BlueCrest Capital Management Ltd Q2 2021 Filing

Filed August 16, 2021

Portfolio Value

$5.4B

Holdings

477

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (477 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	NDQINVESCO QQQ TR	1,426,500	$505.6M	9.34%	Put
2	HYGISHARES TR	4,015,000	$353.5M	6.53%	Put
3	EMBISHARES TR	2,673,894	$300.7M	5.56%	Put
4	SPYSPDR S&P 500 ETF TR	629,877	$269.6M	4.98%	Put
5	EEMISHARES TR	3,650,000	$201.3M	3.72%	Put
6	NRANRG ENERGY INC	4,350,888	$175.3M	3.24%	Call
7	LQDISHARES TR	1,152,620	$154.9M	2.86%	Put
8	GQ9SPDR GOLD TR	771,090	$127.7M	2.36%	Put
9	JOBSUSD51JOB INC	1,350,000	$105.0M	1.94%
10	EWZISHARES INC	1,940,382	$78.7M	1.45%	Call
11	BABAALIBABA GROUP HLDG LTD	326,423	$74.0M	1.37%
12	PLUG 3.75 06/01/25PLUG POWER INC	9,925,000	$67.4M	1.25%
13	KWEBKRANESHARES TR	900,000	$62.8M	1.16%
14	BLMN 5 05/01/25BLOOMIN BRANDS INC	24,473,000	$59.5M	1.10%
15	XLESELECT SECTOR SPDR TR	1,021,110	$55.0M	1.02%	Put
16	XLFSELECT SECTOR SPDR TR	1,399,036	$51.3M	0.95%	Call
17	TLTISHARES TR	295,000	$42.6M	0.79%	Put
18	PCG 5.5 08/16/23PG&E CORP	393,972	$39.9M	0.74%
19	—CLEVELAND-CLIFFS INC NEW	14,112,000	$39.4M	0.73%
20	AMCAMC ENTMT HLDGS INC	673,933	$38.2M	0.71%	Put
21	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	21,852,000	$33.4M	0.62%
22	SLVISHARES SILVER TR	1,325,000	$32.1M	0.59%	Call
23	XHBSPDR SER TR	425,000	$31.1M	0.58%	Put
24	—NEW FRONTIER HEALTH CORP	2,700,845	$30.2M	0.56%
25	ANGLVANECK VECTORS ETF TR	916,533	$30.2M	0.56%
26	CCIXCHURCHILL CAPITAL CORP VII	3,000,000	$30.0M	0.55%
27	—NORTH ATLANTIC ACQUISITN COR	2,970,000	$29.8M	0.55%
28	AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC	19,000,000	$29.8M	0.55%
29	JETSETF SER SOLUTIONS	1,200,000	$29.0M	0.54%	Call
30	URAGLOBAL X FDS	1,315,386	$27.9M	0.52%	Call
31	ARKKARK ETF TR	203,280	$26.6M	0.49%	Put
32	JWSMFJAWS MUSTANG ACQUISITION COR	2,600,000	$26.2M	0.48%
33	Z 1.375 09/01/26ZILLOW GROUP INC	9,000,000	$25.5M	0.47%
34	—H I G ACQUISITION CORP	2,500,000	$25.1M	0.46%
35	—CC NEUBERGER PRIN HLDGS II	2,334,000	$23.8M	0.44%
36	GFLCN 6 03/15/23GFL ENVIRONMENTAL INC	308,768	$23.1M	0.43%
37	AQNCN 7.75 06/15/24ALGONQUIN PWR UTILS CORP	450,000	$22.3M	0.41%
38	—BTRS HOLDINGS INC	1,767,505	$22.3M	0.41%
39	—SOCIAL CAPITAL HEDOSOPHA HLD	2,081,808	$22.3M	0.41%
40	—SOARING EAGLE ACQUISITION CO	2,000,000	$21.2M	0.39%
41	—TREBIA ACQUISITION CORP	2,000,000	$20.9M	0.39%
42	ITBISHARES TR	300,000	$20.8M	0.38%	Put
43	EWJISHARES INC	300,000	$20.3M	0.37%	Call
44	—SCION TECH GROWTH I	2,000,000	$20.2M	0.37%
45	—CF ACQUISITION CORP IV	2,000,000	$20.1M	0.37%
46	PFSIPENNYMAC FINL SVCS INC NEW	318,812	$19.7M	0.36%
47	—FAR PEAK ACQUISITION CORP	1,785,000	$18.6M	0.34%
48	CCIXCHURCHILL CAPITAL CORP V	1,750,000	$18.5M	0.34%
49	—MOTIVE CAPITAL CORP	1,795,000	$18.0M	0.33%
