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
ABBVIE INC	COM	00287Y109	1,518	17,148	SH		OTR		0	17,148	0
ACAMAR PARTNERS ACQSITION CO	*W EXP 02/26/202	004285110	125	166,666	SH		OTR		0	166,666	0
ACCEL ENTMT INC	*W EXP 11/20/202	00436Q114	1,776	602,019	SH		OTR		0	602,019	0
ACCELERATE DIAGNOSTICS INC	NOTE 2.500% 3/1	00430HAB8	1,162	1,500,000	PRN		OTR		0	0	1,500,000
ACTIVISION BLIZZARD INC	COM	00507V109	212	3,571	SH		OTR		0	3,571	0
ADVANCE AUTO PARTS INC	COM	00751Y106	395	2,466	SH		OTR		0	2,466	0
ADVANCED MICRO DEVICES INC	COM	007903107	2,297	50,098	SH		OTR		0	50,098	0
AGNICO EAGLE MINES LTD	COM	008474108	598	9,700	SH		OTR		0	9,700	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	14,347	14,665,000	PRN		OTR		0	0	14,665,000
AKAMAI TECHNOLOGIES INC	COM	00971T101	283	3,275	SH		OTR		0	3,275	0
AKAZOO SA	*W EXP 09/11/202	L0164E116	1,000	2,000,949	SH		OTR		0	2,000,949	0
ALAMOS GOLD INC NEW	COM CL A	011532108	209	34,800	SH		OTR		0	34,800	0
ALLEGRO MERGER CORP	*W EXP 01/06/202	01749N111	167	930,140	SH		OTR		0	930,140	0
ALLEGRO MERGER CORP	RIGHT 12/31/2023	01749N129	509	1,595,707	SH		OTR		0	1,595,707	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	231	4,779	SH		OTR		0	4,779	0
ALLSTATE CORP	COM	020002101	479	4,258	SH		OTR		0	4,258	0
ALPHABET INC	CAP STK CL C	02079K107	7,114	5,321	SH		OTR		0	5,321	0
ALPS ETF TR	ALERIAN MLP	00162Q866	2,550	300,000	SH	Call	OTR		0	300,000	0
ALTERYX INC	COM CL A	02156B103	421	4,203	SH		OTR		0	4,203	0
ALUSSA ENERGY ACQUISITION CO	UNIT 10/31/2026	G0232J127	2,016	200,000	SH		OTR		0	200,000	0
AMERICAN ELEC PWR CO INC	UNIT 03/15/2022	025537127	10,271	189,739	SH		OTR		0	189,739	0
AMERICAN EXPRESS CO	COM	025816109	250	2,008	SH		OTR		0	2,008	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	233	2,128	SH		OTR		0	2,128	0
AMERIPRISE FINL INC	COM	03076C106	739	4,439	SH		OTR		0	4,439	0
AMGEN INC	COM	031162100	395	1,639	SH		OTR		0	1,639	0
ANGLOGOLD ASHANTI LTD	SPONSORED ADR	035128206	1,075	48,100	SH		OTR		0	48,100	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	46	12,943	SH		OTR		0	12,943	0
APARTMENT INVT & MGMT CO	CL A	03748R754	220	4,256	SH		OTR		0	4,256	0
APEX TECHNOLOGY ACQUISITN CO	*W EXP 09/18/202	03768F110	460	400,000	SH		OTR		0	400,000	0
APEX TECHNOLOGY ACQUISITN CO	UNIT 06/11/2026	03768F201	8,376	800,000	SH		OTR		0	800,000	0
APOLLO COML REAL EST FIN INC	NOTE 4.750% 8/2	03762UAB1	354	351,000	PRN		OTR		0	0	351,000
APOLLO COML REAL EST FIN INC	NOTE 5.375%10/1	03762UAC9	6,057	5,972,000	PRN		OTR		0	0	5,972,000
APOLLO GLOBAL MGMT INC	COM CL A	03768E105	233	4,885	SH		OTR		0	4,885	0
APPLE INC	COM	037833100	8,985	30,597	SH		OTR		0	30,597	0
APPLIED MATLS INC	COM	038222105	333	5,456	SH		OTR		0	5,456	0
ARCONIC INC	COM	03965L100	222	7,206	SH		OTR		0	7,206	0
ARES CAP CORP	COM	04010L103	354	18,997	SH		OTR		0	18,997	0
ARYA SCIENCES ACQUISITION CO	UNIT 10/04/2023	G3165V117	6,912	601,000	SH		OTR		0	601,000	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	28	10,000	SH		OTR		0	10,000	0
ASPEN TECHNOLOGY INC	COM	045327103	286	2,363	SH		OTR		0	2,363	0
ASSERTIO THERAPEUTICS INC	NOTE 2.500% 9/0	249908AA2	2,236	3,000,000	PRN		OTR		0	0	3,000,000
ASSURANT INC	COM	04621X108	380	2,901	SH		OTR		0	2,901	0
ATHENE HLDG LTD	CL A	G0684D107	236	5,026	SH		OTR		0	5,026	0
AVANTOR INC	6.25 PFD CNV SR	05352A209	3,282	52,093	SH		OTR		0	52,093	0
AXSOME THERAPEUTICS INC	COM	05464T104	437	4,227	SH		OTR		0	4,227	0
B2GOLD CORP	COM	11777Q209	60	15,000	SH		OTR		0	15,000	0
