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
ABBVIE INC COM 00287Y109 1,518 17,148 SH   OTR   0 17,148 0
ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 125 166,666 SH   OTR   0 166,666 0
ACCEL ENTMT INC *W EXP 11/20/202 00436Q114 1,776 602,019 SH   OTR   0 602,019 0
ACCELERATE DIAGNOSTICS INC NOTE 2.500% 3/1 00430HAB8 1,162 1,500,000 PRN   OTR   0 0 1,500,000
ACTIVISION BLIZZARD INC COM 00507V109 212 3,571 SH   OTR   0 3,571 0
ADVANCE AUTO PARTS INC COM 00751Y106 395 2,466 SH   OTR   0 2,466 0
ADVANCED MICRO DEVICES INC COM 007903107 2,297 50,098 SH   OTR   0 50,098 0
AGNICO EAGLE MINES LTD COM 008474108 598 9,700 SH   OTR   0 9,700 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 14,347 14,665,000 PRN   OTR   0 0 14,665,000
AKAMAI TECHNOLOGIES INC COM 00971T101 283 3,275 SH   OTR   0 3,275 0
AKAZOO SA *W EXP 09/11/202 L0164E116 1,000 2,000,949 SH   OTR   0 2,000,949 0
ALAMOS GOLD INC NEW COM CL A 011532108 209 34,800 SH   OTR   0 34,800 0
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 167 930,140 SH   OTR   0 930,140 0
ALLEGRO MERGER CORP RIGHT 12/31/2023 01749N129 509 1,595,707 SH   OTR   0 1,595,707 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 231 4,779 SH   OTR   0 4,779 0
ALLSTATE CORP COM 020002101 479 4,258 SH   OTR   0 4,258 0
ALPHABET INC CAP STK CL C 02079K107 7,114 5,321 SH   OTR   0 5,321 0
ALPS ETF TR ALERIAN MLP 00162Q866 2,550 300,000 SH Call OTR   0 300,000 0
ALTERYX INC COM CL A 02156B103 421 4,203 SH   OTR   0 4,203 0
ALUSSA ENERGY ACQUISITION CO UNIT 10/31/2026 G0232J127 2,016 200,000 SH   OTR   0 200,000 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 10,271 189,739 SH   OTR   0 189,739 0
AMERICAN EXPRESS CO COM 025816109 250 2,008 SH   OTR   0 2,008 0
AMERICAN FINL GROUP INC OHIO COM 025932104 233 2,128 SH   OTR   0 2,128 0
AMERIPRISE FINL INC COM 03076C106 739 4,439 SH   OTR   0 4,439 0
AMGEN INC COM 031162100 395 1,639 SH   OTR   0 1,639 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,075 48,100 SH   OTR   0 48,100 0
ANWORTH MORTGAGE ASSET CP COM 037347101 46 12,943 SH   OTR   0 12,943 0
APARTMENT INVT & MGMT CO CL A 03748R754 220 4,256 SH   OTR   0 4,256 0
APEX TECHNOLOGY ACQUISITN CO *W EXP 09/18/202 03768F110 460 400,000 SH   OTR   0 400,000 0
APEX TECHNOLOGY ACQUISITN CO UNIT 06/11/2026 03768F201 8,376 800,000 SH   OTR   0 800,000 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 354 351,000 PRN   OTR   0 0 351,000
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 6,057 5,972,000 PRN   OTR   0 0 5,972,000
APOLLO GLOBAL MGMT INC COM CL A 03768E105 233 4,885 SH   OTR   0 4,885 0
APPLE INC COM 037833100 8,985 30,597 SH   OTR   0 30,597 0
APPLIED MATLS INC COM 038222105 333 5,456 SH   OTR   0 5,456 0
ARCONIC INC COM 03965L100 222 7,206 SH   OTR   0 7,206 0
ARES CAP CORP COM 04010L103 354 18,997 SH   OTR   0 18,997 0
ARYA SCIENCES ACQUISITION CO UNIT 10/04/2023 G3165V117 6,912 601,000 SH   OTR   0 601,000 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 28 10,000 SH   OTR   0 10,000 0
ASPEN TECHNOLOGY INC COM 045327103 286 2,363 SH   OTR   0 2,363 0
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 2,236 3,000,000 PRN   OTR   0 0 3,000,000
ASSURANT INC COM 04621X108 380 2,901 SH   OTR   0 2,901 0
ATHENE HLDG LTD CL A G0684D107 236 5,026 SH   OTR   0 5,026 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 3,282 52,093 SH   OTR   0 52,093 0
AXSOME THERAPEUTICS INC COM 05464T104 437 4,227 SH   OTR   0 4,227 0
B2GOLD CORP COM 11777Q209 60 15,000 SH   OTR   0 15,000 0
BALL CORP COM 058498106 629 9,726 SH   OTR   0 9,726 0
