CIK: 0001097278 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: May 17, 2021
Total Value ($000): $4,640,816 (11.9% shares, 88.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SOUTHWEST AIRLINES CO | 114,908,000 | $197,863 | 4.3% | $1.20 | — | CONV | 844741BG2 |
| — | DISH NETWORK CORP | 106,060,000 | $102,597 | 2.2% | $0.95 | — | CONV | 25470MAB5 |
| — | WESTERN DIGITAL CORP | 98,775,000 | $101,637 | 2.2% | $0.98 | — | CONV | 958102AP0 |
| — | PEBBLEBROOK HOTEL TRUST | 85,449,000 | $100,705 | 2.2% | $1.09 | — | CONV | 70509VAA8 |
| — | EURONET WORLDWIDE INC | 88,030,000 | $100,354 | 2.2% | $0.92 | — | CONV | 298736AL3 |
| — | AKAMAI TECHNOLOGIES INC | 90,741,000 | $98,852 | 2.1% | $1.13 | — | CONV | 00971TAL5 |
| — | STANLEY BLACK & DECKER I | 818,579 | $97,302 | 2.1% | $95.34 | — | CONV PFD | 854502846 |
| — | LUMENTUM HOLDINGS INC | 74,847,000 | $87,000 | 1.9% | $1.20 | — | CONV | 55024UAD1 |
| — | WORKDAY INC | 48,554,000 | $83,858 | 1.8% | $1.39 | — | CONV | 98138HAF8 |
| — | FIREEYE INC | 70,650,000 | $79,744 | 1.7% | $1.03 | — | CONV | 31816QAF8 |
| — | ILLUMINA INC | 62,641,000 | $74,543 | 1.6% | $1.10 | — | CONV | 452327AK5 |
| — | TESLA INC | 7,250,000 | $73,775 | 1.6% | $1.63 | — | CONV | 88160RAD3 |
| — | NEXTERA ENERGY INC | 1,456,699 | $72,405 | 1.6% | $48.77 | — | CONV PFD | 65339F739 |
| — | BIOMARIN PHARMACEUTICAL | 67,735,000 | $69,432 | 1.5% | $1.04 | — | CONV | 09061GAH4 |
| — | HERBALIFE LTD | 65,415,000 | $68,578 | 1.5% | $0.96 | — | CONV | 42703MAD5 |
| — | LIBERTY MEDIA CORP | 53,439,000 | $68,525 | 1.5% | $1.05 | — | CONV | 531229AB8 |
| — | RINGCENTRAL INC | 59,121,000 | $64,874 | 1.4% | $1.10 | — | CONV | 76680RAF4 |
| — | MICROCHIP TECHNOLOGY INC | 54,473,000 | $64,276 | 1.4% | $1.16 | — | CONV | 595017AU8 |
| — | FORTIVE CORPORATION | 62,561,000 | $63,656 | 1.4% | $0.93 | — | CONV | 34959JAK4 |
| — | TWITTER INC | 60,839,000 | $63,197 | 1.4% | $1.01 | — | CONV | 90184LAD4 |
| — | NRG ENERGY INC | 52,981,000 | $61,569 | 1.3% | $1.11 | — | CONV | 629377CG5 |
| — | IONIS PHARMACEUTICALS IN | 64,309,000 | $60,544 | 1.3% | $1.03 | — | CONV | 462222AB6 |
| — | NUVASIVE INC | 56,821,000 | $58,064 | 1.3% | $1.02 | — | CONV | 670704AJ4 |
| — | KBR INC | 35,729,000 | $56,467 | 1.2% | $1.12 | — | CONV | 48242WAB2 |
| — | ALTERYX INC | 61,099,000 | $55,244 | 1.2% | $0.96 | — | CONV | 02156BAF0 |
| — | VISHAY INTERTECHNOLOGY | 50,099,000 | $54,846 | 1.2% | $0.95 | — | CONV | 928298AP3 |
| — | TERADYNE INC | 14,189,000 | $54,596 | 1.2% | $1.98 | — | CONV | 880770AG7 |
| — | ZYNGA INC | 39,712,000 | $54,274 | 1.2% | $1.32 | — | CONV | 98986TAB4 |
| — | ANTHEM INC | 10,474,000 | $52,555 | 1.1% | $2.34 | — | CONV | 94973VBG1 |
