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 | 1,362,200 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | BBG00ZHSFMF1 | 120,812,078 | 125,000,000 | PRN | SOLE | 125,000,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | BBG00YY9XPT5 | 56,062,500 | 57,500,000 | PRN | SOLE | 57,500,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 | BBG01N2S0KM5 | 2,431,384 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 | BBG01LV4WBY2 | 25,680,000 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
| ALGOMA STL GROUP INC | *W EXP 10/19/202 | 015658115 | BBG0133BZQ71 | 211,237 | 414,191 | SH | SOLE | 414,191 | 0 | 0 | ||
| ALIBABA GROUP HLDG LTD | NOTE 0.500% 6/0 | 01609WBG6 | BBG01N1MQQS2 | 102,305,938 | 80,000,000 | PRN | SOLE | 80,000,000 | 0 | 0 | ||
| ALLIANT ENERGY CORP | NOTE 3.875% 3/1 | 018802AC2 | BBG01FNZ35P0 | 61,770,000 | 60,000,000 | PRN | SOLE | 60,000,000 | 0 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | BBG019LVCV78 | 48,806,250 | 37,500,000 | PRN | SOLE | 37,500,000 | 0 | 0 | ||
| AMERICAN WTR CAP CORP | NOTE 3.625% 6/1 | 03040WBE4 | BBG01H778722 | 75,667,500 | 75,000,000 | PRN | SOLE | 75,000,000 | 0 | 0 | ||
| BAXTER INTL INC | COM | 071813109 | BBG000BCVJ77 | 757,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | BBG00Z0XHLK2 | 4,985,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | BBG011KG2MY0 | 17,019,000 | 18,000,000 | PRN | SOLE | 18,000,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | BBG00ZL7RVW0 | 37,106,282 | 38,500,000 | PRN | SOLE | 38,500,000 | 0 | 0 | ||
| BOEING CO | DEP CONV PFD A | 097023204 | BBG01QK4ZRJ2 | 74,800,000 | 1,100,000 | SH | SOLE | 1,100,000 | 0 | 0 | ||
| BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 | BBG01L7PD8B5 | 106,489,500 | 1,290,000 | SH | SOLE | 1,290,000 | 0 | 0 | ||
| BUTTERFLY NETWORK INC | *W EXP 02/12/202 | 124155110 | BBG00VXZJCF4 | 2,978 | 49,393 | SH | SOLE | 49,393 | 0 | 0 | ||
| CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | BBG000BF6LY3 | 28,252,276 | 1,004,704 | SH | SOLE | 1,004,704 | 0 | 0 | ||
| CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 | BBG01HQJ6ZC4 | 84,048,750 | 77,500,000 | PRN | SOLE | 77,500,000 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | BBG01BY36PN3 | 28,086,000 | 465,000 | SH | SOLE | 465,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | COM | 163072101 | BBG000CS8TM8 | 3,358,576 | 53,600 | SH | SOLE | 53,600 | 0 | 0 | ||
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 | BBG000BFRF55 | 1,520,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| CLOUDFLARE INC | CL A COM | 18915M107 | BBG001WMKHH5 | 4,605,726 | 23,519 | SH | SOLE | 23,519 | 0 | 0 | ||
| CMS ENERGY CORP | NOTE 3.375% 5/0 | 125896BX7 | BBG01GHMK8H8 | 63,930,000 | 60,000,000 | PRN | SOLE | 60,000,000 | 0 | 0 | ||
| COINBASE GLOBAL INC | COM CL A | 19260Q107 | BBG00ZGF7771 | 24,043,614 | 68,600 | SH | SOLE | 68,600 | 0 | 0 | ||
| COMPOSECURE INC | *W EXP 12/27/202 | 20459V113 | BBG00Y7BS3Q8 | 1,435,218 | 231,114 | SH | SOLE | 231,114 | 0 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | BBG013Z971C1 | 28,638,000 | 30,960,000 | PRN | SOLE | 30,960,000 | 0 | 0 | ||
| CSG SYS INTL INC | NOTE 3.875% 9/1 | 126349AH2 | BBG01J7BMBP9 | 22,630,000 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | SHS | M2682V108 | BBG006Q52QV2 | 5,178,362 | 12,727 | SH | SOLE | 12,727 | 0 | 0 | ||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | BBG018LQPWB0 | 18,663,750 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 | BBG01G4DPF45 | 50,844,000 | 48,000,000 | PRN | SOLE | 48,000,000 | 0 | 0 | ||
| ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 | BBG01JV0ZNH5 | 17,316,250 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | BBG00ZFDDK53 | 19,174,855 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | BBG00ZFDDK71 | 2,847,250 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| EPR PPTYS | PFD C CV 5.75% | 26884U208 | BBG000002LY2 | 11,022,000 | 440,000 | SH | SOLE | 440,000 | 0 | 0 | ||
| EPR PPTYS | CONV PFD 9% SR E | 26884U307 | BBG000001X86 | 2,235,357 | 71,692 | SH | SOLE | 71,692 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | BBG00Q9W9H41 | 69,265,625 | 71,500,000 | PRN | SOLE | 71,500,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | BBG011C0JZ40 | 10,759,375 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| ETSY INC | COM | 29786A106 | BBG000N7MXL8 | 6,123,232 | 122,074 | SH | SOLE | 122,074 | 0 | 0 | ||
| EVERGY INC | NOTE 4.500%12/1 | 30034WAD8 | BBG01KFFYT94 | 87,853,125 | 75,000,000 | PRN | SOLE | 75,000,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | BBG00NJDG6X3 | 35,775,000 | 37,500,000 | PRN | SOLE | 37,500,000 | 0 | 0 | ||
| EXPAND ENERGY CORPORATION | *W EXP 02/09/202 | 165167180 | BBG00Z6RLQP8 | 80,026,768 | 737,982 | SH | SOLE | 737,982 | 0 | 0 | ||
| FIRSTENERGY CORP | NOTE 4.000% 5/0 | 337932AR8 | BBG01GHMLG07 | 20,135,000 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| FLUOR CORP NEW | COM | 343412102 | BBG000BB1TH9 | 19,242,554 | 375,318 | SH | SOLE | 375,318 | 0 | 0 | ||
| FORD MTR CO | NOTE 3/1 | 345370CZ1 | BBG00ZNKGD88 | 100,535,750 | 101,500,000 | PRN | SOLE | 101,500,000 | 0 | 0 | ||
| GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 | BBG00Y73HL15 | 1,060,867 | 1,657,604 | SH | SOLE | 1,657,604 | 0 | 0 | ||
| GEN DIGITAL INC | RIGHT 99/99/9999 | 668771116 | BBG01R72Q4C7 | 1,632,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| GOODYEAR TIRE & RUBR CO | COM | 382550101 | BBG000BKNX95 | 311,100 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| GUARDANT HEALTH INC | DEBT 1.250% 2/1 | 40131MAD1 | BBG01S6WZLS5 | 23,363,310 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | BBG00ZHDZX68 | 2,421,547 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | BBG01PPJ0VC2 | 105,984,000 | 1,800,000 | SH | SOLE | 1,800,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 | BBG017S948Z3 | 58,300,000 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | BBG012JB6VR5 | 21,251,286 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | BBG000G9CGL0 | 1,772,204 | 16,700 | SH | SOLE | 16,700 | 0 | 0 | ||
| KELLANOVA | COM | 487836108 | BBG000BMKDM3 | 5,133,343 | 64,546 | SH | SOLE | 64,546 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | BBG01C979P93 | 13,846,500 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | BBG00YD8X6K1 | 3,713,000 | 9,400,000 | PRN | SOLE | 9,400,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | BBG000BHCP19 | 12,033,270 | 171,000 | SH | SOLE | 171,000 | 0 | 0 | ||
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 | BBG01G6VXFH0 | 10,654,500 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | BBG019PD35Z0 | 3,974,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 06/01/2027 | 65339F663 | BBG01NCK7GY0 | 49,444,500 | 1,050,000 | SH | SOLE | 1,050,000 | 0 | 0 | ||
| NUTANIX INC | CL A | 67059N108 | BBG001NDW1Z7 | 10,312,979 | 134,916 | SH | SOLE | 134,916 | 0 | 0 | ||
| O-I GLASS INC | COM | 67098H104 | BBG00R2JZG39 | 294,800 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| OCCIDENTAL PETE CORP | *W EXP 08/03/202 | 674599162 | BBG00VTL2DT1 | 1,300,795 | 62,810 | SH | SOLE | 62,810 | 0 | 0 | ||
| ONEMAIN HLDGS INC | COM | 68268W103 | BBG005497GZ3 | 480,282 | 8,426 | SH | SOLE | 8,426 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | BBG00VYJ5TW8 | 3,277,558 | 3,298,000 | PRN | SOLE | 3,298,000 | 0 | 0 | ||
