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
10X CAPITAL VENTURE ACQU COR UNIT 10/21/2025 88025V206 10,650 1,000,000 SH   OTR   0 1,000,000 0
180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 143 434,668 SH   OTR   0 434,668 0
5 01 ACQUISITION CORP COM CL A 33836P105 6,102 600,000 SH   OTR   0 600,000 0
7GC & CO HOLDINGS INC UNIT 12/23/2025 81786A206 9,495 900,000 SH   OTR   0 900,000 0
ACCELERATE DIAGNOSTICS INC NOTE 2.500% 3/1 00430HAB8 571 1,000,000 PRN   OTR   0 0 1,000,000
ACIES ACQUISITION CORP UNIT 11/30/2027 G0103T121 10,720 1,000,000 SH   OTR   0 1,000,000 0
ACKRELL SPAC PARTNERS I CO UNIT 12/01/2026 00461L204 2,058 200,000 SH   OTR   0 200,000 0
ALTIMAR ACQUISITION CORP UNIT 99/99/9999 G03707125 6,030 500,000 SH   OTR   0 500,000 0
ALTIMETER GROWTH CORP UNIT 99/99/9999 G0370L124 9,100 700,000 SH   OTR   0 700,000 0
ALTITUDE ACQUISITION CORP UNIT 11/30/2027 02156Y202 8,280 800,000 SH   OTR   0 800,000 0
ALTRIA GROUP INC COM 02209S103 9,430 230,000 SH Call OTR   0 230,000 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,708 108,300 SH Put OTR   0 108,300 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 36,573 29,000,000 PRN   OTR   0 0 29,000,000
AMERICAN ELEC PWR CO INC UNIT 08/15/2025 02557T307 7,108 140,396 SH   OTR   0 140,396 0
AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 1,441 3,065,880 SH   OTR   0 3,065,880 0
AMERICAS TECHNOLOGY ACQSN CO UNIT 99/99/9999 G0404A128 1,542 150,000 SH   OTR   0 150,000 0
AMPLIFY ETF TR BLOCKCHAIN LDR 032108607 528 15,108 SH   OTR   0 15,108 0
APEX TECHNOLOGY ACQUISITION COM CL A 03768F102 3,753 250,000 SH   OTR   0 250,000 0
APOLLO STRATEGIC GROWTH CAPT UNIT 99/99/9999 G0411R122 8,198 750,000 SH   OTR   0 750,000 0
ARK ETF TR AUTNMUS TECHNLGY 00214Q203 408 5,349 SH   OTR   0 5,349 0
ARK ETF TR GENOMIC REV ETF 00214Q302 324 3,479 SH   OTR   0 3,479 0
ARK ETF TR NEXT GNRTN INTER 00214Q401 201 1,374 SH   OTR   0 1,374 0
ARKO CORP *W EXP 12/22/202 041242116 545 400,499 SH   OTR   0 400,499 0
ARTIUS ACQUISITION INC COM CL A 04316G105 2,658 250,000 SH   OTR   0 250,000 0
ARTIUS ACQUISITION INC UNIT 99/99/9999 04316G204 32,607 2,900,973 SH   OTR   0 2,900,973 0
ARYA SCIENCES ACQUISITION CO COM CL A G3166W106 8,409 775,000 SH   OTR   0 775,000 0
ASPIRATIONAL CONSUMER LIFEST UNIT 99/99/9999 G05436129 10,450 1,000,000 SH   OTR   0 1,000,000 0
ATLAS TECHNICAL CONSULTANTS COM CLS A 049430101 11,847 1,685,198 SH   OTR   0 1,685,198 0
BARCLAYS PLC ADR 06738E204 4,300 538,214 SH   OTR   0 538,214 0
BECTON DICKINSON & CO COM 075887109 6,117 24,446 SH   OTR   0 24,446 0
BETTER WORLD ACQUISITION COR UNIT 11/15/2027 08772B203 3,868 350,000 SH   OTR   0 350,000 0
BIG ROCK PARTNERS ACQUISITIO RIGHT 12/01/2022 089482129 195 150,000 SH   OTR   0 150,000 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 12,330 3,497,000 PRN   OTR   0 0 3,497,000
BIOMX INC *W EXP 10/16/202 09090D111 64 80,605 SH   OTR   0 80,605 0
BOOKING HOLDINGS INC COM 09857L108 2,089 938 SH   OTR   0 938 0
BOSTON SCIENTIFIC CORP COM 101137107 6,592 183,363 SH   OTR   0 183,363 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 4,798 17,770,417 SH   OTR   0 17,770,417 0
BROADSTONE ACQUISITION CORP UNIT 99/99/9999 G1739V118 1,574 150,000 SH   OTR   0 150,000 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 5,968 9,625,540 SH   OTR   0 9,625,540 0
BROOGE ENERGY LTD SHS G1611B107 3,076 299,843 SH   OTR   0 299,843 0
BURGUNDY TECHNOLOGY ACQU COR *W EXP 08/31/202 G1702T124 950 500,000 SH   OTR   0 500,000 0
CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 123 87,000 SH   OTR   0 87,000 0
CAPSTAR SPL PURP ACQUISITION UNIT 07/09/2027 14070Y200 17,403 1,603,953 SH   OTR   0 1,603,953 0
CARNEY TECHNOLOGY ACQU CORP UNIT 12/10/2025 143636207 15,390 1,500,000 SH   OTR   0 1,500,000 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,159 53,500 SH Put OTR   0 53,500 0
