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 |
ANIP | 3% 12/01/19 | 00182CAA1 | 9,564 | 9,000 | PRN | SOLE | 9,000 | 0 | 0 | ||
ANW | 4.25% 12/15/21 | 00773VAB2 | 20,575 | 35,170 | PRN | SOLE | 33,200 | 0 | 1,970 | ||
ATSG | 1.125% 10/15/24 | 00922RAA3 | 37,385 | 39,000 | PRN | SOLE | 39,000 | 0 | 0 | ||
ATSG | 1.125% 10/15/24 | 00922RAB1 | 7,590 | 7,918 | PRN | SOLE | 3,000 | 0 | 4,918 | ||
AKAM | 0.125% 05/01/25 | 00971TAH4 | 12,817 | 13,000 | PRN | SOLE | 13,000 | 0 | 0 | ||
AFSI | 2.75% 12/15/44 | 032359AG6 | 44,893 | 47,296 | PRN | SOLE | 31,976 | 0 | 15,320 | ||
ARI | 4.75% 08/23/22 | 03762UAB1 | 87,455 | 87,935 | PRN | SOLE | 39,700 | 0 | 48,235 | ||
ABR | 5.375% 11/15/20 | 038923AB4 | 17,481 | 14,616 | PRN | SOLE | 100 | 0 | 14,516 | ||
AAWW | 2.25% 06/01/22 | 049164BH8 | 64,128 | 55,380 | PRN | SOLE | 18,508 | 0 | 36,872 | ||
BKCC | 5% 06/15/22 | 092533AC2 | 4,374 | 4,285 | PRN | SOLE | 1,000 | 0 | 3,285 | ||
BXMT | 4.375% 05/05/22 | 09257WAB6 | 61,590 | 61,431 | PRN | SOLE | 22,256 | 0 | 39,175 | ||
CSGS | 4.25% 03/15/36 | 126349AF6 | 1,183 | 1,123 | PRN | SOLE | 500 | 0 | 623 | ||
CAMP | 1.625% 05/15/20 | 128126AB5 | 17,746 | 16,879 | PRN | SOLE | 1,000 | 0 | 15,879 | ||
DY | 0.75% 09/15/21 | 267475AB7 | 1,671 | 1,500 | PRN | SOLE | 1,500 | 0 | 0 | ||
ECHO | 2.5% 05/01/20 | 27875TAA9 | 1,094 | 1,030 | PRN | SOLE | 1,000 | 0 | 30 | ||
EFII | 0.75% 09/01/19 | 286082AC6 | 99 | 100 | PRN | SOLE | 100 | 0 | 0 | ||
ECPG | 2.875% 03/15/21 | 292554AH5 | 7,003 | 7,483 | PRN | SOLE | 1,000 | 0 | 6,483 | ||
EZPW | 2.125% 06/15/19 | 302301AB2 | 3,834 | 3,859 | PRN | SOLE | 1,000 | 0 | 2,859 | ||
EZPW | 2.375% 05/01/25 | 302301AD8 | 32,782 | 35,540 | PRN | SOLE | 31,800 | 0 | 3,740 | ||
FCN | 2% 08/15/23 | 302941AN9 | 6,852 | 7,030 | PRN | SOLE | 7,000 | 0 | 30 | ||
FNSR | 0.5% 12/15/36 | 31787AAP6 | 65,552 | 71,365 | PRN | SOLE | 34,627 | 0 | 36,738 | ||
GS/KSU | 0% 02/16/21 | 38147QMF0 | 5,710 | 6,052 | PRN | SOLE | 100 | 0 | 5,952 | ||
GSBD | 4.5% 04/01/22 | 38147UAB3 | 20,376 | 20,115 | PRN | SOLE | 7,698 | 0 | 12,417 | ||
GPMT | 5.625% 12/01/22 | 38741LAB3 | 40,141 | 38,715 | PRN | SOLE | 33,800 | 0 | 4,915 | ||
GPRE | 4.125% 09/01/22 | 393222AF1 | 7,730 | 8,060 | PRN | SOLE | 1,000 | 0 | 7,060 | ||
GWRE | 1.25% 03/15/25 | 40171VAA8 | 1,238 | 1,153 | PRN | SOLE | 1,000 | 0 | 153 | ||
HCI | 3.875% 03/15/19 | 40416EAB9 | 5,853 | 5,869 | PRN | SOLE | 500 | 0 | 5,369 | ||
HCI | 4.25% 03/01/37 | 40416EAD5 | 53,445 | 53,579 | PRN | SOLE | 28,512 | 0 | 25,067 | ||
HASI | 4.125% 09/01/22 | 41068XAB6 | 63,743 | 65,302 | PRN | SOLE | 35,900 | 0 | 29,402 | ||
HLX | 4.25% 05/01/22 | 42330PAH0 | 2,024 | 1,882 | PRN | SOLE | 1,000 | 0 | 882 | ||
HLX | 4.125% 09/15/23 | 42330PAJ6 | 22,813 | 17,548 | PRN | SOLE | 13,000 | 0 | 4,548 | ||
HTGC | 4.375% 02/01/22 | 427096AF9 | 26,299 | 27,072 | PRN | SOLE | 16,400 | 0 | 10,672 | ||
HZN | 2.75% 07/01/22 | 44052WAA2 | 26,716 | 35,583 | PRN | SOLE | 22,000 | 0 | 13,583 | ||
IPHI | 0.75% 09/01/21 | 45772FAC1 | 25,720 | 26,042 | PRN | SOLE | 14,807 | 0 | 11,235 | ||
