The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AMERICAN AIRLINES GROUP | CONV | 02376RAF9 | 22,958 | 22,652,000 | PRN | SOLE | 22,652,000 | 0 | 0 | ||
AIRBNB INC | CONV | 009066AB7 | 66,724 | 80,101,000 | PRN | SOLE | 80,101,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | CONV | 00971TAJ0 | 6,637 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | CONV | 00971TAL5 | 59,785 | 63,907,000 | PRN | SOLE | 63,907,000 | 0 | 0 | ||
ARES CAPITAL CORP | CONV | 04010LAW3 | 31,219 | 30,439,000 | PRN | SOLE | 30,439,000 | 0 | 0 | ||
APOLLO CMMRL REAL EST FI | CONV | 03762UAC9 | 4,914 | 4,998,000 | PRN | SOLE | 4,998,000 | 0 | 0 | ||
ATI INC | CONV | 01741RAK8 | 7,407 | 4,060,000 | PRN | SOLE | 4,060,000 | 0 | 0 | ||
AIR TRANSPORT SERVICES G | CONV | 00922RAB1 | 3,008 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
AVALARA INC | CONV | 05338GAB2 | 19,926 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
ALTERYX INC | CONV | 02156BAD5 | 7,595 | 8,439,000 | PRN | SOLE | 8,439,000 | 0 | 0 | ||
ALTERYX INC | CONV | 02156BAF0 | 44,917 | 55,113,000 | PRN | SOLE | 55,113,000 | 0 | 0 | ||
BLOOM ENERGY CORP | CONV | 093712AH0 | 11,188 | 8,017,000 | PRN | SOLE | 8,017,000 | 0 | 0 | ||
BRAEMAR HOTELS & RESORTS | CONV | 10482BAB7 | 1,957 | 2,040,000 | PRN | SOLE | 2,040,000 | 0 | 0 | ||
BILL.COM HOLDINGS INC | CONV | 090043AB6 | 15,642 | 14,194,000 | PRN | SOLE | 14,194,000 | 0 | 0 | ||
BOOKING HOLDINGS INC | CONV | 09857LAN8 | 141,735 | 117,496,000 | PRN | SOLE | 117,496,000 | 0 | 0 | ||
BLACKLINE INC | CONV | 09239BAB5 | 128 | 123,000 | PRN | SOLE | 123,000 | 0 | 0 | ||
BLACKLINE INC | CONV | 09239BAD1 | 54,268 | 66,668,000 | PRN | SOLE | 66,668,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL | CONV | 09061GAH4 | 33,619 | 33,845,000 | PRN | SOLE | 33,845,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL | CONV | 09061GAK7 | 33,470 | 33,534,000 | PRN | SOLE | 33,534,000 | 0 | 0 | ||
BENTLEY SYSTEMS INC | CONV | 08265TAB5 | 31,091 | 37,035,000 | PRN | SOLE | 37,035,000 | 0 | 0 | ||
BENTLEY SYSTEMS | CONV | 08265TAD1 | 26,927 | 35,500,000 | PRN | SOLE | 35,500,000 | 0 | 0 | ||
BURLINGTON STORES INC | CONV | 122017AB2 | 57,561 | 60,273,000 | PRN | SOLE | 60,273,000 | 0 | 0 | ||
BLACKSTONE MORTGAGE TR | CONV | 09257WAC4 | 6,684 | 6,709,000 | PRN | SOLE | 6,709,000 | 0 | 0 | ||
BLACKSTONE MORTGAGE TR | CONV | 09257WAE0 | 14,048 | 16,467,000 | PRN | SOLE | 16,467,000 | 0 | 0 | ||
CHEESECAKE FACTORY (THE) | CONV | 163072AA9 | 29,549 | 37,974,000 | PRN | SOLE | 37,974,000 | 0 | 0 | ||
CRACKER BARREL OLD COUNT | CONV | 22410JAB2 | 27,740 | 33,250,000 | PRN | SOLE | 33,250,000 | 0 | 0 | ||
CHEFS' WAREHOUSE THE | CONV | 163086AB7 | 7,217 | 7,327,000 | PRN | SOLE | 7,327,000 | 0 | 0 | ||
CHEGG INC | CONV | 163092AD1 | 38,143 | 43,893,000 | PRN | SOLE | 43,893,000 | 0 | 0 | ||