CASCADE ACQUISITION CORP UNIT 99/99/9999 147151203 10,450 1,000,000 SH   OTR   0 1,000,000 0
CBRE ACQUISITION HLDGS INC UNIT 99/99/9999 12510J205 10,450 1,000,000 SH   OTR   0 1,000,000 0
CC NEUBERGER PRIN HLDGS II UNIT 99/99/9999 G3166T129 23,223 2,334,000 SH   OTR   0 2,334,000 0
CC NEUBERGER PRINCIPAL HLDNG COM G1992Y114 12,466 1,150,000 SH   OTR   0 1,150,000 0
CC NEUBERGER PRINCIPAL HLDNG UNIT 99/99/9999 G1992Y106 8,888 750,000 SH   OTR   0 750,000 0
CF ACQUISITION CORP IV UNIT 12/31/2027 12520T201 20,580 2,000,000 SH   OTR   0 2,000,000 0
CF FIN ACQUISITION CORP III UNIT 09/30/2027 12529D207 16,095 1,500,000 SH   OTR   0 1,500,000 0
CF FINANCE ACQUISITION CORP COM CL A 15725Q104 11,020 1,000,000 SH   OTR   0 1,000,000 0
CF FINANCE ACQUISITION CORP UNIT 08/01/2027 15725Q203 23,620 2,000,000 SH   OTR   0 2,000,000 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 1,883 29,388 SH   OTR   0 29,388 0
CHARDAN HEALTHCR ACQSTN 2 CO *W EXP 03/05/202 15957T115 29 28,761 SH   OTR   0 28,761 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 1,854 1,426,157 SH   OTR   0 1,426,157 0
CHP MERGER CORP COM CL A 12558Y106 1,026 100,000 SH   OTR   0 100,000 0
CHP MERGER CORP UNIT 11/22/2024 12558Y205 12,688 1,201,500 SH   OTR   0 1,201,500 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 1,173 595,336 SH   OTR   0 595,336 0
CHURCHILL CAP CORP II CL A 17143G106 3,623 350,000 SH   OTR   0 350,000 0
CHURCHILL CAP CORP II UNIT 99/99/9999 17143G205 13,700 1,250,000 SH   OTR   0 1,250,000 0
CHURCHILL CAPITAL CORP IV CL A 171439102 10,010 1,000,000 SH   OTR   0 1,000,000 0
CHURCHILL CAPITAL CORP IV UNIT 99/99/9999 171439201 20,600 2,000,000 SH   OTR   0 2,000,000 0
CHURCHILL CAPITAL CORP V UNIT 99/99/9999 17144T206 18,375 1,750,000 SH   OTR   0 1,750,000 0
CINEMARK HLDGS INC COM 17243V102 879 50,500 SH Put OTR   0 50,500 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 16,851 8,607,000 PRN   OTR   0 0 8,607,000
CLIMATE CHANGE CRISIS REAL I UNIT 99/99/9999 18716C209 2,138 200,000 SH   OTR   0 200,000 0
CLOUDFLARE INC CL A COM 18915M107 3,427 45,100 SH   OTR   0 45,100 0
CM LIFE SCIENCES INC UNIT 09/01/2025 18978W208 29,000 2,500,000 SH   OTR   0 2,500,000 0
CME GROUP INC COM 12572Q105 5,234 28,750 SH   OTR   0 28,750 0
COLFAX CORP UNIT 01/15/2022T 194014205 2,662 16,476 SH   OTR   0 16,476 0
COLLECTIVE GROWTH CORP *W EXP 04/30/202 19424L119 289 75,000 SH   OTR   0 75,000 0
COLONNADE ACQUISITION CORP COM CL A G2283K110 6,750 500,000 SH   OTR   0 500,000 0
CONCORD ACQUISITION CORP UNIT 12/28/2025 206071201 9,588 930,000 SH   OTR   0 930,000 0
CONSONANCE HFW ACQUISITION C UNIT 99/99/9999 G2445M129 1,571 150,000 SH   OTR   0 150,000 0
CORNER GROWTH ACQUISITION CO UNIT 01/01/2027 G2425N121 13,585 1,300,000 SH   OTR   0 1,300,000 0
CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 5,852 3,875,954 SH   OTR   0 3,875,954 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 6,859 656,410 SH   OTR   0 656,410 0
D R HORTON INC COM 23331A109 930 13,500 SH   OTR   0 13,500 0
DANAHER CORPORATION COM 235851102 7,209 32,452 SH   OTR   0 32,452 0
DATADOG INC CL A COM 23804L103 796 8,088 SH   OTR   0 8,088 0
DBX ETF TR XTRACK USD HIGH 233051432 141,732 2,829,553 SH   OTR   0 2,829,553 0
DD3 ACQUISITION CORP II UNIT 99/99/9999 23318M209 4,200 400,000 SH   OTR   0 400,000 0
DELWINDS INS ACQUISITION COR UNIT 99/99/9999 24803C201 10,200 1,000,000 SH   OTR   0 1,000,000 0
DESKTOP METAL INC *W EXP 03/31/202 25058X113 324 67,361 SH   OTR   0 67,361 0
DESKTOP METAL INC COM CL A 25058X105 1,720 100,000 SH   OTR   0 100,000 0
DEXCOM INC COM 252131107 555 1,500 SH   OTR   0 1,500 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 3,863 2,550,000 SH   OTR   0 2,550,000 0
DMY TECHNOLOGY GROUP INC II COM CL A 233277102 20,228 1,149,999 SH   OTR   0 1,149,999 0
