The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
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 |
ADAM NAT RES FD INC | COM | 00548F105 | 42 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 14,862 | 14,070,000 | PRN | SOLE | 0 | 0 | 0 | ||
ALLIANT ENERGY CORP | NOTE 3.875% 3/1 | 018802AC2 | 6,731 | 6,821,000 | PRN | SOLE | 0 | 0 | 0 | ||
ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 21,494 | 22,890,000 | PRN | SOLE | 0 | 0 | 0 | ||
ALTAIR ENGR INC | NOTE 1.750% 6/1 | 021369AC7 | 1,644 | 1,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 2,328 | 2,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
AMPRIUS TECHNOLOGIES INC | *W EXP 09/14/202 | 03214Q116 | 261 | 1,089,409 | SH | SOLE | 1,089,409 | 0 | 0 | ||
ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | 15,161 | 13,115,000 | PRN | SOLE | 0 | 0 | 0 | ||
BLACKROCK FLOATING RATE INCO | COM | 09255X100 | 273 | 21,095 | SH | SOLE | 21,095 | 0 | 0 | ||
BLOCK INC | NOTE 5/0 | 852234AJ2 | 223 | 249,000 | PRN | SOLE | 0 | 0 | 0 | ||
BRAEMAR HOTELS & RESORTS INC | COM | 10482B101 | 4,203 | 2,101,511 | SH | SOLE | 2,101,511 | 0 | 0 | ||
BRAEMAR HOTELS & RESORTS INC | NOTE 4.500% 6/0 | 10482BAB7 | 17,826 | 20,490,000 | PRN | SOLE | 0 | 0 | 0 | ||
BROOKDALE SR LIVING INC | NOTE 2.000%10/1 | 112463AC8 | 10,976 | 11,210,000 | PRN | SOLE | 0 | 0 | 0 | ||
CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 217 | 248,000 | PRN | SOLE | 0 | 0 | 0 | ||
CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 1,357 | 1,313,000 | PRN | SOLE | 0 | 0 | 0 | ||
CHEGG INC | NOTE 9/0 | 163092AF6 | 167 | 199,000 | PRN | SOLE | 0 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 3,733 | 2,262,294 | SH | SOLE | 2,262,294 | 0 | 0 | ||
CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 4,732 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
COMPLETE SOLARIA INC | *W EXP 07/31/202 | 20460L112 | 1 | 25,171 | SH | SOLE | 25,171 | 0 | 0 | ||
CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 11,765 | 12,840,000 | PRN | SOLE | 0 | 0 | 0 | ||
CRACKER BARREL OLD CTRY STOR | NOTE 0.625% 6/1 | 22410JAB2 | 220 | 249,000 | PRN | SOLE | 0 | 0 | 0 | ||
CURIOSITYSTREAM INC | COM CL A | 23130Q107 | 7 | 6,310 | SH | SOLE | 6,310 | 0 | 0 | ||
CUTERA INC | NOTE 2.250% 6/0 | 232109AD0 | 1,701 | 7,140,000 | PRN | SOLE | 0 | 0 | 0 | ||
CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 1,670 | 7,775,000 | PRN | SOLE | 0 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 4,051 | 2,870,000 | PRN | SOLE | 0 | 0 | 0 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 3,262 | 2,965,000 | PRN | SOLE | 0 | 0 | 0 | ||
ENERGY TRANSFER L P | COM UT LTD PTN | 29273V100 | 236 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 2,648 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 791 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 11,456 | 12,387,000 | PRN | SOLE | 0 | 0 | 0 | ||
FINANCE OF AMERICA COMPAN | *W EXP 04/08/202 | 31738L115 | 16 | 502,865 | SH | SOLE | 502,865 | 0 | 0 | ||
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 43,324 | 41,895,000 | PRN | SOLE | 0 | 0 | 0 | ||
FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 138 | 137,837 | PRN | SOLE | 0 | 0 | 0 | ||
FREYR BATTERY INC | *W EXP 07/09/202 | 35834F112 | 58 | 346,411 | SH | SOLE | 346,411 | 0 | 0 | ||
GREAT AJAX CORP | 7.25 CV SR NT 24 | 38983D409 | 1 | 27 | SH | SOLE | 27 | 0 | 0 | ||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 3,283 | 4,840,000 | PRN | SOLE | 0 | 0 | 0 | ||
HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 20 | 22,000 | PRN | SOLE | 0 | 0 | 0 | ||
