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
ACAMAR PARTNERS ACQSITION CO	UNIT 12/30/2025	004285201	4,995	500,000	SH		OTR		0	500,000	0
ACCELERATE DIAGNOSTICS INC	NOTE 2.500% 3/1	00430HAB8	1,342	1,500,000	PRN		OTR		0	0	1,500,000
ACTIVISION BLIZZARD INC	COM	00507V109	384	8,132	SH		OTR		0	8,132	0
ADAPTIVE BIOTECHNOLOGIES COR	COM	00650F109	1,208	25,000	SH		OTR		0	25,000	0
ADOBE INC	COM	00724F101	755	2,561	SH		OTR		0	2,561	0
ADVANCED DISP SVCS INC DEL	COM	00790X101	1,114	34,918	SH		OTR		0	34,918	0
ADVANCED MICRO DEVICES INC	COM	007903107	1,079	35,533	SH		OTR		0	35,533	0
AES CORP	COM	00130H105	181	10,802	SH		OTR		0	10,802	0
AGNICO EAGLE MINES LTD	COM	008474108	517	10,081	SH		OTR		0	10,081	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	6,723	6,610,000	PRN		OTR		0	0	6,610,000
AKERO THERAPEUTICS INC	COM	00973Y108	326	17,000	SH		OTR		0	17,000	0
ALAMOS GOLD INC NEW	COM CL A	011532108	707	116,857	SH		OTR		0	116,857	0
ALECTOR INC	COM	014442107	363	19,095	SH		OTR		0	19,095	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	2,169	15,374	SH		OTR		0	15,374	0
ALLEGRO MERGER CORP	*W EXP 01/06/202	01749N111	270	930,140	SH		OTR		0	930,140	0
ALLERGAN PLC	SHS	G0177J108	2,379	14,211	SH		OTR		0	14,211	0
ALTAIR ENGR INC	NOTE 0.250% 6/0	021369AA1	1,087	1,000,000	PRN		OTR		0	0	1,000,000
ALTRIA GROUP INC	COM	02209S103	362	7,650	SH		OTR		0	7,650	0
AMAZON COM INC	COM	023135106	5,599	2,957	SH		OTR		0	2,957	0
AMERICAN EXPRESS CO	COM	025816109	595	4,824	SH		OTR		0	4,824	0
AMERICAN OUTDOOR BRANDS CORP	COM	02874P103	124	13,809	SH		OTR		0	13,809	0
AMERICOLD RLTY TR	COM	03064D108	347	10,700	SH		OTR		0	10,700	0
AMERISOURCEBERGEN CORP	COM	03073E105	4,689	55,000	SH	Call	OTR		0	55,000	0
AMERISOURCEBERGEN CORP	COM	03073E105	246	2,883	SH		OTR		0	2,883	0
ANADARKO PETE CORP	COM	032511107	3,141	44,517	SH		OTR		0	44,517	0
ANGI HOMESERVICES INC	COM CL A	00183L102	229	17,627	SH		OTR		0	17,627	0
APOLLO COML REAL EST FIN INC	NOTE 5.375%10/1	03762UAC9	816	816,000	PRN		OTR		0	0	816,000
APPLE INC	COM	037833100	554	2,800	SH		OTR		0	2,800	0
APPLIED MATLS INC	COM	038222105	458	10,205	SH		OTR		0	10,205	0
AQUA AMERICA INC	UNIT 04/30/2022	03836W202	53,774	943,743	PRN		OTR		0	0	943,743
ARCONIC INC	COM	03965L100	395	15,303	SH		OTR		0	15,303	0
ARES CAP CORP	COM	04010L103	341	18,997	SH		OTR		0	18,997	0
ARROW ELECTRS INC	COM	042735100	240	3,364	SH		OTR		0	3,364	0
ARYA SCIENCES ACQUISITION CO	UNIT 10/04/2023	G3165V117	6,425	601,000	SH		OTR		0	601,000	0
ASPEN TECHNOLOGY INC	COM	045327103	290	2,334	SH		OTR		0	2,334	0
ASSERTIO THERAPEUTICS INC	NOTE 2.500% 9/0	249908AA2	2,179	3,000,000	PRN		OTR		0	0	3,000,000
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	13,220	12,840,000	PRN		OTR		0	0	12,840,000
AUTODESK INC	COM	052769106	1,265	7,763	SH		OTR		0	7,763	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	215	1,300	SH		OTR		0	1,300	0
AUTONATION INC	COM	05329W102	286	6,831	SH		OTR		0	6,831	0
AVALARA INC	COM	05338G106	283	3,925	SH		OTR		0	3,925	0
AVANTOR INC	6.25 PFD CNV SR	05352A209	9,061	137,020	PRN		OTR		0	0	137,020
AVNET INC	COM	053807103	651	14,387	SH		OTR		0	14,387	0
AVON PRODS INC	COM	054303102	2,111	544,038	SH		OTR		0	544,038	0
B2GOLD CORP	COM	11777Q209	34	11,375	SH		OTR		0	11,375	0
BAIDU INC	SPON ADR REP A	056752108	645	5,495	SH		OTR		0	5,495	0
BANK AMER CORP	COM	060505104	590	20,349	SH		OTR		0	20,349	0
BAOZUN INC	SPONSORED ADR	06684L103	1,154	23,143	SH		OTR		0	23,143	0
BARRICK GOLD CORPORATION	COM	067901108	407	25,795	SH		OTR		0	25,795	0