DMY TECHNOLOGY GROUP INC III UNIT 99/99/9999 233278209 21,660 1,900,000 SH   OTR   0 1,900,000 0
DOMINION ENERGY INC COM 25746U109 427 5,682 SH   OTR   0 5,682 0
DRAGONEER GROWTH OPPORTUN CO UNIT 08/18/2027 G28302126 10,493 750,000 SH   OTR   0 750,000 0
DRAGONEER GROWTH OPPTY CORP SHS CL A G28314105 5,710 500,000 SH   OTR   0 500,000 0
DUDDELL STREET ACQUISITN COR UNIT 10/21/2025 G28553124 7,512 704,000 SH   OTR   0 704,000 0
DUN & BRADSTREET HLDGS INC COM 26484T106 56,591 2,272,727 SH   OTR   0 2,272,727 0
DUNE ACQUISITION CORP UNIT 10/29/2027 265334201 5,125 500,000 SH   OTR   0 500,000 0
EDTECHX HOLDINGS ACQU CORP I UNIT 08/31/2027 28139A201 2,580 250,000 SH   OTR   0 250,000 0
ENPHASE ENERGY INC COM 29355A107 3,316 18,900 SH   OTR   0 18,900 0
EQUITY DISTR ACQUISITION COR UNIT 99/99/9999 29465E205 25,028 2,350,000 SH   OTR   0 2,350,000 0
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 322 5,292 SH   OTR   0 5,292 0
ETSY INC COM 29786A106 2,802 15,750 SH   OTR   0 15,750 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 6,823 5,214,000 PRN   OTR   0 0 5,214,000
EXCHANGE TRADED CONCEPTS TR ROBO GLB ETF 301505707 806 13,233 SH   OTR   0 13,233 0
FALCON CAPITAL ACQUISITN COR UNIT 08/20/2027 30606L207 8,544 800,000 SH   OTR   0 800,000 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 555 3,806,877 SH   OTR   0 3,806,877 0
FAR PEAK ACQUISITION CORP UNIT 99/99/9999 G3312L129 25,875 2,500,000 SH   OTR   0 2,500,000 0
FINSERV ACQUISITION CORP *W EXP 12/31/202 318085115 349 100,000 SH   OTR   0 100,000 0
FINTECH ACQUISITION CORP IV UNIT 12/31/2025 31810N302 17,895 1,500,000 SH   OTR   0 1,500,000 0
FINTECH ACQUISITION CORP V UNIT 99/99/9999 31810Q305 16,005 1,500,000 SH   OTR   0 1,500,000 0
FIRST TR EXCHANGE-TRADED FD GBL WND ENRG ETF 33736G106 466 20,000 SH   OTR   0 20,000 0
FIRSTMARK HORIZON ACQUISITIO UNIT 99/99/9999 33765Y200 10,260 900,000 SH   OTR   0 900,000 0
FISKER INC CL A COM STK 33813J106 1,465 100,000 SH   OTR   0 100,000 0
FOLEY TRASIMENE ACQUISITION COM CL A 344328109 18,875 1,250,000 SH   OTR   0 1,250,000 0
FOLEY TRASIMENE ACQUISTN COR COM CL A 34431F104 19,006 1,700,000 SH   OTR   0 1,700,000 0
FOLEY TRASIMENE ACQUISTN COR UNIT 99/99/9999 34431F203 35,405 2,975,228 SH   OTR   0 2,975,228 0
FOREST ROAD ACQUISITION CORP UNIT 99/99/9999 34619R201 7,350 700,000 SH   OTR   0 700,000 0
FORUM MERGER III CORP COM CL A 349885103 2,708 200,000 SH   OTR   0 200,000 0
FRAZIER LIFESCIENCES ACQU CO UNIT 12/09/2025 G3710A121 1,038 100,000 SH   OTR   0 100,000 0
FTAC OLYMPUS ACQUISITION COR CL A SHS G37288100 11,330 1,100,000 SH   OTR   0 1,100,000 0
FTAC OLYMPUS ACQUISITION COR UNIT 08/24/2025 G37288118 20,009 1,840,712 SH   OTR   0 1,840,712 0
FTS INTERNATIONAL INC COM NEW CL A 30283W302 1,471 76,600 SH   OTR   0 76,600 0
GCM GROSVENOR INC *W EXP 11/17/202 36831E116 9,457 5,264,314 SH   OTR   0 5,264,314 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 13,644 193,638 SH   OTR   0 193,638 0
GIGCAPITAL2 INC *W EXP 02/28/202 375036118 1,016 518,597 SH   OTR   0 518,597 0
GIGCAPITAL2 INC COM 375036100 2,738 250,000 SH   OTR   0 250,000 0
GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 970 591,656 SH   OTR   0 591,656 0
GLOBAL X FDS ARTIFICIAL ETF 37954Y632 463 17,033 SH   OTR   0 17,033 0
GLOBAL X FDS GLOBAL X URANIUM 37954Y871 598 39,030 SH   OTR   0 39,030 0
GLOBAL X FDS LITHIUM BTRY ETF 37954Y855 268 4,333 SH   OTR   0 4,333 0
GLOBAL X FDS RBTCS ARTFL INTE 37954Y715 773 23,316 SH   OTR   0 23,316 0
GLRY STR NW MDIA GRUP HLDG L *W EXP 02/13/202 G39973113 421 5,236,990 SH   OTR   0 5,236,990 0
GO ACQUISITION CORP UNIT 08/31/2027 362019200 13,288 1,250,000 SH   OTR   0 1,250,000 0
GOLDEN FALCON ACQUISITION CO UNIT 99/99/9999 38102H208 4,264 410,000 SH   OTR   0 410,000 0
GOLDEN NUGGET ONLINE GAMIN COM CL A 38113L107 5,319 270,000 SH   OTR   0 270,000 0
