0001567619-21-010285.txt : 20210517 0001567619-21-010285.hdr.sgml : 20210517 20210517080453 ACCESSION NUMBER: 0001567619-21-010285 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210517 DATE AS OF CHANGE: 20210517 EFFECTIVENESS DATE: 20210517 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: 21927672 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 03-31-2021 03-31-2021 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 05-17-2021 0 627 6128915 false
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362019200 12675 1250000 SH OTR 0 1250000 0 GOAL ACQUISITIONS CORP UNIT 99/99/9999 38021H206 5506 550000 SH OTR 0 550000 0 GOLDEN FALCON ACQUISITION CO UNIT 99/99/9999 38102H208 4121 410000 SH OTR 0 410000 0 GOOD WORKS ACQUISITION CORP COM 38216X107 1083 100000 SH OTR 0 100000 0 GORES GUGGENHEIM INC UNIT 03/25/2028 38286Q206 3476 350000 SH OTR 0 350000 0 GORES HLDGS VIII INC UNIT 02/01/2028 382863207 2000 200000 SH OTR 0 200000 0 GORES HOLDINGS VII INC UNIT 02/12/2028 38286T200 2988 300000 SH OTR 0 300000 0 GORES METROPOULOS II INC UNIT 01/31/2028 382873206 1515 150000 SH OTR 0 150000 0 GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 2994 300000 SH OTR 0 300000 0 GORES TECHNOLOGY PARTNERS IN UNIT 03/16/2028 382870202 1001 100000 SH OTR 0 100000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 1823 2000000 PRN OTR 0 0 2000000 GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 3606 2590000 PRN OTR 0 0 2590000 GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 3361 3000000 PRN OTR 0 0 3000000 GREENROSE ACQUISITION CORP COM 395392103 2490 250000 SH OTR 0 250000 0 GROUP NINE ACQUISITION CORP UNIT 01/15/2026 39947R203 5095 500000 SH OTR 0 500000 0 GS ACQUISITION HLDGS CORP II COM CL A 36258Q105 12516 1200000 SH OTR 0 1200000 0 GS ACQUISITION HLDGS CORP II UNIT 99/99/9999 36258Q204 7137 650000 SH OTR 0 650000 0 GX ACQUISITION CORP COM CL A 36251A107 17567 1742725 SH OTR 0 1742725 0 GX ACQUISITION CORP II UNIT 03/17/2026 36260F204 4995 500000 SH OTR 0 500000 0 H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 25600 2500000 SH OTR 0 2500000 0 HAMILTON LANE ALLIANCE HLDGS UNIT 99/99/9999 40749M202 4978 500000 SH OTR 0 500000 0 HAYMAKER ACQUISITION CORP II UNIT 03/01/2026 42087R207 14910 1500000 SH OTR 0 1500000 0 HC2 HLDGS INC COM 404139107 39 10000 SH Call OTR 0 10000 0 HC2 HLDGS INC NOTE 7.500% 8/0 404139AG2 2416 2123000 PRN OTR 0 0 2123000 HEALTH ASSURN ACQUISITION CO UNIT 99/99/9999 42226W208 3766 350000 SH OTR 0 350000 0 HEALTHCARE CAPITAL CORP UNIT 12/31/2025 42228C200 17766 1800000 SH OTR 0 1800000 0 HEALTHCOR CATALIO ACQU CORP CL A SHS G44125105 2500 250000 SH OTR 0 250000 0 HELIX ACQUISITION CORP COM CL A G4444C102 1530 150000 SH OTR 0 150000 0 HENNESSY CAPITAL INVS CORP V UNIT 01/15/2025 42589T206 2024 200000 SH OTR 0 200000 0 HH&L ACQUISITION CO UNIT 99/99/9999 G39714111 12532 1240800 SH OTR 0 1240800 0 HIGHCAPE CAP ACQUISITION COR COM CL A 42984L105 4172 350000 SH OTR 0 350000 0 HIGHLAND TRANSCEND PARTNERS UNIT 99/99/9999 G44690116 18108 1800000 SH OTR 0 1800000 0 HORIZON ACQUISITION CORP COM CL A G46049105 3705 375000 SH OTR 0 375000 0 HORIZON ACQUISITION CORP UNIT 99/99/9999 G46049121 21061 2056710 SH OTR 0 2056710 0 HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114 259 126298 SH OTR 0 126298 0 HORIZON ACQUISITION CORPORAT SHS CL A G46044106 4080 399999 SH OTR 0 399999 0 HUDSON EXECUTIVE INVES III UNIT 02/22/2026 44376L206 8928 900000 SH OTR 0 900000 0 HUDSON EXECUTIVE INVS CORP I UNIT 01/31/2027 443760202 4905 500000 SH OTR 0 500000 0 HUDSON EXECUTIVE INVT CORP COM CL A 443761101 19840 2000000 SH OTR 0 2000000 0 HUDSON EXECUTIVE INVT CORP UNIT 06/21/2025 443761200 2710 252289 SH OTR 0 252289 0 HUMANCO ACQUISITION CORP UNIT 12/08/2023 44487N208 5387 510577 SH OTR 0 510577 0 IG ACQUISITION CORP UNIT 10/05/2027 449534205 10220 1000000 SH OTR 0 1000000 0 IGNYTE