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 2,407 108,100 SH   SOLE   108,100 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,971 259,381 SH   SOLE   259,381 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 2,053 2,500,000 PRN   SOLE   2,500,000 0 0
ARYA SCIENCES ACQUISITION CO *W EXP 10/10/202 G3165V125 535 100,000 SH   SOLE   100,000 0 0
BAUSCH HEALTH COS INC COM 071734107 238 13,000 SH   SOLE   13,000 0 0
BERRY GLOBAL GROUP INC COM 08579W103 720 16,250 SH   SOLE   16,250 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,427 44,000 SH   SOLE   44,000 0 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 5,235 50,000 SH   SOLE   50,000 0 0
BRISTOW GROUP INC COM 11040G103 249 17,870 SH   SOLE   17,870 0 0
CARDTRONICS PLC SHS CL A G1991C105 712 29,700 SH   SOLE   29,700 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 17,780 500,000 SH   SOLE   500,000 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 21,352 175,000 SH   SOLE   175,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,203 24,900 SH   SOLE   24,900 0 0
CLEVELAND CLIFFS INC COM 185899101 7,902 1,431,600 SH   SOLE   1,431,600 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 326 48,102 SH   SOLE   48,102 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 27,342 15,000,000 PRN   SOLE   15,000,000 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 11,222 9,000 SH   SOLE   9,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 4,145 4,500,000 PRN   SOLE   4,500,000 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 2,246 2,500,000 PRN   SOLE   2,500,000 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 5,067 50,000 SH   SOLE   50,000 0 0
DONNELLEY R R & SONS CO COM 257867200 122 102,500 SH   SOLE   102,500 0 0
ECHOSTAR CORP CL A 278768106 839 30,000 SH   SOLE   30,000 0 0
ENCORE CAP GROUP INC COM 292554102 2,341 68,500 SH   SOLE   68,500 0 0
ENERGIZER HLDGS INC NEW 7.5 MCNV PFD A 29272W208 4,808 50,000 SH   SOLE   50,000 0 0
EURONET WORLDWIDE INC COM 298736109 699 7,300 SH   SOLE   7,300 0 0
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 138 30,000 SH   SOLE   30,000 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 3,608 185 SH Call SOLE   185 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 3,165 3,680,000 SH   SOLE   3,680,000 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 33,947 16,000,000 PRN   SOLE   16,000,000 0 0
INVITAE CORP COM 46185L103 3,514 116,000 SH   SOLE   116,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 24,060 22,000,000 PRN   SOLE   22,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 4,884 5,000,000 PRN   SOLE   5,000,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 728 6,600 SH   SOLE   6,600 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 10,713 10,000,000 PRN   SOLE   10,000,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 31,478 42,500,000 PRN   SOLE   42,500,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 34,268 32,500,000 PRN   SOLE   32,500,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 52,682 23,000,000 PRN   SOLE   23,000,000 0 0
MERITOR INC COM 59001K100 1,540 77,800 SH   SOLE   77,800 0 0
MESA LABS INC NOTE 1.375% 8/1 59064RAA7 3,990 4,000,000 PRN   SOLE   4,000,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 55,462 38,000,000 PRN   SOLE   38,000,000 0 0
MONGODB INC CL A 60937P106 16,115 71,200 SH   SOLE   71,200 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 2,408 6,500,000 PRN   SOLE   6,500,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 969 1,000,000 PRN   SOLE   1,000,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 4,854 100,000 SH   SOLE   100,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 40,070 17,500,000 PRN   SOLE   17,500,000 0 0
NIO INC SPON ADS 62914V106 2,470 319,900 SH   SOLE   319,900 0 0
NIO INC SPON ADS 62914V106 5,600 500 SH Call SOLE   500 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 10,060 8,500,000 PRN   SOLE   8,500,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 4,440 5,000,000 PRN   SOLE   5,000,000 0 0
O-I GLASS INC COM 67098H104 1,639 182,500 SH   SOLE   182,500 0 0
ON SEMICONDUCTOR CORP COM 682189105 198 10,000 SH   SOLE   10,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 2,335 2,000,000 PRN   SOLE   2,000,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 6,220 6,000,000 PRN   SOLE   6,000,000 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 2,321 2,000,000 PRN   SOLE   2,000,000 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 13,340 8,500,000 PRN   SOLE   8,500,000 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 13,596 95,688 SH   SOLE   95,688 0 0
RAPID7 INC COM 753422104 4,908 96,200 SH   SOLE   96,200 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 36,308 22,500,000 PRN   SOLE   22,500,000 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 6,609 150,000 SH   SOLE   150,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 36,181 30,000,000 PRN   SOLE   30,000,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 4,331 3,000,000 PRN   SOLE   3,000,000 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,102 46,400 SH   SOLE   46,400 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 2,119 2,100,000 PRN   SOLE   2,100,000 0 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 5,242 1,468,000 PRN   SOLE   1,468,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 4,920 5,015,000 PRN   SOLE   5,015,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 39,510 28,000,000 PRN   SOLE   28,000,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 2,765 2,500,000 PRN   SOLE   2,500,000 0 0