Head of Compliance

0001567619-21-015846.txt : 20210816 0001567619-21-015846.hdr.sgml : 20210816 20210816161339 ACCESSION NUMBER: 0001567619-21-015846 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210816 DATE AS OF CHANGE: 20210816 EFFECTIVENESS DATE: 20210816 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: 211178312 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 06-30-2021 06-30-2021 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 08-16-2021 0 499 5412020 false INFORMATION TABLE 2 form13fInfoTable.xml 10X CAPITAL VENTURE ACQU COR COM CL A 88025V107 5369 539042 SH OTR 0 539042 0 10X CAPITAL VENTURE ACQU COR UNIT 10/21/2025 88025V206 4284 400000 SH OTR 0 400000 0 180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 804 434668 SH OTR 0 434668 0 5 01 ACQUISITION CORP COM CL A 33836P105 5982 600000 SH OTR 0 600000 0 51JOB INC SPONSORED ADS 316827104 104990 1350000 SH OTR 0 1350000 0 7GC & CO HOLDINGS INC UNIT 12/23/2025 81786A206 9108 900000 SH OTR 0 900000 0 890 5TH AVE PARTNERS INC *W EXP 01/12/202 28250A113 208 166666 SH OTR 0 166666 0 890 5TH AVE PARTNERS INC COM CL A 28250A105 4930 499998 SH OTR 0 499998 0 ABG ACQUISITION CORP I CL A SHS G00496102 2450 250000 SH OTR 0 250000 0 ACCELERATE DIAGNOSTICS INC NOTE 2.500% 3/1 00430HAB8 687 1000000 PRN OTR 0 0 1000000 ACE CONVERGENCE ACQU CORP CL A G0083D120 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INTERPRIVATE IV INFRATECH PR UNIT 03/05/2026 46064T201 3980 400000 SH OTR 0 400000 0 INVESCO EXCH TRADED FD TR II FNDMNTL HY CRP 46138E719 2122 108577 SH OTR 0 108577 0 INVESCO EXCH TRADED FD TR II S&P GBL WATER 46138E263 1321 24627 SH OTR 0 24627 0 INVESCO EXCH TRADED FD TR II S&P MIDCP LOW 46138E198 436 8155 SH OTR 0 8155 0 INVESCO EXCH TRADED FD TR II SOLAR ETF 46138G706 1584 17732 SH OTR 0 17732 0 INVESCO EXCH TRD SLF IDX FD BULSHS 2021 HY 46138J809 7181 312096 SH OTR 0 312096 0 INVESCO EXCH TRD SLF IDX FD BULSHS 2022 HY 46138J874 407 17417 SH OTR 0 17417 0 INVESCO EXCH TRD SLF IDX FD BULSHS 2023 HY 46138J858 329 12913 SH OTR 0 12913 0 INVESCO EXCHANGE TRADED FD T BUYBACK ACHIEV 46137V308 656 7271 SH OTR 0 7271 0 INVESCO EXCHANGE TRADED FD T FTSE RAFI 1000 46137V613 479 2988 SH OTR 0 2988 0 INVESCO EXCHANGE TRADED FD T INVESCO MSCI 46137V407 1618 23380 SH OTR 0 23380 0 INVESCO QQQ TR UNIT SER 1 46090E103 386860 1091500 SH Call OTR 0 1091500 0 INVESCO QQQ TR UNIT SER 1 46090E103 118734 335000 SH Put OTR 0 335000 0 ION ACQUISITION CORP 2 LTD UNIT 99/99/9999 G49393120 2018 200000 SH OTR 0 200000 0 ISHARES INC MSCI BRAZIL ETF 464286400 1637 40382 SH OTR 0 40382 0 ISHARES INC MSCI BRAZIL ETF 464286400 77026 1900000 SH Call OTR 0 1900000 0 ISHARES INC MSCI JPN ETF NEW 46434G822 20262 300000 SH Call OTR 0 300000 0 ISHARES INC MSCI MEXICO ETF 464286822 1423 29658 SH OTR 0 29658 0 ISHARES INC MSCI MEXICO ETF 464286822 5442 113400 SH Call OTR 0 113400 0 ISHARES INC MSCI TURKEY ETF 464286715 6321 300000 SH Call OTR 0 300000 0 ISHARES SILVER TR ISHARES 46428Q109 606 25000 SH OTR 0 25000 0 ISHARES SILVER TR ISHARES 46428Q109 31486 1300000 SH Call OTR 0 1300000 0 ISHARES TR 20 YR TR BD ETF 464287432 12631 87500 SH Call OTR 0 87500 0 ISHARES TR 20 YR TR BD ETF 464287432 29953 207500 SH Put OTR 0 207500 