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 GENOMICS INC CL A COM 88025U109 539 10,704 SH   OTR   0 10,704 0
3-D SYS CORP DEL COM NEW 88554D205 112 13,695 SH   OTR   0 13,695 0
3M CO COM 88579Y101 402 2,445 SH   OTR   0 2,445 0
ABBVIE INC COM 00287Y109 402 5,310 SH   OTR   0 5,310 0
ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 125 166,666 SH   OTR   0 166,666 0
ACCELERATE DIAGNOSTICS INC NOTE 2.500% 3/1 00430HAB8 1,257 1,500,000 PRN   OTR   0 0 1,500,000
ACTIVISION BLIZZARD INC COM 00507V109 713 13,469 SH   OTR   0 13,469 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 260 8,400 SH   OTR   0 8,400 0
ADOBE INC COM 00724F101 1,814 6,565 SH   OTR   0 6,565 0
ADVANCED DISP SVCS INC DEL COM 00790X101 1,381 42,408 SH   OTR   0 42,408 0
ADVANCED MICRO DEVICES INC COM 007903107 917 31,616 SH   OTR   0 31,616 0
AES CORP COM 00130H105 404 24,731 SH   OTR   0 24,731 0
AFFILIATED MANAGERS GROUP IN COM 008252108 235 2,824 SH   OTR   0 2,824 0
AFLAC INC COM 001055102 210 4,020 SH   OTR   0 4,020 0
AGNICO EAGLE MINES LTD COM 008474108 1,059 19,763 SH   OTR   0 19,763 0
AIR PRODS & CHEMS INC COM 009158106 387 1,746 SH   OTR   0 1,746 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 7,199 7,610,000 PRN   OTR   0 0 7,610,000
AKAZOO SA *W EXP 09/11/202 L0164E116 1,521 1,975,949 SH   OTR   0 1,975,949 0
AKORN INC COM 009728106 66 17,279 SH   OTR   0 17,279 0
ALAMOS GOLD INC NEW COM CL A 011532108 546 94,209 SH   OTR   0 94,209 0
ALCOA CORP COM 013872106 265 13,220 SH   OTR   0 13,220 0
ALECTOR INC COM 014442107 275 19,095 SH   OTR   0 19,095 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,003 6,000 SH   OTR   0 6,000 0
ALIGN TECHNOLOGY INC COM 016255101 288 1,592 SH   OTR   0 1,592 0
ALLEGION PUB LTD CO ORD SHS G0176J109 731 7,050 SH   OTR   0 7,050 0
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 195 930,140 SH   OTR   0 930,140 0
ALLERGAN PLC SHS G0177J108 6,327 37,594 SH   OTR   0 37,594 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 444 9,445 SH   OTR   0 9,445 0
ALLSTATE CORP COM 020002101 449 4,127 SH   OTR   0 4,127 0
ALPHABET INC CAP STK CL A 02079K305 10,632 8,707 SH   OTR   0 8,707 0
ALPHABET INC CAP STK CL C 02079K107 274 225 SH   OTR   0 225 0
ALPS ETF TR ALERIAN MLP 00162Q866 12,234 1,338,508 SH   OTR   0 1,338,508 0
ALTERYX INC COM CL A 02156B103 661 6,150 SH   OTR   0 6,150 0
ALTRIA GROUP INC COM 02209S103 3,272 80,000 SH Call OTR   0 80,000 0
AMCOR PLC ORD G0250X107 524 53,792 SH   OTR   0 53,792 0
AMEREN CORP COM 023608102 363 4,538 SH   OTR   0 4,538 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 83 10,119 SH   OTR   0 10,119 0
AMERICAN ELEC PWR CO INC COM 025537101 211 2,249 SH   OTR   0 2,249 0
AMERICAN FINL GROUP INC OHIO COM 025932104 386 3,583 SH   OTR   0 3,583 0
AMERICAN WTR WKS CO INC NEW COM 030420103 253 2,035 SH   OTR   0 2,035 0
AMGEN INC COM 031162100 1,153 5,960 SH   OTR   0 5,960 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 65 22,345 SH   OTR   0 22,345 0
ANALOG DEVICES INC COM 032654105 390 3,492 SH   OTR   0 3,492 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 250 13,700 SH   OTR   0 13,700 0
ANNALY CAP MGMT INC COM 035710409 192 21,800 SH Call OTR   0 21,800 0
ANTERO RES CORP COM 03674X106 50 16,564 SH   OTR   0 16,564 0
ANWORTH MORTGAGE ASSET CP COM 037347101 49 14,907 SH   OTR   0 14,907 0
AON PLC SHS CL A G0408V102 633 3,272 SH   OTR   0 3,272 0
APEX TECHNOLOGY ACQUISITN CO UNIT 06/11/2026 03768F201 8,152 800,000 SH   OTR   0 800,000 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 2,404 2,351,000 PRN   OTR   0 0 2,351,000
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 834 816,000 PRN   OTR   0 0 816,000
APPLE INC COM 037833100 11,805 52,709 SH   OTR   0 52,709 0
AQUA AMERICA INC UNIT 04/30/2022 03836W202 58,163 959,780 SH   OTR   0 959,780 0
ARES CAP CORP COM 04010L103 354 18,997 SH   OTR   0 18,997 0
ARROW ELECTRS INC COM 042735100 343 4,605 SH   OTR   0 4,605 0
ARYA SCIENCES ACQUISITION CO UNIT 10/04/2023 G3165V117 6,575 601,000 SH   OTR   0 601,000 0
ASCENA RETAIL GROUP INC COM 04351G101 32 122,599 SH   OTR   0 122,599 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 81 24,334 SH   OTR   0 24,334 0
ASHLAND GLOBAL HLDGS INC COM 044186104 284 3,692 SH   OTR   0 3,692 0
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 2,234 3,000,000 PRN   OTR   0 0 3,000,000
ATHENE HLDG LTD CL A G0684D107 255 6,064 SH   OTR   0 6,064 0
AUTODESK INC COM 052769106 228 1,543 SH   OTR   0 1,543 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 4,485 83,540 PRN   OTR   0 0 83,540
AVANTOR INC COM 05352A100 878 59,700 SH   OTR   0 59,700 0
AVON PRODS INC COM 054303102 3,248 738,209 SH   OTR   0 738,209 0
B2GOLD CORP COM 11777Q209 54 16,759 SH   OTR   0 16,759 0
BALL CORP COM 058498106 525 7,208 SH   OTR   0 7,208 0
BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 625 99,248 SH   OTR   0 99,248 0
BANK AMER CORP COM 060505104 6,264 214,734 SH   OTR   0 214,734 0
BANK NEW YORK MELLON CORP COM 064058100 455 10,071 SH   OTR   0 10,071 0
BAOZUN INC SPONSORED ADR 06684L103 986 23,100 SH   OTR   0 23,100 0
BARRICK GOLD CORPORATION COM 067901108 194 11,187 SH   OTR   0 11,187 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 939 15,171 PRN   OTR   0 0 15,171
