0001567619-21-004036.txt : 20210216
0001567619-21-004036.hdr.sgml : 20210216
20210216162758
ACCESSION NUMBER: 0001567619-21-004036
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210216
DATE AS OF CHANGE: 20210216
EFFECTIVENESS DATE: 20210216
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: 21639108
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
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0001610880
XXXXXXXX
12-31-2020
12-31-2020
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
02-16-2021
0
360
4507032
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INFORMATION TABLE
2
form13fInfoTable.xml
10X CAPITAL VENTURE ACQU COR
UNIT 10/21/2025
88025V206
10650
1000000
SH
OTR
0
1000000
0
180 LIFE SCIENCES CORP
*W EXP 11/07/202
68236V112
143
434668
SH
OTR
0
434668
0
5 01 ACQUISITION CORP
COM CL A
33836P105
6102
600000
SH
OTR
0
600000
0
7GC & CO HOLDINGS INC
UNIT 12/23/2025
81786A206
9495
900000
SH
OTR
0
900000
0
ACCELERATE DIAGNOSTICS INC
NOTE 2.500% 3/1
00430HAB8
571
1000000
PRN
OTR
0
0
1000000
ACIES ACQUISITION CORP
UNIT 11/30/2027
G0103T121
10720
1000000
SH
OTR
0
1000000
0
ACKRELL SPAC PARTNERS I CO
UNIT 12/01/2026
00461L204
2058
200000
SH
OTR
0
200000
0
ALTIMAR ACQUISITION CORP
UNIT 99/99/9999
G03707125
6030
500000
SH
OTR
0
500000
0
ALTIMETER GROWTH CORP
UNIT 99/99/9999
G0370L124
9100
700000
SH
OTR
0
700000
0
ALTITUDE ACQUISITION CORP
UNIT 11/30/2027
02156Y202
8280
800000
SH
OTR
0
800000
0
ALTRIA GROUP INC
COM
02209S103
9430
230000
SH
Call
OTR
0
230000
0
AMERICAN AIRLS GROUP INC
COM
02376R102
1708
108300
SH
Put
OTR
0
108300
0
AMERICAN AIRLS GROUP INC
NOTE 6.500% 7/0
02376RAF9
36573
29000000
PRN
OTR
0
0
29000000
AMERICAN ELEC PWR CO INC
UNIT 08/15/2025
02557T307
7108
140396
SH
OTR
0
140396
0
AMERICAN VRTUAL CLOUD TECH I
*W EXP 04/07/202
030382113
1441
3065880
SH
OTR
0
3065880
0
AMERICAS TECHNOLOGY ACQSN CO
UNIT 99/99/9999
G0404A128
1542
150000
SH
OTR
0
150000
0
AMPLIFY ETF TR
BLOCKCHAIN LDR
032108607
528
15108
SH
OTR
0
15108
0
APEX TECHNOLOGY ACQUISITION
COM CL A
03768F102
3753
250000
SH
OTR
0
250000
0
APOLLO STRATEGIC GROWTH CAPT
UNIT 99/99/9999
G0411R122
8198
750000
SH
OTR
0
750000
0
ARK ETF TR
AUTNMUS TECHNLGY
00214Q203
408
5349
SH
OTR
0
5349
0
ARK ETF TR
GENOMIC REV ETF
00214Q302
324
3479
SH
OTR
0
3479
0
ARK ETF TR
NEXT GNRTN INTER
00214Q401
201
1374
SH
OTR
0
1374
0
ARKO CORP
*W EXP 12/22/202
041242116
545
400499
SH
OTR
0
400499
0
ARTIUS ACQUISITION INC
COM CL A
04316G105
2658
250000
SH
OTR
0
250000
0
ARTIUS ACQUISITION INC
UNIT 99/99/9999
04316G204
32607
2900973
SH
OTR
0
2900973
0
ARYA SCIENCES ACQUISITION CO
COM CL A
G3166W106
8409
775000
SH
OTR
0
775000
0
ASPIRATIONAL CONSUMER LIFEST
UNIT 99/99/9999
G05436129
10450
1000000
SH
OTR
0
1000000
0
ATLAS TECHNICAL CONSULTANTS
COM CLS A
049430101
11847
1685198
SH
OTR
0
1685198
0
BARCLAYS PLC
ADR
06738E204
4300
538214
SH
OTR
0
538214
0
BECTON DICKINSON & CO
COM
075887109
6117
24446
SH
OTR
0
24446
0
BETTER WORLD ACQUISITION COR
UNIT 11/15/2027
08772B203
3868
350000
SH
OTR
0
350000
0
BIG ROCK PARTNERS ACQUISITIO
RIGHT 12/01/2022
089482129
195
150000
SH
OTR
0
150000
0
BILIBILI INC
NOTE 1.375% 4/0
090040AB2
12330
3497000
PRN
OTR
0
0
3497000
BIOMX INC
*W EXP 10/16/202
09090D111
64
80605
SH
OTR
0
80605
0
BOOKING HOLDINGS INC
COM
09857L108
2089
938
SH
OTR
0
938
0
BOSTON SCIENTIFIC CORP
COM
101137107
6592
183363
SH
OTR
0
183363
0
BROADMARK RLTY CAP INC
*W EXP 11/15/202
11135B118
4798
17770417
SH
OTR
0
17770417
0
BROADSTONE ACQUISITION CORP
UNIT 99/99/9999
G1739V118
1574
150000
SH
OTR
0
150000
0
BROOGE ENERGY LTD
