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 | 456,595 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | BBG00ZHSFMF1 | 70,537,500 | 75,000,000 | PRN | SOLE | 75,000,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | BBG00YY9XPT5 | 40,311,250 | 42,500,000 | PRN | SOLE | 42,500,000 | 0 | 0 | ||
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 | BBG01LV4WBY2 | 44,759,000 | 1,100,000 | SH | SOLE | 1,100,000 | 0 | 0 | ||
| ALGOMA STL GROUP INC | *W EXP 10/19/202 | 015658115 | BBG0133BZQ71 | 600,577 | 414,191 | SH | SOLE | 414,191 | 0 | 0 | ||
| ALLETE INC | COM NEW | 018522300 | BBG000CYW7N5 | 1,715,645 | 26,476 | SH | SOLE | 26,476 | 0 | 0 | ||
| ALLIANT ENERGY CORP | NOTE 3.875% 3/1 | 018802AC2 | BBG01FNZ35P0 | 61,860,000 | 60,000,000 | PRN | SOLE | 60,000,000 | 0 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | BBG019LVCV78 | 53,273,162 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
| AMERICAN WTR CAP CORP | NOTE 3.625% 6/1 | 03040WBE4 | BBG01H778722 | 74,400,000 | 75,000,000 | PRN | SOLE | 75,000,000 | 0 | 0 | ||
| BAXTER INTL INC | COM | 071813109 | BBG000BCVJ77 | 729,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | BBG00Z0XHLK2 | 2,437,500 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | BBG011KG2MY0 | 13,996,500 | 15,500,000 | PRN | SOLE | 15,500,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | BBG00ZL7RVW0 | 36,292,733 | 38,500,000 | PRN | SOLE | 38,500,000 | 0 | 0 | ||
| BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 | BBG01L7PD8B5 | 61,974,000 | 990,000 | SH | SOLE | 990,000 | 0 | 0 | ||
| CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | BBG000BF6LY3 | 25,037,224 | 1,004,704 | SH | SOLE | 1,004,704 | 0 | 0 | ||
| CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 | BBG01HQJ6ZC4 | 79,553,750 | 77,500,000 | PRN | SOLE | 77,500,000 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | BBG01BY36PN3 | 31,716,000 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| CINEMARK HLDGS INC | COM | 17243V102 | BBG000QDVR53 | 29,734,480 | 959,796 | SH | SOLE | 959,796 | 0 | 0 | ||
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 | BBG000BFRF55 | 686,200 | 73,000 | SH | SOLE | 73,000 | 0 | 0 | ||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | BBG012314YD5 | 3,354,750 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| CMS ENERGY CORP | NOTE 3.375% 5/0 | 125896BX7 | BBG01GHMK8H8 | 62,430,000 | 60,000,000 | PRN | SOLE | 60,000,000 | 0 | 0 | ||
| COINBASE GLOBAL INC | COM CL A | 19260Q107 | BBG00ZGF7771 | 14,600,040 | 58,800 | SH | SOLE | 58,800 | 0 | 0 | ||
| COMPOSECURE INC | *W EXP 12/27/202 | 20459V113 | BBG00Y7BS3Q8 | 1,104,725 | 231,114 | SH | SOLE | 231,114 | 0 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | BBG013Z971C1 | 18,020,000 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| CSG SYS INTL INC | NOTE 3.875% 9/1 | 126349AH2 | BBG01J7BMBP9 | 12,650,000 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | BBG00ZJ0K9Q1 | 2,808,990 | 20,355,000 | PRN | SOLE | 20,355,000 | 0 | 0 | ||
| CUTERA INC | NOTE 2.250% 6/0 | 232109AD0 | BBG017SB99J9 | 180,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | BBG01BX2SB53 | 855,000 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | BBG018LQPWB0 | 20,835,461 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | BBG00V4VYN19 | 39,679,150 | 25,550,000 | PRN | SOLE | 25,550,000 | 0 | 0 | ||
| DISCOVER FINL SVCS | COM | 254709108 | BBG000QBR5J5 | 10,823,064 | 62,478 | SH | SOLE | 62,478 | 0 | 0 | ||
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 | BBG01G4DPF45 | 49,440,000 | 48,000,000 | PRN | SOLE | 48,000,000 | 0 | 0 | ||
| ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 | BBG01JV0ZNH5 | 13,262,500 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | BBG00ZFDDK71 | 2,878,750 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 0.250% 3/0 | 29355AAF4 | BBG00S5GJHJ9 | 21,548,006 | 21,167,000 | PRN | SOLE | 21,167,000 | 0 | 0 | ||
| EPR PPTYS | PFD C CV 5.75% | 26884U208 | BBG000002LY2 | 9,152,000 | 440,000 | SH | SOLE | 440,000 | 0 | 0 | ||
| EPR PPTYS | CONV PFD 9% SR E | 26884U307 | BBG000001X86 | 1,393,335 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | BBG00Q9W9H41 | 63,107,797 | 65,000,000 | PRN | SOLE | 65,000,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | BBG011C0JZ40 | 14,376,374 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| EVERGY INC | NOTE 4.500%12/1 | 30034WAD8 | BBG01KFFYT94 | 54,525,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | BBG00NJDG6X3 | 32,480,000 | 35,000,000 | PRN | SOLE | 35,000,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | BBG00JR69HP1 | 4,669,352 | 4,675,000 | PRN | SOLE | 4,675,000 | 0 | 0 | ||
| EXPAND ENERGY CORPORATION | *W EXP 02/09/202 | 165167164 | BBG00Z6RM1F3 | 108,925,852 | 1,146,996 | SH | SOLE | 1,146,996 | 0 | 0 | ||
| EXPAND ENERGY CORPORATION | *W EXP 02/09/202 | 165167172 | BBG00Z6RFN18 | 207,345,157 | 2,295,261 | SH | SOLE | 2,295,261 | 0 | 0 | ||
| EXPAND ENERGY CORPORATION | *W EXP 02/09/202 | 165167180 | BBG00Z6RLQP8 | 111,219,484 | 1,294,097 | SH | SOLE | 1,294,097 | 0 | 0 | ||
| FIRSTENERGY CORP | NOTE 4.000% 5/0 | 337932AR8 | BBG01GHMLG07 | 63,031,250 | 62,500,000 | PRN | SOLE | 62,500,000 | 0 | 0 | ||
| FLUOR CORP NEW | COM | 343412102 | BBG000BB1TH9 | 40,114,422 | 813,350 | SH | SOLE | 813,350 | 0 | 0 | ||
| FORD MTR CO | NOTE 3/1 | 345370CZ1 | BBG00ZNKGD88 | 98,556,500 | 101,500,000 | PRN | SOLE | 101,500,000 | 0 | 0 | ||
| FRESHPET INC | NOTE 3.000% 4/0 | 358039AB1 | BBG01FVHNX69 | 22,135,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | BBG00Y73HL15 | 1,367,100 | 1,085,000 | SH | SOLE | 1,085,000 | 0 | 0 | ||
| GOODYEAR TIRE & RUBR CO | COM | 382550101 | BBG000BKNX95 | 270,000 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | BBG00Y6T8P01 | 50,550,000 | 60,000,000 | PRN | SOLE | 60,000,000 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | BBG00K9FN239 | 9,647,234 | 6,514,000 | PRN | SOLE | 6,514,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | BBG00ZHDZX68 | 2,365,750 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | BBG01PPJ0VC2 | 111,405,060 | 1,800,000 | SH | SOLE | 1,800,000 | 0 | 0 | ||
| IMMATICS N.V | *W EXP 07/01/202 | N44445117 | BBG00VTL9Y81 | 63,564 | 252,741 | SH | SOLE | 252,741 | 0 | 0 | ||
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | BBG01DR7KPB5 | 32,060,000 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 | BBG017S948Z3 | 50,347,409 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | BBG012JB6VR5 | 18,784,150 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | BBG000G9CGL0 | 2,056,605 | 16,700 | SH | SOLE | 16,700 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | BBG01C979P93 | 12,279,150 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | BBG00YD8X6K1 | 4,230,000 | 9,400,000 | PRN | SOLE | 9,400,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | BBG015SGY343 | 4,847,500 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | BBG00WSNGFR8 | 22,387,854 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | BBG01G6VXFH0 | 9,157,500 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 06/01/2027 | 65339F663 | BBG01NCK7GY0 | 51,229,500 | 1,050,000 | SH | SOLE | 1,050,000 | 0 | 0 | ||
