Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q2 2024 (← Previous) (Next →)
Filing Date: Aug 8, 2024
Total Value: $3.29B (23.1% shares, 76.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TRANSMEDICS GROUP INC | 51,203,000 | $89.97M | 2.7% | $1.76 | $1.76 | — | NOTE 1.500% 6/0 | 89377MAB5 |
| — | PALO ALTO NETWORKS INC | 25,665,000 | $87.56M | 2.7% | $3.41 | $1.53 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | NICE LTD | 90,098,000 | $85.01M | 2.6% | $0.94 | $1.17 | — | NOTE 9/1 | 653656AB4 |
| — | MICROCHIP TECHNOLOGY INC. | 77,613,000 | $82.25M | 2.5% | $1.06 | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | LANTHEUS HLDGS INC | 56,536,000 | $70.5M | 2.1% | $1.25 | $1.13 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | FORD MTR CO DEL | 69,489,000 | $70.4M | 2.1% | $1.01 | $1.15 | — | NOTE 3/1 | 345370CZ1 |
| — | BIOMARIN PHARMACEUTICAL INC | 72,514,000 | $69.48M | 2.1% | $0.96 | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | POST HLDGS INC | 59,539,000 | $65.57M | 2.0% | $1.10 | $1.03 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | NRG ENERGY INC | 33,565,000 | $64.44M | 2.0% | $1.92 | $1.13 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | SOUTHWEST AIRLS CO | 63,569,000 | $63.85M | 1.9% | $1.00 | $1.28 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | ZILLOW GROUP INC | 51,438,000 | $62.48M | 1.9% | $1.21 | $1.21 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | INTEGER HLDGS CORP | 42,809,000 | $61.3M | 1.9% | $1.43 | $1.45 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | LUMENTUM HLDGS INC | 60,563,000 | $54.82M | 1.7% | $0.91 | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | ON SEMICONDUCTOR CORP | 56,905,000 | $54.7M | 1.7% | $0.96 | $0.99 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | PATRICK INDS INC | 42,665,000 | $51.78M | 1.6% | $1.21 | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | NEXTERA ENERGY INC | 1,244,233 | $51.77M | 1.6% | $41.61 | $42.48 | — | UNIT 09/01/2025 | 65339F713 |
| — | CONMED CORP | 55,669,000 | $49.84M | 1.5% | $0.90 | $1.10 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | HALOZYME THERAPEUTICS INC | 44,673,000 | $49.75M | 1.5% | $1.11 | $0.94 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | NUTANIX INC | 41,649,000 | $48.74M | 1.5% | $1.17 | $1.21 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | APOLLO GLOBAL MGMT INC | 739,572 | $48.63M | 1.5% | $65.75 | $54.97 | — | SER A MAND CNV | 03769M304 |
| — | MGP INGREDIENTS INC NEW | 47,693,000 | $48.56M | 1.5% | $1.02 | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | BOOKING HOLDINGS INC | 22,396,000 | $47.19M | 1.4% | $2.11 | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | LIVE NATION ENTERTAINMENT IN | 40,754,000 | $45.13M | 1.4% | $1.11 | $1.20 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | CHEFS WHSE INC | 40,044,000 | $44.59M | 1.4% | $1.11 | $1.01 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | NUVEEN AMT FREE QLTY MUN INC | 3,804,020 | $43.59M | 1.3% | $11.46 | $12.14 | — | COM | 670657105 |
