BlueCrest Capital Management Ltd Q4 2021 Filing
Filed February 14, 2022
Portfolio Value
$3.1T
Holdings
280
Report Date
Q4 2021
Filing Type
13F-HR
All Holdings (280 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 1,447,365 | $575.8B | 18.60% | Put |
| 2 | EEMISHARES TR | 5,084,310 | $248.4B | 8.02% | Put |
| 3 | SPYSPDR S&P 500 ETF TR | 340,850 | $161.9B | 5.23% | Put |
| 4 | NRANRG ENERGY INC | 3,352,301 | $144.4B | 4.67% | Call |
| 5 | LQDISHARES TR | 843,390 | $111.8B | 3.61% | Put |
| 6 | CRTOCRITEO S A | 2,260,000 | $87.8B | 2.84% | |
| 7 | HYGISHARES TR | 666,127 | $58.0B | 1.87% | Put |
| 8 | FXIISHARES TR | 1,575,000 | $57.6B | 1.86% | Call |
| 9 | PLUG 3.75 06/01/25PLUG PWR INC | 9,925,000 | $55.7B | 1.80% | |
| 10 | EMBISHARES TR | 505,000 | $55.1B | 1.78% | Put |
| 11 | GQ9SPDR GOLD TR | 258,960 | $44.3B | 1.43% | Put |
| 12 | BLMN 5 05/01/25BLOOMIN BRANDS INC | 21,000,000 | $41.1B | 1.33% | |
| 13 | CLVTCLARIVATE PLC | 411,421 | $37.4B | 1.21% | |
| 14 | MIDD 1 09/01/25MIDDLEBY CORP | 22,733,000 | $36.5B | 1.18% | |
| 15 | SOFISOFI TECHNOLOGIES INC | 2,272,428 | $35.9B | 1.16% | |
| 16 | XLESELECT SECTOR SPDR TR | 630,000 | $35.0B | 1.13% | Put |
| 17 | EFAISHARES TR | 408,929 | $32.2B | 1.04% | Put |
| 18 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 19,602,000 | $31.5B | 1.02% | |
| 19 | XLFSELECT SECTOR SPDR TR | 730,010 | $28.5B | 0.92% | Put |
| 20 | AQNCN 7.75 06/15/24ALGONQUIN PWR UTILS CORP | 597,174 | $28.2B | 0.91% | |
| 21 | UPSTUPSTART HLDGS INC | 186,454 | $28.2B | 0.91% | |
| 22 | DHRDANAHER CORPORATION | 84,720 | $27.9B | 0.90% | |
| 23 | 07WAMR COOPER GROUP INC | 638,101 | $26.6B | 0.86% | |
| 24 | EWZISHARES INC | 945,000 | $26.5B | 0.86% | Call |
| 25 | VTEBVANGUARD MUN BD FDS | 474,623 | $26.1B | 0.84% | |
| 26 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 17,000,000 | $23.5B | 0.76% | |
| 27 | DASHDOORDASH INC | 133,680 | $19.9B | 0.64% | |
| 28 | —MOTIVE CAPITAL CORP | 1,922,721 | $18.9B | 0.61% | |
| 29 | EVCMEVERCOMMERCE INC | 1,200,000 | $18.9B | 0.61% | |
| 30 | KKRKKR & CO INC | 249,398 | $18.6B | 0.60% | |
| 31 | MUBISHARES TR | 158,674 | $18.5B | 0.60% | |
| 32 | —ARCH RESOURCES INC | 6,750,000 | $17.9B | 0.58% | |
| 33 | GUNRFLEXSHARES TR | 448,720 | $17.7B | 0.57% | |
| 34 | SLVISHARES SILVER TR | 800,000 | $17.2B | 0.56% | Call |
| 35 | PFSIPENNYMAC FINL SVCS INC NEW | 241,468 | $16.9B | 0.54% | |
| 36 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 182,673 | $15.9B | 0.51% | |
| 37 | PCG 5.5 08/16/23PG&E CORP | 135,526 | $15.7B | 0.51% | |
| 38 | UBERUBER TECHNOLOGIES INC | 352,034 | $14.8B | 0.48% | |
| 39 | IWMISHARES TR | 65,000 | $14.5B | 0.47% | Put |
| 40 | VTIPVANGUARD MALVERN FDS | 255,710 | $13.1B | 0.42% | |
| 41 | HYDVANECK ETF TRUST | 202,511 | $12.6B | 0.41% | |
| 42 | AVGO 8 09/30/22 ABROADCOM INC | 5,989 | $12.4B | 0.40% | |
| 43 | —BTRS HOLDINGS INC | 1,547,827 | $12.1B | 0.39% | |
| 44 | —NORTH MOUNTAIN MERGER CORP | 1,138,500 | $11.6B | 0.38% | |
| 45 | —VECTOIQ ACQUISITION CORP II | 1,118,646 | $11.1B | 0.36% | |
| 46 | —FINTECH ACQUISITION CORP VI | 1,100,000 | $11.0B | 0.36% | |
| 47 | VREX 4 06/01/25VAREX IMAGING CORP | 6,500,000 | $10.8B | 0.35% | |
| 48 | —ESSENTIAL UTILS INC | 165,047 | $10.7B | 0.35% | |
