BlueCrest Capital Management Ltd Q3 2021 Filing
Filed November 15, 2021
Portfolio Value
$3.7T
Holdings
348
Report Date
Q3 2021
Filing Type
13F-HR
All Holdings (348 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,233,250 | $529.2B | 14.27% | Put |
| 2 | NDQINVESCO QQQ TR | 817,500 | $292.6B | 7.89% | Put |
| 3 | EMBISHARES TR | 2,440,000 | $268.5B | 7.24% | Put |
| 4 | HYGISHARES TR | 2,033,437 | $177.9B | 4.80% | Put |
| 5 | NRANRG ENERGY INC | 4,281,997 | $174.8B | 4.72% | Call |
| 6 | TLTISHARES TR | 529,000 | $76.3B | 2.06% | Put |
| 7 | JOBSUSD51JOB INC | 1,050,000 | $73.0B | 1.97% | |
| 8 | BLMN 5 05/01/25BLOOMIN BRANDS INC | 26,473,000 | $60.5B | 1.63% | |
| 9 | EEMISHARES TR | 1,195,000 | $60.2B | 1.62% | Put |
| 10 | LQDISHARES TR | 425,000 | $56.5B | 1.52% | Put |
| 11 | GQ9SPDR GOLD TR | 333,000 | $54.7B | 1.47% | Put |
| 12 | —PERFICIENT INC | 22,874,000 | $51.9B | 1.40% | |
| 13 | PLUG 3.75 06/01/25PLUG POWER INC | 9,925,000 | $50.8B | 1.37% | |
| 14 | XLESELECT SECTOR SPDR TR | 910,000 | $47.4B | 1.28% | Put |
| 15 | —NEW FRONTIER HEALTH CORP | 3,485,845 | $39.1B | 1.06% | |
| 16 | PFSIPENNYMAC FINL SVCS INC NEW | 610,611 | $37.3B | 1.01% | |
| 17 | MIDD 1 09/01/25MIDDLEBY CORP | 22,733,000 | $32.6B | 0.88% | |
| 18 | —CLEVELAND-CLIFFS INC NEW | 12,112,000 | $31.1B | 0.84% | |
| 19 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 21,852,000 | $30.7B | 0.83% | |
| 20 | CCIXCHURCHILL CAPITAL CORP VII | 3,000,000 | $29.6B | 0.80% | |
| 21 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 19,000,000 | $29.4B | 0.79% | |
| 22 | —MOTIVE CAPITAL CORP | 2,855,126 | $28.3B | 0.76% | |
| 23 | GDXVANECK ETF TRUST | 935,000 | $27.6B | 0.74% | Call |
| 24 | XLFSELECT SECTOR SPDR TR | 733,110 | $27.5B | 0.74% | Call |
| 25 | CCIVGBPLUCID GROUP INC | 1,038,149 | $26.3B | 0.71% | |
| 26 | EWZISHARES INC | 775,000 | $24.9B | 0.67% | Put |
| 27 | 07WAMR COOPER GROUP INC | 544,388 | $22.4B | 0.60% | |
| 28 | IWMISHARES TR | 100,000 | $21.9B | 0.59% | Put |
| 29 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 253,436 | $21.6B | 0.58% | |
| 30 | —TREBIA ACQUISITION CORP | 2,150,000 | $21.3B | 0.57% | |
| 31 | PCG 5.5 08/16/23PG&E CORP | 222,342 | $21.3B | 0.57% | |
| 32 | RBC 5 10/15/24 ARBC BEARINGS INC | 181,912 | $20.3B | 0.55% | |
| 33 | —CF ACQUISITION CORP IV | 2,000,000 | $19.8B | 0.53% | |
| 34 | —HEALTHCARE CAPITAL CORP | 1,800,000 | $18.4B | 0.50% | |
| 35 | —MCAFEE CORP | 815,000 | $18.0B | 0.49% | |
| 36 | CCIXCHURCHILL CAPITAL CORP V | 1,750,000 | $17.7B | 0.48% | |
| 37 | —HORIZON ACQUISITION CORP | 1,600,000 | $16.0B | 0.43% | |
| 38 | —YUCAIPA ACQUISITION CORP | 1,599,999 | $15.8B | 0.43% | |
| 39 | —NORTH ATLANTIC ACQUISITN COR | 1,575,000 | $15.6B | 0.42% | |
| 40 | —ALTIMAR ACQUISITION CORP II | 1,565,421 | $15.5B | 0.42% | |
| 41 | —CF ACQUISITION CORP VIII | 1,500,000 | $15.2B | 0.41% | |
| 42 | VCSHVANGUARD SCOTTSDALE FDS | 183,754 | $15.1B | 0.41% | |
| 43 | —BTRS HOLDINGS INC | 1,398,171 | $14.9B | 0.40% | |
| 44 | AQNCN 7.75 06/15/24ALGONQUIN PWR UTILS CORP | 307,194 | $14.9B | 0.40% | |
| 45 | —HAYMAKER ACQUISITION CORP II | 1,500,000 | $14.8B | 0.40% | |
| 46 | —RMG ACQUISITION CORP III | 1,500,000 | $14.8B | 0.40% | |
| 47 | DHRDANAHER CORPORATION | 48,431 | $14.7B | 0.40% | |
| 48 | NEE 5.279 03/01/23NEXTERA ENERGY INC | 284,564 | $14.5B | 0.39% | |
