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
10X GENOMICS INC	CL A COM	88025U109	539	10,704	SH		OTR		0	10,704	0
3-D SYS CORP DEL	COM NEW	88554D205	112	13,695	SH		OTR		0	13,695	0
3M CO	COM	88579Y101	402	2,445	SH		OTR		0	2,445	0
ABBVIE INC	COM	00287Y109	402	5,310	SH		OTR		0	5,310	0
ACAMAR PARTNERS ACQSITION CO	*W EXP 02/26/202	004285110	125	166,666	SH		OTR		0	166,666	0
ACCELERATE DIAGNOSTICS INC	NOTE 2.500% 3/1	00430HAB8	1,257	1,500,000	PRN		OTR		0	0	1,500,000
ACTIVISION BLIZZARD INC	COM	00507V109	713	13,469	SH		OTR		0	13,469	0
ADAPTIVE BIOTECHNOLOGIES COR	COM	00650F109	260	8,400	SH		OTR		0	8,400	0
ADOBE INC	COM	00724F101	1,814	6,565	SH		OTR		0	6,565	0
ADVANCED DISP SVCS INC DEL	COM	00790X101	1,381	42,408	SH		OTR		0	42,408	0
ADVANCED MICRO DEVICES INC	COM	007903107	917	31,616	SH		OTR		0	31,616	0
AES CORP	COM	00130H105	404	24,731	SH		OTR		0	24,731	0
AFFILIATED MANAGERS GROUP IN	COM	008252108	235	2,824	SH		OTR		0	2,824	0
AFLAC INC	COM	001055102	210	4,020	SH		OTR		0	4,020	0
AGNICO EAGLE MINES LTD	COM	008474108	1,059	19,763	SH		OTR		0	19,763	0
AIR PRODS & CHEMS INC	COM	009158106	387	1,746	SH		OTR		0	1,746	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	7,199	7,610,000	PRN		OTR		0	0	7,610,000
AKAZOO SA	*W EXP 09/11/202	L0164E116	1,521	1,975,949	SH		OTR		0	1,975,949	0
AKORN INC	COM	009728106	66	17,279	SH		OTR		0	17,279	0
ALAMOS GOLD INC NEW	COM CL A	011532108	546	94,209	SH		OTR		0	94,209	0
ALCOA CORP	COM	013872106	265	13,220	SH		OTR		0	13,220	0
ALECTOR INC	COM	014442107	275	19,095	SH		OTR		0	19,095	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	1,003	6,000	SH		OTR		0	6,000	0
ALIGN TECHNOLOGY INC	COM	016255101	288	1,592	SH		OTR		0	1,592	0
ALLEGION PUB LTD CO	ORD SHS	G0176J109	731	7,050	SH		OTR		0	7,050	0
ALLEGRO MERGER CORP	*W EXP 01/06/202	01749N111	195	930,140	SH		OTR		0	930,140	0
ALLERGAN PLC	SHS	G0177J108	6,327	37,594	SH		OTR		0	37,594	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	444	9,445	SH		OTR		0	9,445	0
ALLSTATE CORP	COM	020002101	449	4,127	SH		OTR		0	4,127	0
ALPHABET INC	CAP STK CL A	02079K305	10,632	8,707	SH		OTR		0	8,707	0
ALPHABET INC	CAP STK CL C	02079K107	274	225	SH		OTR		0	225	0
ALPS ETF TR	ALERIAN MLP	00162Q866	12,234	1,338,508	SH		OTR		0	1,338,508	0
ALTERYX INC	COM CL A	02156B103	661	6,150	SH		OTR		0	6,150	0
ALTRIA GROUP INC	COM	02209S103	3,272	80,000	SH	Call	OTR		0	80,000	0
AMCOR PLC	ORD	G0250X107	524	53,792	SH		OTR		0	53,792	0
AMEREN CORP	COM	023608102	363	4,538	SH		OTR		0	4,538	0
AMERICAN AXLE & MFG HLDGS IN	COM	024061103	83	10,119	SH		OTR		0	10,119	0
AMERICAN ELEC PWR CO INC	COM	025537101	211	2,249	SH		OTR		0	2,249	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	386	3,583	SH		OTR		0	3,583	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	253	2,035	SH		OTR		0	2,035	0
AMGEN INC	COM	031162100	1,153	5,960	SH		OTR		0	5,960	0
AMNEAL PHARMACEUTICALS INC	COM STK CL A	03168L105	65	22,345	SH		OTR		0	22,345	0
ANALOG DEVICES INC	COM	032654105	390	3,492	SH		OTR		0	3,492	0
ANGLOGOLD ASHANTI LTD	SPONSORED ADR	035128206	250	13,700	SH		OTR		0	13,700	0
ANNALY CAP MGMT INC	COM	035710409	192	21,800	SH	Call	OTR		0	21,800	0
ANTERO RES CORP	COM	03674X106	50	16,564	SH		OTR		0	16,564	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	49	14,907	SH		OTR		0	14,907	0
AON PLC	SHS CL A	G0408V102	633	3,272	SH		OTR		0	3,272	0
APEX TECHNOLOGY ACQUISITN CO	UNIT 06/11/2026	03768F201	8,152	800,000	SH		OTR		0	800,000	0
APOLLO COML REAL EST FIN INC	NOTE 4.750% 8/2	03762UAB1	2,404	2,351,000	PRN		OTR		0	0	2,351,000
APOLLO COML REAL EST FIN INC	NOTE 5.375%10/1	03762UAC9	834	816,000	PRN		OTR		0	0	816,000
APPLE INC	COM	037833100	11,805	52,709	SH		OTR		0	52,709	0
AQUA AMERICA INC	UNIT 04/30/2022	03836W202	58,163	959,780	SH		OTR		0	959,780	0
ARES CAP CORP	COM	04010L103	354	18,997	SH		OTR		0	18,997	0
ARROW ELECTRS INC	COM	042735100	343	4,605	SH		OTR		0	4,605	0
ARYA SCIENCES ACQUISITION CO	UNIT 10/04/2023	G3165V117	6,575	601,000	SH		OTR		0	601,000	0
ASCENA RETAIL GROUP INC	COM	04351G101	32	122,599	SH		OTR		0	122,599	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	81	24,334	SH		OTR		0	24,334	0
ASHLAND GLOBAL HLDGS INC	COM	044186104	284	3,692	SH		OTR		0	3,692	0
ASSERTIO THERAPEUTICS INC	NOTE 2.500% 9/0	249908AA2	2,234	3,000,000	PRN		OTR		0	0	3,000,000
ATHENE HLDG LTD	CL A	G0684D107	255	6,064	SH		OTR		0	6,064	0
AUTODESK INC	COM	052769106	228	1,543	SH		OTR		0	1,543	0
AVANTOR INC	6.25 PFD CNV SR	05352A209	4,485	83,540	PRN		OTR		0	0	83,540
AVANTOR INC	COM	05352A100	878	59,700	SH		OTR		0	59,700	0
AVON PRODS INC	COM	054303102	3,248	738,209	SH		OTR		0	738,209	0
B2GOLD CORP	COM	11777Q209	54	16,759	SH		OTR		0	16,759	0
BALL CORP	COM	058498106	525	7,208	SH		OTR		0	7,208	0
BANCO SANTANDER MEXICO S A	SPONSORED ADS B	05969B103	625	99,248	SH		OTR		0	99,248	0
BANK AMER CORP	COM	060505104	6,264	214,734	SH		OTR		0	214,734	0
BANK NEW YORK MELLON CORP	COM	064058100	455	10,071	SH		OTR		0	10,071	0
BAOZUN INC	SPONSORED ADR	06684L103	986	23,100	SH		OTR		0	23,100	0
BARRICK GOLD CORPORATION	COM	067901108	194	11,187	SH		OTR		0	11,187	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	939	15,171	PRN		OTR		0	0	15,171
