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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 13,479,951 | 12,635,000 | SH | SOLE | 0 | 0 | 12,635,000 | |||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 19,189,844 | 19,250,000 | SH | SOLE | 0 | 0 | 19,250,000 | |||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 891,755 | 761 | SH | SOLE | 0 | 0 | 761 | |||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 5,126,250 | 6,000,000 | SH | SOLE | 0 | 0 | 6,000,000 | |||
| BLOCK INC | NOTE 5/0 | 852234AJ2 | 289,100 | 350,000 | SH | SOLE | 0 | 0 | 350,000 | |||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 17,897,171 | 11,941,000 | SH | SOLE | 0 | 0 | 11,941,000 | |||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 7,580,650 | 9,845,000 | SH | SOLE | 0 | 0 | 9,845,000 | |||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 18,606,881 | 19,170,000 | SH | SOLE | 0 | 0 | 19,170,000 | |||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 16,830,262 | 19,261,000 | SH | SOLE | 0 | 0 | 19,261,000 | |||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 650,727 | 594,000 | SH | SOLE | 0 | 0 | 594,000 | |||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 17,619,602 | 17,744,000 | SH | SOLE | 0 | 0 | 17,744,000 | |||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 5,522,500 | 5,875,000 | SH | SOLE | 0 | 0 | 5,875,000 | |||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 17,904,891 | 15,617,000 | SH | SOLE | 0 | 0 | 15,617,000 | |||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 328,320 | 300,000 | SH | SOLE | 0 | 0 | 300,000 | |||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 981,930 | 852 | SH | SOLE | 0 | 0 | 852 | |||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 18,035,609 | 18,603,000 | SH | SOLE | 0 | 0 | 18,603,000 | |||