ACQUISITION CORP UNIT 01/05/2026 45175H205 601 60000 SH OTR 0 60000 0 INDEPENDENCE HOLDINGS CORP UNIT 03/02/2026 G4761A119 7500 750000 SH OTR 0 750000 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 29626 20151000 PRN OTR 0 0 20151000 INSU ACQUISITION CORP III UNIT 12/31/2026 457817302 10100 1000000 SH OTR 0 1000000 0 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 1181 24076 SH OTR 0 24076 0 INTERPRIVATE II ACQUISITION UNIT 99/99/9999 46064Q207 3956 400000 SH OTR 0 400000 0 INTERPRIVATE III FINANCIAL P UNIT 99/99/9999 46064R205 3944 400000 SH OTR 0 400000 0 INTERPRIVATE IV INFRATECH PR UNIT 03/05/2026 46064T201 3960 400000 SH OTR 0 400000 0 INVESCO EXCH TRADED FD TR II FNDMNTL HY CRP 46138E719 4247 219504 SH OTR 0 219504 0 INVESCO EXCH TRADED FD TR II MSCI GBL TIMBR 46138E545 660 18390 SH OTR 0 18390 0 INVESCO EXCH TRADED FD TR II S&P GBL WATER 46138E263 1800 36626 SH OTR 0 36626 0 INVESCO EXCH TRADED FD TR II S&P MIDCP LOW 46138E198 472 9006 SH OTR 0 9006 0 INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 4069 183863 SH OTR 0 183863 0 INVESCO EXCH TRD SLF IDX FD BULSHS 2021 HY 46138J809 2660 115371 SH OTR 0 115371 0 INVESCO EXCH TRD SLF IDX FD BULSHS 2022 HY 46138J874 599 25669 SH OTR 0 25669 0 INVESCO EXCH TRD SLF IDX FD BULSHS 2024 HY 46138J833 3485 139524 SH OTR 0 139524 0 INVESCO EXCH TRD SLF IDX FD BULSHS 2025 HY 46138J817 665 27092 SH OTR 0 27092 0 INVESCO EXCHANGE TRADED FD T BUYBACK ACHIEV 46137V308 376 4462 SH OTR 0 4462 0 INVESCO EXCHANGE TRADED FD T FTSE RAFI 1000 46137V613 460 3030 SH OTR 0 3030 0 INVESCO QQQ TR UNIT SER 1 46090E103 443591 1390000 SH Call OTR 0 1390000 0 INVESCO QQQ TR UNIT SER 1 46090E103 205360 643500 SH Put OTR 0 643500 0 ION ACQUISITION CORP 2 LTD UNIT 99/99/9999 G49393120 2032 200000 SH OTR 0 200000 0 IQIYI INC NOTE 4.000%12/1 46267XAE8 6299 6075000 PRN OTR 0 0 6075000 ISHARES INC MSCI BRAZIL ETF 464286400 3596 107500 SH OTR 0 107500 0 ISHARES INC MSCI BRAZIL ETF 464286400 10035 300000 SH Call OTR 0 300000 0 ISHARES INC MSCI BRAZIL ETF 464286400 16725 500000 SH Put OTR 0 500000 0 ISHARES INC MSCI JPN ETF NEW 46434G822 20556 300000 SH Call OTR 0 300000 0 ISHARES INC MSCI MEXICO ETF 464286822 4230 96500 SH OTR 0 96500 0 ISHARES SILVER TR ISHARES 46428Q109 568 25000 SH OTR 0 25000 0 ISHARES SILVER TR ISHARES 46428Q109 19295 850000 SH Call OTR 0 850000 0 ISHARES SILVER TR ISHARES 46428Q109 18160 800000 SH Put OTR 0 800000 0 ISHARES TR 20 YR TR BD ETF 464287432 26155 193100 SH Call OTR 0 193100 0 ISHARES TR 20 YR TR BD ETF 464287432 26155 193100 SH Put OTR 0 193100 0 ISHARES TR BARCLAYS 7 10 YR 464287440 11293 100000 SH Put OTR 0 100000 0 ISHARES TR CHINA LG-CAP ETF 464287184 2613 56000 SH Put OTR 0 56000 0 ISHARES TR GL TIMB FORE ETF 464288174 480 5636 SH OTR 0 5636 0 ISHARES TR GLB INFRASTR ETF 464288372 1083 24024 SH OTR 0 24024 0 ISHARES TR GRWT ALLOCAT ETF 464289867 681 12718 SH OTR 0 12718 0 ISHARES TR IBOXX HI YD ETF 464288513 27462 315000 SH OTR 0 315000 0 ISHARES TR IBOXX HI YD ETF 464288513 149810 1718400 SH Put OTR 0 1718400 0 ISHARES TR IBOXX INV CP ETF 464287242 75965 584120 SH OTR 0 584120 0 ISHARES TR IBOXX INV CP ETF 464287242 5904 45400 SH Call OTR 0 45400 0 ISHARES TR IBOXX INV CP ETF 464287242 48769 375000 SH Put OTR 0 375000 0 ISHARES TR JPMORGAN USD EMG 464288281 13294 122100 SH OTR 0 122100 0 ISHARES TR JPMORGAN USD EMG 464288281 21776 200000 SH Call OTR 0 200000 0 ISHARES TR JPMORGAN USD EMG 464288281 408300 3750000 SH Put OTR 0 3750000 0 ISHARES TR MSCI EMG MKT ETF 464287234 5601 105000 SH OTR 0 105000 0 ISHARES TR MSCI EMG MKT ETF 464287234 106195 1990900 SH Call OTR 0 1990900 0 ISHARES TR MSCI EMG MKT ETF 464287234 9601 180000 SH Put OTR 0 180000 0 ISHARES TR MSCI KLD400 SOC 464288570 456 5974 SH OTR 0 5974 0 ISHARES TR MSCI UK ETF NEW 46435G334 9393 300000 SH Call OTR 0 300000 0 ISHARES TR MSCI USA MIN VOL 46429B697 543 7855 SH OTR 0 