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 |
ACTIVISION BLIZZARD INC | COM | 00507V109 | 9,363,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ADIENT PLC | ORD SHS | G0084W101 | 972,550 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 31,028,690 | 41,300,000 | PRN | SOLE | 41,300,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 107,069,760 | 90,400,000 | PRN | SOLE | 90,400,000 | 0 | 0 | ||
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 34,760,000 | 40,000,000 | PRN | SOLE | 40,000,000 | 0 | 0 | ||
ALGOMA STL GROUP INC | *W EXP 10/19/202 | 015658115 | 505,313 | 414,191 | SH | SOLE | 414,191 | 0 | 0 | ||
ALLURION TECHNOLOGIES INC | *W EXP 07/31/202 | 02008G110 | 111,475 | 122,500 | SH | SOLE | 122,500 | 0 | 0 | ||
ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 27,825,000 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
BAXTER INTL INC | COM | 071813109 | 943,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 15,207,500 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 15,830,000 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 3,804,640 | 43,000 | SH | SOLE | 43,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 33,350,625 | 38,500,000 | PRN | SOLE | 38,500,000 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 1,788,750 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 15,000,000 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
BROOKDALE SR LIVING INC | UNIT 11/15/2025 | 112463302 | 2,417,268 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
BUTTERFLY NETWORK INC | *W EXP 02/12/202 | 124155110 | 3,270 | 49,393 | SH | SOLE | 49,393 | 0 | 0 | ||
CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 8,641,500 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
CANOPY GROWTH CORP | COM | 138035100 | 386,669 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
CARNIVAL CORP | COMMON STOCK | 143658300 | 25,490,388 | 1,857,900 | SH | SOLE | 1,857,900 | 0 | 0 | ||
CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 2,211,000 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 29,090,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 49,343,200 | 740,000 | SH | SOLE | 740,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167164 | 231,472,274 | 2,997,305 | SH | SOLE | 2,997,305 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167172 | 167,665,373 | 2,295,261 | SH | SOLE | 2,295,261 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167180 | 89,570,812 | 1,294,187 | SH | SOLE | 1,294,187 | 0 | 0 | ||
CINEMARK HLDGS INC | COM | 17243V102 | 12,274,315 | 668,900 | SH | SOLE | 668,900 | 0 | 0 | ||
CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 29,230,000 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 1,140,990 | 73,000 | SH | SOLE | 73,000 | 0 | 0 | ||
CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 2,992,500 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
CNX RES CORP | COM | 12653C108 | 56,727,734 | 2,512,300 | SH | SOLE | 2,512,300 | 0 | 0 | ||
COINBASE GLOBAL INC | COM CL A | 19260Q107 | 2,430,715 | 32,375 | SH | SOLE | 32,375 | 0 | 0 | ||
CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 14,360,500 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 2,392,500 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | 9,548,825 | 13,355,000 | PRN | SOLE | 13,355,000 | 0 | 0 | ||
CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 2,559,300 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 47,140,000 | 40,000,000 | PRN | SOLE | 40,000,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 842,328 | 889,000 | PRN | SOLE | 889,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 34,970,000 | 52,000,000 | PRN | SOLE | 52,000,000 | 0 | 0 | ||
ECHOSTAR CORP | CL A | 278768106 | 376,875 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE 0.250% 3/0 | 29355AAF4 | 23,287,275 | 14,550,000 | PRN | SOLE | 14,550,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 6,944,091 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
EPR PPTYS | PFD C CV 5.75% | 26884U208 | 8,219,200 | 440,000 | SH | SOLE | 440,000 | 0 | 0 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 1,281,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 43,416,000 | 95,000,000 | PRN | SOLE | 95,000,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | COM | 298736109 | 523,908 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 6,825,000 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 11,342,663 | 10,335,000 | PRN | SOLE | 10,335,000 | 0 | 0 | ||
FLUOR CORP NEW | COM | 343412102 | 12,157,499 | 331,267 | SH | SOLE | 331,267 | 0 | 0 | ||
FORD MTR CO DEL | COM | 345370860 | 27,782,298 | 2,236,900 | SH | SOLE | 2,236,900 | 0 | 0 | ||
GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | 73,522 | 243,290 | SH | SOLE | 243,290 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 372,900 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 47,436,250 | 68,500,000 | PRN | SOLE | 68,500,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 33,085,000 | 32,500,000 | PRN | SOLE | 32,500,000 | 0 | 0 | ||
HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 17,886,250 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
IMMATICS N.V | *W EXP 07/01/202 | N44445117 | 894,703 | 252,741 | SH | SOLE | 252,741 | 0 | 0 | ||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 4,985,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 2,236,500 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 18,340,000 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
ITRON INC | NOTE 3/1 | 465741AN6 | 21,625,000 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 17,271,250 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 854,304 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 3,309,300 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 4,521,000 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 7,313,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 77,280,075 | 38,163,000 | PRN | SOLE | 38,163,000 | 0 | 0 | ||
NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 87,705,000 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
NOGIN INC | COM NEW | 65528N204 | 52,898 | 94,630 | SH | SOLE | 94,630 | 0 | 0 | ||
O-I GLASS INC | COM | 67098H104 | 334,600 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
OCCIDENTAL PETE CORP | *W EXP 08/03/202 | 674599162 | 315,727,892 | 7,328,874 | SH | SOLE | 7,328,874 | 0 | 0 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,821,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 10,830,000 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 7,235,000 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 16,082,500 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 55,676,274 | 73,500,000 | PRN | SOLE | 73,500,000 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 31,020,000 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 7,284,750 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 2,209,500 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 12,276,788 | 11,925,000 | PRN | SOLE | 11,925,000 | 0 | 0 | ||
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 34,134,100 | 310,000 | SH | SOLE | 310,000 | 0 | 0 | ||
REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 4,596,584 | 4,643,000 | PRN | SOLE | 4,643,000 | 0 | 0 | ||
REPAY HLDGS CORP | COM CL A | 76029L100 | 853,875 | 112,500 | SH | SOLE | 112,500 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 39,141,150 | 60,500,000 | PRN | SOLE | 60,500,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 2,317,250 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 3,954,031 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
SEAGEN INC | COM | 81181C104 | 10,607,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 23,813,730 | 26,563,000 | PRN | SOLE | 26,563,000 | 0 | 0 | ||
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 12,789,375 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 83,250,000 | 90,000,000 | PRN | SOLE | 90,000,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 1,673,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 47,425,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 51,721,139 | 60,590,000 | PRN | SOLE | 60,590,000 | 0 | 0 | ||
TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 10,064,028 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 20,047,500 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
UBER TECHNOLOGIES INC | COM | 90353T100 | 2,346,732 | 51,027 | SH | SOLE | 51,027 | 0 | 0 | ||
UGI CORP NEW | UNIT 06/01/2024 | 902681113 | 13,542,180 | 237,000 | SH | SOLE | 237,000 | 0 | 0 | ||
UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 24,680,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 43,807,500 | 55,000,000 | PRN | SOLE | 55,000,000 | 0 | 0 | ||
VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 5,865,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 27,168,000 | 24,000,000 | PRN | SOLE | 24,000,000 | 0 | 0 | ||
VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 12,881,250 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 1,645,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
WIX COM LTD | NOTE 8/1 | 92940WAD1 | 1,335,768 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
ZIFF DAVIS INC | COM | 48123V102 | 6,808,461 | 106,900 | SH | SOLE | 106,900 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 0.750% 9/0 | 98954MAE1 | 81,935,000 | 70,000,000 | PRN | SOLE | 70,000,000 | 0 | 0 |