Pg&e Corp Unit 99/99/9999
|
4.5 |
$148M |
|
1.5M |
95.60 |
Palo Alto Networks Note 0.750% 7/0 (Principal)
|
4.1 |
$134M |
|
71M |
1.88 |
Chesapeake Energy Corp *w Exp 02/09/202
(CHKEW)
|
4.0 |
$130M |
|
2.1M |
61.13 |
Occidental Pete Corp *w Exp 08/03/202
(OXY.WS)
|
3.4 |
$111M |
|
3.0M |
36.97 |
Chesapeake Energy Corp *w Exp 02/09/202
(CHKEZ)
|
3.4 |
$111M |
|
2.0M |
56.62 |
Liberty Media Corp Del Note 1.375%10/1 (Principal)
|
3.3 |
$109M |
|
93M |
1.18 |
Etsy Note 0.125%10/0 (Principal)
|
3.1 |
$100M |
|
88M |
1.14 |
Akamai Technologies Note 0.125% 5/0 (Principal)
|
3.0 |
$99M |
|
90M |
1.10 |
Southwest Airls Note 1.250% 5/0 (Principal)
|
3.0 |
$97M |
|
82M |
1.18 |
Repligen Corp Note 0.375% 7/1 (Principal)
|
2.9 |
$95M |
|
63M |
1.52 |
Nice Sys Note 1.250% 1/1 (Principal)
|
2.7 |
$88M |
|
38M |
2.31 |
Snap Note 0.250% 5/0 (Principal)
|
2.6 |
$84M |
|
85M |
0.99 |
Sailpoint Technologies Hldgs Note 0.125% 9/1 (Principal)
|
2.5 |
$81M |
|
37M |
2.23 |
EQT Corporation
(EQT)
|
2.4 |
$77M |
|
2.2M |
34.40 |
Nisource Unit 12/01/2023
|
2.2 |
$73M |
|
640k |
113.72 |
Zillow Group Note 0.750% 9/0 (Principal)
|
2.2 |
$73M |
|
70M |
1.04 |
Twitter Note 0.250% 6/1 (Principal)
|
2.2 |
$71M |
|
73M |
0.98 |
Coupa Software Note 0.125% 6/1 (Principal)
|
1.8 |
$60M |
|
72M |
0.83 |
Pegasystems Note 0.750% 3/0 (Principal)
|
1.7 |
$57M |
|
70M |
0.81 |
Peloton Interactive Note 2/1 (Principal)
|
1.6 |
$53M |
|
84M |
0.63 |
Clarivate 5.25% Pfd Conv A
|
1.6 |
$52M |
|
900k |
57.21 |
Carnival Corp Note 5.750% 4/0 (Principal)
|
1.5 |
$49M |
|
43M |
1.12 |
Cloudflare Note 0.750% 5/1 (Principal)
|
1.4 |
$47M |
|
35M |
1.37 |
Spotify Usa Note 3/1 (Principal)
|
1.4 |
$46M |
|
58M |
0.79 |
Chesapeake Energy Corp *w Exp 02/09/202
(CHKEL)
|
1.4 |
$46M |
|
869k |
52.47 |
Twitter Note 3/1 (Principal)
|
1.4 |
$45M |
|
51M |
0.89 |
Cnx Resources Corporation
(CNX)
|
1.3 |
$44M |
|
2.7M |
16.46 |
Guardant Health Note 11/1 (Principal)
|
1.2 |
$41M |
|
65M |
0.62 |
Datadog Note 0.125% 6/1 (Principal)
|
1.2 |
$40M |
|
32M |
1.27 |
United States Stl Corp Note 5.000%11/0 (Principal)
|
1.2 |
$39M |
|
25M |
1.56 |
Guidewire Software Note 1.250% 3/1 (Principal)
|
1.1 |
$37M |
|
40M |
0.94 |
Splunk Note 0.500% 9/1 (Principal)
|
1.0 |
$34M |
|
35M |
0.96 |
Dish Network Corporation Note 12/1 (Principal)
|
1.0 |
$33M |
|
47M |
0.71 |
Sabre Corp 6.50% Conv Pfd A
|
