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 | 31,925,673 | 30,147,000 | PRN | SOLE | 26,330,000 | 0 | 3,817,000 | ||
AIRBNB INC | CONV | 009066AB7 | 69,193,410 | 83,820,000 | PRN | SOLE | 48,752,000 | 3,918,000 | 31,150,000 | ||
AKAMAI TECHNOLOGIES INC | CONV | 00971TAJ0 | 7,912,500 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | CONV | 00971TAL5 | 43,703,264 | 45,148,000 | PRN | SOLE | 41,405,000 | 0 | 3,743,000 | ||
ARES CAPITAL CORP | CONV | 04010LAW3 | 28,706,872 | 26,939,000 | PRN | SOLE | 25,637,000 | 0 | 1,302,000 | ||
APOLLO CMMRL REAL EST FI | CONV | 03762UAC9 | 4,913 | 5,000 | PRN | SOLE | 0 | 5,000 | 0 | ||
ARRAY TECHNOLOGIES INC | CONV | 04271TAB6 | 10,315,107 | 10,098,000 | PRN | SOLE | 9,277,000 | 0 | 821,000 | ||
ATI INC | CONV | 01741RAK8 | 7,250,400 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||
AIR TRANSPORT SERVICES G | CONV | 00922RAB1 | 8,851,050 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
ALTERYX INC | CONV | 02156BAD5 | 7,042,203 | 7,639,000 | PRN | SOLE | 7,639,000 | 0 | 0 | ||
ALTERYX INC | CONV | 02156BAF0 | 59,123,400 | 70,385,000 | PRN | SOLE | 39,528,000 | 2,909,000 | 27,948,000 | ||
BLOOM ENERGY CORP | CONV | 093712AH0 | 13,279,099 | 9,832,000 | PRN | SOLE | 8,508,000 | 0 | 1,324,000 | ||
BRAEMAR HOTELS & RESORTS | CONV | 10482BAB7 | 1,460,507 | 1,540,000 | PRN | SOLE | 1,540,000 | 0 | 0 | ||
BILL.COM HOLDINGS INC | CONV | 090043AD2 | 17,501,000 | 22,000,000 | PRN | SOLE | 10,201,000 | 97,000 | 11,702,000 | ||
BILL.COM HOLDINGS INC | CONV | 090043AB6 | 49,713,052 | 48,359,000 | PRN | SOLE | 32,310,000 | 1,878,000 | 14,171,000 | ||
BOOKING HOLDINGS INC | CONV | 09857LAN8 | 132,862,856 | 99,381,000 | PRN | SOLE | 92,547,000 | 0 | 6,834,000 | ||
BLACKLINE INC | CONV | 09239BAB5 | 136,986 | 123,000 | PRN | SOLE | 123,000 | 0 | 0 | ||
BLACKLINE INC | CONV | 09239BAD1 | 68,277,514 | 79,682,000 | PRN | SOLE | 50,765,000 | 3,910,000 | 25,007,000 | ||
BIOMARIN PHARMACEUTICAL | CONV | 09061GAH4 | 23,940,819 | 22,505,000 | PRN | SOLE | 10,435,000 | 104,000 | 11,966,000 | ||
BIOMARIN PHARMACEUTICAL | CONV | 09061GAK7 | 34,615,044 | 32,064,000 | PRN | SOLE | 17,607,000 | 2,339,000 | 12,118,000 | ||
BENTLEY SYSTEMS INC | CONV | 08265TAB5 | 22,719,592 | 24,776,000 | PRN | SOLE | 22,441,000 | 63,000 | 2,272,000 | ||
BENTLEY SYSTEMS | CONV | 08265TAD1 | 37,067,121 | 45,259,000 | PRN | SOLE | 21,797,000 | 2,248,000 | 21,214,000 | ||
BURLINGTON STORES INC | CONV | 122017AB2 | 8,974,350 | 7,770,000 | PRN | SOLE | 7,720,000 | 50,000 | 0 | ||
BLACKSTONE MORTGAGE TR | CONV | 09257WAE0 | 14,821,367 | 17,297,000 | PRN | SOLE | 16,447,000 | 0 | 850,000 | ||
CABLE ONE INC | CONV | 12685JAG0 | 8,976,000 | 12,000,000 | PRN | SOLE | 11,311,000 | 0 | 689,000 | ||
CHEESECAKE FACTORY (THE) | CONV | 163072AA9 | 30,719,510 | 37,264,000 | PRN | SOLE | 18,705,000 | 3,963,000 | 14,596,000 | ||
CRACKER BARREL OLD COUNT | CONV | 22410JAB2 | 27,110,738 | 31,570,000 | PRN | SOLE | 18,156,000 | 110,000 | 13,304,000 | ||
CONFLUENT INC | CONV | 20717MAB9 | 16,274,640 | 21,414,000 | PRN | SOLE | 9,925,000 | 94,000 | 11,395,000 | ||
CHEFS' WAREHOUSE THE | CONV | 163086AB7 | 57,118 | 55,000 | PRN | SOLE | 0 | 55,000 | 0 | ||
CHEGG INC | CONV | 163092AD1 | 40,746,175 | 44,410,000 | PRN | SOLE | 27,524,000 | 3,060,000 | 13,826,000 | ||
