BlueCrest Capital Management 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
Estimated average burden
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
10X CAPITAL VENTURE ACQU COR	UNIT 10/21/2025	88025V206	10,650	1,000,000	SH		OTR		0	1,000,000	0
180 LIFE SCIENCES CORP	*W EXP 11/07/202	68236V112	143	434,668	SH		OTR		0	434,668	0
5 01 ACQUISITION CORP	COM CL A	33836P105	6,102	600,000	SH		OTR		0	600,000	0
7GC & CO HOLDINGS INC	UNIT 12/23/2025	81786A206	9,495	900,000	SH		OTR		0	900,000	0
ACCELERATE DIAGNOSTICS INC	NOTE 2.500% 3/1	00430HAB8	571	1,000,000	PRN		OTR		0	0	1,000,000
ACIES ACQUISITION CORP	UNIT 11/30/2027	G0103T121	10,720	1,000,000	SH		OTR		0	1,000,000	0
ACKRELL SPAC PARTNERS I CO	UNIT 12/01/2026	00461L204	2,058	200,000	SH		OTR		0	200,000	0
ALTIMAR ACQUISITION CORP	UNIT 99/99/9999	G03707125	6,030	500,000	SH		OTR		0	500,000	0
ALTIMETER GROWTH CORP	UNIT 99/99/9999	G0370L124	9,100	700,000	SH		OTR		0	700,000	0
ALTITUDE ACQUISITION CORP	UNIT 11/30/2027	02156Y202	8,280	800,000	SH		OTR		0	800,000	0
ALTRIA GROUP INC	COM	02209S103	9,430	230,000	SH	Call	OTR		0	230,000	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,708	108,300	SH	Put	OTR		0	108,300	0
AMERICAN AIRLS GROUP INC	NOTE 6.500% 7/0	02376RAF9	36,573	29,000,000	PRN		OTR		0	0	29,000,000
AMERICAN ELEC PWR CO INC	UNIT 08/15/2025	02557T307	7,108	140,396	SH		OTR		0	140,396	0
AMERICAN VRTUAL CLOUD TECH I	*W EXP 04/07/202	030382113	1,441	3,065,880	SH		OTR		0	3,065,880	0
AMERICAS TECHNOLOGY ACQSN CO	UNIT 99/99/9999	G0404A128	1,542	150,000	SH		OTR		0	150,000	0
AMPLIFY ETF TR	BLOCKCHAIN LDR	032108607	528	15,108	SH		OTR		0	15,108	0
APEX TECHNOLOGY ACQUISITION	COM CL A	03768F102	3,753	250,000	SH		OTR		0	250,000	0
APOLLO STRATEGIC GROWTH CAPT	UNIT 99/99/9999	G0411R122	8,198	750,000	SH		OTR		0	750,000	0
ARK ETF TR	AUTNMUS TECHNLGY	00214Q203	408	5,349	SH		OTR		0	5,349	0
ARK ETF TR	GENOMIC REV ETF	00214Q302	324	3,479	SH		OTR		0	3,479	0
ARK ETF TR	NEXT GNRTN INTER	00214Q401	201	1,374	SH		OTR		0	1,374	0
ARKO CORP	*W EXP 12/22/202	041242116	545	400,499	SH		OTR		0	400,499	0
ARTIUS ACQUISITION INC	COM CL A	04316G105	2,658	250,000	SH		OTR		0	250,000	0
ARTIUS ACQUISITION INC	UNIT 99/99/9999	04316G204	32,607	2,900,973	SH		OTR		0	2,900,973	0
ARYA SCIENCES ACQUISITION CO	COM CL A	G3166W106	8,409	775,000	SH		OTR		0	775,000	0
ASPIRATIONAL CONSUMER LIFEST	UNIT 99/99/9999	G05436129	10,450	1,000,000	SH		OTR		0	1,000,000	0
ATLAS TECHNICAL CONSULTANTS	COM CLS A	049430101	11,847	1,685,198	SH		OTR		0	1,685,198	0
BARCLAYS PLC	ADR	06738E204	4,300	538,214	SH		OTR		0	538,214	0
BECTON DICKINSON & CO	COM	075887109	6,117	24,446	SH		OTR		0	24,446	0
BETTER WORLD ACQUISITION COR	UNIT 11/15/2027	08772B203	3,868	350,000	SH		OTR		0	350,000	0
BIG ROCK PARTNERS ACQUISITIO	RIGHT 12/01/2022	089482129	195	150,000	SH		OTR		0	150,000	0
BILIBILI INC	NOTE 1.375% 4/0	090040AB2	12,330	3,497,000	PRN		OTR		0	0	3,497,000
BIOMX INC	*W EXP 10/16/202	09090D111	64	80,605	SH		OTR		0	80,605	0
BOOKING HOLDINGS INC	COM	09857L108	2,089	938	SH		OTR		0	938	0
BOSTON SCIENTIFIC CORP	COM	101137107	6,592	183,363	SH		OTR		0	183,363	0
BROADMARK RLTY CAP INC	*W EXP 11/15/202	11135B118	4,798	17,770,417	SH		OTR		0	17,770,417	0
BROADSTONE ACQUISITION CORP	UNIT 99/99/9999	G1739V118	1,574	150,000	SH		OTR		0	150,000	0
BROOGE ENERGY LTD	*W EXP 12/20/202	G1611B115	5,968	9,625,540	SH		OTR		0	9,625,540	0
BROOGE ENERGY LTD	SHS	G1611B107	3,076	299,843	SH		OTR		0	299,843	0
BURGUNDY TECHNOLOGY ACQU COR	*W EXP 08/31/202	G1702T124	950	500,000	SH		OTR		0	500,000	0
CAPSTAR SPL PURP ACQUISITION	*W EXP 99/99/999	14070Y119	123	87,000	SH		OTR		0	87,000	0
CAPSTAR SPL PURP ACQUISITION	UNIT 07/09/2027	14070Y200	17,403	1,603,953	SH		OTR		0	1,603,953	0
