CIK: 0000061227 · Show all filings
Period: Q1 2024 (← Previous) (Next →)
Filing Date: May 3, 2024
Total Value ($000): $3,607,878 (20.9% shares, 79.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GPOR | GULFPORT ENERGY CORP | 822,621 | $131,961 | 3.7% | $64.39 | +112.9% | COMMON SHARES | 402635502 |
| — | NICE LTD | 108,273,000 | $113,376 | 3.1% | $1.17 | — | NOTE 9/1 | 653656AB4 |
| — | PIONEER NAT RES CO | 36,290,000 | $103,930 | 2.9% | $1.63 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | NRG ENERGY INC | 62,365,000 | $103,323 | 2.9% | $1.13 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | MICROCHIP TECHNOLOGY INC. | 77,864,000 | $82,962 | 2.3% | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | BIOMARIN PHARMACEUTICAL INC | 75,700,000 | $75,039 | 2.1% | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | PALO ALTO NETWORKS INC | 25,869,000 | $73,940 | 2.0% | $1.53 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | FORD MTR CO DEL | 69,831,000 | $72,488 | 2.0% | $1.15 | — | NOTE 3/1 | 345370CZ1 |
| — | EXACT SCIENCES CORP | 75,160,000 | $69,465 | 1.9% | $1.18 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | SOUTHWEST AIRLS CO | 63,741,000 | $64,714 | 1.8% | $1.28 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | LANTHEUS HLDGS INC | 56,879,000 | $63,102 | 1.7% | $1.13 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | VAIL RESORTS INC | 68,066,000 | $62,585 | 1.7% | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | INTEGER HLDGS CORP | 43,085,000 | $62,362 | 1.7% | $1.45 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | PATRICK INDS INC | 43,066,000 | $55,752 | 1.5% | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | LUMENTUM HLDGS INC | 60,779,000 | $53,596 | 1.5% | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | MGP INGREDIENTS INC NEW | 47,923,000 | $51,924 | 1.4% | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | CONMED CORP | 56,015,000 | $51,310 | 1.4% | $1.10 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | NEXTERA ENERGY INC | 1,256,003 | $49,551 | 1.4% | $42.48 | — | UNIT 09/01/2025 | 65339F713 |
| — | LIVE NATION ENTERTAINMENT IN | 41,077,000 | $49,442 | 1.4% | $1.20 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | ON SEMICONDUCTOR CORP | 49,795,000 | $49,247 | 1.4% | $0.99 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | OIL STS INTL INC | 50,735,000 | $49,101 | 1.4% | $0.81 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | APOLLO GLOBAL MGMT INC | 748,146 | $48,004 | 1.3% | $54.97 | — | SER A MAND CNV | 03769M304 |
| — | BLOCK INC | 44,911,000 | $46,077 | 1.3% | $0.96 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | DEXCOM INC | 41,732,000 | $45,939 | 1.3% | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | PERMIAN RESOURCES CORP | 15,187,000 | $44,991 | 1.2% | $1.13 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | ZILLOW GROUP INC | 41,826,000 | $44,357 | 1.2% | $1.23 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| TALO | TALOS ENERGY INC | 3,152,973 | $43,921 | 1.2% | $32.68 | -60.1% | COM | 87484T108 |
| — | HALOZYME THERAPEUTICS INC | 45,002,000 | $43,818 | 1.2% | $0.94 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | BOOKING HOLDINGS INC | 22,458,000 | $43,456 | 1.2% | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | POST HLDGS INC | 38,182,000 | $43,015 | 1.2% | $1.00 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | ETSY INC | 53,897,000 | $42,579 | 1.2% | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | SHIFT4 PMTS INC | 36,986,000 | $39,730 | 1.1% | $1.15 | — | NOTE 12/1 | 82452JAB5 |
