Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Aug 11, 2023
Total Value: $5.168B (19.3% shares, 80.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BANK OF AMERICA CORP | 184,072 | $216M | 4.2% | $1388.12 | — | CONV PFD | 060505682 |
| — | SOUTHWEST AIRLINES CO | 178,319,000 | $205M | 4.0% | $1.20 | — | CONV | 844741BG2 |
| — | WELLS FARGO & COMPANY | 177,185 | $205M | 4.0% | $1319.32 | — | CONV PFD | 949746804 |
| — | AFFIRM HOLDINGS INC | 138,365,000 | $103M | 2.0% | $0.65 | — | CONV | 00827BAB2 |
| — | NCL CORPORATION LTD | 106,430,000 | $98.61M | 1.9% | $0.69 | — | CONV | 62886HBD2 |
| — | BOOKING HOLDINGS INC | 63,905,000 | $96.1M | 1.9% | $1.41 | — | CONV | 09857LAN8 |
| — | EQT CORP | 33,673,000 | $94.91M | 1.8% | $2.30 | — | CONV | 26884LAK5 |
| — | PIONEER NATURAL RESOURCE | 39,546,000 | $87.15M | 1.7% | $1.64 | — | CONV | 723787AP2 |
| — | SNAP INC | 90,897,000 | $84.19M | 1.6% | $1.01 | — | CONV | 83304AAB2 |
| — | ENPHASE ENERGY INC | 86,307,000 | $81.52M | 1.6% | $1.01 | — | CONV | 29355AAH0 |
| — | FORD MOTOR COMPANY | 67,755,000 | $74.56M | 1.4% | $1.13 | — | CONV | 345370CZ1 |
| — | DIGITALOCEAN HOLDINGS | 90,877,000 | $71.44M | 1.4% | $0.75 | — | CONV | 25402DAB8 |
| — | KKR & CO INC | 1,072,349 | $71.01M | 1.4% | $87.24 | — | CONV PFD | 48251W401 |
| — | DRAFTKINGS HOLDINGS INC | 93,807,000 | $70.92M | 1.4% | $0.69 | — | CONV | 26142RAB0 |
| — | EXPEDIA GROUP INC | 79,740,000 | $70.08M | 1.4% | $1.21 | — | CONV | 30212PBE4 |
| — | FIVE9 INC | 70,687,000 | $68.32M | 1.3% | $1.05 | — | CONV | 338307AD3 |
| — | NEXTERA ENERGY INC | 1,375,090 | $67.32M | 1.3% | $49.63 | — | CONV PFD | 65339F739 |
| — | NISOURCE INC | 651,680 | $66.77M | 1.3% | $104.24 | — | CONV PFD | 65473P121 |
| — | BLOCK INC | 70,202,000 | $66.52M | 1.3% | $1.24 | — | CONV | 852234AF0 |
| — | PELOTON INTERACTIVE INC | 83,403,000 | $63.61M | 1.2% | $0.76 | — | CONV | 70614WAB6 |
| — | JETBLUE AIRWAYS CORP | 76,583,000 | $63.28M | 1.2% | $0.74 | — | CONV | 477143AP6 |
| — | UNITY SOFTWARE INC | 76,771,000 | $61.69M | 1.2% | $0.79 | — | CONV | 91332UAB7 |
| — | BURLINGTON STORES INC | 58,477,000 | $61.07M | 1.2% | $1.04 | — | CONV | 122017AB2 |
| — | BILL HOLDINGS INC | 55,141,000 | $57.93M | 1.1% | $1.01 | — | CONV | 090043AB6 |
| — | SPLUNK INC | 57,563,000 | $57.71M | 1.1% | $1.11 | — | CONV | 848637AD6 |
| — | ALTERYX INC | 67,500,000 | $57.04M | 1.1% | $0.90 | — | CONV | 02156BAF0 |
