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
3M CO COM 88579Y101 3,022 14,542 SH   OTR   0 14,542 0
3PEA INTL INC COM 88579C109 336 42,240 SH   OTR   0 42,240 0
51JOB INC NOTE 3.250% 4/1 316827AC8 12,401 6,813,000 PRN   OTR   0 0 6,813,000
AAR CORP COM 000361105 222 6,842 SH   OTR   0 6,842 0
AARONS INC COM PAR $0.50 002535300 349 6,634 SH   OTR   0 6,634 0
ABB LTD SPONSORED ADR 000375204 198 10,496 SH   OTR   0 10,496 0
ABBVIE INC COM 00287Y109 1,870 23,200 SH   OTR   0 23,200 0
ABERCROMBIE & FITCH CO CL A 002896207 211 7,688 SH   OTR   0 7,688 0
ACAMAR PARTNERS ACQSITION CO UNIT 12/30/2025 004285201 5,000 500,000 SH   OTR   0 500,000 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 583 3,313 SH   OTR   0 3,313 0
ACELRX PHARMACEUTICALS INC COM 00444T100 291 83,680 SH   OTR   0 83,680 0
ACI WORLDWIDE INC COM 004498101 485 14,752 SH   OTR   0 14,752 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 103 48,700 SH   OTR   0 48,700 0
ADECOAGRO S A COM L00849106 411 59,700 SH   OTR   0 59,700 0
ADIENT PLC ORD SHS G0084W101 265 20,441 SH   OTR   0 20,441 0
ADTALEM GLOBAL ED INC COM 00737L103 211 4,548 SH   OTR   0 4,548 0
ADTRAN INC COM 00738A106 240 17,518 SH   OTR   0 17,518 0
ADVANCE AUTO PARTS INC COM 00751Y106 205 1,200 SH   OTR   0 1,200 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 213 6,000 SH   OTR   0 6,000 0
AEROVIRONMENT INC COM 008073108 393 5,752 SH   OTR   0 5,752 0
AFFIMED N V COM N01045108 296 70,374 SH   OTR   0 70,374 0
AFLAC INC COM 001055102 1,493 29,855 SH   OTR   0 29,855 0
AG MTG INVT TR INC COM 001228105 202 12,015 SH   OTR   0 12,015 0
AGCO CORP COM 001084102 259 3,727 SH   OTR   0 3,727 0
AGNICO EAGLE MINES LTD COM 008474108 504 11,586 SH   OTR   0 11,586 0
AIRGAIN INC COM 00938A104 133 10,400 SH   OTR   0 10,400 0
AKOUSTIS TECHNOLOGIES INC COM 00973N102 149 25,660 SH   OTR   0 25,660 0
ALAMOS GOLD INC NEW COM CL A 011532108 806 158,742 SH   OTR   0 158,742 0
ALECTOR INC COM 014442107 309 16,500 SH   OTR   0 16,500 0
ALEXANDER & BALDWIN INC NEW COM 014491104 240 9,452 SH   OTR   0 9,452 0
ALGONQUIN PWR UTILS CORP COM 015857105 156 13,836 SH   OTR   0 13,836 0
ALKALINE WTR CO INC COM NEW 01643A207 78 32,700 SH   OTR   0 32,700 0
ALLEGHANY CORP DEL COM 017175100 367 600 SH   OTR   0 600 0
ALLEGION PUB LTD CO ORD SHS G0176J109 794 8,757 SH   OTR   0 8,757 0
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 279 930,140 SH   OTR   0 930,140 0
ALLERGAN PLC SHS G0177J108 483 3,300 SH   OTR   0 3,300 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 365 8,132 SH   OTR   0 8,132 0
ALLSTATE CORP COM 020002101 2,767 29,375 SH   OTR   0 29,375 0
ALLY FINL INC COM 02005N100 393 14,300 SH   OTR   0 14,300 0
ALPHATEC HOLDINGS INC COM NEW 02081G201 91 34,400 SH   OTR   0 34,400 0
ALTABA INC COM 021346101 767,226 10,351,131 SH   OTR   0 10,351,131 0
ALTICE USA INC CL A 02156K103 1,311 61,017 SH   OTR   0 61,017 0
ALTRA INDL MOTION CORP COM 02208R106 329 10,596 SH   OTR   0 10,596 0
AMBAC FINL GROUP INC COM NEW 023139884 215 11,883 SH   OTR   0 11,883 0
AMDOCS LTD SHS G02602103 240 4,427 SH   OTR   0 4,427 0
AMEDISYS INC COM 023436108 364 2,951 SH   OTR   0 2,951 0
AMEREN CORP COM 023608102 761 10,351 SH   OTR   0 10,351 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 236 4,951 SH   OTR   0 4,951 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 207 9,357 SH   OTR   0 9,357 0
AMERICAN ELEC PWR CO INC COM 025537101 536 6,404 SH   OTR   0 6,404 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 7,427 143,788 PRN   OTR   0 0 143,788
AMERICAN EXPRESS CO COM 025816109 1,733 15,855 SH   OTR   0 15,855 0
AMERICAN FIN TR INC COM CLASS A 02607T109 1,140 105,535 SH   OTR   0 105,535 0
AMERICAN FINL GROUP INC OHIO COM 025932104 275 2,862 SH   OTR   0 2,862 0
AMERICAN INTL GROUP INC COM NEW 026874784 637 14,800 SH   OTR   0 14,800 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 108 11,600 SH   OTR   0 11,600 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 270 20,970 SH   OTR   0 20,970 0
AMERICOLD RLTY TR COM 03064D108 280 9,172 SH   OTR   0 9,172 0
AMERIPRISE FINL INC COM 03076C106 1,889 14,745 SH   OTR   0 14,745 0
AMERISOURCEBERGEN CORP COM 03073E105 269 3,388 SH   OTR   0 3,388 0
AMERISOURCEBERGEN CORP COM 03073E105 4,374 55,000 SH Call OTR   0 55,000 0
AMETEK INC NEW COM 031100100 758 9,140 SH   OTR   0 9,140 0
AMGEN INC COM 031162100 3,288 17,305 SH   OTR   0 17,305 0
AMPHENOL CORP NEW CL A 032095101 420 4,449 SH   OTR   0 4,449 0
ANALOG DEVICES INC COM 032654105 396 3,766 SH   OTR   0 3,766 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 6,963 531,520 SH   OTR   0 531,520 0
ANNALY CAP MGMT INC COM 035710409 482 48,292 SH   OTR   0 48,292 0
ANTERO MIDSTREAM CORP COM 03676B102 4,823 350,000 SH   OTR   0 350,000 0
ANTERO RES CORP COM 03674X106 874 98,984 SH   OTR   0 98,984 0
APACHE CORP COM 037411105 737 21,250 SH   OTR   0 21,250 0
APARTMENT INVT & MGMT CO CL A 03748R754 2,181 43,359 SH   OTR   0 43,359 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 978 1,000,000 PRN   OTR   0 0 1,000,000
APPIAN CORP CL A 03782L101 1,354 39,340 SH   OTR   0 39,340 0
APPLIED MATLS INC COM 038222105 2,342 59,058 SH   OTR   0 59,058 0
APTIV PLC SHS G6095L109 461 5,800 SH   OTR   0 5,800 0
APYX MED CORP COM 03837C106 202 31,990 SH   OTR   0 31,990 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 87 39,000 SH   OTR   0 39,000 0
ARCHROCK INC COM 03957W106 223 22,783 SH   OTR   0 22,783 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 494 68,900 SH   OTR   0 68,900 0
ARCOSA INC COM 039653100 651 21,322 SH   OTR   0 21,322 0
ARES CAP CORP COM 04010L103 326 18,997 SH   OTR   0 18,997 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 3,287 3,310,000 PRN   OTR   0 0 3,310,000
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 1,462 62,987 SH   OTR   0 62,987 0
ARLO TECHNOLOGIES INC COM 04206A101 55 13,301 SH   OTR   0 13,301 0
ARRIS INTERNATIONAL PLC SHS G0551A103 1,313 41,550 SH   OTR   0 41,550 0
ARROW ELECTRS INC COM 042735100 629 8,158 SH   OTR   0 8,158 0
ARYA SCIENCES ACQUISITION CO UNIT 10/04/2023 G3165V117 6,220 601,000 SH   OTR   0 601,000 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 121 25,564 SH   OTR   0 25,564 0
ASPEN GROUP INC COM NEW 04530L203 82 15,400 SH   OTR   0 15,400 0
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 2,289 3,000,000 PRN   OTR   0 0 3,000,000
ASSURANT INC COM 04621X108 2,992 31,522 SH   OTR   0 31,522 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 292 5,781 SH   OTR   0 5,781 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 30,458 28,500,000 PRN   OTR   0 0 28,500,000
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 29 11,902 SH   OTR   0 11,902 0
ATMOS ENERGY CORP COM 049560105 554 5,387 SH   OTR   0 5,387 0
AUTODESK INC COM 052769106 4,833 31,015 SH   OTR   0 31,015 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,030 18,966 SH   OTR   0 18,966 0
AUTOZONE INC COM 053332102 592 578 SH   OTR   0 578 0
AVALON GLOBOCARE CORP COM 05344R104 213 39,443 SH   OTR   0 39,443 0
AVEDRO INC COM 05355N109 559 45,580 SH   OTR   0 45,580 0
AVERY DENNISON CORP COM 053611109 364 3,222 SH   OTR   0 3,222 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 946 1,000,000 PRN   OTR   0 0 1,000,000
AVIS BUDGET GROUP INC COM 053774105 205 5,879 SH   OTR   0 5,879 0
AVNET INC COM 053807103 286 6,600 SH   OTR   0 6,600 0
AVON PRODS INC COM 054303102 175 59,582 SH   OTR   0 59,582 0
AXA EQUITABLE HLDGS INC COM 054561105 1,037 51,476 SH   OTR   0 51,476 0
