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
3PEA INTL INC COM 88579C109 55 15,612 SH   OTR   0 15,612 0
51JOB INC NOTE 3.250% 4/1 316827AC8 7,047 4,813,000 PRN   OTR   0 0 4,813,000
AARONS INC COM PAR $0.50 002535300 239 5,694 SH   OTR   0 5,694 0
ABERCROMBIE & FITCH CO CL A 002896207 311 15,526 SH   OTR   0 15,526 0
ABM INDS INC COM 000957100 212 6,616 SH   OTR   0 6,616 0
ACELRX PHARMACEUTICALS INC COM 00444T100 140 60,635 SH   OTR   0 60,635 0
ADTALEM GLOBAL ED INC COM 00737L103 262 5,546 SH   OTR   0 5,546 0
ADTRAN INC COM 00738A106 128 11,949 SH   OTR   0 11,949 0
ADVANCE AUTO PARTS INC COM 00751Y106 577 3,667 SH   OTR   0 3,667 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 106 10,031 SH   OTR   0 10,031 0
AECOM COM 00766T100 518 19,546 SH   OTR   0 19,546 0
AEGION CORP COM 00770F104 181 11,108 SH   OTR   0 11,108 0
AES CORP COM 00130H105 1,031 71,293 SH   OTR   0 71,293 0
AGCO CORP COM 001084102 475 8,534 SH   OTR   0 8,534 0
AGNICO EAGLE MINES LTD COM 008474108 956 23,653 SH   OTR   0 23,653 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 9,271 9,717,000 PRN   OTR   0 0 9,717,000
AKAMAI TECHNOLOGIES INC COM 00971T101 1,358 22,227 SH   OTR   0 22,227 0
ALAMOS GOLD INC NEW COM CL A 011532108 368 102,141 SH   OTR   0 102,141 0
ALBEMARLE CORP COM 012653101 270 3,501 SH   OTR   0 3,501 0
ALEXION PHARMACEUTICALS INC COM 015351109 520 5,338 SH   OTR   0 5,338 0
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 307 930,140 SH   OTR   0 930,140 0
ALPS ETF TR ALERIAN MLP 00162Q866 815 93,400 SH   OTR   0 93,400 0
ALTABA INC COM 021346101 465,766 8,038,759 SH   OTR   0 8,038,759 0
ALTAIR ENGR INC COM CL A 021369103 425 15,394 SH   OTR   0 15,394 0
ALTICE USA INC CL A 02156K103 1,505 91,122 SH   OTR   0 91,122 0
AMAZON COM INC COM 023135106 6,759 4,500 SH Call OTR   0 4,500 0
AMCI ACQUISITION CORP UNIT 01/07/2019 00165R200 1,357 136,401 SH   OTR   0 136,401 0
AMDOCS LTD SHS G02602103 256 4,369 SH   OTR   0 4,369 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 257 6,220 SH   OTR   0 6,220 0
AMERICAN FIN TR INC COM CLASS A 02607T109 672 50,469 SH   OTR   0 50,469 0
AMERICAN FINL GROUP INC OHIO COM 025932104 218 2,405 SH   OTR   0 2,405 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 218 16,990 SH   OTR   0 16,990 0
AMERICAN TOWER CORP NEW COM 03027X100 1,002 6,336 SH   OTR   0 6,336 0
AMERIPRISE FINL INC COM 03076C106 467 4,470 SH   OTR   0 4,470 0
AMERISOURCEBERGEN CORP COM 03073E105 675 9,070 SH   OTR   0 9,070 0
AMGEN INC COM 031162100 3,094 15,896 SH   OTR   0 15,896 0
AMN HEALTHCARE SERVICES INC COM 001744101 344 6,068 SH   OTR   0 6,068 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 260 20,732 SH   OTR   0 20,732 0
ANSYS INC COM 03662Q105 2,755 19,276 SH   OTR   0 19,276 0
ANWORTH MORTGAGE ASSET CP COM 037347101 179 44,413 SH   OTR   0 44,413 0
APACHE CORP COM 037411105 751 28,617 SH   OTR   0 28,617 0
APERGY CORP COM 03755L104 331 12,205 SH   OTR   0 12,205 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 961 1,000,000 PRN   OTR   0 0 1,000,000
APOLLO INVT CORP COM NEW 03761U502 151 12,175 SH   OTR   0 12,175 0
APPLE INC COM 037833100 19,291 122,294 SH   OTR   0 122,294 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 218 4,044 SH   OTR   0 4,044 0
APPLIED MATLS INC COM 038222105 211 6,445 SH   OTR   0 6,445 0
AQUA AMERICA INC COM 03836W103 951 27,807 SH   OTR   0 27,807 0
ARBOR RLTY TR INC COM 038923108 160 15,879 SH   OTR   0 15,879 0
ARCHER DANIELS MIDLAND CO COM 039483102 279 6,816 SH   OTR   0 6,816 0
ARCONIC INC COM 03965L100 173 10,262 SH   OTR   0 10,262 0
ARES CAP CORP COM 04010L103 548 35,190 SH   OTR   0 35,190 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 223 3,310 SH   OTR   0 3,310 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 159 22,017 SH   OTR   0 22,017 0
ARRIS INTL INC SHS G0551A103 396 12,960 SH   OTR   0 12,960 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 257 11,623 SH   OTR   0 11,623 0
ARYA SCIENCES ACQUISITION CO UNIT 10/04/2023 G3165V117 6,204 600,000 SH   OTR   0 600,000 0
ASANKO GOLD INC COM 04341Y105 30 47,400 SH   OTR   0 47,400 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 405 6,075 SH   OTR   0 6,075 0
ASCENA RETAIL GROUP INC COM 04351G101 28 11,187 SH   OTR   0 11,187 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 329 82,235 SH   OTR   0 82,235 0
ASHLAND GLOBAL HLDGS INC COM 044186104 870 12,261 SH   OTR   0 12,261 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,449 34,497 SH   OTR   0 34,497 0
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 1,346 2,000,000 PRN   OTR   0 0 2,000,000
ASSOCIATED BANC CORP COM 045487105 766 38,711 SH   OTR   0 38,711 0
ASTRAZENECA PLC SPONSORED ADR 046353108 317 8,356 SH   OTR   0 8,356 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 25,922 27,248,000 PRN   OTR   0 0 27,248,000
AUTOZONE INC COM 053332102 3,698 4,411 SH   OTR   0 4,411 0
AVALONBAY CMNTYS INC COM 053484101 1,207 6,932 SH   OTR   0 6,932 0
AVERY DENNISON CORP COM 053611109 634 7,057 SH   OTR   0 7,057 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 905 1,000,000 PRN   OTR   0 0 1,000,000
