CIK: 0001097278 · Show all filings
Period: Q2 2022 (← Previous) (Next →)
Filing Date: Aug 15, 2022
Total Value ($000): $5,654,161 (16.6% shares, 83.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BANK OF AMERICA CORP | 154,342 | $186,215 | 3.3% | $1428.43 | — | CONV PFD | 060505682 |
| — | SOUTHWEST AIRLINES CO | 117,081,000 | $138,302 | 2.4% | $1.23 | — | CONV | 844741BG2 |
| — | BOOKING HOLDINGS INC | 112,071,000 | $134,911 | 2.4% | $1.42 | — | CONV | 09857LAN8 |
| — | PIONEER NATURAL RESOURCE | 56,528,000 | $122,496 | 2.2% | $1.60 | — | CONV | 723787AP2 |
| — | FORD MOTOR COMPANY | 119,868,000 | $109,919 | 1.9% | $1.16 | — | CONV | 345370CZ1 |
| — | WELLS FARGO & COMPANY | 85,785 | $103,585 | 1.8% | $1468.35 | — | CONV PFD | 949746804 |
| — | EXPEDIA GROUP INC | 101,173,000 | $91,814 | 1.6% | $1.22 | — | CONV | 30212PBE4 |
| — | WESTERN DIGITAL CORP | 87,663,000 | $83,718 | 1.5% | $0.97 | — | CONV | 958102AP0 |
| — | SPLUNK INC | 87,441,000 | $82,195 | 1.5% | $1.12 | — | CONV | 848637AD6 |
| — | EQT CORP | 33,940,000 | $80,115 | 1.4% | $2.30 | — | CONV | 26884LAK5 |
| — | EURONET WORLDWIDE INC | 78,073,000 | $79,732 | 1.4% | $0.94 | — | CONV | 298736AL3 |
| — | ILLUMINA INC | 80,550,000 | $76,966 | 1.4% | $1.04 | — | CONV | 452327AK5 |
| — | NEXTERA ENERGY INC | 1,561,464 | $76,816 | 1.4% | $49.66 | — | CONV PFD | 65339F739 |
| — | AIRBNB INC | 91,310,000 | $76,335 | 1.4% | $0.92 | — | CONV | 009066AB7 |
| — | TYLER TECHNOLOGIES INC | 78,149,000 | $73,655 | 1.3% | $1.02 | — | CONV | 902252AB1 |
| — | DEXCOM INC | 76,545,000 | $70,421 | 1.2% | $1.05 | — | CONV | 252131AK3 |
| — | DISH NETWORK CORP | 102,635,000 | $69,587 | 1.2% | $0.97 | — | CONV | 25470MAB5 |
| — | KKR & CO INC | 1,160,686 | $68,988 | 1.2% | $91.05 | — | CONV PFD | 48251W401 |
| — | OKTA INC | 81,115,000 | $67,893 | 1.2% | $1.06 | — | CONV | 679295AF2 |
| — | JAZZ INVESTMENTS I LTD | 56,261,000 | $66,247 | 1.2% | $1.22 | — | CONV | 472145AF8 |
| — | PALO ALTO NETWORKS | 38,121,000 | $65,530 | 1.2% | $1.43 | — | CONV | 697435AF2 |
| — | NISOURCE INC | 565,432 | $63,973 | 1.1% | $104.50 | — | CONV PFD | 65473P121 |
| — | ELEVANCE HEALTH INC | 9,167,000 | $62,935 | 1.1% | $2.38 | — | CONV | 94973VBG1 |
| — | SNAP INC | 65,880,000 | $62,701 | 1.1% | $1.06 | — | CONV | 83304AAB2 |
| — | AMERICAN ELECTRIC POWER | 1,108,486 | $59,991 | 1.1% | $50.15 | — | CONV PFD | 02557T307 |
| — | DROPBOX INC | 67,244,000 | $59,133 | 1.0% | $0.94 | — | CONV | 26210CAD6 |
| — | BLOCK INC | 61,163,000 | $57,646 | 1.0% | $1.31 | — | CONV | 852234AF0 |
| — | AKAMAI TECHNOLOGIES INC | 57,007,000 | $56,921 | 1.0% | $1.13 | — | CONV | 00971TAL5 |
