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 | 1.13% 10/15/2024 | 00922RAB1 | 814 | 680 | PRN | SOLE | 100 | 0 | 580 | ||
AKAM | 0.38% 09/01/2027 | 00971TAL5 | 21,693 | 19,643 | PRN | SOLE | 15,462 | 0 | 4,181 | ||
AYX | 1.00% 08/01/2026 | 02156BAF0 | 2,710 | 2,677 | PRN | SOLE | 2,221 | 0 | 456 | ||
ARCC | 4.63% 03/01/2024 | 04010LAW3 | 896 | 847 | PRN | SOLE | 100 | 0 | 747 | ||
AAWW | 2.25% 06/01/2022 | 049164BH8 | 27,184 | 25,950 | PRN | SOLE | 13,105 | 0 | 12,845 | ||
AAWW | 1.88% 06/01/2024 | 049164BJ4 | 40,775 | 36,270 | PRN | SOLE | 14,988 | 0 | 21,282 | ||
BMRN | 0.60% 08/01/2024 | 09061GAH4 | 28,863 | 26,835 | PRN | SOLE | 100 | 0 | 26,735 | ||
CHEF | 1.88% 12/01/2024 | 163086AB7 | 17,345 | 17,890 | PRN | SOLE | 13,468 | 0 | 4,422 | ||
EEFT | 0.75% 03/15/2049 | 298736AL3 | 49,374 | 44,041 | PRN | SOLE | 29,655 | 0 | 14,386 | ||
EZPW | 2.38% 05/01/2025 | 302301AE6 | 15,214 | 18,728 | PRN | SOLE | 14,903 | 0 | 3,825 | ||
GSBD | 4.50% 04/01/2022 | 38147UAB3 | 1,296 | 1,257 | PRN | SOLE | 200 | 0 | 1,057 | ||
GPMT | 6.38% 10/01/2023 | 38741LAC1 | 2,980 | 3,213 | PRN | SOLE | 100 | 0 | 3,113 | ||
GBX | 2.88% 02/01/2024 | 393657AK7 | 52,682 | 51,944 | PRN | SOLE | 23,600 | 0 | 28,344 | ||
GES | 2.00% 04/15/2024 | 401617AD7 | 19,309 | 17,697 | PRN | SOLE | 8,409 | 0 | 9,288 | ||
HCI | 4.25% 03/01/2037 | 40416EAD5 | 35,028 | 33,669 | PRN | SOLE | 10,633 | 0 | 23,036 | ||
HASI | 0.00% 08/15/2023 | 41068XAD2 | 29,915 | 23,543 | PRN | SOLE | 16,755 | 0 | 6,788 | ||
NSIT | 0.75% 02/15/2025 | 45765UAB9 | 66,174 | 52,987 | PRN | SOLE | 28,801 | 0 | 24,186 | ||
IDCC | 2.00% 06/01/2024 | 45867GAB7 | 64,623 | 61,349 | PRN | SOLE | 28,517 | 0 | 32,832 | ||
JAZZ | 1.50% 08/15/2024 | 472145AD3 | 45,804 | 43,207 | PRN | SOLE | 30,067 | 0 | 13,140 | ||
JAZZ | 2.00% 06/15/2026 | 472145AE1 | 1,633 | 1,250 | PRN | SOLE | 1,000 | 0 | 250 | ||
KAMN | 3.25% 05/01/2024 | 483548AF0 | 33,563 | 29,537 | PRN | SOLE | 12,647 | 0 | 16,890 | ||
KN | 3.25% 11/01/2021 | 49926DAB5 | 1,979 | 1,733 | PRN | SOLE | 100 | 0 | 1,633 | ||
LGND | 0.75% 05/15/2023 | 53220KAF5 | 7,528 | 7,731 | PRN | SOLE | 6,794 | 0 | 937 | ||
LITE | 0.50% 12/15/2026 | 55024UAD1 | 35,257 | 29,412 | PRN | SOLE | 24,367 | 0 | 5,045 | ||
MTOR | 3.25% 10/15/2037 | 59001KAF7 | 12,204 | 10,835 | PRN | SOLE | 3,725 | 0 | 7,110 | ||
NRG | 2.75% 06/01/2048 | 629377CG5 | 31,587 | 28,100 | PRN | SOLE | 13,424 | 0 | 14,676 | ||
OSIS | 1.25% 09/01/2022 | 671044AD7 | 45,102 | 42,365 | PRN | SOLE | 25,262 | 0 | 17,103 | ||
ON | 1.63% 10/15/2023 | 682189AP0 | 1,906 | 1,136 | PRN | SOLE | 100 | 0 | 1,036 | ||
PCRX | 2.38% 04/01/2022 | 695127AD2 | 41,401 | 36,020 | PRN | SOLE | 100 | 0 | 35,920 | ||
PEB | 1.75% 12/15/2026 | 70509VAA8 | 17,052 | 16,235 | PRN | SOLE | 13,173 | 0 | 3,062 | ||
RWT | 4.75% 08/15/2023 | 758075AC9 | 1,317 | 1,389 | PRN | SOLE | 800 | 0 | 589 | ||
SUPN | 0.63% 04/01/2023 | 868459AD0 | 5,606 | 5,789 | PRN | SOLE | 1,951 | 0 | 3,838 | ||
VSH | 2.25% 06/15/2025 | 928298AP3 | 82,470 | 79,172 | PRN | SOLE | 32,385 | 0 | 46,787 | ||
WGO | 1.50% 04/01/2025 | 974637AB6 | 22,984 | 19,989 | PRN | SOLE | 17,514 | 0 | 2,475 |