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 | 22,384,885 | 19,289,000 | PRN | SOLE | 17,550,000 | 0 | 1,739,000 | |||
| AIRBNB INC | CONV | 009066AB7 | 41,667,147 | 47,511,000 | PRN | SOLE | 24,549,000 | 3,105,000 | 19,857,000 | |||
| AFFIRM HOLDINGS INC | CONV | 00827BAB2 | 88,208,278 | 136,229,000 | PRN | SOLE | 97,249,000 | 7,147,000 | 31,833,000 | |||
| AKAMAI TECHNOLOGIES INC | CONV | 00971TAJ0 | 7,577,558 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | |||
| AKAMAI TECHNOLOGIES INC | CONV | 00971TAL5 | 73,063,734 | 79,124,000 | PRN | SOLE | 54,300,000 | 2,088,000 | 22,736,000 | |||
| ARES CAPITAL CORP | CONV | 04010LAW3 | 24,398,330 | 24,112,000 | PRN | SOLE | 22,666,000 | 0 | 1,446,000 | |||
| ARRAY TECHNOLOGIES INC | CONV | 04271TAB6 | 6,018,261 | 5,450,000 | PRN | SOLE | 4,768,000 | 0 | 682,000 | |||
| ATI INC | CONV | 01741RAK8 | 9,347,400 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | |||
| AIR TRANSPORT SERVICES G | CONV | 00922RAB1 | 9,531,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | |||
| ALTERYX INC | CONV | 02156BAF0 | 58,008,363 | 68,045,000 | PRN | SOLE | 37,164,000 | 2,933,000 | 27,948,000 | |||
| BRIDGEBIO PHARMA INC | CONV | 10806XAB8 | 2,334,150 | 3,150,000 | PRN | SOLE | 3,150,000 | 0 | 0 | |||
| BRIDGEBIO PHARMA INC | CONV | 10806XAD4 | 1,165,234 | 1,800,000 | PRN | SOLE | 1,800,000 | 0 | 0 | |||
| BLOOM ENERGY CORP | CONV | 093712AH0 | 11,394,667 | 8,187,000 | PRN | SOLE | 7,158,000 | 0 | 1,029,000 | |||
| BILL HOLDINGS INC | CONV | 090043AD2 | 17,218,076 | 22,018,000 | PRN | SOLE | 10,201,000 | 115,000 | 11,702,000 | |||
| BILL HOLDINGS INC | CONV | 090043AB6 | 53,373,297 | 58,046,000 | PRN | SOLE | 39,113,000 | 2,203,000 | 16,730,000 | |||
| BOOKING HOLDINGS INC | CONV | 09857LAN8 | 96,545,791 | 64,261,000 | PRN | SOLE | 60,709,000 | 0 | 3,552,000 | |||
| BLACKLINE INC | CONV | 09239BAD1 | 45,133,055 | 52,942,000 | PRN | SOLE | 31,218,000 | 3,111,000 | 18,613,000 | |||
| BIOMARIN PHARMACEUTICAL | CONV | 09061GAH4 | 25,339,666 | 24,638,000 | PRN | SOLE | 15,772,000 | 91,000 | 8,775,000 | |||
| BIOMARIN PHARMACEUTICAL | CONV | 09061GAK7 | 26,430,712 | 25,220,000 | PRN | SOLE | 14,034,000 | 2,275,000 | 8,911,000 | |||
| BENTLEY SYSTEMS INC | CONV | 08265TAB5 | 22,137,527 | 23,255,000 | PRN | SOLE | 20,920,000 | 63,000 | 2,272,000 | |||
| BENTLEY SYSTEMS | CONV | 08265TAD1 | 35,405,847 | 41,703,000 | PRN | SOLE | 20,102,000 | 2,175,000 | 19,426,000 | |||
| BURLINGTON STORES INC | CONV | 122017AB2 | 1,795,094 | 1,550,000 | PRN | SOLE | 1,500,000 | 50,000 | 0 | |||
| BLACKSTONE MORTGAGE TR | CONV | 09257WAE0 | 6,660,664 | 8,398,000 | PRN | SOLE | 8,398,000 | 0 | 0 | |||
| CABLE ONE INC | CONV | 12685JAG0 | 16,415,744 | 22,304,000 | PRN | SOLE | 18,199,000 | 2,219,000 | 1,886,000 | |||
| CHEESECAKE FACTORY (THE) | CONV | 163072AA9 | 31,276,193 | 37,569,000 | PRN | SOLE | 19,021,000 | 3,952,000 | 14,596,000 | |||
| CRACKER BARREL OLD COUNT | CONV | 22410JAB2 | 18,050,000 | 20,000,000 | PRN | SOLE | 9,251,000 | 110,000 | 10,639,000 | |||