*W EXP 12/20/202
G1611B115
5968
9625540
SH
OTR
0
9625540
0
BROOGE ENERGY LTD
SHS
G1611B107
3076
299843
SH
OTR
0
299843
0
BURGUNDY TECHNOLOGY ACQU COR
*W EXP 08/31/202
G1702T124
950
500000
SH
OTR
0
500000
0
CAPSTAR SPL PURP ACQUISITION
*W EXP 99/99/999
14070Y119
123
87000
SH
OTR
0
87000
0
CAPSTAR SPL PURP ACQUISITION
UNIT 07/09/2027
14070Y200
17403
1603953
SH
OTR
0
1603953
0
CARNEY TECHNOLOGY ACQU CORP
UNIT 12/10/2025
143636207
15390
1500000
SH
OTR
0
1500000
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
1159
53500
SH
Put
OTR
0
53500
0
CASCADE ACQUISITION CORP
UNIT 99/99/9999
147151203
10450
1000000
SH
OTR
0
1000000
0
CBRE ACQUISITION HLDGS INC
UNIT 99/99/9999
12510J205
10450
1000000
SH
OTR
0
1000000
0
CC NEUBERGER PRIN HLDGS II
UNIT 99/99/9999
G3166T129
23223
2334000
SH
OTR
0
2334000
0
CC NEUBERGER PRINCIPAL HLDNG
COM
G1992Y114
12466
1150000
SH
OTR
0
1150000
0
CC NEUBERGER PRINCIPAL HLDNG
UNIT 99/99/9999
G1992Y106
8888
750000
SH
OTR
0
750000
0
CF ACQUISITION CORP IV
UNIT 12/31/2027
12520T201
20580
2000000
SH
OTR
0
2000000
0
CF FIN ACQUISITION CORP III
UNIT 09/30/2027
12529D207
16095
1500000
SH
OTR
0
1500000
0
CF FINANCE ACQUISITION CORP
COM CL A
15725Q104
11020
1000000
SH
OTR
0
1000000
0
CF FINANCE ACQUISITION CORP
UNIT 08/01/2027
15725Q203
23620
2000000
SH
OTR
0
2000000
0
CHANGE HEALTHCARE INC
UNIT 99/99/9999
15912K209
1883
29388
SH
OTR
0
29388
0
CHARDAN HEALTHCR ACQSTN 2 CO
*W EXP 03/05/202
15957T115
29
28761
SH
OTR
0
28761
0
CHP MERGER CORP
*W EXP 11/22/202
12558Y114
1854
1426157
SH
OTR
0
1426157
0
CHP MERGER CORP
COM CL A
12558Y106
1026
100000
SH
OTR
0
100000
0
CHP MERGER CORP
UNIT 11/22/2024
12558Y205
12688
1201500
SH
OTR
0
1201500
0
CHURCHILL CAP CORP II
*W EXP 07/02/202
17143G114
1173
595336
SH
OTR
0
595336
0
CHURCHILL CAP CORP II
CL A
17143G106
3623
350000
SH
OTR
0
350000
0
CHURCHILL CAP CORP II
UNIT 99/99/9999
17143G205
13700
1250000
SH
OTR
0
1250000
0
CHURCHILL CAPITAL CORP IV
CL A
171439102
10010
1000000
SH
OTR
0
1000000
0
CHURCHILL CAPITAL CORP IV
UNIT 99/99/9999
171439201
20600
2000000
SH
OTR
0
2000000
0
CHURCHILL CAPITAL CORP V
UNIT 99/99/9999
17144T206
18375
1750000
SH
OTR
0
1750000
0
CINEMARK HLDGS INC
COM
17243V102
879
50500
SH
Put
OTR
0
50500
0
CLEVELAND-CLIFFS INC NEW
DBCV 1.500% 1/1
185899AA9
16851
8607000
PRN
OTR
0
0
8607000
CLIMATE CHANGE CRISIS REAL I
UNIT 99/99/9999
18716C209
2138
200000
SH
OTR
0
200000
0
CLOUDFLARE INC
CL A COM
18915M107
3427
45100
SH
OTR
0
45100
0
CM LIFE SCIENCES INC
UNIT 09/01/2025
18978W208
29000
2500000
SH
OTR
0
2500000
0
CME GROUP INC
COM
12572Q105
5234
28750
SH
OTR
0
28750
0
COLFAX CORP
UNIT 01/15/2022T
194014205
2662
16476
SH
OTR
0
16476
0
COLLECTIVE GROWTH CORP
*W EXP 04/30/202
19424L119
289
75000
SH
OTR
0
75000
0
COLONNADE ACQUISITION CORP
COM CL A
G2283K110
6750
500000
SH
OTR
0
500000
0
CONCORD ACQUISITION CORP
UNIT 12/28/2025
206071201
9588
930000
SH
OTR
0
930000
0
CONSONANCE HFW ACQUISITION C
UNIT 99/99/9999
G2445M129
1571
150000
SH
OTR
0
150000
0
CORNER GROWTH ACQUISITION CO
UNIT 01/01/2027
G2425N121
13585
1300000
SH
OTR
0
1300000
0
CRESCENT ACQUISITION CORP
*W EXP 03/08/202
22564L113
5852
3875954
SH
OTR
0
3875954
0
CRESCENT ACQUISITION CORP
COM CL A
22564L105
6859
656410
SH
OTR
0
656410
0
D R HORTON INC
COM
23331A109
930
13500
SH
OTR
0
13500
0
DANAHER CORPORATION
COM
235851102
7209
32452
SH
OTR
0
32452
0
DATADOG INC
CL A COM
23804L103
796
8088
SH
OTR
0
8088
0
DBX ETF TR
XTRACK USD HIGH
233051432
141732
2829553
SH
OTR
0
2829553
0
DD3 ACQUISITION CORP II
UNIT 99/99/9999
23318M209
4200
400000
SH
OTR
0
400000
0
