Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: May 12, 2023
Total Value: $5.287B (2.2% shares, 97.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BANK OF AMERICA CORP | 182,409 | $213M | 4.0% | $1388.12 | — | CONV PFD | 060505682 |
| — | WELLS FARGO & COMPANY | 172,536 | $200M | 3.8% | $1323.70 | — | CONV PFD | 949746804 |
| — | SOUTHWEST AIRLINES CO | 157,232,000 | $179M | 3.4% | $1.21 | — | CONV | 844741BG2 |
| — | FORD MOTOR COMPANY | 106,249,000 | $107M | 2.0% | $1.13 | — | CONV | 345370CZ1 |
| — | WESTERN DIGITAL CORP | 102,505,000 | $99.33M | 1.9% | $0.97 | — | CONV | 958102AP0 |
| — | BOOKING HOLDINGS INC | 64,261,000 | $96.55M | 1.8% | $1.41 | — | CONV | 09857LAN8 |
| — | SNAP INC | 98,599,000 | $90.69M | 1.7% | $1.01 | — | CONV | 83304AAB2 |
| — | AFFIRM HOLDINGS INC | 136,229,000 | $88.21M | 1.7% | $0.65 | — | CONV | 00827BAB2 |
| — | PIONEER NATURAL RESOURCE | 41,183,000 | $88.13M | 1.7% | $1.64 | — | CONV | 723787AP2 |
| — | EQT CORP | 38,449,000 | $84.87M | 1.6% | $2.30 | — | CONV | 26884LAK5 |
| — | NCL CORPORATION LTD | 109,554,000 | $78.46M | 1.5% | $0.69 | — | CONV | 62886HBD2 |
| — | EXPEDIA GROUP INC | 85,160,000 | $76.67M | 1.5% | $1.21 | — | CONV | 30212PBE4 |
| — | DRAFTKINGS HOLDINGS INC | 106,923,000 | $75.06M | 1.4% | $0.69 | — | CONV | 26142RAB0 |
| — | DIGITALOCEAN HOLDINGS | 94,402,000 | $74.6M | 1.4% | $0.75 | — | CONV | 25402DAB8 |
| — | AKAMAI TECHNOLOGIES INC | 79,124,000 | $73.06M | 1.4% | $1.03 | — | CONV | 00971TAL5 |
| — | BLOCK INC | 73,800,000 | $70.88M | 1.3% | $1.24 | — | CONV | 852234AF0 |
| — | NEXTERA ENERGY INC | 1,453,926 | $70.87M | 1.3% | $49.63 | — | CONV PFD | 65339F739 |
| — | NISOURCE INC | 664,112 | $69.29M | 1.3% | $104.24 | — | CONV PFD | 65473P121 |
| — | FIVE9 INC | 74,925,000 | $69.16M | 1.3% | $1.05 | — | CONV | 338307AD3 |
| — | ENPHASE ENERGY INC | 65,787,000 | $67.93M | 1.3% | $1.03 | — | CONV | 29355AAH0 |
| — | SPLUNK INC | 68,944,000 | $66.88M | 1.3% | $1.11 | — | CONV | 848637AD6 |
| — | KKR & CO INC | 1,007,881 | $64.03M | 1.2% | $88.58 | — | CONV PFD | 48251W401 |
| — | JETBLUE AIRWAYS CORP | 82,585,000 | $63.76M | 1.2% | $0.74 | — | CONV | 477143AP6 |
| — | TYLER TECHNOLOGIES INC | 64,577,000 | $61.99M | 1.2% | $1.01 | — | CONV | 902252AB1 |
| — | PALO ALTO NETWORKS | 30,633,000 | $61.92M | 1.2% | $1.46 | — | CONV | 697435AF2 |
| — | OAK STREET HEALTH INC | 61,383,000 | $60.79M | 1.1% | $0.81 | — | CONV | 67181AAB3 |
| — | OMNICELL INC | 63,223,000 | $58.42M | 1.1% | $0.97 | — | CONV | 68213NAD1 |
| — | ALTERYX INC | 68,045,000 | $58.01M | 1.1% | $0.90 | — | CONV | 02156BAF0 |
| — | NUTANIX INC | 68,029,000 | $57.03M | 1.1% | $0.84 | — | CONV | 67059NAH1 |
