Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q1 2026 (← Previous) (Next →)
Filing Date: Apr 27, 2026
Total Value: $2.728B (22.7% shares, 77.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | LUMENTUM HLDGS INC | 26,786,000 | $144M | 5.3% | $5.36 | $0.97 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | WESTERN DIGITAL CORP | 15,476,000 | $111M | 4.1% | $7.16 | $1.32 | — | NOTE 3.000%11/1 | 958102AT2 |
| — | ADVANCED ENERGY INDS | 39,644,000 | $95.38M | 3.5% | $2.41 | $1.05 | — | NOTE 2.500% 9/1 | 007973AE0 |
| — | MIRUM PHARMACEUTICALS INC | 23,054,000 | $68.96M | 2.5% | $2.99 | $1.35 | — | NOTE 4.000% 5/0 | 604749AB7 |
| — | QXO INC | 1,170,361 | $65.26M | 2.4% | $55.76 | $60.15 | — | 5.50 DEP PFD | 82846H504 |
| — | LANTHEUS HLDGS INC | 50,898,000 | $61.2M | 2.2% | $1.20 | $1.13 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | MKS INC. | 36,510,000 | $60.4M | 2.2% | $1.65 | $0.99 | — | NOTE 1.250% 6/0 | 55306NAB0 |
| — | CABLE ONE INC | 77,359,000 | $58.37M | 2.1% | $0.75 | $0.79 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | TETRA TECH INC NEW | 54,518,000 | $57.18M | 2.1% | $1.05 | $1.31 | — | DBCV 2.250% 8/1 | 88162GAB9 |
| — | UBER TECHNOLOGIES INC | 45,352,000 | $54.6M | 2.0% | $1.20 | $1.12 | — | NOTE 0.875%12/0 | 90353TAM2 |
| — | BOEING CO | 829,414 | $53.89M | 2.0% | $64.97 | $63.28 | — | DEP CONV PFD A | 097023204 |
| — | ON SEMICONDUCTOR CORP | 39,171,000 | $50.6M | 1.9% | $1.29 | $1.19 | — | NOTE 5/0 | 682189AS4 |
| — | PG&E CORP | 46,384,000 | $48.06M | 1.8% | $1.04 | $1.09 | — | NOTE 4.250%12/0 | 69331CAL2 |
| — | POST HLDGS INC | 40,228,000 | $43.62M | 1.6% | $1.08 | $1.03 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | INTEGER HLDGS CORP | 45,159,000 | $43.28M | 1.6% | $0.96 | $0.96 | — | DBCV 1.875% 3/1 | 45826HAD1 |
| — | APOLLO GLOBAL MGMT INC | 713,809 | $41.97M | 1.5% | $58.80 | $54.97 | — | SER A MAND CNV | 03769M304 |
| — | LIBERTY MEDIA CORP DEL | 33,972,000 | $39.26M | 1.4% | $1.16 | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | AKAMAI TECHNOLOGIES INC | 33,819,000 | $39.25M | 1.4% | $1.16 | $1.10 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | HEWLETT PACKARD ENTERPRISE C | 601,856 | $39.02M | 1.4% | $64.83 | $54.39 | — | 7.625 MAND CONV | 42824C208 |
| — | SNOWFLAKE INC | 32,570,000 | $38.52M | 1.4% | $1.18 | $1.49 | — | NOTE 10/0 | 833445AB5 |
| — | NCL CORP LTD | 38,891,000 | $37.98M | 1.4% | $0.98 | $0.93 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | BRIDGEBIO PHARMA INC | 33,315,000 | $37.36M | 1.4% | $1.12 | $0.88 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | NORTHERN OIL & GAS INC | 33,296,000 | $36.61M | 1.3% | $1.10 | $1.16 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | FRESHPET INC | 31,791,000 | $36.58M | 1.3% | $1.15 | $1.13 | — | NOTE 3.000% 4/0 | 358039AB1 |
| — | IRHYTHM HOLDINGS INC | 32,631,000 | $35.75M | 1.3% | $1.10 | $1.15 | — | NOTE 1.500% 9/0 | 450056AB2 |
| — | BLACKROCK MUN TARGET TERM TR | 1,566,262 | $35.55M | 1.3% | $22.70 | $24.00 | — | COM SHS BEN IN | 09257P105 |