| CARNIVAL CORP | CONV | 143658BT8 | 212,840 | 170,000 | PRN | SOLE | 170,000 | 0 | 0 | |||
| CONFLUENT INC | CONV | 20717MAB9 | 17,035,847 | 21,432,000 | PRN | SOLE | 9,925,000 | 112,000 | 11,395,000 | |||
| CHEFS' WAREHOUSE THE | CONV | 163086AB7 | 57,668 | 55,000 | PRN | SOLE | 0 | 55,000 | 0 | |||
| CHEGG INC | CONV | 163092AD1 | 40,039,120 | 45,499,000 | PRN | SOLE | 28,193,000 | 1,942,000 | 15,364,000 | |||
| COHERUS BIOSCIENCES INC | CONV | 19249HAB9 | 4,713,962 | 6,677,000 | PRN | SOLE | 4,758,000 | 1,919,000 | 0 | |||
| CINEMARK HOLDINGS INC | CONV | 17243VAB8 | 22,302,277 | 17,520,000 | PRN | SOLE | 16,122,000 | 0 | 1,398,000 | |||
| COUPA SOFTWARE INC | CONV | 22266LAF3 | 52,234 | 52,000 | PRN | SOLE | 0 | 52,000 | 0 | |||
| CYBERARK SOFTWARE LTD | CONV | 23248VAB1 | 33,398,298 | 29,714,000 | PRN | SOLE | 26,624,000 | 0 | 3,090,000 | |||
| DROPBOX INC | CONV | 26210CAC8 | 20,498,608 | 22,828,000 | PRN | SOLE | 15,542,000 | 110,000 | 7,176,000 | |||
| DROPBOX INC | CONV | 26210CAD6 | 44,580,389 | 51,042,000 | PRN | SOLE | 39,764,000 | 71,000 | 11,207,000 | |||
| DATADOG INC | CONV | 23804LAB9 | 47,901,281 | 44,169,000 | PRN | SOLE | 27,291,000 | 2,110,000 | 14,768,000 | |||
| DISH NETWORK CORP | CONV | 25470MAB5 | 18,460,000 | 35,500,000 | PRN | SOLE | 17,119,000 | 1,630,000 | 16,751,000 | |||
| DRAFTKINGS HOLDINGS INC | CONV | 26142RAB0 | 75,059,946 | 106,923,000 | PRN | SOLE | 64,287,000 | 7,209,000 | 35,427,000 | |||
| DIGITALOCEAN HOLDINGS | CONV | 25402DAB8 | 74,602,219 | 94,402,000 | PRN | SOLE | 60,238,000 | 4,457,000 | 29,707,000 | |||
| DEXCOM INC | CONV | 252131AK3 | 25,423,157 | 23,624,000 | PRN | SOLE | 19,553,000 | 50,000 | 4,021,000 | |||
| DEXCOM INC | CONV | 252131AH0 | 8,004,656 | 2,829,000 | PRN | SOLE | 2,448,000 | 0 | 381,000 | |||
| EURONET WORLDWIDE INC | CONV | 298736AL3 | 54,462,918 | 56,003,000 | PRN | SOLE | 52,320,000 | 0 | 3,683,000 | |||
| ENPHASE ENERGY INC | CONV | 29355AAH0 | 67,925,078 | 65,787,000 | PRN | SOLE | 40,373,000 | 4,123,000 | 21,291,000 | |||
| ENPHASE ENERGY INC | CONV | 29355AAK3 | 34,417,715 | 33,037,000 | PRN | SOLE | 27,074,000 | 0 | 5,963,000 | |||
| EQT CORP | CONV | 26884LAK5 | 84,872,400 | 38,449,000 | PRN | SOLE | 34,697,000 | 0 | 3,752,000 | |||
| ETSY INC | CONV | 29786AAN6 | 25,474,390 | 30,588,000 | PRN | SOLE | 15,174,000 | 1,031,000 | 14,383,000 | |||
| ETSY INC | CONV | 29786AAL0 | 18,712,503 | 20,688,000 | PRN | SOLE | 17,335,000 | 7,000 | 3,346,000 | |||
| EVERBRIDGE INC | CONV | 29978AAC8 | 33,716 | 37,000 | PRN | SOLE | 0 | 37,000 | 0 | |||
| EVOLENT HEALTH INC | CONV | 30050BAD3 | 21,028,415 | 17,597,000 | PRN | SOLE | 14,477,000 | 2,093,000 | 1,027,000 | |||
| EXACT SCIENCES CORP | CONV | 30063PAC9 | 52,962,139 | 59,974,000 | PRN | SOLE | 34,234,000 | 3,931,000 | 21,809,000 | |||
| EXACT SCIENCES CORP | CONV | 30063PAB1 | 10,072,313 | 10,767,000 | PRN | SOLE | 7,597,000 | 0 | 3,170,000 | |||
| EXPEDIA GROUP INC | CONV | 30212PBE4 | 76,665,886 | 85,160,000 | PRN | SOLE | 67,512,000 | 1,955,000 | 15,693,000 | |||
