CIK: 0001097278 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 14, 2023
Total Value ($000): $5,763,677 (3.5% shares, 96.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BANK OF AMERICA CORP | 174,336 | $202,666 | 3.5% | $1398.44 | — | CONV PFD | 060505682 |
| — | WELLS FARGO & COMPANY | 169,791 | $201,620 | 3.5% | $1326.41 | — | CONV PFD | 949746804 |
| — | SOUTHWEST AIRLINES CO | 132,215,000 | $159,286 | 2.8% | $1.22 | — | CONV | 844741BG2 |
| — | BOOKING HOLDINGS INC | 99,381,000 | $132,863 | 2.3% | $1.41 | — | CONV | 09857LAN8 |
| — | WESTERN DIGITAL CORP | 117,209,000 | $112,228 | 1.9% | $0.97 | — | CONV | 958102AP0 |
| — | FORD MOTOR COMPANY | 111,884,000 | $106,122 | 1.8% | $1.13 | — | CONV | 345370CZ1 |
| — | PIONEER NATURAL RESOURCE | 37,845,000 | $88,444 | 1.5% | $1.60 | — | CONV | 723787AP2 |
| — | EQT CORP | 37,672,000 | $87,663 | 1.5% | $2.30 | — | CONV | 26884LAK5 |
| — | FIVE9 INC | 92,670,000 | $85,117 | 1.5% | $1.05 | — | CONV | 338307AD3 |
| — | EXPEDIA GROUP INC | 95,202,000 | $83,390 | 1.4% | $1.21 | — | CONV | 30212PBE4 |
| SPY | SPDR S&P 500 ETF | 205,500 | $78,589 | 1.4% | — | — | Put | 78462F103 |
| — | SPLUNK INC | 80,628,000 | $76,113 | 1.3% | $1.11 | — | CONV | 848637AD6 |
| SPY | SPDR S&P 500 ETF | 190,000 | $72,662 | 1.3% | — | — | Call | 78462F103 |
| — | NISOURCE INC | 683,662 | $71,443 | 1.2% | $104.24 | — | CONV PFD | 65473P121 |
| — | NEXTERA ENERGY INC | 1,402,475 | $70,453 | 1.2% | $49.66 | — | CONV PFD | 65339F739 |
| — | SNAP INC | 81,865,000 | $69,647 | 1.2% | $1.03 | — | CONV | 83304AAB2 |
| — | AIRBNB INC | 83,820,000 | $69,193 | 1.2% | $0.92 | — | CONV | 009066AB7 |
| — | BLOCK INC | 71,902,000 | $68,756 | 1.2% | $1.25 | — | CONV | 852234AF0 |
| — | KKR & CO INC | 1,186,281 | $68,279 | 1.2% | $88.58 | — | CONV PFD | 48251W401 |
| — | BLACKLINE INC | 79,682,000 | $68,278 | 1.2% | $0.83 | — | CONV | 09239BAD1 |
| — | DIGITALOCEAN HOLDINGS | 90,146,000 | $67,835 | 1.2% | $0.75 | — | CONV | 25402DAB8 |
| — | ILLUMINA INC | 67,357,000 | $65,402 | 1.1% | $1.04 | — | CONV | 452327AK5 |
| — | PALO ALTO NETWORKS | 43,535,000 | $64,497 | 1.1% | $1.46 | — | CONV | 697435AF2 |
| — | JETBLUE AIRWAYS CORP | 83,053,000 | $60,967 | 1.1% | $0.74 | — | CONV | 477143AP6 |
| — | ALTERYX INC | 70,385,000 | $59,123 | 1.0% | $0.90 | — | CONV | 02156BAF0 |
| — | NCL CORPORATION LTD | 85,611,000 | $58,541 | 1.0% | $0.68 | — | CONV | 62886HBD2 |
| — | SHIFT4 PAYMENTS INC | 58,501,000 | $58,245 | 1.0% | $1.04 | — | CONV | 82452JAB5 |
| — | AMERICAN ELECTRIC POWER | 1,093,350 | $57,040 | 1.0% | $50.28 | — | CONV PFD | 02557T307 |
| — | TYLER TECHNOLOGIES INC | 61,041,000 | $57,012 | 1.0% | $1.02 | — | CONV | 902252AB1 |