| — | ETSY INC | 53,822,000 | $42.46M | 1.3% | $0.79 | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | SHIFT4 PMTS INC | 36,717,000 | $42.37M | 1.3% | $1.15 | $1.15 | — | NOTE 12/1 | 82452JAB5 |
| — | NCL CORP LTD | 45,148,000 | $42.15M | 1.3% | $0.93 | $0.93 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | PERMIAN RESOURCES CORP | 15,149,000 | $41.79M | 1.3% | $2.76 | $1.13 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | MIRUM PHARMACEUTICALS INC | 31,013,000 | $41.69M | 1.3% | $1.34 | $1.34 | — | NOTE 4.000% 5/0 | 604749AB7 |
| — | DEXCOM INC | 41,463,000 | $41.6M | 1.3% | $1.00 | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| GPOR | GULFPORT ENERGY CORP | 274,844 | $41.5M | 1.3% | $151.00 | $64.39 | +134.5% | COMMON SHARES | 402635502 |
| IAU | ISHARES GOLD TR | 929,500 | $40.83M | 1.2% | $43.93 | $34.57 | +27.1% | ISHARES NEW | 464285204 |
| TALO | TALOS ENERGY INC | 3,142,973 | $38.19M | 1.2% | $12.15 | $32.68 | -62.8% | COM | 87484T108 |
| — | LIBERTY MEDIA CORP DEL | 35,581,000 | $37.89M | 1.2% | $1.06 | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| DHR | DANAHER CORPORATION | 150,217 | $37.53M | 1.1% | $249.85 | $208.76 | +18.7% | COM | 235851102 |
| — | DATADOG INC | 25,831,000 | $37.49M | 1.1% | $1.45 | $1.37 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | AKAMAI TECHNOLOGIES INC | 37,955,000 | $36.86M | 1.1% | $0.97 | $1.12 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | NUVEEN MUNICIPAL CREDIT INC | 2,979,726 | $36.8M | 1.1% | $12.35 | $12.29 | — | COM SH BEN INT | 67070X101 |
| — | BANK AMERICA CORP | 30,455 | $36.51M | 1.1% | $1198.98 | $1448.22 | — | 7.25%CNV PFD L | 060505682 |
| — | ENPHASE ENERGY INC | 39,551,000 | $36.02M | 1.1% | $0.91 | $1.03 | — | NOTE 3/0 | 29355AAH0 |
| — | ENVESTNET INC | 33,199,000 | $35.74M | 1.1% | $1.08 | $1.00 | — | NOTE 2.625%12/0 | 29404KAG1 |
| — | FORUM ENERGY TECHNOLOGIES IN | 34,399,394 | $34.38M | 1.0% | $1.00 | $0.64 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | VAIL RESORTS INC | 37,555,000 | $34.29M | 1.0% | $0.91 | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | WELLS FARGO CO NEW | 28,491 | $33.98M | 1.0% | $1192.79 | $1489.39 | — | PERP PFD CNV A | 949746804 |
| — | OIL STS INTL INC | 34,821,000 | $33.8M | 1.0% | $0.97 | $0.81 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | ZSCALER INC | 24,986,000 | $33.64M | 1.0% | $1.35 | $1.65 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | NORTHERN OIL & GAS INC | 29,036,000 | $33.51M | 1.0% | $1.15 | $1.17 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | LIBERTY MEDIA CORP DEL | 29,835,000 | $31.18M | 0.9% | $1.04 | $1.23 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | IONIS PHARMACEUTICALS INC | 30,020,000 | $31.02M | 0.9% | $1.03 | $0.95 | — | NOTE 4/0 | 462222AD2 |
| — | BLACKROCK MUN TARGET TERM TR | 1,401,701 | $29.11M | 0.9% | $20.77 | $24.54 | — | COM SHS BEN IN | 09257P105 |
| — | NUVEEN AMT FREE MUN CR INC F | 2,278,835 | $28.39M | 0.9% | $12.46 | $12.36 | — | COM | 67071L106 |
