Akamai Tech Note 0.375% 9/0 (Principal)
|
6.3 |
$72M |
|
65M |
1.10 |
Liberty Media Note 1.375%10/1 (Principal)
|
5.5 |
$63M |
|
46M |
1.36 |
Kaman Corporation Note 3.250% 5/0 (Principal)
|
5.3 |
$61M |
|
60M |
1.02 |
Pioneer Natural Resources Note 0.250% 5/1 (Principal)
|
5.3 |
$60M |
|
37M |
1.62 |
Jazz Investments I Note 2.000% 6/1 (Principal)
|
3.8 |
$43M |
|
37M |
1.16 |
Interdigital Note 2.000% 6/0 (Principal)
|
3.1 |
$36M |
|
33M |
1.08 |
Cnx Resources Note 2.250% 5/0 (Principal)
|
3.0 |
$34M |
|
28M |
1.25 |
Illumina Note 8/1 (Principal)
|
3.0 |
$34M |
|
29M |
1.17 |
Smart Global Holdings Note 2.250% 2/1 (Principal)
|
2.9 |
$33M |
|
25M |
1.31 |
Pebblebrook Hotel Trust Note 1.750%12/1 (Principal)
|
2.4 |
$27M |
|
24M |
1.12 |
Euronet Worldwide Note 0.750% 3/1 (Principal)
|
2.4 |
$27M |
|
24M |
1.11 |
Lumentum Holdings Note 0.500%12/1 (Principal)
|
2.3 |
$26M |
|
24M |
1.10 |
Sea Note 0.250% 9/1 (Principal)
|
2.2 |
$25M |
|
25M |
1.01 |
Air Transport Services Group Note 1.125%10/1 (Principal)
|
2.2 |
$25M |
|
23M |
1.08 |
Parsons Note 0.250% 8/1 (Principal)
|
1.9 |
$22M |
|
22M |
1.01 |
Splunk Note 1.125% 6/1 (Principal)
|
1.8 |
$21M |
|
21M |
1.00 |
Revance Therapeutics Note 1.750% 2/1 (Principal)
|
1.6 |
$18M |
|
16M |
1.15 |
Pinduoduo Note 12/0 (Principal)
|
1.5 |
$17M |
|
18M |
0.93 |
Urban One Cl D Non Vtg
(UONEK)
|
1.4 |
$16M |
|
2.4M |
6.81 |
Middleby Note 1.000% 9/0 (Principal)
|
1.4 |
$16M |
|
12M |
1.43 |
Coupa Software Note 0.375% 6/1 (Principal)
|
1.4 |
$16M |
|
15M |
1.09 |
Hc2 Holdings Note 7.500% 8/0 (Principal)
|
1.3 |
$15M |
|
12M |
1.23 |
Zynga Note 0.250% 6/0 (Principal)
|
1.3 |
$15M |
|
13M |
1.14 |
Winnebago Industries Note 1.500% 4/0 (Principal)
|
1.3 |
$15M |
|
11M |
1.33 |
Nrg Energy DBCV 2.750% 6/0 (Principal)
|
1.3 |
$15M |
|
12M |
1.18 |
Petiq Note 4.000% 6/0 (Principal)
|
1.2 |
$14M |
|
12M |
1.20 |
Flexion Therapeutics Note 3.375% 5/0 (Principal)
|
1.2 |
$14M |
|
16M |
0.89 |
Mesa Laboratories Note 1.375% 8/1 (Principal)
|
1.2 |
$14M |
|
11M |
1.22 |
Ssr Mining Note 2.500% 4/0 (Principal)
|
1.2 |
$13M |
|
12M |
1.14 |
Cumulus Media Com Cl A
(CMLS)
|
1.1 |
$13M |
|
1.0M |
12.32 |
Ringcentral Note 3/1 (Principal)
|
1.1 |
$13M |
|
13M |
0.94 |
Sixth Street Specialty Lending Note 4.500% 8/0 (Principal)
