CIK: 0001097278 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 15, 2022
Total Value ($000): $5,516,818 (14.7% shares, 85.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BANK OF AMERICA CORP | 161,112 | $189,387 | 3.4% | $1417.80 | — | CONV PFD | 060505682 |
| — | SOUTHWEST AIRLINES CO | 136,241,000 | $156,030 | 2.8% | $1.22 | — | CONV | 844741BG2 |
| — | BOOKING HOLDINGS INC | 117,496,000 | $141,735 | 2.6% | $1.41 | — | CONV | 09857LAN8 |
| — | WELLS FARGO & COMPANY | 117,009 | $137,053 | 2.5% | $1389.08 | — | CONV PFD | 949746804 |
| — | FORD MOTOR COMPANY | 131,749,000 | $121,143 | 2.2% | $1.13 | — | CONV | 345370CZ1 |
| — | WESTERN DIGITAL CORP | 111,607,000 | $106,249 | 1.9% | $0.97 | — | CONV | 958102AP0 |
| — | PIONEER NATURAL RESOURCE | 42,377,000 | $92,000 | 1.7% | $1.60 | — | CONV | 723787AP2 |
| — | EQT CORP | 31,934,000 | $88,161 | 1.6% | $2.30 | — | CONV | 26884LAK5 |
| — | SPLUNK INC | 94,126,000 | $83,059 | 1.5% | $1.11 | — | CONV | 848637AD6 |
| — | TWITTER INC | 87,975,000 | $80,974 | 1.5% | $0.91 | — | CONV | 90184LAN2 |
| — | EXPEDIA GROUP INC | 92,856,000 | $80,778 | 1.5% | $1.22 | — | CONV | 30212PBE4 |
| — | ILLUMINA INC | 83,639,000 | $80,296 | 1.5% | $1.04 | — | CONV | 452327AK5 |
| — | NEXTERA ENERGY INC | 1,476,675 | $71,877 | 1.3% | $49.66 | — | CONV PFD | 65339F739 |
| — | PALO ALTO NETWORKS | 41,830,000 | $70,902 | 1.3% | $1.45 | — | CONV | 697435AF2 |
| — | SNAP INC | 81,142,000 | $70,046 | 1.3% | $1.03 | — | CONV | 83304AAB2 |
| — | KKR & CO INC | 1,245,181 | $67,984 | 1.2% | $88.58 | — | CONV PFD | 48251W401 |
| — | AIRBNB INC | 80,101,000 | $66,724 | 1.2% | $0.92 | — | CONV | 009066AB7 |
| — | FIVE9 INC | 73,022,000 | $66,414 | 1.2% | $1.09 | — | CONV | 338307AD3 |
| — | TYLER TECHNOLOGIES INC | 69,210,000 | $65,750 | 1.2% | $1.02 | — | CONV | 902252AB1 |
| SPY | SPDR S&P 500 ETF Trust | 175,000 | $62,507 | 1.1% | $377.26 | — | Put | 78462F103 |
| — | BLOCK INC | 67,546,000 | $61,551 | 1.1% | $1.27 | — | CONV | 852234AF0 |
| — | NISOURCE INC | 607,632 | $61,006 | 1.1% | $104.21 | — | CONV PFD | 65473P121 |
| — | DEXCOM INC | 64,568,000 | $59,806 | 1.1% | $1.05 | — | CONV | 252131AK3 |
| — | AKAMAI TECHNOLOGIES INC | 63,907,000 | $59,785 | 1.1% | $1.11 | — | CONV | 00971TAL5 |
| — | JAZZ INVESTMENTS I LTD | 55,501,000 | $59,664 | 1.1% | $1.22 | — | CONV | 472145AF8 |
| — | JETBLUE AIRWAYS CORP | 82,687,000 | $59,121 | 1.1% | $0.74 | — | CONV | 477143AP6 |
| — | DROPBOX INC | 67,755,000 | $57,931 | 1.1% | $0.94 | — | CONV | 26210CAD6 |
