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
180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 272 295,814 SH   OTR   0 295,814 0
5 01 ACQUISITION CORP COM CL A 33836P105 5,892 600,000 SH   OTR   0 600,000 0
51JOB INC SPONSORED ADS 316827104 73,007 1,050,000 SH   OTR   0 1,050,000 0
7GC & CO HOLDINGS INC UNIT 12/23/2025 81786A206 1,503 150,000 SH   OTR   0 150,000 0
890 5TH AVE PARTNERS INC *W EXP 01/12/202 28250A113 188 151,530 SH   OTR   0 151,530 0
890 5TH AVE PARTNERS INC COM CL A 28250A105 4,955 499,998 SH   OTR   0 499,998 0
ABG ACQUISITION CORP I CL A SHS G00496102 2,435 250,000 SH   OTR   0 250,000 0
ACCELERATE DIAGNOSTICS INC NOTE 2.500% 3/1 00430HAB8 662 1,000,000 PRN   OTR   0 0 1,000,000
ACROPOLIS INFRASTRUCTURE ACQ UNIT 99/99/9999 005029202 688 68,905 SH   OTR   0 68,905 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 811 7,500 SH   OTR   0 7,500 0
ADVANCED MICRO DEVICES INC COM 007903107 3,210 31,192 SH   OTR   0 31,192 0
AES CORP COM 00130H105 4,586 200,884 SH   OTR   0 200,884 0
AEYE INC CLASS A COM 008183105 2,188 400,000 SH   OTR   0 400,000 0
AFFIRM HLDGS INC COM CL A 00827B106 826 6,935 SH   OTR   0 6,935 0
AIRBNB INC COM CL A 009066101 637 3,800 SH   OTR   0 3,800 0
ALBEMARLE CORP COM 012653101 320 1,460 SH   OTR   0 1,460 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 14,874 307,194 SH   OTR   0 307,194 0
ALTC ACQUISITION CORP COM CL A 02156V109 9,830 1,000,000 SH   OTR   0 1,000,000 0
ALTIMAR ACQUISITION CORP II UNIT 99/99/9999 G03709113 15,545 1,565,421 SH   OTR   0 1,565,421 0
ALTIMAR ACQUISITION CORP III UNIT 99/99/9999 G0370U124 3,003 300,000 SH   OTR   0 300,000 0
ALTIMETER GROWTH CORP 2 COM CL A G0371B109 5,336 539,553 SH   OTR   0 539,553 0
ALTRIA GROUP INC COM 02209S103 6,009 132,000 SH Call OTR   0 132,000 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 29,432 19,000,000 PRN   OTR   0 0 19,000,000
AMERICAN ELEC PWR CO INC COM 025537101 3,115 38,374 SH   OTR   0 38,374 0
ANZU SPECIAL ACQUISITIN CORP UNIT 01/27/2026 03737A200 14,291 1,445,000 SH   OTR   0 1,445,000 0
APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 6,832 700,000 SH   OTR   0 700,000 0
APPLIED MATLS INC COM 038222105 833 6,470 SH   OTR   0 6,470 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 1,734 57,500 SH   OTR   0 57,500 0
ARGUS CAPITAL CORP UNIT 08/31/2028 04026L204 5,052 500,000 SH   OTR   0 500,000 0
ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 85 149,101 SH   OTR   0 149,101 0
ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 2,470 250,000 SH   OTR   0 250,000 0
AT&T INC COM 00206R102 945 35,000 SH   OTR   0 35,000 0
AT&T INC COM 00206R102 2,701 100,000 SH Call OTR   0 100,000 0
ATHENA TECHNOLOGY ACQUISI CO COM CLASS A 04687A109 4,963 500,000 SH   OTR   0 500,000 0
ATLAS CREST INVESTMENT CORP UNIT 99/99/9999 049287204 7,493 750,000 SH   OTR   0 750,000 0
AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 7,952 800,000 SH   OTR   0 800,000 0
BECTON DICKINSON & CO COM 075887109 6,116 24,878 SH   OTR   0 24,878 0
BILANDER ACQUISITION CORP UNIT 05/19/2026 09001T205 5,500 550,000 SH   OTR   0 550,000 0
BIOMX INC *W EXP 10/16/202 09090D111 27 80,605 SH   OTR   0 80,605 0
BLACKSTONE INC COM 09260D107 548 4,712 SH   OTR   0 4,712 0
BLOOMIN BRANDS INC NOTE 5.000% 5/0 094235AB4 60,529 26,473,000 PRN   OTR   0 0 26,473,000
BOOKING HOLDINGS INC COM 09857L108 2,167 913 SH   OTR   0 913 0
BRIDGETOWN 2 HOLDINGS LTD CL A G1355V103 1,239 125,000 SH   OTR   0 125,000 0
BROADCOM INC COM 11135F101 578 1,191 SH   OTR   0 1,191 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 1,942 16,168,832 SH   OTR   0 16,168,832 0
