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 |
| AEROVIRONMENT INC | NOTE 7/1 | 008073AA6 | 12,536,419 | 12,843,000 | PRN | SOLE | 12,843,000 | 0 | 0 | ||
| ALKAMI TECHNOLOGY INC | NOTE 1.500% 3/1 | 01644JAB4 | 4,469,056 | 4,566,000 | PRN | SOLE | 4,566,000 | 0 | 0 | ||
| ALLIANT ENERGY CORP | NOTE 3.250% 5/3 | 018802AE8 | 1,656,679 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ALPHABET INC | DEP SHS RP1/20 A | 02079K404 | 510,292 | 9,050 | SH | SOLE | 9,050 | 0 | 0 | ||
| ALPHATEC HLDGS INC | NOTE 0.750% 3/1 | 02081GAD4 | 6,501,861 | 6,634,000 | PRN | SOLE | 6,634,000 | 0 | 0 | ||
| ARROWHEAD PHARMACEUTICALS IN | NOTE 1/1 | 04280AAC4 | 7,033,666 | 5,752,000 | PRN | SOLE | 5,752,000 | 0 | 0 | ||
| BAUSCH PLUS LOMB CORP | COMMON SHARES | 071705107 | 3,605,406 | 205,665 | SH | SOLE | 205,665 | 0 | 0 | ||
| BLACKLINE INC | NOTE 1.000% 6/0 | 09239BAF6 | 13,105,056 | 13,966,000 | PRN | SOLE | 13,966,000 | 0 | 0 | ||
| BOFA FIN LLC | MTNF 0.600% 5/2 | 09709UV70 | 10,991,188 | 8,646,000 | PRN | SOLE | 8,646,000 | 0 | 0 | ||
| CELCUITY INC | NOTE 0.250% 8/0 | 15102KAB6 | 7,034,206 | 6,047,000 | PRN | SOLE | 6,047,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 2.000% 3/1 | 163072AC5 | 8,902,308 | 6,793,000 | PRN | SOLE | 6,793,000 | 0 | 0 | ||
| CMS ENERGY CORP | NOTE 3.375% 5/0 | 125896BX7 | 19,505,563 | 17,254,000 | PRN | SOLE | 17,254,000 | 0 | 0 | ||
| CRACKER BARREL OLD CTRY STOR | NOTE 1.750% 9/1 | 22410JAD8 | 6,736,902 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 6/1 | 23248VAD7 | 6,938,075 | 4,037,000 | PRN | SOLE | 4,037,000 | 0 | 0 | ||
| DATADOG INC | NOTE 12/0 | 23804LAD5 | 7,194,524 | 4,945,000 | PRN | SOLE | 4,945,000 | 0 | 0 | ||
| DOORDASH INC | NOTE 5/1 | 25809KAB1 | 28,617,231 | 28,427,000 | PRN | SOLE | 28,427,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 2,723,292 | 2,691,000 | PRN | SOLE | 2,691,000 | 0 | 0 | ||
| ECHOSTAR CORP | CL A | 278768106 | 7,628,178 | 71,000 | SH | SOLE | 71,000 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 1.750% 8/1 | 29415FAD6 | 1,138,340 | 1,126,000 | PRN | SOLE | 1,126,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 11,931,275 | 11,453,000 | PRN | SOLE | 11,453,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 43,826,714 | 47,887,000 | PRN | SOLE | 47,887,000 | 0 | 0 | ||
| ETSY INC | NOTE 1.000% 6/1 | 29786AAQ9 | 8,506,102 | 7,223,000 | PRN | SOLE | 7,223,000 | 0 | 0 | ||
| FIRSTENERGY CORP | NOTE 3.875% 1/1 | 337932AV9 | 9,899,887 | 8,633,000 | PRN | SOLE | 8,633,000 | 0 | 0 | ||
| FLUENCE ENERGY INC | NOTE 2.250% 6/1 | 34379VAB9 | 6,876,187 | 5,250,000 | PRN | SOLE | 5,250,000 | 0 | 0 | ||
| FLUOR CORP | NOTE 1.125% 8/1 | 343412AJ1 | 1,334,993 | 1,003,000 | PRN | SOLE | 1,003,000 | 0 | 0 | ||
| GAMESTOP CORP | NOTE 4/0 | 36467WAE9 | 2,437,046 | 2,328,000 | PRN | SOLE | 2,328,000 | 0 | 0 | ||
| GAMESTOP CORP NEW | *W EXP 10/30/202 | 36467W117 | 36,120 | 12,734 | SH | SOLE | 12,734 | 0 | 0 | ||