B2GOLD CORP COM 11777Q209 171 60,900 SH   OTR   0 60,900 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 309 53,905 SH   OTR   0 53,905 0
BANCO MACRO SA SPON ADR B 05961W105 1,421 31,049 SH   OTR   0 31,049 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 254 8,540 SH   OTR   0 8,540 0
BANCO SANTANDER SA ADR 05964H105 664 143,369 SH   OTR   0 143,369 0
BANDWIDTH INC COM CL A 05988J103 1,015 15,160 SH   OTR   0 15,160 0
BANK AMER CORP COM 060505104 4,920 178,313 SH   OTR   0 178,313 0
BANK FIRST NATL CORP COM 06211J100 508 8,620 SH   OTR   0 8,620 0
BANK MONTREAL QUE COM 063671101 545 7,285 SH   OTR   0 7,285 0
BANK N S HALIFAX COM 064149107 352 6,600 SH   OTR   0 6,600 0
BANK NEW YORK MELLON CORP COM 064058100 2,977 59,027 SH   OTR   0 59,027 0
BANK OZK COM 06417N103 307 10,600 SH   OTR   0 10,600 0
BANKUNITED INC COM 06652K103 605 18,126 SH   OTR   0 18,126 0
BARNES & NOBLE INC COM 067774109 141 25,886 SH   OTR   0 25,886 0
BARNES GROUP INC COM 067806109 305 5,942 SH   OTR   0 5,942 0
BARRICK GOLD CORPORATION COM 067901108 2,190 159,748 SH   OTR   0 159,748 0
BAXTER INTL INC COM 071813109 1,646 20,247 SH   OTR   0 20,247 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 561 59,003 SH   OTR   0 59,003 0
BCE INC COM NEW 05534B760 516 11,635 SH   OTR   0 11,635 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 4,209 68,102 PRN   OTR   0 0 68,102
BEMIS CO INC COM 081437105 1,556 28,055 SH   OTR   0 28,055 0
BENCHMARK ELECTRS INC COM 08160H101 416 15,864 SH   OTR   0 15,864 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 812 4,043 SH   OTR   0 4,043 0
BEST BUY INC COM 086516101 1,269 17,861 SH   OTR   0 17,861 0
BGC PARTNERS INC CL A 05541T101 215 40,488 SH   OTR   0 40,488 0
BHP GROUP PLC SPONSORED ADR 05545E209 5,338 110,561 SH   OTR   0 110,561 0
BIG LOTS INC COM 089302103 247 6,499 SH   OTR   0 6,499 0
BIO RAD LABS INC CL A 090572207 1,976 6,465 SH   OTR   0 6,465 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 533 100,623 SH   OTR   0 100,623 0
BIOGEN INC COM 09062X103 2,100 8,885 SH   OTR   0 8,885 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 291 16,290 SH   OTR   0 16,290 0
BLACK KNIGHT INC COM 09215C105 382 7,007 SH   OTR   0 7,007 0
BLACKBAUD INC COM 09227Q100 223 2,800 SH   OTR   0 2,800 0
BLACKBERRY LTD COM 09228F103 1,331 131,866 SH   OTR   0 131,866 0
BLACKROCK CAPITAL INVESTMENT COM 092533108 118 19,662 SH   OTR   0 19,662 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 9,260 9,207,000 PRN   OTR   0 0 9,207,000
BLUEBIRD BIO INC COM 09609G100 1,984 12,608 SH   OTR   0 12,608 0
BOOKING HLDGS INC COM 09857L108 3,626 2,078 SH   OTR   0 2,078 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,971 33,895 SH   OTR   0 33,895 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 162 14,807 SH   OTR   0 14,807 0
BOSTON SCIENTIFIC CORP COM 101137107 1,219 31,762 SH   OTR   0 31,762 0
BOXWOOD MERGER CORP *W EXP 11/26/202 10319T119 564 1,878,500 SH   OTR   0 1,878,500 0
BRADY CORP CL A 104674106 248 5,344 SH   OTR   0 5,344 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 245 15,443 SH   OTR   0 15,443 0
BRASKEM S A SP ADR PFD A 105532105 378 14,652 SH   OTR   0 14,652 0
BRIDGEPOINT ED INC COM 10807M105 209 34,210 SH   OTR   0 34,210 0
BRIGHTHOUSE FINL INC COM 10922N103 505 13,902 SH   OTR   0 13,902 0
BRINKER INTL INC COM 109641100 239 5,393 SH   OTR   0 5,393 0
BRINKS CO COM 109696104 349 4,622 SH   OTR   0 4,622 0
BRISTOL MYERS SQUIBB CO COM 110122108 787 16,500 SH Call OTR   0 16,500 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 296 7,100 SH   OTR   0 7,100 0
BROADCOM INC COM 11135F101 8,546 28,420 SH   OTR   0 28,420 0
BROOKDALE SR LIVING INC COM 112463104 207 31,445 SH   OTR   0 31,445 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 505 10,816 SH   OTR   0 10,816 0
BROOKFIELD PROPERTY REIT INC CL A 11282X103 217 10,600 SH   OTR   0 10,600 0
BROWN & BROWN INC COM 115236101 2,670 90,483 SH   OTR   0 90,483 0
BT GROUP PLC ADR 05577E101 163 11,000 SH   OTR   0 11,000 0
BUNGE LIMITED COM G16962105 1,666 31,396 SH   OTR   0 31,396 0
BWX TECHNOLOGIES INC COM 05605H100 509 10,272 SH   OTR   0 10,272 0
CABOT OIL & GAS CORP COM 127097103 375 14,364 SH   OTR   0 14,364 0
CACI INTL INC CL A 127190304 503 2,764 SH   OTR   0 2,764 0
CACTUS INC CL A 127203107 1,310 36,809 SH   OTR   0 36,809 0
CADENCE BANCORPORATION CL A 12739A100 317 17,064 SH   OTR   0 17,064 0
CALAMP CORP COM 128126109 149 11,814 SH   OTR   0 11,814 0
CAMDEN PPTY TR SH BEN INT 133131102 810 7,981 SH   OTR   0 7,981 0
CAMECO CORP COM 13321L108 180 15,257 SH   OTR   0 15,257 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 1,233 25,674 SH   OTR   0 25,674 0
CANADIAN NAT RES LTD COM 136385101 253 9,199 SH   OTR   0 9,199 0
CANADIAN NATL RY CO COM 136375102 1,860 20,782 SH   OTR   0 20,782 0
CANADIAN PAC RY LTD COM 13645T100 3,526 17,115 SH   OTR   0 17,115 0
CANNAE HLDGS INC COM 13765N107 238 9,816 SH   OTR   0 9,816 0
CAPITAL ONE FINL CORP COM 14040H105 668 8,179 SH   OTR   0 8,179 0
CAPITOL INVT CORP IV *W EXP 01/01/202 G18920127 977 707,809 SH   OTR   0 707,809 0
CAPITOL INVT CORP IV CL A ORD G18920101 5,599 550,000 SH   OTR   0 550,000 0
CAPITOL INVT CORP IV UNIT 99/99/9999 G18920119 5,707 539,899 SH   OTR   0 539,899 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 293 34,108 SH   OTR   0 34,108 0
CARDINAL HEALTH INC COM 14149Y108 507 10,525 SH   OTR   0 10,525 0
CARLISLE COS INC COM 142339100 782 6,377 SH   OTR   0 6,377 0
CARMAX INC COM 143130102 1,248 17,877 SH   OTR   0 17,877 0
CARS COM INC COM 14575E105 551 24,157 SH   OTR   0 24,157 0
CARTERS INC COM 146229109 262 2,595 SH   OTR   0 2,595 0
CATASYS INC COM PAR 149049504 164 13,400 SH   OTR   0 13,400 0
CATERPILLAR INC DEL COM 149123101 2,754 20,329 SH   OTR   0 20,329 0
CBL & ASSOC PPTYS INC COM 124830100 22 13,928 SH   OTR   0 13,928 0
CBRE GROUP INC CL A 12504L109 508 10,278 SH   OTR   0 10,278 0
CDK GLOBAL INC COM 12508E101 686 11,656 SH   OTR   0 11,656 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,472 18,618 SH   OTR   0 18,618 0
CELANESE CORP DEL COM 150870103 1,164 11,800 SH   OTR   0 11,800 0
CELGENE CORP COM 151020104 7,025 74,470 SH   OTR   0 74,470 0
CEMEX SAB DE CV SPON ADR NEW 151290889 48 10,446 SH   OTR   0 10,446 0
CENTENE CORP DEL COM 15135B101 246 4,637 SH   OTR   0 4,637 0
CENTERPOINT ENERGY INC COM 15189T107 924 30,084 SH   OTR   0 30,084 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 8,704 164,732 PRN   OTR   0 0 164,732
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 272 29,095 SH   OTR   0 29,095 0
CENTRAL PAC FINL CORP COM NEW 154760409 243 8,422 SH   OTR   0 8,422 0
CENTRAL PUERTO S A SPONSORED ADR 155038201 405 44,100 SH   OTR   0 44,100 0
CENTRIC BRANDS INC COM 15644G104 229 50,907 SH   OTR   0 50,907 0
CERECOR INC COM 15671L109 194 33,300 SH   OTR   0 33,300 0
CERNER CORP COM 156782104 415 7,251 SH   OTR   0 7,251 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 266 618,311 SH   OTR   0 618,311 0
CF INDS HLDGS INC COM 125269100 422 10,314 SH   OTR   0 10,314 0
CGI INC CL A SUB VTG 12532H104 1,212 17,629 SH   OTR   0 17,629 0
CHAPARRAL ENERGY INC COM CL A 15942R208 182 31,890 SH   OTR   0 31,890 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,741 5,018 SH   OTR   0 5,018 0
CHASERG TECHNLGY ACQUISITN C *W EXP 04/10/202 16166A111 729 1,121,437 SH   OTR   0 1,121,437 0
CHASERG TECHNLGY ACQUISITN C CLASS A 16166A103 7,403 750,000 SH   OTR   0 750,000 0
CHASERG TECHNLGY ACQUISITN C UNIT 09/30/2023 16166A202 5,123 507,200 SH   OTR   0 507,200 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 301 2,379 SH   OTR   0 2,379 0