IDTI | 0.875% 11/15/22 | 458118AC0 | 13,501 | 8,969 | PRN | SOLE | 1,000 | 0 | 7,969 | ||
JAZZ | 1.875% 08/15/21 | 472145AB7 | 9,986 | 9,300 | PRN | SOLE | 5,000 | 0 | 4,300 | ||
JAZZ | 1.5% 08/15/24 | 472145AD3 | 24,467 | 24,000 | PRN | SOLE | 24,000 | 0 | 0 | ||
KAMN | 3.25% 05/01/24 | 483548AF0 | 11,569 | 9,831 | PRN | SOLE | 9,500 | 0 | 331 | ||
KBH | 1.375% 02/01/19 | 48666KAS8 | 9,539 | 9,365 | PRN | SOLE | 2,700 | 0 | 6,665 | ||
LGIH | 4.25% 11/15/19 | 50187TAB2 | 24,527 | 11,121 | PRN | SOLE | 10,000 | 0 | 1,121 | ||
MIC | 2% 10/01/23 | 55608BAB1 | 252 | 280 | PRN | SOLE | 100 | 0 | 180 | ||
NMFC | 5% 06/15/19 | 647551AB6 | 4,437 | 4,388 | PRN | SOLE | 2,800 | 0 | 1,588 | ||
NYMT | 6.25% 01/15/22 | 649604AD7 | 39,786 | 39,761 | PRN | SOLE | 23,779 | 0 | 15,982 | ||
OSIS | 1.25% 09/01/22 | 671044AD7 | 13,231 | 13,808 | PRN | SOLE | 13,000 | 0 | 808 | ||
OAS | 2.625% 09/15/23 | 674215AJ7 | 1,638 | 1,218 | PRN | SOLE | 1,000 | 0 | 218 | ||
ON | 1% 12/01/20 | 682189AK1 | 29,332 | 25,230 | PRN | SOLE | 1,000 | 0 | 24,230 | ||
ON | 1.625% 10/15/23 | 682189AP0 | 15,008 | 13,330 | PRN | SOLE | 13,330 | 0 | 0 | ||
PDCE | 1.125% 09/15/21 | 69327RAD3 | 45,239 | 46,503 | PRN | SOLE | 29,286 | 0 | 17,217 | ||
PCRX | 2.375% 04/01/22 | 695127AD2 | 61,983 | 58,475 | PRN | SOLE | 30,000 | 0 | 28,475 | ||
PMT | 5.375% 05/01/20 | 70932AAB9 | 36,570 | 36,622 | PRN | SOLE | 14,033 | 0 | 22,589 | ||
PRAA | 3% 08/01/20 | 73640QAB1 | 45,464 | 47,023 | PRN | SOLE | 19,400 | 0 | 27,623 | ||
RWT | 4.75% 08/15/23 | 758075AC9 | 52,873 | 55,109 | PRN | SOLE | 21,032 | 0 | 34,077 | ||
TIVO | 0.5% 03/01/20 | 779376AD4 | 4,688 | 4,914 | PRN | SOLE | 100 | 0 | 4,814 | ||
RGLD | 2.875% 06/15/19 | 780287AA6 | 465 | 459 | PRN | SOLE | 100 | 0 | 359 | ||
SM | 1.5% 07/01/21 | 78454LAM2 | 3,739 | 3,400 | PRN | SOLE | 1,500 | 0 | 1,900 | ||
SYNA | 0.5% 06/15/22 | 87157DAD1 | 62,075 | 64,727 | PRN | SOLE | 38,200 | 0 | 26,527 | ||
TCPC | 4.625% 03/01/22 | 87238QAD5 | 2,234 | 2,230 | PRN | SOLE | 100 | 0 | 2,130 | ||
TSLX | 4.5% 08/01/22 | 87265KAD4 | 2,576 | 2,552 | PRN | SOLE | 1,000 | 0 | 1,552 | ||
TTMI | 1.75% 12/15/20 | 87305RAD1 | 28,696 | 16,977 | PRN | SOLE | 11,000 | 0 | 5,977 | ||
TPC | 2.875% 06/15/21 | 901109AD0 | 95,426 | 93,326 | PRN | SOLE | 43,900 | 0 | 49,426 | ||
TWTR | 1% 09/15/21 | 90184LAD4 | 35,712 | 38,685 | PRN | SOLE | 11,000 | 0 | 27,685 | ||
TWO | 6.25% 01/15/22 | 90187BAA9 | 5,188 | 5,028 | PRN | SOLE | 5,000 | 0 | 28 | ||
VECO | 2.7% 01/15/23 | 922417AD2 | 6,838 | 8,027 | PRN | SOLE | 2,100 | 0 | 5,927 | ||
VIAV | 1% 03/01/24 | 925550AB1 | 59,504 | 54,973 | PRN | SOLE | 16,700 | 0 | 38,273 | ||
VSI | 2.25% 12/01/20 | 92849EAB7 | 5,213 | 6,000 | PRN | SOLE | 6,000 | 0 | 0 | ||
WFC/INTC | 0% 06/05/20 | 94986RQF1 | 6,070 | 3,668 | PRN | SOLE | 1,000 | 0 | 2,668 | ||
WMC | 6.75% 10/01/22 | 95790DAA3 | 35,925 | 35,505 | PRN | SOLE | 21,054 | 0 | 14,451 | ||
ZG | 1.5% 07/01/23 | 98954MAC5 | 1,234 | 1,333 | PRN | SOLE | 1,000 | 0 | 333 |