| — | BURLINGTON STORES INC | 60,273,000 | $57,561 | 1.0% | $1.01 | — | CONV | 122017AB2 |
| — | ELEVANCE HEALTH INC | 8,676,000 | $56,131 | 1.0% | $2.38 | — | CONV | 94973VBG1 |
| — | EURONET WORLDWIDE INC | 60,708,000 | $55,166 | 1.0% | $0.94 | — | CONV | 298736AL3 |
| — | DISH NETWORK CORP | 79,430,000 | $54,846 | 1.0% | $0.97 | — | CONV | 25470MAB5 |
| — | BLACKLINE INC | 66,668,000 | $54,268 | 1.0% | $0.83 | — | CONV | 09239BAD1 |
| — | PEBBLEBROOK HOTEL TRUST | 61,805,000 | $53,029 | 1.0% | $1.07 | — | CONV | 70509VAA8 |
| — | SHIFT4 PAYMENTS INC | 59,592,000 | $52,888 | 1.0% | $1.04 | — | CONV | 82452JAB5 |
| — | MARRIOTT VACATION WORLDW | 55,107,000 | $50,915 | 0.9% | $1.00 | — | CONV | 57164YAD9 |
| — | AMERICAN ELECTRIC POWER | 1,025,425 | $50,902 | 0.9% | $50.15 | — | CONV PFD | 02557T307 |
| — | LYFT INC | 58,770,000 | $50,395 | 0.9% | $1.01 | — | CONV | 55087PAB0 |
| — | HAEMONETICS CORP | 60,765,000 | $48,609 | 0.9% | $0.83 | — | CONV | 405024AB6 |
| — | HERBALIFE LTD | 53,410,000 | $48,443 | 0.9% | $0.96 | — | CONV | 42703MAD5 |
| — | CLOUDFLARE INC | 59,694,000 | $46,681 | 0.8% | $0.78 | — | CONV | 18915MAC1 |
| — | SPIRIT AIRLINES INC | 54,179,000 | $46,404 | 0.8% | $0.95 | — | CONV | 848577AB8 |
| — | ALTERYX INC | 55,113,000 | $44,917 | 0.8% | $0.92 | — | CONV | 02156BAF0 |
| — | RINGCENTRAL INC | 57,815,000 | $44,749 | 0.8% | $0.88 | — | CONV | 76680RAH0 |
| — | UBER TECHNOLOGIES INC | 51,014,000 | $42,592 | 0.8% | $0.98 | — | CONV | 90353TAJ9 |
| — | ITRON INC | 54,058,000 | $42,490 | 0.8% | $0.85 | — | CONV | 465741AN6 |
| — | EXACT SCIENCES CORP | 65,176,000 | $41,550 | 0.8% | $0.98 | — | CONV | 30063PAC9 |
| — | ZSCALER INC. | 32,133,000 | $41,082 | 0.7% | $1.50 | — | CONV | 98980GAB8 |
| — | SPLUNK INC | 51,871,000 | $41,070 | 0.7% | $0.93 | — | CONV | 848637AF1 |
| — | Q2 HOLDINGS INC | 50,739,000 | $40,363 | 0.7% | $1.04 | — | CONV | 74736LAD1 |
| — | ZILLOW GROUP INC | 42,461,000 | $38,809 | 0.7% | $1.02 | — | CONV | 98954MAH4 |
| — | DRAFTKINGS HOLDINGS INC | 58,296,000 | $38,209 | 0.7% | $0.69 | — | CONV | 26142RAB0 |
| — | CHEGG INC | 43,893,000 | $38,143 | 0.7% | $0.94 | — | CONV | 163092AD1 |
| — | COUPA SOFTWARE INC | 48,853,000 | $37,788 | 0.7% | $0.88 | — | CONV | 22266LAF3 |
| — | OAK STREET HEALTH INC | 46,837,000 | $36,322 | 0.7% | $0.78 | — | CONV | 67181AAB3 |
| — | UPWORK INC | 49,293,000 | $36,233 | 0.7% | $0.74 | — | CONV | 91688FAB0 |
| — | BLOCK INC | 49,538,000 | $35,667 | 0.6% | $1.06 | — | CONV | 852234AK9 |