| — | LIGAND PHARMACEUTICALS I | 50,581,000 | $52,330 | 1.1% | $0.89 | — | CONV | 53220KAF5 |
| — | TWITTER INC | 38,663,000 | $51,788 | 1.1% | $0.98 | — | CONV | 90184LAF9 |
| — | SUMMIT HOTEL PROPERTIES | 46,180,000 | $51,049 | 1.1% | $1.11 | — | CONV | 866082AA8 |
| — | ARES CAPITAL CORP | 45,590,000 | $49,855 | 1.1% | $0.99 | — | CONV | 04010LAW3 |
| — | LIVE NATION ENTERTAINMEN | 44,732,000 | $49,522 | 1.1% | $1.11 | — | CONV | 538034AU3 |
| — | ON SEMICONDUCTOR CORP | 23,647,000 | $49,077 | 1.1% | $1.11 | — | CONV | 682189AP0 |
| — | PROOFPOINT INC | 45,206,000 | $48,306 | 1.0% | $1.00 | — | CONV | 743424AF0 |
| — | NEW RELIC INC | 46,385,000 | $45,529 | 1.0% | $0.98 | — | CONV | 64829BAB6 |
| — | LIBERTY MEDIA CORP | 92,716,000 | $44,306 | 1.0% | $0.88 | — | CONV | 531229AE2 |
| — | PURE STORAGE INC | 39,479,000 | $43,541 | 0.9% | $1.00 | — | CONV | 74624MAB8 |
| — | AIR TRANSPORT SERVICES G | 33,615,000 | $37,983 | 0.8% | $1.02 | — | CONV | 00922RAB1 |
| — | DOMINION ENERGY INC | 376,875 | $37,422 | 0.8% | $101.79 | — | CONV PFD | 25746U133 |
| — | AMERICAN ELECTRIC POWER | 756,582 | $37,284 | 0.8% | $49.39 | — | CONV PFD | 02557T307 |
| — | ARES CAPITAL CORP | 35,821,000 | $36,916 | 0.8% | $1.02 | — | CONV | 04010LAT0 |
| — | ILLUMINA INC | 24,215,000 | $36,509 | 0.8% | $1.25 | — | CONV | 452327AH2 |
| — | VONAGE HOLDINGS CORP | 34,132,000 | $36,165 | 0.8% | $0.93 | — | CONV | 92886TAJ1 |
| — | STARWOOD PROPERTY TRUST | 34,358,000 | $36,141 | 0.8% | $1.01 | — | CONV | 85571BAH8 |
| — | NEXTERA ENERGY INC | 721,911 | $35,955 | 0.8% | $43.91 | — | CONV PFD | 65339F770 |
| — | PALO ALTO NETWORKS | 26,958,000 | $35,705 | 0.8% | $1.05 | — | CONV | 697435AD7 |
| — | JAZZ INVESTMENTS I LTD | 32,522,000 | $35,374 | 0.8% | $0.95 | — | CONV | 472145AD3 |
| — | INSULET CORPORATION | 25,884,000 | $34,430 | 0.7% | $1.33 | — | CONV | 45784PAK7 |
| — | TESLA INC | 3,098,000 | $33,312 | 0.7% | $0.98 | — | CONV | 88160RAG6 |
| — | INTEGRA LIFESCIENCES HLD | 28,658,000 | $32,127 | 0.7% | $1.12 | — | CONV | 457985AM1 |
| — | DTE ENERGY CO | 641,233 | $32,104 | 0.7% | $50.38 | — | CONV PFD | 233331842 |
| — | SNAP INC | 13,551,000 | $31,979 | 0.7% | $1.44 | — | CONV | 83304AAB2 |
| — | CSG SYSTEMS INTERNATIONA | 29,871,000 | $31,576 | 0.7% | $1.04 | — | CONV | 126349AF6 |
| — | PRA GROUP INC | 28,650,000 | $30,846 | 0.7% | $1.06 | — | CONV | 69354NAB2 |
| — | INTERDIGITAL INC | 28,449,000 | $30,310 | 0.7% | $1.04 | — | CONV | 45867GAB7 |
| — | MICRON TECHNOLOGY INC | 3,424,000 | $30,191 | 0.7% | $4.21 | — | CONV | 595112AX1 |
| — | CHENIERE ENERGY INC | 35,403,000 | $28,990 | 0.6% | $0.74 | — | CONV | 16411RAG4 |
| — | PINDUODUO INC | 27,111,000 | $28,724 | 0.6% | $1.24 | — | CONV | 722304AC6 |