| — | CABLE ONE INC | 37,705,000 | $28.18M | 0.9% | $0.75 | $0.78 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | TELADOC HEALTH INC | 31,698,000 | $26.33M | 0.8% | $0.83 | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | NUVEEN QUALITY MUNCP INCOME | 2,185,212 | $25.65M | 0.8% | $11.74 | $11.69 | — | COM | 67066V101 |
| — | ROYAL CARIBBEAN GROUP | 7,825,000 | $25.27M | 0.8% | $3.23 | $1.98 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | HAEMONETICS CORP MASS | 27,515,000 | $24.77M | 0.8% | $0.90 | $0.83 | — | NOTE 3/0 | 405024AB6 |
| — | NUVEEN CA QUALTY MUN INCOME | 2,124,904 | $24.5M | 0.7% | $11.53 | $11.42 | — | COM | 67066Y105 |
| — | CHEESECAKE FACTORY INC | 26,953,000 | $24.42M | 0.7% | $0.91 | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | SUMMIT HOTEL PPTYS | 26,629,000 | $24.1M | 0.7% | $0.91 | $1.08 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | EURONET WORLDWIDE INC | 24,415,000 | $23.78M | 0.7% | $0.97 | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | CHART INDS INC | 410,660 | $23.47M | 0.7% | $57.15 | $53.46 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | DROPBOX INC | 24,613,000 | $22.51M | 0.7% | $0.91 | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 1,795,430 | $21.71M | 0.7% | $12.09 | $13.47 | — | COM | 09253N104 |
| — | CABLE ONE INC | 24,550,000 | $21.6M | 0.7% | $0.88 | $0.84 | — | NOTE 3/1 | 12685JAE5 |
| — | GREENBRIER COS INC | 19,205,000 | $20.66M | 0.6% | $1.08 | $0.94 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | MONGODB INC | 15,362,000 | $20.28M | 0.6% | $1.32 | $1.55 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | BRIDGEBIO PHARMA INC | 22,799,000 | $18.17M | 0.6% | $0.80 | $0.82 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | ARRAY TECHNOLOGIES INC | 21,543,000 | $17.44M | 0.5% | $0.81 | $1.11 | — | NOTE 1.000%12/0 | 04271TAB6 |
| FET | FORUM ENERGY TECHNOLOGIES IN | 942,040 | $15.88M | 0.5% | $16.86 | $29.30 | -42.4% | COM | 34984V209 |
| — | RIVIAN AUTOMOTIVE INC | 16,081,000 | $15.65M | 0.5% | $0.97 | $0.81 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | IMPINJ INC | 9,965,000 | $15.46M | 0.5% | $1.55 | $1.20 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | SOLAREDGE TECHNOLOGIES INC | 16,792,000 | $15.39M | 0.5% | $0.92 | $1.23 | — | NOTE 9/1 | 83417MAD6 |
| — | AMERICAN AIRLINES GROUP INC | 14,210,000 | $14.73M | 0.4% | $1.04 | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,260,319 | $14.36M | 0.4% | $11.39 | $13.30 | — | COM | 09254X101 |
| — | OKTA INC | 13,787,000 | $13.06M | 0.4% | $0.95 | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | ALNYLAM PHARMACEUTICALS INC | 11,895,000 | $12.85M | 0.4% | $1.08 | $0.93 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 1,115,776 | $12.01M | 0.4% | $10.76 | $13.55 | — | COM | 09255C106 |
| XMVFX | BLACKROCK MUNIVEST FD INC | 1,660,494 | $11.91M | 0.4% | $7.17 | $7.10 | — | COM | 09253R105 |
| — | PEBBLEBROOK HOTEL TR | 12,332,000 | $10.91M | 0.3% | $0.89 | $1.17 | — | NOTE 1.750%12/1 | 70509VAA8 |
| VOD | VODAFONE GROUP PLC NEW | 1,166,022 | $10.34M | 0.3% | $8.87 | $8.69 | +2.1% | SPONSORED ADR | 92857W308 |