COHERUS BIOSCIENCES INC | CONV | 19249HAB9 | 3,428,205 | 5,214,000 | PRN | SOLE | 3,248,000 | 1,966,000 | 0 | ||
CINEMARK HOLDINGS INC | CONV | 17243VAB8 | 24,656,749 | 25,682,000 | PRN | SOLE | 23,020,000 | 0 | 2,662,000 | ||
CNX RESOURCES CORP | CONV | 12653CAG3 | 13,131,617 | 8,927,000 | PRN | SOLE | 8,127,000 | 0 | 800,000 | ||
COUPA SOFTWARE INC | CONV | 22266LAC0 | 9,810,130 | 10,100,000 | PRN | SOLE | 10,100,000 | 0 | 0 | ||
COUPA SOFTWARE INC | CONV | 22266LAF3 | 49,692,598 | 51,415,000 | PRN | SOLE | 24,960,000 | 3,059,000 | 23,396,000 | ||
CYBERARK SOFTWARE LTD | CONV | 23248VAB1 | 32,057,825 | 30,153,000 | PRN | SOLE | 26,893,000 | 0 | 3,260,000 | ||
DROPBOX INC | CONV | 26210CAC8 | 24,946,392 | 27,474,000 | PRN | SOLE | 16,967,000 | 126,000 | 10,381,000 | ||
DROPBOX INC | CONV | 26210CAD6 | 56,469,504 | 63,024,000 | PRN | SOLE | 47,814,000 | 82,000 | 15,128,000 | ||
DATADOG INC | CONV | 23804LAB9 | 9,592,188 | 8,750,000 | PRN | SOLE | 7,063,000 | 0 | 1,687,000 | ||
DISH NETWORK CORP | CONV | 25470MAF6 | 7,921,760 | 12,320,000 | PRN | SOLE | 9,704,000 | 0 | 2,616,000 | ||
DISH NETWORK CORP | CONV | 25470MAB5 | 31,847,528 | 50,632,000 | PRN | SOLE | 24,738,000 | 3,014,000 | 22,880,000 | ||
DRAFTKINGS HOLDINGS INC | CONV | 26142RAB0 | 39,831,188 | 63,375,000 | PRN | SOLE | 32,977,000 | 6,925,000 | 23,473,000 | ||
DIGITALOCEAN HOLDINGS | CONV | 25402DAB8 | 67,834,865 | 90,146,000 | PRN | SOLE | 55,729,000 | 4,710,000 | 29,707,000 | ||
DOCUSIGN INC | CONV | 256163AD8 | 6,426,000 | 6,800,000 | PRN | SOLE | 6,800,000 | 0 | 0 | ||
DEXCOM INC | CONV | 252131AK3 | 22,967,628 | 21,023,000 | PRN | SOLE | 17,192,000 | 50,000 | 3,781,000 | ||
DEXCOM INC | CONV | 252131AH0 | 3,801,214 | 1,379,000 | PRN | SOLE | 1,138,000 | 0 | 241,000 | ||
EURONET WORLDWIDE INC | CONV | 298736AL3 | 52,485,792 | 54,923,000 | PRN | SOLE | 51,240,000 | 0 | 3,683,000 | ||
ELEVANCE HEALTH INC | CONV | 94973VBG1 | 54,011,944 | 7,381,000 | PRN | SOLE | 6,759,000 | 0 | 622,000 | ||
ENPHASE ENERGY INC | CONV | 29355AAK3 | 19,850,883 | 16,903,000 | PRN | SOLE | 14,227,000 | 0 | 2,676,000 | ||
EQT CORP | CONV | 26884LAK5 | 87,662,744 | 37,672,000 | PRN | SOLE | 33,960,000 | 0 | 3,712,000 | ||
ETSY INC | CONV | 29786AAN6 | 34,175,523 | 39,679,000 | PRN | SOLE | 19,823,000 | 162,000 | 19,694,000 | ||
ETSY INC | CONV | 29786AAL0 | 19,935,715 | 19,886,000 | PRN | SOLE | 15,526,000 | 1,663,000 | 2,697,000 | ||
EVERBRIDGE INC | CONV | 29978AAC8 | 33,717 | 37,000 | PRN | SOLE | 0 | 37,000 | 0 | ||
EVOLENT HEALTH INC | CONV | 30050BAD3 | 30,036,416 | 27,607,000 | PRN | SOLE | 19,766,000 | 3,746,000 | 4,095,000 | ||
EXACT SCIENCES CORP | CONV | 30063PAC9 | 51,547,291 | 65,349,000 | PRN | SOLE | 36,861,000 | 4,546,000 | 23,942,000 | ||
EXACT SCIENCES CORP | CONV | 30063PAB1 | 8,934,120 | 10,764,000 | PRN | SOLE | 7,594,000 | 0 | 3,170,000 | ||
EXPEDIA GROUP INC | CONV | 30212PBE4 | 83,390,193 | 95,202,000 | PRN | SOLE | 76,654,000 | 1,922,000 | 16,626,000 | ||
NATIONAL VISION HOLDINGS | CONV | 63845RAB3 | 4,998,819 | 3,630,000 | PRN | SOLE | 3,630,000 | 0 | 0 | ||
FORD MOTOR COMPANY | CONV | 345370CZ1 | 106,121,974 | 111,884,000 | PRN | SOLE | 80,748,000 | 2,912,000 | 28,224,000 | ||
FIVE9 INC | CONV | 338307AD3 | 85,117,395 | 92,670,000 | PRN | SOLE | 64,826,000 | 3,135,000 | 24,709,000 | ||
SHIFT4 PAYMENTS INC | CONV | 82452JAD1 | 33,406,276 | 39,464,000 | PRN | SOLE | 22,564,000 | 139,000 | 16,761,000 | ||