| — | INNOVIVA INC | 28,350,000 | $28,480 | 0.6% | $1.03 | — | CONV | 88338TAB0 |
| — | ALTERYX INC | 29,714,000 | $27,877 | 0.6% | $0.96 | — | CONV | 02156BAD5 |
| — | NUTANIX INC | 28,246,000 | $27,807 | 0.6% | $0.97 | — | CONV | 67059NAB4 |
| — | EXACT SCIENCES CORP | 21,404,000 | $27,673 | 0.6% | $0.98 | — | CONV | 30063PAC9 |
| — | OSI SYSTEMS INC | 25,687,000 | $27,660 | 0.6% | $0.94 | — | CONV | 671044AD7 |
| — | SAREPTA THERAPEUTICS INC | 20,563,000 | $26,930 | 0.6% | $1.55 | — | CONV | 803607AB6 |
| — | SOUTHERN CO | 521,913 | $26,685 | 0.6% | $53.51 | — | CONV PFD | 842587602 |
| — | TRAVERE THERAPEUTICS INC | 26,122,000 | $26,452 | 0.6% | $0.93 | — | CONV | 761299AB2 |
| — | SYNAPTICS INC | 14,215,000 | $26,278 | 0.6% | $1.09 | — | CONV | 87157DAD1 |
| — | PENN NATIONAL GAMING INC | 5,725,000 | $25,890 | 0.6% | $3.53 | — | CONV | 707569AU3 |
| — | EXACT SCIENCES CORP | 18,519,000 | $25,333 | 0.5% | $1.11 | — | CONV | 30063PAB1 |
| — | INSMED INC | 22,407,000 | $25,058 | 0.5% | $0.88 | — | CONV | 457669AA7 |
| — | CYBERARK SOFTWARE LTD | 23,057,000 | $24,940 | 0.5% | $1.21 | — | CONV | 23248VAB1 |
| — | GREENBRIER COS INC | 22,069,000 | $24,183 | 0.5% | $1.02 | — | CONV | 393657AK7 |
| — | MONGODB INC | 16,685,000 | $24,062 | 0.5% | $1.44 | — | CONV | 60937PAD8 |
| — | INTERCEPT PHARMAS | 27,701,000 | $22,755 | 0.5% | $0.94 | — | CONV | 45845PAA6 |
| — | REDWOOD TRUST INC | 22,725,000 | $22,731 | 0.5% | $1.01 | — | CONV | 758075AC9 |
| — | VIAVI SOLUTIONS INC | 16,801,000 | $22,158 | 0.5% | $1.05 | — | CONV | 925550AB1 |
| — | NEOGENOMICS INC | 21,139,000 | $21,564 | 0.5% | $1.02 | — | CONV | 64049MAB6 |
| — | TABULA RASA HLTHCR INC | 20,478,000 | $20,525 | 0.4% | $1.00 | — | CONV | 873379AA9 |
| — | PLURALSIGHT INC | 19,929,000 | $19,613 | 0.4% | $0.89 | — | CONV | 72941BAB2 |
| — | BENEFITFOCUS INC | 21,019,000 | $19,568 | 0.4% | $0.86 | — | CONV | 08180DAB2 |
| — | PEGASYSTEMS INC | 16,797,000 | $18,424 | 0.4% | $1.10 | — | CONV | 705573AB9 |
| — | MICROCHIP TECHNOLOGY INC | 8,022,000 | $18,284 | 0.4% | $1.16 | — | CONV | 595017AF1 |
| — | ZILLOW GROUP INC | 6,000,000 | $17,914 | 0.4% | $2.99 | — | CONV | 98954MAE1 |
| — | AMERICAN ELECTRIC POWER | 365,013 | $17,729 | 0.4% | $51.80 | — | CONV PFD | 025537127 |
| — | ZILLOW GROUP INC | 10,248,000 | $17,204 | 0.4% | $1.10 | — | CONV | 98954MAC5 |
| — | MERITOR INC | 14,780,000 | $17,111 | 0.4% | $0.95 | — | CONV | 59001KAF7 |
| — | OKTA INC | 12,509,000 | $16,898 | 0.4% | $1.33 | — | CONV | 679295AD7 |
| — | NEW MOUNTAIN FINANCE COR | 15,638,000 | $16,332 | 0.4% | $1.03 | — | CONV | 647551AC4 |
| — | ELANCO ANIMAL HEALTH INC | 352,550 | $16,122 | 0.3% | $43.31 | — | CONV PFD | 28414H202 |
| — | UNITED STATES STEEL CORP | 7,350,000 | $15,959 | 0.3% | $2.17 | — | CONV | 912909AT5 |