AVISTA CORP COM 05379B107 1,241 29,206 SH   OTR   0 29,206 0
AVNET INC COM 053807103 1,338 37,059 SH   OTR   0 37,059 0
AVON PRODS INC COM 054303102 214 140,605 SH   OTR   0 140,605 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,319 44,903 SH   OTR   0 44,903 0
AXOS FINL INC COM 05465C100 273 10,846 SH   OTR   0 10,846 0
BALL CORP COM 058498106 1,654 35,964 SH   OTR   0 35,964 0
BANC OF CALIFORNIA INC COM 05990K106 263 19,764 SH   OTR   0 19,764 0
BANCO MACRO SA SPON ADR B 05961W105 230 5,200 SH   OTR   0 5,200 0
BANDWIDTH INC COM CL A 05988J103 355 8,701 SH   OTR   0 8,701 0
BANK AMER CORP COM 060505104 10,881 441,608 SH   OTR   0 441,608 0
BANK MONTREAL QUE COM 063671101 271 4,152 SH   OTR   0 4,152 0
BANK NEW YORK MELLON CORP COM 064058100 801 17,020 SH   OTR   0 17,020 0
BANKUNITED INC COM 06652K103 225 7,512 SH   OTR   0 7,512 0
BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 9,906 211,300 SH Put OTR   0 211,300 0
BARCLAYS PLC ADR 06738E204 307 40,663 SH   OTR   0 40,663 0
BARNES & NOBLE INC COM 067774109 197 27,737 SH   OTR   0 27,737 0
BARNES GROUP INC COM 067806109 203 3,791 SH   OTR   0 3,791 0
BARRICK GOLD CORP COM 067901108 9,390 693,490 SH   OTR   0 693,490 0
BAYTEX ENERGY CORP COM 07317Q105 73 41,604 SH   OTR   0 41,604 0
BB&T CORP COM 054937107 377 8,706 SH   OTR   0 8,706 0
BECTON DICKINSON & CO COM 075887109 1,079 4,789 SH   OTR   0 4,789 0
BEMIS INC COM 081437105 223 4,869 SH   OTR   0 4,869 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,802 8,827 SH   OTR   0 8,827 0
BEST BUY INC COM 086516101 776 14,649 SH   OTR   0 14,649 0
BGC PARTNERS INC CL A 05541T101 375 72,518 SH   OTR   0 72,518 0
BHP GROUP LIMITED SPONSORED ADS 088606108 293 6,067 SH   OTR   0 6,067 0
BHP GROUP PLC SPONSORED ADS 05545E209 4,898 116,930 SH   OTR   0 116,930 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 181 48,786 SH   OTR   0 48,786 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 139 11,594 SH   OTR   0 11,594 0
BJS WHSL CLUB HLDGS INC COM 05550J101 319 14,384 SH   OTR   0 14,384 0
BLACKBERRY LTD COM 09228F103 562 78,988 SH   OTR   0 78,988 0
BLACKROCK CAPITAL INVESTMENT COM 092533108 168 31,807 SH   OTR   0 31,807 0
BLACKROCK INC COM 09247X101 877 2,233 SH   OTR   0 2,233 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 10,927 11,207,000 PRN   OTR   0 0 11,207,000
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 93 10,346 SH   OTR   0 10,346 0
BOEING CO COM 097023105 2,825 8,760 SH   OTR   0 8,760 0
BOOKING HLDGS INC COM 09857L108 4,745 2,755 SH   OTR   0 2,755 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 278 26,316 SH   OTR   0 26,316 0
BOSTON SCIENTIFIC CORP COM 101137107 554 15,670 SH   OTR   0 15,670 0
BOVIE MEDICAL CORP COM 10211F100 154 23,778 SH   OTR   0 23,778 0
BOXWOOD MERGER CORP UNIT 11/26/2025 10319T200 12,413 1,250,000 SH   OTR   0 1,250,000 0
BRADY CORP CL A 104674106 2,371 54,547 SH   OTR   0 54,547 0
BRIDGEPOINT ED INC COM 10807M105 180 25,642 SH   OTR   0 25,642 0
BRINKER INTL INC COM 109641100 623 14,156 SH   OTR   0 14,156 0
BRISTOL MYERS SQUIBB CO COM 110122108 684 13,153 SH   OTR   0 13,153 0
BRIXMOR PPTY GROUP INC COM 11120U105 198 13,491 SH   OTR   0 13,491 0
BROADCOM INC COM 11135F101 10,848 42,661 SH   OTR   0 42,661 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3,327 34,563 SH   OTR   0 34,563 0
BROOKFIELD PROPERTY REIT INC CL A 11282X103 1,789 111,140 SH   OTR   0 111,140 0
BUCKLE INC COM 118440106 326 16,860 SH   OTR   0 16,860 0
BUNGE LIMITED COM G16962105 1,335 24,984 SH   OTR   0 24,984 0
BUNGE LIMITED COM G16962105 3,768 70,500 SH Call OTR   0 70,500 0
BWX TECHNOLOGIES INC COM 05605H100 264 6,893 SH   OTR   0 6,893 0
CABOT CORP COM 127055101 343 7,977 SH   OTR   0 7,977 0
CABOT OIL & GAS CORP COM 127097103 473 21,168 SH   OTR   0 21,168 0
CACI INTL INC CL A 127190304 201 1,396 SH   OTR   0 1,396 0
CADENCE BANCORPORATION CL A 12739A100 1,024 61,023 SH   OTR   0 61,023 0
CADENCE DESIGN SYSTEM INC COM 127387108 642 14,772 SH   OTR   0 14,772 0
CAESARS ENTMT CORP COM 127686103 235 34,545 SH   OTR   0 34,545 0
CALAMP CORP COM 128126109 418 32,158 SH   OTR   0 32,158 0
CALAVO GROWERS INC COM 128246105 321 4,400 SH   OTR   0 4,400 0
CAMDEN PPTY TR SH BEN INT 133131102 222 2,520 SH   OTR   0 2,520 0
CAMECO CORP COM 13321L108 139 12,276 SH   OTR   0 12,276 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 370 8,465 SH   OTR   0 8,465 0
CANADIAN NAT RES LTD COM 136385101 1,111 46,053 SH   OTR   0 46,053 0
CANADIAN NATL RY CO COM 136375102 2,072 27,958 SH   OTR   0 27,958 0
CANADIAN PAC RY LTD COM 13645T100 771 4,338 SH   OTR   0 4,338 0
CAPITOL INVT CORP IV *W EXP 01/01/202 G18920127 276 276,399 SH   OTR   0 276,399 0
CAPITOL INVT CORP IV CL A ORD G18920101 500 50,000 SH   OTR   0 50,000 0
CAPITOL INVT CORP IV UNIT 99/99/9999 G18920119 4,949 481,399 SH   OTR   0 481,399 0
CARDINAL HEALTH INC COM 14149Y108 4,410 98,887 SH   OTR   0 98,887 0
CARMAX INC COM 143130102 633 10,096 SH   OTR   0 10,096 0
CASEYS GEN STORES INC COM 147528103 911 7,109 SH   OTR   0 7,109 0
CATHAY GEN BANCORP COM 149150104 493 14,706 SH   OTR   0 14,706 0
