The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AMERICAN AIRLINES GROUP | CONV | 02376RAF9 | 85,530,113 | 76,881,000 | PRN | SOLE | 47,751,000 | 2,974,000 | 26,156,000 | |||
| AIRBNB INC | CONV | 009066AB7 | 284,590 | 316,000 | PRN | SOLE | 316,000 | 0 | 0 | |||
| AFFIRM HOLDINGS INC | CONV | 00827BAB2 | 99,899,205 | 121,458,000 | PRN | SOLE | 84,762,000 | 5,563,000 | 31,133,000 | |||
| AKAMAI TECHNOLOGIES INC | CONV | 00971TAJ0 | 4,067,250 | 3,190,000 | PRN | SOLE | 3,190,000 | 0 | 0 | |||
| AKAMAI TECHNOLOGIES INC | CONV | 00971TAL5 | 32,643,423 | 29,185,000 | PRN | SOLE | 26,421,000 | 0 | 2,764,000 | |||
| ALNYLAM PHARMACEUTICALS | CONV | 02043QAB3 | 54,049,825 | 54,734,000 | PRN | SOLE | 33,739,000 | 1,420,000 | 19,575,000 | |||
| ALTAIR ENGINEERING INC | CONV | 021369AC7 | 8,000,385 | 6,166,000 | PRN | SOLE | 5,283,000 | 0 | 883,000 | |||
| ARES CAPITAL CORP | CONV | 04010LAW3 | 9,788,291 | 9,463,000 | PRN | SOLE | 8,080,000 | 0 | 1,383,000 | |||
| ARRAY TECHNOLOGIES INC | CONV | 04271TAB6 | 57,161,775 | 57,900,000 | PRN | SOLE | 38,836,000 | 1,918,000 | 17,146,000 | |||
| ALTERYX INC | CONV | 02156BAF0 | 39,051,953 | 40,002,000 | PRN | SOLE | 18,845,000 | 208,000 | 20,949,000 | |||
| BANDWIDTH INC | CONV | 05988JAB9 | 3,330 | 4,000 | PRN | SOLE | 0 | 4,000 | 0 | |||
| BRIDGEBIO PHARMA INC | CONV | 10806XAB8 | 30,176,555 | 24,929,000 | PRN | SOLE | 16,696,000 | 1,332,000 | 6,901,000 | |||
| BRIDGEBIO PHARMA INC | CONV | 10806XAD4 | 30,425,609 | 35,715,000 | PRN | SOLE | 18,099,000 | 1,656,000 | 15,960,000 | |||
| BLOOM ENERGY CORP | CONV | 093712AH0 | 25,120,991 | 22,007,000 | PRN | SOLE | 11,780,000 | 1,185,000 | 9,042,000 | |||
| BIGCOMMERCE HOLDINGS INC | CONV | 08975PAB4 | 6,655,750 | 8,425,000 | PRN | SOLE | 6,847,000 | 1,578,000 | 0 | |||
| BILL HOLDINGS INC | CONV | 090043AD2 | 13,169,300 | 15,800,000 | PRN | SOLE | 7,134,000 | 74,000 | 8,592,000 | |||
| BILL HOLDINGS INC | CONV | 090043AB6 | 26,153,162 | 27,734,000 | PRN | SOLE | 14,125,000 | 1,576,000 | 12,033,000 | |||
| BOOKING HOLDINGS INC | CONV | 09857LAN8 | 84,835,452 | 44,915,000 | PRN | SOLE | 41,329,000 | 0 | 3,586,000 | |||
| BLACKLINE INC | CONV | 09239BAD1 | 56,512,208 | 63,319,000 | PRN | SOLE | 32,025,000 | 2,961,000 | 28,333,000 | |||
| BIOMARIN PHARMACEUTICAL | CONV | 09061GAH4 | 4,466,212 | 4,520,000 | PRN | SOLE | 4,520,000 | 0 | 0 | |||
| BIOMARIN PHARMACEUTICAL | CONV | 09061GAK7 | 32,424,362 | 31,422,000 | PRN | SOLE | 15,512,000 | 2,432,000 | 13,478,000 | |||
| BOX INC | CONV | 10316TAB0 | 15,622,256 | 13,936,000 | PRN | SOLE | 12,644,000 | 0 | 1,292,000 | |||
