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 |
ATSG | 1.125% 10/15/24 | 00922RAB1 | 49,292 | 48,162 | PRN | SOLE | 21,700 | 0 | 26,462 | ||
AKAM | 0.125% 05/01/25 | 00971TAJ0 | 31,161 | 29,033 | PRN | SOLE | 25,300 | 0 | 3,733 | ||
ARI | 4.75% 08/23/22 | 03762UAB1 | 59,089 | 58,954 | PRN | SOLE | 21,300 | 0 | 37,654 | ||
ARI | 5.375% 10/15/23 | 03762UAC9 | 8,193 | 8,187 | PRN | SOLE | 3,300 | 0 | 4,887 | ||
ARCC | 4.625% 03/01/24 | 04010LAW3 | 14,016 | 13,575 | PRN | SOLE | 3,400 | 0 | 10,175 | ||
AAWW | 2.25% 06/01/22 | 049164BH8 | 39,464 | 39,750 | PRN | SOLE | 22,500 | 0 | 17,250 | ||
AAWW | 1.875% 06/01/24 | 049164BJ4 | 25,059 | 24,349 | PRN | SOLE | 3,700 | 0 | 20,649 | ||
BCS/NEM | 0% 10/30/23 | 06739FJQ5 | 83,748 | 76,496 | PRN | SOLE | 31,200 | 0 | 45,296 | ||
BCS/DHI | 0% 09/26/23 | 06741J7V5 | 52,893 | 52,630 | PRN | SOLE | 29,665 | 0 | 22,965 | ||
BKCC | 5% 06/15/22 | 092533AC2 | 1,284 | 1,279 | PRN | SOLE | 100 | 0 | 1,179 | ||
BXMT | 4.375% 05/05/22 | 09257WAB6 | 49,029 | 46,817 | PRN | SOLE | 12,500 | 0 | 34,317 | ||
BXMT | 4.75% 03/15/23 | 09257WAC4 | 5,682 | 5,430 | PRN | SOLE | 2,800 | 0 | 2,630 | ||
CAMP | 1.625% 05/15/20 | 128126AB5 | 1,193 | 1,222 | PRN | SOLE | 100 | 0 | 1,122 | ||
COWN | 3% 12/15/22 | 223622AE1 | 37,063 | 31,957 | PRN | SOLE | 24,300 | 0 | 7,657 | ||
CY | 2% 02/01/23 | 232806AP4 | 1,241 | 1,048 | PRN | SOLE | 103 | 0 | 945 | ||
DY | 0.75% 09/15/21 | 267475AB7 | 62,737 | 63,995 | PRN | SOLE | 30,000 | 0 | 33,995 | ||
EZPW | 2.375% 05/01/25 | 302301AE6 | 25,482 | 28,013 | PRN | SOLE | 25,100 | 0 | 2,913 | ||
FNSR | 0.5% 12/15/36 | 31787AAP6 | 49,598 | 50,743 | PRN | SOLE | 22,827 | 0 | 27,916 | ||
GS/KSU | 0% 02/16/21 | 38147QMF0 | 5,959 | 6,134 | PRN | SOLE | 100 | 0 | 6,034 | ||
GSBD | 4.5% 04/01/22 | 38147UAB3 | 15,281 | 15,172 | PRN | SOLE | 2,100 | 0 | 13,072 | ||
GPMT | 6.375% 10/01/23 | 38741LAC1 | 35,193 | 33,900 | PRN | SOLE | 1,000 | 0 | 32,900 | ||
GBX | 2.875% 02/01/24 | 393657AK7 | 34,681 | 35,813 | PRN | SOLE | 20,500 | 0 | 15,313 | ||
HCI | 4.25% 03/01/37 | 40416EAD5 | 48,076 | 48,784 | PRN | SOLE | 23,429 | 0 | 25,355 | ||
HASI | 4.125% 09/01/22 | 41068XAB6 | 55,522 | 50,425 | PRN | SOLE | 24,800 | 0 | 25,625 | ||
HTGC | 4.375% 02/01/22 | 427096AF9 | 7,878 | 7,856 | PRN | SOLE | 100 | 0 | 7,756 | ||
JAZZ | 1.875% 08/15/21 | 472145AB7 | 10,470 | 10,250 | PRN | SOLE | 9,600 | 0 | 650 | ||
JAZZ | 1.5% 08/15/24 | 472145AD3 | 26,427 | 26,725 | PRN | SOLE | 24,100 | 0 | 2,625 | ||
