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
AGNC INVT CORP COM 00123Q104 23,290 1,805,445 SH   SOLE 0 1,805,445 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 35,443 37,500,000 PRN   SOLE 0 37,500,000 0 0
ANTERO MIDSTREAM CORP COM 03676B102 28,221 5,533,532 SH   SOLE 0 5,533,532 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 2,196 2,330,000 PRN   SOLE 0 2,330,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 19,171 20,739,000 PRN   SOLE 0 20,739,000 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 13,447 3,756,272 SH   SOLE 0 3,756,272 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 25,537 1,555,260 SH   SOLE 0 1,555,260 0 0
CARNIVAL PLC ADR 14365C103 8,044 639,421 SH   SOLE 0 639,421 0 0
CC NEUBERGER PRINCIPAL HLDNG UNIT 99/99/9999 G1992Y106 2,120 200,000 SH   SOLE 0 200,000 0 0
CHURCHILL CAP CORP III UNIT 03/01/2027 17144C203 3,110 275,000 SH   SOLE 0 275,000 0 0
CITIC CAPITAL ACQUISITION CO UNIT 99/99/9999 G21513125 693 69,000 SH   SOLE 0 69,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 3,079 4,963,000 PRN   SOLE 0 4,963,000 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 3,719 613,640 SH   SOLE 0 613,640 0 0
DFP HEALTHCARE ACQUISITNS CO UNIT 03/31/2025 23343Q209 2,130 200,000 SH   SOLE 0 200,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 176,827 191,971,000 PRN   SOLE 0 191,971,000 0 0
DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 1,059 100,100 SH   SOLE 0 100,100 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 123,537 128,584,000 PRN   SOLE 0 128,584,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 53,809 51,692,000 PRN   SOLE 0 51,692,000 0 0
FLYING EAGLE ACQUISITION COR UNIT 99/99/9999 34407Y202 2,039 175,000 SH   SOLE 0 175,000 0 0
FOLEY TRASIMENE ACQUISTN COR UNIT 99/99/9999 34431F203 5,602 525,000 SH   SOLE 0 525,000 0 0
FORTRESS VALUE ACQUISITION C UNIT 99/99/9999 34962V205 4,534 440,150 SH   SOLE 0 440,150 0 0
FUSION ACQUISITION CORP UNIT 99/99/9999 36118H204 508 50,000 SH   SOLE 0 50,000 0 0
GIGCAPITAL3 INC UNIT 99/99/9999 37519D206 2,510 250,000 SH   SOLE 0 250,000 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 4,077 5,500,000 PRN   SOLE 0 5,500,000 0 0
GOLAR LNG LTD SHS G9456A100 7,207 995,400 SH Put SOLE 0 995,400 0 0
GORES HLDGS IV INC UNIT 02/01/2023 382865202 1,300 125,000 SH   SOLE 0 125,000 0 0
GREENROSE ACQUISITION CORP UNIT 02/28/2024 395392202 5,005 500,000 SH   SOLE 0 500,000 0 0
GS ACQUISITION HLDGS CORP II UNIT 99/99/9999 36258Q204 2,102 200,000 SH   SOLE 0 200,000 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 1,128 800,000 SH   SOLE 0 800,000 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 8,646 10,054,001 SH   SOLE 0 10,054,001 0 0
HUBSPOT INC COM 443573100 2,154 9,600 SH   SOLE 0 9,600 0 0
HUDSON EXECUTIVE INVT CORP UNIT 06/21/2025 443761200 4,796 467,900 SH   SOLE 0 467,900 0 0
IAC INTERACTIVECORP COM 44919P508 705,445 2,181,338 SH   SOLE 0 2,181,338 0 0
INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 5,080 500,000 SH   SOLE 0 500,000 0 0
JAWS ACQUISITION CORP UNIT 99/99/9999 G50744120 4,088 391,900 SH   SOLE 0 391,900 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 25,155 27,400,000 PRN   SOLE 0 27,400,000 0 0
KALEYRA INC *W EXP 12/12/202 483379111 33 50,000 SH   SOLE 0 50,000 0 0
KENSINGTON CAP ACQUISITION C UNIT 07/01/2027 490073202 5,010 500,000 SH   SOLE 0 500,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 17,925 17,000,000 PRN   SOLE 0 17,000,000 0 0
LONGVIEW ACQUISITION CORP UNIT 99/99/9999 543195200 4,545 450,000 SH   SOLE 0 450,000 0 0
MACYS INC COM 55616P104 9,632 1,400,000 SH Put SOLE 0 1,400,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 30,898 20,912,000 PRN   SOLE 0 20,912,000 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 7,525 7,000,000 PRN   SOLE 0 7,000,000 0 0
NIO INC NOTE 4.500% 2/0 62914VAB2 10,808 11,000,000 PRN   SOLE 0 11,000,000 0 0
O-I GLASS INC COM 67098H104 780 86,892 SH   SOLE 0 86,892 0 0
OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 785 4,825,000 PRN   SOLE 0 4,825,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 27,607 23,648,000 PRN   SOLE 0 23,648,000 0 0
