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 | 5,056,587 | 4,183,000 | PRN | SOLE | 4,183,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 26,424,456 | 24,910,000 | PRN | SOLE | 24,910,000 | 0 | 0 | ||
ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 14,955,231 | 15,878,000 | PRN | SOLE | 15,878,000 | 0 | 0 | ||
ALTAIR ENGR INC | NOTE 1.750% 6/1 | 021369AC7 | 8,887,646 | 8,192,000 | PRN | SOLE | 8,192,000 | 0 | 0 | ||
ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 5,954,468 | 6,669,000 | PRN | SOLE | 6,669,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 3,209,870 | 3,137,000 | PRN | SOLE | 3,137,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 11,320,656 | 11,518,000 | PRN | SOLE | 11,518,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 5,749,676 | 6,525,000 | PRN | SOLE | 6,525,000 | 0 | 0 | ||
BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 3,061,890 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 16,408,385 | 16,732,000 | PRN | SOLE | 16,732,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 237,076 | 237,000 | PRN | SOLE | 237,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 12,845,660 | 12,532,000 | PRN | SOLE | 12,532,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 11,290,703 | 13,034,000 | PRN | SOLE | 13,034,000 | 0 | 0 | ||
BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 3,485,362 | 3,653,000 | PRN | SOLE | 3,653,000 | 0 | 0 | ||
BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 8,148,479 | 10,769,000 | PRN | SOLE | 10,769,000 | 0 | 0 | ||
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 14,362,298 | 8,467,000 | PRN | SOLE | 8,467,000 | 0 | 0 | ||
BOX INC | NOTE 1/1 | 10316TAB0 | 10,559,180 | 9,584,000 | PRN | SOLE | 9,584,000 | 0 | 0 | ||
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 2,744,646 | 2,773,000 | PRN | SOLE | 2,773,000 | 0 | 0 | ||
CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 8,667,137 | 9,625,000 | PRN | SOLE | 9,625,000 | 0 | 0 | ||
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 12,131,148 | 14,414,000 | PRN | SOLE | 14,414,000 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 2,693,251 | 1,704,589 | SH | SOLE | 1,704,589 | 0 | 0 | ||
CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 14,165,751 | 14,482,000 | PRN | SOLE | 14,482,000 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 332,297 | 286,000 | PRN | SOLE | 286,000 | 0 | 0 | ||
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 14,477,383 | 12,340,000 | PRN | SOLE | 12,340,000 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 16,851,793 | 14,077,000 | PRN | SOLE | 14,077,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 13,755,211 | 14,313,000 | PRN | SOLE | 14,313,000 | 0 | 0 | ||
DIAMOND OFFSHORE DRILLING IN | COM | 25271C201 | 33,030,326 | 2,280,975 | SH | SOLE | 2,280,975 | 0 | 0 | ||
DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 29,678,984 | 38,082,000 | PRN | SOLE | 38,082,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 5,576,370 | 8,292,000 | PRN | SOLE | 8,292,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 18,003,272 | 18,660,000 | PRN | SOLE | 18,660,000 | 0 | 0 | ||
DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 10,828,127 | 10,993,000 | PRN | SOLE | 10,993,000 | 0 | 0 | ||
DROPBOX INC | NOTE 3/0 | 26210CAD6 | 12,108,375 | 12,557,000 | PRN | SOLE | 12,557,000 | 0 | 0 | ||
DROPBOX INC | NOTE 3/0 | 26210CAC8 | 11,645,730 | 12,216,000 | PRN | SOLE | 12,216,000 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 23,688,344 | 26,593,000 | PRN | SOLE | 26,593,000 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 7,804,856 | 9,295,000 | PRN | SOLE | 9,295,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 4,897,404 | 5,284,000 | PRN | SOLE | 5,284,000 | 0 | 0 | ||
EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 4,042,443 | 1,450,000 | PRN | SOLE | 1,450,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 15,610,928 | 19,213,000 | PRN | SOLE | 19,213,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 10,994,097 | 10,596,000 | PRN | SOLE | 10,596,000 | 0 | 0 | ||
ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 7,004,514 | 9,171,000 | PRN | SOLE | 9,171,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 4,486,543 | 4,829,000 | PRN | SOLE | 4,829,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 22,542,787 | 24,463,000 | PRN | SOLE | 24,463,000 | 0 | 0 | ||
EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 8,450,520 | 9,671,000 | PRN | SOLE | 9,671,000 | 0 | 0 | ||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 20,707,719 | 21,641,000 | PRN | SOLE | 21,641,000 | 0 | 0 | ||
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 16,733,188 | 16,945,000 | PRN | SOLE | 16,945,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 5,812,435 | 6,053,000 | PRN | SOLE | 6,053,000 | 0 | 0 | ||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 519,375 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 7,767,672 | 9,019,000 | PRN | SOLE | 9,019,000 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 3,980,132 | 4,186,000 | PRN | SOLE | 4,186,000 | 0 | 0 | ||
IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 8,578,440 | 9,126,000 | PRN | SOLE | 9,126,000 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 4,871,850 | 4,872,000 | PRN | SOLE | 4,872,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 11,172,740 | 12,033,000 | PRN | SOLE | 12,033,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 | 8,771,091 | 7,261,000 | PRN | SOLE | 7,261,000 | 0 | 0 | ||
INVESCO EXCH TRADED FD TR II | SR LN ETF | 46138G508 | 18,317,156 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 8,155,849 | 8,210,000 | PRN | SOLE | 8,210,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 17,931,726 | 17,691,000 | PRN | SOLE | 17,691,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 3,239,825 | 3,239,000 | PRN | SOLE | 3,239,000 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 10,212,298 | 138,500 | SH | SOLE | 138,500 | 0 | 0 | ||
ITRON INC | NOTE 3/1 | 465741AN6 | 6,568,814 | 7,435,000 | PRN | SOLE | 7,435,000 | 0 | 0 | ||
JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 4,278,476 | 4,999,000 | PRN | SOLE | 4,999,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 11,327,787 | 10,869,000 | PRN | SOLE | 10,869,000 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 23,208,019 | 29,731,000 | PRN | SOLE | 29,731,000 | 0 | 0 | ||
JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 7,136,873 | 7,904,000 | PRN | SOLE | 7,904,000 | 0 | 0 | ||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 8,343,857 | 8,893,000 | PRN | SOLE | 8,893,000 | 0 | 0 | ||
LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 1,595,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
LENDINGTREE INC NEW | COM | 52603B107 | 1,860,000 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 41,559,953 | 43,770,000 | PRN | SOLE | 43,770,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 4,864,356 | 19,279,000 | SH | SOLE | 19,279,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 1,749,644 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 8,990,608 | 9,082,000 | PRN | SOLE | 9,082,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 15,043,927 | 14,476,000 | PRN | SOLE | 14,476,000 | 0 | 0 | ||
LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 77,119 | 54,000 | PRN | SOLE | 54,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 4,739,561 | 4,724,000 | PRN | SOLE | 4,724,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 545,182 | 744,000 | PRN | SOLE | 744,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 12,186,922 | 14,382,000 | PRN | SOLE | 14,382,000 | 0 | 0 | ||
MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 12,089,756 | 10,448,000 | PRN | SOLE | 10,448,000 | 0 | 0 | ||
MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 5,400,987 | 6,134,000 | PRN | SOLE | 6,134,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 16,194,163 | 15,053,000 | PRN | SOLE | 15,053,000 | 0 | 0 | ||
MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 3,272,473 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 18,991,158 | 22,474,000 | PRN | SOLE | 22,474,000 | 0 | 0 | ||
NICE LTD | NOTE 9/1 | 653656AB4 | 12,574,083 | 13,698,000 | PRN | SOLE | 13,698,000 | 0 | 0 | ||
NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 6,138,941 | 7,066,000 | PRN | SOLE | 7,066,000 | 0 | 0 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 9,955,068 | 9,285,000 | SH | SOLE | 9,285,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 14,283,686 | 15,296,000 | PRN | SOLE | 15,296,000 | 0 | 0 | ||
OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 23,668,571 | 26,744,000 | PRN | SOLE | 26,744,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 523,450 | 290,000 | PRN | SOLE | 290,000 | 0 | 0 | ||
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 7,053,576 | 5,533,000 | PRN | SOLE | 5,533,000 | 0 | 0 | ||
PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 6,134,455 | 6,428,000 | PRN | SOLE | 6,428,000 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 2,276,814 | 2,393,000 | PRN | SOLE | 2,393,000 | 0 | 0 | ||
PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 20,775,412 | 27,104,000 | PRN | SOLE | 27,104,000 | 0 | 0 | ||
PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 5,293,592 | 6,389,000 | PRN | SOLE | 6,389,000 | 0 | 0 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 795,532 | 324,000 | PRN | SOLE | 324,000 | 0 | 0 | ||
POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 11,142,594 | 11,146,000 | PRN | SOLE | 11,146,000 | 0 | 0 | ||
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 19,534,566 | 22,526,000 | PRN | SOLE | 22,526,000 | 0 | 0 | ||
REDFIN CORP | NOTE 10/1 | 75737FAC2 | 509,370 | 616,000 | PRN | SOLE | 616,000 | 0 | 0 | ||
SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 17,956,353 | 17,603,000 | PRN | SOLE | 17,603,000 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | NOTE 1.250% 9/1 | 803607AD2 | 4,153,086 | 3,700,000 | PRN | SOLE | 3,700,000 | 0 | 0 | ||
SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 433,471 | 577,000 | PRN | SOLE | 577,000 | 0 | 0 | ||
SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 | 6,980,975 | 7,939,000 | PRN | SOLE | 7,939,000 | 0 | 0 | ||
SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 1,879,100 | 1,900,000 | PRN | SOLE | 1,900,000 | 0 | 0 | ||
SNAP INC | NOTE 5/0 | 83304AAF3 | 4,872,126 | 6,531,000 | PRN | SOLE | 6,531,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 14,022,420 | 14,002,000 | PRN | SOLE | 14,002,000 | 0 | 0 | ||
SPDR SER TR | BLOOMBERG SHT TE | 78468R408 | 10,266,553 | 313,500 | SH | SOLE | 313,500 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 36,273,407 | 42,944,000 | PRN | SOLE | 42,944,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 34,880,151 | 36,257,000 | PRN | SOLE | 36,257,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 33,432,739 | 30,783,000 | PRN | SOLE | 30,783,000 | 0 | 0 | ||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 11,919,469 | 11,113,000 | PRN | SOLE | 11,113,000 | 0 | 0 | ||
SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142409 | 12,375,575 | 893,866 | SH | SOLE | 893,866 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 497,343 | 617,000 | PRN | SOLE | 617,000 | 0 | 0 | ||
TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 | 5,958,750 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 20,568,228 | 21,747,000 | PRN | SOLE | 21,747,000 | 0 | 0 | ||
VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 9,735 | 11,000 | PRN | SOLE | 11,000 | 0 | 0 | ||
VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 8,894,917 | 7,433,000 | PRN | SOLE | 7,433,000 | 0 | 0 | ||
VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 20,607,056 | 23,603,000 | PRN | SOLE | 23,603,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 31,659,610 | 38,182,000 | PRN | SOLE | 38,182,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 3.250% 9/1 | 94419LAP6 | 5,135,026 | 4,175,000 | PRN | SOLE | 4,175,000 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 6,021,043 | 5,326,000 | PRN | SOLE | 5,326,000 | 0 | 0 | ||
WW INTL INC | COM | 98262P101 | 6,167,296 | 557,118 | SH | SOLE | 557,118 | 0 | 0 | ||
ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 18,228,140 | 19,215,000 | PRN | SOLE | 19,215,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 8,024,271 | 6,562,000 | PRN | SOLE | 6,562,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 16,843,104 | 15,904,000 | PRN | SOLE | 15,904,000 | 0 | 0 | ||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 19,938,245 | 16,232,000 | PRN | SOLE | 16,232,000 | 0 | 0 |