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% 10/15/2024 | 00922RAB1 | 28,396 | 30,356 | PRN | SOLE | 8,000 | 0 | 22,356 | ||
AKAM | 0.125% 05/01/2025 | 00971TAJ0 | 35,849 | 31,422 | PRN | SOLE | 23,539 | 0 | 7,883 | ||
ALTR | 0.25% 06/01/2024 | 021369AA1 | 260 | 257 | PRN | SOLE | 100 | 0 | 157 | ||
ARI | 4.75% 08/23/2022 | 03762UAB1 | 42,888 | 42,131 | PRN | SOLE | 18,500 | 0 | 23,631 | ||
ARI | 5.375% 10/15/2023 | 03762UAC9 | 9,546 | 9,353 | PRN | SOLE | 3,364 | 0 | 5,989 | ||
ABR | 5.25% 07/01/2021 | 038923AH1 | 23,866 | 22,412 | PRN | SOLE | 16,428 | 0 | 5,984 | ||
ARCC | 4.625% 03/01/2024 | 04010LAW3 | 10,042 | 9,560 | PRN | SOLE | 2,057 | 0 | 7,503 | ||
AAWW | 2.25% 06/01/2022 | 049164BH8 | 35,087 | 39,457 | PRN | SOLE | 19,300 | 0 | 20,157 | ||
AAWW | 1.875% 06/01/2024 | 049164BJ4 | 35,462 | 42,091 | PRN | SOLE | 14,062 | 0 | 28,029 | ||
NEM | 0.00% 10/30/2023 | 06739FJQ5 | 89,268 | 80,706 | PRN | SOLE | 31,463 | 0 | 49,243 | ||
DHI | 0.00% 09/26/2023 | 06741J7V5 | 62,446 | 56,470 | PRN | SOLE | 29,078 | 0 | 27,392 | ||
BKCC | 5.00% 06/15/2022 | 092533AC2 | 964 | 969 | PRN | SOLE | 100 | 0 | 869 | ||
BXMT | 4.375% 05/05/2022 | 09257WAB6 | 50,012 | 47,801 | PRN | SOLE | 12,500 | 0 | 35,301 | ||
BXMT | 4.75% 03/15/2023 | 09257WAC4 | 6,897 | 6,664 | PRN | SOLE | 2,888 | 0 | 3,776 | ||
COWN | 3.00% 12/15/2022 | 223622AE1 | 40,197 | 36,758 | PRN | SOLE | 24,447 | 0 | 12,311 | ||
CY | 2.00% 02/01/2023 | 232806AP4 | 1,304 | 1,073 | PRN | SOLE | 103 | 0 | 970 | ||
DY | 0.75% 09/15/2021 | 267475AB7 | 70,483 | 72,961 | PRN | SOLE | 31,694 | 0 | 41,267 | ||
EZPW | 2.375% 05/01/2025 | 302301AE6 | 20,454 | 25,646 | PRN | SOLE | 19,000 | 0 | 6,646 | ||
FCN | 2.00% 08/15/2023 | 302941AP4 | 2,166 | 1,772 | PRN | SOLE | 1,000 | 0 | 772 | ||
FNSR | 0.50% 12/15/2036 | 31787AAP6 | 50,055 | 50,080 | PRN | SOLE | 22,826 | 0 | 27,254 | ||
KSU | 0.00% 02/16/2021 | 38147QMF0 | 5,931 | 6,014 | PRN | SOLE | 100 | 0 | 5,914 | ||
GSBD | 4.50% 04/01/2022 | 38147UAB3 | 12,719 | 12,391 | PRN | SOLE | 2,129 | 0 | 10,262 | ||
GPMT | 6.375% 10/01/2023 | 38741LAC1 | 29,747 | 28,751 | PRN | SOLE | 1,000 | 0 | 27,751 | ||
GBX | 2.875% 02/01/2024 | 393657AK7 | 42,716 | 44,558 | PRN | SOLE | 24,381 | 0 | 20,177 | ||
HCI | 4.25% 03/01/2037 | 40416EAD5 | 45,145 | 45,209 | PRN | SOLE | 16,909 | 0 | 28,300 | ||
HASI | 4.125% 09/01/2022 | 41068XAB6 | 47,175 | 42,406 | PRN | SOLE | 16,238 | 0 | 26,168 | ||
HTGC | 4.375% 02/01/2022 | 427096AF9 | 6,984 | 6,805 | PRN | SOLE | 100 | 0 | 6,705 | ||
JAZZ | 1.875% 08/15/2021 | 472145AB7 | 12,455 | 12,403 | PRN | SOLE | 9,603 | 0 | 2,800 | ||
JAZZ | 1.50% 08/15/2024 | 472145AD3 | 29,206 | 30,158 | PRN | SOLE | 23,933 | 0 | 6,225 | ||
