0001567619-20-019862.txt : 20201116
0001567619-20-019862.hdr.sgml : 20201116
20201116161424
ACCESSION NUMBER: 0001567619-20-019862
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200930
FILED AS OF DATE: 20201116
DATE AS OF CHANGE: 20201116
EFFECTIVENESS DATE: 20201116
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: 201317062
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
09-30-2020
09-30-2020
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
11-16-2020
0
298
2734858
false
INFORMATION TABLE
2
form13fInfoTable.xml
ACAMAR PARTNERS ACQSITION CO
*W EXP 02/26/202
004285110
37
33786
SH
OTR
0
33786
0
ACCELERATE DIAGNOSTICS INC
NOTE 2.500% 3/1
00430HAB8
644
1000000
PRN
OTR
0
0
1000000
AMERICAN AIRLS GROUP INC
COM
02376R102
928
75500
SH
Put
OTR
0
75500
0
AMERICAN AIRLS GROUP INC
NOTE 6.500% 7/0
02376RAF9
29650
32165000
PRN
OTR
0
0
32165000
AMERICAN ELEC PWR CO INC
UNIT 99/99/9999
02557T307
22622
461483
SH
OTR
0
461483
0
AMERICAN VRTUAL CLOUD TECH I
*W EXP 04/07/202
030382113
1065
3644752
SH
OTR
0
3644752
0
APEX TECHNOLOGY ACQUISITION
COM CL A
03768F102
11660
1100000
SH
OTR
0
1100000
0
APEX TECHNOLOGY ACQUISITION
UNIT 06/11/2026
03768F201
9440
800000
SH
OTR
0
800000
0
APPLE INC
COM
037833100
2497
21557
SH
OTR
0
21557
0
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY SH
03938L203
1911
144251
SH
OTR
0
144251
0
ARK ETF TR
GENOMIC REV ETF
00214Q302
793
12450
SH
OTR
0
12450
0
ARTIUS ACQUISITION INC
UNIT 99/99/9999
04316G204
25715
2475000
SH
OTR
0
2475000
0
ARYA SCIENCES ACQUISITION CO
COM CL A
G3166W106
7068
653550
SH
OTR
0
653550
0
ARYA SCIENCES ACQUISTION CO
UNIT 06/09/2027
G31655114
5500
500000
SH
OTR
0
500000
0
ASPIRATIONAL CONSUMER LIFEST
UNIT 99/99/9999
G05436129
10000
1000000
SH
OTR
0
1000000
0
ATLAS TECHNICAL CONSULTANTS
*W EXP 11/26/202
049430119
4949
8870000
SH
OTR
0
8870000
0
ATLAS TECHNICAL CONSULTANTS
COM CL A
049430101
374
42348
SH
OTR
0
42348
0
BECTON DICKINSON & CO
COM
075887109
3906
16789
SH
OTR
0
16789
0
BIG ROCK PARTNERS ACQUISI CO
RIGHT 12/01/2022
089482129
31
150000
SH
OTR
0
150000
0
BILIBILI INC
NOTE 1.375% 4/0
090040AB2
12387
7000000
PRN
OTR
0
0
7000000
BIOMX INC
*W EXP 10/16/202
09090D111
57
80605
SH
OTR
0
80605
0
BOOKING HOLDINGS INC
COM
09857L108
1913
1118
SH
OTR
0
1118
0
BOSTON SCIENTIFIC CORP
COM
101137107
4117
107749
SH
OTR
0
107749
0
BROADCOM INC
COM
11135F101
550
1510
SH
OTR
0
1510
0
BROADMARK RLTY CAP INC
*W EXP 11/15/202
11135B118
5118
17770417
SH
OTR
0
17770417
0
BROADSTONE ACQUISITION CORP
UNIT 99/99/9999
G1739V118
1496
150000
SH
OTR
0
150000
0
BROOGE ENERGY LTD
*W EXP 12/20/202
G1611B115
4726
9452704
SH
OTR
0
9452704
0
BROOGE ENERGY LTD
SHS
G1611B107
2862
304477
SH
OTR
0
304477
0
CALUMET SPECIALTY PRODS PTNR
UT LTD PARTNER
131476103
124
48800
SH
Call
OTR
0
48800
0
CAPSTAR SPL PURP ACQUISITION
*W EXP 99/99/999
14070Y119
70
87000
SH
OTR
0