| — | OMNICELL INC | 64,833,000 | $56,859 | 1.0% | $0.97 | — | CONV | 68213NAD1 |
| — | DROPBOX INC | 63,024,000 | $56,470 | 1.0% | $0.94 | — | CONV | 26210CAD6 |
| — | NUTANIX INC | 65,261,000 | $54,917 | 1.0% | $0.84 | — | CONV | 67059NAH1 |
| — | CLOUDFLARE INC | 66,199,000 | $54,283 | 0.9% | $0.79 | — | CONV | 18915MAC1 |
| — | ELEVANCE HEALTH INC | 7,381,000 | $54,012 | 0.9% | $2.38 | — | CONV | 94973VBG1 |
| — | EURONET WORLDWIDE INC | 54,923,000 | $52,486 | 0.9% | $0.94 | — | CONV | 298736AL3 |
| — | EXACT SCIENCES CORP | 65,349,000 | $51,547 | 0.9% | $0.98 | — | CONV | 30063PAC9 |
| — | LYFT INC | 58,172,000 | $51,509 | 0.9% | $1.01 | — | CONV | 55087PAB0 |
| — | HAEMONETICS CORP | 60,043,000 | $49,914 | 0.9% | $0.83 | — | CONV | 405024AB6 |
| — | BILL.COM HOLDINGS INC | 48,359,000 | $49,713 | 0.9% | $1.03 | — | CONV | 090043AB6 |
| — | COUPA SOFTWARE INC | 51,415,000 | $49,693 | 0.9% | $0.88 | — | CONV | 22266LAF3 |
| — | MONGODB INC | 40,827,000 | $48,023 | 0.8% | $1.25 | — | CONV | 60937PAD8 |
| — | JAZZ INVESTMENTS I LTD | 38,071,000 | $45,447 | 0.8% | $1.22 | — | CONV | 472145AF8 |
| — | RINGCENTRAL INC | 57,373,000 | $45,325 | 0.8% | $0.88 | — | CONV | 76680RAH0 |
| — | LIVE NATION ENTERTAINMEN | 44,923,000 | $44,317 | 0.8% | $1.00 | — | CONV | 538034AU3 |
| — | AKAMAI TECHNOLOGIES INC | 45,148,000 | $43,703 | 0.8% | $1.11 | — | CONV | 00971TAL5 |
| — | UBER TECHNOLOGIES INC | 51,370,000 | $43,524 | 0.8% | $0.98 | — | CONV | 90353TAJ9 |
| — | PEBBLEBROOK HOTEL TRUST | 51,350,000 | $42,492 | 0.7% | $1.07 | — | CONV | 70509VAA8 |
| — | CHEGG INC | 44,410,000 | $40,746 | 0.7% | $0.94 | — | CONV | 163092AD1 |
| — | DRAFTKINGS HOLDINGS INC | 63,375,000 | $39,831 | 0.7% | $0.68 | — | CONV | 26142RAB0 |
| — | OAK STREET HEALTH INC | 52,243,000 | $39,806 | 0.7% | $0.77 | — | CONV | 67181AAB3 |
| — | ZSCALER INC. | 36,790,000 | $38,813 | 0.7% | $1.44 | — | CONV | 98980GAB8 |
| — | SPIRIT AIRLINES INC | 47,305,000 | $38,317 | 0.7% | $0.95 | — | CONV | 848577AB8 |
| — | SPLUNK INC | 44,513,000 | $37,783 | 0.7% | $0.93 | — | CONV | 848637AF1 |
| — | BENTLEY SYSTEMS | 45,259,000 | $37,067 | 0.6% | $0.77 | — | CONV | 08265TAD1 |
| — | ZILLOW GROUP INC | 38,749,000 | $37,044 | 0.6% | $1.02 | — | CONV | 98954MAH4 |
| — | OKTA INC | 43,629,000 | $36,867 | 0.6% | $1.06 | — | CONV | 679295AF2 |
| — | Q2 HOLDINGS INC | 44,486,000 | $36,834 | 0.6% | $1.04 | — | CONV | 74736LAD1 |
| — | ITRON INC | 42,340,000 | $34,880 | 0.6% | $0.85 | — | CONV | 465741AN6 |
| — | VAIL RESORTS INC | 37,177,000 | $34,668 | 0.6% | $0.94 | — | CONV | 91879QAN9 |
| — | BIOMARIN PHARMACEUTICAL | 32,064,000 | $34,615 | 0.6% | $1.01 | — | CONV | 09061GAK7 |