CARNEY TECHNOLOGY ACQU CORP	UNIT 12/10/2025	143636207	15,390	1,500,000	SH		OTR		0	1,500,000	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	1,159	53,500	SH	Put	OTR		0	53,500	0
CASCADE ACQUISITION CORP	UNIT 99/99/9999	147151203	10,450	1,000,000	SH		OTR		0	1,000,000	0
CBRE ACQUISITION HLDGS INC	UNIT 99/99/9999	12510J205	10,450	1,000,000	SH		OTR		0	1,000,000	0
CC NEUBERGER PRIN HLDGS II	UNIT 99/99/9999	G3166T129	23,223	2,334,000	SH		OTR		0	2,334,000	0
CC NEUBERGER PRINCIPAL HLDNG	COM	G1992Y114	12,466	1,150,000	SH		OTR		0	1,150,000	0
CC NEUBERGER PRINCIPAL HLDNG	UNIT 99/99/9999	G1992Y106	8,888	750,000	SH		OTR		0	750,000	0
CF ACQUISITION CORP IV	UNIT 12/31/2027	12520T201	20,580	2,000,000	SH		OTR		0	2,000,000	0
CF FIN ACQUISITION CORP III	UNIT 09/30/2027	12529D207	16,095	1,500,000	SH		OTR		0	1,500,000	0
CF FINANCE ACQUISITION CORP	COM CL A	15725Q104	11,020	1,000,000	SH		OTR		0	1,000,000	0
CF FINANCE ACQUISITION CORP	UNIT 08/01/2027	15725Q203	23,620	2,000,000	SH		OTR		0	2,000,000	0
CHANGE HEALTHCARE INC	UNIT 99/99/9999	15912K209	1,883	29,388	SH		OTR		0	29,388	0
CHARDAN HEALTHCR ACQSTN 2 CO	*W EXP 03/05/202	15957T115	29	28,761	SH		OTR		0	28,761	0
CHP MERGER CORP	*W EXP 11/22/202	12558Y114	1,854	1,426,157	SH		OTR		0	1,426,157	0
CHP MERGER CORP	COM CL A	12558Y106	1,026	100,000	SH		OTR		0	100,000	0
CHP MERGER CORP	UNIT 11/22/2024	12558Y205	12,688	1,201,500	SH		OTR		0	1,201,500	0
CHURCHILL CAP CORP II	*W EXP 07/02/202	17143G114	1,173	595,336	SH		OTR		0	595,336	0
CHURCHILL CAP CORP II	CL A	17143G106	3,623	350,000	SH		OTR		0	350,000	0
CHURCHILL CAP CORP II	UNIT 99/99/9999	17143G205	13,700	1,250,000	SH		OTR		0	1,250,000	0
CHURCHILL CAPITAL CORP IV	CL A	171439102	10,010	1,000,000	SH		OTR		0	1,000,000	0
CHURCHILL CAPITAL CORP IV	UNIT 99/99/9999	171439201	20,600	2,000,000	SH		OTR		0	2,000,000	0
CHURCHILL CAPITAL CORP V	UNIT 99/99/9999	17144T206	18,375	1,750,000	SH		OTR		0	1,750,000	0
CINEMARK HLDGS INC	COM	17243V102	879	50,500	SH	Put	OTR		0	50,500	0
CLEVELAND-CLIFFS INC NEW	DBCV 1.500% 1/1	185899AA9	16,851	8,607,000	PRN		OTR		0	0	8,607,000
CLIMATE CHANGE CRISIS REAL I	UNIT 99/99/9999	18716C209	2,138	200,000	SH		OTR		0	200,000	0
CLOUDFLARE INC	CL A COM	18915M107	3,427	45,100	SH		OTR		0	45,100	0
CM LIFE SCIENCES INC	UNIT 09/01/2025	18978W208	29,000	2,500,000	SH		OTR		0	2,500,000	0
CME GROUP INC	COM	12572Q105	5,234	28,750	SH		OTR		0	28,750	0
COLFAX CORP	UNIT 01/15/2022T	194014205	2,662	16,476	SH		OTR		0	16,476	0
COLLECTIVE GROWTH CORP	*W EXP 04/30/202	19424L119	289	75,000	SH		OTR		0	75,000	0
COLONNADE ACQUISITION CORP	COM CL A	G2283K110	6,750	500,000	SH		OTR		0	500,000	0
CONCORD ACQUISITION CORP	UNIT 12/28/2025	206071201	9,588	930,000	SH		OTR		0	930,000	0
CONSONANCE HFW ACQUISITION C	UNIT 99/99/9999	G2445M129	1,571	150,000	SH		OTR		0	150,000	0
CORNER GROWTH ACQUISITION CO	UNIT 01/01/2027	G2425N121	13,585	1,300,000	SH		OTR		0	1,300,000	0
CRESCENT ACQUISITION CORP	*W EXP 03/08/202	22564L113	5,852	3,875,954	SH		OTR		0	3,875,954	0
CRESCENT ACQUISITION CORP	COM CL A	22564L105	6,859	656,410	SH		OTR		0	656,410	0
D R HORTON INC	COM	23331A109	930	13,500	SH		OTR		0	13,500	0
DANAHER CORPORATION	COM	235851102	7,209	32,452	SH		OTR		0	32,452	0
DATADOG INC	CL A COM	23804L103	796	8,088	SH		OTR		0	8,088	0
DBX ETF TR	XTRACK USD HIGH	233051432	141,732	2,829,553	SH		OTR		0	2,829,553	0
DD3 ACQUISITION CORP II	UNIT 99/99/9999	23318M209	4,200	400,000	SH		OTR		0	400,000	0
DELWINDS INS ACQUISITION COR	UNIT 99/99/9999	24803C201	10,200	1,000,000	SH		OTR		0	1,000,000	0
DESKTOP METAL INC	*W EXP 03/31/202	25058X113	324	67,361	SH		OTR		0	67,361	0
DESKTOP METAL INC	COM CL A	25058X105	1,720	100,000	SH		OTR		0	100,000	0
DEXCOM INC	COM	252131107	555	1,500	SH		OTR		0	1,500	0
DIGITAL MEDIA SOLUTIONS INC	*W EXP 07/15/202	25401G114	3,863	2,550,000	SH		OTR		0	2,550,000	0