| — | OKTA INC | 44,970,000 | $35,144 | 0.6% | $1.06 | — | CONV | 679295AF2 |
| — | BIOMARIN PHARMACEUTICAL | 33,845,000 | $33,619 | 0.6% | $1.04 | — | CONV | 09061GAH4 |
| — | BIOMARIN PHARMACEUTICAL | 33,534,000 | $33,470 | 0.6% | $1.01 | — | CONV | 09061GAK7 |
| — | LIBERTY MEDIA CORP | 27,469,000 | $33,031 | 0.6% | $1.06 | — | CONV | 531229AB8 |
| — | LIVEPERSON INC | 46,552,000 | $31,811 | 0.6% | $0.84 | — | CONV | 538146AD3 |
| — | MONGODB INC | 27,027,000 | $31,615 | 0.6% | $1.29 | — | CONV | 60937PAD8 |
| — | DROPBOX INC | 35,877,000 | $31,374 | 0.6% | $0.94 | — | CONV | 26210CAC8 |
| — | ARES CAPITAL CORP | 30,439,000 | $31,219 | 0.6% | $1.00 | — | CONV | 04010LAW3 |
| — | BENTLEY SYSTEMS INC | 37,035,000 | $31,091 | 0.6% | $0.98 | — | CONV | 08265TAB5 |
| — | SHIFT4 PAYMENTS INC | 39,464,000 | $30,313 | 0.5% | $0.77 | — | CONV | 82452JAD1 |
| — | CYBERARK SOFTWARE LTD | 26,243,000 | $29,983 | 0.5% | $1.16 | — | CONV | 23248VAB1 |
| — | SUMMIT HOTEL PROPERTIES | 35,555,000 | $29,653 | 0.5% | $1.10 | — | CONV | 866082AA8 |
| — | CHEESECAKE FACTORY (THE) | 37,974,000 | $29,549 | 0.5% | $0.95 | — | CONV | 163072AA9 |
| — | TELADOC HEALTH INC | 39,313,000 | $28,946 | 0.5% | $1.04 | — | CONV | 87918AAF2 |
| — | RINGCENTRAL INC | 33,832,000 | $28,630 | 0.5% | $1.09 | — | CONV | 76680RAF4 |
| — | NUVASIVE INC | 32,252,000 | $28,200 | 0.5% | $1.02 | — | CONV | 670704AJ4 |
| — | ETSY INC | 35,668,000 | $27,768 | 0.5% | $0.75 | — | CONV | 29786AAN6 |
| — | CRACKER BARREL OLD COUNT | 33,250,000 | $27,740 | 0.5% | $0.82 | — | CONV | 22410JAB2 |
| — | SAREPTA THERAPEUTICS INC | 26,438,000 | $27,350 | 0.5% | $1.03 | — | CONV | 803607AC4 |
| — | BENTLEY SYSTEMS | 35,500,000 | $26,927 | 0.5% | $0.76 | — | CONV | 08265TAD1 |
| — | CINEMARK HOLDINGS INC | 23,067,000 | $25,985 | 0.5% | $1.36 | — | CONV | 17243VAB8 |
| — | STARWOOD PROPERTY TRUST | 26,112,000 | $25,443 | 0.5% | $1.01 | — | CONV | 85571BAH8 |
| — | HALOZYME THERAPEUTICS IN | 29,500,000 | $25,112 | 0.5% | $0.88 | — | CONV | 40637HAD1 |
| — | REDWOOD TRUST INC | 25,162,000 | $24,847 | 0.5% | $1.01 | — | CONV | 758075AC9 |
| — | INSULET CORPORATION | 20,809,000 | $24,627 | 0.4% | $1.30 | — | CONV | 45784PAK7 |
| — | NEOGENOMICS INC | 27,824,000 | $24,318 | 0.4% | $0.85 | — | CONV | 64049MAA8 |
| — | VIAVI SOLUTIONS INC | 21,481,000 | $24,107 | 0.4% | $1.15 | — | CONV | 925550AB1 |
| — | BOSTON SCIENTIFIC CORP | 233,351 | $23,942 | 0.4% | $113.21 | — | CONV PFD | 101137206 |
| — | VAIL RESORTS INC | 26,595,000 | $23,287 | 0.4% | $0.94 | — | CONV | 91879QAN9 |
