13F-HR filed by BlueCrest Capital Management Ltd
BlueCrest Capital Management Ltd filed this 13F-HR for the quarter ended 2022-12-31, filed 2023-02-14, with 159 holding rows worth $3,740,780,920.
- Accession
- 0000905148-23-000243
- Filer
- CIK 1610880
- Filed
- 2023-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2022
A holdings report, 159 entries on the cover page, a total value of $3,740,780,920 stated on the cover page (in dollars after the unit check, H1), rows summing to $3,740,780,920 with VALUE read as dollars as filed, 13F file number 028-16345. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 5,054,400 | $442,108,368 | dollars as filed | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,952,000 | $331,137,280 | dollars as filed | call |
| INVESCO QQQ TR | 46090E103 | COM | 1,150,100 | $306,248,628 | dollars as filed | call |
| INVESCO QQQ TR | 46090E103 | COM | 1,145,000 | $304,890,600 | dollars as filed | put |
| SPY | 78462F103 | SHS | 713,200 | $272,749,076 | dollars as filed | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 3,060,000 | $267,658,200 | dollars as filed | call |
| Apple Inc | 037833100 | COM | 2,000,000 | $259,860,000 | dollars as filed | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 915,000 | $155,220,600 | dollars as filed | put |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 955,000 | $100,685,650 | dollars as filed | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 955,000 | $70,316,650 | dollars as filed | put |
| SPY | 78462F103 | SHS | 166,000 | $63,483,380 | dollars as filed | put |
| CRITEO S A SPONS ADS | 226718104 | ADR | 2,260,000 | $58,895,600 | dollars as filed | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 1,960,000 | $55,468,000 | dollars as filed | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 1,300,000 | $49,270,000 | dollars as filed | call |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 916,140 | $46,109,326 | dollars as filed | |
| INVESCO QQQ TR | 46090E103 | COM | 151,619 | $40,373,107 | dollars as filed | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 425,000 | $35,950,750 | dollars as filed | put |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 1,166,534 | $35,229,327 | dollars as filed | |
| SPDR INDEX SHS FDS | 78463X202 | EURO STOXX 50 | 880,000 | $34,056,000 | dollars as filed | put |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 515,000 | $33,804,600 | dollars as filed | put |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 20,680,000 | $31,115,025 | dollars as filed | principal |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 1,100,000 | $30,822,000 | dollars as filed | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 1,060,000 | $30,379,600 | dollars as filed | call |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 329,284 | $27,854,134 | dollars as filed | |
| GFL ENVIRONMENTAL INC | 36168Q120 | CONV | 407,559 | $26,364,992 | dollars as filed | |
| FLEXSHARES TR | 33939L407 | MORNSTAR UPSTR | 574,760 | $24,984,817 | dollars as filed | |
| NEXTERA ENERGY INC | 65339F770 | CONV | 456,180 | $23,128,326 | dollars as filed | |
| NISOURCE INC | 65473P121 | CONV | 205,370 | $21,206,506 | dollars as filed | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 250,000 | $21,147,500 | dollars as filed | call |
| MR COOPER GROUP INC | 62482R107 | COM | 522,410 | $20,964,313 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 200,000 | $19,642,000 | dollars as filed | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 100,000 | $17,436,000 | dollars as filed | put |
| AMERICAN AIRLINES GROUP INC | 02376RAF9 | NOTE 6.500% 7/0 | 16,000,000 | $16,924,560 | dollars as filed | principal |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 600,000 | $16,812,000 | dollars as filed | call |
| iShares Broad USD High Yield Corporate Bond ETF | 46435U853 | SHS | 456,667 | $15,768,712 | dollars as filed | |