BALL CORP	COM	058498106	629	9,726	SH		OTR		0	9,726	0
BANK AMER CORP	COM	060505104	8,837	250,896	SH		OTR		0	250,896	0
BANK NEW YORK MELLON CORP	COM	064058100	636	12,629	SH		OTR		0	12,629	0
BAOZUN INC	SPONSORED ADR	06684L103	765	23,100	SH		OTR		0	23,100	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	14,256	217,780	SH		OTR		0	217,780	0
BEYOND MEAT INC	COM	08862E109	204	2,704	SH		OTR		0	2,704	0
BIG ROCK PARTNERS ACQUISI CO	RIGHT 12/01/2022	089482129	39	150,000	SH		OTR		0	150,000	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	483	5,715	SH		OTR		0	5,715	0
BIOMX INC	*W EXP 10/16/202	09090D111	38	80,605	SH		OTR		0	80,605	0
BOEING CO	COM	097023105	204	625	SH		OTR		0	625	0
BOOKING HLDGS INC	COM	09857L108	304	148	SH		OTR		0	148	0
BOXWOOD MERGER CORP	*W EXP 11/26/202	10319T119	3,587	5,786,117	SH		OTR		0	5,786,117	0
BOXWOOD MERGER CORP	COM CL A	10319T101	5,540	545,270	SH		OTR		0	545,270	0
BRIGHTHOUSE FINL INC	COM	10922N103	237	6,034	SH		OTR		0	6,034	0
BROADCOM INC	COM	11135F101	1,514	4,792	SH		OTR		0	4,792	0
BROADMARK RLTY CAP INC	*W EXP 11/15/202	11135B118	6,005	15,803,875	SH		OTR		0	15,803,875	0
BROADMARK RLTY CAP INC	COM	11135B100	6,415	503,168	SH		OTR		0	503,168	0
BROOGE HLDGS LTD	*W EXP 12/20/202	G1611B115	5,829	7,877,873	SH		OTR		0	7,877,873	0
BROOGE HLDGS LTD	SHS	G1611B107	14,533	1,645,842	SH		OTR		0	1,645,842	0
BURLINGTON STORES INC	COM	122017106	303	1,328	SH		OTR		0	1,328	0
CAPITAL ONE FINL CORP	COM	14040H105	232	2,256	SH		OTR		0	2,256	0
CARDINAL HEALTH INC	COM	14149Y108	374	7,397	SH		OTR		0	7,397	0
CARMAX INC	COM	143130102	203	2,312	SH		OTR		0	2,312	0
CATERPILLAR INC DEL	COM	149123101	837	5,669	SH		OTR		0	5,669	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	8,177	167,769	SH		OTR		0	167,769	0
CERNER CORP	COM	156782104	310	4,218	SH		OTR		0	4,218	0
CF FIN ACQUISITION CORP	*W EXP 04/30/202	12528N115	1,138	1,264,355	SH		OTR		0	1,264,355	0
CHANGE HEALTHCARE INC	UNIT 99/99/9999	15912K209	4,496	74,942	SH		OTR		0	74,942	0
CHANGYOU COM LTD	ADS REP CL A	15911M107	25,748	2,630,000	SH		OTR		0	2,630,000	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	1,359	2,801	SH		OTR		0	2,801	0
CHASERG TECHNLGY ACQUISITN C	*W EXP 04/10/202	16166A111	4,347	1,975,794	SH		OTR		0	1,975,794	0
CHENIERE ENERGY INC	COM NEW	16411R208	209	3,417	SH		OTR		0	3,417	0
CHEVRON CORP NEW	COM	166764100	3,133	26,000	SH	Call	OTR		0	26,000	0
CHP MERGER CORP	UNIT 11/22/2024	12558Y205	12,204	1,200,000	SH		OTR		0	1,200,000	0
CHURCH & DWIGHT INC	COM	171340102	845	12,013	SH		OTR		0	12,013	0
CHURCHILL CAP CORP II	UNIT 99/99/9999	17143G205	24,252	2,250,000	SH		OTR		0	2,250,000	0
CISCO SYS INC	COM	17275R102	532	11,101	SH		OTR		0	11,101	0
CITIGROUP INC	COM NEW	172967424	4,029	50,436	SH		OTR		0	50,436	0
CITIZENS FINL GROUP INC	COM	174610105	454	11,176	SH		OTR		0	11,176	0
CITRIX SYS INC	COM	177376100	231	2,085	SH		OTR		0	2,085	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	11,488	9,551,000	PRN		OTR		0	0	9,551,000
CLOROX CO DEL	COM	189054109	236	1,537	SH		OTR		0	1,537	0
CME GROUP INC	COM	12572Q105	9,032	45,000	SH		OTR		0	45,000	0
COLFAX CORP	UNIT 01/15/2022T	194014205	306	1,942	SH		OTR		0	1,942	0
COLLIER CREEK HOLDINGS	*W EXP 99/99/999	G22707114	680	489,438	SH		OTR		0	489,438	0
COLLIER CREEK HOLDINGS	COM CL A	G22707106	1,028	100,000	SH		OTR		0	100,000	0
COLLIER CREEK HOLDINGS	UNIT 99/99/9999	G22707122	8,310	773,000	SH		OTR		0	773,000	0
COMERICA INC	COM	200340107	281	3,921	SH		OTR		0	3,921	0
