BlueCrest Capital Management Ltd Q2 2022 Filing

Filed August 15, 2022

Portfolio Value

$2.6B

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

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