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
ACTIVISION BLIZZARD INC COM 00507V109 4,758 80,000 SH   OTR   80,000 0 0
ADOBE INC COM 00724F101 11,138 35,000 SH   OTR   35,000 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 4,729 144,171 SH   OTR   144,171 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,729 60,000 SH   OTR   60,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 14,586 75,000 SH   OTR   75,000 0 0
ALLERGAN PLC SHS G0177J108 16,683 94,203 SH   OTR   94,203 0 0
ALPHABET INC CAP STK CL C 02079K107 2,326 2,000 SH   OTR   2,000 0 0
ALTICE USA INC CL A 02156K103 4,012 180,000 SH   OTR   180,000 0 0
AMAZON COM INC COM 023135106 6,239 3,200 SH Call OTR   3,200 0 0
AMAZON COM INC COM 023135106 36,074 18,502 SH   OTR   18,502 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 498 138,000 SH   OTR   138,000 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 629 174,200 SH Call OTR   174,200 0 0
ANAPLAN INC COM 03272L108 4,539 150,000 SH   OTR   150,000 0 0
APPLE INC COM 037833100 2,543 10,000 SH Call OTR   10,000 0 0
APPLIED MATLS INC COM 038222105 2,520 55,000 SH   OTR   55,000 0 0
ASSURED GUARANTY LTD COM G0585R106 2,063 80,000 SH   OTR   80,000 0 0
B & G FOODS INC NEW COM 05508R106 2,343 129,500 SH Call OTR   129,500 0 0
BALLARD PWR SYS INC NEW COM 058586108 694 91,250 SH   OTR   91,250 0 0
BARRICK GOLD CORPORATION COM 067901108 34,808 1,900,000 SH Put OTR   1,900,000 0 0
BAUSCH HEALTH COS INC COM 071734107 671 43,300 SH   OTR   43,300 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 7,489 9,500,000 PRN   OTR   9,500,000 0 0
BIG LOTS INC COM 089302103 2,854 200,720 SH   OTR   200,720 0 0
BOEING CO COM 097023105 2,386 16,000 SH   OTR   16,000 0 0
BOEING CO COM 097023105 19,388 130,000 SH Put OTR   130,000 0 0
BOOKING HLDGS INC COM 09857L108 22,870 17,000 SH   OTR   17,000 0 0
BRINKER INTL INC COM 109641100 300 25,000 SH   OTR   25,000 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 901 237,183 SH   OTR   237,183 0 0
CALERES INC COM 129500104 1,514 291,095 SH   OTR   291,095 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 200 200,000 SH Call OTR   200,000 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 4,330 4,330,000 SH Put OTR   4,330,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,976 150,000 SH Call OTR   150,000 0 0
CENTURYLINK INC COM 156700106 1,419 150,000 SH Call OTR   150,000 0 0
CHART INDS INC COM PAR $0.01 16115Q308 869 30,000 SH   OTR   30,000 0 0
CHILDRENS PL INC COM 168905107 978 50,000 SH   OTR   50,000 0 0
CIENA CORP COM NEW 171779309 3,981 100,000 SH   OTR   100,000 0 0
CITIGROUP INC COM NEW 172967424 6,318 150,000 SH Call OTR   150,000 0 0
CLEVELAND CLIFFS INC COM 185899101 18,170 4,600,000 SH Put OTR   4,600,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 9,039 13,000,000 PRN   OTR   13,000,000 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 19,146 18,000,000 PRN   OTR   18,000,000 0 0
COMCAST CORP NEW CL A 20030N101 5,501 160,000 SH Call OTR   160,000 0 0
CONDUENT INC COM 206787103 736 300,400 SH Call OTR   300,400 0 0
CONSTELLIUM SE CL A SHS F21107101 3,061 587,511 SH   OTR   587,511 0 0
COPART INC COM 217204106 13,704 200,000 SH   OTR   200,000 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 730 160,173 SH   OTR   160,173 0 0
COSTCO WHSL CORP NEW COM 22160K105 2,851 10,000 SH   OTR   10,000 0 0
