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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
8X8 INC NEW NOTE 4.000% 2/0 282914AE0   5,368,773 6,500,000 PRN   OTR   0 0 6,500,000
AECOM COM 00766T100 BBG001SKTTF1 7,835,982 92,264 SH   OTR   0 92,264 0
AES CORP UNIT 02/15/2024 00130H204   8,157,638 79,969 SH   OTR   0 79,969 0
AGNC INVT CORP COM 00123Q104 BBG001T074G2 4,815,451 465,261 SH   OTR   0 465,261 0
ALGONQUIN PWR UTILS CORP UNIT 06/15/2024 015857873   7,941,477 332,697 SH   OTR   0 332,697 0
ALPHABET INC CAP STK CL A 02079K305 BBG009S39JY5 7,584,163 85,959 SH   OTR   0 85,959 0
ALTC ACQUISITION CORP COM CL A 02156V109 BBG0112CBMQ8 10,912,000 1,100,000 SH   OTR   0 1,100,000 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9   16,924,560 16,000,000 PRN   OTR   0 0 16,000,000
AMERICAN AIRLS GROUP INC COM 02376R102 BBG005P7Q907 1,609,080 126,500 SH Put OTR   0 126,500 0
AMERICAN ELEC PWR CO INC COM 025537101 BBG001S5NFD2 3,156,328 33,242 SH   OTR   0 33,242 0
AMYRIS INC NOTE 1.500%11/1 03236MAJ0   4,149,514 12,820,000 PRN   OTR   0 0 12,820,000
ANNALY CAPITAL MANAGEMENT IN COM NEW 035710839 BBG001S8J4S0 3,162,000 150,000 SH   OTR   0 150,000 0
ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119   7,600 20,000,000 SH   OTR   0 20,000,000 0
ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 BBG00Z6RQKZ5 3,006,000 300,000 SH   OTR   0 300,000 0
APPLE INC COM 037833100 BBG001S5N8V8 259,860,000 2,000,000 SH Put OTR   0 2,000,000 0
ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6   11,049,200 10,876,000 PRN   OTR   0 0 10,876,000
ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 BBG011LN0WM7 2,522,500 250,000 SH   OTR   0 250,000 0
AXON ENTERPRISE INC COM 05464C101 BBG001SB2HG5 829,650 5,000 SH   OTR   0 5,000 0
B. RILEY FINANCIAL INC COM 05580M108 BBG001SV8TK4 1,026,000 30,000 SH   OTR   0 30,000 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406   778,944 15,554 SH   OTR   0 15,554 0
BIOMX INC *W EXP 10/28/202 09090D111   1,612 8,060,500 SH   OTR   0 8,060,500 0
BIOTE CORP *W EXP 05/26/202 090683111   76,424 25,474,500 SH   OTR   0 25,474,500 0
BOOKING HOLDINGS INC COM 09857L108 BBG001S89N72 1,406,665 698 SH   OTR   0 698 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206   7,924,302 69,015 SH   OTR   0 69,015 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118   18,363 1,530,282,300 SH   OTR   0 1,530,282,300 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115   2,288,081 1,144,040,300 SH   OTR   0 1,144,040,300 0
BROOGE ENERGY LTD SHS G1611B107 BBG00P35N4N0 1,203,750 225,000 SH   OTR   0 225,000 0
BROOKDALE SR LIVING INC UNIT 11/15/2023 112463302   2,128,259 48,118 SH   OTR   0 48,118 0
CARNIVAL CORP COMMON STOCK 143658300 BBG001S5PL01 403,000 50,000 SH Call OTR   0 50,000 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 02/05/202 G1992N126   7,560 15,000,000 SH   OTR   0 15,000,000 0
CENTURY ALUM CO NOTE 2.750% 5/0 156431AQ1   3,952,847 5,473,000 PRN   OTR   0 0 5,473,000
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0   1,806,602 2,055,000 PRN   OTR   0 0 2,055,000
