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
ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 37 33,786 SH   OTR   0 33,786 0
ACCELERATE DIAGNOSTICS INC NOTE 2.500% 3/1 00430HAB8 644 1,000,000 PRN   OTR   0 0 1,000,000
AMERICAN AIRLS GROUP INC COM 02376R102 928 75,500 SH Put OTR   0 75,500 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 29,650 32,165,000 PRN   OTR   0 0 32,165,000
AMERICAN ELEC PWR CO INC UNIT 99/99/9999 02557T307 22,622 461,483 SH   OTR   0 461,483 0
AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 1,065 3,644,752 SH   OTR   0 3,644,752 0
APEX TECHNOLOGY ACQUISITION COM CL A 03768F102 11,660 1,100,000 SH   OTR   0 1,100,000 0
APEX TECHNOLOGY ACQUISITION UNIT 06/11/2026 03768F201 9,440 800,000 SH   OTR   0 800,000 0
APPLE INC COM 037833100 2,497 21,557 SH   OTR   0 21,557 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 1,911 144,251 SH   OTR   0 144,251 0
ARK ETF TR GENOMIC REV ETF 00214Q302 793 12,450 SH   OTR   0 12,450 0
ARTIUS ACQUISITION INC UNIT 99/99/9999 04316G204 25,715 2,475,000 SH   OTR   0 2,475,000 0
ARYA SCIENCES ACQUISITION CO COM CL A G3166W106 7,068 653,550 SH   OTR   0 653,550 0
ARYA SCIENCES ACQUISTION CO UNIT 06/09/2027 G31655114 5,500 500,000 SH   OTR   0 500,000 0
ASPIRATIONAL CONSUMER LIFEST UNIT 99/99/9999 G05436129 10,000 1,000,000 SH   OTR   0 1,000,000 0
ATLAS TECHNICAL CONSULTANTS *W EXP 11/26/202 049430119 4,949 8,870,000 SH   OTR   0 8,870,000 0
ATLAS TECHNICAL CONSULTANTS COM CL A 049430101 374 42,348 SH   OTR   0 42,348 0
BECTON DICKINSON & CO COM 075887109 3,906 16,789 SH   OTR   0 16,789 0
BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 31 150,000 SH   OTR   0 150,000 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 12,387 7,000,000 PRN   OTR   0 0 7,000,000
BIOMX INC *W EXP 10/16/202 09090D111 57 80,605 SH   OTR   0 80,605 0
BOOKING HOLDINGS INC COM 09857L108 1,913 1,118 SH   OTR   0 1,118 0
BOSTON SCIENTIFIC CORP COM 101137107 4,117 107,749 SH   OTR   0 107,749 0
BROADCOM INC COM 11135F101 550 1,510 SH   OTR   0 1,510 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 5,118 17,770,417 SH   OTR   0 17,770,417 0
BROADSTONE ACQUISITION CORP UNIT 99/99/9999 G1739V118 1,496 150,000 SH   OTR   0 150,000 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 4,726 9,452,704 SH   OTR   0 9,452,704 0
BROOGE ENERGY LTD SHS G1611B107 2,862 304,477 SH   OTR   0 304,477 0
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 124 48,800 SH Call OTR   0 48,800 0
CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 70 87,000 SH   OTR   0 87,000 0
CAPSTAR SPL PURP ACQUISITION UNIT 07/09/2027 14070Y200 16,366 1,603,953 SH   OTR   0 1,603,953 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,558 168,500 SH Put OTR   0 168,500 0
CARNIVAL CORP UNIT 99/99/9999 143658300 853 56,200 SH   OTR   0 56,200 0
CC NEUBERGER PRIN HLDGS II UNIT 99/99/9999 G3166T129 22,468 2,175,000 SH   OTR   0 2,175,000 0
CC NEUBERGER PRINCIPAL HLDNG COM G1992Y114 11,960 1,150,000 SH   OTR   0 1,150,000 0