SHIFT4 PAYMENTS INC | CONV | 82452JAB5 | 58,245,058 | 58,501,000 | PRN | SOLE | 45,559,000 | 1,831,000 | 11,111,000 | ||
GUESS INC | CONV | 401617AD7 | 5,328,125 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
GREEN PLAINS INC | CONV | 393222AK0 | 9,592 | 8,000 | PRN | SOLE | 8,000 | 0 | 0 | ||
HAEMONETICS CORP | CONV | 405024AB6 | 49,913,746 | 60,043,000 | PRN | SOLE | 30,827,000 | 5,181,000 | 24,035,000 | ||
HALOZYME THERAPEUTICS IN | CONV | 40637HAD1 | 16,543,125 | 17,000,000 | PRN | SOLE | 8,253,000 | 71,000 | 8,676,000 | ||
HEALTH CATALYST INC | CONV | 42225TAB3 | 17,298,604 | 19,736,000 | PRN | SOLE | 15,743,000 | 2,740,000 | 1,253,000 | ||
HERBALIFE LTD | CONV | 42703MAD5 | 13,946,083 | 15,085,000 | PRN | SOLE | 11,956,000 | 2,599,000 | 530,000 | ||
REALOGY GROUP/CO-ISSUER | CONV | 75606DAP6 | 17,074,816 | 24,254,000 | PRN | SOLE | 21,513,000 | 0 | 2,741,000 | ||
H WORLD GROUP LTD | CONV | 44332NAB2 | 3,553,950 | 2,900,000 | PRN | SOLE | 1,506,000 | 0 | 1,394,000 | ||
HUBSPOT INC | CONV | 443573AD2 | 14,467,106 | 11,719,000 | PRN | SOLE | 10,630,000 | 0 | 1,089,000 | ||
INTEGRA LIFESCIENCES HLD | CONV | 457985AM1 | 9,388,333 | 9,634,000 | PRN | SOLE | 9,634,000 | 0 | 0 | ||
ILLUMINA INC | CONV | 452327AK5 | 65,402,030 | 67,357,000 | PRN | SOLE | 45,522,000 | 115,000 | 21,720,000 | ||
IMAX CORP | CONV | 45245EAJ8 | 28,666,145 | 33,788,000 | PRN | SOLE | 16,826,000 | 2,035,000 | 14,927,000 | ||
SUMMIT HOTEL PROPERTIES | CONV | 866082AA8 | 19,314,615 | 22,485,000 | PRN | SOLE | 14,142,000 | 1,648,000 | 6,695,000 | ||
IONIS PHARMACEUTICALS IN | CONV | 462222AB6 | 9,417,713 | 10,314,000 | PRN | SOLE | 10,275,000 | 39,000 | 0 | ||
IONIS PHARMACEUTICALS IN | CONV | 462222AD2 | 17,123,906 | 18,450,000 | PRN | SOLE | 8,551,000 | 82,000 | 9,817,000 | ||
ITRON INC | CONV | 465741AN6 | 34,879,692 | 42,340,000 | PRN | SOLE | 26,648,000 | 122,000 | 15,570,000 | ||
JAMF HOLDING CORP | CONV | 47074LAB1 | 4,140 | 5,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | CONV | 472145AD3 | 5,612,550 | 5,680,000 | PRN | SOLE | 5,680,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | CONV | 472145AF8 | 45,447,256 | 38,071,000 | PRN | SOLE | 27,994,000 | 52,000 | 10,025,000 | ||
JETBLUE AIRWAYS CORP | CONV | 477143AP6 | 60,967,298 | 83,053,000 | PRN | SOLE | 49,156,000 | 3,419,000 | 30,478,000 | ||
KAMAN CORP | CONV | 483548AF0 | 5,383,655 | 5,761,000 | PRN | SOLE | 3,519,000 | 2,242,000 | 0 | ||
LITHIUM AMERICAS CORP | CONV | 53680QAA6 | 7,840,000 | 10,000,000 | PRN | SOLE | 8,744,000 | 0 | 1,256,000 | ||
LCI INDUSTRIES | CONV | 501812AB7 | 3,390,000 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
LUMENTUM HOLDINGS INC | CONV | 55024UAD1 | 17,570,850 | 20,372,000 | PRN | SOLE | 14,920,000 | 3,304,000 | 2,148,000 | ||
LUMENTUM HOLDINGS INC | CONV | 55024UAB5 | 6,397,780 | 6,070,000 | PRN | SOLE | 6,070,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | CONV | 531229AB8 | 33,656,294 | 27,219,000 | PRN | SOLE | 23,880,000 | 0 | 3,339,000 | ||
LIVEPERSON INC | CONV | 538146AD3 | 27,580,785 | 38,408,000 | PRN | SOLE | 19,999,000 | 2,445,000 | 15,964,000 | ||
SOUTHWEST AIRLINES CO | CONV | 844741BG2 | 159,286,021 | 132,215,000 | PRN | SOLE | 122,234,000 | 0 | 9,981,000 | ||
LYFT INC | CONV | 55087PAB0 | 51,508,979 | 58,172,000 | PRN | SOLE | 39,761,000 | 1,838,000 | 16,573,000 | ||
