Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 16, 2021
Total Value: $5.143B (11.0% shares, 89.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PIONEER NATURAL RESOURCE | 99,547,000 | $159M | 3.1% | $1.60 | — | CONV | 723787AP2 |
| — | SOUTHWEST AIRLINES CO | 100,883,000 | $153M | 3.0% | $1.20 | — | CONV | 844741BG2 |
| — | DISH NETWORK CORP | 125,807,000 | $129M | 2.5% | $0.96 | — | CONV | 25470MAB5 |
| — | PALO ALTO NETWORKS | 88,217,000 | $120M | 2.3% | $1.36 | — | CONV | 697435AF2 |
| — | BOOKING HOLDINGS INC | 84,586,000 | $120M | 2.3% | $1.42 | — | CONV | 09857LAN8 |
| — | RINGCENTRAL INC | 99,563,000 | $111M | 2.1% | $1.10 | — | CONV | 76680RAF4 |
| — | WESTERN DIGITAL CORP | 98,802,000 | $106M | 2.1% | $0.98 | — | CONV | 958102AP0 |
| — | DEXCOM INC | 100,622,000 | $105M | 2.0% | $1.05 | — | CONV | 252131AK3 |
| — | EURONET WORLDWIDE INC | 90,641,000 | $103M | 2.0% | $0.92 | — | CONV | 298736AL3 |
| — | STANLEY BLACK & DECKER I | 776,900 | $93.61M | 1.8% | $95.34 | — | CONV PFD | 854502846 |
| — | PEBBLEBROOK HOTEL TRUST | 80,049,000 | $91.11M | 1.8% | $1.09 | — | CONV | 70509VAA8 |
| — | NRG ENERGY INC | 71,514,000 | $83.31M | 1.6% | $1.12 | — | CONV | 629377CG5 |
| — | TELADOC HEALTH INC | 73,568,000 | $82.43M | 1.6% | $1.12 | — | CONV | 87918AAF2 |
| — | FIREEYE INC | 70,326,000 | $80.42M | 1.6% | $1.03 | — | CONV | 31816QAF8 |
| — | ILLUMINA INC | 60,079,000 | $76.42M | 1.5% | $1.10 | — | CONV | 452327AK5 |
| — | WORKDAY INC | 44,447,000 | $73.4M | 1.4% | $1.39 | — | CONV | 98138HAF8 |
| — | BIOMARIN PHARMACEUTICAL | 70,652,000 | $71.21M | 1.4% | $1.01 | — | CONV | 09061GAK7 |
| — | HERBALIFE LTD | 61,825,000 | $67.57M | 1.3% | $0.96 | — | CONV | 42703MAD5 |
| — | LIBERTY MEDIA CORP | 47,118,000 | $63.03M | 1.2% | $1.05 | — | CONV | 531229AB8 |
| — | ALTERYX INC | 65,090,000 | $61.38M | 1.2% | $0.96 | — | CONV | 02156BAF0 |
| — | TERADYNE INC | 14,096,000 | $59.68M | 1.2% | $1.98 | — | CONV | 880770AG7 |
| — | SPLUNK INC | 51,157,000 | $59.62M | 1.2% | $1.17 | — | CONV | 848637AC8 |
| — | NUVASIVE INC | 58,998,000 | $58.41M | 1.1% | $1.02 | — | CONV | 670704AJ4 |
| — | TWITTER INC | 54,942,000 | $55.98M | 1.1% | $1.01 | — | CONV | 90184LAD4 |
| — | ANTHEM INC | 10,387,000 | $55.79M | 1.1% | $2.34 | — | CONV | 94973VBG1 |
| — | MICROCHIP TECHNOLOGY INC | 49,067,000 | $54.96M | 1.1% | $1.16 | — | CONV | 595017AU8 |
| — | NEXTERA ENERGY INC | 1,118,267 | $54.83M | 1.1% | $48.77 | — | CONV PFD | 65339F739 |
| — | BIOMARIN PHARMACEUTICAL | 52,091,000 | $54.28M | 1.1% | $1.04 | — | CONV | 09061GAH4 |
| — | SPLUNK INC | 55,560,000 | $54.08M | 1.1% | $0.97 | — | CONV | 848637AF1 |
| — | PURE STORAGE INC | 51,366,000 | $53.96M | 1.0% | $1.01 | — | CONV | 74624MAB8 |
| — | SUMMIT HOTEL PROPERTIES | 50,443,000 | $52.25M | 1.0% | $1.10 | — | CONV | 866082AA8 |
