0001567619-22-020029.txt : 20221114
0001567619-22-020029.hdr.sgml : 20221114
20221114161720
ACCESSION NUMBER: 0001567619-22-020029
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221114
DATE AS OF CHANGE: 20221114
EFFECTIVENESS DATE: 20221114
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: 221385640
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
09-30-2022
09-30-2022
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
11-14-2022
0
188
3376197
false
INFORMATION TABLE
2
form13fInfoTable.xml
AES CORP
UNIT 02/15/2024
00130H204
13625
154178
SH
OTR
0
154178
0
AFLAC INC
COM
001055102
11240
200000
SH
Put
OTR
0
200000
0
ALCOA CORP
COM
013872106
842
25000
SH
OTR
0
25000
0
ALPHABET INC
CAP STK CL A
02079K305
4891
51137
SH
OTR
0
51137
0
ALPHABET INC
CAP STK CL A
02079K305
13171
137700
SH
Call
OTR
0
137700
0
ALTC ACQUISITION CORP
COM CL A
02156V109
10736
1100000
SH
OTR
0
1100000
0
ALTIMETER GROWTH CORP 2
COM CL A
G0371B109
2923
295000
SH
OTR
0
295000
0
AMERICAN AIRLINES GROUP INC
NOTE 6.500% 7/0
02376RAF9
14155
14000000
PRN
OTR
0
0
14000000
AMERICAN ELEC PWR CO INC
COM
025537101
5202
60177
SH
OTR
0
60177
0
AMERICAN INTL GROUP INC
COM NEW
026874784
9496
200000
SH
Put
OTR
0
200000
0
ANGEL POND HOLDINGS CORP
SHS CL A
G0447J102
7373
750000
SH
OTR
0
750000
0
ANZU SPECIAL ACQUISITIN CORP
*W EXP 01/27/202
03737A119
13
200000
SH
OTR
0
200000
0
ANZU SPECIAL ACQUISITIN CORP
COM CL A
03737A101
2946
300000
SH
OTR
0
300000
0
ARGUS CAPITAL CORP
*W EXP 08/31/202
04026L113
32
211227
SH
OTR
0
211227
0
ARYA SCIENCES ACQUISITN CORP
CLASS A ORD SHS
G31658100
2453
250000
SH
OTR
0
250000
0
AVALARA INC
COM
05338G106
551
6000
SH
OTR
0
6000
0
AVISTA PUB ACQUISITION CORP
*W EXP 04/06/202
G07247128
50
100000
SH
OTR
0
100000
0
AVISTA PUB ACQUISITION CORP
CLASS A ORD SHS
G07247102
9598
940514
SH
OTR
0
940514
0
BECTON DICKINSON & CO
COM
075887109
1667
7479
SH
OTR
0
7479
0
BIOMX INC
*W EXP 10/28/202
09090D111
3
80605
SH
OTR
0
80605
0
BIOTE CORP
*W EXP 05/26/202
090683111
87
254745
SH
OTR
0
254745
0
BOOKING HOLDINGS INC
COM
09857L108
1147
698
SH
OTR
0
698
0
BOSTON SCIENTIFIC CORP
5.50% CNV PFD A
101137206
1325
13090
SH
OTR
0
13090
0
BROADMARK RLTY CAP INC
*W EXP 11/15/202
11135B118
865
15147348
SH
OTR
0
15147348
0
BROOGE ENERGY LTD
*W EXP 12/20/202
G1611B115
2999
11108579
SH
OTR
0
11108579
0
BROOGE ENERGY LTD
SHS
G1611B107
1575
202973
SH
OTR
