BlueCrest Capital Management Ltd Q1 2022 Filing
Filed May 16, 2022
Portfolio Value
$3.1T
Holdings
246
Report Date
Q1 2022
Filing Type
13F-HR
All Holdings (246 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 1,754,000 | $635.9B | 20.73% | Put |
| 2 | SPYSPDR S&P 500 ETF TR | 816,450 | $368.7B | 12.02% | Put |
| 3 | EMBISHARES TR | 2,324,000 | $227.2B | 7.41% | Put |
| 4 | LQDISHARES TR | 1,625,850 | $196.6B | 6.41% | Put |
| 5 | HYGISHARES TR | 2,119,428 | $174.4B | 5.68% | Put |
| 6 | GQ9SPDR GOLD TR | 526,000 | $95.0B | 3.10% | Put |
| 7 | CRTOCRITEO S A | 2,260,000 | $61.6B | 2.01% | |
| 8 | —ARCH RESOURCES INC | 15,875,000 | $60.1B | 1.96% | |
| 9 | PLUG 3.75 06/01/25PLUG PWR INC | 9,925,000 | $56.1B | 1.83% | |
| 10 | BLMN 5 05/01/25BLOOMIN BRANDS INC | 20,600,000 | $41.5B | 1.35% | |
| 11 | EWCISHARES INC | 1,000,000 | $40.2B | 1.31% | Call |
| 12 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 531,834 | $39.4B | 1.28% | |
| 13 | CLVTCLARIVATE PLC | 526,225 | $35.7B | 1.16% | |
| 14 | NEE 5.279 03/01/23NEXTERA ENERGY INC | 679,798 | $35.5B | 1.16% | |
| 15 | DHRDANAHER CORPORATION | 108,644 | $31.9B | 1.04% | |
| 16 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 19,602,000 | $31.5B | 1.03% | |
| 17 | —NISOURCE INC | 261,760 | $31.1B | 1.02% | |
| 18 | PCG 5.5 08/16/23PG&E CORP | 260,022 | $29.2B | 0.95% | |
| 19 | EWZISHARES INC | 725,000 | $27.4B | 0.89% | Put |
| 20 | XRTSPDR SER TR | 320,300 | $24.2B | 0.79% | Put |
| 21 | —DOMINION ENERGY INC | 232,231 | $23.6B | 0.77% | |
| 22 | —ESSENTIAL UTILS INC | 322,909 | $19.8B | 0.64% | |
| 23 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 184,000 | $19.2B | 0.63% | |
| 24 | KWEBKRANESHARES TR | 640,491 | $18.3B | 0.60% | Call |
| 25 | MIDD 1 09/01/25MIDDLEBY CORP | 13,233,000 | $18.2B | 0.59% | |
| 26 | EEMISHARES TR | 386,200 | $17.4B | 0.57% | Put |
| 27 | —CHANGE HEALTHCARE INC | 234,463 | $16.6B | 0.54% | |
| 28 | AQNCN 7.75 06/15/24ALGONQUIN PWR UTILS CORP | 330,836 | $16.4B | 0.53% | |
| 29 | 07WAMR COOPER GROUP INC | 350,272 | $16.0B | 0.52% | |
| 30 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 11,000,000 | $15.0B | 0.49% | |
| 31 | —FTAC ATHENA ACQUISITION CORP | 1,500,000 | $14.7B | 0.48% | |
| 32 | —HAYMAKER ACQUISITION CORP II | 1,364,198 | $13.5B | 0.44% | |
| 33 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 191,169 | $11.8B | 0.39% | |
| 34 | XLFSELECT SECTOR SPDR TR | 298,000 | $11.4B | 0.37% | Put |
| 35 | —NORTH MOUNTAIN MERGER CORP | 1,138,500 | $11.4B | 0.37% | |
| 36 | —VECTOIQ ACQUISITION CORP II | 1,118,646 | $11.1B | 0.36% | |
| 37 | —FINTECH ACQUISITION CORP VI | 1,100,000 | $10.9B | 0.36% | |
| 38 | —CORSAIR PARTNERING CORP | 1,100,000 | $10.9B | 0.35% | |
| 39 | OKLOALTC ACQUISITION CORP | 1,100,000 | $10.7B | 0.35% | |
| 40 | —SABRE CORP | 72,732 | $10.6B | 0.34% | |
| 41 | FXIISHARES TR | 315,000 | $10.1B | 0.33% | Put |
| 42 | —RXR ACQUISITION CORP | 1,022,253 | $10.1B | 0.33% | |
| 43 | —INSU ACQUISITION CORP III | 1,000,000 | $9.9B | 0.32% | |
| 44 | —FAR PEAK ACQUISITION CORP | 902,598 | $9.0B | 0.29% | |
| 45 | DAY 0.25 03/15/26CERIDIAN HCM HLDG INC | 9,765,000 | $8.5B | 0.28% | |
| 46 | NRANRG ENERGY INC | 219,145 | $8.4B | 0.27% | Call |
| 47 | —NORTH ATLANTIC ACQUISITN COR | 825,000 | $8.2B | 0.27% | |
| 48 | —AUSTERLITZ ACQUISITION CORP | 800,000 | $7.9B | 0.26% | |
| 49 | —DRAGONEER GROWTH OPT CORP II | 800,000 | $7.8B | 0.26% | |