0 ISHARES TR CORE S&P SCP ETF 464287804 291 2578 SH OTR 0 2578 0 ISHARES TR GLB INFRASTR ETF 464288372 552 12170 SH OTR 0 12170 0 ISHARES TR GRWT ALLOCAT ETF 464289867 1759 31402 SH OTR 0 31402 0 ISHARES TR IBOXX HI YD ETF 464288513 1321 15000 SH OTR 0 15000 0 ISHARES TR IBOXX HI YD ETF 464288513 352160 4000000 SH Put OTR 0 4000000 0 ISHARES TR IBOXX INV CP ETF 464287242 50737 377620 SH OTR 0 377620 0 ISHARES TR IBOXX INV CP ETF 464287242 104129 775000 SH Put OTR 0 775000 0 ISHARES TR JPMORGAN USD EMG 464288281 16149 143594 SH OTR 0 143594 0 ISHARES TR JPMORGAN USD EMG 464288281 53419 475000 SH Call OTR 0 475000 0 ISHARES TR JPMORGAN USD EMG 464288281 231139 2055300 SH Put OTR 0 2055300 0 ISHARES TR MSCI EMG MKT ETF 464287234 19303 350000 SH OTR 0 350000 0 ISHARES TR MSCI EMG MKT ETF 464287234 109197 1980000 SH Call OTR 0 1980000 0 ISHARES TR MSCI EMG MKT ETF 464287234 72798 1320000 SH Put OTR 0 1320000 0 ISHARES TR MSCI KLD400 SOC 464288570 1199 14476 SH OTR 0 14476 0 ISHARES TR MSCI USA MIN VOL 46429B697 1307 17759 SH OTR 0 17759 0 ISHARES TR MSCI USA QLT FCT 46432F339 1125 8468 SH OTR 0 8468 0 ISHARES TR RUS 2000 GRW ETF 464287648 1088 3490 SH OTR 0 3490 0 ISHARES TR US HOME CONS ETF 464288752 20766 300000 SH Put OTR 0 300000 0 ISOS ACQUISITION CORPORATION UNIT 99/99/9999 G4962C120 5095 500000 SH OTR 0 500000 0 ITHAX ACQUISITION CORP UNIT 12/31/2027 G49775110 8991 900000 SH OTR 0 900000 0 ITIQUIRA ACQUISITION CORP UNIT 02/03/2026 G49773123 412 41200 SH OTR 0 41200 0 JAWS HURRICANE ACQUISITN COR UNIT 06/08/2026 47201B202 3018 300000 SH OTR 0 300000 0 JAWS JUGGERNAUT ACQUISITN CO UNIT 06/17/2026 G50735128 6036 600000 SH OTR 0 600000 0 JAWS MUSTANG ACQUISITION COR UNIT 99/99/9999 G50737116 26156 2600000 SH OTR 0 2600000 0 JAWS SPITFIRE ACQUISITION CO SHS CL A G50740102 751 75000 SH OTR 0 75000 0 JIYA ACQUISITION CORP COM CL A 47760M102 1243 125000 SH OTR 0 125000 0 KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 237 300000 SH OTR 0 300000 0 KAIROS ACQUISITION CORP CL A SHS G52110114 4753 490000 SH OTR 0 490000 0 KAIROS ACQUISITION CORP UNIT 99/99/9999 G52110122 14289 1426000 SH OTR 0 1426000 0 KERNEL GROUP HOLDINGS INC UNIT 99/99/9999 G5259L111 5110 500000 SH OTR 0 500000 0 KHOSLA VENTURES ACQUISITION CL A 482504107 2473 250000 SH OTR 0 250000 0 KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 3976 400000 SH OTR 0 400000 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 4935 500000 SH OTR 0 500000 0 KKR ACQUISITION HOLDING I CO UNIT 99/99/9999 48253T208 15060 1500000 SH OTR 0 1500000 0 KL ACQUISITION CORP UNIT 99/99/9999 49837C208 15000 1500000 SH OTR 0 1500000 0 KRANESHARES TR CSI CHI INTERNET 500767306 62802 900000 SH OTR 0 900000 0 LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 2448 250000 SH OTR 0 250000 0 LANNETT CO INC NOTE 4.500%10/0 51602UAC2 2779 4500000 PRN OTR 0 0 4500000 LDH GROWTH CORP I UNIT 03/17/2026 G54094118 2000 200000 SH OTR 0 200000 0 LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 3500 350000 SH OTR 0 350000 0 LEFTERIS ACQUISITION CORP UNIT 11/01/2023 52470X208 5040 500000 SH OTR 0 500000 0 LEO HLDGS CORP II UNIT 99/99/9999 G5463R110 5478 550000 SH OTR 0 550000 0 LEO HOLDINGS III CORP UNIT 99/99/9999 G5463T116 