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 |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 8,011,031 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | |||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 13,897,755 | 15,096,000 | PRN | SOLE | 15,096,000 | 0 | 0 | |||
| BANDWIDTH INC | NOTE 0.500% 4/0 | 05988JAD5 | 7,704,019 | 9,615,000 | PRN | SOLE | 9,615,000 | 0 | 0 | |||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 8,543,563 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | |||
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 2,119,688 | 2,375,000 | PRN | SOLE | 2,375,000 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 12,642,700 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | |||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 5,217,940 | 34,216,000 | PRN | SOLE | 34,216,000 | 0 | 0 | |||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 6,807,738 | 7,330,000 | PRN | SOLE | 7,330,000 | 0 | 0 | |||
| CRACKER BARREL OLD CTRY STOR | NOTE 0.625% 6/1 | 22410JAB2 | 10,868,441 | 11,548,000 | PRN | SOLE | 11,548,000 | 0 | 0 | |||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 2,242,188 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | |||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 13,093,750 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | |||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 19459JAC8 | 16,301,608 | 15,500,000 | PRN | SOLE | 15,500,000 | 0 | 0 | |||
| CUTERA INC | NOTE 2.250% 6/0 | 232109AD0 | 2,223,100 | 24,816,000 | PRN | SOLE | 24,816,000 | 0 | 0 | |||
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 7,120,000 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | |||
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 9,508,313 | 10,676,000 | PRN | SOLE | 10,676,000 | 0 | 0 | |||
| EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 11,849,728 | 13,473,000 | PRN | SOLE | 13,473,000 | 0 | 0 | |||
| 8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 13,794,705 | 16,220,000 | PRN | SOLE | 16,220,000 | 0 | 0 | |||
| EVERGY INC | NOTE 4.500%12/1 | 30034WAD8 | 8,152,750 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | |||
| FORD MTR CO | NOTE 3/1 | 345370CZ1 | 1,453,950 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | |||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 17,164,829 | 12,749,000 | PRN | SOLE | 12,749,000 | 0 | 0 | |||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 22,183,233 | 28,000,000 | PRN | SOLE | 28,000,000 | 0 | 0 | |||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 4,711,000 | 5,600,000 | PRN | SOLE | 5,600,000 | 0 | 0 | |||
| GROUPON INC | NOTE 6.250% 3/1 | 399473AH0 | 25,212,794 | 26,084,000 | PRN | SOLE | 26,084,000 | 0 | 0 | |||
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 8,995,525 | 8,250,000 | PRN | SOLE | 8,250,000 | 0 | 0 | |||
| INFINERA CORP | NOTE 3.750% 8/0 | 45667GAG8 | 21,605,789 | 18,454,000 | PRN | SOLE | 18,454,000 | 0 | 0 | |||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 12,131,250 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | |||
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 12,849,189 | 8,025,000 | PRN | SOLE | 8,025,000 | 0 | 0 | |||
| LUMINAR TECHNOLOGIES INC | DEBT 9.000% 1/1 | 550424AD7 | 2,651,726 | 5,749,000 | PRN | SOLE | 5,749,000 | 0 | 0 | |||
| LUMINAR TECHNOLOGIES INC | DEBT 11.500% 1/1 | 550424AE5 | 9,017,864 | 20,190,000 | PRN | SOLE | 20,190,000 | 0 | 0 | |||
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 4,359,240 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | |||
| LUMENTUM HLDGS INC | NOTE 1.500%12/1 | 55024UAH2 | 15,519,344 | 11,119,000 | PRN | SOLE | 11,119,000 | 0 | 0 | |||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 15,865,307 | 34,443,000 | PRN | SOLE | 34,443,000 | 0 | 0 | |||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 4,055,495 | 3,935,000 | PRN | SOLE | 3,935,000 | 0 | 0 | |||
| NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 7,739,500 | 9,200,000 | PRN | SOLE | 9,200,000 | 0 | 0 | |||