87000
0
CAPSTAR SPL PURP ACQUISITION
UNIT 07/09/2027
14070Y200
16366
1603953
SH
OTR
0
1603953
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
2558
168500
SH
Put
OTR
0
168500
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
853
56200
SH
OTR
0
56200
0
CC NEUBERGER PRIN HLDGS II
UNIT 99/99/9999
G3166T129
22468
2175000
SH
OTR
0
2175000
0
CC NEUBERGER PRINCIPAL HLDNG
COM
G1992Y114
11960
1150000
SH
OTR
0
1150000
0
CC NEUBERGER PRINCIPAL HLDNG
UNIT 99/99/9999
G1992Y106
8130
750000
SH
OTR
0
750000
0
CF FIN ACQUISITION CORP
*W EXP 04/30/202
12528N115
4603
4696801
SH
OTR
0
4696801
0
CF FIN ACQUISITION CORP
COM CL A
12528N107
9624
925386
SH
OTR
0
925386
0
CF FIN ACQUISITION CORP
UNIT 04/30/2025
12528N206
650
57300
SH
OTR
0
57300
0
CF FINANCE ACQUISITION CORP
UNIT 08/01/2027
15725Q203
20045
2000000
SH
OTR
0
2000000
0
CHANGE HEALTHCARE INC
UNIT 99/99/9999
15912K209
654
12248
SH
OTR
0
12248
0
CHEGG INC
COM
163092109
715
10006
SH
OTR
0
10006
0
CHINA BIOLOGIC PRODS HLDGS I
COM
G21515104
5001
45000
SH
OTR
0
45000
0
CHP MERGER CORP
*W EXP 11/22/202
12558Y114
1711
1426157
SH
OTR
0
1426157
0
CHP MERGER CORP
COM CL A
12558Y106
1019
100000
SH
OTR
0
100000
0
CHP MERGER CORP
UNIT 11/22/2024
12558Y205
12640
1201500
SH
OTR
0
1201500
0
CHURCHILL CAP CORP II
*W EXP 07/02/202
17143G114
1706
781398
SH
OTR
0
781398
0
CHURCHILL CAP CORP II
UNIT 99/99/9999
17143G205
25943
2250000
SH
OTR
0
2250000
0
CHURCHILL CAP CORP III
UNIT 03/01/2027
17144C203
10510
1000000
SH
OTR
0
1000000
0
CHURCHILL CAPITAL CORP IV
UNIT 99/99/9999
171439201
50100
5000000
SH
OTR
0
5000000
0
CLEVELAND-CLIFFS INC NEW
DBCV 1.500% 1/1
185899AA9
23765
22979000
PRN
OTR
0
0
22979000
CLIMATE CHANGE CRISIS REAL I
UNIT 99/99/9999
18716C209
2513
250000
SH
OTR
0
250000
0
CLOUDFLARE INC
CL A COM
18915M107
1548
37700
SH
OTR
0
37700
0
CM LIFE SCIENCES INC
UNIT 09/01/2025
18978W208
26175
2500000
SH
OTR
0
2500000
0
CME GROUP INC
COM
12572Q105
4810
28750
SH
OTR
0
28750
0
COLFAX CORP
UNIT 01/15/2022T
194014205
1634
12177
SH
OTR
0
12177
0
COLLECTIVE GROWTH CORP
*W EXP 04/30/202
19424L119
46
75000
SH
OTR
0
75000
0
CONSOL ENERGY INC DISC COML
COM
20854L108
162
36600
SH
Put
OTR
0
36600
0
CONYERS PK II ACQUISITION CO
COM CL A
212896104
2540
250000
SH
OTR
0
250000
0
CRESCENT ACQUISITION CORP
*W EXP 03/08/202
22564L113
2800
3333440
SH
OTR
0
3333440
0
CRESCENT ACQUISITION CORP
COM CL A
22564L105
6206
618177
SH
OTR
0
618177
0
CROWDSTRIKE HLDGS INC
CL A
22788C105
603
4390
SH
OTR
0
4390
0
DANAHER CORPORATION
4.75 MND CV PFD
235851300
52443
35534
SH
OTR
0
35534
0
DATADOG INC
CL A COM
23804L103
791
7738
SH
OTR
0
7738
0
DERMTECH INC
COM
24984K105
514
43009
SH
OTR
0
43009
0
DEXCOM INC
COM
252131107
824
2000
SH
OTR
0
2000
0
DIGITAL MEDIA SOLUTIONS INC
*W EXP 07/15/202
25401G114
1636
1902333
SH
OTR
0
1902333
0
DMY TECHNOLOGY GROUP INC
COM
233253103
5423
425000
SH
OTR
0
