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 | 11,372 | 8,701,000 | SH | SOLE | 0 | 0 | 8,701,000 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 23,761 | 22,738,000 | SH | SOLE | 0 | 0 | 22,738,000 | ||
| 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 | 3,924 | 3,852,000 | SH | SOLE | 0 | 0 | 3,852,000 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 21,515 | 15,216,000 | SH | SOLE | 0 | 0 | 15,216,000 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 23,026 | 20,220,000 | SH | SOLE | 0 | 0 | 20,220,000 | ||
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 22,768 | 22,711,000 | SH | SOLE | 0 | 0 | 22,711,000 | ||
| GOLDMAN SACHS BDC INC | NOTE 4.500% 4/0 | 38147UAB3 | 461 | 450,000 | SH | SOLE | 0 | 0 | 450,000 | ||
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 12,634 | 11,932,000 | SH | SOLE | 0 | 0 | 11,932,000 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 23,424 | 18,609,000 | SH | SOLE | 0 | 0 | 18,609,000 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 22,806 | 14,294,000 | SH | SOLE | 0 | 0 | 14,294,000 | ||
| PROSPECT CAP CORP | NOTE 4.950% 7/1 | 74348TAR3 | 24,788 | 24,212,000 | SH | SOLE | 2,395,000 | 0 | 21,817,000 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 20,334 | 13,427,000 | SH | SOLE | 0 | 0 | 13,427,000 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 11,848 | 12,028,000 | SH | SOLE | 0 | 0 | 12,028,000 | ||
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 23,710 | 20,583,000 | SH | SOLE | 0 | 0 | 20,583,000 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 23,926 | 22,400,000 | SH | SOLE | 0 | 0 | 22,400,000 | ||