| — | EURONET WORLDWIDE INC | 56,003,000 | $54.46M | 1.0% | $0.94 | — | CONV | 298736AL3 |
| — | BILL HOLDINGS INC | 58,046,000 | $53.37M | 1.0% | $1.01 | — | CONV | 090043AB6 |
| — | EXACT SCIENCES CORP | 59,974,000 | $52.96M | 1.0% | $0.98 | — | CONV | 30063PAC9 |
| — | UBER TECHNOLOGIES INC | 58,717,000 | $51.95M | 1.0% | $0.97 | — | CONV | 90353TAJ9 |
| — | JAZZ INVESTMENTS I LTD | 46,287,000 | $51.49M | 1.0% | $1.20 | — | CONV | 472145AF8 |
| — | HAEMONETICS CORP | 60,053,000 | $51.25M | 1.0% | $0.83 | — | CONV | 405024AB6 |
| — | PELOTON INTERACTIVE INC | 66,402,000 | $50.75M | 1.0% | $0.76 | — | CONV | 70614WAB6 |
| — | DATADOG INC | 44,169,000 | $47.9M | 0.9% | $1.09 | — | CONV | 23804LAB9 |
| — | RINGCENTRAL INC | 57,373,000 | $46.69M | 0.9% | $0.88 | — | CONV | 76680RAH0 |
| — | BLACKLINE INC | 52,942,000 | $45.13M | 0.9% | $0.83 | — | CONV | 09239BAD1 |
| — | LYFT INC | 50,769,000 | $44.83M | 0.8% | $1.01 | — | CONV | 55087PAB0 |
| — | DROPBOX INC | 51,042,000 | $44.58M | 0.8% | $0.94 | — | CONV | 26210CAD6 |
| — | WAYFAIR INC | 59,319,000 | $43.76M | 0.8% | $0.74 | — | CONV | 94419LAM3 |
| — | AIRBNB INC | 47,511,000 | $41.67M | 0.8% | $0.92 | — | CONV | 009066AB7 |
| SPY | SPDR S&P 500 ETF Trust | 100,000 | $40.94M | 0.8% | — | — | Put | 78462F103 |
| — | SHIFT4 PAYMENTS INC | 42,481,000 | $40.29M | 0.8% | $0.78 | — | CONV | 82452JAD1 |
| — | CHEGG INC | 45,499,000 | $40.04M | 0.8% | $0.94 | — | CONV | 163092AD1 |
| — | AMERICAN ELECTRIC POWER | 778,400 | $39.25M | 0.7% | $50.28 | — | CONV PFD | 02557T307 |
| — | CLOUDFLARE INC | 43,350,000 | $36.83M | 0.7% | $0.79 | — | CONV | 18915MAC1 |
| — | Q2 HOLDINGS INC | 44,246,000 | $35.82M | 0.7% | $1.04 | — | CONV | 74736LAD1 |
| — | BENTLEY SYSTEMS | 41,703,000 | $35.41M | 0.7% | $0.77 | — | CONV | 08265TAD1 |
| — | SPIRIT AIRLINES INC | 43,631,000 | $35.36M | 0.7% | $0.95 | — | CONV | 848577AB8 |
| — | OKTA INC | 41,285,000 | $35.34M | 0.7% | $1.06 | — | CONV | 679295AF2 |
| — | ITRON INC | 42,051,000 | $35.01M | 0.7% | $0.85 | — | CONV | 465741AN6 |
| — | ZSCALER INC. | 32,501,000 | $34.43M | 0.7% | $1.44 | — | CONV | 98980GAB8 |
| — | ENPHASE ENERGY INC | 33,037,000 | $34.42M | 0.7% | $1.06 | — | CONV | 29355AAK3 |
| — | SPLUNK INC | 39,505,000 | $33.95M | 0.6% | $0.93 | — | CONV | 848637AF1 |
| — | CYBERARK SOFTWARE LTD | 29,714,000 | $33.4M | 0.6% | $1.14 | — | CONV | 23248VAB1 |
| — | PEBBLEBROOK HOTEL TRUST | 39,198,000 | $33.38M | 0.6% | $1.07 | — | CONV | 70509VAA8 |
| — | SHIFT4 PAYMENTS INC | 27,821,000 | $32.65M | 0.6% | $1.04 | — | CONV | 82452JAB5 |
| — | CHART INDUSTRIES INC | 593,158 | $31.7M | 0.6% | $51.08 | — | CONV PFD | 16115Q407 |
