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
AMERICAN AIRLS GROUP INC COM 02376R102 244 20,000 SH Call SOLE   20,000 0 0
ABBOTT LABS COM 002824100 370 4,692 SH   SOLE   4,692 0 0
ABBVIE INC COM 00287Y109 42,240 554,400 SH Call SOLE   554,400 0 0
ABBVIE INC COM 00287Y109 49,097 644,400 SH Put SOLE   644,400 0 0
ABBVIE INC COM 00287Y109 16,381 215,000 SH   SOLE   215,000 0 0
AC IMMUNE SA SHS H00263105 238 34,434 SH   SOLE   34,434 0 0
ACT II GLOBAL ACQUISITION CO CL A SHS G0080J104 1,188 120,401 SH   SOLE   120,401 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,727 29,035 SH   SOLE   29,035 0 0
ADOBE INC COM 00724F101 621 1,950 SH   SOLE   1,950 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,615 79,493 SH   SOLE   79,493 0 0
AECOM COM 00766T100 1,771 59,316 SH   SOLE   59,316 0 0
AFFIMED N V COM N01045108 20 12,500 SH   SOLE   12,500 0 0
AGCO CORP COM 001084102 662 14,001 SH   SOLE   14,001 0 0
ALLERGAN PLC SHS G0177J108 245,585 1,386,700 SH Put SOLE   1,386,700 0 0
ALLERGAN PLC SHS G0177J108 42,398 239,400 SH Call SOLE   239,400 0 0
AGNC INVT CORP COM 00123Q104 193 18,209 SH   SOLE   18,209 0 0
AIR PRODS & CHEMS INC COM 009158106 285 1,430 SH   SOLE   1,430 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 499 5,458 SH   SOLE   5,458 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 1,121 1,000,000 PRN   SOLE   1,000,000 0 0
ALASKA AIR GROUP INC COM 011659109 510 17,917 SH   SOLE   17,917 0 0
ALBERTON ACQUISITION CORP ORD SHS G35006108 1,313 125,000 SH   SOLE   125,000 0 0
ALLEGIANT TRAVEL CO COM 01748X102 327 4,000 SH   SOLE   4,000 0 0
ALLEGRO MERGER CORP COM 01749N103 1,561 136,447 SH   SOLE   136,447 0 0
ALPHABET INC CAP STK CL A 02079K305 3,335 2,870 SH   SOLE   2,870 0 0
ALTERYX INC COM CL A 02156B103 809 8,505 SH   SOLE   8,505 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 33 8,291 SH   SOLE   8,291 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 12 2,953 SH   OTR 2 0 2,953 0
AMAZON COM INC COM 023135106 2,554 1,310 SH   SOLE   1,310 0 0
AMAZON COM INC COM 023135106 862 442 SH   OTR 2 0 442 0
AMCI ACQUISITION CORP CLASS A 00165R101 2,051 201,905 SH   SOLE   201,905 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 295 12,182 SH   SOLE   12,182 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,233 5,664 SH   SOLE   5,664 0 0
AMETEK INC COM 031100100 759 10,544 SH   SOLE   10,544 0 0
AMPHENOL CORP NEW CL A 032095101 771 10,579 SH   SOLE   10,579 0 0
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 57 87,500 SH   SOLE   87,500 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 1,671 175,000 SH   SOLE   175,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO UNIT 12/01/2026 03212A204 204 21,040 SH   OTR 2 0 21,040 0
AMARIN CORP PLC SPONS ADR NEW 023111206 588 147,100 SH Call SOLE   147,100 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 120 30,000 SH Call OTR 2 0 30,000 0
AMARIN CORP PLC SPONS ADR NEW 023111206 80 20,000 SH Put SOLE   20,000 0 0
ANALOG DEVICES INC COM 032654105 1,996 22,269 SH   SOLE   22,269 0 0
ANAPLAN INC COM 03272L108 415 13,712 SH   SOLE   13,712 0 0
ANDINA ACQUISITION CORP III SHS G04415108 1,771 175,824 SH   SOLE   175,824 0 0
ANDINA ACQUISITION CORP III RIGHT 07/31/2020 G04415132 31 179,700 SH   SOLE   179,700 0 0
ANTHEM INC COM 036752103 3,324 14,642 SH   SOLE   14,642 0 0
APACHE CORP COM 037411105 63 14,971 SH   SOLE   14,971 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 1,109 41,389 SH   SOLE   41,389 0 0
APPLE INC COM 037833100 297 1,169 SH   SOLE   1,169 0 0
APPLIED MATLS INC COM 038222105 654 14,267 SH   SOLE   14,267 0 0
APTIV PLC SHS G6095L109 205 4,161 SH   SOLE   4,161 0 0
ARCH CAP GROUP LTD ORD G0450A105 376 13,199 SH   SOLE   13,199 0 0
ARCUS BIOSCIENCES INC COM 03969F109 3,811 274,570 SH   SOLE   274,570 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 213 236,000 PRN   SOLE   236,000 0 0
ARTELO BIOSCIENCES INC *W EXP 06/25/202 04301G128 2 35,000 SH   SOLE   35,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 250 3,062 SH   SOLE   3,062 0 0
ATLASSIAN CORP PLC CL A G06242104 247 1,803 SH   SOLE   1,803 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 871 60,053 SH   SOLE   60,053 0 0
AUTODESK INC COM 052769106 347 2,221 SH   SOLE   2,221 0 0
AVALONBAY CMNTYS INC COM 053484101 275 1,868 SH   SOLE   1,868 0 0
AXSOME THERAPEUTICS INC COM 05464T104 1,953 33,200 SH   SOLE   33,200 0 0
AXT INC COM 00246W103 583 181,728 SH   SOLE   181,728 0 0
AXALTA COATING SYS LTD COM G0750C108 345 20,000 SH Call SOLE   20,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,403 17,500 SH Put OTR 2 0 17,500 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 4,609 23,700 SH Call OTR 2 0 23,700 0
BAIDU INC SPON ADR REP A 056752108 539 5,345 SH   SOLE   5,345 0 0
BALL CORP COM 058498106 265 4,097 SH   SOLE   4,097 0 0
BK OF AMERICA CORP COM 060505104 208 9,821 SH   SOLE   9,821 0 0
BARCLAYS PLC ADR 06738E204 453 100,000 SH   SOLE   100,000 0 0
BARNES & NOBLE ED INC COM 06777U101 72 52,764 SH   SOLE   52,764 0 0
BCE INC COM NEW 05534B760 81,720 2,000,000 SH Call SOLE   2,000,000 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 1,307 25,000 SH   SOLE   25,000 0 0
BELLUS HEALTH INC NEW COM NEW 07987C204 100 10,000 SH   SOLE   10,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 16,297 89,137 SH   SOLE   89,137 0 0
