| 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 |
| AERIE PHARMACEUTICALS | CONV | 00771VAB4 | 9,499 | 9,525,000 | PRN | | SOLE | | 9,525,000 | 0 | 0 |
| AIR TRANSPORT SERVICES G | CONV | 00922RAB1 | 38,798 | 38,022,000 | PRN | | SOLE | | 38,022,000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | CONV | 00971TAJ0 | 5 | 4,000 | PRN | | SOLE | | 4,000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | CONV | 00971TAL5 | 38,181 | 32,911,000 | PRN | | SOLE | | 32,911,000 | 0 | 0 |
| ALTAIR ENGINEERING INC | CONV | 021369AA1 | 10,078 | 6,500,000 | PRN | | SOLE | | 6,500,000 | 0 | 0 |
| ALTERYX INC | CONV | 02156BAD5 | 29,800 | 30,994,000 | PRN | | SOLE | | 30,994,000 | 0 | 0 |
| ALTERYX INC | CONV | 02156BAF0 | 61,384 | 65,090,000 | PRN | | SOLE | | 65,090,000 | 0 | 0 |
| ARES CAPITAL CORP | CONV | 04010LAT0 | 40,236 | 38,298,000 | PRN | | SOLE | | 38,298,000 | 0 | 0 |
| ARES CAPITAL CORP | CONV | 04010LAW3 | 41,041 | 37,450,000 | PRN | | SOLE | | 37,450,000 | 0 | 0 |
| BENEFITFOCUS INC | CONV | 08180DAB2 | 20,865 | 21,939,000 | PRN | | SOLE | | 21,939,000 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL | CONV | 09061GAH4 | 54,278 | 52,091,000 | PRN | | SOLE | | 52,091,000 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL | CONV | 09061GAK7 | 71,212 | 70,652,000 | PRN | | SOLE | | 70,652,000 | 0 | 0 |
| BLACKSTONE MORTGAGE TR | CONV | 09257WAB6 | 848 | 832,000 | PRN | | SOLE | | 832,000 | 0 | 0 |
| BLACKSTONE MORTGAGE TR | CONV | 09257WAC4 | 13,833 | 13,390,000 | PRN | | SOLE | | 13,390,000 | 0 | 0 |
| BOOKING HOLDINGS INC | CONV | 09857LAN8 | 119,744 | 84,586,000 | PRN | | SOLE | | 84,586,000 | 0 | 0 |
| BRISTOL-MYERS SQUIBB CO | CONV | 110122AN8 | 1,895 | 1,098,000 | PRN | | SOLE | | 1,098,000 | 0 | 0 |
| BURLINGTON STORES INC | CONV | 122017AB2 | 14,168 | 8,900,000 | PRN | | SOLE | | 8,900,000 | 0 | 0 |
| CSG SYSTEMS INTERNATIONA | CONV | 126349AF6 | 32,257 | 31,195,000 | PRN | | SOLE | | 31,195,000 | 0 | 0 |
| CNX RESOURCES CORP | CONV | 12653CAG3 | 3,902 | 3,000,000 | PRN | | SOLE | | 3,000,000 | 0 | 0 |
| CENTENNIAL RESOURCE PROD | CONV | 15136AAA0 | 4,171 | 3,136,000 | PRN | | SOLE | | 3,136,000 | 0 | 0 |
| CHEESECAKE FACTORY (THE) | CONV | 163072AA9 | 9,431 | 9,539,000 | PRN | | SOLE | | 9,539,000 | 0 | 0 |
| CHEFS' WAREHOUSE THE | CONV | 163086AB7 | 10,793 | 10,297,000 | PRN | | SOLE | | 10,297,000 | 0 | 0 |
| CHEGG INC | CONV | 163092AD1 | 4,595 | 2,720,000 | PRN | | SOLE | | 2,720,000 | 0 | 0 |
| CHENIERE ENERGY INC | CONV | 16411RAG4 | 30,888 | 36,904,000 | PRN | | SOLE | | 36,904,000 | 0 | 0 |
| CLEVELAND-CLIFFS INC | CONV | 185899AA9 | 6 | 2,000 | PRN | | SOLE | | 2,000 | 0 | 0 |
| COUPA SOFTWARE INC | CONV | 22266LAF3 | 15,819 | 13,658,000 | PRN | | SOLE | | 13,658,000 | 0 | 0 |
| CREE INC | CONV | 225447AD3 | 22,575 | 10,400,000 | PRN | | SOLE | | 10,400,000 | 0 | 0 |
| CYBERARK SOFTWARE LTD | CONV | 23248VAB1 | 25,053 | 23,134,000 | PRN | | SOLE | | 23,134,000 | 0 | 0 |
| DATADOG INC | CONV | 23804LAB9 | 15,255 | 11,387,000 | PRN | | SOLE | | 11,387,000 | 0 | 0 |
| DEXCOM INC | CONV | 252131AH0 | 7,503 | 2,880,000 | PRN | | SOLE | | 2,880,000 | 0 | 0 |
| DEXCOM INC | CONV | 252131AK3 | 105,251 | 100,622,000 | PRN | | SOLE | | 100,622,000 | 0 | 0 |
