The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
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 |
Accuray Inc (Exchange) | NOTE 3.7500% 01-Jun-2026 | 004397AJ4 | 10,484 | 9,596,000 | PRN | SOLE | 9,596,000 | 0 | 0 | ||
Airbnb Inc | NOTE 0.0000% 15-Mar-2026 | 009066AA9 | 9,450 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 8,519 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 10,875 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
Avadel Fin Cay Ltd/Avadel Pharma Plc | NOTE 4.5000% 01-Feb-2023 | 05337YAA6 | 11,213 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 28,064 | 17,250,000 | PRN | SOLE | 17,250,000 | 0 | 0 | ||
Beyond Meat Inc | NOTE 0.0000% 15-Mar-2027 | 08862EAA7 | 12,088 | 11,750,000 | PRN | SOLE | 11,750,000 | 0 | 0 | ||
Blackline Inc | NOTE 0.0000% 15-Mar-2026 | 09239BAC3 | 13,234 | 13,750,000 | PRN | SOLE | 13,750,000 | 0 | 0 | ||
Bloom Energy Corp | NOTE 2.5000% 15-Aug-2025 | 093712AG2 | 11,279 | 6,275,000 | PRN | SOLE | 6,275,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 24,451 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 13,984 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 25,336 | 14,640,000 | PRN | SOLE | 14,640,000 | 0 | 0 | ||
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 2,774 | 1,665,000 | PRN | SOLE | 1,665,000 | 0 | 0 | ||
DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 29,619 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
DISH Network Corp | NOTE 0.0000% 15-Dec-2025 | 25470MAE9 | 33,327 | 28,500,000 | PRN | SOLE | 28,500,000 | 0 | 0 | ||
EAGLE BULK SHIPPING INC | NOTE 5.000% 8/0 | 269442AB5 | 22,202 | 16,030,000 | PRN | SOLE | 16,030,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 4,741 | 4,150,000 | PRN | SOLE | 4,150,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250%10/0 | 292554AM4 | 19,335 | 14,250,000 | PRN | SOLE | 14,250,000 | 0 | 0 | ||
Enphase Energy Inc Tranche A | NOTE 0.0000% 01-Mar-2026 | 29355AAG2 | 4,801 | 4,883,000 | PRN | SOLE | 4,883,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 7,211 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
Fastly Inc (Pending) | NOTE 0.0000% 15-Mar-2026 | 31188VAA8 | 11,119 | 11,900,000 | PRN | SOLE | 11,900,000 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 14,273 | 15,750,000 | PRN | SOLE | 15,750,000 | 0 | 0 | ||
FLUIDIGM CORP DEL | NOTE 5.250%12/0 | 34385PAF5 | 6,681 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
fuboTV Inc | NOTE 3.2500% 15-Feb-2026 | 35953DAA2 | 2,466 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 8,431 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 21,454 | 18,000,000 | PRN | SOLE | 18,000,000 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 14,582 | 9,200,000 | PRN | SOLE | 9,200,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 20,822 | 16,963,000 | PRN | SOLE | 16,963,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 6,097 | 4,001,000 | PRN | SOLE | 4,001,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000%11/1 | 461203AL5 | 11,680 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
Invacare Corp (Pending) | NOTE 4.2500% 15-Mar-2026 | 461203AP6 | 2,015 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
Ivanhoe Mines Ltd | NOTE 2.5000% 15-Apr-2026 | 46579RAA2 | 6,119 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
Lyft Inc | NOTE 1.5000% 15-May-2025 | 55087PAA2 | 16,245 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
Magnite Inc | NOTE 0.2500% 15-Mar-2026 | 55955DAA8 | 9,293 | 10,347,000 | PRN | SOLE | 10,347,000 | 0 | 0 | ||
MicroStrategy Inc | NOTE 0.0000% 15-Feb-2027 | 594972AD3 | 3,738 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 25,314 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 14,169 | 9,818,000 | PRN | SOLE | 9,818,000 | 0 | 0 | ||
OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 10,058 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 6,087 | 6,707,000 | PRN | SOLE | 6,707,000 | 0 | 0 | ||
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 3,840 | 3,525,000 | PRN | SOLE | 3,525,000 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 10,761 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
PetIQ Inc | NOTE 4.0000% 01-Jun-2026 | 71639TAA4 | 15,044 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
PLUG POWER INC | NOTE 3.750% 6/0 | 72919PAD5 | 107,351 | 15,800,000 | PRN | SOLE | 15,800,000 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 11,489 | 10,929,000 | PRN | SOLE | 10,929,000 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 7,480 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
Rapid7 Inc | NOTE 0.2500% 15-Mar-2027 | 753422AE4 | 9,979 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 10,892 | 12,900,000 | PRN | SOLE | 12,900,000 | 0 | 0 | ||
SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 23,398 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
Scorpio Tankers Inc (Exchange) | NOTE 3.0000% 15-May-2025 | 80918TAD1 | 19,354 | 18,532,000 | PRN | SOLE | 18,532,000 | 0 | 0 | ||
TEEKAY CORPORATION | NOTE 5.000% 1/1 | 87900YAE3 | 9,165 | 9,340,000 | PRN | SOLE | 9,340,000 | 0 | 0 | ||
Varonis Systems Inc | NOTE 1.2500% 15-Aug-2025 | 922280AA0 | 9,797 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 7,744 | 7,250,000 | PRN | SOLE | 7,250,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 16,519 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
Zogenix Inc | NOTE 2.7500% 01-Oct-2027 | 98978LAA3 | 9,208 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 5,390 | 250,000 | SH | Call | SOLE | 250,000 | 0 | 0 | |
CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 429 | 19,900 | SH | Call | SOLE | 19,900 | 0 | 0 | |
AF ACQUISITION CORP | CLASS A COM | 001040104 | 732 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 99 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
KINDRED BIOSCIENCES INC | COM | 494577109 | 2,751 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
RUMBLEON INC | COM CL B | 781386305 | 10,603 | 261,989 | SH | SOLE | 261,989 | 0 | 0 | ||
ACCELERATE ACQUISITION CORP | COM CL A | 00439D102 | 969 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
AKOUSTIS TECHNOLOGIES INC | COM | 00973N102 | 9,876 | 922,095 | SH | SOLE | 922,095 | 0 | 0 | ||
GX ACQUISITION CORP II | CLASS A COM | 36260F105 | 241 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
GORES GUGGENHEIM INC | CLASS A COM | 38286Q107 | 146 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
MCAP ACQUISITION CORP | COM CL A | 55282T109 | 1,203 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 5,415 | 226,965 | SH | SOLE | 226,965 | 0 | 0 | ||
SERVICESOURCE INTL INC | COM | 81763U100 | 1,804 | 1,279,182 | SH | SOLE | 1,279,182 | 0 | 0 | ||
TELIGENT INC NEW | COM NEW | 87960W203 | 1,880 | 3,514,471 | SH | SOLE | 3,514,471 | 0 | 0 | ||
THUNDER BRIDGE CAP PRTNRS II | COM CL A | 88605T100 | 97 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
VIACOMCBS INC | CL B | 92556H206 | 1,308 | 28,938 | SH | SOLE | 28,938 | 0 | 0 | ||
ACCELERATE ACQUISITION CORP | *W EXP 06/15/202 | 00439D110 | 41 | 33,333 | SH | SOLE | 33,333 | 0 | 0 | ||
AF ACQUISITION CORP | *W EXP 03/23/202 | 001040112 | 22 | 24,999 | SH | SOLE | 24,999 | 0 | 0 | ||
GX ACQUISITION CORP II | *W EXP 03/17/202 | 36260F113 | 8 | 8,333 | SH | SOLE | 8,333 | 0 | 0 | ||
GORES GUGGENHEIM INC | *W EXP 03/25/202 | 38286Q115 | 4 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
MCAP ACQUISITION CORP | *W EXP 03/02/202 | 55282T117 | 44 | 41,666 | SH | SOLE | 41,666 | 0 | 0 | ||
THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/15/202 | 88605T118 | 3 | 2,000 | SH | SOLE | 2,000 | 0 | 0 |