BlueCrest Capital Management Ltd Q4 2020 Filing

Filed February 16, 2021

Portfolio Value

$4.5B

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

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