BlueCrest Capital Management Ltd Q3 2022 Filing
Filed November 14, 2022
Portfolio Value
$3.4T
Holdings
165
Report Date
Q3 2022
Filing Type
13F-HR
All Holdings (165 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TR | 4,244,445 | $656.5B | 19.44% | Put |
| 2 | NDQINVESCO QQQ TR | 2,076,468 | $555.0B | 16.44% | Put |
| 3 | XLESELECT SECTOR SPDR TR | 6,650,000 | $478.9B | 14.19% | Put |
| 4 | SPYSPDR S&P 500 ETF TR | 422,514 | $150.9B | 4.47% | Put |
| 5 | XOPSPDR SER TR | 1,109,437 | $138.4B | 4.10% | |
| 6 | LQDISHARES TR | 1,174,940 | $120.4B | 3.57% | Put |
| 7 | EMBISHARES TR | 1,450,000 | $115.1B | 3.41% | Put |
| 8 | MSFTMICROSOFT CORP | 450,000 | $104.8B | 3.10% | Put |
| 9 | TIPISHARES TR | 900,000 | $94.4B | 2.80% | Call |
| 10 | GDXVANECK ETF TRUST | 3,737,713 | $90.2B | 2.67% | Call |
| 11 | EEMISHARES TR | 2,145,000 | $74.8B | 2.22% | Put |
| 12 | HYGISHARES TR | 869,700 | $62.1B | 1.84% | Put |
| 13 | CRTOCRITEO S A | 2,260,000 | $61.1B | 1.81% | |
| 14 | —GORES HLDGS VIII INC | 3,000,000 | $29.6B | 0.88% | |
| 15 | OVVOVINTIV INC | 547,232 | $25.2B | 0.75% | |
| 16 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 18,505,000 | $23.7B | 0.70% | |
| 17 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 387,562 | $22.4B | 0.66% | |
| 18 | METMETLIFE INC | 310,000 | $18.8B | 0.56% | Put |
| 19 | GOOGLALPHABET INC | 188,837 | $18.1B | 0.53% | Call |
| 20 | EWZISHARES INC | 600,000 | $17.8B | 0.53% | Put |
| 21 | DHRDANAHER CORPORATION | 65,284 | $16.9B | 0.50% | |
| 22 | RITMRITHM CAPITAL CORP | 2,257,507 | $16.5B | 0.49% | |
| 23 | 07WAMR COOPER GROUP INC | 398,103 | $16.1B | 0.48% | |
| 24 | NOVA 0.25 12/01/26SUNNOVA ENERGY INTL INC. | 19,000,000 | $16.0B | 0.47% | |
| 25 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 14,000,000 | $14.2B | 0.42% | |
| 26 | OXYOCCIDENTAL PETE CORP | 225,362 | $13.8B | 0.41% | Call |
| 27 | AESCAES CORP | 154,178 | $13.6B | 0.40% | |
| 28 | EFAISHARES TR | 241,100 | $13.5B | 0.40% | Put |
| 29 | FXIISHARES TR | 475,000 | $12.3B | 0.36% | Call |
| 30 | IWMISHARES TR | 70,924 | $11.7B | 0.35% | Put |
| 31 | PFSIPENNYMAC FINL SVCS INC NEW | 266,946 | $11.5B | 0.34% | |
| 32 | —NORTH MOUNTAIN MERGER CORP | 1,138,500 | $11.4B | 0.34% | |
| 33 | AFLAFLAC INC | 200,000 | $11.2B | 0.33% | Put |
| 34 | —VECTOIQ ACQUISITION CORP II | 1,120,000 | $11.1B | 0.33% | |
| 35 | —CORSAIR PARTNERING CORP | 1,100,000 | $10.8B | 0.32% | |
| 36 | OKLOALTC ACQUISITION CORP | 1,100,000 | $10.7B | 0.32% | |
| 37 | MIDD 1 09/01/25MIDDLEBY CORP | 9,233,000 | $10.6B | 0.31% | |
| 38 | MTDRMATADOR RES CO | 198,582 | $9.7B | 0.29% | |
| 39 | CHRDCHORD ENERGY CORPORATION | 70,706 | $9.7B | 0.29% | |
| 40 | —AVISTA PUB ACQUISITION CORP | 940,514 | $9.6B | 0.28% | |
| 41 | AIGAMERICAN INTL GROUP INC | 200,000 | $9.5B | 0.28% | Put |
| 42 | —FINTECH ACQUISITION CORP VI | 850,000 | $8.4B | 0.25% | |
| 43 | CPTKWCROWN PROPTECH ACQUISITIONS | 821,912 | $8.2B | 0.24% | |
| 44 | —DRAGONEER GROWTH OPT CORP II | 800,000 | $7.8B | 0.23% | |
| 45 | SMSM ENERGY CO | 204,863 | $7.7B | 0.23% | |
| 46 | —JACK CREEK INVESTMENT CORP | 750,000 | $7.5B | 0.22% | |
| 47 | —ANGEL POND HOLDINGS CORP | 750,000 | $7.4B | 0.22% | |
| 48 | FLOTISHARES TR | 128,091 | $6.4B | 0.19% | |
| 49 | DXJWISDOMTREE TR | 100,000 | $6.2B | 0.18% | Put |
