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The reader should not assume that the information 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 1.125% 10/15/24 00922RAB1 49,292 48,162 PRN   SOLE   21,700 0 26,462
AKAM 0.125% 05/01/25 00971TAJ0 31,161 29,033 PRN   SOLE   25,300 0 3,733
ARI 4.75% 08/23/22 03762UAB1 59,089 58,954 PRN   SOLE   21,300 0 37,654
ARI 5.375% 10/15/23 03762UAC9 8,193 8,187 PRN   SOLE   3,300 0 4,887
ARCC 4.625% 03/01/24 04010LAW3 14,016 13,575 PRN   SOLE   3,400 0 10,175
AAWW 2.25% 06/01/22 049164BH8 39,464 39,750 PRN   SOLE   22,500 0 17,250
AAWW 1.875% 06/01/24 049164BJ4 25,059 24,349 PRN   SOLE   3,700 0 20,649
BCS/NEM 0% 10/30/23 06739FJQ5 83,748 76,496 PRN   SOLE   31,200 0 45,296
BCS/DHI 0% 09/26/23 06741J7V5 52,893 52,630 PRN   SOLE   29,665 0 22,965
BKCC 5% 06/15/22 092533AC2 1,284 1,279 PRN   SOLE   100 0 1,179
BXMT 4.375% 05/05/22 09257WAB6 49,029 46,817 PRN   SOLE   12,500 0 34,317
BXMT 4.75% 03/15/23 09257WAC4 5,682 5,430 PRN   SOLE   2,800 0 2,630
CAMP 1.625% 05/15/20 128126AB5 1,193 1,222 PRN   SOLE   100 0 1,122
COWN 3% 12/15/22 223622AE1 37,063 31,957 PRN   SOLE   24,300 0 7,657
CY 2% 02/01/23 232806AP4 1,241 1,048 PRN   SOLE   103 0 945
DY 0.75% 09/15/21 267475AB7 62,737 63,995 PRN   SOLE   30,000 0 33,995
EZPW 2.375% 05/01/25 302301AE6 25,482 28,013 PRN   SOLE   25,100 0 2,913
FNSR 0.5% 12/15/36 31787AAP6 49,598 50,743 PRN   SOLE   22,827 0 27,916
GS/KSU 0% 02/16/21 38147QMF0 5,959 6,134 PRN   SOLE   100 0 6,034
GSBD 4.5% 04/01/22 38147UAB3 15,281 15,172 PRN   SOLE   2,100 0 13,072
GPMT 6.375% 10/01/23 38741LAC1 35,193 33,900 PRN   SOLE   1,000 0 32,900
GBX 2.875% 02/01/24 393657AK7 34,681 35,813 PRN   SOLE   20,500 0 15,313
HCI 4.25% 03/01/37 40416EAD5 48,076 48,784 PRN   SOLE   23,429 0 25,355
HASI 4.125% 09/01/22 41068XAB6 55,522 50,425 PRN   SOLE   24,800 0 25,625
HTGC 4.375% 02/01/22 427096AF9 7,878 7,856 PRN   SOLE   100 0 7,756
JAZZ 1.875% 08/15/21 472145AB7 10,470 10,250 PRN   SOLE   9,600 0 650
JAZZ 1.5% 08/15/24 472145AD3 26,427 26,725 PRN   SOLE   24,100 0 2,625
KREF 6.125% 05/15/23 48251KAB6 12,935 12,452 PRN   SOLE   11,000 0 1,452
KAMN 3.25% 05/01/24 483548AF0 6,201 5,266 PRN   SOLE   1,000 0 4,266
KN 3.25% 11/01/21 49926DAB5 4,518 3,748 PRN   SOLE   1,600 0 2,148
LGIH 4.25% 11/15/19 50187TAB2 20,098 6,000 PRN   SOLE   6,000 0 0
LITE 0.25% 03/15/24 55024UAB5 47,236 40,058 PRN   SOLE   25,200 0 14,858
MFA 6.25% 06/15/24 55272XAA0 22,010 21,807 PRN   SOLE   15,000 0 6,807
OAS 2.625% 09/15/23 674215AJ7 316 344 PRN   SOLE   100 0 244
ON 1% 12/01/20 682189AK1 9,118 7,407 PRN   SOLE   1,000 0 6,407
ON 1.625% 10/15/23 682189AP0 4,545 3,723 PRN   SOLE   2,000 0 1,723
PDCE 1.125% 09/15/21 69327RAD3 21,676 23,021 PRN   SOLE   8,000 0 15,021
PRAA 3.5% 06/01/23 69354NAB2 4,002 4,280 PRN   SOLE   100 0 4,180
PCRX 2.375% 04/01/22 695127AD2 69,844 68,050 PRN   SOLE   29,600 0 38,450
PMT 5.375% 05/01/20 70932AAB9 10,738 10,587 PRN   SOLE   100 0 10,487
PRAA 3% 08/01/20 73640QAB1 7,699 7,735 PRN   SOLE   100 0 7,635
RC 7% 08/15/23 75574U200 43,619 1,631 PRN   SOLE   894 0 736
RWT 4.75% 08/15/23 758075AC9 24,211 24,705 PRN   SOLE   1,000 0 23,705
XAN 4.5% 08/15/22 76120WAC8 26,311 25,689 PRN   SOLE   12,800 0 12,889
SLAB 1.375% 03/01/22 826919AB8 322 258 PRN   SOLE   100 0 158
SUPN 0.625% 04/01/23 868459AD0 69,799 71,162 PRN   SOLE   34,913 0 36,249
SYNA 0.5% 06/15/22 87157DAD1 35,696 39,856 PRN   SOLE   17,400 0 22,456
TCPC 4.625% 03/01/22 87238QAD5 3,385 3,326 PRN   SOLE   100 0 3,226
TSLX 4.625% 12/15/19 87265KAB8 20 20 PRN   SOLE   0 0 20
TSLX 4.5% 08/01/22 87265KAD4 20,529 19,897 PRN   SOLE   4,700 0 15,197
INVA 2.125% 01/15/23 88338TAB0 9,722 9,248 PRN   SOLE   8,300 0 948
TPC 2.875% 06/15/21 901109AD0 76,307 80,301 PRN   SOLE   35,725 0 44,576
TWTR 0.25% 06/15/24 90184LAF9 26,323 26,891 PRN   SOLE   12,300 0 14,591
TWO 6.25% 01/15/22 90187BAA9 7,551 7,473 PRN   SOLE   6,200 0 1,273
IIVI 0.25% 09/01/22 902104AB4 53,339 50,528 PRN   SOLE   29,300 0 21,228
WMC 6.75% 10/01/22 95790DAA3 5,197 5,249 PRN   SOLE   5,000 0 249