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 |
|
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 EAGLE OUTFITTER | CONV | 02553EAB2 | 14,727 | 4,800,000 | PRN | SOLE | 4,800,000 | 0 | 0 | ||
AERIE PHARMACEUTICALS | CONV | 00771VAB4 | 8,842 | 9,667,000 | PRN | SOLE | 9,667,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | CONV | 00971TAL5 | 57,782 | 52,773,000 | PRN | SOLE | 52,773,000 | 0 | 0 | ||
ALTAIR ENGINEERING INC | CONV | 021369AA1 | 10,091 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
ANTHEM INC | CONV | 94973VBG1 | 54,912 | 10,522,000 | PRN | SOLE | 10,522,000 | 0 | 0 | ||
ARES CAPITAL CORP | CONV | 04010LAT0 | 35,901 | 33,337,000 | PRN | SOLE | 33,337,000 | 0 | 0 | ||
ARES CAPITAL CORP | CONV | 04010LAW3 | 43,137 | 38,806,000 | PRN | SOLE | 38,806,000 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES | CONV | 01741RAK8 | 14,884 | 11,060,000 | PRN | SOLE | 11,060,000 | 0 | 0 | ||
AIR TRANSPORT SERVICES G | CONV | 00922RAB1 | 37,122 | 34,385,000 | PRN | SOLE | 34,385,000 | 0 | 0 | ||
AVAYA HOLDINGS CORP | CONV | 05351XAB7 | 5,263 | 5,003,000 | PRN | SOLE | 5,003,000 | 0 | 0 | ||
ALTERYX INC | CONV | 02156BAD5 | 14 | 15,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
ALTERYX INC | CONV | 02156BAF0 | 60,949 | 65,855,000 | PRN | SOLE | 65,855,000 | 0 | 0 | ||
BOOKING HOLDINGS INC | CONV | 09857LAN8 | 133,052 | 90,360,000 | PRN | SOLE | 90,360,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL | CONV | 09061GAH4 | 51,336 | 49,914,000 | PRN | SOLE | 49,914,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL | CONV | 09061GAK7 | 69,985 | 70,371,000 | PRN | SOLE | 70,371,000 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | CONV | 110122AN8 | 1,331 | 865,000 | PRN | SOLE | 865,000 | 0 | 0 | ||
BENEFITFOCUS INC | CONV | 08180DAB2 | 10 | 11,000 | PRN | SOLE | 11,000 | 0 | 0 | ||
BURLINGTON STORES INC | CONV | 122017AB2 | 12,967 | 8,900,000 | PRN | SOLE | 8,900,000 | 0 | 0 | ||
BLACKSTONE MORTGAGE TR | CONV | 09257WAC4 | 33,306 | 32,595,000 | PRN | SOLE | 32,595,000 | 0 | 0 | ||
CHEESECAKE FACTORY (THE) | CONV | 163072AA9 | 47,705 | 49,887,000 | PRN | SOLE | 49,887,000 | 0 | 0 | ||
CENTENNIAL RESOURCE PROD | CONV | 15136AAA0 | 505 | 386,000 | PRN | SOLE | 386,000 | 0 | 0 | ||
CHEFS' WAREHOUSE THE | CONV | 163086AB7 | 11,150 | 10,472,000 | PRN | SOLE | 10,472,000 | 0 | 0 | ||
CHEGG INC | CONV | 163092AD1 | 3,910 | 2,720,000 | PRN | SOLE | 2,720,000 | 0 | 0 | ||
CHEGG INC | CONV | 163092AF6 | 19,068 | 19,336,000 | PRN | SOLE | 19,336,000 | 0 | 0 | ||
CLEVELAND-CLIFFS INC | CONV | 185899AA9 | 5 | 2,000 | PRN | SOLE | 2,000 | 0 | 0 | ||
CINEMARK HOLDINGS INC | CONV | 17243VAB8 | 10,205 | 6,390,000 | PRN | SOLE | 6,390,000 | 0 | 0 | ||
CNX RESOURCES CORP | CONV | 12653CAG3 | 2,500 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
COUPA SOFTWARE INC | CONV | 22266LAC0 | 11,328 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
COUPA SOFTWARE INC | CONV | 22266LAF3 | 30,067 | 27,771,000 | PRN | SOLE | 27,771,000 | 0 | 0 | ||
COPA HOLDINGS SA | CONV | 21720AAB8 | 2,609 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
CSG SYSTEMS INTERNATIONA | CONV | 126349AF6 | 32,640 | 31,609,000 | PRN | SOLE | 31,609,000 | 0 | 0 | ||
