Head of Compliance

0001567619-22-004365.txt : 20220214 0001567619-22-004365.hdr.sgml : 20220214 20220214161655 ACCESSION NUMBER: 0001567619-22-004365 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220214 DATE AS OF CHANGE: 20220214 EFFECTIVENESS DATE: 20220214 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: 22632251 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 12-31-2021 12-31-2021 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 02-14-2022 0 301 3095199 false INFORMATION TABLE 2 form13fInfoTable.xml 5 01 ACQUISITION CORP COM CL A 33836P105 5910 600000 SH OTR 0 600000 0 ABBOTT LABS COM 002824100 9852 70000 SH Put OTR 0 70000 0 ABCELLERA BIOLOGICS INC COM 00288U106 2049 143307 SH OTR 0 143307 0 ABG ACQUISITION CORP I CL A SHS G00496102 2445 250000 SH OTR 0 250000 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 694 1224 SH OTR 0 1224 0 ADTHEORENT HOLDING COMPANY *W EXP 99/99/999 00739D117 7 10397 SH OTR 0 10397 0 AES CORP UNIT 99/99/9999 00130H204 5684 59208 SH OTR 0 59208 0 AIRBNB INC COM CL A 009066101 608 3650 SH OTR 0 3650 0 ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 28210 597174 SH OTR 0 597174 0 ALTC ACQUISITION CORP COM CL A 02156V109 9850 1000000 SH OTR 0 1000000 0 ALTIMETER GROWTH CORP 2 COM CL A G0371B109 5320 539553 SH OTR 0 539553 0 ALTRIA GROUP INC COM 02209S103 6255 132000 SH Call OTR 0 132000 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 23542 17000000 PRN OTR 0 0 17000000 AMERICAN ELEC PWR CO INC COM 025537101 3801 42727 SH OTR 0 42727 0 AMYRIS INC COM NEW 03236M200 379 70000 SH Call OTR 0 70000 0 ANZU SPECIAL ACQUISITIN CORP UNIT 01/27/2026 03737A200 1667 167390 SH OTR 0 167390 0 APTIV PLC 5.5% CNV PFD A G6095L117 297 1613 SH OTR 0 1613 0 ARCH RESOURCES INC NOTE 5.250%11/1 039389AB7 17853 6750000 PRN OTR 0 0 6750000 ARGUS CAPITAL CORP UNIT 08/31/2028 04026L204 4550 450000 SH OTR 0 450000 0 ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 2425 250000 SH OTR 0 250000 0 AT&T INC COM 00206R102 2460 100000 SH Call OTR 0 100000 0 AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 7768 800000 SH OTR 0 800000 0 AVANTOR INC 6.25 PFD CNV SR 05352A209 4560 35289 SH OTR 0 35289 0 BECTON DICKINSON & CO COM 075887109 3079 12243 SH OTR 0 12243 0 BERKSHIRE GREY INC COM CL A 084656107 2065 375483 SH OTR 0 375483 0 BIOMX INC *W EXP 10/16/202 09090D111 9 80605 SH OTR 0 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G4701H109 2609 185000 SH OTR 0 185000 0 II-VI INC 6% CONV PFD A 902104306 4077 14406 SH OTR 0 14406 0 INNOVATE CORP NOTE 7.500% 8/0 404139AG2 2345 2123000 PRN OTR 0 0 2123000 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 31488 19602000 PRN OTR 0 0 19602000 INSU ACQUISITION CORP III COM CL A 457817104 2450 250000 SH OTR 0 250000 0 INSU ACQUISITION CORP III UNIT 12/31/2026 457817302 9960 1000000 SH OTR 0 1000000 0 INTERPRIVATE II ACQUISITION UNIT 99/99/9999 46064Q207 3956 400000 SH OTR 0 400000 0 INTERPRIVATE III FINANCIAL P COM CL A 46064R106 3964 400000 SH OTR 0 400000 0 INTERPRIVATE IV INFRATECH PR UNIT 03/05/2026 46064T201 3940 400000 SH OTR 0 400000 0 INVESCO DB MULTI-SECTOR COMM AGRICULTURE FD 46140H106 9875 500000 SH Call OTR 0 500000 0 INVESCO EXCH TRADED FD TR II FNDMNTL HY CRP 46138E719 6262 322428 SH OTR 0 322428 0 INVESCO EXCH TRADED