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 |
1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 5,565 | 6,157,000 | PRN | SOLE | 6,157,000 | 0 | 0 | ||
ADIENT PLC | ORD SHS | G0084W101 | 1,269 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 3,176 | 108,100 | SH | SOLE | 108,100 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 118,768 | 90,400,000 | PRN | SOLE | 90,400,000 | 0 | 0 | ||
ALGOMA STL GROUP INC | *W EXP 10/19/202 | 015658115 | 50 | 17,346 | SH | SOLE | 17,346 | 0 | 0 | ||
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 2,370 | 254,000 | SH | SOLE | 254,000 | 0 | 0 | ||
APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 3,068 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
APOLLO COML REAL ESTATE FIN | NOTE 4.750% 8/2 | 03762UAB1 | 6,809 | 6,750,000 | PRN | SOLE | 6,750,000 | 0 | 0 | ||
APTIV PLC | 5.5% CNV PFD A | G6095L117 | 12,886 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
AVANTI ACQUISITION CORP | SHS CL A | G0682V109 | 982 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 68,223 | 528,000 | SH | SOLE | 528,000 | 0 | 0 | ||
BAUSCH HEALTH COS INC | COM | 071734107 | 828 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
BECTON DICKINSON & CO | COM | 075887109 | 10,788 | 42,900 | SH | SOLE | 42,900 | 0 | 0 | ||
BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 24,840 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,237 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 2,061 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
BOOKING HOLDINGS INC | COM | 09857L108 | 5,254 | 2,190 | SH | SOLE | 2,190 | 0 | 0 | ||
BURLINGTON STORES INC | COM | 122017106 | 11,485 | 39,400 | SH | SOLE | 39,400 | 0 | 0 | ||
BUTTERFLY NETWORK INC | *W EXP 02/12/202 | 124155110 | 63 | 49,393 | SH | SOLE | 49,393 | 0 | 0 | ||
CANO HEALTH INC | *W EXP 06/03/202 | 13781Y111 | 112 | 46,791 | SH | SOLE | 46,791 | 0 | 0 | ||
CARNIVAL CORP | NOTE 5.750% 4/0 | 143658BE1 | 90,218 | 42,737,000 | PRN | SOLE | 42,737,000 | 0 | 0 | ||
CENTENNIAL RESOURCE DEV INC | CL A | 15136A102 | 6,571 | 1,098,900 | SH | SOLE | 1,098,900 | 0 | 0 | ||
CHEGG INC | NOTE 9/0 | 163092AF6 | 3,330 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
CHEGG INC | COM | 163092109 | 1,292 | 42,100 | SH | SOLE | 42,100 | 0 | 0 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 19,411 | 22,930,000 | PRN | SOLE | 22,930,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 99/99/999 | 165167172 | 33,718 | 938,965 | SH | SOLE | 938,965 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 99/99/999 | 165167164 | 79,698 | 1,994,434 | SH | SOLE | 1,994,434 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 09/02/202 | 165167180 | 14,643 | 452,218 | SH | SOLE | 452,218 | 0 | 0 | ||
CINEMARK HLDGS INC | COM | 17243V102 | 14,938 | 926,700 | SH | SOLE | 926,700 | 0 | 0 | ||
CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 56,788 | 625,000 | SH | SOLE | 625,000 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 1,850 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
CLOUDFLARE INC | NOTE 0.750% 5/1 | 18915MAB3 | 128,927 | 36,770,000 | PRN | SOLE | 36,770,000 | 0 | 0 | ||
CNX RES CORP | COM | 12653C108 | 27,308 | 1,986,000 | SH | SOLE | 1,986,000 | 0 | 0 | ||
COINBASE GLOBAL INC | COM CL A | 19260Q107 | 11,508 | 45,600 | SH | SOLE | 45,600 | 0 | 0 | ||
CONX CORP | COM CL A | 212873103 | 983 | 100,070 | SH | SOLE | 100,070 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 15,336 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 13,981 | 14,717,000 | PRN | SOLE | 14,717,000 | 0 | 0 | ||
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 15,180 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 35,760 | 17,800,000 | PRN | SOLE | 17,800,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 13,670 | 14,404,000 | PRN | SOLE | 14,404,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 3,890 | 4,047,000 | PRN | SOLE | 4,047,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 42,925 | 42,500,000 | PRN | SOLE | 42,500,000 | 0 | 0 | ||
ECHOSTAR CORP | CL A | 278768106 | 791 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
EQT CORP | COM | 26884L109 | 24,427 | 1,120,000 | SH | SOLE | 1,120,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 146,798 | 57,500,000 | PRN | SOLE | 57,500,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | COM | 298736109 | 1,823 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
EVO ACQUISITION CORP | *W EXP 01/04/202 | 30052G116 | 72 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
EVO ACQUISITION CORP | COM CL A | 30052G108 | 1,455 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 29,526 | 23,000,000 | PRN | SOLE | 23,000,000 | 0 | 0 | ||
EXPEDIA GROUP INC | COM NEW | 30212P303 | 3,271 | 18,100 | SH | SOLE | 18,100 | 0 | 0 | ||
FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 104,986 | 46,223,000 | PRN | SOLE | 46,223,000 | 0 | 0 | ||
FORD MTR CO DEL | COM | 345370860 | 24,571 | 1,183,000 | SH | SOLE | 1,183,000 | 0 | 0 | ||
GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | 290 | 193,290 | SH | SOLE | 193,290 | 0 | 0 | ||
GO ACQUISITION CORP | COM | 362019101 | 984 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 50,830 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 27,875 | 23,900,000 | PRN | SOLE | 23,900,000 | 0 | 0 | ||
II-VI INC | 6% CONV PFD A | 902104306 | 11,321 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
IMMATICS N.V | *W EXP 07/01/202 | N44445117 | 1,090 | 248,189 | SH | SOLE | 248,189 | 0 | 0 | ||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 9,797 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 25,097 | 23,065,000 | PRN | SOLE | 23,065,000 | 0 | 0 | ||
JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | 975 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 841 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
KATAPULT HOLDINGS INC | *W EXP 06/09/202 | 485859110 | 58 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
KKR & CO INC | COM | 48251W104 | 16,390 | 220,000 | SH | SOLE | 220,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 129,087 | 85,500,000 | PRN | SOLE | 85,500,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 3,816 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 26,738 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 65,232 | 21,000,000 | PRN | SOLE | 21,000,000 | 0 | 0 | ||
MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 11,509 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
MP MATERIALS CORP | COM CL A | 553368101 | 4,360 | 96,000 | SH | SOLE | 96,000 | 0 | 0 | ||
NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 8,125 | 7,300,000 | PRN | SOLE | 7,300,000 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 17,023 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 139,128 | 38,163,000 | PRN | SOLE | 38,163,000 | 0 | 0 | ||
NOVA LTD | NOTE 10/1 | 66980MAB2 | 3,826 | 1,925,000 | PRN | SOLE | 1,925,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 25,190 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
O-I GLASS INC | COM | 67098H104 | 241 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
OCCIDENTAL PETE CORP | *W EXP 08/03/202 | 674599162 | 4,576 | 362,853 | SH | SOLE | 362,853 | 0 | 0 | ||
OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 34,655 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 146,916 | 70,000,000 | PRN | SOLE | 70,000,000 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 50,942 | 48,000,000 | PRN | SOLE | 48,000,000 | 0 | 0 | ||
PG&E CORP | UNIT 99/99/9999 | 69331C140 | 158,493 | 1,370,100 | SH | SOLE | 1,370,100 | 0 | 0 | ||
PINDUODUO INC | NOTE 12/0 | 722304AC6 | 22,993 | 25,393,000 | PRN | SOLE | 25,393,000 | 0 | 0 | ||
POST HLDGS INC | COM | 737446104 | 3,100 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
POST HOLDINGS PARTNERING COR | COM SER A | 737465104 | 1,960 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 13,997 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 2,100 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 16,121 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 19,068 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 18,351 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 3,159 | 3,065,000 | PRN | SOLE | 3,065,000 | 0 | 0 | ||
REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 1,970 | 1,943,000 | PRN | SOLE | 1,943,000 | 0 | 0 | ||
REPAY HLDGS CORP | COM CL A | 76029L100 | 1,690 | 92,500 | SH | SOLE | 92,500 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 117,949 | 50,365,000 | PRN | SOLE | 50,365,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 3,900 | 4,129,000 | PRN | SOLE | 4,129,000 | 0 | 0 | ||
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 2,055 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
SABRE CORP | 6.50% CONV PFD A | 78573M203 | 34,718 | 302,500 | SH | SOLE | 302,500 | 0 | 0 | ||
SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 71,352 | 40,000,000 | PRN | SOLE | 40,000,000 | 0 | 0 | ||
SARISSA CAPITAL ACQUISITN CO | CL A | G7823W102 | 990 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SHOPIFY INC | CL A | 82509L107 | 16,322 | 11,850 | SH | SOLE | 11,850 | 0 | 0 | ||
SIXTH STREET SPECIALTY LENDN | NOTE 4.500% 8/0 | 87265KAD4 | 2,621 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | ||
SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 176,911 | 79,329,000 | PRN | SOLE | 79,329,000 | 0 | 0 | ||
SOCIAL CAP SUVRETTA HLD CRPI | CLASS A ORD SHS | G8253W109 | 988 | 99,782 | SH | SOLE | 99,782 | 0 | 0 | ||
SOCIAL CAP SUVRETTA HLDS CRP | CLASS A ORD SHS | G8253U103 | 770 | 77,900 | SH | SOLE | 77,900 | 0 | 0 | ||
SOUTH JERSEY INDS INC | UNIT 04/01/2024 | 838518306 | 22,320 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 106,873 | 79,950,000 | PRN | SOLE | 79,950,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 29,476 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COM | 854502101 | 16,976 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
TELADOC HEALTH INC | COM | 87918A105 | 8,897 | 96,901 | SH | SOLE | 96,901 | 0 | 0 | ||
TENNECO INC | CL A VTG COM STK | 880349105 | 1,018 | 90,100 | SH | SOLE | 90,100 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 13,509 | 13,920,000 | PRN | SOLE | 13,920,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 41,497 | 38,000,000 | PRN | SOLE | 38,000,000 | 0 | 0 | ||
UBER TECHNOLOGIES INC | COM | 90353T100 | 3,623 | 86,400 | SH | SOLE | 86,400 | 0 | 0 | ||
UGI CORP NEW | UNIT 99/99/9999 | 902681113 | 33,804 | 322,000 | SH | SOLE | 322,000 | 0 | 0 | ||
UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 50,470 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 39,574 | 23,000,000 | PRN | SOLE | 23,000,000 | 0 | 0 | ||
VIACOMCBS INC | CL B | 92556H206 | 5,432 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
WIX COM LTD | NOTE 7/0 | 92940WAB5 | 19,238 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
YELLOWSTONE ACQUISITION CO | *W EXP 10/21/202 | 98566K113 | 123 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
ZIFF DAVIS INC | COM | 48123V102 | 7,010 | 63,235 | SH | SOLE | 63,235 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 0.750% 9/0 | 98954MAE1 | 38,906 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
ZOGENIX INC | NOTE 2.750%10/0 | 98978LAB1 | 6,833 | 6,900,000 | PRN | SOLE | 6,900,000 | 0 | 0 |