CIK: 0001097278 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 16, 2021
Total Value ($000): $4,692,486 (11.1% shares, 88.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SOUTHWEST AIRLINES CO | 130,172,000 | $189,512 | 4.0% | $1.20 | — | CONV | 844741BG2 |
| — | AKAMAI TECHNOLOGIES INC | 119,741,000 | $133,785 | 2.9% | $1.13 | — | CONV | 00971TAL5 |
| — | FORTIVE CORPORATION | 118,703,000 | $122,215 | 2.6% | $0.93 | — | CONV | 34959JAK4 |
| — | EURONET WORLDWIDE INC | 95,891,000 | $107,910 | 2.3% | $0.92 | — | CONV | 298736AL3 |
| — | PROOFPOINT INC | 94,734,000 | $106,027 | 2.3% | $1.00 | — | CONV | 743424AF0 |
| — | DISH NETWORK CORP | 101,930,000 | $97,539 | 2.1% | $0.95 | — | CONV | 25470MAB5 |
| — | BIOMARIN PHARMACEUTICAL | 84,134,000 | $90,539 | 1.9% | $1.04 | — | CONV | 09061GAH4 |
| — | ILLUMINA INC | 77,800,000 | $87,663 | 1.9% | $1.10 | — | CONV | 452327AK5 |
| — | STANLEY BLACK & DECKER I | 731,406 | $80,542 | 1.7% | $92.53 | — | CONV PFD | 854502846 |
| — | TWITTER INC | 65,141,000 | $79,126 | 1.7% | $0.98 | — | CONV | 90184LAF9 |
| — | IONIS PHARMACEUTICALS IN | 76,017,000 | $78,229 | 1.7% | $1.03 | — | CONV | 462222AB6 |
| — | TESLA INC | 7,250,000 | $77,937 | 1.7% | $1.63 | — | CONV | 88160RAD3 |
| — | WORKDAY INC | 45,681,000 | $76,443 | 1.6% | $1.37 | — | CONV | 98138HAF8 |
| — | WESTERN DIGITAL CORP | 76,466,000 | $76,133 | 1.6% | $0.97 | — | CONV | 958102AP0 |
| — | PEBBLEBROOK HOTEL TRUST | 68,829,000 | $73,371 | 1.6% | $1.07 | — | CONV | 70509VAA8 |
| — | LIBERTY MEDIA CORP | 56,252,000 | $71,241 | 1.5% | $1.05 | — | CONV | 531229AB8 |
| — | BOOKING HOLDINGS INC | 60,317,000 | $70,453 | 1.5% | $1.09 | — | CONV | 741503AX4 |
| — | HERBALIFE LTD | 60,338,000 | $64,716 | 1.4% | $0.95 | — | CONV | 42703MAD5 |
| — | TESLA INC | 5,525,000 | $62,820 | 1.3% | $0.98 | — | CONV | 88160RAG6 |
| — | PALO ALTO NETWORKS | 42,424,000 | $60,027 | 1.3% | $1.05 | — | CONV | 697435AD7 |
| — | LUMENTUM HOLDINGS INC | 46,825,000 | $57,139 | 1.2% | $1.22 | — | CONV | 55024UAD1 |
| — | SYNAPTICS INC | 41,133,000 | $56,710 | 1.2% | $1.09 | — | CONV | 87157DAD1 |
| — | FIREEYE INC | 46,143,000 | $56,063 | 1.2% | $0.98 | — | CONV | 31816QAF8 |
| — | CYBERARK SOFTWARE LTD | 46,135,000 | $56,054 | 1.2% | $1.21 | — | CONV | 23248VAB1 |
| — | KBR INC | 40,033,000 | $54,818 | 1.2% | $1.12 | — | CONV | 48242WAB2 |
| — | ARES CAPITAL CORP | 51,722,000 | $54,543 | 1.2% | $0.99 | — | CONV | 04010LAW3 |