FD TR II MSCI GBL TIMBR 46138E545 579 15611 SH OTR 0 15611 0 INVESCO EXCH TRADED FD TR II S&P GBL WATER 46138E263 3638 60000 SH OTR 0 60000 0 INVESCO EXCH TRADED FD TR II S&P MIDCP LOW 46138E198 3611 61761 SH OTR 0 61761 0 INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 4275 193440 SH OTR 0 193440 0 INVESCO EXCHANGE TRADED FD T BUYBACK ACHIEV 46137V308 1359 14080 SH OTR 0 14080 0 INVESCO EXCHANGE TRADED FD T FTSE RAFI 1000 46137V613 3370 19626 SH OTR 0 19626 0 INVESCO QQQ TR UNIT SER 1 46090E103 30780 77365 SH OTR 0 77365 0 INVESCO QQQ TR UNIT SER 1 46090E103 242689 610000 SH Put OTR 0 610000 0 INVESCO QQQ TR UNIT SER 1 46090E103 302366 760000 SH Call OTR 0 760000 0 ISHARES INC MSCI BRAZIL ETF 464286400 1404 50000 SH OTR 0 50000 0 ISHARES INC MSCI BRAZIL ETF 464286400 25123 895000 SH Call OTR 0 895000 0 ISHARES INC MSCI CHILE ETF 464286640 882 38200 SH Call OTR 0 38200 0 ISHARES INC MSCI CHILE ETF 464286640 231 10000 SH OTR 0 10000 0 ISHARES SILVER TR ISHARES 46428Q109 17208 800000 SH Call OTR 0 800000 0 ISHARES TR 0-5 YR TIPS ETF 46429B747 10184 96180 SH OTR 0 96180 0 ISHARES TR CHINA LG-CAP ETF 464287184 54870 1500000 SH OTR 0 1500000 0 ISHARES TR CHINA LG-CAP ETF 464287184 2744 75000 SH Call OTR 0 75000 0 ISHARES TR CORE S&P SCP ETF 464287804 2960 25846 SH OTR 0 25846 0 ISHARES TR FLTG RATE NT ETF 46429B655 3585 70675 SH OTR 0 70675 0 ISHARES TR GL TIMB FORE ETF 464288174 1742 18938 SH OTR 0 18938 0 ISHARES TR GLB INFRASTR ETF 464288372 9817 206283 SH OTR 0 206283 0 ISHARES TR GRWT ALLOCAT ETF 464289867 4635 81204 SH OTR 0 81204 0 ISHARES TR IBOXX HI YD ETF 464288513 57427 660000 SH Put OTR 0 660000 0 ISHARES TR IBOXX HI YD ETF 464288513 533 6127 SH OTR 0 6127 0 ISHARES TR IBOXX INV CP ETF 464287242 109329 825000 SH Put OTR 0 825000 0 ISHARES TR IBOXX INV CP ETF 464287242 2437 18390 SH OTR 0 18390 0 ISHARES TR JPMORGAN USD EMG 464288281 38171 350000 SH Put OTR 0 350000 0 ISHARES TR JPMORGAN USD EMG 464288281 16904 155000 SH OTR 0 155000 0 ISHARES TR MSCI EAFE ETF 464287465 15736 200000 SH Call OTR 0 200000 0 ISHARES TR MSCI EAFE ETF 464287465 15736 200000 SH Put OTR 0 200000 0 ISHARES TR MSCI EAFE ETF 464287465 703 8929 SH OTR 0 8929 0 ISHARES TR MSCI EMG MKT ETF 464287234 234236 4795000 SH Call OTR 0 4795000 0 ISHARES TR MSCI EMG MKT ETF 464287234 5340 109310 SH OTR 0 109310 0 ISHARES TR MSCI EMG MKT ETF 464287234 8793 180000 SH Put OTR 0 180000 0 ISHARES TR MSCI KLD400 SOC 464288570 2785 29971 SH OTR 0 29971 0 ISHARES TR MSCI USA MIN VOL 46429B697 4363 53931 SH OTR 0 53931 0 ISHARES TR MSCI USA QLT FCT 46432F339 2867 19695 SH OTR 0 19695 0 ISHARES TR NATIONAL MUN ETF 464288414 18451 158674 SH OTR 0 158674 0 ISHARES TR PFD AND INCM SEC 464288687 4270 108294 SH OTR 0 108294 0 ISHARES TR RUS 2000 GRW ETF 464287648 1468 5010 SH OTR 0 5010 0 ISHARES TR RUSSELL 2000 ETF 464287655 5561 25000 SH OTR 0 25000 0 ISHARES TR RUSSELL 2000 ETF 464287655 8898 40000 SH Put OTR 0 40000 0 ISHARES TR SHRT NAT MUN ETF 464288158 7711 71819 SH OTR 0 71819 0 ISHARES TR TIPS BD ETF 464287176 3261 25240 SH OTR 0 25240 0 JIYA ACQUISITION CORP COM CL A 47760M102 1221 125000 SH OTR 0 125000 0 KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 146 300000 SH OTR 0 300000 0 KAIROS ACQUISITION CORP CL A SHS G52110114 4797 490000 SH OTR 0 