7855 0 ISHARES TR MSCI USA QLT FCT 46432F339 463 3805 SH OTR 0 3805 0 ISHARES TR RUSSELL 2000 ETF 464287655 475 2150 SH OTR 0 2150 0 ISOS ACQUISITION CORPORATION UNIT 99/99/9999 G4962C120 6972 700000 SH OTR 0 700000 0 ITHAX ACQUISITION CORP UNIT 12/31/2027 G49775110 9018 900000 SH OTR 0 900000 0 ITIQUIRA ACQUISITION CORP UNIT 02/03/2026 G49773123 4970 500000 SH OTR 0 500000 0 IVANHOE CAPITAL ACQUISTIN CO UNIT 99/99/9999 G4R87P122 3114 300000 SH OTR 0 300000 0 JACK CREEK INVESTMENT CORP UNIT 10/01/2023 G4989X107 4955 500000 SH OTR 0 500000 0 JAWS MUSTANG ACQUISITION COR UNIT 99/99/9999 G50737116 26390 2600000 SH OTR 0 2600000 0 JAWS SPITFIRE ACQUISITION CO SHS CL A G50740102 4245 414169 SH OTR 0 414169 0 JIYA ACQUISITION CORP COM CL A 47760M102 1230 125000 SH OTR 0 125000 0 JOFF FINTECH ACQUISITION COR UNIT 02/03/2026 46592C209 7960 800000 SH OTR 0 800000 0 KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 162 300000 SH OTR 0 300000 0 KAIROS ACQUISITION CORP CL A SHS G52110114 4778 490000 SH OTR 0 490000 0 KAIROS ACQUISITION CORP UNIT 99/99/9999 G52110122 14274 1426000 SH OTR 0 1426000 0 KERNEL GROUP HOLDINGS INC UNIT 99/99/9999 G5259L111 9980 1000000 SH OTR 0 1000000 0 KHOSLA VENTURES ACQUISITION CL A 482504107 2525 250000 SH OTR 0 250000 0 KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 4002 400000 SH OTR 0 400000 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 4980 500000 SH OTR 0 500000 0 KINS TECHNOLOGY GROUP INC UNIT 10/14/2025 49714K208 2022 200000 SH OTR 0 200000 0 KISMET ACQUISITION THREE COR UNIT 99/99/9999 G5276C128 4940 500000 SH OTR 0 500000 0 KISMET ACQUISITION TWO CORP UNIT 99/99/9999 G52807123 3976 400000 SH OTR 0 400000 0 KKR & CO INC COM 48251W104 2105 43098 SH OTR 0 43098 0 KKR ACQUISITION HOLDING I CO UNIT 99/99/9999 48253T208 15015 1500000 SH OTR 0 1500000 0 KL ACQUISITION CORP UNIT 99/99/9999 49837C208 14865 1500000 SH OTR 0 1500000 0 KLUDEIN I ACQUISITION CORP UNIT 99/99/9999 49878L208 2985 300000 SH OTR 0 300000 0 L CATTERTON ASIA ACQUISITION UNIT 03/11/2026 G5346G109 4975 500000 SH OTR 0 500000 0 LANDCADIA HOLDINGS III INC *W EXP 10/01/202 51476H118 1391 933800 SH OTR 0 933800 0 LANDCADIA HOLDINGS III INC COM CL A 51476H100 10750 1073936 SH OTR 0 1073936 0 LANDCADIA HOLDINGS IV INC UNIT 05/01/2025 51477A203 2475 250000 SH OTR 0 250000 0 LANNETT CO INC NOTE 4.500%10/0 51602UAC2 2778 4500000 PRN OTR 0 0 4500000 LAZARD GROWTH ACQUISITION CO UNIT 99/99/9999 G54035129 10000 1000000 SH OTR 0 1000000 0 LDH GROWTH CORP I UNIT 03/17/2026 G54094118 2024 200000 SH OTR 0 200000 0 LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 3490 350000 SH OTR 0 350000 0 LEFTERIS ACQUISITION CORP UNIT 11/01/2023 52470X208 5125 500000 SH OTR 0 500000 0 LEISURE ACQUISITION CORP *W EXP 99/99/999 52539T115 2141 2580420 SH OTR 0 2580420 0 LEO HLDGS CORP II UNIT 99/99/9999 G5463R110 12388 1250000 SH OTR 0 1250000 0 LEO HOLDINGS III CORP UNIT 99/99/9999 G5463T116 3920 400000 SH OTR 0 400000 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 2970 300000 SH OTR 0 300000 0 LEVERE HOLDINGS CORP UNIT 03/09/2026 G5462L114 5976 600000 SH OTR 0 600000 0 LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 437 347000 SH OTR 0 347000 0 LGL SYS ACQUISITION CORP COM CL A 50201G106 2087 210000 SH OTR 0 210000 0 LGL SYS ACQUISITION CORP UNIT 10/24/2024 50201G205 10165 950000 SH OTR 0 950000 0 LIBERTY MEDIA ACQUISITION CO UNIT 01/22/2026 53073L203 2892 270000 SH OTR 0 270000 0 LIGHTJUMP ACQUISITION CORP UNIT 01/06/2026 53228M205 7463 750000 SH OTR 0 750000 0 LIONHEART ACQUISITION CORP I COM CL A 53625R104 10802 1100000 SH OTR 0 1100000 0 LIONHEART ACQUISITION CORP I UNIT 08/13/2025 53625R203 1163 113687 SH OTR 0 113687 0 LIV CAP ACQUISITION CORP UNIT 99/99/9999 G5510C124 1843 175000 SH OTR 0 175000 0 LIVE OAK MOBILITY ACQUISI CO UNIT 03/01/2028 538126202 1996 200000 SH OTR 0 200000 0 LOCUST WALK ACQUISITION