KREF | 6.125% 05/15/23 | 48251KAB6 | 12,935 | 12,452 | PRN | SOLE | 11,000 | 0 | 1,452 | ||
KAMN | 3.25% 05/01/24 | 483548AF0 | 6,201 | 5,266 | PRN | SOLE | 1,000 | 0 | 4,266 | ||
KN | 3.25% 11/01/21 | 49926DAB5 | 4,518 | 3,748 | PRN | SOLE | 1,600 | 0 | 2,148 | ||
LGIH | 4.25% 11/15/19 | 50187TAB2 | 20,098 | 6,000 | PRN | SOLE | 6,000 | 0 | 0 | ||
LITE | 0.25% 03/15/24 | 55024UAB5 | 47,236 | 40,058 | PRN | SOLE | 25,200 | 0 | 14,858 | ||
MFA | 6.25% 06/15/24 | 55272XAA0 | 22,010 | 21,807 | PRN | SOLE | 15,000 | 0 | 6,807 | ||
OAS | 2.625% 09/15/23 | 674215AJ7 | 316 | 344 | PRN | SOLE | 100 | 0 | 244 | ||
ON | 1% 12/01/20 | 682189AK1 | 9,118 | 7,407 | PRN | SOLE | 1,000 | 0 | 6,407 | ||
ON | 1.625% 10/15/23 | 682189AP0 | 4,545 | 3,723 | PRN | SOLE | 2,000 | 0 | 1,723 | ||
PDCE | 1.125% 09/15/21 | 69327RAD3 | 21,676 | 23,021 | PRN | SOLE | 8,000 | 0 | 15,021 | ||
PRAA | 3.5% 06/01/23 | 69354NAB2 | 4,002 | 4,280 | PRN | SOLE | 100 | 0 | 4,180 | ||
PCRX | 2.375% 04/01/22 | 695127AD2 | 69,844 | 68,050 | PRN | SOLE | 29,600 | 0 | 38,450 | ||
PMT | 5.375% 05/01/20 | 70932AAB9 | 10,738 | 10,587 | PRN | SOLE | 100 | 0 | 10,487 | ||
PRAA | 3% 08/01/20 | 73640QAB1 | 7,699 | 7,735 | PRN | SOLE | 100 | 0 | 7,635 | ||
RC | 7% 08/15/23 | 75574U200 | 43,619 | 1,631 | PRN | SOLE | 894 | 0 | 736 | ||
RWT | 4.75% 08/15/23 | 758075AC9 | 24,211 | 24,705 | PRN | SOLE | 1,000 | 0 | 23,705 | ||
XAN | 4.5% 08/15/22 | 76120WAC8 | 26,311 | 25,689 | PRN | SOLE | 12,800 | 0 | 12,889 | ||
SLAB | 1.375% 03/01/22 | 826919AB8 | 322 | 258 | PRN | SOLE | 100 | 0 | 158 | ||
SUPN | 0.625% 04/01/23 | 868459AD0 | 69,799 | 71,162 | PRN | SOLE | 34,913 | 0 | 36,249 | ||
SYNA | 0.5% 06/15/22 | 87157DAD1 | 35,696 | 39,856 | PRN | SOLE | 17,400 | 0 | 22,456 | ||
TCPC | 4.625% 03/01/22 | 87238QAD5 | 3,385 | 3,326 | PRN | SOLE | 100 | 0 | 3,226 | ||
TSLX | 4.625% 12/15/19 | 87265KAB8 | 20 | 20 | PRN | SOLE | 0 | 0 | 20 | ||
TSLX | 4.5% 08/01/22 | 87265KAD4 | 20,529 | 19,897 | PRN | SOLE | 4,700 | 0 | 15,197 | ||
INVA | 2.125% 01/15/23 | 88338TAB0 | 9,722 | 9,248 | PRN | SOLE | 8,300 | 0 | 948 | ||
TPC | 2.875% 06/15/21 | 901109AD0 | 76,307 | 80,301 | PRN | SOLE | 35,725 | 0 | 44,576 | ||
TWTR | 0.25% 06/15/24 | 90184LAF9 | 26,323 | 26,891 | PRN | SOLE | 12,300 | 0 | 14,591 | ||
TWO | 6.25% 01/15/22 | 90187BAA9 | 7,551 | 7,473 | PRN | SOLE | 6,200 | 0 | 1,273 | ||
IIVI | 0.25% 09/01/22 | 902104AB4 | 53,339 | 50,528 | PRN | SOLE | 29,300 | 0 | 21,228 | ||
WMC | 6.75% 10/01/22 | 95790DAA3 | 5,197 | 5,249 | PRN | SOLE | 5,000 | 0 | 249 |