CIK: 0001097278 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Nov 15, 2021
Total Value ($000): $5,405,364 (11.0% shares, 89.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SOUTHWEST AIRLINES CO | 107,298,000 | $160,374 | 3.0% | $1.22 | — | CONV | 844741BG2 |
| — | PIONEER NATURAL RESOURCE | 92,897,000 | $149,861 | 2.8% | $1.60 | — | CONV | 723787AP2 |
| — | DISH NETWORK CORP | 132,234,000 | $137,780 | 2.5% | $0.97 | — | CONV | 25470MAB5 |
| — | BOOKING HOLDINGS INC | 90,360,000 | $133,052 | 2.5% | $1.42 | — | CONV | 09857LAN8 |
| — | RINGCENTRAL INC | 114,128,000 | $113,105 | 2.1% | $1.09 | — | CONV | 76680RAF4 |
| — | PALO ALTO NETWORKS | 68,015,000 | $112,752 | 2.1% | $1.36 | — | CONV | 697435AF2 |
| — | EURONET WORLDWIDE INC | 95,361,000 | $106,086 | 2.0% | $0.93 | — | CONV | 298736AL3 |
| — | WESTERN DIGITAL CORP | 91,021,000 | $92,313 | 1.7% | $0.98 | — | CONV | 958102AP0 |
| — | PEBBLEBROOK HOTEL TRUST | 80,372,000 | $90,047 | 1.7% | $1.09 | — | CONV | 70509VAA8 |
| — | WAYFAIR INC | 87,285,000 | $87,400 | 1.6% | $1.00 | — | CONV | 94419LAM3 |
| — | JAZZ INVESTMENTS I LTD | 72,519,000 | $83,737 | 1.5% | $1.23 | — | CONV | 472145AF8 |
| — | STANLEY BLACK & DECKER I | 790,384 | $83,465 | 1.5% | $95.51 | — | CONV PFD | 854502846 |
| — | SPLUNK INC | 68,058,000 | $79,645 | 1.5% | $1.17 | — | CONV | 848637AC8 |
| — | WORKDAY INC | 43,390,000 | $74,417 | 1.4% | $1.39 | — | CONV | 98138HAF8 |
| — | TELADOC HEALTH INC | 72,599,000 | $73,384 | 1.4% | $1.12 | — | CONV | 87918AAF2 |
| — | SPIRIT AIRLINES INC | 76,406,000 | $72,159 | 1.3% | $0.95 | — | CONV | 848577AB8 |
| — | BIOMARIN PHARMACEUTICAL | 70,371,000 | $69,985 | 1.3% | $1.01 | — | CONV | 09061GAK7 |
| — | HERBALIFE LTD | 63,050,000 | $64,324 | 1.2% | $0.96 | — | CONV | 42703MAD5 |
| — | SPLUNK INC | 62,310,000 | $61,978 | 1.1% | $0.98 | — | CONV | 848637AF1 |
| — | NUVASIVE INC | 63,741,000 | $61,790 | 1.1% | $1.02 | — | CONV | 670704AJ4 |
| — | ALTERYX INC | 65,855,000 | $60,949 | 1.1% | $0.96 | — | CONV | 02156BAF0 |
| — | NEXTERA ENERGY INC | 1,189,301 | $60,946 | 1.1% | $48.92 | — | CONV PFD | 65339F739 |
| — | AKAMAI TECHNOLOGIES INC | 52,773,000 | $57,782 | 1.1% | $1.12 | — | CONV | 00971TAL5 |
| — | RINGCENTRAL INC | 61,144,000 | $57,316 | 1.1% | $0.94 | — | CONV | 76680RAH0 |
| — | LIBERTY MEDIA CORP | 41,641,000 | $56,858 | 1.1% | $1.05 | — | CONV | 531229AB8 |
| — | ANTHEM INC | 10,522,000 | $54,912 | 1.0% | $2.38 | — | CONV | 94973VBG1 |
| — | PURE STORAGE INC | 47,158,000 | $54,565 | 1.0% | $1.01 | — | CONV | 74624MAB8 |
| — | AMERICAN ELECTRIC POWER | 1,094,566 | $54,325 | 1.0% | $49.74 | — | CONV PFD | 02557T307 |
| — | LENDINGTREE INC | 61,581,000 | $52,679 | 1.0% | $0.86 | — | CONV | 52603BAD9 |
| — | NRG ENERGY INC | 45,018,000 | $52,665 | 1.0% | $1.12 | — | CONV | 629377CG5 |
| — | SPLUNK INC | 42,401,000 | $51,952 | 1.0% | $1.22 | — | CONV | 848637AD6 |