| — | CYBERARK SOFTWARE LTD | 52,988,000 | $56,199 | 1.0% | $1.16 | — | CONV | 23248VAB1 |
| — | MARRIOTT VACATION WORLDW | 58,617,000 | $53,488 | 0.9% | $1.00 | — | CONV | 57164YAD9 |
| — | SPIRIT AIRLINES INC | 58,445,000 | $52,980 | 0.9% | $0.95 | — | CONV | 848577AB8 |
| — | LYFT INC | 60,576,000 | $51,580 | 0.9% | $1.01 | — | CONV | 55087PAB0 |
| — | STANLEY BLACK & DECKER I | 754,966 | $51,134 | 0.9% | $94.98 | — | CONV PFD | 854502846 |
| SPY | SPDR S&P 500 ETF Trust | 135,000 | $50,930 | 0.9% | $377.26 | — | COM | 78462F103 |
| — | PEBBLEBROOK HOTEL TRUST | 56,812,000 | $50,875 | 0.9% | $1.09 | — | CONV | 70509VAA8 |
| — | JETBLUE AIRWAYS CORP | 66,295,000 | $49,091 | 0.9% | $0.74 | — | CONV | 477143AP6 |
| — | SHIFT4 PAYMENTS INC | 60,123,000 | $48,489 | 0.9% | $1.04 | — | CONV | 82452JAB5 |
| — | FIVE9 INC | 49,534,000 | $48,444 | 0.9% | $1.17 | — | CONV | 338307AD3 |
| — | HERBALIFE LTD | 53,065,000 | $47,201 | 0.8% | $0.96 | — | CONV | 42703MAD5 |
| — | ROYAL CARIBBEAN CRUISES | 48,395,000 | $44,009 | 0.8% | $1.18 | — | CONV | 780153BF8 |
| — | HAEMONETICS CORP | 55,765,000 | $43,916 | 0.8% | $0.84 | — | CONV | 405024AB6 |
| — | BILL.COM HOLDINGS INC | 42,323,000 | $42,598 | 0.8% | $1.05 | — | CONV | 090043AB6 |
| — | UBER TECHNOLOGIES INC | 52,103,000 | $41,824 | 0.7% | $0.98 | — | CONV | 90353TAJ9 |
| — | LIVEPERSON INC | 57,222,000 | $41,411 | 0.7% | $0.84 | — | CONV | 538146AD3 |
| — | EXACT SCIENCES CORP | 59,688,000 | $41,304 | 0.7% | $1.01 | — | CONV | 30063PAC9 |
| — | Q2 HOLDINGS INC | 48,540,000 | $40,507 | 0.7% | $1.05 | — | CONV | 74736LAD1 |
| — | VISHAY INTERTECHNOLOGY | 42,614,000 | $40,432 | 0.7% | $0.95 | — | CONV | 928298AP3 |
| — | ITRON INC | 50,600,000 | $40,354 | 0.7% | $0.85 | — | CONV | 465741AN6 |
| — | WORKDAY INC | 38,050,000 | $39,876 | 0.7% | $1.35 | — | CONV | 98138HAF8 |
| — | BLOCK INC | 53,852,000 | $39,748 | 0.7% | $1.06 | — | CONV | 852234AK9 |
| — | ALTERYX INC | 48,638,000 | $38,983 | 0.7% | $0.93 | — | CONV | 02156BAF0 |
| — | SPLUNK INC | 46,479,000 | $38,578 | 0.7% | $0.95 | — | CONV | 848637AF1 |
| — | BIOMARIN PHARMACEUTICAL | 37,527,000 | $37,482 | 0.7% | $1.01 | — | CONV | 09061GAK7 |
| — | SHOPIFY INC | 42,848,000 | $35,885 | 0.6% | $0.97 | — | CONV | 82509LAA5 |
| — | CHEESECAKE FACTORY (THE) | 45,327,000 | $34,788 | 0.6% | $0.95 | — | CONV | 163072AA9 |
| — | STARWOOD PROPERTY TRUST | 34,423,000 | $34,165 | 0.6% | $1.01 | — | CONV | 85571BAH8 |
| — | RAPID7 INC | 37,572,000 | $34,040 | 0.6% | $1.04 | — | CONV | 753422AF1 |
| — | LCI INDUSTRIES | 37,122,000 | $33,837 | 0.6% | $1.02 | — | CONV | 501812AB7 |
| — | BIOMARIN PHARMACEUTICAL | 34,005,000 | $33,750 | 0.6% | $1.04 | — | CONV | 09061GAH4 |