DMY TECHNOLOGY GROUP INC II	COM CL A	233277102	20,228	1,149,999	SH		OTR		0	1,149,999	0
DMY TECHNOLOGY GROUP INC III	UNIT 99/99/9999	233278209	21,660	1,900,000	SH		OTR		0	1,900,000	0
DOMINION ENERGY INC	COM	25746U109	427	5,682	SH		OTR		0	5,682	0
DRAGONEER GROWTH OPPORTUN CO	UNIT 08/18/2027	G28302126	10,493	750,000	SH		OTR		0	750,000	0
DRAGONEER GROWTH OPPTY CORP	SHS CL A	G28314105	5,710	500,000	SH		OTR		0	500,000	0
DUDDELL STREET ACQUISITN COR	UNIT 10/21/2025	G28553124	7,512	704,000	SH		OTR		0	704,000	0
DUN & BRADSTREET HLDGS INC	COM	26484T106	56,591	2,272,727	SH		OTR		0	2,272,727	0
DUNE ACQUISITION CORP	UNIT 10/29/2027	265334201	5,125	500,000	SH		OTR		0	500,000	0
EDTECHX HOLDINGS ACQU CORP I	UNIT 08/31/2027	28139A201	2,580	250,000	SH		OTR		0	250,000	0
ENPHASE ENERGY INC	COM	29355A107	3,316	18,900	SH		OTR		0	18,900	0
EQUITY DISTR ACQUISITION COR	UNIT 99/99/9999	29465E205	25,028	2,350,000	SH		OTR		0	2,350,000	0
ESSENTIAL UTILS INC	UNIT 04/30/2022	29670G201	322	5,292	SH		OTR		0	5,292	0
ETSY INC	COM	29786A106	2,802	15,750	SH		OTR		0	15,750	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	6,823	5,214,000	PRN		OTR		0	0	5,214,000
EXCHANGE TRADED CONCEPTS TR	ROBO GLB ETF	301505707	806	13,233	SH		OTR		0	13,233	0
FALCON CAPITAL ACQUISITN COR	UNIT 08/20/2027	30606L207	8,544	800,000	SH		OTR		0	800,000	0
FALCON MINERALS CORP	*W EXP 07/21/202	30607B208	555	3,806,877	SH		OTR		0	3,806,877	0
FAR PEAK ACQUISITION CORP	UNIT 99/99/9999	G3312L129	25,875	2,500,000	SH		OTR		0	2,500,000	0
FINSERV ACQUISITION CORP	*W EXP 12/31/202	318085115	349	100,000	SH		OTR		0	100,000	0
FINTECH ACQUISITION CORP IV	UNIT 12/31/2025	31810N302	17,895	1,500,000	SH		OTR		0	1,500,000	0
FINTECH ACQUISITION CORP V	UNIT 99/99/9999	31810Q305	16,005	1,500,000	SH		OTR		0	1,500,000	0
FIRST TR EXCHANGE-TRADED FD	GBL WND ENRG ETF	33736G106	466	20,000	SH		OTR		0	20,000	0
FIRSTMARK HORIZON ACQUISITIO	UNIT 99/99/9999	33765Y200	10,260	900,000	SH		OTR		0	900,000	0
FISKER INC	CL A COM STK	33813J106	1,465	100,000	SH		OTR		0	100,000	0
FOLEY TRASIMENE ACQUISITION	COM CL A	344328109	18,875	1,250,000	SH		OTR		0	1,250,000	0
FOLEY TRASIMENE ACQUISTN COR	COM CL A	34431F104	19,006	1,700,000	SH		OTR		0	1,700,000	0
FOLEY TRASIMENE ACQUISTN COR	UNIT 99/99/9999	34431F203	35,405	2,975,228	SH		OTR		0	2,975,228	0
FOREST ROAD ACQUISITION CORP	UNIT 99/99/9999	34619R201	7,350	700,000	SH		OTR		0	700,000	0
FORUM MERGER III CORP	COM CL A	349885103	2,708	200,000	SH		OTR		0	200,000	0
FRAZIER LIFESCIENCES ACQU CO	UNIT 12/09/2025	G3710A121	1,038	100,000	SH		OTR		0	100,000	0
FTAC OLYMPUS ACQUISITION COR	CL A SHS	G37288100	11,330	1,100,000	SH		OTR		0	1,100,000	0
FTAC OLYMPUS ACQUISITION COR	UNIT 08/24/2025	G37288118	20,009	1,840,712	SH		OTR		0	1,840,712	0
FTS INTERNATIONAL INC	COM NEW CL A	30283W302	1,471	76,600	SH		OTR		0	76,600	0
GCM GROSVENOR INC	*W EXP 11/17/202	36831E116	9,457	5,264,314	SH		OTR		0	5,264,314	0
GFL ENVIRONMENTAL INC	UNIT 99/99/9999T	36168Q120	13,644	193,638	SH		OTR		0	193,638	0
GIGCAPITAL2 INC	*W EXP 02/28/202	375036118	1,016	518,597	SH		OTR		0	518,597	0
GIGCAPITAL2 INC	COM	375036100	2,738	250,000	SH		OTR		0	250,000	0
GLOBAL BLUE GROUP HOLDING AG	*W EXP 08/28/202	H33700115	970	591,656	SH		OTR		0	591,656	0
GLOBAL X FDS	ARTIFICIAL ETF	37954Y632	463	17,033	SH		OTR		0	17,033	0
GLOBAL X FDS	GLOBAL X URANIUM	37954Y871	598	39,030	SH		OTR		0	39,030	0
GLOBAL X FDS	LITHIUM BTRY ETF	37954Y855	268	4,333	SH		OTR		0	4,333	0
GLOBAL X FDS	RBTCS ARTFL INTE	37954Y715	773	23,316	SH		OTR		0	23,316	0
GLRY STR NW MDIA GRUP HLDG L	*W EXP 02/13/202	G39973113	421	5,236,990	SH		OTR		0	5,236,990	0
GO ACQUISITION CORP	UNIT 08/31/2027	362019200	13,288	1,250,000	SH		OTR		0	1,250,000	0
