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
AES CORP UNIT 02/15/2024 00130H204 13,625 154,178 SH   OTR   0 154,178 0
AFLAC INC COM 001055102 11,240 200,000 SH Put OTR   0 200,000 0
ALCOA CORP COM 013872106 842 25,000 SH   OTR   0 25,000 0
ALPHABET INC CAP STK CL A 02079K305 4,891 51,137 SH   OTR   0 51,137 0
ALPHABET INC CAP STK CL A 02079K305 13,171 137,700 SH Call OTR   0 137,700 0
ALTC ACQUISITION CORP COM CL A 02156V109 10,736 1,100,000 SH   OTR   0 1,100,000 0
ALTIMETER GROWTH CORP 2 COM CL A G0371B109 2,923 295,000 SH   OTR   0 295,000 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 14,155 14,000,000 PRN   OTR   0 0 14,000,000
AMERICAN ELEC PWR CO INC COM 025537101 5,202 60,177 SH   OTR   0 60,177 0
AMERICAN INTL GROUP INC COM NEW 026874784 9,496 200,000 SH Put OTR   0 200,000 0
ANGEL POND HOLDINGS CORP SHS CL A G0447J102 7,373 750,000 SH   OTR   0 750,000 0
ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 13 200,000 SH   OTR   0 200,000 0
ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 2,946 300,000 SH   OTR   0 300,000 0
ARGUS CAPITAL CORP *W EXP 08/31/202 04026L113 32 211,227 SH   OTR   0 211,227 0
ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 2,453 250,000 SH   OTR   0 250,000 0
AVALARA INC COM 05338G106 551 6,000 SH   OTR   0 6,000 0
AVISTA PUB ACQUISITION CORP *W EXP 04/06/202 G07247128 50 100,000 SH   OTR   0 100,000 0
AVISTA PUB ACQUISITION CORP CLASS A ORD SHS G07247102 9,598 940,514 SH   OTR   0 940,514 0
BECTON DICKINSON & CO COM 075887109 1,667 7,479 SH   OTR   0 7,479 0
BIOMX INC *W EXP 10/28/202 09090D111 3 80,605 SH   OTR   0 80,605 0
BIOTE CORP *W EXP 05/26/202 090683111 87 254,745 SH   OTR   0 254,745 0
BOOKING HOLDINGS INC COM 09857L108 1,147 698 SH   OTR   0 698 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 1,325 13,090 SH   OTR   0 13,090 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 865 15,147,348 SH   OTR   0 15,147,348 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 2,999 11,108,579 SH   OTR   0 11,108,579 0
BROOGE ENERGY LTD SHS G1611B107 1,575 202,973 SH   OTR   0 202,973 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 972 1,352,000 PRN   OTR   0 0 1,352,000
CALIFORNIA RES CORP COM STOCK 13057Q305 5,042 131,198 SH   OTR   0 131,198 0
CALLON PETE CO DEL COM 13123X508 3,619 103,378 SH   OTR   0 103,378 0
CARNIVAL CORP COMMON STOCK 143658300 70 10,000 SH Put OTR   0 10,000 0
CBOE GLOBAL MKTS INC COM 12503M108 3,228 27,500 SH   OTR   0 27,500 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 27 150,000 SH   OTR   0 150,000 0
CENTURY ALUM CO NOTE 2.750% 5/0 156431AQ1 3,449 5,473,000 PRN   OTR   0 0 5,473,000
CHORD ENERGY CORPORATION COM NEW 674215207 9,670 70,706 SH   OTR   0 70,706 0
CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 24 282,435 SH   OTR   0 282,435 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 16 115,000 SH   OTR   0 115,000 0
CLARIVATE PLC 5.25% PFD CONV A G21810208 3,220 75,509 SH   OTR   0 75,509 0
COHERENT CORP 6% CONV PFD A 19247G206 1,061 6,781 SH   OTR   0 6,781 0
CORSAIR PARTNERING CORP UNIT 99/99/9999 G2540H124 10,835 1,100,000 SH   OTR   0 1,100,000 0
CRITEO S A SPONS ADS 226718104 61,088 2,260,000 SH   OTR   0 2,260,000 0
CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 8,153 821,912 SH   OTR   0 821,912 0
DANAHER CORPORATION COM 235851102 16,862 65,284 SH   OTR   0 65,284 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 402 1,501,927 SH   OTR   0 1,501,927 0
DISNEY WALT CO COM 254687106 924 9,800 SH   OTR   0 9,800 0
DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113 35 72,980 SH   OTR   0 72,980 0
DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 2,094 210,200 SH   OTR   0 210,200 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 7,832 800,000 SH   OTR   0 800,000 0