| BENTLEY SYSTEMS INC | CONV | 08265TAB5 | 49,492,132 | 49,836,000 | PRN | SOLE | 34,419,000 | 1,380,000 | 14,037,000 | |||
| BENTLEY SYSTEMS | CONV | 08265TAD1 | 22,833,808 | 25,385,000 | PRN | SOLE | 12,163,000 | 1,621,000 | 11,601,000 | |||
| BURLINGTON STORES INC | CONV | 122017AB2 | 7,168,595 | 6,607,000 | PRN | SOLE | 4,383,000 | 2,224,000 | 0 | |||
| BLACKSTONE MORTGAGE TR | CONV | 09257WAE0 | 5,838,175 | 6,398,000 | PRN | SOLE | 6,398,000 | 0 | 0 | |||
| CABLE ONE INC | CONV | 12685JAE5 | 27,358,943 | 32,055,000 | PRN | SOLE | 15,170,000 | 143,000 | 16,742,000 | |||
| CABLE ONE INC | CONV | 12685JAG0 | 14,466,150 | 18,972,000 | PRN | SOLE | 15,468,000 | 1,618,000 | 1,886,000 | |||
| CHEESECAKE FACTORY (THE) | CONV | 163072AA9 | 19,041,625 | 21,950,000 | PRN | SOLE | 10,111,000 | 102,000 | 11,737,000 | |||
| CONFLUENT INC | CONV | 20717MAB9 | 26,002,800 | 31,000,000 | PRN | SOLE | 14,102,000 | 145,000 | 16,753,000 | |||
| CHEFS' WAREHOUSE THE | CONV | 163086AE1 | 10,479,211 | 10,982,000 | PRN | SOLE | 9,458,000 | 0 | 1,524,000 | |||
| COHERUS BIOSCIENCES INC | CONV | 19249HAB9 | 2,191,633 | 3,864,000 | PRN | SOLE | 2,409,000 | 1,455,000 | 0 | |||
| CINEMARK HOLDINGS INC | CONV | 17243VAB8 | 14,650,609 | 12,077,000 | PRN | SOLE | 10,978,000 | 0 | 1,099,000 | |||
| CONMED CORP | CONV | 207410AH4 | 24,107,609 | 24,002,000 | PRN | SOLE | 11,580,000 | 1,322,000 | 11,100,000 | |||
| COINBASE GLOBAL INC | CONV | 19260QAB3 | 35,841,216 | 39,360,000 | PRN | SOLE | 23,443,000 | 1,590,000 | 14,327,000 | |||
| CYBERARK SOFTWARE LTD | CONV | 23248VAB1 | 20,040,363 | 14,103,000 | PRN | SOLE | 13,256,000 | 0 | 847,000 | |||
| CYTOKINETICS INC | CONV | 23282WAC4 | 18,541,600 | 10,535,000 | PRN | SOLE | 9,650,000 | 0 | 885,000 | |||
| DROPBOX INC | CONV | 26210CAC8 | 3,829,624 | 3,884,000 | PRN | SOLE | 3,884,000 | 0 | 0 | |||
| DROPBOX INC | CONV | 26210CAD6 | 4,781,190 | 4,728,000 | PRN | SOLE | 4,728,000 | 0 | 0 | |||
| DATADOG INC | CONV | 23804LAB9 | 14,340,636 | 10,236,000 | PRN | SOLE | 9,001,000 | 0 | 1,235,000 | |||
| DRAFTKINGS HOLDINGS INC | CONV | 26142RAB0 | 49,494,197 | 60,991,000 | PRN | SOLE | 35,001,000 | 3,893,000 | 22,097,000 | |||
| DIGITALOCEAN HOLDINGS | CONV | 25402DAB8 | 66,102,351 | 79,699,000 | PRN | SOLE | 47,026,000 | 3,315,000 | 29,358,000 | |||
| DEXCOM INC | CONV | 252131AK3 | 12,895,357 | 12,293,000 | PRN | SOLE | 8,619,000 | 3,674,000 | 0 | |||
| EURONET WORLDWIDE INC | CONV | 298736AL3 | 27,511,785 | 29,113,000 | PRN | SOLE | 21,269,000 | 0 | 7,844,000 | |||