BHP GROUP PLC	SPONSORED ADR	05545E209	3,044	59,557	SH		OTR		0	59,557	0
BICYCLE THERAPEUTICS PLC	SPONSORED ADS	088786108	704	70,000	SH		OTR		0	70,000	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	327	3,815	SH		OTR		0	3,815	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	4,121	3,957,000	PRN		OTR		0	0	3,957,000
BLOCK H & R INC	COM	093671105	427	14,580	SH		OTR		0	14,580	0
BOEING CO	COM	097023105	445	1,223	SH		OTR		0	1,223	0
BOOKING HLDGS INC	COM	09857L108	1,061	566	SH		OTR		0	566	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	242	3,656	SH		OTR		0	3,656	0
BOXWOOD MERGER CORP	*W EXP 11/26/202	10319T119	2,109	3,400,885	SH		OTR		0	3,400,885	0
BOXWOOD MERGER CORP	UNIT 11/26/2025	10319T200	5,616	545,270	SH		OTR		0	545,270	0
BRIDGEBIO PHARMA INC	COM	10806X102	936	34,697	SH		OTR		0	34,697	0
BRIGGS & STRATTON CORP	COM	109043109	104	10,143	SH		OTR		0	10,143	0
BROADCOM INC	COM	11135F101	695	2,413	SH		OTR		0	2,413	0
BROOKFIELD PROPERTY REIT INC	CL A	11282X103	604	32,000	SH		OTR		0	32,000	0
BROWN FORMAN CORP	CL B	115637209	305	5,500	SH		OTR		0	5,500	0
BURLINGTON STORES INC	COM	122017106	337	1,978	SH		OTR		0	1,978	0
CABOT OIL & GAS CORP	COM	127097103	265	11,533	SH		OTR		0	11,533	0
CACI INTL INC	CL A	127190304	645	3,153	SH		OTR		0	3,153	0
CADENCE DESIGN SYSTEM INC	COM	127387108	377	5,323	SH		OTR		0	5,323	0
CAPITOL INVT CORP IV	CL A ORD	G18920101	2,811	274,816	SH		OTR		0	274,816	0
CARDINAL HEALTH INC	COM	14149Y108	241	5,107	SH		OTR		0	5,107	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	231	4,964	SH		OTR		0	4,964	0
CATERPILLAR INC DEL	COM	149123101	207	1,518	SH		OTR		0	1,518	0
CBS CORP NEW	CL B	124857202	376	7,540	SH		OTR		0	7,540	0
CELGENE CORP	COM	151020104	5,159	55,809	SH		OTR		0	55,809	0
CEMEX SAB DE CV	SPON ADR NEW	151290889	424	100,001	SH		OTR		0	100,001	0
CENTENE CORP DEL	COM	15135B101	1,470	28,024	SH		OTR		0	28,024	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	2,447	48,717	PRN		OTR		0	0	48,717
CF FIN ACQUISITION CORP	*W EXP 04/30/202	12528N115	426	709,355	SH		OTR		0	709,355	0
CHANGE HEALTHCARE INC	COM	15912K100	2,001	137,035	SH		OTR		0	137,035	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	236	596	SH		OTR		0	596	0
CHASERG TECHNLGY ACQUISITN C	*W EXP 04/10/202	16166A111	1,418	1,890,794	SH		OTR		0	1,890,794	0
CHEMICAL FINL CORP	COM	163731102	2,312	56,241	SH		OTR		0	56,241	0
CHICOS FAS INC	COM	168615102	42	12,327	SH		OTR		0	12,327	0
CHUBB LIMITED	COM	H1467J104	245	1,663	SH		OTR		0	1,663	0
CHURCHILL CAP CORP II	UNIT 99/99/9999	17143G205	22,838	2,250,000	SH		OTR		0	2,250,000	0
CIENA CORP	COM NEW	171779309	452	11,000	SH		OTR		0	11,000	0
CINEMARK HOLDINGS INC	COM	17243V102	269	7,443	SH		OTR		0	7,443	0
CITRIX SYS INC	COM	177376100	377	3,843	SH		OTR		0	3,843	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	21,872	15,170,000	PRN		OTR		0	0	15,170,000
CLOROX CO DEL	COM	189054109	292	1,907	SH		OTR		0	1,907	0
CME GROUP INC	COM	12572Q105	8,737	45,013	SH		OTR		0	45,013	0
COLFAX CORP	UNIT 01/15/2022T	194014205	19,933	157,006	PRN		OTR		0	0	157,006
COLLIER CREEK HOLDINGS	*W EXP 99/99/999	G22707114	63	47,000	SH		OTR		0	47,000	0
COLLIER CREEK HOLDINGS	COM CL A	G22707106	1,000	100,000	SH		OTR		0	100,000	0
COLLIER CREEK HOLDINGS	UNIT 99/99/9999	G22707122	774	73,000	SH		OTR		0	73,000	0
CONDUENT INC	COM	206787103	157	16,364	SH		OTR		0	16,364	0
CONNECTICUT WTR SVC INC	COM	207797101	708	10,154	SH		OTR		0	10,154	0
CONSTELLATION ALPHA CAP CORP	*W EXP 03/23/202	G2379F116	154	2,077,000	SH		OTR		0	2,077,000	0