0
202973
0
CABLE ONE INC
NOTE 1.125% 3/1
12685JAG0
972
1352000
PRN
OTR
0
0
1352000
CALIFORNIA RES CORP
COM STOCK
13057Q305
5042
131198
SH
OTR
0
131198
0
CALLON PETE CO DEL
COM
13123X508
3619
103378
SH
OTR
0
103378
0
CARNIVAL CORP
COMMON STOCK
143658300
70
10000
SH
Put
OTR
0
10000
0
CBOE GLOBAL MKTS INC
COM
12503M108
3228
27500
SH
OTR
0
27500
0
CC NEUBERGER PRINCIPAL HOLDN
*W EXP 99/99/999
G1992N126
27
150000
SH
OTR
0
150000
0
CENTURY ALUM CO
NOTE 2.750% 5/0
156431AQ1
3449
5473000
PRN
OTR
0
0
5473000
CHORD ENERGY CORPORATION
COM NEW
674215207
9670
70706
SH
OTR
0
70706
0
CHURCHILL CAPITAL CORP V
*W EXP 10/29/202
17144T115
24
282435
SH
OTR
0
282435
0
CHURCHILL CAPITAL CORP VII
*W EXP 02/29/202
17144M110
16
115000
SH
OTR
0
115000
0
CLARIVATE PLC
5.25% PFD CONV A
G21810208
3220
75509
SH
OTR
0
75509
0
COHERENT CORP
6% CONV PFD A
19247G206
1061
6781
SH
OTR
0
6781
0
CORSAIR PARTNERING CORP
UNIT 99/99/9999
G2540H124
10835
1100000
SH
OTR
0
1100000
0
CRITEO S A
SPONS ADS
226718104
61088
2260000
SH
OTR
0
2260000
0
CROWN PROPTECH ACQUISITIONS
SHS CL A
G25741102
8153
821912
SH
OTR
0
821912
0
DANAHER CORPORATION
COM
235851102
16862
65284
SH
OTR
0
65284
0
DIGITAL MEDIA SOLUTIONS INC
*W EXP 07/15/202
25401G114
402
1501927
SH
OTR
0
1501927
0
DISNEY WALT CO
COM
254687106
924
9800
SH
OTR
0
9800
0
DMY TECHNOLOGY GROUP INC VI
*W EXP 99/99/999
233247113
35
72980
SH
OTR
0
72980
0
DMY TECHNOLOGY GROUP INC VI
CL A COM
233247105
2094
210200
SH
OTR
0
210200
0
DRAGONEER GROWTH OPT CORP II
CL A SHS
G28315102
7832
800000
SH
OTR
0
800000
0
EARTHSTONE ENERGY INC
CL A
27032D304
2348
190575
SH
OTR
0
190575
0
ELANCO ANIMAL HEALTH INC
UNIT 02/01/2023
28414H202
793
37935
SH
OTR
0
37935
0
ENERPLUS CORP
COM
292766102
5767
406956
SH
OTR
0
406956
0
EPR PPTYS
PFD C CV 5.75%
26884U208
567
32822
SH
OTR
0
32822
0
ESPERION THERAPEUTICS INC NE
NOTE 4.000%11/1
29664WAB1
2726
4850000
PRN
OTR
0
0
4850000
EXACT SCIENCES CORP
NOTE 0.375% 3/0
30063PAC9
1599
2500000
PRN
OTR
0
0
2500000
FAST RADIUS INC
*W EXP 02/11/202
31187R118
3
102352
SH
OTR
0
102352
0
FIFTH WALL ACQUISITN CORP II
CLASS A ORD SHS
G34142102
5904
600000
SH
OTR
0
600000
0
FINTECH ACQUISITION CORP VI
*W EXP 03/31/202
31811H114
3
62500
SH
OTR
0
62500
0
FINTECH ACQUISITION CORP VI
UNIT 06/24/2026
31811H205
8432
850000
SH
OTR
0
850000
0
FOXO TECHNOLOGIES INC
*W EXP 08/01/202
351471115
272
2715542
SH
OTR
0
2715542