GOLDEN FALCON ACQUISITION CO	UNIT 99/99/9999	38102H208	4,264	410,000	SH		OTR		0	410,000	0
GOLDEN NUGGET ONLINE GAMIN	COM CL A	38113L107	5,319	270,000	SH		OTR		0	270,000	0
GORES HOLDINGS VI INC	UNIT 08/24/2027	38286R204	4,611	435,000	SH		OTR		0	435,000	0
GOSSAMER BIO INC	NOTE 5.000% 6/0	38341PAA0	4,513	4,982,000	PRN		OTR		0	0	4,982,000
GRANITE CONSTR INC	NOTE 2.750%11/0	387328AB3	4,463	4,100,000	PRN		OTR		0	0	4,100,000
GS ACQUISITION HLDGS CORP II	*W EXP 06/30/202	36258Q113	365	142,700	SH		OTR		0	142,700	0
GS ACQUISITION HLDGS CORP II	COM CL A	36258Q105	17,440	1,600,000	SH		OTR		0	1,600,000	0
GS ACQUISITION HLDGS CORP II	UNIT 99/99/9999	36258Q204	7,410	650,000	SH		OTR		0	650,000	0
GUARDANT HEALTH INC	COM	40131M109	363	2,813	SH		OTR		0	2,813	0
GX ACQUISITION CORP	COM CL A	36251A107	14,483	1,316,673	SH		OTR		0	1,316,673	0
H I G ACQUISITION CORP	UNIT 99/99/9999	G44898115	26,075	2,500,000	SH		OTR		0	2,500,000	0
HEALTH ASSURN ACQUISITION CO	UNIT 99/99/9999	42226W208	3,857	350,000	SH		OTR		0	350,000	0
HELIX ACQUISITION CORP	COM CL A	G4444C102	1,706	150,000	SH		OTR		0	150,000	0
HIGHCAPE CAP ACQUISITION COR	UNIT 09/30/2027	42984L204	4,644	450,000	SH		OTR		0	450,000	0
HIGHLAND TRANSCEND PARTNERS	UNIT 99/99/9999	G44690116	18,900	1,800,000	SH		OTR		0	1,800,000	0
HORIZON ACQUISITION CORP	COM CL A	G46049105	2,756	275,000	SH		OTR		0	275,000	0
HORIZON ACQUISITION CORP	UNIT 99/99/9999	G46049121	21,719	2,056,710	SH		OTR		0	2,056,710	0
HORIZON ACQUISITION CORPORAT	UNIT 99/99/9999	G46044122	10,740	1,000,000	SH		OTR		0	1,000,000	0
HSBC HLDGS PLC	SPON ADR NEW	404280406	4,124	159,152	SH		OTR		0	159,152	0
HUDSON EXECUTIVE INVT CORP	COM CL A	443761101	1,081	100,000	SH		OTR		0	100,000	0
HUDSON EXECUTIVE INVT CORP	UNIT 06/21/2025	443761200	2,876	252,289	SH		OTR		0	252,289	0
HUMANCO ACQUISITION CORP	UNIT 12/08/2023	44487N208	5,627	510,577	SH		OTR		0	510,577	0
IG ACQUISITION CORP	UNIT 10/05/2027	449534205	10,810	1,000,000	SH		OTR		0	1,000,000	0
INSEEGO CORP	NOTE 3.250% 5/0	45782BAD6	2,668	2,000,000	PRN		OTR		0	0	2,000,000
INSIGHT ENTERPRISES INC	NOTE 0.750% 2/1	45765UAB9	20,606	16,225,000	PRN		OTR		0	0	16,225,000
INSU ACQUISITION CORP II	COM CL A	457821106	7,264	467,120	SH		OTR		0	467,120	0
INSU ACQUISITION CORP III	UNIT 12/31/2026	457817302	10,570	1,000,000	SH		OTR		0	1,000,000	0
INTERNATIONAL FLAVORS&FRAGRA	UNIT 09/15/2021	459506309	2,261	55,366	SH		OTR		0	55,366	0
INTERPRIVATE ACQUISITION COR	*W EXP 10/24/202	46064A111	2,500	609,750	SH		OTR		0	609,750	0
INTERPRIVATE ACQUISITION COR	COM	46064A103	15,361	1,056,480	SH		OTR		0	1,056,480	0
INTERPRIVATE ACQUISITION COR	UNIT 10/29/2024	46064A202	5,498	331,188	SH		OTR		0	331,188	0
INTREXON CORP	NOTE 3.500% 7/0	46122TAA0	2,498	3,045,000	PRN		OTR		0	0	3,045,000
INVESCO EXCH TRADED FD TR II	FNDMNTL HY CRP	46138E719	5,633	289,747	SH		OTR		0	289,747	0
INVESCO EXCH TRADED FD TR II	MSCI GBL TIMBR	46138E545	340	10,114	SH		OTR		0	10,114	0
INVESCO EXCH TRADED FD TR II	S&P GBL WATER	46138E263	994	21,230	SH		OTR		0	21,230	0
INVESCO EXCH TRADED FD TR II	SOLAR ETF	46138G706	562	5,473	SH		OTR		0	5,473	0
INVESCO EXCH TRD SLF IDX FD	BULSHS 2021 HY	46138J809	1,038	44,939	SH		OTR		0	44,939	0
INVESCO EXCH TRD SLF IDX FD	BULSHS 2022 HY	46138J874	8,471	362,919	SH		OTR		0	362,919	0
INVESCO EXCH TRD SLF IDX FD	BULSHS 2024 HY	46138J833	1,706	68,456	SH		OTR		0	68,456	0
INVESCO EXCHANGE TRADED FD T	CLEANTECH ETF	46137V407	706	9,394	SH		OTR		0	9,394	0
ION ACQUISITION CORP 1 LTD	UNIT 99/99/9999	G49392122	3,322	275,000	SH		OTR		0	275,000	0
IQIYI INC	NOTE 4.000%12/1	46267XAE8	13,568	13,700,000	PRN		OTR		0	0	13,700,000
ISHARES INC	MSCI BRAZIL ETF	464286400	8,063	217,500	SH		OTR		0	217,500	0
ISHARES INC	MSCI BRAZIL ETF	464286400	40,036	1,080,000	SH	Call	OTR		0	1,080,000	0
ISHARES SILVER TR	ISHARES	46428Q109	614	25,000	SH		OTR		0	25,000	0