BANK AMER CORP COM 060505104 8,837 250,896 SH   OTR   0 250,896 0
BANK NEW YORK MELLON CORP COM 064058100 636 12,629 SH   OTR   0 12,629 0
BAOZUN INC SPONSORED ADR 06684L103 765 23,100 SH   OTR   0 23,100 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 14,256 217,780 SH   OTR   0 217,780 0
BEYOND MEAT INC COM 08862E109 204 2,704 SH   OTR   0 2,704 0
BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 39 150,000 SH   OTR   0 150,000 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 483 5,715 SH   OTR   0 5,715 0
BIOMX INC *W EXP 10/16/202 09090D111 38 80,605 SH   OTR   0 80,605 0
BOEING CO COM 097023105 204 625 SH   OTR   0 625 0
BOOKING HLDGS INC COM 09857L108 304 148 SH   OTR   0 148 0
BOXWOOD MERGER CORP *W EXP 11/26/202 10319T119 3,587 5,786,117 SH   OTR   0 5,786,117 0
BOXWOOD MERGER CORP COM CL A 10319T101 5,540 545,270 SH   OTR   0 545,270 0
BRIGHTHOUSE FINL INC COM 10922N103 237 6,034 SH   OTR   0 6,034 0
BROADCOM INC COM 11135F101 1,514 4,792 SH   OTR   0 4,792 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 6,005 15,803,875 SH   OTR   0 15,803,875 0
BROADMARK RLTY CAP INC COM 11135B100 6,415 503,168 SH   OTR   0 503,168 0
BROOGE HLDGS LTD *W EXP 12/20/202 G1611B115 5,829 7,877,873 SH   OTR   0 7,877,873 0
BROOGE HLDGS LTD SHS G1611B107 14,533 1,645,842 SH   OTR   0 1,645,842 0
BURLINGTON STORES INC COM 122017106 303 1,328 SH   OTR   0 1,328 0
CAPITAL ONE FINL CORP COM 14040H105 232 2,256 SH   OTR   0 2,256 0
CARDINAL HEALTH INC COM 14149Y108 374 7,397 SH   OTR   0 7,397 0
CARMAX INC COM 143130102 203 2,312 SH   OTR   0 2,312 0
CATERPILLAR INC DEL COM 149123101 837 5,669 SH   OTR   0 5,669 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 8,177 167,769 SH   OTR   0 167,769 0
CERNER CORP COM 156782104 310 4,218 SH   OTR   0 4,218 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 1,138 1,264,355 SH   OTR   0 1,264,355 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 4,496 74,942 SH   OTR   0 74,942 0
CHANGYOU COM LTD ADS REP CL A 15911M107 25,748 2,630,000 SH   OTR   0 2,630,000 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,359 2,801 SH   OTR   0 2,801 0
CHASERG TECHNLGY ACQUISITN C *W EXP 04/10/202 16166A111 4,347 1,975,794 SH   OTR   0 1,975,794 0
CHENIERE ENERGY INC COM NEW 16411R208 209 3,417 SH   OTR   0 3,417 0
CHEVRON CORP NEW COM 166764100 3,133 26,000 SH Call OTR   0 26,000 0
CHP MERGER CORP UNIT 11/22/2024 12558Y205 12,204 1,200,000 SH   OTR   0 1,200,000 0
CHURCH & DWIGHT INC COM 171340102 845 12,013 SH   OTR   0 12,013 0
CHURCHILL CAP CORP II UNIT 99/99/9999 17143G205 24,252 2,250,000 SH   OTR   0 2,250,000 0
CISCO SYS INC COM 17275R102 532 11,101 SH   OTR   0 11,101 0
CITIGROUP INC COM NEW 172967424 4,029 50,436 SH   OTR   0 50,436 0
CITIZENS FINL GROUP INC COM 174610105 454 11,176 SH   OTR   0 11,176 0
CITRIX SYS INC COM 177376100 231 2,085 SH   OTR   0 2,085 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 11,488 9,551,000 PRN   OTR   0 0 9,551,000
CLOROX CO DEL COM 189054109 236 1,537 SH   OTR   0 1,537 0
CME GROUP INC COM 12572Q105 9,032 45,000 SH   OTR   0 45,000 0
COLFAX CORP UNIT 01/15/2022T 194014205 306 1,942 SH   OTR   0 1,942 0
COLLIER CREEK HOLDINGS *W EXP 99/99/999 G22707114 680 489,438 SH   OTR   0 489,438 0
COLLIER CREEK HOLDINGS COM CL A G22707106 1,028 100,000 SH   OTR   0 100,000 0
COLLIER CREEK HOLDINGS UNIT 99/99/9999 G22707122 8,310 773,000 SH   OTR   0 773,000 0
COMERICA INC COM 200340107 281 3,921 SH   OTR   0 3,921 0
CONDUENT INC COM 206787103 101 16,364 SH   OTR   0 16,364 0