| ENPHASE ENERGY INC | CONV | 29355AAF4 | 8,622,126 | 5,085,000 | PRN | SOLE | 4,325,000 | 0 | 760,000 | |||
| ENPHASE ENERGY INC | CONV | 29355AAH0 | 6,169,260 | 6,735,000 | PRN | SOLE | 6,735,000 | 0 | 0 | |||
| ENPHASE ENERGY INC | CONV | 29355AAK3 | 50,985,272 | 57,005,000 | PRN | SOLE | 33,016,000 | 1,917,000 | 22,072,000 | |||
| ENVESTNET INC | CONV | 29404KAG1 | 33,662,850 | 33,960,000 | PRN | SOLE | 20,316,000 | 1,468,000 | 12,176,000 | |||
| EQT CORP | CONV | 26884LAK5 | 60,892,282 | 22,897,000 | PRN | SOLE | 20,773,000 | 0 | 2,124,000 | |||
| ETSY INC | CONV | 29786AAL0 | 33,286,262 | 38,904,000 | PRN | SOLE | 18,775,000 | 2,187,000 | 17,942,000 | |||
| ETSY INC | CONV | 29786AAJ5 | 10,403,200 | 9,011,000 | PRN | SOLE | 7,894,000 | 0 | 1,117,000 | |||
| EVOLENT HEALTH INC | CONV | 30050BAD3 | 14,767,560 | 12,920,000 | PRN | SOLE | 10,202,000 | 2,317,000 | 401,000 | |||
| EXACT SCIENCES CORP | CONV | 30063PAC9 | 70,851,560 | 75,374,000 | PRN | SOLE | 39,146,000 | 3,440,000 | 32,788,000 | |||
| EXACT SCIENCES CORP | CONV | 30063PAB1 | 1,642,553 | 1,689,000 | PRN | SOLE | 1,689,000 | 0 | 0 | |||
| EXPEDIA GROUP INC | CONV | 30212PBE4 | 77,741,395 | 81,790,000 | PRN | SOLE | 60,039,000 | 2,040,000 | 19,711,000 | |||
| NATIONAL VISION HOLDINGS | CONV | 63845RAB3 | 10,666,344 | 10,608,000 | PRN | SOLE | 9,330,000 | 0 | 1,278,000 | |||
| FORD MOTOR COMPANY | CONV | 345370CZ1 | 56,074,000 | 56,074,000 | PRN | SOLE | 31,601,000 | 1,405,000 | 23,068,000 | |||
| FIVE9 INC | CONV | 338307AD3 | 4,985,432 | 5,204,000 | PRN | SOLE | 5,204,000 | 0 | 0 | |||
| SHIFT4 PAYMENTS INC | CONV | 82452JAD1 | 28,230,671 | 30,132,000 | PRN | SOLE | 17,749,000 | 103,000 | 12,280,000 | |||
| SHIFT4 PAYMENTS INC | CONV | 82452JAB5 | 61,045,718 | 54,779,000 | PRN | SOLE | 43,307,000 | 1,960,000 | 9,512,000 | |||
| LIBERTY MEDIA CORP | CONV | 531229AQ5 | 2,997,114 | 2,940,000 | PRN | SOLE | 1,848,000 | 1,092,000 | 0 | |||
| GUARDANT HEALTH INC | CONV | 40131MAB5 | 30,176,820 | 42,804,000 | PRN | SOLE | 24,128,000 | 2,189,000 | 16,487,000 | |||
| GUIDEWIRE SOFTWARE INC | CONV | 40171VAA8 | 3,093,012 | 2,808,000 | PRN | SOLE | 2,808,000 | 0 | 0 | |||
| HAEMONETICS CORP | CONV | 405024AB6 | 26,394,445 | 29,491,000 | PRN | SOLE | 14,046,000 | 1,597,000 | 13,848,000 | |||
| HALOZYME THERAPEUTICS IN | CONV | 40637HAF6 | 52,157,480 | 55,993,000 | PRN | SOLE | 38,164,000 | 1,991,000 | 15,838,000 | |||
| HERBALIFE LTD | CONV | 42703MAD5 | 1,413,281 | 1,429,000 | PRN | SOLE | 1,429,000 | 0 | 0 | |||
