CIK: 0001097278 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Aug 11, 2023
Total Value ($000): $5,168,235 (19.3% shares, 80.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BANK OF AMERICA CORP | 184,072 | $216,160 | 4.2% | $1388.12 | — | CONV PFD | 060505682 |
| — | SOUTHWEST AIRLINES CO | 178,319,000 | $205,111 | 4.0% | $1.20 | — | CONV | 844741BG2 |
| — | WELLS FARGO & COMPANY | 177,185 | $204,914 | 4.0% | $1319.32 | — | CONV PFD | 949746804 |
| — | AFFIRM HOLDINGS INC | 138,365,000 | $102,819 | 2.0% | $0.65 | — | CONV | 00827BAB2 |
| — | NCL CORPORATION LTD | 106,430,000 | $98,614 | 1.9% | $0.69 | — | CONV | 62886HBD2 |
| — | BOOKING HOLDINGS INC | 63,905,000 | $96,100 | 1.9% | $1.41 | — | CONV | 09857LAN8 |
| — | EQT CORP | 33,673,000 | $94,907 | 1.8% | $2.30 | — | CONV | 26884LAK5 |
| — | PIONEER NATURAL RESOURCE | 39,546,000 | $87,147 | 1.7% | $1.64 | — | CONV | 723787AP2 |
| — | SNAP INC | 90,897,000 | $84,193 | 1.6% | $1.01 | — | CONV | 83304AAB2 |
| — | ENPHASE ENERGY INC | 86,307,000 | $81,517 | 1.6% | $1.01 | — | CONV | 29355AAH0 |
| — | FORD MOTOR COMPANY | 67,755,000 | $74,564 | 1.4% | $1.13 | — | CONV | 345370CZ1 |
| — | DIGITALOCEAN HOLDINGS | 90,877,000 | $71,437 | 1.4% | $0.75 | — | CONV | 25402DAB8 |
| — | KKR & CO INC | 1,072,349 | $71,008 | 1.4% | $87.24 | — | CONV PFD | 48251W401 |
| — | DRAFTKINGS HOLDINGS INC | 93,807,000 | $70,918 | 1.4% | $0.69 | — | CONV | 26142RAB0 |
| — | EXPEDIA GROUP INC | 79,740,000 | $70,076 | 1.4% | $1.21 | — | CONV | 30212PBE4 |
| — | FIVE9 INC | 70,687,000 | $68,319 | 1.3% | $1.05 | — | CONV | 338307AD3 |
| — | NEXTERA ENERGY INC | 1,375,090 | $67,318 | 1.3% | $49.63 | — | CONV PFD | 65339F739 |
| — | NISOURCE INC | 651,680 | $66,771 | 1.3% | $104.24 | — | CONV PFD | 65473P121 |
| — | BLOCK INC | 70,202,000 | $66,516 | 1.3% | $1.24 | — | CONV | 852234AF0 |
| — | PELOTON INTERACTIVE INC | 83,403,000 | $63,612 | 1.2% | $0.76 | — | CONV | 70614WAB6 |
| — | JETBLUE AIRWAYS CORP | 76,583,000 | $63,277 | 1.2% | $0.74 | — | CONV | 477143AP6 |
| — | UNITY SOFTWARE INC | 76,771,000 | $61,685 | 1.2% | $0.79 | — | CONV | 91332UAB7 |
| — | BURLINGTON STORES INC | 58,477,000 | $61,072 | 1.2% | $1.04 | — | CONV | 122017AB2 |
| — | BILL HOLDINGS INC | 55,141,000 | $57,926 | 1.1% | $1.01 | — | CONV | 090043AB6 |
| — | SPLUNK INC | 57,563,000 | $57,707 | 1.1% | $1.11 | — | CONV | 848637AD6 |
| — | ALTERYX INC | 67,500,000 | $57,038 | 1.1% | $0.90 | — | CONV | 02156BAF0 |