BHP GROUP PLC SPONSORED ADR 05545E209 364 11,993 SH   SOLE   11,993 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 629 592,000 PRN   OTR 2 0 592,000 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 7,353 87,015 SH   SOLE   87,015 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,123 13,293 SH   OTR 2 0 13,293 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 104 10,000 SH Call SOLE   10,000 0 0
BOOKING HLDGS INC COM 09857L108 4,305 3,200 SH Put OTR 2 0 3,200 0
BOOKING HLDGS INC COM 09857L108 2,153 1,600 SH Call OTR 2 0 1,600 0
BLACKLINE INC COM 09239B109 275 5,236 SH   SOLE   5,236 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 257 13,787 SH   SOLE   13,787 0 0
BANK MONTREAL COM 063671101 50,260 1,000,000 SH Call SOLE   1,000,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 870 10,300 SH Call OTR 2 0 10,300 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,176 21,100 SH Call SOLE   21,100 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 14,242 255,500 SH Put SOLE   255,500 0 0
BOOKING HLDGS INC COM 09857L108 126 94 SH   SOLE   94 0 0
BOOKING HLDGS INC COM 09857L108 3,774 2,805 SH   OTR 2 0 2,805 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 98,192 88,467,000 PRN   SOLE   88,467,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 417 417,000 PRN   OTR 2 0 417,000 0
BOSTON PROPERTIES INC COM 101121101 324 3,511 SH   SOLE   3,511 0 0
BP PLC SPONSORED ADR 055622104 324 13,285 SH   SOLE   13,285 0 0
CRAFT BREW ALLIANCE INC COM 224122101 596 40,000 SH Put SOLE   40,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 429 7,705 SH   SOLE   7,705 0 0
BROADCOM INC 8% CNV PFD SER A 11135F200 254 272 SH   SOLE   272 0 0
CAESARS ENTMT CORP COM 127686103 395 58,453 SH   SOLE   58,453 0 0
CAPITAL ONE FINL CORP COM 14040H105 530 10,516 SH   SOLE   10,516 0 0
CASEYS GEN STORES INC COM 147528103 559 4,219 SH   SOLE   4,219 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 294 20,100 SH Call SOLE   20,100 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 227 2,540 SH   SOLE   2,540 0 0
CBRE GROUP INC CL A 12504L109 335 8,883 SH   SOLE   8,883 0 0
CENTENE CORP DEL COM 15135B101 3,238 54,500 SH   SOLE   54,500 0 0
CERIDIAN HCM HLDG INC COM 15677J108 289 5,771 SH   SOLE   5,771 0 0
CERNER CORP COM 156782104 508 8,069 SH   SOLE   8,069 0 0
CHEGG INC NOTE 0.250% 5/1 163092AB5 5,692 3,990,000 PRN   OTR 2 0 3,990,000 0
CHP MERGER CORP UNIT 11/22/2024 12558Y205 503 50,841 SH   OTR 2 0 50,841 0
CHURCH & DWIGHT INC COM 171340102 291 4,533 SH   SOLE   4,533 0 0
CHURCHILL CAP CORP III UNIT 03/01/2027 17144C203 1,768 176,820 SH   SOLE   176,820 0 0
CHURCHILL CAP CORP III UNIT 03/01/2027 17144C203 38 3,780 SH   OTR 2 0 3,780 0
CIENA CORP COM NEW 171779309 605 15,200 SH   SOLE   15,200 0 0
CIGNA CORP NEW COM 125523100 2,078 11,727 SH   SOLE   11,727 0 0
CIIG MERGER CORP UNIT 12/31/2026 12559C202 176 17,959 SH   OTR 2 0 17,959 0
CITIGROUP INC COM NEW 172967424 411 9,751 SH   SOLE   9,751 0 0
CLOROX CO DEL COM 189054109 240 1,385 SH   SOLE   1,385 0 0
CENTENE CORP DEL COM 15135B101 17,835 300,200 SH Call SOLE   300,200 0 0
CENTENE CORP DEL COM 15135B101 33,353 561,400 SH Put SOLE   561,400 0 0
COCA COLA CO COM 191216100 1,629 36,823 SH   SOLE   36,823 0 0
COCRYSTAL PHARMA INC COM 19188J300 36 50,000 SH   SOLE   50,000 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 955 20,559 SH   SOLE   20,559 0 0
COLGATE PALMOLIVE CO COM 194162103 357 5,387 SH   SOLE   5,387 0 0
COLLIER CREEK HOLDINGS COM CL A G22707106 2,239 218,900 SH   SOLE   218,900 0 0
COMERICA INC COM 200340107 354 12,078 SH   SOLE   12,078 0 0
COMPUGEN LTD ORD M25722105 1,649 227,132 SH   SOLE   227,132 0 0
CONMED CORP COM 207410101 35 617 SH   SOLE   617 0 0
CONMED CORP COM 207410101 2,566 44,810 SH   OTR 2 0 44,810 0
CONOCOPHILLIPS COM 20825C104 344 11,154 SH   SOLE   11,154 0 0
CONSTELLIUM SE CL A SHS F21107101 568 109,000 SH   SOLE   109,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 766 2,688 SH   SOLE   2,688 0 0
CRAFT BREW ALLIANCE INC COM 224122101 441 29,604 SH   SOLE   29,604 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 7,868 8,588,000 PRN   OTR 2 0 8,588,000 0
CONSTELLIUM SE CL A SHS F21107101 677 130,000 SH Call SOLE   130,000 0 0
CVS HEALTH CORP COM 126650100 4,563 76,908 SH   SOLE   76,908 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 560 24,000 SH Call SOLE   24,000 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 25 292 SH   SOLE   292 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 556 6,501 SH   OTR 2 0 6,501 0
CYBERARK SOFTWARE LTD SHS M2682V108 325 3,800 SH Call OTR 2 0 3,800 0
CYCLERION THERAPEUTICS INC COM 23255M105 40 15,000 SH   SOLE   15,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 1,202 1,000,000 PRN   SOLE   1,000,000 0 0
DANA INCORPORATED COM 235825205 391 50,000 SH   SOLE   50,000 0 0
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 79 18,900 SH   SOLE   18,900 0 0
DENTSPLY SIRONA INC COM 24906P109 267 6,881 SH   SOLE   6,881 0 0
DEXCOM INC NOTE 0.750% 5/1 252131AF4 36,192 13,315,000 PRN   OTR 2 0 13,315,000 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 7,664 4,378,000 PRN   OTR 2 0 4,378,000 0
DIAMONDPEAK HLDGS COR COM CL A 25280H100 1,994 200,000 SH   SOLE   200,000 0 0
DISNEY WALT CO COM DISNEY 254687106 23,184 240,000 SH Put SOLE   240,000 0 0
DISCOVER FINL SVCS COM 254709108 340 9,524 SH   SOLE   9,524 0 0
DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 737 75,000 SH   SOLE   75,000 0 0
DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 125 12,686 SH   OTR 2 0 12,686 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 705 500,000 PRN   SOLE   500,000 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 17,822 12,643,000 PRN   OTR 2 0 12,643,000 0
