BlueCrest Capital Management Ltd Q4 2022 Filing
Filed February 14, 2023
Portfolio Value
$3.7T
Holdings
141
Report Date
Q4 2022
Filing Type
13F-HR
All Holdings (141 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | XLESELECT SECTOR SPDR TR | 8,114,400 | $709.8B | 18.97% | Put |
| 2 | NDQINVESCO QQQ TR | 2,446,719 | $651.5B | 17.42% | Put |
| 3 | GQ9SPDR GOLD TR | 2,867,000 | $486.4B | 13.00% | Put |
| 4 | SPYSPDR S&P 500 ETF TR | 885,150 | $338.5B | 9.05% | Put |
| 5 | AAPLAPPLE INC | 2,000,000 | $259.9B | 6.95% | Put |
| 6 | LQDISHARES TR | 1,063,080 | $112.1B | 3.00% | Put |
| 7 | HYGISHARES TR | 1,184,800 | $87.2B | 2.33% | Put |
| 8 | EMBISHARES TR | 1,004,284 | $85.0B | 2.27% | Put |
| 9 | FXIISHARES TR | 2,188,400 | $61.9B | 1.66% | Put |
| 10 | CRTOCRITEO S A | 2,260,000 | $58.9B | 1.57% | |
| 11 | EEMISHARES TR | 1,329,700 | $50.4B | 1.35% | Call |
| 12 | ASHRDBX ETF TR | 1,700,000 | $47.6B | 1.27% | Call |
| 13 | FLOTISHARES TR | 916,140 | $46.1B | 1.23% | |
| 14 | EFAISHARES TR | 640,300 | $42.0B | 1.12% | Put |
| 15 | FEZSPDR INDEX SHS FDS | 1,023,750 | $39.6B | 1.06% | Put |
| 16 | KWEBKRANESHARES TR | 1,166,534 | $35.2B | 0.94% | |
| 17 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 20,680,000 | $31.1B | 0.83% | |
| 18 | GDXVANECK ETF TRUST | 1,060,000 | $30.4B | 0.81% | Call |
| 19 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 407,559 | $26.4B | 0.70% | |
| 20 | GUNRFLEXSHARES TR | 574,760 | $25.0B | 0.67% | |
| 21 | NEE 5.279 03/01/23NEXTERA ENERGY INC | 456,180 | $23.1B | 0.62% | |
| 22 | —NISOURCE INC | 205,370 | $21.2B | 0.57% | |
| 23 | 07WAMR COOPER GROUP INC | 522,410 | $21.0B | 0.56% | |
| 24 | XLISELECT SECTOR SPDR TR | 200,000 | $19.6B | 0.53% | Put |
| 25 | IWMISHARES TR | 103,000 | $18.0B | 0.48% | Put |
| 26 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 16,000,000 | $16.9B | 0.45% | |
| 27 | USHYISHARES TR | 456,667 | $15.8B | 0.42% | |
| 28 | —INFINERA CORP | 10,575,000 | $13.1B | 0.35% | |
| 29 | RITMRITHM CAPITAL CORP | 1,606,311 | $13.1B | 0.35% | |
| 30 | PCG 5.5 08/16/23PG&E CORP | 90,546 | $13.1B | 0.35% | |
| 31 | ARRY 1 12/01/28ARRAY TECHNOLOGIES INC | 10,876,000 | $11.0B | 0.30% | |
| 32 | OKLOALTC ACQUISITION CORP | 1,100,000 | $10.9B | 0.29% | |
| 33 | —CORSAIR PARTNERING CORP | 1,100,000 | $10.9B | 0.29% | |
| 34 | SJR/BEURSHAW COMMUNICATIONS INC | 376,500 | $10.8B | 0.29% | |
| 35 | HYLBDBX ETF TR | 302,005 | $10.2B | 0.27% | |
| 36 | MUBISHARES TR | 94,869 | $10.0B | 0.27% | |
| 37 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 133,010 | $9.9B | 0.26% | |
| 38 | NOVA 0.25 12/01/26SUNNOVA ENERGY INTL INC. | 12,515,000 | $9.7B | 0.26% | |
| 39 | BKLNINVESCO EXCH TRADED FD TR II | 435,934 | $8.9B | 0.24% | |
| 40 | CPTKWCROWN PROPTECH ACQUISITIONS | 821,912 | $8.3B | 0.22% | |
| 41 | AESCAES CORP | 79,969 | $8.2B | 0.22% | |
| 42 | TFISPDR SER TR | 175,240 | $8.0B | 0.21% | |
| 43 | AQNCN 7.75 06/15/24ALGONQUIN PWR UTILS CORP | 332,697 | $7.9B | 0.21% | |
| 44 | BSX 5.5 06/01/23 ABOSTON SCIENTIFIC CORP | 69,015 | $7.9B | 0.21% | |
| 45 | —DRAGONEER GROWTH OPT CORP II | 800,000 | $7.9B | 0.21% | |
| 46 | ACMAECOM | 92,264 | $7.8B | 0.21% | |
| 47 | —JACK CREEK INVESTMENT CORP | 750,000 | $7.6B | 0.20% | |
| 48 | GOOGLALPHABET INC | 85,959 | $7.6B | 0.20% | |