COUPA SOFTWARE INC	COM	22266L106	7,496	59,209	SH		OTR		0	59,209	0
COUSINS PPTYS INC	COM NEW	222795502	448	12,382	SH		OTR		0	12,382	0
CREDICORP LTD	COM	G2519Y108	2,289	10,000	SH		OTR		0	10,000	0
CREE INC	COM	225447101	402	7,153	SH		OTR		0	7,153	0
CRESCENT ACQUISITION CORP	*W EXP 03/08/202	22564L113	1,352	2,080,444	SH		OTR		0	2,080,444	0
CRESCENT ACQUISITION CORP	COM CL A	22564L105	2,762	283,318	SH		OTR		0	283,318	0
CRESCENT ACQUISITION CORP	UNIT 99/99/9999	22564L204	4,735	471,123	SH		OTR		0	471,123	0
CYMABAY THERAPEUTICS INC	COM	23257D103	322	44,917	SH		OTR		0	44,917	0
DD3 ACQUISITION CORP	UNIT 10/12/2023	G2692M129	2,867	280,000	SH		OTR		0	280,000	0
DELL TECHNOLOGIES INC	CL C	24703L202	701	13,794	SH		OTR		0	13,794	0
DELTA AIR LINES INC DEL	COM NEW	247361702	267	4,708	SH		OTR		0	4,708	0
DENBURY RES INC	COM NEW	247916208	30	23,889	SH		OTR		0	23,889	0
DFB HEALTHCARE ACQUISTION CO	*W EXP 04/11/202	23291E117	30	24,530	SH		OTR		0	24,530	0
DFB HEALTHCARE ACQUISTION CO	UNIT 01/30/2023	23291E208	988	94,900	SH		OTR		0	94,900	0
DISNEY WALT CO	COM DISNEY	254687106	1,820	13,037	SH		OTR		0	13,037	0
DOCUSIGN INC	COM	256163106	398	8,000	SH		OTR		0	8,000	0
DOMINION ENERGY INC	UNIT 99/99/9999	25746U133	40,257	388,731	PRN		OTR		0	0	388,731
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,242	6,721	SH		OTR		0	6,721	0
EMERSON ELEC CO	COM	291011104	262	3,930	SH		OTR		0	3,930	0
ENTEGRIS INC	COM	29362U104	307	8,213	SH		OTR		0	8,213	0
ETSY INC	COM	29786A106	1,415	23,054	SH		OTR		0	23,054	0
EURONET WORLDWIDE INC	COM	298736109	538	3,200	SH		OTR		0	3,200	0
EVERGY INC	COM	30034W106	253	4,214	SH		OTR		0	4,214	0
EXELA TECHNOLOGIES INC	COM	30162V102	326	148,822	SH		OTR		0	148,822	0
EZCORP INC	NOTE 2.875% 7/0	302301AF3	2,706	2,375,000	PRN		OTR		0	0	2,375,000
FALCON MINERALS CORP	*W EXP 07/21/202	30607B208	3,539	3,724,917	SH		OTR		0	3,724,917	0
FAR PT ACQUISITION CORP	*W EXP 06/01/202	30734W117	548	421,455	SH		OTR		0	421,455	0
FAR PT ACQUISITION CORP	COM CL A	30734W109	584	57,300	SH		OTR		0	57,300	0
FAR PT ACQUISITION CORP	UNIT 06/01/2025	30734W208	39,724	3,722,959	SH		OTR		0	3,722,959	0
FERRARI N V	COM	N3167Y103	975	6,040	SH		OTR		0	6,040	0
FIAT CHRYSLER AUTOMOBILES N	SHS	N31738102	246	17,784	SH		OTR		0	17,784	0
FIBROGEN INC	COM	31572Q808	600	13,273	SH		OTR		0	13,273	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	2,069	51,346	SH		OTR		0	51,346	0
FINTECH ACQUISITION CORP III	UNIT 12/01/2023	31811A309	10,709	1,000,000	SH		OTR		0	1,000,000	0
FISERV INC	COM	337738108	11,590	127,139	SH		OTR		0	127,139	0
FIVE BELOW INC	COM	33829M101	528	4,400	SH		OTR		0	4,400	0
FLEX LTD	ORD	Y2573F102	276	28,846	SH		OTR		0	28,846	0
FLUOR CORP NEW	COM	343412102	246	7,300	SH		OTR		0	7,300	0
FOOT LOCKER INC	COM	344849104	266	6,338	SH		OTR		0	6,338	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	1,518	1,481	PRN		OTR		0	0	1,481
FORUM MERGER II CORP	*W EXP 09/30/202	34986F111	2,578	4,031,259	SH		OTR		0	4,031,259	0
FORUM MERGER II CORP	CL A	34986F103	1,006	100,000	SH		OTR		0	100,000	0
FORUM MERGER II CORP	UNIT 09/30/2025	34986F202	3,343	315,000	SH		OTR		0	315,000	0
GAP INC	COM	364760108	232	12,929	SH		OTR		0	12,929	0
GENWORTH FINL INC	COM CL A	37247D106	50	13,494	SH		OTR		0	13,494	0
GLOBAL X FDS	MSCI GREECE ETF	37950E366	956	100,000	SH		OTR		0	100,000	0
GOL LINHAS AEREAS INTLG S A	SPON ADR PFD NEW	38045R206	474	28,066	SH		OTR		0	28,066	0
GOODYEAR TIRE & RUBR CO	COM	382550101	245	16,010	SH		OTR		0	16,010	0
GORDON POINTE ACQUISITION CO	*W EXP 07/30/202	382788115	326	904,786	SH		OTR		0	904,786	0
GORES HOLDINGS III INC	*W EXP 09/11/202	38286G117	163	112,600	SH		OTR		0	112,600	0
GORES HOLDINGS III INC	CLASS A	38286G109	1,107	110,111	SH		OTR		0	110,111	0
GORES HOLDINGS III INC	UNIT 09/07/2024	38286G208	6,309	602,600	SH		OTR		0	602,600	0
GORES METROPOULOS INC	*W EXP 01/28/202	382872117	57	45,313	SH		OTR		0	45,313	0
GORES METROPOULOS INC	UNIT 99/99/9999	382872208	7,331	700,000	SH		OTR		0	700,000	0
GROCERY OUTLET HLDG CORP	COM	39874R101	236	7,188	SH		OTR		0	7,188	0
GS ACQUISITION HLDGS CORP	*W EXP 06/12/202	36255F110	376	284,723	SH		OTR		0	284,723	0
GS ACQUISITION HLDGS CORP	COM CL A	36255F102	26,212	2,585,045	SH		OTR		0	2,585,045	0
GS ACQUISITION HLDGS CORP	UNIT 06/12/2023	36255F201	17,410	1,658,117	SH		OTR		0	1,658,117	0
GX ACQUISITION CORP	UNIT 05/24/2026	36251A206	5,025	500,000	SH		OTR		0	500,000	0
HAYMAKER ACQUISITION CORP II	UNIT 10/31/2026	42087L200	10,210	1,000,000	SH		OTR		0	1,000,000	0
HECLA MNG CO	COM	422704106	132	73,192	SH		OTR		0	73,192	0
HERBALIFE LTD	NOTE 2.625% 3/1	42703MAD5	7,362	7,573,000	PRN		OTR		0	0	7,573,000
HERSHEY CO	COM	427866108	300	2,241	SH		OTR		0	2,241	0
HL ACQUISITIONS CORP	*W EXP 06/21/202	G4603R122	161	595,865	SH		OTR		0	595,865	0
HOME DEPOT INC	COM	437076102	506	2,431	SH		OTR		0	2,431	0
HORIZON THERAPEUTICS PUB LTD	SHS	G46188101	530	22,018	SH		OTR		0	22,018	0
HUBSPOT INC	COM	443573100	519	3,041	SH		OTR		0	3,041	0
HUTCHISON CHINA MEDITECH LTD	SPONSORED ADR	44842L103	990	45,000	SH		OTR		0	45,000	0
IDACORP INC	COM	451107106	772	7,686	SH		OTR		0	7,686	0
IDEAYA BIOSCIENCES INC	COM	45166A102	149	15,000	SH		OTR		0	15,000	0
ILLINOIS TOOL WKS INC	COM	452308109	209	1,385	SH		OTR		0	1,385	0
IMMUNOGEN INC	COM	45253H101	41	19,084	SH		OTR		0	19,084	0
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	6,140	8,970,000	PRN		OTR		0	0	8,970,000
INSPERITY INC	COM	45778Q107	378	3,097	SH		OTR		0	3,097	0
INSURANCE ACQUISITION CORP	*W EXP 03/31/202	457867117	122	131,100	SH		OTR		0	131,100	0
INSURANCE ACQUISITION CORP	CL A	457867109	1,970	200,000	SH		OTR		0	200,000	0
INTELSAT S A	COM	L5140P101	214	11,017	SH		OTR		0	11,017	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	235	1,704	SH		OTR		0	1,704	0
INTERNATIONAL FLAVORS&FRAGRA	UNIT 09/15/2021	459506309	16,944	314,827	PRN		OTR		0	0	314,827
INTERNATIONAL MNY EXPRESS IN	COM	46005L101	1,190	84,415	SH		OTR		0	84,415	0
INTREXON CORP	NOTE 3.500% 7/0	46122TAA0	1,662	2,320,000	PRN		OTR		0	0	2,320,000
INTUIT	COM	461202103	223	855	SH		OTR		0	855	0
INVESCO QQQ TR	UNIT SER 1	46090E103	1,134	6,075	SH		OTR		0	6,075	0
IQVIA HLDGS INC	COM	46266C105	290	1,800	SH		OTR		0	1,800	0
IRSA INVERSIONES Y REP S A	GLOBL DEP RCPT	450047204	138	14,100	SH		OTR		0	14,100	0
ISHARES INC	MSCI BRAZIL ETF	464286400	8,744	200,000	SH	Call	OTR		0	200,000	0
ISHARES INC	MSCI BRAZIL ETF	464286400	2,566	58,700	SH		OTR		0	58,700	0
ISHARES INC	MSCI RUSSIA ETF	46434G798	1,152	29,250	SH		OTR		0	29,250	0
ISHARES TR	20 YR TR BD ETF	464287432	3,224	24,278	SH		OTR		0	24,278	0
ISHARES TR	IBOXX HI YD ETF	464288513	63,206	725,000	SH	Put	OTR		0	725,000	0
ISHARES TR	IBOXX INV CP ETF	464287242	62,185	500,000	SH	Call	OTR		0	500,000	0
ISHARES TR	IBOXX INV CP ETF	464287242	1,051	8,448	SH		OTR		0	8,448	0
ISHARES TR	JPMORGAN USD EMG	464288281	33,987	300,000	SH	Put	OTR		0	300,000	0
ISHARES TR	JPMORGAN USD EMG	464288281	70,806	625,000	SH	Call	OTR		0	625,000	0
ISHARES TR	MSCI CHINA ETF	46429B671	474	7,965	SH		OTR		0	7,965	0
ISHARES TR	MSCI EMG MKT ETF	464287234	3,887	90,581	SH		OTR		0	90,581	0