DOMINION ENERGY INC COM 25746U109 1,222 16,931 SH   SOLE   16,931 0 0
DOVER CORP COM 260003108 502 5,985 SH   SOLE   5,985 0 0
D R HORTON INC COM 23331A109 463 13,622 SH   SOLE   13,622 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 711 8,790 SH   SOLE   8,790 0 0
EAST STONE ACQUISITION CORP UNIT 12/31/2026 G2911D124 1,470 150,000 SH   SOLE   150,000 0 0
EAST WEST BANCORP INC COM 27579R104 360 13,998 SH   SOLE   13,998 0 0
EATON CORP PLC SHS G29183103 777 10,000 SH   SOLE   10,000 0 0
ECOLAB INC COM 278865100 285 1,826 SH   SOLE   1,826 0 0
ISHARES TR MSCI EAFE ETF 464287465 4,223 79,000 SH Put OTR 2 0 79,000 0
ISHARES TR MSCI EAFE ETF 464287465 4,223 79,000 SH Call OTR 2 0 79,000 0
ELANCO ANIMAL HEALTH INC COM 28414H103 2,882 128,709 SH   SOLE   128,709 0 0
ELECTRONIC ARTS INC COM 285512109 1,372 13,700 SH   SOLE   13,700 0 0
ENBRIDGE INC COM 29250N105 29,090 1,000,000 SH Call SOLE   1,000,000 0 0
ENVISION SOLAR INTL INC *W EXP 12/30/202 29413Q110 59 20,000 SH   SOLE   20,000 0 0
EOG RES INC COM 26875P101 275 7,655 SH   SOLE   7,655 0 0
ETSY INC NOTE 3/0 29786AAC0 28,136 22,298,000 PRN   OTR 2 0 22,298,000 0
EURONAV NV ANTWERPEN SHS B38564108 113 10,000 SH   SOLE   10,000 0 0
EURONET WORLDWIDE INC COM 298736109 185 2,160 SH   SOLE   2,160 0 0
EURONET WORLDWIDE INC COM 298736109 1,218 14,213 SH   OTR 2 0 14,213 0
EVOLENT HEALTH INC CL A 30050B101 232 42,700 SH Call OTR 2 0 42,700 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 2,602 4,127,000 PRN   OTR 2 0 4,127,000 0
EXACT SCIENCES CORP COM 30063P105 60 1,030 SH   SOLE   1,030 0 0
EXACT SCIENCES CORP COM 30063P105 1,225 21,119 SH   OTR 2 0 21,119 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 4,052 3,720,000 PRN   OTR 2 0 3,720,000 0
EXELON CORP COM 30161N101 239 6,494 SH   SOLE   6,494 0 0
F5 NETWORKS INC COM 315616102 276 2,586 SH   SOLE   2,586 0 0
FACEBOOK INC CL A 30303M102 286 1,717 SH   SOLE   1,717 0 0
FAR PT ACQUISITION CORP COM CL A 30734W109 760 75,100 SH   SOLE   75,100 0 0
FARFETCH LTD ORD SH CL A 30744W107 565 71,500 SH   SOLE   71,500 0 0
FASTENAL CO COM 311900104 332 10,608 SH   SOLE   10,608 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 367 4,917 SH   SOLE   4,917 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 433 17,416 SH   SOLE   17,416 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 596 96,318 SH   SOLE   96,318 0 0
FIRST TR EXCHANGE-TRADED FD SSI STRG ETF 33739Q507 727 25,418 SH   SOLE   25,418 0 0
FIRSTENERGY CORP COM 337932107 2,170 54,163 SH   SOLE   54,163 0 0
FITBIT INC CL A 33812L102 5,938 891,600 SH Call SOLE   891,600 0 0
FITBIT INC CL A 33812L102 11,879 1,783,600 SH Put SOLE   1,783,600 0 0
FITBIT INC CL A 33812L102 1,432 215,000 SH   SOLE   215,000 0 0
FIVE9 INC NOTE 0.125% 5/0 338307AB7 7,265 3,822,000 PRN   OTR 2 0 3,822,000 0
FLOTEK INDS INC DEL COM 343389102 27 30,000 SH   SOLE   30,000 0 0
FLYING EAGLE ACQUISITION COR UNIT 99/99/9999 34407Y202 1,846 185,130 SH   SOLE   185,130 0 0
F M C CORP COM NEW 302491303 201 2,459 SH   SOLE   2,459 0 0
FORTINET INC COM 34959E109 443 4,378 SH   SOLE   4,378 0 0
FORTIVE CORP COM 34959J108 386 7,000 SH   SOLE   7,000 0 0
FORTUNA SILVER MINES INC COM 349915108 186 80,440 SH   SOLE   80,440 0 0
FORUM MERGER II CORP CL A 34986F103 2,500 242,969 SH   SOLE   242,969 0 0
FRONTLINE LTD SHS NEW G3682E192 110 11,468 SH   SOLE   11,468 0 0
FIRST TR EXCH TRADED FD III PFD SECS INC ETF 33739E108 1,667 101,636 SH   SOLE   101,636 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 353 9,400 SH Put OTR 2 0 9,400 0
GAMING & LEISURE PPTYS INC COM 36467J108 238 8,602 SH   SOLE   8,602 0 0
GREEN DOT CORP CL A 39304D102 795 31,300 SH Put SOLE   31,300 0 0
GREEN DOT CORP CL A 39304D102 762 30,000 SH Call SOLE   30,000 0 0
GENERAL MTRS CO COM 37045V100 337 16,195 SH   SOLE   16,195 0 0
GENFIT S A ADS 372279109 504 34,970 SH   SOLE   34,970 0 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 1,212 26,471 SH   OTR 2 0 26,471 0
GILEAD SCIENCES INC COM 375558103 5,981 80,000 SH Call SOLE   80,000 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 168 2,000,000 PRN   OTR 2 0 2,000,000 0
GLOBAL X FDS GLOBAL X SILVER 37954Y848 297 12,453 SH   OTR 1 0 12,453 0
GODADDY INC CL A 380237107 453 7,928 SH   SOLE   7,928 0 0
GOL LINHAS AEREAS INTLG S A SPON ADR PFD NEW 38045R206 47 11,000 SH   SOLE   11,000 0 0
GORDON POINTE ACQUISITION CO COM CLASS A 382788107 2,301 225,000 SH   SOLE   225,000 0 0
GORES HLDGS IV INC UNIT 02/01/2023 382865202 2,956 293,570 SH   SOLE   293,570 0 0
GORES HLDGS IV INC UNIT 02/01/2023 382865202 39 3,879 SH   OTR 2 0 3,879 0
GORES METROPOULOS INC COM CL A 382872109 1,017 100,232 SH   SOLE   100,232 0 0
GRAF INDL CORP COM 384278107 2,593 255,002 SH   SOLE   255,002 0 0
GRAF INDL CORP *W EXP 12/31/202 384278115 10 100,000 SH   SOLE   100,000 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 540 44,278 SH   SOLE   44,278 0 0
GREEN DOT CORP CL A 39304D102 815 32,099 SH   SOLE   32,099 0 0
GREENROSE ACQUISITION CORP UNIT 02/28/2024 395392202 1,589 163,769 SH   SOLE   163,769 0 0
GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 587 53,539 SH   SOLE   53,539 0 0
GRID DYNAMICS HLDGS INC COM CL A 39813G109 1,569 196,104 SH   SOLE   196,104 0 0
GX ACQUISITION CORP COM CL A 36251A107 1,470 150,000 SH   SOLE   150,000 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1 64 SH   SOLE   64 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 303 16,826 SH   OTR 2 0 16,826 0
