BlueCrest Capital Management Ltd Q4 2020 Filing
Filed February 16, 2021
Portfolio Value
$4.5T
Holdings
343
Report Date
Q4 2020
Filing Type
13F-HR
All Holdings (343 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | EMBISHARES TR | 3,215,350 | $372.7B | 8.27% | Call |
| 2 | GQ9SPDR GOLD TR | 1,666,616 | $297.3B | 6.60% | Put |
| 3 | HYGISHARES TR | 2,944,922 | $257.1B | 5.70% | Put |
| 4 | XLESELECT SECTOR SPDR TR | 5,545,665 | $210.2B | 4.66% | Put |
| 5 | LQDISHARES TR | 1,110,000 | $153.3B | 3.40% | Put |
| 6 | HYLBDBX ETF TR | 2,829,553 | $141.7B | 3.14% | |
| 7 | EEMISHARES TR | 2,129,080 | $110.0B | 2.44% | Put |
| 8 | —NICE SYS INC | 23,837,000 | $81.0B | 1.80% | |
| 9 | SPYSPDR S&P 500 ETF TR | 214,500 | $80.2B | 1.78% | Put |
| 10 | XLFSELECT SECTOR SPDR TR | 2,704,700 | $79.7B | 1.77% | Call |
| 11 | —SOCIAL CAPITAL HEDOSOPHA HLD | 4,891,808 | $63.2B | 1.40% | |
| 12 | DNBDUN & BRADSTREET HLDGS INC | 2,272,727 | $56.6B | 1.26% | |
| 13 | —SOCIAL CAPITAL HEDOSOPHA HLD | 4,000,000 | $52.7B | 1.17% | |
| 14 | —SINA CORP | 1,155,000 | $48.9B | 1.09% | |
| 15 | EWZISHARES INC | 1,297,500 | $48.1B | 1.07% | Call |
| 16 | PCG 5.5 08/16/23PG&E CORP | 353,772 | $43.3B | 0.96% | |
| 17 | —SOUTH MTN MERGER CORP | 2,227,500 | $41.2B | 0.91% | |
| 18 | —LANDCADIA HOLDINGS III INC | 3,500,000 | $39.1B | 0.87% | |
| 19 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 29,000,000 | $36.6B | 0.81% | |
| 20 | USHYISHARES TR | 858,113 | $35.4B | 0.79% | |
| 21 | —FOLEY TRASIMENE ACQUISTN COR | 2,975,228 | $35.4B | 0.79% | |
| 22 | —ARTIUS ACQUISITION INC | 2,900,973 | $32.6B | 0.72% | |
| 23 | —MONTES ARCHIMEDES ACQUISITIO | 3,000,000 | $31.5B | 0.70% | |
| 24 | —CM LIFE SCIENCES INC | 2,500,000 | $29.0B | 0.64% | |
| 25 | IWMISHARES TR | 141,950 | $27.8B | 0.62% | Put |
| 26 | Z 1.375 09/01/26ZILLOW GROUP INC | 9,000,000 | $27.1B | 0.60% | |
| 27 | —TS INNOVATION ACQUISITN CORP | 2,500,000 | $26.4B | 0.58% | |
| 28 | —SOCIAL CAPITAL HEDOSOPHA HLD | 1,800,000 | $26.3B | 0.58% | |
| 29 | —H I G ACQUISITION CORP | 2,500,000 | $26.1B | 0.58% | |
| 30 | —FAR PEAK ACQUISITION CORP | 2,500,000 | $25.9B | 0.57% | |
| 31 | —EQUITY DISTR ACQUISITION COR | 2,350,000 | $25.0B | 0.56% | |
| 32 | —CF FINANCE ACQUISITION CORP | 2,000,000 | $23.6B | 0.52% | |
| 33 | —CC NEUBERGER PRIN HLDGS II | 2,334,000 | $23.2B | 0.52% | |
| 34 | —TREBIA ACQUISITION CORP | 2,000,000 | $23.1B | 0.51% | |
| 35 | —HORIZON ACQUISITION CORP | 2,056,710 | $21.7B | 0.48% | |
| 36 | —DMY TECHNOLOGY GROUP INC III | 1,900,000 | $21.7B | 0.48% | |
| 37 | —VECTOR ACQUISITION CORP | 2,000,000 | $21.5B | 0.48% | |
| 38 | —VESPER HEALTHCARE ACQSTN COR | 1,750,000 | $21.2B | 0.47% | |
| 39 | —JUNIPER INDL HLDGS INC | 1,927,074 | $20.6B | 0.46% | |
| 40 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 16,225,000 | $20.6B | 0.46% | |
| 41 | —CHURCHILL CAPITAL CORP IV | 2,000,000 | $20.6B | 0.46% | |
| 42 | —CF ACQUISITION CORP IV | 2,000,000 | $20.6B | 0.46% | |
| 43 | XLFISELECT SECTOR SPDR TR | 302,200 | $20.4B | 0.45% | Call |
| 44 | DMYDDMY TECHNOLOGY GROUP INC II | 1,149,999 | $20.2B | 0.45% | |
| 45 | —FTAC OLYMPUS ACQUISITION COR | 1,840,712 | $20.0B | 0.44% | |
| 46 | —THUNDER BRDG ACQUISTION II L | 1,500,000 | $19.8B | 0.44% | |
| 47 | X 5 11/01/26UNITED STATES STL CORP NEW | 12,650,000 | $19.0B | 0.42% | |
| 48 | —FOLEY TRASIMENE ACQUISTN COR | 1,700,000 | $19.0B | 0.42% | |
| 49 | —HIGHLAND TRANSCEND PARTNERS | 1,800,000 | $18.9B | 0.42% | |