CYBERARK SOFTWARE LTD | CONV | 23248VAB1 | 42,762 | 35,992,000 | PRN | SOLE | 35,992,000 | 0 | 0 | ||
DATADOG INC | CONV | 23804LAB9 | 4,952 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
DISH NETWORK CORP | CONV | 25470MAD1 | 2,971 | 3,039,000 | PRN | SOLE | 3,039,000 | 0 | 0 | ||
DISH NETWORK CORP | CONV | 25470MAB5 | 137,780 | 132,234,000 | PRN | SOLE | 132,234,000 | 0 | 0 | ||
DEXCOM INC | CONV | 252131AK3 | 35,065 | 29,505,000 | PRN | SOLE | 29,505,000 | 0 | 0 | ||
DEXCOM INC | CONV | 252131AH0 | 4,088 | 1,228,000 | PRN | SOLE | 1,228,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | CONV | 298736AL3 | 106,086 | 95,361,000 | PRN | SOLE | 95,361,000 | 0 | 0 | ||
8X8 INC | CONV | 282914AB6 | 22 | 16,000 | PRN | SOLE | 16,000 | 0 | 0 | ||
ENVESTNET INC | CONV | 29404KAB2 | 3 | 2,000 | PRN | SOLE | 2,000 | 0 | 0 | ||
EQT CORP | CONV | 26884LAK5 | 6,024 | 3,814,000 | PRN | SOLE | 3,814,000 | 0 | 0 | ||
EVOLENT HEALTH INC | CONV | 30050BAD3 | 12,691 | 11,069,000 | PRN | SOLE | 11,069,000 | 0 | 0 | ||
EXACT SCIENCES CORP | CONV | 30063PAC9 | 43,428 | 40,265,000 | PRN | SOLE | 40,265,000 | 0 | 0 | ||
EXACT SCIENCES CORP | CONV | 30063PAB1 | 34,249 | 30,117,000 | PRN | SOLE | 30,117,000 | 0 | 0 | ||
NATIONAL VISION HOLDINGS | CONV | 63845RAB3 | 9,084 | 4,730,000 | PRN | SOLE | 4,730,000 | 0 | 0 | ||
FTI CONSULTING INC | CONV | 302941AP4 | 1,216 | 868,000 | PRN | SOLE | 868,000 | 0 | 0 | ||
FIVE9 INC | CONV | 338307AD3 | 21,888 | 16,250,000 | PRN | SOLE | 16,250,000 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | CONV | 33938JAB2 | 9,710 | 10,961,000 | PRN | SOLE | 10,961,000 | 0 | 0 | ||
FORTIVE CORPORATION | CONV | 34959JAK4 | 19,014 | 18,951,000 | PRN | SOLE | 18,951,000 | 0 | 0 | ||
GREENBRIER COS INC | CONV | 393657AK7 | 10 | 10,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
GDS HOLDINGS LIMITED | CONV | 36165LAB4 | 5 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
GREEN PLAINS INC | CONV | 393222AK0 | 720 | 563,000 | PRN | SOLE | 563,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | CONV | 40171VAA8 | 2 | 2,000 | PRN | SOLE | 2,000 | 0 | 0 | ||
HANNON ARMSTRONG SUSTAIN | CONV | 41068XAB6 | 12 | 6,000 | PRN | SOLE | 6,000 | 0 | 0 | ||
HERBALIFE LTD | CONV | 42703MAD5 | 64,324 | 63,050,000 | PRN | SOLE | 63,050,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS | CONV | 42330PAK3 | 5 | 5,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLD | CONV | 457985AM1 | 33,165 | 29,997,000 | PRN | SOLE | 29,997,000 | 0 | 0 | ||
INTERCEPT PHARMAS | CONV | 45845PAA6 | 4 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
INTERDIGITAL INC | CONV | 45867GAB7 | 35,012 | 32,282,000 | PRN | SOLE | 32,282,000 | 0 | 0 | ||
II-VI INC | CONV | 902104AB4 | 1,073 | 805,000 | PRN | SOLE | 805,000 | 0 | 0 | ||
ILLUMINA INC | CONV | 452327AK5 | 50,537 | 43,190,000 | PRN | SOLE | 43,190,000 | 0 | 0 | ||
SUMMIT HOTEL PROPERTIES | CONV | 866082AA8 | 51,645 | 49,023,000 | PRN | SOLE | 49,023,000 | 0 | 0 | ||
INSMED INC | CONV | 457669AB5 | 12,256 | 11,141,000 | PRN | SOLE | 11,141,000 | 0 | 0 | ||
INSMED INC | CONV | 457669AA7 | 19,182 | 18,505,000 | PRN | SOLE | 18,505,000 | 0 | 0 | ||
INNOVIVA INC | CONV | 88338TAB0 | 37,048 | 34,364,000 | PRN | SOLE | 34,364,000 | 0 | 0 | ||