| — | MIDDLEBY CORP | 20,281,000 | $23,232 | 0.4% | $1.33 | — | CONV | 596278AB7 |
| — | AMERICAN AIRLINES GROUP | 22,652,000 | $22,958 | 0.4% | $1.21 | — | CONV | 02376RAF9 |
| — | NEW MOUNTAIN FINANCE COR | 23,114,000 | $22,883 | 0.4% | $1.04 | — | CONV | 647551AC4 |
| — | PENN ENTERTAINMENT INC | 16,266,000 | $22,846 | 0.4% | $2.35 | — | CONV | 707569AU3 |
| — | DANAHER CORP | 16,986 | $22,821 | 0.4% | $1751.34 | — | CONV PFD | 235851409 |
| — | NCL CORPORATION LTD | 22,784,000 | $22,476 | 0.4% | $1.42 | — | CONV | 62886HAX9 |
| — | EVERBRIDGE INC | 25,006,000 | $22,099 | 0.4% | $0.95 | — | CONV | 29978AAC8 |
| — | NEOGENOMICS INC | 33,421,000 | $21,735 | 0.4% | $0.86 | — | CONV | 64049MAB6 |
| — | OKTA INC | 24,274,000 | $20,390 | 0.4% | $1.11 | — | CONV | 679295AD7 |
| — | APTIV PLC | 212,279 | $20,107 | 0.4% | $100.26 | — | CONV PFD | EP0589507 |
| — | AVALARA INC | 20,500,000 | $19,926 | 0.4% | $0.97 | — | CONV | 05338GAB2 |
| — | IONIS PHARMACEUTICALS IN | 20,000,000 | $19,863 | 0.4% | $0.91 | — | CONV | 462222AD2 |
| — | VERINT SYSTEMS INC | 23,150,000 | $19,319 | 0.4% | $0.91 | — | CONV | 92343XAC4 |
| — | NRG ENERGY INC | 18,021,000 | $19,273 | 0.3% | $1.12 | — | CONV | 629377CG5 |
| — | ETSY INC | 20,731,000 | $18,316 | 0.3% | $1.00 | — | CONV | 29786AAL0 |
| — | LIVE NATION ENTERTAINMEN | 18,278,000 | $18,168 | 0.3% | $1.02 | — | CONV | 538034AU3 |
| — | DISH NETWORK CORP | 27,295,000 | $18,042 | 0.3% | $0.98 | — | CONV | 25470MAF6 |
| — | HEALTH CATALYST INC | 20,930,000 | $17,869 | 0.3% | $1.06 | — | CONV | 42225TAB3 |
| — | STANLEY BLACK & DECKER I | 361,966 | $17,668 | 0.3% | $94.98 | — | CONV PFD | 854502846 |
| — | LCI INDUSTRIES | 20,135,000 | $17,296 | 0.3% | $1.02 | — | CONV | 501812AB7 |
| — | IMAX CORP | 20,701,000 | $17,157 | 0.3% | $0.89 | — | CONV | 45245EAJ8 |
| — | LUMENTUM HOLDINGS INC | 18,070,000 | $16,941 | 0.3% | $1.20 | — | CONV | 55024UAD1 |
| — | EVOLENT HEALTH INC | 13,014,000 | $16,456 | 0.3% | $0.94 | — | CONV | 30050BAD3 |
| — | ENPHASE ENERGY INC | 13,273,000 | $15,821 | 0.3% | $1.04 | — | CONV | 29355AAK3 |
| — | BILL.COM HOLDINGS INC | 14,194,000 | $15,642 | 0.3% | $1.05 | — | CONV | 090043AB6 |
| — | AES CORP/THE | 177,501 | $15,641 | 0.3% | $101.79 | — | CONV PFD | 00130H204 |
| — | PRA GROUP INC | 15,863,000 | $15,609 | 0.3% | $1.06 | — | CONV | 69354NAB2 |
| — | CNX RESOURCES CORP | 11,177,000 | $15,530 | 0.3% | $1.38 | — | CONV | 12653CAG3 |
| — | IONIS PHARMACEUTICALS IN | 16,518,000 | $15,020 | 0.3% | $0.97 | — | CONV | 462222AB6 |