| — | TWITTER INC | 37,598,000 | $51.75M | 1.0% | $0.98 | — | CONV | 90184LAF9 |
| — | AMERICAN ELECTRIC POWER | 949,884 | $48.61M | 0.9% | $49.75 | — | CONV PFD | 02557T307 |
| — | VISHAY INTERTECHNOLOGY | 44,921,000 | $47.75M | 0.9% | $0.95 | — | CONV | 928298AP3 |
| — | FORTIVE CORPORATION | 46,940,000 | $47.1M | 0.9% | $0.93 | — | CONV | 34959JAK4 |
| — | LUMENTUM HOLDINGS INC | 40,938,000 | $44.39M | 0.9% | $1.20 | — | CONV | 55024UAD1 |
| — | ZYNGA INC | 30,733,000 | $42.53M | 0.8% | $1.32 | — | CONV | 98986TAB4 |
| — | ARES CAPITAL CORP | 37,450,000 | $41.04M | 0.8% | $0.99 | — | CONV | 04010LAW3 |
| — | SNAP INC | 12,800,000 | $40.26M | 0.8% | $3.15 | — | CONV | 83304AAD8 |
| — | ARES CAPITAL CORP | 38,298,000 | $40.24M | 0.8% | $1.02 | — | CONV | 04010LAT0 |
| — | SNAP INC | 12,888,000 | $38.9M | 0.8% | $1.44 | — | CONV | 83304AAB2 |
| — | AIR TRANSPORT SERVICES G | 38,022,000 | $38.8M | 0.8% | $1.02 | — | CONV | 00922RAB1 |
| — | STARWOOD PROPERTY TRUST | 35,767,000 | $38.45M | 0.7% | $1.01 | — | CONV | 85571BAH8 |
| — | AKAMAI TECHNOLOGIES INC | 32,911,000 | $38.18M | 0.7% | $1.13 | — | CONV | 00971TAL5 |
| — | JAZZ INVESTMENTS I LTD | 28,342,000 | $37.88M | 0.7% | $1.34 | — | CONV | 472145AF8 |
| — | JAZZ INVESTMENTS I LTD | 33,872,000 | $37.27M | 0.7% | $0.96 | — | CONV | 472145AD3 |
| — | INNOVIVA INC | 36,073,000 | $36.87M | 0.7% | $1.02 | — | CONV | 88338TAB0 |
| — | KBR INC | 23,415,000 | $36.73M | 0.7% | $1.12 | — | CONV | 48242WAB2 |
| — | EXACT SCIENCES CORP | 27,289,000 | $36.27M | 0.7% | $1.18 | — | CONV | 30063PAB1 |
| — | NISOURCE INC | 347,500 | $35.73M | 0.7% | $102.82 | — | CONV PFD | 65473P121 |
| — | DOMINION ENERGY INC | 358,675 | $35.14M | 0.7% | $101.79 | — | CONV PFD | 25746U133 |
| — | PRA GROUP INC | 31,890,000 | $34.56M | 0.7% | $1.06 | — | CONV | 69354NAB2 |
| — | NEXTERA ENERGY INC | 700,149 | $34.11M | 0.7% | $43.91 | — | CONV PFD | 65339F770 |
| — | CSG SYSTEMS INTERNATIONA | 31,195,000 | $32.26M | 0.6% | $1.04 | — | CONV | 126349AF6 |
| — | ZENDESK INC | 21,750,000 | $31.82M | 0.6% | $1.46 | — | CONV | 98936JAD3 |
| — | INTEGRA LIFESCIENCES HLD | 28,497,000 | $31.38M | 0.6% | $1.12 | — | CONV | 457985AM1 |
| — | MERITOR INC | 29,227,000 | $31.25M | 0.6% | $1.01 | — | CONV | 59001KAF7 |
| — | SQUARE INC | 15,062,000 | $31.09M | 0.6% | $2.06 | — | CONV | 852234AF0 |
| — | CHENIERE ENERGY INC | 36,904,000 | $30.89M | 0.6% | $0.75 | — | CONV | 16411RAG4 |
| — | INSULET CORPORATION | 22,483,000 | $30.66M | 0.6% | $1.33 | — | CONV | 45784PAK7 |
| — | VONAGE HOLDINGS CORP | 27,369,000 | $30.54M | 0.6% | $0.93 | — | CONV | 92886TAJ1 |
| — | OSI SYSTEMS INC | 28,365,000 | $30.32M | 0.6% | $0.95 | — | CONV | 671044AD7 |
| — | INTERDIGITAL INC | 27,156,000 | $30.14M | 0.6% | $1.04 | — | CONV | 45867GAB7 |
| — | SPIRIT AIRLINES INC | 31,170,000 | $29.9M | 0.6% | $0.96 | — | CONV | 848577AB8 |
