CIK: 0000061227 · Show all filings
Period: Q3 2024 (← Previous) (Next →)
Filing Date: Oct 31, 2024
Total Value ($000): $3,648,972 (22.1% shares, 77.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LANTHEUS HLDGS INC | 56,331,000 | $87,619 | 2.4% | $1.13 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | TETRA TECH INC NEW | 64,909,000 | $85,233 | 2.3% | $1.31 | — | DBCV 2.250% 8/1 | 88162GAB9 |
| — | TRANSMEDICS GROUP INC | 43,973,000 | $81,169 | 2.2% | $1.76 | — | NOTE 1.500% 6/0 | 89377MAB5 |
| — | MICROCHIP TECHNOLOGY INC. | 77,438,000 | $77,446 | 2.1% | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | NRG ENERGY INC | 33,512,000 | $74,355 | 2.0% | $1.13 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | ZILLOW GROUP INC | 49,057,000 | $72,611 | 2.0% | $1.21 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | POST HLDGS INC | 59,370,000 | $70,724 | 1.9% | $1.03 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | BIOMARIN PHARMACEUTICAL INC | 72,574,000 | $69,229 | 1.9% | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | FORD MTR CO | 69,335,000 | $68,098 | 1.9% | $1.15 | — | NOTE 3/1 | 345370CZ1 |
| — | INTEGER HLDGS CORP | 42,664,000 | $67,449 | 1.8% | $1.45 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | NICE LTD | 69,834,000 | $67,029 | 1.8% | $1.17 | — | NOTE 9/1 | 653656AB4 |
| — | SOUTHWEST AIRLS CO | 63,424,000 | $64,115 | 1.8% | $1.28 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | PATRICK INDS INC | 42,384,000 | $63,984 | 1.8% | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | LUMENTUM HLDGS INC | 60,396,000 | $59,521 | 1.6% | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | NEXTERA ENERGY INC | 1,237,870 | $58,368 | 1.6% | $42.48 | — | UNIT 09/01/2025 | 65339F713 |
| — | ON SEMICONDUCTOR CORP | 56,709,000 | $57,519 | 1.6% | $0.99 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | HALOZYME THERAPEUTICS INC | 44,493,000 | $52,931 | 1.5% | $0.94 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | CONMED CORP | 55,469,000 | $51,581 | 1.4% | $1.10 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | MGP INGREDIENTS INC NEW | 47,556,000 | $50,895 | 1.4% | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | APOLLO GLOBAL MGMT INC | 740,081 | $50,615 | 1.4% | $54.97 | — | SER A MAND CNV | 03769M304 |
| — | LIVE NATION ENTERTAINMENT IN | 40,610,000 | $50,070 | 1.4% | $1.20 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | BOOKING HOLDINGS INC | 22,323,000 | $50,025 | 1.4% | $1.47 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | NUTANIX INC | 41,527,000 | $49,701 | 1.4% | $1.21 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | MIRUM PHARMACEUTICALS INC | 33,339,000 | $48,970 | 1.3% | $1.35 | — | NOTE 4.000% 5/0 | 604749AB7 |
| — | PALO ALTO NETWORKS INC | 14,026,000 | $48,253 | 1.3% | $1.53 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | NUVEEN AMT FREE QLTY MUN INC | 4,004,020 | $47,928 | 1.3% | $12.14 | — | COM | 670657105 |
| — | CHEFS WHSE INC | 39,885,000 | $46,833 | 1.3% | $1.01 | — | NOTE 2.375%12/1 | 163086AE1 |
| IAU | ISHARES GOLD TR | 929,500 | $46,196 | 1.3% | $33.71 | — | ISHARES NEW | 464285204 |
| — | SHIFT4 PMTS INC | 36,596,000 | $44,637 | 1.2% | $1.15 | — | NOTE 12/1 | 82452JAB5 |
| — | NCL CORP LTD | 45,148,000 | $43,870 | 1.2% | $0.93 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | AMPHASTAR PHARMACEUTICALS IN | 40,950,000 | $43,430 | 1.2% | $1.06 | — | NOTE 2.000% 3/1 | 03209RAB9 |
| — | SEAGATE HDD CAYMAN | 30,110,000 | $43,373 | 1.2% | $1.44 | — | NOTE 3.500% 6/0 | 81180WBL4 |
| — | CABLE ONE INC | 53,355,000 | $43,198 | 1.2% | $0.79 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | ADVANCED ENERGY INDS | 40,132,000 | $42,440 | 1.2% | $1.06 | — | NOTE 2.500% 9/1 | 007973AE0 |
