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 |
| ACCOLADE INC | COM | 00437E102 | 1,809,446 | 259,233 | SH | OTR | 1 | 195,004 | 64,229 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 964,384 | 1,003 | PRN | SOLE | 1,003 | 0 | 0 | |||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 2,487,541 | 2,595 | PRN | SOLE | 2,595 | 0 | 0 | |||
| CARDLYTICS INC | NOTE 1.000% 9/1 | 14161WAB1 | 7,944,292 | 8,250 | PRN | SOLE | 8,250 | 0 | 0 | |||
| CHIMERIX INC | COM | 16934W106 | 2,184,517 | 256,700 | SH | OTR | 1 | 192,725 | 63,975 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 2,817,876 | 3,048 | PRN | SOLE | 3,048 | 0 | 0 | |||
| CROSS CTRY HEALTHCARE INC | COM | 227483104 | 5,985,780 | 402,000 | SH | OTR | 1 | 300,000 | 102,000 | 0 | ||
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 6,067,750 | 6,500 | PRN | SOLE | 6,500 | 0 | 0 | |||
| ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 7,485,308 | 7,500 | PRN | SOLE | 7,500 | 0 | 0 | |||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 3,651,359 | 4,292 | PRN | SOLE | 4,292 | 0 | 0 | |||
| EVANS BANCORP INC | COM NEW | 29911Q208 | 4,437,631 | 113,873 | SH | OTR | 1 | 101,402 | 12,471 | 0 | ||
| EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 7,926,787 | 8,660 | PRN | SOLE | 8,660 | 0 | 0 | |||
| FARO TECHNOLOGIES INC | NOTE 5.500% 2/0 | 311642AB8 | 4,100,042 | 3,905 | PRN | SOLE | 3,905 | 0 | 0 | |||
| FASTLY INC | NOTE 3/1 | 31188VAB6 | 1,897,820 | 2,000 | PRN | SOLE | 2,000 | 0 | 0 | |||
| FIRST BANCSHARES INC MISS | COM | 318916103 | 357,411 | 10,543 | SH | OTR | 1 | 7,932 | 2,611 | 0 | ||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 2,903,543 | 2,976 | PRN | SOLE | 2,976 | 0 | 0 | |||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 3,895,760 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | |||
| GUESS INC | NOTE 3.750% 4/1 | 401617AF2 | 2,826,665 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | |||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 2,167,203 | 2,277 | PRN | SOLE | 2,277 | 0 | 0 | |||
| HEALTH CATALYST INC | NOTE 2.500% 4/1 | 42225TAB3 | 1,091,746 | 1,085 | PRN | SOLE | 1,085 | 0 | 0 | |||
| HERBALIFE LTD | NOTE 4.250% 6/1 | 42703MAF0 | 1,794,084 | 2,046 | PRN | SOLE | 2,046 | 0 | 0 | |||
| HESS CORP | COM | 42809H107 | 798,650 | 5,000 | SH | OTR | 1 | 3,719 | 1,281 | 0 | ||
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 1,570,646 | 32,900 | SH | SOLE | 32,900 | 0 | 0 | |||
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 899,148 | 750 | PRN | SOLE | 750 | 0 | 0 | |||
| INFINERA CORP | NOTE 3.750% 8/0 | 45667GAG8 | 4,339,850 | 3,382 | PRN | SOLE | 3,382 | 0 | 0 | |||
| INTRA-CELLULAR THERAPIES INC | COM | 46116X101 | 11,899,184 | 90,200 | SH | OTR | 1 | 67,720 | 22,480 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 3,421,696 | 3,620 | PRN | SOLE | 3,620 | 0 | 0 | |||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 3,949,748 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | |||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 1,116,865 | 1,110 | PRN | SOLE | 1,110 | 0 | 0 | |||
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 5,557,500 | 5,700 | PRN | SOLE | 5,700 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 2,934,312 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | |||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 2,485,177 | 2,507 | PRN | SOLE | 2,507 | 0 | 0 | |||
| PARAGON 28 INC | COM | 69913P105 | 7,461,178 | 571,300 | SH | OTR | 1 | 428,793 | 142,507 | 0 | ||
| PATTERSON COS INC | COM | 703395103 | 4,923,893 | 157,615 | SH | OTR | 1 | 118,257 | 39,358 | 0 | ||
| PAYCOR HCM INC | COM | 70435P102 | 577,695 | 25,744 | SH | OTR | 1 | 19,349 | 6,395 | 0 | ||
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | 3,875,107 | 4,100 | PRN | SOLE | 4,100 | 0 | 0 | |||
| PENNS WOODS BANCORP INC | COM | 708430103 | 416,361 | 14,918 | SH | OTR | 1 | 11,140 | 3,778 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 5,587,694 | 5,500 | PRN | SOLE | 5,500 | 0 | 0 | |||
| SANDY SPRING BANCORP INC | COM | 800363103 | 700,167 | 25,000 | SH | OTR | 1 | 18,642 | 6,358 | 0 | ||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 3,868,332 | 4,189 | PRN | SOLE | 4,189 | 0 | 0 | |||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 1,189,840 | 1,000 | PRN | SOLE | 1,000 | 0 | 0 | |||
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 4,170,099 | 5,307 | PRN | SOLE | 5,307 | 0 | 0 | |||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 5,783,433 | 5,766 | PRN | SOLE | 5,766 | 0 | 0 | |||
| TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 | 3,834,000 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | |||
| TRIUMPH GROUP INC NEW | COM | 896818101 | 2,153,900 | 85,000 | SH | OTR | 1 | 63,708 | 21,292 | 0 | ||
| VILLAGE BK & TR FINL CORP | COM NEW | 92705T200 | 299,951 | 3,738 | SH | OTR | 1 | 3,158 | 580 | 0 | ||
| XEROX HOLDINGS CORP | NOTE 3.750% 3/1 | 98421MAE6 | 2,336,667 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | |||