Head of Compliance

0001567619-20-015467.txt : 20200814 0001567619-20-015467.hdr.sgml : 20200814 20200814161353 ACCESSION NUMBER: 0001567619-20-015467 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200814 DATE AS OF CHANGE: 20200814 EFFECTIVENESS DATE: 20200814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BlueCrest Capital Management Ltd CENTRAL INDEX KEY: 0001610880 IRS NUMBER: 000000000 STATE OF INCORPORATION: Y9 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-16345 FILM NUMBER: 201105221 BUSINESS ADDRESS: STREET 1: GROUND FLOOR, HARBOUR REACH STREET 2: LA RUE DE CARTERET CITY: ST HELIER STATE: Y9 ZIP: JE2 4HR BUSINESS PHONE: 44 1534 84 3800 MAIL ADDRESS: STREET 1: GROUND FLOOR, HARBOUR REACH STREET 2: LA RUE DE CARTERET CITY: ST HELIER STATE: Y9 ZIP: JE2 4HR 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001610880 XXXXXXXX 06-30-2020 06-30-2020 BlueCrest Capital Management Ltd

GROUND FLOOR, HARBOUR REACH LA RUE DE CARTERET ST HELIER Y9 JE2 4HR

13F HOLDINGS REPORT 028-16345 N Margot Marshall Head of Compliance 44-20-3180-3040 /s/ Margot Marshall London X0 08-14-2020 0 245 1885374 false INFORMATION TABLE 2 form13fInfoTable.xml 58 COM INC SPON ADR REP A 31680Q104 57824 1072000 SH OTR 0 1072000 0 ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 217 166666 SH OTR 0 166666 0 ACCEL ENTERTAINMENT INC *W EXP 11/20/202 00436Q114 1409 602019 SH OTR 0 602019 0 ACCELERATE DIAGNOSTICS INC NOTE 2.500% 3/1 00430HAB8 710 1000000 PRN OTR 0 0 1000000 ALTA EQUIPMENT GROUP INC *W EXP 02/14/202 02128L114 50 47658 SH OTR 0 47658 0 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 34332 36450000 PRN OTR 0 0 36450000 AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 2844 58744 SH OTR 0 58744 0 AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 1787 7481612 SH OTR 0 7481612 0 APEX TECHNOLOGY ACQUISITION *W EXP 09/18/202 03768F110 1568 922100 SH OTR 0 922100 0 APEX TECHNOLOGY ACQUISITION COM CL A 03768F102 2304 225000 SH OTR 0 225000 0 APEX TECHNOLOGY ACQUISITION UNIT 06/11/2026 03768F201 9184 800000 SH OTR 0 800000 0 APPLIED MATLS INC COM 038222105 367 6075 SH OTR 0 6075 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 20656 1925037 SH OTR 0 1925037 0 ARYA SCIENCES ACQUISTION CO UNIT 06/09/2027 G31655114 5798 500000 SH OTR 0 500000 0 ATLAS TECHNICAL CONSULTANTS *W EXP 11/26/202 049430119 3025 7758859 SH OTR 0 7758859 0 ATLAS TECHNICAL CONSULTANTS COM CL A 049430101 277 42348 SH OTR 0 42348 0 BEYOND MEAT INC COM 08862E109 528 3941 SH OTR 0 3941 0 BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 42 150000 SH OTR 0 150000 0 BIOMX INC *W EXP 10/16/202 09090D111 39 80605 SH OTR 0 80605 0 BK OF AMERICA CORP COM 060505104 18066 760675 SH OTR 0 760675 0 BOEING CO COM 097023105 6599 36000 SH Put OTR 0 36000 0 BOOKING HOLDINGS INC COM 09857L108 1678 1054 SH OTR 0 1054 0 BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 2589 24726 SH OTR 0 24726 0 BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 5649 17770417 SH OTR 0 17770417 0 BROADMARK RLTY CAP INC COM 11135B100 2899 306168 SH OTR 0 306168 0 BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 4608 9404370 SH OTR 0 9404370 0 BROOGE ENERGY LTD SHS G1611B107 2587 304375 SH OTR 0 304375 0 BTTERWR DE MXCO S A P I