BEYOND MEAT INC	COM	08862E109	283	1,905	SH		OTR		0	1,905	0
BHP GROUP PLC	SPONSORED ADR	05545E209	5,927	138,360	SH		OTR		0	138,360	0
BICYCLE THERAPEUTICS PLC	SPONSORED ADS	088786108	1,036	90,986	SH		OTR		0	90,986	0
BIOGEN INC	COM	09062X103	1,719	7,384	SH		OTR		0	7,384	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	426	6,315	SH		OTR		0	6,315	0
BLOCK H & R INC	COM	093671105	219	9,283	SH		OTR		0	9,283	0
BOOKING HLDGS INC	COM	09857L108	290	148	SH		OTR		0	148	0
BORR DRILLING LTD	SHS	G1466R207	180	34,924	SH		OTR		0	34,924	0
BOSTON PROPERTIES INC	COM	101121101	512	3,945	SH		OTR		0	3,945	0
BOSTON SCIENTIFIC CORP	COM	101137107	261	6,426	SH		OTR		0	6,426	0
BOXWOOD MERGER CORP	*W EXP 11/26/202	10319T119	3,294	4,706,347	SH		OTR		0	4,706,347	0
BOXWOOD MERGER CORP	UNIT 11/26/2025	10319T200	5,845	545,270	SH		OTR		0	545,270	0
BRIDGEBIO PHARMA INC	COM	10806X102	268	12,500	SH		OTR		0	12,500	0
BRIGHTHOUSE FINL INC	COM	10922N103	506	12,495	SH		OTR		0	12,495	0
BRISTOL MYERS SQUIBB CO	COM	110122108	292	5,766	SH		OTR		0	5,766	0
BROADCOM INC	COM	11135F101	1,046	3,790	SH		OTR		0	3,790	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	227	1,821	SH		OTR		0	1,821	0
BROOKFIELD PROPERTY REIT INC	CL A	11282X103	401	19,667	SH		OTR		0	19,667	0
BROWN & BROWN INC	COM	115236101	250	6,943	SH		OTR		0	6,943	0
BURLINGTON STORES INC	COM	122017106	226	1,133	SH		OTR		0	1,133	0
CABOT CORP	COM	127055101	234	5,158	SH		OTR		0	5,158	0
CADENCE DESIGN SYSTEM INC	COM	127387108	265	4,005	SH		OTR		0	4,005	0
CAESARS ENTMT CORP	COM	127686103	237	20,351	SH		OTR		0	20,351	0
CALLON PETE CO DEL	COM	13123X102	230	52,999	SH		OTR		0	52,999	0
CAMPBELL SOUP CO	COM	134429109	472	10,061	SH		OTR		0	10,061	0
CANNTRUST HLDGS INC	COM	137800207	35	30,900	SH		OTR		0	30,900	0
CAPITAL ONE FINL CORP	COM	14040H105	216	2,370	SH		OTR		0	2,370	0
CARS COM INC	COM	14575E105	178	19,839	SH		OTR		0	19,839	0
CASEYS GEN STORES INC	COM	147528103	287	1,783	SH		OTR		0	1,783	0
CASTLIGHT HEALTH INC	CL B	14862Q100	21	14,928	SH		OTR		0	14,928	0
CATHAY GEN BANCORP	COM	149150104	269	7,753	SH		OTR		0	7,753	0
CBL & ASSOC PPTYS INC	COM	124830100	32	24,502	SH		OTR		0	24,502	0
CBS CORP NEW	CL B	124857202	281	6,950	SH		OTR		0	6,950	0
CDK GLOBAL INC	COM	12508E101	314	6,524	SH		OTR		0	6,524	0
CELGENE CORP	COM	151020104	6,836	68,843	SH		OTR		0	68,843	0
CENTENE CORP DEL	COM	15135B101	5,361	123,933	SH		OTR		0	123,933	0
CF FIN ACQUISITION CORP	*W EXP 04/30/202	12528N115	621	1,034,355	SH		OTR		0	1,034,355	0
CHANGE HEALTHCARE INC	COM	15912K100	258	21,356	SH		OTR		0	21,356	0
CHANGE HEALTHCARE INC	UNIT 99/99/9999	15912K209	8,078	169,274	SH		OTR		0	169,274	0
CHARDAN HEALTHCARE ACQUISITI	COM	15957A108	1,146	112,867	SH		OTR		0	112,867	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	1,949	4,730	SH		OTR		0	4,730	0
CHASERG TECHNLGY ACQUISITN C	*W EXP 04/10/202	16166A111	1,626	1,890,794	SH		OTR		0	1,890,794	0
CHEGG INC	COM	163092109	213	7,110	SH		OTR		0	7,110	0
CHESAPEAKE ENERGY CORP	COM	165167107	33	23,442	SH		OTR		0	23,442	0
CHICOS FAS INC	COM	168615102	42	10,340	SH		OTR		0	10,340	0
CHURCHILL CAP CORP II	UNIT 99/99/9999	17143G205	23,648	2,250,000	SH		OTR		0	2,250,000	0
CIRRUS LOGIC INC	COM	172755100	234	4,366	SH		OTR		0	4,366	0
CITIGROUP INC	COM NEW	172967424	1,672	24,198	SH		OTR		0	24,198	0
CITIZENS FINL GROUP INC	COM	174610105	259	7,320	SH		OTR		0	7,320	0
CITRIX SYS INC	COM	177376100	450	4,660	SH		OTR		0	4,660	0
CLARIVATE ANALYTICS PLC	*W EXP 11/09/201	G21810117	137	23,266	SH		OTR		0	23,266	0
CLEVELAND CLIFFS INC	COM	185899101	361	50,000	SH	Call	OTR		0	50,000	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	11,091	10,170,000	PRN		OTR		0	0	10,170,000
CLOROX CO DEL	COM	189054109	496	3,263	SH		OTR		0	3,263	0
CLOUDFLARE INC	CL A COM	18915M107	635	34,219	SH		OTR		0	34,219	0
CME GROUP INC	COM	12572Q105	9,612	45,480	SH		OTR		0	45,480	0
COCA COLA CO	COM	191216100	312	5,730	SH		OTR		0	5,730	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	775	12,860	SH		OTR		0	12,860	0
COLFAX CORP	UNIT 01/15/2022T	194014205	1,993	15,266	SH		OTR		0	15,266	0
COLLIER CREEK HOLDINGS	*W EXP 99/99/999	G22707114	441	339,438	SH		OTR		0	339,438	0
COLLIER CREEK HOLDINGS	COM CL A	G22707106	1,019	100,000	SH		OTR		0	100,000	0
COLLIER CREEK HOLDINGS	UNIT 99/99/9999	G22707122	781	73,000	SH		OTR		0	73,000	0
COMMUNITY HEALTH SYS INC NEW	COM	203668108	79	21,876	SH		OTR		0	21,876	0
CONDUENT INC	COM	206787103	102	16,364	SH		OTR		0	16,364	0
CONNECTICUT WTR SVC INC	COM	207797101	711	10,154	SH		OTR		0	10,154	0
CONOCOPHILLIPS	COM	20825C104	817	14,337	SH		OTR		0	14,337	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	96	20,178	SH		OTR		0	20,178	0
COUPA SOFTWARE INC	COM	22266L106	1,805	13,927	SH		OTR		0	13,927	0
COVETRUS INC	COM	22304C100	132	11,133	SH		OTR		0	11,133	0
CREE INC	COM	225447101	372	7,595	SH		OTR		0	7,595	0
CRESCENT ACQUISITION CORP	*W EXP 03/08/202	22564L113	2,087	2,782,444	SH		OTR		0	2,782,444	0
CRESCENT ACQUISITION CORP	COM CL A	22564L105	528	53,318	SH		OTR		0	53,318	0
CRESCENT ACQUISITION CORP	UNIT 99/99/9999	22564L204	1,993	196,123	SH		OTR		0	196,123	0
