CIK: 0001097278 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Feb 14, 2022
Total Value ($000): $5,948,804 (22.3% shares, 77.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BANK OF AMERICA CORP | 137,053 | $199,127 | 3.3% | $1452.92 | — | CONV PFD | 060505682 |
| — | SOUTHWEST AIRLINES CO | 119,351,000 | $159,536 | 2.7% | $1.23 | — | CONV | 844741BG2 |
| — | BOOKING HOLDINGS INC | 104,084,000 | $152,863 | 2.6% | $1.43 | — | CONV | 09857LAN8 |
| — | PIONEER NATURAL RESOURCE | 75,778,000 | $135,482 | 2.3% | $1.60 | — | CONV | 723787AP2 |
| — | DISH NETWORK CORP | 133,456,000 | $125,316 | 2.1% | $0.97 | — | CONV | 25470MAB5 |
| — | WELLS FARGO & COMPANY | 75,503 | $113,118 | 1.9% | $1498.19 | — | CONV PFD | 949746804 |
| — | EURONET WORLDWIDE INC | 97,385,000 | $106,073 | 1.8% | $0.94 | — | CONV | 298736AL3 |
| — | KKR & CO INC | 1,057,854 | $98,534 | 1.7% | $93.15 | — | CONV PFD | 48251W401 |
| — | AKAMAI TECHNOLOGIES INC | 77,390,000 | $91,035 | 1.5% | $1.14 | — | CONV | 00971TAL5 |
| — | JAZZ INVESTMENTS I LTD | 78,189,000 | $88,549 | 1.5% | $1.22 | — | CONV | 472145AF8 |
| — | PALO ALTO NETWORKS | 45,517,000 | $86,456 | 1.5% | $1.36 | — | CONV | 697435AF2 |
| — | RINGCENTRAL INC | 91,253,000 | $86,151 | 1.4% | $1.09 | — | CONV | 76680RAF4 |
| — | UBER TECHNOLOGIES INC | 85,904,000 | $84,539 | 1.4% | $0.98 | — | CONV | 90353TAJ9 |
| — | BLOCK INC | 75,659,000 | $80,462 | 1.4% | $1.06 | — | CONV | 852234AK9 |
| — | STANLEY BLACK & DECKER I | 734,191 | $80,276 | 1.3% | $95.51 | — | CONV PFD | 854502846 |
| — | PEBBLEBROOK HOTEL TRUST | 71,094,000 | $78,479 | 1.3% | $1.09 | — | CONV | 70509VAA8 |
| — | ZYNGA INC | 71,669,000 | $77,414 | 1.3% | $1.20 | — | CONV | 98986TAB4 |
| — | BROADCOM INC | 35,797 | $74,249 | 1.2% | $2074.17 | — | CONV PFD | 11135F200 |
| — | SPLUNK INC | 65,964,000 | $72,819 | 1.2% | $1.18 | — | CONV | 848637AD6 |
| — | SPLUNK INC | 64,825,000 | $69,476 | 1.2% | $1.17 | — | CONV | 848637AC8 |
| — | EXACT SCIENCES CORP | 68,974,000 | $66,927 | 1.1% | $1.03 | — | CONV | 30063PAC9 |
| — | AMERICAN ELECTRIC POWER | 1,272,139 | $66,647 | 1.1% | $50.11 | — | CONV PFD | 02557T307 |
| — | SPIRIT AIRLINES INC | 76,377,000 | $66,192 | 1.1% | $0.95 | — | CONV | 848577AB8 |
| — | ANTHEM INC | 9,804,000 | $64,331 | 1.1% | $2.38 | — | CONV | 94973VBG1 |
| — | NEXTERA ENERGY INC | 1,111,664 | $64,184 | 1.1% | $48.92 | — | CONV PFD | 65339F739 |
| — | WORKDAY INC | 34,067,000 | $63,510 | 1.1% | $1.39 | — | CONV | 98138HAF8 |
| — | NISOURCE INC | 565,500 | $63,417 | 1.1% | $104.19 | — | CONV PFD | 65473P121 |
| — | WAYFAIR INC | 68,035,000 | $62,121 | 1.0% | $1.00 | — | CONV | 94419LAM3 |
| — | COUPA SOFTWARE INC | 65,148,000 | $61,684 | 1.0% | $1.02 | — | CONV | 22266LAF3 |
| — | INVESCO QQQ TRUST SERIES 1 | 152,500 | $60,672 | 1.0% | — | — | Call | 46090E903 |
| — | HERBALIFE LTD | 56,727,000 | $56,740 | 1.0% | $0.96 | — | CONV | 42703MAD5 |
| — | LIVEPERSON INC | 66,151,000 | $55,891 | 0.9% | $0.84 | — | CONV | 538146AD3 |
| — | RINGCENTRAL INC | 62,449,000 | $55,826 | 0.9% | $0.94 | — | CONV | 76680RAH0 |
