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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AIRBNB INC | NOTE 3/1 | 009066AB7 | 10,916,727 | 11,489,000 | PRN | SOLE | 11,489,000 | 0 | 0 | |||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 4,712,867 | 3,866,000 | PRN | SOLE | 3,866,000 | 0 | 0 | |||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 29,686,604 | 27,466,000 | PRN | SOLE | 27,466,000 | 0 | 0 | |||
ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 15,900,807 | 16,393,000 | PRN | SOLE | 16,393,000 | 0 | 0 | |||
ALTAIR ENGR INC | NOTE 1.750% 6/1 | 021369AC7 | 10,442,550 | 7,683,000 | PRN | SOLE | 7,683,000 | 0 | 0 | |||
ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | 583,395 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | |||
AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 | 7,212,977 | 4,852,000 | PRN | SOLE | 4,852,000 | 0 | 0 | |||
BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 11,963,233 | 11,607,000 | PRN | SOLE | 11,607,000 | 0 | 0 | |||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 10,167,760 | 11,024,000 | PRN | SOLE | 11,024,000 | 0 | 0 | |||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 11,021,700 | 10,901,000 | PRN | SOLE | 10,901,000 | 0 | 0 | |||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 32,476,429 | 31,212,000 | PRN | SOLE | 31,212,000 | 0 | 0 | |||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 6,336,805 | 6,767,000 | PRN | SOLE | 6,767,000 | 0 | 0 | |||
BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 24,873,114 | 23,979,000 | PRN | SOLE | 23,979,000 | 0 | 0 | |||
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,261,792 | 1,167,000 | PRN | SOLE | 1,167,000 | 0 | 0 | |||
BOX INC | NOTE 1/1 | 10316TAB0 | 15,939,643 | 12,879,000 | PRN | SOLE | 12,879,000 | 0 | 0 | |||
BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 1,228,326 | 1,140,000 | PRN | SOLE | 1,140,000 | 0 | 0 | |||
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 9,451,018 | 7,756,000 | PRN | SOLE | 7,756,000 | 0 | 0 | |||
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 13,050,895 | 14,141,000 | PRN | SOLE | 14,141,000 | 0 | 0 | |||
CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 4,805,149 | 4,226,000 | PRN | SOLE | 4,226,000 | 0 | 0 | |||
CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 2,812,572 | 1,704,589 | SH | SOLE | 1,704,589 | 0 | 0 | |||
CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 1,918,432 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | |||
CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 14,057,815 | 14,829,000 | PRN | SOLE | 14,829,000 | 0 | 0 | |||
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 9,372,133 | 5,342,000 | PRN | SOLE | 5,342,000 | 0 | 0 | |||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 8,814,563 | 6,039,000 | PRN | SOLE | 6,039,000 | 0 | 0 | |||
DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 | 9,171,618 | 9,746,000 | PRN | SOLE | 9,746,000 | 0 | 0 | |||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 29,115,157 | 26,020,000 | PRN | SOLE | 26,020,000 | 0 | 0 | |||
DIAMOND OFFSHORE DRILLING IN | COM | 25271C201 | 30,625,343 | 2,280,975 | SH | SOLE | 2,280,975 | 0 | 0 | |||
DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 65,352,277 | 77,190,000 | PRN | SOLE | 77,190,000 | 0 | 0 | |||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 6,800,220 | 9,252,000 | PRN | SOLE | 9,252,000 | 0 | 0 | |||
DRAFTKINGS INC | NOTE 3/1 | 26142RAB0 | 3,602,797 | 4,120,000 | PRN | SOLE | 4,120,000 | 0 | 0 | |||
DROPBOX INC | NOTE 3/0 | 26210CAD6 | 12,367,168 | 12,905,000 | PRN | SOLE | 12,905,000 | 0 | 0 | |||
DROPBOX INC | NOTE 3/0 | 26210CAC8 | 19,550,636 | 20,337,000 | PRN | SOLE | 20,337,000 | 0 | 0 | |||
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 4,276,946 | 4,635,000 | PRN | SOLE | 4,635,000 | 0 | 0 | |||
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 39,262,036 | 44,945,000 | PRN | SOLE | 44,945,000 | 0 | 0 | |||
ENVESTNET INC | NOTE 2.625%12/0 | 29404KAG1 | 27,023,071 | 24,770,000 | PRN | SOLE | 24,770,000 | 0 | 0 | |||
ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 510,255 | 606,000 | PRN | SOLE | 606,000 | 0 | 0 | |||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 23,722,069 | 21,880,000 | PRN | SOLE | 21,880,000 | 0 | 0 | |||
ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 790,736 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | |||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 3,054,153 | 3,133,000 | PRN | SOLE | 3,133,000 | 0 | 0 | |||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 26,764,694 | 27,334,000 | PRN | SOLE | 27,334,000 | 0 | 0 | |||
EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 8,330,296 | 8,996,000 | PRN | SOLE | 8,996,000 | 0 | 0 | |||
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 32,687,257 | 30,832,000 | PRN | SOLE | 30,832,000 | 0 | 0 | |||
GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 3,000,731 | 2,666,000 | PRN | SOLE | 2,666,000 | 0 | 0 | |||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 513,300 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | |||
HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 7,639,990 | 8,369,000 | PRN | SOLE | 8,369,000 | 0 | 0 | |||
HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 5,520,232 | 5,526,000 | PRN | SOLE | 5,526,000 | 0 | 0 | |||
IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 9,667,199 | 9,713,000 | PRN | SOLE | 9,713,000 | 0 | 0 | |||
INFINERA CORP | NOTE 3.750% 8/0 | 45667GAG8 | 1,117,429 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | |||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 1,433,232 | 1,332,000 | PRN | SOLE | 1,332,000 | 0 | 0 | |||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 25,117,332 | 23,749,000 | PRN | SOLE | 23,749,000 | 0 | 0 | |||
INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 10,475,645 | 7,036,000 | PRN | SOLE | 7,036,000 | 0 | 0 | |||
INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 | 5,288,502 | 3,556,000 | PRN | SOLE | 3,556,000 | 0 | 0 | |||
IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 14,905,546 | 14,674,000 | PRN | SOLE | 14,674,000 | 0 | 0 | |||
IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 6,201,932 | 5,919,000 | PRN | SOLE | 5,919,000 | 0 | 0 | |||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 3,296,141 | 42,405 | SH | SOLE | 42,405 | 0 | 0 | |||
ITRON INC | NOTE 3/1 | 465741AN6 | 11,186,948 | 10,843,000 | PRN | SOLE | 10,843,000 | 0 | 0 | |||
JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 8,327,047 | 9,140,000 | PRN | SOLE | 9,140,000 | 0 | 0 | |||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 8,621,799 | 8,136,000 | PRN | SOLE | 8,136,000 | 0 | 0 | |||
JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 3,174,129 | 3,403,000 | PRN | SOLE | 3,403,000 | 0 | 0 | |||
LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 1,603,583 | 1,435,000 | PRN | SOLE | 1,435,000 | 0 | 0 | |||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 6,831,990 | 6,901,000 | PRN | SOLE | 6,901,000 | 0 | 0 | |||
LENDINGTREE INC | COM | 52603B107 | 16,529,621 | 390,402 | SH | SOLE | 390,402 | 0 | 0 | |||
LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 21,701,150 | 23,635,000 | PRN | SOLE | 23,635,000 | 0 | 0 | |||
LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 8,742,415 | 21,634,000 | SH | SOLE | 21,634,000 | 0 | 0 | |||
LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 2,858,523 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | |||
LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 7,098,884 | 6,784,000 | PRN | SOLE | 6,784,000 | 0 | 0 | |||
LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 10,845,927 | 8,506,000 | PRN | SOLE | 8,506,000 | 0 | 0 | |||
LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 24,048,694 | 21,206,000 | PRN | SOLE | 21,206,000 | 0 | 0 | |||
LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 11,854,115 | 9,544,000 | PRN | SOLE | 9,544,000 | 0 | 0 | |||
LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 199,229 | 256,000 | PRN | SOLE | 256,000 | 0 | 0 | |||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 12,066,726 | 13,370,000 | PRN | SOLE | 13,370,000 | 0 | 0 | |||
MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 14,233,303 | 10,899,000 | PRN | SOLE | 10,899,000 | 0 | 0 | |||
MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 14,486,877 | 15,029,000 | PRN | SOLE | 15,029,000 | 0 | 0 | |||
MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 | 5,582,061 | 5,859,000 | PRN | SOLE | 5,859,000 | 0 | 0 | |||
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 10,297,586 | 9,362,000 | PRN | SOLE | 9,362,000 | 0 | 0 | |||
MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 2,391,025 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | |||
NABORS INDS INC | NOTE 1.750% 6/1 | 62957HAL9 | 229,546 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | |||
NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 25,077,099 | 25,738,000 | PRN | SOLE | 25,738,000 | 0 | 0 | |||
NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 627,455 | 475,000 | PRN | SOLE | 475,000 | 0 | 0 | |||
NICE LTD | NOTE 9/1 | 653656AB4 | 15,513,529 | 14,440,000 | PRN | SOLE | 14,440,000 | 0 | 0 | |||
NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 1,645,078 | 1,793,000 | PRN | SOLE | 1,793,000 | 0 | 0 | |||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 11,764,803 | 7,061,000 | SH | SOLE | 7,061,000 | 0 | 0 | |||
NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 800,313 | 650,000 | PRN | SOLE | 650,000 | 0 | 0 | |||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 481,302 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | |||
ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 27,104,279 | 26,876,000 | PRN | SOLE | 26,876,000 | 0 | 0 | |||
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 123,774 | 84,000 | PRN | SOLE | 84,000 | 0 | 0 | |||
PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 3,440,313 | 2,644,000 | PRN | SOLE | 2,644,000 | 0 | 0 | |||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 2,650,783 | 2,758,000 | PRN | SOLE | 2,758,000 | 0 | 0 | |||
PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 19,237,984 | 22,480,000 | PRN | SOLE | 22,480,000 | 0 | 0 | |||
PENN ENTERTAINMENT INC | NOTE 2.750% 5/1 | 707569AU3 | 2,656,056 | 2,315,000 | PRN | SOLE | 2,315,000 | 0 | 0 | |||
PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 2,287,919 | 2,638,000 | PRN | SOLE | 2,638,000 | 0 | 0 | |||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 928,355 | 324,000 | PRN | SOLE | 324,000 | 0 | 0 | |||
POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 13,989,578 | 11,981,000 | PRN | SOLE | 11,981,000 | 0 | 0 | |||
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 24,451,207 | 27,078,000 | PRN | SOLE | 27,078,000 | 0 | 0 | |||
RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 1,669,217 | 2,067,000 | PRN | SOLE | 2,067,000 | 0 | 0 | |||
SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 8,124,231 | 8,512,000 | PRN | SOLE | 8,512,000 | 0 | 0 | |||
SABRE GLBL INC | NOTE 4.000% 8/0 | 78573NAK8 | 23,105,376 | 26,373,000 | PRN | SOLE | 26,373,000 | 0 | 0 | |||
SAREPTA THERAPEUTICS INC | NOTE 1.250% 9/1 | 803607AD2 | 3,153,922 | 2,693,000 | PRN | SOLE | 2,693,000 | 0 | 0 | |||
SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 608,298 | 668,000 | PRN | SOLE | 668,000 | 0 | 0 | |||
SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 | 17,241,784 | 17,950,000 | PRN | SOLE | 17,950,000 | 0 | 0 | |||
SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 7,307,322 | 9,557,000 | PRN | SOLE | 9,557,000 | 0 | 0 | |||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 27,735,972 | 28,443,000 | PRN | SOLE | 28,443,000 | 0 | 0 | |||
SNAP INC | NOTE 5/0 | 83304AAF3 | 8,643,646 | 10,687,000 | PRN | SOLE | 10,687,000 | 0 | 0 | |||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 23,716,206 | 22,785,000 | PRN | SOLE | 22,785,000 | 0 | 0 | |||
SPDR SER TR | BLOOMBERG SHT TE | 78468R408 | 45,382,811 | 1,853,250 | SH | SOLE | 1,853,250 | 0 | 0 | |||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 4,227,317 | 3,115,000 | PRN | SOLE | 3,115,000 | 0 | 0 | |||
SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142409 | 16,382,213 | 583,620 | SH | SOLE | 583,620 | 0 | 0 | |||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 574,886 | 677,000 | PRN | SOLE | 677,000 | 0 | 0 | |||
TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 | 3,820,147 | 4,072,000 | PRN | SOLE | 4,072,000 | 0 | 0 | |||
TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 6,030,231 | 5,850,000 | PRN | SOLE | 5,850,000 | 0 | 0 | |||
UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 33,846,240 | 29,379,000 | PRN | SOLE | 29,379,000 | 0 | 0 | |||
VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 1,761,178 | 1,071,000 | PRN | SOLE | 1,071,000 | 0 | 0 | |||
VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 14,147,998 | 14,315,000 | PRN | SOLE | 14,315,000 | 0 | 0 | |||
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 10,075,755 | 10,856,000 | PRN | SOLE | 10,856,000 | 0 | 0 | |||
WAYFAIR INC | NOTE 3.250% 9/1 | 94419LAP6 | 16,264,315 | 11,996,000 | PRN | SOLE | 11,996,000 | 0 | 0 | |||
WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 12,939,260 | 12,872,000 | PRN | SOLE | 12,872,000 | 0 | 0 | |||
WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 4,492,203 | 7,687,000 | PRN | SOLE | 7,687,000 | 0 | 0 | |||
WW INTL INC | COM | 98262P101 | 1,030,668 | 557,118 | SH | SOLE | 557,118 | 0 | 0 | |||
ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 28,789,940 | 29,609,000 | PRN | SOLE | 29,609,000 | 0 | 0 | |||
ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 15,115,941 | 11,860,000 | PRN | SOLE | 11,860,000 | 0 | 0 | |||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 16,370,347 | 14,964,000 | PRN | SOLE | 14,964,000 | 0 | 0 | |||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 10,479,335 | 7,391,000 | PRN | SOLE | 7,391,000 | 0 | 0 |