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 |
| AMERICAN ELEC PWR CO INC | UNIT 08/15/2023 | 02557T307 | 3,922,087 | 78,947 | SH | SOLE | 78,947 | 0 | 0 | |||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 9,899,366 | 9,993,000 | PRN | SOLE | 9,993,000 | 0 | 0 | |||
| CARTESIAN GROWTH CORP II | *W EXP 07/12/202 | G19305120 | 63,152 | 402,500 | SH | SOLE | 402,500 | 0 | 0 | |||
| CNO FINL GROUP INC | COM | 12621E103 | 24 | 1 | SH | SOLE | 1 | 0 | 0 | |||
| COLOMBIER ACQUISITION CORP | CL A | 19533H108 | 256,750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | |||
| DA32 LIFE SCNCE TEC ACQSTN C | CLASS A COM | 23312M106 | 256,531 | 25,003 | SH | SOLE | 25,003 | 0 | 0 | |||
| HELLO GROUP INC | NOTE 1.250% 7/0 | 60879BAB3 | 3,811,507 | 3,891,000 | PRN | SOLE | 3,891,000 | 0 | 0 | |||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 2,905,500 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | |||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 1,032,710 | 1,040,000 | PRN | SOLE | 1,040,000 | 0 | 0 | |||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 10,249,222 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | |||
| NEXPOINT RESIDENTIAL TR INC | COM | 65341D102 | 1,228 | 27 | SH | SOLE | 27 | 0 | 0 | |||
| NEXTERA ENERGY INC | UNIT 09/01/2023 | 65339F739 | 3,914,114 | 79,831 | SH | SOLE | 79,831 | 0 | 0 | |||
| OPPFI INC | COM CL A | 68386H103 | 121,254 | 59,438 | SH | SOLE | 59,438 | 0 | 0 | |||
| OPPFI INC | *W EXP 07/20/202 | 68386H111 | 2,080 | 29,719 | SH | SOLE | 29,719 | 0 | 0 | |||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 30,859,440 | 14,488,000 | PRN | SOLE | 14,488,000 | 0 | 0 | |||
| PROFRAC HLDG CORP | CLASS A COM | 74319N100 | 91,110 | 8,164 | SH | SOLE | 8,164 | 0 | 0 | |||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 6,591,207 | 6,666,000 | PRN | SOLE | 6,666,000 | 0 | 0 | |||
| SHATTUCK LABS INC | COM | 82024L103 | 123,137 | 39,467 | SH | SOLE | 39,467 | 0 | 0 | |||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 2,725,295 | 2,757,000 | PRN | SOLE | 2,757,000 | 0 | 0 | |||
| TILRAY BRANDS INC | NOTE 5.000%10/0 | 88688TAB6 | 4,887,074 | 4,962,000 | PRN | SOLE | 4,962,000 | 0 | 0 | |||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 11,935,515 | 12,311,000 | PRN | SOLE | 12,311,000 | 0 | 0 | |||