Head of Compliance

0001567619-22-010966.txt : 20220516 0001567619-22-010966.hdr.sgml : 20220516 20220516162849 ACCESSION NUMBER: 0001567619-22-010966 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220516 DATE AS OF CHANGE: 20220516 EFFECTIVENESS DATE: 20220516 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: 22929690 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 03-31-2022 03-31-2022 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 05-16-2022 0 270 3067946 false INFORMATION TABLE 2 form13fInfoTable.xml 10X CAP VENTURE ACQSTN CORP COM CL A G87076108 1230 125174 SH OTR 0 125174 0 5 01 ACQUISITION CORP COM CL A 33836P105 5910 600000 SH OTR 0 600000 0 ABG ACQUISITION CORP I CL A SHS G00496102 2453 250000 SH OTR 0 250000 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 456 1000 SH OTR 0 1000 0 AES CORP UNIT 99/99/9999 00130H204 1460 14759 SH OTR 0 14759 0 ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 16396 330836 SH OTR 0 330836 0 ALPHABET INC CAP STK CL A 02079K305 417 150 SH OTR 0 150 0 ALTC ACQUISITION CORP COM CL A 02156V109 10736 1100000 SH OTR 0 1100000 0 ALTIMETER GROWTH CORP 2 COM CL A G0371B109 5352 545000 SH OTR 0 545000 0 ALTRIA GROUP INC COM 02209S103 6897 132000 SH Call OTR 0 132000 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 14969 11000000 PRN OTR 0 0 11000000 AMERICAN ELEC PWR CO INC COM 025537101 2917 29233 SH OTR 0 29233 0 AMERICAN EXPRESS CO COM 025816109 277 1479 SH OTR 0 1479 0 ANGEL POND HOLDINGS CORP SHS CL A G0447J102 5448 551935 SH OTR 0 551935 0 ANZU SPECIAL ACQUISITIN CORP UNIT 01/27/2026 03737A200 1641 166889 SH OTR 0 166889 0 APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 6849 688339 SH OTR 0 688339 0 APTIV PLC 5.5% CNV PFD A G6095L117 3195 23413 SH OTR 0 23413 0 ARCH RESOURCES INC NOTE 5.250%11/1 039389AB7 60142 15875000 PRN OTR 0 0 15875000 ARES ACQUISITION CORPORATION COM CL A G33032106 1962 200000 SH OTR 0 200000 0 ARGUS CAPITAL CORP UNIT 08/31/2028 04026L204 4577 450000 SH OTR 0 450000 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 5827 5000000 PRN OTR 0 0 5000000 ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 2428 250000 SH OTR 0 250000 0 AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 7856 800000 SH OTR 0 800000 0 AVANTOR INC 6.25 PFD CNV SR 05352A209 899 8683 SH OTR 0 8683 0 AVISTA PUB ACQUISITION CORP *W EXP 04/06/202 G07247128 36 51594 SH OTR 0 51594 0 AVISTA PUB ACQUISITION CORP CLASS A ORD SHS G07247102 4738 470000 SH OTR 0 470000 0 BECTON DICKINSON & CO COM 075887109 7638 28716 SH OTR 0 28716 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 529 1 SH OTR 0 1 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1011 2866 SH OTR 0 2866 0 BIOMX INC *W EXP 10/28/202 09090D111 11 80605 SH OTR 0 80605 0 BK OF AMERICA CORP COM 060505104 1200 29102 SH OTR 0 29102 0 BLACKROCK INC COM 09247X101 297 389 SH OTR 0 389 0 BLACKSTONE MORTGAGE TRUST IN NOTE 5.500% 3/1 09257WAE0 5927 6000000 PRN OTR 0 0 6000000 BLOOMIN BRANDS INC NOTE 5.000% 5/0 094235AB4 41519 20600000 PRN OTR 0 0 20600000 BOOKING HOLDINGS INC COM 09857L108 1639 698 SH OTR 0 698 0 BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 3878 33302 SH OTR 0 33302 0 BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 2468 250000 SH OTR 0 250000 0 BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 1352 15185782 SH OTR 0 15185782 0 BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 3666 9672500 