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 | 8,887,500 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 6,918,976 | 8,110,000 | SH | SOLE | 8,110,000 | 0 | 0 | |||
VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 12,504,305 | 11,255,000 | SH | SOLE | 11,255,000 | 0 | 0 | |||
ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 9,296,300 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | |||
ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 7,653,433 | 9,100,000 | SH | SOLE | 9,100,000 | 0 | 0 | |||
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 10,575,358 | 8,245,000 | SH | SOLE | 8,245,000 | 0 | 0 | |||
ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 9,753,950 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | |||
ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | 1,885,255 | 2,076,000 | SH | SOLE | 2,076,000 | 0 | 0 | |||
BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 3,125,966 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | |||
BANDWIDTH INC | NOTE 0.500% 4/0 | 05988JAD5 | 4,628,899 | 7,240,000 | SH | SOLE | 7,240,000 | 0 | 0 | |||
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 10,615,258 | 11,767,000 | SH | SOLE | 11,767,000 | 0 | 0 | |||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 1,994,507 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | |||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 6,369,895 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | |||
BOX INC | NOTE 1/1 | 10316TAB0 | 11,629,860 | 9,348,000 | SH | SOLE | 9,348,000 | 0 | 0 | |||
BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 3,408,592 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | |||
TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 9,594,655 | 7,409,000 | SH | SOLE | 7,409,000 | 0 | 0 | |||
CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 2,769,450 | 3,700,000 | SH | SOLE | 3,700,000 | 0 | 0 | |||
CHEGG INC | NOTE 9/0 | 163092AF6 | 3,736,905 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | |||
CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 7,050,993 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | |||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 6,351,862 | 4,115,000 | SH | SOLE | 4,115,000 | 0 | 0 | |||
CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 10,039,216 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
CRACKER BARREL OLD CTRY STOR | NOTE 0.625% 6/1 | 22410JAB2 | 8,787,560 | 10,339,000 | SH | SOLE | 10,339,000 | 0 | 0 | |||
ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 9,352,420 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
CUTERA INC | NOTE 2.250% 6/0 | 232109AD0 | 4,531,250 | 7,250,000 | SH | SOLE | 7,250,000 | 0 | 0 | |||
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 9,056,040 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | |||
DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 6,024,049 | 7,689,000 | SH | SOLE | 7,689,000 | 0 | 0 | |||
DROPBOX INC | NOTE 3/0 | 26210CAC8 | 10,377,698 | 11,000,000 | SH | SOLE | 11,000,000 | 0 | 0 | |||
ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 6,586,943 | 7,186,000 | SH | SOLE | 7,186,000 | 0 | 0 | |||
EVERBRIDGE INC | NOTE 3/1 | 29978AAE4 | 4,150,400 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | |||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 7,639,380 | 7,095,000 | SH | SOLE | 7,095,000 | 0 | 0 | |||
FASTLY INC | NOTE 3/1 | 31188VAB6 | 7,034,174 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | |||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 8,197,773 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | |||
FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 5,063,762 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | |||
GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 7,216,417 | 8,125,000 | SH | SOLE | 8,125,000 | 0 | 0 | |||
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 586,200 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | |||
GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 11,059,490 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 11,306,934 | 11,500,000 | SH | SOLE | 11,500,000 | 0 | 0 | |||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 6,758,402 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | |||
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 13,100,973 | 9,983,000 | SH | SOLE | 9,983,000 | 0 | 0 | |||
IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 10,024,693 | 10,940,000 | SH | SOLE | 10,940,000 | 0 | 0 | |||
IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 8,149,808 | 7,550,000 | SH | SOLE | 7,550,000 | 0 | 0 | |||
INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 12,309,371 | 13,250,000 | SH | SOLE | 13,250,000 | 0 | 0 | |||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 7,130,907 | 8,467,000 | SH | SOLE | 8,467,000 | 0 | 0 | |||
INOTIV INC | NOTE 3.250%10/1 | 45783QAB6 | 995,300 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | |||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 6,844,548 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | |||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 6,716,904 | 5,542,000 | SH | SOLE | 5,542,000 | 0 | 0 | |||
INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 | 6,744,288 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | |||
IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 7,587,896 | 7,571,000 | SH | SOLE | 7,571,000 | 0 | 0 | |||