CHEFS WHSE INC COM 163086101 262 8,428 SH   OTR   0 8,428 0
CHEGG INC COM 163092109 245 6,415 SH   OTR   0 6,415 0
CHEMED CORP NEW COM 16359R103 405 1,264 SH   OTR   0 1,264 0
CHEMOURS CO COM 163851108 271 7,300 SH   OTR   0 7,300 0
CHESAPEAKE ENERGY CORP COM 165167107 129 41,692 SH   OTR   0 41,692 0
CHESAPEAKE UTILS CORP COM 165303108 268 2,936 SH   OTR   0 2,936 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 330 4,153 SH   OTR   0 4,153 0
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 225 4,010 SH   OTR   0 4,010 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 146 11,423 SH   OTR   0 11,423 0
CHOICE HOTELS INTL INC COM 169905106 229 2,951 SH   OTR   0 2,951 0
CHUBB LIMITED COM H1467J104 1,320 9,426 SH   OTR   0 9,426 0
CHURCHILL CAP CORP *W EXP 09/11/202 17142R111 11,944 3,641,608 SH   OTR   0 3,641,608 0
CHURCHILL CAP CORP COM CL A 17142R103 15,555 1,157,360 SH   OTR   0 1,157,360 0
CHURCHILL CAP CORP UNIT 99/99/9999 17142R202 10,742 702,100 SH   OTR   0 702,100 0
CHURCHILL DOWNS INC COM 171484108 248 2,749 SH   OTR   0 2,749 0
CIGNA CORP NEW COM 125523100 334 2,076 SH   OTR   0 2,076 0
CIMAREX ENERGY CO COM 171798101 554 7,931 SH   OTR   0 7,931 0
CINCINNATI FINL CORP COM 172062101 292 3,400 SH   OTR   0 3,400 0
CINEMARK HOLDINGS INC COM 17243V102 356 8,900 SH   OTR   0 8,900 0
CINTAS CORP COM 172908105 1,280 6,331 SH   OTR   0 6,331 0
CISCO SYS INC COM 17275R102 6,184 114,538 SH   OTR   0 114,538 0
CIT GROUP INC COM NEW 125581801 316 6,585 SH   OTR   0 6,585 0
CITIGROUP INC COM NEW 172967424 7,450 119,744 SH   OTR   0 119,744 0
CITIZENS CMNTY BANCORP INC M COM 174903104 164 13,760 SH   OTR   0 13,760 0
CITIZENS FINL GROUP INC COM 174610105 1,344 41,354 SH   OTR   0 41,354 0
CITRIX SYS INC COM 177376100 830 8,332 SH   OTR   0 8,332 0
CLEAN ENERGY FUELS CORP COM 184499101 164 53,214 SH   OTR   0 53,214 0
CLEARWAY ENERGY INC CL A 18539C105 277 19,057 SH   OTR   0 19,057 0
CLEVELAND CLIFFS INC COM 185899101 331 33,099 SH   OTR   0 33,099 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 22,770 16,670,000 PRN   OTR   0 0 16,670,000
CLOROX CO DEL COM 189054109 496 3,093 SH   OTR   0 3,093 0
CM SEVEN STAR ACQUISITION CO SHS G2345N102 5,206 520,550 SH   OTR   0 520,550 0
CME GROUP INC COM CL A 12572Q105 7,409 45,018 SH   OTR   0 45,018 0
CMS ENERGY CORP COM 125896100 766 13,800 SH   OTR   0 13,800 0
CNH INDL N V SHS N20944109 174 17,073 SH   OTR   0 17,073 0
CNO FINL GROUP INC COM 12621E103 217 13,398 SH   OTR   0 13,398 0
CNOOC LTD SPONSORED ADR 126132109 569 3,063 SH   OTR   0 3,063 0
CNX RESOURCES CORPORATION COM 12653C108 654 60,721 SH   OTR   0 60,721 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 269 4,076 SH   OTR   0 4,076 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 489 6,750 SH   OTR   0 6,750 0
COLFAX CORP UNIT 01/15/2022T 194014205 48,912 367,399 PRN   OTR   0 0 367,399
COLGATE PALMOLIVE CO COM 194162103 781 11,392 SH   OTR   0 11,392 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 356 5,336 SH   OTR   0 5,336 0
COLUMBIA PPTY TR INC COM NEW 198287203 435 19,329 SH   OTR   0 19,329 0
COLUMBIA SPORTSWEAR CO COM 198516106 246 2,362 SH   OTR   0 2,362 0
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FINISAR CORP COM NEW 31787A507 2,199 94,890 SH   OTR   0 94,890 0
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FIRST BANCORP P R COM NEW 318672706 155 13,547 SH   OTR   0 13,547 0
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FORUM MERGER II CORP *W EXP 09/30/202 34986F111 641 1,231,800 SH   OTR   0 1,231,800 0
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FOX CORP CL A COM 35137L105 1,445 39,357 SH   OTR   0 39,357 0
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GLOBANT S A COM L44385109 1,236 17,311 SH   OTR   0 17,311 0
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GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 335 904,786 SH   OTR   0 904,786 0
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GRACO INC COM 384109104 1,380 27,863 SH   OTR   0 27,863 0
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GRAPHIC PACKAGING HLDG CO COM 388689101 583 46,175 SH   OTR   0 46,175 0
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GROUPON INC COM 399473107 199 56,012 SH   OTR   0 56,012 0
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GS ACQUISITION HLDGS CORP *W EXP 06/12/202 36255F110 165 106,000 SH   OTR   0 106,000 0
GS ACQUISITION HLDGS CORP UNIT 06/12/2023 36255F201 15,819 1,508,017 SH   OTR   0 1,508,017 0
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HCP INC COM 40414L109 499 15,954 SH   OTR   0 15,954 0
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HERTZ GLOBAL HLDGS INC COM 42806J106 232 13,352 SH   OTR   0 13,352 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,664 107,842 SH   OTR   0 107,842 0
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HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 36 11,384 SH   OTR   0 11,384 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 143 570,365 SH   OTR   0 570,365 0
HMS HLDGS CORP COM 40425J101 270 9,117 SH   OTR   0 9,117 0
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HOULIHAN LOKEY INC CL A 441593100 200 4,370 SH   OTR   0 4,370 0
HP INC COM 40434L105 1,125 57,900 SH   OTR   0 57,900 0
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HUB GROUP INC CL A 443320106 278 6,807 SH   OTR   0 6,807 0
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HYATT HOTELS CORP COM CL A 448579102 263 3,626 SH   OTR   0 3,626 0
I D SYSTEMS INC COM 449489103 98 16,600 SH   OTR   0 16,600 0
IAC INTERACTIVECORP COM 44919P508 261 1,240 SH   OTR   0 1,240 0
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IDACORP INC COM 451107106 415 4,170 SH   OTR   0 4,170 0
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II VI INC NOTE 0.250% 9/0 902104AB4 1,436 1,371,000 PRN   OTR   0 0 1,371,000
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INFOSYS LTD SPONSORED ADR 456788108 358 32,738 SH   OTR   0 32,738 0
ING GROEP N V SPONSORED ADR 456837103 309 25,443 SH   OTR   0 25,443 0
INGERSOLL-RAND PLC SHS G47791101 987 9,142 SH   OTR   0 9,142 0
INGEVITY CORP COM 45688C107 335 3,169 SH   OTR   0 3,169 0
INGREDION INC COM 457187102 547 5,772 SH   OTR   0 5,772 0
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INSMED INC NOTE 1.750% 1/1 457669AA7 1,989 1,971,000 PRN   OTR   0 0 1,971,000
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INTEL CORP COM 458140100 5,791 107,842 SH   OTR   0 107,842 0
INTELSAT S A COM L5140P101 406 25,948 SH   OTR   0 25,948 0
INTER PARFUMS INC COM 458334109 320 4,213 SH   OTR   0 4,213 0
INTERDIGITAL INC COM 45867G101 313 4,751 SH   OTR   0 4,751 0
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INTERNATIONAL MNY EXPRESS IN COM 46005L101 5,952 510,489 SH   OTR   0 510,489 0
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INTREXON CORP NOTE 3.500% 7/0 46122TAA0 1,381 2,320,000 PRN   OTR   0 0 2,320,000
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INVITATION HOMES INC COM 46187W107 4,185 172,000 SH   OTR   0 172,000 0
IONIS PHARMACEUTICALS INC COM 462222100 2,836 34,935 SH   OTR   0 34,935 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 189 17,298 SH   OTR   0 17,298 0
ISHARES INC MSCI BRAZIL ETF 464286400 3,792 92,500 SH   OTR   0 92,500 0
ISHARES INC MSCI MEXICO ETF 464286822 349 8,000 SH   OTR   0 8,000 0
ISHARES INC MSCI MEXICO ETF 464286822 4,359 100,000 SH Put OTR   0 100,000 0
ISHARES INC MSCI MLY ETF NEW 46434G814 1,108 37,021 SH   OTR   0 37,021 0
