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 CAP VENTURE ACQSTN CORP COM CL A G87076108 1,230 125,174 SH   OTR   0 125,174 0
5 01 ACQUISITION CORP COM CL A 33836P105 5,910 600,000 SH   OTR   0 600,000 0
ABG ACQUISITION CORP I CL A SHS G00496102 2,453 250,000 SH   OTR   0 250,000 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 456 1,000 SH   OTR   0 1,000 0
AES CORP UNIT 99/99/9999 00130H204 1,460 14,759 SH   OTR   0 14,759 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 16,396 330,836 SH   OTR   0 330,836 0
ALPHABET INC CAP STK CL A 02079K305 417 150 SH   OTR   0 150 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 5,352 545,000 SH   OTR   0 545,000 0
ALTRIA GROUP INC COM 02209S103 6,897 132,000 SH Call OTR   0 132,000 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 14,969 11,000,000 PRN   OTR   0 0 11,000,000
AMERICAN ELEC PWR CO INC COM 025537101 2,917 29,233 SH   OTR   0 29,233 0
AMERICAN EXPRESS CO COM 025816109 277 1,479 SH   OTR   0 1,479 0
ANGEL POND HOLDINGS CORP SHS CL A G0447J102 5,448 551,935 SH   OTR   0 551,935 0
ANZU SPECIAL ACQUISITIN CORP UNIT 01/27/2026 03737A200 1,641 166,889 SH   OTR   0 166,889 0
APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 6,849 688,339 SH   OTR   0 688,339 0
APTIV PLC 5.5% CNV PFD A G6095L117 3,195 23,413 SH   OTR   0 23,413 0
ARCH RESOURCES INC NOTE 5.250%11/1 039389AB7 60,142 15,875,000 PRN   OTR   0 0 15,875,000
ARES ACQUISITION CORPORATION COM CL A G33032106 1,962 200,000 SH   OTR   0 200,000 0
ARGUS CAPITAL CORP UNIT 08/31/2028 04026L204 4,577 450,000 SH   OTR   0 450,000 0
ARTIVION INC NOTE 4.250% 7/0 228903AB6 5,827 5,000,000 PRN   OTR   0 0 5,000,000
ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 2,428 250,000 SH   OTR   0 250,000 0
AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 7,856 800,000 SH   OTR   0 800,000 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 899 8,683 SH   OTR   0 8,683 0
AVISTA PUB ACQUISITION CORP *W EXP 04/06/202 G07247128 36 51,594 SH   OTR   0 51,594 0
AVISTA PUB ACQUISITION CORP CLASS A ORD SHS G07247102 4,738 470,000 SH   OTR   0 470,000 0
BECTON DICKINSON & CO COM 075887109 7,638 28,716 SH   OTR   0 28,716 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 529 1 SH   OTR   0 1 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,011 2,866 SH   OTR   0 2,866 0
BIOMX INC *W EXP 10/28/202 09090D111 11 80,605 SH   OTR   0 80,605 0
BK OF AMERICA CORP COM 060505104 1,200 29,102 SH   OTR   0 29,102 0
BLACKROCK INC COM 09247X101 297 389 SH   OTR   0 389 0
BLACKSTONE MORTGAGE TRUST IN NOTE 5.500% 3/1 09257WAE0 5,927 6,000,000 PRN   OTR   0 0 6,000,000
BLOOMIN BRANDS INC NOTE 5.000% 5/0 094235AB4 41,519 20,600,000 PRN   OTR   0 0 20,600,000
BOOKING HOLDINGS INC COM 09857L108 1,639 698 SH   OTR   0 698 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 3,878 33,302 SH   OTR   0 33,302 0
BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 2,468 250,000 SH   OTR   0 250,000 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 1,352 15,185,782 SH   OTR   0 15,185,782 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 3,666 9,672,500 SH   OTR   0 9,672,500 0
