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	*W EXP 02/26/202	004285110	80	166,666	SH		OTR		0	166,666	0
ACCEL ENTERTAINMENT INC	*W EXP 11/20/202	00436Q114	903	602,019	SH		OTR		0	602,019	0
ACCELERATE DIAGNOSTICS INC	NOTE 2.500% 3/1	00430HAB8	820	1,500,000	PRN		OTR		0	0	1,500,000
ACORDA THERAPEUTICS INC	COM	00484M106	10	10,425	SH		OTR		0	10,425	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	2,338	2,713,000	PRN		OTR		0	0	2,713,000
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	1,936	1,743,000	PRN		OTR		0	0	1,743,000
AKAZOO SA	*W EXP 09/11/202	L0164E116	659	2,015,949	SH		OTR		0	2,015,949	0
ALLEGRO MERGER CORP	*W EXP 01/06/202	01749N111	80	1,591,665	SH		OTR		0	1,591,665	0
ALLEGRO MERGER CORP	RIGHT 12/31/2023	01749N129	157	1,741,384	SH		OTR		0	1,741,384	0
ALTA EQUIPMENT GROUP INC	*W EXP 02/14/202	02128L114	45	49,958	SH		OTR		0	49,958	0
AMERICAN ELEC PWR CO INC	COM	025537101	1,964	24,560	SH		OTR		0	24,560	0
APEX TECHNOLOGY ACQUISITION	*W EXP 09/18/202	03768F110	537	597,100	SH		OTR		0	597,100	0
APEX TECHNOLOGY ACQUISITION	UNIT 06/11/2026	03768F201	8,120	800,000	SH		OTR		0	800,000	0
ARYA SCIENCES ACQUISITION CO	UNIT 10/04/2023	G3165V117	6,655	605,000	SH		OTR		0	605,000	0
ATLAS TECHNICAL CONSULTANTS	*W EXP 11/26/202	049430119	5,333	7,407,121	SH		OTR		0	7,407,121	0
ATLAS TECHNICAL CONSULTANTS	COM CL A	049430101	502	58,497	SH		OTR		0	58,497	0
AVANTOR INC	6.25 PFD CNV SR	05352A209	483	11,144	SH		OTR		0	11,144	0
BANDWIDTH INC	COM CL A	05988J103	2,116	31,442	SH		OTR		0	31,442	0
BAOZUN INC	SPONSORED ADR	06684L103	645	23,100	SH		OTR		0	23,100	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	4,763	91,115	SH		OTR		0	91,115	0
BEST BUY INC	COM	086516101	7,695	135,000	SH	Put	OTR		0	135,000	0
BETTERWARE DE MEXCO S A DE C	SHS	P1666E105	467	50,000	SH		OTR		0	50,000	0
BIG ROCK PARTNERS ACQUISI CO	RIGHT 12/01/2022	089482129	20	150,000	SH		OTR		0	150,000	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	652	7,715	SH		OTR		0	7,715	0
BIOMX INC	*W EXP 10/16/202	09090D111	48	80,605	SH		OTR		0	80,605	0
BROADMARK RLTY CAP INC	*W EXP 11/15/202	11135B118	3,909	17,769,417	SH		OTR		0	17,769,417	0
BROADMARK RLTY CAP INC	COM	11135B100	6,044	803,770	SH		OTR		0	803,770	0
BROOGE HLDGS LTD	*W EXP 12/20/202	G1611B115	7,448	9,309,740	SH		OTR		0	9,309,740	0
BROOGE HLDGS LTD	SHS	G1611B107	10,272	838,524	SH		OTR		0	838,524	0
CALUMET SPECIALTY PRODS PTNR	UT LTD PARTNER	131476103	11	10,000	SH	Put	OTR		0	10,000	0
CALUMET SPECIALTY PRODS PTNR	UT LTD PARTNER	131476103	12	11,100	SH	Call	OTR		0	11,100	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	4,527	157,178	SH		OTR		0	157,178	0
CF FIN ACQUISITION CORP	*W EXP 04/30/202	12528N115	640	1,280,355	SH		OTR		0	1,280,355	0
CHEVRON CORP NEW	COM	166764100	1,884	26,000	SH	Call	OTR		0	26,000	0
CHP MERGER CORP	*W EXP 11/22/202	12558Y114	680	1,258,611	SH		OTR		0	1,258,611	0