CC NEUBERGER PRINCIPAL HLDNG UNIT 99/99/9999 G1992Y106 8,130 750,000 SH   OTR   0 750,000 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 4,603 4,696,801 SH   OTR   0 4,696,801 0
CF FIN ACQUISITION CORP COM CL A 12528N107 9,624 925,386 SH   OTR   0 925,386 0
CF FIN ACQUISITION CORP UNIT 04/30/2025 12528N206 650 57,300 SH   OTR   0 57,300 0
CF FINANCE ACQUISITION CORP UNIT 08/01/2027 15725Q203 20,045 2,000,000 SH   OTR   0 2,000,000 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 654 12,248 SH   OTR   0 12,248 0
CHEGG INC COM 163092109 715 10,006 SH   OTR   0 10,006 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 5,001 45,000 SH   OTR   0 45,000 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 1,711 1,426,157 SH   OTR   0 1,426,157 0
CHP MERGER CORP COM CL A 12558Y106 1,019 100,000 SH   OTR   0 100,000 0
CHP MERGER CORP UNIT 11/22/2024 12558Y205 12,640 1,201,500 SH   OTR   0 1,201,500 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 1,706 781,398 SH   OTR   0 781,398 0
CHURCHILL CAP CORP II UNIT 99/99/9999 17143G205 25,943 2,250,000 SH   OTR   0 2,250,000 0
CHURCHILL CAP CORP III UNIT 03/01/2027 17144C203 10,510 1,000,000 SH   OTR   0 1,000,000 0
CHURCHILL CAPITAL CORP IV UNIT 99/99/9999 171439201 50,100 5,000,000 SH   OTR   0 5,000,000 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 23,765 22,979,000 PRN   OTR   0 0 22,979,000
CLIMATE CHANGE CRISIS REAL I UNIT 99/99/9999 18716C209 2,513 250,000 SH   OTR   0 250,000 0
CLOUDFLARE INC CL A COM 18915M107 1,548 37,700 SH   OTR   0 37,700 0
CM LIFE SCIENCES INC UNIT 09/01/2025 18978W208 26,175 2,500,000 SH   OTR   0 2,500,000 0
CME GROUP INC COM 12572Q105 4,810 28,750 SH   OTR   0 28,750 0
COLFAX CORP UNIT 01/15/2022T 194014205 1,634 12,177 SH   OTR   0 12,177 0
COLLECTIVE GROWTH CORP *W EXP 04/30/202 19424L119 46 75,000 SH   OTR   0 75,000 0
CONSOL ENERGY INC DISC COML COM 20854L108 162 36,600 SH Put OTR   0 36,600 0
CONYERS PK II ACQUISITION CO COM CL A 212896104 2,540 250,000 SH   OTR   0 250,000 0
CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 2,800 3,333,440 SH   OTR   0 3,333,440 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 6,206 618,177 SH   OTR   0 618,177 0
CROWDSTRIKE HLDGS INC CL A 22788C105 603 4,390 SH   OTR   0 4,390 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 52,443 35,534 SH   OTR   0 35,534 0
DATADOG INC CL A COM 23804L103 791 7,738 SH   OTR   0 7,738 0
DERMTECH INC COM 24984K105 514 43,009 SH   OTR   0 43,009 0
DEXCOM INC COM 252131107 824 2,000 SH   OTR   0 2,000 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 1,636 1,902,333 SH   OTR   0 1,902,333 0
DMY TECHNOLOGY GROUP INC COM 233253103 5,423 425,000 SH   OTR   0 425,000 0
DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 10,290 735,000 SH   OTR   0 735,000 0
DMY TECHNOLOGY GROUP INC II UNIT 99/99/9999 233277201 10,230 1,000,000 SH   OTR   0 1,000,000 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 8,367 81,748 SH   OTR   0 81,748 0
DRAGONEER GROWTH OPPORTUN CO UNIT 08/18/2027 G28302126 9,188 750,000 SH   OTR   0 750,000 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 769 17,038 SH   OTR   0 17,038 0
