The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| ADIENT PLC | ORD SHS | G0084W101 | BBG009PN0C87 | 872,380 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | BBG013N237B1 | 34,382,250 | 41,300,000 | PRN | SOLE | 41,300,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | BBG00KXN96C2 | 59,225,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | BBG00YY9XPT5 | 34,518,750 | 37,500,000 | PRN | SOLE | 37,500,000 | 0 | 0 | ||
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 | BBG01LV4WBY2 | 46,138,000 | 782,000 | SH | SOLE | 782,000 | 0 | 0 | ||
| ALGOMA STL GROUP INC | *W EXP 10/19/202 | 015658115 | BBG0133BZQ71 | 567,442 | 414,191 | SH | SOLE | 414,191 | 0 | 0 | ||
| ALGONQUIN PWR UTILS CORP | UNIT 06/15/2024 | 015857873 | BBG011JF4QM6 | 1,072,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| ALLIANT ENERGY CORP | NOTE 3.875% 3/1 | 018802AC2 | BBG01FNZ35P0 | 69,195,000 | 70,000,000 | PRN | SOLE | 70,000,000 | 0 | 0 | ||
| ALLURION TECHNOLOGIES INC | *W EXP 08/01/203 | 02008G110 | BBG01HPVZWF0 | 30,882 | 122,500 | SH | SOLE | 122,500 | 0 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | BBG019LVCV78 | 33,070,641 | 35,000,000 | PRN | SOLE | 35,000,000 | 0 | 0 | ||
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | BBG016C144C3 | 13,288,707 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| BAXTER INTL INC | COM | 071813109 | BBG000BCVJ77 | 1,068,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | BBG00Z0XHLK2 | 2,521,346 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | BBG011KG2MY0 | 15,782,110 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | BBG012G19M79 | 16,549,949 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | BBG000CZWZ05 | 3,755,620 | 43,000 | SH | SOLE | 43,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | BBG00ZL7RVW0 | 28,204,276 | 31,000,000 | PRN | SOLE | 31,000,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | BBG00Z1G6G03 | 12,290,237 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 | BBG01L7PD8B5 | 4,508,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| BUTTERFLY NETWORK INC | *W EXP 02/12/202 | 124155110 | BBG00VXZJCF4 | 2,228 | 49,393 | SH | SOLE | 49,393 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | BBG00ZHF69B2 | 16,206,000 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | ||
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | BBG0029SNR63 | 566,250 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
| CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | BBG000BF6LY3 | 49,573,926 | 3,033,900 | SH | SOLE | 3,033,900 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | BBG01BY36PN3 | 52,331,150 | 815,000 | SH | SOLE | 815,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167164 | BBG00Z6RM1F3 | 225,669,096 | 2,753,916 | SH | SOLE | 2,753,916 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167172 | BBG00Z6RFN18 | 176,769,067 | 2,295,261 | SH | SOLE | 2,295,261 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167180 | BBG00Z6RLQP8 | 94,129,197 | 1,294,187 | SH | SOLE | 1,294,187 | 0 | 0 | ||
| CINEMARK HLDGS INC | COM | 17243V102 | BBG000QDVR53 | 14,524,270 | 808,251 | SH | SOLE | 808,251 | 0 | 0 | ||
| CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | BBG011CHC957 | 29,720,000 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 | BBG000BFRF55 | 1,660,020 | 73,000 | SH | SOLE | 73,000 | 0 | 0 | ||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | BBG012314YD5 | 3,289,125 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| CNX RES CORP | COM | 12653C108 | BBG000CKVSG8 | 59,591,756 | 2,512,300 | SH | SOLE | 2,512,300 | 0 | 0 | ||
| COINBASE GLOBAL INC | COM CL A | 19260Q107 | BBG00ZGF7771 | 8,589,888 | 32,400 | SH | SOLE | 32,400 | 0 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | BBG013Z971C1 | 21,533,295 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
| CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | BBG00ZJ0K9Q1 | 7,938,450 | 20,355,000 | PRN | SOLE | 20,355,000 | 0 | 0 | ||
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | BBG01BX2SB53 | 2,108,062 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | BBG018LQPWB0 | 2,385,000 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | BBG00V4VYN19 | 45,955,000 | 32,500,000 | PRN | SOLE | 32,500,000 | 0 | 0 | ||
| DISCOVER FINL SVCS | COM | 254709108 | BBG000QBR5J5 | 9,831,750 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | BBG00YJSD7T2 | 18,375,000 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 0.250% 3/0 | 29355AAF4 | BBG00S5GJHJ9 | 25,977,600 | 16,500,000 | PRN | SOLE | 16,500,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | BBG00WS5PL76 | 8,770,500 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| EPR PPTYS | PFD C CV 5.75% | 26884U208 | BBG000002LY2 | 8,342,400 | 440,000 | SH | SOLE | 440,000 | 0 | 0 | ||
| EPR PPTYS | CONV PFD 9% SR E | 26884U307 | BBG000001X86 | 1,353,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | BBG00Q9W9H41 | 69,030,000 | 65,000,000 | PRN | SOLE | 65,000,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | BBG000BMNBY1 | 725,538 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | BBG00NJDG6X3 | 5,748,600 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | BBG00JR69HP1 | 4,486,000 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| FLUOR CORP NEW | COM | 343412102 | BBG000BB1TH9 | 29,636,589 | 700,960 | SH | SOLE | 700,960 | 0 | 0 | ||
