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 | 17,704,362 | 13,767,000 | PRN | SOLE | 12,197,000 | 0 | 1,570,000 | |||
| AIRBNB INC | CONV | 009066AB7 | 20,460,677 | 23,397,000 | PRN | SOLE | 11,688,000 | 192,000 | 11,517,000 | |||
| AFFIRM HOLDINGS INC | CONV | 00827BAB2 | 102,819,032 | 138,365,000 | PRN | SOLE | 98,596,000 | 6,691,000 | 33,078,000 | |||
| AKAMAI TECHNOLOGIES INC | CONV | 00971TAJ0 | 4,823,432 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | |||
| AKAMAI TECHNOLOGIES INC | CONV | 00971TAL5 | 54,969,130 | 56,626,000 | PRN | SOLE | 43,070,000 | 100,000 | 13,456,000 | |||
| ARES CAPITAL CORP | CONV | 04010LAW3 | 19,098,743 | 19,063,000 | PRN | SOLE | 17,452,000 | 0 | 1,611,000 | |||
| ATI INC | CONV | 01741RAK8 | 1,450,000 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | |||
| AIR TRANSPORT SERVICES G | CONV | 00922RAB1 | 7,122,000 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | |||
| ALTERYX INC | CONV | 02156BAF0 | 57,037,500 | 67,500,000 | PRN | SOLE | 36,823,000 | 2,729,000 | 27,948,000 | |||
| BRIDGEBIO PHARMA INC | CONV | 10806XAB8 | 2,008,680 | 2,550,000 | PRN | SOLE | 2,550,000 | 0 | 0 | |||
| BRIDGEBIO PHARMA INC | CONV | 10806XAD4 | 1,113,979 | 1,800,000 | PRN | SOLE | 1,800,000 | 0 | 0 | |||
| BLOOM ENERGY CORP | CONV | 093712AH0 | 14,736,638 | 12,025,000 | PRN | SOLE | 9,589,000 | 1,407,000 | 1,029,000 | |||
| BIGCOMMERCE HOLDINGS INC | CONV | 08975PAB4 | 16,922,334 | 21,516,000 | PRN | SOLE | 19,171,000 | 953,000 | 1,392,000 | |||
| BILL HOLDINGS INC | CONV | 090043AD2 | 14,025,000 | 17,000,000 | PRN | SOLE | 7,876,000 | 89,000 | 9,035,000 | |||
| BILL HOLDINGS INC | CONV | 090043AB6 | 57,925,621 | 55,141,000 | PRN | SOLE | 37,434,000 | 2,002,000 | 15,705,000 | |||
| BOOKING HOLDINGS INC | CONV | 09857LAN8 | 96,100,339 | 63,905,000 | PRN | SOLE | 60,402,000 | 0 | 3,503,000 | |||
| BLACKLINE INC | CONV | 09239BAD1 | 39,879,360 | 46,848,000 | PRN | SOLE | 25,364,000 | 2,871,000 | 18,613,000 | |||
| BIOMARIN PHARMACEUTICAL | CONV | 09061GAH4 | 23,654,128 | 24,020,000 | PRN | SOLE | 13,288,000 | 104,000 | 10,628,000 | |||
| BIOMARIN PHARMACEUTICAL | CONV | 09061GAK7 | 36,062,832 | 35,695,000 | PRN | SOLE | 21,012,000 | 3,047,000 | 11,636,000 | |||
| BOX INC | CONV | 10316TAB0 | 16,083,806 | 12,898,000 | PRN | SOLE | 11,707,000 | 0 | 1,191,000 | |||
| BENTLEY SYSTEMS INC | CONV | 08265TAB5 | 21,901,834 | 21,191,000 | PRN | SOLE | 18,996,000 | 0 | 2,195,000 | |||
| BENTLEY SYSTEMS | CONV | 08265TAD1 | 35,203,160 | 38,770,000 | PRN | SOLE | 18,657,000 | 2,018,000 | 18,095,000 | |||
| BURLINGTON STORES INC | CONV | 122017AB2 | 61,071,917 | 58,477,000 | PRN | SOLE | 38,186,000 | 2,978,000 | 17,313,000 | |||
| BLACKSTONE MORTGAGE TR | CONV | 09257WAE0 | 7,217,031 | 8,398,000 | PRN | SOLE | 8,398,000 | 0 | 0 | |||
| CABLE ONE INC | CONV | 12685JAE5 | 23,852,500 | 29,000,000 | PRN | SOLE | 13,431,000 | 150,000 | 15,419,000 | |||
| CABLE ONE INC | CONV | 12685JAG0 | 16,515,015 | 21,802,000 | PRN | SOLE | 17,858,000 | 2,058,000 | 1,886,000 | |||
| CHEESECAKE FACTORY (THE) | CONV | 163072AA9 | 31,022,156 | 36,767,000 | PRN | SOLE | 18,528,000 | 3,643,000 | 14,596,000 | |||