| — | CHEESECAKE FACTORY (THE) | 37,569,000 | $31.28M | 0.6% | $0.95 | — | CONV | 163072AA9 |
| — | NRG ENERGY INC | 30,106,000 | $31.08M | 0.6% | $1.08 | — | CONV | 629377CG5 |
| — | ZILLOW GROUP INC | 29,975,000 | $30.78M | 0.6% | $1.02 | — | CONV | 98954MAH4 |
| — | MONGODB INC | 23,582,000 | $30.56M | 0.6% | $1.25 | — | CONV | 60937PAD8 |
| — | NEXTERA ENERGY INC | 641,055 | $29.65M | 0.6% | $49.95 | — | CONV PFD | 65339F713 |
| — | SAREPTA THERAPEUTICS INC | 24,566,000 | $29.53M | 0.6% | $1.06 | — | CONV | 803607AC4 |
| — | TELADOC HEALTH INC | 37,558,000 | $29.16M | 0.6% | $1.04 | — | CONV | 87918AAF2 |
| — | BLOCK INC | 37,038,000 | $28.52M | 0.5% | $1.06 | — | CONV | 852234AK9 |
| — | GUARDANT HEALTH INC | 40,982,000 | $27.68M | 0.5% | $0.68 | — | CONV | 40131MAB5 |
| — | IMAX CORP | 28,973,000 | $27.26M | 0.5% | $0.87 | — | CONV | 45245EAJ8 |
| — | BIOMARIN PHARMACEUTICAL | 25,220,000 | $26.43M | 0.5% | $1.01 | — | CONV | 09061GAK7 |
| — | ETSY INC | 30,588,000 | $25.47M | 0.5% | $0.76 | — | CONV | 29786AAN6 |
| — | DEXCOM INC | 23,624,000 | $25.42M | 0.5% | $1.05 | — | CONV | 252131AK3 |
| — | BIOMARIN PHARMACEUTICAL | 24,638,000 | $25.34M | 0.5% | $1.04 | — | CONV | 09061GAH4 |
| — | VERINT SYSTEMS INC | 27,523,000 | $24.48M | 0.5% | $0.90 | — | CONV | 92343XAC4 |
| — | ARES CAPITAL CORP | 24,112,000 | $24.4M | 0.5% | $1.00 | — | CONV | 04010LAW3 |
| — | ZILLOW GROUP INC | 20,279,000 | $24.06M | 0.5% | $1.01 | — | CONV | 98954MAG6 |
| — | NEOGENOMICS INC | 25,516,000 | $23.94M | 0.5% | $0.85 | — | CONV | 64049MAA8 |
| — | VAIL RESORTS INC | 26,499,000 | $23.8M | 0.5% | $0.94 | — | CONV | 91879QAN9 |
| — | AMERICAN AIRLINES GROUP | 19,289,000 | $22.38M | 0.4% | $1.17 | — | CONV | 02376RAF9 |
| — | CINEMARK HOLDINGS INC | 17,520,000 | $22.3M | 0.4% | $1.32 | — | CONV | 17243VAB8 |
| — | BENTLEY SYSTEMS INC | 23,255,000 | $22.14M | 0.4% | $0.98 | — | CONV | 08265TAB5 |
| — | NEOGENOMICS INC | 29,608,000 | $21.91M | 0.4% | $0.85 | — | CONV | 64049MAB6 |
| — | REALOGY GROUP/CO-ISSUER | 31,543,000 | $21.84M | 0.4% | $0.71 | — | CONV | 75606DAP6 |
| — | EVOLENT HEALTH INC | 17,597,000 | $21.03M | 0.4% | $1.02 | — | CONV | 30050BAD3 |
| — | DROPBOX INC | 22,828,000 | $20.5M | 0.4% | $0.94 | — | CONV | 26210CAC8 |
| — | NCL CORPORATION LTD | 18,655,000 | $20.18M | 0.4% | $1.30 | — | CONV | 62886HAX9 |
| — | OKTA INC | 22,014,000 | $19.96M | 0.4% | $1.09 | — | CONV | 679295AD7 |
| — | RINGCENTRAL INC | 21,878,000 | $19.37M | 0.4% | $1.09 | — | CONV | 76680RAF4 |
| — | INSULET CORPORATION | 12,837,000 | $19.24M | 0.4% | $1.30 | — | CONV | 45784PAK7 |
| — | HERBALIFE LTD | 20,016,000 | $19.02M | 0.4% | $0.96 | — | CONV | 42703MAD5 |
