR | FLUOR CORP NEW | 848,588 | $31.14M | 0.9% | $33.49 | 0.0% | COM | 343412102 |
| — | ROYAL CARIBBEAN GROUP | 15,335,000 | $30.31M | 0.8% | $1.98 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | DATADOG INC | 26,780,000 | $30.19M | 0.8% | $1.37 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | UBER TECHNOLOGIES INC | 29,188,000 | $27.96M | 0.8% | $0.95 | — | NOTE 12/1 | 90353TAJ9 |
| — | NUVASIVE INC | 29,591,000 | $27.7M | 0.8% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | BLACKROCK MUN TARGET TERM TR | 1,401,701 | $26.62M | 0.7% | $24.54 | — | COM SHS BEN IN | 09257P105 |
| — | ARRAY TECHNOLOGIES INC | 22,815,000 | $25.95M | 0.7% | $1.11 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | HAEMONETICS CORP MASS | 29,294,000 | $25.83M | 0.7% | $0.83 | — | NOTE 3/0 | 405024AB6 |
| — | NEXTERA ENERGY INC | 662,773 | $25.04M | 0.7% | $46.33 | — | UNIT 09/01/2025 | 65339F713 |
| — | MONGODB INC | 14,615,000 | $25.03M | 0.7% | $1.53 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | IONIS PHARMACEUTICALS INC | 23,902,000 | $24.06M | 0.7% | $0.93 | — | NOTE 4/0 | 462222AD2 |
| — | INTEGRA LIFESCIENCES HLDGS C | 26,107,000 | $23.89M | 0.7% | $1.11 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | DROPBOX INC | 24,889,000 | $23.47M | 0.6% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | CHEESECAKE FACTORY INC | 28,433,000 | $23.36M | 0.6% | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | AES CORP | 371,067 | $22.72M | 0.6% | $104.53 | — | UNIT 02/15/2024 | 00130H204 |
| FET | FORUM ENERGY TECHNOLOGIES IN | 995,195 | $22.68M | 0.6% | $29.30 | -14.9% | COM | 34984V209 |
| — | SUMMIT HOTEL PPTYS | 27,018,000 | $22.59M | 0.6% | $1.08 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | EURONET WORLDWIDE INC | 23,585,000 | $21.9M | 0.6% | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | ALNYLAM PHARMACEUTICALS INC | 23,181,000 | $21.5M | 0.6% | $0.93 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | WOLFSPEED INC | 27,230,000 | $18.45M | 0.5% | $0.84 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | SNAP INC | 26,120,000 | $17.64M | 0.5% | $0.71 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | OMNICELL COM | 19,412,000 | $17.6M | 0.5% | $1.15 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | GREENBRIER COS INC | 18,463,000 | $17.48M | 0.5% | $0.94 | — | NOTE 2.875% 4/1 | 393657AM3 |
| CHRD | CHORD ENERGY CORPORATION | 104,696 | $16.97M | 0.5% | $102.32 | +33.7% | COM NEW | 674215207 |
| — | ZIFF DAVIS INC | 17,625,000 | $16.29M | 0.4% | $0.92 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | BRIDGEBIO PHARMA INC | 14,404,000 | $16.22M | 0.4% | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | SNAP INC | 21,611,000 | $16.14M | 0.4% | $0.70 | — | NOTE 5/0 | 83304AAF3 |
| — | NCL CORP LTD | 13,235,000 | $15.42M | 0.4% | $1.57 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | AMERICAN AIRLINES GROUP INC | 13,935,000 | $14.94M | 0.4% | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | SOLAREDGE TECHNOLOGIES INC | 16,239,000 | $14.88M | 0.4% | $1.24 | — | NOTE 9/1 | 83417MAD6 |
| — | ARES CAPITAL CORP | 12,870,000 | $13.32M | 0.4% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | OKTA INC | 14,225,000 | $12.97M | 0.4% | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| KOS | KOSMOS ENERGY LTD | 1,503,656 | $12.3M | 0.3% | $5.75 | +23.2% | COM | 500688106 |
| — | PARSONS CORP DEL | 8,066,000 | $11.22M | 0.3% | $1.01 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | PEBBLEBROOK HOTEL TR | 13,293,000 | $10.97M | 0.3% | $1.17 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | INFINERA CORP | 11,540,000 | $10.21M | 0.3% | $1.45 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | BILL HOLDINGS INC | 10,455,000 | $10.16M | 0.3% | $1.71 | — | NOTE 12/0 | 090043AB6 |
| — | CABLE ONE INC | 11,950,000 | $9.837M | 0.3% | $0.79 | — | NOTE 3/1 | 12685JAE5 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,003,043 | $9.828M | 0.3% | $13.76 | — | COM | 09254X101 |
| — | BIOMARIN PHARMACEUTICAL INC | 9,891,000 | $9.594M | 0.3% | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| GLD | SPDR GOLD TR | 55,336 | $9.487M | 0.3% | $112.08 | — | GOLD SHS | 78463V107 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 1,111,764 | $9.442M | 0.3% | $13.55 | — | COM | 09255C106 |
| — | NUVEEN AMT FREE QLTY MUN INC | 930,320 | $9.005M | 0.2% | $14.63 | — | COM | 670657105 |
| — | IMPINJ INC | 9,535,000 | $8.314M | 0.2% | $1.21 | — | NOTE 1.125% 5/1 | 453204AD1 |