| CARNIVAL CORP | CONV | 143658BT8 | 201,909 | 102,000 | PRN | SOLE | 102,000 | 0 | 0 | |||
| CONFLUENT INC | CONV | 20717MAB9 | 25,058,222 | 30,000,000 | PRN | SOLE | 13,890,000 | 157,000 | 15,953,000 | |||
| COHERUS BIOSCIENCES INC | CONV | 19249HAB9 | 3,949,140 | 6,344,000 | PRN | SOLE | 4,581,000 | 1,763,000 | 0 | |||
| CINEMARK HOLDINGS INC | CONV | 17243VAB8 | 4,710,736 | 3,440,000 | PRN | SOLE | 3,440,000 | 0 | 0 | |||
| CONMED CORP | CONV | 207410AH4 | 18,664,650 | 16,650,000 | PRN | SOLE | 7,702,000 | 87,000 | 8,861,000 | |||
| CYBERARK SOFTWARE LTD | CONV | 23248VAB1 | 21,974,225 | 19,318,000 | PRN | SOLE | 17,226,000 | 0 | 2,092,000 | |||
| DROPBOX INC | CONV | 26210CAC8 | 16,948,880 | 17,888,000 | PRN | SOLE | 10,642,000 | 70,000 | 7,176,000 | |||
| DROPBOX INC | CONV | 26210CAD6 | 41,488,725 | 43,150,000 | PRN | SOLE | 33,181,000 | 71,000 | 9,898,000 | |||
| DATADOG INC | CONV | 23804LAB9 | 12,770,254 | 10,249,000 | PRN | SOLE | 8,253,000 | 0 | 1,996,000 | |||
| DRAFTKINGS HOLDINGS INC | CONV | 26142RAB0 | 70,918,092 | 93,807,000 | PRN | SOLE | 57,315,000 | 5,669,000 | 30,823,000 | |||
| DIGITALOCEAN HOLDINGS | CONV | 25402DAB8 | 71,437,241 | 90,877,000 | PRN | SOLE | 57,185,000 | 4,185,000 | 29,507,000 | |||
| DEXCOM INC | CONV | 252131AK3 | 23,837,981 | 22,227,000 | PRN | SOLE | 17,398,000 | 2,163,000 | 2,666,000 | |||
| DEXCOM INC | CONV | 252131AH0 | 4,796,977 | 1,537,000 | PRN | SOLE | 1,334,000 | 0 | 203,000 | |||
| EURONET WORLDWIDE INC | CONV | 298736AL3 | 42,859,196 | 43,706,000 | PRN | SOLE | 40,444,000 | 0 | 3,262,000 | |||
| ENPHASE ENERGY INC | CONV | 29355AAH0 | 81,516,962 | 86,307,000 | PRN | SOLE | 50,327,000 | 5,939,000 | 30,041,000 | |||
| ENPHASE ENERGY INC | CONV | 29355AAK3 | 31,206,459 | 33,020,000 | PRN | SOLE | 27,057,000 | 0 | 5,963,000 | |||
| EQT CORP | CONV | 26884LAK5 | 94,907,432 | 33,673,000 | PRN | SOLE | 30,716,000 | 0 | 2,957,000 | |||
| ETSY INC | CONV | 29786AAN6 | 28,332,100 | 36,440,000 | PRN | SOLE | 18,054,000 | 1,646,000 | 16,740,000 | |||
| ETSY INC | CONV | 29786AAL0 | 38,017,224 | 45,338,000 | PRN | SOLE | 26,198,000 | 1,787,000 | 17,353,000 | |||
| ETSY INC | CONV | 29786AAJ5 | 11,878,812 | 9,999,000 | PRN | SOLE | 8,432,000 | 0 | 1,567,000 | |||
| EVOLENT HEALTH INC | CONV | 30050BAD3 | 22,908,812 | 19,997,000 | PRN | SOLE | 16,502,000 | 2,237,000 | 1,258,000 | |||
| EXACT SCIENCES CORP | CONV | 30063PAC9 | 44,767,805 | 43,541,000 | PRN | SOLE | 25,816,000 | 2,299,000 | 15,426,000 | |||
| EXACT SCIENCES CORP | CONV | 30063PAB1 | 13,776,063 | 12,763,000 | PRN | SOLE | 9,064,000 | 0 | 3,699,000 | |||
| EXPEDIA GROUP INC | CONV | 30212PBE4 | 70,075,512 | 79,740,000 | PRN | SOLE | 62,246,000 | 1,801,000 | 15,693,000 | |||
| NATIONAL VISION HOLDINGS | CONV | 63845RAB3 | 16,388,624 | 15,638,000 | PRN | SOLE | 13,211,000 | 1,395,000 | 1,032,000 | |||
| FORD MOTOR COMPANY | CONV | 345370CZ1 | 74,564,378 | 67,755,000 | PRN | SOLE | 43,159,000 | 2,659,000 | 21,937,000 | |||
| FIVE9 INC | CONV | 338307AD3 | 68,318,986 | 70,687,000 | PRN | SOLE | 47,782,000 | 3,088,000 | 19,817,000 | |||
| SHIFT4 PAYMENTS INC | CONV | 82452JAD1 | 37,266,418 | 42,014,000 | PRN | SOLE | 24,089,000 | 175,000 | 17,750,000 | |||
