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 | 6,643,718 | 7,343,000 | PRN | SOLE | 7,343,000 | 0 | 0 | ||
| ALKAMI TECHNOLOGY INC | NOTE 1.500% 3/1 | 01644JAB4 | 5,313,100 | 5,866,000 | PRN | SOLE | 5,866,000 | 0 | 0 | ||
| ALLIANT ENERGY CORP | NOTE 3.250% 5/3 | 018802AE8 | 1,512,202 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ALPHATEC HLDGS INC | NOTE 0.750% 3/1 | 02081GAD4 | 6,594,977 | 6,434,000 | PRN | SOLE | 6,434,000 | 0 | 0 | ||
| ARROWHEAD PHARMACEUTICALS IN | NOTE 1/1 | 04280AAC4 | 1,039,124 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| AXON ENTERPRISE INC | NOTE 9/1 | 05464CAE1 | 12,663,937 | 12,700,000 | PRN | SOLE | 12,700,000 | 0 | 0 | ||
| BAUSCH PLUS LOMB CORP | COMMON SHARES | 071705107 | 5,002,486 | 277,754 | SH | SOLE | 277,754 | 0 | 0 | ||
| BOFA FIN LLC | MTNF 0.600% 5/2 | 09709UV70 | 1,731,656 | 1,230,000 | PRN | SOLE | 1,230,000 | 0 | 0 | ||
| BOX INC | NOTE 1.500% 9/1 | 10316TAD6 | 7,400,904 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| CELCUITY INC | NOTE 0.250% 8/0 | 15102KAB6 | 5,728,999 | 5,797,000 | PRN | SOLE | 5,797,000 | 0 | 0 | ||
| CENTERPOINT ENERGY INC | NOTE 3.000% 8/0 | 15189TBR7 | 2,572,608 | 2,573,000 | PRN | SOLE | 2,573,000 | 0 | 0 | ||
| CMS ENERGY CORP | NOTE 3.375% 5/0 | 125896BX7 | 17,700,725 | 17,193,000 | PRN | SOLE | 17,193,000 | 0 | 0 | ||
| COINBASE GLOBAL INC | NOTE 10/0 | 19260QAK3 | 36,990,885 | 44,675,000 | PRN | SOLE | 44,675,000 | 0 | 0 | ||
| CRACKER BARREL OLD CTRY STOR | NOTE 1.750% 9/1 | 22410JAD8 | 6,267,094 | 6,100,000 | PRN | SOLE | 6,100,000 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 6/1 | 23248VAD7 | 1,739,553 | 929,000 | PRN | SOLE | 929,000 | 0 | 0 | ||
| DOORDASH INC | NOTE 5/1 | 25809KAB1 | 24,388,617 | 25,127,000 | PRN | SOLE | 25,127,000 | 0 | 0 | ||
| ECHOSTAR CORP | CL A | 278768106 | 3,402,264 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 1.750% 8/1 | 29415FAD6 | 1,085,388 | 1,126,000 | PRN | SOLE | 1,126,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 7,837,945 | 8,553,000 | PRN | SOLE | 8,553,000 | 0 | 0 | ||
| ETSY INC | NOTE 1.000% 6/1 | 29786AAQ9 | 1,665,995 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.625%10/0 | 298736AN9 | 15,802,182 | 18,071,000 | PRN | SOLE | 18,071,000 | 0 | 0 | ||
| FIRSTENERGY CORP | NOTE 3.875% 1/1 | 337932AV9 | 9,438,441 | 8,933,000 | PRN | SOLE | 8,933,000 | 0 | 0 | ||
| FLUENCE ENERGY INC | NOTE 2.250% 6/1 | 34379VAB9 | 4,638,363 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| FLUOR CORP | NOTE 1.125% 8/1 | 343412AJ1 | 1,241,401 | 1,003,000 | PRN | SOLE | 1,003,000 | 0 | 0 | ||
| GLOBAL PMTS INC | NOTE 1.500% 3/0 | 37940XAU6 | 9,500,063 | 10,530,000 | PRN | SOLE | 10,530,000 | 0 | 0 | ||
| GOLAR LNG LTD | NOTE 2.750%12/1 | 38046YAD3 | 5,051,542 | 4,631,000 | PRN | SOLE | 4,631,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 2.500% 6/0 | 405024AD2 | 1,520,632 | 1,323,000 | PRN | SOLE | 1,323,000 | 0 | 0 | ||
| INVESCO EXCH TRADED FD TR II | SR LN ETF | 46138G508 | 76,766,989 | 3,611,917 | SH | SOLE | 3,611,917 | 0 | 0 | ||
| IRHYTHM HOLDINGS INC | NOTE 1.500% 9/0 | 450056AB2 | 12,577,020 | 11,574,000 | PRN | SOLE | 11,574,000 | 0 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 4,073,003 | 36,435 | SH | SOLE | 36,435 | 0 | 0 | ||
| ISHARES TR | BROAD USD HIGH | 46435U853 | 29,954,330 | 830,943 | SH | SOLE | 830,943 | 0 | 0 | ||
| ITRON INC | NOTE 1.375% 7/1 | 465741AQ9 | 2,000,522 | 2,069,000 | PRN | SOLE | 2,069,000 | 0 | 0 | ||
| JBT MAREL CORPORATION | NOTE 0.375% 9/1 | 477839AE4 | 8,776,513 | 9,815,000 | PRN | SOLE | 9,815,000 | 0 | 0 | ||
