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 |
10X GENOMICS INC | CL A COM | 88025U109 | 1,146,402 | 31,460 | SH | SOLE | 31,460 | 0 | 0 | ||
1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 4,845,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 2,143,400 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
AIRBNB INC | NOTE3/1 | 009066AB7 | 15,684,500 | 19,000,000 | PRN | SOLE | 19,000,000 | 0 | 0 | ||
ALTICE USA INC | CL A | 02156K103 | 1,643,976 | 357,386 | SH | SOLE | 357,386 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 5,469,600 | 430,000 | SH | Put | SOLE | 430,000 | 0 | 0 | |
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 415,797 | 53,171 | SH | SOLE | 53,171 | 0 | 0 | ||
ANTERO RESOURCES CORP | COM | 03674X106 | 995,306 | 32,117 | SH | SOLE | 32,117 | 0 | 0 | ||
APA CORPORATION | COM | 03743Q108 | 398,881 | 8,545 | SH | SOLE | 8,545 | 0 | 0 | ||
ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 16,344,000 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 2,228,190 | 2,550,000 | PRN | SOLE | 2,550,000 | 0 | 0 | ||
BAUSCH HEALTH COS INC | COM | 071734107 | 439,600 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 1,834,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 8,599,500 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
BEYOND MEAT INC | COM | 08862E109 | 574,877 | 46,700 | SH | Put | SOLE | 46,700 | 0 | 0 | |
BILL COM HLDGS INC | NOTE12/0 | 090043AB6 | 8,738,000 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 871,282 | 8,419 | SH | SOLE | 8,419 | 0 | 0 | ||
BUILDERS FIRSTSOURCE INC | COM | 12008R107 | 2,270,800 | 35,000 | SH | Put | SOLE | 35,000 | 0 | 0 | |
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 8,662,500 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
CALLON PETE CO DEL | COM | 13123X508 | 515,774 | 13,906 | SH | SOLE | 13,906 | 0 | 0 | ||
CHART INDS INC | COM | 16115Q308 | 795,087 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 557,406 | 34,600 | SH | SOLE | 34,600 | 0 | 0 | ||
COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 2,958,750 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 4,856,500 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 5,348,400 | 60,000 | SH | Put | SOLE | 60,000 | 0 | 0 | |
DESKTOP METAL INC | COM CL A | 25058X105 | 408,000 | 300,000 | SH | Call | SOLE | 300,000 | 0 | 0 | |
DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 11,362,500 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE3/0 | 29355AAK3 | 1,761,600 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 2,268,750 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 22,467,750 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 8,715,000 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 3,155,200 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
FIDELITY NATL INFORMATION SV | COM | 31620M106 | 257,830 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 874,640 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 1,586,506 | 156,306 | SH | SOLE | 156,306 | 0 | 0 | ||
GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 5,453,885 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 1,861,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
HAEMONETICS CORP MASS | NOTE3/0 | 405024AB6 | 2,493,900 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 4,737,900 | 15,000 | SH | Put | SOLE | 15,000 | 0 | 0 | |
IHEARTMEDIA INC | COM CL A | 45174J509 | 1,297,347 | 211,639 | SH | SOLE | 211,639 | 0 | 0 | ||
IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 8,484,119 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 | 13,066,200 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 8,699,750 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 7,055,000 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 13,695,313 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 20,295,504 | 116,400 | SH | Call | SOLE | 116,400 | 0 | 0 | |
JELD-WEN HLDG INC | COM | 47580P103 | 190,462 | 19,737 | SH | SOLE | 19,737 | 0 | 0 | ||
MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 6,772,500 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 4,150,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 11,174,375 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 19,155,000 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
NIKOLA CORP | COM | 654110105 | 442,800 | 205,000 | SH | Put | SOLE | 205,000 | 0 | 0 | |
PAR TECHNOLOGY CORP | NOTE 1.500%10/1 | 698884AE3 | 8,314,500 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
PARAMOUNT GLOBAL | CLASS B COM | 92556H206 | 835,138 | 49,475 | SH | SOLE | 49,475 | 0 | 0 | ||
PATRICK INDS INC | COM | 703343103 | 785,861 | 12,968 | SH | SOLE | 12,968 | 0 | 0 | ||
PENN ENTERTAINMENT INC | COM | 707569109 | 1,601,632 | 53,927 | SH | SOLE | 53,927 | 0 | 0 | ||
PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 7,386,250 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 4,407,500 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
RANGE RES CORP | COM | 75281A109 | 622,998 | 24,900 | SH | SOLE | 24,900 | 0 | 0 | ||
REDFIN CORP | COM | 75737F108 | 539,947 | 127,346 | SH | SOLE | 127,346 | 0 | 0 | ||
RH | NOTE9/1 | 74967XAD5 | 1,965,915 | 1,422,000 | PRN | SOLE | 1,422,000 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 10,417,500 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 2,653,205 | 20,542 | SH | SOLE | 20,542 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 6,845,480 | 53,000 | SH | Call | SOLE | 53,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 2,621,948 | 20,300 | SH | Put | SOLE | 20,300 | 0 | 0 | |
SHAKE SHACK INC | NOTE3/0 | 819047AB7 | 8,017,500 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
SHOPIFY INC | CL A | 82509L107 | 866,292 | 24,958 | SH | SOLE | 24,958 | 0 | 0 | ||
SM ENERGY CO | COM | 78454L100 | 275,854 | 7,920 | SH | SOLE | 7,920 | 0 | 0 | ||
SOLAREDGE TECHNOLOGIES INC | NOTE9/1 | 83417MAD6 | 9,348,750 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 9,242,684 | 274,508 | SH | SOLE | 274,508 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COM | 845467109 | 964,062 | 164,797 | SH | SOLE | 164,797 | 0 | 0 | ||
SPOTIFY USA INC | NOTE3/1 | 84921RAB6 | 1,620,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COM | 854502101 | 409,404 | 5,450 | SH | SOLE | 5,450 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COM | 854502101 | 375,600 | 5,000 | SH | Call | SOLE | 5,000 | 0 | 0 | |
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 574,502 | 11,775 | SH | SOLE | 11,775 | 0 | 0 | ||
TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 8,235,000 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
UBER TECHNOLOGIES INC | COM | 90353T100 | 858,378 | 34,710 | SH | SOLE | 34,710 | 0 | 0 | ||
VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 92206C870 | 23,253,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 6,289,250 | 4,400,000 | PRN | SOLE | 4,400,000 | 0 | 0 | ||
VMWARE INC | CL A COM | 928563402 | 2,918,987 | 23,778 | SH | SOLE | 23,778 | 0 | 0 | ||
WARNER BROS DISCOVERY INC | COM SER A | 934423104 | 600,084 | 63,300 | SH | SOLE | 63,300 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 4,215,000 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
WINNEBAGO INDS INC | COM | 974637100 | 1,054,000 | 20,000 | SH | Put | SOLE | 20,000 | 0 | 0 |