| DHR | DANAHER CORPORATION | 150,217 | $41,763 | 1.1% | $208.76 | +25.7% | COM | 235851102 |
| — | NUVEEN MUNICIPAL CREDIT INC | 3,088,897 | $40,465 | 1.1% | $12.32 | — | COM SH BEN INT | 67070X101 |
| — | DEXCOM INC | 41,294,000 | $39,382 | 1.1% | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | AKAMAI TECHNOLOGIES INC | 37,955,000 | $39,274 | 1.1% | $1.12 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | LIBERTY MEDIA CORP DEL | 35,428,000 | $39,083 | 1.1% | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | BANK AMERICA CORP | 30,476 | $38,860 | 1.1% | $1448.22 | — | 7.25%CNV PFD L | 060505682 |
| — | TYLER TEX INDPT SCH DIST | 31,006,000 | $38,168 | 1.0% | $1.23 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | ETSY INC | 38,089,000 | $37,728 | 1.0% | $1.05 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | NORTHERN OIL & GAS INC | 32,893,000 | $37,653 | 1.0% | $1.17 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | ENPHASE ENERGY INC | 39,380,000 | $37,084 | 1.0% | $1.03 | — | NOTE 3/0 | 29355AAH0 |
| — | WELLS FARGO CO NEW | 28,400 | $36,429 | 1.0% | $1489.39 | — | PERP PFD CNV A | 949746804 |
| — | PERMIAN RESOURCES CORP | 15,149,000 | $36,003 | 1.0% | $1.13 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | ENVESTNET INC | 33,199,000 | $35,291 | 1.0% | $1.00 | — | NOTE 2.625%12/0 | 29404KAG1 |
| — | DATADOG INC | 25,694,000 | $33,378 | 0.9% | $1.37 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | NUVEEN AMT FREE MUN CR INC F | 2,465,242 | $33,010 | 0.9% | $12.44 | — | COM | 67071L106 |
| TALO | TALOS ENERGY INC | 3,132,176 | $32,418 | 0.9% | $32.68 | -65.2% | COM | 87484T108 |
| — | IONIS PHARMACEUTICALS INC | 30,793,000 | $32,002 | 0.9% | $1.04 | — | NOTE 1.750% 6/1 | 462222AF7 |
| — | LIBERTY MEDIA CORP DEL | 29,835,000 | $30,894 | 0.8% | $1.23 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | OIL STS INTL INC | 31,321,000 | $30,522 | 0.8% | $0.81 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | ZSCALER INC | 24,843,000 | $30,404 | 0.8% | $1.65 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | BLACKROCK MUN TARGET TERM TR | 1,401,701 | $30,305 | 0.8% | $24.54 | — | COM SHS BEN IN | 09257P105 |
| GPOR | GULFPORT ENERGY OPERATING CO | 198,685 | $30,071 | 0.8% | $64.39 | +127.8% | COMMON SHARES | 402635502 |
| — | BURLINGTON STORES INC | 20,561,000 | $29,063 | 0.8% | $1.41 | — | NOTE 1.250%12/1 | 122017AD8 |
| — | ROYAL CARIBBEAN GROUP | 7,825,000 | $28,005 | 0.8% | $1.98 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | NUVEEN QUALITY MUNCP INCOME | 2,238,289 | $27,710 | 0.8% | $11.71 | — | COM | 67066V101 |
| — | ENVISTA HOLDINGS CORPORATION | 29,591,000 | $26,872 | 0.7% | $0.91 | — | NOTE 1.750% 8/1 | 29415FAD6 |
| — | NUVEEN CA QUALTY MUN INCOME | 2,225,404 | $26,460 | 0.7% | $11.44 | — | COM | 67066Y105 |
| — | CHEESECAKE FACTORY INC | 26,734,000 | $25,295 | 0.7% | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | HAEMONETICS CORP MASS | 27,301,000 | $25,218 | 0.7% | $0.83 | — | NOTE 3/0 | 405024AB6 |
| — | SUMMIT HOTEL PPTYS | 26,629,000 | $25,203 | 0.7% | $1.08 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 1,921,470 | $24,307 | 0.7% | $13.42 | — | COM | 09253N104 |
| — | EURONET WORLDWIDE INC | 24,415,000 | $24,049 | 0.7% | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | DROPBOX INC | 24,613,000 | $23,859 | 0.7% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | CABLE ONE INC | 25,350,000 | $23,322 | 0.6% | $0.84 | — | NOTE 3/1 | 12685JAE5 |
