BlueCrest Capital Management Ltd Q2 2022 Filing
Filed August 15, 2022
Portfolio Value
$2.6T
Holdings
173
Report Date
Q2 2022
Filing Type
13F-HR
All Holdings (173 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 2,149,400 | $602.4B | 23.30% | Put |
| 2 | GQ9SPDR GOLD TR | 2,657,655 | $447.7B | 17.31% | Put |
| 3 | SPYSPDR S&P 500 ETF TR | 681,800 | $257.2B | 9.95% | Put |
| 4 | EMBISHARES TR | 2,107,242 | $179.8B | 6.95% | Put |
| 5 | XLESELECT SECTOR SPDR TR | 2,409,860 | $172.3B | 6.66% | Put |
| 6 | LQDISHARES TR | 765,750 | $84.3B | 3.26% | Put |
| 7 | CRTOCRITEO S A | 2,260,000 | $55.1B | 2.13% | |
| 8 | IWNISHARES TR | 242,000 | $32.9B | 1.27% | Put |
| 9 | HYGISHARES TR | 437,300 | $32.2B | 1.24% | Put |
| 10 | EEMISHARES TR | 745,000 | $29.9B | 1.16% | Put |
| 11 | —GORES HLDGS VIII INC | 3,000,000 | $29.6B | 1.14% | |
| 12 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 479,878 | $28.5B | 1.10% | |
| 13 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 19,680,000 | $26.3B | 1.02% | |
| 14 | KWEBKRANESHARES TR | 800,000 | $26.2B | 1.01% | |
| 15 | EFAISHARES TR | 396,000 | $24.7B | 0.96% | Put |
| 16 | CLVTCLARIVATE PLC | 396,590 | $22.7B | 0.88% | |
| 17 | PCG 5.5 08/16/23PG&E CORP | 194,214 | $18.6B | 0.72% | |
| 18 | FEZSPDR INDEX SHS FDS | 432,000 | $15.0B | 0.58% | Put |
| 19 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 14,000,000 | $14.8B | 0.57% | |
| 20 | MIDD 1 09/01/25MIDDLEBY CORP | 12,733,000 | $14.4B | 0.56% | |
| 21 | PFSIPENNYMAC FINL SVCS INC NEW | 327,453 | $14.3B | 0.55% | |
| 22 | 07WAMR COOPER GROUP INC | 369,823 | $13.6B | 0.53% | |
| 23 | —NORTH MOUNTAIN MERGER CORP | 1,138,500 | $11.4B | 0.44% | |
| 24 | —VECTOIQ ACQUISITION CORP II | 1,120,000 | $11.0B | 0.42% | |
| 25 | —FINTECH ACQUISITION CORP VI | 1,100,000 | $10.8B | 0.42% | |
| 26 | —CORSAIR PARTNERING CORP | 1,100,000 | $10.8B | 0.42% | |
| 27 | OKLOALTC ACQUISITION CORP | 1,100,000 | $10.6B | 0.41% | |
| 28 | —RXR ACQUISITION CORP | 1,023,300 | $10.0B | 0.39% | |
| 29 | EWZISHARES INC | 350,000 | $9.6B | 0.37% | Call |
| 30 | —AVISTA PUB ACQUISITION CORP | 940,514 | $9.5B | 0.37% | |
| 31 | NEE 5.279 03/01/23NEXTERA ENERGY INC | 176,744 | $8.8B | 0.34% | |
| 32 | AEPAMERICAN ELEC PWR CO INC | 89,632 | $8.6B | 0.33% | |
| 33 | ASHRDBX ETF TR | 250,000 | $8.5B | 0.33% | Call |
| 34 | BLMN 5 05/01/25BLOOMIN BRANDS INC | 5,335,000 | $8.5B | 0.33% | |
| 35 | NOVA 0.25 12/01/26SUNNOVA ENERGY INTL INC. | 10,500,000 | $8.3B | 0.32% | |
| 36 | —SABRE CORP | 98,148 | $7.8B | 0.30% | |
| 37 | —DRAGONEER GROWTH OPT CORP II | 800,000 | $7.8B | 0.30% | |
| 38 | —AEA-BRIDGES IMPACT CORP | 765,498 | $7.6B | 0.29% | |
| 39 | CPTKWCROWN PROPTECH ACQUISITIONS | 768,290 | $7.6B | 0.29% | |
| 40 | PLUG 3.75 06/01/25PLUG PWR INC | 2,241,000 | $7.5B | 0.29% | |
| 41 | —ANGEL POND HOLDINGS CORP | 750,000 | $7.4B | 0.28% | |
| 42 | —SOUTHERN CO | 137,818 | $7.3B | 0.28% | |
| 43 | —TISHMAN SPEYER INNOVATION CO | 700,000 | $6.9B | 0.27% | |
| 44 | MTDRMATADOR RES CO | 142,654 | $6.6B | 0.26% | |
| 45 | NEE 6.219 09/01/23NEXTERA ENERGY INC | 131,357 | $6.5B | 0.25% | |
| 46 | —FIFTH WALL ACQUISITN CORP II | 600,000 | $5.8B | 0.23% | |
| 47 | MOALTRIA GROUP INC | 132,000 | $5.5B | 0.21% | Call |
| 48 | —VINTAGE WINE ESTATES INC | 3,759,812 | $5.5B | 0.21% | |
| 49 | DBCINVESCO DB COMMDY INDX TRCK | 200,000 | $5.3B | 0.21% | Put |