|
1.0 |
$11M |
|
9.6M |
1.19 |
Summit Hotel Properties Note 1.500% 2/1 (Principal)
|
1.0 |
$11M |
|
10M |
1.06 |
1life Healthcare Note 3.000% 6/1 (Principal)
|
0.9 |
$11M |
|
11M |
0.95 |
Western Digital Corp Note 1.500% 2/0 (Principal)
|
0.9 |
$11M |
|
10M |
1.01 |
Helix Energy Solutions Group Note 6.750% 2/1 (Principal)
|
0.9 |
$10M |
|
9.8M |
1.04 |
Akamai Tech Note 0.125% 5/0 (Principal)
|
0.9 |
$10M |
|
8.3M |
1.21 |
Cyberark Software Note 11/1 (Principal)
|
0.9 |
$10M |
|
8.4M |
1.19 |
Solaredge Technologies Note 9/1 (Principal)
|
0.8 |
$9.3M |
|
7.5M |
1.24 |
Braemar Hotels And Resorts
(BHR)
|
0.7 |
$8.4M |
|
1.7M |
4.85 |
Ares Capital Corporation Note 3.750% 2/0 (Principal)
|
0.7 |
$8.4M |
|
7.8M |
1.08 |
Okta Note 0.375% 6/1 (Principal)
|
0.7 |
$8.0M |
|
6.6M |
1.23 |
Insmed Note 0.750% 6/0 (Principal)
|
0.7 |
$7.8M |
|
7.1M |
1.10 |
Blueknight Energy Partners Com Unit
|
0.6 |
$7.3M |
|
2.4M |
3.05 |
Prospect Capital Corporation Note 6.375% 3/0 (Principal)
|
0.6 |
$7.3M |
|
6.6M |
1.10 |
Hope Bancorp Note 2.000% 5/1 (Principal)
|
0.6 |
$6.3M |
|
6.4M |
0.99 |
Clear Channel Outdoor Holdings
(CCO)
|
0.5 |
$6.0M |
|
2.2M |
2.71 |
Neogenomics Note 0.250% 1/1 (Principal)
|
0.5 |
$6.0M |
|
5.9M |
1.01 |
Occidental Petroleum *w Exp 08/03/202
(OXY.WS)
|
0.5 |
$5.9M |
|
500k |
11.80 |
Ares Capital Corp Note 4.625% 3/0 (Principal)
|
0.5 |
$5.7M |
|
5.2M |
1.11 |
Varex Imaging Note 4.000% 6/0 (Principal)
|
0.4 |
$5.0M |
|
3.2M |
1.54 |
Teekay Note 5.000% 1/1 (Principal)
|
0.4 |
$4.8M |
|
4.9M |
0.99 |
Atlas Air Worldwide Holdings Note 1.875% 6/0 (Principal)
|
0.4 |
$4.8M |
|
3.3M |
1.45 |
Southwest Airlines Note 1.250% 5/0 (Principal)
|
0.4 |
$4.6M |
|
3.1M |
1.49 |
Ringcentral Note 3/0 (Principal)
|
0.4 |
$4.4M |
|
4.5M |
0.99 |
Revance Therapeutics
(RVNC)
|
0.3 |
$3.9M |
|
140k |
27.86 |
Cheesecake Factory Note 0.375% 6/1 (Principal)
|
0.3 |
$3.8M |
|
4.0M |
0.95 |
Stride Note 1.125% 9/0 (Principal)
|
0.3 |
$3.8M |
|
3.8M |
1.00 |
Beauty Health *w Exp 05/04/202
|
0.3 |
$3.7M |
|
258k |
14.44 |
Kayne Anderson MLP Investment
(KYN)
|
0.3 |
$3.5M |
|
433k |
8.00 |
Palo Alto Networks Note 0.375% 6/0 (Principal)
|
0.3 |
$3.3M |
|
2.0M |
1.66 |
Splunk Note 0.500% 9/1 (Principal)
|
0.3 |
$3.0M |
|
2.6M |
1.17 |