| — | SUMMIT HOTEL PROPERTIES | 49,023,000 | $51,645 | 1.0% | $1.10 | — | CONV | 866082AA8 |
| — | NISOURCE INC | 495,500 | $51,359 | 1.0% | $103.07 | — | CONV PFD | 65473P121 |
| — | BIOMARIN PHARMACEUTICAL | 49,914,000 | $51,336 | 0.9% | $1.04 | — | CONV | 09061GAH4 |
| — | SEA LTD | 50,515,000 | $51,210 | 0.9% | $1.01 | — | CONV | 81141RAG5 |
| — | ROYAL CARIBBEAN CRUISES | 36,257,000 | $51,101 | 0.9% | $1.41 | — | CONV | 780153BB7 |
| — | ZYNGA INC | 44,431,000 | $50,759 | 0.9% | $1.27 | — | CONV | 98986TAB4 |
| — | ILLUMINA INC | 43,190,000 | $50,537 | 0.9% | $1.10 | — | CONV | 452327AK5 |
| — | CHEESECAKE FACTORY (THE) | 49,887,000 | $47,705 | 0.9% | $0.96 | — | CONV | 163072AA9 |
| — | MICROCHIP TECHNOLOGY INC | 41,902,000 | $47,629 | 0.9% | $1.16 | — | CONV | 595017AU8 |
| — | VISHAY INTERTECHNOLOGY | 45,637,000 | $47,162 | 0.9% | $0.95 | — | CONV | 928298AP3 |
| — | MIDDLEBY CORP | 30,579,000 | $43,740 | 0.8% | $1.43 | — | CONV | 596278AB7 |
| — | SNAP INC | 12,800,000 | $43,673 | 0.8% | $3.15 | — | CONV | 83304AAD8 |
| — | EXACT SCIENCES CORP | 40,265,000 | $43,428 | 0.8% | $1.07 | — | CONV | 30063PAC9 |
| — | ARES CAPITAL CORP | 38,806,000 | $43,137 | 0.8% | $1.00 | — | CONV | 04010LAW3 |
| — | CYBERARK SOFTWARE LTD | 35,992,000 | $42,762 | 0.8% | $1.21 | — | CONV | 23248VAB1 |
| — | MANDIANT INC | 38,449,000 | $41,002 | 0.8% | $1.03 | — | CONV | 31816QAF8 |
| — | TERADYNE INC | 11,877,000 | $40,990 | 0.8% | $1.98 | — | CONV | 880770AG7 |
| — | ZENDESK INC | 32,253,000 | $40,976 | 0.8% | $1.40 | — | CONV | 98936JAD3 |
| — | MERITOR INC | 36,779,000 | $38,884 | 0.7% | $1.02 | — | CONV | 59001KAF7 |
| — | TWITTER INC | 29,470,000 | $37,157 | 0.7% | $0.98 | — | CONV | 90184LAF9 |
| — | AIR TRANSPORT SERVICES G | 34,385,000 | $37,122 | 0.7% | $1.02 | — | CONV | 00922RAB1 |
| — | STARWOOD PROPERTY TRUST | 35,118,000 | $37,064 | 0.7% | $1.01 | — | CONV | 85571BAH8 |
| — | INNOVIVA INC | 34,364,000 | $37,048 | 0.7% | $1.02 | — | CONV | 88338TAB0 |
| — | LUMENTUM HOLDINGS INC | 33,138,000 | $36,462 | 0.7% | $1.20 | — | CONV | 55024UAD1 |
| — | ARES CAPITAL CORP | 33,337,000 | $35,901 | 0.7% | $1.02 | — | CONV | 04010LAT0 |
| — | NEXTERA ENERGY INC | 698,775 | $35,664 | 0.7% | $43.91 | — | CONV PFD | 65339F770 |
| — | DEXCOM INC | 29,505,000 | $35,065 | 0.6% | $1.05 | — | CONV | 252131AK3 |
| — | INTERDIGITAL INC | 32,282,000 | $35,012 | 0.6% | $1.04 | — | CONV | 45867GAB7 |
| — | DOMINION ENERGY INC | 353,675 | $34,368 | 0.6% | $101.79 | — | CONV PFD | 25746U133 |
| — | EXACT SCIENCES CORP | 30,117,000 | $34,249 | 0.6% | $1.17 | — | CONV | 30063PAB1 |
| — | KBR INC | 20,898,000 | $33,673 | 0.6% | $1.12 | — | CONV | 48242WAB2 |
| — | BLACKSTONE MORTGAGE TR | 32,595,000 | $33,306 | 0.6% | $1.01 | — | CONV | 09257WAC4 |
| — | INTEGRA LIFESCIENCES HLD | 29,997,000 | $33,165 | 0.6% | $1.12 | — | CONV | 457985AM1 |
| — | PRA GROUP INC | 29,550,000 | $32,783 | 0.6% | $1.06 | — | CONV | 69354NAB2 |