1.0 |
$32M |
|
403k |
79.75 |
Enphase Energy Note 0.250% 3/0 (Principal)
|
1.0 |
$32M |
|
13M |
2.47 |
Blackline Note 3/1 (Principal)
|
1.0 |
$31M |
|
39M |
0.80 |
South Jersey Inds Unit 04/01/2024
|
0.9 |
$30M |
|
435k |
67.89 |
Ugi Corp Unit 99/99/9999
|
0.9 |
$28M |
|
312k |
91.10 |
Mercadolibre Note 2.000% 8/1 (Principal)
|
0.8 |
$28M |
|
17M |
1.62 |
Alarm Com Hldgs Note 1/1 (Principal)
|
0.8 |
$27M |
|
33M |
0.82 |
Integra Lifesciences Hldgs C Note 0.500% 8/1 (Principal)
|
0.8 |
$25M |
|
27M |
0.94 |
Varonis Sys Note 1.250% 8/1 (Principal)
|
0.7 |
$24M |
|
20M |
1.18 |
Progress Software Corp Note 1.000% 4/1 (Principal)
|
0.7 |
$23M |
|
24M |
0.97 |
Exact Sciences Corp Note 1.000% 1/1 (Principal)
|
0.6 |
$21M |
|
23M |
0.92 |
1life Healthcare Note 3.000% 6/1 (Principal)
|
0.6 |
$20M |
|
24M |
0.83 |
Danaher Corporation
(DHR)
|
0.6 |
$19M |
|
76k |
253.52 |
Rbc Bearings 5% Cnv Pfd Sr A
(RBCP)
|
0.6 |
$19M |
|
200k |
94.38 |
Ford Motor Company
(F)
|
0.6 |
$19M |
|
1.7M |
11.13 |
Rapid7 Note 2.250% 5/0 (Principal)
|
0.6 |
$19M |
|
15M |
1.28 |
Wix Note 7/0 (Principal)
|
0.6 |
$18M |
|
19M |
0.96 |
Fastly Note 3/1 (Principal)
|
0.5 |
$18M |
|
25M |
0.73 |
Verint Systems Note 0.250% 4/1 (Principal)
|
0.5 |
$16M |
|
18M |
0.92 |
Haemonetics Corp Mass Note 3/0 (Principal)
|
0.5 |
$16M |
|
21M |
0.79 |
Q2 HLDGS Note 0.125%11/1 (Principal)
|
0.5 |
$16M |
|
20M |
0.80 |
Novocure Note 11/0 (Principal)
|
0.5 |
$16M |
|
18M |
0.87 |
American Electric Power Company
(AEP)
|
0.5 |
$15M |
|
160k |
95.94 |
Allscripts Healthcare Soluti Note 0.875% 1/0 (Principal)
|
0.5 |
$15M |
|
12M |
1.27 |
AES Corporation
(AES)
|
0.4 |
$15M |
|
700k |
21.01 |
Insulet Corp Note 0.375% 9/0 (Principal)
|
0.4 |
$14M |
|
13M |
1.15 |
Nextera Energy Unit 09/01/2022s
|
0.4 |
$14M |
|
250k |
56.31 |
Cinemark Holdings
(CNK)
|
0.4 |
$14M |
|
927k |
15.02 |
Theravance Biopharma Note 3.250%11/0 (Principal)
|
0.4 |
$14M |
|
15M |
0.92 |
Bridgebio Pharma Note 2.250% 2/0 (Principal)
|
0.4 |
$13M |
|
31M |
0.42 |
Ii-vi 6% Conv Pfd A
|
0.4 |
$13M |
|
60k |
215.02 |
Cutera Note 2.250% 3/1 (Principal)
|
0.4 |
$12M |
|
8.9M |
1.32 |
Algonquin Pwr Utils Corp Unit 99/99/9999
(AQNU)
|
0.3 |
$11M |
|
250k |
43.76 |
Dish Network Corporation Note 3.375% 8/1 (Principal)
|
0.3 |
$9.8M |
|
14M |
0.68 |
Burlington Stores
(BURL)
|
0.3 |
$9.5M |
|
69k |
136.22 |
