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 |
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 18,938 | 22,956,000 | PRN | SOLE | 22,956,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 13,470 | 12,366,000 | PRN | SOLE | 12,366,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 16,716 | 17,040,000 | PRN | SOLE | 17,040,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 11,243 | 13,845,000 | PRN | SOLE | 13,845,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTI | NOTE 0.875% 1/0 | 01988PAF5 | 10,498 | 8,412,000 | PRN | SOLE | 8,412,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 10,613 | 13,297,000 | PRN | SOLE | 13,297,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 7,343 | 6,933,000 | PRN | SOLE | 6,933,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 5,943 | 6,963,000 | PRN | SOLE | 6,963,000 | 0 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 4,443 | 11,646,000 | PRN | SOLE | 11,646,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 29,160 | 29,791,000 | PRN | SOLE | 29,791,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 237 | 237,000 | PRN | SOLE | 237,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 13,864 | 12,834,000 | PRN | SOLE | 12,834,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 15,214 | 19,271,000 | PRN | SOLE | 19,271,000 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 7,400 | 7,289,000 | PRN | SOLE | 7,289,000 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 16,569 | 17,900,000 | PRN | SOLE | 17,900,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 17,804 | 14,898,000 | PRN | SOLE | 14,898,000 | 0 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 14,092 | 12,649,000 | PRN | SOLE | 12,649,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 5,136 | 5,205,000 | PRN | SOLE | 5,205,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 5,209 | 6,411,000 | PRN | SOLE | 6,411,000 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 4,083 | 5,242,000 | PRN | SOLE | 5,242,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 7,932 | 10,517,000 | PRN | SOLE | 10,517,000 | 0 | 0 | ||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 7,531 | 9,077,000 | PRN | SOLE | 9,077,000 | 0 | 0 | ||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 13,934 | 18,781,000 | PRN | SOLE | 18,781,000 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 2,506 | 3,814,000 | PRN | SOLE | 3,814,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 4,789 | 3,972,000 | PRN | SOLE | 3,972,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 5,026 | 6,189,000 | PRN | SOLE | 6,189,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 8,781 | 11,804,000 | PRN | SOLE | 11,804,000 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 22,646 | 21,719,000 | PRN | SOLE | 21,719,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 11,927 | 9,558,000 | PRN | SOLE | 9,558,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 17,544 | 19,395,000 | PRN | SOLE | 19,395,000 | 0 | 0 | ||
| DIAMOND OFFSHORE DRILLING IN | COM | 25271C201 | 22,526 | 3,950,770 | SH | SOLE | 3,950,770 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 19,132 | 28,139,000 | PRN | SOLE | 28,139,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 10,789 | 12,112,000 | PRN | SOLE | 12,112,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 362 | 513,000 | PRN | SOLE | 513,000 | 0 | 0 | ||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 17,528 | 28,728,000 | PRN | SOLE | 28,728,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 14,820 | 16,727,000 | PRN | SOLE | 16,727,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 8,996 | 10,324,000 | PRN | SOLE | 10,324,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 0.250% 3/0 | 29355AAF4 | 1,359 | 550,000 | PRN | SOLE | 550,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 18,908 | 19,383,000 | PRN | SOLE | 19,383,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 6,585 | 6,785,000 | PRN | SOLE | 6,785,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 3,354 | 3,411,000 | PRN | SOLE | 3,411,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 24,296 | 28,687,000 | PRN | SOLE | 28,687,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 14,200 | 18,470,000 | PRN | SOLE | 18,470,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 9,763 | 13,356,000 | PRN | SOLE | 13,356,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 19,809 | 19,557,000 | PRN | SOLE | 19,557,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 252 | 269,000 | PRN | SOLE | 269,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 16,985 | 23,436,000 | PRN | SOLE | 23,436,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 19,168 | 21,386,000 | PRN | SOLE | 21,386,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 11,822 | 6,556,000 | PRN | SOLE | 6,556,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 17,066 | 17,772,000 | PRN | SOLE | 17,772,000 | 0 | 0 | ||
| FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 8,409 | 11,250,000 | PRN | SOLE | 11,250,000 | 0 | 0 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 18,075 | 19,971,000 | PRN | SOLE | 19,971,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 15,822 | 17,107,000 | PRN | SOLE | 17,107,000 | 0 | 0 | ||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 6,265 | 10,145,000 | PRN | SOLE | 10,145,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 6,921 | 7,889,000 | PRN | SOLE | 7,889,000 | 0 | 0 | ||
| HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 4,141 | 4,776,000 | PRN | SOLE | 4,776,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 17,626 | 18,620,000 | PRN | SOLE | 18,620,000 | 0 | 0 | ||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 19,147 | 21,759,000 | PRN | SOLE | 21,759,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 15,116 | 11,489,000 | PRN | SOLE | 11,489,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 13,014 | 11,567,000 | PRN | SOLE | 11,567,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 16,826 | 18,173,000 | PRN | SOLE | 18,173,000 | 0 | 0 | ||
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 2,496 | 3,063,000 | PRN | SOLE | 3,063,000 | 0 | 0 | ||
| IQIYI INC | NOTE 4.000%12/1 | 46267XAE8 | 16,753 | 24,957,000 | PRN | SOLE | 24,957,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 11,459 | 11,052,000 | PRN | SOLE | 11,052,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 3,789 | 3,548,000 | PRN | SOLE | 3,548,000 | 0 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 7,679 | 9,755,000 | PRN | SOLE | 9,755,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 11,378 | 11,392,000 | PRN | SOLE | 11,392,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 6,864 | 5,860,000 | PRN | SOLE | 5,860,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 18,694 | 25,532,000 | PRN | SOLE | 25,532,000 | 0 | 0 | ||
| JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 8,492 | 9,318,000 | PRN | SOLE | 9,318,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 4,610 | 2,370,000 | PRN | SOLE | 2,370,000 | 0 | 0 | ||
| LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 4,889 | 5,400,000 | PRN | SOLE | 5,400,000 | 0 | 0 | ||
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 3,025 | 3,501,000 | PRN | SOLE | 3,501,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 22,906 | 46,625,000 | PRN | SOLE | 46,625,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 2,576 | 2,188,000 | PRN | SOLE | 2,188,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 4,763 | 2,795,000 | PRN | SOLE | 2,795,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 12,970 | 12,612,000 | PRN | SOLE | 12,612,000 | 0 | 0 | ||
| LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 7,025 | 8,452,000 | PRN | SOLE | 8,452,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 4,920 | 4,843,000 | PRN | SOLE | 4,843,000 | 0 | 0 | ||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 5,082 | 5,897,000 | PRN | SOLE | 5,897,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 14,636 | 16,374,000 | PRN | SOLE | 16,374,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 13,403 | 13,645,000 | PRN | SOLE | 13,645,000 | 0 | 0 | ||
| NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 5,847 | 9,333,000 | PRN | SOLE | 9,333,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 813 | 611,000 | PRN | SOLE | 611,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,708 | 1,761,000 | PRN | SOLE | 1,761,000 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 15,664 | 16,125,000 | PRN | SOLE | 16,125,000 | 0 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 12,693 | 14,886,000 | PRN | SOLE | 14,886,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 18,863 | 21,461,000 | PRN | SOLE | 21,461,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 1,842 | 1,900,000 | PRN | SOLE | 1,900,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 28,305 | 34,226,000 | PRN | SOLE | 34,226,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 724 | 296,000 | PRN | SOLE | 296,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 11,031 | 9,694,000 | PRN | SOLE | 9,694,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 9,888 | 5,360,000 | PRN | SOLE | 5,360,000 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AD9 | 4,861 | 4,522,000 | PRN | SOLE | 4,522,000 | 0 | 0 | ||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 12,272 | 11,538,000 | PRN | SOLE | 11,538,000 | 0 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 21,219 | 26,436,000 | PRN | SOLE | 26,436,000 | 0 | 0 | ||