| GLD | SPDR GOLD TR | 47,836 | $10.29M | 0.3% | $215.01 | $114.62 | +87.6% | GOLD SHS | 78463V107 |
| XMQTX | BLACKROCK MUNIYIELD QUALITY | 992,093 | $10.21M | 0.3% | $10.29 | $12.97 | — | COM | 09254G108 |
| XMUIX | BLACKROCK MUNICIPAL INCOME | 779,528 | $9.619M | 0.3% | $12.34 | $12.03 | — | COM | 09253X102 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 797,635 | $8.846M | 0.3% | $11.09 | $12.77 | — | COM | 670656107 |
| — | NUVASIVE INC | 9,068,000 | $8.739M | 0.3% | $0.96 | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 830,046 | $8.691M | 0.3% | $10.47 | $12.11 | — | COM | 09255E102 |
| — | ZIFF DAVIS INC | 9,110,000 | $8.506M | 0.3% | $0.93 | $0.92 | — | NOTE 1.750%11/0 | 48123VAE2 |
| ARCC | ARES CAPITAL CORP | 392,848 | $8.187M | 0.2% | $20.84 * | $16.97 | +7.3% | COM | 04010L103 |
| — | BENTLEY SYS INC | 8,015,000 | $7.971M | 0.2% | $0.99 | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | Q2 HLDGS INC | 7,755,000 | $7.737M | 0.2% | $1.00 | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | BLACKROCK MUNIYIELD MICH QU | 664,819 | $7.605M | 0.2% | $11.44 | $14.50 | — | COM | 09254V105 |
| XMHIX | PIONEER MUNICIPAL HIGH INCOM | 796,898 | $7.284M | 0.2% | $9.14 | $10.10 | — | COM SHS | 723763108 |
| — | UBER TECHNOLOGIES INC | 6,296,000 | $6.749M | 0.2% | $1.07 | $0.95 | — | NOTE 12/1 | 90353TAJ9 |
| XPMAX | PIONEER MUNICIPAL HIGH INCOM | 816,300 | $6.702M | 0.2% | $8.21 | $9.92 | — | COM | 723762100 |
| — | DROPBOX INC | 6,942,000 | $6.463M | 0.2% | $0.93 | $0.94 | — | NOTE 3/0 | 26210CAC8 |
| — | MARRIOTT VACATIONS WORLDWIDE | 6,596,000 | $6.107M | 0.2% | $0.93 | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | NCL CORP LTD | 4,882,000 | $5.929M | 0.2% | $1.21 | $1.46 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | INTEGRA LIFESCIENCES HLDGS C | 6,130,000 | $5.771M | 0.2% | $0.94 | $1.11 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | BLACKROCK MUN INCOME TR | 551,464 | $5.63M | 0.2% | $10.21 | $10.27 | — | SH BEN INT | 09248F109 |
| — | EXPEDIA GROUP INC | 5,830,000 | $5.381M | 0.2% | $0.92 | $1.21 | — | NOTE 2/1 | 30212PBE4 |
| — | NUVEEN TAXABLE MUNICPAL INM | 330,069 | $5.119M | 0.2% | $15.51 | $15.51 | — | COM | 67074C103 |
| — | BLACKROCK MUNIYILD QULT FD I | 357,837 | $4.394M | 0.1% | $12.28 | $16.64 | — | COM | 09254F100 |
| — | WOLFSPEED INC | 7,358,000 | $4.338M | 0.1% | $0.59 | $0.83 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | ABRDN NATL MUN INCOME FD | 401,695 | $4.242M | 0.1% | $10.56 | $13.32 | — | SH BEN INT | 24610T108 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 388,753 | $4.218M | 0.1% | $10.85 | $11.04 | — | COM | 09253W104 |
| XENWX | EATON VANCE NEW YORK MUN BD | 426,471 | $4.205M | 0.1% | $9.86 | $14.03 | — | COM | 27827Y109 |
| — | EXACT SCIENCES CORP | 4,998,000 | $4.091M | 0.1% | $0.82 | $1.18 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | EATON VANCE MUN BD FD | 380,465 | $4.025M | 0.1% | $10.58 | $10.37 | — | COM | 27827X101 |
| — | INVESCO ADVANTAGE MUN INCOME | 430,567 | $3.819M | 0.1% | $8.87 | $8.87 | — | SH BEN INT | 46132E103 |
