BlueCrest Capital Management Ltd — Q2 2022 13F Holdings

Name: BlueCrest Capital Management Ltd — 13F Holdings, Q2 2022
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001610880

Total reported value

$1.7B

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	QQQ	Invesco Qqq Trust Series 1	ETF-Tech	23.30%	+2.69%	NEW
2	GLD	Spdr Gold Shares	ETF-Commodities	17.31%	-13.71%	+405.26%
3	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	9.95%	+1.40%	-16.49%
4	EMB	Ishares Jp Morgan Usd Emergi	ETF-Other	6.95%	—	-9.33%
5	XLE	Ss Energy Select Sector	ETF-Other	6.66%	—	+2263.53%
6	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	3.26%	-0.33%	EXIT
7	CRTO	Criteo Sa-spon Adr	Stock-Other	2.13%	—	—
8	IWN	Ishares Russell 2000 Value E	ETF-Small Cap	1.27%	—	—
9	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	1.24%	—	-79.37%
10	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	1.16%	+1.21%	NEW
11	GTENU	Gores Holdings X, Inc.	Stock-Other	1.14%	—	+455.25%
12	GFLCN 6 03-15-23	Gfl Environmental INC	Stock-Other	1.10%	—	-9.77%
13	NSIT 0.75 02-15-25	Insight Enterprs	Stock-Tech	1.02%	—	+0.40%
14	KWEB	Kranesh Csi China Internet	ETF-Emerging Markets	1.01%	+0.95%	+24.90%
15	EFA	Ishares Msci Eafe ETF	ETF-Other	0.96%	—	+514.91%
16	✓		Stock-Other	0.88%	—	-24.63%
17	PCG 5.5 08-16-23	Pg&e CORP	Stock-Utilities	0.72%	—	-25.31%
18	FEZ	State Street Spdr Euro Stoxx	ETF-Other	0.58%	—	+184.59%
19	AAL 6.5 07-01-25	American Airlines Group	Stock-Industrials	0.57%	—	+27.27%
20	MIDD 1 09-01-25	Middleby CORP	Stock-Industrials	0.56%	—	-3.78%
21	PFSI	Pennymac Financial Services	Stock-Other	0.55%	+1.81%	NEW
22	07WA	Mr Cooper Group INC	Stock-Other	0.53%	—	+5.58%
23	✓	North Mountain Merger CORP	Stock-Other	0.44%	—	—
24	✓	Vectoiq Acquisition CORP Ii	Stock-Other	0.42%	—	+0.12%
25	✓	Fintech Acquisition CORP Vi	Stock-Other	0.42%	—	—
26	CRSR	Corsair Gaming, Inc.	Stock-Other	0.42%	—	—
27	OKLO	Oklo INC	Stock-Utilities	0.41%	—	—
28	✓	Rxr Acquisition CORP	Stock-Other	0.39%	—	+0.10%
29	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.37%	—	-51.72%
30	✓	Avista Pub Acquisition CORP	Stock-Other	0.37%	—	+100.11%
31	NEE 5.279 03-01-23	Nextera Energy INC	Stock-Utilities	0.34%	—	-74.00%
32	AEP	American Electric Power	Stock-Utilities	0.33%	—	+206.61%
33	ASHR	Xtrackers Harvest Csi 300 Ch	ETF-Other	0.33%	—	—
34	BLMN 5 05-01-25	Bloomin Brands INC	Stock-Other	0.33%	—	-74.10%
35	NOVA 0.25 12-01-26	Sunnova Energy Intl INC	Stock-Other	0.32%	—	—
36	SABR 6.5 09-01-23	Sabre CORP	Stock-Tech	0.30%	—	+34.94%
37	✓	Dragoneer Growth Opt CORP Ii	Stock-Other	0.30%	—	—
38	✓	Aea-bridges Impact CORP	Stock-Other	0.29%	—	—
39	CCI	Crown Castle Inc.	Stock-Real Estate	0.29%	—	—
40	PLUG 3.75 06-01-25	Plug Power INC	Stock-Industrials	0.29%	—	-77.42%
41	✓	Angel Pond Holdings CORP	Stock-Other	0.28%	—	+35.89%
42	SO 6.75 08-01-22 2019	Southern Co	Stock-Utilities	0.28%	—	+219.24%
43	✓	Tishman Speyer Innovation Co	Stock-Other	0.27%	—	—
44	MTDR	Matador Resources Co	Stock-Energy	0.26%	—	—
45	NEE 6.219 09-01-23	Nextera Energy INC	Stock-Utilities	0.25%	—	—
46	FITB	Fifth Third Bancorp	Stock-Financials	0.23%	—	—
47	MO	Altria Group INC	Stock-Consumer Staples	0.21%	—	—
48	✓	Vintage Wine Estates	Stock-Other	0.21%	—	+17.75%
49	DBC	Invesco Db Commodity Index T	ETF-Commodities	0.21%	—	—
50	WBD	Warner Bros Discovery INC	Stock-Comm Services	0.20%	—	—

