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 | 2,389 | 2,246 | PRN | SOLE | 1,100 | 0 | 1,146 | ||
AKAM | 0.13% 05/01/2025 | 00971TAJ0 | 1,614 | 1,250 | PRN | SOLE | 1,000 | 0 | 250 | ||
AKAM | 0.38% 09/01/2027 | 00971TAL5 | 13,513 | 11,954 | PRN | SOLE | 9,324 | 0 | 2,630 | ||
AYX | 1.00% 08/01/2026 | 02156BAF0 | 10,156 | 10,133 | PRN | SOLE | 8,606 | 0 | 1,527 | ||
ARCC | 3.75% 02/01/2022 | 04010LAT0 | 5,615 | 5,576 | PRN | SOLE | 4,533 | 0 | 1,043 | ||
ARCC | 4.63% 03/01/2024 | 04010LAW3 | 3,582 | 3,438 | PRN | SOLE | 1,600 | 0 | 1,838 | ||
AAWW | 2.25% 06/01/2022 | 049164BH8 | 26,162 | 24,010 | PRN | SOLE | 11,078 | 0 | 12,932 | ||
AAWW | 1.88% 06/01/2024 | 049164BJ4 | 58,813 | 48,785 | PRN | SOLE | 15,604 | 0 | 33,181 | ||
NEM | 0.00% 10/30/2023 | 06739FJQ5 | 101,215 | 61,824 | PRN | SOLE | 22,791 | 0 | 39,033 | ||
DHI | 0.00% 09/26/2023 | 06741J7V5 | 65,474 | 43,849 | PRN | SOLE | 21,934 | 0 | 21,915 | ||
BMRN | 0.60% 08/01/2024 | 09061GAH4 | 10,192 | 9,690 | PRN | SOLE | 100 | 0 | 9,590 | ||
COLL | 2.625% 2/15/2025 | 19459JAA2 | 4,395 | 4,417 | PRN | SOLE | 100 | 0 | 4,317 | ||
CORR | 5.88% 08/15/2025 | 21870UAC0 | 5,644 | 7,620 | PRN | SOLE | 6,150 | 0 | 1,470 | ||
COWN | 3.00% 12/15/2022 | 223622AE1 | 12,631 | 11,590 | PRN | SOLE | 6,000 | 0 | 5,590 | ||
EEFT | 0.75% 03/15/2049 | 298736AL3 | 6,774 | 6,966 | PRN | SOLE | 2,024 | 0 | 4,942 | ||
EZPW | 2.38% 05/01/2025 | 302301AE6 | 18,754 | 23,757 | PRN | SOLE | 18,700 | 0 | 5,057 | ||
GSBD | 4.50% 04/01/2022 | 38147UAB3 | 6,900 | 6,828 | PRN | SOLE | 1,113 | 0 | 5,715 | ||
GPMT | 6.38% 10/01/2023 | 38741LAC1 | 9,035 | 9,676 | PRN | SOLE | 100 | 0 | 9,576 | ||
GBX | 2.88% 02/01/2024 | 393657AK7 | 44,364 | 47,959 | PRN | SOLE | 21,338 | 0 | 26,621 | ||
HCI | 4.25% 03/01/2037 | 40416EAD5 | 31,059 | 30,756 | PRN | SOLE | 8,521 | 0 | 22,235 | ||
HASI | 4.125% 9/1/2022 | 41068XAB6 | 8,464 | 5,256 | PRN | SOLE | 100 | 0 | 5,156 | ||
HASI | 0.00% 08/15/2023 | 41068XAD2 | 45,341 | 43,655 | PRN | SOLE | 29,671 | 0 | 13,984 | ||
NSIT | 0.75% 02/15/2025 | 45765UAB9 | 55,623 | 53,010 | PRN | SOLE | 27,914 | 0 | 25,096 | ||
IDCC | 2.00% 06/01/2024 | 45867GAB7 | 53,984 | 52,271 | PRN | SOLE | 29,523 | 0 | 22,748 | ||
JAZZ | 1.50% 08/15/2024 | 472145AD3 | 34,588 | 34,153 | PRN | SOLE | 26,758 | 0 | 7,395 | ||
KAMN | 3.25% 05/01/2024 | 483548AF0 | 17,118 | 17,178 | PRN | SOLE | 10,087 | 0 | 7,091 | ||
KN | 3.25% 11/01/2021 | 49926DAB5 | 2,023 | 1,888 | PRN | SOLE | 100 | 0 | 1,788 | ||
LGND | 0.75% 05/15/2023 | 53220KAF5 | 4,483 | 4,613 | PRN | SOLE | 3,283 | 0 | 1,330 | ||
MFA | 6.25% 06/15/2024 | 55272XAA0 | 5,729 | 5,983 | PRN | SOLE | 1,172 | 0 | 4,811 | ||
NRG | 2.75% 06/01/2048 | 629377CG5 | 7,657 | 7,438 | PRN | SOLE | 5,081 | 0 | 2,357 | ||
OSIS | 1.25% 09/01/2022 | 671044AD7 | 30,543 | 30,265 | PRN | SOLE | 17,842 | 0 | 12,423 | ||
ON | 1.63% 10/15/2023 | 682189AP0 | 1,757 | 1,328 | PRN | SOLE | 100 | 0 | 1,228 | ||
PDCE | 1.13% 09/15/2021 | 69327RAD3 | 3,023 | 3,154 | PRN | SOLE | 100 | 0 | 3,054 | ||
PRAA | 3.50% 06/01/2023 | 69354NAB2 | 3,430 | 3,115 | PRN | SOLE | 100 | 0 | 3,015 | ||
PCRX | 2.38% 04/01/2022 | 695127AD2 | 42,128 | 36,586 | PRN | SOLE | 100 | 0 | 36,486 | ||
RWT | 4.75% 08/15/2023 | 758075AC9 | 6,249 | 6,807 | PRN | SOLE | 1,800 | 0 | 5,007 | ||
SUPN | 0.63% 04/01/2023 | 868459AD0 | 66,106 | 71,073 | PRN | SOLE | 29,690 | 0 | 41,383 | ||
TSLX | 4.50% 08/01/2022 | 87265KAD4 | 7,612 | 7,364 | PRN | SOLE | 2,015 | 0 | 5,349 | ||
TWTR | 0.25% 06/15/2024 | 90184LAF9 | 2,389 | 2,137 | PRN | SOLE | 100 | 0 | 2,037 | ||
VSH | 2.25% 06/15/2025 | 928298AP3 | 65,268 | 67,149 | PRN | SOLE | 28,575 | 0 | 38,574 |