BROOGE ENERGY LTD SHS G1611B107 1,755 214,061 SH   OTR   0 214,061 0
BTRS HOLDINGS INC COM CL 1 11778X104 4,488 600,000 SH   OTR   0 600,000 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 3,616 4,000,000 PRN   OTR   0 0 4,000,000
CABLE ONE INC NOTE 3/1 12685JAE5 4,586 5,195,000 PRN   OTR   0 0 5,195,000
CARNIVAL CORP COMMON STOCK 143658300 2,022 100,000 SH Call OTR   0 100,000 0
CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 132 750,000 SH   OTR   0 750,000 0
CBOE GLOBAL MKTS INC COM 12503M108 286 2,500 SH   OTR   0 2,500 0
CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 387 39,032 SH   OTR   0 39,032 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 93 150,000 SH   OTR   0 150,000 0
CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 7,395 750,000 SH   OTR   0 750,000 0
CEMEX SAB DE CV SPON ADR NEW 151290889 529 100,000 SH   OTR   0 100,000 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 8,541 9,765,000 PRN   OTR   0 0 9,765,000
CHANGE HEALTHCARE INC MTNF 6.000% 6/3 15912K209 16,567 234,463 SH   OTR   0 234,463 0
CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 172 282,435 SH   OTR   0 282,435 0
CHURCHILL CAPITAL CORP V COM CL A 17144T107 4,915 500,000 SH   OTR   0 500,000 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 69 115,000 SH   OTR   0 115,000 0
CHURCHILL CAPITAL CORP VII COM CL A 17144M102 5,629 575,000 SH   OTR   0 575,000 0
CHURCHILL CAPITAL CORP VII UNIT 99/99/9999 17144M201 1,238 125,000 SH   OTR   0 125,000 0
CLARIVATE PLC 5.25% PFD CONV A G21810208 35,715 526,225 SH   OTR   0 526,225 0
COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 491 50,000 SH   OTR   0 50,000 0
CONCORD ACQUISITION CORP COM CL A 206071102 498 50,000 SH   OTR   0 50,000 0
CONOCOPHILLIPS COM 20825C104 488 4,876 SH   OTR   0 4,876 0
CORSAIR PARTNERING CORP UNIT 99/99/9999 G2540H124 10,890 1,100,000 SH   OTR   0 1,100,000 0
CRITEO S A SPONS ADS 226718104 61,562 2,260,000 SH   OTR   0 2,260,000 0
DANAHER CORPORATION COM 235851102 31,869 108,644 SH   OTR   0 108,644 0
DEERE & CO COM 244199105 361 870 SH   OTR   0 870 0
DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 499 1,662,579 SH   OTR   0 1,662,579 0
DEVON ENERGY CORP NEW COM 25179M103 326 5,507 SH   OTR   0 5,507 0
DEXCOM INC COM 252131107 767 1,500 SH   OTR   0 1,500 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 332 1,899,363 SH   OTR   0 1,899,363 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 6,311 6,500,000 PRN   OTR   0 0 6,500,000
DISNEY WALT CO COM 254687106 411 3,000 SH   OTR   0 3,000 0
DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113 50 72,980 SH   OTR   0 72,980 0
DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 2,969 300,825 SH   OTR   0 300,825 0
DOMINION ENERGY INC COM 25746U109 850 10,000 SH Put OTR   0 10,000 0
DOMINION ENERGY INC DEBT 7.250% 6/0 25746U133 23,583 232,231 SH   OTR   0 232,231 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 7,840 800,000 SH   OTR   0 800,000 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 3,810 71,500 SH   OTR   0 71,500 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 2,807 68,910 SH   OTR   0 68,910 0