CONDUENT INC	COM	206787103	101	16,364	SH		OTR		0	16,364	0
CONSOL ENERGY INC NEW	COM	20854L108	218	15,000	SH	Call	OTR		0	15,000	0
COOPER COS INC	COM NEW	216648402	328	1,020	SH		OTR		0	1,020	0
COUPA SOFTWARE INC	COM	22266L106	2,245	15,349	SH		OTR		0	15,349	0
CREDIT ACCEP CORP MICH	COM	225310101	644	1,455	SH		OTR		0	1,455	0
CREE INC	COM	225447101	335	7,249	SH		OTR		0	7,249	0
CRESCENT ACQUISITION CORP	*W EXP 03/08/202	22564L113	2,568	3,209,739	SH		OTR		0	3,209,739	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	2,758	2,152	SH		OTR		0	2,152	0
CSX CORP	COM	126408103	1,062	14,677	SH		OTR		0	14,677	0
CUBESMART	COM	229663109	218	6,920	SH		OTR		0	6,920	0
CUMMINS INC	COM	231021106	551	3,078	SH		OTR		0	3,078	0
CVR ENERGY INC	COM	12662P108	203	5,021	SH		OTR		0	5,021	0
DARDEN RESTAURANTS INC	COM	237194105	203	1,858	SH		OTR		0	1,858	0
DAVITA INC	COM	23918K108	791	10,547	SH		OTR		0	10,547	0
DD3 ACQUISITION CORP	*W EXP 10/20/202	G2692M111	192	436,100	SH		OTR		0	436,100	0
DD3 ACQUISITION CORP	UNIT 10/12/2023	G2692M129	3,024	280,000	SH		OTR		0	280,000	0
DECKERS OUTDOOR CORP	COM	243537107	229	1,359	SH		OTR		0	1,359	0
DEVON ENERGY CORP NEW	COM	25179M103	605	23,284	SH		OTR		0	23,284	0
DEXCOM INC	COM	252131107	980	4,480	SH		OTR		0	4,480	0
DIAMOND EAGLE ACQUISITION CO	COM CL A	25258L109	3,578	334,385	SH		OTR		0	334,385	0
DIAMOND EAGLE ACQUISITION CO	UNIT 06/30/2026	25258L208	5,489	466,877	SH		OTR		0	466,877	0
DISCOVER FINL SVCS	COM	254709108	246	2,906	SH		OTR		0	2,906	0
DISCOVERY INC	COM SER C	25470F302	273	8,957	SH		OTR		0	8,957	0
DOCUSIGN INC	COM	256163106	1,393	18,800	SH		OTR		0	18,800	0
DOMINION ENERGY INC	UNIT 99/99/9999	25746U133	2,551	23,841	SH		OTR		0	23,841	0
DTE ENERGY CO	UNIT 11/01/2022S	233331842	18,421	359,362	SH		OTR		0	359,362	0
EATON CORP PLC	SHS	G29183103	624	6,591	SH		OTR		0	6,591	0
ECOLAB INC	COM	278865100	352	1,826	SH		OTR		0	1,826	0
ELASTIC N V	ORD SHS	N14506104	202	3,146	SH		OTR		0	3,146	0
ENLINK MIDSTREAM LLC	COM UNIT REP LTD	29336T100	220	35,900	SH		OTR		0	35,900	0
ERIE INDTY CO	CL A	29530P102	203	1,220	SH		OTR		0	1,220	0
ETSY INC	COM	29786A106	302	6,828	SH		OTR		0	6,828	0
EURONET WORLDWIDE INC	COM	298736109	1,497	9,500	SH		OTR		0	9,500	0
EVERGY INC	COM	30034W106	545	8,374	SH		OTR		0	8,374	0
EXACT SCIENCES CORP	COM	30063P105	1,048	11,328	SH		OTR		0	11,328	0
EXELA TECHNOLOGIES INC	COM	30162V102	61	148,822	SH		OTR		0	148,822	0
EZCORP INC	NOTE 2.875% 7/0	302301AF3	1,897	2,000,000	PRN		OTR		0	0	2,000,000
FALCON MINERALS CORP	*W EXP 07/21/202	30607B208	1,142	3,806,877	SH		OTR		0	3,806,877	0
FAR PT ACQUISITION CORP	*W EXP 06/01/202	30734W117	2,363	1,832,102	SH		OTR		0	1,832,102	0
FAR PT ACQUISITION CORP	COM CL A	30734W109	17,801	1,723,229	SH		OTR		0	1,723,229	0
FAR PT ACQUISITION CORP	UNIT 06/01/2025	30734W208	24,040	2,225,959	SH		OTR		0	2,225,959	0
FIAT CHRYSLER AUTOMOBILES N	SHS	N31738102	250	17,016	SH		OTR		0	17,016	0
FIFTH THIRD BANCORP	COM	316773100	516	16,778	SH		OTR		0	16,778	0
FINSERV ACQUISITION CORP	UNIT 12/31/2026	318085206	2,046	200,000	SH		OTR		0	200,000	0
FINTECH ACQUISITION CORP III	UNIT 12/01/2023	31811A309	10,800	1,000,000	SH		OTR		0	1,000,000	0
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	202	379	SH		OTR		0	379	0
FORD MTR CO DEL	COM	345370860	234	25,170	SH		OTR		0	25,170	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	23,196	23,846	SH		OTR		0	23,846	0
FORUM MERGER II CORP	*W EXP 09/30/202	34986F111	2,398	5,212,949	SH		OTR		0	5,212,949	0