CORP UNIT 12/31/2025 54015L301 5029 500000 SH OTR 0 500000 0 LUX HEALTH TECH ACQUISITION UNIT 11/30/2027 55068A209 13363 1250000 SH OTR 0 1250000 0 MARLIN TECHNOLOGY CORP UNIT 99/99/9999 G58411128 12350 1250000 SH OTR 0 1250000 0 MARQUEE RAINE ACQUISITION CO UNIT 12/01/2025 G58442115 5075 500000 SH OTR 0 500000 0 MASON INDUSTRIAL TECHNOLGY I UNIT 99/99/9999 57520Y205 12425 1250000 SH OTR 0 1250000 0 MCAP ACQUISITION CORP UNIT 02/18/2030 55282T208 2985 300000 SH OTR 0 300000 0 MDH ACQUISITION CORP UNIT 99/99/9999 55283P205 497 50000 SH OTR 0 50000 0 MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 586 505093 SH OTR 0 505093 0 MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 9950 1000000 SH OTR 0 1000000 0 MONTES ARCHIMEDES ACQUISITIO *W EXP 99/99/999 612657114 359 422108 SH OTR 0 422108 0 MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 19560 2000000 SH OTR 0 2000000 0 MONTES ARCHIMEDES ACQUISITIO UNIT 09/30/2025 612657205 10200 1000000 SH OTR 0 1000000 0 MONUMENT CIRCLE ACQUISITN CO UNIT 01/14/2026 61531M200 4930 500000 SH OTR 0 500000 0 MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 1589 160000 SH OTR 0 160000 0 MOTION ACQUISITION CORP *W EXP 10/02/202 61980M115 140 133333 SH OTR 0 133333 0 MOTION ACQUISITION CORP COM CL A 61980M107 3940 399999 SH OTR 0 399999 0 MOTIVE CAPITAL CORP SHS CL A G6293A103 10389 1060127 SH OTR 0 1060127 0 MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 18040 1795000 SH OTR 0 1795000 0 MP MATERIALS CORP COM CL A 553368101 360 10000 SH Call OTR 0 10000 0 MSD ACQUISITION CORP UNIT 03/25/2026 G5709C117 5075 500000 SH OTR 0 500000 0 MUDRICK CAPITAL ACQU CORP II UNIT 99/99/9999 62477L206 10040 1000000 SH OTR 0 1000000 0 NAVSIGHT HLDGS INC UNIT 99/99/9999 639358209 5350 500000 SH OTR 0 500000 0 NEW FRONTIER HEALTH CORP ORD SHS G6461G106 12090 1069924 SH OTR 0 1069924 0 NEW VISTA ACQUISITION CORP UNIT 02/01/2026 G6529L113 4995 500000 SH OTR 0 500000 0 NEWBURY STREET ACQUISITN COR UNIT 04/30/2028 65101L203 5934 600000 SH OTR 0 600000 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 10153 100933 SH OTR 0 100933 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 5795 204704 SH OTR 0 204704 0 NEXTGEN ACQUISITION CORP CL A G65305107 992 100000 SH OTR 0 100000 0 NEXTGEN ACQUISITION CORP UNIT 11/26/2020 G65305115 4743 450000 SH OTR 0 450000 0 NEXTGEN ACQUISITION CORP II UNIT 03/23/2026 G65317110 4950 500000 SH OTR 0 500000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 13085 5000000 PRN OTR 0 0 5000000 NIGHTDRAGON ACQUISITION CORP UNIT 02/26/20266 65413D204 8160 800000 SH OTR 0 800000 0 NMI HLDGS INC CL A 629209305 9640 407802 SH OTR 0 407802 0 NOBLE ROCK ACQUISITION CORP UNIT 01/31/2028 G6546R127 742 75000 SH OTR 0 75000 0 NOMURA HLDGS INC SPONSORED ADR 65535H208 107 20000 SH OTR 0 20000 0 NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 29552 2970000 SH OTR 0 2970000 0 NORTH MOUNTAIN MERGER CORP UNIT 09/16/2025 661204206 11635 1138500 SH OTR 0 1138500 0 NORTHERN GENESIS ACQUISITION UNIT 99/99/9999 66516U200 7168 700000 SH OTR 0 700000 0 NORTHERN OIL AND GAS INC MN COM 665531307 423 35000 SH OTR 0 35000 0 NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 6965 700000 SH OTR 0 700000 0 NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 6944 700000 SH OTR 0 700000 0 NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 13000 1300000 SH OTR 0 1300000 0 NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 6000 600000 SH OTR 0 600000 0 NRG ENERGY INC COM NEW 629377508 131741 3491688 SH OTR 0 3491688 0 OAK STR HEALTH INC COM 67181A107 2095 38600 SH OTR 0 38600 0 OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 9690 950000 SH OTR 0 950000 0 OMEGA ALPHA SPAC CL A G6749V107 3960 400000 SH OTR 0 400000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 2115 1709000 PRN OTR 0 0 1709000 OMNICHANNEL ACQUISITION CORP UNIT 99/99/9999 68218L207 