| — | AKAMAI TECHNOLOGIES INC | 56,626,000 | $54.97M | 1.1% | $1.03 | — | CONV | 00971TAL5 |
| — | OMNICELL INC | 53,189,000 | $54.07M | 1.0% | $0.97 | — | CONV | 68213NAD1 |
| — | NUTANIX INC | 62,375,000 | $53.06M | 1.0% | $0.84 | — | CONV | 67059NAH1 |
| — | TYLER TECHNOLOGIES INC | 50,815,000 | $52.59M | 1.0% | $1.01 | — | CONV | 902252AB1 |
| — | JAZZ INVESTMENTS I LTD | 48,352,000 | $49.38M | 1.0% | $1.19 | — | CONV | 472145AF8 |
| — | WESTERN DIGITAL CORP | 46,974,000 | $45.78M | 0.9% | $0.97 | — | CONV | 958102AP0 |
| — | HAEMONETICS CORP | 53,348,000 | $45.66M | 0.9% | $0.83 | — | CONV | 405024AB6 |
| — | LYFT INC | 50,209,000 | $45.21M | 0.9% | $1.01 | — | CONV | 55087PAB0 |
| — | EXACT SCIENCES CORP | 43,541,000 | $44.77M | 0.9% | $0.98 | — | CONV | 30063PAC9 |
| — | SHIFT4 PAYMENTS INC | 39,987,000 | $43.63M | 0.8% | $1.06 | — | CONV | 82452JAB5 |
| — | EURONET WORLDWIDE INC | 43,706,000 | $42.86M | 0.8% | $0.94 | — | CONV | 298736AL3 |
| — | DROPBOX INC | 43,150,000 | $41.49M | 0.8% | $0.94 | — | CONV | 26210CAD6 |
| — | BLACKLINE INC | 46,848,000 | $39.88M | 0.8% | $0.83 | — | CONV | 09239BAD1 |
| — | ETSY INC | 45,338,000 | $38.02M | 0.7% | $0.91 | — | CONV | 29786AAL0 |
| — | SNAP INC | 53,261,000 | $38M | 0.7% | $0.71 | — | CONV | 83304AAH9 |
| — | SHIFT4 PAYMENTS INC | 42,014,000 | $37.27M | 0.7% | $0.78 | — | CONV | 82452JAD1 |
| — | PALO ALTO NETWORKS | 14,398,000 | $37.13M | 0.7% | $1.46 | — | CONV | 697435AF2 |
| — | BIOMARIN PHARMACEUTICAL | 35,695,000 | $36.06M | 0.7% | $1.01 | — | CONV | 09061GAK7 |
| — | UBER TECHNOLOGIES INC | 38,921,000 | $35.69M | 0.7% | $0.97 | — | CONV | 90353TAJ9 |
| — | BENTLEY SYSTEMS | 38,770,000 | $35.2M | 0.7% | $0.77 | — | CONV | 08265TAD1 |
| — | NICE LTD | 36,031,000 | $35.09M | 0.7% | $0.99 | — | CONV | 653656AB4 |
| — | OKTA INC | 40,850,000 | $35.07M | 0.7% | $1.06 | — | CONV | 679295AF2 |
| — | CLOUDFLARE INC | 41,078,000 | $35.06M | 0.7% | $0.79 | — | CONV | 18915MAC1 |
| — | LUMENTUM HOLDINGS INC | 38,160,000 | $33.86M | 0.7% | $1.01 | — | CONV | 55024UAD1 |
| — | ZILLOW GROUP INC | 32,079,000 | $33.81M | 0.7% | $1.03 | — | CONV | 98954MAH4 |
| — | RAPID7 INC | 38,626,000 | $33.73M | 0.7% | $0.95 | — | CONV | 753422AF1 |
| — | SPIRIT AIRLINES INC | 40,014,000 | $32.53M | 0.6% | $0.95 | — | CONV | 848577AB8 |
| — | AMERICAN ELECTRIC POWER | 647,494 | $32.17M | 0.6% | $50.28 | — | CONV PFD | 02557T307 |
| — | NEXTERA ENERGY INC | 700,919 | $31.63M | 0.6% | $49.54 | — | CONV PFD | 65339F713 |
