BlueCrest Capital Management Ltd Q4 2022 Filing

Filed February 14, 2023

Portfolio Value

$3.7B

Holdings

141

Report Date

Q4 2022

Filing Type

13F-HR

All Holdings (141 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	XLESELECT SECTOR SPDR TR	8,114,400	$709.8M	18.97%	Put
2	NDQINVESCO QQQ TR	2,446,719	$651.5M	17.42%	Put
3	GQ9SPDR GOLD TR	2,867,000	$486.4M	13.00%	Put
4	SPYSPDR S&P 500 ETF TR	885,150	$338.5M	9.05%	Put
5	AAPLAPPLE INC	2,000,000	$259.9M	6.95%	Put
6	LQDISHARES TR	1,063,080	$112.1M	3.00%	Put
7	HYGISHARES TR	1,184,800	$87.2M	2.33%	Put
8	EMBISHARES TR	1,004,284	$85.0M	2.27%	Put
9	FXIISHARES TR	2,188,400	$61.9M	1.66%	Put
10	CRTOCRITEO S A	2,260,000	$58.9M	1.57%
11	EEMISHARES TR	1,329,700	$50.4M	1.35%	Call
12	ASHRDBX ETF TR	1,700,000	$47.6M	1.27%	Call
13	FLOTISHARES TR	916,140	$46.1M	1.23%
14	EFAISHARES TR	640,300	$42.0M	1.12%	Put
15	FEZSPDR INDEX SHS FDS	1,023,750	$39.6M	1.06%	Put
16	KWEBKRANESHARES TR	1,166,534	$35.2M	0.94%
17	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	20,680,000	$31.1M	0.83%
18	GDXVANECK ETF TRUST	1,060,000	$30.4M	0.81%	Call
19	GFLCN 6 03/15/23GFL ENVIRONMENTAL INC	407,559	$26.4M	0.70%
20	GUNRFLEXSHARES TR	574,760	$25.0M	0.67%
21	NEE 5.279 03/01/23NEXTERA ENERGY INC	456,180	$23.1M	0.62%
22	—NISOURCE INC	205,370	$21.2M	0.57%
23	07WAMR COOPER GROUP INC	522,410	$21.0M	0.56%
24	XLISELECT SECTOR SPDR TR	200,000	$19.6M	0.53%	Put
25	IWMISHARES TR	103,000	$18.0M	0.48%	Put
26	AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC	16,000,000	$16.9M	0.45%
27	USHYISHARES TR	456,667	$15.8M	0.42%
28	—INFINERA CORP	10,575,000	$13.1M	0.35%
29	RITMRITHM CAPITAL CORP	1,606,311	$13.1M	0.35%
30	PCG 5.5 08/16/23PG&E CORP	90,546	$13.1M	0.35%
31	ARRY 1 12/01/28ARRAY TECHNOLOGIES INC	10,876,000	$11.0M	0.30%
32	OKLOALTC ACQUISITION CORP	1,100,000	$10.9M	0.29%
33	—CORSAIR PARTNERING CORP	1,100,000	$10.9M	0.29%
34	SJR/BEURSHAW COMMUNICATIONS INC	376,500	$10.8M	0.29%
35	HYLBDBX ETF TR	302,005	$10.2M	0.27%
36	MUBISHARES TR	94,869	$10.0M	0.27%
37	TSMTAIWAN SEMICONDUCTOR MFG LTD	133,010	$9.9M	0.26%
38	NOVA 0.25 12/01/26SUNNOVA ENERGY INTL INC.	12,515,000	$9.7M	0.26%
39	BKLNINVESCO EXCH TRADED FD TR II	435,934	$8.9M	0.24%
40	CPTKWCROWN PROPTECH ACQUISITIONS	821,912	$8.3M	0.22%
41	AESCAES CORP	79,969	$8.2M	0.22%
42	TFISPDR SER TR	175,240	$8.0M	0.21%
43	AQNCN 7.75 06/15/24ALGONQUIN PWR UTILS CORP	332,697	$7.9M	0.21%
44	BSX 5.5 06/01/23 ABOSTON SCIENTIFIC CORP	69,015	$7.9M	0.21%
45	—DRAGONEER GROWTH OPT CORP II	800,000	$7.9M	0.21%
46	ACMAECOM	92,264	$7.8M	0.21%
47	—JACK CREEK INVESTMENT CORP	750,000	$7.6M	0.20%
48	GOOGLALPHABET INC	85,959	$7.6M	0.20%
49	GGGGRACO INC	106,955	$7.2M	0.19%