COHERUS BIOSCIENCES INC | CONV | 19249HAB9 | 4,861 | 6,144,000 | PRN | SOLE | 6,144,000 | 0 | 0 | ||
CINEMARK HOLDINGS INC | CONV | 17243VAB8 | 25,985 | 23,067,000 | PRN | SOLE | 23,067,000 | 0 | 0 | ||
CNX RESOURCES CORP | CONV | 12653CAG3 | 15,530 | 11,177,000 | PRN | SOLE | 11,177,000 | 0 | 0 | ||
COUPA SOFTWARE INC | CONV | 22266LAC0 | 6,533 | 7,700,000 | PRN | SOLE | 7,700,000 | 0 | 0 | ||
COUPA SOFTWARE INC | CONV | 22266LAF3 | 37,788 | 48,853,000 | PRN | SOLE | 48,853,000 | 0 | 0 | ||
CYBERARK SOFTWARE LTD | CONV | 23248VAB1 | 29,983 | 26,243,000 | PRN | SOLE | 26,243,000 | 0 | 0 | ||
DROPBOX INC | CONV | 26210CAC8 | 31,374 | 35,877,000 | PRN | SOLE | 35,877,000 | 0 | 0 | ||
DROPBOX INC | CONV | 26210CAD6 | 57,931 | 67,755,000 | PRN | SOLE | 67,755,000 | 0 | 0 | ||
DISH NETWORK CORP | CONV | 25470MAF6 | 18,042 | 27,295,000 | PRN | SOLE | 27,295,000 | 0 | 0 | ||
DISH NETWORK CORP | CONV | 25470MAB5 | 54,846 | 79,430,000 | PRN | SOLE | 79,430,000 | 0 | 0 | ||
DRAFTKINGS HOLDINGS INC | CONV | 26142RAB0 | 38,209 | 58,296,000 | PRN | SOLE | 58,296,000 | 0 | 0 | ||
DOCUSIGN INC | CONV | 256163AD8 | 4,690 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
DEXCOM INC | CONV | 252131AK3 | 59,806 | 64,568,000 | PRN | SOLE | 64,568,000 | 0 | 0 | ||
DEXCOM INC | CONV | 252131AH0 | 10,395 | 5,234,000 | PRN | SOLE | 5,234,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | CONV | 298736AL3 | 55,166 | 60,708,000 | PRN | SOLE | 60,708,000 | 0 | 0 | ||
ELEVANCE HEALTH INC | CONV | 94973VBG1 | 56,131 | 8,676,000 | PRN | SOLE | 8,676,000 | 0 | 0 | ||
ENPHASE ENERGY INC | CONV | 29355AAK3 | 15,821 | 13,273,000 | PRN | SOLE | 13,273,000 | 0 | 0 | ||
EQT CORP | CONV | 26884LAK5 | 88,161 | 31,934,000 | PRN | SOLE | 31,934,000 | 0 | 0 | ||
ETSY INC | CONV | 29786AAN6 | 27,768 | 35,668,000 | PRN | SOLE | 35,668,000 | 0 | 0 | ||
ETSY INC | CONV | 29786AAL0 | 18,316 | 20,731,000 | PRN | SOLE | 20,731,000 | 0 | 0 | ||
EVERBRIDGE INC | CONV | 29978AAC8 | 22,099 | 25,006,000 | PRN | SOLE | 25,006,000 | 0 | 0 | ||
EVOLENT HEALTH INC | CONV | 30050BAD3 | 16,456 | 13,014,000 | PRN | SOLE | 13,014,000 | 0 | 0 | ||
EXACT SCIENCES CORP | CONV | 30063PAC9 | 41,550 | 65,176,000 | PRN | SOLE | 65,176,000 | 0 | 0 | ||
EXACT SCIENCES CORP | CONV | 30063PAB1 | 8,198 | 11,764,000 | PRN | SOLE | 11,764,000 | 0 | 0 | ||
EXACT SCIENCES CORP | CONV | 30063PAA3 | 2,681 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
EXPEDIA GROUP INC | CONV | 30212PBE4 | 80,778 | 92,856,000 | PRN | SOLE | 92,856,000 | 0 | 0 | ||
NATIONAL VISION HOLDINGS | CONV | 63845RAB3 | 4,878 | 3,930,000 | PRN | SOLE | 3,930,000 | 0 | 0 | ||
FORD MOTOR COMPANY | CONV | 345370CZ1 | 121,143 | 131,749,000 | PRN | SOLE | 131,749,000 | 0 | 0 | ||
FIVE9 INC | CONV | 338307AD3 | 66,414 | 73,022,000 | PRN | SOLE | 73,022,000 | 0 | 0 | ||
