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
5 01 ACQUISITION CORP COM CL A 33836P105 5,910 600,000 SH   OTR   0 600,000 0
ABBOTT LABS COM 002824100 9,852 70,000 SH Put OTR   0 70,000 0
ABCELLERA BIOLOGICS INC COM 00288U106 2,049 143,307 SH   OTR   0 143,307 0
ABG ACQUISITION CORP I CL A SHS G00496102 2,445 250,000 SH   OTR   0 250,000 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 694 1,224 SH   OTR   0 1,224 0
ADTHEORENT HOLDING COMPANY *W EXP 99/99/999 00739D117 7 10,397 SH   OTR   0 10,397 0
AES CORP UNIT 99/99/9999 00130H204 5,684 59,208 SH   OTR   0 59,208 0
AIRBNB INC COM CL A 009066101 608 3,650 SH   OTR   0 3,650 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 28,210 597,174 SH   OTR   0 597,174 0
ALTC ACQUISITION CORP COM CL A 02156V109 9,850 1,000,000 SH   OTR   0 1,000,000 0
ALTIMETER GROWTH CORP 2 COM CL A G0371B109 5,320 539,553 SH   OTR   0 539,553 0
ALTRIA GROUP INC COM 02209S103 6,255 132,000 SH Call OTR   0 132,000 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 23,542 17,000,000 PRN   OTR   0 0 17,000,000
AMERICAN ELEC PWR CO INC COM 025537101 3,801 42,727 SH   OTR   0 42,727 0
AMYRIS INC COM NEW 03236M200 379 70,000 SH Call OTR   0 70,000 0
ANZU SPECIAL ACQUISITIN CORP UNIT 01/27/2026 03737A200 1,667 167,390 SH   OTR   0 167,390 0
APTIV PLC 5.5% CNV PFD A G6095L117 297 1,613 SH   OTR   0 1,613 0
ARCH RESOURCES INC NOTE 5.250%11/1 039389AB7 17,853 6,750,000 PRN   OTR   0 0 6,750,000
ARGUS CAPITAL CORP UNIT 08/31/2028 04026L204 4,550 450,000 SH   OTR   0 450,000 0
ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 2,425 250,000 SH   OTR   0 250,000 0
AT&T INC COM 00206R102 2,460 100,000 SH Call OTR   0 100,000 0
AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 7,768 800,000 SH   OTR   0 800,000 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 4,560 35,289 SH   OTR   0 35,289 0
BECTON DICKINSON & CO COM 075887109 3,079 12,243 SH   OTR   0 12,243 0
BERKSHIRE GREY INC COM CL A 084656107 2,065 375,483 SH   OTR   0 375,483 0
BIOMX INC *W EXP 10/16/202 09090D111 9 80,605 SH   OTR   0 80,605 0
BLACKSTONE INC COM 09260D107 3,365 26,004 SH   OTR   0 26,004 0
BLADE AIR MOBILITY INC CL A COM 092667104 2,537 287,273 SH   OTR   0 287,273 0
BLOOMIN BRANDS INC NOTE 5.000% 5/0 094235AB4 41,097 21,000,000 PRN   OTR   0 0 21,000,000
BOOKING HOLDINGS INC COM 09857L108 1,675 698 SH   OTR   0 698 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 4,046 35,284 SH   OTR   0 35,284 0
BRIDGETOWN 2 HOLDINGS LTD CL A G1355V103 1,239 125,000 SH   OTR   0 125,000 0
BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 2,463 250,000 SH   OTR   0 250,000 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 12,430 5,989 SH   OTR   0 5,989 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 1,404 15,843,197 SH   OTR   0 15,843,197 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 5,300 9,635,540 SH   OTR   0 9,635,540 0
BROOGE ENERGY LTD SHS G1611B107 2,058 223,747 SH   OTR   0 223,747 0
