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 |
| ADAMS RES & ENERGY INC | COM NEW | 006351308 | 3,647,556 | 96,624 | SH | OTR | 1 | 94,824 | 1,800 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 950,343 | 1,003 | PRN | SOLE | 1,003 | 0 | 0 | |||
| ATLANTICA SUSTAINABLE INFRA | NOTE 4.000% 7/1 | 04916EAB0 | 2,303,387 | 2,305 | PRN | SOLE | 2,305 | 0 | 0 | |||
| BARNES GROUP INC | COM | 067806109 | 2,341,875 | 49,553 | SH | OTR | 1 | 36,967 | 12,586 | 0 | ||
| BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 4,491,991 | 4,870 | PRN | SOLE | 4,870 | 0 | 0 | |||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 2,353,200 | 2,500 | PRN | SOLE | 2,500 | 0 | 0 | |||
| CRACKER BARREL OLD CTRY STOR | NOTE 0.625% 6/1 | 22410JAB2 | 2,030,816 | 2,157 | PRN | SOLE | 2,157 | 0 | 0 | |||
| CROSS CTRY HEALTHCARE INC | COM | 227483104 | 7,300,320 | 402,000 | SH | OTR | 1 | 300,000 | 102,000 | 0 | ||
| CARDLYTICS INC | NOTE 1.000% 9/1 | 14161WAB1 | 7,436,468 | 8,250 | PRN | SOLE | 8,250 | 0 | 0 | |||
| CROSSFIRST BANKSHARES INC | COM | 22766M109 | 186,406 | 12,304 | SH | OTR | 1 | 9,181 | 3,123 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 2,753,304 | 3,048 | PRN | SOLE | 3,048 | 0 | 0 | |||
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 1,965,835 | 2,215 | PRN | SOLE | 2,215 | 0 | 0 | |||
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 5,825,625 | 6,500 | PRN | SOLE | 6,500 | 0 | 0 | |||
| EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 7,599,929 | 8,660 | PRN | SOLE | 8,660 | 0 | 0 | |||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 2,992,680 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | |||
| EVANS BANCORP INC | COM NEW | 29911Q208 | 8,475,499 | 195,739 | SH | OTR | 1 | 174,262 | 21,477 | 0 | ||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 1,092,262 | 1,100 | PRN | SOLE | 1,100 | 0 | 0 | |||
| FARO TECHNOLOGIES INC | NOTE 5.500% 2/0 | 311642AB8 | 3,908,319 | 3,905 | PRN | SOLE | 3,905 | 0 | 0 | |||
| FIRST BANCSHARES INC MISS | COM | 318916103 | 351,505 | 10,043 | SH | OTR | 1 | 7,494 | 2,549 | 0 | ||
| FIRST FINANCIAL NORTHWEST IN | COM | 32022K102 | 3,308,773 | 152,478 | SH | OTR | 1 | 121,478 | 31,000 | 0 | ||
| FASTLY INC | NOTE 3/1 | 31188VAB6 | 1,869,480 | 2,000 | PRN | SOLE | 2,000 | 0 | 0 | |||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 5,078,537 | 6,450 | PRN | SOLE | 6,450 | 0 | 0 | |||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 653,725 | 662 | SH | SOLE | 662 | 0 | 0 | |||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 3,679,720 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | |||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 3,921,719 | 55,643 | SH | SOLE | 55,643 | 0 | 0 | |||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 2,143,158 | 2,277 | PRN | SOLE | 2,277 | 0 | 0 | |||
| HEALTH CATALYST INC | NOTE 2.500% 4/1 | 42225TAB3 | 1,073,119 | 1,085 | PRN | SOLE | 1,085 | 0 | 0 | |||
| HESS CORP | COM | 42809H107 | 665,050 | 5,000 | SH | OTR | 1 | 3,719 | 1,281 | 0 | ||
| HERBALIFE LTD | NOTE 4.250% 6/1 | 42703MAF0 | 1,588,678 | 2,046 | PRN | SOLE | 2,046 | 0 | 0 | |||
| HEARTLAND FINL USA INC | COM | 42234Q102 | 13,787,617 | 224,902 | SH | OTR | 1 | 170,000 | 54,902 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 2,867,511 | 3,080 | PRN | SOLE | 3,080 | 0 | 0 | |||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 3,890,800 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | |||
| NABORS INDS INC | NOTE 1.750% 6/1 | 62957HAL9 | 2,386,230 | 3,300 | PRN | SOLE | 3,300 | 0 | 0 | |||
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 5,599,680 | 5,700 | PRN | SOLE | 5,700 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 2,891,250 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | |||
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 3,830,917 | 4,100 | PRN | SOLE | 4,100 | 0 | 0 | |||
| PACTIV EVERGREEN INC | COM | 69526K105 | 524,100 | 30,000 | SH | OTR | 1 | 22,430 | 7,570 | 0 | ||
| PENNS WOODS BANCORP INC | COM | 708430103 | 453,358 | 14,918 | SH | OTR | 1 | 11,140 | 3,778 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 5,715,548 | 5,766 | PRN | SOLE | 5,766 | 0 | 0 | |||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 3,322,798 | 3,350 | PRN | SOLE | 3,350 | 0 | 0 | |||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 5,408,233 | 5,500 | PRN | SOLE | 5,500 | 0 | 0 | |||
| SANDY SPRING BANCORP INC | COM | 800363103 | 842,750 | 25,000 | SH | OTR | 1 | 18,642 | 6,358 | 0 | ||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 4,318,314 | 4,189 | PRN | SOLE | 4,189 | 0 | 0 | |||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 1,069,890 | 1,000 | PRN | SOLE | 1,000 | 0 | 0 | |||
| SOUTHSTATE CORPORATION | COM | 840441109 | 609,912 | 6,131 | SH | OTR | 1 | 4,566 | 1,565 | 0 | ||
| TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 | 3,752,400 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | |||
| TECHTARGET INC | NOTE 12/1 | 87874RAD2 | 8,486,074 | 8,514 | PRN | SOLE | 8,514 | 0 | 0 | |||
| VILLAGE BK & TR FINL CORP | COM NEW | 92705T200 | 291,003 | 3,738 | SH | OTR | 1 | 3,158 | 580 | 0 | ||