BlueCrest Capital Management Ltd Q2 2021 Filing
Filed August 16, 2021
Portfolio Value
$5.4B
Holdings
477
Report Date
Q2 2021
Filing Type
13F-HR
All Holdings (477 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 1,426,500 | $505.6B | 9342.06% | Put |
| 2 | HYGISHARES TR | 4,015,000 | $353.5B | 6531.41% | Put |
| 3 | EMBISHARES TR | 2,673,894 | $300.7B | 5556.28% | Put |
| 4 | SPYSPDR S&P 500 ETF TR | 629,877 | $269.6B | 4981.95% | Put |
| 5 | EEMISHARES TR | 3,650,000 | $201.3B | 3719.46% | Put |
| 6 | NRANRG ENERGY INC | 4,350,888 | $175.3B | 3239.84% | Call |
| 7 | LQDISHARES TR | 1,152,620 | $154.9B | 2861.52% | Put |
| 8 | GQ9SPDR GOLD TR | 771,090 | $127.7B | 2359.86% | Put |
| 9 | JOBSUSD51JOB INC | 1,350,000 | $105.0B | 1939.94% | |
| 10 | EWZISHARES INC | 1,940,382 | $78.7B | 1453.49% | Call |
| 11 | BABAALIBABA GROUP HLDG LTD | 326,423 | $74.0B | 1367.81% | |
| 12 | PLUG 3.75 06/01/25PLUG POWER INC | 9,925,000 | $67.4B | 1245.87% | |
| 13 | KWEBKRANESHARES TR | 900,000 | $62.8B | 1160.42% | |
| 14 | BLMN 5 05/01/25BLOOMIN BRANDS INC | 24,473,000 | $59.5B | 1098.48% | |
| 15 | XLESELECT SECTOR SPDR TR | 1,021,110 | $55.0B | 1016.40% | Put |
| 16 | XLFSELECT SECTOR SPDR TR | 1,399,036 | $51.3B | 948.46% | Call |
| 17 | TLTISHARES TR | 295,000 | $42.6B | 786.84% | Put |
| 18 | PCG 5.5 08/16/23PG&E CORP | 393,972 | $39.9B | 737.93% | |
| 19 | —CLEVELAND-CLIFFS INC NEW | 14,112,000 | $39.4B | 727.40% | |
| 20 | AMCAMC ENTMT HLDGS INC | 673,933 | $38.2B | 705.80% | Put |
| 21 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 21,852,000 | $33.4B | 617.00% | |
| 22 | SLVISHARES SILVER TR | 1,325,000 | $32.1B | 592.98% | Call |
| 23 | XHBSPDR SER TR | 425,000 | $31.1B | 575.15% | Put |
| 24 | —NEW FRONTIER HEALTH CORP | 2,700,845 | $30.2B | 557.43% | |
| 25 | ANGLVANECK VECTORS ETF TR | 916,533 | $30.2B | 557.17% | |
| 26 | CCIXCHURCHILL CAPITAL CORP VII | 3,000,000 | $30.0B | 554.88% | |
| 27 | —NORTH ATLANTIC ACQUISITN COR | 2,970,000 | $29.8B | 550.98% | |
| 28 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 19,000,000 | $29.8B | 550.64% | |
| 29 | JETSETF SER SOLUTIONS | 1,200,000 | $29.0B | 536.14% | Call |
| 30 | URAGLOBAL X FDS | 1,315,386 | $27.9B | 515.26% | Call |
| 31 | ARKKARK ETF TR | 203,280 | $26.6B | 491.22% | Put |
| 32 | JWSMFJAWS MUSTANG ACQUISITION COR | 2,600,000 | $26.2B | 483.29% | |
| 33 | Z 1.375 09/01/26ZILLOW GROUP INC | 9,000,000 | $25.5B | 470.84% | |
| 34 | —H I G ACQUISITION CORP | 2,500,000 | $25.1B | 463.78% | |
| 35 | —CC NEUBERGER PRIN HLDGS II | 2,334,000 | $23.8B | 439.23% | |
| 36 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 308,768 | $23.1B | 426.46% | |
| 37 | AQNCN 7.75 06/15/24ALGONQUIN PWR UTILS CORP | 450,000 | $22.3B | 412.90% | |
| 38 | —BTRS HOLDINGS INC | 1,767,505 | $22.3B | 412.16% | |
| 39 | —SOCIAL CAPITAL HEDOSOPHA HLD | 2,081,808 | $22.3B | 411.97% | |
| 40 | —SOARING EAGLE ACQUISITION CO | 2,000,000 | $21.2B | 391.35% | |
| 41 | —TREBIA ACQUISITION CORP | 2,000,000 | $20.9B | 385.84% | |
| 42 | ITBISHARES TR | 300,000 | $20.8B | 383.70% | Put |
| 43 | EWJISHARES INC | 300,000 | $20.3B | 374.39% | Call |
| 44 | —SCION TECH GROWTH I | 2,000,000 | $20.2B | 373.24% | |
| 45 | —CF ACQUISITION CORP IV | 2,000,000 | $20.1B | 371.03% | |
| 46 | PFSIPENNYMAC FINL SVCS INC NEW | 318,812 | $19.7B | 363.58% | |
| 47 | —FAR PEAK ACQUISITION CORP | 1,785,000 | $18.6B | 343.01% | |
| 48 | CCIXCHURCHILL CAPITAL CORP V | 1,750,000 | $18.5B | 341.79% | |
| 49 | —MOTIVE CAPITAL CORP | 1,795,000 | $18.0B | 333.00% | |