BEYOND MEAT INC COM 08862E109 283 1,905 SH   OTR   0 1,905 0
BHP GROUP PLC SPONSORED ADR 05545E209 5,927 138,360 SH   OTR   0 138,360 0
BICYCLE THERAPEUTICS PLC SPONSORED ADS 088786108 1,036 90,986 SH   OTR   0 90,986 0
BIOGEN INC COM 09062X103 1,719 7,384 SH   OTR   0 7,384 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 426 6,315 SH   OTR   0 6,315 0
BLOCK H & R INC COM 093671105 219 9,283 SH   OTR   0 9,283 0
BOOKING HLDGS INC COM 09857L108 290 148 SH   OTR   0 148 0
BORR DRILLING LTD SHS G1466R207 180 34,924 SH   OTR   0 34,924 0
BOSTON PROPERTIES INC COM 101121101 512 3,945 SH   OTR   0 3,945 0
BOSTON SCIENTIFIC CORP COM 101137107 261 6,426 SH   OTR   0 6,426 0
BOXWOOD MERGER CORP *W EXP 11/26/202 10319T119 3,294 4,706,347 SH   OTR   0 4,706,347 0
BOXWOOD MERGER CORP UNIT 11/26/2025 10319T200 5,845 545,270 SH   OTR   0 545,270 0
BRIDGEBIO PHARMA INC COM 10806X102 268 12,500 SH   OTR   0 12,500 0
BRIGHTHOUSE FINL INC COM 10922N103 506 12,495 SH   OTR   0 12,495 0
BRISTOL MYERS SQUIBB CO COM 110122108 292 5,766 SH   OTR   0 5,766 0
BROADCOM INC COM 11135F101 1,046 3,790 SH   OTR   0 3,790 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 227 1,821 SH   OTR   0 1,821 0
BROOKFIELD PROPERTY REIT INC CL A 11282X103 401 19,667 SH   OTR   0 19,667 0
BROWN & BROWN INC COM 115236101 250 6,943 SH   OTR   0 6,943 0
BURLINGTON STORES INC COM 122017106 226 1,133 SH   OTR   0 1,133 0
CABOT CORP COM 127055101 234 5,158 SH   OTR   0 5,158 0
CADENCE DESIGN SYSTEM INC COM 127387108 265 4,005 SH   OTR   0 4,005 0
CAESARS ENTMT CORP COM 127686103 237 20,351 SH   OTR   0 20,351 0
CALLON PETE CO DEL COM 13123X102 230 52,999 SH   OTR   0 52,999 0
CAMPBELL SOUP CO COM 134429109 472 10,061 SH   OTR   0 10,061 0
CANNTRUST HLDGS INC COM 137800207 35 30,900 SH   OTR   0 30,900 0
CAPITAL ONE FINL CORP COM 14040H105 216 2,370 SH   OTR   0 2,370 0
CARS COM INC COM 14575E105 178 19,839 SH   OTR   0 19,839 0
CASEYS GEN STORES INC COM 147528103 287 1,783 SH   OTR   0 1,783 0
CASTLIGHT HEALTH INC CL B 14862Q100 21 14,928 SH   OTR   0 14,928 0
CATHAY GEN BANCORP COM 149150104 269 7,753 SH   OTR   0 7,753 0
CBL & ASSOC PPTYS INC COM 124830100 32 24,502 SH   OTR   0 24,502 0
CBS CORP NEW CL B 124857202 281 6,950 SH   OTR   0 6,950 0
CDK GLOBAL INC COM 12508E101 314 6,524 SH   OTR   0 6,524 0
CELGENE CORP COM 151020104 6,836 68,843 SH   OTR   0 68,843 0
CENTENE CORP DEL COM 15135B101 5,361 123,933 SH   OTR   0 123,933 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 621 1,034,355 SH   OTR   0 1,034,355 0
CHANGE HEALTHCARE INC COM 15912K100 258 21,356 SH   OTR   0 21,356 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 8,078 169,274 SH   OTR   0 169,274 0
CHARDAN HEALTHCARE ACQUISITI COM 15957A108 1,146 112,867 SH   OTR   0 112,867 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,949 4,730 SH   OTR   0 4,730 0
CHASERG TECHNLGY ACQUISITN C *W EXP 04/10/202 16166A111 1,626 1,890,794 SH   OTR   0 1,890,794 0
CHEGG INC COM 163092109 213 7,110 SH   OTR   0 7,110 0
CHESAPEAKE ENERGY CORP COM 165167107 33 23,442 SH   OTR   0 23,442 0
CHICOS FAS INC COM 168615102 42 10,340 SH   OTR   0 10,340 0
CHURCHILL CAP CORP II UNIT 99/99/9999 17143G205 23,648 2,250,000 SH   OTR   0 2,250,000 0
CIRRUS LOGIC INC COM 172755100 234 4,366 SH   OTR   0 4,366 0
CITIGROUP INC COM NEW 172967424 1,672 24,198 SH   OTR   0 24,198 0
CITIZENS FINL GROUP INC COM 174610105 259 7,320 SH   OTR   0 7,320 0
CITRIX SYS INC COM 177376100 450 4,660 SH   OTR   0 4,660 0
CLARIVATE ANALYTICS PLC *W EXP 11/09/201 G21810117 137 23,266 SH   OTR   0 23,266 0
CLEVELAND CLIFFS INC COM 185899101 361 50,000 SH Call OTR   0 50,000 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 11,091 10,170,000 PRN   OTR   0 0 10,170,000
CLOROX CO DEL COM 189054109 496 3,263 SH   OTR   0 3,263 0
CLOUDFLARE INC CL A COM 18915M107 635 34,219 SH   OTR   0 34,219 0
CME GROUP INC COM 12572Q105 9,612 45,480 SH   OTR   0 45,480 0
COCA COLA CO COM 191216100 312 5,730 SH   OTR   0 5,730 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 775 12,860 SH   OTR   0 12,860 0
COLFAX CORP UNIT 01/15/2022T 194014205 1,993 15,266 SH   OTR   0 15,266 0
COLLIER CREEK HOLDINGS *W EXP 99/99/999 G22707114 441 339,438 SH   OTR   0 339,438 0
COLLIER CREEK HOLDINGS COM CL A G22707106 1,019 100,000 SH   OTR   0 100,000 0
COLLIER CREEK HOLDINGS UNIT 99/99/9999 G22707122 781 73,000 SH   OTR   0 73,000 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 79 21,876 SH   OTR   0 21,876 0
CONDUENT INC COM 206787103 102 16,364 SH   OTR   0 16,364 0
CONNECTICUT WTR SVC INC COM 207797101 711 10,154 SH   OTR   0 10,154 0
CONOCOPHILLIPS COM 20825C104 817 14,337 SH   OTR   0 14,337 0
CONSOLIDATED COMM HLDGS INC COM 209034107 96 20,178 SH   OTR   0 20,178 0
COUPA SOFTWARE INC COM 22266L106 1,805 13,927 SH   OTR   0 13,927 0
COVETRUS INC COM 22304C100 132 11,133 SH   OTR   0 11,133 0
CREE INC COM 225447101 372 7,595 SH   OTR   0 7,595 0
CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 2,087 2,782,444 SH   OTR   0 2,782,444 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 528 53,318 SH   OTR   0 53,318 0
CRESCENT ACQUISITION CORP UNIT 99/99/9999 22564L204 1,993 196,123 SH   OTR   0 196,123 0
CROWDSTRIKE HLDGS INC CL A 22788C105 433 7,430 SH   OTR   0 7,430 0