| — | TELADOC HEALTH INC | 25,539,000 | $22,181 | 0.6% | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | MONGODB INC | 15,362,000 | $21,242 | 0.6% | $1.55 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | GREENBRIER COS INC | 19,205,000 | $21,140 | 0.6% | $0.94 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | CHART INDS INC | 409,124 | $20,639 | 0.6% | $53.46 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | IMPINJ INC | 9,965,000 | $19,969 | 0.5% | $1.20 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | BRIDGEBIO PHARMA INC | 22,799,000 | $19,151 | 0.5% | $0.82 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | HEWLETT PACKARD ENTERPRISE C | 312,979 | $19,006 | 0.5% | $60.73 | — | 7.625 MAND CONV | 42824C208 |
| — | ALNYLAM PHARMACEUTICALS INC | 14,881,000 | $17,426 | 0.5% | $0.98 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | FORUM ENERGY TECHNOLOGIES IN | 17,371,912 | $17,381 | 0.5% | $0.64 | — | NOTE 9.000% 8/0 | 34984VAC4 |
| — | RIVIAN AUTOMOTIVE INC | 19,058,000 | $17,245 | 0.5% | $0.82 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | WORKIVA INC | 17,070,000 | $16,176 | 0.4% | $0.95 | — | NOTE 1.250% 8/1 | 98139AAD7 |
| — | ARRAY TECHNOLOGIES INC | 21,526,000 | $16,044 | 0.4% | $1.11 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,260,319 | $15,288 | 0.4% | $13.30 | — | COM | 09254X101 |
| — | AMERICAN AIRLINES GROUP INC | 14,210,000 | $14,608 | 0.4% | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| FET | FORUM ENERGY TECHNOLOGIES IN | 937,818 | $14,499 | 0.4% | $29.30 | -43.3% | COM | 34984V209 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 1,195,776 | $13,345 | 0.4% | $13.39 | — | COM | 09255C106 |
| — | OKTA INC | 13,787,000 | $13,208 | 0.4% | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| XMUIX | BLACKROCK MUNICIPAL INCOME | 979,906 | $12,327 | 0.3% | $12.14 | — | COM | 09253X102 |
| — | RAPID7 INC | 12,965,000 | $12,246 | 0.3% | $0.94 | — | NOTE 1.250% 3/1 | 753422AH7 |
| XMVFX | BLACKROCK MUNIVEST FD INC | 1,589,746 | $12,082 | 0.3% | $7.10 | — | COM | 09253R105 |
| VOD | VODAFONE GROUP PLC NEW | 1,166,022 | $11,684 | 0.3% | $8.90 | — | SPONSORED ADR | 92857W308 |
| — | PEBBLEBROOK HOTEL TR | 12,137,000 | $11,161 | 0.3% | $1.17 | — | NOTE 1.750%12/1 | 70509VAA8 |
| XMQTX | BLACKROCK MUNIYIELD QUALITY | 992,093 | $10,734 | 0.3% | $12.97 | — | COM | 09254G108 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 937,524 | $10,107 | 0.3% | $11.95 | — | COM | 09255E102 |
| GLD | SPDR GOLD TR | 37,836 | $9,196 | 0.3% | $112.08 | — | GOLD SHS | 78463V107 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 797,635 | $8,934 | 0.2% | $12.77 | — | COM | 670656107 |
| — | NUVASIVE INC | 9,068,000 | $8,881 | 0.2% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | Q2 HLDGS INC | 7,755,000 | $8,471 | 0.2% | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | ZIFF DAVIS INC | 9,110,000 | $8,455 | 0.2% | $0.92 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | BENTLEY SYS INC | 8,015,000 | $8,055 | 0.2% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | BLACKROCK MUNIYIELD MICH QU | 664,819 | $7,984 | 0.2% | $14.50 | — | COM | 09254V105 |
| — | SOLAREDGE TECHNOLOGIES INC | 8,343,000 | $7,767 | 0.2% | $1.23 | — | NOTE 9/1 | 83417MAD6 |
| XMHIX | PIONEER MUNICIPAL HIGH INCOM | 796,898 | $7,650 | 0.2% | $10.10 | — | COM SHS | 723763108 |
| — | VAIL RESORTS INC | 7,995,000 | $7,540 | 0.2% | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| XPMAX | PIONEER MUNICIPAL HIGH INCOM | 816,300 | $7,216 | 0.2% | $9.92 | — | COM | 723762100 |
| — | UBER TECHNOLOGIES INC | 6,118,000 | $6,745 | 0.2% | $0.95 | — | NOTE 12/1 | 90353TAJ9 |
| — | DROPBOX INC | 6,773,000 | $6,553 | 0.2% | $0.94 | — | NOTE 3/0 | 26210CAC8 |
