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 UNIT 12/30/2025 004285201 4,995 500,000 SH   OTR   0 500,000 0
ACCELERATE DIAGNOSTICS INC NOTE 2.500% 3/1 00430HAB8 1,342 1,500,000 PRN   OTR   0 0 1,500,000
ACTIVISION BLIZZARD INC COM 00507V109 384 8,132 SH   OTR   0 8,132 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 1,208 25,000 SH   OTR   0 25,000 0
ADOBE INC COM 00724F101 755 2,561 SH   OTR   0 2,561 0
ADVANCED DISP SVCS INC DEL COM 00790X101 1,114 34,918 SH   OTR   0 34,918 0
ADVANCED MICRO DEVICES INC COM 007903107 1,079 35,533 SH   OTR   0 35,533 0
AES CORP COM 00130H105 181 10,802 SH   OTR   0 10,802 0
AGNICO EAGLE MINES LTD COM 008474108 517 10,081 SH   OTR   0 10,081 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 6,723 6,610,000 PRN   OTR   0 0 6,610,000
AKERO THERAPEUTICS INC COM 00973Y108 326 17,000 SH   OTR   0 17,000 0
ALAMOS GOLD INC NEW COM CL A 011532108 707 116,857 SH   OTR   0 116,857 0
ALECTOR INC COM 014442107 363 19,095 SH   OTR   0 19,095 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2,169 15,374 SH   OTR   0 15,374 0
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 270 930,140 SH   OTR   0 930,140 0
ALLERGAN PLC SHS G0177J108 2,379 14,211 SH   OTR   0 14,211 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 1,087 1,000,000 PRN   OTR   0 0 1,000,000
ALTRIA GROUP INC COM 02209S103 362 7,650 SH   OTR   0 7,650 0
AMAZON COM INC COM 023135106 5,599 2,957 SH   OTR   0 2,957 0
AMERICAN EXPRESS CO COM 025816109 595 4,824 SH   OTR   0 4,824 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 124 13,809 SH   OTR   0 13,809 0
AMERICOLD RLTY TR COM 03064D108 347 10,700 SH   OTR   0 10,700 0
AMERISOURCEBERGEN CORP COM 03073E105 4,689 55,000 SH Call OTR   0 55,000 0
AMERISOURCEBERGEN CORP COM 03073E105 246 2,883 SH   OTR   0 2,883 0
ANADARKO PETE CORP COM 032511107 3,141 44,517 SH   OTR   0 44,517 0
ANGI HOMESERVICES INC COM CL A 00183L102 229 17,627 SH   OTR   0 17,627 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 816 816,000 PRN   OTR   0 0 816,000
APPLE INC COM 037833100 554 2,800 SH   OTR   0 2,800 0
APPLIED MATLS INC COM 038222105 458 10,205 SH   OTR   0 10,205 0
AQUA AMERICA INC UNIT 04/30/2022 03836W202 53,774 943,743 PRN   OTR   0 0 943,743
ARCONIC INC COM 03965L100 395 15,303 SH   OTR   0 15,303 0
ARES CAP CORP COM 04010L103 341 18,997 SH   OTR   0 18,997 0
ARROW ELECTRS INC COM 042735100 240 3,364 SH   OTR   0 3,364 0
ARYA SCIENCES ACQUISITION CO UNIT 10/04/2023 G3165V117 6,425 601,000 SH   OTR   0 601,000 0
ASPEN TECHNOLOGY INC COM 045327103 290 2,334 SH   OTR   0 2,334 0
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 2,179 3,000,000 PRN   OTR   0 0 3,000,000
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 13,220 12,840,000 PRN   OTR   0 0 12,840,000
AUTODESK INC COM 052769106 1,265 7,763 SH   OTR   0 7,763 0
AUTOMATIC DATA PROCESSING IN COM 053015103 215 1,300 SH   OTR   0 1,300 0
AUTONATION INC COM 05329W102 286 6,831 SH   OTR   0 6,831 0
AVALARA INC COM 05338G106 283 3,925 SH   OTR   0 3,925 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 9,061 137,020 PRN   OTR   0 0 137,020
AVNET INC COM 053807103 651 14,387 SH   OTR   0 14,387 0
AVON PRODS INC COM 054303102 2,111 544,038 SH   OTR   0 544,038 0
B2GOLD CORP COM 11777Q209 34 11,375 SH   OTR   0 11,375 0
BAIDU INC SPON ADR REP A 056752108 645 5,495 SH   OTR   0 5,495 0
BANK AMER CORP COM 060505104 590 20,349 SH   OTR   0 20,349 0
BAOZUN INC SPONSORED ADR 06684L103 1,154 23,143 SH   OTR   0 23,143 0
BARRICK GOLD CORPORATION COM 067901108 407 25,795 SH   OTR   0 25,795 0
BHP GROUP PLC SPONSORED ADR 05545E209 3,044 59,557 SH   OTR   0 59,557 0
BICYCLE THERAPEUTICS PLC SPONSORED ADS 088786108 704 70,000 SH   OTR   0 70,000 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 327 3,815 SH   OTR   0 3,815 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 4,121 3,957,000 PRN   OTR   0 0 3,957,000
BLOCK H & R INC COM 093671105 427 14,580 SH   OTR   0 14,580 0
BOEING CO COM 097023105 445 1,223 SH   OTR   0 1,223 0
BOOKING HLDGS INC COM 09857L108 1,061 566 SH   OTR   0 566 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 242 3,656 SH   OTR   0 3,656 0
BOXWOOD MERGER CORP *W EXP 11/26/202 10319T119 2,109 3,400,885 SH   OTR   0 3,400,885 0
BOXWOOD MERGER CORP UNIT 11/26/2025 10319T200 5,616 545,270 SH   OTR   0 545,270 0
BRIDGEBIO PHARMA INC COM 10806X102 936 34,697 SH   OTR   0 34,697 0
BRIGGS & STRATTON CORP COM 109043109 104 10,143 SH   OTR   0 10,143 0
BROADCOM INC COM 11135F101 695 2,413 SH   OTR   0 2,413 0
BROOKFIELD PROPERTY REIT INC CL A 11282X103 604 32,000 SH   OTR   0 32,000 0
BROWN FORMAN CORP CL B 115637209 305 5,500 SH   OTR   0 5,500 0
BURLINGTON STORES INC COM 122017106 337 1,978 SH   OTR   0 1,978 0
CABOT OIL & GAS CORP COM 127097103 265 11,533 SH   OTR   0 11,533 0
CACI INTL INC CL A 127190304 645 3,153 SH   OTR   0 3,153 0
CADENCE DESIGN SYSTEM INC COM 127387108 377 5,323 SH   OTR   0 5,323 0
CAPITOL INVT CORP IV CL A ORD G18920101 2,811 274,816 SH   OTR   0 274,816 0
CARDINAL HEALTH INC COM 14149Y108 241 5,107 SH   OTR   0 5,107 0
CARNIVAL CORP UNIT 99/99/9999 143658300 231 4,964 SH   OTR   0 4,964 0
CATERPILLAR INC DEL COM 149123101 207 1,518 SH   OTR   0 1,518 0
CBS CORP NEW CL B 124857202 376 7,540 SH   OTR   0 7,540 0
CELGENE CORP COM 151020104 5,159 55,809 SH   OTR   0 55,809 0
CEMEX SAB DE CV SPON ADR NEW 151290889 424 100,001 SH   OTR   0 100,001 0
CENTENE CORP DEL COM 15135B101 1,470 28,024 SH   OTR   0 28,024 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 2,447 48,717 PRN   OTR   0 0 48,717
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 426 709,355 SH   OTR   0 709,355 0
CHANGE HEALTHCARE INC COM 15912K100 2,001 137,035 SH   OTR   0 137,035 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 236 596 SH   OTR   0 596 0
CHASERG TECHNLGY ACQUISITN C *W EXP 04/10/202 16166A111 1,418 1,890,794 SH   OTR   0 1,890,794 0
CHEMICAL FINL CORP COM 163731102 2,312 56,241 SH   OTR   0 56,241 0
CHICOS FAS INC COM 168615102 42 12,327 SH   OTR   0 12,327 0
CHUBB LIMITED COM H1467J104 245 1,663 SH   OTR   0 1,663 0
CHURCHILL CAP CORP II UNIT 99/99/9999 17143G205 22,838 2,250,000 SH   OTR   0 2,250,000 0
CIENA CORP COM NEW 171779309 452 11,000 SH   OTR   0 11,000 0
CINEMARK HOLDINGS INC COM 17243V102 269 7,443 SH   OTR   0 7,443 0
CITRIX SYS INC COM 177376100 377 3,843 SH   OTR   0 3,843 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 21,872 15,170,000 PRN   OTR   0 0 15,170,000
CLOROX CO DEL COM 189054109 292 1,907 SH   OTR   0 1,907 0
CME GROUP INC COM 12572Q105 8,737 45,013 SH   OTR   0 45,013 0
COLFAX CORP UNIT 01/15/2022T 194014205 19,933 157,006 PRN   OTR   0 0 157,006
COLLIER CREEK HOLDINGS *W EXP 99/99/999 G22707114 63 47,000 SH   OTR   0 47,000 0
COLLIER CREEK HOLDINGS COM CL A G22707106 1,000 100,000 SH   OTR   0 100,000 0
COLLIER CREEK HOLDINGS UNIT 99/99/9999 G22707122 774 73,000 SH   OTR   0 73,000 0
CONDUENT INC COM 206787103 157 16,364 SH   OTR   0 16,364 0
CONNECTICUT WTR SVC INC COM 207797101 708 10,154 SH   OTR   0 10,154 0