CHP MERGER CORP	UNIT 11/22/2024	12558Y205	11,883	1,201,500	SH		OTR		0	1,201,500	0
CHURCHILL CAP CORP II	*W EXP 07/02/202	17143G114	1,311	794,668	SH		OTR		0	794,668	0
CHURCHILL CAP CORP II	UNIT 99/99/9999	17143G205	23,265	2,250,000	SH		OTR		0	2,250,000	0
CHURCHILL CAP CORP III	UNIT 03/01/2027	17144C203	48,930	4,893,040	SH		OTR		0	4,893,040	0
CINEMARK HOLDINGS INC	COM	17243V102	204	20,000	SH	Put	OTR		0	20,000	0
CITIC CAPITAL ACQUISITION CO	UNIT 99/99/9999	G21513125	5,916	600,000	SH		OTR		0	600,000	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	6,502	9,351,000	PRN		OTR		0	0	9,351,000
CME GROUP INC	COM	12572Q105	4,971	28,750	SH		OTR		0	28,750	0
CNX RESOURCES CORPORATION	COM	20854L108	37	10,000	SH	Call	OTR		0	10,000	0
CNX RESOURCES CORPORATION	COM	20854L108	820	222,200	SH	Put	OTR		0	222,200	0
COLFAX CORP	UNIT 01/15/2022T	194014205	3,944	42,942	SH		OTR		0	42,942	0
COLLEGIUM PHARMACEUTICAL INC	NOTE 2.625% 2/1	19459JAA2	2,368	2,570,000	PRN		OTR		0	0	2,570,000
COLLIER CREEK HOLDINGS	*W EXP 99/99/999	G22707114	796	589,438	SH		OTR		0	589,438	0
COLLIER CREEK HOLDINGS	COM CL A	G22707106	1,023	100,000	SH		OTR		0	100,000	0
COLLIER CREEK HOLDINGS	UNIT 99/99/9999	G22707122	7,892	773,000	SH		OTR		0	773,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	11,326	12,108,000	PRN		OTR		0	0	12,108,000
COUPA SOFTWARE INC	COM	22266L106	601	4,300	SH		OTR		0	4,300	0
COVANTA HLDG CORP	COM	22282E102	428	50,000	SH	Put	OTR		0	50,000	0
CREE INC	COM	225447101	236	6,645	SH		OTR		0	6,645	0
CRESCENT ACQUISITION CORP	*W EXP 03/08/202	22564L113	2,838	3,339,071	SH		OTR		0	3,339,071	0
DANAHER CORPORATION	4.75 MND CV PFD	235851300	285	276	SH		OTR		0	276	0
DIAMOND EAGLE ACQUISITION CO	*W EXP 06/30/202	25258L117	164	57,175	SH		OTR		0	57,175	0
DMY TECHNOLOGY GROUP INC	UNIT 99/99/9999	233253202	6,881	700,000	SH		OTR		0	700,000	0
DOCUSIGN INC	COM	256163106	1,885	20,400	SH		OTR		0	20,400	0
DOMINION ENERGY INC	UNIT 99/99/9999	25746U133	3,953	42,963	SH		OTR		0	42,963	0
DTE ENERGY CO	UNIT 11/01/2022S	233331842	9,962	264,529	SH		OTR		0	264,529	0
EBIX INC	COM NEW	278715206	1,646	108,400	SH	Call	OTR		0	108,400	0
ELANCO ANIMAL HEALTH INC	UNIT 02/01/2023T	28414H202	355	8,620	SH		OTR		0	8,620	0
ESSENTIAL UTILS INC	UNIT 04/30/2022	29670G201	717	13,389	SH		OTR		0	13,389	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	20,764	26,350,000	PRN		OTR		0	0	26,350,000
EXELA TECHNOLOGIES INC	COM	30162V102	12	60,876	SH		OTR		0	60,876	0
FALCON MINERALS CORP	*W EXP 07/21/202	30607B208	571	3,806,877	SH		OTR		0	3,806,877	0
FAR PT ACQUISITION CORP	*W EXP 06/01/202	30734W117	1,666	3,084,571	SH		OTR		0	3,084,571	0
FAR PT ACQUISITION CORP	COM CL A	30734W109	22,698	2,242,843	SH		OTR		0	2,242,843	0
FAR PT ACQUISITION CORP	UNIT 06/01/2025	30734W208	22,644	2,230,859	SH		OTR		0	2,230,859	0