| INFINERA CORP | 45667GAF0 | CNV | 10,575,000 | $13,139,015 | dollars as filed | principal |
| RITHM CAPITAL CORP COM NEW | 64828T201 | REIT | 1,606,311 | $13,123,561 | dollars as filed | |
| PG&E CORP | 69331C140 | CONV | 90,546 | $13,060,355 | dollars as filed | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 160,000 | $11,780,800 | dollars as filed | call |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 108,080 | $11,394,874 | dollars as filed | |
| ARRAY TECHNOLOGIES INC | 04271TAB6 | NOTE 1.000%12/0 | 10,876,000 | $11,049,200 | dollars as filed | principal |
| OKLO INC COM CL A | 02156V109 | Stock | 1,100,000 | $10,912,000 | dollars as filed | |
| CORSAIR PARTNERING CORP | G2540H124 | UNIT 99/99/9999 | 1,100,000 | $10,868,000 | dollars as filed | |
| SHAW COMMUNICATIONS INC | 82028K200 | CL B CONV | 376,500 | $10,835,670 | dollars as filed | |
| DBX ETF TR | 233051432 | XTRACK USD HIGH | 302,005 | $10,180,589 | dollars as filed | |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 94,869 | $10,010,577 | dollars as filed | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 133,010 | $9,907,915 | dollars as filed | |
| SUNNOVA ENERGY INTL INC. | 86745KAF1 | NOTE 0.250%12/0 | 12,515,000 | $9,728,535 | dollars as filed | principal |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 435,934 | $8,949,725 | dollars as filed | |
| CROWN PROPTECH ACQUISITIONS | G25741102 | SHS CL A | 821,912 | $8,309,530 | dollars as filed | |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 125,300 | $8,224,692 | dollars as filed | |
| AES CORP | 00130H204 | CONV | 79,969 | $8,157,638 | dollars as filed | |
| SPDR SER TR | 78468R721 | NUVEEN BLMBRG MU | 175,240 | $7,994,449 | dollars as filed | |
| ALGONQUIN PWR UTILS CORP | 015857873 | CONV | 332,697 | $7,941,477 | dollars as filed | |
| BOSTON SCIENTIFIC CORP | 101137206 | CONV | 69,015 | $7,924,302 | dollars as filed | |
| DRAGONEER GROWTH OPT CORP II | G28315102 | CL A SHS | 800,000 | $7,888,000 | dollars as filed | |
| AECOM COM | 00766T100 | Stock | 92,264 | $7,835,982 | dollars as filed | |
| JACK CREEK INVESTMENT CORP | G4989X115 | CL A SHS | 750,000 | $7,597,500 | dollars as filed | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 85,959 | $7,584,163 | dollars as filed | |
| GRACO INC COM | 384109104 | Stock | 106,955 | $7,193,793 | dollars as filed | |
| TORO CO | 891092108 | COM | 61,334 | $6,943,009 | dollars as filed | |
| Lockheed Martin Corporation | 539830109 | COM | 14,000 | $6,810,860 | dollars as filed | put |
| COHERENT CORP | 19247G206 | CONV | 42,476 | $6,791,912 | dollars as filed | |
| RELIANCE INC | 759509102 | COM | 32,622 | $6,603,998 | dollars as filed | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 23,290 | $6,476,716 | dollars as filed | |
| VANGUARD SCOTTSDALE FDS | 92206C409 | COM | 81,633 | $6,137,985 | dollars as filed | |
| SERVICE CORP INTL COM | 817565104 | Stock | 83,343 | $5,762,335 | dollars as filed | |
| SPDR INDEX SHS FDS | 78463X202 | EURO STOXX 50 | 143,750 | $5,563,125 | dollars as filed | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 193,400 | $5,473,220 | dollars as filed | |
| 8X8 INC NEW | 282914AE0 | NOTE 4.000% 2/0 | 6,500,000 | $5,368,773 | dollars as filed | principal |
| Danaher Corporation | 235851102 | COM | 20,121 | $5,340,516 | dollars as filed | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 69,800 | $5,139,374 | dollars as filed | |
| KHOSLA VENTURES ACQUT CO III | 482506102 | COM CL A | 500,000 | $4,977,500 | dollars as filed | |
| PENNYMAC FINL SVCS INC NEW | 70932M107 | COM | 87,392 | $4,951,631 | dollars as filed | |
| KAIROS ACQUISITION CORP | G52110114 | COM | 490,000 | $4,936,750 | dollars as filed | |
| SOUTH JERSEY INDS INC | 838518306 | UNIT 04/01/2024 | 70,358 | $4,856,109 | dollars as filed | |
| AGNC INVT CORP COM | 00123Q104 | REIT | 465,261 | $4,815,451 | dollars as filed | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 150,000 | $4,195,500 | dollars as filed | put |
