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 |
| ARBOR REALTY TRUST INC | NOTE 7.500% 8/0 | 038923BA5 | 2,722,500 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | |||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 21,311,238 | 21,581,000 | PRN | SOLE | 21,581,000 | 0 | 0 | |||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 1,524,495 | 1,536,000 | PRN | SOLE | 1,536,000 | 0 | 0 | |||
| CARTESIAN GROWTH CORP II | *W EXP 07/12/202 | G19305120 | 40,653 | 402,500 | SH | SOLE | 402,500 | 0 | 0 | |||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 4,625,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | |||
| EAGLE BULK SHIPPING INC | NOTE 5.000% 8/0 | 269442AB5 | 31,431,324 | 15,031,000 | PRN | SOLE | 15,031,000 | 0 | 0 | |||
| FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 2,104,500 | 2,300,000 | PRN | SOLE | 2,300,000 | 0 | 0 | |||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 92,738 | 97,000 | PRN | SOLE | 97,000 | 0 | 0 | |||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 26,951,236 | 27,196,000 | PRN | SOLE | 27,196,000 | 0 | 0 | |||
| KVH INDS INC | COM | 482738101 | 15,020 | 3,230 | SH | SOLE | 3,230 | 0 | 0 | |||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 1,441,325 | 684,000 | PRN | SOLE | 684,000 | 0 | 0 | |||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 13,886,225 | 14,062,000 | PRN | SOLE | 14,062,000 | 0 | 0 | |||
| PROFRAC HLDG CORP | CLASS A COM | 74319N100 | 60,495 | 8,164 | SH | SOLE | 8,164 | 0 | 0 | |||
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 4,008,615 | 4,044,000 | PRN | SOLE | 4,044,000 | 0 | 0 | |||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 4,749,135 | 4,773,000 | PRN | SOLE | 4,773,000 | 0 | 0 | |||
| SHATTUCK LABS INC | COM | 82024L103 | 152,343 | 39,467 | SH | SOLE | 39,467 | 0 | 0 | |||
| TURNING PT BRANDS INC | NOTE 2.500% 7/1 | 90041LAE5 | 12,820,523 | 12,907,000 | PRN | SOLE | 12,907,000 | 0 | 0 | |||