4032 400000 SH OTR 0 400000 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 2956 300000 SH OTR 0 300000 0 LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 633 347000 SH OTR 0 347000 0 LGL SYS ACQUISITION CORP COM CL A 50201G106 2098 210000 SH OTR 0 210000 0 LGL SYS ACQUISITION CORP UNIT 10/24/2024 50201G205 10270 950000 SH OTR 0 950000 0 LINDE PLC SHS G5494J103 299 1033 SH OTR 0 1033 0 LIONHEART ACQUISITION CORP I COM CL A 53625R104 10857 1100000 SH OTR 0 1100000 0 LIV CAP ACQUISITION CORP UNIT 99/99/9999 G5510C124 1885 175000 SH OTR 0 175000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 11981 5000000 PRN OTR 0 0 5000000 LIVEVOX HOLDING INC *W EXP 06/18/202 53838L118 163 123353 SH OTR 0 123353 0 LIVEVOX HOLDING INC COM CL A 53838L100 1253 150000 SH OTR 0 150000 0 LOCUST WALK ACQUISITION CORP UNIT 12/31/2025 54015L301 3465 340000 SH OTR 0 340000 0 LUX HEALTH TECH ACQUISITION UNIT 11/30/2027 55068A209 12825 1250000 SH OTR 0 1250000 0 MARATHON OIL CORP COM 565849106 158 11637 SH OTR 0 11637 0 MARLIN TECHNOLOGY CORP UNIT 99/99/9999 G58411128 12588 1250000 SH OTR 0 1250000 0 MARQETA INC CLASS A COM 57142B104 702 25000 SH OTR 0 25000 0 MARQUEE RAINE ACQUISITION CO *W EXP 12/01/202 G58442123 160 125000 SH OTR 0 125000 0 MARQUEE RAINE ACQUISITION CO CL A SHS G58442107 4950 500000 SH OTR 0 500000 0 MASTERCARD INCORPORATED CL A 57636Q104 1112 3046 SH OTR 0 3046 0 MCAP ACQUISITION CORP UNIT 02/18/2030 55282T208 2994 300000 SH OTR 0 300000 0 MERCADOLIBRE INC COM 58733R102 293 188 SH OTR 0 188 0 MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 601 505093 SH OTR 0 505093 0 MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 9990 1000000 SH OTR 0 1000000 0 MONTES ARCHIMEDES ACQUISITIO *W EXP 99/99/999 612657114 650 422108 SH OTR 0 422108 0 MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 13352 1350000 SH OTR 0 1350000 0 MONTES ARCHIMEDES ACQUISITIO UNIT 09/30/2025 612657205 10660 1000000 SH OTR 0 1000000 0 MOTION ACQUISITION CORP *W EXP 10/02/202 61980M115 199 133333 SH OTR 0 133333 0 MOTION ACQUISITION CORP COM CL A 61980M107 3976 399999 SH OTR 0 399999 0 MOTIVE CAPITAL CORP SHS CL A G6293A103 10357 1060127 SH OTR 0 1060127 0 MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 18022 1795000 SH OTR 0 1795000 0 MSD ACQUISITION CORP UNIT 03/25/2026 G5709C117 5050 500000 SH OTR 0 500000 0 NAVIOS MARITIME ACQUIS CORP SHS Y62159143 171 50000 SH Put OTR 0 50000 0 NAVSIGHT HLDGS INC UNIT 99/99/9999 639358209 5368 500000 SH OTR 0 500000 0 NEW FRONTIER HEALTH CORP ORD SHS G6461G106 30168 2700845 SH OTR 0 2700845 0 NEWBURY STREET ACQUISITN COR UNIT 04/30/2028 65101L203 4396 440000 SH OTR 0 440000 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 4580 81562 SH OTR 0 81562 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 2223 45411 SH OTR 0 45411 0 NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 718 9400 SH OTR 0 9400 0 NEXTGEN ACQUISITION CORP CL A G65305107 994 100000 SH OTR 0 100000 0 NEXTGEN ACQUISITION CORP UNIT 11/26/2020 G65305115 4725 450000 SH OTR 0 450000 0 NEXTGEN ACQUISITION CORP II UNIT 03/23/2026 G65317110 5400 500000 SH OTR 0 500000 0 NISOURCE INC UNIT 12/01/2023 65473P121 4675 45482 SH OTR 0 45482 0 NOMURA HLDGS INC SPONSORED ADR 