| — | CSG SYSTEMS INTERNATIONA | 31,609,000 | $32,640 | 0.6% | $1.04 | — | CONV | 126349AF6 |
| — | VONAGE HOLDINGS CORP | 27,435,000 | $32,132 | 0.6% | $0.93 | — | CONV | 92886TAJ1 |
| — | CHENIERE ENERGY INC | 37,016,000 | $31,488 | 0.6% | $0.75 | — | CONV | 16411RAG4 |
| — | INSULET CORPORATION | 21,752,000 | $30,364 | 0.6% | $1.33 | — | CONV | 45784PAK7 |
| — | COUPA SOFTWARE INC | 27,771,000 | $30,067 | 0.6% | $1.12 | — | CONV | 22266LAF3 |
| — | OSI SYSTEMS INC | 28,492,000 | $29,686 | 0.5% | $0.95 | — | CONV | 671044AD7 |
| — | ELANCO ANIMAL HEALTH INC | 572,988 | $28,597 | 0.5% | $46.69 | — | CONV PFD | 28414H202 |
| — | NEW RELIC INC | 27,761,000 | $28,164 | 0.5% | $0.99 | — | CONV | 64829BAB6 |
| — | VIAVI SOLUTIONS INC | 20,836,000 | $27,242 | 0.5% | $1.16 | — | CONV | 925550AB1 |
| — | REDWOOD TRUST INC | 26,158,000 | $26,801 | 0.5% | $1.01 | — | CONV | 758075AC9 |
| — | OKTA INC | 21,745,000 | $26,687 | 0.5% | $1.25 | — | CONV | 679295AF2 |
| — | ZSCALER INC. | 14,530,000 | $26,532 | 0.5% | $1.60 | — | CONV | 98980GAB8 |
| — | SNAP INC | 7,625,000 | $24,886 | 0.5% | $1.44 | — | CONV | 83304AAB2 |
| — | STRIDE INC | 24,975,000 | $24,877 | 0.5% | $1.00 | — | CONV | 86333MAA6 |
| — | SQUARE INC | 12,236,000 | $24,847 | 0.5% | $2.06 | — | CONV | 852234AF0 |
| — | NCL CORPORATION LTD | 14,490,000 | $24,781 | 0.5% | $1.71 | — | CONV | 62886HAX9 |
| — | SOUTHERN CO | 470,313 | $23,995 | 0.4% | $53.48 | — | CONV PFD | 842587602 |
| — | ZILLOW GROUP INC | 14,551,000 | $22,693 | 0.4% | $1.58 | — | CONV | 98954MAH4 |
| — | FIVE9 INC | 16,250,000 | $21,888 | 0.4% | $1.35 | — | CONV | 338307AD3 |
| — | DTE ENERGY CO | 433,333 | $21,628 | 0.4% | $50.38 | — | CONV PFD | 233331842 |
| — | NEW MOUNTAIN FINANCE COR | 20,035,000 | $21,283 | 0.4% | $1.04 | — | CONV | 647551AC4 |
| — | Q2 HOLDINGS INC | 18,814,000 | $21,154 | 0.4% | $1.26 | — | CONV | 74736LAD1 |
| — | PENN NATIONAL GAMING INC | 6,595,000 | $21,091 | 0.4% | $3.48 | — | CONV | 707569AU3 |
| — | MONGODB INC | 8,945,000 | $20,478 | 0.4% | $1.44 | — | CONV | 60937PAD8 |
| — | LENDINGTREE INC | 19,284,000 | $19,330 | 0.4% | $1.23 | — | CONV | 52603BAA5 |
| — | TESLA INC | 1,544,000 | $19,290 | 0.4% | $0.98 | — | CONV | 88160RAG6 |
| — | WOLFSPEED INC | 10,400,000 | $19,246 | 0.4% | $2.17 | — | CONV | 225447AD3 |
| — | INSMED INC | 18,505,000 | $19,182 | 0.4% | $0.88 | — | CONV | 457669AA7 |
| — | PEGASYSTEMS INC | 16,877,000 | $19,070 | 0.4% | $1.10 | — | CONV | 705573AB9 |
| — | CHEGG INC | 19,336,000 | $19,068 | 0.4% | $0.99 | — | CONV | 163092AF6 |
| — | FORTIVE CORPORATION | 18,951,000 | $19,014 | 0.4% | $0.93 | — | CONV | 34959JAK4 |
| — | THE REALREAL INC | 17,239,000 | $18,960 | 0.4% | $1.21 | — | CONV | 88339PAB7 |
| — | RBC BEARINGS INC | 166,000 | $18,307 | 0.3% | $110.28 | — | CONV PFD | 75524B203 |
| — | LIVONGO HEALTH | 13,388,000 | $17,662 | 0.3% | $1.56 | — | CONV | 539183AA1 |