| DISH NETWORK CORP | CONV | 25470MAB5 | 128,628 | 125,807,000 | PRN | | SOLE | | 125,807,000 | 0 | 0 |
| DISH NETWORK CORP | CONV | 25470MAD1 | 2,841 | 2,919,000 | PRN | | SOLE | | 2,919,000 | 0 | 0 |
| EQT CORP | CONV | 26884LAK5 | 20,058 | 12,041,000 | PRN | | SOLE | | 12,041,000 | 0 | 0 |
| 8X8 INC | CONV | 282914AB6 | 22 | 16,000 | PRN | | SOLE | | 16,000 | 0 | 0 |
| ENVESTNET INC | CONV | 29404KAB2 | 2,470 | 2,000,000 | PRN | | SOLE | | 2,000,000 | 0 | 0 |
| EURONET WORLDWIDE INC | CONV | 298736AL3 | 103,253 | 90,641,000 | PRN | | SOLE | | 90,641,000 | 0 | 0 |
| EVOLENT HEALTH INC | CONV | 30050BAD3 | 6,349 | 6,552,000 | PRN | | SOLE | | 6,552,000 | 0 | 0 |
| EXACT SCIENCES CORP | CONV | 30063PAB1 | 36,269 | 27,289,000 | PRN | | SOLE | | 27,289,000 | 0 | 0 |
| EXACT SCIENCES CORP | CONV | 30063PAC9 | 5,401 | 4,361,000 | PRN | | SOLE | | 4,361,000 | 0 | 0 |
| FTI CONSULTING INC | CONV | 302941AP4 | 1,238 | 868,000 | PRN | | SOLE | | 868,000 | 0 | 0 |
| FARFETCH LTD | CONV | 30744WAD9 | 3,263 | 1,000,000 | PRN | | SOLE | | 1,000,000 | 0 | 0 |
| FIREEYE INC | CONV | 31816QAD3 | 7,461 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
| FIREEYE INC | CONV | 31816QAF8 | 80,421 | 70,326,000 | PRN | | SOLE | | 70,326,000 | 0 | 0 |
| FLEXION THERAPEUTICS INC | CONV | 33938JAB2 | 9,765 | 10,833,000 | PRN | | SOLE | | 10,833,000 | 0 | 0 |
| FORTIVE CORPORATION | CONV | 34959JAK4 | 47,105 | 46,940,000 | PRN | | SOLE | | 46,940,000 | 0 | 0 |
| GDS HOLDINGS LIMITED | CONV | 36165LAB4 | 7 | 4,000 | PRN | | SOLE | | 4,000 | 0 | 0 |
| GREEN PLAINS INC | CONV | 393222AK0 | 724 | 563,000 | PRN | | SOLE | | 563,000 | 0 | 0 |
| GREENBRIER COS INC | CONV | 393657AK7 | 4 | 4,000 | PRN | | SOLE | | 4,000 | 0 | 0 |
| GUIDEWIRE SOFTWARE INC | CONV | 40171VAA8 | 3,525 | 3,008,000 | PRN | | SOLE | | 3,008,000 | 0 | 0 |
| HANNON ARMSTRONG SUSTAIN | CONV | 41068XAB6 | 12 | 6,000 | PRN | | SOLE | | 6,000 | 0 | 0 |
| HELIX ENERGY SOLUTIONS | CONV | 42330PAK3 | 12 | 10,000 | PRN | | SOLE | | 10,000 | 0 | 0 |
| HERBALIFE LTD | CONV | 42703MAD5 | 67,568 | 61,825,000 | PRN | | SOLE | | 61,825,000 | 0 | 0 |
| ILLUMINA INC | CONV | 452327AK5 | 76,423 | 60,079,000 | PRN | | SOLE | | 60,079,000 | 0 | 0 |
| INSMED INC | CONV | 457669AA7 | 19,370 | 18,424,000 | PRN | | SOLE | | 18,424,000 | 0 | 0 |
| INSMED INC | CONV | 457669AB5 | 11,244 | 10,139,000 | PRN | | SOLE | | 10,139,000 | 0 | 0 |
| INSULET CORPORATION | CONV | 45784PAK7 | 30,663 | 22,483,000 | PRN | | SOLE | | 22,483,000 | 0 | 0 |
| INTEGRA LIFESCIENCES HLD | CONV | 457985AM1 | 31,377 | 28,497,000 | PRN | | SOLE | | 28,497,000 | 0 | 0 |
| INTERDIGITAL INC | CONV | 45867GAB7 | 30,140 | 27,156,000 | PRN | | SOLE | | 27,156,000 | 0 | 0 |
| IONIS PHARMACEUTICALS IN | CONV | 462222AB6 | 18,377 | 19,910,000 | PRN | | SOLE | | 19,910,000 | 0 | 0 |
| IONIS PHARMACEUTICALS IN | CONV | 464337AJ3 | 2 | 2,000 | PRN | | SOLE | | 2,000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | CONV | 472145AD3 | 37,272 | 33,872,000 | PRN | | SOLE | | 33,872,000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | CONV | 472145AF8 | 37,879 | 28,342,000 | PRN | | SOLE | | 28,342,000 | 0 | 0 |
| KBR INC | CONV | 48242WAB2 | 36,735 | 23,415,000 | PRN | | SOLE | | 23,415,000 | 0 | 0 |