CSX CORP COM 126408103 219 3,160 SH   OTR   0 3,160 0
CULLEN FROST BANKERS INC COM 229899109 265 2,995 SH   OTR   0 2,995 0
CYMABAY THERAPEUTICS INC COM 23257D103 230 44,917 SH   OTR   0 44,917 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,837 78,709 SH   OTR   0 78,709 0
DANAHER CORPORATION COM 235851102 7,019 48,596 SH   OTR   0 48,596 0
DATADOG INC CL A COM 23804L103 607 17,900 SH   OTR   0 17,900 0
DAVE & BUSTERS ENTMT INC COM 238337109 456 11,700 SH   OTR   0 11,700 0
DD3 ACQUISITION CORP *W EXP 10/20/202 G2692M111 80 236,100 SH   OTR   0 236,100 0
DD3 ACQUISITION CORP UNIT 10/12/2023 G2692M129 2,898 280,000 SH   OTR   0 280,000 0
DEAN FOODS CO NEW COM NEW 242370203 16 13,830 SH   OTR   0 13,830 0
DEERE & CO COM 244199105 206 1,224 SH   OTR   0 1,224 0
DELTA AIR LINES INC DEL COM NEW 247361702 472 8,198 SH   OTR   0 8,198 0
DENTSPLY SIRONA INC COM 24906P109 275 5,166 SH   OTR   0 5,166 0
DERMTECH INC *W EXP 08/29/202 24984K113 261 2,177,000 SH   OTR   0 2,177,000 0
DERMTECH INC COM 24984K105 79 14,146 SH   OTR   0 14,146 0
DEXCOM INC COM 252131107 1,241 8,317 SH   OTR   0 8,317 0
DFB HEALTHCARE ACQUISTION CO *W EXP 04/11/202 23291E117 95 70,444 SH   OTR   0 70,444 0
DFB HEALTHCARE ACQUISTION CO COM 23291E109 3,511 344,899 SH   OTR   0 344,899 0
DILLARDS INC CL A 254067101 289 4,367 SH   OTR   0 4,367 0
DISCOVER FINL SVCS COM 254709108 295 3,642 SH   OTR   0 3,642 0
DISNEY WALT CO COM DISNEY 254687106 1,198 9,192 SH   OTR   0 9,192 0
DOCUSIGN INC COM 256163106 1,623 26,206 SH   OTR   0 26,206 0
DOLBY LABORATORIES INC COM CL A 25659T107 308 4,767 SH   OTR   0 4,767 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 10,156 96,034 SH   OTR   0 96,034 0
DOMINOS PIZZA INC COM 25754A201 353 1,445 SH   OTR   0 1,445 0
DONNELLEY R R & SONS CO COM 257867200 39 10,276 SH   OTR   0 10,276 0
DOVA PHARMACEUTICALS INC COM 25985T102 238 8,500 SH   OTR   0 8,500 0
DXC TECHNOLOGY CO COM 23355L106 254 8,597 SH   OTR   0 8,597 0
DYNATRACE INC COM 268150109 261 14,000 SH   OTR   0 14,000 0
EAGLE MATERIALS INC COM 26969P108 207 2,299 SH   OTR   0 2,299 0
EATON VANCE CORP COM NON VTG 278265103 313 6,974 SH   OTR   0 6,974 0
EBAY INC COM 278642103 739 18,961 SH   OTR   0 18,961 0
ECOLAB INC COM 278865100 480 2,424 SH   OTR   0 2,424 0
EL PASO ELEC CO COM NEW 283677854 1,190 17,741 SH   OTR   0 17,741 0
ELDORADO RESORTS INC COM 28470R102 1,640 41,127 SH   OTR   0 41,127 0
ELECTRONIC ARTS INC COM 285512109 391 3,997 SH   OTR   0 3,997 0
ENCANA CORP COM 292505104 68 14,800 SH   OTR   0 14,800 0
ENDO INTL PLC SHS G30401106 114 35,468 SH   OTR   0 35,468 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 154 40,941 SH   OTR   0 40,941 0
ENTEGRIS INC COM 29362U104 437 9,282 SH   OTR   0 9,282 0
ENVISTA HLDGS CORP COM 29415F104 542 19,446 SH   OTR   0 19,446 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 794 9,203 SH   OTR   0 9,203 0
EURONET WORLDWIDE INC COM 298736109 1,395 9,533 SH   OTR   0 9,533 0
EVERGY INC COM 30034W106 406 6,100 SH   OTR   0 6,100 0
EXACT SCIENCES CORP COM 30063P105 270 2,984 SH   OTR   0 2,984 0
EXELA TECHNOLOGIES INC COM 30162V102 176 148,822 SH   OTR   0 148,822 0
EXPEDIA GROUP INC COM NEW 30212P303 357 2,659 SH   OTR   0 2,659 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 2,263 2,375,000 PRN   OTR   0 0 2,375,000
FAIR ISAAC CORP COM 303250104 212 699 SH   OTR   0 699 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 1,404 3,805,877 SH   OTR   0 3,805,877 0
FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 1,951 1,625,802 SH   OTR   0 1,625,802 0
FAR PT ACQUISITION CORP COM CL A 30734W109 15,683 1,534,522 SH   OTR   0 1,534,522 0
FAR PT ACQUISITION CORP UNIT 06/01/2025 30734W208 23,796 2,225,959 SH   OTR   0 2,225,959 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 385 2,825 SH   OTR   0 2,825 0
FERRARI N V COM N3167Y103 289 1,874 SH   OTR   0 1,874 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 825 63,737 SH   OTR   0 63,737 0
FIBROGEN INC COM 31572Q808 490 13,258 SH   OTR   0 13,258 0
FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 10,680 1,000,000 SH   OTR   0 1,000,000 0
FIRST BANCORP P R COM NEW 318672706 145 14,579 SH   OTR   0 14,579 0
FIRST MAJESTIC SILVER CORP COM 32076V103 143 15,739 SH   OTR   0 15,739 0
FISERV INC COM 337738108 8,585 82,877 SH   OTR   0 82,877 0
FLEETCOR TECHNOLOGIES INC COM 339041105 225 785 SH   OTR   0 785 0
FORD MTR CO DEL COM 345370860 181 19,745 SH   OTR   0 19,745 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 2,647 2,934 PRN   OTR   0 0 2,934
FORTUNA SILVER MINES INC COM 349915108 38 12,200 SH   OTR   0 12,200 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 18 11,415 SH   OTR   0 11,415 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 2,571 4,356,949 SH   OTR   0 4,356,949 0
FORUM MERGER II CORP UNIT 09/30/2025 34986F202 3,371 315,000 SH   OTR   0 315,000 0
FRANKLIN RES INC COM 354613101 279 9,682 SH   OTR   0 9,682 0
GARTNER INC COM 366651107 362 2,529 SH   OTR   0 2,529 0
GENERAL DYNAMICS CORP COM 369550108 2,702 14,786 SH   OTR   0 14,786 0
GENERAL MTRS CO COM 37045V100 907 24,198 SH   OTR   0 24,198 0
GENESEE & WYO INC CL A 371559105 3,576 32,355 SH   OTR   0 32,355 0
GENOMIC HEALTH INC COM 37244C101 499 7,359 SH   OTR   0 7,359 0