| GLOBAL PMTS INC | NOTE 1.500% 3/0 | 37940XAU6 | 2,742,150 | 3,030,000 | PRN | SOLE | 3,030,000 | 0 | 0 | ||
| GOLAR LNG LTD | NOTE 2.750%12/1 | 38046YAD3 | 6,447,972 | 5,631,000 | PRN | SOLE | 5,631,000 | 0 | 0 | ||
| GRAFTECH INTL LTD SR NT | COM NEW | 384313607 | 1,521,978 | 243,153 | SH | SOLE | 243,153 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 2.500% 6/0 | 405024AD2 | 1,346,660 | 1,323,000 | PRN | SOLE | 1,323,000 | 0 | 0 | ||
| INTEGER HLDGS CORP | DBCV 1.875% 3/1 | 45826HAD1 | 14,257,674 | 14,394,000 | PRN | SOLE | 14,394,000 | 0 | 0 | ||
| INVESCO EXCH TRADED FD TR II | SR LN ETF | 46138G508 | 57,199,048 | 2,753,854 | SH | SOLE | 2,753,854 | 0 | 0 | ||
| IRHYTHM HOLDINGS INC | NOTE 1.500% 9/0 | 450056AB2 | 4,024,342 | 3,574,000 | PRN | SOLE | 3,574,000 | 0 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 4,547,534 | 36,435 | SH | SOLE | 36,435 | 0 | 0 | ||
| ISHARES TR | BROAD USD HIGH | 46435U853 | 51,547,059 | 1,363,449 | SH | SOLE | 1,363,449 | 0 | 0 | ||
| ITRON INC | NOTE 1.375% 7/1 | 465741AQ9 | 7,607,743 | 7,441,000 | PRN | SOLE | 7,441,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 | 2,654,745 | 1,548,000 | PRN | SOLE | 1,548,000 | 0 | 0 | ||
| JD.COM INC | NOTE 0.250% 6/0 | 47215PAJ5 | 2,137,598 | 2,173,000 | PRN | SOLE | 2,173,000 | 0 | 0 | ||
| JELD-WEN HLDG INC | COM | 47580P103 | 1,901,287 | 1,196,882 | SH | SOLE | 1,196,882 | 0 | 0 | ||
| LCI INDS | NOTE 3.000% 3/0 | 501812AD3 | 8,410,061 | 7,307,000 | PRN | SOLE | 7,307,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 1,751,916 | 1,353,000 | PRN | SOLE | 1,353,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.875% 1/1 | 538034BC2 | 2,961,470 | 2,449,000 | PRN | SOLE | 2,449,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 | 9,196,426 | 9,337,000 | PRN | SOLE | 9,337,000 | 0 | 0 | ||
| MERIT MED SYS INC | NOTE 3.000% 2/0 | 589889AB0 | 5,608,179 | 4,970,000 | PRN | SOLE | 4,970,000 | 0 | 0 | ||
| MERITAGE HOMES CORP | NOTE 1.750% 5/1 | 59001ABF8 | 5,504,332 | 5,190,000 | PRN | SOLE | 5,190,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.750% 6/0 | 595017BG8 | 3,500,460 | 3,175,000 | PRN | SOLE | 3,175,000 | 0 | 0 | ||
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 | 1,648,131 | 559,000 | PRN | SOLE | 559,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 0.875% 4/1 | 62886HBT7 | 3,161,979 | 2,828,000 | PRN | SOLE | 2,828,000 | 0 | 0 | ||
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 8,277,030 | 8,400,000 | PRN | SOLE | 8,400,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 0.500%12/1 | 67059NAK4 | 13,180,371 | 13,095,000 | PRN | SOLE | 13,095,000 | 0 | 0 | ||
| NUVATION BIO INC | NOTE 0.750% 7/0 | 67080NAA9 | 3,205,568 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| ONITY GROUP INC | COM NEW | 675746606 | 3,189,061 | 76,885 | SH | SOLE | 76,885 | 0 | 0 | ||
| PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 | 32,842,862 | 32,542,000 | PRN | SOLE | 32,542,000 | 0 | 0 | ||