| NATIONAL VISION HOLDINGS | CONV | 63845RAB3 | 17,746,014 | 18,447,000 | PRN | SOLE | 15,912,000 | 1,503,000 | 1,032,000 | |||
| FORD MOTOR COMPANY | CONV | 345370CZ1 | 106,673,996 | 106,249,000 | PRN | SOLE | 73,613,000 | 3,573,000 | 29,063,000 | |||
| FIVE9 INC | CONV | 338307AD3 | 69,159,970 | 74,925,000 | PRN | SOLE | 54,444,000 | 2,277,000 | 18,204,000 | |||
| SHIFT4 PAYMENTS INC | CONV | 82452JAD1 | 40,293,229 | 42,481,000 | PRN | SOLE | 24,426,000 | 176,000 | 17,879,000 | |||
| SHIFT4 PAYMENTS INC | CONV | 82452JAB5 | 32,650,753 | 27,821,000 | PRN | SOLE | 24,544,000 | 38,000 | 3,239,000 | |||
| FASTLY INC | CONV | 31188VAB6 | 5,586,000 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | |||
| FARFETCH LTD | CONV | 30744WAD9 | 17,423,473 | 22,238,000 | PRN | SOLE | 18,539,000 | 0 | 3,699,000 | |||
| GUESS INC | CONV | 401617AD7 | 5,202,500 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | |||
| GUARDANT HEALTH INC | CONV | 40131MAB5 | 27,676,374 | 40,982,000 | PRN | SOLE | 24,648,000 | 2,937,000 | 13,397,000 | |||
| HAEMONETICS CORP | CONV | 405024AB6 | 51,254,215 | 60,053,000 | PRN | SOLE | 30,833,000 | 5,185,000 | 24,035,000 | |||
| HALOZYME THERAPEUTICS IN | CONV | 40637HAD1 | 3,674,305 | 4,310,000 | PRN | SOLE | 2,789,000 | 1,521,000 | 0 | |||
| HEALTH CATALYST INC | CONV | 42225TAB3 | 4,078,252 | 4,445,000 | PRN | SOLE | 4,445,000 | 0 | 0 | |||
| HERBALIFE LTD | CONV | 42703MAD5 | 19,015,200 | 20,016,000 | PRN | SOLE | 16,055,000 | 2,630,000 | 1,331,000 | |||
| REALOGY GROUP/CO-ISSUER | CONV | 75606DAP6 | 21,843,528 | 31,543,000 | PRN | SOLE | 26,040,000 | 2,206,000 | 3,297,000 | |||
| H WORLD GROUP LTD | CONV | 44332NAB2 | 3,243,600 | 2,400,000 | PRN | SOLE | 1,324,000 | 0 | 1,076,000 | |||
| INTEGRA LIFESCIENCES HLD | CONV | 457985AM1 | 9,418,054 | 9,634,000 | PRN | SOLE | 9,634,000 | 0 | 0 | |||
| ILLUMINA INC | CONV | 452327AK5 | 2,667,402 | 2,722,000 | PRN | SOLE | 0 | 0 | 2,722,000 | |||
| IMAX CORP | CONV | 45245EAJ8 | 27,258,060 | 28,973,000 | PRN | SOLE | 13,473,000 | 2,007,000 | 13,493,000 | |||
| SUMMIT HOTEL PROPERTIES | CONV | 866082AA8 | 12,485,329 | 14,506,000 | PRN | SOLE | 7,697,000 | 114,000 | 6,695,000 | |||
| IONIS PHARMACEUTICALS IN | CONV | 462222AB6 | 9,542,554 | 10,314,000 | PRN | SOLE | 10,275,000 | 39,000 | 0 | |||
| ITRON INC | CONV | 465741AN6 | 35,007,458 | 42,051,000 | PRN | SOLE | 25,698,000 | 159,000 | 16,194,000 | |||
| JAZZ INVESTMENTS I LTD | CONV | 472145AD3 | 5,511,917 | 5,680,000 | PRN | SOLE | 5,680,000 | 0 | 0 | |||
| JAZZ INVESTMENTS I LTD | CONV | 472145AF8 | 51,494,288 | 46,287,000 | PRN | SOLE | 30,280,000 | 116,000 | 15,891,000 | |||
| JETBLUE AIRWAYS CORP | CONV | 477143AP6 | 63,755,620 | 82,585,000 | PRN | SOLE | 48,666,000 | 3,441,000 | 30,478,000 | |||
| KAMAN CORP | CONV | 483548AF0 | 37,920 | 40,000 | PRN | SOLE | 0 | 40,000 | 0 | |||
| LITHIUM AMERICAS CORP | CONV | 53680QAA6 | 16,101,520 | 19,636,000 | PRN | SOLE | 17,938,000 | 0 | 1,698,000 | |||
| LUMENTUM HOLDINGS INC | CONV | 55024UAD1 | 14,807,400 | 17,020,000 | PRN | SOLE | 13,019,000 | 1,853,000 | 2,148,000 | |||