| — | AKAMAI TECHNOLOGIES INC | 56,626,000 | $54,969 | 1.1% | $1.03 | — | CONV | 00971TAL5 |
| — | OMNICELL INC | 53,189,000 | $54,067 | 1.0% | $0.97 | — | CONV | 68213NAD1 |
| — | NUTANIX INC | 62,375,000 | $53,058 | 1.0% | $0.84 | — | CONV | 67059NAH1 |
| — | TYLER TECHNOLOGIES INC | 50,815,000 | $52,594 | 1.0% | $1.01 | — | CONV | 902252AB1 |
| — | JAZZ INVESTMENTS I LTD | 48,352,000 | $49,379 | 1.0% | $1.19 | — | CONV | 472145AF8 |
| — | WESTERN DIGITAL CORP | 46,974,000 | $45,776 | 0.9% | $0.97 | — | CONV | 958102AP0 |
| — | HAEMONETICS CORP | 53,348,000 | $45,660 | 0.9% | $0.83 | — | CONV | 405024AB6 |
| — | LYFT INC | 50,209,000 | $45,213 | 0.9% | $1.01 | — | CONV | 55087PAB0 |
| — | EXACT SCIENCES CORP | 43,541,000 | $44,768 | 0.9% | $0.98 | — | CONV | 30063PAC9 |
| — | SHIFT4 PAYMENTS INC | 39,987,000 | $43,626 | 0.8% | $1.06 | — | CONV | 82452JAB5 |
| — | EURONET WORLDWIDE INC | 43,706,000 | $42,859 | 0.8% | $0.94 | — | CONV | 298736AL3 |
| — | DROPBOX INC | 43,150,000 | $41,489 | 0.8% | $0.94 | — | CONV | 26210CAD6 |
| — | BLACKLINE INC | 46,848,000 | $39,879 | 0.8% | $0.83 | — | CONV | 09239BAD1 |
| — | ETSY INC | 45,338,000 | $38,017 | 0.7% | $0.91 | — | CONV | 29786AAL0 |
| — | SNAP INC | 53,261,000 | $38,002 | 0.7% | $0.71 | — | CONV | 83304AAH9 |
| — | SHIFT4 PAYMENTS INC | 42,014,000 | $37,266 | 0.7% | $0.78 | — | CONV | 82452JAD1 |
| — | PALO ALTO NETWORKS | 14,398,000 | $37,125 | 0.7% | $1.46 | — | CONV | 697435AF2 |
| — | BIOMARIN PHARMACEUTICAL | 35,695,000 | $36,063 | 0.7% | $1.01 | — | CONV | 09061GAK7 |
| — | UBER TECHNOLOGIES INC | 38,921,000 | $35,692 | 0.7% | $0.97 | — | CONV | 90353TAJ9 |
| — | BENTLEY SYSTEMS | 38,770,000 | $35,203 | 0.7% | $0.77 | — | CONV | 08265TAD1 |
| — | NICE LTD | 36,031,000 | $35,087 | 0.7% | $0.99 | — | CONV | 653656AB4 |
| — | OKTA INC | 40,850,000 | $35,070 | 0.7% | $1.06 | — | CONV | 679295AF2 |
| — | CLOUDFLARE INC | 41,078,000 | $35,060 | 0.7% | $0.79 | — | CONV | 18915MAC1 |
| — | LUMENTUM HOLDINGS INC | 38,160,000 | $33,862 | 0.7% | $1.01 | — | CONV | 55024UAD1 |
| — | ZILLOW GROUP INC | 32,079,000 | $33,811 | 0.7% | $1.03 | — | CONV | 98954MAH4 |
| — | RAPID7 INC | 38,626,000 | $33,725 | 0.7% | $0.95 | — | CONV | 753422AF1 |
| — | SPIRIT AIRLINES INC | 40,014,000 | $32,531 | 0.6% | $0.95 | — | CONV | 848577AB8 |
| — | AMERICAN ELECTRIC POWER | 647,494 | $32,174 | 0.6% | $50.28 | — | CONV PFD | 02557T307 |
| — | NEXTERA ENERGY INC | 700,919 | $31,629 | 0.6% | $49.54 | — | CONV PFD | 65339F713 |