50	—HEALTHCARE CAPITAL CORP	1,800,000	$18.0M	0.33%
51	—CANTEL MED CORP	8,181,000	$17.9M	0.33%
52	—GLOBAL CORD BLOOD CORPORATIO	3,199,000	$17.1M	0.32%
53	—DRAGONEER GROWTH OPPORTUN CO	1,629,933	$16.2M	0.30%
54	—SANDBRIDGE ACQUISITION CORP	1,500,000	$16.0M	0.30%
55	—YUCAIPA ACQUISITION CORP	1,599,999	$15.8M	0.29%
56	—ALTIMAR ACQUISITION CORP II	1,565,421	$15.7M	0.29%
57	—GS ACQUISITION HLDGS CORP II	1,500,000	$15.6M	0.29%
58	—COMPUTE HEALTH ACQUISITIN CO	1,500,000	$15.3M	0.28%
59	—CF ACQUISITION CORP VIII	1,500,000	$15.2M	0.28%
60	—AUSTERLITZ ACQUISITION CORP	1,500,000	$15.1M	0.28%
61	—KKR ACQUISITION HOLDING I CO	1,500,000	$15.1M	0.28%
62	—HAYMAKER ACQUISITION CORP II	1,500,000	$15.0M	0.28%
63	—KL ACQUISITION CORP	1,500,000	$15.0M	0.28%
64	—RMG ACQUISITION CORP III	1,500,000	$15.0M	0.28%
65	—ESSENTIAL UTILS INC	256,378	$14.8M	0.27%
66	—HORIZON ACQUISITION CORP	1,381,710	$14.5M	0.27%
67	9EOAANZU SPECIAL ACQUISITIN CORP	1,445,000	$14.4M	0.27%
68	—KAIROS ACQUISITION CORP	1,426,000	$14.3M	0.26%
69	—SOCIAL CAPITAL HEDOSOPHA HLD	1,250,000	$13.8M	0.25%
70	—MONTES ARCHIMEDES ACQUISITIO	1,350,000	$13.4M	0.25%
71	—SILVERBOX ENGAGED MERGER CO	1,300,000	$13.0M	0.24%
72	—LUX HEALTH TECH ACQUISITION	1,250,000	$12.8M	0.24%
73	—GO ACQUISITION CORP	1,250,000	$12.7M	0.23%
74	CCIXCHURCHILL CAPITAL CORP VI	1,250,000	$12.7M	0.23%
75	—MARLIN TECHNOLOGY CORP	1,250,000	$12.6M	0.23%
76	—HH&L ACQUISITION CO	1,240,800	$12.5M	0.23%
77	—SUPERNOVA PARTNERS ACQUISITI	1,249,998	$12.4M	0.23%
78	—BROADSCALE ACQUISITION CORP	1,200,000	$12.0M	0.22%
79	LTHM 4.125 07/15/25LIVENT CORP	5,000,000	$12.0M	0.22%
80	—DMY TECHNOLOGY GROUP INC III	1,100,000	$11.8M	0.22%
81	—NORTH MOUNTAIN MERGER CORP	1,138,500	$11.6M	0.21%
82	—VECTOIQ ACQUISITION CORP II	1,118,646	$11.5M	0.21%
83	METAFACEBOOK INC	33,000	$11.5M	0.21%	Call
84	—SWITCHBACK II CORPORATION	1,100,000	$11.1M	0.21%
85	—FINTECH ACQUISITION CORP VI	1,100,000	$11.1M	0.21%
86	—LIONHEART ACQUISITION CORP I	1,100,000	$10.9M	0.20%
87	DNBDUN & BRADSTREET HLDGS INC	500,001	$10.7M	0.20%
88	—MONTES ARCHIMEDES ACQUISITIO	1,000,000	$10.7M	0.20%
89	—HORIZON ACQUISITION CORP	1,050,000	$10.4M	0.19%
90	VREX 4 06/01/25VAREX IMAGING CORP	7,000,000	$10.4M	0.19%
91	—MOTIVE CAPITAL CORP	1,060,127	$10.4M	0.19%
92	—THIMBLE POINT ACQUISITION CO	1,000,000	$10.3M	0.19%
93	—LGL SYS ACQUISITION CORP	950,000	$10.3M	0.19%
94	—CASCADE ACQUISITION CORP	1,000,000	$10.2M	0.19%
95	TWO 6.25 01/15/26TWO HBRS INVT CORP	9,400,000	$10.2M	0.19%
96	—TUATARA CAPITAL ACQUISITN CO	1,000,000	$10.2M	0.19%
97	—INSU ACQUISITION CORP III	1,000,000	$10.1M	0.19%
98	—FTAC PARNASSUS ACQUISITN COR	1,000,000	$10.1M	0.19%
99	—FTAC HERA ACQUISITION CORP	1,000,000	$10.0M	0.19%
100	—SANDBRIDGE X2 CORP	1,000,000	$10.0M	0.18%

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