SHIFT4 PAYMENTS INC | CONV | 82452JAD1 | 30,313 | 39,464,000 | PRN | SOLE | 39,464,000 | 0 | 0 | ||
SHIFT4 PAYMENTS INC | CONV | 82452JAB5 | 52,888 | 59,592,000 | PRN | SOLE | 59,592,000 | 0 | 0 | ||
GREENBRIER COS INC | CONV | 393657AM3 | 1,216 | 1,540,000 | PRN | SOLE | 1,540,000 | 0 | 0 | ||
HAEMONETICS CORP | CONV | 405024AB6 | 48,609 | 60,765,000 | PRN | SOLE | 60,765,000 | 0 | 0 | ||
HALOZYME THERAPEUTICS IN | CONV | 40637HAD1 | 25,112 | 29,500,000 | PRN | SOLE | 29,500,000 | 0 | 0 | ||
HEALTH CATALYST INC | CONV | 42225TAB3 | 17,869 | 20,930,000 | PRN | SOLE | 20,930,000 | 0 | 0 | ||
HERBALIFE LTD | CONV | 42703MAD5 | 48,443 | 53,410,000 | PRN | SOLE | 53,410,000 | 0 | 0 | ||
REALOGY GROUP/CO-ISSUER | CONV | 75606DAP6 | 13,035 | 18,542,000 | PRN | SOLE | 18,542,000 | 0 | 0 | ||
H WORLD GROUP LTD | CONV | 44332NAB2 | 3,954 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
HUBSPOT INC | CONV | 443573AD2 | 13,982 | 11,804,000 | PRN | SOLE | 11,804,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLD | CONV | 457985AM1 | 8,845 | 10,084,000 | PRN | SOLE | 10,084,000 | 0 | 0 | ||
ILLUMINA INC | CONV | 452327AK5 | 80,296 | 83,639,000 | PRN | SOLE | 83,639,000 | 0 | 0 | ||
IMAX CORP | CONV | 45245EAJ8 | 17,157 | 20,701,000 | PRN | SOLE | 20,701,000 | 0 | 0 | ||
SUMMIT HOTEL PROPERTIES | CONV | 866082AA8 | 29,653 | 35,555,000 | PRN | SOLE | 35,555,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS IN | CONV | 462222AB6 | 15,020 | 16,518,000 | PRN | SOLE | 16,518,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS IN | CONV | 462222AD2 | 19,863 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
ITRON INC | CONV | 465741AN6 | 42,490 | 54,058,000 | PRN | SOLE | 54,058,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | CONV | 472145AF8 | 59,664 | 55,501,000 | PRN | SOLE | 55,501,000 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | CONV | 477143AP6 | 59,121 | 82,687,000 | PRN | SOLE | 82,687,000 | 0 | 0 | ||
KAMAN CORP | CONV | 483548AF0 | 5,826 | 6,175,000 | PRN | SOLE | 6,175,000 | 0 | 0 | ||
LCI INDUSTRIES | CONV | 501812AB7 | 17,296 | 20,135,000 | PRN | SOLE | 20,135,000 | 0 | 0 | ||
LUMENTUM HOLDINGS INC | CONV | 55024UAD1 | 16,941 | 18,070,000 | PRN | SOLE | 18,070,000 | 0 | 0 | ||
LUMENTUM HOLDINGS INC | CONV | 55024UAB5 | 3,448 | 2,800,000 | PRN | SOLE | 2,800,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | CONV | 531229AB8 | 33,031 | 27,469,000 | PRN | SOLE | 27,469,000 | 0 | 0 | ||
LIVEPERSON INC | CONV | 538146AD3 | 31,811 | 46,552,000 | PRN | SOLE | 46,552,000 | 0 | 0 | ||
SOUTHWEST AIRLINES CO | CONV | 844741BG2 | 156,030 | 136,241,000 | PRN | SOLE | 136,241,000 | 0 | 0 | ||
LYFT INC | CONV | 55087PAB0 | 50,395 | 58,770,000 | PRN | SOLE | 58,770,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMEN | CONV | 538034AU3 | 18,168 | 18,278,000 | PRN | SOLE | 18,278,000 | 0 | 0 | ||