| LUMENTUM HOLDINGS INC | CONV | 55024UAB5 | 9,390,420 | 8,939,000 | PRN | SOLE | 8,939,000 | 0 | 0 | |||
| LIBERTY MEDIA CORP | CONV | 531229AB8 | 163,425 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | |||
| LIVEPERSON INC | CONV | 538146AD3 | 3,000 | 5,000 | PRN | SOLE | 5,000 | 0 | 0 | |||
| SOUTHWEST AIRLINES CO | CONV | 844741BG2 | 179,205,172 | 157,232,000 | PRN | SOLE | 138,403,000 | 1,403,000 | 17,426,000 | |||
| LYFT INC | CONV | 55087PAB0 | 44,825,524 | 50,769,000 | PRN | SOLE | 37,000,000 | 141,000 | 13,628,000 | |||
| LIVE NATION ENTERTAINMEN | CONV | 538034AU3 | 16,499,838 | 16,871,000 | PRN | SOLE | 8,677,000 | 1,683,000 | 6,511,000 | |||
| MONGODB INC | CONV | 60937PAD8 | 30,556,377 | 23,582,000 | PRN | SOLE | 20,239,000 | 0 | 3,343,000 | |||
| MGP INGREDIENTS INC | CONV | 55303JAB2 | 7,449,750 | 6,300,000 | PRN | SOLE | 6,300,000 | 0 | 0 | |||
| MIDDLEBY CORP | CONV | 596278AB7 | 10,846,249 | 8,710,000 | PRN | SOLE | 8,710,000 | 0 | 0 | |||
| MAKEMYTRIP LIMITED | CONV | 56087FAB0 | 3,049,291 | 3,178,000 | PRN | SOLE | 1,856,000 | 0 | 1,322,000 | |||
| VAIL RESORTS INC | CONV | 91879QAN9 | 23,799,415 | 26,499,000 | PRN | SOLE | 14,259,000 | 1,903,000 | 10,337,000 | |||
| NCL CORPORATION LTD | CONV | 62886HBD2 | 78,457,864 | 109,554,000 | PRN | SOLE | 68,071,000 | 4,847,000 | 36,636,000 | |||
| NCL CORPORATION LTD | CONV | 62886HAX9 | 20,175,383 | 18,655,000 | PRN | SOLE | 16,948,000 | 54,000 | 1,653,000 | |||
| NEOGENOMICS INC | CONV | 64049MAB6 | 21,909,920 | 29,608,000 | PRN | SOLE | 17,038,000 | 5,120,000 | 7,450,000 | |||
| NEOGENOMICS INC | CONV | 64049MAA8 | 23,937,197 | 25,516,000 | PRN | SOLE | 14,775,000 | 105,000 | 10,636,000 | |||
| CLOUDFLARE INC | CONV | 18915MAC1 | 36,825,825 | 43,350,000 | PRN | SOLE | 24,409,000 | 2,408,000 | 16,533,000 | |||
| NICE LTD | CONV | 653656AB4 | 6,212,938 | 6,455,000 | PRN | SOLE | 3,854,000 | 1,684,000 | 917,000 | |||
| NEW MOUNTAIN FINANCE COR | CONV | 647551AC4 | 15,570,513 | 15,590,000 | PRN | SOLE | 12,836,000 | 0 | 2,754,000 | |||
| NRG ENERGY INC | CONV | 629377CG5 | 31,084,445 | 30,106,000 | PRN | SOLE | 17,561,000 | 1,750,000 | 10,795,000 | |||
| NUTANIX INC | CONV | 67059NAH1 | 57,032,929 | 68,029,000 | PRN | SOLE | 41,204,000 | 2,974,000 | 23,851,000 | |||
| NUVASIVE INC | CONV | 670704AJ4 | 15,528,128 | 17,536,000 | PRN | SOLE | 8,112,000 | 113,000 | 9,311,000 | |||
| OKTA INC | CONV | 679295AD7 | 19,955,691 | 22,014,000 | PRN | SOLE | 20,392,000 | 0 | 1,622,000 | |||
| OKTA INC | CONV | 679295AF2 | 35,339,960 | 41,285,000 | PRN | SOLE | 19,918,000 | 2,234,000 | 19,133,000 | |||
| OMNICELL INC | CONV | 68213NAD1 | 58,418,052 | 63,223,000 | PRN | SOLE | 43,365,000 | 1,941,000 | 17,917,000 | |||
| ON SEMICONDUCTOR CORP | CONV | 682189AS4 | 7,368,156 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | |||
| OAK STREET HEALTH INC | CONV | 67181AAB3 | 60,792,557 | 61,383,000 | PRN | SOLE | 30,656,000 | 5,177,000 | 25,550,000 | |||