| — | ENPHASE ENERGY INC | 33,020,000 | $31.21M | 0.6% | $1.06 | — | CONV | 29355AAK3 |
| SPY | SPDR S&P 500 ETF Trust | 70,000 | $31.03M | 0.6% | — | — | Put | 78462F103 |
| — | CHEESECAKE FACTORY (THE) | 36,767,000 | $31.02M | 0.6% | $0.95 | — | CONV | 163072AA9 |
| — | GUARDANT HEALTH INC | 43,035,000 | $30.98M | 0.6% | $0.68 | — | CONV | 40131MAB5 |
| — | RINGCENTRAL INC | 37,001,000 | $30.9M | 0.6% | $0.88 | — | CONV | 76680RAH0 |
| — | CHART INDUSTRIES INC | 465,062 | $30.29M | 0.6% | $51.08 | — | CONV PFD | 16115Q407 |
| — | REALOGY GROUP/CO-ISSUER | 40,299,000 | $30.28M | 0.6% | $0.72 | — | CONV | 75606DAP6 |
| — | WOLFSPEED INC | 38,812,000 | $29.92M | 0.6% | $0.77 | — | CONV | 977852AB8 |
| — | SPLUNK INC | 34,386,000 | $29.83M | 0.6% | $0.93 | — | CONV | 848637AF1 |
| — | PEBBLEBROOK HOTEL TRUST | 35,002,000 | $29.72M | 0.6% | $1.07 | — | CONV | 70509VAA8 |
| — | TELADOC HEALTH INC | 37,051,000 | $29.64M | 0.6% | $1.04 | — | CONV | 87918AAF2 |
| — | LUMENTUM HOLDINGS INC | 36,779,000 | $29.11M | 0.6% | $0.79 | — | CONV | 55024UAF6 |
| — | ETSY INC | 36,440,000 | $28.33M | 0.5% | $0.76 | — | CONV | 29786AAN6 |
| — | BLOCK INC | 36,393,000 | $28.09M | 0.5% | $1.06 | — | CONV | 852234AK9 |
| — | ZSCALER INC. | 23,639,000 | $27.67M | 0.5% | $1.44 | — | CONV | 98980GAB8 |
| — | WAYFAIR INC | 32,038,000 | $26.51M | 0.5% | $0.83 | — | CONV | 94419LAF8 |
| — | CONFLUENT INC | 30,000,000 | $25.06M | 0.5% | $0.78 | — | CONV | 20717MAB9 |
| — | NCL CORPORATION LTD | 17,588,000 | $24.18M | 0.5% | $1.30 | — | CONV | 62886HAX9 |
| — | VERINT SYSTEMS INC | 27,250,000 | $24.15M | 0.5% | $0.90 | — | CONV | 92343XAC4 |
| — | IMAX CORP | 26,249,000 | $24.12M | 0.5% | $0.87 | — | CONV | 45245EAJ8 |
| — | NEOGENOMICS INC | 25,516,000 | $23.97M | 0.5% | $0.85 | — | CONV | 64049MAA8 |
| — | CABLE ONE INC | 29,000,000 | $23.85M | 0.5% | $0.82 | — | CONV | 12685JAE5 |
| — | DEXCOM INC | 22,227,000 | $23.84M | 0.5% | $1.05 | — | CONV | 252131AK3 |
| — | Q2 HOLDINGS INC | 27,351,000 | $23.77M | 0.5% | $1.04 | — | CONV | 74736LAD1 |
| — | BIOMARIN PHARMACEUTICAL | 24,020,000 | $23.65M | 0.5% | $1.04 | — | CONV | 09061GAH4 |
| WMT | Walmart Inc | 150,000 | $23.58M | 0.5% | — | — | Call | 931142103 |
| — | EVOLENT HEALTH INC | 19,997,000 | $22.91M | 0.4% | $1.03 | — | CONV | 30050BAD3 |
| — | CYBERARK SOFTWARE LTD | 19,318,000 | $21.97M | 0.4% | $1.14 | — | CONV | 23248VAB1 |
| — | BENTLEY SYSTEMS INC | 21,191,000 | $21.9M | 0.4% | $0.98 | — | CONV | 08265TAB5 |