0
FTAC HERA ACQUISITION CORP
*W EXP 02/28/202
G3728Y111
13
150000
SH
OTR
0
150000
0
GELESIS HLDGS INC
*W EXP 01/13/202
36850R113
29
575000
SH
OTR
0
575000
0
GFL ENVIRONMENTAL INC
UNIT 03/15/2023
36168Q120
22401
387562
SH
OTR
0
387562
0
GLOBAL CORD BLOOD CORPORATIO
SHS
G39342103
2237
748889
SH
OTR
0
748889
0
GLOBAL PARTNER ACQISTN CORP
*W EXP 01/14/202
G3934P128
5
83334
SH
OTR
0
83334
0
GOLDEN FALCON ACQUISITION CO
CL A
38102H109
1144
115000
SH
OTR
0
115000
0
GORES HLDGS VIII INC
CL A
382863108
29610
3000000
SH
OTR
0
3000000
0
GORES TECHNOLOGY PARTNERS IN
CLASS A COM
382870103
1056
107500
SH
OTR
0
107500
0
GOSSAMER BIO INC
NOTE 5.000% 6/0
38341PAA0
2072
2000000
PRN
OTR
0
0
2000000
GROUP NINE ACQUISITION CORP
*W EXP 01/15/202
39947R112
10
166666
SH
OTR
0
166666
0
HUMANCO ACQUISITION CORP
*W EXP 99/99/999
44487N117
2
15470
SH
OTR
0
15470
0
HUMANCO ACQUISITION CORP
UNIT 12/08/2023
44487N208
4985
500000
SH
OTR
0
500000
0
INFINERA CORP
COM
45667G103
146
30100
SH
Call
OTR
0
30100
0
INFINERA CORP
DEBT 3.750% 8/0
45667GAF0
4059
4075000
PRN
OTR
0
0
4075000
INNOVATE CORP
NOTE 7.500% 8/0
404139AG2
857
1333000
PRN
OTR
0
0
1333000
INSIGHT ENTERPRISES INC
NOTE 0.750% 2/1
45765UAB9
23714
18505000
PRN
OTR
0
0
18505000
INSU ACQUISITION CORP III
*W EXP 12/31/202
457817112
17
420289
SH
OTR
0
420289
0
INTERPRIVATE II ACQUISITION
UNIT 99/99/9999
46064Q207
3936
400000
SH
OTR
0
400000
0
INTERPRIVATE III FINANCIAL P
COM CL A
46064R106
3916
400000
SH
OTR
0
400000
0
INTERPRIVATE IV INFRATECH PR
UNIT 03/05/2026
46064T201
3924
400000
SH
OTR
0
400000
0
INTREPID POTASH INC
COM
46121Y201
1088
27500
SH
OTR
0
27500
0
INVESCO EXCHANGE TRADED FD T
DYNMC ENRG EXP
46137V761
1781
64638
SH
OTR
0
64638
0
INVESCO QQQ TR
UNIT SER 1
46090E103
352249
1318000
SH
Call
OTR
0
1318000
0
INVESCO QQQ TR
UNIT SER 1
46090E103
152739
571500
SH
Put
OTR
0
571500
0
INVESCO QQQ TR
UNIT SER 1
46090E103
49969
186968
SH
OTR
0
186968
0
ISHARES INC
MSCI BRAZIL ETF
464286400
13334
450000
SH
Put
OTR
0
450000
0
ISHARES INC
MSCI BRAZIL ETF
464286400
4445
150000
SH
OTR
0
150000
0
ISHARES TR
CHINA LG-CAP ETF
464287184
12284
475000
SH
Call
OTR
0
475000
0
ISHARES TR
FLTG RATE NT ETF
46429B655
6439
128091
SH
OTR
0
128091
0
ISHARES TR
IBOXX HI YD ETF
464288513
48545
680000
SH
Put
OTR
0
680000
0
ISHARES TR
IBOXX HI YD ETF
464288513
8031
112500
SH
Call
OTR
0
112500
0
ISHARES TR
IBOXX HI YD ETF
