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 | 872,380 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 34,382,250 | 41,300,000 | PRN | SOLE | 41,300,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 59,225,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 34,518,750 | 37,500,000 | PRN | SOLE | 37,500,000 | 0 | 0 | ||
ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 | 46,138,000 | 782,000 | SH | SOLE | 782,000 | 0 | 0 | ||
ALGOMA STL GROUP INC | *W EXP 10/19/202 | 015658115 | 567,442 | 414,191 | SH | SOLE | 414,191 | 0 | 0 | ||
ALGONQUIN PWR UTILS CORP | UNIT 06/15/2024 | 015857873 | 1,072,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ALLIANT ENERGY CORP | NOTE 3.875% 3/1 | 018802AC2 | 69,195,000 | 70,000,000 | PRN | SOLE | 70,000,000 | 0 | 0 | ||
ALLURION TECHNOLOGIES INC | *W EXP 08/01/203 | 02008G110 | 30,882 | 122,500 | SH | SOLE | 122,500 | 0 | 0 | ||
ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 33,070,641 | 35,000,000 | PRN | SOLE | 35,000,000 | 0 | 0 | ||
ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | 13,288,707 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
BAXTER INTL INC | COM | 071813109 | 1,068,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 2,521,346 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 15,782,110 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 16,549,949 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 3,755,620 | 43,000 | SH | SOLE | 43,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 28,204,276 | 31,000,000 | PRN | SOLE | 31,000,000 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 12,290,237 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 | 4,508,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
BUTTERFLY NETWORK INC | *W EXP 02/12/202 | 124155110 | 2,228 | 49,393 | SH | SOLE | 49,393 | 0 | 0 | ||
CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 16,206,000 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | ||
CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 566,250 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 49,573,926 | 3,033,900 | SH | SOLE | 3,033,900 | 0 | 0 | ||
CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 52,331,150 | 815,000 | SH | SOLE | 815,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167164 | 225,669,096 | 2,753,916 | SH | SOLE | 2,753,916 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167172 | 176,769,067 | 2,295,261 | SH | SOLE | 2,295,261 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167180 | 94,129,197 | 1,294,187 | SH | SOLE | 1,294,187 | 0 | 0 | ||
CINEMARK HLDGS INC | COM | 17243V102 | 14,524,270 | 808,251 | SH | SOLE | 808,251 | 0 | 0 | ||
CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 29,720,000 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 1,660,020 | 73,000 | SH | SOLE | 73,000 | 0 | 0 | ||
CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 3,289,125 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
CNX RES CORP | COM | 12653C108 | 59,591,756 | 2,512,300 | SH | SOLE | 2,512,300 | 0 | 0 | ||
COINBASE GLOBAL INC | COM CL A | 19260Q107 | 8,589,888 | 32,400 | SH | SOLE | 32,400 | 0 | 0 | ||
CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 21,533,295 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | 7,938,450 | 20,355,000 | PRN | SOLE | 20,355,000 | 0 | 0 | ||
CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 2,108,062 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 2,385,000 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 45,955,000 | 32,500,000 | PRN | SOLE | 32,500,000 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 9,831,750 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 18,375,000 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE 0.250% 3/0 | 29355AAF4 | 25,977,600 | 16,500,000 | PRN | SOLE | 16,500,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 8,770,500 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
EPR PPTYS | PFD C CV 5.75% | 26884U208 | 8,342,400 | 440,000 | SH | SOLE | 440,000 | 0 | 0 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 1,353,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 69,030,000 | 65,000,000 | PRN | SOLE | 65,000,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | COM | 298736109 | 725,538 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 5,748,600 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 4,486,000 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
FLUOR CORP NEW | COM | 343412102 | 29,636,589 | 700,960 | SH | SOLE | 700,960 | 0 | 0 | ||
FORD MTR CO DEL | COM | 345370860 | 15,441,161 | 1,162,738 | SH | SOLE | 1,162,738 | 0 | 0 | ||