| — | ETSY INC | 39,679,000 | $34,176 | 0.6% | $0.76 | — | CONV | 29786AAN6 |
| — | UPWORK INC | 44,883,000 | $33,824 | 0.6% | $0.74 | — | CONV | 91688FAB0 |
| — | LIBERTY MEDIA CORP | 27,219,000 | $33,656 | 0.6% | $1.06 | — | CONV | 531229AB8 |
| — | SHIFT4 PAYMENTS INC | 39,464,000 | $33,406 | 0.6% | $0.77 | — | CONV | 82452JAD1 |
| — | ZILLOW GROUP INC | 32,234,000 | $32,798 | 0.6% | $1.01 | — | CONV | 98954MAG6 |
| — | CYBERARK SOFTWARE LTD | 30,153,000 | $32,058 | 0.6% | $1.14 | — | CONV | 23248VAB1 |
| — | AMERICAN AIRLINES GROUP | 30,147,000 | $31,926 | 0.6% | $1.17 | — | CONV | 02376RAF9 |
| — | DISH NETWORK CORP | 50,632,000 | $31,848 | 0.6% | $0.97 | — | CONV | 25470MAB5 |
| — | BLOCK INC | 40,632,000 | $30,830 | 0.5% | $1.06 | — | CONV | 852234AK9 |
| — | CHEESECAKE FACTORY (THE) | 37,264,000 | $30,720 | 0.5% | $0.95 | — | CONV | 163072AA9 |
| — | EVOLENT HEALTH INC | 27,607,000 | $30,036 | 0.5% | $1.02 | — | CONV | 30050BAD3 |
| — | NEXTERA ENERGY INC | 583,744 | $29,371 | 0.5% | $50.31 | — | CONV PFD | 65339F713 |
| — | DANAHER CORP | 21,456 | $29,198 | 0.5% | $1669.99 | — | CONV PFD | 235851409 |
| — | TELADOC HEALTH INC | 37,329,000 | $28,863 | 0.5% | $1.04 | — | CONV | 87918AAF2 |
| — | NUVASIVE INC | 32,742,000 | $28,764 | 0.5% | $1.01 | — | CONV | 670704AJ4 |
| — | ARES CAPITAL CORP | 26,939,000 | $28,707 | 0.5% | $1.00 | — | CONV | 04010LAW3 |
| — | IMAX CORP | 33,788,000 | $28,666 | 0.5% | $0.87 | — | CONV | 45245EAJ8 |
| — | LIVEPERSON INC | 38,408,000 | $27,581 | 0.5% | $0.84 | — | CONV | 538146AD3 |
| — | CHART INDUSTRIES INC | 541,500 | $27,535 | 0.5% | $50.85 | — | CONV PFD | 16115Q407 |
| — | CRACKER BARREL OLD COUNT | 31,570,000 | $27,111 | 0.5% | $0.82 | — | CONV | 22410JAB2 |
| — | RINGCENTRAL INC | 31,307,000 | $27,041 | 0.5% | $1.09 | — | CONV | 76680RAF4 |
| — | VERINT SYSTEMS INC | 29,000,000 | $25,375 | 0.4% | $0.90 | — | CONV | 92343XAC4 |
| — | DROPBOX INC | 27,474,000 | $24,946 | 0.4% | $0.94 | — | CONV | 26210CAC8 |
| — | REDWOOD TRUST INC | 25,162,000 | $24,785 | 0.4% | $1.01 | — | CONV | 758075AC9 |
| — | CINEMARK HOLDINGS INC | 25,682,000 | $24,657 | 0.4% | $1.32 | — | CONV | 17243VAB8 |
| — | STARWOOD PROPERTY TRUST | 25,000,000 | $24,359 | 0.4% | $1.01 | — | CONV | 85571BAH8 |
| — | NEOGENOMICS INC | 28,439,000 | $24,120 | 0.4% | $0.85 | — | CONV | 64049MAA8 |
| — | SAREPTA THERAPEUTICS INC | 20,758,000 | $24,027 | 0.4% | $1.03 | — | CONV | 803607AC4 |
| — | BIOMARIN PHARMACEUTICAL | 22,505,000 | $23,941 | 0.4% | $1.04 | — | CONV | 09061GAH4 |
| — | DEXCOM INC | 21,023,000 | $22,968 | 0.4% | $1.05 | — | CONV | 252131AK3 |
| — | BENTLEY SYSTEMS INC | 24,776,000 | $22,720 | 0.4% | $0.98 | — | CONV | 08265TAB5 |