ISHARES INC MSCI TAIWAN ETF 46434G772 1,162 33,616 SH   OTR   0 33,616 0
ISHARES INC MSCI THAILND ETF 464286624 530 6,000 SH   OTR   0 6,000 0
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ISHARES TR MSCI EMG MKT ETF 464287234 2,345 54,641 SH   OTR   0 54,641 0
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ISHARES TR MSCI PHILIPS ETF 46429B408 1,544 45,016 SH   OTR   0 45,016 0
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ISHARES TR PHLX SEMICND ETF 464287523 569 3,000 SH   OTR   0 3,000 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 120 13,571 SH   OTR   0 13,571 0
J2 GLOBAL INC COM 48123V102 398 4,596 SH   OTR   0 4,596 0
JABIL INC COM 466313103 406 15,258 SH   OTR   0 15,258 0
JACK IN THE BOX INC COM 466367109 654 8,063 SH   OTR   0 8,063 0
JACOBS ENGR GROUP INC COM 469814107 391 5,200 SH   OTR   0 5,200 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 14,568 14,895,000 PRN   OTR   0 0 14,895,000
JEFFERIES FINL GROUP INC COM 47233W109 764 40,640 SH   OTR   0 40,640 0
JOHNSON CTLS INTL PLC SHS G51502105 526 14,249 SH   OTR   0 14,249 0
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JUST ENERGY GROUP INC COM 48213W101 106 31,242 SH   OTR   0 31,242 0
KALEIDO BIOSCIENCES INC COM 483347100 165 11,412 SH   OTR   0 11,412 0
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KB HOME COM 48666K109 223 9,247 SH   OTR   0 9,247 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 22 200,000 SH   OTR   0 200,000 0
KBR INC COM 48242W106 300 15,730 SH   OTR   0 15,730 0
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KELLY SVCS INC CL A 488152208 204 9,235 SH   OTR   0 9,235 0
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KINROSS GOLD CORP COM 496902404 128 37,083 SH   OTR   0 37,083 0
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KOHLS CORP COM 500255104 583 8,478 SH   OTR   0 8,478 0
KORN FERRY COM NEW 500643200 387 8,641 SH   OTR   0 8,641 0
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KRATON CORPORATION COM 50077C106 206 6,415 SH   OTR   0 6,415 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 277 17,722 SH   OTR   0 17,722 0
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KT CORP SPONSORED ADR 48268K101 302 24,256 SH   OTR   0 24,256 0
L BRANDS INC COM 501797104 297 10,758 SH   OTR   0 10,758 0
L3 TECHNOLOGIES INC COM 502413107 1,711 8,289 SH   OTR   0 8,289 0
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LANDSTAR SYS INC COM 515098101 316 2,886 SH   OTR   0 2,886 0
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LATTICE SEMICONDUCTOR CORP COM 518415104 139 11,624 SH   OTR   0 11,624 0
LAZARD LTD SHS A G54050102 219 6,055 SH   OTR   0 6,055 0
LEAR CORP COM NEW 521865204 473 3,486 SH   OTR   0 3,486 0
LEE ENTERPRISES INC COM 523768109 324 98,190 SH   OTR   0 98,190 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 379 1,263,749 SH   OTR   0 1,263,749 0
LEGACY RESVS INC COM 524706108 46 93,900 SH   OTR   0 93,900 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 328 527,117 SH   OTR   0 527,117 0
LENNAR CORP CL A 526057104 648 13,200 SH   OTR   0 13,200 0
LENNOX INTL INC COM 526107107 288 1,091 SH   OTR   0 1,091 0
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 864 36,667 SH   OTR   0 36,667 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 71 12,794 SH   OTR   0 12,794 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 690 1,970,500 SH   OTR   0 1,970,500 0
LHC GROUP INC COM 50187A107 277 2,500 SH   OTR   0 2,500 0
LIBBEY INC COM 529898108 45 15,700 SH   OTR   0 15,700 0
LIFEVANTAGE CORP COM NEW 53222K205 223 15,610 SH   OTR   0 15,610 0
LILLY ELI & CO COM 532457108 6,004 46,268 SH   OTR   0 46,268 0
LINCOLN ELEC HLDGS INC COM 533900106 322 3,844 SH   OTR   0 3,844 0
LINCOLN NATL CORP IND COM 534187109 1,207 20,566 SH   OTR   0 20,566 0
LIVERAMP HLDGS INC COM 53815P108 787 14,428 SH   OTR   0 14,428 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 383 119,336 SH   OTR   0 119,336 0
LOCKHEED MARTIN CORP COM 539830109 6,993 23,297 SH   OTR   0 23,297 0
LOMA NEGRA CORP SPONSORED ADS 54150E104 426 38,913 SH   OTR   0 38,913 0
LONESTAR RES US INC CL A VTG 54240F103 79 19,600 SH   OTR   0 19,600 0
LPL FINL HLDGS INC COM 50212V100 396 5,688 SH   OTR   0 5,688 0
LSC COMMUNICATIONS INC COM 50218P107 142 21,699 SH   OTR   0 21,699 0
LSI INDS INC COM 50216C108 48 18,100 SH   OTR   0 18,100 0
LULULEMON ATHLETICA INC COM 550021109 594 3,627 SH   OTR   0 3,627 0
LUNA INNOVATIONS COM 550351100 88 21,000 SH   OTR   0 21,000 0
LYFT INC CL A COM 55087P104 4,045 51,667 SH   OTR   0 51,667 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 538 6,396 SH   OTR   0 6,396 0
MACKINAC FINL CORP COM 554571109 231 14,680 SH   OTR   0 14,680 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 229 5,563 SH   OTR   0 5,563 0
MAGELLAN HEALTH INC COM NEW 559079207 287 4,359 SH   OTR   0 4,359 0
MAGENTA THERAPEUTICS INC COM 55910K108 494 30,000 SH   OTR   0 30,000 0
MAGNA INTL INC COM 559222401 812 16,678 SH   OTR   0 16,678 0
MAGNOLIA OIL & GAS CORP *W EXP 07/31/202 559663117 2,792 823,544 SH   OTR   0 823,544 0
MAGNOLIA OIL & GAS CORP CL A 559663109 2,352 195,982 SH   OTR   0 195,982 0
MAIDEN HOLDINGS LTD SHS G5753U112 34 45,933 SH   OTR   0 45,933 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 284 14,785 SH   OTR   0 14,785 0
MANNING & NAPIER INC CL A 56382Q102 122 58,000 SH   OTR   0 58,000 0
MANNKIND CORP COM NEW 56400P706 38 19,090 SH   OTR   0 19,090 0
MANPOWERGROUP INC COM 56418H100 276 3,340 SH   OTR   0 3,340 0
MANULIFE FINL CORP COM 56501R106 992 58,642 SH   OTR   0 58,642 0
MARATHON OIL CORP COM 565849106 1,475 88,259 SH   OTR   0 88,259 0
MARATHON PETE CORP COM 56585A102 922 15,400 SH   OTR   0 15,400 0
MARCHEX INC CL B 56624R108 222 46,860 SH   OTR   0 46,860 0
MARKER THERAPEUTICS INC COM 57055L107 350 53,000 SH   OTR   0 53,000 0
MARKETAXESS HLDGS INC COM 57060D108 2,789 11,334 SH   OTR   0 11,334 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 239 2,557 SH   OTR   0 2,557 0
MARSH & MCLENNAN COS INC COM 571748102 472 5,031 SH   OTR   0 5,031 0
MASCO CORP COM 574599106 1,133 28,824 SH   OTR   0 28,824 0
MASIMO CORP COM 574795100 246 1,782 SH   OTR   0 1,782 0
MASTEC INC COM 576323109 297 6,166 SH   OTR   0 6,166 0
MASTERCARD INC CL A 57636Q104 1,730 7,347 SH   OTR   0 7,347 0
MATTEL INC COM 577081102 481 36,963 SH   OTR   0 36,963 0
MAXAR TECHNOLOGIES INC COM 57778K105 55 13,636 SH   OTR   0 13,636 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,443 27,138 SH   OTR   0 27,138 0
MAXIMUS INC COM 577933104 642 9,042 SH   OTR   0 9,042 0
MCDERMOTT INTL INC COM 580037703 152 20,479 SH   OTR   0 20,479 0
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MCKESSON CORP COM 58155Q103 1,306 11,158 SH   OTR   0 11,158 0
MEDEQUITIES RLTY TR INC COM 58409L306 196 17,600 SH   OTR   0 17,600 0
MEDICINES CO COM 584688105 323 11,543 SH   OTR   0 11,543 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 437 520,000 PRN   OTR   0 0 520,000
MEDNAX INC COM 58502B106 227 8,363 SH   OTR   0 8,363 0
MEDTRONIC PLC SHS G5960L103 273 2,999 SH   OTR   0 2,999 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 619 2,250,752 SH   OTR   0 2,250,752 0
MEGALITH FINL ACQUISITION CO CL A COM 58518F109 134 13,410 SH   OTR   0 13,410 0
MEI PHARMA INC COM NEW 55279B202 227 73,780 SH   OTR   0 73,780 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 3,607 30,476 SH   OTR   0 30,476 0
MERCK & CO INC COM 58933Y105 1,480 17,792 SH   OTR   0 17,792 0
MERCURY SYS INC COM 589378108 461 7,200 SH   OTR   0 7,200 0