| JELD-WEN HLDG INC | COM | 47580P103 | 1,067,847 | 548,803 | SH | SOLE | 548,803 | 0 | 0 | ||
| LCI INDS | NOTE 3.000% 3/0 | 501812AD3 | 6,435,789 | 6,339,000 | PRN | SOLE | 6,339,000 | 0 | 0 | ||
| LYFT INC | NOTE 9/1 | 55087PAF1 | 9,399,989 | 9,625,000 | PRN | SOLE | 9,625,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.750% 6/0 | 595017BG8 | 1,713,425 | 1,675,000 | PRN | SOLE | 1,675,000 | 0 | 0 | ||
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 | 1,027,954 | 559,000 | PRN | SOLE | 559,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 0.750% 9/1 | 62886HBX8 | 41,933,132 | 49,384,000 | PRN | SOLE | 49,384,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 0.875% 4/1 | 62886HBT7 | 2,572,507 | 2,809,000 | PRN | SOLE | 2,809,000 | 0 | 0 | ||
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 5,535,067 | 5,345,000 | PRN | SOLE | 5,345,000 | 0 | 0 | ||
| NUVATION BIO INC | NOTE 0.750% 7/0 | 67080NAA9 | 4,179,010 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| PINNACLE WEST CAP CORP | NOTE 4.750% 6/1 | 723484AK7 | 10,224,204 | 9,375,000 | PRN | SOLE | 9,375,000 | 0 | 0 | ||
| RAMACO RES INC | NOTE 11/0 | 75134PAB1 | 3,902,581 | 6,112,000 | PRN | SOLE | 6,112,000 | 0 | 0 | ||
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 11,520,760 | 11,726,000 | PRN | SOLE | 11,726,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 1.000%12/1 | 759916AD1 | 6,209,013 | 5,183,000 | PRN | SOLE | 5,183,000 | 0 | 0 | ||
| RIVIAN AUTOMOTIVE INC | NOTE 3.625%10/1 | 76954AAD5 | 19,257,311 | 18,405,000 | PRN | SOLE | 18,405,000 | 0 | 0 | ||
| SITIME CORP | NOTE 6/1 | 82982TAA4 | 12,637,411 | 12,309,000 | PRN | SOLE | 12,309,000 | 0 | 0 | ||
| SOUTHERN CO | NOTE 3.250% 6/1 | 842587ED5 | 2,943,208 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SPDR SERIES TRUST | ST TERM HIGH ETF | 78468R408 | 24,408,473 | 996,033 | SH | SOLE | 996,033 | 0 | 0 | ||
| SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 | 21,685,804 | 21,400,000 | PRN | SOLE | 21,400,000 | 0 | 0 | ||
| T1 ENERGY INC | NOTE 4.000% 4/1 | 35834FAC8 | 1,284,332 | 1,350,000 | PRN | SOLE | 1,350,000 | 0 | 0 | ||
| T1 ENERGY INC | NOTE 5.250%12/0 | 35834FAB0 | 1,840,764 | 1,850,000 | PRN | SOLE | 1,850,000 | 0 | 0 | ||
| TEMPUS AI INC | NOTE 0.750% 7/1 | 88023BAE3 | 3,727,665 | 2,883,000 | PRN | SOLE | 2,883,000 | 0 | 0 | ||
| TETRA TECH INC NEW | DBCV 2.250% 8/1 | 88162GAB9 | 7,581,283 | 6,906,000 | PRN | SOLE | 6,906,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 0.875%12/0 | 90353TAM2 | 2,939,886 | 2,561,000 | PRN | SOLE | 2,561,000 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 1.000%11/1 | 91680MAF4 | 7,932,211 | 10,537,000 | PRN | SOLE | 10,537,000 | 0 | 0 | ||
| UWM HOLDINGS CORPORATION | COM CL A | 91823B109 | 2,513,919 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| VARONIS SYS INC | NOTE 1.000% 9/1 | 922280AD4 | 32,721,055 | 33,005,000 | PRN | SOLE | 33,005,000 | 0 | 0 | ||
| VIASAT INC | COM | 92552V100 | 5,032,921 | 67,119 | SH | SOLE | 67,119 | 0 | 0 | ||
| VIKING THERAPEUTICS INC | NOTE 2.000%10/1 | 92686JAA4 | 2,548,090 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| WEC ENERGY GROUP INC | NOTE 3.375% 6/0 | 92939UAT3 | 11,754,684 | 11,600,000 | PRN | SOLE | 11,600,000 | 0 | 0 | ||
| WEC ENERGY GROUP INC | NOTE 4.375% 6/0 | 92939UAR7 | 712,682 | 635,000 | PRN | SOLE | 635,000 | 0 | 0 | ||
| WEC ENERGY GROUP INC | NOTE 4.375% 6/0 | 92939UAP1 | 1,031,779 | 950,000 | PRN | SOLE | 950,000 | 0 | 0 | ||
| WILLIS LEASE FIN CORP | NOTE 2.500% 5/1 | 970646AA3 | 3,246,742 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||