Head of Compliance

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 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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