DE C SHS P1666E105 491 50100 SH OTR 0 50100 0 BURLINGTON STORES INC COM 122017106 847 4300 SH Put OTR 0 4300 0 CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 161 70600 SH Call OTR 0 70600 0 CANNAE HLDGS INC COM 13765N107 20550 500000 SH OTR 0 500000 0 CARNIVAL CORP UNIT 99/99/9999 143658300 2767 168500 SH Put OTR 0 168500 0 CC NEUBERGER PRINCIPAL HLDNG COM G1992Y114 11581 1150000 SH OTR 0 1150000 0 CC NEUBERGER PRINCIPAL HLDNG UNIT 99/99/9999 G1992Y106 7950 750000 SH OTR 0 750000 0 CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 2010 56519 SH OTR 0 56519 0 CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 3442 2549484 SH OTR 0 2549484 0 CF FIN ACQUISITION CORP COM CL A 12528N107 5437 501100 SH OTR 0 501100 0 CF FIN ACQUISITION CORP UNIT 04/30/2025 12528N206 670 57300 SH OTR 0 57300 0 CHP MERGER CORP *W EXP 11/22/202 12558Y114 1398 1426157 SH OTR 0 1426157 0 CHP MERGER CORP COM CL A 12558Y106 996 100000 SH OTR 0 100000 0 CHP MERGER CORP UNIT 11/22/2024 12558Y205 12291 1201500 SH OTR 0 1201500 0 CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 2297 794668 SH OTR 0 794668 0 CHURCHILL CAP CORP II UNIT 99/99/9999 17143G205 27405 2250000 SH OTR 0 2250000 0 CHURCHILL CAP CORP III UNIT 03/01/2027 17144C203 55340 4893040 SH OTR 0 4893040 0 CINEMARK HLDGS INC COM 17243V102 501 43400 SH Put OTR 0 43400 0 CITIC CAPITAL ACQUISITION CO UNIT 99/99/9999 G21513125 6030 600000 SH OTR 0 600000 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 18024 19920000 PRN OTR 0 0 19920000 CLOUDFLARE INC CL A COM 18915M107 654 18200 SH OTR 0 18200 0 CME GROUP INC COM 12572Q105 4673 28750 SH OTR 0 28750 0 COLFAX CORP UNIT 01/15/2022T 194014205 292 2396 SH OTR 0 2396 0 COLLECTIVE GROWTH CORP UNIT 04/29/2025 19424L200 111 11658 SH OTR 0 11658 0 COLLIER CREEK HOLDINGS *W EXP 99/99/999 G22707114 1059 325815 SH OTR 0 325815 0 COLLIER CREEK HOLDINGS COM CL A G22707106 5187 378609 SH OTR 0 378609 0 CONSOL ENERGY INC NEW COM 20854L108 626 123400 SH Put OTR 0 123400 0 COVANTA HLDG CORP COM 22282E102 240 25000 SH Put OTR 0 25000 0 CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 5097 3398223 SH OTR 0 3398223 0 CRESCENT ACQUISITION CORP COM CL A 22564L105 6205 593177 SH OTR 0 593177 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 4041 2721 SH OTR 0 2721 0 DANAHER CORPORATION 4.75 MND CV PFD 235851300 1090 874 SH OTR 0 874 0 DANAHER CORPORATION COM 235851102 671 3792 SH OTR 0 3792 0 DATADOG INC CL A COM 23804L103 4894 56285 SH OTR 0 56285 0 DEXCOM INC COM 252131107 405 1000 SH OTR 0 1000 0 DMY TECHNOLOGY GROUP INC *W EXP 02/21/202 233253111 155 101350 SH OTR 0 101350 0 DMY TECHNOLOGY GROUP INC COM 233253103 176 17500 SH OTR 0 17500 0 DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 7776 735000 SH OTR 0 735000 0 DOMINION ENERGY INC UNIT 99/99/9999 25746U133 10181 100467 SH OTR 0 100467 0 DRAFTKINGS INC COM CL A 26142R104 221 6632 SH OTR 0 6632 0 DTE ENERGY CO UNIT 11/01/2022S 233331842 14670 346656 SH OTR 0 346656 0 EBIX INC COM NEW 278715206 2424 108400 SH Call OTR 0 108400 0 ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 9678 171177 SH OTR 0 171177 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 23371 24350000 PRN OTR 0 0 24350000 FALCON MINERALS CORP *W EXP 07/21/202 30607B208 