| REALOGY GROUP/CO-ISSUER | CONV | 75606DAP6 | 10,628,291 | 13,474,000 | PRN | SOLE | 11,630,000 | 0 | 1,844,000 | |||
| H WORLD GROUP LTD | CONV | 44332NAB2 | 6,579,324 | 6,126,000 | PRN | SOLE | 6,126,000 | 0 | 0 | |||
| HUBSPOT INC | CONV | 443573AD2 | 10,053,722 | 4,844,000 | PRN | SOLE | 4,136,000 | 0 | 708,000 | |||
| INTEGRA LIFESCIENCES HLD | CONV | 457985AM1 | 3,876,064 | 4,106,000 | PRN | SOLE | 4,106,000 | 0 | 0 | |||
| ITRON INC | CONV | 465741AN6 | 20,594,600 | 22,250,000 | PRN | SOLE | 10,050,000 | 105,000 | 12,095,000 | |||
| JAZZ INVESTMENTS I LTD | CONV | 472145AF8 | 44,309,207 | 43,719,000 | PRN | SOLE | 28,064,000 | 119,000 | 15,536,000 | |||
| LITHIUM AMERICAS AR | CONV | 53680QAA6 | 12,722,298 | 19,739,000 | PRN | SOLE | 16,165,000 | 1,766,000 | 1,808,000 | |||
| LUMENTUM HOLDINGS INC | CONV | 55024UAF6 | 24,236,100 | 30,605,000 | PRN | SOLE | 18,435,000 | 108,000 | 12,062,000 | |||
| LUMENTUM HOLDINGS INC | CONV | 55024UAD1 | 302,848 | 338,000 | PRN | SOLE | 338,000 | 0 | 0 | |||
| LUMENTUM HOLDINGS INC | CONV | 55024UAB5 | 3,060,158 | 3,041,000 | PRN | SOLE | 3,041,000 | 0 | 0 | |||
| LANTHEUS HOLDINGS INC | CONV | 516544AB9 | 31,914,137 | 28,353,000 | PRN | SOLE | 25,870,000 | 0 | 2,483,000 | |||
| SOUTHWEST AIRLINES CO | CONV | 844741BG2 | 117,392,338 | 115,743,000 | PRN | SOLE | 106,678,000 | 0 | 9,065,000 | |||
| LYFT INC | CONV | 55087PAB0 | 7,156,232 | 7,521,000 | PRN | SOLE | 6,243,000 | 0 | 1,278,000 | |||
| LIVE NATION ENTERTAINMEN | CONV | 538034AU3 | 338,208 | 320,000 | PRN | SOLE | 320,000 | 0 | 0 | |||
| MONGODB INC | CONV | 60937PAD8 | 12,470,083 | 6,302,000 | PRN | SOLE | 5,379,000 | 0 | 923,000 | |||
| MGP INGREDIENTS INC | CONV | 55303JAB2 | 3,393,000 | 2,900,000 | PRN | SOLE | 2,900,000 | 0 | 0 | |||
| MIDDLEBY CORP | CONV | 596278AB7 | 5,087,680 | 4,160,000 | PRN | SOLE | 4,160,000 | 0 | 0 | |||
| MICROSTRATEGY INC | CONV | 594972AC5 | 5,180,906 | 3,128,000 | PRN | SOLE | 2,801,000 | 0 | 327,000 | |||
| MICROSTRATEGY INC | CONV | 594972AE1 | 43,288,921 | 49,507,000 | PRN | SOLE | 29,545,000 | 2,406,000 | 17,556,000 | |||
| NEUROCRINE BIOSCIENCES | CONV | 64125CAD1 | 3,468 | 2,000 | PRN | SOLE | 0 | 2,000 | 0 | |||
| NCL CORPORATION LTD | CONV | 62886HBD2 | 80,415,461 | 87,589,000 | PRN | SOLE | 45,787,000 | 3,886,000 | 37,916,000 | |||
| NCL CORPORATION LTD | CONV | 62886HAX9 | 14,250,432 | 11,064,000 | PRN | SOLE | 10,029,000 | 0 | 1,035,000 | |||
| NEOGENOMICS INC | CONV | 64049MAB6 | 23,234,532 | 30,363,000 | PRN | SOLE | 15,536,000 | 3,945,000 | 10,882,000 | |||
