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 |
AIRBNB INC | NOTE 3/1 | 009066AB7 | 14,289 | 14,700,000 | PRN | SOLE | 0 | 0 | 14,700,000 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 23,954 | 20,500,000 | PRN | SOLE | 0 | 0 | 20,500,000 | ||
ALASKA AIR GROUP INC | COM | 011659109 | 55,017 | 948,390 | SH | SOLE | 675,110 | 0 | 273,280 | ||
AMAZON COM INC | COM | 023135106 | 132,067 | 40,512 | SH | SOLE | 29,530 | 0 | 10,982 | ||
AMBEV SA | SPONSORED ADR | 02319V103 | 17,027 | 5,271,523 | SH | SOLE | 4,102,303 | 0 | 1,169,220 | ||
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 5,513 | 4,000,000 | PRN | SOLE | 0 | 0 | 4,000,000 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 48,765 | 776,894 | SH | SOLE | 563,278 | 0 | 213,616 | ||
ANTHEM INC | COM | 036752103 | 107,625 | 219,096 | SH | SOLE | 142,647 | 0 | 76,449 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 11,903 | 10,500,000 | PRN | SOLE | 0 | 0 | 10,500,000 | ||
BAKER HUGHES COMPANY | CL A | 05722G100 | 20,588 | 565,415 | SH | SOLE | 402,401 | 0 | 163,014 | ||
BANCO SANTANDER CHILE NEW | SP ADR REP COM | 05965X109 | 1,723 | 76,263 | SH | SOLE | 76,263 | 0 | 0 | ||
BARRICK GOLD CORP | COM | 067901108 | 110,900 | 4,520,988 | SH | SOLE | 4,520,988 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 8,394 | 8,500,000 | PRN | SOLE | 0 | 0 | 8,500,000 | ||
BILIBILI INC | NOTE 1.250% 6/1 | 090040AD8 | 1,963 | 1,900,000 | PRN | SOLE | 0 | 0 | 1,900,000 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 7,552 | 7,500,000 | PRN | SOLE | 0 | 0 | 7,500,000 | ||
BK OF AMERICA CORP | COM | 060505104 | 70,167 | 1,702,246 | SH | SOLE | 1,232,135 | 0 | 470,111 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 2,385 | 2,000,000 | PRN | SOLE | 0 | 0 | 2,000,000 | ||
BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 6,071 | 4,600,000 | PRN | SOLE | 0 | 0 | 4,600,000 | ||
BOX INC | NOTE 1/1 | 10316TAB0 | 3,563 | 2,800,000 | PRN | SOLE | 0 | 0 | 2,800,000 | ||
BRIXMOR PPTY GROUP INC | COM | 11120U105 | 18,398 | 712,852 | SH | SOLE | 555,002 | 0 | 157,850 | ||
CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 2,838 | 3,200,000 | PRN | SOLE | 0 | 0 | 3,200,000 | ||
CAVCO INDS INC DEL | COM | 149568107 | 12,873 | 53,447 | SH | SOLE | 38,266 | 0 | 15,181 | ||
CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 32,059 | 6,060,206 | SH | SOLE | 6,060,206 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 96,951 | 177,724 | SH | SOLE | 126,613 | 0 | 51,111 | ||
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 269 | 300,000 | PRN | SOLE | 0 | 0 | 300,000 | ||
CISCO SYS INC | COM | 17275R102 | 65,484 | 1,174,383 | SH | SOLE | 915,559 | 0 | 258,824 | ||
CITIGROUP INC | COM NEW | 172967424 | 53,108 | 994,543 | SH | SOLE | 882,288 | 0 | 112,255 | ||
CMS ENERGY CORP | COM | 125896100 | 14,396 | 205,834 | SH | SOLE | 160,695 | 0 | 45,139 | ||
CORPORACION AMER ARPTS S A | COM | L1995B107 | 4,305 | 717,437 | SH | SOLE | 289,319 | 0 | 428,118 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 31,782 | 55,192 | SH | SOLE | 39,757 | 0 | 15,435 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 7,320 | 7,500,000 | PRN | SOLE | 0 | 0 | 7,500,000 | ||
CSX CORP | COM | 126408103 | 112,179 | 2,995,462 | SH | SOLE | 2,137,278 | 0 | 858,184 | ||