CONSTELLATION ALPHA CAP CORP *W EXP 03/23/202 G2379F116 154 2,077,000 SH   OTR   0 2,077,000 0
COUPA SOFTWARE INC COM 22266L106 7,496 59,209 SH   OTR   0 59,209 0
COUSINS PPTYS INC COM NEW 222795502 448 12,382 SH   OTR   0 12,382 0
CREDICORP LTD COM G2519Y108 2,289 10,000 SH   OTR   0 10,000 0
CREE INC COM 225447101 402 7,153 SH   OTR   0 7,153 0
CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 1,352 2,080,444 SH   OTR   0 2,080,444 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 2,762 283,318 SH   OTR   0 283,318 0
CRESCENT ACQUISITION CORP UNIT 99/99/9999 22564L204 4,735 471,123 SH   OTR   0 471,123 0
CYMABAY THERAPEUTICS INC COM 23257D103 322 44,917 SH   OTR   0 44,917 0
DD3 ACQUISITION CORP UNIT 10/12/2023 G2692M129 2,867 280,000 SH   OTR   0 280,000 0
DELL TECHNOLOGIES INC CL C 24703L202 701 13,794 SH   OTR   0 13,794 0
DELTA AIR LINES INC DEL COM NEW 247361702 267 4,708 SH   OTR   0 4,708 0
DENBURY RES INC COM NEW 247916208 30 23,889 SH   OTR   0 23,889 0
DFB HEALTHCARE ACQUISTION CO *W EXP 04/11/202 23291E117 30 24,530 SH   OTR   0 24,530 0
DFB HEALTHCARE ACQUISTION CO UNIT 01/30/2023 23291E208 988 94,900 SH   OTR   0 94,900 0
DISNEY WALT CO COM DISNEY 254687106 1,820 13,037 SH   OTR   0 13,037 0
DOCUSIGN INC COM 256163106 398 8,000 SH   OTR   0 8,000 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 40,257 388,731 PRN   OTR   0 0 388,731
EDWARDS LIFESCIENCES CORP COM 28176E108 1,242 6,721 SH   OTR   0 6,721 0
EMERSON ELEC CO COM 291011104 262 3,930 SH   OTR   0 3,930 0
ENTEGRIS INC COM 29362U104 307 8,213 SH   OTR   0 8,213 0
ETSY INC COM 29786A106 1,415 23,054 SH   OTR   0 23,054 0
EURONET WORLDWIDE INC COM 298736109 538 3,200 SH   OTR   0 3,200 0
EVERGY INC COM 30034W106 253 4,214 SH   OTR   0 4,214 0
EXELA TECHNOLOGIES INC COM 30162V102 326 148,822 SH   OTR   0 148,822 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 2,706 2,375,000 PRN   OTR   0 0 2,375,000
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 3,539 3,724,917 SH   OTR   0 3,724,917 0
FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 548 421,455 SH   OTR   0 421,455 0
FAR PT ACQUISITION CORP COM CL A 30734W109 584 57,300 SH   OTR   0 57,300 0
FAR PT ACQUISITION CORP UNIT 06/01/2025 30734W208 39,724 3,722,959 SH   OTR   0 3,722,959 0
FERRARI N V COM N3167Y103 975 6,040 SH   OTR   0 6,040 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 246 17,784 SH   OTR   0 17,784 0
FIBROGEN INC COM 31572Q808 600 13,273 SH   OTR   0 13,273 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,069 51,346 SH   OTR   0 51,346 0
FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 10,709 1,000,000 SH   OTR   0 1,000,000 0
FISERV INC COM 337738108 11,590 127,139 SH   OTR   0 127,139 0
FIVE BELOW INC COM 33829M101 528 4,400 SH   OTR   0 4,400 0
FLEX LTD ORD Y2573F102 276 28,846 SH   OTR   0 28,846 0
FLUOR CORP NEW COM 343412102 246 7,300 SH   OTR   0 7,300 0
FOOT LOCKER INC COM 344849104 266 6,338 SH   OTR   0 6,338 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 1,518 1,481 PRN   OTR   0 0 1,481
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 2,578 4,031,259 SH   OTR   0 4,031,259 0
FORUM MERGER II CORP CL A 34986F103 1,006 100,000 SH   OTR   0 100,000 0
FORUM MERGER II CORP UNIT 09/30/2025 34986F202 3,343 315,000 SH   OTR   0 315,000 0
GAP INC COM 364760108 232 12,929 SH   OTR   0 12,929 0
GENWORTH FINL INC COM CL A 37247D106 50 13,494 SH   OTR   0 13,494 0
GLOBAL X FDS MSCI GREECE ETF 37950E366 956 100,000 SH   OTR   0 100,000 0
