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
58 COM INC SPON ADR REP A 31680Q104 57,824 1,072,000 SH   OTR   0 1,072,000 0
ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 217 166,666 SH   OTR   0 166,666 0
ACCEL ENTERTAINMENT INC *W EXP 11/20/202 00436Q114 1,409 602,019 SH   OTR   0 602,019 0
ACCELERATE DIAGNOSTICS INC NOTE 2.500% 3/1 00430HAB8 710 1,000,000 PRN   OTR   0 0 1,000,000
ALTA EQUIPMENT GROUP INC *W EXP 02/14/202 02128L114 50 47,658 SH   OTR   0 47,658 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 34,332 36,450,000 PRN   OTR   0 0 36,450,000
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 2,844 58,744 SH   OTR   0 58,744 0
AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 1,787 7,481,612 SH   OTR   0 7,481,612 0
APEX TECHNOLOGY ACQUISITION *W EXP 09/18/202 03768F110 1,568 922,100 SH   OTR   0 922,100 0
APEX TECHNOLOGY ACQUISITION COM CL A 03768F102 2,304 225,000 SH   OTR   0 225,000 0
APEX TECHNOLOGY ACQUISITION UNIT 06/11/2026 03768F201 9,184 800,000 SH   OTR   0 800,000 0
APPLIED MATLS INC COM 038222105 367 6,075 SH   OTR   0 6,075 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 20,656 1,925,037 SH   OTR   0 1,925,037 0
ARYA SCIENCES ACQUISTION CO UNIT 06/09/2027 G31655114 5,798 500,000 SH   OTR   0 500,000 0
ATLAS TECHNICAL CONSULTANTS *W EXP 11/26/202 049430119 3,025 7,758,859 SH   OTR   0 7,758,859 0
ATLAS TECHNICAL CONSULTANTS COM CL A 049430101 277 42,348 SH   OTR   0 42,348 0
BEYOND MEAT INC COM 08862E109 528 3,941 SH   OTR   0 3,941 0
BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 42 150,000 SH   OTR   0 150,000 0
BIOMX INC *W EXP 10/16/202 09090D111 39 80,605 SH   OTR   0 80,605 0
BK OF AMERICA CORP COM 060505104 18,066 760,675 SH   OTR   0 760,675 0
BOEING CO COM 097023105 6,599 36,000 SH Put OTR   0 36,000 0
BOOKING HOLDINGS INC COM 09857L108 1,678 1,054 SH   OTR   0 1,054 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 2,589 24,726 SH   OTR   0 24,726 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 5,649 17,770,417 SH   OTR   0 17,770,417 0
BROADMARK RLTY CAP INC COM 11135B100 2,899 306,168 SH   OTR   0 306,168 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 4,608 9,404,370 SH   OTR   0 9,404,370 0
BROOGE ENERGY LTD SHS G1611B107 2,587 304,375 SH   OTR   0 304,375 0
BTTERWR DE MXCO S A P I DE C SHS P1666E105 491 50,100 SH   OTR   0 50,100 0
BURLINGTON STORES INC COM 122017106 847 4,300 SH Put OTR   0 4,300 0
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 161 70,600 SH Call OTR   0 70,600 0
CANNAE HLDGS INC COM 13765N107 20,550 500,000 SH   OTR   0 500,000 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,767 168,500 SH Put OTR   0 168,500 0
CC NEUBERGER PRINCIPAL HLDNG COM G1992Y114 11,581 1,150,000 SH   OTR   0 1,150,000 0
CC NEUBERGER PRINCIPAL HLDNG UNIT 99/99/9999 G1992Y106 7,950 750,000 SH   OTR   0 750,000 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 2,010 56,519 SH   OTR   0 56,519 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 3,442 2,549,484 SH   OTR   0 2,549,484 0
CF FIN ACQUISITION CORP COM CL A 12528N107 5,437 501,100 SH   OTR   0 501,100 0
CF FIN ACQUISITION CORP UNIT 04/30/2025 12528N206 670 57,300 SH   OTR   0 57,300 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 1,398 1,426,157 SH   OTR   0 1,426,157 0
CHP MERGER CORP COM CL A 12558Y106 996 100,000 SH   OTR   0 100,000 0