| — | APTIV PLC | 204,279 | $21,984 | 0.4% | $100.26 | — | CONV PFD | EP0589507 |
| — | INSULET CORPORATION | 15,509,000 | $21,976 | 0.4% | $1.30 | — | CONV | 45784PAK7 |
| — | ETSY INC | 19,886,000 | $19,936 | 0.3% | $1.00 | — | CONV | 29786AAL0 |
| — | ENPHASE ENERGY INC | 16,903,000 | $19,851 | 0.3% | $1.07 | — | CONV | 29355AAK3 |
| — | SUMMIT HOTEL PROPERTIES | 22,485,000 | $19,315 | 0.3% | $1.10 | — | CONV | 866082AA8 |
| — | NRG ENERGY INC | 19,341,000 | $19,215 | 0.3% | $1.11 | — | CONV | 629377CG5 |
| — | PENN ENTERTAINMENT INC | 12,376,000 | $18,304 | 0.3% | $2.35 | — | CONV | 707569AU3 |
| — | OKTA INC | 20,252,000 | $17,893 | 0.3% | $1.11 | — | CONV | 679295AD7 |
| — | NEOGENOMICS INC | 27,168,000 | $17,830 | 0.3% | $0.86 | — | CONV | 64049MAB6 |
| — | LUMENTUM HOLDINGS INC | 20,372,000 | $17,571 | 0.3% | $1.16 | — | CONV | 55024UAD1 |
| — | BILL.COM HOLDINGS INC | 22,000,000 | $17,501 | 0.3% | $0.80 | — | CONV | 090043AD2 |
| — | PERFICIENT INC | 22,490,000 | $17,486 | 0.3% | $0.78 | — | CONV | 71375UAF8 |
| — | HEALTH CATALYST INC | 19,736,000 | $17,299 | 0.3% | $1.06 | — | CONV | 42225TAB3 |
| — | AES CORP/THE | 168,201 | $17,222 | 0.3% | $101.79 | — | CONV PFD | 00130H204 |
| — | IONIS PHARMACEUTICALS IN | 18,450,000 | $17,124 | 0.3% | $0.91 | — | CONV | 462222AD2 |
| — | REALOGY GROUP/CO-ISSUER | 24,254,000 | $17,075 | 0.3% | $0.72 | — | CONV | 75606DAP6 |
| — | RAPID7 INC | 21,376,000 | $16,801 | 0.3% | $1.01 | — | CONV | 753422AF1 |
| — | MARRIOTT VACATION WORLDW | 16,943,000 | $16,604 | 0.3% | $1.00 | — | CONV | 57164YAD9 |
| — | HALOZYME THERAPEUTICS IN | 17,000,000 | $16,543 | 0.3% | $0.88 | — | CONV | 40637HAD1 |
| — | CONFLUENT INC | 21,414,000 | $16,275 | 0.3% | $0.76 | — | CONV | 20717MAB9 |
| — | NEW MOUNTAIN FINANCE COR | 15,799,000 | $15,750 | 0.3% | $1.04 | — | CONV | 647551AC4 |
| — | PRA GROUP INC | 15,863,000 | $15,696 | 0.3% | $1.06 | — | CONV | 69354NAB2 |
| — | MIDDLEBY CORP | 12,661,000 | $14,946 | 0.3% | $1.33 | — | CONV | 596278AB7 |
| — | SILICON LABORATORIES INC | 11,821,000 | $14,828 | 0.3% | $1.19 | — | CONV | 826919AD4 |
| — | BLACKSTONE MORTGAGE TR | 17,297,000 | $14,821 | 0.3% | $0.91 | — | CONV | 09257WAE0 |
| — | HUBSPOT INC | 11,719,000 | $14,467 | 0.3% | $1.52 | — | CONV | 443573AD2 |
| — | HERBALIFE LTD | 15,085,000 | $13,946 | 0.2% | $0.96 | — | CONV | 42703MAD5 |
| — | PARSONS CORP | 11,681,000 | $13,334 | 0.2% | $1.00 | — | CONV | 70202LAB8 |
| — | BLOOM ENERGY CORP | 9,832,000 | $13,279 | 0.2% | $1.40 | — | CONV | 093712AH0 |
| — | CNX RESOURCES CORP | 8,927,000 | $13,132 | 0.2% | $1.38 | — | CONV | 12653CAG3 |