GOL LINHAS AEREAS INTLG S A SPON ADR PFD NEW 38045R206 474 28,066 SH   OTR   0 28,066 0
GOODYEAR TIRE & RUBR CO COM 382550101 245 16,010 SH   OTR   0 16,010 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 326 904,786 SH   OTR   0 904,786 0
GORES HOLDINGS III INC *W EXP 09/11/202 38286G117 163 112,600 SH   OTR   0 112,600 0
GORES HOLDINGS III INC CLASS A 38286G109 1,107 110,111 SH   OTR   0 110,111 0
GORES HOLDINGS III INC UNIT 09/07/2024 38286G208 6,309 602,600 SH   OTR   0 602,600 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 57 45,313 SH   OTR   0 45,313 0
GORES METROPOULOS INC UNIT 99/99/9999 382872208 7,331 700,000 SH   OTR   0 700,000 0
GROCERY OUTLET HLDG CORP COM 39874R101 236 7,188 SH   OTR   0 7,188 0
GS ACQUISITION HLDGS CORP *W EXP 06/12/202 36255F110 376 284,723 SH   OTR   0 284,723 0
GS ACQUISITION HLDGS CORP COM CL A 36255F102 26,212 2,585,045 SH   OTR   0 2,585,045 0
GS ACQUISITION HLDGS CORP UNIT 06/12/2023 36255F201 17,410 1,658,117 SH   OTR   0 1,658,117 0
GX ACQUISITION CORP UNIT 05/24/2026 36251A206 5,025 500,000 SH   OTR   0 500,000 0
HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 10,210 1,000,000 SH   OTR   0 1,000,000 0
HECLA MNG CO COM 422704106 132 73,192 SH   OTR   0 73,192 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 7,362 7,573,000 PRN   OTR   0 0 7,573,000
HERSHEY CO COM 427866108 300 2,241 SH   OTR   0 2,241 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 161 595,865 SH   OTR   0 595,865 0
HOME DEPOT INC COM 437076102 506 2,431 SH   OTR   0 2,431 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 530 22,018 SH   OTR   0 22,018 0
HUBSPOT INC COM 443573100 519 3,041 SH   OTR   0 3,041 0
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 990 45,000 SH   OTR   0 45,000 0
IDACORP INC COM 451107106 772 7,686 SH   OTR   0 7,686 0
IDEAYA BIOSCIENCES INC COM 45166A102 149 15,000 SH   OTR   0 15,000 0
ILLINOIS TOOL WKS INC COM 452308109 209 1,385 SH   OTR   0 1,385 0
IMMUNOGEN INC COM 45253H101 41 19,084 SH   OTR   0 19,084 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 6,140 8,970,000 PRN   OTR   0 0 8,970,000
INSPERITY INC COM 45778Q107 378 3,097 SH   OTR   0 3,097 0
INSURANCE ACQUISITION CORP *W EXP 03/31/202 457867117 122 131,100 SH   OTR   0 131,100 0
INSURANCE ACQUISITION CORP CL A 457867109 1,970 200,000 SH   OTR   0 200,000 0
INTELSAT S A COM L5140P101 214 11,017 SH   OTR   0 11,017 0
INTERNATIONAL BUSINESS MACHS COM 459200101 235 1,704 SH   OTR   0 1,704 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 16,944 314,827 PRN   OTR   0 0 314,827
INTERNATIONAL MNY EXPRESS IN COM 46005L101 1,190 84,415 SH   OTR   0 84,415 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 1,662 2,320,000 PRN   OTR   0 0 2,320,000
INTUIT COM 461202103 223 855 SH   OTR   0 855 0
INVESCO QQQ TR UNIT SER 1 46090E103 1,134 6,075 SH   OTR   0 6,075 0
IQVIA HLDGS INC COM 46266C105 290 1,800 SH   OTR   0 1,800 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 138 14,100 SH   OTR   0 14,100 0
ISHARES INC MSCI BRAZIL ETF 464286400 8,744 200,000 SH Call OTR   0 200,000 0
ISHARES INC MSCI BRAZIL ETF 464286400 2,566 58,700 SH   OTR   0 58,700 0
ISHARES INC MSCI RUSSIA ETF 46434G798 1,152 29,250 SH   OTR   0 29,250 0
ISHARES TR 20 YR TR BD ETF 464287432 3,224 24,278 SH   OTR   0 24,278 0
ISHARES TR IBOXX HI YD ETF 464288513 63,206 725,000 SH Put OTR   0 725,000 0
ISHARES TR IBOXX INV CP ETF 464287242 62,185 500,000 SH Call OTR   0 500,000 0
ISHARES TR IBOXX INV CP ETF 464287242 1,051 8,448 SH   OTR   0 8,448 0