464288513
5511
77200
SH
OTR
0
77200
0
ISHARES TR
IBOXX INV CP ETF
464287242
8401
82000
SH
Put
OTR
0
82000
0
ISHARES TR
IBOXX INV CP ETF
464287242
102450
1000000
SH
Call
OTR
0
1000000
0
ISHARES TR
IBOXX INV CP ETF
464287242
9522
92940
SH
OTR
0
92940
0
ISHARES TR
JPMORGAN USD EMG
464288281
4764
60000
SH
OTR
0
60000
0
ISHARES TR
JPMORGAN USD EMG
464288281
59550
750000
SH
Call
OTR
0
750000
0
ISHARES TR
JPMORGAN USD EMG
464288281
50816
640000
SH
Put
OTR
0
640000
0
ISHARES TR
MSCI EAFE ETF
464287465
1120
20000
SH
Call
OTR
0
20000
0
ISHARES TR
MSCI EAFE ETF
464287465
9522
170000
SH
Put
OTR
0
170000
0
ISHARES TR
MSCI EAFE ETF
464287465
2862
51100
SH
OTR
0
51100
0
ISHARES TR
MSCI EMG MKT ETF
464287234
2093
60000
SH
Put
OTR
0
60000
0
ISHARES TR
MSCI EMG MKT ETF
464287234
2965
85000
SH
OTR
0
85000
0
ISHARES TR
MSCI EMG MKT ETF
464287234
69760
2000000
SH
Call
OTR
0
2000000
0
ISHARES TR
MSCI UK ETF NEW
46435G334
524
20000
SH
OTR
0
20000
0
ISHARES TR
RUSSELL 2000 ETF
464287655
845
5124
SH
OTR
0
5124
0
ISHARES TR
RUSSELL 2000 ETF
464287655
10852
65800
SH
Put
OTR
0
65800
0
ISHARES TR
TIPS BD ETF
464287176
94410
900000
SH
Call
OTR
0
900000
0
JACK CREEK INVESTMENT CORP
CL A SHS
G4989X115
7463
750000
SH
OTR
0
750000
0
KAIROS ACQUISITION CORP
*W EXP 11/30/202
G52110106
9
300000
SH
OTR
0
300000
0
KAIROS ACQUISITION CORP
CL A SHS
G52110114
4876
490000
SH
OTR
0
490000
0
KHOSLA VENTURES ACQUISITION
CL A
482504107
2691
274600
SH
OTR
0
274600
0
KHOSLA VENTURES ACQUT CO III
COM CL A
482506102
4890
500000
SH
OTR
0
500000
0
KKR & CO INC
6% MCONV PFD C
48251W401
3165
58150
SH
OTR
0
58150
0
LANNETT CO INC
NOTE 4.500%10/0
51602UAC2
357
2975000
PRN
OTR
0
0
2975000
LDH GROWTH CORP I
UNIT 03/17/2026
G54094118
1980
200000
SH
OTR
0
200000
0
LEAD EDGE GROWTH OPRTUNTS LT
*W EXP 04/01/202
G54085116
2
37500
SH
OTR
0
37500
0
LEO HLDGS CORP II
*W EXP 01/07/202
G5463R128
3
125000
SH
OTR
0
125000
0
LOCKHEED MARTIN CORP
COM
539830109
2897
7500
SH
OTR
0
7500
0
MAGNUM OPUS ACQUISITION LTD
SHS CL A
G5S70A104
4789
482300
SH
OTR
0
482300
0
MATADOR RES CO
COM
576485205
9715
198582
SH
OTR
0
198582
0
METLIFE INC
COM
59156R108
18842
310000
SH
Put
OTR
0
310000
0
MFA FINL INC
COM
55272X607
2680
344497
SH
OTR
0
344497
0
MICRON TECHNOLOGY INC
COM
595112103
2505
50000
SH
Put
OTR
0
50000
0
MICROSOFT CORP
COM
594918104
104805
450000
SH
Put
OTR
0
450000
0
MIDDLEBY CORP
NOTE 1.000% 9/0