| — | NEXTERA ENERGY INC | 1,061,504 | $54,064 | 1.2% | $48.43 | — | CONV PFD | 65339F739 |
| — | VISHAY INTERTECHNOLOGY | 51,360,000 | $53,334 | 1.1% | $0.95 | — | CONV | 928298AP3 |
| — | TERADYNE INC | 13,941,000 | $52,747 | 1.1% | $1.94 | — | CONV | 880770AG7 |
| — | ANTHEM INC | 11,459,000 | $51,534 | 1.1% | $2.34 | — | CONV | 94973VBG1 |
| — | ILLUMINA INC | 35,017,000 | $51,165 | 1.1% | $1.25 | — | CONV | 452327AH2 |
| — | LIGAND PHARMACEUTICALS I | 53,485,000 | $50,779 | 1.1% | $0.89 | — | CONV | 53220KAF5 |
| — | REALPAGE INC | 39,038,000 | $50,235 | 1.1% | $1.21 | — | CONV | 75606NAC3 |
| — | DOMINION ENERGY INC | 482,474 | $47,965 | 1.0% | $101.79 | — | CONV PFD | 25746U133 |
| — | ON SEMICONDUCTOR CORP | 27,698,000 | $46,884 | 1.0% | $1.11 | — | CONV | 682189AP0 |
| — | ZYNGA INC | 35,032,000 | $46,848 | 1.0% | $1.32 | — | CONV | 98986TAB4 |
| — | VERINT SYSTEMS INC | 42,384,000 | $46,526 | 1.0% | $1.01 | — | CONV | 92343XAA8 |
| — | LIBERTY MEDIA CORP | 94,801,000 | $44,967 | 1.0% | $0.88 | — | CONV | 531229AE2 |
| — | NRG ENERGY INC | 38,444,000 | $43,697 | 0.9% | $1.09 | — | CONV | 629377CG5 |
| — | NEXTERA ENERGY INC | 834,420 | $42,219 | 0.9% | $43.91 | — | CONV PFD | 65339F770 |
| — | EXACT SCIENCES CORP | 31,574,000 | $41,223 | 0.9% | $0.98 | — | CONV | 30063PAC9 |
| — | JAZZ INVESTMENTS I LTD | 37,406,000 | $40,145 | 0.9% | $0.95 | — | CONV | 472145AD3 |
| — | DTE ENERGY CO | 837,547 | $39,881 | 0.8% | $50.38 | — | CONV PFD | 233331842 |
| — | ALTERYX INC | 37,490,000 | $39,589 | 0.8% | $1.00 | — | CONV | 02156BAF0 |
| — | PINDUODUO INC | 31,453,000 | $39,003 | 0.8% | $1.24 | — | CONV | 722304AC6 |
| — | EXACT SCIENCES CORP | 27,870,000 | $38,839 | 0.8% | $1.11 | — | CONV | 30063PAB1 |
| — | VONAGE HOLDINGS CORP | 34,607,000 | $37,740 | 0.8% | $0.93 | — | CONV | 92886TAJ1 |
| — | MARRIOTT VACATION WORLDW | 32,661,000 | $37,362 | 0.8% | $0.88 | — | CONV | 57164YAB3 |
| — | ARES CAPITAL CORP | 36,088,000 | $37,030 | 0.8% | $1.02 | — | CONV | 04010LAT0 |
| — | GREENBRIER COS INC | 35,475,000 | $36,233 | 0.8% | $1.02 | — | CONV | 393657AK7 |
| — | VIAVI SOLUTIONS INC | 27,805,000 | $35,978 | 0.8% | $1.05 | — | CONV | 925550AB1 |
| — | MACQUARIE INFRASTRUCTURE | 33,820,000 | $33,808 | 0.7% | $0.97 | — | CONV | 55608BAB1 |
| — | CSG SYSTEMS INTERNATIONA | 31,326,000 | $33,313 | 0.7% | $1.04 | — | CONV | 126349AF6 |
| — | AMERICAN ELECTRIC POWER | 655,158 | $32,653 | 0.7% | $49.41 | — | CONV PFD | 02557T307 |