ISHARES TR JPMORGAN USD EMG 464288281 33,987 300,000 SH Put OTR   0 300,000 0
ISHARES TR JPMORGAN USD EMG 464288281 70,806 625,000 SH Call OTR   0 625,000 0
ISHARES TR MSCI CHINA ETF 46429B671 474 7,965 SH   OTR   0 7,965 0
ISHARES TR MSCI EMG MKT ETF 464287234 3,887 90,581 SH   OTR   0 90,581 0
ISHARES TR NASDAQ BIOTECH 464287556 616 5,649 SH   OTR   0 5,649 0
ISHARES TR PHLX SEMICND ETF 464287523 595 3,000 SH   OTR   0 3,000 0
JABIL INC COM 466313103 513 16,224 SH   OTR   0 16,224 0
JOHNSON & JOHNSON COM 478160104 269 1,931 SH   OTR   0 1,931 0
JPMORGAN CHASE & CO COM 46625H100 2,099 18,772 SH   OTR   0 18,772 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 2,336 2,000,000 PRN   OTR   0 0 2,000,000
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 32 200,000 SH   OTR   0 200,000 0
KEMPER CORP DEL COM 488401100 328 3,802 SH   OTR   0 3,802 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 269 3,000 SH   OTR   0 3,000 0
KIMCO RLTY CORP COM 49446R109 185 10,000 SH   OTR   0 10,000 0
KINROSS GOLD CORP COM 496902404 46 11,813 SH   OTR   0 11,813 0
KIRKLAND LAKE GOLD LTD COM 49741E100 318 7,400 SH   OTR   0 7,400 0
KOHLS CORP COM 500255104 278 5,848 SH   OTR   0 5,848 0
KROGER CO COM 501044101 471 21,703 SH   OTR   0 21,703 0
L3 TECHNOLOGIES INC COM 502413107 9,432 38,471 SH   OTR   0 38,471 0
LAMB WESTON HLDGS INC COM 513272104 1,451 22,898 SH   OTR   0 22,898 0
LANDCADIA HLDGS II INC UNIT 05/09/2026 51476X204 3,000 300,000 SH   OTR   0 300,000 0
LAREDO PETROLEUM INC COM 516806106 35 12,141 SH   OTR   0 12,141 0
LEE ENTERPRISES INC COM 523768109 67 30,000 SH   OTR   0 30,000 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 706 2,207,474 SH   OTR   0 2,207,474 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 596 872,517 SH   OTR   0 872,517 0
LENDINGCLUB CORP COM 52603A109 37 11,232 SH   OTR   0 11,232 0
LENDINGTREE INC NEW COM 52603B107 294 700 SH   OTR   0 700 0
LEO HOLDINGS CORP COM CL A G5463L105 10,024 976,000 SH   OTR   0 976,000 0
LEXINFINTECH HLDGS LTD ADR 528877103 167 15,000 SH   OTR   0 15,000 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 670 1,971,500 SH   OTR   0 1,971,500 0
LIVE NATION ENTERTAINMENT IN COM 538034109 268 4,043 SH   OTR   0 4,043 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 5,517 4,653,000 PRN   OTR   0 0 4,653,000
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 10,164 118,005 SH   OTR   0 118,005 0
MAGENTA THERAPEUTICS INC COM 55910K108 590 40,000 SH   OTR   0 40,000 0
MAGNOLIA OIL & GAS CORP *W EXP 07/31/202 559663117 1,825 546,401 SH   OTR   0 546,401 0
MANPOWERGROUP INC COM 56418H100 241 2,499 SH   OTR   0 2,499 0
MARKETAXESS HLDGS INC COM 57060D108 1,311 4,080 SH   OTR   0 4,080 0
MASTERCARD INC CL A 57636Q104 1,405 5,312 SH   OTR   0 5,312 0
MATCH GROUP INC COM 57665R106 422 6,267 SH   OTR   0 6,267 0
MATTEL INC COM 577081102 227 20,250 SH   OTR   0 20,250 0
MCDONALDS CORP COM 580135101 211 1,016 SH   OTR   0 1,016 0
MCKESSON CORP COM 58155Q103 296 2,202 SH   OTR   0 2,202 0
MEDIDATA SOLUTIONS INC COM 58471A105 619 6,834 SH   OTR   0 6,834 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 699 2,255,752 SH   OTR   0 2,255,752 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 3,970 35,871 SH   OTR   0 35,871 0
METTLER TOLEDO INTERNATIONAL COM 592688105 288 343 SH   OTR   0 343 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 4,035 4,000,000 PRN   OTR   0 0 4,000,000
MGIC INVT CORP WIS COM 552848103 447 34,017 SH   OTR   0 34,017 0
MICRON TECHNOLOGY INC COM 595112103 2,014 52,198 SH   OTR   0 52,198 0
MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 324 1,351,620 SH   OTR   0 1,351,620 0
MOLINA HEALTHCARE INC COM 60855R100 273 1,904 SH   OTR   0 1,904 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 998 2,850,600 SH   OTR   0 2,850,600 0
MONOCLE ACQUISITION CORP UNIT 99/99/9999 609754205 4,377 425,000 SH   OTR   0 425,000 0
MOODYS CORP COM 615369105 1,300 6,657 SH   OTR   0 6,657 0
MOSAIC ACQUISITION CORP *W EXP 10/23/202 61946M118 1,167 1,228,539 SH   OTR   0 1,228,539 0
MOSAIC ACQUISITION CORP COM CL A 61946M100 5,832 571,755 SH   OTR   0 571,755 0
MOSAIC ACQUISITION CORP UNIT 99/99/9999 61946M209 10,372 981,300 SH   OTR   0 981,300 0
MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 1,496 3,052,082 SH   OTR   0 3,052,082 0
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 322 14,345 PRN   OTR   0 0 14,345
NATIONAL FUEL GAS CO N J COM 636180101 655 12,415 SH   OTR   0 12,415 0
NATIONAL RETAIL PPTYS INC COM 637417106 260 4,900 SH   OTR   0 4,900 0
NCR CORP NEW COM 62886E108 334 10,737 SH   OTR   0 10,737 0
NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 165 164,500 SH   OTR   0 164,500 0
NEBULA ACQUISITION CORP UNIT 03/12/2025 629076209 6,224 606,000 SH   OTR   0 606,000 0
NEKTAR THERAPEUTICS COM 640268108 282 7,916 SH   OTR   0 7,916 0
NEW GOLD INC CDA COM 644535106 405 421,781 SH   OTR   0 421,781 0
NEW RELIC INC COM 64829B100 810 9,362 SH   OTR   0 9,362 0
NEW YORK TIMES CO CL A 650111107 297 9,100 SH   OTR   0 9,100 0
NEWMONT GOLDCORP CORPORATION COM 651639106 421 10,952 SH   OTR   0 10,952 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 371 3,673 SH   OTR   0 3,673 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 35,206 20,660,000 PRN   OTR   0 0 20,660,000
NORDSTROM INC COM 655664100 247 7,756 SH   OTR   0 7,756 0
NRC GROUP HLDGS CORP *W EXP 10/17/202 629375114 841 509,174 SH   OTR   0 509,174 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5,528 5,165,000 PRN   OTR   0 0 5,165,000
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 24,626 25,029,000 PRN   OTR   0 0 25,029,000
NUTANIX INC CL A 67059N108 231 8,914 SH   OTR   0 8,914 0
NVIDIA CORP COM 67066G104 1,630 9,924 SH   OTR   0 9,924 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 347 940 SH   OTR   0 940 0
OCCIDENTAL PETE CORP COM 674599105 229 4,561 SH   OTR   0 4,561 0
OKTA INC CL A 679295105 1,666 13,485 SH   OTR   0 13,485 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 331 3,800 SH   OTR   0 3,800 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 435 500,000 PRN   OTR   0 0 500,000
ORACLE CORP COM 68389X105 924 16,221 SH   OTR   0 16,221 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 5,482 4,629,000 PRN   OTR   0 0 4,629,000
PAYCHEX INC COM 704326107 713 8,659 SH   OTR   0 8,659 0
PAYLOCITY HLDG CORP COM 70438V106 204 2,174 SH   OTR   0 2,174 0
PAYPAL HLDGS INC COM 70450Y103 385 3,364 SH   OTR   0 3,364 0
PBF ENERGY INC CL A 69318G106 260 8,303 SH   OTR   0 8,303 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 1,325 7,574,150 SH   OTR   0 7,574,150 0
PEOPLES UTD FINL INC COM 712704105 191 11,400 SH   OTR   0 11,400 0
PEPSICO INC COM 713448108 460 3,508 SH   OTR   0 3,508 0
PERFORMANCE FOOD GROUP CO COM 71377A103 268 6,701 SH   OTR   0 6,701 0
PERSONALIS INC COM 71535D106 550 20,272 SH   OTR   0 20,272 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 12,386 872,262 SH   OTR   0 872,262 0
PFIZER INC COM 717081103 302 6,965 SH   OTR   0 6,965 0
PIVOTAL ACQUISITION CORP *W EXP 12/01/202 72583A119 4,383 3,270,667 SH   OTR   0 3,270,667 0
