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 |
ADIENT PLC | ORD SHS | G0084W101 | 963,540 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 33,969,250 | 41,300,000 | PRN | SOLE | 41,300,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 63,750,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 33,450,000 | 37,500,000 | PRN | SOLE | 37,500,000 | 0 | 0 | ||
ALGOMA STL GROUP INC | *W EXP 10/19/202 | 015658115 | 749,686 | 414,191 | SH | SOLE | 414,191 | 0 | 0 | ||
ALGONQUIN PWR UTILS CORP | UNIT 06/15/2024 | 015857873 | 1,113,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ALLURION TECHNOLOGIES INC | *W EXP 08/01/203 | 02008G110 | 55,125 | 122,500 | SH | SOLE | 122,500 | 0 | 0 | ||
ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 39,993,750 | 40,500,000 | PRN | SOLE | 40,500,000 | 0 | 0 | ||
BAXTER INTL INC | COM | 071813109 | 966,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 15,741,250 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 15,800,000 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 4,146,060 | 43,000 | SH | SOLE | 43,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 27,667,500 | 31,000,000 | PRN | SOLE | 31,000,000 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 12,778,500 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
BROOKDALE SR LIVING INC | UNIT 11/15/2025 | 112463302 | 3,244,000 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
BUTTERFLY NETWORK INC | *W EXP 02/12/202 | 124155110 | 1,729 | 49,393 | SH | SOLE | 49,393 | 0 | 0 | ||
CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 8,961,750 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
CANOPY GROWTH CORP | COM NEW | 138035704 | 357,024 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 519,833 | 10,347 | SH | SOLE | 10,347 | 0 | 0 | ||
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 46,904,346 | 2,529,900 | SH | SOLE | 2,529,900 | 0 | 0 | ||
CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 2,256,250 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 41,129,200 | 740,000 | SH | SOLE | 740,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167164 | 187,059,469 | 2,753,916 | SH | SOLE | 2,753,916 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167172 | 145,239,985 | 2,295,261 | SH | SOLE | 2,295,261 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167180 | 76,764,572 | 1,294,187 | SH | SOLE | 1,294,187 | 0 | 0 | ||
CINEMARK HLDGS INC | COM | 17243V102 | 9,424,801 | 668,900 | SH | SOLE | 668,900 | 0 | 0 | ||
CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 38,300,000 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 1,490,660 | 73,000 | SH | SOLE | 73,000 | 0 | 0 | ||
CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 3,156,125 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
CNX RES CORP | COM | 12653C108 | 50,246,000 | 2,512,300 | SH | SOLE | 2,512,300 | 0 | 0 | ||
COINBASE GLOBAL INC | COM CL A | 19260Q107 | 5,635,008 | 32,400 | SH | SOLE | 32,400 | 0 | 0 | ||
CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 20,970,000 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | 8,140,695 | 20,355,000 | PRN | SOLE | 20,355,000 | 0 | 0 | ||
CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 2,080,500 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 2,640,000 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 56,040,000 | 40,000,000 | PRN | SOLE | 40,000,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 2,098,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 37,500,000 | 60,000,000 | PRN | SOLE | 60,000,000 | 0 | 0 | ||
ECHOSTAR CORP | CL A | 278768106 | 372,825 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE 0.250% 3/0 | 29355AAF4 | 27,977,400 | 16,500,000 | PRN | SOLE | 16,500,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 8,424,000 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
EPR PPTYS | PFD C CV 5.75% | 26884U208 | 9,372,000 | 440,000 | SH | SOLE | 440,000 | 0 | 0 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 1,406,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 75,042,500 | 65,000,000 | PRN | SOLE | 65,000,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | COM | 298736109 | 669,834 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 7,293,750 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 9,216,000 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
FLUOR CORP NEW | COM | 343412102 | 27,456,603 | 700,960 | SH | SOLE | 700,960 | 0 | 0 | ||
FORD MTR CO DEL | COM | 345370860 | 20,985,548 | 1,721,538 | SH | SOLE | 1,721,538 | 0 | 0 | ||
GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | 87,584 | 243,290 | SH | SOLE | 243,290 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 429,600 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 44,767,500 | 63,500,000 | PRN | SOLE | 63,500,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 32,494,250 | 29,500,000 | PRN | SOLE | 29,500,000 | 0 | 0 | ||
HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 18,347,500 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
IMMATICS N.V | *W EXP 07/01/202 | N44445117 | 738,004 | 252,741 | SH | SOLE | 252,741 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 2,410,425 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 16,992,000 | 18,000,000 | PRN | SOLE | 18,000,000 | 0 | 0 | ||
ITRON INC | NOTE 3/1 | 465741AN6 | 23,140,000 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 17,578,750 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 3,185,700 | 25,900 | SH | SOLE | 25,900 | 0 | 0 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 4,024,800 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 7,919,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
MARCUS CORP DEL | NOTE 5.000% 9/1 | 566330AB2 | 8,862,000 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 9,353,960 | 154,000 | SH | SOLE | 154,000 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 84,476,357 | 38,163,000 | PRN | SOLE | 38,163,000 | 0 | 0 | ||
NIKOLA CORP | NOTE 8.250%12/1 | 654110AG0 | 595,750 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
O-I GLASS INC | COM | 67098H104 | 327,600 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
OCCIDENTAL PETE CORP | *W EXP 08/03/202 | 674599162 | 298,896,500 | 7,900,000 | SH | SOLE | 7,900,000 | 0 | 0 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,851,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 16,400,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
ONEMAIN HLDGS INC | COM | 68268W103 | 414,559 | 8,426 | SH | SOLE | 8,426 | 0 | 0 | ||
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 7,415,000 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 16,248,750 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 57,247,820 | 73,500,000 | PRN | SOLE | 73,500,000 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 31,755,000 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 7,331,250 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 2,257,750 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 13,159,238 | 11,925,000 | PRN | SOLE | 11,925,000 | 0 | 0 | ||
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 40,241,100 | 310,000 | SH | SOLE | 310,000 | 0 | 0 | ||
REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 1,190,967 | 1,203,000 | PRN | SOLE | 1,203,000 | 0 | 0 | ||
REPAY HLDGS CORP | COM CL A | 76029L100 | 960,750 | 112,500 | SH | SOLE | 112,500 | 0 | 0 | ||
REPLIGEN CORP | NOTE 1.000%12/1 | 759916AC3 | 56,050,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 2,337,500 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 3,992,344 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
SEAGATE TECHNOLOGY HLDNGS PL | ORD SHS | G7997R103 | 3,568,466 | 41,800 | SH | SOLE | 41,800 | 0 | 0 | ||
SEMTECH CORP | NOTE 1.625%11/0 | 816850AF8 | 1,289,250 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 25,181,724 | 26,563,000 | PRN | SOLE | 26,563,000 | 0 | 0 | ||
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 10,720,750 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 95,040,000 | 90,000,000 | PRN | SOLE | 90,000,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 1,396,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 48,675,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 53,470,675 | 60,590,000 | PRN | SOLE | 60,590,000 | 0 | 0 | ||
TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 10,437,500 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 22,739,750 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
UGI CORP NEW | UNIT 06/01/2024 | 902681113 | 10,255,560 | 174,000 | SH | SOLE | 174,000 | 0 | 0 | ||
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 46,189,000 | 55,250,000 | PRN | SOLE | 55,250,000 | 0 | 0 | ||
VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 7,660,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 32,491,875 | 32,250,000 | PRN | SOLE | 32,250,000 | 0 | 0 | ||
VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 13,246,875 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
WIX COM LTD | NOTE 8/1 | 92940WAD1 | 1,364,250 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
WOLFSPEED INC | COM | 977852102 | 6,213,228 | 142,800 | SH | SOLE | 142,800 | 0 | 0 | ||
ZIFF DAVIS INC | COM | 48123V102 | 4,710,019 | 70,100 | SH | SOLE | 70,100 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 0.750% 9/0 | 98954MAE1 | 94,745,000 | 70,000,000 | PRN | SOLE | 70,000,000 | 0 | 0 |