IH MERGER SUB LLC | CONV | 19625XAB8 | 5,239 | 3,100,000 | PRN | SOLE | 3,100,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS IN | CONV | 462222AB6 | 16,159 | 17,771,000 | PRN | SOLE | 17,771,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | CONV | 472145AD3 | 1,316 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | CONV | 472145AF8 | 83,737 | 72,519,000 | PRN | SOLE | 72,519,000 | 0 | 0 | ||
KAMAN CORP | CONV | 483548AF0 | 9,648 | 9,466,000 | PRN | SOLE | 9,466,000 | 0 | 0 | ||
KBR INC | CONV | 48242WAB2 | 33,673 | 20,898,000 | PRN | SOLE | 20,898,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS I | CONV | 53220KAF5 | 10 | 10,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
LUMENTUM HOLDINGS INC | CONV | 55024UAD1 | 36,462 | 33,138,000 | PRN | SOLE | 33,138,000 | 0 | 0 | ||
LUMENTUM HOLDINGS INC | CONV | 55024UAB5 | 1,300 | 883,000 | PRN | SOLE | 883,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | CONV | 531229AB8 | 56,858 | 41,641,000 | PRN | SOLE | 41,641,000 | 0 | 0 | ||
CHENIERE ENERGY INC | CONV | 16411RAG4 | 31,488 | 37,016,000 | PRN | SOLE | 37,016,000 | 0 | 0 | ||
LIVEPERSON INC | CONV | 538146AB7 | 360 | 220,000 | PRN | SOLE | 220,000 | 0 | 0 | ||
STRIDE INC | CONV | 86333MAA6 | 24,877 | 24,975,000 | PRN | SOLE | 24,975,000 | 0 | 0 | ||
SOUTHWEST AIRLINES CO | CONV | 844741BG2 | 160,374 | 107,298,000 | PRN | SOLE | 107,298,000 | 0 | 0 | ||
LYFT INC | CONV | 55087PAB0 | 13,768 | 8,842,000 | PRN | SOLE | 8,842,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMEN | CONV | 538034AQ2 | 850 | 587,000 | PRN | SOLE | 587,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMEN | CONV | 538034AU3 | 2,305 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | CONV | 595017AU8 | 47,629 | 41,902,000 | PRN | SOLE | 41,902,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | CONV | 595017AF1 | 9,069 | 3,965,000 | PRN | SOLE | 3,965,000 | 0 | 0 | ||
MONGODB INC | CONV | 60937PAD8 | 20,478 | 8,945,000 | PRN | SOLE | 8,945,000 | 0 | 0 | ||
MIDDLEBY CORP | CONV | 596278AB7 | 43,740 | 30,579,000 | PRN | SOLE | 30,579,000 | 0 | 0 | ||
MANDIANT INC | CONV | 31816QAF8 | 41,002 | 38,449,000 | PRN | SOLE | 38,449,000 | 0 | 0 | ||
MERITOR INC | CONV | 59001KAF7 | 38,884 | 36,779,000 | PRN | SOLE | 36,779,000 | 0 | 0 | ||
NCL CORPORATION LTD | CONV | 62886HAX9 | 24,781 | 14,490,000 | PRN | SOLE | 14,490,000 | 0 | 0 | ||
NCL CORPORATION LTD | CONV | 62886HAT8 | 10,236 | 4,775,000 | PRN | SOLE | 4,775,000 | 0 | 0 | ||
NEOGENOMICS INC | CONV | 64049MAB6 | 15,402 | 15,205,000 | PRN | SOLE | 15,205,000 | 0 | 0 | ||
NEOGENOMICS INC | CONV | 64049MAA8 | 7 | 5,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
NEW RELIC INC | CONV | 64829BAB6 | 28,164 | 27,761,000 | PRN | SOLE | 27,761,000 | 0 | 0 | ||
NICE LTD | CONV | 653656AB4 | 6,676 | 5,694,000 | PRN | SOLE | 5,694,000 | 0 | 0 | ||
NEW MOUNTAIN FINANCE COR | CONV | 647551AC4 | 21,283 | 20,035,000 | PRN | SOLE | 20,035,000 | 0 | 0 | ||
NRG ENERGY INC | CONV | 629377CG5 | 52,665 | 45,018,000 | PRN | SOLE | 45,018,000 | 0 | 0 | ||
NUTANIX INC | CONV | 67059NAB4 | 7,063 | 6,700,000 | PRN | SOLE | 6,700,000 | 0 | 0 | ||
NUVASIVE INC | CONV | 670704AJ4 | 61,790 | 63,741,000 | PRN | SOLE | 63,741,000 | 0 | 0 | ||
OKTA INC | CONV | 679295AD7 | 14,148 | 9,990,000 | PRN | SOLE | 9,990,000 | 0 | 0 | ||