| — | ENPHASE ENERGY INC | 33,020,000 | $31,206 | 0.6% | $1.06 | — | CONV | 29355AAK3 |
| SPY | SPDR S&P 500 ETF Trust | 70,000 | $31,030 | 0.6% | — | — | Put | 78462F103 |
| — | CHEESECAKE FACTORY (THE) | 36,767,000 | $31,022 | 0.6% | $0.95 | — | CONV | 163072AA9 |
| — | GUARDANT HEALTH INC | 43,035,000 | $30,984 | 0.6% | $0.68 | — | CONV | 40131MAB5 |
| — | RINGCENTRAL INC | 37,001,000 | $30,896 | 0.6% | $0.88 | — | CONV | 76680RAH0 |
| — | CHART INDUSTRIES INC | 465,062 | $30,294 | 0.6% | $51.08 | — | CONV PFD | 16115Q407 |
| — | REALOGY GROUP/CO-ISSUER | 40,299,000 | $30,285 | 0.6% | $0.72 | — | CONV | 75606DAP6 |
| — | WOLFSPEED INC | 38,812,000 | $29,924 | 0.6% | $0.77 | — | CONV | 977852AB8 |
| — | SPLUNK INC | 34,386,000 | $29,830 | 0.6% | $0.93 | — | CONV | 848637AF1 |
| — | PEBBLEBROOK HOTEL TRUST | 35,002,000 | $29,721 | 0.6% | $1.07 | — | CONV | 70509VAA8 |
| — | TELADOC HEALTH INC | 37,051,000 | $29,641 | 0.6% | $1.04 | — | CONV | 87918AAF2 |
| — | LUMENTUM HOLDINGS INC | 36,779,000 | $29,105 | 0.6% | $0.79 | — | CONV | 55024UAF6 |
| — | ETSY INC | 36,440,000 | $28,332 | 0.5% | $0.76 | — | CONV | 29786AAN6 |
| — | BLOCK INC | 36,393,000 | $28,091 | 0.5% | $1.06 | — | CONV | 852234AK9 |
| — | ZSCALER INC. | 23,639,000 | $27,669 | 0.5% | $1.44 | — | CONV | 98980GAB8 |
| — | WAYFAIR INC | 32,038,000 | $26,513 | 0.5% | $0.83 | — | CONV | 94419LAF8 |
| — | CONFLUENT INC | 30,000,000 | $25,058 | 0.5% | $0.78 | — | CONV | 20717MAB9 |
| — | NCL CORPORATION LTD | 17,588,000 | $24,184 | 0.5% | $1.30 | — | CONV | 62886HAX9 |
| — | VERINT SYSTEMS INC | 27,250,000 | $24,150 | 0.5% | $0.90 | — | CONV | 92343XAC4 |
| — | IMAX CORP | 26,249,000 | $24,118 | 0.5% | $0.87 | — | CONV | 45245EAJ8 |
| — | NEOGENOMICS INC | 25,516,000 | $23,969 | 0.5% | $0.85 | — | CONV | 64049MAA8 |
| — | CABLE ONE INC | 29,000,000 | $23,853 | 0.5% | $0.82 | — | CONV | 12685JAE5 |
| — | DEXCOM INC | 22,227,000 | $23,838 | 0.5% | $1.05 | — | CONV | 252131AK3 |
| — | Q2 HOLDINGS INC | 27,351,000 | $23,766 | 0.5% | $1.04 | — | CONV | 74736LAD1 |
| — | BIOMARIN PHARMACEUTICAL | 24,020,000 | $23,654 | 0.5% | $1.04 | — | CONV | 09061GAH4 |
| WMT | Walmart Inc | 150,000 | $23,577 | 0.5% | — | — | Call | 931142103 |
| — | EVOLENT HEALTH INC | 19,997,000 | $22,909 | 0.4% | $1.03 | — | CONV | 30050BAD3 |
| — | CYBERARK SOFTWARE LTD | 19,318,000 | $21,974 | 0.4% | $1.14 | — | CONV | 23248VAB1 |