| — | COLFAX CORP | 88,413 | $15,936 | 0.3% | $154.36 | — | CONV PFD | 194014205 |
| — | ZILLOW GROUP INC | 7,659,000 | $15,872 | 0.3% | $1.30 | — | CONV | 98954MAH4 |
| — | ENVESTNET INC | 12,455,000 | $15,122 | 0.3% | $1.24 | — | CONV | 29404KAB2 |
| — | QIAGEN NV | 11,800,000 | $14,524 | 0.3% | $1.26 | — | CONV | AV5355400 |
| — | REALPAGE INC | 10,754,000 | $13,796 | 0.3% | $1.21 | — | CONV | 75606NAC3 |
| — | NEXTERA ENERGY INC | 234,739 | $13,528 | 0.3% | $50.29 | — | CONV PFD | 65339F796 |
| — | LENDINGTREE INC | 10,545,000 | $12,656 | 0.3% | $1.34 | — | CONV | 52603BAA5 |
| — | Q2 HOLDINGS INC | 9,607,000 | $12,455 | 0.3% | $1.23 | — | CONV | 74736LAD1 |
| — | PROS HOLDINGS INC | 12,040,000 | $12,043 | 0.3% | $1.05 | — | CONV | 74346YAH6 |
| — | NUANCE COMMUNICATIONS | 5,138,000 | $11,692 | 0.3% | $0.96 | — | CONV | 67020YAN0 |
| — | VIAVI SOLUTIONS INC | 9,000,000 | $11,463 | 0.2% | $1.27 | — | CONV | 925550AE5 |
| — | CHANGE HEALTHCARE INC | 143,903 | $10,702 | 0.2% | $49.27 | — | CONV PFD | 15912K209 |
| — | MARRIOTT VACATION WORLDW | 8,105,000 | $10,541 | 0.2% | $0.88 | — | CONV | 57164YAB3 |
| — | NY COMMUNITY CAP TRUST V | 208,571 | $10,171 | 0.2% | $44.01 | — | CONV PFD | 64944P307 |
| — | KAMAN CORP | 9,046,000 | $9,991 | 0.2% | $1.11 | — | CONV | 483548AF0 |
| — | CHEFS' WAREHOUSE THE | 9,716,000 | $9,892 | 0.2% | $1.02 | — | CONV | 163086AB7 |
| — | BLACKSTONE MORTGAGE TR | 9,590,000 | $9,851 | 0.2% | $0.99 | — | CONV | 09257WAC4 |
| — | RH | 3,155,000 | $9,704 | 0.2% | $2.23 | — | CONV | 74967XAA1 |
| — | ALTAIR ENGINEERING INC | 6,500,000 | $9,378 | 0.2% | $1.07 | — | CONV | 021369AA1 |
| — | FLEXION THERAPEUTICS INC | 10,429,000 | $9,301 | 0.2% | $1.03 | — | CONV | 33938JAB2 |
| — | SHOPIFY INC | 8,063,000 | $9,212 | 0.2% | $1.18 | — | CONV | 82509LAA5 |
| — | RH | 3,105,000 | $8,764 | 0.2% | $2.82 | — | CONV | 74967XAD5 |
| — | AES CORP/THE | 84,940 | $8,726 | 0.2% | $102.73 | — | CONV PFD | 00130H204 |
| — | REDWOOD TRUST INC | 8,093,000 | $8,138 | 0.2% | $1.01 | — | CONV | 758075AD7 |
| — | BOOKING HOLDINGS INC | 6,906,000 | $8,134 | 0.2% | $1.09 | — | CONV | 741503AX4 |
| — | DEXCOM INC | 3,654,000 | $8,090 | 0.2% | $2.20 | — | CONV | 252131AH0 |
| — | AKAMAI TECHNOLOGIES INC | 5,836,000 | $7,108 | 0.2% | $1.09 | — | CONV | 00971TAJ0 |
| — | AERIE PHARMACEUTICALS | 6,550,000 | $6,774 | 0.1% | $1.03 | — | CONV | 00771VAB4 |
| — | LIVE NATION ENTERTAINMEN | 4,756,000 | $6,655 | 0.1% | $1.10 | — | CONV | 538034AQ2 |
| — | SSR MINING INC | 5,703,000 | $6,491 | 0.1% | $1.37 | — | CONV | 784730AB9 |
| — | EVOLENT HEALTH INC | 6,534,000 | $6,093 | 0.1% | $0.69 | — | CONV | 30050BAD3 |
| MDT | MEDTRONIC PLC | 50,000 | $5,907 | 0.1% | $88.39 | +15.1% | COM | G5960L103 |