| — | LIBERTY MEDIA CORP | 28,661,000 | $33,691 | 0.6% | $1.06 | — | CONV | 531229AB8 |
| — | RINGCENTRAL INC | 40,902,000 | $33,642 | 0.6% | $1.09 | — | CONV | 76680RAF4 |
| — | SUMMIT HOTEL PROPERTIES | 39,157,000 | $33,283 | 0.6% | $1.10 | — | CONV | 866082AA8 |
| — | DANAHER CORP | 24,506 | $32,789 | 0.6% | $1751.34 | — | CONV PFD | 235851409 |
| — | ROYAL CARIBBEAN CRUISES | 33,949,000 | $32,591 | 0.6% | $1.16 | — | CONV | 780153BB7 |
| — | CRACKER BARREL OLD COUNT | 39,764,000 | $32,447 | 0.6% | $0.82 | — | CONV | 22410JAB2 |
| — | DROPBOX INC | 33,460,000 | $30,298 | 0.5% | $0.94 | — | CONV | 26210CAC8 |
| — | BENTLEY SYSTEMS INC | 34,674,000 | $30,045 | 0.5% | $0.99 | — | CONV | 08265TAB5 |
| — | BROADCOM INC | 19,527 | $29,661 | 0.5% | $2074.17 | — | CONV PFD | 11135F200 |
| — | TELADOC HEALTH INC | 39,521,000 | $29,147 | 0.5% | $1.04 | — | CONV | 87918AAF2 |
| — | NUVASIVE INC | 32,393,000 | $28,891 | 0.5% | $1.02 | — | CONV | 670704AJ4 |
| — | INSULET CORPORATION | 25,106,000 | $28,746 | 0.5% | $1.30 | — | CONV | 45784PAK7 |
| — | NRG ENERGY INC | 26,390,000 | $28,462 | 0.5% | $1.12 | — | CONV | 629377CG5 |
| — | EVERBRIDGE INC | 32,505,000 | $28,423 | 0.5% | $0.95 | — | CONV | 29978AAC8 |
| — | DTE ENERGY CO | 546,733 | $28,310 | 0.5% | $50.80 | — | CONV PFD | 233331842 |
| — | NEXTERA ENERGY INC | 567,975 | $28,240 | 0.5% | $43.91 | — | CONV PFD | 65339F770 |
| — | BOSTON SCIENTIFIC CORP | 276,620 | $28,157 | 0.5% | $113.21 | — | CONV PFD | 101137206 |
| — | ARES CAPITAL CORP | 26,464,000 | $27,622 | 0.5% | $1.00 | — | CONV | 04010LAW3 |
| — | ENPHASE ENERGY INC | 27,431,000 | $27,362 | 0.5% | $1.04 | — | CONV | 29355AAK3 |
| — | RINGCENTRAL INC | 36,137,000 | $27,320 | 0.5% | $0.94 | — | CONV | 76680RAH0 |
| — | MERITOR INC | 24,902,000 | $27,238 | 0.5% | $1.02 | — | CONV | 59001KAF7 |
| — | NICE LTD | 27,220,000 | $26,880 | 0.5% | $1.06 | — | CONV | 653656AB4 |
| — | ZSCALER INC. | 21,291,000 | $25,879 | 0.5% | $1.61 | — | CONV | 98980GAB8 |
| — | HALOZYME THERAPEUTICS IN | 29,094,000 | $25,812 | 0.5% | $0.88 | — | CONV | 40637HAD1 |
| — | CHEGG INC | 29,750,000 | $25,302 | 0.4% | $0.98 | — | CONV | 163092AD1 |
| — | TWITTER INC | 28,275,000 | $25,167 | 0.4% | $0.89 | — | CONV | 90184LAN2 |
| — | BURLINGTON STORES INC | 25,297,000 | $25,060 | 0.4% | $1.09 | — | CONV | 122017AB2 |
| — | REDWOOD TRUST INC | 26,162,000 | $24,887 | 0.4% | $1.01 | — | CONV | 758075AC9 |
| — | NEOGENOMICS INC | 28,986,000 | $24,348 | 0.4% | $0.85 | — | CONV | 64049MAA8 |
| — | OKTA INC | 26,839,000 | $23,645 | 0.4% | $1.11 | — | CONV | 679295AD7 |
| — | NEW MOUNTAIN FINANCE COR | 23,104,000 | $23,127 | 0.4% | $1.04 | — | CONV | 647551AC4 |