| — | BENTLEY SYSTEMS INC | 21,191,000 | $21,902 | 0.4% | $0.98 | — | CONV | 08265TAB5 |
| — | FARFETCH LTD | 26,832,000 | $21,901 | 0.4% | $0.79 | — | CONV | 30744WAD9 |
| WYNN | Wynn Resorts Ltd | 200,000 | $21,122 | 0.4% | — | — | Call | 983134107 |
| — | NEOGENOMICS INC | 27,718,000 | $20,546 | 0.4% | $0.85 | — | CONV | 64049MAB6 |
| — | ZILLOW GROUP INC | 16,173,000 | $20,499 | 0.4% | $1.01 | — | CONV | 98954MAG6 |
| — | AIRBNB INC | 23,397,000 | $20,461 | 0.4% | $0.92 | — | CONV | 009066AB7 |
| — | LITHIUM AMERICAS CORP | 26,062,000 | $20,367 | 0.4% | $0.80 | — | CONV | 53680QAA6 |
| — | NRG ENERGY INC | 18,261,000 | $19,366 | 0.4% | $1.08 | — | CONV | 629377CG5 |
| — | ARES CAPITAL CORP | 19,063,000 | $19,099 | 0.4% | $1.00 | — | CONV | 04010LAW3 |
| — | HERBALIFE LTD | 19,432,000 | $18,868 | 0.4% | $0.96 | — | CONV | 42703MAD5 |
| — | CONMED CORP | 16,650,000 | $18,665 | 0.4% | $1.12 | — | CONV | 207410AH4 |
| — | PERFICIENT INC | 22,520,000 | $18,581 | 0.4% | $0.78 | — | CONV | 71375UAF8 |
| — | ITRON INC | 20,500,000 | $18,283 | 0.4% | $0.85 | — | CONV | 465741AN6 |
| — | AMERICAN AIRLINES GROUP | 13,767,000 | $17,704 | 0.3% | $1.17 | — | CONV | 02376RAF9 |
| — | LIVE NATION ENTERTAINMEN | 16,523,000 | $17,622 | 0.3% | $1.00 | — | CONV | 538034AU3 |
| — | DROPBOX INC | 17,888,000 | $16,949 | 0.3% | $0.94 | — | CONV | 26210CAC8 |
| — | BIGCOMMERCE HOLDINGS INC | 21,516,000 | $16,922 | 0.3% | $0.79 | — | CONV | 08975PAB4 |
| — | CABLE ONE INC | 21,802,000 | $16,515 | 0.3% | $0.74 | — | CONV | 12685JAG0 |
| — | NATIONAL VISION HOLDINGS | 15,638,000 | $16,389 | 0.3% | $1.12 | — | CONV | 63845RAB3 |
| — | BOX INC | 12,898,000 | $16,084 | 0.3% | $1.25 | — | CONV | 10316TAB0 |
| — | MONGODB INC | 7,966,000 | $15,874 | 0.3% | $1.25 | — | CONV | 60937PAD8 |
| — | NEW MOUNTAIN FINANCE COR | 15,670,000 | $15,632 | 0.3% | $1.04 | — | CONV | 647551AC4 |
| — | INSULET CORPORATION | 11,336,000 | $15,627 | 0.3% | $1.30 | — | CONV | 45784PAK7 |
| — | REDFIN CORP | 18,395,000 | $15,066 | 0.3% | $0.72 | — | CONV | 75737FAC2 |
| — | BLOOM ENERGY CORP | 12,025,000 | $14,737 | 0.3% | $1.34 | — | CONV | 093712AH0 |
| — | AES CORP/THE | 174,317 | $14,212 | 0.3% | $101.38 | — | CONV PFD | 00130H204 |
| — | BILL HOLDINGS INC | 17,000,000 | $14,025 | 0.3% | $0.80 | — | CONV | 090043AD2 |
| — | EXACT SCIENCES CORP | 12,763,000 | $13,776 | 0.3% | $1.16 | — | CONV | 30063PAB1 |
| — | DATADOG INC | 10,249,000 | $12,770 | 0.2% | $1.09 | — | CONV | 23804LAB9 |
