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 |
ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 7,463 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
AIRBNB INC | NOTE 3/1 | 009066AB7 | 5,795 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 7,071 | 8,610,000 | SH | SOLE | 8,610,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTI | NOTE 0.875% 1/0 | 01988PAF5 | 14,378 | 11,255,000 | SH | SOLE | 11,255,000 | 0 | 0 | ||
ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 7,667 | 9,460,000 | SH | SOLE | 9,460,000 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 6,357 | 6,245,000 | SH | SOLE | 6,245,000 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 2,927 | 2,144,000 | SH | SOLE | 2,144,000 | 0 | 0 | ||
BANDWIDTH INC | NOTE 0.500% 4/0 | 05988JAD5 | 4,165 | 7,240,000 | SH | SOLE | 7,240,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 7,252 | 9,500,000 | SH | SOLE | 9,500,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 2,609 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 6,096 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
BOX INC | NOTE 1/1 | 10316TAB0 | 8,872 | 7,987,000 | SH | SOLE | 7,987,000 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 600 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 2,236 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 3,489 | 2,697,000 | SH | SOLE | 2,697,000 | 0 | 0 | ||
CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 2,220 | 3,700,000 | SH | SOLE | 3,700,000 | 0 | 0 | ||
CHEGG INC | NOTE 9/0 | 163092AF6 | 5,191 | 6,814,000 | SH | SOLE | 6,814,000 | 0 | 0 | ||
CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 4,660 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 4,453 | 4,035,000 | SH | SOLE | 4,035,000 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 6,971 | 9,039,000 | SH | SOLE | 9,039,000 | 0 | 0 | ||
CRACKER BARREL OLD CTRY STOR | NOTE 0.625% 6/1 | 22410JAB2 | 8,377 | 10,000,000 | SH | SOLE | 10,000,000 | 0 | 0 | ||
ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 8,275 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
DROPBOX INC | NOTE 3/0 | 26210CAC8 | 8,767 | 10,062,000 | SH | SOLE | 10,062,000 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 8,931 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 5,548 | 6,605,000 | SH | SOLE | 6,605,000 | 0 | 0 | ||
EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 1,384 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 3,438 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 5,016 | 3,994,000 | SH | SOLE | 3,994,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAF8 | 3,025 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 1,859 | 2,077,000 | SH | SOLE | 2,077,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 2,128 | 3,095,000 | SH | SOLE | 3,095,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 8,087 | 4,922,000 | SH | SOLE | 4,922,000 | 0 | 0 | ||
FASTLY INC | NOTE 3/1 | 31188VAB6 | 6,171 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | ||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 8,692 | 9,500,000 | SH | SOLE | 9,500,000 | 0 | 0 | ||
FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 4,671 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 5,802 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | ||
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 3,222 | 3,150,000 | SH | SOLE | 3,150,000 | 0 | 0 | ||
GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 8,785 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | ||
GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 5,787 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 7,993 | 10,000,000 | SH | SOLE | 10,000,000 | 0 | 0 | ||
GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 2,249 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 4,984 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 4,263 | 2,750,000 | SH | SOLE | 2,750,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 9,736 | 9,510,000 | SH | SOLE | 9,510,000 | 0 | 0 | ||
IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 8,255 | 9,940,000 | SH | SOLE | 9,940,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 1,369 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 9,124 | 10,000,000 | SH | SOLE | 10,000,000 | 0 | 0 | ||
INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 | 1,978 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 5,806 | 6,380,000 | SH | SOLE | 6,380,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 5,208 | 5,542,000 | SH | SOLE | 5,542,000 | 0 | 0 | ||
INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 | 1,875 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 3,510 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 3,570 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ITRON INC | NOTE 3/1 | 465741AN6 | 7,057 | 8,970,000 | SH | SOLE | 8,970,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 5,888 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 6,339 | 7,575,000 | SH | SOLE | 7,575,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 9,687 | 5,620,000 | SH | SOLE | 5,620,000 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 2,451 | 2,608,000 | SH | SOLE | 2,608,000 | 0 | 0 | ||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 4,461 | 5,186,000 | SH | SOLE | 5,186,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 3,954 | 5,797,000 | SH | SOLE | 5,797,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 9,954 | 10,600,000 | SH | SOLE | 10,600,000 | 0 | 0 | ||
MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 5,550 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 7,170 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 8,305 | 9,982,000 | SH | SOLE | 9,982,000 | 0 | 0 | ||
MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 667 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 6,737 | 5,890,000 | SH | SOLE | 5,890,000 | 0 | 0 | ||
MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 3,678 | 4,478,000 | SH | SOLE | 4,478,000 | 0 | 0 | ||
MODEL N INC | NOTE 2.625% 6/0 | 607525AB8 | 9,586 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 4,994 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 3,098 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 3,937 | 4,493,000 | SH | SOLE | 4,493,000 | 0 | 0 | ||
1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 6,315 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | ||
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 4,969 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 8,705 | 5,100,000 | SH | SOLE | 5,100,000 | 0 | 0 | ||
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 9,767 | 9,477,000 | SH | SOLE | 9,477,000 | 0 | 0 | ||
PENN ENTERTAINMENT INC | NOTE 2.750% 5/1 | 707569AU3 | 1,389 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 7,208 | 8,726,000 | SH | SOLE | 8,726,000 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 6,370 | 6,750,000 | SH | SOLE | 6,750,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 3,398 | 3,860,000 | SH | SOLE | 3,860,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 5,829 | 7,338,000 | SH | SOLE | 7,338,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 3,999 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 7,514 | 7,467,000 | SH | SOLE | 7,467,000 | 0 | 0 | ||
REDFIN CORP | NOTE 10/1 | 75737FAC2 | 876 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 980 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 2,028 | 2,035,000 | SH | SOLE | 2,035,000 | 0 | 0 | ||
ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 930 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 7,696 | 7,134,000 | SH | SOLE | 7,134,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 7,746 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | ||
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 8,353 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 4,363 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 857 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 2,624 | 3,320,000 | SH | SOLE | 3,320,000 | 0 | 0 | ||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 7,844 | 7,715,000 | SH | SOLE | 7,715,000 | 0 | 0 | ||
TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 3,265 | 4,086,000 | SH | SOLE | 4,086,000 | 0 | 0 | ||
TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 4,091 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
TWITTER INC | NOTE 3/1 | 90184LAN2 | 5,503 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 2,240 | 3,300,000 | SH | SOLE | 3,300,000 | 0 | 0 | ||
UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 5,085 | 6,890,000 | SH | SOLE | 6,890,000 | 0 | 0 | ||
VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 9,320 | 7,725,000 | SH | SOLE | 7,725,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 3.750% 6/0 | 922417AF7 | 4,698 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 4,583 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
WIX COM LTD | NOTE 8/1 | 92940WAD1 | 5,162 | 6,150,000 | SH | SOLE | 6,150,000 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 7,414 | 7,061,000 | SH | SOLE | 7,061,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 9,470 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 |