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UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 23,340 24,000,000 PRN   SOLE   24,000,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 7,947 106,900 SH   SOLE   106,900 0 0
ADIENT PLC ORD SHS G0084W101 735 26,500 SH   SOLE   26,500 0 0
AES CORP COM 00130H105 15,820 700,000 SH   SOLE   700,000 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 2,604 108,100 SH   SOLE   108,100 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 92,298 90,400,000 PRN   SOLE   90,400,000 0 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1 26,731 32,500,000 PRN   SOLE   32,500,000 0 0
ALGOMA STL GROUP INC *W EXP 10/19/202 015658115 398 414,191 SH   SOLE   414,191 0 0
ALGONQUIN PWR UTILS CORP UNIT 06/15/2024 015857873 5,681 150,000 SH   SOLE   150,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTI NOTE 0.875% 1/0 01988PAF5 21,038 16,500,000 PRN   SOLE   16,500,000 0 0
AMERICAN ELEC PWR CO INC COM 025537101 15,561 180,000 SH   SOLE   180,000 0 0
APOLLO COML REAL ESTATE FIN NOTE 5.375%10/1 03762UAC9 2,949 3,000,000 PRN   SOLE   3,000,000 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 25 250,000 SH   SOLE   250,000 0 0
AVALARA INC NOTE 0.250% 8/0 05338GAB2 19,440 20,000,000 PRN   SOLE   20,000,000 0 0
AVISTA PUB ACQUISITION CORP *W EXP 04/06/202 G07247128 107 237,600 SH   SOLE   237,600 0 0
BAUSCH HEALTH COS INC COM 071734107 276 40,000 SH   SOLE   40,000 0 0
BECTON DICKINSON & CO COM 075887109 10,116 45,400 SH   SOLE   45,400 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 5,289 6,300,000 PRN   SOLE   6,300,000 0 0
BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 11,378 15,000,000 PRN   SOLE   15,000,000 0 0
BIGCOMMERCE HLDGS INC NOTE 0.250%10/0 08975PAB4 14,704 20,000,000 PRN   SOLE   20,000,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,187 14,000 SH   SOLE   14,000 0 0
BLACKLINE INC NOTE 3/1 09239BAD1 31,746 39,000,000 PRN   SOLE   39,000,000 0 0
BLACKSTONE MORTGAGE TRUST IN NOTE 4.750% 3/1 09257WAC4 7,821 7,850,000 PRN   SOLE   7,850,000 0 0
BOOKING HOLDINGS INC COM 09857L108 3,599 2,190 SH   SOLE   2,190 0 0
BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 13,755 31,000,000 PRN   SOLE   31,000,000 0 0
BURLINGTON STORES INC COM 122017106 7,765 69,400 SH   SOLE   69,400 0 0
BUTTERFLY NETWORK INC *W EXP 02/12/202 124155110 41 49,393 SH   SOLE   49,393 0 0
CABLE ONE INC NOTE 3/1 12685JAE5 1,911 2,500,000 PRN   SOLE   2,500,000 0 0
CARNIVAL CORP NOTE 5.750% 4/0 143658BE1 50,575 50,000,000 PRN   SOLE   50,000,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 2,029 2,500,000 PRN   SOLE   2,500,000 0 0
CHEGG INC COM 163092109 1,226 58,200 SH   SOLE   58,200 0 0
CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167164 180,465 2,263,262 SH   SOLE   2,263,262 0 0
CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167172 160,928 2,107,448 SH   SOLE   2,107,448 0 0
CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167180 84,968 1,158,784 SH   SOLE   1,158,784 0 0
CINEMARK HLDGS INC COM 17243V102 11,222 926,700 SH   SOLE   926,700 0 0
CLARIVATE PLC 5.25% PFD CONV A G21810208 38,376 900,000 SH   SOLE   900,000 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 741 55,000 SH   SOLE   55,000 0 0
CLOUDFLARE INC NOTE 0.750% 5/1 18915MAB3 61,204 38,000,000 PRN   SOLE   38,000,000 0 0
CNX RES CORP COM 12653C108 41,384 2,664,801 SH   SOLE   2,664,801 0 0
COHERENT CORP 6% CONV PFD A 19247G206 9,388 60,000 SH   SOLE   60,000 0 0
COINBASE GLOBAL INC COM CL A 19260Q107 3,134 48,600 SH   SOLE   48,600 0 0
COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 13 200,000 SH   SOLE   200,000 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 61,092 72,000,000 PRN   SOLE   72,000,000 0 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 6,188 8,000,000 PRN   SOLE   8,000,000 0 0
CUTERA INC NOTE 2.250% 3/1 232109AB4 13,658 8,855,000 PRN   SOLE   8,855,000 0 0
