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 |
AES CORP | UNIT 02/15/2024 | 00130H204 | 13,625 | 154,178 | SH | | OTR | | 0 | 154,178 | 0 |
AFLAC INC | COM | 001055102 | 11,240 | 200,000 | SH | Put | OTR | | 0 | 200,000 | 0 |
ALCOA CORP | COM | 013872106 | 842 | 25,000 | SH | | OTR | | 0 | 25,000 | 0 |
ALPHABET INC | CAP STK CL A | 02079K305 | 4,891 | 51,137 | SH | | OTR | | 0 | 51,137 | 0 |
ALPHABET INC | CAP STK CL A | 02079K305 | 13,171 | 137,700 | SH | Call | OTR | | 0 | 137,700 | 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 | 2,923 | 295,000 | SH | | OTR | | 0 | 295,000 | 0 |
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 14,155 | 14,000,000 | PRN | | OTR | | 0 | 0 | 14,000,000 |
AMERICAN ELEC PWR CO INC | COM | 025537101 | 5,202 | 60,177 | SH | | OTR | | 0 | 60,177 | 0 |
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 9,496 | 200,000 | SH | Put | OTR | | 0 | 200,000 | 0 |
ANGEL POND HOLDINGS CORP | SHS CL A | G0447J102 | 7,373 | 750,000 | SH | | OTR | | 0 | 750,000 | 0 |
ANZU SPECIAL ACQUISITIN CORP | *W EXP 01/27/202 | 03737A119 | 13 | 200,000 | SH | | OTR | | 0 | 200,000 | 0 |
ANZU SPECIAL ACQUISITIN CORP | COM CL A | 03737A101 | 2,946 | 300,000 | SH | | OTR | | 0 | 300,000 | 0 |
ARGUS CAPITAL CORP | *W EXP 08/31/202 | 04026L113 | 32 | 211,227 | SH | | OTR | | 0 | 211,227 | 0 |
ARYA SCIENCES ACQUISITN CORP | CLASS A ORD SHS | G31658100 | 2,453 | 250,000 | SH | | OTR | | 0 | 250,000 | 0 |
AVALARA INC | COM | 05338G106 | 551 | 6,000 | SH | | OTR | | 0 | 6,000 | 0 |
AVISTA PUB ACQUISITION CORP | *W EXP 04/06/202 | G07247128 | 50 | 100,000 | SH | | OTR | | 0 | 100,000 | 0 |
AVISTA PUB ACQUISITION CORP | CLASS A ORD SHS | G07247102 | 9,598 | 940,514 | SH | | OTR | | 0 | 940,514 | 0 |
BECTON DICKINSON & CO | COM | 075887109 | 1,667 | 7,479 | SH | | OTR | | 0 | 7,479 | 0 |
BIOMX INC | *W EXP 10/28/202 | 09090D111 | 3 | 80,605 | SH | | OTR | | 0 | 80,605 | 0 |
BIOTE CORP | *W EXP 05/26/202 | 090683111 | 87 | 254,745 | SH | | OTR | | 0 | 254,745 | 0 |
BOOKING HOLDINGS INC | COM | 09857L108 | 1,147 | 698 | SH | | OTR | | 0 | 698 | 0 |
BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 1,325 | 13,090 | SH | | OTR | | 0 | 13,090 | 0 |
BROADMARK RLTY CAP INC | *W EXP 11/15/202 | 11135B118 | 865 | 15,147,348 | SH | | OTR | | 0 | 15,147,348 | 0 |
BROOGE ENERGY LTD | *W EXP 12/20/202 | G1611B115 | 2,999 | 11,108,579 | SH | | OTR | | 0 | 11,108,579 | 0 |
BROOGE ENERGY LTD | SHS | G1611B107 | 1,575 | 202,973 | SH | | OTR | | 0 | 202,973 | 0 |
CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 972 | 1,352,000 | PRN | | OTR | | 0 | 0 | 1,352,000 |
CALIFORNIA RES CORP | COM STOCK | 13057Q305 | 5,042 | 131,198 | SH | | OTR | | 0 | 131,198 | 0 |