425000
0
DMY TECHNOLOGY GROUP INC
UNIT 99/99/9999
233253202
10290
735000
SH
OTR
0
735000
0
DMY TECHNOLOGY GROUP INC II
UNIT 99/99/9999
233277201
10230
1000000
SH
OTR
0
1000000
0
DOMINION ENERGY INC
UNIT 99/99/9999
25746U133
8367
81748
SH
OTR
0
81748
0
DRAGONEER GROWTH OPPORTUN CO
UNIT 08/18/2027
G28302126
9188
750000
SH
OTR
0
750000
0
DTE ENERGY CO
UNIT 11/01/2022S
233331842
769
17038
SH
OTR
0
17038
0
DUN & BRADSTREET HLDGS INC
COM
26484T106
58318
2272727
SH
OTR
0
2272727
0
EAGLE BULK SHIPPING INC
NOTE 5.000% 8/0
269442AB5
722
975000
PRN
OTR
0
0
975000
ELANCO ANIMAL HEALTH INC
UNIT 02/01/2023T
28414H202
10628
239576
SH
OTR
0
239576
0
ENCORE CAP GROUP INC
NOTE 3.250%10/0
292554AM4
3169
2750000
PRN
OTR
0
0
2750000
ENPHASE ENERGY INC
COM
29355A107
1570
19011
SH
OTR
0
19011
0
EQUITY DISTR ACQUISITION COR
UNIT 99/99/9999
29465E205
15450
1500000
SH
OTR
0
1500000
0
ESSENTIAL UTILS INC
UNIT 04/30/2022
29670G201
8220
153636
SH
OTR
0
153636
0
ETSY INC
COM
29786A106
1474
12121
SH
OTR
0
12121
0
EXACT SCIENCES CORP
NOTE 0.375% 3/0
30063PAC9
17424
16086000
PRN
OTR
0
0
16086000
EXCHANGE TRADED CONCEPTS TR
ROBO GLB ETF
301505707
469
9745
SH
OTR
0
9745
0
FACEBOOK INC
CL A
30303M102
15714
60000
SH
Call
OTR
0
60000
0
FALCON CAPITAL ACQUISITN COR
UNIT 08/20/2027
30606L207
8232
800000
SH
OTR
0
800000
0
FALCON MINERALS CORP
*W EXP 07/21/202
30607B208
305
3806877
SH
OTR
0
3806877
0
FINSERV ACQUISITION CORP
*W EXP 12/31/202
318085115
100
100000
SH
OTR
0
100000
0
FINTECH ACQUISITION CORP IV
UNIT 12/31/2025
31810N302
15240
1500000
SH
OTR
0
1500000
0
FIRST TR EXCHANGE-TRADED FD
GBL WND ENRG ETF
33736G106
351
20000
SH
OTR
0
20000
0
FIVE9 INC
COM
338307101
629
4847
SH
OTR
0
4847
0
FLYING EAGLE ACQUISITION COR
COM
34407Y103
16628
1367442
SH
OTR
0
1367442
0
FLYING EAGLE ACQUISITION COR
UNIT 99/99/9999
34407Y202
20375
1578258
SH
OTR
0
1578258
0
FOLEY TRASIMENE ACQUISITION
UNIT 99/99/9999
344328208
25500
2500000
SH
OTR
0
2500000
0
FOLEY TRASIMENE ACQUISTN COR
UNIT 99/99/9999
34431F203
33590
2975228
SH
OTR
0
2975228
0
FREEPORT-MCMORAN INC
CL B
35671D857
285
18211
SH
OTR
0
18211
0
FS DEV CORP
COM CL A
303020101
2240
200000
SH
OTR
0
200000
0
FTAC OLYMPUS ACQUISITION COR
UNIT 08/24/2025
G37288118
13000
1300000
SH
OTR
0
1300000
0
GFL ENVIRONMENTAL INC
UNIT 99/99/9999T
36168Q120
13642
255904
SH
OTR
0
255904
0
GIGCAPITAL2 INC
*W EXP 02/28/202
375036118
842
925000
SH
OTR
0
925000
0
GLOBAL BLUE GROUP HOLDING AG
*W EXP 08/28/202
H33700115
2800
4381507
SH
OTR
0
4381507
0
GLOBAL X FDS
GLOBAL X URANIUM
37954Y871
202
18144
SH
OTR
0
18144
0
GLOBAL X FDS
LITHIUM BTRY ETF
37954Y855
317
7911
SH
OTR
0
7911
0
GLOBAL X FDS
RBTCS ARTFL INTE
37954Y715
728
26116
SH
OTR
0
26116
0
GLRY STR NW MDIA GRUP HLDG L
*W EXP 02/13/202
G39973113
289
5236990
SH
OTR
0
5236990
0
GO ACQUISITION CORP
UNIT 08/31/2027
362019200
12600
1250000
SH
OTR
0
1250000
0