490000 0 KHOSLA VENTURES ACQUISITION CL A 482504107 2664 274600 SH OTR 0 274600 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 4880 500000 SH OTR 0 500000 0 KKR & CO INC COM 48251W104 18580 249398 SH OTR 0 249398 0 KRANESHARES TR CSI CHI INTERNET 500767306 5474 150000 SH Call OTR 0 150000 0 LAM RESEARCH CORP COM 512807108 267 371 SH OTR 0 371 0 LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 2433 250000 SH OTR 0 250000 0 LANNETT CO INC NOTE 4.500%10/0 51602UAC2 934 2975000 PRN OTR 0 0 2975000 LCI INDS NOTE 1.125% 5/1 501812AB7 9671 8750000 PRN OTR 0 0 8750000 LDH GROWTH CORP I UNIT 03/17/2026 G54094118 1986 200000 SH OTR 0 200000 0 LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 1493 150000 SH OTR 0 150000 0 LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 72 125000 SH OTR 0 125000 0 LEO HLDGS CORP II COM CL A G5463R102 1194 122422 SH OTR 0 122422 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 2952 300000 SH OTR 0 300000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 7340 2500000 PRN OTR 0 0 2500000 LOWES COS INC COM 548661107 285 1101 SH OTR 0 1101 0 LULULEMON ATHLETICA INC COM 550021109 246 628 SH OTR 0 628 0 MAXCYTE INC COM 57777K106 457 44819 SH OTR 0 44819 0 MAXEON SOLAR TECHNOLOGIES LT NOTE 6.500% 7/1 57779BAB0 1912 1750000 PRN OTR 0 0 1750000 MEMBERSHIP COLLECTIVE GROUP COM CL A 586001109 10557 826088 SH OTR 0 826088 0 MERCADOLIBRE INC COM 58733R102 334 248 SH OTR 0 248 0 META PLATFORMS INC CL A 30303M102 2304 6850 SH OTR 0 6850 0 MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 36511 22733000 PRN OTR 0 0 22733000 MOTIVE CAPITAL CORP SHS CL A G6293A103 18920 1922721 SH OTR 0 1922721 0 MR COOPER GROUP INC COM 62482R107 26551 638101 SH OTR 0 638101 0 NETFLIX INC COM 64110L106 712 1182 SH OTR 0 1182 0 NEW FRONTIER HEALTH CORP ORD SHS G6461G106 4658 406422 SH OTR 0 406422 0 NEXTERA ENERGY INC COM 65339F101 4809 51515 SH OTR 0 51515 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 274 4019 SH OTR 0 4019 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 3479 60470 SH OTR 0 60470 0 NISOURCE INC COM 65473P105 2863 103681 SH OTR 0 103681 0 NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 244 333335 SH OTR 0 333335 0 NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 8291 825000 SH OTR 0 825000 0 NORTH MOUNTAIN MERGER CORP UNIT 09/16/2025 661204206 11613 1138500 SH OTR 0 1138500 0 NORTHERN OIL AND GAS INC MN COM 665531307 978 47500 SH OTR 0 47500 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 1950 199996 SH OTR 0 199996 0 NOVUS CAPITAL CORPORATION II COM CL A 67012W104 500 50465 SH OTR 0 50465 0 NRG ENERGY INC COM NEW 629377508 141186 3277301 SH OTR 0 3277301 0 NRG ENERGY INC COM NEW 629377508 3231 75000 SH Call OTR 0 75000 0 NU HLDGS LTD ORD SHS CL A G6683N103 938 100000 SH OTR 0 100000 0 NVIDIA CORPORATION COM 67066G104 3784 12867 SH OTR 0 12867 0 OLAPLEX HLDGS INC COM 679369108 1457 50000 SH OTR 0 50000 0 OMEGA ALPHA SPAC CL A G6749V107 3908 400000 SH OTR 0 400000 0 OMNICHANNEL ACQUISITION CORP *W EXP 12/30/202 68218L116 148 251200 SH OTR 0 251200 0 ON SEMICONDUCTOR CORP COM 682189105 1789 26337 SH OTR 0 26337 0 OWLET INC COM CL A 69120X107 386 144700 SH OTR 0 144700 0 PAR TECHNOLOGY CORP NOTE 1.500%10/1 698884AE3 3014 3000000 PRN OTR 0 0 3000000 PAYPAL