| — | NUVASIVE INC | 13,100,000 | $12,887 | 0.2% | $0.97 | — | CONV | 670704AL9 |
| — | SOLAR EDGE TECHNOLOGIES | 10,158,000 | $12,662 | 0.2% | $1.23 | — | CONV | 83417MAD6 |
| — | BECTON DICKINSON AND CO | 250,503 | $12,597 | 0.2% | $50.43 | — | CONV PFD | 075887406 |
| — | PAGERDUTY INC. | 12,366,000 | $12,508 | 0.2% | $1.01 | — | CONV | 69553PAB6 |
| — | NCL CORPORATION LTD | 12,165,000 | $12,329 | 0.2% | $1.42 | — | CONV | 62886HAX9 |
| — | UNITY SOFTWARE INC | 15,457,000 | $11,647 | 0.2% | $0.75 | — | CONV | 91332UAB7 |
| — | BOSTON SCIENTIFIC CORP | 99,951 | $11,505 | 0.2% | $113.21 | — | CONV PFD | 101137206 |
| — | UNITED STATES STEEL CORP | 5,230,000 | $10,486 | 0.2% | $1.56 | — | CONV | 912909AT5 |
| — | ARRAY TECHNOLOGIES INC | 10,098,000 | $10,315 | 0.2% | $1.02 | — | CONV | 04271TAB6 |
| — | SPLUNK INC | 10,169,000 | $9,849 | 0.2% | $1.09 | — | CONV | 848637AC8 |
| — | COUPA SOFTWARE INC | 10,100,000 | $9,810 | 0.2% | $0.98 | — | CONV | 22266LAC0 |
| — | DATADOG INC | 8,750,000 | $9,592 | 0.2% | $1.10 | — | CONV | 23804LAB9 |
| — | IONIS PHARMACEUTICALS IN | 10,314,000 | $9,418 | 0.2% | $0.97 | — | CONV | 462222AB6 |
| — | INTEGRA LIFESCIENCES HLD | 9,634,000 | $9,388 | 0.2% | $1.12 | — | CONV | 457985AM1 |
| — | ZILLOW GROUP INC | 8,873,000 | $9,219 | 0.2% | $1.84 | — | CONV | 98954MAE1 |
| — | CABLE ONE INC | 12,000,000 | $8,976 | 0.2% | $0.75 | — | CONV | 12685JAG0 |
| — | BURLINGTON STORES INC | 7,770,000 | $8,974 | 0.2% | $1.01 | — | CONV | 122017AB2 |
| — | EXACT SCIENCES CORP | 10,764,000 | $8,934 | 0.2% | $1.17 | — | CONV | 30063PAB1 |
| — | AIR TRANSPORT SERVICES G | 8,500,000 | $8,851 | 0.2% | $1.03 | — | CONV | 00922RAB1 |
| — | M/A-COM TECH SOLUTIONS | 8,676,000 | $8,628 | 0.1% | $0.87 | — | CONV | 55405YAB6 |
| — | SNAP INC | 9,355,000 | $8,508 | 0.1% | $1.79 | — | CONV | 83304AAD8 |
| — | NY COMMUNITY CAP TRUST V | 191,717 | $8,462 | 0.1% | $44.71 | — | CONV PFD | 64944P307 |
| — | WOLFSPEED INC | 5,153,000 | $8,304 | 0.1% | $2.17 | — | CONV | 225447AD3 |
| — | LIVONGO HEALTH | 9,319,000 | $8,190 | 0.1% | $1.05 | — | CONV | 539183AA1 |
| — | REPLIGEN CORP | 5,080,000 | $8,169 | 0.1% | $1.58 | — | CONV | 759916AB5 |
| — | DISH NETWORK CORP | 12,320,000 | $7,922 | 0.1% | $0.98 | — | CONV | 25470MAF6 |
| — | AKAMAI TECHNOLOGIES INC | 7,500,000 | $7,913 | 0.1% | $1.09 | — | CONV | 00971TAJ0 |
| — | LITHIUM AMERICAS CORP | 10,000,000 | $7,840 | 0.1% | $0.78 | — | CONV | 53680QAA6 |
| — | ATI INC | 3,600,000 | $7,250 | 0.1% | $1.35 | — | CONV | 01741RAK8 |
| — | ALTERYX INC | 7,639,000 | $7,042 | 0.1% | $0.90 | — | CONV | 02156BAD5 |
| — | MGP INGREDIENTS INC | 5,300,000 | $6,698 | 0.1% | $1.26 | — | CONV | 55303JAB2 |
