Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 2, 2024
Total Value: $3.428B (19.7% shares, 80.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| GPOR | GULFPORT ENERGY CORP | 1,066,363 | $142M | 4.1% | $133.20 | $64.39 | +106.9% | COMMON SHARES | 402635502 |
| — | NICE LTD | 108,697,000 | $103M | 3.0% | $0.95 | $1.17 | — | NOTE 9/1 | 653656AB4 |
| — | PIONEER NAT RES CO | 36,604,000 | $89.11M | 2.6% | $2.43 | $1.63 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | DISH NETWORK CORPORATION | 89,354,000 | $88.8M | 2.6% | $0.99 | $0.91 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | MICROCHIP TECHNOLOGY INC. | 78,331,000 | $85.93M | 2.5% | $1.10 | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | NRG ENERGY INC | 62,803,000 | $80.98M | 2.4% | $1.29 | $1.13 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | BIOMARIN PHARMACEUTICAL INC | 76,003,000 | $78.43M | 2.3% | $1.03 | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | PALO ALTO NETWORKS INC | 26,088,000 | $77.41M | 2.3% | $2.97 | $1.53 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | EXACT SCIENCES CORP | 75,529,000 | $70.97M | 2.1% | $0.94 | $1.18 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | FORD MTR CO DEL | 69,952,000 | $69.92M | 2.0% | $1.00 | $1.15 | — | NOTE 3/1 | 345370CZ1 |
| — | SOUTHWEST AIRLS CO | 63,931,000 | $64.82M | 1.9% | $1.01 | $1.28 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | LANTHEUS HLDGS INC | 57,166,000 | $64.32M | 1.9% | $1.13 | $1.13 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | VAIL RESORTS INC | 68,457,000 | $61.19M | 1.8% | $0.89 | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | CONMED CORP | 56,456,000 | $56.67M | 1.7% | $1.00 | $1.10 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | MGP INGREDIENTS INC NEW | 48,033,000 | $56.17M | 1.6% | $1.17 | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | OIL STS INTL INC | 54,957,000 | $55.03M | 1.6% | $1.00 | $0.81 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | LUMENTUM HLDGS INC | 61,062,000 | $54.68M | 1.6% | $0.90 | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | PATRICK INDS INC | 43,535,000 | $49.59M | 1.4% | $1.14 | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | NEXTERA ENERGY INC | 1,258,553 | $48.09M | 1.4% | $38.21 | $42.48 | — | UNIT 09/01/2025 | 65339F713 |
| — | ZILLOW GROUP INC | 42,118,000 | $46.46M | 1.4% | $1.10 | $1.23 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| TALO | TALOS ENERGY INC | 3,152,973 | $44.87M | 1.3% | $14.23 | $32.68 | -56.5% | COM | 87484T108 |
| — | BLOCK INC | 45,033,000 | $44.2M | 1.3% | $0.98 | $0.96 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | DEXCOM INC | 41,957,000 | $43.98M | 1.3% | $1.05 | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | SPLUNK INC | 39,253,000 | $43.33M | 1.3% | $1.10 | $1.01 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | ETSY INC | 53,891,000 | $43.28M | 1.3% | $0.80 | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | BOOKING HOLDINGS INC | 22,487,000 | $42.47M | 1.2% | $1.89 | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | APOLLO GLOBAL MGMT INC | 750,028 | $42.27M | 1.2% | $56.36 | $54.97 | — | SER A MAND CNV | 03769M304 |
| — | HALOZYME THERAPEUTICS INC | 45,324,000 | $42.19M | 1.2% | $0.93 | $0.94 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | SHIFT4 PMTS INC | 37,052,000 | $41.26M | 1.2% | $1.11 | $1.15 | — | NOTE 12/1 | 82452JAB5 |
| — | AKAMAI TECHNOLOGIES INC | 36,544,000 | $40.87M | 1.2% | $1.12 | $1.13 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | EQT CORP | 14,948,000 | $39.75M | 1.2% | $2.66 | $1.68 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | POST HLDGS INC | 38,552,000 | $39.12M | 1.1% | $1.01 | $1.00 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | ZSCALER INC | 25,474,000 | $38.7M | 1.1% | $1.52 | $1.65 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | BANK AMERICA CORP | 31,001 | $37.41M | 1.1% | $1206.84 | $1448.22 | — | 7.25%CNV PFD L | 060505682 |