| XMQTX | BLACKROCK MUNIYIELD QUALITY | 992,093 | $8.29M | 0.2% | $12.97 | — | COM | 09254G108 |
| — | INTERDIGITAL INC | 7,360,000 | $7.861M | 0.2% | $1.04 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | DROPBOX INC | 7,830,000 | $7.376M | 0.2% | $0.94 | — | NOTE 3/0 | 26210CAC8 |
| — | BENTLEY SYS INC | 8,044,000 | $7.357M | 0.2% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | JETBLUE AIRWAYS CORP | 9,875,000 | $7.238M | 0.2% | $0.74 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | Q2 HLDGS INC | 7,685,000 | $6.796M | 0.2% | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 638,616 | $6.391M | 0.2% | $16.00 | — | COM | 09253N104 |
| — | CABLE ONE INC | 8,528,000 | $6.345M | 0.2% | $0.86 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | BLACKROCK MUNIYIELD MICH QU | 664,819 | $6.327M | 0.2% | $14.50 | — | COM | 09254V105 |
| — | NCL CORP LTD | 4,605,000 | $6.067M | 0.2% | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | MARRIOTT VACATIONS WORLDWIDE | 6,727,000 | $5.608M | 0.2% | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | WESTERN DIGITAL CORP. | 5,370,000 | $5.368M | 0.1% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | AKAMAI TECHNOLOGIES INC | 4,550,000 | $5.367M | 0.1% | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | BURLINGTON STORES INC | 5,378,000 | $5.213M | 0.1% | $1.58 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 561,758 | $5.154M | 0.1% | $13.57 | — | COM | 670656107 |
| — | EXPEDIA GROUP INC | 5,896,000 | $5.124M | 0.1% | $1.21 | — | NOTE 2/1 | 30212PBE4 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 543,595 | $4.816M | 0.1% | $13.04 | — | COM | 09255E102 |
| — | LIBERTY MEDIA CORP DEL | 4,171,000 | $4.58M | 0.1% | $1.17 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ETSY INC | 4,249,000 | $4.313M | 0.1% | $1.58 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | SABRE GLBL INC | 3,165,000 | $3.758M | 0.1% | $1.83 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | SPIRIT AIRLS INC | 4,239,000 | $3.525M | 0.1% | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| XENWX | EATON VANCE NEW YORK MUN BD | 425,866 | $3.516M | 0.1% | $14.03 | — | COM | 27827Y109 |
| — | ABRDN NATL MUN INCOME FD | 401,695 | $3.459M | 0.1% | $13.32 | — | SH BEN INT | 24610T108 |
| — | BLACKROCK MUNIYILD QULT FD I | 357,837 | $3.276M | 0.1% | $16.64 | — | COM | 09254F100 |
| XPMAX | PIONEER MUNICIPAL HIGH INCOM | 517,619 | $3.249M | 0.1% | $10.93 | — | COM | 723762100 |
| — | EVERBRIDGE INC | 2,774,000 | $2.552M | 0.1% | $1.31 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 233,310 | $2.373M | 0.1% | $14.14 | — | COM | 670972108 |
| XMHIX | PIONEER MUNICIPAL HIGH INCOM | 360,887 | $2.348M | 0.1% | $11.60 | — | COM SHS | 723763108 |
| — | MFS MUN INCOME TR | 333,155 | $1.516M | 0.0% | $7.19 | — | SH BEN INT | 552738106 |
| LQD | ISHARES TR | 14,280 | $1.457M | 0.0% | $115.92 | — | IBOXX INV CP ETF | 464287242 |
| — | DWS MUN INCOME TR | 176,016 | $1.236M | 0.0% | $11.01 | — | COM | 233368109 |
| NINEQ | NINE ENERGY SERVICE INC | 264,450 | $1.151M | 0.0% | $10.34 | -56.4% | COM | 65441V101 |
| MBB | ISHARES TR | 9,050 | $804K | 0.0% | $100.60 | — | MBS ETF | 464288588 |
| XBNYX | BLACKROCK N Y MUN INCOME TRU | 78,984 | $670K | 0.0% | $13.78 | — | SH BEN INT | 09248L106 |
| — | INVESCO PA VALUE MUN INC TR | 60,475 | $524K | 0.0% | $12.71 | — | COM | 46132K109 |
| VST | VISTRA CORP | 13,918 | $462K | 0.0% | $17.11 | +70.9% | COM | 92840M102 |
| — | BLACKLINE INC | 480,000 | $416K | 0.0% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| IEI | ISHARES TR | 3,080 | $349K | 0.0% | $116.26 | — | 3 7 YR TREAS BD | 464288661 |
| XNBOX | NEUBERGER BERMAN N Y MUN FD | 25,745 | $226K | 0.0% | $12.51 | — | COM | 64124K102 |
| TLT | ISHARES TR | 2,535 | $225K | 0.0% | $99.56 | — | 20 YR TR BD ETF | 464287432 |
| — | CENTURY ALUM CO | 300,000 | $208K | 0.0% | $0.69 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | WORKIVA INC | 120,000 | $166K | 0.0% | $1.14 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | EXACT SCIENCES CORP | 162,000 | $147K | 0.0% | $0.70 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | RINGCENTRAL INC | 140,000 | $130K | 0.0% | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | CHEGG INC | 45,000 | $35,438 | 0.0% | $0.99 | — | NOTE 9/0 | 163092AF6 |
| — | CARNIVAL CORP | 19,000 | $28,491 | 0.0% | $1.25 | — | NOTE 5.750%10/0 | 143658BT8 |
| — | CHEFS WHSE INC | 27,000 | $24,314 | 0.0% | $1.00 | — | NOTE 1.875%12/0 | 163086AB7 |