| — | DOCUSIGN INC | 6,800,000 | $6,426 | 0.1% | $0.93 | — | CONV | 256163AD8 |
| — | LUMENTUM HOLDINGS INC | 6,070,000 | $6,398 | 0.1% | $1.21 | — | CONV | 55024UAB5 |
| — | SHOPIFY INC | 7,433,000 | $6,383 | 0.1% | $0.97 | — | CONV | 82509LAA5 |
| — | NICE LTD | 6,476,000 | $6,136 | 0.1% | $1.06 | — | CONV | 653656AB4 |
| — | ON SEMICONDUCTOR CORP | 4,500,000 | $5,985 | 0.1% | $1.16 | — | CONV | 682189AS4 |
| — | ROYAL CARIBBEAN CRUISES | 6,022,000 | $5,926 | 0.1% | $1.07 | — | CONV | 780153BF8 |
| — | TRANSOCEAN INC | 4,810,000 | $5,815 | 0.1% | $1.21 | — | CONV | 893830BT5 |
| — | JAZZ INVESTMENTS I LTD | 5,680,000 | $5,613 | 0.1% | $0.99 | — | CONV | 472145AD3 |
| — | KAMAN CORP | 5,761,000 | $5,384 | 0.1% | $1.11 | — | CONV | 483548AF0 |
| — | GUESS INC | 5,000,000 | $5,328 | 0.1% | $1.07 | — | CONV | 401617AD7 |
| — | WINNEBAGO INDUSTRIES | 4,900,000 | $5,163 | 0.1% | $1.09 | — | CONV | 974637AB6 |
| — | SABRE GLBL INC | 4,645,000 | $5,002 | 0.1% | $1.65 | — | CONV | 78573NAE2 |
| — | NATIONAL VISION HOLDINGS | 3,630,000 | $4,999 | 0.1% | $1.77 | — | CONV | 63845RAB3 |
| — | ENVISTA HOLDINGS CORP | 2,750,000 | $4,631 | 0.1% | $1.68 | — | CONV | 29415FAB0 |
| — | Pioneer Natural Resources Co | 19,400 | $4,431 | 0.1% | $228.39 | — | COM | 723787107 |
| — | RAPID7 INC | 4,500,000 | $4,334 | 0.1% | $0.96 | — | CONV | 753422AD6 |
| HAL | Halliburton Co | 100,000 | $3,935 | 0.1% | $32.98 | 0.0% | COM | 406216101 |
| — | PERMIAN RESOURC OPTG LLC | 2,290,000 | $3,890 | 0.1% | $1.25 | — | CONV | 15136AAA0 |
| — | VISHAY INTERTECHNOLOGY | 4,000,000 | $3,870 | 0.1% | $0.95 | — | CONV | 928298AP3 |
| — | DEXCOM INC | 1,379,000 | $3,801 | 0.1% | $1.92 | — | CONV | 252131AH0 |
| PH | Parker-Hannifin Corp | 13,000 | $3,783 | 0.1% | $275.48 | 0.0% | COM | 701094104 |
| — | H WORLD GROUP LTD | 2,900,000 | $3,554 | 0.1% | $1.07 | — | CONV | 44332NAB2 |
| IBM | IBM | 25,000 | $3,522 | 0.1% | $118.60 | +3.8% | COM | 459200101 |
| — | COHERUS BIOSCIENCES INC | 5,214,000 | $3,428 | 0.1% | $0.79 | — | CONV | 19249HAB9 |
| — | LCI INDUSTRIES | 4,000,000 | $3,390 | 0.1% | $1.02 | — | CONV | 501812AB7 |
| — | MAKEMYTRIP LIMITED | 3,178,000 | $3,172 | 0.1% | $1.00 | — | CONV | 56087FAB0 |
| OXY | Occidental Petroleum Corp | 50,000 | $3,150 | 0.1% | $62.07 | +4.2% | COM | 674599105 |
| — | VARONIS SYSTEM INC | 2,900,000 | $3,057 | 0.1% | $1.05 | — | CONV | 922280AB8 |
| LOW | Lowe's Cos Inc | 15,000 | $2,989 | 0.1% | $188.18 | 0.0% | COM | 548661107 |
| VZ | Verizon Communications Inc | 75,000 | $2,955 | 0.1% | $30.76 | 0.0% | COM | 92343V104 |
| — | NEXTERA ENERGY INC | 52,926 | $2,689 | 0.0% | $43.91 | — | CONV PFD | 65339F770 |
