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 |
| ABG ACQUISITION CORP I | CL A SHS | G00496102 | 248 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| ARBOR REALTY TRUST INC | NOTE 4.750%11/0 | 038923AP3 | 7,623 | 7,745,000 | PRN | SOLE | 7,745,000 | 0 | 0 | ||
| ATLANTIC AVE ACQUISITION COR | COM CL A | 04906P101 | 251 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 11,639 | 7,250,000 | PRN | SOLE | 7,250,000 | 0 | 0 | ||
| BCLS ACQUISITION CORP | COM CL A | G0904B105 | 56 | 5,603 | SH | SOLE | 5,603 | 0 | 0 | ||
| BITE ACQUISITION CORP | COMMON STOCK | 09175K105 | 51 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 7,616 | 7,722,000 | PRN | SOLE | 7,722,000 | 0 | 0 | ||
| CARTESIAN GROWTH CORP II | *W EXP 07/12/202 | G19305120 | 40 | 402,500 | SH | SOLE | 402,500 | 0 | 0 | ||
| COLOMBIER ACQUISITION CORP | CL A | 19533H108 | 244 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| DA32 LIFE SCNCE TEC ACQSTN C | CLASS A COM | 23312M106 | 243 | 25,003 | SH | SOLE | 25,003 | 0 | 0 | ||
| DIGITALBRIDGE GROUP INC | NOTE 5.000% 4/1 | 19624RAA4 | 5,429 | 5,514,000 | PRN | SOLE | 5,514,000 | 0 | 0 | ||
| DTE ENERGY CO | UNIT 11/01/2022 | 233331842 | 7,286 | 145,319 | SH | SOLE | 145,319 | 0 | 0 | ||
| ELEVANCE HEALTH INC | NOTE 2.750%10/1 | 94973VBG1 | 31,567 | 4,883,000 | PRN | SOLE | 4,883,000 | 0 | 0 | ||
| FARFETCH LTD | ORD SH CL A | 30744W107 | 0 | 17 | SH | SOLE | 17 | 0 | 0 | ||
| FINTECH EVOLUTION ACQUIS GRO | SHS CL A | G3R19A104 | 57 | 5,705 | SH | SOLE | 5,705 | 0 | 0 | ||
| H WORLD GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 1,471 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| HARPOON THERAPEUTICS INC | COM | 41358P106 | 563 | 580,815 | SH | SOLE | 580,815 | 0 | 0 | ||
| HEALTHCARE SERVICES ACQU COR | COM CL A | 42227K104 | 249 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 7,067 | 7,415,000 | PRN | SOLE | 7,415,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 1,232 | 1,290,000 | PRN | SOLE | 1,290,000 | 0 | 0 | ||
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 491 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 5,223 | 5,289,000 | PRN | SOLE | 5,289,000 | 0 | 0 | ||
| LERER HIPPEAU ACQUISITION CO | CL A | 526749106 | 246 | 25,026 | SH | SOLE | 25,026 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 60 | 62,000 | PRN | SOLE | 62,000 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 7,070 | 7,233,000 | PRN | SOLE | 7,233,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 1,819 | 1,888,000 | PRN | SOLE | 1,888,000 | 0 | 0 | ||
| OPPFI INC | *W EXP 07/20/202 | 68386H111 | 7 | 29,719 | SH | SOLE | 29,719 | 0 | 0 | ||
| OPPFI INC | COM CL A | 68386H103 | 137 | 59,438 | SH | SOLE | 59,438 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 98 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
| SHATTUCK LABS INC | COM | 82024L103 | 107 | 39,467 | SH | SOLE | 39,467 | 0 | 0 | ||
| SLAM CORP | CL A SHS | G8210L105 | 249 | 25,100 | SH | SOLE | 25,100 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 6,423 | 6,626,000 | PRN | SOLE | 6,626,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 3,201 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 8,954 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| TWO | COM CL A | G9152V101 | 247 | 25,003 | SH | SOLE | 25,003 | 0 | 0 | ||
| US WELL SERVICES INC | CL A NEW 2022 | 91274U309 | 123 | 24,255 | SH | SOLE | 24,255 | 0 | 0 | ||
| VECTOR ACQUISITION CORP II | CL A SHS | G9460A104 | 168 | 16,888 | SH | SOLE | 16,888 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 158 | 160,000 | PRN | SOLE | 160,000 | 0 | 0 | ||
| WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 5,842 | 5,916,000 | PRN | SOLE | 5,916,000 | 0 | 0 | ||