FINSERV ACQUISITION CORP	UNIT 12/31/2026	318085206	2,016	200,000	SH		OTR		0	200,000	0
FINTECH ACQUISITION CORP III	UNIT 12/01/2023	31811A309	10,230	1,000,000	SH		OTR		0	1,000,000	0
FLYING EAGLE ACQUISITION COR	UNIT 99/99/9999	34407Y202	19,940	2,000,000	SH		OTR		0	2,000,000	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	2,821	3,919	SH		OTR		0	3,919	0
FORUM MERGER II CORP	*W EXP 09/30/202	34986F111	1,507	5,581,129	SH		OTR		0	5,581,129	0
FTS INTERNATIONAL INC	COM	30283W104	17	75,000	SH		OTR		0	75,000	0
GIGCAPITAL2 INC	*W EXP 02/28/202	375036118	286	925,000	SH		OTR		0	925,000	0
GLRY STR NW MDIA GRUP HLDG L	*W EXP 02/13/202	G39973113	418	5,235,390	SH		OTR		0	5,235,390	0
GORDON POINTE ACQUISITION CO	*W EXP 07/30/202	382788115	932	5,175,265	SH		OTR		0	5,175,265	0
GORES METROPOULOS INC	*W EXP 01/28/202	382872117	124	95,313	SH		OTR		0	95,313	0
GORES METROPOULOS INC	UNIT 99/99/9999	382872208	7,233	700,100	SH		OTR		0	700,100	0
GRID DYNAMICS HLDGS INC	*W EXP 03/05/202	39813G117	5,139	2,704,887	SH		OTR		0	2,704,887	0
GRID DYNAMICS HLDGS INC	COM CL A	39813G109	16,567	2,070,869	SH		OTR		0	2,070,869	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	1,971	2,000,000	PRN		OTR		0	0	2,000,000
GX ACQUISITION CORP	*W EXP 05/24/202	36251A115	138	250,000	SH		OTR		0	250,000	0
HAYMAKER ACQUISITION CORP II	*W EXP 10/31/202	42087L119	315	300,000	SH		OTR		0	300,000	0
HAYMAKER ACQUISITION CORP II	UNIT 10/31/2026	42087L200	10,100	1,000,000	SH		OTR		0	1,000,000	0
HC2 HLDGS INC	COM	404139107	31	20,000	SH		OTR		0	20,000	0
HEALTHCARE MERGER CORP	UNIT 12/17/2021	42227L201	12,360	1,200,000	SH		OTR		0	1,200,000	0
HERBALIFE LTD	NOTE 2.625% 3/1	42703MAD5	1,606	2,000,000	PRN		OTR		0	0	2,000,000
HL ACQUISITIONS CORP	*W EXP 06/21/202	G4603R122	45	894,579	SH		OTR		0	894,579	0
HL ACQUISITIONS CORP	RIGHT 07/17/2023	G4603R130	53	666,699	SH		OTR		0	666,699	0
I3 VERTICALS INC	COM CL A	46571Y107	656	34,340	SH		OTR		0	34,340	0
INFINERA CORP	NOTE 2.125% 9/0	45667GAC7	2,417	3,005,000	PRN		OTR		0	0	3,005,000
INOVIO PHARMACEUTICALS INC	NOTE 6.500% 3/0	45773HAB8	741	500,000	PRN		OTR		0	0	500,000
INSURANCE ACQUISITION CORP	*W EXP 03/31/202	457867117	453	464,268	SH		OTR		0	464,268	0
INTERNATIONAL FLAVORS&FRAGRA	UNIT 09/15/2021	459506309	2,105	55,136	SH		OTR		0	55,136	0
INTREXON CORP	NOTE 3.500% 7/0	46122TAA0	1,242	2,320,000	PRN		OTR		0	0	2,320,000
ISHARES TR	IBOXX HI YD ETF	464288513	17,341	225,000	SH	Put	OTR		0	225,000	0
ISHARES TR	IBOXX INV CP ETF	464287242	37,053	300,000	SH	Put	OTR		0	300,000	0
ISHARES TR	JPMORGAN USD EMG	464288281	86,287	892,500	SH	Put	OTR		0	892,500	0
ISHARES TR	JPMORGAN USD EMG	464288281	12,626	130,600	SH	Call	OTR		0	130,600	0
ISHARES TR	MSCI EMG MKT ETF	464287234	768	22,500	SH	Put	OTR		0	22,500	0
ISHARES TR	RUS 2000 VAL ETF	464287630	284	3,467	SH		OTR		0	3,467	0