| IAU | ISHARES GOLD TR | 929,500 | $39,048 | 1.1% | $33.71 | — | ISHARES NEW | 464285204 |
| — | AKAMAI TECHNOLOGIES INC | 36,517,000 | $38,617 | 1.1% | $1.13 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| DHR | DANAHER CORPORATION | 150,217 | $37,512 | 1.0% | $208.76 | +15.7% | COM | 235851102 |
| — | BANK AMERICA CORP | 30,936 | $36,998 | 1.0% | $1448.22 | — | 7.25%CNV PFD L | 060505682 |
| — | LIBERTY MEDIA CORP DEL | 35,903,000 | $36,865 | 1.0% | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | DATADOG INC | 26,064,000 | $36,829 | 1.0% | $1.37 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | ENPHASE ENERGY INC | 39,880,000 | $36,776 | 1.0% | $1.03 | — | NOTE 3/0 | 29355AAH0 |
| — | NUTANIX INC | 29,904,000 | $36,753 | 1.0% | $1.23 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | LIBERTY MEDIA CORP DEL | 29,858,000 | $36,710 | 1.0% | $1.23 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | WELLS FARGO CO NEW | 28,710 | $35,126 | 1.0% | $1489.39 | — | PERP PFD CNV A | 949746804 |
| — | FORUM ENERGY TECHNOLOGIES IN | 34,549,394 | $34,567 | 1.0% | $0.64 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | ZSCALER INC | 25,210,000 | $34,443 | 1.0% | $1.65 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | DISH NETWORK CORPORATION | 53,965,000 | $33,880 | 0.9% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | PACIRA BIOSCIENCES INC | 35,546,000 | $33,858 | 0.9% | $1.04 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | CHEFS WHSE INC | 30,766,000 | $33,796 | 0.9% | $0.98 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | ENVESTNET INC | 30,746,000 | $32,637 | 0.9% | $0.99 | — | NOTE 2.625%12/0 | 29404KAG1 |
| — | IONIS PHARMACEUTICALS INC | 29,857,000 | $29,524 | 0.8% | $0.95 | — | NOTE 4/0 | 462222AD2 |
| — | BLACKROCK MUN TARGET TERM TR | 1,401,701 | $29,520 | 0.8% | $24.54 | — | COM SHS BEN IN | 09257P105 |
| — | NCL CORP LTD | 21,571,000 | $28,276 | 0.8% | $1.46 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | CHART INDS INC | 413,950 | $27,318 | 0.8% | $53.46 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | MONGODB INC | 15,397,000 | $27,032 | 0.7% | $1.55 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | TELADOC HEALTH INC | 31,998,000 | $27,022 | 0.7% | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | HAEMONETICS CORP MASS | 27,920,000 | $25,735 | 0.7% | $0.83 | — | NOTE 3/0 | 405024AB6 |
| — | CHEESECAKE FACTORY INC | 27,305,000 | $24,398 | 0.7% | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | INTEGRA LIFESCIENCES HLDGS C | 25,274,000 | $24,153 | 0.7% | $1.11 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | SUMMIT HOTEL PPTYS | 26,721,000 | $23,929 | 0.7% | $1.08 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | EURONET WORLDWIDE INC | 24,415,000 | $23,792 | 0.7% | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | DROPBOX INC | 24,758,000 | $23,226 | 0.6% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | NORTHERN OIL & GAS INC | 18,864,000 | $23,018 | 0.6% | $1.18 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | MODEL N INC | 23,393,000 | $22,539 | 0.6% | $0.96 | — | NOTE 1.875% 3/1 | 607525AD4 |
| — | ROYAL CARIBBEAN GROUP | 7,855,000 | $22,363 | 0.6% | $1.98 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | CABLE ONE INC | 29,085,000 | $21,977 | 0.6% | $0.78 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | GREENBRIER COS INC | 19,250,000 | $21,407 | 0.6% | $0.94 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | NUVASIVE INC | 22,112,000 | $21,111 | 0.6% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | ARRAY TECHNOLOGIES INC | 21,999,000 | $20,404 | 0.6% | $1.11 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | NUVEEN AMT FREE QLTY MUN INC | 1,826,315 | $20,217 | 0.6% | $12.88 | — | COM | 670657105 |
