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 | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ADIENT PLC | ORD SHS | G0084W101 | 1,098 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
| AES CORP | COM | 00130H105 | 11,506 | 504,000 | SH | SOLE | 504,000 | 0 | 0 | ||
| AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 2,790 | 108,100 | SH | SOLE | 108,100 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 73,127 | 60,000,000 | PRN | SOLE | 60,000,000 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 3.500% 6/1 | 01741RAK8 | 5,358 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 2,238 | 254,000 | SH | SOLE | 254,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 6,814 | 6,750,000 | PRN | SOLE | 6,750,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 3,036 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| BECTON DICKINSON & CO | COM | 075887109 | 8,309 | 33,800 | SH | SOLE | 33,800 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,082 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 2,054 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| BLUEBIRD BIO INC | COM | 09609G100 | 243 | 12,735 | SH | SOLE | 12,735 | 0 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 5,199 | 2,190 | SH | SOLE | 2,190 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 20,457 | 14,800,000 | PRN | SOLE | 14,800,000 | 0 | 0 | ||
| BTRS HOLDINGS INC | *W EXP 01/12/202 | 11778X112 | 1,963 | 749,050 | SH | SOLE | 749,050 | 0 | 0 | ||
| BURLINGTON STORES INC | COM | 122017106 | 11,173 | 39,400 | SH | SOLE | 39,400 | 0 | 0 | ||
| BUTTERFLY NETWORK INC | *W EXP 02/12/202 | 124155110 | 136 | 49,393 | SH | SOLE | 49,393 | 0 | 0 | ||
| CAPSTAR SPL PURP ACQUISITION | *W EXP 99/99/999 | 14070Y119 | 44 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| CENTENNIAL RESOURCE DEV INC | CL A | 15136A102 | 7,363 | 1,098,900 | SH | SOLE | 1,098,900 | 0 | 0 | ||
| CHENIERE ENERGY INC | COM NEW | 16411R208 | 3,516 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | *W EXP 99/99/999 | 165167164 | 31,223 | 862,280 | SH | SOLE | 862,280 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | *W EXP 99/99/999 | 165167172 | 6,031 | 189,247 | SH | SOLE | 189,247 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | *W EXP 09/02/202 | 165167180 | 12,934 | 442,334 | SH | SOLE | 442,334 | 0 | 0 | ||
| CINEMARK HLDGS INC | COM | 17243V102 | 17,802 | 926,700 | SH | SOLE | 926,700 | 0 | 0 | ||
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 1,684 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
| CLOUDFLARE INC | NOTE 0.750% 5/1 | 18915MAB3 | 111,231 | 36,770,000 | PRN | SOLE | 36,770,000 | 0 | 0 | ||
| CNX RES CORP | COM | 12653C108 | 25,063 | 1,986,000 | SH | SOLE | 1,986,000 | 0 | 0 | ||
| COINBASE GLOBAL INC | COM CL A | 19260Q107 | 8,440 | 37,100 | SH | SOLE | 37,100 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 12,706 | 11,717,000 | PRN | SOLE | 11,717,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 18,950 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 22,617 | 19,000,000 | PRN | SOLE | 19,000,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 21,196 | 12,800,000 | PRN | SOLE | 12,800,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 12,404 | 11,904,000 | PRN | SOLE | 11,904,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 3,958 | 4,047,000 | PRN | SOLE | 4,047,000 | 0 | 0 | ||
| ECHOSTAR CORP | CL A | 278768106 | 765 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| EQT CORP | COM | 26884L109 | 22,915 | 1,120,000 | SH | SOLE | 1,120,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 129,925 | 53,500,000 | PRN | SOLE | 53,500,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 1,947 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
| EVO ACQUISITION CORP | *W EXP 01/04/202 | 30052G116 | 80 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| EVO ACQUISITION CORP | COM CL A | 30052G108 | 1,454 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 33,747 | 23,000,000 | PRN | SOLE | 23,000,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 1,360 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 96,775 | 38,530,000 | PRN | SOLE | 38,530,000 | 0 | 0 | ||
| FORD MTR CO DEL | COM | 345370860 | 16,751 | 1,183,000 | SH | SOLE | 1,183,000 | 0 | 0 | ||
| GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | 387 | 193,290 | SH | SOLE | 193,290 | 0 | 0 | ||
| GIGCAPITAL4 INC | COM | 37518G101 | 1,972 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| GLAUKOS CORP | NOTE 2.750% 6/1 | 377322AB8 | 23,938 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 28,785 | 23,900,000 | PRN | SOLE | 23,900,000 | 0 | 0 | ||
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 11,145 | 3,740,000 | SH | SOLE | 3,740,000 | 0 | 0 | ||