ISHARES TR	20 YR TR BD ETF	464287432	4,574	29,000	SH	Put	OTR		0	29,000	0
ISHARES TR	BROAD USD HIGH	46435U853	35,406	858,113	SH		OTR		0	858,113	0
ISHARES TR	GL TIMB FORE ETF	464288174	319	4,008	SH		OTR		0	4,008	0
ISHARES TR	IBOXX HI YD ETF	464288513	221,159	2,533,322	SH		OTR		0	2,533,322	0
ISHARES TR	IBOXX HI YD ETF	464288513	35,933	411,600	SH	Put	OTR		0	411,600	0
ISHARES TR	IBOXX INV CP ETF	464287242	15,194	110,000	SH		OTR		0	110,000	0
ISHARES TR	IBOXX INV CP ETF	464287242	138,130	1,000,000	SH	Put	OTR		0	1,000,000	0
ISHARES TR	JPMORGAN USD EMG	464288281	257,940	2,225,350	SH		OTR		0	2,225,350	0
ISHARES TR	JPMORGAN USD EMG	464288281	114,751	990,000	SH	Call	OTR		0	990,000	0
ISHARES TR	LATN AMER 40 ETF	464287390	754	25,687	SH		OTR		0	25,687	0
ISHARES TR	MSCI ACWI EX US	464288240	530	10,000	SH		OTR		0	10,000	0
ISHARES TR	MSCI EAFE ETF	464287465	14,592	200,000	SH	Call	OTR		0	200,000	0
ISHARES TR	MSCI EMG MKT ETF	464287234	6,618	128,080	SH		OTR		0	128,080	0
ISHARES TR	MSCI EMG MKT ETF	464287234	95,641	1,851,000	SH	Call	OTR		0	1,851,000	0
ISHARES TR	MSCI EMG MKT ETF	464287234	7,751	150,000	SH	Put	OTR		0	150,000	0
ISHARES TR	MSCI UK ETF NEW	46435G334	8,787	300,000	SH	Call	OTR		0	300,000	0
ISHARES TR	RUSSELL 2000 ETF	464287655	872	4,450	SH		OTR		0	4,450	0
ISHARES TR	RUSSELL 2000 ETF	464287655	26,958	137,500	SH	Put	OTR		0	137,500	0
ISHARES TR	US HOME CONS ETF	464288752	2,892	51,820	SH		OTR		0	51,820	0
ITAU UNIBANCO HLDG S A	SPON ADR REP PFD	465562106	274	45,000	SH		OTR		0	45,000	0
JAWS ACQUISITION CORP	SHS	G50744104	3,611	269,300	SH		OTR		0	269,300	0
JAWS ACQUISITION CORP	UNIT 99/99/9999	G50744120	14,603	1,062,002	SH		OTR		0	1,062,002	0
JAWS SPITFIRE ACQUISITION CO	UNIT 99/99/9999	G50740128	5,525	500,000	SH		OTR		0	500,000	0
JIYA ACQUISITION CORP	COM CL A	47760M102	1,288	125,000	SH		OTR		0	125,000	0
JUNIPER INDL HLDGS INC	*W EXP 11/13/202	48205G114	1,049	569,921	SH		OTR		0	569,921	0
JUNIPER INDL HLDGS INC	COM CL A	48205G106	20,639	1,927,074	SH		OTR		0	1,927,074	0
KINS TECHNOLOGY GROUP INC	UNIT 10/14/2025	49714K208	2,058	200,000	SH		OTR		0	200,000	0
KKR & CO INC	COM	48251W104	1,732	42,784	SH		OTR		0	42,784	0
LANDCADIA HOLDINGS III INC	UNIT 99/99/9999	51476H209	39,095	3,500,000	SH		OTR		0	3,500,000	0
LANNETT CO INC	NOTE 4.500%10/0	51602UAC2	2,847	4,500,000	PRN		OTR		0	0	4,500,000
LEFTERIS ACQUISITION CORP	UNIT 11/01/2023	52470X208	5,420	500,000	SH		OTR		0	500,000	0
LEISURE ACQUISITION CORP	*W EXP 99/99/999	52539T115	2,173	2,750,477	SH		OTR		0	2,750,477	0
LF CAP ACQUISITION CORP	*W EXP 06/22/202	50200K116	9,422	4,856,892	SH		OTR		0	4,856,892	0
LGL SYS ACQUISITION CORP	*W EXP 11/12/202	50201G114	562	347,000	SH		OTR		0	347,000	0
LGL SYS ACQUISITION CORP	COM CL A	50201G106	2,125	210,000	SH		OTR		0	210,000	0
LGL SYS ACQUISITION CORP	UNIT 10/24/2024	50201G205	10,545	950,000	SH		OTR		0	950,000	0
LIV CAP ACQUISITION CORP	UNIT 99/99/9999	G5510C124	1,838	175,000	SH		OTR		0	175,000	0
LUMINAR TECHNOLOGIES INC	*W EXP 12/02/202	550424113	4,509	262,602	SH		OTR		0	262,602	0
LUX HEALTH TECH ACQUISITION	UNIT 11/30/2027	55068A209	14,375	1,250,000	SH		OTR		0	1,250,000	0
MARQUEE RAINE ACQUISITION CO	UNIT 12/01/2025	G58442115	5,415	500,000	SH		OTR		0	500,000	0
MERIDA MERGER CORP I	*W EXP 11/07/202	58953M114	505	505,093	SH		OTR		0	505,093	0
MONTES ARCHIMEDES ACQUISITIO	UNIT 09/30/2025	612657205	31,500	3,000,000	SH		OTR		0	3,000,000	0
MOTION ACQUISITION CORP	UNIT 10/14/2025	61980M206	4,248	400,000	SH		OTR		0	400,000	0
MOTIVE CAPITAL CORP	UNIT 99/99/9999	G6293A129	15,810	1,500,000	SH		OTR		0	1,500,000	0
MUDRICK CAPITAL ACQU CORP II	UNIT 99/99/9999	62477L206	10,310	1,000,000	SH		OTR		0	1,000,000	0
NAVSIGHT HLDGS INC	UNIT 99/99/9999	639358209	5,150	500,000	SH		OTR		0	500,000	0