65535H208 153 30000 SH OTR 0 30000 0 NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 29819 2970000 SH OTR 0 2970000 0 NORTH MOUNTAIN MERGER CORP UNIT 09/16/2025 661204206 11613 1138500 SH OTR 0 1138500 0 NORTHERN GENESIS ACQUISITION UNIT 99/99/9999 66516U200 7333 700000 SH OTR 0 700000 0 NORTHERN OIL AND GAS INC MN COM 665531307 727 35000 SH OTR 0 35000 0 NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 7000 700000 SH OTR 0 700000 0 NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 7000 700000 SH OTR 0 700000 0 NORTHERN STAR INVSTMNT CORP COM CLASS A 66573W107 7897 792839 SH OTR 0 792839 0 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 252 8575 SH OTR 0 8575 0 NOVAVAX INC COM NEW 670002401 409 1927 SH OTR 0 1927 0 NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 6072 600000 SH OTR 0 600000 0 NRG ENERGY INC COM NEW 629377508 172318 4275888 SH OTR 0 4275888 0 NRG ENERGY INC COM NEW 629377508 3023 75000 SH Call OTR 0 75000 0 OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 9662 950000 SH OTR 0 950000 0 OCCIDENTAL PETE CORP COM 674599105 297 9504 SH OTR 0 9504 0 OMEGA ALPHA SPAC CL A G6749V107 3980 400000 SH OTR 0 400000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 1931 1709000 PRN OTR 0 0 1709000 OMNICHANNEL ACQUISITION CORP UNIT 99/99/9999 68218L207 5170 502400 SH OTR 0 502400 0 ONE COM CL A G7000X105 6238 625000 SH OTR 0 625000 0 OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 1710 1000000 SH OTR 0 1000000 0 OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 1916 191759 SH OTR 0 191759 0 PELOTON INTERACTIVE INC CL A COM 70614W100 527 4250 SH OTR 0 4250 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 19677 318812 SH OTR 0 318812 0 PERIDOT ACQUISITION CORP II UNIT 99/99/9999 G7008B113 993 99400 SH OTR 0 99400 0 PG&E CORP UNIT 99/99/9999 69331C140 39937 393972 SH OTR 0 393972 0 PINE IS ACQUISITION CORP UNIT 99/99/9999 722615200 9918 980000 SH OTR 0 980000 0 PINE TECHNOLOGY ACQUISITN CO UNIT 03/31/2028 722850203 4965 500000 SH OTR 0 500000 0 PIONEER MERGER CORP CL A SHS G7S24C103 4955 500000 SH OTR 0 500000 0 PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 5000 500000 SH OTR 0 500000 0 PLAYSTUDIOS INC CLASS A COM 72815G108 1299 175000 SH OTR 0 175000 0 PLUG POWER INC NOTE 3.750% 6/0 72919PAD5 67427 9925000 PRN OTR 0 0 9925000 PLUM ACQUISITION CORP I UNIT 03/15/2026 G7134L100 5000 500000 SH OTR 0 500000 0 POWERED BRANDS UNIT 99/99/9999 G7209M124 5506 550000 SH OTR 0 550000 0 PRIME IMPACT ACQUISITION I UNIT 10/01/2030 G61074111 4020 400000 SH OTR 0 400000 0 PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 4965 500000 SH OTR 0 500000 0 PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 5015 500000 SH OTR 0 500000 0 PROSPECTOR CAPITAL CORP UNIT 01/01/2030 G7273A121 7000 700000 SH OTR 0 700000 0 PWP FORWARD ACQUISITION CORP UNIT 03/10/2026 74709Q200 4975 500000 SH OTR 0 500000 0 REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 7063 700000 SH OTR 0 700000 0 REINVENT TECHNOLOGY PARTNERS UNIT 99/99/9999 G7483N111 3135 300000 SH OTR 0 300000 0 REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 620 1220600 SH OTR 0 1220600 0 REVOLUTION ACCELERTN ACQU CO COM CL A 76156P106 9226 925360 SH OTR 0 