| — | SAREPTA THERAPEUTICS INC | 13,307,000 | $32,575 | 0.7% | $1.69 | — | CONV | 803607AB6 |
| — | NEW RELIC INC | 32,022,000 | $31,579 | 0.7% | $0.99 | — | CONV | 64829BAB6 |
| — | TWITTER INC | 30,245,000 | $30,915 | 0.7% | $0.97 | — | CONV | 90184LAD4 |
| — | CHANGE HEALTHCARE INC | 473,348 | $30,895 | 0.7% | $49.27 | — | CONV PFD | 15912K209 |
| — | NUTANIX INC | 30,450,000 | $30,868 | 0.7% | $0.97 | — | CONV | 67059NAB4 |
| — | PURE STORAGE INC | 27,680,000 | $30,638 | 0.7% | $0.96 | — | CONV | 74624MAB8 |
| — | STARWOOD PROPERTY TRUST | 29,708,000 | $29,614 | 0.6% | $1.00 | — | CONV | 85571BAH8 |
| — | SNAP INC | 12,766,000 | $29,009 | 0.6% | $1.39 | — | CONV | 83304AAB2 |
| — | INSULET CORPORATION | 21,672,000 | $28,761 | 0.6% | $1.33 | — | CONV | 45784PAK7 |
| — | AIR TRANSPORT SERVICES G | 24,290,000 | $28,694 | 0.6% | $0.97 | — | CONV | 00922RAB1 |
| — | OSI SYSTEMS INC | 26,137,000 | $28,176 | 0.6% | $0.94 | — | CONV | 671044AD7 |
| — | CHENIERE ENERGY INC | 35,228,000 | $27,417 | 0.6% | $0.74 | — | CONV | 16411RAG4 |
| — | MICRON TECHNOLOGY INC | 3,585,000 | $26,981 | 0.6% | $4.21 | — | CONV | 595112AX1 |
| — | SOUTHERN CO | 524,806 | $26,870 | 0.6% | $53.51 | — | CONV PFD | 842587602 |
| — | INTERDIGITAL INC | 24,850,000 | $26,178 | 0.6% | $1.03 | — | CONV | 45867GAB7 |
| — | INSMED INC | 22,362,000 | $25,324 | 0.5% | $0.88 | — | CONV | 457669AA7 |
| — | MERITOR INC | 21,670,000 | $25,066 | 0.5% | $0.95 | — | CONV | 59001KAF7 |
| — | MICROCHIP TECHNOLOGY INC | 12,276,000 | $24,914 | 0.5% | $1.16 | — | CONV | 595017AF1 |
| — | LIVE NATION ENTERTAINMEN | 18,977,000 | $24,588 | 0.5% | $1.10 | — | CONV | 538034AQ2 |
| — | SUPERNUS PHARMACEUTICALS | 25,556,000 | $24,403 | 0.5% | $0.96 | — | CONV | 868459AD0 |
| — | NEXTERA ENERGY INC | 394,739 | $23,276 | 0.5% | $50.29 | — | CONV PFD | 65339F796 |
| — | AMERICAN ELECTRIC POWER | 451,413 | $22,357 | 0.5% | $51.80 | — | CONV PFD | 025537127 |
| — | INTERCEPT PHARMAS | 27,397,000 | $21,720 | 0.5% | $0.94 | — | CONV | 45845PAA6 |
| — | PENN NATIONAL GAMING INC | 5,725,000 | $21,622 | 0.5% | $3.53 | — | CONV | 707569AU3 |
| — | INNOVIVA INC | 21,293,000 | $21,328 | 0.5% | $1.03 | — | CONV | 88338TAB0 |
| — | PLURALSIGHT INC | 19,929,000 | $19,674 | 0.4% | $0.89 | — | CONV | 72941BAB2 |
| — | NUVASIVE INC | 19,536,000 | $19,633 | 0.4% | $1.14 | — | CONV | 670704AG0 |
| — | SHOPIFY INC | 16,460,000 | $19,358 | 0.4% | $1.18 | — | CONV | 82509LAA5 |