BTRS HOLDINGS INC COM CL 1 11778X104 12,104 1,547,827 SH   OTR   0 1,547,827 0
CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 320 508,356 SH   OTR   0 508,356 0
CARNIVAL CORP COMMON STOCK 143658300 2,012 100,000 SH Call OTR   0 100,000 0
CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 375 750,000 SH   OTR   0 750,000 0
CATERPILLAR INC COM 149123101 239 1,154 SH   OTR   0 1,154 0
CC NEUBERGER PRINCIPAL HOLDN UNIT 99/99/9999 G1992N118 7,500 750,000 SH   OTR   0 750,000 0
CF ACQUISITION CORP V *W EXP 01/25/202 12520R114 144 266,666 SH   OTR   0 266,666 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 6,209 88,364 SH   OTR   0 88,364 0
CHURCHILL CAPITAL CORP V UNIT 99/99/9999 17144T206 5,050 500,000 SH   OTR   0 500,000 0
CHURCHILL CAPITAL CORP VII UNIT 99/99/9999 17144M201 5,762 575,000 SH   OTR   0 575,000 0
CI&T INC COM CL A G21307106 222 18,669 SH   OTR   0 18,669 0
CLARIVATE PLC 5.25% PFD CONV A G21810208 37,382 411,421 SH   OTR   0 411,421 0
COINBASE GLOBAL INC COM CL A 19260Q107 589 2,333 SH   OTR   0 2,333 0
COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 494 50,000 SH   OTR   0 50,000 0
CORSAIR PARTNERING CORP UNIT 99/99/9999 G2540H124 9,456 945,554 SH   OTR   0 945,554 0
CORTEVA INC COM 22052L104 946 20,000 SH Call OTR   0 20,000 0
CRITEO S A SPONS ADS 226718104 87,846 2,260,000 SH   OTR   0 2,260,000 0
CRYOLIFE INC NOTE 4.250% 7/0 228903AB6 5,780 5,000,000 PRN   OTR   0 0 5,000,000
CVS HEALTH CORP COM 126650100 258 2,498 SH   OTR   0 2,498 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 2,001 912 SH   OTR   0 912 0
DANAHER CORPORATION COM 235851102 27,874 84,720 SH   OTR   0 84,720 0
DBX ETF TR XTRACK HRVST CSI 233051879 4,876 124,735 SH   OTR   0 124,735 0
DEERE & CO COM 244199105 283 826 SH   OTR   0 826 0
DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 494 1,000,000 SH   OTR   0 1,000,000 0
DEXCOM INC COM 252131107 877 1,634 SH   OTR   0 1,634 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 797 1,896,543 SH   OTR   0 1,896,543 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 10,530 10,500,000 PRN   OTR   0 0 10,500,000
DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113 96 72,980 SH   OTR   0 72,980 0
DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 2,954 300,825 SH   OTR   0 300,825 0
DOCUSIGN INC COM 256163106 277 1,820 SH   OTR   0 1,820 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 4,613 45,837 SH   OTR   0 45,837 0
DOORDASH INC CL A 25809K105 19,905 133,680 SH   OTR   0 133,680 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 7,816 800,000 SH   OTR   0 800,000 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 10,339 201,381 SH   OTR   0 201,381 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 4,468 100,045 SH   OTR   0 100,045 0
ELECTRAMECCANICA VEHS CORP COM NEW 284849205 34 15,000 SH   OTR   0 15,000 0
ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1 3,705 7,000,000 PRN   OTR   0 0 7,000,000
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 10,743 165,047 SH   OTR   0 165,047 0