| SHIFT4 PAYMENTS INC | CONV | 82452JAB5 | 43,625,817 | 39,987,000 | PRN | SOLE | 34,821,000 | 0 | 5,166,000 | |||
| FASTLY INC | CONV | 31188VAB6 | 4,064,550 | 4,900,000 | PRN | SOLE | 4,900,000 | 0 | 0 | |||
| FARFETCH LTD | CONV | 30744WAD9 | 21,901,424 | 26,832,000 | PRN | SOLE | 21,915,000 | 954,000 | 3,963,000 | |||
| GUESS INC | CONV | 401617AD7 | 5,065,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | |||
| GUARDANT HEALTH INC | CONV | 40131MAB5 | 30,983,623 | 43,035,000 | PRN | SOLE | 25,298,000 | 2,754,000 | 14,983,000 | |||
| HAEMONETICS CORP | CONV | 405024AB6 | 45,660,417 | 53,348,000 | PRN | SOLE | 27,262,000 | 4,130,000 | 21,956,000 | |||
| HALOZYME THERAPEUTICS IN | CONV | 40637HAD1 | 4,764,400 | 5,702,000 | PRN | SOLE | 3,710,000 | 1,992,000 | 0 | |||
| HEALTH CATALYST INC | CONV | 42225TAB3 | 2,899,664 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | |||
| HERBALIFE LTD | CONV | 42703MAD5 | 18,868,472 | 19,432,000 | PRN | SOLE | 15,711,000 | 2,390,000 | 1,331,000 | |||
| REALOGY GROUP/CO-ISSUER | CONV | 75606DAP6 | 30,284,699 | 40,299,000 | PRN | SOLE | 29,891,000 | 2,618,000 | 7,790,000 | |||
| H WORLD GROUP LTD | CONV | 44332NAB2 | 2,737,425 | 2,400,000 | PRN | SOLE | 1,324,000 | 0 | 1,076,000 | |||
| INTEGRA LIFESCIENCES HLD | CONV | 457985AM1 | 5,172,012 | 5,634,000 | PRN | SOLE | 5,634,000 | 0 | 0 | |||
| ILLUMINA INC | CONV | 452327AK5 | 2,716,527 | 2,722,000 | PRN | SOLE | 0 | 0 | 2,722,000 | |||
| IMAX CORP | CONV | 45245EAJ8 | 24,117,581 | 26,249,000 | PRN | SOLE | 10,349,000 | 2,124,000 | 13,776,000 | |||
| SUMMIT HOTEL PROPERTIES | CONV | 866082AA8 | 7,689,927 | 9,000,000 | PRN | SOLE | 4,230,000 | 46,000 | 4,724,000 | |||
| ITRON INC | CONV | 465741AN6 | 18,283,438 | 20,500,000 | PRN | SOLE | 9,586,000 | 107,000 | 10,807,000 | |||
| JAZZ INVESTMENTS I LTD | CONV | 472145AD3 | 3,131,204 | 3,280,000 | PRN | SOLE | 3,280,000 | 0 | 0 | |||
| JAZZ INVESTMENTS I LTD | CONV | 472145AF8 | 49,379,480 | 48,352,000 | PRN | SOLE | 31,032,000 | 129,000 | 17,191,000 | |||
| JETBLUE AIRWAYS CORP | CONV | 477143AP6 | 63,277,032 | 76,583,000 | PRN | SOLE | 44,447,000 | 3,172,000 | 28,964,000 | |||
| LITHIUM AMERICAS CORP | CONV | 53680QAA6 | 20,367,453 | 26,062,000 | PRN | SOLE | 22,131,000 | 2,123,000 | 1,808,000 | |||
| LUMENTUM HOLDINGS INC | CONV | 55024UAF6 | 29,105,227 | 36,779,000 | PRN | SOLE | 25,198,000 | 106,000 | 11,475,000 | |||
| LUMENTUM HOLDINGS INC | CONV | 55024UAD1 | 33,862,273 | 38,160,000 | PRN | SOLE | 22,726,000 | 1,844,000 | 13,590,000 | |||
| LUMENTUM HOLDINGS INC | CONV | 55024UAB5 | 3,652,218 | 3,439,000 | PRN | SOLE | 3,439,000 | 0 | 0 | |||
| LIBERTY MEDIA CORP | CONV | 531229AB8 | 174,225 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | |||
| SOUTHWEST AIRLINES CO | CONV | 844741BG2 | 205,111,430 | 178,319,000 | PRN | SOLE | 148,424,000 | 2,245,000 | 27,650,000 | |||
| LYFT INC | CONV | 55087PAB0 | 45,213,205 | 50,209,000 | PRN | SOLE | 32,724,000 | 141,000 | 17,344,000 | |||
| LIVE NATION ENTERTAINMEN | CONV | 538034AU3 | 17,621,780 | 16,523,000 | PRN | SOLE | 8,471,000 | 1,541,000 | 6,511,000 | |||
