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 | 14,034,300 | 13,366,000 | SH | SOLE | 0 | 0 | 13,366,000 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 21,212,500 | 20,000,000 | SH | SOLE | 0 | 0 | 20,000,000 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 1,498,720 | 1,292 | SH | SOLE | 0 | 0 | 1,292 | ||
BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 490,313 | 500,000 | SH | SOLE | 0 | 0 | 500,000 | ||
BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 5,126,250 | 6,000,000 | SH | SOLE | 0 | 0 | 6,000,000 | ||
BLOCK INC | NOTE 5/0 | 852234AJ2 | 728,550 | 900,000 | SH | SOLE | 0 | 0 | 900,000 | ||
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 20,266,252 | 15,216,000 | SH | SOLE | 0 | 0 | 15,216,000 | ||
ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 8,964,900 | 10,500,000 | SH | SOLE | 0 | 0 | 10,500,000 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 19,120,538 | 20,220,000 | SH | SOLE | 0 | 0 | 20,220,000 | ||
EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 17,766,942 | 20,400,000 | SH | SOLE | 0 | 0 | 20,400,000 | ||
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 1,415,250 | 1,500,000 | SH | SOLE | 0 | 0 | 1,500,000 | ||
HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 335,475 | 355,000 | SH | SOLE | 0 | 0 | 355,000 | ||
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 15,956,364 | 16,332,000 | SH | SOLE | 0 | 0 | 16,332,000 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 17,975,843 | 18,609,000 | SH | SOLE | 0 | 0 | 18,609,000 | ||
PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 5,801,250 | 6,500,000 | SH | SOLE | 0 | 0 | 6,500,000 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 10,783,168 | 4,624,000 | SH | SOLE | 0 | 0 | 4,624,000 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 19,488,627 | 16,227,000 | SH | SOLE | 0 | 0 | 16,227,000 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 562,238 | 580,000 | SH | SOLE | 0 | 0 | 580,000 | ||
SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 7,368,750 | 7,500,000 | SH | SOLE | 0 | 0 | 7,500,000 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 1,688,569 | 1,425 | SH | SOLE | 0 | 0 | 1,425 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 21,336,000 | 22,400,000 | SH | SOLE | 0 | 0 | 22,400,000 |