| — | TRAVERE THERAPEUTICS INC | 17,393,000 | $17,514 | 0.3% | $0.93 | — | CONV | 761299AB2 |
| — | AES CORP/THE | 168,020 | $16,275 | 0.3% | $103.70 | — | CONV PFD | 00130H204 |
| — | IONIS PHARMACEUTICALS IN | 17,771,000 | $16,159 | 0.3% | $1.03 | — | CONV | 462222AB6 |
| — | PARSONS CORP | 15,995,000 | $16,072 | 0.3% | $1.00 | — | CONV | 70202LAB8 |
| — | NEOGENOMICS INC | 15,205,000 | $15,402 | 0.3% | $1.02 | — | CONV | 64049MAB6 |
| — | ALLEGHENY TECHNOLOGIES | 11,060,000 | $14,884 | 0.3% | $1.35 | — | CONV | 01741RAK8 |
| — | AMERICAN EAGLE OUTFITTER | 4,800,000 | $14,727 | 0.3% | $3.07 | — | CONV | 02553EAB2 |
| — | ZILLOW GROUP INC | 7,100,000 | $14,653 | 0.3% | $2.85 | — | CONV | 98954MAE1 |
| — | OKTA INC | 9,990,000 | $14,148 | 0.3% | $1.33 | — | CONV | 679295AD7 |
| — | LYFT INC | 8,842,000 | $13,768 | 0.3% | $1.71 | — | CONV | 55087PAB0 |
| — | BURLINGTON STORES INC | 8,900,000 | $12,967 | 0.2% | $1.59 | — | CONV | 122017AB2 |
| — | EVOLENT HEALTH INC | 11,069,000 | $12,691 | 0.2% | $0.88 | — | CONV | 30050BAD3 |
| — | MARRIOTT VACATION WORLDW | 10,468,000 | $12,437 | 0.2% | $0.95 | — | CONV | 57164YAB3 |
| — | INSMED INC | 11,141,000 | $12,256 | 0.2% | $1.11 | — | CONV | 457669AB5 |
| — | SAREPTA THERAPEUTICS INC | 7,970,000 | $11,789 | 0.2% | $1.55 | — | CONV | 803607AB6 |
| — | PG&E CORP | 121,000 | $11,626 | 0.2% | $96.08 | — | CONV PFD | 69331C140 |
| — | OMNICELL INC | 7,265,000 | $11,619 | 0.2% | $1.60 | — | CONV | 68213NAD1 |
| — | COUPA SOFTWARE INC | 7,500,000 | $11,328 | 0.2% | $1.51 | — | CONV | 22266LAC0 |
| — | PROS HOLDINGS INC | 11,872,000 | $11,302 | 0.2% | $1.05 | — | CONV | 74346YAH6 |
| — | VIAVI SOLUTIONS INC | 9,000,000 | $11,263 | 0.2% | $1.27 | — | CONV | 925550AE5 |
| — | CHEFS' WAREHOUSE THE | 10,472,000 | $11,150 | 0.2% | $1.02 | — | CONV | 163086AB7 |
| — | SABRE GLBL INC | 6,167,000 | $10,698 | 0.2% | $1.82 | — | CONV | 78573NAE2 |
| — | NCL CORPORATION LTD | 4,775,000 | $10,236 | 0.2% | $2.33 | — | CONV | 62886HAT8 |
| — | CINEMARK HOLDINGS INC | 6,390,000 | $10,205 | 0.2% | $1.60 | — | CONV | 17243VAB8 |
| — | ALTAIR ENGINEERING INC | 6,500,000 | $10,091 | 0.2% | $1.07 | — | CONV | 021369AA1 |
| — | NY COMMUNITY CAP TRUST V | 198,065 | $10,086 | 0.2% | $44.28 | — | CONV PFD | 64944P307 |
| — | SOLAR EDGE TECHNOLOGIES | 8,033,000 | $9,971 | 0.2% | $1.24 | — | CONV | 83417MAD6 |
| — | NEXTERA ENERGY INC | 167,396 | $9,808 | 0.2% | $50.29 | — | CONV PFD | 65339F796 |
| — | WINNEBAGO INDUSTRIES | 7,350,000 | $9,766 | 0.2% | $1.33 | — | CONV | 974637AB6 |
| — | FLEXION THERAPEUTICS INC | 10,961,000 | $9,710 | 0.2% | $1.02 | — | CONV | 33938JAB2 |
| — | KAMAN CORP | 9,466,000 | $9,648 | 0.2% | $1.11 | — | CONV | 483548AF0 |
| — | NATIONAL VISION HOLDINGS | 4,730,000 | $9,084 | 0.2% | $1.77 | — | CONV | 63845RAB3 |
| — | MICROCHIP TECHNOLOGY INC | 3,965,000 | $9,069 | 0.2% | $1.16 | — | CONV | 595017AF1 |
