0001567619-21-020437.txt : 20211115 0001567619-21-020437.hdr.sgml : 20211115 20211115161355 ACCESSION NUMBER: 0001567619-21-020437 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211115 DATE AS OF CHANGE: 20211115 EFFECTIVENESS DATE: 20211115 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: 211410734 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 09-30-2021 09-30-2021 BlueCrest Capital Management Ltd

GROUND FLOOR, HARBOUR REACH LA RUE DE CARTERET ST HELIER Y9 JE2 4HR

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10/20/2025 G66139117 15624 1575000 SH OTR 0 1575000 0 NORTH MOUNTAIN MERGER CORP UNIT 09/16/2025 661204206 11590 1138500 SH OTR 0 1138500 0 NORTHERN GENESIS ACQUISITION *W EXP 01/15/202 66516U119 232 216475 SH OTR 0 216475 0 NORTHERN GENESIS ACQUISITION COMMON STOCK 66516U101 6951 699999 SH OTR 0 699999 0 NORTHERN OIL AND GAS INC MN COM 665531307 856 40000 SH OTR 0 40000 0 NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 218 231707 SH OTR 0 231707 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 6818 699996 SH OTR 0 699996 0 NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 218 231707 SH OTR 0 231707 0 NORTHERN STAR INVEST CORP IV COM CL A 66575B101 1960 199996 SH OTR 0 199996 0 NOVAVAX INC COM NEW 670002401 498 2403 SH OTR 0 2403 0 NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 6162 600000 SH OTR 0 600000 0 NRG ENERGY INC COM NEW 629377508 171772 4206997 SH OTR 0 4206997 0 NRG ENERGY INC COM NEW 629377508 3062 75000 SH Call OTR 0 75000 0 NVIDIA CORPORATION COM 67066G104 3902 18834 SH OTR 0 18834 0 NXP SEMICONDUCTORS N V COM N6596X109 343 1750 SH OTR 0 1750 0 OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 2504 250000 SH OTR 0 250000 0 OLAPLEX HLDGS INC COM 679369108 5880 240000 SH OTR 0 240000 0 OMEGA ALPHA SPAC CL A G6749V107 3894 400000 SH OTR 0 400000 0 OMNICHANNEL ACQUISITION CORP UNIT 99/99/9999 68218L207 5174 502400 SH OTR 0 502400 0 ON SEMICONDUCTOR CORP COM 682189105 1316 28758 SH OTR 0 28758 0 OWLET INC COM CL A 69120X107 1118 200000 SH OTR 0 200000 0 PAR TECHNOLOGY CORP NOTE 1.500%10/1 698884AE3 5391 5000000 PRN OTR 0 0 5000000 PAYPAL HLDGS INC COM 70450Y103 1787 6866 SH OTR 0 6866 0 PELOTON INTERACTIVE INC CL A COM 70614W100 370 4250 SH OTR 0 4250 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 37327 610611 SH OTR 0 610611 0 PERFICIENT INC NOTE 1.250% 8/0 71375UAD3 51903 22874000 PRN OTR 0 0 22874000 PG&E CORP UNIT 99/99/9999 69331C140 21256 222342 SH OTR 0 222342 0 PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 127 115086 SH OTR 0 115086 0 PIONEER MERGER CORP CL A SHS G7S24C103 4495 452629 SH OTR 0 452629 0 PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 81 92200 SH OTR 0 92200 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 4870 500000 SH OTR 0 500000 0 PLAYSTUDIOS INC CLASS A COM 72815G108 912 200000 SH OTR 0 200000 0 PLUG POWER INC NOTE 3.750% 6/0 72919PAD5 50782 9925000 PRN OTR 0 0 9925000 PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 4950 500000 SH OTR 0 500000 0 PRUDENTIAL FINL INC COM 744320102 212 2016 SH OTR 0 2016 0 PWP FORWARD ACQUISITION CORP UNIT 03/10/2026 74709Q200 4965 500000 SH OTR 0 500000 0 RBC BEARINGS INC 5% CNV PFD SR A 75524B203 20278 181912 SH OTR 0 181912 0 RENOVACOR INC *W EXP 99/99/999 75989E114 200 250000 SH OTR 0 250000 0 REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 488 1220600 SH OTR 0 1220600 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 14820 1500000 SH OTR 0 1500000 0 RXR ACQUISITION CORP UNIT 01/01/2025 74981W206 6895 700000 SH OTR 0 700000 0 S&P GLOBAL INC COM 78409V104 499 1174 SH OTR 0 1174 0 SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 174 217955 SH OTR 0 217955 0 SANDBRIDGE X2 CORP COM CLASS A 799792106 5568 573448 SH OTR 0 573448 0 SCHWAB STRATEGIC TR SCHWAB FDT US LG 808524771 280 5185 SH OTR 0 5185 0 SCHWAB STRATEGIC TR US TIPS ETF 808524870 2039 32586 SH OTR 0 32586 0 SCVX CORP *W EXP 01/24/202 G79448117 120 149900 SH OTR 0 149900 0 SCVX CORP COM G79448208 497 50000 SH OTR 0 50000 0 SCVX CORP UNIT 99/99/9999 G79448109 4806 469800 SH OTR 0 469800 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 8112 8000000 PRN OTR 0 0 8000000 SELECT SECTOR SPDR TR ENERGY 81369Y506 25524 490000 SH Call OTR 0 490000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 15627 300000 SH Put OTR 0 300000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 6251 120000 SH OTR 0 120000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 492 13110 SH OTR 0 13110 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 27022 720000 SH Call OTR 0 720000 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1016 15902 SH OTR 0 15902 0 SHOPIFY INC CL A 82509L107 2306 1701 SH OTR 0 1701 0 SILVERBOX ENGAGED MERGER CO UNIT 03/31/2028 82836L200 12909 1300000 SH OTR 0 1300000 0 SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 6125 625000 SH OTR 0 625000 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 4905 500000 SH OTR 0 500000 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 6716 675000 SH OTR 0 675000 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 6669 675000 SH OTR 0 675000 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 10165 1001483 SH OTR 0 1001483 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G82514103 12607 1245742 SH OTR 0 1245742 0 SOFI TECHNOLOGIES INC COM 83406F102 748 47100 SH Call OTR 0 47100 0 SOFI TECHNOLOGIES INC COM 83406F102 317 19990 SH OTR 0 19990 0 SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 331 6831 SH OTR 0 6831 0 SOUTHERN CO COM 842587107 1934 31203 SH OTR 0 31203 0 SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 2461 241531 SH OTR 0 241531 0 SPDR GOLD TR GOLD SHS 78463V107 28082 171000 SH Call OTR 0 171000 0 SPDR GOLD TR GOLD SHS 78463V107 26604 162000 SH Put OTR 0 162000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 402018 936800 SH Call OTR 0 936800 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 7403 17250 SH OTR 0 17250 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 119816 279200 SH Put OTR 0 279200 0 SPDR SER TR BLOOMBERG BRCLYS 78468R622 1825 16685 SH OTR 0 16685 0 SPDR SER TR PORTFLI TIPS ETF 78464A656 1098 35294 SH OTR 0 35294 0 SPDR SER TR S&P OILGAS EXP 78468R556 9672 100000 SH Call OTR 0 100000 0 SPDR SER TR S&P REGL BKG 78464A698 10163 150000 SH Call OTR 0 150000 0 SQUARE INC CL A 852234103 1527 6368 SH OTR 0 6368 0 STANLEY BLACK & DECKER INC COM 854502101 5843 33328 SH OTR 0 33328 0 STERLING CHECK CORP COM 85917T109 2077 80000 SH OTR 0 80000 0 STEVANATO GROUP S P A ORD SHS T9224W109 884 34938 SH OTR 0 34938 0 SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 132 140000 SH OTR 0 140000 0 SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 733 75000 SH OTR 0 75000 0 SUPERNOVA PARTNERS ACQUISTN *W EXP 99/99/999 G8T86C121 140 175000 SH OTR 0 175000 0 SVF INVESTMENT CORP CL A SHS G8601L102 2440 250000 SH OTR 0 250000 0 SVF INVESTMENT CORP UNIT 12/20/2025 G8601L110 8698 875000 SH OTR 0 875000 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 3437 350000 SH OTR 0 350000 0 SVF INVESTMENT CORP 3 CL A SHS G8601N108 4915 500000 SH OTR 0 500000 0 SWITCHBACK II CORPORATION COM