| — | CHEFS WHSE INC | 23,749,000 | $35.1M | 1.3% | $1.48 | $1.01 | — | NOTE 2.375%12/1 | 163086AE1 |
| IAU | ISHARES GOLD TR | 390,150 | $34.4M | 1.3% | $88.16 | $34.57 | +155.0% | ISHARES NEW | 464285204 |
| — | MICROCHIP TECHNOLOGY INC. | 601,047 | $34.32M | 1.3% | $57.10 | $52.97 | — | DEP SHS REPSTG | 595017302 |
| — | BURLINGTON STORES INC | 20,379,000 | $33.73M | 1.2% | $1.66 | $1.41 | — | NOTE 1.250%12/1 | 122017AD8 |
| — | PATRICK INDS INC | 19,136,000 | $33.2M | 1.2% | $1.73 | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | DATADOG INC | 33,802,000 | $32.8M | 1.2% | $0.97 | $1.00 | — | NOTE 12/0 | 23804LAD5 |
| — | FLUOR CORP | 26,312,000 | $32.48M | 1.2% | $1.23 | $1.31 | — | NOTE 1.125% 8/1 | 343412AJ1 |
| — | LIVE NATION ENTERTAINMENT IN | 29,737,000 | $32.12M | 1.2% | $1.08 | $1.05 | — | NOTE 2.875% 1/1 | 538034BC2 |
| — | ETSY INC | 32,736,000 | $32M | 1.2% | $0.98 | $1.05 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | SEAGATE HDD CAYMAN | 6,638,000 | $31.54M | 1.2% | $4.75 | $1.44 | — | NOTE 3.500% 6/0 | 81180WBL4 |
| — | ORACLE CORP | 646,846 | $29.72M | 1.1% | $45.95 | $45.95 | — | 6.5 DEP CUM SR D | 68389X204 |
| — | DEXCOM INC | 29,970,000 | $27.63M | 1.0% | $0.92 | $0.94 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | MERITAGE HOMES CORP | 28,125,000 | $27.2M | 1.0% | $0.97 | $0.97 | — | NOTE 1.750% 5/1 | 59001ABF8 |
| — | UNITY SOFTWARE INC | 26,902,000 | $26.84M | 1.0% | $1.00 | $1.00 | — | NOTE 3/1 | 91332UAH4 |
| — | NUTANIX INC | 29,645,000 | $26.81M | 1.0% | $0.90 | $0.97 | — | NOTE 0.500%12/1 | 67059NAK4 |
| — | NEXTERA ENERGY INC | 472,936 | $26.67M | 1.0% | $56.39 | $50.11 | — | UNIT 06/01/2027 | 65339F663 |
| — | PELOTON INTERACTIVE INC | 19,417,000 | $26.01M | 1.0% | $1.34 | $1.34 | — | NOTE 5.500%12/0 | 70614WAD2 |
| — | PARSONS CORP DEL | 26,133,000 | $25.78M | 0.9% | $0.99 | $1.01 | — | NOTE 2.625% 3/0 | 70202LAD4 |
| — | BIOMARIN PHARMACEUTICAL INC | 26,502,000 | $25.56M | 0.9% | $0.96 | $1.02 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | PROGRESS SOFTWARE CORP | 28,693,000 | $25.56M | 0.9% | $0.89 | $1.08 | — | NOTE 3.500% 3/0 | 743312AD2 |
| — | LIBERTY MEDIA CORP DEL | 24,458,000 | $25.48M | 0.9% | $1.04 | $1.23 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | AFFIRM HLDGS INC | 27,150,000 | $25.47M | 0.9% | $0.94 | $1.09 | — | NOTE 0.750%12/1 | 00827BAD8 |
| NINE | NINE ENERGY SERVICE INC | 3,066,434 | $25.14M | 0.9% | $8.20 | $8.20 | 0.0% | COMMON STOCK | 65441V200 |
| — | GUIDEWIRE SOFTWARE INC | 25,147,000 | $25.1M | 0.9% | $1.00 | $1.10 | — | NOTE 1.250%11/0 | 40171VAC4 |
| — | BANK AMERICA CORP | 20,867 | $24.88M | 0.9% | $1192.54 | $1416.89 | — | 7.25%CNV PFD L | 060505682 |
| — | DROPBOX INC | 24,323,000 | $23.12M | 0.8% | $0.95 | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | BLACKROCK MUNIYIELD N Y QUAL | 2,349,687 | $22.56M | 0.8% | $9.60 | $10.57 | — | COM | 09255E102 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 1,982,355 | $22.36M | 0.8% | $11.28 | $13.19 | — | COM | 09253N104 |