| — | REDWOOD TRUST INC | 8,699,000 | $8,940 | 0.2% | $1.01 | — | CONV | 758075AD7 |
| — | AERIE PHARMACEUTICALS | 9,667,000 | $8,842 | 0.2% | $1.02 | — | CONV | 00771VAB4 |
| — | WAYFAIR INC | 4,658,000 | $8,636 | 0.2% | $1.85 | — | CONV | 94419LAF8 |
| — | TABULA RASA HLTHCR INC | 9,636,000 | $7,926 | 0.1% | $1.01 | — | CONV | 873379AA9 |
| — | NUTANIX INC | 6,700,000 | $7,063 | 0.1% | $0.97 | — | CONV | 67059NAB4 |
| — | RH | 2,172,000 | $6,848 | 0.1% | $2.82 | — | CONV | 74967XAD5 |
| — | NICE LTD | 5,694,000 | $6,676 | 0.1% | $1.17 | — | CONV | 653656AB4 |
| COP | CONOCOPHILLIPS | 90,000 | $6,099 | 0.1% | $42.04 | +17.3% | COM | 20825C104 |
| — | EQT CORP | 3,814,000 | $6,024 | 0.1% | $1.67 | — | CONV | 26884LAK5 |
| — | WIX LTD | 5,986,000 | $5,777 | 0.1% | $0.97 | — | CONV | 92940WAD1 |
| — | COLFAX CORP | 30,000 | $5,591 | 0.1% | $154.36 | — | CONV PFD | 194014205 |
| — | AVAYA HOLDINGS CORP | 5,003,000 | $5,263 | 0.1% | $1.05 | — | CONV | 05351XAB7 |
| — | IH MERGER SUB LLC | 3,100,000 | $5,239 | 0.1% | $1.69 | — | CONV | 19625XAB8 |
| — | CHANGE HEALTHCARE INC | 73,037 | $5,122 | 0.1% | $49.27 | — | CONV PFD | 15912K209 |
| — | PAR TECHNOLOGY CORP | 4,635,000 | $4,988 | 0.1% | $1.08 | — | CONV | 698884AE3 |
| — | DATADOG INC | 3,000,000 | $4,952 | 0.1% | $1.34 | — | CONV | 23804LAB9 |
| CZR | CAESARS ENTERTAINMENT INC | 40,000 | $4,491 | 0.1% | $90.79 | +7.6% | COM | 12769G100 |
| ABBV | ABBVIE INC | 40,000 | $4,315 | 0.1% | $90.99 | +6.8% | COM | 00287Y109 |
| — | PALO ALTO NETWORKS | 2,292,000 | $4,169 | 0.1% | $1.05 | — | CONV | 697435AD7 |
| — | DEXCOM INC | 1,228,000 | $4,088 | 0.1% | $2.20 | — | CONV | 252131AH0 |
| — | CHEGG INC | 2,720,000 | $3,910 | 0.1% | $1.82 | — | CONV | 163092AD1 |
| LMT | LOCKHEED MARTIN CORP | 11,000 | $3,796 | 0.1% | $305.63 | +5.0% | COM | 539830109 |
| VZ | VERIZON COMMUNICATIONS INC | 70,000 | $3,781 | 0.1% | $42.32 | 0.0% | COM | 92343V104 |
| MAR | MARRIOTT INTERNATIONAL INC/MD | 25,000 | $3,702 | 0.1% | $132.90 | +1.3% | COM | 571903202 |
| GLPI | GAMING AND LEISURE PROPERTIES | 76,735 | $3,554 | 0.1% | $36.92 | — | COM | 36467J108 |
| VLO | VALERO ENERGY CORP | 50,000 | $3,529 | 0.1% | $45.82 | +25.6% | COM | 91913Y100 |
| LYB | LYONDELLBASELL INDUSTRIES NV | 37,000 | $3,472 | 0.1% | $71.80 | -0.5% | COM | N53745100 |
| AA | ALCOA CORP | 70,000 | $3,426 | 0.1% | $24.17 | +67.0% | COM | 013872106 |
| — | UNITED STATES STEEL CORP | 150,000 | $3,296 | 0.1% | $23.32 | — | COM | 912909108 |
| BRSL | INTERNATIONAL GAME TECHNOLOGY | 125,000 | $3,290 | 0.1% | $15.00 | 0.0% | COM | G4863A108 |
| AMZN | AMAZON.COM INC | 1,000 | $3,285 | 0.1% | $172.49 | 0.0% | COM | 023135106 |
| FITB | FIFTH THIRD BANCORP | 75,000 | $3,183 | 0.1% | $20.77 | +55.5% | COM | 316773100 |
| AMD | ADVANCED MICRO DEVICES INC | 30,000 | $3,087 | 0.1% | $85.57 | +19.5% | COM | 007903107 |
| BA | BOEING CO/THE | 14,000 | $3,079 | 0.1% | $223.02 | 0.0% | COM | 097023105 |