| — | DATADOG INC | 26,384,000 | $36.94M | 1.1% | $1.40 | $1.37 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | ENPHASE ENERGY INC | 39,933,000 | $36.55M | 1.1% | $0.92 | $1.03 | — | NOTE 3/0 | 29355AAH0 |
| IAU | ISHARES GOLD TR | 929,500 | $36.28M | 1.1% | $39.03 | $34.57 | +12.9% | ISHARES NEW | 464285204 |
| — | PERMIAN RESOURCES CORP | 15,198,000 | $35.36M | 1.0% | $2.33 | $1.13 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| DHR | DANAHER CORPORATION | 150,217 | $34.75M | 1.0% | $231.34 | $208.76 | +9.7% | COM | 235851102 |
| — | WELLS FARGO CO NEW | 28,711 | $34.42M | 1.0% | $1198.94 | $1489.39 | — | PERP PFD CNV A | 949746804 |
| — | FORUM ENERGY TECHNOLOGIES IN | 34,771,360 | $33.98M | 1.0% | $0.98 | $0.64 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | PACIRA BIOSCIENCES INC | 35,612,000 | $33.01M | 1.0% | $0.93 | $1.04 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | VIAVI SOLUTIONS INC | 32,404,000 | $31.79M | 0.9% | $0.98 | $1.15 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | IONIS PHARMACEUTICALS INC | 30,030,000 | $31.72M | 0.9% | $1.06 | $0.95 | — | NOTE 4/0 | 462222AD2 |
| — | ENVESTNET INC | 30,774,000 | $30.5M | 0.9% | $0.99 | $0.99 | — | NOTE 2.625%12/0 | 29404KAG1 |
| — | MONGODB INC | 15,397,000 | $30.47M | 0.9% | $1.98 | $1.55 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | LIBERTY MEDIA CORP DEL | 29,604,000 | $30.18M | 0.9% | $1.02 | $0.98 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | BLACKROCK MUN TARGET TERM TR | 1,401,701 | $29.16M | 0.9% | $20.80 | $24.54 | — | COM SHS BEN IN | 09257P105 |
| — | DISH NETWORK CORPORATION | 54,415,000 | $29.11M | 0.8% | $0.54 | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | AES CORP | 375,335 | $28.52M | 0.8% | $75.98 | $104.20 | — | UNIT 02/15/2024 | 00130H204 |
| — | NCL CORP LTD | 21,793,000 | $28.04M | 0.8% | $1.29 | $1.46 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | CHART INDS INC | 483,194 | $27.29M | 0.8% | $56.47 | $53.46 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | TELADOC HEALTH INC | 32,260,000 | $26.64M | 0.8% | $0.83 | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | NUVASIVE INC | 28,894,000 | $26.64M | 0.8% | $0.92 | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | HAEMONETICS CORP MASS | 28,318,000 | $25.3M | 0.7% | $0.89 | $0.83 | — | NOTE 3/0 | 405024AB6 |
| — | DROPBOX INC | 24,828,000 | $25.11M | 0.7% | $1.01 | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | INTEGRA LIFESCIENCES HLDGS C | 25,504,000 | $24.04M | 0.7% | $0.94 | $1.11 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | CHEESECAKE FACTORY INC | 27,649,000 | $23.94M | 0.7% | $0.87 | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | SUMMIT HOTEL PPTYS | 26,721,000 | $23.82M | 0.7% | $0.89 | $1.08 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | CHEFS WHSE INC | 24,530,000 | $23.41M | 0.7% | $0.95 | $0.95 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | EURONET WORLDWIDE INC | 24,415,000 | $23.07M | 0.7% | $0.94 | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | NORTHERN OIL & GAS INC | 19,112,000 | $22.6M | 0.7% | $1.18 | $1.18 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | ARRAY TECHNOLOGIES INC | 22,158,000 | $21.86M | 0.6% | $0.99 | $1.11 | — | NOTE 1.000%12/0 | 04271TAB6 |
| FET | FORUM ENERGY TECHNOLOGIES IN | 980,838 | $21.75M | 0.6% | $22.17 | $29.30 | -24.3% | COM | 34984V209 |