HLDGS INC COM 70450Y103 1393 7387 SH OTR 0 7387 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 16850 241468 SH OTR 0 241468 0 PG&E CORP UNIT 99/99/9999 69331C140 15678 135526 SH OTR 0 135526 0 PIONEER MERGER CORP CL A SHS G7S24C103 4467 452629 SH OTR 0 452629 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 4870 500000 SH OTR 0 500000 0 PLUG PWR INC NOTE 3.750% 6/0 72919PAD5 55655 9925000 PRN OTR 0 0 9925000 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 58 101384 SH OTR 0 101384 0 PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 4855 500000 SH OTR 0 500000 0 PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2428 250000 SH OTR 0 250000 0 RBC BEARINGS INC 5% CNV PFD SR A 75524B203 773 7374 SH OTR 0 7374 0 READY CAPITAL CORP 7% CN SR NT 2023 75574U200 1103 41006 SH OTR 0 41006 0 RENOVACOR INC *W EXP 99/99/999 75989E114 107 187048 SH OTR 0 187048 0 REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 427 1220600 SH OTR 0 1220600 0 RIVIAN AUTOMOTIVE INC COM CL A 76954A103 3629 35000 SH OTR 0 35000 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 457 45975 SH OTR 0 45975 0 ROBLOX CORP CL A 771049103 1196 11598 SH OTR 0 11598 0 RXR ACQUISITION CORP UNIT 01/01/2025 74981W206 10120 1022253 SH OTR 0 1022253 0 SABRE CORP 6.50% CONV PFD A 78573M203 491 4274 SH OTR 0 4274 0 SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 122 217955 SH OTR 0 217955 0 SANDBRIDGE X2 CORP COM CLASS A 799792106 5585 573448 SH OTR 0 573448 0 SCHWAB STRATEGIC TR SCHWAB FDT US LG 808524771 3408 58150 SH OTR 0 58150 0 SCHWAB STRATEGIC TR US TIPS ETF 808524870 6417 102029 SH OTR 0 102029 0 SCVX CORP *W EXP 01/24/202 G79448117 303 892694 SH OTR 0 892694 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 13320 240000 SH Put OTR 0 240000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 21645 390000 SH Call OTR 0 390000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 7029 180010 SH OTR 0 180010 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 17573 450000 SH Call OTR 0 450000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 3905 100000 SH Put OTR 0 100000 0 SHOPIFY INC CL A 82509L107 2343 1701 SH OTR 0 1701 0 SILVERBOX ENGAGED MERGER CO *W EXP 06/02/202 82836L119 101 72366 SH OTR 0 72366 0 SILVERBOX ENGAGED MERGER CO COM CL A 82836L101 5075 499998 SH OTR 0 499998 0 SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 1182 119381 SH OTR 0 119381 0 SOFI TECHNOLOGIES INC COM 83406F102 35927 2272428 SH OTR 0 2272428 0 SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 457 8195 SH OTR 0 8195 0 SOUTHERN CO COM 842587107 2421 35299 SH OTR 0 35299 0 SPARTAN ACQUISITION CORP III COM CL A 84677R106 2384 241528 SH OTR 0 241528 0 SPDR GOLD TR GOLD SHS 78463V107 18628 108960 SH OTR 0 108960 0 SPDR GOLD TR GOLD SHS 78463V107 25644 150000 SH Put OTR 0 150000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 84828 178600 SH Put OTR 0 178600 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 74141 156100 SH Call OTR 0 156100 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 2921 6150 SH OTR 0 6150 0 SPDR SER TR BLOOMBERG HIGH Y 78468R622 5611 51684 SH OTR 0 51684 0 SPDR SER TR NUVEEN BLMBRG MU 78468R721 4995 96560 SH OTR 0 96560 0 SPDR SER TR PORTFLI TIPS ETF 78464A656 2920 92697 SH OTR 0 92697 0 STANLEY