| — | PENN ENTERTAINMENT INC | 9,869,000 | $12,277 | 0.2% | $2.35 | — | CONV | 707569AU3 |
| TJX | TJX Cos Inc/The | 142,500 | $12,083 | 0.2% | — | — | Call | 872540109 |
| — | PAGERDUTY INC. | 12,516,000 | $11,940 | 0.2% | $0.95 | — | CONV | 69553PAB6 |
| — | ETSY INC | 9,999,000 | $11,879 | 0.2% | $1.19 | — | CONV | 29786AAJ5 |
| HD | Home Depot Inc/The | 37,500 | $11,649 | 0.2% | $276.41 | 0.0% | Call | 437076102 |
| — | ALGONQUIN PWR & | 349,873 | $10,318 | 0.2% | $30.43 | — | CONV PFD | 015857873 |
| — | SOLAR EDGE TECHNOLOGIES | 8,464,000 | $10,081 | 0.2% | $1.21 | — | CONV | 83417MAD6 |
| — | PARAMOUNT GLOBAL | 408,241 | $9,328 | 0.2% | $25.33 | — | CONV PFD | 92556H305 |
| CRWD | Crowdstrike Holdings Inc | 62,500 | $9,179 | 0.2% | — | — | Call | 22788C105 |
| — | ENVISTA HOLDINGS CORP | 5,000,000 | $8,402 | 0.2% | $1.68 | — | CONV | 29415FAB0 |
| — | SUMMIT HOTEL PROPERTIES | 9,000,000 | $7,690 | 0.1% | $1.10 | — | CONV | 866082AA8 |
| F | Ford Motor Co | 500,000 | $7,565 | 0.1% | — | — | Call | 345370860 |
| — | NATERA INC | 5,000,000 | $7,240 | 0.1% | $1.45 | — | CONV | 632307AB0 |
| — | NY COMMUNITY CAP TRUST V | 177,720 | $7,226 | 0.1% | $44.62 | — | CONV PFD | 64944P307 |
| — | BLACKSTONE MORTGAGE TR | 8,398,000 | $7,217 | 0.1% | $0.91 | — | CONV | 09257WAE0 |
| — | AIR TRANSPORT SERVICES G | 7,500,000 | $7,122 | 0.1% | $1.02 | — | CONV | 00922RAB1 |
| — | PARSONS CORP | 5,991,000 | $6,887 | 0.1% | $1.00 | — | CONV | 70202LAB8 |
| BABA | Alibaba Group Holding Ltd | 80,000 | $6,668 | 0.1% | — | — | Call | 01609W102 |
| — | ROYAL CARIBBEAN CRUISES | 4,704,000 | $6,047 | 0.1% | $1.07 | — | CONV | 780153BF8 |
| BOX | Box Inc | 200,000 | $5,876 | 0.1% | — | — | Call | 10316T104 |
| — | MIDDLEBY CORP | 4,710,000 | $5,871 | 0.1% | $1.33 | — | CONV | 596278AB7 |
| — | ON SEMICONDUCTOR CORP | 3,000,000 | $5,525 | 0.1% | $1.16 | — | CONV | 682189AS4 |
| — | RAPID7 INC | 5,383,000 | $5,510 | 0.1% | $1.02 | — | CONV | 753422AD6 |
| — | UNITED STATES STEEL CORP | 2,730,000 | $5,349 | 0.1% | $1.56 | — | CONV | 912909AT5 |
| — | INTEGRA LIFESCIENCES HLD | 5,634,000 | $5,172 | 0.1% | $1.12 | — | CONV | 457985AM1 |
| — | GUESS INC | 5,000,000 | $5,065 | 0.1% | $1.07 | — | CONV | 401617AD7 |
| — | AKAMAI TECHNOLOGIES INC | 4,500,000 | $4,823 | 0.1% | $1.09 | — | CONV | 00971TAJ0 |
| — | DEXCOM INC | 1,537,000 | $4,797 | 0.1% | $2.38 | — | CONV | 252131AH0 |
| — | HALOZYME THERAPEUTICS IN | 5,702,000 | $4,764 | 0.1% | $0.87 | — | CONV | 40637HAD1 |