DUN & BRADSTREET HLDGS INC COM 26484T106 58,318 2,272,727 SH   OTR   0 2,272,727 0
EAGLE BULK SHIPPING INC NOTE 5.000% 8/0 269442AB5 722 975,000 PRN   OTR   0 0 975,000
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 10,628 239,576 SH   OTR   0 239,576 0
ENCORE CAP GROUP INC NOTE 3.250%10/0 292554AM4 3,169 2,750,000 PRN   OTR   0 0 2,750,000
ENPHASE ENERGY INC COM 29355A107 1,570 19,011 SH   OTR   0 19,011 0
EQUITY DISTR ACQUISITION COR UNIT 99/99/9999 29465E205 15,450 1,500,000 SH   OTR   0 1,500,000 0
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 8,220 153,636 SH   OTR   0 153,636 0
ETSY INC COM 29786A106 1,474 12,121 SH   OTR   0 12,121 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 17,424 16,086,000 PRN   OTR   0 0 16,086,000
EXCHANGE TRADED CONCEPTS TR ROBO GLB ETF 301505707 469 9,745 SH   OTR   0 9,745 0
FACEBOOK INC CL A 30303M102 15,714 60,000 SH Call OTR   0 60,000 0
FALCON CAPITAL ACQUISITN COR UNIT 08/20/2027 30606L207 8,232 800,000 SH   OTR   0 800,000 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 305 3,806,877 SH   OTR   0 3,806,877 0
FINSERV ACQUISITION CORP *W EXP 12/31/202 318085115 100 100,000 SH   OTR   0 100,000 0
FINTECH ACQUISITION CORP IV UNIT 12/31/2025 31810N302 15,240 1,500,000 SH   OTR   0 1,500,000 0
FIRST TR EXCHANGE-TRADED FD GBL WND ENRG ETF 33736G106 351 20,000 SH   OTR   0 20,000 0
FIVE9 INC COM 338307101 629 4,847 SH   OTR   0 4,847 0
FLYING EAGLE ACQUISITION COR COM 34407Y103 16,628 1,367,442 SH   OTR   0 1,367,442 0
FLYING EAGLE ACQUISITION COR UNIT 99/99/9999 34407Y202 20,375 1,578,258 SH   OTR   0 1,578,258 0
FOLEY TRASIMENE ACQUISITION UNIT 99/99/9999 344328208 25,500 2,500,000 SH   OTR   0 2,500,000 0
FOLEY TRASIMENE ACQUISTN COR UNIT 99/99/9999 34431F203 33,590 2,975,228 SH   OTR   0 2,975,228 0
FREEPORT-MCMORAN INC CL B 35671D857 285 18,211 SH   OTR   0 18,211 0
FS DEV CORP COM CL A 303020101 2,240 200,000 SH   OTR   0 200,000 0
FTAC OLYMPUS ACQUISITION COR UNIT 08/24/2025 G37288118 13,000 1,300,000 SH   OTR   0 1,300,000 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 13,642 255,904 SH   OTR   0 255,904 0
GIGCAPITAL2 INC *W EXP 02/28/202 375036118 842 925,000 SH   OTR   0 925,000 0
GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 2,800 4,381,507 SH   OTR   0 4,381,507 0
GLOBAL X FDS GLOBAL X URANIUM 37954Y871 202 18,144 SH   OTR   0 18,144 0
GLOBAL X FDS LITHIUM BTRY ETF 37954Y855 317 7,911 SH   OTR   0 7,911 0
GLOBAL X FDS RBTCS ARTFL INTE 37954Y715 728 26,116 SH   OTR   0 26,116 0
GLRY STR NW MDIA GRUP HLDG L *W EXP 02/13/202 G39973113 289 5,236,990 SH   OTR   0 5,236,990 0
GO ACQUISITION CORP UNIT 08/31/2027 362019200 12,600 1,250,000 SH   OTR   0 1,250,000 0
GORES HLDGS IV INC COM CL A 382865103 10,310 1,000,000 SH   OTR   0 1,000,000 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 464 148,827 SH   OTR   0 148,827 0
GORES METROPOULOS INC COM CL A 382872109 3,998 350,099 SH   OTR   0 350,099 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 11,093 10,732,000 PRN   OTR   0 0 10,732,000
GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 4,815 2,704,887 SH   OTR   0 2,704,887 0