MONGODB INC | CONV | 60937PAD8 | 31,615 | 27,027,000 | PRN | SOLE | 27,027,000 | 0 | 0 | ||
MIDDLEBY CORP | CONV | 596278AB7 | 23,232 | 20,281,000 | PRN | SOLE | 20,281,000 | 0 | 0 | ||
MAKEMYTRIP LIMITED | CONV | 56087FAB0 | 2,606 | 2,478,000 | PRN | SOLE | 2,478,000 | 0 | 0 | ||
VAIL RESORTS INC | CONV | 91879QAN9 | 23,287 | 26,595,000 | PRN | SOLE | 26,595,000 | 0 | 0 | ||
M/A-COM TECH SOLUTIONS | CONV | 55405YAB6 | 13,195 | 13,981,000 | PRN | SOLE | 13,981,000 | 0 | 0 | ||
NCL CORPORATION LTD | CONV | 62886HAX9 | 22,476 | 22,784,000 | PRN | SOLE | 22,784,000 | 0 | 0 | ||
NEOGENOMICS INC | CONV | 64049MAB6 | 21,735 | 33,421,000 | PRN | SOLE | 33,421,000 | 0 | 0 | ||
NEOGENOMICS INC | CONV | 64049MAA8 | 24,318 | 27,824,000 | PRN | SOLE | 27,824,000 | 0 | 0 | ||
CLOUDFLARE INC | CONV | 18915MAC1 | 46,681 | 59,694,000 | PRN | SOLE | 59,694,000 | 0 | 0 | ||
NEW RELIC INC | CONV | 64829BAB6 | 2,134 | 2,184,000 | PRN | SOLE | 2,184,000 | 0 | 0 | ||
NICE LTD | CONV | 653656AB4 | 10,029 | 10,825,000 | PRN | SOLE | 10,825,000 | 0 | 0 | ||
NIO INC | CONV | 62914VAF3 | 718 | 951,000 | PRN | SOLE | 951,000 | 0 | 0 | ||
NIO INC | CONV | 62914VAE6 | 640 | 720,000 | PRN | SOLE | 720,000 | 0 | 0 | ||
NEW MOUNTAIN FINANCE COR | CONV | 647551AC4 | 22,883 | 23,114,000 | PRN | SOLE | 23,114,000 | 0 | 0 | ||
NRG ENERGY INC | CONV | 629377CG5 | 19,273 | 18,021,000 | PRN | SOLE | 18,021,000 | 0 | 0 | ||
NUVASIVE INC | CONV | 670704AJ4 | 28,200 | 32,252,000 | PRN | SOLE | 32,252,000 | 0 | 0 | ||
NUVASIVE INC | CONV | 670704AL9 | 12,222 | 12,600,000 | PRN | SOLE | 12,600,000 | 0 | 0 | ||
OKTA INC | CONV | 679295AD7 | 20,390 | 24,274,000 | PRN | SOLE | 24,274,000 | 0 | 0 | ||
OKTA INC | CONV | 679295AF2 | 35,144 | 44,970,000 | PRN | SOLE | 44,970,000 | 0 | 0 | ||
OMNICELL INC | CONV | 68213NAD1 | 12,485 | 11,712,000 | PRN | SOLE | 11,712,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | CONV | 682189AS4 | 5,956 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
OAK STREET HEALTH INC | CONV | 67181AAB3 | 36,322 | 46,837,000 | PRN | SOLE | 46,837,000 | 0 | 0 | ||
PALO ALTO NETWORKS | CONV | 697435AF2 | 70,902 | 41,830,000 | PRN | SOLE | 41,830,000 | 0 | 0 | ||
PEBBLEBROOK HOTEL TRUST | CONV | 70509VAA8 | 53,029 | 61,805,000 | PRN | SOLE | 61,805,000 | 0 | 0 | ||
PENN ENTERTAINMENT INC | CONV | 707569AU3 | 22,846 | 16,266,000 | PRN | SOLE | 16,266,000 | 0 | 0 | ||
INSULET CORPORATION | CONV | 45784PAK7 | 24,627 | 20,809,000 | PRN | SOLE | 20,809,000 | 0 | 0 | ||
PERMIAN RESOURC OPTG LLC | CONV | 15136AAA0 | 7,389 | 5,506,000 | PRN | SOLE | 5,506,000 | 0 | 0 | ||
PRA GROUP INC | CONV | 69354NAB2 | 15,609 | 15,863,000 | PRN | SOLE | 15,863,000 | 0 | 0 | ||
PROS HOLDINGS INC | CONV | 74346YAH6 | 9,404 | 10,166,000 | PRN | SOLE | 10,166,000 | 0 | 0 | ||
PARSONS CORP | CONV | 70202LAB8 | 13,138 | 12,706,000 | PRN | SOLE | 12,706,000 | 0 | 0 | ||