| PINNACLE WEST CAP CORP | NOTE 4.750% 6/1 | 723484AK7 | 7,713,403 | 6,400,000 | PRN | SOLE | 6,400,000 | 0 | 0 | ||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 5,374,418 | 5,063,000 | PRN | SOLE | 5,063,000 | 0 | 0 | ||
| RAMACO RES INC | NOTE 11/0 | 75134PAB1 | 4,654,851 | 6,112,000 | PRN | SOLE | 6,112,000 | 0 | 0 | ||
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 11,508,038 | 11,910,000 | PRN | SOLE | 11,910,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 1.000%12/1 | 759916AD1 | 13,045,869 | 12,478,000 | PRN | SOLE | 12,478,000 | 0 | 0 | ||
| RIVIAN AUTOMOTIVE INC | NOTE 3.625%10/1 | 76954AAD5 | 16,417,531 | 14,905,000 | PRN | SOLE | 14,905,000 | 0 | 0 | ||
| RUBRIK INC. | NOTE 6/1 | 781154AD1 | 6,564,491 | 6,335,000 | PRN | SOLE | 6,335,000 | 0 | 0 | ||
| SITIME CORP | NOTE 6/1 | 82982TAA4 | 12,215,127 | 10,809,000 | PRN | SOLE | 10,809,000 | 0 | 0 | ||
| SOUTHERN CO | NOTE 3.250% 6/1 | 842587ED5 | 4,052,038 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| SPDR SERIES TRUST | ST TERM HIGH ETF | 78468R408 | 16,988,399 | 668,051 | SH | SOLE | 668,051 | 0 | 0 | ||
| STRATEGY INC | NOTE 12/0 | 594972AS0 | 6,520,279 | 7,544,000 | PRN | SOLE | 7,544,000 | 0 | 0 | ||
| SUPER MICRO COMPUTER INC | 7 DEP CM SR A WI | 86800U500 | 4,215,662 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
| SUPER MICRO COMPUTER INC | NOTE 6/1 | 86800UAF1 | 23,365,806 | 25,964,000 | PRN | SOLE | 25,964,000 | 0 | 0 | ||
| T1 ENERGY INC | NOTE 4.000% 4/1 | 35834FAC8 | 2,394,927 | 1,350,000 | PRN | SOLE | 1,350,000 | 0 | 0 | ||
| T1 ENERGY INC | NOTE 5.250%12/0 | 35834FAB0 | 3,288,734 | 1,850,000 | PRN | SOLE | 1,850,000 | 0 | 0 | ||
| TETRA TECH INC NEW | DBCV 2.250% 8/1 | 88162GAB9 | 9,229,501 | 8,406,000 | SH | SOLE | 8,406,000 | 0 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 0.500% 5/1 | 89422GAB3 | 2,688,765 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| TRIP COM GROUP LTD | NOTE 0.750% 6/1 | 89677QAB3 | 7,057,197 | 7,050,000 | PRN | SOLE | 7,050,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 0.875%12/0 | 90353TAM2 | 3,429,564 | 2,861,000 | PRN | SOLE | 2,861,000 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 1.000%11/1 | 91680MAF4 | 8,807,242 | 10,553,000 | PRN | SOLE | 10,553,000 | 0 | 0 | ||
| VARONIS SYS INC | NOTE 1.000% 9/1 | 922280AD4 | 16,328,714 | 16,701,000 | PRN | SOLE | 16,701,000 | 0 | 0 | ||
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 | 15,976,695 | 565,883 | SH | SOLE | 565,883 | 0 | 0 | ||
| WEC ENERGY GROUP INC | NOTE 3.375% 6/0 | 92939UAT3 | 8,605,673 | 8,100,000 | PRN | SOLE | 8,100,000 | 0 | 0 | ||
| WEC ENERGY GROUP INC | NOTE 4.375% 6/0 | 92939UAR7 | 1,660,601 | 1,335,000 | PRN | SOLE | 1,335,000 | 0 | 0 | ||
| WEC ENERGY GROUP INC | NOTE 4.375% 6/0 | 92939UAP1 | 2,681,938 | 2,208,000 | PRN | SOLE | 2,208,000 | 0 | 0 | ||
| WILLIS LEASE FIN CORP | NOTE 2.500% 5/1 | 970646AA3 | 4,010,659 | 3,600,000 | PRN | SOLE | 3,600,000 | 0 | 0 | ||