1–50 of 173

Holding changes this quarter

Position changes disclosed by BlueCrest Capital Management Ltd for the quarter ending Q2 2022, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	GLD	Spdr Gold Shares	+14.2%	+405.26%	Add
2	XLE	Ss Energy Select Sector	+6.4%	+2263.53%	Add
3	QQQ	Invesco Qqq Trust Series 1	+2.6%	+22.54%	Add
4	IWN	Ishares Russell 2000 Value E	+1.3%	NEW	New buy
5	GTENU	Gores Holdings X, Inc.	+1%	+455.25%	Add
6	EFA	Ishares Msci Eafe ETF	+0.8%	+514.91%	Add
7	EEM	Ishares Msci Emerging Market	+0.6%	+92.91%	Add
8	KWEB	Kranesh Csi China Internet	+0.4%	+24.90%	Add
9	FEZ	State Street Spdr Euro Stoxx	+0.4%	+184.59%	Add
10	PFSI	Pennymac Financial Services	+0.4%	+193.87%	Add
11	ASHR	Xtrackers Harvest Csi 300 Ch	+0.3%	NEW	New buy
12	NOVA 0.25 12-01-26	Sunnova Energy Intl INC	+0.3%	NEW	New buy
13	✓	Aea-bridges Impact CORP	+0.3%	NEW	New buy
14	CCI	Crown Castle Inc.	+0.3%	NEW	New buy
15	GFLCN 6 03-15-23	Gfl Environmental INC	-0.2%	-9.77%	Trim
16	PCG 5.5 08-16-23	Pg&e CORP	-0.2%	-25.31%	Trim
17	VREX 4 06-01-25	Varex Imaging Corporatio	-0.2%	EXIT	Sold out
18	✓	Virgin Group A-a	-0.2%	EXIT	Sold out
19	✓		-0.2%	EXIT	Sold out
20	FXI	Ishares China Large-cap ETF	-0.3%	-80.16%	Trim
21	VGK	Vanguard Ftse Europe ETF	-0.3%	EXIT	Sold out
22	XLF	Ss Financial Select Sector	-0.3%	-70.47%	Trim
23	✓	Austerlitz Acquisition CORP	-0.3%	EXIT	Sold out
24	NRG	Nrg Energy INC	-0.3%	EXIT	Sold out
25	✓	North Atlantic Acquisitn Cor	-0.3%	EXIT	Sold out
26	✓		-0.3%	-24.63%	Trim
27	DAY 0.25 03-15-26	Dayforce INC	-0.3%	EXIT	Sold out
28	✓		-0.3%	EXIT	Sold out
29	NEE 4.872 09-01-22	Nextera Energy INC	-0.3%	-86.09%	Trim
30	✓	Insu Acquisition CORP Iii	-0.3%	EXIT	Sold out
31	AQNCN 7.75 06-15-24	Algonquin Pwr &	-0.4%	-79.65%	Trim
32	✓	Haymaker Acquisition CORP Ii	-0.4%	EXIT	Sold out
33	EMB	Ishares Jp Morgan Usd Emergi	-0.5%	-9.33%	Trim
34	✓		-0.5%	EXIT	Sold out
35	EWZ	Ishares Msci Brazil ETF	-0.5%	-51.72%	Trim
36	CHNG 6 06-30-22	Change Healthcare INC	-0.5%	EXIT	Sold out
37	TSM	Taiwan Semiconductor-sp Adr	-0.6%	EXIT	Sold out
38	WTRG 6 04-30-22	Essential Utilities INC	-0.6%	EXIT	Sold out
39	D 7.25 06-01-22 A	Dominion Energy INC	-0.8%	EXIT	Sold out
40	XRT	Ss Spdr S&p Retail ETF	-0.8%	EXIT	Sold out
41	NEE 5.279 03-01-23	Nextera Energy INC	-0.8%	-74.00%	Trim
42	DHR	Danaher CORP	-0.9%	-87.36%	Trim
43	BLMN 5 05-01-25	Bloomin Brands INC	-1%	-74.10%	Trim
44	NI 7.75 03-01-24	Nisource INC	-1%	EXIT	Sold out
45	EWC	Ishares Msci Canada ETF	-1.3%	EXIT	Sold out
46	PLUG 3.75 06-01-25	Plug Power INC	-1.5%	-77.42%	Trim
47	ARCH 5.25 11-15-25	Arch Resources INC	-2%	EXIT	Sold out
48	SPY	Ss Spdr S&p 500 ETF Trust-us	-2.1%	-16.49%	Trim
49	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	-3.2%	-52.90%	Trim
50	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	-4.4%	-79.37%	Trim