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 7,114 | 5,700,000 | PRN | SOLE | 0 | 0 | 5,700,000 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 8,049 | 7,000,000 | PRN | SOLE | 0 | 0 | 7,000,000 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 10,910 | 11,200,000 | PRN | SOLE | 0 | 0 | 11,200,000 | ||
DROPBOX INC | NOTE 3/0 | 26210CAC8 | 8,941 | 9,500,000 | PRN | SOLE | 0 | 0 | 9,500,000 | ||
EAGLE MATLS INC | COM | 26969P108 | 34,318 | 267,368 | SH | SOLE | 192,816 | 0 | 74,552 | ||
EMERSON ELEC CO | COM | 291011104 | 17,023 | 173,614 | SH | SOLE | 135,140 | 0 | 38,474 | ||
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 5,532 | 5,400,000 | PRN | SOLE | 0 | 0 | 5,400,000 | ||
ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 6,248 | 6,200,000 | PRN | SOLE | 0 | 0 | 6,200,000 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 675 | 600,000 | PRN | SOLE | 0 | 0 | 600,000 | ||
EVERSOURCE ENERGY | COM | 30040W108 | 12,768 | 144,794 | SH | SOLE | 113,167 | 0 | 31,627 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 5,329 | 6,000,000 | PRN | SOLE | 0 | 0 | 6,000,000 | ||
EXELON CORP | COM | 30161N101 | 23,265 | 488,431 | SH | SOLE | 380,539 | 0 | 107,892 | ||
EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 9,462 | 7,700,000 | PRN | SOLE | 0 | 0 | 7,700,000 | ||
EXPEDITORS INTL WASH INC | COM | 302130109 | 31,620 | 306,511 | SH | SOLE | 220,048 | 0 | 86,463 | ||
FEDERAL RLTY INVT TR NEW | SH BEN INT NEW | 313745101 | 18,912 | 154,923 | SH | SOLE | 120,854 | 0 | 34,069 | ||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 5,996 | 5,500,000 | PRN | SOLE | 0 | 0 | 5,500,000 | ||
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 13,187 | 11,100,000 | PRN | SOLE | 0 | 0 | 11,100,000 | ||
GARTNER INC | COM | 366651107 | 55,153 | 185,411 | SH | SOLE | 132,489 | 0 | 52,922 | ||
GOLD FIELDS LTD | SPONSORED ADR | 38059T106 | 72,450 | 4,686,317 | SH | SOLE | 4,686,317 | 0 | 0 | ||
GRAN TIERRA ENERGY INC | COM | 38500T101 | 1,022 | 521,630 | SH | SOLE | 521,630 | 0 | 0 | ||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 4,066 | 5,000,000 | PRN | SOLE | 0 | 0 | 5,000,000 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 3,289 | 3,100,000 | PRN | SOLE | 0 | 0 | 3,100,000 | ||
HANESBRANDS INC | COM | 410345102 | 42,048 | 2,823,913 | SH | SOLE | 2,009,941 | 0 | 813,972 | ||
HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 220 | 200,000 | PRN | SOLE | 0 | 0 | 200,000 | ||
HARLEY DAVIDSON INC | COM | 412822108 | 19,150 | 486,056 | SH | SOLE | 378,711 | 0 | 107,345 | ||
HP INC | COM | 40434L105 | 169,903 | 4,680,531 | SH | SOLE | 4,680,531 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 97,944 | 6,699,276 | SH | SOLE | 4,802,781 | 0 | 1,896,495 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 7,575 | 6,900,000 | PRN | SOLE | 0 | 0 | 6,900,000 | ||
INFOSYS LTD | SPONSORED ADR | 456788108 | 25,518 | 1,025,284 | SH | SOLE | 799,806 | 0 | 225,478 | ||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 3,115 | 3,200,000 | PRN | SOLE | 0 | 0 | 3,200,000 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 5,212 | 3,900,000 | PRN | SOLE | 0 | 0 | 3,900,000 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 3,270 | 3,100,000 | PRN | SOLE | 0 | 0 | 3,100,000 | ||
INTERPUBLIC GROUP COS INC | COM | 460690100 | 44,491 | 1,255,043 | SH | SOLE | 906,144 | 0 | 348,899 | ||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 9,532 | 7,800,000 | PRN | SOLE | 0 | 0 | 7,800,000 | ||