925360 0 RIBBIT LEAP LTD UNIT 99/99/9999 G7552B121 3890 350100 SH OTR 0 350100 0 RMG ACQUISITION CORP II CL A SHS G76083107 9950 999999 SH OTR 0 999999 0 RMG ACQUISITION CORP II UNIT 12/09/2025 G76083115 7882 749935 SH OTR 0 749935 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 15000 1500000 SH OTR 0 1500000 0 ROKU INC COM CL A 77543R102 2046 4455 SH OTR 0 4455 0 ROSS ACQUISITION CORP II UNIT 99/99/9999 G7641C122 512 51348 SH OTR 0 51348 0 ROTH CH ACQUISITION II CO COM 778673103 1780 179287 SH OTR 0 179287 0 ROTOR ACQUISITION CORP UNIT 06/15/2027 77879W204 5260 500000 SH OTR 0 500000 0 RXR ACQUISITION CORP UNIT 01/01/2025 74981W206 6979 700000 SH OTR 0 700000 0 SANDBRIDGE ACQUISITION CORP COM CL A 799793104 5988 600000 SH OTR 0 600000 0 SANDBRIDGE ACQUISITION CORP UNIT 99/99/9999 799793203 15998 1500000 SH OTR 0 1500000 0 SANDBRIDGE X2 CORP UNIT 99/99/9999 799792205 10010 1000000 SH OTR 0 1000000 0 SCHWAB CHARLES CORP COM 808513105 211 2893 SH OTR 0 2893 0 SCHWAB STRATEGIC TR SCHWAB FDT US LG 808524771 441 8068 SH OTR 0 8068 0 SCIENCE STRATEGIC ACQ ALPHA UNIT 01/20/2026 808641203 8441 850000 SH OTR 0 850000 0 SCION TECH GROWTH I UNIT 12/17/2025 G31067120 20200 2000000 SH OTR 0 2000000 0 SCION TECH GROWTH II UNIT 99/99/9999 G31070124 5958 600000 SH OTR 0 600000 0 SCVX CORP *W EXP 01/24/202 G79448117 161 150000 SH OTR 0 150000 0 SCVX CORP COM G79448208 495 50000 SH OTR 0 50000 0 SCVX CORP UNIT 99/99/9999 G79448109 4886 469800 SH OTR 0 469800 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 2215 41110 SH OTR 0 41110 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 43096 800000 SH Call OTR 0 800000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 9697 180000 SH Put OTR 0 180000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 10238 279036 SH OTR 0 279036 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 41093 1120000 SH Call OTR 0 1120000 0 SENTINELONE INC CL A 81730H109 1275 30000 SH OTR 0 30000 0 SHOPIFY INC CL A 82509L107 2485 1701 SH OTR 0 1701 0 SILVER SPIKE ACQUISITN CORP UNIT 02/26/2026 G8201H121 5050 500000 SH OTR 0 500000 0 SILVERBOX ENGAGED MERGER CO UNIT 03/31/2028 82836L200 13000 1300000 SH OTR 0 1300000 0 SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 4028 400000 SH OTR 0 400000 0 SKYWORKS SOLUTIONS INC COM 83088M102 203 1061 SH OTR 0 1061 0 SNAP INC CL A 83304A106 458 6723 SH OTR 0 6723 0 SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 21180 2000000 SH OTR 0 2000000 0 SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 7583 750000 SH OTR 0 750000 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 7575 750000 SH OTR 0 750000 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 7583 750000 SH OTR 0 750000 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 7590 750000 SH OTR 0 750000 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 439 213088 SH OTR 0 213088 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 2805 275000 SH OTR 0 275000 0 SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G8251L121 22296 2081808 SH OTR 0 2081808 0 SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G82514129 13750 1250000 SH OTR 0 1250000 0 SOFTWARE ACQUISITN GRUP INC COM CL A 83407F101 1497 150407 SH OTR 0 150407 