| — | ROYAL CARIBBEAN GROUP | 7,855,000 | $20.95M | 0.6% | $2.67 | $1.98 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | SNAP INC | 25,808,000 | $20.31M | 0.6% | $0.79 | $0.71 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | GREENBRIER COS INC | 19,250,000 | $18.98M | 0.6% | $0.99 | $0.94 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | WOLFSPEED INC | 27,632,000 | $18.71M | 0.5% | $0.68 | $0.83 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | OMNICELL COM | 20,089,000 | $18.52M | 0.5% | $0.92 | $1.14 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | BRIDGEBIO PHARMA INC | 14,449,000 | $17.49M | 0.5% | $1.21 | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | SNAP INC | 21,321,000 | $17.14M | 0.5% | $0.80 | $0.70 | — | NOTE 5/0 | 83304AAF3 |
| CHRD | CHORD ENERGY CORPORATION | 95,748 | $15.92M | 0.5% | $166.23 * | $102.32 | +44.4% | COM NEW | 674215207 |
| — | AMERICAN AIRLINES GROUP INC | 14,250,000 | $15.85M | 0.5% | $1.11 | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | SOLAREDGE TECHNOLOGIES INC | 16,822,000 | $15.38M | 0.4% | $0.91 | $1.23 | — | NOTE 9/1 | 83417MAD6 |
| — | OKTA INC | 13,848,000 | $12.82M | 0.4% | $0.93 | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | ARES CAPITAL CORP | 11,870,000 | $12.28M | 0.4% | $1.03 | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,039,078 | $11.86M | 0.3% | $11.41 | $13.68 | — | COM | 09254X101 |
| — | ALNYLAM PHARMACEUTICALS INC | 11,959,000 | $11.81M | 0.3% | $0.99 | $0.93 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 1,111,764 | $11.68M | 0.3% | $10.51 | $13.55 | — | COM | 09255C106 |
| — | PARSONS CORP DEL | 8,059,000 | $11.57M | 0.3% | $1.44 | $1.01 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | PEBBLEBROOK HOTEL TR | 12,737,000 | $11.37M | 0.3% | $0.89 | $1.17 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | IMPINJ INC | 10,000,000 | $10.94M | 0.3% | $1.09 | $1.20 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | INFINERA CORP | 11,879,000 | $10.9M | 0.3% | $0.92 | $1.43 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| GLD | SPDR GOLD TR | 55,336 | $10.58M | 0.3% | $191.17 | $114.62 | +66.8% | GOLD SHS | 78463V107 |
| — | HELIX ENERGY SOLUTIONS GRP I | 6,530,000 | $10.5M | 0.3% | $1.61 | $1.01 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | INTERDIGITAL INC | 7,695,000 | $10.38M | 0.3% | $1.35 | $1.05 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| XMQTX | BLACKROCK MUNIYIELD QUALITY | 992,093 | $10.27M | 0.3% | $10.35 | $12.97 | — | COM | 09254G108 |
| — | NUVEEN AMT FREE QLTY MUN INC | 930,320 | $10.23M | 0.3% | $11.00 | $14.63 | — | COM | 670657105 |
| KOS | KOSMOS ENERGY LTD | 1,503,656 | $10.09M | 0.3% | $6.71 | $5.75 | +16.7% | COM | 500688106 |
| — | BILL HOLDINGS INC | 10,450,000 | $9.854M | 0.3% | $0.94 | $1.71 | — | NOTE 12/0 | 090043AB6 |
| — | CABLE ONE INC | 10,850,000 | $9.26M | 0.3% | $0.85 | $0.79 | — | NOTE 3/1 | 12685JAE5 |
| — | BIOMARIN PHARMACEUTICAL INC | 9,074,000 | $8.943M | 0.3% | $0.99 | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | ZIFF DAVIS INC | 9,110,000 | $8.655M | 0.3% | $0.95 | $0.92 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 814,624 | $8.415M | 0.2% | $10.33 | $12.14 | — | COM | 09255E102 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 676,639 | $8.059M | 0.2% | $11.91 | $15.77 | — | COM | 09253N104 |
| — | BENTLEY SYS INC | 8,025,000 | $7.97M | 0.2% | $0.99 | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | BLACKROCK MUNIYIELD MICH QU | 664,819 | $7.552M | 0.2% | $11.36 | $14.50 | — | COM | 09254V105 |
| — | DROPBOX INC | 7,432,000 | $7.291M | 0.2% | $0.98 | $0.94 | — | NOTE 3/0 | 26210CAC8 |
| — | NCL CORP LTD | 4,724,000 | $7.13M | 0.2% | $1.51 | $2.31 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | UBER TECHNOLOGIES INC | 6,871,000 | $6.987M | 0.2% | $1.02 | $0.95 | — | NOTE 12/1 | 90353TAJ9 |
| — | Q2 HLDGS INC | 7,585,000 | $6.931M | 0.2% | $0.91 | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | CABLE ONE INC | 7,888,000 | $5.975M | 0.2% | $0.76 | $0.86 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 561,758 | $5.915M | 0.2% | $10.53 | $13.57 | — | COM | 670656107 |