NESCO HLDGS INC	COM	64083J104	1,106	150,000	SH		OTR		0	150,000	0
NEW FRONTIER HEALTH CORP	*W EXP 11/30/202	G6461G114	1,228	563,480	SH		OTR		0	563,480	0
NEW PROVIDENCE ACQUISITION	COM CL A	64822P106	10,864	800,000	SH		OTR		0	800,000	0
NEXTERA ENERGY INC	UNIT 09/01/2022S	65339F796	4,132	69,793	SH		OTR		0	69,793	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	4,080	80,256	SH		OTR		0	80,256	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F739	5,451	106,107	SH		OTR		0	106,107	0
NEXTERA ENERGY PARTNERS LP	COM UNIT PART IN	65341B106	671	10,000	SH	Put	OTR		0	10,000	0
NEXTGEN ACQUISITION CORP	UNIT 11/26/2020	G65305115	4,631	450,000	SH		OTR		0	450,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	80,999	23,837,000	PRN		OTR		0	0	23,837,000
NORTH MOUNTAIN MERGER CORP	UNIT 09/16/2025	661204206	12,227	1,138,500	SH		OTR		0	1,138,500	0
NORTHERN GENESIS ACQUISITION	COMMON STOCK	66516T104	2,667	150,000	SH		OTR		0	150,000	0
NORTHERN OIL AND GAS INC MN	COM	665531307	88	10,000	SH		OTR		0	10,000	0
NORTHERN STAR ACQUISITION CO	*W EXP 08/29/202	665742110	722	200,000	SH		OTR		0	200,000	0
NORTHERN STAR ACQUISITION CO	COM CL A	665742102	8,736	600,000	SH		OTR		0	600,000	0
NORTHERN STAR ACQUISITION CO	UNIT 08/29/2025	665742201	7,850	500,000	SH		OTR		0	500,000	0
NORWEGIAN CRUISE LINE HLDG L	SHS	G66721104	1,709	67,200	SH		OTR		0	67,200	0
NORWEGIAN CRUISE LINE HLDG L	SHS	G66721104	2,472	97,200	SH	Put	OTR		0	97,200	0
NOVUS CAP CORP	*W EXP 06/30/202	67012U116	2,111	456,824	SH		OTR		0	456,824	0
OAKTREE ACQUISITION CORP II	UNIT 09/15/2027	G6715X129	10,175	950,000	SH		OTR		0	950,000	0
OASIS PETROLEUM INC	COM NEW	674215207	299	8,076	SH		OTR		0	8,076	0
OMEROS CORP	NOTE 5.250% 2/1	682143AG7	1,828	1,709,000	PRN		OTR		0	0	1,709,000
OMNICHANNEL ACQUISITION CORP	UNIT 99/99/9999	68218L207	5,175	502,400	SH		OTR		0	502,400	0
ONE	UNIT 99/99/9999	G7000X113	14,225	1,250,000	SH		OTR		0	1,250,000	0
OPENDOOR TECHNOLOGIES INC	*W EXP 12/18/202	683712111	2,316	300,000	SH		OTR		0	300,000	0
OPENDOOR TECHNOLOGIES INC	COM	683712103	4,546	200,000	SH		OTR		0	200,000	0
OSPREY TECHNLGY AQUISTION CO	*W EXP 10/30/202	68839R120	3,372	2,294,002	SH		OTR		0	2,294,002	0
OSPREY TECHNLGY AQUISTION CO	COM CL A	68839R104	8,930	852,887	SH		OTR		0	852,887	0
OTR ACQUISITION CORP	UNIT 10/01/2025	67113Q204	1,049	100,000	SH		OTR		0	100,000	0
PANACEA ACQUISITION CORP	UNIT 99/99/9999	698102209	2,552	200,000	SH		OTR		0	200,000	0
PARTS ID INC	COM CL A	702141102	3,660	575,509	SH		OTR		0	575,509	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	10,343	9,673,000	PRN		OTR		0	0	9,673,000
PG&E CORP	UNIT 99/99/9999	69331C140	43,321	353,772	SH		OTR		0	353,772	0
PINE IS ACQUISITION CORP	UNIT 99/99/9999	722615200	10,104	980,000	SH		OTR		0	980,000	0
POPULATION HEALTH INVS CO IN	UNIT 99/99/9999	G71716123	2,090	200,000	SH		OTR		0	200,000	0
PORCH GROUP INC	COM	733245104	4,332	303,540	SH		OTR		0	303,540	0
PRIME IMPACT ACQUISITION I	UNIT 10/01/2030	G61074111	4,244	400,000	SH		OTR		0	400,000	0
PRIORITY TECHNOLOGY HLDGS IN	COM	74275G107	1,868	265,332	SH		OTR		0	265,332	0
PROPERTY SOLUTIONS ACQUISITI	*W EXP 03/20/202	74348Q116	2,807	2,673,691	SH		OTR		0	2,673,691	0
PROPERTY SOLUTIONS ACQUISITI	COM	74348Q108	10,000	1,000,000	SH		OTR		0	1,000,000	0
PROPERTY SOLUTIONS ACQUISITI	UNIT 03/30/2027	74348Q207	11,747	1,065,028	SH		OTR		0	1,065,028	0
PROPTECH INVESTMENT CORP II	UNIT 99/99/9999	743497208	5,315	500,000	SH		OTR		0	500,000	0
QUANTUMSCAPE CORP	*W EXP 11/25/202	74767V117	5,282	139,000	SH		OTR		0	139,000	0
REDBALL ACQUISITION CORP	UNIT 99/99/9999	G7417R121	5,780	500,000	SH		OTR		0	500,000	0
REINVENT TECHNOLOGY PARTNERS	UNIT 99/99/9999	G7483N111	3,675	300,000	SH		OTR		0	300,000	0
REINVENT TECHNOLOGY PARTNERS	UNIT 99/99/9999	G74847123	2,276	200,000	SH		OTR		0	200,000	0