| — | ROYAL CARIBBEAN CRUISES | 46,506,000 | $55,040 | 0.9% | $1.18 | — | CONV | 780153BF8 |
| — | LIBERTY MEDIA CORP | 35,112,000 | $52,969 | 0.9% | $1.05 | — | CONV | 531229AB8 |
| — | ILLUMINA INC | 45,180,000 | $51,872 | 0.9% | $1.10 | — | CONV | 452327AK5 |
| — | CHEESECAKE FACTORY (THE) | 57,142,000 | $51,088 | 0.9% | $0.95 | — | CONV | 163072AA9 |
| — | NRG ENERGY INC | 42,247,000 | $50,098 | 0.8% | $1.12 | — | CONV | 629377CG5 |
| — | REDFIN CORP | 55,538,000 | $49,935 | 0.8% | $0.90 | — | CONV | 75737FAC2 |
| — | SPLUNK INC | 52,836,000 | $49,523 | 0.8% | $0.98 | — | CONV | 848637AF1 |
| — | VISHAY INTERTECHNOLOGY | 44,547,000 | $46,630 | 0.8% | $0.95 | — | CONV | 928298AP3 |
| — | DANAHER CORP | 26,406 | $46,246 | 0.8% | $1751.34 | — | CONV PFD | 235851409 |
| — | SUMMIT HOTEL PROPERTIES | 44,000,000 | $45,701 | 0.8% | $1.10 | — | CONV | 866082AA8 |
| — | BIOMARIN PHARMACEUTICAL | 43,505,000 | $45,390 | 0.8% | $1.01 | — | CONV | 09061GAK7 |
| — | WESTERN DIGITAL CORP | 43,825,000 | $44,429 | 0.7% | $0.98 | — | CONV | 958102AP0 |
| — | BIOMARIN PHARMACEUTICAL | 42,088,000 | $44,271 | 0.7% | $1.04 | — | CONV | 09061GAH4 |
| — | ARES CAPITAL CORP | 38,806,000 | $44,017 | 0.7% | $1.00 | — | CONV | 04010LAW3 |
| — | ARES CAPITAL CORP | 37,686,000 | $42,012 | 0.7% | $1.03 | — | CONV | 04010LAT0 |
| — | MICROCHIP TECHNOLOGY INC | 33,292,000 | $41,684 | 0.7% | $1.16 | — | CONV | 595017AU8 |
| — | NUVASIVE INC | 43,160,000 | $41,267 | 0.7% | $1.02 | — | CONV | 670704AJ4 |
| — | ZSCALER INC. | 18,730,000 | $40,889 | 0.7% | $1.73 | — | CONV | 98980GAB8 |
| — | CYBERARK SOFTWARE LTD | 31,906,000 | $40,453 | 0.7% | $1.21 | — | CONV | 23248VAB1 |
| — | MERITOR INC | 36,903,000 | $40,274 | 0.7% | $1.02 | — | CONV | 59001KAF7 |
| — | Q2 HOLDINGS INC | 42,312,000 | $38,839 | 0.7% | $0.92 | — | CONV | 74736LAF6 |
| — | BOSTON SCIENTIFIC CORP | 338,877 | $38,790 | 0.7% | $114.47 | — | CONV PFD | 101137206 |
| — | TWITTER INC | 35,429,000 | $38,738 | 0.7% | $1.00 | — | CONV | 90184LAF9 |
| — | MIDDLEBY CORP | 23,373,000 | $37,453 | 0.6% | $1.43 | — | CONV | 596278AB7 |
| — | OKTA INC | 31,200,000 | $37,195 | 0.6% | $1.23 | — | CONV | 679295AF2 |
| — | STARWOOD PROPERTY TRUST | 35,284,000 | $36,536 | 0.6% | $1.01 | — | CONV | 85571BAH8 |
| — | NEXTERA ENERGY INC | 629,769 | $36,166 | 0.6% | $43.91 | — | CONV PFD | 65339F770 |
| — | BLACKSTONE MORTGAGE TR | 34,553,000 | $35,407 | 0.6% | $1.01 | — | CONV | 09257WAC4 |
| — | AIR TRANSPORT SERVICES G | 30,093,000 | $34,231 | 0.6% | $1.02 | — | CONV | 00922RAB1 |
| — | CSG SYSTEMS INTERNATIONA | 31,704,000 | $33,635 | 0.6% | $1.04 | — | CONV | 126349AF6 |
| — | SEA LTD | 35,267,000 | $32,453 | 0.5% | $1.01 | — | CONV | 81141RAG5 |
| — | INTERDIGITAL INC | 29,109,000 | $32,005 | 0.5% | $1.04 | — | CONV | 45867GAB7 |
| — | INNOVIVA INC | 29,135,000 | $31,819 | 0.5% | $1.02 | — | CONV | 88338TAB0 |
| — | LUMENTUM HOLDINGS INC | 25,485,000 | $31,800 | 0.5% | $1.20 | — | CONV | 55024UAD1 |
| — | DOMINION ENERGY INC | 309,763 | $31,144 | 0.5% | $101.79 | — | CONV PFD | 25746U133 |
| — | ALTERYX INC | 33,993,000 | $30,365 | 0.5% | $0.96 | — | CONV | 02156BAF0 |