| — | MARRIOTT VACATIONS WORLDWIDE | 6,596,000 | $6,154 | 0.2% | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | NCL CORP LTD | 4,739,000 | $5,872 | 0.2% | $1.46 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | BLACKROCK MUN INCOME TR | 551,983 | $5,834 | 0.2% | $10.27 | — | SH BEN INT | 09248F109 |
| — | EXPEDIA GROUP INC | 5,830,000 | $5,594 | 0.2% | $1.21 | — | NOTE 2/1 | 30212PBE4 |
| — | BLACKROCK MUNIYILD QULT FD I | 357,837 | $4,691 | 0.1% | $16.64 | — | COM | 09254F100 |
| — | EXACT SCIENCES CORP | 4,861,000 | $4,543 | 0.1% | $1.18 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | ABRDN NATL MUN INCOME FD | 401,695 | $4,487 | 0.1% | $13.32 | — | SH BEN INT | 24610T108 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 388,753 | $4,443 | 0.1% | $11.04 | — | COM | 09253W104 |
| XENWX | EATON VANCE NEW YORK MUN BD | 426,471 | $4,248 | 0.1% | $14.03 | — | COM | 27827Y109 |
| — | INVESCO ADVANTAGE MUN INCOME | 445,008 | $4,143 | 0.1% | $8.88 | — | SH BEN INT | 46132E103 |
| — | AKAMAI TECHNOLOGIES INC | 3,622,000 | $4,024 | 0.1% | $1.11 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | INVESCO TR INVT GRADE MUNS | 373,817 | $3,948 | 0.1% | $10.40 | — | COM | 46131M106 |
| — | INVESCO MUNICIPAL TRUST | 333,051 | $3,417 | 0.1% | $10.15 | — | COM | 46131J103 |
| — | IONIS PHARMACEUTICALS INC | 3,277,000 | $3,268 | 0.1% | $0.95 | — | NOTE 4/0 | 462222AD2 |
| — | BLOCK INC | 3,258,000 | $3,185 | 0.1% | $0.96 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | CENTURY ALUM CO | 2,830,000 | $3,134 | 0.1% | $0.90 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | EATON VANCE MUN BD FD | 275,952 | $2,969 | 0.1% | $10.37 | — | COM | 27827X101 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 233,310 | $2,944 | 0.1% | $14.14 | — | COM | 670972108 |
| — | NUVEEN TAXABLE MUNICPAL INM | 164,695 | $2,736 | 0.1% | $15.51 | — | COM | 67074C103 |
| — | INVESCO MUN OPPORTUNITY TR | 205,338 | $2,109 | 0.1% | $10.11 | — | COM | 46132C107 |
| — | INVESCO QUALITY MUN INCOME T | 188,306 | $1,966 | 0.1% | $9.92 | — | COM | 46133G107 |
| — | MFS MUN INCOME TR | 333,155 | $1,906 | 0.1% | $7.19 | — | SH BEN INT | 552738106 |
| XBNYX | BLACKROCK N Y MUN INCOME TRU | 162,186 | $1,784 | 0.0% | $12.31 | — | SH BEN INT | 09248L106 |
| — | DWS MUN INCOME TR NEW | 176,016 | $1,755 | 0.0% | $11.01 | — | COM | 233368109 |
| — | BLACKROCK MUNI INCOME TR II | 151,601 | $1,707 | 0.0% | $10.82 | — | COM | 09249N101 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 131,593 | $1,516 | 0.0% | $11.05 | — | COM | 09254L107 |
| — | NUVEEN NEW YORK QLT MUN INC | 70,519 | $831 | 0.0% | $11.41 | — | COM | 67066X107 |
| — | SOUTHERN CO | 650,000 | $724 | 0.0% | $1.00 | — | NOTE 3.875%12/1 | 842587DP9 |
| — | INVESCO PA VALUE MUN INC TR | 60,475 | $684 | 0.0% | $12.71 | — | COM | 46132K109 |
| ARCC | ARES CAPITAL CORP | 28,999 | $607 | 0.0% | $16.97 | +7.4% | COM | 04010L103 |
| — | DUKE ENERGY CORP NEW | 500,000 | $532 | 0.0% | $1.00 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | PPL CAP FDG INC | 500,000 | $531 | 0.0% | $0.96 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | BLACKLINE INC | 480,000 | $450 | 0.0% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | BLACKROCK MUN INCOME QUALITY | 32,501 | $391 | 0.0% | $11.29 | — | COM | 092479104 |
| TPB | TURNING PT BRANDS INC | 6,802 | $294 | 0.0% | $30.89 | +23.6% | COM | 90041L105 |
| NINEQ | NINE ENERGY SERVICE INC | 120,184 | $136 | 0.0% | $10.34 | -86.2% | COM | 65441V101 |
| — | BILL HOLDINGS INC | 75,000 | $71 | 0.0% | $1.71 | — | NOTE 12/0 | 090043AB6 |
| — | CHEGG INC | 45,000 | $34 | 0.0% | $0.99 | — | NOTE 9/0 | 163092AF6 |
| — | ZILLOW GROUP INC | 10,000 | $11 | 0.0% | $1.23 | — | NOTE 2.750% 5/1 | 98954MAH4 |