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 | 654,815 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 34,485,500 | 41,300,000 | PRN | SOLE | 41,300,000 | 0 | 0 | ||
AIRBNB INC | NOTE 3/1 | 009066AB7 | 15,553,649 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 28,956,101 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 34,406,390 | 37,500,000 | PRN | SOLE | 37,500,000 | 0 | 0 | ||
ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 | 45,751,700 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
ALGOMA STL GROUP INC | *W EXP 10/19/202 | 015658115 | 372,772 | 414,191 | SH | SOLE | 414,191 | 0 | 0 | ||
ALLIANT ENERGY CORP | NOTE 3.875% 3/1 | 018802AC2 | 74,212,500 | 75,000,000 | PRN | SOLE | 75,000,000 | 0 | 0 | ||
ALLURION TECHNOLOGIES INC | *W EXP 08/01/203 | 02008G110 | 19,600 | 122,500 | SH | SOLE | 122,500 | 0 | 0 | ||
ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 86,400,000 | 80,000,000 | PRN | SOLE | 80,000,000 | 0 | 0 | ||
BAXTER INTL INC | COM | 071813109 | 836,250 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 2,486,250 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 8,980,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 13,151,279 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 28,458,000 | 31,000,000 | PRN | SOLE | 31,000,000 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 5,976,396 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 | 4,707,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
BUTTERFLY NETWORK INC | *W EXP 02/12/202 | 124155110 | 1,161 | 49,393 | SH | SOLE | 49,393 | 0 | 0 | ||
CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 16,280,000 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | ||
CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 496,200 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 54,941,328 | 2,934,900 | SH | SOLE | 2,934,900 | 0 | 0 | ||
CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 46,324,600 | 815,000 | SH | SOLE | 815,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167164 | 203,396,525 | 2,753,916 | SH | SOLE | 2,753,916 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167172 | 158,544,465 | 2,295,261 | SH | SOLE | 2,295,261 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167180 | 84,076,470 | 1,294,187 | SH | SOLE | 1,294,187 | 0 | 0 | ||
CINEMARK HLDGS INC | COM | 17243V102 | 17,474,387 | 808,251 | SH | SOLE | 808,251 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 1,123,470 | 73,000 | SH | SOLE | 73,000 | 0 | 0 | ||
CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 3,189,375 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
CMS ENERGY CORP | NOTE 3.375% 5/0 | 125896BX7 | 59,010,000 | 60,000,000 | PRN | SOLE | 60,000,000 | 0 | 0 | ||
CNX RES CORP | COM | 12653C108 | 68,230,196 | 2,807,827 | SH | SOLE | 2,807,827 | 0 | 0 | ||
COINBASE GLOBAL INC | COM CL A | 19260Q107 | 15,289,424 | 68,800 | SH | SOLE | 68,800 | 0 | 0 | ||
CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 19,052,000 | 22,000,000 | PRN | SOLE | 22,000,000 | 0 | 0 | ||
CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 3,582,053 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | 6,900,363 | 20,355,000 | PRN | SOLE | 20,355,000 | 0 | 0 | ||
CUTERA INC | NOTE 2.250% 6/0 | 232109AD0 | 409,001 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 1,648,254 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 22,871,795 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 53,088,875 | 36,550,000 | PRN | SOLE | 36,550,000 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 8,829,675 | 67,500 | SH | SOLE | 67,500 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 5,560,145 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 | 80,165,022 | 80,000,000 | PRN | SOLE | 80,000,000 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE 0.250% 3/0 | 29355AAF4 | 22,467,143 | 16,500,000 | PRN | SOLE | 16,500,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 8,725,500 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
EPR PPTYS | PFD C CV 5.75% | 26884U208 | 8,496,400 | 440,000 | SH | SOLE | 440,000 | 0 | 0 | ||
EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 1,394,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 64,512,500 | 65,000,000 | PRN | SOLE | 65,000,000 | 0 | 0 | ||
ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 5,128,133 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | COM | 298736109 | 683,100 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 19,174,622 | 22,000,000 | PRN | SOLE | 22,000,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 3,909,000 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
FIRSTENERGY CORP | NOTE 4.000% 5/0 | 337932AR8 | 62,125,000 | 62,500,000 | PRN | SOLE | 62,500,000 | 0 | 0 | ||