| PALO ALTO NETWORKS | CONV | 697435AF2 | 61,924,610 | 30,633,000 | PRN | SOLE | 27,771,000 | 0 | 2,862,000 | |||
| PAGERDUTY INC. | CONV | 69553PAB6 | 19,150 | 17,000 | PRN | SOLE | 0 | 17,000 | 0 | |||
| PEBBLEBROOK HOTEL TRUST | CONV | 70509VAA8 | 33,376,235 | 39,198,000 | PRN | SOLE | 26,618,000 | 140,000 | 12,440,000 | |||
| PENN ENTERTAINMENT INC | CONV | 707569AU3 | 17,838,982 | 12,371,000 | PRN | SOLE | 11,632,000 | 0 | 739,000 | |||
| INSULET CORPORATION | CONV | 45784PAK7 | 19,236,245 | 12,837,000 | PRN | SOLE | 12,172,000 | 0 | 665,000 | |||
| PERMIAN RESOURC OPTG LLC | CONV | 15136AAA0 | 139,163 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | |||
| PERFICIENT INC | CONV | 71375UAF8 | 18,004,492 | 22,520,000 | PRN | SOLE | 10,432,000 | 118,000 | 11,970,000 | |||
| PROS HOLDINGS INC | CONV | 74346YAH6 | 70,968 | 75,000 | PRN | SOLE | 0 | 75,000 | 0 | |||
| PARSONS CORP | CONV | 70202LAB8 | 11,823,867 | 10,681,000 | PRN | SOLE | 10,681,000 | 0 | 0 | |||
| PELOTON INTERACTIVE INC | CONV | 70614WAB6 | 50,748,525 | 66,402,000 | PRN | SOLE | 47,561,000 | 3,168,000 | 15,673,000 | |||
| PIONEER NATURAL RESOURCE | CONV | 723787AP2 | 88,131,620 | 41,183,000 | PRN | SOLE | 37,802,000 | 0 | 3,381,000 | |||
| Q2 HOLDINGS INC | CONV | 74736LAD1 | 35,817,137 | 44,246,000 | PRN | SOLE | 27,651,000 | 3,995,000 | 12,600,000 | |||
| ROYAL CARIBBEAN CRUISES | CONV | 780153BF8 | 7,721,250 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | |||
| REDFIN CORP | CONV | 75737FAC2 | 17,622,652 | 24,497,000 | PRN | SOLE | 23,193,000 | 0 | 1,304,000 | |||
| REPLIGEN CORP | CONV | 759916AB5 | 7,814,285 | 5,080,000 | PRN | SOLE | 5,080,000 | 0 | 0 | |||
| RINGCENTRAL INC | CONV | 76680RAF4 | 19,372,969 | 21,878,000 | PRN | SOLE | 19,646,000 | 0 | 2,232,000 | |||
| RINGCENTRAL INC | CONV | 76680RAH0 | 46,690,147 | 57,373,000 | PRN | SOLE | 30,002,000 | 3,433,000 | 23,938,000 | |||
| RAPID7 INC | CONV | 753422AF1 | 18,682,250 | 21,387,000 | PRN | SOLE | 13,468,000 | 77,000 | 7,842,000 | |||
| REDWOOD TRUST INC | CONV | 758075AD7 | 10,459 | 11,000 | PRN | SOLE | 3,000 | 8,000 | 0 | |||
| SPIRIT AIRLINES INC | CONV | 848577AB8 | 35,362,926 | 43,631,000 | PRN | SOLE | 25,358,000 | 2,580,000 | 15,693,000 | |||
| SEA LTD | CONV | 81141RAG5 | 2,832,292 | 3,592,000 | PRN | SOLE | 2,263,000 | 0 | 1,329,000 | |||
| SEA LTD | CONV | 81141RAF7 | 1,959,037 | 1,600,000 | PRN | SOLE | 881,000 | 0 | 719,000 | |||
| SOLAR EDGE TECHNOLOGIES | CONV | 83417MAD6 | 3,857,465 | 2,965,000 | PRN | SOLE | 2,129,000 | 0 | 836,000 | |||
| SNAP INC | CONV | 83304AAD8 | 3,926,013 | 4,137,000 | PRN | SOLE | 4,100,000 | 37,000 | 0 | |||
| SNAP INC | CONV | 83304AAB2 | 90,686,430 | 98,599,000 | PRN | SOLE | 65,220,000 | 5,792,000 | 27,587,000 | |||
| SPLUNK INC | CONV | 848637AC8 | 9,447,200 | 9,640,000 | PRN | SOLE | 9,640,000 | 0 | 0 | |||
| SPLUNK INC | CONV | 848637AF1 | 33,954,548 | 39,505,000 | PRN | SOLE | 18,948,000 | 1,913,000 | 18,644,000 | |||
| SPLUNK INC | CONV | 848637AD6 | 66,884,504 | 68,944,000 | PRN | SOLE | 49,851,000 | 1,951,000 | 17,142,000 | |||