PIONEER NATURAL RESOURCE | CONV | 723787AP2 | 92,000 | 42,377,000 | PRN | SOLE | 42,377,000 | 0 | 0 | ||
Q2 HOLDINGS INC | CONV | 74736LAD1 | 40,363 | 50,739,000 | PRN | SOLE | 50,739,000 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES | CONV | 780153BF8 | 2,623 | 2,792,000 | PRN | SOLE | 2,792,000 | 0 | 0 | ||
REPLIGEN CORP | CONV | 759916AB5 | 9,494 | 5,480,000 | PRN | SOLE | 5,480,000 | 0 | 0 | ||
RINGCENTRAL INC | CONV | 76680RAF4 | 28,630 | 33,832,000 | PRN | SOLE | 33,832,000 | 0 | 0 | ||
RINGCENTRAL INC | CONV | 76680RAH0 | 44,749 | 57,815,000 | PRN | SOLE | 57,815,000 | 0 | 0 | ||
RAPID7 INC | CONV | 753422AF1 | 14,643 | 19,175,000 | PRN | SOLE | 19,175,000 | 0 | 0 | ||
REDWOOD TRUST INC | CONV | 758075AC9 | 24,847 | 25,162,000 | PRN | SOLE | 25,162,000 | 0 | 0 | ||
REDWOOD TRUST INC | CONV | 758075AD7 | 7,112 | 7,837,000 | PRN | SOLE | 7,837,000 | 0 | 0 | ||
SABRE GLBL INC | CONV | 78573NAE2 | 9,920 | 10,293,000 | PRN | SOLE | 10,293,000 | 0 | 0 | ||
SPIRIT AIRLINES INC | CONV | 848577AB8 | 46,404 | 54,179,000 | PRN | SOLE | 54,179,000 | 0 | 0 | ||
SEA LTD | CONV | 81141RAG5 | 3,063 | 4,392,000 | PRN | SOLE | 4,392,000 | 0 | 0 | ||
SEA LTD | CONV | 81141RAF7 | 1,983 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
SOLAR EDGE TECHNOLOGIES | CONV | 83417MAD6 | 6,504 | 5,948,000 | PRN | SOLE | 5,948,000 | 0 | 0 | ||
SHAKE SHACK INC | CONV | 819047AB7 | 337 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
SHOPIFY INC | CONV | 82509LAA5 | 6,131 | 7,454,000 | PRN | SOLE | 7,454,000 | 0 | 0 | ||
SILICON LABORATORIES INC | CONV | 826919AD4 | 13,981 | 11,761,000 | PRN | SOLE | 11,761,000 | 0 | 0 | ||
SNAP INC | CONV | 83304AAD8 | 9,405 | 10,296,000 | PRN | SOLE | 10,296,000 | 0 | 0 | ||
SNAP INC | CONV | 83304AAB2 | 70,046 | 81,142,000 | PRN | SOLE | 81,142,000 | 0 | 0 | ||
SPLUNK INC | CONV | 848637AC8 | 6,183 | 6,471,000 | PRN | SOLE | 6,471,000 | 0 | 0 | ||
SPLUNK INC | CONV | 848637AF1 | 41,070 | 51,871,000 | PRN | SOLE | 51,871,000 | 0 | 0 | ||
SPLUNK INC | CONV | 848637AD6 | 83,059 | 94,126,000 | PRN | SOLE | 94,126,000 | 0 | 0 | ||
BLOCK INC | CONV | 852234AK9 | 35,667 | 49,538,000 | PRN | SOLE | 49,538,000 | 0 | 0 | ||
BLOCK INC | CONV | 852234AF0 | 61,551 | 67,546,000 | PRN | SOLE | 67,546,000 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | CONV | 803607AC4 | 27,350 | 26,438,000 | PRN | SOLE | 26,438,000 | 0 | 0 | ||
STARWOOD PROPERTY TRUST | CONV | 85571BAH8 | 25,443 | 26,112,000 | PRN | SOLE | 26,112,000 | 0 | 0 | ||
LIVONGO HEALTH | CONV | 539183AA1 | 7,210 | 8,594,000 | PRN | SOLE | 8,594,000 | 0 | 0 | ||
TELADOC HEALTH INC | CONV | 87918AAF2 | 28,946 | 39,313,000 | PRN | SOLE | 39,313,000 | 0 | 0 | ||
LENDINGTREE INC | CONV | 52603BAD9 | 14,386 | 20,039,000 | PRN | SOLE | 20,039,000 | 0 | 0 | ||
