BlueCrest Capital Management 13F-HR Quarterly holdings report by institutional manager

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
Expires:	Oct 31, 2018
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
3PEA INTL INC	COM	88579C109	55	15,612	SH		OTR		0	15,612	0
51JOB INC	NOTE 3.250% 4/1	316827AC8	7,047	4,813,000	PRN		OTR		0	0	4,813,000
AARONS INC	COM PAR $0.50	002535300	239	5,694	SH		OTR		0	5,694	0
ABERCROMBIE & FITCH CO	CL A	002896207	311	15,526	SH		OTR		0	15,526	0
ABM INDS INC	COM	000957100	212	6,616	SH		OTR		0	6,616	0
ACELRX PHARMACEUTICALS INC	COM	00444T100	140	60,635	SH		OTR		0	60,635	0
ADTALEM GLOBAL ED INC	COM	00737L103	262	5,546	SH		OTR		0	5,546	0
ADTRAN INC	COM	00738A106	128	11,949	SH		OTR		0	11,949	0
ADVANCE AUTO PARTS INC	COM	00751Y106	577	3,667	SH		OTR		0	3,667	0
ADVANCED EMISSIONS SOLUTS IN	COM	00770C101	106	10,031	SH		OTR		0	10,031	0
AECOM	COM	00766T100	518	19,546	SH		OTR		0	19,546	0
AEGION CORP	COM	00770F104	181	11,108	SH		OTR		0	11,108	0
AES CORP	COM	00130H105	1,031	71,293	SH		OTR		0	71,293	0
AGCO CORP	COM	001084102	475	8,534	SH		OTR		0	8,534	0
AGNICO EAGLE MINES LTD	COM	008474108	956	23,653	SH		OTR		0	23,653	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	9,271	9,717,000	PRN		OTR		0	0	9,717,000
AKAMAI TECHNOLOGIES INC	COM	00971T101	1,358	22,227	SH		OTR		0	22,227	0
ALAMOS GOLD INC NEW	COM CL A	011532108	368	102,141	SH		OTR		0	102,141	0
ALBEMARLE CORP	COM	012653101	270	3,501	SH		OTR		0	3,501	0
ALEXION PHARMACEUTICALS INC	COM	015351109	520	5,338	SH		OTR		0	5,338	0
ALLEGRO MERGER CORP	*W EXP 01/06/202	01749N111	307	930,140	SH		OTR		0	930,140	0
ALPS ETF TR	ALERIAN MLP	00162Q866	815	93,400	SH		OTR		0	93,400	0
ALTABA INC	COM	021346101	465,766	8,038,759	SH		OTR		0	8,038,759	0
ALTAIR ENGR INC	COM CL A	021369103	425	15,394	SH		OTR		0	15,394	0
ALTICE USA INC	CL A	02156K103	1,505	91,122	SH		OTR		0	91,122	0
AMAZON COM INC	COM	023135106	6,759	4,500	SH	Call	OTR		0	4,500	0
AMCI ACQUISITION CORP	UNIT 01/07/2019	00165R200	1,357	136,401	SH		OTR		0	136,401	0
AMDOCS LTD	SHS	G02602103	256	4,369	SH		OTR		0	4,369	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	257	6,220	SH		OTR		0	6,220	0
AMERICAN FIN TR INC	COM CLASS A	02607T109	672	50,469	SH		OTR		0	50,469	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	218	2,405	SH		OTR		0	2,405	0
AMERICAN OUTDOOR BRANDS CORP	COM	02874P103	218	16,990	SH		OTR		0	16,990	0
AMERICAN TOWER CORP NEW	COM	03027X100	1,002	6,336	SH		OTR		0	6,336	0
AMERIPRISE FINL INC	COM	03076C106	467	4,470	SH		OTR		0	4,470	0
AMERISOURCEBERGEN CORP	COM	03073E105	675	9,070	SH		OTR		0	9,070	0
AMGEN INC	COM	031162100	3,094	15,896	SH		OTR		0	15,896	0
AMN HEALTHCARE SERVICES INC	COM	001744101	344	6,068	SH		OTR		0	6,068	0
ANGLOGOLD ASHANTI LTD	SPONSORED ADR	035128206	260	20,732	SH		OTR		0	20,732	0
ANSYS INC	COM	03662Q105	2,755	19,276	SH		OTR		0	19,276	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	179	44,413	SH		OTR		0	44,413	0
APACHE CORP	COM	037411105	751	28,617	SH		OTR		0	28,617	0
APERGY CORP	COM	03755L104	331	12,205	SH		OTR		0	12,205	0
APOLLO COML REAL EST FIN INC	NOTE 5.375%10/1	03762UAC9	961	1,000,000	PRN		OTR		0	0	1,000,000
APOLLO INVT CORP	COM NEW	03761U502	151	12,175	SH		OTR		0	12,175	0
APPLE INC	COM	037833100	19,291	122,294	SH		OTR		0	122,294	0
APPLIED INDL TECHNOLOGIES IN	COM	03820C105	218	4,044	SH		OTR		0	4,044	0
APPLIED MATLS INC	COM	038222105	211	6,445	SH		OTR		0	6,445	0
AQUA AMERICA INC	COM	03836W103	951	27,807	SH		OTR		0	27,807	0
ARBOR RLTY TR INC	COM	038923108	160	15,879	SH		OTR		0	15,879	0
ARCHER DANIELS MIDLAND CO	COM	039483102	279	6,816	SH		OTR		0	6,816	0
ARCONIC INC	COM	03965L100	173	10,262	SH		OTR		0	10,262	0
ARES CAP CORP	COM	04010L103	548	35,190	SH		OTR		0	35,190	0
ARGO GROUP INTL HLDGS LTD	COM	G0464B107	223	3,310	SH		OTR		0	3,310	0
ARLINGTON ASSET INVT CORP	CL A NEW	041356205	159	22,017	SH		OTR		0	22,017	0
ARRIS INTL INC	SHS	G0551A103	396	12,960	SH		OTR		0	12,960	0
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	257	11,623	SH		OTR		0	11,623	0
ARYA SCIENCES ACQUISITION CO	UNIT 10/04/2023	G3165V117	6,204	600,000	SH		OTR		0	600,000	0
ASANKO GOLD INC	COM	04341Y105	30	47,400	SH		OTR		0	47,400	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	405	6,075	SH		OTR		0	6,075	0
ASCENA RETAIL GROUP INC	COM	04351G101	28	11,187	SH		OTR		0	11,187	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	329	82,235	SH		OTR		0	82,235	0
ASHLAND GLOBAL HLDGS INC	COM	044186104	870	12,261	SH		OTR		0	12,261	0
ASPEN INSURANCE HOLDINGS LTD	SHS	G05384105	1,449	34,497	SH		OTR		0	34,497	0
ASSERTIO THERAPEUTICS INC	NOTE 2.500% 9/0	249908AA2	1,346	2,000,000	PRN		OTR		0	0	2,000,000
ASSOCIATED BANC CORP	COM	045487105	766	38,711	SH		OTR		0	38,711	0
ASTRAZENECA PLC	SPONSORED ADR	046353108	317	8,356	SH		OTR		0	8,356	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	25,922	27,248,000	PRN		OTR		0	0	27,248,000
AUTOZONE INC	COM	053332102	3,698	4,411	SH		OTR		0	4,411	0
AVALONBAY CMNTYS INC	COM	053484101	1,207	6,932	SH		OTR		0	6,932	0
AVERY DENNISON CORP	COM	053611109	634	7,057	SH		OTR		0	7,057	0
AVID TECHNOLOGY INC	NOTE 2.000% 6/1	05367PAB6	905	1,000,000	PRN		OTR		0	0	1,000,000
AVISTA CORP	COM	05379B107	1,241	29,206	SH		OTR		0	29,206	0
AVNET INC	COM	053807103	1,338	37,059	SH		OTR		0	37,059	0
AVON PRODS INC	COM	054303102	214	140,605	SH		OTR		0	140,605	0
AXIS CAPITAL HOLDINGS LTD	SHS	G0692U109	2,319	44,903	SH		OTR		0	44,903	0
AXOS FINL INC	COM	05465C100	273	10,846	SH		OTR		0	10,846	0
BALL CORP	COM	058498106	1,654	35,964	SH		OTR		0	35,964	0
BANC OF CALIFORNIA INC	COM	05990K106	263	19,764	SH		OTR		0	19,764	0
BANCO MACRO SA	SPON ADR B	05961W105	230	5,200	SH		OTR		0	5,200	0
BANDWIDTH INC	COM CL A	05988J103	355	8,701	SH		OTR		0	8,701	0
BANK AMER CORP	COM	060505104	10,881	441,608	SH		OTR		0	441,608	0
BANK MONTREAL QUE	COM	063671101	271	4,152	SH		OTR		0	4,152	0
BANK NEW YORK MELLON CORP	COM	064058100	801	17,020	SH		OTR		0	17,020	0
BANKUNITED INC	COM	06652K103	225	7,512	SH		OTR		0	7,512	0
BARCLAYS BK PLC	IPATH S&P500 VIX	06746L422	9,906	211,300	SH	Put	OTR		0	211,300	0
BARCLAYS PLC	ADR	06738E204	307	40,663	SH		OTR		0	40,663	0
BARNES & NOBLE INC	COM	067774109	197	27,737	SH		OTR		0	27,737	0
BARNES GROUP INC	COM	067806109	203	3,791	SH		OTR		0	3,791	0
BARRICK GOLD CORP	COM	067901108	9,390	693,490	SH		OTR		0	693,490	0
BAYTEX ENERGY CORP	COM	07317Q105	73	41,604	SH		OTR		0	41,604	0
BB&T CORP	COM	054937107	377	8,706	SH		OTR		0	8,706	0
BECTON DICKINSON & CO	COM	075887109	1,079	4,789	SH		OTR		0	4,789	0
BEMIS INC	COM	081437105	223	4,869	SH		OTR		0	4,869	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	1,802	8,827	SH		OTR		0	8,827	0
BEST BUY INC	COM	086516101	776	14,649	SH		OTR		0	14,649	0
BGC PARTNERS INC	CL A	05541T101	375	72,518	SH		OTR		0	72,518	0
BHP GROUP LIMITED	SPONSORED ADS	088606108	293	6,067	SH		OTR		0	6,067	0
BHP GROUP PLC	SPONSORED ADS	05545E209	4,898	116,930	SH		OTR		0	116,930	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	181	48,786	SH		OTR		0	48,786	0
BIOLIFE SOLUTIONS INC	COM NEW	09062W204	139	11,594	SH		OTR		0	11,594	0
