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
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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
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 18,382 19,031,000 PRN   SOLE   0 0 19,031,000
APOLLO COML REAL EST FIN INC NOTE 5.375% 10/1 03762UAC9 1,798 1,913,000 PRN   SOLE   0 0 1,913,000
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,924 33,350 SH   SOLE   33,350 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 18,171 18,113,000 PRN   SOLE   0 0 18,113,000
BRINKS CO COM 109696104 3,378 46,923 SH   SOLE   46,923 0 0
CALLAWAY GOLF CO COM 131193104 1,885 78,500 SH   SOLE   78,500 0 0
CHAMPIONX CORPORATION COM 15872M104 4,024 263,000 SH   SOLE   263,000 0 0
CHURCHILL CAP CORP II CL A 17143G106 1,327 128,220 SH   SOLE   128,220 0 0
CHURCHILL CAP CORP II UNIT 99/99/9999 17143G205 1,096 100,000 SH   SOLE   100,000 0 0
CHURCHILL CAP CORP IV UNIT 99/99/9999 171439201 3,090 300,000 SH   SOLE   300,000 0 0
CHURCHILL CAP CORP V UNIT 99/99/9999 17144T206 4,200 400,000 SH   SOLE   400,000 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 19,477 16,000,000 PRN   SOLE   0 0 16,000,000
DHT HOLDINGS INC SHS NEW Y2065G121 2,395 458,000 SH   SOLE   458,000 0 0
DISNEY WALT CO COM 254687106 3,968 21,900 SH   SOLE   21,900 0 0
EAGLE PT CR CO LLC COM 269808101 3,903 386,784 SH   SOLE   386,784 0 0
EHEALTH INC COM 28238P109 2,676 37,900 SH   SOLE   37,900 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 1,220 1,000,000 PRN   SOLE   0 0 1,000,000
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 15,385 17,150,000 PRN   SOLE   0 0 17,150,000
GOHEALTH INC COM CL A 38046W105 3,101 227,000 SH   SOLE   227,000 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 2,044 2,244,000 PRN   SOLE   0 0 2,244,000
HOWARD HUGHES CORP COM 44267D107 2,424 30,710 SH   SOLE   30,710 0 0
IHEARTMEDIA INC COM CL A 45174J509 2,784 214,500 SH   SOLE   214,500 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 7,934 10,003,000 PRN   SOLE   0 0 10,003,000
ISHARES TR RUSSELL 2000 ETF 464287655 1,106 443,100 SH Put SOLE   443,100 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 14,846 12,830,000 PRN   SOLE   0 0 12,830,000
LAS VEGAS SANDS CORP COM 517834107 3,621 60,750 SH   SOLE   60,750 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 11,557 9,000,000 PRN   SOLE   0 0 9,000,000
MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 113 75,000 SH   SOLE   75,000 0 0
MULTIPLAN CORPORATION COM 62548M100 2,685 336,000 SH   SOLE   336,000 0 0
NEWMARK GROUP INC CL A 65158N102 3,485 478,000 SH   SOLE   478,000 0 0
O-I GLASS INC COM 67098H104 2,100 176,500 SH   SOLE   176,500 0 0
RADIUS HEALTH INC COM NEW 750469207 519 29,032 SH   SOLE   29,032 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 5,851 6,500,000 PRN   SOLE   0 0 6,500,000
SABRE CORP COM 78573M104 1,885 156,850 SH   SOLE   156,850 0 0
SELECTQUOTE INC COM 816307300 2,100 101,200 SH   SOLE   101,200 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 2,530 74,199 SH   SOLE   74,199 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,052 182,000 SH Put SOLE   182,000 0 0
SPLUNK INC COM 848637104 43 14,200 SH Put SOLE   14,200 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 8,108 6,000,000 PRN   SOLE   0 0 6,000,000
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 2,531 109,250 SH   SOLE   109,250 0 0