CROWDSTRIKE HLDGS INC	CL A	22788C105	433	7,430	SH		OTR		0	7,430	0
CSX CORP	COM	126408103	219	3,160	SH		OTR		0	3,160	0
CULLEN FROST BANKERS INC	COM	229899109	265	2,995	SH		OTR		0	2,995	0
CYMABAY THERAPEUTICS INC	COM	23257D103	230	44,917	SH		OTR		0	44,917	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	1,837	78,709	SH		OTR		0	78,709	0
DANAHER CORPORATION	COM	235851102	7,019	48,596	SH		OTR		0	48,596	0
DATADOG INC	CL A COM	23804L103	607	17,900	SH		OTR		0	17,900	0
DAVE & BUSTERS ENTMT INC	COM	238337109	456	11,700	SH		OTR		0	11,700	0
DD3 ACQUISITION CORP	*W EXP 10/20/202	G2692M111	80	236,100	SH		OTR		0	236,100	0
DD3 ACQUISITION CORP	UNIT 10/12/2023	G2692M129	2,898	280,000	SH		OTR		0	280,000	0
DEAN FOODS CO NEW	COM NEW	242370203	16	13,830	SH		OTR		0	13,830	0
DEERE & CO	COM	244199105	206	1,224	SH		OTR		0	1,224	0
DELTA AIR LINES INC DEL	COM NEW	247361702	472	8,198	SH		OTR		0	8,198	0
DENTSPLY SIRONA INC	COM	24906P109	275	5,166	SH		OTR		0	5,166	0
DERMTECH INC	*W EXP 08/29/202	24984K113	261	2,177,000	SH		OTR		0	2,177,000	0
DERMTECH INC	COM	24984K105	79	14,146	SH		OTR		0	14,146	0
DEXCOM INC	COM	252131107	1,241	8,317	SH		OTR		0	8,317	0
DFB HEALTHCARE ACQUISTION CO	*W EXP 04/11/202	23291E117	95	70,444	SH		OTR		0	70,444	0
DFB HEALTHCARE ACQUISTION CO	COM	23291E109	3,511	344,899	SH		OTR		0	344,899	0
DILLARDS INC	CL A	254067101	289	4,367	SH		OTR		0	4,367	0
DISCOVER FINL SVCS	COM	254709108	295	3,642	SH		OTR		0	3,642	0
DISNEY WALT CO	COM DISNEY	254687106	1,198	9,192	SH		OTR		0	9,192	0
DOCUSIGN INC	COM	256163106	1,623	26,206	SH		OTR		0	26,206	0
DOLBY LABORATORIES INC	COM CL A	25659T107	308	4,767	SH		OTR		0	4,767	0
DOMINION ENERGY INC	UNIT 99/99/9999	25746U133	10,156	96,034	SH		OTR		0	96,034	0
DOMINOS PIZZA INC	COM	25754A201	353	1,445	SH		OTR		0	1,445	0
DONNELLEY R R & SONS CO	COM	257867200	39	10,276	SH		OTR		0	10,276	0
DOVA PHARMACEUTICALS INC	COM	25985T102	238	8,500	SH		OTR		0	8,500	0
DXC TECHNOLOGY CO	COM	23355L106	254	8,597	SH		OTR		0	8,597	0
DYNATRACE INC	COM	268150109	261	14,000	SH		OTR		0	14,000	0
EAGLE MATERIALS INC	COM	26969P108	207	2,299	SH		OTR		0	2,299	0
EATON VANCE CORP	COM NON VTG	278265103	313	6,974	SH		OTR		0	6,974	0
EBAY INC	COM	278642103	739	18,961	SH		OTR		0	18,961	0
ECOLAB INC	COM	278865100	480	2,424	SH		OTR		0	2,424	0
EL PASO ELEC CO	COM NEW	283677854	1,190	17,741	SH		OTR		0	17,741	0
ELDORADO RESORTS INC	COM	28470R102	1,640	41,127	SH		OTR		0	41,127	0
ELECTRONIC ARTS INC	COM	285512109	391	3,997	SH		OTR		0	3,997	0
ENCANA CORP	COM	292505104	68	14,800	SH		OTR		0	14,800	0
ENDO INTL PLC	SHS	G30401106	114	35,468	SH		OTR		0	35,468	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	154	40,941	SH		OTR		0	40,941	0
ENTEGRIS INC	COM	29362U104	437	9,282	SH		OTR		0	9,282	0
ENVISTA HLDGS CORP	COM	29415F104	542	19,446	SH		OTR		0	19,446	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	794	9,203	SH		OTR		0	9,203	0
EURONET WORLDWIDE INC	COM	298736109	1,395	9,533	SH		OTR		0	9,533	0
EVERGY INC	COM	30034W106	406	6,100	SH		OTR		0	6,100	0
EXACT SCIENCES CORP	COM	30063P105	270	2,984	SH		OTR		0	2,984	0
EXELA TECHNOLOGIES INC	COM	30162V102	176	148,822	SH		OTR		0	148,822	0
EXPEDIA GROUP INC	COM NEW	30212P303	357	2,659	SH		OTR		0	2,659	0
EZCORP INC	NOTE 2.875% 7/0	302301AF3	2,263	2,375,000	PRN		OTR		0	0	2,375,000
FAIR ISAAC CORP	COM	303250104	212	699	SH		OTR		0	699	0
FALCON MINERALS CORP	*W EXP 07/21/202	30607B208	1,404	3,805,877	SH		OTR		0	3,805,877	0
FAR PT ACQUISITION CORP	*W EXP 06/01/202	30734W117	1,951	1,625,802	SH		OTR		0	1,625,802	0
FAR PT ACQUISITION CORP	COM CL A	30734W109	15,683	1,534,522	SH		OTR		0	1,534,522	0
FAR PT ACQUISITION CORP	UNIT 06/01/2025	30734W208	23,796	2,225,959	SH		OTR		0	2,225,959	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	385	2,825	SH		OTR		0	2,825	0
FERRARI N V	COM	N3167Y103	289	1,874	SH		OTR		0	1,874	0
FIAT CHRYSLER AUTOMOBILES N	SHS	N31738102	825	63,737	SH		OTR		0	63,737	0
FIBROGEN INC	COM	31572Q808	490	13,258	SH		OTR		0	13,258	0
FINTECH ACQUISITION CORP III	UNIT 12/01/2023	31811A309	10,680	1,000,000	SH		OTR		0	1,000,000	0
FIRST BANCORP P R	COM NEW	318672706	145	14,579	SH		OTR		0	14,579	0
FIRST MAJESTIC SILVER CORP	COM	32076V103	143	15,739	SH		OTR		0	15,739	0
FISERV INC	COM	337738108	8,585	82,877	SH		OTR		0	82,877	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	225	785	SH		OTR		0	785	0
FORD MTR CO DEL	COM	345370860	181	19,745	SH		OTR		0	19,745	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	2,647	2,934	PRN		OTR		0	0	2,934
FORTUNA SILVER MINES INC	COM	349915108	38	12,200	SH		OTR		0	12,200	0
FORUM ENERGY TECHNOLOGIES IN	COM	34984V100	18	11,415	SH		OTR		0	11,415	0
FORUM MERGER II CORP	*W EXP 09/30/202	34986F111	2,571	4,356,949	SH		OTR		0	4,356,949	0
FORUM MERGER II CORP	UNIT 09/30/2025	34986F202	3,371	315,000	SH		OTR		0	315,000	0
FRANKLIN RES INC	COM	354613101	279	9,682	SH		OTR		0	9,682	0
GARTNER INC	COM	366651107	362	2,529	SH		OTR		0	2,529	0
GENERAL DYNAMICS CORP	COM	369550108	2,702	14,786	SH		OTR		0	14,786	0
GENERAL MTRS CO	COM	37045V100	907	24,198	SH		OTR		0	24,198	0
GENESEE & WYO INC	CL A	371559105	3,576	32,355	SH		OTR		0	32,355	0