| — | IONIS PHARMACEUTICALS IN | 25,000,000 | $22,858 | 0.4% | $0.91 | — | CONV | 462222AD2 |
| — | PRA GROUP INC | 21,922,000 | $22,155 | 0.4% | $1.06 | — | CONV | 69354NAB2 |
| — | ETSY INC | 29,008,000 | $21,393 | 0.4% | $0.74 | — | CONV | 29786AAN6 |
| — | MIDDLEBY CORP | 18,090,000 | $20,523 | 0.4% | $1.35 | — | CONV | 596278AB7 |
| — | ENPHASE ENERGY INC | 20,500,000 | $20,418 | 0.4% | $1.02 | — | CONV | 29355AAH0 |
| — | LUMENTUM HOLDINGS INC | 19,606,000 | $20,182 | 0.4% | $1.20 | — | CONV | 55024UAD1 |
| — | NEOGENOMICS INC | 32,245,000 | $20,163 | 0.4% | $0.87 | — | CONV | 64049MAB6 |
| — | SPLUNK INC | 20,778,000 | $19,988 | 0.4% | $1.17 | — | CONV | 848637AC8 |
| — | RBC BEARINGS INC | 207,864 | $19,839 | 0.4% | $106.44 | — | CONV PFD | 75524B203 |
| — | NCL CORPORATION LTD | 20,237,000 | $19,555 | 0.3% | $1.47 | — | CONV | 62886HAX9 |
| — | VAIL RESORTS INC | 22,298,000 | $19,511 | 0.3% | $0.95 | — | CONV | 91879QAN9 |
| — | SOUTHERN CO | 366,613 | $19,485 | 0.3% | $53.50 | — | CONV PFD | 842587602 |
| — | TWITTER INC | 19,497,000 | $19,177 | 0.3% | $1.01 | — | CONV | 90184LAF9 |
| — | PENN NATIONAL GAMING INC | 12,900,000 | $19,173 | 0.3% | $2.60 | — | CONV | 707569AU3 |
| — | DISH NETWORK CORP | 26,755,000 | $18,865 | 0.3% | $0.99 | — | CONV | 25470MAF6 |
| — | BLACKSTONE MORTGAGE TR | 18,723,000 | $18,747 | 0.3% | $1.01 | — | CONV | 09257WAC4 |
| — | DRAFTKINGS HOLDINGS INC | 29,974,000 | $18,524 | 0.3% | $0.72 | — | CONV | 26142RAB0 |
| — | VERINT SYSTEMS INC | 19,921,000 | $18,278 | 0.3% | $0.92 | — | CONV | 92343XAC4 |
| — | ETSY INC | 23,467,000 | $18,269 | 0.3% | $1.00 | — | CONV | 29786AAL0 |
| — | VIAVI SOLUTIONS INC | 16,143,000 | $18,262 | 0.3% | $1.16 | — | CONV | 925550AB1 |
| — | BLACKLINE INC | 22,908,000 | $18,258 | 0.3% | $0.85 | — | CONV | 09239BAD1 |
| — | CINEMARK HOLDINGS INC | 14,032,000 | $18,136 | 0.3% | $1.51 | — | CONV | 17243VAB8 |
| — | MONGODB INC | 12,789,000 | $17,933 | 0.3% | $1.42 | — | CONV | 60937PAD8 |
| — | HEALTH CATALYST INC | 19,488,000 | $17,430 | 0.3% | $1.07 | — | CONV | 42225TAB3 |
| — | IMAX CORP | 19,435,000 | $17,336 | 0.3% | $0.89 | — | CONV | 45245EAJ8 |
| — | LIVEPERSON INC | 18,985,000 | $17,039 | 0.3% | $1.03 | — | CONV | 538146AB7 |
| — | ZENDESK INC | 17,318,000 | $16,859 | 0.3% | $1.37 | — | CONV | 98936JAD3 |
| — | COUPA SOFTWARE INC | 21,000,000 | $15,855 | 0.3% | $1.02 | — | CONV | 22266LAF3 |
| — | EVOLENT HEALTH INC | 13,849,000 | $15,658 | 0.3% | $0.94 | — | CONV | 30050BAD3 |
| — | AES CORP/THE | 171,828 | $14,844 | 0.3% | $102.24 | — | CONV PFD | 00130H204 |
| — | NEW RELIC INC | 14,391,000 | $13,945 | 0.2% | $0.98 | — | CONV | 64829BAB6 |