REPLAY ACQUISITION CORP	*W EXP 03/01/202	G75130115	2,421	1,311,360	SH		OTR		0	1,311,360	0
REPLAY ACQUISITION CORP	COM	G75130107	7,840	753,822	SH		OTR		0	753,822	0
REVIVA PHARMACEUTCLS HLDGS I	*W EXP 12/25/202	76152G118	824	1,220,600	SH		OTR		0	1,220,600	0
REVOLUTION ACCELERTN ACQU CO	UNIT 12/01/2025	76156P205	8,328	800,000	SH		OTR		0	800,000	0
RIBBIT LEAP LTD	UNIT 99/99/9999	G7552B121	5,241	350,100	SH		OTR		0	350,100	0
RMG ACQUISITION CORP II	UNIT 12/09/2025	G76083115	13,380	1,200,000	SH		OTR		0	1,200,000	0
ROYAL CARIBBEAN GROUP	COM	V7780T103	986	13,200	SH		OTR		0	13,200	0
ROYAL CARIBBEAN GROUP	COM	V7780T103	986	13,200	SH	Put	OTR		0	13,200	0
RUSH STREET INTERACTIVE INC	*W EXP 02/21/202	782011118	2,815	367,500	SH		OTR		0	367,500	0
RUSH STREET INTERACTIVE INC	*W EXP 02/21/202	782011118	1,417	333,333	SH		OTR		0	333,333	0
RUSH STREET INTERACTIVE INC	COM	782011100	16,995	785,000	SH		OTR		0	785,000	0
SANDBRIDGE ACQUISITION CORP	UNIT 99/99/9999	799793203	15,450	1,500,000	SH		OTR		0	1,500,000	0
SC HEALTH CORP	*W EXP 99/99/999	G78516401	25	18,420	SH		OTR		0	18,420	0
SCION TECH GROWTH I	UNIT 12/17/2025	G31067120	15,480	1,500,000	SH		OTR		0	1,500,000	0
SCVX CORP	*W EXP 01/24/202	G79448117	255	150,000	SH		OTR		0	150,000	0
SCVX CORP	COM	G79448208	515	50,000	SH		OTR		0	50,000	0
SCVX CORP	UNIT 99/99/9999	G79448109	5,313	469,800	SH		OTR		0	469,800	0
SELECT SECTOR SPDR TR	ENERGY	81369Y506	94,586	2,495,665	SH		OTR		0	2,495,665	0
SELECT SECTOR SPDR TR	ENERGY	81369Y506	32,215	850,000	SH	Call	OTR		0	850,000	0
SELECT SECTOR SPDR TR	ENERGY	81369Y506	83,380	2,200,000	SH	Put	OTR		0	2,200,000	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	20,383	302,200	SH	Call	OTR		0	302,200	0
SELECT SECTOR SPDR TR	SBI INT-FINL	81369Y605	79,735	2,704,700	SH	Call	OTR		0	2,704,700	0
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	2,257	36,002	SH		OTR		0	36,002	0
SENIOR CONNECT ACQUISITN COR	UNIT 12/09/2023	81723H207	8,747	850,000	SH		OTR		0	850,000	0
SHIFT TECHNOLOGIES INC	CL A	82452T107	5,181	626,428	SH		OTR		0	626,428	0
SHOPIFY INC	CL A	82509L107	1,020	901	SH		OTR		0	901	0
SILVER SPIKE ACQUISITION COR	*W EXP 08/02/202	G8136L114	819	250,000	SH		OTR		0	250,000	0
SILVER SPIKE ACQUISITION COR	CL A SHS	G8136L106	10,198	798,610	SH		OTR		0	798,610	0
SINA CORP	ORD	G81477104	48,949	1,155,000	SH		OTR		0	1,155,000	0
SIREN ETF TR	NSD NXGN ECO ETF	829658202	815	20,000	SH		OTR		0	20,000	0
SKILLZ INC	COM	83067L109	16,000	800,000	SH		OTR		0	800,000	0
SOC TELEMED INC	*W EXP 11/30/202	78472F119	782	640,776	SH		OTR		0	640,776	0
SOC TELEMED INC	COM CL A	78472F101	1,960	250,000	SH		OTR		0	250,000	0
SOCIAL CAPITAL HEDOSOPHA HLD	UNIT 99/99/9999	G8252P121	52,720	4,000,000	SH		OTR		0	4,000,000	0
SOCIAL CAPITAL HEDOSOPHA HLD	UNIT 99/99/9999	G82514129	26,334	1,800,000	SH		OTR		0	1,800,000	0
SOCIAL CAPITAL HEDOSOPHA HLD	UNIT 99/99/9999	G8251L121	63,153	4,891,808	SH		OTR		0	4,891,808	0
SOFTWARE ACQUISITN GRUP INC	UNIT 99/99/9999	83407F200	4,793	450,000	SH		OTR		0	450,000	0
SOUTH MTN MERGER CORP	UNIT 99/99/9999	838884203	41,170	2,227,500	SH		OTR		0	2,227,500	0
SOUTHERN CO	UNIT 08/01/2022	842587602	551	10,625	SH		OTR		0	10,625	0
SPARTAN ACQUISITION CORP II	UNIT 99/99/9999	846775203	7,560	700,000	SH		OTR		0	700,000	0
SPDR GOLD TR	GOLD SHS	78463V107	180,253	1,010,616	SH		OTR		0	1,010,616	0
SPDR GOLD TR	GOLD SHS	78463V107	48,157	270,000	SH	Call	OTR		0	270,000	0
SPDR GOLD TR	GOLD SHS	78463V107	68,847	386,000	SH	Put	OTR		0	386,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	7,478	20,000	SH		OTR		0	20,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	11,216	30,000	SH	Call	OTR		0	30,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	61,503	164,500	SH	Put	OTR		0	164,500	0