| 50 | —HEALTHCARE CAPITAL CORP | 1,800,000 | $18.0B | 331.93% | |
| 51 | —CANTEL MED CORP | 8,181,000 | $17.9B | 329.95% | |
| 52 | —GLOBAL CORD BLOOD CORPORATIO | 3,199,000 | $17.1B | 315.65% | |
| 53 | —DRAGONEER GROWTH OPPORTUN CO | 1,629,933 | $16.2B | 299.96% | |
| 54 | —SANDBRIDGE ACQUISITION CORP | 1,500,000 | $16.0B | 295.60% | |
| 55 | —YUCAIPA ACQUISITION CORP | 1,599,999 | $15.8B | 291.79% | |
| 56 | —ALTIMAR ACQUISITION CORP II | 1,565,421 | $15.7B | 290.11% | |
| 57 | —GS ACQUISITION HLDGS CORP II | 1,500,000 | $15.6B | 288.25% | |
| 58 | —COMPUTE HEALTH ACQUISITIN CO | 1,500,000 | $15.3B | 283.26% | |
| 59 | —CF ACQUISITION CORP VIII | 1,500,000 | $15.2B | 279.93% | |
| 60 | —AUSTERLITZ ACQUISITION CORP | 1,500,000 | $15.1B | 279.10% | |
| 61 | —KKR ACQUISITION HOLDING I CO | 1,500,000 | $15.1B | 278.27% | |
| 62 | —HAYMAKER ACQUISITION CORP II | 1,500,000 | $15.0B | 277.99% | |
| 63 | —KL ACQUISITION CORP | 1,500,000 | $15.0B | 277.16% | |
| 64 | —RMG ACQUISITION CORP III | 1,500,000 | $15.0B | 277.16% | |
| 65 | —ESSENTIAL UTILS INC | 256,378 | $14.8B | 273.95% | |
| 66 | —HORIZON ACQUISITION CORP | 1,381,710 | $14.5B | 268.83% | |
| 67 | 9EOAANZU SPECIAL ACQUISITIN CORP | 1,445,000 | $14.4B | 267.00% | |
| 68 | —KAIROS ACQUISITION CORP | 1,426,000 | $14.3B | 264.02% | |
| 69 | —SOCIAL CAPITAL HEDOSOPHA HLD | 1,250,000 | $13.8B | 254.06% | |
| 70 | —MONTES ARCHIMEDES ACQUISITIO | 1,350,000 | $13.4B | 246.71% | |
| 71 | —SILVERBOX ENGAGED MERGER CO | 1,300,000 | $13.0B | 240.21% | |
| 72 | —LUX HEALTH TECH ACQUISITION | 1,250,000 | $12.8B | 236.97% | |
| 73 | —GO ACQUISITION CORP | 1,250,000 | $12.7B | 234.20% | |
| 74 | CCIXCHURCHILL CAPITAL CORP VI | 1,250,000 | $12.7B | 233.74% | |
| 75 | —MARLIN TECHNOLOGY CORP | 1,250,000 | $12.6B | 232.59% | |
| 76 | —HH&L ACQUISITION CO | 1,240,800 | $12.5B | 231.34% | |
| 77 | —SUPERNOVA PARTNERS ACQUISITI | 1,249,998 | $12.4B | 229.34% | |
| 78 | —BROADSCALE ACQUISITION CORP | 1,200,000 | $12.0B | 221.62% | |
| 79 | LTHM 4.125 07/15/25LIVENT CORP | 5,000,000 | $12.0B | 221.38% | |
| 80 | —DMY TECHNOLOGY GROUP INC III | 1,100,000 | $11.8B | 217.28% | |
| 81 | —NORTH MOUNTAIN MERGER CORP | 1,138,500 | $11.6B | 214.58% | |
| 82 | —VECTOIQ ACQUISITION CORP II | 1,118,646 | $11.5B | 212.27% | |
| 83 | METAFACEBOOK INC | 33,000 | $11.5B | 212.01% | Call |
| 84 | —SWITCHBACK II CORPORATION | 1,100,000 | $11.1B | 205.89% | |
| 85 | —FINTECH ACQUISITION CORP VI | 1,100,000 | $11.1B | 205.08% | |
| 86 | —LIONHEART ACQUISITION CORP I | 1,100,000 | $10.9B | 200.61% | |
| 87 | DNBDUN & BRADSTREET HLDGS INC | 500,001 | $10.7B | 197.43% | |
| 88 | —MONTES ARCHIMEDES ACQUISITIO | 1,000,000 | $10.7B | 196.97% | |
| 89 | —HORIZON ACQUISITION CORP | 1,050,000 | $10.4B | 193.05% | |
| 90 | VREX 4 06/01/25VAREX IMAGING CORP | 7,000,000 | $10.4B | 191.76% | |
| 91 | —MOTIVE CAPITAL CORP | 1,060,127 | $10.4B | 191.37% | |
| 92 | —THIMBLE POINT ACQUISITION CO | 1,000,000 | $10.3B | 191.24% | |
| 93 | —LGL SYS ACQUISITION CORP | 950,000 | $10.3B | 189.76% | |
| 94 | —CASCADE ACQUISITION CORP | 1,000,000 | $10.2B | 188.65% | |
| 95 | TWO 6.25 01/15/26TWO HBRS INVT CORP | 9,400,000 | $10.2B | 188.17% | |
| 96 | —TUATARA CAPITAL ACQUISITN CO | 1,000,000 | $10.2B | 188.01% | |
| 97 | —INSU ACQUISITION CORP III | 1,000,000 | $10.1B | 185.70% | |
| 98 | —FTAC PARNASSUS ACQUISITN COR | 1,000,000 | $10.1B | 185.70% | |
| 99 | —FTAC HERA ACQUISITION CORP | 1,000,000 | $10.0B | 185.61% | |
| 100 | —SANDBRIDGE X2 CORP | 1,000,000 | $10.0B | 184.96% |
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