GENWORTH FINL INC COM CL A 37247D106 77 17,427 SH   OTR   0 17,427 0
GIGCAPITAL2 INC *W EXP 02/28/202 375036118 260 925,000 SH   OTR   0 925,000 0
GLOBAL PMTS INC COM 37940X102 332 2,085 SH   OTR   0 2,085 0
GLOBAL X FDS MSCI GREECE ETF 37950E366 187 20,000 SH   OTR   0 20,000 0
GOL LINHAS AEREAS INTLG S A SPON ADR PFD NEW 38045R206 1,396 90,225 SH   OTR   0 90,225 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 717 145,700 SH   OTR   0 145,700 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,733 8,362 SH   OTR   0 8,362 0
GOODYEAR TIRE & RUBR CO COM 382550101 337 23,422 SH   OTR   0 23,422 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 1,049 2,622,786 SH   OTR   0 2,622,786 0
GORES HOLDINGS III INC *W EXP 09/11/202 38286G117 169 112,600 SH   OTR   0 112,600 0
GORES HOLDINGS III INC CLASS A 38286G109 2,064 204,111 SH   OTR   0 204,111 0
GORES HOLDINGS III INC UNIT 09/07/2024 38286G208 6,357 602,600 SH   OTR   0 602,600 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 63 45,313 SH   OTR   0 45,313 0
GORES METROPOULOS INC UNIT 99/99/9999 382872208 7,420 700,000 SH   OTR   0 700,000 0
GRAND CANYON ED INC COM 38526M106 248 2,521 SH   OTR   0 2,521 0
GROCERY OUTLET HLDG CORP COM 39874R101 246 7,100 SH   OTR   0 7,100 0
GS ACQUISITION HLDGS CORP *W EXP 06/12/202 36255F110 427 284,723 SH   OTR   0 284,723 0
GS ACQUISITION HLDGS CORP COM CL A 36255F102 9,836 964,322 SH   OTR   0 964,322 0
GS ACQUISITION HLDGS CORP UNIT 06/12/2023 36255F201 17,659 1,658,117 SH   OTR   0 1,658,117 0
GX ACQUISITION CORP *W EXP 05/24/202 36251A115 150 250,000 SH   OTR   0 250,000 0
GX ACQUISITION CORP COM CL A 36251A107 4,975 500,000 SH   OTR   0 500,000 0
HANOVER INS GROUP INC COM 410867105 235 1,731 SH   OTR   0 1,731 0
HARLEY DAVIDSON INC COM 412822108 227 6,306 SH   OTR   0 6,306 0
HAYMAKER ACQUISITION CORP II *W EXP 10/31/202 42087L119 450 300,000 SH   OTR   0 300,000 0
HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 10,330 1,000,000 SH   OTR   0 1,000,000 0
HECLA MNG CO COM 422704106 147 83,665 SH   OTR   0 83,665 0
HENNESSY CAP ACQUSTION CORP *W EXP 09/05/202 42589C112 273 345,083 SH   OTR   0 345,083 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 7,093 7,573,000 PRN   OTR   0 0 7,573,000
HERSHEY CO COM 427866108 207 1,334 SH   OTR   0 1,334 0
HILTON GRAND VACATIONS INC COM 43283X105 1,406 43,929 SH   OTR   0 43,929 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 155 595,865 SH   OTR   0 595,865 0
HOLLYFRONTIER CORP COM 436106108 398 7,419 SH   OTR   0 7,419 0
HONEYWELL INTL INC COM 438516106 1,335 7,888 SH   OTR   0 7,888 0
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 803 45,000 SH   OTR   0 45,000 0
IAMGOLD CORP COM 450913108 131 38,344 SH   OTR   0 38,344 0
IDEAYA BIOSCIENCES INC COM 45166A102 135 15,000 SH   OTR   0 15,000 0
IDEXX LABS INC COM 45168D104 283 1,041 SH   OTR   0 1,041 0
ILLINOIS TOOL WKS INC COM 452308109 282 1,802 SH   OTR   0 1,802 0
ILLUMINA INC COM 452327109 487 1,600 SH   OTR   0 1,600 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 6,796 7,770,000 PRN   OTR   0 0 7,770,000
INGERSOLL-RAND PLC SHS G47791101 325 2,637 SH   OTR   0 2,637 0
INSPERITY INC COM 45778Q107 255 2,582 SH   OTR   0 2,582 0
INSULET CORP COM 45784P101 200 1,215 SH   OTR   0 1,215 0
INSURANCE ACQUISITION CORP *W EXP 03/31/202 457867117 140 150,371 SH   OTR   0 150,371 0
INTELSAT S A COM L5140P101 266 11,661 SH   OTR   0 11,661 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 220 4,085 SH   OTR   0 4,085 0
INTERDIGITAL INC COM 45867G101 294 5,610 SH   OTR   0 5,610 0
INTERNATIONAL BANCSHARES COR COM 459044103 259 6,705 SH   OTR   0 6,705 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 10,303 219,033 SH   OTR   0 219,033 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 34,852 774,315 SH   OTR   0 774,315 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 1,443 2,320,000 PRN   OTR   0 0 2,320,000
INTUIT COM 461202103 686 2,579 SH   OTR   0 2,579 0
ISHARES INC MSCI BRAZIL ETF 464286400 8,978 213,100 SH   OTR   0 213,100 0
ISHARES TR 20 YR TR BD ETF 464287432 1,152 8,050 SH   OTR   0 8,050 0
ISHARES TR IBOXX HI YD ETF 464288513 84,991 975,000 SH Put OTR   0 975,000 0
ISHARES TR IBOXX INV CP ETF 464287242 2,672 20,960 SH   OTR   0 20,960 0
ISHARES TR JPMORGAN USD EMG 464288281 34,005 300,000 SH Call OTR   0 300,000 0
ISHARES TR JPMORGAN USD EMG 464288281 45,340 400,000 SH Put OTR   0 400,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,022 25,000 SH Call OTR   0 25,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,226 30,000 SH Put OTR   0 30,000 0
ISHARES TR NASDAQ BIOTECH 464287556 1,489 14,967 SH   OTR   0 14,967 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,179 14,400 SH   OTR   0 14,400 0
ISHARES TR U.S. REAL ES ETF 464287739 470 5,024 SH   OTR   0 5,024 0
JABIL INC COM 466313103 216 6,026 SH   OTR   0 6,026 0
JOHNSON CTLS INTL PLC SHS G51502105 590 13,452 SH   OTR   0 13,452 0
JPMORGAN CHASE & CO COM 46625H100 1,371 11,652 SH   OTR   0 11,652 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 27 300,000 SH   OTR   0 300,000 0
KEANE GROUP INC COM 48669A108 1,963 324,000 SH   OTR   0 324,000 0
KILROY RLTY CORP COM 49427F108 343 4,398 SH   OTR   0 4,398 0