| MONGODB INC | CONV | 60937PAD8 | 15,874,247 | 7,966,000 | PRN | SOLE | 7,270,000 | 0 | 696,000 | |||
| MGP INGREDIENTS INC | CONV | 55303JAB2 | 4,082,100 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | |||
| MIDDLEBY CORP | CONV | 596278AB7 | 5,871,015 | 4,710,000 | PRN | SOLE | 4,710,000 | 0 | 0 | |||
| MAKEMYTRIP LIMITED | CONV | 56087FAB0 | 2,322,117 | 2,378,000 | PRN | SOLE | 1,414,000 | 0 | 964,000 | |||
| NCL CORPORATION LTD | CONV | 62886HBD2 | 98,613,825 | 106,430,000 | PRN | SOLE | 64,503,000 | 4,606,000 | 37,321,000 | |||
| NCL CORPORATION LTD | CONV | 62886HAX9 | 24,183,500 | 17,588,000 | PRN | SOLE | 16,045,000 | 0 | 1,543,000 | |||
| NEOGENOMICS INC | CONV | 64049MAB6 | 20,545,968 | 27,718,000 | PRN | SOLE | 16,005,000 | 4,722,000 | 6,991,000 | |||
| NEOGENOMICS INC | CONV | 64049MAA8 | 23,969,093 | 25,516,000 | PRN | SOLE | 14,775,000 | 105,000 | 10,636,000 | |||
| CLOUDFLARE INC | CONV | 18915MAC1 | 35,060,073 | 41,078,000 | PRN | SOLE | 22,918,000 | 2,246,000 | 15,914,000 | |||
| NICE LTD | CONV | 653656AB4 | 35,087,183 | 36,031,000 | PRN | SOLE | 20,278,000 | 4,046,000 | 11,707,000 | |||
| NEW MOUNTAIN FINANCE COR | CONV | 647551AC4 | 15,631,609 | 15,670,000 | PRN | SOLE | 12,116,000 | 0 | 3,554,000 | |||
| NRG ENERGY INC | CONV | 629377CG5 | 19,365,791 | 18,261,000 | PRN | SOLE | 10,731,000 | 62,000 | 7,468,000 | |||
| NUTANIX INC | CONV | 67059NAH1 | 53,057,734 | 62,375,000 | PRN | SOLE | 36,807,000 | 2,801,000 | 22,767,000 | |||
| NATERA INC | CONV | 632307AB0 | 7,239,974 | 5,000,000 | PRN | SOLE | 4,379,000 | 0 | 621,000 | |||
| ENVISTA HOLDINGS CORP | CONV | 29415FAB0 | 8,401,505 | 5,000,000 | PRN | SOLE | 4,379,000 | 0 | 621,000 | |||
| OKTA INC | CONV | 679295AF2 | 35,069,725 | 40,850,000 | PRN | SOLE | 19,663,000 | 2,054,000 | 19,133,000 | |||
| OMNICELL INC | CONV | 68213NAD1 | 54,066,619 | 53,189,000 | PRN | SOLE | 35,475,000 | 1,824,000 | 15,890,000 | |||
| ON SEMICONDUCTOR CORP | CONV | 682189AS4 | 5,524,500 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | |||
| PALO ALTO NETWORKS | CONV | 697435AF2 | 37,125,243 | 14,398,000 | PRN | SOLE | 12,644,000 | 0 | 1,754,000 | |||
| PAGERDUTY INC. | CONV | 69553PAB6 | 11,940,421 | 12,516,000 | PRN | SOLE | 9,922,000 | 1,496,000 | 1,098,000 | |||
| PEBBLEBROOK HOTEL TRUST | CONV | 70509VAA8 | 29,721,048 | 35,002,000 | PRN | SOLE | 24,693,000 | 71,000 | 10,238,000 | |||
| PENN ENTERTAINMENT INC | CONV | 707569AU3 | 12,277,036 | 9,869,000 | PRN | SOLE | 9,130,000 | 0 | 739,000 | |||
| INSULET CORPORATION | CONV | 45784PAK7 | 15,626,676 | 11,336,000 | PRN | SOLE | 10,364,000 | 0 | 972,000 | |||
| PERMIAN RESOURC OPTG LLC | CONV | 15136AAA0 | 144,673 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | |||
| PERFICIENT INC | CONV | 71375UAF8 | 18,580,974 | 22,520,000 | PRN | SOLE | 10,432,000 | 118,000 | 11,970,000 | |||
| PARSONS CORP | CONV | 70202LAB8 | 6,886,655 | 5,991,000 | PRN | SOLE | 5,991,000 | 0 | 0 | |||
| PELOTON INTERACTIVE INC | CONV | 70614WAB6 | 63,612,029 | 83,403,000 | PRN | SOLE | 56,743,000 | 5,806,000 | 20,854,000 | |||
| PIONEER NATURAL RESOURCE | CONV | 723787AP2 | 87,146,668 | 39,546,000 | PRN | SOLE | 36,230,000 | 0 | 3,316,000 | |||