OKTA INC | CONV | 679295AF2 | 26,687 | 21,745,000 | PRN | SOLE | 21,745,000 | 0 | 0 | ||
OMNICELL INC | CONV | 68213NAD1 | 11,619 | 7,265,000 | PRN | SOLE | 7,265,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | CONV | 682189AP0 | 140 | 62,000 | PRN | SOLE | 62,000 | 0 | 0 | ||
OSI SYSTEMS INC | CONV | 671044AD7 | 29,686 | 28,492,000 | PRN | SOLE | 28,492,000 | 0 | 0 | ||
PALO ALTO NETWORKS | CONV | 697435AD7 | 4,169 | 2,292,000 | PRN | SOLE | 2,292,000 | 0 | 0 | ||
PALO ALTO NETWORKS | CONV | 697435AF2 | 112,752 | 68,015,000 | PRN | SOLE | 68,015,000 | 0 | 0 | ||
PAR TECHNOLOGY CORP | CONV | 698884AE3 | 4,988 | 4,635,000 | PRN | SOLE | 4,635,000 | 0 | 0 | ||
PATRICK INDUSTRIES INC | CONV | 703343AB9 | 11 | 10,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
PEBBLEBROOK HOTEL TRUST | CONV | 70509VAA8 | 90,047 | 80,372,000 | PRN | SOLE | 80,372,000 | 0 | 0 | ||
PEGASYSTEMS INC | CONV | 705573AB9 | 19,070 | 16,877,000 | PRN | SOLE | 16,877,000 | 0 | 0 | ||
PENN NATIONAL GAMING INC | CONV | 707569AU3 | 21,091 | 6,595,000 | PRN | SOLE | 6,595,000 | 0 | 0 | ||
INSULET CORPORATION | CONV | 45784PAK7 | 30,364 | 21,752,000 | PRN | SOLE | 21,752,000 | 0 | 0 | ||
PRA GROUP INC | CONV | 69354NAB2 | 32,783 | 29,550,000 | PRN | SOLE | 29,550,000 | 0 | 0 | ||
PROS HOLDINGS INC | CONV | 74346YAH6 | 11,302 | 11,872,000 | PRN | SOLE | 11,872,000 | 0 | 0 | ||
PARSONS CORP | CONV | 70202LAB8 | 16,072 | 15,995,000 | PRN | SOLE | 15,995,000 | 0 | 0 | ||
PURE STORAGE INC | CONV | 74624MAB8 | 54,565 | 47,158,000 | PRN | SOLE | 47,158,000 | 0 | 0 | ||
PIONEER NATURAL RESOURCE | CONV | 723787AP2 | 149,861 | 92,897,000 | PRN | SOLE | 92,897,000 | 0 | 0 | ||
Q2 HOLDINGS INC | CONV | 74736LAD1 | 21,154 | 18,814,000 | PRN | SOLE | 18,814,000 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES | CONV | 780153BB7 | 51,101 | 36,257,000 | PRN | SOLE | 36,257,000 | 0 | 0 | ||
THE REALREAL INC | CONV | 88339PAB7 | 18,960 | 17,239,000 | PRN | SOLE | 17,239,000 | 0 | 0 | ||
RH | CONV | 74967XAA1 | 604 | 176,000 | PRN | SOLE | 176,000 | 0 | 0 | ||
RH | CONV | 74967XAD5 | 6,848 | 2,172,000 | PRN | SOLE | 2,172,000 | 0 | 0 | ||
RINGCENTRAL INC | CONV | 76680RAF4 | 113,105 | 114,128,000 | PRN | SOLE | 114,128,000 | 0 | 0 | ||
RINGCENTRAL INC | CONV | 76680RAH0 | 57,316 | 61,144,000 | PRN | SOLE | 61,144,000 | 0 | 0 | ||
REDWOOD TRUST INC | CONV | 758075AC9 | 26,801 | 26,158,000 | PRN | SOLE | 26,158,000 | 0 | 0 | ||
REDWOOD TRUST INC | CONV | 758075AD7 | 8,940 | 8,699,000 | PRN | SOLE | 8,699,000 | 0 | 0 | ||
SABRE GLBL INC | CONV | 78573NAE2 | 10,698 | 6,167,000 | PRN | SOLE | 6,167,000 | 0 | 0 | ||
SPIRIT AIRLINES INC | CONV | 848577AB8 | 72,159 | 76,406,000 | PRN | SOLE | 76,406,000 | 0 | 0 | ||
SEA LTD | CONV | 81141RAG5 | 51,210 | 50,515,000 | PRN | SOLE | 50,515,000 | 0 | 0 | ||
SOLAR EDGE TECHNOLOGIES | CONV | 83417MAD6 | 9,971 | 8,033,000 | PRN | SOLE | 8,033,000 | 0 | 0 | ||
SHOPIFY INC | CONV | 82509LAA5 | 2,785 | 2,264,000 | PRN | SOLE | 2,264,000 | 0 | 0 | ||
SILICON LABORATORIES INC | CONV | 826919AD4 | 1,289 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
SNAP INC | CONV | 83304AAD8 | 43,673 | 12,800,000 | PRN | SOLE | 12,800,000 | 0 | 0 | ||