ITRON INC | NOTE 3/1 | 465741AN6 | 8,922,599 | 10,000,000 | SH | SOLE | 10,000,000 | 0 | 0 | |||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 7,639,018 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | |||
JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 10,285,012 | 10,771,000 | SH | SOLE | 10,771,000 | 0 | 0 | |||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 1,540,472 | 1,608,000 | SH | SOLE | 1,608,000 | 0 | 0 | |||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 6,970,628 | 7,210,000 | SH | SOLE | 7,210,000 | 0 | 0 | |||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 3,234,712 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | |||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 9,741,351 | 11,000,000 | SH | SOLE | 11,000,000 | 0 | 0 | |||
MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 14,795,106 | 12,000,000 | SH | SOLE | 12,000,000 | 0 | 0 | |||
MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 6,325,405 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | |||
MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 9,445,190 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 8,890,985 | 9,982,000 | SH | SOLE | 9,982,000 | 0 | 0 | |||
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 7,456,460 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | |||
MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 2,124,790 | 2,450,000 | SH | SOLE | 2,450,000 | 0 | 0 | |||
MODEL N INC | NOTE 2.625% 6/0 | 607525AB8 | 8,468,556 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | |||
NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 4,743,405 | 5,175,000 | SH | SOLE | 5,175,000 | 0 | 0 | |||
NCL CORP LTD | NOTE 2.500% 2/1 | 62886HBK6 | 1,182,250 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | |||
NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 6,285,642 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | |||
NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 4,168,602 | 4,856,000 | SH | SOLE | 4,856,000 | 0 | 0 | |||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 6,268,520 | 6,882,000 | SH | SOLE | 6,882,000 | 0 | 0 | |||
OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 7,352,662 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | |||
OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 9,124,425 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 4,625,289 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | |||
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 9,167,971 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | |||
PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 10,645,452 | 10,845,000 | SH | SOLE | 10,845,000 | 0 | 0 | |||
PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 | 12,120,170 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
PENN ENTERTAINMENT INC | NOTE 2.750% 5/1 | 707569AU3 | 1,244,142 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | |||
PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 9,999,623 | 12,107,000 | SH | SOLE | 12,107,000 | 0 | 0 | |||
PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 8,839,710 | 9,803,000 | SH | SOLE | 9,803,000 | 0 | 0 | |||
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 11,349,810 | 10,350,000 | SH | SOLE | 10,350,000 | 0 | 0 | |||
PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 11,278,568 | 11,325,000 | SH | SOLE | 11,325,000 | 0 | 0 | |||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 5,210,565 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | |||
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 4,795,805 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | |||
REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 1,380,000 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | |||
SSR MINING IN | NOTE 2.500% 4/0 | 784730AB9 | 11,494,215 | 10,497,000 | SH | SOLE | 10,497,000 | 0 | 0 | |||
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 10,513,284 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | |||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 8,124,460 | 8,465,000 | SH | SOLE | 8,465,000 | 0 | 0 | |||
TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 7,001,443 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 3,979,265 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | |||
UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 5,586,545 | 6,890,000 | SH | SOLE | 6,890,000 | 0 | 0 | |||
VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 11,439,205 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | |||
VEECO INSTRS INC DEL | NOTE 3.750% 6/0 | 922417AF7 | 6,206,080 | 3,200,000 | SH | SOLE | 3,200,000 | 0 | 0 | |||
VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 7,618,495 | 8,625,000 | SH | SOLE | 8,625,000 | 0 | 0 | |||
VERITONE INC | NOTE 1.750%11/1 | 92347MAB6 | 5,296,124 | 8,246,000 | SH | SOLE | 8,246,000 | 0 | 0 | |||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 10,928,473 | 9,096,000 | SH | SOLE | 9,096,000 | 0 | 0 | |||
WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 3,848,853 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | |||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 15,003,903 | 10,675,000 | SH | SOLE | 10,675,000 | 0 | 0 | |||
XOMETRY INC | NOTE 1.000% 2/0 | 98423FAB5 | 8,038,381 | 10,500,000 | SH | SOLE | 10,500,000 | 0 | 0 | |||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 8,750,167 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 |