EOG RES INC COM 26875P101 288 2,417 SH   OTR   0 2,417 0
ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1 3,105 6,000,000 PRN   OTR   0 0 6,000,000
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 19,759 322,909 SH   OTR   0 322,909 0
EXPEDIA GROUP INC COM NEW 30212P303 511 2,610 SH   OTR   0 2,610 0
EXPEDITORS INTL WASH INC COM 302130109 1,290 12,500 SH   OTR   0 12,500 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 1,323 3,480,322 SH   OTR   0 3,480,322 0
FAR PEAK ACQUISITION CORP SHS CL A G3312L103 8,972 902,598 SH   OTR   0 902,598 0
FAST RADIUS INC *W EXP 02/11/202 31187R118 16 102,352 SH   OTR   0 102,352 0
FIFTH WALL ACQUISITN CORP II CLASS A ORD SHS G34142102 5,826 600,000 SH   OTR   0 600,000 0
FINTECH ACQUISITION CORP VI UNIT 06/24/2026 31811H205 10,901 1,100,000 SH   OTR   0 1,100,000 0
FORD MTR CO DEL COM 345370860 330 19,499 SH   OTR   0 19,499 0
FORTIVE CORP COM 34959J108 609 10,000 SH   OTR   0 10,000 0
FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 14,685 1,500,000 SH   OTR   0 1,500,000 0
FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 2,007 205,000 SH   OTR   0 205,000 0
FTAC HERA ACQUISITION CORP UNIT 02/28/2026 G3728Y129 5,916 600,000 SH   OTR   0 600,000 0
GELESIS HLDGS INC *W EXP 01/13/202 36850R113 129 575,000 SH   OTR   0 575,000 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 39,377 531,834 SH   OTR   0 531,834 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 5,593 1,452,603 SH   OTR   0 1,452,603 0
GLOBAL PARTNER ACQISTN CORP UNIT 01/06/2026 G3934P110 5,898 600,000 SH   OTR   0 600,000 0
GLOBAL SHIP LEASE INC NEW COM CL A Y27183600 1,282 45,000 SH   OTR   0 45,000 0
GO ACQUISITION CORP *W EXP 08/31/202 362019119 16 86,796 SH   OTR   0 86,796 0
GOLDMAN SACHS GROUP INC COM 38141G104 277 840 SH   OTR   0 840 0
GORES HLDGS VIII INC CL A 382863108 5,376 540,296 SH   OTR   0 540,296 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 826 1,000,000 PRN   OTR   0 0 1,000,000
GREAT AJAX CORP 7.25 CV SR NT 24 38983D409 1,695 67,817 SH   OTR   0 67,817 0
GROUP NINE ACQUISITION CORP UNIT 01/15/2026 39947R203 4,920 500,000 SH   OTR   0 500,000 0
HAYMAKER ACQUISITION CORP II *W EXP 03/05/202 42087R116 140 254,145 SH   OTR   0 254,145 0
HAYMAKER ACQUISITION CORP II CLASS A COM 42087R108 13,478 1,364,198 SH   OTR   0 1,364,198 0
HUAZHU GROUP LTD NOTE 3.000% 5/0 44332NAB2 1,590 1,479,000 PRN   OTR   0 0 1,479,000
HUMANCO ACQUISITION CORP UNIT 12/08/2023 44487N208 4,990 500,000 SH   OTR   0 500,000 0
IHS HOLDING LIMITED ORD SHS G4701H109 1,385 125,000 SH   OTR   0 125,000 0
II-VI INC 6% CONV PFD A 902104306 350 1,187 SH   OTR   0 1,187 0
INNOVATE CORP NOTE 7.500% 8/0 404139AG2 2,461 2,123,000 PRN   OTR   0 0 2,123,000
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 31,498 19,602,000 PRN   OTR   0 0 19,602,000
INSU ACQUISITION CORP III COM CL A 457817104 2,455 250,000 SH   OTR   0 250,000 0
INSU ACQUISITION CORP III UNIT 12/31/2026 457817302 9,860 1,000,000 SH   OTR   0 1,000,000 0
INTERPRIVATE II ACQUISITION UNIT 99/99/9999 46064Q207 3,940 400,000 SH   OTR   0 400,000 0