| BLOCK INC | CONV | 852234AK9 | 28,519,260 | 37,038,000 | PRN | SOLE | 20,508,000 | 3,219,000 | 13,311,000 | |||
| BLOCK INC | CONV | 852234AF0 | 70,884,900 | 73,800,000 | PRN | SOLE | 51,508,000 | 2,603,000 | 19,689,000 | |||
| SAREPTA THERAPEUTICS INC | CONV | 803607AC4 | 29,530,469 | 24,566,000 | PRN | SOLE | 21,256,000 | 0 | 3,310,000 | |||
| LIVONGO HEALTH | CONV | 539183AA1 | 6,943,605 | 7,841,000 | PRN | SOLE | 6,507,000 | 0 | 1,334,000 | |||
| TELADOC HEALTH INC | CONV | 87918AAF2 | 29,156,013 | 37,558,000 | PRN | SOLE | 18,447,000 | 2,661,000 | 16,450,000 | |||
| TYLER TECHNOLOGIES INC | CONV | 902252AB1 | 61,993,920 | 64,577,000 | PRN | SOLE | 46,237,000 | 1,911,000 | 16,429,000 | |||
| UNITY SOFTWARE INC | CONV | 91332UAB7 | 15,601,693 | 20,015,000 | PRN | SOLE | 18,012,000 | 0 | 2,003,000 | |||
| UBER TECHNOLOGIES INC | CONV | 90353TAJ9 | 51,951,685 | 58,717,000 | PRN | SOLE | 36,078,000 | 2,588,000 | 20,051,000 | |||
| UPWORK INC | CONV | 91688FAB0 | 925,578 | 1,174,000 | PRN | SOLE | 1,174,000 | 0 | 0 | |||
| MARRIOTT VACATION WORLDW | CONV | 57164YAD9 | 373,632 | 384,000 | PRN | SOLE | 384,000 | 0 | 0 | |||
| VIAVI SOLUTIONS INC | CONV | 925550AB1 | 191,055 | 188,000 | PRN | SOLE | 188,000 | 0 | 0 | |||
| VERINT SYSTEMS INC | CONV | 92343XAC4 | 24,478,268 | 27,523,000 | PRN | SOLE | 12,760,000 | 144,000 | 14,619,000 | |||
| WAYFAIR INC | CONV | 94419LAM3 | 43,763,719 | 59,319,000 | PRN | SOLE | 36,821,000 | 3,659,000 | 18,839,000 | |||
| WAYFAIR INC | CONV | 94419LAD3 | 1,521,625 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | |||
| WESTERN DIGITAL CORP | CONV | 958102AP0 | 99,327,345 | 102,505,000 | PRN | SOLE | 82,768,000 | 257,000 | 19,480,000 | |||
| WINNEBAGO INDUSTRIES | CONV | 974637AB6 | 5,412,050 | 4,900,000 | PRN | SOLE | 4,900,000 | 0 | 0 | |||
| UNITED STATES STEEL CORP | CONV | 912909AT5 | 10,658,740 | 5,230,000 | PRN | SOLE | 5,230,000 | 0 | 0 | |||
| ZILLOW GROUP INC | CONV | 98954MAE1 | 7,323,819 | 6,257,000 | PRN | SOLE | 6,225,000 | 32,000 | 0 | |||
| ZILLOW GROUP INC | CONV | 98954MAG6 | 24,061,034 | 20,279,000 | PRN | SOLE | 16,926,000 | 0 | 3,353,000 | |||
| ZILLOW GROUP INC | CONV | 98954MAH4 | 30,784,325 | 29,975,000 | PRN | SOLE | 15,742,000 | 1,732,000 | 12,501,000 | |||
| ZSCALER INC. | CONV | 98980GAB8 | 34,434,810 | 32,501,000 | PRN | SOLE | 28,627,000 | 0 | 3,874,000 | |||
| AbbVie Inc | COM | 00287Y109 | 3,187,400 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| Affirm Holdings Inc | COM | 00827B106 | 58,694 | 5,208 | SH | SOLE | 5,208 | 0 | 0 | |||
| Amgen Inc | COM | 031162100 | 1,692,250 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | |||
| Advent Convertible and Income | COM | 00764C109 | 682,595 | 59,048 | SH | SOLE | 59,048 | 0 | 0 | |||
| Brandywine Realty Trust | COM | 105368203 | 118,250 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | |||
| Bristol-Myers Squibb Co | COM | 110122108 | 1,386,200 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| Comerica Inc | COM | 200340107 | 1,519,700 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | |||