GORES HLDGS IV INC
COM CL A
382865103
10310
1000000
SH
OTR
0
1000000
0
GORES METROPOULOS INC
*W EXP 01/28/202
382872117
464
148827
SH
OTR
0
148827
0
GORES METROPOULOS INC
COM CL A
382872109
3998
350099
SH
OTR
0
350099
0
GOSSAMER BIO INC
NOTE 5.000% 6/0
38341PAA0
11093
10732000
PRN
OTR
0
0
10732000
GRID DYNAMICS HLDGS INC
*W EXP 03/05/202
39813G117
4815
2704887
SH
OTR
0
2704887
0
GRID DYNAMICS HLDGS INC
CL A
39813G109
237
30708
SH
OTR
0
30708
0
GS ACQUISITION HLDGS CORP II
UNIT 99/99/9999
36258Q204
25268
2250000
SH
OTR
0
2250000
0
GX ACQUISITION CORP
*W EXP 05/24/202
36251A115
126
78706
SH
OTR
0
78706
0
HAYMAKER ACQUISITION CORP II
*W EXP 10/31/202
42087L119
488
493382
SH
OTR
0
493382
0
HAYMAKER ACQUISITION CORP II
COM CL A
42087L101
2696
269573
SH
OTR
0
269573
0
HAYMAKER ACQUISITION CORP II
UNIT 10/31/2026
42087L200
10380
1000000
SH
OTR
0
1000000
0
HEALTHCARE MERGER CORP
*W EXP 12/17/202
42227L110
661
369240
SH
OTR
0
369240
0
HEALTHCARE MERGER CORP
COM CL A
42227L102
8628
850000
SH
OTR
0
850000
0
HEALTHCARE MERGER CORP
UNIT 12/17/2021
42227L201
4590
425000
SH
OTR
0
425000
0
HENNESSY CAP ACQUSTION CORP
CL A COM
42589C104
2476
222291
SH
OTR
0
222291
0
HIGHCAPE CAP ACQUISITION COR
UNIT 09/30/2027
42984L204
4554
450000
SH
OTR
0
450000
0
HORIZON ACQUISITION CORP
UNIT 99/99/9999
G46049121
15608
1500000
SH
OTR
0
1500000
0
HUDSON EXECUTIVE INVT CORP
UNIT 06/21/2025
443761200
867
83350
SH
OTR
0
83350
0
INPHI CORP
COM
45772F107
1267
11284
SH
OTR
0
11284
0
INSEEGO CORP
NOTE 3.250% 5/0
45782BAD6
1957
2000000
PRN
OTR
0
0
2000000
INSIGHT ENTERPRISES INC
NOTE 0.750% 2/1
45765UAB9
21863
20836000
PRN
OTR
0
0
20836000
INSU ACQUISITION CORP II
UNIT 09/04/2025
457821304
10357
1000000
SH
OTR
0
1000000
0
INSURANCE ACQUISITION CORP
*W EXP 03/31/202
457867117
716
258434
SH
OTR
0
258434
0
INSURANCE ACQUISITION CORP
CL A
457867109
976
82622
SH
OTR
0
82622
0
INSURANCE ACQUISITION CORP
UNIT 03/31/2024
457867307
5494
399700
SH
OTR
0
399700
0
INTERNATIONAL FLAVORS&FRAGRA
UNIT 09/15/2021
459506309
6721
150192
SH
OTR
0
150192
0
INTERPRIVATE ACQUISITION COR
*W EXP 10/24/202
46064A111
175
214133
SH
OTR
0
214133
0
INTERPRIVATE ACQUISITION COR
COM
46064A103
565
56510
SH
OTR
0
56510
0
INTERPRIVATE ACQUISITION COR
UNIT 10/29/2024
46064A202
2327
225000
SH
OTR
0
225000
0
INTREXON CORP
NOTE 3.500% 7/0
46122TAA0
1887
3545000
PRN
OTR
0
0
3545000
INVESCO EXCH TRADED FD TR II
MSCI GBL TIMBR
46138E545
311
11066
SH
OTR
0
11066
0
INVESCO EXCH TRADED FD TR II
S&P GBL WATER
46138E263
689
16657
SH
OTR
0
16657
0
INVESCO EXCH TRADED FD TR II
SOLAR ETF
46138G706
958
14785
SH
OTR
0
14785
0
INVESCO EXCHANGE TRADED FD T
CLEANTECH ETF
46137V407
418
7139
SH
OTR
0
7139
0
INVESCO QQQ TR
UNIT SER 1
46090E103
11131
40061
SH
OTR
0
40061
0
IQIYI INC
NOTE 2.000% 4/0
46267XAD0
13459
14124000
PRN
OTR
0
0
14124000
ISHARES INC
MSCI BRAZIL ETF
464286400
4149