| — | DISH NETWORK CORP | 3,039,000 | $2,971 | 0.1% | $0.90 | — | CONV | 25470MAD1 |
| EXPE | EXPEDIA GROUP INC | 18,000 | $2,950 | 0.1% | $153.34 | 0.0% | COM | 30212P303 |
| PNC | PNC FINANCIAL SERVICES GROUP I | 15,000 | $2,935 | 0.1% | $88.70 | +81.2% | COM | 693475105 |
| HUM | HUMANA INC | 7,500 | $2,919 | 0.1% | $393.20 | +3.5% | COM | 444859102 |
| — | SHOPIFY INC | 2,264,000 | $2,785 | 0.1% | $1.18 | — | CONV | 82509LAA5 |
| — | ADVENT CONVERTIBLE AND INCOME | 153,048 | $2,752 | 0.1% | $15.04 | — | COM | 00764C109 |
| ON | ON SEMICONDUCTOR CORP | 60,000 | $2,746 | 0.1% | $42.74 | 0.0% | COM | 682189105 |
| KEY | KEYCORP | 125,000 | $2,703 | 0.1% | $16.22 | 0.0% | COM | 493267108 |
| CMI | CUMMINS INC | 12,000 | $2,695 | 0.0% | $210.43 | 0.0% | COM | 231021106 |
| — | COPA HOLDINGS SA | 1,500,000 | $2,609 | 0.0% | $1.74 | — | CONV | 21720AAB8 |
| MCHP | MICROCHIP TECHNOLOGY INC | 17,000 | $2,609 | 0.0% | $69.11 | -1.2% | COM | 595017104 |
| PENN | PENN NATIONAL GAMING INC | 35,000 | $2,536 | 0.0% | $73.51 | 0.0% | COM | 707569109 |
| ABNB | AIRBNB INC | 15,000 | $2,516 | 0.0% | $152.75 | 0.0% | COM | 009066101 |
| — | CNX RESOURCES CORP | 2,000,000 | $2,500 | 0.0% | $1.30 | — | CONV | 12653CAG3 |
| VTR | VENTAS INC | 45,000 | $2,484 | 0.0% | $44.22 | +11.0% | COM | 92276F100 |
| THO | THOR INDUSTRIES INC | 20,000 | $2,455 | 0.0% | $104.04 | 0.0% | COM | 885160101 |
| — | SSR MINING INC | 2,098,000 | $2,406 | 0.0% | $1.37 | — | CONV | 784730AB9 |
| UNP | UNION PACIFIC CORP | 12,000 | $2,352 | 0.0% | $161.52 | +20.9% | COM | 907818108 |
| MRNA | MODERNA INC | 6,000 | $2,309 | 0.0% | $368.80 | 0.0% | COM | 60770K107 |
| — | LIVE NATION ENTERTAINMEN | 2,000,000 | $2,305 | 0.0% | $1.11 | — | CONV | 538034AU3 |
| HON | HONEYWELL INTERNATIONAL INC | 10,000 | $2,123 | 0.0% | $176.65 | +10.2% | COM | 438516106 |
| — | ESSENTIAL UTILITIES INC | 35,155 | $2,023 | 0.0% | $58.89 | — | CONV PFD | 29670G201 |
| — | SUPERNUS PHARMACEUTICALS | 2,004,000 | $1,979 | 0.0% | $0.96 | — | CONV | 868459AD0 |
| BC | BRUNSWICK CORP/DE | 20,000 | $1,905 | 0.0% | $90.79 | 0.0% | COM | 117043109 |
| — | HANESBRANDS INC | 100,000 | $1,716 | 0.0% | $14.58 | — | COM | 410345102 |
| FTCHQ | FARFETCH LTD | 40,000 | $1,499 | 0.0% | $44.30 | 0.0% | COM | 30744W107 |
| — | BRISTOL-MYERS SQUIBB CO | 865,000 | $1,331 | 0.0% | $1.36 | — | CONV | 110122AN8 |
| — | JAZZ INVESTMENTS I LTD | 1,300,000 | $1,316 | 0.0% | $0.96 | — | CONV | 472145AD3 |
| — | AZUL SA | 65,000 | $1,304 | 0.0% | $20.06 | — | COM | 05501U106 |
| — | LUMENTUM HOLDINGS INC | 883,000 | $1,300 | 0.0% | $1.42 | — | CONV | 55024UAB5 |
| — | SILICON LABORATORIES INC | 1,000,000 | $1,289 | 0.0% | $1.39 | — | CONV | 826919AD4 |
| — | FTI CONSULTING INC | 868,000 | $1,216 | 0.0% | $1.26 | — | CONV | 302941AP4 |
| V | VISA INC | 5,000 | $1,114 | 0.0% | $192.21 | +18.1% | COM | 92826C839 |
