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 | 13,983,970 | 11,011,000 | SH | SOLE | 0 | 0 | 11,011,000 | |||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 13,639,219 | 13,250,000 | SH | SOLE | 0 | 0 | 13,250,000 | |||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 5,445,000 | 6,000,000 | SH | SOLE | 0 | 0 | 6,000,000 | |||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 15,897,388 | 8,439,000 | SH | SOLE | 0 | 0 | 8,439,000 | |||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 7,641,727 | 9,545,000 | SH | SOLE | 0 | 0 | 9,545,000 | |||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 14,615,920 | 15,632,000 | SH | SOLE | 0 | 0 | 15,632,000 | |||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 14,990,903 | 15,855,000 | SH | SOLE | 0 | 0 | 15,855,000 | |||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 8,706,250 | 8,750,000 | SH | SOLE | 0 | 0 | 8,750,000 | |||
| NEW MTN FIN CORP | NOTE 7.500%10/1 | 647551AE0 | 14,736,936 | 14,512,000 | SH | SOLE | 0 | 0 | 14,512,000 | |||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 5,713,438 | 5,875,000 | SH | SOLE | 0 | 0 | 5,875,000 | |||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 15,204,994 | 15,047,000 | SH | SOLE | 0 | 0 | 15,047,000 | |||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 13,678,068 | 13,733,000 | SH | SOLE | 0 | 0 | 13,733,000 | |||