SNAP INC | CONV | 83304AAB2 | 24,886 | 7,625,000 | PRN | SOLE | 7,625,000 | 0 | 0 | ||
SPLUNK INC | CONV | 848637AC8 | 79,645 | 68,058,000 | PRN | SOLE | 68,058,000 | 0 | 0 | ||
SPLUNK INC | CONV | 848637AF1 | 61,978 | 62,310,000 | PRN | SOLE | 62,310,000 | 0 | 0 | ||
SPLUNK INC | CONV | 848637AD6 | 51,952 | 42,401,000 | PRN | SOLE | 42,401,000 | 0 | 0 | ||
SQUARE INC | CONV | 852234AF0 | 24,847 | 12,236,000 | PRN | SOLE | 12,236,000 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | CONV | 803607AB6 | 11,789 | 7,970,000 | PRN | SOLE | 7,970,000 | 0 | 0 | ||
SSR MINING INC | CONV | 784730AB9 | 2,406 | 2,098,000 | PRN | SOLE | 2,098,000 | 0 | 0 | ||
STARWOOD PROPERTY TRUST | CONV | 85571BAH8 | 37,064 | 35,118,000 | PRN | SOLE | 35,118,000 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS | CONV | 868459AD0 | 1,979 | 2,004,000 | PRN | SOLE | 2,004,000 | 0 | 0 | ||
LIVONGO HEALTH | CONV | 539183AA1 | 17,662 | 13,388,000 | PRN | SOLE | 13,388,000 | 0 | 0 | ||
TELADOC HEALTH INC | CONV | 87918AAF2 | 73,384 | 72,599,000 | PRN | SOLE | 72,599,000 | 0 | 0 | ||
TERADYNE INC | CONV | 880770AG7 | 40,990 | 11,877,000 | PRN | SOLE | 11,877,000 | 0 | 0 | ||
LENDINGTREE INC | CONV | 52603BAD9 | 52,679 | 61,581,000 | PRN | SOLE | 61,581,000 | 0 | 0 | ||
LENDINGTREE INC | CONV | 52603BAA5 | 19,330 | 19,284,000 | PRN | SOLE | 19,284,000 | 0 | 0 | ||
TABULA RASA HLTHCR INC | CONV | 873379AA9 | 7,926 | 9,636,000 | PRN | SOLE | 9,636,000 | 0 | 0 | ||
TESLA INC | CONV | 88160RAG6 | 19,290 | 1,544,000 | PRN | SOLE | 1,544,000 | 0 | 0 | ||
TRAVERE THERAPEUTICS INC | CONV | 761299AB2 | 17,514 | 17,393,000 | PRN | SOLE | 17,393,000 | 0 | 0 | ||
TWITTER INC | CONV | 90184LAF9 | 37,157 | 29,470,000 | PRN | SOLE | 29,470,000 | 0 | 0 | ||
MARRIOTT VACATION WORLDW | CONV | 57164YAB3 | 12,437 | 10,468,000 | PRN | SOLE | 10,468,000 | 0 | 0 | ||
VONAGE HOLDINGS CORP | CONV | 92886TAJ1 | 32,132 | 27,435,000 | PRN | SOLE | 27,435,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | CONV | 925550AE5 | 11,263 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | CONV | 925550AB1 | 27,242 | 20,836,000 | PRN | SOLE | 20,836,000 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY | CONV | 928298AP3 | 47,162 | 45,637,000 | PRN | SOLE | 45,637,000 | 0 | 0 | ||
WAYFAIR INC | CONV | 94419LAM3 | 87,400 | 87,285,000 | PRN | SOLE | 87,285,000 | 0 | 0 | ||
WAYFAIR INC | CONV | 94419LAF8 | 8,636 | 4,658,000 | PRN | SOLE | 4,658,000 | 0 | 0 | ||
WORKDAY INC | CONV | 98138HAF8 | 74,417 | 43,390,000 | PRN | SOLE | 43,390,000 | 0 | 0 | ||
WESTERN DIGITAL CORP | CONV | 958102AP0 | 92,313 | 91,021,000 | PRN | SOLE | 91,021,000 | 0 | 0 | ||
WINNEBAGO INDUSTRIES | CONV | 974637AB6 | 9,766 | 7,350,000 | PRN | SOLE | 7,350,000 | 0 | 0 | ||
WIX LTD | CONV | 92940WAB5 | 6 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
WIX LTD | CONV | 92940WAD1 | 5,777 | 5,986,000 | PRN | SOLE | 5,986,000 | 0 | 0 | ||
WOLFSPEED INC | CONV | 225447AD3 | 19,246 | 10,400,000 | PRN | SOLE | 10,400,000 | 0 | 0 | ||
ZILLOW GROUP INC | CONV | 98954MAE1 | 14,653 | 7,100,000 | PRN | SOLE | 7,100,000 | 0 | 0 | ||
ZILLOW GROUP INC | CONV | 98954MAH4 | 22,693 | 14,551,000 | PRN | SOLE | 14,551,000 | 0 | 0 | ||
ZENDESK INC | CONV | 98936JAD3 | 40,976 | 32,253,000 | PRN | SOLE | 32,253,000 | 0 | 0 | ||