OPEN LENDING CORP COM CL A 68373J104 956 63,300 SH   SOLE 0 63,300 0 0
OPKO HEALTH INC COM 68375N103 660 193,409 SH   SOLE 0 193,409 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 45,700 43,635,000 PRN   SOLE 0 43,635,000 0 0
PAE INC *W EXP 09/11/202 69290Y117 1,567 650,000 SH   SOLE 0 650,000 0 0
PAGERDUTY INC COM 69553P100 1,623 56,700 SH   SOLE 0 56,700 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 51,779 48,325,000 PRN   SOLE 0 48,325,000 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 19,537 13,000,000 PRN   SOLE 0 13,000,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 22,871 31,050,000 PRN   SOLE 0 31,050,000 0 0
RANPAK HLDGS CORP *W EXP 06/03/202 75321W111 581 375,000 SH   SOLE 0 375,000 0 0
SCVX CORP UNIT 99/99/9999 G79448109 777 75,000 SH   SOLE 0 75,000 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 4,150 76,800 SH Call SOLE 0 76,800 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 4,150 76,800 SH Put SOLE 0 76,800 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,086 28,700 SH Call SOLE 0 28,700 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,086 28,700 SH Put SOLE 0 28,700 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 1,044 30,000 SH Call SOLE 0 30,000 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 1,044 30,000 SH Put SOLE 0 30,000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 575 4,500 SH Call SOLE 0 4,500 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 575 4,500 SH Put SOLE 0 4,500 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,627 44,800 SH Call SOLE 0 44,800 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,627 44,800 SH Put SOLE 0 44,800 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 5,404 54,000 SH Call SOLE 0 54,000 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 5,404 54,000 SH Put SOLE 0 54,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,744 161,800 SH Call SOLE 0 161,800 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,744 161,800 SH Put SOLE 0 161,800 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,961 43,100 SH Call SOLE 0 43,100 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,961 43,100 SH Put SOLE 0 43,100 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,140 20,200 SH Call SOLE 0 20,200 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,140 20,200 SH Put SOLE 0 20,200 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 935 16,600 SH Call SOLE 0 16,600 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 935 16,600 SH Put SOLE 0 16,600 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 6,259 59,900 SH Call SOLE 0 59,900 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 6,259 59,900 SH Put SOLE 0 59,900 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 3,200 3,430,000 PRN   SOLE 0 3,430,000 0 0
SOCIAL CAP HDOSPHIA HLDG CO UNIT 99/99/9999 G8250T117 1,256 100,000 SH   SOLE 0 100,000 0 0
SOCIAL CAP HEDSPIA HLDG CO I UNIT 99/99/9999 G8251K123 5,935 500,000 SH   SOLE 0 500,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 73,646 61,500,000 PRN   SOLE 0 61,500,000 0 0
SPDR GOLD TR GOLD SHS 78463V107 57,575 344,000 SH Put SOLE 0 344,000 0 0
SUSTAINABLE OPPORTNTS ACQ CO UNIT 99/99/9999 G8598Y125 9,848 975,000 SH   SOLE 0 975,000 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 12,488 27,000,000 PRN   SOLE 0 27,000,000 0 0
TREBIA ACQUISITION CORP UNIT 99/99/9999 G9027T125 3,135 300,000 SH   SOLE 0 300,000 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 1,588 220,000 SH   SOLE 0 220,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 57,675 61,061,000 PRN   SOLE 0 61,061,000 0 0
US ECOLOGY INC *W EXP 10/17/202 91734M111 55 11,524 SH   SOLE 0 11,524 0 0
VALARIS PLC SHS CLASS A G9402V109 130 200,000 SH   SOLE 0 200,000 0 0
VALARIS PLC SHS CLASS A G9402V109 326 500,000 SH Put SOLE 0 500,000 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 3,888 106,000 SH Put SOLE 0 106,000 0 0
VERTIV HOLDINGS CO *W EXP 06/12/202 92537N116 4,262 1,068,148 SH   SOLE 0 1,068,148 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 2,421 2,325,000 PRN   SOLE 0 2,325,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 81,023 69,386,000 PRN   SOLE 0 69,386,000 0 0