HASBRO INC COM 418056107 322 4,500 SH   SOLE   4,500 0 0
HEALTHCARE MERGER CORP UNIT 12/17/2021 42227L201 220 22,199 SH   OTR 2 0 22,199 0
HEALTHCARE MERGER CORP COM CL A 42227L102 985 100,000 SH   SOLE   100,000 0 0
HENNESSY CAP ACQUSTION CORP CL A COM 42589C104 1,963 194,200 SH   SOLE   194,200 0 0
HERSHEY CO COM 427866108 466 3,518 SH   SOLE   3,518 0 0
HILTON GRAND VACATIONS INC COM 43283X105 927 58,800 SH Call SOLE   58,800 0 0
HONEYWELL INTL INC COM 438516106 355 2,652 SH   SOLE   2,652 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 17,325 15,000,000 PRN   SOLE   15,000,000 0 0
HP INC COM 40434L105 40,273 2,319,900 SH Put SOLE   2,319,900 0 0
HP INC COM 40434L105 17,199 990,700 SH Call SOLE   990,700 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 28,452 1,015,773 SH   SOLE   1,015,773 0 0
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 5,856 6,088,000 PRN   OTR 2 0 6,088,000 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 1,310 880,000 PRN   OTR 2 0 880,000 0
ISHARES TR IBOXX HI YD ETF 464288513 771 10,000 SH Put SOLE   10,000 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 1,070 1,000,000 PRN   SOLE   1,000,000 0 0
IHS MARKIT LTD SHS G47567105 402 6,694 SH   SOLE   6,694 0 0
ILLINOIS TOOL WKS INC COM 452308109 410 2,886 SH   SOLE   2,886 0 0
ILLUMINA INC COM 452327109 8,127 29,756 SH   OTR 2 0 29,756 0
ILLUMINA INC NOTE 8/1 452327AK5 795 822,000 PRN   OTR 2 0 822,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 1,226 1,000,000 PRN   SOLE   1,000,000 0 0
ILLUMINA INC COM 452327109 6,937 25,400 SH Call OTR 2 0 25,400 0
IMMUNIC INC COM 4525EP101 67 11,301 SH   SOLE   11,301 0 0
INCYTE CORP NOTE 1.250%11/1 45337CAN2 3,398 2,295,000 PRN   OTR 2 0 2,295,000 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 6,398 7,589,000 PRN   OTR 2 0 7,589,000 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1,776 1,903,000 PRN   OTR 2 0 1,903,000 0
INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 2,804 1,873,000 PRN   OTR 2 0 1,873,000 0
INSIGHT ENTERPRISES INC COM 45765U103 804 19,083 SH   OTR 2 0 19,083 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 3,584 1,946,000 PRN   OTR 2 0 1,946,000 0
INSURANCE ACQUISITION CORP CL A 457867109 936 93,090 SH   SOLE   93,090 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 4 95 SH   SOLE   95 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 512 11,457 SH   OTR 2 0 11,457 0
INTEL CORP COM 458140100 363 6,699 SH   SOLE   6,699 0 0
INTELSAT S A COM L5140P101 107 70,000 SH   SOLE   70,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 4,996 6,055,000 PRN   OTR 2 0 6,055,000 0
INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 2,801 66,460 SH   SOLE   66,460 0 0
INTERDIGITAL INC COM 45867G101 343 7,687 SH   OTR 2 0 7,687 0
INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 407 41,202 SH   OTR 2 0 41,202 0
INTERPRIVATE ACQUISITION COR COM 46064A103 1,790 191,000 SH   SOLE   191,000 0 0
INTUIT COM 461202103 771 3,350 SH   SOLE   3,350 0 0
INVESCO EXCHANGE TRADED FD T FINL PFD ETF 46137V621 540 32,000 SH   SOLE   32,000 0 0
BARCLAYS BK PLC SHRT TRM ETN 48 06746P621 231 5,000 SH   SOLE   5,000 0 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 19,786 19,422,000 PRN   OTR 2 0 19,422,000 0
IQIYI INC SPONSORED ADS 46267X108 911 51,197 SH   SOLE   51,197 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 1,271 1,196,000 PRN   OTR 2 0 1,196,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 142 3,790 SH   SOLE   3,790 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 448 11,933 SH   OTR 2 0 11,933 0
ISHARES TR CONV BD ETF 46435G102 337 6,194 SH   SOLE   6,194 0 0
ISHARES TR CORE US AGGBD ET 464287226 69,184 599,668 SH   SOLE   599,668 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 460 7,419 SH   SOLE   7,419 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 471 10,048 SH   SOLE   10,048 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 48,395 992,925 SH   SOLE   992,925 0 0
ISHARES TR MSCI CHINA ETF 46429B671 257 4,490 SH   SOLE   4,490 0 0
ISHARES TR MSCI EAFE ETF 464287465 147 2,748 SH   SOLE   2,748 0 0
ISHARES TR MSCI EAFE ETF 464287465 147 2,753 SH   OTR 2 0 2,753 0
ISHARES TR EAFE SML CP ETF 464288273 668 14,908 SH   SOLE   14,908 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 229 6,719 SH   SOLE   6,719 0 0
ISHARES TR MSCI INDIA ETF 46429B598 717 29,727 SH   SOLE   29,727 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 3,458 30,209 SH   SOLE   30,209 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 338 2,136 SH   SOLE   2,136 0 0
ISHARES TR SP SMCP600VL ETF 464287879 442 4,421 SH   SOLE   4,421 0 0
ISHARES TR SH TR CRPORT ETF 464288646 12,822 244,877 SH   SOLE   244,877 0 0
ISHARES TR TRANS AVG ETF 464287192 691 5,000 SH   SOLE   5,000 0 0
JACOBS ENGR GROUP INC COM 469814107 236 2,976 SH   SOLE   2,976 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 1,756 2,000,000 PRN   SOLE   2,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 12,459 13,098,000 PRN   OTR 2 0 13,098,000 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 279 2,801 SH   SOLE   2,801 0 0
JD COM INC SPON ADR CL A 47215P106 818 20,202 SH   SOLE   20,202 0 0
JOHNSON & JOHNSON COM 478160104 26,226 200,000 SH Put SOLE   200,000 0 0
JOHNSON & JOHNSON COM 478160104 26,335 200,830 SH   SOLE   200,830 0 0
JOUNCE THERAPEUTICS INC COM 481116101 696 146,612 SH   SOLE   146,612 0 0
JOYY INC ADS REPSTG COM A 46591M109 2,368 44,467 SH   OTR 2 0 44,467 0
JUNIPER INDL HLDGS INC UNIT 11/13/2026 48205G205 198 19,528 SH   OTR 2 0 19,528 0