| — | MARRIOTT VACATIONS WORLDWIDE | 6,646,000 | $5.868M | 0.2% | $0.88 | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | EXPEDIA GROUP INC | 5,833,000 | $5.544M | 0.2% | $0.95 | $1.21 | — | NOTE 2/1 | 30212PBE4 |
| — | AKAMAI TECHNOLOGIES INC | 4,304,000 | $5.467M | 0.2% | $1.27 | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | WESTERN DIGITAL CORP. | 5,359,000 | $5.364M | 0.2% | $1.00 | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | BURLINGTON STORES INC | 4,957,000 | $5.329M | 0.2% | $1.07 | $1.58 | — | NOTE 2.250% 4/1 | 122017AB2 |
| CWB | SPDR SER TR | 65,864 | $4.752M | 0.1% | $72.15 | $67.90 | +6.3% | BBG CONV SEC ETF | 78464A359 |
| — | ETSY INC | 3,872,000 | $4.451M | 0.1% | $1.15 | $1.58 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | BLACKROCK MUNIYILD QULT FD I | 357,837 | $4.362M | 0.1% | $12.19 | $16.64 | — | COM | 09254F100 |
| XPMAX | PIONEER MUNICIPAL HIGH INCOM | 517,619 | $4.151M | 0.1% | $8.02 | $10.93 | — | COM | 723762100 |
| XENWX | EATON VANCE NEW YORK MUN BD | 426,471 | $4.115M | 0.1% | $9.65 | $14.03 | — | COM | 27827Y109 |
| — | ABRDN NATL MUN INCOME FD | 401,695 | $4.101M | 0.1% | $10.21 | $13.32 | — | SH BEN INT | 24610T108 |
| — | SABRE GLBL INC | 3,160,000 | $3.117M | 0.1% | $0.99 | $1.83 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| XMHIX | PIONEER MUNICIPAL HIGH INCOM | 360,887 | $3.114M | 0.1% | $8.63 | $11.60 | — | COM SHS | 723763108 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 233,310 | $2.702M | 0.1% | $11.58 | $14.14 | — | COM | 670972108 |
| — | EVERBRIDGE INC | 2,631,000 | $2.44M | 0.1% | $0.93 | $1.31 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | CENTURY ALUM CO | 2,550,000 | $2.226M | 0.1% | $0.87 | $0.85 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | MFS MUN INCOME TR | 333,155 | $1.722M | 0.1% | $5.17 | $7.19 | — | SH BEN INT | 552738106 |
| — | DWS MUN INCOME TR NEW | 176,016 | $1.565M | 0.0% | $8.89 | $11.01 | — | COM | 233368109 |
| — | NUVEEN MUNICIPAL CREDIT INC | 94,260 | $1.114M | 0.0% | $11.82 | $11.82 | — | COM SH BEN INT | 67070X101 |
| XMUIX | BLACKROCK MUNICIPAL INCOME | 78,560 | $914K | 0.0% | $11.64 | $11.64 | — | COM | 09253X102 |
| XBNYX | BLACKROCK N Y MUN INCOME TRU | 78,984 | $832K | 0.0% | $10.53 | $13.78 | — | SH BEN INT | 09248L106 |
| — | INVESCO PA VALUE MUN INC TR | 60,475 | $605K | 0.0% | $10.00 | $12.71 | — | COM | 46132K109 |
| NINEQ | NINE ENERGY SERVICE INC | 225,571 | $605K | 0.0% | $2.68 * | $10.34 | -72.0% | COM | 65441V101 |
| — | NUVEEN AMT FREE MUN CR INC F | 49,026 | $579K | 0.0% | $11.82 | $11.82 | — | COM | 67071L106 |
| VST | VISTRA CORP | 13,918 | $536K | 0.0% | $38.52 | $17.11 | +121.6% | COM | 92840M102 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 40,376 | $449K | 0.0% | $11.13 | $11.13 | — | COM | 09254L107 |
| — | BLACKLINE INC | 480,000 | $428K | 0.0% | $0.89 | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | BLACKROCK MUNI INCOME TR II | 29,655 | $317K | 0.0% | $10.68 | $10.68 | — | COM | 09249N101 |
| XMVFX | BLACKROCK MUNIVEST FD INC | 44,425 | $316K | 0.0% | $7.12 | $7.12 | — | COM | 09253R105 |
| — | BLACKROCK MUN INCOME QUALITY | 25,610 | $287K | 0.0% | $11.21 | $11.21 | — | COM | 092479104 |
| — | BLACKROCK MUN INCOME TR | 22,131 | $223K | 0.0% | $10.07 | $10.07 | — | SH BEN INT | 09248F109 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 18,500 | $199K | 0.0% | $10.78 | $10.78 | — | COM | 09253W104 |
| — | WORKIVA INC | 120,000 | $165K | 0.0% | $1.38 | $1.14 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | RINGCENTRAL INC | 140,000 | $131K | 0.0% | $0.94 | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | CHEGG INC | 45,000 | $37,575 | 0.0% | $0.83 | $0.99 | — | NOTE 9/0 | 163092AF6 |
| — | CHEFS WHSE INC | 27,000 | $26,393 | 0.0% | $0.98 | $1.00 | — | NOTE 1.875%12/0 | 163086AB7 |