| — | II-VI INC | 805,000 | $1,073 | 0.0% | $1.20 | — | CONV | 902104AB4 |
| — | FTAC HERA ACQUISITION CORP | 93,600 | $932 | 0.0% | $9.99 | — | COM | G3728Y129 |
| BNAI | DHC ACQUISITION CORP | 118,666 | $891 | 0.0% | $96.96 | 0.0% | COM | G2758T109 |
| — | COMPUTE HEALTH ACQUISITION COR | 88,900 | $890 | 0.0% | $10.09 | — | COM | 204833206 |
| — | LIVE NATION ENTERTAINMEN | 587,000 | $850 | 0.0% | $1.10 | — | CONV | 538034AQ2 |
| — | GREEN PLAINS INC | 563,000 | $720 | 0.0% | $1.12 | — | CONV | 393222AK0 |
| — | RMG ACQUISITION CORP III | 68,200 | $674 | 0.0% | $9.95 | — | COM | G76088114 |
| — | DIAMONDHEAD HOLDINGS CORP | 67,000 | $663 | 0.0% | $9.91 | — | COM | 25278L204 |
| — | GIGCAPITAL4 INC | 67,000 | $661 | 0.0% | $9.87 | — | COM | 37518G101 |
| — | RH | 176,000 | $604 | 0.0% | $2.23 | — | CONV | 74967XAA1 |
| MUFG | MITSUBISHI UFJ FINANCIAL GROUP | 100,700 | $597 | 0.0% | $5.42 | — | COM | 606822104 |
| — | FIGURE ACQUISITION CORP I | 54,600 | $525 | 0.0% | $10.12 | — | COM | 302438205 |
| — | CENTENNIAL RESOURCE PROD | 386,000 | $505 | 0.0% | $0.96 | — | CONV | 15136AAA0 |
| — | AUSTERLITZ ACQUISITION CORP I | 58,375 | $484 | 0.0% | $9.69 | — | COM | G0633D109 |
| JWSUF | JAWS MUSTANG ACQUISITION CORP | 46,400 | $466 | 0.0% | $10.16 | — | COM | G50737116 |
| — | SIMON PROPERTY GROUP ACQUISITI | 46,500 | $463 | 0.0% | $10.06 | — | COM | 82880R202 |
| — | ATLANTIC AVENUE ACQUISITION CO | 45,000 | $458 | 0.0% | $10.60 | — | COM | 04906P200 |
| — | LAZARD GROWTH ACQUISITION CORP | 46,300 | $457 | 0.0% | $10.00 | — | COM | G54035129 |
| — | COLICITY INC | 45,900 | $455 | 0.0% | $10.10 | — | COM | 194170205 |
| — | AUSTERLITZ ACQUISITION CORP II | 45,300 | $446 | 0.0% | $10.04 | — | COM | G0633U119 |
| BILL | BILL.COM HOLDINGS INC | 1,500 | $400 | 0.0% | $230.72 | 0.0% | COM | 090043100 |
| — | LIBERTY MEDIA ACQUISITION CORP | 39,330 | $396 | 0.0% | $10.10 | — | COM | 53073L104 |
| GLW | CORNING INC | 10,000 | $365 | 0.0% | $35.29 | 0.0% | COM | 219350105 |
| — | SPARTAN ACQUISITION CORP III | 36,600 | $362 | 0.0% | $9.89 | — | COM | 84677R106 |
| — | LIVEPERSON INC | 220,000 | $360 | 0.0% | $1.63 | — | CONV | 538146AB7 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWARE | 2,000 | $308 | 0.0% | $161.97 | 0.0% | COM | 874054109 |
| — | FORTISTAR SUSTAINABLE SOLUTION | 27,000 | $272 | 0.0% | $9.90 | — | COM | 34962M205 |
| GM | GENERAL MOTORS CO | 5,000 | $264 | 0.0% | $51.28 | 0.0% | COM | 37045V100 |
| MIDD | MIDDLEBY CORP/THE | 1,530 | $261 | 0.0% | $170.44 | +6.0% | COM | 596278101 |
| — | ARES ACQUISITION CORP | 23,200 | $230 | 0.0% | $10.00 | — | COM | G33032114 |
| — | 26 CAPITAL ACQUISITION CORP | 23,437 | $228 | 0.0% | $9.72 | — | COM | 90138P100 |
| — | SUSTAINABLE DEVELOPMENT ACQUIS | 18,500 | $187 | 0.0% | $9.95 | — | COM | 86934L202 |
| — | MUSIC ACQUISITION CORP/THE | 18,183 | $183 | 0.0% | $9.97 | — | COM | 62752R209 |