KADMON HLDGS INC COM 48283N106 2,947 703,451 SH   SOLE   703,451 0 0
KALA PHARMACEUTICALS INC COM 483119103 1,758 200,000 SH Put SOLE   200,000 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 8,689 6,063,000 PRN   OTR 2 0 6,063,000 0
KBR INC COM 48242W106 222 10,740 SH   SOLE   10,740 0 0
KBR INC COM 48242W106 824 39,842 SH   OTR 2 0 39,842 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 254 3,032 SH   SOLE   3,032 0 0
KIMBERLY CLARK CORP COM 494368103 234 1,831 SH   SOLE   1,831 0 0
KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 305 19,700 SH   SOLE   19,700 0 0
KLA CORPORATION COM NEW 482480100 329 2,288 SH   SOLE   2,288 0 0
KRYSTAL BIOTECH INC COM 501147102 3,718 85,990 SH   SOLE   85,990 0 0
L BRANDS INC COM 501797104 417 36,085 SH   SOLE   36,085 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 507 2,813 SH   SOLE   2,813 0 0
LAM RESEARCH CORP COM 512807108 572 2,383 SH   SOLE   2,383 0 0
LANDCADIA HLDGS II INC CL A 51476X105 1,731 175,200 SH   SOLE   175,200 0 0
LAS VEGAS SANDS CORP COM 517834107 361 8,489 SH   SOLE   8,489 0 0
L BRANDS INC COM 501797104 440 38,100 SH Put SOLE   38,100 0 0
LEAR CORP COM NEW 521865204 204 2,507 SH   SOLE   2,507 0 0
LEGACY ACQUISITION CORP COM CL A 524643103 2,435 234,856 SH   SOLE   234,856 0 0
LEIDOS HOLDINGS INC COM 525327102 218 2,382 SH   SOLE   2,382 0 0
LEISURE ACQUISITION CORP COM 52539T107 2,180 200,000 SH   SOLE   200,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 22,654 20,644,000 PRN   OTR 2 0 20,644,000 0
LEO HOLDINGS CORP COM CL A G5463L105 3,188 309,470 SH   SOLE   309,470 0 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 335 709,000 PRN   OTR 2 0 709,000 0
LF CAP ACQUISITION CORP CL A 50200K108 1,288 125,000 SH   SOLE   125,000 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 168 10,682 SH   SOLE   10,682 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 7,772 11,000,000 PRN   SOLE   11,000,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 12,578 13,275,000 PRN   SOLE   13,275,000 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 45 25,100 SH   SOLE   25,100 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 828 1,000,000 PRN   SOLE   1,000,000 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 4,798 3,177,330 SH   SOLE   3,177,330 0 0
LOCKHEED MARTIN CORP COM 539830109 511 1,507 SH   SOLE   1,507 0 0
LOGMEIN INC COM 54142L109 9,969 119,700 SH Call SOLE   119,700 0 0
LOGMEIN INC COM 54142L109 7,570 90,900 SH Put SOLE   90,900 0 0
LOGMEIN INC COM 54142L109 450 5,400 SH   SOLE   5,400 0 0
LOWES COS INC COM 548661107 727 8,448 SH   SOLE   8,448 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 135 100,000 PRN   SOLE   100,000 0 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 274 22,892 SH   SOLE   22,892 0 0
MANPOWERGROUP INC COM 56418H100 263 4,958 SH   SOLE   4,958 0 0
MARRIOTT INTL INC NEW CL A 571903202 287 3,838 SH   SOLE   3,838 0 0
MASTERCARD INC CL A 57636Q104 310 1,284 SH   SOLE   1,284 0 0
MCDONALDS CORP COM 580135101 1,252 7,570 SH   SOLE   7,570 0 0
MCKESSON CORP COM 58155Q103 288 2,128 SH   SOLE   2,128 0 0
MEDTRONIC PLC SHS G5960L103 2,463 27,307 SH   SOLE   27,307 0 0
MEGALITH FINL ACQUISITION CO CL A COM 58518F109 1,926 187,181 SH   SOLE   187,181 0 0
MELCO RESORTS AND ENTMNT LTD ADR 585464100 370 29,827 SH   SOLE   29,827 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 27,927 230,196 SH   SOLE   230,196 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 2,262 1,732,000 PRN   OTR 2 0 1,732,000 0
MEXICO FD INC COM 592835102 233 28,018 SH   SOLE   28,018 0 0
MICRON TECHNOLOGY INC COM 595112103 4,372 103,958 SH   SOLE   103,958 0 0
MICROSOFT CORP COM 594918104 3,678 23,324 SH   SOLE   23,324 0 0
MID AMER APT CMNTYS INC COM 59522J103 410 3,975 SH   SOLE   3,975 0 0
MINERVA NEUROSCIENCES INC COM 603380106 910 151,199 SH   SOLE   151,199 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 92,070 758,900 SH Call SOLE   758,900 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 112,864 930,300 SH Put SOLE   930,300 0 0
MONDELEZ INTL INC CL A 609207105 264 5,264 SH   SOLE   5,264 0 0
MONOCLE ACQUISITION CORP COM 609754106 774 77,002 SH   SOLE   77,002 0 0
MONOLITHIC PWR SYS INC COM 609839105 2,047 12,226 SH   SOLE   12,226 0 0
MERCK & CO. INC COM 58933Y105 6,155 80,000 SH Call SOLE   80,000 0 0
NASDAQ INC COM 631103108 222 2,341 SH   SOLE   2,341 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 6,395 109,745 SH   SOLE   109,745 0 0
NEOPHOTONICS CORP COM 64051T100 326 45,000 SH   SOLE   45,000 0 0
NETFIN ACQUISITION CORP SHS CL A G6455A107 2,608 264,353 SH   SOLE   264,353 0 0
NETFLIX INC COM 64110L106 2,061 5,488 SH   SOLE   5,488 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 3,547 2,757,000 PRN   OTR 2 0 2,757,000 0
NEW FRONTIER HEALTH CORP ORD SHS G6461G106 398 48,233 SH   SOLE   48,233 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 834 7,707 SH   SOLE   7,707 0 0
NEW PROVIDENCE ACQUISITION COM CL A 64822P106 1,694 172,900 SH   SOLE   172,900 0 0
NEW RELIC INC COM 64829B100 471 10,190 SH   SOLE   10,190 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 2,097 2,484,000 PRN   OTR 2 0 2,484,000 0
NEWMONT CORP COM 651639106 358 7,907 SH   SOLE   7,907 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 5,034 114,179 SH   OTR 2 0 114,179 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 1,873 1,060,000 PRN   OTR 2 0 1,060,000 0
NIKE INC CL B 654106103 506 6,110 SH   SOLE   6,110 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,646 18,120 SH   SOLE   18,120 0 0