| 50 | XLESELECT SECTOR SPDR TR | 101,960 | $7.8B | 0.25% | Put |
| 51 | BDXBECTON DICKINSON & CO | 28,716 | $7.6B | 0.25% | |
| 52 | VGKVANGUARD INTL EQUITY INDEX F | 121,900 | $7.6B | 0.25% | Put |
| 53 | —VIRGIN GROUP ACQUISIT CORP I | 750,000 | $7.4B | 0.24% | |
| 54 | —CC NEUBERGER PRINCIPAL HOLDN | 750,000 | $7.4B | 0.24% | |
| 55 | —VECTOR ACQUISITION CORP II | 750,000 | $7.3B | 0.24% | |
| 56 | VREX 4 06/01/25VAREX IMAGING CORP | 5,500,000 | $6.9B | 0.23% | |
| 57 | —TISHMAN SPEYER INNOVATION CO | 700,000 | $6.9B | 0.23% | |
| 58 | MOALTRIA GROUP INC | 132,000 | $6.9B | 0.22% | Call |
| 59 | —APOLLO STRATEGIC GROWTH CAPT | 688,339 | $6.8B | 0.22% | |
| 60 | DISH 0 12/15/25DISH NETWORK CORPORATION | 6,500,000 | $6.3B | 0.21% | |
| 61 | FEZSPDR INDEX SHS FDS | 151,800 | $6.2B | 0.20% | Put |
| 62 | —VINTAGE WINE ESTATES INC | 3,193,100 | $6.2B | 0.20% | |
| 63 | PFSIPENNYMAC FINL SVCS INC NEW | 111,428 | $5.9B | 0.19% | |
| 64 | BXMT 5.5 03/15/27BLACKSTONE MORTGAGE TRUST IN | 6,000,000 | $5.9B | 0.19% | |
| 65 | —FTAC HERA ACQUISITION CORP | 600,000 | $5.9B | 0.19% | |
| 66 | —5 01 ACQUISITION CORP | 600,000 | $5.9B | 0.19% | |
| 67 | GPACGLOBAL PARTNER ACQISTN CORP | 600,000 | $5.9B | 0.19% | |
| 68 | AORT 4.25 07/01/25ARTIVION INC | 5,000,000 | $5.8B | 0.19% | |
| 69 | —FIFTH WALL ACQUISITN CORP II | 600,000 | $5.8B | 0.19% | |
| 70 | CCIXCHURCHILL CAPITAL CORP VII | 575,000 | $5.6B | 0.18% | |
| 71 | —GLOBAL CORD BLOOD CORPORATIO | 1,452,603 | $5.6B | 0.18% | |
| 72 | —SANDBRIDGE X2 CORP | 573,448 | $5.6B | 0.18% | |
| 73 | —ANGEL POND HOLDINGS CORP | 551,935 | $5.4B | 0.18% | |
| 74 | —GORES HLDGS VIII INC | 540,296 | $5.4B | 0.18% | |
| 75 | —ALTIMETER GROWTH CORP 2 | 545,000 | $5.4B | 0.17% | |
| 76 | —HUMANCO ACQUISITION CORP | 500,000 | $5.0B | 0.16% | |
| 77 | —GROUP NINE ACQUISITION CORP | 500,000 | $4.9B | 0.16% | |
| 78 | CCIXCHURCHILL CAPITAL CORP V | 500,000 | $4.9B | 0.16% | |
| 79 | —PROPERTY SOLUTIONS ACQUISITI | 500,000 | $4.9B | 0.16% | |
| 80 | —PIVOTAL INVESTMENT CORP III | 500,000 | $4.9B | 0.16% | |
| 81 | —KHOSLA VENTURES ACQUT CO III | 500,000 | $4.9B | 0.16% | |
| 82 | —LONGVIEW ACQUISITION CORP II | 500,000 | $4.9B | 0.16% | |
| 83 | —KAIROS ACQUISITION CORP | 490,000 | $4.8B | 0.16% | |
| 84 | EFAISHARES TR | 64,400 | $4.7B | 0.15% | Put |
| 85 | —AVISTA PUB ACQUISITION CORP | 470,000 | $4.7B | 0.15% | |
| 86 | CABO 0 03/15/26CABLE ONE INC | 5,195,000 | $4.6B | 0.15% | |
| 87 | —ARGUS CAPITAL CORP | 450,000 | $4.6B | 0.15% | |
| 88 | SLVISHARES SILVER TR | 200,000 | $4.6B | 0.15% | Call |
| 89 | —BTRS HOLDINGS INC | 600,000 | $4.5B | 0.15% | |
| 90 | —PIONEER MERGER CORP | 452,629 | $4.4B | 0.14% | |
| 91 | TWO 6.25 01/15/26TWO HARBORS INVENTMENT CORPO | 4,425,000 | $4.3B | 0.14% | |
| 92 | —INTERPRIVATE III FINANCIAL P | 400,000 | $4.0B | 0.13% | |
| 93 | —INTERPRIVATE II ACQUISITION | 400,000 | $3.9B | 0.13% | |
| 94 | —INTERPRIVATE IV INFRATECH PR | 400,000 | $3.9B | 0.13% | |
| 95 | —OMEGA ALPHA SPAC | 400,000 | $3.9B | 0.13% | |
| 96 | BSX 5.5 06/01/23 ABOSTON SCIENTIFIC CORP | 33,302 | $3.9B | 0.13% | |
| 97 | TCDA 3.5 05/15/27TRICIDA INC | 7,779,000 | $3.9B | 0.13% | |
| 98 | —RMG ACQUISITION CORP III | 391,427 | $3.8B | 0.13% | |
| 99 | —DTE ENERGY CO | 71,500 | $3.8B | 0.12% | |
| 100 | XLUSELECT SECTOR SPDR TR | 50,000 | $3.7B | 0.12% | Put |
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