Location: New York, NY
CIK: 0001097278 · Show all filings
Period: Q1 2022 (← Previous) (Next →)
Filing Date: May 13, 2022
Total Value: $6.251B (18.4% shares, 81.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BANK OF AMERICA CORP | 141,527 | $186M | 3.0% | $1448.53 | — | CONV PFD | 060505682 |
| — | SOUTHWEST AIRLINES CO | 116,440,000 | $159M | 2.5% | $1.23 | — | CONV | 844741BG2 |
| — | BOOKING HOLDINGS INC | 108,199,000 | $158M | 2.5% | $1.43 | — | CONV | 09857LAN8 |
| — | PIONEER NATURAL RESOURCE | 65,046,000 | $155M | 2.5% | $1.60 | — | CONV | 723787AP2 |
| — | EXPEDIA GROUP INC | 105,470,000 | $129M | 2.1% | $1.22 | — | CONV | 30212PBE4 |
| — | FORD MOTOR COMPANY | 106,942,000 | $127M | 2.0% | $1.18 | — | CONV | 345370CZ1 |
| — | DISH NETWORK CORP | 132,091,000 | $119M | 1.9% | $0.97 | — | CONV | 25470MAB5 |
| — | WELLS FARGO & COMPANY | 79,655 | $104M | 1.7% | $1488.43 | — | CONV PFD | 949746804 |
| — | EURONET WORLDWIDE INC | 88,087,000 | $98.66M | 1.6% | $0.94 | — | CONV | 298736AL3 |
| — | JAZZ INVESTMENTS I LTD | 74,079,000 | $90.06M | 1.4% | $1.22 | — | CONV | 472145AF8 |
| — | TWITTER INC | 85,838,000 | $87.86M | 1.4% | $1.01 | — | CONV | 90184LAF9 |
| — | KKR & CO INC | 1,131,454 | $83.22M | 1.3% | $91.87 | — | CONV PFD | 48251W401 |
| — | PEBBLEBROOK HOTEL TRUST | 69,578,000 | $80.18M | 1.3% | $1.09 | — | CONV | 70509VAA8 |
| — | SPLUNK INC | 66,664,000 | $79.97M | 1.3% | $1.18 | — | CONV | 848637AD6 |
| — | ZYNGA INC | 65,537,000 | $79.93M | 1.3% | $1.20 | — | CONV | 98986TAB4 |
| — | NEXTERA ENERGY INC | 1,401,064 | $73.91M | 1.2% | $49.71 | — | CONV PFD | 65339F739 |
| — | WESTERN DIGITAL CORP | 74,809,000 | $72.34M | 1.2% | $0.98 | — | CONV | 958102AP0 |
| — | SPLUNK INC | 62,598,000 | $71.7M | 1.1% | $1.17 | — | CONV | 848637AC8 |
| — | EXACT SCIENCES CORP | 77,913,000 | $69.12M | 1.1% | $1.01 | — | CONV | 30063PAC9 |
| — | STANLEY BLACK & DECKER I | 785,891 | $68.75M | 1.1% | $94.98 | — | CONV PFD | 854502846 |
| — | OKTA INC | 68,647,000 | $67.67M | 1.1% | $1.10 | — | CONV | 679295AF2 |
| — | NISOURCE INC | 546,037 | $65.5M | 1.0% | $104.19 | — | CONV PFD | 65473P121 |
| — | ANTHEM INC | 9,355,000 | $65.11M | 1.0% | $2.38 | — | CONV | 94973VBG1 |
| — | PALO ALTO NETWORKS | 30,614,000 | $64.59M | 1.0% | $1.36 | — | CONV | 697435AF2 |
| — | AKAMAI TECHNOLOGIES INC | 53,599,000 | $61.88M | 1.0% | $1.14 | — | CONV | 00971TAL5 |
| — | AMERICAN ELECTRIC POWER | 1,095,899 | $61.75M | 1.0% | $50.11 | — | CONV PFD | 02557T307 |
| — | DEXCOM INC | 53,454,000 | $61.26M | 1.0% | $1.10 | — | CONV | 252131AK3 |
| — | SHIFT4 PAYMENTS INC | 57,934,000 | $60.85M | 1.0% | $1.05 | — | CONV | 82452JAB5 |
| — | UBER TECHNOLOGIES INC | 66,863,000 | $60.02M | 1.0% | $0.98 | — | CONV | 90353TAJ9 |
| — | BROADCOM INC | 30,371 | $59.64M | 1.0% | $2074.17 | — | CONV PFD | 11135F200 |
| — | DROPBOX INC | 61,750,000 | $58.18M | 0.9% | $0.94 | — | CONV | 26210CAD6 |
| — | ROYAL CARIBBEAN CRUISES | 47,438,000 | $57.57M | 0.9% | $1.18 | — | CONV | 780153BF8 |