| — | ETSY INC | 20,688,000 | $18.71M | 0.4% | $0.99 | — | CONV | 29786AAL0 |
| — | RAPID7 INC | 21,387,000 | $18.68M | 0.4% | $1.01 | — | CONV | 753422AF1 |
| — | DISH NETWORK CORP | 35,500,000 | $18.46M | 0.3% | $0.97 | — | CONV | 25470MAB5 |
| — | CRACKER BARREL OLD COUNT | 20,000,000 | $18.05M | 0.3% | $0.82 | — | CONV | 22410JAB2 |
| — | PERFICIENT INC | 22,520,000 | $18M | 0.3% | $0.78 | — | CONV | 71375UAF8 |
| — | PENN ENTERTAINMENT INC | 12,371,000 | $17.84M | 0.3% | $2.35 | — | CONV | 707569AU3 |
| — | NATIONAL VISION HOLDINGS | 18,447,000 | $17.75M | 0.3% | $1.12 | — | CONV | 63845RAB3 |
| — | REDFIN CORP | 24,497,000 | $17.62M | 0.3% | $0.72 | — | CONV | 75737FAC2 |
| — | FARFETCH LTD | 22,238,000 | $17.42M | 0.3% | $0.78 | — | CONV | 30744WAD9 |
| — | BILL HOLDINGS INC | 22,018,000 | $17.22M | 0.3% | $0.80 | — | CONV | 090043AD2 |
| — | CONFLUENT INC | 21,432,000 | $17.04M | 0.3% | $0.76 | — | CONV | 20717MAB9 |
| — | LIVE NATION ENTERTAINMEN | 16,871,000 | $16.5M | 0.3% | $1.00 | — | CONV | 538034AU3 |
| — | CABLE ONE INC | 22,304,000 | $16.42M | 0.3% | $0.74 | — | CONV | 12685JAG0 |
| — | LITHIUM AMERICAS CORP | 19,636,000 | $16.1M | 0.3% | $0.80 | — | CONV | 53680QAA6 |
| — | AES CORP/THE | 174,401 | $15.73M | 0.3% | $101.38 | — | CONV PFD | 00130H204 |
| — | UNITY SOFTWARE INC | 20,015,000 | $15.6M | 0.3% | $0.76 | — | CONV | 91332UAB7 |
| — | NEW MOUNTAIN FINANCE COR | 15,590,000 | $15.57M | 0.3% | $1.04 | — | CONV | 647551AC4 |
| — | NUVASIVE INC | 17,536,000 | $15.53M | 0.3% | $1.01 | — | CONV | 670704AJ4 |
| — | LUMENTUM HOLDINGS INC | 17,020,000 | $14.81M | 0.3% | $1.16 | — | CONV | 55024UAD1 |
| — | SUMMIT HOTEL PROPERTIES | 14,506,000 | $12.49M | 0.2% | $1.10 | — | CONV | 866082AA8 |
| — | DANAHER CORP | 9,628 | $12.27M | 0.2% | $1669.99 | — | CONV PFD | 235851409 |
| — | PARSONS CORP | 10,681,000 | $11.82M | 0.2% | $1.00 | — | CONV | 70202LAB8 |
| — | BLOOM ENERGY CORP | 8,187,000 | $11.39M | 0.2% | $1.40 | — | CONV | 093712AH0 |
| — | MIDDLEBY CORP | 8,710,000 | $10.85M | 0.2% | $1.33 | — | CONV | 596278AB7 |
| — | UNITED STATES STEEL CORP | 5,230,000 | $10.66M | 0.2% | $1.56 | — | CONV | 912909AT5 |
| — | EXACT SCIENCES CORP | 10,767,000 | $10.07M | 0.2% | $1.17 | — | CONV | 30063PAB1 |
| — | APTIV PLC | 78,229 | $9.638M | 0.2% | $100.26 | — | CONV PFD | EP0589507 |
| — | IONIS PHARMACEUTICALS IN | 10,314,000 | $9.543M | 0.2% | $0.97 | — | CONV | 462222AB6 |
| — | AIR TRANSPORT SERVICES G | 10,000,000 | $9.531M | 0.2% | $1.02 | — | CONV | 00922RAB1 |
| — | SPLUNK INC | 9,640,000 | $9.447M | 0.2% | $1.09 | — | CONV | 848637AC8 |
| — | INTEGRA LIFESCIENCES HLD | 9,634,000 | $9.418M | 0.2% | $1.12 | — | CONV | 457985AM1 |