CBL & ASSOC PPTYS INC COM 124830100 182 94,710 SH   OTR   0 94,710 0
CBRE GROUP INC CL A 12504L109 543 13,570 SH   OTR   0 13,570 0
CDK GLOBAL INC COM 12508E101 299 6,252 SH   OTR   0 6,252 0
CEDAR REALTY TRUST INC COM NEW 150602209 185 59,032 SH   OTR   0 59,032 0
CENTENE CORP DEL COM 15135B101 1,365 11,837 SH   OTR   0 11,837 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 41,663 827,144 PRN   OTR   0 0 827,144
CENTURY ALUM CO COM 156431108 133 18,248 SH   OTR   0 18,248 0
CENTURYLINK INC COM 156700106 322 21,277 SH   OTR   0 21,277 0
CERECOR INC COM 15671L109 93 28,829 SH   OTR   0 28,829 0
CHAPARRAL ENERGY INC COM CL A 15942R208 100 20,312 SH   OTR   0 20,312 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 607 2,129 SH   OTR   0 2,129 0
CHASERG TECHNLGY ACQUISITN C UNIT 09/30/2023 16166A202 12,559 1,257,200 SH   OTR   0 1,257,200 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 288 2,803 SH   OTR   0 2,803 0
CHEMOURS CO COM 163851108 223 7,912 SH   OTR   0 7,912 0
CHERRY HILL MTG INVT CORP COM 164651101 176 10,009 SH   OTR   0 10,009 0
CHESAPEAKE ENERGY CORP COM 165167107 22 10,378 SH   OTR   0 10,378 0
CHURCHILL CAP CORP *W EXP 09/11/202 17142R111 2,100 2,414,300 SH   OTR   0 2,414,300 0
CHURCHILL CAP CORP COM CL A 17142R103 20,860 2,184,319 SH   OTR   0 2,184,319 0
CHURCHILL CAP CORP UNIT 99/99/9999 17142R202 6,011 594,600 SH   OTR   0 594,600 0
CIENA CORP COM NEW 171779309 280 8,263 SH   OTR   0 8,263 0
CIGNA CORP NEW COM 125523100 5,397 28,417 SH   OTR   0 28,417 0
CIMAREX ENERGY CO COM 171798101 514 8,332 SH   OTR   0 8,332 0
CISCO SYS INC COM 17275R102 11,559 266,762 SH   OTR   0 266,762 0
CIT GROUP INC COM NEW 125581801 491 12,818 SH   OTR   0 12,818 0
CITIGROUP INC COM NEW 172967424 7,376 141,675 SH   OTR   0 141,675 0
CITIZENS FINL GROUP INC COM 174610105 351 11,817 SH   OTR   0 11,817 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 21,184 19,170,000 PRN   OTR   0 0 19,170,000
CLOROX CO DEL COM 189054109 1,017 6,595 SH   OTR   0 6,595 0
CLOUDERA INC COM 18914U100 1,033 93,390 SH   OTR   0 93,390 0
CM SEVEN STAR ACQUISITION CO SHS G2345N102 5,258 520,550 SH   OTR   0 520,550 0
CME GROUP INC COM CL A 12572Q105 8,505 45,209 SH   OTR   0 45,209 0
CNA FINL CORP COM 126117100 544 12,312 SH   OTR   0 12,312 0
CNX RESOURCES CORPORATION COM 12653C108 200 17,548 SH   OTR   0 17,548 0
COCA COLA CO COM 191216100 304 6,427 SH   OTR   0 6,427 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 422 9,338 SH   OTR   0 9,338 0
COLGATE PALMOLIVE CO COM 194162103 284 4,769 SH   OTR   0 4,769 0
COLONY CAP INC NEW CL A COM 19626G108 403 86,030 SH   OTR   0 86,030 0
COLUMBIA PPTY TR INC COM NEW 198287203 247 12,789 SH   OTR   0 12,789 0
COLUMBIA SPORTSWEAR CO COM 198516106 394 4,687 SH   OTR   0 4,687 0
COMERICA INC COM 200340107 436 6,351 SH   OTR   0 6,351 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 72 25,592 SH   OTR   0 25,592 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 86 10,697 SH   OTR   0 10,697 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 113 31,727 SH   OTR   0 31,727 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 142 65,053 SH   OTR   0 65,053 0
COMSCORE INC COM 20564W105 527 36,536 SH   OTR   0 36,536 0
COMSTOCK RES INC COM 205768302 121 26,664 SH   OTR   0 26,664 0
CONCRETE PUMPING HLDGS INC *W EXP 08/01/202 206704116 2,491 3,193,478 SH   OTR   0 3,193,478 0
CONDUENT INC COM 206787103 227 21,334 SH   OTR   0 21,334 0
CONSOLIDATED COMM HLDGS INC COM 209034107 262 26,527 SH   OTR   0 26,527 0
CONSOLIDATED EDISON INC COM 209115104 989 12,941 SH   OTR   0 12,941 0
CONSTELLATION ALPHA CAP CORP *W EXP 03/23/202 G2379F116 159 1,513,300 SH   OTR   0 1,513,300 0
CONSTELLATION BRANDS INC CL A 21036P108 320 1,988 SH   OTR   0 1,988 0
CORINDUS VASCULAR ROBOTICS I COM 218730109 99 118,100 SH   OTR   0 118,100 0
CORNING INC COM 219350105 907 30,020 SH   OTR   0 30,020 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 497 3,111 SH   OTR   0 3,111 0
CROCS INC COM 227046109 269 10,366 SH   OTR   0 10,366 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 5,611 5,332 PRN   OTR   0 0 5,332
CSX CORP COM 126408103 1,020 16,412 SH   OTR   0 16,412 0
CTS CORP COM 126501105 286 11,065 SH   OTR   0 11,065 0
CUBIC CORP COM 229669106 654 12,164 SH   OTR   0 12,164 0
CUMMINS INC COM 231021106 448 3,353 SH   OTR   0 3,353 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 473 32,677 SH   OTR   0 32,677 0
D R HORTON INC COM 23331A109 496 14,310 SH   OTR   0 14,310 0
DARDEN RESTAURANTS INC COM 237194105 2,031 20,337 SH   OTR   0 20,337 0
DD3 ACQUISITION CORP UNIT 10/12/2023 G2692M129 2,806 280,000 SH   OTR   0 280,000 0
DECKERS OUTDOOR CORP COM 243537107 299 2,340 SH   OTR   0 2,340 0
DELUXE CORP COM 248019101 219 5,697 SH   OTR   0 5,697 0
DENBURY RES INC COM NEW 247916208 87 50,864 SH   OTR   0 50,864 0
DESCARTES SYS GROUP INC COM 249906108 317 11,965 SH   OTR   0 11,965 0
DFB HEALTHCARE ACQUISTION CO UNIT 01/30/2023 23291E208 958 94,900 SH   OTR   0 94,900 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 113 11,925 SH   OTR   0 11,925 0