ISHARES TR	RUSSELL 2000 ETF	464287655	17,169	150,000	SH	Put	OTR		0	150,000	0
JABIL INC	COM	466313103	1,839	74,800	SH	Put	OTR		0	74,800	0
JUNIPER INDL HLDGS INC	*W EXP 11/13/202	48205G114	118	210,500	SH		OTR		0	210,500	0
JUNIPER INDL HLDGS INC	UNIT 11/13/2026	48205G205	10,176	1,001,600	SH		OTR		0	1,001,600	0
KBL MERGER CORP IV	*W EXP 01/15/202	48242A112	30	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
LAMB WESTON HLDGS INC	COM	513272104	1,307	22,898	SH		OTR		0	22,898	0
LANDCADIA HLDGS II INC	*W EXP 05/09/202	51476X113	120	300,000	SH		OTR		0	300,000	0
LEE ENTERPRISES INC	COM	523768109	86	87,477	SH		OTR		0	87,477	0
LEE ENTERPRISES INC	COM	523768109	88	89,600	SH	Put	OTR		0	89,600	0
LEGACY ACQUISITION CORP	*W EXP 11/30/202	524643111	2,186	8,743,165	SH		OTR		0	8,743,165	0
LEGACY ACQUISITION CORP	COM CL A	524643103	2,722	262,442	SH		OTR		0	262,442	0
LEISURE ACQUISITION CORP	*W EXP 12/05/201	52539T115	387	2,276,640	SH		OTR		0	2,276,640	0
LEISURE ACQUISITION CORP	UNIT 99/99/9999	52539T206	497	50,000	SH		OTR		0	50,000	0
LEO HOLDINGS CORP	*W EXP 07/31/202	G5463L113	2,174	3,397,255	SH		OTR		0	3,397,255	0
LEO HOLDINGS CORP	COM CL A	G5463L105	11,989	1,163,946	SH		OTR		0	1,163,946	0
LF CAP ACQUISITION CORP	*W EXP 06/22/202	50200K116	1,154	4,437,104	SH		OTR		0	4,437,104	0
LGL SYS ACQUISITION CORP	UNIT 10/24/2024	50201G205	8,560	850,000	SH		OTR		0	850,000	0
LIBERTY MEDIA CORP DEL	COM SER A FRMLA	531229870	923	35,748	SH		OTR		0	35,748	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	948	1,000,000	PRN		OTR		0	0	1,000,000
LIV CAP ACQUISITION CORP	UNIT 99/99/9999	G5510C124	1,715	175,000	SH		OTR		0	175,000	0
MEGALITH FINL ACQUISITION CO	*W EXP 08/26/202	58518F117	721	3,279,352	SH		OTR		0	3,279,352	0
MERIDA MERGER CORP I	*W EXP 11/07/202	58953M114	210	420,693	SH		OTR		0	420,693	0
MFA FINL INC	NOTE 6.250% 6/1	55272XAA0	3,665	6,121,000	PRN		OTR		0	0	6,121,000
MONOCLE ACQUISITION CORP	*W EXP 12/06/202	609754114	1,434	4,779,350	SH		OTR		0	4,779,350	0
MUDRICK CAP ACQUISITION CORP	*W EXP 02/12/202	624745113	2,029	5,797,580	SH		OTR		0	5,797,580	0
NEBULA ACQUISITION CORP	*W EXP 03/12/202	629076118	2,595	2,569,105	SH		OTR		0	2,569,105	0
NEBULA ACQUISITION CORP	COM CLASS A	629076100	20,132	1,983,400	SH		OTR		0	1,983,400	0
NEBULA ACQUISITION CORP	UNIT 03/12/2025	629076209	6,457	606,000	SH		OTR		0	606,000	0
NESCO HLDGS INC	*W EXP 01/01/202	64083J112	52	288,922	SH		OTR		0	288,922	0
NESCO HLDGS INC	COM	64083J104	497	151,399	SH		OTR		0	151,399	0
NETFIN ACQUISITION CORP	*W EXP 08/01/202	G6455A115	1,440	3,692,483	SH		OTR		0	3,692,483	0
NEW FRONTIER HEALTH CORP	*W EXP 11/30/202	G6461G114	1,974	2,089,122	SH		OTR		0	2,089,122	0
NEW PROVIDENCE ACQUISITION	*W EXP 09/11/202	64822P114	364	713,000	SH		OTR		0	713,000	0
NEW PROVIDENCE ACQUISITION	COM CL A	64822P106	977	100,000	SH		OTR		0	100,000	0