BJS WHSL CLUB HLDGS INC	COM	05550J101	319	14,384	SH		OTR		0	14,384	0
BLACKBERRY LTD	COM	09228F103	562	78,988	SH		OTR		0	78,988	0
BLACKROCK CAPITAL INVESTMENT	COM	092533108	168	31,807	SH		OTR		0	31,807	0
BLACKROCK INC	COM	09247X101	877	2,233	SH		OTR		0	2,233	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	10,927	11,207,000	PRN		OTR		0	0	11,207,000
BLUEROCK RESIDENTIAL GRW REI	COM CL A	09627J102	93	10,346	SH		OTR		0	10,346	0
BOEING CO	COM	097023105	2,825	8,760	SH		OTR		0	8,760	0
BOOKING HLDGS INC	COM	09857L108	4,745	2,755	SH		OTR		0	2,755	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	278	26,316	SH		OTR		0	26,316	0
BOSTON SCIENTIFIC CORP	COM	101137107	554	15,670	SH		OTR		0	15,670	0
BOVIE MEDICAL CORP	COM	10211F100	154	23,778	SH		OTR		0	23,778	0
BOXWOOD MERGER CORP	UNIT 11/26/2025	10319T200	12,413	1,250,000	SH		OTR		0	1,250,000	0
BRADY CORP	CL A	104674106	2,371	54,547	SH		OTR		0	54,547	0
BRIDGEPOINT ED INC	COM	10807M105	180	25,642	SH		OTR		0	25,642	0
BRINKER INTL INC	COM	109641100	623	14,156	SH		OTR		0	14,156	0
BRISTOL MYERS SQUIBB CO	COM	110122108	684	13,153	SH		OTR		0	13,153	0
BRIXMOR PPTY GROUP INC	COM	11120U105	198	13,491	SH		OTR		0	13,491	0
BROADCOM INC	COM	11135F101	10,848	42,661	SH		OTR		0	42,661	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	3,327	34,563	SH		OTR		0	34,563	0
BROOKFIELD PROPERTY REIT INC	CL A	11282X103	1,789	111,140	SH		OTR		0	111,140	0
BUCKLE INC	COM	118440106	326	16,860	SH		OTR		0	16,860	0
BUNGE LIMITED	COM	G16962105	1,335	24,984	SH		OTR		0	24,984	0
BUNGE LIMITED	COM	G16962105	3,768	70,500	SH	Call	OTR		0	70,500	0
BWX TECHNOLOGIES INC	COM	05605H100	264	6,893	SH		OTR		0	6,893	0
CABOT CORP	COM	127055101	343	7,977	SH		OTR		0	7,977	0
CABOT OIL & GAS CORP	COM	127097103	473	21,168	SH		OTR		0	21,168	0
CACI INTL INC	CL A	127190304	201	1,396	SH		OTR		0	1,396	0
CADENCE BANCORPORATION	CL A	12739A100	1,024	61,023	SH		OTR		0	61,023	0
CADENCE DESIGN SYSTEM INC	COM	127387108	642	14,772	SH		OTR		0	14,772	0
CAESARS ENTMT CORP	COM	127686103	235	34,545	SH		OTR		0	34,545	0
CALAMP CORP	COM	128126109	418	32,158	SH		OTR		0	32,158	0
CALAVO GROWERS INC	COM	128246105	321	4,400	SH		OTR		0	4,400	0
CAMDEN PPTY TR	SH BEN INT	133131102	222	2,520	SH		OTR		0	2,520	0
CAMECO CORP	COM	13321L108	139	12,276	SH		OTR		0	12,276	0
CANADA GOOSE HOLDINGS INC	SHS SUB VTG	135086106	370	8,465	SH		OTR		0	8,465	0
CANADIAN NAT RES LTD	COM	136385101	1,111	46,053	SH		OTR		0	46,053	0
CANADIAN NATL RY CO	COM	136375102	2,072	27,958	SH		OTR		0	27,958	0
CANADIAN PAC RY LTD	COM	13645T100	771	4,338	SH		OTR		0	4,338	0
CAPITOL INVT CORP IV	*W EXP 01/01/202	G18920127	276	276,399	SH		OTR		0	276,399	0
CAPITOL INVT CORP IV	CL A ORD	G18920101	500	50,000	SH		OTR		0	50,000	0
CAPITOL INVT CORP IV	UNIT 99/99/9999	G18920119	4,949	481,399	SH		OTR		0	481,399	0
CARDINAL HEALTH INC	COM	14149Y108	4,410	98,887	SH		OTR		0	98,887	0
CARMAX INC	COM	143130102	633	10,096	SH		OTR		0	10,096	0
CASEYS GEN STORES INC	COM	147528103	911	7,109	SH		OTR		0	7,109	0
CATHAY GEN BANCORP	COM	149150104	493	14,706	SH		OTR		0	14,706	0
CBL & ASSOC PPTYS INC	COM	124830100	182	94,710	SH		OTR		0	94,710	0
CBRE GROUP INC	CL A	12504L109	543	13,570	SH		OTR		0	13,570	0
CDK GLOBAL INC	COM	12508E101	299	6,252	SH		OTR		0	6,252	0
CEDAR REALTY TRUST INC	COM NEW	150602209	185	59,032	SH		OTR		0	59,032	0
CENTENE CORP DEL	COM	15135B101	1,365	11,837	SH		OTR		0	11,837	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	41,663	827,144	PRN		OTR		0	0	827,144
CENTURY ALUM CO	COM	156431108	133	18,248	SH		OTR		0	18,248	0
CENTURYLINK INC	COM	156700106	322	21,277	SH		OTR		0	21,277	0
CERECOR INC	COM	15671L109	93	28,829	SH		OTR		0	28,829	0
CHAPARRAL ENERGY INC	COM CL A	15942R208	100	20,312	SH		OTR		0	20,312	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	607	2,129	SH		OTR		0	2,129	0
CHASERG TECHNLGY ACQUISITN C	UNIT 09/30/2023	16166A202	12,559	1,257,200	SH		OTR		0	1,257,200	0
CHECK POINT SOFTWARE TECH LT	ORD	M22465104	288	2,803	SH		OTR		0	2,803	0
CHEMOURS CO	COM	163851108	223	7,912	SH		OTR		0	7,912	0
CHERRY HILL MTG INVT CORP	COM	164651101	176	10,009	SH		OTR		0	10,009	0
CHESAPEAKE ENERGY CORP	COM	165167107	22	10,378	SH		OTR		0	10,378	0
CHURCHILL CAP CORP	*W EXP 09/11/202	17142R111	2,100	2,414,300	SH		OTR		0	2,414,300	0
CHURCHILL CAP CORP	COM CL A	17142R103	20,860	2,184,319	SH		OTR		0	2,184,319	0
CHURCHILL CAP CORP	UNIT 99/99/9999	17142R202	6,011	594,600	SH		OTR		0	594,600	0
CIENA CORP	COM NEW	171779309	280	8,263	SH		OTR		0	8,263	0
CIGNA CORP NEW	COM	125523100	5,397	28,417	SH		OTR		0	28,417	0
CIMAREX ENERGY CO	COM	171798101	514	8,332	SH		OTR		0	8,332	0
CISCO SYS INC	COM	17275R102	11,559	266,762	SH		OTR		0	266,762	0
CIT GROUP INC	COM NEW	125581801	491	12,818	SH		OTR		0	12,818	0
CITIGROUP INC	COM NEW	172967424	7,376	141,675	SH		OTR		0	141,675	0
CITIZENS FINL GROUP INC	COM	174610105	351	11,817	SH		OTR		0	11,817	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	21,184	19,170,000	PRN		OTR	��	0	0	19,170,000
CLOROX CO DEL	COM	189054109	1,017	6,595	SH		OTR		0	6,595	0
CLOUDERA INC	COM	18914U100	1,033	93,390	SH		OTR		0	93,390	0
CM SEVEN STAR ACQUISITION CO	SHS	G2345N102	5,258	520,550	SH		OTR		0	520,550	0
CME GROUP INC	COM CL A	12572Q105	8,505	45,209	SH		OTR		0	45,209	0
CNA FINL CORP	COM	126117100	544	12,312	SH		OTR		0	12,312	0
CNX RESOURCES CORPORATION	COM	12653C108	200	17,548	SH		OTR		0	17,548	0
COCA COLA CO	COM	191216100	304	6,427	SH		OTR		0	6,427	0
COGENT COMMUNICATIONS HLDGS	COM NEW	19239V302	422	9,338	SH		OTR		0	9,338	0
COLGATE PALMOLIVE CO	COM	194162103	284	4,769	SH		OTR		0	4,769	0
COLONY CAP INC NEW	CL A COM	19626G108	403	86,030	SH		OTR		0	86,030	0
COLUMBIA PPTY TR INC	COM NEW	198287203	247	12,789	SH		OTR		0	12,789	0
COLUMBIA SPORTSWEAR CO	COM	198516106	394	4,687	SH		OTR		0	4,687	0
COMERICA INC	COM	200340107	436	6,351	SH		OTR		0	6,351	0
COMMUNITY HEALTH SYS INC NEW	COM	203668108	72	25,592	SH		OTR		0	25,592	0
COMPANHIA DE SANEAMENTO BASI	SPONSORED ADR	20441A102	86	10,697	SH		OTR		0	10,697	0
COMPANHIA ENERGETICA DE MINA	SP ADR N-V PFD	204409601	113	31,727	SH		OTR		0	31,727	0
COMPANHIA SIDERURGICA NACION	SPONSORED ADR	20440W105	142	65,053	SH		OTR		0	65,053	0
COMSCORE INC	COM	20564W105	527	36,536	SH		OTR		0	36,536	0
COMSTOCK RES INC	COM	205768302	121	26,664	SH		OTR		0	26,664	0
CONCRETE PUMPING HLDGS INC	*W EXP 08/01/202	206704116	2,491	3,193,478	SH		OTR		0	3,193,478	0
CONDUENT INC	COM	206787103	227	21,334	SH		OTR		0	21,334	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	262	26,527	SH		OTR		0	26,527	0
CONSOLIDATED EDISON INC	COM	209115104	989	12,941	SH		OTR		0	12,941	0
CONSTELLATION ALPHA CAP CORP	*W EXP 03/23/202	G2379F116	159	1,513,300	SH		OTR		0	1,513,300	0
CONSTELLATION BRANDS INC	CL A	21036P108	320	1,988	SH		OTR		0	1,988	0
CORINDUS VASCULAR ROBOTICS I	COM	218730109	99	118,100	SH		OTR		0	118,100	0
CORNING INC	COM	219350105	907	30,020	SH		OTR		0	30,020	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	497	3,111	SH		OTR		0	3,111	0
CROCS INC	COM	227046109	269	10,366	SH		OTR		0	10,366	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	5,611	5,332	PRN		OTR		0	0	5,332