DELWINDS INS ACQUISITION COR
UNIT 99/99/9999
24803C201
10200
1000000
SH
OTR
0
1000000
0
DESKTOP METAL INC
*W EXP 03/31/202
25058X113
324
67361
SH
OTR
0
67361
0
DESKTOP METAL INC
COM CL A
25058X105
1720
100000
SH
OTR
0
100000
0
DEXCOM INC
COM
252131107
555
1500
SH
OTR
0
1500
0
DIGITAL MEDIA SOLUTIONS INC
*W EXP 07/15/202
25401G114
3863
2550000
SH
OTR
0
2550000
0
DMY TECHNOLOGY GROUP INC II
COM CL A
233277102
20228
1149999
SH
OTR
0
1149999
0
DMY TECHNOLOGY GROUP INC III
UNIT 99/99/9999
233278209
21660
1900000
SH
OTR
0
1900000
0
DOMINION ENERGY INC
COM
25746U109
427
5682
SH
OTR
0
5682
0
DRAGONEER GROWTH OPPORTUN CO
UNIT 08/18/2027
G28302126
10493
750000
SH
OTR
0
750000
0
DRAGONEER GROWTH OPPTY CORP
SHS CL A
G28314105
5710
500000
SH
OTR
0
500000
0
DUDDELL STREET ACQUISITN COR
UNIT 10/21/2025
G28553124
7512
704000
SH
OTR
0
704000
0
DUN & BRADSTREET HLDGS INC
COM
26484T106
56591
2272727
SH
OTR
0
2272727
0
DUNE ACQUISITION CORP
UNIT 10/29/2027
265334201
5125
500000
SH
OTR
0
500000
0
EDTECHX HOLDINGS ACQU CORP I
UNIT 08/31/2027
28139A201
2580
250000
SH
OTR
0
250000
0
ENPHASE ENERGY INC
COM
29355A107
3316
18900
SH
OTR
0
18900
0
EQUITY DISTR ACQUISITION COR
UNIT 99/99/9999
29465E205
25028
2350000
SH
OTR
0
2350000
0
ESSENTIAL UTILS INC
UNIT 04/30/2022
29670G201
322
5292
SH
OTR
0
5292
0
ETSY INC
COM
29786A106
2802
15750
SH
OTR
0
15750
0
EXACT SCIENCES CORP
NOTE 0.375% 3/0
30063PAC9
6823
5214000
PRN
OTR
0
0
5214000
EXCHANGE TRADED CONCEPTS TR
ROBO GLB ETF
301505707
806
13233
SH
OTR
0
13233
0
FALCON CAPITAL ACQUISITN COR
UNIT 08/20/2027
30606L207
8544
800000
SH
OTR
0
800000
0
FALCON MINERALS CORP
*W EXP 07/21/202
30607B208
555
3806877
SH
OTR
0
3806877
0
FAR PEAK ACQUISITION CORP
UNIT 99/99/9999
G3312L129
25875
2500000
SH
OTR
0
2500000
0
FINSERV ACQUISITION CORP
*W EXP 12/31/202
318085115
349
100000
SH
OTR
0
100000
0
FINTECH ACQUISITION CORP IV
UNIT 12/31/2025
31810N302
17895
1500000
SH
OTR
0
1500000
0
FINTECH ACQUISITION CORP V
UNIT 99/99/9999
31810Q305
16005
1500000
SH
OTR
0
1500000
0
FIRST TR EXCHANGE-TRADED FD
GBL WND ENRG ETF
33736G106
466
20000
SH
OTR
0
20000
0
FIRSTMARK HORIZON ACQUISITIO
UNIT 99/99/9999
33765Y200
10260
900000
SH
OTR
0
900000
0
FISKER INC
CL A COM STK
33813J106
1465
100000
SH
OTR
0
100000
0
FOLEY TRASIMENE ACQUISITION
COM CL A
344328109
18875
1250000
SH
OTR
0
1250000
0
FOLEY TRASIMENE ACQUISTN COR
COM CL A
34431F104
19006
1700000
SH
OTR
0
1700000
0
FOLEY TRASIMENE ACQUISTN COR
UNIT 99/99/9999
34431F203
35405
2975228
SH
OTR
0
2975228
0
FOREST ROAD ACQUISITION CORP
UNIT 99/99/9999
34619R201
7350
700000
SH
OTR
0
700000
0
FORUM MERGER III CORP
COM CL A
349885103
2708
200000
SH
OTR
0
200000
0
FRAZIER LIFESCIENCES ACQU CO
UNIT 12/09/2025
G3710A121
1038
100000
SH
OTR
0
100000
0
FTAC OLYMPUS ACQUISITION COR
CL A SHS
G37288100
11330
1100000
SH
OTR
0
1100000
0
FTAC OLYMPUS ACQUISITION COR
UNIT 08/24/2025
G37288118
20009
1840712
SH
OTR
0
1840712
0
FTS INTERNATIONAL INC
COM NEW CL A
30283W302
1471
76600
SH
OTR
0
76600
0
GCM GROSVENOR INC
*W EXP 11/17/202
36831E116
9457
5264314
SH
OTR
0
5264314
0
GFL ENVIRONMENTAL INC
UNIT 99/99/9999T
36168Q120
13644
193638
SH
OTR
0
193638
0
GIGCAPITAL2 INC
*W EXP 02/28/202
375036118
1016
518597
SH
OTR
0
518597
0
GIGCAPITAL2 INC
COM
375036100
2738
250000
SH
OTR
0
250000
0
GLOBAL BLUE GROUP HOLDING AG
*W EXP 08/28/202
H33700115
970
591656
SH
OTR
0
591656
0
GLOBAL X FDS
ARTIFICIAL ETF
37954Y632
463
17033
SH
OTR
0
17033
0
GLOBAL X FDS
GLOBAL X URANIUM
37954Y871
598
39030
SH
OTR
0
39030
0
GLOBAL X FDS
LITHIUM BTRY ETF
37954Y855
268
4333
SH
OTR
0
4333
0