| NEOGENOMICS INC | CONV | 64049MAA8 | 21,562,500 | 23,000,000 | PRN | SOLE | 12,871,000 | 86,000 | 10,043,000 | |||
| NICE LTD | CONV | 653656AB4 | 7,781,082 | 8,182,000 | PRN | SOLE | 7,107,000 | 0 | 1,075,000 | |||
| NEW MOUNTAIN FINANCE COR | CONV | 647551AE0 | 33,307,079 | 32,638,000 | PRN | SOLE | 30,163,000 | 0 | 2,475,000 | |||
| NORTHERN OIL AND GAS INC | CONV | 665531AJ8 | 11,841,184 | 10,001,000 | PRN | SOLE | 8,835,000 | 0 | 1,166,000 | |||
| SUNNOVA ENERGY INTL INC | CONV | 86745KAH7 | 7,637,150 | 11,450,000 | PRN | SOLE | 9,779,000 | 0 | 1,671,000 | |||
| NRG ENERGY INC | CONV | 629377CG5 | 139,320 | 108,000 | PRN | SOLE | 108,000 | 0 | 0 | |||
| NUTANIX INC | CONV | 67059NAH1 | 3,902,030 | 3,734,000 | PRN | SOLE | 3,734,000 | 0 | 0 | |||
| NATERA INC | CONV | 632307AB0 | 8,415,505 | 4,907,000 | PRN | SOLE | 4,236,000 | 0 | 671,000 | |||
| ENVISTA HOLDINGS CORP | CONV | 29415FAB0 | 7,435,120 | 5,984,000 | PRN | SOLE | 4,645,000 | 0 | 1,339,000 | |||
| OKTA INC | CONV | 679295AF2 | 28,139,517 | 31,653,000 | PRN | SOLE | 14,963,000 | 1,669,000 | 15,021,000 | |||
| OMNICELL INC | CONV | 68213NAD1 | 3,578,719 | 3,882,000 | PRN | SOLE | 3,882,000 | 0 | 0 | |||
| ON SEMICONDUCTOR CORP | CONV | 682189AS4 | 1,233,280 | 752,000 | PRN | SOLE | 752,000 | 0 | 0 | |||
| PALO ALTO NETWORKS | CONV | 697435AF2 | 25,492,152 | 8,589,000 | PRN | SOLE | 7,281,000 | 0 | 1,308,000 | |||
| PEBBLEBROOK HOTEL TRUST | CONV | 70509VAA8 | 162,999 | 182,000 | PRN | SOLE | 182,000 | 0 | 0 | |||
| PENN ENTERTAINMENT INC | CONV | 707569AU3 | 17,418,700 | 13,399,000 | PRN | SOLE | 12,040,000 | 0 | 1,359,000 | |||
| INSULET CORPORATION | CONV | 45784PAK7 | 33,643,716 | 29,154,000 | PRN | SOLE | 15,898,000 | 1,804,000 | 11,452,000 | |||
| POST HOLDINGS INC | CONV | 737446AT1 | 557,510 | 549,000 | PRN | SOLE | 549,000 | 0 | 0 | |||
| PERMIAN RESOURC OPTG LLC | CONV | 15136AAA0 | 130,306 | 56,000 | PRN | SOLE | 56,000 | 0 | 0 | |||
| PERFICIENT INC | CONV | 71375UAF8 | 15,599,798 | 18,725,000 | PRN | SOLE | 8,455,000 | 88,000 | 10,182,000 | |||
| PROS HOLDINGS INC | CONV | 74346YAH6 | 5,865 | 6,000 | PRN | SOLE | 0 | 6,000 | 0 | |||
| PELOTON INTERACTIVE INC | CONV | 70614WAB6 | 60,313,499 | 77,436,000 | PRN | SOLE | 48,066,000 | 4,832,000 | 24,538,000 | |||
| PIONEER NATURAL RESOURCE | CONV | 723787AP2 | 64,934,145 | 26,667,000 | PRN | SOLE | 23,796,000 | 0 | 2,871,000 | |||
| Q2 HOLDINGS INC | CONV | 74736LAD1 | 110,570 | 121,000 | PRN | SOLE | 121,000 | 0 | 0 | |||
| ROYAL CARIBBEAN CRUISES | CONV | 780153BQ4 | 23,674,959 | 8,877,000 | PRN | SOLE | 8,025,000 | 0 | 852,000 | |||