| — | RAPID7 INC | 19,175,000 | $14,643 | 0.3% | $1.04 | — | CONV | 753422AF1 |
| — | LENDINGTREE INC | 20,039,000 | $14,386 | 0.3% | $0.85 | — | CONV | 52603BAD9 |
| — | BLACKSTONE MORTGAGE TR | 16,467,000 | $14,048 | 0.3% | $0.91 | — | CONV | 09257WAE0 |
| — | HUBSPOT INC | 11,804,000 | $13,982 | 0.3% | $1.52 | — | CONV | 443573AD2 |
| — | SILICON LABORATORIES INC | 11,761,000 | $13,981 | 0.3% | $1.19 | — | CONV | 826919AD4 |
| — | M/A-COM TECH SOLUTIONS | 13,981,000 | $13,195 | 0.2% | $0.87 | — | CONV | 55405YAB6 |
| — | PARSONS CORP | 12,706,000 | $13,138 | 0.2% | $1.00 | — | CONV | 70202LAB8 |
| — | REALOGY GROUP/CO-ISSUER | 18,542,000 | $13,035 | 0.2% | $0.72 | — | CONV | 75606DAP6 |
| — | OMNICELL INC | 11,712,000 | $12,485 | 0.2% | $1.41 | — | CONV | 68213NAD1 |
| — | WOLFSPEED INC | 5,400,000 | $12,228 | 0.2% | $2.17 | — | CONV | 225447AD3 |
| — | NUVASIVE INC | 12,600,000 | $12,222 | 0.2% | $0.97 | — | CONV | 670704AL9 |
| — | DTE ENERGY CO | 235,177 | $11,794 | 0.2% | $50.80 | — | CONV PFD | 233331842 |
| — | ZILLOW GROUP INC | 11,303,000 | $11,275 | 0.2% | $1.84 | — | CONV | 98954MAE1 |
| — | BLOOM ENERGY CORP | 8,017,000 | $11,188 | 0.2% | $1.41 | — | CONV | 093712AH0 |
| — | DEXCOM INC | 5,234,000 | $10,395 | 0.2% | $1.92 | — | CONV | 252131AH0 |
| — | NICE LTD | 10,825,000 | $10,029 | 0.2% | $1.06 | — | CONV | 653656AB4 |
| — | SABRE GLBL INC | 10,293,000 | $9,920 | 0.2% | $1.65 | — | CONV | 78573NAE2 |
| — | REPLIGEN CORP | 5,480,000 | $9,494 | 0.2% | $1.58 | — | CONV | 759916AB5 |
| — | SNAP INC | 10,296,000 | $9,405 | 0.2% | $1.79 | — | CONV | 83304AAD8 |
| — | PROS HOLDINGS INC | 10,166,000 | $9,404 | 0.2% | $1.05 | — | CONV | 74346YAH6 |
| — | UNITED STATES STEEL CORP | 5,850,000 | $8,989 | 0.2% | $1.56 | — | CONV | 912909AT5 |
| SPY | SPDR S&P 500 ETF Trust | 25,000 | $8,930 | 0.2% | $377.26 | — | Call | 78462F103 |
| — | TWITTER INC | 8,769,000 | $8,918 | 0.2% | $1.01 | — | CONV | 90184LAF9 |
| — | INTEGRA LIFESCIENCES HLD | 10,084,000 | $8,845 | 0.2% | $1.12 | — | CONV | 457985AM1 |
| — | NY COMMUNITY CAP TRUST V | 204,068 | $8,815 | 0.2% | $44.71 | — | CONV PFD | 64944P307 |
| — | EXACT SCIENCES CORP | 11,764,000 | $8,198 | 0.1% | $1.17 | — | CONV | 30063PAB1 |
| — | ALTERYX INC | 8,439,000 | $7,595 | 0.1% | $0.90 | — | CONV | 02156BAD5 |
| — | ATI INC | 4,060,000 | $7,407 | 0.1% | $1.35 | — | CONV | 01741RAK8 |
| — | PERMIAN RESOURC OPTG LLC | 5,506,000 | $7,389 | 0.1% | $1.25 | — | CONV | 15136AAA0 |
| — | CHEFS' WAREHOUSE THE | 7,327,000 | $7,217 | 0.1% | $1.02 | — | CONV | 163086AB7 |