LIVE NATION ENTERTAINMEN | CONV | 538034AU3 | 44,316,540 | 44,923,000 | PRN | SOLE | 24,728,000 | 4,287,000 | 15,908,000 | ||
MONGODB INC | CONV | 60937PAD8 | 48,022,759 | 40,827,000 | PRN | SOLE | 29,472,000 | 67,000 | 11,288,000 | ||
MERCADOLIBRE INC | CONV | 58733RAD4 | 6,095 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
MAGNITE INC | CONV | 55955DAB6 | 1,348,778 | 1,725,000 | PRN | SOLE | 1,617,000 | 0 | 108,000 | ||
MGP INGREDIENTS INC | CONV | 55303JAB2 | 6,698,140 | 5,300,000 | PRN | SOLE | 5,300,000 | 0 | 0 | ||
MIDDLEBY CORP | CONV | 596278AB7 | 14,946,311 | 12,661,000 | PRN | SOLE | 11,257,000 | 0 | 1,404,000 | ||
MAKEMYTRIP LIMITED | CONV | 56087FAB0 | 3,171,644 | 3,178,000 | PRN | SOLE | 1,856,000 | 0 | 1,322,000 | ||
VAIL RESORTS INC | CONV | 91879QAN9 | 34,667,553 | 37,177,000 | PRN | SOLE | 19,660,000 | 2,891,000 | 14,626,000 | ||
M/A-COM TECH SOLUTIONS | CONV | 55405YAB6 | 8,628,282 | 8,676,000 | PRN | SOLE | 7,575,000 | 0 | 1,101,000 | ||
NEUROCRINE BIOSCIENCES | CONV | 64125CAD1 | 4,760 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
NCL CORPORATION LTD | CONV | 62886HBD2 | 58,540,802 | 85,611,000 | PRN | SOLE | 51,600,000 | 3,976,000 | 30,035,000 | ||
NCL CORPORATION LTD | CONV | 62886HAX9 | 12,329,228 | 12,165,000 | PRN | SOLE | 10,926,000 | 62,000 | 1,177,000 | ||
NEOGENOMICS INC | CONV | 64049MAB6 | 17,830,358 | 27,168,000 | PRN | SOLE | 14,595,000 | 5,123,000 | 7,450,000 | ||
NEOGENOMICS INC | CONV | 64049MAA8 | 24,119,827 | 28,439,000 | PRN | SOLE | 17,614,000 | 79,000 | 10,746,000 | ||
CLOUDFLARE INC | CONV | 18915MAC1 | 54,283,180 | 66,199,000 | PRN | SOLE | 42,480,000 | 2,485,000 | 21,234,000 | ||
NEW RELIC INC | CONV | 64829BAB6 | 2,141,412 | 2,184,000 | PRN | SOLE | 2,184,000 | 0 | 0 | ||
NICE LTD | CONV | 653656AB4 | 6,136,010 | 6,476,000 | PRN | SOLE | 3,840,000 | 1,719,000 | 917,000 | ||
NEW MOUNTAIN FINANCE COR | CONV | 647551AC4 | 15,749,628 | 15,799,000 | PRN | SOLE | 13,045,000 | 0 | 2,754,000 | ||
SUNNOVA ENERGY INTL INC | CONV | 86745KAF1 | 5,450 | 7,000 | PRN | SOLE | 7,000 | 0 | 0 | ||
NRG ENERGY INC | CONV | 629377CG5 | 19,215,284 | 19,341,000 | PRN | SOLE | 17,585,000 | 0 | 1,756,000 | ||
NUTANIX INC | CONV | 67059NAH1 | 54,917,132 | 65,261,000 | PRN | SOLE | 40,407,000 | 2,062,000 | 22,792,000 | ||
NATERA INC | CONV | 632307AB0 | 6,385 | 5,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
NUVASIVE INC | CONV | 670704AJ4 | 28,763,847 | 32,742,000 | PRN | SOLE | 17,305,000 | 2,135,000 | 13,302,000 | ||
NUVASIVE INC | CONV | 670704AL9 | 12,887,125 | 13,100,000 | PRN | SOLE | 13,100,000 | 0 | 0 | ||
ENVISTA HOLDINGS CORP | CONV | 29415FAB0 | 4,631,000 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
OKTA INC | CONV | 679295AD7 | 17,892,642 | 20,252,000 | PRN | SOLE | 18,280,000 | 0 | 1,972,000 | ||
OKTA INC | CONV | 679295AF2 | 36,866,505 | 43,629,000 | PRN | SOLE | 24,740,000 | 2,224,000 | 16,665,000 | ||
OMNICELL INC | CONV | 68213NAD1 | 56,858,541 | 64,833,000 | PRN | SOLE | 44,618,000 | 1,998,000 | 18,217,000 | ||
ON SEMICONDUCTOR CORP | CONV | 682189AS4 | 5,985,000 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
OAK STREET HEALTH INC | CONV | 67181AAB3 | 39,805,927 | 52,243,000 | PRN | SOLE | 28,841,000 | 4,785,000 | 18,617,000 | ||
PALO ALTO NETWORKS | CONV | 697435AF2 | 64,497,103 | 43,535,000 | PRN | SOLE | 38,744,000 | 0 | 4,791,000 | ||