CALLON PETE CO DEL | COM | 13123X508 | 3,619 | 103,378 | SH | | OTR | | 0 | 103,378 | 0 |
CARNIVAL CORP | COMMON STOCK | 143658300 | 70 | 10,000 | SH | Put | OTR | | 0 | 10,000 | 0 |
CBOE GLOBAL MKTS INC | COM | 12503M108 | 3,228 | 27,500 | SH | | OTR | | 0 | 27,500 | 0 |
CC NEUBERGER PRINCIPAL HOLDN | *W EXP 99/99/999 | G1992N126 | 27 | 150,000 | SH | | OTR | | 0 | 150,000 | 0 |
CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 3,449 | 5,473,000 | PRN | | OTR | | 0 | 0 | 5,473,000 |
CHORD ENERGY CORPORATION | COM NEW | 674215207 | 9,670 | 70,706 | SH | | OTR | | 0 | 70,706 | 0 |
CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 | 24 | 282,435 | SH | | OTR | | 0 | 282,435 | 0 |
CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 16 | 115,000 | SH | | OTR | | 0 | 115,000 | 0 |
CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 3,220 | 75,509 | SH | | OTR | | 0 | 75,509 | 0 |
COHERENT CORP | 6% CONV PFD A | 19247G206 | 1,061 | 6,781 | SH | | OTR | | 0 | 6,781 | 0 |
CORSAIR PARTNERING CORP | UNIT 99/99/9999 | G2540H124 | 10,835 | 1,100,000 | SH | | OTR | | 0 | 1,100,000 | 0 |
CRITEO S A | SPONS ADS | 226718104 | 61,088 | 2,260,000 | SH | | OTR | | 0 | 2,260,000 | 0 |
CROWN PROPTECH ACQUISITIONS | SHS CL A | G25741102 | 8,153 | 821,912 | SH | | OTR | | 0 | 821,912 | 0 |
DANAHER CORPORATION | COM | 235851102 | 16,862 | 65,284 | SH | | OTR | | 0 | 65,284 | 0 |
DIGITAL MEDIA SOLUTIONS INC | *W EXP 07/15/202 | 25401G114 | 402 | 1,501,927 | SH | | OTR | | 0 | 1,501,927 | 0 |
DISNEY WALT CO | COM | 254687106 | 924 | 9,800 | SH | | OTR | | 0 | 9,800 | 0 |
DMY TECHNOLOGY GROUP INC VI | *W EXP 99/99/999 | 233247113 | 35 | 72,980 | SH | | OTR | | 0 | 72,980 | 0 |
DMY TECHNOLOGY GROUP INC VI | CL A COM | 233247105 | 2,094 | 210,200 | SH | | OTR | | 0 | 210,200 | 0 |
DRAGONEER GROWTH OPT CORP II | CL A SHS | G28315102 | 7,832 | 800,000 | SH | | OTR | | 0 | 800,000 | 0 |
EARTHSTONE ENERGY INC | CL A | 27032D304 | 2,348 | 190,575 | SH | | OTR | | 0 | 190,575 | 0 |
ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023 | 28414H202 | 793 | 37,935 | SH | | OTR | | 0 | 37,935 | 0 |
ENERPLUS CORP | COM | 292766102 | 5,767 | 406,956 | SH | | OTR | | 0 | 406,956 | 0 |
EPR PPTYS | PFD C CV 5.75% | 26884U208 | 567 | 32,822 | SH | | OTR | | 0 | 32,822 | 0 |
ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 2,726 | 4,850,000 | PRN | | OTR | | 0 | 0 | 4,850,000 |
EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 1,599 | 2,500,000 | PRN | | OTR | | 0 | 0 | 2,500,000 |
FAST RADIUS INC | *W EXP 02/11/202 | 31187R118 | 3 | 102,352 | SH | | OTR | | 0 | 102,352 | 0 |
FIFTH WALL ACQUISITN CORP II | CLASS A ORD SHS | G34142102 | 5,904 | 600,000 | SH | | OTR | | 0 | 600,000 | 0 |