Oak Str Health Note 3/1 (Principal)
|
0.3 |
$9.3M |
|
13M |
0.72 |
Activision Blizzard
|
0.3 |
$8.3M |
|
107k |
77.86 |
Splunk Note 1.125% 6/1 (Principal)
|
0.3 |
$8.3M |
|
10M |
0.83 |
Becton, Dickinson and
(BDX)
|
0.2 |
$8.0M |
|
32k |
246.54 |
Insmed Note 0.750% 6/0 (Principal)
|
0.2 |
$7.5M |
|
9.0M |
0.84 |
Blackstone Mortgage Trust In Note 4.750% 3/1 (Principal)
|
0.2 |
$7.5M |
|
7.5M |
1.00 |
Nextera Energy Unit 99/99/9999
|
0.2 |
$7.4M |
|
150k |
49.65 |
Pros Holdings Note 1.000% 5/1 (Principal)
|
0.2 |
$6.9M |
|
7.5M |
0.92 |
J Global
(ZD)
|
0.2 |
$6.8M |
|
91k |
74.53 |
Apollo Coml Real Estate Fin Note 4.750% 8/2 (Principal)
|
0.2 |
$6.8M |
|
6.8M |
1.00 |
Centennial Resource Dev Cl A
|
0.2 |
$6.6M |
|
1.1M |
5.98 |
Envestnet Note 0.750% 8/1 (Principal)
|
0.2 |
$6.4M |
|
7.5M |
0.86 |
Nova Note 10/1 (Principal)
|
0.2 |
$6.4M |
|
5.0M |
1.28 |
Sarepta Therapeutics DBCV 1.500%11/1 (Principal)
|
0.2 |
$6.3M |
|
5.0M |
1.25 |
Coupa Software Note 0.375% 6/1 (Principal)
|
0.2 |
$6.0M |
|
8.0M |
0.76 |
Itron Note 3/1 (Principal)
|
0.1 |
$4.6M |
|
5.8M |
0.80 |
Chegg Note 9/0 (Principal)
|
0.1 |
$4.5M |
|
6.0M |
0.75 |
Liveperson Note 12/1 (Principal)
|
0.1 |
$4.3M |
|
6.0M |
0.72 |
Insmed Note 1.750% 1/1 (Principal)
|
0.1 |
$4.2M |
|
4.5M |
0.93 |
Booking Holdings
(BKNG)
|
0.1 |
$3.8M |
|
2.2k |
1748.86 |
RWT HLDGS Note 5.750%10/0 (Principal)
|
0.1 |
$3.8M |
|
4.3M |
0.89 |
Ringcentral Note 3/0 (Principal)
|
0.1 |
$3.4M |
|
4.1M |
0.82 |
Expedia Group Com New
(EXPE)
|
0.1 |
$3.2M |
|
34k |
94.82 |
Air Transport Services
(ATSG)
|
0.1 |
$3.1M |
|
108k |
28.73 |
Mp Materials Corp Com Cl A
(MP)
|
0.1 |
$3.1M |
|
96k |
32.08 |
Neogenomics Note 1.250% 5/0 (Principal)
|
0.1 |
$2.9M |
|
3.5M |
0.84 |
Apollo Coml Real Estate Fin Note 5.375%10/1 (Principal)
|
0.1 |
$2.9M |
|
3.0M |
0.98 |
Redwood Trust Note 4.750% 8/1 (Principal)
|
0.1 |
$2.9M |
|
3.1M |
0.95 |
Ringcentral Note 3/1 (Principal)
|
0.1 |
$2.6M |
|
3.5M |
0.76 |
Travere Therapeutics Note 2.250% 3/0 (Principal)
|
0.1 |
$2.5M |
|
2.5M |
1.00 |
Docusign Note 1/1 (Principal)
|
0.1 |
$2.3M |
|
2.5M |
0.93 |
Coinbase Global Com Cl A
(COIN)
|
0.1 |
$2.3M |
|
49k |
47.02 |
Shopify Cl A
(SHOP)
|
0.1 |
$2.2M |
|
70k |
31.24 |
Sixth Street Specialty Lendi Note 4.500% 8/0 (Principal)
|
0.1 |
$2.2M |
|
2.1M |
1.04 |
Cable One Note 3/1 (Principal)
|
0.1 |
$2.1M |
|
2.5M |
0.83 |