CHP MERGER CORP UNIT 11/22/2024 12558Y205 12,291 1,201,500 SH   OTR   0 1,201,500 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 2,297 794,668 SH   OTR   0 794,668 0
CHURCHILL CAP CORP II UNIT 99/99/9999 17143G205 27,405 2,250,000 SH   OTR   0 2,250,000 0
CHURCHILL CAP CORP III UNIT 03/01/2027 17144C203 55,340 4,893,040 SH   OTR   0 4,893,040 0
CINEMARK HLDGS INC COM 17243V102 501 43,400 SH Put OTR   0 43,400 0
CITIC CAPITAL ACQUISITION CO UNIT 99/99/9999 G21513125 6,030 600,000 SH   OTR   0 600,000 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 18,024 19,920,000 PRN   OTR   0 0 19,920,000
CLOUDFLARE INC CL A COM 18915M107 654 18,200 SH   OTR   0 18,200 0
CME GROUP INC COM 12572Q105 4,673 28,750 SH   OTR   0 28,750 0
COLFAX CORP UNIT 01/15/2022T 194014205 292 2,396 SH   OTR   0 2,396 0
COLLECTIVE GROWTH CORP UNIT 04/29/2025 19424L200 111 11,658 SH   OTR   0 11,658 0
COLLIER CREEK HOLDINGS *W EXP 99/99/999 G22707114 1,059 325,815 SH   OTR   0 325,815 0
COLLIER CREEK HOLDINGS COM CL A G22707106 5,187 378,609 SH   OTR   0 378,609 0
CONSOL ENERGY INC NEW COM 20854L108 626 123,400 SH Put OTR   0 123,400 0
COVANTA HLDG CORP COM 22282E102 240 25,000 SH Put OTR   0 25,000 0
CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 5,097 3,398,223 SH   OTR   0 3,398,223 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 6,205 593,177 SH   OTR   0 593,177 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 4,041 2,721 SH   OTR   0 2,721 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 1,090 874 SH   OTR   0 874 0
DANAHER CORPORATION COM 235851102 671 3,792 SH   OTR   0 3,792 0
DATADOG INC CL A COM 23804L103 4,894 56,285 SH   OTR   0 56,285 0
DEXCOM INC COM 252131107 405 1,000 SH   OTR   0 1,000 0
DMY TECHNOLOGY GROUP INC *W EXP 02/21/202 233253111 155 101,350 SH   OTR   0 101,350 0
DMY TECHNOLOGY GROUP INC COM 233253103 176 17,500 SH   OTR   0 17,500 0
DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 7,776 735,000 SH   OTR   0 735,000 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 10,181 100,467 SH   OTR   0 100,467 0
DRAFTKINGS INC COM CL A 26142R104 221 6,632 SH   OTR   0 6,632 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 14,670 346,656 SH   OTR   0 346,656 0
EBIX INC COM NEW 278715206 2,424 108,400 SH Call OTR   0 108,400 0
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 9,678 171,177 SH   OTR   0 171,177 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 23,371 24,350,000 PRN   OTR   0 0 24,350,000
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 343 3,806,877 SH   OTR   0 3,806,877 0
FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 1,797 3,593,928 SH   OTR   0 3,593,928 0
FAR PT ACQUISITION CORP COM CL A 30734W109 25,923 2,531,504 SH   OTR   0 2,531,504 0
FAR PT ACQUISITION CORP UNIT 06/01/2025 30734W208 23,318 2,231,359 SH   OTR   0 2,231,359 0
FASTLY INC CL A 31188V100 216 2,538 SH   OTR   0 2,538 0
FINSERV ACQUISITION CORP *W EXP 12/31/202 318085115 105 100,000 SH   OTR   0 100,000 0
FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 960 417,404 SH   OTR   0 417,404 0
FINTECH ACQUISITION CORP III COM CL A 31811A101 1,358 121,694 SH   OTR   0 121,694 0
FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 13,572 1,080,000 SH   OTR   0 1,080,000 0
FIVE9 INC COM 338307101 497 4,488 SH   OTR   0 4,488 0