| — | BENEFITFOCUS INC | 21,744,000 | $19,218 | 0.4% | $0.86 | — | CONV | 08180DAB2 |
| — | MICROCHIP TECHNOLOGY INC | 16,930,000 | $18,714 | 0.4% | $1.11 | — | CONV | 595017AU8 |
| — | OKTA INC | 12,111,000 | $18,074 | 0.4% | $1.33 | — | CONV | 679295AD7 |
| — | ZILLOW GROUP INC | 6,000,000 | $17,953 | 0.4% | $2.99 | — | CONV | 98954MAE1 |
| — | ZILLOW GROUP INC | 10,199,000 | $17,421 | 0.4% | $1.10 | — | CONV | 98954MAC5 |
| — | SSR MINING INC | 11,989,000 | $16,434 | 0.4% | $1.37 | — | CONV | 784730AB9 |
| — | AMERICAN AIRLINES GROUP | 12,886,000 | $16,225 | 0.3% | $0.93 | — | CONV | 02376RAF9 |
| — | ENVESTNET INC | 12,171,000 | $16,160 | 0.3% | $1.24 | — | CONV | 29404KAB2 |
| — | REDWOOD TRUST INC | 16,674,000 | $15,769 | 0.3% | $1.01 | — | CONV | 758075AC9 |
| — | AKAMAI TECHNOLOGIES INC | 12,642,000 | $15,687 | 0.3% | $1.09 | — | CONV | 00971TAJ0 |
| — | NEW MOUNTAIN FINANCE COR | 14,788,000 | $15,276 | 0.3% | $1.03 | — | CONV | 647551AC4 |
| — | PRA GROUP INC | 13,447,000 | $14,668 | 0.3% | $1.05 | — | CONV | 69354NAB2 |
| — | PACIRA BIOSCIENCES INC | 12,796,000 | $14,650 | 0.3% | $0.94 | — | CONV | 695127AD2 |
| — | TRAVERE THERAPEUTICS INC | 13,618,000 | $13,818 | 0.3% | $0.85 | — | CONV | 761299AB2 |
| — | ZILLOW GROUP INC | 6,520,000 | $13,601 | 0.3% | $1.17 | — | CONV | 98954MAH4 |
| — | NY COMMUNITY CAP TRUST V | 289,489 | $13,431 | 0.3% | $44.01 | — | CONV PFD | 64944P307 |
| — | COLFAX CORP | 82,062 | $13,146 | 0.3% | $152.36 | — | CONV PFD | 194014205 |
| — | NUANCE COMMUNICATIONS | 5,510,000 | $12,574 | 0.3% | $0.96 | — | CONV | 67020YAN0 |
| — | LIVEPERSON INC | 7,042,000 | $12,417 | 0.3% | $1.24 | — | CONV | 538146AB7 |
| — | KAMAN CORP | 10,650,000 | $12,343 | 0.3% | $1.11 | — | CONV | 483548AF0 |
| — | BLACKROCK TCP CAP CORP | 11,762,000 | $11,914 | 0.3% | $1.03 | — | CONV | 87238QAD5 |
| — | CONMED CORP | 8,379,000 | $11,734 | 0.3% | $0.93 | — | CONV | 207410AF8 |
| — | ELANCO ANIMAL HEALTH INC | 228,475 | $10,925 | 0.2% | $42.00 | — | CONV PFD | 28414H202 |
| — | Q2 HOLDINGS INC | 6,907,000 | $10,620 | 0.2% | $1.20 | — | CONV | 74736LAD1 |
| — | QIAGEN NV | 8,200,000 | $10,450 | 0.2% | $1.27 | — | CONV | AV5355400 |
| — | PROS HOLDINGS INC | 9,600,000 | $10,175 | 0.2% | $1.06 | — | CONV | 74346YAH6 |
| — | BLACKSTONE MORTGAGE TR | 10,090,000 | $10,061 | 0.2% | $0.99 | — | CONV | 09257WAC4 |
| — | INSIGHT ENTERPRS | 7,704,000 | $9,738 | 0.2% | $1.05 | — | CONV | 45765UAB9 |