ETF MANAGERS TR PRIME CYBR SCRTY 26924G201 1,251 20,366 SH   OTR   0 20,366 0
ETSY INC COM 29786A106 1,674 7,644 SH   OTR   0 7,644 0
EVERCOMMERCE INC COM 29977X105 18,900 1,200,000 SH   OTR   0 1,200,000 0
EXCHANGE TRADED CONCEPTS TR ROBO GLB ETF 301505707 4,365 62,262 SH   OTR   0 62,262 0
EXPEDIA GROUP INC COM NEW 30212P303 472 2,610 SH   OTR   0 2,610 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 484 3,482,673 SH   OTR   0 3,482,673 0
FINTECH ACQUISITION CORP VI UNIT 06/24/2026 31811H205 11,045 1,100,000 SH   OTR   0 1,100,000 0
FIRST TR EXCHANGE-TRADED FD CAP STRENGTH ETF 33733E104 3,516 41,588 SH   OTR   0 41,588 0
FLEXSHARES TR MORNSTAR UPSTR 33939L407 17,720 448,720 SH   OTR   0 448,720 0
FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 8,835 890,643 SH   OTR   0 890,643 0
FTAC HERA ACQUISITION CORP UNIT 02/28/2026 G3728Y129 5,522 550,000 SH   OTR   0 550,000 0
FTS INTERNATIONAL INC COM NEW CL A 30283W302 1,313 50,000 SH   OTR   0 50,000 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 15,883 182,673 SH   OTR   0 182,673 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 6,086 1,452,603 SH   OTR   0 1,452,603 0
GLOBAL PARTNER ACQISTN CORP UNIT 01/06/2026 G3934P110 5,910 600,000 SH   OTR   0 600,000 0
GLOBAL SHIP LEASE INC NEW COM CL A Y27183600 1,031 45,000 SH   OTR   0 45,000 0
GLOBAL X FDS ARTIFICIAL ETF 37954Y632 803 25,247 SH   OTR   0 25,247 0
GLOBAL X FDS GLOBAL X URANIUM 37954Y871 1,055 46,252 SH   OTR   0 46,252 0
GLOBAL X FDS GLOBAL X URANIUM 37954Y871 4,564 200,000 SH Call OTR   0 200,000 0
GLOBAL X FDS LITHIUM BTRY ETF 37954Y855 496 5,876 SH   OTR   0 5,876 0
GOLDMAN SACHS GROUP INC COM 38141G104 465 1,216 SH   OTR   0 1,216 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 959 1,000,000 PRN   OTR   0 0 1,000,000
GREAT AJAX CORP 7.25 CV SR NT 24 38983D409 5,381 206,890 SH   OTR   0 206,890 0
GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 1,342 1,000,000 PRN   OTR   0 0 1,000,000
GROUP NINE ACQUISITION CORP UNIT 01/15/2026 39947R203 5,065 500,000 SH   OTR   0 500,000 0
GROWTH CAP ACQUISITION CORP CL A 39986V107 414 41,669 SH   OTR   0 41,669 0
HAYMAKER ACQUISITION CORP II CLASS A COM 42087R108 2,450 250,000 SH   OTR   0 250,000 0
HEALTHCARE CAPITAL CORP *W EXP 12/31/202 42228C119 294 600,000 SH   OTR   0 600,000 0
HEALTHCARE CAPITAL CORP COM CL A 42228C101 4,661 474,628 SH   OTR   0 474,628 0
HELIX ACQUISITION CORP COM CL A G4444C102 1,484 150,000 SH   OTR   0 150,000 0
HOME PT CAPITAL INCORPORATED COM 43734L106 560 124,409 SH   OTR   0 124,409 0
HUAZHU GROUP LTD NOTE 3.000% 5/0 44332NAB2 8,448 7,479,000 PRN   OTR   0 0 7,479,000
HUMANCO ACQUISITION CORP UNIT 12/08/2023 44487N208 5,065 500,000 SH   OTR   0 500,000 0
IHS HOLDING LIMITED ORD SHS G4701H109 2,609 185,000 SH   OTR   0 185,000 0
II-VI INC 6% CONV PFD A 902104306 4,077 14,406 SH   OTR   0 14,406 0
INNOVATE CORP NOTE 7.500% 8/0 404139AG2 2,345 2,123,000 PRN   OTR   0 0 2,123,000