ZYNGA INC | CONV | 98986TAB4 | 50,759 | 44,431,000 | PRN | SOLE | 44,431,000 | 0 | 0 | ||
ZSCALER INC. | CONV | 98980GAB8 | 26,532 | 14,530,000 | PRN | SOLE | 14,530,000 | 0 | 0 | ||
ALCOA CORP | COM | 013872106 | 3,426 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
ARES ACQUISITION CORP | COM | G33032114 | 230 | 23,200 | SH | SOLE | 23,200 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 4,315 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
AIRBNB INC | COM | 009066101 | 2,516 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
26 CAPITAL ACQUISITION CORP | COM | 90138P100 | 228 | 23,437 | SH | SOLE | 23,437 | 0 | 0 | ||
26 CAPITAL ACQUISITION COR-A | COM | 90138P118 | 10 | 11,718 | SH | SOLE | 11,718 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 3,087 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
AMAZON.COM INC | COM | 023135106 | 3,285 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
ATLANTIC AVENUE ACQUISITION CO | COM | 04906P200 | 458 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
AUSTERLITZ ACQUISITION CORP II | COM | G0633U119 | 446 | 45,300 | SH | SOLE | 45,300 | 0 | 0 | ||
ALTIMAR ACQUISITION CORP II | COM | G03709113 | 126 | 12,702 | SH | SOLE | 12,702 | 0 | 0 | ||
AUSTERLITZ ACQUISITION CORP I | COM | G0633D109 | 464 | 46,700 | SH | SOLE | 46,700 | 0 | 0 | ||
AUSTERLITZ ACQUISITION CORP I | COM | G0633D109 | 20 | 11,675 | SH | SOLE | 11,675 | 0 | 0 | ||
ADVENT CONVERTIBLE AND INCOME | COM | 00764C109 | 2,752 | 153,048 | SH | SOLE | 153,048 | 0 | 0 | ||
AZUL SA | COM | 05501U106 | 1,304 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
BOEING CO/THE | COM | 097023105 | 3,079 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
BRUNSWICK CORP/DE | COM | 117043109 | 1,905 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
BILL.COM HOLDINGS INC | COM | 090043100 | 400 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
CUMMINS INC | COM | 231021106 | 2,695 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
COLICITY INC | COM | 194170205 | 455 | 45,900 | SH | SOLE | 45,900 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 6,099 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
COMPUTE HEALTH ACQUISITION COR | COM | 204833206 | 890 | 88,900 | SH | SOLE | 88,900 | 0 | 0 | ||
CAESARS ENTERTAINMENT INC | COM | 12769G100 | 4,491 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
DECARBONIZATION PLUS ACQUISITI | COM | 242794105 | 180 | 18,200 | SH | SOLE | 18,200 | 0 | 0 | ||
DECARBONIZATION PLUS ACQUI-A | COM | 242794113 | 7 | 6,066 | SH | SOLE | 6,066 | 0 | 0 | ||
DHC ACQUISITION CORP | COM | G2758T109 | 870 | 89,000 | SH | SOLE | 89,000 | 0 | 0 | ||
DHC ACQUISITION CORP | COM | G2758T109 | 21 | 29,666 | SH | SOLE | 29,666 | 0 | 0 | ||
DIAMONDHEAD HOLDINGS CORP | COM | 25278L204 | 663 | 67,000 | SH | SOLE | 67,000 | 0 | 0 | ||
GINKGO BIOWORKS HOLDINGS INC | COM | 37611X118 | 31 | 9,240 | SH | SOLE | 9,240 | 0 | 0 | ||
DOCUSIGN INC | COM | 256163106 | 12 | 45 | SH | SOLE | 45 | 0 | 0 | ||
EXPEDIA GROUP INC | COM | 30212P303 | 2,950 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
FIGURE ACQUISITION CORP I | COM | 302438205 | 525 | 54,600 | SH | SOLE | 54,600 | 0 | 0 | ||