| — | SQUARE INC | 3,442,000 | $9,667 | 0.2% | $1.18 | — | CONV | 852234AD5 |
| — | PG&E CORP | 78,097 | $9,573 | 0.2% | $98.26 | — | CONV PFD | 69331C140 |
| — | LENDINGTREE INC | 6,498,000 | $9,271 | 0.2% | $1.43 | — | CONV | 52603BAA5 |
| — | ALTERYX INC | 8,876,000 | $9,237 | 0.2% | $1.01 | — | CONV | 02156BAD5 |
| — | FLEXION THERAPEUTICS INC | 10,030,000 | $8,966 | 0.2% | $1.03 | — | CONV | 33938JAB2 |
| — | ALTAIR ENGINEERING INC | 6,500,000 | $8,947 | 0.2% | $1.07 | — | CONV | 021369AA1 |
| — | INTL FLAVOR & FRAGRANCES | 201,338 | $8,207 | 0.2% | $52.09 | — | CONV PFD | 459506309 |
| — | NEUROCRINE BIOSCIENCES | 5,931,000 | $8,177 | 0.2% | $1.39 | — | CONV | 64125CAD1 |
| — | EVERBRIDGE INC | 5,175,000 | $7,661 | 0.2% | $1.48 | — | CONV | 29978AAC8 |
| — | CHEGG INC | 4,098,000 | $7,452 | 0.2% | $1.82 | — | CONV | 163092AD1 |
| — | RH | 3,155,000 | $7,401 | 0.2% | $2.23 | — | CONV | 74967XAA1 |
| — | EVOLENT HEALTH INC | 6,389,000 | $5,502 | 0.1% | $0.69 | — | CONV | 30050BAD3 |
| — | II-VI INC | 3,224,000 | $5,385 | 0.1% | $1.10 | — | CONV | 902104AB4 |
| — | WAYFAIR INC | 3,196,000 | $5,377 | 0.1% | $1.68 | — | CONV | 94419LAF8 |
| — | RAMBUS INC | 4,005,000 | $4,524 | 0.1% | $0.97 | — | CONV | 750917AG1 |
| — | AVAYA HOLDINGS CORP | 4,264,000 | $4,470 | 0.1% | $1.05 | — | CONV | 05351XAB7 |
| — | FIREEYE INC | 4,509,000 | $4,452 | 0.1% | $0.94 | — | CONV | 31816QAD3 |
| UNP | UNION PACIFIC CORP | 20,000 | $4,164 | 0.1% | $161.52 | +10.2% | COM | 907818108 |
| — | SCORPIO TANKERS INC | 4,305,000 | $4,133 | 0.1% | $0.86 | — | CONV | 80918TAB5 |
| MDT | MEDTRONIC PLC | 35,000 | $4,100 | 0.1% | $82.68 | +15.0% | COM | G5960L103 |
| FCX | FREEPORT-MCMORAN INC | 150,000 | $3,903 | 0.1% | $13.50 | +44.1% | COM | 35671D857 |
| PNC | PNC FINANCIAL SERVICES GROUP I | 25,000 | $3,725 | 0.1% | $88.70 | +20.1% | COM | 693475105 |
| VRTX | VERTEX PHARMACEUTICALS INC | 15,000 | $3,545 | 0.1% | $229.44 | 0.0% | COM | 92532F100 |
| — | NOVELLUS SYSTEMS INC | 234,000 | $3,483 | 0.1% | $5.04 | — | CONV | 670008AD3 |
| FITB | FIFTH THIRD BANCORP | 125,000 | $3,446 | 0.1% | $20.77 | 0.0% | COM | 316773100 |
| VLO | VALERO ENERGY CORP | 60,000 | $3,394 | 0.1% | $40.57 | 0.0% | COM | 91913Y100 |
| MSFT | MICROSOFT CORP | 15,000 | $3,336 | 0.1% | $201.81 | +2.1% | COM | 594918104 |
| V | VISA INC | 15,000 | $3,281 | 0.1% | $192.21 | +2.6% | COM | 92826C839 |
| GLPI | GAMING AND LEISURE PROPERTIES | 76,735 | $3,254 | 0.1% | $36.92 | — | COM | 36467J108 |