596278AB7
10577
9233000
PRN
OTR
0
0
9233000
MR COOPER GROUP INC
COM
62482R107
16123
398103
SH
OTR
0
398103
0
NEWMONT CORP
COM
651639106
1369
32578
SH
OTR
0
32578
0
NEXTERA ENERGY INC
COM
65339F101
3136
40000
SH
Put
OTR
0
40000
0
NEXTERA ENERGY INC
UNIT 03/01/2023
65339F770
3228
64840
SH
OTR
0
64840
0
NORTH ATLANTIC ACQUISITN COR
*W EXP 10/20/202
G66139125
82
1445000
SH
OTR
0
1445000
0
NORTH MOUNTAIN MERGER CORP
UNIT 09/16/2025
661204206
11385
1138500
SH
OTR
0
1138500
0
NORTHERN OIL AND GAS INC MN
COM
665531307
3560
129871
SH
OTR
0
129871
0
OCCIDENTAL PETE CORP
COM
674599105
6163
100300
SH
Call
OTR
0
100300
0
OCCIDENTAL PETE CORP
COM
674599105
7685
125062
SH
OTR
0
125062
0
ON SEMICONDUCTOR CORP
COM
682189105
1501
24080
SH
OTR
0
24080
0
OVINTIV INC
COM
69047Q102
25173
547232
SH
OTR
0
547232
0
PARAMOUNT GLOBAL
5.75% CONV PFD A
92556H305
355
11474
SH
OTR
0
11474
0
PDC ENERGY INC
COM
69327R101
4236
73305
SH
OTR
0
73305
0
PENNYMAC FINL SVCS INC NEW
COM
70932M107
11452
266946
SH
OTR
0
266946
0
PERMIAN RESOURCES CORP
CLASS A COM
71424F105
3255
478693
SH
OTR
0
478693
0
PETROLEO BRASILEIRO SA PETRO
SP ADR NON VTG
71654V101
4771
430555
SH
OTR
0
430555
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
555
45003
SH
OTR
0
45003
0
PG&E CORP
UNIT 08/16/2023
69331C140
1119
9792
SH
OTR
0
9792
0
PINE TECHNOLOGY ACQUISITN CO
CLASS A COM
722850104
2848
290000
SH
OTR
0
290000
0
PROPERTY SOLUTIONS ACQUISITI
*W EXP 03/01/202
74350A116
6
101384
SH
OTR
0
101384
0
PROSPECTOR CAPITAL CORP
CL A
G7273A105
996
100000
SH
OTR
0
100000
0
RANGER OIL CORPORATION
CLASS A COM
70788V102
2308
73402
SH
OTR
0
73402
0
RBC BEARINGS INC
5% CNV PFD SR A
75524B203
3362
32327
SH
OTR
0
32327
0
RENOVACOR INC
*W EXP 99/99/999
75989E114
15
187048
SH
OTR
0
187048
0
REVIVA PHARMACEUTCLS HLDGS I
*W EXP 12/25/202
76152G118
239
1251250
SH
OTR
0
1251250
0
RITHM CAPITAL CORP
COM NEW
64828T201
16525
2257507
SH
OTR
0
2257507
0
RXR ACQUISITION CORP
*W EXP 03/08/202
74981W115
5
204850
SH
OTR
0
204850
0
RXR ACQUISITION CORP
CLASS A COM
74981W107
2699
274250
SH
OTR
0
274250
0
SABRE CORP
6.50% CONV PFD A
78573M203
3530
49459
SH
OTR
0
49459
0
SANDBRIDGE X2 CORP
*W EXP 03/11/202
799792114
9
217955
SH
OTR
0
217955
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
295282
4100000
SH
Put
OTR
0
4100000
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
183651
2550000
SH
Call