343 3806877 SH OTR 0 3806877 0 FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 1797 3593928 SH OTR 0 3593928 0 FAR PT ACQUISITION CORP COM CL A 30734W109 25923 2531504 SH OTR 0 2531504 0 FAR PT ACQUISITION CORP UNIT 06/01/2025 30734W208 23318 2231359 SH OTR 0 2231359 0 FASTLY INC CL A 31188V100 216 2538 SH OTR 0 2538 0 FINSERV ACQUISITION CORP *W EXP 12/31/202 318085115 105 100000 SH OTR 0 100000 0 FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 960 417404 SH OTR 0 417404 0 FINTECH ACQUISITION CORP III COM CL A 31811A101 1358 121694 SH OTR 0 121694 0 FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 13572 1080000 SH OTR 0 1080000 0 FIVE9 INC COM 338307101 497 4488 SH OTR 0 4488 0 FLYING EAGLE ACQUISITION COR UNIT 99/99/9999 34407Y202 18387 1578258 SH OTR 0 1578258 0 FOLEY TRASIMENE ACQUISTN COR UNIT 99/99/9999 34431F203 31746 2975228 SH OTR 0 2975228 0 FORTRESS VALUE ACQUISITION C COM CL A 34962V106 997 100000 SH OTR 0 100000 0 GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 1351 27716 SH OTR 0 27716 0 GIGCAPITAL2 INC *W EXP 02/28/202 375036118 458 925000 SH OTR 0 925000 0 GLRY STR NW MDIA GRUP HLDG L *W EXP 02/13/202 G39973113 209 5236990 SH OTR 0 5236990 0 GORES METROPOULOS INC *W EXP 01/28/202 382872117 188 95313 SH OTR 0 95313 0 GORES METROPOULOS INC UNIT 99/99/9999 382872208 7883 700100 SH OTR 0 700100 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 11571 11482000 PRN OTR 0 0 11482000 GRAF INDL CORP *W EXP 12/31/202 384278115 4922 2158920 SH OTR 0 2158920 0 GRAF INDL CORP COM 384278107 2368 170374 SH OTR 0 170374 0 GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 4328 2704887 SH OTR 0 2704887 0 GRID DYNAMICS HLDGS INC CL A 39813G109 8726 1264581 SH OTR 0 1264581 0 GS ACQUISITION HLDGS CORP II UNIT 99/99/9999 36258Q204 23648 2250000 SH OTR 0 2250000 0 GUESS INC NOTE 2.000% 4/1 401617AD7 5190 7700000 PRN OTR 0 0 7700000 GX ACQUISITION CORP *W EXP 05/24/202 36251A115 275 250000 SH OTR 0 250000 0 HAYMAKER ACQUISITION CORP II *W EXP 10/31/202 42087L119 770 493382 SH OTR 0 493382 0 HAYMAKER ACQUISITION CORP II COM CL A 42087L101 1035 100000 SH OTR 0 100000 0 HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 10950 1000000 SH OTR 0 1000000 0 HC2 HLDGS INC COM 404139107 67 20000 SH OTR 0 20000 0 HEALTHCARE MERGER CORP *W EXP 12/17/202 42227L110 512 444800 SH OTR 0 444800 0 HEALTHCARE MERGER CORP COM CL A 42227L102 1002 100000 SH OTR 0 100000 0 HEALTHCARE MERGER CORP UNIT 12/17/2021 42227L201 12360 1200000 SH OTR 0 1200000 0 HUBSPOT INC COM 443573100 1885 8400 SH OTR 0 8400 0 HUDSON EXECUTIVE INVT CORP UNIT 06/21/2025 443761200 5638 550000 SH OTR 0 550000 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 2566 3005000 PRN OTR 0 0 3005000 INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 2118 2000000 PRN OTR 0 0 2000000 INSURANCE ACQUISITION CORP *W EXP 03/31/202 457867117 2332 640628 SH OTR 0 640628 0 INSURANCE ACQUISITION CORP CL A 457867109 2368 182724 SH OTR 0 182724 0 INSURANCE ACQUISITION CORP UNIT 03/31/2024 457867307 5996 399700 SH OTR 0 399700 0 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 7438 167890 SH OTR 0 167890 0 INTREXON CORP NOTE 3.500% 7/0 46122TAA0 1353 2320000 PRN OTR 0 0 2320000 INVESCO QQQ TR UNIT SER 1 46090E103 2058 8310 