| — | PARSONS CORP | 13,006,000 | $13,728 | 0.2% | $1.00 | — | CONV | 70202LAB8 |
| — | DICK'S SPORTING GOODS | 5,500,000 | $13,155 | 0.2% | $2.39 | — | CONV | 253393AD4 |
| — | LENDINGTREE INC | 19,039,000 | $12,927 | 0.2% | $0.86 | — | CONV | 52603BAD9 |
| — | AMERICAN AIRLINES GROUP | 12,000,000 | $12,668 | 0.2% | $1.38 | — | CONV | 02376RAF9 |
| — | M/A-COM TECH SOLUTIONS | 14,455,000 | $12,648 | 0.2% | $0.87 | — | CONV | 55405YAB6 |
| — | HUBSPOT INC | 9,755,000 | $12,590 | 0.2% | $1.59 | — | CONV | 443573AD2 |
| — | SNAP INC | 12,555,000 | $12,379 | 0.2% | $1.79 | — | CONV | 83304AAD8 |
| — | INSMED INC | 13,018,000 | $12,165 | 0.2% | $0.88 | — | CONV | 457669AA7 |
| — | IONIS PHARMACEUTICALS IN | 13,680,000 | $12,086 | 0.2% | $0.99 | — | CONV | 462222AB6 |
| — | OMNICELL INC | 9,449,000 | $12,071 | 0.2% | $1.50 | — | CONV | 68213NAD1 |
| — | ZILLOW GROUP INC | 12,548,000 | $11,883 | 0.2% | $1.29 | — | CONV | 98954MAH4 |
| — | COPA HOLDINGS SA | 8,000,000 | $11,388 | 0.2% | $1.50 | — | CONV | 21720AAB8 |
| — | APTIV PLC | 106,506 | $11,265 | 0.2% | $105.77 | — | CONV PFD | EP0589507 |
| — | SABRE GLBL INC | 10,668,000 | $11,127 | 0.2% | $1.65 | — | CONV | 78573NAE2 |
| — | BLOOM ENERGY CORP | 8,854,000 | $10,996 | 0.2% | $1.41 | — | CONV | 093712AH0 |
| — | ETSY INC | 9,200,000 | $10,442 | 0.2% | $1.14 | — | CONV | 29786AAJ5 |
| — | NY COMMUNITY CAP TRUST V | 208,964 | $9,711 | 0.2% | $44.71 | — | CONV PFD | 64944P307 |
| — | PROS HOLDINGS INC | 10,435,000 | $9,626 | 0.2% | $1.05 | — | CONV | 74346YAH6 |
| — | REALOGY GROUP/CO-ISSUER | 13,015,000 | $9,533 | 0.2% | $0.73 | — | CONV | 75606DAP6 |
| — | INTEGRA LIFESCIENCES HLD | 10,084,000 | $9,491 | 0.2% | $1.12 | — | CONV | 457985AM1 |
| — | UNITED STATES STEEL CORP | 5,850,000 | $9,155 | 0.2% | $1.56 | — | CONV | 912909AT5 |
| — | EXACT SCIENCES CORP | 12,414,000 | $9,109 | 0.2% | $1.17 | — | CONV | 30063PAB1 |
| — | SOLAR EDGE TECHNOLOGIES | 7,304,000 | $8,816 | 0.2% | $1.22 | — | CONV | 83417MAD6 |
| — | DEXCOM INC | 4,704,000 | $8,658 | 0.2% | $1.91 | — | CONV | 252131AH0 |
| — | CHEFS' WAREHOUSE THE | 7,534,000 | $8,363 | 0.1% | $1.02 | — | CONV | 163086AB7 |
| — | WOLFSPEED INC | 5,400,000 | $8,276 | 0.1% | $2.17 | — | CONV | 225447AD3 |
| — | REDWOOD TRUST INC | 8,079,000 | $7,311 | 0.1% | $1.01 | — | CONV | 758075AD7 |
| — | AKAMAI TECHNOLOGIES INC | 6,500,000 | $7,147 | 0.1% | $1.10 | — | CONV | 00971TAJ0 |
| — | ZILLOW GROUP INC | 6,440,000 | $6,672 | 0.1% | $2.48 | — | CONV | 98954MAE1 |
| — | ATI INC | 4,060,000 | $6,612 | 0.1% | $1.35 | — | CONV | 01741RAK8 |
| — | AERIE PHARMACEUTICALS | 7,700,000 | $6,571 | 0.1% | $1.02 | — | CONV | 00771VAB4 |