| KAMAN CORP | CONV | 483548AF0 | 9,978 | 9,403,000 | PRN | | SOLE | | 9,403,000 | 0 | 0 |
| LENDINGTREE INC | CONV | 52603BAA5 | 18,270 | 15,270,000 | PRN | | SOLE | | 15,270,000 | 0 | 0 |
| LIBERTY MEDIA CORP | CONV | 531229AB8 | 63,034 | 47,118,000 | PRN | | SOLE | | 47,118,000 | 0 | 0 |
| LIGAND PHARMACEUTICALS I | CONV | 53220KAF5 | 14,802 | 15,000,000 | PRN | | SOLE | | 15,000,000 | 0 | 0 |
| LIVE NATION ENTERTAINMEN | CONV | 538034AQ2 | 1,034 | 737,000 | PRN | | SOLE | | 737,000 | 0 | 0 |
| LIVE NATION ENTERTAINMEN | CONV | 538034AU3 | 4,913 | 4,380,000 | PRN | | SOLE | | 4,380,000 | 0 | 0 |
| LIVEPERSON INC | CONV | 538146AB7 | 3,369 | 1,929,000 | PRN | | SOLE | | 1,929,000 | 0 | 0 |
| LIVONGO HEALTH | CONV | 539183AA1 | 19,689 | 12,486,000 | PRN | | SOLE | | 12,486,000 | 0 | 0 |
| LUMENTUM HOLDINGS INC | CONV | 55024UAB5 | 1,079 | 739,000 | PRN | | SOLE | | 739,000 | 0 | 0 |
| LUMENTUM HOLDINGS INC | CONV | 55024UAD1 | 44,386 | 40,938,000 | PRN | | SOLE | | 40,938,000 | 0 | 0 |
| LYFT INC | CONV | 55087PAB0 | 15,923 | 9,302,000 | PRN | | SOLE | | 9,302,000 | 0 | 0 |
| MARRIOTT VACATION WORLDW | CONV | 57164YAB3 | 11,313 | 9,468,000 | PRN | | SOLE | | 9,468,000 | 0 | 0 |
| MERITOR INC | CONV | 59001KAF7 | 31,253 | 29,227,000 | PRN | | SOLE | | 29,227,000 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC | CONV | 595017AF1 | 17,534 | 7,895,000 | PRN | | SOLE | | 7,895,000 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC | CONV | 595017AU8 | 54,958 | 49,067,000 | PRN | | SOLE | | 49,067,000 | 0 | 0 |
| MONGODB INC | CONV | 60937PAD8 | 22,722 | 12,557,000 | PRN | | SOLE | | 12,557,000 | 0 | 0 |
| NCL CORPORATION LTD | CONV | 62886HAT8 | 11,102 | 4,775,000 | PRN | | SOLE | | 4,775,000 | 0 | 0 |
| NRG ENERGY INC | CONV | 629377CG5 | 83,310 | 71,514,000 | PRN | | SOLE | | 71,514,000 | 0 | 0 |
| NATIONAL VISION HOLDINGS | CONV | 63845RAB3 | 8,354 | 4,730,000 | PRN | | SOLE | | 4,730,000 | 0 | 0 |
| NEOGENOMICS INC | CONV | 64049MAA8 | 7 | 5,000 | PRN | | SOLE | | 5,000 | 0 | 0 |
| NEOGENOMICS INC | CONV | 64049MAB6 | 15,238 | 15,544,000 | PRN | | SOLE | | 15,544,000 | 0 | 0 |
| NEW MOUNTAIN FINANCE COR | CONV | 647551AC4 | 19,817 | 18,571,000 | PRN | | SOLE | | 18,571,000 | 0 | 0 |
| NEW RELIC INC | CONV | 64829BAB6 | 24,955 | 25,000,000 | PRN | | SOLE | | 25,000,000 | 0 | 0 |
| NUTANIX INC | CONV | 67059NAB4 | 26,603 | 25,170,000 | PRN | | SOLE | | 25,170,000 | 0 | 0 |
| NUVASIVE INC | CONV | 670704AJ4 | 58,412 | 58,998,000 | PRN | | SOLE | | 58,998,000 | 0 | 0 |
| OSI SYSTEMS INC | CONV | 671044AD7 | 30,316 | 28,365,000 | PRN | | SOLE | | 28,365,000 | 0 | 0 |
| OKTA INC | CONV | 679295AD7 | 14,446 | 9,990,000 | PRN | | SOLE | | 9,990,000 | 0 | 0 |
| OKTA INC | CONV | 679295AF2 | 27,890 | 22,347,000 | PRN | | SOLE | | 22,347,000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | CONV | 682189AP0 | 8,797 | 4,623,000 | PRN | | SOLE | | 4,623,000 | 0 | 0 |
| PRA GROUP INC | CONV | 69354NAB2 | 34,556 | 31,890,000 | PRN | | SOLE | | 31,890,000 | 0 | 0 |
| PACIRA BIOSCIENCES INC | CONV | 695127AD2 | 2 | 2,000 | PRN | | SOLE | | 2,000 | 0 | 0 |
| PALO ALTO NETWORKS | CONV | 697435AD7 | 15,868 | 10,872,000 | PRN | | SOLE | | 10,872,000 | 0 | 0 |
