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 |
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | BBG010W1WYM6 | 6,260,312 | 6,500 | PRN | SOLE | 6,500 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | BBG00YY9XPT5 | 974,916 | 1,003 | PRN | SOLE | 1,003 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | BBG00ZL7RVW0 | 2,498,466 | 2,595 | PRN | SOLE | 2,595 | 0 | 0 | ||
| BLUEPRINT MEDICINES CORP | COM | 09627Y109 | BBG001MC8YF7 | 7,690,800 | 60,000 | SH | OTR | 1 | 45,157 | 14,843 | 0 | |
| CANTALOUPE INC | COM | 138103106 | BBG000H825F3 | 557,105 | 50,692 | SH | OTR | 1 | 38,259 | 12,433 | 0 | |
| CARDLYTICS INC | NOTE 1.000% 9/1 | 14161WAB1 | BBG00XH48CJ5 | 7,985,542 | 8,250 | PRN | SOLE | 8,250 | 0 | 0 | ||
| CFSB BANCORP INC | COM | 12530C107 | BBG014H7HX32 | 478,123 | 34,858 | SH | OTR | 1 | 33,358 | 1,500 | 0 | |
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | BBG013Z971C1 | 2,696,718 | 3,048 | PRN | SOLE | 3,048 | 0 | 0 | ||
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | BBG013JSK7T1 | 6,069,375 | 6,500 | PRN | SOLE | 6,500 | 0 | 0 | ||
| ENTERPRISE BANCORP INC MASS | COM | 293668109 | BBG000BLT2T3 | 311,531 | 7,859 | SH | OTR | 1 | 5,905 | 1,954 | 0 | |
| ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | BBG00Y60CH98 | 7,417,358 | 7,500 | PRN | SOLE | 7,500 | 0 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | BBG011C0JZ40 | 3,687,305 | 4,292 | PRN | SOLE | 4,292 | 0 | 0 | ||
| EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | BBG00ZKXXS18 | 7,834,774 | 8,660 | PRN | SOLE | 8,660 | 0 | 0 | ||
| FASTLY INC | NOTE 3/1 | 31188VAB6 | BBG00ZHQYVF4 | 2,042,500 | 2,150 | PRN | SOLE | 2,150 | 0 | 0 | ||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | BBG00Z3J19R7 | 2,950,340 | 2,976 | PRN | SOLE | 2,976 | 0 | 0 | ||
| GMS INC | COM | 36251C103 | BBG009Q036D0 | 1,631,250 | 15,000 | SH | OTR | 1 | 11,322 | 3,678 | 0 | |
| GUESS INC | NOTE 3.750% 4/1 | 401617AF2 | BBG01G7QKK83 | 2,874,530 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 4.250% 6/1 | 42703MAF0 | BBG01BWMSKT4 | 1,865,725 | 2,046 | PRN | SOLE | 2,046 | 0 | 0 | ||
| HESS CORP | COM | 42809H107 | BBG000BBD070 | 692,700 | 5,000 | SH | OTR | 1 | 3,719 | 1,281 | 0 | |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | BBG01PPJ0VC2 | 1,937,152 | 32,900 | SH | SOLE | 32,900 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | BBG00ZS0BK68 | 3,371,125 | 3,620 | PRN | SOLE | 3,620 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | BBG00PXGSGH8 | 3,940,138 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
| NV5 GLOBAL INC | COM | 62945V109 | BBG005BT60Y8 | 230,900 | 10,000 | SH | OTR | 1 | 7,521 | 2,479 | 0 | |
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | BBG00ZNLWBW5 | 5,739,188 | 5,700 | PRN | SOLE | 5,700 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | BBG00Q5FZ6Q3 | 2,975,000 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
| OLD PT FINANCIAL CORPORATION | COM | 680194107 | BBG000BSBQ78 | 7,272,868 | 185,296 | SH | OTR | 1 | 179,588 | 5,708 | 0 | |
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | BBG00VNLY5D6 | 2,473,306 | 2,507 | PRN | SOLE | 2,507 | 0 | 0 | ||
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 | BBG00Z6DZZX5 | 3,960,600 | 4,100 | PRN | SOLE | 4,100 | 0 | 0 | ||
| PENNS WOODS BANCORP INC | COM | 708430103 | BBG000BR1HK6 | 2,355,298 | 77,579 | SH | OTR | 1 | 59,579 | 18,000 | 0 | |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | BBG00ZHDJF74 | 4,463,380 | 4,189 | PRN | SOLE | 4,189 | 0 | 0 | ||
| SOUTHERN STS BANCSHARES INC | COM | 843878307 | BBG000MHBQT6 | 1,689,423 | 46,451 | SH | OTR | 1 | 34,626 | 11,825 | 0 | |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | BBG00ZFDC5N7 | 1,515,360 | 1,000 | PRN | SOLE | 1,000 | 0 | 0 | ||
| SPRINGWORKS THERAPEUTICS INC | COM | 85205L107 | BBG00Q011TW9 | 9,408,808 | 200,230 | SH | OTR | 1 | 151,120 | 49,110 | 0 | |
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | BBG00ZHSBSC5 | 3,524,562 | 4,307 | PRN | SOLE | 4,307 | 0 | 0 | ||
| TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 | BBG00ZS09957 | 1,928,250 | 2,000 | PRN | SOLE | 2,000 | 0 | 0 | ||
| TRIUMPH GROUP INC NEW | COM | 896818101 | BBG000BM7L13 | 2,188,750 | 85,000 | SH | OTR | 1 | 63,708 | 21,292 | 0 | |
| VERVE THERAPEUTICS INC | COM | 92539P101 | BBG00P33TCZ8 | 1,407,984 | 125,377 | SH | OTR | 1 | 94,659 | 30,718 | 0 | |
| VIGIL NEUROSCIENCE INC | COM | 92673K108 | BBG00YGBK4Q4 | 3,838,014 | 482,769 | SH | OTR | 1 | 364,201 | 118,568 | 0 | |
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | BBG00WM39FZ7 | 2,966,888 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
| XEROX HOLDINGS CORP | NOTE 3.750% 3/1 | 98421MAE6 | BBG01LV8KC74 | 2,365,447 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | ||