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
3M CO	COM	88579Y101	3,022	14,542	SH		OTR		0	14,542	0
3PEA INTL INC	COM	88579C109	336	42,240	SH		OTR		0	42,240	0
51JOB INC	NOTE 3.250% 4/1	316827AC8	12,401	6,813,000	PRN		OTR		0	0	6,813,000
AAR CORP	COM	000361105	222	6,842	SH		OTR		0	6,842	0
AARONS INC	COM PAR $0.50	002535300	349	6,634	SH		OTR		0	6,634	0
ABB LTD	SPONSORED ADR	000375204	198	10,496	SH		OTR		0	10,496	0
ABBVIE INC	COM	00287Y109	1,870	23,200	SH		OTR		0	23,200	0
ABERCROMBIE & FITCH CO	CL A	002896207	211	7,688	SH		OTR		0	7,688	0
ACAMAR PARTNERS ACQSITION CO	UNIT 12/30/2025	004285201	5,000	500,000	SH		OTR		0	500,000	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	583	3,313	SH		OTR		0	3,313	0
ACELRX PHARMACEUTICALS INC	COM	00444T100	291	83,680	SH		OTR		0	83,680	0
ACI WORLDWIDE INC	COM	004498101	485	14,752	SH		OTR		0	14,752	0
ADAMIS PHARMACEUTICALS CORP	COM NEW	00547W208	103	48,700	SH		OTR		0	48,700	0
ADECOAGRO S A	COM	L00849106	411	59,700	SH		OTR		0	59,700	0
ADIENT PLC	ORD SHS	G0084W101	265	20,441	SH		OTR		0	20,441	0
ADTALEM GLOBAL ED INC	COM	00737L103	211	4,548	SH		OTR		0	4,548	0
ADTRAN INC	COM	00738A106	240	17,518	SH		OTR		0	17,518	0
ADVANCE AUTO PARTS INC	COM	00751Y106	205	1,200	SH		OTR		0	1,200	0
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	213	6,000	SH		OTR		0	6,000	0
AEROVIRONMENT INC	COM	008073108	393	5,752	SH		OTR		0	5,752	0
AFFIMED N V	COM	N01045108	296	70,374	SH		OTR		0	70,374	0
AFLAC INC	COM	001055102	1,493	29,855	SH		OTR		0	29,855	0
AG MTG INVT TR INC	COM	001228105	202	12,015	SH		OTR		0	12,015	0
AGCO CORP	COM	001084102	259	3,727	SH		OTR		0	3,727	0
AGNICO EAGLE MINES LTD	COM	008474108	504	11,586	SH		OTR		0	11,586	0
AIRGAIN INC	COM	00938A104	133	10,400	SH		OTR		0	10,400	0
AKOUSTIS TECHNOLOGIES INC	COM	00973N102	149	25,660	SH		OTR		0	25,660	0
ALAMOS GOLD INC NEW	COM CL A	011532108	806	158,742	SH		OTR		0	158,742	0
ALECTOR INC	COM	014442107	309	16,500	SH		OTR		0	16,500	0
ALEXANDER & BALDWIN INC NEW	COM	014491104	240	9,452	SH		OTR		0	9,452	0
ALGONQUIN PWR UTILS CORP	COM	015857105	156	13,836	SH		OTR		0	13,836	0
ALKALINE WTR CO INC	COM NEW	01643A207	78	32,700	SH		OTR		0	32,700	0
ALLEGHANY CORP DEL	COM	017175100	367	600	SH		OTR		0	600	0
ALLEGION PUB LTD CO	ORD SHS	G0176J109	794	8,757	SH		OTR		0	8,757	0
ALLEGRO MERGER CORP	*W EXP 01/06/202	01749N111	279	930,140	SH		OTR		0	930,140	0
ALLERGAN PLC	SHS	G0177J108	483	3,300	SH		OTR		0	3,300	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	365	8,132	SH		OTR		0	8,132	0
ALLSTATE CORP	COM	020002101	2,767	29,375	SH		OTR		0	29,375	0
ALLY FINL INC	COM	02005N100	393	14,300	SH		OTR		0	14,300	0
ALPHATEC HOLDINGS INC	COM NEW	02081G201	91	34,400	SH		OTR		0	34,400	0
ALTABA INC	COM	021346101	767,226	10,351,131	SH		OTR		0	10,351,131	0
ALTICE USA INC	CL A	02156K103	1,311	61,017	SH		OTR		0	61,017	0
ALTRA INDL MOTION CORP	COM	02208R106	329	10,596	SH		OTR		0	10,596	0
AMBAC FINL GROUP INC	COM NEW	023139884	215	11,883	SH		OTR		0	11,883	0
AMDOCS LTD	SHS	G02602103	240	4,427	SH		OTR		0	4,427	0
AMEDISYS INC	COM	023436108	364	2,951	SH		OTR		0	2,951	0
AMEREN CORP	COM	023608102	761	10,351	SH		OTR		0	10,351	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	236	4,951	SH		OTR		0	4,951	0
AMERICAN EAGLE OUTFITTERS IN	COM	02553E106	207	9,357	SH		OTR		0	9,357	0
AMERICAN ELEC PWR CO INC	COM	025537101	536	6,404	SH		OTR		0	6,404	0
AMERICAN ELEC PWR CO INC	UNIT 03/15/2022	025537127	7,427	143,788	PRN		OTR		0	0	143,788
AMERICAN EXPRESS CO	COM	025816109	1,733	15,855	SH		OTR		0	15,855	0
AMERICAN FIN TR INC	COM CLASS A	02607T109	1,140	105,535	SH		OTR		0	105,535	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	275	2,862	SH		OTR		0	2,862	0
AMERICAN INTL GROUP INC	COM NEW	026874784	637	14,800	SH		OTR		0	14,800	0
AMERICAN OUTDOOR BRANDS CORP	COM	02874P103	108	11,600	SH		OTR		0	11,600	0
AMERICAN SUPERCONDUCTOR CORP	SHS NEW	030111207	270	20,970	SH		OTR		0	20,970	0
AMERICOLD RLTY TR	COM	03064D108	280	9,172	SH		OTR		0	9,172	0
AMERIPRISE FINL INC	COM	03076C106	1,889	14,745	SH		OTR		0	14,745	0
AMERISOURCEBERGEN CORP	COM	03073E105	269	3,388	SH		OTR		0	3,388	0
AMERISOURCEBERGEN CORP	COM	03073E105	4,374	55,000	SH	Call	OTR		0	55,000	0
AMETEK INC NEW	COM	031100100	758	9,140	SH		OTR		0	9,140	0
AMGEN INC	COM	031162100	3,288	17,305	SH		OTR		0	17,305	0
AMPHENOL CORP NEW	CL A	032095101	420	4,449	SH		OTR		0	4,449	0
ANALOG DEVICES INC	COM	032654105	396	3,766	SH		OTR		0	3,766	0
ANGLOGOLD ASHANTI LTD	SPONSORED ADR	035128206	6,963	531,520	SH		OTR		0	531,520	0
ANNALY CAP MGMT INC	COM	035710409	482	48,292	SH		OTR		0	48,292	0
ANTERO MIDSTREAM CORP	COM	03676B102	4,823	350,000	SH		OTR		0	350,000	0
ANTERO RES CORP	COM	03674X106	874	98,984	SH		OTR		0	98,984	0
APACHE CORP	COM	037411105	737	21,250	SH		OTR		0	21,250	0
APARTMENT INVT & MGMT CO	CL A	03748R754	2,181	43,359	SH		OTR		0	43,359	0
APOLLO COML REAL EST FIN INC	NOTE 5.375%10/1	03762UAC9	978	1,000,000	PRN		OTR		0	0	1,000,000
APPIAN CORP	CL A	03782L101	1,354	39,340	SH		OTR		0	39,340	0
APPLIED MATLS INC	COM	038222105	2,342	59,058	SH		OTR		0	59,058	0
APTIV PLC	SHS	G6095L109	461	5,800	SH		OTR		0	5,800	0
APYX MED CORP	COM	03837C106	202	31,990	SH		OTR		0	31,990	0
ARC DOCUMENT SOLUTIONS INC	COM	00191G103	87	39,000	SH		OTR		0	39,000	0
ARCHROCK INC	COM	03957W106	223	22,783	SH		OTR		0	22,783	0
ARCOS DORADOS HOLDINGS INC	SHS CLASS -A -	G0457F107	494	68,900	SH		OTR		0	68,900	0
ARCOSA INC	COM	039653100	651	21,322	SH		OTR		0	21,322	0
ARES CAP CORP	COM	04010L103	326	18,997	SH		OTR		0	18,997	0
ARES CAP CORP	NOTE 4.625% 3/0	04010LAW3	3,287	3,310,000	PRN		OTR		0	0	3,310,000
ARES MANAGEMENT CORPORATION	CL A COM STK	03990B101	1,462	62,987	SH		OTR		0	62,987	0
ARLO TECHNOLOGIES INC	COM	04206A101	55	13,301	SH		OTR		0	13,301	0
ARRIS INTERNATIONAL PLC	SHS	G0551A103	1,313	41,550	SH		OTR		0	41,550	0
ARROW ELECTRS INC	COM	042735100	629	8,158	SH		OTR		0	8,158	0
ARYA SCIENCES ACQUISITION CO	UNIT 10/04/2023	G3165V117	6,220	601,000	SH		OTR		0	601,000	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	121	25,564	SH		OTR		0	25,564	0
ASPEN GROUP INC	COM NEW	04530L203	82	15,400	SH		OTR		0	15,400	0
ASSERTIO THERAPEUTICS INC	NOTE 2.500% 9/0	249908AA2	2,289	3,000,000	PRN		OTR		0	0	3,000,000
ASSURANT INC	COM	04621X108	2,992	31,522	SH		OTR		0	31,522	0
ATLAS AIR WORLDWIDE HLDGS IN	COM NEW	049164205	292	5,781	SH		OTR		0	5,781	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	30,458	28,500,000	PRN		OTR		0	0	28,500,000
ATLAS FINANCIAL HOLDINGS INC	SHS NEW	G06207115	29	11,902	SH		OTR		0	11,902	0
ATMOS ENERGY CORP	COM	049560105	554	5,387	SH		OTR		0	5,387	0
AUTODESK INC	COM	052769106	4,833	31,015	SH		OTR		0	31,015	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	3,030	18,966	SH		OTR		0	18,966	0
AUTOZONE INC	COM	053332102	592	578	SH		OTR		0	578	0
AVALON GLOBOCARE CORP	COM	05344R104	213	39,443	SH		OTR		0	39,443	0
AVEDRO INC	COM	05355N109	559	45,580	SH		OTR		0	45,580	0
AVERY DENNISON CORP	COM	053611109	364	3,222	SH		OTR		0	3,222	0
AVID TECHNOLOGY INC	NOTE 2.000% 6/1	05367PAB6	946	1,000,000	PRN		OTR		0	0	1,000,000
AVIS BUDGET GROUP INC	COM	053774105	205	5,879	SH		OTR		0	5,879	0
AVNET INC	COM	053807103	286	6,600	SH		OTR		0	6,600	0
AVON PRODS INC	COM	054303102	175	59,582	SH		OTR		0	59,582	0
AXA EQUITABLE HLDGS INC	COM	054561105	1,037	51,476	SH		OTR		0	51,476	0
B2GOLD CORP	COM	11777Q209	171	60,900	SH		OTR		0	60,900	0
BANCO BILBAO VIZCAYA ARGENTA	SPONSORED ADR	05946K101	309	53,905	SH		OTR		0	53,905	0
BANCO MACRO SA	SPON ADR B	05961W105	1,421	31,049	SH		OTR		0	31,049	0
BANCO SANTANDER CHILE NEW	SP ADR REP COM	05965X109	254	8,540	SH		OTR		0	8,540	0
BANCO SANTANDER SA	ADR	05964H105	664	143,369	SH		OTR		0	143,369	0
BANDWIDTH INC	COM CL A	05988J103	1,015	15,160	SH		OTR		0	15,160	0
BANK AMER CORP	COM	060505104	4,920	178,313	SH		OTR		0	178,313	0
BANK FIRST NATL CORP	COM	06211J100	508	8,620	SH		OTR		0	8,620	0
BANK MONTREAL QUE	COM	063671101	545	7,285	SH		OTR		0	7,285	0
BANK N S HALIFAX	COM	064149107	352	6,600	SH		OTR		0	6,600	0
BANK NEW YORK MELLON CORP	COM	064058100	2,977	59,027	SH		OTR		0	59,027	0
BANK OZK	COM	06417N103	307	10,600	SH		OTR		0	10,600	0
BANKUNITED INC	COM	06652K103	605	18,126	SH		OTR		0	18,126	0
BARNES & NOBLE INC	COM	067774109	141	25,886	SH		OTR		0	25,886	0
BARNES GROUP INC	COM	067806109	305	5,942	SH		OTR		0	5,942	0
BARRICK GOLD CORPORATION	COM	067901108	2,190	159,748	SH		OTR		0	159,748	0
BAXTER INTL INC	COM	071813109	1,646	20,247	SH		OTR		0	20,247	0
BBVA BANCO FRANCES S A	SPONSORED ADR	07329M100	561	59,003	SH		OTR		0	59,003	0
BCE INC	COM NEW	05534B760	516	11,635	SH		OTR		0	11,635	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	4,209	68,102	PRN		OTR		0	0	68,102
BEMIS CO INC	COM	081437105	1,556	28,055	SH		OTR		0	28,055	0
BENCHMARK ELECTRS INC	COM	08160H101	416	15,864	SH		OTR		0	15,864	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	812	4,043	SH		OTR		0	4,043	0
BEST BUY INC	COM	086516101	1,269	17,861	SH		OTR		0	17,861	0
BGC PARTNERS INC	CL A	05541T101	215	40,488	SH		OTR		0	40,488	0
BHP GROUP PLC	SPONSORED ADR	05545E209	5,338	110,561	SH		OTR		0	110,561	0
BIG LOTS INC	COM	089302103	247	6,499	SH		OTR		0	6,499	0
BIO RAD LABS INC	CL A	090572207	1,976	6,465	SH		OTR		0	6,465	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	533	100,623	SH		OTR		0	100,623	0
BIOGEN INC	COM	09062X103	2,100	8,885	SH		OTR		0	8,885	0
BIOLIFE SOLUTIONS INC	COM NEW	09062W204	291	16,290	SH		OTR		0	16,290	0
BLACK KNIGHT INC	COM	09215C105	382	7,007	SH		OTR		0	7,007	0
BLACKBAUD INC	COM	09227Q100	223	2,800	SH		OTR		0	2,800	0
BLACKBERRY LTD	COM	09228F103	1,331	131,866	SH		OTR		0	131,866	0
BLACKROCK CAPITAL INVESTMENT	COM	092533108	118	19,662	SH		OTR		0	19,662	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	9,260	9,207,000	PRN		OTR		0	0	9,207,000
BLUEBIRD BIO INC	COM	09609G100	1,984	12,608	SH		OTR		0	12,608	0