| PALO ALTO NETWORKS | CONV | 697435AF2 | 119,990 | 88,217,000 | PRN | | SOLE | | 88,217,000 | 0 | 0 |
| PATRICK INDUSTRIES INC | CONV | 703343AB9 | 15 | 14,000 | PRN | | SOLE | | 14,000 | 0 | 0 |
| PEBBLEBROOK HOTEL TRUST | CONV | 70509VAA8 | 91,106 | 80,049,000 | PRN | | SOLE | | 80,049,000 | 0 | 0 |
| PEGASYSTEMS INC | CONV | 705573AB9 | 18,304 | 15,274,000 | PRN | | SOLE | | 15,274,000 | 0 | 0 |
| PENN NATIONAL GAMING INC | CONV | 707569AU3 | 19,128 | 5,725,000 | PRN | | SOLE | | 5,725,000 | 0 | 0 |
| PINDUODUO INC | CONV | 722304AC6 | 8,142 | 7,907,000 | PRN | | SOLE | | 7,907,000 | 0 | 0 |
| PIONEER NATURAL RESOURCE | CONV | 723787AP2 | 158,934 | 99,547,000 | PRN | | SOLE | | 99,547,000 | 0 | 0 |
| BOOKING HOLDINGS INC | CONV | 741503AX4 | 6,413 | 5,885,000 | PRN | | SOLE | | 5,885,000 | 0 | 0 |
| PROOFPOINT INC | CONV | 743424AF0 | 15,769 | 12,575,000 | PRN | | SOLE | | 12,575,000 | 0 | 0 |
| PROS HOLDINGS INC | CONV | 74346YAH6 | 12,351 | 11,914,000 | PRN | | SOLE | | 11,914,000 | 0 | 0 |
| PURE STORAGE INC | CONV | 74624MAB8 | 53,959 | 51,366,000 | PRN | | SOLE | | 51,366,000 | 0 | 0 |
| Q2 HOLDINGS INC | CONV | 74736LAD1 | 23,074 | 17,625,000 | PRN | | SOLE | | 17,625,000 | 0 | 0 |
| RH | CONV | 74967XAA1 | 11,027 | 3,154,000 | PRN | | SOLE | | 3,154,000 | 0 | 0 |
| RH | CONV | 74967XAD5 | 9,750 | 3,045,000 | PRN | | SOLE | | 3,045,000 | 0 | 0 |
| RAPID7 INC | CONV | 753422AD6 | 15,960 | 9,606,000 | PRN | | SOLE | | 9,606,000 | 0 | 0 |
| REDWOOD TRUST INC | CONV | 758075AC9 | 26,378 | 26,158,000 | PRN | | SOLE | | 26,158,000 | 0 | 0 |
| REDWOOD TRUST INC | CONV | 758075AD7 | 8,848 | 8,581,000 | PRN | | SOLE | | 8,581,000 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | CONV | 761299AB2 | 14,569 | 17,363,000 | PRN | | SOLE | | 17,363,000 | 0 | 0 |
| RINGCENTRAL INC | CONV | 76680RAF4 | 110,561 | 99,563,000 | PRN | | SOLE | | 99,563,000 | 0 | 0 |
| SSR MINING INC | CONV | 784730AB9 | 6,650 | 5,589,000 | PRN | | SOLE | | 5,589,000 | 0 | 0 |
| SABRE GLBL INC | CONV | 78573NAE2 | 10,507 | 5,747,000 | PRN | | SOLE | | 5,747,000 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | CONV | 803607AB6 | 14,567 | 11,035,000 | PRN | | SOLE | | 11,035,000 | 0 | 0 |
| SHOPIFY INC | CONV | 82509LAA5 | 4,374 | 3,354,000 | PRN | | SOLE | | 3,354,000 | 0 | 0 |
| SILICON LABORATORIES INC | CONV | 826919AD4 | 22,015 | 15,853,000 | PRN | | SOLE | | 15,853,000 | 0 | 0 |
| SNAP INC | CONV | 83304AAB2 | 38,898 | 12,888,000 | PRN | | SOLE | | 12,888,000 | 0 | 0 |
| SNAP INC | CONV | 83304AAD8 | 40,256 | 12,800,000 | PRN | | SOLE | | 12,800,000 | 0 | 0 |
| SOUTHWEST AIRLINES CO | CONV | 844741BG2 | 152,722 | 100,883,000 | PRN | | SOLE | | 100,883,000 | 0 | 0 |
| SPIRIT AIRLINES INC | CONV | 848577AB8 | 29,898 | 31,170,000 | PRN | | SOLE | | 31,170,000 | 0 | 0 |
| SPLUNK INC | CONV | 848637AC8 | 59,620 | 51,157,000 | PRN | | SOLE | | 51,157,000 | 0 | 0 |
| SPLUNK INC | CONV | 848637AD6 | 24,170 | 19,769,000 | PRN | | SOLE | | 19,769,000 | 0 | 0 |
| SPLUNK INC | CONV | 848637AF1 | 54,082 | 55,560,000 | PRN | | SOLE | | 55,560,000 | 0 | 0 |
| SQUARE INC | CONV | 852234AF0 | 31,094 | 15,062,000 | PRN | | SOLE | | 15,062,000 | 0 | 0 |
| STARWOOD PROPERTY TRUST | CONV | 85571BAH8 | 38,455 | 35,767,000 | PRN | | SOLE | | 35,767,000 | 0 | 0 |