CSX CORP	COM	126408103	1,020	16,412	SH		OTR		0	16,412	0
CTS CORP	COM	126501105	286	11,065	SH		OTR		0	11,065	0
CUBIC CORP	COM	229669106	654	12,164	SH		OTR		0	12,164	0
CUMMINS INC	COM	231021106	448	3,353	SH		OTR		0	3,353	0
CUSHMAN WAKEFIELD PLC	SHS	G2717B108	473	32,677	SH		OTR		0	32,677	0
D R HORTON INC	COM	23331A109	496	14,310	SH		OTR		0	14,310	0
DARDEN RESTAURANTS INC	COM	237194105	2,031	20,337	SH		OTR		0	20,337	0
DD3 ACQUISITION CORP	UNIT 10/12/2023	G2692M129	2,806	280,000	SH		OTR		0	280,000	0
DECKERS OUTDOOR CORP	COM	243537107	299	2,340	SH		OTR		0	2,340	0
DELUXE CORP	COM	248019101	219	5,697	SH		OTR		0	5,697	0
DENBURY RES INC	COM NEW	247916208	87	50,864	SH		OTR		0	50,864	0
DESCARTES SYS GROUP INC	COM	249906108	317	11,965	SH		OTR		0	11,965	0
DFB HEALTHCARE ACQUISTION CO	UNIT 01/30/2023	23291E208	958	94,900	SH		OTR		0	94,900	0
DIAMOND OFFSHORE DRILLING IN	COM	25271C102	113	11,925	SH		OTR		0	11,925	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	186	20,436	SH		OTR		0	20,436	0
DIANA SHIPPING INC	COM	Y2066G104	167	52,404	SH		OTR		0	52,404	0
DIME CMNTY BANCSHARES	COM	253922108	477	28,077	SH		OTR		0	28,077	0
DINE BRANDS GLOBAL INC	COM	254423106	372	5,518	SH		OTR		0	5,518	0
DISCOVER FINL SVCS	COM	254709108	958	16,247	SH		OTR		0	16,247	0
DISH NETWORK CORP	CL A	25470M109	633	25,332	SH		OTR		0	25,332	0
DISNEY WALT CO	COM DISNEY	254687106	1,018	9,282	SH		OTR		0	9,282	0
DOMINOS PIZZA INC	COM	25754A201	789	3,183	SH		OTR		0	3,183	0
DOVER CORP	COM	260003108	263	3,706	SH		OTR		0	3,706	0
DRIL-QUIP INC	COM	262037104	504	16,777	SH		OTR		0	16,777	0
DROPBOX INC	CL A	26210C104	209	10,241	SH		OTR		0	10,241	0
DSP GROUP INC	COM	23332B106	166	14,801	SH		OTR		0	14,801	0
DSW INC	CL A	23334L102	266	10,765	SH		OTR		0	10,765	0
DUNKIN BRANDS GROUP INC	COM	265504100	281	4,389	SH		OTR		0	4,389	0
E TRADE FINANCIAL CORP	COM NEW	269246401	463	10,541	SH		OTR		0	10,541	0
EAGLE BANCORP INC MD	COM	268948106	283	5,818	SH		OTR		0	5,818	0
EATON VANCE CORP	COM NON VTG	278265103	350	9,955	SH		OTR		0	9,955	0
EBAY INC	COM	278642103	2,117	75,426	SH		OTR		0	75,426	0
EBIX INC	COM NEW	278715206	313	7,350	SH		OTR		0	7,350	0
EIGER BIOPHARMACEUTICALS INC	COM	28249U105	160	15,754	SH		OTR		0	15,754	0
EL PASO ELEC CO	COM NEW	283677854	261	5,212	SH		OTR		0	5,212	0
ELANCO ANIMAL HEALTH INC	COM	28414H103	362	11,469	SH		OTR		0	11,469	0
ELDORADO GOLD CORP NEW	COM	284902509	117	40,744	SH		OTR		0	40,744	0
ELECTRONIC ARTS INC	COM	285512109	734	9,298	SH		OTR		0	9,298	0
EMCOR GROUP INC	COM	29084Q100	216	3,613	SH		OTR		0	3,613	0
ENBRIDGE INC	COM	29250N105	7,831	251,955	SH		OTR		0	251,955	0
ENCOMPASS HEALTH CORP	COM	29261A100	532	8,626	SH		OTR		0	8,626	0
ENCORE CAP EUROPE FIN LTD	NOTE 4.500% 9/0	29260UAA5	804	1,000,000	PRN		OTR		0	0	1,000,000
ENDEAVOUR SILVER CORP	COM	29258Y103	27	12,500	SH		OTR		0	12,500	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	70	10,535	SH		OTR		0	10,535	0
ENLINK MIDSTREAM LLC	COM UNIT REP LTD	29336T100	217	22,834	SH		OTR		0	22,834	0
ENNIS INC	COM	293389102	259	13,451	SH		OTR		0	13,451	0
ENSCO PLC	SHS CLASS A	G3157S106	143	40,066	SH		OTR		0	40,066	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	303	4,590	SH		OTR		0	4,590	0
ERICSSON	ADR B SEK 10	294821608	114	12,876	SH		OTR		0	12,876	0
ESSEX PPTY TR INC	COM	297178105	233	949	SH		OTR		0	949	0
ETHAN ALLEN INTERIORS INC	COM	297602104	264	15,028	SH		OTR		0	15,028	0
ETSY INC	COM	29786A106	985	20,700	SH		OTR		0	20,700	0
EVERBRIDGE INC	NOTE 1.500%11/0	29978AAA2	2,900	1,617,000	PRN		OTR		0	0	1,617,000
EVERCORE INC	CLASS A	29977A105	214	2,989	SH		OTR		0	2,989	0
EVEREST RE GROUP LTD	COM	G3223R108	270	1,239	SH		OTR		0	1,239	0
EVERGY INC	COM	30034W106	3,427	60,372	SH		OTR		0	60,372	0
EXELA TECHNOLOGIES INC	COM	30162V102	595	152,940	SH		OTR		0	152,940	0
EXELON CORP	COM	30161N101	672	14,902	SH		OTR		0	14,902	0
EXP WORLD HOLDINGS INC	COM	30212W100	126	17,785	SH		OTR		0	17,785	0
EXPRESS INC	COM	30219E103	80	15,633	SH		OTR		0	15,633	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	386	24,927	SH		OTR		0	24,927	0
EXTRA SPACE STORAGE INC	COM	30225T102	397	4,390	SH		OTR		0	4,390	0
EXTREME NETWORKS INC	COM	30226D106	95	15,512	SH		OTR		0	15,512	0
EYEPOINT PHARMACEUTICALS INC	COM	30233G100	214	113,480	SH		OTR		0	113,480	0
EZCORP INC	NOTE 2.875% 7/0	302301AF3	7,253	7,375,000	PRN		OTR		0	0	7,375,000
FAIR ISAAC CORP	COM	303250104	310	1,660	SH		OTR		0	1,660	0
FALCON MINERALS CORP	*W EXP 07/21/202	30607B208	2,160	3,599,517	SH		OTR		0	3,599,517	0
FALCON MINERALS CORP	CL A COM	30607B109	393	46,260	SH		OTR		0	46,260	0
FANG HLDGS LTD	ADR	30711Y102	17	12,151	SH		OTR		0	12,151	0
FAR PT ACQUISITION CORP	UNIT 06/01/2025	30734W208	26,093	2,586,009	SH		OTR		0	2,586,009	0
FARMLAND PARTNERS INC	COM	31154R109	99	21,740	SH		OTR		0	21,740	0
FASTENAL CO	COM	311900104	3,951	75,555	SH		OTR		0	75,555	0
FEDERAL STR ACQUISITION CORP	*W EXP 07/24/202	31421V115	2,280	2,850,304	SH		OTR		0	2,850,304	0
FERROGLOBE PLC	SHS	G33856108	254	159,487	SH		OTR		0	159,487	0
FGL HLDGS	ORD SHS	G3402M102	161	24,181	SH		OTR		0	24,181	0
FIAT CHRYSLER AUTOMOBILES N	SHS	N31738102	768	53,116	SH		OTR		0	53,116	0
FIFTH THIRD BANCORP	COM	316773100	331	14,052	SH		OTR		0	14,052	0
FINTECH ACQUISITION CORP III	UNIT 12/01/2023	31811A309	10,000	1,000,000	SH		OTR		0	1,000,000	0
FIRST BANCORP P R	COM NEW	318672706	446	51,817	SH		OTR		0	51,817	0
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	535	1,419	SH		OTR		0	1,419	0
FIRST INDUSTRIAL REALTY TRUS	COM	32054K103	400	13,872	SH		OTR		0	13,872	0
FIRST MAJESTIC SILVER CORP	COM	32076V103	128	21,737	SH		OTR		0	21,737	0
FIRSTENERGY CORP	COM	337932107	1,021	27,189	SH		OTR		0	27,189	0
FISERV INC	COM	337738108	1,879	25,569	SH		OTR		0	25,569	0
FNB CORP PA	COM	302520101	645	65,515	SH		OTR		0	65,515	0
FOOT LOCKER INC	COM	344849104	456	8,567	SH		OTR		0	8,567	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	18,062	19,958	PRN		OTR		0	0	19,958
FORTIVE CORP	COM	34959J108	2,795	41,311	SH		OTR		0	41,311	0
FORTUNA SILVER MINES INC	COM	349915108	115	31,651	SH		OTR		0	31,651	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	312	8,211	SH		OTR		0	8,211	0
FORUM ENERGY TECHNOLOGIES IN	COM	34984V100	52	12,591	SH		OTR		0	12,591	0
FORUM MERGER II CORP	*W EXP 09/30/202	34986F111	554	1,231,800	SH		OTR		0	1,231,800	0
FRANCO NEVADA CORP	COM	351858105	1,844	26,286	SH		OTR		0	26,286	0
FRANKLIN FINL NETWORK INC	COM	35352P104	278	10,557	SH		OTR		0	10,557	0
FRANKLIN RES INC	COM	354613101	696	23,471	SH		OTR		0	23,471	0
FRANKLIN STREET PPTYS CORP	COM	35471R106	158	25,378	SH		OTR		0	25,378	0
FS KKR CAPITAL CORP	COM	302635107	395	76,287	SH		OTR		0	76,287	0
GALECTIN THERAPEUTICS INC	COM NEW	363225202	108	31,614	SH		OTR		0	31,614	0
GAMESTOP CORP NEW	CL A	36467W109	750	59,451	SH		OTR		0	59,451	0
GASLOG PARTNERS LP	UNIT LTD PTNRP	Y2687W108	2,202	111,194	SH		OTR		0	111,194	0
GATX CORP	COM	361448103	323	4,559	SH		OTR		0	4,559	0
GENERAL ELECTRIC CO	COM	369604103	262	34,660	SH		OTR		0	34,660	0
GENESCO INC	COM	371532102	338	7,641	SH		OTR		0	7,641	0
GENTEX CORP	COM	371901109	569	28,166	SH		OTR		0	28,166	0
GENTHERM INC	COM	37253A103	544	13,597	SH		OTR		0	13,597	0