GLOBAL X FDS
RBTCS ARTFL INTE
37954Y715
773
23316
SH
OTR
0
23316
0
GLRY STR NW MDIA GRUP HLDG L
*W EXP 02/13/202
G39973113
421
5236990
SH
OTR
0
5236990
0
GO ACQUISITION CORP
UNIT 08/31/2027
362019200
13288
1250000
SH
OTR
0
1250000
0
GOLDEN FALCON ACQUISITION CO
UNIT 99/99/9999
38102H208
4264
410000
SH
OTR
0
410000
0
GOLDEN NUGGET ONLINE GAMIN
COM CL A
38113L107
5319
270000
SH
OTR
0
270000
0
GORES HOLDINGS VI INC
UNIT 08/24/2027
38286R204
4611
435000
SH
OTR
0
435000
0
GOSSAMER BIO INC
NOTE 5.000% 6/0
38341PAA0
4513
4982000
PRN
OTR
0
0
4982000
GRANITE CONSTR INC
NOTE 2.750%11/0
387328AB3
4463
4100000
PRN
OTR
0
0
4100000
GS ACQUISITION HLDGS CORP II
*W EXP 06/30/202
36258Q113
365
142700
SH
OTR
0
142700
0
GS ACQUISITION HLDGS CORP II
COM CL A
36258Q105
17440
1600000
SH
OTR
0
1600000
0
GS ACQUISITION HLDGS CORP II
UNIT 99/99/9999
36258Q204
7410
650000
SH
OTR
0
650000
0
GUARDANT HEALTH INC
COM
40131M109
363
2813
SH
OTR
0
2813
0
GX ACQUISITION CORP
COM CL A
36251A107
14483
1316673
SH
OTR
0
1316673
0
H I G ACQUISITION CORP
UNIT 99/99/9999
G44898115
26075
2500000
SH
OTR
0
2500000
0
HEALTH ASSURN ACQUISITION CO
UNIT 99/99/9999
42226W208
3857
350000
SH
OTR
0
350000
0
HELIX ACQUISITION CORP
COM CL A
G4444C102
1706
150000
SH
OTR
0
150000
0
HIGHCAPE CAP ACQUISITION COR
UNIT 09/30/2027
42984L204
4644
450000
SH
OTR
0
450000
0
HIGHLAND TRANSCEND PARTNERS
UNIT 99/99/9999
G44690116
18900
1800000
SH
OTR
0
1800000
0
HORIZON ACQUISITION CORP
COM CL A
G46049105
2756
275000
SH
OTR
0
275000
0
HORIZON ACQUISITION CORP
UNIT 99/99/9999
G46049121
21719
2056710
SH
OTR
0
2056710
0
HORIZON ACQUISITION CORPORAT
UNIT 99/99/9999
G46044122
10740
1000000
SH
OTR
0
1000000
0
HSBC HLDGS PLC
SPON ADR NEW
404280406
4124
159152
SH
OTR
0
159152
0
HUDSON EXECUTIVE INVT CORP
COM CL A
443761101
1081
100000
SH
OTR
0
100000
0
HUDSON EXECUTIVE INVT CORP
UNIT 06/21/2025
443761200
2876
252289
SH
OTR
0
252289
0
HUMANCO ACQUISITION CORP
UNIT 12/08/2023
44487N208
5627
510577
SH
OTR
0
510577
0
IG ACQUISITION CORP
UNIT 10/05/2027
449534205
10810
1000000
SH
OTR
0
1000000
0
INSEEGO CORP
NOTE 3.250% 5/0
45782BAD6
2668
2000000
PRN
OTR
0
0
2000000
INSIGHT ENTERPRISES INC
NOTE 0.750% 2/1
45765UAB9
20606
16225000
PRN
OTR
0
0
16225000
INSU ACQUISITION CORP II
COM CL A
457821106
7264
467120
SH
OTR
0
467120
0
INSU ACQUISITION CORP III
UNIT 12/31/2026
457817302
10570
1000000
SH
OTR
0
1000000
0
INTERNATIONAL FLAVORS&FRAGRA
UNIT 09/15/2021
459506309
2261
55366
SH
OTR
0
55366
0
INTERPRIVATE ACQUISITION COR
*W EXP 10/24/202
46064A111
2500
609750
SH
OTR
0
609750
0
INTERPRIVATE ACQUISITION COR
COM
46064A103
15361
1056480
SH
OTR
0
1056480
0
INTERPRIVATE ACQUISITION COR
UNIT 10/29/2024
46064A202
5498
331188
SH
OTR
0
331188
0
INTREXON CORP
NOTE 3.500% 7/0
46122TAA0
2498
3045000
PRN
OTR
0
0
3045000
INVESCO EXCH TRADED FD TR II
FNDMNTL HY CRP
46138E719
5633
289747
SH
OTR
0
289747
0
INVESCO EXCH TRADED FD TR II
MSCI GBL TIMBR
46138E545
340
10114
SH
OTR
0
10114
0
INVESCO EXCH TRADED FD TR II
S&P GBL WATER
46138E263
994
21230
SH
OTR
0
21230
0
INVESCO EXCH TRADED FD TR II
SOLAR ETF
46138G706
562
5473
SH
OTR
0
5473
0
INVESCO EXCH TRD SLF IDX FD
BULSHS 2021 HY
46138J809
1038
44939
SH
OTR
0
44939
0
INVESCO EXCH TRD SLF IDX FD
BULSHS 2022 HY
46138J874
8471
362919
SH
OTR
0
362919
0
INVESCO EXCH TRD SLF IDX FD
BULSHS 2024 HY
46138J833
1706
68456
SH
OTR
0
68456
0
INVESCO EXCHANGE TRADED FD T
CLEANTECH ETF
46137V407
706
9394
SH
OTR
0
9394
0
ION ACQUISITION CORP 1 LTD
UNIT 99/99/9999
G49392122
3322
275000
SH
OTR
0
275000
0
IQIYI INC
NOTE 4.000%12/1
46267XAE8
13568