| — | BLOCK INC | 29,097,000 | $30,043 | 0.5% | $1.03 | — | CONV | 852234AJ2 |
| — | MANDIANT INC | 28,782,000 | $30,004 | 0.5% | $1.03 | — | CONV | 31816QAF8 |
| — | OSI SYSTEMS INC | 28,545,000 | $29,348 | 0.5% | $0.95 | — | CONV | 671044AD7 |
| — | DEXCOM INC | 24,086,000 | $28,580 | 0.5% | $1.05 | — | CONV | 252131AK3 |
| — | PRA GROUP INC | 24,184,000 | $28,449 | 0.5% | $1.06 | — | CONV | 69354NAB2 |
| — | TELADOC HEALTH INC | 29,592,000 | $27,067 | 0.5% | $1.12 | — | CONV | 87918AAF2 |
| — | ZYNGA INC | 29,185,000 | $26,940 | 0.5% | $0.92 | — | CONV | 98986TAD0 |
| — | REDWOOD TRUST INC | 26,022,000 | $26,732 | 0.4% | $1.01 | — | CONV | 758075AC9 |
| — | ROYAL CARIBBEAN CRUISES | 20,683,000 | $26,414 | 0.4% | $1.41 | — | CONV | 780153BB7 |
| — | EXACT SCIENCES CORP | 25,170,000 | $25,768 | 0.4% | $1.17 | — | CONV | 30063PAB1 |
| — | WOLFSPEED INC | 10,400,000 | $25,497 | 0.4% | $2.17 | — | CONV | 225447AD3 |
| — | CHEGG INC | 30,468,000 | $25,313 | 0.4% | $0.93 | — | CONV | 163092AF6 |
| — | VIAVI SOLUTIONS INC | 17,470,000 | $24,599 | 0.4% | $1.16 | — | CONV | 925550AB1 |
| — | SOUTHERN CO | 432,913 | $23,270 | 0.4% | $53.48 | — | CONV PFD | 842587602 |
| — | NEW MOUNTAIN FINANCE COR | 21,775,000 | $23,130 | 0.4% | $1.04 | — | CONV | 647551AC4 |
| — | ZENDESK INC | 19,019,000 | $22,750 | 0.4% | $1.40 | — | CONV | 98936JAD3 |
| — | DTE ENERGY CO | 437,333 | $22,484 | 0.4% | $50.38 | — | CONV PFD | 233331842 |
| — | PENN NATIONAL GAMING INC | 9,416,000 | $22,361 | 0.4% | $3.15 | — | CONV | 707569AU3 |
| — | LENDINGTREE INC | 26,053,000 | $21,702 | 0.4% | $0.86 | — | CONV | 52603BAD9 |
| — | GUARDANT HEALTH INC | 21,351,000 | $21,693 | 0.4% | $1.02 | — | CONV | 40131MAB5 |
| — | LCI INDUSTRIES | 19,672,000 | $21,687 | 0.4% | $1.10 | — | CONV | 501812AB7 |
| — | Q2 HOLDINGS INC | 19,138,000 | $21,520 | 0.4% | $1.25 | — | CONV | 74736LAD1 |
| — | NEW RELIC INC | 17,814,000 | $21,302 | 0.4% | $0.99 | — | CONV | 64829BAB6 |
| — | ELANCO ANIMAL HEALTH INC | 462,428 | $20,584 | 0.3% | $46.69 | — | CONV PFD | 28414H202 |
| — | FIVE9 INC | 16,401,000 | $20,159 | 0.3% | $1.35 | — | CONV | 338307AD3 |
| — | TERADYNE INC | 3,877,000 | $20,051 | 0.3% | $1.98 | — | CONV | 880770AG7 |
| — | EVERBRIDGE INC | 19,900,000 | $19,448 | 0.3% | $0.98 | — | CONV | 29978AAC8 |
| — | INSMED INC | 18,455,000 | $18,905 | 0.3% | $0.88 | — | CONV | 457669AA7 |
| — | INSULET CORPORATION | 13,880,000 | $18,455 | 0.3% | $1.33 | — | CONV | 45784PAK7 |
| — | NEOGENOMICS INC | 21,497,000 | $18,430 | 0.3% | $0.97 | — | CONV | 64049MAB6 |
| — | RBC BEARINGS INC | 171,915 | $18,230 | 0.3% | $110.14 | — | CONV PFD | 75524B203 |
| — | CINEMARK HOLDINGS INC | 12,679,000 | $18,150 | 0.3% | $1.51 | — | CONV | 17243VAB8 |
| — | APTIV PLC | 97,874 | $18,004 | 0.3% | $183.95 | — | CONV PFD | EP0589507 |
| — | BLOCK INC | 11,964,000 | $17,790 | 0.3% | $2.06 | — | CONV | 852234AF0 |
| — | THE REALREAL INC | 16,458,000 | $17,118 | 0.3% | $1.21 | — | CONV | 88339PAB7 |
| — | PARSONS CORP | 16,992,000 | $16,944 | 0.3% | $1.00 | — | CONV | 70202LAB8 |