CL A G8633T115 10141 1018206 SH OTR 0 1018206 0 TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 334 575000 SH OTR 0 575000 0 TAILWIND ACQUISITION CORP COM CL A 87403Q102 1153 117928 SH OTR 0 117928 0 TASEKO MINES LTD COM 876511106 302 160000 SH OTR 0 160000 0 TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 6649 675000 SH OTR 0 675000 0 TECH AND ENERGY TRANSITION UNIT 03/31/2028 87823R201 3970 400000 SH OTR 0 400000 0 TEEKAY CORPORATION COM Y8564W103 275 75000 SH OTR 0 75000 0 TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 2216 2211000 PRN OTR 0 0 2211000 TEEKAY TANKERS LTD CL A Y8565N300 218 15000 SH OTR 0 15000 0 TESLA INC COM 88160R101 6412 8268 SH OTR 0 8268 0 THIMBLE POINT ACQUISITION CO *W EXP 02/04/202 88408P115 317 333333 SH OTR 0 333333 0 THIMBLE POINT ACQUISITION CO COM CL A 88408P107 9940 1000000 SH OTR 0 1000000 0 THOUGHTWORKS HOLDING INC COM 88546E105 1436 50000 SH OTR 0 50000 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/15/202 88605T118 100 133820 SH OTR 0 133820 0 TIGA ACQUISITION CORP UNIT 99/99/9999 G88672129 5220 500000 SH OTR 0 500000 0 TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 7000 700000 SH OTR 0 700000 0 TRAEGER INC COMMON STOCK 89269P103 523 25000 SH OTR 0 25000 0 TREBIA ACQUISITION CORP COM CL A G9027T109 21307 2150000 SH OTR 0 2150000 0 TREPONT ACQUISITION CORP I UNIT 99/99/9999 G9095M119 8713 850000 SH OTR 0 850000 0 TRICIDA INC NOTE 3.500% 5/1 89610FAB7 1513 3300000 PRN OTR 0 0 3300000 TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 383 562500 SH OTR 0 562500 0 TUSCAN HLDGS CORP II COM 90070A103 9605 950000 SH OTR 0 950000 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 4625 4425000 PRN OTR 0 0 4425000 TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 200 316980 SH OTR 0 316980 0 UGI CORP NEW UNIT 99/99/9999 902681113 742 7381 SH OTR 0 7381 0 UPHEALTH INC *W EXP 06/08/202 91532B119 98 214014 SH OTR 0 214014 0 UPSTART HLDGS INC COM 91680M107 777 2456 SH OTR 0 2456 0 URBAN ONE INC CL D NON VTG 91705J204 375 55000 SH OTR 0 55000 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 3978 135000 SH Call OTR 0 135000 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 23576 800000 SH OTR 0 800000 0 VANECK ETF TRUST JP MRGAN EM LOC 92189H300 11650 388721 SH OTR 0 388721 0 VANGUARD MALVERN FDS STRM INFPROIDX 922020805 7619 144911 SH OTR 0 144911 0 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 15143 183754 SH OTR 0 183754 0 VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 220 1435 SH OTR 0 1435 0 VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 237 2293 SH OTR 0 2293 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 10865 7000000 PRN OTR 0 0 7000000 VECTOIQ ACQUISITION CORP II UNIT 99/99/9999 92244F208 11108 1118646 SH OTR 0 1118646 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 7313 750000 SH OTR 0 750000 0 VIRGIN GROUP ACQUISIT CORP I UNIT 99/99/9999 G9460K110 5940 600000 SH OTR 0 600000 0 VOLTA INC COM CL A 92873V102 865 100000 SH OTR 0 100000 0 VPC IMPACT ACQU HOLDI III IN COM CL A 91835J108 2478 250000 SH OTR 0 250000 0 VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 100 74398 SH OTR 0 74398 0 WISDOMTREE TR US QTLY DIV GRT 97717X669 209 3546 SH OTR 0 3546 0 YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 500 471400 SH OTR 0 471400 0 YUCAIPA ACQUISITION CORP COM G9879L105 15808 1599999 SH OTR 0 1599999 0 ZENVIA INC CLASS A COM G9889V101 3444 250500 SH OTR 0 250500 0 ZSCALER INC COM 98980G102 339 1294 SH OTR 0 1294 0 Z-WORK ACQUISITION CORP UNIT 99/99/9999 98880C201 2478 250000 SH OTR 0 250000 0