| — | FARFETCH LTD | 26,832,000 | $21.9M | 0.4% | $0.79 | — | CONV | 30744WAD9 |
| WYNN | Wynn Resorts Ltd | 200,000 | $21.12M | 0.4% | — | — | Call | 983134107 |
| — | NEOGENOMICS INC | 27,718,000 | $20.55M | 0.4% | $0.85 | — | CONV | 64049MAB6 |
| — | ZILLOW GROUP INC | 16,173,000 | $20.5M | 0.4% | $1.01 | — | CONV | 98954MAG6 |
| — | AIRBNB INC | 23,397,000 | $20.46M | 0.4% | $0.92 | — | CONV | 009066AB7 |
| — | LITHIUM AMERICAS CORP | 26,062,000 | $20.37M | 0.4% | $0.80 | — | CONV | 53680QAA6 |
| — | NRG ENERGY INC | 18,261,000 | $19.37M | 0.4% | $1.08 | — | CONV | 629377CG5 |
| — | ARES CAPITAL CORP | 19,063,000 | $19.1M | 0.4% | $1.00 | — | CONV | 04010LAW3 |
| — | HERBALIFE LTD | 19,432,000 | $18.87M | 0.4% | $0.96 | — | CONV | 42703MAD5 |
| — | CONMED CORP | 16,650,000 | $18.66M | 0.4% | $1.12 | — | CONV | 207410AH4 |
| — | PERFICIENT INC | 22,520,000 | $18.58M | 0.4% | $0.78 | — | CONV | 71375UAF8 |
| — | ITRON INC | 20,500,000 | $18.28M | 0.4% | $0.85 | — | CONV | 465741AN6 |
| — | AMERICAN AIRLINES GROUP | 13,767,000 | $17.7M | 0.3% | $1.17 | — | CONV | 02376RAF9 |
| — | LIVE NATION ENTERTAINMEN | 16,523,000 | $17.62M | 0.3% | $1.00 | — | CONV | 538034AU3 |
| — | DROPBOX INC | 17,888,000 | $16.95M | 0.3% | $0.94 | — | CONV | 26210CAC8 |
| — | BIGCOMMERCE HOLDINGS INC | 21,516,000 | $16.92M | 0.3% | $0.79 | — | CONV | 08975PAB4 |
| — | CABLE ONE INC | 21,802,000 | $16.52M | 0.3% | $0.74 | — | CONV | 12685JAG0 |
| — | NATIONAL VISION HOLDINGS | 15,638,000 | $16.39M | 0.3% | $1.12 | — | CONV | 63845RAB3 |
| — | BOX INC | 12,898,000 | $16.08M | 0.3% | $1.25 | — | CONV | 10316TAB0 |
| — | MONGODB INC | 7,966,000 | $15.87M | 0.3% | $1.25 | — | CONV | 60937PAD8 |
| — | NEW MOUNTAIN FINANCE COR | 15,670,000 | $15.63M | 0.3% | $1.04 | — | CONV | 647551AC4 |
| — | INSULET CORPORATION | 11,336,000 | $15.63M | 0.3% | $1.30 | — | CONV | 45784PAK7 |
| — | REDFIN CORP | 18,395,000 | $15.07M | 0.3% | $0.72 | — | CONV | 75737FAC2 |
| — | BLOOM ENERGY CORP | 12,025,000 | $14.74M | 0.3% | $1.34 | — | CONV | 093712AH0 |
| — | AES CORP/THE | 174,317 | $14.21M | 0.3% | $101.38 | — | CONV PFD | 00130H204 |
| — | BILL HOLDINGS INC | 17,000,000 | $14.03M | 0.3% | $0.80 | — | CONV | 090043AD2 |
| — | EXACT SCIENCES CORP | 12,763,000 | $13.78M | 0.3% | $1.16 | — | CONV | 30063PAB1 |
| — | DATADOG INC | 10,249,000 | $12.77M | 0.2% | $1.09 | — | CONV | 23804LAB9 |
| — | PENN ENTERTAINMENT INC | 9,869,000 | $12.28M | 0.2% | $2.35 | — | CONV | 707569AU3 |