GORES HOLDINGS VI INC UNIT 08/24/2027 38286R204 4,611 435,000 SH   OTR   0 435,000 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 4,513 4,982,000 PRN   OTR   0 0 4,982,000
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 4,463 4,100,000 PRN   OTR   0 0 4,100,000
GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 365 142,700 SH   OTR   0 142,700 0
GS ACQUISITION HLDGS CORP II COM CL A 36258Q105 17,440 1,600,000 SH   OTR   0 1,600,000 0
GS ACQUISITION HLDGS CORP II UNIT 99/99/9999 36258Q204 7,410 650,000 SH   OTR   0 650,000 0
GUARDANT HEALTH INC COM 40131M109 363 2,813 SH   OTR   0 2,813 0
GX ACQUISITION CORP COM CL A 36251A107 14,483 1,316,673 SH   OTR   0 1,316,673 0
H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 26,075 2,500,000 SH   OTR   0 2,500,000 0
HEALTH ASSURN ACQUISITION CO UNIT 99/99/9999 42226W208 3,857 350,000 SH   OTR   0 350,000 0
HELIX ACQUISITION CORP COM CL A G4444C102 1,706 150,000 SH   OTR   0 150,000 0
HIGHCAPE CAP ACQUISITION COR UNIT 09/30/2027 42984L204 4,644 450,000 SH   OTR   0 450,000 0
HIGHLAND TRANSCEND PARTNERS UNIT 99/99/9999 G44690116 18,900 1,800,000 SH   OTR   0 1,800,000 0
HORIZON ACQUISITION CORP COM CL A G46049105 2,756 275,000 SH   OTR   0 275,000 0
HORIZON ACQUISITION CORP UNIT 99/99/9999 G46049121 21,719 2,056,710 SH   OTR   0 2,056,710 0
HORIZON ACQUISITION CORPORAT UNIT 99/99/9999 G46044122 10,740 1,000,000 SH   OTR   0 1,000,000 0
HSBC HLDGS PLC SPON ADR NEW 404280406 4,124 159,152 SH   OTR   0 159,152 0
HUDSON EXECUTIVE INVT CORP COM CL A 443761101 1,081 100,000 SH   OTR   0 100,000 0
HUDSON EXECUTIVE INVT CORP UNIT 06/21/2025 443761200 2,876 252,289 SH   OTR   0 252,289 0
HUMANCO ACQUISITION CORP UNIT 12/08/2023 44487N208 5,627 510,577 SH   OTR   0 510,577 0
IG ACQUISITION CORP UNIT 10/05/2027 449534205 10,810 1,000,000 SH   OTR   0 1,000,000 0
INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 2,668 2,000,000 PRN   OTR   0 0 2,000,000
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 20,606 16,225,000 PRN   OTR   0 0 16,225,000
INSU ACQUISITION CORP II COM CL A 457821106 7,264 467,120 SH   OTR   0 467,120 0
INSU ACQUISITION CORP III UNIT 12/31/2026 457817302 10,570 1,000,000 SH   OTR   0 1,000,000 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 2,261 55,366 SH   OTR   0 55,366 0
INTERPRIVATE ACQUISITION COR *W EXP 10/24/202 46064A111 2,500 609,750 SH   OTR   0 609,750 0
INTERPRIVATE ACQUISITION COR COM 46064A103 15,361 1,056,480 SH   OTR   0 1,056,480 0
INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 5,498 331,188 SH   OTR   0 331,188 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 2,498 3,045,000 PRN   OTR   0 0 3,045,000
INVESCO EXCH TRADED FD TR II FNDMNTL HY CRP 46138E719 5,633 289,747 SH   OTR   0 289,747 0
INVESCO EXCH TRADED FD TR II MSCI GBL TIMBR 46138E545 340 10,114 SH   OTR   0 10,114 0
INVESCO EXCH TRADED FD TR II S&P GBL WATER 46138E263 994 21,230 SH   OTR   0 21,230 0
INVESCO EXCH TRADED FD TR II SOLAR ETF 46138G706 562 5,473 SH   OTR   0 5,473 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2021 HY 46138J809 1,038 44,939 SH   OTR   0 44,939 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 HY 46138J874 8,471 362,919 SH   OTR   0 362,919 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2024 HY 46138J833 1,706 68,456 SH   OTR   0 68,456 0
INVESCO EXCHANGE TRADED FD T CLEANTECH ETF 46137V407 706 9,394 SH   OTR   0 9,394 0
ION ACQUISITION CORP 1 LTD UNIT 99/99/9999 G49392122 3,322 275,000 SH   OTR   0 275,000 0
IQIYI INC NOTE 4.000%12/1 46267XAE8 13,568 13,700,000 PRN   OTR   0 0 13,700,000
ISHARES INC MSCI BRAZIL ETF 464286400 8,063 217,500 SH   OTR   0 217,500 0
ISHARES INC MSCI BRAZIL ETF 464286400 40,036 1,080,000 SH Call OTR   0 1,080,000 0
ISHARES SILVER TR ISHARES 46428Q109 614 25,000 SH   OTR   0 25,000 0
ISHARES TR 20 YR TR BD ETF 464287432 4,574 29,000 SH Put OTR   0 29,000 0
