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	$649.0M	10.59%	Put
2	EMBISHARES TR	4,072,100	$443.4M	7.23%	Put
3	SPYSPDR S&P 500 ETF TR	770,467	$305.4M	4.98%	Put
4	HYGISHARES TR	2,033,400	$177.3M	2.89%	Put
5	NRANRG ENERGY INC	3,491,688	$131.7M	2.15%
6	LQDISHARES TR	1,004,520	$130.6M	2.13%	Put
7	XLESELECT SECTOR SPDR TR	2,631,573	$129.1M	2.11%	Put
8	EEMISHARES TR	2,275,900	$121.4M	1.98%	Put
9	LVLNSPDR SER TR	1,756,348	$116.5M	1.90%	Put
10	XLFSELECT SECTOR SPDR TR	2,222,697	$75.7M	1.23%	Call
11	TLTISHARES TR	386,200	$52.3M	0.85%	Put
12	—CHINA BIOLOGIC PRODS HLDGS I	417,000	$49.4M	0.81%
13	PCG 5.5 08/16/23PG&E CORP	398,521	$45.5M	0.74%
14	GQ9SPDR GOLD TR	262,920	$42.1M	0.69%	Put
15	CCIXCHURCHILL CAPITAL CORP VII	4,000,000	$39.9M	0.65%
16	SLVISHARES SILVER TR	1,675,000	$38.0M	0.62%	Put
17	—SOCIAL CAPITAL HEDOSOPHA HLD	3,081,808	$34.8M	0.57%
18	JNKSPDR SER TR	302,909	$33.0M	0.54%	Put
19	—BTRS HOLDINGS INC	2,227,500	$32.2M	0.53%
20	EWZISHARES INC	907,500	$30.4M	0.50%	Put
21	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	20,151,000	$29.6M	0.48%
22	—NORTH ATLANTIC ACQUISITN COR	2,970,000	$29.6M	0.48%
23	—FOLEY TRASIMENE ACQUISTN COR	2,675,228	$28.6M	0.47%
24	—CLEVELAND-CLIFFS INC NEW	10,364,000	$27.0M	0.44%
25	Z 1.375 09/01/26ZILLOW GROUP INC	9,000,000	$27.0M	0.44%
26	JWSMFJAWS MUSTANG ACQUISITION COR	2,600,000	$26.4M	0.43%
27	AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC	15,000,000	$25.8M	0.42%
28	—H I G ACQUISITION CORP	2,500,000	$25.6M	0.42%
29	—FAR PEAK ACQUISITION CORP	2,500,000	$25.3M	0.41%
30	—EPIPHANY TECHNOLOGY ACQUISIT	2,500,000	$25.1M	0.41%
31	—EQUITY DISTR ACQUISITION COR	2,350,000	$23.9M	0.39%
32	—CC NEUBERGER PRIN HLDGS II	2,334,000	$23.8M	0.39%
33	GFLCN 6 03/15/23GFL ENVIRONMENTAL INC	259,694	$21.2M	0.35%
34	—HORIZON ACQUISITION CORP	2,056,710	$21.1M	0.34%
35	—TREBIA ACQUISITION CORP	2,000,000	$20.9M	0.34%
36	EWJISHARES INC	300,000	$20.6M	0.34%	Call
37	BABAALIBABA GROUP HLDG LTD	90,000	$20.4M	0.33%
38	—SOARING EAGLE ACQUISITION CO	2,000,000	$20.2M	0.33%
39	—SCION TECH GROWTH I	2,000,000	$20.1M	0.33%
40	—CF ACQUISITION CORP IV	2,000,000	$20.1M	0.33%
41	—FUSION ACQUISITION CORP II	2,000,000	$19.9M	0.32%
42	—HUDSON EXECUTIVE INVT CORP	2,000,000	$19.8M	0.32%
43	—MONTES ARCHIMEDES ACQUISITIO	2,000,000	$19.6M	0.32%
44	URAGLOBAL X FDS	1,037,457	$19.5M	0.32%	Call
45	BPBP PLC	797,995	$19.4M	0.32%
46	RDS/AROYAL DUTCH SHELL PLC	486,600	$19.1M	0.31%
47	—HIGHLAND TRANSCEND PARTNERS	1,800,000	$18.1M	0.30%
48	—26 CAPITAL ACQUISITION CORP	1,800,000	$18.1M	0.29%
49	—MOTIVE CAPITAL CORP	1,795,000	$18.0M	0.29%
50	CCIXCHURCHILL CAPITAL CORP V	1,750,000	$17.9M	0.29%
51	—HEALTHCARE CAPITAL CORP	1,800,000	$17.8M	0.29%