CONSOL ENERGY INC NEW COM 20854L108 218 15,000 SH Call OTR   0 15,000 0
COOPER COS INC COM NEW 216648402 328 1,020 SH   OTR   0 1,020 0
COUPA SOFTWARE INC COM 22266L106 2,245 15,349 SH   OTR   0 15,349 0
CREDIT ACCEP CORP MICH COM 225310101 644 1,455 SH   OTR   0 1,455 0
CREE INC COM 225447101 335 7,249 SH   OTR   0 7,249 0
CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 2,568 3,209,739 SH   OTR   0 3,209,739 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 2,758 2,152 SH   OTR   0 2,152 0
CSX CORP COM 126408103 1,062 14,677 SH   OTR   0 14,677 0
CUBESMART COM 229663109 218 6,920 SH   OTR   0 6,920 0
CUMMINS INC COM 231021106 551 3,078 SH   OTR   0 3,078 0
CVR ENERGY INC COM 12662P108 203 5,021 SH   OTR   0 5,021 0
DARDEN RESTAURANTS INC COM 237194105 203 1,858 SH   OTR   0 1,858 0
DAVITA INC COM 23918K108 791 10,547 SH   OTR   0 10,547 0
DD3 ACQUISITION CORP *W EXP 10/20/202 G2692M111 192 436,100 SH   OTR   0 436,100 0
DD3 ACQUISITION CORP UNIT 10/12/2023 G2692M129 3,024 280,000 SH   OTR   0 280,000 0
DECKERS OUTDOOR CORP COM 243537107 229 1,359 SH   OTR   0 1,359 0
DEVON ENERGY CORP NEW COM 25179M103 605 23,284 SH   OTR   0 23,284 0
DEXCOM INC COM 252131107 980 4,480 SH   OTR   0 4,480 0
DIAMOND EAGLE ACQUISITION CO COM CL A 25258L109 3,578 334,385 SH   OTR   0 334,385 0
DIAMOND EAGLE ACQUISITION CO UNIT 06/30/2026 25258L208 5,489 466,877 SH   OTR   0 466,877 0
DISCOVER FINL SVCS COM 254709108 246 2,906 SH   OTR   0 2,906 0
DISCOVERY INC COM SER C 25470F302 273 8,957 SH   OTR   0 8,957 0
DOCUSIGN INC COM 256163106 1,393 18,800 SH   OTR   0 18,800 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 2,551 23,841 SH   OTR   0 23,841 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 18,421 359,362 SH   OTR   0 359,362 0
EATON CORP PLC SHS G29183103 624 6,591 SH   OTR   0 6,591 0
ECOLAB INC COM 278865100 352 1,826 SH   OTR   0 1,826 0
ELASTIC N V ORD SHS N14506104 202 3,146 SH   OTR   0 3,146 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 220 35,900 SH   OTR   0 35,900 0
ERIE INDTY CO CL A 29530P102 203 1,220 SH   OTR   0 1,220 0
ETSY INC COM 29786A106 302 6,828 SH   OTR   0 6,828 0
EURONET WORLDWIDE INC COM 298736109 1,497 9,500 SH   OTR   0 9,500 0
EVERGY INC COM 30034W106 545 8,374 SH   OTR   0 8,374 0
EXACT SCIENCES CORP COM 30063P105 1,048 11,328 SH   OTR   0 11,328 0
EXELA TECHNOLOGIES INC COM 30162V102 61 148,822 SH   OTR   0 148,822 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 1,897 2,000,000 PRN   OTR   0 0 2,000,000
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 1,142 3,806,877 SH   OTR   0 3,806,877 0
FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 2,363 1,832,102 SH   OTR   0 1,832,102 0
FAR PT ACQUISITION CORP COM CL A 30734W109 17,801 1,723,229 SH   OTR   0 1,723,229 0
FAR PT ACQUISITION CORP UNIT 06/01/2025 30734W208 24,040 2,225,959 SH   OTR   0 2,225,959 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 250 17,016 SH   OTR   0 17,016 0
FIFTH THIRD BANCORP COM 316773100 516 16,778 SH   OTR   0 16,778 0
FINSERV ACQUISITION CORP UNIT 12/31/2026 318085206 2,046 200,000 SH   OTR   0 200,000 0
FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 10,800 1,000,000 SH   OTR   0 1,000,000 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 202 379 SH   OTR   0 379 0
FORD MTR CO DEL COM 345370860 234 25,170 SH   OTR   0 25,170 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 23,196 23,846 SH   OTR   0 23,846 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 2,398 5,212,949 SH   OTR   0 5,212,949 0
