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 |
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 924,365 | 1,003 | PRN | SOLE | 1,003 | 0 | 0 | |||
| AMERICAN NATL BANKSHARES INC | COM | 027745108 | 841,961 | 17,629 | SH | OTR | 1 | 13,026 | 4,603 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 2,267,875 | 2,500 | PRN | SOLE | 2,500 | 0 | 0 | |||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 6,034,800 | 6,772 | PRN | SOLE | 6,772 | 0 | 0 | |||
| CARDLYTICS INC | NOTE 1.000% 9/1 | 14161WAB1 | 6,457,500 | 7,000 | PRN | SOLE | 7,000 | 0 | 0 | |||
| CEREVEL THERAPEUTICS HLDNG I | COM | 15678U128 | 1,667,002 | 39,437 | SH | OTR | 1 | 29,353 | 10,084 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 2,622,603 | 3,048 | PRN | SOLE | 3,048 | 0 | 0 | |||
| CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 1,824,362 | 61,385 | SH | SOLE | 61,385 | 0 | 0 | |||
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 453,000 | 10,000 | SH | OTR | 1 | 7,455 | 2,545 | 0 | ||
| CAPSTAR FINL HLDGS INC | COM | 14070T102 | 3,369,283 | 167,626 | SH | OTR | 1 | 130,703 | 36,923 | 0 | ||
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 2,523,177 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | |||
| MASONITE INTL CORP | COM | 575385109 | 343,873 | 2,616 | SH | OTR | 1 | 1,945 | 671 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 5,690,586 | 7,203 | PRN | SOLE | 7,203 | 0 | 0 | |||
| EVERBRIDGE INC | NOTE 3/1 | 29978AAE4 | 2,313,978 | 9,289 | PRN | SOLE | 9,289 | 0 | 0 | |||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 9,079,998 | 2,361 | PRN | SOLE | 2,361 | 0 | 0 | |||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 3,433,500 | 5,450 | PRN | SOLE | 5,450 | 0 | 0 | |||
| FUSION PHARMACEUTICALS INC | COM | 36118A100 | 3,628,664 | 170,200 | SH | OTR | 1 | 126,903 | 43,297 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 225,570 | 3,513 | SH | SOLE | 3,513 | 0 | 0 | |||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 2,090,228 | 2,273 | PRN | SOLE | 2,273 | 0 | 0 | |||
| HAYNES INTL INC | COM NEW | 420877201 | 1,034,064 | 17,200 | SH | OTR | 1 | 12,824 | 4,376 | 0 | ||
| HESS CORP | COM | 42809H107 | 763,200 | 5,000 | SH | OTR | 1 | 3,719 | 1,281 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 7,277,836 | 7,286 | PRN | OTR | 1 | 6,599 | 687 | 0 | ||
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 2,999,025 | 3,029 | PRN | SOLE | 3,029 | 0 | 0 | |||
| MCGRATH RENTCORP | COM | 580589109 | 336,183 | 2,725 | SH | OTR | 1 | 2,024 | 701 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 3,760,000 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | |||
| NATIONAL WESTN LIFE GROUP IN | CL A | 638517102 | 1,949,637 | 3,963 | SH | OTR | 1 | 2,922 | 1,041 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 754,643 | 793 | PRN | SOLE | 793 | 0 | 0 | |||
| PIONEER NAT RES CO | COM | 723787107 | 4,200,000 | 16,000 | SH | OTR | 1 | 11,886 | 4,114 | 0 | ||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 506,918 | 4,152 | SH | SOLE | 4,152 | 0 | 0 | |||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 3,846,591 | 4,189 | PRN | SOLE | 4,189 | 0 | 0 | |||
| SP PLUS CORP | COM | 78469C103 | 1,424,248 | 27,274 | SH | OTR | 1 | 20,204 | 7,070 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 919,560 | 1,000 | PRN | SOLE | 1,000 | 0 | 0 | |||
| TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 | 2,808,750 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | |||
| TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 6,667,100 | 7,018 | PRN | SOLE | 7,018 | 0 | 0 | |||