PAGERDUTY INC. | CONV | 69553PAB6 | 12,508,209 | 12,366,000 | PRN | SOLE | 10,533,000 | 1,833,000 | 0 | ||
PEBBLEBROOK HOTEL TRUST | CONV | 70509VAA8 | 42,492,125 | 51,350,000 | PRN | SOLE | 33,417,000 | 1,965,000 | 15,968,000 | ||
PENN ENTERTAINMENT INC | CONV | 707569AU3 | 18,304,104 | 12,376,000 | PRN | SOLE | 11,637,000 | 0 | 739,000 | ||
INSULET CORPORATION | CONV | 45784PAK7 | 21,976,253 | 15,509,000 | PRN | SOLE | 14,110,000 | 0 | 1,399,000 | ||
PERMIAN RESOURC OPTG LLC | CONV | 15136AAA0 | 3,889,565 | 2,290,000 | PRN | SOLE | 1,923,000 | 0 | 367,000 | ||
PRA GROUP INC | CONV | 69354NAB2 | 15,696,439 | 15,863,000 | PRN | SOLE | 7,430,000 | 69,000 | 8,364,000 | ||
PERFICIENT INC | CONV | 71375UAF8 | 17,485,975 | 22,490,000 | PRN | SOLE | 10,432,000 | 88,000 | 11,970,000 | ||
PROS HOLDINGS INC | CONV | 74346YAH6 | 69,747 | 75,000 | PRN | SOLE | 0 | 75,000 | 0 | ||
PARSONS CORP | CONV | 70202LAB8 | 13,333,862 | 11,681,000 | PRN | SOLE | 11,681,000 | 0 | 0 | ||
PIONEER NATURAL RESOURCE | CONV | 723787AP2 | 88,443,765 | 37,845,000 | PRN | SOLE | 34,634,000 | 0 | 3,211,000 | ||
Q2 HOLDINGS INC | CONV | 74736LAD1 | 36,834,408 | 44,486,000 | PRN | SOLE | 28,549,000 | 2,814,000 | 13,123,000 | ||
ROYAL CARIBBEAN CRUISES | CONV | 780153BF8 | 5,925,648 | 6,022,000 | PRN | SOLE | 6,022,000 | 0 | 0 | ||
REPLIGEN CORP | CONV | 759916AB5 | 8,169,148 | 5,080,000 | PRN | SOLE | 5,080,000 | 0 | 0 | ||
TRANSOCEAN INC | CONV | 893830BT5 | 5,814,809 | 4,810,000 | PRN | SOLE | 4,810,000 | 0 | 0 | ||
RINGCENTRAL INC | CONV | 76680RAF4 | 27,041,421 | 31,307,000 | PRN | SOLE | 29,075,000 | 0 | 2,232,000 | ||
RINGCENTRAL INC | CONV | 76680RAH0 | 45,324,670 | 57,373,000 | PRN | SOLE | 29,998,000 | 3,437,000 | 23,938,000 | ||
RAPID7 INC | CONV | 753422AF1 | 16,801,408 | 21,376,000 | PRN | SOLE | 13,468,000 | 66,000 | 7,842,000 | ||
RAPID7 INC | CONV | 753422AD6 | 4,333,500 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
REDWOOD TRUST INC | CONV | 758075AC9 | 24,784,570 | 25,162,000 | PRN | SOLE | 11,664,000 | 109,000 | 13,389,000 | ||
REDWOOD TRUST INC | CONV | 758075AD7 | 10,065 | 11,000 | PRN | SOLE | 3,000 | 8,000 | 0 | ||
SABRE GLBL INC | CONV | 78573NAE2 | 5,002,201 | 4,645,000 | PRN | SOLE | 4,368,000 | 0 | 277,000 | ||
SPIRIT AIRLINES INC | CONV | 848577AB8 | 38,317,050 | 47,305,000 | PRN | SOLE | 29,075,000 | 2,537,000 | 15,693,000 | ||
SEA LTD | CONV | 81141RAG5 | 2,649,100 | 3,592,000 | PRN | SOLE | 2,263,000 | 0 | 1,329,000 | ||
SEA LTD | CONV | 81141RAF7 | 1,579,040 | 1,600,000 | PRN | SOLE | 881,000 | 0 | 719,000 | ||
SOLAR EDGE TECHNOLOGIES | CONV | 83417MAD6 | 12,661,947 | 10,158,000 | PRN | SOLE | 8,939,000 | 0 | 1,219,000 | ||
SHAKE SHACK INC | CONV | 819047AB7 | 7,349 | 11,000 | PRN | SOLE | 11,000 | 0 | 0 | ||
SHOPIFY INC | CONV | 82509LAA5 | 6,383,089 | 7,433,000 | PRN | SOLE | 7,433,000 | 0 | 0 | ||
SILICON LABORATORIES INC | CONV | 826919AD4 | 14,828,262 | 11,821,000 | PRN | SOLE | 9,690,000 | 0 | 2,131,000 | ||
SNAP INC | CONV | 83304AAD8 | 8,508,373 | 9,355,000 | PRN | SOLE | 7,272,000 | 2,083,000 | 0 | ||
SNAP INC | CONV | 83304AAB2 | 69,646,649 | 81,865,000 | PRN | SOLE | 55,544,000 | 3,658,000 | 22,663,000 | ||
SPLUNK INC | CONV | 848637AC8 | 9,848,677 | 10,169,000 | PRN | SOLE | 10,169,000 | 0 | 0 | ||