| Q2 HOLDINGS INC | CONV | 74736LAD1 | 23,766,330 | 27,351,000 | PRN | SOLE | 16,476,000 | 1,975,000 | 8,900,000 | |||
| ROYAL CARIBBEAN CRUISES | CONV | 780153BF8 | 6,046,992 | 4,704,000 | PRN | SOLE | 4,704,000 | 0 | 0 | |||
| REDFIN CORP | CONV | 75737FAC2 | 15,065,505 | 18,395,000 | PRN | SOLE | 17,434,000 | 0 | 961,000 | |||
| REPLIGEN CORP | CONV | 759916AB5 | 3,658,410 | 2,780,000 | PRN | SOLE | 2,780,000 | 0 | 0 | |||
| RINGCENTRAL INC | CONV | 76680RAF4 | 4,682,593 | 5,065,000 | PRN | SOLE | 5,065,000 | 0 | 0 | |||
| RINGCENTRAL INC | CONV | 76680RAH0 | 30,895,835 | 37,001,000 | PRN | SOLE | 19,312,000 | 174,000 | 17,515,000 | |||
| RAPID7 INC | CONV | 753422AF1 | 33,725,326 | 38,626,000 | PRN | SOLE | 25,360,000 | 112,000 | 13,154,000 | |||
| RAPID7 INC | CONV | 753422AD6 | 5,509,501 | 5,383,000 | PRN | SOLE | 3,318,000 | 2,065,000 | 0 | |||
| SPIRIT AIRLINES INC | CONV | 848577AB8 | 32,531,382 | 40,014,000 | PRN | SOLE | 21,936,000 | 2,385,000 | 15,693,000 | |||
| SEA LTD | CONV | 81141RAG5 | 2,900,540 | 3,592,000 | PRN | SOLE | 2,263,000 | 0 | 1,329,000 | |||
| SEA LTD | CONV | 81141RAF7 | 1,636,000 | 1,600,000 | PRN | SOLE | 881,000 | 0 | 719,000 | |||
| SOLAR EDGE TECHNOLOGIES | CONV | 83417MAD6 | 10,080,624 | 8,464,000 | PRN | SOLE | 6,600,000 | 0 | 1,864,000 | |||
| SNAP INC | CONV | 83304AAD8 | 2,035,950 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | |||
| SNAP INC | CONV | 83304AAH9 | 38,001,724 | 53,261,000 | PRN | SOLE | 30,177,000 | 226,000 | 22,858,000 | |||
| SNAP INC | CONV | 83304AAB2 | 84,193,346 | 90,897,000 | PRN | SOLE | 56,550,000 | 5,389,000 | 28,958,000 | |||
| SPLUNK INC | CONV | 848637AF1 | 29,829,855 | 34,386,000 | PRN | SOLE | 17,275,000 | 1,755,000 | 15,356,000 | |||
| SPLUNK INC | CONV | 848637AD6 | 57,706,908 | 57,563,000 | PRN | SOLE | 43,508,000 | 100,000 | 13,955,000 | |||
| BLOCK INC | CONV | 852234AK9 | 28,090,847 | 36,393,000 | PRN | SOLE | 20,123,000 | 2,959,000 | 13,311,000 | |||
| BLOCK INC | CONV | 852234AF0 | 66,516,395 | 70,202,000 | PRN | SOLE | 47,145,000 | 2,414,000 | 20,643,000 | |||
| LIVONGO HEALTH | CONV | 539183AA1 | 2,979,374 | 3,279,000 | PRN | SOLE | 3,279,000 | 0 | 0 | |||
| TELADOC HEALTH INC | CONV | 87918AAF2 | 29,640,800 | 37,051,000 | PRN | SOLE | 18,146,000 | 2,455,000 | 16,450,000 | |||
| TYLER TECHNOLOGIES INC | CONV | 902252AB1 | 52,593,525 | 50,815,000 | PRN | SOLE | 36,763,000 | 111,000 | 13,941,000 | |||
| UNITY SOFTWARE INC | CONV | 91332UAB7 | 61,685,499 | 76,771,000 | PRN | SOLE | 48,522,000 | 3,256,000 | 24,993,000 | |||
| UBER TECHNOLOGIES INC | CONV | 90353TAJ9 | 35,691,589 | 38,921,000 | PRN | SOLE | 25,360,000 | 119,000 | 13,442,000 | |||
| UPSTART HOLDINGS INC | CONV | 91680MAB3 | 2,406,250 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | |||
| UPWORK INC | CONV | 91688FAB0 | 956,677 | 1,174,000 | PRN | SOLE | 1,174,000 | 0 | 0 | |||
| MARRIOTT VACATION WORLDW | CONV | 57164YAD9 | 4,091,148 | 4,392,000 | PRN | SOLE | 2,949,000 | 1,443,000 | 0 | |||
| VIAVI SOLUTIONS INC | CONV | 925550AB1 | 187,182 | 188,000 | PRN | SOLE | 188,000 | 0 | 0 | |||
| VERINT SYSTEMS INC | CONV | 92343XAC4 | 24,150,313 | 27,250,000 | PRN | SOLE | 12,644,000 | 143,000 | 14,463,000 | |||