Landsea Homes Corp
(LSEA)
|
0.2 |
$2.8M |
|
319k |
8.66 |
Palo Alto Networks Note 0.750% 7/0 (Principal)
|
0.2 |
$2.7M |
|
1.5M |
1.82 |
Pagerduty Note 1.250% 7/0 (Principal)
|
0.2 |
$2.6M |
|
2.0M |
1.28 |
Usa Compression Partners Comunit Ltdpar
(USAC)
|
0.2 |
$2.5M |
|
152k |
16.57 |
Spirit Airlines Note 1.000% 5/1 (Principal)
|
0.2 |
$2.4M |
|
2.5M |
0.95 |
National Vision Holdings Note 2.500% 5/1 (Principal)
|
0.2 |
$2.4M |
|
1.3M |
1.92 |
Antero Midstream Corp antero midstream
(AM)
|
0.2 |
$2.3M |
|
225k |
10.42 |
Flexion Therapeutics
|
0.2 |
$2.2M |
|
369k |
6.10 |
Kayne Anderson Mdstm Energy
|
0.2 |
$2.1M |
|
295k |
7.28 |
Simplify Interest Rate Hedge Simplify Interst
(PFIX)
|
0.2 |
$2.1M |
|
52k |
40.66 |
Alight *w Exp 05/26/202
|
0.2 |
$2.1M |
|
690k |
3.09 |
Meritor Note 3.250%10/1 (Principal)
|
0.2 |
$2.1M |
|
2.0M |
1.06 |
Vishay Intertechnology Note 2.250% 6/1 (Principal)
|
0.2 |
$2.1M |
|
2.0M |
1.03 |
Liberty Latin America Note 2.000% 7/1 (Principal)
|
0.2 |
$2.0M |
|
2.0M |
1.02 |
Nevro Corp Note 2.750% 4/0 (Principal)
|
0.2 |
$2.0M |
|
1.5M |
1.35 |
KBR Note 2.500%11/0 (Principal)
|
0.2 |
$2.0M |
|
1.3M |
1.61 |
Nuveen Credit Strategies Income Fund Com Shs (Principal)
(JQC)
|
0.2 |
$1.9M |
|
291k |
6.56 |
Digitalbridge Group Note 5.000% 4/1 (Principal)
|
0.2 |
$1.9M |
|
1.9M |
1.03 |
Baozun Note 1.625% 5/0 (Principal)
|
0.2 |
$1.9M |
|
2.0M |
0.93 |
Gdl Fund Com Sh Ben It
(GDL)
|
0.2 |
$1.8M |
|
203k |
8.98 |
Harmonic DBCV 2.000% 9/0 (Principal)
|
0.2 |
$1.8M |
|
1.5M |
1.22 |
New York Community Bancorp Trust Unit 11/01/2051
(NYCB.PU)
|
0.2 |
$1.8M |
|
34k |
53.11 |
Eventbrite Note 5.000%12/0 (Principal)
|
0.2 |
$1.7M |
|
1.0M |
1.74 |
Hostess Brands *w Exp 11/04/202
|
0.2 |
$1.7M |
|
579k |
2.99 |
Nuvasive Note 0.375% 3/1 (Principal)
|
0.1 |
$1.7M |
|
1.7M |
0.97 |
Integra Lifesciences Holdings Note 0.500% 8/1 (Principal)
|
0.1 |
$1.7M |
|
1.5M |
1.11 |
Shopify Note 0.125%11/0 (Principal)
|
0.1 |
$1.6M |
|
1.3M |
1.23 |
Pacira Biosciences Note 0.750% 8/0 (Principal)
|
0.1 |
$1.6M |
|
1.5M |
1.08 |
Splunk Note 1.125% 9/1 (Principal)
|
0.1 |
$1.6M |
|
1.3M |
1.22 |
Marriott Vacations Worldwide Corp Note 1.500% 9/1 (Principal)
|
0.1 |
$1.6M |
|
1.3M |
1.18 |
Nisource Unit 12/01/2023 (Principal)
|
0.1 |
$1.5M |
