BlueCrest Capital Management Ltd Q1 2021 Filing
Filed May 17, 2021
Portfolio Value
$6.1B
Holdings
602
Report Date
Q1 2021
Filing Type
13F-HR
All Holdings (602 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 2,033,500 | $649.0B | 10588.35% | Put |
| 2 | EMBISHARES TR | 4,072,100 | $443.4B | 7234.07% | Put |
| 3 | SPYSPDR S&P 500 ETF TR | 770,467 | $305.4B | 4982.27% | Put |
| 4 | HYGISHARES TR | 2,033,400 | $177.3B | 2892.39% | Put |
| 5 | NRANRG ENERGY INC | 3,491,688 | $131.7B | 2149.50% | |
| 6 | LQDISHARES TR | 1,004,520 | $130.6B | 2131.50% | Put |
| 7 | XLESELECT SECTOR SPDR TR | 2,631,573 | $129.1B | 2106.49% | Put |
| 8 | EEMISHARES TR | 2,275,900 | $121.4B | 1980.73% | Put |
| 9 | LVLNSPDR SER TR | 1,756,348 | $116.5B | 1901.09% | Put |
| 10 | XLFSELECT SECTOR SPDR TR | 2,222,697 | $75.7B | 1234.85% | Call |
| 11 | TLTISHARES TR | 386,200 | $52.3B | 853.50% | Put |
| 12 | —CHINA BIOLOGIC PRODS HLDGS I | 417,000 | $49.4B | 805.64% | |
| 13 | PCG 5.5 08/16/23PG&E CORP | 398,521 | $45.5B | 741.88% | |
| 14 | GQ9SPDR GOLD TR | 262,920 | $42.1B | 686.21% | Put |
| 15 | CCIXCHURCHILL CAPITAL CORP VII | 4,000,000 | $39.9B | 650.69% | |
| 16 | SLVISHARES SILVER TR | 1,675,000 | $38.0B | 620.39% | Put |
| 17 | —SOCIAL CAPITAL HEDOSOPHA HLD | 3,081,808 | $34.8B | 567.20% | |
| 18 | JNKSPDR SER TR | 302,909 | $33.0B | 537.71% | Put |
| 19 | —BTRS HOLDINGS INC | 2,227,500 | $32.2B | 525.90% | |
| 20 | EWZISHARES INC | 907,500 | $30.4B | 495.29% | Put |
| 21 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 20,151,000 | $29.6B | 483.38% | |
| 22 | —NORTH ATLANTIC ACQUISITN COR | 2,970,000 | $29.6B | 482.17% | |
| 23 | —FOLEY TRASIMENE ACQUISTN COR | 2,675,228 | $28.6B | 467.05% | |
| 24 | —CLEVELAND-CLIFFS INC NEW | 10,364,000 | $27.0B | 440.42% | |
| 25 | Z 1.375 09/01/26ZILLOW GROUP INC | 9,000,000 | $27.0B | 440.39% | |
| 26 | JWSMFJAWS MUSTANG ACQUISITION COR | 2,600,000 | $26.4B | 430.58% | |
| 27 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 15,000,000 | $25.8B | 420.29% | |
| 28 | —H I G ACQUISITION CORP | 2,500,000 | $25.6B | 417.69% | |
| 29 | —FAR PEAK ACQUISITION CORP | 2,500,000 | $25.3B | 411.98% | |
| 30 | —EPIPHANY TECHNOLOGY ACQUISIT | 2,500,000 | $25.1B | 409.13% | |
| 31 | —EQUITY DISTR ACQUISITION COR | 2,350,000 | $23.9B | 389.56% | |
| 32 | —CC NEUBERGER PRIN HLDGS II | 2,334,000 | $23.8B | 388.05% | |
| 33 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 259,694 | $21.2B | 345.62% | |
| 34 | —HORIZON ACQUISITION CORP | 2,056,710 | $21.1B | 343.63% | |
| 35 | —TREBIA ACQUISITION CORP | 2,000,000 | $20.9B | 341.01% | |
| 36 | EWJISHARES INC | 300,000 | $20.6B | 335.39% | Call |
| 37 | BABAALIBABA GROUP HLDG LTD | 90,000 | $20.4B | 332.95% | |
| 38 | —SOARING EAGLE ACQUISITION CO | 2,000,000 | $20.2B | 330.24% | |
| 39 | —SCION TECH GROWTH I | 2,000,000 | $20.1B | 327.95% | |
| 40 | —CF ACQUISITION CORP IV | 2,000,000 | $20.1B | 327.30% | |
| 41 | —FUSION ACQUISITION CORP II | 2,000,000 | $19.9B | 324.04% | |
| 42 | —HUDSON EXECUTIVE INVT CORP | 2,000,000 | $19.8B | 323.71% | |
| 43 | —MONTES ARCHIMEDES ACQUISITIO | 2,000,000 | $19.6B | 319.14% | |
| 44 | URAGLOBAL X FDS | 1,037,457 | $19.5B | 318.74% | Call |
| 45 | BPBP PLC | 797,995 | $19.4B | 317.04% | |
| 46 | RDS/AROYAL DUTCH SHELL PLC | 486,600 | $19.1B | 311.31% | |
| 47 | —HIGHLAND TRANSCEND PARTNERS | 1,800,000 | $18.1B | 295.45% | |
| 48 | —26 CAPITAL ACQUISITION CORP | 1,800,000 | $18.1B | 294.86% | |
| 49 | —MOTIVE CAPITAL CORP | 1,795,000 | $18.0B | 294.34% | |
