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 | 1,310 | 1,167 | PRN | SOLE | 100 | 0 | 1,067 | ||
AKAM | 0.38% 09/01/2027 | 00971TAL5 | 26,643 | 24,678 | PRN | SOLE | 18,189 | 0 | 6,489 | ||
ARCC | 4.63% 03/01/2024 | 04010LAW3 | 2,488 | 2,279 | PRN | SOLE | 100 | 0 | 2,179 | ||
AAWW | 2.25% 06/01/2022 | 049164BH8 | 39,330 | 37,121 | PRN | SOLE | 19,839 | 0 | 17,282 | ||
AAWW | 1.88% 06/01/2024 | 049164BJ4 | 14,725 | 12,328 | PRN | SOLE | 100 | 0 | 12,228 | ||
CHEF | 1.88% 12/01/2024 | 163086AB7 | 594 | 582 | PRN | SOLE | 100 | 0 | 482 | ||
EEFT | 0.75% 03/15/2049 | 298736AL3 | 38,633 | 34,083 | PRN | SOLE | 21,565 | 0 | 12,518 | ||
GPRE | 2.25% 03/15/2027 | 393222AK0 | 4,791 | 4,471 | PRN | SOLE | 1,992 | 0 | 2,479 | ||
GBX | 2.88% 02/01/2024 | 393657AK7 | 66,248 | 61,054 | PRN | SOLE | 28,400 | 0 | 32,654 | ||
GES | 2.00% 04/15/2024 | 401617AD7 | 8,244 | 7,208 | PRN | SOLE | 1,000 | 0 | 6,208 | ||
HCI | 4.25% 03/01/2037 | 40416EAD5 | 26,132 | 20,278 | PRN | SOLE | 100 | 0 | 20,178 | ||
HOPE | 2.00% 05/15/2038 | 43940TAB5 | 28,755 | 29,170 | PRN | SOLE | 16,135 | 0 | 13,035 | ||
NSIT | 0.75% 02/15/2025 | 45765UAB9 | 52,782 | 36,334 | PRN | SOLE | 14,651 | 0 | 21,683 | ||
IDCC | 2.00% 06/01/2024 | 45867GAB7 | 34,588 | 32,606 | PRN | SOLE | 18,692 | 0 | 13,914 | ||
JAZZ | 1.50% 08/15/2024 | 472145AD3 | 47,625 | 44,251 | PRN | SOLE | 31,061 | 0 | 13,190 | ||
KAMN | 3.25% 05/01/2024 | 483548AF0 | 15,965 | 14,660 | PRN | SOLE | 1,000 | 0 | 13,660 | ||
KN | 3.25% 11/01/2021 | 49926DAB5 | 1,508 | 1,279 | PRN | SOLE | 100 | 0 | 1,179 | ||
LGND | 0.75% 05/15/2023 | 53220KAF5 | 23,719 | 22,751 | PRN | SOLE | 15,000 | 0 | 7,751 | ||
LITE | 0.50% 12/15/2026 | 55024UAD1 | 16,254 | 14,103 | PRN | SOLE | 11,508 | 0 | 2,595 | ||
MTOR | 3.25% 10/15/2037 | 59001KAF7 | 31,167 | 27,126 | PRN | SOLE | 14,452 | 0 | 12,674 | ||
MLAB | 1.38% 08/15/2025 | 59064RAA7 | 325 | 295 | PRN | SOLE | 100 | 0 | 195 | ||
NRG | 2.75% 06/01/2048 | 629377CG5 | 30,741 | 26,659 | PRN | SOLE | 11,922 | 0 | 14,737 | ||
NEO | 0.25% 01/15/2028 | 64049MAB6 | 273 | 270 | PRN | SOLE | 100 | 0 | 170 | ||
NMFC | 5.75% 08/15/2023 | 647551AC4 | 6,623 | 6,322 | PRN | SOLE | 2,400 | 0 | 3,922 | ||
NUVA | 0.38% 03/15/2025 | 670704AJ4 | 64,250 | 62,874 | PRN | SOLE | 39,143 | 0 | 23,731 | ||
OSIS | 1.25% 09/01/2022 | 671044AD7 | 42,434 | 39,504 | PRN | SOLE | 23,062 | 0 | 16,442 | ||
PCRX | 2.38% 04/01/2022 | 695127AD2 | 39,788 | 32,846 | PRN | SOLE | 100 | 0 | 32,746 | ||
SGH | 2.25% 02/15/2026 | 83205YAB0 | 44,888 | 34,974 | PRN | SOLE | 28,189 | 0 | 6,785 | ||
SUPN | 0.63% 04/01/2023 | 868459AD0 | 19,107 | 19,638 | PRN | SOLE | 10,999 | 0 | 8,639 | ||
VSH | 2.25% 06/15/2025 | 928298AP3 | 85,187 | 78,456 | PRN | SOLE | 29,671 | 0 | 48,785 | ||
WGO | 1.50% 04/01/2025 | 974637AB6 | 18,759 | 13,933 | PRN | SOLE | 11,558 | 0 | 2,375 |