GENOMIC HEALTH INC	COM	37244C101	499	7,359	SH		OTR		0	7,359	0
GENWORTH FINL INC	COM CL A	37247D106	77	17,427	SH		OTR		0	17,427	0
GIGCAPITAL2 INC	*W EXP 02/28/202	375036118	260	925,000	SH		OTR		0	925,000	0
GLOBAL PMTS INC	COM	37940X102	332	2,085	SH		OTR		0	2,085	0
GLOBAL X FDS	MSCI GREECE ETF	37950E366	187	20,000	SH		OTR		0	20,000	0
GOL LINHAS AEREAS INTLG S A	SPON ADR PFD NEW	38045R206	1,396	90,225	SH		OTR		0	90,225	0
GOLD FIELDS LTD NEW	SPONSORED ADR	38059T106	717	145,700	SH		OTR		0	145,700	0
GOLDMAN SACHS GROUP INC	COM	38141G104	1,733	8,362	SH		OTR		0	8,362	0
GOODYEAR TIRE & RUBR CO	COM	382550101	337	23,422	SH		OTR		0	23,422	0
GORDON POINTE ACQUISITION CO	*W EXP 07/30/202	382788115	1,049	2,622,786	SH		OTR		0	2,622,786	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	2,064	204,111	SH		OTR		0	204,111	0
GORES HOLDINGS III INC	UNIT 09/07/2024	38286G208	6,357	602,600	SH		OTR		0	602,600	0
GORES METROPOULOS INC	*W EXP 01/28/202	382872117	63	45,313	SH		OTR		0	45,313	0
GORES METROPOULOS INC	UNIT 99/99/9999	382872208	7,420	700,000	SH		OTR		0	700,000	0
GRAND CANYON ED INC	COM	38526M106	248	2,521	SH		OTR		0	2,521	0
GROCERY OUTLET HLDG CORP	COM	39874R101	246	7,100	SH		OTR		0	7,100	0
GS ACQUISITION HLDGS CORP	*W EXP 06/12/202	36255F110	427	284,723	SH		OTR		0	284,723	0
GS ACQUISITION HLDGS CORP	COM CL A	36255F102	9,836	964,322	SH		OTR		0	964,322	0
GS ACQUISITION HLDGS CORP	UNIT 06/12/2023	36255F201	17,659	1,658,117	SH		OTR		0	1,658,117	0
GX ACQUISITION CORP	*W EXP 05/24/202	36251A115	150	250,000	SH		OTR		0	250,000	0
GX ACQUISITION CORP	COM CL A	36251A107	4,975	500,000	SH		OTR		0	500,000	0
HANOVER INS GROUP INC	COM	410867105	235	1,731	SH		OTR		0	1,731	0
HARLEY DAVIDSON INC	COM	412822108	227	6,306	SH		OTR		0	6,306	0
HAYMAKER ACQUISITION CORP II	*W EXP 10/31/202	42087L119	450	300,000	SH		OTR		0	300,000	0
HAYMAKER ACQUISITION CORP II	UNIT 10/31/2026	42087L200	10,330	1,000,000	SH		OTR		0	1,000,000	0
HECLA MNG CO	COM	422704106	147	83,665	SH		OTR		0	83,665	0
HENNESSY CAP ACQUSTION CORP	*W EXP 09/05/202	42589C112	273	345,083	SH		OTR		0	345,083	0
HERBALIFE LTD	NOTE 2.625% 3/1	42703MAD5	7,093	7,573,000	PRN		OTR		0	0	7,573,000
HERSHEY CO	COM	427866108	207	1,334	SH		OTR		0	1,334	0
HILTON GRAND VACATIONS INC	COM	43283X105	1,406	43,929	SH		OTR		0	43,929	0
HL ACQUISITIONS CORP	*W EXP 06/21/202	G4603R122	155	595,865	SH		OTR		0	595,865	0
HOLLYFRONTIER CORP	COM	436106108	398	7,419	SH		OTR		0	7,419	0
HONEYWELL INTL INC	COM	438516106	1,335	7,888	SH		OTR		0	7,888	0
HUTCHISON CHINA MEDITECH LTD	SPONSORED ADR	44842L103	803	45,000	SH		OTR		0	45,000	0
IAMGOLD CORP	COM	450913108	131	38,344	SH		OTR		0	38,344	0
IDEAYA BIOSCIENCES INC	COM	45166A102	135	15,000	SH		OTR		0	15,000	0
IDEXX LABS INC	COM	45168D104	283	1,041	SH		OTR		0	1,041	0
ILLINOIS TOOL WKS INC	COM	452308109	282	1,802	SH		OTR		0	1,802	0
ILLUMINA INC	COM	452327109	487	1,600	SH		OTR		0	1,600	0
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	6,796	7,770,000	PRN		OTR		0	0	7,770,000
INGERSOLL-RAND PLC	SHS	G47791101	325	2,637	SH		OTR		0	2,637	0
INSPERITY INC	COM	45778Q107	255	2,582	SH		OTR		0	2,582	0
INSULET CORP	COM	45784P101	200	1,215	SH		OTR		0	1,215	0
INSURANCE ACQUISITION CORP	*W EXP 03/31/202	457867117	140	150,371	SH		OTR		0	150,371	0
INTELSAT S A	COM	L5140P101	266	11,661	SH		OTR		0	11,661	0
INTERACTIVE BROKERS GROUP IN	COM CL A	45841N107	220	4,085	SH		OTR		0	4,085	0
INTERDIGITAL INC	COM	45867G101	294	5,610	SH		OTR		0	5,610	0
INTERNATIONAL BANCSHARES COR	COM	459044103	259	6,705	SH		OTR		0	6,705	0
INTERNATIONAL FLAVORS&FRAGRA	UNIT 09/15/2021	459506309	10,303	219,033	SH		OTR		0	219,033	0
INTERNATIONAL SPEEDWAY CORP	CL A	460335201	34,852	774,315	SH		OTR		0	774,315	0
INTREXON CORP	NOTE 3.500% 7/0	46122TAA0	1,443	2,320,000	PRN		OTR		0	0	2,320,000
INTUIT	COM	461202103	686	2,579	SH		OTR		0	2,579	0
ISHARES INC	MSCI BRAZIL ETF	464286400	8,978	213,100	SH		OTR		0	213,100	0
ISHARES TR	20 YR TR BD ETF	464287432	1,152	8,050	SH		OTR		0	8,050	0
ISHARES TR	IBOXX HI YD ETF	464288513	84,991	975,000	SH	Put	OTR		0	975,000	0
ISHARES TR	IBOXX INV CP ETF	464287242	2,672	20,960	SH		OTR		0	20,960	0
ISHARES TR	JPMORGAN USD EMG	464288281	34,005	300,000	SH	Call	OTR		0	300,000	0
ISHARES TR	JPMORGAN USD EMG	464288281	45,340	400,000	SH	Put	OTR		0	400,000	0
ISHARES TR	MSCI EMG MKT ETF	464287234	1,022	25,000	SH	Call	OTR		0	25,000	0
ISHARES TR	MSCI EMG MKT ETF	464287234	1,226	30,000	SH	Put	OTR		0	30,000	0
ISHARES TR	NASDAQ BIOTECH	464287556	1,489	14,967	SH		OTR		0	14,967	0
ISHARES TR	RUSSELL 2000 ETF	464287655	2,179	14,400	SH		OTR		0	14,400	0
ISHARES TR	U.S. REAL ES ETF	464287739	470	5,024	SH		OTR		0	5,024	0
JABIL INC	COM	466313103	216	6,026	SH		OTR		0	6,026	0
JOHNSON CTLS INTL PLC	SHS	G51502105	590	13,452	SH		OTR		0	13,452	0
JPMORGAN CHASE & CO	COM	46625H100	1,371	11,652	SH		OTR		0	11,652	0
KBL MERGER CORP IV	*W EXP 01/15/202	48242A112	27	300,000	SH		OTR		0	300,000	0
KEANE GROUP INC	COM	48669A108	1,963	324,000	SH		OTR		0	324,000	0
KILROY RLTY CORP	COM	49427F108	343	4,398	SH		OTR		0	4,398	0
KIMBERLY CLARK CORP	COM	494368103	349	2,457	SH		OTR		0	2,457	0