| SUMMIT HOTEL PROPERTIES | CONV | 866082AA8 | 52,248 | 50,443,000 | PRN | | SOLE | | 50,443,000 | 0 | 0 |
| SUPERNUS PHARMACEUTICALS | CONV | 868459AD0 | 1,980 | 2,000,000 | PRN | | SOLE | | 2,000,000 | 0 | 0 |
| BLACKROCK TCP CAP CORP | CONV | 87238QAD5 | 958 | 937,000 | PRN | | SOLE | | 937,000 | 0 | 0 |
| TABULA RASA HLTHCR INC | CONV | 873379AA9 | 24,709 | 23,938,000 | PRN | | SOLE | | 23,938,000 | 0 | 0 |
| TELADOC HEALTH INC | CONV | 87918AAC9 | 6 | 2,000 | PRN | | SOLE | | 2,000 | 0 | 0 |
| TELADOC HEALTH INC | CONV | 87918AAF2 | 82,427 | 73,568,000 | PRN | | SOLE | | 73,568,000 | 0 | 0 |
| TERADYNE INC | CONV | 880770AG7 | 59,683 | 14,096,000 | PRN | | SOLE | | 14,096,000 | 0 | 0 |
| TESLA INC | CONV | 88160RAG6 | 24,392 | 2,227,000 | PRN | | SOLE | | 2,227,000 | 0 | 0 |
| INNOVIVA INC | CONV | 88338TAB0 | 36,873 | 36,073,000 | PRN | | SOLE | | 36,073,000 | 0 | 0 |
| THE REALREAL INC | CONV | 88339PAB7 | 9,474 | 6,937,000 | PRN | | SOLE | | 6,937,000 | 0 | 0 |
| TWITTER INC | CONV | 90184LAD4 | 55,985 | 54,942,000 | PRN | | SOLE | | 54,942,000 | 0 | 0 |
| TWITTER INC | CONV | 90184LAF9 | 51,753 | 37,598,000 | PRN | | SOLE | | 37,598,000 | 0 | 0 |
| II-VI INC | CONV | 902104AB4 | 743 | 470,000 | PRN | | SOLE | | 470,000 | 0 | 0 |
| VIAVI SOLUTIONS INC | CONV | 925550AB1 | 16,481 | 11,623,000 | PRN | | SOLE | | 11,623,000 | 0 | 0 |
| VIAVI SOLUTIONS INC | CONV | 925550AE5 | 12,108 | 9,000,000 | PRN | | SOLE | | 9,000,000 | 0 | 0 |
| VISHAY INTERTECHNOLOGY | CONV | 928298AP3 | 47,751 | 44,921,000 | PRN | | SOLE | | 44,921,000 | 0 | 0 |
| VONAGE HOLDINGS CORP | CONV | 92886TAJ1 | 30,538 | 27,369,000 | PRN | | SOLE | | 27,369,000 | 0 | 0 |
| WIX LTD | CONV | 92940WAB5 | 8 | 4,000 | PRN | | SOLE | | 4,000 | 0 | 0 |
| WAYFAIR INC | CONV | 94419LAF8 | 198 | 90,000 | PRN | | SOLE | | 90,000 | 0 | 0 |
| ANTHEM INC | CONV | 94973VBG1 | 55,788 | 10,387,000 | PRN | | SOLE | | 10,387,000 | 0 | 0 |
| WESTERN DIGITAL CORP | CONV | 958102AP0 | 106,069 | 98,802,000 | PRN | | SOLE | | 98,802,000 | 0 | 0 |
| WORKDAY INC | CONV | 98138HAF8 | 73,398 | 44,447,000 | PRN | | SOLE | | 44,447,000 | 0 | 0 |
| ZENDESK INC | CONV | 98936JAD3 | 31,822 | 21,750,000 | PRN | | SOLE | | 21,750,000 | 0 | 0 |
| ZILLOW GROUP INC | CONV | 98954MAE1 | 16,876 | 6,000,000 | PRN | | SOLE | | 6,000,000 | 0 | 0 |
| ZILLOW GROUP INC | CONV | 98954MAH4 | 25,987 | 13,085,000 | PRN | | SOLE | | 13,085,000 | 0 | 0 |
| ZSCALER INC. | CONV | 98980GAB8 | 19,551 | 12,530,000 | PRN | | SOLE | | 12,530,000 | 0 | 0 |
| ZYNGA INC | CONV | 98986TAB4 | 42,535 | 30,733,000 | PRN | | SOLE | | 30,733,000 | 0 | 0 |
| QIAGEN NV | CONV | AV5355400 | 20,790 | 17,400,000 | PRN | | SOLE | | 17,400,000 | 0 | 0 |
| SFL CORP LTD | CONV | QZ7451235 | 19 | 19,000 | PRN | | SOLE | | 19,000 | 0 | 0 |
| AEROJET ROCKETDYNE HOLDINGS IN | COM | 007800105 | 3 | 58 | SH | | SOLE | | 58 | 0 | 0 |
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 4,697 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| ALCOA CORP | COM | 013872106 | 3,684 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| BRINKER INTERNATIONAL INC | COM | 109641100 | 3,402 | 55,000 | SH | | SOLE | | 55,000 | 0 | 0 |