| HON | HONEYWELL INTERNATIONAL INC | 25,000 | $5,427 | 0.1% | $176.65 | 0.0% | COM | 438516106 |
| VLO | VALERO ENERGY CORP | 70,000 | $5,012 | 0.1% | $42.94 | +33.2% | COM | 91913Y100 |
| — | CHEGG INC | 2,762,000 | $4,806 | 0.1% | $1.82 | — | CONV | 163092AD1 |
| — | FIREEYE INC | 4,509,000 | $4,472 | 0.1% | $0.94 | — | CONV | 31816QAD3 |
| UNP | UNION PACIFIC CORP | 20,000 | $4,408 | 0.1% | $161.52 | +16.4% | COM | 907818108 |
| COP | CONOCOPHILLIPS | 80,000 | $4,238 | 0.1% | $41.39 | 0.0% | COM | 20825C104 |
| DOCU | DOCUSIGN INC | 20,000 | $4,049 | 0.1% | $226.80 | +2.2% | COM | 256163106 |
| MAR | MARRIOTT INTERNATIONAL INC/MD | 25,000 | $3,703 | 0.1% | $131.67 | 0.0% | COM | 571903202 |
| — | SPIRIT AIRLINES INC | 95,833 | $3,536 | 0.1% | $30.41 | — | COM | 848577102 |
| AMD | ADVANCED MICRO DEVICES INC | 45,000 | $3,533 | 0.1% | $86.10 | 0.0% | COM | 007903107 |
| — | SQUARE INC | 1,199,000 | $3,502 | 0.1% | $1.18 | — | CONV | 852234AD5 |
| CZR | CAESARS ENTERTAINMENT INC | 40,000 | $3,498 | 0.1% | $83.92 | 0.0% | COM | 12769G100 |
| — | NUANCE COMMUNICATIONS | 1,887,000 | $3,496 | 0.1% | $1.42 | — | CONV | 67020YAK6 |
| CAT | CATERPILLAR INC | 15,000 | $3,478 | 0.1% | $126.81 | +49.1% | COM | 149123101 |
| DOV | DOVER CORP | 25,000 | $3,428 | 0.1% | $119.60 | 0.0% | COM | 260003108 |
| GLPI | GAMING AND LEISURE PROPERTIES | 76,735 | $3,256 | 0.1% | $36.92 | — | COM | 36467J108 |
| AA | ALCOA CORP | 100,000 | $3,249 | 0.1% | $24.17 | 0.0% | COM | 013872106 |
| ABBV | ABBVIE INC | 30,000 | $3,247 | 0.1% | $88.91 | 0.0% | COM | 00287Y109 |
| VRTX | VERTEX PHARMACEUTICALS INC | 15,000 | $3,223 | 0.1% | $229.44 | -4.3% | COM | 92532F100 |
| V | VISA INC | 15,000 | $3,176 | 0.1% | $192.21 | +5.7% | COM | 92826C839 |
| LYB | LYONDELLBASELL INDUSTRIES NV | 30,000 | $3,122 | 0.1% | $70.80 | 0.0% | COM | N53745100 |
| — | CENTENNIAL RESOURCE PROD | 3,250,000 | $3,117 | 0.1% | $0.96 | — | CONV | 15136AAA0 |
| DD | DUPONT DE NEMOURS INC | 40,000 | $3,091 | 0.1% | $21.38 | +36.0% | COM | 26614N102 |
| LVS | LAS VEGAS SANDS CORP | 50,000 | $3,038 | 0.1% | $45.63 | +22.5% | COM | 517834107 |
| — | LAM RESEARCH CORP | 5,000 | $2,976 | 0.1% | $595.20 | — | COM | 512807108 |
| LMT | LOCKHEED MARTIN CORP | 8,000 | $2,956 | 0.1% | $299.96 | 0.0% | COM | 539830109 |
| — | DISH NETWORK CORP | 2,999,000 | $2,877 | 0.1% | $0.90 | — | CONV | 25470MAD1 |
| — | 8X8 INC | 2,016,000 | $2,809 | 0.1% | $1.15 | — | CONV | 282914AB6 |
| FITB | FIFTH THIRD BANCORP | 75,000 | $2,809 | 0.1% | $20.77 | +35.7% | COM | 316773100 |
| — | ADVENT CONVERTIBLE AND INCOME | 153,048 | $2,704 | 0.1% | $15.04 | — | COM | 00764C109 |
| MLM | MARTIN MARIETTA MATERIALS INC | 8,000 | $2,687 | 0.1% | $309.80 | 0.0% | COM | 573284106 |