GENUINE PARTS CO	COM	372460105	252	2,628	SH		OTR		0	2,628	0
GENWORTH FINL INC	COM CL A	37247D106	63	13,494	SH		OTR		0	13,494	0
GEOPARK LTD	USD SHS	G38327105	181	13,123	SH		OTR		0	13,123	0
GEOSPACE TECHNOLOGIES CORP	COM	37364X109	118	11,440	SH		OTR		0	11,440	0
GERDAU S A	SPON ADR REP PFD	373737105	245	65,052	SH		OTR		0	65,052	0
GLADSTONE COML CORP	COM	376536108	303	16,886	SH		OTR		0	16,886	0
GLOBAL EAGLE ENTMT INC	COM	37951D102	205	92,026	SH		OTR		0	92,026	0
GMS INC	COM	36251C103	196	13,185	SH		OTR		0	13,185	0
GOL LINHAS AEREAS INTLG S A	SPON ADR PFD NEW	38045R206	358	26,393	SH		OTR		0	26,393	0
GOLD FIELDS LTD NEW	SPONSORED ADR	38059T106	76	21,564	SH		OTR		0	21,564	0
GOLD STD VENTURES CORP	COM	380738104	67	53,800	SH		OTR		0	53,800	0
GOLDCORP INC NEW	COM	380956409	870	88,773	SH		OTR		0	88,773	0
GOLDEN OCEAN GROUP LTD	SHS NEW	G39637205	106	17,212	SH		OTR		0	17,212	0
GOLDEN STAR RES LTD CDA	COM	38119T807	151	47,999	SH		OTR		0	47,999	0
GORDON POINTE ACQUISITION CO	*W EXP 07/30/202	382788115	328	842,100	SH		OTR		0	842,100	0
GORES HOLDINGS III INC	UNIT 09/07/2024	38286G208	5,025	500,000	SH		OTR		0	500,000	0
GOVERNMENT PPTYS INCOME TR	COM SHS BEN INT	38376A103	313	45,532	SH		OTR		0	45,532	0
GRACO INC	COM	384109104	864	20,646	SH		OTR		0	20,646	0
GRAFTECH INTL LTD	COM	384313508	217	18,988	SH		OTR		0	18,988	0
GRAND CANYON ED INC	COM	38526M106	276	2,869	SH		OTR		0	2,869	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	158	14,894	SH		OTR		0	14,894	0
GREAT PANTHER SILVER LTD	COM	39115V101	21	30,000	SH		OTR		0	30,000	0
GREENSKY INC	CL A	39572G100	509	53,234	SH		OTR		0	53,234	0
GROUPE CGI INC	CL A SUB VTG	39945C109	600	9,804	SH		OTR		0	9,804	0
GRUPO FINANCIERO GALICIA S A	SP ADR 10 SH B	399909100	320	11,603	SH		OTR		0	11,603	0
GS ACQUISITION HLDGS CORP	UNIT 06/12/2023	36255F201	15,385	1,501,017	SH		OTR		0	1,501,017	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	8,617	8,941,000	PRN		OTR		0	0	8,941,000
GULFPORT ENERGY CORP	COM NEW	402635304	105	15,969	SH		OTR		0	15,969	0
HANESBRANDS INC	COM	410345102	779	62,195	SH		OTR		0	62,195	0
HANGER INC	COM NEW	41043F208	500	26,394	SH		OTR		0	26,394	0
HANOVER INS GROUP INC	COM	410867105	504	4,312	SH		OTR		0	4,312	0
HAYMAKER ACQUISITION CORP	*W EXP 10/27/202	420870115	1,738	2,093,391	SH		OTR		0	2,093,391	0
HAYMAKER ACQUISITION CORP	UNIT 10/19/2022	420870206	7,507	711,600	SH		OTR		0	711,600	0
HCP INC	COM	40414L109	1,025	36,686	SH		OTR		0	36,686	0
HECLA MNG CO	COM	422704106	54	22,893	SH		OTR		0	22,893	0
HENRY JACK & ASSOC INC	COM	426281101	977	7,720	SH		OTR		0	7,720	0
HERCULES CAPITAL INC	COM	427096508	306	27,714	SH		OTR		0	27,714	0
HERSHEY CO	COM	427866108	1,226	11,436	SH		OTR		0	11,436	0
HESS CORP	COM	42809H107	574	14,173	SH		OTR		0	14,173	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	2,017	152,703	SH		OTR		0	152,703	0
HFF INC	CL A	40418F108	286	8,638	SH		OTR		0	8,638	0
HIGHWOODS PPTYS INC	COM	431284108	202	5,211	SH		OTR		0	5,211	0
HILL INTERNATIONAL INC	COM	431466101	218	70,749	SH		OTR		0	70,749	0
HILL ROM HLDGS INC	COM	431475102	1,227	13,854	SH		OTR		0	13,854	0
HL ACQUISITIONS CORP	*W EXP 06/21/202	G4603R122	171	570,365	SH		OTR		0	570,365	0
HOEGH LNG PARTNERS LP	COM UNIT LTD	Y3262R100	158	10,287	SH		OTR		0	10,287	0
HOLOGIC INC	COM	436440101	2,542	61,849	SH		OTR		0	61,849	0
HOME DEPOT INC	COM	437076102	3,111	18,109	SH		OTR		0	18,109	0
HONEYWELL INTL INC	COM	438516106	244	1,849	SH		OTR		0	1,849	0
HORMEL FOODS CORP	COM	440452100	966	22,630	SH		OTR		0	22,630	0
HORNBECK OFFSHORE SVCS INC N	COM	440543106	61	42,458	SH		OTR		0	42,458	0
HOST HOTELS & RESORTS INC	COM	44107P104	614	36,829	SH		OTR		0	36,829	0
HP INC	COM	40434L105	2,016	98,528	SH		OTR		0	98,528	0
HSBC HLDGS PLC	SPON ADR NEW	404280406	322	7,825	SH		OTR		0	7,825	0
HUNTINGTON BANCSHARES INC	COM	446150104	2,158	181,064	SH		OTR		0	181,064	0
HUYA INC	ADS REP SHS A	44852D108	194	12,500	SH		OTR		0	12,500	0
IDEXX LABS INC	COM	45168D104	433	2,326	SH		OTR		0	2,326	0
II VI INC	NOTE 0.250% 9/0	902104AB4	11,803	12,243,000	PRN		OTR		0	0	12,243,000
ILLINOIS TOOL WKS INC	COM	452308109	496	3,918	SH		OTR		0	3,918	0
IMPERVA INC	COM	45321L100	1,025	18,400	SH		OTR		0	18,400	0
INDEPENDENCE RLTY TR INC	COM	45378A106	943	102,705	SH		OTR		0	102,705	0
INDEPENDENT BK GROUP INC	COM	45384B106	696	15,215	SH		OTR		0	15,215	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	560	28,492	SH		OTR		0	28,492	0
INFINERA CORPORATION	COM	45667G103	160	40,000	SH	Call	OTR		0	40,000	0
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	3,947	5,350,000	PRN		OTR		0	0	5,350,000
INNOVIVA INC	NOTE 2.500% 8/1	45781MAB7	9,067	7,585,000	PRN		OTR		0	0	7,585,000
INSEEGO CORP	COM	45782B104	151	36,470	SH		OTR		0	36,470	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	1,062	1,500,000	PRN		OTR		0	0	1,500,000
INSPERITY INC	COM	45778Q107	226	2,421	SH		OTR		0	2,421	0
INTEGRATED DEVICE TECHNOLOGY	NOTE 0.875%11/1	458118AC0	8,684	5,620,000	PRN		OTR		0	0	5,620,000
INTERCONTINENTAL HOTELS GROU	SPONSORED ADR	45857P707	341	6,309	SH		OTR		0	6,309	0
INTERDIGITAL INC	COM	45867G101	472	7,099	SH		OTR		0	7,099	0
INTERNATIONAL BANCSHARES COR	COM	459044103	758	22,026	SH		OTR		0	22,026	0
INTERNATIONAL FLAVORS&FRAGRA	UNIT 09/15/2021	459506309	26,424	521,186	SH		OTR		0	521,186	0
INTERNATIONAL MNY EXPRESS IN	COM	46005L101	3,014	251,977	SH		OTR		0	251,977	0
INTREXON CORP	NOTE 3.500% 7/0	46122TAA0	2,060	2,945,000	PRN		OTR		0	0	2,945,000
INVACARE CORP	COM	461203101	99	22,976	SH		OTR		0	22,976	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	194	13,387	SH		OTR		0	13,387	0
INVESTORS BANCORP INC NEW	COM	46146L101	431	41,428	SH		OTR		0	41,428	0
IONIS PHARMACEUTICALS INC	COM	462222100	1,073	19,843	SH		OTR		0	19,843	0
IPG PHOTONICS CORP	COM	44980X109	260	2,293	SH		OTR		0	2,293	0
IQIYI INC	SPONSORED ADS	46267X108	482	32,400	SH		OTR		0	32,400	0
IQVIA HLDGS INC	COM	46266C105	458	3,946	SH		OTR		0	3,946	0
ISHARES INC	MSCI BRAZIL ETF	464286400	4,786	125,300	SH		OTR		0	125,300	0
ISHARES INC	MSCI MEXICO ETF	464286822	276	6,700	SH		OTR		0	6,700	0
ISHARES INC	MSCI MEXICO ETF	464286822	1,235	30,000	SH	Put	OTR		0	30,000	0
ISHARES TR	20 YR TR BD ETF	464287432	43,092	354,638	SH		OTR		0	354,638	0
ISHARES TR	CHINA LG-CAP ETF	464287184	4,997	127,874	SH		OTR		0	127,874	0
ISHARES TR	CORE S&P500 ETF	464287200	352	1,400	SH		OTR		0	1,400	0
ISHARES TR	IBOXX HI YD ETF	464288513	8,110	100,000	SH	Call	OTR		0	100,000	0
ISHARES TR	IBOXX HI YD ETF	464288513	24,525	302,400	SH	Put	OTR		0	302,400	0
ISHARES TR	IBOXX INV CP ETF	464287242	39,487	350,000	SH		OTR		0	350,000	0
ISHARES TR	JPMORGAN USD EMG	464288281	36,369	350,000	SH	Call	OTR		0	350,000	0
ISHARES TR	MSCI EMG MKT ETF	464287234	25,359	649,242	SH		OTR		0	649,242	0
ISHARES TR	NASDAQ BIOTECH	464287556	2,532	26,257	SH		OTR		0	26,257	0
ISHARES TR	U.S. REAL ES ETF	464287739	14,821	197,767	SH		OTR		0	197,767	0
JABIL INC	COM	466313103	1,379	55,634	SH		OTR		0	55,634	0
JAZZ INVESTMENTS I LTD	NOTE 1.500% 8/1	472145AD3	14,847	16,395,000	PRN		OTR		0	0	16,395,000
JEFFERIES FINL GROUP INC	COM	47233W109	431	24,825	SH		OTR		0	24,825	0
