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 |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 13,901 | 12,701,000 | SH | SOLE | 0 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 20,775 | 20,000,000 | SH | SOLE | 0 | 0 | 0 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 1,556 | 1,292 | SH | SOLE | 0 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 496 | 500,000 | SH | SOLE | 0 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 5,469 | 6,000,000 | SH | SOLE | 0 | 0 | 0 | ||
BLOCK INC | NOTE 5/0 | 852234AJ2 | 712 | 900,000 | SH | SOLE | 0 | 0 | 0 | ||
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 18,241 | 15,216,000 | SH | SOLE | 0 | 0 | 0 | ||
ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 5,933 | 8,100,000 | SH | SOLE | 0 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 20,447 | 20,220,000 | SH | SOLE | 0 | 0 | 0 | ||
EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 17,960 | 19,900,000 | SH | SOLE | 0 | 0 | 0 | ||
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 1,368 | 1,500,000 | SH | SOLE | 0 | 0 | 0 | ||
HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 348 | 355,000 | SH | SOLE | 0 | 0 | 0 | ||
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 15,387 | 15,812,000 | SH | SOLE | 0 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 17,688 | 18,609,000 | SH | SOLE | 0 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 802 | 735,000 | SH | SOLE | 0 | 0 | 0 | ||
PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 6,281 | 6,500,000 | SH | SOLE | 0 | 0 | 0 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 20,094 | 9,294,000 | SH | SOLE | 0 | 0 | 0 | ||
SIXTH STREET SPECIALTY LENDI | NOTE 4.500% 8/0 | 87265KAD4 | 3,999 | 3,773,000 | SH | SOLE | 0 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 19,107 | 16,227,000 | SH | SOLE | 0 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 573 | 580,000 | SH | SOLE | 0 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 7,280 | 7,500,000 | SH | SOLE | 0 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 11,713 | 12,028,000 | SH | SOLE | 0 | 0 | 0 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 1,717 | 1,425 | SH | SOLE | 0 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 21,280 | 22,400,000 | SH | SOLE | 0 | 0 | 0 |