| — | GREENBRIER COS INC | 19,032,000 | $22.05M | 0.8% | $1.16 | $0.94 | — | NOTE 2.875% 4/1 | 393657AM3 |
| TALO | TALOS ENERGY INC | 1,329,097 | $20.95M | 0.8% | $15.76 | $32.68 | -51.8% | COM | 87484T108 |
| GPOR | GULFPORT ENERGY CORP | 98,592 | $20.86M | 0.8% | $211.57 | $170.19 | +24.3% | COMMON SHARES | 402635502 |
| — | RIVIAN AUTOMOTIVE INC | 18,587,000 | $19.94M | 0.7% | $1.07 | $0.82 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | ALNYLAM PHARMACEUTICALS INC | 14,844,000 | $19.05M | 0.7% | $1.28 | $0.98 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | SHIFT4 PMTS INC | 19,532,000 | $18.38M | 0.7% | $0.94 | $1.08 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | UPSTART HLDGS INC | 25,168,000 | $17.93M | 0.7% | $0.71 | $0.88 | — | NOTE 1.000%11/1 | 91680MAF4 |
| — | ARES MANAGEMENT CORPORATION | 480,034 | $17.81M | 0.7% | $37.10 | $55.78 | — | 6.75 SE B PFD | 03990B309 |
| — | BLACKROCK MUNIYILD QULT FD I | 1,594,019 | $17.5M | 0.6% | $10.98 | $12.25 | — | COM | 09254F100 |
| — | WELLS FARGO & CO | 14,760 | $17.13M | 0.6% | $1160.38 | $1489.39 | — | PERP PFD CNV A | 949746804 |
| — | SYNAPTICS INC | 16,169,000 | $16.76M | 0.6% | $1.04 | $1.06 | — | NOTE 0.750%12/0 | 87157DAJ8 |
| — | JAZZ INVESTMENTS I LTD | 13,087,000 | $15.91M | 0.6% | $1.22 | $1.02 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | WORKIVA INC | 16,850,000 | $15.82M | 0.6% | $0.94 | $0.95 | — | NOTE 1.250% 8/1 | 98139AAD7 |
| — | IONIS PHARMACEUTICALS INC | 10,410,000 | $15.71M | 0.6% | $1.51 | $1.04 | — | NOTE 1.750% 6/1 | 462222AF7 |
| — | LUMENTUM HLDGS INC | 2,200,000 | $15.55M | 0.6% | $7.07 | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | CHEESECAKE FACTORY INC | 15,388,000 | $15.18M | 0.6% | $0.99 | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | MGP INGREDIENTS INC NEW | 14,287,000 | $13.76M | 0.5% | $0.96 | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | BILL HOLDINGS INC | 15,102,000 | $13.47M | 0.5% | $0.89 | $0.92 | — | NOTE 4/0 | 090043AF7 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 1,147,932 | $13.28M | 0.5% | $11.57 | $13.30 | — | COM | 09254X101 |
| — | Q2 HLDGS INC | 13,281,000 | $13.23M | 0.5% | $1.00 | $1.18 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | AEROVIRONMENT INC | 13,220,000 | $12.96M | 0.5% | $0.98 | $1.18 | — | NOTE 7/1 | 008073AA6 |
| — | GLOBAL PMTS INC | 12,879,000 | $11.37M | 0.4% | $0.88 | $0.95 | — | NOTE 1.500% 3/0 | 37940XAU6 |
| — | VERTEX INC | 9,185,000 | $7.996M | 0.3% | $0.87 | $1.20 | — | NOTE 0.750% 5/0 | 92538JAB2 |
| — | SPECTRUM BRANDS INC | 7,857,000 | $7.861M | 0.3% | $1.00 | $0.91 | — | NOTE 3.375% 6/0 | 84762LAZ8 |
| — | BLACKROCK MUNIYIELD MICH QU | 658,969 | $7.829M | 0.3% | $11.88 | $14.50 | — | COM | 09254V105 |
| — | TELADOC HEALTH INC | 7,505,000 | $7.197M | 0.3% | $0.96 | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | LIVE NATION ENTERTAINMENT IN | 4,726,000 | $7.179M | 0.3% | $1.52 | $1.20 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | OSI SYSTEMS INC | 4,525,000 | $6.93M | 0.3% | $1.53 | $1.45 | — | NOTE 2.250% 8/0 | 671044AF2 |