13700000
PRN
OTR
0
0
13700000
ISHARES INC
MSCI BRAZIL ETF
464286400
8063
217500
SH
OTR
0
217500
0
ISHARES INC
MSCI BRAZIL ETF
464286400
40036
1080000
SH
Call
OTR
0
1080000
0
ISHARES SILVER TR
ISHARES
46428Q109
614
25000
SH
OTR
0
25000
0
ISHARES TR
20 YR TR BD ETF
464287432
4574
29000
SH
Put
OTR
0
29000
0
ISHARES TR
BROAD USD HIGH
46435U853
35406
858113
SH
OTR
0
858113
0
ISHARES TR
GL TIMB FORE ETF
464288174
319
4008
SH
OTR
0
4008
0
ISHARES TR
IBOXX HI YD ETF
464288513
221159
2533322
SH
OTR
0
2533322
0
ISHARES TR
IBOXX HI YD ETF
464288513
35933
411600
SH
Put
OTR
0
411600
0
ISHARES TR
IBOXX INV CP ETF
464287242
15194
110000
SH
OTR
0
110000
0
ISHARES TR
IBOXX INV CP ETF
464287242
138130
1000000
SH
Put
OTR
0
1000000
0
ISHARES TR
JPMORGAN USD EMG
464288281
257940
2225350
SH
OTR
0
2225350
0
ISHARES TR
JPMORGAN USD EMG
464288281
114751
990000
SH
Call
OTR
0
990000
0
ISHARES TR
LATN AMER 40 ETF
464287390
754
25687
SH
OTR
0
25687
0
ISHARES TR
MSCI ACWI EX US
464288240
530
10000
SH
OTR
0
10000
0
ISHARES TR
MSCI EAFE ETF
464287465
14592
200000
SH
Call
OTR
0
200000
0
ISHARES TR
MSCI EMG MKT ETF
464287234
6618
128080
SH
OTR
0
128080
0
ISHARES TR
MSCI EMG MKT ETF
464287234
95641
1851000
SH
Call
OTR
0
1851000
0
ISHARES TR
MSCI EMG MKT ETF
464287234
7751
150000
SH
Put
OTR
0
150000
0
ISHARES TR
MSCI UK ETF NEW
46435G334
8787
300000
SH
Call
OTR
0
300000
0
ISHARES TR
RUSSELL 2000 ETF
464287655
872
4450
SH
OTR
0
4450
0
ISHARES TR
RUSSELL 2000 ETF
464287655
26958
137500
SH
Put
OTR
0
137500
0
ISHARES TR
US HOME CONS ETF
464288752
2892
51820
SH
OTR
0
51820
0
ITAU UNIBANCO HLDG S A
SPON ADR REP PFD
465562106
274
45000
SH
OTR
0
45000
0
JAWS ACQUISITION CORP
SHS
G50744104
3611
269300
SH
OTR
0
269300
0
JAWS ACQUISITION CORP
UNIT 99/99/9999
G50744120
14603
1062002
SH
OTR
0
1062002
0
JAWS SPITFIRE ACQUISITION CO
UNIT 99/99/9999
G50740128
5525
500000
SH
OTR
0
500000
0
JIYA ACQUISITION CORP
COM CL A
47760M102
1288
125000
SH
OTR
0
125000
0
JUNIPER INDL HLDGS INC
*W EXP 11/13/202
48205G114
1049
569921
SH
OTR
0
569921
0
JUNIPER INDL HLDGS INC
COM CL A
48205G106
20639
1927074
SH
OTR
0
1927074
0
KINS TECHNOLOGY GROUP INC
UNIT 10/14/2025
49714K208
2058
200000
SH
OTR
0
200000
0
KKR & CO INC
COM
48251W104
1732
42784
SH
OTR
0
42784
0
LANDCADIA HOLDINGS III INC
UNIT 99/99/9999
51476H209
39095
3500000
SH
OTR
0
3500000
0
LANNETT CO INC
NOTE 4.500%10/0
51602UAC2
2847
4500000
PRN
OTR
0
0
4500000
LEFTERIS ACQUISITION CORP
UNIT 11/01/2023
52470X208
5420
500000
SH
OTR
0
500000
0
LEISURE ACQUISITION CORP
*W EXP 99/99/999
52539T115
2173
2750477
SH
OTR
0
2750477
0
LF CAP ACQUISITION CORP
*W EXP 06/22/202
50200K116
9422
4856892
SH
OTR
0
4856892
0
LGL SYS ACQUISITION CORP
*W EXP 11/12/202
50201G114
562
347000
SH
OTR
0
347000
0
LGL SYS ACQUISITION CORP
COM CL A
50201G106
2125
210000
SH
OTR
0
210000
0
LGL SYS ACQUISITION CORP
UNIT 10/24/2024
50201G205
10545
950000
SH
OTR
0
950000
0
LIV CAP ACQUISITION CORP
UNIT 99/99/9999
G5510C124
1838
175000
SH
OTR
0
175000
0
LUMINAR TECHNOLOGIES INC
*W EXP 12/02/202
550424113
4509
262602
SH
OTR
0
262602
0
LUX HEALTH TECH ACQUISITION
UNIT 11/30/2027
55068A209
14375
1250000
SH
OTR
0
1250000
0
MARQUEE RAINE ACQUISITION CO
UNIT 12/01/2025
G58442115
5415
500000
SH
OTR
0
500000
0
MERIDA MERGER CORP I
*W EXP 11/07/202
58953M114
505
505093
SH
OTR
0
505093
0
MONTES ARCHIMEDES ACQUISITIO
UNIT 09/30/2025
612657205
31500
3000000
SH
OTR
0
3000000
0
MOTION ACQUISITION CORP
UNIT 10/14/2025
61980M206
4248
400000
SH
OTR
0
400000
0
MOTIVE CAPITAL CORP
UNIT 99/99/9999
G6293A129
15810
1500000
SH
OTR
0
1500000
0