| GOOG | Alphabet Inc | 30,000 | $2,662 | 0.0% | $94.73 | 0.0% | COM | 02079K107 |
| — | SEA LTD | 3,592,000 | $2,649 | 0.0% | $1.01 | — | CONV | 81141RAG5 |
| AAL | AMERICAN AIRLINES GROUP | 200,000 | $2,544 | 0.0% | $13.62 | -0.5% | Put | 02376R102 |
| VLO | Valero Energy Corp | 20,000 | $2,537 | 0.0% | $105.92 | +7.7% | COM | 91913Y100 |
| ASML | ASML Holding NV | 4,500 | $2,459 | 0.0% | $546.40 | — | COM | N07059210 |
| ABBV | AbbVie Inc | 15,000 | $2,424 | 0.0% | $137.22 | 0.0% | COM | 00287Y109 |
| CCL | CARNIVAL CORP | 300,000 | $2,418 | 0.0% | — | — | Put | 143658300 |
| — | NEW RELIC INC | 2,184,000 | $2,141 | 0.0% | $0.98 | — | CONV | 64829BAB6 |
| KEY | KeyCorp | 100,000 | $1,742 | 0.0% | $14.79 | 0.0% | COM | 493267108 |
| — | LENDINGTREE INC | 2,350,000 | $1,722 | 0.0% | $0.85 | — | CONV | 52603BAD9 |
| — | SEA LTD | 1,600,000 | $1,579 | 0.0% | $1.11 | — | CONV | 81141RAF7 |
| — | BRAEMAR HOTELS & RESORTS | 1,540,000 | $1,461 | 0.0% | $1.02 | — | CONV | 10482BAB7 |
| SOFI | SoFi Technologies Inc | 300,000 | $1,383 | 0.0% | $4.96 | 0.0% | Put | 83406F102 |
| RIG | TRANSOCEAN INC | 300,000 | $1,368 | 0.0% | — | — | Put | H8817H100 |
| — | MAGNITE INC | 1,725,000 | $1,349 | 0.0% | $0.78 | — | CONV | 55955DAB6 |
| CMCSA | COMCAST CORP | 37,500 | $1,311 | 0.0% | — | — | Put | 20030N101 |
| CAT | CATERPILLAR INC | 4,000 | $958 | 0.0% | — | — | Put | 149123101 |
| — | ALGONQUIN PWR & | 40,000 | $956 | 0.0% | $37.75 | — | CONV PFD | 015857873 |
| ARRY | ARRAY TECHNOLOGIES INC | 40,000 | $773 | 0.0% | $17.29 | +9.8% | Put | 04271T100 |
| EQT | EQT Corp | 20,000 | $677 | 0.0% | $39.03 | -2.0% | COM | 26884L109 |
| — | Advent Convertible and Income | 59,048 | $644 | 0.0% | $15.04 | — | COM | 00764C109 |
| AAL | American Airlines Group Inc | 26,950 | $343 | 0.0% | $13.62 | -0.5% | COM | 02376R102 |
| AFRM | AFFIRM HOLDINGS INC | 35,000 | $338 | 0.0% | — | — | Put | 00827B106 |
| OPEN | OPENDOOR TECHNOLOGIES INC | 200,000 | $232 | 0.0% | — | — | Put | 683712103 |
| — | WAYFAIR INC | 250,000 | $215 | 0.0% | $0.86 | — | CONV | 94419LAD3 |
| — | VIAVI SOLUTIONS INC | 210,000 | $212 | 0.0% | $1.15 | — | CONV | 925550AB1 |
| — | PARAMOUNT GLOBAL | 8,387 | $211 | 0.0% | $49.29 | — | CONV PFD | 92556H305 |
| SNAP | Snap Inc | 21,800 | $195 | 0.0% | $20.31 | -51.4% | COM | 83304A106 |
| — | BLACKLINE INC | 123,000 | $137 | 0.0% | $1.50 | — | CONV | 09239BAB5 |
| INN | Summit Hotel Properties Inc | 18,560 | $134 | 0.0% | $7.27 | — | COM | 866082100 |
| — | Spirit Airlines Inc | 6,233 | $121 | 0.0% | $19.48 | — | COM | 848577102 |
| BURL | Burlington Stores Inc | 522 | $106 | 0.0% | $145.63 | +9.6% | COM | 122017106 |
| RPD | Rapid7 Inc | 2,409 | $82 | 0.0% | $51.60 | -30.7% | COM | 753422104 |