| VTR | VENTAS INC | 50,000 | $2,667 | 0.1% | $43.25 | 0.0% | COM | 92276F100 |
| PNC | PNC FINANCIAL SERVICES GROUP I | 15,000 | $2,631 | 0.1% | $88.70 | +56.2% | COM | 693475105 |
| — | LUMENTUM HOLDINGS INC | 1,635,000 | $2,629 | 0.1% | $1.41 | — | CONV | 55024UAB5 |
| PENN | PENN NATIONAL GAMING INC | 25,000 | $2,621 | 0.1% | $102.88 | +7.7% | COM | 707569109 |
| — | CLEVELAND-CLIFFS INC | 1,002,000 | $2,617 | 0.1% | $2.61 | — | CONV | 185899AA9 |
| — | SIX FLAGS ENTERTAINMENT CORP | 50,000 | $2,324 | 0.1% | $46.48 | — | COM | 83001A102 |
| — | BLACKROCK TCP CAP CORP | 2,212,000 | $2,269 | 0.0% | $1.03 | — | CONV | 87238QAD5 |
| — | HANESBRANDS INC | 100,000 | $1,967 | 0.0% | $14.58 | — | COM | 410345102 |
| — | SUPERNUS PHARMACEUTICALS | 2,000,000 | $1,936 | 0.0% | $0.96 | — | CONV | 868459AD0 |
| — | BRISTOL-MYERS SQUIBB CO | 1,098,000 | $1,799 | 0.0% | $1.36 | — | CONV | 110122AN8 |
| URI | UNITED RENTALS INC | 5,151 | $1,696 | 0.0% | $274.28 | 0.0% | COM | 911363109 |
| HUM | HUMANA INC | 4,000 | $1,677 | 0.0% | $381.33 | 0.0% | COM | 444859102 |
| — | FTI CONSULTING INC | 868,000 | $1,271 | 0.0% | $1.26 | — | CONV | 302941AP4 |
| NVDA | NVIDIA CORP | 2,000 | $1,068 | 0.0% | $13.40 | 0.0% | COM | 67066G104 |
| — | SPLUNK INC | 894,000 | $1,058 | 0.0% | $1.14 | — | CONV | 848637AD6 |
| — | COMPUTE HEALTH ACQUISITION COR | 100,000 | $1,009 | 0.0% | $10.09 | — | COM | 204833206 |
| — | GREEN PLAINS INC | 892,000 | $1,003 | 0.0% | $1.12 | — | CONV | 393222AK0 |
| — | FTAC HERA ACQUISITION CORP | 100,000 | $999 | 0.0% | $9.99 | — | COM | G3728Y129 |
| — | DHC ACQUISITION CORP | 100,000 | $999 | 0.0% | $9.99 | — | COM | G2758T125 |
| — | BLACKSTONE MORTGAGE TR | 832,000 | $854 | 0.0% | $1.02 | — | CONV | 09257WAB6 |
| — | ESSENTIAL UTILITIES INC | 14,385 | $823 | 0.0% | $60.83 | — | CONV PFD | 29670G201 |
| — | RMG ACQUISITION CORP III | 75,000 | $746 | 0.0% | $9.95 | — | COM | G76088114 |
| — | DIAMONDHEAD HOLDINGS CORP | 75,000 | $743 | 0.0% | $9.91 | — | COM | 25278L204 |
| — | GIGCAPITAL4 INC | 75,000 | $740 | 0.0% | $9.87 | — | COM | 37518G200 |
| — | II-VI INC | 470,000 | $717 | 0.0% | $1.10 | — | CONV | 902104AB4 |
| — | SOUTH JERSEY INDUSTRIES INC | 31,000 | $700 | 0.0% | $22.58 | — | COM | 838518108 |
| — | LIVEPERSON INC | 431,000 | $665 | 0.0% | $1.24 | — | CONV | 538146AB7 |
| — | FIGURE ACQUISITION CORP I | 60,000 | $607 | 0.0% | $10.12 | — | COM | 302438205 |
| JWSUF | JAWS MUSTANG ACQUISITION CORP | 50,000 | $508 | 0.0% | $10.16 | — | COM | G50737116 |
| — | SOARING EAGLE ACQUISITION CORP | 50,000 | $506 | 0.0% | $10.12 | — | COM | G8354H100 |
| — | COLICITY INC | 50,000 | $505 | 0.0% | $10.10 | — | COM | 194170205 |