FREEPORT-MCMORAN INC | COM | 35671D857 | 163 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 3,183 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
FORTISTAR SUSTAINABLE SOLUTION | COM | 34962M205 | 272 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
FARFETCH LTD | COM | 30744W107 | 1,499 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
GIGCAPITAL4 INC | COM | 37518G101 | 661 | 67,000 | SH | SOLE | 67,000 | 0 | 0 | ||
GIGCAPITAL4 INC | COM | 37518G119 | 23 | 22,332 | SH | SOLE | 22,332 | 0 | 0 | ||
GAMING AND LEISURE PROPERTIES | COM | 36467J108 | 3,554 | 76,735 | SH | SOLE | 76,735 | 0 | 0 | ||
CORNING INC | COM | 219350105 | 365 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GENERAL MOTORS CO | COM | 37045V100 | 264 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
HANESBRANDS INC | COM | 410345102 | 1,716 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
FTAC HERA ACQUISITION CORP | COM | G3728Y129 | 932 | 93,600 | SH | SOLE | 93,600 | 0 | 0 | ||
HONEYWELL INTERNATIONAL INC | COM | 438516106 | 2,123 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 2,919 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
HAYMAKER ACQUISITION CORP III | COM | 42087R207 | 158 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOGY | COM | G4863A108 | 3,290 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
JAWS MUSTANG ACQUISITION CORP | COM | G50737116 | 466 | 46,400 | SH | SOLE | 46,400 | 0 | 0 | ||
KEYCORP | COM | 493267108 | 2,703 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
LAZARD GROWTH ACQUISITION CORP | COM | G54035129 | 457 | 46,300 | SH | SOLE | 46,300 | 0 | 0 | ||
LIBERTY MEDIA ACQUISITION CORP | COM | 53073L104 | 396 | 39,330 | SH | SOLE | 39,330 | 0 | 0 | ||
LIBERTY MEDIA ACQUISITION -A | COM | 53073L112 | 11 | 7,866 | SH | SOLE | 7,866 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 3,796 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES NV | COM | N53745100 | 3,472 | 37,000 | SH | SOLE | 37,000 | 0 | 0 | ||
MARRIOTT INTERNATIONAL INC/MD | COM | 571903202 | 3,702 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COM | 595017104 | 2,609 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
MIDDLEBY CORP/THE | COM | 596278101 | 261 | 1,530 | SH | SOLE | 1,530 | 0 | 0 | ||
MODERNA INC | COM | 60770K107 | 2,309 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
MITSUBISHI UFJ FINANCIAL GROUP | COM | 606822104 | 597 | 100,700 | SH | SOLE | 100,700 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 2,746 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
PENN NATIONAL GAMING INC | COM | 707569109 | 2,536 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP I | COM | 693475105 | 2,935 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
RMG ACQUISITION CORP III | COM | G76088114 | 674 | 68,200 | SH | SOLE | 68,200 | 0 | 0 | ||
SUSTAINABLE DEVELOPMENT ACQUIS | COM | 86934L202 | 187 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
SPARTAN ACQUISITION CORP III | COM | 84677R106 | 362 | 36,600 | SH | SOLE | 36,600 | 0 | 0 | ||
SPARTAN ACQUISITION III-A | COM | 84677R114 | 10 | 9,150 | SH | SOLE | 9,150 | 0 | 0 | ||
SIMON PROPERTY GROUP ACQUISITI | COM | 82880R202 | 463 | 46,500 | SH | SOLE | 46,500 | 0 | 0 | ||
THUNDER BRIDGE CAPITAL PARTNER | COM | 88605T209 | 137 | 13,876 | SH | SOLE | 13,876 | 0 | 0 | ||