FINTECH ACQUISITION CORP VI | *W EXP 03/31/202 | 31811H114 | 3 | 62,500 | SH | | OTR | | 0 | 62,500 | 0 |
FINTECH ACQUISITION CORP VI | UNIT 06/24/2026 | 31811H205 | 8,432 | 850,000 | SH | | OTR | | 0 | 850,000 | 0 |
FOXO TECHNOLOGIES INC | *W EXP 08/01/202 | 351471115 | 272 | 2,715,542 | SH | | OTR | | 0 | 2,715,542 | 0 |
FTAC HERA ACQUISITION CORP | *W EXP 02/28/202 | G3728Y111 | 13 | 150,000 | SH | | OTR | | 0 | 150,000 | 0 |
GELESIS HLDGS INC | *W EXP 01/13/202 | 36850R113 | 29 | 575,000 | SH | | OTR | | 0 | 575,000 | 0 |
GFL ENVIRONMENTAL INC | UNIT 03/15/2023 | 36168Q120 | 22,401 | 387,562 | SH | | OTR | | 0 | 387,562 | 0 |
GLOBAL CORD BLOOD CORPORATIO | SHS | G39342103 | 2,237 | 748,889 | SH | | OTR | | 0 | 748,889 | 0 |
GLOBAL PARTNER ACQISTN CORP | *W EXP 01/14/202 | G3934P128 | 5 | 83,334 | SH | | OTR | | 0 | 83,334 | 0 |
GOLDEN FALCON ACQUISITION CO | CL A | 38102H109 | 1,144 | 115,000 | SH | | OTR | | 0 | 115,000 | 0 |
GORES HLDGS VIII INC | CL A | 382863108 | 29,610 | 3,000,000 | SH | | OTR | | 0 | 3,000,000 | 0 |
GORES TECHNOLOGY PARTNERS IN | CLASS A COM | 382870103 | 1,056 | 107,500 | SH | | OTR | | 0 | 107,500 | 0 |
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 2,072 | 2,000,000 | PRN | | OTR | | 0 | 0 | 2,000,000 |
GROUP NINE ACQUISITION CORP | *W EXP 01/15/202 | 39947R112 | 10 | 166,666 | SH | | OTR | | 0 | 166,666 | 0 |
HUMANCO ACQUISITION CORP | *W EXP 99/99/999 | 44487N117 | 2 | 15,470 | SH | | OTR | | 0 | 15,470 | 0 |
HUMANCO ACQUISITION CORP | UNIT 12/08/2023 | 44487N208 | 4,985 | 500,000 | SH | | OTR | | 0 | 500,000 | 0 |
INFINERA CORP | COM | 45667G103 | 146 | 30,100 | SH | Call | OTR | | 0 | 30,100 | 0 |
INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 | 4,059 | 4,075,000 | PRN | | OTR | | 0 | 0 | 4,075,000 |
INNOVATE CORP | NOTE 7.500% 8/0 | 404139AG2 | 857 | 1,333,000 | PRN | | OTR | | 0 | 0 | 1,333,000 |
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 23,714 | 18,505,000 | PRN | | OTR | | 0 | 0 | 18,505,000 |
INSU ACQUISITION CORP III | *W EXP 12/31/202 | 457817112 | 17 | 420,289 | SH | | OTR | | 0 | 420,289 | 0 |
INTERPRIVATE II ACQUISITION | UNIT 99/99/9999 | 46064Q207 | 3,936 | 400,000 | SH | | OTR | | 0 | 400,000 | 0 |
INTERPRIVATE III FINANCIAL P | COM CL A | 46064R106 | 3,916 | 400,000 | SH | | OTR | | 0 | 400,000 | 0 |
INTERPRIVATE IV INFRATECH PR | UNIT 03/05/2026 | 46064T201 | 3,924 | 400,000 | SH | | OTR | | 0 | 400,000 | 0 |
INTREPID POTASH INC | COM | 46121Y201 | 1,088 | 27,500 | SH | | OTR | | 0 | 27,500 | 0 |