| WAYFAIR INC | CONV | 94419LAF8 | 26,513,485 | 32,038,000 | PRN | SOLE | 23,011,000 | 1,393,000 | 7,634,000 | |||
| WESTERN DIGITAL CORP | CONV | 958102AP0 | 45,776,163 | 46,974,000 | PRN | SOLE | 40,019,000 | 0 | 6,955,000 | |||
| WINNEBAGO INDUSTRIES | CONV | 974637AB6 | 3,360,000 | 2,800,000 | PRN | SOLE | 2,800,000 | 0 | 0 | |||
| WOLFSPEED INC | CONV | 977852AB8 | 29,924,052 | 38,812,000 | PRN | SOLE | 22,486,000 | 2,192,000 | 14,134,000 | |||
| UNITED STATES STEEL CORP | CONV | 912909AT5 | 5,349,435 | 2,730,000 | PRN | SOLE | 2,730,000 | 0 | 0 | |||
| ZILLOW GROUP INC | CONV | 98954MAE1 | 3,870,313 | 3,125,000 | PRN | SOLE | 3,125,000 | 0 | 0 | |||
| ZILLOW GROUP INC | CONV | 98954MAG6 | 20,499,278 | 16,173,000 | PRN | SOLE | 13,583,000 | 0 | 2,590,000 | |||
| ZILLOW GROUP INC | CONV | 98954MAH4 | 33,811,266 | 32,079,000 | PRN | SOLE | 16,238,000 | 2,441,000 | 13,400,000 | |||
| ZSCALER INC. | CONV | 98980GAB8 | 27,669,450 | 23,639,000 | PRN | SOLE | 20,537,000 | 0 | 3,102,000 | |||
| AbbVie Inc | COM | 00287Y109 | 2,694,600 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| Amgen Inc | COM | 031162100 | 1,554,140 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | |||
| Advent Convertible and Income | COM | 00764C109 | 692,043 | 59,048 | SH | SOLE | 59,048 | 0 | 0 | |||
| Bank of America Corp | COM | 060505104 | 2,869,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | |||
| Bristol-Myers Squibb Co | COM | 110122108 | 1,279,000 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| Costco Wholesale Corp | COM | 22160K105 | 296,109 | 550 | SH | SOLE | 550 | 0 | 0 | |||
| Domino's Pizza Inc | COM | 25754A201 | 336,990 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | |||
| EQT Corp | COM | 26884L109 | 2,467,800 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | |||
| Eaton Corp PLC | COM | G29183103 | 3,016,500 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | |||
| Expedia Group Inc | COM | 30212P303 | 2,187,800 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| First Trust High Yield Opportu | COM | 33741Q107 | 2,058,000 | 150,000 | SH | SOLE | 150,000 | 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 | 3,299,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | |||
| Home Depot Inc/The | COM | 437076102 | 4,659,600 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | |||
| Honeywell International Inc | COM | 438516106 | 3,112,500 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | |||
| IBM | COM | 459200101 | 4,014,300 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | |||
| Johnson Controls International | COM | G51502105 | 4,088,400 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | |||
| Manchester United Plc | COM | G5784H106 | 243,800 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | |||
| MGM Resorts International | COM | 552953101 | 878,400 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| Morgan Stanley | COM | 617446448 | 2,135,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | |||
| ArcelorMittal SA | COM | 03938L203 | 1,367,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | |||
| Micron Technology Inc | COM | 595112103 | 400,749 | 6,350 | SH | SOLE | 6,350 | 0 | 0 | |||