SH OTR 0 9672500 0 BROOGE ENERGY LTD SHS G1611B107 1755 214061 SH OTR 0 214061 0 BTRS HOLDINGS INC COM CL 1 11778X104 4488 600000 SH OTR 0 600000 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 3616 4000000 PRN OTR 0 0 4000000 CABLE ONE INC NOTE 3/1 12685JAE5 4586 5195000 PRN OTR 0 0 5195000 CARNIVAL CORP COMMON STOCK 143658300 2022 100000 SH Call OTR 0 100000 0 CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 132 750000 SH OTR 0 750000 0 CBOE GLOBAL MKTS INC COM 12503M108 286 2500 SH OTR 0 2500 0 CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 387 39032 SH OTR 0 39032 0 CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 93 150000 SH OTR 0 150000 0 CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 7395 750000 SH OTR 0 750000 0 CEMEX SAB DE CV SPON ADR NEW 151290889 529 100000 SH OTR 0 100000 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 8541 9765000 PRN OTR 0 0 9765000 CHANGE HEALTHCARE INC MTNF 6.000% 6/3 15912K209 16567 234463 SH OTR 0 234463 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 172 282435 SH OTR 0 282435 0 CHURCHILL CAPITAL CORP V COM CL A 17144T107 4915 500000 SH OTR 0 500000 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 69 115000 SH OTR 0 115000 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 5629 575000 SH OTR 0 575000 0 CHURCHILL CAPITAL CORP VII UNIT 99/99/9999 17144M201 1238 125000 SH OTR 0 125000 0 CLARIVATE PLC 5.25% PFD CONV A G21810208 35715 526225 SH OTR 0 526225 0 COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 491 50000 SH OTR 0 50000 0 CONCORD ACQUISITION CORP COM CL A 206071102 498 50000 SH OTR 0 50000 0 CONOCOPHILLIPS COM 20825C104 488 4876 SH OTR 0 4876 0 CORSAIR PARTNERING CORP UNIT 99/99/9999 G2540H124 10890 1100000 SH OTR 0 1100000 0 CRITEO S A SPONS ADS 226718104 61562 2260000 SH OTR 0 2260000 0 DANAHER CORPORATION COM 235851102 31869 108644 SH OTR 0 108644 0 DEERE & CO COM 244199105 361 870 SH OTR 0 870 0 DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 499 1662579 SH OTR 0 1662579 0 DEVON ENERGY CORP NEW COM 25179M103 326 5507 SH OTR 0 5507 0 DEXCOM INC COM 252131107 767 1500 SH OTR 0 1500 0 DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 332 1899363 SH OTR 0 1899363 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 6311 6500000 PRN OTR 0 0 6500000 DISNEY WALT CO COM 254687106 411 3000 SH OTR 0 3000 0 DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113 50 72980 SH OTR 0 72980 0 DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 2969 300825 SH OTR 0 300825 0 DOMINION ENERGY INC COM 25746U109 850 10000 SH Put OTR 0 10000 0 DOMINION ENERGY INC DEBT 7.250% 6/0 25746U133 23583 232231 SH OTR 0 232231 0 DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 7840 800000 SH OTR 0 800000 0 DTE ENERGY CO UNIT 11/01/2022S 233331842 3810 71500 SH OTR 0 71500 0 ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 2807 68910 SH OTR 0 68910 0 EOG RES INC COM 26875P101 288 2417 SH OTR 0 2417 0 ESPERION THERAPEUTICS INC NE NOTE 4.000%11/1 29664WAB1 3105 6000000 PRN OTR 0 0 6000000 ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 19759 322909 SH OTR 0 322909 0 EXPEDIA GROUP INC COM NEW 30212P303 511 2610 SH OTR 0 2610 0 EXPEDITORS INTL WASH INC COM 302130109 1290 12500 SH OTR 0 12500 0 FALCON MINERALS CORP *W EXP 07/21/202 30607B208 1323 3480322 SH OTR 0 3480322 0 FAR PEAK ACQUISITION CORP SHS CL A G3312L103 8972 902598 SH OTR 0 902598 0 FAST RADIUS INC *W EXP 02/11/202 31187R118 16 102352 SH OTR 0 102352 0 FIFTH WALL ACQUISITN CORP II CLASS A ORD SHS G34142102 5826 600000 SH OTR 0 600000 0 FINTECH ACQUISITION CORP VI UNIT 06/24/2026 31811H205 10901 1100000 SH OTR 0 1100000 0 FORD MTR CO DEL COM 345370860 330 19499 SH OTR 0 19499 0 FORTIVE CORP COM 34959J108 609 10000 SH OTR 0 10000 0 FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 14685 1500000 SH OTR 0 1500000 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 2007 205000 SH OTR 0 205000 0 FTAC HERA ACQUISITION CORP UNIT 02/28/2026 G3728Y129 5916 600000 SH OTR 0 600000 0 GELESIS HLDGS INC *W EXP 01/13/202 36850R113 129 575000 SH OTR 0 575000 0 GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 39377 531834 SH OTR 0 531834 0 GLOBAL CORD BLOOD CORPORATIO SHS G39342103 5593 1452603 SH OTR 0 1452603 0 GLOBAL PARTNER ACQISTN CORP UNIT 01/06/2026 G3934P110 5898 600000 SH OTR 0 600000 0 GLOBAL SHIP LEASE INC NEW COM CL A Y27183600 1282 45000 SH OTR 0 45000 0 GO ACQUISITION CORP *W EXP 08/31/202 362019119 16 86796 SH OTR 0 86796 0 GOLDMAN SACHS GROUP INC COM 38141G104 277 840 SH OTR 0 840 0 GORES HLDGS VIII INC CL A 382863108 5376 540296 SH OTR 0 540296 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 826 1000000 PRN OTR 0 0 1000000 GREAT AJAX CORP 7.25 CV SR NT 24 38983D409 1695 67817 SH OTR 0 67817 0 GROUP NINE ACQUISITION CORP UNIT 01/15/2026 39947R203 4920 500000 SH OTR 0 500000 0 HAYMAKER ACQUISITION CORP II *W EXP 03/05/202 42087R116 140 254145 SH OTR 0 254145 0 HAYMAKER ACQUISITION CORP II CLASS A COM 42087R108 13478 1364198 SH OTR 0 1364198 0 HUAZHU GROUP LTD NOTE 3.000% 5/0 44332NAB2 1590 1479000 PRN OTR 0 0 1479000 HUMANCO ACQUISITION CORP UNIT 12/08/2023 44487N208 4990 500000 SH OTR 0 500000 0 IHS HOLDING LIMITED ORD SHS G4701H109 1385 125000 SH OTR 0 125000 0 II-VI INC 6% CONV PFD A 902104306 350 1187 SH OTR 0 1187 0 INNOVATE CORP NOTE 7.500% 8/0 404139AG2 2461 2123000 PRN OTR 0 0 2123000 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 31498 19602000 PRN OTR 0 0 19602000 INSU ACQUISITION CORP III COM CL A 457817104 2455 250000 SH OTR 0 250000 0 INSU ACQUISITION CORP III UNIT 12/31/2026 457817302 9860 1000000 SH OTR 0 1000000 0 INTERPRIVATE II ACQUISITION UNIT 99/99/9999 46064Q207 3940 400000 SH OTR 0 400000 0 INTERPRIVATE III FINANCIAL P COM CL A 46064R106 3952 400000 SH OTR 0 400000 0 INTERPRIVATE IV INFRATECH PR UNIT 03/05/2026 46064T201 3932 400000 SH OTR 0 400000 0 INTUIT COM 461202103 393 818 SH OTR 0 818 0 INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 1239 56919 SH OTR 0 56919 0 INVESCO QQQ TR UNIT SER 1 46090E103 258854 714000 SH Put OTR 0 714000 0 INVESCO QQQ TR UNIT SER 1 46090E103 377042 1040000 SH Call OTR 0 1040000 0 ISHARES INC MSCI BRAZIL ETF 464286400 13234 350000 SH Call OTR 0 350000 0 ISHARES INC MSCI BRAZIL ETF 464286400 5672 150000 SH OTR 0 150000 0 ISHARES INC MSCI BRAZIL ETF 464286400 8507 225000 SH Put OTR 0 225000 0 ISHARES INC MSCI CDA ETF 464286509 36189 900000 SH Call OTR 0 900000 0 ISHARES INC MSCI CDA ETF 464286509 4021 100000 SH OTR 0 100000 0 ISHARES SILVER TR ISHARES 46428Q109 4576 200000 SH Call OTR 0 200000 0 ISHARES TR 0-5 YR TIPS ETF 46429B747 1890 18006 SH OTR 0 18006 0 ISHARES TR CHINA LG-CAP ETF 464287184 1758 55000 SH Put OTR 0 55000 0 ISHARES TR CHINA LG-CAP ETF 464287184 7353 230000 SH Call OTR 0 230000 0 ISHARES TR CHINA LG-CAP ETF 464287184 959 30000 SH OTR 0 30000 0 ISHARES TR IBOXX