| — | SIMON PROPERTY GROUP ACQUISITI | 50,000 | $503 | 0.0% | $10.06 | — | COM | 82880R202 |
| — | AUSTERLITZ ACQUISITION CORP I | 50,000 | $502 | 0.0% | $10.04 | — | COM | G0633D117 |
| — | AUSTERLITZ ACQUISITION CORP II | 50,000 | $502 | 0.0% | $10.04 | — | COM | G0633U119 |
| — | LAZARD GROWTH ACQUISITION CORP | 50,000 | $500 | 0.0% | $10.00 | — | COM | G54035129 |
| VISN | COMMSCOPE HOLDING CO INC | 30,000 | $461 | 0.0% | $14.99 | 0.0% | COM | 20337X109 |
| — | ATLANTIC AVENUE ACQUISITION CO | 45,000 | $454 | 0.0% | $10.60 | — | COM | 04906P200 |
| LUV | SOUTHWEST AIRLINES CO | 7,000 | $427 | 0.0% | $49.50 | 0.0% | COM | 844741108 |
| — | LIBERTY MEDIA ACQUISITION CORP | 40,000 | $404 | 0.0% | $10.10 | — | COM | 53073L104 |
| — | SPARTAN ACQUISITION CORP III | 40,000 | $401 | 0.0% | $10.03 | — | COM | 84677R205 |
| — | FORTISTAR SUSTAINABLE SOLUTION | 30,000 | $297 | 0.0% | $9.90 | — | COM | 34962M205 |
| — | RAPID7 INC | 157,000 | $287 | 0.0% | $1.30 | — | CONV | 753422AB0 |
| CSCO | CISCO SYSTEMS INC/DELAWARE | 5,000 | $259 | 0.0% | $35.27 | +15.1% | COM | 17275R102 |
| — | ARES ACQUISITION CORP | 25,000 | $250 | 0.0% | $10.00 | — | COM | G33032114 |
| — | 26 CAPITAL ACQUISITION CORP | 25,000 | $243 | 0.0% | $9.72 | — | COM | 90138P100 |
| — | DECARBONIZATION PLUS ACQUISITI | 20,000 | $201 | 0.0% | $10.05 | — | COM | 242794204 |
| — | TISHMAN SPEYER INNOVATION CORP | 20,000 | $200 | 0.0% | $10.00 | — | COM | 88825H209 |
| — | WAYFAIR INC | 90,000 | $200 | 0.0% | $1.68 | — | CONV | 94419LAF8 |
| — | SUSTAINABLE DEVELOPMENT ACQUIS | 20,000 | $199 | 0.0% | $9.95 | — | COM | 86934L202 |
| — | TELADOC HEALTH INC | 58,000 | $197 | 0.0% | $1.48 | — | CONV | 87918AAC9 |
| — | MUSIC ACQUISITION CORP/THE | 19,763 | $197 | 0.0% | $9.97 | — | COM | 62752R209 |
| PTON | PELOTON INTERACTIVE INC | 1,600 | $180 | 0.0% | $132.66 | 0.0% | COM | 70614W100 |
| — | HAYMAKER ACQUISITION CORP III | 16,000 | $159 | 0.0% | $9.94 | — | COM | 42087R207 |
| — | THUNDER BRIDGE CAPITAL PARTNER | 15,000 | $148 | 0.0% | $9.87 | — | COM | 88605T209 |
| ATMR/U | ALTIMAR ACQUISITION CORP II | 13,716 | $140 | 0.0% | $10.21 | — | COM | G03709113 |
| MCHP | MICROCHIP TECHNOLOGY INC | 468 | $73 | 0.0% | $67.53 | 0.0% | COM | 595017104 |
| — | SUNPOWER CORP | 36,000 | $57 | 0.0% | $0.81 | — | CONV | 867652AL3 |
| — | COMMSCOPE HOLDING CO INC | 600 | $56 | 0.0% | — | — | Call | 20337X909 |
| BL | BLACKLINE INC | 500 | $54 | 0.0% | $124.72 | 0.0% | COM | 09239B109 |
| — | MITSUBISHI UFJ FINANCIAL GROUP | 1,007 | $53 | 0.0% | — | — | Call | 606822904 |
| — | SCORPIO TANKERS INC | 25,000 | $25 | 0.0% | $0.86 | — | CONV | 80918TAB5 |
| — | MCAP ACQUISITION CORP | 2,500 | $25 | 0.0% | $10.00 | — | COM | 55282T208 |