KIMBERLY CLARK CORP COM 494368103 349 2,457 SH   OTR   0 2,457 0
KINROSS GOLD CORP COM 496902404 620 134,676 SH   OTR   0 134,676 0
KKR & CO INC CL A 48251W104 1,619 60,306 SH   OTR   0 60,306 0
KLA CORPORATION COM NEW 482480100 368 2,310 SH   OTR   0 2,310 0
KOPIN CORP COM 500600101 22 32,984 SH   OTR   0 32,984 0
L3HARRIS TECHNOLOGIES INC COM 502431109 6,279 30,094 SH   OTR   0 30,094 0
LAM RESEARCH CORP COM 512807108 742 3,211 SH   OTR   0 3,211 0
LAMB WESTON HLDGS INC COM 513272104 1,665 22,898 SH   OTR   0 22,898 0
LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 74 100,000 SH   OTR   0 100,000 0
LAS VEGAS SANDS CORP COM 517834107 4,431 76,712 SH   OTR   0 76,712 0
LEE ENTERPRISES INC COM 523768109 61 30,000 SH   OTR   0 30,000 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 1,311 3,745,574 SH   OTR   0 3,745,574 0
LEGACY ACQUISITION CORP UNIT 05/31/2024 524643202 10,450 995,192 SH   OTR   0 995,192 0
LEIDOS HLDGS INC COM 525327102 399 4,650 SH   OTR   0 4,650 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 923 1,231,217 SH   OTR   0 1,231,217 0
LEISURE ACQUISITION CORP UNIT 99/99/9999 52539T206 533 50,000 SH   OTR   0 50,000 0
LEO HOLDINGS CORP *W EXP 02/07/202 G5463L113 1,328 1,794,538 SH   OTR   0 1,794,538 0
LEO HOLDINGS CORP COM CL A G5463L105 9,994 976,000 SH   OTR   0 976,000 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 802 2,506,500 SH   OTR   0 2,506,500 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 1,992 50,324 SH   OTR   0 50,324 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 2,521 2,012,000 PRN   OTR   0 0 2,012,000
LILLY ELI & CO COM 532457108 1,335 11,935 SH   OTR   0 11,935 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 10,408 8,873,000 PRN   OTR   0 0 8,873,000
LOCKHEED MARTIN CORP COM 539830109 378 969 SH   OTR   0 969 0
LOGMEIN INC COM 54142L109 328 4,627 SH   OTR   0 4,627 0
LOWES COS INC COM 548661107 829 7,537 SH   OTR   0 7,537 0
LSC COMMUNICATIONS INC COM 50218P107 24 17,187 SH   OTR   0 17,187 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 961 10,739 SH   OTR   0 10,739 0
M & T BK CORP COM 55261F104 234 1,480 SH   OTR   0 1,480 0
MAG SILVER CORP COM 55903Q104 106 10,031 SH   OTR   0 10,031 0
MAGENTA THERAPEUTICS INC COM 55910K108 410 40,000 SH   OTR   0 40,000 0
MALLINCKRODT PUB LTD CO SHS G5785G107 74 30,666 SH   OTR   0 30,666 0
MANHATTAN ASSOCS INC COM 562750109 230 2,846 SH   OTR   0 2,846 0
MARRIOTT INTL INC NEW CL A 571903202 301 2,421 SH   OTR   0 2,421 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 282 2,726 SH   OTR   0 2,726 0
MASTERCARD INC CL A 57636Q104 3,410 12,558 SH   OTR   0 12,558 0
MATCH GROUP INC COM 57665R106 380 5,313 SH   OTR   0 5,313 0
MAXIM INTEGRATED PRODS INC COM 57772K101 314 5,421 SH   OTR   0 5,421 0
MCEWEN MNG INC COM 58039P107 53 34,000 SH   OTR   0 34,000 0
MCKESSON CORP COM 58155Q103 397 2,906 SH   OTR   0 2,906 0
MEDTRONIC PLC SHS G5960L103 240 2,206 SH   OTR   0 2,206 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 895 2,355,752 SH   OTR   0 2,355,752 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,310 39,326 SH   OTR   0 39,326 0
MERCK & CO INC COM 58933Y105 1,095 13,004 SH   OTR   0 13,004 0
MEREDITH CORP COM 589433101 271 7,382 SH   OTR   0 7,382 0
METLIFE INC COM 59156R108 3,161 67,024 SH   OTR   0 67,024 0
METTLER TOLEDO INTERNATIONAL COM 592688105 493 700 SH   OTR   0 700 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 5,403 5,235,000 PRN   OTR   0 0 5,235,000
MGIC INVT CORP WIS COM 552848103 176 14,005 SH   OTR   0 14,005 0
MICROCHIP TECHNOLOGY INC COM 595017104 202 2,171 SH   OTR   0 2,171 0
MICROSOFT CORP COM 594918104 2,497 17,963 SH   OTR   0 17,963 0
MID AMER APT CMNTYS INC COM 59522J103 203 1,561 SH   OTR   0 1,561 0
MIRATI THERAPEUTICS INC COM 60468T105 582 7,475 SH   OTR   0 7,475 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 1,423 3,556,900 SH   OTR   0 3,556,900 0
MONOCLE ACQUISITION CORP UNIT 99/99/9999 609754205 4,437 425,000 SH   OTR   0 425,000 0
MONOLITHIC PWR SYS INC COM 609839105 686 4,405 SH   OTR   0 4,405 0
MOODYS CORP COM 615369105 5,099 24,894 SH   OTR   0 24,894 0
MORGAN STANLEY COM NEW 617446448 235 5,497 SH   OTR   0 5,497 0
MOSAIC ACQUISITION CORP *W EXP 10/23/202 61946M118 1,904 1,655,939 SH   OTR   0 1,655,939 0
MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 1,988 3,206,682 SH   OTR   0 3,206,682 0
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 763 47,460 PRN   OTR   0 0 47,460
NABORS INDUSTRIES LTD SHS G6359F103 38 20,123 SH   OTR   0 20,123 0
NAUTILUS INC COM 63910B102 16 12,110 SH   OTR   0 12,110 0
NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 165 164,500 SH   OTR   0 164,500 0
NEBULA ACQUISITION CORP COM CLASS A 629076100 1,020 100,000 SH   OTR   0 100,000 0
NEBULA ACQUISITION CORP UNIT 03/12/2025 629076209 6,455 606,000 SH   OTR   0 606,000 0
NESCO HLDGS INC COM 64083J104 1,177 196,761 SH   OTR   0 196,761 0
NETAPP INC COM 64110D104 330 6,288 SH   OTR   0 6,288 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 351 3,895 SH   OTR   0 3,895 0
NEW FRONTIER CORP *W EXP 99/99/999 G6485P124 1,855 1,854,673 SH   OTR   0 1,854,673 0
NEW GOLD INC CDA COM 644535106 145 143,112 SH   OTR   0 143,112 0
NEW MEDIA INVT GROUP INC COM 64704V106 92 10,438 SH   OTR   0 10,438 0