FLUOR CORP NEW | COM | 343412102 | 30,526,808 | 700,960 | SH | SOLE | 700,960 | 0 | 0 | ||
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 45,607,500 | 45,000,000 | PRN | SOLE | 45,000,000 | 0 | 0 | ||
FRESHPET INC | NOTE 3.000% 4/0 | 358039AB1 | 19,836,388 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | 531,759 | 1,085,000 | SH | SOLE | 1,085,000 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 340,500 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 46,549,327 | 60,000,000 | PRN | SOLE | 60,000,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 27,798,250 | 22,150,000 | PRN | SOLE | 22,150,000 | 0 | 0 | ||
HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 2,253,750 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
IMMATICS N.V | *W EXP 07/01/202 | N44445117 | 654,599 | 252,741 | SH | SOLE | 252,741 | 0 | 0 | ||
INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 24,896,850 | 17,380,000 | PRN | SOLE | 17,380,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 | 7,755,224 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 18,176,204 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 2,764,307 | 25,900 | SH | SOLE | 25,900 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 6,270,000 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | COM LBTY SRM S A | 531229813 | 5,242,905 | 236,700 | SH | SOLE | 236,700 | 0 | 0 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 4,465,000 | 9,400,000 | PRN | SOLE | 9,400,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 11,877,223 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 7,068,755 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 12,065,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
MARCUS CORP DEL | NOTE 5.000% 9/1 | 566330AB2 | 11,775,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 06/01/2027 | 65339F663 | 44,541,000 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
O-I GLASS INC | COM | 67098H104 | 222,600 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
OCCIDENTAL PETE CORP | *W EXP 08/03/202 | 674599162 | 329,280,000 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 18,203,250 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
ONEMAIN HLDGS INC | COM | 68268W103 | 408,577 | 8,426 | SH | SOLE | 8,426 | 0 | 0 | ||
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 3,101,769 | 3,298,000 | PRN | SOLE | 3,298,000 | 0 | 0 | ||
PAGERDUTY INC | COM | 69553P100 | 2,604,848 | 113,600 | SH | SOLE | 113,600 | 0 | 0 | ||
PARSONS CORP DEL | COM | 70202L102 | 2,397,033 | 29,300 | SH | SOLE | 29,300 | 0 | 0 | ||
PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 | 14,403,750 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 31,578,029 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 11,744,442 | 11,925,000 | PRN | SOLE | 11,925,000 | 0 | 0 | ||
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 53,196,150 | 435,000 | SH | SOLE | 435,000 | 0 | 0 | ||
REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 1,203,522 | 1,203,000 | PRN | SOLE | 1,203,000 | 0 | 0 | ||
REPAY HLDGS CORP | COM CL A | 76029L100 | 824,736 | 78,100 | SH | SOLE | 78,100 | 0 | 0 | ||
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 4,143,923 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
SEAGATE TECHNOLOGY HLDNGS PL | ORD SHS | G7997R103 | 9,304,627 | 90,100 | SH | SOLE | 90,100 | 0 | 0 | ||
SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 46,800,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 12,050,750 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
SNAP INC | NOTE 5/0 | 83304AAF3 | 8,331,960 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
SOUTHERN CO | NOTE 3.875%12/1 | 842587DP9 | 92,043,359 | 90,000,000 | PRN | SOLE | 90,000,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 992,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 22,857,919 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 14,640,063 | 13,625,000 | PRN | SOLE | 13,625,000 | 0 | 0 | ||
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 47,874,125 | 55,250,000 | PRN | SOLE | 55,250,000 | 0 | 0 | ||
VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 8,135,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
VENTAS RLTY LTD PARTNERSHIP | NOTE 3.750% 6/0 | 92277GAZ0 | 62,742,750 | 59,500,000 | PRN | SOLE | 59,500,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | COM | 958102105 | 11,607,964 | 153,200 | SH | SOLE | 153,200 | 0 | 0 | ||
WOLFSPEED INC | COM | 977852102 | 3,728,088 | 163,800 | SH | SOLE | 163,800 | 0 | 0 | ||
ZIFF DAVIS INC | COM | 48123V102 | 3,859,005 | 70,100 | SH | SOLE | 70,100 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 0.750% 9/0 | 98954MAE1 | 86,934,016 | 80,000,000 | PRN | SOLE | 80,000,000 | 0 | 0 |