INTERPRIVATE III FINANCIAL P COM CL A 46064R106 3,952 400,000 SH   OTR   0 400,000 0
INTERPRIVATE IV INFRATECH PR UNIT 03/05/2026 46064T201 3,932 400,000 SH   OTR   0 400,000 0
INTUIT COM 461202103 393 818 SH   OTR   0 818 0
INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 1,239 56,919 SH   OTR   0 56,919 0
INVESCO QQQ TR UNIT SER 1 46090E103 258,854 714,000 SH Put OTR   0 714,000 0
INVESCO QQQ TR UNIT SER 1 46090E103 377,042 1,040,000 SH Call OTR   0 1,040,000 0
ISHARES INC MSCI BRAZIL ETF 464286400 13,234 350,000 SH Call OTR   0 350,000 0
ISHARES INC MSCI BRAZIL ETF 464286400 5,672 150,000 SH   OTR   0 150,000 0
ISHARES INC MSCI BRAZIL ETF 464286400 8,507 225,000 SH Put OTR   0 225,000 0
ISHARES INC MSCI CDA ETF 464286509 36,189 900,000 SH Call OTR   0 900,000 0
ISHARES INC MSCI CDA ETF 464286509 4,021 100,000 SH   OTR   0 100,000 0
ISHARES SILVER TR ISHARES 46428Q109 4,576 200,000 SH Call OTR   0 200,000 0
ISHARES TR 0-5 YR TIPS ETF 46429B747 1,890 18,006 SH   OTR   0 18,006 0
ISHARES TR CHINA LG-CAP ETF 464287184 1,758 55,000 SH Put OTR   0 55,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 7,353 230,000 SH Call OTR   0 230,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 959 30,000 SH   OTR   0 30,000 0
ISHARES TR IBOXX HI YD ETF 464288513 159,840 1,942,400 SH Put OTR   0 1,942,400 0
ISHARES TR IBOXX HI YD ETF 464288513 14,568 177,028 SH   OTR   0 177,028 0
ISHARES TR IBOXX INV CP ETF 464287242 121,303 1,003,000 SH Put OTR   0 1,003,000 0
ISHARES TR IBOXX INV CP ETF 464287242 2,763 22,850 SH   OTR   0 22,850 0
ISHARES TR IBOXX INV CP ETF 464287242 72,564 600,000 SH Call OTR   0 600,000 0
ISHARES TR ISHARES SEMICDTR 464287523 2,366 5,000 SH Put OTR   0 5,000 0
ISHARES TR JPMORGAN USD EMG 464288281 120,245 1,230,000 SH Call OTR   0 1,230,000 0
ISHARES TR JPMORGAN USD EMG 464288281 102,648 1,050,000 SH Put OTR   0 1,050,000 0
ISHARES TR JPMORGAN USD EMG 464288281 4,301 44,000 SH   OTR   0 44,000 0
ISHARES TR MSCI EAFE ETF 464287465 2,370 32,200 SH Put OTR   0 32,200 0
ISHARES TR MSCI EAFE ETF 464287465 2,370 32,200 SH Call OTR   0 32,200 0
ISHARES TR MSCI EMG MKT ETF 464287234 4,289 95,000 SH   OTR   0 95,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 8,831 195,600 SH Call OTR   0 195,600 0
ISHARES TR MSCI EMG MKT ETF 464287234 4,316 95,600 SH Put OTR   0 95,600 0
ISHARES TR MSCI UK ETF NEW 46435G334 673 20,000 SH   OTR   0 20,000 0
JIYA ACQUISITION CORP COM CL A 47760M102 1,229 125,000 SH   OTR   0 125,000 0
JPMORGAN CHASE & CO COM 46625H100 1,048 7,689 SH   OTR   0 7,689 0
KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 51 300,000 SH   OTR   0 300,000 0
KAIROS ACQUISITION CORP CL A SHS G52110114 4,807 490,000 SH   OTR   0 490,000 0
KHOSLA VENTURES ACQUISITION CL A 482504107 2,686 274,600 SH   OTR   0 274,600 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 4,885 500,000 SH   OTR   0 500,000 0
KIMBELL RTY PARTNERS LP UNIT 49435R102 488 30,000 SH   OTR   0 30,000 0
KKR & CO INC COM 48251W104 934 15,972 SH   OTR   0 15,972 0
KRANESHARES TR CSI CHI INTERNET 500767306 14,255 500,000 SH Call OTR   0 500,000 0