MUDRICK CAPITAL ACQU CORP II
UNIT 99/99/9999
62477L206
10310
1000000
SH
OTR
0
1000000
0
NAVSIGHT HLDGS INC
UNIT 99/99/9999
639358209
5150
500000
SH
OTR
0
500000
0
NESCO HLDGS INC
COM
64083J104
1106
150000
SH
OTR
0
150000
0
NEW FRONTIER HEALTH CORP
*W EXP 11/30/202
G6461G114
1228
563480
SH
OTR
0
563480
0
NEW PROVIDENCE ACQUISITION
COM CL A
64822P106
10864
800000
SH
OTR
0
800000
0
NEXTERA ENERGY INC
UNIT 09/01/2022S
65339F796
4132
69793
SH
OTR
0
69793
0
NEXTERA ENERGY INC
UNIT 99/99/9999
65339F770
4080
80256
SH
OTR
0
80256
0
NEXTERA ENERGY INC
UNIT 99/99/9999
65339F739
5451
106107
SH
OTR
0
106107
0
NEXTERA ENERGY PARTNERS LP
COM UNIT PART IN
65341B106
671
10000
SH
Put
OTR
0
10000
0
NEXTGEN ACQUISITION CORP
UNIT 11/26/2020
G65305115
4631
450000
SH
OTR
0
450000
0
NICE SYS INC
NOTE 1.250% 1/1
65366HAB9
80999
23837000
PRN
OTR
0
0
23837000
NORTH MOUNTAIN MERGER CORP
UNIT 09/16/2025
661204206
12227
1138500
SH
OTR
0
1138500
0
NORTHERN GENESIS ACQUISITION
COMMON STOCK
66516T104
2667
150000
SH
OTR
0
150000
0
NORTHERN OIL AND GAS INC MN
COM
665531307
88
10000
SH
OTR
0
10000
0
NORTHERN STAR ACQUISITION CO
*W EXP 08/29/202
665742110
722
200000
SH
OTR
0
200000
0
NORTHERN STAR ACQUISITION CO
COM CL A
665742102
8736
600000
SH
OTR
0
600000
0
NORTHERN STAR ACQUISITION CO
UNIT 08/29/2025
665742201
7850
500000
SH
OTR
0
500000
0
NORWEGIAN CRUISE LINE HLDG L
SHS
G66721104
1709
67200
SH
OTR
0
67200
0
NORWEGIAN CRUISE LINE HLDG L
SHS
G66721104
2472
97200
SH
Put
OTR
0
97200
0
NOVUS CAP CORP
*W EXP 06/30/202
67012U116
2111
456824
SH
OTR
0
456824
0
OAKTREE ACQUISITION CORP II
UNIT 09/15/2027
G6715X129
10175
950000
SH
OTR
0
950000
0
OASIS PETROLEUM INC
COM NEW
674215207
299
8076
SH
OTR
0
8076
0
OMEROS CORP
NOTE 5.250% 2/1
682143AG7
1828
1709000
PRN
OTR
0
0
1709000
OMNICHANNEL ACQUISITION CORP
UNIT 99/99/9999
68218L207
5175
502400
SH
OTR
0
502400
0
ONE
UNIT 99/99/9999
G7000X113
14225
1250000
SH
OTR
0
1250000
0
OPENDOOR TECHNOLOGIES INC
*W EXP 12/18/202
683712111
2316
300000
SH
OTR
0
300000
0
OPENDOOR TECHNOLOGIES INC
COM
683712103
4546
200000
SH
OTR
0
200000
0
OSPREY TECHNLGY AQUISTION CO
*W EXP 10/30/202
68839R120
3372
2294002
SH
OTR
0
2294002
0
OSPREY TECHNLGY AQUISTION CO
COM CL A
68839R104
8930
852887
SH
OTR
0
852887
0
OTR ACQUISITION CORP
UNIT 10/01/2025
67113Q204
1049
100000
SH
OTR
0
100000
0
PANACEA ACQUISITION CORP
UNIT 99/99/9999
698102209
2552
200000
SH
OTR
0
200000
0
PARTS ID INC
COM CL A
702141102
3660
575509
SH
OTR
0
575509
0
PEBBLEBROOK HOTEL TR
NOTE 1.750%12/1
70509VAA8
10343
9673000
PRN
OTR
0
0
9673000
PG&E CORP
UNIT 99/99/9999
69331C140
43321
353772
SH
OTR
0
353772
0
PINE IS ACQUISITION CORP
UNIT 99/99/9999
722615200
10104
980000
SH
OTR
0
980000
0
POPULATION HEALTH INVS CO IN
UNIT 99/99/9999
G71716123
2090
200000
SH
OTR
0
200000
0
PORCH GROUP INC
COM
733245104
4332
303540
SH
OTR
0
303540
0
PRIME IMPACT ACQUISITION I
UNIT 10/01/2030
G61074111
4244
400000
SH
OTR
0
400000
0
PRIORITY TECHNOLOGY HLDGS IN
COM
74275G107
1868
265332
SH
OTR
0
265332
0
PROPERTY SOLUTIONS ACQUISITI
*W EXP 03/20/202
74348Q116
2807
2673691
SH
OTR
0
2673691
0
PROPERTY SOLUTIONS ACQUISITI
COM
74348Q108
10000
1000000
SH
OTR
0
1000000
0
PROPERTY SOLUTIONS ACQUISITI
UNIT 03/30/2027
74348Q207
11747
1065028
SH
OTR
0
1065028
0
PROPTECH INVESTMENT CORP II
UNIT 99/99/9999
743497208
5315
500000
SH
OTR
0
500000
0
QUANTUMSCAPE CORP
*W EXP 11/25/202
74767V117
5282
139000
SH
OTR
0
139000
0
REDBALL ACQUISITION CORP
UNIT 99/99/9999
G7417R121
5780
500000
SH
OTR
0
500000
0
REINVENT TECHNOLOGY PARTNERS
UNIT 99/99/9999
G7483N111
3675
300000