| DD | DUPONT DE NEMOURS INC | 45,000 | $3,200 | 0.1% | $21.38 | +10.9% | COM | 26614N102 |
| DOCU | DOCUSIGN INC | 14,000 | $3,112 | 0.1% | $224.62 | 0.0% | COM | 256163106 |
| — | WINNEBAGO INDUSTRIES | 2,600,000 | $3,093 | 0.1% | $1.19 | — | CONV | 974637AB6 |
| LVS | LAS VEGAS SANDS CORP | 50,000 | $2,980 | 0.1% | $45.63 | +11.6% | COM | 517834107 |
| — | DISH NETWORK CORP | 3,139,000 | $2,961 | 0.1% | $0.90 | — | CONV | 25470MAD1 |
| LAMR | LAMAR ADVERTISING CO | 35,000 | $2,913 | 0.1% | $68.60 | — | COM | 512816109 |
| BABA | ALIBABA GROUP HOLDING LTD | 12,000 | $2,793 | 0.1% | $232.75 | — | COM | 01609W102 |
| — | LUMENTUM HOLDINGS INC | 1,662,000 | $2,748 | 0.1% | $1.41 | — | CONV | 55024UAB5 |
| CAT | CATERPILLAR INC | 15,000 | $2,730 | 0.1% | $126.81 | +21.4% | COM | 149123101 |
| — | HANESBRANDS INC | 175,000 | $2,552 | 0.1% | $14.58 | — | COM | 410345102 |
| — | ADVENT CONVERTIBLE AND INCOME | 153,048 | $2,528 | 0.1% | $15.04 | — | COM | 00764C109 |
| — | FTI CONSULTING INC | 1,688,000 | $2,135 | 0.0% | $1.26 | — | CONV | 302941AP4 |
| THO | THOR INDUSTRIES INC | 20,000 | $1,860 | 0.0% | $84.41 | 0.0% | COM | 885160101 |
| — | BRISTOL-MYERS SQUIBB CO | 1,098,000 | $1,758 | 0.0% | $1.36 | — | CONV | 110122AN8 |
| — | NUANCE COMMUNICATIONS | 872,000 | $1,624 | 0.0% | $0.92 | — | CONV | 67020YAK6 |
| — | 8X8 INC | 918,000 | $1,340 | 0.0% | $0.87 | — | CONV | 282914AB6 |
| — | BLACKSTONE MORTGAGE TR | 1,332,000 | $1,331 | 0.0% | $1.02 | — | CONV | 09257WAB6 |
| — | SPIRIT AIRLINES INC | 50,000 | $1,223 | 0.0% | $24.46 | — | COM | 848577102 |
| — | SPLUNK INC | 899,000 | $1,216 | 0.0% | $1.14 | — | CONV | 848637AD6 |
| — | SILICON LABORATORIES INC | 853,000 | $1,179 | 0.0% | $1.22 | — | CONV | 826919AB8 |
| — | GOLDMAN SACHS BDC INC | 1,047,000 | $1,077 | 0.0% | $1.02 | — | CONV | 38147UAB3 |
| — | ESSENTIAL UTILITIES INC | 13,580 | $829 | 0.0% | $61.05 | — | CONV PFD | 29670G201 |
| — | J2 GLOBAL COMMUNICATIONS | 426,000 | $624 | 0.0% | $1.20 | — | CONV | 48123VAC6 |
| — | ATLANTIC AVENUE ACQUISITION CO | 45,000 | $477 | 0.0% | $10.60 | — | COM | 04906P200 |
| PENN | PENN NATIONAL GAMING INC | 5,000 | $432 | 0.0% | $71.36 | 0.0% | COM | 707569109 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 4,520 | $396 | 0.0% | $98.66 | -19.6% | COM | 09061G101 |
| — | RAPID7 INC | 159,000 | $347 | 0.0% | $1.30 | — | CONV | 753422AB0 |
| STZ | CONSTELLATION BRANDS INC | 1,500 | $329 | 0.0% | $180.85 | -0.0% | COM | 21036P108 |