INVESCO EXCHANGE TRADED FD T | DYNMC ENRG EXP | 46137V761 | 1,781 | 64,638 | SH | | OTR | | 0 | 64,638 | 0 |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 352,249 | 1,318,000 | SH | Call | OTR | | 0 | 1,318,000 | 0 |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 152,739 | 571,500 | SH | Put | OTR | | 0 | 571,500 | 0 |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 49,969 | 186,968 | SH | | OTR | | 0 | 186,968 | 0 |
ISHARES INC | MSCI BRAZIL ETF | 464286400 | 13,334 | 450,000 | SH | Put | OTR | | 0 | 450,000 | 0 |
ISHARES INC | MSCI BRAZIL ETF | 464286400 | 4,445 | 150,000 | SH | | OTR | | 0 | 150,000 | 0 |
ISHARES TR | CHINA LG-CAP ETF | 464287184 | 12,284 | 475,000 | SH | Call | OTR | | 0 | 475,000 | 0 |
ISHARES TR | FLTG RATE NT ETF | 46429B655 | 6,439 | 128,091 | SH | | OTR | | 0 | 128,091 | 0 |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 48,545 | 680,000 | SH | Put | OTR | | 0 | 680,000 | 0 |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 8,031 | 112,500 | SH | Call | OTR | | 0 | 112,500 | 0 |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 5,511 | 77,200 | SH | | OTR | | 0 | 77,200 | 0 |
ISHARES TR | IBOXX INV CP ETF | 464287242 | 8,401 | 82,000 | SH | Put | OTR | | 0 | 82,000 | 0 |
ISHARES TR | IBOXX INV CP ETF | 464287242 | 102,450 | 1,000,000 | SH | Call | OTR | | 0 | 1,000,000 | 0 |
ISHARES TR | IBOXX INV CP ETF | 464287242 | 9,522 | 92,940 | SH | | OTR | | 0 | 92,940 | 0 |
ISHARES TR | JPMORGAN USD EMG | 464288281 | 4,764 | 60,000 | SH | | OTR | | 0 | 60,000 | 0 |
ISHARES TR | JPMORGAN USD EMG | 464288281 | 59,550 | 750,000 | SH | Call | OTR | | 0 | 750,000 | 0 |
ISHARES TR | JPMORGAN USD EMG | 464288281 | 50,816 | 640,000 | SH | Put | OTR | | 0 | 640,000 | 0 |
ISHARES TR | MSCI EAFE ETF | 464287465 | 1,120 | 20,000 | SH | Call | OTR | | 0 | 20,000 | 0 |
ISHARES TR | MSCI EAFE ETF | 464287465 | 9,522 | 170,000 | SH | Put | OTR | | 0 | 170,000 | 0 |
ISHARES TR | MSCI EAFE ETF | 464287465 | 2,862 | 51,100 | SH | | OTR | | 0 | 51,100 | 0 |
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 2,093 | 60,000 | SH | Put | OTR | | 0 | 60,000 | 0 |
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 2,965 | 85,000 | SH | | OTR | | 0 | 85,000 | 0 |
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 69,760 | 2,000,000 | SH | Call | OTR | | 0 | 2,000,000 | 0 |
ISHARES TR | MSCI UK ETF NEW | 46435G334 | 524 | 20,000 | SH | | OTR | | 0 | 20,000 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 845 | 5,124 | SH | | OTR | | 0 | 5,124 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 10,852 | 65,800 | SH | Put | OTR | | 0 | 65,800 | 0 |
ISHARES TR | TIPS BD ETF | 464287176 | 94,410 | 900,000 | SH | Call | OTR | | 0 | 900,000 | 0 |
JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 | 7,463 | 750,000 | SH | | OTR | | 0 | 750,000 | 0 |