DIAMONDROCK HOSPITALITY CO COM 252784301 186 20,436 SH   OTR   0 20,436 0
DIANA SHIPPING INC COM Y2066G104 167 52,404 SH   OTR   0 52,404 0
DIME CMNTY BANCSHARES COM 253922108 477 28,077 SH   OTR   0 28,077 0
DINE BRANDS GLOBAL INC COM 254423106 372 5,518 SH   OTR   0 5,518 0
DISCOVER FINL SVCS COM 254709108 958 16,247 SH   OTR   0 16,247 0
DISH NETWORK CORP CL A 25470M109 633 25,332 SH   OTR   0 25,332 0
DISNEY WALT CO COM DISNEY 254687106 1,018 9,282 SH   OTR   0 9,282 0
DOMINOS PIZZA INC COM 25754A201 789 3,183 SH   OTR   0 3,183 0
DOVER CORP COM 260003108 263 3,706 SH   OTR   0 3,706 0
DRIL-QUIP INC COM 262037104 504 16,777 SH   OTR   0 16,777 0
DROPBOX INC CL A 26210C104 209 10,241 SH   OTR   0 10,241 0
DSP GROUP INC COM 23332B106 166 14,801 SH   OTR   0 14,801 0
DSW INC CL A 23334L102 266 10,765 SH   OTR   0 10,765 0
DUNKIN BRANDS GROUP INC COM 265504100 281 4,389 SH   OTR   0 4,389 0
E TRADE FINANCIAL CORP COM NEW 269246401 463 10,541 SH   OTR   0 10,541 0
EAGLE BANCORP INC MD COM 268948106 283 5,818 SH   OTR   0 5,818 0
EATON VANCE CORP COM NON VTG 278265103 350 9,955 SH   OTR   0 9,955 0
EBAY INC COM 278642103 2,117 75,426 SH   OTR   0 75,426 0
EBIX INC COM NEW 278715206 313 7,350 SH   OTR   0 7,350 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 160 15,754 SH   OTR   0 15,754 0
EL PASO ELEC CO COM NEW 283677854 261 5,212 SH   OTR   0 5,212 0
ELANCO ANIMAL HEALTH INC COM 28414H103 362 11,469 SH   OTR   0 11,469 0
ELDORADO GOLD CORP NEW COM 284902509 117 40,744 SH   OTR   0 40,744 0
ELECTRONIC ARTS INC COM 285512109 734 9,298 SH   OTR   0 9,298 0
EMCOR GROUP INC COM 29084Q100 216 3,613 SH   OTR   0 3,613 0
ENBRIDGE INC COM 29250N105 7,831 251,955 SH   OTR   0 251,955 0
ENCOMPASS HEALTH CORP COM 29261A100 532 8,626 SH   OTR   0 8,626 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 804 1,000,000 PRN   OTR   0 0 1,000,000
ENDEAVOUR SILVER CORP COM 29258Y103 27 12,500 SH   OTR   0 12,500 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 70 10,535 SH   OTR   0 10,535 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 217 22,834 SH   OTR   0 22,834 0
ENNIS INC COM 293389102 259 13,451 SH   OTR   0 13,451 0
ENSCO PLC SHS CLASS A G3157S106 143 40,066 SH   OTR   0 40,066 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 303 4,590 SH   OTR   0 4,590 0
ERICSSON ADR B SEK 10 294821608 114 12,876 SH   OTR   0 12,876 0
ESSEX PPTY TR INC COM 297178105 233 949 SH   OTR   0 949 0
ETHAN ALLEN INTERIORS INC COM 297602104 264 15,028 SH   OTR   0 15,028 0
ETSY INC COM 29786A106 985 20,700 SH   OTR   0 20,700 0
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 2,900 1,617,000 PRN   OTR   0 0 1,617,000
EVERCORE INC CLASS A 29977A105 214 2,989 SH   OTR   0 2,989 0
EVEREST RE GROUP LTD COM G3223R108 270 1,239 SH   OTR   0 1,239 0
EVERGY INC COM 30034W106 3,427 60,372 SH   OTR   0 60,372 0
EXELA TECHNOLOGIES INC COM 30162V102 595 152,940 SH   OTR   0 152,940 0
EXELON CORP COM 30161N101 672 14,902 SH   OTR   0 14,902 0
EXP WORLD HOLDINGS INC COM 30212W100 126 17,785 SH   OTR   0 17,785 0
EXPRESS INC COM 30219E103 80 15,633 SH   OTR   0 15,633 0
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FANG HLDGS LTD ADR 30711Y102 17 12,151 SH   OTR   0 12,151 0
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FGL HLDGS ORD SHS G3402M102 161 24,181 SH   OTR   0 24,181 0
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GS ACQUISITION HLDGS CORP UNIT 06/12/2023 36255F201 15,385 1,501,017 SH   OTR   0 1,501,017 0
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INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 26,424 521,186 SH   OTR   0 521,186 0
INTERNATIONAL MNY EXPRESS IN COM 46005L101 3,014 251,977 SH   OTR   0 251,977 0
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KBL MERGER CORP IV *W EXP 01/15/202 48242A112 18 200,000 SH   OTR   0 200,000 0
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LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 427 1,288,949 SH   OTR   0 1,288,949 0
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LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 827 1,968,000 SH   OTR   0 1,968,000 0
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MAGNA INTL INC COM 559222401 986 21,700 SH   OTR   0 21,700 0
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MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 1,232 2,738,882 SH   OTR   0 2,738,882 0
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NEWTEK BUSINESS SVCS CORP COM NEW 652526203 449 25,751 SH   OTR   0 25,751 0
NEXTERA ENERGY INC COM 65339F101 511 2,939 SH   OTR   0 2,939 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 24,542 17,869,000 PRN   OTR   0 0 17,869,000
NIKE INC CL B 654106103 337 4,548 SH   OTR   0 4,548 0
NOBLE CORP PLC SHS USD G65431101 90 34,204 SH   OTR   0 34,204 0
NOBLE CORP PLC SHS USD G65431101 79 30,000 SH Put OTR   0 30,000 0
NORDSON CORP COM 655663102 746 6,252 SH   OTR   0 6,252 0
NORDSTROM INC COM 655664100 512 10,979 SH   OTR   0 10,979 0
NORFOLK SOUTHERN CORP COM 655844108 3,692 24,689 SH   OTR   0 24,689 0
NORTHERN TR CORP COM 665859104 394 4,716 SH   OTR   0 4,716 0