TRAVERE THERAPEUTICS INC | CONV | 761299AB2 | 1 | 1,000 | PRN | SOLE | 1,000 | 0 | 0 | ||
TRAVERE THERAPEUTICS INC | CONV | 89422GAA5 | 1,483 | 1,450,000 | PRN | SOLE | 1,450,000 | 0 | 0 | ||
TWITTER INC | CONV | 90184LAF9 | 8,918 | 8,769,000 | PRN | SOLE | 8,769,000 | 0 | 0 | ||
TWITTER INC | CONV | 90184LAN2 | 80,974 | 87,975,000 | PRN | SOLE | 87,975,000 | 0 | 0 | ||
TYLER TECHNOLOGIES INC | CONV | 902252AB1 | 65,750 | 69,210,000 | PRN | SOLE | 69,210,000 | 0 | 0 | ||
UBER TECHNOLOGIES INC | CONV | 90353TAJ9 | 42,592 | 51,014,000 | PRN | SOLE | 51,014,000 | 0 | 0 | ||
UPWORK INC | CONV | 91688FAB0 | 36,233 | 49,293,000 | PRN | SOLE | 49,293,000 | 0 | 0 | ||
MARRIOTT VACATION WORLDW | CONV | 57164YAD9 | 50,915 | 55,107,000 | PRN | SOLE | 55,107,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | CONV | 925550AB1 | 24,107 | 21,481,000 | PRN | SOLE | 21,481,000 | 0 | 0 | ||
VERINT SYSTEMS INC | CONV | 92343XAC4 | 19,319 | 23,150,000 | PRN | SOLE | 23,150,000 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY | CONV | 928298AP3 | 4,540 | 4,872,000 | PRN | SOLE | 4,872,000 | 0 | 0 | ||
WESTERN DIGITAL CORP | CONV | 958102AP0 | 106,249 | 111,607,000 | PRN | SOLE | 111,607,000 | 0 | 0 | ||
WINNEBAGO INDUSTRIES | CONV | 974637AB6 | 5,673 | 5,400,000 | PRN | SOLE | 5,400,000 | 0 | 0 | ||
WOLFSPEED INC | CONV | 225447AD3 | 12,228 | 5,400,000 | PRN | SOLE | 5,400,000 | 0 | 0 | ||
UNITED STATES STEEL CORP | CONV | 912909AT5 | 8,989 | 5,850,000 | PRN | SOLE | 5,850,000 | 0 | 0 | ||
ZILLOW GROUP INC | CONV | 98954MAE1 | 11,275 | 11,303,000 | PRN | SOLE | 11,303,000 | 0 | 0 | ||
ZILLOW GROUP INC | CONV | 98954MAG6 | 4,756 | 4,870,000 | PRN | SOLE | 4,870,000 | 0 | 0 | ||
ZILLOW GROUP INC | CONV | 98954MAH4 | 38,809 | 42,461,000 | PRN | SOLE | 42,461,000 | 0 | 0 | ||
ZSCALER INC. | CONV | 98980GAB8 | 41,082 | 32,133,000 | PRN | SOLE | 32,133,000 | 0 | 0 | ||
American Airlines Group Inc | COM | 02376R102 | 54 | 4,452 | PRN | SOLE | 4,452 | 0 | 0 | ||
Array Technologies Inc | COM | 04271T100 | 209 | 12,600 | PRN | SOLE | 12,600 | 0 | 0 | ||
Air Transport Services Group I | COM | 00922R105 | 79 | 3,286 | PRN | SOLE | 3,286 | 0 | 0 | ||
Advent Convertible and Income | COM | 00764C109 | 628 | 59,048 | PRN | SOLE | 59,048 | 0 | 0 | ||
Alteryx Inc | COM | 02156B103 | 33 | 590 | PRN | SOLE | 590 | 0 | 0 | ||
Bentley Systems Inc | COM | 08265T208 | 19 | 623 | PRN | SOLE | 623 | 0 | 0 | ||
Burlington Stores Inc | COM | 122017106 | 58 | 522 | PRN | SOLE | 522 | 0 | 0 | ||
Cinemark Holdings Inc | COM | 17243V102 | 23 | 1,900 | PRN | SOLE | 1,900 | 0 | 0 | ||
ConocoPhillips | COM | 20825C104 | 2,047 | 20,000 | PRN | SOLE | 20,000 | 0 | 0 | ||
Enphase Energy Inc | COM | 29355A107 | 2,780 | 10,019 | PRN | SOLE | 10,019 | 0 | 0 | ||
EQT Corp | COM | 26884L109 | 815 | 20,000 | PRN | SOLE | 20,000 | 0 | 0 | ||