| — | CINEMARK HOLDINGS INC | 3,440,000 | $4,711 | 0.1% | $1.32 | — | CONV | 17243VAB8 |
| — | RINGCENTRAL INC | 5,065,000 | $4,683 | 0.1% | $1.09 | — | CONV | 76680RAF4 |
| HD | Home Depot Inc/The | 15,000 | $4,660 | 0.1% | $276.41 | 0.0% | COM | 437076102 |
| DE | Deere & Co | 11,000 | $4,457 | 0.1% | — | — | Call | 244199105 |
| CAT | Caterpillar Inc | 17,500 | $4,306 | 0.1% | — | — | Call | 149123101 |
| — | MARRIOTT VACATION WORLDW | 4,392,000 | $4,091 | 0.1% | $0.94 | — | CONV | 57164YAD9 |
| JCI | Johnson Controls International | 60,000 | $4,088 | 0.1% | $60.72 | -3.4% | COM | G51502105 |
| — | MGP INGREDIENTS INC | 3,300,000 | $4,082 | 0.1% | $1.25 | — | CONV | 55303JAB2 |
| — | FASTLY INC | 4,900,000 | $4,065 | 0.1% | $0.80 | — | CONV | 31188VAB6 |
| IBM | IBM | 30,000 | $4,014 | 0.1% | $118.96 | -0.8% | COM | 459200101 |
| — | COHERUS BIOSCIENCES INC | 6,344,000 | $3,949 | 0.1% | $0.77 | — | CONV | 19249HAB9 |
| — | ZILLOW GROUP INC | 3,125,000 | $3,870 | 0.1% | $1.84 | — | CONV | 98954MAE1 |
| — | REPLIGEN CORP | 2,780,000 | $3,658 | 0.1% | $1.58 | — | CONV | 759916AB5 |
| — | LUMENTUM HOLDINGS INC | 3,439,000 | $3,652 | 0.1% | $1.16 | — | CONV | 55024UAB5 |
| DHR | Danaher Corp | 15,000 | $3,600 | 0.1% | — | — | Call | 235851102 |
| — | WINNEBAGO INDUSTRIES | 2,800,000 | $3,360 | 0.1% | $1.09 | — | CONV | 974637AB6 |
| HAL | Halliburton Co | 100,000 | $3,299 | 0.1% | $32.98 | -10.0% | COM | 406216101 |
| — | JAZZ INVESTMENTS I LTD | 3,280,000 | $3,131 | 0.1% | $0.99 | — | CONV | 472145AD3 |
| HON | Honeywell International Inc | 15,000 | $3,113 | 0.1% | $175.56 | 0.0% | COM | 438516106 |
| ETN | Eaton Corp PLC | 15,000 | $3,017 | 0.1% | $170.34 | 0.0% | COM | G29183103 |
| — | LIVONGO HEALTH | 3,279,000 | $2,979 | 0.1% | $1.05 | — | CONV | 539183AA1 |
| — | SEA LTD | 3,592,000 | $2,901 | 0.1% | $1.01 | — | CONV | 81141RAG5 |
| — | HEALTH CATALYST INC | 3,000,000 | $2,900 | 0.1% | $1.06 | — | CONV | 42225TAB3 |
| BAC | Bank of America Corp | 100,000 | $2,869 | 0.1% | $26.62 | 0.0% | COM | 060505104 |
| BAC | Bank of America Corp | 100,000 | $2,869 | 0.1% | $26.62 | 0.0% | Call | 060505104 |
| VZ | Verizon Communications Inc | 75,000 | $2,789 | 0.1% | $30.76 | +1.4% | COM | 92343V104 |
| TMUS | T-Mobile US Inc | 20,000 | $2,778 | 0.1% | $135.59 | 0.0% | COM | 872590104 |
| HTZ | Hertz Global Holdings Inc | 150,000 | $2,759 | 0.1% | — | — | Call | 42806J700 |