ISHARES TR BROAD USD HIGH 46435U853 35,406 858,113 SH   OTR   0 858,113 0
ISHARES TR GL TIMB FORE ETF 464288174 319 4,008 SH   OTR   0 4,008 0
ISHARES TR IBOXX HI YD ETF 464288513 221,159 2,533,322 SH   OTR   0 2,533,322 0
ISHARES TR IBOXX HI YD ETF 464288513 35,933 411,600 SH Put OTR   0 411,600 0
ISHARES TR IBOXX INV CP ETF 464287242 15,194 110,000 SH   OTR   0 110,000 0
ISHARES TR IBOXX INV CP ETF 464287242 138,130 1,000,000 SH Put OTR   0 1,000,000 0
ISHARES TR JPMORGAN USD EMG 464288281 257,940 2,225,350 SH   OTR   0 2,225,350 0
ISHARES TR JPMORGAN USD EMG 464288281 114,751 990,000 SH Call OTR   0 990,000 0
ISHARES TR LATN AMER 40 ETF 464287390 754 25,687 SH   OTR   0 25,687 0
ISHARES TR MSCI ACWI EX US 464288240 530 10,000 SH   OTR   0 10,000 0
ISHARES TR MSCI EAFE ETF 464287465 14,592 200,000 SH Call OTR   0 200,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 6,618 128,080 SH   OTR   0 128,080 0
ISHARES TR MSCI EMG MKT ETF 464287234 95,641 1,851,000 SH Call OTR   0 1,851,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 7,751 150,000 SH Put OTR   0 150,000 0
ISHARES TR MSCI UK ETF NEW 46435G334 8,787 300,000 SH Call OTR   0 300,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 872 4,450 SH   OTR   0 4,450 0
ISHARES TR RUSSELL 2000 ETF 464287655 26,958 137,500 SH Put OTR   0 137,500 0
ISHARES TR US HOME CONS ETF 464288752 2,892 51,820 SH   OTR   0 51,820 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 274 45,000 SH   OTR   0 45,000 0
JAWS ACQUISITION CORP SHS G50744104 3,611 269,300 SH   OTR   0 269,300 0
JAWS ACQUISITION CORP UNIT 99/99/9999 G50744120 14,603 1,062,002 SH   OTR   0 1,062,002 0
JAWS SPITFIRE ACQUISITION CO UNIT 99/99/9999 G50740128 5,525 500,000 SH   OTR   0 500,000 0
JIYA ACQUISITION CORP COM CL A 47760M102 1,288 125,000 SH   OTR   0 125,000 0
JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 1,049 569,921 SH   OTR   0 569,921 0
JUNIPER INDL HLDGS INC COM CL A 48205G106 20,639 1,927,074 SH   OTR   0 1,927,074 0
KINS TECHNOLOGY GROUP INC UNIT 10/14/2025 49714K208 2,058 200,000 SH   OTR   0 200,000 0
KKR & CO INC COM 48251W104 1,732 42,784 SH   OTR   0 42,784 0
LANDCADIA HOLDINGS III INC UNIT 99/99/9999 51476H209 39,095 3,500,000 SH   OTR   0 3,500,000 0
LANNETT CO INC NOTE 4.500%10/0 51602UAC2 2,847 4,500,000 PRN   OTR   0 0 4,500,000
LEFTERIS ACQUISITION CORP UNIT 11/01/2023 52470X208 5,420 500,000 SH   OTR   0 500,000 0
LEISURE ACQUISITION CORP *W EXP 99/99/999 52539T115 2,173 2,750,477 SH   OTR   0 2,750,477 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 9,422 4,856,892 SH   OTR   0 4,856,892 0
LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 562 347,000 SH   OTR   0 347,000 0
LGL SYS ACQUISITION CORP COM CL A 50201G106 2,125 210,000 SH   OTR   0 210,000 0
LGL SYS ACQUISITION CORP UNIT 10/24/2024 50201G205 10,545 950,000 SH   OTR   0 950,000 0
LIV CAP ACQUISITION CORP UNIT 99/99/9999 G5510C124 1,838 175,000 SH   OTR   0 175,000 0
LUMINAR TECHNOLOGIES INC *W EXP 12/02/202 550424113 4,509 262,602 SH   OTR   0 262,602 0
LUX HEALTH TECH ACQUISITION UNIT 11/30/2027 55068A209 14,375 1,250,000 SH   OTR   0 1,250,000 0
MARQUEE RAINE ACQUISITION CO UNIT 12/01/2025 G58442115 5,415 500,000 SH   OTR   0 500,000 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 505 505,093 SH   OTR   0 505,093 0
MONTES ARCHIMEDES ACQUISITIO UNIT 09/30/2025 612657205 31,500 3,000,000 SH   OTR   0 3,000,000 0
MOTION ACQUISITION CORP UNIT 10/14/2025 61980M206 4,248 400,000 SH   OTR   0 400,000 0
MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 15,810 1,500,000 SH   OTR   0 1,500,000 0
MUDRICK CAPITAL ACQU CORP II UNIT 99/99/9999 62477L206 10,310 1,000,000 SH   OTR   0 1,000,000 0
NAVSIGHT HLDGS INC UNIT 99/99/9999 639358209 5,150 500,000 SH   OTR   0 500,000 0
NESCO HLDGS INC COM 64083J104 1,106 150,000 SH   OTR   0 150,000 0
NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 1,228 563,480 SH   OTR   0 563,480 0
NEW PROVIDENCE ACQUISITION COM CL A 64822P106 10,864 800,000 SH   OTR   0 800,000 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 4,132 69,793 SH   OTR   0 69,793 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 4,080 80,256 SH   OTR   0 80,256 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 5,451 106,107 SH   OTR   0 106,107 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 671 10,000 SH Put OTR   0 10,000 0
NEXTGEN ACQUISITION CORP UNIT 11/26/2020 G65305115 4,631 450,000 SH   OTR   0 450,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 80,999 23,837,000 PRN   OTR   0 0 23,837,000
NORTH MOUNTAIN MERGER CORP UNIT 09/16/2025 661204206 12,227 1,138,500 SH   OTR   0 1,138,500 0
NORTHERN GENESIS ACQUISITION COMMON STOCK 66516T104 2,667 150,000 SH   OTR   0 150,000 0
NORTHERN OIL AND GAS INC MN COM 665531307 88 10,000 SH   OTR   0 10,000 0
NORTHERN STAR ACQUISITION CO *W EXP 08/29/202 665742110 722 200,000 SH   OTR   0 200,000 0
NORTHERN STAR ACQUISITION CO COM CL A 665742102 8,736 600,000 SH   OTR   0 600,000 0
NORTHERN STAR ACQUISITION CO UNIT 08/29/2025 665742201 7,850 500,000 SH   OTR   0 500,000 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 1,709 67,200 SH   OTR   0 67,200 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 2,472 97,200 SH Put OTR   0 97,200 0
NOVUS CAP CORP *W EXP 06/30/202 67012U116 2,111 456,824 SH   OTR   0 456,824 0
OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 10,175 950,000 SH   OTR   0 950,000 0
OASIS PETROLEUM INC COM NEW 674215207 299 8,076 SH   OTR   0 8,076 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 1,828 1,709,000 PRN   OTR   0 0 1,709,000
OMNICHANNEL ACQUISITION CORP UNIT 99/99/9999 68218L207 5,175 502,400 SH   OTR   0 502,400 0
ONE UNIT 99/99/9999 G7000X113 14,225 1,250,000 SH   OTR   0 1,250,000 0
OPENDOOR TECHNOLOGIES INC *W EXP 12/18/202 683712111 2,316 300,000 SH   OTR   0 300,000 0
OPENDOOR TECHNOLOGIES INC COM 683712103 4,546 200,000 SH   OTR   0 200,000 0
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 3,372 2,294,002 SH   OTR   0 2,294,002 0
OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 8,930 852,887 SH   OTR   0 852,887 0
OTR ACQUISITION CORP UNIT 10/01/2025 67113Q204 1,049 100,000 SH   OTR   0 100,000 0
PANACEA ACQUISITION CORP UNIT 99/99/9999 698102209 2,552 200,000 SH   OTR   0 200,000 0
PARTS ID INC COM CL A 702141102 3,660 575,509 SH   OTR   0 575,509 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 10,343 9,673,000 PRN   OTR   0 0 9,673,000
PG&E CORP UNIT 99/99/9999 69331C140 43,321 353,772 SH   OTR   0 353,772 0
PINE IS ACQUISITION CORP UNIT 99/99/9999 722615200 10,104 980,000 SH   OTR   0 980,000 0
POPULATION HEALTH INVS CO IN UNIT 99/99/9999 G71716123 2,090 200,000 SH   OTR   0 200,000 0
PORCH GROUP INC COM 733245104 4,332 303,540 SH   OTR   0 303,540 0
PRIME IMPACT ACQUISITION I UNIT 10/01/2030 G61074111 4,244 400,000 SH   OTR   0 400,000 0
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 1,868 265,332 SH   OTR   0 265,332 0
PROPERTY SOLUTIONS ACQUISITI *W EXP 03/20/202 74348Q116 2,807 2,673,691 SH   OTR   0 2,673,691 0
PROPERTY SOLUTIONS ACQUISITI COM 74348Q108 10,000 1,000,000 SH   OTR   0 1,000,000 0
PROPERTY SOLUTIONS ACQUISITI UNIT 03/30/2027 74348Q207 11,747 1,065,028 SH   OTR   0 1,065,028 0
PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 5,315 500,000 SH   OTR   0 500,000 0
QUANTUMSCAPE CORP *W EXP 11/25/202 74767V117 5,282 139,000 SH   OTR   0 139,000 0
REDBALL ACQUISITION CORP UNIT 99/99/9999 G7417R121 5,780 500,000 SH   OTR   0 500,000 0
REINVENT TECHNOLOGY PARTNERS UNIT 99/99/9999 G7483N111 3,675 300,000 SH   OTR   0 300,000 0
REINVENT TECHNOLOGY PARTNERS UNIT 99/99/9999 G74847123 2,276 200,000 SH   OTR   0 200,000 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 2,421 1,311,360 SH   OTR   0 1,311,360 0