| — | LIBERTY MEDIA ACQUISITION -A | 8,000 | $24 | 0.0% | $3.00 | — | WRNT | 53073L112 |
| — | ZYNGA INC | 600 | $22 | 0.0% | — | — | Call | 98986T908 |
| — | SILVERBOX ENGAGED MERGER CORP | 2,000 | $20 | 0.0% | $10.00 | — | COM | 82836L200 |
| — | SFL CORP LTD | 19,000 | $19 | 0.0% | $1.00 | — | CONV | QZ7451235 |
| — | HUAZHU GROUP LTD | 14,000 | $18 | 0.0% | $0.99 | — | CONV | 16949NAC3 |
| — | DOCUSIGN INC | 5,000 | $14 | 0.0% | $3.20 | — | CONV | 256163AB2 |
| — | TWILIO INC | 3,000 | $14 | 0.0% | $1.99 | — | CONV | 90138FAB8 |
| — | ISHARES IBOXX $ INVESTMENT GRA | 2,000 | $14 | 0.0% | — | — | Put | 464287952 |
| — | COUPA SOFTWARE INC | 8,000 | $14 | 0.0% | $2.25 | — | CONV | 22266LAC0 |
| — | HERCULES INC | 1,100 | $13 | 0.0% | $11.82 | — | WRNT | 427098116 |
| — | 26 CAPITAL ACQUISITION COR-A | 12,499 | $10 | 0.0% | $0.80 | — | WRNT | 90138P118 |
| — | FUSION ACQUISITION CORP II | 1,000 | $10 | 0.0% | $10.00 | — | COM | 36118N201 |
| — | CARTESIAN GROWTH CORP | 900 | $9 | 0.0% | $10.00 | — | COM | G19276123 |
| ETSY | ETSY INC | 45 | $9 | 0.0% | $209.31 | 0.0% | COM | 29786A106 |
| AMAT | APPLIED MATERIALS INC | 59 | $8 | 0.0% | $105.71 | 0.0% | COM | 038222105 |
| — | WIX LTD | 4,000 | $8 | 0.0% | $1.75 | — | CONV | 92940WAB5 |
| TDOC | TELADOC HEALTH INC | 37 | $7 | 0.0% | $231.95 | 0.0% | COM | 87918A105 |
| — | IH MERGER SUB LLC | 5,000 | $7 | 0.0% | $1.40 | — | CONV | 19625XAB8 |
| — | GDS HOLDINGS LIMITED | 4,000 | $7 | 0.0% | $1.75 | — | CONV | 36165LAB4 |
| — | NEOGENOMICS INC | 5,000 | $7 | 0.0% | $1.60 | — | CONV | 64049MAA8 |
| — | INPHI CORP | 34 | $6 | 0.0% | $176.47 | — | COM | 45772F107 |
| — | PATRICK INDUSTRIES INC | 4,000 | $5 | 0.0% | $1.25 | — | CONV | 703343AB9 |
| — | PG&E CORP | 44 | $5 | 0.0% | $98.26 | — | CONV PFD | 69331C140 |
| EXAS | EXACT SCIENCES CORP | 39 | $5 | 0.0% | $136.88 | 0.0% | COM | 30063P105 |
| DXCM | DEXCOM INC | 12 | $4 | 0.0% | $93.87 | 0.0% | COM | 252131107 |
| — | ATLAS AIR WORLDWIDE HLDG | 3,000 | $3 | 0.0% | $1.00 | — | CONV | 049164BH8 |
| — | AEROJET ROCKETDYNE HOLDINGS IN | 58 | $3 | 0.0% | $51.72 | — | COM | 007800105 |
| — | PACIRA BIOSCIENCES INC | 2,000 | $2 | 0.0% | $0.94 | — | CONV | 695127AD2 |
| WDAY | WORKDAY INC | 7 | $2 | 0.0% | $247.04 | 0.0% | COM | 98138H101 |
| — | NIO INC | 750 | $2 | 0.0% | — | — | Put | 62914V956 |
| ON | ON SEMICONDUCTOR CORP | 51 | $2 | 0.0% | $38.38 | 0.0% | COM | 682189105 |
| — | IONIS PHARMACEUTICALS IN | 2,000 | $2 | 0.0% | $1.00 | — | CONV | 464337AJ3 |
| — | HELIX ENERGY SOLUTIONS | 2,000 | $2 | 0.0% | $1.00 | — | CONV | 42330PAK3 |
| SLAB | SILICON LABORATORIES INC | 4 | $1 | 0.0% | $143.40 | 0.0% | COM | 826919102 |
| RIG | TRANSOCEAN LTD | 97 | $0 | 0.0% | $3.48 | 0.0% | COM | H8817H100 |