FRESHPET INC | NOTE 3.000% 4/0 | 358039AB1 | 17,982,662 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | 472,800 | 985,000 | SH | SOLE | 985,000 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 411,900 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 41,064,000 | 60,000,000 | PRN | SOLE | 60,000,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 25,660,775 | 22,150,000 | PRN | SOLE | 22,150,000 | 0 | 0 | ||
HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 2,307,750 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
IMMATICS N.V | *W EXP 07/01/202 | N44445117 | 657,127 | 252,741 | SH | SOLE | 252,741 | 0 | 0 | ||
INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 7,240,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 18,386,450 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 3,118,878 | 25,900 | SH | SOLE | 25,900 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | COM LBTY SRM S A | 531229813 | 10,395,000 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 3,666,000 | 9,400,000 | PRN | SOLE | 9,400,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 11,651,498 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 6,327,500 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 11,286,952 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
MARCUS CORP DEL | NOTE 5.000% 9/1 | 566330AB2 | 8,640,000 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 27,283,179 | 426,900 | SH | SOLE | 426,900 | 0 | 0 | ||
O-I GLASS INC | COM | 67098H104 | 331,800 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
OCCIDENTAL PETE CORP | *W EXP 08/03/202 | 674599162 | 344,800,000 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 19,155,500 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
ONEMAIN HLDGS INC | COM | 68268W103 | 430,484 | 8,426 | SH | SOLE | 8,426 | 0 | 0 | ||
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 7,620,000 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
PARSONS CORP DEL | COM | 70202L102 | 1,824,900 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 62,283,920 | 73,500,000 | PRN | SOLE | 73,500,000 | 0 | 0 | ||
PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 | 14,411,250 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 31,200,000 | 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 | ||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 12,273,572 | 11,925,000 | PRN | SOLE | 11,925,000 | 0 | 0 | ||
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 47,004,650 | 385,000 | SH | SOLE | 385,000 | 0 | 0 | ||
REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 1,210,461 | 1,203,000 | PRN | SOLE | 1,203,000 | 0 | 0 | ||
REPAY HLDGS CORP | COM CL A | 76029L100 | 859,100 | 78,100 | SH | SOLE | 78,100 | 0 | 0 | ||
RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 12,082,500 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 4,122,704 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
SEAGATE TECHNOLOGY HLDNGS PL | ORD SHS | G7997R103 | 7,388,170 | 79,400 | SH | SOLE | 79,400 | 0 | 0 | ||
SEMTECH CORP | NOTE 1.625%11/0 | 816850AF8 | 1,482,150 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 25,287,976 | 26,563,000 | PRN | SOLE | 26,563,000 | 0 | 0 | ||
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 13,238,040 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 87,570,000 | 90,000,000 | PRN | SOLE | 90,000,000 | 0 | 0 | ||
SOUTHERN CO | NOTE 3.875%12/1 | 842587DP9 | 99,625,000 | 100,000,000 | PRN | SOLE | 100,000,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 942,600 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 60,375,595 | 65,590,000 | PRN | SOLE | 65,590,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 23,237,500 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 39,462,500 | 35,000,000 | PRN | SOLE | 35,000,000 | 0 | 0 | ||
UGI CORP NEW | UNIT 06/01/2024 | 902681113 | 10,116,360 | 174,000 | SH | SOLE | 174,000 | 0 | 0 | ||
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 47,100,625 | 55,250,000 | PRN | SOLE | 55,250,000 | 0 | 0 | ||
VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 7,930,087 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 14,137,500 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | COM | 958102105 | 10,454,368 | 153,200 | SH | SOLE | 153,200 | 0 | 0 | ||
WOLFSPEED INC | COM | 977852102 | 4,832,100 | 163,800 | SH | SOLE | 163,800 | 0 | 0 | ||
ZIFF DAVIS INC | COM | 48123V102 | 4,419,104 | 70,100 | SH | SOLE | 70,100 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 0.750% 9/0 | 98954MAE1 | 82,728,750 | 70,000,000 | PRN | SOLE | 70,000,000 | 0 | 0 |