FLYING EAGLE ACQUISITION COR UNIT 99/99/9999 34407Y202 18,387 1,578,258 SH   OTR   0 1,578,258 0
FOLEY TRASIMENE ACQUISTN COR UNIT 99/99/9999 34431F203 31,746 2,975,228 SH   OTR   0 2,975,228 0
FORTRESS VALUE ACQUISITION C COM CL A 34962V106 997 100,000 SH   OTR   0 100,000 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 1,351 27,716 SH   OTR   0 27,716 0
GIGCAPITAL2 INC *W EXP 02/28/202 375036118 458 925,000 SH   OTR   0 925,000 0
GLRY STR NW MDIA GRUP HLDG L *W EXP 02/13/202 G39973113 209 5,236,990 SH   OTR   0 5,236,990 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 188 95,313 SH   OTR   0 95,313 0
GORES METROPOULOS INC UNIT 99/99/9999 382872208 7,883 700,100 SH   OTR   0 700,100 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 11,571 11,482,000 PRN   OTR   0 0 11,482,000
GRAF INDL CORP *W EXP 12/31/202 384278115 4,922 2,158,920 SH   OTR   0 2,158,920 0
GRAF INDL CORP COM 384278107 2,368 170,374 SH   OTR   0 170,374 0
GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 4,328 2,704,887 SH   OTR   0 2,704,887 0
GRID DYNAMICS HLDGS INC CL A 39813G109 8,726 1,264,581 SH   OTR   0 1,264,581 0
GS ACQUISITION HLDGS CORP II UNIT 99/99/9999 36258Q204 23,648 2,250,000 SH   OTR   0 2,250,000 0
GUESS INC NOTE 2.000% 4/1 401617AD7 5,190 7,700,000 PRN   OTR   0 0 7,700,000
GX ACQUISITION CORP *W EXP 05/24/202 36251A115 275 250,000 SH   OTR   0 250,000 0
HAYMAKER ACQUISITION CORP II *W EXP 10/31/202 42087L119 770 493,382 SH   OTR   0 493,382 0
HAYMAKER ACQUISITION CORP II COM CL A 42087L101 1,035 100,000 SH   OTR   0 100,000 0
HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 10,950 1,000,000 SH   OTR   0 1,000,000 0
HC2 HLDGS INC COM 404139107 67 20,000 SH   OTR   0 20,000 0
HEALTHCARE MERGER CORP *W EXP 12/17/202 42227L110 512 444,800 SH   OTR   0 444,800 0
HEALTHCARE MERGER CORP COM CL A 42227L102 1,002 100,000 SH   OTR   0 100,000 0
HEALTHCARE MERGER CORP UNIT 12/17/2021 42227L201 12,360 1,200,000 SH   OTR   0 1,200,000 0
HUBSPOT INC COM 443573100 1,885 8,400 SH   OTR   0 8,400 0
HUDSON EXECUTIVE INVT CORP UNIT 06/21/2025 443761200 5,638 550,000 SH   OTR   0 550,000 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 2,566 3,005,000 PRN   OTR   0 0 3,005,000
INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 2,118 2,000,000 PRN   OTR   0 0 2,000,000
INSURANCE ACQUISITION CORP *W EXP 03/31/202 457867117 2,332 640,628 SH   OTR   0 640,628 0
INSURANCE ACQUISITION CORP CL A 457867109 2,368 182,724 SH   OTR   0 182,724 0
INSURANCE ACQUISITION CORP UNIT 03/31/2024 457867307 5,996 399,700 SH   OTR   0 399,700 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 7,438 167,890 SH   OTR   0 167,890 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 1,353 2,320,000 PRN   OTR   0 0 2,320,000
INVESCO QQQ TR UNIT SER 1 46090E103 2,058 8,310 SH   OTR   0 8,310 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 10,951 11,000,000 PRN   OTR   0 0 11,000,000
ISHARES INC MSCI GERMANY ETF 464286806 1,530 56,450 SH   OTR   0 56,450 0
ISHARES SILVER TR ISHARES 46428Q109 2,552 150,000 SH   OTR   0 150,000 0
ISHARES TR IBOXX HI YD ETF 464288513 45,952 563,000 SH Call OTR   0 563,000 0
ISHARES TR IBOXX HI YD ETF 464288513 4,081 50,000 SH Put OTR   0 50,000 0
ISHARES TR IBOXX INV CP ETF 464287242 53,800 400,000 SH Call OTR   0 400,000 0
ISHARES TR IBOXX INV CP ETF 464287242 5,520 41,040 SH   OTR   0 41,040 0
