BlueCrest Capital Management Ltd Q1 2023 Filing
Filed May 15, 2023
Portfolio Value
$3.1T
Holdings
237
Report Date
Q1 2023
Filing Type
13F-HR
All Holdings (237 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TR | 2,898,868 | $531.1B | 17.34% | Put |
| 2 | NDQINVESCO QQQ TR | 1,163,779 | $373.5B | 12.19% | Put |
| 3 | GDXVANECK ETF TRUST | 5,958,368 | $192.8B | 6.29% | Call |
| 4 | SPYSPDR S&P 500 ETF TR | 418,000 | $171.1B | 5.59% | Put |
| 5 | AAPLAPPLE INC | 1,000,000 | $164.9B | 5.38% | Put |
| 6 | FXIISHARES TR | 4,456,848 | $131.6B | 4.30% | Put |
| 7 | EMBISHARES TR | 1,022,709 | $88.2B | 2.88% | Put |
| 8 | BABAALIBABA GROUP HLDG LTD | 787,700 | $80.5B | 2.63% | Call |
| 9 | IWMISHARES TR | 439,000 | $78.3B | 2.56% | Put |
| 10 | VCITVANGUARD SCOTTSDALE FDS | 938,999 | $75.3B | 2.46% | |
| 11 | CRTOCRITEO S A | 2,260,000 | $71.2B | 2.32% | |
| 12 | EEMISHARES TR | 1,520,000 | $60.0B | 1.96% | Put |
| 13 | LVLNSPDR SER TR | 1,342,500 | $58.9B | 1.92% | Put |
| 14 | XLESELECT SECTOR SPDR TR | 600,000 | $49.7B | 1.62% | Put |
| 15 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 20,600,000 | $43.1B | 1.41% | |
| 16 | XHBSPDR SER TR | 600,000 | $40.7B | 1.33% | Put |
| 17 | HYGISHARES TR | 510,711 | $38.6B | 1.26% | Put |
| 18 | XLFSELECT SECTOR SPDR TR | 1,188,000 | $38.2B | 1.25% | Call |
| 19 | 07WAMR COOPER GROUP INC | 817,222 | $33.5B | 1.09% | |
| 20 | VTEBVANGUARD MUN BD FDS | 573,244 | $29.0B | 0.95% | |
| 21 | BACBANK AMERICA CORP | 1,000,000 | $28.6B | 0.93% | Put |
| 22 | MUBISHARES TR | 259,384 | $27.9B | 0.91% | |
| 23 | VCSHVANGUARD SCOTTSDALE FDS | 365,353 | $27.9B | 0.91% | |
| 24 | ASHRDBX ETF TR | 750,000 | $22.1B | 0.72% | Call |
| 25 | STIPISHARES TR | 222,809 | $22.1B | 0.72% | |
| 26 | TFISPDR SER TR | 459,141 | $21.5B | 0.70% | |
| 27 | VTIPVANGUARD MALVERN FDS | 438,794 | $21.0B | 0.68% | |
| 28 | GOOGLALPHABET INC | 187,545 | $19.5B | 0.64% | |
| 29 | SUBISHARES TR | 184,698 | $19.3B | 0.63% | |
| 30 | PCG 5.5 08/16/23PG&E CORP | 134,760 | $19.2B | 0.63% | |
| 31 | FERGFERGUSON PLC NEW | 125,239 | $16.8B | 0.55% | |
| 32 | TLTISHARES TR | 150,000 | $16.0B | 0.52% | Put |
| 33 | OXYOCCIDENTAL PETE CORP | 249,570 | $15.6B | 0.51% | |
| 34 | RITMRITHM CAPITAL CORP | 1,863,237 | $14.9B | 0.49% | |
| 35 | JDJD.COM INC | 335,000 | $14.7B | 0.48% | |
| 36 | ICLRICON PLC | 68,700 | $14.7B | 0.48% | |
| 37 | LITE 0.5 06/15/28LUMENTUM HLDGS INC | 18,300,000 | $14.0B | 0.46% | |
| 38 | CNHICNH INDL N V | 917,697 | $14.0B | 0.46% | |
| 39 | BKLNINVESCO EXCH TRADED FD TR II | 631,211 | $13.1B | 0.43% | |
| 40 | FCXFREEPORT-MCMORAN INC | 255,000 | $10.4B | 0.34% | Call |
| 41 | APTVAPTIV PLC | 84,091 | $10.3B | 0.34% | |
| 42 | BSX 5.5 06/01/23 ABOSTON SCIENTIFIC CORP | 84,381 | $10.2B | 0.33% | |
| 43 | LMBSFIRST TR EXCHANGE-TRADED FD | 207,148 | $9.9B | 0.32% | |
| 44 | —INFINERA CORP | 7,000,000 | $9.5B | 0.31% | |
| 45 | LQDISHARES TR | 83,400 | $9.1B | 0.30% | |
| 46 | UBSUBS GROUP AG | 400,000 | $8.5B | 0.28% | Call |
| 47 | EWZISHARES INC | 300,000 | $8.2B | 0.27% | Put |
| 48 | SNOWSNOWFLAKE INC | 50,126 | $7.7B | 0.25% | |
| 49 | PAGSPAGSEGURO DIGITAL LTD | 769,560 | $6.6B | 0.22% | |
| 50 | NEE 6.219 09/01/23NEXTERA ENERGY INC | 122,729 | $6.0B | 0.20% | |
| 51 | FEZSPDR INDEX SHS FDS | 130,000 | $5.8B | 0.19% | Put |
| 52 | MKLMARKEL CORP | 4,419 | $5.6B | 0.18% | |
| 53 | USMVISHARES TR | 76,531 | $5.6B | 0.18% | |
| 54 | XLFISELECT SECTOR SPDR TR | 69,882 | $5.2B | 0.17% | |
| 55 | EWJISHARES INC | 86,202 | $5.1B | 0.17% | |
| 56 | IPINTERNATIONAL PAPER CO | 140,000 | $5.0B | 0.16% | Put |
| 57 | AQNCN 7.75 06/15/24ALGONQUIN PWR UTILS CORP | 167,133 | $5.0B | 0.16% | |
| 58 | GTLS 6.75 12/15/25 BCHART INDS INC | 90,879 | $4.9B | 0.16% | |
| 59 | FLOTISHARES TR | 93,749 | $4.7B | 0.15% | |
| 60 | AESAES CORP | 194,003 | $4.7B | 0.15% | |
| 61 | USIGISHARES TR | 89,629 | $4.5B | 0.15% | |
| 62 | HYDVANECK ETF TRUST | 84,534 | $4.4B | 0.14% | |
| 63 | —AMERICAN ELEC PWR CO INC | 86,279 | $4.3B | 0.14% | |
| 64 | SCHPSCHWAB STRATEGIC TR | 80,284 | $4.3B | 0.14% | |
| 65 | TIPISHARES TR | 37,378 | $4.1B | 0.13% | |
| 66 | CENX 2.75 05/01/28CENTURY ALUM CO | 4,837,000 | $4.0B | 0.13% | |
| 67 | DOLEDOLE PLC | 333,093 | $3.9B | 0.13% | |
| 68 | EFAISHARES TR | 50,000 | $3.6B | 0.12% | Put |
| 69 | —AMYRIS INC | 12,820,000 | $3.6B | 0.12% | |
| 70 | SPIPSPDR SER TR | 126,593 | $3.4B | 0.11% | |
| 71 | ERIEERIE INDTY CO | 13,891 | $3.2B | 0.11% | |
| 72 | NEE 6.926 09/01/25NEXTERA ENERGY INC | 69,279 | $3.2B | 0.10% | |
| 73 | PATK 1.75 12/01/28PATRICK INDS INC | 3,500,000 | $3.2B | 0.10% | |
| 74 | FRSHFRESHWORKS INC | 201,734 | $3.1B | 0.10% | |
| 75 | EGHT 4 02/01/288X8 INC NEW | 3,500,000 | $3.1B | 0.10% | |
| 76 | CINFCINCINNATI FINL CORP | 26,481 | $3.0B | 0.10% | |
| 77 | MCMOELIS & CO | 75,464 | $2.9B | 0.09% | |
| 78 | WRBBERKLEY W R CORP | 46,267 | $2.9B | 0.09% | |
| 79 | OREALTY INCOME CORP | 41,081 | $2.6B | 0.08% | |
| 80 | AGNCAGNC INVT CORP | 245,501 | $2.5B | 0.08% | |
| 81 | ATSG 1.125 10/15/24AIR TRANS SVCS GROUP INC | 2,500,000 | $2.4B | 0.08% | |
| 82 | MBBISHARES TR | 24,192 | $2.3B | 0.07% | |
| 83 | GGGGRACO INC | 31,134 | $2.3B | 0.07% | |
| 84 | —GLOBAL CORD BLOOD CORPORATIO | 748,889 | $2.2B | 0.07% | |
| 85 | —NISOURCE INC | 21,215 | $2.2B | 0.07% | |
| 86 | PGRPROGRESSIVE CORP | 15,240 | $2.2B | 0.07% | |
| 87 | ASTSAST SPACEMOBILE INC | 425,822 | $2.2B | 0.07% | |
| 88 | ODFLOLD DOMINION FREIGHT LINE IN | 6,205 | $2.1B | 0.07% | |
| 89 | IGFISHARES TR | 44,097 | $2.1B | 0.07% | |
| 90 | XIFRNEXTERA ENERGY PARTNERS LP | 33,817 | $2.1B | 0.07% | |
| 91 | XPOXPO INC | 62,116 | $2.0B | 0.06% | |
| 92 | BDXBECTON DICKINSON & CO | 7,928 | $2.0B | 0.06% | |
| 93 | ARCBARCBEST CORP | 21,200 | $2.0B | 0.06% | |
| 94 | CLBCORE LABORATORIES N V | 88,000 | $1.9B | 0.06% | |
| 95 | TRVTRAVELERS COMPANIES INC | 10,820 | $1.9B | 0.06% | |
| 96 | NNNNATIONAL RETAIL PROPERTIES I | 41,704 | $1.8B | 0.06% | |
| 97 | SRCUSDSPIRIT RLTY CAP INC NEW | 45,883 | $1.8B | 0.06% | |
| 98 | PJXPETROLEO BRASILEIRO SA PETRO | 191,782 | $1.8B | 0.06% | |
| 99 | AORISHARES TR | 35,544 | $1.8B | 0.06% | |
| 100 | ACMAECOM | 20,978 | $1.8B | 0.06% |
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