KRANESHARES TR CSI CHI INTERNET 500767306 4,005 140,491 SH   OTR   0 140,491 0
LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 2,455 250,000 SH   OTR   0 250,000 0
LANDSTAR SYS INC COM 515098101 1,131 7,500 SH   OTR   0 7,500 0
LANNETT CO INC NOTE 4.500%10/0 51602UAC2 881 2,975,000 PRN   OTR   0 0 2,975,000
LCI INDS NOTE 1.125% 5/1 501812AB7 1,481 1,610,000 PRN   OTR   0 0 1,610,000
LDH GROWTH CORP I UNIT 03/17/2026 G54094118 1,970 200,000 SH   OTR   0 200,000 0
LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 1,479 150,000 SH   OTR   0 150,000 0
LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 43 125,000 SH   OTR   0 125,000 0
LERER HIPPEAU ACQUISITION CO CL A 526749106 2,940 300,000 SH   OTR   0 300,000 0
LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 4,880 500,000 SH   OTR   0 500,000 0
M3 BRIGADE ACQUISITION II CO COM CL A 553800103 2,443 250,000 SH   OTR   0 250,000 0
MAXEON SOLAR TECHNOLOGIES LT NOTE 6.500% 7/1 57779BAB0 1,950 1,750,000 PRN   OTR   0 0 1,750,000
MCDONALDS CORP COM 580135101 299 1,208 SH   OTR   0 1,208 0
MEMBERSHIP COLLECTIVE GROUP COM CL A 586001109 1,143 147,249 SH   OTR   0 147,249 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 1,801 1,633,000 PRN   OTR   0 0 1,633,000
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 18,224 13,233,000 PRN   OTR   0 0 13,233,000
MODERNA INC COM 60770K107 517 3,000 SH   OTR   0 3,000 0
MOSAIC CO NEW COM 61945C103 279 4,200 SH   OTR   0 4,200 0
MR COOPER GROUP INC COM 62482R107 15,997 350,272 SH   OTR   0 350,272 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 11,812 191,169 SH   OTR   0 191,169 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 35,451 679,798 SH   OTR   0 679,798 0
NISOURCE INC UNIT 12/01/2023 65473P121 31,144 261,760 SH   OTR   0 261,760 0
NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 264 850,000 SH   OTR   0 850,000 0
NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 2,522 255,000 SH   OTR   0 255,000 0
NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 8,192 825,000 SH   OTR   0 825,000 0
NORTH MOUNTAIN MERGER CORP UNIT 09/16/2025 661204206 11,374 1,138,500 SH   OTR   0 1,138,500 0
NORTHERN OIL AND GAS INC MN COM 665531307 1,410 50,000 SH   OTR   0 50,000 0
NORTHERN STAR INVEST CORP II COM CL A 66574L100 1,958 199,996 SH   OTR   0 199,996 0
NRG ENERGY INC COM NEW 629377508 5,529 144,145 SH   OTR   0 144,145 0
NRG ENERGY INC COM NEW 629377508 2,877 75,000 SH Call OTR   0 75,000 0
OAKTREE ACQUISITION CORP II CL A SHS G6715X103 1,106 111,126 SH   OTR   0 111,126 0
OMEGA ALPHA SPAC CL A G6749V107 3,928 400,000 SH   OTR   0 400,000 0
OMNICHANNEL ACQUISITION CORP *W EXP 12/30/202 68218L116 46 251,200 SH   OTR   0 251,200 0
ON SEMICONDUCTOR CORP COM 682189105 1,597 25,500 SH   OTR   0 25,500 0
PAR TECHNOLOGY CORP NOTE 1.500%10/1 698884AE3 2,708 3,000,000 PRN   OTR   0 0 3,000,000
PENNYMAC FINL SVCS INC NEW COM 70932M107 5,928 111,428 SH   OTR   0 111,428 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,513 108,241 SH   OTR   0 108,241 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 389 26,254 SH   OTR   0 26,254 0