| — | CENTENNIAL RESOURCE PROD | 5,231,000 | $6,558 | 0.1% | $1.24 | — | CONV | 15136AAA0 |
| — | BLACKSTONE MORTGAGE TR | 6,914,000 | $6,319 | 0.1% | $0.99 | — | CONV | 09257WAE0 |
| — | SAREPTA THERAPEUTICS INC | 4,910,000 | $6,162 | 0.1% | $1.55 | — | CONV | 803607AB6 |
| — | REPLIGEN CORP | 4,000,000 | $6,098 | 0.1% | $1.52 | — | CONV | 759916AB5 |
| — | KAMAN CORP | 6,358,000 | $5,977 | 0.1% | $1.11 | — | CONV | 483548AF0 |
| — | PURE STORAGE INC | 5,300,000 | $5,952 | 0.1% | $1.12 | — | CONV | 74624MAB8 |
| — | PARAMOUNT GLOBAL | 147,993 | $5,949 | 0.1% | $49.29 | — | CONV PFD | 92556H305 |
| — | MANDIANT INC | 5,300,000 | $5,798 | 0.1% | $1.03 | — | CONV | 31816QAF8 |
| — | WINNEBAGO INDUSTRIES | 5,400,000 | $5,555 | 0.1% | $1.09 | — | CONV | 974637AB6 |
| — | MARRIOTT VACATION WORLDW | 5,349,000 | $5,352 | 0.1% | $0.95 | — | CONV | 57164YAB3 |
| — | LIVONGO HEALTH | 6,184,000 | $5,232 | 0.1% | $1.16 | — | CONV | 539183AA1 |
| — | ON SEMICONDUCTOR CORP | 4,500,000 | $5,202 | 0.1% | $1.16 | — | CONV | 682189AS4 |
| — | APOLLO CMMRL REAL EST FI | 5,144,000 | $5,025 | 0.1% | $1.02 | — | CONV | 03762UAC9 |
| — | NEVRO CORP | 5,195,000 | $4,841 | 0.1% | $1.07 | — | CONV | 64157FAC7 |
| — | GREENBRIER COS INC | 5,080,000 | $4,750 | 0.1% | $0.94 | — | CONV | 393657AM3 |
| — | BANDWIDTH INC | 6,843,000 | $4,742 | 0.1% | $0.75 | — | CONV | 05988JAB9 |
| — | LIVE NATION ENTERTAINMEN | 4,480,000 | $4,682 | 0.1% | $1.11 | — | CONV | 538034AU3 |
| — | DOCUSIGN INC | 5,000,000 | $4,630 | 0.1% | $0.93 | — | CONV | 256163AD8 |
| — | EXACT SCIENCES CORP | 4,872,000 | $4,487 | 0.1% | $1.13 | — | CONV | 30063PAA3 |
| — | NATIONAL VISION HOLDINGS | 3,930,000 | $4,426 | 0.1% | $1.77 | — | CONV | 63845RAB3 |
| — | ELANCO ANIMAL HEALTH INC | 133,023 | $4,274 | 0.1% | $46.59 | — | CONV PFD | 28414H202 |
| — | H WORLD GROUP LTD | 3,650,000 | $4,271 | 0.1% | $1.07 | — | CONV | 44332NAB2 |
| T | AT&T Inc | 200,000 | $4,192 | 0.1% | $15.26 | +6.9% | COM | 00206R102 |
| — | CNX RESOURCES CORP | 2,850,000 | $4,180 | 0.1% | $1.35 | — | CONV | 12653CAG3 |
| — | MICROCHIP TECHNOLOGY INC | 4,001,000 | $4,001 | 0.1% | $1.16 | — | CONV | 595017AU8 |
| — | LUMENTUM HOLDINGS INC | 2,800,000 | $3,891 | 0.1% | $1.39 | — | CONV | 55024UAB5 |
| MSFT | Microsoft Corp | 15,000 | $3,852 | 0.1% | $263.43 | 0.0% | COM | 594918104 |
| — | FARFETCH LTD | 3,990,000 | $3,557 | 0.1% | $1.30 | — | CONV | 30744WAD9 |
| DKS | Dick's Sporting Goods Inc | 46,556 | $3,509 | 0.1% | $81.46 | 0.0% | COM | 253393102 |
| — | MAKEMYTRIP LIMITED | 3,528,000 | $3,487 | 0.1% | $1.00 | — | CONV | 56087FAB0 |
| F | Ford Motor Co | 306,420 | $3,410 | 0.1% | $10.69 | -1.4% | COM | 345370860 |