| — | ALTERYX INC | 30,994,000 | $29.8M | 0.6% | $0.96 | — | CONV | 02156BAD5 |
| — | OKTA INC | 22,347,000 | $27.89M | 0.5% | $1.25 | — | CONV | 679295AF2 |
| — | NUTANIX INC | 25,170,000 | $26.6M | 0.5% | $0.97 | — | CONV | 67059NAB4 |
| — | SOUTHERN CO | 527,413 | $26.59M | 0.5% | $53.48 | — | CONV PFD | 842587602 |
| — | REDWOOD TRUST INC | 26,158,000 | $26.38M | 0.5% | $1.01 | — | CONV | 758075AC9 |
| — | ELANCO ANIMAL HEALTH INC | 487,501 | $26.06M | 0.5% | $46.12 | — | CONV PFD | 28414H202 |
| — | ZILLOW GROUP INC | 13,085,000 | $25.99M | 0.5% | $1.59 | — | CONV | 98954MAH4 |
| — | CYBERARK SOFTWARE LTD | 23,134,000 | $25.05M | 0.5% | $1.21 | — | CONV | 23248VAB1 |
| — | NEW RELIC INC | 25,000,000 | $24.95M | 0.5% | $0.98 | — | CONV | 64829BAB6 |
| — | TABULA RASA HLTHCR INC | 23,938,000 | $24.71M | 0.5% | $1.01 | — | CONV | 873379AA9 |
| — | TESLA INC | 2,227,000 | $24.39M | 0.5% | $0.98 | — | CONV | 88160RAG6 |
| — | SPLUNK INC | 19,769,000 | $24.17M | 0.5% | $1.22 | — | CONV | 848637AD6 |
| — | Q2 HOLDINGS INC | 17,625,000 | $23.07M | 0.4% | $1.26 | — | CONV | 74736LAD1 |
| — | MONGODB INC | 12,557,000 | $22.72M | 0.4% | $1.44 | — | CONV | 60937PAD8 |
| — | CREE INC | 10,400,000 | $22.57M | 0.4% | $2.17 | — | CONV | 225447AD3 |
| — | SILICON LABORATORIES INC | 15,853,000 | $22.02M | 0.4% | $1.39 | — | CONV | 826919AD4 |
| — | DTE ENERGY CO | 433,333 | $21.38M | 0.4% | $50.38 | — | CONV PFD | 233331842 |
| — | BENEFITFOCUS INC | 21,939,000 | $20.86M | 0.4% | $0.86 | — | CONV | 08180DAB2 |
| — | QIAGEN NV | 17,400,000 | $20.79M | 0.4% | $1.24 | — | CONV | AV5355400 |
| — | EQT CORP | 12,041,000 | $20.06M | 0.4% | $1.67 | — | CONV | 26884LAK5 |
| — | NEW MOUNTAIN FINANCE COR | 18,571,000 | $19.82M | 0.4% | $1.04 | — | CONV | 647551AC4 |
| — | LIVONGO HEALTH | 12,486,000 | $19.69M | 0.4% | $1.58 | — | CONV | 539183AA1 |
| — | ZSCALER INC. | 12,530,000 | $19.55M | 0.4% | $1.56 | — | CONV | 98980GAB8 |
| — | INSMED INC | 18,424,000 | $19.37M | 0.4% | $0.88 | — | CONV | 457669AA7 |
| — | PENN NATIONAL GAMING INC | 5,725,000 | $19.13M | 0.4% | $3.53 | — | CONV | 707569AU3 |
| — | IONIS PHARMACEUTICALS IN | 19,910,000 | $18.38M | 0.4% | $1.03 | — | CONV | 462222AB6 |
| — | PEGASYSTEMS INC | 15,274,000 | $18.3M | 0.4% | $1.10 | — | CONV | 705573AB9 |
| — | LENDINGTREE INC | 15,270,000 | $18.27M | 0.4% | $1.30 | — | CONV | 52603BAA5 |
| — | MICROCHIP TECHNOLOGY INC | 7,895,000 | $17.53M | 0.3% | $1.16 | — | CONV | 595017AF1 |
| — | ZILLOW GROUP INC | 6,000,000 | $16.88M | 0.3% | $2.99 | — | CONV | 98954MAE1 |
| — | VIAVI SOLUTIONS INC | 11,623,000 | $16.48M | 0.3% | $1.05 | — | CONV | 925550AB1 |
| — | AES CORP/THE | 153,022 | $16.28M | 0.3% | $104.37 | — | CONV PFD | 00130H204 |
| — | RAPID7 INC | 9,606,000 | $15.96M | 0.3% | $1.66 | — | CONV | 753422AD6 |
| — | LYFT INC | 9,302,000 | $15.92M | 0.3% | $1.71 | — | CONV | 55087PAB0 |
| — | PALO ALTO NETWORKS | 10,872,000 | $15.87M | 0.3% | $1.05 | — | CONV | 697435AD7 |
| — | COUPA SOFTWARE INC | 13,658,000 | $15.82M | 0.3% | $1.16 | — | CONV | 22266LAF3 |
| — | PROOFPOINT INC | 12,575,000 | $15.77M | 0.3% | $1.00 | — | CONV | 743424AF0 |
| — | DATADOG INC | 11,387,000 | $15.26M | 0.3% | $1.34 | — | CONV | 23804LAB9 |
| — | NEOGENOMICS INC | 15,544,000 | $15.24M | 0.3% | $1.02 | — | CONV | 64049MAB6 |
| — | LIGAND PHARMACEUTICALS I | 15,000,000 | $14.8M | 0.3% | $0.89 | — | CONV | 53220KAF5 |
| — | TRAVERE THERAPEUTICS INC | 17,363,000 | $14.57M | 0.3% | $0.93 | — | CONV | 761299AB2 |
| — | SAREPTA THERAPEUTICS INC | 11,035,000 | $14.57M | 0.3% | $1.55 | — | CONV | 803607AB6 |
| — | OKTA INC | 9,990,000 | $14.45M | 0.3% | $1.33 | — | CONV | 679295AD7 |
| — | BURLINGTON STORES INC | 8,900,000 | $14.17M | 0.3% | $1.59 | — | CONV | 122017AB2 |
| — | BLACKSTONE MORTGAGE TR | 13,390,000 | $13.83M | 0.3% | $1.00 | — | CONV | 09257WAC4 |
| — | PROS HOLDINGS INC | 11,914,000 | $12.35M | 0.2% | $1.05 | — | CONV | 74346YAH6 |
| — | NEXTERA ENERGY INC | 217,396 | $12.16M | 0.2% | $50.29 | — | CONV PFD | 65339F796 |
| — | VIAVI SOLUTIONS INC | 9,000,000 | $12.11M | 0.2% | $1.27 | — | CONV | 925550AE5 |
| — | MARRIOTT VACATION WORLDW | 9,468,000 | $11.31M | 0.2% | $0.93 | — | CONV | 57164YAB3 |
| — | INSMED INC | 10,139,000 | $11.24M | 0.2% | $1.11 | — | CONV | 457669AB5 |
| — | CHANGE HEALTHCARE INC | 144,401 | $11.13M | 0.2% | $49.27 | — | CONV PFD | 15912K209 |
| — | NCL CORPORATION LTD | 4,775,000 | $11.1M | 0.2% | $2.33 | — | CONV | 62886HAT8 |
| — | RH | 3,154,000 | $11.03M | 0.2% | $2.23 | — | CONV | 74967XAA1 |
| — | CHEFS' WAREHOUSE THE | 10,297,000 | $10.79M | 0.2% | $1.02 | — | CONV | 163086AB7 |
| — | SABRE GLBL INC | 5,747,000 | $10.51M | 0.2% | $1.83 | — | CONV | 78573NAE2 |
| — | ALTAIR ENGINEERING INC | 6,500,000 | $10.08M | 0.2% | $1.07 | — | CONV | 021369AA1 |
| — | KAMAN CORP | 9,403,000 | $9.978M | 0.2% | $1.11 | — | CONV | 483548AF0 |
| — | FLEXION THERAPEUTICS INC | 10,833,000 | $9.765M | 0.2% | $1.02 | — | CONV | 33938JAB2 |
| — | RH | 3,045,000 | $9.75M | 0.2% | $2.82 | — | CONV | 74967XAD5 |
| — | AERIE PHARMACEUTICALS | 9,525,000 | $9.499M | 0.2% | $1.02 | — | CONV | 00771VAB4 |
| — | THE REALREAL INC | 6,937,000 | $9.474M | 0.2% | $1.37 | — | CONV | 88339PAB7 |
| — | CHEESECAKE FACTORY (THE) | 9,539,000 | $9.431M | 0.2% | $0.99 | — | CONV | 163072AA9 |
| — | NY COMMUNITY CAP TRUST V | 190,426 | $9.364M | 0.2% | $44.01 | — | CONV PFD | 64944P307 |
| — | REDWOOD TRUST INC | 8,581,000 | $8.848M | 0.2% | $1.01 | — | CONV | 758075AD7 |
| — | ON SEMICONDUCTOR CORP | 4,623,000 | $8.797M | 0.2% | $1.11 | — | CONV | 682189AP0 |
| — | NATIONAL VISION HOLDINGS | 4,730,000 | $8.354M | 0.2% | $1.77 | — | CONV | 63845RAB3 |