|
15k |
103.91 |
Ugi Unit 99/99/9999 (Principal)
|
0.1 |
$1.5M |
|
15k |
99.73 |
Corenergy Infrastructure Trust Note 5.875% 8/1 (Principal)
|
0.1 |
$1.5M |
|
1.6M |
0.94 |
Algonquin Power And Utilities Unit 99/99/9999 (Principal)
(AQNU)
|
0.1 |
$1.3M |
|
28k |
48.63 |
Knowles Corp Note 3.250%11/0 (Principal)
|
0.1 |
$1.3M |
|
1.3M |
1.03 |
Oil States International Note 1.500% 2/1 (Principal)
|
0.1 |
$1.3M |
|
1.4M |
0.94 |
Eos Energy Enterprises *w Exp 05/06/202
(EOSEW)
|
0.1 |
$1.3M |
|
253k |
4.99 |
Ship Finance International Note 4.875% 5/0 (Principal)
|
0.1 |
$1.2M |
|
1.2M |
1.01 |
Austerlitz Acquisition *w Exp 02/19/202
(AUSCF)
|
0.1 |
$1.2M |
|
726k |
1.67 |
Us Ecology *w Exp 10/17/202
|
0.1 |
$1.2M |
|
218k |
5.52 |
Apollo Commercial Real Estate Finance Note 5.375%10/1 (Principal)
|
0.1 |
$1.2M |
|
1.2M |
1.02 |
Theravance Biopharma Note 3.250%11/0 (Principal)
|
0.1 |
$1.2M |
|
1.3M |
0.93 |
Nabors Industries Note 0.750% 1/1 (Principal)
|
0.1 |
$1.1M |
|
1.3M |
0.90 |
First Majestic Silver Note 1.875% 3/0 (Principal)
|
0.1 |
$1.1M |
|
846k |
1.30 |
Trip.com Group Debt 1.500% 7/0 (Principal)
|
0.1 |
$1.1M |
|
850k |
1.28 |
Omeros Note 5.250% 2/1 (Principal)
|
0.1 |
$1.1M |
|
1.0M |
1.07 |
Transocean Deb 0.500% 1/3 (Principal)
|
0.1 |
$1.1M |
|
1.3M |
0.85 |
Silicon Laboratories Note 0.625% 6/1 (Principal)
|
0.1 |
$1.0M |
|
790k |
1.29 |
Booking Holdings Note 0.750% 5/0 (Principal)
|
0.1 |
$1.0M |
|
678k |
1.49 |
Team Note 5.000% 8/0 (Principal)
|
0.1 |
$1.0M |
|
1.0M |
0.96 |
Salient Midstream & Mlp Fund Sh Ben Int
|
0.1 |
$995k |
|
157k |
6.35 |
Liberty Interactive Deb 3.750% 2/1 (Principal)
|
0.1 |
$987k |
|
1.3M |
0.78 |
Dish Network Note 2.375% 3/1 (Principal)
|
0.1 |
$978k |
|
1.0M |
0.98 |
Ironnet *w Exp 08/26/202
|
0.1 |
$927k |
|
204k |
4.55 |
Intercept Pharmaceuticals Note 3.250% 7/0 (Principal)
|
0.1 |
$907k |
|
1.0M |
0.91 |
Sofi Technologies *w Exp 05/28/202
|
0.1 |
$874k |
|
140k |
6.24 |
Joyy Note 0.750% 6/1 (Principal)
|
0.1 |
$809k |
|
860k |
0.94 |
Paysafe *w Exp 03/30/202
(PSFE.WS)
|
0.1 |
$750k |
|
404k |
1.86 |
Helix Energy Solutions Group Note 4.250% 5/0 (Principal)
|
0.1 |
$750k |
|
750k |
1.00 |
Landsea Homes *w Exp 01/07/202
(LSEAW)
|
0.1 |
$714k |
|
2.9M |
0.24 |
Theravance Biopharma
(TBPH)