0 SOUTHERN CO UNIT 08/01/2022 842587602 2949 58241 SH OTR 0 58241 0 SPARTAN ACQUISITION CORP II COM 846775104 5994 600000 SH OTR 0 600000 0 SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 3018 300000 SH OTR 0 300000 0 SPDR GOLD TR GOLD SHS 78463V107 4653 28090 SH OTR 0 28090 0 SPDR GOLD TR GOLD SHS 78463V107 70061 423000 SH Call OTR 0 423000 0 SPDR GOLD TR GOLD SHS 78463V107 53002 320000 SH Put OTR 0 320000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1274 2977 SH OTR 0 2977 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 155899 364200 SH Call OTR 0 364200 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 112451 262700 SH Put OTR 0 262700 0 SPDR SER TR S&P HOMEBUILD 78464A888 31127 425000 SH Put OTR 0 425000 0 SPDR SER TR S&P METALS MNG 78464A755 4306 100000 SH Put OTR 0 100000 0 SPOTIFY TECHNOLOGY S A SHS L8681T102 418 1517 SH OTR 0 1517 0 SQUARE INC CL A 852234103 1324 5432 SH OTR 0 5432 0 STANLEY BLACK & DECKER INC COM 854502101 8913 43480 SH OTR 0 43480 0 STAR PEAK CORP II UNIT 99/99/9999 855179206 1804 175000 SH OTR 0 175000 0 SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 1805 1728000 PRN OTR 0 0 1728000 SUNRUN INC COM 86771W105 225 4040 SH OTR 0 4040 0 SUPERNOVA PARTN ACQ CO III L UNIT 99/99/9999 G8T90F110 6979 700000 SH OTR 0 700000 0 SUPERNOVA PARTNERS ACQUISITI COM CL A 86846V108 12412 1249998 SH OTR 0 1249998 0 SUPERNOVA PARTNERS ACQUISTN UNIT 99/99/9999 G8T86C113 6986 700000 SH OTR 0 700000 0 SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 8899 875000 SH OTR 0 875000 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 995 100000 SH OTR 0 100000 0 SVF INVESTMENT CORP 3 CL A SHS G8601N108 2485 250000 SH OTR 0 250000 0 SWITCHBACK II CORPORATION UNIT 99/99/9999 G8633T123 11143 1100000 SH OTR 0 1100000 0 TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 21 15416 SH OTR 0 15416 0 TAILWIND ACQUISITION CORP COM CL A 87403Q102 2493 250000 SH OTR 0 250000 0 TAILWIND ACQUISITION CORP UNIT 09/07/2027 87403Q201 3180 300000 SH OTR 0 300000 0 TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 2651 265050 SH OTR 0 265050 0 TALKSPACE INC *W EXP 06/21/202 87427V111 170 126144 SH OTR 0 126144 0 TASEKO MINES LTD COM 876511106 339 160000 SH OTR 0 160000 0 TASKUS INC CLASS A COM 87652V109 514 15000 SH OTR 0 15000 0 TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 9970 1000000 SH OTR 0 1000000 0 TECH AND ENERGY TRANSITION UNIT 03/31/2028 87823R201 5988 600000 SH OTR 0 600000 0 TEEKAY CORPORATION COM Y8564W103 149 40000 SH OTR 0 40000 0 TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 2178 2211000 PRN OTR 0 0 2211000 TELADOC HEALTH INC COM 87918A105 628 3778 SH OTR 0 3778 0 THAYER VENTURES ACQU CORP COM CL A 88332T100 503 50000 SH OTR 0 50000 0 THE TRADE DESK INC COM CL A 88339J105 369 4774 SH OTR 0 4774 0 THIMBLE POINT ACQUISITION CO UNIT 99/99/9999 88408P206 10350 1000000 SH OTR 0 1000000 0 THUNDER BRDG CAP PRTNRS IV I UNIT 06/30/2026 88605L206 7944 800000 SH OTR 0 800000 0 THUNDER BRIDGE CAP PRTNRS II UNIT 02/15/2028 88605T209 7493 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 5258 500000 SH OTR 0 500000 0 TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 7060 700000 SH OTR 0 700000 0 TLG ACQUISITION ONE