NORTONLIFELOCK INC COM 668771108 537 28,694 SH   SOLE   28,694 0 0
NRG ENERGY INC COM NEW 629377508 940 34,483 SH   OTR 2 0 34,483 0
NORFOLK SOUTHERN CORP COM 655844108 2,555 17,500 SH Put SOLE   17,500 0 0
NORFOLK SOUTHERN CORP COM 655844108 13,870 95,000 SH Call SOLE   95,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 541 500,000 PRN   SOLE   500,000 0 0
NUTANIX INC CL A 67059N108 164 10,382 SH   SOLE   10,382 0 0
NUTANIX INC NOTE 1/1 67059NAB4 14,396 17,623,000 PRN   OTR 2 0 17,623,000 0
NVIDIA CORP COM 67066G104 1,980 7,512 SH   SOLE   7,512 0 0
OAKTREE ACQUISITION CORP SHS CL A G67145105 900 90,000 SH   SOLE   90,000 0 0
OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 435 3,111,000 PRN   OTR 2 0 3,111,000 0
OCCIDENTAL PETE CORP COM 674599105 318 27,500 SH   SOLE   27,500 0 0
OKTA INC CL A 679295105 277 2,266 SH   SOLE   2,266 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 216 1,649 SH   SOLE   1,649 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 1,208 1,357,000 PRN   OTR 2 0 1,357,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 16,930 17,000,000 PRN   SOLE   17,000,000 0 0
OPERA LTD SPONSORED ADS 68373M107 591 110,000 SH   SOLE   110,000 0 0
ORACLE CORP COM 68389X105 1,185 24,520 SH   SOLE   24,520 0 0
ORAGENICS INC COM PAR 684023302 29 50,000 SH   SOLE   50,000 0 0
OWENS CORNING NEW COM 690742101 699 18,014 SH   SOLE   18,014 0 0
OCCIDENTAL PETE CORP COM 674599105 1,200 103,600 SH Put SOLE   103,600 0 0
OCCIDENTAL PETE CORP COM 674599105 449 38,800 SH Call SOLE   38,800 0 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 13,562 14,036,000 PRN   OTR 2 0 14,036,000 0
PAGERDUTY INC COM 69553P100 396 22,916 SH   SOLE   22,916 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 1,597 1,650,000 PRN   SOLE   1,650,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 641 662,000 PRN   OTR 2 0 662,000 0
PALO ALTO NETWORKS INC COM 697435105 343 2,093 SH   SOLE   2,093 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 255 81,010 SH   SOLE   81,010 0 0
PAYPAL HLDGS INC COM 70450Y103 909 9,492 SH   SOLE   9,492 0 0
PEPSICO INC COM 713448108 323 2,686 SH   SOLE   2,686 0 0
PERKINELMER INC COM 714046109 1,983 26,341 SH   SOLE   26,341 0 0
PHYSICIANS RLTY TR COM 71943U104 147 10,526 SH   SOLE   10,526 0 0
PIVOTAL INVT CORP II COM CL A 72582K100 2,643 266,679 SH   SOLE   266,679 0 0
PIVOTAL INVT CORP II *W EXP 06/01/202 72582K118 8 25,665 SH   SOLE   25,665 0 0
PPG INDS INC COM 693506107 836 10,000 SH   SOLE   10,000 0 0
PPL CORP COM 69351T106 215 8,722 SH   SOLE   8,722 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 87 100,000 PRN   SOLE   100,000 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 226 7,198 SH   SOLE   7,198 0 0
PROCTER & GAMBLE CO COM 742718109 1,858 16,894 SH   SOLE   16,894 0 0
PROOFPOINT INC COM 743424103 321 3,127 SH   SOLE   3,127 0 0
PROTHENA CORP PLC SHS G72800108 856 79,979 SH   SOLE   79,979 0 0
PROVENTION BIO INC COM 74374N102 314 34,124 SH   SOLE   34,124 0 0
PRUDENTIAL PLC ADR 74435K204 2,082 84,000 SH   SOLE   84,000 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 3,096 2,762,000 PRN   OTR 2 0 2,762,000 0
PULTE GROUP INC COM 745867101 250 11,207 SH   SOLE   11,207 0 0
PURE ACQUISITION CORP CL A 74621Q106 3,495 336,380 SH   SOLE   336,380 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 5,228 6,036,000 PRN   OTR 2 0 6,036,000 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 998 843,000 PRN   OTR 2 0 843,000 0
INVESCO QQQ TR UNIT SER 1 46090E103 6,950 36,500 SH Put SOLE   36,500 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 20,144 105,800 SH Call OTR 2 0 105,800 0
QUALCOMM INC COM 747525103 2,039 30,136 SH   SOLE   30,136 0 0
RALPH LAUREN CORP CL A 751212101 352 5,273 SH   SOLE   5,273 0 0
REALTY INCOME CORP COM 756109104 664 13,313 SH   SOLE   13,313 0 0
REGENCY CTRS CORP COM 758849103 235 6,128 SH   SOLE   6,128 0 0
REPLAY ACQUISITION CORP COM G75130107 1,177 119,009 SH   SOLE   119,009 0 0
REPLAY ACQUISITION CORP COM G75130107 489 49,802 SH   SOLE   49,802 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 8,250 7,795,000 PRN   OTR 2 0 7,795,000 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 461 95,307 SH   SOLE   95,307 0 0
RESMED INC COM 761152107 2,606 17,695 SH   SOLE   17,695 0 0
RESTORATION HARDWARE HLDGS I DBCV 7/1 761283AC4 21,334 20,154,000 PRN   OTR 2 0 20,154,000 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 5,818 7,370,000 PRN   OTR 2 0 7,370,000 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 877 181,100 SH Put SOLE   181,100 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 532 110,000 SH Call SOLE   110,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 123 106,300 SH Call OTR 2 0 106,300 0
RINGCENTRAL INC CL A 76680R206 1,738 8,200 SH   SOLE   8,200 0 0
RMG ACQUISITION CORP CL A 749641106 1,758 177,150 SH   SOLE   177,150 0 0
ROBERT HALF INTL INC COM 770323103 335 8,866 SH   SOLE   8,866 0 0
ROKU INC COM CL A 77543R102 306 3,502 SH   SOLE   3,502 0 0
ROLLINS INC COM 775711104 265 7,340 SH   SOLE   7,340 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 31,715 971,061 SH   SOLE   971,061 0 0
RTI SURGICAL HOLDINGS INC COM 74975N105 82 48,196 SH   SOLE   48,196 0 0
SABRE CORP COM 78573M104 124 20,835 SH   SOLE   20,835 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 368 24,155 SH   SOLE   24,155 0 0
SALESFORCE COM INC COM 79466L302 610 4,236 SH   SOLE   4,236 0 0