GAMESTOP CORP NEW	CL A	36467W109	119	19,561	SH		OTR		0	19,561	0
GARRETT MOTION INC	COM	366505105	375	37,499	SH		OTR		0	37,499	0
GARTNER INC	COM	366651107	270	1,754	SH		OTR		0	1,754	0
GENERAL MTRS CO	COM	37045V100	233	6,372	SH		OTR		0	6,372	0
GENWORTH FINL INC	COM CL A	37247D106	55	12,500	SH		OTR		0	12,500	0
GIGCAPITAL2 INC	*W EXP 02/28/202	375036118	296	925,000	SH		OTR		0	925,000	0
GLOBAL PMTS INC	COM	37940X102	5,388	29,513	SH		OTR		0	29,513	0
GLOBAL X FDS	MSCI GREECE ETF	37950E366	3,105	306,535	SH		OTR		0	306,535	0
GOL LINHAS AEREAS INTLG S A	SPON ADR PFD NEW	38045R206	2,460	136,124	SH		OTR		0	136,124	0
GOLD FIELDS LTD NEW	SPONSORED ADR	38059T106	453	68,600	SH		OTR		0	68,600	0
GORDON POINTE ACQUISITION CO	*W EXP 07/30/202	382788115	1,576	4,378,765	SH		OTR		0	4,378,765	0
GORES HOLDINGS III INC	*W EXP 09/11/202	38286G117	1,859	1,199,098	SH		OTR		0	1,199,098	0
GORES HOLDINGS III INC	CLASS A	38286G109	8,341	806,709	SH		OTR		0	806,709	0
GORES METROPOULOS INC	*W EXP 01/28/202	382872117	143	95,313	SH		OTR		0	95,313	0
GORES METROPOULOS INC	UNIT 99/99/9999	382872208	7,434	700,000	SH		OTR		0	700,000	0
GRAINGER W W INC	COM	384802104	532	1,571	SH		OTR		0	1,571	0
GS ACQUISITION HLDGS CORP	*W EXP 06/12/202	36255F110	3,101	1,345,207	SH		OTR		0	1,345,207	0
GS ACQUISITION HLDGS CORP	COM CL A	36255F102	15,745	1,427,461	SH		OTR		0	1,427,461	0
GS ACQUISITION HLDGS CORP	UNIT 06/12/2023	36255F201	11,338	960,812	SH		OTR		0	960,812	0
GX ACQUISITION CORP	*W EXP 05/24/202	36251A115	200	250,000	SH		OTR		0	250,000	0
HARMONY GOLD MNG LTD	SPONSORED ADR	413216300	438	120,550	SH		OTR		0	120,550	0
HASBRO INC	COM	418056107	989	9,368	SH		OTR		0	9,368	0
HAYMAKER ACQUISITION CORP II	*W EXP 10/31/202	42087L119	423	300,000	SH		OTR		0	300,000	0
HAYMAKER ACQUISITION CORP II	UNIT 10/31/2026	42087L200	10,500	1,000,000	SH		OTR		0	1,000,000	0
HEALTHCARE MERGER CORP	UNIT 12/17/2021	42227L201	12,420	1,200,000	SH		OTR		0	1,200,000	0
HEICO CORP NEW	CL A	422806208	203	2,265	SH		OTR		0	2,265	0
HEICO CORP NEW	COM	422806109	539	4,718	SH		OTR		0	4,718	0
HENNESSY CAP ACQUSTION CORP	*W EXP 09/05/202	42589C112	272	339,476	SH		OTR		0	339,476	0
HENRY SCHEIN INC	COM	806407102	1,192	17,866	SH		OTR		0	17,866	0
HERBALIFE LTD	NOTE 2.625% 3/1	42703MAD5	2,673	2,573,000	PRN		OTR		0	0	2,573,000
HEXCEL CORP NEW	COM	428291108	204	2,779	SH		OTR		0	2,779	0
HL ACQUISITIONS CORP	*W EXP 06/21/202	G4603R122	313	894,579	SH		OTR		0	894,579	0
HL ACQUISITIONS CORP	RIGHT 07/17/2023	G4603R130	169	666,699	SH		OTR		0	666,699	0
HOLLYFRONTIER CORP	COM	436106108	237	4,674	SH		OTR		0	4,674	0
HOST HOTELS & RESORTS INC	COM	44107P104	229	12,336	SH		OTR		0	12,336	0
HUMANA INC	COM	444859102	882	2,406	SH		OTR		0	2,406	0
HUNT J B TRANS SVCS INC	COM	445658107	1,131	9,686	SH		OTR		0	9,686	0
IAC INTERACTIVECORP	COM	44919P508	1,151	4,619	SH		OTR		0	4,619	0
IAMGOLD CORP	COM	450913108	282	75,700	SH		OTR		0	75,700	0
ILLINOIS TOOL WKS INC	COM	452308109	251	1,400	SH		OTR		0	1,400	0
ILLUMINA INC	COM	452327109	531	1,600	SH		OTR		0	1,600	0
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	9,847	9,430,000	PRN		OTR		0	0	9,430,000
INSURANCE ACQUISITION CORP	*W EXP 03/31/202	457867117	179	150,371	SH		OTR		0	150,371	0
INTEL CORP	COM	458140100	1,474	24,623	SH		OTR		0	24,623	0
INTELSAT S A	COM	L5140P101	77	11,000	SH		OTR		0	11,000	0
INTELSAT S A	NOTE 4.500% 6/1	45790VAB6	340	500,000	PRN		OTR		0	0	500,000
INTERACTIVE BROKERS GROUP IN	COM CL A	45841N107	236	5,072	SH		OTR		0	5,072	0