HI YD ETF 464288513 159840 1942400 SH Put OTR 0 1942400 0 ISHARES TR IBOXX HI YD ETF 464288513 14568 177028 SH OTR 0 177028 0 ISHARES TR IBOXX INV CP ETF 464287242 121303 1003000 SH Put OTR 0 1003000 0 ISHARES TR IBOXX INV CP ETF 464287242 2763 22850 SH OTR 0 22850 0 ISHARES TR IBOXX INV CP ETF 464287242 72564 600000 SH Call OTR 0 600000 0 ISHARES TR ISHARES SEMICDTR 464287523 2366 5000 SH Put OTR 0 5000 0 ISHARES TR JPMORGAN USD EMG 464288281 120245 1230000 SH Call OTR 0 1230000 0 ISHARES TR JPMORGAN USD EMG 464288281 102648 1050000 SH Put OTR 0 1050000 0 ISHARES TR JPMORGAN USD EMG 464288281 4301 44000 SH OTR 0 44000 0 ISHARES TR MSCI EAFE ETF 464287465 2370 32200 SH Put OTR 0 32200 0 ISHARES TR MSCI EAFE ETF 464287465 2370 32200 SH Call OTR 0 32200 0 ISHARES TR MSCI EMG MKT ETF 464287234 4289 95000 SH OTR 0 95000 0 ISHARES TR MSCI EMG MKT ETF 464287234 8831 195600 SH Call OTR 0 195600 0 ISHARES TR MSCI EMG MKT ETF 464287234 4316 95600 SH Put OTR 0 95600 0 ISHARES TR MSCI UK ETF NEW 46435G334 673 20000 SH OTR 0 20000 0 JIYA ACQUISITION CORP COM CL A 47760M102 1229 125000 SH OTR 0 125000 0 JPMORGAN CHASE & CO COM 46625H100 1048 7689 SH OTR 0 7689 0 KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 51 300000 SH OTR 0 300000 0 KAIROS ACQUISITION CORP CL A SHS G52110114 4807 490000 SH OTR 0 490000 0 KHOSLA VENTURES ACQUISITION CL A 482504107 2686 274600 SH OTR 0 274600 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 4885 500000 SH OTR 0 500000 0 KIMBELL RTY PARTNERS LP UNIT 49435R102 488 30000 SH OTR 0 30000 0 KKR & CO INC COM 48251W104 934 15972 SH OTR 0 15972 0 KRANESHARES TR CSI CHI INTERNET 500767306 14255 500000 SH Call OTR 0 500000 0 KRANESHARES TR CSI CHI INTERNET 500767306 4005 140491 SH OTR 0 140491 0 LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 2455 250000 SH OTR 0 250000 0 LANDSTAR SYS INC COM 515098101 1131 7500 SH OTR 0 7500 0 LANNETT CO INC NOTE 4.500%10/0 51602UAC2 881 2975000 PRN OTR 0 0 2975000 LCI INDS NOTE 1.125% 5/1 501812AB7 1481 1610000 PRN OTR 0 0 1610000 LDH GROWTH CORP I UNIT 03/17/2026 G54094118 1970 200000 SH OTR 0 200000 0 LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 1479 150000 SH OTR 0 150000 0 LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 43 125000 SH OTR 0 125000 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 2940 300000 SH OTR 0 300000 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 4880 500000 SH OTR 0 500000 0 M3 BRIGADE ACQUISITION II CO COM CL A 553800103 2443 250000 SH OTR 0 250000 0 MAXEON SOLAR TECHNOLOGIES LT NOTE 6.500% 7/1 57779BAB0 1950 1750000 PRN OTR 0 0 1750000 MCDONALDS CORP COM 580135101 299 1208 SH OTR 0 1208 0 MEMBERSHIP COLLECTIVE GROUP COM CL A 586001109 1143 147249 SH OTR 0 147249 0 MERITOR INC NOTE 3.250%10/1 59001KAF7 1801 1633000 PRN OTR 0 0 1633000 MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 18224 13233000 PRN OTR 0 0 13233000 MODERNA INC COM 60770K107 517 3000 SH OTR 0 3000 0 MOSAIC CO NEW COM 61945C103 279 4200 SH OTR 0 4200 0 MR COOPER GROUP INC COM 62482R107 15997 350272 SH OTR 0 350272 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 11812 191169 SH OTR 0 191169 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 35451 679798 SH OTR 0 679798 0 NISOURCE INC UNIT 12/01/2023 65473P121 31144 261760 SH OTR 0 261760 0 NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 264 850000 SH OTR 0 850000 0 NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 