JETBLUE AIRWAYS CORP	COM	477143101	656	40,833	SH		OTR		0	40,833	0
JPMORGAN CHASE & CO	COM	46625H100	3,143	32,200	SH		OTR		0	32,200	0
JUNIPER NETWORKS INC	COM	48203R104	205	7,635	SH		OTR		0	7,635	0
JUST ENERGY GROUP INC	COM	48213W101	167	50,568	SH		OTR		0	50,568	0
KBL MERGER CORP IV	*W EXP 01/15/202	48242A112	18	200,000	SH		OTR		0	200,000	0
KEARNY FINL CORP MD	COM	48716P108	241	18,818	SH		OTR		0	18,818	0
KEURIG DR PEPPER INC	COM	49271V100	1,200	46,819	SH		OTR		0	46,819	0
KEYCORP NEW	COM	493267108	910	61,600	SH		OTR		0	61,600	0
KILROY RLTY CORP	COM	49427F108	286	4,543	SH		OTR		0	4,543	0
KIMCO RLTY CORP	COM	49446R109	827	56,460	SH		OTR		0	56,460	0
KINDER MORGAN INC DEL	COM	49456B101	1,232	80,110	SH		OTR		0	80,110	0
KLA-TENCOR CORP	COM	482480100	400	4,465	SH		OTR		0	4,465	0
KNOLL INC	COM NEW	498904200	185	11,211	SH		OTR		0	11,211	0
KRAFT HEINZ CO	COM	500754106	511	11,872	SH		OTR		0	11,872	0
KULICKE & SOFFA INDS INC	COM	501242101	251	12,407	SH		OTR		0	12,407	0
LAM RESEARCH CORP	COM	512807108	727	5,342	SH		OTR		0	5,342	0
LAMB WESTON HLDGS INC	COM	513272104	1,765	23,992	SH		OTR		0	23,992	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	80	11,585	SH		OTR		0	11,585	0
LAUDER ESTEE COS INC	CL A	518439104	857	6,585	SH		OTR		0	6,585	0
LAZARD LTD	SHS A	G54050102	304	8,230	SH		OTR		0	8,230	0
LEE ENTERPRISES INC	COM	523768109	63	30,000	SH		OTR		0	30,000	0
LEGACY ACQUISITION CORP	*W EXP 11/30/202	524643111	427	1,288,949	SH		OTR		0	1,288,949	0
LEGACY RESVS INC	COM	524706108	168	109,281	SH		OTR		0	109,281	0
LEISURE ACQUISITION CORP	*W EXP 12/05/201	52539T115	164	207,367	SH		OTR		0	207,367	0
LEISURE ACQUISITION CORP	UNIT 99/99/9999	52539T206	5,951	587,500	SH		OTR		0	587,500	0
LENDINGCLUB CORP	COM	52603A109	43	16,366	SH		OTR		0	16,366	0
LENNAR CORP	CL A	526057104	1,105	28,225	SH		OTR		0	28,225	0
LEXINGTON REALTY TRUST	COM	529043101	135	16,500	SH		OTR		0	16,500	0
LF CAP ACQUISITION CORP	*W EXP 06/22/202	50200K116	827	1,968,000	SH		OTR		0	1,968,000	0
LILLY ELI & CO	COM	532457108	1,266	10,939	SH		OTR		0	10,939	0
LINCOLN NATL CORP IND	COM	534187109	276	5,376	SH		OTR		0	5,376	0
LITHIA MTRS INC	CL A	536797103	226	2,963	SH		OTR		0	2,963	0
LIVERAMP HLDGS INC	COM	53815P108	514	13,316	SH		OTR		0	13,316	0
LOGMEIN INC	COM	54142L109	571	7,000	SH		OTR		0	7,000	0
LONESTAR RES US INC	CL A VTG	54240F103	75	20,610	SH		OTR		0	20,610	0
LONGEVITY ACQUISITION CORP	UNIT 08/29/2024	G56372108	1,766	174,000	SH		OTR		0	174,000	0
LOUISIANA PAC CORP	COM	546347105	474	21,318	SH		OTR		0	21,318	0
LOWES COS INC	COM	548661107	1,016	11,003	SH		OTR		0	11,003	0
LSC COMMUNICATIONS INC	COM	50218P107	286	40,892	SH		OTR		0	40,892	0
LYON WILLIAM HOMES	CL A NEW	552074700	116	10,876	SH		OTR		0	10,876	0
M & T BK CORP	COM	55261F104	3,818	26,675	SH		OTR		0	26,675	0
MACERICH CO	COM	554382101	518	11,968	SH		OTR		0	11,968	0
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	319	8,716	SH		OTR		0	8,716	0
MAG SILVER CORP	COM	55903Q104	79	10,835	SH		OTR		0	10,835	0
MAGNA INTL INC	COM	559222401	986	21,700	SH		OTR		0	21,700	0
MAGNOLIA OIL & GAS CORP	*W EXP 07/31/202	559663117	3,030	1,000,000	SH		OTR		0	1,000,000	0
MAGNOLIA OIL & GAS CORP	CL A	559663109	1,177	105,023	SH		OTR		0	105,023	0
MAIDEN HOLDINGS LTD	SHS	G5753U112	117	71,100	SH		OTR		0	71,100	0
MANITOWOC CO INC	COM NEW	563571405	160	10,842	SH		OTR		0	10,842	0
MANNING & NAPIER INC	CL A	56382Q102	62	35,411	SH		OTR		0	35,411	0
MANPOWERGROUP INC	COM	56418H100	1,335	20,600	SH		OTR		0	20,600	0
MANULIFE FINL CORP	COM	56501R106	479	33,731	SH		OTR		0	33,731	0
MARCUS & MILLICHAP INC	COM	566324109	297	8,646	SH		OTR		0	8,646	0
MARKETAXESS HLDGS INC	COM	57060D108	571	2,703	SH		OTR		0	2,703	0
MARRIOTT INTL INC NEW	CL A	571903202	1,607	14,807	SH		OTR		0	14,807	0
MARTIN MARIETTA MATLS INC	COM	573284106	502	2,921	SH		OTR		0	2,921	0
MATTEL INC	COM	577081102	190	19,060	SH		OTR		0	19,060	0
MAXAR TECHNOLOGIES LTD	COM	57778L103	480	40,137	SH		OTR		0	40,137	0
MB FINANCIAL INC NEW	COM	55264U108	500	12,629	SH		OTR		0	12,629	0
MCDERMOTT INTL INC	COM	580037703	94	14,375	SH		OTR		0	14,375	0
MCKESSON CORP	COM	58155Q103	1,551	14,044	SH		OTR		0	14,044	0
MDU RES GROUP INC	COM	552690109	1,065	44,676	SH		OTR		0	44,676	0
MEDEQUITIES RLTY TR INC	COM	58409L306	97	14,246	SH		OTR		0	14,246	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	400	520,000	PRN		OTR		0	0	520,000
MEDLEY CAP CORP	COM	58503F106	99	37,400	SH		OTR		0	37,400	0
MEDNAX INC	COM	58502B106	1,730	52,428	SH		OTR		0	52,428	0
MEDTRONIC PLC	SHS	G5960L103	1,042	11,451	SH		OTR		0	11,451	0
MEGALITH FINL ACQUISITION CO	*W EXP 08/26/202	58518F117	876	2,189,752	SH		OTR		0	2,189,752	0
MEGALITH FINL ACQUISITION CO	CL A COM	58518F109	137	14,152	SH		OTR		0	14,152	0
MEI PHARMA INC	COM NEW	55279B202	162	61,389	SH		OTR		0	61,389	0
MERCK & CO INC	COM	58933Y105	12,967	169,709	SH		OTR		0	169,709	0
MERCURY GENL CORP NEW	COM	589400100	894	17,298	SH		OTR		0	17,298	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	508	899	SH		OTR		0	899	0
MGE ENERGY INC	COM	55277P104	1,322	22,041	SH		OTR		0	22,041	0
MGM RESORTS INTERNATIONAL	COM	552953101	424	17,491	SH		OTR		0	17,491	0
MICHAELS COS INC	COM	59408Q106	624	46,108	SH		OTR		0	46,108	0
MICRON TECHNOLOGY INC	COM	595112103	1,689	53,244	SH		OTR		0	53,244	0
MID AMER APT CMNTYS INC	COM	59522J103	545	5,695	SH		OTR		0	5,695	0
MINERALS TECHNOLOGIES INC	COM	603158106	216	4,199	SH		OTR		0	4,199	0
MKS INSTRUMENT INC	COM	55306N104	400	6,191	SH		OTR		0	6,191	0
MODERN MEDIA ACQUISITION	*W EXP 05/17/202	60765P111	241	1,206,834	SH		OTR		0	1,206,834	0
MODINE MFG CO	COM	607828100	156	14,416	SH		OTR		0	14,416	0
MONDELEZ INTL INC	CL A	609207105	213	5,310	SH		OTR		0	5,310	0
MONGODB INC	CL A	60937P106	983	11,734	SH		OTR		0	11,734	0
MONOLITHIC PWR SYS INC	COM	609839105	745	6,411	SH		OTR		0	6,411	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	565	11,483	SH		OTR		0	11,483	0
MOSAIC ACQUISITION CORP	*W EXP 10/23/202	61946M118	155	156,231	SH		OTR		0	156,231	0
MOSAIC ACQUISITION CORP	UNIT 99/99/9999	61946M209	9,931	981,300	SH		OTR		0	981,300	0
MSCI INC	COM	55354G100	976	6,623	SH		OTR		0	6,623	0
MTECH ACQUISITION CORP	COM CLASS A	55378W107	1,402	138,900	SH		OTR		0	138,900	0
MUDRICK CAP ACQUISITION CORP	*W EXP 02/12/202	624745113	1,232	2,738,882	SH		OTR		0	2,738,882	0
MUELLER WTR PRODS INC	COM SER A	624758108	162	17,775	SH		OTR		0	17,775	0
NABORS INDUSTRIES LTD	6% PFD CNV SR A	G6359F129	1,468	81,986	PRN		OTR		0	0	81,986
NABORS INDUSTRIES LTD	SHS	G6359F103	471	235,355	SH		OTR		0	235,355	0
NATIONAL CINEMEDIA INC	COM	635309107	235	36,294	SH		OTR		0	36,294	0
NATIONAL PRESTO INDS INC	COM	637215104	286	2,445	SH		OTR		0	2,445	0
NAVIGANT CONSULTING INC	COM	63935N107	275	11,454	SH		OTR		0	11,454	0
NAVISTAR INTL CORP NEW	COM	63934E108	393	15,148	SH		OTR		0	15,148	0
NEBULA ACQUISITION CORP	UNIT 03/12/2025	629076209	6,084	606,000	SH		OTR		0	606,000	0
NETEASE INC	SPONSORED ADR	64110W102	570	2,420	SH		OTR		0	2,420	0
NETGEAR INC	COM	64111Q104	685	13,164	SH		OTR		0	13,164	0
NETSCOUT SYS INC	COM	64115T104	356	15,084	SH		OTR		0	15,084	0
NEW AGE BEVERAGES CORP	COM	64157V108	187	35,898	SH		OTR		0	35,898	0