GRID DYNAMICS HLDGS INC CL A 39813G109 237 30,708 SH   OTR   0 30,708 0
GS ACQUISITION HLDGS CORP II UNIT 99/99/9999 36258Q204 25,268 2,250,000 SH   OTR   0 2,250,000 0
GX ACQUISITION CORP *W EXP 05/24/202 36251A115 126 78,706 SH   OTR   0 78,706 0
HAYMAKER ACQUISITION CORP II *W EXP 10/31/202 42087L119 488 493,382 SH   OTR   0 493,382 0
HAYMAKER ACQUISITION CORP II COM CL A 42087L101 2,696 269,573 SH   OTR   0 269,573 0
HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 10,380 1,000,000 SH   OTR   0 1,000,000 0
HEALTHCARE MERGER CORP *W EXP 12/17/202 42227L110 661 369,240 SH   OTR   0 369,240 0
HEALTHCARE MERGER CORP COM CL A 42227L102 8,628 850,000 SH   OTR   0 850,000 0
HEALTHCARE MERGER CORP UNIT 12/17/2021 42227L201 4,590 425,000 SH   OTR   0 425,000 0
HENNESSY CAP ACQUSTION CORP CL A COM 42589C104 2,476 222,291 SH   OTR   0 222,291 0
HIGHCAPE CAP ACQUISITION COR UNIT 09/30/2027 42984L204 4,554 450,000 SH   OTR   0 450,000 0
HORIZON ACQUISITION CORP UNIT 99/99/9999 G46049121 15,608 1,500,000 SH   OTR   0 1,500,000 0
HUDSON EXECUTIVE INVT CORP UNIT 06/21/2025 443761200 867 83,350 SH   OTR   0 83,350 0
INPHI CORP COM 45772F107 1,267 11,284 SH   OTR   0 11,284 0
INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 1,957 2,000,000 PRN   OTR   0 0 2,000,000
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 21,863 20,836,000 PRN   OTR   0 0 20,836,000
INSU ACQUISITION CORP II UNIT 09/04/2025 457821304 10,357 1,000,000 SH   OTR   0 1,000,000 0
INSURANCE ACQUISITION CORP *W EXP 03/31/202 457867117 716 258,434 SH   OTR   0 258,434 0
INSURANCE ACQUISITION CORP CL A 457867109 976 82,622 SH   OTR   0 82,622 0
INSURANCE ACQUISITION CORP UNIT 03/31/2024 457867307 5,494 399,700 SH   OTR   0 399,700 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 6,721 150,192 SH   OTR   0 150,192 0
INTERPRIVATE ACQUISITION COR *W EXP 10/24/202 46064A111 175 214,133 SH   OTR   0 214,133 0
INTERPRIVATE ACQUISITION COR COM 46064A103 565 56,510 SH   OTR   0 56,510 0
INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 2,327 225,000 SH   OTR   0 225,000 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 1,887 3,545,000 PRN   OTR   0 0 3,545,000
INVESCO EXCH TRADED FD TR II MSCI GBL TIMBR 46138E545 311 11,066 SH   OTR   0 11,066 0
INVESCO EXCH TRADED FD TR II S&P GBL WATER 46138E263 689 16,657 SH   OTR   0 16,657 0
INVESCO EXCH TRADED FD TR II SOLAR ETF 46138G706 958 14,785 SH   OTR   0 14,785 0
INVESCO EXCHANGE TRADED FD T CLEANTECH ETF 46137V407 418 7,139 SH   OTR   0 7,139 0
INVESCO QQQ TR UNIT SER 1 46090E103 11,131 40,061 SH   OTR   0 40,061 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 13,459 14,124,000 PRN   OTR   0 0 14,124,000
ISHARES INC MSCI BRAZIL ETF 464286400 4,149 150,000 SH Call OTR   0 150,000 0
ISHARES SILVER TR ISHARES 46428Q109 2,705 125,000 SH   OTR   0 125,000 0
ISHARES TR 20 YR TR BD ETF 464287432 4,898 30,000 SH Call OTR   0 30,000 0
ISHARES TR 20 YR TR BD ETF 464287432 36,734 225,000 SH Put OTR   0 225,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 9,240 220,000 SH Call OTR   0 220,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 341 8,118 SH   OTR   0 8,118 0