| 49 | 9EOAANZU SPECIAL ACQUISITIN CORP | 1,445,000 | $14.3B | 0.39% | |
| 50 | LTHM 4.125 07/15/25LIVENT CORP | 5,000,000 | $14.0B | 0.38% | |
| 51 | —ESSENTIAL UTILS INC | 241,530 | $13.9B | 0.37% | |
| 52 | KWEBKRANESHARES TR | 285,000 | $13.5B | 0.36% | Call |
| 53 | —SILVERBOX ENGAGED MERGER CO | 1,300,000 | $12.9B | 0.35% | |
| 54 | —SOCIAL CAPITAL HEDOSOPHA HLD | 1,245,742 | $12.6B | 0.34% | |
| 55 | CCIXCHURCHILL CAPITAL CORP VI | 1,250,000 | $12.6B | 0.34% | |
| 56 | —BROADSCALE ACQUISITION CORP | 1,200,000 | $11.9B | 0.32% | |
| 57 | EMLCVANECK ETF TRUST | 388,721 | $11.7B | 0.31% | |
| 58 | —NORTH MOUNTAIN MERGER CORP | 1,138,500 | $11.6B | 0.31% | |
| 59 | —VECTOIQ ACQUISITION CORP II | 1,118,646 | $11.1B | 0.30% | |
| 60 | —FINTECH ACQUISITION CORP VI | 1,100,000 | $11.0B | 0.30% | |
| 61 | FLOTISHARES TR | 215,248 | $10.9B | 0.30% | |
| 62 | VREX 4 06/01/25VAREX IMAGING CORP | 7,000,000 | $10.9B | 0.29% | |
| 63 | —SOCIAL CAPITAL HEDOSOPHA HLD | 1,001,483 | $10.2B | 0.27% | |
| 64 | LVLNSPDR SER TR | 150,000 | $10.2B | 0.27% | Call |
| 65 | —SWITCHBACK II CORPORATION | 1,018,206 | $10.1B | 0.27% | |
| 66 | —INSU ACQUISITION CORP III | 1,000,000 | $10.0B | 0.27% | |
| 67 | —THIMBLE POINT ACQUISITION CO | 1,000,000 | $9.9B | 0.27% | |
| 68 | —CBRE ACQUISITION HLDGS INC | 1,000,000 | $9.9B | 0.27% | |
| 69 | HTHT 3 05/01/26HUAZHU GROUP LTD | 7,479,000 | $9.9B | 0.27% | |
| 70 | OKLOALTC ACQUISITION CORP | 1,000,000 | $9.8B | 0.27% | |
| 71 | XOPSPDR SER TR | 100,000 | $9.7B | 0.26% | Call |
| 72 | —TUSCAN HLDGS CORP II | 950,000 | $9.6B | 0.26% | |
| 73 | —CAPSTAR SPL PURP ACQUISITION | 853,953 | $8.9B | 0.24% | |
| 74 | —TREPONT ACQUISITION CORP I | 850,000 | $8.7B | 0.24% | |
| 75 | —SVF INVESTMENT CORP | 875,000 | $8.7B | 0.23% | |
| 76 | URAGLOBAL X FDS | 346,442 | $8.2B | 0.22% | Call |
| 77 | —CF ACQUISITION CORP V | 800,000 | $8.1B | 0.22% | |
| 78 | SEALTD 0.25 09/15/26SEA LTD | 8,000,000 | $8.1B | 0.22% | |
| 79 | —AUSTERLITZ ACQUISITION CORP | 800,000 | $8.0B | 0.21% | |
| 80 | —DRAGONEER GROWTH OPT CORP II | 800,000 | $7.8B | 0.21% | |
| 81 | VTIPVANGUARD MALVERN FDS | 144,911 | $7.6B | 0.21% | |
| 82 | —ATLAS CREST INVESTMENT CORP | 750,000 | $7.5B | 0.20% | |
| 83 | —INDEPENDENCE HOLDINGS CORP | 750,000 | $7.5B | 0.20% | |
| 84 | —CC NEUBERGER PRINCIPAL HOLDN | 750,000 | $7.5B | 0.20% | |
| 85 | —KL ACQUISITION CORP | 750,000 | $7.4B | 0.20% | |
| 86 | SUBISHARES TR | 68,240 | $7.3B | 0.20% | |
| 87 | —VECTOR ACQUISITION CORP II | 750,000 | $7.3B | 0.20% | |
| 88 | —DD3 ACQUISITION CORP II | 715,346 | $7.1B | 0.19% | |
| 89 | —TISHMAN SPEYER INNOVATION CO | 700,000 | $7.0B | 0.19% | |
| 90 | —NORTHERN GENESIS ACQUISITION | 699,999 | $7.0B | 0.19% | |
| 91 | PLDMY TECHNOLOGY GROUP INC IV | 700,000 | $6.9B | 0.19% | |
| 92 | —RXR ACQUISITION CORP | 700,000 | $6.9B | 0.19% | |
| 93 | —APOLLO STRATEGIC GROWTH CAPT | 700,000 | $6.8B | 0.18% | |
| 94 | —NORTHERN STAR INVEST CORP II | 699,996 | $6.8B | 0.18% | |
| 95 | —GLOBAL CORD BLOOD CORPORATIO | 1,452,603 | $6.8B | 0.18% | |
| 96 | —SOCIAL CAP SUVRETTA HLDS CRP | 675,000 | $6.7B | 0.18% | |
| 97 | —SOCIAL CAP SUVRETTA HLDS CRP | 675,000 | $6.7B | 0.18% | |
| 98 | —TCW SPECIAL PURPOSE ACQU COR | 675,000 | $6.6B | 0.18% | |
| 99 | TSLATESLA INC | 8,268 | $6.4B | 0.17% | |
| 100 | —CORSAIR PARTNERING CORP | 650,000 | $6.3B | 0.17% |
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