CHART INDS INC 6.75DP CNV PFD B 16115Q407   1,254,100 24,765 SH   OTR   0 24,765 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110   5,681 11,500,000 SH   OTR   0 11,500,000 0
COHERENT CORP 6% CONV PFD A 19247G206   6,791,912 42,476 SH   OTR   0 42,476 0
COMPutE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115   1,930 1,716,700 SH   OTR   0 1,716,700 0
CORSAIR PARTNERING CORP UNIT 99/99/9999 G2540H124 BBG00ZKY2N66 10,868,000 1,100,000 SH   OTR   0 1,100,000 0
CRITEO S A SPONS ADS 226718104 BBG005938P71 58,895,600 2,260,000 SH   OTR   0 2,260,000 0
CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 BBG00Z17K8Q7 8,309,530 821,912 SH   OTR   0 821,912 0
DANAHER CORPORATION COM 235851102 BBG001S5QGT0 5,340,516 20,121 SH   OTR   0 20,121 0
DBX ETF TR XTRACK HRVST CSI 233051879 BBG005HJL932 30,822,000 1,100,000 SH   OTR   0 1,100,000 0
DBX ETF TR XTRACK HRVST CSI 233051879 BBG005HJL932 16,812,000 600,000 SH Call OTR   0 600,000 0
DBX ETF TR XTRACK USD HIGH 233051432 BBG00FGWY4G5 10,180,589 302,005 SH   OTR   0 302,005 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114   162,722 154,092,700 SH   OTR   0 154,092,700 0
DISNEY WALT CO COM 254687106 BBG001S5QHF3 1,157,242 13,320 SH   OTR   0 13,320 0
DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113   7,663 7,298,000 SH   OTR   0 7,298,000 0
DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 BBG01252TR03 2,112,510 210,200 SH   OTR   0 210,200 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 BBG00ZHSJQL1 7,888,000 800,000 SH   OTR   0 800,000 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023 28414H202   782,762 40,080 SH   OTR   0 40,080 0
EPR PPTYS PFD C CV 5.75% 26884U208   853,305 47,485 SH   OTR   0 47,485 0
ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1   1,844,962 3,350,000 PRN   OTR   0 0 3,350,000
FIRST TR EXCHANGE-TRADED FD FST LOW OPPT EFT 33739Q200 BBG007GFNV45 2,116,430 44,641 SH   OTR   0 44,641 0
FLEXSHARES TR MORNSTAR UPSTR 33939L407 BBG00243P8S9 24,984,817 574,760 SH   OTR   0 574,760 0
FOXO TECHNOLOGIES INC *W EXP 08/01/202 351471115   85,860 319,180,900 SH   OTR   0 319,180,900 0
FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111   4,125 15,000,000 SH   OTR   0 15,000,000 0
GELESIS HLDGS INC *W EXP 01/13/202 36850R113   5,118 57,500,000 SH   OTR   0 57,500,000 0
GETAROUND INC *W EXP 03/09/202 37427G119   3,656 8,000,000 SH   OTR   0 8,000,000 0
GFL ENVIRONMENTAL INC UNIT 03/15/2023 36168Q120   26,364,992 407,559 SH   OTR   0 407,559 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 BBG001SSQLY3 2,237,381 748,889 SH   OTR   0 748,889 0
GLOBAL PARTNER ACQISTN CORP *W EXP 01/14/202 G3934P128   2,500 8,333,400 SH   OTR   0 8,333,400 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0   693,470 2,122,000 PRN   OTR   0 0 2,122,000
GRACO INC COM 384109104 BBG001S5RK56 7,193,793 106,955 SH   OTR   0 106,955 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1   1,949,690 2,000,000 PRN   OTR   0 0 2,000,000