| — | DISH NETWORK CORP | 16,767,000 | $16,712 | 0.3% | $1.00 | — | CONV | 25470MAF6 |
| — | SNAP INC | 7,400,000 | $16,486 | 0.3% | $3.15 | — | CONV | 83304AAD8 |
| — | MONGODB INC | 6,273,000 | $16,030 | 0.3% | $1.44 | — | CONV | 60937PAD8 |
| — | ZILLOW GROUP INC | 9,940,000 | $15,483 | 0.3% | $2.48 | — | CONV | 98954MAE1 |
| — | AES CORP/THE | 161,342 | $15,474 | 0.3% | $103.70 | — | CONV PFD | 00130H204 |
| — | INTEGRA LIFESCIENCES HLD | 14,078,000 | $15,381 | 0.3% | $1.12 | — | CONV | 457985AM1 |
| — | LYFT INC | 11,010,000 | $14,683 | 0.2% | $1.64 | — | CONV | 55087PAB0 |
| — | ALLEGHENY TECHNOLOGIES | 11,060,000 | $14,385 | 0.2% | $1.35 | — | CONV | 01741RAK8 |
| — | AVANTOR INC | 109,765 | $14,163 | 0.2% | $129.03 | — | CONV PFD | 05352A209 |
| — | PEGASYSTEMS INC | 13,356,000 | $14,151 | 0.2% | $1.10 | — | CONV | 705573AB9 |
| — | CLARIVATE PLC | 149,744 | $13,582 | 0.2% | $90.70 | — | CONV PFD | EP0598771 |
| — | OKTA INC | 9,990,000 | $13,564 | 0.2% | $1.33 | — | CONV | 679295AD7 |
| — | BECTON DICKINSON AND CO | 252,222 | $13,208 | 0.2% | $52.37 | — | CONV PFD | 075887406 |
| — | NCL CORPORATION LTD | 8,994,000 | $12,806 | 0.2% | $1.71 | — | CONV | 62886HAX9 |
| — | EVOLENT HEALTH INC | 11,351,000 | $12,427 | 0.2% | $0.88 | — | CONV | 30050BAD3 |
| — | TRAVERE THERAPEUTICS INC | 11,261,000 | $12,284 | 0.2% | $0.93 | — | CONV | 761299AB2 |
| — | LIVONGO HEALTH | 10,616,000 | $12,117 | 0.2% | $1.56 | — | CONV | 539183AA1 |
| — | MARRIOTT VACATION WORLDW | 9,840,000 | $12,017 | 0.2% | $0.95 | — | CONV | 57164YAB3 |
| — | VIAVI SOLUTIONS INC | 8,500,000 | $11,413 | 0.2% | $1.27 | — | CONV | 925550AE5 |
| — | AMERICAN EAGLE OUTFITTER | 3,736,000 | $11,311 | 0.2% | $3.07 | — | CONV | 02553EAB2 |
| — | PROS HOLDINGS INC | 11,818,000 | $11,178 | 0.2% | $1.05 | — | CONV | 74346YAH6 |
| — | SNAP INC | 5,143,000 | $11,149 | 0.2% | $1.44 | — | CONV | 83304AAB2 |
| — | CHEFS' WAREHOUSE THE | 10,346,000 | $11,116 | 0.2% | $1.02 | — | CONV | 163086AB7 |
| — | VIACOMCBS INC | 222,963 | $11,082 | 0.2% | $49.70 | — | CONV PFD | 92556H305 |
| — | ALTAIR ENGINEERING INC | 6,500,000 | $11,066 | 0.2% | $1.07 | — | CONV | 021369AA1 |
| — | SABRE GLBL INC | 7,910,000 | $10,947 | 0.2% | $1.73 | — | CONV | 78573NAE2 |
| — | IONIS PHARMACEUTICALS IN | 11,785,000 | $10,615 | 0.2% | $1.03 | — | CONV | 462222AB6 |
| — | OMNICELL INC | 5,568,000 | $10,527 | 0.2% | $1.60 | — | CONV | 68213NAD1 |
| — | NY COMMUNITY CAP TRUST V | 198,323 | $10,462 | 0.2% | $44.28 | — | CONV PFD | 64944P307 |
| — | PURE STORAGE INC | 7,756,000 | $10,383 | 0.2% | $1.01 | — | CONV | 74624MAB8 |
| — | SAREPTA THERAPEUTICS INC | 6,858,000 | $10,032 | 0.2% | $1.55 | — | CONV | 803607AB6 |
| — | FORTIVE CORPORATION | 10,012,000 | $10,024 | 0.2% | $0.93 | — | CONV | 34959JAK4 |
| — | KAMAN CORP | 9,388,000 | $10,010 | 0.2% | $1.11 | — | CONV | 483548AF0 |
| — | SOLAR EDGE TECHNOLOGIES | 7,853,000 | $9,995 | 0.2% | $1.24 | — | CONV | 83417MAD6 |
| — | PG&E CORP | 84,719 | $9,816 | 0.2% | $96.08 | — | CONV PFD | 69331C140 |
| — | INSMED INC | 8,871,000 | $9,689 | 0.2% | $1.11 | — | CONV | 457669AB5 |
