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 |
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 9,680,719 | 9,993,000 | PRN | SOLE | 9,993,000 | 0 | 0 | |||
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 273,957 | 5,510 | SH | SOLE | 5,510 | 0 | 0 | |||
| CARTESIAN GROWTH CORP II | *W EXP 07/12/202 | G19305120 | 64,440 | 402,500 | SH | SOLE | 402,500 | 0 | 0 | |||
| COLOMBIER ACQUISITION CORP | CL A | 19533H108 | 253,250 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | |||
| DA32 LIFE SCNCE TEC ACQSTN C | CLASS A COM | 23312M106 | 253,030 | 25,003 | SH | SOLE | 25,003 | 0 | 0 | |||
| DIGITALBRIDGE GROUP INC | NOTE 5.000% 4/1 | 19624RAA4 | 16,754,000 | 16,754,000 | PRN | SOLE | 16,754,000 | 0 | 0 | |||
| HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 2,842,500 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | |||
| HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 16,771,613 | 17,335,000 | PRN | SOLE | 17,335,000 | 0 | 0 | |||
| HOPE BANCORP INC | COM | 43940T109 | 2,836,016 | 288,800 | SH | Put | SOLE | 288,800 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 1,013,938 | 1,040,000 | PRN | SOLE | 1,040,000 | 0 | 0 | |||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 1,160,345 | 1,162,000 | PRN | SOLE | 1,162,000 | 0 | 0 | |||
| INVESTAR HLDG CORP | COM | 46134L105 | 31,019 | 2,222 | SH | SOLE | 2,222 | 0 | 0 | |||
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 14,689,000 | 14,689,000 | PRN | SOLE | 14,689,000 | 0 | 0 | |||
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 13,113,540 | 13,246,000 | PRN | SOLE | 13,246,000 | 0 | 0 | |||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 72,290 | 73,000 | PRN | SOLE | 73,000 | 0 | 0 | |||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 109,440 | 110,000 | PRN | SOLE | 110,000 | 0 | 0 | |||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 3,699,350 | 1,535,000 | PRN | SOLE | 1,535,000 | 0 | 0 | |||
| OPPFI INC | COM CL A | 68386H103 | 121,848 | 59,438 | SH | SOLE | 59,438 | 0 | 0 | |||
| OPPFI INC | *W EXP 07/20/202 | 68386H111 | 2,648 | 29,719 | SH | SOLE | 29,719 | 0 | 0 | |||
| PROFRAC HLDG CORP | CLASS A COM | 74319N100 | 103,438 | 8,164 | SH | SOLE | 8,164 | 0 | 0 | |||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 9,975,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | |||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 4,865,418 | 5,003,000 | PRN | SOLE | 5,003,000 | 0 | 0 | |||
| SHATTUCK LABS INC | COM | 82024L103 | 116,033 | 39,467 | SH | SOLE | 39,467 | 0 | 0 | |||
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 14,957,024 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | |||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 4,639,330 | 4,757,000 | PRN | SOLE | 4,757,000 | 0 | 0 | |||
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 6,694,063 | 6,695,000 | PRN | SOLE | 6,695,000 | 0 | 0 | |||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 7,146,790 | 2,300,000 | PRN | SOLE | 2,300,000 | 0 | 0 | |||
| TILRAY BRANDS INC | NOTE 5.000%10/0 | 88688TAB6 | 4,882,244 | 4,962,000 | PRN | SOLE | 4,962,000 | 0 | 0 | |||
| TWO | COM CL A | G9152V101 | 256,281 | 25,003 | SH | SOLE | 25,003 | 0 | 0 | |||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 8,682,226 | 8,982,000 | PRN | SOLE | 8,982,000 | 0 | 0 | |||