| FORD MTR CO DEL | COM | 345370860 | BBG000BQPC32 | 15,441,161 | 1,162,738 | SH | SOLE | 1,162,738 | 0 | 0 | ||
| FRESHPET INC | NOTE 3.000% 4/0 | 358039AB1 | BBG01FVHNX69 | 17,982,662 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | BBG00Y73HL15 | 472,800 | 985,000 | SH | SOLE | 985,000 | 0 | 0 | ||
| GOODYEAR TIRE & RUBR CO | COM | 382550101 | BBG000BKNX95 | 411,900 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | BBG00Y6T8P01 | 41,064,000 | 60,000,000 | PRN | SOLE | 60,000,000 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | BBG00K9FN239 | 25,660,775 | 22,150,000 | PRN | SOLE | 22,150,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | BBG00ZHDZX68 | 2,307,750 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| IMMATICS N.V | *W EXP 07/01/202 | N44445117 | BBG00VTL9Y81 | 657,127 | 252,741 | SH | SOLE | 252,741 | 0 | 0 | ||
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | BBG01DR7KPB5 | 7,240,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | BBG012JB6VR5 | 18,386,450 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | BBG000G9CGL0 | 3,118,878 | 25,900 | SH | SOLE | 25,900 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | COM LBTY SRM S A | 531229813 | BBG01HLM8W28 | 10,395,000 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | BBG00YD8X6K1 | 3,666,000 | 9,400,000 | PRN | SOLE | 9,400,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | BBG015SGY343 | 11,651,498 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | BBG00ZS0FSN8 | 6,327,500 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | BBG00ZHDCX27 | 11,286,952 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| MARCUS CORP DEL | NOTE 5.000% 9/1 | 566330AB2 | BBG00XH46FZ2 | 8,640,000 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | COM | 65339F101 | BBG000BJSBJ0 | 27,283,179 | 426,900 | SH | SOLE | 426,900 | 0 | 0 | ||
| O-I GLASS INC | COM | 67098H104 | BBG00R2JZG39 | 331,800 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| OCCIDENTAL PETE CORP | *W EXP 08/03/202 | 674599162 | BBG00VTL2DT1 | 344,800,000 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | BBG0110RDHR5 | 19,155,500 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
| ONEMAIN HLDGS INC | COM | 68268W103 | BBG005497GZ3 | 430,484 | 8,426 | SH | SOLE | 8,426 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | BBG00VYJ5TW8 | 7,620,000 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
| PARSONS CORP DEL | COM | 70202L102 | BBG000C3TKY6 | 1,824,900 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | BBG00Z6DZZX5 | 62,283,920 | 73,500,000 | PRN | SOLE | 73,500,000 | 0 | 0 | ||
| PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 | BBG01FG97WL7 | 14,411,250 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | BBG00ZYX8B63 | 31,200,000 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | BBG00P1J6781 | 7,331,250 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | BBG00TJXFGP4 | 12,273,572 | 11,925,000 | PRN | SOLE | 11,925,000 | 0 | 0 | ||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | BBG012NWTJZ7 | 47,004,650 | 385,000 | SH | SOLE | 385,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | BBG00L7Q32B8 | 1,210,461 | 1,203,000 | PRN | SOLE | 1,203,000 | 0 | 0 | ||
| REPAY HLDGS CORP | COM CL A | 76029L100 | BBG00LFVTBM8 | 859,100 | 78,100 | SH | SOLE | 78,100 | 0 | 0 | ||
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | BBG01FRNS3N3 | 12,082,500 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | BBG00QB5VP71 | 4,122,704 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
| SEAGATE TECHNOLOGY HLDNGS PL | ORD SHS | G7997R103 | BBG0113JGQF0 | 7,388,170 | 79,400 | SH | SOLE | 79,400 | 0 | 0 | ||
| SEMTECH CORP | NOTE 1.625%11/0 | 816850AF8 | BBG019Z09FG0 | 1,482,150 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | BBG00XDHT691 | 25,287,976 | 26,563,000 | PRN | SOLE | 26,563,000 | 0 | 0 | ||
| SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | BBG00RP5KKN9 | 13,238,040 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | BBG00TGKBG42 | 87,570,000 | 90,000,000 | PRN | SOLE | 90,000,000 | 0 | 0 | ||
| SOUTHERN CO | NOTE 3.875%12/1 | 842587DP9 | BBG01FMYG3P5 | 99,625,000 | 100,000,000 | PRN | SOLE | 100,000,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | BBG010HFDPD2 | 942,600 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | BBG00ZFDC5N7 | 60,375,595 | 65,590,000 | PRN | SOLE | 65,590,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | BBG00TWBMSH2 | 23,237,500 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | BBG00YG4TS15 | 39,462,500 | 35,000,000 | PRN | SOLE | 35,000,000 | 0 | 0 | ||
| UGI CORP NEW | UNIT 06/01/2024 | 902681113 | BBG011387K94 | 10,116,360 | 174,000 | SH | SOLE | 174,000 | 0 | 0 | ||
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | BBG013JZ3JK7 | 47,100,625 | 55,250,000 | PRN | SOLE | 55,250,000 | 0 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | BBG00TPBYCM6 | 7,930,087 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | BBG00ZXN23R7 | 14,137,500 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | BBG000BWNFZ9 | 10,454,368 | 153,200 | SH | SOLE | 153,200 | 0 | 0 | ||
| WOLFSPEED INC | COM | 977852102 | BBG000BG14P4 | 4,832,100 | 163,800 | SH | SOLE | 163,800 | 0 | 0 | ||
| ZIFF DAVIS INC | COM | 48123V102 | BBG000F3CWW7 | 4,419,104 | 70,100 | SH | SOLE | 70,100 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 0.750% 9/0 | 98954MAE1 | BBG00Q5FZQ89 | 82,728,750 | 70,000,000 | PRN | SOLE | 70,000,000 | 0 | 0 | ||