EARTHSTONE ENERGY INC CL A 27032D304 2,348 190,575 SH   OTR   0 190,575 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023 28414H202 793 37,935 SH   OTR   0 37,935 0
ENERPLUS CORP COM 292766102 5,767 406,956 SH   OTR   0 406,956 0
EPR PPTYS PFD C CV 5.75% 26884U208 567 32,822 SH   OTR   0 32,822 0
ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1 2,726 4,850,000 PRN   OTR   0 0 4,850,000
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 1,599 2,500,000 PRN   OTR   0 0 2,500,000
FAST RADIUS INC *W EXP 02/11/202 31187R118 3 102,352 SH   OTR   0 102,352 0
FIFTH WALL ACQUISITN CORP II CLASS A ORD SHS G34142102 5,904 600,000 SH   OTR   0 600,000 0
FINTECH ACQUISITION CORP VI *W EXP 03/31/202 31811H114 3 62,500 SH   OTR   0 62,500 0
FINTECH ACQUISITION CORP VI UNIT 06/24/2026 31811H205 8,432 850,000 SH   OTR   0 850,000 0
FOXO TECHNOLOGIES INC *W EXP 08/01/202 351471115 272 2,715,542 SH   OTR   0 2,715,542 0
FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 13 150,000 SH   OTR   0 150,000 0
GELESIS HLDGS INC *W EXP 01/13/202 36850R113 29 575,000 SH   OTR   0 575,000 0
GFL ENVIRONMENTAL INC UNIT 03/15/2023 36168Q120 22,401 387,562 SH   OTR   0 387,562 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 2,237 748,889 SH   OTR   0 748,889 0
GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128 5 83,334 SH   OTR   0 83,334 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 1,144 115,000 SH   OTR   0 115,000 0
GORES HLDGS VIII INC CL A 382863108 29,610 3,000,000 SH   OTR   0 3,000,000 0
GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 1,056 107,500 SH   OTR   0 107,500 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 2,072 2,000,000 PRN   OTR   0 0 2,000,000
GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 10 166,666 SH   OTR   0 166,666 0
HUMANCO ACQUISITION CORP *W EXP 99/99/999 44487N117 2 15,470 SH   OTR   0 15,470 0
HUMANCO ACQUISITION CORP UNIT 12/08/2023 44487N208 4,985 500,000 SH   OTR   0 500,000 0
INFINERA CORP COM 45667G103 146 30,100 SH Call OTR   0 30,100 0
INFINERA CORP DEBT 3.750% 8/0 45667GAF0 4,059 4,075,000 PRN   OTR   0 0 4,075,000
INNOVATE CORP NOTE 7.500% 8/0 404139AG2 857 1,333,000 PRN   OTR   0 0 1,333,000
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 23,714 18,505,000 PRN   OTR   0 0 18,505,000
INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 17 420,289 SH   OTR   0 420,289 0
INTERPRIVATE II ACQUISITION UNIT 99/99/9999 46064Q207 3,936 400,000 SH   OTR   0 400,000 0
INTERPRIVATE III FINANCIAL P COM CL A 46064R106 3,916 400,000 SH   OTR   0 400,000 0
INTERPRIVATE IV INFRATECH PR UNIT 03/05/2026 46064T201 3,924 400,000 SH   OTR   0 400,000 0
INTREPID POTASH INC COM 46121Y201 1,088 27,500 SH   OTR   0 27,500 0
INVESCO EXCHANGE TRADED FD T DYNMC ENRG EXP 46137V761 1,781 64,638 SH   OTR   0 64,638 0
INVESCO QQQ TR UNIT SER 1 46090E103 352,249 1,318,000 SH Call OTR   0 1,318,000 0
INVESCO QQQ TR UNIT SER 1 46090E103 152,739 571,500 SH Put OTR   0 571,500 0
INVESCO QQQ TR UNIT SER 1 46090E103 49,969 186,968 SH   OTR   0 186,968 0
ISHARES INC MSCI BRAZIL ETF 464286400 13,334 450,000 SH Put OTR   0 450,000 0
ISHARES INC MSCI BRAZIL ETF 464286400 4,445 150,000 SH   OTR   0 150,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 12,284 475,000 SH Call OTR   0 475,000 0
ISHARES TR FLTG RATE NT ETF 46429B655 6,439 128,091 SH   OTR   0 128,091 0
ISHARES TR IBOXX HI YD ETF 464288513 48,545 680,000 SH Put OTR   0 680,000 0
ISHARES TR IBOXX HI YD ETF 464288513 8,031 112,500 SH Call OTR   0 112,500 0
ISHARES TR IBOXX HI YD ETF 464288513 5,511 77,200 SH   OTR   0 77,200 0
ISHARES TR IBOXX INV CP ETF 464287242 8,401 82,000 SH Put OTR   0 82,000 0
ISHARES TR IBOXX INV CP ETF 464287242 102,450 1,000,000 SH Call OTR   0 1,000,000 0
ISHARES TR IBOXX INV CP ETF 464287242 9,522 92,940 SH   OTR   0 92,940 0