NOVAGOLD RES INC COM NEW 66987E206 120 30,434 SH   OTR   0 30,434 0
NOVARTIS A G SPONSORED ADR 66987V109 351 4,092 SH   OTR   0 4,092 0
NOVO-NORDISK A S ADR 670100205 204 4,419 SH   OTR   0 4,419 0
NRG ENERGY INC COM NEW 629377508 1,301 32,847 SH   OTR   0 32,847 0
NUANCE COMMUNICATIONS INC COM 67020Y100 230 17,398 SH   OTR   0 17,398 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2,806 3,000,000 PRN   OTR   0 0 3,000,000
NUCOR CORP COM 670346105 671 12,948 SH   OTR   0 12,948 0
NUTANIX INC CL A 67059N108 314 7,542 SH   OTR   0 7,542 0
NUTRIEN LTD COM 67077M108 375 7,974 SH   OTR   0 7,974 0
NVR INC COM 62944T105 266 109 SH   OTR   0 109 0
NXSTAGE MEDICAL INC COM 67072V103 656 22,922 SH   OTR   0 22,922 0
OFFICE DEPOT INC COM 676220106 224 86,835 SH   OTR   0 86,835 0
OKTA INC CL A 679295105 798 12,510 SH   OTR   0 12,510 0
ONE GAS INC COM 68235P108 1,366 17,166 SH   OTR   0 17,166 0
ONE MADISON CORP *W EXP 99/99/999 G6772P126 790 1,012,838 SH   OTR   0 1,012,838 0
OPKO HEALTH INC COM 68375N103 162 53,764 SH   OTR   0 53,764 0
OPTIMIZERX CORP COM NEW 68401U204 116 10,590 SH   OTR   0 10,590 0
ORACLE CORP COM 68389X105 19,780 438,087 SH   OTR   0 438,087 0
ORBOTECH LTD ORD M75253100 1,146 20,277 SH   OTR   0 20,277 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 4,155 4,504,000 PRN   OTR   0 0 4,504,000
OSIRIS THERAPEUTICS INC NEW COM 68827R108 204 15,140 SH   OTR   0 15,140 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 154 17,527 SH   OTR   0 17,527 0
OWENS & MINOR INC NEW COM 690732102 111 17,584 SH   OTR   0 17,584 0
OXFORD SQUARE CAP CORP COM 69181V107 101 15,625 SH   OTR   0 15,625 0
PARAMOUNT GROUP INC COM 69924R108 404 32,146 SH   OTR   0 32,146 0
PARETEUM CORP COM NEW 69946T207 143 84,847 SH   OTR   0 84,847 0
PARK HOTELS RESORTS INC COM 700517105 836 32,168 SH   OTR   0 32,168 0
PATTERSON UTI ENERGY INC COM 703481101 128 12,389 SH   OTR   0 12,389 0
PAYCHEX INC COM 704326107 2,781 42,683 SH   OTR   0 42,683 0
PEBBLEBROOK HOTEL TR COM 70509V100 720 25,431 SH   OTR   0 25,431 0
PENNANTPARK INVT CORP COM 708062104 164 25,709 SH   OTR   0 25,709 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 180 30,271 SH   OTR   0 30,271 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 192 958,453 SH   OTR   0 958,453 0
PENSARE ACQUISITION CORP UNIT 07/27/2022 70957E204 3,409 323,175 SH   OTR   0 323,175 0
PEPSICO INC COM 713448108 334 3,026 SH   OTR   0 3,026 0
PERSPECTA INC COM 715347100 417 24,211 SH   OTR   0 24,211 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 6,658 574,481 SH   OTR   0 574,481 0
PFIZER INC COM 717081103 6,332 145,057 SH   OTR   0 145,057 0
PHILIP MORRIS INTL INC COM 718172109 4,202 62,949 SH   OTR   0 62,949 0
PHILLIPS 66 COM 718546104 462 5,360 SH   OTR   0 5,360 0
PINDUODUO INC SPONSORED ADS 722304102 328 14,600 SH   OTR   0 14,600 0
PITNEY BOWES INC COM 724479100 247 41,829 SH   OTR   0 41,829 0
PIXELWORKS INC COM NEW 72581M305 200 68,850 SH   OTR   0 68,850 0
PLAYA HOTELS & RESORTS NV SHS N70544106 129 17,921 SH   OTR   0 17,921 0
PLDT INC SPONSORED ADR 69344D408 247 11,535 SH   OTR   0 11,535 0
PLEXUS CORP COM 729132100 391 7,647 SH   OTR   0 7,647 0
PLUG POWER INC COM NEW 72919P202 62 49,660 SH   OTR   0 49,660 0
PNC FINL SVCS GROUP INC COM 693475105 513 4,385 SH   OTR   0 4,385 0
PPL CORP COM 69351T106 253 8,925 SH   OTR   0 8,925 0
PRETIUM RES INC COM 74139C102 173 20,525 SH   OTR   0 20,525 0
PRICE T ROWE GROUP INC COM 74144T108 216 2,340 SH   OTR   0 2,340 0
PRIORITY TECHNOLOGY HLDGS IN *W EXP 11/15/202 74275G115 1,591 1,224,052 SH   OTR   0 1,224,052 0
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 3,048 381,023 SH   OTR   0 381,023 0
PROGRESSIVE CORP OHIO COM 743315103 319 5,295 SH   OTR   0 5,295 0
PROLOGIS INC COM 74340W103 645 10,992 SH   OTR   0 10,992 0
PROSPECT CAPITAL CORPORATION COM 74348T102 196 31,052 SH   OTR   0 31,052 0
PROSPERITY BANCSHARES INC COM 743606105 3,586 57,567 SH   OTR   0 57,567 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 96 14,288 SH   OTR   0 14,288 0
PRUDENTIAL PLC ADR 74435K204 314 8,880 SH   OTR   0 8,880 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 589 11,316 SH   OTR   0 11,316 0
PULTE GROUP INC COM 745867101 322 12,391 SH   OTR   0 12,391 0
PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 2,004 1,757,625 SH   OTR   0 1,757,625 0
PURE ACQUISITION CORP CL A 74621Q106 160 16,252 SH   OTR   0 16,252 0
PURE ACQUISITION CORP UNIT 04/13/2023 74621Q205 1,838 175,000 SH   OTR   0 175,000 0
QEP RES INC COM 74733V100 182 32,373 SH   OTR   0 32,373 0
QIAGEN NV DEBT 0.375% 3/1 N72482AA5 7,893 6,600,000 PRN   OTR   0 0 6,600,000
QIAGEN NV SHS NEW N72482123 321 9,324 SH   OTR   0 9,324 0
QORVO INC COM 74736K101 445 7,335 SH   OTR   0 7,335 0
QUAD / GRAPHICS INC COM CL A 747301109 288 23,366 SH   OTR   0 23,366 0
QUALCOMM INC COM 747525103 8,592 150,973 SH   OTR   0 150,973 0
QUANEX BUILDING PRODUCTS COR COM 747619104 232 17,037 SH   OTR   0 17,037 0
QUDIAN INC ADR 747798106 164 38,236 SH   OTR   0 38,236 0
QURATE RETAIL INC COM SER A 74915M100 2,790 142,946 SH   OTR   0 142,946 0