BROADSCALE ACQUISITION CORP UNIT 02/02/2026 11134Y200 11,868 1,200,000 SH   OTR   0 1,200,000 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 4,818 9,635,540 SH   OTR   0 9,635,540 0
BROOGE ENERGY LTD SHS G1611B107 2,051 223,747 SH   OTR   0 223,747 0
BTRS HOLDINGS INC *W EXP 01/12/202 11778X112 1,830 698,662 SH   OTR   0 698,662 0
BTRS HOLDINGS INC COM CL 1 11778X104 14,877 1,398,171 SH   OTR   0 1,398,171 0
BURGUNDY TECHNOLOGY ACQU COR *W EXP 08/31/202 G1702T124 68 100,367 SH   OTR   0 100,367 0
CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 76 87,000 SH   OTR   0 87,000 0
CAPSTAR SPL PURP ACQUISITION UNIT 07/09/2027 14070Y200 8,864 853,953 SH   OTR   0 853,953 0
CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 465 750,000 SH   OTR   0 750,000 0
CBRE ACQUISITION HLDGS INC COM CL A 12510J106 9,930 1,000,000 SH   OTR   0 1,000,000 0
CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 16 20,700 SH   OTR   0 20,700 0
CC NEUBERGER PRINCIPAL HOLDN UNIT 99/99/9999 G1992N118 7,463 750,000 SH   OTR   0 750,000 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 1,992 1,500,000 PRN   OTR   0 0 1,500,000
CF ACQUISITION CORP IV UNIT 12/31/2027 12520T201 19,800 2,000,000 SH   OTR   0 2,000,000 0
CF ACQUISITION CORP V UNIT 01/25/2026 12520R205 8,136 800,000 SH   OTR   0 800,000 0
CF ACQUISITION CORP VI UNIT 99/99/9999 12521J202 5,418 550,000 SH   OTR   0 550,000 0
CF ACQUISITION CORP VIII UNIT 03/31/2028 12520C208 15,210 1,500,000 SH   OTR   0 1,500,000 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 6,041 86,814 SH   OTR   0 86,814 0
CHURCHILL CAPITAL CORP V UNIT 99/99/9999 17144T206 17,675 1,750,000 SH   OTR   0 1,750,000 0
CHURCHILL CAPITAL CORP VI UNIT 99/99/9999 17143W200 12,550 1,250,000 SH   OTR   0 1,250,000 0
CHURCHILL CAPITAL CORP VII UNIT 99/99/9999 17144M201 29,640 3,000,000 SH   OTR   0 3,000,000 0
CLEARWATER ANALYTICS HLDGS I CL A 185123106 256 10,000 SH   OTR   0 10,000 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 31,091 12,112,000 PRN   OTR   0 0 12,112,000
CM LIFE SCIENCES III INC CLASS A COM 125841106 4,960 500,000 SH   OTR   0 500,000 0
CME GROUP INC COM 12572Q105 5,560 28,750 SH   OTR   0 28,750 0
COINBASE GLOBAL INC COM CL A 19260Q107 507 2,230 SH   OTR   0 2,230 0
COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 460 47,454 SH   OTR   0 47,454 0
COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 113 117,000 SH   OTR   0 117,000 0
CORSAIR PARTNERING CORP UNIT 99/99/9999 G2540H124 6,312 650,000 SH   OTR   0 650,000 0
CORTEVA INC COM 22052L104 842 20,000 SH Call OTR   0 20,000 0
CROWDSTRIKE HLDGS INC CL A 22788C105 880 3,582 SH   OTR   0 3,582 0
CROWN PROPTECH ACQUISITIONS UNIT 99/99/9999 G25741128 5,892 600,000 SH   OTR   0 600,000 0
CRYOLIFE INC NOTE 4.250% 7/0 228903AB6 6,261 5,000,000 PRN   OTR   0 0 5,000,000
CS DISCO INC COM 126327105 2,397 50,000 SH   OTR   0 50,000 0
DANAHER CORPORATION COM 235851102 14,744 48,431 SH   OTR   0 48,431 0
DATADOG INC CL A COM 23804L103 1,143 8,088 SH   OTR   0 8,088 0
DD3 ACQUISITION CORP II COM CL A 23318M100 7,089 715,346 SH   OTR   0 715,346 0
DECARBONIZATION PLUS ACQU II COM CL A 242794105 1,629 165,000 SH   OTR   0 165,000 0
DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 520 800,513 SH   OTR   0 800,513 0
DEVON ENERGY CORP NEW COM 25179M103 413 11,640 SH   OTR   0 11,640 0
DEXCOM INC COM 252131107 820 1,500 SH   OTR   0 1,500 0
DHB CAPITAL CORP UNIT 03/31/2028 23291W208 2,470 250,000 SH   OTR   0 250,000 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 1,642 2,132,607 SH   OTR   0 2,132,607 0
DIGITAL TRANSFORMATN OPT COR *W EXP 03/31/202 25401K115 70 102,814 SH   OTR   0 102,814 0
DMY TECHNOLOGY GROUP INC IV COM CL A 23344K102 6,937 700,000 SH   OTR   0 700,000 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 477 4,910 SH   OTR   0 4,910 0