GAMESTOP CORP NEW CL A 36467W109 119 19,561 SH   OTR   0 19,561 0
GARRETT MOTION INC COM 366505105 375 37,499 SH   OTR   0 37,499 0
GARTNER INC COM 366651107 270 1,754 SH   OTR   0 1,754 0
GENERAL MTRS CO COM 37045V100 233 6,372 SH   OTR   0 6,372 0
GENWORTH FINL INC COM CL A 37247D106 55 12,500 SH   OTR   0 12,500 0
GIGCAPITAL2 INC *W EXP 02/28/202 375036118 296 925,000 SH   OTR   0 925,000 0
GLOBAL PMTS INC COM 37940X102 5,388 29,513 SH   OTR   0 29,513 0
GLOBAL X FDS MSCI GREECE ETF 37950E366 3,105 306,535 SH   OTR   0 306,535 0
GOL LINHAS AEREAS INTLG S A SPON ADR PFD NEW 38045R206 2,460 136,124 SH   OTR   0 136,124 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 453 68,600 SH   OTR   0 68,600 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 1,576 4,378,765 SH   OTR   0 4,378,765 0
GORES HOLDINGS III INC *W EXP 09/11/202 38286G117 1,859 1,199,098 SH   OTR   0 1,199,098 0
GORES HOLDINGS III INC CLASS A 38286G109 8,341 806,709 SH   OTR   0 806,709 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 143 95,313 SH   OTR   0 95,313 0
GORES METROPOULOS INC UNIT 99/99/9999 382872208 7,434 700,000 SH   OTR   0 700,000 0
GRAINGER W W INC COM 384802104 532 1,571 SH   OTR   0 1,571 0
GS ACQUISITION HLDGS CORP *W EXP 06/12/202 36255F110 3,101 1,345,207 SH   OTR   0 1,345,207 0
GS ACQUISITION HLDGS CORP COM CL A 36255F102 15,745 1,427,461 SH   OTR   0 1,427,461 0
GS ACQUISITION HLDGS CORP UNIT 06/12/2023 36255F201 11,338 960,812 SH   OTR   0 960,812 0
GX ACQUISITION CORP *W EXP 05/24/202 36251A115 200 250,000 SH   OTR   0 250,000 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 438 120,550 SH   OTR   0 120,550 0
HASBRO INC COM 418056107 989 9,368 SH   OTR   0 9,368 0
HAYMAKER ACQUISITION CORP II *W EXP 10/31/202 42087L119 423 300,000 SH   OTR   0 300,000 0
HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 10,500 1,000,000 SH   OTR   0 1,000,000 0
HEALTHCARE MERGER CORP UNIT 12/17/2021 42227L201 12,420 1,200,000 SH   OTR   0 1,200,000 0
HEICO CORP NEW CL A 422806208 203 2,265 SH   OTR   0 2,265 0
HEICO CORP NEW COM 422806109 539 4,718 SH   OTR   0 4,718 0
HENNESSY CAP ACQUSTION CORP *W EXP 09/05/202 42589C112 272 339,476 SH   OTR   0 339,476 0
HENRY SCHEIN INC COM 806407102 1,192 17,866 SH   OTR   0 17,866 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 2,673 2,573,000 PRN   OTR   0 0 2,573,000
HEXCEL CORP NEW COM 428291108 204 2,779 SH   OTR   0 2,779 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 313 894,579 SH   OTR   0 894,579 0
HL ACQUISITIONS CORP RIGHT 07/17/2023 G4603R130 169 666,699 SH   OTR   0 666,699 0
HOLLYFRONTIER CORP COM 436106108 237 4,674 SH   OTR   0 4,674 0
HOST HOTELS & RESORTS INC COM 44107P104 229 12,336 SH   OTR   0 12,336 0
HUMANA INC COM 444859102 882 2,406 SH   OTR   0 2,406 0
HUNT J B TRANS SVCS INC COM 445658107 1,131 9,686 SH   OTR   0 9,686 0
IAC INTERACTIVECORP COM 44919P508 1,151 4,619 SH   OTR   0 4,619 0
IAMGOLD CORP COM 450913108 282 75,700 SH   OTR   0 75,700 0
ILLINOIS TOOL WKS INC COM 452308109 251 1,400 SH   OTR   0 1,400 0
ILLUMINA INC COM 452327109 531 1,600 SH   OTR   0 1,600 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 9,847 9,430,000 PRN   OTR   0 0 9,430,000
INSURANCE ACQUISITION CORP *W EXP 03/31/202 457867117 179 150,371 SH   OTR   0 150,371 0
INTEL CORP COM 458140100 1,474 24,623 SH   OTR   0 24,623 0
INTELSAT S A COM L5140P101 77 11,000 SH   OTR   0 11,000 0
INTELSAT S A NOTE 4.500% 6/1 45790VAB6 340 500,000 PRN   OTR   0 0 500,000