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 31,488 19,602,000 PRN   OTR   0 0 19,602,000
INSU ACQUISITION CORP III COM CL A 457817104 2,450 250,000 SH   OTR   0 250,000 0
INSU ACQUISITION CORP III UNIT 12/31/2026 457817302 9,960 1,000,000 SH   OTR   0 1,000,000 0
INTERPRIVATE II ACQUISITION UNIT 99/99/9999 46064Q207 3,956 400,000 SH   OTR   0 400,000 0
INTERPRIVATE III FINANCIAL P COM CL A 46064R106 3,964 400,000 SH   OTR   0 400,000 0
INTERPRIVATE IV INFRATECH PR UNIT 03/05/2026 46064T201 3,940 400,000 SH   OTR   0 400,000 0
INVESCO DB MULTI-SECTOR COMM AGRICULTURE FD 46140H106 9,875 500,000 SH Call OTR   0 500,000 0
INVESCO EXCH TRADED FD TR II FNDMNTL HY CRP 46138E719 6,262 322,428 SH   OTR   0 322,428 0
INVESCO EXCH TRADED FD TR II MSCI GBL TIMBR 46138E545 579 15,611 SH   OTR   0 15,611 0
INVESCO EXCH TRADED FD TR II S&P GBL WATER 46138E263 3,638 60,000 SH   OTR   0 60,000 0
INVESCO EXCH TRADED FD TR II S&P MIDCP LOW 46138E198 3,611 61,761 SH   OTR   0 61,761 0
INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 4,275 193,440 SH   OTR   0 193,440 0
INVESCO EXCHANGE TRADED FD T BUYBACK ACHIEV 46137V308 1,359 14,080 SH   OTR   0 14,080 0
INVESCO EXCHANGE TRADED FD T FTSE RAFI 1000 46137V613 3,370 19,626 SH   OTR   0 19,626 0
INVESCO QQQ TR UNIT SER 1 46090E103 30,780 77,365 SH   OTR   0 77,365 0
INVESCO QQQ TR UNIT SER 1 46090E103 242,689 610,000 SH Put OTR   0 610,000 0
INVESCO QQQ TR UNIT SER 1 46090E103 302,366 760,000 SH Call OTR   0 760,000 0
ISHARES INC MSCI BRAZIL ETF 464286400 1,404 50,000 SH   OTR   0 50,000 0
ISHARES INC MSCI BRAZIL ETF 464286400 25,123 895,000 SH Call OTR   0 895,000 0
ISHARES INC MSCI CHILE ETF 464286640 882 38,200 SH Call OTR   0 38,200 0
ISHARES INC MSCI CHILE ETF 464286640 231 10,000 SH   OTR   0 10,000 0
ISHARES SILVER TR ISHARES 46428Q109 17,208 800,000 SH Call OTR   0 800,000 0
ISHARES TR 0-5 YR TIPS ETF 46429B747 10,184 96,180 SH   OTR   0 96,180 0
ISHARES TR CHINA LG-CAP ETF 464287184 54,870 1,500,000 SH   OTR   0 1,500,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 2,744 75,000 SH Call OTR   0 75,000 0
ISHARES TR CORE S&P SCP ETF 464287804 2,960 25,846 SH   OTR   0 25,846 0
ISHARES TR FLTG RATE NT ETF 46429B655 3,585 70,675 SH   OTR   0 70,675 0
ISHARES TR GL TIMB FORE ETF 464288174 1,742 18,938 SH   OTR   0 18,938 0
ISHARES TR GLB INFRASTR ETF 464288372 9,817 206,283 SH   OTR   0 206,283 0
ISHARES TR GRWT ALLOCAT ETF 464289867 4,635 81,204 SH   OTR   0 81,204 0
ISHARES TR IBOXX HI YD ETF 464288513 57,427 660,000 SH Put OTR   0 660,000 0
ISHARES TR IBOXX HI YD ETF 464288513 533 6,127 SH   OTR   0 6,127 0
ISHARES TR IBOXX INV CP ETF 464287242 109,329 825,000 SH Put OTR   0 825,000 0
ISHARES TR IBOXX INV CP ETF 464287242 2,437 18,390 SH   OTR   0 18,390 0
ISHARES TR JPMORGAN USD EMG 464288281 38,171 350,000 SH Put OTR   0 350,000 0
ISHARES TR JPMORGAN USD EMG 464288281 16,904 155,000 SH   OTR   0 155,000 0
ISHARES TR MSCI EAFE ETF 464287465 15,736 200,000 SH Call OTR   0 200,000 0
ISHARES TR MSCI EAFE ETF 464287465 15,736 200,000 SH Put OTR   0 200,000 0