ISHARES TR	NASDAQ BIOTECH	464287556	616	5,649	SH		OTR		0	5,649	0
ISHARES TR	PHLX SEMICND ETF	464287523	595	3,000	SH		OTR		0	3,000	0
JABIL INC	COM	466313103	513	16,224	SH		OTR		0	16,224	0
JOHNSON & JOHNSON	COM	478160104	269	1,931	SH		OTR		0	1,931	0
JPMORGAN CHASE & CO	COM	46625H100	2,099	18,772	SH		OTR		0	18,772	0
KAMAN CORP	NOTE 3.250% 5/0	483548AF0	2,336	2,000,000	PRN		OTR		0	0	2,000,000
KBL MERGER CORP IV	*W EXP 01/15/202	48242A112	32	200,000	SH		OTR		0	200,000	0
KEMPER CORP DEL	COM	488401100	328	3,802	SH		OTR		0	3,802	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	269	3,000	SH		OTR		0	3,000	0
KIMCO RLTY CORP	COM	49446R109	185	10,000	SH		OTR		0	10,000	0
KINROSS GOLD CORP	COM	496902404	46	11,813	SH		OTR		0	11,813	0
KIRKLAND LAKE GOLD LTD	COM	49741E100	318	7,400	SH		OTR		0	7,400	0
KOHLS CORP	COM	500255104	278	5,848	SH		OTR		0	5,848	0
KROGER CO	COM	501044101	471	21,703	SH		OTR		0	21,703	0
L3 TECHNOLOGIES INC	COM	502413107	9,432	38,471	SH		OTR		0	38,471	0
LAMB WESTON HLDGS INC	COM	513272104	1,451	22,898	SH		OTR		0	22,898	0
LANDCADIA HLDGS II INC	UNIT 05/09/2026	51476X204	3,000	300,000	SH		OTR		0	300,000	0
LAREDO PETROLEUM INC	COM	516806106	35	12,141	SH		OTR		0	12,141	0
LEE ENTERPRISES INC	COM	523768109	67	30,000	SH		OTR		0	30,000	0
LEGACY ACQUISITION CORP	*W EXP 11/30/202	524643111	706	2,207,474	SH		OTR		0	2,207,474	0
LEISURE ACQUISITION CORP	*W EXP 12/05/201	52539T115	596	872,517	SH		OTR		0	872,517	0
LENDINGCLUB CORP	COM	52603A109	37	11,232	SH		OTR		0	11,232	0
LENDINGTREE INC NEW	COM	52603B107	294	700	SH		OTR		0	700	0
LEO HOLDINGS CORP	COM CL A	G5463L105	10,024	976,000	SH		OTR		0	976,000	0
LEXINFINTECH HLDGS LTD	ADR	528877103	167	15,000	SH		OTR		0	15,000	0
LF CAP ACQUISITION CORP	*W EXP 06/22/202	50200K116	670	1,971,500	SH		OTR		0	1,971,500	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	268	4,043	SH		OTR		0	4,043	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	5,517	4,653,000	PRN		OTR		0	0	4,653,000
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	10,164	118,005	SH		OTR		0	118,005	0
MAGENTA THERAPEUTICS INC	COM	55910K108	590	40,000	SH		OTR		0	40,000	0
MAGNOLIA OIL & GAS CORP	*W EXP 07/31/202	559663117	1,825	546,401	SH		OTR		0	546,401	0
MANPOWERGROUP INC	COM	56418H100	241	2,499	SH		OTR		0	2,499	0
MARKETAXESS HLDGS INC	COM	57060D108	1,311	4,080	SH		OTR		0	4,080	0
MASTERCARD INC	CL A	57636Q104	1,405	5,312	SH		OTR		0	5,312	0
MATCH GROUP INC	COM	57665R106	422	6,267	SH		OTR		0	6,267	0
MATTEL INC	COM	577081102	227	20,250	SH		OTR		0	20,250	0
MCDONALDS CORP	COM	580135101	211	1,016	SH		OTR		0	1,016	0
MCKESSON CORP	COM	58155Q103	296	2,202	SH		OTR		0	2,202	0
MEDIDATA SOLUTIONS INC	COM	58471A105	619	6,834	SH		OTR		0	6,834	0
MEGALITH FINL ACQUISITION CO	*W EXP 08/26/202	58518F117	699	2,255,752	SH		OTR		0	2,255,752	0
MELLANOX TECHNOLOGIES LTD	SHS	M51363113	3,970	35,871	SH		OTR		0	35,871	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	288	343	SH		OTR		0	343	0
MFA FINL INC	NOTE 6.250% 6/1	55272XAA0	4,035	4,000,000	PRN		OTR		0	0	4,000,000
MGIC INVT CORP WIS	COM	552848103	447	34,017	SH		OTR		0	34,017	0
MICRON TECHNOLOGY INC	COM	595112103	2,014	52,198	SH		OTR		0	52,198	0
MODERN MEDIA ACQUISITION	*W EXP 05/17/202	60765P111	324	1,351,620	SH		OTR		0	1,351,620	0
MOLINA HEALTHCARE INC	COM	60855R100	273	1,904	SH		OTR		0	1,904	0
MONOCLE ACQUISITION CORP	*W EXP 12/06/202	609754114	998	2,850,600	SH		OTR		0	2,850,600	0
MONOCLE ACQUISITION CORP	UNIT 99/99/9999	609754205	4,377	425,000	SH		OTR		0	425,000	0