5099 502400 SH OTR 0 502400 0 ONE COM CL A G7000X105 4346 375000 SH OTR 0 375000 0 ONE UNIT 99/99/9999 G7000X113 3100 250000 SH OTR 0 250000 0 ONE EQUITY PARTNERS OPEN WTR UNIT 01/14/2026 68237L204 6231 625000 SH OTR 0 625000 0 ORION ACQUISITION CORP UNIT 02/19/2026 68626A207 2250 225000 SH OTR 0 225000 0 OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 1690 1000000 SH OTR 0 1000000 0 OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 4689 454313 SH OTR 0 454313 0 OTR ACQUISITION CORP UNIT 10/01/2025 67113Q204 1041 100000 SH OTR 0 100000 0 PATHFINDER ACQUISITION CORP UNIT 02/17/2026 G04119114 1485 150000 SH OTR 0 150000 0 PAYA HOLDINGS INC *W EXP 10/16/202 70434P111 236 75000 SH OTR 0 75000 0 PAYA HOLDINGS INC COM CL A 70434P103 4561 416176 SH OTR 0 416176 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 4709 4000000 PRN OTR 0 0 4000000 PELOTON INTERACTIVE INC CL A COM 70614W100 478 4250 SH OTR 0 4250 0 PERIDOT ACQUISITION CORP II UNIT 99/99/9999 G7008B113 994 100000 SH OTR 0 100000 0 PG&E CORP UNIT 99/99/9999 69331C140 45469 398521 SH OTR 0 398521 0 PINE IS ACQUISITION CORP UNIT 99/99/9999 722615200 10094 980000 SH OTR 0 980000 0 PINE TECHNOLOGY ACQUISITN CO UNIT 03/31/2028 722850203 4963 500000 SH OTR 0 500000 0 PIONEER MERGER CORP UNIT 99/99/9999 G7S24C129 3996 400000 SH OTR 0 400000 0 PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 5000 500000 SH OTR 0 500000 0 PLUM ACQUISITION CORP I UNIT 03/15/2026 G7134L100 7463 750000 SH OTR 0 750000 0 POEMA GLOBAL HOLDINGS CORP UNIT 99/99/9999 G7154B123 2255 225000 SH OTR 0 225000 0 PONTEM CORPORATION UNIT 99/99/9999 G71707114 9900 1000000 SH OTR 0 1000000 0 POPULATION HEALTH INVS CO IN UNIT 99/99/9999 G71716123 2010 200000 SH OTR 0 200000 0 POWER & DIGITAL INFRA ACQ CO UNIT 99/99/9999 739190205 6030 600000 SH OTR 0 600000 0 POWERED BRANDS UNIT 99/99/9999 G7209M124 5455 550000 SH OTR 0 550000 0 PRIMAVERA CAPITAL ACQUIST CO UNIT 01/19/2026 G7255E125 5125 500000 SH OTR 0 500000 0 PRIME IMPACT ACQUISITION I UNIT 10/01/2030 G61074111 3960 400000 SH OTR 0 400000 0 PRIVETERRA ACQUISITION CORP UNIT 99/99/9999 74275N201 8449 850000 SH OTR 0 850000 0 PROGRESS ACQUISITION CORP UNIT 12/25/2025 74327P204 4186 425000 SH OTR 0 425000 0 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/20/202 74348Q116 7297 2850529 SH OTR 0 2850529 0 PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 4915 500000 SH OTR 0 500000 0 PROPERTY SOLUTIONS ACQUISITI UNIT 03/30/2027 74348Q207 997 65028 SH OTR 0 65028 0 PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 5013 500000 SH OTR 0 500000 0 PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 7049 700000 SH OTR 0 700000 0 PROVIDENT ACQUISITION CORP UNIT 99/99/9999 G7282L118 8128 800000 SH OTR 0 800000 0 PWP FORWARD ACQUISITION CORP UNIT 03/10/2026 74709Q200 4983 500000 SH OTR 0 500000 0 QUEENS GAMBIT GROWTH CAPITAL UNIT 01/19/2026 G7315C127 1009 100000 SH OTR 0 100000 0 REDBALL ACQUISITION CORP UNIT 99/99/9999 G7417R121 5030 500000 SH OTR 0 500000 0 REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 7028 700000 SH OTR 0 700000 0 REINVENT TECHNOLOGY PARTNERS UNIT 99/99/9999 G7483N111 3213 300000 SH OTR 0 300000 0 REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 1403 1122615 SH OTR 0 1122615 0 REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 561 1220600 SH OTR 0 1220600 0 REVOLUTION ACCELERTN ACQU CO COM CL A 76156P106 9383 925360 SH OTR 0 925360 0 RIBBIT LEAP LTD UNIT 99/99/9999 G7552B121 3851 350100 SH OTR 0 350100 0 RMG ACQUISITION CORP II CL A SHS G76083107 10020 999999 SH OTR 0 999999 0 RMG ACQUISITION CORP II UNIT 12/09/2025 G76083115 7867 749935 SH OTR 0 749935 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 14925 1500000 SH OTR 0 1500000 0 ROCKET INTERNET GRWT OPRT CO UNIT 99/99/9999 G7613T111 2503 250000 SH OTR 0 250000 0 ROSECLIFF ACQUISITION CORP I UNIT 99/99/9999 77732R202 3968 