BlueCrest Capital Management Ltd Q1 2023 Filing

Filed May 15, 2023

Portfolio Value

$3.1B

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

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