NEW FRONTIER CORP	UNIT 99/99/9999	G6485P116	10,363	1,020,953	SH		OTR		0	1,020,953	0
NEW JERSEY RES	COM	646025106	204	4,469	SH		OTR		0	4,469	0
NEW MEDIA INVT GROUP INC	COM	64704V106	233	20,164	SH		OTR		0	20,164	0
NEW RELIC INC	COM	64829B100	227	2,800	SH		OTR		0	2,800	0
NEW RESIDENTIAL INVT CORP	COM NEW	64828T201	188	13,210	SH		OTR		0	13,210	0
NEW SR INVT GROUP INC	COM	648691103	366	88,847	SH		OTR		0	88,847	0
NEW YORK MTG TR INC	COM PAR $.02	649604501	163	27,599	SH		OTR		0	27,599	0
NEWMARK GROUP INC	CL A	65158N102	514	64,039	SH		OTR		0	64,039	0
NEWMONT MINING CORP	COM	651639106	3,747	108,131	SH		OTR		0	108,131	0
NEWTEK BUSINESS SVCS CORP	COM NEW	652526203	449	25,751	SH		OTR		0	25,751	0
NEXTERA ENERGY INC	COM	65339F101	511	2,939	SH		OTR		0	2,939	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	24,542	17,869,000	PRN		OTR		0	0	17,869,000
NIKE INC	CL B	654106103	337	4,548	SH		OTR		0	4,548	0
NOBLE CORP PLC	SHS USD	G65431101	90	34,204	SH		OTR		0	34,204	0
NOBLE CORP PLC	SHS USD	G65431101	79	30,000	SH	Put	OTR		0	30,000	0
NORDSON CORP	COM	655663102	746	6,252	SH		OTR		0	6,252	0
NORDSTROM INC	COM	655664100	512	10,979	SH		OTR		0	10,979	0
NORFOLK SOUTHERN CORP	COM	655844108	3,692	24,689	SH		OTR		0	24,689	0
NORTHERN TR CORP	COM	665859104	394	4,716	SH		OTR		0	4,716	0
NOVAGOLD RES INC	COM NEW	66987E206	120	30,434	SH		OTR		0	30,434	0
NOVARTIS A G	SPONSORED ADR	66987V109	351	4,092	SH		OTR		0	4,092	0
NOVO-NORDISK A S	ADR	670100205	204	4,419	SH		OTR		0	4,419	0
NRG ENERGY INC	COM NEW	629377508	1,301	32,847	SH		OTR		0	32,847	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	230	17,398	SH		OTR		0	17,398	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	2,806	3,000,000	PRN		OTR		0	0	3,000,000
NUCOR CORP	COM	670346105	671	12,948	SH		OTR		0	12,948	0
NUTANIX INC	CL A	67059N108	314	7,542	SH		OTR		0	7,542	0
NUTRIEN LTD	COM	67077M108	375	7,974	SH		OTR		0	7,974	0
NVR INC	COM	62944T105	266	109	SH		OTR		0	109	0
NXSTAGE MEDICAL INC	COM	67072V103	656	22,922	SH		OTR		0	22,922	0
OFFICE DEPOT INC	COM	676220106	224	86,835	SH		OTR		0	86,835	0
OKTA INC	CL A	679295105	798	12,510	SH		OTR		0	12,510	0
ONE GAS INC	COM	68235P108	1,366	17,166	SH		OTR		0	17,166	0
ONE MADISON CORP	*W EXP 99/99/999	G6772P126	790	1,012,838	SH		OTR		0	1,012,838	0
OPKO HEALTH INC	COM	68375N103	162	53,764	SH		OTR		0	53,764	0
OPTIMIZERX CORP	COM NEW	68401U204	116	10,590	SH		OTR		0	10,590	0
ORACLE CORP	COM	68389X105	19,780	438,087	SH		OTR		0	438,087	0
ORBOTECH LTD	ORD	M75253100	1,146	20,277	SH		OTR		0	20,277	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	4,155	4,504,000	PRN		OTR		0	0	4,504,000
OSIRIS THERAPEUTICS INC NEW	COM	68827R108	204	15,140	SH		OTR		0	15,140	0
OSISKO GOLD ROYALTIES LTD	COM	68827L101	154	17,527	SH		OTR		0	17,527	0
OWENS & MINOR INC NEW	COM	690732102	111	17,584	SH		OTR		0	17,584	0
OXFORD SQUARE CAP CORP	COM	69181V107	101	15,625	SH		OTR		0	15,625	0
PARAMOUNT GROUP INC	COM	69924R108	404	32,146	SH		OTR		0	32,146	0
PARETEUM CORP	COM NEW	69946T207	143	84,847	SH		OTR		0	84,847	0
PARK HOTELS RESORTS INC	COM	700517105	836	32,168	SH		OTR		0	32,168	0
PATTERSON UTI ENERGY INC	COM	703481101	128	12,389	SH		OTR		0	12,389	0
PAYCHEX INC	COM	704326107	2,781	42,683	SH		OTR		0	42,683	0
PEBBLEBROOK HOTEL TR	COM	70509V100	720	25,431	SH		OTR		0	25,431	0
PENNANTPARK INVT CORP	COM	708062104	164	25,709	SH		OTR		0	25,709	0
PENNSYLVANIA RL ESTATE INVT	SH BEN INT	709102107	180	30,271	SH		OTR		0	30,271	0
PENSARE ACQUISITION CORP	*W EXP 07/27/202	70957E113	192	958,453	SH		OTR		0	958,453	0
PENSARE ACQUISITION CORP	UNIT 07/27/2022	70957E204	3,409	323,175	SH		OTR		0	323,175	0
PEPSICO INC	COM	713448108	334	3,026	SH		OTR		0	3,026	0
PERSPECTA INC	COM	715347100	417	24,211	SH		OTR		0	24,211	0
PETROLEO BRASILEIRO SA PETRO	SP ADR NON VTG	71654V101	6,658	574,481	SH		OTR		0	574,481	0
PFIZER INC	COM	717081103	6,332	145,057	SH		OTR		0	145,057	0
PHILIP MORRIS INTL INC	COM	718172109	4,202	62,949	SH		OTR		0	62,949	0
PHILLIPS 66	COM	718546104	462	5,360	SH		OTR		0	5,360	0
PINDUODUO INC	SPONSORED ADS	722304102	328	14,600	SH		OTR		0	14,600	0
PITNEY BOWES INC	COM	724479100	247	41,829	SH		OTR		0	41,829	0
PIXELWORKS INC	COM NEW	72581M305	200	68,850	SH		OTR		0	68,850	0
PLAYA HOTELS & RESORTS NV	SHS	N70544106	129	17,921	SH		OTR		0	17,921	0
PLDT INC	SPONSORED ADR	69344D408	247	11,535	SH		OTR		0	11,535	0
PLEXUS CORP	COM	729132100	391	7,647	SH		OTR		0	7,647	0
PLUG POWER INC	COM NEW	72919P202	62	49,660	SH		OTR		0	49,660	0
PNC FINL SVCS GROUP INC	COM	693475105	513	4,385	SH		OTR		0	4,385	0
PPL CORP	COM	69351T106	253	8,925	SH		OTR		0	8,925	0
PRETIUM RES INC	COM	74139C102	173	20,525	SH		OTR		0	20,525	0
PRICE T ROWE GROUP INC	COM	74144T108	216	2,340	SH		OTR		0	2,340	0
PRIORITY TECHNOLOGY HLDGS IN	*W EXP 11/15/202	74275G115	1,591	1,224,052	SH		OTR		0	1,224,052	0
PRIORITY TECHNOLOGY HLDGS IN	COM	74275G107	3,048	381,023	SH		OTR		0	381,023	0
PROGRESSIVE CORP OHIO	COM	743315103	319	5,295	SH		OTR		0	5,295	0
PROLOGIS INC	COM	74340W103	645	10,992	SH		OTR		0	10,992	0
PROSPECT CAPITAL CORPORATION	COM	74348T102	196	31,052	SH		OTR		0	31,052	0
PROSPERITY BANCSHARES INC	COM	743606105	3,586	57,567	SH		OTR		0	57,567	0
PROTAGONIST THERAPEUTICS INC	COM	74366E102	96	14,288	SH		OTR		0	14,288	0
PRUDENTIAL PLC	ADR	74435K204	314	8,880	SH		OTR		0	8,880	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	589	11,316	SH		OTR		0	11,316	0
PULTE GROUP INC	COM	745867101	322	12,391	SH		OTR		0	12,391	0
PURE ACQUISITION CORP	*W EXP 04/17/202	74621Q114	2,004	1,757,625	SH		OTR		0	1,757,625	0
PURE ACQUISITION CORP	CL A	74621Q106	160	16,252	SH		OTR		0	16,252	0
PURE ACQUISITION CORP	UNIT 04/13/2023	74621Q205	1,838	175,000	SH		OTR		0	175,000	0
QEP RES INC	COM	74733V100	182	32,373	SH		OTR		0	32,373	0
QIAGEN NV	DEBT 0.375% 3/1	N72482AA5	7,893	6,600,000	PRN		OTR		0	0	6,600,000
QIAGEN NV	SHS NEW	N72482123	321	9,324	SH		OTR		0	9,324	0
QORVO INC	COM	74736K101	445	7,335	SH		OTR		0	7,335	0
QUAD / GRAPHICS INC	COM CL A	747301109	288	23,366	SH		OTR		0	23,366	0
QUALCOMM INC	COM	747525103	8,592	150,973	SH		OTR		0	150,973	0
QUANEX BUILDING PRODUCTS COR	COM	747619104	232	17,037	SH		OTR		0	17,037	0
QUDIAN INC	ADR	747798106	164	38,236	SH		OTR		0	38,236	0
QURATE RETAIL INC	COM SER A	74915M100	2,790	142,946	SH		OTR		0	142,946	0
RA MED SYS INC	COM	74933X104	98	12,344	SH		OTR		0	12,344	0
RADIAN GROUP INC	COM	750236101	272	16,602	SH		OTR		0	16,602	0
RANDGOLD RES LTD	ADR	752344309	3,200	38,602	SH		OTR		0	38,602	0
RAVEN INDS INC	COM	754212108	269	7,441	SH		OTR		0	7,441	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	241	3,235	SH		OTR		0	3,235	0
REALOGY HLDGS CORP	COM	75605Y106	369	25,129	SH		OTR		0	25,129	0
RED HAT INC	COM	756577102	3,348	19,061	SH		OTR		0	19,061	0
REGALWOOD GLOBAL ENERGY LTD	*W EXP 12/05/202	G74760128	482	445,858	SH		OTR		0	445,858	0
REGALWOOD GLOBAL ENERGY LTD	UNIT 99/99/9999	G74760110	4,064	400,000	SH		OTR		0	400,000	0
REGIONS FINL CORP NEW	COM	7591EP100	390	29,143	SH		OTR		0	29,143	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	637	4,545	SH		OTR		0	4,545	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	578	8,125	SH		OTR		0	8,125	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	732	5,472	SH		OTR		0	5,472	0
