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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