| — | CABLE ONE INC | 22,550,000 | $19,758 | 0.5% | $0.83 | — | NOTE 3/1 | 12685JAE5 |
| — | SNAP INC | 25,808,000 | $19,730 | 0.5% | $0.71 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| FET | FORUM ENERGY TECHNOLOGIES IN | 973,239 | $19,433 | 0.5% | $29.30 | -32.7% | COM | 34984V209 |
| — | OMNICELL COM | 20,089,000 | $18,934 | 0.5% | $1.14 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | SNAP INC | 21,321,000 | $17,244 | 0.5% | $0.70 | — | NOTE 5/0 | 83304AAF3 |
| CHRD | CHORD ENERGY CORPORATION | 95,748 | $17,066 | 0.5% | $102.32 | +40.6% | COM NEW | 674215207 |
| — | AMERICAN AIRLINES GROUP INC | 14,250,000 | $16,551 | 0.5% | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 1,355,430 | $16,374 | 0.5% | $13.92 | — | COM | 09253N104 |
| — | WOLFSPEED INC | 27,554,000 | $16,177 | 0.4% | $0.83 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | BRIDGEBIO PHARMA INC | 19,367,000 | $15,868 | 0.4% | $0.82 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | SOLAREDGE TECHNOLOGIES INC | 16,822,000 | $15,414 | 0.4% | $1.23 | — | NOTE 9/1 | 83417MAD6 |
| — | NUVEEN MUNICIPAL CREDIT INC | 1,244,278 | $15,230 | 0.4% | $12.21 | — | COM SH BEN INT | 67070X101 |
| — | IMPINJ INC | 10,000,000 | $13,556 | 0.4% | $1.20 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | OKTA INC | 13,848,000 | $13,329 | 0.4% | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,142,887 | $13,292 | 0.4% | $13.49 | — | COM | 09254X101 |
| — | RIVIAN AUTOMOTIVE INC | 16,122,000 | $12,986 | 0.4% | $0.81 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| ARCC | ARES CAPITAL CORP | 610,224 | $12,705 | 0.4% | $16.97 | 0.0% | COM | 04010L103 |
| — | INFINERA CORP | 11,879,000 | $12,200 | 0.3% | $1.43 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 1,111,764 | $11,774 | 0.3% | $13.55 | — | COM | 09255C106 |
| GLD | SPDR GOLD TR | 55,336 | $11,384 | 0.3% | $112.08 | — | GOLD SHS | 78463V107 |
| — | PEBBLEBROOK HOTEL TR | 12,569,000 | $11,304 | 0.3% | $1.17 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | ALNYLAM PHARMACEUTICALS INC | 11,938,000 | $11,280 | 0.3% | $0.93 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| XMQTX | BLACKROCK MUNIYIELD QUALITY | 992,093 | $10,427 | 0.3% | $12.97 | — | COM | 09254G108 |
| VOD | VODAFONE GROUP PLC NEW | 1,166,022 | $10,378 | 0.3% | $8.90 | — | SPONSORED ADR | 92857W308 |
| — | INTERDIGITAL INC | 7,695,000 | $10,011 | 0.3% | $1.05 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | BILL HOLDINGS INC | 10,435,000 | $9,767 | 0.3% | $1.71 | — | NOTE 12/0 | 090043AB6 |
| KOS | KOSMOS ENERGY LTD | 1,503,656 | $8,962 | 0.2% | $5.75 | +4.6% | COM | 500688106 |
| XMUIX | BLACKROCK MUNICIPAL INCOME | 739,246 | $8,915 | 0.2% | $12.02 | — | COM | 09253X102 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,847,000 | $8,687 | 0.2% | $1.01 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | ZIFF DAVIS INC | 9,110,000 | $8,665 | 0.2% | $0.92 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 814,624 | $8,570 | 0.2% | $12.14 | — | COM | 09255E102 |
| — | NUVEEN AMT FREE MUN CR INC F | 704,223 | $8,556 | 0.2% | $12.13 | — | COM | 67071L106 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 786,331 | $8,547 | 0.2% | $12.80 | — | COM | 670656107 |
| — | BENTLEY SYS INC | 8,015,000 | $8,083 | 0.2% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | BLACKROCK MUNIYIELD MICH QU | 664,819 | $7,652 | 0.2% | $14.50 | — | COM | 09254V105 |