PIVOTAL ACQUISITION CORP CL A COM 72583A101 4,716 464,583 SH   OTR   0 464,583 0
PIVOTAL ACQUISITION CORP UNIT 12/01/2025 72583A200 6,229 536,954 SH   OTR   0 536,954 0
PLANET FITNESS INC CL A 72703H101 556 7,680 SH   OTR   0 7,680 0
PLUG POWER INC NOTE 5.500% 3/1 72919PAB9 2,629 2,340,000 PRN   OTR   0 0 2,340,000
POOL CORPORATION COM 73278L105 292 1,531 SH   OTR   0 1,531 0
PRETIUM RES INC COM 74139C102 312 31,217 SH   OTR   0 31,217 0
PRIMERICA INC COM 74164M108 420 3,500 SH   OTR   0 3,500 0
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 3,057 389,380 SH   OTR   0 389,380 0
PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 1,501 1,390,075 SH   OTR   0 1,390,075 0
PURE STORAGE INC CL A 74624M102 231 15,133 SH   OTR   0 15,133 0
Q2 HLDGS INC COM 74736L109 495 6,484 SH   OTR   0 6,484 0
QUALCOMM INC COM 747525103 472 6,202 SH   OTR   0 6,202 0
QURATE RETAIL INC COM SER A 74915M100 243 19,640 SH   OTR   0 19,640 0
RANPAK HLDGS CORP *W EXP 06/03/202 75321W111 1,795 1,514,391 SH   OTR   0 1,514,391 0
RAYTHEON CO COM NEW 755111507 456 2,625 SH   OTR   0 2,625 0
REALTY INCOME CORP COM 756109104 224 3,245 SH   OTR   0 3,245 0
RED HAT INC COM 756577102 4,881 25,996 SH   OTR   0 25,996 0
REGALWOOD GLOBAL ENERGY LTD *W EXP 12/05/202 G74760128 407 452,558 SH   OTR   0 452,558 0
REGALWOOD GLOBAL ENERGY LTD UNIT 99/99/9999 G74760110 4,188 400,000 SH   OTR   0 400,000 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 4,634 2,923,000 PRN   OTR   0 0 2,923,000
REPLAY ACQUISITION CORP UNIT 03/01/2024 G75130123 2,305 230,087 SH   OTR   0 230,087 0
RINGCENTRAL INC CL A 76680R206 241 2,100 SH   OTR   0 2,100 0
ROPER TECHNOLOGIES INC COM 776696106 1,138 3,108 SH   OTR   0 3,108 0
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S&P GLOBAL INC COM 78409V104 666 2,924 SH   OTR   0 2,924 0
SAVARA INC COM 805111101 75 31,805 SH   OTR   0 31,805 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 292 6,189 SH   OTR   0 6,189 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,477 12,393 SH   OTR   0 12,393 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 370 4,737 SH   OTR   0 4,737 0
SEMPRA ENERGY 6% PFD CONV A 816851406 1,115 10,000 PRN   OTR   0 0 10,000
SENTINEL ENERGY SVCS INC *W EXP 11/02/202 81728P113 750 974,095 SH   OTR   0 974,095 0
SENTINEL ENERGY SVCS INC CL A 81728P105 17,859 1,759,490 SH   OTR   0 1,759,490 0
SERVICENOW INC COM 81762P102 388 1,413 SH   OTR   0 1,413 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 1,620 1,600,000 PRN   OTR   0 0 1,600,000
SIRIUS XM HLDGS INC COM 82968B103 67 12,000 SH   OTR   0 12,000 0
SOCIAL CAP HEDOSOPHIA HLDGS *W EXP 09/14/202 G8250R129 1,139 850,310 SH   OTR   0 850,310 0
SOCIAL CAP HEDOSOPHIA HLDGS UNIT 99/99/9999 G8250R111 7,702 721,175 SH   OTR   0 721,175 0
SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 22,275 2,227,500 SH   OTR   0 2,227,500 0
SPARTAN ENERGY ACQUISITON CO *W EXP 08/27/202 846784122 1,059 1,189,774 SH   OTR   0 1,189,774 0
SPARTAN ENERGY ACQUISITON CO CL A COM STK 846784106 624 62,429 SH   OTR   0 62,429 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 101,495 346,400 SH Put OTR   0 346,400 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 58,600 200,000 SH Call OTR   0 200,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,721 12,700 SH   OTR   0 12,700 0
SPLUNK INC COM 848637104 654 5,200 SH   OTR   0 5,200 0
SQUARE INC CL A 852234103 648 8,928 SH   OTR   0 8,928 0
STATE STR CORP COM 857477103 227 4,052 SH   OTR   0 4,052 0