HERBALIFE NUTRITION LTD COM SHS G4412G101 BBG001SKFKY4 1,078,800 72,500 SH Call OTR   0 72,500 0
HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114   246,000 60,000,000 SH   OTR   0 60,000,000 0
INFINERA CORP DEBT 3.750% 8/0 45667GAF0   13,139,015 10,575,000 PRN   OTR   0 0 10,575,000
INNOVATE CORP NOTE 7.500% 8/0 404139AG2   932,434 1,333,000 PRN   OTR   0 0 1,333,000
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9   31,115,025 20,680,000 PRN   OTR   0 0 20,680,000
INTERPRIVATE IV INFRATECH PR *W EXP 03/05/202 46064T110   3,208 8,000,000 SH   OTR   0 8,000,000 0
INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 BBG001V0MBC0 8,949,725 435,934 SH   OTR   0 435,934 0
INVESCO EXCHANGE TRADED FD T FINL PFD ETF 46137V621 BBG001SQ8PW0 290,189 20,152 SH   OTR   0 20,152 0
INVESCO QQQ TR UNIT SER 1 46090E103 BBG001S9GN63 306,248,628 1,150,100 SH Call OTR   0 1,150,100 0
INVESCO QQQ TR UNIT SER 1 46090E103 BBG001S9GN63 40,373,107 151,619 SH   OTR   0 151,619 0
INVESCO QQQ TR UNIT SER 1 46090E103 BBG001S9GN63 304,890,600 1,145,000 SH Put OTR   0 1,145,000 0
ISHARES INC MSCI BRAZIL ETF 464286400 BBG001SFN5N1 4,195,500 150,000 SH Put OTR   0 150,000 0
ISHARES TR 0-5YR HI YL CP 46434V407 BBG005DW06B7 1,503,771 36,776 SH   OTR   0 36,776 0
ISHARES TR BROAD USD HIGH 46435U853 BBG00J2DS0J6 15,768,712 456,667 SH   OTR   0 456,667 0
ISHARES TR CHINA LG-CAP ETF 464287184 BBG001SMDNB1 5,473,220 193,400 SH   OTR   0 193,400 0
ISHARES TR CHINA LG-CAP ETF 464287184 BBG001SMDNB1 55,468,000 1,960,000 SH Call OTR   0 1,960,000 0
ISHARES TR CHINA LG-CAP ETF 464287184 BBG001SMDNB1 990,500 35,000 SH Put OTR   0 35,000 0
ISHARES TR FLTG RATE NT ETF 46429B655 BBG001V1QYX1 46,109,326 916,140 SH   OTR   0 916,140 0
ISHARES TR IBOXX HI YD ETF 464288513 BBG001ST0ZQ7 11,780,800 160,000 SH Call OTR   0 160,000 0
ISHARES TR IBOXX HI YD ETF 464288513 BBG001ST0ZQ7 5,139,374 69,800 SH   OTR   0 69,800 0
ISHARES TR IBOXX HI YD ETF 464288513 BBG001ST0ZQ7 70,316,650 955,000 SH Put OTR   0 955,000 0
ISHARES TR IBOXX INV CP ETF 464287242 BBG001S60QR6 11,394,874 108,080 SH   OTR   0 108,080 0
ISHARES TR IBOXX INV CP ETF 464287242 BBG001S60QR6 100,685,650 955,000 SH Put OTR   0 955,000 0
ISHARES TR JPMORGAN USD EMG 464288281 BBG001SQS9Y2 35,950,750 425,000 SH Put OTR   0 425,000 0
ISHARES TR JPMORGAN USD EMG 464288281 BBG001SQS9Y2 21,147,500 250,000 SH Call OTR   0 250,000 0
ISHARES TR JPMORGAN USD EMG 464288281 BBG001SQS9Y2 27,854,134 329,284 SH   OTR   0 329,284 0
ISHARES TR MSCI EAFE ETF 464287465 BBG001SG09V7 8,224,692 125,300 SH   OTR   0 125,300 0
ISHARES TR MSCI EAFE ETF 464287465 BBG001SG09V7 33,804,600 515,000 SH Put OTR   0 515,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 BBG001SK77D5 49,270,000 1,300,000 SH Call OTR   0 1,300,000 0
ISHARES TR MSCI EMG MKT ETF 464287234 BBG001SK77D5 1,125,630 29,700 SH   OTR   0 29,700 0
ISHARES TR MSCI UK ETF NEW 46435G334 BBG001S8SYX8 613,200 20,000 SH   OTR   0 20,000 0
ISHARES TR NATIONAL MUN ETF 464288414 BBG001SZV978 10,010,577 94,869 SH   OTR   0 94,869 0
ISHARES TR RUSSELL 2000 ETF 464287655 BBG001SFC7Y7 17,436,000 100,000 SH Put OTR   0 100,000 0