DRAGONEER GROWTH OPPTY CORP SHS CL A G28314105 5,951 598,053 SH   OTR   0 598,053 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 7,840 800,000 SH   OTR   0 800,000 0
DUTCH BROS INC CL A 26701L100 4,332 100,000 SH   OTR   0 100,000 0
ELANCO ANIMAL HEALTH INC COM 28414H103 1,801 56,479 SH   OTR   0 56,479 0
ELECTRONIC ARTS INC COM 285512109 2,134 15,000 SH Call OTR   0 15,000 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 196 17,590 SH   OTR   0 17,590 0
ENPHASE ENERGY INC COM 29355A107 224 1,495 SH   OTR   0 1,495 0
EQT CORP COM 26884L109 1,023 50,000 SH   OTR   0 50,000 0
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 13,861 241,530 SH   OTR   0 241,530 0
ETF MANAGERS TR PRIME CYBR SCRTY 26924G201 434 7,138 SH   OTR   0 7,138 0
ETSY INC COM 29786A106 649 3,119 SH   OTR   0 3,119 0
EUROPEAN SUSTAINABLE GROWTH CL A SHS G3194F109 2,194 221,567 SH   OTR   0 221,567 0
EXPEDIA GROUP INC COM NEW 30212P303 428 2,610 SH   OTR   0 2,610 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 552 3,806,877 SH   OTR   0 3,806,877 0
FINTECH ACQUISITION CORP VI UNIT 06/24/2026 31811H205 11,000 1,100,000 SH   OTR   0 1,100,000 0
FIRST TR EXCHANGE-TRADED FD CAP STRENGTH ETF 33733E104 206 2,757 SH   OTR   0 2,757 0
FLEXSHARES TR MORNSTAR UPSTR 33939L407 4,988 136,288 SH   OTR   0 136,288 0
FORESIGHT ACQUISITION CORP *W EXP 01/29/202 34552Y114 221 251,295 SH   OTR   0 251,295 0
FORESIGHT ACQUISITION CORP CL A 34552Y106 4,930 500,000 SH   OTR   0 500,000 0
FORTINET INC COM 34959E109 235 806 SH   OTR   0 806 0
FREEDOM ACQUISITION I CORP *W EXP 99/99/999 G3663X128 67 99,900 SH   OTR   0 99,900 0
FS DEVELOPMENT CORP II COM CL A 30318F100 1,493 150,000 SH   OTR   0 150,000 0
FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 2,470 250,000 SH   OTR   0 250,000 0
FTAC ATHENA ACQUISITION CORP UNIT 99/99/9999 G37283127 5,115 500,000 SH   OTR   0 500,000 0
FTAC HERA ACQUISITION CORP UNIT 02/28/2026 G3728Y129 5,478 550,000 SH   OTR   0 550,000 0
FTS INTERNATIONAL INC COM NEW CL A 30283W302 738 30,000 SH   OTR   0 30,000 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 21,552 253,436 SH   OTR   0 253,436 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 6,784 1,452,603 SH   OTR   0 1,452,603 0
GLOBAL PARTNER ACQISTN CORP UNIT 01/06/2026 G3934P110 5,934 600,000 SH   OTR   0 600,000 0
GLOBAL SHIP LEASE INC NEW COM CL A Y27183600 1,067 45,000 SH   OTR   0 45,000 0
GLOBAL X FDS ARTIFICIAL ETF 37954Y632 286 9,425 SH   OTR   0 9,425 0
GLOBAL X FDS GLOBAL X URANIUM 37954Y871 7,137 300,000 SH Call OTR   0 300,000 0
GLOBAL X FDS GLOBAL X URANIUM 37954Y871 1,105 46,442 SH   OTR   0 46,442 0
GLOBAL X FDS LITHIUM BTRY ETF 37954Y855 507 6,189 SH   OTR   0 6,189 0
GLOBAL X FDS RBTCS ARTFL INTE 37954Y715 701 19,167 SH   OTR   0 19,167 0
GORES GUGGENHEIM INC CLASS A COM 38286Q107 2,555 250,000 SH   OTR   0 250,000 0
GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 2,988 300,000 SH   OTR   0 300,000 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 2,090 2,000,000 PRN   OTR   0 0 2,000,000
GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 1,924 1,500,000 PRN   OTR   0 0 1,500,000
GROUP NINE ACQUISITION CORP UNIT 01/15/2026 39947R203 4,950 500,000 SH   OTR   0 500,000 0
GROWTH CAP ACQUISITION CORP CL A 39986V107 412 41,669 SH   OTR   0 41,669 0
HAYMAKER ACQUISITION CORP II UNIT 03/01/2026 42087R207 14,850 1,500,000 SH   OTR   0 1,500,000 0
HEALTHCARE CAPITAL CORP UNIT 12/31/2025 42228C200 18,360 1,800,000 SH   OTR   0 1,800,000 0
HEALTHCOR CATALIO ACQU CORP CL A SHS G44125105 2,475 250,000 SH   OTR   0 250,000 0
HELIX ACQUISITION CORP COM CL A G4444C102 1,493 150,000 SH   OTR   0 150,000 0
HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 1,974 200,000 SH   OTR   0 200,000 0