MOODYS CORP	COM	615369105	1,300	6,657	SH		OTR		0	6,657	0
MOSAIC ACQUISITION CORP	*W EXP 10/23/202	61946M118	1,167	1,228,539	SH		OTR		0	1,228,539	0
MOSAIC ACQUISITION CORP	COM CL A	61946M100	5,832	571,755	SH		OTR		0	571,755	0
MOSAIC ACQUISITION CORP	UNIT 99/99/9999	61946M209	10,372	981,300	SH		OTR		0	981,300	0
MUDRICK CAP ACQUISITION CORP	*W EXP 02/12/202	624745113	1,496	3,052,082	SH		OTR		0	3,052,082	0
NABORS INDUSTRIES LTD	6% PFD CNV SR A	G6359F129	322	14,345	PRN		OTR		0	0	14,345
NATIONAL FUEL GAS CO N J	COM	636180101	655	12,415	SH		OTR		0	12,415	0
NATIONAL RETAIL PPTYS INC	COM	637417106	260	4,900	SH		OTR		0	4,900	0
NCR CORP NEW	COM	62886E108	334	10,737	SH		OTR		0	10,737	0
NEBULA ACQUISITION CORP	*W EXP 03/12/202	629076118	165	164,500	SH		OTR		0	164,500	0
NEBULA ACQUISITION CORP	UNIT 03/12/2025	629076209	6,224	606,000	SH		OTR		0	606,000	0
NEKTAR THERAPEUTICS	COM	640268108	282	7,916	SH		OTR		0	7,916	0
NEW GOLD INC CDA	COM	644535106	405	421,781	SH		OTR		0	421,781	0
NEW RELIC INC	COM	64829B100	810	9,362	SH		OTR		0	9,362	0
NEW YORK TIMES CO	CL A	650111107	297	9,100	SH		OTR		0	9,100	0
NEWMONT GOLDCORP CORPORATION	COM	651639106	421	10,952	SH		OTR		0	10,952	0
NEXSTAR MEDIA GROUP INC	CL A	65336K103	371	3,673	SH		OTR		0	3,673	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	35,206	20,660,000	PRN		OTR		0	0	20,660,000
NORDSTROM INC	COM	655664100	247	7,756	SH		OTR		0	7,756	0
NRC GROUP HLDGS CORP	*W EXP 10/17/202	629375114	841	509,174	SH		OTR		0	509,174	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	5,528	5,165,000	PRN		OTR		0	0	5,165,000
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	24,626	25,029,000	PRN		OTR		0	0	25,029,000
NUTANIX INC	CL A	67059N108	231	8,914	SH		OTR		0	8,914	0
NVIDIA CORP	COM	67066G104	1,630	9,924	SH		OTR		0	9,924	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	347	940	SH		OTR		0	940	0
OCCIDENTAL PETE CORP	COM	674599105	229	4,561	SH		OTR		0	4,561	0
OKTA INC	CL A	679295105	1,666	13,485	SH		OTR		0	13,485	0
OLLIES BARGAIN OUTLT HLDGS I	COM	681116109	331	3,800	SH		OTR		0	3,800	0
OPKO HEALTH INC	NOTE 4.500% 2/1	68375NAD5	435	500,000	PRN		OTR		0	0	500,000
ORACLE CORP	COM	68389X105	924	16,221	SH		OTR		0	16,221	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	5,482	4,629,000	PRN		OTR		0	0	4,629,000
PAYCHEX INC	COM	704326107	713	8,659	SH		OTR		0	8,659	0
PAYLOCITY HLDG CORP	COM	70438V106	204	2,174	SH		OTR		0	2,174	0
PAYPAL HLDGS INC	COM	70450Y103	385	3,364	SH		OTR		0	3,364	0
PBF ENERGY INC	CL A	69318G106	260	8,303	SH		OTR		0	8,303	0
PENSARE ACQUISITION CORP	*W EXP 07/27/202	70957E113	1,325	7,574,150	SH		OTR		0	7,574,150	0
PEOPLES UTD FINL INC	COM	712704105	191	11,400	SH		OTR		0	11,400	0
PEPSICO INC	COM	713448108	460	3,508	SH		OTR		0	3,508	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	268	6,701	SH		OTR		0	6,701	0
PERSONALIS INC	COM	71535D106	550	20,272	SH		OTR		0	20,272	0
PETROLEO BRASILEIRO SA PETRO	SP ADR NON VTG	71654V101	12,386	872,262	SH		OTR		0	872,262	0
PFIZER INC	COM	717081103	302	6,965	SH		OTR		0	6,965	0
PIVOTAL ACQUISITION CORP	*W EXP 12/01/202	72583A119	4,383	3,270,667	SH		OTR		0	3,270,667	0
PIVOTAL ACQUISITION CORP	CL A COM	72583A101	4,716	464,583	SH		OTR		0	464,583	0
PIVOTAL ACQUISITION CORP	UNIT 12/01/2025	72583A200	6,229	536,954	SH		OTR		0	536,954	0
PLANET FITNESS INC	CL A	72703H101	556	7,680	SH		OTR		0	7,680	0
PLUG POWER INC	NOTE 5.500% 3/1	72919PAB9	2,629	2,340,000	PRN		OTR		0	0	2,340,000
POOL CORPORATION	COM	73278L105	292	1,531	SH		OTR		0	1,531	0