| EQT Corp | COM | 26884L109 | 1,914,600 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | |||
| Five9 Inc | COM | 338307101 | 17,856 | 247 | SH | SOLE | 247 | 0 | 0 | |||
| First Trust High Yield Opportu | COM | 33741Q107 | 2,113,265 | 151,380 | SH | SOLE | 151,380 | 0 | 0 | |||
| PGIM Global High Yield Fund In | COM | 69346J106 | 2,194,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | |||
| Halliburton Co | COM | 406216101 | 3,164,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | |||
| IBM | COM | 459200101 | 3,932,700 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | |||
| Summit Hotel Properties Inc | COM | 866082100 | 91,210 | 13,030 | SH | SOLE | 13,030 | 0 | 0 | |||
| Ionis Pharmaceuticals Inc | COM | 462222100 | 16,583 | 464 | SH | SOLE | 464 | 0 | 0 | |||
| iQIYI Inc | COM | 46267X108 | 781,872 | 107,400 | SH | SOLE | 107,400 | 0 | 0 | |||
| Integer Holdings Corp | COM | 45826H109 | 733,460 | 9,464 | SH | SOLE | 9,464 | 0 | 0 | |||
| Johnson Controls International | COM | G51502105 | 3,613,200 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | |||
| ArcelorMittal SA | COM | 03938L203 | 1,506,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | |||
| Occidental Petroleum Corp | COM | 674599105 | 3,121,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | |||
| Parker-Hannifin Corp | COM | 701094104 | 4,705,540 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | |||
| PNC Financial Services Group I | COM | 693475105 | 1,652,300 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | |||
| PPL Corp | COM | 69351T106 | 1,656,284 | 59,600 | SH | SOLE | 59,600 | 0 | 0 | |||
| Spirit Airlines Inc | COM | 848577102 | 107,021 | 6,233 | SH | SOLE | 6,233 | 0 | 0 | |||
| Snap Inc | COM | 83304A106 | 167,477 | 14,940 | SH | SOLE | 14,940 | 0 | 0 | |||
| Sarepta Therapeutics Inc | COM | 803607100 | 77,185 | 560 | SH | SOLE | 560 | 0 | 0 | |||
| Unity Software Inc | COM | 91332U101 | 53,721 | 1,656 | SH | SOLE | 1,656 | 0 | 0 | |||
| Verizon Communications Inc | COM | 92343V104 | 2,916,750 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | |||
| Wayfair Inc | COM | 94419L101 | 34,340 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | |||
| Zillow Group Inc | COM | 98954M200 | 212,300 | 4,774 | SH | SOLE | 4,774 | 0 | 0 | |||
| AMERICAN AIRLINES GROUP | COM | 02376R102 | 2,950,000 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | ||
| Affirm Holdings Inc | COM | 00827B106 | 1,127,000 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | ||
| BANK OF AMERICA CORP | COM | 060505104 | 5,720,000 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | ||
| Brandywine Realty Trust | COM | 105368203 | 946,000 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL | COM | 09061G101 | 972,400 | 10,000 | SH | Call | SOLE | 10,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL | COM | 09061G101 | 972,400 | 10,000 | SH | Call | SOLE | 10,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL | COM | 09061G101 | 972,400 | 10,000 | SH | Call | SOLE | 10,000 | 0 | 0 | ||