400000 SH OTR 0 400000 0 ROSS ACQUISITION CORP II UNIT 99/99/9999 G7641C122 14940 1500000 SH OTR 0 1500000 0 ROTOR ACQUISITION CORP UNIT 06/15/2027 77879W204 5005 500000 SH OTR 0 500000 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 19080 486600 SH OTR 0 486600 0 RXR ACQUISITION CORP UNIT 01/01/2025 74981W206 6895 700000 SH OTR 0 700000 0 SANDBRIDGE ACQUISITION CORP *W EXP 09/14/202 799793112 254 250000 SH OTR 0 250000 0 SANDBRIDGE ACQUISITION CORP COM CL A 799793104 5946 600000 SH OTR 0 600000 0 SANDBRIDGE ACQUISITION CORP UNIT 99/99/9999 799793203 15525 1500000 SH OTR 0 1500000 0 SANDBRIDGE X2 CORP UNIT 99/99/9999 799792205 9990 1000000 SH OTR 0 1000000 0 SCHWAB STRATEGIC TR SCHWAB FDT US LG 808524771 423 8179 SH OTR 0 8179 0 SCIENCE STRATEGIC ACQ ALPHA UNIT 01/20/2026 808641203 9940 1000000 SH OTR 0 1000000 0 SCION TECH GROWTH I UNIT 12/17/2025 G31067120 20100 2000000 SH OTR 0 2000000 0 SCION TECH GROWTH II UNIT 99/99/9999 G31070124 5976 600000 SH OTR 0 600000 0 SCP & CO HEALTHCARE ACQUSTN UNIT 10/27/2025 784065203 3988 400000 SH OTR 0 400000 0 SCVX CORP *W EXP 01/24/202 G79448117 150 150000 SH OTR 0 150000 0 SCVX CORP COM G79448208 493 50000 SH OTR 0 50000 0 SCVX CORP UNIT 99/99/9999 G79448109 4825 469800 SH OTR 0 469800 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 53062 1081573 SH OTR 0 1081573 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 59853 1220000 SH Call OTR 0 1220000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 16190 330000 SH Put OTR 0 330000 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 33120 972697 SH OTR 0 972697 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 42563 1250000 SH Call OTR 0 1250000 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 7685 120000 SH Put OTR 0 120000 0 SEMPRA ENERGY COM 816851109 2430 18327 SH OTR 0 18327 0 SENIOR CONNECT ACQUISITN COR UNIT 12/09/2023 81723H207 8509 850000 SH OTR 0 850000 0 SHAKE SHACK INC CL A 819047101 383 3399 SH OTR 0 3399 0 SHIFT4 PMTS INC CL A 82452J109 738 9000 SH OTR 0 9000 0 SHOPIFY INC CL A 82509L107 1882 1701 SH OTR 0 1701 0 SILVER CREST ACQUISITION COR UNIT 12/15/2025 G81355110 2979 300000 SH OTR 0 300000 0 SILVER SPIKE ACQUISITN CORP UNIT 02/26/2026 G8201H121 4973 500000 SH OTR 0 500000 0 SILVERBOX ENGAGED MERGER CO UNIT 03/31/2028 82836L200 12883 1300000 SH OTR 0 1300000 0 SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 4020 400000 SH OTR 0 400000 0 SIREN ETF TR NSD NXGN ECO ETF 829658202 574 11924 SH OTR 0 11924 0 SLAM CORP UNIT 99/99/9999 G8210L113 5952 600000 SH OTR 0 600000 0 SMART GLOBAL HLDGS INC NOTE 2.250% 2/1 83205YAB0 7944 6011000 PRN OTR 0 0 6011000 SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 20240 2000000 SH OTR 0 2000000 0 SOC TELEMED INC *W EXP 11/30/202 78472F119 173 190437 SH OTR 0 190437 0 SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G82514129 14438 1250000 SH OTR 0 1250000 0 SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G8251L121 34763 3081808 SH OTR 0 3081808 0 SOCIAL LEVERAGE ACQUISN CORP UNIT 99/99/9999 83363K201 5970 600000 SH OTR 0 600000 0 SOFTWARE ACQUISITN GRUP INC COM CL A 83407F101 1515 150407 SH OTR 0 150407 0 SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 3205 64497 SH OTR 0 64497 0 SOUTHERN CO UNIT 08/01/2022 842587602 6684 131243 SH OTR 0 131243 0 SPARTAN ACQUISITION CORP II COM 846775104 2615 250000 SH OTR 0 250000 0 SPARTAN ACQUISITION CORP II UNIT 99/99/9999 846775203 3976 350000 SH OTR 0 350000 0 SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 3009 300000 SH OTR 0 300000 0 SPDR GOLD TR GOLD SHS 78463V107 8785 54920 SH OTR 0 54920 0 SPDR GOLD TR GOLD SHS 78463V107 15996 100000 SH Call OTR 0 100000 0 SPDR GOLD TR GOLD SHS 78463V107 17276 108000 SH Put OTR 0 108000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 53888 135967 SH OTR 0 135967 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 125240 