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
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 1,121 1,000,000 PRN   SOLE 0 1,000,000 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 632 200,000 SH   SOLE 0 200,000 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 998 276,502 SH   SOLE 0 276,502 0 0
ANTERO MIDSTREAM CORP COM 03676B102 3,571 1,700,500 SH   SOLE 0 1,700,500 0 0
BANDWIDTH INC COM CL A 05988J103 1,480 22,000 SH   SOLE 0 22,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 22,664 28,508,000 PRN   SOLE 0 28,508,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 18,517 23,439,000 PRN   SOLE 0 23,439,000 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 19,855 5,225,000 SH   SOLE 0 5,225,000 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 2,376 32,100,000 PRN   SOLE 0 32,100,000 0 0
CHURCHILL CAP CORP III UNIT 03/01/2027 17144C203 2,750 275,000 SH   SOLE 0 275,000 0 0
CITIC CAPITAL ACQUISITION CO UNIT 99/99/9999 G21513125 683 69,000 SH   SOLE 0 69,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 10,317 14,500,000 PRN   SOLE 0 14,500,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 3,007 4,963,000 PRN   SOLE 0 4,963,000 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 1,369 300,159 SH   SOLE 0 300,159 0 0
CUMULUS MEDIA INC COM CLASS A 231082801 270 49,780 SH   SOLE 0 49,780 0 0
CYTOKINETICS INC NOTE 4.000%11/1 23282WAA8 2,643 2,000,000 PRN   SOLE 0 2,000,000 0 0
DFP HEALTHCARE ACQUISITNS CO UNIT 03/31/2025 23343Q209 1,970 200,000 SH   SOLE 0 200,000 0 0
DIAMOND EAGLE ACQUISITION CO *W EXP 06/30/202 25258L117 380 132,833 SH   SOLE 0 132,833 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 95,872 118,309,000 PRN   SOLE 0 118,309,000 0 0
DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 737 75,000 SH   SOLE 0 75,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 47,768 60,500,000 PRN   SOLE 0 60,500,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 5,525 6,537,000 PRN   SOLE 0 6,537,000 0 0
FLYING EAGLE ACQUISITION COR UNIT 99/99/9999 34407Y202 1,745 175,000 SH   SOLE 0 175,000 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 3,523 5,500,000 PRN   SOLE 0 5,500,000 0 0
GOLAR LNG LTD SHS G9456A100 6,148 780,200 SH Put SOLE 0 780,200 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 383 65,750 SH   SOLE 0 65,750 0 0
GORES HLDGS IV INC UNIT 02/01/2023 382865202 1,259 125,000 SH   SOLE 0 125,000 0 0
GREENROSE ACQUISITION CORP UNIT 02/28/2024 395392202 4,850 500,000 SH   SOLE 0 500,000 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 5,713 10,022,126 SH   SOLE 0 10,022,126 0 0
IAC INTERACTIVECORP COM 44919P508 371,113 2,070,596 SH   SOLE 0 2,070,596 0 0
INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 4,945 500,000 SH   SOLE 0 500,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 4,390 5,000,000 PRN   SOLE 0 5,000,000 0 0
KALEYRA INC *W EXP 12/12/202 483379111 43 50,000 SH   SOLE 0 50,000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 1,634 2,500,000 PRN   SOLE 0 2,500,000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 7,654 13,547,000 PRN   SOLE 0 13,547,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 16,108 17,000,000 PRN   SOLE 0 17,000,000 0 0
MICHAELS COS INC COM 59408Q106 181 112,000 SH   SOLE 0 112,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 145,544 140,830,000 PRN   SOLE 0 140,830,000 0 0
NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 279 276,341 SH   SOLE 0 276,341 0 0
NIO INC SPON ADS 62914V106 686 246,600 SH   SOLE 0 246,600 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 5,749 6,000,000 PRN   SOLE 0 6,000,000 0 0
NUVASIVE INC COM 670704105 2,259 44,600 SH   SOLE 0 44,600 0 0
O-I GLASS INC COM 67098H104 1,915 269,392 SH   SOLE 0 269,392 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 31,020 31,148,000 PRN   SOLE 0 31,148,000 0 0
OPKO HEALTH INC COM 68375N103 171 127,519 SH   SOLE 0 127,519 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 21,638 32,710,000 PRN   SOLE 0 32,710,000 0 0
PAE INC *W EXP 09/11/202 69290Y117 969 650,000 SH   SOLE 0 650,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 25,716 26,575,000 PRN   SOLE 0 26,575,000 0 0
PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 130 125,050 SH   SOLE 0 125,050 0 0
PURE ACQUISITION CORP CL A 74621Q106 2,599 250,100 SH   SOLE 0 250,100 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 3,734 5,250,000 PRN   SOLE 0 5,250,000 0 0
RANPAK HLDGS CORP *W EXP 06/03/202 75321W111 431 375,000 SH   SOLE 0 375,000 0 0
SCVX CORP UNIT 99/99/9999 G79448109 748 75,000 SH   SOLE 0 75,000 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 3,398 76,800 SH Call SOLE 0 76,800 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 3,398 76,800 SH Put SOLE 0 76,800 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 834 28,700 SH Call SOLE 0 28,700 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 834 28,700 SH Put SOLE 0 28,700 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 930 30,000 SH Call SOLE 0 30,000 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 930 30,000 SH Put SOLE 0 30,000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 441 4,500 SH Call SOLE 0 4,500 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 441 4,500 SH Put SOLE 0 4,500 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,440 44,800 SH Call SOLE 0 44,800 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,440 44,800 SH Put SOLE 0 44,800 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 4,783 54,000 SH Call SOLE 0 54,000 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 4,783 54,000 SH Put SOLE 0 54,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,369 161,800 SH Call SOLE 0 161,800 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,369 161,800 SH Put SOLE 0 161,800 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,543 43,100 SH Call SOLE 0 43,100 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,543 43,100 SH Put SOLE 0 43,100 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,119 20,200 SH Call SOLE 0 20,200 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,119 20,200 SH Put SOLE 0 20,200 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 748 16,600 SH Call SOLE 0 16,600 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 748 16,600 SH Put SOLE 0 16,600 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 4,814 59,900 SH Call SOLE 0 59,900 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 4,814 59,900 SH Put SOLE 0 59,900 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 3,874 26,166 SH   SOLE 0 26,166 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 88,830 600,000 SH Put SOLE 0 600,000 0 0
SUPERIOR ENERGY SVCS INC COM NEW 868157306 1,138 773,883 SH   SOLE 0 773,883 0 0
T MOBILE US INC COM 872590104 19,727 235,120 SH   SOLE 0 235,120 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 47,494 26,000,000 PRN   SOLE 0 26,000,000 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 4,735 14,750,000 PRN   SOLE 0 14,750,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 25,234 28,061,000 PRN   SOLE 0 28,061,000 0 0
US ECOLOGY INC *W EXP 10/17/202 91734M111 44 11,524 SH   SOLE 0 11,524 0 0
VALARIS PLC SHS CLASS A G9402V109 225 500,000 SH Put SOLE 0 500,000 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 3,456 150,000 SH Put SOLE 0 150,000 0 0
VERTIV HOLDINGS CO *W EXP 06/12/202 92537N116 1,127 626,191 SH   SOLE 0 626,191 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 19,873 19,698,000 PRN   SOLE 0 19,698,000 0 0