| — | SEA LTD | 4,392,000 | $3,228 | 0.1% | $1.01 | — | CONV | 81141RAG5 |
| DE | Deere & Co | 10,000 | $2,995 | 0.1% | $349.66 | 0.0% | COM | 244199105 |
| XYZ | Block Inc | 46,335 | $2,848 | 0.1% | $91.37 | 0.0% | COM | 852234103 |
| COP | ConocoPhillips | 30,000 | $2,694 | 0.0% | $42.04 | +113.9% | COM | 20825C104 |
| VLO | Valero Energy Corp | 25,000 | $2,657 | 0.0% | $105.92 | 0.0% | COM | 91913Y100 |
| — | COUPA SOFTWARE INC | 2,900,000 | $2,408 | 0.0% | $1.20 | — | CONV | 22266LAC0 |
| — | SEA LTD | 2,000,000 | $2,222 | 0.0% | $1.11 | — | CONV | 81141RAF7 |
| — | BRAEMAR HOTELS & RESORTS | 2,040,000 | $2,073 | 0.0% | $1.02 | — | CONV | 10482BAB7 |
| EQT | EQT Corp | 60,000 | $2,064 | 0.0% | $39.03 | 0.0% | COM | 26884L109 |
| — | NIO INC | 2,000,000 | $1,689 | 0.0% | $0.85 | — | CONV | 62914VAE6 |
| — | NIO INC | 2,031,000 | $1,543 | 0.0% | $0.81 | — | CONV | 62914VAF3 |
| — | Altair Engineering Inc | 23,760 | $1,247 | 0.0% | $52.48 | — | COM | 021369103 |
| — | Spirit Airlines Inc | 50,000 | $1,192 | 0.0% | $23.84 | — | COM | 848577102 |
| OXY | Occidental Petroleum Corp | 20,000 | $1,178 | 0.0% | $58.13 | 0.0% | COM | 674599105 |
| MCHP | Microchip Technology Inc | 20,000 | $1,162 | 0.0% | $60.87 | 0.0% | COM | 595017104 |
| NCLH | Norwegian Cruise Line Holdings | 94,442 | $1,050 | 0.0% | $16.76 | 0.0% | COM | G66721104 |
| JBLU | JetBlue Airways Corp | 100,000 | $837 | 0.0% | $10.69 | 0.0% | COM | 477143101 |
| — | BECTON DICKINSON AND CO | 16,778 | $836 | 0.0% | $52.37 | — | CONV PFD | 075887406 |
| SOFI | SoFi Technologies Inc | 150,000 | $791 | 0.0% | $6.76 | 0.0% | COM | 83406F102 |
| FTCHQ | Farfetch Ltd | 100,000 | $716 | 0.0% | $10.23 | 0.0% | COM | 30744W107 |
| — | Advent Convertible and Income | 59,048 | $712 | 0.0% | $15.04 | — | COM | 00764C109 |
| — | Luminar Technologies Inc | 100,000 | $593 | 0.0% | $5.93 | — | COM | 550424105 |
| — | Figure Acquisition Corp I | 54,600 | $536 | 0.0% | $10.12 | — | COM | 302438205 |
| INN | Summit Hotel Properties Inc | 73,560 | $535 | 0.0% | $7.27 | — | COM | 866082100 |
| — | Focus Impact Acquisition Corp | 50,000 | $504 | 0.0% | $10.06 | — | COM | 34417L208 |
| JWSUF | Jaws Mustang Acquisition Corp | 46,400 | $459 | 0.0% | $10.16 | — | COM | G50737116 |
| — | Lazard Growth Acquisition Corp | 46,300 | $456 | 0.0% | $10.00 | — | COM | G54035129 |
| — | Simon Property Group Acquisiti | 46,500 | $455 | 0.0% | $10.06 | — | COM | 82880R202 |
| — | Colicity Inc | 45,900 | $452 | 0.0% | $10.10 | — | COM | 194170205 |
| — | Austerlitz Acquisition Corp II | 45,300 | $443 | 0.0% | $10.04 | — | COM | G0633U119 |
| — | Blockchain Coinvestors Acquisi | 40,000 | $399 | 0.0% | $10.10 | — | COM | G11765123 |