| — | KBR INC | 4,793,000 | $9,106 | 0.2% | $1.12 | — | CONV | 48242WAB2 |
| — | COUPA SOFTWARE INC | 7,175,000 | $8,798 | 0.1% | $1.51 | — | CONV | 22266LAC0 |
| — | REDWOOD TRUST INC | 8,592,000 | $8,756 | 0.1% | $1.01 | — | CONV | 758075AD7 |
| — | TESLA INC | 480,000 | $8,174 | 0.1% | $0.98 | — | CONV | 88160RAG6 |
| — | ZILLOW GROUP INC | 6,266,000 | $8,058 | 0.1% | $1.58 | — | CONV | 98954MAH4 |
| — | NATIONAL VISION HOLDINGS | 4,730,000 | $7,956 | 0.1% | $1.77 | — | CONV | 63845RAB3 |
| — | IH MERGER SUB LLC | 3,750,000 | $7,459 | 0.1% | $1.74 | — | CONV | 19625XAB8 |
| — | AERIE PHARMACEUTICALS | 8,869,000 | $7,437 | 0.1% | $1.02 | — | CONV | 00771VAB4 |
| — | BLOOM ENERGY CORP | 4,601,000 | $7,159 | 0.1% | $1.56 | — | CONV | 093712AH0 |
| — | NICE LTD | 5,694,000 | $6,928 | 0.1% | $1.17 | — | CONV | 653656AB4 |
| — | NUTANIX INC | 6,632,000 | $6,732 | 0.1% | $0.97 | — | CONV | 67059NAB4 |
| — | 1LIFE HEALTHCARE INC | 7,283,000 | $6,648 | 0.1% | $0.91 | — | CONV | 68269GAB3 |
| COP | CONOCOPHILLIPS | 90,000 | $6,496 | 0.1% | $42.04 | +49.0% | COM | 20825C104 |
| — | NEXTERA ENERGY INC | 90,896 | $6,179 | 0.1% | $50.29 | — | CONV PFD | 65339F796 |
| — | APOLLO CMMRL REAL EST FI | 5,509,000 | $5,605 | 0.1% | $1.02 | — | CONV | 03762UAC9 |
| — | COLFAX CORP | 30,000 | $5,558 | 0.1% | $154.36 | — | CONV PFD | 194014205 |
| ABBV | ABBVIE INC | 40,000 | $5,416 | 0.1% | $90.99 | +11.8% | COM | 00287Y109 |
| — | EQT CORP | 3,208,000 | $5,360 | 0.1% | $1.67 | — | CONV | 26884LAK5 |
| — | AVAYA HOLDINGS CORP | 5,037,000 | $5,341 | 0.1% | $1.05 | — | CONV | 05351XAB7 |
| — | SHOPIFY INC | 4,264,000 | $5,310 | 0.1% | $1.21 | — | CONV | 82509LAA5 |
| — | HUBSPOT INC | 2,216,000 | $5,283 | 0.1% | $2.38 | — | CONV | 443573AD2 |
| — | RH | 1,977,000 | $5,002 | 0.1% | $2.82 | — | CONV | 74967XAD5 |
| — | BLOCK INC | 30,500 | $4,926 | 0.1% | — | — | Call | 852234903 |
| — | CHANGE HEALTHCARE INC | 70,000 | $4,913 | 0.1% | $49.27 | — | CONV PFD | 15912K209 |
| — | WAYFAIR INC | 3,236,000 | $4,867 | 0.1% | $1.85 | — | CONV | 94419LAF8 |
| — | LIVEPERSON INC | 4,127,000 | $4,814 | 0.1% | $1.19 | — | CONV | 538146AB7 |
| — | 8X8 INC | 4,780,000 | $4,779 | 0.1% | $1.00 | — | CONV | 282914AB6 |
| CZR | CAESARS ENTERTAINMENT INC | 50,000 | $4,677 | 0.1% | $92.91 | +9.1% | COM | 12769G100 |
| BRSL | INTERNATIONAL GAME TECHNOLOGY | 150,000 | $4,337 | 0.1% | $15.85 | +26.8% | COM | G4863A108 |
| AA | ALCOA CORP | 70,000 | $4,171 | 0.1% | $24.17 | +98.3% | COM | 013872106 |
| MAR | MARRIOTT INTERNATIONAL INC/MD | 25,000 | $4,131 | 0.1% | $132.90 | +14.2% | COM | 571903202 |
| — | MICROCHIP TECHNOLOGY INC | 1,549,000 | $3,835 | 0.1% | $1.16 | — | CONV | 595017AF1 |
| GM | GENERAL MOTORS CO | 65,000 | $3,811 | 0.1% | $55.97 | +0.7% | COM | 37045V100 |
| VLO | VALERO ENERGY CORP | 50,000 | $3,756 | 0.1% | $45.82 | +42.1% | COM | 91913Y100 |
| GLPI | GAMING AND LEISURE PROPERTIES | 76,735 | $3,734 | 0.1% | $36.92 | — | COM | 36467J108 |
| LYB | LYONDELLBASELL INDUSTRIES NV | 40,000 | $3,689 | 0.1% | $71.54 | -4.5% | COM | N53745100 |