ISHARES TR JPMORGAN USD EMG 464288281 4,764 60,000 SH   OTR   0 60,000 0
ISHARES TR JPMORGAN USD EMG 464288281 59,550 750,000 SH Call OTR   0 750,000 0
ISHARES TR JPMORGAN USD EMG 464288281 50,816 640,000 SH Put OTR   0 640,000 0
ISHARES TR MSCI EAFE ETF 464287465 1,120 20,000 SH Call OTR   0 20,000 0
ISHARES TR MSCI EAFE ETF 464287465 9,522 170,000 SH Put OTR   0 170,000 0
ISHARES TR MSCI EAFE ETF 464287465 2,862 51,100 SH   OTR   0 51,100 0
ISHARES TR MSCI EMG MKT ETF 464287234 2,093 60,000 SH Put OTR   0 60,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 2,965 85,000 SH   OTR   0 85,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 69,760 2,000,000 SH Call OTR   0 2,000,000 0
ISHARES TR MSCI UK ETF NEW 46435G334 524 20,000 SH   OTR   0 20,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 845 5,124 SH   OTR   0 5,124 0
ISHARES TR RUSSELL 2000 ETF 464287655 10,852 65,800 SH Put OTR   0 65,800 0
ISHARES TR TIPS BD ETF 464287176 94,410 900,000 SH Call OTR   0 900,000 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 7,463 750,000 SH   OTR   0 750,000 0
KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 9 300,000 SH   OTR   0 300,000 0
KAIROS ACQUISITION CORP CL A SHS G52110114 4,876 490,000 SH   OTR   0 490,000 0
KHOSLA VENTURES ACQUISITION CL A 482504107 2,691 274,600 SH   OTR   0 274,600 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 4,890 500,000 SH   OTR   0 500,000 0
KKR & CO INC 6% MCONV PFD C 48251W401 3,165 58,150 SH   OTR   0 58,150 0
LANNETT CO INC NOTE 4.500%10/0 51602UAC2 357 2,975,000 PRN   OTR   0 0 2,975,000
LDH GROWTH CORP I UNIT 03/17/2026 G54094118 1,980 200,000 SH   OTR   0 200,000 0
LEAD EDGE GROWTH OPRTUNTS LT *W EXP 04/01/202 G54085116 2 37,500 SH   OTR   0 37,500 0
LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 3 125,000 SH   OTR   0 125,000 0
LOCKHEED MARTIN CORP COM 539830109 2,897 7,500 SH   OTR   0 7,500 0
MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 4,789 482,300 SH   OTR   0 482,300 0
MATADOR RES CO COM 576485205 9,715 198,582 SH   OTR   0 198,582 0
METLIFE INC COM 59156R108 18,842 310,000 SH Put OTR   0 310,000 0
MFA FINL INC COM 55272X607 2,680 344,497 SH   OTR   0 344,497 0
MICRON TECHNOLOGY INC COM 595112103 2,505 50,000 SH Put OTR   0 50,000 0
MICROSOFT CORP COM 594918104 104,805 450,000 SH Put OTR   0 450,000 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 10,577 9,233,000 PRN   OTR   0 0 9,233,000
MR COOPER GROUP INC COM 62482R107 16,123 398,103 SH   OTR   0 398,103 0
NEWMONT CORP COM 651639106 1,369 32,578 SH   OTR   0 32,578 0
NEXTERA ENERGY INC COM 65339F101 3,136 40,000 SH Put OTR   0 40,000 0
NEXTERA ENERGY INC UNIT 03/01/2023 65339F770 3,228 64,840 SH   OTR   0 64,840 0
NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 82 1,445,000 SH   OTR   0 1,445,000 0
NORTH MOUNTAIN MERGER CORP UNIT 09/16/2025 661204206 11,385 1,138,500 SH   OTR   0 1,138,500 0
NORTHERN OIL AND GAS INC MN COM 665531307 3,560 129,871 SH   OTR   0 129,871 0
OCCIDENTAL PETE CORP COM 674599105 6,163 100,300 SH Call OTR   0 100,300 0
OCCIDENTAL PETE CORP COM 674599105 7,685 125,062 SH   OTR   0 125,062 0
ON SEMICONDUCTOR CORP COM 682189105 1,501 24,080 SH   OTR   0 24,080 0
OVINTIV INC COM 69047Q102 25,173 547,232 SH   OTR   0 547,232 0
PARAMOUNT GLOBAL 5.75% CONV PFD A 92556H305 355 11,474 SH   OTR   0 11,474 0
PDC ENERGY INC COM 69327R101 4,236 73,305 SH   OTR   0 73,305 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 11,452 266,946 SH   OTR   0 266,946 0
PERMIAN RESOURCES CORP CLASS A COM 71424F105 3,255 478,693 SH   OTR   0 478,693 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 4,771 430,555 SH   OTR   0 430,555 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 555 45,003 SH   OTR   0 45,003 0
PG&E CORP UNIT 08/16/2023 69331C140 1,119 9,792 SH   OTR   0 9,792 0
PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104 2,848 290,000 SH   OTR   0 290,000 0
PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 6 101,384 SH   OTR   0 101,384 0
PROSPECTOR CAPITAL CORP CL A G7273A105 996 100,000 SH   OTR   0 100,000 0
RANGER OIL CORPORATION CLASS A COM 70788V102 2,308 73,402 SH   OTR   0 73,402 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 3,362 32,327 SH   OTR   0 32,327 0
RENOVACOR INC *W EXP 99/99/999 75989E114 15 187,048 SH   OTR   0 187,048 0
REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 239 1,251,250 SH   OTR   0 1,251,250 0
RITHM CAPITAL CORP COM NEW 64828T201 16,525 2,257,507 SH   OTR   0 2,257,507 0
RXR ACQUISITION CORP *W EXP 03/08/202 74981W115 5 204,850 SH   OTR   0 204,850 0
RXR ACQUISITION CORP CLASS A COM 74981W107 2,699 274,250 SH   OTR   0 274,250 0
SABRE CORP 6.50% CONV PFD A 78573M203 3,530 49,459 SH   OTR   0 49,459 0
SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 9 217,955 SH   OTR   0 217,955 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 295,282 4,100,000 SH Put OTR   0 4,100,000 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 183,651 2,550,000 SH Call OTR   0 2,550,000 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 2,672 88,000 SH   OTR   0 88,000 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,067 85,000 SH   OTR   0 85,000 0
SITIO ROYALTIES CORP *W EXP 08/23/202 82982V119 509 2,991,816 SH   OTR   0 2,991,816 0
SM ENERGY CO COM 78454L100 7,705 204,863 SH   OTR   0 204,863 0
SPDR GOLD TR GOLD SHS 78463V107 162,404 1,050,000 SH Call OTR   0 1,050,000 0
SPDR GOLD TR GOLD SHS 78463V107 326,354 2,110,000 SH Put OTR   0 2,110,000 0
SPDR GOLD TR GOLD SHS 78463V107 167,731 1,084,445 SH   OTR   0 1,084,445 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 2,615 85,000 SH Put OTR   0 85,000 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 989 32,150 SH   OTR   0 32,150 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 30,651 85,814 SH   OTR   0 85,814 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 96,153 269,200 SH Put OTR   0 269,200 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 24,110 67,500 SH Call OTR   0 67,500 0
SPDR SER TR BLOOMBERG HIGH Y 78468R622 309 3,517 SH   OTR   0 3,517 0
SPDR SER TR S&P OILGAS EXP 78468R556 138,369 1,109,437 SH   OTR   0 1,109,437 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 840 17,037 SH   OTR   0 17,037 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 15,951 19,000,000 PRN   OTR   0 0 19,000,000
SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 11 133,559 SH   OTR   0 133,559 0
SVF INVESTMENT CORP *W EXP 12/20/202 G8601L128 7 42,553 SH   OTR   0 42,553 0
SVF INVESTMENT CORP CL A SHS G8601L102 1,079 108,344 SH   OTR   0 108,344 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100 1,984 200,000 SH   OTR   0 200,000 0
TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 26 321,780 SH   OTR   0 321,780 0
TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 14 140,000 SH   OTR   0 140,000 0
TRICIDA INC NOTE 3.500% 5/1 89610FAB7 4,157 7,779,000 PRN   OTR   0 0 7,779,000
UGI CORP NEW UNIT 06/01/2024 902681113 1,362 17,073 SH   OTR   0 17,073 0
VACCITECH PLC ADS 91864C107 1,737 542,673 SH   OTR   0 542,673 0
VANECK ETF TRUST GOLD MINERS ETF 92189F106 4,238 175,713 SH   OTR   0 175,713 0
VANECK ETF TRUST GOLD MINERS ETF 92189F106 85,915 3,562,000 SH Call OTR   0 3,562,000 0
VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 11,054 1,120,000 SH   OTR   0 1,120,000 0
VINTAGE WINE ESTATES INC *W EXP 06/08/202 92747V114 1,998 5,057,456 SH   OTR   0 5,057,456 0
WAYFAIR INC CL A 94419L101 572 17,579 SH   OTR   0 17,579 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 6,168 100,000 SH Put OTR   0 100,000 0
ZENDESK INC COM 98936J101 571 7,500 SH   OTR   0 7,500 0