150000
SH
Call
OTR
0
150000
0
ISHARES SILVER TR
ISHARES
46428Q109
2705
125000
SH
OTR
0
125000
0
ISHARES TR
20 YR TR BD ETF
464287432
4898
30000
SH
Call
OTR
0
30000
0
ISHARES TR
20 YR TR BD ETF
464287432
36734
225000
SH
Put
OTR
0
225000
0
ISHARES TR
CHINA LG-CAP ETF
464287184
9240
220000
SH
Call
OTR
0
220000
0
ISHARES TR
CHINA LG-CAP ETF
464287184
341
8118
SH
OTR
0
8118
0
ISHARES TR
CHINA LG-CAP ETF
464287184
1260
30000
SH
Put
OTR
0
30000
0
ISHARES TR
IBOXX HI YD ETF
464288513
6267
74700
SH
Put
OTR
0
74700
0
ISHARES TR
IBOXX HI YD ETF
464288513
100932
1203000
SH
Call
OTR
0
1203000
0
ISHARES TR
JPMORGAN USD EMG
464288281
74296
670000
SH
Put
OTR
0
670000
0
ISHARES TR
JPMORGAN USD EMG
464288281
8871
80000
SH
Call
OTR
0
80000
0
ISHARES TR
MSCI EMG MKT ETF
464287234
10582
240000
SH
Put
OTR
0
240000
0
ISHARES TR
MSCI EMG MKT ETF
464287234
1323
30000
SH
OTR
0
30000
0
ISHARES TR
MSCI EMG MKT ETF
464287234
85535
1940000
SH
Call
OTR
0
1940000
0
ISHARES TR
RUSSELL 2000 ETF
464287655
7130
47600
SH
Call
OTR
0
47600
0
ISHARES TR
RUSSELL 2000 ETF
464287655
11234
75000
SH
Put
OTR
0
75000
0
JAWS ACQUISITION CORP
SHS
G50744104
4164
400000
SH
OTR
0
400000
0
JAWS ACQUISITION CORP
UNIT 99/99/9999
G50744120
33896
3062000
SH
OTR
0
3062000
0
JPMORGAN CHASE & CO
COM
46625H100
770
8000
SH
OTR
0
8000
0
JUNIPER INDL HLDGS INC
*W EXP 11/13/202
48205G114
723
417942
SH
OTR
0
417942
0
JUNIPER INDL HLDGS INC
COM CL A
48205G106
5764
551074
SH
OTR
0
551074
0
JUNIPER INDL HLDGS INC
UNIT 11/13/2026
48205G205
15721
1376600
SH
OTR
0
1376600
0
K12 INC
COM
48273U102
1031
39150
SH
OTR
0
39150
0
KBL MERGER CORP IV
*W EXP 01/15/202
48242A112
100
434668
SH
OTR
0
434668
0
KBL MERGER CORP IV
RIGHT 11/09/2020
48242A120
29
144668
SH
OTR
0
144668
0
KENSINGTON CAP ACQUISITION C
UNIT 07/01/2027
490073202
7106
375000
SH
OTR
0
375000
0
LAMB WESTON HLDGS INC
COM
513272104
1517
22898
SH
OTR
0
22898
0
LANDCADIA HLDGS II INC
CL A
51476X105
13507
939963
SH
OTR
0
939963
0
LEGACY ACQUISITION CORP
*W EXP 11/30/202
524643111
4881
9124081
SH
OTR
0
9124081
0
LEISURE ACQUISITION CORP
*W EXP 12/05/201
52539T115
1180
2510762
SH
OTR
0
2510762
0
LF CAP ACQUISITION CORP
*W EXP 06/22/202
50200K116
8144
4524692
SH
OTR
0
4524692
0
LGL SYS ACQUISITION CORP
*W EXP 11/12/202
50201G114
376
347000
SH
OTR
0
347000
0
LGL SYS ACQUISITION CORP
COM CL A
50201G106
2104
210000
SH
OTR
0
210000
0
LGL SYS ACQUISITION CORP
UNIT 10/24/2024
50201G205
9918
950000
SH
OTR
0
950000
0
LIV CAP ACQUISITION CORP
UNIT 99/99/9999
G5510C124
1825
175000
SH
OTR
0
175000
0
LULULEMON ATHLETICA INC
COM
550021109
606
1840
SH
OTR
0
1840
0
MACYS INC
COM
55616P104
143
25000
SH
Put
OTR
0
25000
0
MARCUS CORP DEL
COM
566330106
369
47700
SH
OTR
0
47700
0
MERCADOLIBRE INC
COM
58733R102
261
241
SH
OTR
0
241
0
MERIDA MERGER CORP I
*W EXP 11/07/202
58953M114
278
505093
SH
OTR
0
505093
0
MICROSOFT CORP
COM