SPLUNK INC | CONV | 848637AF1 | 37,782,634 | 44,513,000 | PRN | SOLE | 23,984,000 | 1,885,000 | 18,644,000 | ||
SPLUNK INC | CONV | 848637AD6 | 76,112,832 | 80,628,000 | PRN | SOLE | 56,340,000 | 3,122,000 | 21,166,000 | ||
BLOCK INC | CONV | 852234AK9 | 30,829,530 | 40,632,000 | PRN | SOLE | 24,113,000 | 3,208,000 | 13,311,000 | ||
BLOCK INC | CONV | 852234AF0 | 68,756,288 | 71,902,000 | PRN | SOLE | 49,625,000 | 2,588,000 | 19,689,000 | ||
SAREPTA THERAPEUTICS INC | CONV | 803607AB6 | 13,094 | 7,000 | PRN | SOLE | 7,000 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | CONV | 803607AC4 | 24,027,385 | 20,758,000 | PRN | SOLE | 18,340,000 | 0 | 2,418,000 | ||
STARWOOD PROPERTY TRUST | CONV | 85571BAH8 | 24,359,375 | 25,000,000 | PRN | SOLE | 11,610,000 | 108,000 | 13,282,000 | ||
LIVONGO HEALTH | CONV | 539183AA1 | 8,189,537 | 9,319,000 | PRN | SOLE | 7,985,000 | 0 | 1,334,000 | ||
TELADOC HEALTH INC | CONV | 87918AAF2 | 28,862,597 | 37,329,000 | PRN | SOLE | 18,223,000 | 2,656,000 | 16,450,000 | ||
LENDINGTREE INC | CONV | 52603BAD9 | 1,721,610 | 2,350,000 | PRN | SOLE | 2,350,000 | 0 | 0 | ||
TYLER TECHNOLOGIES INC | CONV | 902252AB1 | 57,012,294 | 61,041,000 | PRN | SOLE | 43,627,000 | 1,917,000 | 15,497,000 | ||
UNITY SOFTWARE INC | CONV | 91332UAB7 | 11,646,850 | 15,457,000 | PRN | SOLE | 13,454,000 | 0 | 2,003,000 | ||
UBER TECHNOLOGIES INC | CONV | 90353TAJ9 | 43,523,540 | 51,370,000 | PRN | SOLE | 31,642,000 | 2,563,000 | 17,165,000 | ||
UPWORK INC | CONV | 91688FAB0 | 33,824,233 | 44,883,000 | PRN | SOLE | 31,095,000 | 95,000 | 13,693,000 | ||
MARRIOTT VACATION WORLDW | CONV | 57164YAD9 | 16,604,140 | 16,943,000 | PRN | SOLE | 14,165,000 | 0 | 2,778,000 | ||
VIAVI SOLUTIONS INC | CONV | 925550AB1 | 211,628 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | ||
VARONIS SYSTEM INC | CONV | 922280AB8 | 3,056,600 | 2,900,000 | PRN | SOLE | 2,900,000 | 0 | 0 | ||
VERINT SYSTEMS INC | CONV | 92343XAC4 | 25,375,000 | 29,000,000 | PRN | SOLE | 13,445,000 | 128,000 | 15,427,000 | ||
VISHAY INTERTECHNOLOGY | CONV | 928298AP3 | 3,870,408 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
WAYFAIR INC | CONV | 94419LAD3 | 214,837 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
WESTERN DIGITAL CORP | CONV | 958102AP0 | 112,227,618 | 117,209,000 | PRN | SOLE | 95,494,000 | 132,000 | 21,583,000 | ||
WINNEBAGO INDUSTRIES | CONV | 974637AB6 | 5,163,375 | 4,900,000 | PRN | SOLE | 4,900,000 | 0 | 0 | ||
WOLFSPEED INC | CONV | 225447AD3 | 8,304,060 | 5,153,000 | PRN | SOLE | 5,153,000 | 0 | 0 | ||
UNITED STATES STEEL CORP | CONV | 912909AT5 | 10,486,150 | 5,230,000 | PRN | SOLE | 5,230,000 | 0 | 0 | ||
ZILLOW GROUP INC | CONV | 98954MAE1 | 9,219,047 | 8,873,000 | PRN | SOLE | 7,069,000 | 1,804,000 | 0 | ||
ZILLOW GROUP INC | CONV | 98954MAG6 | 32,798,095 | 32,234,000 | PRN | SOLE | 20,517,000 | 1,682,000 | 10,035,000 | ||
ZILLOW GROUP INC | CONV | 98954MAH4 | 37,044,044 | 38,749,000 | PRN | SOLE | 22,923,000 | 129,000 | 15,697,000 | ||
ZSCALER INC. | CONV | 98980GAB8 | 38,813,450 | 36,790,000 | PRN | SOLE | 31,752,000 | 0 | 5,038,000 | ||
American Airlines Group Inc | COM | 02376R102 | 342,804 | 26,950 | SH | SOLE | 26,950 | 0 | 0 | ||
AbbVie Inc | COM | 00287Y109 | 2,424,150 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
ASML Holding NV | COM | N07059210 | 2,458,800 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