RENEWABLE ENERGY GROUP INC	NOTE 4.000% 6/1	75972AAC7	23,975	9,923,000	PRN		OTR		0	0	9,923,000
REPLIGEN CORP	COM	759916109	289	5,483	SH		OTR		0	5,483	0
REPLIGEN CORP	NOTE 2.125% 6/0	759916AA7	4,249	2,500,000	PRN		OTR		0	0	2,500,000
RESMED INC	COM	761152107	316	2,771	SH		OTR		0	2,771	0
RESOLUTE FST PRODS INC	COM	76117W109	82	10,381	SH		OTR		0	10,381	0
RESOURCES CONNECTION INC	COM	76122Q105	165	11,643	SH		OTR		0	11,643	0
RETAIL PPTYS AMER INC	CL A	76131V202	181	16,660	SH		OTR		0	16,660	0
RH	COM	74967X103	239	1,991	SH		OTR		0	1,991	0
RIBBON COMMUNICATIONS INC	COM	762544104	84	17,503	SH		OTR		0	17,503	0
RINGCENTRAL INC	CL A	76680R206	361	4,374	SH		OTR		0	4,374	0
RIO TINTO PLC	SPONSORED ADR	767204100	360	7,431	SH		OTR		0	7,431	0
RITCHIE BROS AUCTIONEERS	COM	767744105	212	6,476	SH		OTR		0	6,476	0
RITE AID CORP	COM	767754104	142	200,008	SH		OTR		0	200,008	0
ROCKWELL AUTOMATION INC	COM	773903109	1,249	8,298	SH		OTR		0	8,298	0
ROLLINS INC	COM	775711104	444	12,287	SH		OTR		0	12,287	0
RPT REALTY	COM SH BEN INT	74971D101	158	13,199	SH		OTR		0	13,199	0
RUBICON PROJ INC	COM	78112V102	124	33,114	SH		OTR		0	33,114	0
SABAN CAP ACQUISITION CORP	*W EXP 09/21/202	78516C114	41	67,800	SH		OTR		0	67,800	0
SABRA HEALTH CARE REIT INC	COM	78573L106	267	16,207	SH		OTR		0	16,207	0
SAGE THERAPEUTICS INC	COM	78667J108	255	2,665	SH		OTR		0	2,665	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	2,148	13,269	SH		OTR		0	13,269	0
SCANA CORP NEW	COM	80589M102	2,129	44,555	SH		OTR		0	44,555	0
SCHLUMBERGER LTD	COM	806857108	968	26,826	SH		OTR		0	26,826	0
SCHOLASTIC CORP	COM	807066105	300	7,458	SH		OTR		0	7,458	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	474	7,448	SH		OTR		0	7,448	0
SCIENTIFIC GAMES CORP	COM	80874P109	192	10,718	SH		OTR		0	10,718	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	1,698	44,000	SH		OTR		0	44,000	0
SECUREWORKS CORP	CL A	81374A105	176	10,422	SH		OTR		0	10,422	0
SEI INVESTMENTS CO	COM	784117103	239	5,175	SH		OTR		0	5,175	0
SELECT INCOME REIT	COM SH BEN INT	81618T100	84	11,473	SH		OTR		0	11,473	0
SELECT SECTOR SPDR TR	ENERGY	81369Y506	3,556	61,999	SH		OTR		0	61,999	0
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	1,021	10,312	SH		OTR		0	10,312	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	3,188	62,787	SH		OTR		0	62,787	0
SELECT SECTOR SPDR TR	SBI HEALTHCARE	81369Y209	2,781	32,141	SH		OTR		0	32,141	0
SELECT SECTOR SPDR TR	SBI INT-FINL	81369Y605	2,448	102,782	SH		OTR		0	102,782	0
SELECT SECTOR SPDR TR	SBI INT-INDS	81369Y704	3,781	58,696	SH		OTR		0	58,696	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	399	7,542	SH		OTR		0	7,542	0
SELECT SECTOR SPDR TR	SBI MATERIALS	81369Y100	349	6,915	SH		OTR		0	6,915	0
SELECT SECTOR SPDR TR	TECHNOLOGY	81369Y803	1,188	19,163	SH		OTR		0	19,163	0
SEMGROUP CORP	CL A	81663A105	203	14,719	SH		OTR		0	14,719	0
SEMPRA ENERGY	6% PFD CONV A	816851406	8,188	86,089	PRN		OTR		0	0	86,089
SEMPRA ENERGY	COM	816851109	670	6,192	SH		OTR		0	6,192	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	362	30,888	SH		OTR		0	30,888	0
SENSATA TECHNOLOGIES HLDNG P	SHS	G8060N102	270	6,020	SH		OTR		0	6,020	0
SENSEONICS HLDGS INC	COM	81727U105	29	11,354	SH		OTR		0	11,354	0
SENTINEL ENERGY SVCS INC	*W EXP 11/02/202	81728P113	819	986,296	SH		OTR		0	986,296	0
SENTINEL ENERGY SVCS INC	CL A	81728P105	13,176	1,315,000	SH		OTR		0	1,315,000	0
SENTINEL ENERGY SVCS INC	UNIT 11/02/2022	81728P204	2,575	250,000	SH		OTR		0	250,000	0
SHIP FIN INTL LTD	NOTE 4.875% 5/0	824689AG8	1,457	1,600,000	PRN		OTR		0	0	1,600,000
SHIP FINANCE INTERNATIONAL L	SHS	G81075106	267	25,403	SH		OTR		0	25,403	0
SHIRE PLC	SPONSORED ADR	82481R106	17,981	103,314	SH		OTR		0	103,314	0
SIBANYE STILLWATER	SPONSORED ADR	825724206	2,118	748,525	SH		OTR		0	748,525	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	1,122	10,915	SH		OTR		0	10,915	0
SIGNET JEWELERS LIMITED	SHS	G81276100	472	14,850	SH		OTR		0	14,850	0
SILVERCORP METALS INC	COM	82835P103	50	23,900	SH		OTR		0	23,900	0
SIMON PPTY GROUP INC NEW	COM	828806109	266	1,585	SH		OTR		0	1,585	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	321	12,192	SH		OTR		0	12,192	0
SITE CENTERS CORP	COM	82981J109	309	27,915	SH		OTR		0	27,915	0
SKECHERS U S A INC	CL A	830566105	302	13,176	SH		OTR		0	13,176	0
SL GREEN RLTY CORP	COM	78440X101	371	4,688	SH		OTR		0	4,688	0
SLEEP NUMBER CORP	COM	83125X103	464	14,621	SH		OTR		0	14,621	0
SOCIAL CAP HEDOSOPHIA HLDGS	*W EXP 09/14/202	G8250R129	326	465,400	SH		OTR		0	465,400	0
SONOS INC	COM	83570H108	100	10,164	SH		OTR		0	10,164	0
SOUTHWEST AIRLS CO	COM	844741108	741	15,949	SH		OTR		0	15,949	0
SPARTAN ENERGY ACQUISITON CO	UNIT 99/99/9999	846784114	21,431	2,143,050	SH		OTR		0	2,143,050	0
SPARTAN MTRS INC	COM	846819100	149	20,670	SH		OTR		0	20,670	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	3,499	14,000	SH		OTR		0	14,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	43,111	172,500	SH	Call	OTR		0	172,500	0
SPDR SERIES TRUST	S&P OILGAS EXP	78464A730	265	10,000	SH		OTR		0	10,000	0
SPIRIT MTA REIT	COM SHS BEN IN	84861U105	82	11,531	SH		OTR		0	11,531	0
SQUARE INC	CL A	852234103	244	4,353	SH		OTR		0	4,353	0
SSR MNG INC	COM	784730103	139	11,494	SH		OTR		0	11,494	0
STAG INDL INC	COM	85254J102	409	16,430	SH		OTR		0	16,430	0
STARBUCKS CORP	COM	855244109	3,877	60,201	SH		OTR		0	60,201	0
STARTEK INC	COM	85569C107	121	18,181	SH		OTR		0	18,181	0
STEEL DYNAMICS INC	COM	858119100	520	17,324	SH		OTR		0	17,324	0
STELLUS CAP INVT CORP	COM	858568108	141	10,900	SH		OTR		0	10,900	0
STITCH FIX INC	COM CL A	860897107	520	30,405	SH		OTR		0	30,405	0
STORE CAP CORP	COM	862121100	414	14,627	SH		OTR		0	14,627	0
STRONGBRIDGE BIOPHARMA PLC	SHS USD	G85347105	127	28,435	SH		OTR		0	28,435	0
SUN CMNTYS INC	COM	866674104	374	3,677	SH		OTR		0	3,677	0
SUN LIFE FINL INC	COM	866796105	210	6,335	SH		OTR		0	6,335	0
SUNCOR ENERGY INC NEW	COM	867224107	438	15,674	SH		OTR		0	15,674	0
SUNPOWER CORP	COM	867652406	59	11,949	SH		OTR		0	11,949	0
SUNTRUST BKS INC	COM	867914103	2,572	50,991	SH		OTR		0	50,991	0
SYNCHRONOSS TECHNOLOGIES INC	COM	87157B103	308	50,190	SH		OTR		0	50,190	0
SYNCHRONOSS TECHNOLOGIES INC	NOTE 0.750% 8/1	87157BAA1	959	1,000,000	PRN		OTR		0	0	1,000,000
SYNCHRONY FINL	COM	87165B103	1,260	53,710	SH		OTR		0	53,710	0
SYNOPSYS INC	COM	871607107	1,036	12,304	SH		OTR		0	12,304	0
SYSCO CORP	COM	871829107	298	4,760	SH		OTR		0	4,760	0
T MOBILE US INC	COM	872590104	519	8,158	SH		OTR		0	8,158	0
TAHOE RES INC	COM	873868103	320	87,773	SH		OTR		0	87,773	0
TALLGRASS ENERGY LP	CLASS A SHS	874696107	212	8,719	SH		OTR		0	8,719	0
TAPESTRY INC	COM	876030107	2,011	59,584	SH		OTR		0	59,584	0
TARGA RES CORP	COM	87612G101	207	5,739	SH		OTR		0	5,739	0
TAYLOR MORRISON HOME CORP	CL A	87724P106	347	21,829	SH		OTR		0	21,829	0
TCF FINL CORP	COM	872275102	331	16,967	SH		OTR		0	16,967	0
TE CONNECTIVITY LTD	REG SHS	H84989104	515	6,810	SH		OTR		0	6,810	0
TECH DATA CORP	COM	878237106	428	5,230	SH		OTR		0	5,230	0