| — | AIRBNB INC | 57,191,000 | $55.48M | 0.9% | $0.97 | — | CONV | 009066AB7 |
| — | SPIRIT AIRLINES INC | 61,011,000 | $54.62M | 0.9% | $0.95 | — | CONV | 848577AB8 |
| — | BLOCK INC | 59,442,000 | $54.19M | 0.9% | $1.06 | — | CONV | 852234AK9 |
| — | WORKDAY INC | 32,937,000 | $53.78M | 0.9% | $1.39 | — | CONV | 98138HAF8 |
| — | FIVE9 INC | 48,975,000 | $53.35M | 0.9% | $1.18 | — | CONV | 338307AD3 |
| — | SHOPIFY INC | 53,604,000 | $51.07M | 0.8% | $0.97 | — | CONV | 82509LAA5 |
| — | ILLUMINA INC | 45,630,000 | $50.11M | 0.8% | $1.10 | — | CONV | 452327AK5 |
| — | SUMMIT HOTEL PROPERTIES | 47,499,000 | $49.69M | 0.8% | $1.10 | — | CONV | 866082AA8 |
| — | HERBALIFE LTD | 51,950,000 | $48.9M | 0.8% | $0.96 | — | CONV | 42703MAD5 |
| — | CHEESECAKE FACTORY (THE) | 53,468,000 | $47.73M | 0.8% | $0.95 | — | CONV | 163072AA9 |
| — | BLOCK INC | 36,097,000 | $47.43M | 0.8% | $1.56 | — | CONV | 852234AF0 |
| — | ENPHASE ENERGY INC | 44,890,000 | $46.8M | 0.7% | $1.04 | — | CONV | 29355AAK3 |
| — | BIOMARIN PHARMACEUTICAL | 45,103,000 | $45.31M | 0.7% | $1.01 | — | CONV | 09061GAK7 |
| — | ALTERYX INC | 51,422,000 | $45.04M | 0.7% | $0.93 | — | CONV | 02156BAF0 |
| — | ITRON INC | 52,510,000 | $44.84M | 0.7% | $0.85 | — | CONV | 465741AN6 |
| — | LIVEPERSON INC | 54,383,000 | $43.43M | 0.7% | $0.84 | — | CONV | 538146AD3 |
| — | CYBERARK SOFTWARE LTD | 34,455,000 | $42.96M | 0.7% | $1.21 | — | CONV | 23248VAB1 |
| — | RINGCENTRAL INC | 48,569,000 | $42.37M | 0.7% | $1.09 | — | CONV | 76680RAF4 |
| — | VISHAY INTERTECHNOLOGY | 41,876,000 | $42.13M | 0.7% | $0.95 | — | CONV | 928298AP3 |
| — | BIOMARIN PHARMACEUTICAL | 41,077,000 | $41.28M | 0.7% | $1.04 | — | CONV | 09061GAH4 |
| — | HAEMONETICS CORP | 48,979,000 | $41.24M | 0.7% | $0.84 | — | CONV | 405024AB6 |
| — | TYLER TECHNOLOGIES INC | 36,544,000 | $40.35M | 0.6% | $1.10 | — | CONV | 902252AB1 |
| — | ARES CAPITAL CORP | 35,239,000 | $39.9M | 0.6% | $1.00 | — | CONV | 04010LAW3 |
| — | DANAHER CORP | 25,222 | $39.74M | 0.6% | $1751.34 | — | CONV PFD | 235851409 |
| — | LIVONGO HEALTH | 38,830,000 | $39.05M | 0.6% | $1.16 | — | CONV | 539183AA1 |
| — | LIBERTY MEDIA CORP | 27,462,000 | $38.81M | 0.6% | $1.05 | — | CONV | 531229AB8 |
| — | NUVASIVE INC | 39,479,000 | $37.61M | 0.6% | $1.02 | — | CONV | 670704AJ4 |
| — | DROPBOX INC | 39,654,000 | $37.26M | 0.6% | $0.94 | — | CONV | 26210CAC8 |
| — | NRG ENERGY INC | 33,431,000 | $36.9M | 0.6% | $1.12 | — | CONV | 629377CG5 |
| — | BENTLEY SYSTEMS INC | 37,044,000 | $36.61M | 0.6% | $0.99 | — | CONV | 08265TAB5 |
| — | STARWOOD PROPERTY TRUST | 34,691,000 | $35.57M | 0.6% | $1.01 | — | CONV | 85571BAH8 |
| — | SPLUNK INC | 36,851,000 | $35.3M | 0.6% | $0.98 | — | CONV | 848637AF1 |
| — | MERITOR INC | 31,806,000 | $35.02M | 0.6% | $1.02 | — | CONV | 59001KAF7 |
| — | Q2 HOLDINGS INC | 34,138,000 | $34.12M | 0.5% | $1.14 | — | CONV | 74736LAD1 |
| — | BLACKSTONE MORTGAGE TR | 32,381,000 | $32.91M | 0.5% | $1.01 | — | CONV | 09257WAC4 |