| TJX | TJX Cos Inc/The | 142,500 | $12.08M | 0.2% | — | — | Call | 872540109 |
| — | PAGERDUTY INC. | 12,516,000 | $11.94M | 0.2% | $0.95 | — | CONV | 69553PAB6 |
| — | ETSY INC | 9,999,000 | $11.88M | 0.2% | $1.19 | — | CONV | 29786AAJ5 |
| HD | Home Depot Inc/The | 37,500 | $11.65M | 0.2% | $276.41 | 0.0% | Call | 437076102 |
| — | ALGONQUIN PWR & | 349,873 | $10.32M | 0.2% | $30.43 | — | CONV PFD | 015857873 |
| — | SOLAR EDGE TECHNOLOGIES | 8,464,000 | $10.08M | 0.2% | $1.21 | — | CONV | 83417MAD6 |
| — | PARAMOUNT GLOBAL | 408,241 | $9.328M | 0.2% | $25.33 | — | CONV PFD | 92556H305 |
| CRWD | Crowdstrike Holdings Inc | 62,500 | $9.179M | 0.2% | — | — | Call | 22788C105 |
| — | ENVISTA HOLDINGS CORP | 5,000,000 | $8.402M | 0.2% | $1.68 | — | CONV | 29415FAB0 |
| — | SUMMIT HOTEL PROPERTIES | 9,000,000 | $7.69M | 0.1% | $1.10 | — | CONV | 866082AA8 |
| F | Ford Motor Co | 500,000 | $7.565M | 0.1% | — | — | Call | 345370860 |
| — | NATERA INC | 5,000,000 | $7.24M | 0.1% | $1.45 | — | CONV | 632307AB0 |
| — | NY COMMUNITY CAP TRUST V | 177,720 | $7.226M | 0.1% | $44.62 | — | CONV PFD | 64944P307 |
| — | BLACKSTONE MORTGAGE TR | 8,398,000 | $7.217M | 0.1% | $0.91 | — | CONV | 09257WAE0 |
| — | AIR TRANSPORT SERVICES G | 7,500,000 | $7.122M | 0.1% | $1.02 | — | CONV | 00922RAB1 |
| — | PARSONS CORP | 5,991,000 | $6.887M | 0.1% | $1.00 | — | CONV | 70202LAB8 |
| BABA | Alibaba Group Holding Ltd | 80,000 | $6.668M | 0.1% | — | — | Call | 01609W102 |
| — | ROYAL CARIBBEAN CRUISES | 4,704,000 | $6.047M | 0.1% | $1.07 | — | CONV | 780153BF8 |
| BOX | Box Inc | 200,000 | $5.876M | 0.1% | — | — | Call | 10316T104 |
| — | MIDDLEBY CORP | 4,710,000 | $5.871M | 0.1% | $1.33 | — | CONV | 596278AB7 |
| — | ON SEMICONDUCTOR CORP | 3,000,000 | $5.524M | 0.1% | $1.16 | — | CONV | 682189AS4 |
| — | RAPID7 INC | 5,383,000 | $5.51M | 0.1% | $1.02 | — | CONV | 753422AD6 |
| — | UNITED STATES STEEL CORP | 2,730,000 | $5.349M | 0.1% | $1.56 | — | CONV | 912909AT5 |
| — | INTEGRA LIFESCIENCES HLD | 5,634,000 | $5.172M | 0.1% | $1.12 | — | CONV | 457985AM1 |
| — | GUESS INC | 5,000,000 | $5.065M | 0.1% | $1.07 | — | CONV | 401617AD7 |
| — | AKAMAI TECHNOLOGIES INC | 4,500,000 | $4.823M | 0.1% | $1.09 | — | CONV | 00971TAJ0 |
| — | DEXCOM INC | 1,537,000 | $4.797M | 0.1% | $2.38 | — | CONV | 252131AH0 |
| — | HALOZYME THERAPEUTICS IN | 5,702,000 | $4.764M | 0.1% | $0.87 | — | CONV | 40637HAD1 |
