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UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
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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% 10/15/2024 00922RAB1 28,396 30,356 PRN   SOLE   8,000 0 22,356
AKAM 0.125% 05/01/2025 00971TAJ0 35,849 31,422 PRN   SOLE   23,539 0 7,883
ALTR 0.25% 06/01/2024 021369AA1 260 257 PRN   SOLE   100 0 157
ARI 4.75% 08/23/2022 03762UAB1 42,888 42,131 PRN   SOLE   18,500 0 23,631
ARI 5.375% 10/15/2023 03762UAC9 9,546 9,353 PRN   SOLE   3,364 0 5,989
ABR 5.25% 07/01/2021 038923AH1 23,866 22,412 PRN   SOLE   16,428 0 5,984
ARCC 4.625% 03/01/2024 04010LAW3 10,042 9,560 PRN   SOLE   2,057 0 7,503
AAWW 2.25% 06/01/2022 049164BH8 35,087 39,457 PRN   SOLE   19,300 0 20,157
AAWW 1.875% 06/01/2024 049164BJ4 35,462 42,091 PRN   SOLE   14,062 0 28,029
NEM 0.00% 10/30/2023 06739FJQ5 89,268 80,706 PRN   SOLE   31,463 0 49,243
DHI 0.00% 09/26/2023 06741J7V5 62,446 56,470 PRN   SOLE   29,078 0 27,392
BKCC 5.00% 06/15/2022 092533AC2 964 969 PRN   SOLE   100 0 869
BXMT 4.375% 05/05/2022 09257WAB6 50,012 47,801 PRN   SOLE   12,500 0 35,301
BXMT 4.75% 03/15/2023 09257WAC4 6,897 6,664 PRN   SOLE   2,888 0 3,776
COWN 3.00% 12/15/2022 223622AE1 40,197 36,758 PRN   SOLE   24,447 0 12,311
CY 2.00% 02/01/2023 232806AP4 1,304 1,073 PRN   SOLE   103 0 970
DY 0.75% 09/15/2021 267475AB7 70,483 72,961 PRN   SOLE   31,694 0 41,267
EZPW 2.375% 05/01/2025 302301AE6 20,454 25,646 PRN   SOLE   19,000 0 6,646
FCN 2.00% 08/15/2023 302941AP4 2,166 1,772 PRN   SOLE   1,000 0 772
FNSR 0.50% 12/15/2036 31787AAP6 50,055 50,080 PRN   SOLE   22,826 0 27,254
KSU 0.00% 02/16/2021 38147QMF0 5,931 6,014 PRN   SOLE   100 0 5,914
GSBD 4.50% 04/01/2022 38147UAB3 12,719 12,391 PRN   SOLE   2,129 0 10,262
GPMT 6.375% 10/01/2023 38741LAC1 29,747 28,751 PRN   SOLE   1,000 0 27,751
GBX 2.875% 02/01/2024 393657AK7 42,716 44,558 PRN   SOLE   24,381 0 20,177
HCI 4.25% 03/01/2037 40416EAD5 45,145 45,209 PRN   SOLE   16,909 0 28,300
HASI 4.125% 09/01/2022 41068XAB6 47,175 42,406 PRN   SOLE   16,238 0 26,168
HTGC 4.375% 02/01/2022 427096AF9 6,984 6,805 PRN   SOLE   100 0 6,705
JAZZ 1.875% 08/15/2021 472145AB7 12,455 12,403 PRN   SOLE   9,603 0 2,800
JAZZ 1.50% 08/15/2024 472145AD3 29,206 30,158 PRN   SOLE   23,933 0 6,225
KREF 6.125% 05/15/2023 48251KAB6 2,973 2,887 PRN   SOLE   2,046 0 841
KAMN 3.25% 05/01/2024 483548AF0 5,810 5,071 PRN   SOLE   1,000 0 4,071
KN 3.25% 11/01/2021 49926DAB5 5,059 4,106 PRN   SOLE   1,772 0 2,334
LGIH 4.25% 11/15/2019 50187TAB2 17,340 4,445 PRN   SOLE   3,570 0 875
LITE 0.25% 03/15/2024 55024UAB5 49,697 42,994 PRN   SOLE   24,244 0 18,750
MFA 6.25% 06/15/2024 55272XAA0 27,178 26,431 PRN   SOLE   15,078 0 11,353
MLAB 1.375% 08/15/2025 59064RAA7 9,906 9,427 PRN   SOLE   9,177 0 250
ON 1.00% 12/01/2020 682189AK1 8,208 7,017 PRN   SOLE   1,000 0 6,017
ON 1.625% 10/15/2023 682189AP0 4,750 3,942 PRN   SOLE   2,000 0 1,942
PDCE 1.125% 09/15/2021 69327RAD3 17,871 19,287 PRN   SOLE   5,000 0 14,287
PRAA 3.50% 06/01/2023 69354NAB2 36,138 35,543 PRN   SOLE   17,045 0 18,498
PCRX 2.375% 04/01/2022 695127AD2 75,938 76,792 PRN   SOLE   30,468 0 46,324
PMT 5.375% 05/01/2020 70932AAB9 5,277 5,218 PRN   SOLE   100 0 5,118
PRO 2.00% 12/01/2019 74346YAB9 1,744 1,744 PRN   SOLE   1,744 0 0
RCA 7.00% 08/15/2023 75574U200 47,886 3,845 PRN   SOLE   2,959 0 886
RWT 4.75% 08/15/2023 758075AC9 30,092 30,120 PRN   SOLE   6,098 0 24,022
RGEN 0.375% 07/15/2024 759916AB5 247 249 PRN   SOLE   100 0 149
XAN 4.50% 08/15/2022 76120WAC8 29,622 28,614 PRN   SOLE   12,880 0 15,734
SLAB 1.375% 03/01/2022 826919AB8 271 208 PRN   SOLE   100 0 108
SUPN 0.625% 04/01/2023 868459AD0 73,175 78,382 PRN   SOLE   35,005 0 43,377
SYNA 0.50% 06/15/2022 87157DAD1 4,918 5,267 PRN   SOLE   100 0 5,167
TCPC 4.625% 03/01/2022 87238QAD5 3,448 3,339 PRN   SOLE   100 0 3,239
TCPC 4.50% 12/15/2019 87265KAB8 20 20 PRN   SOLE   0 0 20
TSLX 4.50% 08/01/2022 87265KAD4 15,746 15,107 PRN   SOLE   2,781 0 12,326
INVA 2.125% 01/15/2023 88338TAB0 6,806 7,212 PRN   SOLE   5,000 0 2,212
TPC 2.875% 06/15/2021 901109AD0 81,961 85,751 PRN   SOLE   34,672 0 51,079
TWTR 0.25% 06/15/2024 90184LAF9 23,437 22,183 PRN   SOLE   8,591 0 13,592
TWO 6.25% 01/15/2022 90187BAA9 6,697 6,526 PRN   SOLE   5,031 0 1,495
IIVI 0.25% 09/01/2022 902104AB4 51,353 49,716 PRN   SOLE   25,183 0 24,533
VSH 2.25% 06/15/2025 928298AP3 36,222 38,469 PRN   SOLE   28,524 0 9,945
WMC 6.75% 10/01/2022 95790DAA3 1,705 1,688 PRN   SOLE   1,000 0 688