316000 SH Call OTR 0 316000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 126231 318500 SH Put OTR 0 318500 0 SPDR SER TR BLOOMBERG BRCLYS 78468R622 316 2909 SH OTR 0 2909 0 SPDR SER TR BLOOMBERG BRCLYS 78468R622 32640 300000 SH Put OTR 0 300000 0 SPDR SER TR S&P METALS MNG 78464A755 3992 100000 SH Call OTR 0 100000 0 SPDR SER TR S&P OILGAS EXP 78468R556 16268 200000 SH Call OTR 0 200000 0 SPDR SER TR S&P REGL BKG 78464A698 36908 556348 SH OTR 0 556348 0 SPDR SER TR S&P REGL BKG 78464A698 13268 200000 SH Call OTR 0 200000 0 SPDR SER TR S&P REGL BKG 78464A698 66340 1000000 SH Put OTR 0 1000000 0 SPORTS ENTERTAINMENT ACQU CO UNIT 99/99/9999 84918M205 7182 700000 SH OTR 0 700000 0 SPORTS VENTURES ACQUISIN COR UNIT 99/99/9999 G8372A111 247 25000 SH OTR 0 25000 0 SPORTSTEK ACQUISITION CORP UNIT 02/16/2028 849196209 1740 175000 SH OTR 0 175000 0 STANLEY BLACK & DECKER INC COM 854502101 8869 44418 SH OTR 0 44418 0 STAR PEAK CORP II UNIT 99/99/9999 855179206 1831 175000 SH OTR 0 175000 0 STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 7881 788100 SH OTR 0 788100 0 SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 3868 3500000 PRN OTR 0 0 3500000 SUPERNOVA PARTN ACQ CO III L UNIT 99/99/9999 G8T90F110 7000 700000 SH OTR 0 700000 0 SUPERNOVA PARTNERS ACQUISITI *W EXP 10/16/202 86846V116 268 144904 SH OTR 0 144904 0 SUPERNOVA PARTNERS ACQUISITI COM CL A 86846V108 12637 1249998 SH OTR 0 1249998 0 SUPERNOVA PARTNERS ACQUISTN UNIT 99/99/9999 G8T86C113 7028 700000 SH OTR 0 700000 0 SUSTAINABLE DEVELP ACQU I CO UNIT 02/04/2026 86934L202 4975 500000 SH OTR 0 500000 0 SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 9240 875000 SH OTR 0 875000 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 1010 100000 SH OTR 0 100000 0 SVF INVESTMENT CORP 3 CL A SHS G8601N108 2525 250000 SH OTR 0 250000 0 SWITCHBACK II CORPORATION UNIT 99/99/9999 G8633T123 11198 1100000 SH OTR 0 1100000 0 TAILWIND ACQUISITION CORP COM CL A 87403Q102 2480 250000 SH OTR 0 250000 0 TAILWIND ACQUISITION CORP UNIT 09/07/2027 87403Q201 3117 300000 SH OTR 0 300000 0 TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 4451 450000 SH OTR 0 450000 0 TAILWIND TWO ACQUISITION COR UNIT 03/01/2028 G86613117 988 100000 SH OTR 0 100000 0 TASEKO MINES LTD COM 876511106 275 160000 SH OTR 0 160000 0 TASTEMAKER ACQUISITION CORP UNIT 12/31/2025 876545203 1500 150000 SH OTR 0 150000 0 TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 9950 1000000 SH OTR 0 1000000 0 TECH AND ENERGY TRANSITION UNIT 03/31/2028 87823R201 6000 600000 SH OTR 0 600000 0 TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 2122 2211000 PRN OTR 0 0 2211000 TEKKORP DIGITAL ACQUISITN CO UNIT 09/29/2027 G8739H122 10215 1000000 SH OTR 0 1000000 0 THAYER VENTURES ACQU CORP UNIT 01/01/2030 88332T209 509 50000 SH OTR 0 50000 0 THE MUSIC ACQUISITION CORP UNIT 99/99/9999 62752R209 2994 300000 SH OTR 0 300000 0 THIMBLE POINT ACQUISITION CO UNIT 99/99/9999 88408P206 10000 1000000 SH OTR 0 1000000 0 THOMA BRAVO ADVANTAGE COM CL A G88272102 5059 484162 SH OTR 0 484162 0 THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 13460 1291759 SH OTR 0 1291759 0 THUNDER BRIDGE CAP PRTNRS II UNIT 02/15/2028 88605T209 7418 750000 SH OTR 0 750000 0 TIGA ACQUISITION CORP SHS CL A G88672103 512 51000 SH OTR 0 51000 0 TIGA ACQUISITION CORP UNIT 99/99/9999 G88672129 5325 500000 SH OTR 0 500000 0 TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 7000 700000 SH OTR 0 700000 0 TLG ACQUISITION ONE CORP UNIT 99/99/9999 87257M207 12400 1250000 SH OTR 0 1250000 0 TORTOISE ACQUISITION CORP II COM CL A G89554102 3285 300000 SH OTR 0 300000 0 TPG PACE TECH OPPORTUNITIES CL A COM G8990Y103 5946 600000 SH OTR 0 600000 0 TPG PACE TECH OPPORTUNITIES UNIT 99/99/9999 G8990Y111 5078 500000 SH OTR 0 500000 0 TRANSOCEAN INC DEB 4.000%12/1 893830BT5 2383 2500000 PRN OTR 0 0 2500000 TREBIA ACQUISITION CORP