| — | PINDUODUO INC | 7,907,000 | $8.142M | 0.2% | $1.24 | — | CONV | 722304AC6 |
| — | DEXCOM INC | 2,880,000 | $7.503M | 0.1% | $2.20 | — | CONV | 252131AH0 |
| — | FIREEYE INC | 7,500,000 | $7.461M | 0.1% | $0.96 | — | CONV | 31816QAD3 |
| — | AMERICAN ELECTRIC POWER | 141,872 | $6.983M | 0.1% | $51.80 | — | CONV PFD | 025537127 |
| — | SSR MINING INC | 5,589,000 | $6.65M | 0.1% | $1.37 | — | CONV | 784730AB9 |
| — | BOOKING HOLDINGS INC | 5,885,000 | $6.413M | 0.1% | $1.09 | — | CONV | 741503AX4 |
| — | EVOLENT HEALTH INC | 6,552,000 | $6.349M | 0.1% | $0.69 | — | CONV | 30050BAD3 |
| VLO | VALERO ENERGY CORP | 80,000 | $6.246M | 0.1% | $45.82 | +44.0% | COM | 91913Y100 |
| — | COLFAX CORP | 30,000 | $5.617M | 0.1% | $154.36 | — | CONV PFD | 194014205 |
| COP | CONOCOPHILLIPS | 90,000 | $5.481M | 0.1% | $42.04 | +12.2% | COM | 20825C104 |
| — | EXACT SCIENCES CORP | 4,361,000 | $5.401M | 0.1% | $0.98 | — | CONV | 30063PAC9 |
| — | LIVE NATION ENTERTAINMEN | 4,380,000 | $4.913M | 0.1% | $1.11 | — | CONV | 538034AU3 |
| NVDA | NVIDIA CORP | 6,000 | $4.801M | 0.1% | $15.13 | +5.7% | COM | 67066G104 |
| AMD | ADVANCED MICRO DEVICES INC | 50,000 | $4.697M | 0.1% | $85.57 | -5.6% | COM | 007903107 |
| — | CHEGG INC | 2,720,000 | $4.595M | 0.1% | $1.82 | — | CONV | 163092AD1 |
| UNP | UNION PACIFIC CORP | 20,000 | $4.399M | 0.1% | $161.52 | +24.1% | COM | 907818108 |
| HON | HONEYWELL INTERNATIONAL INC | 20,000 | $4.387M | 0.1% | $176.65 | +8.8% | COM | 438516106 |
| — | SHOPIFY INC | 3,354,000 | $4.374M | 0.1% | $1.18 | — | CONV | 82509LAA5 |
| — | CENTENNIAL RESOURCE PROD | 3,136,000 | $4.171M | 0.1% | $0.96 | — | CONV | 15136AAA0 |
| MAR | MARRIOTT INTERNATIONAL INC/MD | 30,000 | $4.096M | 0.1% | $132.90 | +4.6% | COM | 571903202 |
| — | CNX RESOURCES CORP | 3,000,000 | $3.902M | 0.1% | $1.30 | — | CONV | 12653CAG3 |
| DOV | DOVER CORP | 25,000 | $3.765M | 0.1% | $119.60 | +16.3% | COM | 260003108 |
| VTR | VENTAS INC | 65,000 | $3.712M | 0.1% | $44.22 | +7.3% | COM | 92276F100 |
| AA | ALCOA CORP | 100,000 | $3.684M | 0.1% | $24.17 | +43.7% | COM | 013872106 |
| LYB | LYONDELLBASELL INDUSTRIES NV | 35,000 | $3.6M | 0.1% | $71.82 | +8.5% | COM | N53745100 |
| GLPI | GAMING AND LEISURE PROPERTIES | 76,735 | $3.555M | 0.1% | $36.92 | — | COM | 36467J108 |
| — | GUIDEWIRE SOFTWARE INC | 3,008,000 | $3.525M | 0.1% | $1.17 | — | CONV | 40171VAA8 |
| V | VISA INC | 15,000 | $3.507M | 0.1% | $192.21 | +15.0% | COM | 92826C839 |
| EAT | BRINKER INTERNATIONAL INC | 55,000 | $3.402M | 0.1% | $63.22 | 0.0% | COM | 109641100 |
| ABBV | ABBVIE INC | 30,000 | $3.379M | 0.1% | $88.91 | +6.6% | COM | 00287Y109 |
| — | LIVEPERSON INC | 1,929,000 | $3.369M | 0.1% | $1.63 | — | CONV | 538146AB7 |
| — | FARFETCH LTD | 1,000,000 | $3.263M | 0.1% | $3.26 | — | CONV | 30744WAD9 |
| MDT | MEDTRONIC PLC | 25,000 | $3.103M | 0.1% | $88.39 | +23.9% | COM | G5960L103 |