| 50 | WBDWARNER BROS DISCOVERY INC | 387,500 | $5.2B | 0.20% | Put |
| 51 | SMSM ENERGY CO | 147,166 | $5.0B | 0.19% | |
| 52 | —HUMANCO ACQUISITION CORP | 500,000 | $4.9B | 0.19% | |
| 53 | —MAGNUM OPUS ACQUISITION LTD | 500,000 | $4.9B | 0.19% | |
| 54 | —KHOSLA VENTURES ACQUT CO III | 500,000 | $4.9B | 0.19% | |
| 55 | —KAIROS ACQUISITION CORP | 490,000 | $4.8B | 0.19% | |
| 56 | —B RILEY PRINCIPAL 150 MERGER | 477,884 | $4.8B | 0.18% | |
| 57 | —SOFTWARE ACQUISITN GRP INC I | 435,987 | $4.4B | 0.17% | |
| 58 | —CC NEUBERGER PRINCIPAL HOLDN | 437,500 | $4.3B | 0.17% | |
| 59 | —GLOBAL CORD BLOOD CORPORATIO | 1,452,603 | $4.3B | 0.17% | |
| 60 | IWMISHARES TR | 25,000 | $4.2B | 0.16% | Put |
| 61 | CENX 2.75 05/01/28CENTURY ALUM CO | 5,473,000 | $4.2B | 0.16% | |
| 62 | SPLK 1.125 06/15/27SPLUNK INC | 4,930,000 | $4.1B | 0.16% | |
| 63 | SJR/BEURSHAW COMMUNICATIONS INC | 137,500 | $4.1B | 0.16% | |
| 64 | —ARCLIGHT CLEAN TRANSITION II | 406,825 | $4.0B | 0.16% | |
| 65 | TCDA 3.5 05/15/27TRICIDA INC | 7,779,000 | $4.0B | 0.16% | |
| 66 | BL 0 03/15/26BLACKLINE INC | 5,000,000 | $4.0B | 0.15% | |
| 67 | —INTERPRIVATE IV INFRATECH PR | 400,000 | $3.9B | 0.15% | |
| 68 | —INTERPRIVATE III FINANCIAL P | 400,000 | $3.9B | 0.15% | |
| 69 | —INTERPRIVATE II ACQUISITION | 400,000 | $3.9B | 0.15% | |
| 70 | ERFGBPENERPLUS CORP | 292,342 | $3.9B | 0.15% | |
| 71 | CRCCALIFORNIA RES CORP | 94,248 | $3.6B | 0.14% | |
| 72 | AESAES CORP | 171,090 | $3.6B | 0.14% | |
| 73 | DHRDANAHER CORPORATION | 13,737 | $3.5B | 0.13% | |
| 74 | —BROOGE ENERGY LTD | 9,875,129 | $3.4B | 0.13% | |
| 75 | DBAINVESCO DB MULTI-SECTOR COMM | 160,000 | $3.3B | 0.13% | Call |
| 76 | WLLWHITING PETE CORP NEW | 47,391 | $3.2B | 0.12% | |
| 77 | NOGNORTHERN OIL AND GAS INC MN | 118,294 | $3.0B | 0.12% | |
| 78 | ESPR 4 11/15/25ESPERION THERAPEUTICS INC NE | 5,350,000 | $3.0B | 0.12% | |
| 79 | AQNCN 7.75 06/15/24ALGONQUIN PWR UTILS CORP | 67,310 | $2.9B | 0.11% | |
| 80 | CPECALLON PETE CO DEL | 74,262 | $2.9B | 0.11% | |
| 81 | —ALTIMETER GROWTH CORP 2 | 295,000 | $2.9B | 0.11% | |
| 82 | NINISOURCE INC | 97,051 | $2.9B | 0.11% | |
| 83 | CHRDOASIS PETROLEUM INC | 23,430 | $2.9B | 0.11% | |
| 84 | CBOECBOE GLOBAL MKTS INC | 25,000 | $2.8B | 0.11% | |
| 85 | XLFSELECT SECTOR SPDR TR | 88,000 | $2.8B | 0.11% | |
| 86 | —KHOSLA VENTURES ACQUISITION | 274,600 | $2.7B | 0.10% | |
| 87 | BSXBOSTON SCIENTIFIC CORP | 67,975 | $2.5B | 0.10% | |
| 88 | —PWP FORWARD ACQUISITION CORP | 250,000 | $2.4B | 0.09% | |
| 89 | —ARYA SCIENCES ACQUISITN CORP | 250,000 | $2.4B | 0.09% | |
| 90 | PAR 1.5 10/15/27PAR TECHNOLOGY CORP | 3,000,000 | $2.4B | 0.09% | |
| 91 | BRNSVACCITECH PLC | 542,673 | $2.4B | 0.09% | |
| 92 | —BTRS HOLDINGS INC | 468,800 | $2.3B | 0.09% | |
| 93 | SWK 5.25 11/15/22STANLEY BLACK & DECKER INC | 34,561 | $2.3B | 0.09% | |
| 94 | APTVAPTIV PLC | 25,785 | $2.3B | 0.09% | |
| 95 | TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC | 2,250,000 | $2.3B | 0.09% | |
| 96 | PJXPETROLEO BRASILEIRO SA PETRO | 204,435 | $2.2B | 0.08% | |
| 97 | FXIISHARES TR | 62,500 | $2.1B | 0.08% | Call |
| 98 | CABO 1.125 03/15/28CABLE ONE INC | 2,500,000 | $2.1B | 0.08% | |
| 99 | CDEVEURCENTENNIAL RESOURCE DEV INC | 343,875 | $2.1B | 0.08% | |
| 100 | JNKSPDR SER TR | 22,646 | $2.1B | 0.08% |
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