NEW PROVIDENCE ACQUISITIN CO UNIT 09/01/2024 64822P205 9,082 900,000 SH   OTR   0 900,000 0
NEWMARKET CORP COM 651587107 291 617 SH   OTR   0 617 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 38,098 759,826 SH   OTR   0 759,826 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 27,394 15,353,000 PRN   OTR   0 0 15,353,000
NOBLE ENERGY INC COM 655044105 206 9,159 SH   OTR   0 9,159 0
NORFOLK SOUTHERN CORP COM 655844108 224 1,246 SH   OTR   0 1,246 0
NORTHROP GRUMMAN CORP COM 666807102 2,630 7,017 SH   OTR   0 7,017 0
NOVAGOLD RES INC COM NEW 66987E206 297 48,939 SH   OTR   0 48,939 0
NOVOCURE LTD ORD SHS G6674U108 546 7,308 SH   OTR   0 7,308 0
NRC GROUP HLDGS CORP *W EXP 10/17/202 629375114 1,202 509,174 SH   OTR   0 509,174 0
NRG ENERGY INC COM NEW 629377508 209 5,289 SH   OTR   0 5,289 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 1,311 1,165,000 PRN   OTR   0 0 1,165,000
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 33,664 33,974,000 PRN   OTR   0 0 33,974,000
NUTRIEN LTD COM 67077M108 337 6,751 SH   OTR   0 6,751 0
NVENT ELECTRIC PLC SHS G6700G107 246 11,152 SH   OTR   0 11,152 0
NVIDIA CORP COM 67066G104 305 1,753 SH   OTR   0 1,753 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 757 1,900 SH   OTR   0 1,900 0
OAKTREE ACQUISITION CORP UNIT 99/99/9999 G67145121 2,540 250,000 SH   OTR   0 250,000 0
OKTA INC CL A 679295105 378 3,843 SH   OTR   0 3,843 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 221 3,764 SH   OTR   0 3,764 0
ON SEMICONDUCTOR CORP COM 682189105 1,106 57,588 SH   OTR   0 57,588 0
OPES ACQUISITION CORP *W EXP 03/13/202 68373P118 3 17,380 SH   OTR   0 17,380 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 409 500,000 PRN   OTR   0 0 500,000
OPORTUN FINL CORP COM 68376D104 211 13,000 SH   OTR   0 13,000 0
ORACLE CORP COM 68389X105 5,112 92,897 SH   OTR   0 92,897 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 2,946 2,629,000 PRN   OTR   0 0 2,629,000
OSISKO GOLD ROYALTIES LTD COM 68827L101 232 24,975 SH   OTR   0 24,975 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 391 75,740 SH   OTR   0 75,740 0
PALO ALTO NETWORKS INC COM 697435105 703 3,451 SH   OTR   0 3,451 0
PAN AMERICAN SILVER CORP COM 697900108 707 45,067 SH   OTR   0 45,067 0
PAYCOM SOFTWARE INC COM 70432V102 485 2,315 SH   OTR   0 2,315 0
PAYPAL HLDGS INC COM 70450Y103 1,346 12,991 SH   OTR   0 12,991 0
PAYSIGN INC COM 70451A104 171 16,909 SH   OTR   0 16,909 0
PBF ENERGY INC CL A 69318G106 233 8,587 SH   OTR   0 8,587 0
PDL BIOPHARMA INC COM 69329Y104 58 26,750 SH   OTR   0 26,750 0
PELOTON INTERACTIVE INC CL A COM 70614W100 377 15,000 SH   OTR   0 15,000 0
PENNEY J C CORP INC COM 708160106 35 39,560 SH   OTR   0 39,560 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 1,803 8,194,602 SH   OTR   0 8,194,602 0
PEOPLES UTD FINL INC COM 712704105 785 50,188 SH   OTR   0 50,188 0
PEPSICO INC COM 713448108 250 1,827 SH   OTR   0 1,827 0
PERFICIENT INC NOTE 2.375% 9/1 71375UAB7 1,191 1,000,000 PRN   OTR   0 0 1,000,000
PERSONALIS INC COM 71535D106 280 19,050 SH   OTR   0 19,050 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 394 30,000 SH   OTR   0 30,000 0
PFIZER INC COM 717081103 717 19,956 SH   OTR   0 19,956 0
PHILIP MORRIS INTL INC COM 718172109 475 6,256 SH   OTR   0 6,256 0
PINNACLE WEST CAP CORP COM 723484101 289 2,981 SH   OTR   0 2,981 0
PINTEREST INC CL A 72352L106 274 10,374 SH   OTR   0 10,374 0
PIVOTAL ACQUISITION CORP *W EXP 12/01/202 72583A119 4,958 3,699,667 SH   OTR   0 3,699,667 0
PIVOTAL ACQUISITION CORP CL A COM 72583A101 4,729 464,583 SH   OTR   0 464,583 0
PIVOTAL ACQUISITION CORP UNIT 12/01/2025 72583A200 6,183 536,954 SH   OTR   0 536,954 0
PIVOTAL INVT CORP II UNIT 06/01/2025 72582K209 4,072 400,000 SH   OTR   0 400,000 0
PLANET FITNESS INC CL A 72703H101 295 5,091 SH   OTR   0 5,091 0
PLUG POWER INC NOTE 5.500% 3/1 72919PAB9 2,907 2,340,000 PRN   OTR   0 0 2,340,000
PNC FINL SVCS GROUP INC COM 693475105 443 3,163 SH   OTR   0 3,163 0
PRECISION DRILLING CORP COM 2010 74022D308 72 63,400 SH   OTR   0 63,400 0
PREMIER INC CL A 74051N102 396 13,701 SH   OTR   0 13,701 0
PRETIUM RES INC COM 74139C102 316 27,493 SH   OTR   0 27,493 0
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 1,878 389,684 SH   OTR   0 389,684 0
PROCTER & GAMBLE CO COM 742718109 1,901 15,287 SH   OTR   0 15,287 0
PROGRESSIVE CORP OHIO COM 743315103 212 2,750 SH   OTR   0 2,750 0
PROLOGIS INC COM 74340W103 824 9,672 SH   OTR   0 9,672 0
PROOFPOINT INC COM 743424103 340 2,637 SH   OTR   0 2,637 0
PROSPERITY BANCSHARES INC COM 743606105 241 3,416 SH   OTR   0 3,416 0
PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 248 242,662 SH   OTR   0 242,662 0
QURATE RETAIL INC COM SER A 74915M100 192 18,632 SH   OTR   0 18,632 0
RANPAK HLDGS CORP *W EXP 06/03/202 75321W111 1,137 1,515,391 SH   OTR   0 1,515,391 0
RANPAK HLDGS CORP COM CL A 75321W103 321 52,901 SH   OTR   0 52,901 0
REGALWOOD GLOBAL ENERGY LTD *W EXP 12/05/202 G74760128 272 452,558 SH   OTR   0 452,558 0
REGALWOOD GLOBAL ENERGY LTD UNIT 99/99/9999 G74760110 4,192 400,000 SH   OTR   0 400,000 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 241 1,509 SH   OTR   0 1,509 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 473 4,749 SH   OTR   0 4,749 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 3,872 2,573,000 PRN   OTR   0 0 2,573,000