DANAHER CORPORATION COM 235851102 40,758 157,800 SH   SOLE   157,800 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 37,922 31,800,000 PRN   SOLE   31,800,000 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 37,347 56,500,000 PRN   SOLE   56,500,000 0 0
DOCUSIGN INC NOTE 1/1 256163AD8 2,345 2,500,000 PRN   SOLE   2,500,000 0 0
DTE ENERGY CO UNIT 11/01/2022 233331842 12,535 250,000 SH   SOLE   250,000 0 0
ECHOSTAR CORP CL A 278768106 494 30,000 SH   SOLE   30,000 0 0
ENPHASE ENERGY INC NOTE 0.250% 3/0 29355AAF4 44,393 12,950,000 PRN   SOLE   12,950,000 0 0
ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 6,309 7,500,000 PRN   SOLE   7,500,000 0 0
EPR PPTYS PFD C CV 5.75% 26884U208 5,184 300,000 SH   SOLE   300,000 0 0
EPR PPTYS CONV PFD 9% SR E 26884U307 1,284 50,000 SH   SOLE   50,000 0 0
EQT CORP COM 26884L109 91,667 2,249,500 SH   SOLE   2,249,500 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 123,765 92,500,000 PRN   SOLE   92,500,000 0 0
EURONET WORLDWIDE INC COM 298736109 1,159 15,300 SH   SOLE   15,300 0 0
EVO ACQUISITION CORP *W EXP 01/04/202 30052G116 6 150,000 SH   SOLE   150,000 0 0
EVO ACQUISITION CORP COM CL A 30052G108 1,475 150,000 SH   SOLE   150,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 20,556 23,000,000 PRN   SOLE   23,000,000 0 0
FASTLY INC NOTE 3/1 31188VAB6 17,836 24,500,000 PRN   SOLE   24,500,000 0 0
FORD MTR CO DEL COM 345370860 23,126 2,064,800 SH   SOLE   2,064,800 0 0
GCM GROSVENOR INC *W EXP 11/17/202 36831E116 144 243,290 SH   SOLE   243,290 0 0
GELESIS HLDGS INC *W EXP 01/13/202 36850R113 4 82,917 SH   SOLE   82,917 0 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5 47,626 65,000,000 PRN   SOLE   65,000,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 46,002 51,000,000 PRN   SOLE   51,000,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 16,399 20,500,000 PRN   SOLE   20,500,000 0 0
IHEARTMEDIA INC COM CL A 45174J509 367 50,000 SH   SOLE   50,000 0 0
IMMATICS N.V *W EXP 07/01/202 N44445117 685 252,741 SH   SOLE   252,741 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 2,445 2,500,000 PRN   SOLE   2,500,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 29,588 25,000,000 PRN   SOLE   25,000,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 30,701 35,000,000 PRN   SOLE   35,000,000 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 2,008 2,500,000 PRN   SOLE   2,500,000 0 0
ITRON INC NOTE 3/1 465741AN6 6,288 8,000,000 PRN   SOLE   8,000,000 0 0
JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1 17,533 21,500,000 PRN   SOLE   21,500,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 880 6,600 SH   SOLE   6,600 0 0
KATAPULT HOLDINGS INC *W EXP 06/09/202 485859110 12 100,000 SH   SOLE   100,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 94,051 77,461,000 PRN   SOLE   77,461,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 4,100 6,000,000 PRN   SOLE   6,000,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 19,735 10,000,000 PRN   SOLE   10,000,000 0 0
MP MATERIALS CORP COM CL A 553368101 2,621 96,000 SH   SOLE   96,000 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 3,059 3,500,000 PRN   SOLE   3,500,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 9,379 9,600,000 PRN   SOLE   9,600,000 0 0
NEXTERA ENERGY INC UNIT 03/01/2023 65339F770 36,091 725,000 SH   SOLE   725,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 86,105 38,163,000 PRN   SOLE   38,163,000 0 0
NISOURCE INC UNIT 12/01/2023 65473P121 64,378 640,000 SH   SOLE   640,000 0 0
NOVOCURE LTD NOTE 11/0 67011XAB9 15,960 18,000,000 PRN   SOLE   18,000,000 0 0
O-I GLASS INC COM 67098H104 259 20,000 SH   SOLE   20,000 0 0
OAK STR HEALTH INC NOTE 3/1 67181AAB3 8,143 10,500,000 PRN   SOLE   10,500,000 0 0