| — | CINEMARK HOLDINGS INC | 3,440,000 | $4.711M | 0.1% | $1.32 | — | CONV | 17243VAB8 |
| — | RINGCENTRAL INC | 5,065,000 | $4.683M | 0.1% | $1.09 | — | CONV | 76680RAF4 |
| HD | Home Depot Inc/The | 15,000 | $4.66M | 0.1% | $276.41 | 0.0% | COM | 437076102 |
| DE | Deere & Co | 11,000 | $4.457M | 0.1% | — | — | Call | 244199105 |
| CAT | Caterpillar Inc | 17,500 | $4.306M | 0.1% | — | — | Call | 149123101 |
| — | MARRIOTT VACATION WORLDW | 4,392,000 | $4.091M | 0.1% | $0.94 | — | CONV | 57164YAD9 |
| JCI | Johnson Controls International | 60,000 | $4.088M | 0.1% | $60.72 | -3.4% | COM | G51502105 |
| — | MGP INGREDIENTS INC | 3,300,000 | $4.082M | 0.1% | $1.25 | — | CONV | 55303JAB2 |
| — | FASTLY INC | 4,900,000 | $4.065M | 0.1% | $0.80 | — | CONV | 31188VAB6 |
| IBM | IBM | 30,000 | $4.014M | 0.1% | $118.96 | -0.8% | COM | 459200101 |
| — | COHERUS BIOSCIENCES INC | 6,344,000 | $3.949M | 0.1% | $0.77 | — | CONV | 19249HAB9 |
| — | ZILLOW GROUP INC | 3,125,000 | $3.87M | 0.1% | $1.84 | — | CONV | 98954MAE1 |
| — | REPLIGEN CORP | 2,780,000 | $3.658M | 0.1% | $1.58 | — | CONV | 759916AB5 |
| — | LUMENTUM HOLDINGS INC | 3,439,000 | $3.652M | 0.1% | $1.16 | — | CONV | 55024UAB5 |
| DHR | Danaher Corp | 15,000 | $3.6M | 0.1% | — | — | Call | 235851102 |
| — | WINNEBAGO INDUSTRIES | 2,800,000 | $3.36M | 0.1% | $1.09 | — | CONV | 974637AB6 |
| HAL | Halliburton Co | 100,000 | $3.299M | 0.1% | $32.98 | -10.0% | COM | 406216101 |
| — | JAZZ INVESTMENTS I LTD | 3,280,000 | $3.131M | 0.1% | $0.99 | — | CONV | 472145AD3 |
| HON | Honeywell International Inc | 15,000 | $3.112M | 0.1% | $175.56 | 0.0% | COM | 438516106 |
| ETN | Eaton Corp PLC | 15,000 | $3.017M | 0.1% | $170.34 | 0.0% | COM | G29183103 |
| — | LIVONGO HEALTH | 3,279,000 | $2.979M | 0.1% | $1.05 | — | CONV | 539183AA1 |
| — | SEA LTD | 3,592,000 | $2.901M | 0.1% | $1.01 | — | CONV | 81141RAG5 |
| — | HEALTH CATALYST INC | 3,000,000 | $2.9M | 0.1% | $1.06 | — | CONV | 42225TAB3 |
| BAC | Bank of America Corp | 100,000 | $2.869M | 0.1% | $26.62 | 0.0% | COM | 060505104 |
| BAC | Bank of America Corp | 100,000 | $2.869M | 0.1% | $26.62 | 0.0% | Call | 060505104 |
| VZ | Verizon Communications Inc | 75,000 | $2.789M | 0.1% | $30.76 | +1.4% | COM | 92343V104 |
| TMUS | T-Mobile US Inc | 20,000 | $2.778M | 0.1% | $135.59 | 0.0% | COM | 872590104 |
| HTZ | Hertz Global Holdings Inc | 150,000 | $2.759M | 0.1% | — | — | Call | 42806J700 |
| — | H WORLD GROUP LTD | 2,400,000 | $2.737M | 0.1% | $1.07 | — | CONV | 44332NAB2 |