| — | LUMENTUM HOLDINGS INC | 8,939,000 | $9.39M | 0.2% | $1.16 | — | CONV | 55024UAB5 |
| — | ATI INC | 3,600,000 | $9.347M | 0.2% | $1.35 | — | CONV | 01741RAK8 |
| — | DEXCOM INC | 2,829,000 | $8.005M | 0.2% | $2.38 | — | CONV | 252131AH0 |
| — | REPLIGEN CORP | 5,080,000 | $7.814M | 0.1% | $1.58 | — | CONV | 759916AB5 |
| — | ROYAL CARIBBEAN CRUISES | 7,500,000 | $7.721M | 0.1% | $1.07 | — | CONV | 780153BF8 |
| — | NY COMMUNITY CAP TRUST V | 194,769 | $7.596M | 0.1% | $44.62 | — | CONV PFD | 64944P307 |
| — | AKAMAI TECHNOLOGIES INC | 7,500,000 | $7.578M | 0.1% | $1.09 | — | CONV | 00971TAJ0 |
| — | MGP INGREDIENTS INC | 6,300,000 | $7.45M | 0.1% | $1.25 | — | CONV | 55303JAB2 |
| — | ON SEMICONDUCTOR CORP | 4,500,000 | $7.368M | 0.1% | $1.16 | — | CONV | 682189AS4 |
| — | ZILLOW GROUP INC | 6,257,000 | $7.324M | 0.1% | $1.84 | — | CONV | 98954MAE1 |
| — | LIVONGO HEALTH | 7,841,000 | $6.944M | 0.1% | $1.05 | — | CONV | 539183AA1 |
| — | BLACKSTONE MORTGAGE TR | 8,398,000 | $6.661M | 0.1% | $0.91 | — | CONV | 09257WAE0 |
| — | NICE LTD | 6,455,000 | $6.213M | 0.1% | $1.06 | — | CONV | 653656AB4 |
| — | ARRAY TECHNOLOGIES INC | 5,450,000 | $6.018M | 0.1% | $1.02 | — | CONV | 04271TAB6 |
| BAC | BANK OF AMERICA CORP | 200,000 | $5.72M | 0.1% | — | — | Call | 060505104 |
| — | FASTLY INC | 7,000,000 | $5.586M | 0.1% | $0.80 | — | CONV | 31188VAB6 |
| — | JAZZ INVESTMENTS I LTD | 5,680,000 | $5.512M | 0.1% | $0.99 | — | CONV | 472145AD3 |
| — | WINNEBAGO INDUSTRIES | 4,900,000 | $5.412M | 0.1% | $1.09 | — | CONV | 974637AB6 |
| — | GUESS INC | 5,000,000 | $5.202M | 0.1% | $1.07 | — | CONV | 401617AD7 |
| — | BOSTON SCIENTIFIC CORP | 39,861 | $4.815M | 0.1% | $113.21 | — | CONV PFD | 101137206 |
| — | COHERUS BIOSCIENCES INC | 6,677,000 | $4.714M | 0.1% | $0.77 | — | CONV | 19249HAB9 |
| PH | Parker-Hannifin Corp | 14,000 | $4.706M | 0.1% | $278.67 | +14.9% | COM | 701094104 |
| — | HEALTH CATALYST INC | 4,445,000 | $4.078M | 0.1% | $1.06 | — | CONV | 42225TAB3 |
| SOFI | SoFi Technologies Inc | 650,000 | $3.946M | 0.1% | $4.96 | +22.3% | Call | 83406F102 |
| IBM | IBM | 30,000 | $3.933M | 0.1% | $118.96 | +1.5% | COM | 459200101 |
| — | SNAP INC | 4,137,000 | $3.926M | 0.1% | $1.79 | — | CONV | 83304AAD8 |
| — | SOLAR EDGE TECHNOLOGIES | 2,965,000 | $3.857M | 0.1% | $1.23 | — | CONV | 83417MAD6 |
| — | HALOZYME THERAPEUTICS IN | 4,310,000 | $3.674M | 0.1% | $0.88 | — | CONV | 40637HAD1 |
| JCI | Johnson Controls International | 60,000 | $3.613M | 0.1% | $60.72 | 0.0% | COM | G51502105 |
| — | PARAMOUNT GLOBAL | 108,387 | $3.335M | 0.1% | $32.20 | — | CONV PFD | 92556H305 |
| — | H WORLD GROUP LTD | 2,400,000 | $3.244M | 0.1% | $1.07 | — | CONV | 44332NAB2 |