SPDR SER TR	S&P METALS MNG	78464A755	6,688	200,000	SH	Call	OTR		0	200,000	0
SPORTS ENTERTAINMENT ACQU CO	UNIT 99/99/9999	84918M205	7,525	700,000	SH		OTR		0	700,000	0
STABLE RD ACQUISITION CORP	COM CL A	85236Q109	3,392	188,878	SH		OTR		0	188,878	0
STANLEY BLACK & DECKER INC	COM	854502101	9,436	52,847	SH		OTR		0	52,847	0
STAR PEAK ENERGY TRANSITION	UNIT 99/99/9999	855185203	11,110	500,000	SH		OTR		0	500,000	0
SUPERNOVA PARTNERS ACQUISITI	UNIT 99/99/9999	86846V207	14,513	1,250,000	SH		OTR		0	1,250,000	0
TAILWIND ACQUISITION CORP	UNIT 09/07/2027	87403Q201	3,234	300,000	SH		OTR		0	300,000	0
TASEKO MINES LTD	COM	876511106	165	125,000	SH		OTR		0	125,000	0
TEEKAY CORPORATION	NOTE 5.000% 1/1	87900YAE3	1,888	2,211,000	PRN		OTR		0	0	2,211,000
TEKKORP DIGITAL ACQUISITN CO	UNIT 09/29/2027	G8739H122	10,750	1,000,000	SH		OTR		0	1,000,000	0
THAYER VENTURES ACQU CORP	UNIT 01/01/2030	88332T209	524	50,000	SH		OTR		0	50,000	0
THUNDER BRDG ACQUISTION II L	CL A SHS	G8857S116	19,830	1,500,000	SH		OTR		0	1,500,000	0
TIGA ACQUISITION CORP	UNIT 99/99/9999	G88672129	5,290	500,000	SH		OTR		0	500,000	0
TORTOISE ACQUISITION CORP II	UNIT 06/14/2027	G89554110	3,384	300,000	SH		OTR		0	300,000	0
TPG PACE BEN FIN CORP	UNIT 99/99/9999	G8990D109	6,800	250,000	SH		OTR		0	250,000	0
TPG PACE TECH OPPORTUNITIES	UNIT 99/99/9999	G8990Y111	5,680	500,000	SH		OTR		0	500,000	0
TREBIA ACQUISITION CORP	UNIT 99/99/9999	G9027T125	23,120	2,000,000	SH		OTR		0	2,000,000	0
TREPONT ACQUISITION CORP I	UNIT 99/99/9999	G9095M119	8,815	850,000	SH		OTR		0	850,000	0
TRIDENT ACQUISITIONS CORP	*W EXP 05/09/202	89615T114	346	151,000	SH		OTR		0	151,000	0
TS INNOVATION ACQUISITN CORP	UNIT 99/99/9999	87284T209	26,350	2,500,000	SH		OTR		0	2,500,000	0
TURMERIC ACQUISITION CORP	UNIT 10/08/2025	G9127T116	2,054	200,000	SH		OTR		0	200,000	0
TUSCAN HLDGS CORP	*W EXP 04/01/202	90069K112	714	150,000	SH		OTR		0	150,000	0
TUSCAN HLDGS CORP II	*W EXP 99/99/999	90070A111	747	312,500	SH		OTR		0	312,500	0
TUSCAN HLDGS CORP II	COM	90070A103	1,181	107,301	SH		OTR		0	107,301	0
TWC TECH HLDGS II CORP	UNIT 09/10/2025	90117G204	5,375	500,000	SH		OTR		0	500,000	0
UBER TECHNOLOGIES INC	COM	90353T100	377	7,400	SH		OTR		0	7,400	0
UNITED STATES STL CORP NEW	NOTE 5.000%11/0	912909AT5	19,047	12,650,000	PRN		OTR		0	0	12,650,000
URANIUM ENERGY CORP	COM	916896103	53	30,000	SH		OTR		0	30,000	0
VANECK VECTORS ETF TR	GOLD MINERS ETF	92189F106	11,166	310,000	SH	Call	OTR		0	310,000	0
VANECK VECTORS ETF TR	JP MORGAN MKTS	92189H300	16,096	483,805	SH		OTR		0	483,805	0
VANECK VECTORS ETF TR	RUSSIA ETF	92189F403	2,415	100,000	SH		OTR		0	100,000	0
VANECK VECTORS ETF TR	RUSSIA ETF	92189F403	6,158	255,000	SH	Call	OTR		0	255,000	0
VANECK VECTORS ETF TR	SEMICONDUCTOR ET	92189F676	1,035	4,740	SH		OTR		0	4,740	0
VANECK VECTORS ETF TR	VIDEO GAMING	92189F114	577	8,241	SH		OTR		0	8,241	0
VECTOR ACQUISITION CORP	UNIT 09/30/2027	G9442R100	21,500	2,000,000	SH		OTR		0	2,000,000	0
VESPER HEALTHCARE ACQSTN COR	COM CL A	92538T104	1,131	100,000	SH		OTR		0	100,000	0
VESPER HEALTHCARE ACQSTN COR	UNIT 99/99/9999	92538T203	21,210	1,750,000	SH		OTR		0	1,750,000	0
VG ACQUISITION CORP	UNIT 99/99/9999	G9446E121	18,000	1,500,000	SH		OTR		0	1,500,000	0
VPC IMPACT ACQUISITION HLDNG	UNIT 09/22/2025	G9441E126	4,280	400,000	SH		OTR		0	400,000	0
VY GLOBAL GROWTH	UNIT 99/99/9999	G9444H126	5,380	500,000	SH		OTR		0	500,000	0
WIX COM LTD	SHS	M98068105	1,578	6,314	SH		OTR		0	6,314	0
YELLOWSTONE ACQUISITION CO	UNIT 10/22/2025	98566K204	5,325	500,000	SH		OTR		0	500,000	0
YUCAIPA ACQUISITION CORP	UNIT 99/99/9999	G9879L121	16,320	1,600,000	SH		OTR		0	1,600,000	0
ZILLOW GROUP INC	NOTE 1.375% 9/0	98954MAG6	27,122	9,000,000	PRN		OTR		0	0	9,000,000
ZYNGA INC	CL A	98986T108	2,902	294,000	SH		OTR		0	294,000	0