RA MED SYS INC COM 74933X104 98 12,344 SH   OTR   0 12,344 0
RADIAN GROUP INC COM 750236101 272 16,602 SH   OTR   0 16,602 0
RANDGOLD RES LTD ADR 752344309 3,200 38,602 SH   OTR   0 38,602 0
RAVEN INDS INC COM 754212108 269 7,441 SH   OTR   0 7,441 0
RAYMOND JAMES FINANCIAL INC COM 754730109 241 3,235 SH   OTR   0 3,235 0
REALOGY HLDGS CORP COM 75605Y106 369 25,129 SH   OTR   0 25,129 0
RED HAT INC COM 756577102 3,348 19,061 SH   OTR   0 19,061 0
REGALWOOD GLOBAL ENERGY LTD *W EXP 12/05/202 G74760128 482 445,858 SH   OTR   0 445,858 0
REGALWOOD GLOBAL ENERGY LTD UNIT 99/99/9999 G74760110 4,064 400,000 SH   OTR   0 400,000 0
REGIONS FINL CORP NEW COM 7591EP100 390 29,143 SH   OTR   0 29,143 0
REINSURANCE GROUP AMER INC COM NEW 759351604 637 4,545 SH   OTR   0 4,545 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 578 8,125 SH   OTR   0 8,125 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 732 5,472 SH   OTR   0 5,472 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 23,975 9,923,000 PRN   OTR   0 0 9,923,000
REPLIGEN CORP COM 759916109 289 5,483 SH   OTR   0 5,483 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 4,249 2,500,000 PRN   OTR   0 0 2,500,000
RESMED INC COM 761152107 316 2,771 SH   OTR   0 2,771 0
RESOLUTE FST PRODS INC COM 76117W109 82 10,381 SH   OTR   0 10,381 0
RESOURCES CONNECTION INC COM 76122Q105 165 11,643 SH   OTR   0 11,643 0
RETAIL PPTYS AMER INC CL A 76131V202 181 16,660 SH   OTR   0 16,660 0
RH COM 74967X103 239 1,991 SH   OTR   0 1,991 0
RIBBON COMMUNICATIONS INC COM 762544104 84 17,503 SH   OTR   0 17,503 0
RINGCENTRAL INC CL A 76680R206 361 4,374 SH   OTR   0 4,374 0
RIO TINTO PLC SPONSORED ADR 767204100 360 7,431 SH   OTR   0 7,431 0
RITCHIE BROS AUCTIONEERS COM 767744105 212 6,476 SH   OTR   0 6,476 0
RITE AID CORP COM 767754104 142 200,008 SH   OTR   0 200,008 0
ROCKWELL AUTOMATION INC COM 773903109 1,249 8,298 SH   OTR   0 8,298 0
ROLLINS INC COM 775711104 444 12,287 SH   OTR   0 12,287 0
RPT REALTY COM SH BEN INT 74971D101 158 13,199 SH   OTR   0 13,199 0
RUBICON PROJ INC COM 78112V102 124 33,114 SH   OTR   0 33,114 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 41 67,800 SH   OTR   0 67,800 0
SABRA HEALTH CARE REIT INC COM 78573L106 267 16,207 SH   OTR   0 16,207 0
SAGE THERAPEUTICS INC COM 78667J108 255 2,665 SH   OTR   0 2,665 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 2,148 13,269 SH   OTR   0 13,269 0
SCANA CORP NEW COM 80589M102 2,129 44,555 SH   OTR   0 44,555 0
SCHLUMBERGER LTD COM 806857108 968 26,826 SH   OTR   0 26,826 0
SCHOLASTIC CORP COM 807066105 300 7,458 SH   OTR   0 7,458 0
SCIENCE APPLICATNS INTL CP N COM 808625107 474 7,448 SH   OTR   0 7,448 0
SCIENTIFIC GAMES CORP COM 80874P109 192 10,718 SH   OTR   0 10,718 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,698 44,000 SH   OTR   0 44,000 0
SECUREWORKS CORP CL A 81374A105 176 10,422 SH   OTR   0 10,422 0
SEI INVESTMENTS CO COM 784117103 239 5,175 SH   OTR   0 5,175 0
SELECT INCOME REIT COM SH BEN INT 81618T100 84 11,473 SH   OTR   0 11,473 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 3,556 61,999 SH   OTR   0 61,999 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,021 10,312 SH   OTR   0 10,312 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 3,188 62,787 SH   OTR   0 62,787 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2,781 32,141 SH   OTR   0 32,141 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,448 102,782 SH   OTR   0 102,782 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3,781 58,696 SH   OTR   0 58,696 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 399 7,542 SH   OTR   0 7,542 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 349 6,915 SH   OTR   0 6,915 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1,188 19,163 SH   OTR   0 19,163 0
SEMGROUP CORP CL A 81663A105 203 14,719 SH   OTR   0 14,719 0
SEMPRA ENERGY 6% PFD CONV A 816851406 8,188 86,089 PRN   OTR   0 0 86,089
SEMPRA ENERGY COM 816851109 670 6,192 SH   OTR   0 6,192 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 362 30,888 SH   OTR   0 30,888 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 270 6,020 SH   OTR   0 6,020 0
SENSEONICS HLDGS INC COM 81727U105 29 11,354 SH   OTR   0 11,354 0
SENTINEL ENERGY SVCS INC *W EXP 11/02/202 81728P113 819 986,296 SH   OTR   0 986,296 0
SENTINEL ENERGY SVCS INC CL A 81728P105 13,176 1,315,000 SH   OTR   0 1,315,000 0
SENTINEL ENERGY SVCS INC UNIT 11/02/2022 81728P204 2,575 250,000 SH   OTR   0 250,000 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 1,457 1,600,000 PRN   OTR   0 0 1,600,000
SHIP FINANCE INTERNATIONAL L SHS G81075106 267 25,403 SH   OTR   0 25,403 0
SHIRE PLC SPONSORED ADR 82481R106 17,981 103,314 SH   OTR   0 103,314 0
SIBANYE STILLWATER SPONSORED ADR 825724206 2,118 748,525 SH   OTR   0 748,525 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,122 10,915 SH   OTR   0 10,915 0
SIGNET JEWELERS LIMITED SHS G81276100 472 14,850 SH   OTR   0 14,850 0
SILVERCORP METALS INC COM 82835P103 50 23,900 SH   OTR   0 23,900 0
SIMON PPTY GROUP INC NEW COM 828806109 266 1,585 SH   OTR   0 1,585 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 321 12,192 SH   OTR   0 12,192 0