594918104
10937
52000
SH
Call
OTR
0
52000
0
MONOCLE ACQUISITION CORP
*W EXP 12/06/202
609754114
792
1587727
SH
OTR
0
1587727
0
NAVSIGHT HLDGS INC
UNIT 99/99/9999
639358209
5030
500000
SH
OTR
0
500000
0
NESCO HLDGS INC
*W EXP 01/01/202
64083J112
53
176344
SH
OTR
0
176344
0
NETFIN ACQUISITION CORP
*W EXP 08/01/202
G6455A115
4496
3431708
SH
OTR
0
3431708
0
NETFIN ACQUISITION CORP
SHS CL A
G6455A107
7994
770850
SH
OTR
0
770850
0
NEW FRONTIER HEALTH CORP
*W EXP 11/30/202
G6461G114
2413
1371071
SH
OTR
0
1371071
0
NEW PROVIDENCE ACQUISITION
*W EXP 09/11/202
64822P114
1241
1025500
SH
OTR
0
1025500
0
NEXTERA ENERGY INC
UNIT 09/01/2022S
65339F796
856
15797
SH
OTR
0
15797
0
NEXTERA ENERGY INC
UNIT 99/99/9999
65339F770
11341
242961
SH
OTR
0
242961
0
NEXTERA ENERGY INC
UNIT 99/99/9999
65339F739
5320
111787
SH
OTR
0
111787
0
NICE SYS INC
NOTE 1.250% 1/1
65366HAB9
65374
24024000
PRN
OTR
0
0
24024000
NIO INC
SPON ADS
62914V106
4189
197400
SH
OTR
0
197400
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
57
10000
SH
OTR
0
10000
0
NORWEGIAN CRUISE LINE HLDG L
SHS
G66721104
1663
97200
SH
Put
OTR
0
97200
0
NOVUS CAP CORP
*W EXP 06/30/202
67012U116
3229
1157428
SH
OTR
0
1157428
0
NOVUS CAP CORP
UNIT 06/30/2027
67012U207
11844
826500
SH
OTR
0
826500
0
NUANCE COMMUNICATIONS INC
NOTE 1.250% 4/0
67020YAN0
3876
2186000
PRN
OTR
0
0
2186000
OAKTREE ACQUISITION CORP
*W EXP 99/99/999
G67145113
435
148664
SH
OTR
0
148664
0
OAKTREE ACQUISITION CORP
SHS CL A
G67145105
7077
602306
SH
OTR
0
602306
0
OAKTREE ACQUISITION CORP II
UNIT 09/15/2027
G6715X129
9776
950000
SH
OTR
0
950000
0
OMEROS CORP
NOTE 5.250% 2/1
682143AG7
1063
1230000
PRN
OTR
0
0
1230000
OMNICELL COM
COM
68213N109
2953
39550
SH
OTR
0
39550
0
ONE
UNIT 99/99/9999
G7000X113
13625
1250000
SH
OTR
0
1250000
0
OSPREY TECHNLGY AQUISTION CO
*W EXP 10/30/202
68839R120
2422
1729905
SH
OTR
0
1729905
0
OSPREY TECHNLGY AQUISTION CO
UNIT 10/30/2024
68839R401
20995
1953000
SH
OTR
0
1953000
0
PANACEA ACQUISITION CORP
UNIT 99/99/9999
698102209
2400
200000
SH
OTR
0
200000
0
PAYPAL HLDGS INC
COM
70450Y103
558
2830
SH
OTR
0
2830
0
PEABODY ENERGY CORP NEW
COM
704551100
115
50000
SH
Put
OTR
0
50000
0
PERSHING SQUARE TONTINE HLDG
*W EXP 07/24/202
71531R117
117
16378
SH
OTR
0
16378
0
PERSHING SQUARE TONTINE HLDG
COM CL A
71531R109
3345
147404
SH
OTR
0
147404
0
PG&E CORP
UNIT 99/99/9999
69331C140
40105
407960
SH
OTR
0
407960
0
PRIME IMPACT ACQUISITION I
UNIT 10/01/2030
G61074111
4008
400000
SH
OTR
0
400000
0
PRIORITY TECHNOLOGY HLDGS IN
COM
74275G107
1231
390084
SH
OTR
0
390084
0
PROPTECH ACQUISITION CORP
*W EXP 05/26/202
74349F119
454
275000
SH
OTR
0
275000
0
PROPTECH ACQUISITION CORP
COM CL A
74349F101
5565
500000
SH
OTR
0
500000
0
REALITY SHS ETF TR
NSD NXGN ECO ETF
75605A702
424
12397
SH
OTR
0
12397
0
REDBALL ACQUISITION CORP
UNIT 99/99/9999
G7417R121
5285
500000
SH
OTR
0
500000