KAIROS ACQUISITION CORP | *W EXP 11/30/202 | G52110106 | 9 | 300,000 | SH | | OTR | | 0 | 300,000 | 0 |
KAIROS ACQUISITION CORP | CL A SHS | G52110114 | 4,876 | 490,000 | SH | | OTR | | 0 | 490,000 | 0 |
KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 2,691 | 274,600 | SH | | OTR | | 0 | 274,600 | 0 |
KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 4,890 | 500,000 | SH | | OTR | | 0 | 500,000 | 0 |
KKR & CO INC | 6% MCONV PFD C | 48251W401 | 3,165 | 58,150 | SH | | OTR | | 0 | 58,150 | 0 |
LANNETT CO INC | NOTE 4.500%10/0 | 51602UAC2 | 357 | 2,975,000 | PRN | | OTR | | 0 | 0 | 2,975,000 |
LDH GROWTH CORP I | UNIT 03/17/2026 | G54094118 | 1,980 | 200,000 | SH | | OTR | | 0 | 200,000 | 0 |
LEAD EDGE GROWTH OPRTUNTS LT | *W EXP 04/01/202 | G54085116 | 2 | 37,500 | SH | | OTR | | 0 | 37,500 | 0 |
LEO HLDGS CORP II | *W EXP 01/07/202 | G5463R128 | 3 | 125,000 | SH | | OTR | | 0 | 125,000 | 0 |
LOCKHEED MARTIN CORP | COM | 539830109 | 2,897 | 7,500 | SH | | OTR | | 0 | 7,500 | 0 |
MAGNUM OPUS ACQUISITION LTD | SHS CL A | G5S70A104 | 4,789 | 482,300 | SH | | OTR | | 0 | 482,300 | 0 |
MATADOR RES CO | COM | 576485205 | 9,715 | 198,582 | SH | | OTR | | 0 | 198,582 | 0 |
METLIFE INC | COM | 59156R108 | 18,842 | 310,000 | SH | Put | OTR | | 0 | 310,000 | 0 |
MFA FINL INC | COM | 55272X607 | 2,680 | 344,497 | SH | | OTR | | 0 | 344,497 | 0 |
MICRON TECHNOLOGY INC | COM | 595112103 | 2,505 | 50,000 | SH | Put | OTR | | 0 | 50,000 | 0 |
MICROSOFT CORP | COM | 594918104 | 104,805 | 450,000 | SH | Put | OTR | | 0 | 450,000 | 0 |
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 10,577 | 9,233,000 | PRN | | OTR | | 0 | 0 | 9,233,000 |
MR COOPER GROUP INC | COM | 62482R107 | 16,123 | 398,103 | SH | | OTR | | 0 | 398,103 | 0 |
NEWMONT CORP | COM | 651639106 | 1,369 | 32,578 | SH | | OTR | | 0 | 32,578 | 0 |
NEXTERA ENERGY INC | COM | 65339F101 | 3,136 | 40,000 | SH | Put | OTR | | 0 | 40,000 | 0 |
NEXTERA ENERGY INC | UNIT 03/01/2023 | 65339F770 | 3,228 | 64,840 | SH | | OTR | | 0 | 64,840 | 0 |
NORTH ATLANTIC ACQUISITN COR | *W EXP 10/20/202 | G66139125 | 82 | 1,445,000 | SH | | OTR | | 0 | 1,445,000 | 0 |
NORTH MOUNTAIN MERGER CORP | UNIT 09/16/2025 | 661204206 | 11,385 | 1,138,500 | SH | | OTR | | 0 | 1,138,500 | 0 |
NORTHERN OIL AND GAS INC MN | COM | 665531307 | 3,560 | 129,871 | SH | | OTR | | 0 | 129,871 | 0 |
OCCIDENTAL PETE CORP | COM | 674599105 | 6,163 | 100,300 | SH | Call | OTR | | 0 | 100,300 | 0 |
OCCIDENTAL PETE CORP | COM | 674599105 | 7,685 | 125,062 | SH | | OTR | | 0 | 125,062 | 0 |
ON SEMICONDUCTOR CORP | COM | 682189105 | 1,501 | 24,080 | SH | | OTR | | 0 | 24,080 | 0 |
OVINTIV INC | COM | 69047Q102 | 25,173 | 547,232 | SH | | OTR | | 0 | 547,232 | 0 |
