The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | 11,388 | 8,701,000 | SH | SOLE | 0 | 0 | 8,701,000 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 22,876 | 20,000,000 | SH | SOLE | 0 | 0 | 20,000,000 | ||
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 1,869 | 1,292 | SH | SOLE | 0 | 0 | 1,292 | ||
| BLACKROCK CAP INVT CORP | NOTE 5.000% 6/1 | 092533AC2 | 808 | 800,000 | SH | SOLE | 600,000 | 0 | 200,000 | ||
| BLACKROCK TCP CAPITAL CORP | NOTE 4.625% 3/0 | 87238QAD5 | 3,867 | 3,852,000 | SH | SOLE | 0 | 0 | 3,852,000 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 22,345 | 15,216,000 | SH | SOLE | 0 | 0 | 15,216,000 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 21,838 | 20,220,000 | SH | SOLE | 0 | 0 | 20,220,000 | ||
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 22,711 | 22,711,000 | SH | SOLE | 0 | 0 | 22,711,000 | ||
| GOLDMAN SACHS BDC INC | NOTE 4.500% 4/0 | 38147UAB3 | 452 | 450,000 | SH | SOLE | 0 | 0 | 450,000 | ||
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 427 | 355,000 | SH | SOLE | 0 | 0 | 355,000 | ||
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 12,246 | 11,932,000 | SH | SOLE | 0 | 0 | 11,932,000 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 21,226 | 18,609,000 | SH | SOLE | 0 | 0 | 18,609,000 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 25,470 | 14,294,000 | SH | SOLE | 0 | 0 | 14,294,000 | ||
| SIXTH STREET SPECIALTY LENDN | NOTE 4.500% 8/0 | 87265KAD4 | 25,613 | 20,583,000 | SH | SOLE | 0 | 0 | 20,583,000 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 21,631 | 16,227,000 | SH | SOLE | 0 | 0 | 16,227,000 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 11,730 | 12,028,000 | SH | SOLE | 0 | 0 | 12,028,000 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,124 | 1,425 | SH | SOLE | 0 | 0 | 1,425 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 22,610 | 22,400,000 | SH | SOLE | 0 | 0 | 22,400,000 | ||