BOOKING HLDGS INC	COM	09857L108	3,626	2,078	SH		OTR		0	2,078	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	1,971	33,895	SH		OTR		0	33,895	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	162	14,807	SH		OTR		0	14,807	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,219	31,762	SH		OTR		0	31,762	0
BOXWOOD MERGER CORP	*W EXP 11/26/202	10319T119	564	1,878,500	SH		OTR		0	1,878,500	0
BRADY CORP	CL A	104674106	248	5,344	SH		OTR		0	5,344	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	245	15,443	SH		OTR		0	15,443	0
BRASKEM S A	SP ADR PFD A	105532105	378	14,652	SH		OTR		0	14,652	0
BRIDGEPOINT ED INC	COM	10807M105	209	34,210	SH		OTR		0	34,210	0
BRIGHTHOUSE FINL INC	COM	10922N103	505	13,902	SH		OTR		0	13,902	0
BRINKER INTL INC	COM	109641100	239	5,393	SH		OTR		0	5,393	0
BRINKS CO	COM	109696104	349	4,622	SH		OTR		0	4,622	0
BRISTOL MYERS SQUIBB CO	COM	110122108	787	16,500	SH	Call	OTR		0	16,500	0
BRITISH AMERN TOB PLC	SPONSORED ADR	110448107	296	7,100	SH		OTR		0	7,100	0
BROADCOM INC	COM	11135F101	8,546	28,420	SH		OTR		0	28,420	0
BROOKDALE SR LIVING INC	COM	112463104	207	31,445	SH		OTR		0	31,445	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	505	10,816	SH		OTR		0	10,816	0
BROOKFIELD PROPERTY REIT INC	CL A	11282X103	217	10,600	SH		OTR		0	10,600	0
BROWN & BROWN INC	COM	115236101	2,670	90,483	SH		OTR		0	90,483	0
BT GROUP PLC	ADR	05577E101	163	11,000	SH		OTR		0	11,000	0
BUNGE LIMITED	COM	G16962105	1,666	31,396	SH		OTR		0	31,396	0
BWX TECHNOLOGIES INC	COM	05605H100	509	10,272	SH		OTR		0	10,272	0
CABOT OIL & GAS CORP	COM	127097103	375	14,364	SH		OTR		0	14,364	0
CACI INTL INC	CL A	127190304	503	2,764	SH		OTR		0	2,764	0
CACTUS INC	CL A	127203107	1,310	36,809	SH		OTR		0	36,809	0
CADENCE BANCORPORATION	CL A	12739A100	317	17,064	SH		OTR		0	17,064	0
CALAMP CORP	COM	128126109	149	11,814	SH		OTR		0	11,814	0
CAMDEN PPTY TR	SH BEN INT	133131102	810	7,981	SH		OTR		0	7,981	0
CAMECO CORP	COM	13321L108	180	15,257	SH		OTR		0	15,257	0
CANADA GOOSE HOLDINGS INC	SHS SUB VTG	135086106	1,233	25,674	SH		OTR		0	25,674	0
CANADIAN NAT RES LTD	COM	136385101	253	9,199	SH		OTR		0	9,199	0
CANADIAN NATL RY CO	COM	136375102	1,860	20,782	SH		OTR		0	20,782	0
CANADIAN PAC RY LTD	COM	13645T100	3,526	17,115	SH		OTR		0	17,115	0
CANNAE HLDGS INC	COM	13765N107	238	9,816	SH		OTR		0	9,816	0
CAPITAL ONE FINL CORP	COM	14040H105	668	8,179	SH		OTR		0	8,179	0
CAPITOL INVT CORP IV	*W EXP 01/01/202	G18920127	977	707,809	SH		OTR		0	707,809	0
CAPITOL INVT CORP IV	CL A ORD	G18920101	5,599	550,000	SH		OTR		0	550,000	0
CAPITOL INVT CORP IV	UNIT 99/99/9999	G18920119	5,707	539,899	SH		OTR		0	539,899	0
CAPSTEAD MTG CORP	COM NO PAR	14067E506	293	34,108	SH		OTR		0	34,108	0
CARDINAL HEALTH INC	COM	14149Y108	507	10,525	SH		OTR		0	10,525	0
CARLISLE COS INC	COM	142339100	782	6,377	SH		OTR		0	6,377	0
CARMAX INC	COM	143130102	1,248	17,877	SH		OTR		0	17,877	0
CARS COM INC	COM	14575E105	551	24,157	SH		OTR		0	24,157	0
CARTERS INC	COM	146229109	262	2,595	SH		OTR		0	2,595	0
CATASYS INC	COM PAR	149049504	164	13,400	SH		OTR		0	13,400	0
CATERPILLAR INC DEL	COM	149123101	2,754	20,329	SH		OTR		0	20,329	0
CBL & ASSOC PPTYS INC	COM	124830100	22	13,928	SH		OTR		0	13,928	0
CBRE GROUP INC	CL A	12504L109	508	10,278	SH		OTR		0	10,278	0
CDK GLOBAL INC	COM	12508E101	686	11,656	SH		OTR		0	11,656	0
CDN IMPERIAL BK COMM TORONTO	COM	136069101	1,472	18,618	SH		OTR		0	18,618	0
CELANESE CORP DEL	COM	150870103	1,164	11,800	SH		OTR		0	11,800	0
CELGENE CORP	COM	151020104	7,025	74,470	SH		OTR		0	74,470	0
CEMEX SAB DE CV	SPON ADR NEW	151290889	48	10,446	SH		OTR		0	10,446	0
CENTENE CORP DEL	COM	15135B101	246	4,637	SH		OTR		0	4,637	0
CENTERPOINT ENERGY INC	COM	15189T107	924	30,084	SH		OTR		0	30,084	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	8,704	164,732	PRN		OTR		0	0	164,732
CENTRAIS ELETRICAS BRASILEIR	SPONSORED ADR	15234Q207	272	29,095	SH		OTR		0	29,095	0
CENTRAL PAC FINL CORP	COM NEW	154760409	243	8,422	SH		OTR		0	8,422	0
CENTRAL PUERTO S A	SPONSORED ADR	155038201	405	44,100	SH		OTR		0	44,100	0
CENTRIC BRANDS INC	COM	15644G104	229	50,907	SH		OTR		0	50,907	0
CERECOR INC	COM	15671L109	194	33,300	SH		OTR		0	33,300	0
CERNER CORP	COM	156782104	415	7,251	SH		OTR		0	7,251	0
CF FIN ACQUISITION CORP	*W EXP 04/30/202	12528N115	266	618,311	SH		OTR		0	618,311	0
CF INDS HLDGS INC	COM	125269100	422	10,314	SH		OTR		0	10,314	0
CGI INC	CL A SUB VTG	12532H104	1,212	17,629	SH		OTR		0	17,629	0
CHAPARRAL ENERGY INC	COM CL A	15942R208	182	31,890	SH		OTR		0	31,890	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	1,741	5,018	SH		OTR		0	5,018	0
CHASERG TECHNLGY ACQUISITN C	*W EXP 04/10/202	16166A111	729	1,121,437	SH		OTR		0	1,121,437	0
CHASERG TECHNLGY ACQUISITN C	CLASS A	16166A103	7,403	750,000	SH		OTR		0	750,000	0
CHASERG TECHNLGY ACQUISITN C	UNIT 09/30/2023	16166A202	5,123	507,200	SH		OTR		0	507,200	0
CHECK POINT SOFTWARE TECH LT	ORD	M22465104	301	2,379	SH		OTR		0	2,379	0
CHEFS WHSE INC	COM	163086101	262	8,428	SH		OTR		0	8,428	0
CHEGG INC	COM	163092109	245	6,415	SH		OTR		0	6,415	0
CHEMED CORP NEW	COM	16359R103	405	1,264	SH		OTR		0	1,264	0
CHEMOURS CO	COM	163851108	271	7,300	SH		OTR		0	7,300	0
CHESAPEAKE ENERGY CORP	COM	165167107	129	41,692	SH		OTR		0	41,692	0
CHESAPEAKE UTILS CORP	COM	165303108	268	2,936	SH		OTR		0	2,936	0
CHINA PETE & CHEM CORP	SPON ADR H SHS	16941R108	330	4,153	SH		OTR		0	4,153	0
CHINA TELECOM CORP LTD	SPON ADR H SHS	169426103	225	4,010	SH		OTR		0	4,010	0
CHINA UNICOM (HONG KONG) LTD	SPONSORED ADR	16945R104	146	11,423	SH		OTR		0	11,423	0
CHOICE HOTELS INTL INC	COM	169905106	229	2,951	SH		OTR		0	2,951	0
CHUBB LIMITED	COM	H1467J104	1,320	9,426	SH		OTR		0	9,426	0
CHURCHILL CAP CORP	*W EXP 09/11/202	17142R111	11,944	3,641,608	SH		OTR		0	3,641,608	0
CHURCHILL CAP CORP	COM CL A	17142R103	15,555	1,157,360	SH		OTR		0	1,157,360	0
CHURCHILL CAP CORP	UNIT 99/99/9999	17142R202	10,742	702,100	SH		OTR		0	702,100	0
CHURCHILL DOWNS INC	COM	171484108	248	2,749	SH		OTR		0	2,749	0
CIGNA CORP NEW	COM	125523100	334	2,076	SH		OTR		0	2,076	0
CIMAREX ENERGY CO	COM	171798101	554	7,931	SH		OTR		0	7,931	0
CINCINNATI FINL CORP	COM	172062101	292	3,400	SH		OTR		0	3,400	0
CINEMARK HOLDINGS INC	COM	17243V102	356	8,900	SH		OTR		0	8,900	0
CINTAS CORP	COM	172908105	1,280	6,331	SH		OTR		0	6,331	0
CISCO SYS INC	COM	17275R102	6,184	114,538	SH		OTR		0	114,538	0
CIT GROUP INC	COM NEW	125581801	316	6,585	SH		OTR		0	6,585	0
CITIGROUP INC	COM NEW	172967424	7,450	119,744	SH		OTR		0	119,744	0
CITIZENS CMNTY BANCORP INC M	COM	174903104	164	13,760	SH		OTR		0	13,760	0
CITIZENS FINL GROUP INC	COM	174610105	1,344	41,354	SH		OTR		0	41,354	0
CITRIX SYS INC	COM	177376100	830	8,332	SH		OTR		0	8,332	0
CLEAN ENERGY FUELS CORP	COM	184499101	164	53,214	SH		OTR		0	53,214	0
CLEARWAY ENERGY INC	CL A	18539C105	277	19,057	SH		OTR		0	19,057	0
CLEVELAND CLIFFS INC	COM	185899101	331	33,099	SH		OTR		0	33,099	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	22,770	16,670,000	PRN		OTR		0	0	16,670,000
CLOROX CO DEL	COM	189054109	496	3,093	SH		OTR		0	3,093	0
CM SEVEN STAR ACQUISITION CO	SHS	G2345N102	5,206	520,550	SH		OTR		0	520,550	0
CME GROUP INC	COM CL A	12572Q105	7,409	45,018	SH		OTR		0	45,018	0
CMS ENERGY CORP	COM	125896100	766	13,800	SH		OTR		0	13,800	0
CNH INDL N V	SHS	N20944109	174	17,073	SH		OTR		0	17,073	0
CNO FINL GROUP INC	COM	12621E103	217	13,398	SH		OTR		0	13,398	0
CNOOC LTD	SPONSORED ADR	126132109	569	3,063	SH		OTR		0	3,063	0
CNX RESOURCES CORPORATION	COM	12653C108	654	60,721	SH		OTR		0	60,721	0
COCA COLA FEMSA S A B DE C V	SPON ADR REP L	191241108	269	4,076	SH		OTR		0	4,076	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	489	6,750	SH		OTR		0	6,750	0
COLFAX CORP	UNIT 01/15/2022T	194014205	48,912	367,399	PRN		OTR		0	0	367,399
COLGATE PALMOLIVE CO	COM	194162103	781	11,392	SH		OTR		0	11,392	0
COLLIERS INTL GROUP INC	SUB VTG SHS	194693107	356	5,336	SH		OTR		0	5,336	0
COLUMBIA PPTY TR INC	COM NEW	198287203	435	19,329	SH		OTR		0	19,329	0
COLUMBIA SPORTSWEAR CO	COM	198516106	246	2,362	SH		OTR		0	2,362	0
COMFORT SYS USA INC	COM	199908104	400	7,636	SH		OTR		0	7,636	0
COMMUNITY HEALTH SYS INC NEW	COM	203668108	166	44,501	SH		OTR		0	44,501	0
COMMUNITY TR BANCORP INC	COM	204149108	233	5,663	SH		OTR		0	5,663	0
COMMVAULT SYSTEMS INC	COM	204166102	354	5,472	SH		OTR		0	5,472	0
COMPANHIA DE SANEAMENTO BASI	SPONSORED ADR	20441A102	365	34,493	SH		OTR		0	34,493	0
COMPANHIA ENERGETICA DE MINA	SP ADR N-V PFD	204409601	306	85,575	SH		OTR		0	85,575	0
COMPANHIA PARANAENSE ENERG C	SPON ADR PFD	20441B407	127	13,703	SH		OTR		0	13,703	0
COMPANHIA SIDERURGICA NACION	SPONSORED ADR	20440W105	276	67,152	SH		OTR		0	67,152	0
COMPANIA CERVECERIAS UNIDAS	SPONSORED ADR	204429104	588	19,976	SH		OTR		0	19,976	0
COMPASS MINERALS INTL INC	COM	20451N101	223	4,100	SH		OTR		0	4,100	0
COMSCORE INC	COM	20564W105	1,035	51,120	SH		OTR		0	51,120	0
COMSTOCK RES INC	COM	205768302	146	21,100	SH		OTR		0	21,100	0
CONAGRA BRANDS INC	COM	205887102	782	28,203	SH		OTR		0	28,203	0
CONCRETE PUMPING HLDGS INC	COM	206704108	193	21,520	SH		OTR		0	21,520	0
CONDUENT INC	COM	206787103	226	16,364	SH		OTR		0	16,364	0
CONNECTICUT WTR SVC INC	COM	207797101	395	5,754	SH		OTR		0	5,754	0
CONOCOPHILLIPS	COM	20825C104	2,761	41,376	SH		OTR		0	41,376	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	209	19,165	SH		OTR		0	19,165	0
CONSOLIDATED EDISON INC	COM	209115104	511	6,026	SH		OTR		0	6,026	0
CONSTELLATION ALPHA CAP CORP	*W EXP 03/23/202	G2379F116	210	1,752,000	SH		OTR		0	1,752,000	0
CONSTRUCTION PARTNERS INC	COM CL A	21044C107	175	13,700	SH		OTR		0	13,700	0
CONTURA ENERGY INC	COM	21241B100	1,168	20,161	SH		OTR		0	20,161	0
COPART INC	COM	217204106	303	5,000	SH		OTR		0	5,000	0
CORE LABORATORIES N V	COM	N22717107	227	3,300	SH		OTR		0	3,300	0