52	—GX ACQUISITION CORP	1,742,725	$17.6M	0.29%
53	—DRAGONEER GROWTH OPPORTUN CO	1,629,933	$16.5M	0.27%
54	—YUCAIPA ACQUISITION CORP	1,600,000	$16.4M	0.27%
55	—CAPSTAR SPL PURP ACQUISITION	1,603,953	$16.3M	0.27%
56	XOPSPDR SER TR	200,000	$16.3M	0.27%	Call
57	—ALTIMAR ACQUISITION CORP II	1,565,421	$16.0M	0.26%
58	—SANDBRIDGE ACQUISITION CORP	1,500,000	$15.5M	0.25%
59	—COMPUTE HEALTH ACQUISITIN CO	1,500,000	$15.1M	0.25%
60	—CARNEY TECHNOLOGY ACQU CORP	1,500,000	$15.1M	0.25%
61	—AUSTERLITZ ACQUISITION CORP	1,500,000	$15.0M	0.25%
62	—KKR ACQUISITION HOLDING I CO	1,500,000	$15.0M	0.24%
63	—TS INNOVATION ACQUISITN CORP	1,300,000	$15.0M	0.24%
64	9EOAANZU SPECIAL ACQUISITIN CORP	1,500,000	$15.0M	0.24%
65	—ROSS ACQUISITION CORP II	1,500,000	$14.9M	0.24%
66	—RMG ACQUISITION CORP III	1,500,000	$14.9M	0.24%
67	—ARROWROOT ACQUISITION CORP	1,500,000	$14.9M	0.24%
68	—HAYMAKER ACQUISITION CORP II	1,500,000	$14.9M	0.24%
69	—CF ACQUISITION CORP VIII	1,500,000	$14.9M	0.24%
70	—KL ACQUISITION CORP	1,500,000	$14.9M	0.24%
71	—SOCIAL CAPITAL HEDOSOPHA HLD	1,250,000	$14.4M	0.24%
72	—KAIROS ACQUISITION CORP	1,426,000	$14.3M	0.23%
73	ATCXATLAS TECHNICAL CONSULTANTS	1,372,863	$14.0M	0.23%
74	—FTAC OLYMPUS ACQUISITION COR	1,240,712	$14.0M	0.23%
75	—AMERICAN ELEC PWR CO INC	275,890	$13.5M	0.22%
76	—THUNDER BRDG ACQUISTION II L	1,291,759	$13.5M	0.22%
77	—LUX HEALTH TECH ACQUISITION	1,250,000	$13.4M	0.22%
78	—ACIES ACQUISITION CORP	1,343,843	$13.3M	0.22%
79	—CORNER GROWTH ACQUISITION CO	1,300,000	$13.1M	0.21%
80	—NICE SYS INC	5,000,000	$13.1M	0.21%
81	—NORTHERN STAR INVSTMNT CORP	1,300,000	$13.0M	0.21%
82	—SILVERBOX ENGAGED MERGER CO	1,300,000	$12.9M	0.21%
83	—GO ACQUISITION CORP	1,250,000	$12.7M	0.21%
84	—SUPERNOVA PARTNERS ACQUISITI	1,249,998	$12.6M	0.21%
85	CCIXCHURCHILL CAPITAL CORP VI	1,250,000	$12.6M	0.21%
86	—HH&L ACQUISITION CO	1,240,800	$12.5M	0.20%
87	—GS ACQUISITION HLDGS CORP II	1,200,000	$12.5M	0.20%
88	—CF FIN ACQUISITION CORP III	1,250,000	$12.5M	0.20%
89	—CHP MERGER CORP	1,201,500	$12.4M	0.20%
90	—MASON INDUSTRIAL TECHNOLGY I	1,250,000	$12.4M	0.20%
91	—TLG ACQUISITION ONE CORP	1,250,000	$12.4M	0.20%
92	—LEO HLDGS CORP II	1,250,000	$12.4M	0.20%
93	—MARLIN TECHNOLOGY CORP	1,250,000	$12.3M	0.20%
94	SMHVANECK VECTORS ETF TR	50,000	$12.2M	0.20%	Call
95	—NEW FRONTIER HEALTH CORP	1,069,924	$12.1M	0.20%
96	DNBDUN & BRADSTREET HLDGS INC	500,001	$11.9M	0.19%
97	—BROADSCALE ACQUISITION CORP	1,200,000	$11.9M	0.19%
98	MOALTRIA GROUP INC	230,000	$11.8M	0.19%	Call
99	—NORTH MOUNTAIN MERGER CORP	1,138,500	$11.6M	0.19%
100	—VECTOIQ ACQUISITION CORP II	1,118,646	$11.3M	0.18%

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