| — | TISHMAN SPEYER INNOVATION CORP | 18,000 | $180 | 0.0% | $10.00 | — | COM | 88825H209 |
| — | DECARBONIZATION PLUS ACQUISITI | 18,200 | $180 | 0.0% | $9.85 | — | COM | 242794105 |
| FCX | FREEPORT-MCMORAN INC | 5,000 | $163 | 0.0% | $36.53 | -9.4% | COM | 35671D857 |
| — | HAYMAKER ACQUISITION CORP III | 16,000 | $158 | 0.0% | $9.94 | — | COM | 42087R207 |
| — | ON SEMICONDUCTOR CORP | 62,000 | $140 | 0.0% | $1.11 | — | CONV | 682189AP0 |
| — | THUNDER BRIDGE CAPITAL PARTNER | 13,876 | $137 | 0.0% | $9.87 | — | COM | 88605T209 |
| ATMR/U | ALTIMAR ACQUISITION CORP II | 12,702 | $126 | 0.0% | $10.21 | — | COM | G03709113 |
| — | BEYOND MEAT INC | 200 | $42 | 0.0% | — | — | Put | 08862E959 |
| DNABW | GINKGO BIOWORKS HOLDINGS INC | 9,240 | $31 | 0.0% | $3.35 | — | COM | 37611X118 |
| — | AMERICAN EAGLE OUTFITTERS INC | 200 | $25 | 0.0% | — | — | Call | 02553E906 |
| — | GIGCAPITAL4 INC | 22,332 | $23 | 0.0% | $1.03 | — | COM | 37518G119 |
| — | 8X8 INC | 16,000 | $22 | 0.0% | $1.15 | — | CONV | 282914AB6 |
| — | ISHARES MSCI EMERGING MARKETS | 2,000 | $19 | 0.0% | — | — | Put | 464287959 |
| — | JETBLUE AIRWAYS CORP | 701 | $18 | 0.0% | — | — | Call | 477143901 |
| — | ALTERYX INC | 15,000 | $14 | 0.0% | $0.96 | — | CONV | 02156BAD5 |
| TWLO | TWILIO INC | 42 | $13 | 0.0% | $347.16 | +4.9% | COM | 90138F102 |
| DOCU | DOCUSIGN INC | 45 | $12 | 0.0% | $226.80 | +27.0% | COM | 256163106 |
| — | HANNON ARMSTRONG SUSTAIN | 6,000 | $12 | 0.0% | $2.00 | — | CONV | 41068XAB6 |
| — | PATRICK INDUSTRIES INC | 10,000 | $11 | 0.0% | $1.12 | — | CONV | 703343AB9 |
| — | LIBERTY MEDIA ACQUISITION -A | 7,866 | $11 | 0.0% | $1.40 | — | COM | 53073L112 |
| — | SPARTAN ACQUISITION III-A | 9,150 | $10 | 0.0% | $1.09 | — | COM | 84677R114 |
| — | 26 CAPITAL ACQUISITION COR-A | 11,718 | $10 | 0.0% | $0.85 | — | COM | 90138P118 |
| — | GREENBRIER COS INC | 10,000 | $10 | 0.0% | $1.01 | — | CONV | 393657AK7 |
| — | BENEFITFOCUS INC | 11,000 | $10 | 0.0% | $0.86 | — | CONV | 08180DAB2 |
| — | LIGAND PHARMACEUTICALS I | 10,000 | $10 | 0.0% | $0.89 | — | CONV | 53220KAF5 |
| — | NEOGENOMICS INC | 5,000 | $7 | 0.0% | $1.60 | — | CONV | 64049MAA8 |
| — | DECARBONIZATION PLUS ACQUI-A | 6,066 | $7 | 0.0% | $1.15 | — | COM | 242794113 |
| — | WIX LTD | 4,000 | $6 | 0.0% | $1.75 | — | CONV | 92940WAB5 |
| — | CLEVELAND-CLIFFS INC | 2,000 | $5 | 0.0% | $2.61 | — | CONV | 185899AA9 |
| — | HELIX ENERGY SOLUTIONS | 5,000 | $5 | 0.0% | $1.16 | — | CONV | 42330PAK3 |
| — | GDS HOLDINGS LIMITED | 4,000 | $5 | 0.0% | $1.75 | — | CONV | 36165LAB4 |
| — | INTERCEPT PHARMAS | 4,000 | $4 | 0.0% | $1.00 | — | CONV | 45845PAA6 |
| — | ENVESTNET INC | 2,000 | $3 | 0.0% | $1.24 | — | CONV | 29404KAB2 |
| — | GUIDEWIRE SOFTWARE INC | 2,000 | $2 | 0.0% | $1.17 | — | CONV | 40171VAA8 |
| — | PENN NATIONAL GAMING INC | 200 | $2 | 0.0% | — | — | Put | 707569959 |
| — | VERINT SYSTEMS INC | 12 | $1 | 0.0% | $47.62 | — | COM | 92343X100 |