| CSCO | CISCO SYSTEMS INC/DELAWARE | 55,000 | $3,485 | 0.1% | $50.47 | 0.0% | COM | 17275R102 |
| AMGN | AMGEN INC | 15,000 | $3,375 | 0.1% | $185.15 | 0.0% | COM | 031162100 |
| — | HANESBRANDS INC | 200,000 | $3,344 | 0.1% | $15.65 | — | COM | 410345102 |
| AMZN | AMAZON.COM INC | 1,000 | $3,334 | 0.1% | $172.49 | -0.8% | COM | 023135106 |
| FITB | FIFTH THIRD BANCORP | 75,000 | $3,266 | 0.1% | $20.77 | +78.8% | COM | 316773100 |
| HUM | HUMANA INC | 7,000 | $3,247 | 0.1% | $393.20 | +8.0% | COM | 444859102 |
| CBRL | CRACKER BARREL OLD COUNTRY STO | 25,000 | $3,216 | 0.1% | $111.02 | 0.0% | COM | 22410J106 |
| SPG | SIMON PROPERTY GROUP INC | 20,000 | $3,195 | 0.1% | $121.27 | 0.0% | COM | 828806109 |
| HON | HONEYWELL INTERNATIONAL INC | 15,000 | $3,128 | 0.1% | $179.46 | +3.1% | COM | 438516106 |
| — | SHOULDERUP TECHNOLOGY ACQUISIT | 300,000 | $3,030 | 0.1% | $10.10 | — | COM | 82537G203 |
| UNP | UNION PACIFIC CORP | 12,000 | $3,023 | 0.1% | $161.52 | +33.1% | COM | 907818108 |
| PNC | PNC FINANCIAL SERVICES GROUP I | 15,000 | $3,008 | 0.1% | $88.70 | +96.5% | COM | 693475105 |
| — | INVESCO SOLAR ETF | 39,000 | $3,002 | 0.1% | — | — | Call | 46138G906 |
| — | DISCOVERY INC | 125,000 | $2,943 | 0.0% | $23.54 | — | COM | 25470F104 |
| KEY | KEYCORP | 125,000 | $2,891 | 0.0% | $16.22 | +15.8% | COM | 493267108 |
| — | DEXCOM INC | 874,000 | $2,855 | 0.0% | $2.20 | — | CONV | 252131AH0 |
| — | DISH NETWORK CORP | 2,949,000 | $2,829 | 0.0% | $0.90 | — | CONV | 25470MAD1 |
| VTR | VENTAS INC | 55,000 | $2,812 | 0.0% | $44.38 | +1.7% | COM | 92276F100 |
| LLY | ELI LILLY & CO | 10,000 | $2,762 | 0.0% | $243.85 | 0.0% | COM | 532457108 |
| — | LIVE NATION ENTERTAINMEN | 2,000,000 | $2,649 | 0.0% | $1.11 | — | CONV | 538034AU3 |
| — | COPA HOLDINGS SA | 1,500,000 | $2,636 | 0.0% | $1.74 | — | CONV | 21720AAB8 |
| — | CNX RESOURCES CORP | 2,000,000 | $2,626 | 0.0% | $1.30 | — | CONV | 12653CAG3 |
| — | EXACT SCIENCES CORP | 2,000,000 | $2,579 | 0.0% | $1.29 | — | CONV | 30063PAA3 |
| — | SPDR S&P HOMEBUILDERS ETF | 30,000 | $2,573 | 0.0% | — | — | Put | 78464A958 |
| ABNB | AIRBNB INC | 15,000 | $2,497 | 0.0% | $152.75 | +15.3% | COM | 009066101 |
| — | AMERICAN EAGLE OUTFITTERS INC | 90,000 | $2,278 | 0.0% | — | — | Call | 02553E906 |
| BMY | BRISTOL-MYERS SQUIBB CO | 35,000 | $2,182 | 0.0% | $49.23 | 0.0% | COM | 110122108 |
| AMD | ADVANCED MICRO DEVICES INC | 15,000 | $2,159 | 0.0% | $85.57 | +57.1% | COM | 007903107 |
| — | ESSENTIAL UTILITIES INC | 32,155 | $2,096 | 0.0% | $58.89 | — | CONV PFD | 29670G201 |
| — | SOFI TECHNOLOGIES INC | 132,500 | $2,095 | 0.0% | — | — | Call | 83406F902 |
| — | CENTENNIAL RESOURCE PROD | 1,636,000 | $2,049 | 0.0% | $1.18 | — | CONV | 15136AAA0 |
| — | DATADOG INC | 1,000,000 | $2,012 | 0.0% | $1.34 | — | CONV | 23804LAB9 |
| — | EJF ACQUISITION CORP | 175,000 | $1,738 | 0.0% | $9.93 | — | COM | G2955B109 |
| CLF | CLEVELAND-CLIFFS INC | 75,000 | $1,633 | 0.0% | $21.54 | 0.0% | COM | 185899101 |
| — | PAR TECHNOLOGY CORP | 1,620,000 | $1,627 | 0.0% | $1.08 | — | CONV | 698884AE3 |
| — | LUMENTUM HOLDINGS INC | 879,000 | $1,561 | 0.0% | $1.42 | — | CONV | 55024UAB5 |