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 15,527 | 24,621,000 | PRN | SOLE | 24,621,000 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 3,853 | 1,778,000 | PRN | SOLE | 1,778,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 20,961 | 19,065,000 | PRN | SOLE | 19,065,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 17,375 | 21,209,000 | PRN | SOLE | 21,209,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 10,910 | 13,622,000 | PRN | SOLE | 13,622,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 2,563 | 2,036,000 | PRN | SOLE | 2,036,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 14,440 | 16,312,000 | PRN | SOLE | 16,312,000 | 0 | 0 | ||
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 5,707 | 7,929,000 | PRN | SOLE | 7,929,000 | 0 | 0 | ||
| REDFIN CORP | NOTE 10/1 | 75737FAC2 | 4,324 | 7,355,000 | PRN | SOLE | 7,355,000 | 0 | 0 | ||
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 5,711 | 12,118,000 | PRN | SOLE | 12,118,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 1,844 | 1,208,000 | PRN | SOLE | 1,208,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 1,574 | 1,914,000 | PRN | SOLE | 1,914,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 14,250 | 19,004,000 | PRN | SOLE | 19,004,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 6,983 | 7,305,000 | PRN | SOLE | 7,305,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 10,829 | 12,092,000 | PRN | SOLE | 12,092,000 | 0 | 0 | ||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 8,161 | 12,068,000 | PRN | SOLE | 12,068,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 10,393 | 12,528,000 | PRN | SOLE | 12,528,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 10,221 | 7,970,000 | PRN | SOLE | 7,970,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 11,772 | 16,972,000 | PRN | SOLE | 16,972,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 11,818 | 10,020,000 | PRN | SOLE | 10,020,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 13,603 | 11,630,000 | PRN | SOLE | 11,630,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 28,694 | 31,888,000 | PRN | SOLE | 31,888,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 24,136 | 25,866,000 | PRN | SOLE | 25,866,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 24,707 | 29,993,000 | PRN | SOLE | 29,993,000 | 0 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 9,128 | 11,597,000 | PRN | SOLE | 11,597,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 10,083 | 10,879,000 | PRN | SOLE | 10,879,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 20,724 | 28,334,000 | PRN | SOLE | 28,334,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 6,858 | 6,835,000 | PRN | SOLE | 6,835,000 | 0 | 0 | ||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 13,744 | 14,042,000 | PRN | SOLE | 14,042,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 17,738 | 24,223,000 | PRN | SOLE | 24,223,000 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 4.000%12/1 | 893830BT5 | 5,587 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 | 10,725 | 14,086,000 | PRN | SOLE | 14,086,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 2,399 | 2,474,000 | PRN | SOLE | 2,474,000 | 0 | 0 | ||
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 9,640 | 10,916,000 | PRN | SOLE | 10,916,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 19,878 | 25,096,000 | PRN | SOLE | 25,096,000 | 0 | 0 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 17,629 | 20,508,000 | PRN | SOLE | 20,508,000 | 0 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 9,635 | 8,287,000 | PRN | SOLE | 8,287,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 14,531 | 16,072,000 | PRN | SOLE | 16,072,000 | 0 | 0 | ||
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 4,739 | 3,889,000 | PRN | SOLE | 3,889,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 8/1 | 92940WAD1 | 411 | 504,000 | PRN | SOLE | 504,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 2,461 | 3,886,000 | PRN | SOLE | 3,886,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 15,730 | 23,704,000 | PRN | SOLE | 23,704,000 | 0 | 0 | ||
| ELEVANCE HEALTH INC | NOTE 2.750%10/1 | 94973VBG1 | 6,383 | 929,000 | PRN | SOLE | 929,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 12,381 | 13,026,000 | PRN | SOLE | 13,026,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 13,125 | 12,896,000 | PRN | SOLE | 12,896,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 5,653 | 5,391,000 | PRN | SOLE | 5,391,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 8,449 | 7,883,000 | PRN | SOLE | 7,883,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 18,200 | 19,034,000 | PRN | SOLE | 19,034,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 5,000 | 5,015,000 | PRN | SOLE | 5,015,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 14,266 | 15,233,000 | PRN | SOLE | 15,233,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 14,294 | 11,935,000 | PRN | SOLE | 11,935,000 | 0 | 0 | ||
| NOBLE CORP NEW | SHS | G6610J209 | 7,099 | 280,044 | SH | SOLE | 280,044 | 0 | 0 | ||