BlueCrest Capital Management Ltd Q3 2021 Filing

Filed November 15, 2021

Portfolio Value

$3.7B

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

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