OCCIDENTAL PETE CORP *W EXP 08/03/202 674599162 118,860 3,000,000 SH   SOLE   3,000,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 132,231 71,226,000 PRN   SOLE   71,226,000 0 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 56,963 70,000,000 PRN   SOLE   70,000,000 0 0
PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6 56,787 83,500,000 PRN   SOLE   83,500,000 0 0
PERMIAN RESOURCES CORP CLASS A COM 71424F105 7,473 1,098,900 SH   SOLE   1,098,900 0 0
PG&E CORP UNIT 08/16/2023 69331C140 182,224 1,595,100 SH   SOLE   1,595,100 0 0
POST HOLDINGS PARTNERING COR COM SER A 737465104 1,938 200,000 SH   SOLE   200,000 0 0
PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 22,161 23,500,000 PRN   SOLE   23,500,000 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 6,938 7,500,000 PRN   SOLE   7,500,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 16,000 20,000,000 PRN   SOLE   20,000,000 0 0
RAPID7 INC NOTE 2.250% 5/0 753422AD6 17,584 17,500,000 PRN   SOLE   17,500,000 0 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 22,878 220,000 SH   SOLE   220,000 0 0
REDFIN CORP NOTE 1.750% 7/1 75737FAA6 3,749 4,123,000 PRN   SOLE   4,123,000 0 0
REDWOOD TRUST INC NOTE 4.750% 8/1 758075AC9 7,238 7,330,000 PRN   SOLE   7,330,000 0 0
REDWOOD TRUST INC NOTE 5.625% 7/1 758075AD7 1,763 1,943,000 PRN   SOLE   1,943,000 0 0
REPAY HLDGS CORP COM CL A 76029L100 794 112,500 SH   SOLE   112,500 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 108,281 62,500,000 PRN   SOLE   62,500,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 3,494 4,129,000 PRN   SOLE   4,129,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAH0 2,709 3,500,000 PRN   SOLE   3,500,000 0 0
RWT HLDGS INC NOTE 5.750%10/0 749772AD1 3,653 4,250,000 PRN   SOLE   4,250,000 0 0
SABRE CORP 6.50% CONV PFD A 78573M203 32,121 450,000 SH   SOLE   450,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 8,345 5,000,000 PRN   SOLE   5,000,000 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 6,975 10,000,000 PRN   SOLE   10,000,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 12,338 15,000,000 PRN   SOLE   15,000,000 0 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 77,648 85,000,000 PRN   SOLE   85,000,000 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 980 100,000 SH   SOLE   100,000 0 0
SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 28,967 435,000 SH   SOLE   435,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 27,231 28,500,000 PRN   SOLE   28,500,000 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 15,836 20,000,000 PRN   SOLE   20,000,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 45,741 57,900,000 PRN   SOLE   57,900,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 3,682 5,000,000 PRN   SOLE   5,000,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 76,784 75,500,000 PRN   SOLE   75,500,000 0 0
TWITTER INC NOTE 3/1 90184LAN2 60,288 65,500,000 PRN   SOLE   65,500,000 0 0
UBER TECHNOLOGIES INC COM 90353T100 3,108 117,300 SH   SOLE   117,300 0 0
UGI CORP NEW UNIT 06/01/2024 902681113 24,882 312,000 SH   SOLE   312,000 0 0
UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 38,413 25,000,000 PRN   SOLE   25,000,000 0 0
VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 18,862 17,000,000 PRN   SOLE   17,000,000 0 0
VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 15,438 18,500,000 PRN   SOLE   18,500,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5 18,371 19,000,000 PRN   SOLE   19,000,000 0 0
WIX COM LTD NOTE 8/1 92940WAD1 1,262 1,500,000 PRN   SOLE   1,500,000 0 0
WOLFSPEED INC COM 977852102 2,274 22,000 SH   SOLE   22,000 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 3,948 4,000,000 PRN   SOLE   4,000,000 0 0
ZIFF DAVIS INC COM 48123V102 6,204 90,600 SH   SOLE   90,600 0 0
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 69,825 70,000,000 PRN   SOLE   70,000,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 3,196 2,500,000 PRN   SOLE   2,500,000 0 0