| 49 | 75ZMEMBERSHIP COLLECTIVE GROUP | 826,088 | $10.6B | 0.34% | |
| 50 | DISH 0 12/15/25DISH NETWORK CORPORATION | 10,500,000 | $10.5B | 0.34% | |
| 51 | —DTE ENERGY CO | 201,381 | $10.3B | 0.33% | |
| 52 | STIPISHARES TR | 96,180 | $10.2B | 0.33% | |
| 53 | —RXR ACQUISITION CORP | 1,022,253 | $10.1B | 0.33% | |
| 54 | —INSU ACQUISITION CORP III | 1,000,000 | $10.0B | 0.32% | |
| 55 | DBAINVESCO DB MULTI-SECTOR COMM | 500,000 | $9.9B | 0.32% | Call |
| 56 | ABTABBOTT LABS | 70,000 | $9.9B | 0.32% | Put |
| 57 | OKLOALTC ACQUISITION CORP | 1,000,000 | $9.8B | 0.32% | |
| 58 | IGFISHARES TR | 206,283 | $9.8B | 0.32% | |
| 59 | LCII 1.125 05/15/26LCI INDS | 8,750,000 | $9.7B | 0.31% | |
| 60 | —CORSAIR PARTNERING CORP | 945,554 | $9.5B | 0.31% | |
| 61 | —FTAC ATHENA ACQUISITION CORP | 890,643 | $8.8B | 0.29% | |
| 62 | HTHT 3 05/01/26HUAZHU GROUP LTD | 7,479,000 | $8.4B | 0.27% | |
| 63 | —NORTH ATLANTIC ACQUISITN COR | 825,000 | $8.3B | 0.27% | |
| 64 | —DRAGONEER GROWTH OPT CORP II | 800,000 | $7.8B | 0.25% | |
| 65 | —AUSTERLITZ ACQUISITION CORP | 800,000 | $7.8B | 0.25% | |
| 66 | SUBISHARES TR | 71,819 | $7.7B | 0.25% | |
| 67 | —CC NEUBERGER PRINCIPAL HOLDN | 750,000 | $7.5B | 0.24% | |
| 68 | —VIRGIN GROUP ACQUISIT CORP I | 750,000 | $7.4B | 0.24% | |
| 69 | LTHM 4.125 07/15/25LIVENT CORP | 2,500,000 | $7.3B | 0.24% | |
| 70 | —VECTOR ACQUISITION CORP II | 750,000 | $7.3B | 0.24% | |
| 71 | —TISHMAN SPEYER INNOVATION CO | 700,000 | $6.9B | 0.22% | |
| 72 | SCHPSCHWAB STRATEGIC TR | 102,029 | $6.4B | 0.21% | |
| 73 | PHBINVESCO EXCH TRADED FD TR II | 322,428 | $6.3B | 0.20% | |
| 74 | MOALTRIA GROUP INC | 132,000 | $6.3B | 0.20% | Call |
| 75 | —CHANGE HEALTHCARE INC | 88,364 | $6.2B | 0.20% | |
| 76 | —GLOBAL CORD BLOOD CORPORATIO | 1,452,603 | $6.1B | 0.20% | |
| 77 | BRNSVACCITECH PLC | 543,073 | $6.0B | 0.19% | |
| 78 | TSLATESLA INC | 5,609 | $5.9B | 0.19% | |
| 79 | —5 01 ACQUISITION CORP | 600,000 | $5.9B | 0.19% | |
| 80 | GPACGLOBAL PARTNER ACQISTN CORP | 600,000 | $5.9B | 0.19% | |
| 81 | AORT 4.25 07/01/25CRYOLIFE INC | 5,000,000 | $5.8B | 0.19% | |
| 82 | CCIXCHURCHILL CAPITAL CORP VII | 575,000 | $5.8B | 0.19% | |
| 83 | AESCAES CORP | 59,208 | $5.7B | 0.18% | |
| 84 | URAGLOBAL X FDS | 246,252 | $5.6B | 0.18% | Call |
| 85 | JNKSPDR SER TR | 51,684 | $5.6B | 0.18% | |
| 86 | —SANDBRIDGE X2 CORP | 573,448 | $5.6B | 0.18% | |
| 87 | —FTAC HERA ACQUISITION CORP | 550,000 | $5.5B | 0.18% | |
| 88 | KWEBKRANESHARES TR | 150,000 | $5.5B | 0.18% | Call |
| 89 | AJXAGREAT AJAX CORP | 206,890 | $5.4B | 0.17% | |
| 90 | —ALTIMETER GROWTH CORP 2 | 539,553 | $5.3B | 0.17% | |
| 91 | —BROOGE ENERGY LTD | 9,635,540 | $5.3B | 0.17% | |
| 92 | —TUSCAN HLDGS CORP II | 500,000 | $5.1B | 0.16% | |
| 93 | —SILVERBOX ENGAGED MERGER CO | 499,998 | $5.1B | 0.16% | |
| 94 | —GROUP NINE ACQUISITION CORP | 500,000 | $5.1B | 0.16% | |
| 95 | —HUMANCO ACQUISITION CORP | 500,000 | $5.1B | 0.16% | |
| 96 | CCIXCHURCHILL CAPITAL CORP V | 500,000 | $5.0B | 0.16% | |
| 97 | TFISPDR SER TR | 96,560 | $5.0B | 0.16% | |
| 98 | —KHOSLA VENTURES ACQUT CO III | 500,000 | $4.9B | 0.16% | |
| 99 | ASHRDBX ETF TR | 124,735 | $4.9B | 0.16% | |
| 100 | —PIVOTAL INVESTMENT CORP III | 500,000 | $4.9B | 0.16% |
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