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 | 66,702 | 68,866 | PRN | SOLE | 30,867 | 0 | 37,999 | ||
AAWW | 2.25% 06/01/2022 | 049164BH8 | 10,239 | 10,726 | PRN | SOLE | 100 | 0 | 10,626 | ||
AKAM | 0.13% 05/01/2025 | 00971TAJ0 | 1,563 | 1,250 | PRN | SOLE | 1,000 | 0 | 250 | ||
ARCC | 4.63% 03/01/2024 | 04010LAW3 | 1,909 | 1,950 | PRN | SOLE | 100 | 0 | 1,850 | ||
ARCC | 3.75% 02/01/2022 | 04010LAT0 | 2,050 | 2,078 | PRN | SOLE | 100 | 0 | 1,978 | ||
ARI | 5.38% 10/15/2023 | 03762UAC9 | 374 | 456 | PRN | SOLE | 100 | 0 | 356 | ||
COLL | 2.63% 02/15/2026 | 19459JAA2 | 20,878 | 22,846 | PRN | SOLE | 11,278 | 0 | 11,568 | ||
COWN | 3.00% 12/15/2022 | 223622AE1 | 36,133 | 33,281 | PRN | SOLE | 20,839 | 0 | 12,442 | ||
DHI | 0.00% 09/26/2023 | 06741J7V5 | 58,035 | 47,633 | PRN | SOLE | 24,584 | 0 | 23,049 | ||
EEFT | 0.75% 03/15/2049 | 298736AL3 | 2,752 | 2,804 | PRN | SOLE | 1,072 | 0 | 1,732 | ||
EZPW | 2.38% 05/01/2025 | 302301AE6 | 19,703 | 25,157 | PRN | SOLE | 20,100 | 0 | 5,057 | ||
GBX | 2.88% 02/01/2024 | 393657AK7 | 32,145 | 38,362 | PRN | SOLE | 13,760 | 0 | 24,602 | ||
GPMT | 6.38% 10/01/2023 | 38741LAC1 | 7,003 | 9,933 | PRN | SOLE | 100 | 0 | 9,833 | ||
GSBD | 4.50% 04/01/2022 | 38147UAB3 | 7,408 | 7,440 | PRN | SOLE | 1,095 | 0 | 6,345 | ||
HASI | 4.13% 09/01/2022 | 41068XAB6 | 26,915 | 23,548 | PRN | SOLE | 8,317 | 0 | 15,231 | ||
HCI | 4.25% 03/01/2037 | 40416EAD5 | 33,524 | 33,728 | PRN | SOLE | 10,496 | 0 | 23,232 | ||
IIVI | 0.25% 09/01/2022 | 902104AB4 | 25 | 21 | PRN | SOLE | 0 | 0 | 21 | ||
ILMN | 0.00% 08/15/2023 | 452327AK5 | 254 | 232 | PRN | SOLE | 100 | 0 | 132 | ||
KAMN | 3.25% 05/01/2024 | 483548AF0 | 8,741 | 9,058 | PRN | SOLE | 3,061 | 0 | 5,997 | ||
KN | 3.25% 11/01/2021 | 49926DAB5 | 3,820 | 3,609 | PRN | SOLE | 1,643 | 0 | 1,966 | ||
LGND | 0.75% 05/15/2023 | 53220KAF5 | 2,633 | 2,874 | PRN | SOLE | 980 | 0 | 1,894 | ||
LITE | 0.25% 03/15/2024 | 55024UAB5 | 6,096 | 4,175 | PRN | SOLE | 100 | 0 | 4,075 | ||
MFA | 6.25% 06/15/2024 | 55272XAA0 | 6,948 | 7,683 | PRN | SOLE | 2,357 | 0 | 5,326 | ||
NEO | 1.25% 05/01/2025 | 64049MAA8 | 13,002 | 12,170 | PRN | SOLE | 3,675 | 0 | 8,495 | ||
NEM | 0.00% 10/30/2023 | 06739FJQ5 | 115,050 | 72,169 | PRN | SOLE | 30,408 | 0 | 41,761 | ||
ON | 1.63% 10/15/2023 | 682189AP0 | 4,258 | 3,968 | PRN | SOLE | 2,722 | 0 | 1,246 | ||
OSIS | 1.25% 09/01/2022 | 671044AD7 | 2,714 | 2,822 | PRN | SOLE | 100 | 0 | 2,722 | ||
PCRX | 2.38% 04/01/2022 | 695127AD2 | 69,735 | 64,070 | PRN | SOLE | 22,175 | 0 | 41,895 | ||
PDCE | 1.13% 09/15/2021 | 69327RAD3 | 3,952 | 4,245 | PRN | SOLE | 100 | 0 | 4,145 | ||
PRO | 3.50% 06/01/2023 | 69354NAB2 | 9,918 | 9,604 | PRN | SOLE | 1,137 | 0 | 8,467 | ||
RC | 7.00% 08/15/2023 | 75574U200 | 30,186 | 1,455 | PRN | SOLE | 760 | 0 | 695 | ||
RWT | 4.75% 08/15/2023 | 758075AC9 | 8,004 | 8,858 | PRN | SOLE | 1,800 | 0 | 7,058 | ||
SUPN | 0.63% 04/01/2023 | 868459AD0 | 59,011 | 66,249 | PRN | SOLE | 26,775 | 0 | 39,474 | ||
TSLA | 1.25% 03/01/2021 | 88160RAC5 | 2,995 | 2,995 | PRN | SOLE | 2,995 | 0 | 0 | ||
TPC | 2.88% 06/15/2021 | 901109AD0 | 68,366 | 71,653 | PRN | SOLE | 28,327 | 0 | 43,326 | ||
TSLX | 4.50% 08/01/2022 | 87265KAD4 | 4,953 | 4,908 | PRN | SOLE | 100 | 0 | 4,808 | ||
TWTR | 0.25% 06/15/2024 | 90184LAF9 | 14,646 | 15,340 | PRN | SOLE | 6,808 | 0 | 8,532 | ||
VIAV | 1.75% 06/01/2023 | 925550AE5 | 279 | 249 | PRN | SOLE | 100 | 0 | 149 | ||
VSH | 2.25% 06/15/2025 | 928298AP3 | 48,005 | 51,123 | PRN | SOLE | 22,266 | 0 | 28,857 | ||
JAZZ | 1.50% 08/15/2024 | 472145AD3 | 21,341 | 22,958 | PRN | SOLE | 17,713 | 0 | 5,245 |