ISHARES TR JPMORGAN USD EMG 464288281 180,759 1,655,000 SH Put OTR   0 1,655,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 3,639 91,000 SH Put OTR   0 91,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,200 30,010 SH   OTR   0 30,010 0
ISHARES TR MSCI INDIA ETF 46429B598 435 15,000 SH Put OTR   0 15,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 24,341 170,000 SH Put OTR   0 170,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 8,372 58,470 SH   OTR   0 58,470 0
JAWS ACQUISITION CORP UNIT 99/99/9999 G50744120 29,329 2,812,000 SH   OTR   0 2,812,000 0
JPMORGAN CHASE & CO COM 46625H100 17,901 190,313 SH   OTR   0 190,313 0
JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 424 487,724 SH   OTR   0 487,724 0
JUNIPER INDL HLDGS INC COM CL A 48205G106 3,002 301,074 SH   OTR   0 301,074 0
JUNIPER INDL HLDGS INC UNIT 11/13/2026 48205G205 14,179 1,376,600 SH   OTR   0 1,376,600 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 134 434,668 SH   OTR   0 434,668 0
KBL MERGER CORP IV RIGHT 04/09/2020 48242A120 36 144,668 SH   OTR   0 144,668 0
KENSINGTON CAP ACQUISITION C UNIT 07/01/2027 490073202 5,762 575,000 SH   OTR   0 575,000 0
LAM RESEARCH CORP COM 512807108 797 2,465 SH   OTR   0 2,465 0
LAMB WESTON HLDGS INC COM 513272104 1,464 22,898 SH   OTR   0 22,898 0
LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 1,620 300,000 SH   OTR   0 300,000 0
LANDCADIA HLDGS II INC CL A 51476X105 16,174 989,206 SH   OTR   0 989,206 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 4,392 8,962,726 SH   OTR   0 8,962,726 0
LEGACY ACQUISITION CORP COM CL A 524643103 2,309 240,486 SH   OTR   0 240,486 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 2,044 2,197,992 SH   OTR   0 2,197,992 0
LEO HOLDINGS CORP COM CL A G5463L105 410 39,460 SH   OTR   0 39,460 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 4,152 4,613,014 SH   OTR   0 4,613,014 0
LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 316 347,000 SH   OTR   0 347,000 0
LGL SYS ACQUISITION CORP COM CL A 50201G106 2,082 210,000 SH   OTR   0 210,000 0
LGL SYS ACQUISITION CORP UNIT 10/24/2024 50201G205 9,738 950,000 SH   OTR   0 950,000 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 472 50,000 SH Call OTR   0 50,000 0
LIV CAP ACQUISITION CORP UNIT 99/99/9999 G5510C124 1,794 175,000 SH   OTR   0 175,000 0
MACYS INC COM 55616P104 172 25,000 SH Put OTR   0 25,000 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 253 505,093 SH   OTR   0 505,093 0
MICROSOFT CORP COM 594918104 651 3,200 SH   OTR   0 3,200 0
MODERNA INC COM 60770K107 655 10,206 SH   OTR   0 10,206 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 3,777 5,803,849 SH   OTR   0 5,803,849 0
NESCO HLDGS INC *W EXP 01/01/202 64083J112 52 288,922 SH   OTR   0 288,922 0
NESCO HLDGS INC COM 64083J104 129 32,169 SH   OTR   0 32,169 0
NETFIN ACQUISITION CORP *W EXP 08/01/202 G6455A115 8,698 5,251,595 SH   OTR   0 5,251,595 0
NETFIN ACQUISITION CORP SHS CL A G6455A107 8,287 770,850 SH   OTR   0 770,850 0
NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 2,667 1,960,891 SH   OTR   0 1,960,891 0
NEW PROVIDENCE ACQUISITION *W EXP 09/11/202 64822P114 1,026 1,025,500 SH   OTR   0 1,025,500 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 8,316 171,317 SH   OTR   0 171,317 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 15,311 360,687 SH   OTR   0 360,687 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 55,140 24,024,000 PRN   OTR   0 0 24,024,000