BLACK & DECKER INC COM 854502101 4524 23984 SH OTR 0 23984 0 SUNNOVA ENERGY INTL INC. COM 86745K104 268 9600 SH OTR 0 9600 0 SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 120 133559 SH OTR 0 133559 0 SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 731 75000 SH OTR 0 75000 0 SVF INVESTMENT CORP *W EXP 12/20/202 G8601L128 55 42553 SH OTR 0 42553 0 SVF INVESTMENT CORP CL A SHS G8601L102 2694 268374 SH OTR 0 268374 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 2000 202000 SH OTR 0 202000 0 SVF INVESTMENT CORP 3 CL A SHS G8601N108 2500 250000 SH OTR 0 250000 0 TABOOLA.COM LTD ORD SHS M8744T106 2235 287273 SH OTR 0 287273 0 TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 299 575000 SH OTR 0 575000 0 TARGET CORP COM 87612E106 418 1804 SH OTR 0 1804 0 TEEKAY CORPORATION COM Y8564W103 283 90200 SH OTR 0 90200 0 TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 2218 2211000 PRN OTR 0 0 2211000 TEEKAY TANKERS LTD CL A Y8565N300 164 15000 SH OTR 0 15000 0 TESLA INC COM 88160R101 5927 5609 SH OTR 0 5609 0 THE TRADE DESK INC COM CL A 88339J105 206 2251 SH OTR 0 2251 0 THERMO FISHER SCIENTIFIC INC COM 883556102 434 650 SH OTR 0 650 0 TIGA ACQUISITION CORP SHS CL A G88672103 2533 250000 SH OTR 0 250000 0 TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 6895 700000 SH OTR 0 700000 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 1828 3300000 PRN OTR 0 0 3300000 TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 2468 250000 SH OTR 0 250000 0 TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 252 600000 SH OTR 0 600000 0 TUSCAN HLDGS CORP II COM 90070A103 5103 500000 SH OTR 0 500000 0 TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 4481 4425000 PRN OTR 0 0 4425000 UBER TECHNOLOGIES INC COM 90353T100 14761 352034 SH OTR 0 352034 0 UGI CORP NEW UNIT 99/99/9999 902681113 1629 15513 SH OTR 0 15513 0 UNITED STATES STL CORP NEW COM 912909108 236 9929 SH OTR 0 9929 0 UPSTART HLDGS INC COM 91680M107 28210 186454 SH OTR 0 186454 0 URBAN ONE INC CL D NON VTG 91705J204 254 75000 SH OTR 0 75000 0 USERTESTING INC COM 91734E101 211 25000 SH OTR 0 25000 0 VACCITECH PLC ADS 91864C107 6034 543073 SH OTR 0 543073 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 4805 150000 SH Call OTR 0 150000 0 VANECK ETF TRUST HIGH YLD MUNIETF 92189H409 12643 202511 SH OTR 0 202511 0 VANECK ETF TRUST MRNGSTR WDE MOAT 92189F643 3678 48331 SH OTR 0 48331 0 VANGUARD INDEX FDS SM CP VAL ETF 922908611 3115 17416 SH OTR 0 17416 0 VANGUARD MALVERN FDS STRM INFPROIDX 922020805 13143 255710 SH OTR 0 255710 0 VANGUARD MUN BD FDS TAX EXEMPT BD 922907746 26062 474623 SH OTR 0 474623 0 VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 3654 21274 SH OTR 0 21274 0 VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 3974 35447 SH OTR 0 35447 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 10835 6500000 PRN OTR 0 0 6500000 VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 11103 1118646 SH OTR 0 1118646 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 7328 750000 SH OTR 0 750000 0 VIRGIN GROUP ACQUISIT CORP I *W EXP 03/13/202 G9460K128 84 100000 SH OTR 0 100000 0 VIRGIN GROUP ACQUISIT CORP I SHS CL A G9460K102 7403 750000 SH OTR 0 750000 0 WISDOMTREE TR US QTLY DIV GRT 97717X669 3772 57273 SH OTR 0 57273 0