2522 255000 SH OTR 0 255000 0 NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 8192 825000 SH OTR 0 825000 0 NORTH MOUNTAIN MERGER CORP UNIT 09/16/2025 661204206 11374 1138500 SH OTR 0 1138500 0 NORTHERN OIL AND GAS INC MN COM 665531307 1410 50000 SH OTR 0 50000 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 1958 199996 SH OTR 0 199996 0 NRG ENERGY INC COM NEW 629377508 5529 144145 SH OTR 0 144145 0 NRG ENERGY INC COM NEW 629377508 2877 75000 SH Call OTR 0 75000 0 OAKTREE ACQUISITION CORP II CL A SHS G6715X103 1106 111126 SH OTR 0 111126 0 OMEGA ALPHA SPAC CL A G6749V107 3928 400000 SH OTR 0 400000 0 OMNICHANNEL ACQUISITION CORP *W EXP 12/30/202 68218L116 46 251200 SH OTR 0 251200 0 ON SEMICONDUCTOR CORP COM 682189105 1597 25500 SH OTR 0 25500 0 PAR TECHNOLOGY CORP NOTE 1.500%10/1 698884AE3 2708 3000000 PRN OTR 0 0 3000000 PENNYMAC FINL SVCS INC NEW COM 70932M107 5928 111428 SH OTR 0 111428 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1513 108241 SH OTR 0 108241 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 389 26254 SH OTR 0 26254 0 PG&E CORP UNIT 99/99/9999 69331C140 29237 260022 SH OTR 0 260022 0 PIONEER MERGER CORP CL A SHS G7S24C103 4440 452629 SH OTR 0 452629 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 4890 500000 SH OTR 0 500000 0 PLUG PWR INC NOTE 3.750% 6/0 72919PAD5 56114 9925000 PRN OTR 0 0 9925000 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 33 101384 SH OTR 0 101384 0 PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 4890 500000 SH OTR 0 500000 0 PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2445 250000 SH OTR 0 250000 0 RBC BEARINGS INC 5% CNV PFD SR A 75524B203 2759 27668 SH OTR 0 27668 0 READY CAPITAL CORP 7% CN SR NT 2023 75574U200 2107 80260 SH OTR 0 80260 0 REDFIN CORP NOTE 10/1 75737FAC2 1120 1500000 PRN OTR 0 0 1500000 RENOVACOR INC *W EXP 99/99/999 75989E114 51 187048 SH OTR 0 187048 0 REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 333 1220600 SH OTR 0 1220600 0 RH COM 74967X103 228 700 SH OTR 0 700 0 RMG ACQUISITION CORP III CL A SHS G76088106 3836 391427 SH OTR 0 391427 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 455 45975 SH OTR 0 45975 0 RXR ACQUISITION CORP UNIT 01/01/2025 74981W206 10069 1022253 SH OTR 0 1022253 0 SABRE CORP 6.50% CONV PFD A 78573M203 10563 72732 SH OTR 0 72732 0 SAFEHOLD INC COM 78645L100 1386 25000 SH OTR 0 25000 0 SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 88 217955 SH OTR 0 217955 0 SANDBRIDGE X2 CORP COM CLASS A 799792106 5591 573448 SH OTR 0 573448 0 SCHLUMBERGER LTD COM STK 806857108 216 5236 SH OTR 0 5236 0 SCHWAB CHARLES CORP COM 808513105 358 4242 SH OTR 0 4242 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 1529 20000 SH Call OTR 0 20000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 914 11960 SH OTR 0 11960 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 5351 70000 SH Put OTR 0 70000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 8047 210000 SH Put OTR 0 210000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 3372 88000 SH OTR 0 88000 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3723 50000 SH Put OTR 0 50000 0 SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 1238 125000 SH OTR 0 125000 0 SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 1717 24701 SH OTR 0 24701 0 SOUTHERN CO UNIT 08/01/2022 842587602 2358 43170 SH OTR 0 43170 0 SPDR GOLD TR GOLD SHS 78463V107 