| CSCO | CISCO SYSTEMS INC/DELAWARE | 5,000 | $224 | 0.0% | $35.27 | 0.0% | COM | 17275R102 |
| — | TELADOC HEALTH INC | 58,000 | $216 | 0.0% | $1.48 | — | CONV | 87918AAC9 |
| — | ZYNGA INC | 4,500 | $191 | 0.0% | — | — | Call | 98986T908 |
| — | GENERAL ELECTRIC CO | 525 | $147 | 0.0% | — | — | Call | 369604903 |
| — | CISCO SYSTEMS INC/DELAWARE | 1,500 | $135 | 0.0% | — | — | Call | 17275R902 |
| — | DEXCOM INC | 54,000 | $123 | 0.0% | $1.48 | — | CONV | 252131AH0 |
| TREE | LENDINGTREE INC | 400 | $110 | 0.0% | $275.00 | — | COM | 52603B107 |
| — | COMMSCOPE HOLDING CO INC | 600 | $69 | 0.0% | — | — | Call | 20337X909 |
| — | DANAHER CORP | 8,000 | $68 | 0.0% | $3.09 | — | CONV | 235851AF9 |
| — | FINANCIAL SELECT SECTOR SPDR F | 1,400 | $49 | 0.0% | — | — | Call | 81369Y905 |
| — | SUNPOWER CORP | 57,000 | $46 | 0.0% | $0.81 | — | CONV | 867652AL3 |
| — | ISHARES MSCI EMERGING MARKETS | 500 | $40 | 0.0% | — | — | Call | 464287904 |
| — | ERICSSON | 400 | $38 | 0.0% | — | — | Call | 294821908 |
| — | WEIBO CORP | 36,000 | $35 | 0.0% | $0.94 | — | CONV | 948596AC5 |
| XIFR | NEXTERA ENERGY PARTNERS LP | 400 | $27 | 0.0% | $64.46 | 0.0% | COM | 65341B106 |
| — | ALIBABA GROUP HOLDING LTD | 40 | $21 | 0.0% | — | — | Call | 01609W902 |
| — | SFL CORP LTD | 19,000 | $19 | 0.0% | $1.00 | — | CONV | QZ7451235 |
| — | COUPA SOFTWARE INC | 8,000 | $18 | 0.0% | $2.25 | — | CONV | 22266LAC0 |
| — | OKTA INC | 3,000 | $17 | 0.0% | $5.67 | — | CONV | 679295AB1 |
| — | HUAZHU GROUP LTD | 14,000 | $16 | 0.0% | $0.99 | — | CONV | 16949NAC3 |
| — | DOCUSIGN INC | 5,000 | $16 | 0.0% | $3.20 | — | CONV | 256163AB2 |
| — | SABRE CORP | 310 | $14 | 0.0% | — | — | Call | 78573M904 |
| — | TWILIO INC | 3,000 | $14 | 0.0% | $1.99 | — | CONV | 90138FAB8 |
| — | ETSY INC | 5,000 | $11 | 0.0% | $1.57 | — | CONV | 29786AAJ5 |
| — | BANK OF AMERICA CORP | 250 | $8 | 0.0% | — | — | Call | 060505904 |
| — | SERVICENOW INC | 2,000 | $8 | 0.0% | $4.00 | — | CONV | 81762PAC6 |
| — | NEOGENOMICS INC | 5,000 | $8 | 0.0% | $1.60 | — | CONV | 64049MAA8 |
| — | GDS HOLDINGS LIMITED | 4,000 | $7 | 0.0% | $1.75 | — | CONV | 36165LAB4 |
| — | HELIX ENERGY SOLUTIONS | 7,000 | $7 | 0.0% | $0.86 | — | CONV | 42330PAH0 |
| — | WIX LTD | 4,000 | $7 | 0.0% | $1.75 | — | CONV | 92940WAB5 |
| — | IH MERGER SUB LLC | 5,000 | $7 | 0.0% | $1.40 | — | CONV | 19625XAB8 |
| — | RINGCENTRAL INC | 3,000 | $5 | 0.0% | $1.67 | — | CONV | 76680RAD9 |