| INOTIV INC | NOTE 3.250%10/1 | 45783QAB6 | 6,047,929 | 15,917,000 | PRN | SOLE | 15,917,000 | 0 | 0 | |||
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 7,856,600 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | |||
| PAR TECHNOLOGY CORP | NOTE 2.875% 4/1 | 698884AC7 | 1,570,402 | 910,000 | PRN | SOLE | 910,000 | 0 | 0 | |||
| PAGERDUTY INC | NOTE 1.500%10/1 | 69553PAD2 | 5,868,800 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | |||
| PG&E CORP | PFD CONV SER A | 69331C306 | 2,742,506 | 55,000 | PRN | SOLE | 55,000 | 0 | 0 | |||
| ECHOSTAR CORP | NOTE 3.875%11/3 | 278768AB2 | 27,224,282 | 25,603,977 | PRN | SOLE | 25,603,977 | 0 | 0 | |||
| SEMTECH CORP | NOTE 1.625%11/0 | 816850AF8 | 23,878,125 | 13,500,000 | PRN | SOLE | 13,500,000 | 0 | 0 | |||
| SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 | 22,855,338 | 19,000,000 | PRN | SOLE | 19,000,000 | 0 | 0 | |||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 12,316,809 | 14,059,000 | PRN | SOLE | 14,059,000 | 0 | 0 | |||
| TPI COMPOSITES INC | NOTE 5.250% 3/1 | 87266JAB0 | 2,016,073 | 7,525,000 | PRN | SOLE | 7,525,000 | 0 | 0 | |||
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 14,922,150 | 12,294,000 | PRN | SOLE | 12,294,000 | 0 | 0 | |||
| VERITONE INC | NOTE 1.750%11/1 | 92347MAB6 | 6,999,663 | 17,244,000 | PRN | SOLE | 17,244,000 | 0 | 0 | |||
| VIAVI SOLUTIONS INC | NOTE 1.625% 3/1 | 925550AH8 | 10,005,846 | 9,744,000 | PRN | SOLE | 9,744,000 | 0 | 0 | |||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 9/1 | 928298AR9 | 16,874,094 | 18,867,000 | PRN | SOLE | 18,867,000 | 0 | 0 | |||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 2,320,313 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | |||
| WAYFAIR INC | NOTE 3.500%11/1 | 94419LAR2 | 16,800,082 | 13,487,000 | PRN | SOLE | 13,487,000 | 0 | 0 | |||
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 | 27,042,647 | 20,392,000 | PRN | SOLE | 20,392,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 2,546,655 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 12,023,883 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | |||
| AVADEL PHARMACEUTICALS PLC | COM SHS | G29687103 | 1,051,000 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | ||
| AVADEL PHARMACEUTICALS PLC | COM SHS | G29687103 | 1,051,000 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | ||
| ALPHATEC HLDGS INC | COM NEW | 02081G201 | 1,387,098 | 151,100 | SH | Call | SOLE | 151,100 | 0 | 0 | ||
| ACCURAY INC | COM | 004397105 | 136,741 | 69,061 | SH | SOLE | 69,061 | 0 | 0 | |||
| VERITONE INC | COM | 92347M100 | 328,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | |||
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 884,400 | 220,000 | SH | SOLE | 220,000 | 0 | 0 | |||
| RUMBLEON INC | COM CL B | 781386305 | 3,210,303 | 591,216 | SH | SOLE | 591,216 | 0 | 0 | |||
| HARMONIC INC | COM | 413160102 | 9,150,450 | 691,644 | SH | SOLE | 691,644 | 0 | 0 | |||
| Danimer Scientific Corp | NOTE 3.250 12/15/26 | 236272AA8 | 432,300 | 28,820,000 | PRN | SOLE | 28,820,000 | 0 | 0 | |||
| Indie Semiconductor Inc | NOTE 4.500 11/15/27 | 45569UAA9 | 10,087,401 | 10,960,000 | PRN | SOLE | 10,960,000 | 0 | 0 | |||
| Lucid Group Inc | NOTE 1.250 12/15/26 | 549498AA1 | 21,487,651 | 27,314,000 | PRN | SOLE | 27,314,000 | 0 | 0 | |||
| Porch Group Inc | NOTE 6.750 10/01/28 | 733245AC8 | 23,107,932 | 27,775,000 | PRN | SOLE | 27,775,000 | 0 | 0 | |||
| Porch Group Inc | NOTE 0.75 09/15/26 | 733245AA2 | 3,962,500 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | |||
| Qimonda AG | NOTE 6.750 03/22/13 | 74732WAA7 | 5,848,667 | 12,400,000 | PRN | SOLE | 12,400,000 | 0 | 0 | |||
| Repay Holdings Corp | NOTE 0% 02/01/26 | 76029LAA8 | 1,761,297 | 1,885,000 | PRN | SOLE | 1,885,000 | 0 | 0 | |||
| Beauty Health Co | NOTE 1.250 10/01/26 | 88331LAA6 | 9,268,802 | 11,203,000 | PRN | SOLE | 11,203,000 | 0 | 0 | |||
| STEM Inc | NOTE 4.250 04/01/30 | 85859NAC6 | 6,849,501 | 24,600,000 | PRN | SOLE | 24,600,000 | 0 | 0 | |||