NEXTERA ENERGY INC	UNIT 09/01/2022S	65339F796	12,188	257,451	SH		OTR		0	257,451	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	24,583	557,571	SH		OTR		0	557,571	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	42,684	24,039,000	PRN		OTR		0	0	24,039,000
NIO INC	NOTE 4.500% 2/0	62914VAB2	1,811	3,500,000	PRN		OTR		0	0	3,500,000
NORTHERN OIL & GAS INC NEV	COM	665531109	40	60,000	SH		OTR		0	60,000	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	3,120	2,875,000	PRN		OTR		0	0	2,875,000
NUTANIX INC	CL A	67059N108	170	10,780	SH		OTR		0	10,780	0
NUVASIVE INC	COM	670704105	2,584	51,000	SH		OTR		0	51,000	0
OAKTREE ACQUISITION CORP	*W EXP 99/99/999	G67145113	183	175,871	SH		OTR		0	175,871	0
OAKTREE ACQUISITION CORP	UNIT 99/99/9999	G67145121	2,498	250,000	SH		OTR		0	250,000	0
OKTA INC	CL A	679295105	746	6,100	SH		OTR		0	6,100	0
ON SEMICONDUCTOR CORP	COM	682189105	1,001	80,500	SH		OTR		0	80,500	0
OPES ACQUISITION CORP	*W EXP 03/13/202	68373P118	12	166,468	SH		OTR		0	166,468	0
OSPREY TECHNLGY AQUISTION CO	*W EXP 10/30/202	68839R120	1,049	1,248,630	SH		OTR		0	1,248,630	0
OSPREY TECHNLGY AQUISTION CO	UNIT 10/30/2024	68839R401	24,184	2,477,900	SH		OTR		0	2,477,900	0
PARSLEY ENERGY INC	CL A	701877102	335	58,500	SH	Put	OTR		0	58,500	0
PEABODY ENERGY CORP NEW	COM	704551100	253	87,300	SH	Put	OTR		0	87,300	0
PENSARE ACQUISITION CORP	*W EXP 07/27/202	70957E113	425	8,506,786	SH		OTR		0	8,506,786	0
PENSARE ACQUISITION CORP	RIGHT 99/99/9999	70957E121	1,673	11,948,639	SH		OTR		0	11,948,639	0
PERFICIENT INC	NOTE 2.375% 9/1	71375UAB7	7,253	7,577,000	PRN		OTR		0	0	7,577,000
PHILLIPS 66	COM	718546104	1,341	25,000	SH	Call	OTR		0	25,000	0
PLUG POWER INC	NOTE 5.500% 3/1	72919PAB9	3,178	2,000,000	PRN		OTR		0	0	2,000,000
PRIORITY TECHNOLOGY HLDGS IN	COM	74275G107	757	390,084	SH		OTR		0	390,084	0
REDWOOD TR INC	COM	758075402	138	27,300	SH	Put	OTR		0	27,300	0
REPLAY ACQUISITION CORP	*W EXP 03/01/202	G75130115	1,282	2,172,074	SH		OTR		0	2,172,074	0
REPLAY ACQUISITION CORP	COM	G75130107	4,945	500,000	SH		OTR		0	500,000	0
RINGCENTRAL INC	CL A	76680R206	1,695	8,000	SH		OTR		0	8,000	0
SC HEALTH CORP	*W EXP 99/99/999	G78516401	239	250,000	SH		OTR		0	250,000	0
SCVX CORP	UNIT 99/99/9999	G79448109	4,985	500,000	SH		OTR		0	500,000	0
SEADRILL LTD	COM	G7998G106	4	10,000	SH	Put	OTR		0	10,000	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	12,664	232,500	SH	Call	OTR		0	232,500	0
SELECT SECTOR SPDR TR	SBI INT-FINL	81369Y605	499	23,957	SH		OTR		0	23,957	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	1,108	20,000	SH	Put	OTR		0	20,000	0
SEMPRA ENERGY	6% PFD CONV A	816851406	2,402	25,960	SH		OTR		0	25,960	0
SHIP FIN INTL LTD	NOTE 4.875% 5/0	824689AG8	1,463	1,600,000	PRN		OTR		0	0	1,600,000
SILVER SPIKE ACQUISITION COR	*W EXP 08/02/202	G8136L114	98	250,000	SH		OTR		0	250,000	0
SNAP INC	CL A	83304A106	398	33,450	SH		OTR		0	33,450	0