SH OTR 0 8310 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 10951 11000000 PRN OTR 0 0 11000000 ISHARES INC MSCI GERMANY ETF 464286806 1530 56450 SH OTR 0 56450 0 ISHARES SILVER TR ISHARES 46428Q109 2552 150000 SH OTR 0 150000 0 ISHARES TR IBOXX HI YD ETF 464288513 45952 563000 SH Call OTR 0 563000 0 ISHARES TR IBOXX HI YD ETF 464288513 4081 50000 SH Put OTR 0 50000 0 ISHARES TR IBOXX INV CP ETF 464287242 53800 400000 SH Call OTR 0 400000 0 ISHARES TR IBOXX INV CP ETF 464287242 5520 41040 SH OTR 0 41040 0 ISHARES TR JPMORGAN USD EMG 464288281 180759 1655000 SH Put OTR 0 1655000 0 ISHARES TR MSCI EMG MKT ETF 464287234 3639 91000 SH Put OTR 0 91000 0 ISHARES TR MSCI EMG MKT ETF 464287234 1200 30010 SH OTR 0 30010 0 ISHARES TR MSCI INDIA ETF 46429B598 435 15000 SH Put OTR 0 15000 0 ISHARES TR RUSSELL 2000 ETF 464287655 24341 170000 SH Put OTR 0 170000 0 ISHARES TR RUSSELL 2000 ETF 464287655 8372 58470 SH OTR 0 58470 0 JAWS ACQUISITION CORP UNIT 99/99/9999 G50744120 29329 2812000 SH OTR 0 2812000 0 JPMORGAN CHASE & CO COM 46625H100 17901 190313 SH OTR 0 190313 0 JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 424 487724 SH OTR 0 487724 0 JUNIPER INDL HLDGS INC COM CL A 48205G106 3002 301074 SH OTR 0 301074 0 JUNIPER INDL HLDGS INC UNIT 11/13/2026 48205G205 14179 1376600 SH OTR 0 1376600 0 KBL MERGER CORP IV *W EXP 01/15/202 48242A112 134 434668 SH OTR 0 434668 0 KBL MERGER CORP IV RIGHT 04/09/2020 48242A120 36 144668 SH OTR 0 144668 0 KENSINGTON CAP ACQUISITION C UNIT 07/01/2027 490073202 5762 575000 SH OTR 0 575000 0 LAM RESEARCH CORP COM 512807108 797 2465 SH OTR 0 2465 0 LAMB WESTON HLDGS INC COM 513272104 1464 22898 SH OTR 0 22898 0 LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 1620 300000 SH OTR 0 300000 0 LANDCADIA HLDGS II INC CL A 51476X105 16174 989206 SH OTR 0 989206 0 LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 4392 8962726 SH OTR 0 8962726 0 LEGACY ACQUISITION CORP COM CL A 524643103 2309 240486 SH OTR 0 240486 0 LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 2044 2197992 SH OTR 0 2197992 0 LEO HOLDINGS CORP COM CL A G5463L105 410 39460 SH OTR 0 39460 0 LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 4152 4613014 SH OTR 0 4613014 0 LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 316 347000 SH OTR 0 347000 0 LGL SYS ACQUISITION CORP COM CL A 50201G106 2082 210000 SH OTR 0 210000 0 LGL SYS ACQUISITION CORP UNIT 10/24/2024 50201G205 9738 950000 SH OTR 0 950000 0 LIBERTY LATIN AMERICA LTD COM CL C G9001E128 472 50000 SH Call OTR 0 50000 0 LIV CAP ACQUISITION CORP UNIT 99/99/9999 G5510C124 1794 175000 SH OTR 0 175000 0 MACYS INC COM 55616P104 172 25000 SH Put OTR 0 25000 0 MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 253 505093 SH OTR 0 505093 0 MICROSOFT CORP COM 594918104 651 3200 SH OTR 0 3200 0 MODERNA INC COM 60770K107 655 10206 SH OTR 0 10206 0 MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 3777 5803849 SH OTR 0 5803849 0 NESCO HLDGS INC *W EXP 01/01/202 64083J112 52 288922 SH OTR 0 288922 0 NESCO HLDGS INC COM 64083J104 129 32169 SH OTR 0 32169 0 NETFIN ACQUISITION CORP *W EXP 08/01/202 G6455A115 8698 5251595 SH OTR 0 5251595 0 NETFIN ACQUISITION CORP SHS CL A G6455A107 8287 770850 SH OTR 0 770850 0 NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 2667 1960891 SH OTR 0 1960891 0 NEW PROVIDENCE ACQUISITION *W EXP 09/11/202 64822P114 1026 1025500 SH OTR 0 1025500 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 8316 171317 SH OTR 0 171317 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 15311 360687 SH OTR 0 360687 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 55140 24024000 PRN OTR 0 0 24024000 NIKOLA CORP COM 654110105 33765 500000 SH OTR 0 500000 0 NIO INC NOTE 4.500% 2/0 62914VAB2 8270 8500000 PRN OTR 0 0 8500000 NORTHERN OIL & GAS INC NEV COM 665531109 84 100000 SH OTR 0 100000 0 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 739 45000 SH Put OTR 0 45000 0 NOVUS CAP CORP UNIT 06/30/2027 67012U207 4473 426000 SH OTR 0 426000 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5654 4051000 PRN OTR 0 0 4051000 NUVASIVE INC COM 670704105 1327 23842 SH OTR 0 23842 0 NVIDIA CORPORATION COM 67066G104 1599 4208 SH OTR 0 4208 0 OAKTREE ACQUISITION CORP *W EXP 99/99/999 G67145113 386 292371 SH OTR 0 292371 0 OAKTREE ACQUISITION CORP UNIT 99/99/9999 G67145121 2675 250000 SH OTR 0 250000 0 OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 1816 1729905 SH OTR 0 1729905 0 OSPREY TECHNLGY AQUISTION CO UNIT 10/30/2024 68839R401 20214 1953000 SH OTR 0 1953000 0 PEABODY ENERGY CORP NEW COM 704551100 251 87300 SH Put OTR 0 87300 0 PENN NATL GAMING INC COM 707569109 223 7290 SH OTR 0 7290 0 PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 4583 3052000 PRN OTR 0 0 3052000 PERFICIENT INC NOTE 2.375% 9/1 71375UAB7 1242 1077000 PRN OTR 0 0 1077000 PG&E CORP COM 69331C108 1064 120000 SH Call OTR 0 120000 0 PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 1010 390084 SH OTR 0 390084 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 20823 18257000 PRN OTR 0 0 18257000 QIAGEN NV DEBT 1.000%11/1 N72482AT4 20426 18800000 PRN OTR 0 0 18800000 REALPAGE INC NOTE 1.500% 5/1 75606NAC3 7348 6800000 PRN OTR 0 0 6800000 REDWOOD TR INC COM 758075402 92 13200 SH Put OTR 0 13200 0 REDWOOD TR INC COM 758075402 80 11422 SH OTR 0 11422 0 REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 2524 2804674 SH OTR 0 2804674 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4024 80000 SH Put OTR 0 80000 0 SC HEALTH CORP *W EXP 99/99/999 G78516401 270 250000 SH OTR 0 250000 0 SCHULTZE SPL PURP ACQUSTN CO *W EXP 12/31/202 80821R117 1221 946810 SH OTR 0 946810 0 SCHULTZE SPL PURP ACQUSTN CO COM 80821R109 7826 765000 SH OTR 0 765000 0 SCVX CORP *W EXP 01/24/202 G79448117 156 150000 SH OTR 0 150000 0 SCVX CORP COM G79448208 498 50000 SH OTR 0 50000 0 SCVX CORP UNIT 99/99/9999 G79448109 5180 500000 SH OTR 0 500000 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 17721 302200 SH Call OTR 0 302200 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 7312 316000 SH Call OTR 0 316000 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 2254 40000 SH Put OTR 0 40000 0 SEMPRA ENERGY 6% PFD CONV A 816851406 2209 22607 SH OTR 0 22607 0 SEMPRA ENERGY COM 816851109 3139 26775 SH OTR 0 26775 0 SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 125 250000 SH OTR 0 250000 0 SOCIAL CAP HDOSPHIA HLDG CO UNIT 99/99/9999 G8250T117 25120 2000000 SH OTR 0 2000000 0 SOCIAL CAP HEDSPIA HLDG CO I UNIT 99/99/9999 