CORMEDIX INC	COM	21900C308	427	45,231	SH		OTR		0	45,231	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	207	3,785	SH		OTR		0	3,785	0
CORNING INC	COM	219350105	439	13,248	SH		OTR		0	13,248	0
CORPORACION AMER ARPTS S A	COM	L1995B107	126	15,200	SH		OTR		0	15,200	0
COUSINS PPTYS INC	COM	222795106	209	21,619	SH		OTR		0	21,619	0
COVETRUS INC	COM	22304C100	549	17,235	SH		OTR		0	17,235	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	415	2,571	SH		OTR		0	2,571	0
CREDICORP LTD	COM	G2519Y108	325	1,354	SH		OTR		0	1,354	0
CREDIT ACCEP CORP MICH	COM	225310101	1,483	3,281	SH		OTR		0	3,281	0
CREDIT SUISSE GROUP	SPONSORED ADR	225401108	140	12,042	SH		OTR		0	12,042	0
CRESCENT ACQUISITION CORP	UNIT 99/99/9999	22564L204	5,000	500,000	SH		OTR		0	500,000	0
CRESCENT PT ENERGY CORP	COM	22576C101	471	145,337	SH		OTR		0	145,337	0
CRESUD S A C I F Y A	SPONSORED ADR	226406106	262	22,600	SH		OTR		0	22,600	0
CROCS INC	COM	227046109	221	8,567	SH		OTR		0	8,567	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	6,058	5,113	PRN		OTR		0	0	5,113
CSW INDUSTRIALS INC	COM	126402106	316	5,513	SH		OTR		0	5,513	0
CSX CORP	COM	126408103	4,459	59,600	SH		OTR		0	59,600	0
CULLEN FROST BANKERS INC	COM	229899109	243	2,500	SH		OTR		0	2,500	0
CUMBERLAND PHARMACEUTICALS I	COM	230770109	63	10,906	SH		OTR		0	10,906	0
CUMMINS INC	COM	231021106	2,485	15,743	SH		OTR		0	15,743	0
CUMULUS MEDIA INC	COM CLASS A	231082801	313	17,390	SH		OTR		0	17,390	0
CURTISS WRIGHT CORP	COM	231561101	892	7,872	SH		OTR		0	7,872	0
CUSHMAN WAKEFIELD PLC	SHS	G2717B108	191	10,737	SH		OTR		0	10,737	0
CVS HEALTH CORP	COM	126650100	2,713	50,301	SH		OTR		0	50,301	0
CYBERARK SOFTWARE LTD	SHS	M2682V108	3,649	30,654	SH		OTR		0	30,654	0
DANA INCORPORATED	COM	235825205	213	12,000	SH		OTR		0	12,000	0
DANAHER CORPORATION	4.75 MND CV PFD	235851300	8,935	8,485	PRN		OTR		0	0	8,485
DARDEN RESTAURANTS INC	COM	237194105	899	7,404	SH		OTR		0	7,404	0
DD3 ACQUISITION CORP	UNIT 10/12/2023	G2692M129	2,839	280,000	SH		OTR		0	280,000	0
DECKERS OUTDOOR CORP	COM	243537107	337	2,290	SH		OTR		0	2,290	0
DEERE & CO	COM	244199105	400	2,500	SH		OTR		0	2,500	0
DELL TECHNOLOGIES INC	CL C	24703L202	1,120	19,091	SH		OTR		0	19,091	0
DELUXE CORP	COM	248019101	391	8,934	SH		OTR		0	8,934	0
DENALI THERAPEUTICS INC	COM	24823R105	269	11,571	SH		OTR		0	11,571	0
DENBURY RES INC	COM NEW	247916208	70	34,039	SH		OTR		0	34,039	0
DESCARTES SYS GROUP INC	COM	249906108	218	5,986	SH		OTR		0	5,986	0
DESTINATION XL GROUP INC	COM	25065K104	127	51,691	SH		OTR		0	51,691	0
DEVON ENERGY CORP NEW	COM	25179M103	423	13,416	SH		OTR		0	13,416	0
DFB HEALTHCARE ACQUISTION CO	UNIT 01/30/2023	23291E208	963	94,900	SH		OTR		0	94,900	0
DHI GROUP INC	COM	23331S100	103	42,500	SH		OTR		0	42,500	0
DIAGEO P L C	SPON ADR NEW	25243Q205	304	1,856	SH		OTR		0	1,856	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	127	11,688	SH		OTR		0	11,688	0
DICKS SPORTING GOODS INC	COM	253393102	443	12,028	SH		OTR		0	12,028	0
DIGITAL TURBINE INC	COM NEW	25400W102	240	68,490	SH		OTR		0	68,490	0
DILLARDS INC	CL A	254067101	235	3,269	SH		OTR		0	3,269	0
DINE BRANDS GLOBAL INC	COM	254423106	214	2,342	SH		OTR		0	2,342	0
DISCOVER FINL SVCS	COM	254709108	940	13,215	SH		OTR		0	13,215	0
DOCUSIGN INC	COM	256163106	1,838	35,456	SH		OTR		0	35,456	0
DOLBY LABORATORIES INC	COM CL A	25659T107	381	6,044	SH		OTR		0	6,044	0
DOLLAR TREE INC	COM	256746108	420	4,000	SH		OTR		0	4,000	0
DOMINOS PIZZA INC	COM	25754A201	334	1,295	SH		OTR		0	1,295	0
DONALDSON INC	COM	257651109	438	8,751	SH		OTR		0	8,751	0
DOVER CORP	COM	260003108	508	5,420	SH		OTR		0	5,420	0
DOWDUPONT INC	COM	26078J100	2,506	47,001	SH		OTR		0	47,001	0
DRDGOLD LIMITED	SPON ADR REPSTG	26152H301	219	110,036	SH		OTR		0	110,036	0
DRIL QUIP INC	COM	262037104	223	4,866	SH		OTR		0	4,866	0
DROPBOX INC	CL A	26210C104	1,348	61,812	SH		OTR		0	61,812	0
DSP GROUP INC	COM	23332B106	376	26,710	SH		OTR		0	26,710	0
DTE ENERGY CO	COM	233331107	462	3,700	SH		OTR		0	3,700	0
DXC TECHNOLOGY CO	COM	23355L106	1,402	21,801	SH		OTR		0	21,801	0
E TRADE FINANCIAL CORP	COM NEW	269246401	756	16,283	SH		OTR		0	16,283	0
EAGLE MATERIALS INC	COM	26969P108	263	3,120	SH		OTR		0	3,120	0
EASTGROUP PPTY INC	COM	277276101	246	2,200	SH		OTR		0	2,200	0
EASTMAN CHEMICAL CO	COM	277432100	620	8,166	SH		OTR		0	8,166	0
EATON CORP PLC	SHS	G29183103	725	8,995	SH		OTR		0	8,995	0
EATON VANCE CORP	COM NON VTG	278265103	385	9,560	SH		OTR		0	9,560	0
EBAY INC	COM	278642103	3,906	105,158	SH		OTR		0	105,158	0
ECOPETROL S A	SPONSORED ADS	279158109	244	11,364	SH		OTR		0	11,364	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	4,994	26,100	SH		OTR		0	26,100	0
EIGER BIOPHARMACEUTICALS INC	COM	28249U105	297	21,250	SH		OTR		0	21,250	0
EKSO BIONICS HLDGS INC	COM NEW	282644202	121	48,100	SH		OTR		0	48,100	0
EL PASO ELEC CO	COM NEW	283677854	387	6,584	SH		OTR		0	6,584	0
ELANCO ANIMAL HEALTH INC	COM	28414H103	76,814	2,395,203	SH		OTR		0	2,395,203	0
ELDORADO GOLD CORP NEW	COM	284902509	70	15,159	SH		OTR		0	15,159	0
ELDORADO RESORTS INC	COM	28470R102	202	4,317	SH		OTR		0	4,317	0
ELLINGTON RESIDENTIAL MTG RE	COM SHS BEN INT	288578107	176	14,750	SH		OTR		0	14,750	0
EMCOR GROUP INC	COM	29084Q100	819	11,209	SH		OTR		0	11,209	0
EMERSON ELEC CO	COM	291011104	1,554	22,700	SH		OTR		0	22,700	0
EMPLOYERS HOLDINGS INC	COM	292218104	236	5,874	SH		OTR		0	5,874	0
EMPRESA DIST Y COMERCIAL NOR	SPON ADR	29244A102	284	14,475	SH		OTR		0	14,475	0
ENBRIDGE INC	COM	29250N105	1,597	44,052	SH		OTR		0	44,052	0
ENCANA CORP	COM	292505104	269	37,129	SH		OTR		0	37,129	0
ENCORE CAP EUROPE FIN LTD	NOTE 4.500% 9/0	29260UAA5	892	1,000,000	PRN		OTR		0	0	1,000,000
ENCORE WIRE CORP	COM	292562105	243	4,243	SH		OTR		0	4,243	0
ENDO INTL PLC	SHS	G30401106	112	13,944	SH		OTR		0	13,944	0
ENEL AMERICAS S A	SPONSORED ADR	29274F104	153	17,176	SH		OTR		0	17,176	0
ENERPLUS CORP	COM	292766102	266	31,578	SH		OTR		0	31,578	0
ENI S P A	SPONSORED ADR	26874R108	406	11,532	SH		OTR		0	11,532	0
ENLINK MIDSTREAM LLC	COM UNIT REP LTD	29336T100	278	21,761	SH		OTR		0	21,761	0
ENOCHIAN BIOSCIENCES INC	COM	29350E104	129	18,630	SH		OTR		0	18,630	0
ENPHASE ENERGY INC	COM	29355A107	136	14,704	SH		OTR		0	14,704	0
ENTEGRIS INC	COM	29362U104	255	7,135	SH		OTR		0	7,135	0
EPAM SYS INC	COM	29414B104	2,572	15,209	SH		OTR		0	15,209	0
EQUITRANS MIDSTREAM CORPORAT	COM	294600101	201	9,226	SH		OTR		0	9,226	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	3,389	29,654	SH		OTR		0	29,654	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	217	2,882	SH		OTR		0	2,882	0
ERIE INDTY CO	CL A	29530P102	1,833	10,268	SH		OTR		0	10,268	0
ESSENT GROUP LTD	COM	G3198U102	302	6,941	SH		OTR		0	6,941	0
ETSY INC	COM	29786A106	2,641	39,286	SH		OTR		0	39,286	0
EVEREST RE GROUP LTD	COM	G3223R108	500	2,317	SH		OTR		0	2,317	0
EVERGY INC	COM	30034W106	427	7,364	SH		OTR		0	7,364	0
EVERSOURCE ENERGY	COM	30040W108	342	4,817	SH		OTR		0	4,817	0
EVERSPIN TECHNOLOGIES INC	COM	30041T104	111	14,500	SH		OTR		0	14,500	0
EVOFEM BIOSCIENCES INC	COM	30048L104	84	23,901	SH		OTR		0	23,901	0
EVOQUA WATER TECHNOLOGIES CO	COM	30057T105	147	11,700	SH		OTR		0	11,700	0
EXACT SCIENCES CORP	COM	30063P105	2,859	33,006	SH		OTR		0	33,006	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	12,809	12,500,000	PRN		OTR		0	0	12,500,000
EXELA TECHNOLOGIES INC	COM	30162V102	511	152,940	SH		OTR		0	152,940	0
EXELON CORP	COM	30161N101	530	10,566	SH		OTR		0	10,566	0
EXONE CO	COM	302104104	140	16,500	SH		OTR		0	16,500	0
EXP WORLD HOLDINGS INC	COM	30212W100	243	22,330	SH		OTR		0	22,330	0
EXPEDITORS INTL WASH INC	COM	302130109	307	4,050	SH		OTR		0	4,050	0
EXPONENT INC	COM	30214U102	254	4,396	SH		OTR		0	4,396	0
EXTREME NETWORKS INC	COM	30226D106	110	14,753	SH		OTR		0	14,753	0
EYEPOINT PHARMACEUTICALS INC	COM	30233G100	231	129,070	SH		OTR		0	129,070	0
EZCORP INC	NOTE 2.875% 7/0	302301AF3	8,319	7,375,000	PRN		OTR		0	0	7,375,000
F5 NETWORKS INC	COM	315616102	306	1,950	SH		OTR		0	1,950	0
FACTSET RESH SYS INC	COM	303075105	3,560	14,339	SH		OTR		0	14,339	0
FALCON MINERALS CORP	*W EXP 07/21/202	30607B208	2,973	3,625,617	SH		OTR		0	3,625,617	0
FALCON MINERALS CORP	CL A COM	30607B109	445	50,370	SH		OTR		0	50,370	0
FAR PT ACQUISITION CORP	UNIT 06/01/2025	30734W208	26,906	2,587,109	SH		OTR		0	2,587,109	0
FEDEX CORP	COM	31428X106	562	3,100	SH		OTR		0	3,100	0
FERROGLOBE PLC	SHS	G33856108	302	147,283	SH		OTR		0	147,283	0
FIAT CHRYSLER AUTOMOBILES N	SHS	N31738102	577	38,824	SH		OTR		0	38,824	0
FIDELITY NATL INFORMATION SV	COM	31620M106	636	5,624	SH		OTR		0	5,624	0
FINISAR CORP	COM NEW	31787A507	2,199	94,890	SH		OTR		0	94,890	0
FINTECH ACQUISITION CORP III	UNIT 12/01/2023	31811A309	10,190	1,000,000	SH		OTR		0	1,000,000	0
FIRST AMERN FINL CORP	COM	31847R102	362	7,022	SH		OTR		0	7,022	0
FIRST BANCORP P R	COM NEW	318672706	155	13,547	SH		OTR		0	13,547	0
FIRST CAPITAL INC	COM	31942S104	249	4,830	SH		OTR		0	4,830	0
FIRST COMWLTH FINL CORP PA	COM	319829107	231	18,373	SH		OTR		0	18,373	0
FIRST DATA CORP NEW	COM CL A	32008D106	417	15,878	SH		OTR		0	15,878	0
FIRST FINL BANKSHARES	COM	32020R109	554	9,596	SH		OTR		0	9,596	0
FIRST HAWAIIAN INC	COM	32051X108	332	12,742	SH		OTR		0	12,742	0
FIRST MAJESTIC SILVER CORP	COM	32076V103	82	12,468	SH		OTR		0	12,468	0
FIRST MIDWEST BANCORP DEL	COM	320867104	281	13,744	SH		OTR		0	13,744	0
FIRSTCASH INC	COM	33767D105	236	2,733	SH		OTR		0	2,733	0
FIRSTENERGY CORP	COM	337932107	1,500	36,049	SH		OTR		0	36,049	0
FISERV INC	COM	337738108	388	4,400	SH		OTR		0	4,400	0
FIVE BELOW INC	COM	33829M101	335	2,694	SH		OTR		0	2,694	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	1,419	5,755	SH		OTR		0	5,755	0
FLIR SYS INC	COM	302445101	500	10,517	SH		OTR		0	10,517	0
FNCB BANCORP INC	COM	302578109	128	16,670	SH		OTR		0	16,670	0
FOOT LOCKER INC	COM	344849104	9,381	154,804	SH		OTR		0	154,804	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	7,469	7,120	PRN		OTR		0	0	7,120