PG&E CORP UNIT 99/99/9999 69331C140 29,237 260,022 SH   OTR   0 260,022 0
PIONEER MERGER CORP CL A SHS G7S24C103 4,440 452,629 SH   OTR   0 452,629 0
PIVOTAL INVESTMENT CORP III COM CL A 72582M106 4,890 500,000 SH   OTR   0 500,000 0
PLUG PWR INC NOTE 3.750% 6/0 72919PAD5 56,114 9,925,000 PRN   OTR   0 0 9,925,000
PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 33 101,384 SH   OTR   0 101,384 0
PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 4,890 500,000 SH   OTR   0 500,000 0
PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2,445 250,000 SH   OTR   0 250,000 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 2,759 27,668 SH   OTR   0 27,668 0
READY CAPITAL CORP 7% CN SR NT 2023 75574U200 2,107 80,260 SH   OTR   0 80,260 0
REDFIN CORP NOTE 10/1 75737FAC2 1,120 1,500,000 PRN   OTR   0 0 1,500,000
RENOVACOR INC *W EXP 99/99/999 75989E114 51 187,048 SH   OTR   0 187,048 0
REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 333 1,220,600 SH   OTR   0 1,220,600 0
RH COM 74967X103 228 700 SH   OTR   0 700 0
RMG ACQUISITION CORP III CL A SHS G76088106 3,836 391,427 SH   OTR   0 391,427 0
RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 455 45,975 SH   OTR   0 45,975 0
RXR ACQUISITION CORP UNIT 01/01/2025 74981W206 10,069 1,022,253 SH   OTR   0 1,022,253 0
SABRE CORP 6.50% CONV PFD A 78573M203 10,563 72,732 SH   OTR   0 72,732 0
SAFEHOLD INC COM 78645L100 1,386 25,000 SH   OTR   0 25,000 0
SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 88 217,955 SH   OTR   0 217,955 0
SANDBRIDGE X2 CORP COM CLASS A 799792106 5,591 573,448 SH   OTR   0 573,448 0
SCHLUMBERGER LTD COM STK 806857108 216 5,236 SH   OTR   0 5,236 0
SCHWAB CHARLES CORP COM 808513105 358 4,242 SH   OTR   0 4,242 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,529 20,000 SH Call OTR   0 20,000 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 914 11,960 SH   OTR   0 11,960 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 5,351 70,000 SH Put OTR   0 70,000 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 8,047 210,000 SH Put OTR   0 210,000 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 3,372 88,000 SH   OTR   0 88,000 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3,723 50,000 SH Put OTR   0 50,000 0
SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 1,238 125,000 SH   OTR   0 125,000 0
SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 1,717 24,701 SH   OTR   0 24,701 0
SOUTHERN CO UNIT 08/01/2022 842587602 2,358 43,170 SH   OTR   0 43,170 0
SPDR GOLD TR GOLD SHS 78463V107 66,841 370,000 SH Call OTR   0 370,000 0
SPDR GOLD TR GOLD SHS 78463V107 28,181 156,000 SH Put OTR   0 156,000 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 3,123 75,900 SH Put OTR   0 75,900 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 3,123 75,900 SH Call OTR   0 75,900 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,449 9,850 SH   OTR   0 9,850 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 140,370 310,800 SH Put OTR   0 310,800 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 223,923 495,800 SH Call OTR   0 495,800 0