0
REINVENT TECHNOLOGY PARTNERS
UNIT 99/99/9999
G7483N111
3447
300000
SH
OTR
0
300000
0
REPLAY ACQUISITION CORP
*W EXP 03/01/202
G75130115
1750
1841769
SH
OTR
0
1841769
0
RIBBIT LEAP LTD
UNIT 99/99/9999
G7552B121
4551
350100
SH
OTR
0
350100
0
ROYAL CARIBBEAN GROUP
COM
V7780T103
854
13200
SH
Put
OTR
0
13200
0
ROYAL CARIBBEAN GROUP
COM
V7780T103
854
13200
SH
OTR
0
13200
0
SANDBRIDGE ACQUISITION CORP
UNIT 99/99/9999
799793203
14973
1500000
SH
OTR
0
1500000
0
SC HEALTH CORP
*W EXP 99/99/999
G78516401
21
18420
SH
OTR
0
18420
0
SCHULTZE SPL PURP ACQUSTN CO
*W EXP 12/31/202
80821R117
57
110300
SH
OTR
0
110300
0
SCVX CORP
*W EXP 01/24/202
G79448117
225
150000
SH
OTR
0
150000
0
SCVX CORP
COM
G79448208
500
50000
SH
OTR
0
50000
0
SCVX CORP
UNIT 99/99/9999
G79448109
5050
469800
SH
OTR
0
469800
0
SELECT SECTOR SPDR TR
SBI CONS STPLS
81369Y308
19371
302200
SH
Call
OTR
0
302200
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
3611
150000
SH
Call
OTR
0
150000
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
23709
985011
SH
OTR
0
985011
0
SELECT SECTOR SPDR TR
SBI INT-INDS
81369Y704
7698
100000
SH
Call
OTR
0
100000
0
SEMPRA ENERGY
6% PFD CONV A
816851406
4988
50662
SH
OTR
0
50662
0
SEMPRA ENERGY
COM
816851109
720
6080
SH
OTR
0
6080
0
SHOPIFY INC
CL A
82509L107
871
851
SH
OTR
0
851
0
SILVER SPIKE ACQUISITION COR
*W EXP 08/02/202
G8136L114
152
250000
SH
OTR
0
250000
0
SINA CORP
ORD
G81477104
10866
255000
SH
OTR
0
255000
0
SKYWORKS SOLUTIONS INC
COM
83088M102
275
1892
SH
OTR
0
1892
0
SNAP INC
CL A
83304A106
1718
65800
SH
OTR
0
65800
0
SOCIAL CAP HDOSPHIA HLDG CO
UNIT 99/99/9999
G8250T117
41920
2000000
SH
OTR
0
2000000
0
SOCIAL CAP HEDSPIA HLDG CO I
COM CL A
G8251K107
16500
1324235
SH
OTR
0
1324235
0
SOCIAL CAP HEDSPIA HLDG CO I
UNIT 99/99/9999
G8251K123
41370
3000000
SH
OTR
0
3000000
0
SOFTWARE ACQUISITION GROUP I
*W EXP 10/01/202
83406B119
406
423409
SH
OTR
0
423409
0
SOFTWARE ACQUISITN GRUP INC
UNIT 99/99/9999
83407F200
4478
450000
SH
OTR
0
450000
0
SOLAREDGE TECHNOLOGIES INC
COM
83417M104
394
1651
SH
OTR
0
1651
0
SOUTH MTN MERGER CORP
UNIT 99/99/9999
838884203
24503
2227500
SH
OTR
0
2227500
0
SOUTHWEST AIRLS CO
COM
844741108
7191
191754
SH
OTR
0
191754
0
SPARTAN ENERGY ACQUISITION C
CL A COM STK
846784106
2991
207454
SH
OTR
0
207454
0
SPDR GOLD TR
GOLD SHS
78463V107
9033
51000
SH
Call
OTR
0
51000
0
SPDR GOLD TR
GOLD SHS
78463V107
138508
782000
SH
Put
OTR
0
782000
0
SPDR GOLD TR
GOLD SHS
78463V107
189203
1068219
SH
OTR
0
1068219
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
83723
250000
SH
Call
OTR
0
250000
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
502
1500
SH
OTR
0
1500
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
67145
200500
SH
Put
OTR
0
200500
0
SPDR SER TR
S&P METALS MNG
78464A755
14539
625600
SH
Call
OTR
0
625600
0
SPDR SER TR
S&P REGL BKG
78464A698
17840
500000