FORUM ENERGY TECHNOLOGIES IN	COM	34984V100	205	40,177	SH		OTR		0	40,177	0
FORUM MERGER II CORP	*W EXP 09/30/202	34986F111	641	1,231,800	SH		OTR		0	1,231,800	0
FOSSIL GROUP INC	COM	34988V106	145	10,549	SH		OTR		0	10,549	0
FOX CORP	CL A COM	35137L105	1,445	39,357	SH		OTR		0	39,357	0
FRANCO NEVADA CORP	COM	351858105	601	8,002	SH		OTR		0	8,002	0
FRANKLIN ELEC INC	COM	353514102	262	5,123	SH		OTR		0	5,123	0
FRANKLIN RES INC	COM	354613101	1,147	34,598	SH		OTR		0	34,598	0
FRANKLIN STREET PPTYS CORP	COM	35471R106	97	13,449	SH		OTR		0	13,449	0
FRONT YD RESIDENTIAL CORP	COM	35904G107	181	19,510	SH		OTR		0	19,510	0
FRONTIER COMMUNICATIONS CORP	COM NEW	35906A306	75	37,933	SH		OTR		0	37,933	0
FULTON FINL CORP PA	COM	360271100	385	24,858	SH		OTR		0	24,858	0
GALECTIN THERAPEUTICS INC	COM NEW	363225202	231	45,280	SH		OTR		0	45,280	0
GALLAGHER ARTHUR J & CO	COM	363576109	1,368	17,521	SH		OTR		0	17,521	0
GAMESTOP CORP NEW	CL A	36467W109	465	45,748	SH		OTR		0	45,748	0
GAMING & LEISURE PPTYS INC	COM	36467J108	1,185	30,714	SH		OTR		0	30,714	0
GANNETT CO INC	COM	36473H104	2,176	206,437	SH		OTR		0	206,437	0
GARRETT MOTION INC	COM	366505105	677	45,957	SH		OTR		0	45,957	0
GENERAL DYNAMICS CORP	COM	369550108	3,277	19,360	SH		OTR		0	19,360	0
GENERAL MLS INC	COM	370334104	348	6,728	SH		OTR		0	6,728	0
GENERAL MTRS CO	COM	37045V100	574	15,478	SH		OTR		0	15,478	0
GENESCO INC	COM	371532102	322	7,060	SH		OTR		0	7,060	0
GENESEE & WYO INC	CL A	371559105	261	3,000	SH		OTR		0	3,000	0
GENFIT S A	ADS	372279109	240	10,000	SH		OTR		0	10,000	0
GENIE ENERGY LTD	CL B	372284208	151	17,790	SH		OTR		0	17,790	0
GENPACT LIMITED	SHS	G3922B107	395	11,218	SH		OTR		0	11,218	0
GENTEX CORP	COM	371901109	263	12,700	SH		OTR		0	12,700	0
GENWORTH FINL INC	COM CL A	37247D106	52	13,494	SH		OTR		0	13,494	0
GEO GROUP INC NEW	COM	36162J106	226	11,776	SH		OTR		0	11,776	0
GEOSPACE TECHNOLOGIES CORP	COM	37364X109	214	16,540	SH		OTR		0	16,540	0
G-III APPAREL GROUP LTD	COM	36237H101	578	14,452	SH		OTR		0	14,452	0
GILDAN ACTIVEWEAR INC	COM	375916103	323	8,972	SH		OTR		0	8,972	0
GILEAD SCIENCES INC	COM	375558103	663	10,200	SH		OTR		0	10,200	0
GLATFELTER	COM	377316104	236	16,735	SH		OTR		0	16,735	0
GLAUKOS CORP	COM	377322102	225	2,866	SH		OTR		0	2,866	0
GLOBAL EAGLE ENTMT INC	COM	37951D102	44	62,240	SH		OTR		0	62,240	0
GLOBAL PMTS INC	COM	37940X102	685	5,019	SH		OTR		0	5,019	0
GLOBANT S A	COM	L44385109	1,236	17,311	SH		OTR		0	17,311	0
GLU MOBILE INC	COM	379890106	119	10,912	SH		OTR		0	10,912	0
GODADDY INC	CL A	380237107	286	3,804	SH		OTR		0	3,804	0
GOLD FIELDS LTD NEW	SPONSORED ADR	38059T106	258	69,278	SH		OTR		0	69,278	0
GOLDCORP INC NEW	COM	380956409	3,235	282,766	SH		OTR		0	282,766	0
GORDON POINTE ACQUISITION CO	*W EXP 07/30/202	382788115	335	904,786	SH		OTR		0	904,786	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	1,090	110,111	SH		OTR		0	110,111	0
GORES HOLDINGS III INC	UNIT 09/07/2024	38286G208	6,208	602,600	SH		OTR		0	602,600	0
GORES METROPOULOS INC	UNIT 99/99/9999	382872208	7,168	700,000	SH		OTR		0	700,000	0
GPO AEROPORTUARIO DEL PAC SA	SPON ADR B	400506101	352	3,951	SH		OTR		0	3,951	0
GRACO INC	COM	384109104	1,380	27,863	SH		OTR		0	27,863	0
GRAN TIERRA ENERGY INC	COM	38500T101	129	56,846	SH		OTR		0	56,846	0
GRAND CANYON ED INC	COM	38526M106	265	2,314	SH		OTR		0	2,314	0
GRANITE PT MTG TR INC	NOTE 6.375%10/0	38741LAC1	2,163	2,147,000	PRN		OTR		0	0	2,147,000
GRANITE REAL ESTATE INVT TR	UNIT 99/99/9999	387437114	440	9,193	SH		OTR		0	9,193	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	583	46,175	SH		OTR		0	46,175	0
GRAY TELEVISION INC	COM	389375106	213	9,952	SH		OTR		0	9,952	0
GREEN DOT CORP	CL A	39304D102	411	6,774	SH		OTR		0	6,774	0
GREENHILL & CO INC	COM	395259104	236	10,965	SH		OTR		0	10,965	0
GROUPON INC	COM	399473107	199	56,012	SH		OTR		0	56,012	0
GRUPO FINANCIERO GALICIA S A	SPONSORED ADR	399909100	1,327	52,000	SH		OTR		0	52,000	0
GRUPO SUPERVIELLE S A	SPONSORED ADR	40054A108	229	37,700	SH		OTR		0	37,700	0
GS ACQUISITION HLDGS CORP	*W EXP 06/12/202	36255F110	165	106,000	SH		OTR		0	106,000	0
GS ACQUISITION HLDGS CORP	UNIT 06/12/2023	36255F201	15,819	1,508,017	SH		OTR		0	1,508,017	0
GUIDEWIRE SOFTWARE INC	COM	40171V100	225	2,318	SH		OTR		0	2,318	0
GULFPORT ENERGY CORP	COM NEW	402635304	184	22,945	SH		OTR		0	22,945	0
HAEMONETICS CORP	COM	405024100	574	6,560	SH		OTR		0	6,560	0
HALCON RES CORP	COM PAR NEW	40537Q605	52	38,168	SH		OTR		0	38,168	0
HAMILTON LANE INC	CL A	407497106	246	5,649	SH		OTR		0	5,649	0
HANGER INC	COM NEW	41043F208	837	43,930	SH		OTR		0	43,930	0
HANOVER INS GROUP INC	COM	410867105	403	3,530	SH		OTR		0	3,530	0
HARROW HEALTH INC	COM	415858109	125	25,130	SH		OTR		0	25,130	0
HCA HEALTHCARE INC	COM	40412C101	554	4,250	SH		OTR		0	4,250	0
HCP INC	COM	40414L109	499	15,954	SH		OTR		0	15,954	0
HEALTH INS INNOVATIONS INC	COM CL A	42225K106	303	11,310	SH		OTR		0	11,310	0
HEALTHCARE RLTY TR	COM	421946104	295	9,181	SH		OTR		0	9,181	0
HEALTHCARE TR AMER INC	CL A NEW	42225P501	689	24,087	SH		OTR		0	24,087	0
HEALTHEQUITY INC	COM	42226A107	434	5,867	SH		OTR		0	5,867	0
HEARTLAND EXPRESS INC	COM	422347104	278	14,433	SH		OTR		0	14,433	0
HECLA MNG CO	COM	422704106	172	74,806	SH		OTR		0	74,806	0
HEICO CORP NEW	CL A	422806208	1,832	21,798	SH		OTR		0	21,798	0
HEICO CORP NEW	COM	422806109	1,435	15,126	SH		OTR		0	15,126	0
HELEN OF TROY CORP LTD	COM	G4388N106	462	3,985	SH		OTR		0	3,985	0
HENRY SCHEIN INC	COM	806407102	780	12,968	SH		OTR		0	12,968	0
HERBALIFE LTD	NOTE 2.625% 3/1	42703MAD5	5,361	5,073,000	PRN		OTR		0	0	5,073,000
HERBALIFE NUTRITION LTD	COM SHS	G4412G101	1,910	36,050	SH		OTR		0	36,050	0
HERTZ GLOBAL HLDGS INC	COM	42806J106	232	13,352	SH		OTR		0	13,352	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	1,664	107,842	SH		OTR		0	107,842	0
HEXCEL CORP NEW	COM	428291108	483	6,981	SH		OTR		0	6,981	0
HEXO CORP	COM	428304109	94	14,121	SH		OTR		0	14,121	0
HF FOODS GROUP INC	COM	40417F109	159	12,000	SH		OTR		0	12,000	0
HIBBETT SPORTS INC	COM	428567101	733	32,123	SH		OTR		0	32,123	0
HILL INTERNATIONAL INC	COM	431466101	147	50,470	SH		OTR		0	50,470	0
HILL ROM HLDGS INC	COM	431475102	246	2,326	SH		OTR		0	2,326	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	939	11,296	SH		OTR		0	11,296	0
HIMAX TECHNOLOGIES INC	SPONSORED ADR	43289P106	36	11,384	SH		OTR		0	11,384	0
HL ACQUISITIONS CORP	*W EXP 06/21/202	G4603R122	143	570,365	SH		OTR		0	570,365	0
HMS HLDGS CORP	COM	40425J101	270	9,117	SH		OTR		0	9,117	0
HOLLYFRONTIER CORP	COM	436106108	1,008	20,450	SH		OTR		0	20,450	0
HOME DEPOT INC	COM	437076102	570	2,968	SH		OTR		0	2,968	0
HONEYWELL INTL INC	COM	438516106	3,330	20,957	SH		OTR		0	20,957	0
HORIZON PHARMA PLC	SHS	G4617B105	261	9,875	SH		OTR		0	9,875	0
HORMEL FOODS CORP	COM	440452100	510	11,404	SH		OTR		0	11,404	0
HOUGHTON MIFFLIN HARCOURT CO	COM	44157R109	222	30,581	SH		OTR		0	30,581	0
HOULIHAN LOKEY INC	CL A	441593100	200	4,370	SH		OTR		0	4,370	0
HP INC	COM	40434L105	1,125	57,900	SH		OTR		0	57,900	0
HUAZHU GROUP LTD	SPONSORED ADS	44332N106	277	6,564	SH		OTR		0	6,564	0
HUB GROUP INC	CL A	443320106	278	6,807	SH		OTR		0	6,807	0
HUBBELL INC	COM	443510607	484	4,100	SH		OTR		0	4,100	0
HUBSPOT INC	NOTE 0.250% 6/0	443573AB6	2,722	1,500,000	PRN		OTR		0	0	1,500,000
HUDBAY MINERALS INC	COM	443628102	136	19,034	SH		OTR		0	19,034	0
HUMANA INC	COM	444859102	1,503	5,650	SH		OTR		0	5,650	0
HUNTINGTON BANCSHARES INC	COM	446150104	250	19,708	SH		OTR		0	19,708	0
HUNTINGTON INGALLS INDS INC	COM	446413106	1,384	6,678	SH		OTR		0	6,678	0
HYATT HOTELS CORP	COM CL A	448579102	263	3,626	SH		OTR		0	3,626	0
I D SYSTEMS INC	COM	449489103	98	16,600	SH		OTR		0	16,600	0
IAC INTERACTIVECORP	COM	44919P508	261	1,240	SH		OTR		0	1,240	0
IBERIABANK CORP	COM	450828108	260	3,628	SH		OTR		0	3,628	0
IDACORP INC	COM	451107106	415	4,170	SH		OTR		0	4,170	0
IDEX CORP	COM	45167R104	333	2,196	SH		OTR		0	2,196	0
II VI INC	NOTE 0.250% 9/0	902104AB4	1,436	1,371,000	PRN		OTR		0	0	1,371,000
ILLINOIS TOOL WKS INC	COM	452308109	344	2,400	SH		OTR		0	2,400	0
ILLUMINA INC	COM	452327109	839	2,700	SH		OTR		0	2,700	0
INDEPENDENCE RLTY TR INC	COM	45378A106	558	51,735	SH		OTR		0	51,735	0
INFINERA CORPORATION	COM	45667G103	123	28,361	SH		OTR		0	28,361	0
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	7,349	9,100,000	PRN		OTR		0	0	9,100,000
INFLARX NV	COM	N44821101	567	15,000	SH		OTR		0	15,000	0
INFOSYS LTD	SPONSORED ADR	456788108	358	32,738	SH		OTR		0	32,738	0
ING GROEP N V	SPONSORED ADR	456837103	309	25,443	SH		OTR		0	25,443	0
INGERSOLL-RAND PLC	SHS	G47791101	987	9,142	SH		OTR		0	9,142	0
INGEVITY CORP	COM	45688C107	335	3,169	SH		OTR		0	3,169	0
INGREDION INC	COM	457187102	547	5,772	SH		OTR		0	5,772	0
INNOPHOS HOLDINGS INC	COM	45774N108	235	7,795	SH		OTR		0	7,795	0
INNOSPEC INC	COM	45768S105	204	2,445	SH		OTR		0	2,445	0
INNOVIVA INC	COM	45781M101	288	20,539	SH		OTR		0	20,539	0
INNOVIVA INC	NOTE 2.500% 8/1	45781MAB7	4,281	4,000,000	PRN		OTR		0	0	4,000,000
INSEEGO CORP	COM	45782B104	207	43,856	SH		OTR		0	43,856	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	1,989	1,971,000	PRN		OTR		0	0	1,971,000
INTEGER HLDGS CORP	COM	45826H109	228	3,023	SH		OTR		0	3,023	0
INTEL CORP	COM	458140100	5,791	107,842	SH		OTR		0	107,842	0
INTELSAT S A	COM	L5140P101	406	25,948	SH		OTR		0	25,948	0
INTER PARFUMS INC	COM	458334109	320	4,213	SH		OTR		0	4,213	0
INTERDIGITAL INC	COM	45867G101	313	4,751	SH		OTR		0	4,751	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	1,860	13,185	SH		OTR		0	13,185	0
INTERNATIONAL FLAVORS&FRAGRA	UNIT 09/15/2021	459506309	18,136	363,160	PRN		OTR		0	0	363,160
INTERNATIONAL MNY EXPRESS IN	COM	46005L101	5,952	510,489	SH		OTR		0	510,489	0
INTEVAC INC	COM	461148108	188	30,720	SH		OTR		0	30,720	0
INTREXON CORP	COM	46122T102	68	12,880	SH		OTR		0	12,880	0
INTREXON CORP	NOTE 3.500% 7/0	46122TAA0	1,381	2,320,000	PRN		OTR		0	0	2,320,000