OTR
0
2550000
0
SELECT SECTOR SPDR TR
FINANCIAL
81369Y605
2672
88000
SH
OTR
0
88000
0
SHAW COMMUNICATIONS INC
CL B CONV
82028K200
2067
85000
SH
OTR
0
85000
0
SITIO ROYALTIES CORP
*W EXP 08/23/202
82982V119
509
2991816
SH
OTR
0
2991816
0
SM ENERGY CO
COM
78454L100
7705
204863
SH
OTR
0
204863
0
SPDR GOLD TR
GOLD SHS
78463V107
162404
1050000
SH
Call
OTR
0
1050000
0
SPDR GOLD TR
GOLD SHS
78463V107
326354
2110000
SH
Put
OTR
0
2110000
0
SPDR GOLD TR
GOLD SHS
78463V107
167731
1084445
SH
OTR
0
1084445
0
SPDR INDEX SHS FDS
EURO STOXX 50
78463X202
2615
85000
SH
Put
OTR
0
85000
0
SPDR INDEX SHS FDS
EURO STOXX 50
78463X202
989
32150
SH
OTR
0
32150
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
30651
85814
SH
OTR
0
85814
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
96153
269200
SH
Put
OTR
0
269200
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
24110
67500
SH
Call
OTR
0
67500
0
SPDR SER TR
BLOOMBERG HIGH Y
78468R622
309
3517
SH
OTR
0
3517
0
SPDR SER TR
S&P OILGAS EXP
78468R556
138369
1109437
SH
OTR
0
1109437
0
STANLEY BLACK & DECKER INC
UNIT 11/15/2022
854502846
840
17037
SH
OTR
0
17037
0
SUNNOVA ENERGY INTL INC.
NOTE 0.250%12/0
86745KAF1
15951
19000000
PRN
OTR
0
0
19000000
SUPERNOVA PARTN ACQ CO III L
*W EXP 99/99/999
G8T90F128
11
133559
SH
OTR
0
133559
0
SVF INVESTMENT CORP
*W EXP 12/20/202
G8601L128
7
42553
SH
OTR
0
42553
0
SVF INVESTMENT CORP
CL A SHS
G8601L102
1079
108344
SH
OTR
0
108344
0
SVF INVESTMENT CORP 2
CL A SHS
G8601M100
1984
200000
SH
OTR
0
200000
0
TAILWIND ACQUISITION CORP
*W EXP 09/07/202
87403Q110
26
321780
SH
OTR
0
321780
0
TISHMAN SPEYER INNOVATION CO
*W EXP 02/11/202
88825H118
14
140000
SH
OTR
0
140000
0
TRICIDA INC
NOTE 3.500% 5/1
89610FAB7
4157
7779000
PRN
OTR
0
0
7779000
UGI CORP NEW
UNIT 06/01/2024
902681113
1362
17073
SH
OTR
0
17073
0
VACCITECH PLC
ADS
91864C107
1737
542673
SH
OTR
0
542673
0
VANECK ETF TRUST
GOLD MINERS ETF
92189F106
4238
175713
SH
OTR
0
175713
0
VANECK ETF TRUST
GOLD MINERS ETF
92189F106
85915
3562000
SH
Call
OTR
0
3562000
0
VECTOIQ ACQUISITION CORP II
UNIT 99/99/9999
92244F208
11054
1120000
SH
OTR
0
1120000
0
VINTAGE WINE ESTATES INC
*W EXP 06/08/202
92747V114
1998
5057456
SH
OTR
0
5057456
0
WAYFAIR INC
CL A
94419L101
572
17579
SH
OTR
0
17579
0
WISDOMTREE TR
JAPN HEDGE EQT
97717W851
6168
100000
SH
Put
OTR
0
100000
0
ZENDESK INC
COM
98936J101
571
7500
SH
OTR
0
7500
0