| PARSONS CORP DEL | COM | 70202L102 | BBG000C3TKY6 | 2,102,861 | 29,300 | SH | SOLE | 29,300 | 0 | 0 | ||
| PG&E CORP | NOTE 4.250%12/0 | 69331CAL2 | BBG01KCBD7R7 | 29,844,000 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
| PG&E CORP | PFD CONV SER A | 69331C306 | BBG01R36JXP2 | 56,400,000 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 | BBG01FG97WL7 | 18,944,673 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | BBG00ZYX8B63 | 53,775,000 | 45,000,000 | PRN | SOLE | 45,000,000 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | BBG00X9D0F87 | 14,220,000 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| REPAY HLDGS CORP | COM CL A | 76029L100 | BBG00LFVTBM8 | 2,788,293 | 578,484 | SH | SOLE | 578,484 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 1.000%12/1 | 759916AD1 | BBG01KH10Q78 | 58,236,750 | 58,500,000 | PRN | SOLE | 58,500,000 | 0 | 0 | ||
| RIVIAN AUTOMOTIVE INC | NOTE 3.625%10/1 | 76954AAD5 | BBG01JNQSW94 | 103,456,875 | 115,000,000 | PRN | SOLE | 115,000,000 | 0 | 0 | ||
| SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 | BBG01J7F45G3 | 113,423,625 | 63,000,000 | PRN | SOLE | 63,000,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | BBG00XDHT691 | 50,725,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
| SIRIUSXM HOLDINGS INC | COMMON STOCK | 829933100 | BBG01KJQM3Y8 | 6,733,058 | 293,124 | SH | SOLE | 293,124 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | BBG010G6Q044 | 9,074,869 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| SOUTHERN CO | NOTE 3.875%12/1 | 842587DP9 | BBG01FMYG3P5 | 48,200,175 | 43,500,000 | PRN | SOLE | 43,500,000 | 0 | 0 | ||
| SOUTHERN CO | NOTE 4.500% 6/1 | 842587DZ7 | BBG01MRBPYK2 | 32,597,825 | 29,500,000 | PRN | SOLE | 29,500,000 | 0 | 0 | ||
| SPOTIFY TECHNOLOGY S A | SHS | L8681T102 | BBG003T4VFC2 | 24,938,550 | 32,500 | SH | SOLE | 32,500 | 0 | 0 | ||
| SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 | BBG01LNV6CT4 | 15,705,000 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| TXNM ENERGY INC | NOTE 5.750% 6/0 | 69349HAF4 | BBG01N60N611 | 143,068,420 | 110,000,000 | PRN | SOLE | 110,000,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 0.875%12/0 | 90353TAM2 | BBG01K8CD1G5 | 12,883,500 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| UGI CORP NEW | NOTE 5.000% 6/0 | 902681AB1 | BBG01N73SZM2 | 96,808,129 | 70,000,000 | PRN | SOLE | 70,000,000 | 0 | 0 | ||
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | BBG013JZ3JK7 | 17,478,864 | 18,674,000 | PRN | SOLE | 18,674,000 | 0 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | BBG00TPBYCM6 | 8,277,500 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| VENTAS RLTY LTD PARTNERSHIP | NOTE 3.750% 6/0 | 92277GAZ0 | BBG01GYZF1H1 | 71,281,000 | 59,500,000 | PRN | SOLE | 59,500,000 | 0 | 0 | ||
| VERTEX INC | NOTE 0.750% 5/0 | 92538JAB2 | BBG01MLJHSH7 | 12,005,178 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 9/1 | 928298AR9 | BBG01J6NR0S0 | 2,250,000 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| WEC ENERGY GROUP INC | NOTE 4.375% 6/0 | 92939UAP1 | BBG01N0Q7CX0 | 56,570,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
| WEC ENERGY GROUP INC | NOTE 4.375% 6/0 | 92939UAR7 | BBG01N0Q5D97 | 86,737,500 | 75,000,000 | PRN | SOLE | 75,000,000 | 0 | 0 | ||
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | BBG00T7M12F8 | 3,517,450 | 13,660,000 | PRN | SOLE | 13,660,000 | 0 | 0 | ||
| WORKIVA INC | COM CL A | 98139A105 | BBG007BVZ8H9 | 1,519,590 | 22,200 | SH | SOLE | 22,200 | 0 | 0 | ||
| ZIFF DAVIS INC | COM | 48123V102 | BBG000F3CWW7 | 212,889 | 7,033 | SH | Call | SOLE | 7,033 | 0 | 0 | |