REPLAY ACQUISITION CORP COM G75130107 7,840 753,822 SH   OTR   0 753,822 0
REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 824 1,220,600 SH   OTR   0 1,220,600 0
REVOLUTION ACCELERTN ACQU CO UNIT 12/01/2025 76156P205 8,328 800,000 SH   OTR   0 800,000 0
RIBBIT LEAP LTD UNIT 99/99/9999 G7552B121 5,241 350,100 SH   OTR   0 350,100 0
RMG ACQUISITION CORP II UNIT 12/09/2025 G76083115 13,380 1,200,000 SH   OTR   0 1,200,000 0
ROYAL CARIBBEAN GROUP COM V7780T103 986 13,200 SH   OTR   0 13,200 0
ROYAL CARIBBEAN GROUP COM V7780T103 986 13,200 SH Put OTR   0 13,200 0
RUSH STREET INTERACTIVE INC *W EXP 02/21/202 782011118 2,815 367,500 SH   OTR   0 367,500 0
RUSH STREET INTERACTIVE INC *W EXP 02/21/202 782011118 1,417 333,333 SH   OTR   0 333,333 0
RUSH STREET INTERACTIVE INC COM 782011100 16,995 785,000 SH   OTR   0 785,000 0
SANDBRIDGE ACQUISITION CORP UNIT 99/99/9999 799793203 15,450 1,500,000 SH   OTR   0 1,500,000 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 25 18,420 SH   OTR   0 18,420 0
SCION TECH GROWTH I UNIT 12/17/2025 G31067120 15,480 1,500,000 SH   OTR   0 1,500,000 0
SCVX CORP *W EXP 01/24/202 G79448117 255 150,000 SH   OTR   0 150,000 0
SCVX CORP COM G79448208 515 50,000 SH   OTR   0 50,000 0
SCVX CORP UNIT 99/99/9999 G79448109 5,313 469,800 SH   OTR   0 469,800 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 94,586 2,495,665 SH   OTR   0 2,495,665 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 32,215 850,000 SH Call OTR   0 850,000 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 83,380 2,200,000 SH Put OTR   0 2,200,000 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 20,383 302,200 SH Call OTR   0 302,200 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 79,735 2,704,700 SH Call OTR   0 2,704,700 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 2,257 36,002 SH   OTR   0 36,002 0
SENIOR CONNECT ACQUISITN COR UNIT 12/09/2023 81723H207 8,747 850,000 SH   OTR   0 850,000 0
SHIFT TECHNOLOGIES INC CL A 82452T107 5,181 626,428 SH   OTR   0 626,428 0
SHOPIFY INC CL A 82509L107 1,020 901 SH   OTR   0 901 0
SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 819 250,000 SH   OTR   0 250,000 0
SILVER SPIKE ACQUISITION COR CL A SHS G8136L106 10,198 798,610 SH   OTR   0 798,610 0
SINA CORP ORD G81477104 48,949 1,155,000 SH   OTR   0 1,155,000 0
SIREN ETF TR NSD NXGN ECO ETF 829658202 815 20,000 SH   OTR   0 20,000 0
SKILLZ INC COM 83067L109 16,000 800,000 SH   OTR   0 800,000 0
SOC TELEMED INC *W EXP 11/30/202 78472F119 782 640,776 SH   OTR   0 640,776 0
SOC TELEMED INC COM CL A 78472F101 1,960 250,000 SH   OTR   0 250,000 0
SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G8252P121 52,720 4,000,000 SH   OTR   0 4,000,000 0
SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G82514129 26,334 1,800,000 SH   OTR   0 1,800,000 0
SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G8251L121 63,153 4,891,808 SH   OTR   0 4,891,808 0
SOFTWARE ACQUISITN GRUP INC UNIT 99/99/9999 83407F200 4,793 450,000 SH   OTR   0 450,000 0
SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 41,170 2,227,500 SH   OTR   0 2,227,500 0
SOUTHERN CO UNIT 08/01/2022 842587602 551 10,625 SH   OTR   0 10,625 0
SPARTAN ACQUISITION CORP II UNIT 99/99/9999 846775203 7,560 700,000 SH   OTR   0 700,000 0
SPDR GOLD TR GOLD SHS 78463V107 180,253 1,010,616 SH   OTR   0 1,010,616 0
SPDR GOLD TR GOLD SHS 78463V107 48,157 270,000 SH Call OTR   0 270,000 0
SPDR GOLD TR GOLD SHS 78463V107 68,847 386,000 SH Put OTR   0 386,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,478 20,000 SH   OTR   0 20,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 11,216 30,000 SH Call OTR   0 30,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 61,503 164,500 SH Put OTR   0 164,500 0
