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 | 12,747 | 9,701,000 | SH | SOLE | 0 | 0 | 9,701,000 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 22,582 | 20,000,000 | SH | SOLE | 0 | 0 | 20,000,000 | ||
| BLACKROCK CAP INVT CORP | NOTE 5.000% 6/1 | 092533AC2 | 845 | 840,000 | SH | SOLE | 600,000 | 0 | 240,000 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 506 | 500,000 | SH | SOLE | 0 | 0 | 500,000 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 22,495 | 20,220,000 | SH | SOLE | 0 | 0 | 20,220,000 | ||
| GOLDMAN SACHS BDC INC | NOTE 4.500% 4/0 | 38147UAB3 | 450 | 450,000 | SH | SOLE | 0 | 0 | 450,000 | ||
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 389 | 355,000 | SH | SOLE | 0 | 0 | 355,000 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 20,340 | 18,609,000 | SH | SOLE | 0 | 0 | 18,609,000 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 608 | 555,000 | SH | SOLE | 0 | 0 | 555,000 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 6,431 | 6,500,000 | SH | SOLE | 0 | 0 | 6,500,000 | ||
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 25,459 | 20,583,000 | SH | SOLE | 0 | 0 | 20,583,000 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 22,020 | 16,227,000 | SH | SOLE | 0 | 0 | 16,227,000 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 592 | 580,000 | SH | SOLE | 0 | 0 | 580,000 | ||
| SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 7,355 | 7,500,000 | SH | SOLE | 0 | 0 | 7,500,000 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 11,758 | 12,028,000 | SH | SOLE | 0 | 0 | 12,028,000 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 21,616 | 22,400,000 | SH | SOLE | 0 | 0 | 22,400,000 | ||