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 |
ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 7,312,500 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
AIRBNB INC | NOTE 3/1 | 009066AB7 | 4,143,737 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | |||
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 6,617,887 | 8,110,000 | SH | SOLE | 8,110,000 | 0 | 0 | |||
VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 16,066,512 | 11,255,000 | SH | SOLE | 11,255,000 | 0 | 0 | |||
ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 7,240,000 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | |||
ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 7,950,092 | 9,581,000 | SH | SOLE | 9,581,000 | 0 | 0 | |||
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 8,702,749 | 8,245,000 | SH | SOLE | 8,245,000 | 0 | 0 | |||
AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 3,773,440 | 2,144,000 | SH | SOLE | 2,144,000 | 0 | 0 | |||
ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 7,617,981 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | |||
BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 3,022,513 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | |||
BANDWIDTH INC | NOTE 0.500% 4/0 | 05988JAD5 | 4,497,050 | 7,240,000 | SH | SOLE | 7,240,000 | 0 | 0 | |||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 8,944,942 | 11,000,000 | SH | SOLE | 11,000,000 | 0 | 0 | |||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 3,897,963 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | |||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 6,407,051 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | |||
BOX INC | NOTE 1/1 | 10316TAB0 | 12,288,476 | 9,348,000 | SH | SOLE | 9,348,000 | 0 | 0 | |||
BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 455,000 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | |||
BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 1,875,000 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | |||
TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 10,063,827 | 7,697,000 | SH | SOLE | 7,697,000 | 0 | 0 | |||
CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 2,619,970 | 3,700,000 | SH | SOLE | 3,700,000 | 0 | 0 | |||
CHEGG INC | NOTE 9/0 | 163092AF6 | 5,328,666 | 6,814,000 | SH | SOLE | 6,814,000 | 0 | 0 | |||
CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 5,403,004 | 7,125,000 | SH | SOLE | 7,125,000 | 0 | 0 | |||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 4,708,428 | 4,115,000 | SH | SOLE | 4,115,000 | 0 | 0 | |||
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 7,741,945 | 8,039,000 | SH | SOLE | 8,039,000 | 0 | 0 | |||
CRACKER BARREL OLD CTRY STOR | NOTE 0.625% 6/1 | 22410JAB2 | 4,938,944 | 5,750,000 | SH | SOLE | 5,750,000 | 0 | 0 | |||
ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 7,844,620 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 5,274,124 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | |||
DROPBOX INC | NOTE 3/0 | 26210CAC8 | 9,131,265 | 10,062,000 | SH | SOLE | 10,062,000 | 0 | 0 | |||
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 11,554,532 | 9,850,000 | SH | SOLE | 9,850,000 | 0 | 0 | |||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 7,367,400 | 8,186,000 | SH | SOLE | 8,186,000 | 0 | 0 | |||
EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 1,363,605 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | |||
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 4,303,535 | 3,994,000 | SH | SOLE | 3,994,000 | 0 | 0 | |||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 3,378,375 | 4,095,000 | SH | SOLE | 4,095,000 | 0 | 0 | |||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 7,768,592 | 4,922,000 | SH | SOLE | 4,922,000 | 0 | 0 | |||
FASTLY INC | NOTE 3/1 | 31188VAB6 | 6,167,282 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | |||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 9,239,422 | 10,075,000 | SH | SOLE | 10,075,000 | 0 | 0 | |||
FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 4,857,111 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | |||
GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 5,866,250 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | |||
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 1,039,500 | 3,150,000 | SH | SOLE | 3,150,000 | 0 | 0 | |||
GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 10,338,156 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | |||
GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 10,728,540 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 9,770,398 | 11,000,000 | SH | SOLE | 11,000,000 | 0 | 0 | |||
GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 2,065,000 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | |||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 5,103,896 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | |||
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 12,897,822 | 9,510,000 | SH | SOLE | 9,510,000 | 0 | 0 | |||
IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 9,257,535 | 10,940,000 | SH | SOLE | 10,940,000 | 0 | 0 | |||
IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 6,132,165 | 5,070,000 | SH | SOLE | 5,070,000 | 0 | 0 | |||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 1,945,275 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | |||
INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 11,087,059 | 10,000,000 | SH | SOLE | 10,000,000 | 0 | 0 | |||
INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 | 2,480,663 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | |||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 6,971,687 | 8,425,000 | SH | SOLE | 8,425,000 | 0 | 0 | |||
INOTIV INC | NOTE 3.250%10/1 | 45783QAB6 | 2,665,000 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | |||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 7,283,134 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | |||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 5,299,537 | 5,542,000 | SH | SOLE | 5,542,000 | 0 | 0 | |||
INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 | 1,186,000 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | |||
IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 5,828,097 | 5,416,000 | SH | SOLE | 5,416,000 | 0 | 0 | |||
ITRON INC | NOTE 3/1 | 465741AN6 | 7,359,894 | 8,955,000 | SH | SOLE | 8,955,000 | 0 | 0 | |||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 6,568,983 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | |||
JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 5,827,799 | 6,771,000 | SH | SOLE | 6,771,000 | 0 | 0 | |||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 11,867,987 | 5,620,000 | SH | SOLE | 5,620,000 | 0 | 0 | |||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 1,503,480 | 1,608,000 | SH | SOLE | 1,608,000 | 0 | 0 | |||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 6,027,164 | 7,186,000 | SH | SOLE | 7,186,000 | 0 | 0 | |||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 4,169,621 | 5,797,000 | SH | SOLE | 5,797,000 | 0 | 0 | |||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 9,139,357 | 10,600,000 | SH | SOLE | 10,600,000 | 0 | 0 | |||
MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 13,494,912 | 10,680,000 | SH | SOLE | 10,680,000 | 0 | 0 | |||
MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 5,775,000 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | |||
MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 10,724,400 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 9,058,665 | 9,982,000 | SH | SOLE | 9,982,000 | 0 | 0 | |||
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 7,333,956 | 6,230,000 | SH | SOLE | 6,230,000 | 0 | 0 | |||
MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 2,031,960 | 2,478,000 | SH | SOLE | 2,478,000 | 0 | 0 | |||
MODEL N INC | NOTE 2.625% 6/0 | 607525AB8 | 9,467,567 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | |||
NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 3,527,750 | 5,150,000 | SH | SOLE | 5,150,000 | 0 | 0 | |||
NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 5,778,173 | 4,205,000 | SH | SOLE | 4,205,000 | 0 | 0 | |||
NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 3,113,250 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | |||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 4,281,514 | 4,882,000 | SH | SOLE | 4,882,000 | 0 | 0 | |||
OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 8,440,880 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | |||
OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 6,105,646 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | |||
1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 3,378,550 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | |||
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 4,501,689 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | |||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 7,528,455 | 5,100,000 | SH | SOLE | 5,100,000 | 0 | 0 | |||
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 10,786,781 | 9,477,000 | SH | SOLE | 9,477,000 | 0 | 0 | |||
PENN ENTERTAINMENT INC | NOTE 2.750% 5/1 | 707569AU3 | 1,467,500 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | |||
PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 9,355,878 | 12,107,000 | SH | SOLE | 12,107,000 | 0 | 0 | |||
PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 7,373,470 | 8,726,000 | SH | SOLE | 8,726,000 | 0 | 0 | |||
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 9,993,750 | 9,750,000 | SH | SOLE | 9,750,000 | 0 | 0 | |||
PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 7,340,916 | 8,360,000 | SH | SOLE | 8,360,000 | 0 | 0 | |||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 5,945,289 | 7,338,000 | SH | SOLE | 7,338,000 | 0 | 0 | |||
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 4,541,515 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | |||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 4,789,539 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | |||
REDFIN CORP | NOTE 10/1 | 75737FAC2 | 1,019,469 | 1,717,000 | SH | SOLE | 1,717,000 | 0 | 0 | |||
REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 922,500 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | |||
TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 1,872,200 | 2,035,000 | SH | SOLE | 2,035,000 | 0 | 0 | |||
ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 980,000 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | |||
SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 9,038,250 | 8,034,000 | SH | SOLE | 8,034,000 | 0 | 0 | |||
SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 8,693,180 | 6,943,000 | SH | SOLE | 6,943,000 | 0 | 0 | |||
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 9,911,042 | 9,903,000 | SH | SOLE | 9,903,000 | 0 | 0 | |||
SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 1,095,120 | 648,000 | SH | SOLE | 648,000 | 0 | 0 | |||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 6,877,922 | 7,715,000 | SH | SOLE | 7,715,000 | 0 | 0 | |||
TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 2,437,940 | 3,086,000 | SH | SOLE | 3,086,000 | 0 | 0 | |||
TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 3,660,000 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | |||
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 3,748,794 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | |||
UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 5,152,854 | 6,890,000 | SH | SOLE | 6,890,000 | 0 | 0 | |||
VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 10,473,843 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
VEECO INSTRS INC DEL | NOTE 3.750% 6/0 | 922417AF7 | 4,884,000 | 3,200,000 | SH | SOLE | 3,200,000 | 0 | 0 | |||
VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 5,476,590 | 6,300,000 | SH | SOLE | 6,300,000 | 0 | 0 | |||
VERITONE INC | NOTE 1.750%11/1 | 92347MAB6 | 4,466,339 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | |||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 7,438,624 | 7,061,000 | SH | SOLE | 7,061,000 | 0 | 0 | |||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 11,609,301 | 9,425,000 | SH | SOLE | 9,425,000 | 0 | 0 |