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 |
| ACTIVISION BLIZZARD INC | COM | 00507V109 | BBG000CVWGS6 | 9,363,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| ADIENT PLC | ORD SHS | G0084W101 | BBG009PN0C87 | 972,550 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | BBG013N237B1 | 31,028,690 | 41,300,000 | PRN | SOLE | 41,300,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | BBG00KXN96C2 | 107,069,760 | 90,400,000 | PRN | SOLE | 90,400,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | BBG00YY9XPT5 | 34,760,000 | 40,000,000 | PRN | SOLE | 40,000,000 | 0 | 0 | ||
| ALGOMA STL GROUP INC | *W EXP 10/19/202 | 015658115 | BBG0133BZQ71 | 505,313 | 414,191 | SH | SOLE | 414,191 | 0 | 0 | ||
| ALLURION TECHNOLOGIES INC | *W EXP 07/31/202 | 02008G110 | BBG01HPVZWF0 | 111,475 | 122,500 | SH | SOLE | 122,500 | 0 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | BBG019LVCV78 | 27,825,000 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
| BAXTER INTL INC | COM | 071813109 | BBG000BCVJ77 | 943,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | BBG011KG2MY0 | 15,207,500 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | BBG012G19M79 | 15,830,000 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | BBG000CZWZ05 | 3,804,640 | 43,000 | SH | SOLE | 43,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | BBG00ZL7RVW0 | 33,350,625 | 38,500,000 | PRN | SOLE | 38,500,000 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | BBG016BZ9FJ2 | 1,788,750 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | BBG00Z1G6G03 | 15,000,000 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| BROOKDALE SR LIVING INC | UNIT 11/15/2025 | 112463302 | BBG01BLKDB43 | 2,417,268 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| BUTTERFLY NETWORK INC | *W EXP 02/12/202 | 124155110 | BBG00VXZJCF4 | 3,270 | 49,393 | SH | SOLE | 49,393 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | BBG00ZHF69B2 | 8,641,500 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
| CANOPY GROWTH CORP | COM | 138035100 | BBG000Q6W6G1 | 386,669 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| CARNIVAL CORP | COMMON STOCK | 143658300 | BBG000BF6LY3 | 25,490,388 | 1,857,900 | SH | SOLE | 1,857,900 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | BBG00ZHF5Z34 | 2,211,000 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | BBG00J3PSSK5 | 29,090,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | BBG01BY36PN3 | 49,343,200 | 740,000 | SH | SOLE | 740,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167164 | BBG00Z6RM1F3 | 231,472,274 | 2,997,305 | SH | SOLE | 2,997,305 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167172 | BBG00Z6RFN18 | 167,665,373 | 2,295,261 | SH | SOLE | 2,295,261 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167180 | BBG00Z6RLQP8 | 89,570,812 | 1,294,187 | SH | SOLE | 1,294,187 | 0 | 0 | ||
| CINEMARK HLDGS INC | COM | 17243V102 | BBG000QDVR53 | 12,274,315 | 668,900 | SH | SOLE | 668,900 | 0 | 0 | ||
| CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | BBG011CHC957 | 29,230,000 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 | BBG000BFRF55 | 1,140,990 | 73,000 | SH | SOLE | 73,000 | 0 | 0 | ||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | BBG012314YD5 | 2,992,500 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| CNX RES CORP | COM | 12653C108 | BBG000CKVSG8 | 56,727,734 | 2,512,300 | SH | SOLE | 2,512,300 | 0 | 0 | ||
| COINBASE GLOBAL INC | COM CL A | 19260Q107 | BBG00ZGF7771 | 2,430,715 | 32,375 | SH | SOLE | 32,375 | 0 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | BBG013Z971C1 | 14,360,500 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | BBG017Y3WXZ3 | 2,392,500 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | BBG00ZJ0K9Q1 | 9,548,825 | 13,355,000 | PRN | SOLE | 13,355,000 | 0 | 0 | ||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | BBG018LQPWB0 | 2,559,300 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | BBG00V4VYN19 | 47,140,000 | 40,000,000 | PRN | SOLE | 40,000,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | BBG00TSCZWX4 | 842,328 | 889,000 | PRN | SOLE | 889,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | BBG00YJSD7T2 | 34,970,000 | 52,000,000 | PRN | SOLE | 52,000,000 | 0 | 0 | ||
| ECHOSTAR CORP | CL A | 278768106 | BBG000TGLV00 | 376,875 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 0.250% 3/0 | 29355AAF4 | BBG00S5GJHJ9 | 23,287,275 | 14,550,000 | PRN | SOLE | 14,550,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | BBG00WS5PL76 | 6,944,091 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| EPR PPTYS | PFD C CV 5.75% | 26884U208 | BBG000002LY2 | 8,219,200 | 440,000 | SH | SOLE | 440,000 | 0 | 0 | ||
| EPR PPTYS | CONV PFD 9% SR E | 26884U307 | BBG000001X86 | 1,281,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | BBG00Q9W9H41 | 43,416,000 | 95,000,000 | PRN | SOLE | 95,000,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | BBG000BMNBY1 | 523,908 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | BBG00NJDG6X3 | 6,825,000 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | BBG00JR69HP1 | 11,342,663 | 10,335,000 | PRN | SOLE | 10,335,000 | 0 | 0 | ||
| FLUOR CORP NEW | COM | 343412102 | BBG000BB1TH9 | 12,157,499 | 331,267 | SH | SOLE | 331,267 | 0 | 0 | ||
| FORD MTR CO DEL | COM | 345370860 | BBG000BQPC32 | 27,782,298 | 2,236,900 | SH | SOLE | 2,236,900 | 0 | 0 | ||
| GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | BBG00Y73HL15 | 73,522 | 243,290 | SH | SOLE | 243,290 | 0 | 0 | ||
| GOODYEAR TIRE & RUBR CO | COM | 382550101 | BBG000BKNX95 | 372,900 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | BBG00Y6T8P01 | 47,436,250 | 68,500,000 | PRN | SOLE | 68,500,000 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | BBG00K9FN239 | 33,085,000 | 32,500,000 | PRN | SOLE | 32,500,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | BBG00ZHDZX68 | 17,886,250 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
| IMMATICS N.V | *W EXP 07/01/202 | N44445117 | BBG00VTL9Y81 | 894,703 | 252,741 | SH | SOLE | 252,741 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | BBG010Z2B333 | 4,985,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | BBG00JVKDJG6 | 2,236,500 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | BBG00RN478J1 | 18,340,000 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | BBG00ZL6CJF4 | 21,625,000 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | BBG012JB6VR5 | 17,271,250 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | BBG000G9CGL0 | 854,304 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | BBG005DNP381 | 3,309,300 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | BBG00YD8X6K1 | 4,521,000 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | BBG015SGY343 | 7,313,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | BBG00FRJX9Y2 | 77,280,075 | 38,163,000 | PRN | SOLE | 38,163,000 | 0 | 0 | ||
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | BBG01016X6X7 | 87,705,000 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
| NOGIN INC | COM NEW | 65528N204 | BBG00ZCX33T5 | 52,898 | 94,630 | SH | SOLE | 94,630 | 0 | 0 | ||
| O-I GLASS INC | COM | 67098H104 | BBG00R2JZG39 | 334,600 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| OCCIDENTAL PETE CORP | *W EXP 08/03/202 | 674599162 | BBG00VTL2DT1 | 315,727,892 | 7,328,874 | SH | SOLE | 7,328,874 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | BBG00Q5FZ6Q3 | 1,821,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | BBG0110RDHR5 | 10,830,000 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | BBG00VYJ5TW8 | 7,235,000 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | BBG00RTV3HK7 | 16,082,500 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | BBG00Z6DZZX5 | 55,676,274 | 73,500,000 | PRN | SOLE | 73,500,000 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | BBG00ZYX8B63 | 31,020,000 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | BBG00P1J6781 | 7,284,750 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | BBG00Y60MH97 | 2,209,500 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | BBG00TJXFGP4 | 12,276,788 | 11,925,000 | PRN | SOLE | 11,925,000 | 0 | 0 | ||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | BBG012NWTJZ7 | 34,134,100 | 310,000 | SH | SOLE | 310,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | BBG00L7Q32B8 | 4,596,584 | 4,643,000 | PRN | SOLE | 4,643,000 | 0 | 0 | ||
| REPAY HLDGS CORP | COM CL A | 76029L100 | BBG00LFVTBM8 | 853,875 | 112,500 | SH | SOLE | 112,500 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | BBG00PQF8N76 | 39,141,150 | 60,500,000 | PRN | SOLE | 60,500,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | BBG00S1KH2T8 | 2,317,250 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | BBG00QB5VP71 | 3,954,031 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
| SEAGEN INC | COM | 81181C104 | BBG000BH0FR6 | 10,607,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | BBG00XDHT691 | 23,813,730 | 26,563,000 | PRN | SOLE | 26,563,000 | 0 | 0 | ||
| SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | BBG00RP5KKN9 | 12,789,375 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | BBG00TGKBG42 | 83,250,000 | 90,000,000 | PRN | SOLE | 90,000,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | BBG010HFDPD2 | 1,673,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | BBG00V76DB83 | 47,425,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | BBG00ZFDC5N7 | 51,721,139 | 60,590,000 | PRN | SOLE | 60,590,000 | 0 | 0 | ||
| TECHTARGET INC | NOTE 12/1 | 87874RAD2 | BBG013YW3BC3 | 10,064,028 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | BBG00TWBMSH2 | 20,047,500 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | COM | 90353T100 | BBG002B04MT8 | 2,346,732 | 51,027 | SH | SOLE | 51,027 | 0 | 0 | ||
| UGI CORP NEW | UNIT 06/01/2024 | 902681113 | BBG011387K94 | 13,542,180 | 237,000 | SH | SOLE | 237,000 | 0 | 0 | ||
| UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | BBG00QKVXBM6 | 24,680,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | BBG013JZ3JK7 | 43,807,500 | 55,000,000 | PRN | SOLE | 55,000,000 | 0 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | BBG00TPBYCM6 | 5,865,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | BBG00R1T6XK4 | 27,168,000 | 24,000,000 | PRN | SOLE | 24,000,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | BBG00ZXN23R7 | 12,881,250 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | BBG00PZ7DP64 | 1,645,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 8/1 | 92940WAD1 | BBG00WLM45F5 | 1,335,768 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ZIFF DAVIS INC | COM | 48123V102 | BBG000F3CWW7 | 6,808,461 | 106,900 | SH | SOLE | 106,900 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 0.750% 9/0 | 98954MAE1 | BBG00Q5FZQ89 | 81,935,000 | 70,000,000 | PRN | SOLE | 70,000,000 | 0 | 0 | ||