Air Transport Services Group I | COM | 00922R105 | 62,690 | 2,413 | SH | SOLE | 2,413 | 0 | 0 | ||
Advent Convertible and Income | COM | 00764C109 | 643,623 | 59,048 | SH | SOLE | 59,048 | 0 | 0 | ||
Burlington Stores Inc | COM | 122017106 | 105,841 | 522 | SH | SOLE | 522 | 0 | 0 | ||
Enphase Energy Inc | COM | 29355A107 | 77,898 | 294 | SH | SOLE | 294 | 0 | 0 | ||
EQT Corp | COM | 26884L109 | 676,600 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
Five9 Inc | COM | 338307101 | 1,221 | 18 | SH | SOLE | 18 | 0 | 0 | ||
Alphabet Inc | COM | 02079K107 | 2,661,900 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
Halliburton Co | COM | 406216101 | 3,935,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
IBM | COM | 459200101 | 3,522,250 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
IMAX Corp | COM | 45245E109 | 2,639 | 180 | SH | SOLE | 180 | 0 | 0 | ||
Summit Hotel Properties Inc | COM | 866082100 | 134,003 | 18,560 | SH | SOLE | 18,560 | 0 | 0 | ||
Ionis Pharmaceuticals Inc | COM | 462222100 | 17,525 | 464 | SH | SOLE | 464 | 0 | 0 | ||
KeyCorp | COM | 493267108 | 1,742,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
Lowe's Cos Inc | COM | 548661107 | 2,988,600 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
Occidental Petroleum Corp | COM | 674599105 | 3,149,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
Parker-Hannifin Corp | COM | 701094104 | 3,783,000 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
Pioneer Natural Resources Co | COM | 723787107 | 4,430,766 | 19,400 | SH | SOLE | 19,400 | 0 | 0 | ||
Rapid7 Inc | COM | 753422104 | 81,858 | 2,409 | SH | SOLE | 2,409 | 0 | 0 | ||
Spirit Airlines Inc | COM | 848577102 | 121,419 | 6,233 | SH | SOLE | 6,233 | 0 | 0 | ||
Snap Inc | COM | 83304A106 | 195,110 | 21,800 | SH | SOLE | 21,800 | 0 | 0 | ||
SoFi Technologies Inc | COM | 83406F102 | 21,206 | 4,600 | SH | SOLE | 4,600 | 0 | 0 | ||
Tandem Diabetes Care Inc | COM | 875372203 | 28,319 | 630 | SH | SOLE | 630 | 0 | 0 | ||
Valero Energy Corp | COM | 91913Y100 | 2,537,200 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
Verizon Communications Inc | COM | 92343V104 | 2,955,000 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
AMERICAN AIRLINES GROUP | COM | 02376R102 | 2,544,000 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
AFFIRM HOLDINGS INC | COM | 00827B106 | 338,450 | 35,000 | SH | Put | SOLE | 35,000 | 0 | 0 | |
ARRAY TECHNOLOGIES INC | COM | 04271T100 | 386,600 | 20,000 | SH | Put | SOLE | 20,000 | 0 | 0 | |
ARRAY TECHNOLOGIES INC | COM | 04271T100 | 386,600 | 20,000 | SH | Put | SOLE | 20,000 | 0 | 0 | |
CATERPILLAR INC | COM | 149123101 | 958,240 | 4,000 | SH | Put | SOLE | 4,000 | 0 | 0 | |
CARNIVAL CORP | COM | 143658300 | 806,000 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
CARNIVAL CORP | COM | 143658300 | 1,612,000 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
COMCAST CORP | COM | 20030N101 | 1,311,375 | 37,500 | SH | Put | SOLE | 37,500 | 0 | 0 | |
MARATHON DIGITAL HOLDINGS INC | COM | 565788106 | 76,950 | 22,500 | SH | Put | SOLE | 22,500 | 0 | 0 | |
OPENDOOR TECHNOLOGIES INC | COM | 683712103 | 232,000 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
TRANSOCEAN INC | COM | H8817H100 | 912,000 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