Ptc Therapeutics Note 3.000% 8/1 (Principal)
|
0.1 |
$2.0M |
|
2.0M |
1.01 |
Invitae Corp Note 2.000% 9/0 (Principal)
|
0.1 |
$2.0M |
|
2.5M |
0.79 |
Ceridian Hcm Hldg Note 0.250% 3/1 (Principal)
|
0.1 |
$2.0M |
|
2.5M |
0.79 |
Post Holdings Partnering Cor Com Ser A
|
0.1 |
$1.9M |
|
200k |
9.70 |
Uber Technologies
(UBER)
|
0.1 |
$1.8M |
|
86k |
20.46 |
Redwood Trust Note 5.625% 7/1 (Principal)
|
0.1 |
$1.8M |
|
1.9M |
0.90 |
Teladoc
(TDOC)
|
0.1 |
$1.7M |
|
50k |
33.20 |
Euronet Worldwide
(EEFT)
|
0.0 |
$1.5M |
|
15k |
100.59 |
Evo Acquisition Corp Com Cl A
|
0.0 |
$1.5M |
|
150k |
9.77 |
Repay Hldgs Corp Com Cl A
(RPAY)
|
0.0 |
$1.4M |
|
113k |
12.85 |
Bentley Sys Note 0.125% 1/1 (Principal)
|
0.0 |
$1.3M |
|
1.5M |
0.87 |
Wix Note 8/1 (Principal)
|
0.0 |
$1.2M |
|
1.5M |
0.82 |
BioMarin Pharmaceutical
(BMRN)
|
0.0 |
$1.2M |
|
14k |
82.86 |
Epr Pptys PFD C CV 5.75%
(EPR.PC)
|
0.0 |
$1.1M |
|
50k |
22.08 |
CONMED Corporation
(CNMD)
|
0.0 |
$1.1M |
|
2.0k |
536.30 |
Chegg
(CHGG)
|
0.0 |
$1.0M |
|
55k |
18.78 |
Jazz Pharmaceuticals Shs Usd
(JAZZ)
|
0.0 |
$1.0M |
|
6.6k |
156.06 |
Jaws Mustang Acquisition Cor Shs Cl A
(JWSM)
|
0.0 |
$983k |
|
100k |
9.83 |
Social Cap Suvretta Hlds Crp Class A Ord Shs
|
0.0 |
$972k |
|
100k |
9.72 |
Cleveland-cliffs
(CLF)
|
0.0 |
$845k |
|
55k |
15.36 |
Adient Ord Shs
(ADNT)
|
0.0 |
$785k |
|
27k |
29.62 |
Echostar Corp Cl A
(SATS)
|
0.0 |
$579k |
|
30k |
19.30 |
Conx Corp Com Cl A
(CNXX)
|
0.0 |
$566k |
|
57k |
9.88 |
Immatics *w Exp 07/01/202
(IMTXW)
|
0.0 |
$516k |
|
253k |
2.04 |
O-i Glass
(OI)
|
0.0 |
$280k |
|
20k |
14.00 |
Bausch Health Companies
(BHC)
|
0.0 |
$251k |
|
30k |
8.37 |
Gcm Grosvenor *w Exp 11/17/202
(GCMGW)
|
0.0 |
$92k |
|
243k |
0.38 |
Avista Pub Acquisition Corp *w Exp 04/06/202
|
0.0 |
$78k |
|
238k |
0.33 |
Compute Health Acquisitin *w Exp 01/25/202
|
0.0 |
$44k |
|
200k |
0.22 |
Algoma Stl Group *w Exp 10/19/202
(ASTLW)
|
0.0 |
$36k |
|
17k |
2.08 |
Austerlitz Acquisition Corp *w Exp 02/19/202
|
0.0 |
$31k |
|
250k |
0.12 |
Cano Health *w Exp 06/03/202
(CANWQ)
|
0.0 |
$25k |
|
37k |
0.67 |
Butterfly Network *w Exp 02/12/202
(BFLY.WS)
|
0.0 |
$20k |
|
49k |
0.40 |
Katapult Holdings *w Exp 06/09/202
(KPLTW)
|
0.0 |
$15k |
|
100k |
0.15 |
Evo Acquisition Corp *w Exp 01/04/202
|
0.0 |
$11k |
|
150k |
0.07 |
Gelesis Hldgs *w Exp 01/13/202
(GLSWQ)
|
0.0 |
$9.0k |
|
83k |
0.11 |