CORP UNIT 99/99/9999 87257M207 2480 250000 SH OTR 0 250000 0 TORTOISE ACQUISITION CORP II COM CL A G89554102 3009 300000 SH OTR 0 300000 0 TPG PACE TECH OPPORTUNITIES CL A COM G8990Y103 5958 600000 SH OTR 0 600000 0 TPG PACE TECH OPPORTUNITIES UNIT 99/99/9999 G8990Y111 5115 500000 SH OTR 0 500000 0 TRANSOCEAN INC DEB 4.000%12/1 893830BT5 1188 1000000 PRN OTR 0 0 1000000 TREBIA ACQUISITION CORP UNIT 99/99/9999 G9027T125 20882 2000000 SH OTR 0 2000000 0 TREPONT ACQUISITION CORP I UNIT 99/99/9999 G9095M119 8713 850000 SH OTR 0 850000 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 1444 3800000 PRN OTR 0 0 3800000 TUATARA CAPITAL ACQUISITN CO UNIT 99/99/9999 G9118J127 10175 1000000 SH OTR 0 1000000 0 TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 568 562500 SH OTR 0 562500 0 TUSCAN HLDGS CORP II COM 90070A103 9548 950000 SH OTR 0 950000 0 TWC TECH HLDGS II CORP COM 90117G105 993 100000 SH OTR 0 100000 0 TWC TECH HLDGS II CORP UNIT 09/10/2025 90117G204 5240 500000 SH OTR 0 500000 0 TWELVE SEAS INVESTMENT CO II UNIT 99/99/9999 90118T205 3333 334612 SH OTR 0 334612 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 10184 9400000 PRN OTR 0 0 9400000 TZP STRATEGIES ACQUISTN CORP UNIT 01/06/2026 G91595127 9940 1000000 SH OTR 0 1000000 0 UBER TECHNOLOGIES INC COM 90353T100 547 10910 SH OTR 0 10910 0 UGI CORP NEW UNIT 99/99/9999 902681113 5180 48595 SH OTR 0 48595 0 UPSTART HLDGS INC COM 91680M107 593 4750 SH OTR 0 4750 0 URBAN ONE INC CL D NON VTG 91705J204 276 55000 SH OTR 0 55000 0 USHG ACQUISITION CORP UNIT 99/99/9999 91748P209 2505 250000 SH OTR 0 250000 0 VALERO ENERGY CORP COM 91913Y100 258 3298 SH OTR 0 3298 0 VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 30154 916533 SH OTR 0 916533 0 VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 1227 16565 SH OTR 0 16565 0 VANECK VECTORS ETF TR VIDEO GAMING 92189F114 1421 19583 SH OTR 0 19583 0 VANGUARD INDEX FDS SM CP VAL ETF 922908611 207 1193 SH OTR 0 1193 0 VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 794 5130 SH OTR 0 5130 0 VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 369 3526 SH OTR 0 3526 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 10378 7000000 PRN OTR 0 0 7000000 VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 11488 1118646 SH OTR 0 1118646 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 7448 750000 SH OTR 0 750000 0 VIACOMCBS INC CL B 92556H206 308 6824 SH OTR 0 6824 0 VIRGIN GROUP ACQUISIT CORP I UNIT 99/99/9999 G9460K110 6012 600000 SH OTR 0 600000 0 VPC IMPACT ACQU HOLDI III IN COM CL A 91835J108 2473 250000 SH OTR 0 250000 0 VPC IMPACT ACQUISITION HLDNG SHS CL A G9441E100 2002 200000 SH OTR 0 200000 0 VY GLOBAL GROWTH UNIT 99/99/9999 G9444H126 5175 500000 SH OTR 0 500000 0 WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9461D123 2030 200000 SH OTR 0 200000 0 WISDOMTREE TR US QTLY DIV GRT 97717X669 982 16452 SH OTR 0 16452 0 YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 715 533333 SH OTR 0 533333 0 YUCAIPA ACQUISITION CORP COM G9879L105 15792 1599999 SH OTR 0 1599999 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 25482 9000000 PRN OTR 0 0 9000000 Z-WORK ACQUISITION CORP UNIT 99/99/9999 98880C201 2500 250000 SH OTR 0 250000 0