MERIDIAN BANCORP INC MD COM 58958U103 268 17,098 SH   OTR   0 17,098 0
MERITAGE HOMES CORP COM 59001A102 361 8,071 SH   OTR   0 8,071 0
METLIFE INC COM 59156R108 2,048 48,103 SH   OTR   0 48,103 0
MFA FINL INC COM 55272X102 118 16,270 SH   OTR   0 16,270 0
MGIC INVT CORP WIS COM 552848103 597 45,279 SH   OTR   0 45,279 0
MICHAELS COS INC COM 59408Q106 772 67,587 SH   OTR   0 67,587 0
MICROSTRATEGY INC CL A NEW 594972408 351 2,430 SH   OTR   0 2,430 0
MID AMER APT CMNTYS INC COM 59522J103 220 2,011 SH   OTR   0 2,011 0
MILLER HERMAN INC COM 600544100 408 11,605 SH   OTR   0 11,605 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 90 18,184 SH   OTR   0 18,184 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 76 10,000 SH   OTR   0 10,000 0
MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 423 1,208,561 SH   OTR   0 1,208,561 0
MOELIS & CO CL A 60786M105 443 10,637 SH   OTR   0 10,637 0
MOLINA HEALTHCARE INC COM 60855R100 2,177 15,334 SH   OTR   0 15,334 0
MONGODB INC CL A 60937P106 955 6,496 SH   OTR   0 6,496 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 306 875,000 SH   OTR   0 875,000 0
MONOCLE ACQUISITION CORP UNIT 99/99/9999 609754205 4,032 400,000 SH   OTR   0 400,000 0
MONSTER BEVERAGE CORP NEW COM 61174X109 404 7,411 SH   OTR   0 7,411 0
MOOG INC CL A 615394202 475 5,464 SH   OTR   0 5,464 0
MORNINGSTAR INC COM 617700109 615 4,883 SH   OTR   0 4,883 0
MOSAIC ACQUISITION CORP *W EXP 10/23/202 61946M118 195 239,538 SH   OTR   0 239,538 0
MOSAIC ACQUISITION CORP UNIT 99/99/9999 61946M209 10,127 981,300 SH   OTR   0 981,300 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 260 1,852 SH   OTR   0 1,852 0
MOVADO GROUP INC COM 624580106 245 6,742 SH   OTR   0 6,742 0
MSA SAFETY INC COM 553498106 242 2,336 SH   OTR   0 2,336 0
MSCI INC COM 55354G100 1,785 8,978 SH   OTR   0 8,978 0
MTECH ACQUISITION CORP COM CLASS A 55378W107 1,153 114,194 SH   OTR   0 114,194 0
MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 1,399 2,743,382 SH   OTR   0 2,743,382 0
MYRIAD GENETICS INC COM 62855J104 239 7,200 SH   OTR   0 7,200 0
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 1,350 49,651 PRN   OTR   0 0 49,651
NABORS INDUSTRIES LTD SHS G6359F103 223 64,906 SH   OTR   0 64,906 0
NANOMETRICS INC COM 630077105 223 7,212 SH   OTR   0 7,212 0
NAVIENT CORPORATION COM 63938C108 608 52,538 SH   OTR   0 52,538 0
NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 101 126,700 SH   OTR   0 126,700 0
NEBULA ACQUISITION CORP UNIT 03/12/2025 629076209 6,212 606,000 SH   OTR   0 606,000 0
NETAPP INC COM 64110D104 780 11,242 SH   OTR   0 11,242 0
NEW AGE BEVERAGES CORP COM 64157V108 286 54,350 SH   OTR   0 54,350 0
NEW GOLD INC CDA COM 644535106 685 795,131 SH   OTR   0 795,131 0
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NEW RELIC INC COM 64829B100 309 3,128 SH   OTR   0 3,128 0
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NEW SR INVT GROUP INC COM 648691103 289 53,000 SH   OTR   0 53,000 0
NEW YORK CMNTY BANCORP INC COM 649445103 513 44,300 SH   OTR   0 44,300 0
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NEWMONT MNG CORP COM 651639106 6,828 190,873 SH   OTR   0 190,873 0
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NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 4,213 68,107 PRN   OTR   0 0 68,107
NICE LTD SPONSORED ADR 653656108 688 5,616 SH   OTR   0 5,616 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 28,505 18,669,000 PRN   OTR   0 0 18,669,000
NII HLDGS INC COM PAR 62913F508 158 80,740 SH   OTR   0 80,740 0
NIKE INC CL B 654106103 1,120 13,301 SH   OTR   0 13,301 0
NOBLE CORP PLC SHS USD G65431101 166 57,778 SH   OTR   0 57,778 0
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NUANCE COMMUNICATIONS INC COM 67020Y100 437 25,800 SH   OTR   0 25,800 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 13,149 13,240,000 PRN   OTR   0 0 13,240,000
NUCOR CORP COM 670346105 829 14,211 SH   OTR   0 14,211 0
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O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,048 2,700 SH   OTR   0 2,700 0
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OCWEN FINL CORP COM NEW 675746309 39 21,500 SH   OTR   0 21,500 0
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OKTA INC CL A 679295105 3,559 43,017 SH   OTR   0 43,017 0
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ON SEMICONDUCTOR CORP COM 682189105 376 18,293 SH   OTR   0 18,293 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 5,575 4,500,000 PRN   OTR   0 0 4,500,000
ONE MADISON CORP *W EXP 99/99/999 G6772P126 770 669,746 SH   OTR   0 669,746 0
ONEMAIN HLDGS INC COM 68268W103 205 6,449 SH   OTR   0 6,449 0
OPEN TEXT CORP COM 683715106 536 13,937 SH   OTR   0 13,937 0
OPKO HEALTH INC COM 68375N103 70 26,667 SH   OTR   0 26,667 0
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ORACLE CORP COM 68389X105 3,679 68,503 SH   OTR   0 68,503 0
ORANGE SPONSORED ADR 684060106 175 10,756 SH   OTR   0 10,756 0
OSHKOSH CORP COM 688239201 361 4,800 SH   OTR   0 4,800 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 16,879 16,604,000 PRN   OTR   0 0 16,604,000
OSIRIS THERAPEUTICS INC NEW COM 68827R108 447 23,530 SH   OTR   0 23,530 0
OVERSTOCK COM INC DEL COM 690370101 201 12,103 SH   OTR   0 12,103 0
OWENS ILL INC COM NEW 690768403 820 43,221 SH   OTR   0 43,221 0
PACCAR INC COM 693718108 237 3,471 SH   OTR   0 3,471 0
PACKAGING CORP AMER COM 695156109 570 5,735 SH   OTR   0 5,735 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 1,171 42,490 SH   OTR   0 42,490 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 38 12,319 SH   OTR   0 12,319 0
PARAMOUNT GROUP INC COM 69924R108 496 34,947 SH   OTR   0 34,947 0
PARETEUM CORP COM NEW 69946T207 481 105,760 SH   OTR   0 105,760 0
PARKER HANNIFIN CORP COM 701094104 930 5,420 SH   OTR   0 5,420 0
PAYCHEX INC COM 704326107 327 4,077 SH   OTR   0 4,077 0
PAYCOM SOFTWARE INC COM 70432V102 2,516 13,304 SH   OTR   0 13,304 0
PAYPAL HLDGS INC COM 70450Y103 288 2,776 SH   OTR   0 2,776 0
PCM INC COM 69323K100 401 10,951 SH   OTR   0 10,951 0
PEABODY ENERGY CORP NEW COM 704551100 259 9,129 SH   OTR   0 9,129 0
PEMBINA PIPELINE CORP COM 706327103 1,408 38,294 SH   OTR   0 38,294 0
PENNANTPARK INVT CORP COM 708062104 95 13,809 SH   OTR   0 13,809 0
PENNEY J C CORP INC COM 708160106 352 236,051 SH   OTR   0 236,051 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 185 29,352 SH   OTR   0 29,352 0
PENNYMAC MTG INVT TR COM 70931T103 425 20,534 SH   OTR   0 20,534 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 662 3,309,253 SH   OTR   0 3,309,253 0
PENSARE ACQUISITION CORP COM 70957E105 3,301 322,074 SH   OTR   0 322,074 0
PENTAIR PLC SHS G7S00T104 349 7,851 SH   OTR   0 7,851 0
PEOPLES UTD FINL INC COM 712704105 491 29,846 SH   OTR   0 29,846 0
PEPSICO INC COM 713448108 12,613 102,919 SH   OTR   0 102,919 0
PERFORMANT FINL CORP COM 71377E105 166 80,358 SH   OTR   0 80,358 0
PERKINELMER INC COM 714046109 2,700 28,022 SH   OTR   0 28,022 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 19,334 1,352,019 SH   OTR   0 1,352,019 0
PFIZER INC COM 717081103 11,565 272,318 SH   OTR   0 272,318 0
PHILIP MORRIS INTL INC COM 718172109 271 3,064 SH   OTR   0 3,064 0
PHILLIPS 66 COM 718546104 341 3,586 SH   OTR   0 3,586 0
PHOTRONICS INC COM 719405102 118 12,465 SH   OTR   0 12,465 0
PINNACLE WEST CAP CORP COM 723484101 471 4,929 SH   OTR   0 4,929 0
PITNEY BOWES INC COM 724479100 1,341 195,131 SH   OTR   0 195,131 0
PIVOTAL ACQUISITION CORP *W EXP 12/01/202 72583A119 43 100,000 SH   OTR   0 100,000 0