KROGER CO | COM | 501044101 | 138,287 | 2,410,432 | SH | SOLE | 1,713,025 | 0 | 697,407 | ||
LAM RESEARCH CORP | COM | 512807108 | 50,689 | 94,285 | SH | SOLE | 68,419 | 0 | 25,866 | ||
LAZARD LTD | SHS A | G54050102 | 68,525 | 1,986,223 | SH | SOLE | 1,418,545 | 0 | 567,678 | ||
LENNAR CORP | CL B | 526057302 | 7,162 | 104,778 | SH | SOLE | 64,587 | 0 | 40,191 | ||
LENNAR CORP | CL A | 526057104 | 46,248 | 569,773 | SH | SOLE | 413,873 | 0 | 155,900 | ||
LIBERTY GLOBAL PLC | SHS CL C | G5480U120 | 21,396 | 825,838 | SH | SOLE | 589,696 | 0 | 236,142 | ||
LITHIUM AMERS CORP NEW | COM NEW | 53680Q207 | 4,096 | 85,092 | SH | SOLE | 85,092 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 32,051 | 272,458 | SH | SOLE | 194,955 | 0 | 77,503 | ||
LIVENT CORP | COM | 53814L108 | 10,614 | 407,121 | SH | SOLE | 26,434 | 0 | 380,687 | ||
LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 3,861 | 3,800,000 | PRN | SOLE | 0 | 0 | 3,800,000 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 26,351 | 59,701 | SH | SOLE | 46,605 | 0 | 13,096 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 4,919 | 4,200,000 | PRN | SOLE | 0 | 0 | 4,200,000 | ||
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 2,487 | 2,000,000 | PRN | SOLE | 0 | 0 | 2,000,000 | ||
MANDIANT INC | NOTE 0.875% 6/0 | 31816QAF8 | 6,625 | 6,000,000 | PRN | SOLE | 0 | 0 | 6,000,000 | ||
MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 2,973 | 2,700,000 | PRN | SOLE | 0 | 0 | 2,700,000 | ||
MERCADOLIBRE INC | COM | 58733R102 | 69,131 | 58,119 | SH | SOLE | 58,119 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 21,329 | 259,944 | SH | SOLE | 202,736 | 0 | 57,208 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 9,183 | 8,000,000 | PRN | SOLE | 0 | 0 | 8,000,000 | ||
MICROSOFT CORP | COM | 594918104 | 127,997 | 415,156 | SH | SOLE | 301,273 | 0 | 113,883 | ||
MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 2,783 | 2,000,000 | PRN | SOLE | 0 | 0 | 2,000,000 | ||
NEWMONT CORP | COM | 651639106 | 159,516 | 2,007,762 | SH | SOLE | 2,007,762 | 0 | 0 | ||
NICE LTD | NOTE 9/1 | 653656AB4 | 2,641 | 2,500,000 | PRN | SOLE | 0 | 0 | 2,500,000 | ||
NORTONLIFELOCK INC | NOTE 2.000% 8/1 | 668771AB4 | 3,315 | 2,500,000 | PRN | SOLE | 0 | 0 | 2,500,000 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 4,428 | 4,000,000 | PRN | SOLE | 0 | 0 | 4,000,000 | ||
NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 4,996 | 5,000,000 | PRN | SOLE | 0 | 0 | 5,000,000 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 6,470 | 6,000,000 | PRN | SOLE | 0 | 0 | 6,000,000 | ||
OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 5,121 | 5,200,000 | PRN | SOLE | 0 | 0 | 5,200,000 | ||
OMNICOM GROUP INC | COM | 681919106 | 27,279 | 321,394 | SH | SOLE | 250,493 | 0 | 70,901 | ||
PACCAR INC | COM | 693718108 | 65,848 | 747,671 | SH | SOLE | 539,592 | 0 | 208,079 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 706 | 300,000 | PRN | SOLE | 0 | 0 | 300,000 | ||
PAYCHEX INC | COM | 704326107 | 21,669 | 158,789 | SH | SOLE | 124,006 | 0 | 34,783 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 53,720 | 464,504 | SH | SOLE | 339,084 | 0 | 125,420 | ||
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 3,238 | 2,800,000 | PRN | SOLE | 0 | 0 | 2,800,000 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 6,611 | 7,000,000 | PRN | SOLE | 0 | 0 | 7,000,000 | ||
