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 | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ADVANCED ENERGY INDS | NOTE 2.500% 9/1 | 007973AE0 | 24,417,000 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 188,640 | 192,000 | PRN | SOLE | 192,000 | 0 | 0 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 442,279 | 7,260 | SH | SOLE | 7,260 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 8,862,813 | 8,975,000 | PRN | SOLE | 8,975,000 | 0 | 0 | ||
| GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 24,625 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 32,270,758 | 5,018,000 | PRN | SOLE | 5,018,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 | 5,369,874 | 5,556,000 | PRN | SOLE | 5,556,000 | 0 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 17,396,055 | 18,027,000 | PRN | SOLE | 18,027,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 542,849 | 548,000 | PRN | SOLE | 548,000 | 0 | 0 | ||
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 1,996,388 | 2,085,000 | PRN | SOLE | 2,085,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 | 6,996,735 | 6,988,000 | PRN | SOLE | 6,988,000 | 0 | 0 | ||
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 2,473,500 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 | 6,835,290 | 7,260,000 | PRN | SOLE | 7,260,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 8,064,000 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 4,722,390 | 4,932,000 | PRN | SOLE | 4,932,000 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 9,058,704 | 9,206,000 | PRN | SOLE | 9,206,000 | 0 | 0 | ||
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 2,568,240 | 2,610,000 | PRN | SOLE | 2,610,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 33,487 | 34,000 | PRN | SOLE | 34,000 | 0 | 0 | ||
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 2,622,122 | 2,677,000 | PRN | SOLE | 2,677,000 | 0 | 0 | ||