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 236 5,072 SH   OTR   0 5,072 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 14,533 302,709 SH   OTR   0 302,709 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 1,428 2,320,000 PRN   OTR   0 0 2,320,000
INTUIT COM 461202103 296 1,131 SH   OTR   0 1,131 0
INVESCO QQQ TR UNIT SER 1 46090E103 850 4,000 SH   OTR   0 4,000 0
ISHARES INC MSCI BRAZIL ETF 464286400 593 12,500 SH   OTR   0 12,500 0
ISHARES SILVER TRUST ISHARES 46428Q109 834 50,000 SH Call OTR   0 50,000 0
ISHARES TR IBOXX HI YD ETF 464288513 79,806 907,500 SH Put OTR   0 907,500 0
ISHARES TR IBOXX INV CP ETF 464287242 32,730 255,780 SH   OTR   0 255,780 0
ISHARES TR JPMORGAN USD EMG 464288281 6,874 60,000 SH Put OTR   0 60,000 0
ISHARES TR JPMORGAN USD EMG 464288281 11,456 100,000 SH Call OTR   0 100,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 65,062 1,450,000 SH Call OTR   0 1,450,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 828 5,000 SH   OTR   0 5,000 0
JOHNSON CTLS INTL PLC SHS G51502105 936 23,004 SH   OTR   0 23,004 0
JPMORGAN CHASE & CO COM 46625H100 5,053 36,251 SH   OTR   0 36,251 0
JUNIPER INDL HLDGS INC UNIT 11/13/2026 48205G205 10,216 1,001,600 SH   OTR   0 1,001,600 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 35 434,668 SH   OTR   0 434,668 0
KBL MERGER CORP IV RIGHT 04/09/2020 48242A120 22 144,668 SH   OTR   0 144,668 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 286 2,784 SH   OTR   0 2,784 0
KINROSS GOLD CORP COM 496902404 557 117,500 SH   OTR   0 117,500 0
LAMB WESTON HLDGS INC COM 513272104 2,017 23,448 SH   OTR   0 23,448 0
LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 216 300,000 SH   OTR   0 300,000 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 3,636 6,762,896 SH   OTR   0 6,762,896 0
LEGACY ACQUISITION CORP COM CL A 524643103 2,745 267,250 SH   OTR   0 267,250 0
LEGACY ACQUISITION CORP UNIT 05/31/2024 524643202 2,621 245,192 SH   OTR   0 245,192 0
LEGGETT & PLATT INC COM 524660107 659 12,970 SH   OTR   0 12,970 0
LEIDOS HLDGS INC COM 525327102 321 3,282 SH   OTR   0 3,282 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 1,980 1,917,217 SH   OTR   0 1,917,217 0
LEISURE ACQUISITION CORP UNIT 99/99/9999 52539T206 544 50,000 SH   OTR   0 50,000 0
LEO HOLDINGS CORP *W EXP 02/07/202 G5463L113 1,635 2,465,238 SH   OTR   0 2,465,238 0
LEO HOLDINGS CORP COM CL A G5463L105 4,405 425,987 SH   OTR   0 425,987 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 1,665 3,700,220 SH   OTR   0 3,700,220 0
LGL SYS ACQUISITION CORP UNIT 10/24/2024 50201G205 8,670 850,000 SH   OTR   0 850,000 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 433 19,039 SH   OTR   0 19,039 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 4,858 110,961 SH   OTR   0 110,961 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 6,035 4,529,000 PRN   OTR   0 0 4,529,000
LIV CAP ACQUISITION CORP UNIT 99/99/9999 G5510C124 1,761 175,000 SH   OTR   0 175,000 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 9,451 7,693,000 PRN   OTR   0 0 7,693,000
LIVEPERSON INC COM 538146101 241 6,510 SH   OTR   0 6,510 0
LOCKHEED MARTIN CORP COM 539830109 236 606 SH   OTR   0 606 0
MACYS INC COM 55616P104 186 10,956 SH   OTR   0 10,956 0
MASTERCARD INC CL A 57636Q104 653 2,188 SH   OTR   0 2,188 0
MATCH GROUP INC COM 57665R106 235 2,861 SH   OTR   0 2,861 0
MCDONALDS CORP COM 580135101 289 1,462 SH   OTR   0 1,462 0
MCEWEN MNG INC COM 58039P107 888 699,400 SH   OTR   0 699,400 0
MCKESSON CORP COM 58155Q103 489 3,536 SH   OTR   0 3,536 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 754 2,355,752 SH   OTR   0 2,355,752 0