CROWN HLDGS INC COM 228368106 1,567 27,000 SH   OTR   27,000 0 0
CSX CORP COM 126408103 860 15,000 SH   OTR   15,000 0 0
CSX CORP COM 126408103 4,584 80,000 SH Call OTR   80,000 0 0
CVS HEALTH CORP COM 126650100 3,411 57,500 SH   OTR   57,500 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 3,889 166,765 SH   OTR   166,765 0 0
D R HORTON INC COM 23331A109 1,394 41,000 SH   OTR   41,000 0 0
DESIGNER BRANDS INC CL A 250565108 512 102,778 SH   OTR   102,778 0 0
DEXCOM INC COM 252131107 2,020 7,500 SH   OTR   7,500 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 348 190,000 SH Put OTR   190,000 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 641 350,000 SH Call OTR   350,000 0 0
DICKS SPORTING GOODS INC COM 253393102 532 25,000 SH   OTR   25,000 0 0
DISH NETWORK CORPORATION CL A 25470M109 400 20,000 SH Call OTR   20,000 0 0
DISH NETWORK CORPORATION CL A 25470M109 4,163 208,250 SH   OTR   208,250 0 0
DISH NETWORK CORPORATION CL A 25470M109 6,397 320,000 SH Put OTR   320,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 6,489 8,000,000 PRN   OTR   8,000,000 0 0
DOLLAR GEN CORP NEW COM 256677105 3,020 20,000 SH   OTR   20,000 0 0
DOMINOS PIZZA INC COM 25754A201 4,861 15,000 SH   OTR   15,000 0 0
DOW INC COM 260557103 1,491 51,000 SH   OTR   51,000 0 0
DUPONT DE NEMOURS INC COM 26614N102 8,859 259,800 SH   OTR   259,800 0 0
DXC TECHNOLOGY CO COM 23355L106 3,458 265,000 SH   OTR   265,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 2,889 84,171 SH   OTR   84,171 0 0
EASTMAN CHEM CO COM 277432100 1,630 35,000 SH   OTR   35,000 0 0
EATON CORP PLC SHS G29183103 2,020 26,000 SH   OTR   26,000 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 434 7,500 SH   OTR   7,500 0 0
EQUIFAX INC COM 294429105 3,882 32,500 SH   OTR   32,500 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 1,576 2,000,000 PRN   OTR   2,000,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 16,881 300,000 SH   OTR   300,000 0 0
EXPERIENCE INVT CORP UNIT 09/01/2026 30217C208 4,900 500,000 SH   OTR   500,000 0 0
FAIR ISAAC CORP COM 303250104 18,461 60,000 SH   OTR   60,000 0 0
FEDEX CORP COM 31428X106 2,668 22,000 SH Call OTR   22,000 0 0
FERRARI N V COM N3167Y103 15,257 100,000 SH   OTR   100,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 18,246 150,000 SH   OTR   150,000 0 0
FLEX LTD ORD Y2573F102 3,350 400,000 SH   OTR   400,000 0 0
FRONT YD RESIDENTIAL CORP COM 35904G107 807 67,500 SH   OTR   67,500 0 0
GENERAL MTRS CO COM 37045V100 727 35,000 SH   OTR   35,000 0 0
GENERAL MTRS CO COM 37045V100 4,468 215,000 SH Put OTR   215,000 0 0
GILEAD SCIENCES INC COM 375558103 4,486 60,000 SH Put OTR   60,000 0 0
GILEAD SCIENCES INC COM 375558103 23,176 310,000 SH Call OTR   310,000 0 0
GOLAR LNG LTD SHS G9456A100 1,459 185,200 SH Call OTR   185,200 0 0
GOLAR LNG LTD SHS G9456A100 6,304 800,000 SH Put OTR   800,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 175 30,000 SH Call OTR   30,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 175 30,000 SH Put OTR   30,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,391 239,000 SH   OTR   239,000 0 0
GRACE W R & CO DEL NEW COM 38388F108 579 16,251 SH   OTR   16,251 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 2,576 75,000 SH   OTR   75,000 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 3,341 227,600 SH   OTR   227,600 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 11,956 410,000 SH Put OTR   410,000 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 444 15,000 SH   OTR   15,000 0 0