| — | H WORLD GROUP LTD | 2,400,000 | $2,737 | 0.1% | $1.07 | — | CONV | 44332NAB2 |
| — | ILLUMINA INC | 2,722,000 | $2,717 | 0.1% | $1.04 | — | CONV | 452327AK5 |
| ABBV | AbbVie Inc | 20,000 | $2,695 | 0.1% | $137.44 | -2.7% | COM | 00287Y109 |
| TGT | Target Corp | 20,000 | $2,638 | 0.1% | $134.98 | 0.0% | COM | 87612E106 |
| MS | Morgan Stanley | 30,000 | $2,562 | 0.0% | $78.37 | 0.0% | Call | 617446448 |
| EQT | EQT Corp | 60,000 | $2,468 | 0.0% | $33.47 | +1.6% | COM | 26884L109 |
| — | UPSTART HOLDINGS INC | 3,500,000 | $2,406 | 0.0% | $0.69 | — | CONV | 91680MAB3 |
| VLO | Valero Energy Corp | 20,000 | $2,346 | 0.0% | $107.19 | 0.0% | COM | 91913Y100 |
| — | MAKEMYTRIP LIMITED | 2,378,000 | $2,322 | 0.0% | $1.00 | — | CONV | 56087FAB0 |
| RC | Ready Capital Corp | 200,000 | $2,256 | 0.0% | — | — | Put | 75574U101 |
| — | PGIM Global High Yield Fund In | 200,000 | $2,194 | 0.0% | $10.97 | — | COM | 69346J106 |
| EXPE | Expedia Group Inc | 20,000 | $2,188 | 0.0% | $97.23 | 0.0% | COM | 30212P303 |
| NCLH | Norwegian Cruise Line Holdings | 100,000 | $2,177 | 0.0% | — | — | Call | G66721104 |
| LUV | Southwest Airlines Co | 60,000 | $2,173 | 0.0% | — | — | Call | 844741108 |
| UBER | Uber Technologies Inc | 50,000 | $2,159 | 0.0% | — | — | Call | 90353T100 |
| MS | Morgan Stanley | 25,000 | $2,135 | 0.0% | $78.37 | 0.0% | COM | 617446448 |
| — | First Trust High Yield Opportu | 150,000 | $2,058 | 0.0% | $13.96 | — | COM | 33741Q107 |
| — | SNAP INC | 2,100,000 | $2,036 | 0.0% | $1.79 | — | CONV | 83304AAD8 |
| ULCC | Frontier Group Holdings Inc | 210,100 | $2,032 | 0.0% | — | — | Call | 35909R108 |
| — | BRIDGEBIO PHARMA INC | 2,550,000 | $2,009 | 0.0% | $0.74 | — | CONV | 10806XAB8 |
| ENPH | Enphase Energy Inc | 11,000 | $1,842 | 0.0% | — | — | Call | 29355A107 |
| DOCS | Doximity Inc | 50,000 | $1,701 | 0.0% | — | — | Call | 26622P107 |
| PNC | PNC Financial Services Group I | 13,000 | $1,637 | 0.0% | $134.62 | -18.0% | COM | 693475105 |
| — | SEA LTD | 1,600,000 | $1,636 | 0.0% | $1.11 | — | CONV | 81141RAF7 |
| SNOW | Snowflake Inc | 9,000 | $1,584 | 0.0% | $162.55 | 0.0% | COM | 833445109 |
| AMGN | Amgen Inc | 7,000 | $1,554 | 0.0% | $224.03 | -4.6% | COM | 031162100 |
| — | ATI INC | 500,000 | $1,450 | 0.0% | $1.35 | — | CONV | 01741RAK8 |
| MT | ArcelorMittal SA | 50,000 | $1,367 | 0.0% | $30.12 | — | COM | 03938L203 |
| — | Synovus Financial Corp | 45,100 | $1,364 | 0.0% | — | — | Put | 87161C501 |