HERTZ GLOBAL HLDGS INC | *W EXP 06/30/205 | 42806J148 | 2,956 | 662,136 | SH | SOLE | 662,136 | 0 | 0 | ||
IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 6,750 | 7,240,000 | PRN | SOLE | 0 | 0 | 0 | ||
INNOVATE CORP | NOTE 7.500% 8/0 | 404139AG2 | 4,277 | 12,203,000 | PRN | SOLE | 0 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 3,650 | 3,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 2,067 | 1,430,000 | PRN | SOLE | 0 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 | 7,205 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 45,792 | 46,135,000 | PRN | SOLE | 0 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 118 | 120,000 | PRN | SOLE | 0 | 0 | 0 | ||
JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 26,150 | 28,176,000 | PRN | SOLE | 0 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 562 | 563,000 | PRN | SOLE | 0 | 0 | 0 | ||
LANDSEA HOMES CORP | *W EXP 01/08/202 | 51509P111 | 943 | 2,194,348 | SH | SOLE | 2,194,348 | 0 | 0 | ||
LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 2,775 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
LANVIN GROUP HOLDINGS LIMITE | *W EXP 01/14/202 | G5380J118 | 41 | 1,334,846 | SH | SOLE | 1,334,846 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 91 | 220,000 | PRN | SOLE | 0 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 49,669 | 40,349,000 | PRN | SOLE | 0 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 1,693 | 1,670,000 | PRN | SOLE | 0 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 167 | 150,000 | PRN | SOLE | 0 | 0 | 0 | ||
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 202 | 207,000 | PRN | SOLE | 0 | 0 | 0 | ||
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 161 | 162,000 | PRN | SOLE | 0 | 0 | 0 | ||
MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 43,334 | 40,011,000 | PRN | SOLE | 0 | 0 | 0 | ||
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 32,122 | 24,435,000 | PRN | SOLE | 0 | 0 | 0 | ||
MIRION TECHNOLOGIES INC | *W EXP 10/20/202 | 60471A119 | 4,264 | 1,907,649 | SH | SOLE | 1,907,649 | 0 | 0 | ||
NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 9,367 | 9,900,000 | PRN | SOLE | 0 | 0 | 0 | ||
NET POWER INC | *W EXP 06/08/202 | 64107A113 | 3,820 | 1,258,513 | SH | SOLE | 1,258,513 | 0 | 0 | ||
NICE LTD | NOTE 9/1 | 653656AB4 | 263 | 250,000 | PRN | SOLE | 0 | 0 | 0 | ||
NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 7,311 | 6,005,000 | PRN | SOLE | 0 | 0 | 0 | ||
NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 144 | 158,000 | PRN | SOLE | 0 | 0 | 0 | ||
NUSCALE PWR CORP | *W EXP 05/02/202 | 67079K118 | 49 | 59,739 | SH | SOLE | 59,739 | 0 | 0 | ||
NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 3,071 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
NUVEEN CR STRATEGIES INCOME | COM SHS | 67073D102 | 1,363 | 244,762 | SH | SOLE | 244,762 | 0 | 0 | ||
NUVEEN FLOATING RATE INCOME | COM | 67072T108 | 38 | 4,387 | SH | SOLE | 4,387 | 0 | 0 | ||
NWTN INC | *W EXP 12/31/202 | G6693P114 | 4 | 64,571 | SH | SOLE | 64,571 | 0 | 0 | ||
OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 223 | 242,000 | PRN | SOLE | 0 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 1,697 | 1,720,000 | PRN | SOLE | 0 | 0 | 0 | ||
OSISKO DEVELOPMENT CORP | COM NEW | 68828E809 | 1,332 | 625,200 | SH | SOLE | 625,200 | 0 | 0 | ||
PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 2,404 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
PAYSAFE LIMITED | *W EXP 03/30/202 | G6964L115 | 12 | 399,748 | SH | SOLE | 399,748 | 0 | 0 | ||
PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 | 2,829 | 2,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 2,817 | 3,130,000 | PRN | SOLE | 0 | 0 | 0 | ||
PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 273 | 287,000 | PRN | SOLE | 0 | 0 | 0 | ||
PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 16,683 | 16,775,000 | PRN | SOLE | 0 | 0 | 0 | ||
PIONEER FLOATING RATE FUND I | COM | 72369J102 | 63 | 6,511 | SH | SOLE | 6,511 | 0 | 0 | ||
POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 2,251 | 2,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 | 49,205 | 51,305,000 | PRN | SOLE | 0 | 0 | 0 | ||
PURECYCLE TECHNOLOGIES INC | *W EXP 03/17/202 | 74623V111 | 660 | 343,683 | SH | SOLE | 343,683 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 440 | 489,000 | PRN | SOLE | 0 | 0 | 0 | ||
RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 2,424 | 3,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
RLJ LODGING TR | CUM CONV PFD A | 74965L200 | 229 | 9,266 | SH | SOLE | 9,266 | 0 | 0 | ||
ROADZEN INC | *W EXP 11/30/202 | G7606H116 | 14 | 150,602 | SH | SOLE | 150,602 | 0 | 0 | ||
RUMBLE INC | *W EXP 09/16/202 | 78137L113 | 2,497 | 1,097,695 | SH | SOLE | 1,097,695 | 0 | 0 | ||
SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 1,325 | 1,320,000 | PRN | SOLE | 0 | 0 | 0 | ||
SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 182 | 150,000 | PRN | SOLE | 0 | 0 | 0 | ||
SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 143 | 167,000 | PRN | SOLE | 0 | 0 | 0 | ||
SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 | 4,648 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
SIMPLIFY EXCHANGE TRADED FUN | SIMPLIFY INTERST | 82889N855 | 603 | 13,450 | SH | SOLE | 13,450 | 0 | 0 | ||
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 1,381 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 2,281 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
SOUTHERN CO | NOTE 3.875%12/1 | 842587DP9 | 1,796 | 1,800,000 | PRN | SOLE | 0 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 60,655 | 60,105,000 | PRN | SOLE | 0 | 0 | 0 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 229 | 249,000 | PRN | SOLE | 0 | 0 | 0 | ||
SSR MINING IN | NOTE 2.500% 4/0 | 784730AB9 | 30,906 | 34,510,000 | PRN | SOLE | 0 | 0 | 0 | ||
SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 2,959 | 3,311,000 | PRN | SOLE | 0 | 0 | 0 | ||
SUNOPTA INC | COM | 8676EP108 | 3,244 | 472,242 | SH | SOLE | 472,242 | 0 | 0 | ||
TH INTERNATIONAL LIMITED | ORDINARY SHARES | G8656L106 | 1,583 | 1,376,465 | SH | SOLE | 1,376,465 | 0 | 0 | ||
THE BEAUTY HEALTH COMPANY | COM CL A | 88331L108 | 1,520 | 342,404 | SH | SOLE | 342,404 | 0 | 0 | ||
TRUMP MEDIA & TECHNOLOGY GRO | *W EXP 03/25/202 | 25400Q113 | 10,024 | 366,776 | SH | SOLE | 366,776 | 0 | 0 | ||
TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 22,386 | 22,204,000 | PRN | SOLE | 0 | 0 | 0 | ||
URBAN ONE INC | CL A | 91705J105 | 1,582 | 585,978 | SH | SOLE | 585,978 | 0 | 0 | ||
URBAN ONE INC | CL D NON VTG | 91705J204 | 6,849 | 3,357,350 | SH | SOLE | 3,357,350 | 0 | 0 | ||
VANGUARD BD INDEX FDS | VANGUARD ULTRA | 92203C303 | 4,955 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 13,917 | 12,585,000 | PRN | SOLE | 0 | 0 | 0 | ||
WEATHERFORD INTL PLC | ORD SHS | G48833118 | 54 | 467 | SH | SOLE | 467 | 0 | 0 | ||
WESTROCK COFFEE CO | *W EXP 08/29/202 | 96145W111 | 6,998 | 3,062,729 | SH | SOLE | 3,062,729 | 0 | 0 | ||
WHOLE EARTH BRANDS INC | *W EXP 06/25/202 | 96684W126 | 185 | 3,379,875 | SH | SOLE | 3,379,875 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 3,094 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 |