HP INC COM 40434L105 2,734 157,499 SH   OTR   157,499 0 0
HYATT HOTELS CORP COM CL A 448579102 11,975 250,000 SH   OTR   250,000 0 0
IAC INTERACTIVECORP COM 44919P508 3,343 18,650 SH   OTR   18,650 0 0
IDEX CORP COM 45167R104 4,005 29,000 SH   OTR   29,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,217 29,000 SH Call OTR   29,000 0 0
INVITATION HOMES INC COM 46187W107 1,402 65,600 SH Call OTR   65,600 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 14,393 15,000,000 PRN   OTR   15,000,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 14,882 12,255,000 PRN   OTR   12,255,000 0 0
KEMET CORP COM NEW 488360207 1,305 54,000 SH   OTR   54,000 0 0
L BRANDS INC COM 501797104 578 50,000 SH   OTR   50,000 0 0
LAS VEGAS SANDS CORP COM 517834107 8,494 200,000 SH   OTR   200,000 0 0
LEGG MASON INC COM 524901105 3,517 72,000 SH   OTR   72,000 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 1,109 35,078 SH   OTR   35,078 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 2,723 100,000 SH   OTR   100,000 0 0
LILLY ELI & CO COM 532457108 2,386 17,200 SH   OTR   17,200 0 0
LOCKHEED MARTIN CORP COM 539830109 6,440 19,000 SH   OTR   19,000 0 0
LUCKIN COFFEE INC SPONSORED ADS 54951L109 2,719 100,000 SH   OTR   100,000 0 0
MASTERCARD INC CL A 57636Q104 24,156 100,000 SH   OTR   100,000 0 0
MEDIFAST INC COM 58470H101 952 15,235 SH   OTR   15,235 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 6,712 55,326 SH   OTR   55,326 0 0
MERCK & CO. INC COM 58933Y105 1,619 21,038 SH   OTR   21,038 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 24,681 17,000,000 PRN   OTR   17,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 2,524 60,000 SH   OTR   60,000 0 0
MICROSOFT CORP COM 594918104 3,943 25,000 SH   OTR   25,000 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 3,436 20,000,000 PRN   OTR   20,000,000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 260 3,000 SH   OTR   3,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 21,648 200,000 SH   OTR   200,000 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 3,825 206,077 SH   OTR   206,077 0 0
NUCOR CORP COM 670346105 1,549 43,000 SH   OTR   43,000 0 0
NVIDIA CORP COM 67066G104 3,954 15,000 SH   OTR   15,000 0 0
OCCIDENTAL PETE CORP COM 674599105 4,343 375,000 SH Call OTR   375,000 0 0
OLIN CORP COM PAR $1 680665205 622 53,300 SH Put OTR   53,300 0 0
OLIN CORP COM PAR $1 680665205 770 66,000 SH   OTR   66,000 0 0
ORMAT TECHNOLOGIES INC COM 686688102 1,011 14,947 SH   OTR   14,947 0 0
OVINTIV INC COM 69047Q102 54 20,000 SH   OTR   20,000 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 139 45,300 SH Call OTR   45,300 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,246 407,273 SH   OTR   407,273 0 0
PAYPAL HLDGS INC COM 70450Y103 4,308 45,000 SH   OTR   45,000 0 0
PETMED EXPRESS INC COM 716382106 6,157 213,942 SH   OTR   213,942 0 0
PHILLIPS 66 COM 718546104 10,462 195,000 SH Call OTR   195,000 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 684 300,000 SH   OTR   300,000 0 0
PLUG POWER INC COM NEW 72919P202 1,322 373,500 SH   OTR   373,500 0 0
QUALCOMM INC COM 747525103 2,368 35,000 SH   OTR   35,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,128 26,500 SH   OTR   26,500 0 0
