BlueCrest Capital Management Ltd Q4 2021 Filing

Filed February 14, 2022

Portfolio Value

$3.1B

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

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