| — | LCI INDUSTRIES | 34,906,000 | $32.09M | 0.5% | $1.02 | — | CONV | 501812AB7 |
| — | NEXTERA ENERGY INC | 609,775 | $31.93M | 0.5% | $43.91 | — | CONV PFD | 65339F770 |
| — | MICROCHIP TECHNOLOGY INC | 27,469,000 | $31.64M | 0.5% | $1.16 | — | CONV | 595017AU8 |
| — | MARRIOTT VACATION WORLDW | 28,290,000 | $31.01M | 0.5% | $1.10 | — | CONV | 57164YAD9 |
| — | RINGCENTRAL INC | 37,347,000 | $30.81M | 0.5% | $0.94 | — | CONV | 76680RAH0 |
| — | ZENDESK INC | 23,569,000 | $29.82M | 0.5% | $1.37 | — | CONV | 98936JAD3 |
| — | BOSTON SCIENTIFIC CORP | 249,197 | $29.07M | 0.5% | $114.47 | — | CONV PFD | 101137206 |
| — | INSULET CORPORATION | 21,730,000 | $28.89M | 0.5% | $1.33 | — | CONV | 45784PAK7 |
| — | TELADOC HEALTH INC | 33,773,000 | $28.57M | 0.5% | $1.09 | — | CONV | 87918AAF2 |
| — | DOMINION ENERGY INC | 273,763 | $27.88M | 0.4% | $101.79 | — | CONV PFD | 25746U133 |
| — | ZSCALER INC. | 16,280,000 | $27.79M | 0.4% | $1.73 | — | CONV | 98980GAB8 |
| — | DISH NETWORK CORP | 28,067,000 | $27.25M | 0.4% | $0.99 | — | CONV | 25470MAF6 |
| — | EVERBRIDGE INC | 29,735,000 | $26.81M | 0.4% | $0.95 | — | CONV | 29978AAC8 |
| — | RBC BEARINGS INC | 265,715 | $26.48M | 0.4% | $106.44 | — | CONV PFD | 75524B203 |
| — | DTE ENERGY CO | 489,533 | $26.09M | 0.4% | $50.69 | — | CONV PFD | 233331842 |
| — | REDWOOD TRUST INC | 26,162,000 | $26.07M | 0.4% | $1.01 | — | CONV | 758075AC9 |
| — | NEW MOUNTAIN FINANCE COR | 24,943,000 | $26.02M | 0.4% | $1.04 | — | CONV | 647551AC4 |
| — | HALOZYME THERAPEUTICS IN | 28,859,000 | $25.32M | 0.4% | $0.88 | — | CONV | 40637HAD1 |
| — | DRAFTKINGS INC | 34,572,000 | $24.95M | 0.4% | $0.72 | — | CONV | 26142RAB0 |
| — | PRA GROUP INC | 22,090,000 | $24.58M | 0.4% | $1.06 | — | CONV | 69354NAB2 |
| — | SOUTHERN CO | 440,913 | $24.11M | 0.4% | $53.50 | — | CONV PFD | 842587602 |
| — | CHEGG INC | 23,788,000 | $23.96M | 0.4% | $1.01 | — | CONV | 163092AD1 |
| — | NCL CORPORATION LTD | 16,196,000 | $23.5M | 0.4% | $1.60 | — | CONV | 62886HAX9 |
| — | COUPA SOFTWARE INC | 27,888,000 | $23.42M | 0.4% | $1.02 | — | CONV | 22266LAF3 |
| — | LUMENTUM HOLDINGS INC | 19,955,000 | $23.24M | 0.4% | $1.20 | — | CONV | 55024UAD1 |
| — | SPDR S&P 500 ETF Trust | 51,000 | $23.03M | 0.4% | — | — | Put | 78462F953 |
| — | ETSY INC | 22,830,000 | $22.8M | 0.4% | $1.00 | — | CONV | 29786AAL0 |
| — | EXACT SCIENCES CORP | 23,870,000 | $22.53M | 0.4% | $1.17 | — | CONV | 30063PAB1 |
| — | CINEMARK HOLDINGS INC | 14,779,000 | $21.8M | 0.3% | $1.51 | — | CONV | 17243VAB8 |
| — | ZYNGA INC | 20,669,000 | $21.08M | 0.3% | $0.92 | — | CONV | 98986TAD0 |
| — | THE REALREAL INC | 29,000,000 | $20.65M | 0.3% | $0.71 | — | CONV | 88339PAD3 |
| — | NICE LTD | 19,319,000 | $20.38M | 0.3% | $1.09 | — | CONV | 653656AB4 |
| — | ROYAL CARIBBEAN CRUISES | 15,383,000 | $20.16M | 0.3% | $1.41 | — | CONV | 780153BB7 |
| — | VIAVI SOLUTIONS INC | 15,232,000 | $19.8M | 0.3% | $1.16 | — | CONV | 925550AB1 |
| — | SNAP INC | 11,293,000 | $19.75M | 0.3% | $1.61 | — | CONV | 83304AAB2 |