HOME PT CAPITAL INCORPORATED COM 43734L106 513 124,409 SH   OTR   0 124,409 0
HORIZON ACQUISITION CORP COM CL A G46049105 15,968 1,600,000 SH   OTR   0 1,600,000 0
HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114 348 387,085 SH   OTR   0 387,085 0
HUAZHU GROUP LTD NOTE 3.000% 5/0 44332NAB2 9,870 7,479,000 PRN   OTR   0 0 7,479,000
HUMANCO ACQUISITION CORP COM CL A 44487N109 572 57,865 SH   OTR   0 57,865 0
HUMANCO ACQUISITION CORP UNIT 12/08/2023 44487N208 5,223 510,577 SH   OTR   0 510,577 0
INDEPENDENCE HOLDINGS CORP UNIT 03/02/2026 G4761A119 7,478 750,000 SH   OTR   0 750,000 0
INMODE LTD SHS M5425M103 214 1,344 SH   OTR   0 1,344 0
INNOVATE CORP NOTE 7.500% 8/0 404139AG2 1,979 2,123,000 PRN   OTR   0 0 2,123,000
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 30,692 21,852,000 PRN   OTR   0 0 21,852,000
INSU ACQUISITION CORP III COM CL A 457817104 2,455 250,000 SH   OTR   0 250,000 0
INSU ACQUISITION CORP III UNIT 12/31/2026 457817302 10,040 1,000,000 SH   OTR   0 1,000,000 0
INTAPP INC COM 45827U109 773 30,000 SH   OTR   0 30,000 0
INTERPRIVATE II ACQUISITION UNIT 99/99/9999 46064Q207 3,992 400,000 SH   OTR   0 400,000 0
INTERPRIVATE III FINANCIAL P COM CL A 46064R106 3,962 400,000 SH   OTR   0 400,000 0
INTERPRIVATE IV INFRATECH PR UNIT 03/05/2026 46064T201 3,926 400,000 SH   OTR   0 400,000 0
INVESCO EXCH TRADED FD TR II S&P GBL WATER 46138E263 570 10,212 SH   OTR   0 10,212 0
INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 3,327 150,453 SH   OTR   0 150,453 0
INVESCO EXCHANGE TRADED FD T BUYBACK ACHIEV 46137V308 279 3,095 SH   OTR   0 3,095 0
INVESCO EXCHANGE TRADED FD T FTSE RAFI 1000 46137V613 281 1,772 SH   OTR   0 1,772 0
INVESCO QQQ TR UNIT SER 1 46090E103 17,898 50,000 SH Put OTR   0 50,000 0
INVESCO QQQ TR UNIT SER 1 46090E103 274,734 767,500 SH Call OTR   0 767,500 0
ION ACQUISITION CORP 2 LTD SHS CL A G49393104 1,982 200,000 SH   OTR   0 200,000 0
ISHARES INC MSCI BRAZIL ETF 464286400 16,065 500,000 SH Put OTR   0 500,000 0
ISHARES INC MSCI BRAZIL ETF 464286400 1,607 50,000 SH   OTR   0 50,000 0
ISHARES INC MSCI BRAZIL ETF 464286400 7,229 225,000 SH Call OTR   0 225,000 0
ISHARES SILVER TR ISHARES 46428Q109 513 25,000 SH   OTR   0 25,000 0
ISHARES TR 0-5 YR TIPS ETF 46429B747 4,990 47,239 SH   OTR   0 47,239 0
ISHARES TR 20 YR TR BD ETF 464287432 70,645 489,500 SH Call OTR   0 489,500 0
ISHARES TR 20 YR TR BD ETF 464287432 5,701 39,500 SH Put OTR   0 39,500 0
ISHARES TR CHINA LG-CAP ETF 464287184 779 20,000 SH   OTR   0 20,000 0
ISHARES TR CORE S&P SCP ETF 464287804 245 2,240 SH   OTR   0 2,240 0
ISHARES TR FLTG RATE NT ETF 46429B655 10,943 215,248 SH   OTR   0 215,248 0
ISHARES TR GLB INFRASTR ETF 464288372 257 5,595 SH   OTR   0 5,595 0
ISHARES TR GRWT ALLOCAT ETF 464289867 303 5,468 SH   OTR   0 5,468 0
ISHARES TR IBOXX HI YD ETF 464288513 1,578 18,037 SH   OTR   0 18,037 0
ISHARES TR IBOXX HI YD ETF 464288513 176,327 2,015,400 SH Put OTR   0 2,015,400 0
ISHARES TR IBOXX INV CP ETF 464287242 56,538 425,000 SH Put OTR   0 425,000 0
ISHARES TR JPMORGAN USD EMG 464288281 1,101 10,000 SH   OTR   0 10,000 0
ISHARES TR JPMORGAN USD EMG 464288281 267,446 2,430,000 SH Put OTR   0 2,430,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 252 5,000 SH   OTR   0 5,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 32,243 640,000 SH Call OTR   0 640,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 27,709 550,000 SH Put OTR   0 550,000 0
ISHARES TR MSCI KLD400 SOC 464288570 362 4,356 SH   OTR   0 4,356 0
ISHARES TR MSCI USA MIN VOL 46429B697 224 3,044 SH   OTR   0 3,044 0
ISHARES TR MSCI USA QLT FCT 46432F339 229 1,736 SH   OTR   0 1,736 0
ISHARES TR PFD AND INCM SEC 464288687 519 13,364 SH   OTR   0 13,364 0