| REDFIN CORP | CONV | 75737FAE8 | 2,453,692 | 3,793,000 | PRN | SOLE | 3,793,000 | 0 | 0 | |||
| REDFIN CORP | CONV | 75737FAC2 | 2,983,819 | 3,539,000 | PRN | SOLE | 3,539,000 | 0 | 0 | |||
| REPLIGEN CORP | CONV | 759916AC3 | 6,361,675 | 5,675,000 | PRN | SOLE | 5,675,000 | 0 | 0 | |||
| RINGCENTRAL INC | CONV | 76680RAF4 | 2,865,775 | 3,065,000 | PRN | SOLE | 3,065,000 | 0 | 0 | |||
| RINGCENTRAL INC | CONV | 76680RAH0 | 29,987,554 | 34,419,000 | PRN | SOLE | 16,315,000 | 1,575,000 | 16,529,000 | |||
| RAPID7 INC | CONV | 753422AF1 | 27,728,647 | 30,703,000 | PRN | SOLE | 15,591,000 | 126,000 | 14,986,000 | |||
| RAPID7 INC | CONV | 753422AD6 | 3,311 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | |||
| SEA LTD | CONV | 81141RAF7 | 3,966,120 | 4,140,000 | PRN | SOLE | 4,140,000 | 0 | 0 | |||
| SHAKE SHACK INC | CONV | 819047AB7 | 2,220,250 | 2,705,000 | PRN | SOLE | 2,705,000 | 0 | 0 | |||
| SNAP INC | CONV | 83304AAD8 | 1,953,600 | 1,850,000 | PRN | SOLE | 1,850,000 | 0 | 0 | |||
| SNAP INC | CONV | 83304AAH9 | 45,204,493 | 57,439,000 | PRN | SOLE | 30,416,000 | 231,000 | 26,792,000 | |||
| SNAP INC | CONV | 83304AAB2 | 78,783,755 | 73,854,000 | PRN | SOLE | 41,868,000 | 3,783,000 | 28,203,000 | |||
| SPLUNK INC | CONV | 848637AF1 | 25,803,591 | 26,506,000 | PRN | SOLE | 12,944,000 | 1,782,000 | 11,780,000 | |||
| SPLUNK INC | CONV | 848637AD6 | 4,529,712 | 4,103,000 | PRN | SOLE | 4,103,000 | 0 | 0 | |||
| BLOCK INC | CONV | 852234AK9 | 27,109,263 | 32,810,000 | PRN | SOLE | 18,078,000 | 2,323,000 | 12,409,000 | |||
| BLOCK INC | CONV | 852234AF0 | 29,642,579 | 30,189,000 | PRN | SOLE | 18,393,000 | 99,000 | 11,697,000 | |||
| SAREPTA THERAPEUTICS INC | CONV | 803607AB6 | 1,416 | 1,000 | PRN | SOLE | 0 | 1,000 | 0 | |||
| SAREPTA THERAPEUTICS INC | CONV | 803607AD2 | 98,860,984 | 97,218,000 | PRN | SOLE | 66,636,000 | 3,028,000 | 27,554,000 | |||
| TELADOC HEALTH INC | CONV | 87918AAF2 | 31,874,514 | 38,547,000 | PRN | SOLE | 18,839,000 | 3,127,000 | 16,581,000 | |||
| TYLER TECHNOLOGIES INC | CONV | 902252AB1 | 4,737,099 | 4,674,000 | PRN | SOLE | 4,669,000 | 5,000 | 0 | |||
| UNITY SOFTWARE INC | CONV | 91332UAB7 | 46,805,968 | 55,988,000 | PRN | SOLE | 33,311,000 | 2,525,000 | 20,152,000 | |||
| UBER TECHNOLOGIES INC | CONV | 90353TAJ9 | 57,026,873 | 55,807,000 | PRN | SOLE | 29,439,000 | 2,983,000 | 23,385,000 | |||
| UPWORK INC | CONV | 91688FAB0 | 1,001,539 | 1,174,000 | PRN | SOLE | 1,174,000 | 0 | 0 | |||
| MARRIOTT VACATION WORLDW | CONV | 57164YAD9 | 3,875,487 | 4,389,000 | PRN | SOLE | 4,389,000 | 0 | 0 | |||