SPDR SER TR S&P REGL BKG 78464A698 2,067 30,000 SH Put OTR   0 30,000 0
SPDR SER TR S&P RETAIL ETF 78464A714 24,195 320,300 SH Put OTR   0 320,300 0
STANLEY BLACK & DECKER INC COM 854502101 3,123 22,342 SH   OTR   0 22,342 0
SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 62 133,559 SH   OTR   0 133,559 0
SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 734 75,000 SH   OTR   0 75,000 0
SVF INVESTMENT CORP *W EXP 12/20/202 G8601L128 24 42,553 SH   OTR   0 42,553 0
SVF INVESTMENT CORP CL A SHS G8601L102 2,630 268,374 SH   OTR   0 268,374 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100 1,983 201,500 SH   OTR   0 201,500 0
SVF INVESTMENT CORP 3 CL A SHS G8601N108 2,478 250,000 SH   OTR   0 250,000 0
TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 98 575,000 SH   OTR   0 575,000 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 19,184 184,000 SH   OTR   0 184,000 0
TEEKAY TANKERS LTD CL A Y8565N300 264 19,070 SH   OTR   0 19,070 0
TESLA INC COM 88160R101 2,223 2,063 SH   OTR   0 2,063 0
TIGA ACQUISITION CORP SHS CL A G88672103 2,563 250,000 SH   OTR   0 250,000 0
TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 6,916 700,000 SH   OTR   0 700,000 0
TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 2,399 2,250,000 PRN   OTR   0 0 2,250,000
TRICIDA INC NOTE 3.500% 5/1 89610FAB7 3,874 7,779,000 PRN   OTR   0 0 7,779,000
TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 2,470 250,000 SH   OTR   0 250,000 0
TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 308 600,000 SH   OTR   0 600,000 0
TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 4,341 4,425,000 PRN   OTR   0 0 4,425,000
UGI CORP NEW COM 902681105 401 11,084 SH   OTR   0 11,084 0
UNION PAC CORP COM 907818108 260 953 SH   OTR   0 953 0
UPSTART HLDGS INC COM 91680M107 215 1,968 SH   OTR   0 1,968 0
URBAN ONE INC CL A 91705J105 156 25,000 SH   OTR   0 25,000 0
URBAN ONE INC CL D NON VTG 91705J204 129 25,000 SH   OTR   0 25,000 0
VACCITECH PLC ADS 91864C107 2,822 542,673 SH   OTR   0 542,673 0
VANECK ETF TRUST GOLD MINERS ETF 92189F106 1,227 32,000 SH Call OTR   0 32,000 0
VANECK ETF TRUST JP MRGAN EM LOC 92189H300 270 10,000 SH   OTR   0 10,000 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 311 5,000 SH   OTR   0 5,000 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 7,281 116,900 SH Put OTR   0 116,900 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 2,414 47,137 SH   OTR   0 47,137 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 6,944 5,500,000 PRN   OTR   0 0 5,500,000
VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 11,119 1,118,646 SH   OTR   0 1,118,646 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 7,320 750,000 SH   OTR   0 750,000 0
VINTAGE WINE ESTATES INC *W EXP 06/08/202 92747V114 6,227 3,193,100 SH   OTR   0 3,193,100 0
VIRGIN GROUP ACQUISIT CORP I *W EXP 03/13/202 G9460K128 38 100,000 SH   OTR   0 100,000 0
VIRGIN GROUP ACQUISIT CORP I SHS CL A G9460K102 7,395 750,000 SH   OTR   0 750,000 0
WELLS FARGO CO NEW COM 949746101 527 10,880 SH   OTR   0 10,880 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 293 2,500 SH   OTR   0 2,500 0