| ENPH | Enphase Energy Inc | 294 | $78 | 0.0% | $265.60 | +9.5% | COM | 29355A107 |
| MARA | MARATHON DIGITAL HOLDINGS INC | 22,500 | $77 | 0.0% | — | — | Put | 565788106 |
| — | PROS HOLDINGS INC | 75,000 | $70 | 0.0% | $1.05 | — | CONV | 74346YAH6 |
| — | Air Transport Services Group I | 2,413 | $63 | 0.0% | $24.04 | — | COM | 00922R105 |
| — | CHEFS' WAREHOUSE THE | 55,000 | $57 | 0.0% | $1.02 | — | CONV | 163086AB7 |
| GRABW | GRAB HOLDINGS LTD - CL A | 92,970 | $50 | 0.0% | $0.45 | — | COM | G4124C117 |
| — | EVERBRIDGE INC | 37,000 | $34 | 0.0% | $0.95 | — | CONV | 29978AAC8 |
| TNDM | Tandem Diabetes Care Inc | 630 | $28 | 0.0% | $54.82 | -17.4% | COM | 875372203 |
| SOFI | SoFi Technologies Inc | 4,600 | $21 | 0.0% | $4.96 | 0.0% | COM | 83406F102 |
| IONS | Ionis Pharmaceuticals Inc | 464 | $18 | 0.0% | $42.14 | -0.2% | COM | 462222100 |
| — | SAREPTA THERAPEUTICS INC | 7,000 | $13 | 0.0% | $1.87 | — | CONV | 803607AB6 |
| — | REDWOOD TRUST INC | 11,000 | $10 | 0.0% | $1.01 | — | CONV | 758075AD7 |
| — | GREEN PLAINS INC | 8,000 | $10 | 0.0% | $1.20 | — | CONV | 393222AK0 |
| — | SHAKE SHACK INC | 11,000 | $7 | 0.0% | $0.67 | — | CONV | 819047AB7 |
| PGYWW | PAGAYA TECHNOLOGIES LTD -A | 75,000 | $7 | 0.0% | $0.20 | — | COM | M7S64L107 |
| — | NATERA INC | 5,000 | $6 | 0.0% | $1.28 | — | CONV | 632307AB0 |
| — | MERCADOLIBRE INC | 3,000 | $6 | 0.0% | $2.03 | — | CONV | 58733RAD4 |
| — | SUNNOVA ENERGY INTL INC | 7,000 | $5 | 0.0% | $0.78 | — | CONV | 86745KAF1 |
| — | APOLLO CMMRL REAL EST FI | 5,000 | $5 | 0.0% | $1.02 | — | CONV | 03762UAC9 |
| — | NEUROCRINE BIOSCIENCES | 3,000 | $5 | 0.0% | $1.59 | — | CONV | 64125CAD1 |
| — | JAMF HOLDING CORP | 5,000 | $4 | 0.0% | $0.83 | — | CONV | 47074LAB1 |
| — | 26 CAPITAL ACQUISITION COR-A | 11,718 | $3 | 0.0% | $0.85 | — | COM | 90138P118 |
| IMAX | IMAX Corp | 180 | $3 | 0.0% | $16.26 | -10.3% | COM | 45245E109 |
| — | ARES ACQUISITION CORP-A | 4,640 | $2 | 0.0% | $0.22 | — | COM | G33032122 |
| DNABW | GINKGO BIOWORKS HOLDINGS INC | 9,240 | $2 | 0.0% | $3.35 | — | COM | 37611X118 |
| DCFWQ | TRITIUM DCFC LTD | 6,066 | $2 | 0.0% | $3.13 | — | COM | Q9225T116 |
| BBAI/WS | BIGBEAR.AI HOLDINGS INC | 47,332 | $1 | 0.0% | $0.80 | — | COM | 08975B117 |
| — | M3-BRIGADE ACQUISITION II-A | 25,000 | $1 | 0.0% | $1.16 | — | COM | 553800111 |
| FIVN | Five9 Inc | 18 | $1 | 0.0% | $101.15 | -38.0% | COM | 338307101 |
| — | ALLEGO NV | 9,150 | $1 | 0.0% | $1.09 | — | COM | N0796A118 |
| — | DHC ACQUISITION CORP-A | 29,666 | $0 | 0.0% | $0.51 | — | COM | G2758T117 |
| — | FATHOM DIGITAL MANUFACTURING | 3,175 | $0 | 0.0% | $0.94 | — | COM | 31189Y111 |