NIKOLA CORP COM 654110105 33,765 500,000 SH   OTR   0 500,000 0
NIO INC NOTE 4.500% 2/0 62914VAB2 8,270 8,500,000 PRN   OTR   0 0 8,500,000
NORTHERN OIL & GAS INC NEV COM 665531109 84 100,000 SH   OTR   0 100,000 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 739 45,000 SH Put OTR   0 45,000 0
NOVUS CAP CORP UNIT 06/30/2027 67012U207 4,473 426,000 SH   OTR   0 426,000 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5,654 4,051,000 PRN   OTR   0 0 4,051,000
NUVASIVE INC COM 670704105 1,327 23,842 SH   OTR   0 23,842 0
NVIDIA CORPORATION COM 67066G104 1,599 4,208 SH   OTR   0 4,208 0
OAKTREE ACQUISITION CORP *W EXP 99/99/999 G67145113 386 292,371 SH   OTR   0 292,371 0
OAKTREE ACQUISITION CORP UNIT 99/99/9999 G67145121 2,675 250,000 SH   OTR   0 250,000 0
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 1,816 1,729,905 SH   OTR   0 1,729,905 0
OSPREY TECHNLGY AQUISTION CO UNIT 10/30/2024 68839R401 20,214 1,953,000 SH   OTR   0 1,953,000 0
PEABODY ENERGY CORP NEW COM 704551100 251 87,300 SH Put OTR   0 87,300 0
PENN NATL GAMING INC COM 707569109 223 7,290 SH   OTR   0 7,290 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 4,583 3,052,000 PRN   OTR   0 0 3,052,000
PERFICIENT INC NOTE 2.375% 9/1 71375UAB7 1,242 1,077,000 PRN   OTR   0 0 1,077,000
PG&E CORP COM 69331C108 1,064 120,000 SH Call OTR   0 120,000 0
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 1,010 390,084 SH   OTR   0 390,084 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 20,823 18,257,000 PRN   OTR   0 0 18,257,000
QIAGEN NV DEBT 1.000%11/1 N72482AT4 20,426 18,800,000 PRN   OTR   0 0 18,800,000
REALPAGE INC NOTE 1.500% 5/1 75606NAC3 7,348 6,800,000 PRN   OTR   0 0 6,800,000
REDWOOD TR INC COM 758075402 92 13,200 SH Put OTR   0 13,200 0
REDWOOD TR INC COM 758075402 80 11,422 SH   OTR   0 11,422 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 2,524 2,804,674 SH   OTR   0 2,804,674 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,024 80,000 SH Put OTR   0 80,000 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 270 250,000 SH   OTR   0 250,000 0
SCHULTZE SPL PURP ACQUSTN CO *W EXP 12/31/202 80821R117 1,221 946,810 SH   OTR   0 946,810 0
SCHULTZE SPL PURP ACQUSTN CO COM 80821R109 7,826 765,000 SH   OTR   0 765,000 0
SCVX CORP *W EXP 01/24/202 G79448117 156 150,000 SH   OTR   0 150,000 0
SCVX CORP COM G79448208 498 50,000 SH   OTR   0 50,000 0
SCVX CORP UNIT 99/99/9999 G79448109 5,180 500,000 SH   OTR   0 500,000 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 17,721 302,200 SH Call OTR   0 302,200 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 7,312 316,000 SH Call OTR   0 316,000 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 2,254 40,000 SH Put OTR   0 40,000 0
SEMPRA ENERGY 6% PFD CONV A 816851406 2,209 22,607 SH   OTR   0 22,607 0
SEMPRA ENERGY COM 816851109 3,139 26,775 SH   OTR   0 26,775 0
SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 125 250,000 SH   OTR   0 250,000 0
SOCIAL CAP HDOSPHIA HLDG CO UNIT 99/99/9999 G8250T117 25,120 2,000,000 SH   OTR   0 2,000,000 0
SOCIAL CAP HEDSPIA HLDG CO I UNIT 99/99/9999 G8251K123 35,610 3,000,000 SH   OTR   0 3,000,000 0
SOFTWARE ACQUISITION GROUP I *W EXP 10/01/202 83406B119 431 479,050 SH   OTR   0 479,050 0