| TDOC | TELADOC HEALTH INC | 18,300 | $3.043M | 0.1% | $162.17 | -0.1% | COM | 87918A105 |
| — | SIX FLAGS ENTERTAINMENT CORP | 70,000 | $3.03M | 0.1% | $45.57 | — | COM | 83001A102 |
| LMT | LOCKHEED MARTIN CORP | 8,000 | $3.027M | 0.1% | $299.96 | +12.9% | COM | 539830109 |
| MCHP | MICROCHIP TECHNOLOGY INC | 20,000 | $2.995M | 0.1% | $69.11 | +0.1% | COM | 595017104 |
| — | ADVENT CONVERTIBLE AND INCOME | 153,048 | $2.949M | 0.1% | $15.04 | — | COM | 00764C109 |
| — | SPIRIT AIRLINES INC | 95,833 | $2.917M | 0.1% | $30.41 | — | COM | 848577102 |
| FITB | FIFTH THIRD BANCORP | 75,000 | $2.867M | 0.1% | $20.77 | +61.2% | COM | 316773100 |
| PNC | PNC FINANCIAL SERVICES GROUP I | 15,000 | $2.861M | 0.1% | $88.70 | +78.9% | COM | 693475105 |
| DOW | DOW INC | 45,000 | $2.848M | 0.1% | $51.06 | 0.0% | COM | 260557103 |
| — | DISH NETWORK CORP | 2,919,000 | $2.841M | 0.1% | $0.90 | — | CONV | 25470MAD1 |
| FCX | FREEPORT-MCMORAN INC | 75,000 | $2.783M | 0.1% | $36.53 | 0.0% | COM | 35671D857 |
| LVS | LAS VEGAS SANDS CORP | 50,000 | $2.635M | 0.1% | $45.63 | +20.8% | COM | 517834107 |
| — | ENVESTNET INC | 2,000,000 | $2.47M | 0.0% | $1.24 | — | CONV | 29404KAB2 |
| — | UNITED STATES STEEL CORP | 100,000 | $2.4M | 0.0% | $24.00 | — | COM | 912909108 |
| CAT | CATERPILLAR INC | 10,500 | $2.285M | 0.0% | $126.81 | +67.1% | COM | 149123101 |
| CZR | CAESARS ENTERTAINMENT INC | 20,000 | $2.075M | 0.0% | $83.92 | +20.2% | COM | 12769G100 |
| — | SUPERNUS PHARMACEUTICALS | 2,000,000 | $1.98M | 0.0% | $0.96 | — | CONV | 868459AD0 |
| — | BRISTOL-MYERS SQUIBB CO | 1,098,000 | $1.895M | 0.0% | $1.36 | — | CONV | 110122AN8 |
| — | HANESBRANDS INC | 100,000 | $1.867M | 0.0% | $14.58 | — | COM | 410345102 |
| HUM | HUMANA INC | 4,000 | $1.771M | 0.0% | $381.33 | +9.6% | COM | 444859102 |
| VISN | COMMSCOPE HOLDING CO INC | 80,000 | $1.705M | 0.0% | $17.26 | +7.9% | COM | 20337X109 |
| — | LAM RESEARCH CORP | 2,399 | $1.561M | 0.0% | $595.20 | — | COM | 512807108 |
| — | FTI CONSULTING INC | 868,000 | $1.238M | 0.0% | $1.26 | — | CONV | 302941AP4 |
| — | LUMENTUM HOLDINGS INC | 739,000 | $1.079M | 0.0% | $1.41 | — | CONV | 55024UAB5 |
| — | LIVE NATION ENTERTAINMEN | 737,000 | $1.034M | 0.0% | $1.10 | — | CONV | 538034AQ2 |
| — | COMPUTE HEALTH ACQUISITION COR | 100,000 | $1.022M | 0.0% | $10.09 | — | COM | 204833206 |
| — | FTAC HERA ACQUISITION CORP | 100,000 | $1.005M | 0.0% | $9.99 | — | COM | G3728Y129 |
| — | DHC ACQUISITION CORP | 100,000 | $1.004M | 0.0% | $9.99 | — | COM | G2758T125 |
| — | BLACKROCK TCP CAP CORP | 937,000 | $958K | 0.0% | $1.03 | — | CONV | 87238QAD5 |
| — | ESSENTIAL UTILITIES INC | 15,155 | $873K | 0.0% | $60.67 | — | CONV PFD | 29670G201 |
| XYZ | SQUARE INC | 3,500 | $853K | 0.0% | $231.94 | 0.0% | COM | 852234103 |
| — | BLACKSTONE MORTGAGE TR | 832,000 | $848K | 0.0% | $1.02 | — | CONV | 09257WAB6 |