| — | CLOUDFLARE INC | 5,680,000 | $6.649M | 0.2% | $1.17 | $1.01 | — | NOTE 8/1 | 18915MAC1 |
| GLD | SPDR GOLD TR | 15,336 | $6.599M | 0.2% | $430.29 | $114.62 | +275.4% | GOLD SHS | 78463V107 |
| — | WEC ENERGY GROUP INC | 5,266,000 | $6.514M | 0.2% | $1.24 | $1.23 | — | NOTE 4.375% 6/0 | 92939UAR7 |
| — | NEUBERGER MUN FD INC | 623,277 | $6.326M | 0.2% | $10.15 | $10.29 | — | COM | 64124P101 |
| — | SOUTHERN CO | 5,640,000 | $6.265M | 0.2% | $1.11 | $1.11 | — | NOTE 4.500% 6/1 | 842587DZ7 |
| WBD | WARNER BROS DISCOVERY INC | 226,250 | $6.213M | 0.2% | $27.46 | $13.62 | +101.6% | COM SER A | 934423104 |
| — | HALOZYME THERAPEUTICS INC | 5,416,000 | $5.616M | 0.2% | $1.04 | $1.14 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | BLACKROCK MUNIYIELD QUALITY | 526,256 | $5.531M | 0.2% | $10.51 | $10.51 | — | COM | 09254E103 |
| — | FIVE9 INC | 6,265,000 | $5.466M | 0.2% | $0.87 | $0.86 | — | NOTE 1.000% 3/1 | 338307AF8 |
| — | NUVEEN NY AMT FREE | 519,880 | $5.308M | 0.2% | $10.21 | $12.77 | — | COM | 670656107 |
| — | NUTANIX INC | 4,604,000 | $4.689M | 0.2% | $1.02 | $1.21 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | INTEGER HLDGS CORP | 3,845,000 | $4.541M | 0.2% | $1.18 | $1.44 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | ABRDN NATL MUN INCOME FD | 401,695 | $4.001M | 0.1% | $9.96 | $13.32 | — | SH BEN INT | 24610T108 |
| — | ARROWHEAD PHARMACEUTICALS IN | 3,000,000 | $3.111M | 0.1% | $1.04 | $1.04 | — | NOTE 1/1 | 04280AAC4 |
| — | INVESCO TR INVT GRADE MUNS | 209,167 | $2.064M | 0.1% | $9.87 | $10.40 | — | COM | 46131M106 |
| — | INVESCO MUNICIPAL TRUST | 208,814 | $1.988M | 0.1% | $9.52 | $10.15 | — | COM | 46131J103 |
| — | MFS MUN INCOME TR | 333,155 | $1.796M | 0.1% | $5.39 | $6.77 | — | SH BEN INT | 552738106 |
| — | BLACKROCK MUNIHLDNGS CALI | 146,840 | $1.527M | 0.1% | $10.40 | $10.75 | — | COM | 09254L107 |
| — | NUVEEN PA INVT QUALITY MUN F | 117,934 | $1.407M | 0.1% | $11.93 | $14.14 | — | COM | 670972108 |
| — | EATON VANCE MUN BD FD | 125,764 | $1.229M | 0.0% | $9.77 | $10.17 | — | COM | 27827X101 |
| — | INVESCO MUN OPPORTUNIT TR | 126,255 | $1.201M | 0.0% | $9.51 | $9.80 | — | COM | 46132C107 |
| — | NUVEEN MUN CR INCOME FD | 55,659 | $678K | 0.0% | $12.18 | $12.32 | — | COM SH BEN INT | 67070X101 |
| — | BLACKLINE INC | 635,000 | $598K | 0.0% | $0.94 | $1.07 | — | NOTE 1.000% 6/0 | 09239BAF6 |
| — | PPL CAP FDG INC | 500,000 | $586K | 0.0% | $1.17 | $0.96 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | DUKE ENERGY CORP NEW | 500,000 | $552K | 0.0% | $1.10 | $1.00 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | INVESCO ADVANTAGE MUN INCOME | 45,320 | $392K | 0.0% | $8.66 | $8.88 | — | SH BEN INT | 46132E103 |
| SECR | NEW YORK LIFE INVTS ACTIVE E | 11,504 | $295K | 0.0% | $25.65 | $26.14 | -1.9% | NYLI MACKAY SECU | 45409F686 |
| WW | WW INTL INC | 14,371 | $197K | 0.0% | $13.74 | $34.35 | -60.0% | COM NEW | 98262P200 |
| — | CHEGG INC | 45,000 | $43,425 | 0.0% | $0.96 | $0.99 | — | NOTE 9/0 | 163092AF6 |