| — | OKTA INC | 18,290,000 | $19.66M | 0.3% | $1.21 | — | CONV | 679295AD7 |
| — | BLACKLINE INC | 22,908,000 | $19.43M | 0.3% | $0.85 | — | CONV | 09239BAD1 |
| — | ELANCO ANIMAL HEALTH INC | 470,428 | $19.4M | 0.3% | $46.59 | — | CONV PFD | 28414H202 |
| — | EQT CORP | 8,156,000 | $19.36M | 0.3% | $2.10 | — | CONV | 26884LAK5 |
| — | ENPHASE ENERGY INC | 18,925,000 | $19.32M | 0.3% | $1.02 | — | CONV | 29355AAH0 |
| — | NEOGENOMICS INC | 28,555,000 | $19.16M | 0.3% | $0.90 | — | CONV | 64049MAB6 |
| APTV 5.5 06/15/23 A | APTIV PLC | 139,883 | $19.12M | 0.3% | $136.67 | — | CONV PFD | G6095L117 |
| — | AMERICAN AIRLINES GROUP | 13,900,000 | $19.12M | 0.3% | $1.38 | — | CONV | 02376RAF9 |
| — | BURLINGTON STORES INC | 16,300,000 | $18.68M | 0.3% | $1.15 | — | CONV | 122017AB2 |
| — | RAPID7 INC | 14,900,000 | $18.58M | 0.3% | $1.25 | — | CONV | 753422AF1 |
| — | INSMED INC | 18,234,000 | $18.18M | 0.3% | $0.88 | — | CONV | 457669AA7 |
| — | LENDINGTREE INC | 21,974,000 | $18.11M | 0.3% | $0.86 | — | CONV | 52603BAD9 |
| — | MIDDLEBY CORP | 13,073,000 | $18M | 0.3% | $1.43 | — | CONV | 596278AB7 |
| — | PARSONS CORP | 16,642,000 | $17.61M | 0.3% | $1.00 | — | CONV | 70202LAB8 |
| — | LIVEPERSON INC | 17,623,000 | $17.59M | 0.3% | $1.04 | — | CONV | 538146AB7 |
| — | VAIL RESORTS INC | 18,065,000 | $17.55M | 0.3% | $0.97 | — | CONV | 91879QAN9 |
| — | PENN NATIONAL GAMING INC | 8,616,000 | $17.36M | 0.3% | $3.15 | — | CONV | 707569AU3 |
| — | COUPA SOFTWARE INC | 17,144,000 | $16.72M | 0.3% | $1.20 | — | CONV | 22266LAC0 |
| — | NEOGENOMICS INC | 19,422,000 | $16.66M | 0.3% | $0.86 | — | CONV | 64049MAA8 |
| — | EVOLENT HEALTH INC | 13,896,000 | $16.51M | 0.3% | $0.94 | — | CONV | 30050BAD3 |
| — | HEALTH CATALYST INC | 14,402,000 | $16.34M | 0.3% | $1.13 | — | CONV | 42225TAB3 |
| — | SABRE GLBL INC | 9,740,000 | $16.08M | 0.3% | $1.71 | — | CONV | 78573NAE2 |
| — | LYFT INC | 12,715,000 | $15.82M | 0.3% | $1.58 | — | CONV | 55087PAB0 |
| — | AES CORP/THE | 157,379 | $15.64M | 0.3% | $103.70 | — | CONV PFD | 00130H204 |
| — | INTERDIGITAL INC | 14,851,000 | $15.33M | 0.2% | $1.04 | — | CONV | 45867GAB7 |
| — | THE REALREAL INC | 17,772,000 | $15.18M | 0.2% | $1.18 | — | CONV | 88339PAB7 |
| — | Q2 HOLDINGS INC | 17,179,000 | $14.91M | 0.2% | $0.92 | — | CONV | 74736LAF6 |
| — | Invesco QQQ Trust Series 1 | 40,000 | $14.5M | 0.2% | — | — | Put | 46090E953 |
| — | MONGODB INC | 6,273,000 | $13.61M | 0.2% | $1.44 | — | CONV | 60937PAD8 |
| — | WOLFSPEED INC | 5,400,000 | $13.46M | 0.2% | $2.17 | — | CONV | 225447AD3 |
| — | NEW RELIC INC | 12,000,000 | $12.1M | 0.2% | $0.99 | — | CONV | 64829BAB6 |
| — | RH | 7,208,000 | $11.82M | 0.2% | $1.96 | — | CONV | 74967XAD5 |
| — | BLACKSTONE MORTGAGE TR | 11,500,000 | $11.4M | 0.2% | $0.99 | — | CONV | 09257WAE0 |
| — | OMNICELL INC | 7,668,000 | $10.85M | 0.2% | $1.55 | — | CONV | 68213NAD1 |
| — | NY COMMUNITY CAP TRUST V | 216,348 | $10.71M | 0.2% | $44.71 | — | CONV PFD | 64944P307 |
| — | INTEGRA LIFESCIENCES HLD | 10,080,000 | $10.63M | 0.2% | $1.12 | — | CONV | 457985AM1 |