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 1,227 1,636,087 SH   OTR   0 1,636,087 0
ROLLINS INC COM 775711104 888 26,068 SH   OTR   0 26,068 0
ROPER TECHNOLOGIES INC COM 776696106 5,599 15,700 SH   OTR   0 15,700 0
ROYAL BK CDA MONTREAL QUE COM 780087102 336 4,139 SH   OTR   0 4,139 0
ROYAL GOLD INC COM 780287108 297 2,412 SH   OTR   0 2,412 0
S&P GLOBAL INC COM 78409V104 1,988 8,115 SH   OTR   0 8,115 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 283 15,131 SH   OTR   0 15,131 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 187 10,000 SH Call OTR   0 10,000 0
SALESFORCE COM INC COM 79466L302 1,067 7,187 SH   OTR   0 7,187 0
SANDSTORM GOLD LTD COM NEW 80013R206 158 28,000 SH   OTR   0 28,000 0
SAREPTA THERAPEUTICS INC COM 803607100 213 2,822 SH   OTR   0 2,822 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 300 250,000 SH   OTR   0 250,000 0
SC HEALTH CORP COM CL A G78516203 4,925 500,000 SH   OTR   0 500,000 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 609 11,322 SH   OTR   0 11,322 0
SEATTLE GENETICS INC COM 812578102 324 3,789 SH   OTR   0 3,789 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 11,815 199,582 SH   OTR   0 199,582 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 663 5,496 SH   OTR   0 5,496 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 915 14,895 SH   OTR   0 14,895 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 14,741 240,000 SH Call OTR   0 240,000 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,457 40,000 SH Put OTR   0 40,000 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 705 7,822 SH   OTR   0 7,822 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 383 4,934 SH   OTR   0 4,934 0
SEMPRA ENERGY 6.75% CNV PFD B 816851505 465 3,955 PRN   OTR   0 0 3,955
SEMPRA ENERGY COM 816851109 686 4,650 SH   OTR   0 4,650 0
SENTINEL ENERGY SVCS INC *W EXP 11/02/202 81728P113 438 974,095 SH   OTR   0 974,095 0
SENTINEL ENERGY SVCS INC CL A 81728P105 2,141 208,242 SH   OTR   0 208,242 0
SERVICENOW INC COM 81762P102 315 1,241 SH   OTR   0 1,241 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 1,751 1,600,000 PRN   OTR   0 0 1,600,000
SIBANYE STILLWATER SPONSORED ADR 825724206 401 74,300 SH   OTR   0 74,300 0
SILVER SPIKE ACQUISITION COR UNIT 99/99/9999 G8136L122 5,045 500,000 SH   OTR   0 500,000 0
SILVERCORP METALS INC COM 82835P103 72 18,500 SH   OTR   0 18,500 0
SIRIUS XM HLDGS INC COM 82968B103 298 47,598 SH   OTR   0 47,598 0
SMILEDIRECTCLUB INC CL A COM 83192H106 430 30,990 SH   OTR   0 30,990 0
SNAP INC CL A 83304A106 218 13,768 SH   OTR   0 13,768 0
SOCIAL CAP HEDOSOPHIA HLDGS CL A G8250R103 22,467 2,099,766 SH   OTR   0 2,099,766 0
SOCIAL CAP HEDOSOPHIA HLDGS UNIT 99/99/9999 G8250R111 8,250 721,175 SH   OTR   0 721,175 0
SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 23,389 2,227,500 SH   OTR   0 2,227,500 0
SOUTHERN CO UNIT 08/01/2022 842587602 12,027 224,763 SH   OTR   0 224,763 0
SOUTHWEST AIRLS CO COM 844741108 253 4,681 SH   OTR   0 4,681 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 254 2,790 SH   OTR   0 2,790 0
SPARTAN ENERGY ACQUISITON CO *W EXP 08/27/202 846784122 1,289 2,148,107 SH   OTR   0 2,148,107 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,684 15,784 SH   OTR   0 15,784 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 83,185 280,300 SH Put OTR   0 280,300 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 2,124 95,000 SH Put OTR   0 95,000 0
SPLUNK INC COM 848637104 1,028 8,719 SH   OTR   0 8,719 0
SQUARE INC CL A 852234103 1,296 20,928 SH   OTR   0 20,928 0
SSR MNG INC COM 784730103 200 13,800 SH   OTR   0 13,800 0
STARBUCKS CORP COM 855244109 748 8,454 SH   OTR   0 8,454 0
STRATEGIC ED INC COM 86272C103 263 1,936 SH   OTR   0 1,936 0
STRYKER CORP COM 863667101 495 2,289 SH   OTR   0 2,289 0
SUNCOR ENERGY INC NEW COM 867224107 223 7,072 SH   OTR   0 7,072 0
SUNTRUST BKS INC COM 867914103 541 7,868 SH   OTR   0 7,868 0
SUPERIOR INDS INTL INC COM 868168105 34 11,735 SH   OTR   0 11,735 0
SWITCHBACK ENERGY ACQUISITIO UNIT 99/99/9999 87105M201 3,000 300,000 SH   OTR   0 300,000 0
SYMANTEC CORP COM 871503108 648 27,415 SH   OTR   0 27,415 0
SYNCHRONY FINL COM 87165B103 705 20,668 SH   OTR   0 20,668 0
SYNOPSYS INC COM 871607107 369 2,689 SH   OTR   0 2,689 0
T MOBILE US INC COM 872590104 394 5,007 SH   OTR   0 5,007 0
TAILORED BRANDS INC COM 87403A107 48 10,886 SH   OTR   0 10,886 0
TANGER FACTORY OUTLET CTRS I COM 875465106 252 16,304 SH   OTR   0 16,304 0
TCF FINANCIAL CORPORATION NE COM 872307103 250 6,559 SH   OTR   0 6,559 0
TECHNIPFMC PLC COM G87110105 226 9,344 SH   OTR   0 9,344 0
TELEDYNE TECHNOLOGIES INC COM 879360105 288 894 SH   OTR   0 894 0
TELEPHONE & DATA SYS INC COM NEW 879433829 265 10,263 SH   OTR   0 10,263 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 151 604,500 SH   OTR   0 604,500 0
TERADYNE INC COM 880770102 261 4,512 SH   OTR   0 4,512 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 36,661 36,042,000 PRN   OTR   0 0 36,042,000
TEXAS INSTRS INC COM 882508104 223 1,722 SH   OTR   0 1,722 0
THE CHARLES SCHWAB CORPORATI COM 808513105 633 15,136 SH   OTR   0 15,136 0