| Nice Ltd | COM | 653656108 | 681,450 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | |||
| PNC Financial Services Group I | COM | 693475105 | 1,637,350 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | |||
| Pioneer Natural Resources Co | COM | 723787107 | 1,035,900 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | |||
| Snap Inc | COM | 83304A106 | 176,890 | 14,940 | SH | SOLE | 14,940 | 0 | 0 | |||
| Snowflake Inc | COM | 833445109 | 1,583,820 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | |||
| Target Corp | COM | 87612E106 | 2,638,000 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| T-Mobile US Inc | COM | 872590104 | 2,778,000 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| Ulta Beauty Inc | COM | 90384S303 | 235,298 | 500 | SH | SOLE | 500 | 0 | 0 | |||
| Valero Energy Corp | COM | 91913Y100 | 2,346,000 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| Verizon Communications Inc | COM | 92343V104 | 2,789,250 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | |||
| Alibaba Group Holding Ltd | COM | 01609W102 | 6,668,000 | 80,000 | SH | Call | SOLE | 80,000 | 0 | 0 | ||
| Bank of America Corp | COM | 060505104 | 2,869,000 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | ||
| Bridgebio Pharma Inc | COM | 10806X102 | 602,000 | 35,000 | SH | Call | SOLE | 35,000 | 0 | 0 | ||
| Brandywine Realty Trust | COM | 105368203 | 930,000 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | ||
| Bloom Energy Corp | COM | 093712107 | 1,308,000 | 80,000 | SH | Call | SOLE | 80,000 | 0 | 0 | ||
| Box Inc | COM | 10316T104 | 5,876,000 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | ||
| Caterpillar Inc | COM | 149123101 | 4,305,875 | 17,500 | SH | Call | SOLE | 17,500 | 0 | 0 | ||
| Crowdstrike Holdings Inc | COM | 22788C105 | 7,343,500 | 50,000 | SH | Call | SOLE | 50,000 | 0 | 0 | ||
| Crowdstrike Holdings Inc | COM | 22788C105 | 1,835,875 | 12,500 | SH | Call | SOLE | 12,500 | 0 | 0 | ||
| Deere & Co | COM | 244199105 | 4,457,090 | 11,000 | SH | Call | SOLE | 11,000 | 0 | 0 | ||
| Danaher Corp | COM | 235851102 | 3,600,000 | 15,000 | SH | Call | SOLE | 15,000 | 0 | 0 | ||
| Doximity Inc | COM | 26622P107 | 1,701,000 | 50,000 | SH | Call | SOLE | 50,000 | 0 | 0 | ||
| Enphase Energy Inc | COM | 29355A107 | 1,842,280 | 11,000 | SH | Call | SOLE | 11,000 | 0 | 0 | ||
| Etsy Inc | COM | 29786A106 | 592,270 | 7,000 | SH | Call | SOLE | 7,000 | 0 | 0 | ||
| Ford Motor Co | COM | 345370860 | 7,565,000 | 500,000 | SH | Call | SOLE | 500,000 | 0 | 0 | ||
| Fisker Inc | COM | 33813J106 | 564,000 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | ||
| Farfetch Ltd | COM | 30744W107 | 1,208,000 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | ||
| Grab Holdings Ltd | COM | G4124C109 | 857,500 | 250,000 | SH | Call | SOLE | 250,000 | 0 | 0 | ||
| Home Depot Inc/The | COM | 437076102 | 8,542,600 | 27,500 | SH | Call | SOLE | 27,500 | 0 | 0 | ||
| Home Depot Inc/The | COM | 437076102 | 3,106,400 | 10,000 | SH | Call | SOLE | 10,000 | 0 | 0 | ||
| Hertz Global Holdings Inc | COM | 42806J700 | 2,758,500 | 150,000 | SH | Call | SOLE | 150,000 | 0 | 0 | ||