| — | CONCORD ACQUISITION CORP III | 150,000 | $1,529 | 0.0% | $10.19 | — | COM | 20607V205 |
| — | JETBLUE AIRWAYS CORP | 100,000 | $1,424 | 0.0% | — | — | Call | 477143901 |
| — | BRISTOL-MYERS SQUIBB CO | 865,000 | $1,380 | 0.0% | $1.36 | — | CONV | 110122AN8 |
| — | SUNRUN INC | 40,000 | $1,372 | 0.0% | — | — | Put | 86771W955 |
| — | FTI CONSULTING INC | 868,000 | $1,344 | 0.0% | $1.26 | — | CONV | 302941AP4 |
| — | II-VI INC | 800,000 | $1,182 | 0.0% | $1.20 | — | CONV | 902104AB4 |
| — | ADVENT CONVERTIBLE AND INCOME | 59,048 | $1,090 | 0.0% | $15.04 | — | COM | 00764C109 |
| — | PIONEER MERGER CORP | 100,000 | $987 | 0.0% | $9.87 | — | COM | G7S24C103 |
| — | FTAC HERA ACQUISITION CORP | 93,600 | $940 | 0.0% | $9.99 | — | COM | G3728Y129 |
| — | LIVE NATION ENTERTAINMEN | 515,000 | $934 | 0.0% | $1.10 | — | CONV | 538034AQ2 |
| — | COMPUTE HEALTH ACQUISITION COR | 88,900 | $884 | 0.0% | $10.09 | — | COM | 204833206 |
| BNAI | DHC ACQUISITION CORP | 89,000 | $866 | 0.0% | $96.96 | +0.6% | COM | G2758T109 |
| — | SOLAREDGE TECHNOLOGIES INC | 3,000 | $842 | 0.0% | — | — | Call | 83417M904 |
| — | SABRE CORP | 7,015 | $805 | 0.0% | $114.75 | — | CONV PFD | 78573M203 |
| — | M3-BRIGADE ACQUISITION II CORP | 75,000 | $743 | 0.0% | $9.91 | — | COM | 553800103 |
| — | RMG ACQUISITION CORP III | 68,200 | $679 | 0.0% | $9.95 | — | COM | G76088114 |
| — | DIAMONDHEAD HOLDINGS CORP | 67,000 | $661 | 0.0% | $9.91 | — | COM | 25278L204 |
| — | NORWEGIAN CRUISE LINE HOLDINGS | 30,500 | $633 | 0.0% | — | — | Put | G66721954 |
| — | FIGURE ACQUISITION CORP I | 54,600 | $549 | 0.0% | $10.12 | — | COM | 302438205 |
| — | RH | 194,000 | $535 | 0.0% | $2.28 | — | CONV | 74967XAA1 |
| — | FOCUS IMPACT ACQUISITION CORP | 50,000 | $503 | 0.0% | $10.06 | — | COM | 34417L208 |
| — | SVF INVESTMENT CORP 3 | 50,000 | $500 | 0.0% | $10.00 | — | COM | G8601N108 |
| JWSUF | JAWS MUSTANG ACQUISITION CORP | 46,400 | $465 | 0.0% | $10.16 | — | COM | G50737116 |
| — | SIMON PROPERTY GROUP ACQUISITI | 46,500 | $460 | 0.0% | $10.06 | — | COM | 82880R202 |
| TDOC | TELADOC HEALTH INC | 5,000 | $459 | 0.0% | $119.52 | 0.0% | COM | 87918A105 |
| — | LAZARD GROWTH ACQUISITION CORP | 46,300 | $458 | 0.0% | $10.00 | — | COM | G54035129 |
| — | COLICITY INC | 45,900 | $456 | 0.0% | $10.10 | — | COM | 194170205 |
| — | AUSTERLITZ ACQUISITION CORP I | 46,700 | $453 | 0.0% | $9.69 | — | COM | G0633D109 |
| — | AUSTERLITZ ACQUISITION CORP II | 45,300 | $453 | 0.0% | $10.04 | — | COM | G0633U119 |
| SLDP | SOLID POWER INC | 50,000 | $437 | 0.0% | $11.06 | 0.0% | COM | 83422N105 |
| — | LIBERTY MEDIA ACQUISITION CORP | 39,330 | $404 | 0.0% | $10.10 | — | COM | 53073L104 |
| — | BLOCKCHAIN COINVESTORS ACQUISI | 40,000 | $404 | 0.0% | $10.10 | — | COM | G11765123 |
| — | LITHIUM AMERICAS CORP | 13,600 | $396 | 0.0% | $29.12 | — | COM | 53680Q207 |
| — | SPARTAN ACQUISITION CORP III | 36,600 | $361 | 0.0% | $9.89 | — | COM | 84677R106 |
| — | SOLID POWER INC | 40,000 | $350 | 0.0% | — | — | Put | 83422N955 |