KINROSS GOLD CORP	COM	496902404	620	134,676	SH		OTR		0	134,676	0
KKR & CO INC	CL A	48251W104	1,619	60,306	SH		OTR		0	60,306	0
KLA CORPORATION	COM NEW	482480100	368	2,310	SH		OTR		0	2,310	0
KOPIN CORP	COM	500600101	22	32,984	SH		OTR		0	32,984	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	6,279	30,094	SH		OTR		0	30,094	0
LAM RESEARCH CORP	COM	512807108	742	3,211	SH		OTR		0	3,211	0
LAMB WESTON HLDGS INC	COM	513272104	1,665	22,898	SH		OTR		0	22,898	0
LANDCADIA HLDGS II INC	*W EXP 05/09/202	51476X113	74	100,000	SH		OTR		0	100,000	0
LAS VEGAS SANDS CORP	COM	517834107	4,431	76,712	SH		OTR		0	76,712	0
LEE ENTERPRISES INC	COM	523768109	61	30,000	SH		OTR		0	30,000	0
LEGACY ACQUISITION CORP	*W EXP 11/30/202	524643111	1,311	3,745,574	SH		OTR		0	3,745,574	0
LEGACY ACQUISITION CORP	UNIT 05/31/2024	524643202	10,450	995,192	SH		OTR		0	995,192	0
LEIDOS HLDGS INC	COM	525327102	399	4,650	SH		OTR		0	4,650	0
LEISURE ACQUISITION CORP	*W EXP 12/05/201	52539T115	923	1,231,217	SH		OTR		0	1,231,217	0
LEISURE ACQUISITION CORP	UNIT 99/99/9999	52539T206	533	50,000	SH		OTR		0	50,000	0
LEO HOLDINGS CORP	*W EXP 02/07/202	G5463L113	1,328	1,794,538	SH		OTR		0	1,794,538	0
LEO HOLDINGS CORP	COM CL A	G5463L105	9,994	976,000	SH		OTR		0	976,000	0
LF CAP ACQUISITION CORP	*W EXP 06/22/202	50200K116	802	2,506,500	SH		OTR		0	2,506,500	0
LIBERTY MEDIA CORP DELAWARE	COM SER A FRMLA	531229870	1,992	50,324	SH		OTR		0	50,324	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	2,521	2,012,000	PRN		OTR		0	0	2,012,000
LILLY ELI & CO	COM	532457108	1,335	11,935	SH		OTR		0	11,935	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	10,408	8,873,000	PRN		OTR		0	0	8,873,000
LOCKHEED MARTIN CORP	COM	539830109	378	969	SH		OTR		0	969	0
LOGMEIN INC	COM	54142L109	328	4,627	SH		OTR		0	4,627	0
LOWES COS INC	COM	548661107	829	7,537	SH		OTR		0	7,537	0
LSC COMMUNICATIONS INC	COM	50218P107	24	17,187	SH		OTR		0	17,187	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	961	10,739	SH		OTR		0	10,739	0
M & T BK CORP	COM	55261F104	234	1,480	SH		OTR		0	1,480	0
MAG SILVER CORP	COM	55903Q104	106	10,031	SH		OTR		0	10,031	0
MAGENTA THERAPEUTICS INC	COM	55910K108	410	40,000	SH		OTR		0	40,000	0
MALLINCKRODT PUB LTD CO	SHS	G5785G107	74	30,666	SH		OTR		0	30,666	0
MANHATTAN ASSOCS INC	COM	562750109	230	2,846	SH		OTR		0	2,846	0
MARRIOTT INTL INC NEW	CL A	571903202	301	2,421	SH		OTR		0	2,421	0
MARRIOTT VACTINS WORLDWID CO	COM	57164Y107	282	2,726	SH		OTR		0	2,726	0
MASTERCARD INC	CL A	57636Q104	3,410	12,558	SH		OTR		0	12,558	0
MATCH GROUP INC	COM	57665R106	380	5,313	SH		OTR		0	5,313	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	314	5,421	SH		OTR		0	5,421	0
MCEWEN MNG INC	COM	58039P107	53	34,000	SH		OTR		0	34,000	0
MCKESSON CORP	COM	58155Q103	397	2,906	SH		OTR		0	2,906	0
MEDTRONIC PLC	SHS	G5960L103	240	2,206	SH		OTR		0	2,206	0
MEGALITH FINL ACQUISITION CO	*W EXP 08/26/202	58518F117	895	2,355,752	SH		OTR		0	2,355,752	0
MELLANOX TECHNOLOGIES LTD	SHS	M51363113	4,310	39,326	SH		OTR		0	39,326	0
MERCK & CO INC	COM	58933Y105	1,095	13,004	SH		OTR		0	13,004	0
MEREDITH CORP	COM	589433101	271	7,382	SH		OTR		0	7,382	0
METLIFE INC	COM	59156R108	3,161	67,024	SH		OTR		0	67,024	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	493	700	SH		OTR		0	700	0
MFA FINL INC	NOTE 6.250% 6/1	55272XAA0	5,403	5,235,000	PRN		OTR		0	0	5,235,000
MGIC INVT CORP WIS	COM	552848103	176	14,005	SH		OTR		0	14,005	0
MICROCHIP TECHNOLOGY INC	COM	595017104	202	2,171	SH		OTR		0	2,171	0
MICROSOFT CORP	COM	594918104	2,497	17,963	SH		OTR		0	17,963	0
MID AMER APT CMNTYS INC	COM	59522J103	203	1,561	SH		OTR		0	1,561	0
MIRATI THERAPEUTICS INC	COM	60468T105	582	7,475	SH		OTR		0	7,475	0
MONOCLE ACQUISITION CORP	*W EXP 12/06/202	609754114	1,423	3,556,900	SH		OTR		0	3,556,900	0
MONOCLE ACQUISITION CORP	UNIT 99/99/9999	609754205	4,437	425,000	SH		OTR		0	425,000	0
MONOLITHIC PWR SYS INC	COM	609839105	686	4,405	SH		OTR		0	4,405	0
MOODYS CORP	COM	615369105	5,099	24,894	SH		OTR		0	24,894	0
MORGAN STANLEY	COM NEW	617446448	235	5,497	SH		OTR		0	5,497	0
MOSAIC ACQUISITION CORP	*W EXP 10/23/202	61946M118	1,904	1,655,939	SH		OTR		0	1,655,939	0
MUDRICK CAP ACQUISITION CORP	*W EXP 02/12/202	624745113	1,988	3,206,682	SH		OTR		0	3,206,682	0
NABORS INDUSTRIES LTD	6% PFD CNV SR A	G6359F129	763	47,460	PRN		OTR		0	0	47,460
NABORS INDUSTRIES LTD	SHS	G6359F103	38	20,123	SH		OTR		0	20,123	0
NAUTILUS INC	COM	63910B102	16	12,110	SH		OTR		0	12,110	0
NEBULA ACQUISITION CORP	*W EXP 03/12/202	629076118	165	164,500	SH		OTR		0	164,500	0
NEBULA ACQUISITION CORP	COM CLASS A	629076100	1,020	100,000	SH		OTR		0	100,000	0
NEBULA ACQUISITION CORP	UNIT 03/12/2025	629076209	6,455	606,000	SH		OTR		0	606,000	0
NESCO HLDGS INC	COM	64083J104	1,177	196,761	SH		OTR		0	196,761	0
NETAPP INC	COM	64110D104	330	6,288	SH		OTR		0	6,288	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	351	3,895	SH		OTR		0	3,895	0
NEW FRONTIER CORP	*W EXP 99/99/999	G6485P124	1,855	1,854,673	SH		OTR		0	1,854,673	0
NEW GOLD INC CDA	COM	644535106	145	143,112	SH		OTR		0	143,112	0
NEW MEDIA INVT GROUP INC	COM	64704V106	92	10,438	SH		OTR		0	10,438	0