MERCK & CO INC COM 58933Y105 225 2,472 SH   OTR   0 2,472 0
MERCURY SYS INC COM 589378108 266 3,842 SH   OTR   0 3,842 0
METLIFE INC COM 59156R108 1,055 20,695 SH   OTR   0 20,695 0
METTLER TOLEDO INTERNATIONAL COM 592688105 235 296 SH   OTR   0 296 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 7,946 7,596,000 PRN   OTR   0 0 7,596,000
MGIC INVT CORP WIS COM 552848103 233 16,464 SH   OTR   0 16,464 0
MICRON TECHNOLOGY INC COM 595112103 546 10,152 SH   OTR   0 10,152 0
MICROSOFT CORP COM 594918104 3,343 21,200 SH Put OTR   0 21,200 0
MICROSOFT CORP COM 594918104 3,343 21,200 SH Call OTR   0 21,200 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 3,394 4,525,200 SH   OTR   0 4,525,200 0
MOODYS CORP COM 615369105 236 994 SH   OTR   0 994 0
MORGAN STANLEY COM NEW 617446448 1,108 21,676 SH   OTR   0 21,676 0
MSG NETWORK INC CL A 553573106 178 10,236 SH   OTR   0 10,236 0
MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 2,051 4,185,782 SH   OTR   0 4,185,782 0
MYLAN N V SHS EURO N59465109 974 48,469 SH   OTR   0 48,469 0
NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 714 570,900 SH   OTR   0 570,900 0
NEBULA ACQUISITION CORP COM CLASS A 629076100 1,054 100,000 SH   OTR   0 100,000 0
NEBULA ACQUISITION CORP UNIT 03/12/2025 629076209 6,551 606,000 SH   OTR   0 606,000 0
NESCO HLDGS INC COM 64083J104 809 196,761 SH   OTR   0 196,761 0
NETAPP INC COM 64110D104 819 13,149 SH   OTR   0 13,149 0
NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 2,851 1,863,153 SH   OTR   0 1,863,153 0
NEW PROVIDENCE ACQUISITIN CO *W EXP 09/11/202 64822P114 639 710,000 SH   OTR   0 710,000 0
NEW PROVIDENCE ACQUISITIN CO COM CL A 64822P106 987 100,000 SH   OTR   0 100,000 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 2,875 56,064 SH   OTR   0 56,064 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 44,130 23,039,000 PRN   OTR   0 0 23,039,000
NIKE INC CL B 654106103 319 3,148 SH   OTR   0 3,148 0
NOBLE CORP PLC SHS USD G65431101 54 44,321 SH   OTR   0 44,321 0
NORTONLIFELOCK INC COM 668771108 2,567 100,586 SH   OTR   0 100,586 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 37,481 33,680,000 PRN   OTR   0 0 33,680,000
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 7,149 5,346,000 PRN   OTR   0 0 5,346,000
O REILLY AUTOMOTIVE INC NEW COM 67103H107 235 536 SH   OTR   0 536 0
OAKTREE ACQUISITION CORP UNIT 99/99/9999 G67145121 2,550 250,000 SH   OTR   0 250,000 0
ON SEMICONDUCTOR CORP COM 682189105 1,173 48,100 SH   OTR   0 48,100 0
OPES ACQUISITION CORP *W EXP 03/13/202 68373P118 30 165,468 SH   OTR   0 165,468 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 5,080 4,629,000 PRN   OTR   0 0 4,629,000
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 765 850,000 SH   OTR   0 850,000 0
OSPREY TECHNLGY AQUISTION CO UNIT 10/30/2024 68839R401 25,196 2,475,000 SH   OTR   0 2,475,000 0
PAN AMERICAN SILVER CORP COM 697900108 358 15,100 SH   OTR   0 15,100 0
PEABODY ENERGY CORP NEW COM 704551100 456 50,000 SH Put OTR   0 50,000 0
PENSARE ACQUISITION CORP COM 70957E105 213,599 20,080,928 SH   OTR   0 20,080,928 0
PEPSICO INC COM 713448108 234 1,713 SH   OTR   0 1,713 0
PERFICIENT INC NOTE 2.375% 9/1 71375UAB7 6,585 4,858,000 PRN   OTR   0 0 4,858,000
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,036 65,000 SH   OTR   0 65,000 0
PINNACLE WEST CAP CORP COM 723484101 226 2,508 SH   OTR   0 2,508 0
PIVOTAL INVT CORP II UNIT 06/01/2025 72582K209 4,080 400,000 SH   OTR   0 400,000 0
PLUG POWER INC NOTE 5.500% 3/1 72919PAB9 2,721 2,000,000 PRN   OTR   0 0 2,000,000