PIVOTAL ACQUISITION CORP UNIT 12/01/2025 72583A200 4,076 400,000 SH   OTR   0 400,000 0
PIXELWORKS INC COM NEW 72581M305 150 38,200 SH   OTR   0 38,200 0
PLAYAGS INC COM 72814N104 383 16,000 SH   OTR   0 16,000 0
PNC FINL SVCS GROUP INC COM 693475105 1,385 11,295 SH   OTR   0 11,295 0
POLYONE CORP COM 73179P106 369 12,582 SH   OTR   0 12,582 0
PORTLAND GEN ELEC CO COM NEW 736508847 228 4,407 SH   OTR   0 4,407 0
PPDAI GROUP INC SPONSORED ADR 69354V108 273 72,172 SH   OTR   0 72,172 0
PPG INDS INC COM 693506107 745 6,600 SH   OTR   0 6,600 0
PPL CORP COM 69351T106 931 29,341 SH   OTR   0 29,341 0
PRECISION DRILLING CORP COM 2010 74022D308 202 84,346 SH   OTR   0 84,346 0
PRETIUM RES INC COM 74139C102 370 43,276 SH   OTR   0 43,276 0
PRICE T ROWE GROUP INC COM 74144T108 1,001 10,000 SH   OTR   0 10,000 0
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 2,582 389,380 SH   OTR   0 389,380 0
PROCTER AND GAMBLE CO COM 742718109 277 2,663 SH   OTR   0 2,663 0
PROGRESS SOFTWARE CORP COM 743312100 401 9,037 SH   OTR   0 9,037 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 269 21,380 SH   OTR   0 21,380 0
PRUDENTIAL FINL INC COM 744320102 352 3,826 SH   OTR   0 3,826 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 613 10,322 SH   OTR   0 10,322 0
PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 2,054 1,850,725 SH   OTR   0 1,850,725 0
PVH CORP COM 693656100 331 2,711 SH   OTR   0 2,711 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 26,728 20,400,000 PRN   OTR   0 0 20,400,000
QEP RES INC COM 74733V100 487 62,485 SH   OTR   0 62,485 0
QIAGEN NV DEBT 1.000%11/1 N72482AT4 2,183 2,000,000 PRN   OTR   0 0 2,000,000
QORVO INC COM 74736K101 273 3,800 SH   OTR   0 3,800 0
QUAD / GRAPHICS INC COM CL A 747301109 194 16,332 SH   OTR   0 16,332 0
QUANTA SVCS INC COM 74762E102 226 6,000 SH   OTR   0 6,000 0
QUDIAN INC ADR 747798106 104 20,490 SH   OTR   0 20,490 0
QUINSTREET INC COM 74874Q100 158 11,802 SH   OTR   0 11,802 0
RADIAN GROUP INC COM 750236101 233 11,240 SH   OTR   0 11,240 0
RAFAEL HLDGS INC COM CL B 75062E106 167 13,200 SH   OTR   0 13,200 0
RALPH LAUREN CORP CL A 751212101 910 7,019 SH   OTR   0 7,019 0
RAMBUS INC DEL COM 750917106 114 10,890 SH   OTR   0 10,890 0
RANGE RES CORP COM 75281A109 221 19,700 SH   OTR   0 19,700 0
RAYMOND JAMES FINANCIAL INC COM 754730109 555 6,898 SH   OTR   0 6,898 0
RAYTHEON CO COM NEW 755111507 9,445 51,873 SH   OTR   0 51,873 0
RBC BEARINGS INC COM 75524B104 634 4,988 SH   OTR   0 4,988 0
READY CAP CORP COM 75574U101 209 14,222 SH   OTR   0 14,222 0
REALNETWORKS INC COM NEW 75605L708 83 26,531 SH   OTR   0 26,531 0
REALOGY HLDGS CORP COM 75605Y106 852 74,775 SH   OTR   0 74,775 0
RED HAT INC COM 756577102 4,181 22,886 SH   OTR   0 22,886 0
REGALWOOD GLOBAL ENERGY LTD *W EXP 12/05/202 G74760128 439 452,558 SH   OTR   0 452,558 0
REGALWOOD GLOBAL ENERGY LTD UNIT 99/99/9999 G74760110 4,136 400,000 SH   OTR   0 400,000 0
REGIONS FINL CORP NEW COM 7591EP100 177 12,517 SH   OTR   0 12,517 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 289 2,033 SH   OTR   0 2,033 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 643 7,127 SH   OTR   0 7,127 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 21,055 9,923,000 PRN   OTR   0 0 9,923,000
REPUBLIC SVCS INC COM 760759100 526 6,543 SH   OTR   0 6,543 0
RESMED INC COM 761152107 678 6,518 SH   OTR   0 6,518 0
RESOLUTE FST PRODS INC COM 76117W109 95 12,048 SH   OTR   0 12,048 0
RETAIL PPTYS AMER INC CL A 76131V202 379 31,063 SH   OTR   0 31,063 0
RETAIL VALUE INC COM 76133Q102 259 8,307 SH   OTR   0 8,307 0
REXFORD INDL RLTY INC COM 76169C100 235 6,567 SH   OTR   0 6,567 0
RH COM 74967X103 229 2,222 SH   OTR   0 2,222 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 85 22,900 SH   OTR   0 22,900 0
RICHARDSON ELECTRS LTD COM 763165107 94 13,800 SH   OTR   0 13,800 0
RINGCENTRAL INC CL A 76680R206 2,171 20,138 SH   OTR   0 20,138 0
RITE AID CORP COM 767754104 68 106,794 SH   OTR   0 106,794 0
RMR GROUP INC CL A 74967R106 212 3,475 SH   OTR   0 3,475 0
ROADRUNNER TRANSN SYS INC COM 76973Q105 11 25,500 SH   OTR   0 25,500 0
ROAN RES INC CL A COM 769755109 263 43,000 SH   OTR   0 43,000 0
ROBERT HALF INTL INC COM 770323103 515 7,900 SH   OTR   0 7,900 0
ROGERS COMMUNICATIONS INC CL B 775109200 761 14,141 SH   OTR   0 14,141 0
ROKU INC COM CL A 77543R102 1,049 16,260 SH   OTR   0 16,260 0
ROLLINS INC COM 775711104 516 12,388 SH   OTR   0 12,388 0
ROSS STORES INC COM 778296103 940 10,094 SH   OTR   0 10,094 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1,465 19,393 SH   OTR   0 19,393 0
RPC INC COM 749660106 382 33,508 SH   OTR   0 33,508 0
RPM INTL INC COM 749685103 298 5,140 SH   OTR   0 5,140 0
RUBICON PROJ INC COM 78112V102 317 52,130 SH   OTR   0 52,130 0
RYDER SYS INC COM 783549108 499 8,045 SH   OTR   0 8,045 0
S&P GLOBAL INC COM 78409V104 1,684 7,997 SH   OTR   0 7,997 0
SABRA HEALTH CARE REIT INC COM 78573L106 196 10,077 SH   OTR   0 10,077 0
SANDERSON FARMS INC COM 800013104 238 1,808 SH   OTR   0 1,808 0
SANOFI SPONSORED ADR 80105N105 246 5,558 SH   OTR   0 5,558 0
SAREPTA THERAPEUTICS INC COM 803607100 1,984 16,647 SH   OTR   0 16,647 0
SCIENCE APPLICATNS INTL CP N COM 808625107 619 8,040 SH   OTR   0 8,040 0
SCIENTIFIC GAMES CORP COM 80874P109 240 11,749 SH   OTR   0 11,749 0
SCORPIO TANKERS INC SHS Y7542C130 308 15,505 SH   OTR   0 15,505 0
SCRIPPS E W CO OHIO CL A NEW 811054402 250 11,883 SH   OTR   0 11,883 0
SEAWORLD ENTMT INC COM 81282V100 263 10,195 SH   OTR   0 10,195 0
SECURITY NATL FINL CORP CL A NEW 814785309 52 11,055 SH   OTR   0 11,055 0
SEI INVESTMENTS CO COM 784117103 445 8,510 SH   OTR   0 8,510 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 321 25,810 SH   OTR   0 25,810 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 828 17,700 SH   OTR   0 17,700 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 7,576 114,586 SH   OTR   0 114,586 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 4,747 41,695 SH   OTR   0 41,695 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 3,260 58,108 SH   OTR   0 58,108 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 6,025 65,669 SH   OTR   0 65,669 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 336 5,770 SH   OTR   0 5,770 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1,743 31,400 SH   OTR   0 31,400 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 414 5,601 SH   OTR   0 5,601 0
SELECTIVE INS GROUP INC COM 816300107 388 6,124 SH   OTR   0 6,124 0
SEMGROUP CORP CL A 81663A105 159 10,759 SH   OTR   0 10,759 0
SEMPRA ENERGY 6% PFD CONV A 816851406 434 4,106 PRN   OTR   0 0 4,106
SEMTECH CORP COM 816850101 346 6,799 SH   OTR   0 6,799 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 261 22,192 SH   OTR   0 22,192 0
SENSUS HEATLHCARE INC COM 81728J109 221 31,490 SH   OTR   0 31,490 0
SENTINEL ENERGY SVCS INC *W EXP 11/02/202 81728P113 636 964,295 SH   OTR   0 964,295 0
SENTINEL ENERGY SVCS INC CL A 81728P105 17,665 1,759,490 SH   OTR   0 1,759,490 0
SERVICENOW INC COM 81762P102 5,671 23,007 SH   OTR   0 23,007 0
SESEN BIO INC COM 817763105 129 125,000 SH   OTR   0 125,000 0
SEVERN BANCORP ANNAPOLIS MD COM 81811M100 109 11,453 SH   OTR   0 11,453 0
SHERWIN WILLIAMS CO COM 824348106 345 800 SH   OTR   0 800 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 1,585 1,600,000 PRN   OTR   0 0 1,600,000
SHIP FINANCE INTERNATIONAL L SHS G81075106 151 12,217 SH   OTR   0 12,217 0
SHOCKWAVE MED INC COM 82489T104 446 13,320 SH   OTR   0 13,320 0