ISHARES TR RUSSELL 2000 ETF 464287655 21,875 100,000 SH Put OTR   0 100,000 0
ISHARES TR SHRT NAT MUN ETF 464288158 7,341 68,240 SH   OTR   0 68,240 0
ISHARES TR TIPS BD ETF 464287176 986 7,721 SH   OTR   0 7,721 0
ISOS ACQUISITION CORPORATION SHARES CL A G4962C112 4,990 500,000 SH   OTR   0 500,000 0
ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 130 200,000 SH   OTR   0 200,000 0
IVANHOE CAPITAL ACQUISTIN CO COM CL A G4R87P114 2,970 300,000 SH   OTR   0 300,000 0
JAMF HLDG CORP COM 47074L105 1,002 26,000 SH   OTR   0 26,000 0
JIYA ACQUISITION CORP COM CL A 47760M102 1,219 125,000 SH   OTR   0 125,000 0
KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 177 300,000 SH   OTR   0 300,000 0
KAIROS ACQUISITION CORP CL A SHS G52110114 4,738 490,000 SH   OTR   0 490,000 0
KAIROS ACQUISITION CORP UNIT 99/99/9999 G52110122 4,273 426,000 SH   OTR   0 426,000 0
KERNEL GROUP HOLDINGS INC UNIT 99/99/9999 G5259L111 5,000 500,000 SH   OTR   0 500,000 0
KHOSLA VENTURES ACQUISITION CL A 482504107 2,714 275,000 SH   OTR   0 275,000 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 4,900 500,000 SH   OTR   0 500,000 0
KKR & CO INC COM 48251W104 2,571 42,226 SH   OTR   0 42,226 0
KL ACQUISITION CORP UNIT 99/99/9999 49837C208 7,418 750,000 SH   OTR   0 750,000 0
KRANESHARES TR CSI CHI INTERNET 500767306 13,486 285,000 SH Call OTR   0 285,000 0
LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 2,435 250,000 SH   OTR   0 250,000 0
LANNETT CO INC NOTE 4.500%10/0 51602UAC2 3,797 7,000,000 PRN   OTR   0 0 7,000,000
LDH GROWTH CORP I UNIT 03/17/2026 G54094118 1,970 200,000 SH   OTR   0 200,000 0
LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 3,497 350,000 SH   OTR   0 350,000 0
LEFTERIS ACQUISITION CORP UNIT 11/01/2023 52470X208 2,513 250,000 SH   OTR   0 250,000 0
LEO HLDGS CORP II UNIT 99/99/9999 G5463R110 4,935 500,000 SH   OTR   0 500,000 0
LEO HOLDINGS III CORP UNIT 99/99/9999 G5463T116 4,024 400,000 SH   OTR   0 400,000 0
LERER HIPPEAU ACQUISITION CO CL A 526749106 2,922 300,000 SH   OTR   0 300,000 0
LINDE PLC SHS G5494J103 474 1,616 SH   OTR   0 1,616 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 14,041 5,000,000 PRN   OTR   0 0 5,000,000
LUCID GROUP INC COM 549498103 26,348 1,038,149 SH   OTR   0 1,038,149 0
MAXCYTE INC COM 57777K106 547 44,819 SH   OTR   0 44,819 0
MCAFEE CORP COM CL A 579063108 18,020 815,000 SH   OTR   0 815,000 0
MCAP ACQUISITION CORP UNIT 02/18/2030 55282T208 2,757 270,000 SH   OTR   0 270,000 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 18 16,617 SH   OTR   0 16,617 0
MID-AMER APT CMNTYS INC COM 59522J103 1,868 10,000 SH   OTR   0 10,000 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 32,570 22,733,000 PRN   OTR   0 0 22,733,000
MISSION ADVANCEMENT CORP *W EXP 03/05/202 60501L119 135 232,070 SH   OTR   0 232,070 0
MOTION ACQUISITION CORP COM CL A 61980M107 3,984 399,999 SH   OTR   0 399,999 0
MOTIVE CAPITAL CORP SHS CL A G6293A103 28,266 2,855,126 SH   OTR   0 2,855,126 0
MR COOPER GROUP INC COM 62482R107 22,412 544,388 SH   OTR   0 544,388 0
NASDAQ INC COM 631103108 209 1,083 SH   OTR   0 1,083 0
NATIONAL CINEMEDIA INC COM 635309107 356 100,000 SH Put OTR   0 100,000 0
NEW FRONTIER HEALTH CORP ORD SHS G6461G106 39,146 3,485,845 SH   OTR   0 3,485,845 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 602 10,275 SH   OTR   0 10,275 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 14,501 284,564 SH   OTR   0 284,564 0
NEXTGEN ACQUISITION CORP II CLASS A ORD SHS G65317102 4,800 484,327 SH   OTR   0 484,327 0
NISOURCE INC COM 65473P105 5,857 241,742 SH   OTR   0 241,742 0
NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 250 333,335 SH   OTR   0 333,335 0
NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 15,624 1,575,000 SH   OTR   0 1,575,000 0
NORTH MOUNTAIN MERGER CORP UNIT 09/16/2025 661204206 11,590 1,138,500 SH   OTR   0 1,138,500 0
NORTHERN GENESIS ACQUISITION *W EXP 01/15/202 66516U119 232 216,475 SH   OTR   0 216,475 0
NORTHERN GENESIS ACQUISITION COMMON STOCK 66516U101 6,951 699,999 SH   OTR   0 699,999 0
NORTHERN OIL AND GAS INC MN COM 665531307 856 40,000 SH   OTR   0 40,000 0
NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 218 231,707 SH   OTR   0 231,707 0
NORTHERN STAR INVEST CORP II COM CL A 66574L100 6,818 699,996 SH   OTR   0 699,996 0
NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 218 231,707 SH   OTR   0 231,707 0
NORTHERN STAR INVEST CORP IV COM CL A 66575B101 1,960 199,996 SH   OTR   0 199,996 0
NOVAVAX INC COM NEW 670002401 498 2,403 SH   OTR   0 2,403 0
NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 6,162 600,000 SH   OTR   0 600,000 0
NRG ENERGY INC COM NEW 629377508 171,772 4,206,997 SH   OTR   0 4,206,997 0
NRG ENERGY INC COM NEW 629377508 3,062 75,000 SH Call OTR   0 75,000 0
NVIDIA CORPORATION COM 67066G104 3,902 18,834 SH   OTR   0 18,834 0
NXP SEMICONDUCTORS N V COM N6596X109 343 1,750 SH   OTR   0 1,750 0
OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 2,504 250,000 SH   OTR   0 250,000 0
OLAPLEX HLDGS INC COM 679369108 5,880 240,000 SH   OTR   0 240,000 0
OMEGA ALPHA SPAC CL A G6749V107 3,894 400,000 SH   OTR   0 400,000 0
OMNICHANNEL ACQUISITION CORP UNIT 99/99/9999 68218L207 5,174 502,400 SH   OTR   0 502,400 0
ON SEMICONDUCTOR CORP COM 682189105 1,316 28,758 SH   OTR   0 28,758 0
OWLET INC COM CL A 69120X107 1,118 200,000 SH   OTR   0 200,000 0
PAR TECHNOLOGY CORP NOTE 1.500%10/1 698884AE3 5,391 5,000,000 PRN   OTR   0 0 5,000,000
PAYPAL HLDGS INC COM 70450Y103 1,787 6,866 SH   OTR   0 6,866 0
PELOTON INTERACTIVE INC CL A COM 70614W100 370 4,250 SH   OTR   0 4,250 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 37,327 610,611 SH   OTR   0 610,611 0
PERFICIENT INC NOTE 1.250% 8/0 71375UAD3 51,903 22,874,000 PRN   OTR   0 0 22,874,000
PG&E CORP UNIT 99/99/9999 69331C140 21,256 222,342 SH   OTR   0 222,342 0
PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 127 115,086 SH   OTR   0 115,086 0
PIONEER MERGER CORP CL A SHS G7S24C103 4,495 452,629 SH   OTR   0 452,629 0
PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 81 92,200 SH   OTR   0 92,200 0
PIVOTAL INVESTMENT CORP III COM CL A 72582M106 4,870 500,000 SH   OTR   0 500,000 0
PLAYSTUDIOS INC CLASS A COM 72815G108 912 200,000 SH   OTR   0 200,000 0
PLUG POWER INC NOTE 3.750% 6/0 72919PAD5 50,782 9,925,000 PRN   OTR   0 0 9,925,000
PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 4,950 500,000 SH   OTR   0 500,000 0
PRUDENTIAL FINL INC COM 744320102 212 2,016 SH   OTR   0 2,016 0
PWP FORWARD ACQUISITION CORP UNIT 03/10/2026 74709Q200 4,965 500,000 SH   OTR   0 500,000 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 20,278 181,912 SH   OTR   0 181,912 0
RENOVACOR INC *W EXP 99/99/999 75989E114 200 250,000 SH   OTR   0 250,000 0
REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 488 1,220,600 SH   OTR   0 1,220,600 0
RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 14,820 1,500,000 SH   OTR   0 1,500,000 0
RXR ACQUISITION CORP UNIT 01/01/2025 74981W206 6,895 700,000 SH   OTR   0 700,000 0
S&P GLOBAL INC COM 78409V104 499 1,174 SH   OTR   0 1,174 0
SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 174 217,955 SH   OTR   0 217,955 0
SANDBRIDGE X2 CORP COM CLASS A 799792106 5,568 573,448 SH   OTR   0 573,448 0
SCHWAB STRATEGIC TR SCHWAB FDT US LG 808524771 280 5,185 SH   OTR   0 5,185 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 2,039 32,586 SH   OTR   0 32,586 0