ISHARES TR MSCI EAFE ETF 464287465 703 8,929 SH   OTR   0 8,929 0
ISHARES TR MSCI EMG MKT ETF 464287234 234,236 4,795,000 SH Call OTR   0 4,795,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 5,340 109,310 SH   OTR   0 109,310 0
ISHARES TR MSCI EMG MKT ETF 464287234 8,793 180,000 SH Put OTR   0 180,000 0
ISHARES TR MSCI KLD400 SOC 464288570 2,785 29,971 SH   OTR   0 29,971 0
ISHARES TR MSCI USA MIN VOL 46429B697 4,363 53,931 SH   OTR   0 53,931 0
ISHARES TR MSCI USA QLT FCT 46432F339 2,867 19,695 SH   OTR   0 19,695 0
ISHARES TR NATIONAL MUN ETF 464288414 18,451 158,674 SH   OTR   0 158,674 0
ISHARES TR PFD AND INCM SEC 464288687 4,270 108,294 SH   OTR   0 108,294 0
ISHARES TR RUS 2000 GRW ETF 464287648 1,468 5,010 SH   OTR   0 5,010 0
ISHARES TR RUSSELL 2000 ETF 464287655 5,561 25,000 SH   OTR   0 25,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 8,898 40,000 SH Put OTR   0 40,000 0
ISHARES TR SHRT NAT MUN ETF 464288158 7,711 71,819 SH   OTR   0 71,819 0
ISHARES TR TIPS BD ETF 464287176 3,261 25,240 SH   OTR   0 25,240 0
JIYA ACQUISITION CORP COM CL A 47760M102 1,221 125,000 SH   OTR   0 125,000 0
KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 146 300,000 SH   OTR   0 300,000 0
KAIROS ACQUISITION CORP CL A SHS G52110114 4,797 490,000 SH   OTR   0 490,000 0
KHOSLA VENTURES ACQUISITION CL A 482504107 2,664 274,600 SH   OTR   0 274,600 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 4,880 500,000 SH   OTR   0 500,000 0
KKR & CO INC COM 48251W104 18,580 249,398 SH   OTR   0 249,398 0
KRANESHARES TR CSI CHI INTERNET 500767306 5,474 150,000 SH Call OTR   0 150,000 0
LAM RESEARCH CORP COM 512807108 267 371 SH   OTR   0 371 0
LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 2,433 250,000 SH   OTR   0 250,000 0
LANNETT CO INC NOTE 4.500%10/0 51602UAC2 934 2,975,000 PRN   OTR   0 0 2,975,000
LCI INDS NOTE 1.125% 5/1 501812AB7 9,671 8,750,000 PRN   OTR   0 0 8,750,000
LDH GROWTH CORP I UNIT 03/17/2026 G54094118 1,986 200,000 SH   OTR   0 200,000 0
LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 1,493 150,000 SH   OTR   0 150,000 0
LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 72 125,000 SH   OTR   0 125,000 0
LEO HLDGS CORP II COM CL A G5463R102 1,194 122,422 SH   OTR   0 122,422 0
LERER HIPPEAU ACQUISITION CO CL A 526749106 2,952 300,000 SH   OTR   0 300,000 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 7,340 2,500,000 PRN   OTR   0 0 2,500,000
LOWES COS INC COM 548661107 285 1,101 SH   OTR   0 1,101 0
LULULEMON ATHLETICA INC COM 550021109 246 628 SH   OTR   0 628 0
MAXCYTE INC COM 57777K106 457 44,819 SH   OTR   0 44,819 0
MAXEON SOLAR TECHNOLOGIES LT NOTE 6.500% 7/1 57779BAB0 1,912 1,750,000 PRN   OTR   0 0 1,750,000
MEMBERSHIP COLLECTIVE GROUP COM CL A 586001109 10,557 826,088 SH   OTR   0 826,088 0
MERCADOLIBRE INC COM 58733R102 334 248 SH   OTR   0 248 0
META PLATFORMS INC CL A 30303M102 2,304 6,850 SH   OTR   0 6,850 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 36,511 22,733,000 PRN   OTR   0 0 22,733,000