| — | AKAMAI TECHNOLOGIES INC | 3,607,000 | $3.78M | 0.1% | $1.05 | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | CENTURY ALUM CO | 3,385,000 | $3.727M | 0.1% | $1.10 | $0.90 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | DISH NETWORK CORPORATION | 5,890,000 | $3.682M | 0.1% | $0.63 | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ETSY INC | 3,670,000 | $3.624M | 0.1% | $0.99 | $1.58 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | BLOCK INC | 3,330,000 | $3.209M | 0.1% | $0.96 | $0.96 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 233,310 | $2.846M | 0.1% | $12.20 | $14.14 | — | COM | 670972108 |
| — | INVESCO TR INVT GRADE MUNS | 205,674 | $2.112M | 0.1% | $10.27 | $10.27 | — | COM | 46131M106 |
| — | INVESCO QUALITY MUN INCOME T | 188,306 | $1.868M | 0.1% | $9.92 | $9.92 | — | COM | 46133G107 |
| — | MFS MUN INCOME TR | 333,155 | $1.819M | 0.1% | $5.46 | $7.19 | — | SH BEN INT | 552738106 |
| — | INVESCO MUN OPPORTUNITY TR | 174,976 | $1.764M | 0.1% | $10.08 | $10.08 | — | COM | 46132C107 |
| — | DWS MUN INCOME TR NEW | 176,016 | $1.667M | 0.1% | $9.47 | $11.01 | — | COM | 233368109 |
| — | BLACKROCK MUNI INCOME TR II | 151,601 | $1.639M | 0.0% | $10.81 | $10.82 | — | COM | 09249N101 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 131,593 | $1.461M | 0.0% | $11.10 | $11.05 | — | COM | 09254L107 |
| — | INVESCO MUNICIPAL TRUST | 124,286 | $1.238M | 0.0% | $9.96 | $9.96 | — | COM | 46131J103 |
| XBNYX | BLACKROCK N Y MUN INCOME TRU | 102,548 | $1.098M | 0.0% | $10.71 | $13.08 | — | SH BEN INT | 09248L106 |
| — | TYLER TEX INDPT SCH DIST | 988,000 | $1.087M | 0.0% | $1.10 | $1.10 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | SOUTHERN CO | 650,000 | $665K | 0.0% | $1.02 | $1.00 | — | NOTE 3.875%12/1 | 842587DP9 |
| — | INVESCO PA VALUE MUN INC TR | 60,475 | $657K | 0.0% | $10.86 | $12.71 | — | COM | 46132K109 |
| — | NUVEEN NEW YORK QLT MUN INC | 50,000 | $563K | 0.0% | $11.25 | $11.25 | — | COM | 67066X107 |
| — | DUKE ENERGY CORP NEW | 500,000 | $501K | 0.0% | $1.00 | $1.00 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | PPL CAP FDG INC | 500,000 | $480K | 0.0% | $0.96 | $0.96 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | BLACKLINE INC | 480,000 | $441K | 0.0% | $0.92 | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | BLACKROCK MUN INCOME QUALITY | 32,501 | $372K | 0.0% | $11.46 | $11.29 | — | COM | 092479104 |
| TPB | TURNING PT BRANDS INC | 6,802 | $218K | 0.0% | $32.09 | $30.89 | +3.9% | COM | 90041L105 |
| NINEQ | NINE ENERGY SERVICE INC | 121,080 | $203K | 0.0% | $1.68 * | $10.34 | -80.4% | COM | 65441V101 |
| — | BILL HOLDINGS INC | 75,000 | $69,488 | 0.0% | $0.93 | $1.71 | — | NOTE 12/0 | 090043AB6 |
| — | CHEGG INC | 45,000 | $35,834 | 0.0% | $0.80 | $0.99 | — | NOTE 9/0 | 163092AF6 |
| — | EVERBRIDGE INC | 17,000 | $16,873 | 0.0% | $0.99 | $1.31 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | ZILLOW GROUP INC | 10,000 | $10,129 | 0.0% | $1.01 | $1.23 | — | NOTE 2.750% 5/1 | 98954MAH4 |