PNC FINL SVCS GROUP INC COM 693475105 755 4,731 SH   OTR   0 4,731 0
POST HLDGS INC COM 737446104 233 2,133 SH   OTR   0 2,133 0
PRETIUM RES INC COM 74139C102 237 21,300 SH   OTR   0 21,300 0
PRINCIPAL FINL GROUP INC COM 74251V102 234 4,251 SH   OTR   0 4,251 0
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 956 390,084 SH   OTR   0 390,084 0
PROCTER & GAMBLE CO COM 742718109 1,301 10,418 SH   OTR   0 10,418 0
PRUDENTIAL FINL INC COM 744320102 432 4,612 SH   OTR   0 4,612 0
PURE STORAGE INC CL A 74624M102 311 18,200 SH   OTR   0 18,200 0
Q2 HLDGS INC COM 74736L109 234 2,889 SH   OTR   0 2,889 0
QUALCOMM INC COM 747525103 235 2,662 SH   OTR   0 2,662 0
RALPH LAUREN CORP CL A 751212101 230 1,959 SH   OTR   0 1,959 0
RANPAK HLDGS CORP *W EXP 06/03/202 75321W111 1,019 893,684 SH   OTR   0 893,684 0
REGIONS FINL CORP NEW COM 7591EP100 397 23,125 SH   OTR   0 23,125 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 232 1,420 SH   OTR   0 1,420 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 1,661 1,977,824 SH   OTR   0 1,977,824 0
REPLAY ACQUISITION CORP COM G75130107 5,015 500,000 SH   OTR   0 500,000 0
ROLLINS INC COM 775711104 203 6,112 SH   OTR   0 6,112 0
ROYAL GOLD INC COM 780287108 477 3,900 SH   OTR   0 3,900 0
S&P GLOBAL INC COM 78409V104 236 865 SH   OTR   0 865 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 379 1,572 SH   OTR   0 1,572 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 240 250,000 SH   OTR   0 250,000 0
SCOTTS MIRACLE GRO CO CL A 810186106 230 2,166 SH   OTR   0 2,166 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 280 4,704 SH   OTR   0 4,704 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 272 4,528 SH   OTR   0 4,528 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 15,115 240,000 SH Call OTR   0 240,000 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,519 40,000 SH Put OTR   0 40,000 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 433 6,706 SH   OTR   0 6,706 0
SELECTIVE INS GROUP INC COM 816300107 203 3,110 SH   OTR   0 3,110 0
SEMPRA ENERGY 6% PFD CONV A 816851406 282 2,346 SH   OTR   0 2,346 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 261 6,745 SH   OTR   0 6,745 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 1,804 1,600,000 PRN   OTR   0 0 1,600,000
SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 100 250,000 SH   OTR   0 250,000 0
SMILEDIRECTCLUB INC CL A COM 83192H106 267 30,586 SH   OTR   0 30,586 0
SNAP INC CL A 83304A106 264 16,150 SH   OTR   0 16,150 0
SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 23,188 2,227,500 SH   OTR   0 2,227,500 0
SOUTHERN CO UNIT 08/01/2022 842587602 9,906 183,783 SH   OTR   0 183,783 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 255 3,358 SH   OTR   0 3,358 0
SPARTAN ENERGY ACQUISITON CO *W EXP 08/27/202 846784122 1,591 2,893,439 SH   OTR   0 2,893,439 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,090 9,600 SH   OTR   0 9,600 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 101,708 316,000 SH Put OTR   0 316,000 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78468R622 35,283 322,106 SH   OTR   0 322,106 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 2,160 91,122 SH   OTR   0 91,122 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 2,370 100,000 SH Put OTR   0 100,000 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 786 13,500 SH   OTR   0 13,500 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 204 2,805 SH   OTR   0 2,805 0
SPLUNK INC COM 848637104 807 5,385 SH   OTR   0 5,385 0