THE REALREAL INC COM 88339P101 233 10,400 SH   OTR   0 10,400 0
THE TRADE DESK INC COM CL A 88339J105 342 1,826 SH   OTR   0 1,826 0
THERMO FISHER SCIENTIFIC INC COM 883556102 877 3,011 SH   OTR   0 3,011 0
THOMSON REUTERS CORP COM NEW 884903709 234 3,500 SH   OTR   0 3,500 0
TIBERIUS ACQUISITION CORP *W EXP 02/28/202 88633A115 1,403 2,378,343 SH   OTR   0 2,378,343 0
TJX COS INC NEW COM 872540109 751 13,472 SH   OTR   0 13,472 0
TKK SYMPHONY ACQUISITION COR *W EXP 02/20/202 G88950129 408 5,097,690 SH   OTR   0 5,097,690 0
TORONTO DOMINION BK ONT COM NEW 891160509 328 5,625 SH   OTR   0 5,625 0
TORTOISE ACQUISITION CORP UNIT 03/04/2024 89154L209 5,040 500,000 SH   OTR   0 500,000 0
TPG PACE HLDGS CORP *W EXP 06/27/202 G89827110 971 614,605 SH   OTR   0 614,605 0
TPG PACE HLDGS CORP CL A G89827128 17,377 1,690,400 SH   OTR   0 1,690,400 0
TPG PACE HLDGS CORP UNIT 99/99/9999 G89827102 2,784 257,757 SH   OTR   0 257,757 0
TRANSALTA CORP COM 89346D107 70 10,834 SH   OTR   0 10,834 0
TRANSDIGM GROUP INC COM 893641100 277 532 SH   OTR   0 532 0
TRIDENT ACQUISITIONS CORP *W EXP 05/09/202 89615T114 18 151,000 SH   OTR   0 151,000 0
TRILOGY METALS INC NEW COM 89621C105 17 10,000 SH   OTR   0 10,000 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 198 250,000 SH   OTR   0 250,000 0
TRINITY INDS INC COM 896522109 251 12,738 SH   OTR   0 12,738 0
TRINITY MERGER CORP *W EXP 05/11/202 89653L114 10,849 8,542,472 SH   OTR   0 8,542,472 0
TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 156 312,500 SH   OTR   0 312,500 0
TUSCAN HLDGS CORP II COM 90070A103 6,131 625,000 SH   OTR   0 625,000 0
TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 2,065 2,752,875 SH   OTR   0 2,752,875 0
TUSCAN HOLDINGS CORP UNIT 99/99/9999 90069K203 8,124 760,000 SH   OTR   0 760,000 0
TWELVE SEAS INVESTMENT COMPA *W EXP 12/22/202 G9145A115 1,214 3,794,898 SH   OTR   0 3,794,898 0
TWILIO INC CL A 90138F102 690 6,272 SH   OTR   0 6,272 0
TWITTER INC COM 90184L102 1,116 27,086 SH   OTR   0 27,086 0
TYLER TECHNOLOGIES INC COM 902252105 719 2,740 SH   OTR   0 2,740 0
UBIQUITI INC COM 90353W103 341 2,883 SH   OTR   0 2,883 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 28 13,400 SH   OTR   0 13,400 0
UNITED PARCEL SERVICE INC CL B 911312106 218 1,823 SH   OTR   0 1,823 0
UNITED STATES OIL FUND LP UNITS 91232N108 397 35,000 SH Call OTR   0 35,000 0
UNUM GROUP COM 91529Y106 318 10,699 SH   OTR   0 10,699 0
US BANCORP DEL COM NEW 902973304 1,457 26,330 SH   OTR   0 26,330 0
US FOODS HLDG CORP COM 912008109 219 5,328 SH   OTR   0 5,328 0
V F CORP COM 918204108 221 2,481 SH   OTR   0 2,481 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 267 10,000 SH   OTR   0 10,000 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 1,787 15,000 SH Put OTR   0 15,000 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 4,806 51,542 SH   OTR   0 51,542 0
VECTOIQ ACQUISITION CORP *W EXP 05/11/202 92243N111 2,365 4,730,555 SH   OTR   0 4,730,555 0
VEEVA SYS INC CL A COM 922475108 664 4,348 SH   OTR   0 4,348 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 6,653 6,700,000 PRN   OTR   0 0 6,700,000
VEREIT INC COM 92339V100 318 32,508 SH   OTR   0 32,508 0
VERISIGN INC COM 92343E102 249 1,319 SH   OTR   0 1,319 0
VERTEX PHARMACEUTICALS INC COM 92532F100 472 2,785 SH   OTR   0 2,785 0
VIACOM INC NEW CL B 92553P201 789 32,849 SH   OTR   0 32,849 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 34,259 27,867,000 PRN   OTR   0 0 27,867,000
VICI PPTYS INC COM 925652109 1,065 47,037 SH   OTR   0 47,037 0
VISA INC COM CL A 92826C839 3,195 18,573 SH   OTR   0 18,573 0
VMWARE INC CL A COM 928563402 210 1,401 SH   OTR   0 1,401 0
VORNADO RLTY TR SH BEN INT 929042109 246 3,869 SH   OTR   0 3,869 0
WABCO HLDGS INC COM 92927K102 1,884 14,085 SH   OTR   0 14,085 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 847 15,312 SH   OTR   0 15,312 0
WASTE MGMT INC DEL COM 94106L109 421 3,665 SH   OTR   0 3,665 0
WATERS CORP COM 941848103 343 1,537 SH   OTR   0 1,537 0
WENDYS CO COM 95058W100 280 14,028 SH   OTR   0 14,028 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 244 1,720 SH   OTR   0 1,720 0
WESTERN DIGITAL CORP COM 958102105 304 5,094 SH   OTR   0 5,094 0
WHEATON PRECIOUS METALS CORP COM 962879102 294 11,197 SH   OTR   0 11,197 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 900 4,663 SH   OTR   0 4,663 0
WILLSCOT CORP COM 971375126 2,266 145,454 SH   OTR   0 145,454 0
WIX COM LTD SHS M98068105 1,073 9,188 SH   OTR   0 9,188 0
WORKDAY INC CL A 98138H101 2,018 11,875 SH   OTR   0 11,875 0
WW INTL INC COM 98262P101 321 8,493 SH   OTR   0 8,493 0
XILINX INC COM 983919101 262 2,735 SH   OTR   0 2,735 0
YAMANA GOLD INC COM 98462Y100 382 120,245 SH   OTR   0 120,245 0
YATRA ONLINE INC ORD SHS G98338109 6,735 1,634,646 SH   OTR   0 1,634,646 0
YELP INC CL A 985817105 206 5,914 SH   OTR   0 5,914 0
YUM BRANDS INC COM 988498101 262 2,309 SH   OTR   0 2,309 0
ZAYO GROUP HLDGS INC COM 98919V105 1,631 48,124 SH   OTR   0 48,124 0
ZIOPHARM ONCOLOGY INC COM 98973P101 78 18,329 SH   OTR   0 18,329 0
ZOETIS INC CL A 98978V103 453 3,633 SH   OTR   0 3,633 0
ZSCALER INC COM 98980G102 244 5,158 SH   OTR   0 5,158 0
ZYNGA INC CL A 98986T108 73 12,504 SH   OTR   0 12,504 0