| MARRIOTT VACATION WORLDW | CONV | 57164YAF4 | 60,094,620 | 67,560,000 | PRN | SOLE | 47,355,000 | 1,445,000 | 18,760,000 | |||
| VERINT SYSTEMS INC | CONV | 92343XAC4 | 21,195,000 | 24,000,000 | PRN | SOLE | 10,825,000 | 113,000 | 13,062,000 | |||
| WAYFAIR INC | CONV | 94419LAF8 | 65,924,630 | 75,085,000 | PRN | SOLE | 39,618,000 | 3,351,000 | 32,116,000 | |||
| WAYFAIR INC | CONV | 94419LAP6 | 29,669,964 | 23,999,000 | PRN | SOLE | 21,425,000 | 0 | 2,574,000 | |||
| WINNEBAGO INDUSTRIES | CONV | 974637AB6 | 3,141,250 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | |||
| WOLFSPEED INC | CONV | 977852AB8 | 23,265,087 | 34,289,000 | PRN | SOLE | 16,707,000 | 2,003,000 | 15,579,000 | |||
| WOLFSPEED INC | CONV | 225447AD3 | 10,931,440 | 9,568,000 | PRN | SOLE | 8,360,000 | 0 | 1,208,000 | |||
| WOLFSPEED INC | CONV | 977852AD4 | 41,567,950 | 60,661,000 | PRN | SOLE | 41,006,000 | 1,926,000 | 17,729,000 | |||
| ZILLOW GROUP INC | CONV | 98954MAE1 | 4,453,015 | 3,290,000 | PRN | SOLE | 3,290,000 | 0 | 0 | |||
| ZILLOW GROUP INC | CONV | 98954MAG6 | 19,226,119 | 14,003,000 | PRN | SOLE | 12,624,000 | 0 | 1,379,000 | |||
| ZILLOW GROUP INC | CONV | 98954MAH4 | 33,772,969 | 30,597,000 | PRN | SOLE | 15,863,000 | 2,085,000 | 12,649,000 | |||
| ZIFF DAVIS INC | CONV | 48123VAE2 | 42,860,200 | 45,116,000 | PRN | SOLE | 27,747,000 | 1,362,000 | 16,007,000 | |||
| ZSCALER INC. | CONV | 98980GAB8 | 31,211,304 | 20,527,000 | PRN | SOLE | 18,790,000 | 0 | 1,737,000 | |||
| ZTO EXPRESS KY INC | CONV | 98980AAB1 | 7,857,524 | 8,196,000 | PRN | SOLE | 8,196,000 | 0 | 0 | |||
| AbbVie Inc | COM | 00287Y109 | 4,649,100 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | |||
| Amgen Inc | COM | 031162100 | 1,344,765 | 4,669 | SH | SOLE | 4,669 | 0 | 0 | |||
| Boeing Co/The | COM | 097023105 | 2,606,600 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | |||
| Bath & Body Works Inc | COM | 070830104 | 2,589,600 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | |||
| Best Buy Co Inc | COM | 086516101 | 2,348,400 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | |||
| Chubb Ltd | COM | H1467J104 | 1,808,000 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | |||
| Copa Holdings SA | COM | P31076105 | 2,126,200 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| Salesforce Inc | COM | 79466L302 | 2,631,400 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | |||
| Deere & Co | COM | 244199105 | 1,599,480 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | |||