SITE CENTERS CORP COM 82981J109 309 27,915 SH   OTR   0 27,915 0
SKECHERS U S A INC CL A 830566105 302 13,176 SH   OTR   0 13,176 0
SL GREEN RLTY CORP COM 78440X101 371 4,688 SH   OTR   0 4,688 0
SLEEP NUMBER CORP COM 83125X103 464 14,621 SH   OTR   0 14,621 0
SOCIAL CAP HEDOSOPHIA HLDGS *W EXP 09/14/202 G8250R129 326 465,400 SH   OTR   0 465,400 0
SONOS INC COM 83570H108 100 10,164 SH   OTR   0 10,164 0
SOUTHWEST AIRLS CO COM 844741108 741 15,949 SH   OTR   0 15,949 0
SPARTAN ENERGY ACQUISITON CO UNIT 99/99/9999 846784114 21,431 2,143,050 SH   OTR   0 2,143,050 0
SPARTAN MTRS INC COM 846819100 149 20,670 SH   OTR   0 20,670 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,499 14,000 SH   OTR   0 14,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 43,111 172,500 SH Call OTR   0 172,500 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 265 10,000 SH   OTR   0 10,000 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 82 11,531 SH   OTR   0 11,531 0
SQUARE INC CL A 852234103 244 4,353 SH   OTR   0 4,353 0
SSR MNG INC COM 784730103 139 11,494 SH   OTR   0 11,494 0
STAG INDL INC COM 85254J102 409 16,430 SH   OTR   0 16,430 0
STARBUCKS CORP COM 855244109 3,877 60,201 SH   OTR   0 60,201 0
STARTEK INC COM 85569C107 121 18,181 SH   OTR   0 18,181 0
STEEL DYNAMICS INC COM 858119100 520 17,324 SH   OTR   0 17,324 0
STELLUS CAP INVT CORP COM 858568108 141 10,900 SH   OTR   0 10,900 0
STITCH FIX INC COM CL A 860897107 520 30,405 SH   OTR   0 30,405 0
STORE CAP CORP COM 862121100 414 14,627 SH   OTR   0 14,627 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 127 28,435 SH   OTR   0 28,435 0
SUN CMNTYS INC COM 866674104 374 3,677 SH   OTR   0 3,677 0
SUN LIFE FINL INC COM 866796105 210 6,335 SH   OTR   0 6,335 0
SUNCOR ENERGY INC NEW COM 867224107 438 15,674 SH   OTR   0 15,674 0
SUNPOWER CORP COM 867652406 59 11,949 SH   OTR   0 11,949 0
SUNTRUST BKS INC COM 867914103 2,572 50,991 SH   OTR   0 50,991 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 308 50,190 SH   OTR   0 50,190 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 959 1,000,000 PRN   OTR   0 0 1,000,000
SYNCHRONY FINL COM 87165B103 1,260 53,710 SH   OTR   0 53,710 0
SYNOPSYS INC COM 871607107 1,036 12,304 SH   OTR   0 12,304 0
SYSCO CORP COM 871829107 298 4,760 SH   OTR   0 4,760 0
T MOBILE US INC COM 872590104 519 8,158 SH   OTR   0 8,158 0
TAHOE RES INC COM 873868103 320 87,773 SH   OTR   0 87,773 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 212 8,719 SH   OTR   0 8,719 0
TAPESTRY INC COM 876030107 2,011 59,584 SH   OTR   0 59,584 0
TARGA RES CORP COM 87612G101 207 5,739 SH   OTR   0 5,739 0
TAYLOR MORRISON HOME CORP CL A 87724P106 347 21,829 SH   OTR   0 21,829 0
TCF FINL CORP COM 872275102 331 16,967 SH   OTR   0 16,967 0
TE CONNECTIVITY LTD REG SHS H84989104 515 6,810 SH   OTR   0 6,810 0
TECH DATA CORP COM 878237106 428 5,230 SH   OTR   0 5,230 0
TECK RESOURCES LTD CL B 878742204 217 10,059 SH   OTR   0 10,059 0
TEEKAY CORPORATION COM Y8564W103 72 21,682 SH   OTR   0 21,682 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 264 20,000 SH   OTR   0 20,000 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 116 350,000 SH   OTR   0 350,000 0
TENZING ACQUISITION CORP UNIT 08/24/2024 G8708A124 2,060 204,561 SH   OTR   0 204,561 0
TERADATA CORP DEL COM 88076W103 651 16,970 SH   OTR   0 16,970 0
TERADYNE INC COM 880770102 1,348 42,960 SH   OTR   0 42,960 0
TESLA INC COM 88160R101 510 1,533 SH   OTR   0 1,533 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 368 7,200 SH   OTR   0 7,200 0
TEXAS INSTRS INC COM 882508104 1,174 12,421 SH   OTR   0 12,421 0
TEXTRON INC COM 883203101 598 12,995 SH   OTR   0 12,995 0
THIRD PT REINS LTD COM G8827U100 216 22,382 SH   OTR   0 22,382 0
THOMSON REUTERS CORP COM NEW 884903709 498 10,300 SH   OTR   0 10,300 0
THUNDER BRIDGE ACQUISITION L *W EXP 01/01/202 G8857R126 93 250,000 SH   OTR   0 250,000 0
TIBERIUS ACQUISITION CORP *W EXP 02/28/202 88633A115 391 1,117,796 SH   OTR   0 1,117,796 0
TJX COS INC NEW COM 872540109 873 19,505 SH   OTR   0 19,505 0
TKK SYMPHONY ACQUISITION COR ORD SHS G88950103 355 36,773 SH   OTR   0 36,773 0
TOLL BROTHERS INC COM 889478103 298 9,064 SH   OTR   0 9,064 0
TOTAL SYS SVCS INC COM 891906109 1,231 15,142 SH   OTR   0 15,142 0
TPG PACE HLDGS CORP *W EXP 06/27/202 G89827110 579 556,539 SH   OTR   0 556,539 0
TPG PACE HLDGS CORP CL A G89827128 6,625 662,500 SH   OTR   0 662,500 0
TPG PACE HLDGS CORP UNIT 99/99/9999 G89827102 2,719 257,757 SH   OTR   0 257,757 0
TRANSALTA CORP COM 89346D107 100 24,260 SH   OTR   0 24,260 0
TRANSCANADA CORP COM 89353D107 500 13,994 SH   OTR   0 13,994 0
TRAVELERS COMPANIES INC COM 89417E109 649 5,419 SH   OTR   0 5,419 0
TRI POINTE GROUP INC COM 87265H109 623 56,970 SH   OTR   0 56,970 0
TRIDENT ACQUISITIONS CORP *W EXP 05/09/202 89615T114 44 150,000 SH   OTR   0 150,000 0
TRILOGY METALS INC NEW COM 89621C105 17 10,000 SH   OTR   0 10,000 0
TRINITY INDS INC COM 896522109 502 24,368 SH   OTR   0 24,368 0
TRINITY MERGER CORP *W EXP 05/11/202 89653L114 2,033 5,146,680 SH   OTR   0 5,146,680 0