TECK RESOURCES LTD	CL B	878742204	217	10,059	SH		OTR		0	10,059	0
TEEKAY CORPORATION	COM	Y8564W103	72	21,682	SH		OTR		0	21,682	0
TENCENT MUSIC ENTMT GROUP	SPON ADS	88034P109	264	20,000	SH		OTR		0	20,000	0
TENZING ACQUISITION CORP	*W EXP 02/23/202	G8708A108	116	350,000	SH		OTR		0	350,000	0
TENZING ACQUISITION CORP	UNIT 08/24/2024	G8708A124	2,060	204,561	SH		OTR		0	204,561	0
TERADATA CORP DEL	COM	88076W103	651	16,970	SH		OTR		0	16,970	0
TERADYNE INC	COM	880770102	1,348	42,960	SH		OTR		0	42,960	0
TESLA INC	COM	88160R101	510	1,533	SH		OTR		0	1,533	0
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	368	7,200	SH		OTR		0	7,200	0
TEXAS INSTRS INC	COM	882508104	1,174	12,421	SH		OTR		0	12,421	0
TEXTRON INC	COM	883203101	598	12,995	SH		OTR		0	12,995	0
THIRD PT REINS LTD	COM	G8827U100	216	22,382	SH		OTR		0	22,382	0
THOMSON REUTERS CORP	COM NEW	884903709	498	10,300	SH		OTR		0	10,300	0
THUNDER BRIDGE ACQUISITION L	*W EXP 01/01/202	G8857R126	93	250,000	SH		OTR		0	250,000	0
TIBERIUS ACQUISITION CORP	*W EXP 02/28/202	88633A115	391	1,117,796	SH		OTR		0	1,117,796	0
TJX COS INC NEW	COM	872540109	873	19,505	SH		OTR		0	19,505	0
TKK SYMPHONY ACQUISITION COR	ORD SHS	G88950103	355	36,773	SH		OTR		0	36,773	0
TOLL BROTHERS INC	COM	889478103	298	9,064	SH		OTR		0	9,064	0
TOTAL SYS SVCS INC	COM	891906109	1,231	15,142	SH		OTR		0	15,142	0
TPG PACE HLDGS CORP	*W EXP 06/27/202	G89827110	579	556,539	SH		OTR		0	556,539	0
TPG PACE HLDGS CORP	CL A	G89827128	6,625	662,500	SH		OTR		0	662,500	0
TPG PACE HLDGS CORP	UNIT 99/99/9999	G89827102	2,719	257,757	SH		OTR		0	257,757	0
TRANSALTA CORP	COM	89346D107	100	24,260	SH		OTR		0	24,260	0
TRANSCANADA CORP	COM	89353D107	500	13,994	SH		OTR		0	13,994	0
TRAVELERS COMPANIES INC	COM	89417E109	649	5,419	SH		OTR		0	5,419	0
TRI POINTE GROUP INC	COM	87265H109	623	56,970	SH		OTR		0	56,970	0
TRIDENT ACQUISITIONS CORP	*W EXP 05/09/202	89615T114	44	150,000	SH		OTR		0	150,000	0
TRILOGY METALS INC NEW	COM	89621C105	17	10,000	SH		OTR		0	10,000	0
TRINITY INDS INC	COM	896522109	502	24,368	SH		OTR		0	24,368	0
TRINITY MERGER CORP	*W EXP 05/11/202	89653L114	2,033	5,146,680	SH		OTR		0	5,146,680	0
TRINITY MERGER CORP	COM CL A	89653L106	285	28,577	SH		OTR		0	28,577	0
TRIPADVISOR INC	COM	896945201	525	9,731	SH		OTR		0	9,731	0
TRIPLEPOINT VENTURE GROWTH B	COM	89677Y100	181	16,576	SH		OTR		0	16,576	0
TTEC HLDGS INC	COM	89854H102	282	9,871	SH		OTR		0	9,871	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	1,682	34,949	SH		OTR		0	34,949	0
TWILIO INC	CL A	90138F102	1,320	14,779	SH		OTR		0	14,779	0
TWO HBRS INVT CORP	COM NEW	90187B408	271	21,131	SH		OTR		0	21,131	0
U S WELL SVCS INC	*W EXP 03/15/202	91274U119	90	149,312	SH		OTR		0	149,312	0
UBIQUITI NETWORKS INC	COM	90347A100	847	8,521	SH		OTR		0	8,521	0
UGI CORP NEW	COM	902681105	388	7,264	SH		OTR		0	7,264	0
ULTRA PETROLEUM CORP	COM NEW	903914208	16	20,578	SH		OTR		0	20,578	0
ULTRAPAR PARTICIPACOES S A	SP ADR REP COM	90400P101	149	10,992	SH		OTR		0	10,992	0
UMB FINL CORP	COM	902788108	526	8,619	SH		OTR		0	8,619	0
UNITED BANKSHARES INC WEST V	COM	909907107	316	10,148	SH		OTR		0	10,148	0
UNITED NAT FOODS INC	COM	911163103	260	24,583	SH		OTR		0	24,583	0
UNITI GROUP INC	COM	91325V108	330	21,178	SH		OTR		0	21,178	0
URBAN EDGE PPTYS	COM	91704F104	527	31,684	SH		OTR		0	31,684	0
US BANCORP DEL	COM NEW	902973304	632	13,840	SH		OTR		0	13,840	0
VALE S A	ADR	91912E105	289	21,944	SH		OTR		0	21,944	0
VALERO ENERGY CORP NEW	COM	91913Y100	209	2,786	SH		OTR		0	2,786	0
VALLEY NATL BANCORP	COM	919794107	485	54,657	SH		OTR		0	54,657	0
VALMONT INDS INC	COM	920253101	251	2,265	SH		OTR		0	2,265	0
VANECK VECTORS ETF TR	GOLD MINERS ETF	92189F106	316	15,000	SH		OTR		0	15,000	0
VANECK VECTORS ETF TR	JR GOLD MINERS E	92189F791	1,586	52,480	SH		OTR		0	52,480	0
VANGUARD INDEX FDS	REAL ESTATE ETF	922908553	298	4,000	SH		OTR		0	4,000	0
VANTAGE ENERGY ACQUISITION	*W EXP 04/12/202	92211L113	644	1,370,350	SH		OTR		0	1,370,350	0
VANTAGE ENERGY ACQUISITION	UNIT 04/12/2024	92211L204	2,044	200,000	SH		OTR		0	200,000	0
VARIAN MED SYS INC	COM	92220P105	1,836	16,206	SH		OTR		0	16,206	0
VECTOIQ ACQUISITION CORP	*W EXP 05/11/202	92243N111	1,358	2,715,496	SH		OTR		0	2,715,496	0
VECTOR GROUP LTD	COM	92240M108	391	40,170	SH		OTR		0	40,170	0
VENTAS INC	COM	92276F100	462	7,893	SH		OTR		0	7,893	0
VEON LTD	SPONSORED ADR	91822M106	246	105,073	SH		OTR		0	105,073	0
VEONEER INCORPORATED	COM	92336X109	972	41,259	SH		OTR		0	41,259	0
VERASTEM INC	NOTE 5.000%11/0	92337CAA2	804	1,000,000	PRN		OTR		0	0	1,000,000
VEREIT INC	COM	92339V100	657	91,824	SH		OTR		0	91,824	0
VERIZON COMMUNICATIONS INC	COM	92343V104	296	5,269	SH		OTR		0	5,269	0
VERRA MOBILITY CORP	COM	92511U102	902	92,419	SH		OTR		0	92,419	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	6,078	6,196,000	PRN		OTR		0	0	6,196,000
VISA INC	COM CL A	92826C839	3,064	23,220	SH		OTR		0	23,220	0
VISTRA ENERGY CORP	COM	92840M102	660	28,840	SH		OTR		0	28,840	0
VITAMIN SHOPPE INC	COM	92849E101	130	27,480	SH		OTR		0	27,480	0
VODAFONE GROUP PLC NEW	SPONSORED ADR	92857W308	1,136	58,940	SH		OTR		0	58,940	0
VOYA FINL INC	COM	929089100	233	5,793	SH		OTR		0	5,793	0
WAITR HLDGS INC	COM	930752100	3,058	274,226	SH		OTR		0	274,226	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	9,976	145,995	SH		OTR		0	145,995	0
WASHINGTON PRIME GROUP NEW	COM	93964W108	316	65,038	SH		OTR		0	65,038	0
WATERS CORP	COM	941848103	587	3,112	SH		OTR		0	3,112	0
WEIGHT WATCHERS INTL INC NEW	COM	948626106	244	6,335	SH		OTR		0	6,335	0
WELLS FARGO CO NEW	COM	949746101	8,271	179,495	SH		OTR		0	179,495	0
WENDYS CO	COM	95058W100	224	14,341	SH		OTR		0	14,341	0
WERNER ENTERPRISES INC	COM	950755108	205	6,937	SH		OTR		0	6,937	0
WESCO INTL INC	COM	95082P105	232	4,830	SH		OTR		0	4,830	0
WESTERN ASSET MTG CAP CORP	COM	95790D105	124	14,909	SH		OTR		0	14,909	0
WESTERN UN CO	COM	959802109	972	56,953	SH		OTR		0	56,953	0
WESTROCK CO	COM	96145D105	745	19,724	SH		OTR		0	19,724	0
WEX INC	COM	96208T104	527	3,760	SH		OTR		0	3,760	0
WEYERHAEUSER CO	COM	962166104	574	26,250	SH		OTR		0	26,250	0
WILLIAMS COS INC DEL	COM	969457100	434	19,688	SH		OTR		0	19,688	0
WILLSCOT CORP	COM	971375126	1,239	131,563	SH		OTR		0	131,563	0
WINNEBAGO INDS INC	COM	974637100	383	15,815	SH		OTR		0	15,815	0
WINTRUST FINL CORP	COM	97650W108	217	3,258	SH		OTR		0	3,258	0
WORKDAY INC	CL A	98138H101	4,076	25,527	SH		OTR		0	25,527	0
WORLD FUEL SVCS CORP	COM	981475106	231	10,772	SH		OTR		0	10,772	0
WORLDPAY INC	CL A	981558109	730	9,549	SH		OTR		0	9,549	0
WRIGHT MED GROUP N V	NOTE 2.250%11/1	98236JAB4	6,176	4,515,000	PRN		OTR		0	0	4,515,000
WYNDHAM DESTINATIONS INC	COM	98310W108	364	10,161	SH		OTR		0	10,161	0
XEROX CORP	COM NEW	984121608	971	49,121	SH		OTR		0	49,121	0
XINYUAN REAL ESTATE CO LTD	SPONS ADR	98417P105	114	29,875	SH		OTR		0	29,875	0
YAMANA GOLD INC	COM	98462Y100	83	35,058	SH		OTR		0	35,058	0
YOUNGEVITY INTL INC	COM NEW	987537206	107	18,648	SH		OTR		0	18,648	0
YUM BRANDS INC	COM	988498101	614	6,675	SH		OTR		0	6,675	0
ZTO EXPRESS CAYMAN INC	SPONSORED ADR	98980A105	1,200	75,800	SH		OTR		0	75,800	0
ZYNGA INC	CL A	98986T108	68	17,400	SH		OTR		0	17,400	0