SPDR SER TR S&P METALS MNG 78464A755 6,688 200,000 SH Call OTR   0 200,000 0
SPORTS ENTERTAINMENT ACQU CO UNIT 99/99/9999 84918M205 7,525 700,000 SH   OTR   0 700,000 0
STABLE RD ACQUISITION CORP COM CL A 85236Q109 3,392 188,878 SH   OTR   0 188,878 0
STANLEY BLACK & DECKER INC COM 854502101 9,436 52,847 SH   OTR   0 52,847 0
STAR PEAK ENERGY TRANSITION UNIT 99/99/9999 855185203 11,110 500,000 SH   OTR   0 500,000 0
SUPERNOVA PARTNERS ACQUISITI UNIT 99/99/9999 86846V207 14,513 1,250,000 SH   OTR   0 1,250,000 0
TAILWIND ACQUISITION CORP UNIT 09/07/2027 87403Q201 3,234 300,000 SH   OTR   0 300,000 0
TASEKO MINES LTD COM 876511106 165 125,000 SH   OTR   0 125,000 0
TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 1,888 2,211,000 PRN   OTR   0 0 2,211,000
TEKKORP DIGITAL ACQUISITN CO UNIT 09/29/2027 G8739H122 10,750 1,000,000 SH   OTR   0 1,000,000 0
THAYER VENTURES ACQU CORP UNIT 01/01/2030 88332T209 524 50,000 SH   OTR   0 50,000 0
THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 19,830 1,500,000 SH   OTR   0 1,500,000 0
TIGA ACQUISITION CORP UNIT 99/99/9999 G88672129 5,290 500,000 SH   OTR   0 500,000 0
TORTOISE ACQUISITION CORP II UNIT 06/14/2027 G89554110 3,384 300,000 SH   OTR   0 300,000 0
TPG PACE BEN FIN CORP UNIT 99/99/9999 G8990D109 6,800 250,000 SH   OTR   0 250,000 0
TPG PACE TECH OPPORTUNITIES UNIT 99/99/9999 G8990Y111 5,680 500,000 SH   OTR   0 500,000 0
TREBIA ACQUISITION CORP UNIT 99/99/9999 G9027T125 23,120 2,000,000 SH   OTR   0 2,000,000 0
TREPONT ACQUISITION CORP I UNIT 99/99/9999 G9095M119 8,815 850,000 SH   OTR   0 850,000 0
TRIDENT ACQUISITIONS CORP *W EXP 05/09/202 89615T114 346 151,000 SH   OTR   0 151,000 0
TS INNOVATION ACQUISITN CORP UNIT 99/99/9999 87284T209 26,350 2,500,000 SH   OTR   0 2,500,000 0
TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 2,054 200,000 SH   OTR   0 200,000 0
TUSCAN HLDGS CORP *W EXP 04/01/202 90069K112 714 150,000 SH   OTR   0 150,000 0
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 747 312,500 SH   OTR   0 312,500 0
TUSCAN HLDGS CORP II COM 90070A103 1,181 107,301 SH   OTR   0 107,301 0
TWC TECH HLDGS II CORP UNIT 09/10/2025 90117G204 5,375 500,000 SH   OTR   0 500,000 0
UBER TECHNOLOGIES INC COM 90353T100 377 7,400 SH   OTR   0 7,400 0
UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 19,047 12,650,000 PRN   OTR   0 0 12,650,000
URANIUM ENERGY CORP COM 916896103 53 30,000 SH   OTR   0 30,000 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 11,166 310,000 SH Call OTR   0 310,000 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 16,096 483,805 SH   OTR   0 483,805 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 2,415 100,000 SH   OTR   0 100,000 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 6,158 255,000 SH Call OTR   0 255,000 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 1,035 4,740 SH   OTR   0 4,740 0
VANECK VECTORS ETF TR VIDEO GAMING 92189F114 577 8,241 SH   OTR   0 8,241 0
VECTOR ACQUISITION CORP UNIT 09/30/2027 G9442R100 21,500 2,000,000 SH   OTR   0 2,000,000 0
VESPER HEALTHCARE ACQSTN COR COM CL A 92538T104 1,131 100,000 SH   OTR   0 100,000 0
VESPER HEALTHCARE ACQSTN COR UNIT 99/99/9999 92538T203 21,210 1,750,000 SH   OTR   0 1,750,000 0
VG ACQUISITION CORP UNIT 99/99/9999 G9446E121 18,000 1,500,000 SH   OTR   0 1,500,000 0
VPC IMPACT ACQUISITION HLDNG UNIT 09/22/2025 G9441E126 4,280 400,000 SH   OTR   0 400,000 0
VY GLOBAL GROWTH UNIT 99/99/9999 G9444H126 5,380 500,000 SH   OTR   0 500,000 0
WIX COM LTD SHS M98068105 1,578 6,314 SH   OTR   0 6,314 0
YELLOWSTONE ACQUISITION CO UNIT 10/22/2025 98566K204 5,325 500,000 SH   OTR   0 500,000 0
YUCAIPA ACQUISITION CORP UNIT 99/99/9999 G9879L121 16,320 1,600,000 SH   OTR   0 1,600,000 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 27,122 9,000,000 PRN   OTR   0 0 9,000,000
ZYNGA INC CL A 98986T108 2,902 294,000 SH   OTR   0 294,000 0