TRINITY MERGER CORP COM CL A 89653L106 285 28,577 SH   OTR   0 28,577 0
TRIPADVISOR INC COM 896945201 525 9,731 SH   OTR   0 9,731 0
TRIPLEPOINT VENTURE GROWTH B COM 89677Y100 181 16,576 SH   OTR   0 16,576 0
TTEC HLDGS INC COM 89854H102 282 9,871 SH   OTR   0 9,871 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,682 34,949 SH   OTR   0 34,949 0
TWILIO INC CL A 90138F102 1,320 14,779 SH   OTR   0 14,779 0
TWO HBRS INVT CORP COM NEW 90187B408 271 21,131 SH   OTR   0 21,131 0
U S WELL SVCS INC *W EXP 03/15/202 91274U119 90 149,312 SH   OTR   0 149,312 0
UBIQUITI NETWORKS INC COM 90347A100 847 8,521 SH   OTR   0 8,521 0
UGI CORP NEW COM 902681105 388 7,264 SH   OTR   0 7,264 0
ULTRA PETROLEUM CORP COM NEW 903914208 16 20,578 SH   OTR   0 20,578 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 149 10,992 SH   OTR   0 10,992 0
UMB FINL CORP COM 902788108 526 8,619 SH   OTR   0 8,619 0
UNITED BANKSHARES INC WEST V COM 909907107 316 10,148 SH   OTR   0 10,148 0
UNITED NAT FOODS INC COM 911163103 260 24,583 SH   OTR   0 24,583 0
UNITI GROUP INC COM 91325V108 330 21,178 SH   OTR   0 21,178 0
URBAN EDGE PPTYS COM 91704F104 527 31,684 SH   OTR   0 31,684 0
US BANCORP DEL COM NEW 902973304 632 13,840 SH   OTR   0 13,840 0
VALE S A ADR 91912E105 289 21,944 SH   OTR   0 21,944 0
VALERO ENERGY CORP NEW COM 91913Y100 209 2,786 SH   OTR   0 2,786 0
VALLEY NATL BANCORP COM 919794107 485 54,657 SH   OTR   0 54,657 0
VALMONT INDS INC COM 920253101 251 2,265 SH   OTR   0 2,265 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 316 15,000 SH   OTR   0 15,000 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 1,586 52,480 SH   OTR   0 52,480 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 298 4,000 SH   OTR   0 4,000 0
VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 644 1,370,350 SH   OTR   0 1,370,350 0
VANTAGE ENERGY ACQUISITION UNIT 04/12/2024 92211L204 2,044 200,000 SH   OTR   0 200,000 0
VARIAN MED SYS INC COM 92220P105 1,836 16,206 SH   OTR   0 16,206 0
VECTOIQ ACQUISITION CORP *W EXP 05/11/202 92243N111 1,358 2,715,496 SH   OTR   0 2,715,496 0
VECTOR GROUP LTD COM 92240M108 391 40,170 SH   OTR   0 40,170 0
VENTAS INC COM 92276F100 462 7,893 SH   OTR   0 7,893 0
VEON LTD SPONSORED ADR 91822M106 246 105,073 SH   OTR   0 105,073 0
VEONEER INCORPORATED COM 92336X109 972 41,259 SH   OTR   0 41,259 0
VERASTEM INC NOTE 5.000%11/0 92337CAA2 804 1,000,000 PRN   OTR   0 0 1,000,000
VEREIT INC COM 92339V100 657 91,824 SH   OTR   0 91,824 0
VERIZON COMMUNICATIONS INC COM 92343V104 296 5,269 SH   OTR   0 5,269 0
VERRA MOBILITY CORP COM 92511U102 902 92,419 SH   OTR   0 92,419 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 6,078 6,196,000 PRN   OTR   0 0 6,196,000
VISA INC COM CL A 92826C839 3,064 23,220 SH   OTR   0 23,220 0
VISTRA ENERGY CORP COM 92840M102 660 28,840 SH   OTR   0 28,840 0
VITAMIN SHOPPE INC COM 92849E101 130 27,480 SH   OTR   0 27,480 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 1,136 58,940 SH   OTR   0 58,940 0
VOYA FINL INC COM 929089100 233 5,793 SH   OTR   0 5,793 0
WAITR HLDGS INC COM 930752100 3,058 274,226 SH   OTR   0 274,226 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 9,976 145,995 SH   OTR   0 145,995 0
WASHINGTON PRIME GROUP NEW COM 93964W108 316 65,038 SH   OTR   0 65,038 0
WATERS CORP COM 941848103 587 3,112 SH   OTR   0 3,112 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 244 6,335 SH   OTR   0 6,335 0
WELLS FARGO CO NEW COM 949746101 8,271 179,495 SH   OTR   0 179,495 0
WENDYS CO COM 95058W100 224 14,341 SH   OTR   0 14,341 0
WERNER ENTERPRISES INC COM 950755108 205 6,937 SH   OTR   0 6,937 0
WESCO INTL INC COM 95082P105 232 4,830 SH   OTR   0 4,830 0
WESTERN ASSET MTG CAP CORP COM 95790D105 124 14,909 SH   OTR   0 14,909 0
WESTERN UN CO COM 959802109 972 56,953 SH   OTR   0 56,953 0
WESTROCK CO COM 96145D105 745 19,724 SH   OTR   0 19,724 0
WEX INC COM 96208T104 527 3,760 SH   OTR   0 3,760 0
WEYERHAEUSER CO COM 962166104 574 26,250 SH   OTR   0 26,250 0
WILLIAMS COS INC DEL COM 969457100 434 19,688 SH   OTR   0 19,688 0
WILLSCOT CORP COM 971375126 1,239 131,563 SH   OTR   0 131,563 0
WINNEBAGO INDS INC COM 974637100 383 15,815 SH   OTR   0 15,815 0
WINTRUST FINL CORP COM 97650W108 217 3,258 SH   OTR   0 3,258 0
WORKDAY INC CL A 98138H101 4,076 25,527 SH   OTR   0 25,527 0
WORLD FUEL SVCS CORP COM 981475106 231 10,772 SH   OTR   0 10,772 0
WORLDPAY INC CL A 981558109 730 9,549 SH   OTR   0 9,549 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 6,176 4,515,000 PRN   OTR   0 0 4,515,000
WYNDHAM DESTINATIONS INC COM 98310W108 364 10,161 SH   OTR   0 10,161 0
XEROX CORP COM NEW 984121608 971 49,121 SH   OTR   0 49,121 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 114 29,875 SH   OTR   0 29,875 0
YAMANA GOLD INC COM 98462Y100 83 35,058 SH   OTR   0 35,058 0
YOUNGEVITY INTL INC COM NEW 987537206 107 18,648 SH   OTR   0 18,648 0
YUM BRANDS INC COM 988498101 614 6,675 SH   OTR   0 6,675 0
ZTO EXPRESS CAYMAN INC SPONSORED ADR 98980A105 1,200 75,800 SH   OTR   0 75,800 0
ZYNGA INC CL A 98986T108 68 17,400 SH   OTR   0 17,400 0