| — | ILLUMINA INC | 2,722,000 | $2.717M | 0.1% | $1.04 | — | CONV | 452327AK5 |
| ABBV | AbbVie Inc | 20,000 | $2.695M | 0.1% | $137.44 | -2.7% | COM | 00287Y109 |
| TGT | Target Corp | 20,000 | $2.638M | 0.1% | $134.98 | 0.0% | COM | 87612E106 |
| MS | Morgan Stanley | 30,000 | $2.562M | 0.0% | $78.37 | 0.0% | Call | 617446448 |
| EQT | EQT Corp | 60,000 | $2.468M | 0.0% | $33.47 | +1.6% | COM | 26884L109 |
| — | UPSTART HOLDINGS INC | 3,500,000 | $2.406M | 0.0% | $0.69 | — | CONV | 91680MAB3 |
| VLO | Valero Energy Corp | 20,000 | $2.346M | 0.0% | $107.19 | 0.0% | COM | 91913Y100 |
| — | MAKEMYTRIP LIMITED | 2,378,000 | $2.322M | 0.0% | $1.00 | — | CONV | 56087FAB0 |
| RC | Ready Capital Corp | 200,000 | $2.256M | 0.0% | — | — | Put | 75574U101 |
| — | PGIM Global High Yield Fund In | 200,000 | $2.194M | 0.0% | $10.97 | — | COM | 69346J106 |
| EXPE | Expedia Group Inc | 20,000 | $2.188M | 0.0% | $97.23 | 0.0% | COM | 30212P303 |
| NCLH | Norwegian Cruise Line Holdings | 100,000 | $2.177M | 0.0% | — | — | Call | G66721104 |
| LUV | Southwest Airlines Co | 60,000 | $2.173M | 0.0% | — | — | Call | 844741108 |
| UBER | Uber Technologies Inc | 50,000 | $2.159M | 0.0% | — | — | Call | 90353T100 |
| MS | Morgan Stanley | 25,000 | $2.135M | 0.0% | $78.37 | 0.0% | COM | 617446448 |
| — | First Trust High Yield Opportu | 150,000 | $2.058M | 0.0% | $13.96 | — | COM | 33741Q107 |
| — | SNAP INC | 2,100,000 | $2.036M | 0.0% | $1.79 | — | CONV | 83304AAD8 |
| ULCC | Frontier Group Holdings Inc | 210,100 | $2.032M | 0.0% | — | — | Call | 35909R108 |
| — | BRIDGEBIO PHARMA INC | 2,550,000 | $2.009M | 0.0% | $0.74 | — | CONV | 10806XAB8 |
| ENPH | Enphase Energy Inc | 11,000 | $1.842M | 0.0% | — | — | Call | 29355A107 |
| DOCS | Doximity Inc | 50,000 | $1.701M | 0.0% | — | — | Call | 26622P107 |
| PNC | PNC Financial Services Group I | 13,000 | $1.637M | 0.0% | $134.62 | -18.0% | COM | 693475105 |
| — | SEA LTD | 1,600,000 | $1.636M | 0.0% | $1.11 | — | CONV | 81141RAF7 |
| SNOW | Snowflake Inc | 9,000 | $1.584M | 0.0% | $162.55 | 0.0% | COM | 833445109 |
| AMGN | Amgen Inc | 7,000 | $1.554M | 0.0% | $224.03 | -4.6% | COM | 031162100 |
| — | ATI INC | 500,000 | $1.45M | 0.0% | $1.35 | — | CONV | 01741RAK8 |
| MT | ArcelorMittal SA | 50,000 | $1.367M | 0.0% | $30.12 | — | COM | 03938L203 |
| — | Synovus Financial Corp | 45,100 | $1.364M | 0.0% | — | — | Put | 87161C501 |
| BE | Bloom Energy Corp | 80,000 | $1.308M | 0.0% | — | — | Call | 093712107 |