SOFTWARE ACQUISITION GROUP I	*W EXP 10/01/202	83406B119	138	250,000	SH		OTR		0	250,000	0
SOFTWARE ACQUISITION GROUP I	UNIT 10/01/2026	83406B200	2,360	250,000	SH		OTR		0	250,000	0
SOUTH MTN MERGER CORP	UNIT 99/99/9999	838884203	22,164	2,227,500	SH		OTR		0	2,227,500	0
SOUTHERN CO	UNIT 08/01/2022	842587602	9,697	218,404	SH		OTR		0	218,404	0
SPARTAN ENERGY ACQUISITION C	*W EXP 08/27/202	846784122	1,578	3,156,439	SH		OTR		0	3,156,439	0
SPDR GOLD TRUST	GOLD SHS	78463V107	9,253	62,500	SH	Call	OTR		0	62,500	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	32,219	125,000	SH	Call	OTR		0	125,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	215,221	835,000	SH	Put	OTR		0	835,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	5,618	21,795	SH		OTR		0	21,795	0
SPDR SER TR	BLOOMBERG BRCLYS	78468R622	255,201	2,693,701	SH		OTR		0	2,693,701	0
SPDR SER TR	S&P OILGAS EXP	78468R556	494	15,000	SH	Call	OTR		0	15,000	0
STABLE RD ACQUISITION CORP	UNIT 05/15/2026	85236Q208	7,035	700,000	SH		OTR		0	700,000	0
STANLEY BLACK & DECKER INC	COM	854502101	804	8,036	SH		OTR		0	8,036	0
SWITCHBACK ENERGY ACQUISTN C	*W EXP 07/25/202	87105M110	62	100,000	SH		OTR		0	100,000	0
TEEKAY CORPORATION	NOTE 5.000% 1/1	87900YAE3	1,407	1,711,000	PRN		OTR		0	0	1,711,000
TENZING ACQUISITION CORP	*W EXP 02/23/202	G8708A108	74	820,600	SH		OTR		0	820,600	0
TIDEWATER INC NEW	COM	88642R109	518	73,100	SH	Put	OTR		0	73,100	0
TORTOISE ACQUISITION CORP	*W EXP 03/04/202	89154L118	173	620,007	SH		OTR		0	620,007	0
TRIDENT ACQUISITIONS CORP	*W EXP 05/09/202	89615T114	14	151,000	SH		OTR		0	151,000	0
TRINE ACQUISITION CORP	*W EXP 03/31/202	89628U116	47	78,200	SH		OTR		0	78,200	0
TUSCAN HLDGS CORP II	*W EXP 99/99/999	90070A111	78	312,500	SH		OTR		0	312,500	0
TUSCAN HOLDINGS CORP	*W EXP 04/01/202	90069K112	2,022	5,183,340	SH		OTR		0	5,183,340	0
TUSCAN HOLDINGS CORP	COM	90069K104	7,577	760,000	SH		OTR		0	760,000	0
UBS GROUP AG	SHS	H42097107	2,778	300,000	SH	Call	OTR		0	300,000	0
US ECOLOGY INC	*W EXP 10/17/202	91734M111	142	32,327	SH		OTR		0	32,327	0
VANECK VECTORS ETF TR	GOLD MINERS ETF	92189F106	230	10,000	SH		OTR		0	10,000	0
VANECK VECTORS ETF TR	JR GOLD MINERS E	92189F791	1,124	40,000	SH	Call	OTR		0	40,000	0
VECTOIQ ACQUISITION CORP	*W EXP 05/11/202	92243N111	13,737	7,044,654	SH		OTR		0	7,044,654	0
VECTOIQ ACQUISITION CORP	COM	92243N103	8,193	769,977	SH		OTR		0	769,977	0
VIACOMCBS INC	CL A	92556H107	1,178	66,080	SH	Call	OTR		0	66,080	0
WELLTOWER INC	COM	95040Q104	3,223	70,400	SH		OTR		0	70,400	0
WELLTOWER INC	COM	95040Q104	4,029	88,000	SH	Put	OTR		0	88,000	0
WILLSCOT CORP	COM	971375126	410	40,454	SH		OTR		0	40,454	0
WIX COM LTD	SHS	M98068105	252	2,500	SH		OTR		0	2,500	0
YATRA ONLINE INC	ORD SHS	G98338109	2,970	2,883,857	SH		OTR		0	2,883,857	0
ZYNGA INC	CL A	98986T108	269	39,300	SH		OTR		0	39,300	0