KREF | 6.125% 05/15/2023 | 48251KAB6 | 2,973 | 2,887 | PRN | SOLE | 2,046 | 0 | 841 | ||
KAMN | 3.25% 05/01/2024 | 483548AF0 | 5,810 | 5,071 | PRN | SOLE | 1,000 | 0 | 4,071 | ||
KN | 3.25% 11/01/2021 | 49926DAB5 | 5,059 | 4,106 | PRN | SOLE | 1,772 | 0 | 2,334 | ||
LGIH | 4.25% 11/15/2019 | 50187TAB2 | 17,340 | 4,445 | PRN | SOLE | 3,570 | 0 | 875 | ||
LITE | 0.25% 03/15/2024 | 55024UAB5 | 49,697 | 42,994 | PRN | SOLE | 24,244 | 0 | 18,750 | ||
MFA | 6.25% 06/15/2024 | 55272XAA0 | 27,178 | 26,431 | PRN | SOLE | 15,078 | 0 | 11,353 | ||
MLAB | 1.375% 08/15/2025 | 59064RAA7 | 9,906 | 9,427 | PRN | SOLE | 9,177 | 0 | 250 | ||
ON | 1.00% 12/01/2020 | 682189AK1 | 8,208 | 7,017 | PRN | SOLE | 1,000 | 0 | 6,017 | ||
ON | 1.625% 10/15/2023 | 682189AP0 | 4,750 | 3,942 | PRN | SOLE | 2,000 | 0 | 1,942 | ||
PDCE | 1.125% 09/15/2021 | 69327RAD3 | 17,871 | 19,287 | PRN | SOLE | 5,000 | 0 | 14,287 | ||
PRAA | 3.50% 06/01/2023 | 69354NAB2 | 36,138 | 35,543 | PRN | SOLE | 17,045 | 0 | 18,498 | ||
PCRX | 2.375% 04/01/2022 | 695127AD2 | 75,938 | 76,792 | PRN | SOLE | 30,468 | 0 | 46,324 | ||
PMT | 5.375% 05/01/2020 | 70932AAB9 | 5,277 | 5,218 | PRN | SOLE | 100 | 0 | 5,118 | ||
PRO | 2.00% 12/01/2019 | 74346YAB9 | 1,744 | 1,744 | PRN | SOLE | 1,744 | 0 | 0 | ||
RCA | 7.00% 08/15/2023 | 75574U200 | 47,886 | 3,845 | PRN | SOLE | 2,959 | 0 | 886 | ||
RWT | 4.75% 08/15/2023 | 758075AC9 | 30,092 | 30,120 | PRN | SOLE | 6,098 | 0 | 24,022 | ||
RGEN | 0.375% 07/15/2024 | 759916AB5 | 247 | 249 | PRN | SOLE | 100 | 0 | 149 | ||
XAN | 4.50% 08/15/2022 | 76120WAC8 | 29,622 | 28,614 | PRN | SOLE | 12,880 | 0 | 15,734 | ||
SLAB | 1.375% 03/01/2022 | 826919AB8 | 271 | 208 | PRN | SOLE | 100 | 0 | 108 | ||
SUPN | 0.625% 04/01/2023 | 868459AD0 | 73,175 | 78,382 | PRN | SOLE | 35,005 | 0 | 43,377 | ||
SYNA | 0.50% 06/15/2022 | 87157DAD1 | 4,918 | 5,267 | PRN | SOLE | 100 | 0 | 5,167 | ||
TCPC | 4.625% 03/01/2022 | 87238QAD5 | 3,448 | 3,339 | PRN | SOLE | 100 | 0 | 3,239 | ||
TCPC | 4.50% 12/15/2019 | 87265KAB8 | 20 | 20 | PRN | SOLE | 0 | 0 | 20 | ||
TSLX | 4.50% 08/01/2022 | 87265KAD4 | 15,746 | 15,107 | PRN | SOLE | 2,781 | 0 | 12,326 | ||
INVA | 2.125% 01/15/2023 | 88338TAB0 | 6,806 | 7,212 | PRN | SOLE | 5,000 | 0 | 2,212 | ||
TPC | 2.875% 06/15/2021 | 901109AD0 | 81,961 | 85,751 | PRN | SOLE | 34,672 | 0 | 51,079 | ||
TWTR | 0.25% 06/15/2024 | 90184LAF9 | 23,437 | 22,183 | PRN | SOLE | 8,591 | 0 | 13,592 | ||
TWO | 6.25% 01/15/2022 | 90187BAA9 | 6,697 | 6,526 | PRN | SOLE | 5,031 | 0 | 1,495 | ||
IIVI | 0.25% 09/01/2022 | 902104AB4 | 51,353 | 49,716 | PRN | SOLE | 25,183 | 0 | 24,533 | ||
VSH | 2.25% 06/15/2025 | 928298AP3 | 36,222 | 38,469 | PRN | SOLE | 28,524 | 0 | 9,945 | ||
WMC | 6.75% 10/01/2022 | 95790DAA3 | 1,705 | 1,688 | PRN | SOLE | 1,000 | 0 | 688 |