| AMYRIS INC | 03236MAJ0 | BOND | 12,820,000 | $4,149,514 | dollars as filed | principal |
| CENTURY ALUM CO | 156431AQ1 | NOTE 2.750% 5/0 | 5,473,000 | $3,952,847 | dollars as filed | principal |
| VANGUARD TAX-EXEMPT BOND ETF | 922907746 | ETF | 68,409 | $3,385,561 | dollars as filed | |
| ANNALY CAPITAL MANAGEMENT INC COM NEW | 035710839 | REIT | 150,000 | $3,162,000 | dollars as filed | |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 33,242 | $3,156,328 | dollars as filed | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 88,000 | $3,009,600 | dollars as filed | |
| ANZU SPECIAL ACQUISITIN CORP | 03737A101 | COM CL A | 300,000 | $3,006,000 | dollars as filed | |
| KHOSLA VENTURES ACQUISITION | 482504107 | CL A | 274,600 | $2,740,508 | dollars as filed | |
| ARYA SCIENCES ACQUISITN CORP | G31658100 | CLASS A ORD SHS | 250,000 | $2,522,500 | dollars as filed | |
| BROOGE ENERGY LTD | G1611B115 | *W EXP 12/20/202 | 1,144,040,300 | $2,288,081 | dollars as filed | |
| SPY | 78462F103 | SHS | 5,950 | $2,275,459 | dollars as filed | |
| GLOBAL CORD BLOOD CORP | G39342103 | COM | 748,889 | $2,237,381 | dollars as filed | |
| UGI CORP NEW | 902681113 | UNIT 06/01/2024 | 25,780 | $2,228,037 | dollars as filed | |
| BROOKDALE SR LIVING INC | 112463302 | CONV | 48,118 | $2,128,259 | dollars as filed | |
| SPLUNK INC | 848637AF1 | NOTE 1.125% 6/1 | 2,500,000 | $2,126,075 | dollars as filed | principal |
| FIRST TRUST LOW DURATION OPPORTUNITIES ETF | 33739Q200 | ETF | 44,641 | $2,116,430 | dollars as filed | |
| DMY TECHNOLOGY GROUP INC VI | 233247105 | CL A COM | 210,200 | $2,112,510 | dollars as filed | |
| SVF INVESTMENT CORP | G8601M100 | 2 CL A SHS | 200,000 | $2,018,000 | dollars as filed | |
| LDH GROWTH CORP I | G54094118 | UNIT 03/17/2026 | 200,000 | $2,014,000 | dollars as filed | |
| HALOZYME THERAPEUTICS INC | 40637HAD1 | NOTE 0.250% 3/0 | 2,000,000 | $1,949,690 | dollars as filed | principal |
| Esperion Therapeutics Inc | 29664WAB1 | NOTE 4.000%11/15/25 | 3,350,000 | $1,844,962 | dollars as filed | principal |
| DAYFORCE INC | 15677JAD0 | NOTE 0.250% 3/1 | 2,055,000 | $1,806,602 | dollars as filed | principal |
| PETROLEO BRASILEIRO S A | 71654V101 | SP ADR NON VTG | 191,782 | $1,781,655 | dollars as filed | |
| VINTAGE WINE ESTATES INC | 92747V114 | *W EXP 06/08/202 | 580,741,400 | $1,742,224 | dollars as filed | |
| MFA FINL INC COM | 55272X607 | REIT | 167,160 | $1,646,526 | dollars as filed | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 126,500 | $1,609,080 | dollars as filed | put |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 36,776 | $1,503,771 | dollars as filed | |
| Booking Holdings Inc. | 09857L108 | COM | 698 | $1,406,665 | dollars as filed | |
| BARINTHUS BIOTHERAPEUTICS PL | 91864C107 | ADS | 542,673 | $1,275,282 | dollars as filed | |
| NEXTERA ENERGY INC | 65339F739 | CONV | 25,098 | $1,267,198 | dollars as filed | |
| CHART INDS INC | 16115Q407 | 6.75DP CNV PFD B | 24,765 | $1,254,100 | dollars as filed | |
| BROOGE ENERGY LTD | G1611B107 | SHS | 225,000 | $1,203,750 | dollars as filed | |
| Walt Disney Co | 254687106 | COM | 13,320 | $1,157,242 | dollars as filed | |
| NOBLE CORP PLC ORD SHS A | G65431127 | Stock | 30,303 | $1,142,726 | dollars as filed | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 29,700 | $1,125,630 | dollars as filed | |
| SVF INVESTMENT CORP | G8601L102 | CL A SHS | 108,344 | $1,095,358 | dollars as filed | |
| HERBALIFE LTD | G4412G101 | COM SHS | 72,500 | $1,078,800 | dollars as filed | call |
| B. RILEY FINANCIAL INC | 05580M108 | COM | 30,000 | $1,026,000 | dollars as filed | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 35,000 | $990,500 | dollars as filed | put |
| INNOVATE CORP | 404139AG2 | NOTE 7.500% 8/0 | 1,333,000 | $932,434 | dollars as filed | principal |
| EPR PPTYS | 26884U208 | PFD C CV 5.75% | 47,485 | $853,305 | dollars as filed | |