|
0.1 |
$678k |
|
92k |
7.40 |
Finance Of America Companies *w Exp 04/08/202
(FOACW)
|
0.1 |
$650k |
|
1.0M |
0.64 |
Cano Health *w Exp 06/03/202
(CANWQ)
|
0.0 |
$536k |
|
130k |
4.14 |
Mfa Financial Note 6.250% 6/1 (Principal)
|
0.0 |
$532k |
|
518k |
1.03 |
BlackRock Floating Rate Income Strat. Fn
(FRA)
|
0.0 |
$511k |
|
38k |
13.35 |
Supernus Pharmaceuticals Note 0.625% 4/0 (Principal)
|
0.0 |
$492k |
|
500k |
0.98 |
Butterfly Network *w Exp 02/12/202
(BFLY.WS)
|
0.0 |
$487k |
|
174k |
2.79 |
Nuveen Floating Rate Income Opportunity Fund Com Shs
|
0.0 |
$462k |
|
46k |
9.99 |
Curiositystream *w Exp 10/14/202
(CURIW)
|
0.0 |
$444k |
|
150k |
2.96 |
Freyr Battery *w Exp 10/31/202
|
0.0 |
$388k |
|
140k |
2.78 |
Wm Technology *w Exp 06/16/202
(MAPSW)
|
0.0 |
$346k |
|
73k |
4.77 |
Enterprise Products Partners
(EPD)
|
0.0 |
$318k |
|
15k |
21.62 |
Conmed Corp Note 2.625% 2/0 (Principal)
|
0.0 |
$310k |
|
200k |
1.55 |
Wix.com Note 8/1 (Principal)
|
0.0 |
$290k |
|
300k |
0.97 |
Willscot Mobile Mini Holdings Com Cl A
(WSC)
|
0.0 |
$269k |
|
8.5k |
31.76 |
Apollo Sr Floating Rate Fd I
(AFT)
|
0.0 |
$229k |
|
15k |
15.79 |
Genesis Energy Unit Ltd Partn
(GEL)
|
0.0 |
$204k |
|
21k |
9.95 |
Weatherford Int'l Ord Shs
(WFRD)
|
0.0 |
$187k |
|
9.5k |
19.66 |
The Metals Company *w Exp 09/09/202
(TMCWW)
|
0.0 |
$181k |
|
188k |
0.97 |
Jasper Therapeutics *w Exp 12/01/202
(JSPRW)
|
0.0 |
$178k |
|
125k |
1.42 |
Daseke *w Exp 02/27/202
|
0.0 |
$128k |
|
621k |
0.21 |
Jazz Investments I Note 1.500% 8/1 (Principal)
|
0.0 |
$122k |
|
120k |
1.02 |
Forum Energy Technologies Note 9.000% 8/0 (Principal)
|
0.0 |
$89k |
|
92k |
0.96 |
Helix Energy Solutions
(HLX)
|
0.0 |
$78k |
|
20k |
3.90 |
Pioneer Floating Rate Trust
(PHD)
|
0.0 |
$75k |
|
6.5k |
11.52 |
Nuveen Sht Dur Cr Opp
|
0.0 |
$45k |
|
3.0k |
14.97 |
Mudrick Capital Acquisition *w Exp 09/10/202
|
0.0 |
$13k |
|
22k |
0.60 |
Lion Electric *w Exp 05/06/202
(LEV.WS)
|
0.0 |
$12k |
|
3.4k |
3.52 |
Nuveen Floating Rate Income Fund
(JFR)
|
0.0 |
$10k |
|
1.0k |
10.00 |
Pershing Square Tontine *w Exp 07/24/202
|
0.0 |
$8.0k |
|
6.6k |
1.21 |
Skillsoft *w Exp 06/11/202
(SKILW)
|
0.0 |
$4.0k |
|
1.5k |
2.67 |
Purecycle Technologies *w Exp 03/17/202
(PCTTW)
|
0.0 |
$2.0k |
|
300.00 |
6.67 |