| — | LIVONGO HEALTH | 8,594,000 | $7,210 | 0.1% | $1.07 | — | CONV | 539183AA1 |
| — | REDWOOD TRUST INC | 7,837,000 | $7,112 | 0.1% | $1.01 | — | CONV | 758075AD7 |
| — | NEXTERA ENERGY INC | 142,695 | $7,109 | 0.1% | $43.91 | — | CONV PFD | 65339F770 |
| — | BLACKSTONE MORTGAGE TR | 6,709,000 | $6,684 | 0.1% | $1.01 | — | CONV | 09257WAC4 |
| — | AKAMAI TECHNOLOGIES INC | 6,500,000 | $6,637 | 0.1% | $1.10 | — | CONV | 00971TAJ0 |
| — | COUPA SOFTWARE INC | 7,700,000 | $6,533 | 0.1% | $0.98 | — | CONV | 22266LAC0 |
| — | SOLAR EDGE TECHNOLOGIES | 5,948,000 | $6,504 | 0.1% | $1.22 | — | CONV | 83417MAD6 |
| — | SPLUNK INC | 6,471,000 | $6,183 | 0.1% | $1.17 | — | CONV | 848637AC8 |
| — | SHOPIFY INC | 7,454,000 | $6,131 | 0.1% | $0.97 | — | CONV | 82509LAA5 |
| — | ON SEMICONDUCTOR CORP | 4,500,000 | $5,956 | 0.1% | $1.16 | — | CONV | 682189AS4 |
| — | KAMAN CORP | 6,175,000 | $5,826 | 0.1% | $1.11 | — | CONV | 483548AF0 |
| — | WINNEBAGO INDUSTRIES | 5,400,000 | $5,673 | 0.1% | $1.09 | — | CONV | 974637AB6 |
| — | APOLLO CMMRL REAL EST FI | 4,998,000 | $4,914 | 0.1% | $1.02 | — | CONV | 03762UAC9 |
| — | NATIONAL VISION HOLDINGS | 3,930,000 | $4,878 | 0.1% | $1.77 | — | CONV | 63845RAB3 |
| — | COHERUS BIOSCIENCES INC | 6,144,000 | $4,861 | 0.1% | $0.79 | — | CONV | 19249HAB9 |
| — | ZILLOW GROUP INC | 4,870,000 | $4,756 | 0.1% | $0.98 | — | CONV | 98954MAG6 |
| — | DOCUSIGN INC | 5,000,000 | $4,690 | 0.1% | $0.93 | — | CONV | 256163AD8 |
| — | VISHAY INTERTECHNOLOGY | 4,872,000 | $4,540 | 0.1% | $0.95 | — | CONV | 928298AP3 |
| — | H WORLD GROUP LTD | 3,600,000 | $3,954 | 0.1% | $1.07 | — | CONV | 44332NAB2 |
| — | Luminar Technologies Inc | 500,000 | $3,643 | 0.1% | $5.93 | — | Put | 550424105 |
| — | LUMENTUM HOLDINGS INC | 2,800,000 | $3,448 | 0.1% | $1.39 | — | CONV | 55024UAB5 |
| — | SEA LTD | 4,392,000 | $3,063 | 0.1% | $1.01 | — | CONV | 81141RAG5 |
| — | AIR TRANSPORT SERVICES G | 3,000,000 | $3,008 | 0.1% | $1.00 | — | CONV | 00922RAB1 |
| ENPH | Enphase Energy Inc | 10,019 | $2,780 | 0.1% | $265.60 | +1.6% | COM | 29355A107 |
| — | EXACT SCIENCES CORP | 3,000,000 | $2,681 | 0.0% | $1.13 | — | CONV | 30063PAA3 |
| VLO | Valero Energy Corp | 25,000 | $2,671 | 0.0% | $105.92 | -6.2% | COM | 91913Y100 |
| — | ROYAL CARIBBEAN CRUISES | 2,792,000 | $2,623 | 0.0% | $1.18 | — | CONV | 780153BF8 |
| — | MAKEMYTRIP LIMITED | 2,478,000 | $2,606 | 0.0% | $1.00 | — | CONV | 56087FAB0 |
| — | NEW RELIC INC | 2,184,000 | $2,134 | 0.0% | $0.98 | — | CONV | 64829BAB6 |