Five9 Inc | COM | 338307101 | 26 | 347 | PRN | SOLE | 347 | 0 | 0 | ||
Horizon Therapeutics Plc | COM | G46188101 | 588 | 9,500 | PRN | SOLE | 9,500 | 0 | 0 | ||
IBM | COM | 459200101 | 1,782 | 15,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
IMAX Corp | COM | 45245E109 | 3 | 180 | PRN | SOLE | 180 | 0 | 0 | ||
Summit Hotel Properties Inc | COM | 866082100 | 125 | 18,560 | PRN | SOLE | 18,560 | 0 | 0 | ||
Ionis Pharmaceuticals Inc | COM | 462222100 | 21 | 464 | PRN | SOLE | 464 | 0 | 0 | ||
Liberty Media Acquisition Corp | COM | 53073L104 | 391 | 39,330 | PRN | SOLE | 39,330 | 0 | 0 | ||
Sunnova Energy International I | COM | 86745K104 | 949 | 42,981 | PRN | SOLE | 42,981 | 0 | 0 | ||
NuVasive Inc | COM | 670704105 | 12 | 268 | PRN | SOLE | 268 | 0 | 0 | ||
Okta Inc | COM | 679295105 | 51 | 890 | PRN | SOLE | 890 | 0 | 0 | ||
Occidental Petroleum Corp | COM | 674599105 | 1,229 | 20,000 | PRN | SOLE | 20,000 | 0 | 0 | ||
Perficient Inc | COM | 71375U101 | 146 | 2,246 | PRN | SOLE | 2,246 | 0 | 0 | ||
Rapid7 Inc | COM | 753422104 | 63 | 1,470 | PRN | SOLE | 1,470 | 0 | 0 | ||
Snap Inc | COM | 83304A106 | 252 | 25,660 | PRN | SOLE | 25,660 | 0 | 0 | ||
Block Inc | COM | 852234103 | 48 | 875 | PRN | SOLE | 875 | 0 | 0 | ||
Tandem Diabetes Care Inc | COM | 875372203 | 47 | 990 | PRN | SOLE | 990 | 0 | 0 | ||
Twitter Inc | COM | 90184L102 | 121 | 2,766 | PRN | SOLE | 2,766 | 0 | 0 | ||
Valero Energy Corp | COM | 91913Y100 | 2,671 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
American Airlines Group Inc | COM | 02376R102 | 1,204 | 100,000 | PRN | Put | SOLE | 100,000 | 0 | 0 | |
Affirm Holdings Inc | COM | 00827B106 | 469 | 25,000 | PRN | Put | SOLE | 25,000 | 0 | 0 | |
Affirm Holdings Inc | COM | 00827B106 | 563 | 30,000 | PRN | Put | SOLE | 30,000 | 0 | 0 | |
Affirm Holdings Inc | COM | 00827B106 | 750 | 40,000 | PRN | Put | SOLE | 40,000 | 0 | 0 | |
Array Technologies Inc | COM | 04271T100 | 497 | 30,000 | PRN | Put | SOLE | 30,000 | 0 | 0 | |
Bridgebio Pharma Inc | COM | 10806X102 | 199 | 20,000 | PRN | Call | SOLE | 20,000 | 0 | 0 | |
Cano Health Inc | COM | 13781Y103 | 1,301 | 150,000 | PRN | Call | SOLE | 150,000 | 0 | 0 | |
Luminar Technologies Inc | COM | 550424105 | 3,643 | 500,000 | PRN | Put | SOLE | 500,000 | 0 | 0 | |
Microchip Technology Inc | COM | 595017104 | 1,221 | 20,000 | PRN | Call | SOLE | 20,000 | 0 | 0 | |
Norwegian Cruise Line Holdings | COM | G66721104 | 1,136 | 100,000 | PRN | Put | SOLE | 100,000 | 0 | 0 | |
NIO Inc | COM | 62914V106 | 1,577 | 100,000 | PRN | Put | SOLE | 100,000 | 0 | 0 | |
SPDR S&P 500 ETF Trust | COM | 78462F103 | 8,930 | 25,000 | PRN | Call | SOLE | 25,000 | 0 | 0 | |
SPDR S&P 500 ETF Trust | COM | 78462F103 | 57,149 | 160,000 | PRN | Put | SOLE | 160,000 | 0 | 0 | |
SPDR S&P 500 ETF Trust | COM | 78462F103 | 5,358 | 15,000 | PRN | Put | SOLE | 15,000 | 0 | 0 | |