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	347	21,964	SH		OTR		0	21,964	0
INVESTORS BANCORP INC NEW	COM	46146L101	187	15,759	SH		OTR		0	15,759	0
INVITATION HOMES INC	COM	46187W107	4,185	172,000	SH		OTR		0	172,000	0
IONIS PHARMACEUTICALS INC	COM	462222100	2,836	34,935	SH		OTR		0	34,935	0
IRSA INVERSIONES Y REP S A	GLOBL DEP RCPT	450047204	189	17,298	SH		OTR		0	17,298	0
ISHARES INC	MSCI BRAZIL ETF	464286400	3,792	92,500	SH		OTR		0	92,500	0
ISHARES INC	MSCI MEXICO ETF	464286822	349	8,000	SH		OTR		0	8,000	0
ISHARES INC	MSCI MEXICO ETF	464286822	4,359	100,000	SH	Put	OTR		0	100,000	0
ISHARES INC	MSCI MLY ETF NEW	46434G814	1,108	37,021	SH		OTR		0	37,021	0
ISHARES INC	MSCI TAIWAN ETF	46434G772	1,162	33,616	SH		OTR		0	33,616	0
ISHARES INC	MSCI THAILND ETF	464286624	530	6,000	SH		OTR		0	6,000	0
ISHARES TR	20 YR TR BD ETF	464287432	999	7,900	SH		OTR		0	7,900	0
ISHARES TR	IBOXX INV CP ETF	464287242	30,063	252,500	SH	Call	OTR		0	252,500	0
ISHARES TR	JPMORGAN USD EMG	464288281	33,018	300,000	SH	Put	OTR		0	300,000	0
ISHARES TR	MSCI CHINA ETF	46429B671	497	7,965	SH		OTR		0	7,965	0
ISHARES TR	MSCI EMG MKT ETF	464287234	2,345	54,641	SH		OTR		0	54,641	0
ISHARES TR	MSCI EMG MKT ETF	464287234	6,438	150,000	SH	Call	OTR		0	150,000	0
ISHARES TR	MSCI PHILIPS ETF	46429B408	1,544	45,016	SH		OTR		0	45,016	0
ISHARES TR	MSCI SAUDI ARBIA	46434V423	5,574	167,397	SH		OTR		0	167,397	0
ISHARES TR	PHLX SEMICND ETF	464287523	569	3,000	SH		OTR		0	3,000	0
ITAU UNIBANCO HLDG SA	SPON ADR REP PFD	465562106	120	13,571	SH		OTR		0	13,571	0
J2 GLOBAL INC	COM	48123V102	398	4,596	SH		OTR		0	4,596	0
JABIL INC	COM	466313103	406	15,258	SH		OTR		0	15,258	0
JACK IN THE BOX INC	COM	466367109	654	8,063	SH		OTR		0	8,063	0
JACOBS ENGR GROUP INC	COM	469814107	391	5,200	SH		OTR		0	5,200	0
JAZZ INVESTMENTS I LTD	NOTE 1.500% 8/1	472145AD3	14,568	14,895,000	PRN		OTR		0	0	14,895,000
JEFFERIES FINL GROUP INC	COM	47233W109	764	40,640	SH		OTR		0	40,640	0
JOHNSON CTLS INTL PLC	SHS	G51502105	526	14,249	SH		OTR		0	14,249	0
JPMORGAN CHASE & CO	COM	46625H100	3,408	33,664	SH		OTR		0	33,664	0
JUST ENERGY GROUP INC	COM	48213W101	106	31,242	SH		OTR		0	31,242	0
KALEIDO BIOSCIENCES INC	COM	483347100	165	11,412	SH		OTR		0	11,412	0
KALVISTA PHARMACEUTICALS INC	COM	483497103	304	10,620	SH		OTR		0	10,620	0
KB HOME	COM	48666K109	223	9,247	SH		OTR		0	9,247	0
KBL MERGER CORP IV	*W EXP 01/15/202	48242A112	22	200,000	SH		OTR		0	200,000	0
KBR INC	COM	48242W106	300	15,730	SH		OTR		0	15,730	0
KEARNY FINL CORP MD	COM	48716P108	202	15,697	SH		OTR		0	15,697	0
KELLY SVCS INC	CL A	488152208	204	9,235	SH		OTR		0	9,235	0
KEURIG DR PEPPER INC	COM	49271V100	814	29,100	SH		OTR		0	29,100	0
KINROSS GOLD CORP	COM	496902404	128	37,083	SH		OTR		0	37,083	0
KIRKLAND LAKE GOLD LTD	COM	49741E100	1,956	64,329	SH		OTR		0	64,329	0
KOHLS CORP	COM	500255104	583	8,478	SH		OTR		0	8,478	0
KORN FERRY	COM NEW	500643200	387	8,641	SH		OTR		0	8,641	0
KOSMOS ENERGY LTD	COM	500688106	318	51,088	SH		OTR		0	51,088	0
KRATON CORPORATION	COM	50077C106	206	6,415	SH		OTR		0	6,415	0
KRATOS DEFENSE & SEC SOLUTIO	COM NEW	50077B207	277	17,722	SH		OTR		0	17,722	0
KRYSTAL BIOTECH INC	COM	501147102	305	9,280	SH		OTR		0	9,280	0
KT CORP	SPONSORED ADR	48268K101	302	24,256	SH		OTR		0	24,256	0
L BRANDS INC	COM	501797104	297	10,758	SH		OTR		0	10,758	0
L3 TECHNOLOGIES INC	COM	502413107	1,711	8,289	SH		OTR		0	8,289	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	453	2,963	SH		OTR		0	2,963	0
LADDER CAP CORP	CL A	505743104	180	10,591	SH		OTR		0	10,591	0
LAM RESEARCH CORP	COM	512807108	913	5,100	SH		OTR		0	5,100	0
LAMB WESTON HLDGS INC	COM	513272104	1,745	23,287	SH		OTR		0	23,287	0
LANCASTER COLONY CORP	COM	513847103	611	3,900	SH		OTR		0	3,900	0
LANDSTAR SYS INC	COM	515098101	316	2,886	SH		OTR		0	2,886	0
LAREDO PETROLEUM INC	COM	516806106	65	20,902	SH		OTR		0	20,902	0
LATAM AIRLS GROUP S A	SPONSORED ADR	51817R106	167	15,817	SH		OTR		0	15,817	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	139	11,624	SH		OTR		0	11,624	0
LAZARD LTD	SHS A	G54050102	219	6,055	SH		OTR		0	6,055	0
LEAR CORP	COM NEW	521865204	473	3,486	SH		OTR		0	3,486	0
LEE ENTERPRISES INC	COM	523768109	324	98,190	SH		OTR		0	98,190	0
LEGACY ACQUISITION CORP	*W EXP 11/30/202	524643111	379	1,263,749	SH		OTR		0	1,263,749	0
LEGACY RESVS INC	COM	524706108	46	93,900	SH		OTR		0	93,900	0
LEISURE ACQUISITION CORP	*W EXP 12/05/201	52539T115	328	527,117	SH		OTR		0	527,117	0
LENNAR CORP	CL A	526057104	648	13,200	SH		OTR		0	13,200	0
LENNOX INTL INC	COM	526107107	288	1,091	SH		OTR		0	1,091	0
LEVI STRAUSS & CO NEW	CL A COM STK	52736R102	864	36,667	SH		OTR		0	36,667	0
LEXICON PHARMACEUTICALS INC	COM NEW	528872302	71	12,794	SH		OTR		0	12,794	0
LF CAP ACQUISITION CORP	*W EXP 06/22/202	50200K116	690	1,970,500	SH		OTR		0	1,970,500	0
LHC GROUP INC	COM	50187A107	277	2,500	SH		OTR		0	2,500	0
LIBBEY INC	COM	529898108	45	15,700	SH		OTR		0	15,700	0
LIFEVANTAGE CORP	COM NEW	53222K205	223	15,610	SH		OTR		0	15,610	0
LILLY ELI & CO	COM	532457108	6,004	46,268	SH		OTR		0	46,268	0
LINCOLN ELEC HLDGS INC	COM	533900106	322	3,844	SH		OTR		0	3,844	0
LINCOLN NATL CORP IND	COM	534187109	1,207	20,566	SH		OTR		0	20,566	0
LIVERAMP HLDGS INC	COM	53815P108	787	14,428	SH		OTR		0	14,428	0
LLOYDS BANKING GROUP PLC	SPONSORED ADR	539439109	383	119,336	SH		OTR		0	119,336	0
LOCKHEED MARTIN CORP	COM	539830109	6,993	23,297	SH		OTR		0	23,297	0
LOMA NEGRA CORP	SPONSORED ADS	54150E104	426	38,913	SH		OTR		0	38,913	0
LONESTAR RES US INC	CL A VTG	54240F103	79	19,600	SH		OTR		0	19,600	0
LPL FINL HLDGS INC	COM	50212V100	396	5,688	SH		OTR		0	5,688	0
LSC COMMUNICATIONS INC	COM	50218P107	142	21,699	SH		OTR		0	21,699	0
LSI INDS INC	COM	50216C108	48	18,100	SH		OTR		0	18,100	0
LULULEMON ATHLETICA INC	COM	550021109	594	3,627	SH		OTR		0	3,627	0
LUNA INNOVATIONS	COM	550351100	88	21,000	SH		OTR		0	21,000	0
LYFT INC	CL A COM	55087P104	4,045	51,667	SH		OTR		0	51,667	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	538	6,396	SH		OTR		0	6,396	0
MACKINAC FINL CORP	COM	554571109	231	14,680	SH		OTR		0	14,680	0
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	229	5,563	SH		OTR		0	5,563	0
MAGELLAN HEALTH INC	COM NEW	559079207	287	4,359	SH		OTR		0	4,359	0
MAGENTA THERAPEUTICS INC	COM	55910K108	494	30,000	SH		OTR		0	30,000	0
MAGNA INTL INC	COM	559222401	812	16,678	SH		OTR		0	16,678	0
MAGNOLIA OIL & GAS CORP	*W EXP 07/31/202	559663117	2,792	823,544	SH		OTR		0	823,544	0
MAGNOLIA OIL & GAS CORP	CL A	559663109	2,352	195,982	SH		OTR		0	195,982	0
MAIDEN HOLDINGS LTD	SHS	G5753U112	34	45,933	SH		OTR		0	45,933	0
MANCHESTER UTD PLC NEW	ORD CL A	G5784H106	284	14,785	SH		OTR		0	14,785	0
MANNING & NAPIER INC	CL A	56382Q102	122	58,000	SH		OTR		0	58,000	0
MANNKIND CORP	COM NEW	56400P706	38	19,090	SH		OTR		0	19,090	0
MANPOWERGROUP INC	COM	56418H100	276	3,340	SH		OTR		0	3,340	0
MANULIFE FINL CORP	COM	56501R106	992	58,642	SH		OTR		0	58,642	0
MARATHON OIL CORP	COM	565849106	1,475	88,259	SH		OTR		0	88,259	0
MARATHON PETE CORP	COM	56585A102	922	15,400	SH		OTR		0	15,400	0
MARCHEX INC	CL B	56624R108	222	46,860	SH		OTR		0	46,860	0
MARKER THERAPEUTICS INC	COM	57055L107	350	53,000	SH		OTR		0	53,000	0
MARKETAXESS HLDGS INC	COM	57060D108	2,789	11,334	SH		OTR		0	11,334	0
MARRIOTT VACTINS WORLDWID CO	COM	57164Y107	239	2,557	SH		OTR		0	2,557	0
MARSH & MCLENNAN COS INC	COM	571748102	472	5,031	SH		OTR		0	5,031	0
MASCO CORP	COM	574599106	1,133	28,824	SH		OTR		0	28,824	0
MASIMO CORP	COM	574795100	246	1,782	SH		OTR		0	1,782	0
MASTEC INC	COM	576323109	297	6,166	SH		OTR		0	6,166	0
MASTERCARD INC	CL A	57636Q104	1,730	7,347	SH		OTR		0	7,347	0
MATTEL INC	COM	577081102	481	36,963	SH		OTR		0	36,963	0
MAXAR TECHNOLOGIES INC	COM	57778K105	55	13,636	SH		OTR		0	13,636	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	1,443	27,138	SH		OTR		0	27,138	0
MAXIMUS INC	COM	577933104	642	9,042	SH		OTR		0	9,042	0
MCDERMOTT INTL INC	COM	580037703	152	20,479	SH		OTR		0	20,479	0
MCDONALDS CORP	COM	580135101	2,091	11,012	SH		OTR		0	11,012	0
MCKESSON CORP	COM	58155Q103	1,306	11,158	SH		OTR		0	11,158	0
MEDEQUITIES RLTY TR INC	COM	58409L306	196	17,600	SH		OTR		0	17,600	0
MEDICINES CO	COM	584688105	323	11,543	SH		OTR		0	11,543	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	437	520,000	PRN		OTR		0	0	520,000
MEDNAX INC	COM	58502B106	227	8,363	SH		OTR		0	8,363	0
MEDTRONIC PLC	SHS	G5960L103	273	2,999	SH		OTR		0	2,999	0
MEGALITH FINL ACQUISITION CO	*W EXP 08/26/202	58518F117	619	2,250,752	SH		OTR		0	2,250,752	0
MEGALITH FINL ACQUISITION CO	CL A COM	58518F109	134	13,410	SH		OTR		0	13,410	0
MEI PHARMA INC	COM NEW	55279B202	227	73,780	SH		OTR		0	73,780	0
MELLANOX TECHNOLOGIES LTD	SHS	M51363113	3,607	30,476	SH		OTR		0	30,476	0
MERCK & CO INC	COM	58933Y105	1,480	17,792	SH		OTR		0	17,792	0
MERCURY SYS INC	COM	589378108	461	7,200	SH		OTR		0	7,200	0
MERIDIAN BANCORP INC MD	COM	58958U103	268	17,098	SH		OTR		0	17,098	0
MERITAGE HOMES CORP	COM	59001A102	361	8,071	SH		OTR		0	8,071	0
METLIFE INC	COM	59156R108	2,048	48,103	SH		OTR		0	48,103	0
MFA FINL INC	COM	55272X102	118	16,270	SH		OTR		0	16,270	0
MGIC INVT CORP WIS	COM	552848103	597	45,279	SH		OTR		0	45,279	0
MICHAELS COS INC	COM	59408Q106	772	67,587	SH		OTR		0	67,587	0
MICROSTRATEGY INC	CL A NEW	594972408	351	2,430	SH		OTR		0	2,430	0
MID AMER APT CMNTYS INC	COM	59522J103	220	2,011	SH		OTR		0	2,011	0
MILLER HERMAN INC	COM	600544100	408	11,605	SH		OTR		0	11,605	0
MITSUBISHI UFJ FINL GROUP IN	SPONSORED ADS	606822104	90	18,184	SH		OTR		0	18,184	0
MOBILE TELESYSTEMS PJSC	SPONSORED ADR	607409109	76	10,000	SH		OTR		0	10,000	0
MODERN MEDIA ACQUISITION	*W EXP 05/17/202	60765P111	423	1,208,561	SH		OTR		0	1,208,561	0
MOELIS & CO	CL A	60786M105	443	10,637	SH		OTR		0	10,637	0
MOLINA HEALTHCARE INC	COM	60855R100	2,177	15,334	SH		OTR		0	15,334	0
MONGODB INC	CL A	60937P106	955	6,496	SH		OTR		0	6,496	0