| 50 | —FOLEY TRASIMENE ACQUISITION | 1,250,000 | $18.9B | 0.42% | |
| 51 | CCIXCHURCHILL CAPITAL CORP V | 1,750,000 | $18.4B | 0.41% | |
| 52 | —VG ACQUISITION CORP | 1,500,000 | $18.0B | 0.40% | |
| 53 | —FINTECH ACQUISITION CORP IV | 1,500,000 | $17.9B | 0.40% | |
| 54 | —GS ACQUISITION HLDGS CORP II | 1,600,000 | $17.4B | 0.39% | |
| 55 | —CAPSTAR SPL PURP ACQUISITION | 1,603,953 | $17.4B | 0.39% | |
| 56 | RSIRUSH STREET INTERACTIVE INC | 785,000 | $17.0B | 0.38% | |
| 57 | —CLEVELAND-CLIFFS INC NEW | 8,607,000 | $16.9B | 0.37% | |
| 58 | —YUCAIPA ACQUISITION CORP | 1,600,000 | $16.3B | 0.36% | |
| 59 | EMLCVANECK VECTORS ETF TR | 483,805 | $16.1B | 0.36% | |
| 60 | —CF FIN ACQUISITION CORP III | 1,500,000 | $16.1B | 0.36% | |
| 61 | —FINTECH ACQUISITION CORP V | 1,500,000 | $16.0B | 0.36% | |
| 62 | SKLZSKILLZ INC | 800,000 | $16.0B | 0.36% | |
| 63 | —MOTIVE CAPITAL CORP | 1,500,000 | $15.8B | 0.35% | |
| 64 | —SCION TECH GROWTH I | 1,500,000 | $15.5B | 0.34% | |
| 65 | —SANDBRIDGE ACQUISITION CORP | 1,500,000 | $15.4B | 0.34% | |
| 66 | —CARNEY TECHNOLOGY ACQU CORP | 1,500,000 | $15.4B | 0.34% | |
| 67 | —INTERPRIVATE ACQUISITION COR | 1,056,480 | $15.4B | 0.34% | |
| 68 | —JAWS ACQUISITION CORP | 1,062,002 | $14.6B | 0.32% | |
| 69 | EFAISHARES TR | 200,000 | $14.6B | 0.32% | Call |
| 70 | —SUPERNOVA PARTNERS ACQUISITI | 1,250,000 | $14.5B | 0.32% | |
| 71 | —GX ACQUISITION CORP | 1,316,673 | $14.5B | 0.32% | |
| 72 | —LUX HEALTH TECH ACQUISITION | 1,250,000 | $14.4B | 0.32% | |
| 73 | —ONE | 1,250,000 | $14.2B | 0.32% | |
| 74 | —CHURCHILL CAP CORP II | 1,250,000 | $13.7B | 0.30% | |
| 75 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 193,638 | $13.6B | 0.30% | |
| 76 | —CORNER GROWTH ACQUISITION CO | 1,300,000 | $13.6B | 0.30% | |
| 77 | IQ 4 12/15/26IQIYI INC | 13,700,000 | $13.6B | 0.30% | |
| 78 | —RMG ACQUISITION CORP II | 1,200,000 | $13.4B | 0.30% | |
| 79 | —GO ACQUISITION CORP | 1,250,000 | $13.3B | 0.29% | |
| 80 | —CHP MERGER CORP | 1,201,500 | $12.7B | 0.28% | |
| 81 | —CC NEUBERGER PRINCIPAL HLDNG | 1,150,000 | $12.5B | 0.28% | |
| 82 | BLBLFBILIBILI INC | 3,497,000 | $12.3B | 0.27% | |
| 83 | —NORTH MOUNTAIN MERGER CORP | 1,138,500 | $12.2B | 0.27% | |
| 84 | ATCXATLAS TECHNICAL CONSULTANTS | 1,685,198 | $11.8B | 0.26% | |
| 85 | —PROPERTY SOLUTIONS ACQUISITI | 1,065,028 | $11.7B | 0.26% | |
| 86 | —FTAC OLYMPUS ACQUISITION COR | 1,100,000 | $11.3B | 0.25% | |
| 87 | GDXVANECK VECTORS ETF TR | 310,000 | $11.2B | 0.25% | Call |
| 88 | —STAR PEAK ENERGY TRANSITION | 500,000 | $11.1B | 0.25% | |
| 89 | —CF FINANCE ACQUISITION CORP | 1,000,000 | $11.0B | 0.24% | |
| 90 | —NEW PROVIDENCE ACQUISITION | 800,000 | $10.9B | 0.24% | |
| 91 | IGACIG ACQUISITION CORP | 1,000,000 | $10.8B | 0.24% | |
| 92 | —TEKKORP DIGITAL ACQUISITN CO | 1,000,000 | $10.8B | 0.24% | |
| 93 | —HORIZON ACQUISITION CORPORAT | 1,000,000 | $10.7B | 0.24% | |
| 94 | —ACIES ACQUISITION CORP | 1,000,000 | $10.7B | 0.24% | |
| 95 | —10X CAPITAL VENTURE ACQU COR | 1,000,000 | $10.7B | 0.24% | |
| 96 | —INSU ACQUISITION CORP III | 1,000,000 | $10.6B | 0.23% | |
| 97 | —LGL SYS ACQUISITION CORP | 950,000 | $10.5B | 0.23% | |
| 98 | —DRAGONEER GROWTH OPPORTUN CO | 750,000 | $10.5B | 0.23% | |
| 99 | —CBRE ACQUISITION HLDGS INC | 1,000,000 | $10.4B | 0.23% | |
| 100 | —ASPIRATIONAL CONSUMER LIFEST | 1,000,000 | $10.4B | 0.23% |
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