SANDERSON FARMS INC COM 800013104 404 3,273 SH   SOLE   3,273 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 152 100,000 PRN   SOLE   100,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 22,251 14,635,000 PRN   OTR 2 0 14,635,000 0
SC HEALTH CORP COM CL A G78516203 1,195 118,886 SH   SOLE   118,886 0 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 150 157,400 SH   SOLE   157,400 0 0
SCHLUMBERGER LTD COM 806857108 254 18,801 SH   SOLE   18,801 0 0
SCHULTZE SPL PURP ACQUSTN CO COM 80821R109 2,732 269,962 SH   SOLE   269,962 0 0
SCVX CORP COM G79448208 1,496 150,000 SH   SOLE   150,000 0 0
SCVX CORP COM G79448208 343 34,418 SH   OTR 2 0 34,418 0
SEA LTD NOTE 2.250% 7/0 81141RAB6 116 50,000 PRN   SOLE   50,000 0 0
SEA LTD NOTE 2.250% 7/0 81141RAB6 10,718 4,608,000 PRN   OTR 2 0 4,608,000 0
SEA LTD SPONSORED ADS 81141R100 647 14,612 SH   SOLE   14,612 0 0
SEANERGY MARITIME HLDGS CORP *W EXP 05/13/202 Y73760152 9 178,500 SH   SOLE   178,500 0 0
SECOO HLDG LTD ADR 81367P101 344 92,919 SH   SOLE   92,919 0 0
SERVICENOW INC COM 81762P102 456 1,591 SH   SOLE   1,591 0 0
SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 30 76,145 SH   SOLE   76,145 0 0
SILVER SPIKE ACQUISITION COR CL A SHS G8136L106 742 75,450 SH   SOLE   75,450 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,010 18,403 SH   SOLE   18,403 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 336 3,759 SH   SOLE   3,759 0 0
SL GREEN RLTY CORP COM 78440X101 344 7,971 SH   SOLE   7,971 0 0
SOUTH MTN MERGER CORP COM CL A 838884104 1,171 120,700 SH   SOLE   120,700 0 0
SOUTHERN CO COM 842587107 291 5,378 SH   SOLE   5,378 0 0
SOUTHWEST AIRLS CO COM 844741108 509 14,292 SH   SOLE   14,292 0 0
SPARTAN ENERGY ACQUISITION C CL A COM STK 846784106 1,266 125,100 SH   SOLE   125,100 0 0
SPDR SER TR BLOMBERG BRC INV 78468R200 8,222 279,648 SH   SOLE   279,648 0 0
SPDR SER TR PORTFLI MORTGAGE 78464A383 1,218 45,645 SH   SOLE   45,645 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,412 9,358 SH   SOLE   9,358 0 0
SPLUNK INC COM 848637104 492 3,900 SH Put OTR 2 0 3,900 0
SPLUNK INC COM 848637104 492 3,900 SH Call OTR 2 0 3,900 0
SPLUNK INC COM 848637104 338 2,676 SH   SOLE   2,676 0 0
SPLUNK INC COM 848637104 2,619 20,748 SH   OTR 2 0 20,748 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 305 275,000 PRN   SOLE   275,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,351 32,400 SH Put SOLE   32,400 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 8,169 3,550,000 PRN   OTR 2 0 3,550,000 0
STANLEY BLACK & DECKER INC COM 854502101 835 8,348 SH   SOLE   8,348 0 0
STARWOOD PPTY TR INC COM 85571B105 189 18,479 SH   SOLE   18,479 0 0
STONECO LTD COM CL A G85158106 208 9,541 SH   SOLE   9,541 0 0
STORE CAP CORP COM 862121100 244 13,466 SH   SOLE   13,466 0 0
SUNCOR ENERGY INC NEW COM 867224107 7,900 500,000 SH Call SOLE   500,000 0 0
SWITCHBACK ENERGY ACQUISTN C *W EXP 07/25/202 87105M110 20 31,966 SH   SOLE   31,966 0 0
SWITCHBACK ENERGY ACQUISTN C COM CL A 87105M102 940 97,400 SH   SOLE   97,400 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 5,489 5,267,000 PRN   OTR 2 0 5,267,000 0
SYNCHRONY FINL COM 87165B103 430 26,708 SH   SOLE   26,708 0 0
PRICE T ROWE GROUP INC COM 74144T108 242 2,478 SH   SOLE   2,478 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 251 5,245 SH   SOLE   5,245 0 0
TARGET CORP COM 87612E106 787 8,461 SH   SOLE   8,461 0 0
TAUBMAN CTRS INC COM 876664103 249 5,956 SH   SOLE   5,956 0 0
TERADATA CORP DEL COM 88076W103 2,037 99,400 SH Call SOLE   99,400 0 0
TECH DATA CORP COM 878237106 3,873 29,600 SH Call SOLE   29,600 0 0
TECH DATA CORP COM 878237106 14,184 108,400 SH Put SOLE   108,400 0 0
TECH DATA CORP COM 878237106 2,619 20,013 SH   SOLE   20,013 0 0
TEGNA INC COM 87901J105 273 25,094 SH   SOLE   25,094 0 0
TERADATA CORP DEL COM 88076W103 395 19,296 SH   SOLE   19,296 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 2,308 1,500,000 PRN   SOLE   1,500,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 33,036 21,466,000 PRN   OTR 2 0 21,466,000 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 3,428 2,000,000 PRN   SOLE   2,000,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 6,696 3,907,000 PRN   OTR 2 0 3,907,000 0
TRIUMPH GROUP INC NEW COM 896818101 135 20,000 SH Call SOLE   20,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 2,319 2,403,000 PRN   OTR 2 0 2,403,000 0
THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 985 100,000 SH   SOLE   100,000 0 0
TIFFANY & CO NEW COM 886547108 35,341 272,900 SH Call SOLE   272,900 0 0
TIFFANY & CO NEW COM 886547108 29,668 229,100 SH Put SOLE   229,100 0 0
TIFFANY & CO NEW COM 886547108 201 1,550 SH   SOLE   1,550 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 738 2,299,000 PRN   OTR 2 0 2,299,000 0
TILRAY INC COM CL 2 88688T100 323 46,900 SH Put OTR 2 0 46,900 0
T MOBILE US INC COM 872590104 4,380 52,200 SH Call SOLE   52,200 0 0
T MOBILE US INC COM 872590104 9,883 117,800 SH Put SOLE   117,800 0 0
TOLL BROTHERS INC COM 889478103 1,299 67,500 SH   SOLE   67,500 0 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 25 89,900 SH   SOLE   89,900 0 0
TOUGHBUILT INDS INC *W EXP 05/15/202 89157G116 4 104,000 SH   SOLE   104,000 0 0
TRACTOR SUPPLY CO COM 892356106 257 3,042 SH   SOLE   3,042 0 0
TRANSOCEAN LTD REG SHS H8817H100 414 356,603 SH   OTR 2 0 356,603 0
TRANSUNION COM 89400J107 227 3,437 SH   SOLE   3,437 0 0
TRIBUNE PUBG CO NEW COM 89609W107 142 17,500 SH   SOLE   17,500 0 0