MOTIVE CAPITAL CORP SHS CL A G6293A103 18,920 1,922,721 SH   OTR   0 1,922,721 0
MR COOPER GROUP INC COM 62482R107 26,551 638,101 SH   OTR   0 638,101 0
NETFLIX INC COM 64110L106 712 1,182 SH   OTR   0 1,182 0
NEW FRONTIER HEALTH CORP ORD SHS G6461G106 4,658 406,422 SH   OTR   0 406,422 0
NEXTERA ENERGY INC COM 65339F101 4,809 51,515 SH   OTR   0 51,515 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 274 4,019 SH   OTR   0 4,019 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 3,479 60,470 SH   OTR   0 60,470 0
NISOURCE INC COM 65473P105 2,863 103,681 SH   OTR   0 103,681 0
NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 244 333,335 SH   OTR   0 333,335 0
NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 8,291 825,000 SH   OTR   0 825,000 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 978 47,500 SH   OTR   0 47,500 0
NORTHERN STAR INVEST CORP II COM CL A 66574L100 1,950 199,996 SH   OTR   0 199,996 0
NOVUS CAPITAL CORPORATION II COM CL A 67012W104 500 50,465 SH   OTR   0 50,465 0
NRG ENERGY INC COM NEW 629377508 141,186 3,277,301 SH   OTR   0 3,277,301 0
NRG ENERGY INC COM NEW 629377508 3,231 75,000 SH Call OTR   0 75,000 0
NU HLDGS LTD ORD SHS CL A G6683N103 938 100,000 SH   OTR   0 100,000 0
NVIDIA CORPORATION COM 67066G104 3,784 12,867 SH   OTR   0 12,867 0
OLAPLEX HLDGS INC COM 679369108 1,457 50,000 SH   OTR   0 50,000 0
OMEGA ALPHA SPAC CL A G6749V107 3,908 400,000 SH   OTR   0 400,000 0
OMNICHANNEL ACQUISITION CORP *W EXP 12/30/202 68218L116 148 251,200 SH   OTR   0 251,200 0
ON SEMICONDUCTOR CORP COM 682189105 1,789 26,337 SH   OTR   0 26,337 0
OWLET INC COM CL A 69120X107 386 144,700 SH   OTR   0 144,700 0
PAR TECHNOLOGY CORP NOTE 1.500%10/1 698884AE3 3,014 3,000,000 PRN   OTR   0 0 3,000,000
PAYPAL HLDGS INC COM 70450Y103 1,393 7,387 SH   OTR   0 7,387 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 16,850 241,468 SH   OTR   0 241,468 0
PG&E CORP UNIT 99/99/9999 69331C140 15,678 135,526 SH   OTR   0 135,526 0
PIONEER MERGER CORP CL A SHS G7S24C103 4,467 452,629 SH   OTR   0 452,629 0
PIVOTAL INVESTMENT CORP III COM CL A 72582M106 4,870 500,000 SH   OTR   0 500,000 0
PLUG PWR INC NOTE 3.750% 6/0 72919PAD5 55,655 9,925,000 PRN   OTR   0 0 9,925,000
PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 58 101,384 SH   OTR   0 101,384 0
PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 4,855 500,000 SH   OTR   0 500,000 0
PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2,428 250,000 SH   OTR   0 250,000 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 773 7,374 SH   OTR   0 7,374 0
READY CAPITAL CORP 7% CN SR NT 2023 75574U200 1,103 41,006 SH   OTR   0 41,006 0
RENOVACOR INC *W EXP 99/99/999 75989E114 107 187,048 SH   OTR   0 187,048 0
REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 427 1,220,600 SH   OTR   0 1,220,600 0
RIVIAN AUTOMOTIVE INC COM CL A 76954A103 3,629 35,000 SH   OTR   0 35,000 0
RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 457 45,975 SH   OTR   0 45,975 0
ROBLOX CORP CL A 771049103 1,196 11,598 SH   OTR   0 11,598 0
RXR ACQUISITION CORP UNIT 01/01/2025 74981W206 10,120 1,022,253 SH   OTR   0 1,022,253 0
SABRE CORP 6.50% CONV PFD A 78573M203 491 4,274 SH   OTR   0 4,274 0
SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 122 217,955 SH   OTR   0 217,955 0
SANDBRIDGE X2 CORP COM CLASS A 799792106 5,585 573,448 SH   OTR   0 573,448 0
SCHWAB STRATEGIC TR SCHWAB FDT US LG 808524771 3,408 58,150 SH   OTR   0 58,150 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 6,417 102,029 SH   OTR   0 102,029 0
SCVX CORP *W EXP 01/24/202 G79448117 303 892,694 SH   OTR   0 892,694 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 13,320 240,000 SH Put OTR   0 240,000 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 21,645 390,000 SH Call OTR   0 390,000 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 7,029 180,010 SH   OTR   0 180,010 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 17,573 450,000 SH Call OTR   0 450,000 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 3,905 100,000 SH Put OTR   0 100,000 0
SHOPIFY INC CL A 82509L107 2,343 1,701 SH   OTR   0 1,701 0
SILVERBOX ENGAGED MERGER CO *W EXP 06/02/202 82836L119 101 72,366 SH   OTR   0 72,366 0
SILVERBOX ENGAGED MERGER CO COM CL A 82836L101 5,075 499,998 SH   OTR   0 499,998 0
SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 1,182 119,381 SH   OTR   0 119,381 0
SOFI TECHNOLOGIES INC COM 83406F102 35,927 2,272,428 SH   OTR   0 2,272,428 0
SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 457 8,195 SH   OTR   0 8,195 0
SOUTHERN CO COM 842587107 2,421 35,299 SH   OTR   0 35,299 0
SPARTAN ACQUISITION CORP III COM CL A 84677R106 2,384 241,528 SH   OTR   0 241,528 0
SPDR GOLD TR GOLD SHS 78463V107 18,628 108,960 SH   OTR   0 108,960 0
SPDR GOLD TR GOLD SHS 78463V107 25,644 150,000 SH Put OTR   0 150,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 84,828 178,600 SH Put OTR   0 178,600 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 74,141 156,100 SH Call OTR   0 156,100 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,921 6,150 SH   OTR   0 6,150 0
SPDR SER TR BLOOMBERG HIGH Y 78468R622 5,611 51,684 SH   OTR   0 51,684 0
SPDR SER TR NUVEEN BLMBRG MU 78468R721 4,995 96,560 SH   OTR   0 96,560 0
SPDR SER TR PORTFLI TIPS ETF 78464A656 2,920 92,697 SH   OTR   0 92,697 0
STANLEY BLACK & DECKER INC COM 854502101 4,524 23,984 SH   OTR   0 23,984 0
SUNNOVA ENERGY INTL INC. COM 86745K104 268 9,600 SH   OTR   0 9,600 0
SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 120 133,559 SH   OTR   0 133,559 0
SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 731 75,000 SH   OTR   0 75,000 0
SVF INVESTMENT CORP *W EXP 12/20/202 G8601L128 55 42,553 SH   OTR   0 42,553 0
SVF INVESTMENT CORP CL A SHS G8601L102 2,694 268,374 SH   OTR   0 268,374 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100 2,000 202,000 SH   OTR   0 202,000 0