| COP | ConocoPhillips | 20,000 | $2,047 | 0.0% | $42.04 | +109.8% | COM | 20825C104 |
| — | SEA LTD | 2,000,000 | $1,983 | 0.0% | $1.11 | — | CONV | 81141RAF7 |
| — | BRAEMAR HOTELS & RESORTS | 2,040,000 | $1,957 | 0.0% | $1.02 | — | CONV | 10482BAB7 |
| IBM | IBM | 15,000 | $1,782 | 0.0% | $115.64 | 0.0% | COM | 459200101 |
| AFRM | Affirm Holdings Inc | 95,000 | $1,782 | 0.0% | — | — | Put | 00827B106 |
| NIO | NIO Inc | 100,000 | $1,577 | 0.0% | — | — | Put | 62914V106 |
| — | ALGONQUIN PWR & UTILITIES CORP | 40,000 | $1,510 | 0.0% | $37.75 | — | CONV PFD | 015857873 |
| — | TRAVERE THERAPEUTICS INC | 1,450,000 | $1,483 | 0.0% | $1.02 | — | CONV | 89422GAA5 |
| — | Cano Health Inc | 150,000 | $1,301 | 0.0% | — | — | Call | 13781Y103 |
| UPST | Upstart Holdings Inc | 60,000 | $1,247 | 0.0% | — | — | Put | 91680M107 |
| OXY | Occidental Petroleum Corp | 20,000 | $1,229 | 0.0% | $58.13 | +4.4% | COM | 674599105 |
| MCHP | Microchip Technology Inc | 20,000 | $1,221 | 0.0% | $60.87 | -0.4% | Call | 595017104 |
| — | GREENBRIER COS INC | 1,540,000 | $1,216 | 0.0% | $0.94 | — | CONV | 393657AM3 |
| AAL | American Airlines Group Inc | 100,000 | $1,204 | 0.0% | $13.94 | 0.0% | Put | 02376R102 |
| NCLH | Norwegian Cruise Line Holdings | 100,000 | $1,136 | 0.0% | $16.76 | -21.4% | Put | G66721104 |
| — | Sunnova Energy International I | 42,981 | $949 | 0.0% | $22.08 | — | COM | 86745K104 |
| EQT | EQT Corp | 20,000 | $815 | 0.0% | $39.03 | +5.6% | COM | 26884L109 |
| — | BECTON DICKINSON AND CO | 16,778 | $786 | 0.0% | $52.37 | — | CONV PFD | 075887406 |
| — | NIO INC | 951,000 | $718 | 0.0% | $0.81 | — | CONV | 62914VAF3 |
| — | NIO INC | 720,000 | $640 | 0.0% | $0.85 | — | CONV | 62914VAE6 |
| — | Advent Convertible and Income | 59,048 | $628 | 0.0% | $15.04 | — | COM | 00764C109 |
| — | Horizon Therapeutics Plc | 9,500 | $588 | 0.0% | $61.89 | — | COM | G46188101 |
| ARRY | Array Technologies Inc | 30,000 | $497 | 0.0% | $17.29 | 0.0% | Put | 04271T100 |
| — | Liberty Media Acquisition Corp | 39,330 | $391 | 0.0% | $10.10 | — | COM | 53073L104 |
| — | SHAKE SHACK INC | 500,000 | $337 | 0.0% | $0.67 | — | CONV | 819047AB7 |
| — | PARAMOUNT GLOBAL | 8,387 | $261 | 0.0% | $49.29 | — | CONV PFD | 92556H305 |
| SNAP | Snap Inc | 25,660 | $252 | 0.0% | $20.31 | -42.7% | COM | 83304A106 |
| ARRY | Array Technologies Inc | 12,600 | $209 | 0.0% | $17.29 | 0.0% | COM | 04271T100 |
| BBIO | Bridgebio Pharma Inc | 20,000 | $199 | 0.0% | — | — | Call | 10806X102 |