| Southwest Airlines Co | COM | 844741108 | 2,172,600 | 60,000 | SH | Call | SOLE | 60,000 | 0 | 0 | ||
| Topgolf Callaway Brands Corp | COM | 131193104 | 794,000 | 40,000 | SH | Call | SOLE | 40,000 | 0 | 0 | ||
| Morgan Stanley | COM | 617446448 | 2,562,000 | 30,000 | SH | Call | SOLE | 30,000 | 0 | 0 | ||
| Norwegian Cruise Line Holdings | COM | G66721104 | 2,177,000 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | ||
| NIO Inc | COM | 62914V106 | 969,000 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | ||
| Ready Capital Corp | COM | 75574U101 | 2,256,000 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | ||
| Snowflake Inc | COM | 833445109 | 1,231,860 | 7,000 | SH | Call | SOLE | 7,000 | 0 | 0 | ||
| Synovus Financial Corp | COM | 87161C501 | 1,364,275 | 45,100 | SH | Put | SOLE | 45,100 | 0 | 0 | ||
| SPDR S&P 500 ETF Trust | COM | 78462F103 | 31,029,600 | 70,000 | SH | Put | SOLE | 70,000 | 0 | 0 | ||
| TJX Cos Inc/The | COM | 872540109 | 12,082,575 | 142,500 | SH | Call | SOLE | 142,500 | 0 | 0 | ||
| Uber Technologies Inc | COM | 90353T100 | 1,295,100 | 30,000 | SH | Call | SOLE | 30,000 | 0 | 0 | ||
| Uber Technologies Inc | COM | 90353T100 | 863,400 | 20,000 | SH | Call | SOLE | 20,000 | 0 | 0 | ||
| Frontier Group Holdings Inc | COM | 35909R108 | 2,031,667 | 210,100 | SH | Call | SOLE | 210,100 | 0 | 0 | ||
| Wayfair Inc | COM | 94419L101 | 975,150 | 15,000 | SH | Call | SOLE | 15,000 | 0 | 0 | ||
| Western Alliance Bancorp | COM | 957638109 | 911,750 | 25,000 | SH | Put | SOLE | 25,000 | 0 | 0 | ||
| Walmart Inc | COM | 931142103 | 23,577,000 | 150,000 | SH | Call | SOLE | 150,000 | 0 | 0 | ||
| Wynn Resorts Ltd | COM | 983134107 | 21,122,000 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | ||
| AMERICAN ELECTRIC POWER | CONV PFD | 02557T307 | 32,173,977 | 647,494 | SH | SOLE | 568,704 | 0 | 78,790 | |||
| AES CORP/THE | CONV PFD | 00130H204 | 14,212,065 | 174,317 | SH | SOLE | 159,754 | 0 | 14,563 | |||
| ALGONQUIN PWR & | CONV PFD | 015857873 | 10,317,755 | 349,873 | SH | SOLE | 313,707 | 0 | 36,166 | |||
| BANK OF AMERICA CORP | CONV PFD | 060505682 | 216,159,874 | 184,072 | SH | SOLE | 131,330 | 5,045 | 47,697 | |||
| CHART INDUSTRIES INC | CONV PFD | 16115Q407 | 30,294,139 | 465,062 | SH | SOLE | 399,311 | 0 | 65,751 | |||
| KKR & CO INC | CONV PFD | 48251W401 | 71,008,270 | 1,072,349 | SH | SOLE | 974,077 | 0 | 98,272 | |||
| NEXTERA ENERGY INC | CONV PFD | 65339F739 | 67,317,531 | 1,375,090 | SH | SOLE | 1,215,457 | 0 | 159,633 | |||
| NEXTERA ENERGY INC | CONV PFD | 65339F713 | 31,628,970 | 700,919 | SH | SOLE | 616,211 | 0 | 84,708 | |||
| NISOURCE INC | CONV PFD | 65473P121 | 66,771,133 | 651,680 | SH | SOLE | 600,390 | 0 | 51,290 | |||
| NY COMMUNITY CAP TRUST V | CONV PFD | 64944P307 | 7,226,323 | 177,720 | SH | SOLE | 130,902 | 46,818 | 0 | |||
| PARAMOUNT GLOBAL | CONV PFD | 92556H305 | 9,328,307 | 408,241 | SH | SOLE | 371,062 | 0 | 37,179 | |||
| WELLS FARGO & COMPANY | CONV PFD | 949746804 | 204,914,453 | 177,185 | SH | SOLE | 124,840 | 6,002 | 46,343 | |||
| GRAB HOLDINGS LTD - CL A | COM | G4124C117 | 76,641 | 170,314 | SH | SOLE | 170,314 | 0 | 0 | |||