50	TTCTORO CO	61,334	$6.9M	0.19%
51	LMTLOCKHEED MARTIN CORP	14,000	$6.8M	0.18%	Put
52	COHR 6 07/01/23 ACOHERENT CORP	42,476	$6.8M	0.18%
53	RSRELIANCE STEEL & ALUMINUM CO	32,622	$6.6M	0.18%
54	UTHUNITED THERAPEUTICS CORP DEL	23,290	$6.5M	0.17%
55	VCSHVANGUARD SCOTTSDALE FDS	81,633	$6.1M	0.16%
56	SCISERVICE CORP INTL	83,343	$5.8M	0.15%
57	EGHT 4 02/01/288X8 INC NEW	6,500,000	$5.4M	0.14%
58	DHRDANAHER CORPORATION	20,121	$5.3M	0.14%
59	—KHOSLA VENTURES ACQUT CO III	500,000	$5.0M	0.13%
60	PFSIPENNYMAC FINL SVCS INC NEW	87,392	$5.0M	0.13%
61	—KAIROS ACQUISITION CORP	490,000	$4.9M	0.13%
62	SJI 8.75 04/01/24SOUTH JERSEY INDS INC	70,358	$4.9M	0.13%
63	AGNCAGNC INVT CORP	465,261	$4.8M	0.13%
64	EWZISHARES INC	150,000	$4.2M	0.11%	Put
65	—AMYRIS INC	12,820,000	$4.1M	0.11%
66	CENX 2.75 05/01/28CENTURY ALUM CO	5,473,000	$4.0M	0.11%
67	VTEBVANGUARD MUN BD FDS	68,409	$3.4M	0.09%
68	NLYANNALY CAPITAL MANAGEMENT IN	150,000	$3.2M	0.08%
69	AEPAMERICAN ELEC PWR CO INC	33,242	$3.2M	0.08%
70	XLFSELECT SECTOR SPDR TR	88,000	$3.0M	0.08%
71	—ANZU SPECIAL ACQUISITIN CORP	300,000	$3.0M	0.08%
72	—KHOSLA VENTURES ACQUISITION	274,600	$2.7M	0.07%
73	—ARYA SCIENCES ACQUISITN CORP	250,000	$2.5M	0.07%
74	—BROOGE ENERGY LTD	1,144,040,300	$2.3M	0.06%
75	—GLOBAL CORD BLOOD CORPORATIO	748,889	$2.2M	0.06%
76	UGI 7.25 06/01/24UGI CORP NEW	25,780	$2.2M	0.06%
77	BKD 7 11/15/25BROOKDALE SR LIVING INC	48,118	$2.1M	0.06%
78	SPLK 1.125 06/15/27SPLUNK INC	2,500,000	$2.1M	0.06%
79	LMBSFIRST TR EXCHANGE-TRADED FD	44,641	$2.1M	0.06%
80	—DMY TECHNOLOGY GROUP INC VI	210,200	$2.1M	0.06%
81	—SVF INVESTMENT CORP 2	200,000	$2.0M	0.05%
82	—LDH GROWTH CORP I	200,000	$2.0M	0.05%
83	HALO 0.25 03/01/27HALOZYME THERAPEUTICS INC	2,000,000	$1.9M	0.05%
84	ESPR 4 11/15/25ESPERION THERAPEUTICS INC NE	3,350,000	$1.8M	0.05%
85	DAY 0.25 03/15/26CERIDIAN HCM HLDG INC	2,055,000	$1.8M	0.05%
86	PJXPETROLEO BRASILEIRO SA PETRO	191,782	$1.8M	0.05%
87	—VINTAGE WINE ESTATES INC	580,741,400	$1.7M	0.05%
88	MFAMFA FINL INC	167,160	$1.6M	0.04%
89	AALAMERICAN AIRLS GROUP INC	126,500	$1.6M	0.04%	Put
90	SHYGISHARES TR	36,776	$1.5M	0.04%
91	BKNGBOOKING HOLDINGS INC	698	$1.4M	0.04%
92	BRNSVACCITECH PLC	542,673	$1.3M	0.03%
93	NEE 6.219 09/01/23NEXTERA ENERGY INC	25,098	$1.3M	0.03%
94	GTLS 6.75 12/15/25 BCHART INDS INC	24,765	$1.3M	0.03%
95	—BROOGE ENERGY LTD	225,000	$1.2M	0.03%
96	DISDISNEY WALT CO	13,320	$1.2M	0.03%
97	NENOBLE CORP PLC	30,303	$1.1M	0.03%
98	—SVF INVESTMENT CORP	108,344	$1.1M	0.03%
99	HLFHERBALIFE NUTRITION LTD	72,500	$1.1M	0.03%	Call
100	RILYB. RILEY FINANCIAL INC	30,000	$1.0M	0.03%

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