| — | Perficient Inc | 2,246 | $146 | 0.0% | $65.00 | — | COM | 71375U101 |
| — | BLACKLINE INC | 123,000 | $128 | 0.0% | $1.50 | — | CONV | 09239BAB5 |
| INN | Summit Hotel Properties Inc | 18,560 | $125 | 0.0% | $7.27 | — | COM | 866082100 |
| — | Twitter Inc | 2,766 | $121 | 0.0% | $37.24 | — | COM | 90184L102 |
| — | Air Transport Services Group I | 3,286 | $79 | 0.0% | $24.04 | — | COM | 00922R105 |
| RPD | Rapid7 Inc | 1,470 | $63 | 0.0% | $61.73 | 0.0% | COM | 753422104 |
| BURL | Burlington Stores Inc | 522 | $58 | 0.0% | $145.63 | 0.0% | COM | 122017106 |
| AAL | American Airlines Group Inc | 4,452 | $54 | 0.0% | $13.94 | 0.0% | COM | 02376R102 |
| OKTA | Okta Inc | 890 | $51 | 0.0% | $179.25 | -52.0% | COM | 679295105 |
| XYZ | Block Inc | 875 | $48 | 0.0% | $91.37 | -22.5% | COM | 852234103 |
| TNDM | Tandem Diabetes Care Inc | 990 | $47 | 0.0% | $54.82 | 0.0% | COM | 875372203 |
| GRABW | GRAB HOLDINGS LTD - CL A | 92,970 | $46 | 0.0% | $0.45 | — | COM | G4124C117 |
| — | Alteryx Inc | 590 | $33 | 0.0% | $55.93 | — | COM | 02156B103 |
| FIVN | Five9 Inc | 347 | $26 | 0.0% | $101.15 | -4.0% | COM | 338307101 |
| CNK | Cinemark Holdings Inc | 1,900 | $23 | 0.0% | $15.65 | -1.1% | COM | 17243V102 |
| IONS | Ionis Pharmaceuticals Inc | 464 | $21 | 0.0% | $42.14 | 0.0% | COM | 462222100 |
| BSY | Bentley Systems Inc | 623 | $19 | 0.0% | $36.10 | -0.4% | COM | 08265T208 |
| PGYWW | PAGAYA TECHNOLOGIES LTD -A | 75,000 | $15 | 0.0% | $0.20 | — | COM | M7S64L107 |
| — | NuVasive Inc | 268 | $12 | 0.0% | $44.78 | — | COM | 670704105 |
| DNABW | GINKGO BIOWORKS HOLDINGS INC | 9,240 | $7 | 0.0% | $3.35 | — | COM | 37611X118 |
| BBAI/WS | BIGBEAR.AI HOLDINGS INC | 47,332 | $7 | 0.0% | $0.80 | — | COM | 08975B117 |
| DCFWQ | TRITIUM DCFC LTD | 6,066 | $6 | 0.0% | $3.13 | — | COM | Q9225T116 |
| — | 26 CAPITAL ACQUISITION COR-A | 11,718 | $4 | 0.0% | $0.85 | — | COM | 90138P118 |
| — | ALLEGO NV | 9,150 | $4 | 0.0% | $1.09 | — | COM | N0796A118 |
| — | DHC ACQUISITION CORP-A | 29,666 | $3 | 0.0% | $0.51 | — | COM | G2758T117 |
| IMAX | IMAX Corp | 180 | $3 | 0.0% | $16.26 | -1.3% | COM | 45245E109 |
| — | M3-BRIGADE ACQUISITION II-A | 25,000 | $2 | 0.0% | $1.16 | — | COM | 553800111 |
| — | AUSTERLITZ ACQUISITION COR-A | 11,675 | $1 | 0.0% | $1.03 | — | COM | G0633D125 |
| — | FATHOM DIGITAL MANUFACTURING | 3,175 | $1 | 0.0% | $0.94 | — | COM | 31189Y111 |
| — | ARES ACQUISITION CORP-A | 4,640 | $1 | 0.0% | $0.22 | — | COM | G33032122 |
| — | TRAVERE THERAPEUTICS INC | 1,000 | $1 | 0.0% | $0.93 | — | CONV | 761299AB2 |