INTERNATIONAL FLAVORS&FRAGRA	UNIT 09/15/2021	459506309	14,533	302,709	SH		OTR		0	302,709	0
INTREXON CORP	NOTE 3.500% 7/0	46122TAA0	1,428	2,320,000	PRN		OTR		0	0	2,320,000
INTUIT	COM	461202103	296	1,131	SH		OTR		0	1,131	0
INVESCO QQQ TR	UNIT SER 1	46090E103	850	4,000	SH		OTR		0	4,000	0
ISHARES INC	MSCI BRAZIL ETF	464286400	593	12,500	SH		OTR		0	12,500	0
ISHARES SILVER TRUST	ISHARES	46428Q109	834	50,000	SH	Call	OTR		0	50,000	0
ISHARES TR	IBOXX HI YD ETF	464288513	79,806	907,500	SH	Put	OTR		0	907,500	0
ISHARES TR	IBOXX INV CP ETF	464287242	32,730	255,780	SH		OTR		0	255,780	0
ISHARES TR	JPMORGAN USD EMG	464288281	6,874	60,000	SH	Put	OTR		0	60,000	0
ISHARES TR	JPMORGAN USD EMG	464288281	11,456	100,000	SH	Call	OTR		0	100,000	0
ISHARES TR	MSCI EMG MKT ETF	464287234	65,062	1,450,000	SH	Call	OTR		0	1,450,000	0
ISHARES TR	RUSSELL 2000 ETF	464287655	828	5,000	SH		OTR		0	5,000	0
JOHNSON CTLS INTL PLC	SHS	G51502105	936	23,004	SH		OTR		0	23,004	0
JPMORGAN CHASE & CO	COM	46625H100	5,053	36,251	SH		OTR		0	36,251	0
JUNIPER INDL HLDGS INC	UNIT 11/13/2026	48205G205	10,216	1,001,600	SH		OTR		0	1,001,600	0
KBL MERGER CORP IV	*W EXP 01/15/202	48242A112	35	434,668	SH		OTR		0	434,668	0
KBL MERGER CORP IV	RIGHT 04/09/2020	48242A120	22	144,668	SH		OTR		0	144,668	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	286	2,784	SH		OTR		0	2,784	0
KINROSS GOLD CORP	COM	496902404	557	117,500	SH		OTR		0	117,500	0
LAMB WESTON HLDGS INC	COM	513272104	2,017	23,448	SH		OTR		0	23,448	0
LANDCADIA HLDGS II INC	*W EXP 05/09/202	51476X113	216	300,000	SH		OTR		0	300,000	0
LEGACY ACQUISITION CORP	*W EXP 11/30/202	524643111	3,636	6,762,896	SH		OTR		0	6,762,896	0
LEGACY ACQUISITION CORP	COM CL A	524643103	2,745	267,250	SH		OTR		0	267,250	0
LEGACY ACQUISITION CORP	UNIT 05/31/2024	524643202	2,621	245,192	SH		OTR		0	245,192	0
LEGGETT & PLATT INC	COM	524660107	659	12,970	SH		OTR		0	12,970	0
LEIDOS HLDGS INC	COM	525327102	321	3,282	SH		OTR		0	3,282	0
LEISURE ACQUISITION CORP	*W EXP 12/05/201	52539T115	1,980	1,917,217	SH		OTR		0	1,917,217	0
LEISURE ACQUISITION CORP	UNIT 99/99/9999	52539T206	544	50,000	SH		OTR		0	50,000	0
LEO HOLDINGS CORP	*W EXP 02/07/202	G5463L113	1,635	2,465,238	SH		OTR		0	2,465,238	0
LEO HOLDINGS CORP	COM CL A	G5463L105	4,405	425,987	SH		OTR		0	425,987	0
LF CAP ACQUISITION CORP	*W EXP 06/22/202	50200K116	1,665	3,700,220	SH		OTR		0	3,700,220	0
LGL SYS ACQUISITION CORP	UNIT 10/24/2024	50201G205	8,670	850,000	SH		OTR		0	850,000	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	433	19,039	SH		OTR		0	19,039	0
LIBERTY MEDIA CORP DELAWARE	COM SER A FRMLA	531229870	4,858	110,961	SH		OTR		0	110,961	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	6,035	4,529,000	PRN		OTR		0	0	4,529,000
LIV CAP ACQUISITION CORP	UNIT 99/99/9999	G5510C124	1,761	175,000	SH		OTR		0	175,000	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	9,451	7,693,000	PRN		OTR		0	0	7,693,000
LIVEPERSON INC	COM	538146101	241	6,510	SH		OTR		0	6,510	0
LOCKHEED MARTIN CORP	COM	539830109	236	606	SH		OTR		0	606	0
MACYS INC	COM	55616P104	186	10,956	SH		OTR		0	10,956	0
MASTERCARD INC	CL A	57636Q104	653	2,188	SH		OTR		0	2,188	0
MATCH GROUP INC	COM	57665R106	235	2,861	SH		OTR		0	2,861	0
MCDONALDS CORP	COM	580135101	289	1,462	SH		OTR		0	1,462	0
MCEWEN MNG INC	COM	58039P107	888	699,400	SH		OTR		0	699,400	0
MCKESSON CORP	COM	58155Q103	489	3,536	SH		OTR		0	3,536	0