| — | GIGCAPITAL4 INC | 75,000 | $767K | 0.0% | $9.87 | — | COM | 37518G200 |
| — | RMG ACQUISITION CORP III | 75,000 | $750K | 0.0% | $9.95 | — | COM | G76088114 |
| — | DIAMONDHEAD HOLDINGS CORP | 75,000 | $749K | 0.0% | $9.91 | — | COM | 25278L204 |
| — | II-VI INC | 470,000 | $743K | 0.0% | $1.10 | — | CONV | 902104AB4 |
| — | GREEN PLAINS INC | 563,000 | $724K | 0.0% | $1.12 | — | CONV | 393222AK0 |
| GAP | GAP INC/THE | 20,000 | $673K | 0.0% | $27.44 | 0.0% | COM | 364760108 |
| — | FIGURE ACQUISITION CORP I | 60,000 | $621K | 0.0% | $10.12 | — | COM | 302438205 |
| MUFG | MITSUBISHI UFJ FINANCIAL GROUP | 100,700 | $546K | 0.0% | $5.42 | — | COM | 606822104 |
| QTWO | Q2 HOLDINGS INC | 5,000 | $513K | 0.0% | $100.09 | 0.0% | COM | 74736L109 |
| — | COLICITY INC | 50,000 | $504K | 0.0% | $10.10 | — | COM | 194170205 |
| — | SIMON PROPERTY GROUP ACQUISITI | 50,000 | $504K | 0.0% | $10.06 | — | COM | 82880R202 |
| — | AUSTERLITZ ACQUISITION CORP II | 50,000 | $504K | 0.0% | $10.04 | — | COM | G0633U119 |
| JWSUF | JAWS MUSTANG ACQUISITION CORP | 50,000 | $503K | 0.0% | $10.16 | — | COM | G50737116 |
| — | LAZARD GROWTH ACQUISITION CORP | 50,000 | $499K | 0.0% | $10.00 | — | COM | G54035129 |
| DNA | SOARING EAGLE ACQUISITION CORP | 50,000 | $498K | 0.0% | $9.96 | — | COM | G8354H126 |
| — | AUSTERLITZ ACQUISITION CORP I | 50,000 | $496K | 0.0% | $9.92 | — | COM | G0633D109 |
| — | ATLANTIC AVENUE ACQUISITION CO | 45,000 | $458K | 0.0% | $10.60 | — | COM | 04906P200 |
| — | LIBERTY MEDIA ACQUISITION CORP | 40,000 | $407K | 0.0% | $10.10 | — | COM | 53073L104 |
| — | SPARTAN ACQUISITION CORP III | 40,000 | $402K | 0.0% | $10.03 | — | COM | 84677R205 |
| — | FORTISTAR SUSTAINABLE SOLUTION | 30,000 | $308K | 0.0% | $9.90 | — | COM | 34962M205 |
| MIDD | MIDDLEBY CORP/THE | 1,530 | $265K | 0.0% | $170.44 | 0.0% | COM | 596278101 |
| CSCO | CISCO SYSTEMS INC/DELAWARE | 5,000 | $265K | 0.0% | $35.27 | +29.9% | COM | 17275R102 |
| — | SIRIUS XM HOLDINGS INC | 40,000 | $262K | 0.0% | $6.55 | — | COM | 82968B103 |
| — | ARES ACQUISITION CORP | 25,000 | $250K | 0.0% | $10.00 | — | COM | G33032114 |
| — | 26 CAPITAL ACQUISITION CORP | 25,000 | $243K | 0.0% | $9.72 | — | COM | 90138P100 |
| — | SUSTAINABLE DEVELOPMENT ACQUIS | 20,000 | $204K | 0.0% | $9.95 | — | COM | 86934L202 |
| — | TISHMAN SPEYER INNOVATION CORP | 20,000 | $202K | 0.0% | $10.00 | — | COM | 88825H209 |
| — | MUSIC ACQUISITION CORP/THE | 19,763 | $201K | 0.0% | $9.97 | — | COM | 62752R209 |
| — | WAYFAIR INC | 90,000 | $198K | 0.0% | $1.68 | — | CONV | 94419LAF8 |
| — | DECARBONIZATION PLUS ACQUISITI | 20,000 | $197K | 0.0% | $9.85 | — | COM | 242794105 |
| — | HAYMAKER ACQUISITION CORP III | 16,000 | $160K | 0.0% | $9.94 | — | COM | 42087R207 |
| — | TELADOC HEALTH INC | 230 | $151K | 0.0% | — | — | Call | 87918A905 |