MONOCLE ACQUISITION CORP	*W EXP 12/06/202	609754114	306	875,000	SH		OTR		0	875,000	0
MONOCLE ACQUISITION CORP	UNIT 99/99/9999	609754205	4,032	400,000	SH		OTR		0	400,000	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	404	7,411	SH		OTR		0	7,411	0
MOOG INC	CL A	615394202	475	5,464	SH		OTR		0	5,464	0
MORNINGSTAR INC	COM	617700109	615	4,883	SH		OTR		0	4,883	0
MOSAIC ACQUISITION CORP	*W EXP 10/23/202	61946M118	195	239,538	SH		OTR		0	239,538	0
MOSAIC ACQUISITION CORP	UNIT 99/99/9999	61946M209	10,127	981,300	SH		OTR		0	981,300	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	260	1,852	SH		OTR		0	1,852	0
MOVADO GROUP INC	COM	624580106	245	6,742	SH		OTR		0	6,742	0
MSA SAFETY INC	COM	553498106	242	2,336	SH		OTR		0	2,336	0
MSCI INC	COM	55354G100	1,785	8,978	SH		OTR		0	8,978	0
MTECH ACQUISITION CORP	COM CLASS A	55378W107	1,153	114,194	SH		OTR		0	114,194	0
MUDRICK CAP ACQUISITION CORP	*W EXP 02/12/202	624745113	1,399	2,743,382	SH		OTR		0	2,743,382	0
MYRIAD GENETICS INC	COM	62855J104	239	7,200	SH		OTR		0	7,200	0
NABORS INDUSTRIES LTD	6% PFD CNV SR A	G6359F129	1,350	49,651	PRN		OTR		0	0	49,651
NABORS INDUSTRIES LTD	SHS	G6359F103	223	64,906	SH		OTR		0	64,906	0
NANOMETRICS INC	COM	630077105	223	7,212	SH		OTR		0	7,212	0
NAVIENT CORPORATION	COM	63938C108	608	52,538	SH		OTR		0	52,538	0
NEBULA ACQUISITION CORP	*W EXP 03/12/202	629076118	101	126,700	SH		OTR		0	126,700	0
NEBULA ACQUISITION CORP	UNIT 03/12/2025	629076209	6,212	606,000	SH		OTR		0	606,000	0
NETAPP INC	COM	64110D104	780	11,242	SH		OTR		0	11,242	0
NEW AGE BEVERAGES CORP	COM	64157V108	286	54,350	SH		OTR		0	54,350	0
NEW GOLD INC CDA	COM	644535106	685	795,131	SH		OTR		0	795,131	0
NEW JERSEY RES	COM	646025106	208	4,172	SH		OTR		0	4,172	0
NEW MEDIA INVT GROUP INC	COM	64704V106	109	10,352	SH		OTR		0	10,352	0
NEW RELIC INC	COM	64829B100	309	3,128	SH		OTR		0	3,128	0
NEW RESIDENTIAL INVT CORP	COM NEW	64828T201	254	15,027	SH		OTR		0	15,027	0
NEW SR INVT GROUP INC	COM	648691103	289	53,000	SH		OTR		0	53,000	0
NEW YORK CMNTY BANCORP INC	COM	649445103	513	44,300	SH		OTR		0	44,300	0
NEWELL BRANDS INC	COM	651229106	750	48,911	SH		OTR		0	48,911	0
NEWMARK GROUP INC	CL A	65158N102	274	32,796	SH		OTR		0	32,796	0
NEWMARKET CORP	COM	651587107	477	1,101	SH		OTR		0	1,101	0
NEWMONT MNG CORP	COM	651639106	6,828	190,873	SH		OTR		0	190,873	0
NEXGEN ENERGY LTD	COM	65340P106	56	34,584	SH		OTR		0	34,584	0
NEXTERA ENERGY INC	UNIT 09/01/2019	65339F820	4,213	68,107	PRN		OTR		0	0	68,107
NICE LTD	SPONSORED ADR	653656108	688	5,616	SH		OTR		0	5,616	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	28,505	18,669,000	PRN		OTR		0	0	18,669,000
NII HLDGS INC	COM PAR	62913F508	158	80,740	SH		OTR		0	80,740	0
NIKE INC	CL B	654106103	1,120	13,301	SH		OTR		0	13,301	0
NOBLE CORP PLC	SHS USD	G65431101	166	57,778	SH		OTR		0	57,778	0
NORDSON CORP	COM	655663102	328	2,478	SH		OTR		0	2,478	0
NORFOLK SOUTHERN CORP	COM	655844108	1,526	8,165	SH		OTR		0	8,165	0
NORTHROP GRUMMAN CORP	COM	666807102	3,139	11,642	SH		OTR		0	11,642	0
NORTHWEST NAT HLDG CO	COM	66765N105	202	3,074	SH		OTR		0	3,074	0
NORTHWESTERN CORP	COM NEW	668074305	228	3,245	SH		OTR		0	3,245	0
NOVARTIS A G	SPONSORED ADR	66987V109	298	3,100	SH		OTR		0	3,100	0
NOVOCURE LTD	ORD SHS	G6674U108	347	7,207	SH		OTR		0	7,207	0
NRG ENERGY INC	COM NEW	629377508	1,073	25,269	SH		OTR		0	25,269	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	437	25,800	SH		OTR		0	25,800	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	13,149	13,240,000	PRN		OTR		0	0	13,240,000
NUCOR CORP	COM	670346105	829	14,211	SH		OTR		0	14,211	0
NUTANIX INC	CL A	67059N108	251	6,651	SH		OTR		0	6,651	0
NUTRIEN LTD	COM	67077M108	599	11,362	SH		OTR		0	11,362	0
NVR INC	COM	62944T105	235	85	SH		OTR		0	85	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	1,048	2,700	SH		OTR		0	2,700	0
OBSIDIAN ENERGY LTD	COM	674482104	33	120,200	SH		OTR		0	120,200	0
OCWEN FINL CORP	COM NEW	675746309	39	21,500	SH		OTR		0	21,500	0
OFFICE DEPOT INC	COM	676220106	216	59,622	SH		OTR		0	59,622	0
OFFICE PPTYS INCOME TR	COM SHS BEN INT	67623C109	236	8,556	SH		OTR		0	8,556	0
OKTA INC	CL A	679295105	3,559	43,017	SH		OTR		0	43,017	0
OLLIES BARGAIN OUTLT HLDGS I	COM	681116109	214	2,508	SH		OTR		0	2,508	0
ON SEMICONDUCTOR CORP	COM	682189105	376	18,293	SH		OTR		0	18,293	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	5,575	4,500,000	PRN		OTR		0	0	4,500,000
ONE MADISON CORP	*W EXP 99/99/999	G6772P126	770	669,746	SH		OTR		0	669,746	0
ONEMAIN HLDGS INC	COM	68268W103	205	6,449	SH		OTR		0	6,449	0
OPEN TEXT CORP	COM	683715106	536	13,937	SH		OTR		0	13,937	0
OPKO HEALTH INC	COM	68375N103	70	26,667	SH		OTR		0	26,667	0
OPKO HEALTH INC	NOTE 4.500% 2/1	68375NAD5	473	500,000	PRN		OTR		0	0	500,000
OPTIMIZERX CORP	COM NEW	68401U204	174	13,690	SH		OTR		0	13,690	0
ORACLE CORP	COM	68389X105	3,679	68,503	SH		OTR		0	68,503	0
ORANGE	SPONSORED ADR	684060106	175	10,756	SH		OTR		0	10,756	0
OSHKOSH CORP	COM	688239201	361	4,800	SH		OTR		0	4,800	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	16,879	16,604,000	PRN		OTR		0	0	16,604,000
OSIRIS THERAPEUTICS INC NEW	COM	68827R108	447	23,530	SH		OTR		0	23,530	0
OVERSTOCK COM INC DEL	COM	690370101	201	12,103	SH		OTR		0	12,103	0
OWENS ILL INC	COM NEW	690768403	820	43,221	SH		OTR		0	43,221	0
PACCAR INC	COM	693718108	237	3,471	SH		OTR		0	3,471	0
PACKAGING CORP AMER	COM	695156109	570	5,735	SH		OTR		0	5,735	0
PAMPA ENERGIA S A	SPONS ADR LVL I	697660207	1,171	42,490	SH		OTR		0	42,490	0
PANGAEA LOGISTICS SOLUTION L	SHS	G6891L105	38	12,319	SH		OTR		0	12,319	0
PARAMOUNT GROUP INC	COM	69924R108	496	34,947	SH		OTR		0	34,947	0
PARETEUM CORP	COM NEW	69946T207	481	105,760	SH		OTR		0	105,760	0
PARKER HANNIFIN CORP	COM	701094104	930	5,420	SH		OTR		0	5,420	0
PAYCHEX INC	COM	704326107	327	4,077	SH		OTR		0	4,077	0
PAYCOM SOFTWARE INC	COM	70432V102	2,516	13,304	SH		OTR		0	13,304	0
PAYPAL HLDGS INC	COM	70450Y103	288	2,776	SH		OTR		0	2,776	0
PCM INC	COM	69323K100	401	10,951	SH		OTR		0	10,951	0
PEABODY ENERGY CORP NEW	COM	704551100	259	9,129	SH		OTR		0	9,129	0
PEMBINA PIPELINE CORP	COM	706327103	1,408	38,294	SH		OTR		0	38,294	0
PENNANTPARK INVT CORP	COM	708062104	95	13,809	SH		OTR		0	13,809	0
PENNEY J C CORP INC	COM	708160106	352	236,051	SH		OTR		0	236,051	0
PENNSYLVANIA RL ESTATE INVT	SH BEN INT	709102107	185	29,352	SH		OTR		0	29,352	0
PENNYMAC MTG INVT TR	COM	70931T103	425	20,534	SH		OTR		0	20,534	0
PENSARE ACQUISITION CORP	*W EXP 07/27/202	70957E113	662	3,309,253	SH		OTR		0	3,309,253	0
PENSARE ACQUISITION CORP	COM	70957E105	3,301	322,074	SH		OTR		0	322,074	0
PENTAIR PLC	SHS	G7S00T104	349	7,851	SH		OTR		0	7,851	0
PEOPLES UTD FINL INC	COM	712704105	491	29,846	SH		OTR		0	29,846	0
PEPSICO INC	COM	713448108	12,613	102,919	SH		OTR		0	102,919	0
PERFORMANT FINL CORP	COM	71377E105	166	80,358	SH		OTR		0	80,358	0
PERKINELMER INC	COM	714046109	2,700	28,022	SH		OTR		0	28,022	0
PETROLEO BRASILEIRO SA PETRO	SP ADR NON VTG	71654V101	19,334	1,352,019	SH		OTR		0	1,352,019	0
PFIZER INC	COM	717081103	11,565	272,318	SH		OTR		0	272,318	0
PHILIP MORRIS INTL INC	COM	718172109	271	3,064	SH		OTR		0	3,064	0
PHILLIPS 66	COM	718546104	341	3,586	SH		OTR		0	3,586	0
PHOTRONICS INC	COM	719405102	118	12,465	SH		OTR		0	12,465	0
PINNACLE WEST CAP CORP	COM	723484101	471	4,929	SH		OTR		0	4,929	0
PITNEY BOWES INC	COM	724479100	1,341	195,131	SH		OTR		0	195,131	0
PIVOTAL ACQUISITION CORP	*W EXP 12/01/202	72583A119	43	100,000	SH		OTR		0	100,000	0
PIVOTAL ACQUISITION CORP	UNIT 12/01/2025	72583A200	4,076	400,000	SH		OTR		0	400,000	0
PIXELWORKS INC	COM NEW	72581M305	150	38,200	SH		OTR		0	38,200	0
PLAYAGS INC	COM	72814N104	383	16,000	SH		OTR		0	16,000	0
PNC FINL SVCS GROUP INC	COM	693475105	1,385	11,295	SH		OTR		0	11,295	0
POLYONE CORP	COM	73179P106	369	12,582	SH		OTR		0	12,582	0
PORTLAND GEN ELEC CO	COM NEW	736508847	228	4,407	SH		OTR		0	4,407	0
PPDAI GROUP INC	SPONSORED ADR	69354V108	273	72,172	SH		OTR		0	72,172	0
PPG INDS INC	COM	693506107	745	6,600	SH		OTR		0	6,600	0
PPL CORP	COM	69351T106	931	29,341	SH		OTR		0	29,341	0
PRECISION DRILLING CORP	COM 2010	74022D308	202	84,346	SH		OTR		0	84,346	0
PRETIUM RES INC	COM	74139C102	370	43,276	SH		OTR		0	43,276	0
PRICE T ROWE GROUP INC	COM	74144T108	1,001	10,000	SH		OTR		0	10,000	0
PRIORITY TECHNOLOGY HLDGS IN	COM	74275G107	2,582	389,380	SH		OTR		0	389,380	0
PROCTER AND GAMBLE CO	COM	742718109	277	2,663	SH		OTR		0	2,663	0
PROGRESS SOFTWARE CORP	COM	743312100	401	9,037	SH		OTR		0	9,037	0
PROTAGONIST THERAPEUTICS INC	COM	74366E102	269	21,380	SH		OTR		0	21,380	0
PRUDENTIAL FINL INC	COM	744320102	352	3,826	SH		OTR		0	3,826	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	613	10,322	SH		OTR		0	10,322	0
PURE ACQUISITION CORP	*W EXP 04/17/202	74621Q114	2,054	1,850,725	SH		OTR		0	1,850,725	0
PVH CORP	COM	693656100	331	2,711	SH		OTR		0	2,711	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	26,728	20,400,000	PRN		OTR		0	0	20,400,000
QEP RES INC	COM	74733V100	487	62,485	SH		OTR		0	62,485	0
QIAGEN NV	DEBT 1.000%11/1	N72482AT4	2,183	2,000,000	PRN		OTR		0	0	2,000,000
QORVO INC	COM	74736K101	273	3,800	SH		OTR		0	3,800	0
QUAD / GRAPHICS INC	COM CL A	747301109	194	16,332	SH		OTR		0	16,332	0
QUANTA SVCS INC	COM	74762E102	226	6,000	SH		OTR		0	6,000	0
QUDIAN INC	ADR	747798106	104	20,490	SH		OTR		0	20,490	0
QUINSTREET INC	COM	74874Q100	158	11,802	SH		OTR		0	11,802	0
RADIAN GROUP INC	COM	750236101	233	11,240	SH		OTR		0	11,240	0
RAFAEL HLDGS INC	COM CL B	75062E106	167	13,200	SH		OTR		0	13,200	0
RALPH LAUREN CORP	CL A	751212101	910	7,019	SH		OTR		0	7,019	0
RAMBUS INC DEL	COM	750917106	114	10,890	SH		OTR		0	10,890	0
RANGE RES CORP	COM	75281A109	221	19,700	SH		OTR		0	19,700	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	555	6,898	SH		OTR		0	6,898	0
RAYTHEON CO	COM NEW	755111507	9,445	51,873	SH		OTR		0	51,873	0