SH
Put
OTR
0
500000
0
SPIRIT AIRLS INC
NOTE 4.750% 5/1
848577AA0
12475
8573000
PRN
OTR
0
0
8573000
SPLUNK INC
NOTE 0.500% 9/1
848637AC8
3482
2500000
PRN
OTR
0
0
2500000
SQUARE INC
CL A
852234103
1150
7076
SH
OTR
0
7076
0
STABLE RD ACQUISITION CORP
*W EXP 05/15/202
85236Q117
1254
1087275
SH
OTR
0
1087275
0
STANLEY BLACK & DECKER INC
UNIT 11/15/2022
854502846
358
3549
SH
OTR
0
3549
0
STAR PEAK ENERGY TRANSITION
UNIT 99/99/9999
855185203
5125
500000
SH
OTR
0
500000
0
SUNRUN INC
COM
86771W105
432
5604
SH
OTR
0
5604
0
SWITCHBACK ENERGY ACQUISTN C
COM CL A
87105M102
2340
150000
SH
OTR
0
150000
0
TAILWIND ACQUISITION CORP
UNIT 09/07/2027
87403Q201
3015
300000
SH
OTR
0
300000
0
TASEKO MINES LTD
COM
876511106
80
75000
SH
OTR
0
75000
0
TEEKAY CORPORATION
NOTE 5.000% 1/1
87900YAE3
1799
2211000
PRN
OTR
0
0
2211000
TEEKAY LNG PARTNERS L P
PRTNRSP UNITS
Y8564M105
683
65000
SH
Put
OTR
0
65000
0
TELADOC HEALTH INC
COM
87918A105
660
3010
SH
OTR
0
3010
0
TENZING ACQUISITION CORP
*W EXP 02/23/202
G8708A108
623
1220600
SH
OTR
0
1220600
0
TESLA INC
COM
88160R101
2503
5834
SH
OTR
0
5834
0
TORTOISE ACQUISITION CORP
*W EXP 03/04/202
89154L118
10200
400000
SH
OTR
0
400000
0
TORTOISE ACQUISITION CORP II
UNIT 06/14/2027
G89554110
3264
300000
SH
OTR
0
300000
0
TREBIA ACQUISITION CORP
UNIT 99/99/9999
G9027T125
21600
2000000
SH
OTR
0
2000000
0
TRIDENT ACQUISITIONS CORP
*W EXP 05/09/202
89615T114
56
151000
SH
OTR
0
151000
0
TRINE ACQUISITION CORP
*W EXP 03/31/202
89628U116
177
67361
SH
OTR
0
67361
0
TRINE ACQUISITION CORP
COM CL A
89628U108
2789
258233
SH
OTR
0
258233
0
TUSCAN HLDGS CORP
*W EXP 04/01/202
90069K112
4111
8100845
SH
OTR
0
8100845
0
TUSCAN HLDGS CORP
COM
90069K104
7737
760000
SH
OTR
0
760000
0
TUSCAN HLDGS CORP II
*W EXP 99/99/999
90070A111
141
312500
SH
OTR
0
312500
0
TWC TECH HLDGS II CORP
UNIT 09/10/2025
90117G204
5060
500000
SH
OTR
0
500000
0
TWILIO INC
CL A
90138F102
453
1832
SH
OTR
0
1832
0
UBS GROUP AG
SHS
H42097107
3345
300000
SH
Call
OTR
0
300000
0
VANECK VECTORS ETF TR
MTG REIT INCOME
92189F452
197
14150
SH
OTR
0
14150
0
VANECK VECTORS ETF TR
VIDEO GAMING
92189F114
351
5705
SH
OTR
0
5705
0
VANGUARD INDEX FDS
SM CP VAL ETF
922908611
1106
10000
SH
OTR
0
10000
0
VECTOR ACQUISITION CORP
UNIT 09/30/2027
G9442R100
20280
2000000
SH
OTR
0
2000000
0
VEEVA SYS INC
CL A COM
922475108
213
759
SH
OTR
0
759
0
VELODYNE LIDAR INC
*W EXP 09/29/202
92259F119
262
53647
SH
OTR
0
53647
0
VPC IMPACT ACQUISITION HLDNG
UNIT 09/22/2025
G9441E126
4000
400000
SH
OTR
0
400000
0
WIX COM LTD
SHS
M98068105
1996
7831
SH
OTR
0
7831
0
XERIS PHARMACEUTICALS INC
NOTE 5.000% 7/1
98422LAA5
2024
1000000
PRN
OTR
0
0
1000000
YUCAIPA ACQUISITION CORP
UNIT 99/99/9999
G9879L121
16320
1600000
SH
OTR
0
1600000
0
ZILLOW GROUP INC
NOTE 1.375% 9/0
98954MAG6
29763
12450000
PRN
OTR
0
0
12450000
ZSCALER INC
COM
98980G102
420
2987
SH
OTR
0
2987
0