PRETIUM RES INC	COM	74139C102	312	31,217	SH		OTR		0	31,217	0
PRIMERICA INC	COM	74164M108	420	3,500	SH		OTR		0	3,500	0
PRIORITY TECHNOLOGY HLDGS IN	COM	74275G107	3,057	389,380	SH		OTR		0	389,380	0
PURE ACQUISITION CORP	*W EXP 04/17/202	74621Q114	1,501	1,390,075	SH		OTR		0	1,390,075	0
PURE STORAGE INC	CL A	74624M102	231	15,133	SH		OTR		0	15,133	0
Q2 HLDGS INC	COM	74736L109	495	6,484	SH		OTR		0	6,484	0
QUALCOMM INC	COM	747525103	472	6,202	SH		OTR		0	6,202	0
QURATE RETAIL INC	COM SER A	74915M100	243	19,640	SH		OTR		0	19,640	0
RANPAK HLDGS CORP	*W EXP 06/03/202	75321W111	1,795	1,514,391	SH		OTR		0	1,514,391	0
RAYTHEON CO	COM NEW	755111507	456	2,625	SH		OTR		0	2,625	0
REALTY INCOME CORP	COM	756109104	224	3,245	SH		OTR		0	3,245	0
RED HAT INC	COM	756577102	4,881	25,996	SH		OTR		0	25,996	0
REGALWOOD GLOBAL ENERGY LTD	*W EXP 12/05/202	G74760128	407	452,558	SH		OTR		0	452,558	0
REGALWOOD GLOBAL ENERGY LTD	UNIT 99/99/9999	G74760110	4,188	400,000	SH		OTR		0	400,000	0
RENEWABLE ENERGY GROUP INC	NOTE 4.000% 6/1	75972AAC7	4,634	2,923,000	PRN		OTR		0	0	2,923,000
REPLAY ACQUISITION CORP	UNIT 03/01/2024	G75130123	2,305	230,087	SH		OTR		0	230,087	0
RINGCENTRAL INC	CL A	76680R206	241	2,100	SH		OTR		0	2,100	0
ROPER TECHNOLOGIES INC	COM	776696106	1,138	3,108	SH		OTR		0	3,108	0
ROSS STORES INC	COM	778296103	238	2,400	SH		OTR		0	2,400	0
S&P GLOBAL INC	COM	78409V104	666	2,924	SH		OTR		0	2,924	0
SAVARA INC	COM	805111101	75	31,805	SH		OTR		0	31,805	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	292	6,189	SH		OTR		0	6,189	0
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	1,477	12,393	SH		OTR		0	12,393	0
SELECT SECTOR SPDR TR	TECHNOLOGY	81369Y803	370	4,737	SH		OTR		0	4,737	0
SEMPRA ENERGY	6% PFD CONV A	816851406	1,115	10,000	PRN		OTR		0	0	10,000
SENTINEL ENERGY SVCS INC	*W EXP 11/02/202	81728P113	750	974,095	SH		OTR		0	974,095	0
SENTINEL ENERGY SVCS INC	CL A	81728P105	17,859	1,759,490	SH		OTR		0	1,759,490	0
SERVICENOW INC	COM	81762P102	388	1,413	SH		OTR		0	1,413	0
SHIP FIN INTL LTD	NOTE 4.875% 5/0	824689AG8	1,620	1,600,000	PRN		OTR		0	0	1,600,000
SIRIUS XM HLDGS INC	COM	82968B103	67	12,000	SH		OTR		0	12,000	0
SOCIAL CAP HEDOSOPHIA HLDGS	*W EXP 09/14/202	G8250R129	1,139	850,310	SH		OTR		0	850,310	0
SOCIAL CAP HEDOSOPHIA HLDGS	UNIT 99/99/9999	G8250R111	7,702	721,175	SH		OTR		0	721,175	0
SOUTH MTN MERGER CORP	UNIT 99/99/9999	838884203	22,275	2,227,500	SH		OTR		0	2,227,500	0
SPARTAN ENERGY ACQUISITON CO	*W EXP 08/27/202	846784122	1,059	1,189,774	SH		OTR		0	1,189,774	0
SPARTAN ENERGY ACQUISITON CO	CL A COM STK	846784106	624	62,429	SH		OTR		0	62,429	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	101,495	346,400	SH	Put	OTR		0	346,400	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	58,600	200,000	SH	Call	OTR		0	200,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	3,721	12,700	SH		OTR		0	12,700	0
SPLUNK INC	COM	848637104	654	5,200	SH		OTR		0	5,200	0
SQUARE INC	CL A	852234103	648	8,928	SH		OTR		0	8,928	0
STATE STR CORP	COM	857477103	227	4,052	SH		OTR		0	4,052	0
STERIS PLC	SHS USD	G8473T100	237	1,593	SH		OTR		0	1,593	0
STOKE THERAPEUTICS INC	COM	86150R107	230	7,891	SH		OTR		0	7,891	0
SUNTRUST BKS INC	COM	867914103	450	7,162	SH		OTR		0	7,162	0
SYNNEX CORP	COM	87162W100	950	9,654	SH		OTR		0	9,654	0
SYNOPSYS INC	COM	871607107	418	3,246	SH		OTR		0	3,246	0
SYNOVUS FINL CORP	COM NEW	87161C501	214	6,123	SH		OTR		0	6,123	0
T MOBILE US INC	COM	872590104	648	8,742	SH		OTR		0	8,742	0
TABLEAU SOFTWARE INC	CL A	87336U105	249	1,500	SH		OTR		0	1,500	0