PEPSICO INC | COM | 713448108 | 36,316 | 216,962 | SH | SOLE | 169,215 | 0 | 47,747 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 17,883 | 190,369 | SH | SOLE | 148,592 | 0 | 41,777 | ||
PINDUODUO INC | NOTE 12/0 | 722304AC6 | 1,421 | 1,600,000 | PRN | SOLE | 0 | 0 | 1,600,000 | ||
PINTEREST INC | CL A | 72352L106 | 9,799 | 398,165 | SH | SOLE | 290,187 | 0 | 107,978 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 17,248 | 112,875 | SH | SOLE | 88,241 | 0 | 24,634 | ||
PROGRESSIVE CORP | COM | 743315103 | 27,335 | 239,798 | SH | SOLE | 187,042 | 0 | 52,756 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 3,964 | 2,800,000 | PRN | SOLE | 0 | 0 | 2,800,000 | ||
QUALCOMM INC | COM | 747525103 | 57,530 | 376,458 | SH | SOLE | 293,358 | 0 | 83,100 | ||
QURATE RETAIL INC | COM SER A | 74915M100 | 2,303 | 483,584 | SH | SOLE | 348,578 | 0 | 135,006 | ||
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 4,513 | 3,600,000 | PRN | SOLE | 0 | 0 | 3,600,000 | ||
SCHWAB CHARLES CORP | COM | 808513105 | 119,388 | 1,416,068 | SH | SOLE | 1,010,457 | 0 | 405,611 | ||
SCOTTS MIRACLE-GRO CO | CL A | 810186106 | 12,992 | 105,660 | SH | SOLE | 75,775 | 0 | 29,885 | ||
SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 800 | 1,000,000 | PRN | SOLE | 0 | 0 | 1,000,000 | ||
SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 7,145 | 6,800,000 | PRN | SOLE | 0 | 0 | 6,800,000 | ||
SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 381 | 400,000 | PRN | SOLE | 0 | 0 | 400,000 | ||
SOCIEDAD QUIMICA Y MINERA DE | SPON ADR SER B | 833635105 | 67,591 | 789,619 | SH | SOLE | 789,619 | 0 | 0 | ||
SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 4,950 | 3,600,000 | PRN | SOLE | 0 | 0 | 3,600,000 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 4,116 | 3,000,000 | PRN | SOLE | 0 | 0 | 3,000,000 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 21,525 | 18,800,000 | PRN | SOLE | 0 | 0 | 18,800,000 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 171 | 200,000 | PRN | SOLE | 0 | 0 | 200,000 | ||
SPROTT PHYSICAL SILVER TR | TR UNIT | 85207K107 | 7,586 | 865,000 | SH | SOLE | 865,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 522 | 500,000 | PRN | SOLE | 0 | 0 | 500,000 | ||
SYNCHRONY FINANCIAL | COM | 87165B103 | 16,204 | 465,485 | SH | SOLE | 333,665 | 0 | 131,820 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 139,942 | 1,342,238 | SH | SOLE | 1,082,121 | 0 | 260,117 | ||
TAPESTRY INC | COM | 876030107 | 32,873 | 884,910 | SH | SOLE | 688,902 | 0 | 196,008 | ||
TURQUOISE HILL RES LTD | COM | 900435207 | 4,074 | 135,615 | SH | SOLE | 135,615 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 20,015 | 19,500,000 | PRN | SOLE | 0 | 0 | 19,500,000 | ||
TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 5,643 | 5,100,000 | PRN | SOLE | 0 | 0 | 5,100,000 | ||
VNET GROUP INC | NOTE 2/0 | 90138VAB3 | 396 | 500,000 | PRN | SOLE | 0 | 0 | 500,000 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 28,825 | 29,850,000 | PRN | SOLE | 0 | 0 | 29,850,000 | ||
ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 7,612 | 6,000,000 | PRN | SOLE | 0 | 0 | 6,000,000 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 4,778 | 4,200,000 | PRN | SOLE | 0 | 0 | 4,200,000 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 9,508 | 7,800,000 | PRN | SOLE | 0 | 0 | 7,800,000 | ||
ZYNGA INC | NOTE 12/1 | 98986TAD0 | 357 | 350,000 | PRN | SOLE | 0 | 0 | 350,000 |