RBC BEARINGS INC	COM	75524B104	634	4,988	SH		OTR		0	4,988	0
READY CAP CORP	COM	75574U101	209	14,222	SH		OTR		0	14,222	0
REALNETWORKS INC	COM NEW	75605L708	83	26,531	SH		OTR		0	26,531	0
REALOGY HLDGS CORP	COM	75605Y106	852	74,775	SH		OTR		0	74,775	0
RED HAT INC	COM	756577102	4,181	22,886	SH		OTR		0	22,886	0
REGALWOOD GLOBAL ENERGY LTD	*W EXP 12/05/202	G74760128	439	452,558	SH		OTR		0	452,558	0
REGALWOOD GLOBAL ENERGY LTD	UNIT 99/99/9999	G74760110	4,136	400,000	SH		OTR		0	400,000	0
REGIONS FINL CORP NEW	COM	7591EP100	177	12,517	SH		OTR		0	12,517	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	289	2,033	SH		OTR		0	2,033	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	643	7,127	SH		OTR		0	7,127	0
RENEWABLE ENERGY GROUP INC	NOTE 4.000% 6/1	75972AAC7	21,055	9,923,000	PRN		OTR		0	0	9,923,000
REPUBLIC SVCS INC	COM	760759100	526	6,543	SH		OTR		0	6,543	0
RESMED INC	COM	761152107	678	6,518	SH		OTR		0	6,518	0
RESOLUTE FST PRODS INC	COM	76117W109	95	12,048	SH		OTR		0	12,048	0
RETAIL PPTYS AMER INC	CL A	76131V202	379	31,063	SH		OTR		0	31,063	0
RETAIL VALUE INC	COM	76133Q102	259	8,307	SH		OTR		0	8,307	0
REXFORD INDL RLTY INC	COM	76169C100	235	6,567	SH		OTR		0	6,567	0
RH	COM	74967X103	229	2,222	SH		OTR		0	2,222	0
RICEBRAN TECHNOLOGIES	COM NEW	762831204	85	22,900	SH		OTR		0	22,900	0
RICHARDSON ELECTRS LTD	COM	763165107	94	13,800	SH		OTR		0	13,800	0
RINGCENTRAL INC	CL A	76680R206	2,171	20,138	SH		OTR		0	20,138	0
RITE AID CORP	COM	767754104	68	106,794	SH		OTR		0	106,794	0
RMR GROUP INC	CL A	74967R106	212	3,475	SH		OTR		0	3,475	0
ROADRUNNER TRANSN SYS INC	COM	76973Q105	11	25,500	SH		OTR		0	25,500	0
ROAN RES INC	CL A COM	769755109	263	43,000	SH		OTR		0	43,000	0
ROBERT HALF INTL INC	COM	770323103	515	7,900	SH		OTR		0	7,900	0
ROGERS COMMUNICATIONS INC	CL B	775109200	761	14,141	SH		OTR		0	14,141	0
ROKU INC	COM CL A	77543R102	1,049	16,260	SH		OTR		0	16,260	0
ROLLINS INC	COM	775711104	516	12,388	SH		OTR		0	12,388	0
ROSS STORES INC	COM	778296103	940	10,094	SH		OTR		0	10,094	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	1,465	19,393	SH		OTR		0	19,393	0
RPC INC	COM	749660106	382	33,508	SH		OTR		0	33,508	0
RPM INTL INC	COM	749685103	298	5,140	SH		OTR		0	5,140	0
RUBICON PROJ INC	COM	78112V102	317	52,130	SH		OTR		0	52,130	0
RYDER SYS INC	COM	783549108	499	8,045	SH		OTR		0	8,045	0
S&P GLOBAL INC	COM	78409V104	1,684	7,997	SH		OTR		0	7,997	0
SABRA HEALTH CARE REIT INC	COM	78573L106	196	10,077	SH		OTR		0	10,077	0
SANDERSON FARMS INC	COM	800013104	238	1,808	SH		OTR		0	1,808	0
SANOFI	SPONSORED ADR	80105N105	246	5,558	SH		OTR		0	5,558	0
SAREPTA THERAPEUTICS INC	COM	803607100	1,984	16,647	SH		OTR		0	16,647	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	619	8,040	SH		OTR		0	8,040	0
SCIENTIFIC GAMES CORP	COM	80874P109	240	11,749	SH		OTR		0	11,749	0
SCORPIO TANKERS INC	SHS	Y7542C130	308	15,505	SH		OTR		0	15,505	0
SCRIPPS E W CO OHIO	CL A NEW	811054402	250	11,883	SH		OTR		0	11,883	0
SEAWORLD ENTMT INC	COM	81282V100	263	10,195	SH		OTR		0	10,195	0
SECURITY NATL FINL CORP	CL A NEW	814785309	52	11,055	SH		OTR		0	11,055	0
SEI INVESTMENTS CO	COM	784117103	445	8,510	SH		OTR		0	8,510	0
SELECT INTERIOR CONCEPTS INC	CL A	816120307	321	25,810	SH		OTR		0	25,810	0
SELECT SECTOR SPDR TR	COMMUNICATION	81369Y852	828	17,700	SH		OTR		0	17,700	0
SELECT SECTOR SPDR TR	ENERGY	81369Y506	7,576	114,586	SH		OTR		0	114,586	0
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	4,747	41,695	SH		OTR		0	41,695	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	3,260	58,108	SH		OTR		0	58,108	0
SELECT SECTOR SPDR TR	SBI HEALTHCARE	81369Y209	6,025	65,669	SH		OTR		0	65,669	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	336	5,770	SH		OTR		0	5,770	0
SELECT SECTOR SPDR TR	SBI MATERIALS	81369Y100	1,743	31,400	SH		OTR		0	31,400	0
SELECT SECTOR SPDR TR	TECHNOLOGY	81369Y803	414	5,601	SH		OTR		0	5,601	0
SELECTIVE INS GROUP INC	COM	816300107	388	6,124	SH		OTR		0	6,124	0
SEMGROUP CORP	CL A	81663A105	159	10,759	SH		OTR		0	10,759	0
SEMPRA ENERGY	6% PFD CONV A	816851406	434	4,106	PRN		OTR		0	0	4,106
SEMTECH CORP	COM	816850101	346	6,799	SH		OTR		0	6,799	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	261	22,192	SH		OTR		0	22,192	0
SENSUS HEATLHCARE INC	COM	81728J109	221	31,490	SH		OTR		0	31,490	0
SENTINEL ENERGY SVCS INC	*W EXP 11/02/202	81728P113	636	964,295	SH		OTR		0	964,295	0
SENTINEL ENERGY SVCS INC	CL A	81728P105	17,665	1,759,490	SH		OTR		0	1,759,490	0
SERVICENOW INC	COM	81762P102	5,671	23,007	SH		OTR		0	23,007	0
SESEN BIO INC	COM	817763105	129	125,000	SH		OTR		0	125,000	0
SEVERN BANCORP ANNAPOLIS MD	COM	81811M100	109	11,453	SH		OTR		0	11,453	0
SHERWIN WILLIAMS CO	COM	824348106	345	800	SH		OTR		0	800	0
SHIP FIN INTL LTD	NOTE 4.875% 5/0	824689AG8	1,585	1,600,000	PRN		OTR		0	0	1,600,000
SHIP FINANCE INTERNATIONAL L	SHS	G81075106	151	12,217	SH		OTR		0	12,217	0
SHOCKWAVE MED INC	COM	82489T104	446	13,320	SH		OTR		0	13,320	0
SHOE CARNIVAL INC	COM	824889109	638	18,754	SH		OTR		0	18,754	0
SHUTTERFLY INC	COM	82568P304	314	7,735	SH		OTR		0	7,735	0
SIBANYE STILLWATER	SPONSORED ADR	825724206	76	18,370	SH		OTR		0	18,370	0
SIGA TECHNOLOGIES INC	COM	826917106	69	11,500	SH		OTR		0	11,500	0
SILICON LABORATORIES INC	COM	826919102	249	3,075	SH		OTR		0	3,075	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	470	12,208	SH		OTR		0	12,208	0
SIRIUS XM HLDGS INC	COM	82968B103	139	24,559	SH		OTR		0	24,559	0
SKYWORKS SOLUTIONS INC	COM	83088M102	809	9,803	SH		OTR		0	9,803	0
SL GREEN RLTY CORP	COM	78440X101	279	3,100	SH		OTR		0	3,100	0
SM ENERGY CO	COM	78454L100	706	40,380	SH		OTR		0	40,380	0
SMITH & NEPHEW PLC	SPDN ADR NEW	83175M205	433	10,796	SH		OTR		0	10,796	0
SMITH A O CORP	COM	831865209	647	12,138	SH		OTR		0	12,138	0
SMTC CORP	COM NEW	832682207	91	24,100	SH		OTR		0	24,100	0
SMUCKER J M CO	COM NEW	832696405	794	6,814	SH		OTR		0	6,814	0
SNAP INC	CL A	83304A106	1,421	128,916	SH		OTR		0	128,916	0
SOCIAL CAP HEDOSOPHIA HLDGS	*W EXP 09/14/202	G8250R129	372	465,400	SH		OTR		0	465,400	0
SOHU COM LTD	SPONSORED ADS	83410S108	206	12,438	SH		OTR		0	12,438	0
SOLAR CAP LTD	COM	83413U100	417	20,006	SH		OTR		0	20,006	0
SOTHEBYS	COM	835898107	227	6,004	SH		OTR		0	6,004	0
SOUTHWEST AIRLS CO	COM	844741108	690	13,300	SH		OTR		0	13,300	0
SOUTHWEST GAS HOLDINGS INC	COM	844895102	885	10,753	SH		OTR		0	10,753	0
SOUTHWESTERN ENERGY CO	COM	845467109	276	58,921	SH		OTR		0	58,921	0
SPARTAN ENERGY ACQUISITON CO	*W EXP 08/27/202	846784122	367	333,333	SH		OTR		0	333,333	0
SPARTAN ENERGY ACQUISITON CO	UNIT 99/99/9999	846784114	11,575	1,146,051	SH		OTR		0	1,146,051	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	6,469	22,900	SH		OTR		0	22,900	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	4,237	15,000	SH	Call	OTR		0	15,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	4,943	17,500	SH	Put	OTR		0	17,500	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	542	5,922	SH		OTR		0	5,922	0
SPIRIT MTA REIT	COM SHS BEN IN	84861U105	110	17,000	SH		OTR		0	17,000	0
SPLUNK INC	COM	848637104	687	5,514	SH		OTR		0	5,514	0
SPOTIFY TECHNOLOGY S A	SHS	L8681T102	2,360	17,000	SH		OTR		0	17,000	0
SPRINT CORPORATION	COM	85207U105	1,588	281,039	SH		OTR		0	281,039	0
STANDARD DIVERSIFIED INC	COM CL A	85336L109	209	10,900	SH		OTR		0	10,900	0
STARBUCKS CORP	COM	855244109	609	8,186	SH		OTR		0	8,186	0
STARTEK INC	COM	85569C107	143	18,100	SH		OTR		0	18,100	0
STEEL CONNECT INC	COM	858098106	86	42,902	SH		OTR		0	42,902	0
STEPAN CO	COM	858586100	317	3,627	SH		OTR		0	3,627	0
STERICYCLE INC	COM	858912108	370	6,800	SH		OTR		0	6,800	0
STERIS PLC	SHS USD	G8473T100	3,826	29,884	SH		OTR		0	29,884	0
STERLING BANCORP DEL	COM	85917A100	466	25,001	SH		OTR		0	25,001	0
STITCH FIX INC	COM CL A	860897107	1,539	54,530	SH		OTR		0	54,530	0
STONECO LTD	COM CL A	G85158106	282	6,848	SH		OTR		0	6,848	0
STORE CAP CORP	COM	862121100	796	23,750	SH		OTR		0	23,750	0
STRONGBRIDGE BIOPHARMA PLC	SHS USD	G85347105	200	40,240	SH		OTR		0	40,240	0
STRYKER CORP	COM	863667101	712	3,603	SH		OTR		0	3,603	0
STURM RUGER & CO INC	COM	864159108	206	3,877	SH		OTR		0	3,877	0
SUN CMNTYS INC	COM	866674104	3,396	28,653	SH		OTR		0	28,653	0
SUN LIFE FINL INC	COM	866796105	861	22,406	SH		OTR		0	22,406	0
SUNCOR ENERGY INC NEW	COM	867224107	1,771	54,601	SH		OTR		0	54,601	0
SUNPOWER CORP	COM	867652406	138	21,143	SH		OTR		0	21,143	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	199	13,786	SH		OTR		0	13,786	0
SUNTRUST BKS INC	COM	867914103	901	15,215	SH		OTR		0	15,215	0
SUPERIOR ENERGY SVCS INC	COM	868157108	208	44,446	SH		OTR		0	44,446	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	507	14,460	SH		OTR		0	14,460	0
SVB FINL GROUP	COM	78486Q101	245	1,100	SH		OTR		0	1,100	0
SWITCH INC	CL A	87105L104	259	25,116	SH		OTR		0	25,116	0
SYNCHRONOSS TECHNOLOGIES INC	COM	87157B103	276	45,470	SH		OTR		0	45,470	0
SYNOVUS FINL CORP	COM NEW	87161C501	311	9,054	SH		OTR		0	9,054	0
SYSCO CORP	COM	871829107	2,520	37,746	SH		OTR		0	37,746	0
T MOBILE US INC	COM	872590104	280	4,046	SH		OTR		0	4,046	0
TABLEAU SOFTWARE INC	CL A	87336U105	561	4,411	SH		OTR		0	4,411	0
TAILORED BRANDS INC	COM	87403A107	79	10,048	SH		OTR		0	10,048	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	263	6,428	SH		OTR		0	6,428	0
TANDEM DIABETES CARE INC	COM NEW	875372203	396	6,230	SH		OTR		0	6,230	0
TCR2 THERAPEUTICS INC	COM	87808K106	458	26,255	SH		OTR		0	26,255	0
TD AMERITRADE HLDG CORP	COM	87236Y108	270	5,408	SH		OTR		0	5,408	0
TE CONNECTIVITY LTD	REG SHS	H84989104	212	2,630	SH		OTR		0	2,630	0
TECH DATA CORP	COM	878237106	421	4,107	SH		OTR		0	4,107	0
TECK RESOURCES LTD	CL B	878742204	868	37,426	SH		OTR		0	37,426	0
TECOGEN INC NEW	COM NEW	87876P201	82	20,482	SH		OTR		0	20,482	0
TEEKAY CORPORATION	COM	Y8564W103	120	30,736	SH		OTR		0	30,736	0
TEGNA INC	COM	87901J105	331	23,464	SH		OTR		0	23,464	0