SCVX CORP *W EXP 01/24/202 G79448117 120 149,900 SH   OTR   0 149,900 0
SCVX CORP COM G79448208 497 50,000 SH   OTR   0 50,000 0
SCVX CORP UNIT 99/99/9999 G79448109 4,806 469,800 SH   OTR   0 469,800 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 8,112 8,000,000 PRN   OTR   0 0 8,000,000
SELECT SECTOR SPDR TR ENERGY 81369Y506 25,524 490,000 SH Call OTR   0 490,000 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 15,627 300,000 SH Put OTR   0 300,000 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 6,251 120,000 SH   OTR   0 120,000 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 492 13,110 SH   OTR   0 13,110 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 27,022 720,000 SH Call OTR   0 720,000 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,016 15,902 SH   OTR   0 15,902 0
SHOPIFY INC CL A 82509L107 2,306 1,701 SH   OTR   0 1,701 0
SILVERBOX ENGAGED MERGER CO UNIT 03/31/2028 82836L200 12,909 1,300,000 SH   OTR   0 1,300,000 0
SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 6,125 625,000 SH   OTR   0 625,000 0
SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 4,905 500,000 SH   OTR   0 500,000 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 6,716 675,000 SH   OTR   0 675,000 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 6,669 675,000 SH   OTR   0 675,000 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 10,165 1,001,483 SH   OTR   0 1,001,483 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G82514103 12,607 1,245,742 SH   OTR   0 1,245,742 0
SOFI TECHNOLOGIES INC COM 83406F102 748 47,100 SH Call OTR   0 47,100 0
SOFI TECHNOLOGIES INC COM 83406F102 317 19,990 SH   OTR   0 19,990 0
SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 331 6,831 SH   OTR   0 6,831 0
SOUTHERN CO COM 842587107 1,934 31,203 SH   OTR   0 31,203 0
SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 2,461 241,531 SH   OTR   0 241,531 0
SPDR GOLD TR GOLD SHS 78463V107 28,082 171,000 SH Call OTR   0 171,000 0
SPDR GOLD TR GOLD SHS 78463V107 26,604 162,000 SH Put OTR   0 162,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 402,018 936,800 SH Call OTR   0 936,800 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,403 17,250 SH   OTR   0 17,250 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 119,816 279,200 SH Put OTR   0 279,200 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 1,825 16,685 SH   OTR   0 16,685 0
SPDR SER TR PORTFLI TIPS ETF 78464A656 1,098 35,294 SH   OTR   0 35,294 0
SPDR SER TR S&P OILGAS EXP 78468R556 9,672 100,000 SH Call OTR   0 100,000 0
SPDR SER TR S&P REGL BKG 78464A698 10,163 150,000 SH Call OTR   0 150,000 0
SQUARE INC CL A 852234103 1,527 6,368 SH   OTR   0 6,368 0
STANLEY BLACK & DECKER INC COM 854502101 5,843 33,328 SH   OTR   0 33,328 0
STERLING CHECK CORP COM 85917T109 2,077 80,000 SH   OTR   0 80,000 0
STEVANATO GROUP S P A ORD SHS T9224W109 884 34,938 SH   OTR   0 34,938 0
SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 132 140,000 SH   OTR   0 140,000 0
SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 733 75,000 SH   OTR   0 75,000 0
SUPERNOVA PARTNERS ACQUISTN *W EXP 99/99/999 G8T86C121 140 175,000 SH   OTR   0 175,000 0
SVF INVESTMENT CORP CL A SHS G8601L102 2,440 250,000 SH   OTR   0 250,000 0
SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 8,698 875,000 SH   OTR   0 875,000 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100 3,437 350,000 SH   OTR   0 350,000 0
SVF INVESTMENT CORP 3 CL A SHS G8601N108 4,915 500,000 SH   OTR   0 500,000 0
SWITCHBACK II CORPORATION COM CL A G8633T115 10,141 1,018,206 SH   OTR   0 1,018,206 0
TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 334 575,000 SH   OTR   0 575,000 0
