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 |
CARTESIAN GROWTH CORP II | *W EXP 07/12/202 | G19305120 | 52,325 | 402,500 | SH | SOLE | 402,500 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 2,301,250 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 1,480,526 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 2,836,350 | 2,865,000 | PRN | SOLE | 2,865,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 4,458,980 | 4,520,000 | PRN | SOLE | 4,520,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 6,894,100 | 7,100,000 | PRN | SOLE | 7,100,000 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 2,223,240 | 2,292,000 | PRN | SOLE | 2,292,000 | 0 | 0 | ||
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 5,031,715 | 5,057,000 | PRN | SOLE | 5,057,000 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 28,656,633 | 13,495,000 | PRN | SOLE | 13,495,000 | 0 | 0 | ||
OPPFI INC | COM CL A | 68386H103 | 304,323 | 59,438 | SH | SOLE | 59,438 | 0 | 0 | ||
OPPFI INC | *W EXP 07/20/202 | 68386H111 | 11,590 | 29,719 | SH | SOLE | 29,719 | 0 | 0 | ||
PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 5,167,865 | 5,314,000 | PRN | SOLE | 5,314,000 | 0 | 0 | ||
PHARVARIS N V | COM | N69605108 | 5,077 | 181 | SH | SOLE | 181 | 0 | 0 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 4,405,825 | 1,805,000 | PRN | SOLE | 1,805,000 | 0 | 0 | ||
PROFRAC HLDG CORP | CLASS A COM | 74319N100 | 69,231 | 8,164 | SH | SOLE | 8,164 | 0 | 0 | ||
REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 4,900 | 5,000 | PRN | SOLE | 5,000 | 0 | 0 | ||
SHATTUCK LABS INC | COM | 82024L103 | 281,400 | 39,467 | SH | SOLE | 39,467 | 0 | 0 | ||
SOLARIS OILFIELD INFRASTRUCT | COM CL A | 83418M103 | 382,390 | 48,039 | SH | SOLE | 48,039 | 0 | 0 | ||
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 47,639,600 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 20,273,580 | 20,355,000 | PRN | SOLE | 20,355,000 | 0 | 0 |