TRINE ACQUISITION CORP COM CL A 89628U108 3,526 354,723 SH   SOLE   354,723 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 5,131 5,250,000 PRN   OTR 2 0 5,250,000 0
TUSCAN HOLDINGS CORP COM 90069K104 4,661 467,479 SH   SOLE   467,479 0 0
TUSCAN HLDGS CORP II COM 90070A103 1,519 155,780 SH   SOLE   155,780 0 0
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 4 17,500 SH   SOLE   17,500 0 0
TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 45 114,200 SH   SOLE   114,200 0 0
TWILIO INC CL A 90138F102 638 7,131 SH   SOLE   7,131 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 6,937 4,954,000 PRN   OTR 2 0 4,954,000 0
TWITTER INC COM 90184L102 207 8,447 SH   SOLE   8,447 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 22 25,000 PRN   SOLE   25,000 0 0
TYSON FOODS INC CL A 902494103 617 10,670 SH   SOLE   10,670 0 0
UNILEVER N V N Y SHS NEW 904784709 2,150 44,065 SH   SOLE   44,065 0 0
UNION ACQUISITION CORP II SHS G9402Q100 1,223 125,029 SH   SOLE   125,029 0 0
U S WELL SVCS INC CL A 91274U101 43 143,319 SH   SOLE   143,319 0 0
VALERO ENERGY CORP COM 91913Y100 213 4,691 SH   SOLE   4,691 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 452 8,191 SH   SOLE   8,191 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 8,422 96,702 SH   SOLE   96,702 0 0
VANGUARD BD INDEX FDS LONG TERM BOND 921937793 12,782 119,767 SH   SOLE   119,767 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 10,125 128,000 SH   SOLE   128,000 0 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 2,598 3,232,000 PRN   OTR 2 0 3,232,000 0
VERB TECHNOLOGY CO INC *W EXP 03/14/202 92337U112 157 559,609 SH   SOLE   559,609 0 0
VERINT SYS INC COM 92343X100 361 8,400 SH   SOLE   8,400 0 0
VERINT SYS INC COM 92343X100 512 11,900 SH   OTR 2 0 11,900 0
V F CORP COM 918204108 395 7,311 SH   SOLE   7,311 0 0
VIAVI SOLUTIONS INC COM 925550105 4,723 421,300 SH Call OTR 2 0 421,300 0
VIAVI SOLUTIONS INC COM 925550105 18 1,595 SH   SOLE   1,595 0 0
VIAVI SOLUTIONS INC COM 925550105 8,009 714,408 SH   OTR 2 0 714,408 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2,116 2,000,000 PRN   SOLE   2,000,000 0 0
VICI PPTYS INC COM 925652109 228 13,730 SH   SOLE   13,730 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 561 36,000 SH   SOLE   36,000 0 0
VISA INC COM CL A 92826C839 1,522 9,444 SH   SOLE   9,444 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 2 170 SH   SOLE   170 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,845 128,069 SH   OTR 2 0 128,069 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 14,748 1,071,016 SH   SOLE   1,071,016 0 0
VORNADO RLTY TR SH BEN INT 929042109 285 7,865 SH   SOLE   7,865 0 0
VULCAN MATLS CO COM 929160109 235 2,176 SH   SOLE   2,176 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 588 12,851 SH   SOLE   12,851 0 0
DISNEY WALT CO COM DISNEY 254687106 23,401 242,243 SH   SOLE   242,243 0 0
WASTE MGMT INC DEL COM 94106L109 351 3,792 SH   SOLE   3,792 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 16,576 21,598,000 PRN   OTR 2 0 21,598,000 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 2,299 3,351,000 PRN   OTR 2 0 3,351,000 0
WEC ENERGY GROUP INC COM 92939U106 1,047 11,880 SH   SOLE   11,880 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 212 14,686 SH   SOLE   14,686 0 0
WESTERN UN CO COM 959802109 217 11,976 SH   SOLE   11,976 0 0
WESTROCK CO COM 96145D105 236 8,367 SH   SOLE   8,367 0 0
WEYERHAEUSER CO COM 962166104 651 38,378 SH   SOLE   38,378 0 0
WHIRLPOOL CORP COM 963320106 210 2,446 SH   SOLE   2,446 0 0
WIX COM LTD NOTE 7/0 92940WAB5 592 597,000 PRN   OTR 2 0 597,000 0
WORKHORSE GROUP INC COM NEW 98138J206 45 25,000 SH Call SOLE   25,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 573 20,000 SH Call SOLE   20,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 4,154 145,000 SH Put SOLE   145,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 1,113 1,000,000 PRN   SOLE   1,000,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 1,473 1,324,000 PRN   OTR 2 0 1,324,000 0
WORKDAY INC CL A 98138H101 723 5,553 SH   SOLE   5,553 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 349 10,300 SH   SOLE   10,300 0 0
GRAINGER W W INC COM 384802104 578 2,326 SH   SOLE   2,326 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 206 9,473 SH   SOLE   9,473 0 0
WYNN RESORTS LTD COM 983134107 397 6,597 SH   SOLE   6,597 0 0
SPDR SER TR S&P BIOTECH 78464A870 2,710 35,000 SH Put SOLE   35,000 0 0
XCEL ENERGY INC COM 98389B100 849 14,072 SH   SOLE   14,072 0 0
XILINX INC COM 983919101 2,080 26,688 SH   SOLE   26,688 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 521 25,000 SH Put SOLE   25,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 2,009 25,000 SH Put SOLE   25,000 0 0
XPO LOGISTICS INC COM 983793100 275 5,643 SH   SOLE   5,643 0 0
SPDR SER TR S&P RETAIL ETF 78464A714 2,978 100,000 SH Put SOLE   100,000 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 210 11,100 SH Call SOLE   11,100 0 0
YANDEX N V SHS CLASS A N97284108 268 7,883 SH   SOLE   7,883 0 0
YATRA ONLINE INC ORD SHS G98338109 41 40,011 SH   SOLE   40,011 0 0
YUM BRANDS INC COM 988498101 281 4,103 SH   SOLE   4,103 0 0
YUNHONG INTL UNIT 99/99/9999 G98882114 393 40,468 SH   OTR 2 0 40,468 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 18,510 15,618,000 PRN   OTR 2 0 15,618,000 0
ZILLOW GROUP INC CL A 98954M101 2,588 76,198 SH   SOLE   76,198 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 4,480 4,440,000 PRN   OTR 2 0 4,440,000 0
ZSCALER INC COM 98980G102 447 7,345 SH   SOLE   7,345 0 0