| 50 | —FIFTH WALL ACQUISITN CORP II | 600,000 | $5.9B | 0.17% | |
| 51 | ERFGBPENERPLUS CORP | 406,956 | $5.8B | 0.17% | |
| 52 | AEPAMERICAN ELEC PWR CO INC | 60,177 | $5.2B | 0.15% | |
| 53 | CRCCALIFORNIA RES CORP | 131,198 | $5.0B | 0.15% | |
| 54 | —HUMANCO ACQUISITION CORP | 500,000 | $5.0B | 0.15% | |
| 55 | —KHOSLA VENTURES ACQUT CO III | 500,000 | $4.9B | 0.14% | |
| 56 | —KAIROS ACQUISITION CORP | 490,000 | $4.9B | 0.14% | |
| 57 | —MAGNUM OPUS ACQUISITION LTD | 482,300 | $4.8B | 0.14% | |
| 58 | PJXPETROLEO BRASILEIRO SA PETRO | 430,555 | $4.8B | 0.14% | |
| 59 | PDCEUSDPDC ENERGY INC | 73,305 | $4.2B | 0.13% | |
| 60 | TCDA 3.5 05/15/27TRICIDA INC | 7,779,000 | $4.2B | 0.12% | |
| 61 | —INFINERA CORP | 4,075,000 | $4.1B | 0.12% | |
| 62 | —INTERPRIVATE II ACQUISITION | 400,000 | $3.9B | 0.12% | |
| 63 | —INTERPRIVATE IV INFRATECH PR | 400,000 | $3.9B | 0.12% | |
| 64 | —INTERPRIVATE III FINANCIAL P | 400,000 | $3.9B | 0.12% | |
| 65 | CPECALLON PETE CO DEL | 103,378 | $3.6B | 0.11% | |
| 66 | FEZSPDR INDEX SHS FDS | 117,150 | $3.6B | 0.11% | Put |
| 67 | NOGNORTHERN OIL AND GAS INC MN | 129,871 | $3.6B | 0.11% | |
| 68 | —SABRE CORP | 49,459 | $3.5B | 0.10% | |
| 69 | CENX 2.75 05/01/28CENTURY ALUM CO | 5,473,000 | $3.4B | 0.10% | |
| 70 | RBC 5 10/15/24 ARBC BEARINGS INC | 32,327 | $3.4B | 0.10% | |
| 71 | PRPERMIAN RESOURCES CORP | 478,693 | $3.3B | 0.10% | |
| 72 | NEE 5.279 03/01/23NEXTERA ENERGY INC | 64,840 | $3.2B | 0.10% | |
| 73 | CBOECBOE GLOBAL MKTS INC | 27,500 | $3.2B | 0.10% | |
| 74 | CLVTCLARIVATE PLC | 75,509 | $3.2B | 0.10% | |
| 75 | KKR 6 09/15/23 CKKR & CO INC | 58,150 | $3.2B | 0.09% | |
| 76 | NEENEXTERA ENERGY INC | 40,000 | $3.1B | 0.09% | Put |
| 77 | —BROOGE ENERGY LTD | 11,108,579 | $3.0B | 0.09% | |
| 78 | —ANZU SPECIAL ACQUISITIN CORP | 300,000 | $2.9B | 0.09% | |
| 79 | —ALTIMETER GROWTH CORP 2 | 295,000 | $2.9B | 0.09% | |
| 80 | LMTLOCKHEED MARTIN CORP | 7,500 | $2.9B | 0.09% | |
| 81 | —PINE TECHNOLOGY ACQUISITN CO | 290,000 | $2.8B | 0.08% | |
| 82 | ESPR 4 11/15/25ESPERION THERAPEUTICS INC NE | 4,850,000 | $2.7B | 0.08% | |
| 83 | —RXR ACQUISITION CORP | 274,250 | $2.7B | 0.08% | |
| 84 | —KHOSLA VENTURES ACQUISITION | 274,600 | $2.7B | 0.08% | |
| 85 | MFAMFA FINL INC | 344,497 | $2.7B | 0.08% | |
| 86 | XLFSELECT SECTOR SPDR TR | 88,000 | $2.7B | 0.08% | |
| 87 | MUMICRON TECHNOLOGY INC | 50,000 | $2.5B | 0.07% | Put |
| 88 | —ARYA SCIENCES ACQUISITN CORP | 250,000 | $2.5B | 0.07% | |
| 89 | ESTEEUREARTHSTONE ENERGY INC | 190,575 | $2.3B | 0.07% | |
| 90 | PVACUSDRANGER OIL CORPORATION | 73,402 | $2.3B | 0.07% | |
| 91 | —GLOBAL CORD BLOOD CORPORATIO | 748,889 | $2.2B | 0.07% | |
| 92 | —DMY TECHNOLOGY GROUP INC VI | 210,200 | $2.1B | 0.06% | |
| 93 | GOSS 5 06/01/27GOSSAMER BIO INC | 2,000,000 | $2.1B | 0.06% | |
| 94 | SJR/BEURSHAW COMMUNICATIONS INC | 85,000 | $2.1B | 0.06% | |
| 95 | —VINTAGE WINE ESTATES INC | 5,057,456 | $2.0B | 0.06% | |
| 96 | —SVF INVESTMENT CORP 2 | 200,000 | $2.0B | 0.06% | |
| 97 | —LDH GROWTH CORP I | 200,000 | $2.0B | 0.06% | |
| 98 | PXEINVESCO EXCHANGE TRADED FD T | 64,638 | $1.8B | 0.05% | |
| 99 | BRNSVACCITECH PLC | 542,673 | $1.7B | 0.05% | |
| 100 | BDXBECTON DICKINSON & CO | 7,479 | $1.7B | 0.05% |
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