ISHARES TR CHINA LG-CAP ETF 464287184 1,260 30,000 SH Put OTR   0 30,000 0
ISHARES TR IBOXX HI YD ETF 464288513 6,267 74,700 SH Put OTR   0 74,700 0
ISHARES TR IBOXX HI YD ETF 464288513 100,932 1,203,000 SH Call OTR   0 1,203,000 0
ISHARES TR JPMORGAN USD EMG 464288281 74,296 670,000 SH Put OTR   0 670,000 0
ISHARES TR JPMORGAN USD EMG 464288281 8,871 80,000 SH Call OTR   0 80,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 10,582 240,000 SH Put OTR   0 240,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,323 30,000 SH   OTR   0 30,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 85,535 1,940,000 SH Call OTR   0 1,940,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 7,130 47,600 SH Call OTR   0 47,600 0
ISHARES TR RUSSELL 2000 ETF 464287655 11,234 75,000 SH Put OTR   0 75,000 0
JAWS ACQUISITION CORP SHS G50744104 4,164 400,000 SH   OTR   0 400,000 0
JAWS ACQUISITION CORP UNIT 99/99/9999 G50744120 33,896 3,062,000 SH   OTR   0 3,062,000 0
JPMORGAN CHASE & CO COM 46625H100 770 8,000 SH   OTR   0 8,000 0
JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 723 417,942 SH   OTR   0 417,942 0
JUNIPER INDL HLDGS INC COM CL A 48205G106 5,764 551,074 SH   OTR   0 551,074 0
JUNIPER INDL HLDGS INC UNIT 11/13/2026 48205G205 15,721 1,376,600 SH   OTR   0 1,376,600 0
K12 INC COM 48273U102 1,031 39,150 SH   OTR   0 39,150 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 100 434,668 SH   OTR   0 434,668 0
KBL MERGER CORP IV RIGHT 11/09/2020 48242A120 29 144,668 SH   OTR   0 144,668 0
KENSINGTON CAP ACQUISITION C UNIT 07/01/2027 490073202 7,106 375,000 SH   OTR   0 375,000 0
LAMB WESTON HLDGS INC COM 513272104 1,517 22,898 SH   OTR   0 22,898 0
LANDCADIA HLDGS II INC CL A 51476X105 13,507 939,963 SH   OTR   0 939,963 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 4,881 9,124,081 SH   OTR   0 9,124,081 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 1,180 2,510,762 SH   OTR   0 2,510,762 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 8,144 4,524,692 SH   OTR   0 4,524,692 0
LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 376 347,000 SH   OTR   0 347,000 0
LGL SYS ACQUISITION CORP COM CL A 50201G106 2,104 210,000 SH   OTR   0 210,000 0
LGL SYS ACQUISITION CORP UNIT 10/24/2024 50201G205 9,918 950,000 SH   OTR   0 950,000 0
LIV CAP ACQUISITION CORP UNIT 99/99/9999 G5510C124 1,825 175,000 SH   OTR   0 175,000 0
LULULEMON ATHLETICA INC COM 550021109 606 1,840 SH   OTR   0 1,840 0
MACYS INC COM 55616P104 143 25,000 SH Put OTR   0 25,000 0
MARCUS CORP DEL COM 566330106 369 47,700 SH   OTR   0 47,700 0
MERCADOLIBRE INC COM 58733R102 261 241 SH   OTR   0 241 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 278 505,093 SH   OTR   0 505,093 0
MICROSOFT CORP COM 594918104 10,937 52,000 SH Call OTR   0 52,000 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 792 1,587,727 SH   OTR   0 1,587,727 0
NAVSIGHT HLDGS INC UNIT 99/99/9999 639358209 5,030 500,000 SH   OTR   0 500,000 0
NESCO HLDGS INC *W EXP 01/01/202 64083J112 53 176,344 SH   OTR   0 176,344 0