TAILWIND ACQUISITION CORP COM CL A 87403Q102 1,153 117,928 SH   OTR   0 117,928 0
TASEKO MINES LTD COM 876511106 302 160,000 SH   OTR   0 160,000 0
TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 6,649 675,000 SH   OTR   0 675,000 0
TECH AND ENERGY TRANSITION UNIT 03/31/2028 87823R201 3,970 400,000 SH   OTR   0 400,000 0
TEEKAY CORPORATION COM Y8564W103 275 75,000 SH   OTR   0 75,000 0
TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 2,216 2,211,000 PRN   OTR   0 0 2,211,000
TEEKAY TANKERS LTD CL A Y8565N300 218 15,000 SH   OTR   0 15,000 0
TESLA INC COM 88160R101 6,412 8,268 SH   OTR   0 8,268 0
THIMBLE POINT ACQUISITION CO *W EXP 02/04/202 88408P115 317 333,333 SH   OTR   0 333,333 0
THIMBLE POINT ACQUISITION CO COM CL A 88408P107 9,940 1,000,000 SH   OTR   0 1,000,000 0
THOUGHTWORKS HOLDING INC COM 88546E105 1,436 50,000 SH   OTR   0 50,000 0
THUNDER BRIDGE CAP PRTNRS II *W EXP 02/15/202 88605T118 100 133,820 SH   OTR   0 133,820 0
TIGA ACQUISITION CORP UNIT 99/99/9999 G88672129 5,220 500,000 SH   OTR   0 500,000 0
TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 7,000 700,000 SH   OTR   0 700,000 0
TRAEGER INC COMMON STOCK 89269P103 523 25,000 SH   OTR   0 25,000 0
TREBIA ACQUISITION CORP COM CL A G9027T109 21,307 2,150,000 SH   OTR   0 2,150,000 0
TREPONT ACQUISITION CORP I UNIT 99/99/9999 G9095M119 8,713 850,000 SH   OTR   0 850,000 0
TRICIDA INC NOTE 3.500% 5/1 89610FAB7 1,513 3,300,000 PRN   OTR   0 0 3,300,000
TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 383 562,500 SH   OTR   0 562,500 0
TUSCAN HLDGS CORP II COM 90070A103 9,605 950,000 SH   OTR   0 950,000 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 4,625 4,425,000 PRN   OTR   0 0 4,425,000
TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 200 316,980 SH   OTR   0 316,980 0
UGI CORP NEW UNIT 99/99/9999 902681113 742 7,381 SH   OTR   0 7,381 0
UPHEALTH INC *W EXP 06/08/202 91532B119 98 214,014 SH   OTR   0 214,014 0
UPSTART HLDGS INC COM 91680M107 777 2,456 SH   OTR   0 2,456 0
URBAN ONE INC CL D NON VTG 91705J204 375 55,000 SH   OTR   0 55,000 0
VANECK ETF TRUST GOLD MINERS ETF 92189F106 3,978 135,000 SH Call OTR   0 135,000 0
VANECK ETF TRUST GOLD MINERS ETF 92189F106 23,576 800,000 SH   OTR   0 800,000 0
VANECK ETF TRUST JP MRGAN EM LOC 92189H300 11,650 388,721 SH   OTR   0 388,721 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 7,619 144,911 SH   OTR   0 144,911 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 15,143 183,754 SH   OTR   0 183,754 0
VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 220 1,435 SH   OTR   0 1,435 0
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 237 2,293 SH   OTR   0 2,293 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 10,865 7,000,000 PRN   OTR   0 0 7,000,000
VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 11,108 1,118,646 SH   OTR   0 1,118,646 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 7,313 750,000 SH   OTR   0 750,000 0
VIRGIN GROUP ACQUISIT CORP I UNIT 99/99/9999 G9460K110 5,940 600,000 SH   OTR   0 600,000 0
VOLTA INC COM CL A 92873V102 865 100,000 SH   OTR   0 100,000 0
VPC IMPACT ACQU HOLDI III IN COM CL A 91835J108 2,478 250,000 SH   OTR   0 250,000 0
VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 100 74,398 SH   OTR   0 74,398 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 209 3,546 SH   OTR   0 3,546 0
YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 500 471,400 SH   OTR   0 471,400 0
YUCAIPA ACQUISITION CORP COM G9879L105 15,808 1,599,999 SH   OTR   0 1,599,999 0
ZENVIA INC CLASS A COM G9889V101 3,444 250,500 SH   OTR   0 250,500 0
ZSCALER INC COM 98980G102 339 1,294 SH   OTR   0 1,294 0
Z-WORK ACQUISITION CORP UNIT 99/99/9999 98880C201 2,478 250,000 SH   OTR   0 250,000 0