MEGALITH FINL ACQUISITION CO	*W EXP 08/26/202	58518F117	754	2,355,752	SH		OTR		0	2,355,752	0
MERCK & CO INC	COM	58933Y105	225	2,472	SH		OTR		0	2,472	0
MERCURY SYS INC	COM	589378108	266	3,842	SH		OTR		0	3,842	0
METLIFE INC	COM	59156R108	1,055	20,695	SH		OTR		0	20,695	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	235	296	SH		OTR		0	296	0
MFA FINL INC	NOTE 6.250% 6/1	55272XAA0	7,946	7,596,000	PRN		OTR		0	0	7,596,000
MGIC INVT CORP WIS	COM	552848103	233	16,464	SH		OTR		0	16,464	0
MICRON TECHNOLOGY INC	COM	595112103	546	10,152	SH		OTR		0	10,152	0
MICROSOFT CORP	COM	594918104	3,343	21,200	SH	Put	OTR		0	21,200	0
MICROSOFT CORP	COM	594918104	3,343	21,200	SH	Call	OTR		0	21,200	0
MONOCLE ACQUISITION CORP	*W EXP 12/06/202	609754114	3,394	4,525,200	SH		OTR		0	4,525,200	0
MOODYS CORP	COM	615369105	236	994	SH		OTR		0	994	0
MORGAN STANLEY	COM NEW	617446448	1,108	21,676	SH		OTR		0	21,676	0
MSG NETWORK INC	CL A	553573106	178	10,236	SH		OTR		0	10,236	0
MUDRICK CAP ACQUISITION CORP	*W EXP 02/12/202	624745113	2,051	4,185,782	SH		OTR		0	4,185,782	0
MYLAN N V	SHS EURO	N59465109	974	48,469	SH		OTR		0	48,469	0
NEBULA ACQUISITION CORP	*W EXP 03/12/202	629076118	714	570,900	SH		OTR		0	570,900	0
NEBULA ACQUISITION CORP	COM CLASS A	629076100	1,054	100,000	SH		OTR		0	100,000	0
NEBULA ACQUISITION CORP	UNIT 03/12/2025	629076209	6,551	606,000	SH		OTR		0	606,000	0
NESCO HLDGS INC	COM	64083J104	809	196,761	SH		OTR		0	196,761	0
NETAPP INC	COM	64110D104	819	13,149	SH		OTR		0	13,149	0
NEW FRONTIER HEALTH CORP	*W EXP 11/30/202	G6461G114	2,851	1,863,153	SH		OTR		0	1,863,153	0
NEW PROVIDENCE ACQUISITIN CO	*W EXP 09/11/202	64822P114	639	710,000	SH		OTR		0	710,000	0
NEW PROVIDENCE ACQUISITIN CO	COM CL A	64822P106	987	100,000	SH		OTR		0	100,000	0
NEXTERA ENERGY INC	UNIT 09/01/2022S	65339F796	2,875	56,064	SH		OTR		0	56,064	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	44,130	23,039,000	PRN		OTR		0	0	23,039,000
NIKE INC	CL B	654106103	319	3,148	SH		OTR		0	3,148	0
NOBLE CORP PLC	SHS USD	G65431101	54	44,321	SH		OTR		0	44,321	0
NORTONLIFELOCK INC	COM	668771108	2,567	100,586	SH		OTR		0	100,586	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	37,481	33,680,000	PRN		OTR		0	0	33,680,000
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	7,149	5,346,000	PRN		OTR		0	0	5,346,000
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	235	536	SH		OTR		0	536	0
OAKTREE ACQUISITION CORP	UNIT 99/99/9999	G67145121	2,550	250,000	SH		OTR		0	250,000	0
ON SEMICONDUCTOR CORP	COM	682189105	1,173	48,100	SH		OTR		0	48,100	0
OPES ACQUISITION CORP	*W EXP 03/13/202	68373P118	30	165,468	SH		OTR		0	165,468	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	5,080	4,629,000	PRN		OTR		0	0	4,629,000
OSPREY TECHNLGY AQUISTION CO	*W EXP 10/30/202	68839R120	765	850,000	SH		OTR		0	850,000	0
OSPREY TECHNLGY AQUISTION CO	UNIT 10/30/2024	68839R401	25,196	2,475,000	SH		OTR		0	2,475,000	0
PAN AMERICAN SILVER CORP	COM	697900108	358	15,100	SH		OTR		0	15,100	0
PEABODY ENERGY CORP NEW	COM	704551100	456	50,000	SH	Put	OTR		0	50,000	0
PENSARE ACQUISITION CORP	COM	70957E105	213,599	20,080,928	SH		OTR		0	20,080,928	0
PEPSICO INC	COM	713448108	234	1,713	SH		OTR		0	1,713	0
PERFICIENT INC	NOTE 2.375% 9/1	71375UAB7	6,585	4,858,000	PRN		OTR		0	0	4,858,000
PETROLEO BRASILEIRO SA PETRO	SPONSORED ADR	71654V408	1,036	65,000	SH		OTR		0	65,000	0
PINNACLE WEST CAP CORP	COM	723484101	226	2,508	SH		OTR		0	2,508	0
PIVOTAL INVT CORP II	UNIT 06/01/2025	72582K209	4,080	400,000	SH		OTR		0	400,000	0