PARAMOUNT GLOBAL | 5.75% CONV PFD A | 92556H305 | 355 | 11,474 | SH | | OTR | | 0 | 11,474 | 0 |
PDC ENERGY INC | COM | 69327R101 | 4,236 | 73,305 | SH | | OTR | | 0 | 73,305 | 0 |
PENNYMAC FINL SVCS INC NEW | COM | 70932M107 | 11,452 | 266,946 | SH | | OTR | | 0 | 266,946 | 0 |
PERMIAN RESOURCES CORP | CLASS A COM | 71424F105 | 3,255 | 478,693 | SH | | OTR | | 0 | 478,693 | 0 |
PETROLEO BRASILEIRO SA PETRO | SP ADR NON VTG | 71654V101 | 4,771 | 430,555 | SH | | OTR | | 0 | 430,555 | 0 |
PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 555 | 45,003 | SH | | OTR | | 0 | 45,003 | 0 |
PG&E CORP | UNIT 08/16/2023 | 69331C140 | 1,119 | 9,792 | SH | | OTR | | 0 | 9,792 | 0 |
PINE TECHNOLOGY ACQUISITN CO | CLASS A COM | 722850104 | 2,848 | 290,000 | SH | | OTR | | 0 | 290,000 | 0 |
PROPERTY SOLUTIONS ACQUISITI | *W EXP 03/01/202 | 74350A116 | 6 | 101,384 | SH | | OTR | | 0 | 101,384 | 0 |
PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 996 | 100,000 | SH | | OTR | | 0 | 100,000 | 0 |
RANGER OIL CORPORATION | CLASS A COM | 70788V102 | 2,308 | 73,402 | SH | | OTR | | 0 | 73,402 | 0 |
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 3,362 | 32,327 | SH | | OTR | | 0 | 32,327 | 0 |
RENOVACOR INC | *W EXP 99/99/999 | 75989E114 | 15 | 187,048 | SH | | OTR | | 0 | 187,048 | 0 |
REVIVA PHARMACEUTCLS HLDGS I | *W EXP 12/25/202 | 76152G118 | 239 | 1,251,250 | SH | | OTR | | 0 | 1,251,250 | 0 |
RITHM CAPITAL CORP | COM NEW | 64828T201 | 16,525 | 2,257,507 | SH | | OTR | | 0 | 2,257,507 | 0 |
RXR ACQUISITION CORP | *W EXP 03/08/202 | 74981W115 | 5 | 204,850 | SH | | OTR | | 0 | 204,850 | 0 |
RXR ACQUISITION CORP | CLASS A COM | 74981W107 | 2,699 | 274,250 | SH | | OTR | | 0 | 274,250 | 0 |
SABRE CORP | 6.50% CONV PFD A | 78573M203 | 3,530 | 49,459 | SH | | OTR | | 0 | 49,459 | 0 |
SANDBRIDGE X2 CORP | *W EXP 03/11/202 | 799792114 | 9 | 217,955 | SH | | OTR | | 0 | 217,955 | 0 |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 295,282 | 4,100,000 | SH | Put | OTR | | 0 | 4,100,000 | 0 |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 183,651 | 2,550,000 | SH | Call | OTR | | 0 | 2,550,000 | 0 |
SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 2,672 | 88,000 | SH | | OTR | | 0 | 88,000 | 0 |
SHAW COMMUNICATIONS INC | CL B CONV | 82028K200 | 2,067 | 85,000 | SH | | OTR | | 0 | 85,000 | 0 |
SITIO ROYALTIES CORP | *W EXP 08/23/202 | 82982V119 | 509 | 2,991,816 | SH | | OTR | | 0 | 2,991,816 | 0 |
SM ENERGY CO | COM | 78454L100 | 7,705 | 204,863 | SH | | OTR | | 0 | 204,863 | 0 |
SPDR GOLD TR | GOLD SHS | 78463V107 | 162,404 | 1,050,000 | SH | Call | OTR | | 0 | 1,050,000 | 0 |