| — | MARRIOTT VACATION WORLDW | 9,303,000 | $10.61M | 0.2% | $0.95 | — | CONV | 57164YAB3 |
| — | CHEFS' WAREHOUSE THE | 9,761,000 | $10.3M | 0.2% | $1.02 | — | CONV | 163086AB7 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 144,744 | $9.77M | 0.2% | $67.50 | — | CONV PFD | G21810208 |
| — | PROS HOLDINGS INC | 10,383,000 | $9.658M | 0.2% | $1.05 | — | CONV | 74346YAH6 |
| — | FARFETCH LTD | 6,750,000 | $8.801M | 0.1% | $1.30 | — | CONV | 30744WAD9 |
| — | ZILLOW GROUP INC | 7,696,000 | $8.719M | 0.1% | $1.50 | — | CONV | 98954MAH4 |
| — | IONIS PHARMACEUTICALS IN | 9,585,000 | $8.634M | 0.1% | $1.03 | — | CONV | 462222AB6 |
| — | BLOCK INC | 9,134,000 | $8.469M | 0.1% | $1.03 | — | CONV | 852234AJ2 |
| — | AERIE PHARMACEUTICALS | 9,235,000 | $8.358M | 0.1% | $1.02 | — | CONV | 00771VAB4 |
| — | INSMED INC | 8,571,000 | $8.336M | 0.1% | $1.11 | — | CONV | 457669AB5 |
| — | SNAP INC | 4,650,000 | $8.284M | 0.1% | $3.15 | — | CONV | 83304AAD8 |
| — | ZILLOW GROUP INC | 6,440,000 | $8.235M | 0.1% | $2.48 | — | CONV | 98954MAE1 |
| — | REDWOOD TRUST INC | 8,166,000 | $8.086M | 0.1% | $1.01 | — | CONV | 758075AD7 |
| — | PARAMOUNT GLOBAL | 141,525 | $7.91M | 0.1% | $49.70 | — | CONV PFD | 92556H305 |
| — | AVANTOR INC | 76,309 | $7.887M | 0.1% | $129.03 | — | CONV PFD | 05352A209 |
| — | BLOOM ENERGY CORP | 4,601,000 | $7.668M | 0.1% | $1.56 | — | CONV | 093712AH0 |
| — | ALLEGHENY TECHNOLOGIES | 4,060,000 | $7.63M | 0.1% | $1.35 | — | CONV | 01741RAK8 |
| — | AMERICAN EAGLE OUTFITTER | 3,586,000 | $7.532M | 0.1% | $3.07 | — | CONV | 02553EAB2 |
| — | ALTAIR ENGINEERING INC | 4,850,000 | $7.021M | 0.1% | $1.07 | — | CONV | 021369AA1 |
| — | SAREPTA THERAPEUTICS INC | 5,328,000 | $7.005M | 0.1% | $1.55 | — | CONV | 803607AB6 |
| — | KAMAN CORP | 6,560,000 | $6.768M | 0.1% | $1.11 | — | CONV | 483548AF0 |
| — | PEGASYSTEMS INC | 7,006,000 | $6.604M | 0.1% | $1.10 | — | CONV | 705573AB9 |
| — | 1LIFE HEALTHCARE INC | 7,135,000 | $6.206M | 0.1% | $0.91 | — | CONV | 68269GAB3 |
| — | NATIONAL VISION HOLDINGS | 3,930,000 | $6.054M | 0.1% | $1.77 | — | CONV | 63845RAB3 |
| ABBV | AbbVie Inc | 37,000 | $5.998M | 0.1% | $90.99 | +38.9% | COM | 00287Y109 |
| — | WINNEBAGO INDUSTRIES | 5,400,000 | $5.895M | 0.1% | $1.09 | — | CONV | 974637AB6 |
| — | MANDIANT INC | 5,300,000 | $5.848M | 0.1% | $1.03 | — | CONV | 31816QAF8 |
| — | HUBSPOT INC | 3,216,000 | $5.755M | 0.1% | $2.20 | — | CONV | 443573AD2 |
| — | NEVRO CORP | 5,290,000 | $5.656M | 0.1% | $1.07 | — | CONV | 64157FAC7 |
| — | TESLA INC | 315,000 | $5.47M | 0.1% | $0.98 | — | CONV | 88160RAG6 |
| — | NEXTERA ENERGY INC | 86,939 | $5.367M | 0.1% | $50.29 | — | CONV PFD | 65339F796 |
| — | APOLLO CMMRL REAL EST FI | 5,241,000 | $5.243M | 0.1% | $1.02 | — | CONV | 03762UAC9 |
| — | NIO INC | 6,418,000 | $5.222M | 0.1% | $0.81 | — | CONV | 62914VAF3 |
| CZR | Caesars Entertainment Inc | 66,000 | $5.106M | 0.1% | $89.86 | -10.6% | COM | 12769G100 |