STERIS PLC SHS USD G8473T100 237 1,593 SH   OTR   0 1,593 0
STOKE THERAPEUTICS INC COM 86150R107 230 7,891 SH   OTR   0 7,891 0
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SYNNEX CORP COM 87162W100 950 9,654 SH   OTR   0 9,654 0
SYNOPSYS INC COM 871607107 418 3,246 SH   OTR   0 3,246 0
SYNOVUS FINL CORP COM NEW 87161C501 214 6,123 SH   OTR   0 6,123 0
T MOBILE US INC COM 872590104 648 8,742 SH   OTR   0 8,742 0
TABLEAU SOFTWARE INC CL A 87336U105 249 1,500 SH   OTR   0 1,500 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 231 10,948 SH   OTR   0 10,948 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 127 604,500 SH   OTR   0 604,500 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 27,793 28,300,000 PRN   OTR   0 0 28,300,000
THE REALREAL INC COM 88339P101 736 25,459 SH   OTR   0 25,459 0
THE TRADE DESK INC COM CL A 88339J105 615 2,700 SH   OTR   0 2,700 0
TIBERIUS ACQUISITION CORP *W EXP 02/28/202 88633A115 391 1,118,296 SH   OTR   0 1,118,296 0
TORTOISE ACQUISITION CORP UNIT 03/04/2024 89154L209 5,010 500,000 SH   OTR   0 500,000 0
TPG PACE HLDGS CORP *W EXP 06/27/202 G89827110 1,366 864,424 SH   OTR   0 864,424 0
TPG PACE HLDGS CORP CL A G89827128 17,570 1,689,400 SH   OTR   0 1,689,400 0
TPG PACE HLDGS CORP UNIT 99/99/9999 G89827102 2,794 257,757 SH   OTR   0 257,757 0
TRANSDIGM GROUP INC COM 893641100 287 593 SH   OTR   0 593 0
TRIBUNE MEDIA CO CL A 896047503 697 15,089 SH   OTR   0 15,089 0
TRIDENT ACQUISITIONS CORP *W EXP 05/09/202 89615T114 24 151,000 SH   OTR   0 151,000 0
TRILOGY METALS INC NEW COM 89621C105 30 10,000 SH   OTR   0 10,000 0
TRINE ACQUISITION CORP UNIT 03/31/2021 89628U207 5,050 500,000 SH   OTR   0 500,000 0
TRINITY MERGER CORP *W EXP 05/11/202 89653L114 1,982 6,025,180 SH   OTR   0 6,025,180 0
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TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 1,748 2,240,674 SH   OTR   0 2,240,674 0
TUSCAN HOLDINGS CORP UNIT 99/99/9999 90069K203 8,056 760,000 SH   OTR   0 760,000 0
TWILIO INC CL A 90138F102 2,182 16,000 SH   OTR   0 16,000 0
UBIQUITI NETWORKS INC COM 90347A100 322 2,450 SH   OTR   0 2,450 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 26 11,609 SH   OTR   0 11,609 0
UNITED PARCEL SERVICE INC CL B 911312106 334 3,238 SH   OTR   0 3,238 0
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V F CORP COM 918204108 218 2,500 SH   OTR   0 2,500 0
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VECTOIQ ACQUISITION CORP *W EXP 05/11/202 92243N111 2,154 4,582,555 SH   OTR   0 4,582,555 0
VEEVA SYS INC CL A COM 922475108 296 1,829 SH   OTR   0 1,829 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 8,817 8,500,000 PRN   OTR   0 0 8,500,000
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VERRA MOBILITY CORP COM 92511U102 4,102 313,396 SH   OTR   0 313,396 0
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VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 31,923 27,152,000 PRN   OTR   0 0 27,152,000
VISA INC COM CL A 92826C839 1,304 7,512 SH   OTR   0 7,512 0
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VMWARE INC CL A COM 928563402 217 1,300 SH   OTR   0 1,300 0
WABCO HLDGS INC COM 92927K102 2,063 15,560 SH   OTR   0 15,560 0
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WELLS FARGO CO NEW COM 949746101 260 5,489 SH   OTR   0 5,489 0
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ZAYO GROUP HLDGS INC COM 98919V105 1,573 47,802 SH   OTR   0 47,802 0
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