NETFIN ACQUISITION CORP *W EXP 08/01/202 G6455A115 4,496 3,431,708 SH   OTR   0 3,431,708 0
NETFIN ACQUISITION CORP SHS CL A G6455A107 7,994 770,850 SH   OTR   0 770,850 0
NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 2,413 1,371,071 SH   OTR   0 1,371,071 0
NEW PROVIDENCE ACQUISITION *W EXP 09/11/202 64822P114 1,241 1,025,500 SH   OTR   0 1,025,500 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 856 15,797 SH   OTR   0 15,797 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 11,341 242,961 SH   OTR   0 242,961 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 5,320 111,787 SH   OTR   0 111,787 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 65,374 24,024,000 PRN   OTR   0 0 24,024,000
NIO INC SPON ADS 62914V106 4,189 197,400 SH   OTR   0 197,400 0
NORTH MOUNTAIN MERGER CORP UNIT 09/16/2025 661204206 11,613 1,138,500 SH   OTR   0 1,138,500 0
NORTHERN OIL AND GAS INC MN COM 665531307 57 10,000 SH   OTR   0 10,000 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 1,663 97,200 SH Put OTR   0 97,200 0
NOVUS CAP CORP *W EXP 06/30/202 67012U116 3,229 1,157,428 SH   OTR   0 1,157,428 0
NOVUS CAP CORP UNIT 06/30/2027 67012U207 11,844 826,500 SH   OTR   0 826,500 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 3,876 2,186,000 PRN   OTR   0 0 2,186,000
OAKTREE ACQUISITION CORP *W EXP 99/99/999 G67145113 435 148,664 SH   OTR   0 148,664 0
OAKTREE ACQUISITION CORP SHS CL A G67145105 7,077 602,306 SH   OTR   0 602,306 0
OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 9,776 950,000 SH   OTR   0 950,000 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 1,063 1,230,000 PRN   OTR   0 0 1,230,000
OMNICELL COM COM 68213N109 2,953 39,550 SH   OTR   0 39,550 0
ONE UNIT 99/99/9999 G7000X113 13,625 1,250,000 SH   OTR   0 1,250,000 0
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 2,422 1,729,905 SH   OTR   0 1,729,905 0
OSPREY TECHNLGY AQUISTION CO UNIT 10/30/2024 68839R401 20,995 1,953,000 SH   OTR   0 1,953,000 0
PANACEA ACQUISITION CORP UNIT 99/99/9999 698102209 2,400 200,000 SH   OTR   0 200,000 0
PAYPAL HLDGS INC COM 70450Y103 558 2,830 SH   OTR   0 2,830 0
PEABODY ENERGY CORP NEW COM 704551100 115 50,000 SH Put OTR   0 50,000 0
PERSHING SQUARE TONTINE HLDG *W EXP 07/24/202 71531R117 117 16,378 SH   OTR   0 16,378 0
PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 3,345 147,404 SH   OTR   0 147,404 0
PG&E CORP UNIT 99/99/9999 69331C140 40,105 407,960 SH   OTR   0 407,960 0
PRIME IMPACT ACQUISITION I UNIT 10/01/2030 G61074111 4,008 400,000 SH   OTR   0 400,000 0
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 1,231 390,084 SH   OTR   0 390,084 0
PROPTECH ACQUISITION CORP *W EXP 05/26/202 74349F119 454 275,000 SH   OTR   0 275,000 0
PROPTECH ACQUISITION CORP COM CL A 74349F101 5,565 500,000 SH   OTR   0 500,000 0
REALITY SHS ETF TR NSD NXGN ECO ETF 75605A702 424 12,397 SH   OTR   0 12,397 0
REDBALL ACQUISITION CORP UNIT 99/99/9999 G7417R121 5,285 500,000 SH   OTR   0 500,000 0
REINVENT TECHNOLOGY PARTNERS UNIT 99/99/9999 G7483N111 3,447 300,000 SH   OTR   0 300,000 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 1,750 1,841,769 SH   OTR   0 1,841,769 0