| ABBV | AbbVie Inc | 20,000 | $3.187M | 0.1% | $137.44 | +0.5% | COM | 00287Y109 |
| HAL | Halliburton Co | 100,000 | $3.164M | 0.1% | $32.98 | +5.0% | COM | 406216101 |
| OXY | Occidental Petroleum Corp | 50,000 | $3.122M | 0.1% | $62.07 | -4.7% | COM | 674599105 |
| — | MAKEMYTRIP LIMITED | 3,178,000 | $3.049M | 0.1% | $1.00 | — | CONV | 56087FAB0 |
| AAL | AMERICAN AIRLINES GROUP | 200,000 | $2.95M | 0.1% | $13.62 | +14.4% | Call | 02376R102 |
| — | Synovus Financial Corp | 95,100 | $2.932M | 0.1% | — | — | Put | 87161C501 |
| BMRN | BIOMARIN PHARMACEUTICAL | 30,000 | $2.917M | 0.1% | — | — | Call | 09061G101 |
| VZ | Verizon Communications Inc | 75,000 | $2.917M | 0.1% | $30.76 | +6.3% | COM | 92343V104 |
| ZTO | ZTO Express Cayman Inc | 100,000 | $2.866M | 0.1% | — | — | Put | 98980A105 |
| — | SEA LTD | 3,592,000 | $2.832M | 0.1% | $1.01 | — | CONV | 81141RAG5 |
| — | ILLUMINA INC | 2,722,000 | $2.667M | 0.1% | $1.04 | — | CONV | 452327AK5 |
| — | BRIDGEBIO PHARMA INC | 3,150,000 | $2.334M | 0.0% | $0.74 | — | CONV | 10806XAB8 |
| — | PGIM Global High Yield Fund In | 200,000 | $2.194M | 0.0% | $10.97 | — | COM | 69346J106 |
| — | First Trust High Yield Opportu | 151,380 | $2.113M | 0.0% | $13.96 | — | COM | 33741Q107 |
| DB | Deutsche Bank | 200,000 | $2.042M | 0.0% | — | — | Put | D18190898 |
| RC | Ready Capital Corp | 200,000 | $2.034M | 0.0% | — | — | Put | 75574U101 |
| — | SEA LTD | 1,600,000 | $1.959M | 0.0% | $1.11 | — | CONV | 81141RAF7 |
| EQT | EQT Corp | 60,000 | $1.915M | 0.0% | $33.47 | -8.3% | COM | 26884L109 |
| — | BURLINGTON STORES INC | 1,550,000 | $1.795M | 0.0% | $1.01 | — | CONV | 122017AB2 |
| AMGN | Amgen Inc | 7,000 | $1.692M | 0.0% | $224.03 | 0.0% | COM | 031162100 |
| PPL | PPL Corp | 59,600 | $1.656M | 0.0% | $25.60 | 0.0% | COM | 69351T106 |
| PNC | PNC Financial Services Group I | 13,000 | $1.652M | 0.0% | $134.62 | 0.0% | COM | 693475105 |
| — | WAYFAIR INC | 1,750,000 | $1.522M | 0.0% | $0.87 | — | CONV | 94419LAD3 |
| CMA | Comerica Inc | 35,000 | $1.52M | 0.0% | $54.87 | 0.0% | COM | 200340107 |
| MT | ArcelorMittal SA | 50,000 | $1.506M | 0.0% | $30.12 | — | COM | 03938L203 |
| BMY | Bristol-Myers Squibb Co | 20,000 | $1.386M | 0.0% | $61.50 | 0.0% | COM | 110122108 |
| — | ALGONQUIN PWR & | 40,000 | $1.193M | 0.0% | $37.75 | — | CONV PFD | 015857873 |
| SLG | SL Green Realty Corp | 50,000 | $1.176M | 0.0% | — | — | Put | 78440X887 |
| — | BRIDGEBIO PHARMA INC | 1,800,000 | $1.165M | 0.0% | $0.65 | — | CONV | 10806XAD4 |
| AFRM | Affirm Holdings Inc | 100,000 | $1.127M | 0.0% | $12.60 | 0.0% | Put | 00827B106 |
| SNAP | SNAP INC | 100,000 | $1.121M | 0.0% | $20.31 | -48.3% | Call | 83304A106 |