SH
OTR
0
300000
0
REINVENT TECHNOLOGY PARTNERS
UNIT 99/99/9999
G74847123
2276
200000
SH
OTR
0
200000
0
REPLAY ACQUISITION CORP
*W EXP 03/01/202
G75130115
2421
1311360
SH
OTR
0
1311360
0
REPLAY ACQUISITION CORP
COM
G75130107
7840
753822
SH
OTR
0
753822
0
REVIVA PHARMACEUTCLS HLDGS I
*W EXP 12/25/202
76152G118
824
1220600
SH
OTR
0
1220600
0
REVOLUTION ACCELERTN ACQU CO
UNIT 12/01/2025
76156P205
8328
800000
SH
OTR
0
800000
0
RIBBIT LEAP LTD
UNIT 99/99/9999
G7552B121
5241
350100
SH
OTR
0
350100
0
RMG ACQUISITION CORP II
UNIT 12/09/2025
G76083115
13380
1200000
SH
OTR
0
1200000
0
ROYAL CARIBBEAN GROUP
COM
V7780T103
986
13200
SH
OTR
0
13200
0
ROYAL CARIBBEAN GROUP
COM
V7780T103
986
13200
SH
Put
OTR
0
13200
0
RUSH STREET INTERACTIVE INC
*W EXP 02/21/202
782011118
2815
367500
SH
OTR
0
367500
0
RUSH STREET INTERACTIVE INC
*W EXP 02/21/202
782011118
1417
333333
SH
OTR
0
333333
0
RUSH STREET INTERACTIVE INC
COM
782011100
16995
785000
SH
OTR
0
785000
0
SANDBRIDGE ACQUISITION CORP
UNIT 99/99/9999
799793203
15450
1500000
SH
OTR
0
1500000
0
SC HEALTH CORP
*W EXP 99/99/999
G78516401
25
18420
SH
OTR
0
18420
0
SCION TECH GROWTH I
UNIT 12/17/2025
G31067120
15480
1500000
SH
OTR
0
1500000
0
SCVX CORP
*W EXP 01/24/202
G79448117
255
150000
SH
OTR
0
150000
0
SCVX CORP
COM
G79448208
515
50000
SH
OTR
0
50000
0
SCVX CORP
UNIT 99/99/9999
G79448109
5313
469800
SH
OTR
0
469800
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
94586
2495665
SH
OTR
0
2495665
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
32215
850000
SH
Call
OTR
0
850000
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
83380
2200000
SH
Put
OTR
0
2200000
0
SELECT SECTOR SPDR TR
SBI CONS STPLS
81369Y308
20383
302200
SH
Call
OTR
0
302200
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
79735
2704700
SH
Call
OTR
0
2704700
0
SELECT SECTOR SPDR TR
SBI INT-UTILS
81369Y886
2257
36002
SH
OTR
0
36002
0
SENIOR CONNECT ACQUISITN COR
UNIT 12/09/2023
81723H207
8747
850000
SH
OTR
0
850000
0
SHIFT TECHNOLOGIES INC
CL A
82452T107
5181
626428
SH
OTR
0
626428
0
SHOPIFY INC
CL A
82509L107
1020
901
SH
OTR
0
901
0
SILVER SPIKE ACQUISITION COR
*W EXP 08/02/202
G8136L114
819
250000
SH
OTR
0
250000
0
SILVER SPIKE ACQUISITION COR
CL A SHS
G8136L106
10198
798610
SH
OTR
0
798610
0
SINA CORP
ORD
G81477104
48949
1155000
SH
OTR
0
1155000
0
SIREN ETF TR
NSD NXGN ECO ETF
829658202
815
20000
SH
OTR
0
20000
0
SKILLZ INC
COM
83067L109
16000
800000
SH
OTR
0
800000
0
SOC TELEMED INC
*W EXP 11/30/202
78472F119
782
640776
SH
OTR
0
640776
0
SOC TELEMED INC
COM CL A
78472F101
1960
250000
SH
OTR
0
250000
0
SOCIAL CAPITAL HEDOSOPHA HLD
UNIT 99/99/9999
G8252P121
52720
4000000
SH
OTR
0
4000000
0
SOCIAL CAPITAL HEDOSOPHA HLD
UNIT 99/99/9999
G82514129
26334
1800000
SH
OTR
0
1800000
0
SOCIAL CAPITAL HEDOSOPHA HLD
UNIT 99/99/9999
G8251L121
63153
4891808
SH
OTR
0
4891808
0
SOFTWARE ACQUISITN GRUP INC
UNIT 99/99/9999
83407F200
4793
450000
SH
OTR
0
450000
0
SOUTH MTN MERGER CORP
UNIT 99/99/9999
838884203
41170
2227500
SH
OTR
0
2227500
0
SOUTHERN CO
UNIT 08/01/2022
842587602
551
10625
SH
OTR
0
10625
0
SPARTAN ACQUISITION CORP II
UNIT 99/99/9999
846775203
7560
700000
SH
OTR
0
700000
0
SPDR GOLD TR
GOLD SHS
78463V107
180253
1010616
SH
OTR
0
1010616
0
SPDR GOLD TR
GOLD SHS
78463V107
48157
270000
SH
Call
OTR
0
270000
0
SPDR GOLD TR
GOLD SHS
78463V107
68847
386000
SH
Put
OTR
0
386000
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
7478
20000
SH
OTR
0
20000
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
11216
30000
SH
Call
OTR
0
30000
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