| — | UBER TECHNOLOGIES INC | 6,531,000 | $7,331 | 0.2% | $0.95 | — | NOTE 12/1 | 90353TAJ9 |
| — | Q2 HLDGS INC | 7,585,000 | $7,225 | 0.2% | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | NCL CORP LTD | 4,724,000 | $7,219 | 0.2% | $2.31 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| XMVFX | BLACKROCK MUNIVEST FD INC | 1,021,622 | $7,213 | 0.2% | $7.06 | — | COM | 09253R105 |
| XMHIX | PIONEER MUNICIPAL HIGH INCOM | 771,885 | $6,823 | 0.2% | $10.13 | — | COM SHS | 723763108 |
| — | DROPBOX INC | 7,129,000 | $6,758 | 0.2% | $0.94 | — | NOTE 3/0 | 26210CAC8 |
| — | MARRIOTT VACATIONS WORLDWIDE | 6,646,000 | $6,330 | 0.2% | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| XPMAX | PIONEER MUNICIPAL HIGH INCOM | 752,356 | $6,132 | 0.2% | $10.06 | — | COM | 723762100 |
| — | EXPEDIA GROUP INC | 5,833,000 | $5,401 | 0.1% | $1.21 | — | NOTE 2/1 | 30212PBE4 |
| — | NUVEEN CA QUALTY MUN INCOME | 442,529 | $4,877 | 0.1% | $11.02 | — | COM | 67066Y105 |
| — | AKAMAI TECHNOLOGIES INC | 4,089,000 | $4,824 | 0.1% | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | BLACKROCK MUNIYILD QULT FD I | 357,837 | $4,384 | 0.1% | $16.64 | — | COM | 09254F100 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 382,105 | $4,226 | 0.1% | $11.05 | — | COM | 09253W104 |
| — | ABRDN NATL MUN INCOME FD | 401,695 | $4,162 | 0.1% | $13.32 | — | SH BEN INT | 24610T108 |
| XENWX | EATON VANCE NEW YORK MUN BD | 426,471 | $4,141 | 0.1% | $14.03 | — | COM | 27827Y109 |
| — | NUVEEN QUALITY MUNCP INCOME | 356,454 | $4,085 | 0.1% | $11.46 | — | COM | 67066V101 |
| — | ETSY INC | 3,782,000 | $3,998 | 0.1% | $1.58 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | EATON VANCE MUN BD FD | 353,219 | $3,656 | 0.1% | $10.35 | — | COM | 27827X101 |
| — | CENTURY ALUM CO | 3,555,000 | $3,628 | 0.1% | $0.90 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | BLACKROCK MUN INCOME TR | 326,226 | $3,370 | 0.1% | $10.31 | — | SH BEN INT | 09248F109 |
| — | SABRE GLBL INC | 3,125,000 | $2,925 | 0.1% | $1.83 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 233,310 | $2,758 | 0.1% | $14.14 | — | COM | 670972108 |
| — | MFS MUN INCOME TR | 333,155 | $1,789 | 0.0% | $7.19 | — | SH BEN INT | 552738106 |
| — | DWS MUN INCOME TR NEW | 176,016 | $1,589 | 0.0% | $11.01 | — | COM | 233368109 |
| — | BLACKROCK MUNI INCOME TR II | 137,056 | $1,488 | 0.0% | $10.82 | — | COM | 09249N101 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 131,593 | $1,449 | 0.0% | $11.05 | — | COM | 09254L107 |
| VST | VISTRA CORP | 13,918 | $969 | 0.0% | $17.11 | +184.8% | COM | 92840M102 |
| XBNYX | BLACKROCK N Y MUN INCOME TRU | 78,984 | $837 | 0.0% | $13.78 | — | SH BEN INT | 09248L106 |
| — | SOUTHERN CO | 650,000 | $648 | 0.0% | $1.00 | — | NOTE 3.875%12/1 | 842587DP9 |
| — | INVESCO PA VALUE MUN INC TR | 60,475 | $620 | 0.0% | $12.71 | — | COM | 46132K109 |
| — | PPL CAP FDG INC | 500,000 | $480 | 0.0% | $0.96 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | BLACKLINE INC | 480,000 | $437 | 0.0% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| NINEQ | NINE ENERGY SERVICE INC | 181,474 | $405 | 0.0% | $10.34 | -77.8% | COM | 65441V101 |
| — | BLACKROCK MUN INCOME QUALITY | 32,501 | $377 | 0.0% | $11.29 | — | COM | 092479104 |
| — | CHEGG INC | 45,000 | $38 | 0.0% | $0.99 | — | NOTE 9/0 | 163092AF6 |
| — | CHEFS WHSE INC | 27,000 | $28 | 0.0% | $1.00 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | EVERBRIDGE INC | 17,000 | $17 | 0.0% | $1.31 | — | NOTE 0.125%12/1 | 29978AAC8 |