TELADOC HEALTH INC	COM	87918A105	222	4,000	SH		OTR		0	4,000	0
TELECOM ARGENTINA S A	SPON ADR REP B	879273209	913	62,500	SH		OTR		0	62,500	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	3,427	14,458	SH		OTR		0	14,458	0
TELEFONICA BRASIL SA	SPONSORED ADR	87936R106	363	30,051	SH		OTR		0	30,051	0
TELEFONICA S A	SPONSORED ADR	879382208	240	28,690	SH		OTR		0	28,690	0
TENZING ACQUISITION CORP	*W EXP 02/23/202	G8708A108	97	604,500	SH		OTR		0	604,500	0
TERNIUM SA	SPONSORED ADS	880890108	332	12,197	SH		OTR		0	12,197	0
TERRAFORM PWR INC	COM CL A	88104R209	352	25,623	SH		OTR		0	25,623	0
TESLA INC	COM	88160R101	214	764	SH		OTR		0	764	0
TETRA TECHNOLOGIES INC DEL	COM	88162F105	24	10,362	SH		OTR		0	10,362	0
TEXAS INSTRS INC	COM	882508104	3,612	34,056	SH		OTR		0	34,056	0
TEXAS ROADHOUSE INC	COM	882681109	757	12,175	SH		OTR		0	12,175	0
TEXTAINER GROUP HOLDINGS LTD	SHS	G8766E109	113	11,689	SH		OTR		0	11,689	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	462	10,800	SH		OTR		0	10,800	0
THE TRADE DESK INC	COM CL A	88339J105	521	2,630	SH		OTR		0	2,630	0
THESTREET INC	COM	88368Q103	111	47,600	SH		OTR		0	47,600	0
THIRD PT REINS LTD	COM	G8827U100	106	10,200	SH		OTR		0	10,200	0
THL CREDIT INC	COM	872438106	66	10,015	SH		OTR		0	10,015	0
TIBERIUS ACQUISITION CORP	*W EXP 02/28/202	88633A115	514	1,118,296	SH		OTR		0	1,118,296	0
TIFFANY & CO NEW	COM	886547108	8,536	80,869	SH		OTR		0	80,869	0
TILLYS INC	CL A	886885102	132	11,894	SH		OTR		0	11,894	0
TITAN INTL INC ILL	COM	88830M102	174	29,110	SH		OTR		0	29,110	0
TJX COS INC NEW	COM	872540109	1,475	27,724	SH		OTR		0	27,724	0
TOLL BROTHERS INC	COM	889478103	644	17,792	SH		OTR		0	17,792	0
TORONTO DOMINION BK ONT	COM NEW	891160509	1,767	32,517	SH		OTR		0	32,517	0
TORTOISE ACQUISITION CORP	UNIT 03/04/2024	89154L209	4,995	500,000	SH		OTR		0	500,000	0
TOTAL S A	SPONSORED ADS	89151E109	260	4,676	SH		OTR		0	4,676	0
TOTAL SYS SVCS INC	COM	891906109	1,377	14,495	SH		OTR		0	14,495	0
TOWNSQUARE MEDIA INC	CL A	892231101	105	18,300	SH		OTR		0	18,300	0
TPG PACE HLDGS CORP	*W EXP 06/27/202	G89827110	796	556,639	SH		OTR		0	556,639	0
TPG PACE HLDGS CORP	CL A	G89827128	6,764	662,500	SH		OTR		0	662,500	0
TPG PACE HLDGS CORP	UNIT 99/99/9999	G89827102	2,773	257,757	SH		OTR		0	257,757	0
TRANSCAT INC	COM	893529107	237	10,320	SH		OTR		0	10,320	0
TRANSENTERIX INC	COM NEW	89366M201	44	18,626	SH		OTR		0	18,626	0
TRANSPORTADORA DE GAS SUR	SPONSORED ADS B	893870204	540	41,000	SH		OTR		0	41,000	0
TRAVELERS COMPANIES INC	COM	89417E109	996	7,260	SH		OTR		0	7,260	0
TRI POINTE GROUP INC	COM	87265H109	141	11,123	SH		OTR		0	11,123	0
TRIBUNE MEDIA CO	CL A	896047503	696	15,089	SH		OTR		0	15,089	0
TRIDENT ACQUISITIONS CORP	*W EXP 05/09/202	89615T114	23	151,000	SH		OTR		0	151,000	0
TRILOGY METALS INC NEW	COM	89621C105	25	10,000	SH		OTR		0	10,000	0
TRINE ACQUISITION CORP	UNIT 03/31/2021	89628U207	5,010	500,000	SH		OTR		0	500,000	0
TRINITY INDS INC	COM	896522109	246	11,314	SH		OTR		0	11,314	0
TRINITY MERGER CORP	*W EXP 05/11/202	89653L114	1,498	5,165,080	SH		OTR		0	5,165,080	0
TRIUMPH GROUP INC NEW	COM	896818101	403	21,161	SH		OTR		0	21,161	0
TRONOX HOLDINGS PLC	SHS	G9087Q102	240	18,253	SH		OTR		0	18,253	0
TUPPERWARE BRANDS CORP	COM	899896104	506	19,770	SH		OTR		0	19,770	0
TURQUOISE HILL RES LTD	COM	900435108	171	103,231	SH		OTR		0	103,231	0
TUSCAN HOLDINGS CORP	*W EXP 04/01/202	90069K112	376	579,000	SH		OTR		0	579,000	0
TUSCAN HOLDINGS CORP	UNIT 99/99/9999	90069K203	7,925	760,000	SH		OTR		0	760,000	0
TWILIO INC	CL A	90138F102	5,076	39,295	SH		OTR		0	39,295	0
TWO HBRS INVT CORP	COM NEW	90187B408	974	72,000	SH		OTR		0	72,000	0
TYLER TECHNOLOGIES INC	COM	902252105	538	2,633	SH		OTR		0	2,633	0
UDR INC	COM	902653104	1,115	24,528	SH		OTR		0	24,528	0
ULTA BEAUTY INC	COM	90384S303	570	1,634	SH		OTR		0	1,634	0
ULTIMATE SOFTWARE GROUP INC	COM	90385D107	3,125	9,467	SH		OTR		0	9,467	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	480	6,914	SH		OTR		0	6,914	0
ULTRALIFE CORP	COM	903899102	163	15,900	SH		OTR		0	15,900	0
ULTRAPAR PARTICIPACOES S A	SP ADR REP COM	90400P101	218	18,284	SH		OTR		0	18,284	0
UNIFIRST CORP MASS	COM	904708104	664	4,327	SH		OTR		0	4,327	0
UNION PACIFIC CORP	COM	907818108	9,479	56,691	SH		OTR		0	56,691	0
UNITED CONTL HLDGS INC	COM	910047109	505	6,325	SH		OTR		0	6,325	0
UNITED MICROELECTRONICS CORP	SPON ADR NEW	910873405	52	27,527	SH		OTR		0	27,527	0
UNITI GROUP INC	COM	91325V108	906	80,935	SH		OTR		0	80,935	0
UNIVERSAL DISPLAY CORP	COM	91347P105	301	1,966	SH		OTR		0	1,966	0
UNIVERSAL TECHNICAL INST INC	COM	913915104	70	20,400	SH		OTR		0	20,400	0
UNUM GROUP	COM	91529Y106	910	26,904	SH		OTR		0	26,904	0
URBAN EDGE PPTYS	COM	91704F104	278	14,630	SH		OTR		0	14,630	0
US BANCORP DEL	COM NEW	902973304	238	4,945	SH		OTR		0	4,945	0
V F CORP	COM	918204108	1,026	11,803	SH		OTR		0	11,803	0
VAALCO ENERGY INC	COM NEW	91851C201	111	49,600	SH		OTR		0	49,600	0
VANECK VECTORS ETF TR	GOLD MINERS ETF	92189F106	1,268	56,541	SH		OTR		0	56,541	0
VANECK VECTORS ETF TR	OIL SVCS ETF	92189F718	1,701	98,716	SH		OTR		0	98,716	0
VANECK VECTORS ETF TR	SEMICONDUCTOR ET	92189F676	1,329	12,500	SH	Put	OTR		0	12,500	0
VANTAGE ENERGY ACQUISITION	*W EXP 04/12/202	92211L113	489	2,125,169	SH		OTR		0	2,125,169	0
VANTAGE ENERGY ACQUISITION	COM CL A	92211L105	2,044	199,998	SH		OTR		0	199,998	0
VARIAN MED SYS INC	COM	92220P105	401	2,828	SH		OTR		0	2,828	0
VECTOIQ ACQUISITION CORP	*W EXP 05/11/202	92243N111	1,243	2,761,696	SH		OTR		0	2,761,696	0
VECTOR GROUP LTD	COM	92240M108	343	31,833	SH		OTR		0	31,833	0
VENTAS INC	COM	92276F100	574	8,996	SH		OTR		0	8,996	0
VEON LTD	SPONSORED ADR	91822M106	81	38,808	SH		OTR		0	38,808	0
VERASTEM INC	COM	92337C104	82	27,784	SH		OTR		0	27,784	0
VERINT SYS INC	COM	92343X100	544	9,095	SH		OTR		0	9,095	0
VERISIGN INC	COM	92343E102	1,407	7,749	SH		OTR		0	7,749	0
VERRA MOBILITY CORP	COM	92511U102	6,646	558,486	SH		OTR		0	558,486	0
VIASAT INC	COM	92552V100	217	2,800	SH		OTR		0	2,800	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	28,721	25,504,000	PRN		OTR		0	0	25,504,000
VICI PPTYS INC	COM	925652109	2,785	127,271	SH		OTR		0	127,271	0
VIEWRAY INC	COM	92672L107	190	25,643	SH		OTR		0	25,643	0
VISA INC	COM CL A	92826C839	353	2,261	SH		OTR		0	2,261	0
VISTA OUTDOOR INC	COM	928377100	100	12,477	SH		OTR		0	12,477	0
VISTEON CORP	COM NEW	92839U206	878	13,043	SH		OTR		0	13,043	0
VODAFONE GROUP PLC NEW	SPONSORED ADR	92857W308	183	10,091	SH		OTR		0	10,091	0
VOLITIONRX LTD	COM	928661107	81	24,772	SH		OTR		0	24,772	0
VORNADO RLTY TR	SH BEN INT	929042109	285	4,231	SH		OTR		0	4,231	0
VOXX INTL CORP	CL A	91829F104	94	20,400	SH		OTR		0	20,400	0
VOYA FINL INC	COM	929089100	315	6,300	SH		OTR		0	6,300	0
W P CAREY INC	COM	92936U109	246	3,135	SH		OTR		0	3,135	0
WABCO HLDGS INC	COM	92927K102	2,294	17,403	SH		OTR		0	17,403	0
WADDELL & REED FINL INC	CL A	930059100	216	12,510	SH		OTR		0	12,510	0
WAITR HLDGS INC	COM	930752100	1,303	106,039	SH		OTR		0	106,039	0
WALMART INC	COM	931142103	4,836	49,586	SH		OTR		0	49,586	0
WARRIOR MET COAL INC	COM	93627C101	304	9,990	SH		OTR		0	9,990	0
WASHINGTON PRIME GROUP NEW	COM	93964W108	226	39,922	SH		OTR		0	39,922	0
WASTE CONNECTIONS INC	COM	94106B101	397	4,480	SH		OTR		0	4,480	0
WASTE MGMT INC DEL	COM	94106L109	2,478	23,851	SH		OTR		0	23,851	0
WATERS CORP	COM	941848103	1,515	6,020	SH		OTR		0	6,020	0
WEATHERFORD INTL PLC	ORD SHS	G48833100	23	32,400	SH		OTR		0	32,400	0
WEC ENERGY GROUP INC	COM	92939U106	1,376	17,400	SH		OTR		0	17,400	0
WELBILT INC	COM	949090104	1,109	67,679	SH		OTR		0	67,679	0
WELLCARE HEALTH PLANS INC	COM	94946T106	869	3,221	SH		OTR		0	3,221	0
WELLS FARGO CO NEW	COM	949746101	11,099	229,698	SH		OTR		0	229,698	0
WESCO AIRCRAFT HLDGS INC	COM	950814103	107	12,200	SH		OTR		0	12,200	0
WESCO INTL INC	COM	95082P105	316	5,960	SH		OTR		0	5,960	0
WESTERN DIGITAL CORP	COM	958102105	308	6,411	SH		OTR		0	6,411	0
WESTERN UN CO	COM	959802109	659	35,693	SH		OTR		0	35,693	0
WEX INC	COM	96208T104	563	2,932	SH		OTR		0	2,932	0
WHEATON PRECIOUS METALS CORP	COM	962879102	719	30,166	SH		OTR		0	30,166	0
WHITING PETE CORP NEW	COM NEW	966387409	514	19,676	SH		OTR		0	19,676	0
WILLIAMS SONOMA INC	COM	969904101	1,038	18,453	SH		OTR		0	18,453	0
WILLSCOT CORP	COM	971375126	5,004	451,173	SH		OTR		0	451,173	0
WOLVERINE WORLD WIDE INC	COM	978097103	202	5,647	SH		OTR		0	5,647	0
WORKDAY INC	CL A	98138H101	3,317	17,200	SH		OTR		0	17,200	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	4,311	3,049,000	PRN		OTR		0	0	3,049,000
WORLDPAY INC	CL A	981558109	1,057	9,316	SH		OTR		0	9,316	0
WPP PLC NEW	ADR	92937A102	322	6,094	SH		OTR		0	6,094	0
WRAP TECHNOLOGIES INC	COM	98212N107	132	18,550	SH		OTR		0	18,550	0
WRIGHT MED GROUP N V	NOTE 2.250%11/1	98236JAB4	8,541	5,515,000	PRN		OTR		0	0	5,515,000
WRIGHT MED GROUP N V	ORD SHS	N96617118	333	10,600	SH		OTR		0	10,600	0
WYNDHAM DESTINATIONS INC	COM	98310W108	491	12,128	SH		OTR		0	12,128	0
XBIOTECH INC	COM	98400H102	303	27,500	SH		OTR		0	27,500	0
XEROX CORP	COM NEW	984121608	669	20,920	SH		OTR		0	20,920	0
XILINX INC	COM	983919101	1,267	9,991	SH		OTR		0	9,991	0
YAMANA GOLD INC	COM	98462Y100	124	47,626	SH		OTR		0	47,626	0
YEXT INC	COM	98585N106	533	24,400	SH		OTR		0	24,400	0
YOUNGEVITY INTL INC	COM NEW	987537206	111	19,400	SH		OTR		0	19,400	0
YPF SOCIEDAD ANONIMA	SPON ADR CL D	984245100	1,501	107,132	SH		OTR		0	107,132	0
YUM BRANDS INC	COM	988498101	1,048	10,501	SH		OTR		0	10,501	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	2,844	13,571	SH		OTR		0	13,571	0
ZENDESK INC	COM	98936J101	2,359	27,757	SH		OTR		0	27,757	0
ZIONS BANCORPORATION N A	COM	989701107	1,045	23,013	SH		OTR		0	23,013	0
ZIOPHARM ONCOLOGY INC	COM	98973P101	91	23,558	SH		OTR		0	23,558	0
ZSCALER INC	COM	98980G102	892	12,570	SH		OTR		0	12,570	0
ZUORA INC	COM CL A	98983V106	693	34,600	SH		OTR		0	34,600	0
ZYNGA INC	CL A	98986T108	55	10,286	SH		OTR		0	10,286	0