UNIT 99/99/9999 G9027T125 20900 2000000 SH OTR 0 2000000 0 TREPONT ACQUISITION CORP I UNIT 99/99/9999 G9095M119 8670 850000 SH OTR 0 850000 0 TRIBE CAPITAL GROWTH CORP I UNIT 02/24/2026 89601Y200 2513 250000 SH OTR 0 250000 0 TS INNOVATION ACQUISITN CORP *W EXP 99/99/999 87284T118 373 184507 SH OTR 0 184507 0 TS INNOVATION ACQUISITN CORP COM CL A 87284T100 6516 600000 SH OTR 0 600000 0 TS INNOVATION ACQUISITN CORP UNIT 99/99/9999 87284T209 15002 1300000 SH OTR 0 1300000 0 TUATARA CAPITAL ACQUISITN CO UNIT 99/99/9999 G9118J127 10000 1000000 SH OTR 0 1000000 0 TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 2000 200000 SH OTR 0 200000 0 TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 250 312500 SH OTR 0 312500 0 TUSCAN HLDGS CORP II COM 90070A103 8577 850000 SH OTR 0 850000 0 TWC TECH HLDGS II CORP UNIT 09/10/2025 90117G204 5055 500000 SH OTR 0 500000 0 TWELVE SEAS INVESTMENT CO II UNIT 99/99/9999 90118T205 5910 600000 SH OTR 0 600000 0 TWIN RIDGE CAPITAL ACQUIS CO UNIT 99/99/9999 G9151L112 5970 600000 SH OTR 0 600000 0 TWITTER INC COM 90184L102 1470 23100 SH OTR 0 23100 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 3269 3000000 PRN OTR 0 0 3000000 TZP STRATEGIES ACQUISTN CORP UNIT 01/06/2026 G91595127 9960 1000000 SH OTR 0 1000000 0 UBER TECHNOLOGIES INC COM 90353T100 987 18110 SH OTR 0 18110 0 USHG ACQUISITION CORP UNIT 99/99/9999 91748P209 2513 250000 SH OTR 0 250000 0 VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 4840 157750 SH OTR 0 157750 0 VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 511 7373 SH OTR 0 7373 0 VANECK VECTORS ETF TR RARE EARTH STRAT 92189H805 3750 50000 SH Call OTR 0 50000 0 VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 12178 50000 SH Call OTR 0 50000 0 VANGUARD INDEX FDS SM CP VAL ETF 922908611 208 1258 SH OTR 0 1258 0 VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 532 3620 SH OTR 0 3620 0 VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 509 5036 SH OTR 0 5036 0 VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 11332 1118646 SH OTR 0 1118646 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 7425 750000 SH OTR 0 750000 0 VELOCITY ACQUISITION CORP UNIT 99/99/9999 92259E203 4930 500000 SH OTR 0 500000 0 VEONEER INC NOTE 4.000% 6/0 92336XAA7 268 200000 PRN OTR 0 0 200000 VESPER HEALTHCARE ACQSTN COR COM CL A 92538T104 8100 750000 SH OTR 0 750000 0 VIACOMCBS INC CL A 92556H107 10816 229300 SH Call OTR 0 229300 0 VIEW INC *W EXP 03/08/202 92671V114 847 486767 SH OTR 0 486767 0 VIEW INC COM CL A 92671V106 3700 500000 SH OTR 0 500000 0 VIRGIN GROUP ACQUISIT CORP I UNIT 99/99/9999 G9460K110 8937 900000 SH OTR 0 900000 0 VIRTUOSO ACQUISITION CORP UNIT 01/14/2025 92837J203 4437 450000 SH OTR 0 450000 0 VPC IMPACT ACQU HOLDI III IN UNIT 99/99/9999 91835J207 1974 200000 SH OTR 0 200000 0 VPC IMPACT ACQUISITION HLDG UNIT 03/05/2026 G9460L100 1479 150000 SH OTR 0 150000 0 VY GLOBAL GROWTH UNIT 99/99/9999 G9444H126 5200 500000 SH OTR 0 500000 0 WALDENCAST ACQUISITION CORP UNIT 03/11/2026 G9460C126 2248 225000 SH OTR 0 225000 0 WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9460M116 2495 250000 SH OTR 0 250000 0 WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9461D123 2520 250000 SH OTR 0 250000 0 WARRIOR TECHNOLOGIES ACQUI C UNIT 03/31/2028 936273200 4455 450000 SH OTR 0 450000 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 2777 2000000 PRN OTR 0 0 2000000 WISDOMTREE TR HEDGED HI YLD BD 97717W430 6740 304705 SH OTR 0 304705 0 WISDOMTREE TR US QTLY DIV GRT 97717X669 484 8465 SH OTR 0 8465 0 YELLOWSTONE ACQUISITION CO UNIT 10/22/2025 98566K204 5150 500000 SH OTR 0 500000 0 YUCAIPA ACQUISITION CORP UNIT 99/99/9999 G9879L121 16400 1600000 SH OTR 0 1600000 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 26991 9000000 PRN OTR 0 0 9000000 Z-WORK ACQUISITION CORP UNIT 99/99/9999 98880C201 2490 250000 SH OTR 0 250000 0