RIBBIT LEAP LTD UNIT 99/99/9999 G7552B121 4,551 350,100 SH   OTR   0 350,100 0
ROYAL CARIBBEAN GROUP COM V7780T103 854 13,200 SH Put OTR   0 13,200 0
ROYAL CARIBBEAN GROUP COM V7780T103 854 13,200 SH   OTR   0 13,200 0
SANDBRIDGE ACQUISITION CORP UNIT 99/99/9999 799793203 14,973 1,500,000 SH   OTR   0 1,500,000 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 21 18,420 SH   OTR   0 18,420 0
SCHULTZE SPL PURP ACQUSTN CO *W EXP 12/31/202 80821R117 57 110,300 SH   OTR   0 110,300 0
SCVX CORP *W EXP 01/24/202 G79448117 225 150,000 SH   OTR   0 150,000 0
SCVX CORP COM G79448208 500 50,000 SH   OTR   0 50,000 0
SCVX CORP UNIT 99/99/9999 G79448109 5,050 469,800 SH   OTR   0 469,800 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 19,371 302,200 SH Call OTR   0 302,200 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,611 150,000 SH Call OTR   0 150,000 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 23,709 985,011 SH   OTR   0 985,011 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 7,698 100,000 SH Call OTR   0 100,000 0
SEMPRA ENERGY 6% PFD CONV A 816851406 4,988 50,662 SH   OTR   0 50,662 0
SEMPRA ENERGY COM 816851109 720 6,080 SH   OTR   0 6,080 0
SHOPIFY INC CL A 82509L107 871 851 SH   OTR   0 851 0
SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 152 250,000 SH   OTR   0 250,000 0
SINA CORP ORD G81477104 10,866 255,000 SH   OTR   0 255,000 0
SKYWORKS SOLUTIONS INC COM 83088M102 275 1,892 SH   OTR   0 1,892 0
SNAP INC CL A 83304A106 1,718 65,800 SH   OTR   0 65,800 0
SOCIAL CAP HDOSPHIA HLDG CO UNIT 99/99/9999 G8250T117 41,920 2,000,000 SH   OTR   0 2,000,000 0
SOCIAL CAP HEDSPIA HLDG CO I COM CL A G8251K107 16,500 1,324,235 SH   OTR   0 1,324,235 0
SOCIAL CAP HEDSPIA HLDG CO I UNIT 99/99/9999 G8251K123 41,370 3,000,000 SH   OTR   0 3,000,000 0
SOFTWARE ACQUISITION GROUP I *W EXP 10/01/202 83406B119 406 423,409 SH   OTR   0 423,409 0
SOFTWARE ACQUISITN GRUP INC UNIT 99/99/9999 83407F200 4,478 450,000 SH   OTR   0 450,000 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 394 1,651 SH   OTR   0 1,651 0
SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 24,503 2,227,500 SH   OTR   0 2,227,500 0
SOUTHWEST AIRLS CO COM 844741108 7,191 191,754 SH   OTR   0 191,754 0
SPARTAN ENERGY ACQUISITION C CL A COM STK 846784106 2,991 207,454 SH   OTR   0 207,454 0
SPDR GOLD TR GOLD SHS 78463V107 9,033 51,000 SH Call OTR   0 51,000 0
SPDR GOLD TR GOLD SHS 78463V107 138,508 782,000 SH Put OTR   0 782,000 0
SPDR GOLD TR GOLD SHS 78463V107 189,203 1,068,219 SH   OTR   0 1,068,219 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 83,723 250,000 SH Call OTR   0 250,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 502 1,500 SH   OTR   0 1,500 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 67,145 200,500 SH Put OTR   0 200,500 0
SPDR SER TR S&P METALS MNG 78464A755 14,539 625,600 SH Call OTR   0 625,600 0
SPDR SER TR S&P REGL BKG 78464A698 17,840 500,000 SH Put OTR   0 500,000 0
SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 12,475 8,573,000 PRN   OTR   0 0 8,573,000
SPLUNK INC NOTE 0.500% 9/1 848637AC8 3,482 2,500,000 PRN   OTR   0 0 2,500,000
SQUARE INC CL A 852234103 1,150 7,076 SH   OTR   0 7,076 0
STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 1,254 1,087,275 SH   OTR   0 1,087,275 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 358 3,549 SH   OTR   0 3,549 0
STAR PEAK ENERGY TRANSITION UNIT 99/99/9999 855185203 5,125 500,000 SH   OTR   0 500,000 0
SUNRUN INC COM 86771W105 432 5,604 SH   OTR   0 5,604 0
SWITCHBACK ENERGY ACQUISTN C COM CL A 87105M102 2,340 150,000 SH   OTR   0 150,000 0
TAILWIND ACQUISITION CORP UNIT 09/07/2027 87403Q201 3,015 300,000 SH   OTR   0 300,000 0
TASEKO MINES LTD COM 876511106 80 75,000 SH   OTR   0 75,000 0
TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 1,799 2,211,000 PRN   OTR   0 0 2,211,000
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 683 65,000 SH Put OTR   0 65,000 0
TELADOC HEALTH INC COM 87918A105 660 3,010 SH   OTR   0 3,010 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 623 1,220,600 SH   OTR   0 1,220,600 0
TESLA INC COM 88160R101 2,503 5,834 SH   OTR   0 5,834 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 10,200 400,000 SH   OTR   0 400,000 0
TORTOISE ACQUISITION CORP II UNIT 06/14/2027 G89554110 3,264 300,000 SH   OTR   0 300,000 0
TREBIA ACQUISITION CORP UNIT 99/99/9999 G9027T125 21,600 2,000,000 SH   OTR   0 2,000,000 0
TRIDENT ACQUISITIONS CORP *W EXP 05/09/202 89615T114 56 151,000 SH   OTR   0 151,000 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 177 67,361 SH   OTR   0 67,361 0
TRINE ACQUISITION CORP COM CL A 89628U108 2,789 258,233 SH   OTR   0 258,233 0
TUSCAN HLDGS CORP *W EXP 04/01/202 90069K112 4,111 8,100,845 SH   OTR   0 8,100,845 0
TUSCAN HLDGS CORP COM 90069K104 7,737 760,000 SH   OTR   0 760,000 0
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 141 312,500 SH   OTR   0 312,500 0
TWC TECH HLDGS II CORP UNIT 09/10/2025 90117G204 5,060 500,000 SH   OTR   0 500,000 0
TWILIO INC CL A 90138F102 453 1,832 SH   OTR   0 1,832 0
UBS GROUP AG SHS H42097107 3,345 300,000 SH Call OTR   0 300,000 0
VANECK VECTORS ETF TR MTG REIT INCOME 92189F452 197 14,150 SH   OTR   0 14,150 0
VANECK VECTORS ETF TR VIDEO GAMING 92189F114 351 5,705 SH   OTR   0 5,705 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,106 10,000 SH   OTR   0 10,000 0
VECTOR ACQUISITION CORP UNIT 09/30/2027 G9442R100 20,280 2,000,000 SH   OTR   0 2,000,000 0
VEEVA SYS INC CL A COM 922475108 213 759 SH   OTR   0 759 0
VELODYNE LIDAR INC *W EXP 09/29/202 92259F119 262 53,647 SH   OTR   0 53,647 0
VPC IMPACT ACQUISITION HLDNG UNIT 09/22/2025 G9441E126 4,000 400,000 SH   OTR   0 400,000 0
WIX COM LTD SHS M98068105 1,996 7,831 SH   OTR   0 7,831 0
XERIS PHARMACEUTICALS INC NOTE 5.000% 7/1 98422LAA5 2,024 1,000,000 PRN   OTR   0 0 1,000,000
YUCAIPA ACQUISITION CORP UNIT 99/99/9999 G9879L121 16,320 1,600,000 SH   OTR   0 1,600,000 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 29,763 12,450,000 PRN   OTR   0 0 12,450,000
ZSCALER INC COM 98980G102 420 2,987 SH   OTR   0 2,987 0