PLUG POWER INC	NOTE 5.500% 3/1	72919PAB9	2,721	2,000,000	PRN		OTR		0	0	2,000,000
PNC FINL SVCS GROUP INC	COM	693475105	755	4,731	SH		OTR		0	4,731	0
POST HLDGS INC	COM	737446104	233	2,133	SH		OTR		0	2,133	0
PRETIUM RES INC	COM	74139C102	237	21,300	SH		OTR		0	21,300	0
PRINCIPAL FINL GROUP INC	COM	74251V102	234	4,251	SH		OTR		0	4,251	0
PRIORITY TECHNOLOGY HLDGS IN	COM	74275G107	956	390,084	SH		OTR		0	390,084	0
PROCTER & GAMBLE CO	COM	742718109	1,301	10,418	SH		OTR		0	10,418	0
PRUDENTIAL FINL INC	COM	744320102	432	4,612	SH		OTR		0	4,612	0
PURE STORAGE INC	CL A	74624M102	311	18,200	SH		OTR		0	18,200	0
Q2 HLDGS INC	COM	74736L109	234	2,889	SH		OTR		0	2,889	0
QUALCOMM INC	COM	747525103	235	2,662	SH		OTR		0	2,662	0
RALPH LAUREN CORP	CL A	751212101	230	1,959	SH		OTR		0	1,959	0
RANPAK HLDGS CORP	*W EXP 06/03/202	75321W111	1,019	893,684	SH		OTR		0	893,684	0
REGIONS FINL CORP NEW	COM	7591EP100	397	23,125	SH		OTR		0	23,125	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	232	1,420	SH		OTR		0	1,420	0
REPLAY ACQUISITION CORP	*W EXP 03/01/202	G75130115	1,661	1,977,824	SH		OTR		0	1,977,824	0
REPLAY ACQUISITION CORP	COM	G75130107	5,015	500,000	SH		OTR		0	500,000	0
ROLLINS INC	COM	775711104	203	6,112	SH		OTR		0	6,112	0
ROYAL GOLD INC	COM	780287108	477	3,900	SH		OTR		0	3,900	0
S&P GLOBAL INC	COM	78409V104	236	865	SH		OTR		0	865	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	379	1,572	SH		OTR		0	1,572	0
SC HEALTH CORP	*W EXP 99/99/999	G78516401	240	250,000	SH		OTR		0	250,000	0
SCOTTS MIRACLE GRO CO	CL A	810186106	230	2,166	SH		OTR		0	2,166	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	280	4,704	SH		OTR		0	4,704	0
SELECT SECTOR SPDR TR	ENERGY	81369Y506	272	4,528	SH		OTR		0	4,528	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	15,115	240,000	SH	Call	OTR		0	240,000	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	2,519	40,000	SH	Put	OTR		0	40,000	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	433	6,706	SH		OTR		0	6,706	0
SELECTIVE INS GROUP INC	COM	816300107	203	3,110	SH		OTR		0	3,110	0
SEMPRA ENERGY	6% PFD CONV A	816851406	282	2,346	SH		OTR		0	2,346	0
SERVICEMASTER GLOBAL HLDGS I	COM	81761R109	261	6,745	SH		OTR		0	6,745	0
SHIP FIN INTL LTD	NOTE 4.875% 5/0	824689AG8	1,804	1,600,000	PRN		OTR		0	0	1,600,000
SILVER SPIKE ACQUISITION COR	*W EXP 08/02/202	G8136L114	100	250,000	SH		OTR		0	250,000	0
SMILEDIRECTCLUB INC	CL A COM	83192H106	267	30,586	SH		OTR		0	30,586	0
SNAP INC	CL A	83304A106	264	16,150	SH		OTR		0	16,150	0
SOUTH MTN MERGER CORP	UNIT 99/99/9999	838884203	23,188	2,227,500	SH		OTR		0	2,227,500	0
SOUTHERN CO	UNIT 08/01/2022	842587602	9,906	183,783	SH		OTR		0	183,783	0
SOUTHWEST GAS HOLDINGS INC	COM	844895102	255	3,358	SH		OTR		0	3,358	0
SPARTAN ENERGY ACQUISITON CO	*W EXP 08/27/202	846784122	1,591	2,893,439	SH		OTR		0	2,893,439	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	3,090	9,600	SH		OTR		0	9,600	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	101,708	316,000	SH	Put	OTR		0	316,000	0
SPDR SERIES TRUST	BLOOMBERG BRCLYS	78468R622	35,283	322,106	SH		OTR		0	322,106	0
SPDR SERIES TRUST	S&P OILGAS EXP	78464A730	2,160	91,122	SH		OTR		0	91,122	0
SPDR SERIES TRUST	S&P OILGAS EXP	78464A730	2,370	100,000	SH	Put	OTR		0	100,000	0
SPDR SERIES TRUST	S&P REGL BKG	78464A698	786	13,500	SH		OTR		0	13,500	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	204	2,805	SH		OTR		0	2,805	0
SPLUNK INC	COM	848637104	807	5,385	SH		OTR		0	5,385	0