| BDN | Brandywine Realty Trust | 200,000 | $946K | 0.0% | $4.73 | — | Put | 105368203 |
| — | UPWORK INC | 1,174,000 | $926K | 0.0% | $0.74 | — | CONV | 91688FAB0 |
| STWD | Starwood Property Trust | 50,000 | $885K | 0.0% | — | — | Put | 85571B105 |
| IQ | iQIYI Inc | 107,400 | $782K | 0.0% | $7.28 | — | COM | 46267X108 |
| ITGR | Integer Holdings Corp | 9,464 | $733K | 0.0% | $73.30 | 0.0% | COM | 45826H109 |
| — | Advent Convertible and Income | 59,048 | $683K | 0.0% | $15.04 | — | COM | 00764C109 |
| — | Fisker Inc | 100,000 | $614K | 0.0% | — | — | Call | 33813J106 |
| — | MARRIOTT VACATION WORLDW | 384,000 | $374K | 0.0% | $1.00 | — | CONV | 57164YAD9 |
| — | CARNIVAL CORP | 170,000 | $213K | 0.0% | $1.25 | — | CONV | 143658BT8 |
| Z | Zillow Group Inc | 4,774 | $212K | 0.0% | $42.49 | 0.0% | COM | 98954M200 |
| — | VIAVI SOLUTIONS INC | 188,000 | $191K | 0.0% | $1.15 | — | CONV | 925550AB1 |
| SNAP | Snap Inc | 14,940 | $167K | 0.0% | $20.31 | -48.3% | COM | 83304A106 |
| — | LIBERTY MEDIA CORP | 150,000 | $163K | 0.0% | $1.06 | — | CONV | 531229AB8 |
| — | PERMIAN RESOURC OPTG LLC | 75,000 | $139K | 0.0% | $1.25 | — | CONV | 15136AAA0 |
| BDN | Brandywine Realty Trust | 25,000 | $118K | 0.0% | $4.73 | — | COM | 105368203 |
| — | Spirit Airlines Inc | 6,233 | $107K | 0.0% | $19.48 | — | COM | 848577102 |
| GRABW | GRAB HOLDINGS LTD - CL A | 170,314 | $98,782 | 0.0% | $0.51 | — | COM | G4124C117 |
| INN | Summit Hotel Properties Inc | 13,030 | $91,210 | 0.0% | $7.27 | — | COM | 866082100 |
| SRPT | Sarepta Therapeutics Inc | 560 | $77,185 | 0.0% | $129.72 | 0.0% | COM | 803607100 |
| — | PROS HOLDINGS INC | 75,000 | $70,968 | 0.0% | $1.05 | — | CONV | 74346YAH6 |
| AFRM | Affirm Holdings Inc | 5,208 | $58,694 | 0.0% | $12.60 | 0.0% | COM | 00827B106 |
| — | CHEFS' WAREHOUSE THE | 55,000 | $57,668 | 0.0% | $1.02 | — | CONV | 163086AB7 |
| U | Unity Software Inc | 1,656 | $53,721 | 0.0% | $32.16 | 0.0% | COM | 91332U101 |
| — | COUPA SOFTWARE INC | 52,000 | $52,234 | 0.0% | $0.88 | — | CONV | 22266LAF3 |
| — | KAMAN CORP | 40,000 | $37,920 | 0.0% | $1.11 | — | CONV | 483548AF0 |
| W | Wayfair Inc | 1,000 | $34,340 | 0.0% | $44.28 | 0.0% | COM | 94419L101 |
| — | EVERBRIDGE INC | 37,000 | $33,716 | 0.0% | $0.95 | — | CONV | 29978AAC8 |
| — | PAGERDUTY INC. | 17,000 | $19,150 | 0.0% | $1.01 | — | CONV | 69553PAB6 |
| FIVN | Five9 Inc | 247 | $17,856 | 0.0% | $73.69 | -2.9% | COM | 338307101 |
| IONS | Ionis Pharmaceuticals Inc | 464 | $16,583 | 0.0% | $42.14 | -10.9% | COM | 462222100 |
| — | REDWOOD TRUST INC | 11,000 | $10,459 | 0.0% | $1.01 | — | CONV | 758075AD7 |
| — | LIVEPERSON INC | 5,000 | $3,000 | 0.0% | $0.84 | — | CONV | 538146AD3 |