| — | ETSY INC | 230,000 | $309 | 0.0% | $1.34 | — | CONV | 29786AAL0 |
| — | VMG CONSUMER ACQUISITION CORP | 30,000 | $304 | 0.0% | $10.13 | — | COM | 91842V201 |
| — | UTA ACQUISITION CORP | 30,000 | $303 | 0.0% | $10.10 | — | COM | G9473A125 |
| MIDD | MIDDLEBY CORP/THE | 1,530 | $301 | 0.0% | $170.44 | +7.0% | COM | 596278101 |
| — | FORTISTAR SUSTAINABLE SOLUTION | 27,000 | $270 | 0.0% | $9.90 | — | COM | 34962M205 |
| — | LENDINGTREE INC | 264,000 | $262 | 0.0% | $1.23 | — | CONV | 52603BAA5 |
| — | SEMPER PARATUS ACQUISITION COR | 25,000 | $252 | 0.0% | $10.08 | — | COM | G8028L123 |
| — | 26 CAPITAL ACQUISITION CORP | 23,437 | $231 | 0.0% | $9.72 | — | COM | 90138P100 |
| — | VERTEX ENERGY INC | 50,000 | $227 | 0.0% | — | — | Call | 92534K907 |
| — | ARES ACQUISITION CORP | 23,200 | $226 | 0.0% | $9.74 | — | COM | G33032106 |
| — | HALOZYME THERAPEUTICS IN | 115,000 | $203 | 0.0% | $1.77 | — | CONV | 40637HAB5 |
| — | GREEN PLAINS INC | 150,000 | $199 | 0.0% | $1.12 | — | CONV | 393222AK0 |
| — | SUSTAINABLE DEVELOPMENT ACQUIS | 18,500 | $185 | 0.0% | $9.95 | — | COM | 86934L202 |
| — | MUSIC ACQUISITION CORP/THE | 18,183 | $181 | 0.0% | $9.97 | — | COM | 62752R209 |
| — | BLACKLINE INC | 120,000 | $181 | 0.0% | $1.51 | — | CONV | 09239BAB5 |
| — | TISHMAN SPEYER INNOVATION CORP | 18,000 | $177 | 0.0% | $10.00 | — | COM | 88825H209 |
| — | HAYMAKER ACQUISITION CORP III | 16,000 | $158 | 0.0% | $9.94 | — | COM | 42087R207 |
| — | THUNDER BRIDGE CAPITAL PARTNER | 13,876 | $138 | 0.0% | $9.87 | — | COM | 88605T209 |
| — | DP CAP ACQUISITION CORP I | 10,000 | $101 | 0.0% | $10.10 | — | COM | G2R05B118 |
| — | AMYRIS INC | 18,400 | $100 | 0.0% | $5.43 | — | COM | 03236M200 |
| — | EJF ACQUISITION CORP-A | 75,000 | $97 | 0.0% | $1.29 | — | COM | G2955B125 |
| — | VONAGE HOLDINGS CORP | 48,000 | $64 | 0.0% | $0.93 | — | CONV | 92886TAJ1 |
| — | TABULA RASA HLTHCR INC | 74,000 | $62 | 0.0% | $1.01 | — | CONV | 873379AA9 |
| BBAI/WS | BIGBEAR.AI HOLDINGS INC | 47,332 | $38 | 0.0% | $0.80 | — | COM | 08975B117 |
| — | CHENIERE ENERGY INC | 45,000 | $38 | 0.0% | $0.75 | — | CONV | 16411RAG4 |
| — | WIX LTD | 39,000 | $35 | 0.0% | $0.97 | — | CONV | 92940WAD1 |
| — | M3-BRIGADE ACQUISITION II-A | 25,000 | $29 | 0.0% | $1.16 | — | COM | 553800111 |
| DNABW | GINKGO BIOWORKS HOLDINGS INC | 9,240 | $21 | 0.0% | $3.35 | — | COM | 37611X118 |
| — | DHC ACQUISITION CORP-A | 29,666 | $15 | 0.0% | $0.51 | — | COM | G2758T117 |
| — | LIBERTY MEDIA ACQUISITION -A | 7,866 | $14 | 0.0% | $1.40 | — | COM | 53073L112 |
| — | SPARTAN ACQUISITION III-A | 9,150 | $13 | 0.0% | $1.09 | — | COM | 84677R114 |
| — | AUSTERLITZ ACQUISITION CORP | 11,675 | $12 | 0.0% | $1.03 | — | COM | G0633D125 |
| — | HANNON ARMSTRONG SUSTAIN | 6,000 | $12 | 0.0% | $2.00 | — | CONV | 41068XAB6 |
| — | 26 CAPITAL ACQUISITION COR-A | 11,718 | $8 | 0.0% | $0.85 | — | COM | 90138P118 |
| — | CANOPY GROWTH CORP | 900 | $8 | 0.0% | — | — | Call | 138035900 |
| — | ARES ACQUISITION CORP | 4,640 | $4 | 0.0% | $0.86 | — | COM | G33032122 |
| — | FATHOM DIGITAL MANUFACTURING | 3,175 | $3 | 0.0% | $0.94 | — | COM | 31189Y111 |