THOR INDUSTRIES INC | COM | 885160101 | 2,455 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MUSIC ACQUISITION CORP/THE | COM | 62752R209 | 183 | 18,183 | SH | SOLE | 18,183 | 0 | 0 | ||
TISHMAN SPEYER INNOVATION CORP | COM | 88825H209 | 180 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWARE | COM | 874054109 | 308 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
TWILIO INC | COM | 90138F102 | 13 | 42 | SH | SOLE | 42 | 0 | 0 | ||
UNION PACIFIC CORP | COM | 907818108 | 2,352 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
VISA INC | COM | 92826C839 | 1,114 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
VALERO ENERGY CORP | COM | 91913Y100 | 3,529 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
VERINT SYSTEMS INC | COM | 92343X100 | 1 | 12 | SH | SOLE | 12 | 0 | 0 | ||
VENTAS INC | COM | 92276F100 | 2,484 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 3,781 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
UNITED STATES STEEL CORP | COM | 912909108 | 3,296 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS INC | OPT | 02553E906 | 25 | 200 | SH | Call | SOLE | 200 | 0 | 0 | |
BEYOND MEAT INC | OPT | 08862E959 | 42 | 200 | SH | Put | SOLE | 200 | 0 | 0 | |
ISHARES MSCI EMERGING MARKETS | OPT | 464287959 | 4 | 1,000 | SH | Put | SOLE | 1,000 | 0 | 0 | |
ISHARES MSCI EMERGING MARKETS | OPT | 464287959 | 15 | 1,000 | SH | Put | SOLE | 1,000 | 0 | 0 | |
JETBLUE AIRWAYS CORP | OPT | 477143901 | 18 | 701 | SH | Call | SOLE | 701 | 0 | 0 | |
PENN NATIONAL GAMING INC | OPT | 707569959 | 2 | 200 | SH | Put | SOLE | 200 | 0 | 0 | |
AMERICAN ELECTRIC POWER | CONV PFD | 02557T307 | 54,325 | 1,094,566 | SH | SOLE | 1,094,566 | 0 | 0 | ||
AES CORP/THE | CONV PFD | 00130H204 | 16,275 | 168,020 | SH | SOLE | 168,020 | 0 | 0 | ||
COLFAX CORP | CONV PFD | 194014205 | 5,591 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
CHANGE HEALTHCARE INC | CONV PFD | 15912K209 | 5,122 | 73,037 | SH | SOLE | 73,037 | 0 | 0 | ||
DOMINION ENERGY INC | CONV PFD | 25746U133 | 34,368 | 353,675 | SH | SOLE | 353,675 | 0 | 0 | ||
DTE ENERGY CO | CONV PFD | 233331842 | 21,628 | 433,333 | SH | SOLE | 433,333 | 0 | 0 | ||
ELANCO ANIMAL HEALTH INC | CONV PFD | 28414H202 | 28,597 | 572,988 | SH | SOLE | 572,988 | 0 | 0 | ||
NEXTERA ENERGY INC | CONV PFD | 65339F796 | 9,808 | 167,396 | SH | SOLE | 167,396 | 0 | 0 | ||
NEXTERA ENERGY INC | CONV PFD | 65339F770 | 35,664 | 698,775 | SH | SOLE | 698,775 | 0 | 0 | ||
NEXTERA ENERGY INC | CONV PFD | 65339F739 | 60,946 | 1,189,301 | SH | SOLE | 1,189,301 | 0 | 0 | ||
NISOURCE INC | CONV PFD | 65473P121 | 51,359 | 495,500 | SH | SOLE | 495,500 | 0 | 0 | ||
NY COMMUNITY CAP TRUST V | CONV PFD | 64944P307 | 10,086 | 198,065 | SH | SOLE | 198,065 | 0 | 0 | ||
PG&E CORP | CONV PFD | 69331C140 | 11,626 | 121,000 | SH | SOLE | 121,000 | 0 | 0 | ||
RBC BEARINGS INC | CONV PFD | 75524B203 | 18,307 | 166,000 | SH | SOLE | 166,000 | 0 | 0 | ||
SOUTHERN CO | CONV PFD | 842587602 | 23,995 | 470,313 | SH | SOLE | 470,313 | 0 | 0 | ||
STANLEY BLACK & DECKER I | CONV PFD | 854502846 | 83,465 | 790,384 | SH | SOLE | 790,384 | 0 | 0 | ||
ESSENTIAL UTILITIES INC | CONV PFD | 29670G201 | 2,023 | 35,155 | SH | SOLE | 35,155 | 0 | 0 |