G8251K123 35610 3000000 SH OTR 0 3000000 0 SOFTWARE ACQUISITION GROUP I *W EXP 10/01/202 83406B119 431 479050 SH OTR 0 479050 0 SOFTWARE ACQUISITION GROUP I UNIT 10/01/2026 83406B200 2630 250000 SH OTR 0 250000 0 SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 23612 2227500 SH OTR 0 2227500 0 SOUTHERN CO UNIT 08/01/2022 842587602 8727 198070 SH OTR 0 198070 0 SOUTHWEST AIRLS CO COM 844741108 5057 147954 SH OTR 0 147954 0 SPARTAN ENERGY ACQUISITION C *W EXP 08/27/202 846784122 4262 2367909 SH OTR 0 2367909 0 SPDR GOLD TR GOLD SHS 78463V107 8871 53000 SH Call OTR 0 53000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 52421 170000 SH Call OTR 0 170000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 130282 422500 SH Put OTR 0 422500 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 247 800 SH OTR 0 800 0 SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 14071 9353000 PRN OTR 0 0 9353000 STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 214 350000 SH OTR 0 350000 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 9531 106519 SH OTR 0 106519 0 SWITCHBACK ENERGY ACQUISTN C *W EXP 07/25/202 87105M110 52 65755 SH OTR 0 65755 0 TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 1822 2211000 PRN OTR 0 0 2211000 TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 758 65000 SH Put OTR 0 65000 0 TELADOC HEALTH INC COM 87918A105 328 1718 SH OTR 0 1718 0 TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 574 1220600 SH OTR 0 1220600 0 TESLA INC COM 88160R101 1601 1483 SH OTR 0 1483 0 THE TRADE DESK INC COM CL A 88339J105 422 1039 SH OTR 0 1039 0 TIDEWATER INC NEW COM 88642R109 222 39800 SH Put OTR 0 39800 0 T-MOBILE US INC COM 872590104 2083 20000 SH Put OTR 0 20000 0 TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 5131 475107 SH OTR 0 475107 0 TREBIA ACQUISITION CORP UNIT 99/99/9999 G9027T125 20900 2000000 SH OTR 0 2000000 0 TRIDENT ACQUISITIONS CORP *W EXP 05/09/202 89615T114 69 151000 SH OTR 0 151000 0 TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 121 78200 SH OTR 0 78200 0 TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 169 312500 SH OTR 0 312500 0 TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 3872 6618890 SH OTR 0 6618890 0 TUSCAN HOLDINGS CORP COM 90069K104 7775 760000 SH OTR 0 760000 0 UBS GROUP AG SHS H42097107 3462 300000 SH Call OTR 0 300000 0 US ECOLOGY INC *W EXP 10/17/202 91734M111 153 32227 SH OTR 0 32227 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 550 15000 SH Put OTR 0 15000 0 VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 496 10000 SH Call OTR 0 10000 0 VORNADO RLTY TR SH BEN INT 929042109 386 10100 SH Put OTR 0 10100 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 4471 2500000 PRN OTR 0 0 2500000 WELLS FARGO CO NEW COM 949746101 17399 679655 SH OTR 0 679655 0 WHOLE EARTH BRANDS INC COM CL A 96684W100 974 120683 SH OTR 0 120683 0 WILLSCOT CORP COM 971375126 497 40454 SH OTR 0 40454 0 WIX COM LTD SHS M98068105 1358 5300 SH OTR 0 5300 0 XERIS PHARMACEUTICALS INC COM 98422L107 438 164700 SH OTR 0 164700 0 YATRA ONLINE INC ORD SHS G98338109 160 235330 SH OTR 0 235330 0 ZENDESK INC COM 98936J101 4887 55200 SH OTR 0 55200 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1253 4942 SH OTR 0 4942 0