| Dick's Sporting Goods Inc | COM | 253393102 | 1,469,500 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | |||
| Enphase Energy Inc | COM | 29355A107 | 1,982,100 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | |||
| Freeport-McMoRan Inc | COM | 35671D857 | 3,192,750 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | |||
| Alphabet Inc | COM | 02079K107 | 2,818,600 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| JPMorgan Chase & Co | COM | 46625H100 | 3,402,000 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| KKR & Co Inc | COM | 48251W104 | 3,314 | 40 | SH | SOLE | 0 | 40 | 0 | |||
| Live Nation Entertainment Inc | COM | 538034109 | 1,591,200 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | |||
| MGM Resorts International | COM | 552953101 | 4,468,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | |||
| Mirum Pharmaceuticals Inc | COM | 604749101 | 507,744 | 17,200 | SH | SOLE | 17,200 | 0 | 0 | |||
| NextEra Energy Inc | COM | 65339F101 | 3,037,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | |||
| NeoGenomics Inc | COM | 64049M209 | 47,990 | 2,966 | SH | SOLE | 2,966 | 0 | 0 | |||
| Pfizer Inc | COM | 717081103 | 2,879,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | |||
| Schlumberger NV | COM | 806857108 | 3,382,600 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | |||
| Sarepta Therapeutics Inc | COM | 803607100 | 1,350,020 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | |||
| AES CORP/THE | CONV PFD | 00130H204 | 11,767,799 | 154,921 | SH | SOLE | 133,906 | 0 | 21,015 | |||
| APOLLO GLOBAL MANAGEMENT | CONV PFD | 03769M304 | 66,877,814 | 1,186,829 | SH | SOLE | 1,040,564 | 0 | 146,265 | |||
| ALGONQUIN PWR & | CONV PFD | 015857873 | 1,241,350 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | |||
| BANK OF AMERICA CORP | CONV PFD | 060505682 | 224,076,467 | 185,624 | SH | SOLE | 127,120 | 4,289 | 54,215 | |||
| CHART INDUSTRIES INC | CONV PFD | 16115Q407 | 33,456,716 | 588,923 | SH | SOLE | 535,638 | 0 | 53,285 | |||
| NEXTERA ENERGY INC | CONV PFD | 65339F713 | 83,892,713 | 2,193,675 | SH | SOLE | 1,877,603 | 0 | 316,072 | |||
| NY COMMUNITY CAP TRUST V | CONV PFD | 64944P307 | 6,626,182 | 157,624 | SH | SOLE | 119,054 | 38,570 | 0 | |||
| WELLS FARGO & COMPANY | CONV PFD | 949746804 | 232,444,731 | 193,824 | SH | SOLE | 131,389 | 5,052 | 57,383 | |||
| CenterPoint Energy Inc | COM | 15189T107 | 13,913,590 | 487,000 | SH | Call | SOLE | 487,000 | 0 | 0 | ||
| CenterPoint Energy Inc | COM | 15189T107 | 5,714,000 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | ||