The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 7,466,540 | 6,987,000 | PRN | SOLE | 6,987,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 24,023,708 | 24,765,000 | PRN | SOLE | 24,765,000 | 0 | 0 | ||
ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 5,623,182 | 6,622,000 | PRN | SOLE | 6,622,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 6,243,119 | 6,137,000 | PRN | SOLE | 6,137,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 7,470,357 | 7,247,000 | PRN | SOLE | 7,247,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 9,097,488 | 10,012,000 | PRN | SOLE | 10,012,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 19,245,611 | 19,413,000 | PRN | SOLE | 19,413,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 239,821 | 237,000 | PRN | SOLE | 237,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 9,019,434 | 9,033,000 | PRN | SOLE | 9,033,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 11,717,456 | 13,765,000 | PRN | SOLE | 13,765,000 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 4,095,039 | 4,677,000 | PRN | SOLE | 4,677,000 | 0 | 0 | ||
BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 25,737,890 | 27,106,000 | PRN | SOLE | 27,106,000 | 0 | 0 | ||
BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 4,961,974 | 6,425,000 | PRN | SOLE | 6,425,000 | 0 | 0 | ||
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 14,314,231 | 9,527,000 | PRN | SOLE | 9,527,000 | 0 | 0 | ||
BOX INC | NOTE 1/1 | 10316TAB0 | 13,142,782 | 10,564,000 | PRN | SOLE | 10,564,000 | 0 | 0 | ||
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 13,513,053 | 12,915,000 | PRN | SOLE | 12,915,000 | 0 | 0 | ||
CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 8,287,909 | 9,386,000 | PRN | SOLE | 9,386,000 | 0 | 0 | ||
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 10,079,093 | 11,999,000 | PRN | SOLE | 11,999,000 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 1,366,164 | 997,200 | SH | SOLE | 997,200 | 0 | 0 | ||
CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 13,682,211 | 12,258,000 | PRN | SOLE | 12,258,000 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 431,995 | 278,000 | PRN | SOLE | 278,000 | 0 | 0 | ||
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 14,327,286 | 12,621,000 | PRN | SOLE | 12,621,000 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 17,943,634 | 14,439,000 | PRN | SOLE | 14,439,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 14,851,890 | 13,879,000 | PRN | SOLE | 13,879,000 | 0 | 0 | ||
DIAMOND OFFSHORE DRILLING IN | COM | 25271C201 | 45,118,656 | 3,233,426 | SH | SOLE | 3,233,426 | 0 | 0 | ||
DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 13,831,927 | 17,626,000 | PRN | SOLE | 17,626,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 14,912,510 | 16,625,000 | PRN | SOLE | 16,625,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 3,514,448 | 6,691,000 | PRN | SOLE | 6,691,000 | 0 | 0 | ||
DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 6,961,413 | 7,158,000 | PRN | SOLE | 7,158,000 | 0 | 0 | ||
DROPBOX INC | NOTE 3/0 | 26210CAD6 | 12,565,777 | 13,094,000 | PRN | SOLE | 13,094,000 | 0 | 0 | ||
DROPBOX INC | NOTE 3/0 | 26210CAC8 | 11,406,553 | 12,051,000 | PRN | SOLE | 12,051,000 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 4,672,122 | 4,956,000 | PRN | SOLE | 4,956,000 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 24,388,901 | 25,859,000 | PRN | SOLE | 25,859,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 9,172,829 | 9,913,000 | PRN | SOLE | 9,913,000 | 0 | 0 | ||
EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 4,091,057 | 1,450,000 | PRN | SOLE | 1,450,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 15,518,514 | 18,525,000 | PRN | SOLE | 18,525,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 4,785,756 | 4,039,000 | PRN | SOLE | 4,039,000 | 0 | 0 | ||
ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 15,911,673 | 20,492,000 | PRN | SOLE | 20,492,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 4,734,309 | 4,817,000 | PRN | SOLE | 4,817,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 22,932,517 | 21,258,000 | PRN | SOLE | 21,258,000 | 0 | 0 | ||
EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 5,880,051 | 6,691,000 | PRN | SOLE | 6,691,000 | 0 | 0 | ||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 19,050,277 | 19,752,000 | PRN | SOLE | 19,752,000 | 0 | 0 | ||
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 22,258,713 | 20,226,000 | PRN | SOLE | 20,226,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 6,024,191 | 6,051,000 | PRN | SOLE | 6,051,000 | 0 | 0 | ||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 539,972 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 7,157,514 | 8,615,000 | PRN | SOLE | 8,615,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 36,902,291 | 37,729,000 | PRN | SOLE | 37,729,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 209,578 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | ||
IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 4,669,254 | 5,075,000 | PRN | SOLE | 5,075,000 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 6,267,079 | 4,582,000 | PRN | SOLE | 4,582,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 11,624,317 | 12,659,000 | PRN | SOLE | 12,659,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 | 9,794,795 | 7,237,000 | PRN | SOLE | 7,237,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 4,764,578 | 5,035,000 | PRN | SOLE | 5,035,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 15,550,040 | 15,432,000 | PRN | SOLE | 15,432,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 3,108,087 | 3,037,000 | PRN | SOLE | 3,037,000 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 2,026,890 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
ITRON INC | NOTE 3/1 | 465741AN6 | 9,271,521 | 10,422,000 | PRN | SOLE | 10,422,000 | 0 | 0 | ||
JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 4,137,144 | 4,796,000 | PRN | SOLE | 4,796,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 6,214,574 | 6,371,000 | PRN | SOLE | 6,371,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 5,420,888 | 5,298,000 | PRN | SOLE | 5,298,000 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 9,670,212 | 11,686,000 | PRN | SOLE | 11,686,000 | 0 | 0 | ||
JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 7,606,710 | 7,975,000 | PRN | SOLE | 7,975,000 | 0 | 0 | ||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 8,785,356 | 9,067,000 | PRN | SOLE | 9,067,000 | 0 | 0 | ||
LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 40,290,378 | 41,928,000 | PRN | SOLE | 41,928,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 4,603,127 | 18,237,000 | SH | SOLE | 18,237,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 1,669,933 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 18,306,577 | 17,071,000 | PRN | SOLE | 17,071,000 | 0 | 0 | ||
LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 5,400,048 | 5,954,000 | PRN | SOLE | 5,954,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 4,277,556 | 4,037,000 | PRN | SOLE | 4,037,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 3,596,922 | 4,544,000 | PRN | SOLE | 4,544,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 10,193,210 | 11,511,000 | PRN | SOLE | 11,511,000 | 0 | 0 | ||
MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 10,549,231 | 10,415,000 | PRN | SOLE | 10,415,000 | 0 | 0 | ||
MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 4,046,436 | 4,344,000 | PRN | SOLE | 4,344,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 16,828,284 | 14,851,000 | PRN | SOLE | 14,851,000 | 0 | 0 | ||
NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 24,664,251 | 26,548,000 | PRN | SOLE | 26,548,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 6,928,845 | 9,333,000 | PRN | SOLE | 9,333,000 | 0 | 0 | ||
NICE LTD | NOTE 9/1 | 653656AB4 | 13,279,900 | 13,670,000 | PRN | SOLE | 13,670,000 | 0 | 0 | ||
NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 6,246,794 | 7,180,000 | PRN | SOLE | 7,180,000 | 0 | 0 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 13,563,347 | 12,762,000 | SH | SOLE | 12,762,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 14,485,415 | 16,015,000 | PRN | SOLE | 16,015,000 | 0 | 0 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 409,237 | 450,000 | PRN | SOLE | 450,000 | 0 | 0 | ||
OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 15,423,463 | 17,990,000 | PRN | SOLE | 17,990,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 528,511 | 287,000 | PRN | SOLE | 287,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 7,238,985 | 2,817,000 | PRN | SOLE | 2,817,000 | 0 | 0 | ||
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 10,749,753 | 9,344,000 | PRN | SOLE | 9,344,000 | 0 | 0 | ||
PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 8,273,208 | 8,464,000 | PRN | SOLE | 8,464,000 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 2,180,806 | 2,376,000 | PRN | SOLE | 2,376,000 | 0 | 0 | ||
PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 21,193,501 | 27,834,000 | PRN | SOLE | 27,834,000 | 0 | 0 | ||
PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 10,187,609 | 12,375,000 | PRN | SOLE | 12,375,000 | 0 | 0 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 714,095 | 324,000 | PRN | SOLE | 324,000 | 0 | 0 | ||
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 9,460,198 | 10,860,000 | PRN | SOLE | 10,860,000 | 0 | 0 | ||
REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 6,130,616 | 8,895,000 | PRN | SOLE | 8,895,000 | 0 | 0 | ||
REDFIN CORP | NOTE 10/1 | 75737FAC2 | 5,943,084 | 7,270,000 | PRN | SOLE | 7,270,000 | 0 | 0 | ||
ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 1,285,306 | 997,000 | PRN | SOLE | 997,000 | 0 | 0 | ||
SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 7,077,530 | 8,884,000 | PRN | SOLE | 8,884,000 | 0 | 0 | ||
SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 465,874 | 568,000 | PRN | SOLE | 568,000 | 0 | 0 | ||
SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 | 6,563,732 | 7,410,000 | PRN | SOLE | 7,410,000 | 0 | 0 | ||
SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 2,347,358 | 3,288,000 | PRN | SOLE | 3,288,000 | 0 | 0 | ||
SNAP INC | NOTE 5/0 | 83304AAF3 | 5,121,875 | 6,875,000 | PRN | SOLE | 6,875,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 14,083,817 | 12,222,000 | PRN | SOLE | 12,222,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 24,236,414 | 29,785,000 | PRN | SOLE | 29,785,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 21,383,014 | 24,689,000 | PRN | SOLE | 24,689,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 35,141,710 | 34,974,000 | PRN | SOLE | 34,974,000 | 0 | 0 | ||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 10,930,447 | 11,354,000 | PRN | SOLE | 11,354,000 | 0 | 0 | ||
SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142409 | 14,525,323 | 893,866 | SH | SOLE | 893,866 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 930,810 | 1,162,000 | PRN | SOLE | 1,162,000 | 0 | 0 | ||
TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 | 4,765,586 | 5,659,000 | PRN | SOLE | 5,659,000 | 0 | 0 | ||
UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 11,626,007 | 12,480,000 | PRN | SOLE | 12,480,000 | 0 | 0 | ||
VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 4,571,456 | 5,090,000 | PRN | SOLE | 5,090,000 | 0 | 0 | ||
VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 8,088,684 | 7,268,000 | PRN | SOLE | 7,268,000 | 0 | 0 | ||
VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 5,660,762 | 5,107,000 | PRN | SOLE | 5,107,000 | 0 | 0 | ||
VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 20,690,244 | 23,385,000 | PRN | SOLE | 23,385,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 19,624,282 | 22,921,000 | PRN | SOLE | 22,921,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 23,344,974 | 28,111,000 | PRN | SOLE | 28,111,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 7,534,122 | 7,682,000 | PRN | SOLE | 7,682,000 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 8,208,371 | 6,819,000 | PRN | SOLE | 6,819,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 9,984,749 | 7,078,000 | PRN | SOLE | 7,078,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 8,157,198 | 6,430,000 | PRN | SOLE | 6,430,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 16,631,449 | 15,765,000 | PRN | SOLE | 15,765,000 | 0 | 0 | ||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 14,325,975 | 12,263,000 | PRN | SOLE | 12,263,000 | 0 | 0 |