ISHARES TR RUSSELL 2000 ETF 464287655 BBG001SFC7Y7 523,080 3,000 SH   OTR   0 3,000 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 BBG00ZMHN718 7,597,500 750,000 SH   OTR   0 750,000 0
KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106   30 30,000,000 SH   OTR   0 30,000,000 0
KAIROS ACQUISITION CORP CL A SHS G52110114 BBG00YZ69S57 4,936,750 490,000 SH   OTR   0 490,000 0
KHOSLA VENTURES ACQUISITION CL A 482504107 BBG00Z8MS335 2,740,508 274,600 SH   OTR   0 274,600 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 BBG00Z8MT2C6 4,977,500 500,000 SH   OTR   0 500,000 0
KKR & CO INC 6% MCONV PFD C 48251W401   803,618 14,037 SH   OTR   0 14,037 0
KRANESHARES TR CSI CHI INTERNET 500767306 BBG004XB9HZ5 35,229,327 1,166,534 SH   OTR   0 1,166,534 0
LANNETT CO INC NOTE 4.500%10/0 51602UAC2   436,150 2,975,000 PRN   OTR   0 0 2,975,000
LDH GROWTH CORP I UNIT 03/17/2026 G54094118 BBG00Z3K3X08 2,014,000 200,000 SH   OTR   0 200,000 0
LEAD EDGE GROWTH OPRTUNTS LT *W EXP 04/01/202 G54085116   1,875 3,750,000 SH   OTR   0 3,750,000 0
LOCKHEED MARTIN CORP COM 539830109 BBG001S7PS57 6,810,860 14,000 SH Put OTR   0 14,000 0
MFA FINL INC COM 55272X607 BBG001S86YS8 1,646,526 167,160 SH   OTR   0 167,160 0
MR COOPER GROUP INC COM 62482R107 BBG002V09956 20,964,313 522,410 SH   OTR   0 522,410 0
NEXTERA ENERGY INC UNIT 03/01/2023 65339F770   23,128,326 456,180 SH   OTR   0 456,180 0
NEXTERA ENERGY INC UNIT 09/01/2023 65339F739   1,267,198 25,098 SH   OTR   0 25,098 0
NEXTERA ENERGY INC UNIT 09/01/2025 65339F713   314,194 6,445 SH   OTR   0 6,445 0
NISOURCE INC UNIT 12/01/2023 65473P121   21,206,506 205,370 SH   OTR   0 205,370 0
NOBLE CORP PLC ORD SHS A G65431127 BBG018KBK3H7 1,142,726 30,303 SH   OTR   0 30,303 0
NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125   29,623 144,500,000 SH   OTR   0 144,500,000 0
PARAMOUNT GLOBAL 5.75% CONV PFD A 92556H305   533,546 21,540 SH   OTR   0 21,540 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 BBG00LMYX132 4,951,631 87,392 SH   OTR   0 87,392 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 BBG001SFJFD5 1,781,655 191,782 SH   OTR   0 191,782 0
PG&E CORP UNIT 08/16/2023 69331C140   13,060,355 90,546 SH   OTR   0 90,546 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203   603,581 5,884 SH   OTR   0 5,884 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 BBG001S81M27 6,603,998 32,622 SH   OTR   0 32,622 0
RITHM CAPITAL CORP COM NEW 64828T201 BBG003T1GM12 13,123,561 1,606,311 SH   OTR   0 1,606,311 0
RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122   185 615,500 SH   OTR   0 615,500 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 BBG001S7T1S7 267,658,200 3,060,000 SH Call OTR   0 3,060,000 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 BBG001S7T1S7 442,108,368 5,054,400 SH Put OTR   0 5,054,400 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 BBG001S7T223 3,009,600 88,000 SH   OTR   0 88,000 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 BBG001S7T232 19,642,000 200,000 SH Put OTR   0 200,000 0