SPRINT CORPORATION	COM	85207U105	203	39,054	SH		OTR		0	39,054	0
SQUARE INC	CL A	852234103	776	12,400	SH		OTR		0	12,400	0
STABLE RD ACQUISITION CORP	UNIT 05/15/2026	85236Q208	7,203	700,000	SH		OTR		0	700,000	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	1,917	17,592	SH		OTR		0	17,592	0
STATE STR CORP	COM	857477103	885	11,188	SH		OTR		0	11,188	0
SVB FINL GROUP	COM	78486Q101	318	1,268	SH		OTR		0	1,268	0
SWITCHBACK ENERGY ACQUISITIO	UNIT 99/99/9999	87105M201	3,009	300,000	SH		OTR		0	300,000	0
SYNCHRONY FINL	COM	87165B103	237	6,582	SH		OTR		0	6,582	0
TAPESTRY INC	COM	876030107	237	8,787	SH		OTR		0	8,787	0
TD AMERITRADE HLDG CORP	COM	87236Y108	234	4,701	SH		OTR		0	4,701	0
TENZING ACQUISITION CORP	*W EXP 02/23/202	G8708A108	151	604,500	SH		OTR		0	604,500	0
TESLA INC	COM	88160R101	7,711	18,434	SH		OTR		0	18,434	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	15,848	10,437,000	PRN		OTR		0	0	10,437,000
THE CHARLES SCHWAB CORPORATI	COM	808513105	590	12,401	SH		OTR		0	12,401	0
THE TRADE DESK INC	COM CL A	88339J105	206	792	SH		OTR		0	792	0
TIBERIUS ACQUISITION CORP	*W EXP 02/28/202	88633A115	3,292	2,887,483	SH		OTR		0	2,887,483	0
TKK SYMPHONY ACQUISITION COR	*W EXP 02/20/202	G88950129	314	5,235,390	SH		OTR		0	5,235,390	0
TKK SYMPHONY ACQUISITION COR	RIGHT 02/20/2020	G88950137	799	3,194,069	SH		OTR		0	3,194,069	0
TORTOISE ACQUISITION CORP	*W EXP 03/04/202	89154L118	290	620,007	SH		OTR		0	620,007	0
TRIDENT ACQUISITIONS CORP	*W EXP 05/09/202	89615T114	15	151,000	SH		OTR		0	151,000	0
TRINE ACQUISITION CORP	*W EXP 03/31/202	89628U116	238	250,000	SH		OTR		0	250,000	0
TUSCAN HLDGS CORP II	*W EXP 99/99/999	90070A111	141	312,500	SH		OTR		0	312,500	0
TUSCAN HLDGS CORP II	COM	90070A103	247	25,000	SH		OTR		0	25,000	0
TUSCAN HOLDINGS CORP	*W EXP 04/01/202	90069K112	2,675	4,533,690	SH		OTR		0	4,533,690	0
TUSCAN HOLDINGS CORP	COM	90069K104	7,570	760,000	SH		OTR		0	760,000	0
TWITTER INC	COM	90184L102	224	7,004	SH		OTR		0	7,004	0
U S SILICA HLDGS INC	COM	90346E103	64	10,360	SH		OTR		0	10,360	0
UNION PACIFIC CORP	COM	907818108	1,488	8,228	SH		OTR		0	8,228	0
UNITED PARCEL SERVICE INC	CL B	911312106	658	5,623	SH		OTR		0	5,623	0
UNITED STATES OIL FUND LP	UNITS	91232N108	448	35,000	SH	Call	OTR		0	35,000	0
UNUM GROUP	COM	91529Y106	259	8,872	SH		OTR		0	8,872	0
US ECOLOGY INC	*W EXP 10/17/202	91734M111	709	61,127	SH		OTR		0	61,127	0
VANECK VECTORS ETF TRUST	GOLD MINERS ETF	92189F106	293	10,000	SH		OTR		0	10,000	0
VECTOIQ ACQUISITION CORP	*W EXP 05/11/202	92243N111	2,798	4,741,555	SH		OTR		0	4,741,555	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	26,738	20,677,000	PRN		OTR		0	0	20,677,000
VIRGIN GALACTIC HOLDINGS INC	*W EXP 11/25/202	92766K114	37	11,068	SH		OTR		0	11,068	0
VISTRA ENERGY CORP	COM	92840M102	204	8,891	SH		OTR		0	8,891	0
WATERS CORP	COM	941848103	453	1,938	SH		OTR		0	1,938	0
WELLS FARGO CO NEW	COM	949746101	6,797	126,342	SH		OTR		0	126,342	0
WESTERN DIGITAL CORP	COM	958102105	226	3,554	SH		OTR		0	3,554	0
WILLSCOT CORP	COM	971375126	748	40,454	SH		OTR		0	40,454	0
WIX COM LTD	SHS	M98068105	906	7,400	SH		OTR		0	7,400	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	19	15,000	PRN		OTR		0	0	15,000
WYNN RESORTS LTD	COM	983134107	1,127	8,112	SH		OTR		0	8,112	0
YAMANA GOLD INC	COM	98462Y100	95	24,100	SH		OTR		0	24,100	0
YATRA ONLINE INC	ORD SHS	G98338109	6,159	1,955,121	SH		OTR		0	1,955,121	0
ZIONS BANCORPORATION N A	COM	989701107	303	5,832	SH		OTR		0	5,832	0