SHOE CARNIVAL INC COM 824889109 638 18,754 SH   OTR   0 18,754 0
SHUTTERFLY INC COM 82568P304 314 7,735 SH   OTR   0 7,735 0
SIBANYE STILLWATER SPONSORED ADR 825724206 76 18,370 SH   OTR   0 18,370 0
SIGA TECHNOLOGIES INC COM 826917106 69 11,500 SH   OTR   0 11,500 0
SILICON LABORATORIES INC COM 826919102 249 3,075 SH   OTR   0 3,075 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 470 12,208 SH   OTR   0 12,208 0
SIRIUS XM HLDGS INC COM 82968B103 139 24,559 SH   OTR   0 24,559 0
SKYWORKS SOLUTIONS INC COM 83088M102 809 9,803 SH   OTR   0 9,803 0
SL GREEN RLTY CORP COM 78440X101 279 3,100 SH   OTR   0 3,100 0
SM ENERGY CO COM 78454L100 706 40,380 SH   OTR   0 40,380 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 433 10,796 SH   OTR   0 10,796 0
SMITH A O CORP COM 831865209 647 12,138 SH   OTR   0 12,138 0
SMTC CORP COM NEW 832682207 91 24,100 SH   OTR   0 24,100 0
SMUCKER J M CO COM NEW 832696405 794 6,814 SH   OTR   0 6,814 0
SNAP INC CL A 83304A106 1,421 128,916 SH   OTR   0 128,916 0
SOCIAL CAP HEDOSOPHIA HLDGS *W EXP 09/14/202 G8250R129 372 465,400 SH   OTR   0 465,400 0
SOHU COM LTD SPONSORED ADS 83410S108 206 12,438 SH   OTR   0 12,438 0
SOLAR CAP LTD COM 83413U100 417 20,006 SH   OTR   0 20,006 0
SOTHEBYS COM 835898107 227 6,004 SH   OTR   0 6,004 0
SOUTHWEST AIRLS CO COM 844741108 690 13,300 SH   OTR   0 13,300 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 885 10,753 SH   OTR   0 10,753 0
SOUTHWESTERN ENERGY CO COM 845467109 276 58,921 SH   OTR   0 58,921 0
SPARTAN ENERGY ACQUISITON CO *W EXP 08/27/202 846784122 367 333,333 SH   OTR   0 333,333 0
SPARTAN ENERGY ACQUISITON CO UNIT 99/99/9999 846784114 11,575 1,146,051 SH   OTR   0 1,146,051 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,469 22,900 SH   OTR   0 22,900 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,237 15,000 SH Call OTR   0 15,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,943 17,500 SH Put OTR   0 17,500 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 542 5,922 SH   OTR   0 5,922 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 110 17,000 SH   OTR   0 17,000 0
SPLUNK INC COM 848637104 687 5,514 SH   OTR   0 5,514 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 2,360 17,000 SH   OTR   0 17,000 0
SPRINT CORPORATION COM 85207U105 1,588 281,039 SH   OTR   0 281,039 0
STANDARD DIVERSIFIED INC COM CL A 85336L109 209 10,900 SH   OTR   0 10,900 0
STARBUCKS CORP COM 855244109 609 8,186 SH   OTR   0 8,186 0
STARTEK INC COM 85569C107 143 18,100 SH   OTR   0 18,100 0
STEEL CONNECT INC COM 858098106 86 42,902 SH   OTR   0 42,902 0
STEPAN CO COM 858586100 317 3,627 SH   OTR   0 3,627 0
STERICYCLE INC COM 858912108 370 6,800 SH   OTR   0 6,800 0
STERIS PLC SHS USD G8473T100 3,826 29,884 SH   OTR   0 29,884 0
STERLING BANCORP DEL COM 85917A100 466 25,001 SH   OTR   0 25,001 0
STITCH FIX INC COM CL A 860897107 1,539 54,530 SH   OTR   0 54,530 0
STONECO LTD COM CL A G85158106 282 6,848 SH   OTR   0 6,848 0
STORE CAP CORP COM 862121100 796 23,750 SH   OTR   0 23,750 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 200 40,240 SH   OTR   0 40,240 0
STRYKER CORP COM 863667101 712 3,603 SH   OTR   0 3,603 0
STURM RUGER & CO INC COM 864159108 206 3,877 SH   OTR   0 3,877 0
SUN CMNTYS INC COM 866674104 3,396 28,653 SH   OTR   0 28,653 0
SUN LIFE FINL INC COM 866796105 861 22,406 SH   OTR   0 22,406 0
SUNCOR ENERGY INC NEW COM 867224107 1,771 54,601 SH   OTR   0 54,601 0
SUNPOWER CORP COM 867652406 138 21,143 SH   OTR   0 21,143 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 199 13,786 SH   OTR   0 13,786 0
SUNTRUST BKS INC COM 867914103 901 15,215 SH   OTR   0 15,215 0
SUPERIOR ENERGY SVCS INC COM 868157108 208 44,446 SH   OTR   0 44,446 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 507 14,460 SH   OTR   0 14,460 0
SVB FINL GROUP COM 78486Q101 245 1,100 SH   OTR   0 1,100 0
SWITCH INC CL A 87105L104 259 25,116 SH   OTR   0 25,116 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 276 45,470 SH   OTR   0 45,470 0
SYNOVUS FINL CORP COM NEW 87161C501 311 9,054 SH   OTR   0 9,054 0
SYSCO CORP COM 871829107 2,520 37,746 SH   OTR   0 37,746 0
T MOBILE US INC COM 872590104 280 4,046 SH   OTR   0 4,046 0
TABLEAU SOFTWARE INC CL A 87336U105 561 4,411 SH   OTR   0 4,411 0
TAILORED BRANDS INC COM 87403A107 79 10,048 SH   OTR   0 10,048 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 263 6,428 SH   OTR   0 6,428 0
TANDEM DIABETES CARE INC COM NEW 875372203 396 6,230 SH   OTR   0 6,230 0
TCR2 THERAPEUTICS INC COM 87808K106 458 26,255 SH   OTR   0 26,255 0
TD AMERITRADE HLDG CORP COM 87236Y108 270 5,408 SH   OTR   0 5,408 0
TE CONNECTIVITY LTD REG SHS H84989104 212 2,630 SH   OTR   0 2,630 0
TECH DATA CORP COM 878237106 421 4,107 SH   OTR   0 4,107 0
TECK RESOURCES LTD CL B 878742204 868 37,426 SH   OTR   0 37,426 0
TECOGEN INC NEW COM NEW 87876P201 82 20,482 SH   OTR   0 20,482 0
TEEKAY CORPORATION COM Y8564W103 120 30,736 SH   OTR   0 30,736 0
TEGNA INC COM 87901J105 331 23,464 SH   OTR   0 23,464 0
TELADOC HEALTH INC COM 87918A105 222 4,000 SH   OTR   0 4,000 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 913 62,500 SH   OTR   0 62,500 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,427 14,458 SH   OTR   0 14,458 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 363 30,051 SH   OTR   0 30,051 0
TELEFONICA S A SPONSORED ADR 879382208 240 28,690 SH   OTR   0 28,690 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 97 604,500 SH   OTR   0 604,500 0
TERNIUM SA SPONSORED ADS 880890108 332 12,197 SH   OTR   0 12,197 0
TERRAFORM PWR INC COM CL A 88104R209 352 25,623 SH   OTR   0 25,623 0
TESLA INC COM 88160R101 214 764 SH   OTR   0 764 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 24 10,362 SH   OTR   0 10,362 0
TEXAS INSTRS INC COM 882508104 3,612 34,056 SH   OTR   0 34,056 0
TEXAS ROADHOUSE INC COM 882681109 757 12,175 SH   OTR   0 12,175 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 113 11,689 SH   OTR   0 11,689 0
THE CHARLES SCHWAB CORPORATI COM 808513105 462 10,800 SH   OTR   0 10,800 0
THE TRADE DESK INC COM CL A 88339J105 521 2,630 SH   OTR   0 2,630 0
THESTREET INC COM 88368Q103 111 47,600 SH   OTR   0 47,600 0
THIRD PT REINS LTD COM G8827U100 106 10,200 SH   OTR   0 10,200 0
THL CREDIT INC COM 872438106 66 10,015 SH   OTR   0 10,015 0
TIBERIUS ACQUISITION CORP *W EXP 02/28/202 88633A115 514 1,118,296 SH   OTR   0 1,118,296 0
TIFFANY & CO NEW COM 886547108 8,536 80,869 SH   OTR   0 80,869 0
TILLYS INC CL A 886885102 132 11,894 SH   OTR   0 11,894 0
TITAN INTL INC ILL COM 88830M102 174 29,110 SH   OTR   0 29,110 0
TJX COS INC NEW COM 872540109 1,475 27,724 SH   OTR   0 27,724 0
TOLL BROTHERS INC COM 889478103 644 17,792 SH   OTR   0 17,792 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,767 32,517 SH   OTR   0 32,517 0
TORTOISE ACQUISITION CORP UNIT 03/04/2024 89154L209 4,995 500,000 SH   OTR   0 500,000 0
TOTAL S A SPONSORED ADS 89151E109 260 4,676 SH   OTR   0 4,676 0
TOTAL SYS SVCS INC COM 891906109 1,377 14,495 SH   OTR   0 14,495 0
TOWNSQUARE MEDIA INC CL A 892231101 105 18,300 SH   OTR   0 18,300 0
TPG PACE HLDGS CORP *W EXP 06/27/202 G89827110 796 556,639 SH   OTR   0 556,639 0
TPG PACE HLDGS CORP CL A G89827128 6,764 662,500 SH   OTR   0 662,500 0
TPG PACE HLDGS CORP UNIT 99/99/9999 G89827102 2,773 257,757 SH   OTR   0 257,757 0
TRANSCAT INC COM 893529107 237 10,320 SH   OTR   0 10,320 0
TRANSENTERIX INC COM NEW 89366M201 44 18,626 SH   OTR   0 18,626 0
TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 540 41,000 SH   OTR   0 41,000 0