| — | THUNDER BRIDGE CAPITAL PARTNER | 15,000 | $150K | 0.0% | $9.87 | — | COM | 88605T209 |
| ATMR/U | ALTIMAR ACQUISITION CORP II | 13,716 | $138K | 0.0% | $10.21 | — | COM | G03709113 |
| — | ALIBABA GROUP HOLDING LTD | 300 | $129K | 0.0% | — | — | Call | 01609W902 |
| — | AMERICAN AIRLINES GROUP INC | 5,000 | $92,000 | 0.0% | — | — | Put | 02376R952 |
| NCLH | NORWEGIAN CRUISE LINE HOLDINGS | 1,800 | $53,000 | 0.0% | $30.14 | 0.0% | COM | G66721104 |
| — | GAP INC/THE | 500 | $50,000 | 0.0% | — | — | Call | 364760908 |
| — | INVESCO SOLAR ETF | 500 | $46,000 | 0.0% | — | — | Call | 46138G906 |
| — | SOLAREDGE TECHNOLOGIES INC | 50 | $46,000 | 0.0% | — | — | Call | 83417M904 |
| — | MCAP ACQUISITION CORP | 2,500 | $25,000 | 0.0% | $10.00 | — | COM | 55282T208 |
| — | 8X8 INC | 16,000 | $22,000 | 0.0% | $1.15 | — | CONV | 282914AB6 |
| — | ZILLOW GROUP INC | 100 | $20,000 | 0.0% | — | — | Call | 98954M900 |
| — | SILVERBOX ENGAGED MERGER CORP | 2,000 | $20,000 | 0.0% | $10.00 | — | COM | 82836L200 |
| — | SFL CORP LTD | 19,000 | $19,000 | 0.0% | $1.00 | — | CONV | QZ7451235 |
| TWLO | TWILIO INC | 42 | $17,000 | 0.0% | $347.16 | 0.0% | COM | 90138F102 |
| — | FORD MOTOR CO | 1,000 | $17,000 | 0.0% | — | — | Call | 345370900 |
| — | PATRICK INDUSTRIES INC | 14,000 | $15,000 | 0.0% | $1.12 | — | CONV | 703343AB9 |
| DOCU | DOCUSIGN INC | 45 | $13,000 | 0.0% | $226.80 | -1.4% | COM | 256163106 |
| — | HELIX ENERGY SOLUTIONS | 10,000 | $12,000 | 0.0% | $1.16 | — | CONV | 42330PAK3 |
| — | HANNON ARMSTRONG SUSTAIN | 6,000 | $12,000 | 0.0% | $2.00 | — | CONV | 41068XAB6 |
| — | FUSION ACQUISITION CORP II | 1,000 | $10,000 | 0.0% | $10.00 | — | COM | 36118N201 |
| — | CARTESIAN GROWTH CORP | 900 | $9,000 | 0.0% | $10.00 | — | COM | G19276123 |
| — | WIX LTD | 4,000 | $8,000 | 0.0% | $1.75 | — | CONV | 92940WAB5 |
| — | NEOGENOMICS INC | 5,000 | $7,000 | 0.0% | $1.60 | — | CONV | 64049MAA8 |
| — | GDS HOLDINGS LIMITED | 4,000 | $7,000 | 0.0% | $1.75 | — | CONV | 36165LAB4 |
| — | TELADOC HEALTH INC | 2,000 | $6,000 | 0.0% | $1.48 | — | CONV | 87918AAC9 |
| — | CLEVELAND-CLIFFS INC | 2,000 | $6,000 | 0.0% | $2.61 | — | CONV | 185899AA9 |
| — | AKAMAI TECHNOLOGIES INC | 4,000 | $5,000 | 0.0% | $1.09 | — | CONV | 00971TAJ0 |
| MRVL | MARVELL TECHNOLOGY INC | 78 | $5,000 | 0.0% | $47.96 | 0.0% | COM | 573874104 |
| — | GREENBRIER COS INC | 4,000 | $4,000 | 0.0% | $1.02 | — | CONV | 393657AK7 |
| — | GAP INC/THE | 200 | $3,000 | 0.0% | — | — | Put | 364760958 |
| — | AEROJET ROCKETDYNE HOLDINGS IN | 58 | $3,000 | 0.0% | $51.72 | — | COM | 007800105 |
| — | IONIS PHARMACEUTICALS IN | 2,000 | $2,000 | 0.0% | $1.00 | — | CONV | 464337AJ3 |
| — | PACIRA BIOSCIENCES INC | 2,000 | $2,000 | 0.0% | $0.94 | — | CONV | 695127AD2 |
| — | VERINT SYSTEMS INC | 21 | $1,000 | 0.0% | $47.62 | — | COM | 92343X100 |