SOFTWARE ACQUISITION GROUP I UNIT 10/01/2026 83406B200 2,630 250,000 SH   OTR   0 250,000 0
SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 23,612 2,227,500 SH   OTR   0 2,227,500 0
SOUTHERN CO UNIT 08/01/2022 842587602 8,727 198,070 SH   OTR   0 198,070 0
SOUTHWEST AIRLS CO COM 844741108 5,057 147,954 SH   OTR   0 147,954 0
SPARTAN ENERGY ACQUISITION C *W EXP 08/27/202 846784122 4,262 2,367,909 SH   OTR   0 2,367,909 0
SPDR GOLD TR GOLD SHS 78463V107 8,871 53,000 SH Call OTR   0 53,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 52,421 170,000 SH Call OTR   0 170,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 130,282 422,500 SH Put OTR   0 422,500 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 247 800 SH   OTR   0 800 0
SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 14,071 9,353,000 PRN   OTR   0 0 9,353,000
STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 214 350,000 SH   OTR   0 350,000 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 9,531 106,519 SH   OTR   0 106,519 0
SWITCHBACK ENERGY ACQUISTN C *W EXP 07/25/202 87105M110 52 65,755 SH   OTR   0 65,755 0
TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 1,822 2,211,000 PRN   OTR   0 0 2,211,000
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 758 65,000 SH Put OTR   0 65,000 0
TELADOC HEALTH INC COM 87918A105 328 1,718 SH   OTR   0 1,718 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 574 1,220,600 SH   OTR   0 1,220,600 0
TESLA INC COM 88160R101 1,601 1,483 SH   OTR   0 1,483 0
THE TRADE DESK INC COM CL A 88339J105 422 1,039 SH   OTR   0 1,039 0
TIDEWATER INC NEW COM 88642R109 222 39,800 SH Put OTR   0 39,800 0
T-MOBILE US INC COM 872590104 2,083 20,000 SH Put OTR   0 20,000 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 5,131 475,107 SH   OTR   0 475,107 0
TREBIA ACQUISITION CORP UNIT 99/99/9999 G9027T125 20,900 2,000,000 SH   OTR   0 2,000,000 0
TRIDENT ACQUISITIONS CORP *W EXP 05/09/202 89615T114 69 151,000 SH   OTR   0 151,000 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 121 78,200 SH   OTR   0 78,200 0
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 169 312,500 SH   OTR   0 312,500 0
TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 3,872 6,618,890 SH   OTR   0 6,618,890 0
TUSCAN HOLDINGS CORP COM 90069K104 7,775 760,000 SH   OTR   0 760,000 0
UBS GROUP AG SHS H42097107 3,462 300,000 SH Call OTR   0 300,000 0
US ECOLOGY INC *W EXP 10/17/202 91734M111 153 32,227 SH   OTR   0 32,227 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 550 15,000 SH Put OTR   0 15,000 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 496 10,000 SH Call OTR   0 10,000 0
VORNADO RLTY TR SH BEN INT 929042109 386 10,100 SH Put OTR   0 10,100 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 4,471 2,500,000 PRN   OTR   0 0 2,500,000
WELLS FARGO CO NEW COM 949746101 17,399 679,655 SH   OTR   0 679,655 0
WHOLE EARTH BRANDS INC COM CL A 96684W100 974 120,683 SH   OTR   0 120,683 0
WILLSCOT CORP COM 971375126 497 40,454 SH   OTR   0 40,454 0
WIX COM LTD SHS M98068105 1,358 5,300 SH   OTR   0 5,300 0
XERIS PHARMACEUTICALS INC COM 98422L107 438 164,700 SH   OTR   0 164,700 0
YATRA ONLINE INC ORD SHS G98338109 160 235,330 SH   OTR   0 235,330 0
ZENDESK INC COM 98936J101 4,887 55,200 SH   OTR   0 55,200 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1,253 4,942 SH   OTR   0 4,942 0