NEW PROVIDENCE ACQUISITIN CO	UNIT 09/01/2024	64822P205	9,082	900,000	SH		OTR		0	900,000	0
NEWMARKET CORP	COM	651587107	291	617	SH		OTR		0	617	0
NEXTERA ENERGY INC	UNIT 09/01/2022S	65339F796	38,098	759,826	SH		OTR		0	759,826	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	27,394	15,353,000	PRN		OTR		0	0	15,353,000
NOBLE ENERGY INC	COM	655044105	206	9,159	SH		OTR		0	9,159	0
NORFOLK SOUTHERN CORP	COM	655844108	224	1,246	SH		OTR		0	1,246	0
NORTHROP GRUMMAN CORP	COM	666807102	2,630	7,017	SH		OTR		0	7,017	0
NOVAGOLD RES INC	COM NEW	66987E206	297	48,939	SH		OTR		0	48,939	0
NOVOCURE LTD	ORD SHS	G6674U108	546	7,308	SH		OTR		0	7,308	0
NRC GROUP HLDGS CORP	*W EXP 10/17/202	629375114	1,202	509,174	SH		OTR		0	509,174	0
NRG ENERGY INC	COM NEW	629377508	209	5,289	SH		OTR		0	5,289	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	1,311	1,165,000	PRN		OTR		0	0	1,165,000
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	33,664	33,974,000	PRN		OTR		0	0	33,974,000
NUTRIEN LTD	COM	67077M108	337	6,751	SH		OTR		0	6,751	0
NVENT ELECTRIC PLC	SHS	G6700G107	246	11,152	SH		OTR		0	11,152	0
NVIDIA CORP	COM	67066G104	305	1,753	SH		OTR		0	1,753	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	757	1,900	SH		OTR		0	1,900	0
OAKTREE ACQUISITION CORP	UNIT 99/99/9999	G67145121	2,540	250,000	SH		OTR		0	250,000	0
OKTA INC	CL A	679295105	378	3,843	SH		OTR		0	3,843	0
OLLIES BARGAIN OUTLT HLDGS I	COM	681116109	221	3,764	SH		OTR		0	3,764	0
ON SEMICONDUCTOR CORP	COM	682189105	1,106	57,588	SH		OTR		0	57,588	0
OPES ACQUISITION CORP	*W EXP 03/13/202	68373P118	3	17,380	SH		OTR		0	17,380	0
OPKO HEALTH INC	NOTE 4.500% 2/1	68375NAD5	409	500,000	PRN		OTR		0	0	500,000
OPORTUN FINL CORP	COM	68376D104	211	13,000	SH		OTR		0	13,000	0
ORACLE CORP	COM	68389X105	5,112	92,897	SH		OTR		0	92,897	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	2,946	2,629,000	PRN		OTR		0	0	2,629,000
OSISKO GOLD ROYALTIES LTD	COM	68827L101	232	24,975	SH		OTR		0	24,975	0
PACIFIC BIOSCIENCES CALIF IN	COM	69404D108	391	75,740	SH		OTR		0	75,740	0
PALO ALTO NETWORKS INC	COM	697435105	703	3,451	SH		OTR		0	3,451	0
PAN AMERICAN SILVER CORP	COM	697900108	707	45,067	SH		OTR		0	45,067	0
PAYCOM SOFTWARE INC	COM	70432V102	485	2,315	SH		OTR		0	2,315	0
PAYPAL HLDGS INC	COM	70450Y103	1,346	12,991	SH		OTR		0	12,991	0
PAYSIGN INC	COM	70451A104	171	16,909	SH		OTR		0	16,909	0
PBF ENERGY INC	CL A	69318G106	233	8,587	SH		OTR		0	8,587	0
PDL BIOPHARMA INC	COM	69329Y104	58	26,750	SH		OTR		0	26,750	0
PELOTON INTERACTIVE INC	CL A COM	70614W100	377	15,000	SH		OTR		0	15,000	0
PENNEY J C CORP INC	COM	708160106	35	39,560	SH		OTR		0	39,560	0
PENSARE ACQUISITION CORP	*W EXP 07/27/202	70957E113	1,803	8,194,602	SH		OTR		0	8,194,602	0
PEOPLES UTD FINL INC	COM	712704105	785	50,188	SH		OTR		0	50,188	0
PEPSICO INC	COM	713448108	250	1,827	SH		OTR		0	1,827	0
PERFICIENT INC	NOTE 2.375% 9/1	71375UAB7	1,191	1,000,000	PRN		OTR		0	0	1,000,000
PERSONALIS INC	COM	71535D106	280	19,050	SH		OTR		0	19,050	0
PETROLEO BRASILEIRO SA PETRO	SP ADR NON VTG	71654V101	394	30,000	SH		OTR		0	30,000	0
PFIZER INC	COM	717081103	717	19,956	SH		OTR		0	19,956	0
PHILIP MORRIS INTL INC	COM	718172109	475	6,256	SH		OTR		0	6,256	0
PINNACLE WEST CAP CORP	COM	723484101	289	2,981	SH		OTR		0	2,981	0
PINTEREST INC	CL A	72352L106	274	10,374	SH		OTR		0	10,374	0
PIVOTAL ACQUISITION CORP	*W EXP 12/01/202	72583A119	4,958	3,699,667	SH		OTR		0	3,699,667	0
PIVOTAL ACQUISITION CORP	CL A COM	72583A101	4,729	464,583	SH		OTR		0	464,583	0
PIVOTAL ACQUISITION CORP	UNIT 12/01/2025	72583A200	6,183	536,954	SH		OTR		0	536,954	0
PIVOTAL INVT CORP II	UNIT 06/01/2025	72582K209	4,072	400,000	SH		OTR		0	400,000	0
PLANET FITNESS INC	CL A	72703H101	295	5,091	SH		OTR		0	5,091	0
PLUG POWER INC	NOTE 5.500% 3/1	72919PAB9	2,907	2,340,000	PRN		OTR		0	0	2,340,000
PNC FINL SVCS GROUP INC	COM	693475105	443	3,163	SH		OTR		0	3,163	0
PRECISION DRILLING CORP	COM 2010	74022D308	72	63,400	SH		OTR		0	63,400	0
PREMIER INC	CL A	74051N102	396	13,701	SH		OTR		0	13,701	0
PRETIUM RES INC	COM	74139C102	316	27,493	SH		OTR		0	27,493	0
PRIORITY TECHNOLOGY HLDGS IN	COM	74275G107	1,878	389,684	SH		OTR		0	389,684	0
PROCTER & GAMBLE CO	COM	742718109	1,901	15,287	SH		OTR		0	15,287	0
PROGRESSIVE CORP OHIO	COM	743315103	212	2,750	SH		OTR		0	2,750	0
PROLOGIS INC	COM	74340W103	824	9,672	SH		OTR		0	9,672	0
PROOFPOINT INC	COM	743424103	340	2,637	SH		OTR		0	2,637	0
PROSPERITY BANCSHARES INC	COM	743606105	241	3,416	SH		OTR		0	3,416	0
PURE ACQUISITION CORP	*W EXP 04/17/202	74621Q114	248	242,662	SH		OTR		0	242,662	0
QURATE RETAIL INC	COM SER A	74915M100	192	18,632	SH		OTR		0	18,632	0
RANPAK HLDGS CORP	*W EXP 06/03/202	75321W111	1,137	1,515,391	SH		OTR		0	1,515,391	0
RANPAK HLDGS CORP	COM CL A	75321W103	321	52,901	SH		OTR		0	52,901	0
REGALWOOD GLOBAL ENERGY LTD	*W EXP 12/05/202	G74760128	272	452,558	SH		OTR		0	452,558	0
REGALWOOD GLOBAL ENERGY LTD	UNIT 99/99/9999	G74760110	4,192	400,000	SH		OTR		0	400,000	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	241	1,509	SH		OTR		0	1,509	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	473	4,749	SH		OTR		0	4,749	0