| — | Liberty Media Acquisition Corp | 39,330 | $387 | 0.0% | $10.10 | — | COM | 53073L104 |
| — | VMG Consumer Acquisition Corp | 30,000 | $299 | 0.0% | $10.13 | — | COM | 91842V201 |
| SNAP | Snap Inc | 17,600 | $231 | 0.0% | $24.29 | -6.1% | COM | 83304A106 |
| — | Music Acquisition Corp/The | 18,183 | $178 | 0.0% | $9.97 | — | COM | 62752R209 |
| — | Tishman Speyer Innovation Corp | 18,000 | $176 | 0.0% | $10.00 | — | COM | 88825H209 |
| ABNB | Airbnb Inc | 1,920 | $171 | 0.0% | $136.03 | -4.3% | COM | 009066101 |
| — | Thunder Bridge Capital Partner | 13,876 | $136 | 0.0% | $9.87 | — | COM | 88605T209 |
| — | BLACKLINE INC | 123,000 | $135 | 0.0% | $1.50 | — | CONV | 09239BAB5 |
| VAC | Marriott Vacations Worldwide C | 930 | $108 | 0.0% | $140.62 | 0.0% | COM | 57164Y107 |
| — | Twitter Inc | 2,766 | $103 | 0.0% | $37.24 | — | COM | 90184L102 |
| IMAX | IMAX Corp | 5,400 | $91 | 0.0% | $16.26 | 0.0% | COM | 45245E109 |
| ENPH | Enphase Energy Inc | 465 | $91 | 0.0% | $180.77 | 0.0% | COM | 29355A107 |
| OKTA | Okta Inc | 890 | $80 | 0.0% | $179.25 | -39.8% | COM | 679295105 |
| MTCH | Match Group Inc | 730 | $51 | 0.0% | $79.23 | 0.0% | COM | 57667L107 |
| QTWO | Q2 Holdings Inc | 1,335 | $51 | 0.0% | $48.63 | 0.0% | COM | 74736L109 |
| ITRI | Itron Inc | 861 | $43 | 0.0% | $49.61 | 0.0% | COM | 465741106 |
| FIVN | Five9 Inc | 347 | $32 | 0.0% | $101.15 | 0.0% | COM | 338307101 |
| CNK | Cinemark Holdings Inc | 1,900 | $29 | 0.0% | $15.65 | 0.0% | COM | 17243V102 |
| BSY | Bentley Systems Inc | 623 | $21 | 0.0% | $36.10 | 0.0% | COM | 08265T208 |
| GRABW | GRAB HOLDINGS LTD - CL A | 50,000 | $21 | 0.0% | $0.42 | — | COM | G4124C117 |
| BBAI/WS | BIGBEAR.AI HOLDINGS INC | 47,332 | $19 | 0.0% | $0.80 | — | COM | 08975B117 |
| DCFWQ | TRITIUM DCFC LTD | 6,066 | $8 | 0.0% | $3.13 | — | COM | Q9225T116 |
| DNABW | GINKGO BIOWORKS HOLDINGS INC | 9,240 | $5 | 0.0% | $3.35 | — | COM | 37611X118 |
| — | 26 CAPITAL ACQUISITION COR-A | 11,718 | $4 | 0.0% | $0.85 | — | COM | 90138P118 |
| — | ALLEGO NV | 9,150 | $4 | 0.0% | $1.09 | — | COM | N0796A118 |
| — | LIBERTY MEDIA ACQUISITION -A | 7,866 | $4 | 0.0% | $1.40 | — | COM | 53073L112 |
| — | M3-BRIGADE ACQUISITION II-A | 25,000 | $3 | 0.0% | $1.16 | — | COM | 553800111 |
| — | AUSTERLITZ ACQUISITION COR-A | 11,675 | $3 | 0.0% | $1.03 | — | COM | G0633D125 |
| — | DHC ACQUISITION CORP-A | 29,666 | $2 | 0.0% | $0.51 | — | COM | G2758T117 |
| — | ARES ACQUISITION CORP-A | 4,640 | $1 | 0.0% | $0.22 | — | COM | G33032122 |
| — | TRAVERE THERAPEUTICS INC | 1,000 | $1 | 0.0% | $0.93 | — | CONV | 761299AB2 |
| — | FATHOM DIGITAL MANUFACTURING | 3,175 | $1 | 0.0% | $0.94 | — | COM | 31189Y111 |