SPRINT CORPORATION COM 85207U105 203 39,054 SH   OTR   0 39,054 0
SQUARE INC CL A 852234103 776 12,400 SH   OTR   0 12,400 0
STABLE RD ACQUISITION CORP UNIT 05/15/2026 85236Q208 7,203 700,000 SH   OTR   0 700,000 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 1,917 17,592 SH   OTR   0 17,592 0
STATE STR CORP COM 857477103 885 11,188 SH   OTR   0 11,188 0
SVB FINL GROUP COM 78486Q101 318 1,268 SH   OTR   0 1,268 0
SWITCHBACK ENERGY ACQUISITIO UNIT 99/99/9999 87105M201 3,009 300,000 SH   OTR   0 300,000 0
SYNCHRONY FINL COM 87165B103 237 6,582 SH   OTR   0 6,582 0
TAPESTRY INC COM 876030107 237 8,787 SH   OTR   0 8,787 0
TD AMERITRADE HLDG CORP COM 87236Y108 234 4,701 SH   OTR   0 4,701 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 151 604,500 SH   OTR   0 604,500 0
TESLA INC COM 88160R101 7,711 18,434 SH   OTR   0 18,434 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 15,848 10,437,000 PRN   OTR   0 0 10,437,000
THE CHARLES SCHWAB CORPORATI COM 808513105 590 12,401 SH   OTR   0 12,401 0
THE TRADE DESK INC COM CL A 88339J105 206 792 SH   OTR   0 792 0
TIBERIUS ACQUISITION CORP *W EXP 02/28/202 88633A115 3,292 2,887,483 SH   OTR   0 2,887,483 0
TKK SYMPHONY ACQUISITION COR *W EXP 02/20/202 G88950129 314 5,235,390 SH   OTR   0 5,235,390 0
TKK SYMPHONY ACQUISITION COR RIGHT 02/20/2020 G88950137 799 3,194,069 SH   OTR   0 3,194,069 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 290 620,007 SH   OTR   0 620,007 0
TRIDENT ACQUISITIONS CORP *W EXP 05/09/202 89615T114 15 151,000 SH   OTR   0 151,000 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 238 250,000 SH   OTR   0 250,000 0
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 141 312,500 SH   OTR   0 312,500 0
TUSCAN HLDGS CORP II COM 90070A103 247 25,000 SH   OTR   0 25,000 0
TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 2,675 4,533,690 SH   OTR   0 4,533,690 0
TUSCAN HOLDINGS CORP COM 90069K104 7,570 760,000 SH   OTR   0 760,000 0
TWITTER INC COM 90184L102 224 7,004 SH   OTR   0 7,004 0
U S SILICA HLDGS INC COM 90346E103 64 10,360 SH   OTR   0 10,360 0
UNION PACIFIC CORP COM 907818108 1,488 8,228 SH   OTR   0 8,228 0
UNITED PARCEL SERVICE INC CL B 911312106 658 5,623 SH   OTR   0 5,623 0
UNITED STATES OIL FUND LP UNITS 91232N108 448 35,000 SH Call OTR   0 35,000 0
UNUM GROUP COM 91529Y106 259 8,872 SH   OTR   0 8,872 0
US ECOLOGY INC *W EXP 10/17/202 91734M111 709 61,127 SH   OTR   0 61,127 0
VANECK VECTORS ETF TRUST GOLD MINERS ETF 92189F106 293 10,000 SH   OTR   0 10,000 0
VECTOIQ ACQUISITION CORP *W EXP 05/11/202 92243N111 2,798 4,741,555 SH   OTR   0 4,741,555 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 26,738 20,677,000 PRN   OTR   0 0 20,677,000
VIRGIN GALACTIC HOLDINGS INC *W EXP 11/25/202 92766K114 37 11,068 SH   OTR   0 11,068 0
VISTRA ENERGY CORP COM 92840M102 204 8,891 SH   OTR   0 8,891 0
WATERS CORP COM 941848103 453 1,938 SH   OTR   0 1,938 0
WELLS FARGO CO NEW COM 949746101 6,797 126,342 SH   OTR   0 126,342 0
WESTERN DIGITAL CORP COM 958102105 226 3,554 SH   OTR   0 3,554 0
WILLSCOT CORP COM 971375126 748 40,454 SH   OTR   0 40,454 0
WIX COM LTD SHS M98068105 906 7,400 SH   OTR   0 7,400 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 19 15,000 PRN   OTR   0 0 15,000
WYNN RESORTS LTD COM 983134107 1,127 8,112 SH   OTR   0 8,112 0
YAMANA GOLD INC COM 98462Y100 95 24,100 SH   OTR   0 24,100 0
YATRA ONLINE INC ORD SHS G98338109 6,159 1,955,121 SH   OTR   0 1,955,121 0
ZIONS BANCORPORATION N A COM 989701107 303 5,832 SH   OTR   0 5,832 0