| O-I GLASS INC | COM | 67098H104 | BBG00R2JZG39 | 216,800 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| OCCIDENTAL PETE CORP | *W EXP 08/03/202 | 674599162 | BBG00VTL2DT1 | 235,332,100 | 8,542,000 | SH | SOLE | 8,542,000 | 0 | 0 | ||
| ONEMAIN HLDGS INC | COM | 68268W103 | BBG005497GZ3 | 439,247 | 8,426 | SH | SOLE | 8,426 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | BBG00VYJ5TW8 | 3,203,347 | 3,298,000 | PRN | SOLE | 3,298,000 | 0 | 0 | ||
| PAGERDUTY INC | COM | 69553P100 | BBG0043BYPB8 | 2,981,858 | 163,300 | SH | SOLE | 163,300 | 0 | 0 | ||
| PARSONS CORP DEL | COM | 70202L102 | BBG000C3TKY6 | 2,702,925 | 29,300 | SH | SOLE | 29,300 | 0 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | BBG00RTV3HK7 | 4,972,500 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| PG&E CORP | NOTE 4.250%12/0 | 69331CAL2 | BBG01KCBD7R7 | 108,950,000 | 100,000,000 | PRN | SOLE | 100,000,000 | 0 | 0 | ||
| PG&E CORP | PFD CONV SER A | 69331C306 | BBG01R36JXP2 | 16,430,700 | 330,000 | SH | SOLE | 330,000 | 0 | 0 | ||
| PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 | BBG01FG97WL7 | 18,318,125 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | BBG00ZYX8B63 | 54,204,043 | 45,000,000 | PRN | SOLE | 45,000,000 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | BBG00X9D0F87 | 14,362,500 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | BBG00Q9TKK57 | 3,358,050 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | BBG00TJXFGP4 | 11,775,938 | 11,925,000 | PRN | SOLE | 11,925,000 | 0 | 0 | ||
| REPAY HLDGS CORP | COM CL A | 76029L100 | BBG00LFVTBM8 | 4,413,833 | 578,484 | SH | SOLE | 578,484 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 1.000%12/1 | 759916AD1 | BBG01KH10Q78 | 46,125,000 | 45,000,000 | PRN | SOLE | 45,000,000 | 0 | 0 | ||
| RIVIAN AUTOMOTIVE INC | NOTE 3.625%10/1 | 76954AAD5 | BBG01JNQSW94 | 96,984,000 | 108,000,000 | PRN | SOLE | 108,000,000 | 0 | 0 | ||
| SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 | BBG01J7F45G3 | 60,275,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
| SEMTECH CORP | NOTE 1.625%11/0 | 816850AF8 | BBG019Z09FG0 | 6,639,375 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | BBG00XDHT691 | 51,025,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
| SIRIUSXM HOLDINGS INC | COMMON STOCK | 829933100 | BBG01KJQM3Y8 | 6,683,227 | 293,124 | SH | SOLE | 293,124 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | BBG010G6Q044 | 8,700,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| SOUTHERN CO | NOTE 3.875%12/1 | 842587DP9 | BBG01FMYG3P5 | 94,657,500 | 90,000,000 | PRN | SOLE | 90,000,000 | 0 | 0 | ||
| SPOTIFY TECHNOLOGY S A | SHS | L8681T102 | BBG003T4VFC2 | 4,786,966 | 10,700 | SH | SOLE | 10,700 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | CALL | 90353T900 | BBG01K8KMJ41 | 15,080,000 | 250,000 | SH | Call | SOLE | 250,000 | 0 | 0 | |
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | BBG013JZ3JK7 | 50,609,000 | 55,250,000 | PRN | SOLE | 55,250,000 | 0 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | BBG00TPBYCM6 | 7,285,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| VENTAS RLTY LTD PARTNERSHIP | NOTE 3.750% 6/0 | 92277GAZ0 | BBG01GYZF1H1 | 67,949,000 | 59,500,000 | PRN | SOLE | 59,500,000 | 0 | 0 | ||
| WOLFSPEED INC | COM | 977852102 | BBG000BG14P4 | 2,745,112 | 412,179 | SH | SOLE | 412,179 | 0 | 0 | ||
| WORKIVA INC | COM CL A | 98139A105 | BBG007BVZ8H9 | 2,430,900 | 22,200 | SH | SOLE | 22,200 | 0 | 0 | ||
| ZIFF DAVIS INC | COM | 48123V102 | BBG000F3CWW7 | 382,173 | 7,033 | SH | SOLE | 7,033 | 0 | 0 | ||