Upstart Holdings Inc | COM | 91680M107 | 1,247 | 60,000 | PRN | Put | SOLE | 60,000 | 0 | 0 | |
AMERICAN ELECTRIC POWER | CONV PFD | 02557T307 | 50,902 | 1,025,425 | PRN | SOLE | 1,025,425 | 0 | 0 | ||
AES CORP/THE | CONV PFD | 00130H204 | 15,641 | 177,501 | PRN | SOLE | 177,501 | 0 | 0 | ||
APTIV PLC | CONV PFD | EP0589507 | 20,107 | 212,279 | PRN | SOLE | 212,279 | 0 | 0 | ||
ALGONQUIN PWR & | CONV PFD | 015857873 | 1,510 | 40,000 | PRN | SOLE | 40,000 | 0 | 0 | ||
BANK OF AMERICA CORP | CONV PFD | 060505682 | 189,387 | 161,112 | PRN | SOLE | 161,112 | 0 | 0 | ||
BECTON DICKINSON AND CO | CONV PFD | 075887406 | 786 | 16,778 | PRN | SOLE | 16,778 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | CONV PFD | 101137206 | 23,942 | 233,351 | PRN | SOLE | 233,351 | 0 | 0 | ||
DANAHER CORP | CONV PFD | 235851409 | 22,821 | 16,986 | PRN | SOLE | 16,986 | 0 | 0 | ||
DTE ENERGY CO | CONV PFD | 233331842 | 11,794 | 235,177 | PRN | SOLE | 235,177 | 0 | 0 | ||
KKR & CO INC | CONV PFD | 48251W401 | 67,984 | 1,245,181 | PRN | SOLE | 1,245,181 | 0 | 0 | ||
NEXTERA ENERGY INC | CONV PFD | 65339F770 | 7,109 | 142,695 | PRN | SOLE | 142,695 | 0 | 0 | ||
NEXTERA ENERGY INC | CONV PFD | 65339F739 | 71,877 | 1,476,675 | PRN | SOLE | 1,476,675 | 0 | 0 | ||
NISOURCE INC | CONV PFD | 65473P121 | 61,006 | 607,632 | PRN | SOLE | 607,632 | 0 | 0 | ||
NY COMMUNITY CAP TRUST V | CONV PFD | 64944P307 | 8,815 | 204,068 | PRN | SOLE | 204,068 | 0 | 0 | ||
PARAMOUNT GLOBAL | CONV PFD | 92556H305 | 261 | 8,387 | PRN | SOLE | 8,387 | 0 | 0 | ||
STANLEY BLACK & DECKER I | CONV PFD | 854502846 | 17,668 | 361,966 | PRN | SOLE | 361,966 | 0 | 0 | ||
WELLS FARGO & COMPANY | CONV PFD | 949746804 | 137,053 | 117,009 | PRN | SOLE | 117,009 | 0 | 0 | ||
ARES ACQUISITION CORP-A | COM | G33032122 | 1 | 4,640 | PRN | SOLE | 4,640 | 0 | 0 | ||
26 CAPITAL ACQUISITION COR-A | COM | 90138P118 | 4 | 11,718 | PRN | SOLE | 11,718 | 0 | 0 | ||
ALLEGO NV | COM | N0796A118 | 4 | 9,150 | PRN | SOLE | 9,150 | 0 | 0 | ||
AUSTERLITZ ACQUISITION COR-A | COM | G0633D125 | 1 | 11,675 | PRN | SOLE | 11,675 | 0 | 0 | ||
BIGBEAR.AI HOLDINGS INC | COM | 08975B117 | 7 | 47,332 | PRN | SOLE | 47,332 | 0 | 0 | ||
TRITIUM DCFC LTD | COM | Q9225T116 | 6 | 6,066 | PRN | SOLE | 6,066 | 0 | 0 | ||
DHC ACQUISITION CORP-A | COM | G2758T117 | 3 | 29,666 | PRN | SOLE | 29,666 | 0 | 0 | ||
GINKGO BIOWORKS HOLDINGS INC | COM | 37611X118 | 7 | 9,240 | PRN | SOLE | 9,240 | 0 | 0 | ||
FATHOM DIGITAL MANUFACTURING | COM | 31189Y111 | 1 | 3,175 | PRN | SOLE | 3,175 | 0 | 0 | ||
GRAB HOLDINGS LTD - CL A | COM | G4124C117 | 46 | 92,970 | PRN | SOLE | 92,970 | 0 | 0 | ||
M3-BRIGADE ACQUISITION II-A | COM | 553800111 | 2 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
PAGAYA TECHNOLOGIES LTD -A | COM | M7S64L107 | 15 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 |