TALLGRASS ENERGY LP	CLASS A SHS	874696107	231	10,948	SH		OTR		0	10,948	0
TENZING ACQUISITION CORP	*W EXP 02/23/202	G8708A108	127	604,500	SH		OTR		0	604,500	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	27,793	28,300,000	PRN		OTR		0	0	28,300,000
THE REALREAL INC	COM	88339P101	736	25,459	SH		OTR		0	25,459	0
THE TRADE DESK INC	COM CL A	88339J105	615	2,700	SH		OTR		0	2,700	0
TIBERIUS ACQUISITION CORP	*W EXP 02/28/202	88633A115	391	1,118,296	SH		OTR		0	1,118,296	0
TORTOISE ACQUISITION CORP	UNIT 03/04/2024	89154L209	5,010	500,000	SH		OTR		0	500,000	0
TPG PACE HLDGS CORP	*W EXP 06/27/202	G89827110	1,366	864,424	SH		OTR		0	864,424	0
TPG PACE HLDGS CORP	CL A	G89827128	17,570	1,689,400	SH		OTR		0	1,689,400	0
TPG PACE HLDGS CORP	UNIT 99/99/9999	G89827102	2,794	257,757	SH		OTR		0	257,757	0
TRANSDIGM GROUP INC	COM	893641100	287	593	SH		OTR		0	593	0
TRIBUNE MEDIA CO	CL A	896047503	697	15,089	SH		OTR		0	15,089	0
TRIDENT ACQUISITIONS CORP	*W EXP 05/09/202	89615T114	24	151,000	SH		OTR		0	151,000	0
TRILOGY METALS INC NEW	COM	89621C105	30	10,000	SH		OTR		0	10,000	0
TRINE ACQUISITION CORP	UNIT 03/31/2021	89628U207	5,050	500,000	SH		OTR		0	500,000	0
TRINITY MERGER CORP	*W EXP 05/11/202	89653L114	1,982	6,025,180	SH		OTR		0	6,025,180	0
TURQUOISE HILL RES LTD	COM	900435108	144	116,193	SH		OTR		0	116,193	0
TUSCAN HOLDINGS CORP	*W EXP 04/01/202	90069K112	1,748	2,240,674	SH		OTR		0	2,240,674	0
TUSCAN HOLDINGS CORP	UNIT 99/99/9999	90069K203	8,056	760,000	SH		OTR		0	760,000	0
TWILIO INC	CL A	90138F102	2,182	16,000	SH		OTR		0	16,000	0
UBIQUITI NETWORKS INC	COM	90347A100	322	2,450	SH		OTR		0	2,450	0
UNITED MICROELECTRONICS CORP	SPON ADR NEW	910873405	26	11,609	SH		OTR		0	11,609	0
UNITED PARCEL SERVICE INC	CL B	911312106	334	3,238	SH		OTR		0	3,238	0
UNITEDHEALTH GROUP INC	COM	91324P102	2,333	9,561	SH		OTR		0	9,561	0
V F CORP	COM	918204108	218	2,500	SH		OTR		0	2,500	0
VANECK VECTORS ETF TR	RUSSIA ETF	92189F403	1,182	50,000	SH		OTR		0	50,000	0
VECTOIQ ACQUISITION CORP	*W EXP 05/11/202	92243N111	2,154	4,582,555	SH		OTR		0	4,582,555	0
VEEVA SYS INC	CL A COM	922475108	296	1,829	SH		OTR		0	1,829	0
VEONEER INCORPORATED	NOTE 4.000% 6/0	92336XAA7	8,817	8,500,000	PRN		OTR		0	0	8,500,000
VERISIGN INC	COM	92343E102	245	1,171	SH		OTR		0	1,171	0
VERRA MOBILITY CORP	COM	92511U102	4,102	313,396	SH		OTR		0	313,396	0
VERSUM MATLS INC	COM	92532W103	315	6,107	SH		OTR		0	6,107	0
VIASAT INC	COM	92552V100	414	5,121	SH		OTR		0	5,121	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	31,923	27,152,000	PRN		OTR		0	0	27,152,000
VISA INC	COM CL A	92826C839	1,304	7,512	SH		OTR		0	7,512	0
VISTRA ENERGY CORP	COM	92840M102	846	37,387	SH		OTR		0	37,387	0
VMWARE INC	CL A COM	928563402	217	1,300	SH		OTR		0	1,300	0
WABCO HLDGS INC	COM	92927K102	2,063	15,560	SH		OTR		0	15,560	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	679	12,419	SH		OTR		0	12,419	0
WATERS CORP	COM	941848103	213	991	SH		OTR		0	991	0
WELLS FARGO CO NEW	COM	949746101	260	5,489	SH		OTR		0	5,489	0
WILLSCOT CORP	COM	971375126	2,433	161,748	SH		OTR		0	161,748	0
WOODWARD INC	COM	980745103	487	4,300	SH		OTR		0	4,300	0
WORLD WRESTLING ENTMT INC	CL A	98156Q108	248	3,428	SH		OTR		0	3,428	0
WORLDPAY INC	CL A	981558109	2,031	16,573	SH		OTR		0	16,573	0
WRIGHT MED GROUP N V	NOTE 2.250%11/1	98236JAB4	11,139	7,515,000	PRN		OTR		0	0	7,515,000
ZAYO GROUP HLDGS INC	COM	98919V105	1,573	47,802	SH		OTR		0	47,802	0
ZENDESK INC	COM	98936J101	321	3,608	SH		OTR		0	3,608	0
ZSCALER INC	COM	98980G102	519	6,777	SH		OTR		0	6,777	0