| IMMATICS N.V | *W EXP 07/01/202 | N44445117 | 804 | 190,899 | SH | SOLE | 190,899 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 3,294 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 14,897 | 13,500,000 | PRN | SOLE | 13,500,000 | 0 | 0 | ||
| J2 GLOBAL INC | COM | 48123V102 | 7,364 | 53,900 | SH | SOLE | 53,900 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 859 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
| KATAPULT HOLDINGS INC | *W EXP 06/09/202 | 485859110 | 152 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 10,476 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 110,000 | 80,500,000 | PRN | SOLE | 80,500,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 52,322 | 42,500,000 | PRN | SOLE | 42,500,000 | 0 | 0 | ||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 31,190 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 113,322 | 29,612,000 | PRN | SOLE | 29,612,000 | 0 | 0 | ||
| MP MATERIALS CORP | COM CL A | 553368101 | 3,094 | 96,000 | SH | SOLE | 96,000 | 0 | 0 | ||
| NEVRO CORP | NOTE 2.750% 4/0 | 64157FAC7 | 9,860 | 7,300,000 | PRN | SOLE | 7,300,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 14,653 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 126,341 | 37,050,000 | PRN | SOLE | 37,050,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 25,036 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
| O-I GLASS INC | COM | 67098H104 | 285 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| OCCIDENTAL PETE CORP | *W EXP 08/03/202 | 674599162 | 1,156 | 97,553 | SH | SOLE | 97,553 | 0 | 0 | ||
| OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 35,553 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | ||
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 19,997 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 120,113 | 66,000,000 | PRN | SOLE | 66,000,000 | 0 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 54,185 | 48,000,000 | PRN | SOLE | 48,000,000 | 0 | 0 | ||
| PG&E CORP | UNIT 99/99/9999 | 69331C140 | 130,982 | 1,370,100 | SH | SOLE | 1,370,100 | 0 | 0 | ||
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 26,782 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | ||
| POST HLDGS INC | COM | 737446104 | 3,029 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
| POST HOLDINGS PARTNERING COR | COM SER A | 737465104 | 964 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 9,594 | 10,200,000 | PRN | SOLE | 10,200,000 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 2,095 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 11,681 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 3,142 | 3,065,000 | PRN | SOLE | 3,065,000 | 0 | 0 | ||
| REPAY HLDGS CORP | COM CL A | 76029L100 | 2,130 | 92,500 | SH | SOLE | 92,500 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 82,352 | 32,500,000 | PRN | SOLE | 32,500,000 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 2,050 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 48,375 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 2,899 | 1,957,000 | PRN | SOLE | 1,957,000 | 0 | 0 | ||
| SHOPIFY INC | CL A | 82509L107 | 16,066 | 11,850 | SH | SOLE | 11,850 | 0 | 0 | ||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 236,640 | 69,329,000 | PRN | SOLE | 69,329,000 | 0 | 0 | ||
| SOUTH JERSEY INDS INC | UNIT 04/01/2024 | 838518306 | 19,372 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 98,835 | 66,000,000 | PRN | SOLE | 66,000,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 32,278 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
| STANLEY BLACK & DECKER INC | COM | 854502101 | 13,236 | 75,500 | SH | SOLE | 75,500 | 0 | 0 | ||
| TELADOC HEALTH INC | COM | 87918A105 | 12,174 | 96,000 | SH | SOLE | 96,000 | 0 | 0 | ||
| TENNECO INC | CL A VTG COM STK | 880349105 | 656 | 46,000 | SH | SOLE | 46,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 12,909 | 13,920,000 | PRN | SOLE | 13,920,000 | 0 | 0 | ||
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 2,426 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 47,942 | 38,000,000 | PRN | SOLE | 38,000,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | COM | 90353T100 | 3,871 | 86,400 | SH | SOLE | 86,400 | 0 | 0 | ||
| UGI CORP NEW | UNIT 99/99/9999 | 902681113 | 26,331 | 262,000 | SH | SOLE | 262,000 | 0 | 0 | ||
| UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 47,363 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 41,070 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| VIACOMCBS INC | CL B | 92556H206 | 6,519 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 14,875 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| WORKDAY INC | CL A | 98138H101 | 12,095 | 48,400 | SH | SOLE | 48,400 | 0 | 0 | ||
| YELLOWSTONE ACQUISITION CO | *W EXP 10/21/202 | 98566K113 | 113 | 121,580 | SH | SOLE | 121,580 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 0.750% 9/0 | 98954MAE1 | 20,615 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||