66841 370000 SH Call OTR 0 370000 0 SPDR GOLD TR GOLD SHS 78463V107 28181 156000 SH Put OTR 0 156000 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 3123 75900 SH Put OTR 0 75900 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 3123 75900 SH Call OTR 0 75900 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 4449 9850 SH OTR 0 9850 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 140370 310800 SH Put OTR 0 310800 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 223923 495800 SH Call OTR 0 495800 0 SPDR SER TR S&P REGL BKG 78464A698 2067 30000 SH Put OTR 0 30000 0 SPDR SER TR S&P RETAIL ETF 78464A714 24195 320300 SH Put OTR 0 320300 0 STANLEY BLACK & DECKER INC COM 854502101 3123 22342 SH OTR 0 22342 0 SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 62 133559 SH OTR 0 133559 0 SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 734 75000 SH OTR 0 75000 0 SVF INVESTMENT CORP *W EXP 12/20/202 G8601L128 24 42553 SH OTR 0 42553 0 SVF INVESTMENT CORP CL A SHS G8601L102 2630 268374 SH OTR 0 268374 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 1983 201500 SH OTR 0 201500 0 SVF INVESTMENT CORP 3 CL A SHS G8601N108 2478 250000 SH OTR 0 250000 0 TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 98 575000 SH OTR 0 575000 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 19184 184000 SH OTR 0 184000 0 TEEKAY TANKERS LTD CL A Y8565N300 264 19070 SH OTR 0 19070 0 TESLA INC COM 88160R101 2223 2063 SH OTR 0 2063 0 TIGA ACQUISITION CORP SHS CL A G88672103 2563 250000 SH OTR 0 250000 0 TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 6916 700000 SH OTR 0 700000 0 TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 2399 2250000 PRN OTR 0 0 2250000 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 3874 7779000 PRN OTR 0 0 7779000 TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 2470 250000 SH OTR 0 250000 0 TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 308 600000 SH OTR 0 600000 0 TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 4341 4425000 PRN OTR 0 0 4425000 UGI CORP NEW COM 902681105 401 11084 SH OTR 0 11084 0 UNION PAC CORP COM 907818108 260 953 SH OTR 0 953 0 UPSTART HLDGS INC COM 91680M107 215 1968 SH OTR 0 1968 0 URBAN ONE INC CL A 91705J105 156 25000 SH OTR 0 25000 0 URBAN ONE INC CL D NON VTG 91705J204 129 25000 SH OTR 0 25000 0 VACCITECH PLC ADS 91864C107 2822 542673 SH OTR 0 542673 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 1227 32000 SH Call OTR 0 32000 0 VANECK ETF TRUST JP MRGAN EM LOC 92189H300 270 10000 SH OTR 0 10000 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 311 5000 SH OTR 0 5000 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 7281 116900 SH Put OTR 0 116900 0 VANGUARD MALVERN FDS STRM INFPROIDX 922020805 2414 47137 SH OTR 0 47137 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 6944 5500000 PRN OTR 0 0 5500000 VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 11119 1118646 SH OTR 0 1118646 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 7320 750000 SH OTR 0 750000 0 VINTAGE WINE ESTATES INC *W EXP 06/08/202 92747V114 6227 3193100 SH OTR 0 3193100 0 VIRGIN GROUP ACQUISIT CORP I *W EXP 03/13/202 G9460K128 38 100000 SH OTR 0 100000 0 VIRGIN GROUP ACQUISIT CORP I SHS CL A G9460K102 7395 750000 SH OTR 0 750000 0 WELLS FARGO CO NEW COM 949746101 527 10880 SH OTR 0 10880 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 293 2500 SH OTR 0 2500 0