Let ${mathcal B}_g(r)$ be the moduli space of triples of the form $(X,, K^{1/2}_X,, F)$, where $X$ is a compact connected Riemann surface of genus $g$, with $g, geq, 2$, $K^{1/2}_X$ is a theta characteristic on $X$, and $F$ is a stable vector bundle on $X$ of rank $r$ and degree zero. We construct a $T^*{mathcal B}_g(r)$--torsor ${mathcal H}_g(r)$ over ${mathcal B}_g(r)$. This generalizes on the one hand the torsor over the moduli space of stable vector bundles of rank $r$, on a fixed Riemann surface $Y$, given by the moduli space of holomorphic connections on the stable vector bundles of rank $r$ on $Y$, and on the other hand the torsor over the moduli space of Riemann surfaces given by the moduli space of Riemann surfaces with a projective structure. It is shown that ${mathcal H}_g(r)$ has a holomorphic symplectic structure compatible with the $T^*{mathcal B}_g(r)$--torsor structure. We also describe ${mathcal H}_g(r)$ in terms of the second order matrix valued differential operators. It is shown that ${mathcal H}_g(r)$ is identified with the $T^*{mathcal B}_g(r)$--torsor given by the sheaf of holomorphic connections on the theta line bundle over ${mathcal B}_g(r)$.
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