The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
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
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
AIR TRANSPORT SERVICES GRP I COM 00922R105 1,976 108,100 SH   SOLE   108,100 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,083 300,000 SH   SOLE   300,000 0 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 2,168 50,000 SH   SOLE   50,000 0 0
BAUSCH HEALTH COS INC COM 071734107 202 13,000 SH   SOLE   13,000 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 14,377 275,000 SH   SOLE   275,000 0 0
BERRY GLOBAL GROUP INC COM 08579W103 548 16,250 SH   SOLE   16,250 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,718 44,000 SH   SOLE   44,000 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 14,400 500,000 SH   SOLE   500,000 0 0
CHEGG INC COM 163092109 2,819 78,800 SH   SOLE   78,800 0 0
CHENIERE ENERGY INC COM NEW 16411R208 834 24,900 SH   SOLE   24,900 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 121 2,200,000 PRN   SOLE   2,200,000 0 0
CLEVELAND CLIFFS INC COM 185899101 5,341 1,352,100 SH   SOLE   1,352,100 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 16,072 175,000 SH   SOLE   175,000 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 219 48,102 SH   SOLE   48,102 0 0
COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 15,550 5,000,000 PRN   SOLE   5,000,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 27,227 16,000,000 PRN   SOLE   16,000,000 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 4,601 50,000 SH   SOLE   50,000 0 0
DONNELLEY R R & SONS CO COM 257867200 98 102,500 SH   SOLE   102,500 0 0
ENCORE CAP GROUP INC COM 292554102 1,602 68,500 SH   SOLE   68,500 0 0
ENERGIZER HLDGS INC NEW 7.5 MCNV PFD A 29272W208 3,395 50,000 SH   SOLE   50,000 0 0
EURONET WORLDWIDE INC COM 298736109 626 7,300 SH   SOLE   7,300 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 1,196 2,097,875 SH   SOLE   2,097,875 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 23,024 12,500,000 PRN   SOLE   12,500,000 0 0
INVITAE CORP COM 46185L103 1,586 116,000 SH   SOLE   116,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 26,935 22,000,000 PRN   SOLE   22,000,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 8,255 8,000,000 PRN   SOLE   8,000,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 30,027 42,500,000 PRN   SOLE   42,500,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 28,425 30,000,000 PRN   SOLE   30,000,000 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 1,175 1,500,000 PRN   SOLE   1,500,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 18,288 14,000,000 PRN   SOLE   14,000,000 0 0
MERITOR INC COM 59001K100 1,031 77,800 SH   SOLE   77,800 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 32,667 22,500,000 PRN   SOLE   22,500,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 35,577 38,000,000 PRN   SOLE   38,000,000 0 0
MONGODB INC CL A 60937P106 9,012 66,000 SH   SOLE   66,000 0 0
NIO INC SPON ADS 62914V106 1,028 369,900 SH   SOLE   369,900 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 1,268 6,500,000 PRN   SOLE   6,500,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 30,877 24,000,000 PRN   SOLE   24,000,000 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 17,636 400,000 SH   SOLE   400,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 25,620 14,500,000 PRN   SOLE   14,500,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 8,144 8,500,000 PRN   SOLE   8,500,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 4,084 5,000,000 PRN   SOLE   5,000,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 3,415 3,250,000 PRN   SOLE   3,250,000 0 0
O-I GLASS INC COM 67098H104 853 120,000 SH   SOLE   120,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 124 10,000 SH   SOLE   10,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 1,992 2,000,000 PRN   SOLE   2,000,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 5,220 6,000,000 PRN   SOLE   6,000,000 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 10,062 8,500,000 PRN   SOLE   8,500,000 0 0
PYXUS INTL INC COM 74737V106 47 15,000 SH   SOLE   15,000 0 0
RH COM 74967X103 3,516 35,000 SH   SOLE   35,000 0 0
RAPID7 INC COM 753422104 4,168 96,200 SH   SOLE   96,200 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 30,825 22,500,000 PRN   SOLE   22,500,000 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 31,967 15,000,000 PRN   SOLE   15,000,000 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 4,440 100,000 SH   SOLE   100,000 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 2,449 35,000 SH   SOLE   35,000 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 835 46,400 SH   SOLE   46,400 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 1,953 2,100,000 PRN   SOLE   2,100,000 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 17,752 5,000,000 PRN   SOLE   5,000,000 0 0
TENNECO INC CL A VTG COM STK 880349105 372 103,200 SH   SOLE   103,200 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 4,752 5,015,000 PRN   SOLE   5,015,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 38,553 28,000,000 PRN   SOLE   28,000,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 2,522 2,500,000 PRN   SOLE   2,500,000 0 0
ATLASSIAN CORP PLC CL A G06242104 14,810 107,900 SH   SOLE   107,900 0 0
CARDTRONICS PLC SHS CL A G1991C105 372 17,800 SH   SOLE   17,800 0 0