| CATERPILLAR INC | COM | 149123101 | 2,285 | 10,500 | SH | | SOLE | | 10,500 | 0 | 0 |
| COLICITY INC | COM | 194170205 | 504 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| COMPUTE HEALTH ACQUISITION COR | COM | 204833206 | 1,022 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| DECARBONIZATION PLUS ACQUISITI | COM | 242794105 | 197 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| DOCUSIGN INC | COM | 256163106 | 13 | 45 | SH | | SOLE | | 45 | 0 | 0 |
| DOVER CORP | COM | 260003108 | 3,765 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
| DOW INC | COM | 260557103 | 2,848 | 45,000 | SH | | SOLE | | 45,000 | 0 | 0 |
| FIGURE ACQUISITION CORP I | COM | 302438205 | 621 | 60,000 | SH | | SOLE | | 60,000 | 0 | 0 |
| FIFTH THIRD BANCORP | COM | 316773100 | 2,867 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
| GAP INC/THE | COM | 364760108 | 673 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| HANESBRANDS INC | COM | 410345102 | 1,867 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| HONEYWELL INTERNATIONAL INC | COM | 438516106 | 4,387 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| HUMANA INC | COM | 444859102 | 1,771 | 4,000 | SH | | SOLE | | 4,000 | 0 | 0 |
| LAM RESEARCH CORP | COM | 512807108 | 1,561 | 2,399 | SH | | SOLE | | 2,399 | 0 | 0 |
| LAS VEGAS SANDS CORP | COM | 517834107 | 2,635 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| LOCKHEED MARTIN CORP | COM | 539830109 | 3,027 | 8,000 | SH | | SOLE | | 8,000 | 0 | 0 |
| MARRIOTT INTERNATIONAL INC/MD | COM | 571903202 | 4,096 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
| MARVELL TECHNOLOGY INC | COM | 573874104 | 5 | 78 | SH | | SOLE | | 78 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC | COM | 595017104 | 2,995 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| MIDDLEBY CORP/THE | COM | 596278101 | 265 | 1,530 | SH | | SOLE | | 1,530 | 0 | 0 |
| MITSUBISHI UFJ FINANCIAL GROUP | COM | 606822104 | 546 | 100,700 | SH | | SOLE | | 100,700 | 0 | 0 |
| PNC FINANCIAL SERVICES GROUP I | COM | 693475105 | 2,861 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
| SPIRIT AIRLINES INC | COM | 848577102 | 2,917 | 95,833 | SH | | SOLE | | 95,833 | 0 | 0 |
| SQUARE INC | COM | 852234103 | 853 | 3,500 | SH | | SOLE | | 3,500 | 0 | 0 |
| UNION PACIFIC CORP | COM | 907818108 | 4,399 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| UNITED STATES STEEL CORP | COM | 912909108 | 2,400 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 | 3,379 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
| ADVENT CONVERTIBLE AND INCOME | COM | 00764C109 | 2,949 | 153,048 | SH | | SOLE | | 153,048 | 0 | 0 |
| ATLANTIC AVENUE ACQUISITION CO | COM | 04906P200 | 458 | 45,000 | SH | | SOLE | | 45,000 | 0 | 0 |
| CAESARS ENTERTAINMENT INC | COM | 12769G100 | 2,075 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| CISCO SYSTEMS INC/DELAWARE | COM | 17275R102 | 265 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
| COMMSCOPE HOLDING CO INC | COM | 20337X109 | 1,705 | 80,000 | SH | | SOLE | | 80,000 | 0 | 0 |
| CONOCOPHILLIPS | COM | 20825C104 | 5,481 | 90,000 | SH | | SOLE | | 90,000 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | COM | 25278L204 | 749 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
