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 |
AAWW | 1.88% 06/01/2024 | 049164BJ4 | 42,524 | 49,578 | PRN | SOLE | 19,838 | 0 | 29,740 | ||
AAWW | 2.25% 06/01/2022 | 049164BH8 | 31,120 | 34,057 | PRN | SOLE | 14,000 | 0 | 20,057 | ||
ABR | 5.25% 07/01/2021 | 038923AH1 | 4,901 | 4,470 | PRN | SOLE | 2,737 | 0 | 1,733 | ||
AKAM | 0.13% 05/01/2025 | 00971TAJ0 | 26,959 | 24,469 | PRN | SOLE | 18,776 | 0 | 5,693 | ||
ARCC | 4.63% 03/01/2024 | 04010LAW3 | 2,821 | 2,647 | PRN | SOLE | 100 | 0 | 2,547 | ||
ARI | 4.75% 08/23/2022 | 03762UAB1 | 15,319 | 15,218 | PRN | SOLE | 2,500 | 0 | 12,718 | ||
ARI | 5.38% 10/15/2023 | 03762UAC9 | 11,631 | 11,463 | PRN | SOLE | 4,342 | 0 | 7,121 | ||
BXMT | 4.38% 05/05/2022 | 09257WAB6 | 18,462 | 17,310 | PRN | SOLE | 100 | 0 | 17,210 | ||
BXMT | 4.75% 03/15/2023 | 09257WAC4 | 7,876 | 7,464 | PRN | SOLE | 2,934 | 0 | 4,530 | ||
COWN | 3.00% 12/15/2022 | 223622AE1 | 43,508 | 39,248 | PRN | SOLE | 25,906 | 0 | 13,342 | ||
DHI | 0.00% 09/26/2023 | 06741J7V5 | 58,833 | 54,304 | PRN | SOLE | 29,020 | 0 | 25,284 | ||
DY | 0.75% 09/15/2021 | 267475AB7 | 62,013 | 63,577 | PRN | SOLE | 24,020 | 0 | 39,557 | ||
EZPW | 2.38% 05/01/2025 | 302301AE6 | 20,294 | 24,786 | PRN | SOLE | 19,000 | 0 | 5,786 | ||
GBX | 2.88% 02/01/2024 | 393657AK7 | 31,041 | 31,835 | PRN | SOLE | 12,627 | 0 | 19,208 | ||
GPMT | 6.38% 10/01/2023 | 38741LAC1 | 28,942 | 27,709 | PRN | SOLE | 2,046 | 0 | 25,663 | ||
GSBD | 4.50% 04/01/2022 | 38147UAB3 | 11,595 | 11,248 | PRN | SOLE | 2,134 | 0 | 9,114 | ||
HASI | 4.13% 09/01/2022 | 41068XAB6 | 55,616 | 46,530 | PRN | SOLE | 22,144 | 0 | 24,386 | ||
HCI | 4.25% 03/01/2022 | 40416EAD5 | 37,547 | 36,515 | PRN | SOLE | 10,835 | 0 | 25,680 | ||
HTGC | 4.38% 02/01/2022 | 427096AF9 | 3,737 | 3,650 | PRN | SOLE | 100 | 0 | 3,550 | ||
IIVI | 0.25% 09/01/2022 | 902104AB4 | 59,725 | 58,544 | PRN | SOLE | 26,662 | 0 | 31,882 | ||
INVA | 2.13% 01/15/2023 | 88338TAB0 | 934 | 927 | PRN | SOLE | 100 | 0 | 827 | ||
JAZZ | 1.50% 08/15/2024 | 472145AD3 | 31,102 | 30,794 | PRN | SOLE | 24,019 | 0 | 6,775 | ||
JAZZ | 1.88% 08/15/2021 | 472145AB7 | 12,179 | 11,800 | PRN | SOLE | 9,000 | 0 | 2,800 | ||
KAMN | 3.25% 05/01/2024 | 483548AF0 | 1,344 | 1,118 | PRN | SOLE | 100 | 0 | 1,018 | ||
KN | 3.25% 11/01/2021 | 49926DAB5 | 5,099 | 4,097 | PRN | SOLE | 1,781 | 0 | 2,316 | ||
KREF | 6.13% 05/15/2023 | 48251KAB6 | 711 | 677 | PRN | SOLE | 100 | 0 | 577 | ||
KSU | 0.00% 02/16/2020 | 38147QMF0 | 4,838 | 4,499 | PRN | SOLE | 100 | 0 | 4,399 | ||
LITE | 0.25% 03/15/2024 | 55024UAB5 | 40,777 | 28,576 | PRN | SOLE | 14,194 | 0 | 14,382 | ||
MFA | 6.25% 06/15/2024 | 55272XAA0 | 27,182 | 26,082 | PRN | SOLE | 13,617 | 0 | 12,465 | ||
NEM | 0.00% 10/30/2023 | 06739FJQ5 | 91,011 | 77,946 | PRN | SOLE | 31,617 | 0 | 46,329 | ||
ON | 1.63% 10/15/2023 | 682189AP0 | 5,441 | 3,939 | PRN | SOLE | 2,000 | 0 | 1,939 | ||
PRO | 1.00% 12/01/2020 | 682189AK1 | 8,722 | 6,406 | PRN | SOLE | 1,000 | 0 | 5,406 | ||
PCRX | 2.38% 04/01/2022 | 695127AD2 | 79,206 | 76,135 | PRN | SOLE | 30,022 | 0 | 46,113 | ||
PDCE | 1.13% 09/15/2021 | 69327RAD3 | 15,076 | 15,876 | PRN | SOLE | 2,605 | 0 | 13,271 | ||
PRAA | 3.50% 06/01/2023 | 69354NAB2 | 38,753 | 37,140 | PRN | SOLE | 17,117 | 0 | 20,023 | ||
RC | 7.00% 08/15/2023 | 75574U200 | 46,449 | 3,787 | PRN | SOLE | 2,913 | 0 | 874 | ||
RWT | 4.75% 08/15/2023 | 758075AC9 | 43,862 | 42,781 | PRN | SOLE | 11,170 | 0 | 31,611 | ||
SUPN | 0.63% 04/01/2023 | 868459AD0 | 65,085 | 71,238 | PRN | SOLE | 30,542 | 0 | 40,696 | ||
TCPC | 4.63% 03/01/2022 | 87238QAD5 | 712 | 696 | PRN | SOLE | 100 | 0 | 596 | ||
TPC | 2.88% 06/15/2021 | 901109AD0 | 77,388 | 80,913 | PRN | SOLE | 32,669 | 0 | 48,244 | ||
TSLX | 4.50% 08/01/2022 | 87265KAD4 | 16,506 | 15,636 | PRN | SOLE | 2,807 | 0 | 12,829 | ||
TWTR | 0.25% 06/15/2024 | 90184LAF9 | 4,351 | 4,444 | PRN | SOLE | 1,553 | 0 | 2,891 | ||
VSH | 2.25% 06/15/2025 | 928298AP3 | 34,478 | 34,343 | PRN | SOLE | 22,812 | 0 | 11,531 | ||
WMC | 6.75% 10/01/2022 | 95790DAA3 | 2,258 | 2,216 | PRN | SOLE | 1,000 | 0 | 1,216 | ||
XAN | 4.50% 08/15/2022 | 76120WAC8 | 19,016 | 18,319 | PRN | SOLE | 7,191 | 0 | 11,128 |