| AXONENTERPRISEINC | 05464C101 | STOK | 5,000 | $829,650 | dollars as filed | |
| KKR & CO INC | 48251W401 | CONV | 14,037 | $803,618 | dollars as filed | |
| ELANCO ANIMAL HEALTH INC | 28414H202 | CONV | 40,080 | $782,762 | dollars as filed | |
| BECTON DICKINSON & CO | 075887406 | CONV | 15,554 | $778,944 | dollars as filed | |
| GOSSAMER BIO INC | 38341PAA0 | NOTE 5.000% 6/0 | 2,122,000 | $693,470 | dollars as filed | principal |
| TRICIDA INC | 89610FAB7 | BOND | 6,779,000 | $626,244 | dollars as filed | principal |
| ISHARES TR MSCI UK ETF NEW | 46435G334 | MSCI UK ETF NEW | 20,000 | $613,200 | dollars as filed | |
| RBC BEARINGS INC | 75524B203 | CONV | 5,884 | $603,581 | dollars as filed | |
| PARAMOUNT GLOBAL | 92556H305 | CONV | 21,540 | $533,546 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 3,000 | $523,080 | dollars as filed | |
| LANNETT CO INC | 51602UAC2 | BOND | 2,975,000 | $436,150 | dollars as filed | principal |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 50,000 | $403,000 | dollars as filed | call |
| SITIO ROYALTIES CORP | 82983N116 | *W EXP 08/23/202 | 307,336,400 | $353,667 | dollars as filed | |
| NEXTERA ENERGY INC | 65339F713 | CONV | 6,445 | $314,194 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V621 | FINL PFD ETF | 20,152 | $290,189 | dollars as filed | |
| HORIZON ACQUISITION CORPORAT | G46044114 | *W EXP 10/19/202 | 60,000,000 | $246,000 | dollars as filed | |
| VANECK ETF TRUST | 92189F429 | PREFERRED SECURT | 11,962 | $199,885 | dollars as filed | |
| UNITI GROUP INC | 91325V108 | COM | 31,100 | $171,983 | dollars as filed | call |
| DIGITAL MEDIA SOLUTIONS INC | 25401G114 | WTS | 154,092,700 | $162,722 | dollars as filed | |
| FOXO TECHNOLOGIES INC | 351471115 | *W EXP 08/01/202 | 319,180,900 | $85,860 | dollars as filed | |
| BIOTE CORP | 090683111 | WTS | 25,474,500 | $76,424 | dollars as filed | |
| NORTH ATLANTIC ACQUISITN COR | G66139125 | *W EXP 10/20/202 | 144,500,000 | $29,623 | dollars as filed | |
| TAILWIND ACQUISITION CORP | 87403Q110 | *W EXP 09/07/202 | 32,178,000 | $22,525 | dollars as filed | |
| BROADMARK RLTY CAP INC | 11135B118 | *W EXP 11/15/202 | 1,530,282,300 | $18,363 | dollars as filed | |
| DMY TECHNOLOGY GROUP INC VI | 233247113 | *W EXP 99/99/999 | 7,298,000 | $7,663 | dollars as filed | |
| ANZU SPECIAL ACQUISITIN CORP | 03737A119 | *W EXP 01/27/202 | 20,000,000 | $7,600 | dollars as filed | |
| CC NEUBERGER PRINCIPAL HOLDN | G1992N126 | *W EXP 02/05/202 | 15,000,000 | $7,560 | dollars as filed | |
| CHURCHILL CAPITAL CORP VII | 17144M110 | *W EXP 02/29/202 | 11,500,000 | $5,681 | dollars as filed | |
| GELESIS HLDGS INC | 36850R113 | *W EXP 01/13/202 | 57,500,000 | $5,118 | dollars as filed | |
| FTAC HERA ACQUISITION CORP | G3728Y111 | *W EXP 02/28/202 | 15,000,000 | $4,125 | dollars as filed | |
| GETAROUND INC | 37427g119 | WT | 8,000,000 | $3,656 | dollars as filed | |
| INTERPRIVATE IV INFRATECH PR | 46064T110 | *W EXP 03/05/202 | 8,000,000 | $3,208 | dollars as filed | |
| SUPERNOVA PARTN ACQ CO III L | G8T90F128 | *W EXP 99/99/999 | 13,355,900 | $3,072 | dollars as filed | |
| GLOBAL PARTNER ACQISTN CORP | G3934P128 | *W EXP 01/14/202 | 8,333,400 | $2,500 | dollars as filed | |
| COMPUTE HEALTH ACQUISITIN CO | 204833115 | *W EXP 01/25/202 | 1,716,700 | $1,930 | dollars as filed | |
| LEAD EDGE GROWTH OPRTUNTS LT | G54085116 | WARR | 3,750,000 | $1,875 | dollars as filed | |
| BIOMX INC | 09090D111 | *W EXP 10/28/202 | 8,060,500 | $1,612 | dollars as filed | |
| SVF INVESTMENT CORP | G8601L128 | *W EXP 01/12/202 | 4,255,300 | $1,102 | dollars as filed | |
| RMG ACQUISITION CORP III | G76088122 | *W EXP 99/99/999 | 615,500 | $185 | dollars as filed | |
| KAIROS ACQUISITION CORP | G52110106 | *W EXP 11/30/202 | 30,000,000 | $30 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000905148-23-000243 | this filing | 2023-02-14 | acceptance time not in the bulk data set |