| BMY | Bristol-Myers Squibb Co | 20,000 | $1.279M | 0.0% | $61.50 | -4.2% | COM | 110122108 |
| SNOW | Snowflake Inc | 7,000 | $1.232M | 0.0% | $162.55 | 0.0% | Call | 833445109 |
| FTCHQ | Farfetch Ltd | 200,000 | $1.208M | 0.0% | — | — | Call | 30744W107 |
| — | BRIDGEBIO PHARMA INC | 1,800,000 | $1.114M | 0.0% | $0.65 | — | CONV | 10806XAD4 |
| — | Pioneer Natural Resources Co | 5,000 | $1.036M | 0.0% | $207.18 | — | COM | 723787107 |
| W | Wayfair Inc | 15,000 | $975K | 0.0% | $44.28 | -4.9% | Call | 94419L101 |
| NIO | NIO Inc | 100,000 | $969K | 0.0% | — | — | Call | 62914V106 |
| — | UPWORK INC | 1,174,000 | $957K | 0.0% | $0.74 | — | CONV | 91688FAB0 |
| BDN | Brandywine Realty Trust | 200,000 | $930K | 0.0% | $4.73 | — | Put | 105368203 |
| WAL | Western Alliance Bancorp | 25,000 | $912K | 0.0% | — | — | Put | 957638109 |
| MGM | MGM Resorts International | 20,000 | $878K | 0.0% | $42.72 | 0.0% | COM | 552953101 |
| GRAB | Grab Holdings Ltd | 250,000 | $858K | 0.0% | — | — | Call | G4124C109 |
| CALY | Topgolf Callaway Brands Corp | 40,000 | $794K | 0.0% | — | — | Call | 131193104 |
| — | Advent Convertible and Income | 59,048 | $692K | 0.0% | $15.04 | — | COM | 00764C109 |
| NICE | Nice Ltd | 3,300 | $681K | 0.0% | $206.50 | — | COM | 653656108 |
| BBIO | Bridgebio Pharma Inc | 35,000 | $602K | 0.0% | — | — | Call | 10806X102 |
| ETSY | Etsy Inc | 7,000 | $592K | 0.0% | — | — | Call | 29786A106 |
| — | Fisker Inc | 100,000 | $564K | 0.0% | — | — | Call | 33813J106 |
| MU | Micron Technology Inc | 6,350 | $401K | 0.0% | $63.48 | 0.0% | COM | 595112103 |
| DPZ | Domino's Pizza Inc | 1,000 | $337K | 0.0% | $303.72 | 0.0% | COM | 25754A201 |
| COST | Costco Wholesale Corp | 550 | $296K | 0.0% | $487.14 | 0.0% | COM | 22160K105 |
| MANU | Manchester United Plc | 10,000 | $244K | 0.0% | $20.70 | 0.0% | COM | G5784H106 |
| ULTA | Ulta Beauty Inc | 500 | $235K | 0.0% | $489.83 | 0.0% | COM | 90384S303 |
| — | CARNIVAL CORP | 102,000 | $202K | 0.0% | $1.25 | — | CONV | 143658BT8 |
| — | VIAVI SOLUTIONS INC | 188,000 | $187K | 0.0% | $1.15 | — | CONV | 925550AB1 |
| SNAP | Snap Inc | 14,940 | $177K | 0.0% | $20.31 | -50.5% | COM | 83304A106 |
| — | LIBERTY MEDIA CORP | 150,000 | $174K | 0.0% | $1.06 | — | CONV | 531229AB8 |
| — | PERMIAN RESOURC OPTG LLC | 75,000 | $145K | 0.0% | $1.25 | — | CONV | 15136AAA0 |
| GRABW | GRAB HOLDINGS LTD - CL A | 170,314 | $76,641 | 0.0% | $0.51 | — | COM | G4124C117 |