| 50 | CCIXCHURCHILL CAPITAL CORP V | 1,750,000 | $17.9B | 291.24% | |
| 51 | —HEALTHCARE CAPITAL CORP | 1,800,000 | $17.8B | 289.87% | |
| 52 | —GX ACQUISITION CORP | 1,742,725 | $17.6B | 286.62% | |
| 53 | —DRAGONEER GROWTH OPPORTUN CO | 1,629,933 | $16.5B | 269.93% | |
| 54 | —YUCAIPA ACQUISITION CORP | 1,600,000 | $16.4B | 267.58% | |
| 55 | —CAPSTAR SPL PURP ACQUISITION | 1,603,953 | $16.3B | 265.63% | |
| 56 | XOPSPDR SER TR | 200,000 | $16.3B | 265.43% | Call |
| 57 | —ALTIMAR ACQUISITION CORP II | 1,565,421 | $16.0B | 260.52% | |
| 58 | —SANDBRIDGE ACQUISITION CORP | 1,500,000 | $15.5B | 253.31% | |
| 59 | —COMPUTE HEALTH ACQUISITIN CO | 1,500,000 | $15.1B | 246.94% | |
| 60 | —CARNEY TECHNOLOGY ACQU CORP | 1,500,000 | $15.1B | 246.21% | |
| 61 | —AUSTERLITZ ACQUISITION CORP | 1,500,000 | $15.0B | 245.48% | |
| 62 | —KKR ACQUISITION HOLDING I CO | 1,500,000 | $15.0B | 244.99% | |
| 63 | —TS INNOVATION ACQUISITN CORP | 1,300,000 | $15.0B | 244.77% | |
| 64 | 9EOAANZU SPECIAL ACQUISITIN CORP | 1,500,000 | $15.0B | 244.25% | |
| 65 | —ROSS ACQUISITION CORP II | 1,500,000 | $14.9B | 243.76% | |
| 66 | —RMG ACQUISITION CORP III | 1,500,000 | $14.9B | 243.52% | |
| 67 | —ARROWROOT ACQUISITION CORP | 1,500,000 | $14.9B | 243.52% | |
| 68 | —HAYMAKER ACQUISITION CORP II | 1,500,000 | $14.9B | 243.27% | |
| 69 | —CF ACQUISITION CORP VIII | 1,500,000 | $14.9B | 242.78% | |
| 70 | —KL ACQUISITION CORP | 1,500,000 | $14.9B | 242.54% | |
| 71 | —SOCIAL CAPITAL HEDOSOPHA HLD | 1,250,000 | $14.4B | 235.57% | |
| 72 | —KAIROS ACQUISITION CORP | 1,426,000 | $14.3B | 232.90% | |
| 73 | ATCXATLAS TECHNICAL CONSULTANTS | 1,372,863 | $14.0B | 228.70% | |
| 74 | —FTAC OLYMPUS ACQUISITION COR | 1,240,712 | $14.0B | 228.34% | |
| 75 | —AMERICAN ELEC PWR CO INC | 275,890 | $13.5B | 219.94% | |
| 76 | —THUNDER BRDG ACQUISTION II L | 1,291,759 | $13.5B | 219.61% | |
| 77 | —LUX HEALTH TECH ACQUISITION | 1,250,000 | $13.4B | 218.03% | |
| 78 | —ACIES ACQUISITION CORP | 1,343,843 | $13.3B | 217.72% | |
| 79 | —CORNER GROWTH ACQUISITION CO | 1,300,000 | $13.1B | 214.23% | |
| 80 | —NICE SYS INC | 5,000,000 | $13.1B | 213.50% | |
| 81 | —NORTHERN STAR INVSTMNT CORP | 1,300,000 | $13.0B | 212.11% | |
| 82 | —SILVERBOX ENGAGED MERGER CO | 1,300,000 | $12.9B | 210.20% | |
| 83 | —GO ACQUISITION CORP | 1,250,000 | $12.7B | 206.81% | |
| 84 | —SUPERNOVA PARTNERS ACQUISITI | 1,249,998 | $12.6B | 206.19% | |
| 85 | CCIXCHURCHILL CAPITAL CORP VI | 1,250,000 | $12.6B | 205.17% | |
| 86 | —HH&L ACQUISITION CO | 1,240,800 | $12.5B | 204.47% | |
| 87 | —GS ACQUISITION HLDGS CORP II | 1,200,000 | $12.5B | 204.21% | |
| 88 | —CF FIN ACQUISITION CORP III | 1,250,000 | $12.5B | 203.95% | |
| 89 | —CHP MERGER CORP | 1,201,500 | $12.4B | 203.10% | |
| 90 | —MASON INDUSTRIAL TECHNOLGY I | 1,250,000 | $12.4B | 202.73% | |
| 91 | —TLG ACQUISITION ONE CORP | 1,250,000 | $12.4B | 202.32% | |
| 92 | —LEO HLDGS CORP II | 1,250,000 | $12.4B | 202.12% | |
| 93 | —MARLIN TECHNOLOGY CORP | 1,250,000 | $12.3B | 201.50% | |
| 94 | SMHVANECK VECTORS ETF TR | 50,000 | $12.2B | 198.70% | Call |
| 95 | —NEW FRONTIER HEALTH CORP | 1,069,924 | $12.1B | 197.26% | |
| 96 | DNBDUN & BRADSTREET HLDGS INC | 500,001 | $11.9B | 194.24% | |
| 97 | —BROADSCALE ACQUISITION CORP | 1,200,000 | $11.9B | 194.03% | |
| 98 | MOALTRIA GROUP INC | 230,000 | $11.8B | 191.99% | Call |
| 99 | —NORTH MOUNTAIN MERGER CORP | 1,138,500 | $11.6B | 189.84% | |
| 100 | —VECTOIQ ACQUISITION CORP II | 1,118,646 | $11.3B | 184.89% |
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