RETROPHIN INC COM 761299106 2,189 150,000 SH   OTR   150,000 0 0
ROPER TECHNOLOGIES INC COM 776696106 4,989 16,000 SH   OTR   16,000 0 0
SALESFORCE COM INC COM 79466L302 21,597 150,000 SH   OTR   150,000 0 0
SERVICENOW INC COM 81762P102 14,329 50,000 SH   OTR   50,000 0 0
SHERWIN WILLIAMS CO COM 824348106 1,470 3,200 SH   OTR   3,200 0 0
STARS GROUP INC COM 85570W100 9,189 450,000 SH Put OTR   450,000 0 0
STERICYCLE INC COM 858912108 486 10,000 SH   OTR   10,000 0 0
TAILORED BRANDS INC COM 87403A107 237 136,192 SH   OTR   136,192 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4,448 37,500 SH   OTR   37,500 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 1,428 129,808 SH   OTR   129,808 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 6,519 188,081 SH   OTR   188,081 0 0
TECH DATA CORP COM 878237106 6,006 45,900 SH   OTR   45,900 0 0
TEGNA INC COM 87901J105 2,818 259,500 SH   OTR   259,500 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,973 10,000 SH   OTR   10,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,376 165,000 SH   OTR   165,000 0 0
TESLA INC COM 88160R101 16,506 31,500 SH Put OTR   31,500 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 10,843 1,207,500 SH Put OTR   1,207,500 0 0
TIDEWATER INC NEW *W EXP 07/31/202 88642R117 16 17,427 SH Call OTR   17,427 0 0
TIDEWATER INC NEW *W EXP 07/31/202 88642R125 12 19,667 SH Call OTR   19,667 0 0
TIFFANY & CO NEW COM 886547108 3,934 30,375 SH   OTR   30,375 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 2,685 7,500,000 PRN   OTR   7,500,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 928 800,000 SH Call OTR   800,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 5,336 4,600,000 SH Put OTR   4,600,000 0 0
TWITTER INC COM 90184L102 3,193 130,000 SH   OTR   130,000 0 0
UNION PAC CORP COM 907818108 3,667 26,000 SH   OTR   26,000 0 0
UNITED AIRLS HLDGS INC COM 910047109 3,155 100,000 SH Put OTR   100,000 0 0
UNITED STATES STL CORP NEW COM 912909108 631 100,000 SH Call OTR   100,000 0 0
UNITED STATES STL CORP NEW COM 912909108 25,240 4,000,000 SH Put OTR   4,000,000 0 0
VALARIS PLC SHS CLASS A G9402V109 90 200,000 SH Call OTR   200,000 0 0
VALARIS PLC SHS CLASS A G9402V109 1,535 3,410,000 SH Put OTR   3,410,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 21,741 21,847,000 PRN   OTR   21,847,000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,784 11,700 SH   OTR   11,700 0 0
VERTIV HOLDINGS CO COM CL A 92537N108 3,676 425,000 SH   OTR   425,000 0 0
VIACOMCBS INC CL B 92556H206 2,368 169,000 SH   OTR   169,000 0 0
VULCAN MATLS CO COM 929160109 3,599 33,300 SH   OTR   33,300 0 0
WESCO INTL INC COM 95082P105 2,742 120,000 SH   OTR   120,000 0 0
WESTERN DIGITAL CORP. COM 958102105 2,913 70,000 SH   OTR   70,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 6,444 7,350,000 PRN   OTR   7,350,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 3,894 3,500,000 PRN   OTR   3,500,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 5,605 195,622 SH   OTR   195,622 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 2,083 110,000 SH Call OTR   110,000 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 3,047 160,900 SH   OTR   160,900 0 0
XPERI CORP COM 98421B100 1,690 121,500 SH   OTR   121,500 0 0
ZOETIS INC CL A 98978V103 2,967 25,210 SH   OTR   25,210 0 0