| 49 | GGGGRACO INC | 106,955 | $7.2B | 0.19% | |
| 50 | TTCTORO CO | 61,334 | $6.9B | 0.19% | |
| 51 | LMTLOCKHEED MARTIN CORP | 14,000 | $6.8B | 0.18% | Put |
| 52 | COHR 6 07/01/23 ACOHERENT CORP | 42,476 | $6.8B | 0.18% | |
| 53 | RSRELIANCE STEEL & ALUMINUM CO | 32,622 | $6.6B | 0.18% | |
| 54 | UTHUNITED THERAPEUTICS CORP DEL | 23,290 | $6.5B | 0.17% | |
| 55 | VCSHVANGUARD SCOTTSDALE FDS | 81,633 | $6.1B | 0.16% | |
| 56 | SCISERVICE CORP INTL | 83,343 | $5.8B | 0.15% | |
| 57 | EGHT 4 02/01/288X8 INC NEW | 6,500,000 | $5.4B | 0.14% | |
| 58 | DHRDANAHER CORPORATION | 20,121 | $5.3B | 0.14% | |
| 59 | —KHOSLA VENTURES ACQUT CO III | 500,000 | $5.0B | 0.13% | |
| 60 | PFSIPENNYMAC FINL SVCS INC NEW | 87,392 | $5.0B | 0.13% | |
| 61 | —KAIROS ACQUISITION CORP | 490,000 | $4.9B | 0.13% | |
| 62 | SJI 8.75 04/01/24SOUTH JERSEY INDS INC | 70,358 | $4.9B | 0.13% | |
| 63 | AGNCAGNC INVT CORP | 465,261 | $4.8B | 0.13% | |
| 64 | EWZISHARES INC | 150,000 | $4.2B | 0.11% | Put |
| 65 | —AMYRIS INC | 12,820,000 | $4.1B | 0.11% | |
| 66 | CENX 2.75 05/01/28CENTURY ALUM CO | 5,473,000 | $4.0B | 0.11% | |
| 67 | VTEBVANGUARD MUN BD FDS | 68,409 | $3.4B | 0.09% | |
| 68 | NLYANNALY CAPITAL MANAGEMENT IN | 150,000 | $3.2B | 0.08% | |
| 69 | AEPAMERICAN ELEC PWR CO INC | 33,242 | $3.2B | 0.08% | |
| 70 | XLFSELECT SECTOR SPDR TR | 88,000 | $3.0B | 0.08% | |
| 71 | —ANZU SPECIAL ACQUISITIN CORP | 300,000 | $3.0B | 0.08% | |
| 72 | —KHOSLA VENTURES ACQUISITION | 274,600 | $2.7B | 0.07% | |
| 73 | —ARYA SCIENCES ACQUISITN CORP | 250,000 | $2.5B | 0.07% | |
| 74 | —BROOGE ENERGY LTD | 1,144,040,300 | $2.3B | 0.06% | |
| 75 | —GLOBAL CORD BLOOD CORPORATIO | 748,889 | $2.2B | 0.06% | |
| 76 | UGI 7.25 06/01/24UGI CORP NEW | 25,780 | $2.2B | 0.06% | |
| 77 | BKD 7 11/15/25BROOKDALE SR LIVING INC | 48,118 | $2.1B | 0.06% | |
| 78 | SPLK 1.125 06/15/27SPLUNK INC | 2,500,000 | $2.1B | 0.06% | |
| 79 | LMBSFIRST TR EXCHANGE-TRADED FD | 44,641 | $2.1B | 0.06% | |
| 80 | —DMY TECHNOLOGY GROUP INC VI | 210,200 | $2.1B | 0.06% | |
| 81 | —SVF INVESTMENT CORP 2 | 200,000 | $2.0B | 0.05% | |
| 82 | —LDH GROWTH CORP I | 200,000 | $2.0B | 0.05% | |
| 83 | HALO 0.25 03/01/27HALOZYME THERAPEUTICS INC | 2,000,000 | $1.9B | 0.05% | |
| 84 | ESPR 4 11/15/25ESPERION THERAPEUTICS INC NE | 3,350,000 | $1.8B | 0.05% | |
| 85 | DAY 0.25 03/15/26CERIDIAN HCM HLDG INC | 2,055,000 | $1.8B | 0.05% | |
| 86 | PJXPETROLEO BRASILEIRO SA PETRO | 191,782 | $1.8B | 0.05% | |
| 87 | —VINTAGE WINE ESTATES INC | 580,741,400 | $1.7B | 0.05% | |
| 88 | MFAMFA FINL INC | 167,160 | $1.6B | 0.04% | |
| 89 | AALAMERICAN AIRLS GROUP INC | 126,500 | $1.6B | 0.04% | Put |
| 90 | SHYGISHARES TR | 36,776 | $1.5B | 0.04% | |
| 91 | BKNGBOOKING HOLDINGS INC | 698 | $1.4B | 0.04% | |
| 92 | BRNSVACCITECH PLC | 542,673 | $1.3B | 0.03% | |
| 93 | NEE 6.219 09/01/23NEXTERA ENERGY INC | 25,098 | $1.3B | 0.03% | |
| 94 | GTLS 6.75 12/15/25 BCHART INDS INC | 24,765 | $1.3B | 0.03% | |
| 95 | —BROOGE ENERGY LTD | 225,000 | $1.2B | 0.03% | |
| 96 | DISDISNEY WALT CO | 13,320 | $1.2B | 0.03% | |
| 97 | NENOBLE CORP PLC | 30,303 | $1.1B | 0.03% | |
| 98 | —SVF INVESTMENT CORP | 108,344 | $1.1B | 0.03% | |
| 99 | HLFHERBALIFE NUTRITION LTD | 72,500 | $1.1B | 0.03% | Call |
| 100 | RILYB. RILEY FINANCIAL INC | 30,000 | $1.0B | 0.03% |
Page 1 of 2Next