SERVICE CORP INTL COM 817565104 BBG001S5WBJ5 5,762,335 83,343 SH   OTR   0 83,343 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 BBG001S5W3K1 10,835,670 376,500 SH   OTR   0 376,500 0
SITIO ROYALTIES CORP *W EXP 08/23/202 82983N116   353,667 307,336,400 SH   OTR   0 307,336,400 0
SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306   4,856,109 70,358 SH   OTR   0 70,358 0
SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 331,137,280 1,952,000 SH Call OTR   0 1,952,000 0
SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 155,220,600 915,000 SH Put OTR   0 915,000 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 BBG001SLBK12 5,563,125 143,750 SH   OTR   0 143,750 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 BBG001SLBK12 34,056,000 880,000 SH Put OTR   0 880,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 BBG001S72SM3 2,275,459 5,950 SH   OTR   0 5,950 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 BBG001S72SM3 63,483,380 166,000 SH Put OTR   0 166,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 BBG001S72SM3 272,749,076 713,200 SH Call OTR   0 713,200 0
SPDR SER TR NUVEEN BLMBRG MU 78468R721 BBG001SRSPW6 7,994,449 175,240 SH   OTR   0 175,240 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1   2,126,075 2,500,000 PRN   OTR   0 0 2,500,000
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1   9,728,535 12,515,000 PRN   OTR   0 0 12,515,000
SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128   3,072 13,355,900 SH   OTR   0 13,355,900 0
SVF INVESTMENT CORP *W EXP 01/12/202 G8601L128   1,102 4,255,300 SH   OTR   0 4,255,300 0
SVF INVESTMENT CORP CL A SHS G8601L102 BBG00YNK2P34 1,095,358 108,344 SH   OTR   0 108,344 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100 BBG00Z72FCM3 2,018,000 200,000 SH   OTR   0 200,000 0
TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110   22,525 32,178,000 SH   OTR   0 32,178,000 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 BBG001S5WWW4 9,907,915 133,010 SH   OTR   0 133,010 0
TORO CO COM 891092108 BBG001S5WX98 6,943,009 61,334 SH   OTR   0 61,334 0
TRICIDA INC NOTE 3.500% 5/1 89610FAB7   626,244 6,779,000 PRN   OTR   0 0 6,779,000
UGI CORP NEW UNIT 06/01/2024 902681113   2,228,037 25,780 SH   OTR   0 25,780 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 BBG001S8RV10 6,476,716 23,290 SH   OTR   0 23,290 0
UNITI GROUP INC COM 91325V108 BBG002B67HC1 171,983 31,100 SH Call OTR   0 31,100 0
VACCITECH PLC ADS 91864C107 BBG00ZZPCPV5 1,275,282 542,673 SH   OTR   0 542,673 0
VANECK ETF TRUST GOLD MINERS ETF 92189F106 BBG001SR42Z0 30,379,600 1,060,000 SH Call OTR   0 1,060,000 0
VANECK ETF TRUST PREFERRED SECURT 92189F429 BBG0034VZPF0 199,885 11,962 SH   OTR   0 11,962 0
VANGUARD MUN BD FDS TAX EXEMPT BD 922907746 BBG009THVRX1 3,385,561 68,409 SH   OTR   0 68,409 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 BBG001T62KZ7 6,137,985 81,633 SH   OTR   0 81,633 0
VINTAGE WINE ESTATES INC *W EXP 06/08/202 92747V114   1,742,224 580,741,400 SH   OTR   0 580,741,400 0