| Deutsche Bank | COM | D18190898 | 510,500 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | ||
| Deutsche Bank | COM | D18190898 | 1,531,500 | 150,000 | SH | Put | SOLE | 150,000 | 0 | 0 | ||
| Fisker Inc | COM | 33813J106 | 614,000 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | ||
| Ready Capital Corp | COM | 75574U101 | 2,034,000 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | ||
| SL Green Realty Corp | COM | 78440X887 | 1,176,000 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | ||
| SNAP INC | COM | 83304A106 | 1,121,000 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | ||
| Synovus Financial Corp | COM | 87161C501 | 1,541,500 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | ||
| Synovus Financial Corp | COM | 87161C501 | 1,390,433 | 45,100 | SH | Put | SOLE | 45,100 | 0 | 0 | ||
| SoFi Technologies Inc | COM | 83406F102 | 3,945,500 | 650,000 | SH | Call | SOLE | 650,000 | 0 | 0 | ||
| SPDR S&P 500 ETF Trust | COM | 78462F103 | 40,939,000 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | ||
| Starwood Property Trust | COM | 85571B105 | 884,500 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | ||
| ZTO Express Cayman Inc | COM | 98980A105 | 2,866,000 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | ||
| AMERICAN ELECTRIC POWER | CONV PFD | 02557T307 | 39,254,712 | 778,400 | PRN | SOLE | 698,073 | 0 | 80,327 | |||
| AES CORP/THE | CONV PFD | 00130H204 | 15,730,970 | 174,401 | PRN | SOLE | 159,838 | 0 | 14,563 | |||
| APTIV PLC | CONV PFD | EP0589507 | 9,638,180 | 78,229 | PRN | SOLE | 69,485 | 0 | 8,744 | |||
| ALGONQUIN PWR & | CONV PFD | 015857873 | 1,192,800 | 40,000 | PRN | SOLE | 40,000 | 0 | 0 | |||
| BANK OF AMERICA CORP | CONV PFD | 060505682 | 212,572,592 | 182,409 | PRN | SOLE | 130,119 | 4,809 | 47,481 | |||
| BOSTON SCIENTIFIC CORP | CONV PFD | 101137206 | 4,814,982 | 39,861 | PRN | SOLE | 35,090 | 0 | 4,771 | |||
| DANAHER CORP | CONV PFD | 235851409 | 12,274,598 | 9,628 | PRN | SOLE | 8,493 | 0 | 1,135 | |||
| CHART INDUSTRIES INC | CONV PFD | 16115Q407 | 31,704,295 | 593,158 | PRN | SOLE | 508,956 | 0 | 84,202 | |||
| KKR & CO INC | CONV PFD | 48251W401 | 64,028,160 | 1,007,881 | PRN | SOLE | 919,287 | 0 | 88,594 | |||
| NEXTERA ENERGY INC | CONV PFD | 65339F739 | 70,871,623 | 1,453,926 | PRN | SOLE | 1,274,793 | 0 | 179,133 | |||
| NEXTERA ENERGY INC | CONV PFD | 65339F713 | 29,651,999 | 641,055 | PRN | SOLE | 573,624 | 0 | 67,431 | |||
| NISOURCE INC | CONV PFD | 65473P121 | 69,293,446 | 664,112 | PRN | SOLE | 612,822 | 0 | 51,290 | |||
| NY COMMUNITY CAP TRUST V | CONV PFD | 64944P307 | 7,595,991 | 194,769 | PRN | SOLE | 143,615 | 51,154 | 0 | |||
| PARAMOUNT GLOBAL | CONV PFD | 92556H305 | 3,335,068 | 108,387 | PRN | SOLE | 108,387 | 0 | 0 | |||
| WELLS FARGO & COMPANY | CONV PFD | 949746804 | 199,537,884 | 172,536 | PRN | SOLE | 120,840 | 5,700 | 45,996 | |||
| GRAB HOLDINGS LTD - CL A | COM | G4124C117 | 98,782 | 170,314 | SH | SOLE | 170,314 | 0 | 0 | |||