| — | 8X8 INC | 5,445,000 | $5.09M | 0.1% | $0.99 | — | CONV | 282914AB6 |
| — | SOLAR EDGE TECHNOLOGIES | 3,653,000 | $4.987M | 0.1% | $1.24 | — | CONV | 83417MAD6 |
| — | BILL.COM HOLDINGS INC | 3,000,000 | $4.786M | 0.1% | $1.60 | — | CONV | 090043AB6 |
| — | AVAYA HOLDINGS CORP | 4,821,000 | $4.725M | 0.1% | $1.05 | — | CONV | 05351XAB7 |
| PNC | PNC Financial Services Group I | 25,000 | $4.611M | 0.1% | $122.86 | +41.7% | COM | 693475105 |
| — | SEA LTD | 5,692,000 | $4.564M | 0.1% | $1.01 | — | CONV | 81141RAG5 |
| COP | ConocoPhillips | 41,000 | $4.1M | 0.1% | $42.04 | +89.5% | COM | 20825C104 |
| — | HUAZHU GROUP LTD | 3,800,000 | $4.074M | 0.1% | $1.07 | — | CONV | 44332NAB2 |
| SPG | Simon Property Group Inc | 30,000 | $3.947M | 0.1% | $119.00 | -3.8% | COM | 828806109 |
| BA | Boeing Co/The | 20,000 | $3.83M | 0.1% | $200.72 | 0.0% | COM | 097023105 |
| — | BANDWIDTH INC | 4,915,000 | $3.803M | 0.1% | $0.77 | — | CONV | 05988JAB9 |
| — | VIAVI SOLUTIONS INC | 3,000,000 | $3.753M | 0.1% | $1.27 | — | CONV | 925550AE5 |
| — | MAKEMYTRIP LIMITED | 3,678,000 | $3.661M | 0.1% | $1.00 | — | CONV | 56087FAB0 |
| AMGN | Amgen Inc | 15,000 | $3.627M | 0.1% | $185.15 | +9.8% | COM | 031162100 |
| — | EXACT SCIENCES CORP | 3,000,000 | $3.608M | 0.1% | $1.26 | — | CONV | 30063PAA3 |
| GLPI | Gaming and Leisure Properties | 76,735 | $3.601M | 0.1% | $36.92 | — | COM | 36467J108 |
| T | AT&T Inc | 150,000 | $3.545M | 0.1% | $14.91 | 0.0% | COM | 00206R102 |
| — | COPA HOLDINGS SA | 2,000,000 | $3.535M | 0.1% | $1.75 | — | CONV | 21720AAB8 |
| MAR | Marriott International Inc/MD | 20,000 | $3.515M | 0.1% | $132.90 | +20.6% | COM | 571903202 |
| — | LIVE NATION ENTERTAINMEN | 2,700,000 | $3.499M | 0.1% | $1.16 | — | CONV | 538034AU3 |
| — | CNX RESOURCES CORP | 2,000,000 | $3.467M | 0.1% | $1.30 | — | CONV | 12653CAG3 |
| — | MICROCHIP TECHNOLOGY INC | 1,549,000 | $3.41M | 0.1% | $1.16 | — | CONV | 595017AF1 |
| IBM | IBM | 25,000 | $3.251M | 0.1% | $112.10 | 0.0% | COM | 459200101 |
| — | Lam Research Corp | 6,000 | $3.226M | 0.1% | $537.67 | — | COM | 512807108 |
| — | Hanesbrands Inc | 200,000 | $2.978M | 0.0% | $15.65 | — | COM | 410345102 |
| HON | Honeywell International Inc | 15,000 | $2.919M | 0.0% | $179.46 | -5.1% | COM | 438516106 |
| LLY | Eli Lilly & Co | 10,000 | $2.864M | 0.0% | $243.85 | +1.9% | COM | 532457108 |
| — | CHANGE HEALTHCARE INC | 40,000 | $2.825M | 0.0% | $49.27 | — | CONV PFD | 15912K209 |
| CSCO | Cisco Systems Inc | 50,000 | $2.788M | 0.0% | $50.47 | -0.4% | COM | 17275R102 |
| THO | Thor Industries Inc | 35,000 | $2.755M | 0.0% | $84.50 | 0.0% | COM | 885160101 |
| — | DEXCOM INC | 874,000 | $2.723M | 0.0% | $2.20 | — | CONV | 252131AH0 |
| OKTA | Okta Inc | 18,000 | $2.717M | 0.0% | $179.25 | 0.0% | COM | 679295105 |
| BMY | Bristol-Myers Squibb Co | 35,000 | $2.556M | 0.0% | $49.23 | +15.4% | COM | 110122108 |
| — | NIO INC | 3,000,000 | $2.545M | 0.0% | $0.85 | — | CONV | 62914VAE6 |
| AEO | American Eagle Outfitters Inc | 150,000 | $2.52M | 0.0% | $18.87 | 0.0% | COM | 02553E106 |
| — | ShoulderUp Technology Acquisit | 250,000 | $2.505M | 0.0% | $10.10 | — | COM | 82537G203 |
| BRSL | International Game Technology | 100,000 | $2.468M | 0.0% | $15.85 | +21.1% | COM | G4863A108 |
| M | Macy's Inc | 100,000 | $2.436M | 0.0% | $25.63 | 0.0% | COM | 55616P104 |
| AMD | Advanced Micro Devices Inc | 22,000 | $2.405M | 0.0% | $96.33 | +23.9% | COM | 007903107 |
| LAMR | Lamar Advertising Co | 20,000 | $2.324M | 0.0% | $116.20 | — | COM | 512816109 |
| AA | Alcoa Corp | 25,000 | $2.251M | 0.0% | $24.17 | +187.8% | COM | 013872106 |
| — | EJF Acquisition Corp | 175,000 | $1.731M | 0.0% | $9.93 | — | COM | G2955B109 |
| — | RH | 5,000 | $1.63M | 0.0% | — | — | Call | 74967X903 |
| — | FTI CONSULTING INC | 870,000 | $1.383M | 0.0% | $1.26 | — | CONV | 302941AP4 |
| — | CENTENNIAL RESOURCE PROD | 886,000 | $1.349M | 0.0% | $1.18 | — | CONV | 15136AAA0 |
| — | Concord Acquisition Corp III | 124,000 | $1.251M | 0.0% | $10.19 | — | COM | 20607V205 |
| — | II-VI INC | 802,000 | $1.243M | 0.0% | $1.20 | — | CONV | 902104AB4 |
| — | BRISTOL-MYERS SQUIBB CO | 565,000 | $1.118M | 0.0% | $1.36 | — | CONV | 110122AN8 |
| — | Advent Convertible and Income | 59,048 | $925K | 0.0% | $15.04 | — | COM | 00764C109 |
| — | FTAC Hera Acquisition Corp | 93,600 | $923K | 0.0% | $9.99 | — | COM | G3728Y129 |
| — | BECTON DICKINSON AND CO | 16,686 | $887K | 0.0% | $52.37 | — | CONV PFD | 075887406 |
| BNAI | DHC Acquisition Corp | 89,000 | $872K | 0.0% | $96.96 | +0.4% | COM | G2758T109 |
| — | Pioneer Merger Corp | 82,000 | $804K | 0.0% | $9.87 | — | COM | G7S24C103 |
| — | Compute Health Acquisition Cor | 72,900 | $722K | 0.0% | $10.09 | — | COM | 204833206 |
| — | RMG Acquisition Corp III | 68,200 | $674K | 0.0% | $9.95 | — | COM | G76088114 |
| — | American Eagle Outfitters Inc | 40,000 | $672K | 0.0% | — | — | Call | 02553E906 |
| — | DiamondHead Holdings Corp | 67,000 | $663K | 0.0% | $9.91 | — | COM | 25278L204 |
| — | Figure Acquisition Corp I | 54,600 | $543K | 0.0% | $10.12 | — | COM | 302438205 |
| — | Focus Impact Acquisition Corp | 50,000 | $501K | 0.0% | $10.06 | — | COM | 34417L208 |
| — | SVF Investment Corp 3 | 50,000 | $496K | 0.0% | $10.00 | — | COM | G8601N108 |
| CYRX | CryoPort Inc | 13,790 | $481K | 0.0% | $37.81 | 0.0% | COM | 229050307 |
| — | Lazard Growth Acquisition Corp | 46,300 | $460K | 0.0% | $10.00 | — | COM | G54035129 |
| JWSUF | Jaws Mustang Acquisition Corp | 46,400 | $459K | 0.0% | $10.16 | — | COM | G50737116 |
| — | Simon Property Group Acquisiti | 46,500 | $459K | 0.0% | $10.06 | — | COM | 82880R202 |
| — | Austerlitz Acquisition Corp I | 46,700 | $459K | 0.0% | $9.69 | — | COM | G0633D109 |
| — | Colicity Inc | 45,900 | $452K | 0.0% | $10.10 | — | COM | 194170205 |
| — | Austerlitz Acquisition Corp II | 45,300 | $449K | 0.0% | $10.04 | — | COM | G0633U119 |
| — | Blockchain Coinvestors Acquisi | 40,000 | $406K | 0.0% | $10.10 | — | COM | G11765123 |
| — | Liberty Media Acquisition Corp | 39,330 | $390K | 0.0% | $10.10 | — | COM | 53073L104 |
| — | VMG Consumer Acquisition Corp | 30,000 | $301K | 0.0% | $10.13 | — | COM | 91842V201 |
| — | UTA Acquisition Corp | 30,000 | $300K | 0.0% | $10.10 | — | COM | G9473A125 |
| — | Fortistar Sustainable Solution | 27,000 | $268K | 0.0% | $9.90 | — | COM | 34962M205 |
| — | Semper Paratus Acquisition Cor | 25,000 | $253K | 0.0% | $10.08 | — | COM | G8028L123 |
| MIDD | Middleby Corp/The | 1,530 | $251K | 0.0% | $170.44 | +6.6% | COM | 596278101 |
| — | 26 Capital Acquisition Corp | 23,437 | $232K | 0.0% | $9.72 | — | COM | 90138P100 |
| — | Ares Acquisition Corp | 27,840 | $230K | 0.0% | $9.49 | — | COM | G33032106 |
| F | Ford Motor Co | 11,100 | $188K | 0.0% | $14.55 | 0.0% | COM | 345370860 |
| — | GREEN PLAINS INC | 150,000 | $186K | 0.0% | $1.12 | — | CONV | 393222AK0 |
| — | CyberArk Software Ltd | 1,100 | $186K | 0.0% | $169.09 | — | COM | M2682V108 |
| — | Sustainable Development Acquis | 18,500 | $183K | 0.0% | $9.95 | — | COM | 86934L202 |
| — | Music Acquisition Corp/The | 18,183 | $180K | 0.0% | $9.97 | — | COM | 62752R209 |
| — | Tishman Speyer Innovation Corp | 18,000 | $178K | 0.0% | $10.00 | — | COM | 88825H209 |
| BURL | Burlington Stores Inc | 950 | $173K | 0.0% | $219.13 | 0.0% | COM | 122017106 |
| — | Haymaker Acquisition Corp III | 16,000 | $159K | 0.0% | $9.94 | — | COM | 42087R207 |
| — | BLACKLINE INC | 120,000 | $143K | 0.0% | $1.51 | — | CONV | 09239BAB5 |
| — | Thunder Bridge Capital Partner | 13,876 | $137K | 0.0% | $9.87 | — | COM | 88605T209 |
| — | DP Cap Acquisition Corp I | 10,000 | $100K | 0.0% | $10.10 | — | COM | G2R05B118 |
| CFLT | Confluent Inc | 2,087 | $86,000 | 0.0% | $52.12 | 0.0% | COM | 20717M103 |
| ABNB | Airbnb Inc | 500 | $86,000 | 0.0% | $152.75 | +4.3% | COM | 009066101 |
| — | EJF Acquisition Corp | 75,000 | $71,000 | 0.0% | $1.29 | — | COM | G2955B125 |
| SNAP | Snap Inc | 1,950 | $70,000 | 0.0% | $36.17 | 0.0% | COM | 83304A106 |
| PENN | Penn National Gaming Inc | 1,614 | $68,000 | 0.0% | $45.70 | 0.0% | COM | 707569109 |
| BBAI/WS | BIGBEAR.AI HOLDINGS INC | 47,332 | $42,000 | 0.0% | $0.80 | — | COM | 08975B117 |
| DCFWQ | TRITIUM DCFC LTD | 6,066 | $19,000 | 0.0% | $3.13 | — | COM | Q9225T116 |
| — | ALLEGO NV | 9,150 | $10,000 | 0.0% | $1.09 | — | COM | N0796A118 |
| — | M3-BRIGADE ACQUISITION II-A | 25,000 | $8,000 | 0.0% | $1.16 | — | COM | 553800111 |
| DNABW | GINKGO BIOWORKS HOLDINGS INC | 9,240 | $8,000 | 0.0% | $3.35 | — | COM | 37611X118 |
| — | DHC Acquisition Corp | 29,666 | $7,000 | 0.0% | $0.51 | — | COM | G2758T117 |
| — | AUSTERLITZ ACQUISITION CORP | 11,675 | $6,000 | 0.0% | $1.03 | — | COM | G0633D125 |
| — | 26 CAPITAL ACQUISITION COR-A | 11,718 | $6,000 | 0.0% | $0.85 | — | COM | 90138P118 |
| — | LIBERTY MEDIA ACQUISITION -A | 7,866 | $5,000 | 0.0% | $1.40 | — | COM | 53073L112 |
| — | FATHOM DIGITAL MANUFACTURING | 3,175 | $2,000 | 0.0% | $0.94 | — | COM | 31189Y111 |
| — | TRAVERE THERAPEUTICS INC | 1,000 | $1,000 | 0.0% | $0.93 | — | CONV | 761299AB2 |