| BE | Bloom Energy Corp | 80,000 | $1,308 | 0.0% | — | — | Call | 093712107 |
| BMY | Bristol-Myers Squibb Co | 20,000 | $1,279 | 0.0% | $61.50 | -4.2% | COM | 110122108 |
| SNOW | Snowflake Inc | 7,000 | $1,232 | 0.0% | $162.55 | 0.0% | Call | 833445109 |
| FTCHQ | Farfetch Ltd | 200,000 | $1,208 | 0.0% | — | — | Call | 30744W107 |
| — | BRIDGEBIO PHARMA INC | 1,800,000 | $1,114 | 0.0% | $0.65 | — | CONV | 10806XAD4 |
| — | Pioneer Natural Resources Co | 5,000 | $1,036 | 0.0% | $207.18 | — | COM | 723787107 |
| W | Wayfair Inc | 15,000 | $975 | 0.0% | $44.28 | -4.9% | Call | 94419L101 |
| NIO | NIO Inc | 100,000 | $969 | 0.0% | — | — | Call | 62914V106 |
| — | UPWORK INC | 1,174,000 | $957 | 0.0% | $0.74 | — | CONV | 91688FAB0 |
| BDN | Brandywine Realty Trust | 200,000 | $930 | 0.0% | $4.73 | — | Put | 105368203 |
| WAL | Western Alliance Bancorp | 25,000 | $912 | 0.0% | — | — | Put | 957638109 |
| MGM | MGM Resorts International | 20,000 | $878 | 0.0% | $42.72 | 0.0% | COM | 552953101 |
| GRAB | Grab Holdings Ltd | 250,000 | $858 | 0.0% | — | — | Call | G4124C109 |
| CALY | Topgolf Callaway Brands Corp | 40,000 | $794 | 0.0% | — | — | Call | 131193104 |
| — | Advent Convertible and Income | 59,048 | $692 | 0.0% | $15.04 | — | COM | 00764C109 |
| NICE | Nice Ltd | 3,300 | $681 | 0.0% | $206.50 | — | COM | 653656108 |
| BBIO | Bridgebio Pharma Inc | 35,000 | $602 | 0.0% | — | — | Call | 10806X102 |
| ETSY | Etsy Inc | 7,000 | $592 | 0.0% | — | — | Call | 29786A106 |
| — | Fisker Inc | 100,000 | $564 | 0.0% | — | — | Call | 33813J106 |
| MU | Micron Technology Inc | 6,350 | $401 | 0.0% | $63.48 | 0.0% | COM | 595112103 |
| DPZ | Domino's Pizza Inc | 1,000 | $337 | 0.0% | $303.72 | 0.0% | COM | 25754A201 |
| COST | Costco Wholesale Corp | 550 | $296 | 0.0% | $487.14 | 0.0% | COM | 22160K105 |
| MANU | Manchester United Plc | 10,000 | $244 | 0.0% | $20.70 | 0.0% | COM | G5784H106 |
| ULTA | Ulta Beauty Inc | 500 | $235 | 0.0% | $489.83 | 0.0% | COM | 90384S303 |
| — | CARNIVAL CORP | 102,000 | $202 | 0.0% | $1.25 | — | CONV | 143658BT8 |
| — | VIAVI SOLUTIONS INC | 188,000 | $187 | 0.0% | $1.15 | — | CONV | 925550AB1 |
| SNAP | Snap Inc | 14,940 | $177 | 0.0% | $20.31 | -50.5% | COM | 83304A106 |
| — | LIBERTY MEDIA CORP | 150,000 | $174 | 0.0% | $1.06 | — | CONV | 531229AB8 |
| — | PERMIAN RESOURC OPTG LLC | 75,000 | $145 | 0.0% | $1.25 | — | CONV | 15136AAA0 |
| GRABW | GRAB HOLDINGS LTD - CL A | 170,314 | $77 | 0.0% | $0.51 | — | COM | G4124C117 |