TRANSOCEAN INC | COM | H8817H100 | 456,000 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
SoFi Technologies Inc | COM | 83406F102 | 1,383,000 | 300,000 | SH | Put | SOLE | 300,000 | 0 | 0 | |
SPDR S&P 500 ETF | COM | 78462F103 | 34,418,700 | 90,000 | SH | Call | SOLE | 90,000 | 0 | 0 | |
SPDR S&P 500 ETF | COM | 78462F103 | 38,243,000 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
SPDR S&P 500 ETF | COM | 78462F103 | 45,891,600 | 120,000 | SH | Put | SOLE | 120,000 | 0 | 0 | |
SPDR S&P 500 ETF | COM | 78462F103 | 32,697,765 | 85,500 | SH | Put | SOLE | 85,500 | 0 | 0 | |
AMERICAN ELECTRIC POWER | CONV PFD | 02557T307 | 57,040,070 | 1,093,350 | PRN | SOLE | 982,988 | 0 | 110,362 | ||
AES CORP/THE | CONV PFD | 00130H204 | 17,222,100 | 168,201 | PRN | SOLE | 153,638 | 0 | 14,563 | ||
APTIV PLC | CONV PFD | EP0589507 | 21,984,240 | 204,279 | PRN | SOLE | 174,581 | 0 | 29,698 | ||
ALGONQUIN PWR & | CONV PFD | 015857873 | 955,600 | 40,000 | PRN | SOLE | 40,000 | 0 | 0 | ||
BANK OF AMERICA CORP | CONV PFD | 060505682 | 202,665,600 | 174,336 | PRN | SOLE | 122,273 | 4,916 | 47,147 | ||
BECTON DICKINSON AND CO | CONV PFD | 075887406 | 12,597,170 | 250,503 | PRN | SOLE | 222,418 | 0 | 28,085 | ||
BOSTON SCIENTIFIC CORP | CONV PFD | 101137206 | 11,504,610 | 99,951 | PRN | SOLE | 89,952 | 0 | 9,999 | ||
DANAHER CORP | CONV PFD | 235851409 | 29,197,878 | 21,456 | PRN | SOLE | 19,627 | 0 | 1,829 | ||
CHART INDUSTRIES INC | CONV PFD | 16115Q407 | 27,535,275 | 541,500 | PRN | SOLE | 473,629 | 0 | 67,871 | ||
KKR & CO INC | CONV PFD | 48251W401 | 68,279,369 | 1,186,281 | PRN | SOLE | 1,067,714 | 0 | 118,567 | ||
NEXTERA ENERGY INC | CONV PFD | 65339F770 | 2,689,170 | 52,926 | PRN | SOLE | 43,191 | 0 | 9,735 | ||
NEXTERA ENERGY INC | CONV PFD | 65339F739 | 70,453,332 | 1,402,475 | PRN | SOLE | 1,228,334 | 0 | 174,141 | ||
NEXTERA ENERGY INC | CONV PFD | 65339F713 | 29,371,079 | 583,744 | PRN | SOLE | 496,685 | 0 | 87,059 | ||
NISOURCE INC | CONV PFD | 65473P121 | 71,442,679 | 683,662 | PRN | SOLE | 632,372 | 0 | 51,290 | ||
NY COMMUNITY CAP TRUST V | CONV PFD | 64944P307 | 8,461,775 | 191,717 | PRN | SOLE | 139,844 | 51,873 | 0 | ||
PARAMOUNT GLOBAL | CONV PFD | 92556H305 | 211,317 | 8,387 | PRN | SOLE | 8,387 | 0 | 0 | ||
WELLS FARGO & COMPANY | CONV PFD | 949746804 | 201,620,105 | 169,791 | PRN | SOLE | 118,258 | 5,849 | 45,684 | ||
ARES ACQUISITION CORP-A | COM | G33032122 | 2,164 | 4,640 | SH | SOLE | 4,640 | 0 | 0 | ||
26 CAPITAL ACQUISITION COR-A | COM | 90138P118 | 3,281 | 11,718 | SH | SOLE | 11,718 | 0 | 0 | ||
ALLEGO NV | COM | N0796A118 | 915 | 9,150 | SH | SOLE | 9,150 | 0 | 0 | ||
BIGBEAR.AI HOLDINGS INC | COM | 08975B117 | 1,453 | 47,332 | SH | SOLE | 47,332 | 0 | 0 | ||
TRITIUM DCFC LTD | COM | Q9225T116 | 1,777 | 6,066 | SH | SOLE | 6,066 | 0 | 0 | ||
DHC ACQUISITION CORP-A | COM | G2758T117 | 297 | 29,666 | SH | SOLE | 29,666 | 0 | 0 | ||
GINKGO BIOWORKS HOLDINGS INC | COM | 37611X118 | 1,848 | 9,240 | SH | SOLE | 9,240 | 0 | 0 | ||
FATHOM DIGITAL MANUFACTURING | COM | 31189Y111 | 264 | 3,175 | SH | SOLE | 3,175 | 0 | 0 | ||
GRAB HOLDINGS LTD - CL A | COM | G4124C117 | 49,953 | 92,970 | SH | SOLE | 92,970 | 0 | 0 | ||
M3-BRIGADE ACQUISITION II-A | COM | 553800111 | 1,360 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
PAGAYA TECHNOLOGIES LTD -A | COM | M7S64L107 | 7,118 | 75,000 | SH | SOLE | 75,000 | 0 | 0 |