| FORTISTAR SUSTAINABLE SOLUTION | COM | 34962M205 | 308 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
| FREEPORT-MCMORAN INC | COM | 35671D857 | 2,783 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
| FUSION ACQUISITION CORP II | COM | 36118N201 | 10 | 1,000 | SH | | SOLE | | 1,000 | 0 | 0 |
| GAMING AND LEISURE PROPERTIES | COM | 36467J108 | 3,555 | 76,735 | SH | | SOLE | | 76,735 | 0 | 0 |
| GIGCAPITAL4 INC | COM | 37518G200 | 767 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
| HAYMAKER ACQUISITION CORP III | COM | 42087R207 | 160 | 16,000 | SH | | SOLE | | 16,000 | 0 | 0 |
| LIBERTY MEDIA ACQUISITION CORP | COM | 53073L104 | 407 | 40,000 | SH | | SOLE | | 40,000 | 0 | 0 |
| MCAP ACQUISITION CORP | COM | 55282T208 | 25 | 2,500 | SH | | SOLE | | 2,500 | 0 | 0 |
| MUSIC ACQUISITION CORP/THE | COM | 62752R209 | 201 | 19,763 | SH | | SOLE | | 19,763 | 0 | 0 |
| NVIDIA CORP | COM | 67066G104 | 4,801 | 6,000 | SH | | SOLE | | 6,000 | 0 | 0 |
| Q2 HOLDINGS INC | COM | 74736L109 | 513 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
| SILVERBOX ENGAGED MERGER CORP | COM | 82836L200 | 20 | 2,000 | SH | | SOLE | | 2,000 | 0 | 0 |
| SIMON PROPERTY GROUP ACQUISITI | COM | 82880R202 | 504 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| SIRIUS XM HOLDINGS INC | COM | 82968B103 | 262 | 40,000 | SH | | SOLE | | 40,000 | 0 | 0 |
| SIX FLAGS ENTERTAINMENT CORP | COM | 83001A102 | 3,030 | 70,000 | SH | | SOLE | | 70,000 | 0 | 0 |
| SPARTAN ACQUISITION CORP III | COM | 84677R205 | 402 | 40,000 | SH | | SOLE | | 40,000 | 0 | 0 |
| SUSTAINABLE DEVELOPMENT ACQUIS | COM | 86934L202 | 204 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| TELADOC HEALTH INC | COM | 87918A105 | 3,043 | 18,300 | SH | | SOLE | | 18,300 | 0 | 0 |
| THUNDER BRIDGE CAPITAL PARTNER | COM | 88605T209 | 150 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
| TISHMAN SPEYER INNOVATION CORP | COM | 88825H209 | 202 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| TWILIO INC | COM | 90138F102 | 17 | 42 | SH | | SOLE | | 42 | 0 | 0 |
| 26 CAPITAL ACQUISITION CORP | COM | 90138P100 | 243 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
| VALERO ENERGY CORP | COM | 91913Y100 | 6,246 | 80,000 | SH | | SOLE | | 80,000 | 0 | 0 |
| VENTAS INC | COM | 92276F100 | 3,712 | 65,000 | SH | | SOLE | | 65,000 | 0 | 0 |
| VERINT SYSTEMS INC | COM | 92343X100 | 1 | 21 | SH | | SOLE | | 21 | 0 | 0 |
| VISA INC | COM | 92826C839 | 3,507 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
| ARES ACQUISITION CORP | COM | G33032114 | 250 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
| AUSTERLITZ ACQUISITION CORP II | COM | G0633U119 | 504 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| ALTIMAR ACQUISITION CORP II | COM | G03709113 | 138 | 13,716 | SH | | SOLE | | 13,716 | 0 | 0 |
| AUSTERLITZ ACQUISITION CORP I | COM | G0633D109 | 496 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| DHC ACQUISITION CORP | COM | G2758T125 | 1,004 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| CARTESIAN GROWTH CORP | COM | G19276123 | 9 | 900 | SH | | SOLE | | 900 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | COM | G3728Y129 | 1,005 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| JAWS MUSTANG ACQUISITION CORP | COM | G50737116 | 503 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CORP | COM | G54035129 | 499 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| LYONDELLBASELL INDUSTRIES NV | COM | N53745100 | 3,600 | 35,000 | SH | | SOLE | | 35,000 | 0 | 0 |