RENEWABLE ENERGY GROUP INC	NOTE 4.000% 6/1	75972AAC7	3,872	2,573,000	PRN		OTR		0	0	2,573,000
REPLAY ACQUISITION CORP	*W EXP 03/01/202	G75130115	1,227	1,636,087	SH		OTR		0	1,636,087	0
ROLLINS INC	COM	775711104	888	26,068	SH		OTR		0	26,068	0
ROPER TECHNOLOGIES INC	COM	776696106	5,599	15,700	SH		OTR		0	15,700	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	336	4,139	SH		OTR		0	4,139	0
ROYAL GOLD INC	COM	780287108	297	2,412	SH		OTR		0	2,412	0
S&P GLOBAL INC	COM	78409V104	1,988	8,115	SH		OTR		0	8,115	0
SAILPOINT TECHNLGIES HLDGS I	COM	78781P105	283	15,131	SH		OTR		0	15,131	0
SAILPOINT TECHNLGIES HLDGS I	COM	78781P105	187	10,000	SH	Call	OTR		0	10,000	0
SALESFORCE COM INC	COM	79466L302	1,067	7,187	SH		OTR		0	7,187	0
SANDSTORM GOLD LTD	COM NEW	80013R206	158	28,000	SH		OTR		0	28,000	0
SAREPTA THERAPEUTICS INC	COM	803607100	213	2,822	SH		OTR		0	2,822	0
SC HEALTH CORP	*W EXP 99/99/999	G78516401	300	250,000	SH		OTR		0	250,000	0
SC HEALTH CORP	COM CL A	G78516203	4,925	500,000	SH		OTR		0	500,000	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	609	11,322	SH		OTR		0	11,322	0
SEATTLE GENETICS INC	COM	812578102	324	3,789	SH		OTR		0	3,789	0
SELECT SECTOR SPDR TR	ENERGY	81369Y506	11,815	199,582	SH		OTR		0	199,582	0
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	663	5,496	SH		OTR		0	5,496	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	915	14,895	SH		OTR		0	14,895	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	14,741	240,000	SH	Call	OTR		0	240,000	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	2,457	40,000	SH	Put	OTR		0	40,000	0
SELECT SECTOR SPDR TR	SBI HEALTHCARE	81369Y209	705	7,822	SH		OTR		0	7,822	0
SELECT SECTOR SPDR TR	SBI INT-INDS	81369Y704	383	4,934	SH		OTR		0	4,934	0
SEMPRA ENERGY	6.75% CNV PFD B	816851505	465	3,955	PRN		OTR		0	0	3,955
SEMPRA ENERGY	COM	816851109	686	4,650	SH		OTR		0	4,650	0
SENTINEL ENERGY SVCS INC	*W EXP 11/02/202	81728P113	438	974,095	SH		OTR		0	974,095	0
SENTINEL ENERGY SVCS INC	CL A	81728P105	2,141	208,242	SH		OTR		0	208,242	0
SERVICENOW INC	COM	81762P102	315	1,241	SH		OTR		0	1,241	0
SHIP FIN INTL LTD	NOTE 4.875% 5/0	824689AG8	1,751	1,600,000	PRN		OTR		0	0	1,600,000
SIBANYE STILLWATER	SPONSORED ADR	825724206	401	74,300	SH		OTR		0	74,300	0
SILVER SPIKE ACQUISITION COR	UNIT 99/99/9999	G8136L122	5,045	500,000	SH		OTR		0	500,000	0
SILVERCORP METALS INC	COM	82835P103	72	18,500	SH		OTR		0	18,500	0
SIRIUS XM HLDGS INC	COM	82968B103	298	47,598	SH		OTR		0	47,598	0
SMILEDIRECTCLUB INC	CL A COM	83192H106	430	30,990	SH		OTR		0	30,990	0
SNAP INC	CL A	83304A106	218	13,768	SH		OTR		0	13,768	0
SOCIAL CAP HEDOSOPHIA HLDGS	CL A	G8250R103	22,467	2,099,766	SH		OTR		0	2,099,766	0
SOCIAL CAP HEDOSOPHIA HLDGS	UNIT 99/99/9999	G8250R111	8,250	721,175	SH		OTR		0	721,175	0
SOUTH MTN MERGER CORP	UNIT 99/99/9999	838884203	23,389	2,227,500	SH		OTR		0	2,227,500	0
SOUTHERN CO	UNIT 08/01/2022	842587602	12,027	224,763	SH		OTR		0	224,763	0
SOUTHWEST AIRLS CO	COM	844741108	253	4,681	SH		OTR		0	4,681	0
SOUTHWEST GAS HOLDINGS INC	COM	844895102	254	2,790	SH		OTR		0	2,790	0
SPARTAN ENERGY ACQUISITON CO	*W EXP 08/27/202	846784122	1,289	2,148,107	SH		OTR		0	2,148,107	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	4,684	15,784	SH		OTR		0	15,784	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	83,185	280,300	SH	Put	OTR		0	280,300	0
SPDR SERIES TRUST	S&P OILGAS EXP	78464A730	2,124	95,000	SH	Put	OTR		0	95,000	0
SPLUNK INC	COM	848637104	1,028	8,719	SH		OTR		0	8,719	0
SQUARE INC	CL A	852234103	1,296	20,928	SH		OTR		0	20,928	0
SSR MNG INC	COM	784730103	200	13,800	SH		OTR		0	13,800	0
STARBUCKS CORP	COM	855244109	748	8,454	SH		OTR		0	8,454	0
STRATEGIC ED INC	COM	86272C103	263	1,936	SH		OTR		0	1,936	0
STRYKER CORP	COM	863667101	495	2,289	SH		OTR		0	2,289	0
SUNCOR ENERGY INC NEW	COM	867224107	223	7,072	SH		OTR		0	7,072	0
SUNTRUST BKS INC	COM	867914103	541	7,868	SH		OTR		0	7,868	0
SUPERIOR INDS INTL INC	COM	868168105	34	11,735	SH		OTR		0	11,735	0
SWITCHBACK ENERGY ACQUISITIO	UNIT 99/99/9999	87105M201	3,000	300,000	SH		OTR		0	300,000	0
SYMANTEC CORP	COM	871503108	648	27,415	SH		OTR		0	27,415	0
SYNCHRONY FINL	COM	87165B103	705	20,668	SH		OTR		0	20,668	0
SYNOPSYS INC	COM	871607107	369	2,689	SH		OTR		0	2,689	0
T MOBILE US INC	COM	872590104	394	5,007	SH		OTR		0	5,007	0
TAILORED BRANDS INC	COM	87403A107	48	10,886	SH		OTR		0	10,886	0
TANGER FACTORY OUTLET CTRS I	COM	875465106	252	16,304	SH		OTR		0	16,304	0
TCF FINANCIAL CORPORATION NE	COM	872307103	250	6,559	SH		OTR		0	6,559	0
TECHNIPFMC PLC	COM	G87110105	226	9,344	SH		OTR		0	9,344	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	288	894	SH		OTR		0	894	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	265	10,263	SH		OTR		0	10,263	0
TENZING ACQUISITION CORP	*W EXP 02/23/202	G8708A108	151	604,500	SH		OTR		0	604,500	0
TERADYNE INC	COM	880770102	261	4,512	SH		OTR		0	4,512	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	36,661	36,042,000	PRN		OTR		0	0	36,042,000
TEXAS INSTRS INC	COM	882508104	223	1,722	SH		OTR		0	1,722	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	633	15,136	SH		OTR		0	15,136	0