SPDR GOLD TR | GOLD SHS | 78463V107 | 326,354 | 2,110,000 | SH | Put | OTR | | 0 | 2,110,000 | 0 |
SPDR GOLD TR | GOLD SHS | 78463V107 | 167,731 | 1,084,445 | SH | | OTR | | 0 | 1,084,445 | 0 |
SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 2,615 | 85,000 | SH | Put | OTR | | 0 | 85,000 | 0 |
SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 989 | 32,150 | SH | | OTR | | 0 | 32,150 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 30,651 | 85,814 | SH | | OTR | | 0 | 85,814 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 96,153 | 269,200 | SH | Put | OTR | | 0 | 269,200 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 24,110 | 67,500 | SH | Call | OTR | | 0 | 67,500 | 0 |
SPDR SER TR | BLOOMBERG HIGH Y | 78468R622 | 309 | 3,517 | SH | | OTR | | 0 | 3,517 | 0 |
SPDR SER TR | S&P OILGAS EXP | 78468R556 | 138,369 | 1,109,437 | SH | | OTR | | 0 | 1,109,437 | 0 |
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 840 | 17,037 | SH | | OTR | | 0 | 17,037 | 0 |
SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 15,951 | 19,000,000 | PRN | | OTR | | 0 | 0 | 19,000,000 |
SUPERNOVA PARTN ACQ CO III L | *W EXP 99/99/999 | G8T90F128 | 11 | 133,559 | SH | | OTR | | 0 | 133,559 | 0 |
SVF INVESTMENT CORP | *W EXP 12/20/202 | G8601L128 | 7 | 42,553 | SH | | OTR | | 0 | 42,553 | 0 |
SVF INVESTMENT CORP | CL A SHS | G8601L102 | 1,079 | 108,344 | SH | | OTR | | 0 | 108,344 | 0 |
SVF INVESTMENT CORP 2 | CL A SHS | G8601M100 | 1,984 | 200,000 | SH | | OTR | | 0 | 200,000 | 0 |
TAILWIND ACQUISITION CORP | *W EXP 09/07/202 | 87403Q110 | 26 | 321,780 | SH | | OTR | | 0 | 321,780 | 0 |
TISHMAN SPEYER INNOVATION CO | *W EXP 02/11/202 | 88825H118 | 14 | 140,000 | SH | | OTR | | 0 | 140,000 | 0 |
TRICIDA INC | NOTE 3.500% 5/1 | 89610FAB7 | 4,157 | 7,779,000 | PRN | | OTR | | 0 | 0 | 7,779,000 |
UGI CORP NEW | UNIT 06/01/2024 | 902681113 | 1,362 | 17,073 | SH | | OTR | | 0 | 17,073 | 0 |
VACCITECH PLC | ADS | 91864C107 | 1,737 | 542,673 | SH | | OTR | | 0 | 542,673 | 0 |
VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 4,238 | 175,713 | SH | | OTR | | 0 | 175,713 | 0 |
VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 85,915 | 3,562,000 | SH | Call | OTR | | 0 | 3,562,000 | 0 |
VECTOIQ ACQUISITION CORP II | UNIT 99/99/9999 | 92244F208 | 11,054 | 1,120,000 | SH | | OTR | | 0 | 1,120,000 | 0 |
VINTAGE WINE ESTATES INC | *W EXP 06/08/202 | 92747V114 | 1,998 | 5,057,456 | SH | | OTR | | 0 | 5,057,456 | 0 |
WAYFAIR INC | CL A | 94419L101 | 572 | 17,579 | SH | | OTR | | 0 | 17,579 | 0 |
WISDOMTREE TR | JAPN HEDGE EQT | 97717W851 | 6,168 | 100,000 | SH | Put | OTR | | 0 | 100,000 | 0 |
ZENDESK INC | COM | 98936J101 | 571 | 7,500 | SH | | OTR | | 0 | 7,500 | 0 |