61503
164500
SH
Put
OTR
0
164500
0
SPDR SER TR
S&P METALS MNG
78464A755
6688
200000
SH
Call
OTR
0
200000
0
SPORTS ENTERTAINMENT ACQU CO
UNIT 99/99/9999
84918M205
7525
700000
SH
OTR
0
700000
0
STABLE RD ACQUISITION CORP
COM CL A
85236Q109
3392
188878
SH
OTR
0
188878
0
STANLEY BLACK & DECKER INC
COM
854502101
9436
52847
SH
OTR
0
52847
0
STAR PEAK ENERGY TRANSITION
UNIT 99/99/9999
855185203
11110
500000
SH
OTR
0
500000
0
SUPERNOVA PARTNERS ACQUISITI
UNIT 99/99/9999
86846V207
14513
1250000
SH
OTR
0
1250000
0
TAILWIND ACQUISITION CORP
UNIT 09/07/2027
87403Q201
3234
300000
SH
OTR
0
300000
0
TASEKO MINES LTD
COM
876511106
165
125000
SH
OTR
0
125000
0
TEEKAY CORPORATION
NOTE 5.000% 1/1
87900YAE3
1888
2211000
PRN
OTR
0
0
2211000
TEKKORP DIGITAL ACQUISITN CO
UNIT 09/29/2027
G8739H122
10750
1000000
SH
OTR
0
1000000
0
THAYER VENTURES ACQU CORP
UNIT 01/01/2030
88332T209
524
50000
SH
OTR
0
50000
0
THUNDER BRDG ACQUISTION II L
CL A SHS
G8857S116
19830
1500000
SH
OTR
0
1500000
0
TIGA ACQUISITION CORP
UNIT 99/99/9999
G88672129
5290
500000
SH
OTR
0
500000
0
TORTOISE ACQUISITION CORP II
UNIT 06/14/2027
G89554110
3384
300000
SH
OTR
0
300000
0
TPG PACE BEN FIN CORP
UNIT 99/99/9999
G8990D109
6800
250000
SH
OTR
0
250000
0
TPG PACE TECH OPPORTUNITIES
UNIT 99/99/9999
G8990Y111
5680
500000
SH
OTR
0
500000
0
TREBIA ACQUISITION CORP
UNIT 99/99/9999
G9027T125
23120
2000000
SH
OTR
0
2000000
0
TREPONT ACQUISITION CORP I
UNIT 99/99/9999
G9095M119
8815
850000
SH
OTR
0
850000
0
TRIDENT ACQUISITIONS CORP
*W EXP 05/09/202
89615T114
346
151000
SH
OTR
0
151000
0
TS INNOVATION ACQUISITN CORP
UNIT 99/99/9999
87284T209
26350
2500000
SH
OTR
0
2500000
0
TURMERIC ACQUISITION CORP
UNIT 10/08/2025
G9127T116
2054
200000
SH
OTR
0
200000
0
TUSCAN HLDGS CORP
*W EXP 04/01/202
90069K112
714
150000
SH
OTR
0
150000
0
TUSCAN HLDGS CORP II
*W EXP 99/99/999
90070A111
747
312500
SH
OTR
0
312500
0
TUSCAN HLDGS CORP II
COM
90070A103
1181
107301
SH
OTR
0
107301
0
TWC TECH HLDGS II CORP
UNIT 09/10/2025
90117G204
5375
500000
SH
OTR
0
500000
0
UBER TECHNOLOGIES INC
COM
90353T100
377
7400
SH
OTR
0
7400
0
UNITED STATES STL CORP NEW
NOTE 5.000%11/0
912909AT5
19047
12650000
PRN
OTR
0
0
12650000
URANIUM ENERGY CORP
COM
916896103
53
30000
SH
OTR
0
30000
0
VANECK VECTORS ETF TR
GOLD MINERS ETF
92189F106
11166
310000
SH
Call
OTR
0
310000
0
VANECK VECTORS ETF TR
JP MORGAN MKTS
92189H300
16096
483805
SH
OTR
0
483805
0
VANECK VECTORS ETF TR
RUSSIA ETF
92189F403
2415
100000
SH
OTR
0
100000
0
VANECK VECTORS ETF TR
RUSSIA ETF
92189F403
6158
255000
SH
Call
OTR
0
255000
0
VANECK VECTORS ETF TR
SEMICONDUCTOR ET
92189F676
1035
4740
SH
OTR
0
4740
0
VANECK VECTORS ETF TR
VIDEO GAMING
92189F114
577
8241
SH
OTR
0
8241
0
VECTOR ACQUISITION CORP
UNIT 09/30/2027
G9442R100
21500
2000000
SH
OTR
0
2000000
0
VESPER HEALTHCARE ACQSTN COR
COM CL A
92538T104
1131
100000
SH
OTR
0
100000
0
VESPER HEALTHCARE ACQSTN COR
UNIT 99/99/9999
92538T203
21210
1750000
SH
OTR
0
1750000
0
VG ACQUISITION CORP
UNIT 99/99/9999
G9446E121
18000
1500000
SH
OTR
0
1500000
0
VPC IMPACT ACQUISITION HLDNG
UNIT 09/22/2025
G9441E126
4280
400000
SH
OTR
0
400000
0
VY GLOBAL GROWTH
UNIT 99/99/9999
G9444H126
5380
500000
SH
OTR
0
500000
0
WIX COM LTD
SHS
M98068105
1578
6314
SH
OTR
0
6314
0
YELLOWSTONE ACQUISITION CO
UNIT 10/22/2025
98566K204
5325
500000
SH
OTR
0
500000
0
YUCAIPA ACQUISITION CORP
UNIT 99/99/9999
G9879L121
16320
1600000
SH
OTR
0
1600000
0
ZILLOW GROUP INC
NOTE 1.375% 9/0
98954MAG6
27122
9000000
PRN
OTR
0
0
9000000
ZYNGA INC
CL A
98986T108
2902
294000
SH
OTR
0
294000
0