THE REALREAL INC	COM	88339P101	233	10,400	SH		OTR		0	10,400	0
THE TRADE DESK INC	COM CL A	88339J105	342	1,826	SH		OTR		0	1,826	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	877	3,011	SH		OTR		0	3,011	0
THOMSON REUTERS CORP	COM NEW	884903709	234	3,500	SH		OTR		0	3,500	0
TIBERIUS ACQUISITION CORP	*W EXP 02/28/202	88633A115	1,403	2,378,343	SH		OTR		0	2,378,343	0
TJX COS INC NEW	COM	872540109	751	13,472	SH		OTR		0	13,472	0
TKK SYMPHONY ACQUISITION COR	*W EXP 02/20/202	G88950129	408	5,097,690	SH		OTR		0	5,097,690	0
TORONTO DOMINION BK ONT	COM NEW	891160509	328	5,625	SH		OTR		0	5,625	0
TORTOISE ACQUISITION CORP	UNIT 03/04/2024	89154L209	5,040	500,000	SH		OTR		0	500,000	0
TPG PACE HLDGS CORP	*W EXP 06/27/202	G89827110	971	614,605	SH		OTR		0	614,605	0
TPG PACE HLDGS CORP	CL A	G89827128	17,377	1,690,400	SH		OTR		0	1,690,400	0
TPG PACE HLDGS CORP	UNIT 99/99/9999	G89827102	2,784	257,757	SH		OTR		0	257,757	0
TRANSALTA CORP	COM	89346D107	70	10,834	SH		OTR		0	10,834	0
TRANSDIGM GROUP INC	COM	893641100	277	532	SH		OTR		0	532	0
TRIDENT ACQUISITIONS CORP	*W EXP 05/09/202	89615T114	18	151,000	SH		OTR		0	151,000	0
TRILOGY METALS INC NEW	COM	89621C105	17	10,000	SH		OTR		0	10,000	0
TRINE ACQUISITION CORP	*W EXP 03/31/202	89628U116	198	250,000	SH		OTR		0	250,000	0
TRINITY INDS INC	COM	896522109	251	12,738	SH		OTR		0	12,738	0
TRINITY MERGER CORP	*W EXP 05/11/202	89653L114	10,849	8,542,472	SH		OTR		0	8,542,472	0
TUSCAN HLDGS CORP II	*W EXP 04/01/202	90070A111	156	312,500	SH		OTR		0	312,500	0
TUSCAN HLDGS CORP II	COM	90070A103	6,131	625,000	SH		OTR		0	625,000	0
TUSCAN HOLDINGS CORP	*W EXP 04/01/202	90069K112	2,065	2,752,875	SH		OTR		0	2,752,875	0
TUSCAN HOLDINGS CORP	UNIT 99/99/9999	90069K203	8,124	760,000	SH		OTR		0	760,000	0
TWELVE SEAS INVESTMENT COMPA	*W EXP 12/22/202	G9145A115	1,214	3,794,898	SH		OTR		0	3,794,898	0
TWILIO INC	CL A	90138F102	690	6,272	SH		OTR		0	6,272	0
TWITTER INC	COM	90184L102	1,116	27,086	SH		OTR		0	27,086	0
TYLER TECHNOLOGIES INC	COM	902252105	719	2,740	SH		OTR		0	2,740	0
UBIQUITI INC	COM	90353W103	341	2,883	SH		OTR		0	2,883	0
UNITED MICROELECTRONICS CORP	SPON ADR NEW	910873405	28	13,400	SH		OTR		0	13,400	0
UNITED PARCEL SERVICE INC	CL B	911312106	218	1,823	SH		OTR		0	1,823	0
UNITED STATES OIL FUND LP	UNITS	91232N108	397	35,000	SH	Call	OTR		0	35,000	0
UNUM GROUP	COM	91529Y106	318	10,699	SH		OTR		0	10,699	0
US BANCORP DEL	COM NEW	902973304	1,457	26,330	SH		OTR		0	26,330	0
US FOODS HLDG CORP	COM	912008109	219	5,328	SH		OTR		0	5,328	0
V F CORP	COM	918204108	221	2,481	SH		OTR		0	2,481	0
VANECK VECTORS ETF TR	GOLD MINERS ETF	92189F106	267	10,000	SH		OTR		0	10,000	0
VANECK VECTORS ETF TR	SEMICONDUCTOR ET	92189F676	1,787	15,000	SH	Put	OTR		0	15,000	0
VANGUARD INDEX FDS	REAL ESTATE ETF	922908553	4,806	51,542	SH		OTR		0	51,542	0
VECTOIQ ACQUISITION CORP	*W EXP 05/11/202	92243N111	2,365	4,730,555	SH		OTR		0	4,730,555	0
VEEVA SYS INC	CL A COM	922475108	664	4,348	SH		OTR		0	4,348	0
VEONEER INCORPORATED	NOTE 4.000% 6/0	92336XAA7	6,653	6,700,000	PRN		OTR		0	0	6,700,000
VEREIT INC	COM	92339V100	318	32,508	SH		OTR		0	32,508	0
VERISIGN INC	COM	92343E102	249	1,319	SH		OTR		0	1,319	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	472	2,785	SH		OTR		0	2,785	0
VIACOM INC NEW	CL B	92553P201	789	32,849	SH		OTR		0	32,849	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	34,259	27,867,000	PRN		OTR		0	0	27,867,000
VICI PPTYS INC	COM	925652109	1,065	47,037	SH		OTR		0	47,037	0
VISA INC	COM CL A	92826C839	3,195	18,573	SH		OTR		0	18,573	0
VMWARE INC	CL A COM	928563402	210	1,401	SH		OTR		0	1,401	0
VORNADO RLTY TR	SH BEN INT	929042109	246	3,869	SH		OTR		0	3,869	0
WABCO HLDGS INC	COM	92927K102	1,884	14,085	SH		OTR		0	14,085	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	847	15,312	SH		OTR		0	15,312	0
WASTE MGMT INC DEL	COM	94106L109	421	3,665	SH		OTR		0	3,665	0
WATERS CORP	COM	941848103	343	1,537	SH		OTR		0	1,537	0
WENDYS CO	COM	95058W100	280	14,028	SH		OTR		0	14,028	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	244	1,720	SH		OTR		0	1,720	0
WESTERN DIGITAL CORP	COM	958102105	304	5,094	SH		OTR		0	5,094	0
WHEATON PRECIOUS METALS CORP	COM	962879102	294	11,197	SH		OTR		0	11,197	0
WILLIS TOWERS WATSON PUB LTD	SHS	G96629103	900	4,663	SH		OTR		0	4,663	0
WILLSCOT CORP	COM	971375126	2,266	145,454	SH		OTR		0	145,454	0
WIX COM LTD	SHS	M98068105	1,073	9,188	SH		OTR		0	9,188	0
WORKDAY INC	CL A	98138H101	2,018	11,875	SH		OTR		0	11,875	0
WW INTL INC	COM	98262P101	321	8,493	SH		OTR		0	8,493	0
XILINX INC	COM	983919101	262	2,735	SH		OTR		0	2,735	0
YAMANA GOLD INC	COM	98462Y100	382	120,245	SH		OTR		0	120,245	0
YATRA ONLINE INC	ORD SHS	G98338109	6,735	1,634,646	SH		OTR		0	1,634,646	0
YELP INC	CL A	985817105	206	5,914	SH		OTR		0	5,914	0
YUM BRANDS INC	COM	988498101	262	2,309	SH		OTR		0	2,309	0
ZAYO GROUP HLDGS INC	COM	98919V105	1,631	48,124	SH		OTR		0	48,124	0
ZIOPHARM ONCOLOGY INC	COM	98973P101	78	18,329	SH		OTR		0	18,329	0
ZOETIS INC	CL A	98978V103	453	3,633	SH		OTR		0	3,633	0
ZSCALER INC	COM	98980G102	244	5,158	SH		OTR		0	5,158	0
ZYNGA INC	CL A	98986T108	73	12,504	SH		OTR		0	12,504	0