TRAVELERS COMPANIES INC COM 89417E109 996 7,260 SH   OTR   0 7,260 0
TRI POINTE GROUP INC COM 87265H109 141 11,123 SH   OTR   0 11,123 0
TRIBUNE MEDIA CO CL A 896047503 696 15,089 SH   OTR   0 15,089 0
TRIDENT ACQUISITIONS CORP *W EXP 05/09/202 89615T114 23 151,000 SH   OTR   0 151,000 0
TRILOGY METALS INC NEW COM 89621C105 25 10,000 SH   OTR   0 10,000 0
TRINE ACQUISITION CORP UNIT 03/31/2021 89628U207 5,010 500,000 SH   OTR   0 500,000 0
TRINITY INDS INC COM 896522109 246 11,314 SH   OTR   0 11,314 0
TRINITY MERGER CORP *W EXP 05/11/202 89653L114 1,498 5,165,080 SH   OTR   0 5,165,080 0
TRIUMPH GROUP INC NEW COM 896818101 403 21,161 SH   OTR   0 21,161 0
TRONOX HOLDINGS PLC SHS G9087Q102 240 18,253 SH   OTR   0 18,253 0
TUPPERWARE BRANDS CORP COM 899896104 506 19,770 SH   OTR   0 19,770 0
TURQUOISE HILL RES LTD COM 900435108 171 103,231 SH   OTR   0 103,231 0
TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 376 579,000 SH   OTR   0 579,000 0
TUSCAN HOLDINGS CORP UNIT 99/99/9999 90069K203 7,925 760,000 SH   OTR   0 760,000 0
TWILIO INC CL A 90138F102 5,076 39,295 SH   OTR   0 39,295 0
TWO HBRS INVT CORP COM NEW 90187B408 974 72,000 SH   OTR   0 72,000 0
TYLER TECHNOLOGIES INC COM 902252105 538 2,633 SH   OTR   0 2,633 0
UDR INC COM 902653104 1,115 24,528 SH   OTR   0 24,528 0
ULTA BEAUTY INC COM 90384S303 570 1,634 SH   OTR   0 1,634 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 3,125 9,467 SH   OTR   0 9,467 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 480 6,914 SH   OTR   0 6,914 0
ULTRALIFE CORP COM 903899102 163 15,900 SH   OTR   0 15,900 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 218 18,284 SH   OTR   0 18,284 0
UNIFIRST CORP MASS COM 904708104 664 4,327 SH   OTR   0 4,327 0
UNION PACIFIC CORP COM 907818108 9,479 56,691 SH   OTR   0 56,691 0
UNITED CONTL HLDGS INC COM 910047109 505 6,325 SH   OTR   0 6,325 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 52 27,527 SH   OTR   0 27,527 0
UNITI GROUP INC COM 91325V108 906 80,935 SH   OTR   0 80,935 0
UNIVERSAL DISPLAY CORP COM 91347P105 301 1,966 SH   OTR   0 1,966 0
UNIVERSAL TECHNICAL INST INC COM 913915104 70 20,400 SH   OTR   0 20,400 0
UNUM GROUP COM 91529Y106 910 26,904 SH   OTR   0 26,904 0
URBAN EDGE PPTYS COM 91704F104 278 14,630 SH   OTR   0 14,630 0
US BANCORP DEL COM NEW 902973304 238 4,945 SH   OTR   0 4,945 0
V F CORP COM 918204108 1,026 11,803 SH   OTR   0 11,803 0
VAALCO ENERGY INC COM NEW 91851C201 111 49,600 SH   OTR   0 49,600 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 1,268 56,541 SH   OTR   0 56,541 0
VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 1,701 98,716 SH   OTR   0 98,716 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 1,329 12,500 SH Put OTR   0 12,500 0
VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 489 2,125,169 SH   OTR   0 2,125,169 0
VANTAGE ENERGY ACQUISITION COM CL A 92211L105 2,044 199,998 SH   OTR   0 199,998 0
VARIAN MED SYS INC COM 92220P105 401 2,828 SH   OTR   0 2,828 0
VECTOIQ ACQUISITION CORP *W EXP 05/11/202 92243N111 1,243 2,761,696 SH   OTR   0 2,761,696 0
VECTOR GROUP LTD COM 92240M108 343 31,833 SH   OTR   0 31,833 0
VENTAS INC COM 92276F100 574 8,996 SH   OTR   0 8,996 0
VEON LTD SPONSORED ADR 91822M106 81 38,808 SH   OTR   0 38,808 0
VERASTEM INC COM 92337C104 82 27,784 SH   OTR   0 27,784 0
VERINT SYS INC COM 92343X100 544 9,095 SH   OTR   0 9,095 0
VERISIGN INC COM 92343E102 1,407 7,749 SH   OTR   0 7,749 0
VERRA MOBILITY CORP COM 92511U102 6,646 558,486 SH   OTR   0 558,486 0
VIASAT INC COM 92552V100 217 2,800 SH   OTR   0 2,800 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 28,721 25,504,000 PRN   OTR   0 0 25,504,000
VICI PPTYS INC COM 925652109 2,785 127,271 SH   OTR   0 127,271 0
VIEWRAY INC COM 92672L107 190 25,643 SH   OTR   0 25,643 0
VISA INC COM CL A 92826C839 353 2,261 SH   OTR   0 2,261 0
VISTA OUTDOOR INC COM 928377100 100 12,477 SH   OTR   0 12,477 0
VISTEON CORP COM NEW 92839U206 878 13,043 SH   OTR   0 13,043 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 183 10,091 SH   OTR   0 10,091 0
VOLITIONRX LTD COM 928661107 81 24,772 SH   OTR   0 24,772 0
VORNADO RLTY TR SH BEN INT 929042109 285 4,231 SH   OTR   0 4,231 0
VOXX INTL CORP CL A 91829F104 94 20,400 SH   OTR   0 20,400 0
VOYA FINL INC COM 929089100 315 6,300 SH   OTR   0 6,300 0
W P CAREY INC COM 92936U109 246 3,135 SH   OTR   0 3,135 0
WABCO HLDGS INC COM 92927K102 2,294 17,403 SH   OTR   0 17,403 0
WADDELL & REED FINL INC CL A 930059100 216 12,510 SH   OTR   0 12,510 0
WAITR HLDGS INC COM 930752100 1,303 106,039 SH   OTR   0 106,039 0
WALMART INC COM 931142103 4,836 49,586 SH   OTR   0 49,586 0
WARRIOR MET COAL INC COM 93627C101 304 9,990 SH   OTR   0 9,990 0
WASHINGTON PRIME GROUP NEW COM 93964W108 226 39,922 SH   OTR   0 39,922 0
WASTE CONNECTIONS INC COM 94106B101 397 4,480 SH   OTR   0 4,480 0
WASTE MGMT INC DEL COM 94106L109 2,478 23,851 SH   OTR   0 23,851 0
WATERS CORP COM 941848103 1,515 6,020 SH   OTR   0 6,020 0
WEATHERFORD INTL PLC ORD SHS G48833100 23 32,400 SH   OTR   0 32,400 0
WEC ENERGY GROUP INC COM 92939U106 1,376 17,400 SH   OTR   0 17,400 0
WELBILT INC COM 949090104 1,109 67,679 SH   OTR   0 67,679 0
WELLCARE HEALTH PLANS INC COM 94946T106 869 3,221 SH   OTR   0 3,221 0
WELLS FARGO CO NEW COM 949746101 11,099 229,698 SH   OTR   0 229,698 0
WESCO AIRCRAFT HLDGS INC COM 950814103 107 12,200 SH   OTR   0 12,200 0
WESCO INTL INC COM 95082P105 316 5,960 SH   OTR   0 5,960 0
WESTERN DIGITAL CORP COM 958102105 308 6,411 SH   OTR   0 6,411 0
WESTERN UN CO COM 959802109 659 35,693 SH   OTR   0 35,693 0
WEX INC COM 96208T104 563 2,932 SH   OTR   0 2,932 0
WHEATON PRECIOUS METALS CORP COM 962879102 719 30,166 SH   OTR   0 30,166 0
WHITING PETE CORP NEW COM NEW 966387409 514 19,676 SH   OTR   0 19,676 0
WILLIAMS SONOMA INC COM 969904101 1,038 18,453 SH   OTR   0 18,453 0
WILLSCOT CORP COM 971375126 5,004 451,173 SH   OTR   0 451,173 0
WOLVERINE WORLD WIDE INC COM 978097103 202 5,647 SH   OTR   0 5,647 0
WORKDAY INC CL A 98138H101 3,317 17,200 SH   OTR   0 17,200 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 4,311 3,049,000 PRN   OTR   0 0 3,049,000
WORLDPAY INC CL A 981558109 1,057 9,316 SH   OTR   0 9,316 0
WPP PLC NEW ADR 92937A102 322 6,094 SH   OTR   0 6,094 0
WRAP TECHNOLOGIES INC COM 98212N107 132 18,550 SH   OTR   0 18,550 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 8,541 5,515,000 PRN   OTR   0 0 5,515,000
WRIGHT MED GROUP N V ORD SHS N96617118 333 10,600 SH   OTR   0 10,600 0
WYNDHAM DESTINATIONS INC COM 98310W108 491 12,128 SH   OTR   0 12,128 0
XBIOTECH INC COM 98400H102 303 27,500 SH   OTR   0 27,500 0
XEROX CORP COM NEW 984121608 669 20,920 SH   OTR   0 20,920 0
XILINX INC COM 983919101 1,267 9,991 SH   OTR   0 9,991 0
YAMANA GOLD INC COM 98462Y100 124 47,626 SH   OTR   0 47,626 0
YEXT INC COM 98585N106 533 24,400 SH   OTR   0 24,400 0
YOUNGEVITY INTL INC COM NEW 987537206 111 19,400 SH   OTR   0 19,400 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 1,501 107,132 SH   OTR   0 107,132 0
YUM BRANDS INC COM 988498101 1,048 10,501 SH   OTR   0 10,501 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,844 13,571 SH   OTR   0 13,571 0
ZENDESK INC COM 98936J101 2,359 27,757 SH   OTR   0 27,757 0
ZIONS BANCORPORATION N A COM 989701107 1,045 23,013 SH   OTR   0 23,013 0
ZIOPHARM ONCOLOGY INC COM 98973P101 91 23,558 SH   OTR   0 23,558 0
ZSCALER INC COM 98980G102 892 12,570 SH   OTR   0 12,570 0
ZUORA INC COM CL A 98983V106 693 34,600 SH   OTR   0 34,600 0
ZYNGA INC CL A 98986T108 55 10,286 SH   OTR   0 10,286 0