| MEDTRONIC PLC | COM | G5960L103 | 3,103 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
| NORWEGIAN CRUISE LINE HOLDINGS | COM | G66721104 | 53 | 1,800 | SH | | SOLE | | 1,800 | 0 | 0 |
| RMG ACQUISITION CORP III | COM | G76088114 | 750 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
| SOARING EAGLE ACQUISITION CORP | COM | G8354H126 | 498 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| ALIBABA GROUP HOLDING LTD | OPT | 01609W902 | 129 | 300 | SH | Call | SOLE | | 300 | 0 | 0 |
| AMERICAN AIRLINES GROUP INC | OPT | 02376R952 | 9 | 2,000 | SH | Put | SOLE | | 2,000 | 0 | 0 |
| AMERICAN AIRLINES GROUP INC | OPT | 02376R952 | 83 | 3,000 | SH | Put | SOLE | | 3,000 | 0 | 0 |
| FORD MOTOR CO | OPT | 345370900 | 17 | 1,000 | SH | Call | SOLE | | 1,000 | 0 | 0 |
| GAP INC/THE | OPT | 364760958 | 3 | 200 | SH | Put | SOLE | | 200 | 0 | 0 |
| GAP INC/THE | OPT | 364760908 | 50 | 500 | SH | Call | SOLE | | 500 | 0 | 0 |
| INVESCO SOLAR ETF | OPT | 46138G906 | 46 | 500 | SH | Call | SOLE | | 500 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | OPT | 83417M904 | 46 | 50 | SH | Call | SOLE | | 50 | 0 | 0 |
| TELADOC HEALTH INC | OPT | 87918A905 | 151 | 230 | SH | Call | SOLE | | 230 | 0 | 0 |
| ZILLOW GROUP INC | OPT | 98954M900 | 20 | 100 | SH | Call | SOLE | | 100 | 0 | 0 |
| COLFAX CORP | CONV PFD | 194014205 | 5,617 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
| DTE ENERGY CO | CONV PFD | 233331842 | 21,381 | 433,333 | SH | | SOLE | | 433,333 | 0 | 0 |
| SOUTHERN CO | CONV PFD | 842587602 | 26,595 | 527,413 | SH | | SOLE | | 527,413 | 0 | 0 |
| STANLEY BLACK & DECKER I | CONV PFD | 854502846 | 93,611 | 776,900 | SH | | SOLE | | 776,900 | 0 | 0 |
| AES CORP/THE | CONV PFD | 00130H204 | 16,283 | 153,022 | SH | | SOLE | | 153,022 | 0 | 0 |
| AMERICAN ELECTRIC POWER | CONV PFD | 02557T307 | 48,612 | 949,884 | SH | | SOLE | | 949,884 | 0 | 0 |
| CHANGE HEALTHCARE INC | CONV PFD | 15912K209 | 11,135 | 144,401 | SH | | SOLE | | 144,401 | 0 | 0 |
| DOMINION ENERGY INC | CONV PFD | 25746U133 | 35,142 | 358,675 | SH | | SOLE | | 358,675 | 0 | 0 |
| ELANCO ANIMAL HEALTH INC | CONV PFD | 28414H202 | 26,063 | 487,501 | SH | | SOLE | | 487,501 | 0 | 0 |
| ESSENTIAL UTILITIES INC | CONV PFD | 29670G201 | 873 | 15,155 | SH | | SOLE | | 15,155 | 0 | 0 |
| NY COMMUNITY CAP TRUST V | CONV PFD | 64944P307 | 9,364 | 190,426 | SH | | SOLE | | 190,426 | 0 | 0 |
| NEXTERA ENERGY INC | CONV PFD | 65339F739 | 54,831 | 1,118,267 | SH | | SOLE | | 1,118,267 | 0 | 0 |
| NEXTERA ENERGY INC | CONV PFD | 65339F770 | 34,113 | 700,149 | SH | | SOLE | | 700,149 | 0 | 0 |
| NEXTERA ENERGY INC | CONV PFD | 65339F796 | 12,158 | 217,396 | SH | | SOLE | | 217,396 | 0 | 0 |
| NISOURCE INC | CONV PFD | 65473P121 | 35,729 | 347,500 | SH | | SOLE | | 347,500 | 0 | 0 |
| AMERICAN ELECTRIC POWER | CONV PFD | 025537127 | 6,983 | 141,872 | SH | | SOLE | | 141,872 | 0 | 0 |