SVF INVESTMENT CORP 3 CL A SHS G8601N108 2,500 250,000 SH   OTR   0 250,000 0
TABOOLA.COM LTD ORD SHS M8744T106 2,235 287,273 SH   OTR   0 287,273 0
TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 299 575,000 SH   OTR   0 575,000 0
TARGET CORP COM 87612E106 418 1,804 SH   OTR   0 1,804 0
TEEKAY CORPORATION COM Y8564W103 283 90,200 SH   OTR   0 90,200 0
TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 2,218 2,211,000 PRN   OTR   0 0 2,211,000
TEEKAY TANKERS LTD CL A Y8565N300 164 15,000 SH   OTR   0 15,000 0
TESLA INC COM 88160R101 5,927 5,609 SH   OTR   0 5,609 0
THE TRADE DESK INC COM CL A 88339J105 206 2,251 SH   OTR   0 2,251 0
THERMO FISHER SCIENTIFIC INC COM 883556102 434 650 SH   OTR   0 650 0
TIGA ACQUISITION CORP SHS CL A G88672103 2,533 250,000 SH   OTR   0 250,000 0
TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 6,895 700,000 SH   OTR   0 700,000 0
TRICIDA INC NOTE 3.500% 5/1 89610FAB7 1,828 3,300,000 PRN   OTR   0 0 3,300,000
TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 2,468 250,000 SH   OTR   0 250,000 0
TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 252 600,000 SH   OTR   0 600,000 0
TUSCAN HLDGS CORP II COM 90070A103 5,103 500,000 SH   OTR   0 500,000 0
TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 4,481 4,425,000 PRN   OTR   0 0 4,425,000
UBER TECHNOLOGIES INC COM 90353T100 14,761 352,034 SH   OTR   0 352,034 0
UGI CORP NEW UNIT 99/99/9999 902681113 1,629 15,513 SH   OTR   0 15,513 0
UNITED STATES STL CORP NEW COM 912909108 236 9,929 SH   OTR   0 9,929 0
UPSTART HLDGS INC COM 91680M107 28,210 186,454 SH   OTR   0 186,454 0
URBAN ONE INC CL D NON VTG 91705J204 254 75,000 SH   OTR   0 75,000 0
USERTESTING INC COM 91734E101 211 25,000 SH   OTR   0 25,000 0
VACCITECH PLC ADS 91864C107 6,034 543,073 SH   OTR   0 543,073 0
VANECK ETF TRUST GOLD MINERS ETF 92189F106 4,805 150,000 SH Call OTR   0 150,000 0
VANECK ETF TRUST HIGH YLD MUNIETF 92189H409 12,643 202,511 SH   OTR   0 202,511 0
VANECK ETF TRUST MRNGSTR WDE MOAT 92189F643 3,678 48,331 SH   OTR   0 48,331 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,115 17,416 SH   OTR   0 17,416 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 13,143 255,710 SH   OTR   0 255,710 0
VANGUARD MUN BD FDS TAX EXEMPT BD 922907746 26,062 474,623 SH   OTR   0 474,623 0
VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 3,654 21,274 SH   OTR   0 21,274 0
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 3,974 35,447 SH   OTR   0 35,447 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 10,835 6,500,000 PRN   OTR   0 0 6,500,000
VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 11,103 1,118,646 SH   OTR   0 1,118,646 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 7,328 750,000 SH   OTR   0 750,000 0
VIRGIN GROUP ACQUISIT CORP I *W EXP 03/13/202 G9460K128 84 100,000 SH   OTR   0 100,000 0
VIRGIN GROUP ACQUISIT CORP I SHS CL A G9460K102 7,403 750,000 SH   OTR   0 750,000 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 3,772 57,273 SH   OTR   0 57,273 0